What are some of the key identifiers/characters of an undervalued stock?
You can't. If there was a reliable way to identify an undervalued stock, then people would immediately buy it, its price would rise and it wouldn't be undervalued any more. P/E = price per earnings. low P/E (P/E < 4) means stock is undervalued.
"Market cap is speculative value, M = P * W, where W is stock (or other way of owning) percentage of ownership, P - price of percentage of ownership. This could include ""outside of exchange"" deals. Some funds could buy ownership percentage directly via partial ownership deal. That ownership is not stock, but fixed-type which has value too. Stock market cap is speculative value, M2 = Q * D, where D is free stocks available freely, Q - price of stock, in other words Quote number (not price of ownership). Many stock types do NOT provide actual percentage of ownership, being just another type of bond with non-fixed coupon and non-fixed price. Though such stocks do not add to company's capitalization after sold to markets, it adds to market capitalization at the moment of selling via initial price." S & P's site has a methodology link that contains the following which may be of use: Market Capitalization. Unadjusted market capitalization of US$ 4.6   billion or more for  the S&P 500, US$ 1.2 billion to US$ 5.1 billion   for the S&P MidCap 400, and US$ 350  million to US$ 1.6 billion for   the S&P SmallCap 600. The market cap of a potential  addition to an   index is looked at in the context of its short- and medium-term   historical  trends, as well as those of its industry. These ranges are   reviewed from time to time to  assure consistency with market   conditions.  Liquidity. Adequate liquidity and reasonable price – the   ratio of annual dollar value  traded to float adjusted market   capitalization should be 1.00 or greater, and the company  should   trade a minimum of 250,000 shares in each of the six months leading up   to the  evaluation date.  Domicile. U.S. companies. For index purposes,   a U.S. company has the following  characteristics:  The final determination of domicile eligibility is made by the U.S.   Index Committee. "When they entered Bankruptcy they changed their stock symbol from AAMR to AAMRQ. The Q tells investors that the company i in Bankruptcy. This i what the SEC says about the Q: ""Q"" Added To Stock Ticker Symbol When a company is involved in bankruptcy proceedings, the letter ""Q""   is added to the end of the company's stock ticker symbol. In most   cases, when a company emerges from bankruptcy, the reorganization plan   will cancel the existing equity stock and the old shares will be   worthless. Given that risk, before purchasing stock in a bankrupt   company, investors should read the company's proposed plan of   reorganization. For more information about the impact of bankruptcy   proceedings on securities, please read our online publication,   Corporate Bankruptcy. The risks are they never recover, or that the old shares have nothing to do with new company. Many investors don't understand this. Recently some uninformed investors(?) tried to get a jump on the Twitter IPO by purchasing share of what they thought was Twitter but was instead the bankrupt company Tweeter Home Entertainment. Shares of Tweeter Home Entertainment, a Boston-based consumer   electronics chain that filed for bankruptcy in 2007, soared Friday in   a case of mistaken identity on Wall Street. Apparently, some investors confused Tweeter, which trades under the   symbol TWTRQ, with Twitter and piled into the penny stock. Tweeter, which trades over the counter, opened at 2 cents a share and   jumped as much as 15 cents — or 1,800 percent — before regulators   halted trading. Almost 15 million shares had changed hands at that point, while the   average daily volume is closer to 150,000. Sometimes it does happen that the new company does give some value to the old investors, but more often then not the old investors are completely wiped out." Companies do not support their stock. Once the security is out on the wild (market), its price fluctuates according to what investors think they are worth. Support is a whole different concept, financially speaking: Support or support level refers to the price level below which, historically, a stock has had difficulty falling. It is the level at which buyers tend to enter the stock. So it is the lowest assumed price for that stock. Once it reaches its price, buyers will rush to the stock, raising its price. The company wants to keep the stock price at acceptable levels, as it can be seen as the general view of the company's health. Also several employees/executives in the company have stock or stock options, so it is in their interest to keep their stock price up. A bond that goes down in value may indicate a believe the bond issuer (government in this case) won't honor the bond when it matures. As for bonds, there is a wealth of reading in this site: Can someone explain how government bonds work? Who sets the prices on government bonds?  Basic understanding of bonds, values, rates and yields That's all? What's the total shares outstanding? It's on thing is it's 100,000 and another if it's 10,000,000. What's the capitalization? If you don't know, check tech crunch and/or read the about section of your website.  Having a bit of experience, my guess would be 10,000,000 (or much much more). Series A capitalization usually goes off at $1.  If you are not in a management, sales, production or technology role .. you may not benefit much from the growth. So if you want to, watch your internal job postings and try to move up. The portion of a stock movement not correlated with stocks in general is called Alpha. I don't know of any online tools to graph alpha. Keep in mind that a company like Apple is so huge right now that any properly weighted index will have to correlate with it to some degree. "Certain brokers allow for hidden orders to be placed in the market. It is as simple as that. Refer to Interactive Brokers as one example. If you press on the "" i "" next to ""Hidden"" you will get the following description.  Some brokers may represent the hidden orders by an * next to the price level. Sometimes large orders are place as these hidden orders to avoid large movements in the stock price (especially if the stock is illiquid as per your observation)." The indication is based on the average Buy-Hold-Sell rating of a group of fundamental analysts. The individual analysts provide a Buy, Hold or Sell recommendation based on where the current price of the stock is compared to the perceived value of the stock by the analyst.  Note that this perceived value is based on many assumptions by the analyst and their biased view of the stock. That is why different fundamental analysts provide different values and different recommendations on the same stock. So basically if the stock's price is below the analyst's perceived value it will be given a Buy recommendation, if the price is equal with the perceived value it will be given a Hold recommendation and if the price is more than the perceived value it will be given a Sell recommendation. As the others have said this information IMHO is useless. There is no way to know anything about who has shorted stuff or how concentrated the positions are in a few investors.  Short positions are not even reported in 13(F) institutional filings. I'll take the bonus points, though, and point you to the US Equity Short Interest data source at quandl. That is true. You will not be able to reconstruct the value of the index from the data returned with this script.  I initially wrote this script because I wanted data for a lot of stocks and I wanted to perform PCA on the stocks currently included in the index. Generally the number of shares of a U.S. exchange-listed stock which have been shorted are tracked by the exchange and reported monthly.  This number is usually known as the open short interest.  You may also see a short interest ratio, which is the short interest divided by the average daily volume for the stock. The short interest is available on some general stock data sites, such as Yahoo Finance (under Key Statistics) and dailyfinance.com (also on a Key Statistics subpage for the stock). A lower Price/Book Value means company is undervalued. It could also mean something horribly wrong. While it may look like a good deal, remember; Yahoo Finance's Historical Prices section allows you to look up  daily historical quotes for any given stock symbol, you don't have to hit a library for this information. Your can choose a desired time frame for your query, and the dataset will include High/Low/Close/Volume numbers. You can then download a CSV version of this report and perform additional analysis in a spreadsheet of your choice. Below is Twitter report from IPO through yesterday: http://finance.yahoo.com/q/hp?s=TWTR&a=10&b=7&c=2013&d=08&e=23&f=2014&g=d I've had luck finding old stock information in the Google scanned newspaper archives. Unfortunately there does not appear to be a way to search exactly by date, but a little browsing /experimenting should get what you want. For instance, here's a source which shows the price to be 36 3/4 (as far as I can read anyway) on that date. Go to http://www.isincodes.net/, and enter your data. For example entering Alphabet gives you the ISIN US02079K1079 (for standard US shares). If you want to understand the number format (and build them yourself), check wikipedia: https://en.wikipedia.org/wiki/International_Securities_Identification_Number