Data Dictionary

The stock ticker symbol used to uniquely identify the company on its listed exchange.

Classification of the security as either a Stock or an ETF (Exchange-Traded Fund).

Names of the GNG model portfolios that include this ticker as a current holding.

The full legal or commonly recognized name of the company or fund.

The GICS (Global Industry Classification Standard) sector the company belongs to, such as Technology, Healthcare, or Financials.

The specific industry classification within the company's sector, providing a more granular grouping of similar businesses.

The stock exchange where the security is primarily listed and traded (e.g., NYSE, NASDAQ).

The country where the company is headquartered or incorporated.

The listing (trading) currency of the security. Statement-derived monetary values in the Research Terminal (revenue, EBITDA, gross profit, cash flow, debt, cash, equity, market cap, fair values) are USD, converted from the filer's reporting currency at each statement date. Book Value, Revenue Per Share and EPS (GAAP) are vendor-supplied and may be in the filer's reporting currency for foreign filers.

A brief summary of the company's business operations, products, and services.

The most recent closing price of the stock as of the last trading session.

A measure of the stock's volatility relative to the overall market. Beta > 1 means more volatile than the market; Beta < 1 means less volatile.

The highest price at which the stock has traded during the past 52 weeks (1 year).

The lowest price at which the stock has traded during the past 52 weeks (1 year).

The average closing price over the last 50 trading days. Used as a short-to-medium term trend indicator.

The average closing price over the last 200 trading days. Used as a long-term trend indicator. Prices above the 200-day MA are generally considered bullish.

The average number of shares traded per day over the last 30 trading days. Higher volume indicates greater liquidity.

The consensus 12-month price target from Wall Street analysts covering the stock.

The number of analysts who rate this stock as a "Strong Buy" or equivalent.

The number of analysts who rate this stock as a "Buy" or equivalent.

The number of analysts who rate this stock as a "Hold" or equivalent.

The number of analysts who rate this stock as a "Sell" or equivalent.

The number of analysts who rate this stock as a "Strong Sell" or equivalent.

The month in which the company's fiscal year ends, which determines the timing of annual financial reports.

The end date of the most recently reported fiscal quarter.

Trailing-12-month regular dividends per share as a percent of trailing-12-month GAAP earnings per share, where earnings per share is GAAP net income divided by common shares outstanding (diluted weighted shares are not available, so expect a small difference from a diluted-EPS payout). Special dividends are excluded. This is the strict dividends-to-earnings payout with no annual fallback; blank when trailing net income is zero or negative. The separate Payout Ratio column uses a sector-aware earnings base, so the two can differ by design.

Formula: (TTM regular dividends per share x shares outstanding / TTM GAAP net income) x 100; blank when net income is zero or negative

Dividends as a percent of funds from operations (FFO) for equity REITs in the GNG REIT coverage set. FFO adds back real estate depreciation, so it is the payout basis REIT investors use instead of EPS. Blank for companies outside that set, including mortgage REITs and non-REITs.

Formula: Dividends per share / FFO per share (equity REIT coverage data)

The annual dividend payment as a percentage of the current stock price. Represents the income return on investment.

Formula: Annual Dividend Per Share / Share Price × 100

The total annual dividend payment per share based on the most recent declared dividend rate.

The date on which the most recent dividend was (or will be) paid to shareholders.

The date on which the stock begins trading without the right to the next dividend. Investors must own shares before this date to receive the payment.

The typical months in which a company pays dividends, derived from the last 13 months of payment history. Useful for building a portfolio with smooth monthly income by combining stocks with different payment patterns.

Formula: DISTINCT months from COALESCE(payment_date, ex_dividend_date) over last 13 months where amount > 0

The proportion of total assets financed by debt (liabilities). Higher values indicate greater financial leverage.

Formula: Total Liabilities / Total Assets

Total interest-bearing debt minus cash and equivalents, in USD. Negative values indicate a net cash position. Total debt is the current portion plus long-term borrowings from the latest balance sheet; when the vendor omits the long-term leg it is taken from the same-date annual filing or from the vendor total, only when that total agrees with the filer's last complete statement.

Formula: Total Debt - Cash and Equivalents (USD)

The number of years of EBITDA needed to pay off net debt. Generally, below 3x is considered healthy; above 5x may signal over-leverage.

Formula: Net Debt / EBITDA (TTM)

The number of years of free cash flow needed to pay off net debt. Below 5x is generally considered sustainable.

Formula: Net Debt / Free Cash Flow (TTM)

Net debt relative to shareholders' equity. Values below 1.0 indicate a conservatively financed company.

Formula: Net Debt / Total Shareholders' Equity

The percentage of total capital (debt plus equity) that comes from debt. Values below 0.5 indicate the company is primarily equity-funded.

Formula: Total Debt / (Total Debt + Total Equity)

Long-term debt as a proportion of total capital, excluding short-term obligations.

Formula: Long-Term Debt / (Long-Term Debt + Total Equity), USD

The proportion of total debt that is short-term (due within 12 months). Values above 0.5 may indicate refinancing risk.

Formula: Short-Term Debt / Total Debt (both USD)

The portion of long-term debt maturing within the next 12 months as a share of total debt.

Formula: Current Portion of LT Debt / Total Debt (both USD)

Total liabilities (including accounts payable, accrued expenses, etc.) relative to equity. A broader measure of leverage than debt-to-equity.

Formula: Total Liabilities / Total Shareholders' Equity

Net debt as a proportion of market capitalization. Negative values indicate a net cash position relative to market value.

Formula: Net Debt / Market Capitalization

Interest-bearing debt as a percentage of total assets. Values below 0.4 generally indicate low financial leverage.

Formula: Interest-Bearing Debt / Total Assets

Operating cash flow relative to interest expense. A cash-based alternative to interest coverage that avoids accrual accounting distortions. Above 3x is considered safe.

Formula: Operating Cash Flow / Interest Expense

3-year compound annual growth rate of dividends per share, adjusted for stock splits.

Formula: (DPS_current / DPS_3y_ago)^(1/3) − 1

How many times inventory is sold and replaced per year. Higher values indicate more efficient inventory management.

Formula: Cost of Goods Sold / Average Inventory

Average number of days inventory sits before being sold. Lower values indicate faster inventory turnover.

Formula: 365 / Inventory Turnover

How quickly the company collects payment from customers. Higher values indicate more efficient collection.

Formula: Revenue / Average Accounts Receivable

Average number of days to collect payment from customers after a sale. Lower values indicate more efficient collection.

Formula: 365 / Receivables Turnover

How quickly the company pays its suppliers. Lower values (longer payment periods) can indicate better cash management.

Formula: Cost of Goods Sold / Average Accounts Payable

Average number of days the company takes to pay its suppliers. Higher values can indicate better cash management or payment leverage.

Formula: 365 / Payables Turnover

The number of days it takes to convert inventory investments into cash from sales. Negative values (like Apple's) mean the company collects cash before paying suppliers.

Formula: Days Inventory Outstanding + Days Sales Outstanding − Days Payables Outstanding

Working capital as a percentage of revenue, indicating how much capital is tied up in day-to-day operations.

Formula: (Current Assets − Current Liabilities) / Revenue × 100

Year-over-year change in working capital relative to revenue. Increasing working capital can drain cash flow even as profits grow.

Formula: Δ(Current Assets − Current Liabilities) / Revenue × 100

Revenue generated per dollar of current assets. Higher values indicate more efficient use of short-term assets.

Formula: Revenue / Current Assets

Cash dividends paid over the trailing 12 months as a percent of operating cash flow over the same period: the OCF payout ratio. A cash-based alternative to the earnings payout ratio; values above 80 percent may be unsustainable. Stored as a fraction (0.24 = 24 percent) and displayed as a percent.

