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Stock market participants

Stock market operators comprise a heterogenous group. These include:
  1. Professional market makers, mutual fund and other portfolio managers, as well as individuals, who do serious research in order to make informed investment decisions.
    To compete with this group, investors have to take advantage of cases where the market ignores available information, due to information overload. The human mind can only process a limited amount of data (text, numbers) simultaneously. For example, nobody can compare the financials of more than a few companies at the same time, even when tabulated and sorted. A decision tool such as stock-comparator.com is invaluable in evaluating and comparing the few thousands of investable stocks.
  2. Companies or other organizations engaged in acquisitions or disposal of large positions in other companies. To take advantage of these events, the investor need to be able to quickly identify companies that are candidates for acquisitions. The comparison algorithm and the 'gold' screen in stock-comparator.com come in handy.
  3. Companies doing stock buybacks.
    This hidden force creates demand for stocks, but may not always be the best use for company profits.
  4. "Noisy traders" who don't do any serious research.
    These need to be taken into consideration, because they are the ones that can cause crashes, by "following the herd". On the other hand, they can magnify the gains by increasing price volatility.
  5. Individuals selling stocks to obtain liquidity (large shareholders, employees, venture capital funds, or any stock owner needing cash).
    This group needs to be taken into account as a hidden force, largely immune to market psychology.
  6. Professionals or individuals using portfolio insurance strategies, as well as other options and index futures traders.
    The investor needs to be aware if a stock is a member of a tradeable index. (Stock-comparator.com includes such information).
The diversity of operators provides both opportunities and risks.

Advantages for informed individual stock investors

Many alternative investment venues exist: banking products, insurance company products, real estate, commodity, currency and financial index trading, investing directly in a business, and investing in stocks or bonds not through direct stock trading.
While some of the alternatives, e.g commodity trading, are somewhat similar to the stock market, none of them offers the range of advantages offered by the stock market. These advantages include:
  1. High liquidity and fast access:  The facilities for obtaining information and execute transactions in the U.S stock markets are unequaled by any other investment vehicle available to individuals.
  2. Special legislation and oversight:  The SEC and its rules ensure there is fair competition in the stock market, and minimize the risk of fraud or unfair practices. The SEC also ensures that the companies whose stocks trade in these markets provide accurate and timely information.
    In particular, securities regulations enable the securities industry to provide better services to individuals, compared to services offered by banks, at acceptable risk levels.
  3. Simple diversification:  In addition to U.S operating companies, the stocks listed in the U.S include numerous non-operating investment vehicles (closed-end mutual funds, preferred stocks, special financial products) and foreign companies.
    So you can tailor your risk and diversification preferences by investing in bonds, gold, foreign stock markets, or bet on the future price of a stock, etc., all in one account and using the same procedures.
  4. Information availability:  The internet and other sources provide huge amounts of information and advice about stocks, making it possible to place informed bets on stocks.
Diversification

A major principle of stock investment is diversification.
Diversification means limiting investments in a single stock, or a group of highly related stocks, to a maximum percentage of personal assets, for the following reasons:
  1. There is always a chance of significant price drop in a stock, due to unpredictable circumstances.
  2. The whole stock market, or a specific sector, may experience a sharp drop.
An important tool for diversification is the Correlation Coefficient("r"). Stock-comparator.com provides the "r" between stock prices and the DJI, and between stocks prices and crude oil price.
It is often mistakenly believed that buying foreign stocks automatically provides diversification. The fact is that many foreign stocks are more correlated with the DJI then many stocks in the DJI itself!
Similarly, the correlation of stock and oil prices is not always what you may expect.

Purpose

The tools available on Stock-comparator.com facilitate several stock investment tasks:

  • Selecting candidate stocks for buying, and to a lesser extent, selecting stocks to sell (long).
  • Compare a given set of stocks, based on objective, fact-based factors.
  • Provide lists of thousands of stocks, sorted by various criteria.
  • Obtain stock breakdown by industry/state/country at a glance, by displaying counters next to each industry/group/state/province/country. Stock-comparator uses a unique Modified SIC system for classifiying and grouping companies.
    This and other screening options give the investor a good overall view of a wide selection of investable stocks in the U.S stock markets, possibly bringing to his attention many stocks which are less known or covered by analysts, but nevertheless represent sound companies.
  • Obtain a concise view of multiple stocks, by displaying over a dozen items for each stock in a single table row (additional items also available in a separate page).
  • Quickly narrow down investment choices, based on the investor's risk preferences, such as absolute price and profitability.
  • Provide links to other financial websites, which open in a separate window, enabling the investor to obtain current quotes, look up stock symbols, or access numerous other information sources.
  • Provide unique screens unavailable elsewhere (such as the 'gold screen' and 'Industry top 2').
Stock selection methods

The most popular methods for selecting stocks are fundamental and technical analysis. Fundamental analysis looks into company financials and operations, trying to assess current and future business conditions, and then asks the question: does the current stock price reflect the underlying value of the company?
Technical analysis looks mostly at the stock price movement and trading volume, as well as the price and volume behavior of the entire stock and various commodities markets, trying to assess investors' mood or detect patterns in price movements, based on myriad indicators and charts.

