Valuation Ratios and Growth History

Finance
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Quarterly Data

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Updated Daily

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> Dec 2009

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Russell 3000

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United States

Summary

Year over year, 3-year and 5-year growth statistics and profit margins for publicly traded companies in the US equity markets

This is a sample visualization of a small subset of this data product.
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Charts of Valuation Ratios and Growth History

Key Features

  • Updated daily
  • Historical data goes back to 2009
  • Covers Russell 3000 Companies
  • Covers S&P 500

Documentation

Applications

  • Fundamental analysis
  • Value investing
  • Profitability analysis
  • Bench-marking strength and growth KPI's
  • Back-testing investment hypotheses

Overview

This data product contains year over year, 3-year, 5-year growth statistics and profit margins for publicly traded companies in the US equity markets.

Data Product Coverage

This data product covers Russell 1000 (large-cap) and Russell 2000 (small-cap) companies. Russell 3000 index covers approximately 98% of the total US Equity market-cap. S&P 500 companies are also included in this list.

  • Russell 3000 Index is a market-capitalization-weighted equity index maintained by FTSE Russell that provides exposure to the entire U.S. stock market. The index tracks the performance of the 3,000 largest U.S.-traded stocks which represent about 98% of all U.S incorporated equity securities.
  • Russell 2000 Index is an index measuring the performance of approximately 2,000 smallest-cap American companies in the Russell 3000 Index.
  • Russell 1000 Index is a subset of the Russell 3000 Index, represents the 1000 top companies by market capitalization in the United States.
  • S&P 500 is a market-capitalization-weighted index of the 500 largest U.S. publicly traded companies. The index is widely regarded as the best gauge of large-cap U.S. equities. (S&P stands for Standard and Poor, the names of the two founding financial companies.)

Data and Calculation Methodology

  • The data is derived from company financial statement filings which are collected from Securities and Exchange Commission (SEC)
  • Year over years are calculated using current TTM and previous year same quarter TTM values.
  • Earning Growths are the Growth in Earnings per Share and includes affect of changes in Shares Outstanding. 3-year and 5-year statistics are calculated as Compound Annual Growth Rates (CAGR).
  • The Operating Margin is calculated as the ratio of Operating Income to Gross Revenue.
  • Net Margin is calculated as the ratio of Net Income to Gross Revenue.
  • All the valuation indicators and ratios are organized and standardized for every company to provide a ready for analysis dataset for the investors
  • Data updates everyday from Securities and Exchange Commission (SEC)

