{ "group_rank(ts_mean(, 60), industry)": { "template_explanation": "Industry-neutral 60-day smoothed ranking of any fundamental ratio (e.g., EBITDA/EV) to isolate persistent valuation leaders vs. laggards within each sector.", "seed_alpha_settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "placeholder_candidates": { "": { "type": "data_field", "candidates": [ { "id": "fnd17_ebitda2ev", "description": "Current EBITDA/EV" }, { "id": "fnd31_qsg5additionalfactor3_fwdebitdaev", "description": "Leading 12-Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_devnorthamericaadditionalfactor4_fwdebitdaev", "description": "Leading 12 Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_qsg5additionalfactor3_backfilled_fwdebitdaev", "description": "Leading 12-Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_qsg5additionalfactor3_tw_ebitdaev", "description": "Time Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "fnd31_qsg5additionalfactor3_backfilled_tw_ebitdaev", "description": "Time-Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "fnd31_devnorthamericaadditionalfactor4_tw_ebitdaev", "description": "Time Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "mdl38_rel_val_ev_ebitda", "description": "Global-relative (1-100) EV/EBITDA Rank" }, { "id": "mdl38_v14_rel_val_ev_ebitda", "description": "Global-relative (1-100) EV/EBITDA Rank" }, { "id": "star_v14_val_ev_sales", "description": "Global-relative (1-100) EV/Sales Rank" }, { "id": "star_val_ev_sales", "description": "Global-relative (1-100) EV/Sales Rank" }, { "id": "ev_ebitda_relative_component_rank", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model." }, { "id": "ev_ebitda_relative_component_rank_v2", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model (variant 2)." }, { "id": "ev_ebitda_relative_component_rank_v3", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model (variant 3)." }, { "id": "projected_earnings_fy8", "description": "Projected earnings per share for the eighth future fiscal year." }, { "id": "projected_earnings_fy9", "description": "Projected earnings per share for the ninth future fiscal year." }, { "id": "projected_earnings_fy15", "description": "Projected earnings per share for the fifteenth future fiscal year." }, { "id": "projected_earnings_fy11", "description": "Projected earnings per share for the eleventh future fiscal year." }, { "id": "projected_earnings_fy4", "description": "Projected earnings per share for the fourth future fiscal year." }, { "id": "projected_earnings_fy5", "description": "Projected earnings per share for the fifth future fiscal year." }, { "id": "steady_state_yearly_earnings_value", "description": "Assumed earnings value for the company in the steady-state period." }, { "id": "mdl38_iv_warranted_f12m_p_e", "description": "Warranted forward 12 months P/E" }, { "id": "star_val_earnings_projection_fy9", "description": "Adjusted Earnings projection for FY9" }, { "id": "pe_ratio_relative_component_rank", "description": "Global rank for the price-to-earnings ratio component in the valuation model." }, { "id": "star_val_earnings_projection_fy7", "description": "Adjusted Earnings projection for FY7" }, { "id": "long_term_earnings_growth_rate", "description": "Long-term assumed rate of earnings growth for the company." }, { "id": "market_implied_5yr_eps_cagr", "description": "5-year compound annual growth rate for earnings per share implied by current market price." }, { "id": "star_v14_val_earnings_projection_fy3", "description": "Adjusted Earnings projection for FY3" }, { "id": "star_val_earnings_projection_fy15", "description": "Adjusted Earnings projection for FY15" }, { "id": "projected_earnings_fy1", "description": "Projected earnings per share for the first future fiscal year." }, { "id": "star_val_earnings_measure_type", "description": "Measure used for Earnings (typically EPS)" }, { "id": "star_v14_val_earnings_projection_fy11", "description": "Adjusted Earnings projection for FY11" }, { "id": "price_to_intrinsic_value_industry_position_v2", "description": "Rank of a stock's price-to-intrinsic-value ratio compared to industry peers (variant 2)." }, { "id": "star_v14_val_earnings_projection_fy12", "description": "Adjusted Earnings projection for FY12" }, { "id": "justified_forward_pe_ratio", "description": "Forward 12-month price-to-earnings ratio justified by steady-state assumptions." }, { "id": "star_val_earnings_projection_fy2", "description": "Adjusted Earnings projection for FY2" }, { "id": "projected_earnings_fy7", "description": "Projected earnings per share for the seventh future fiscal year." }, { "id": "pcf_ratio_relative_component_rank_v3", "description": "Global rank for the price-to-cash-flow ratio component in the valuation model (variant 3)." }, { "id": "discounted_future_dividends_sum", "description": "Sum of discounted future dividends in the currency used for projections." }, { "id": "projected_earnings_fy10", "description": "Projected earnings per share for the tenth future fiscal year." }, { "id": "star_v14_val_earnings_projection_fy8", "description": "Adjusted Earnings projection for FY8" }, { "id": "star_val_earnings_projection_fy8", "description": "Adjusted Earnings projection for FY8" }, { "id": "projected_earnings_fy6", "description": "Projected earnings per share for the sixth future fiscal year." }, { "id": "star_v14_val_earnings_projection_fy1", "description": "Adjusted Earnings projection for FY1" }, { "id": "projected_earnings_fy3", "description": "Projected earnings per share for the third future fiscal year." }, { "id": "star_v14_val_fwd5_eps_cagr", "description": "Compound Annual Growth Rate from first 5-years of adjusted EPS projections" }, { "id": "projected_earnings_fy12", "description": "Projected earnings per share for the twelfth future fiscal year." }, { "id": "projected_earnings_fy13", "description": "Projected earnings per share for the thirteenth future fiscal year." }, { "id": "pb_ratio_relative_component_rank_v3", "description": "Global rank for the price-to-book ratio component in the valuation model (variant 3)." }, { "id": "projected_earnings_fy2", "description": "Projected earnings per share for the second future fiscal year." }, { "id": "mdl26_v14_stm_prc_rt_fy2_rnngs", "description": "smartestimate (Price/Earnings ratio) FYEAR2" }, { "id": "mdl26_stm_prc_rt_fy1_rnngs", "description": "smartestimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_last_fiscal_year_pe", "description": "last fiscal year (Price/Earnings ratio)" }, { "id": "mdl26_mn_stmt_prc_rt_fy2_rnngs", "description": "mean estimate (Price/Earnings ratio) FYEAR2" }, { "id": "mdl26_peg_mean_fy1", "description": "(Price/Earnings-to-growth) mean FYEAR1" }, { "id": "mdl26_frwrd_p_stm_fy2", "description": "Forward (Price/Earnings ratio) Estimate FYEAR2" }, { "id": "mdl26_v14_stm_prc_rt_f12m_rnngs", "description": "smartestimate (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_stm_prc_rt_fy2_rnngs", "description": "Smart estimate (Price/Earnings ratio) FYEAR2" }, { "id": "mdl26_v14_mn_stmt_prc_rt_fy2_rnngs", "description": "mean estimate (Price/Earnings ratio) FYEAR2" }, { "id": "mdl26_dffrnc_frm_hstrcl_prc_rt_rnngs", "description": "difference from historical (Price/Earnings ratio)" }, { "id": "mdl26_dffrnc_frm_hstrcl_p", "description": "difference from historical (Price/Earnings ratio)" }, { "id": "mdl26_mn_stmt_prc_rt_fy1_rnngs", "description": "mean estimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_stm_prc_rt_f12m_rnngs", "description": "Estimate (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_trailing_4_quarter_pe", "description": "trailing 4 quarter (Price/Earnings ratio)" }, { "id": "mdl26_forward_pe_mean_fy2", "description": "forward (Price/Earnings ratio) mean FYEAR2" }, { "id": "mdl26_v14_forward_pe_mean_fy2", "description": "forward (Price/Earnings ratio) mean FYEAR2" }, { "id": "mdl26_v14_sm_stm_prc_rt_fy1_rnngs", "description": "Model smartestimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_peg_smartestimate_fy1", "description": "(Price/Earnings-to-growth) smartestimate FYEAR1" }, { "id": "mdl26_v14_frwrd_p_stm_fy2", "description": "forward (Price/Earnings ratio) smartestimate FYEAR2" }, { "id": "mdl26_forward_pe_mean_fy1", "description": "forward (Price/Earnings ratio) mean FYEAR1" }, { "id": "mdl26_frwrd_p_stm_fy1", "description": "forward (Price/Earnings ratio) smartestimate FYEAR1" }, { "id": "fnd28_value_09104", "description": "Value of field: Price/Earnings Ratio Close" }, { "id": "fnd28_value_09102", "description": "value of field: Price/Earnings Ratio - Current" }, { "id": "mdl26_sm_mn_stmt_prc_rt_fy1_rnngs", "description": "Model mean estimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_frwrd_p_stm_f12m", "description": "Forward (Price/Earnings ratio) Estimate F-12MonthsRolling" }, { "id": "mdl26_v14_forward_pe_mean_f12m", "description": "forward (Price/Earnings ratio) mean F-12MonthsRolling" }, { "id": "mdl26_median_historical_f12m_pe", "description": "median historical F-12MonthsRolling (Price/Earnings ratio)" }, { "id": "mdl26_mdn_hstrcl_f12m_prc_rt_rnngs", "description": "median historical (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_v14_sma_trailing_4_quarter_pe", "description": "Model trailing 4 quarter (Price/Earnings ratio)" }, { "id": "mdl26_v14_mn_stmt_prc_rt_f12m_rnngs", "description": "mean estimate (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_sm_frwrd_p_stm_fy1", "description": "Model forward (Price/Earnings ratio) smartestimate FYEAR1" }, { "id": "mdl26_mn_stmt_prc_rt_f12m_rnngs", "description": "mean estimate (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_v14_sma_forward_pe_mean_fy1", "description": "Model forward (Price/Earnings ratio) mean FYEAR1" }, { "id": "mdl26_v14_sm_mn_stmt_prc_rt_fy1_rnngs", "description": "Model mean estimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_sm_stm_prc_rt_fy1_rnngs", "description": "Model smart estimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_v14_frwrd_p_stm_f12m", "description": "forward (Price/Earnings ratio) smartestimate F-12MonthsRolling" }, { "id": "mdl26_v14_sma_last_fiscal_year_pe", "description": "Model last fiscal year (Price/Earnings ratio)" }, { "id": "mdl26_sma_last_fiscal_year_pe", "description": "Model last fiscal year (Price/Earnings ratio)" }, { "id": "mdl26_forward_pe_mean_f12m", "description": "forward (Price/Earnings ratio) mean F-12MonthsRolling" }, { "id": "mdl26_v14_sm_frwrd_p_stm_fy1", "description": "Model forward (Price/Earnings ratio) smartestimate FYEAR1" }, { "id": "mdl26_sma_trailing_4_quarter_pe", "description": "Model trailing 4 quarter (Price/Earnings ratio)" }, { "id": "mdl26_sma_forward_pe_mean_fy1", "description": "Model forward (Price/Earnings ratio) mean FYEAR1" }, { "id": "fnd28_value_09105", "description": "value of field: Price/Earnings Ratio - Current Low" }, { "id": "fnd28_wsannualperfq_value_09104q", "description": "Value of quarterly field: Price/Earnings Ratio Close" }, { "id": "fnd28_annualperf_value_09101a", "description": "value of annual field: Price/Earnings Ratio - Low" }, { "id": "fnd28_newa2_value_09101a", "description": "value of annual field: Price/Earnings Ratio - Low" }, { "id": "fnd28_value_09103", "description": "value of field: Price/Earnings Ratio - Current High" }, { "id": "fnd28_annq_value_09104q", "description": "Value of quarterly field: Price/Earnings Ratio