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Fundamentals catalog
Company financials: statement lines as reported, ratios derived from them, market-price multiples on top of them, share structure, and short positioning.
Income statement
Income-statement lines as reported, EPS, and their growth rates.
| Column | Type | Description |
|---|---|---|
basic_earnings_per_share | numeric | Basic EPS for the most-recently reported quarter. Signed. |
benefits_costs_expenses | bigint | Benefits and post-employment costs line item, where reported. Mostly insurance / utility issuers. |
cost_of_revenue | bigint | Cost of goods sold for the quarter. |
costs_and_expenses | bigint | Total costs and expenses reported on the income statement (COGS + opex). |
diluted_eps_ttm | numeric | Trailing-12m diluted EPS. |
earnings_growth_yoy | numeric | Year-over-year EPS growth percent from the most recently reported quarter vs. the same quarter prior year. Signed; positive = growth. |
ebitda | bigint | Earnings before interest, taxes, depreciation, and amortization (TTM). |
eps | numeric | Earnings per share (trailing twelve months). |
gross_profit | bigint | `revenues − cost_of_revenue` for the quarter. |
gross_profit_ttm | bigint | Trailing-12m gross profit. |
income_loss_from_continuing_operations_after_tax | bigint | After-tax income from continuing operations for the quarter. |
income_loss_from_continuing_operations_before_tax | bigint | Pre-tax income from continuing operations for the quarter. |
income_tax_expense_benefit | bigint | Income tax expense (positive) or benefit (negative) for the quarter. |
income_tax_expense_benefit_deferred | bigint | Deferred portion of income tax. Rare line item. |
net_income_loss | bigint | Bottom-line net income/loss for the quarter. Signed. |
net_income_loss_attributable_to_noncontrolling_interest | bigint | Portion of net income attributable to minority owners of consolidated subsidiaries. Usually 0 for non-conglomerates. |
net_income_loss_attributable_to_parent | bigint | Net income attributable to the parent entity (excludes noncontrolling interest). |
net_income_loss_available_to_common_stockholders_basic | bigint | Net income available to common shareholders — numerator for basic EPS. |
nonoperating_income_loss | bigint | Non-operating income/loss (interest income, gains/losses on investments, etc.) for the quarter. Signed. |
operating_expenses | bigint | Sum of operating costs reported on the income statement for the quarter (excludes COGS). |
operating_income_loss | bigint | Operating income or loss for the quarter. Signed. |
research_and_development | bigint | R&D spend for the quarter. NULL for companies that don't report R&D as a line item. |
revenue_growth_yoy | numeric | Year-over-year revenue growth: most-recent quarter vs same quarter prior year. Signed; positive = growth. |
revenue_growth_yoy_quarterly | numeric | YoY quarterly revenue growth. Signed. |
revenue_per_share_ttm | numeric | Trailing-12m revenue divided by diluted shares outstanding. USD per share. |
revenue_ttm | bigint | Trailing-twelve-month revenue. |
revenues | bigint | Total revenue for the most-recently reported quarter, from filed income statements. |
selling_general_and_administrative_expenses | bigint | SG&A for the quarter. |
wages | bigint | Wages and salaries line item, where reported. Rare — most companies fold this into SG&A. |
Balance sheet
Balance-sheet lines as reported.
