Factor Reference - Browser

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Ratios & Statistics

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 Projected

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

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

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

Return on Assets Return on Equity Return on Investment

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

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

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

Beneish M-Score Piotroski F-Score Altman Z-Score Altman X Component

Income Statement

Amortization of Intangibles Cost of Goods Sold Cost of Goods Sold GAAP Depreciation and Amortization Earnings Before Interest and Taxes (EBIT)Earnings Before Interest, Taxes, Dep and Amort (EBITDA)Funds From Operations Gross Profit Gross Profit GAAP Impairment Charges 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 (International)Sales (Revenues)Sales, General and Admin Exp Sales, General and Admin Exp GAAP Special Items Stock Option Compensation Expense Tax Rate

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

Capital Lease Obligations 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)

Common Shares Most Recent Common Shares Common Shares Fully Diluted

Cash Flow Statement

Actual Functions Sales Actual EPS Actual EBITDA Actual Actual Latest

Country Code Country of domicile Exchange Country Number of employees Number of Periods Earnings Release

Corporate Actions

Corporate Actions (ICE Data)Dividends Days Future Dividend and Split Factor Future Dividend Factor Future Split Factor Splits

Dividend Growth Dividends in a Filing Period Dividends in a Time Period Indicated Annual Dividend

Filings Related

Actual Interim Days Interim Months Percent of NAs in Period Complete Flag Stale Flag Latest in Database Latest (Any Source)

Listing Related

Exchange Code FIGI FIGI Identifier Is ADR Is MLP Is Over The Counter (OTC)Is Primary Security Type Ticker Unique Stock Identifier

Insider & Institutional

Insider Factors Insider Functions Institutional Factors Institutional Functions

Short Interest Short Interest Percent of Float Short Interest Percent of Shares Outstanding Short Interest Ratio Short Interest, Percent Change

Estimate Functions

Consensus Relative Standard Deviation Consensus Down Consensus High Consensus Low Consensus Mean Consensus Median Consensus Standard Deviation Consensus Up Consensus Count

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

Sales Estimates

Sales Estimate Current Year Sales Estimate Next Year Sales Estimate Other Years

Other Estimates

CapEx Estimate Mean EBITDA Estimate Mean FCF Estimate Mean

EPS Revisions Current Quarter EPS Revisions Current Year EPS Revisions Next Quarter EPS Revisions Next Year Sum of EPS Revisions

Analyst EPS Surprise Analyst Sales Surprise Unexpected Earnings (SUE)Unexpected Sales (SUS)

Historical EPS Estimate Historical Estimate Number of Analysts Historical Estimate Standard Deviation Historical Sales Estimate Historical EPS Difference

Recs & Opinions

Long Term EPS Growth Price Target Average Recommendation Recommendation Function

Currency Adjustment Ratio Future Return Percent From Average Percent From Hi/Lo Return Incl Div (Relative)Return Incl Div (Total Return)Return Excl Div

Benchmark Price Bid Ask Spread Price Price Highest/Lowest Price OHLC Price Special

Average Volume Liquidity Volume

Exponential Moving Average Moving Avg Converge/Diverge Moving Avg Cross Over/Under Simple Moving Average Volume weighted average Weighted moving average

Chaikin Accumulation Distribution Chaikin Money Flow Chaikin Trend On Balance Volume (OBV)On Balance Volume (OBV) Slope Up/Down Volume Ratio

Bollinger Band Directional Movement Parabolic SAR Price Regression End Value Rate of Change (ROC)

Gap Down Gap Up

Commodity Channel Index Flip Flop Momentum Relative Strength Indicator (RSI)Stochastic Oscillator Ultimate Oscillator

Average Percent Change Average True Range Average True Range Normalized Beta Correlation coefficient Sharpe Ratio Sortino Ratio Standard Deviation (Volatility)

Advanced Functions

Predictions Validation Predictions

Other Rank Previous Rank Latest Rank Rank Bars Node Rank

FHist Functions

Historical Average Historical Max Historical Median Historical Min Historical Relative Standard Deviation Historical Standard Deviation Historical Sum Point In Time Value

Loop Average Loop Max Loop Median Loop Min Loop Product Loop Rel Standard Deviation Loop Standard Deviation Loop Streak Loop Sum

Loop Regression

Linear Regression using Loop Linear XY Regression using Loop

Relative vs. History

FHist Rank FHist Relative FHist ZScore Loop Rank Loop Relative Loop ZScore

Relative vs. Group

Order in a Group Rank in a Group ZScore in a Group

Group Summary Statistics

Group Average Group Count Group Median Group Sum

Screen Holdings Sector Count Industry Count Show Correlation Matrix in report Show/Set Variable function

Watchlists, Holdings, & Opinions

Recent Opinion Watchlist Holdings Account Holdings Portfolio Holdings

StrategyUniverse Operations

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

Universe Filters

Exclude by ticker Filter by RBICS Filter by ticker

Benchmark Functions

Benchmark Close

Industry & Sector

Industry Industry Code Industry Description Revere Industry Classification (RBICS)Sector Sector Code Sector Description SubIndustry SubIndustry Code SubIndustry Description SubSector SubSector Code SubSector Description

Ind Aggregate Factors

Number of Constituents

Yield, Industry

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

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

Industry Growth

Institutional Ownership

Institutional % Owned, Industry

Price Percent Change, Industry Relative Price Percent Change, Industry

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

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

Valuation Projected

PEG Ratio, Industry Price To Earnings (PE) Projected, Industry

ETF Asset Class ETF Country ETF Family ETF Method ETF Region ETF Sector ETF Size ETF Style

Time Series IDs

S&P 500 IDs Index Tickers - Major Index Tickers - Specialty Misc IDs Price IDs

Macro Series IDs (Adjusted)

Macro - Other Economic Activity Macro - Delinquency Rate Macro - GDP/GNP Macro - Income Macro - Labor Force Macro - Manufacturing Macro - Money, M1, M2 Macro - Other Business Activity Macro - Price Index, CPI, PPI, HPI Macro - Sentiment Macro - Unemployment Macro - Vehicle, Automobile

Macro Series IDs (Unadjusted)

Macro - Currency Macro - Interbank Rate Macro - Interest, Mortgage, Prime, TED Macro - Treasury notes (T-notes)Macro - FX Rates Macro - Corporate Bonds Macro - Oil, Gold Price Macro - Stress Index Macro - Treasury bills (T-bills)Macro - Vacancy Rates Macro - Treasury bonds (T-bonds)Compustat Macro - TO BE DEPRECATED

Company Name Stock is in Custom List Unique ID Odd or Even Universe filter

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

Linear Regression of XY Values Linear Regressions of Values

Regression Stats

Coefficient of Determination Correlation Coefficient Regression Estimate Regression Growth Regression Samples (Observations)Regression Surprise Slope Confidence %Slope of the regression Slope p-value Slope Standard Error Slope t-statistic Standard Error of the Y Estimate (Sy.x)Y Intercept Y Intercept Standard Error

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

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

ConstantsOperators

Boolean operators Logical operators Math operators Precedence operators Rule comments Show/Set Variable operator

NAMES

WORDS

4463 factors and 465 functions

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