Close" }, { "id": "fnd28_wcnewq_value_09104q", "description": "Value of quarterly field: Price/Earnings Ratio Close" }, { "id": "fnd28_wcdvfq1_value_09104q", "description": "Value of quarterly field: Price/Earnings Ratio Close" }, { "id": "fnd28_value_09302", "description": "value of field: Price/Book Value Ratio - Current" }, { "id": "fnd28_value_09304", "description": "value of field: Price/Book Value Ratio - Close" }, { "id": "fnd28_wcdvfq1_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_annualperf_value_09304a", "description": "value of annual field: Price/Book Value Ratio - Close" }, { "id": "fnd28_wcnewq_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_annualperf_value_09300a", "description": "value of annual field: Price/Book Value Ratio - High" }, { "id": "fnd28_newa2_value_09301a", "description": "value of annual field: Price/Book Value Ratio - Low" }, { "id": "fnd28_newa2_value_09304a", "description": "value of annual field: Price/Book Value Ratio - Close" }, { "id": "fnd28_newa2_value_09300a", "description": "value of annual field: Price/Book Value Ratio - High" }, { "id": "fnd28_wsannualperfq_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_annualperf_value_09301a", "description": "value of annual field: Price/Book Value Ratio - Low" }, { "id": "fnd28_value_09321", "description": "value of field: Price/Book Value Ratio - 5 Yr Avg - Close" }, { "id": "fnd28_newa2_value_09306a", "description": "value of annual field: Price/Book Value Ratio - Avg High-Low" }, { "id": "fnd28_annualperf_value_09306a", "description": "value of annual field: Price/Book Value Ratio - Avg High-Low" }, { "id": "fnd28_stpera_value_09316a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09311a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High" }, { "id": "fnd28_newa2_value_09321a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg - Close" }, { "id": "fnd28_stpera_value_09311a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High" }, { "id": "fnd28_newa2_value_09316a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09321a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg - Close" }, { "id": "fnd28_stpera_value_09321a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09311a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High" }, { "id": "fnd28_annualperf_value_09316a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09326a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High-Low" }, { "id": "fnd28_stpera_value_09326a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High-Low" }, { "id": "fnd28_annualperf_value_09326a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High-Low" }, { "id": "price", "description": "Yesterday's price" }, { "id": "pv103_lbid_topofbook_lbid_mean", "description": "Daily mean of 5-minute-interval lowest bid price of top of book" }, { "id": "pv103_tbid_topofbook_tbid_mean", "description": "Daily mean of 5-minute interval time-averaged bid price of top of book" }, { "id": "pv103_task_topofbook_task_mean", "description": "Daily mean of 5-minute interval time-averaged ask price of top of book" }, { "id": "pv103_lstp_mean", "description": "Daily mean of 5-minute interval last trade price of top of book" }, { "id": "pv103_intl_mean", "description": "daily mean of interval low price over 5-minute-intervals of top of book" }, { "id": "pv103_inth_mean", "description": "Daily mean of interval high price over 5-minute intervals of top of book" }, { "id": "pv103_vlty_mean", "description": "Daily mean of 5-minute-interval volatility of trade price of top of book" }, { "id": "rsk62_beta_1_100_pb", "description": "book value" }, { "id": "rsk62_beta_factor_1_100_pb", "description": "book value" }, { "id": "rsk62_risk_backfill_pb", "description": "book value" }, { "id": "rsk62_beta_factor_5_100_pb", "description": "book value" }, { "id": "rsk62_risk_pb", "description": "book value" }, { "id": "rsk62_beta_5_100_pb", "description": "book value" }, { "id": "pb_ratio_relative_component_rank", "description": "Global rank for the price-to-book ratio component in the valuation model." }, { "id": "pv103_mbid_topofbook_mbid_mean", "description": "Daily mean of average bid price per message over 5-minute intervals of top of book" }, { "id": "pv103_mask_topofbook_mask_mean", "description": "daily mean of average ask price per message over 5-minute-intervals of top of book" }, { "id": "pb_ratio_relative_component_rank_v2", "description": "Global rank for the price-to-book ratio component in the valuation model (variant 2)." }, { "id": "mdl262_pbt", "description": "Tangible book to price ratio of Predictive models" }, { "id": "low", "description": "Daily low price" }, { "id": "close", "description": "Daily close price" }, { "id": "open", "description": "Daily open price" }, { "id": "high", "description": "Daily high price" }, { "id": "fnd28_stpera_value_09904a", "description": "value of annual field: Price/Sales per Share Ratio" }, { "id": "fnd28_annualperf_value_09904a", "description": "value of annual field: Price/Sales per Share Ratio" }, { "id": "fnd28_newa2_value_09904a", "description": "value of annual field: Price/Sales per Share Ratio" }, { "id": "sales", "description": "Sales/Turnover (Net)" }, { "id": "inst20_sq_sv", "description": "Aggregate reported share volume of executed short sale and short sale exempt trades during regular trading hours" }, { "id": "inst20_yx_sv", "description": "Aggregate reported share volume of executed short sale and short sale exempt trades during regular trading hours" }, { "id": "shrt29_data2", "description": "data2" }, { "id": "vwap", "description": "Daily volume weighted average price" }, { "id": "actual_sales_value_annual", "description": "Sales - Actual Value" }, { "id": "oth685_prc_sale", "description": "Price to Sales ratio." }, { "id": "sales_estimate_maximum", "description": "Sales - The highest estimation" }, { "id": "sales_estimate_maximum_quarterly", "description": "Sales - The highest estimation" }, { "id": "sales_estimate_minimum_quarterly", "description": "Sales - The lowest estimation" }, { "id": "sales_estimate_minimum", "description": "Sales - The lowest estimation" }, { "id": "sales_guidance_value_quarterly", "description": "Sales - guidance value" }, { "id": "fnd17_qpr2rev", "description": "Price to sales - most recent quarter" }, { "id": "sales_estimate_count_2", "description": "Number of Sales estimates" }, { "id": "sales_estimate_count", "description": "Sales - number of estimations" }, { "id": "sales_estimate_count_quarterly", "description": "Sales - number of estimations" }, { "id": "fnd17_ttmpr2rev", "description": "Price to sales - trailing 12 month" }, { "id": "fnd17_apr2rev", "description": "Price to sales - most recent fiscal year" }, { "id": "sales_min_guidance_quarterly", "description": "Minimum guidance value for Sales" }, { "id": "sales_max_guidance_quarterly", "description": "The maximum guidance value for sales." }, { "id": "est_sales", "description": "Sales - mean of estimations" }, { "id": "sales_estimate_average_annual", "description": "Sales - mean of estimations" }, { "id": "sales_estimate_average_quarterly", "description": "Sales - mean of estimations" }, { "id": "sales_estimate_median_quarterly", "description": "Sales - median of estimations" }, { "id": "median_sales_estimate", "description": "Sales - median of estimations" }, { "id": "fnd17_ptmpr2rev", "description": "Price to sales - prior trailing 12 month" }, { "id": "highest_sales_estimate", "description": "Sales - The highest estimation for the annual period" }, { "id": "sales_estimate_standard_deviation", "description": "Sales - standard deviation of estimations" }, { "id": "sales_estimate_stddev_quarterly", "description": "Standard deviation of Sales estimations" }, { "id": "sales_min_guidance_value", "description": "Minimum sales guidance for the annual period." }, { "id": "lowest_sales_estimate", "description": "Sales - The lowest estimation for the annual period" }, { "id": "sales_estimate_median_value", "description": "Sales - Median value among forecasts" }, { "id": "sales_guidance_value", "description": "Sales - Guidance value for the annual period" }, { "id": "sales_max_guidance_value", "description": "Maximum guidance value for annual sales" }, { "id": "actual_sales_value_quarterly", "description": "Sales - Value in financial services income statement (in millions)" }, { "id": "pv104_lstp_mean", "description": "Last Price" }, { "id": "ev_sales_relative_component_rank", "description": "Global rank for the enterprise value to sales ratio component in the valuation model." }, { "id": "sales_estimate_dispersion", "description": "Standard deviation of Sales estimations for the annual period." }, { "id": "fnd23_annfv1a_stnr", "description": "net sales." }, { "id": "fnd23_icsm_mvb_stnr", "description": "net sales." }, { "id": "mdl116_fcfyld_trendpredict_model_predict", "description": "Free cash flow yield predicted value(trend model)" }, { "id": "mdl116_fcfyld_deltapredict_model_predict", "description": "Free cash flow yield predicted value(delta model)" }, { "id": "mdl116_fcfyld_deltapredict_model_mae", "description": "Mean average Free cash flow yield prediction model error" }, { "id": "mdl116_fcfyld_trendpredict_model_mae", "description": "Mean average Free cash flow yield prediction model error" }, { "id": "mdl116_fcfyld_deltapredict_model_mada", "description": "Mean average deaviation of Free cash flow yield actual values" }, { "id": "mdl116_fcfyld_trendpredict_model_mada", "description": "Mean average deaviation of Free cash flow yield actual values" }, { "id": "mdl116_fcfyld_deltapredict_model_madp", "description": "Mean average deaviation of Free cash flow yield predicted values" }, { "id": "mdl116_fcfyld_trendpredict_model_madp", "description": "Mean average deaviation of Free cash flow yield predicted values" }, { "id": "cash", "description": "Cash" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability12", "description": "12th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability10", "description": "10th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability11", "description": "11th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability7", "description": "7th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability2", "description": "2nd profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability5", "description": "5th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability9", "description": "9th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability4", "description": "4th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability3", "description": "3rd profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability1", "description": "1st profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability6", "description": "6th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability8", "description": "8th profitability field of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_a_predict", "description": "Predicted value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_ttm_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_fcf_q_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_ttm_predict", "description": "Predicted value of Free Cash Flow" }, { "id": "mdl262_fcf_ttm_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_q_predict", "description": "Predicted