Data Feed: Sector & Industry

The New Constructs Sector & Industry dataset provides immediate access to the data points in our models for sectors. Models are updated daily.


Data Feed Samples & General Information

Data Type
Description
Sample Download
Additional Documentation
Real-Time Data
Current, live data. Updated daily.

Datapoints

Name
Description
Datapoint
Prior Years Available
Category Type
The category type: sector or industry. Sub-sector and sub-industry may be added in the future.
CATEGORY_TYPE
None
# of Stocks in the Sector/Industry
Number of stocks in the sector/industry
COUNT_COMPANY
0
# of ETFs in the Sector/Industry
Number of ETFs in the sector/industry
COUNT_ETF
0
# of Very Attractive Rated ETFs in the Sector/Industry
Number of Very Attractive rated ETFs in the sector/industry
COUNT_ETF_RATING_1
0
# of Attractive Rated ETFs in the Sector/Industry
Number of Attractive rated ETFs in the sector/industry
COUNT_ETF_RATING_2
0
# of Neutral Rated ETFs in the Sector/Industry
Number of Neutral rated ETFs in the sector/industry
COUNT_ETF_RATING_3
0
# of Unattractive Rated ETFs in the Sector/Industry
Number of Unattractive rated ETFs in the sector/industry
COUNT_ETF_RATING_4
0
# of Very Unattractive Rated ETFs in the Sector/Industry
Number of Very Unattractive rated ETFs in the sector/industry
COUNT_ETF_RATING_5
0
# of Mutual Funds in the Sector/Industry
Number of mutual funds in the sector/industry
COUNT_MF
0
# of Very Attractive Rated Mutual Funds in the Sector/Industry
Number of Very Attractive Rated Mutual Funds in the Sector/Industry
COUNT_MF_RATING_1
0
# of Attractive Rated Mutual Funds in the Sector/Industry
Number of Attractive Rated Mutual Funds in the Sector/Industry
COUNT_MF_RATING_2
0
# of Neutral Rated Mutual Funds in the Sector/Industry
Number of Neutral Rated Mutual Funds in the Sector/Industry
COUNT_MF_RATING_3
0
# of Unattractive Rated Mutual Funds in the Sector/Industry
Number of Unattractive Rated Mutual Funds in the Sector/Industry
COUNT_MF_RATING_4
0
# of Very Unattractive Rated Mutual Funds in the Sector/Industry
Number of Very Unattractive Rated Mutual Funds in the Sector/Industry
COUNT_MF_RATING_5
0
# of Very Attractive Rated Stocks in the Sector/Industry
Number of Very Attractive rated stocks in the sector/industry.
COUNT_RATING_1
0
# of Attractive Rated Stocks in the Sector/Industry
Number of Attractive rated stocks in the sector/industry.
COUNT_RATING_2
0
# of Neutral Rated Stocks in the Sector/Industry
Number of Neutral rated stocks in the sector/industry.
COUNT_RATING_3
0
# of Unattractive Rated Stocks in the Sector/Industry
Number of Unattractive rated stocks in the sector/industry.
COUNT_RATING_4
0
# of Very Unattractive Rated Stocks in the Sector/Industry
Number of Very Unattractive rated stocks in the sector/industry.
COUNT_RATING_5
0
Aggregate Reported Earnings
Aggregate Reported Earnings
EARNINGS_REPORTED
0,1,2,3,4,5
Aggregate Economic Book Value
Aggregate Economic Book Value for the Sector/Industry.
ECONOMIC_BOOK_VALUE
0,1,2,3,4,5
Aggregate Economic Earnings
Aggregate Economic Earnings for the Sector/Industry.
ECONOMIC_EARNINGS
0,1,2,3,4,5
Simple Average Economic Earnings per Share Growth
Simple Average Economic Earnings per Share Growth for the Sector/Industry.
ECONOMIC_PROFIT_GROWTH_PER_SHARE_AVG
0,1,2,3,4,5
Median Economic Earnings per Share Growth
Median Economic Earnings per Share Growth for the Sector/Industry.
ECONOMIC_PROFIT_GROWTH_PER_SHARE_MEDIAN
0,1,2,3,4,5
Market Weighted Average Economic Earnings per Share Growth
Market Weighted Average Economic Earnings per Share Growth for the Sector/Industry.
ECONOMIC_PROFIT_GROWTH_PER_SHARE_WAVG
0,1,2,3,4,5
Simple Average Economic Earnings Margin (ROIC - WACC)
Simple Average Economic Earnings Margin (ROIC - WACC) for the Sector/Industry.
ECONOMIC_PROFIT_MARGIN_AVG
0,1,2,3,4,5
Median Economic Earnings Margin (ROIC - WACC)
