Financial metrics glossary
MarketXLS publishes a page for every metric it calculates. Each one defines the metric in plain language, shows how it is worked out, gives the Excel formula that returns it, and ranks stocks by it so you can see what a normal reading looks like before you screen on it.
356 metrics are listed below in 11 groups. Start from a group if you are exploring, or use the contents list to jump straight to one.
Key ratios
The trailing-twelve-month ratios most screens start from: earnings, book value and cash flow per share, margins, returns on capital, and the liquidity and coverage tests. Each page gives the formula and what a high or low reading usually indicates.
- Book Value per Share ($)
- Cash Flow Per Share TTM ($)
- Current Ratio
- Earning Per Share (TTM)
- EBITDA (TTM)
- Gross Margin TTM (%)
- Interest Coverage Ratio
- PEG Ratio
- Price per Book TTM ($)
- Price per Sales TTM ($)
- Price to Cashflow (TTM)
- Profit Margin TTM (%)
- Quick Ratio
- Return on Assets TTM (%)
- Return on Capital TTM (%)
- Return on Equity TTM (%)
- Return on Invested Capital (TTM)
- Revenue (TTM)
Valuation models and scores
Estimates of what a share is worth, rather than what it costs. This group holds the intrinsic-value models (discounted cash flow, Gordon growth, Ben Graham, capitalisation of earnings, liquidation value) and the published composite scores such as Altman Z, Beneish M and Piotroski F.
Growth rates
How fast a line item has changed. Sales, earnings, EBITDA, cash flow, margins, dividends and share count, measured over one, three and five years and annualised where the window is longer than a year, plus the quarter-on-quarter and year-on-year readings.
- Book Value per Share, 1-Year Growth
- Book Value per Share, 3-Year Growth, Annualized
- Book Value per Share, 5-Year Growth, Annualized
- Cash Flow, 1-Year Growth
- Cash Flow, 3-Year Growth, Annualized
- Cash Flow, 5-Year Growth, Annualized
- Dividend, 1-Year Growth
- Dividend, 3-Year Growth, Annualized
- Dividend, 5-Year Growth, Annualized
- EBITDA Margin, 1-Year Growth
- EBITDA Margin, 3-Year Growth, Annualized
- EBITDA Margin, 5-Year Growth, Annualized
- EBITDA, 1-Year Growth
- EBITDA, 3-Year Growth, Annualized
- EBITDA, 5-Year Growth, Annualized
- EPS Average Growth (4q)
- EPS CAGR 3 Year
- EPS CAGR Growth (4y)
- EPS CAGR Growth (5y)
- EPS Projected Growth, Next Quarter
- EPS Projected Growth, Next Year
- EPS QoQ Growth
- EPS YoY Growth
- EPS, 1-Year Growth
- EPS, 3-Year Growth, Annualized
- EPS, 5-Year Growth, Annualized
- Free Cash Flow Per Share, Past 12 Months
- Free Cash Flow QoQ Growth
- Free Cash Flow YoY Growth
- Free Cash Flow, 1-Year Growth
- Free Cash Flow, 3-Year Growth, Annualized
- Free Cash Flow, 5-Year Growth, Annualized
- Gross Profit Margin, 1-Year Growth
- Gross Profit Margin, 5-Year Growth, Annualized
- Net Profit Margin, 1-Year Growth
- Net Profit Margin, 5-Year Growth, Annualized
- Revenue CAGR 3 Year
- Revenue QoQ Growth
- Revenue YoY Growth
- Sales, 1-Year Growth
- Sales, 3-Year Growth, Annualized
- Sales, 5-Year Growth, Annualized
- Shares Outstanding % Change, Past 1 Year
- Shares Outstanding, % Change, Past 3 Years CAGR
- Total Cash on Hand, 1-Year Growth
- Total Cash on Hand, 3-Year Growth, Annualized
- Total Cash on Hand, 5-Year Growth, Annualized
- Years of Dividend Growth
Reported fundamentals
Figures as filed, not derived: income statement, balance sheet and cash flow lines for the last reported quarter or year, and the prior-year comparatives that let you see the trend behind a ratio.
