Data Dictionary: Traditional Value Screens

This point-in-time backtest dataset contains scrubbed accounting data - a better version of the components used in your traditional value screens.


We deliver the real-time version of this data through our API in the Traditional Value Screens 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.

Datapoints

Name
Description
Datapoint
Total Revenue
Total revenue as reported on the income statement.
REVENUE
Total Cost of Sales
Total cost of sales, an expense on the income statement.
SALES_COST
Gross Profit
Gross Profit
PROFIT_GROSS
Depreciation and Amortization
Depreciation and amortization, an expense on the income statement.
EXPENSES_DEPRECIATION_AND_AMORTIZATION
Selling
Selling, general, and administrative, an expense on the income statement.
EXPENSES_SGA
Research and Development Expense
Research and development expense, an expense on the income statement.
RESEARCH_AND_DEVELOPMENT_EXPENSE
Non-Recurring Expense/(Income)
Total non-recurring expenses disclosed on the income statement.
EXPENSES_NON_RECURRING
GAAP Net Income
GAAP net income.
INCOME_NET
Diluted GAAP EPS (not split-adjusted)
Diluted earnings per share (not split-adjusted).
INCOME_NET_PER_WADSO
Diluted GAAP EPS
Diluted earnings per share.
INCOME_NET_PER_WADSO_SPLIT_ADJUSTED
Cash and Equivalents (non-operating)
Cash and cash equivalents, a current asset on the balance sheet. This data point collects cash for non-financial companies.
ASSETS_CURRENT_CASH
Total Current/Investment Assets (unadjusted)
Total Current/Investment Assets (unadjusted) as reported on the balance sheet.
ASSETS_CURRENT_UNADJUSTED
Total Fixed Assets
Total fixed assets from the balance sheet.
ASSETS_FIXED
Goodwill, net
Goodwill, net, a long-term asset reported on the balance sheet.
GOODWILL_NET
Other Intangibles
Goodwill and intangible assets, net, a long-term asset reported on the balance sheet.
GOODWILL_AND_INTANGIBLES_NET_OTHER
Total Assets (unadjusted)
Reported total assets as shown in the filing.
ASSETS_UNADJUSTED
Total Current/Investment Liabilities
Total current/investment liabilities.
LIABILITIES_CURRENT
Total Non-Current Liabilities
Total Non-Current Liabilities.
LIABILITIES_NON_CURRENT
Short-Term Debt and Long-Term Debt
Total short-term and long-term non-operating debt.
DEBT
Retained Earnings
Retained earnings, from the shareholders' equity section of the balance sheet.
EARNINGS_RETAINED
Accumulated OCI (Other Comprehensive Income)
Accumulated Other Comprehensive Income, from the shareholders' equity section of the balance sheet.
OCI
Minority Interests
Minority interests, a component of shareholder's equity representing a significant but non-controlling ownership of a company's voting shares by either an investor or another company.
INTEREST_MINORITY
Preferred Capital
Total preferred stock from the Shareholder's Equity section of the balance sheet and the Mezzanine section of the balance sheet.
STOCK_PREFERRED
Total Shareholders' Equity
Total shareholders' equity, from the shareholders' equity section of the balance sheet.
EQUITY_SHAREHOLDER

*Indicates the datapoint is affected by stock price.