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.

See the General Information page for details on coverage, data file structure, delivery information, and sample real-time, point-in-time backtest and historical data files.

Datapoints

Datapoint Search

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

NOPBT (Net Operating Profit Before Tax)

NOPBT

ROIC (Return On Invested Capital)

ROIC

*Indicates the datapoint is affected by stock price.