Empiece

P-value

Dividend Payout RatioShows the dividend payout ratio for the specific stock. The dividend payout ratio indicates if the dividend payout is sustainable in the long run. Therefore, 1. A dividend payout under 50% is considered sustainable. The line will be green 2. A dividend payout over 50% and under 100%, the line will be yellow, is considered a stock to investigate since the dividend payout may have to be cut in the future which will cause the stock price to crash. 3. A dividend payout over 100%, the line will be red, is considered unsustainable and the dividend payout will most likely be cut in the near future. It can take up to a few years for the dividend cut to happen if the financials do not improve. If the dividend payout ratio is over 100%, this means that the company is paying a dividend amount over $1 for every $1 earned. Therefore, the company must borrow money or find another source to pay the dividend amount that the company cannot afford to pay with the current earnings. Calculating the dividend payout ratio: Divide dividend paid by earnings after tax and multiplying the result by 100%.
Indicador Pine Script®
por Bill_1142
Correlation Coefficient Master TableThe Correlation Coefficient Master Table is a comprehensive tool designed to calculate and visualize the correlation coefficient between a selected base asset and multiple other assets over various time periods. It provides traders and analysts with a clear understanding of the relationships between assets, enabling them to analyze trends, diversification opportunities, and market dynamics. You can define key parameters such as the base asset’s data source (e.g., close price), the assets to compare against (up to six symbols), and multiple lookback periods for granular analysis. The indicator calculates the covariance and normalizes it by the product of the standard deviations. The correlation coefficient ranges from -1 to +1, with +1 indicating a perfect positive relationship, -1 a perfect negative relationship, and 0 no relationship. You can specify the lookback periods (e.g., 15, 30, 90, or 120 bars) to tailor the calculation to their analysis needs. The results are visualized as both a line plot and a table. The line plot shows the correlation over the primary lookback period (the Chart Length), which can be used to inspect a certain length close up, or could be used in conjunction with the table to provide you with five lookback periods at once for the same base asset. The dynamically created table provides a detailed breakdown of correlation values for up to six target assets across the four user-defined lengths. The table’s cells are formatted with rounded values and color-coded for easy interpretation. This indicator is ideal for traders, portfolio managers, and market researchers who need an in-depth understanding of asset interdependencies. By providing both the numerical correlation coefficients and their visual representation, users can easily identify patterns, assess diversification strategies, and monitor correlations across multiple timeframes, making it a valuable tool for decision-making.
Indicador Pine Script®
por DeVrizii
Dynamic Risk-Adjusted Performance Ratios with TableWith this indicator, you have everything you need to monitor and compare the Sharpe ratio, Sortino ratio, and Omega ratio across multiple assets—all in one place. This tool is designed to help save time and improve efficiency by letting you track up to 15 assets simultaneously in a fully customizable table. You can adjust the lookback period to fit your trading strategy and get a clearer picture of how your assets perform over time. Instead of switching between charts, this indicator puts all the critical information you need at your fingertips. Sharpe Ratio - Helps evaluate the overall efficiency of investments by comparing the average return to the total risk (measured by the standard deviation of all returns). Essentially, it tells you how much excess return you’re getting for each unit of risk you’re taking. A higher Sharpe ratio means you’re getting better risk-adjusted performance—something you’ll want to aim for in your portfolio. Sortino Ratio - Goes a step further by focusing only on downside risk—because let’s face it, no one worries about positive volatility. This ratio is calculated by dividing the average return by the standard deviation of only the negative returns. Perfect for those concerned about avoiding losses rather than chasing extreme gains. It gives you a sharper view of how well your assets are performing relative to the risks you’re trying to avoid. Omega Ratio - Offers a unique perspective by comparing the sum of positive returns to the absolute sum of negative returns. It’s a straightforward way to see if your wins outweigh your losses. A higher Omega ratio means your positive returns significantly exceed the downside, which is exactly what you want when building a strong, reliable portfolio. This indicator is perfect for traders who want to streamline their decision-making process and gain an edge. Bringing together these three critical ratios into a single user-defined table makes it easy to compare and rank assets at a glance. Whether optimizing a portfolio or looking for the best opportunities, this tool helps you stay ahead by focusing on risk-adjusted returns. The customizable lookback period lets you tailor the analysis to fit your unique trading approach, giving you insights that align with your goals. If you’re serious about making data-driven decisions and improving your trading outcomes, this indicator is a game-changer for your toolkit.