Formula: Dividends paid (TTM, cash flow statement) / operating cash flow (TTM)

Dividend payments as a percentage of free cash flow. Values above 100% mean the company borrows or uses savings to fund dividends.

Formula: Total Dividends Paid / Free Cash Flow × 100

5-year compound annual growth rate of dividends per share, adjusted for stock splits.

Formula: (DPS_current / DPS_5y_ago)^(1/5) − 1

Five-year annualized growth of the indicated regular dividend: the latest regular per-payment dividend versus the comparable regular payment five years earlier at the same payout cadence, adjusted for splits and excluding special dividends. Unlike the calendar-year CAGR, a raise declared this year counts immediately. Blank when the payout cadence changed, the latest payment is stale, or no comparable payment exists five years earlier.

Formula: (latest regular dividend per payment / comparable regular payment 5 years earlier)^(1/5) - 1, as a percent

Net amount spent on share repurchases over the trailing twelve months (repurchases minus issuances).

Formula: Share Repurchases − Share Issuances (TTM)

Net share buybacks as a percentage of market capitalization. Positive values indicate the company is returning capital via buybacks.

Formula: Net Buyback Amount / Market Cap × 100

The combined return to shareholders through dividends and net share buybacks. A comprehensive measure of capital return.

Formula: Dividend Yield + Buyback Yield

The proportion of operating cash flow reinvested in the business through capital expenditures and R&D. High values are typical of growth companies.

Formula: (Capex + R&D) / Operating Cash Flow × 100

Research and development spending as a percentage of revenue. Higher values indicate greater investment in innovation.

Formula: R&D Expense / Revenue × 100

Selling, general & administrative expenses as a percentage of revenue. Lower values indicate better overhead cost management.

Formula: SG&A Expense / Revenue × 100

Reduction in net debt over the last year as a percentage of market capitalization: the newest quarterly balance sheet against the quarterly balance sheet closest to one year earlier (between 320 and 410 days back), both in USD at their own statement dates. Positive values indicate the company is deleveraging. Blank when no balance sheet sits in that window or total debt cannot be established at either date.

Formula: (Net Debt one year earlier - Net Debt now) / Market Cap x 100, USD at each date

Consecutive years the dividend has been paid without a reduction. Available for about 54 percent of covered companies.

Most recent calendar year the dividend was reduced; N/A means no cut in the available history. Available for about 35 percent of covered companies.

Analyst consensus EPS growth one fiscal year out from the latest completed fiscal year, annualized by actual day count; N/A when the consensus base is missing, negative, or under 0.10.

Formula: (Consensus EPS one year out / latest completed fiscal year EPS) ^ (365.25 / days between) minus 1, times 100

Analyst consensus EPS growth two fiscal years out, annualized by actual day count; N/A when the consensus base is missing, negative, or under 0.10.

Formula: (Consensus EPS two years out / latest completed fiscal year EPS) ^ (365.25 / days between) minus 1, times 100

Analyst consensus EPS growth three fiscal years out, annualized by actual day count; N/A when the consensus base is missing, negative, or under 0.10.

Formula: (Consensus EPS three years out / latest completed fiscal year EPS) ^ (365.25 / days between) minus 1, times 100

Analyst consensus revenue growth one fiscal year out, annualized by actual day count; N/A when either endpoint is missing or not positive.

Formula: (Consensus revenue one year out / latest completed fiscal year revenue) ^ (365.25 / days between) minus 1, times 100

Analyst consensus revenue growth two fiscal years out, annualized by actual day count; N/A when either endpoint is missing or not positive.

Formula: (Consensus revenue two years out / latest completed fiscal year revenue) ^ (365.25 / days between) minus 1, times 100

Analyst consensus revenue growth three fiscal years out, annualized by actual day count; N/A when either endpoint is missing or not positive.

Formula: (Consensus revenue three years out / latest completed fiscal year revenue) ^ (365.25 / days between) minus 1, times 100

Analyst consensus dividend-per-share growth one fiscal year out, annualized by actual day count; forecast cuts to zero show as -100% and N/A means no positive dividend base to grow from.

Formula: (Consensus dividends per share one year out / latest completed fiscal year dividends per share) ^ (365.25 / days between) minus 1, times 100

Analyst consensus dividend-per-share growth two fiscal years out, annualized by actual day count; forecast cuts to zero show as -100% and N/A means no positive dividend base to grow from.

Formula: (Consensus dividends per share two years out / latest completed fiscal year dividends per share) ^ (365.25 / days between) minus 1, times 100

Analyst consensus dividend-per-share growth three fiscal years out, annualized by actual day count; forecast cuts to zero show as -100% and N/A means no positive dividend base to grow from.

Formula: (Consensus dividends per share three years out / latest completed fiscal year dividends per share) ^ (365.25 / days between) minus 1, times 100

Annualized consensus EBITDA growth to the furthest fiscal year analysts publish for this company; N/A when no positive base and future estimate pair exists.

Formula: (Furthest consensus EBITDA / latest completed fiscal year EBITDA) ^ (365.25 / days between) minus 1, times 100

Annualized consensus EBIT growth to the furthest fiscal year analysts publish for this company; N/A when no positive base and future estimate pair exists.

Formula: (Furthest consensus EBIT / latest completed fiscal year EBIT) ^ (365.25 / days between) minus 1, times 100

Annualized consensus net income growth to the furthest fiscal year analysts publish for this company; N/A when no positive base and future estimate pair exists.

Formula: (Furthest consensus net income / latest completed fiscal year net income) ^ (365.25 / days between) minus 1, times 100

Annualized consensus free cash flow growth to the furthest fiscal year analysts publish for this company; N/A when no positive base and future estimate pair exists.

Formula: (Furthest consensus free cash flow / latest completed fiscal year free cash flow) ^ (365.25 / days between) minus 1, times 100

Annualized consensus operating cash flow growth to the furthest fiscal year analysts publish for this company; N/A when no positive base and future estimate pair exists.

Formula: (Furthest consensus operating cash flow / latest completed fiscal year operating cash flow) ^ (365.25 / days between) minus 1, times 100

Annualized consensus EPS growth to the furthest fiscal year analysts publish for this company; N/A when the base is missing, negative, or under 0.10.

Formula: (Furthest consensus EPS / latest completed fiscal year EPS) ^ (365.25 / days between) minus 1, times 100

Annualized consensus revenue growth to the furthest fiscal year analysts publish for this company; N/A when no positive base and future estimate pair exists.

Formula: (Furthest consensus revenue / latest completed fiscal year revenue) ^ (365.25 / days between) minus 1, times 100

How many fiscal years out the longest usable consensus estimate reaches for this company, across all tracked metrics; N/A means no usable forward estimates.

Number of analysts contributing to the longest-horizon EPS estimate used in the growth figures; low counts mean thin coverage and N/A means no usable long EPS estimate.

The consensus metric (EPS, revenue, dividends, EBITDA, EBIT, net income, FCF, or OCF) with the strongest long-horizon annualized growth for this company; ties resolve to EPS first and N/A means no metric is computable.

The strongest long-horizon annualized consensus growth across all tracked metrics for this company; N/A means no metric has a computable long-horizon estimate.

Formula: Highest of the longest-horizon annualized consensus growth rates across EPS, revenue, dividends, EBITDA, EBIT, net income, FCF, and OCF

Return if the stock converges to GNG fair value over the next 12 months, plus dividend yield; N/A when fair value is unavailable, the price is under 1.00, or pricing is more than 30 days stale.

Formula: (GNG fair value / current price minus 1), times 100, plus dividend yield

Annualized return if the stock converges to a fair value grown at the longest EPS consensus rate (horizon capped at 5 years), plus dividend yield; N/A without a positive fair value, a usable long EPS estimate, a price of at least 1.00, and pricing fresher than 30 days.

