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Metric Description

Adjusted Basic Earnings per Share

Basic earnings per share is the amount of a company's profit or loss for a reporting period that is available to the shares of its common stock that are outstanding during the reporting period. It is a useful measure of performance for companies with simplified capital structures. Adjusted for stock splits.

Adjusted Diluted Earnings per Share

Diluted EPS is a performance metric used to gauge the quality of a company's earnings per share (EPS) if all convertible securities were exercised. Convertible securities are all outstanding convertible preferred shares, convertible debentures, stock options (primarily employee-based) and warrants. Adjusted for stock splits.

Adjusted Weighted Average Basic Shares Outstanding

The weighted average of outstanding shares is a calculation that incorporates any changes in the amount of outstanding shares over a reporting period. It is an important number, as it is used to calculate key financial measures such as earnings per share (EPS) for the time period. The amount of shares outstanding in a company will often change due to a company issuing new shares, repurchasing and retiring existing shares, and other financial instruments such as employee options being converted into shares. Adjusted for stock splits.

Adjusted Weighted Average Diluted Shares Outstanding

The weighted average of diluted outstanding shares is a calculation that incorporates any changes in the amount of outstanding shares over a reporting period. Diluted shares outstanding includes all shares that would be created upon conversion into shares. Convertible securities are all outstanding convertible preferred shares, convertible debentures, stock options (primarily employee-based) and warrants. Adjusted for stock splits.

Amortization of Deferred Policy Acquisition Costs

Typically used in the insurance industry, this is when a company defers the sales costs that are associated with acquiring a new customer over the term of the insurance contract.

Basic Earnings per Share

Basic earnings per share is the amount of a company's profit or loss for a reporting period that is available to the shares of its common stock that are outstanding during the reporting period. It is a useful measure of performance for companies with simplified capital structures.

Capitalized Lease Obligations Interest Expense

A capital lease is a contract entitling a renter to a temporary use of an asset, and such a lease has economic characteristics of asset ownership for accounting purposes. The capital lease requires a renter to add assets and liabilities associated with the lease if the rental contract meets specific requirements. Throughout the life of the capitalized lease obligation, the rental payments are allocated to interest expense and depreciation or amortization expense, reflecting the implied debt obligation and the use of the asset over time.

Cash Dividends to Common per Share

Dividend per share (DPS) is the sum of declared dividends issued by a company for every ordinary share outstanding. Dividend per share (DPS) is the total dividends paid out by a business, including interim dividends, divided by the number of outstanding ordinary shares issued. A company's DPS is usually derived using the dividend paid in the most recent quarter, which is also used to calculate the dividend yield.

Current and Future Benefits

Current and future benefits represent all amounts accrued for the current benefits due and what will become due in the future as the result of insurance written by the company.

Depletion Expense

Depletion is used to allocate the cost of extracting natural resources from the Earth and is the actual physical depletion of a natural resource by a company.

Deposits and Money Market Investments Interest Income

The money market is where financial instruments with high liquidity and very short maturities are traded. It is used by participants as a means for borrowing and lending in the short term, with maturities that usually range from overnight to just under a year. Among the most common money market instruments are eurodollar deposits, negotiable certificates of deposit (CDs), bankers acceptances, U.S. Treasury bills, commercial paper, municipal notes, federal funds and repurchase agreements (repos).

Deposits Interest Expense

Deposits interest expense includes all interest paid on deposits at the bank.

Diluted Earnings per Share

Diluted EPS is a performance metric used to gauge the quality of a company's earnings per share (EPS) if all convertible securities were exercised. Convertible securities are all outstanding convertible preferred shares, convertible debentures, stock options (primarily employee-based) and warrants.

Exploration Expense

Exploration expenses are direct expenses related to determining at size and value of a companies resource reserves. Typically a resource based company must explore their property to discover where to focus mining efforts and help investors understand the scope of reserves held by the company.

Extraordinary Income / (Loss), net

An extraordinary item consists of gains or losses included on a company's income statement from events, which are unusual and infrequent in nature. Extraordinary items are usually explained further in the notes to the financial statements, and they are the result of unforeseen and atypical events. Companies show an extraordinary item separately from their operating earnings, because it is typically recorded as a one-time charge or income, and it is not expected to recur in the future.

Federal Funds Purchased and Securities Sold Interest Expense

Federal funds, often referred to as fed funds, are excess reserves that commercial banks and other financial institutions deposit at regional Federal Reserve banks; these funds can be lent, then, to other market participants with insufficient cash on hand to meet their lending and reserve needs. The loans are unsecured and are made at a relatively low interest rate, called the federal funds rate or overnight rate, as that is the period for which most such loans are made.

Federal Funds Sold and Securities Borrowed Interest Income

Federal funds, often referred to as fed funds, are excess reserves that commercial banks and other financial institutions deposit at regional Federal Reserve banks; these funds can be lent, then, to other market participants with insufficient cash on hand to meet their lending and reserve needs. The loans are unsecured and are made at a relatively low interest rate, called the federal funds rate or overnight rate, as that is the period for which most such loans are made.

Impairment Charge

A specific reduction on a company's balance sheet that adjusts the value of a company's goodwill. Due to accounting rules, a company must monitor and test the value of its goodwill to determine if it is overvalued. If it is, the company must issue an impairment charge on its balance sheet, to take into account the reduced value of the goodwill.

Income Tax Expense

A tax expense is a liability owing to federal, state/provincial and municipal governments. Tax expenses are calculated by multiplying the appropriate tax rate of an individual or business by their income before taxes, after factoring in such variables as non-deductible items, tax assets and tax liabilities.

Insurance Policy Acquisition Costs

An acquisition cost, also referred to as the cost of acquisition, is the cost that a company recognizes on its books for property or equipment after adjusting for discounts, incentives, closing costs and other necessary expenditures but before sales taxes. Additionally, an acquisition cost can describe the costs accrued by a business in relation to the efforts involved in acquiring a new customer.

Investment Banking Income

Investment banking income is all revenue from the capital markets groups of financial institutions.

Investment Securities Interest Income

Investment securities are securities that are purchased in order to be held for investment. This is in contrast to securities that are purchased by a broker-dealer or other intermediary for resale. Banks often purchase marketable securities to hold in their portfolios.

Loans and Leases Interest Income

A lease is a contract outlining the terms under which one party agrees to rent property owned by another party. It guarantees the lessee, the tenant, use of an asset and guarantees the lessor, the property owner or landlord, regular payments from the lessee for a specified number of months or years. Both the lessee and the lessor face consequences if they fail to uphold the terms of the contract.

Long-Term Debt Interest Expense

Long term debt interest expense includes all interest on long term debt.

Marketing Expense

Marketing expenses are related to the companies advertisement of products offered by the financial institution.

Net Income / (Loss) Attributable to Common Shareholders

Earnings available for common stockholders equals net income minus preferred dividends. Net income, or profit, equals total revenue minus total expenses. Revenue is the money you earn selling products and services. Expenses are the costs you incur in the same period, such as rent, payroll, interest and income taxes.

Net Income / (Loss) Attributable to Noncontrolling Interest

Net Income to noncontrolling interests include all income allocated to the non controlling interest holders of the company.

Net Interest Income / (Expense)

Net interest income is the difference between total interest income and total interest expense.

Net Occupancy & Equipment Expense

Net occupancy expense is the total amount of expenses related to the rent and maintenance of office space and all equipment to support the company.

Net Realized & Unrealized Capital Gains on Investments

Capital gain is an increase in the value of a capital asset (investment or real estate) that gives it a higher worth than the purchase price. The gain is not realized until the asset is sold. A capital gain may be short-term (one year or less) or long-term (more than one year) and must be claimed on income taxes.

Operating Cost of Revenue

The cost of revenue is the total cost of manufacturing and delivering a product or service. Cost of revenue information is found in a company's income statement, and is designed to represent the direct costs associated with the goods and services the company provides. Cost of revenue is different from cost of goods sold (COGS) because it includes costs outside of production, such as distribution and marketing.

Operating Revenue

Operating revenue is revenue (sales) generated from a company's day-to-day business activities, which means revenue posted from selling the company s products and services. A retailer, for example, produces revenue through inventory sales, and a doctor derives revenue from consulting with patients. Operating revenue is important for a business to remain viable, because these sales are sustainable from one year to the next.

Other Adjustment to Net Income / (Loss) Attributable to Common Shareholders)

Other adjustments to net income to common includes any other allocations of net income to the company to other stakeholders whose claims are higher than those of the common shareholder.

Other Adjustments to Consolidated Net Income / (Loss)

Other adjustments to consolidated net income includes one off items below the Net income from continuing operations.

Other Cost of Revenue

Other cost of revenue is other costs or expenses incurred related to the sale of goods or service that are not considered part of the companies core operating activities.

Other Gains / (Losses), net

Other gains and losses are due to various events that require recognition of income or losses but are usually one off in nature.

Other Income / (Expense), net

Other income / (expense) includes all other nonoperating income and expenses. Non operating activities are generally anything outside the core operating activities of the company and may include income or loses related to financing activities or nonoperating investing activities.

Other Interest Expense

Other interest expense includes all interest not classified in other interest expense tags.

Other Interest Income

Other interest income includes all interest not classified in other interest income tags.

Other Non-Interest Income

Other Non-interest income is bank and creditor income derived primarily from fees including deposit and transaction fees, insufficient funds (NSF) fees, annual fees, monthly account service charges, inactivity fees, check and deposit slip fees, and so on. Institutions charge fees that provide non-interest income as a way of generating revenue and ensuring liquidity in the event of increased default rates. Credit card issuers also charge penalty fees, including late fees and over-the-limit fees.

Other Operating Expenses

Other operating expenses, also known as overhead expenses, is the amount which generally does not depend on sales or production quantities. These include, for example, marketing expenses, rent and utilities, office expenses, operating leases, IT (software services) and other fixed costs.

