Glossary
This page shows you exactly how all the ratios and indicators in the Quant Investing stock screener are calculated and how to use them
- 1yr Growth Cash Flow
- 1yr Growth EBIT
- 1yr Growth EBITDA
- 1yr Growth FCF
- 1yr Growth Net Profit
- 1yr Growth Sales
- 1yr Growth Total Debt
- 5yr Growth Cash Flow
- 5yr Growth EBIT
- 5yr Growth EBITDA
- 5yr Growth FCF
- 5yr Growth Net Profit
- 5yr Growth Sales
- 5yr Growth Total Debt
- Accrual Ratio (Balance Sheet)
- Accrual Ratio (CF)
- Adjusted Slope 125/250d
- Adjusted Slope 90d
- Altman Z-Score
- Asset Growth
- Book to Market
- Book to Market Mean Difference
- Buyback %
- Capex to PPE
- Cash flow operating activities
- Cash Flow to Capex
- Cash Return on Invested Capital (CROIC)
- Close Price
- Close Price Date
- Country
- Cross SMA 50/200 (Golden Cross)
- C-Score (Montier)
- Current Ratio
- Daily Trading Volume
- Daily Trading Volume (AUD)
- Daily Trading Volume (EUR)
- Daily Trading Volume (GBP)
- Daily Trading Volume (JPY)
- Daily Trading Volume (USD)
- Debt to Equity
- Dividend Coverage Ratio
- Dividend Growth 10yr
- Dividend Growth 3yr
- Dividend Growth 5yr
- Dividend Growth 8yr
- Dividend Yield
- Earnings to Price (Yield)
- Earnings Yield (EBIT to EV)
- Earnings Yield 5yr Avg
- Earnings Yield Mean Difference
- EBIT
- EBITDA
- EBITDA Yield or EBITDA to EV
- Enterprise Value
- EPS Growth 1yr
- ERP5 Rank
- EV to EBITDA
- Excess Cash
- External Finance
- FCF Score
- FCF to Debt
- FCF Yield (FCF to EV)
- FCF Yield 5yr Avg
- Financial Statement Date
- Free Cash Flow (FCF)
- F-Score Missing Values
- FS-Score (Financial Strength Score)
- Funds from Operations
- Gross Margin
- Gross Margin (Marx)
- Gross Margin Score
- Historical screener – back test with point in time data
- ISIN
- Leverage Ratio
- Liquidity (Qi)
- Long-Term Debt
- Market Leaders
- Market Value
- Market Value (AUD)
- Market Value (EUR)
- Market Value (GBP)
- Market Value (JPY)
- Market Value (USD)
- MF Rank
- Momentum Composite
- M-Score (Beneish)
- MV Size
- Name
- Net Current Asset Value (NCAV)
- Net Debt
- Net Debt to EBIT
- Net Debt to MV
- Net Fixed Assets
- Net Profit
- Net Working Capital
- Operating Accruals
- Operating Profit
- PEG Ratio 1yr
- PEG Ratio 3yr
- PEG Ratio 5yr
- Piotroski F-Score
- Price Index 10m
- Price Index 11m
- Price Index 12m
- Price Index 12m Minus 1m
- Price Index 13m
- Price Index 1m
- Price Index 24m
- Price Index 2m
- Price Index 36m
- Price Index 3m
- Price Index 48m
- Price Index 4m
- Price Index 5m
- Price Index 60m
- Price Index 6m
- Price Index 7m
- Price Index 8m
- Price Index 9m
- Price Range 52w
- Price to Book
- Price to Cash Flow
- Price to Earnings (PE)
- Price to Sales
- PSAR or Parabolic Stop and Reverse
- Qi Value
- Quant Value Composite
- Return on Assets
- Return on Equity
- Return on Invested Capital (ROIC)
- ROIC 5yr Avg
- ROIC Quality
- Sales
- Sales to Assets
- Sector
- Shareholder Yield
- Shareholder Yield (Mebane Faber)
- Short Int %
- Short Int % Change
- SMA (Simple Moving Average)
- Stock Exchange Code
- Sub-Sector
- Target Weight
- Ticker
- Total Assets
- Total Debt
- Traded Value - AUD EUR GBP JPY USD
- Trailing Stop (bottom)
- Trailing Stop (top)
- Value Composite One
- Value Composite Two
- Volatility 12 m
- Volatility 3 m
- Volatility 36 m
- Volatility 6 m