Indicador Pine Script®
por DeVrizii
Fair Value Gap [by Oberlunar]Fair Value Gap This indicator is designed to identify and display Fair Value Gaps (FVG) on the price chart. Fair Value Gaps are areas between candles where the price lacks continuity, leaving a "gap" that can serve as a reference point for price retracements. These zones are often considered important by traders as they represent market imbalances that tend to be "mitigated" (i.e., filled or tested) over time. Purpose of Publication This indicator addresses a common gap in FVG indicators. Most existing FVG indicators do not visually distinguish between mitigated (touched) FVGs and those that remain intact. With this indicator: Mitigated FVGs are clearly displayed with distinct colors, allowing traders to identify which zones have been partially or fully filled by the price. Unmitigated FVGs remain prominent, representing potential points of interest. Key Features Identification of Fair Value Gaps: A Bullish FVG (upward gap) forms when the high of the three previous candles (candle -3) is lower than the low of the next candle (candle -1). A Bearish FVG (downward gap) forms when the low of the three previous candles (candle -3) is higher than the high of the next candle (candle -1). Dynamic Coloring: Unmitigated FVGs are highlighted with specific colors: green for Bullish and red for Bearish gaps. When an FVG is "touched" by the price (i.e., mitigated), the color changes: Yellow-green for mitigated Bullish FVGs. Purple for mitigated Bearish FVGs. Handling Mitigated FVGs: When an FVG is touched by the price, it is visually updated with a different color. An option can be enabled to "shrink" the mitigated zone, adjusting the box to reflect the remaining untested portion of the gap. Customization: Configure the maximum number of FVGs to display on the chart. Set specific colors for mitigated and unmitigated FVGs. Choose whether to automatically shrink mitigated zones. How to Identify Support and Resistance Levels Support: Bullish FVGs represent potential support levels, as they indicate areas where the price might return to seek liquidity or fill the imbalance. An FVG that is repeatedly touched without being fully filled becomes a significant support zone. Resistance: Bearish FVGs represent potential resistance levels, indicating zones where the price might stall or reverse direction. Why a Repeatedly Mitigated FVG is Significant When an FVG is touched or mitigated multiple times, it means the market recognizes that area as significant. This can happen for several reasons: Accumulation or Distribution: Institutional traders may use these zones to accumulate or distribute positions without causing excessive market movement. Presence of Liquidity: FVGs often represent areas with pending orders (stop-losses, limit orders), and the price revisits these zones to seek liquidity. Market Equilibrium: When an FVG is repeatedly filled, it indicates the market's attempt to balance a demand-supply imbalance. This makes the zone an important level to monitor for potential breakouts or reversals.
Indicador Pine Script®
por oberlunar_tr
9
Crypto Value RainbowThe best way to value Crypto value is comparing Crypto price against the available money supply circulating in the economy. There are 3 different 4 different type of money supply M0/M1/M2/M3 which denotes the level of money printed by central government to the final credit lend out to the economy via fractional banking system. This rainbow valuation measures the relative Crypto price against the M0/M1/M2/M3 from most popular currency that account for more than 75% of money supply in the world. CV = US MS + EU MS + CN MS + JP MS + UK MS CV = Crypto Value MS = Money Supply This can only be applied to a few crypto currency: - BTCUSD Bitcoin - ETHUSD Ehereum - BNBUSD BNB - SOLUSD Solana - XRPUSD XRP - TONUSD Toncoin - DOGEUSD Dogecoin - TRXUSD Tron - ADAUSD Cardano - AVAXUSD Avalanche The rainbow color is the multiplier for the total Crypto Value by 1x,2x,3x,...,10x
Indicador Pine Script®
por danny_peanuts
Pivotal Point Detection The indicator highlights price gaps (overnight gaps) with significantly increased volume in the daily chart only. These price jumps can occur after earnings reports or other significant news and often point to an important event (e.g., a new product or business model). According to Jesse Livermore, these are called Pivotal Points. The price jumps displayed by the indicator are not a guarantee that they represent a true Pivotal Point, but they provide a hint of a significant business development - especially when they occur repeatedly alongside revenue growth. This can help identify potentially strong growth stocks and high-performing investments. However, the underlying events and connections must be investigated through additional research. make posible to find stocks like: NYSE:PLTR NASDAQ:ROOT NASDAQ:NVDA NYSE:CVNA NYSE:LRN A "pivotal price line" is drawn at the opening price of the Pivotal Point. This line is considered a support level. If the price falls below this line, the Pivotal Point loses its validity.