Other Revenue

Other revenue is revenue generated from various activities other than the companies core operations.

Other Service Charges

Includes all other service charges collected by the financial institution.

Other Special Charges

Other special charges are all other charges that are not considered impairment or restructuring, but are one-off in nature and not expected to continue forever.

Preferred Stock Dividends Declared

A preferred dividend is a dividend that is accrued and paid on a company's preferred shares. In the event that a company is unable to pay all dividends, claims to preferred dividends take precedence over claims to dividends that are paid on common shares. The main benefit of preferred stock is that it typically pays much higher dividend rates than common stock of the same company.

Premiums Earned

An earned premium is the amount of total premiums collected by an insurance company over a period that have been earned based on the ratio of the time passed on the policies to their effective life. This pro-rated amount of "paid in advance" premiums have been earned and now belong to the insurer.

Property & Liability Insurance Claims

Liability insurance is any insurance policy that protects an individual or business from the risk that they may be sued and held legally liable for something such as malpractice, injury or negligence.

Provision for Credit Losses

Loan loss provision is an expense set aside as an allowance for uncollected loans and loan payments. This provision is used to cover a number of factors associated with potential loan losses including bad loans, customer defaults and renegotiated terms of a loan that incur lower than previously estimated payments. Loan loss provisions are an adjustment to loan loss reserves and can also be known as valuation allowances.

Research & Development Expense

Research and development (R&D) describes activity or expense associated with the research and development of a company's goods or services. R&D expenses are a type of operating expense and can be deducted as such on a business tax return. This type of expense is incurred in the process of finding and creating new products or services.

Restructuring Charge

A restructuring charge is a one-time cost that must be paid by a company when it reorganizes. A restructuring charge might be incurred in the process of furloughing or laying off employees, closing manufacturing plants, shifting production to a new location or writing off assets. When a company restructures, it is usually experiencing significant problems and restructuring is an attempt to improve the business and recover financially.

Salaries and Employee Benefits

Represents the total amount paid to employees as part of their compensation, both current and deferred.

Selling, General & Admin Expense

Selling, general and administrative expenses (SG&A) are reported on the income statement as the sum of all direct and indirect selling expenses and all general and administrative expenses of a company. There are many factors that go into manufacturing a product, such as a warranty, and therefore SG&A expenses are deducted to generate a net income. SG&A expenses are also monitored to ensure proper cash flow is being managed.

Service Charges on Deposit Accounts

A service charge is a type of fee charged to cover services related to the primary product or service being purchased. For example, a concert venue may charge a service fee in addition to the initial price of a ticket in order to cover the cost of security or for allowing electronic purchases. Another example would be a fee for using the ATM of a competing bank.

Short-Term Borrowings Interest Expense

Short term borrowings interest expense includes all interest on short term debt.

Total Cost of Revenue

There total cost of revenue are all costs and expenses related to the production and sale of a companies goods and services.

Total Gross Profit

Gross profit is a company's total revenue (equivalent to total sales) minus the cost of goods sold. Gross profit is the profit a company makes after deducting the costs associated with making and selling its products, or the costs associated with providing its services.

Total Interest Expense

Interest expense on the income statement represents interest accrued during the period covered by the financial statements, and not the amount of interest paid over that period. While interest expense is tax-deductible for companies, in an individual's case, it depends on his or her jurisdiction and also on the loan's purpose.

Total Interest Income

Total interest income is the sum of all interest receive by the company during the period.

Total Non-Interest Expense

Noninterest expenses can include employee salaries and benefits, equipment and property leases, taxes, loan loss provisions and professional service fees. Companies will offset noninterest expenses by generating revenue through noninterest income.

Total Non-Interest Income

Non-interest income is bank and creditor income derived primarily from fees including deposit and transaction fees, insufficient funds (NSF) fees, annual fees, monthly account service charges, inactivity fees, check and deposit slip fees, and so on. Institutions charge fees that provide non-interest income as a way of generating revenue and ensuring liquidity in the event of increased default rates. Credit card issuers also charge penalty fees, including late fees and over-the-limit fees.

Total Operating Expenses

The total operating expenses are the sum of all operating expenses and charges.

Total Operating Income

The total operating income represents the income generated by the operations of the company, not including non operating income/(expense) nor income taxes.

Total Other Income / (Expense), net

Total other income / (expense) is the sum of interest income and nonoperating income /(expense) less interest expense. This represents the entire amount of nonoperating income / (expense) for the company.

Total Pre-Tax Income

The pre-tax income is the sum of total operating income and total nonoperating income for the company, before taxes.

Total Revenue

Revenue is the amount of money that a company actually receives during a specific period, including discounts and deductions for returned merchandise. It is the "top line" or "gross income" figure from which costs are subtracted to determine net income.

Trading Account Interest Income

A trading account is similar to a traditional bank account, holding cash and securities, and is administered by an investment dealer. The account is held at a financial institution and administered by an investment dealer that the account holder uses to employ a trading strategy rather than a buy-and-hold investment strategy.

Trust Fees by Commissions

Trust Fee income is all revenues from the administration of trusts for clients.

Weighted Average Basic Shares Outstanding

The weighted average of outstanding shares is a calculation that incorporates any changes in the amount of outstanding shares over a reporting period. It is an important number, as it is used to calculate key financial measures such as earnings per share (EPS) for the time period. The amount of shares outstanding in a company will often change due to a company issuing new shares, repurchasing and retiring existing shares, and other financial instruments such as employee options being converted into shares.

Weighted Average Diluted Shares Outstanding

The weighted average of diluted outstanding shares is a calculation that incorporates any changes in the amount of outstanding shares over a reporting period. Diluted shares outstanding includes all shares that would be created upon conversion into shares. Convertible securities are all outstanding convertible preferred shares, convertible debentures, stock options (primarily employee-based) and warrants.

Metric Description

Accounts Payable

Accounts payable (AP) is an accounting entry that represents an entity's obligation to pay off a short-term debt to its creditors. On many balance sheets, the accounts payable entry appears under the heading current liabilities. Another common usage of AP refers to a business department or division that is responsible for making payments owed by the company to suppliers and other creditors.

Accounts Receivable

Accounts receivable refers to the outstanding invoices a company has or the money the company is owed from its clients. The phrase refers to accounts a business has a right to receive because it has delivered a product or service. Receivables essentially represent a line of credit extended by a company and due within a relatively short time period, ranging from a few days to a year.

Accrued Expenses

An accrued expense is an accounting expense recognized in the books before it is paid for. It is a liability, and is usually current. These expenses are typically periodic and documented on a company's balance sheet due to the high probability that they will be collected.

Accrued Interest Payable

Accrued interest is the amount of loan interest that has already occurred, but has not yet been paid to the lender by the borrower. The accrued interest will be reported by the borrower as both. an expense on its income statement, and. a current liability on its balance sheet.

Accrued Investment Income

Accrued investment income includes interest or dividends earned but not yet received. Since it has been earned and the amounts are normally expected within a year, accrued investment income is considered a current asset and recorded on the company's balance sheet.

Accumulated Depreciation

Accumulated depreciation is the cumulative depreciation of an asset up to a single point in its life. An asset's carrying value on the balance sheet is the difference between its purchase price and accumulated depreciation. A company buys and holds an asset on the balance sheet until the salvage value matches the carrying value.

Accumulated Other Comprehensive Income / (Loss)

OCI represents all accumulated other comprehensive income of the company from the other comprehensive income statement.

Allowance for Loan and Lease Losses

The allowance for loan and lease losses is the accumulated expected loss the bank expects to realize on it's loan and lease portfolio, offset by actual write downs and charge offs.

Asset Retirement Reserve & Litigation Obligation

An accounting rule established by Financial Accounting Standards Board Rule No. 143 in June 2001 that requires public companies to recognize the fair value of retirement obligations for tangible, long-lived assets in order to make their balance sheets more accurate. This focus on the balance sheet represents a change from the income-statement approach many businesses previously used.

Bankers Acceptance Outstanding

Bankers' acceptance. A banker's acceptance, is a promised future payment, or time draft, which is accepted and guaranteed by a bank and drawn on a deposit at the bank. The banker's acceptance specifies the amount of money, the date, and the person to whom the payment is due.

Capital Lease Obligations

A capital lease is a contract entitling a renter to a temporary use of an asset, and such a lease has economic characteristics of asset ownership for accounting purposes. The capital lease requires a renter to add assets and liabilities associated with the lease if the rental contract meets specific requirements. In substance, a capital lease is considered a purchase of an asset, while an operating lease is handled as a true lease under generally accepted accounting principles (GAAP).

Cash & Equivalents

Cash and cash equivalents refer to the line item on the balance sheet that reports the value of a company's assets that are cash or can be converted into cash immediately. These include bank accounts, marketable securities, commercial paper, Treasury bills and short-term government bonds with a maturity date of three months or less. Marketable securities and money market holdings are considered cash equivalents because they are liquid and not subject to material fluctuations in value.

Claims and Claim Expense

Expenses of adjusting claims for example, allocated claim expenses; court costs, fees, and expenses of independent adjusters, lawyers, witnesses, and other expenses that can be charged to specific claims; and unallocated claim expenses that represent salaries and other overhead expenses that are incurred in adjusting ...

Commitments & Contingencies

Contingency is a potential negative event which may occur in the future such as a natural disaster, fraudulent activity or a terrorist attack. In finance, managers often attempt to identify and plan for any contingencies that they feel may occur with any significant likelihood. To mitigate risk, financial managers often err on the conservative side, assuming slightly worse-than-expected outcomes, and arranging a company's affairs so that it can weather negative outcomes with the least distress possible.