Value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_a_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_fcf_a_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_q_predict", "description": "Predict value of Free Cash Flow" }, { "id": "free_cash_flow_total", "description": "Free Cash Flow value - Annual" }, { "id": "mdl262_trkdpitpredictivefcff_prediction", "description": "Predict value of Free Cash Flow Firm" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability10", "description": "10th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability7", "description": "7th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability5", "description": "5th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability9", "description": "9th Profitability Field of Free Cash Flow, Trailing 12 Months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability12", "description": "12th Profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability2", "description": "2nd Profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_trkdpitpredictivefcfe_prediction", "description": "Predict value of Free Cash Flow Equity" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability6", "description": "6th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "fnd23_efcf", "description": "free cash flow to equity." }, { "id": "mdl262_ffcf", "description": "Free cash flow Firm of Predictive models" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability3", "description": "3rd profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability11", "description": "11th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability8", "description": "8th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability4", "description": "4th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability1", "description": "1st profitability field of Free Cash Flow, trailing 12 months" }, { "id": "fnd23_ffcf", "description": "free cash flow to the firm" }, { "id": "mdl262_efcf", "description": "Free Cash Flow Equity of Predictive models" }, { "id": "fnd17_fcf1a", "description": "Free Cash Flow - most recent FY" } ] } } }, "ts_rank(ts_delta(, 22), 66)": { "template_explanation": "Intermediate-term improvement (22-day change) in the same forward yield, ranked over 66 days to catch early inflections before the 60-day mean fully reflects it.", "seed_alpha_settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "placeholder_candidates": { "": { "type": "data_field", "candidates": [ { "id": "fnd28_value_09402", "description": "value of field: Dividend Yield - Current" }, { "id": "fnd28_value_09202", "description": "value of field: Earnings Yield - Current" }, { "id": "fnd28_value_09205", "description": "value of field: Earnings Yield - Current Low" }, { "id": "fnd28_value_09203", "description": "value of field: Earnings Yield - Current High" }, { "id": "fnd28_newa2_value_09400a", "description": "value of annual field: Dividend Yield - High" }, { "id": "fnd28_annualperf_value_09400a", "description": "value of annual field: Dividend Yield - High" }, { "id": "fnd28_newa2_value_09200a", "description": "value of annual field: Earnings Yield - High" }, { "id": "fnd28_annualperf_value_09200a", "description": "value of annual field: Earnings Yield - High" }, { "id": "fnd28_annualperf_value_09201a", "description": "value of annual field: Earnings Yield - Low" }, { "id": "fnd28_newa2_value_09201a", "description": "value of annual field: Earnings Yield - Low" }, { "id": "fnd28_wcdvfq1_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_wsannualperfq_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_newa2_value_09401a", "description": "value of annual field: Dividend Yield - Low" }, { "id": "fnd28_wcnewq_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09401a", "description": "value of annual field: Dividend Yield - Low" }, { "id": "fnd28_annualperf_value_09404a", "description": "value of annual field: Dividend Yield - Close" }, { "id": "fnd28_newa2_value_09404a", "description": "value of annual field: Dividend Yield - Close" }, { "id": "oth327_sirc_lev", "description": "Sensitivity of Stock to Interest rate parallel Shift" }, { "id": "mdl230_allcap_sedol_pcdwf", "description": "It is defined as the average quarterly forward-looking cash flows per share divided by close price." }, { "id": "mdl230_us5000_cusip_pcdwf", "description": "It is defined as the average quarterly forward-looking cash flows per share divided by close price." }, { "id": "oth327_sirc_sl", "description": "Sensitivity of Stock to Interest rate slope twist" }, { "id": "fnd28_annualperf_value_09204a", "description": "value of annual field: Earnings Yield - Close" }, { "id": "fnd28_newa2_value_09204a", "description": "value of annual field: Earnings Yield - Close" }, { "id": "fnd65_us5000_cusip_pcdwf", "description": "It is defined as the average quarterly forward-looking cash flows per share divided by close price." }, { "id": "mdl230_totalcap_cusip_pcdwf", "description": "It is defined as the average quarterly forward-looking cash flows per share divided by close price." }, { "id": "fnd17_gvay5dly", "description": "Dividend Yield - 5 Year Average" }, { "id": "fnd65_totalcap_cusip_pcdwf", "description": "It is defined as the average quarterly forward-looking cash flows per share divided by close price." }, { "id": "fnd65_allcap_sedol_pcdwf", "description": "It is defined as the average quarterly forward-looking cash flows per share divided by close price." }, { "id": "opt40_call_forwardprice_182days", "description": "Forward price for call options with 182 days to expiration." }, { "id": "opt40_call_forwardprice_122days", "description": "Forward price for call options with 122 days to expiration." }, { "id": "fnd65_totalcap_cusip_pbdwf", "description": "It is defined as the average quarterly forward-looking book value per share divided by close price." }, { "id": "mdl230_allcap_sedol_pbdwf", "description": "It is defined as the average quarterly forward-looking book value per share divided by close price." }, { "id": "fnd65_allcap_sedol_pbdwf", "description": "It is defined as the average quarterly forward-looking book value per share divided by close price." }, { "id": "mdl230_totalcap_cusip_pbdwf", "description": "It is defined as the average quarterly forward-looking book value per share divided by close price." }, { "id": "opt40_call_forwardprice_273days", "description": "Forward price for call options with 273 days to expiration." }, { "id": "opt40_call_forwardprice_91days", "description": "Forward price for call options with 91 days to expiration." }, { "id": "opt40_call_forwardprice_152days", "description": "Forward price for call options with 152 days to expiration." }, { "id": "mdl230_us5000_cusip_pbdwf", "description": "It is defined as the average quarterly forward-looking book value per share divided by the close price." }, { "id": "opt40_put_forwardprice_182days", "description": "Forward price for put options with 182 days to expiration." }, { "id": "fnd65_us5000_cusip_pbdwf", "description": "It is defined as the average quarterly forward-looking book value per share divided by the close price." }, { "id": "opt40_call_forwardprice_547days", "description": "Forward price for call options with 547 days to expiration." }, { "id": "opt40_call_forwardprice_730days", "description": "Forward price for call options with 730 days to expiration." }, { "id": "fnd17_yield", "description": "Dividend Yield - indicated annual dividend divided by closing price" }, { "id": "opt40_put_forwardprice_365days", "description": "Forward price for put options with 365 days to expiration." }, { "id": "fnd28_annualperf_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "fnd28_annualperf_value_09206a", "description": "value of annual field: Earnings Yield - Avg High-Low" }, { "id": "fnd28_newa2_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "fnd28_stpera_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "opt40_put_forwardprice_91days", "description": "Forward price for put options with 91 days to expiration." }, { "id": "fnd28_newa2_value_09206a", "description": "value of annual field: Earnings Yield - Avg High-Low" }, { "id": "oth424_divyld", "description": "Dividend yield" }, { "id": "predicted_dividend_yield", "description": "Predicted Dividend Yield" }, { "id": "mdl177_2_deepvaluefactor_pdy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_2_deepvaluemodel_indidivy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_2_deepvaluefactor_indidivy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_deepvaluefactor_indidivy_alt", "description": "Indicated Dividend Yield" }, { "id": "mdl177_deepvaluefactor_pdy_alt", "description": "Indicated Dividend Yield" }, { "id": "mdl262_div_yield", "description": "Dividend Yield of Predictive models" }, { "id": "pv87_divyld_fy1_mean", "description": "Dividend yield, FY1" }, { "id": "pv87_divyld_exp_mean", "description": "Expected dividend yield" }, { "id": "anl49_backfill_averageannualdividendyieldindicator", "description": "Average annual dividend yield indicator" }, { "id": "pv87_divyld_trl_mean", "description": "Trailing dividend yield" }, { "id": "anl49_averageannualdividendyieldindicator", "description": "Average annual dividend yield indicator" }, { "id": "mdl177_put_put_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_2_earningmomentumfactor400_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_earningmomentumfactor_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_2_put_put_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_putput_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_earningmomentumfactor_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_put_put_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "reciprocal_dividend_yield_adjusted_peg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl219_1_pge_cf", "description": "Inverse PEG ratio adjusted for dividend yield." }, { "id": "rsk70_mfm2_usfast_divyild", "description": "Dividend Yield Style Factor Loading" }, { "id": "oth432_div_yield", "description": "Dividend Yield of Predictive models" }, { "id": "fnd28_newa2_value_09406a", "description": "value of annual field: Dividend Yield - Avg High-Low" }, { "id": "fnd28_annualperf_value_09406a", "description": "value of annual field: Dividend Yield - Avg High-Low" }, { "id": "dividend_yield_relative_component_rank", "description": "Global rank for the dividend yield component in the valuation model." }, { "id": "fnd28_value_09421", "description": "value of field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_stpera_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_newa2_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_annualperf_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_stpera_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_stpera_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_newa2_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "anl15_ind_divyld", "description": "The weighted average dividend yield aggregated within GICS industry grouping." }, { "id": "normalized_earnings_yield", "description": "Normalized Earnings Yield" }, { "id": "mdl262_earnings_yield2", "description": "Earnings Yield of Predictive models" }, { "id": "mdl262_earnings_yield3", "description": "Earnings Yield of Predictive models" }, { "id": "mdl262_earnings_yield1", "description": "Earnings Yield of Predictive