Beta5Y
Computed with linear regression using daily data from the last 5 years against respective index
Beta3Y
Computed with linear regression using daily data from the last 3 years against respective index
VaR3Y
Here, we computeMean the 99% monthly value at risk using the variance-covariance method based on data of the last 3 years. Basically, it means that based on historical data, it is 99% confident that you will not lose more than VaR % of your portfolio in a month.
Of course, the lower the VaR, the better it is because it would mean lower risk.
Liquidity
Liquidity is computed using the last 60 trading days of a stock.
E.Shortfall3Y Expected shortfall
complements value at risk as value at risk measures
"How bad can things get in normal situations (i.e. 99% of the case)?" and expected shortfall measures
"In stressed situations (i.e. the 1% case), what is the expected loss?".
Total Assets
The aggregate amount of probable future economic benefits obtained or controlled by a particular enterprise as a result of past transactions or events.
Current Assets
It means the total amount of assets considered to be convertible into cash within a relatively short period of time, usually a year. This item is usually not available for bank and insurance industries.
NonCurrent Assets
Sum of the carrying amounts as of the balance sheet date of all assets that are expected to be realized in cash, sold or consumed after one year or beyond the normal operating cycle, if longer. This item is usually not available for bank and insurance industries.
Total Liabilities
Probable future sacrifices of economic benefits arising from present obligations of an enterprise to transfer assets or provide services to others in the future as a result of past transactions or events.
Current Liabilities
The debts or obligations of the firm that are due within one year. This item is usually not available for bank and insurance industries.
NonCurrent Liabilities
Total obligations incurred as part of normal operations that is expected to be repaid beyond the following twelve months or one business cycle. This item is usually not available for bank and insurance industries.
Total Equity
Stockholders Equity + Minority Interest
Stockholders Equity
The residual interest in the assets of the enterprise that remains after deducting its liabilities. Equity is increased by owners’ investments and by comprehensive income, and it is reduced by distributions to the owners.
Total Partner Capital
Ownership interest of different classes of partners in the publicly listed limited partnership or master limited partnership. Partners include general, and limited partners.
Cash + Equivalents + ShortTermInvestments
The aggregate amount of cash, cash equivalents, and marketable securities. This item is usually not available for bank and insurance industries.
Cash + Equivalents
Includes unrestricted cash on hand, money market instruments and other debt securities which can be converted to cash immediately.
Cash + Equivalents + FedFunds
It means the aggregate amount of cash, cash equivalents, and federal funds sold. This item is usually only available for bank industry.
Minority Interest
Carrying amount of the equity interests owned by non-controlling shareholders, partners, or other equity holders in one or more of the entities included in the reporting entity's consolidated financial statements.
Cash
Cash includes currency on hand as well as demand deposits with banks or financial institutions. It also includes other kinds of accounts that have the general characteristics of demand deposits in that the customer may deposit additional funds at any time and also effectively may withdraw funds at any time without prior notice or penalty. This item is usually not available for insurance industry.
Tangible Book Value
Common Stock Equity - Goodwill and Other Intangible Assets.
Long Term Debt
Sum of the carrying values as of the balance sheet date of all long-term debt, which is debt initially having maturities due after one year or beyond the operating cycle, if longer, but excluding the portions thereof scheduled to be repaid within one year or the normal operating cycle, if longer. Long-term debt includes notes payable, bonds payable, mortgage loans, convertible debt, subordinated debt and other types of long term debt.
Current Debt
Represents the total amount of long-term debt such as bank loans and commercial paper, which is due within one year.
Total Accounts Receivable
The sum of all receivables owed by customers and affiliates within one year, including accounts receivable, notes receivable, premiums receivable, and other current receivables.
Accounts Receivable
Accounts owed to a company by customers within a year as a result of exchanging goods or services on credit.
Operating CashFlow
The net cash from (used in) all of the entity's operating activities, including those of discontinued operations, of the reporting entity. Operating activities include all transactions and events that are not defined as investing or financing activities. Operating activities generally involve producing and delivering goods and providing services. Cash flows from operating activities are generally the cash effects of transactions and other events that enter into the determination of net income.