Indicador Pine Script®
por Holger-trades
1
Sharpe Ratio Z-ScoreThe "Sharpe Ratio Z-Score" indicator is a powerful tool designed to measure risk-adjusted returns in financial assets. This script helps investors evaluate the performance of a security relative to its risk, using a Z-score based modification of the Sharpe Ratio. The indicator is suitable for assessing market environments and understanding periods of underperformance or overperformance relative to historical standards. Features: Risk Assessment and Scaling: The indicator calculates a modified version of the Sharpe Ratio over a user-defined period. By using scaling and mean offset adjustments, it allows for better fitting to different market conditions. Customizable Settings: Period Length: The number of bars used to calculate the Sharpe Ratio. Mean Adjustment: Offset value to adjust the average return of the calculated Sharpe ratio. Scale Factor: A multiplier for emphasizing or reducing the calculated score's impact. Line Color: Easily customize the plot's appearance. Visual Cues: Plots horizontal lines and fills specific regions to visually represent significant Z-score levels. Highlighted zones include risk thresholds, such as overbought (positive Z-scores) and oversold (negative Z-scores) areas, using intuitive color fills: Green for areas below -0.5 (potential buy opportunities). Red for areas above 0.5 (potential sell opportunities). Yellow for neutral zones between -0.5 and 0.5. Use Cases: Risk-Adjusted Decision Making: Understand when returns are favorable compared to risk, especially during volatile market conditions. Timing Reversion to Mean: Use highlighted zones to identify potential reversion-to-mean scenarios. Trend Analysis: Identify times when an asset's performance is significantly deviating from its average risk-adjusted return. How It Works: The script computes the daily returns over a set period, calculates the standard deviation of those returns, and then applies a modified Sharpe Ratio approach. The Z-score transformation helps to visualize how far an asset's risk-adjusted return deviates from its historical average. This "Sharpe Ratio Z-Score" indicator is well-suited for investors seeking to combine quantitative metrics with visual cues, enhancing decision-making for long and short positions while maintaining a risk-adjusted perspective.
Indicador Pine Script®
por sdnulvier
LV Stock QualityCritical financial and technical values are listed in the table. PIOTROSKI_F_SCORE (expect. >5) -> The Piotroski score is a discrete score between zero and nine that reflects nine criteria used to determine the strength of a firm's financial position. The Piotroski score is used to determine the best value stocks, with nine being the best and zero being the worst. Having a score bigger than 5 is a good sign for the strength of a firm's financial position ROE (expect. >11) --> Return on equity (ROE) is a measure of a company's financial performance. It is calculated by dividing net income by shareholders' equity. Because shareholders' equity is equal to a company’s assets minus its debt, ROE is a way of showing a company's return on net assets. A “good” ROE will depend on the company’s industry and competitors. EPS_GROWTH (expect. >11) --> This indicator is calculated as the percentage change in Basic earnings per share for one year. This indicator reflects the growth rate of a company's basic profit per share outstanding for one year. It is calculated based using only common shares. An increase in EPS growth may signal that a company is becoming more profitable and efficient in its operations. A decline in EPS growth may signal that a company is spending more or losing business share. EPS growth should be viewed alongside other metrics like revenue and costs. CURRENT_RATIO (expect. >1.25) --> The current ratio measures a company’s ability to pay current, or short-term, liabilities (debt and payables) with its current, or short-term, assets (cash, inventory, and receivables). Current ratios over 1.00 indicate that a company's current assets are greater than its current liabilities, meaning it could more easily pay of short-term debts. OPERATING_MARGIN(expect. >11) --> The operating margin measures how much profit a company makes on a dollar of sales after paying for variable costs of production, such as wages and raw materials, but before paying interest or tax. RETURN_CAPITAL (expect. >11) --> Return of capital (ROC) is a payment that an investor receives as a portion of their original investment and that is not considered income or capital gains from the investment. ALTMAN_Z_SCORE (expect. >1.8) --> The Altman Z-score is the output of a credit-strength test that gauges a publicly traded manufacturing company's likelihood of bankruptcy. An Altman Z-score close to 0 suggests a company might be headed for bankruptcy, while a score closer to 3 suggests a company is in solid financial positioning. REVENUE_GROWTH (expect. >11) --> Quarterly revenue growth is an increase in a company's sales in one quarter compared to sales of a different quarter. Comparing a company's financials from one period to another gives a clear picture of its revenue growth rate and can help investors identify the catalyst for such growth. SUSTAINABLE_GROWTH (expect. >11) --> The sustainable growth rate (SGR) is the maximum rate of growth that a company or social enterprise can sustain without having to finance growth with additional equity or debt. In other words, it is the rate at which the company can grow while using its own internal revenue without borrowing from outside sources. DEBT TO INCOME (expect. <0.4) --> A debt-to-income (DTI) ratio is a financial metric used by lenders to determine your borrowing risk. Your DTI ratio represents the total amount of debt you owe compared to the total amount of money you earn each month. NORMALIZED ATR (expect. <8, W) --> The Normalized Average True Range (Normalized ATR) is an indicator used to measure market volatility by normalizing the average true range values. It does this by dividing the Average True Range (ATR) by the asset's closing price, converting it into a percentage. This normalization allows for the comparison of volatility levels across different securities or market conditions, regardless of the asset's price levels. The Normalized ATR helps traders to adjust their strategies based on relative volatility, rather than absolute price movements. INDEX expect. EMA10>EMA20 --> it is expected to have EMA 10 > EMA 20 in weekly basis graph. It is known that having a strong trend in index will also increases chance of strong trend on stock levels. You need to select INDEX Market of stock via settings. M. RELATIVE STRENGTH expect. MRS>1 --> Stan Weinstein uses the Mansfield RS indicator as another relative strength indicator. The indicator measures the variation in the 52-week ratio of stock and market. VOLUME CHANGE (expect. >30) --> Having an increase on volume comparing to previous week can be a good sign if it occurs at the same time of breakout. PRICE CHANGE (expect. >5 and <20) --> Having an increase on price comparing to previous week can be a good sign if it occurs at the same time of breakout. It is better to look on weekly basis graphs.