Median Economic Earnings Margin (ROIC - WACC) for the Sector/Industry.
ECONOMIC_PROFIT_MARGIN_MEDIAN
0,1,2,3,4,5
Market Weighted Average Economic Earnings Margin (ROIC - WACC)
Market Weighted Average Economic Earnings Margin (ROIC - WACC) for the Sector/Industry.
ECONOMIC_PROFIT_MARGIN_WAVG
0,1,2,3,4,5
Aggregate Enterprise Value
Aggregate Enterprise Value for the Sector/Industry.
ENTERPRISE_VALUE
0,1,2,3,4,5
Aggregate Market Value
Aggregate Market Value for the Sector/Industry.
EQUITY_MARKET_VALUE
0,1,2,3,4,5
Very Attractive Rated % of Sector/Industry by Market Value
Very Attractive rated percent of market value in the sector/industry.
EQUITY_MARKET_VALUE_RATING_1
0
Attractive Rated % of Sector/Industry by Market Value
Attractive rated percent of market value in the sector/industry.
EQUITY_MARKET_VALUE_RATING_2
0
Neutral Rated % of Sector/Industry by Market Value
Neutral rated percent of market value in the sector/industry.
EQUITY_MARKET_VALUE_RATING_3
0
Unattractive Rated % of Sector/Industry by Market Value
Unattractive rated percent of market value in the sector/industry.
EQUITY_MARKET_VALUE_RATING_4
0
Very Unattractive Rated % of Sector/Industry by Market Value
Very Unattractive rated percent of market value in the sector/industry.
EQUITY_MARKET_VALUE_RATING_5
0
Simple Average FCF Yield
Simple Average FCF Yield for the Sector/Industry.
FCF_YIELD_AVG
0,1,2,3,4,5
Median FCF Yield
Median FCF Yield for the Sector/Industry.
FCF_YIELD_MEDIAN
0,1,2,3,4,5
Market Weighted Average FCF Yield
Market Weighted Average FCF Yield for the Sector/Industry.
FCF_YIELD_WAVG
0,1,2,3,4,5
Aggregate Free Cash Flow
Aggregate Free Cash Flow for the Sector/Industry.
FREE_CASH_FLOW
0,1,2,3,4,5
Simple Average FCF as a % of Total Revenue
Simple Average FCF as a % of Total Revenue for the Sector/Industry.
FREE_CASH_FLOW_PER_REVENUE_AVG
None
Median FCF as a % of Total Revenue
Median FCF as a % of Total Revenue for the Sector/Industry.
FREE_CASH_FLOW_PER_REVENUE_MEDIAN
None
Market Weighted Average FCF as a % of Total Revenue
Market Weighted Average FCF as a % of Total Revenue for the Sector/Industry.
FREE_CASH_FLOW_PER_REVENUE_WAVG
None
Market Weighted Average GAP
Market weighted average GAP (Growth Appreciation Period)
GAP_WAVG
0
Aggregate GAAP Net Income
Aggregate GAAP Net Income for the Sector/Industry.
INCOME_NET
0,1,2,3,4,5
Simple Average Basic GAAP EPS Growth
Simple Average Basic GAAP EPS Growth for the Sector/Industry.
INCOME_NET_PER_WABSO_SPLIT_ADJUSTED_YOY_DELTA_PCT_AVG
0,1,2,3,4,5
Median Basic GAAP EPS Growth
Median Basic GAAP EPS Growth for the Sector/Industry.
INCOME_NET_PER_WABSO_SPLIT_ADJUSTED_YOY_DELTA_PCT_MEDIAN
0,1,2,3,4,5
Market Weighted Average Basic GAAP EPS Growth
Market Weighted Average Basic GAAP EPS Growth for the Sector/Industry.
INCOME_NET_PER_WABSO_SPLIT_ADJUSTED_YOY_DELTA_PCT_WAVG
0,1,2,3,4,5
Simple Average Diluted GAAP EPS Growth
Simple Average Diluted GAAP EPS Growth for the Sector/Industry.
INCOME_NET_PER_WADSO_SPLIT_ADJUSTED_YOY_DELTA_PCT_AVG
0,1,2,3,4,5
Median Diluted GAAP EPS Growth
Median Diluted GAAP EPS Growth for the Sector/Industry.
INCOME_NET_PER_WADSO_SPLIT_ADJUSTED_YOY_DELTA_PCT_MEDIAN
0,1,2,3,4,5
Market Weighted Average Diluted GAAP EPS Growth
Market Weighted Average Diluted GAAP EPS Growth for the Sector/Industry.
INCOME_NET_PER_WADSO_SPLIT_ADJUSTED_YOY_DELTA_PCT_WAVG
0,1,2,3,4,5
Aggregate Invested Capital
Aggregate Invested Capital for the Sector/Industry.
INVESTED_CAPITAL
0,1,2,3,4,5
Model Date
New Constructs sector/industry models are generated by aggregating data from our company models for the companies in the selected category. The model date is the date that the category model was generated. All aggregated companies models have a last trading dates of this date.
MODEL_DATE
0
Aggregate NOPAT
Aggregate NOPAT for the Sector/Industry.
NOPAT
0,1,2,3,4,5
Simple Average NOPAT Margin
Simple Average NOPAT Margin for the Sector/Industry.