Investing CashFlow
An item on the cash flow statement that reports the aggregate change in a company's cash position resulting from any gains (or losses) from investments in the financial markets and operating subsidiaries, and changes resulting from amounts spent on investments in capital assets such as plant and equipment.
Financing CashFlow
The net cash inflow (outflow) from financing activity for the period, which involve changes to the long-term liabilities and stockholders’ equity.
Beginning Cash Position
The cash and equivalents balance at the beginning of the accounting period, as indicated on the Cash Flow statement.
End Cash Position
The cash and cash equivalents balance at the end of the accounting period, as indicated on the Cash Flow statement. It is equal to the Beginning Cash and Equivalents, plus the Net Change in Cash and Equivalents.
CashFlow from Continuing Financing
Cash generated by or used in financing activities of continuing operations; excludes cash flows from discontinued operations.
CashFlow from Continuing Investing
Cash generated by or used in investing activities of continuing operations; excludes cash flows from discontinued operations.
CashFlow from Continuing Operating
Cash generated by or used in operating activities of continuing operations; excludes cash flows from discontinued operations.
Cash from Discontinued Financing
Cash generated by or used in financing activities of discontinued operations; excludes cash flows from continued operations.
Cash from Discontinued Investing
The net cash inflow (outflow) from discontinued investing activities over the designated time period.
Cash from Discontinued Operating
The net cash from (used in) all of the entity's discontinued operating activities, excluding those of continued operations, of the reporting entity.
CashFlow from Discontinued Operation
The aggregate amount of cash flow from discontinued operation, including operating activities, investing activities, and financing activities.
Income Tax Paid Supplemental Data
The amount of cash paid during the current period to foreign, federal state and local authorities as taxes on income.
Interest Paid Supplemental Data
The amount of cash paid during the current period for interest owed on money borrowed; including amount of interest capitalized.
Domestic Sales
This item is usually not available for bank and insurance industries. It represents sales attributed to customers who reside inside of the country where the company has its principal executive offices.
Foreign Sales
This item is usually not available for bank and insurance industries. It represents sales attributed to customers who reside outside of the country where the company has its principal executive offices.
Changes in Cash
The net change between the beginning and ending balance of cash and cash equivalents.
Effect of FX Change
The effect of exchange rate changes on cash balances held in foreign currencies.
Free Cash Flow
Cash Flow Operations + Capital Expenditures
Normalized EPS
The basic normalized earnings per share. Normalized EPS removes onetime and unusual items from EPS, to provide investors with a more accurate measure of the company’s true earnings. Normalized Earnings / Basic Weighted Average Shares Outstanding
Normalized Diluted EPS
The diluted normalized earnings per share. Normalized EPS removes onetime and unusual items from EPS, to provide investors with a more accurate measure of the company’s true earnings. Normalized Earnings / Diluted Weighted Average Shares Outstanding
Total Revenue
All revenues, sales and income that the company deems as a total sum of all of their income as reported in the company’s income statement.
Gross Profit
Total revenue less cost of revenue. The number is as reported by the company on the income statement; however, the number will be calculated if it is not reported. This field is null if the cost of revenue is not given. Gross Profit = Total Revenue – Cost of Revenue. This item is usually not available for bank and insurance industries.
Total Expenses
The sum of operating expense and cost of revenue. If the company does not give the reported number, it will be calculated by adding operating expense and cost of revenue.
Cost of Revenue
This item is usually not available for bank and insurance industries. It means the aggregate cost of goods produced and sold and services rendered during the reporting period.
Operating Expense
Operating expenses are primary recurring costs associated with central operations (other than cost of goods sold) that are incurred in order to generate sales. This item is usually not available for bank and insurance industries.
Operating Income
Income from normal business operations after deducting cost of revenue and operating expenses. It does not include income from any investing activities. This item is usually not available for bank industry.
Net Non-Operating Interest Income
This item is usually not available for bank and insurance industries. Net-Non Operating interest income or expenses are caused by financing activities.
Other Income Expense
Income or expense that comes from miscellaneous sources. This item is usually not available for bank industry.