Formula: ((GNG fair value grown at the longest consensus EPS rate / current price) ^ (1 / horizon years) minus 1), times 100, plus dividend yield

Fiscal years (capped at 5) behind the long-term justified return; N/A whenever that return is not computable.

Annualized 5-year return if the stock converges to a fair value grown at the exact 5-year EPS consensus rate, plus dividend yield; N/A without a 5-year-out EPS estimate, a positive fair value, a price of at least 1.00, and pricing fresher than 30 days.

Formula: ((GNG fair value grown at the 5-year consensus EPS rate / current price) ^ (1 / 5) minus 1), times 100, plus dividend yield

Where the analyst-implied upside ranks across all covered stocks; 90 means more upside than 90 percent of covered stocks. Available for about 57 percent of covered companies.

Number of analysts contributing to the consensus price target. Available for about 57 percent of covered companies.

Share of analyst ratings that are Buy or Strong Buy. Available for about 57 percent of covered companies.

Formula: (Strong Buy ratings + Buy ratings) / total ratings across all five rating levels, times 100

Number of analysts who raised their EPS estimate for the nearest unreported fiscal year in the last 30 days. The reference year rolls forward when a fiscal year is reported.

Number of analysts who lowered their EPS estimate for the nearest unreported fiscal year in the last 30 days. The reference year rolls forward when a fiscal year is reported.

Net share of EPS revisions for the nearest unreported fiscal year that were upgrades over the last 30 days; +100 means every revision went up and N/A means no revisions.

Formula: (Upward revisions minus downward revisions) / (upward plus downward revisions), times 100

Percent change in the consensus EPS for the nearest unreported fiscal year versus 30 days ago; N/A when the earlier consensus is under 0.10 or the current consensus is not positive. Available for about 44 percent of covered companies.

Formula: (Consensus EPS today / consensus EPS 30 days ago minus 1), times 100

Percent change in the consensus EPS for the nearest unreported fiscal year versus 90 days ago; N/A when the earlier consensus is under 0.10 or the current consensus is not positive. Available for about 44 percent of covered companies.

Formula: (Consensus EPS today / consensus EPS 90 days ago minus 1), times 100

Gap between the highest and lowest EPS estimate for the nearest unreported fiscal year as a percent of the consensus; wider means analysts disagree more. Available for about 45 percent of covered companies.

Formula: (Highest EPS estimate minus lowest EPS estimate) / consensus EPS, times 100

Gap between the highest and lowest revenue estimate for the nearest unreported fiscal year as a percent of the consensus.

Formula: (Highest revenue estimate minus lowest revenue estimate) / consensus revenue, times 100

Earnings per share: the portion of the company's profit allocated to each outstanding share.

Formula: Net Income / Weighted Average Shares Outstanding

Diluted earnings per share for the trailing twelve months, accounting for all potentially dilutive securities like options and convertible bonds.

Formula: Net Income / Diluted Shares Outstanding

Revenue per share for the trailing twelve months.

Formula: Revenue (TTM) / Weighted Average Shares Outstanding

The total number of shares currently held by all shareholders, including insiders, institutional investors, and the public.

Free cash flow per share, representing the cash generated per share after capital expenditures. Trailing-twelve-month operating and free cash flow metrics are blank for semiannual filers whose vendor cash-flow rows are quarantined; annual-history metrics (FCF growth, FCF streak, Piotroski, Beneish) still compute from annual statements, and a financial-sector filer may still show the dividend-discount value.

Formula: Free Cash Flow (TTM) / Shares Outstanding

Total revenue over the trailing twelve months. Built from reported income statements converted to USD at each statement date when a complete statement window exists; when the recent window is incomplete the vendor trailing revenue is used as reported and can be in the filer reporting currency until the currency resolver lands. For banks this is gross of interest expense.

Formula: Sum of the latest four quarterly (or two semiannual) reported revenue figures in USD; vendor trailing revenue when the window is incomplete

Revenue minus cost of revenue over the trailing twelve months from reported income statements, in USD. Blank for filers that report no cost-of-revenue line (banks, many REITs).

Formula: Revenue (TTM) minus Cost of Revenue (TTM), USD

Estimated date of the next earnings release (closest upcoming)

Analyst consensus EPS estimate for the next earnings release

Most recent past quarterly earnings report date

Cash minus total debt per share; negative means net debt. Not shown for ADRs because the share basis differs from the quoted price.

Formula: (Cash and equivalents minus total debt) / shares outstanding

Cash and equivalents as a percent of market value.

Formula: Cash and equivalents / market capitalization, times 100

Number of straight quarters, up to the latest 40, in which reported EPS exceeded the consensus estimate; zero means the last quarter missed or matched, and N/A means no reported quarter within the past 15 months.

Formula: Count of consecutive most recent quarters with reported EPS above estimated EPS

Percent by which the most recent quarterly EPS beat or missed the consensus; N/A when the latest report is older than 15 months.

Formula: Published surprise percentage for the latest reported quarter, taken as reported and never recomputed

Proprietary composite metric (0-100%) evaluating a company's financial stability and dividend reliability. Incorporates debt management, payout sustainability, interest coverage, and dividend track record, calibrated to sector-specific benchmarks. See our Methodology page for details.

Proprietary composite metric (0-100%) assessing overall business quality by combining financial safety with profitability, competitive positioning, and growth consistency. Adjusted for bankruptcy risk. See our Methodology page for details.

A 7-tier valuation rating based on how the current price compares to the blended fair value estimate, adjusted by the company's Quality Score. Tiers: Ultra Value Buy, Very Strong Buy, Strong Buy, Good Buy, Reasonable Buy, Hold, Trim/Sell. See our Methodology page for details.

Proprietary quantitative composite score (0-100) that ranks every stock across 8 equally-considered pillars: Valuation, Growth, Profitability, Momentum, Earnings Revisions, Technical Signals, Market Sentiment, and Options Activity. Scored relative to the entire universe. Higher scores indicate stronger overall quantitative attractiveness.

A 5-tier quantitative rating derived from the GNG Quant Score. Tiers: Strong Buy (top quantitative picks), Buy, Hold, Sell, Strong Sell (lowest quantitative scores). This rating is purely quantitative and complements the fundamental GNG Rating.

Wall Street Consensus: Strong Buy, Buy, Hold, Sell, Strong Sell based on analyst target price vs current price

Analyst target price upside/downside vs current price (positive = upside)

Blended fair value estimate combining 2-6 valuation methods using a harmonic mean. The methods selected depend on the company's sector and available data. See our Methodology page for details.

The percentage difference between the current price and the calculated fair value. Negative values indicate the stock trades at a discount; positive values indicate a premium.

Formula: (Current Price − Fair Value) / Fair Value × 100

Quality-adjusted buy threshold price. Higher-quality companies have tighter thresholds (closer to fair value) because their earnings are more predictable.

Formula: Fair Value × Quality-Adjusted Discount Factor (60-80%)

A deeper discount threshold representing a strong value opportunity.

Formula: Good Buy Price × 90%

A substantial discount threshold representing a very strong value opportunity.

Formula: Good Buy Price × 80%

The deepest discount threshold, representing an extreme value opportunity rarely seen in high-quality companies.

Formula: Good Buy Price × 70%

The price at which the stock is considered significantly overvalued relative to its fair value, suggesting investors may consider reducing their position.

Formula: Fair Value × 150%

The primary earnings metric selected for this company's valuation: EPS (most common), OCF (REITs and E&P companies), FCF (capital-light businesses), or EBITDA (high-depreciation industries).

Where the composite quant score ranks across the entire universe; 90 means better than 90 percent of stocks.

