A New Paradigm For Fundamental Data
For 5,000+ U.S. Exchange-traded stocks, 700+ ETFs and 7,000+ mutual funds with history back to 1998.
Harvard Business School & MIT Sloan paper features our "novel dataset" of earnings adjustments and shows investors how to:
Measure & predict earnings more accurately
Lower risks of using misleading data from traditional firms
Generate Alpha
The implications of these findings are potentially far-reaching for investors and for researchers.
HBS & MIT Sloan paper, page 31
...this is the most comprehensive dataset that captures what a fundamental analyst would be likely to identify as transitory or non-operating earnings items ...
HBS & MIT Sloan paper, page 9
Traditional Value Screens - with better data
Get better data for your models.
Price-to-Earnings
Price-to-Book
ROE
Return on Assets
...and more
Enhanced Value Screens
Try our enhanced factors in place of traditional screens.
Earnings
Book Value
ROE, ROA, RNOA
Cash Flow from Ops
Economic Earnings
Invested Capital
ROIC
NOPAT
Reconciliation & Adjustments
See the adjustments that reconcile our Enhanced Value factors with traditional factors.
Net Income
Total Assets
Accounting Book Value
NOPAT
Invested Capital
Adjusted Book Value
Reported Fundamental Data
Better data starts with getting the basics right.
Income Statement
Balance Sheet
Cash Flow Statement
Investment Ratings
Overall and Component Risk/Reward Investment Ratings on stocks, ETFs and mutual funds. Ratings are updated daily.
ROIC – Variations
We empower clients to calculate ROIC however they wish - with the best possible data.