Data uncertainties

A basic fact of stock trading decision making in that nobody has enough information. The investor makes educated guesses about the missing information items. Sometimes, a speculative news item about a company is given more importance than basic financial data from SEC reports. Also, missing analysts' estimates is reason for a downgrade.
Even when sound financial data is available, it is not reflected immediately in online databases.
First, a company may announce unaudited quarterly results in a news conference and SEC submission (8-K). This data is captured by stock-comparator.com as preliminary data and is clearly marked as such. Then there is a delay of a few weeks until the company submits the official quarterly/annual results to the SEC (10-Q, 10-K, etc.). Then it takes a few more days until the data is reflected in the database. stock-comparator.com clearly marks companies whose fundamental data is older than SEC reporting requirements, and the latest month for which data exists. Also, the Checklist reminds you to look for these items.

Our approach

Reduced number of items. In order to give the investor a good broad view of the stock market, it is essential to leave only important items for each company. This is similar to selecting which items are displayed in a geographical map. Too many screening criteria and items displayed on the same page, and the information becomes too detailed to be absorbed by the investor. Later, when you zoom in on a few specific stocks, the left-out items become important. But not during the initial selection.

The items used for comparison. Merely sorting screening results or displaying items side-by-side for multiple stocks, is not conducive to making good investment decisions. You need a 'score', a single number that ranks the stock within the stock market universe. But comparing the financials and price movements of multiple stocks is not easy, because one stock may be superior to another based on one factor (e.g, P/E), but inferior in another (e.g, Yield). Here, too, adding more items into the formula only makes the picture less clear...

Why were some items excluded? (Note: you can modify the default comparison formula). Some items, such as revenue and DJI Correlation Coefficient, have been left out of the comparison formula but are used as screening factors, because their contribution to successful investment decisions is not only unclear, but may change direction based on market conditions. For example, in a prolonged bear market, a low correlation to the market averages is desirable, while at the perceived start of a bull market, a high Correlation Coefficient may be more desirable. The remaining items also reflect a specific investment philosophy.

Profit: The absolute size of a company's profit has an information value which is not captured by any other item, such as EPS. First, it's an unequivocal measure of the company's success in its industry sector. Second, it gives you a measure of the company's potential in the area of acquisitions, R&D and administrative expenses, exposure to legal payments, and likelihood of 'life threatening' financial troubles.

Price/52-high: This is the essence of value investing. A stock that is near its 52-week high may have momentum, and it's good for certain investment decisions, but if you want to buy long a stock and be comfortable with holding it for months or years, without following its daily price movements, then you should give priority to 'beaten down' stocks, because this is where you can find 'mispriced' stocks (for the investor who doesn't do short selling). In particular, stocks with violent price swings in a short period of time, resulting in a substantial drop from 52-week high, may be good candidates for buying, because it's not very likely that the fortunes of a large-cap company can be so volatile in the short term, for the simple reason that nobody, including the company's management, has enough information to justify adding or substracting many millions of Dollars from a company's market value in a matter of a few days (and definitely not within a single trading day...).(Note: you should read the company's latest SEC filings and news items so your'e aware of the latest events).

Price: Although not a component of the comparison formula, it is one of the screening factors. Here too we believe that the absolute price of a stock has a meaning. True, arbitrary splits and reverse splits can radically change a stock's price without any inherent change in the company's business (except for major spinoffs), but even here, the importance of the absolute price is evident. We believe that a price drop below $10 for many companies which are dominant in their industry, or recognized as components of important market indices, may be a buying opportunity. This applies also to ADRs and foreign company stocks, but not to those previously high-flying NASDAQ stocks, but there is no danger of picking those up because they will rank low in comparisons, due to their poor financials.

Classes of factors.  The stock selection tool on this website uses default and user-modifiable formulas that may be divided into 3 classes:

  • Fundamental data: profit, debt, yield, and optionally, revenue.
    These are all based on past performance. You should check company related news, and look for recent or upcoming changes in the business environment in which the company operates, to ensure that they will not negatively impact company results.
    Also, stock-comparator.com relies only on company-reported quarterly and yearly results, so recent changes in the business environment will be reflected only in the next quartely results. See also note on TTM data below.

  • Price data: Latest closing price, closing price vs. 52-week high, the P/E and P/S ratios. These indicate whether the stock is relatively expensive compared to other stocks and the market.
    Note that giving a higher score to stocks with low P/E and P/S and high percentage drop from 52-week highs tends to bring up companies whose price have recently dropped. The drop affects the price data factors in the formula immediately, while the fundamental factors will be reflected only in the next quarterly and annual reports.
    Furthermore, the P/E and P/S values use TTM (trailing 12 month) data. You should look at the latest quarterly data in the 'company details' screen, which may in some cases provide a better indication of future company results.
    Quarterly data may be unaudited.