Common Stock

Common stock is a security that represents ownership in a corporation. Holders of common stock exercise control by electing a board of directors and voting on corporate policy. Common stockholders are on the bottom of the priority ladder for ownership structure; in the event of liquidation, common shareholders have rights to a company's assets only after bondholders, preferred shareholders and other debtholders are paid in full.

Current Deferred & Payable Income Tax Liabilities

Income tax payable is a type of account in the current liabilities section of a company's balance sheet comprised of taxes that must be paid to the government within one year. Income tax payable is calculated according to the prevailing tax law in the company's home country. The taxes are calculated on the company's net income according to its corporate tax rate; if a company is due to receive a tax benefit from its revenue agency, the amount of income tax payable will decrease.

Current Deferred & Refundable Income Taxes

Tax refunds are a return of excess amounts of income tax that a taxpayer has paid to the state or federal government throughout the past year.

Current Deferred Revenue

The current deferred revenue is the total amount of revenue to be realized over the coming year, where amounts have been prepaid, but the revenue had yet to be recognized.

Current Employee Benefit Liabilities

The current employee benefits liability is the amount to be paid to current or former employees in the coming year for benefits the employees have earned in prior periods.

Customer and Other Receivables

Customer and other receivables are amounts due to the bank from customers such as fees and dues that are owed to the bank.

Customer Deposits

The interest rate paid by financial institutions to deposit account holders. Deposit accounts include certificates of deposit, savings accounts and self-directed deposit retirement accounts.

Deferred Acquisition Cost

It describes the practice of deferring the cost of acquiring a new customer over the duration of the insurance contract. Insurance companies face large upfront costs incurred in issuing new business, such as commissions to sales agents, underwriting, bonus interest and other acquisition expenses.

Dividends Payable

A dividend is a distribution of a portion of a company's earnings, decided by the board of directors, to a class of its shareholders. Dividends can be issued as cash payments, as shares of stock, or other property

Employee Benefit Assets

Coverage earned by an employee on a pension plan, based on years of service with an employer. Accrued benefits may include vacation, sick or personal time off, or other related benefits. Employees who are laid off, retire or are fired must receive all unpaid accrued benefits.

Federal Funds Purchased and Securities Sold

Fed funds purchased are excess reserves sold into the federal funds market where excess deposits are lent to other banks in the federal funds market.

Federal Funds Sold

Federal funds sold are excess bank reserves lent in the federal funds market. When banks sell (lend) excess reserves in the fed funds market they acquire assets (fed funds sold) and lose a corresponding amount of reserves on their balance sheet. When banks borrow funds they gain reserves but they also gain a liability (fed funds purchased). These transactions are reversed when the borrowing bank returns the reserves to the selling bank.

Future Policy Benefits

Future policy benefits are the discounted sum of all future benefits paid out to customers who have bought insurance from the financial institution such as life insurance or other liability insurance where the firm is expected to pay out benefits to it's customers.

Goodwill

Goodwill is an intangible asset that arises as a result of the acquisition of one company by another for a premium value. The value of a company s brand name, solid customer base, good customer relations, good employee relations and any patents or proprietary technology represent goodwill. Goodwill is considered an intangible asset because it is not a physical asset like buildings or equipment. The goodwill account can be found in the assets portion of a company's balance sheet.

Intangible Assets

An intangible asset is an asset that is not physical in nature. Corporate intellectual property, including items such as patents, trademarks, copyrights and business methodologies, are intangible assets, as are goodwill and brand recognition.

Interest Bearing Deposits

a deposit of money with a financial institution that pays interest on the deposit

Interest Bearing Deposits at Other Banks

The interest bearing deposits at other banks include liquid amounts held at financial institutions where they generate interest income for the bank.

Inventories, net

Inventory is the raw materials, work-in-process products and finished goods that are considered to be the portion of a business's assets that are ready or will be ready for sale. Inventory represents one of the most important assets of a business because the turnover of inventory represents one of the primary sources of revenue generation and subsequent earnings for the company's shareholders.

Loans and Leases

Loans and leases are productive assets to the bank or financial institution in that they generate interest income for the bank and are held by the bank at fair value.

Loans and Leases, Net of Allowance

Net loans and leases is the net of productive loans and leases and the expected loss the bank expects to realize on their profiling

Loans Held for Sale

Loans originated with the intent of selling in the secondary market are classified as held-for-sale. Loans held-for-sale are carried at the lower of aggregate cost, net of deferred fees, deferred origination costs and effects of hedge accounting, or fair value.

Long-Term Debt

Long-term debt consists of loans and financial obligations lasting over one year. Long-term debt for a company would include any financing or leasing obligations that are to come due in a greater than 12-month period. Long-term debt also applies to governments: nations can also have long-term debt.

Long-Term Investments

A long-term investment is an account on the asset side of a company's balance sheet that represents the company's investments, including stocks, bonds, real estate and cash, that it intends to hold for more than a year. The long-term investment account differs largely from the short-term investment account in that the short-term investments will most likely be sold, whereas the long-term investments may never be sold.

Mortgage Servicing Rights

Mortgage servicing rights (MSR) refer to a contractual agreement where the right, or rights, to service an existing mortgage are sold by the original lender to another party who specializes in the various functions of servicing mortgages.

Non-Interest Bearing Deposits

The term "noninterest-bearing transaction account" includes a traditional checking account or demand deposit account on which the insured depository institution pays no interest.

Noncontrolling Interest

A non-controlling interest (NCI) is an ownership stake in a corporation, with the investors owning a minority interest and having less influence over how the company is managed. The majority of investor positions are deemed to be NCI, because the ownership stake is so insignificant relative to the total number of outstanding shares. For smaller companies, any ownership position that holds less than 50% of the outstanding voting shares is deemed to be an NCI.

Noncurrent Deferred & Payable Income Tax Liabilities

Noncurrent Income tax payable is a type of account in the noncurrent liabilities section of a company's balance sheet comprised of taxes that must be paid to the government later than one year. Income tax payable is calculated according to the prevailing tax law in the company's home country. The taxes are calculated on the company's net income according to its corporate tax rate; if a company is due to receive a tax benefit from its revenue agency, the amount of income tax payable will decrease.

Noncurrent Deferred & Refundable Income Taxes

Tax refunds are a return of excess amounts of income tax that a taxpayer has paid to the state or federal government throughout the past year.

Noncurrent Deferred Revenue

Deferred revenue, or unearned revenue, refers to advance payments for products or services that are to be delivered in the future. The recipient of such prepayment records unearned revenue as a liability on a balance sheet, because it refers to revenue that has not yet been earned, but represents products or services that are owed to a customer. As the product or service is delivered over time, it is recognized as revenue on the income statement.

Noncurrent Employee Benefit Liabilities

The noncurrent employee benefits liability is the amount to be paid to current or former employees in greater than one year for benefits the employees have earned in prior periods.

Noncurrent Note & Lease Receivables

Receivables is an asset designation applicable to all debts, unsettled transactions or other monetary obligations owed to a company by its debtors or customers. Receivables are recorded by a company's accountants and reported on the balance sheet, and they include all debts owed to the company, even if the debts are not currently due. Long-term receivables, which do not come due for a significant length of time, are recorded as long-term assets on the balance sheet; most short-term receivables are considered part of a company's current assets.

Note & Lease Receivable

Receivables is an asset designation applicable to all debts, unsettled transactions or other monetary obligations owed to a company by its debtors or customers. Receivables are recorded by a company's accountants and reported on the balance sheet, and they include all debts owed to the company, even if the debts are not currently due. Long-term receivables, which do not come due for a significant length of time, are recorded as long-term assets on the balance sheet; most short-term receivables are considered part of a company's current assets.

Other Assets

Other current assets (OCA) is a category of a firm's assets that does not include cash, securities, receivables, inventory and prepaid assets, and can be convertible into cash within one business cycle, which is usually one year.

Other Current Assets

Other current assets are all current assets of the business that do not fit into another category, but are operating in nature.

Other Current Liabilities

Other current liabilities are all current liabilities of the business that do not fit into another category, but are operating in nature.

Other Current Nonoperating Assets

Other current nonoperating assets are all current assets of the business that do not fit into another category and are nonoperating in nature

Other Current Nonoperating Liabilities

Other current nonoperating liabilities are all current liabilities of the business that do not fit into another category and are nonoperating in nature

Other Equity Adjustments

Other equity represents all other equity claims and adjustments such as warrants, stock options and more.

Other Long-Term Liabilities

Other long-term liabilities are a balance sheet item that lumps together obligations not due within 12 months. They are part of total liabilities, and the components of "other" long-term liabilities are deemed by the company to be not important enough to warrant identification of each amount individually on the balance sheet.

Other Noncurrent Nonoperating Assets

Other nom current nonoperating assets are all nom current assets of the business that do not fit into another category and are nonoperating in nature

Other Noncurrent Nonoperating Liabilities

Other noncurrent nonoperating liabilities are all noncurrent liabilities of the business that do not fit into another category and are nonoperating in nature

Other Noncurrent Operating Assets

Other non current assets are all non current assets of the business that do not fit into another category, but are operating in nature.

Other Noncurrent Operating Liabilities

Other noncurrent liabilities are all noncurrent liabilities of the business that do not fit into another category, but are operating in nature.

Other Short-Term Payables

Other short term payables are liabilities of the bank due to other parties of the firm.

Other Taxes Payable

Other taxes payable are any non income tax related tax amount that is due within the year. this may include sales tax, excise tax and others.

Participating Policy Holder Equity

The participating policy holder equity is the total fair value of amounts earned by customers due to various insurance and investments where the customer owns the assets but are still held by the bank and could be due to customers depending on the financial arrangement.

Plant, Property & Equipment, gross

Gross Property, plant and equipment (PP&E) is the total purchase price paid by the company for assets that are vital to business operations but cannot be easily liquidated, and depending on the nature of a company's business, the total value of PP&E can range from very low to extremely high compared to total assets.

