Financial Data & Derived Metrics

Quarterly and annual financial data for publicly traded companies across global exchanges (US, Europe, Canada, Asia, and more). Use these fields as backtest conditions or display them in charts and tables.

Derived Metrics

Calculated by combining properties from the endpoints below. These are computed automatically when you use them in a strategy.

Profitability

Metric	Description	Unit
Gross Margin	Percentage of revenue remaining after cost of goods sold (grossProfit / revenue)	%
Operating Margin	Percentage of revenue remaining after operating expenses (operatingIncome / revenue)	%
Net Margin	Percentage of revenue that becomes profit after all expenses (netIncome / revenue)	%
EBITDA Margin	Earnings before interest, taxes, depreciation & amortization as % of revenue	%
Free Cash Flow Margin	Free cash flow as a percentage of revenue — how much cash the business generates per dollar of sales	%
ROE	Return on equity — profit generated per dollar of shareholder equity	%
ROA	Return on assets — how efficiently assets generate profit	%
ROIC	Return on invested capital — profit relative to total debt + equity	%
ROCE	Return on capital employed — operating income relative to long-term capital deployed	%

Valuation

Metric	Description	Unit
P/E Ratio	Price per share divided by earnings per share — how much investors pay per $1 of earnings	multiple (x)
Forward P/E	Price divided by estimated future earnings — valuation based on analyst forecasts	multiple (x)
PEG Ratio	P/E divided by earnings growth rate — adjusts valuation for growth speed	multiple (x)
P/S Ratio	Market cap divided by revenue — useful for unprofitable growth companies	multiple (x)
P/B Ratio	Price relative to book value — measures premium over accounting net worth	multiple (x)
P/FCF Ratio	Market cap divided by free cash flow — how much you pay per dollar of cash generated	multiple (x)
EV/Revenue	Enterprise value relative to sales — includes debt in the valuation	multiple (x)
EV/EBITDA	Enterprise value relative to operating earnings — the most common acquisition multiple	multiple (x)
EV/FCF	Enterprise value relative to free cash flow	multiple (x)
Earnings Yield	Earnings per share divided by price — inverse of P/E, comparable to bond yields	%
FCF Yield	Free cash flow per share divided by price — cash return on stock price	%
Dividend Yield	Annual dividend divided by price — income return to shareholders	%

Leverage & Solvency

Metric	Description	Unit
Debt-to-Equity	Total debt relative to shareholder equity — how leveraged the company is	ratio
Debt-to-Assets	Total debt as a proportion of total assets	ratio
Debt-to-EBITDA	How many years of earnings it would take to pay off all debt	multiple (x)
Net Debt-to-EBITDA	Same as above but subtracts cash on hand from debt	multiple (x)
Interest Coverage	Operating income divided by interest expense — ability to service debt payments	multiple (x)
Equity Multiplier	Total assets divided by equity — measures financial leverage	multiple (x)

Liquidity

Metric	Description	Unit
Current Ratio	Current assets divided by current liabilities — ability to pay short-term bills	ratio
Quick Ratio	Liquid assets (cash + investments + receivables) divided by current liabilities — excludes inventory	ratio
Cash Ratio	Cash only divided by current liabilities — most conservative liquidity test	ratio
Working Capital	Current assets minus current liabilities — net short-term financial cushion	$

Efficiency

Metric	Description	Unit
Asset Turnover	Revenue generated per dollar of assets — measures asset utilization	multiple (x)
Inventory Turnover	How many times inventory is sold and replaced per year	multiple (x)
Receivables Turnover	How quickly customers pay their bills	multiple (x)
Days Sales Outstanding	Average days to collect payment from customers (365 / receivables turnover)	days
Days Inventory Outstanding	Average days inventory sits before being sold (365 / inventory turnover)	days
Cash Conversion Cycle	Days from paying suppliers to collecting from customers (DSO + DIO - DPO)	days

Growth (YoY)

Metric	Description	Unit
Revenue Growth	Year-over-year percentage change in revenue	%
Earnings Growth	Year-over-year percentage change in net income	%
EPS Growth	Year-over-year percentage change in earnings per share	%
EBITDA Growth	Year-over-year percentage change in EBITDA	%
FCF Growth	Year-over-year percentage change in free cash flow	%

Cash Flow Quality

Metric	Description	Unit
Cash Flow to Net Income	Operating cash flow divided by net income — above 1.0 means earnings are backed by real cash	ratio
FCF to Net Income	Free cash flow divided by net income — how much profit converts to usable cash	ratio
Capex to Revenue	Capital expenditure as a percentage of revenue — how capital-intensive the business is	ratio (0-1)
FCF Conversion	Free cash flow divided by EBITDA — efficiency of converting earnings to cash	ratio (0-1)

Income Statement

Revenue, expenses, and profitability. Available quarterly and annually.

Property	Description	Unit
Revenue	Total sales from goods and services	$
Cost Of Revenue	Direct costs of producing goods/services sold	$
Gross Profit	Revenue minus cost of revenue	$
Gross Profit Ratio	Gross profit as a fraction of revenue	ratio (0-1)
R&D Expenses	Spending on research and development	$
SG&A Expenses	Selling, general, and administrative overhead	$
Operating Expenses	Total operating costs excluding cost of revenue	$
Interest Income	Income earned from cash/investments	$
Interest Expense	Cost of servicing debt	$
Depreciation & Amortization	Non-cash expense spreading asset costs over time	$
EBITDA	Earnings before interest, taxes, depreciation & amortization	$
Operating Income	Profit from core business operations	$
Income Before Tax	Profit before income taxes	$
Income Tax Expense	Taxes paid on income	$
Net Income	Bottom-line profit after all expenses and taxes	$
EPS	Earnings per share (basic)	$/share
EPS Diluted	Earnings per share including stock options/convertibles	$/share
Shares Outstanding	Total basic shares	shares
Shares Outstanding Diluted	Total diluted shares	shares

Show me Tesla's revenue, gross profit, and net income for the last 5 years

Balance Sheet

Assets, liabilities, and equity. A snapshot of the company's financial position.

