Fundamentals

The Fundamentals category provides a wide range of trailing twelve-month financial indicators designed to assess a company's valuation, balance sheet health, operational efficiency, and profitability. These metrics include ratios and scores such as price-to-earnings, debt-to-equity, enterprise value multiples, return on capital, cash flow yields, and risk models like Altman Z-Score and Piotroski F-Score.

These data points are especially useful for evaluating long-term financial strength, identifying undervalued or overvalued stocks, measuring debt risk, and screening for stable or high-quality companies with strong fundamentals.

Altman Z-Score

A composite credit-risk metric used to estimate the probability of bankruptcy within 2 years, based on a weighted formula combining profitability, leverage, liquidity, solvency, and activity ratios.

• Scores above 3 suggest low bankruptcy risk
• Scores between 1.8–3 indicate moderate risk
• Scores below 1.8 imply high risk of financial distress

Helpful for identifying financially unstable companies, particularly in fundamental screening strategies that avoid bankruptcy-prone stocks or target turnaround opport

Daily

Low Bankruptcy Risk (Altman Z-Score) High Bankruptcy Risk (Altman Z-Score)

Asset Turnover

Trailing 12 Months

Measures a company's efficiency in generating revenue from its assets.

Helps assess how well a company utilizes its assets to generate sales.

Compact Name: Asset Turnover (%)

Daily

Capex to Sales

Trailing 12 Months

Indicates the proportion of sales revenue that a company reinvests into capital expenditures.

Helps assess a company's investment in growth and expansion.

Compact Name: Capex / Sales (%)

Daily

Cash Conversion Cycle (Days)

Trailing 12 Months

Represents the time it takes for a company to convert its investments in inventory and other resources into cash flow from sales.

Helps assess a company's efficiency in managing working capital.

Compact Name: Cash Conversion Cycle (Days)

Daily

Cash Flow to Debt Ratio

Trailing 12 Months

Indicates a company's ability to cover its debt obligations with its operating cash flow.

Helps assess a company's financial flexibility and debt repayment capacity.

Compact Name: CF / Debt

Daily

Cash Per Share ($)

Trailing 12 Months

Reflects the amount of cash available to each shareholder.

Provides insights into a company's liquidity and its ability to distribute cash to shareholders.

Compact Name: Cash / Share ($)

Daily

Cash Ratio

Trailing 12 Months

Measures the proportion of a company's current assets held in cash or cash equivalents.

Provides insights into a company's liquidity and ability to cover short-term liabilities.

Compact Name: Cash Ratio

Daily

Current Ratio

Trailing 12 Months

Compares a company's current assets to its current liabilities.

Helps assess a company's ability to cover short-term liabilities with its short-term assets.

Compact Name: Current Ratio

Daily

Debt to Equity (%)

Trailing 12 Months

Compares a company's total debt to its total equity.

Helps assess a company's financial leverage and risk exposure.

Compact Name: Debt / Equity (%)

Daily

Strong Debt to Equity

Debt to Market Cap (%)

Trailing 12 Months

Compares a company's total debt to its market capitalization.

Provides insights into a company's debt burden relative to its market value.

Compact Name: Debt / Market Cap (%)

Daily

Discounted Cash Flow ($)

Estimates a stock’s intrinsic value based on a levered DCF model, which projects future free cash flows and discounts them back to present value, accounting for the company’s capital structure. If the calculated DCF value is above the current price, the stock may be undervalued; if below, it may be overvalued.

Serves as a valuation anchor in fundamental investing, especially for long-term investors focused on companies with stable and predictable cash flows.

Compact Name: DCF ($)

Daily

Earnings Yield (%)

Trailing 12 Months

Measures a company's earnings per share relative to its share price.

Provides insights into a company's valuation relative to its earnings.

Compact Name: Earnings Yield (%)

Daily

Effective Tax Rate (%)

Trailing 12 Months

Represents the effective tax rate of a company over the trailing twelve months.

Provides insights into the percentage of income that a company pays in taxes during that period.

Compact Name: Effective Tax Rate (%)

Daily

Enterprice Value To Free Cash Flow (%)

Trailing 12 Months

Compares a company's enterprise value to its free cash flow.

Provides insights into a company's valuation relative to its ability to generate cash.