Where the composite quant score ranks within the company's sector; 90 means better than 90 percent of sector peers.

Composite quant score, on a 0 to 100 scale, ranked against sector peers instead of the whole universe.

Valuation pillar of the quant score, on a 0 to 100 scale: cheaper multiples and higher cash yields score higher.

Growth pillar of the quant score, on a 0 to 100 scale, built from multi-year and trailing revenue and earnings growth.

Profitability pillar of the quant score, on a 0 to 100 scale: margins and returns on capital.

Momentum pillar of the quant score, on a 0 to 100 scale: risk-adjusted price trends over 3 to 12 months.

Earnings revisions pillar of the quant score, on a 0 to 100 scale: direction of analyst estimate changes and surprises.

Net U.S. federal contract obligations over the trailing 12 months (prime awards, USAspending.gov). Obligations are bookings, not recognized revenue, and can be negative when deobligations outweigh new obligations.

Formula: Sum of prime award obligations over the trailing 12 months, net of deobligations

Change in trailing 12 month federal obligations versus the prior 12 months. Obligations are bookings, so this moves with contract awards rather than with reported revenue.

Formula: (Trailing 12 month obligations / prior 12 month obligations minus 1), times 100

Trailing 12 month federal obligations as a share of trailing 12 month revenue. Obligations are bookings, not recognized revenue: a multi year award is booked up front, so this can exceed 100% and can go negative on net deobligation.

Formula: Trailing 12 month federal obligations / trailing 12 month revenue, times 100

Awarding agency with the largest trailing 12 month federal obligations.

Share of trailing 12 month federal obligations coming from the top awarding agency. Higher values mean more concentration in a single agency.

Formula: Top agency's trailing 12 month obligations / total trailing 12 month obligations, times 100

Number of federal contracts with obligation activity in the trailing 12 months.

Amount weighted average remaining term, in months, of the largest active federal contracts still running past today.

Formula: Sum of (remaining months times obligation amount) / sum of obligation amounts, over the largest active contracts

The total market value of all outstanding shares. Categorized as Mega Cap (>$200B), Large Cap ($10B-$200B), Mid Cap ($2B-$10B), Small Cap ($300M-$2B), or Micro Cap (<$300M).

Formula: Share Price × Shares Outstanding

The price-to-earnings ratio measures how much investors are willing to pay per dollar of current earnings. A higher P/E suggests higher growth expectations.

Formula: Share Price / Earnings Per Share (TTM)

Price-to-earnings ratio calculated using actual reported earnings from the trailing twelve months. Reflects historical profitability.

Formula: Share Price / Trailing 12-Month EPS

Price-to-earnings ratio using analyst consensus earnings estimates for the next 12 months. Reflects expected future profitability.

Formula: Share Price / Forward EPS Estimate

Price divided by the analyst consensus EPS for the next fiscal year (the fiscal year after the last completed one). Blank when there is no positive USD consensus with at least one analyst, or when the estimate fails a sanity check against the trailing EPS and the share count implied by the consensus net income.

Formula: Close price / next-fiscal-year consensus EPS

The price/earnings-to-growth ratio adjusts P/E for expected earnings growth. Values below 1.0 may indicate undervaluation relative to growth.

Formula: P/E Ratio / Annual EPS Growth Rate

An enhancement of the PEG ratio that incorporates dividend yield, making it more suitable for income-producing stocks. Growth is the forward analyst-consensus EPS growth rate.

Formula: P/E Ratio / (EPS Growth Rate + Dividend Yield)

PEGY ratio adjusted for the company's net cash position, providing a more accurate valuation for cash-rich companies.

Formula: (P/E − Cash Per Share Adjustment) / (EPS Growth Rate + Dividend Yield)

Compares market price to book value per share. Values below 1.0 mean the stock trades below its net asset value. Most useful for capital-intensive industries.

Formula: Share Price / (Total Equity / Shares Outstanding)

Compares market capitalization to trailing twelve-month revenue. Useful for valuing unprofitable companies where P/E is not meaningful.

Formula: Market Cap / Revenue (TTM)

Enterprise value relative to revenue. Accounts for debt and cash, making it more comparable across capital structures than P/S.

Formula: (Market Cap + Total Debt − Cash) / Revenue (TTM)

Enterprise value relative to EBITDA. A widely used valuation metric that normalizes for capital structure, tax rates, and depreciation policies.

Formula: (Market Cap + Total Debt − Cash) / EBITDA (TTM)

The net asset value of the company per share, representing what shareholders would theoretically receive if the company were liquidated at book value.

Formula: Total Equity / Shares Outstanding

Fair value estimate derived from the P/E valuation method. Compares current earnings against the company's own 5-year historical median P/E ratio.

Formula: TTM EPS × 5-Year Median P/E Ratio

Fair value estimate derived from the Price-to-Sales method. Uses the company's historical sales multiple to estimate intrinsic value.

Formula: Revenue Per Share × 5-Year Median P/S Ratio

Fair value estimate derived from the Price-to-Book method. Best suited for asset-heavy industries like banking and real estate.

Formula: Book Value Per Share × 5-Year Median P/B Ratio

Fair value estimate derived from the Price-to-Operating Cash Flow method. Critical for REITs and E&P companies where cash flow is a better measure than earnings. Trailing-twelve-month operating and free cash flow metrics are blank for semiannual filers whose vendor cash-flow rows are quarantined; annual-history metrics (FCF growth, FCF streak, Piotroski, Beneish) still compute from annual statements, and a financial-sector filer may still show the dividend-discount value.

Formula: Operating Cash Flow Per Share × 5-Year Median P/OCF Ratio

Fair value estimate derived from the Price-to-FFO method. REIT-specific: only computed for true equity REITs (e.g., apartment, office, industrial, retail, healthcare). NULL for non-REITs and REIT-adjacent categories without FFO concept (BDCs, mortgage REITs, MLPs, homebuilders, asset managers).

Formula: Annual FFO Per Share × Average Historical Price/FFO Multiple

Fair value estimate derived from the Price-to-Free Cash Flow method. Reflects the value of cash generated after capital expenditures. Trailing-twelve-month operating and free cash flow metrics are blank for semiannual filers whose vendor cash-flow rows are quarantined; annual-history metrics (FCF growth, FCF streak, Piotroski, Beneish) still compute from annual statements, and a financial-sector filer may still show the dividend-discount value.

Formula: Free Cash Flow Per Share × 5-Year Median P/FCF Ratio

Fair value estimate derived from the dividend yield method. Compares the current annual dividend to the company's 5-year average dividend yield.

Formula: Annual Dividend Per Share / 5-Year Average Dividend Yield

The percentage change in earnings per share compared to the same quarter one year ago.

Formula: (Current Quarter EPS − Prior Year Quarter EPS) / |Prior Year Quarter EPS| × 100

The percentage change in revenue compared to the same quarter one year ago.

Formula: (Current Quarter Revenue − Prior Year Quarter Revenue) / Prior Year Quarter Revenue × 100

Forward long-term EPS growth from analyst consensus: the annualized growth of the Finnhub consensus EPS from the last completed fiscal year to the furthest forward fiscal year within five years that has at least one analyst, positive values, and a consistent estimate currency. Blank when no qualifying consensus exists. Feeds the PEG and PEGY ratios.

Formula: (Consensus EPS terminal FY / Consensus EPS base FY)^(365.25 / days between fiscal year ends) - 1

The price-to-free cash flow ratio. Lower values may indicate better value. Especially useful for capital-intensive businesses.

Formula: Market Cap / Free Cash Flow (TTM)

Enterprise value to free cash flow. Adjusts for capital structure differences, making cross-company comparisons more meaningful.

