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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
cap Market Capitalization, millions cap > 100

Market Capitalization is greater than 100 million
shares_out Shares Outstanding, millions shares_out > 100

Shares Outstanding is greater than 100 million
float_shares Float Shares, millions float_shares > 100

Float Shares is greater than 100 million
eps Earnings Per Share eps > 5

EPS is greater than 5
pe Price / Earnings ratio pe < 15
roe Return on Equity, % roe > 15

Return on Equity is greater than 15%
roa Return on Assets, % roa > 15

Return on Assets is greater than 15%
roic Return on Invested Capital, % roic > 15

Return on Invested Capital is greater than 15%
revenue Revenue, millions revenue > 10000

Revenue is greater than ten billion
rps Revenue Per Share rps > 5

Revenue Per Share is greater than 5
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
* Fundamental indicators are calculated based on Trailing Twelve Months data


Financial Ratios

leverage_ratio Leverage Ratio leverage_ratio < 5
current_ratio Current Ratio current_ratio > 1
interest_cover Interest Coverage Ratio interest_cover > 5
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
debt_equity_ratio Debt / Equity Ratio debt_equity_ratio < 2
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%
peg_ratio PEG Ratio, 5-year expected peg_ratio < 5
* Fundamental indicators are calculated based on Trailing Twelve Months data


Financial Strength indicators

altman_z_score Altman Z-Score altman_z_score > 3
piotroski_f_score Piotroski F-Score piotroski_f_score >= 7
beneish_m_score Beneish M-Score beneish_m_score < -2.22
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.
shiller_pe_ratio Shiller P/E Ratio (a.k.a. CAPE) shiller_pe_ratio < 15
target 1-year target price, analysts estimated target > 1.2 * price

1-year target price is at least 20% higher than the current price
* Fundamental indicators are calculated based on Trailing Twelve Months data


Demand and supply

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%

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

Quarterly data

eps_qtr Earnings Per Share (mrq) eps_qtr > 5

The most recent quarter's EPS is greater than 5
net_income_qtr Net Income, millions net_income_qtr > 10000

The most recent quarter's Net Income is greater than ten billion
ebitda_qtr EBITDA (mrq), millions ebitda_qtr > 10000

The most recent quarter's EBITDA is greater than ten billion
revenue_qtr Revenue (mrq), millions revenue_qtr > 10000

The most recent quarter's Revenue is greater than ten billion
rps_qtr Revenue Per Share (mrq) rps_qtr > 5

The most recent quarter's Revenue Per Share is greater than 5
shares_out_qtr Shares Outstanding (mrq), millions shares_out_qtr > 100000

The most recent quarter's Shares Outstanding is greater than 100 billion
price_qtr Share Price price_qtr > 100

Share Price is greater than 100. The value corresponds to the quarterly reporting period's last day's closing price.
* You can also refer to the previous quarter's data using the appropriate array index. For example, eps_qtr[0] or simply eps_qtr stands for the most recent quarter's data, eps_qtr[1] means previous quarter's data, eps_qtr[2] means pre-previous quarter's data, and so on.


Year-Over-Year performance

eps_yoy YOY EPS Growth, % eps_yoy > 20

Year-over-year Earnings Per Share growth is greater than 20%
net_income_yoy YOY Net Income Growth, % net_income_yoy > 20

Year-over-year Net Income growth is greater than 20%
ebitda_yoy YOY EBITDA Growth, % ebitda_yoy > 20

Year-over-year EBITDA growth is greater than 20%
revenue_yoy YOY Revenue Growth, % revenue_yoy > 20

Year-over-year Revenue growth is greater than 20%
rps_yoy YOY RPS Growth, % rps_yoy > 20

Year-over-year Revenue Per Share growth is greater than 20%
* Year-over-year performance is calculated by comparing the most recent quarter's data to the same quarter's previous year's data.

** You can also refer to the previous quarter's year-over-year data using the appropriate array index. For example, eps_yoy[0] or simply eps_yoy stands for the most recent quarter's year-over-year performance, eps_yoy[1] means the previous quarter's year-over-year performance, eps_yoy[2] means pre-previous quarter's year-over-year performance, and so on.


Quarter-Over-Quarter performance

eps_qoq QOQ EPS Growth, % eps_qoq > 10

Quarter-over-quarter Earnings Per Share growth is greater than 20%
net_income_qoq QOQ Net Income Growth, % net_income_qoq > 10

Quarter-over-quarter Net Income growth is greater than 20%
ebitda_qoq QOQ EBITDA Growth, % ebitda_qoq > 10

Quarter-over-quarter EBITDA growth is greater than 20%
revenue_qoq QOQ Revenue Growth, % revenue_qoq > 10

Quarter-over-quarter Revenue growth is greater than 20%
rps_qoq QOQ RPS Growth, % rps_qoq > 10

Quarter-over-quarter Revenue Per Share growth is greater than 20%
* Quarter-over-quarter performance is calculated by comparing the most recent quarter data to the previous quarter's data.

