Traditional Value Screens Dataset

We provide scrubbed accounting data – a better version of the components used in your traditional value screens.

Income Statement

  • Revenue
  • Cost of Goods Sold
  • Gross Profit
  • Depreciation & Amortization
  • SG&A
  • R&D
  • Reported Extraordinary Items
  • Net Income
  • Earnings-per-share (EPS)

Balance Sheet

  • Cash & Investments
  • Total Current Assets
  • Total Fixed Assets
  • Goodwill, net
  • Intangibles, net
  • Total Assets
  • Current Liabilities
  • Long-Term Liabilities
  • Reported Total Debt
  • Retained Earnings
  • Accumulated OCI
  • Minority Interest
  • Preferred Equity
  • Total Shareholders' Equity
Data Dictionary
Backtest Sample
Backtest Documentation
API Documentation

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