FUNDAMENTALS

INCOME STATEMENT

ESTIMATES
Amortization of Intangibles
Cost of Goods Sold
Depreciation and Amortization
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

CASH FLOW STATEMENT
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
Capital Surplus
Common Equity
Non Controlling Interest
Preferred Equity
Retained Earnings
Shareholder's Equity, Total
Tangible Book Value (Net Tangible Assets)

SHARES
OPERATING

RATIOS & STATISTICS
Change in Accrued Income Taxes
Change to Accounts Receivables
Change to Accrued Liabilities (Accrued Expenses)
Change to Inventory
Change to Other Working Capital Lines
Change to Payables (Accounts Payable)
Deferred Taxes
Depreciation and Amort, 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
Change to Debt
Change to Equity
Dividends Paid, Total Cash Flow
Equity Issued
Equity Purchased
Long Term Debt Issued
Long Term Debt Reduced

SUMMARY
VALUATION

OTHER FUNDAMENTALS
Enterprise value to EBITDA
Enterprise value to Sales
Price to Book Value
Price to Cash Flow
Price to Cash Flow Incl R&D (aka Innovation Pr2CF)
Price to Earnings (other)
Price to Earnings (PE) Excl Xor
Price to Earnings (PE) Incl Xor
Price to Earnings Incl R&D (aka Innovation PE)
Price to Free Cash Flow
Price to Net Free Cash Flow
Price to Sales
Price to Tangible Book Value
Net Asset Value (NAV)
Net Asset Value (NAV) Discount

VALUATION PROJ
PEG Ratio (long term)
PEG Ratio (short term)
Price To Earnings (PE) Projected
Price to Sales Projected

YIELD
Dividend Yield
Earnings Yield
EBITDA Yield
Free Cash Flow Yield
Operating Cash Flow Yield
Operating Income Yield
Shareholder Yield

MARGINS
EBITDA Margin
Free Cash Flow Margin
Gross Profit Margin
Net Free Cash Flow Margin
Net Profit Margin
Operating Margin
Pretax Margin
Selling,Gen,Admin to Sales %

PROFITABILITY
PER SHARE RATIOS
Book Value Per Share
Capital Expenditures (CapEx) Per Share
Cash Flow Per Share
Cash Per Share
Earnings Per Share (EPS) Excl Xor
Earnings Per Share (EPS) Incl Xor
EBITDA Per Share
Free Cash Flow Per Share
Net Free Cash Flow Per Share
Operating Cashflow Per Share
Operating Income Per Share
Sales (Revenues) Per Share

EFFICIENCY
Asset Turnover
Income Per Employee
Inventory Turnover
Receivables Turnover
Sales Per Employee
Sales, General and Administrative Expense to Gross Profit

FINANCIAL STRENGTH
Current Ratio
Debt Service to Net Income
Depreciation And Amort to Gross Profit
Interest Coverage
Long Term Debt to Total Assets
Long Term Debt to Total Capital
Long Term Debt to Total Equity
Net Income to Cap Expenditures
Payout Ratio
Quick Ratio
Retention Rate
Total Debt To Total Assets
Total Debt to Total Capital
Total Debt to Total Equity
Working Capital To Price

OTHER
Earnings Per Share (EPS) Stability
Enterprise Value
Float
Income Trend
Market Capitalization
Value of Return On Equity
NAV Growth
Sustainable Growth

ADVANCED
ESTIMATE FUNCTIONS

TECHNICAL
Consensus Down
Consensus High
Consensus Low
Consensus Mean
Consensus Median
Consensus Standard Deviation
Consensus Up
Consensus Estimates

EPS ESTIMATES
EPS Estimate Current Quarter
EPS Estimate Current Year
EPS Estimate Next Quarter
EPS Estimate Next Year
EPS Estimate Other Years

SALES ESTIMATES
OTHER ESTIMATES
EPS REVISIONS
EPS Revisions Current Quarter
EPS Revisions Current Year
EPS Revisions Next Quarter
EPS Revisions Next Year
Sum of EPS Revisions

SURPRISES
ACTUALS
Historical EPS Actual
Historical EPS Estimate
Historical Estimate Number of Analysts
Historical Estimate Standard Deviation
Historical Sales Actual
Historical Sales Estimate
Latest Actuals
Historical EPS Difference

RECS & OPINIONS
PERFORMANCE

RANKING
FORMULA FUNCTIONS
Future Total Relative Return
Future Total Return
Total Relative Return
Total Return
Percent Change (dividends not included)
Relative Percent Change (dividends not included)