Formula: (Market Cap + Total Debt − Cash) / Free Cash Flow (TTM)

Free cash flow yield measures the cash return generated relative to market capitalization. Higher is generally better.

Formula: Free Cash Flow (TTM) / Market Cap × 100

Total free cash flow generated over the trailing twelve months: the cash available for dividends, buybacks, debt reduction, or reinvestment. Trailing-twelve-month operating and free cash flow metrics are blank for semiannual filers whose vendor cash-flow rows are quarantined; annual-history metrics (FCF growth, FCF streak, Piotroski, Beneish) still compute from annual statements, and a financial-sector filer may still show the dividend-discount value.

Formula: Operating Cash Flow (TTM) − Capital Expenditures (TTM)

The compound annual growth rate of revenue over the past 3 years. Smooths out year-to-year volatility to show the underlying growth trend.

Formula: (Revenue_current / Revenue_3y_ago)^(1/3) − 1

The compound annual growth rate of revenue over the past 5 years.

Formula: (Revenue_current / Revenue_5y_ago)^(1/5) − 1

The compound annual growth rate of earnings per share over the past 3 years.

Formula: (EPS_current / EPS_3y_ago)^(1/3) − 1

The compound annual growth rate of earnings per share over the past 5 years.

Formula: (EPS_current / EPS_5y_ago)^(1/5) − 1

The compound annual growth rate of operating income over the past 3 years, measuring core business profitability growth.

Formula: (Operating Income_current / Operating Income_3y_ago)^(1/3) − 1

The compound annual growth rate of free cash flow over the past 3 years.

Formula: (FCF_current / FCF_3y_ago)^(1/3) − 1

The compound annual growth rate of book value per share over the past 3 years, indicating how quickly the company is building shareholder equity.

Formula: (BVPS_current / BVPS_3y_ago)^(1/3) − 1

The compound annual growth rate of tangible book value per share over 3 years, excluding goodwill and intangible assets.

Formula: (Tangible BVPS_current / Tangible BVPS_3y_ago)^(1/3) − 1

Trailing twelve-month revenue compared to the 3-year average revenue as a percentage. Values above 100% indicate revenue is growing relative to its recent trend.

Formula: (Revenue TTM / 3-Year Average Revenue) × 100

Year-over-year growth rate of trailing twelve-month operating cash flow.

Formula: (OCF_current_TTM − OCF_prior_TTM) / |OCF_prior_TTM| × 100

Year-over-year growth rate of trailing twelve-month free cash flow.

Formula: (FCF_current_TTM − FCF_prior_TTM) / |FCF_prior_TTM| × 100

3-year compound annual growth rate of net debt. Negative values indicate the company is deleveraging (paying down debt faster than it accumulates).

Formula: (Net Debt_current / Net Debt_3y_ago)^(1/3) − 1

3-year compound annual growth rate of shares outstanding. Negative values indicate net share buybacks are reducing the share count.

Formula: (Shares_current / Shares_3y_ago)^(1/3) − 1

Fair value per share from a discounted cash flow model of projected free cash flow. Available for about 49 percent of covered companies.

Formula: Present value of projected free cash flows plus terminal value, divided by shares outstanding

Fair value per share from a multi-stage discounted cash flow using the longest reliable cash-flow growth history. Available for about 43 percent of covered companies. For semiannual filers whose vendor cash-flow rows are quarantined, the free-cash-flow DCF is blank; a financial-sector filer in that group may still show the dividend-discount value.

Formula: Present value of multi-stage projected free cash flows plus terminal value, divided by shares outstanding

Annualized five-year growth rate of free cash flow.

Formula: (Latest FCF / FCF five years earlier) ^ (1 / 5) minus 1, times 100

Annualized ten-year growth rate of free cash flow. Available for about 41 percent of covered companies.

Formula: (Latest FCF / FCF ten years earlier) ^ (1 / 10) minus 1, times 100

Trailing EPS as a percent of price, the inverse of the P/E ratio. Available for about 50 percent of covered companies.

Formula: 100 / P/E ratio, when the P/E ratio is positive

Growth of the last four quarters' revenue versus the four quarters before that; N/A without eight reported quarters in one currency.

Formula: (Trailing four-quarter revenue / prior four-quarter revenue minus 1), times 100

Revenue growth plus free cash flow margin; 40 and above is the classic bar for a healthy growth business.

Formula: Revenue Growth YoY (TTM) plus free cash flow margin, both in percentage points

Enterprise value divided by trailing operating profit before interest and taxes; N/A when EBIT is not positive, statements are not reported in U.S. dollars, or the company is an ADR.

Formula: Enterprise value / trailing four-quarter EBIT

The percentage price change over the last month (approximately 21 trading days).

Formula: (Price_today − Price_1m_ago) / Price_1m_ago × 100

The percentage price change over the last 3 months.

Formula: (Price_today − Price_3m_ago) / Price_3m_ago × 100

The percentage price change over the last 6 months.

Formula: (Price_today − Price_6m_ago) / Price_6m_ago × 100

The percentage price change over the last 12 months.

Formula: (Price_today − Price_12m_ago) / Price_12m_ago × 100

The total return including price appreciation and reinvested dividends over the last 12 months.

Formula: Price Return (12M) + Dividend Yield

How far below the 52-week high the current price is, expressed as a percentage. Values near 0% mean the stock is near its high.

Formula: (Price − 52W High) / 52W High × 100

How far above the 52-week low the current price is, expressed as a percentage.

Formula: (Price − 52W Low) / 52W Low × 100

Average daily trading volume over the last 10 trading days. Useful for identifying recent changes in trading activity.

The ratio of 10-day average volume to 30-day average volume. Values above 1.5 indicate a significant surge in recent trading activity.

Formula: 10-Day Avg Volume / 30-Day Avg Volume

The average daily dollar volume traded over 30 days. A measure of liquidity that accounts for both share price and trading volume.

Formula: Average Daily Volume × Average Price (30-day)

Annualized price volatility calculated from the standard deviation of daily returns over 20 trading days. Higher values indicate more price variability.

Formula: StdDev(Daily Returns, 20d) × √252

Annualized price volatility calculated from 60 trading days of daily returns. A longer window provides a more stable volatility estimate.

Formula: StdDev(Daily Returns, 60d) × √252

The largest peak-to-trough decline in the stock price over the past year. Measures the worst-case loss an investor could have experienced.

Formula: Max((Trough Price − Peak Price) / Peak Price) over 1 year

Average True Range as a percentage of the current price over 14 days. A volatility indicator that accounts for gaps between trading sessions.

Formula: ATR(14) / Current Price × 100

The 14-day Relative Strength Index, a momentum oscillator. Values above 70 suggest overbought conditions; below 30 suggests oversold.

Formula: 100 − (100 / (1 + Average Gain / Average Loss))

The percentage difference between the current price and the 200-day moving average. Positive values indicate the stock trades above its long-term trend.

Formula: (Price − 200d MA) / 200d MA × 100

The percentage spread between the 50-day and 200-day moving averages. Positive values indicate a bullish "golden cross" condition; negative indicates a "death cross".

Formula: (50d MA − 200d MA) / 200d MA × 100

The coefficient of variation of daily trading volume over 60 days. Lower values indicate more consistent trading activity.

Formula: StdDev(Daily Volume, 60d) / Mean(Daily Volume, 60d)

The arithmetic mean of closing prices over the last 10 trading days. Tracks short-term price direction.

Formula: Sum(Close, 10 days) / 10

The arithmetic mean of closing prices over the last 20 trading days. A common short-to-medium term trend indicator.

Formula: Sum(Close, 20 days) / 20

The arithmetic mean of closing prices over the last 50 trading days. A widely-watched medium-term trend indicator.

