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RATIOS & STATISTICS
VALUATION
Earnings Yield
PEG Ratio
Price To Earnings (PE) Excl Xor
Price To Earnings (PE) Incl Xor
Price To Earnings (PE) Projected
Price To Sales, Including Debt
Price To Tangible Book
Price To Book Value
Price To Free Cash Flow
Price To Sales
Price To Cash Flow
GROWTH RATES
Sustainable Growth
Earnings Per Share (EPS) Growth
Dividend Growth
Net Income Growth
Sales (Revenues) Growth
MARGINS
Free Cash Flow Margin
Selling,Gen,Admin to Sales %
Pretax Margin
EBIT Margin
Gross Margin
Net Profit Margin
Operating Margin
PROFITABILITY
Value of Return On Equity
Return on Assets
Return on Equity
Return on Investment
PER SHARE RATIOS
Capital Expenditures (CapEx) Per Share
Cash Per Share
Earnings Per Share (EPS) Excl Xor
Earnings Per Share (EPS) Incl Xor
Earnings Per Share (EPS) Stability
EBITD Per Share
Enterprise Value Per Share
Operating Income Per Share
Book Value Per Share
Cash Flow Per Share
Free Cash Flow Per Share
Operating Cash Flow Per Share
Sales (Revenues) Per Share
EFFICIENCY
Income Per Employee
Inventory Turnover
Receivables Turnover
Sales (Revenues) Per Employee
Asset Turnover
FINANCIAL STRENGTH
Debt Service to Net Income
Long Term Debt to Total Assets
Long Term Debt to Total Capital
Long Term Debt To Total Equity
Quick Ratio
Retention Rate
Total Debt To Total Assets
Total Debt to Total Capital
Total Debt To Total Equity
Working Capital To Price
Current Ratio
Interest Coverage
Payout Ratio
INCOME TREND
Consecutive years of positive EPS
Number of positive EBITDA prev 5 Years
Number of positive EPS prev 4Y and future 2Y
Number of positive EPS prev 5 Quarters
SHARE RELATED
Enterprise Value
Float Percent
Float Shares
Market Capitalization
STATEMENTS & FILINGS
INCOME STATEMENT
Cost of Goods Sold
Depreciation and Amort, Income Stmt
Earnings Before Interest and Taxes (EBIT)
Earnings Before Interest, Taxes, Dep and Amort (EBITDA)
Funds From Operations (FFO)
Gross Profit
Income After Taxes
Income Available to Common
Income Before Taxes
Income Before Xor Items Adj for Common
Income Before Xor Items Avail for Common
Income Tax Expense
Interest Expense
Interest Income
Net Income Before Xor
Net Income Before Xor and Non-Control Interest
Non-Operating Expenses
Operating Income
Operating Income After Depreciation
Operating Income Before Depreciation
Preferred Dividends Paid, Total
Research and Development Expense
Sales (Revenues)
Sales, General and Administrative Expense
Special Items
Tax Rate
BALANCE SHEET
ASSETS-CURRENT
Accounts Receivables
Cash
Cash and Equivalents
Current Assets, Other
Current Assets, Total
Inventory
Short Term Investments
Working Capital
ASSETS-NONCURRENT
Accumulated Depreciation
Equity Investments
Goodwill
Gross Property Plant and Equipment
Intangible Assets
Investments and Advances, Other
Net Property Plant and Equipment
Non-Current Assets, Other
Other Intangibles
Total Assets
LIABILITIES-CURRENT
Accounts Payable
Current Liabilities, Other
Current Liabilities, Total
Short Term Debt
Taxes Payable
LIABILITIES-NONCURRENT
Deferred Taxes and Investment Credits
Long Term Debt
Other Non-current Liabilities
Total Debt
Total Liabilities
SHAREHOLDERS EQUITY
Book Value
Common Equity
Non Controlling Interest
Non Controlling Interest Non Redeem
Non Controlling Interest Redeem
Preferred Equity
Shareholder's Equity, Total
Tangible Book Value (Net Tangible Assets)
CASH FLOW STATEMENT
OPERATING
Change in Accrued Income Taxes