Plant, Property, & Equipment, net

Property, plant and equipment (PP&E) is a company asset that is vital to business operations but cannot be easily liquidated, and depending on the nature of a company's business. The net PP&E accounts for the total accumulated depreciation to reflect a value of the assets to decline over their useful life.

Policy Holder Funds

Policyholders' funds represent customer deposits plus interest credited at contract rates. We control interest rate risk by investing in quality assets which have an aggregate duration that closely matches the expected duration of the liabilities.

Preferred Stock

A preferred stock is a class of ownership in a corporation that has a higher claim on its assets and earnings than common stock. Preferred shares generally have a dividend that must be paid out before dividends to common shareholders, and the shares usually do not carry voting rights.

Premises and Equipment, Net

Net premise and equipment are the productive real assets of the bank or financial institution such as offices and building, equipment an furniture. In addition, it also includes all productive real estate held by REITs and assets of financial institutions.

Prepaid Expenses

A prepaid expense is a type of asset that arises on a balance sheet as a result of business making payments for goods and services to be received in the near future. While prepaid expenses are initially recorded as assets, their value is expensed over time as the benefit is received onto the income statement, because unlike conventional expenses, the business will receive something of value in the near future.

Redeemable Noncontrolling Interest

A redeemable non-controlling interest (NCI) is an ownership stake in a corporation, with the investors owning a minority interest and having less influence over how the company is managed. The majority of investor positions are deemed to be NCI, because the ownership stake is so insignificant relative to the total number of outstanding shares. For smaller companies, any ownership position that holds less than 50% of the outstanding voting shares is deemed to be an NCI. Redeemable Temporary NCI reflects amounts that will be redeemed into another equity type within one year.

Restricted Cash

Restricted cash, in contrast to cash freely available for a company to spend or invest, refers to money that is held for a specific purpose and therefore not available to the company for immediate or general business use. Restricted cash appears as a separate item from the cash and equivalents listing on a company's balance sheet or other financial statement, and the reason for the cash being restricted is usually disclosed in the accompanying notes to financial statements. Cash is restricted for a number of possible reasons, such as equipment purchases, other capital investments or loan repayment.

Retained Earnings

Retained earnings refer to the percentage of net earnings not paid out as dividends, but retained by the company to be reinvested in its core business, or to pay debt. It is recorded under shareholders' equity on the balance sheet. The formula calculates retained earnings by adding net income to, or subtracting any net losses from, beginning retained earnings, and subtracting any dividends paid to shareholders.

Separate Account Business Assets

The separate account business assets are segregated assets that are held by the bank for clients due to the requirements of the policy.

Separate Account Business Liabilities

The separate account business liabilities are amounts due to customers whose assets are segregated from the firm their assets that are held by the bank for clients due to the requirements of the policy.

Short-Term Debt

Short-term debt is an account shown in the current liabilities portion of a company's balance sheet. This account is made up of any debt incurred by a company that is due within one year. The debt in this liabilities account is usually made up of short-term bank loans taken out by a company, among other types.

Short-Term Investments

Short-term investments are part of the account in the current assets section of a company's balance sheet. This account contains any investments that a company has made that is expected to be converted into cash within one year. For the most part, these accounts contain stocks and bonds that can be liquidated fairly quickly.

Time Deposits Placed and Other Short-Term Investments

A time deposit is an interest-bearing bank deposit account that has a specified date of maturity, such as a savings account or certificate of deposit (CD). The funds in these accounts must be held for a fixed term and include the understanding that the depositor can make a withdrawal only by giving notice.

Total Assets

Total assets are the sum of all current and noncurrent assets that a company owns. They are reported on the company balance sheet. The total asset figure is based on the purchase price of the listed assets, and not the fair market value.

Total Common Equity

Common Equity is the sum of all common equity line items.

Total Current Assets

Current assets are balance sheet accounts that represent the value of all assets that can reasonably expect to be converted into cash within one year. Current assets include cash and cash equivalents, accounts receivable, inventory, marketable securities, prepaid expenses and other liquid assets that can be readily converted to cash.

Total Current Liabilities

The total current liabilities is the sum of all liabilities of the company due in less than 1 year.

Total Equity & Noncontrolling Interests

Total equity and non controlling interests are the sum of preferred stock, common equity and non controlling interest.

Total Liabilities

Total liabilities are the total amounts due to all parties to the company including vendors, employees, bondholders, lenders and more.

Total Liabilities & Shareholders' Equity

Total liabilities and equity is the summation line item representing the sum of claims on the assets of the company by equity holders and those who the company owes.

Total Noncurrent Assets

Noncurrent assets are company long-term investments where the full value will not be realized within the accounting year. Examples of noncurrent assets include investments in other companies, intangible assets such as goodwill, brand recognition and intellectual property, and property, plant and equipment. Noncurrent assets appear on the company's balance sheet.

Total Noncurrent Liabilities

The total noncurrent liabilities is the sum of all liabilities of the company due in greater than 1 year.

Total Preferred & Common Equity

Total Equity is the sum of common equity plus preferred equity.

Trading Account Securities

Trading account assets refer to a separate account managed by banks that buy (underwriting) U.S. government securities and other securities for their own trading account or for resale at a profit to other banks and to the public, rather than for investment in the bank's own investment portfolio. Trading assets are segregated from the investment portfolio. They are recorded separately when acquired until they are disposed of or sold, and are then recorded at the price in effect when these securities are purchased or sold. Trading assets held for other banks are marked to market (adjusted to current market value) while held by a bank.

Treasury Stock

Treasury stock (treasury shares) are the portion of shares that a company keeps in its own treasury. Treasury stock may have come from a repurchase or buyback from shareholders, or it may have never been issued to the public in the first place. These shares don't pay dividends, have no voting rights and should not be included in shares outstanding calculations.

Unearned Premiums Asset

Unearned premium is the premium corresponding to the time period remaining on an insurance policy. Unearned premiums are proportionate to the unexpired portion of the insurance and appear as a liability on the insurer's balance sheet, since they would be paid back upon cancellation of the policy.

Unearned Premiums Liability

Unearned premium is the premium corresponding to the time period remaining on an insurance policy. Unearned premiums are proportionate to the unexpired portion of the insurance and appear as a liability on the insurer's balance sheet, since they would be paid back upon cancellation of the policy.

Metric Description

Acquisitions

An acquisition is a corporate action in which a company buys most, if not all, of another firm's ownership stakes to assume control of it. An acquisition occurs when a buying company obtains more than 50% ownership in a target company. As part of the exchange, the acquiring company often purchases the target company's stock and other assets, which allows the acquiring company to make decisions regarding the newly acquired assets without the approval of the target company s shareholders. Acquisitions can be paid for in cash, in the acquiring company's stock or a combination of both.

Amortization Expense

Amortization expense is the write-off of an intangible asset over its expected period of use, which reflects the consumption of the asset. This write-off results in the residual asset balance declining over time. The amount of this write-off appears in the income statement, usually within the "depreciation and amortization" line item.

Cash Income Taxes Paid

The total amount of cash income taxes paid by the company for the period.

Cash Interest Paid

The total amount of cash interest paid by the company for the period.

Cash Interest Received

The total amount of cash interest received by the company for the period.

Changes in Operating Assets and Liabilities, net

Increase or decrease in operating capital measures the change in items from the balance sheet to adjust net income for changes in operating capital such as net working capital.

Consolidated Net Income / (Loss)

Net income (NI) is a company's total earnings (or profit); net income is calculated by taking revenues and subtracting the costs of doing business such as depreciation, interest, taxes and other expenses. This number appears on a company's income statement and is an important measure of how profitable the company is over a period of time.

Depreciation Expense

Depreciation is an accounting method of allocating the cost of a tangible asset over its useful life. Businesses depreciate long-term assets for both tax and accounting purposes. For tax purposes, businesses can deduct the cost of the tangible assets they purchase as business expenses; however, businesses must depreciate these assets in accordance with IRS rules about how and when the deduction may be taken.

Divestitures

A divestiture is the partial or full disposal of a business unit through sale, exchange, closure or bankruptcy. A divestiture most commonly results from a management decision to cease operating a business unit because it is not part of a core competency. However, it may also occur if a business unit is deemed to be redundant after a merger or acquisition, if the disposal of a unit increases the resale value of the firm, or if a court requires the sale of a business unit to improve market competition.

Effect of Exchange Rate Changes

The price of a nation s currency in terms of another currency. An exchange rate thus has two components, the domestic currency and a foreign currency, and can be quoted either directly or indirectly. In a direct quotation, the price of a unit of foreign currency is expressed in terms of the domestic currency. In an indirect quotation, the price of a unit of domestic currency is expressed in terms of the foreign currency. An exchange rate that does not have the domestic currency as one of the two currency components is known as a cross currency, or cross rate.

Issuance of Common Equity

Issued shares are the authorized shares sold to and held by the shareholders of a company, regardless of whether they are insiders, institutional investors or the general public, as shown in the company s annual report. Issued shares include the stock a company sells publicly to generate capital and the stock given to insiders as part of their compensation packages. Unlike shares held as treasury stock, shares that have been retired are not included in this figure.

Issuance of Debt

A debt issue is a fixed corporate or government obligation, such as a bond or debenture. A debt issue is a financial obligation that allows the issuer to raise funds by promising to repay the lender at a certain point in the future and in accordance with the terms of the contract. Debt issues include notes, bonds, certificates, mortgages, leases or other agreements between the issuer (the borrower) and lender. Debt issues, such as bonds, are issued by corporations to raise money for certain projects or to expand into new markets; municipalities, states and U.S. and foreign governments issue debt to finance a variety of projects such as social programs or infrastructure plans.

