The Value Vector Metrics reference ← Back to screener
Reference

How we calculate
every metric

Every figure in the screener is computed from raw financial-statement data — the line items companies actually report. Where a definition involves a choice, we make it explicitly and document it here.

Ratios use trailing twelve months unless stated otherwise. A blank cell means we could not compute the figure honestly, not that the value is zero.

Company

The descriptive and price fields at the left of the table.

Sector

The broad industry group the company belongs to (e.g. Technology, Energy).

Price

Latest share price. Shows the live intraday price and % change when available, otherwise the most recent close.

Trend

A 6-month sparkline of the daily closing price — a quick read on recent price trend.

Market cap

Market capitalization: share price × shares outstanding. The total equity value the market assigns the company.

How it's calculated
share price × shares outstanding

Beta

Beta: how much the stock moves relative to the overall market. 1.0 = moves with the market; higher = more volatile.

How it's calculated
regression of the stock’s returns against the market

Valuation

What you pay for each dollar of earnings, sales, book value or cash. All price-based figures recompute against a live quote when a screen returns 200 results or fewer.

P/E

Price / Earnings: share price ÷ trailing 12-month EPS. How many dollars you pay per dollar of annual earnings. Lower is cheaper.

How it's calculated
price ÷ diluted EPS (TTM)

Forward P/E

Forward P/E: share price ÷ next-year consensus analyst EPS estimate. Forward-looking valuation. Often null for thinly-covered names.

How it's calculated
price ÷ next-year consensus EPS

P/B

Price / Book: share price ÷ book value per share. How the market values the company vs. its net assets on the books.

How it's calculated
market cap ÷ shareholders’ equity

P/S

Price / Sales: market cap ÷ trailing 12-month revenue. Useful for unprofitable companies where P/E is meaningless.

How it's calculated
market cap ÷ revenue (TTM)

P/FCF

Price / Free Cash Flow: market cap ÷ trailing free cash flow. Like P/E but using actual cash generated.

How it's calculated
market cap ÷ free cash flow (TTM)

EV/EBITDA

Enterprise Value / EBITDA: (market cap + debt − cash) ÷ EBITDA. A capital-structure-neutral valuation multiple.

How it's calculated
enterprise value ÷ EBITDA (TTM)

EV/Sales

Enterprise Value / Sales: (market cap + net debt) ÷ trailing revenue. Valuation relative to sales, including debt. Blank when enterprise value is negative — common for banks, where reported cash includes the securities portfolio.

How it's calculated
enterprise value ÷ revenue (TTM)

FCF yield

Free Cash Flow Yield: trailing free cash flow ÷ market cap. The cash return on the equity price. Higher is better.

How it's calculated
free cash flow (TTM) ÷ market cap

Earnings yield

Earnings Yield: trailing EPS ÷ share price (the inverse of P/E). Higher is cheaper.

How it's calculated
diluted EPS (TTM) ÷ price

Profitability

How much of each sales dollar the business keeps, and how hard the capital behind it works. Every margin uses trailing twelve months.

Gross margin

Gross Margin: (revenue − cost of goods sold) ÷ revenue. The profit left after direct production costs.

How it's calculated
gross profit ÷ revenue (TTM)

EBITDA margin

EBITDA Margin: EBITDA ÷ revenue. Operating profitability before interest, taxes, depreciation and amortization.

How it's calculated
EBITDA ÷ revenue (TTM), where EBITDA = operating income + D&A

Operating margin

Operating Margin: operating income ÷ trailing revenue. Profitability from core operations, before interest and taxes.

How it's calculated
operating income ÷ revenue (TTM)

Net margin

Net Margin: net income ÷ revenue. The bottom-line profit kept from each dollar of sales.

How it's calculated
net income ÷ revenue (TTM)

ROE

Return on Equity: trailing net income ÷ average shareholders’ equity. How efficiently the company turns equity into profit. Blank when equity is negative, where the ratio would invert and mislead.

How it's calculated
net income (TTM) ÷ average shareholders’ equity

ROA

Return on Assets: trailing net income ÷ average total assets. How efficiently the company turns its asset base into profit.