Change to Accounts Payables Payable
Change to Accounts Receivables
Change to Debt
Change to Equity
Change to Inventory
Change to Other Working Capital Lines
Deferred Taxes
Depreciation and Amort, Cash Flow
Depreciation Expense, Cash Flow
Net Income (Cash Flow Statement)
Operating Cash Flow from Operations
INVESTING
Acquisitions
Capital Expenditures (CapEx)
Cash from Investing
Divestitures
Other Investing Cash Flow
FINANCING
Cash From Financing
Dividends Paid, Total Cash Flow
Equity Issued
Equity Purchased
Long Term Debt Issued
Long Term Debt Reduced
SUMMARY
Free Cash Flow
Net Change to Cash Position
SHARES
Common Shares Most Recent
Common Shares Fully Diluted
Common Shares Basic
OTHER FUNDAMENTALS
DIVIDENDS
Dividend Declared, Last
Dividend Yield
Dividends Per Share
COMPANY
Country of domicile
Latest SEC Filing
Next SEC Filing
Number of Employees
Number of Periods
CORPORATE ACTIONS
Last Dividend
Merger & Acquisition
Next Dividend
Splits
INSTITUTIONAL
Institutional Net Shares Purchased
Institutional Number of Shareholders
Institutional Number of Shares Owned
Institutional Percent Owned
Institutional Shares Purchased
Institutional Shares Sold
INSIDER
Insider Buy Transactions
Insider Net Shares Bought
Insider Net Trades
Insider Ownership Percent
Insider Sell Transactions
Insider Shares Purchased
Insider Shares Sold
SHORT INTEREST
Short Interest
Short Interest Percent of Float
Short Interest Percent of Shares Outstanding
Short Interest Ratio
Short Interest, Percent Change
ESTIMATES
EPS ESTIMATE
Current Fiscal Year EPS Estimate
Current Quarter EPS Estimate
Next Fiscal Year EPS Estimate
Next Quarter EPS Estimate
SURPRISE
Analyst EPS Surprise
REVISION
Current Fiscal Year Down Revisions
Current Fiscal Year Up Revisions
Current Quarter Down Revisions
Current Quarter Up Revisions
Next Fiscal Year Down Revisions
Next Fiscal Year Up Revisions
Next Quarter Down Revisions
Next Quarter Up Revisions
Sum of Revisions
HISTORICAL
Analyst EPS Actual
Analyst EPS Estimate
Analyst EPS Difference (Actual - Estimate)
ANALYSTS & OPINIONS
Average Recommendation
Long Term EPS Growth Rate
Number of Analysts
TECHNICAL - INDICATORS & PRICE
PERFORMANCE
Price Percent Change
Relative Price Percent Change
Total Return (includes dividends)
PRICE & VOLUME
Benchmark Price
Stock Price Highest/Lowest
Stock Price OHLC
Volume, averages, and liquidity
MOVING AVERAGE
Exponential Moving Average
Moving Average Convergence/Divergence
Moving Average Cross Over/Under
Simple Moving Average
Volume weighted average
Weighted moving average
ACCUMULATION
Chaikin Accumulation Distribution
Chaikin Money Flow
Chaikin Trend
On Balance Volume (OBV)
On Balance Volume (OBV) Slope
Up/Down Volume Ratio
TRENDING
Average Directional Movement
Bollinger Band
Directional Movement Cross
Directional Movement Indicator
Parabolic SAR
Rate of Change (ROC)
PATTERN
Gap Down
Gap Up
OSCILLATORS
Commodity Channel Index
Momentum
Relative Strength Indicator (RSI)
Ultimate Oscillator
VOLATILITY
Average Percent Change
Average True Range
Average True Range Normalized
Sharpe Ratio
Sortino Ratio
Standard Deviation
PORTFOLIO
Available cash
Cash percentage
Days (bars) since inception
Total value of portfolio
Weeks since inception
HOLDINGS
POSITION
Benchmark Return
Benchmark Return From Hi
Buy amount as % of the liquidity
Buy amount for new position
Days (bars) since position was started
Days (calendar) since position was started
Dollar Return of Position