Indicador Pine Script®
por LeventV
ADA Stock-to-Flow Model (BSP)ADA Stock-to-Flow Model This script implements a Stock-to-Flow (S2F) model for ADA (Cardano). The Stock-to-Flow ratio is a popular metric used to assess the scarcity of an asset by comparing its current supply (stock) to the rate at which it is being produced (flow). By visualizing the S2F ratio on ADA, this model helps traders and analysts evaluate potential long-term price trends based on supply scarcity. Key features: Calculates ADA's Stock-to-Flow ratio dynamically, adjusting for changes in circulating supply and emission rates. Provides easy-to-read visualizations with adjustable timeframes, making it accessible for both novice and experienced traders. The Stock-to-Flow model is widely used in analyzing assets like Bitcoin, and this adaptation for ADA gives unique insights into the relationship between its supply and market value. While the model offers a useful perspective on ADA’s potential trajectory, it should be used in conjunction with other tools for a comprehensive market analysis.
Indicador Pine Script®
por leo42
CAPE / Shiller PE RatioThe CAPE (Cyclically Adjusted Price-to-Earnings) or Shiller PE ratio is a popular valuation measure used by investors to assess whether a stock or index is over or undervalued relative to its historical earnings. Unlike the traditional P/E ratio, the CAPE ratio smooths earnings over ten years, adjusting for inflation and providing a more stable and long-term view of valuation. This indicator lets you quickly calculate and visualize the CAPE ratio for any stock on TradingView, helping you make informed decisions about the sustainability of current price levels. With its clear presentation and intuitive setup, you can compare historical CAPE levels and identify potential opportunities for long-term investments or avoid overvalued markets. Advantages of the CAPE Ratio: Long-Term Focus : Smooth earnings over ten years, reducing the impact of short-term volatility. Inflation-Adjusted : Provides a more precise, inflation-adjusted valuation measure over time. Historical Comparison : Allows for benchmarking against long-term historical averages. Market Sentiment Indicator : Can highlight overvalued or undervalued markets for long-term investors. Reduces Noise : Filters out short-term earnings fluctuations, offering a more stable view. Disadvantages of the CAPE Ratio: Ignores Recent Earnings : Misses short-term earnings changes, which can affect current valuations. Outdated Data : Relies on old earnings data that may not reflect recent company performance. Less Effective for Growth Stocks : May undervalue high-growth stocks focused on future earnings. Sector Limitations : Works best for broad markets, less so for fast-changing industries. Debated Predictive Power : It’s unreliable for timing short-term market movements. In short, the CAPE ratio is excellent for long-term valuation but has limitations for short-term or growth-focused investing. Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script don’t provide any financial advice.
Indicador Pine Script®
por QuantNomad
Leonid's Bitcoin Sharpe RatioThe Sharpe ratio is an old formula used to value the risk-adjusted return of an asset. It was developed by Nobel Laureate William F. Sharpe. In this case, I have applied it to Bitcoin with an adjustable look-back date. The Sharpe Ratio shows you the average return earned after subtracting out the risk-free rate per unit of volatility (I've defaulted this to 0.02 ). Volatility is a measure of the price fluctuations of an asset or portfolio. Subtracting the risk-free rate from the mean return allows you to understand what the extra returns are for taking the risk. If the indicator is flashing red, Bitcoin is temporarily overbought (expensive). If the indicator is flashing green, Bitcoin is temporarily oversold (cheap). The goal of this indicator is to signal out local tops & bottoms. It can be adjusted as far as the lookback time but I have found 25-26 days to be ideal.
