Data Feed: 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 Feed Samples & General Information

Data Type
Description
Sample Download
Additional Documentation
Real-Time Data
Current, live data. Updated daily.
Point-in-Time Backtest Data
Point-in-time data for backtesting.
Historical Data
Best currently available historical data.

Access and Delivery

We can make data feed files available on our ftp server for download, or we can deliver feed files to your ftp server. Delivery can be scheduled to meet your business needs.

Datapoints

Name
Description
Datapoint
Average Invested Capital
Average Invested Capital over the year, adjusted for acquisitions. The denominator of our ROIC calculation.
CAPITAL_INVESTED_ADJUSTED
Adjusted EBIT/EBT
Adjusted operating earnings before interest and taxes. This version of EBIT is adjusted for unusual gains/losses found only in the footnotes or MD&A.
EBIT
Adjusted EBITDA/EBTDA
Adjusted operating earnings before interest, taxes, depreciation and amortization. This version of EBITDA is adjusted for unusual gains/losses found only in the footnotes or MD&A.
EBITDA
Economic Book Value (EBV)*
Economic book value measures the no-growth value of the company based on the current Net Operating Profit After Tax (NOPAT) of the business.
BOOK_VALUE_ECONOMIC
Economic Earnings
Represents the true cash flows available to equity investors.
ECONOMIC_PROFIT
Enterprise Value*
Represents the total value of the company. Enterprise value takes into effect all assets and liabilities that constitute the value of the company. Simply, it is the amount of money needed to purchase the entire company and pay off all debtors and other stakeholders.
ENTERPRISE_VALUE
FCF (Free Cash Flow)
Equals NOPAT less incremental change in working capital less incremental change in fixed assets.
FREE_CASH_FLOW
NOPAT (Net Operating Profit After Tax)
NOPAT (Net Operating Profit After Tax)
NOPAT
NOPBT (Net Operating Profit Before Tax)
NOPBT (Net Operating Profit Before Tax)
NOPBT
ROIC (Return On Invested Capital)
ROIC (Return On Invested Capital)
ROIC

*Indicates the datapoint is affected by stock price.