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What you are trying to do is called pair trading. There are books about this strategy. I think instead of struggling to figure it out on your own, you should look up pair trading first. You can get an idea how others are doing and then you can see if it makes sense to replicate their formula or improve on it. I also provide some different trading strategies ...

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I think one has to distinguish between pricing and fitting/reproducing empirical stock returns. A model might fit the empirical stock returns extremly well but fail to reproduce derivative prices. In my answer I will assume that you are interested in reproducing the empirical stock returns. Mandelbrot and the Stable Paretian Hypothesis The most salient ...

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According to this reference there are indeed several types of P/E-Ratios (trailing P/E that is based on previous earnings and forward P/E which is based on projected earnings) Also several books calculate the P/E according to the following formula $P/E-Ratio = \frac{Average Common Stock Price}{Net Income Per Share}$ (Confer source1, source2 and source3) ...

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Morningstar is the best one I've found so far. It has all the data required and, as I've recently found, can export it quite easily to CSV. The key is to send the right parameters to /ajax/ReportProcess4CSV.html. In what scenarios scraping this is allowed, I do not know. I will endeavor to find out once I start building this application. For anyone looking ...

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Marketwatch has financials for a lot of companies, including H&M: Annual Financials for H&M Hennes & Mauritz AB Series B

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