Indicador Pine Script®
por DurdensBitcoinLedger
DRIP Yearly PerformanceOverview: The DRIP Yearly Performance indicator is designed for long-term investors using Dividend Reinvestment Plans (DRIP). This script calculates both the total and average yearly performance of an asset, factoring in the reinvestment of dividends over time. It provides key insights into portfolio growth by tracking the number of accumulated units from dividend reinvestment and how this impacts overall performance. Key Features: Dividend Reinvestment (DRIP) Calculation: Automatically adjusts the number of units held by reinvesting dividends, enhancing the calculation of total returns. Custom Start Date: Choose a custom start date to begin tracking performance from a specific time period, allowing for more tailored performance analysis. Performance Metrics: Displays key metrics such as the initial investment value, current value, total performance percentage, and the average yearly performance, all in an easy-to-read table format. Visual Representation: Plots accumulated units and overall performance on the chart, with customizable colors for clarity. Inputs Explained: Start Quantity: Define the initial number of units (shares) held at the start of the investment. Dividend Type: Choose between tracking Net or Gross dividends for reinvestment purposes. Net is always better unless you have a special case and you need to base your calculations on gross. Start Date: Select a custom date to begin tracking performance. This allows users to focus on performance from any historical point. Table Size: Customize the size of the text in the performance table to suit your visual preferences. Performance Line Color: Choose the color of the performance plot line that tracks the value of your investment over time. Accumulator Line Color: Customize the color of the line that tracks the accumulated units (shares) due to reinvested dividends. Who Can Benefit: This indicator is ideal for long-term investors and dividend growth investors who want to measure their investment returns over time while factoring in the effects of dividend reinvestment. Use Cases: Tracking Dividend Impact: See how reinvesting dividends enhances your overall portfolio value. Custom Performance Analysis: Set a custom start date to analyze performance from a specific point in time. Visualizing Growth: Use the chart's plots to visually track your growing number of shares (units) and overall performance.
Indicador Pine Script®
por balighmehrez
Stef's Enterprise Value CalculatorI have learned the hard way why Enterprise Value is far more superior than Market Cap. That's why I made this indicator, but more importantly, why I added several features that other similar indicators just don't have. The key thing is to not just show you Enterprise Value of a company (it's true worth) but also the capability to see that line colored in a specific way, with key stats as a neat table, and the ability to chart the key facts that go into Enterprise Value, which are debt and cash. I'll say it again: Market Cap is not nearly as good as Enterprise Value. Don't get tricked by what Market Cap does NOT show you and instead focus on Enterprise Value. I hope my indicator, and the features you see below, help investors and traders all over the world better understand this. Here are the key features: Enterprise Value Indicator Features: 1. Real-Time Enterprise Value (EV) Display: Track the EV of a company directly on your chart, providing a comprehensive measure of its true market value. 2. Custom Color Trends: Customize the color of your EV line based on specific trends you’re monitoring, allowing for personalized and insightful visual analysis. 3. Debt & Cash Visualization: Plot both debt and cash & equivalents on the same chart, offering a clear and concise view of a company’s financial health. 4. Key Metrics Table: View a table displaying essential metrics including: - Average EV - Highest EV - Lowest EV - MC-EV (Market Cap minus Enterprise Value) MC-EV Charting: Easily chart MC-EV to understand how much debt a company has relative to its market cap, providing insight into financial leverage and growth potential. Why MC-EV Matters: This metric is crucial for evaluating a company’s financial risk and operational efficiency, giving you an edge in making informed investment decisions. Thanks for reading and I hope you find some value in this! More updates to come.
Indicador Pine Script®
por scheplick
1
PE Ratio Intrinsic ValueThe "Median PE Ratio and Intrinsic Value" indicator is designed for traders and investors who wish to evaluate the intrinsic value of a stock based on a comparative analysis of Price-to-Earnings (PE) ratios across multiple stocks. This tool not only provides insights into whether a stock is undervalued or overvalued but also allows you to visualize the intrinsic value directly on the chart. Comparison Across Multiple Stocks: This indicator calculates the PE ratio for up to five different stocks, allowing you to compare the target stock's valuation against four other same sector companies. By default, the stocks included are Apple (AAPL), Google (GOOG), Microsoft (MSFT), and Amazon (AMZN), but you can customize these symbols to fit your analysis needs. Dynamic PE Ratio Calculation: The indicator calculates the PE ratio for each stock by dividing the current price by the earnings per share (EPS). The EPS data is retrieved based on the selected period, which can be one of the following: FY (Fiscal Year) FH (Fiscal Half-Year) FQ (Fiscal Quarter) TTM (Trailing Twelve Months) You can easily switch between these periods using the provided input options, enabling a more customized analysis based on your preferred financial timeframe. Once the PE ratios for the selected stocks are computed, the indicator calculates the average PE ratio. The average value is a robust measure that reduces the influence of outliers and provides a balanced view of market valuation. The intrinsic value of the stock on the chart is calculated by multiplying its EPS by the median PE ratio of the selected stocks. This gives you an estimate of what the stock should be worth if it were to trade at a fair valuation relative to the chosen peers. The intrinsic value is plotted directly on the price chart as a step line with breaks. This step line style is chosen to represent changes in intrinsic value clearly, with breaks indicating periods where the calculated value is not valid (e.g., negative intrinsic value). Only positive intrinsic values are displayed, helping you focus on meaningful data. You can easily customize the stocks analyzed by entering the ticker symbols of your choice. Additionally, the indicator allows you to adjust the timeframe for EPS data, giving you flexibility depending on whether you are focused on long-term trends or shorter financial periods. How to Use: Compare the current stock price to the plotted intrinsic value. If the current price is below the intrinsic value, the stock may be undervalued. Conversely, if the price is above the intrinsic value, the stock might be overvalued. By comparing your stock against major market players, you can gauge whether it's trading at a premium or discount relative to other key companies in the sector. Use the period selection (FY, FQ, TTM) to adapt your analysis to different market conditions or earnings cycles, giving you more control over your valuation assessment. Ideal For: Long-term Investors looking to assess the intrinsic value of a stock based on comparative analysis. Fundamental Analysts who want to combine multiple stocks' PE ratios to estimate a fair valuation. Value Investors interested in finding undervalued opportunities by comparing the market price to intrinsic value.