NOPAT_PER_REVENUE_AVG
None
Median NOPAT Margin
Median NOPAT Margin for the Sector/Industry.
NOPAT_PER_REVENUE_MEDIAN
None
Market Weighted NOPAT Margin
Market Weighted NOPAT Margin for the Sector/Industry.
NOPAT_PER_REVENUE_WAVG
None
Simple Average NOPAT Growth
Simple Average NOPAT Growth for the Sector/Industry.
NOPAT_YOY_DELTA_PCT_AVG
0,1,2,3,4,5
Median NOPAT Growth
Median NOPAT Growth for the Sector/Industry.
NOPAT_YOY_DELTA_PCT_MEDIAN
0,1,2,3,4,5
Market Weighted Average NOPAT Growth
Market Weighted Average NOPAT Growth for the Sector/Industry.
NOPAT_YOY_DELTA_PCT_WAVG
0,1,2,3,4,5
Market Weighted Average Price-to-Economic Book Value
Market Weighted Average Price-to-Economic Book Value for the Sector/Industry.
PEBV_WAVG
0,1,2,3,4,5
Overall Risk/Reward Rating Rank
Overall Risk/Reward Rating Rank
RATING_RANK
None
Rating: FCF Yield
Our Free Cash Flow Yield rating is based on the true cash yield of the company. Our sector/industry rating is based on the market weighted average FCF Yields of the stocks in the sector/industry.
RATING_FCF_YIELD
0
Rating: GAP (Growth Appreciation Period)
Our GAP (Growth Appreciation Period) rating is based on the number of years of future profit growth required to justify the current valuation of the stock. Our sector/industry rating is based on the market weighted average GAPs of the stocks in the sector/industry.
RATING_GAP
0
Rating: Economic vs Reported EPS
Our Economic vs Reported EPS rating compares reported accounting income to the economic earnings of the company. Our sector/industry rating compares the market weighted average Economic vs Reported EPS ratings of the stocks in the sector/industry.
RATING_INCOME_NET_ECONOMIC_PROFIT
0
Rating: Overall Risk/Reward Rating
Our Overall Risk/Reward rating is based on our 5 components ratings - Economic vs Reported EPS, ROIC (Return on Invested Capital), FCF Yield, Pirce-to-Economic Book Value and GAP (Growth Appreciation Period).
RATING_OVERALL
0
Rating: Price-to-EBV
Our Price-to-Economic Book Value rating is based on the growth expectations embedded in the stock price. Our sector/industry rating is based on the market weighted average PEBVs of the stocks in the sector/industry.
RATING_PEBV
0
Rating: ROIC (Return on Invested Capital)
Our Return on Invested Capital (ROIC) rating is based on the aggregate cash on cash returns of the company. Our sector/industry rating is based on the market weighted average ROICs of the stocks in the sector/industry.
RATING_ROIC
0
Aggregate Total Revenue
Aggregate Total Revenue for the Sector/Industry.
REVENUE
0,1,2,3,4,5
Simple Average Total Revenue Growth
Simple Average Total Revenue Growth for the Sector/Industry.
REVENUE_YOY_DELTA_PCT_AVG
None
Median Total Revenue Growth
Median Total Revenue Growth for the Sector/Industry.
REVENUE_YOY_DELTA_PCT_MEDIAN
None
Market Weighted Average Total Revenue Growth
Market Weighted Average Total Revenue Growth for the Sector/Industry.
REVENUE_YOY_DELTA_PCT_WAVG
None
Simple Average ROIC
Simple Average ROIC for the Sector/Industry.
ROIC_AVG
0,1,2,3,4,5
Median ROIC
Median ROIC for the Sector/Industry.
ROIC_MEDIAN
0,1,2,3,4,5
Market Weighted Average ROIC
Market Weighted Average ROIC for the Sector/Industry.
ROIC_WAVG
0,1,2,3,4,5
Simple Average Change in ROIC
Simple Average Change in ROIC for the Sector/Industry.
ROIC_YOY_DELTA_AVG
0,1,2,3,4,5
Median Change in ROIC
Median Change in ROIC for the Sector/Industry.
ROIC_YOY_DELTA_MEDIAN
0,1,2,3,4,5
Market Weighted Average Change in ROIC
Market Weighted Average Change in ROIC for the Sector/Industry.
ROIC_YOY_DELTA_WAVG
0,1,2,3,4,5
Simple Average WACC
Simple Average WACC for the Sector/Industry.
WACC_AVG
0,1,2,3,4,5
Median WACC
Median WACC for the Sector/Industry.
WACC_MEDIAN
0,1,2,3,4,5
Market Weighted Average WACC
Market Weighted Average WACC for the Sector/Industry.
WACC_WAVG
0,1,2,3,4,5

*Indicates the datapoint is affected by stock price.