Applications: CLSA Equity Screener

Transcription

1 Applications: CLSA Equity Screener Accessing the web-based Equity Screen function The Stock screener can be accessed via clsa.com > Quantitative > Stock screener Important! The current Excel Equity Screening tool will be retired on 1 st Jan 201 and replaced by the Web-based Screening Tool. The new application provides a more user-friendly userinterface and flexibility in download/ manipulating data. The latest version contains aggregate calculations, CLSA interim forecasts and IBES consensus data for download. Please contact us at [email protected] if you have any questions Downloading data with three steps Step 1: Selecting the stock universe Step 2: Item selection and screening Step : Outputs and aggregates Managing your screens Predefined Screen provides access to list of pre-set screens with common screening criteria New Screen Resets all selections made and starts over with a blank page When you open up a new screen you will start from Step 1 Universe Selection Saved Screens Used for loading a previously saved screen

2 Step 1: Universe Selection 1 2 [1] Select stock list Select stocks to download by choosing the Country, Sector (either GICS or CLSA) or Exchange Currently only contains CLSA covered stocks MSCI constituents will be included in upcoming months (providing IBES data) [2] Selected Universe Selected criteria will appear in the top-right box. Uncheck any criteria to remove it from the universe 4 5 [] Search by ticker/ Exclude stocks from universe Stocks that fall under selected criteria will appear at the bottom of page You can also add a particular stock by searching the ticker (i.e. including a stock even if does not meet your other criteria) Alternatively you can exclude a stock from the selected criteria by unchecking the first column (excluded stocks are crossed out) The All / Include / Exclude options at the top lets you check which stocks have been manually added/ excluded - 2 -

3 [4] Import stock list Instead of searching for stocks one by one, you can use the Import function to upload a list of tickers Simply click on Import and locate the file (either in.xls or.csv format) containing the stock list Only CLSA covered stocks can be identified with the Import/ Search stock function. You will be notified if any stock in your list has been excluded [5] Next step Once you have the stock universe set up, proceed to the next step (or click on the Criteria button directly) You can jump back and forth between steps (i.e. after changing the universe you can go directly to the outputs screen for results) Step 2: Item selection and Screening Item selection and customizing data download [1] Year Selects the time period for download Fiscal Returns data based on company s fiscal year end Calendar Selected period can be based on fiscal year end or pro-rated to a particular month (check the Annualize and select month for alignment) Quarterly/ Half-yearly Downloads interim data where applicable. Note that interim data cannot be used for pro-rating, screening or aggregation [2] Currency Converts the data displayed You can choose the exchange rates adopted for conversion it can be a combination of spot rate, historical rate or CLSA forecast rate Check the rates applied by clicking the Show Rate option [] Valuations Select the price adopted in valuations [4] Item selection Select the items for download Can check the section for all items or specify which metrics you need Note: For IBES items only forecasts will be shown - -

4 Apply screening to item selected [5] Remove an item from selection Selected items can either be removed from the item list (un-check) or in the screen area. [6] Screen an item Items selected will only be downloaded by default (with the screening parameters greyed-out). You need to check the box to apply screening (which will light up the input boxes) If there is no check box, screens cannot be applied to that item The check box on the header allows you to check all items at once If an item is not applicable for a stock, applying screening to that item will remove it from the universe [7] Set up the parameters [8] Include more years to screen Either input the min/max values for screening or use the slider The stock list will be trimmed down once screening is applied You can apply screening for different years with the same item 9 10 [9] Export to Excel To download a huge amount of data efficiently, you can skip the web results and export data to an excel file directly. (Aggregate options available) [10] Result Preview data on the web before download. Please note it will automatically skip the results (similar to the Export to Excel approach) if the data impairs system performance substantially - 4 -

5 Step : Outputs and Export to Excel [1] Aggregate / Group functions [2] Displaying currency [] Excluding stocks from Aggregate calculation [4] Save result and Export to Excel Results can be grouped / aggregated. Select how you want to group data by assigning max of three levels You can select whether the aggregates are free-float adjusted and include negative numbers in the calculation Click on Update Results to refresh the groups/ aggregate data Changes the displaying currency of items (where applicable) The exchange rate for conversion can be selected from Step 2 Note: The displaying currency selection is limited to the reporting currency of stock universe and USD You can specify stocks to be excluded from aggregation (the stock s data will still be shown but not taken into calculations) Excluded stocks are crossed out from the screen Previous step Close the current output screen and return to step 2 for modifications (Alternatively you can jump back to step 1/2 anytime and make changes click on step to have the results updated) Save Result Saves the criteria and settings so it can be recalled later. This corresponds to the Saved Screens function at the top of page. Export to Excel Sends all data into an Excel file - 5 -

6 CLSA Stock Screener on ipad The Stock Screener is also available on the CLSA ipad application: > Screener [1] Selecting the stock universe [2] Customizing data download [] Item selection and screening Similar to the web-based version, Select stocks to download by choosing the Country, Sector (either GICS or CLSA) or Exchange Select the time range, currency, exchange rate and price adopted in calculations Click on Add to select items for download Slide to the left to reset items, slide to right to edit add, remove or apply screening for an item [4] Start Screening Display results where you can further select aggregation criteria 5 [5] Aggregation options Select how the stock list is grouped (maximum levels) and aggregated Check the Aggregate box and Update Results to perform calculations - 6 -