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Data for JSE shares that contain the following...

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Super Contributor
I tried quite hard a few years ago to get certain fundamental data for JSE listed companies all in a datafeed, i didnt succeed because the guys wanted to charge me too much... Instead I concentrated on using US data from the S&P 500 index, here i got exactly what i wanted for free and using a relatively convienient system to intepret the data.... I developed an application that runs certain logic and selects deep-value companies based on my model... I am running an interesting project around this logic and extending the functionaliy all the time, e.g. building leverage calculator (for hedge fund operation and use of gearing) as well as weighting functions etc. This all works well on US data which i am quite happy about, but i want to see if anyone here knows how i can get the following data in a CSV file... Symbol | Description | Market Cap | Book Value | Total Earnings | Total Dividends | [optional] Earnings Growth Forecast | [optional] Dividend Growth Forecast | Current Share Price Market Cap could be Shareprice, then i would need BookValue per share, EPS or PE ratio, and DPS. I think the watchlist cannot give this to me on regular intervals, e.g. once a week...
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18 REPLIES 18
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Not applicable
Have you tried the "share filter" under "Find or Trade"? You'll get most of what you mentioned there.
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Super Contributor
yip, tried that, book value is not easy to find, pe and dps is maybe possible, but without shareholder equity or book value or net asset value i cannot do anything...
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Super Contributor
McGregor BFA - but it's gonna cost you something. P.S that why you need to hold JSE shares - 100% SA monopoly, and massive barriers to entry.
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Super Contributor
haha... i chatted to those guys for many days in a row... if you keen on paying something like R6k per month then they can help you... i am NOT interested at all - thats why i do all my analysis and strategy building on the US market. i get everything for free from very helpful people there...
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Super Contributor
By the way, i am working on a system that would be quite interesting to select deep-value shares, based on fundamentals but has triggers that could make program trading work very well, weighting, entry, exit, leverage, all built in... actually working very well on the US shares at the moment, still very manual, but i am working incrementally on the application that will build my dynamic portfolio (updated once a week on saturdays)... when the specific models work i will try to automate it more and more until it runs by itself... but only to test the strategy first and not to invest like this... remember when it buys a share it could hold it for over 10 years before trigger to exit kicks in, if the company is good enough, it might never trigger to sell!
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Hi Werner, I assume you have already looked at extracting a lot of this information from the OST ratio analysis? That will give you your book values and market cap. For PE, div yields, price, volume and earnings yields you can get that from the price history information. (Can't do anything about forward PE's unfortunately).
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Super Contributor
I didnt think about that, that works for single shares, but its a bit difficult to get all the shares data by capturing it manually, is there a way to get that data in lists of all shares? e.g. excel?
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Super Contributor
Share magic? Pay something but maybe get enough?
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Super Contributor
I dont want to buy a package right now though, just need the basic data and if i cannot get it for free on the JSE i will just not use the data... the US data is working very well for me which i get from TD Ameritrade weekly. I am developing my model on this, i also have a sneak suspician that my model works better on the US market than on SA's, more compatible stocks...
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Ja Werner, what is your email address again? I have also been doing studies on historical earnings data, trying to see if I can identify trends institutional behaviour - and would like to compare notes
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Valued Contributor
you should be able to write a macro in excel that'll get the data for you ?? even putting in password etc ??
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Ja, but Simon, not all the data needed is in xls format, the ratio analyis for example, isn't. Would be nice if it was! Also, we need to fetch if manually for every share
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Regular Contributor
Hallo Werner, I have not been on the forum for over a year working in the bush in Zululand. You are duplicating to large extent the philosophy that the professional portfolio managers of the SATRIX RAFI try to achieve, if you follow the shares they buy for their basket you will achieve 80% of your objective in your sleep - almost as good as Simon's lazy trading system. Regards Pieter
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Super Contributor
skaaptjop - my email is [email protected] - would be good to chat, i look forward to it.
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Super Contributor
Hey PAM... Hope all is going well over there... Yes, I know my objectives are very similar to their's, if one reads Remgro's investment philosophy its also about the same as that... I am trying to develop my own system that can outperform even those ETF's etc, i dont know if i will be successful, but i really enjoy figuring out these things. Do you know what the CAGR (compound annual growth rate) for the STX xxx ETF's are over the past 5 years? I achieved a 24% CAGR excluding anything after 1 January 2010, but believe i could have dont better if i started with my strategy and didnt develop it over this time.
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Super Contributor
To get price to book you could perhaps write your own formula from more readily available information i.e market cap/(Total assets-Liabilities). In terms of EPS and growth, you could consider the PEG ratio available on the site. You don't mention cash flow generation. Shouldn't this be an important consideration in your model. Good luck with your progress.
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Valued Contributor
it's not .. but the macro can s*****e an html page and put the data into any formating you want .. an it can automatically fetch from every individual share page ..
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Super Contributor
Cashflow analysis is part of the second step of my analysis, that isnt included in the model yet. I did reverse engineer some ratios, but am looking for a list of all the shares, i dont want to select each manually or spend too much time trying to figure out how to get the data... i rather want to spend time on figuring out the analysis which i've already done quite some work on... so if i cannot get the list for SA shares i will just not do the analysis on our market, I have my primary data of all the S&P 500 shares with all the data i need, which works well to prove my system. Am chatting with my friend who's a very big investor in USA and he found my selection quite interesting, some of the companies that come up i dont actually know, but he is familiar with them all, and says that they quite good selections right now... so lets see what it does... its only a pity i cannot generate these ideas easily on the JSE shares... currently i have to capture all the data for each share manually.
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