Free, Raw Stock Data
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.
Each line is a comma separated list of the following fields:
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
Hottest non-energy/non-mining stocks
So here are the hottest stocks, filtered with the following criteria:
All data is from Friday, June 6, 2008
Stock Average Revenue Growth (# years positive) Average EPS Growth (# years positive) Industry Price Price/Earnings Ratio Yellow Pages Income Fund (ylo.un)
629% (4) 298% (4) Communications & Media (Publishing & Printing) $9.80 10 AltaGas Utility Group Inc. (aui)
165% (2) 127% (2) Utilities (Gas Utilities) $6.79 10 Canadian Helicopters Income Fund (chl.un)
140% (2) 629% (2) Transportation and Environmental Services (Transportation) $13.00 6 IBI Income Fund (ibg.un)
94% (3) 58% (2) Business Services (Consulting) $22.90 7 ADF Group, Inc. (drx)
82% (2) 785% (3) Industrial Products (Metal Fabricators) $4.95 5 RuggedCom Inc. (rcm)
78% (3) 35% (2) Industrial Products (Electrical & Electronic) $14.25 32 Parkbridge Lifestyle Communities Inc. (prk)
70% (3) 119% (2) Business Services (Computer Software & Processing) $5.45 18 Glacier Ventures International Corp. (gvc)
62% (5) 57% (3) Communications & Media (Publishing & Printing) $4.10 11 Saxon Financial Inc. (sfi)
62% (5) 31% (5) Financial Services (Investment Companies and Funds) $14.20 11 Martinrea International Inc. (mre)
58% (3) 68% (3) Industrial Products (Metal Fabricators) $8.08 9 Cargojet Income Fund (cjt.un)
53% (2) 477% (2) Transportation and Environmental Services (Transportation) $11.15 24 Pollard Banknote Income Fund (pbl.un)
52% (2) 68% (2) Industrial Products (Misc. Industrial Products) $7.59 6 Coast Wholesale Appliances Income Fund (cwa.un)
51% (2) 5% (2) Consumer Products (Household Goods) $7.72 8 Parkland Income Fund (pki.un)
49% (5) 209% (3) Merchandising and Lodging (Specialty Stores) $11.45 7 Armtec Infrastructure Income Fund (arf.un)
43% (3) 88% (4) Industrial Products (Misc. Industrial Products) $24.00 11 World Point Terminals Inc. (wpo)
43% (2) 43% (2) Transportation and Environmental Services (Transportation) $14.00 17 Gerdau Ameristeel Corporation (gna)
43% (5) 30% (2) Industrial Products (Steel) $18.20 11 Logibec Groupe Informatique Ltd. (lgi)
41% (5) 40% (5) Business Services (Computer Software & Processing) $20.00 27 GMP Capital Trust (gmp.un)
38% (5) 39% (3) Financial Services (Investment Houses) $16.31 8 Aastra Technologies Limited (aah)
37% (4) 34% (2) Communications & Media (Telecommunications) $25.68 12 Sleep Country Canada Income Fund (z.un)
31% (4) 31% (4) Merchandising and Lodging (Specialty Stores) $20.00 10 Gemcom Software International Inc. (gcm)
31% (5) 37% (3) Business Services (Computer Software & Processing) $2.99 23 Melcor Developments Ltd. (mrd)
30% (4) 42% (4) Real Estate (Developers) $14.73 7 Equitable Group Inc. (etc)
29% (5) 28% (4) Financial Services (Finance and Leasing) $21.35 8 Stella-Jones Inc. (sj)
29% (4) 53% (4) Industrial Products (Misc. Industrial Products) $35.26 17 Canaccord Capital Inc. (cci)
29% (2) 34% (2) Financial Services (Investment Houses) $9.97 3 Western Financial Group (wes)
29% (5) 21% (2) Financial Services (Insurance) $4.17 20 Sceptre Investment Counsel Limited (sz)
29% (2) 41% (2) Financial Services (Investment Companies and Funds) $9.21 17 RDM Corporation (rc)
28% (4) 203% (3) Business Services (Computer Software & Processing) $1.60 9 Energy Savings Income Fund (sif.un)
26% (5) 73% (4) Utilities (Gas Utilities) $14.79 11 Algoma Central Corporation (alc)
