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Free, Raw Stock Data
Posted on: 2008-06-05 21:23:37

Why can't anybody write a decent stock screener? Google did, but they left out my favourite exchange, the TSX. The best indicator of whether a stock is going to go up in the medium term is growth in earnings, but it is near impossible to find this information for Canadian stocks. I have tried the one at GlobeInvestor.com, but it seems to be written by an imbecile, and its results are quite random.

Frustrated, I wrote my own tool to pull this information from publicly available sources (Only took about 5 hours). Here, at last, is a text file containing the fundamentals for about 1100 securities on the TSX, as of June, 2008.

Right now I list only Revenue and EPS, because that is what I use to screen stocks. My plan is to analyse this data in the near future, and find the next Research in Motion.

Download the Database

Example and format

svc,q,2008-02-29,Revenue,8290000.00
svc,q,2008-02-29,EPS,-0.05
svc,q,2007-11-30,Revenue,17110000.00
svc,q,2007-11-30,EPS,0.00
svc,q,2007-08-31,Revenue,21180000.00
svc,q,2007-08-31,EPS,0.02
svc,q,2007-05-31,Revenue,20020000.00
svc,q,2007-05-31,EPS,0.08
svc,q,2007-02-28,Revenue,15380000.00
svc,q,2007-02-28,EPS,0.05
svc,a,2007-11-30,Revenue,73680000.00
svc,a,2007-11-30,EPS,0.14
svc,a,2006-11-30,Revenue,31660000.00
svc,a,2006-11-30,EPS,0.00
svc,a,2005-11-30,Revenue,15810000.00
svc,a,2005-11-30,EPS,-0.04
svc,a,2004-11-30,Revenue,3260000.00
svc,a,2004-11-30,EPS,-0.11
svc,a,2003-11-30,Revenue,2040000.00
svc,a,2003-11-30,EPS,-0.07

Each line is a comma separated list of the following fields:

  • Symbol
  • q (Quarterly) or a (Annual)
  • Date of the report
  • Type of data (Revenue or EPS)
  • Revenue or EPS, both in dollars.

