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List of Fundamental Indicators

The following table contains the complete list of fundamental indicators that can be used in formula expression. They can also be accessed using the Formula Expression Helper tool.

 Formula Token Explanation Formula Example
altman_z_score Altman Z-Score altman_z_score > 3
beneish_m_score Beneish M-Score beneish_m_score < -2.22
cap Market Capitalization, millions cap > 1

Market Capitalization is greater than one million
current_ratio Current Ratio current_ratio > 1
debt_equity_ratio Debt / Equity Ratio debt_equity_ratio < 2
ebitda EBITDA, millions; Earnings Before Interest, Taxes, Depreciation and Amortization (millions) ebitda > 10000

EBITDA is greater than ten billion
enterprise_ebitda Enterprise Value / EBITDA ratio enterprise_ebitda < 25
enterprise_ebit Enterprise Value / EBIT ratio enterprise_ebit < 25
enterprise_revenue Enterprise Value / Revenue ratio enterprise_revenue < 25
eps Earnings per Share (ttm) eps > 5

Trailing twelve months EPS is greater than 5
float_shares Float Shares, millions float_shares > 100

Float Shares is greater than 100 million
interest_cover Interest Coverage interest_cover > 100
leverage_ratio Leverage Ratio leverage_ratio < 5
pe Price / Earnings ratio pe < 15
peg_ratio PEG Ratio, 5-year expected peg_ratio < 5
piotroski_f_score Piotroski F-Score piotroski_f_score >= 7
price_book_ratio Price / Book Ratio price_book_ratio < 50
price_tangible_book_ratio Price / Tangible Book Ratio price_tangible_book_ratio < 50
price_cash_ratio Price / Cash Flow Ratio price_cash_ratio < 30
price_free_cash_ratio Price / Free Cash Flow Ratio price_free_cash_ratio < 30
price_intrinsic_ratio Price to Intrinsic Value ratio. For the Intrinsic Value calculation, the Free Cash Flow valuation model is used. price_intrinsic_ratio < 1

Price to Intrinsic Value is less than 1. It means the stock's price is less than its intrinsic value. Thus, in this example, we want to find undervalued stocks.
price_lynch_ratio Price to Peter Lynch Fair Value ratio price_lynch_ratio < 1

Price to Lynch Fair Value is less than 1. It means the stock's price is less than its Lynch Fair Value. Thus, in this example, we want to find undervalued stocks.
price_graham_ratio Price to Graham Number ratio price_graham_ratio < 1

Price to Graham Number is less than 1. It means the stock's price is less than its Graham Number. Thus, in this example, we want to find undervalued stocks.
price_sales_ratio Price / Sales Ratio price_sales_ratio < 10
ptpm Pre-Tax Profit Margin, % ptpm > 25

Pre-Tax Profit Margin is greater than 25%
revenue Revenue (ttm), millions revenue > 10000

Trailing twelve months Revenue is greater than ten billion
roa Return on Assets (ttm), % roa > 50

Trailing twelve months Return on Assets is greater than 50%
roe Return on Equity (ttm), % roe > 15

Trailing twelve months Return on Equity is greater than 15%
rps Revenue per Share (ttm) rps > 5

Trailing twelve months Revenue per Share is greater than 5
shares_out Shares Outstanding, millions shares_out > 100

Shares Outstanding is greater than 100 million
shiller_pe_ratio Shiller P/E Ratio (a.k.a. CAPE) shiller_pe_ratio < 15
short_ratio Short Ratio; the number of shares of a security that investors have sold short divided by average daily volume of the security short_ratio < 2
short_perc Short % of Float; percentage of shares that short-sellers have borrowed from the float short_perc < 5

Short % of Float is less than 5%
target 1-year target price, analysts estimated target > 0.2 * price

1-year target price is at least 20% higher than the current price

Quarterly data

eps_qtr Earnings per Share (mrq) eps_qtr > 5

The most recent quarter EPS is greater than 5. You can also refer to the previous quarter's data using the appropriate array index. eps_qtr[0] or simply eps_qtr means the most recent quarter, eps_qtr[1] means previous quarter, eps_qtr[2] means pre-previous quarter, and so on.
ebitda_qtr EBITDA (mrq), millions ebitda > 10000

The most recent quarter EBITDA is greater than ten billion. You can also refer to the previous quarter's data using the appropriate array index. ebitda_qtr[0] or simply ebitda_qtr means the most recent quarter, ebitda_qtr[1] means previous quarter, ebitda_qtr[2] means pre-previous quarter, and so on.
revenue_qtr Revenue (mrq), millions revenue > 10000

The most recent quarter Revenue is greater than ten billion. You can also refer to the previous quarter's data using the appropriate array index. revenue[0] or simply ebitda_qtr means the most recent quarter, revenue[1] means previous quarter, revenue[2] means pre-previous quarter, and so on.

Year-over-year data

eps_yoy YoY EPS Growth, % eps_yoy > 20

Year-over-year earnings per share growth is greater than 20%
ebitda_yoy YoY EBITDA Growth, % ebitda_yoy > 20

Year-over-year EBITDA growth is greater than 20%
rps_yoy YoY RPS Growth, % rps_yoy > 20

Year-over-year revenue per share growth is greater than 20%

5-year average data

y5avg_eps Earnings per Share (ttm), 5-Year Average y5avg_eps > 5
y5avg_pe Price / Earnings ratio, 5-Year Average y5avg_pe < 15

5-year growth data

y5growth_eps Earnings per Share (ttm), 5-Year Growth, % y5growth_eps > 20

Earnings per Share (ttm), 5-Year Growth is greater than 20%
y5growth_revenue Revenue (ttm), 5-Year Growth, % y5growth_revenue > 20

Revenue (ttm), 5-Year Growth is greater than 20%
y5growth_roe Return on Equity (ttm), 5-Year Growth, % y5growth_roe > 20

Return on Equity (ttm), 5-Year Growth is greater than 20%

To industry ratios

tip_eps EPS to Industry Average, % tip_eps > 100

EPS to industry average ratio is greater than 100%. In this example, we want to find stocks with EPS above the industry average.
tip_pe P/E to Industry Average, % tip_pe < 100

P/E to industry average ratio is less than 100%. In this example, we want to find stocks with EPS below the industry average.
tip_roe ROE to Industry Average, % tip_roe > 200

ROE to industry average ratio is greater than 200%. In this example, we want to find stocks with ROE at least twice above the industry average.
tip_price_book_ratio Price/Book to Industry Average, % tip_price_book_ratio < 100
tip_price_sales_ratio Price/Sales to Industry Average, % tip_price_sales_ratio < 100
tip_price_cash_ratio Price/Cash to Industry Average, % tip_price_cash_ratio < 100
tip_debt_equity_ratio Debt/Equity to Industry Average, % tip_debt_equity_ratio < 100
tip_ptpm Pre-Tax Profit Margin to Industry Average, % tip_ptpm > 100
tip_revenue Revenue to Industry Average, % tip_revenue > 100
tip_ebitda EBITDA to Industry Average, % tip_ebitda > 100
tip_price Price to Industry Average, % tip_price < 100

Dividend

dps Dividend per Share dps > 10
dvd_yield Dividend Yield dvd_yield > 2
dvd_rate Dividend Rate dvd_rate > 1
dvd_payout_ratio Dividend Payout Ratio dvd_payout_ratio > 30



 

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