A New Paradigm For Fundamental Data
For 5,000+ U.S. Exchange-traded stocks, 650+ ETFs and 7,050+ mutual funds with history back to 1998.
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.
Sector & Industry Datasets
Data and metrics from aggregating our models for all the stocks in Industries and Sectors.
ROIC – Variations
We empower clients to calculate ROIC however they wish - with the best possible data.