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Traditional Value Screens
This data set contains scrubbed accounting data - a better version of the components used in your traditional value screens. Updated daily.
Enhanced Value Screens
Replace traditional screens with our enhanced screens, which capture proprietary data found only in the footnotes and Management Discussion & Analysis sections of financial filings. Updated daily.
Data as reported by the company from their financial statements - the income statement, balance sheet, and cash flow statement. Updated daily for 2750+ stocks.
All of the reported fundamental data, plus critical adjustments based on data from the management discussion & analysis (MD&A) and the footnotes to the financial statements. Plus, our adjusted, economic financial statements and the metrics that drive our Ratings. Updated daily for 2750+ stocks.
Net Income to NOPAT Reconciliation
This data set contains the adjustments we make to convert reported net income to Net Operating Profit After Tax (NOPAT), the unlevered, normalized, recurring after-tax cash flows of the business. Updated daily.
Revenue to EBITDA Reconciliation
This data set contains the data we use to calculate EBITDA (Earnings Before Interest, Taxes, Depreciation & Amortization). Updated daily.
Market Value to Enterprise Value Reconciliation
This data set contains the adjustments we make to convert equity market value to Enterprise Value. Updated daily.
Total Assets to Invested Capital Reconciliation
This data set contains the adjustments we make to convert reported total assets to Invested Capital. Updated daily.
Accounting Book Value to Invested Capital Reconciliation
This data set contains the adjustments we make to convert reported accounting book value to Invested Capital. Updated daily.
Sector & Industry Datasets