models" }, { "id": "mdl177_2_deepvaluefactor_fcfp", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "mdl177_deepvaluefactor_fcfp_alt", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "forward_median_earnings_yield", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "pv87_epsyld_ntm_mean", "description": "Earnings yield, NTM Median" }, { "id": "pv87_hr_epsyld_mean", "description": "Historical relative earnings yield" }, { "id": "pv87_epsyld_ltm_d_mean", "description": "Earnings yield, LTM, diluted" }, { "id": "pv87_epsyld_ltm_b_mean", "description": "Earnings yield, LTM, basic" }, { "id": "pv87_epsyld_fy1_mean", "description": "Earnings yield, FY1 Median" }, { "id": "pv87_epsyld_fy2_mean", "description": "Earnings yield, FY2 Median" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_predict", "description": "Earnings yield(NTM) predicted value(trend model)" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_predict", "description": "Earnings yield(NTM) predicted value(delta model)" }, { "id": "mdl177_2_5yearrelativevaluefactor_rel5yfwdep", "description": "5-yr Relative Leading 12-Month Earnings Yield" }, { "id": "mdl116_epsyld_fy1_trendpredict_model_predict", "description": "Earnings yield for FY1 predicted value(trend model)" }, { "id": "oth432_earnings_yield2", "description": "Earnings Yield of Predictive models" }, { "id": "oth432_earnings_yield3", "description": "Earnings Yield of Predictive models" }, { "id": "mdl116_epsyld_fy2_deltapredict_model_predict", "description": "Earnings yield for FY2 predicted value(delta model)" }, { "id": "mdl116_epsyld_fy2_trendpredict_model_predict", "description": "Earnings yield for FY2 predicted value(trend model)" }, { "id": "mdl116_hr_epsyld_deltapredict_model_predict", "description": "Historical relative earnings yield predicted value(delta model)" }, { "id": "oth432_earnings_yield1", "description": "Earnings Yield of Predictive models" }, { "id": "rsk70_mfm2_usfast_earnyild", "description": "Earnings Yield Style Factor Loading" }, { "id": "mdl219_1_pedwf_cf", "description": "Forward earnings yield based on consensus estimates divided by price." }, { "id": "mdl116_epsyld_ltm_d_trendpredict_model_predict", "description": "Earnings yield(LTM, diluted) predicted value(trend model)" }, { "id": "mdl116_epsyld_fy1_deltapredict_model_predict", "description": "Earnings yield for FY1 predicted value(delta model)" }, { "id": "mdl116_hr_epsyld_trendpredict_model_predict", "description": "Historical relative earnings yield predicted value(trend model)" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_mae", "description": "Mean average Earnings yield(NTM) prediction model error" }, { "id": "mdl116_epsyld_ltm_d_deltapredict_model_predict", "description": "Earnings yield(LTM, diluted) predicted value(delta model)" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_mae", "description": "Mean average Earnings yield(NTM) prediction model error" }, { "id": "fnd28_stpera_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09221a", "description": "value of annual field: Earnings Yield - 5 Yr Avg - Close" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_mada", "description": "Mean average deaviation of Earnings yield(NTM) actual values" }, { "id": "fnd28_newa2_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_madp", "description": "Mean average deaviation of Earnings yield(NTM) predicted values" }, { "id": "fnd17_ebitda2ev", "description": "Current EBITDA/EV" }, { "id": "fnd31_qsg5additionalfactor3_fwdebitdaev", "description": "Leading 12-Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_devnorthamericaadditionalfactor4_fwdebitdaev", "description": "Leading 12 Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_qsg5additionalfactor3_backfilled_fwdebitdaev", "description": "Leading 12-Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_qsg5additionalfactor3_tw_ebitdaev", "description": "Time Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "fnd31_qsg5additionalfactor3_backfilled_tw_ebitdaev", "description": "Time-Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "fnd31_devnorthamericaadditionalfactor4_tw_ebitdaev", "description": "Time Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "mdl38_rel_val_ev_ebitda", "description": "Global-relative (1-100) EV/EBITDA Rank" }, { "id": "mdl38_v14_rel_val_ev_ebitda", "description": "Global-relative (1-100) EV/EBITDA Rank" }, { "id": "star_v14_val_ev_sales", "description": "Global-relative (1-100) EV/Sales Rank" }, { "id": "star_val_ev_sales", "description": "Global-relative (1-100) EV/Sales Rank" }, { "id": "ev_ebitda_relative_component_rank", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model." }, { "id": "ev_ebitda_relative_component_rank_v2", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model (variant 2)." }, { "id": "ev_ebitda_relative_component_rank_v3", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model (variant 3)." }, { "id": "projected_earnings_fy9", "description": "Projected earnings per share for the ninth future fiscal year." }, { "id": "projected_earnings_fy8", "description": "Projected earnings per share for the eighth future fiscal year." }, { "id": "projected_earnings_fy15", "description": "Projected earnings per share for the fifteenth future fiscal year." }, { "id": "projected_earnings_fy4", "description": "Projected earnings per share for the fourth future fiscal year." }, { "id": "projected_earnings_fy11", "description": "Projected earnings per share for the eleventh future fiscal year." }, { "id": "projected_earnings_fy5", "description": "Projected earnings per share for the fifth future fiscal year." }, { "id": "steady_state_yearly_earnings_value", "description": "Assumed earnings value for the company in the steady-state period." }, { "id": "long_term_earnings_growth_rate", "description": "Long-term assumed rate of earnings growth for the company." }, { "id": "market_implied_5yr_eps_cagr", "description": "5-year compound annual growth rate for earnings per share implied by current market price." }, { "id": "star_val_earnings_measure_type", "description": "Measure used for Earnings (typically EPS)" }, { "id": "star_val_earnings_projection_fy9", "description": "Adjusted Earnings projection for FY9" }, { "id": "pe_ratio_relative_component_rank", "description": "Global rank for the price-to-earnings ratio component in the valuation model." }, { "id": "star_val_earnings_projection_fy15", "description": "Adjusted Earnings projection for FY15" }, { "id": "star_val_earnings_projection_fy7", "description": "Adjusted Earnings projection for FY7" }, { "id": "projected_earnings_fy1", "description": "Projected earnings per share for the first future fiscal year." }, { "id": "star_v14_val_earnings_projection_fy3", "description": "Adjusted Earnings projection for FY3" }, { "id": "star_v14_val_earnings_projection_fy11", "description": "Adjusted Earnings projection for FY11" }, { "id": "price_to_intrinsic_value_industry_position_v2", "description": "Rank of a stock's price-to-intrinsic-value ratio compared to industry peers (variant 2)." }, { "id": "justified_forward_pe_ratio", "description": "Forward 12-month price-to-earnings ratio justified by steady-state assumptions." }, { "id": "star_v14_val_fwd5_eps_cagr", "description": "Compound Annual Growth Rate from first 5-years of adjusted EPS projections" }, { "id": "star_v14_val_earnings_projection_fy12", "description": "Adjusted Earnings projection for FY12" }, { "id": "earnings_projection_metric_type", "description": "Type of financial metric used for earnings projections, typically EPS." }, { "id": "pcf_ratio_relative_component_rank_v3", "description": "Global rank for the price-to-cash-flow ratio component in the valuation model (variant 3)." }, { "id": "projected_earnings_fy7", "description": "Projected earnings per share for the seventh future fiscal year." }, { "id": "projected_earnings_fy10", "description": "Projected earnings per share for the tenth future fiscal year." }, { "id": "star_val_earnings_projection_fy2", "description": "Adjusted Earnings projection for FY2" }, { "id": "mdl38_iv_warranted_f12m_p_e", "description": "Warranted forward 12 months P/E" }, { "id": "projected_earnings_fy3", "description": "Projected earnings per share for the third future fiscal year." }, { "id": "star_v14_val_earnings_projection_fy8", "description": "Adjusted Earnings projection for FY8" }, { "id": "star_val_earnings_projection_fy8", "description": "Adjusted Earnings projection for FY8" }, { "id": "star_v14_val_earnings_projection_fy1", "description": "Adjusted Earnings projection for FY1" }, { "id": "projected_earnings_fy13", "description": "Projected earnings per share for the thirteenth future fiscal year." }, { "id": "projected_earnings_fy12", "description": "Projected earnings per share for the twelfth future fiscal year." }, { "id": "projected_earnings_fy6", "description": "Projected earnings per share for the sixth future fiscal year." }, { "id": "pb_ratio_relative_component_rank_v3", "description": "Global rank for the price-to-book ratio component in the valuation model (variant 3)." }, { "id": "discounted_future_dividends_sum", "description": "Sum of discounted future dividends in the currency used for projections." }, { "id": "mdl116_fcfyld_trendpredict_model_predict", "description": "Free cash flow yield predicted value(trend model)" }, { "id": "mdl116_fcfyld_deltapredict_model_predict", "description": "Free cash flow yield predicted value(delta model)" }, { "id": "mdl116_fcfyld_deltapredict_model_mae", "description": "Mean average Free cash flow yield prediction model error" }, { "id": "mdl116_fcfyld_trendpredict_model_mae", "description": "Mean average Free cash flow yield prediction model error" }, { "id": "mdl116_fcfyld_deltapredict_model_mada", "description": "Mean average deaviation of Free cash flow yield actual values" }, { "id": "mdl116_fcfyld_trendpredict_model_mada", "description": "Mean average deaviation of Free cash flow yield actual values" }, { "id": "mdl116_fcfyld_deltapredict_model_madp", "description": "Mean average deaviation of Free cash flow yield predicted values" }, { "id": "mdl116_fcfyld_trendpredict_model_madp", "description": "Mean average deaviation of Free cash flow yield predicted values" }, { "id": "cash", "description": "Cash" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability12", "description": "12th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability10", "description": "10th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability11", "description": "11th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability7", "description": "7th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability2", "description": "2nd profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability5", "description": "5th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability9", "description": "9th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability4", "description": "4th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability3", "description": "3rd profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability1", "description": "1st profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability6", "description": "6th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability8", "description": "8th profitability field of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_a_predict", "description": "Predicted