Pretax Income
Reported income before the deduction or benefit of income taxes.
Tax Provision
Include any taxes on income, net of any investment tax credits for the current accounting period.
Trust Preferred Securities
In balance sheet, it represents a security similar to debentures and preferred that is generally longer term, has early redemption features, makes quarterly fixed interest payments, and matures at face value. In income statement, this item is usually not available for bank industry.
Net Income
Net income minus the preferred dividends paid as presented in the Income Statement.
Basic EPS
Basic EPS is the bottom line net income divided by the weighted average number of common shares outstanding.
Diluted EPS
Diluted EPS is the bottom line net income divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, andconvertible preferred stock. This value will be derived when not reported for the fourth quarter and will be less than or equal to Basic EPS.
Basic Avg Shares
The shares outstanding used to calculate Basic EPS, which is the weighted average common share outstanding through the whole accounting period. Note: If Basic Average Shares are not presented by the firm in the Income Statement, this data point will be null.
Diluted Avg Shares
The shares outstanding used to calculate the diluted EPS, assuming the conversion of all convertible securities and the exercise of warrants or stock options. It is the weighted average diluted share outstanding through the whole accounting period. Note: If Diluted Average Shares are not presented by the firm in the Income Statement and Basic Average Shares are presented, Diluted Average Shares will equal Basic Average Shares. However, if neither value is presented by the firm, Diluted Average Shares will be null.
Interest Income
Income generated from interest-bearing deposits or accounts.
Interest Expense
Relates to the general cost of borrowing money. It is the price that a lender charges a borrower for the use of the lender's money.
Net Interest Income
Total interest income minus total interest expense. It represents the difference between interest and dividends earned on interest-bearing assets and interest paid to depositors and other creditors. This item is usually not available for insurance industry.
Operating EPS
Basic EPS from Continuing Operations + Basic EPS from Discontinued Operations
Operating Diluted EPS
Diluted EPS from Continuing Operations + Diluted EPS from Discontinued Operations
Non-Interest Income
The total amount of non-interest income which may be derived from: (1) fees and commissions; (2) premiums earned; (3) equity investment; (4) the sale or disposal of assets; and (5) other sources not otherwise specified. This item is usually only available for bank industry.
Net Income (Cont Operations)
Revenue less expenses and taxes from the entity's ongoing operations and before income (loss) from discontinued operations, extraordinary items, impact of changes in accounting principles, minority interest, and various other reconciling adjustments.
EBITDA
1) Earning Before Interest And Tax + Depreciation,Amortization and Depletion, if both items exist;
2) Operating Income + Depreciation, Amortization and Depletion, if EBIT does not exist but Operating Income exist.
Net Operating Interest Income
This item is usually not available for bank and insurance industries. Net operating interest income or expense are caused by normal operating activities.
Graham Number
Graham Number = Square Root of [22.5 x Earnings Per Share (EPS) x Book Value Per Share (BVPS)]. The results is, theoretically, the maximum price that a defensive investor should pay for the given stock. Put another way, a stock priced below the Graham Number would be considered a good value, if it also meets a number of other criteria.
Adjusted P/E
Adjusted PE = (Price - Cash Equivalent Per Share) / Earnings Per Share. Null if Earnings Per Share is negative. So, if AdjustPE is negative, it can only be Cash Equivalent Per Share > Price which is actually a good thing
Enterprise Value
Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed.
Dividend Year Count (Cont)
Number of years company been paying dividends continuously. Ignores current year since might be incomplete.
Dividend Year Count (Incr)
Number of years company been paying dividends continuously and increasingly (>= 0% vs previous year). Ignores current year since might be incomplete.
Dividend Min Yearly Change 3 (%)
In the last 3 years, what is the minimum yearly change percentage. Ignores current year since might be incomplete.
Dividend Min Yearly Change 5 (%)
In the last 5 years, what is the minimum yearly change percentage. Ignores current year since might be incomplete.
Dividend Min Yearly Change 10 (%)
In the last 10 years, what is the minimum yearly change percentage. Ignores current year since might be incomplete.
