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Fundamentals

The Group Fundamentals category tracks valuation, profitability, and financial quality across groups using trailing 12-month ratios. All metrics are weighted by market capitalization.

They can be used to:

  • Compare group-level valuation across multiple metrics
  • Surface capital-efficient or overvalued groups
  • Highlight companies with strong cash flow and asset productivity

Cash Flow to Debt Ratio​

Trailing 12 Months

Indicates ability to cover debt obligations with its operating cash flow weighted by market capitalization.

Helps assess a financial flexibility and debt repayment capacity.

Compact Name: CF / Debt

Daily

Price to Book Ratio​

Trailing 12 Months

Compares share price book value per share weighted by market capitalization.

Provides insights into valuation relative net asset value.

Compact Name: P/B

Daily
Strong Price to Book Ratio

Price to Cash Flow Ratio​

Trailing 12 Months

Compares share price cash flow per share weighted by market capitalization.

Provides insights into valuation relative cash flow generation.

Compact Name: P/CF

Daily
Strong Price to Cash Flow Ratio

Price to Earnings Ratio​

Trailing 12 Months

Compares share price earnings per share weighted by market capitalization.

Provides insights into valuation relative earnings.

Compact Name: P/E

Daily
Strong Price to Earnings Ratio

Price to Earnings Growth Ratio​

Trailing 12 Months

Compares price-to-earnings (P/E) ratio earnings growth rate weighted by market capitalization.

Provides insights into valuation relative expected earnings growth.

Compact Name: P/EG

Daily
Strong Price to Earnings Growth Ratio

Price to Free Cash Flow Ratio​

Trailing 12 Months

Compares share price free cash flow per share weighted by market capitalization.

Provides insights into valuation relative free cash flow generation.

Compact Name: P/FCF

Daily

Price to Sales Ratio​

Trailing 12 Months

Compares share price sales per share weighted by market capitalization.

Provides insights into valuation relative sales performance.

Compact Name: Price/Sales

Daily
Strong Price to Sales Ratio

Return on Assets​

Trailing 12 Months (%)

Measures net income as a percentage of total assets weighted by market capitalization.

Provides insights into efficiency in generating profits from its assets.

Compact Name: ROA (%)

Daily
Strong Return on Assets

Return on Equity​

Trailing 12 Months (%)

Measures net income as a percentage of total equity weighted by market capitalization.

Provides insights into profitability from the perspective of its shareholders.

Compact Name: ROE (%)

Daily
Strong Return on Equity

Sales Per Share​

Trailing 12 Months (%)

Represents total revenue per outstanding share weighted by market capitalization.

Provides insights into revenue generation on a per-share basis.

Compact Name: Sales / Share (%)

Daily