Price Wizard - Multi-Factor Equity Pricing

Neural network model converting corporate fundamentals into estimated market price since 1991

Function Syntax

=PFR.PriceWizard(Security, MostRecentDate, LeastRecentDate, ExpirationPeriodicity, MinExpDays, UseGrossEdge, FillWithHeaders, TargetDateOverride, RefreshMode)

Parameters

Parameter Description
SecurityBloomberg security
MostRecentDateMost recent date
LeastRecentDateLeast recent date
ExpirationPeriodicityMONTHLY, WEEKLY, etc.
MinExpDaysMin days to expiration
UseGrossEdgeInclude market background
FillWithHeadersLabel rows with headers
TargetDateOverrideAlternate target date
RefreshModeRefresh rate INTERVAL,DAILY,...,FREEZE

Output Columns

Column Description
Output 1Security Symbol
Output 2Run Date/Time
Output 3Market Cap
Output 4Company Name
Output 5Sector
Output 6Industry
Output 7Market Price
Output 8Estimated Price
Output 9Pricing Error
Output 10% Change to Valuation
Output 11Valuation Growth Rate
Output 12Growth Rate Change
Output 13Valuation Hurst
Output 14Attractiveness (0-100)
Output 15Target Date
Output 16Predictive Edge
Note: This function requires Bloomberg Terminal to be running and logged in.