Every metric Thaler keeps: where it comes from, how many companies report it, and how derived figures are computed.
Prices come from IEX and from SEC filings, each with its date. Ratios are computed from reported figures and prices. Analyst estimates are not included.
Top-line operating revenue, net of returns and allowances where reported.
Revenue less cost of revenue.
Under half of covered companies report it. Many issuers, banks and insurers above all, report no cost-of-revenue line, so gross profit can’t be computed without inventing one.
Income from operations before non-operating items.
Net income attributable to the reporting entity when available.
Diluted earnings per share.
Direct cost attributable to goods or services sold.
Basic earnings per share.
General and administrative expense.
Income tax expense or benefit.
Interest expense recognized for the period.
Interest earned less interest paid, before provision for credit losses.
Income less expense outside operations, interest included: what lies between operating income and pretax income, where the statement states it as one line.
Revenue other than interest: fees, service charges, trading and other income.
Total operating expenses.
Income from continuing operations before income taxes.
Research and development expense.
Selling and marketing expense.
Selling, general and administrative expense, where the statement states it as one line.
Assets expected to be converted to cash within one operating cycle.
Net cash provided by operating activities.
Revenue over the twelve months to the latest quarter reported: the year to date, plus the fiscal year before it, less that year's same year to date.
= revenue_ytd + revenue_prior_fy - revenue_prior_ytd
Net income over the twelve months to the latest quarter reported, struck from the year-to-date spans like revenue_ttm.
= net_income_ytd + net_income_prior_fy - net_income_prior_ytd
Cash, cash equivalents, and short-term cash-like instruments.
Obligations due within one operating cycle.
Total stockholders equity.
Current accounts payable.
Current accounts receivable, net.
Additional paid-in capital.
Cash, cash equivalents and short-term investments, where the balance sheet states them as one line.
Liabilities for finance leases, current and noncurrent.
Total liabilities and stockholders equity.
Long-term debt including its current portion, where the filing states the total.
The portion of long-term debt due within a year.
Long-term debt due after a year.
Equity in subsidiaries held by owners other than the company.
Liabilities for operating leases, current and noncurrent.
Net property, plant, and equipment.
Retained earnings or accumulated deficit.
Borrowings due within a year, commercial paper included, other than the current portion of long-term debt.
Marketable securities and other investments held as current assets.
Payments to acquire property, plant, equipment, and similar assets.
Operating cash flow less capital expenditures.
= operating_cash_flow - abs(capital_expenditures)
Derived: operating cash flow less capital expenditures, both taken from the cash flow statement.
Depreciation, depletion, and amortization expense.
Cash dividends paid to shareholders, as a positive amount.
Period change in cash, cash equivalents, and restricted cash where reported.
Net cash provided by or used in financing activities.
Net cash provided by or used in investing activities.
Operating cash flow over the twelve months to the latest quarter reported, struck from the year-to-date spans like revenue_ttm.
= operating_cash_flow_ytd + operating_cash_flow_prior_fy - operating_cash_flow_prior_ytd
Operating cash flow less capital expenditures over the twelve months to the latest quarter reported.
= operating_cash_flow_ttm - abs(capital_expenditures_ttm)
Aggregate market value of voting and non-voting common equity held by non-affiliates when reported.
Public float comes from the 10-K cover page.
Dividends paid plus share repurchases.
= dividends_paid + share_repurchases
The latest price times the latest certified share count, carried through the splits between.
= price * common_shares_outstanding
= net_income / revenue
= net_income / avg(beginning_equity, ending_equity)
= net_income / avg(beginning_assets, ending_assets)
= cash_and_equivalents / current_liabilities