NEW: set of pre-built factors for statement derived factors now available

Dear All,

We now offer a more complete set of pre-built factors for financial statement factors. These are factors purely derived from line items from company filings (therefore factors like PE that include price are not part of this).

The following are now available ( in addition to the existing Q, PQ, PYQ, TTM, PTM, A & PY )

GR%PQ - growth from prev Q
GR%PYQ - growth from prev Q 1 year ago
GR%TTM - trailing 12 month growth
GR%A - growth prev fiscal year
GR%3Y - annualized 3 year growth
GR%5Y - annualized 5 year growth
GR%10Y - - annualized 10 year growth
PSA - per share annual
PSQ - per share last quarter
%SalesQ - % of sales last quarter
%SalesA - % of sales last year
%AssetsQ - % of assets last quarter
%AssetsA - - % of assets last year

Examples

To screen for stocks with 3Y CapEx annualized growth > 5% simply type “CapExGR%3Y > 5”

To chart the ratio of CapEx to Sales ratio just select the CapEx%SalesQ in the fundamental chart.

Notes

-Using pre-built factors is safer than building your own using formulas since N/A fall backs during preliminary periods are handled the best possible way

-These are automatically generated by the framework and some may not make too much sense at all. For example Sales%SalesQ is always 100

-There are still some inconsistencies in our factors (naming and what is available) that we are addressing , so it’s still ongoing project.

Thanks and let us know of any issues

Cool! I am looking forward to playing with these.

Very nice.