value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_ttm_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_fcf_q_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_ttm_predict", "description": "Predicted value of Free Cash Flow" }, { "id": "mdl262_fcf_ttm_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_q_predict", "description": "Predicted Value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_a_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_fcf_a_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_q_predict", "description": "Predict value of Free Cash Flow" }, { "id": "free_cash_flow_total", "description": "Free Cash Flow value - Annual" }, { "id": "mdl262_trkdpitpredictivefcff_prediction", "description": "Predict value of Free Cash Flow Firm" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability10", "description": "10th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability7", "description": "7th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability5", "description": "5th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability9", "description": "9th Profitability Field of Free Cash Flow, Trailing 12 Months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability12", "description": "12th Profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability2", "description": "2nd Profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_trkdpitpredictivefcfe_prediction", "description": "Predict value of Free Cash Flow Equity" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability6", "description": "6th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "fnd23_efcf", "description": "free cash flow to equity." }, { "id": "mdl262_ffcf", "description": "Free cash flow Firm of Predictive models" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability3", "description": "3rd profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability11", "description": "11th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability8", "description": "8th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability4", "description": "4th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability1", "description": "1st profitability field of Free Cash Flow, trailing 12 months" }, { "id": "fnd23_ffcf", "description": "free cash flow to the firm" }, { "id": "mdl262_efcf", "description": "Free Cash Flow Equity of Predictive models" }, { "id": "fnd17_fcf1a", "description": "Free Cash Flow - most recent FY" } ] } } }, "group_zscore(ts_ir(, 126), sector)": { "template_explanation": "Risk-adjusted consistency (126-day info ratio) of the yield, z-scored within sector to reward stable cash-flow generators rather than volatile ones.", "seed_alpha_settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "placeholder_candidates": { "": { "type": "data_field", "candidates": [ { "id": "oth424_divyld", "description": "Dividend yield" }, { "id": "predicted_dividend_yield", "description": "Predicted Dividend Yield" }, { "id": "mdl177_2_deepvaluefactor_pdy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_2_deepvaluemodel_indidivy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_2_deepvaluefactor_indidivy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_deepvaluefactor_indidivy_alt", "description": "Indicated Dividend Yield" }, { "id": "mdl177_deepvaluefactor_pdy_alt", "description": "Indicated Dividend Yield" }, { "id": "mdl262_div_yield", "description": "Dividend Yield of Predictive models" }, { "id": "pv87_divyld_fy1_mean", "description": "Dividend yield, FY1" }, { "id": "pv87_divyld_exp_mean", "description": "Expected dividend yield" }, { "id": "fnd17_gvay5dly", "description": "Dividend Yield - 5 Year Average" }, { "id": "anl49_backfill_averageannualdividendyieldindicator", "description": "Average annual dividend yield indicator" }, { "id": "fnd28_value_09402", "description": "value of field: Dividend Yield - Current" }, { "id": "pv87_divyld_trl_mean", "description": "Trailing dividend yield" }, { "id": "anl49_averageannualdividendyieldindicator", "description": "Average annual dividend yield indicator" }, { "id": "mdl177_put_put_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_2_earningmomentumfactor400_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_earningmomentumfactor_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_newa2_value_09400a", "description": "value of annual field: Dividend Yield - High" }, { "id": "fnd28_newa2_value_09401a", "description": "value of annual field: Dividend Yield - Low" }, { "id": "mdl177_2_put_put_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_putput_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_wcnewq_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09404a", "description": "value of annual field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09400a", "description": "value of annual field: Dividend Yield - High" }, { "id": "mdl177_earningmomentumfactor_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_put_put_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "reciprocal_dividend_yield_adjusted_peg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_wcdvfq1_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_wsannualperfq_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09401a", "description": "value of annual field: Dividend Yield - Low" }, { "id": "fnd28_newa2_value_09404a", "description": "value of annual field: Dividend Yield - Close" }, { "id": "fnd17_yield", "description": "Dividend Yield - indicated annual dividend divided by closing price" }, { "id": "mdl219_1_pge_cf", "description": "Inverse PEG ratio adjusted for dividend yield." }, { "id": "rsk70_mfm2_usfast_divyild", "description": "Dividend Yield Style Factor Loading" }, { "id": "oth432_div_yield", "description": "Dividend Yield of Predictive models" }, { "id": "fnd28_newa2_value_09406a", "description": "value of annual field: Dividend Yield - Avg High-Low" }, { "id": "fnd28_annualperf_value_09406a", "description": "value of annual field: Dividend Yield - Avg High-Low" }, { "id": "dividend_yield_relative_component_rank", "description": "Global rank for the dividend yield component in the valuation model." }, { "id": "fnd28_value_09421", "description": "value of field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_stpera_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_newa2_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_annualperf_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_stpera_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_stpera_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_newa2_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "anl15_ind_divyld", "description": "The weighted average dividend yield aggregated within GICS industry grouping." }, { "id": "mdl116_fcfyld_trendpredict_model_predict", "description": "Free cash flow yield predicted value(trend model)" }, { "id": "mdl116_fcfyld_deltapredict_model_predict", "description": "Free cash flow yield predicted value(delta model)" }, { "id": "mdl116_fcfyld_deltapredict_model_mae", "description": "Mean average Free cash flow yield prediction model error" }, { "id": "mdl116_fcfyld_trendpredict_model_mae", "description": "Mean average Free cash flow yield prediction model error" }, { "id": "mdl116_fcfyld_deltapredict_model_mada", "description": "Mean average deaviation of Free cash flow yield actual values" }, { "id": "mdl116_fcfyld_trendpredict_model_mada", "description": "Mean average deaviation of Free cash flow yield actual values" }, { "id": "mdl116_fcfyld_deltapredict_model_madp", "description": "Mean average deaviation of Free cash flow yield predicted values" }, { "id": "mdl116_fcfyld_trendpredict_model_madp", "description": "Mean average deaviation of Free cash flow yield predicted values" }, { "id": "cash", "description": "Cash" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability12", "description": "12th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability10", "description": "10th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability11", "description": "11th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability7", "description": "7th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability2", "description": "2nd profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability5", "description": "5th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability9", "description": "9th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability4", "description": "4th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability3", "description": "3rd profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability1", "description": "1st profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability6", "description": "6th profitability field of Free Cash Flow" }, { "id": "mdl262_rasv2splitprofitabilityfcf_q_profitability8", "description": "8th profitability field of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_a_predict", "description": "Predicted value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_ttm_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_fcf_q_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_ttm_predict", "description": "Predicted value of Free Cash Flow" }, { "id": "mdl262_fcf_ttm_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_deltapredictfcf_q_predict", "description": "Predicted Value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_a_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_fcf_a_predict", "description": "Predict value of Free Cash Flow" }, { "id": "mdl262_predictivefcf_q_predict", "description": "Predict value of Free Cash Flow" }, { "id": "free_cash_flow_total", "description": "Free Cash Flow value - Annual" }, { "id": "mdl262_trkdpitpredictivefcff_prediction", "description": "Predict value of Free Cash Flow Firm" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability10", "description": "10th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability7", "description": "7th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability5", "description": "5th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability9", "description": "9th Profitability Field of Free Cash Flow, Trailing 12 Months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability12", "description": "12th Profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability2", "description": "2nd Profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_trkdpitpredictivefcfe_prediction", "description": "Predict value of Free Cash Flow Equity" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability6", "description": "6th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "fnd23_efcf", "description": "free cash flow to equity." }, { "id": "mdl262_ffcf", "description": "Free cash flow Firm of Predictive models" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability3", "description": "3rd profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability11", "description": "11th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability8", "description": "8th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability4", "description": "4th profitability field of Free Cash Flow, trailing 12 months" }, { "id": "mdl262_rasv2splitprofitabilityfcf_ttm_profitability1", "description": "1st profitability field of Free Cash Flow, trailing 12 months" }, { "id": "fnd23_ffcf", "description": "free cash flow to the firm" }, { "id": "mdl262_efcf", "description": "Free