public LevermannParameter GetLevermannParameters(string stockQuote)
{
var result = new LevermannParameter();
JObject detailsData = GetDetailsData(stockQuote);
JObject financialsData = GetFinancialsData(stockQuote);
string wsjHtmlCode = GetWsjHtmlCode(stockQuote);
// 1. RoE - Return on Equity
result.RoE = CalculateRoE(detailsData);
// 2. EBIT margin
result.EBITMargin = CalculateEBITMargin(financialsData);
// 3. Equity ratio = total shareholders equity / total assets
result.EquityRatio = CalculateEquityRatio(financialsData);
// 4. P/E ratio 1 year
result.PE1year = CalculatePE1year(detailsData);
// 5. P/E ratio 5 years
result.PE5years = CalculatePE5years(stockQuote, detailsData);
// 6. Analyst opinions
result.AnalystOpinions = CalculateAnalystOpinions(wsjHtmlCode);
// 7. Reactions to quarterly figures relase
result.ReactionToQuarterlyRelease = CalculateReactionToQuarterlyRelease(stockQuote, detailsData);
// 8. Profit revision
// The difference between the analysts’ estimates for earnings per share of 4 weeks ago is compared with the current expectations.
// This is done for current fiscal year and next fiscal year.
result.ProfitRevision = CalculateProfitRevision(wsjHtmlCode);
// 9. Price change 6 months
result.PriceChange6months = CalculatePriceChange6months(stockQuote);
// 10. Price change 12 months
result.PriceChange12months = CalculatePriceChange12months(stockQuote);
// 11. Price momentum
result.PriceMomentum = CalculatePriceMomentum(result.PriceChange6months, result.PriceChange12months);
// 12. Reversal effect
// Compare to the benchmark index for the last 3 months.
result.ReversalEffect = CalculateReversalEffect(stockQuote);
// 13. Profit growth
// The difference between the profit forecast for the next year and the profit forecast for the current year.
result.ProfitGrowth = CalculateProfitGrowth(wsjHtmlCode);
return(result);
}
public LevermannFinalPoint GetLevermannFinalPoints(LevermannParameter levermannParameters, bool isFinancial = false)
{
double tolerance;
var result = new LevermannFinalPoint();
// 1
// +1, if the return on equity is greater than 20 %.
// 0, if the return on equity is between 10 and 20 %.
// - 1, if the return on equity is less than 10 %.
tolerance = 0.3;
if (levermannParameters.RoE >= 20 - tolerance)
{
result.RoE = 1;
}
if (levermannParameters.RoE < 10 - tolerance)
{
result.RoE = -1;
}
// 2
// +1, if the EBIT-Margin is greater than 12%.
// 0, if the EBIT-Margin is between 6 and 12%.
// -1, if the EBIT-Margin is less than 6%.
tolerance = 0.2;
if (levermannParameters.EBITMargin >= 12 - tolerance)
{
result.EBITMargin = 1;
}
if (levermannParameters.EBITMargin < 6 - tolerance)
{
result.EBITMargin = -1;
}
if (isFinancial)
{
result.EBITMargin = 0;
}
// 3
// +1, if the equity ratio is greater than 25%.
// 0, if the equity ratio is between 15 and 25%.
// -1, if the equity ratio is less than 15%.
tolerance = 0.5;
if (levermannParameters.EquityRatio >= 25 - tolerance)
{
result.EquityRatio = 1;
}
if (levermannParameters.EquityRatio < 15 - tolerance)
{
result.EquityRatio = -1;
}
if (isFinancial)
{
if (levermannParameters.EquityRatio >= 10 - tolerance)
{
result.EquityRatio = 1;
}
if (levermannParameters.EquityRatio < 5 - tolerance)
{
result.EquityRatio = -1;
}
}
// 4
// +1, if the P/E ratio is less than 12, but greater than 0.
// 0 if the P/E ratio is between 12 and 16.
// -1, if the P/E ratio is greater than 16 or less than 0.
tolerance = 0.2;
if (levermannParameters.PE1year > 0 && levermannParameters.PE1year <= 12 + tolerance)
{
result.PE1year = 1;
}
if (levermannParameters.PE1year > 16 + tolerance)
{
result.PE1year = -1;
}
// 5
if (levermannParameters.PE5years > 0 && levermannParameters.PE5years <= 12 + tolerance)
{
result.PE5years = 1;
}
if (levermannParameters.PE5years > 16 + tolerance)
{
result.PE5years = -1;
}
// 6
// +1, if the factor is greater than or equal to 2,5.
// 0, if the factor is between 1,5 and 2,5.
// -1, if the factor is less than or equal to 1,5.
tolerance = 0.1;
if (levermannParameters.AnalystOpinions >= 2.5 - tolerance)
{
result.AnalystOpinions = 1;
}
if (levermannParameters.AnalystOpinions < 1.5 - tolerance)
{
result.AnalystOpinions = -1;
}
// 7
// +1, if the adjusted performance is greater than 1%.
// -1 if the adjusted performance is less than -1%.
tolerance = 0;
if (levermannParameters.ReactionToQuarterlyRelease >= 1 - tolerance)
{
result.ReactionToQuarterlyRelease = 1;
}
if (levermannParameters.ReactionToQuarterlyRelease < -1 - tolerance)
{
result.ReactionToQuarterlyRelease = -1;
}
// 8
// +1, if the profit revision is greater than 5%.
// 0, if the profit revision is between -5% and + 5%.
// -1 if the profit revision is less than -5%.
tolerance = 0.1;
if (levermannParameters.ProfitRevision >= 5 - tolerance)
{
result.ProfitRevision = 1;
}
if (levermannParameters.ProfitRevision < -5 - tolerance)
{
result.ProfitRevision = -1;
}
// 9
// +1, if the price has risen more than + 5% over the period.
// 0, if the price has changed between -5% and + 5% during the period.
// -1, if the price has fallen more than -5% over the period.
tolerance = 0.1;
if (levermannParameters.PriceChange6months >= 5 - tolerance)
{
result.PriceChange6months = 1;
}
if (levermannParameters.PriceChange6months < -5 - tolerance)
{
result.PriceChange6months = -1;
}
// 10
if (levermannParameters.PriceChange12months >= 5 - tolerance)
{
result.PriceChange12months = 1;
}
if (levermannParameters.PriceChange12months < -5 - tolerance)
{
result.PriceChange12months = -1;
}
// 11
result.PriceMomentum = levermannParameters.PriceMomentum;
// 12
result.ReversalEffect = levermannParameters.ReversalEffect;
// 13
// +1, if earnings growth is greater than 5%.
// 0, if earnings growth is between -5% and +5%.
// -1, if earnings growth is less than -5%.
tolerance = 0.1;
if (levermannParameters.ProfitGrowth >= 5 - tolerance)
{
result.ProfitGrowth = 1;
}
if (levermannParameters.ProfitGrowth < -5 - tolerance)
{
result.ProfitGrowth = -1;
}
return(result);
}
public void EvaluateMotherFuckerr(string stockQuote, bool isFinancial = false)
{
levermannParameters = GetLevermannParameters(stockQuote);
levermannFinalPoints = GetLevermannFinalPoints(levermannParameters, isFinancial);
shortQuoteNameAndPrice = GetShortQuoteNameAndPrice(stockQuote);
}
public TheMotherEvaluator()
{
_driver = new ChromeDriver(Path.GetDirectoryName(Assembly.GetExecutingAssembly().Location));
levermannParameters = new LevermannParameter();
levermannFinalPoints = new LevermannFinalPoint();
}