Formula: Sum(Close, 50 days) / 50

The arithmetic mean of closing prices over the last 200 trading days. The most important long-term trend indicator; prices above indicate a bullish trend.

Formula: Sum(Close, 200 days) / 200

An exponentially weighted average of closing prices over 10 days, giving more weight to recent prices for faster trend detection.

Formula: Close × k + EMA_prev × (1 − k), where k = 2/(10+1)

An exponentially weighted average of closing prices over 20 days. More responsive to recent price changes than the 20-day SMA.

Formula: Close × k + EMA_prev × (1 − k), where k = 2/(20+1)

An exponentially weighted average of closing prices over 50 days. Used as a medium-term trend filter with faster response than SMA.

Formula: Close × k + EMA_prev × (1 − k), where k = 2/(50+1)

An exponentially weighted average of closing prices over 200 days. Combines long-term trend tracking with greater responsiveness.

Formula: Close × k + EMA_prev × (1 − k), where k = 2/(200+1)

The 14-period Relative Strength Index from real-time technical calculations. Measures momentum on a 0-100 scale; above 70 is overbought, below 30 is oversold.

Formula: 100 − (100 / (1 + Average Gain / Average Loss)) over 14 periods

Moving Average Convergence Divergence: the difference between the 12-period and 26-period EMAs. Positive values indicate bullish momentum.

Formula: EMA(12) − EMA(26)

The 9-period EMA of the MACD line. Crossovers between MACD and its signal line generate buy/sell signals.

Formula: EMA(MACD, 9)

The difference between the MACD line and its signal line. Increasing histogram bars indicate strengthening momentum.

Formula: MACD − MACD Signal

Average Directional Index measures trend strength regardless of direction. Values above 25 indicate a strong trend; below 20 indicates a weak or range-bound market.

Formula: Smoothed average of DX over 14 periods, where DX = |+DI − −DI| / (+DI + −DI) × 100

The Positive Directional Indicator measures upward price movement strength. When +DI is above -DI, the trend is bullish.

Formula: Smoothed +DM / ATR × 100 (14-period)

The Negative Directional Indicator measures downward price movement strength. When -DI is above +DI, the trend is bearish.

Formula: Smoothed −DM / ATR × 100 (14-period)

Measures the number of periods since the highest high, scaled 0-100. Values near 100 indicate a new high was recently made (strong uptrend).

Formula: ((25 − Periods since 25-period High) / 25) × 100

Measures the number of periods since the lowest low, scaled 0-100. Values near 100 indicate a new low was recently made (strong downtrend).

Formula: ((25 − Periods since 25-period Low) / 25) × 100

Parabolic Stop and Reverse: a trailing stop-loss indicator. When price is above PSAR, the trend is up; below indicates a downtrend.

Formula: SAR_next = SAR + AF × (EP − SAR), where AF starts at 0.02 and increases by 0.02 to max 0.20

The Stochastic %K line measures the current price relative to the high-low range over 14 periods. Above 80 is overbought; below 20 is oversold.

Formula: (Close − Lowest Low(14)) / (Highest High(14) − Lowest Low(14)) × 100

The Stochastic %D is the 3-period SMA of %K, acting as a signal line. Crossovers of %K above %D generate buy signals.

Formula: SMA(%K, 3)

Williams %R measures overbought/oversold conditions on a scale from -100 to 0. Above -20 is overbought; below -80 is oversold.

Formula: (Highest High(14) − Close) / (Highest High(14) − Lowest Low(14)) × −100

Rate of Change measures the percentage price change over 10 periods. Positive values indicate upward momentum; negative indicates downward.

Formula: (Close − Close_10_periods_ago) / Close_10_periods_ago × 100

The absolute price change over the last 10 periods. Positive values indicate price is higher than 10 periods ago.

Formula: Close − Close_10_periods_ago

The Commodity Channel Index measures price deviation from its statistical mean. Values above +100 suggest overbought; below -100 suggest oversold.

Formula: (Typical Price − SMA(Typical Price, 20)) / (0.015 × Mean Deviation)

The Money Flow Index is a volume-weighted RSI that combines price and volume data. Above 80 is overbought; below 20 is oversold.

Formula: 100 − (100 / (1 + Positive Money Flow / Negative Money Flow)) over 14 periods

The Average True Range over 14 periods measures price volatility in absolute terms. Higher values indicate more volatile price action.

Formula: Smoothed average of Max(High−Low, |High−PrevClose|, |Low−PrevClose|) over 14 periods

ATR expressed as a percentage of the current price. Normalizes volatility for cross-stock comparison regardless of price level.

Formula: ATR(14) / Close × 100

The upper Bollinger Band, set 2 standard deviations above the 20-period SMA. Price touching or exceeding this band may indicate overbought conditions.

Formula: SMA(20) + 2 × StdDev(Close, 20)

The lower Bollinger Band, set 2 standard deviations below the 20-period SMA. Price touching or falling below may indicate oversold conditions.

Formula: SMA(20) − 2 × StdDev(Close, 20)

Shows where the current price sits within the Bollinger Bands as a percentage (0-100). Above 100 means price is above the upper band; below 0 means below the lower band.

Formula: (Close − Lower Band) / (Upper Band − Lower Band) × 100

The width of the Bollinger Bands as a percentage of the middle band. Narrow bands (low width) often precede large price moves (the "Bollinger Squeeze").

Formula: (Upper Band − Lower Band) / Middle Band × 100

The 20-period standard deviation of closing prices. A raw measure of price dispersion.

Formula: StdDev(Close, 20 periods)

Annualized historical volatility calculated from 20 days of returns. Expresses price variability as an annualized percentage.

Formula: StdDev(Daily Returns, 20d) × √252

On-Balance Volume is a cumulative volume indicator that adds volume on up days and subtracts on down days. Rising OBV confirms an uptrend.

Formula: OBV_prev + Volume (if Close > PrevClose) or − Volume (if Close < PrevClose)

The Accumulation/Distribution Line combines price and volume to show whether a stock is being accumulated (bought) or distributed (sold).

Formula: AD_prev + ((Close − Low) − (High − Close)) / (High − Low) × Volume

Chaikin Money Flow measures buying/selling pressure over 20 periods. Positive values indicate accumulation; negative indicates distribution.

Formula: Sum(Money Flow Volume, 20) / Sum(Volume, 20)

The 20-day simple moving average of daily trading volume. Used as a baseline for identifying unusual volume activity.

Formula: Sum(Volume, 20 days) / 20

Current volume divided by the 20-day average volume. Values above 1.5 indicate significantly above-average trading activity.

Formula: Current Volume / Volume SMA(20)

The 20-day Volume Weighted Moving Average gives more weight to prices with higher volume. Divergence from SMA indicates volume-confirmed trends.

Formula: Sum(Close × Volume, 20) / Sum(Volume, 20)

The classic pivot point calculated from the previous session's high, low, and close. Acts as a key support/resistance reference level.

Formula: (High + Low + Close) / 3

The first resistance level above the pivot point. Price may face selling pressure at this level.

Formula: (2 × Pivot) − Low

The second resistance level. A stronger resistance zone typically requiring more bullish momentum to break through.

Formula: Pivot + (High − Low)

The third and strongest resistance level. Breaking R3 often signals a very strong bullish move.

Formula: High + 2 × (Pivot − Low)

The first support level below the pivot point. Price may find buying interest at this level.

Formula: (2 × Pivot) − High

The second support level. A stronger support zone that typically holds during normal pullbacks.

Formula: Pivot − (High − Low)

The third and deepest support level. Breaking S3 often signals a very strong bearish move.

Formula: Low − 2 × (High − Pivot)

The True Strength Index is a double-smoothed momentum oscillator that measures trend direction and overbought/oversold conditions. Positive values indicate bullish momentum.