Cash Flow Equity of Predictive models" }, { "id": "fnd17_fcf1a", "description": "Free Cash Flow - most recent FY" }, { "id": "normalized_earnings_yield", "description": "Normalized Earnings Yield" }, { "id": "mdl262_earnings_yield2", "description": "Earnings Yield of Predictive models" }, { "id": "mdl262_earnings_yield3", "description": "Earnings Yield of Predictive models" }, { "id": "mdl262_earnings_yield1", "description": "Earnings Yield of Predictive models" }, { "id": "fnd28_value_09202", "description": "value of field: Earnings Yield - Current" }, { "id": "mdl177_2_deepvaluefactor_fcfp", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "mdl177_deepvaluefactor_fcfp_alt", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "fnd28_annualperf_value_09200a", "description": "value of annual field: Earnings Yield - High" }, { "id": "fnd28_value_09205", "description": "value of field: Earnings Yield - Current Low" }, { "id": "fnd28_value_09203", "description": "value of field: Earnings Yield - Current High" }, { "id": "fnd28_newa2_value_09200a", "description": "value of annual field: Earnings Yield - High" }, { "id": "forward_median_earnings_yield", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "fnd28_annualperf_value_09204a", "description": "value of annual field: Earnings Yield - Close" }, { "id": "fnd28_newa2_value_09204a", "description": "value of annual field: Earnings Yield - Close" }, { "id": "fnd28_annualperf_value_09201a", "description": "value of annual field: Earnings Yield - Low" }, { "id": "fnd28_newa2_value_09201a", "description": "value of annual field: Earnings Yield - Low" }, { "id": "pv87_epsyld_ntm_mean", "description": "Earnings yield, NTM Median" }, { "id": "pv87_hr_epsyld_mean", "description": "Historical relative earnings yield" }, { "id": "pv87_epsyld_ltm_d_mean", "description": "Earnings yield, LTM, diluted" }, { "id": "pv87_epsyld_ltm_b_mean", "description": "Earnings yield, LTM, basic" }, { "id": "pv87_epsyld_fy1_mean", "description": "Earnings yield, FY1 Median" }, { "id": "pv87_epsyld_fy2_mean", "description": "Earnings yield, FY2 Median" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_predict", "description": "Earnings yield(NTM) predicted value(trend model)" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_predict", "description": "Earnings yield(NTM) predicted value(delta model)" }, { "id": "mdl177_2_5yearrelativevaluefactor_rel5yfwdep", "description": "5-yr Relative Leading 12-Month Earnings Yield" }, { "id": "mdl116_epsyld_fy1_trendpredict_model_predict", "description": "Earnings yield for FY1 predicted value(trend model)" }, { "id": "fnd28_annualperf_value_09206a", "description": "value of annual field: Earnings Yield - Avg High-Low" }, { "id": "oth432_earnings_yield2", "description": "Earnings Yield of Predictive models" }, { "id": "oth432_earnings_yield3", "description": "Earnings Yield of Predictive models" }, { "id": "fnd28_newa2_value_09206a", "description": "value of annual field: Earnings Yield - Avg High-Low" }, { "id": "mdl116_epsyld_fy2_deltapredict_model_predict", "description": "Earnings yield for FY2 predicted value(delta model)" }, { "id": "mdl116_epsyld_fy2_trendpredict_model_predict", "description": "Earnings yield for FY2 predicted value(trend model)" }, { "id": "mdl116_hr_epsyld_deltapredict_model_predict", "description": "Historical relative earnings yield predicted value(delta model)" }, { "id": "oth432_earnings_yield1", "description": "Earnings Yield of Predictive models" }, { "id": "rsk70_mfm2_usfast_earnyild", "description": "Earnings Yield Style Factor Loading" }, { "id": "mdl219_1_pedwf_cf", "description": "Forward earnings yield based on consensus estimates divided by price." }, { "id": "mdl116_epsyld_ltm_d_trendpredict_model_predict", "description": "Earnings yield(LTM, diluted) predicted value(trend model)" }, { "id": "mdl116_epsyld_fy1_deltapredict_model_predict", "description": "Earnings yield for FY1 predicted value(delta model)" }, { "id": "mdl116_hr_epsyld_trendpredict_model_predict", "description": "Historical relative earnings yield predicted value(trend model)" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_mae", "description": "Mean average Earnings yield(NTM) prediction model error" }, { "id": "mdl116_epsyld_ltm_d_deltapredict_model_predict", "description": "Earnings yield(LTM, diluted) predicted value(delta model)" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_mae", "description": "Mean average Earnings yield(NTM) prediction model error" }, { "id": "fnd28_stpera_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09221a", "description": "value of annual field: Earnings Yield - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_mada", "description": "Mean average deaviation of Earnings yield(NTM) actual values" }, { "id": "fnd28_newa2_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_madp", "description": "Mean average deaviation of Earnings yield(NTM) predicted values" }, { "id": "fnd28_newa2_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "fnd17_payout5yr", "description": "Payout ratio - 5 year average" }, { "id": "fnd17_ttmpayrat", "description": "Payout ratio - trailing 12 month" }, { "id": "fnd65_totalcap_cusip_ydp_cf", "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate." }, { "id": "fnd65_us5000_cusip_ydp_cf", "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by the trading price. The payout ratio assumption is 10%+84%*Payout Ratio in the last Year - 38%*consensus long-term earnings growth rate." }, { "id": "fnd17_qpayratio", "description": "Payout ratio - most recent quarter" }, { "id": "pv87_exp_div_payout_mean", "description": "Dividend payout ratio, expected" }, { "id": "mdl77_2deepvaluefactor_ydp", "description": "Predicted Dividend Yield: It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10% + 84% * Payout Ratio in last year - 38% * consensus long-term earnings growth rate." }, { "id": "mdl77_deepvaluefactor_ydp", "description": "Predicted Dividend Yield: It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10% + 84% * Payout Ratio in last year - 38% * consensus long-term earnings growth rate." }, { "id": "fnd17_apayratio2", "description": "Payout ratio - most recent fiscal year -1" }, { "id": "mdl219_2_ydp_cf", "description": "Predicted dividend yield based on payout ratio and forward EPS estimates for the second module." }, { "id": "fnd65_allcap_sedol_ydp_cf", "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate." }, { "id": "mdl230_totalcap_cusip_ydp_cf", "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate." }, { "id": "mdl230_us5000_cusip_ydp_cf", "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by the trading price. The payout ratio assumption is 10%+84%*Payout Ratio in the last Year - 38%*consensus long-term earnings growth rate." }, { "id": "fnd17_apayratio", "description": "Payout ratio - most recent fiscal year" }, { "id": "pv87_div_payout_mean", "description": "Dividend payout ratio, trailing" }, { "id": "mdl219_1_ydp_cf", "description": "Predicted dividend yield based on payout ratio and forward EPS estimates." }, { "id": "mdl230_allcap_sedol_ydp_cf", "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate." }, { "id": "mdl177_2_globaldevnorthamerica_v502_fc_pdy", "description": "Predicted Dividend Yield : It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate." }, { "id": "mdl77_2gdna_ydp_cf", "description": "Predicted Dividend Yield: It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10% + 84% * Payout Ratio in last year - 38% * consensus long-term earnings growth rate." }, { "id": "mdl77_fa_ydp_cf", "description": "Predicted Dividend Yield: It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate." }, { "id": "mdl177_fa_fc_pdy", "description": "Predicted Dividend Yield : It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate." }, { "id": "mdl219_3_ydp_cf", "description": "Predicted dividend yield based on payout ratio and forward EPS estimates for the third module." }, { "id": "fnd65_allcap_sedol_susgrowth", "description": "It is the maximum growth rate a firm can sustain without having to increase financial leverage. It is defined as: ROE x (1 - dividend-payout ratio), where ROE is the trailing 12-month return on book equity." }, { "id": "mdl230_totalcap_cusip_susgrowth", "description": "It is the maximum growth rate a firm can sustain without having to increase financial leverage. It is defined as: ROE x (1 - dividend-payout ratio), where ROE is the trailing 12-month return on book equity." }, { "id": "fnd65_totalcap_cusip_susgrowth", "description": "It is the maximum growth rate a firm can sustain without having to increase financial leverage. It is defined as: ROE x (1 - dividend-payout ratio), where ROE is the trailing 12-month return on book equity." }, { "id": "mdl230_allcap_sedol_susgrowth", "description": "It is the maximum growth rate a firm can sustain without having to increase financial leverage. It is defined as: ROE x (1 - dividend-payout ratio), where ROE is the trailing 12-month return on book equity." }, { "id": "mdl230_us5000_cusip_susgrowth", "description": "It is the maximum growth rate a firm can sustain without having to increase financial leverage. It is defined as: ROE x (1 - dividend-payout ratio), where ROE is the trailing 12-month return on book equity." }, { "id": "fnd65_us5000_cusip_susgrowth", "description": "It is the maximum growth rate a firm can sustain without having to increase financial leverage. It is defined as: ROE x (1 - dividend-payout ratio), where ROE is the trailing 12-month return on book equity." }, { "id": "mdl38_v14_iv_div_payout_rate", "description": "Steady-state divident payout rate" }, { "id": "mdl38_iv_div_payout_rate", "description": "Steady-state dividend payout rate" }, { "id": "fnd28_newa1_value_08256a", "description": "value of annual field: Dividend Payout (% Earnings)" }, { "id": "fnd28_anlev_value_08256a", "description": "value of annual field: Dividend Payout (% Earnings)" }, { "id": "fnd28_levliqa_value_08256a", "description": "value of annual field: Dividend Payout (% Earnings)" }, { "id": "fnd28_value_09502", "description": "value of field: Dividend Payout per Share - Current" }, { "id": "fnd28_annualperf_value_09504a", "description": "value of annual field: Dividend Payout per Share" }, { "id": "fnd28_newa2_value_09504a", "description": "value of annual field: Dividend Payout per Share" }, { "id": "fnd65_allcap_sedol_yoychgcr", "description": "It is defined as the most recent reported quarterly current ratio and the current ratio for the same quarter one year ago. Current ratio equals to current assets divided by current liabiities." }, { "id": "fnd65_us5000_cusip_yoychgcr", "description": "It is defined as the most recent reported quarterly current ratio and the current ratio for the same quarter one year ago. Current ratio equals to current assets divided by current liabiities." }, { "id": "mdl230_allcap_sedol_yoychgcr", "description": "It is defined as the most recent reported quarterly current ratio and the current ratio for the same quarter one year ago. Current ratio equals to current assets divided by current liabiities." }, { "id": "fnd65_totalcap_cusip_yoychgcr", "description": "It is defined as the most recent reported quarterly current ratio and the current ratio for the same quarter one year ago. Current ratio equals to current assets divided by current