Issuance of Preferred Equity

A preferred stock is a class of ownership in a corporation that has a higher claim on its assets and earnings than common stock. Preferred shares generally have a dividend that must be paid out before dividends to common shareholders, and the shares usually do not carry voting rights.

Loans Held for Sale, Net

Loans originated with the intent of selling in the secondary market are classified as held-for-sale. Loans held-for-sale are carried at the lower of aggregate cost, net of deferred fees, deferred origination costs and effects of hedge accounting, or fair value.

Net Cash From Continuing Financing Activities

Cash flow from continuing financing activities is an item on the cash flow statement that reports the aggregate change in a company's cash position resulting from any financing activity including the issuance and repurchase of equity, issuance and repayment of debt, payment of dividends and other financing activities.

Net Cash From Continuing Investing Activities

Cash flow from continuing investing activities is an item on the cash flow statement that reports the aggregate change in a company's cash position resulting from any gains (or losses) from investments in the financial markets and operating subsidiaries and changes resulting from amounts spent on investments in capital assets such as plant and equipment not including discontinued operations.

Net Cash From Continuing Operating Activities

Cash flow from operating activities (CFO) is an accounting item indicating the money a company brings in from ongoing, regular business activities, such as manufacturing and selling goods or providing a service. Cash flow from operating activities does not include long-term capital or investment costs. It does include earnings before interest and taxes plus depreciation minus taxes.

Net Cash From Discontinued Financing Activities

Cash flow from discontinued financing activities is an item on the cash flow statement that reports the aggregate change in financing activities by discontinued operations.

Net Cash From Discontinued Investing Activities

Cash flow from discontinued investing activities is an item on the cash flow statement that reports the aggregate change in investment activities by discontinued operations.

Net Cash From Discontinued Operating Activities

Net cash from discontinued operating activities reflects all cash flow from discontinued meet income and other non cash adjustments and changes in operating capital.

Net Cash From Financing Activities

A category in a company s cash flow statement that accounts for external activities that allow a firm to raise capital and repay investors, such as issuing cash dividends, adding or changing loans or issuing more stock. Cash flow from financing activities shows investors the company s financial strength. A company that frequently turns to new debt or equity for cash, for example, could have problems if the capital markets become less liquid.

Net Cash From Investing Activities

Cash flow from investing activities is an item on the cash flow statement that reports the aggregate change in a company's cash position resulting from any gains (or losses) from investments in the financial markets and operating subsidiaries and changes resulting from amounts spent on investments in capital assets such as plant and equipment.

Net Cash From Operating Activities

Cash flow from operating activities (CFO) is an accounting item indicating the money a company brings in from ongoing, regular business activities, such as manufacturing and selling goods or providing a service. Cash flow from operating activities does not include long-term capital or investment costs. It does include earnings before interest and taxes plus depreciation minus taxes.

Net Change in Cash & Equivalents

Cash and cash equivalents refer to the line item on the balance sheet that reports the value of a company's assets that are cash or can be converted into cash immediately. These include bank accounts, marketable securities, commercial paper, Treasury bills and short-term government bonds with a maturity date of three months or less. Marketable securities and money market holdings are considered cash equivalents because they are liquid and not subject to material fluctuations in value.

Net Change in Deposits

The net change in deposits are the increase or (decrease) in the deposits of customers with the bank or financial institution including both interest bearing deposits and non-interest bearing deposits.

Net Income / (Loss) Continuing Operations

Net income from continuing operations is a line item on the income statement that notes the after-tax earnings that a business has generated from its operational activities. Since one-time events and the results of discontinued operations are excluded, this measure is considered to be a prime indicator of the financial health of a firm s core activities. Continuing Operations refers to the tasks required to make a product or service and deliver it to a customer.

Net Income / (Loss) Discontinued Operations

A discontinued operation occurs when a segment or certain product line in a company's business has been sold, disposed of or abandoned and is subsequently reported on the company's income statement as income separate from continued operations. Because income from discontinued operations is listed separately on the income statement, investors are less likely to be misled as to the source of a company's profit. This is especially useful when companies merge, since parsing out which assets are being divested or folded up gives a clearer picture of how a company will make money in the future.

Net Increase in Fed Funds Sold

Federal funds sold and federal funds purchased consist of unsecured advances of excess balances in reserve accounts held at Federal Reserve banks. When the Company advances federal funds to a third party, it is selling its excess reserves. Similarly, when the Company receives federal funds, the Company is purchasing reserves from a third party. These interest-bearing transactions typically have an original maturity of one business day.

Non-Cash Adjustments to Reconcile Net Income

The first adjustments made to the net income balance involve non-cash transactions that have increased or decreased the amount of net income or loss reported by the entity during the financial reporting period. The most common non-cash transaction to be adjusted involves depreciation expense or amortization. Depreciation or amortization expense occurs when the value of an owned asset is reduced to reflect a write-down in the remaining useful life of that asset. Since no cash has been actually exchanged, the amount of depreciation or amortization expense must be added back to the amount of net income or loss reported by the entity.

Other Financing Activities, Net

Other financing activities are all amounts that are not classified by other line items in the financing activities section.

Other Investing Activities, net

Other investment activities are all amounts that are not classified by other line items in the investing activities section.

Other Net Changes in Cash

Represents all other adjustments to cash to reconcile change in cash.

Payment of Dividends

A cash dividend is money paid to stockholders, normally out of the corporation's current earnings or accumulated profits. Not all companies pay a dividend. Usually, the board of directors determines if a dividend is desirable for their particular company based upon various financial and economic factors.

Provision For Loan Losses

A loan loss provision is an expense set aside as an allowance for uncollected loans and loan payments. This provision is used to cover a number of factors associated with potential loan losses including bad loans, customer defaults and renegotiated terms of a loan that incur lower than previously estimated payments. Loan loss provisions are an adjustment to loan loss reserves and can also be known as valuation allowances.

Purchase of Investment Securities

The purchase of investment is the total amount paid by the company to accumulate new investments not held until the current period.

Purchase of Property, Leasehold Improvements and Equipment

Property, plant and equipment (PP&E) is a company asset that is vital to business operations but cannot be easily liquidated, and depending on the nature of a company's business, the total value of PP&E can range from very low to extremely high compared to total assets. International accounting standard 16 deals with the accounting treatment of PP&E. It is listed separately in most financial statements because it is treated differently in accounting statements, and improvements, replacements and betterments can pose accounting issues depending on how the costs are recorded.

Repayment of Debt

Repayment is the act of paying back money previously borrowed from a lender. Repayment usually takes the form of periodic payments that normally include part principal plus interest in each payment. Failure to keep up with repayments of debt can force a person to declare bankruptcy and severely affect his credit rating.

Repurchase of Common Equity

Stock repurchase may be viewed as an alternative to paying dividends in that it is another method of returning cash to investors. A stock repurchase occurs when a company asks stockholders to tender their shares for repurchase by the company. There are several reasons why a stock repurchase can increase value for stockholders. First, a repurchase can be used to restructure the company's capital structure without increasing the company's debt load. Additionally, rather than a company changing its dividend policy, it can offer value to its stockholders through stock repurchases, keeping in mind that capital gains taxes are lower than taxes on dividends.

Repurchase of Preferred Equity

Stock repurchase may be viewed as an alternative to paying dividends in that it is another method of returning cash to investors. A stock repurchase occurs when a company asks stockholders to tender their shares for repurchase by the company. There are several reasons why a stock repurchase can increase value for stockholders. First, a repurchase can be used to restructure the company's capital structure without increasing the company's debt load. Additionally, rather than a company changing its dividend policy, it can offer value to its stockholders through stock repurchases, keeping in mind that capital gains taxes are lower than taxes on dividends.

Sale and/or Maturity of Investments

The sale of investment are the total amount of proceeds from the sale or maturity of investments during the period.

Sale of Property, Leasehold Improvements and Equipment

The sale of PP&E is the amount received by the company from the sale of PP&E during the period.

Metric Description

Accounts Payable Turnover

The accounts payable turnover ratio is a short-term liquidity measure used to quantify the rate at which a company pays off its suppliers.The measure shows investors how many times per period the company pays its average payable amount. Accounts payable represents short-term debt obligations that a company must pay off.

Accounts Receivable Turnover

An accounting measure used to quantify a firm's effectiveness in extending credit and in collecting debts on that credit. The Accounts receivables turnover ratio is an activity ratio measuring how efficiently a firm uses its assets. In essence, the receivables turnover ratio indicates the efficiency with which a firm manages the credit it issues to customers and collects on that credit.

Altman Z-Score

The Altman Z-score is the output of a credit-strength test that gauges a publicly traded manufacturing company's likelihood of bankruptcy. The Altman Z-score is based on five financial ratios that can be calculated from data found on a company's annual 10K report. It uses profitability, leverage, liquidity, solvency and activity to predict whether a company has a high degree of probability of being insolvent. A score below 1.8 means the company is probably headed for bankruptcy, while companies with scores above 3 are not likely to go bankrupt. Investors can use Altman Z-scores to determine whether they should buy or sell a particular stock if they're concerned about the underlying company's financial strength. Investors may consider purchasing a stock if its Altman Z-Score value is closer to 3 and selling or shorting a stock if the value is closer to 1.8.

Asset Turnover

Asset turnover is the value of a companys sales or revenues generated relative to the value of its assets. The Asset Turnover can often be used as an indicator of the efficiency with which a company is deploying its assets in generating revenue. In general, the higher the asset turnover ratio, the better the company is performing, since higher ratios imply that the company is generating more revenue per dollar of assets.

Current Ratio

The current ratio is a liquidity ratio that measures a company's ability to pay short-term and long-term obligations. The current ratio is mainly used to give an idea of the company's ability to pay back its liabilities (debt and accounts payable) with its assets (cash, marketable securities, inventory, accounts receivable). As such, current ratio can be used to take a rough measurement of a companys financial health. The higher the current ratio, the more capable the company is of paying its obligations, as it has a larger proportion of asset value relative to the value of its liabilities.