Dictionary

Filter
Column
Title
Data Type
Description
tickerTickerTextThe one to four or five character identifier for each security
period_datePeriod DateDateBalance Sheet Date, rounded to nearest month-end
formFormTextThe submission type of the registrant's filing (e.g. 10-Q, 10-K, 8-K etc.)
fiscal_yearFiscal YearTextRegistrant's year as reckoned for taxing or accounting purposes
fiscal_periodFiscal PeriodTextRegistrant's quarter as reckoned for taxing or accounting purposes
fiscal_year_endFiscal Year EndTextRegistrant's fiscal year end date (month and day) as reckoned for taxing or accounting purposes
filed_dateFiled DateDateRegistrant's submission filing date
kpi_revenue_growth_yoyRevenue Growth yoyFloatThis is the company's growth rate in net revenue over the previous one-year period. It expresses in percentage terms how much the current year's revenue has changed compared to the previous year's revenue. A positive value may possibly demonstrate better business performance over the prior year, expanding operations, or a successful marketing campaign.
kpi_revenue_growth_3yr_cagrRevenue Growth 3yr CAGRFloatThis is the Compound Annual Growth Rate (CAGR) in net revenue of the company for the trailing three-year period. It is equivalent to the annual growth rate in revenue that would be required to generate the same total revenue growth over the prior three-year time period. A positive (negative) CAGR growth rate over the specified period may be indicative of a variety of factors, such as an increase (decrease) in overall business performance, increased (reduced) market share, a change in operations, or a different sales strategy.
kpi_revenue_growth_5yr_cagrRevenue Growth 5yr CAGRFloatThis is the Compound Annual Growth Rate (CAGR) in net revenue of the company for the trailing five-year period. It is equivalent to the annual growth rate in revenue that would be required to generate the same total revenue growth over the prior five-year time period. A positive (negative) CAGR growth rate over the specified period may be indicative of a variety of factors, such as an increase (decrease) in overall business performance, increased (reduced) market share, a change in operations, or a different sales strategy.
kpi_operating_income_growth_yoyOperating Income Growth yoyFloatThis is the company's growth rate in operating income over the previous one-year period. It expresses in percentage terms how much the current year's operating income has changed compared to the previous year's revenue. A positive operating income growth yoy value may be due to either increasing revenues or decreasing costs, and indicate how efficiently the core operations contribute to the profitably of the business.
kpi_operating_income_growth_3yr_cagrOperating Income Growth 3-yr cagrFloatThis is the annual geometric average growth rate in operating income of the company for the trailing three-year period. It is equivalent to the annual growth rate that would be required to generate the same total operating income growth over the prior three-year time period. The CAGR Operating income growth indicates how well a company generates revenue through its core operations. A positive operating income 3-yr CAGR growth would better indicate how efficiently the core operations contribute to the profitabiliy of the business than would a positive Revenue 3-yr CAGR alone.
kpi_operating_income_growth_5yr_cagrOperating Income Growth 5-yr cagrFloatThis is the annual geometric average growth rate in operating income of the company for the trailing five-year period. It is equivalent to the annual growth rate that would be required to generate the same total operating income growth over the prior five-year time period. The CAGR Operating income growth indicates how well a company generates revenue through its core operations. A positive operating income 5-yr CAGR growth would better indicate how efficiently the core operations contribute to the profitabiliy of the business than would a positive Revenue 5-yr CAGR alone.
kpi_earnings_growth_yoyEPS Growth yoyFloatThis is the company's growth rate in Earnings per share over the previous one-year period. It expresses in percentage terms how much the current year's EPS have improved or declined compared to the previous year's EPS. The EPS Growth YOY value shows how much a company's per share earnings have increased or decreased with respect to the prior period. A positive EPS Growth YOY indicates improved profit generation and invenstment performance over the prior year.
kpi_earnings_growth_3yr_cagrEPS Growth 3-yr cagrFloatThis is the annual geometric average growth rate in EPS of the company for the trailing three-year period. It is equivalent to the annual EPS growth rate that would be required to generate the same EPS growth over the prior three-year time period. The CAGR Earnings per share growth rate shows how much a company's total income is growing or declining over a three-year period. A positive Earnings 3-yr CAGR growth indicates an improving ability to generate profit and increasing attractiveness as in investment.
kpi_earnings_growth_5yr_cagrEPS Growth 5-yr cagrFloatThis is the annual geometric average growth rate in EPS of the company for the trailing five-year period. It is equivalent to the annual EPS growth rate that would be required to generate the same EPS growth over the prior five-year time period. The CAGR Earnings per share growth rate shows how much a company's total income is growing or declining over a five-year period. A positive Earnings 5-yr CAGR growth indicates an improving ability to generate profit and increasing attractiveness as in investment.
kpi_operating_free_cash_flow_milOperating Cash Flow (mil)FloatThe cash generated (in millions) from a company's core operations, which are anything considered to be the the company's primary business activities. Operating cash flow measures the cash generated by these activities prior to accounting for cash changes due to financing or investing activities.
kpi_operating_free_cash_growth_yoyOperating Cash Growth yoyFloatThis is the company's growth rate in operating cash flow over the previous one-year period. It expresses in percentage terms how much the current year's operating cash flow has changed compared to the previous year's. A positive value may indicate operational improvement in the company's core lines of business or an increase in core business activities.
kpi_operating_income_milOperating Income (mil)FloatAn accounting term that expresses the revenue (in millions) generated from operating activities, minus various operating expenses. Operating activities and expenses pertain to those activities considered to be the company's core or primary business activities. Operating expenses often include employee wages and compensation; costs of services, goods, or inputs; selling, general, and administrative costs, and various overhead costs.
kpi_operating_marginOperating MarginFloatA measure of a business's operating profitability expressed as a percentage. It measures the proportion of revenue available to a company after paying those operating expenses that are most closely associated with the products and services sold have been deducted.
kpi_net_income_milNet Income (mil)FloatThis is the net earnings generated by a company over the course of a specified period of activity. Net income is essentially the sum total of all revenues less all expenses (including interest and tax expenses) for that period. It measures the company's overall profitability.
kpi_net_marginNet MarginFloatA business's overall profitability expressed as a percentage. It measures the proportion of revenue available to a company after paying all operating and non-operating expenses arising over the recording period.
kpi_free_cash_flow_to_revenueOperating Cash Flow to RevenueFloatA measure of a business's cash generating ability. It is the proportion of the operating cash generated relative to the sales revenues generated during that period. It is an indicator of how well a company can generate and collect cash with respect to their core operations.
kpi_market_cap_milMarket Cap (mil)FloatThe market value of a company's equity outstanding, in millions. It is calculated as the price of a share of stock, multiplied by the total number of shares outstanding in the market.
kpi_enterprise_value_mrq_milEnterprise Value (mrq) (mil)FloatA figure used to determine the overall value of a business. This is the Market Cap of a company, increased by total debt outstanding, reduced by the company's cash and cash equivalents.
kpi_enterprise_value_to_salesEnterprise Value to SalesFloatA value multiple relating the enterprise value of the company to its sales revenue. This is generally a performance measure of the company's ability to generate sales, or as a basis for comparative analysis.
kpi_enterprise_value_to_operating_incomeEnterprise Value to Operating IncomeFloatA value multiple relating the enterprise value of the company to its operating income. This is generally a performance measure of the company's potential to generate earnings through its core operations, or as a basis for comparative analysis.
kpi_pe_ratio_ttmP/E Ratio (ttm)FloatA price multiple relating the current share price of a company to its earnings per share that were generated over the previous twelve months. It shows the stock price in terms of the multiple of the previous twelve month's earnings. It is computed as Price per Share/Earnings per share. This is a commonly used profitability measure, and is a basis for comparative analysis. The ratio is not meaningful company with small or negative earnings.
kpi_price_to_sales_ttmPrice to Sales (ttm)FloatA price multiple relating the current share price of a company to its Sales revenue per share that were generated over the previous twelve months. It shows the stock price in terms of the multiple of the previous twelve month's sales. This is a commonly used measure of a company's ability to generate sales, and is a basis for comparative analysis.
kpi_price_to_book_mrqPrice to Book (mrq)FloatA ratio comparing a company's market value to its accounting book value. It is also equal to its stock price per share divided by its book value per share. The ratio is reflective of how the company is valued in the market versus its accounting net asset value. The measure is commonly used to evaluate earnings potential, liquidation considerations, and in value investing decision making.