22% (4) 50% (4) Transportation and Environmental Services (Transportation) $138.00 9 Marsulex Inc. (mlx)
22% (4) 302% (2) Transportation and Environmental Services (Environmental) $13.50 16 Gildan Activewear Inc. (gil)
21% (3) 29% (3) Consumer Products (Household Goods) $29.40 21 TSX Group, Inc. (x)
21% (4) 22% (5) Other Services (Other Services) $43.82 20 Premium Brands Income Fund (pbi.un)
20% (4) 79% (2) Consumer Products (Food Processing) $13.10 8 General Donlee Income Fund (gdi.un)
20% (3) 78% (2) Industrial Products (Metal Fabricators) $8.75 8 Computer Modelling Group Ltd. (cmg)
20% (5) 24% (5) Business Services (Computer Software & Processing) $18.81 21 The Churchill Corporation (cuq)
19% (5) 123% (2) Real Estate (Contractors) $21.38 16 Ritchie Bros. Auctioneers (rba)
18% (5) 29% (3) Merchandising and Lodging (Specialty Stores) $26.45 37 Stantec Inc. (stn)
18% (5) 22% (5) Business Services (Consulting) $29.14 18 Cogeco Cable Inc. (cca)
17% (5) 72% (2) Communications & Media (Cable) $39.95 14 Firm Capital Mortgage Investment Trust (fc.un)
17% (5) 2% (2) Financial Services (Finance and Leasing) $10.58 10 Shoppers Drug Mart Corporation (sc)
17% (5) 18% (5) Merchandising and Lodging (Specialty Stores) $56.17 23 Velan Inc. (vln)
16% (3) 707% (2) Industrial Products (Misc. Industrial Products) $12.21 22 Guardian Capital Group Ltd. (gcg)
16% (5) 42% (4) Financial Services (Investment Companies and Funds) $8.46 12 Macdonald Dettwiler & Associates Ltd (mda)
16% (5) 17% (5) Business Services (Computer Software & Processing) $42.23 18 WFI Industries Ltd. (wfi)
15% (5) 21% (5) Consumer Products (Misc. Consumer Products) $25.95 30 easyhome Ltd. (eh)
13% (5) 42% (2) Merchandising and Lodging (Specialty Stores) $16.49 14 Descartes Systems Group Inc. (dsg)
13% (2) 203% (2) Business Services (Computer Software & Processing) $3.85 9 Toromont Industries Ltd. (tih)
12% (5) 24% (5) Merchandising and Lodging (Wholesale Distributors) $30.61 16 Finning International Inc. (ftt)
12% (5) 29% (3) Merchandising and Lodging (Wholesale Distributors) $28.00 17 Linamar Corporation (lnr)
11% (5) 27% (4) Industrial Products (Transportation Equip. & Compnts) $16.30 10 IGM Financial Inc. (igm)
11% (4) 12% (5) Financial Services (Investment Companies and Funds) $45.84 13 CAE, Inc. (cae)
11% (4) 54% (2) Industrial Products (Transportation Equip. & Compnts) $13.34 20 Richelieu Hardware Ltd. (rch)
10% (5) 11% (5) Merchandising and Lodging (Wholesale Distributors) $21.25 14 North West Company Fund (nwf.un)
10% (3) 13% (5) Merchandising and Lodging (Department Stores) $18.27 14 Thomson Reuters Corporation (toc)
8% (2) 30% (2) () $37.48 22 Cossette Communication Group Inc. (kos)
8% (5) 17% (2) Business Services (Advertising Agencies) $6.15 7 The Forzani Group Ltd. (fgl)
7% (5) 90% (2) Merchandising and Lodging (Specialty Stores) $17.02 12 Leon's Furniture Ltd. (lnf)
7% (5) 13% (4) Merchandising and Lodging (Specialty Stores) $12.00 14 CML Healthcare Income Fund (clc.un)
7% (2) 18% (4) Other Services (Medical Services) $15.42 13 Canadian Pacific Railway Limited (cp)
6% (4) 25% (4) Transportation and Environmental Services (Transportation) $69.03 11 Indigo Books & Music Inc. (idg)
5% (3) 116% (5) Merchandising and Lodging (Specialty Stores) $14.49 6 TELUS Corporation (t)
5% (5) 45% (4) Utilities (Telephone Utilities) $46.07 11 High Liner Foods Incorporated (hlf)
4% (2) 41% (2) Consumer Products (Food Processing) $8.85 20
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