Compact Name: EV / FCF (%)

Daily

Enterprice Value To Operating Cash Flow (%)

Trailing 12 Months

Compares a company's enterprise value to its operating cash flow.

Provides insights into a company's valuation relative to its operational cash flow.

Compact Name: EV / OCF(%)

Daily

Enterprice Value To Sales (%)

Trailing 12 Months

Compares a company's enterprise value to its total revenue.

Provides insights into a company's valuation relative to its sales performance.

Compact Name: EV / Sales (%)

Daily

Enterprise Value Over EBITDA (%)

Trailing 12 Months

Compares a company's enterprise value to its earnings before interest, taxes, depreciation, and amortization (EBITDA).

Provides insights into a company's valuation relative to its operational earnings.

Compact Name: EV / EBITDA (%)

Daily

Enterprise Value (%)

Trailing 12 Months

Measures a company's total value including debt and equity.

Provides insights into a company's overall valuation in the market.

Daily

Free Cash Flow Per Share ($)

Trailing 12 Months

Represents the amount of cash generated by a company after accounting for capital expenditures.

Helps assess a company's ability to generate cash and its potential for growth and investment.

Compact Name: Free CF / Share ($)

Daily

Free Cash Flow Yield (%)

Trailing 12 Months

Measures a company's free cash flow per share relative to its share price.

Provides insights into a company's ability to generate cash for its shareholders.

Compact Name: Free Cash Flow Yield (%)

Daily

Interest Coverage (%)

Trailing 12 Months

Measures a company's ability to cover its interest payments with its operating income.

Helps assess a company's financial risk and debt servicing capacity.

Compact Name: Interest Coverage (%)

Daily

Inventory Turnover (%)

Trailing 12 Months

Measures the number of times a company's inventory is sold and replaced over a period.

Helps assess a company's inventory management efficiency and sales performance.

Compact Name: Inventory Turnover (%)

Daily

Long-Term Debt to Capitalization (%)

Trailing 12 Months

Compares a company's long-term debt to its total capitalization.

Helps assess a company's long-term debt structure and financial stability.

Compact Name: LT Debt / Capitaliz (%)

Daily

Net Debt to EBITDA (%)

Trailing 12 Months

Compares a company's net debt (total debt minus cash and cash equivalents) to its earnings before interest, taxes, depreciation, and amortization (EBITDA).

Helps assess a company's ability to repay its debt from its operational earnings.

Compact Name: Net Debt / EBITDA (%)

Daily

Net Income Per Share ($)

Trailing 12 Months

Represents a company's net income attributable to each outstanding share.

Provides insights into a company's profitability on a per-share basis.

Compact Name: Net Income / Share ($)

Daily

Net Profit Margin (%)

Trailing 12 Months

Measures a company's net profit as a percentage of its total revenue.

Provides insights into a company's profitability and efficiency in generating profit from its operations.

Compact Name: Net Profit Margin (%)

Daily

Operating Cash Flow Per Share ($)

Trailing 12 Months

Indicates the amount of cash generated from a company's core operations per outstanding share.

Provides insights into a company's operational efficiency and cash flow generation.

Compact Name: Operating CF / Share ($)

Daily

Operating Cash Flow Sales Ratio

Trailing 12 Months

Indicates the proportion of sales revenue converted into operating cash flow.

Helps assess a company's ability to convert sales into cash.

Compact Name: Operating CF Sales Ratio

Daily

Operating Profit Margin (%)

Trailing 12 Months

Measures a company's operating profit as a percentage of its total revenue.

Provides insights into a company's operational efficiency and profitability.

Compact Name: Operating Profit Margin (%)

Daily

Payables Turnover (%)

Trailing 12 Months

Measures the efficiency of a company in paying its suppliers.

Helps assess how effectively a company manages its accounts payable.

Compact Name: Payables Turnover (%)

Daily

Payout Ratio

Trailing 12 Months

The proportion of earnings paid out as dividends to shareholders.

Helps assess a company's dividend sustainability and growth potential.

Compact Name: Payout Ratio (%)

Daily

Piotroski F-Score

A 9-point scoring system that evaluates a company's fundamental strength based on profitability, capital structure, and operating efficiency.

• Scores of 7–9 suggest strong fundamentals
• Scores of 4–6 reflect average strength
• Scores below 4 indicate weak fundamentals

Commonly used in quality and value-based screens to highlight companies with improving financial health or to avoid deteriorating fundamentals.