Sample Data

API

ALTADATA provides a powerfull API, compatible with JSON, CSV formats. You can connect, update and analyze our data products with cURL, Python, R, Ruby, Java or Javascript

Authentication

Getting an API key

You need to subscribe to an ALTADATA data product to get an API key. Once you subscribe to the data product you can find your API key on your Account Dashboard.

Auhenticating your requests

`api_key` is your access token. This token must be included on each API call with either a HTTP Header Authorization, or a query parameter api_key.

Example: https://www.altadata.io/data/api/eq_02_altab_06?api_key=YOUR_API_KEY

ALTADATA API Reference Table

Parameter Type Parameter Explanation Available Values Default
General size The number of records will be returned for each page. 5 - 100 20
General page The page number. It starts at 1 and increments one by one. Each page returns records that row count equals to the size parameter 1- ... 1
General format The data return format of API call json , csv json
General collapse The aggregation format of API call Examples are monthly, yearly, bystate, bycountry, etc. Refer to the data product documentation to see available aggregations for it. null
Select columns Column select is how you specify the content of an SQL SELECT c_only, c_certain, c_columns FROM clause. More detail is in the following sections. *
Order order_by Column order is how you specify the content of an SQL ORDER BY clause. More detail is in the following sections. null
Lookup vary by column name Column lookups are how you specify the content of an SQL WHERE clause. More detail is in the following sections. *

Select

Column select is how you specify the content of an SQL SELECT c_only, c_certain, c_columns FROM clause. It specifies as a keyword argument to the query string of API Call URL. Basic usage is a comma-separated list of column names. If not given, the default value is *(asterisk).

