FUNDAMENTALS

RATIOS & STATISTICS

ESTIMATES
VALUATION

STATEMENTS & FILINGS
Earnings Yield
PEG Ratio
Price To Earnings (PE) Excl Xor
Price To Earnings (PE) Incl Xor
Price To Earnings (PE) Projected
Price To Tangible Book
Net Asset Value (NAV)
Net Asset Value (NAV) Discount
Price To Book Value
Price To Free Cash Flow
Price To Sales
Price To Cash Flow

GROWTH RATES
General Growth Functions
Dividend Growth
Earnings Per Share (EPS) Growth
NAV Growth
Net Income Growth
Sales (Revenues) Growth
Sustainable Growth

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

PROFITABILITY
PER SHARE RATIOS
Capital Expenditures (CapEx) Per Share
Cash Flow 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
Free Cash Flow Per Share
Operating Income Per Share
Sales (Revenues) Per Share
Book Value Per Share
Operating Cash Flow Per Share

EFFICIENCY
Asset Turnover
Income Per Employee
Inventory Turnover
Receivables Turnover
Sales (Revenues) Per Employee

FINANCIAL STRENGTH
Current Ratio
Debt Service to Net Income
Long Term Debt to Total Assets
Long Term Debt to Total Capital
Long Term Debt to Total Equity
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
Interest Coverage

INCOME TREND
Consecutive years of positive EPS
Number of EPS increases using the past 4Y and future 2Y
Number of positive EBITDA prev 5 Years
Number of positive EPS prev 5 Quarters

SHARE RELATED
ADVANCED
LATEST FILINGS
INCOME STATEMENT

OTHER FUNDAMENTALS
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
OPERATING

LINE ITEMS
SHARES
Change in Accrued Income Taxes
Change to Accounts Payables Payable
Change to Accounts Receivables
Change to Inventory
Change to Other Working Capital Lines
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
EPS ESTIMATES

TECHNICAL - INDICATORS & PRICE
EPS Estimate Current Quarter
EPS Estimate Current Year
EPS Estimate Next Quarter
EPS Estimate Next Year

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

SALES ESTIMATES
SURPRISES & ACTUALS
Latest Actuals
Analyst EPS Surprise
Analyst EPS Actual
Analyst EPS Estimate
Analyst Sales Surprise
Analyst Sales Actual
Analyst Sales Estimate
EPS Difference (Actual - Estimate)

RECOMMENDATION & OPINIONS
PERFORMANCE
PRICE & VOLUME

RANKING
FORMULA FUNCTIONS
Benchmark Price
Bid Ask Spread
Price Highest/Lowest
Price OHLC (Open, High, Low, Close)
Price Special
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
OSCILLATORS
Commodity Channel Index
Flip Flop
Momentum
Relative Strength Indicator (RSI)
Stochastic Oscillator
Ultimate Oscillator

VOLATILITY
CROSS SECTIONAL

PORTFOLIO
Cross Sectional Aggregate
Cross Sectional Count
Cross Sectional Median
Cross Sectional Order
Cross Sectional Rank
Cross Sectional Sum
Cross Sectional ZScore

INDIVIDUAL SECURITY
GENERAL

SCREENER
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 Sum

UNIVERSE FILTERS
BENCHMARK FUNCTIONS
CLASSIFICATION
Global Industry Classification (GICS)
Industry
Industry Code
Industry Description
Sector
Sector Code
Sector Description
SubIndustry
SubIndustry Code
SubIndustry Description
SubSector
SubSector Code
SubSector Description
Universe filter

TAXONOMY
INDUSTRY FACTOR
DESCRIPTIVE
DIVIDEND
EFFICIENCY

TIME SERIES IDs
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
EBITD 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
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 - Prices (FRED)
Macro - Treasuries: bills-bonds-notes (FRED)
Misc IDs
Price IDs
Compustat Macro - TO BE DEPRECATED

MISC
GROUP
GIC CODES

Energy
Materials
Industrials
Consumer Discretionary
Consumer Staples
Health Care
Financials
Information Technology
Telecommunication Services
Utilities
Real Estate

MATH
Absolute value
Base 10 log
Growth Rate Annualized
Modulus Operator
Natural Log
Negate
Number not available (NA)
Power
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
CONSTANTS
Dividend Date
Dividend Type
Corporate Actions (ca_retvalue)
Corporate Actions (ca_status)
Corporate Actions (ca_type)
Country IDs
Filing Period
N/A during preliminaries
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
- WORDS

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