| Column | Type | Description |
|---|---|---|
accounts_payable | bigint | Trade payables to suppliers as of the quarter end. |
assets | bigint | Total assets on the balance sheet as of the most recently reported quarter. |
book_value | numeric | Trailing-12m book value per share. Computed from `equity_attributable_to_parent / diluted_average_shares`. |
cash_on_hand | bigint | Cash plus cash equivalents — the most-liquid balance-sheet line. |
current_assets | bigint | Assets expected to be converted to cash or used up within 12 months. |
current_liabilities | bigint | Liabilities due within 12 months — accounts payable, short-term debt, accrued expenses. |
equity | bigint | Total shareholders' equity. |
equity_attributable_to_noncontrolling_interest | bigint | Equity attributable to minority shareholders of consolidated subsidiaries. Usually 0 for non-conglomerates. |
equity_attributable_to_parent | bigint | Equity attributable to the parent entity's shareholders (excludes minority interest). |
fixed_assets | bigint | Property, plant, and equipment (PP&E), net of accumulated depreciation. |
inventory | bigint | Inventory on hand. NULL for service and financial companies that don't carry inventory. |
liabilities | bigint | Total liabilities on the balance sheet. |
liabilities_and_equity | bigint | Total liabilities + total equity. Should equal `assets` (balance-sheet identity). Documented for completeness — useful as a sanity check rather than a scan target. |
long_term_debt | bigint | Long-term debt obligations. Often NULL because issuers fold this into `noncurrent_liabilities` instead of breaking it out. |
noncurrent_assets | bigint | Long-lived assets — property, plant, equipment, intangibles, long-term investments. |
noncurrent_liabilities | bigint | Liabilities due beyond 12 months — long-term debt, deferred taxes, pension obligations. |
other_current_assets | bigint | Current assets not separately broken out (prepaid expenses, short-term receivables, etc.). |
other_current_liabilities | bigint | Current liabilities not separately broken out. |
other_noncurrent_assets | bigint | Non-current assets not separately broken out (intangibles, deferred tax assets, etc.). |
Cash flow
Cash-flow-statement lines and free cash flow.
| Column | Type | Description |
|---|---|---|
free_cash_flow | bigint | Operating cash flow minus capital expenditures. Cash the business generates above what it needs to maintain operations. |
net_cash_flow | bigint | Sum of operating + investing + financing cash flow — period change in cash. |
net_cash_flow_continuing | bigint | Total cash flow excluding discontinued operations. Rare line item — populated only for companies in active discontinued-ops winddown. |
net_cash_flow_from_financing_activities | bigint | Net cash from financing (debt, dividends, buybacks). |
net_cash_flow_from_financing_activities_continuing | bigint | Financing cash flow excluding discontinued operations. |
net_cash_flow_from_investing_activities | bigint | Net cash from investing activities (capex, acquisitions). Negative for net spend. |
net_cash_flow_from_investing_activities_continuing | bigint | Investing cash flow excluding discontinued operations. |
net_cash_flow_from_operating_activities | bigint | Net cash from operations for the quarter. |
net_cash_flow_from_operating_activities_continuing | bigint | Same as `net_cash_flow_from_operating_activities` but excludes discontinued operations. |
Margins & ratios
Ratios computed entirely from statement lines — margins, returns, liquidity, leverage. No market price in the formula.
| Column | Type | Description |
|---|---|---|
current_ratio | numeric | Current assets ÷ current liabilities. Short-term liquidity. >1 = able to cover short-term obligations from current assets. |
debt_to_equity | numeric | Total debt divided by total shareholders' equity. Common leverage ratio; lower = less leveraged. |
gross_margin | numeric | `gross_profit / revenues` for the quarter. |
operating_margin | numeric | `operating_income_loss / revenues` for the quarter. |
operating_margin_ttm | numeric | Trailing-12m operating margin. |
profit_margin | numeric | Net income ÷ revenue. Quarterly. |
profit_margin_ttm | numeric | Trailing-12m profit margin. |
quick_ratio | numeric | (Current assets − inventory) ÷ current liabilities. Stricter liquidity — assumes inventory isn't quickly convertible. |
return_on_assets | numeric | Net income ÷ total assets. Quarterly figure. |
return_on_assets_ttm | numeric | Trailing-12m return on assets. |
return_on_equity | numeric | Net income ÷ shareholders' equity. Quarterly figure. |
return_on_equity_ttm | numeric | Trailing-12m return on equity. |
high_margin | state | Trailing-twelve-month profit margin is above 20%.profit_margin_ttm > 0.20 |
profitable | classification | Most-recently-reported quarter had positive net income.net_income_loss > 0 |
Valuation
Metrics crossing market price with financials — cap, EV, multiples, yield, beta — plus the size/style tags they own (cap tiers, beta tags, value_stock).
