I am trying to set up a stock screening back test that includes beta, and where profit margin is at least 10% (e.g., ebit/revenue > 10 percent). Are these variables available? If so, where are they and how can I enter them to produce the desired output? Thank you for any assistance.
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Re: beta. Yes,
Beta is available as part of
Community Indicators library (authorization required for download).
Re: Profit margin. You can view the complete list of available fundamental items such as EBIT or Revenue in Fidelity data under the Help menu > WLP Fundamental Data Guide. Both should be available. Don't forget to update Fidelity fundamental data for your DataSet in the Data Manager before putting them to use.
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If so, where are they and how can I enter them to produce the desired output?
Depends on what output is desired. In general, it's possible to utilize fundamental data items and indicators in code- or rule-based strategy, and then convert it to a screener as exemplified in the WealthScript Programming Guide > Techniques > Creating a Screener.
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Thank you for your response. How can I obtain authorization to download the Community Indicators library?
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