Hottest non-energy/non-mining stocks

So here are the hottest stocks, filtered with the following criteria:
  • Both Revenue and EPS are increasing for at least two years
  • P/E ratio is positive and less than 50.
  • Industry is not resources or energy.
All data is from Friday, June 6, 2008
StockAverage Revenue Growth (# years positive)Average EPS Growth (# years positive)IndustryPricePrice/Earnings Ratio
Yellow Pages Income Fund (ylo.un) 629% (4)298% (4)Communications & Media (Publishing & Printing)$9.8010
AltaGas Utility Group Inc. (aui) 165% (2)127% (2)Utilities (Gas Utilities)$6.7910
Canadian Helicopters Income Fund (chl.un) 140% (2)629% (2)Transportation and Environmental Services (Transportation)$13.006
IBI Income Fund (ibg.un) 94% (3)58% (2)Business Services (Consulting)$22.907
ADF Group, Inc. (drx) 82% (2)785% (3)Industrial Products (Metal Fabricators)$4.955
RuggedCom Inc. (rcm) 78% (3)35% (2)Industrial Products (Electrical & Electronic)$14.2532
Parkbridge Lifestyle Communities Inc. (prk) 70% (3)119% (2)Business Services (Computer Software & Processing)$5.4518
Glacier Ventures International Corp. (gvc) 62% (5)57% (3)Communications & Media (Publishing & Printing)$4.1011
Saxon Financial Inc. (sfi) 62% (5)31% (5)Financial Services (Investment Companies and Funds)$14.2011
Martinrea International Inc. (mre) 58% (3)68% (3)Industrial Products (Metal Fabricators)$8.089
Cargojet Income Fund (cjt.un) 53% (2)477% (2)Transportation and Environmental Services (Transportation)$11.1524
Pollard Banknote Income Fund (pbl.un) 52% (2)68% (2)Industrial Products (Misc. Industrial Products)$7.596
Coast Wholesale Appliances Income Fund (cwa.un) 51% (2)5% (2)Consumer Products (Household Goods)$7.728
Parkland Income Fund (pki.un) 49% (5)209% (3)Merchandising and Lodging (Specialty Stores)$11.457
Armtec Infrastructure Income Fund (arf.un) 43% (3)88% (4)Industrial Products (Misc. Industrial Products)$24.0011
World Point Terminals Inc. (wpo) 43% (2)43% (2)Transportation and Environmental Services (Transportation)$14.0017
Gerdau Ameristeel Corporation (gna) 43% (5)30% (2)Industrial Products (Steel)$18.2011
Logibec Groupe Informatique Ltd. (lgi) 41% (5)40% (5)Business Services (Computer Software & Processing)$20.0027
GMP Capital Trust (gmp.un) 38% (5)39% (3)Financial Services (Investment Houses)$16.318
Aastra Technologies Limited (aah) 37% (4)34% (2)Communications & Media (Telecommunications)$25.6812
Sleep Country Canada Income Fund (z.un) 31% (4)31% (4)Merchandising and Lodging (Specialty Stores)$20.0010
Gemcom Software International Inc. (gcm) 31% (5)37% (3)Business Services (Computer Software & Processing)$2.9923
Melcor Developments Ltd. (mrd) 30% (4)42% (4)Real Estate (Developers)$14.737
Equitable Group Inc. (etc) 29% (5)28% (4)Financial Services (Finance and Leasing)$21.358
Stella-Jones Inc. (sj) 29% (4)53% (4)Industrial Products (Misc. Industrial Products)$35.2617
Canaccord Capital Inc. (cci) 29% (2)34% (2)Financial Services (Investment Houses)$9.973
Western Financial Group (wes) 29% (5)21% (2)Financial Services (Insurance)$4.1720
Sceptre Investment Counsel Limited (sz) 29% (2)41% (2)Financial Services (Investment Companies and Funds)$9.2117
RDM Corporation (rc) 28% (4)203% (3)Business Services (Computer Software & Processing)$1.609
Energy Savings Income Fund (sif.un) 26% (5)73% (4)Utilities (Gas Utilities)$14.7911
Algoma Central Corporation (alc) 22% (4)50% (4)Transportation and Environmental Services (Transportation)$138.009
Marsulex Inc. (mlx) 22% (4)302% (2)Transportation and Environmental Services (Environmental)$13.5016
Gildan Activewear Inc. (gil) 21% (3)29% (3)Consumer Products (Household Goods)$29.4021
TSX Group, Inc. (x) 21% (4)22% (5)Other Services (Other Services)$43.8220
Premium Brands Income Fund (pbi.un) 20% (4)79% (2)Consumer Products (Food Processing)$13.108
General Donlee Income Fund (gdi.un) 20% (3)78% (2)Industrial Products (Metal Fabricators)$8.758
Computer Modelling Group Ltd. (cmg) 20% (5)24% (5)Business Services (Computer Software & Processing)$18.8121
The Churchill Corporation (cuq) 19% (5)123% (2)Real Estate (Contractors)$21.3816
Ritchie Bros. Auctioneers (rba) 18% (5)29% (3)Merchandising and Lodging (Specialty Stores)$26.4537
Stantec Inc. (stn) 18% (5)22% (5)Business Services (Consulting)$29.1418
Cogeco Cable Inc. (cca) 17% (5)72% (2)Communications & Media (Cable)$39.9514
Firm Capital Mortgage Investment Trust (fc.un) 17% (5)2% (2)Financial Services (Finance and Leasing)$10.5810
Shoppers Drug Mart Corporation (sc) 17% (5)18% (5)Merchandising and Lodging (Specialty Stores)$56.1723
Velan Inc. (vln) 16% (3)707% (2)Industrial Products (Misc. Industrial Products)$12.2122
Guardian Capital Group Ltd. (gcg) 16% (5)42% (4)Financial Services (Investment Companies and Funds)$8.4612
Macdonald Dettwiler & Associates Ltd (mda) 16% (5)17% (5)Business Services (Computer Software & Processing)$42.2318
WFI Industries Ltd. (wfi) 15% (5)21% (5)Consumer Products (Misc. Consumer Products)$25.9530
easyhome Ltd. (eh) 13% (5)42% (2)Merchandising and Lodging (Specialty Stores)$16.4914
Descartes Systems Group Inc. (dsg) 13% (2)203% (2)Business Services (Computer Software & Processing)$3.859
Toromont Industries Ltd. (tih) 12% (5)24% (5)Merchandising and Lodging (Wholesale Distributors)$30.6116
Finning International Inc. (ftt) 12% (5)29% (3)Merchandising and Lodging (Wholesale Distributors)$28.0017
Linamar Corporation (lnr) 11% (5)27% (4)Industrial Products (Transportation Equip. & Compnts)$16.3010
IGM Financial Inc. (igm) 11% (4)12% (5)Financial Services (Investment Companies and Funds)$45.8413
CAE, Inc. (cae) 11% (4)54% (2)Industrial Products (Transportation Equip. & Compnts)$13.3420
Richelieu Hardware Ltd. (rch) 10% (5)11% (5)Merchandising and Lodging (Wholesale Distributors)$21.2514
North West Company Fund (nwf.un) 10% (3)13% (5)Merchandising and Lodging (Department Stores)$18.2714
Thomson Reuters Corporation (toc) 8% (2)30% (2) ()$37.4822
Cossette Communication Group Inc. (kos) 8% (5)17% (2)Business Services (Advertising Agencies)$6.157
The Forzani Group Ltd. (fgl) 7% (5)90% (2)Merchandising and Lodging (Specialty Stores)$17.0212
Leon's Furniture Ltd. (lnf) 7% (5)13% (4)Merchandising and Lodging (Specialty Stores)$12.0014
CML Healthcare Income Fund (clc.un) 7% (2)18% (4)Other Services (Medical Services)$15.4213
Canadian Pacific Railway Limited (cp) 6% (4)25% (4)Transportation and Environmental Services (Transportation)$69.0311
Indigo Books & Music Inc. (idg) 5% (3)116% (5)Merchandising and Lodging (Specialty Stores)$14.496
TELUS Corporation (t) 5% (5)45% (4)Utilities (Telephone Utilities)$46.0711
High Liner Foods Incorporated (hlf) 4% (2)41% (2)Consumer Products (Food Processing)$8.8520

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Tom

2013-06-23 00:47:41
I can provide TSX data if you still need it. I can send you close stock quotes for 35 countries. We are looking for 10,000 people to stress test our new stock delivery system. Please contact me if you are interested.

thomasfbuchanan@gmail.com

DailyMarketData.com

Email
steve.hanov@gmail.com

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