How it's calculated
net income (TTM) ÷ average total assets

ROIC

Return on Invested Capital: operating profit after a flat 21% tax ÷ average invested capital (debt + equity − cash). Whether the business earns more than its capital costs. A flat statutory rate is used rather than each company’s effective rate, which is noisy year to year for small caps.

How it's calculated
operating income × 0.79 ÷ average (debt + equity − cash)

Balance sheet

Leverage and short-term solvency, from the most recent quarterly balance sheet.

Net D/E

Net Debt / Equity: (interest-bearing debt − cash and short-term investments) ÷ shareholders’ equity, period-end. Uses borrowings and leases only — supplier credit and deferred revenue are not leverage. Lower is safer; NEGATIVE means the company holds more cash than debt, which is a strength.

How it's calculated
(short-term debt + long-term debt + leases − cash & short-term investments) ÷ equity

Current ratio

Current Ratio: current assets ÷ current liabilities. Ability to cover short-term obligations. Above 1 is healthier.

How it's calculated
current assets ÷ current liabilities

Per share

The same fundamentals divided across the share count.

EPS

Earnings Per Share: the company’s own reported diluted EPS, summed across four quarters. Reported rather than derived, so it keeps the preferred-dividend adjustment and the accounting rules on anti-dilution.

How it's calculated
sum of reported diluted EPS across four quarters

Book / share

Book Value Per Share: shareholders’ equity ÷ period-end shares outstanding. The accounting net worth behind each share.

How it's calculated
shareholders’ equity ÷ period-end shares outstanding

Dividend yield

Dividend Yield: annual dividend per share ÷ share price. The income return from dividends.

How it's calculated
dividends paid (TTM) ÷ market cap

Growth

Year-over-year figures use trailing twelve months against the same twelve months a year earlier, so a slowdown shows up as it happens rather than eight months later. Three-year CAGRs use audited full fiscal years. All of them stay blank when the base period was a loss — growth measured from a loss is a turnaround, not a growth rate.

Revenue growth YoY

Revenue growth: latest trailing twelve months vs. the same twelve months a year earlier. TTM rather than fiscal year, so a slowdown shows up as it happens. Blank when the base period was a loss — growth from a loss is a turnaround, not a growth rate.

How it's calculated
revenue (TTM) ÷ revenue (TTM one year ago) − 1

Revenue CAGR 3Y

Revenue 3-year compound annual growth rate, on audited full fiscal years. A small base year can produce very large percentages — read alongside the absolute figures.

How it's calculated
(revenue latest FY ÷ revenue 3 FY ago) ^ ⅓ − 1

EPS growth YoY

EPS growth: latest trailing twelve months vs. the same twelve months a year earlier. Blank when the base period was a loss.

How it's calculated
diluted EPS (TTM) ÷ diluted EPS (TTM one year ago) − 1

EPS CAGR 3Y

EPS 3-year compound annual growth rate (CAGR).

How it's calculated
(EPS latest FY ÷ EPS 3 FY ago) ^ ⅓ − 1

Net income growth YoY

Net income growth: latest trailing twelve months vs. the same twelve months a year earlier. Blank when the base period was a loss.

How it's calculated
net income (TTM) ÷ net income (TTM one year ago) − 1

Net income CAGR 3Y

Net income 3-year compound annual growth rate (CAGR).

How it's calculated
(net income latest FY ÷ net income 3 FY ago) ^ ⅓ − 1

EBITDA growth YoY

EBITDA growth: latest trailing twelve months vs. the same twelve months a year earlier. Blank when the base period was a loss.

How it's calculated
EBITDA (TTM) ÷ EBITDA (TTM one year ago) − 1

EBITDA CAGR 3Y

EBITDA 3-year compound annual growth rate (CAGR).

How it's calculated
(EBITDA latest FY ÷ EBITDA 3 FY ago) ^ ⅓ − 1

FCF growth YoY

Free cash flow growth: latest trailing twelve months vs. the same twelve months a year earlier. Blank when the base period was negative.

How it's calculated
free cash flow (TTM) ÷ free cash flow (TTM one year ago) − 1

FCF CAGR 3Y

Free cash flow 3-year compound annual growth rate (CAGR).

How it's calculated
(FCF latest FY ÷ FCF 3 FY ago) ^ ⅓ − 1