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Factor & Function Reference
in
Names
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Words
Ratios & Statistics
Valuation
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
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
Gross Profit Margin GAAP
Net Free Cash Flow Margin
Net Profit Margin
Operating Margin
Pretax Margin
Selling,Gen,Admin to Sales %
Profitability
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
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
Beneish M-Score
Piotroski F-Score
Altman Z-Score
Altman X Component
Financials
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 (FFO)
Gross Profit
Gross Profit GAAP
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 Admin Exp
Sales, General and Admin Exp GAAP
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
Capital Surplus
Common Equity
Non Controlling Interest
Preferred Equity
Retained Earnings
Shareholder's Equity Total
Tangible Book Value (Net Tangible Assets)
Shares
Common Shares Most Recent
Common Shares
Common Shares Fully Diluted
Cash Flow Statement
Operating
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
Cash Flow
Free Cash Flow
Net Change to Cash Position
Net Free Cash Flow
Fundamentals
Actuals
Actual Functions
Sales Actual
EPS Actual
EBITDA Actual
Actual Latest
Company
Country Code
Country of domicile
Exchange Country
Number of employees
Number of Periods
Earnings Release
Corporate Actions
Corporate Actions (ICE Data)
Dividends
Future Dividend and Split Factor
Future Dividend Factor
Future Split Factor
Splits
Dividends
Dividend Growth
Dividends in a Filing Period
Dividends in a Time Period
Indicated Annual Dividend
Latest Filings
Actual Interim Days
Interim Months
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
Ticker
Unique Stock Identifier
Insider & Institutional
Insider Factors
Insider Functions
Institutional Factors
Institutional Functions
Short Interest
Short Interest
Short Interest Percent of Float
Short Interest Percent of Shares Outstanding
Short Interest Ratio
Short Interest, Percent Change
Estimates
Estimate Functions
Consensus Relative Standard Deviation
Consensus Down
Consensus High
Consensus Low
Consensus Mean
Consensus Median
Consensus Standard Deviation
Consensus Up
Consensus Count
EPS Estimates
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
EPS Revisions Current Quarter
EPS Revisions Current Year
EPS Revisions Next Quarter
EPS Revisions Next Year
Sum of EPS Revisions
Surprises
Analyst EPS Surprise
Analyst Sales Surprise
Unexpected Earnings (SUE)
Unexpected Sales (SUS)
Historical
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
Technical
Performance
Currency Adjustment Ratio
Future Return
Percent From Average
Percent From Hi/Lo
Relative Return Incl Div
Return Incl Div (Total Return)
Relative Return Excl Div
Return Excl Div
Price & Volume
Average Volume
Benchmark Price
Bid Ask Spread
Liquidity
Price
Price Highest/Lowest
Price OHLCV
Price Special
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
Price Regression End Value
Rate of Change (ROC)
Pattern
Gap Down
Gap Up
Oscillators
Commodity Channel Index
Flip Flop
Momentum
Relative Strength Indicator (RSI)
Stochastic Oscillator
Ultimate Oscillator
Volatility
Average Percent Change
Average True Range
Average True Range Normalized
Beta
Correlation coefficient
Sharpe Ratio
Sortino Ratio
Standard Deviation (Volatility)
Advanced Functions
AI Factor
Predictions
Validation Predictions
Ranking
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 Functions
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
Screener Only
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
Strategy
General
Available cash
Cash percentage
Days (bars) since inception
Total value of portfolio
Weeks since inception
Diversification
Country Weight
ETF Taxonomy Weight
Industry Weight
Market Cap Concentration
Maximum Position Correlation
Sector Weight
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
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 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
Classification
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
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
Industry Growth
Institutional Ownership
Institutional % Owned, Industry
Price & Volume
Price Percent Change, Industry
Relative Price Percent Change, Industry
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
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
Volatility
Beta, Industry
Taxonomy
ETF Asset Class
ETF Country
ETF Family
ETF Method
ETF Region
ETF Sector
ETF Size
ETF Style
Misc
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
Group
Company Name
Stock is in Custom List
Unique ID Odd or Even
Universe filter
RBICS Codes
Business Services
Consumer Cyclicals
Consumer Non-Cyclicals
Consumer Services
Energy
Finance
Healthcare
Industrials
Non-Energy Materials
Technology
Telecommunications
Utilities
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
Regression
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
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
Holiday
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
Numerical Constants
Streak
Actual Item (actual_item)
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
Universe IDs
Universe IDs - Major USA
Universe IDs - Other USA
Formula Functions Sort Parameter
Formula Functions Sort Style Parameter
Formula Functions Scope Parameter
Aggregate Method Parameter
Aggregate Outlier Handler Parameter
Operators
Boolean operators
Logical operators
Math operators
Precedence operators
Rule comments
Show/Set Variable operator
NAMES
WORDS
4341
factors and
459
functions
Full Description
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