liabilities." }, { "id": "mdl230_totalcap_cusip_yoychgcr", "description": "It is defined as the most recent reported quarterly current ratio and the current ratio for the same quarter one year ago. Current ratio equals to current assets divided by current liabilities." }, { "id": "fnd28_newa2_value_09521a", "description": "value of annual field: Dividend Payout Per Share - 5 Yr Avg" }, { "id": "fnd28_stpera_value_09521a", "description": "value of annual field: Dividend Payout Per Share - 5 Yr Avg" }, { "id": "mdl230_us5000_cusip_yoychgcr", "description": "It is defined as the most recent reported quarterly current ratio and the current ratio for the same quarter one year ago. Current ratio equals to current assets divided by current liabiities." }, { "id": "fnd28_annualperf_value_09521a", "description": "value of annual field: Dividend Payout Per Share - 5 Yr Avg" }, { "id": "fnd28_anlev_value_08260a", "description": "value of annual field: Dividend Payout (% Earnings) - Total Dollar - 5 Yr Avg" }, { "id": "fnd28_newa1_value_08260a", "description": "value of annual field: Dividend Payout (% Earnings) - Total Dollar - 5 Yr Avg" }, { "id": "fnd65_totalcap_cusip_chgreccast", "description": "It is defined as the percent change in the most recent quarterly reported accounts receivable to current assets ratio from the ratio for the same quarter one year ago." }, { "id": "mdl230_us5000_cusip_chgreccast", "description": "It is defined as the percent change in the most recent quarterly reported accounts receivable to current assets ratio from the ratio for the same quarter one year ago." }, { "id": "fnd65_us5000_cusip_chgreccast", "description": "It is defined as the percent change in the most recent quarterly reported accounts receivable to current assets ratio from the ratio for the same quarter one year ago." }, { "id": "fnd7_ointfund_qfcnvi", "description": "Quarterly Fundamental Item: Investing Activities -> Net Cash Flow (Statement of Cash Flows)" }, { "id": "fnd7_ointfund_qfcnif", "description": "Quarterly Fundamental Item: Financing Activities -> Net Cash Flow (Statement of Cash Flows)" }, { "id": "fnd7_ointfund_qfcnao", "description": "Quarterly Fundamental Item: Operating Activities -> Net Cash Flow (Statement of Cash Flows)" }, { "id": "fnd13_sopp", "description": "Operating Margin" }, { "id": "fnd13_mtps", "description": "Pretax Margin" }, { "id": "fnd13_mpns", "description": "Net Profit Margin" }, { "id": "anl14_actvalue_cfps_fp0", "description": "Cash Flow Per Share - recent last quarter" }, { "id": "fnd72_s_pit_or_cr_q_cash_flow_growth", "description": "Cash Flow Growth is calculated using the following formula" }, { "id": "fnd72_s_pit_or_cr_q_px_to_cash_flow", "description": "The price/cash flow ratio is the ratio of a stock's price divided by the cash flow per share" }, { "id": "anl14_actvalue_cfps_fy0", "description": "Cash Flow Per Share - recent last year" }, { "id": "fnd72_s_pit_or_cr_q_cfo_to_tot_debt", "description": "Total debt as a multiple of cash flow from operations" }, { "id": "fnd23_intfvm_fcff", "description": "other financing cash flow" }, { "id": "fnd23_annfv1a_fcff", "description": "other financing cash flow" }, { "id": "fnd23_cf_mvb_fcff", "description": "other financing cash flow" }, { "id": "operating_cashflow_reported_value", "description": "Cash Flow from Operations - Value" }, { "id": "fnd7_ointfund_qvd", "description": "Quarterly fundamental item: Cash dividends (statement of cash flows)" }, { "id": "cash_flow_from_financing", "description": "Cash Flow From Financing - Value" }, { "id": "fnd23_cf_m_fcii", "description": "[Quarterly] Other Investing Cash Flow" }, { "id": "cash_flow_from_investing", "description": "Cash Flow from Investing - Value" }, { "id": "fnd23_cf_m_fcff", "description": "[Quarterly] Other Financing Cash Flow" }, { "id": "fnd23_ofc", "description": "cash flow from operating activities." }, { "id": "fnd7_ointfund_qhcehc", "description": "Quarterly Fundamental Item: Cash and Cash Equivalents -> Increase (Decrease) (Statement of Cash Flows)" }, { "id": "financing_cashflow_reported_value", "description": "Cash Flow From Financing - Value" }, { "id": "investing_cashflow_reported_value", "description": "Cash Flow from Investing - Value" }, { "id": "fnd72_s_pit_or_cr_q_cash_flow_grwth_to_net_inc_grwth", "description": "Ratio used to compare Cash Flow Growth to Net Income Growth" }, { "id": "anl4_af_cfps_value", "description": "Cash Flow Per Share - Actual Value" }, { "id": "anl4_fcf_low", "description": "Free Cash Flow - The lowest estimation" }, { "id": "anl4_fcf_value", "description": "Free cash flow- announced financial value" }, { "id": "fnd72_s_pit_or_cr_q_free_cash_flow_per_sh_growth", "description": "Measure of 1-year growth of free cash flow per share" }, { "id": "financing_cash_flow_2", "description": "Net cash flow from financing activities." }, { "id": "financing_cashflow_net", "description": "Net cash flow from financing activities." }, { "id": "anl14_numofests_cfps_fp1", "description": "Num of estimations of Cash Flow Per Share - upcoming quarter" }, { "id": "anl14_high_cfps_fp1", "description": "The Highest Estimation of Cash Flow Per Share - upcoming quarter" }, { "id": "mdl31_ab1_gm_pct_prior_y", "description": "Prior year gross margin" }, { "id": "mdl31_gm_pct_prior_y", "description": "Prior year gross margin" }, { "id": "mdl31_v14_ab1_gm_pct_last_qtr", "description": "Last quarter gross margin" }, { "id": "anl14_low_cfps_fp1", "description": "The lowest estimation of cash flow per share - upcoming quarter" }, { "id": "shrt10_standalone_flowpct", "description": "The flows into or out of the selected asset class/manager/fund, as a percentage of the total net assets." }, { "id": "shrt10_730_standalone_flowpct", "description": "The flows into or out of the selected asset class/manager/fund, as a percentage of the total net assets" }, { "id": "mdl31_ab1_gm_pct_prior_qtr", "description": "Prior quarter gross margin" }, { "id": "mdl31_v14_ab1_gm_pct_prior_qtr", "description": "Prior quarter gross margin" }, { "id": "fnd23_cf_m_fcfs", "description": "[Quarterly] Financing Cash Flow Items" }, { "id": "mdl31_ab1_gm_pct_last_qtr", "description": "Last quarter gross margin" }, { "id": "mdl31_gm_pct_prior_qtr", "description": "Prior quarter gross margin" }, { "id": "shrt10_900_standalone_flowpct", "description": "The flows into or out of the selected asset class/manager/fund, as a percentage of the total net assets." }, { "id": "mdl31_v14_ab1_gm_pct_prior_y", "description": "Prior year gross margin" } ] } } }, "group_neutralize(ts_mean(, 60), bucket(rank(cap), range='0.1,1,0.1'))": { "template_explanation": "Size-neutralized version of the 60-day smoothed yield to avoid large-cap bias while preserving the core valuation signal.", "seed_alpha_settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "placeholder_candidates": { "": { "type": "data_field", "candidates": [ { "id": "oth424_divyld", "description": "Dividend yield" }, { "id": "predicted_dividend_yield", "description": "Predicted Dividend Yield" }, { "id": "mdl177_2_deepvaluefactor_pdy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_2_deepvaluemodel_indidivy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_2_deepvaluefactor_indidivy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_deepvaluefactor_indidivy_alt", "description": "Indicated Dividend Yield" }, { "id": "mdl177_deepvaluefactor_pdy_alt", "description": "Indicated Dividend Yield" }, { "id": "mdl262_div_yield", "description": "Dividend Yield of Predictive models" }, { "id": "pv87_divyld_fy1_mean", "description": "Dividend yield, FY1" }, { "id": "pv87_divyld_exp_mean", "description": "Expected dividend yield" }, { "id": "fnd17_gvay5dly", "description": "Dividend Yield - 5 Year Average" }, { "id": "anl49_backfill_averageannualdividendyieldindicator", "description": "Average annual dividend yield indicator" }, { "id": "fnd28_value_09402", "description": "value of field: Dividend Yield - Current" }, { "id": "pv87_divyld_trl_mean", "description": "Trailing dividend yield" }, { "id": "anl49_averageannualdividendyieldindicator", "description": "Average annual dividend yield indicator" }, { "id": "mdl177_put_put_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_2_earningmomentumfactor400_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_earningmomentumfactor_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_newa2_value_09400a", "description": "value of annual field: Dividend Yield - High" }, { "id": "fnd28_newa2_value_09401a", "description": "value of annual field: Dividend Yield - Low" }, { "id": "mdl177_2_put_put_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_putput_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_wcnewq_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09404a", "description": "value of annual field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09400a", "description": "value of annual field: Dividend Yield - High" }, { "id": "mdl177_earningmomentumfactor_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_put_put_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "reciprocal_dividend_yield_adjusted_peg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_wcdvfq1_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_wsannualperfq_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09401a", "description": "value of annual field: Dividend Yield - Low" }, { "id": "fnd28_newa2_value_09404a", "description": "value of annual field: Dividend Yield - Close" }, { "id": "fnd17_yield", "description": "Dividend Yield - indicated annual dividend divided by closing price" }, { "id": "mdl219_1_pge_cf", "description": "Inverse PEG ratio adjusted for dividend yield." }, { "id": "rsk70_mfm2_usfast_divyild", "description": "Dividend Yield Style Factor Loading" }, { "id": "oth432_div_yield", "description": "Dividend Yield of Predictive models" }, { "id": "fnd28_newa2_value_09406a", "description": "value of annual field: Dividend Yield - Avg High-Low" }, { "id": "fnd28_annualperf_value_09406a", "description": "value of annual field: Dividend Yield - Avg High-Low" }, { "id": "dividend_yield_relative_component_rank", "description": "Global rank for the dividend yield component in the valuation model." }, { "id": "fnd28_value_09421", "description": "value of field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_stpera_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_newa2_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_annualperf_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_stpera_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_stpera_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_newa2_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "anl15_ind_divyld", "description": "The weighted average dividend yield aggregated within GICS industry grouping." }, { "id": "normalized_earnings_yield", "description": "Normalized Earnings Yield" }, { "id": "mdl262_earnings_yield2", "description": "Earnings Yield of Predictive models" }, { "id": "mdl262_earnings_yield3", "description": "Earnings Yield of Predictive models" }, { "id": "mdl262_earnings_yield1", "description": "Earnings Yield of Predictive models" }, { "id": "fnd28_value_09202", "description": "value of field: Earnings Yield - Current" }, { "id": "mdl177_2_deepvaluefactor_fcfp", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "mdl177_deepvaluefactor_fcfp_alt", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "fnd28_annualperf_value_09200a", "description": "value