Daily

Strong Fundamentals (Piotroski F-Score) Poor Fundamentals (Piotroski F-Score)

Pretax Profit Margin (%)

Trailing 12 Months

Measures a company's pretax profit as a percentage of its total revenue.

Provides insights into a company's overall profitability before taxes.

Compact Name: Pretax Profit Margin (%)

Daily

Price to Book Ratio

Trailing 12 Months

Compares a company's share price to its book value per share.

Provides insights into a company's valuation relative to its net asset value.

Compact Name: P/B

Daily

Strong Price to Book Ratio

Price to Cash Flow Ratio

Trailing 12 Months Compares a company's share price to its cash flow per share.

Provides insights into a company's valuation relative to its cash flow generation.

Compact Name: P/CF

Daily

Strong Price to Cash Flow Ratio

Price To Discounted Cash Flow (%)

Represents the ratio of a company’s last share price to its intrinsic value derived from a levered discounted cash flow (DCF) model, which includes the effects of debt and interest payments. A ratio above 0% may indicate undervaluation, while below 0% may signal overvaluation.

Useful for identifying potential mispricings in the market, especially in long-term valuation models focused on intrinsic worth and cash flow sustainability.

Compact Name: Price / DCF (%)

Real-Time

Price to Earnings Growth Ratio

Trailing 12 Months

Compares a company's price-to-earnings (P/E) ratio to its earnings growth rate.

Provides insights into a company's valuation relative to its expected earnings growth.

Compact Name: P/EG

Daily

Strong Price to Earnings Growth Ratio

Price to Earnings Ratio

Trailing 12 Months

Compares a company's share price to its earnings per share.

Provides insights into a company's valuation relative to its earnings.

Compact Name: P/E

Daily

Strong Price to Earnings Ratio

Price to Free Cash Flow Ratio

Trailing 12 Months

Compares a company's share price to its free cash flow per share.

Provides insights into a company's valuation relative to its free cash flow generation.

Compact Name: P/FCF

Daily

Price to Sales Ratio

Trailing 12 Months

Compares a company's share price to its sales per share.

Provides insights into a company's valuation relative to its sales performance.

Compact Name: Price

Daily

Strong Price to Sales Ratio

Quick Ratio

Trailing 12 Months

Similar to the current ratio but excludes inventory from current assets.

Provides a more conservative measure of a company's ability to cover short-term liabilities.

Compact Name: Quick Ratio

Daily

Research & Development to Sales (%)

Trailing 12 Months

Indicates the proportion of sales revenue invested in research and development activities.

Helps assess a company's commitment to innovation and future growth.

Compact Name: R&D / Sales (%)

Daily

Receivables Turnover (%)

Trailing 12 Months

Measures the efficiency of a company in collecting cash from its credit sales.

Helps assess how well a company manages its accounts receivable and cash flow.

Compact Name: Receivables Turnover (%)

Daily

Return on Assets (%)

Trailing 12 Months

Measures a company's net income as a percentage of its total assets.

Provides insights into a company's efficiency in generating profits from its assets.

Compact Name: ROA (%)

Daily

Strong Return on Assets

Return on Capital Employed (%)

Trailing 12 Months

Measures a company's operating profit as a percentage of its total capital employed.

Provides insights into a company's efficiency in generating returns from its capital investments.

Compact Name: ROCE (%)

Daily

Return on Equity (%)

Trailing 12 Months

Measures a company's net income as a percentage of its total equity.

Provides insights into a company's profitability from the perspective of its shareholders.

Compact Name: ROE (%)

Daily

Strong Return on Equity

Sales Per Share (%)

Trailing 12 Months

Represents a company's total revenue per outstanding share.

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

Compact Name: `Sales / Share (%)``

Daily

Sales, General & Administrative to Sales (%)

Trailing 12 Months

Indicates the proportion of sales revenue used to cover operating expenses other than production or R&D.

Helps assess a company's efficiency in managing operating costs and overhead.

Compact Name: SG&A / Sales (%)

Daily

Total Debt to Capitalization (%)

Trailing 12 Months

Compares a company's total debt to its total capitalization.

Provides insights into a company's overall debt burden relative to its capital structure.

Compact Name: Total Debt / Capitaliz (%)