** You can also refer to the previous quarter's Quarter-over-quarter performance using the appropriate array index. For example, eps_qoq[0] or simply eps_qoq stands for the most recent quarter's Quarter-over-quarter performance, eps_qoq[1] means the previous quarter's Quarter-over-quarter performance, eps_qoq[2] means pre-previous quarter's Quarter-over-quarter performance, and so on.


Annual data

eps_y Earnings Per Share eps_y > 15

Last fiscal year's Earnings Per Share is greater than 15
net_income_y Net Income, millions net_income_y > 50000

Last fiscal year's Net Income is greater than fifty billion
ebitda_y EBITDA, millions ebitda_y > 50000

Last fiscal year's EBITDA is greater than fifty billion
ebit_y EBIT, millions ebit_y > 50000

Last fiscal year's EBIT is greater than fifty billion
ev_y Enterprise Value, millions ev_y > 100000

Last fiscal year's Enterprise Value is greater than 100 billion
revenue_y Revenue, millions revenue_y > 50000

Last fiscal year's Revenue is greater than fifty billion
rps_y Revenue Per Share rps_y > 15

Last fiscal year's Revenue Per Share is greater than 15
roe_y Return On Equity, % roe_y > 15

Last fiscal year's Return On Equity is greater than 15%
roa_y Return On Assets, % roa_y > 15

Last fiscal year's Return On Assets is greater than 15%
roic_y Return On Invested Capital, % roic_y > 15

Last fiscal year's Return On Invested Capital is greater than 15%
free_cash_flow_y Free Cash Flow, millions free_cash_flow_y > 10000

Last fiscal year's Free Cash Flow is greater than ten billion
debt_equity_y Debt / Equity Ratio debt_equity_y < 2

Last fiscal year's Debt / Equity Ratio is less than 2
buyback_yield_y Buyback Yield, % buyback_yield_y > 3

Last fiscal year's Buyback Yield is greater than 3%
dvd_yield_y Dividend Yield, % dvd_yield_y > 2

Last fiscal year's Dividend Yield is greater than 2%
dpr_y Dividend Payout Ratio, % dpr_y > 20

Last fiscal year's Dividend Payout Ratio is greater than 20%
shares_out_y Shares Outstanding, millions shares_out_y > 100000

Last fiscal year's Shares Outstanding is greater than 100 billion
price_y Share Price price_y > 100

Share Price is greater than 100. The value corresponds to the annual reporting period's last day's closing price.
* You can also refer to the previous fiscal year's data using the appropriate array index. For example, eps_y[0] or simply eps_y stands for the most recent fiscal year's data, eps_y[1] means previous fiscal year's data, eps_y[2] means pre-previous fiscal year's data, and so on.


5-Year Annual Growth (CAGR)

eps_5y_growth Earnings Per Share 5-Year Annual Growth, % eps_5y_growth > 20

Earnings Per Share 5-year compound annual growth rate is greater than 20%
net_income_5y_growth Net Income 5-Year Annual Growth, % net_income_5y_growth > 20

Net Income 5-year compound annual growth rate is greater than 20%
ebitda_5y_growth EBITDA 5-Year Annual Growth, % ebitda_5y_growth > 20

EBITDA 5-year compound annual growth rate is greater than 20%
ebit_5y_growth EBIT 5-Year Annual Growth, % ebit_5y_growth > 20

EBIT 5-year compound annual growth rate is greater than 20%
ev_5y_growth Enterprise Value 5-Year Annual Growth, % ev_5y_growth > 20

Enterprise Value 5-year compound annual growth rate is greater than 20%
revenue_5y_growth Revenue 5-Year Annual Growth, % revenue_5y_growth > 20

Revenue 5-year compound annual growth rate is greater than 20%
rps_5y_growth Revenue Per Share 5-Year Annual Growth, % rps_5y_growth > 20

Revenue Per Share 5-year compound annual growth rate is greater than 20%
roe_5y_growth Return On Equity 5-Year Annual Growth, % roe_5y_growth > 20

Return On Equity 5-year compound annual growth rate is greater than 20%
roa_5y_growth Return On Assets 5-Year Annual Growth, % roa_5y_growth > 20

