Earnings Yield (EBIT to EV)

Earnings Yield

Earnings Yield (EBIT to EV) = Operating Income or earnings before interest and taxes (EBIT) / Enterprise Value

 

Calculated On Trailing 12 Months

All the F-Score ratios are calculated on a trailing 12 months (TTM) basis.

This means the last twelve months (not the company’s financial year) is compared to the same period in the past. We do this to make sure that the screener data includes the latest, most up to date, financial results of the company.

 

What if Enterprise Value is negative?

If Enterprise Value is negative a default value of 1 is used. If not Earnings Yield ratio would be negative.

This way profitable companies with a negative Enterprise Value does not get unfairly excluded.

We did this after the 2008 financial crisis. We were screening for deep value stocks at the time, and setting EV to 1 instead of NULL meant that securities with negative enterprise value would show up with extremely high ratios rather than disappeared from the screen.

 The downside is that for companies with negative enterprise values you may for example see extremely high Free Cash Flow Yield (FCF/EV) or Earnings Yield (EBIT/EV) percentages – you are dividing with one).

The upside is that it makes it immediately obvious to you that you are looking at a negative Enterprise Value company. This is exactly what you want as a deep value investor.

See separate definition of Enterprise Value

 

Just how good is this ratio?

Here is more information on just how much earnings yield can help your investment returns: A simple ratio beats the world’s best value funds

Also take a look at the Strategies page where you can get back test information on a lot of investment strategies that use Earnings Yield

 

How you can use the ratio

Available as a screening ratio: Yes

Available as an output column ratio: Yes

 

How to select the highest Earnings Yield companies

To find companies with the highest Earnings Yield in the screener set the slider from 0% to 10%.

 

Click here to start using Earnings Yield or EBIT to EV in your portfolio NOW!