- Book Value per Share (Last Quarter)
- Book Value per Share (Last Year)
- Cash and Equivalents (Last Quarter)
- Cash flow per share (Last Quarter)
- Cash flow per share(Last year)
- Cost of sales
- Current Ratio (Last Quarter)
- Debt to Equity Ratio (Last Quarter)
- Dividend Yield (Last Quarter)
- Earnings per Basic Share (Last Quarter)
- EBITDA (Last Quarter)
- EBITDA Margin (Last Quarter)
- EBITDA Margin (last year -1 )
- EBITDA Margin (last year)
- Enterprise Value over EBITDA
- Free Cash Flow per Share (Last Quarter)
- Gross Margin (Last Quarter)
- Gross margin (Last Year)
- Invested Capital
- Long term debt (last year)
- Net Income Growth , 1- Year
- Net Profit Margin (last year)
- Net Profit Margin (last year-1)
- Operating Income(last quarter -2)
- Operating Income(last quarter)
- PE Ratio (last year)
- Profit Margin (Last Quarter)
- Revenue
- Revenue (Last Quarter)
- Revenue Growth, 1 -Year
- ROE (Last Quarter)
- Shares Basic
- Total Assets(last year)
- Total Debt
- Total Liabilities(Last Quarter)
Earnings and analyst estimates
Reported earnings per share by fiscal year, alongside what analysts expect next: consensus EPS estimates for the current and next quarter and year, the long-term growth rate, and the consensus price target with its recent history.
- 1 week Ago Target Price ($)
- 2 week Ago Target Price ($)
- 3 week Ago Target Price ($)
- Current Target Price ($)
- DEPS CONT OP (LAST YEAR - 2)
- DEPS CONT OP (LAST YEAR - 3)
- DEPS CONT OP (LAST YEAR -1 )
- DEPS CONT OP (LAST YEAR)
- EPS (Last Year - 1)
- EPS (Last Year - 2)
- EPS (Last Year - 3)
- EPS (Last Year - 4)
- EPS (Last Year)
- EPS Estimate Current Quarter ($)
- EPS Estimate Current Year ($)
- EPS Estimate Next Quarter ($)
- EPS Estimate Next Year ($)
- Next 5 Year Growth Rate (%)
Dividends
What a holder is paid and how reliably. Trailing and forward yield and rate, the payout ratio measured against both earnings and free cash flow, payment frequency, and the ex-dividend and pay dates.
Price and quote fields
The quote itself: last, open and previous close, bid and ask, the change from the previous close in points and percent, and the volume traded so far today. These are the fields that update through the trading session.
Technical indicators
Signals calculated from price and volume history alone: simple and exponential moving averages from 5 to 200 days, RSI, MACD, ADX and the directional indicators, money flow, momentum and average true range.
- 14 Day EMA ($)
- 14 Day SMA ($)
- 200 Day SMA ($)
- 50 Day SMA ($)
- ADX
- Average Daily Volume
- Average True Range
- Exponential Moving Average (10 Day)
- Exponential Moving Average (100 Day)
- Exponential Moving Average (20 Day)
- Exponential Moving Average (200 Day)
- Exponential Moving Average (30 Day)
- Exponential Moving Average (5 Day)
- Exponential Moving Average (50 Day)
- MACD
- MarketXLS Technical Score
- Minus Directional Indicator
- Momentum
- Money Flow Index
- Plus Directional Indicator
- RSI (14 Day)
- RSI (7 Day)
- Simple Moving Average (10 Day)
- Simple Moving Average (100 Day)
- Simple Moving Average (20 Day)
- Simple Moving Average (30 Day)
- Simple Moving Average (5 Day)
MarketXLS analytics
Measures MarketXLS computes from its own price and fundamental history rather than reading from a vendor field: total returns and volatility over ten windows, custom betas, average volume and dollar volume, five-year averages and CAGRs, distance from moving averages, and the MarketXLS quality score.
- $Volume
- 1 Month Return
- 1 Year Return
- 15 Day Return
- 3 Month Return
- 3 Year Return
- 5 Year Return
- 7 Day Return
- 90-Day Average Volume
- Average Daily $ Volume, Past 1 Month
- Average Daily $ Volume, Past 1 Year
- Average Daily $ Volume, Past 3 Months
- Average Daily $ Volume, Past 3 Years
- Average Daily $ Volume, Past 7 Days
- Best Monthly Return, Last 5 Years
- Custom Beta Five Years
- Custom Beta One Year
- Custom Beta Three Years
- Dividend Per Share 5 Year CAGR
- EBITDA Growth 1 Year
- EBITDA Growth 5 Year CAGR
- EBITDA Margin 5 year average
- Fifty Two Week High
- Fifty Two Week Low
- Free Cash Flow Payout Ratio
- Gross Margin 5 year average
- MarketXLS Quality Score
- Net Income Growth 5 Year CAGR
- NET Margin 5 year average
- PE Ratio 5 year average
- PEG Ratio Forward
- Price Change %, 3 years, annualized
- Price Change %, 5 years, annualized
- Price off 20 Day SMA
- Price off 200 Day SMA
- Price off 50 Day SMA
- Price to Consensus Target
- Price within 52-week Range
- Return on Assets 5 year average
- Return on Equity 5 year average
- Return on Invested Capital 5 year average
- Revenue Growth 5 Year CAGR
- Short % of Float
- Standard Deviation 3 Years, annualized
- Standard Deviation 5 Years, annualized
- Standard Deviation, 1 Year
- Stock Volatility Fifteen Days
- Stock Volatility Five Years
- Stock Volatility Nine Months
- Stock Volatility One Year
- Stock Volatility Seven Days
- Stock Volatility Six Months
- Stock Volatility Thirty Days
- Stock Volatility Three Months
- Stock Volatility Three Years
- Stock Volatility Two Years
- Volume Average Fifty Days
- Volume Average Hundred Days
- Volume Average One Year
- Volume Average Seven Days
- Volume Average Thirty Days
- Volume Average Three Years
- Volume Average Twenty Days
- Worst Monthly Return, Last 5 Years
Company profile
The descriptive facts about a listing rather than its numbers: sector and industry, country and exchange, security type, share count, institutional ownership, index membership, IPO date and the next reporting date.