Indicador Pine Script®
por YavuzAkbay
3
Grayscale GSOL Solana Financials [NeoButane]This script shows Grayscale's GSOL financials based on the information from their website. Investors and traders like to use financials when making the decision to buy, sell, or hold. ►Usage This script is specific to GSOL. Investors and traders use financials when making the decision to buy, sell, or hold. How one interprets financials is up to the individual. For example, investors who believe a Solana ETF is coming soon can view the "% Discount / Premium to NAV", which is currently over 600%, and decide not to buy because the premium would collapse if an ETF began trading. ►Configuration Data select the data you'd like to display. Show Highest label show the highest value of the entire data set. Line Color an expression of self. Extrapolate Data Using Average or Last Known Value Shows a line beyond the dataset, using the average of all past data or the last data point to predict newer data. % Discount / Premium to NAV, Share Premium, and SOL Per Share are supported. →Data retrieved from Grayscale AUM assets under management. NAV net asset value. Market Price market price of GSOL. Shares Outstanding number of shares held in the open market. →Data retrieved from Grayscale, modified by me % Discount / Premium to NAV the % away NAV is from the market price of GSOL. Formula: (GSOL - NAV) / NAV Share Premium the actual $ premium of GSOL to its NAV. Formula: GSOL - NAV SOL Per Share the amount of SOL 1 share of GSOL can redeem. This is derived using Kraken's SOLUSD daily close prices. Formula: Kraken's SOLUSD / NAV SOL Price Using Market Price Premium the price of SOL if GSOL's market price was "correct" and the SOL Per Share ratio remained the same. Formula: GSOL / SOL Per Share ►How this works Grayscale has a spreadsheet of historical data available on their GSOL page. Since financials are not available for OTC:GSOL, I placed all the data into arrays to emulate a symbol's price (y) coordinates. UNIX time for each day, also in an array, is used as the time (x) coordinates. The UNIX arrays and data arrays are then looped to plot as lines, with data y2 being the next data point, making it appear as a continuous line. Grayscale's GSOL was downloaded spreadsheet and opened in Excel. SOLUSD prices were exported using TradingView export function. The output of information was pasted into Pine Script. For matching up Kraken's SOLUSD prices to each Grayscale's data since GSOL does not trade daily, dates were converted to UNIX and matched with xlookup(). A library or seed will be used in the future for updating. References Data retrieved from Grayscale's website 2024/08/04. www.grayscale.com Quantity of Solana held by the trust can be seen in their filings. Ctrl + F "Quantity of SOL " www.grayscale.com Q1 2024: www.grayscale.com The high premium can partly be explained by private placement currently being closed. This means private sales can't dilute share value. www.etf.com
Indicador Pine Script®
por NeoButane
Stef's Money Supply IndicatorI have been fascinated by the growth in the Money Supply. Well, I think we ALL have been fascinated by this and the corresponding inflation that followed. That's why I created my Money Supply Indicator because I always wanted to chart and analyze my symbols based on the Money Supply. This indicator gives you that capability in a way that no other indicator in this field currently offers. Let me explain: How does the indicator work? Chart any symbol, turn on this indicator, and instantly it will factor in the M2 money supply on the asset's underlying price. Essentially, you are seeing the price of the asset normalized for the corresponding rise in the money supply. In some ways, this is a rather unique inflation-adjusted view of a symbol's price. More importantly, you can compare and contrast the symbol's price adjusted for the rise in the Money Supply vs. the symbol's price without that adjustment by indexing all lines to 100. This is essential for understanding if the asset is at all-time highs, lows, or possibly undervalued or overvalued based on the current money supply situation. Why does this matter? This tool provides a deeper understanding of how the overall money supply influences the value of assets over time. By adjusting asset prices for changes in the money supply, traders can see the true value of assets relative to the amount of money in circulation. What features can you access with this indicator? The ability to normalize all lines to a starting point of 100 allows traders to compare the performance of the Money Supply, the symbol price, and the symbol price adjusted for the money supply all on one readable chart. This feature is particularly useful for spotting divergences and understanding relative performance over time with a rising or falling Money Supply. What else can you do? This is just version 1, and so I'll be adding more features rather soon, but there are two other important features in the settings menu including the following: • Get the capability to quickly spot the highest and lowest points on the Money Supply adjusted price of your asset. • Get the capability to change the gradient colors of the line when going up or down. • Turn on the Brrrrrrr printer text as a reminder of our Fed Overlord Jerome Powell... lol • Drag this indicator onto your main chart to combine it with your candlesticks or other charting techniques. Stef's Money Supply Indicator! I look forward to hearing your feedback.
