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