In depth documentation on fundamental indicators and ratios supported in the ChartMill analysis reports and stock screener.
A description of the fundamental filters related to valuation, like price/earnings, price/book, peg ratio
A description of the fundamental filters related to profitability, like ROE, ROA. Asset Turnover
Description of the fundamental indicators related to the health of a stock, like current ratio and quick ratio.
A description of the ChartMill Fundamental ratings for growth, valuation, health, profitability and dividend.
A description of the fundamental properties related to stocks dividends, like dividend yield, dividend growth and dividend payout.
A description of the fundamental filters related to stock growth, like EPS and revenue growth.
The ChartMill Dividend Rating evaluates the yield, reliability and sustainability of a dividend
The Piotroski F-score, a proven method to identify undervalued financially sound quality stocks for your long-term portfolio
Market capitalization - along with price and volume - is one of the basic characteristics on which you can select stocks for your portfolio. It measures the overall relative size of a company which is calculated by multiplying all outstanding shares by the current price of the stock.
ROA stands for Return on Assets and is a widely used metric to examine how efficiently a company can use its assets to increase its net profit.
The return on equity is often one of the first things investors check when looking for investment opportunities. It says a lot about profitability, and the ratio is calculated using two key indicators: net income vs. equity.
The ROIC ratio provides insight into the extent to which a company efficiently allocates capital to profitable investments or projects, thereby generating returns. Comparing the Return on Invested Capital to the weighted average cost of capital (WACC) reveals whether or not this is happening effectively.
Intangible assets are assets that are not physical in nature, such as buildings, vehicles or machinery. Nevertheless, they can represent an economic value under certain circumstances.
The WACC (Weighted Average Cost of Capital) is expressed as a percentage and represents the ratio of the cost incurred by the company in relation to the total capital used to finance the company.
An earnings surprise occurs when there is a significant difference between what was estimated in advance by analysts, based on the financial data known about a company, and the final publication of those earnings.
Profit margin and operating margin are two different ways of measuring a company's financial performance. Profit margin is a measure of how much profit a company makes for every dollar of sales, while operating margin is a measure of how much profit a company makes for every dollar of its operating income.
The Altman Z-Score is a financial formula that is used to predict the probability of a firm going bankrupt. It was developed by Edward I. Altman, who was a professor at the NYU Stern School of Business. The score is calculated using a combination of five financial ratios that measure a company's ability to pay its debts.
Cash flow is the movement of money into or out of a business. It is the net amount of cash and cash-equivalents being transferred into and out of a business. Positive cash flow indicates that a company's liquid assets are increasing, while negative cash flow means that a company's liquid assets are decreasing.
Enterprise Value (EV) is a metric used in fundamental analysis to determine the value of a company. It is a useful ratio when comparing companies that have different levels of debt and present value, two aspects that enterprise value takes due account of, unlike some other valuation ratios.