| Column | Type | Description |
|---|---|---|
beta | numeric | Trailing beta vs SPY. Null for issuers with insufficient price history. |
cap_class | text | Market-capitalization tier. One of `nano` (<$50M), `micro` ($50M–$300M), `small` ($300M–$2B), `mid` ($2B–$10B), `large` ($10B–$200B), `mega` (≥$200B), or `unknown` when `market_cap` is null. Updates daily post-close as `market_cap` moves. Preferred over the legacy `nano_cap/micro_cap/small_cap/mid_cap/large_cap/mega_cap` boolean columns (which remain in sync as backward-compat shortcuts). |
dividend_yield | numeric | Forward dividend yield as a fraction (0.025 = 2.5%). Null for non-payers. |
enterprise_value | bigint | Market cap + total debt − cash. |
ev_to_ebitda | numeric | `enterprise_value` ÷ `ebitda`. Capital-structure-neutral profitability multiple. |
ev_to_sales | numeric | `enterprise_value` ÷ `revenue_ttm`. Capital-structure-neutral revenue multiple. |
forward_pe | numeric | Forward price-to-earnings ratio using next-12m consensus EPS. Lower = cheaper on forward basis. |
market_cap | bigint | Market capitalization. Updated daily; intraday change derived from `price` × `shares_outstanding`. |
pe_ratio | numeric | Price-to-earnings ratio (trailing twelve months). Null for unprofitable issuers. |
peg_ratio | numeric | PE ratio divided by EPS growth rate. Sparsely populated — PEG is only computed for tickers with positive earnings growth and analyst coverage. |
price_to_book | numeric | Current price ÷ `book_value`. Common value-investing metric. |
price_to_cash_flow | numeric | Current price ÷ operating cash flow per share. Less manipulable than P/E. |
price_to_free_cash_flow | numeric | Current price ÷ `free_cash_flow` per share. Strictest cash-based valuation. |
price_to_sales | numeric | Current price ÷ `revenue_per_share_ttm`. Often used when companies have no earnings. |
high_beta | classification | Beta above 1.5: moves more than the market.beta > 2.0. |
high_dividend_yield | classification | Dividend yield above 4%.dividend_yield >= 0.04. |
large_cap | classification | Market cap between $10B and $200B.market_cap >= 10B AND market_cap < 200B. |
low_beta | state | Beta below 0.5 — moves much less than the market.beta < 0.5 |
mega_cap | classification | Market cap above $200B.market_cap >= 200B. |
micro_cap | state | Market cap between $50M and $300M.50e6 ≤ market_cap < 300e6 |
mid_cap | classification | Market cap between $2B and $10B.market_cap >= 2B AND market_cap < 10B. |
nano_cap | state | Market cap below $50M.market_cap < 50e6 |
small_cap | classification | Market cap between $300M and $2B.market_cap >= 300M AND market_cap < 2B. |
value_stock | classification | Trades at a value-style P/E.pe_ratio > 0 AND pe_ratio < 15. |
Short interest
Short positioning: readings, ratios, days-to-cover, and their flags.
| Column | Type | Description |
|---|---|---|
days_to_cover | numeric | Short interest divided by 30-day average daily volume. Trader’s "how many days of normal trading to cover all shorts" measure. |
short_interest | bigint | Raw shares-shorted count as last reported (FINRA bi-monthly). Pair with `short_interest_settlement_date` (profile.ts) for the as-of date. |
short_interest_settlement_date | date | Settlement date of the most recent short-interest report. |
short_percent_of_float | numeric | Short interest as a fraction of the free float. 0.10 = 10% of float is short. |
short_volume_ratio | numeric | Share of the day's volume executed as short sales (0–1). |
high_short_interest | state | More than 20% of the float is sold short.short_percent_of_float > 20 |
short_volume_spike | state | More than 60% of the day's volume was executed as short sales.short_volume_ratio > 0.60 |