Property	Description	Unit
Cash & Equivalents	Cash and short-term liquid assets	$
Short Term Investments	Marketable securities maturing within a year	$
Net Receivables	Money owed by customers	$
Inventory	Goods held for sale	$
Total Current Assets	All assets convertible to cash within a year	$
Property Plant & Equipment	Physical long-term assets (net of depreciation)	$
Goodwill	Premium paid in acquisitions above book value	$
Total Assets	Everything the company owns	$
Total Current Liabilities	All debts due within a year	$
Long Term Debt	Debt maturing beyond one year	$
Total Liabilities	Everything the company owes	$
Retained Earnings	Cumulative profits kept in the business (not paid as dividends)	$
Total Stockholders Equity	Net worth — assets minus liabilities	$
Total Debt	Short-term + long-term debt combined	$
Net Debt	Total debt minus cash — true debt burden	$

How much cash, total debt, and shareholders' equity does NVDA have over the last 5 years?

Cash Flow

How cash moves in and out of the business. Outflows are negative.

Property	Description	Unit
Operating Cash Flow	Cash generated from core business operations	$
Capital Expenditure	Spending on property, equipment, and infrastructure (negative)	$
Free Cash Flow	Operating cash flow minus capex — cash available for shareholders	$
Depreciation & Amortization	Non-cash add-back from asset depreciation	$
Stock Based Compensation	Non-cash expense for employee equity grants	$
Change In Working Capital	Net change in short-term assets/liabilities	$
Dividends Paid	Cash returned to shareholders as dividends (negative)	$
Common Stock Repurchased	Cash spent buying back shares (negative)	$
Debt Repayment	Principal payments on debt (negative)	$
Net Change In Cash	Total cash increase/decrease for the period	$

Show me Apple's operating cash flow, capital expenditure, and free cash flow for the last 5 years

Key Metrics

Pre-computed per-share values, valuation multiples, and efficiency ratios. Available quarterly and annually.

Property	Description	Unit
Revenue Per Share	Total revenue divided by shares outstanding	$/share
Book Value Per Share	Shareholder equity divided by shares — net worth per share	$/share
Free Cash Flow Per Share	Free cash flow divided by shares	$/share
Market Cap	Total market value of all shares (price × shares)	$
Enterprise Value	Market cap + debt - cash — total acquisition cost	$
P/E Ratio	Price per share / earnings per share	multiple (x)
EV/EBITDA	Enterprise value / EBITDA — common acquisition multiple	multiple (x)
Earnings Yield	EPS / price — comparable to bond yields	%
FCF Yield	Free cash flow per share / price	%
Dividend Yield	Annual dividend / price	%
Debt To Equity	Total debt / shareholder equity	ratio
Current Ratio	Current assets / current liabilities	ratio
Interest Coverage	Operating income / interest expense	multiple (x)
ROIC	Return on invested capital	%
ROE	Return on equity	%
Graham Number	Intrinsic value estimate from Benjamin Graham's formula	$/share
Days Sales Outstanding	Average days to collect receivables	days
Inventory Turnover	Times inventory sold per year	multiple (x)

What are MSFT's return on equity, ROIC, and free cash flow yield over the last 5 years?

Ratios

Margins, returns, leverage, and valuation ratios — all pre-computed per period.

Property	Description	Unit
Gross Profit Margin	Gross profit as fraction of revenue	ratio (0-1)
Operating Profit Margin	Operating income as fraction of revenue	ratio (0-1)
Net Profit Margin	Net income as fraction of revenue	ratio (0-1)
Return On Assets	Net income relative to total assets	ratio (0-1)
Return On Equity	Net income relative to shareholder equity	ratio (0-1)
Return On Capital Employed	Operating income relative to capital employed	ratio (0-1)
Debt Equity Ratio	Total debt divided by equity	ratio
Interest Coverage	Operating income divided by interest expense	multiple (x)
Asset Turnover	Revenue divided by total assets	multiple (x)
Inventory Turnover	Cost of revenue divided by inventory	multiple (x)
Cash Conversion Cycle	Operating cycle minus days payable — days to convert inventory to cash	days
Price Earnings Ratio	Stock price relative to earnings per share	multiple (x)
Price To Sales Ratio	Market cap relative to revenue	multiple (x)
Price To Free Cash Flows Ratio	Market cap relative to free cash flow	multiple (x)
Dividend Yield	Annual dividend relative to price	ratio (0-1)
Enterprise Value Multiple	EV relative to EBITDA	multiple (x)
Price Fair Value	Price relative to estimated fair value	ratio

Show me AMD's gross margin, operating margin, and net margin over the last 5 years

Timing: financials become visible on their filing date

A quarter ends weeks before its numbers are public — Apple's December quarter closes in late December, but the 10-Q reaches the SEC around the start of February. Backtests use the filing date, not the period-end date, so a strategy cannot trade on an earnings report before it existed. That filing is also the announcement that moves the price, which is exactly why the distinction matters.

Economic indicators (CPI, unemployment, GDP) work differently — that data carries no release date, so it is dated by the period it measures and appears earlier in a backtest than it did in reality. See Market Data for details.

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