Formula: 100 × EMA(EMA(Price Change, 25), 13) / EMA(EMA(|Price Change|, 25), 13)

The Ultimate Oscillator combines short, medium, and long-term momentum into a single value (0-100). Above 70 is overbought; below 30 is oversold.

Formula: 100 × (4×Avg7 + 2×Avg14 + Avg28) / 7, where Avg = Sum(BP)/Sum(TR)

Know Sure Thing oscillator combines four different rate-of-change periods to identify major trend reversals.

Formula: SMA(ROC10,10)×1 + SMA(ROC15,10)×2 + SMA(ROC20,10)×3 + SMA(ROC30,15)×4

Volume Weighted Average Price represents the average price weighted by volume. Institutional traders use VWAP as a benchmark; price above VWAP indicates bullish sentiment.

Formula: Cumulative(Price × Volume) / Cumulative(Volume)

Price momentum over 30 days (Close - Close[30d ago])

Price momentum over 60 days

Price momentum over 90 days

Price momentum over 180 days

Price momentum over 252 days (1 year)

Rate of Change over 5 days

Rate of Change over 21 days (1 month)

Rate of Change over 63 days (3 months)

Rate of Change over 126 days (6 months)

Rate of Change over 252 days (1 year)

7-period RSI (short-term momentum)

21-period RSI (medium-term momentum)

1-day price return %

5-day price return %

10-day price return %

% distance from 50-day SMA

% distance from 20-day EMA

ROC(10) now minus ROC(10) from 21 bars ago

EMA12 - EMA26 spread (MACD-like)

SMA20 - SMA50 spread

EMA9 - EMA21 short-term crossover signal

21-day Average True Range

252-day annualized volatility

Short-term vs long-term volatility ratio

Drawdown-based risk measure (lower = less pain)

ATR14 / Close * 100 (volatility as % of price)

Trending vs ranging (>61.8 = choppy, <38.2 = trending)

50-day average volume

Current volume vs 50-day average

20-day SMA of On-Balance Volume

EMA13 of (close change * volume)

Price efficiency relative to volume

Negative Volume Index (smart money indicator)

Positive Volume Index (crowd indicator)

Ichimoku Conversion Line (9-period midpoint)

Ichimoku Base Line (26-period midpoint)

Ichimoku Leading Span A (cloud boundary)

Ichimoku Leading Span B (cloud boundary)

SuperTrend value (period=10, multiplier=3)

SuperTrend direction: 1=bullish, -1=bearish

Rate of Change of Rate of Change (2nd derivative)

Stochastic RSI %K (0-100)

Stochastic RSI %D signal line (0-100)

Bill Williams Awesome Oscillator

Detrended Price Oscillator (20-period)

Percentage Price Oscillator (MACD in %)

PPO signal line

ATR14 / ATR60 expansion ratio (>1 = expanding vol)

20-day highest high (Donchian Channel)

20-day lowest low (Donchian Channel)

Keltner Channel upper band (EMA20 + 2*ATR14)

Keltner Channel lower band (EMA20 - 2*ATR14)

Bollinger Bands inside Keltner Channels (1=squeeze, 0=no squeeze)

News sentiment over 48 hours (0-100, 50=Neutral, non-linear scale emphasizing meaningful range)

Sentiment classification: Bullish, Neutral, or Bearish (48 hours)

News sentiment over 7 days (0-100, 50=Neutral, non-linear scale)

Sentiment classification: Bullish, Neutral, or Bearish (7 days)

News sentiment over 30 days (0-100, 50=Neutral, non-linear scale)

Sentiment classification: Bullish, Neutral, or Bearish (30 days)

News sentiment over 60 days (0-100, 50=Neutral, non-linear scale, most reliable)

Sentiment classification: Bullish, Neutral, or Bearish (60 days)

Open interest in puts divided by open interest in calls at the latest options snapshot within the past week; above 1 means more downside protection or bearish positioning outstanding. Available for up to about 55 percent of covered companies.

Formula: Total put open interest / total call open interest

Where today's implied volatility sits inside its own range over the available history, up to one year; 100 means the most expensive options of the year. Needs at least 60 snapshots and a range that is not flat. Available for up to about 59 percent of covered companies.

Formula: (Current average implied volatility minus its lowest reading) / (highest reading minus lowest reading), times 100, over up to one year of snapshots

Sensitivity of the stock's daily returns to the S&P 500 over the past year, computed from actual prices on shared trading dates (at least 200 pairs).

Formula: Slope of the stock's daily log returns regressed on the S&P 500's daily log returns over one year

How closely the stock's daily moves track the S&P 500 over the past year, from -1 (opposite) to +1 (in lockstep).

Formula: Correlation of the stock's and the S&P 500's daily log returns over one year

Annualized return per unit of volatility over the past year. Uses a zero risk-free rate.

Formula: (Average daily log return times 252) / (standard deviation of daily log returns times the square root of 252)

Annualized return per unit of downside volatility over the past year. Uses a zero risk-free rate; N/A when the year had no losing days.

Formula: (Average daily log return times 252) / annualized downside deviation

Annualized volatility counting only the losing days.

Formula: Square root of the mean squared negative daily log return, times the square root of 252, times 100

Three-month total return minus the S&P 500's three-month total return, in percentage points.

Formula: Stock three-month total return minus S&P 500 three-month total return

Twelve-month total return minus the S&P 500's twelve-month total return, in percentage points.

Formula: Stock twelve-month total return minus S&P 500 twelve-month total return

Annualized total return including dividends over the past three years; N/A when the starting price is under 1.00.

Formula: (Latest adjusted price / adjusted price three years earlier) ^ (365.25 / days between) minus 1, times 100

Annualized total return including dividends over the past five years; N/A when the starting price is under 1.00.

Formula: (Latest adjusted price / adjusted price five years earlier) ^ (365.25 / days between) minus 1, times 100

Largest peak-to-trough decline over the past three years, shown as a negative percent.

Formula: Lowest value of (adjusted price / running peak adjusted price minus 1), times 100, over three years

Measures the company's ability to pay short-term obligations. Values above 1.0 indicate current assets exceed current liabilities.

Formula: Current Assets / Current Liabilities

A stricter liquidity test that excludes inventory. Values above 1.0 indicate the company can meet short-term obligations without selling inventory.

Formula: (Current Assets − Inventory) / Current Liabilities

Measures the proportion of debt financing relative to shareholder equity. Higher values indicate more leverage and potentially higher financial risk.

Formula: Total Debt / Total Shareholders' Equity

Measures how many years of EBITDA would be needed to pay off all debt. Generally, below 3x is considered healthy.

Formula: Total Debt / EBITDA (TTM)

Measures how easily a company can pay interest on its outstanding debt. Higher is safer; below 1.5x indicates potential difficulty.

Formula: EBIT / Interest Expense

Measures how efficiently a company generates returns from its invested capital. Consistently above 10% suggests a competitive advantage. Invested capital is total debt plus total equity; cash is not subtracted.

Formula: NOPAT / (Total Debt + Total Equity)

The amount of cash and cash equivalents available per outstanding share, indicating the company's liquidity cushion.

Formula: Total Cash & Equivalents / Shares Outstanding

Dividends paid as a percent of a sector-aware earnings base. GNG picks the base in this order: asset-heavy sectors (REITs, utilities, MLPs and midstream) use operating cash flow; consumer staples and consumer discretionary companies, and industrial gas or chemical companies, use net income; any other company whose intangible assets exceed 10 percent of total assets uses operating cash flow; everyone else uses net income. When trailing-12-month net income is negative and a recent annual net income is positive, the annual figure is used instead. A ratio above 100 percent means the company is paying more in dividends than the base supports. For the strict dividends-to-GAAP-earnings ratio see EPS Payout Ratio.