Indicador Pine Script®
por scheplick
Stock Value RainbowStock Valuation based on Book Value, Dividends, Cashflow, Earnings and Estimates and Money Multiplier There are many ways to measure stock valuations: some methods are using book value, some are using dividends, some are using cashflow, some are using earnings and some using estimates data. Most of these valuation methods are based on multiplier effect which measure how many times the stock price could expand from their valuation base. This indicator attempts to unify all these measurements using just simple addition of all measurements such as: book value per share, dividend per share, cashflow per share, earning per share, and estimates of earning per share and then using multiplier effect to create beautiful rainbow to see how far the stock has growing up above or below their valuation base. The higher the stock price on rainbow spectrum means it is more expensive and the lower in the rainbow spectrum means it is cheaper. Here is the basic formula explanation: SV = (BVPS + DPS + CFPS + EPS + EST) * MM BVPS = Book Value Per Share (Asset - Liability) DPS = Dividends Per Share CFPS = Free Cash Flow Per Share EPS = Earnings Per Share EST = Estimates of EPS MM = Money Multiplier (1x, 2x, ... ,10x) - The gray line represents the stock value SV - The rainbow above the gray line represents the multiplication factors from 1x, 2x, ..., 10x - The rainbow below the gray line represents the division factors from 0.8x, 0.6x, ..., 0.2x Check other script to value stock and index: - Stock Value Rainbow: script to value stock based on book value, dividend, cash flow, earning and estimates. - Index Value Rainbow: script to value index based on fed balance sheet and base money supply - Gold Value Rainbow: script to value gold based on global money supply - Stock Value US: script to check US stock value - Stock Value EU: script to check EU stock value - Stock Value JP: script to check JP stock value - Stock Value CN: script to check CN stock value
Indicador Pine Script®
por danny_peanuts
1
Double FVG-BPR [QuantVue]The Double FVG BPR Indicator is a versatile tool that helps traders identify potential support and resistance levels through the concept of balanced price ranges. A Balanced Price Range (BPR) is a zone on a price chart where the market has found equilibrium after a period of price imbalance. It is identified by detecting a Fair Value Gap (FVG) in one direction, followed by an overlapping Fair Value Gap in the opposite direction. Components of a Balanced Price Range Fair Value Gap (FVG): A FVG occurs when there is a rapid price movement, creating a gap in the price chart where minimal trading occurs. This gap represents an imbalance between supply and demand. Bullish FVG: A bullish FVG is identified when the low of a candle is higher than the high of a candle two periods ago, and the close of the previous candle is higher than the high of that same period. Bearish FVG: A bearish FVG is identified when the high of a candle is lower than the low of a candle two periods ago, and the close of the previous candle is lower than the low of that same period. Overlapping Fair Value Gap: For a BPR to be formed, an initial FVG must be followed by an overlapping FVG in the opposite direction. This creates a balanced zone where the price has moved up (or down) quickly and then moved down (or up) with similar intensity, suggesting a temporary equilibrium. The area between the high and low points of these overlapping FVGs forms the BPR. This zone represents a temporary market equilibrium where supply and demand have balanced out after a period of significant price movement in both directions. How to Use Support and Resistance Levels: The upper and lower boundaries of the BPR act as dynamic support and resistance levels. Traders can use these levels to place buy and sell orders, anticipating that the price may find support or face resistance within these zones. Trend Reversal and Continuation: The BPR can signal potential trend reversals or continuations. If the price moves back into the BPR after a breakout, it may indicate a reversal. Conversely, if the price breaks out of the BPR with strong momentum, it may signal a trend continuation.
