Enhanced Value Screens Dataset

Enhanced value screens offered as replacement for traditional screens.

Traditional Enhanced
Net Income NOPAT & Economic Earnings
Total Assets Average Invested Capital
Book Value Economic Book Value & Average Invested Capital
Operating Cash Flow NOPBT
ROE, ROA, RNOA ROIC = (NOPAT/Average Invested Capital)
Enterprise Value New Constructs' Enterprise Value
Free Cash Flow New Constructs' Free Cash Flow
Backtest Documentation
API Documentation
Backtest Sample
Request Backtest Data