See what's new added, changed, fixed, improved or updated in the latest version of ValueSignals.
v6.3.0 - 24 June, 2023
Since moving to a data distribution contract with Refinitiv (previously known as Thomson Reuters), we now also adopted 'The Refinitiv Business Classification' (TRBC).
TRBC is the most comprehensive, detailed, and up-to-date sector an industry classification available.
You can find more info on the following link.
We made the following changes:
- The industry filter in the screener filter menu is now based on TRBC instead of NAICS.
- Momentum, value, quality and growth factors are now calculated for the TRBC industry, industry group and sector of each stock.
- In the scorecard we provide links to display all stocks in the same TRBC industry, industry group or sector.
- All templates now display the TRBC classifications.
There's no one-to-one mapping from NAICS to TRBC so we're not able to convert your favorites.
Please update your favorite screens by following these steps:
- Select your favorite screen from the list.
- Open the filter menu and set your industry filter.
- Click on the 'Add to favorites' button in the menubar of the screener.
- Click on the update button next to the name of your favorite screen.
v6.2.0 - 15 April, 2023
We have rebuilt our backend to ingress and process data from another premium financial data provider.
This is very exciting as it opens a significant amount of opportunities to further enhance our product offering.
We will announce more on this soon!
v6.1.1 - 15 April, 2022
We now support 2-factor verification. By switching this on in your settings, you add an extra layer of security to your account in case your password was stolen.
After entering your password you will be asked to enter a code supplied by your favorite authenticator app on your phone.
v6.1.0 - 31 March, 2022
We added the new stock portfolio tracker. This completes the trilogy of the ValueSignals investment tools:
- A stock screener to find stocks according to a quantitative strategy.
- A scorecard to get more insights and compare a stock against its peers.
- A stock portfolio tracker to keep your portfolios on track according to the selected strategy.
It offers the following functionality:
- Add one or more portfolios and track TWR against a benchmark.
- Group your portfolios to see the combined performance and compare this to the benchmark.
- For each portfolio or group, see the current positions, profit and percentage share.
- See what positions you have sold, your sell price and profit and what the stock price has done since the sale.
- Get a heatmap view of each position and how it performed throughout the year.
The screens were already available for the newsletter, but they're now available for anyone to start monitoring their own portfolios.
v6.0.3 - 14 January, 2022
We added the brand new TWR by position report for the newsletter. This report makes it easy to understand:
- The evolution of the YTD return of each position at the end of the every month.
- The alpha or outperformance compared to the STOXX600.
- The YTD return of positions that have been removed or added.
This report in fact treats every position as a 1-holding portfolio and calculates the monthly TWR and alpha.
v6.0.2 - 3 January, 2022
New scorecard charts available. These charts include:
- SMA 50-200: 50 & 200-day simple moving averages to detect medium & long term trends.
- EMA 20-50-200: 20, 50 & 200-day exponential moving averages that place a greater weight on the most recent price changes.
Moving averages can be used to detect crossovers, which are considered technical buy and sell signals. When the 50-day MA moves up across the 200-day MA, that's a buy signal. If the 50-day MA drops below the 200-day MA, that's a sell signal.
v6.0.1 - 20 December, 2021
Different improvements to the TWR chart and calculation.
- Visualization: we moved back to the Google annotated chart, our favorite visualization.
- Performance is greatly improved and charts now render in milliseconds. The TWR screen is our first screen built on Microsoft Blazor.
- Accuracy: we improved the accuracy by building automated testing based on our newsletter portfolio.
v6.0.0 - 16 November, 2021
We upgraded the ValueSignals platform to .Net 6, which has been released last week. This brings many advantages, such as:
- Performance is greatly improved accross the board and for I/O in particular, which together results in decreased execution time, latency, and memory use.
- Security, .Net 6 supports the latest standards such as OpenSSL3.
- Support: this release is covered by long term support (LTS).
With this upgrade, we want to demonstrate our ongoing commitment to make ValueSignals keep its technological edge.
v5.1.0 - 13 November, 2021
We've done a lot of technical work to make the application more robust and in line with modern development standards:
- We implemented a REST API for all resources used by the screener and scorecard.
- We made all calls from the UI asynchronous, which results in a better user experience.
- We converted all functions to the mediator pattern, making the code much simpler to read and maintain.
- We implemented a new test framework, which will allow more thorough testing and fewer undetected bugs.
We also made some small functional improvements
- We further reduced the loading time of the stock screener.
- We improved the watch list management screen.
v5.0.1 - 30 May, 2021
Based on a recommendation by one of our members, we added two practical date fields to the stock screener:
Filing date: when did the company file the results you see in the stock screener?
This gives you a better idea of how old the data is. When the company issues an earnings report, the market reaction will be delayed depending on the size of the company.
It's important to evaluate what a stock is doing and based on this, take the decision to invest or not.
Next earnings date: when is the company expected to file new earnings?
Unless you like risk, it's usually recommended to avoid buying stocks within 1 month before the earnings report.
To show these columns, click on the 'Select Columns' button and click on 'Financials'. Here you can switch on these 2 new columns.
v5.0.0 - 11 May, 2021
We upgraded to the .Net 5 platform, the latest major .Net release by Microsoft. It offers many advantages:
- Better security
- Increased performance
- Long term support
- A single platform for web apps, mobile apps, machine learning, etc.
We also took advantage of this upgrade to implement the latest best practices in software development.