Days Inventory Outstanding

The days sales of inventory value, or DSI, is a financial measure of a company's performance that gives investors an idea of how long it takes a company to turn its inventory (including goods that are a work in progress, if applicable) into sales. Generally, a lower (shorter) DSI is preferred, but it is important to note that the average DSI varies from one industry to another.

Days Payable Outstanding

Days payable outstanding (DPO) is a company's average payable period. Days payable outstanding tells how long it takes a company to pay its invoices from trade creditors, such as suppliers. DPO is typically looked at either quarterly or yearly.

Days Sales Outstanding

Days sales outstanding (DSO) is a measure of the average number of days that a company takes to collect revenue after a sale has been made. DSO is often determined on a monthly, quarterly or annual basis and can be calculated by dividing the amount of accounts receivable during a given period by the total value of credit sales during the same period, and multiplying the result by the number of days in the period measured.

Debt to EBITDA

Debt/EBITDA is a measure of a company's ability to pay off its incurred debt. The ratio gives the investor the approximate amount of time that would be needed to pay off all debt, ignoring the factors of interest, taxes, depreciation and amortization. Commonly used by credit rating agencies to assess a company's probability of defaulting on issued debt, a high Debt/EBITDA ratio suggests that a firm may not be able to service its debt in an appropriate manner and warrants a lowered credit rating.

Debt to Equity

Debt/Equity Ratio is a debt ratio used to measure a company's financial leverage, calculated by dividing a companys total liabilities by its stockholders' equity. The D/E ratio indicates how much debt a company is using to finance its assets relative to the amount of value represented in shareholders equity.

Debt to Total Capital

The debt-to-capital ratio is a measurement of a company's financial leverage. The debt-to-capital ratio is calculated by taking the company's debt, including both short- and long-term liabilities and dividing it by the total capital. Total capital is all debt plus shareholders' equity, which may include items such as common stock, preferred stock and minority interest.

Dividend Payout Ratio

The dividend payout ratio provides an indication of how much money a company is returning to shareholders, versus how much money it is keeping on hand to reinvest in growth, pay off debt or add to cash reserves. This latter portion is known as retained earnings.

Dividend Yield

A financial ratio that indicates how much a company pays out in dividends each year relative to its share price. Dividend yield is represented as a percentage and can be calculated by dividing the dollar value of dividends paid in a given year per share of stock held by the dollar value of one share of stock.

Earnings before Interest and Taxes

EBIT measures the profit a company generates from its operations, making it synonymous with "operating profit." By ignoring tax and interest expenses, it focuses solely on a company's ability to generate earnings from operations, ignoring variables such as the tax burden and capital structure. This focus makes EBIT an especially useful metric for certain applications.

Earnings before Interest, Taxes, Depreciation and Amortization

EBITDA stands for earnings before interest, taxes, depreciation and amortization. EBITDA is one indicator of a company's financial performance and is used as a proxy for the earning potential of a business, although doing so has its drawbacks. Further, EBITDA strips out the cost of debt capital and its tax effects by adding back interest and taxes to earnings.

Earnings Yield

Earnings yield are the earnings per share for the most recent 12-month period divided by the current market price per share. The earnings yield (which is the inverse of the P/E ratio) shows the percentage of each dollar invested in the stock that was earned by the company. The earnings yield is used by many investment managers to determine optimal asset allocations.

EBIT Growth

Annualized rate of EBIT (Earnings Before Interest and Taxes) growth over the trailing one-year period.

EBIT Margin

EBIT Margin is the ratio of Earnings before Interest and Taxes to net revenue - earned. It is a measure of a company's profitability on sales over a specific time period. Interpretation- This indicator gives information on a company's earnings ability.

EBIT Q/Q Growth

Quarter-over-quarter rate of EBIT growth, comparing the most recent quarter to the prior quarter.

EBIT to Interest Expense

EBIT to Interest Expense is a measurement of how much a company is earning (EBIT) over its interest payments or how easily a company can pay interest on outstanding debt. A ratio of three means that a company is making three times its interest payment expense.

EBITDA Growth

Annualized rate of EBITDA growth over the trailing one-year period. Measures how quickly a company is growing its earnings before interest, taxes, depreciation, and amortization.

EBITDA Margin

EBITDA margin is a measurement of a company's operating profitability as a percentage of its total revenue. EBITDA margin can provide an investor, business owner or financial professional with a clear view of a company's operating profitability and cash flow.

EBITDA Q/Q Growth

Quarter-over-quarter rate of EBITDA growth, comparing the most recent quarter to the prior quarter.

Effective Tax Rate

The effective tax rate is the average rate at which a corporation is taxed. The effective tax rate for a corporation is the average rate at which its pre-tax profits are taxed.

Enterprise Value

Enterprise Value, or EV for short, is a measure of a company's total value, often used as a more comprehensive alternative to equity market capitalization. The market capitalization of a company is simply its share price multiplied by the number of shares a company has outstanding.

Enterprise Value to EBIT

EV/EBIT is often used by analysts to quickly look at a company's valuation multiples. All things being equal, the lower this ratio is, the better.

Enterprise Value to EBITDA

This popular metric is widely used as a valuation tool, allowing investors to compare the value of a company, debt included, to the companys cash earnings less noncash expenses. It is ideal for analysts and potential investors looking to compare companies within the same industry. Typically, EV/EBITDA values below 10 are seen as healthy, but comparison of relative values among firms operating in the same industry is a good way for investors to determine companies with the healthiest EV/EBITDA within a specific sector.

Enterprise Value to Operating Cash Flow

Enterprise value to Operating cash flow is the ratio of the entire economic value of a company to the cash it produces. This metric calculates the number of years it would take to buy the entire business if it was able to use all the company's operating cash flow to buy all the outstanding stock and pay off all the outstanding debt. In other words, how long does it take the company to pay for itself?

Enterprise Value to Revenue

The enterprise-value-to-revenue is a measure of the value of a stock that compares a company's enterprise value to its revenue. EV/Rev is one of several fundamental indicators that investors use to determine whether a stock is priced well. The EV/Rev multiple is also often used to determine a company's valuation in the case of a potential acquisition.

EPS Growth

Earnings-per-share growth gives a good picture of the rate at which a company has grown its profitability per unit of equity. This figure represents the annualized rate of net-income-per-share growth over the trailing one-year period for the stocks held by a fund.

EPS Q/Q Growth

Quarter-over-quarter earnings-per-share growth, comparing diluted EPS in the most recent quarter to the prior quarter.

Financial Leverage

Financial leverage can be defined as the degree to which a company uses fixed-income securities, such as debt and preferred equity. With a high degree of financial leverage come high interest payments. As a result, the bottom-line earnings per share is negatively affected by interest payments. As interest payments increase as a result of increased financial leverage, EPS is driven lower.

Fixed Asset Turnover

Fixed-asset turnover is used by analysts to measure operating performance. It is a ratio of net sales to fixed assets. This ratio specifically measures how able a company is to generate net sales from fixed-asset investments, namely property, plant and equipment (PP&E). In general, a higher fixed-asset turnover indicates that a company has more effectively utilized investment in fixed assets to generate revenue.

Free Cash Flow Growth

Annualized rate of free cash flow to firm (FCFF) growth over the trailing one-year period.

Free Cash Flow Q/Q Growth

Quarter-over-quarter rate of free cash flow to firm (FCFF) growth, comparing the most recent quarter to the prior quarter.

Free Cash Flow to Firm

Free cash flow for the firm (FCFF) is a measure of financial performance that expresses the net amount of cash that is generated for a firm after expenses, taxes and changes in net working capital and investments are deducted. FCFF is essentially a measurement of a company's profitability after all expenses and reinvestments. It's one of the many benchmarks used to compare and analyze financial health.

Gross Margin

The gross margin represents the percent of total sales revenue that the company retains after incurring the direct costs associated with producing the goods and services it sells. The higher the percentage, the more the company retains on each dollar of sales, to service its other costs and debt obligations.

Inventory Turnover

Inventory turnover is a ratio showing how many times a company's inventory is sold and replaced over a period of time. The days in the period can then be divided by the inventory turnover formula to calculate the days it takes to sell the inventory on hand. It is calculated as sales divided by average inventory.

Invested Capital

Invested capital is the total amount of money raised by a company by issuing securities to shareholders and bondholders, and invested capital is calculated by adding the total debt and capital lease obligations to the amount of equity issued to investors.

Invested Capital Growth

Invested Capital growth is the increase in value of an asset or investment over time. Capital growth is measured on the basis of the current value of the asset or investment, in relation to the amount originally invested in it. Capital growth is one of the most fundamental investment objectives for investors. It generally connotes a higher appetite for risk as opposed to an income objective, which may denote lower risk tolerance.

Invested Capital Q/Q Growth

Quarter-over-quarter rate of invested capital growth, comparing the most recent quarter to the prior quarter.

Invested Capital Turnover

Invested capital is the total amount of money raised by a company by issuing securities to shareholders and bondholders, and invested capital is calculated by adding the total debt and capital lease obligations to the amount of equity issued to investors. Invested capital is not a line item in company's financial statement because debt, capital leases and stockholders equity are each listed separately in the balance sheet.

Leverage Ratio

Companies rely on a mixture of owners' equity and debt to finance their operations. A leverage ratio is any one of several financial measurements that look at how much capital comes in the form of debt (loans), or assesses the ability of a company to meet financial obligations.