PRICE & VOLUME
Benchmark Price
Bid Ask Spread
Price
Price Highest/Lowest
Price OHLC
Price Special
Volume, averages, and liquidity

MOVING AVERAGE
Exponential Moving Average
Moving Avg Converge/Diverge
Moving Avg 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
OSCILLATORS
Commodity Channel Index
Flip Flop
Momentum
Relative Strength Indicator (RSI)
Stochastic Oscillator
Ultimate Oscillator

VOLATILITY
CROSS SECTIONAL

SCREENER ONLY
STRATEGY
Cross Sectional Aggregate
Cross Sectional Count
Cross Sectional Median
Cross Sectional Order
Cross Sectional Rank
Cross Sectional Sum
Cross Sectional ZScore

INDIVIDUAL SECURITY
REGRESSION FUNCTIONS
Linear Regression with Formula
Linear Regression with Values
Linear XY Regression with Formula
Linear XY Regression with Values

REGRESSION STATS
GENERAL

UNIVERSE OPERATIONS
Available cash
Cash percentage
Days (bars) since inception
Total value of portfolio
Weeks since inception

DIVERSIFICATION
POSITION
Benchmark Return
Benchmark Return From Hi
Buy amount for new position
Days (bars) since position was started
Days (calendar) since position was started
Dollar Return of Position
Percent from high/low
Percent return of Position
Previous sell price for new position
Recently sold
Running count of holdings
Trade amount as % of liquidity
Weight of a position as % of total market value

Universe Average
Universe Cap Average
Universe Count
Universe Maximum
Universe Median
Universe Minimum
Universe Standard Deviation
Universe Sum

UNIVERSE FILTERS
BENCHMARK FUNCTIONS
INDUSTRY AND SECTOR
CLASSIFICATION

TAXONOMY
OTHER HOLDINGS & OPINIONS
MISC
Industry
Industry Code
Industry Description
Revere Business Industry Classification (RBICS)
Sector
Sector Code
Sector Description
SubIndustry
SubIndustry Code
SubIndustry Description
SubSector
SubSector Code
SubSector Description

INDUSTRY FACTOR
DESCRIPTIVE
DIVIDEND
EFFICIENCY

Asset Turnover, Industry
Income per Employee, Industry
Inventory Turnover, Industry
Receivable Turnover, Industry
Sales per Employee, Industry

ESTIMATES
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
INSTITUTIONAL OWNERSHIP
PRICE & VOLUME
PROFITABILITY
EBITDA Margin, Industry
Gross Profit 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
PEG Ratio, Industry
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

VOLATILITY
GROUP
RBICS CODES

Business Services
Consumer Cyclicals
Consumer Non-Cyclicals
Consumer Services
Energy
Finance
Healthcare
Industrials
Non-Energy Materials
Technology
Telecommunications
Utilities

TIME SERIES IDs
S&P 500 IDs
Index Tickers - Major
Index Tickers - Specialty
Macro - Banking (FRED)
Macro - Business Activity (FRED)
Macro - Economic Activity (FRED)
Macro - Interest (FRED)
Macro - Labor Force (FRED)
Macro - Money (FRED)
Macro - Prices (FRED)
Macro - Treasuries: bills-bonds-notes (FRED)
Misc IDs
Price IDs
Compustat Macro - TO BE DEPRECATED

MATH
Absolute value
Base 10 log
Calculate Percent Growth
Constrains to a max and/or a min
Growth Rate Annualized
Modulus Operator
Natural Log
Negate
Power
Random Number
Replace NA Number (Not Available)
Replace Negative Number
Replace Negative or NA Number
Replace Zero Number
Truncate number

SET
Average of a set of values
Calculate the max/min in a set
Check if an expression is in a set
Count higher/lower values in a set
Median of a set of values
Standard deviation of a set of values

UTILITY
As-Of Date
Date
Foreign exchange rate
PITSeries
Trading day in month
Set Variable
Between
Evaluate condition and return one of two values
GetSeries

CONSTANTS
Dividend Date
Dividend Type
Formula Functions Include NA Parameter
Consensus Estimate (cons_item)
Consensus Recommendation (rec_stat)
Corporate Actions (ca_retvalue)
Corporate Actions (ca_status)
Corporate Actions (ca_type)
Filing Period
N/A during preliminaries
Country IDs
Numerical Constants
Universe IDs
Universe IDs - Major USA
Universe IDs - Other USA
Formula Functions Sort Parameter
Formula Functions Scope Parameter
Aggregate Method Parameter
Aggregate Outlier Handler Parameter

OPERATORS
- NAMES

- WORDS

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