Return On Assets 5-year compound annual growth rate is greater than 20%
roic_5y_growth Return On Invested Capital 5-Year Annual Growth, % roic_5y_growth > 20

Return On Invested Capital 5-year compound annual growth rate is greater than 20%
free_cash_flow_5y_growth Free Cash Flow 5-Year Annual Growth, % free_cash_flow_5y_growth > 20

Free Cash Flow 5-year compound annual growth rate is greater than 20%
debt_equity_5y_growth Debt / Equity Ratio 5-Year Annual Growth, % debt_equity_5y_growth > 20

Debt / Equity Ratio 5-year compound annual growth rate is greater than 20%
buyback_yield_5y_growth Buyback Yield 5-Year Annual Growth, % buyback_yield_5y_growth > 20

Buyback Yield 5-year compound annual growth rate is greater than 20%
dvd_yield_5y_growth Dividend Yield 5-Year Annual Growth, % dvd_yield_5y_growth > 20

Dividend Yield 5-year compound annual growth rate is greater than 20%
dpr_5y_growth Dividend Payout Ratio 5-Year Annual Growth, % dpr_5y_growth > 20

Dividend Payout Ratio 5-year compound annual growth rate is greater than 20%
shares_out_5y_growth Shares Outstanding 5-Year Annual Growth, % shares_out_5y_growth > 20

Shares Outstanding 5-year compound annual growth rate is greater than 20%
* You can also refer to the previous fiscal year's 5-Year Annual Growth data using the appropriate array index. For example, eps_5y_growth[0] or simply eps_5y_growth stands for the most recent fiscal year's EPS 5-Year Annual Growth, eps_5y_growth[1] means previous fiscal year's EPS 5-Year Annual Growth, eps_5y_growth[2] means pre-previous fiscal year's EPS 5-Year Annual Growth, and so on.


5-Year Averages

eps_5y_avg Earnings Per Share 5-Year Average eps_5y_avg > 15

Earnings Per Share 5-year average is greater than 15
net_income_5y_avg Net Income 5-Year Average net_income_5y_avg > 50000

Net Income 5-year average is greater than fifty billion
ebitda_5y_avg EBITDA 5-Year Average ebitda_5y_avg > 50000

EBITDA 5-year average is greater than fifty billion
ebit_5y_avg EBIT 5-Year Average ebit_5y_avg > 50000

EBIT 5-year average is greater than fifty billion
ev_5y_avg Enterprise Value 5-Year Average ev_5y_avg > 100000

Enterprise Value 5-year average is greater than 100 billion
revenue_5y_avg Revenue 5-Year Average revenue_5y_avg > 50

Revenue 5-year average is greater than fifty billion
rps_5y_avg Revenue Per Share 5-Year Average rps_5y_avg > 15

Revenue Per Share 5-year average is greater than 15
roe_5y_avg Return On Equity 5-Year Average roe_5y_avg > 20

Return On Equity 5-year average is greater than 20%
roa_5y_avg Return On Assets 5-Year Average roa_5y_avg > 20

Return On Assets 5-year average is greater than 20%
roic_5y_avg Return On Invested Capital 5-Year Average roic_5y_avg > 20

Return On Invested Capital 5-year average is greater than 20%
free_cash_flow_5y_avg Free Cash Flow 5-Year Average free_cash_flow_5y_avg > 100000

Free Cash Flow 5-year average is greater than 100 billion
debt_equity_5y_avg Debt / Equity Ratio 5-Year Average debt_equity_5y_avg < 2

Debt / Equity Ratio 5-year average is less than 2
buyback_yield_5y_avg Buyback Yield 5-Year Average buyback_yield_5y_avg > 3

Buyback Yield 5-year average is greater than 3%
dvd_yield_5y_avg Dividend Yield 5-Year Average dvd_yield_5y_avg > 2

Dividend Yield 5-year average is greater than 2%
dpr_5y_avg Dividend Payout Ratio 5-Year Average dpr_5y_avg > 20

Dividend Payout Ratio 5-year average is greater than 20%
shares_out_5y_avg Shares Outstanding 5-Year Average shares_out_5y_avg > 100000

Shares Outstanding 5-year average is greater than 100 billion
* You can also refer to the previous fiscal year's 5-Year Average data using the appropriate array index. For example, eps_5y_avg[0] or simply eps_5y_avg stands for the most recent fiscal year's EPS 5-Year Average, eps_5y_avg[1] means previous fiscal year's EPS 5-Year Average, eps_5y_avg[2] means pre-previous fiscal year's EPS 5-Year Average, and so on.




 

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