Formula: (TTM regular dividends per share x shares outstanding / earnings base) x 100, where the earnings base is operating cash flow or net income by sector and intangibles rules

The percentage of the stock's float that is currently sold short. High short interest (>10%) may indicate bearish sentiment or potential for a short squeeze.

Formula: Shares Sold Short / Total Float × 100

The percentage of revenue that remains as net income after all expenses. A key indicator of overall profitability.

Formula: Net Income / Revenue × 100

The percentage of revenue remaining after operating expenses. Reflects the efficiency of core business operations over the trailing twelve months.

Formula: Operating Income (TTM) / Revenue (TTM) × 100

Measures how efficiently the company uses its assets to generate profit.

Formula: Net Income (TTM) / Total Assets × 100

Measures the return generated on shareholders' equity. Higher ROE indicates more efficient use of equity capital.

Formula: Net Income (TTM) / Shareholders' Equity × 100

Trailing-12-month GAAP net income as a fraction of the latest-quarter total assets (ending balance), computed from reported financial statements rather than a third-party summary figure.

Formula: TTM GAAP net income / total assets (latest quarter)

Trailing-12-month GAAP net income as a fraction of the latest-quarter shareholder equity from the balance sheet (ending balance), computed from reported financial statements. Blank when equity is zero or negative, where ROE is not meaningful.

Formula: TTM GAAP net income / shareholder equity (latest quarter)

Earnings before interest, taxes, depreciation, and amortization over the trailing twelve months from reported income statements, in USD.

Formula: Sum of the latest reported quarterly (or semiannual) EBITDA figures, USD

A bankruptcy prediction model combining five financial ratios. Scores above 2.99 indicate safety, 1.81-2.99 is a gray zone, and below 1.81 suggests financial distress.

Formula: 1.2×(Working Capital/Assets) + 1.4×(Retained Earnings/Assets) + 3.3×(EBIT/Assets) + 0.6×(Market Cap/Liabilities) + 1.0×(Sales/Assets)

Total cash generated from core business operations over the trailing twelve months, before capital expenditures, in USD. Trailing-twelve-month operating and free cash flow metrics are blank for semiannual filers whose vendor cash-flow rows are quarantined; annual-history metrics (FCF growth, FCF streak, Piotroski, Beneish) still compute from annual statements, and a financial-sector filer may still show the dividend-discount value.

Operating cash flow as a percentage of revenue. Values above 15% generally indicate strong cash generation from operations.

Formula: Operating Cash Flow (TTM) / Revenue (TTM) × 100

Free cash flow as a percentage of revenue. Values above 10% indicate the business converts revenue to cash efficiently after reinvestment.

Formula: Free Cash Flow (TTM) / Revenue (TTM) × 100

Measures how well reported earnings translate into actual cash. Values above 1.0 indicate high-quality earnings backed by real cash flow.

Formula: Operating Cash Flow / Net Income

Free cash flow relative to net income. Values above 0.8 indicate strong conversion of earnings to free cash after capital expenditures.

Formula: Free Cash Flow / Net Income

Capital expenditures as a percentage of revenue, measuring the capital intensity of the business. Lower values indicate a more asset-light business model.

Formula: Capital Expenditures / Revenue × 100

The proportion of operating cash flow reinvested in capital expenditures. Lower values mean more cash is available for shareholders.

Formula: Capital Expenditures / Operating Cash Flow × 100

A cash-based measure of asset efficiency that avoids accrual accounting distortions.

Formula: Operating Cash Flow / Total Assets × 100

Cash-based return on invested capital. Values above 10% suggest the company generates meaningful cash returns on its invested capital.

Formula: Free Cash Flow / (Total Debt + Total Equity − Cash)

Operating cash flow coverage of total debt. Indicates how quickly the company could repay its debt from operating cash flow alone.

Formula: Operating Cash Flow / Total Debt

Average free cash flow margin over the past 3 years, smoothing out year-to-year volatility in capital spending.

A measure of free cash flow consistency over 5 years. Lower values indicate more stable and predictable cash generation.

Formula: Standard Deviation of FCF / Mean FCF (5-year)

Gross profit for the trailing twelve months divided by revenue over the same reported statement window. Companies that do not report a cost of goods sold line, such as banks and REITs, can show values at or near 100 percent.

Formula: Gross Profit (TTM) / Revenue (TTM)

The average gross margin over the past 5 years, smoothing out cyclical fluctuations to reveal the underlying profitability trend.

The average operating margin over the past 5 years.

The average net profit margin over the past 5 years.

The average return on equity over the past 5 years. Consistently high ROE (>15%) often indicates a competitive moat.

The average return on assets over the past 5 years.

The average return on invested capital over the past 5 years. Consistently above 10% suggests durable competitive advantages.

Measures the raw earning power of a company's assets before the effects of taxes and leverage.

Formula: EBIT / Total Assets

A Novy-Marx quality factor that measures profitability relative to total assets. Research shows this is a strong predictor of future returns.

Formula: (Revenue − COGS) / Total Assets

Net operating profit after tax as a percentage of revenue. Removes the impact of capital structure on profitability measurement.

Formula: Operating Income × (1 − Tax Rate) / Revenue × 100

Measures how sensitive operating income is to changes in revenue. Values above 1.0 indicate that operating income grows faster than revenue (positive operating leverage).

Formula: % Change in EBIT / % Change in Revenue (2-year)

The number of consecutive fiscal years with positive net income. Long streaks indicate earnings stability and reliability.

The number of consecutive fiscal years with positive free cash flow. Indicates consistent cash generation ability.

A 9-point accounting-based quality score evaluating profitability (4 points), leverage/liquidity (3 points), and operating efficiency (2 points). Scores of 7-9 indicate high quality; 0-3 indicate low quality.

An earnings manipulation detection model using 8 accounting variables. Scores above -2.22 suggest a higher probability of earnings manipulation; scores below -2.22 suggest legitimate reporting.

The average percentage by which actual EPS exceeded or fell short of analyst estimates over the last 4 quarters. Positive values indicate a pattern of beating estimates.

The average EPS surprise percentage over the last 8 quarters, providing a longer-term view of earnings predictability.

The percentage of the last 8 quarters where actual EPS exceeded analyst estimates.

Formula: Quarters Beating Estimates / 8 × 100

The worst (most negative) EPS surprise in the last 8 quarters. A large miss may indicate earnings volatility or deteriorating fundamentals.

The standard deviation of annual EPS over 5 years. Lower values indicate more stable and predictable earnings.

Formula: Standard Deviation of Annual EPS (5-year)

The standard deviation of year-over-year revenue growth rates over 5 years. Lower values indicate more consistent revenue growth.

Formula: Standard Deviation of YoY Revenue Growth (5-year)

Measures how concentrated earnings are across quarters. Higher values indicate more seasonal business patterns (e.g., retail with heavy Q4 weighting).

Formula: Max Quarterly Earnings / Average Quarterly Earnings

Competitive advantage score from sustained returns, pricing power, scale, and durability, on a 0 to 100 scale; higher reads as a wider moat.

Consistency of revenue and earnings growth over five years, on a 0 to 100 scale; higher means steadier growth.

Safety points, on a 0 to 100 scale, for how comfortably operating profit covers interest expense.

EBITDA as a percent of revenue over the last four quarters; N/A when any quarter's EBITDA is missing.

Formula: Trailing four-quarter EBITDA / trailing four-quarter revenue, times 100

Change in gross margin versus a year earlier, in percentage points.

Formula: Trailing four-quarter gross margin minus prior four-quarter gross margin, in percentage points

Change in operating margin versus a year earlier, in percentage points.

Formula: Trailing four-quarter operating margin minus prior four-quarter operating margin, in percentage points

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