Long-Term Debt to EBITDA

A high ratio of Long-Term debt to EBITDA reveals a company thats deep in debt. It will have a lower credit rating and be forced to offer higher yields on bonds. Generally, a ratio of 4 or higher is considered too high, though the benchmarks of specific industries should be weighed, as well. Most companies have a ratio higher than 1 (equal amounts debt and EBITDA). Some have higher EBITDA than debt, resulting in a ratio thats less than 1. The Long-Term debt to EBITDA ratio does not include the risks of excess cash or capital expenditures on a companys finances, so it should be used with caution when evaluating a company.

Long-Term Debt to Equity

The ratio is calculated by taking the company's long-term debt and dividing it by the book value of common equity. The greater a company's leverage, the higher the ratio. Generally, companies with higher ratios are thought to be more risky.

Long-Term Debt to Total Capital

The long-term debt to capitalization ratio is a ratio showing the financial leverage of a firm. A variation of the traditional debt-to-equity ratio, this value computes the proportion of a company's long-term debt compared to its available capital. By using this ratio, investors can identify the amount of leverage utilized by a specific company and compare it to others to help analyze the company's risk exposure as generally, companies that finance a greater portion of their capital via debt are considered riskier than those with lower leverage ratios.

Market Capitalization

Market capitalization refers the total dollar market value of a company's outstanding shares. The investment community uses this figure to determine a company's size, as opposed to using sales or total asset figures.

Net Debt

Net debt shows a business's overall financial situation by subtracting the total value of a company's liabilities and debts from the total value of its cash, cash equivalents and other liquid assets, a process called netting. All the information necessary to determine a company's net debt can be found on its balance sheet.

Net Debt to EBITDA

The net debt to earnings before interest depreciation and amortization (EBITDA) ratio is a measurement of leverage. The net debt to EBITDA ratio is a debt ratio that shows how many years it would take for a company to pay back its debt if net debt and EBITDA are held constant. If a company has more cash than debt, the ratio can be negative.

Net Income Growth

This figure represents the annualized rate of net-income growth over the trailing one-year period for the stocks held by a fund.Net-income growth gives a good picture of the rate at which companies have grown their profits. All things being equal, stocks with higher net-income growth rates are generally more desirable than those with slower net-income growth rates.

Net Income Q/Q Growth

Quarter-over-quarter rate of net income growth, comparing the most recent quarter to the prior quarter.

Net Non-Operating Expense

A non-operating expense is an expense incurred by a business that's unrelated to its core operations. The most common types of non-operating expenses relate to depreciation, amortization, interest charges or other costs of borrowing.

Net Non-Operating Expense Percent

A non-operating expense is an expense incurred by a business that's unrelated to its core operations. The most common types of non-operating expenses relate to depreciation, amortization, interest charges or other costs of borrowing. Accountants sometimes remove non-operating expenses or non-operating revenues in order to examine the performance of the business, ignoring effects of financing or other irrelevant issues.

Net Non-Operating Obligations

A non-operating expense is an expense incurred by a business that's unrelated to its core operations. The most common types of non-operating expenses relate to depreciation, amortization, interest charges or other costs of borrowing.

Net Operating Profit After Tax

Net operating profit after tax (NOPAT) is a company's potential cash earnings if its capitalization were unleveraged that is, if it had no debt. NOPAT is a more accurate look at operating efficiency for leveraged companies, and it does not include the tax savings many companies get because of existing debt.

Net Working Capital

Working capital, also known as net working capital, is the difference between a company’s current assets, like cash, accounts receivable (customers’ unpaid bills) and inventories of raw materials and finished goods, and its current liabilities, like accounts payable.

NOPAT Growth

Annualized rate of Net Operating Profit After Tax (NOPAT) growth over the trailing one-year period.

NOPAT Margin

This profitability ratio shows a companies ability to generate after-tax operating profit for every dollar of sales made.

NOPAT Q/Q Growth

Quarter-over-quarter rate of Net Operating Profit After Tax (NOPAT) growth, comparing the most recent quarter to the prior quarter.

Normalized NOPAT Margin

Normalized Net Operating Profit after Tax Margin are adjusted to remove the effects of seasonality, revenue and expenses that are unusual or one-time influences.

Operating Cash Flow Growth

Annualized rate of operating cash flow growth over the trailing one-year period.

Operating Cash Flow Q/Q Growth

Quarter-over-quarter rate of operating cash flow growth, comparing the most recent quarter to the prior quarter.

Operating Cash Flow to CapEx

Operating Cash flow to capital expenditures is a ratio that measures a company's ability to acquire long-term assets using free cash flow. The Operating cash flow to capital expenditures ratio will often fluctuate as businesses go through cycles of large and small capital expenditures. A higher ratio is indicative of a company with sufficient capital to fund operations.

Operating Expenses to Revenue

Operating Expenses to Revenue is a measure of what it costs to operate a piece of property compared to the income that the property brings in. The measure is very common in real estate analysis, whereby analysts are measuring the costs to operate a piece of property versus the income it generates.An investor should look for red flags such as higher maintenance expenses, operating income or utilities that may deter him from purchasing a specific property.

Operating Margin

Operating margin is a margin ratio used to measure a company's pricing strategy and operating efficiency. Operating margin is a measurement of what proportion of a company's revenue is left over after paying for variable costs of production such as wages, raw materials, etc.

Pre Tax Income Margin

Pretax profit margin is a company's earnings before tax as a percentage of total sales or revenues. The higher the pretax profit margin, the more profitable the company. The trend of the pretax profit margin is as important as the figure itself, since it provides an indication of which way the company's profitability is headed.

Price to Book Value

The price-to-book ratio (P/B Ratio) is a ratio used to compare a stock's market value to its book value. A lower P/B ratio could mean that the stock is undervalued. However, it could also mean that something is fundamentally wrong with the company. As with most ratios, be aware that this varies by industry. This ratio also gives some idea of whether you're paying too much for what would be left if the company went bankrupt immediately.

Price to Earnings

The price-earnings ratio (P/E Ratio) is the ratio for valuing a company that measures its current share price relative to its per-share earnings. The price-earnings ratio indicates the dollar amount an investor can expect to invest in a company in order to receive one dollar of that companys earnings. This is why the P/E is sometimes referred to as the multiple because it shows how much investors are willing to pay per dollar of earnings.

Price to Revenue

A valuation ratio that compares a companys stock price to its revenues. The price-to-revenue ratio is an indicator of the value placed on each dollar of a companys revenues. It can be calculated either by dividing the companys market capitalization by its total sales over a 12-month period, or on a per-share basis by dividing the stock price by sales per share for a 12-month period. Like all ratios, the price-to-sales ratio is most relevant when used to compare companies in the same sector. A low ratio may indicate possible undervaluation, while a ratio that is significantly above the average may suggest overvaluation.

Price to Tangible Book Value

The price to tangible book value (PTBV) is a valuation ratio expressing the price of a security compared to its hard, or tangible, book value as reported in the company's balance sheet. A stock's tangible book value per share represents the amount of money an investor would receive for each share if a company were to cease operations and liquidate all of its assets at the value recorded on the company's accounting books.

Profit (Net Income) Margin

Profit margin is part of a category of profitability ratios and it measures how much out of every dollar of sales a company actually keeps in earnings.

Quick Ratio

The quick ratio is an indicator of a companys short-term liquidity. The quick ratio measures a companys ability to meet its short-term obligations with its most liquid assets. The quick ratio is more conservative than the current ratio because it excludes inventories from current assets. The ratio derives its name presumably from the fact that assets such as cash and marketable securities are quick sources of cash.

R&D to Revenue

The Research & Development (R&D) Expense to Revenue ratio measures the percentage of sales that is allocated to R&D expenditures. It is not as effective when looking at companies in different industries because different industries place different values on R&D. Technology companies and pharmaceutical companies are more likely to have high R&D ratios.

Return on Assets

Return on assets (ROA) is an indicator of how profitable a company is relative to its total assets. ROA gives an idea as to how efficient management is at using its assets to generate earnings. ROA tells you what earnings were generated from invested capital (assets). ROA for public companies can vary substantially and will be highly dependent on the industry. This is why when using ROA as a comparative measure, it is best to compare it against a company's previous ROA numbers or the ROA of a similar company.

Return on Common Equity

Return on common equity is a measure of how well a company uses its investment dollars to generate profits. It tells common stock investors how effectively their capital is being reinvested. A company with high return on equity (ROE) is more successful in generating cash internally. Investors are always looking for companies with high and growing returns on common equity. However, not all high ROE companies make good investments. The better benchmark is to compare a companys return on common equity with its industry average. The higher the ratio, the better the company.

Return on Equity

Return on equity (ROE) is the amount of net income returned as a percentage of shareholders equity. Return on equity measures a corporation's profitability by revealing how much profit a company generates with the money shareholders have invested. The ROE is useful for comparing the profitability of a company to that of other firms in the same industry.

Return on Equity (Simple)

Return on equity (ROE_SIMPLE) is the amount of net income returned as a percentage of total equity. Return on equity measures a corporation's profitability by revealing how much profit a company generates with the money shareholders have invested. The ROE is useful for comparing the profitability of a company to that of other firms in the same industry.

Return on Invested Capital

ROIC is used to assess a company's efficiency at allocating the capital under its control to profitable investments. Return on invested capital gives a sense of how well a company is using its money to generate returns. Comparing a company's return on capital (ROIC) with its weighted average cost of capital (WACC) reveals whether invested capital is being used effectively.

Revenue Growth

Revenue growth illustrates sales increases/decreases over time. It is used to measure how fast a business is expanding. More valuable than a snapshot of revenue, revenue growth helps investors identify trends in order to gauge revenue growth over time.

Revenue Q/Q Growth

Quarterly revenue growth is an increase of a company's sales when compared to a previous quarter's revenue performance. The current quarter's sales figure can be compared on a year-over-year basis or sequentially. This helps to give analysts, investors and participants an idea of how much a company's sales are increasing over time.