  • Correlation Coefficients: acknowledging that stock prices are influenced by general trends in the market, these statistics informs you about the stock price behavior relative to the DJI an crude oil prices, enabling you to either try to insulate yourself from the market and oil price fluctuations, or take advantage of expected moves in the market or in oil prices.
    Note that in cases where the correlation of a stock's price with the DJI is very high then the stock's correlation to the S&P 500 index and other popular indexes is probably (not always) high too, because of the very high correlation between the indexes.

  • Additional financial values:
    Additional items are used in stock-comparator.com special screens but not in the ranking formula.
Using the system for long-term buying:
The entire website is designed to help you find stocks that have solid financials but have been overlooked or unjustifiably beaten down by the market. Subscribers can quickly rank all the stocks in the database. Alternatively, you can enter the ticker symbols of the stocks that you consider buying, or find candidates using the various screening, indexes and sort options. If needed, modify the comparison formula to change the weight factors of the various scoring criteria. Submit the request, Then review the comparison results and 'company detail' pages, and do more research on the stocks that seem to match your needs, based on the Checklist. Be extra careful during the earnings seasons (mid January, April, July, October), because the data that you are basing your decisions is still based on the quarter that preceded the just ended quarter.
The stock/oil price correlation coefficient r(oil) helps predicting stock price dynamics without having to know or assume the economic effects of crude oil price movements on specific companies or sectors.

Using the system for short-term trading:
Although this approach, especially the default comparison formula, is geared more towards the needs of the Value Investor, it is also useful for shorter-term trading. Suppose you are convinced that the market is oversold in the short term and will be going up for the next few days. You can quickly find some stocks that are highly positively correlated to the market indices (by screening the DJI 30, by sorting the database by the correlation coefficient ("r")). Or you can screen for high-revenue stocks yielding a high dividend, and select those highly ranked and having a high "r". After further research, you can buy these stocks as a proxy to trading the market indices, while having the extra security of comparatively strong financials or high yield.
Similar considerations apply to predicting the effect of oil price movements using r(oil).
Obviously, if the stock you bought for the long term jumped up right after you bought it then you can sell it for a short term gain.

Using the system for selling (long) decisions:
Since the database is continually updated, you need to screen your portfolio on a regular basis to see if the stock's rank has significantly deteriorated. In particular, during early February, May, August and October, many quarterly or annual reports are submitted to the SEC and the fundamental data for these companies is updated in the database. Also, most earnings announcements are in. If the stock's price went up significantly, its score will go down. You can enter your portfolio's ticker symbols and save the list (subscriber option). Look at the stocks that received a low score in the comparison results. If one of these stocks has significantly appreciated since you bought it, it may be a good candidate for selling.
Also, if you consider selling a specific stock, enter its symbol and obtain the industry name in the 'Company details' screen. Then do a 'screen' using the industry name. If that stock receives a low ranking in the comparison results then you may consider selling it and buying a higher-ranked stock in the same industry.

History / Backtesting

This feature enables tracking stock-comparator.com results over time. It shows a stock's rank (based on the default formula) and price during up to 11 dates. This data is displayed on the 'Company details' for a single stock, and for up to 50 stocks on the 'Results' page.

More on the Correlation Coefficient ("r")

"r" can take a value from 1 to -1. To calculate r(DJI), we use one year's worth of price data (from the end of last month going back one year) for each stock and the DJI.
For r(oil), we use the daily closing spot price for West Texas Intermediate crude oil.

  • If the stock closing price goes up every time the DJI or the oil price (WTI crude oil spot price) went up, and went down every day the DJI or the oil price went down then r(DJI) or r(oil) = 1 respectively.

  • If the stock price movement was always opposite to the movement of the DJI or the oil price then r(DJI) or r(oil) =-1.

  • r=0 if the price movements are totally uncorrelated.
The "r" for a stock can change, based on the period and number of days used for the calculation. However, even looking at a one time measurement of "r" can give the investor deep insight into the company stock price:
  • Foreign stocks may be more correlated with the DJI than American companies. This means that diversification by country doesn't really work.

  • Similarly, stocks of companies in sectors that are positively or negatively affected by oil price changes don't always move in the expected direction.
  • Selecting stocks with low "r" can insulate the investor from market fluctuations during periods of high volatility in the stock market or the crude oil market.

  • Companies with negative "r" have a better chance of doing well if the market (or the oil price) goes down.

  • Companies with high "r" are good candidates for owning when the investor expects the market or oil prices to go up, especially if the company has a high score in the stock comparison screens.

  • Since it is most difficult to predict the direction of the entire stock market, "r(DJI)" can be used as follows:

    1. If the market has been down for a couple of days, consider buying stocks with high "r", because the market is due for a positive bounce.
    2. If the market has had a long upward run, consider buying stocks with low "r" because it is highly unlikely that the market will keep going up in a straight line.


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