Percent from high since inception
Percent return of Position
Previous sell price for new position
Recently sold
Running count of holdings
Weight of a position as % of total market value
DIVERSIFICATION
Industry/Sector count
Industry/Sector weight
Market Cap concentration
Maximum Position Correlation
CLASSIFICATION
Global Industry Classification (GICS)
Industry
Industry Code
Industry Name
Sector
Sector Code
Sector Description
Universe filter
TAXONOMY
ETF Asset Class
ETF Country
ETF Family
ETF Method
ETF Region
ETF Sector
ETF Size
ETF Style
MISC
RANKING
Latest Rank
Node Rank
Other Rank
Position within
Previous Rank
Rank Bars
FORMULA
Calculate Median
Calculate Order
Calculate the Rank
Calculate the Sum
Calculate the ZScore
Count occurences
GROUP
EvenID
Industry Average
Sector Average
Stock is in Custom List
Ticker
SCREENER
Portfolio Holdings
Screen
MATH
Absolute value
Base 10 log
Modulus Operator
Natural Log
Negate
Number non availalble (NA)
Random Number
Truncate number
SET
Average of a set of values
Calculate the max/min in a set
Calculate the standard deviation in a set
Check if an expression is in a set
Count higher/lower values in a set
UTILITY
Between
Day of the Month
Day of the Week
Evaluate condition and return one of two values
GetSeries
Month of the Year
Set Variable
Show Variable
CONSTANTS
Numerical Constants
Formula Functions Sort Parameter
Formula Functions Type Parameter
Universe IDs
Index Tickers - Major
Index Tickers - Specialty
Series Parameter Constants
Series Parameter Constants - SP500
OPERATORS
Boolean Operator
Logical operators
Math operators
Precedence operators
Rule comments
DEPRECATED
Beta
BV5YCGr%
CapSp5YCGr%
CF5YCGr%
ComShrs
ComShrsAvg
ComShrsAvgFD
ComShrsMR
CurAstA
CurAstQ
CurLiabA
CurLiabQ
EBITDAPY2
EBITDAPY3
EBITDAPY4
EBITDAPY5
EBITDAPY6
EBITDATTMInd
EPSPExclXorTTMInd
FCFPY2
GMgn5YCGr%
LastSellDays
NextQEPS
Option
PayRatioPY2
PayRatioPY3
PayRatioPY4
PMgn5YCGr%
RDExpA
RDExpPTM
RDExpQ
RDExpTTM
SalesTTMInd
ShsOut
ShsOutAvgPTM
ShsOutAvgTTM
ShsOutMR
TaxRate%Q
TaxRate%TTM
TaxRate5YAvgInd
VolDSI
VolDSIPM
VolDSIPM2
VolDSIPM3
SalesPS5YCGr%
INDUSTRY FACTOR
DESCRIPTIVE
Number of Constituents
DIVIDEND
Yield, Industry
EFFICIENCY
Asset Turnover, Industry
Income per Employee, Industry
Inventory Turnover, Industry
Receivable Turnover, Industry
Sales per Employee, Industry
ESTIMATES
Estimate Revision Direction
FINANCIAL STRENGTH
Current Ratio, Industry
Interest Coverage, Industry
Long Term Debt To Total Equity, Industry
Payout Ratio, Industry
Quick Ratio, Industry
Retention Rate, Industry
Total Debt To Total Equity, Industry
GROWTH RATES
Capita Spending Growth, Industry
Dividend Growth, Industry
EPS Growth, Industry
Sales Growth, Industry
INSTITUTIONAL OWNERSHIP
Institutional % Owned, Industry
Institutional % Owned, Industry excl ADR
PRICE & VOLUME
Beta, Industry
Price Percent Change, Industry
Relative Price Percent Change, Industry
PROFITABILITY
EBITD Margin, Industry
Gross Margin, Industry
Net Profit Margin, Industry
Pretax Margin, Industry
Return On Assets, Industry
Return On Equity, Industry
Return On Investment, Industry
Tax Rate, Industry
Operating Margin, Industry
VALUATION
Price To Book, Industry
Price To Cash Flow, Industry
Price To Earnings (PE), Industry
Price To Free Cash Flow, Industry
Price To Sales, Industry
Price To Tangible Book, Industry
WORDS
TOTAL
:
1153
factors and
206
functions
Full Description
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