Data Dictionary: Economic Book Value Calculation
This point-in-time backtest dataset contains the data we use to calculate Economic Book Value. This factor incorporates all of the adjustments featured in the HBS & MIT Sloan paper "Core Earnings: New Data and Evidence" and others. The authors plan to publish their findings on the incremental alpha generation of these other adjustments in a subsequent paper.
We deliver the real-time version of this data through our API in the Economic Book Value Calculation endpoint.
Backtest Dataset Sample & General Information
Download a sample of the backtest data for this dictionary.
This documentation details the common fields in a backtest dataset file.
*Indicates the datapoint is affected by stock price.