US economic data
Economy-wide series, not company metrics. Employment, prices and inflation, output and income, housing, money supply, Treasury and mortgage rates, commodity prices, exchange rates and the headline market indices. Use these to set the backdrop a holding trades against.
- Average Hourly Earnings - Private
- Average Weekly hours of Production
- Average Weeks Unemployed
- Bank Reserves
- Building Permits
- Canada - U.S. Foreign Exchange Rate
- Capacity Utilisation - percent
- CBOE Volatility Index
- Chain Price Index
- Chain Price Index - excluding food & energy
- China-U.S Foreign exchange rate
- Commercial and Industrial Loans
- Constant Maturity - TIPS (10 Year)
- Constant Maturity - TIPS (5 Year)
- Consumer Credit Outstanding
- Consumer Price Index
- Consumer Price Index - energy
- Consumer Price Index - excluding food & energy
- Consumer Price Index - food
- Corporate Bond Index- AA
- Corporate Bond Index- BBB
- Corporate Bond Yield-AAA
- Corporate Bond Yield-BAA
- Corporate Profits After Tax
- Crude Oil Prices
- Currency In Circulation
- Dow Jones Industrial Average
- Employees - Goods Producing
- Employees - Government
- Employees - Nonfarm Payroll
- Employees - Private
- Employees - Service Providing
- Federal Debt
- Federal Funds Rate
- Federal Outlays
- Federal Receipts
- Federal Surplus or Deficit
- Gasoline Price
- GDP - Price Deflator
- Hires - Nonfarm
- House Price Index
- House Price Index - Shiller - 20 city
- Industrial Production Index
- Inflation
- Initial Claims
- Inventories
- Japan - U.S. Foreign Exchange Rate
- Job Openings - Nonfarm
- Labor Force
- Labor Force Participation Rate
- Layoffs & Discharges - Nonfarm
- Manufacture Orders - Durable Goods
- Manufacture Orders -Nondefense Capital Goods Except Aircraft
- Monetary Base
- Money Supply - M1
- Money Supply - M2
- Mortgage Rate - 15y
- Mortgage Rate - 30y
- Natural Gas Price
- New Privately-Owned Housing Units Started: Total Units
- Personal Savings Rate
- Population
- Producer Price Index- Crude Goods
- Producer Price Index-Final DEMA nd
- Producer Price Index-Final DEMA nd- excluding food & energy
- Producer Price Index-Finished Goods
- Producer Price Index-Finished Goods- excluding food & energy
- Producer Price Index-Material
- Quits - Nonfarm
- Real Exports
- Real Government Consumption Expenditures and Gross Investment
- Real Gross Domestic Product
- Real Gross Private Domestic Investment
- Real Imports
- Real Net Exports
- Real Output Per Hour - Nonfarm
- Real Personal Consumption Expenditure
- Real Personal Consumption Expenditures
- Real Personal Consumption Expenditures - Durable Goods
- Real Personal Consumption Expenditures - Nondurable Goods
- Real Personal Consumption Expenditures - Services
- Real personal income excluding current transfer receipts
- Real Potential Gross Domestic Product
- Real Private Nonresidential Fixed Investment
- Real Private Residential Fixed Investment
- Residential Construction
- S&P 500
- Sales - Retail & food services
- St. Louis Fed Financial Stress Index
- Total Separations - Nonfarm
- Treasury rate- 1 year
- Treasury rate- 10 year
- Treasury rate- 3 months
- Treasury rate- 5 year
- U.S - Euro Foreign Exchange Rate
- U.S - UK Foreign Exchange Rate
- U.S Dollar Index
- Unemployment Rate
- Vehicle Sales - light weight
- Wilshire 5000 Total Market Index