Example 1 :

Query : ?columns=C1,C2,C3 SQL Equivalent : Select C1,C2,C3 from DATA_PRODUCT

Example 2 :

Query : Not Given | ?columns= | ?columns=* SQL Equivalent : Select * from DATA_PRODUCT

Order

Column order is how you specify the content of an SQL ORDER BY clause. It specifies as a keyword argument to the query string of API Call URL. Basic usage is a comma-separated list of column names where each column name has an appropriate suffix (asc,desc) after _(underscore) or no suffix (means ascending).

Example :

Query : ?order_by=C1_asc,C2,C3_desc,C4_asc SQL Equivalent : Select * from DATA_PRODUCT order by C1 asc, C2, C4 desc, C4 asc

Order Type Suffix
Ascending null
Ascending asc
Descending desc

Lookup

Column lookups are how you specify the content of an SQL WHERE clause. They’re specifies as keyword arguments to the query string of API Call URL. Basic usage is appending _(underscore) then lookup type as a suffix to name of the column that you want to filter. The query parameter for a column is built like the format {COLUMN_NAME}_{LOOKUP_TYPE}

As a convenience when no lookup type is provided

Lookup Type Suffix Value Type Example SQL Equivalent
Equal to null String | Numeric | Datetime ?COLUMN=VALUE Select * from DATA_PRODUCT where COLUMN=VALUE
Equal to eq String | Numeric | Datetime ?COLUMN_eq=VALUE Select * from DATA_PRODUCT where COLUMN=VALUE
Not Equal to neq String | Numeric | Datetime ?COLUMN_neq=VALUE Select * from DATA_PRODUCT where COLUMN<>VALUE
Greater Than gt Numeric | Datetime ?COLUMN_gt=VALUE Select * from DATA_PRODUCT where COLUMN>VALUE
Greater Than or Equal to gte Numeric | Datetime ?COLUMN_gte=VALUE Select * from DATA_PRODUCT where COLUMN>=VALUE
Less Than lt Numeric | Datetime ?COLUMN_lt=VALUE Select * from DATA_PRODUCT where COLUMN,VALUE
Less Than or Equal to lte Numeric | Datetime ?COLUMN_lte=VALUE Select * from DATA_PRODUCT where COLUMN<=VALUE
In in String ?COLUMN_in=V1,V2,V3 Select * from DATA_PRODUCT where COLUMN in ('V1','V2','V3')
Not In notin String ?COLUMN_notin=V1,V2,V3 Select * from DATA_PRODUCT where COLUMN not in ('V1','V2','V3')

Data Access Examples

cURL
curl \ -H 'Authorization: api_key' \ 'https://www.altadata.io/data/api/eq_02_altab_06'
Python (requests)
response = requests.get( 'https://www.altadata.io/data/api/eq_02_altab_06', headers={'Authorization': 'api_key'} )
Ruby (open-uri)
require 'open-uri' response = URI.open('https://www.altadata.io/data/api/eq_02_altab_06', "Authorization" => "api_key" )
Java (OkHttp)
Request request = new Request.Builder() .url("https://www.altadata.io/data/api/eq_02_altab_06") .addHeader("Authorization", "api_key") .build(); Call call = client.newCall(request); Response response = call.execute();
Javascript (axios)
axios.request({ url: 'https://www.altadata.io/data/api/eq_02_altab_06', method: 'get', headers: { 'Authorization', 'api_key'} }) .then(response => { console.log(response.data) })
R ( jsonlite )
library(jsonlite) data <- fromJSON(`https://www.altadata.io/data/api/eq_02_altab_06`)

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