Indicador Pine Script®
por QuantVue
5
Sharpe RatioThe Sharpe Ratio Indicator is a widely-used tool designed to measure the risk-adjusted performance of an asset. The Sharpe Ratio helps investors understand how much excess return they are receiving for the extra volatility endured for holding a riskier asset. By comparing the return of an investment to the risk-free rate and accounting for the volatility of the investment's returns, the Sharpe Ratio provides a clear metric for evaluating the return on investment per unit of risk. Features: Calculation Period Input: Allows users to specify the period over which the Sharpe Ratio is calculated, making it flexible and adaptable to various trading strategies and time frames. Risk-Free Rate Input: Users can set a specific risk-free rate, enabling a customized risk-return analysis based on prevailing market conditions or individual investment preferences. Daily Returns Calculation: The indicator calculates daily returns, which are used to determine the mean return and standard deviation. Sharpe Ratio Calculation: The indicator calculates the Sharpe Ratio by dividing the excess return (mean return minus risk-free rate) by the standard deviation of returns and annualizing the result (assuming 252 trading days in a year). Visual Plot: The Sharpe Ratio is plotted on the chart, with a reference zero line to help users quickly assess whether the asset's returns are favorable relative to the risk-free rate. How to Use: Add the Indicator to Your Chart: Copy the script into the Pine Script editor on TradingView and add it to your chart. Specify the Calculation Period: Adjust the Calculation Period input to match your desired time frame for the Sharpe Ratio calculation. Set the Risk-Free Rate: Input the current risk-free rate (e.g., the yield on 10-year government bonds) to customize the risk-return analysis. Interpret the Sharpe Ratio: A higher Sharpe Ratio indicates better risk-adjusted performance, while a ratio below zero suggests that the asset has underperformed relative to the risk-free rate.
Indicador Pine Script®
por Kian_123456
Omega RatioThe Omega Ratio Indicator is a powerful tool designed to measure the risk-adjusted performance of an asset. Unlike traditional measures like the Sharpe or Sortino Ratios, the Omega Ratio considers both the frequency and magnitude of returns above and below a specified target return, providing a more comprehensive view of an asset's performance. This makes it an ideal choice for traders and investors seeking to evaluate the probability of achieving a desired return relative to the risk taken. Features: Calculation Period Input: Allows users to specify the period over which the Omega Ratio is calculated, making it flexible and adaptable to various trading strategies and time frames. Target Return Input: Users can set a specific target return, enabling a customized risk-return analysis based on individual investment goals. Daily Returns Calculation: The indicator calculates daily returns, which are used to determine the cumulative returns above and below the target return. Omega Ratio Calculation: By dividing the cumulative returns above the target return by the cumulative returns below it, the indicator provides a clear measure of the likelihood of achieving the target return. Visual Plot: The Omega Ratio is plotted on the chart, with a reference line at 1, helping users quickly assess whether the asset's returns are favorable relative to the target. How to Use: Add the Indicator to Your Chart: Copy the script into the Pine Script editor on TradingView and add it to your chart. Specify the Calculation Period: Adjust the Calculation Period input to match your desired time frame for the Omega Ratio calculation. Set the Target Return: Input your desired target return to customize the risk-return analysis. Interpret the Omega Ratio: An Omega Ratio greater than 1 indicates that the asset's returns are more likely to exceed the target return than to fall short, whereas a ratio less than 1 suggests the opposite.
Indicador Pine Script®
por Kian_123456
Sortino RatioThe Sortino Ratio Indicator is a custom script developed to measure the risk-adjusted performance of an asset. Unlike the Sharpe Ratio, which penalizes both upside and downside volatility equally, the Sortino Ratio specifically differentiates between harmful volatility (downside risk) and overall volatility. This makes it a preferred choice for traders and investors who are particularly concerned with downside risk. Features: Calculation Period Input: Users can specify the period over which the Sortino Ratio is calculated, making it adaptable to different time frames and trading strategies. Daily Returns Calculation: The indicator calculates daily returns using logarithmic returns, which provides a more accurate reflection of percentage changes in price. Mean Return and Downside Deviation: The script calculates the mean of daily returns and the downside deviation, focusing only on negative returns that fall below the mean. Annualized Sortino Ratio: The Sortino Ratio is annualized assuming 252 trading days in a year, providing a standardized measure that can be easily compared across different assets and time periods. Visual Plot: The indicator plots the Sortino Ratio on the chart, with a reference zero line to help users quickly assess the performance relative to the risk-free rate. How to Use: Add the Indicator to Your Chart: Copy the script into the Pine Script editor on TradingView and add it to your chart. Specify the Calculation Period: Adjust the Calculation Period input to match your desired time frame for the Sortino Ratio calculation. Interpret the Sortino Ratio: A higher Sortino Ratio indicates better risk-adjusted performance, while a ratio below zero suggests that the asset has underperformed relative to its downside risk.
Indicador Pine Script®
por Kian_123456
1