ValScreen is a command-line quantitative stock screener for publicly-traded companies in the United States and Canada.
pip install -r requirements.txt
pip install -e .# Show Help Message
valscreen --help
# Run the quantitative stock screener over a list of 4 symbols
valscreen AAPL,INTC,TXN,LOGI
# Run the quantitative stock screener over the S&P500 index
valscreen ~sp500
# Run the quantitative stock screener over the S&P500 index and S&P/TSX60
valscreen ~sp500,~tsx60
# Run the quantitative stock screener over the Dow Jones Industrial Average (DJIA) index, while forcing tickers to update (ignore cached data, slower but ensures the data is up-to-date)
valscreen ~dow -u╔═══════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════════╗
║ Security Value Screening ║
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║ Symbol ║ Company Name ║ Sector ║ Industry ║ Price ║ Graham Number ║ Serenity Number ║ Defensive Ratio ║ Entreprising Ratio ║
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║ WBA ║ Walgreens Boots Alliance, Inc. ║ Healthcare ║ Pharmaceutical Retailers ║ 34.27 ║ 63.5 ║ 46.37 ║ 185.3% ║ 135.32% ║
║ GS ║ Goldman Sachs Group, Inc. (The) ║ Financial Services ║ Capital Markets ║ 326.21 ║ 572.27 ║ 417.93 ║ 175.43% ║ 128.12% ║
║ INTC ║ Intel Corporation ║ Technology ║ Semiconductors ║ 29.24 ║ 50.84 ║ 37.13 ║ 173.87% ║ 126.98% ║
║ DOW ║ Dow Inc. ║ Basic Materials ║ Chemicals ║ 46.42 ║ 72.82 ║ 53.18 ║ 156.87% ║ 114.56% ║
║ JPM ║ JP Morgan Chase & Co. ║ Financial Services ║ Banks—Diversified ║ 117.08 ║ 155.68 ║ 113.69 ║ 132.97% ║ 97.1% ║
║ VZ ║ Verizon Communications Inc. ║ Communication Services ║ Telecom Services ║ 41.25 ║ 47.91 ║ 34.98 ║ 116.13% ║ 84.81% ║
║ TRV ║ The Travelers Companies, Inc. ║ Financial Services ║ Insurance—Property & Casualty ║ 162.33 ║ 176.66 ║ 129.02 ║ 108.83% ║ 79.48% ║
║ CVX ║ Chevron Corporation ║ Energy ║ Oil & Gas Integrated ║ 156.45 ║ 162.66 ║ 118.79 ║ 103.97% ║ 75.93% ║
║ CSCO ║ Cisco Systems, Inc. ║ Technology ║ Communication Equipment ║ 43.3 ║ 24.78 ║ 18.1 ║ 57.23% ║ 41.79% ║
║ MRK ║ Merck & Company, Inc. ║ Healthcare ║ Drug Manufacturers—General ║ 87.72 ║ 50.16 ║ 36.63 ║ 57.18% ║ 41.76% ║
║ AXP ║ American Express Company ║ Financial Services ║ Credit Services ║ 153.08 ║ 82.51 ║ 60.26 ║ 53.9% ║ 39.36% ║
║ MMM ║ 3M Company ║ Industrials ║ Conglomerates ║ 116.61 ║ 62.34 ║ 45.53 ║ 53.46% ║ 39.04% ║
║ CAT ║ Caterpillar, Inc. ║ Industrials ║ Farm & Heavy Construction Machinery ║ 179.47 ║ 91.5 ║ 66.82 ║ 50.98% ║ 37.23% ║
║ IBM ║ International Business Machines ║ Technology ║ Information Technology Services ║ 127.27 ║ 54.26 ║ 39.63 ║ 42.63% ║ 31.14% ║
║ WMT ║ Walmart Inc. ║ Consumer Defensive ║ Discount Stores ║ 133.19 ║ 56.62 ║ 41.35 ║ 42.51% ║ 31.05% ║
║ DIS ║ Walt Disney Company (The) ║ Communication Services ║ Entertainment ║ 108.25 ║ 44.29 ║ 32.34 ║ 40.91% ║ 29.88% ║
║ JNJ ║ Johnson & Johnson ║ Healthcare ║ Drug Manufacturers—General ║ 167.6 ║ 67.0 ║ 48.93 ║ 39.98% ║ 29.2% ║
║ HON ║ Honeywell International Inc. ║ Industrials ║ Conglomerates ║ 177.35 ║ 65.53 ║ 47.86 ║ 36.95% ║ 26.98% ║
║ PG ║ Procter & Gamble Company (The) ║ Consumer Defensive ║ Household & Personal Products ║ 138.28 ║ 49.98 ║ 36.5 ║ 36.15% ║ 26.4% ║
║ UNH ║ UnitedHealth Group Incorporated ║ Healthcare ║ Healthcare Plans ║ 521.02 ║ 183.14 ║ 133.75 ║ 35.15% ║ 25.67% ║
║ MSFT ║ Microsoft Corporation ║ Technology ║ Software—Infrastructure ║ 244.74 ║ 69.6 ║ 50.83 ║ 28.44% ║ 20.77% ║
║ NKE ║ Nike, Inc. ║ Consumer Cyclical ║ Footwear & Accessories ║ 104.12 ║ 28.65 ║ 20.92 ║ 27.51% ║ 20.09% ║
║ KO ║ Coca-Cola Company (The) ║ Consumer Defensive ║ Beverages—Non-Alcoholic ║ 59.54 ║ 16.22 ║ 11.85 ║ 27.25% ║ 19.9% ║
║ V ║ Visa Inc. ║ Financial Services ║ Credit Services ║ 193.3 ║ 49.07 ║ 35.84 ║ 25.39% ║ 18.54% ║
║ CRM ║ Salesforce, Inc. ║ Technology ║ Software—Application ║ 151.51 ║ 26.27 ║ 19.19 ║ 17.34% ║ 12.66% ║
║ AMGN ║ Amgen Inc. ║ Healthcare ║ Drug Manufacturers—General ║ 231.14 ║ 34.59 ║ 25.26 ║ 14.97% ║ 10.93% ║
║ AAPL ║ Apple Inc. ║ Technology ║ Consumer Electronics ║ 150.7 ║ 22.17 ║ 16.19 ║ 14.71% ║ 10.74% ║
║ HD ║ Home Depot, Inc. (The) ║ Consumer Cyclical ║ Home Improvement Retail ║ 275.97 ║ 9.2 ║ 6.72 ║ 3.33% ║ 2.43% ║
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usage: valscreen [-h] [-u] [-c] stocklist
positional arguments:
stocklist list of companies symbols (or presets: ~sp500, ~dow) to screen through (ex: aapl,~dow,txn)
options:
-h, --help show this help message and exit
-u, --update force updating tickers by pulling data from yahoo finance even for previously cached tickers (can be very slow when dealing with a lot of tickers)
-c, --clear clears the cache before the analysis (NOT RECOMMENDED, VERY SLOW)
This software is currently limited to company listed on Canadian and American stock exchanges.
The formula used in this program are adaptations of Graham's formula for:
- Graham Number
- Serenity Number
Reference: https://www.grahamvalue.com/quick-reference
Notes:
- Graham Number original formula uses the average EPS of the past three years, while this software uses trailing EPS (1 year).
- Serenity Number original formula uses the Tangible Book Value Per Share (TBVPS), while this softare uses the Book Value Per Share (BVPS)
- Updating Graham Number calculation to use the average EPS of the past three years
- Updating Senerity Number calculation to use the Tangible Book Value Per Share (TBVPS)