Tangible Book Value per Share

A tangible book value per share is a method of valuing a company on a per-share basis by measuring its equity after removing any intangible assets. It focuses solely on the value of an organizations tangible assets. Once the value of the tangible assets is determined, that amount is divided by the number of shares currently outstanding.

Total Capital

Total capital usually refers to the sum of long-term debt and total shareholder equity; both of these items can be found on the company's balance sheet. This is one of the calculations that's traditionally used when determining a company's return on capital.

Total Debt

Total debt shows a business's overall financial situation by subtracting the total value of a company's liabilities and debts from the total value of its cash, cash equivalents and other liquid assets. All the information necessary to determine a company's net debt can be found on its balance sheet.

Total Depreciation and Amortization

Depreciation and amortization (D&A) are noncash expenses used in accrual accounting. Depreciation is a means of allocating the cost of a material asset over its useful life. Amortization is the deduction of capital expenses over a specified time period, typically the life of an asset.

Total Long-Term Debt

Long-term debt consists of loans and financial obligations lasting over one year. Long-term debt for a company would include any financing or leasing obligations that are to come due in a greater than 12-month period. Long-term debt also applies to governments: nations can also have long-term debt.

InputUnitDescription

Close

USD

Closing price

Open

USD

Open price

High

USD

Highest price

Low

USD

Lowest price

InputUnitDescription

Volume

Shares

Total volume traded

InputUnitDescription

Total Trades

Count

Total number of trades in the window

Total Block Trades

Count

Number of block trades (large institutional orders)

Trades on Ask Side

Count

Number of trades executed at the ask price

Trades on Bid Side

Count

Number of trades executed at the bid price

Avg Block Trade Size

Shares

Average size of block trades

Avg Block Trade Price

USD

Average price of block trades

Avg Trade Size

Shares

Average trade size in the window

InputUnitDescription

1-Month Performance

%

Percentage return over the last month vs fiscal calendar anchor

QTD Performance

%

Quarter-to-date percentage return vs fiscal calendar anchor

YTD Performance

%

Year-to-date percentage return vs fiscal calendar anchor

1-Year Performance

%

1-year percentage return vs fiscal calendar anchor

3-Year Performance

%

3-year percentage return vs fiscal calendar anchor

InputUnitDescription

Price Proximity Average

Z-Score

Rolling z-score normalized average proximity of trade price to ask. Higher = more aggressive buying.

Spread Diff Average

Z-Score

Rolling z-score normalized average bid-ask spread width.

Amihud Illiquidity

Z-Score

Rolling z-score normalized Amihud illiquidity ratio. Measures price impact per unit of volume.

Trade Impact Ratio

Z-Score

Rolling z-score normalized trade impact ratio. Isolates price impact of raw order frequency.

Block Trade Intensity

Z-Score

Rolling z-score normalized block trade intensity. Measures density of large institutional orders.

Parkinson Volatility

Z-Score

Rolling z-score normalized Parkinson volatility. Uses high/low to estimate intra-bar volatility.

Garman-Klass Volatility

Z-Score

Rolling z-score normalized Garman-Klass volatility. Uses OHLC for efficient intra-bar volatility.

Price Compression Score

Z-Score

Rolling z-score normalized body-to-range ratio. Near 0 = Doji/compression, near 1 = strong directional.

Information Density

Z-Score

Rolling z-score normalized trades per price tick. High = intense battle at a price level.

Participation Alignment

Z-Score

Rolling z-score normalized institutional conviction alignment. Aligns block trades with bar direction.

Aggression Factor

Z-Score

Rolling z-score normalized volume/trades ratio. High = large institutional trade sizes.

InputUnitDescription

Volume Adjusted Midpoint

Z-Score

Rolling z-score normalized VAMP. If VAMP > midpoint, book weight is pushing price up.

Ask Side Book Slope

Z-Score

Rolling z-score normalized ask book slope. Steep = thin liquidity, flat = deep liquidity.

Bid Side Book Slope

Z-Score

Rolling z-score normalized bid book slope. Steep = thin liquidity, flat = deep liquidity.

Book Pressure Gradient

Z-Score

Rolling z-score normalized net order book pressure from add/cancel/fill actions vs midpoint.

Bid Level 0 Relative Strength

Z-Score

Rolling z-score normalized strength of best bid vs rest of bid book.

Ask Level 0 Relative Strength

Z-Score

Rolling z-score normalized strength of best ask vs rest of ask book.

Order Flow Toxicity

Z-Score

Rolling z-score normalized order flow toxicity at level 0.

Ask Cancel-to-Fill Ratio

Z-Score

Rolling z-score normalized ask cancellations / ask fills at level 0.

Bid Cancel-to-Fill Ratio

Z-Score

Rolling z-score normalized bid cancellations / bid fills at level 0.

Bid Modification Velocity

Z-Score

Rolling z-score normalized bid modification count at level 0.

Ask Modification Velocity

Z-Score

Rolling z-score normalized ask modification count at level 0.

Fill-to-Cancel Ratio

Z-Score

Rolling z-score normalized fills / cancellations at level 0.

Cancel Crossover Ratio

Z-Score

Rolling z-score normalized bid cancels / ask cancels at level 0.

Shannon Entropy

Z-Score

Rolling z-score normalized Shannon entropy of order book actions at level 0.

InputUnitDescription

1M Perf Z (Market)

Z-Score

Cross-sectional z-score of 1-month performance vs full market

1M Perf Z (Sector)

Z-Score

Cross-sectional z-score of 1-month performance vs sector

1M Perf Z (Industry)

Z-Score

Cross-sectional z-score of 1-month performance vs industry

QTD Perf Z (Market)

Z-Score

Cross-sectional z-score of QTD performance vs full market

QTD Perf Z (Sector)

Z-Score

Cross-sectional z-score of QTD performance vs sector

QTD Perf Z (Industry)

Z-Score

Cross-sectional z-score of QTD performance vs industry

YTD Perf Z (Market)

Z-Score

Cross-sectional z-score of YTD performance vs full market

YTD Perf Z (Sector)

Z-Score

Cross-sectional z-score of YTD performance vs sector

YTD Perf Z (Industry)

Z-Score

Cross-sectional z-score of YTD performance vs industry

1Y Perf Z (Market)

Z-Score

Cross-sectional z-score of 1-year performance vs full market

1Y Perf Z (Sector)

Z-Score

Cross-sectional z-score of 1-year performance vs sector

1Y Perf Z (Industry)

Z-Score

Cross-sectional z-score of 1-year performance vs industry

3Y Perf Z (Market)

Z-Score

Cross-sectional z-score of 3-year performance vs full market

3Y Perf Z (Sector)

Z-Score

Cross-sectional z-score of 3-year performance vs sector

3Y Perf Z (Industry)

Z-Score

Cross-sectional z-score of 3-year performance vs industry

Aggression Factor Z (Market)

Z-Score

Cross-sectional z-score of aggression factor vs full market

Aggression Factor Z (Sector)

Z-Score

Cross-sectional z-score of aggression factor vs sector

Aggression Factor Z (Industry)

Z-Score

Cross-sectional z-score of aggression factor vs industry

Amihud Illiquidity Z (Market)

Z-Score

Cross-sectional z-score of amihud illiquidity vs full market

Amihud Illiquidity Z (Sector)

Z-Score

Cross-sectional z-score of amihud illiquidity vs sector

Amihud Illiquidity Z (Industry)

Z-Score

Cross-sectional z-score of amihud illiquidity vs industry

Parkinson Vol Z (Market)

Z-Score

Cross-sectional z-score of parkinson volatility vs full market

Parkinson Vol Z (Sector)

Z-Score

Cross-sectional z-score of parkinson volatility vs sector

Parkinson Vol Z (Industry)

Z-Score

Cross-sectional z-score of parkinson volatility vs industry

Garman-Klass Vol Z (Market)

Z-Score

Cross-sectional z-score of garman-klass volatility vs full market

Garman-Klass Vol Z (Sector)

Z-Score

Cross-sectional z-score of garman-klass volatility vs sector

Garman-Klass Vol Z (Industry)

Z-Score

Cross-sectional z-score of garman-klass volatility vs industry

Block Trade Intensity Z (Market)

Z-Score

Cross-sectional z-score of block trade intensity vs full market

Block Trade Intensity Z (Sector)

Z-Score

Cross-sectional z-score of block trade intensity vs sector

Block Trade Intensity Z (Industry)

Z-Score

Cross-sectional z-score of block trade intensity vs industry

Trade Impact Ratio Z (Market)

Z-Score

Cross-sectional z-score of trade impact ratio vs full market

Trade Impact Ratio Z (Sector)

Z-Score

Cross-sectional z-score of trade impact ratio vs sector

Trade Impact Ratio Z (Industry)

Z-Score

Cross-sectional z-score of trade impact ratio vs industry

Order Flow Toxicity Z (Market)

Z-Score

Cross-sectional z-score of order flow toxicity vs full market

Order Flow Toxicity Z (Sector)

Z-Score

Cross-sectional z-score of order flow toxicity vs sector

Order Flow Toxicity Z (Industry)

Z-Score

Cross-sectional z-score of order flow toxicity vs industry

Book Pressure Grad Z (Market)

Z-Score

Cross-sectional z-score of book pressure gradient vs full market

Book Pressure Grad Z (Sector)

Z-Score

Cross-sectional z-score of book pressure gradient vs sector

Book Pressure Grad Z (Industry)

Z-Score

Cross-sectional z-score of book pressure gradient vs industry

Shannon Entropy Z (Market)

Z-Score

Cross-sectional z-score of shannon entropy vs full market

Shannon Entropy Z (Sector)

Z-Score

Cross-sectional z-score of shannon entropy vs sector

Shannon Entropy Z (Industry)

Z-Score

Cross-sectional z-score of shannon entropy vs industry