of annual field: Earnings Yield - High" }, { "id": "fnd28_value_09205", "description": "value of field: Earnings Yield - Current Low" }, { "id": "fnd28_value_09203", "description": "value of field: Earnings Yield - Current High" }, { "id": "fnd28_newa2_value_09200a", "description": "value of annual field: Earnings Yield - High" }, { "id": "forward_median_earnings_yield", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "fnd28_annualperf_value_09204a", "description": "value of annual field: Earnings Yield - Close" }, { "id": "fnd28_newa2_value_09204a", "description": "value of annual field: Earnings Yield - Close" }, { "id": "fnd28_annualperf_value_09201a", "description": "value of annual field: Earnings Yield - Low" }, { "id": "fnd28_newa2_value_09201a", "description": "value of annual field: Earnings Yield - Low" }, { "id": "pv87_epsyld_ntm_mean", "description": "Earnings yield, NTM Median" }, { "id": "pv87_hr_epsyld_mean", "description": "Historical relative earnings yield" }, { "id": "pv87_epsyld_ltm_d_mean", "description": "Earnings yield, LTM, diluted" }, { "id": "pv87_epsyld_ltm_b_mean", "description": "Earnings yield, LTM, basic" }, { "id": "pv87_epsyld_fy1_mean", "description": "Earnings yield, FY1 Median" }, { "id": "pv87_epsyld_fy2_mean", "description": "Earnings yield, FY2 Median" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_predict", "description": "Earnings yield(NTM) predicted value(trend model)" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_predict", "description": "Earnings yield(NTM) predicted value(delta model)" }, { "id": "mdl177_2_5yearrelativevaluefactor_rel5yfwdep", "description": "5-yr Relative Leading 12-Month Earnings Yield" }, { "id": "mdl116_epsyld_fy1_trendpredict_model_predict", "description": "Earnings yield for FY1 predicted value(trend model)" }, { "id": "fnd28_annualperf_value_09206a", "description": "value of annual field: Earnings Yield - Avg High-Low" }, { "id": "oth432_earnings_yield2", "description": "Earnings Yield of Predictive models" }, { "id": "oth432_earnings_yield3", "description": "Earnings Yield of Predictive models" }, { "id": "fnd28_newa2_value_09206a", "description": "value of annual field: Earnings Yield - Avg High-Low" }, { "id": "mdl116_epsyld_fy2_deltapredict_model_predict", "description": "Earnings yield for FY2 predicted value(delta model)" }, { "id": "mdl116_epsyld_fy2_trendpredict_model_predict", "description": "Earnings yield for FY2 predicted value(trend model)" }, { "id": "mdl116_hr_epsyld_deltapredict_model_predict", "description": "Historical relative earnings yield predicted value(delta model)" }, { "id": "oth432_earnings_yield1", "description": "Earnings Yield of Predictive models" }, { "id": "rsk70_mfm2_usfast_earnyild", "description": "Earnings Yield Style Factor Loading" }, { "id": "mdl219_1_pedwf_cf", "description": "Forward earnings yield based on consensus estimates divided by price." }, { "id": "mdl116_epsyld_ltm_d_trendpredict_model_predict", "description": "Earnings yield(LTM, diluted) predicted value(trend model)" }, { "id": "mdl116_epsyld_fy1_deltapredict_model_predict", "description": "Earnings yield for FY1 predicted value(delta model)" }, { "id": "mdl116_hr_epsyld_trendpredict_model_predict", "description": "Historical relative earnings yield predicted value(trend model)" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_mae", "description": "Mean average Earnings yield(NTM) prediction model error" }, { "id": "mdl116_epsyld_ltm_d_deltapredict_model_predict", "description": "Earnings yield(LTM, diluted) predicted value(delta model)" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_mae", "description": "Mean average Earnings yield(NTM) prediction model error" }, { "id": "fnd28_stpera_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09221a", "description": "value of annual field: Earnings Yield - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_mada", "description": "Mean average deaviation of Earnings yield(NTM) actual values" }, { "id": "fnd28_newa2_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_madp", "description": "Mean average deaviation of Earnings yield(NTM) predicted values" }, { "id": "fnd28_newa2_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "fcf_yield_multiplied_forward_roe", "description": "Product of TTM FCF Yield and Forward ROE" }, { "id": "fcf_yield_times_forward_roe", "description": "Product of TTM FCF Yield and Forward ROE" }, { "id": "mdl177_earningmomentumfactor_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE" }, { "id": "fcf_yield_times_forward_roe_2", "description": "Product of TTM FCF Yield and Forward ROE" }, { "id": "mdl177_2_earningmomentumfactor400_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE" }, { "id": "mdl177_earningmomentumfactor_fcfroey1p_alt", "description": "Product of TTM FCF Yield and Forward ROE" }, { "id": "mdl177_2_globaldevnorthamerica_v502_fc_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE : It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl77_earningsmomemtummodel_fc_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE: It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl77_2earningmomentumfactor400_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE: It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl77_earningmomentumfactor_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE: It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl77_2earningsmomemtummodel_fc_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE: It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl77_2gdna_fc_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE: It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl77_oearningmomentumfactor_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE: It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl77_ooearningsmomemtummodel_fc_fcfroey1p", "description": "Product of TTM FCF Yield and Forward ROE: It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl177_earningsmomemtummodel_fc_fcfroey1p_alt", "description": "Product of TTM FCF Yield and Forward ROE : It is defined as the trailing 12-month free cash flow per share multiplied by the next 4-quarter consensus earnings forecasts divided by the most recently reported book value per share scaled by its trading price." }, { "id": "mdl230_us5000_cusip_y3fcfq4vc", "description": "It is defined as the standard deviation of the last 12 quarters' trailing 12-month free cash flow per share (FCF) divided by the mean of the FCFs." }, { "id": "mdl230_totalcap_cusip_y3fcfq4vc", "description": "It is defined as the standard deviation of the last 12 quarters' trailing 12-month free cash flow per share (FCF) divided by the mean of the FCFs." }, { "id": "fnd65_totalcap_cusip_y3fcfq4vc", "description": "It is defined as the standard deviation of the last 12 quarters' trailing 12-month free cash flow per share (FCF) divided by the mean of the FCFs." }, { "id": "fnd65_us5000_cusip_y3fcfq4vc", "description": "It is defined as the standard deviation of the last 12 quarters' trailing 12-month free cash flow per share (FCF) divided by the mean of the FCFs." }, { "id": "mdl230_us5000_cusip_pctchgfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) compared to the FCF 4 quarters ago." }, { "id": "fnd65_us5000_cusip_pctchgfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) compared to the FCF 4 quarters ago." }, { "id": "fnd65_totalcap_cusip_pctchgfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to the FCF 4 quarters ago." }, { "id": "fnd65_totalcap_cusip_pctchg3yfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to its FCF 12 quarters ago." }, { "id": "fnd65_allcap_sedol_pctchgfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to the FCF 4 quarters ago." }, { "id": "fnd65_allcap_sedol_pctchg3yfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to its FCF 12 quarters ago." }, { "id": "mdl230_totalcap_cusip_pctchgfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to the FCF 4 quarters ago." }, { "id": "mdl230_us5000_cusip_pctchg3yfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to its FCF 12 quarters ago." }, { "id": "mdl230_allcap_sedol_pctchgfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to the FCF 4 quarters ago." }, { "id": "mdl230_allcap_sedol_pctchg3yfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to its FCF 12 quarters ago." }, { "id": "fnd65_us5000_cusip_pctchg3yfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to its FCF 12 quarters ago." }, { "id": "mdl230_totalcap_cusip_pctchg3yfcf", "description": "It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to its FCF 12 quarters ago." }, { "id": "fnd17_pxepedq", "description": "Depreciation expense - (SCF) most recent quarter" }, { "id": "fnd17_div", "description": "Dividends paid from SCF - most recent fiscal year" }, { "id": "fnd17_pxepedmtt", "description": "Depreciation expense - (SCF) trailing 12 month" }, { "id": "fnd17_adepexp", "description": "Depreciation expense - (SCF) most recent fiscal year" }, { "id": "mdl262_pred_fcff_yield", "description": "FCFF yield of Predictive models" }, { "id": "mdl262_fcff_yield", "description": "FCFF yield of Predictive models" }, { "id": "fnd65_allcap_sedol_chg3yocfast", "description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets." }, { "id": "mdl230_us5000_cusip_chg3yocfast", "description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets." }, { "id": "mdl262_fcfe_yield", "description": "FCFE yield of Predictive models" }, { "id": "mdl262_pred_fcfe_yield", "description": "FCFE yield of Predictive models" }, { "id": "mdl77_2garpanalystmodel_qgp_roefcf", "description": "ROE x FCF Rank: ROE x FCF Rank" }, { "id": "mdl230_totalcap_cusip_chg3yocfast", "description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets." }, { "id": "fnd65_totalcap_cusip_chg3yocfast", "description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets." }, { "id": "fnd65_us5000_cusip_chg3yocfast", "description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets." }, { "id": "mdl230_allcap_sedol_chg3yocfast", "description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets." }, { "id": "mdl230_allcap_sedol_vefcfmtt", "description": "It is defined as the trailing 12-month free cash flow (FCF) for a stock scaled by its enterprise value (EV). EV = Equity Market Value + Long-term Debt + Short-term Debt + Preferred Stock + Minority Interest - Cash." }, { "id": "mdl77_garpanalystmodel_qgp_roefcf", "description": "ROE x FCF Rank: ROE x FCF Rank" }, { "id": "mdl230_us5000_cusip_vefcfmtt", "description": "It is defined as the trailing 12-month free cash flow (FCF) for a stock scaled by its enterprise value (EV). EV = Equity Market Value + Long-term Debt + Short-term Debt + Preferred Stock + Minority Interest - Cash." }, { "id": "fnd65_allcap_sedol_vefcfmtt", "description": "It is defined as the trailing 12-month free cash flow (FCF) for a stock scaled by its enterprise value (EV). EV = Equity Market Value + Long-term Debt + Short-term Debt + Preferred Stock + Minority Interest - Cash." }, { "id": "fnd31_qsg5additionalfactor3_pbdwf", "description": "Leading 12-Month Book Yield. It is defined as the average quarterly forward-looking book value per share divided by close price." }, { "id": "fnd31_qsg5additionalfactor3_backfilled_pbdwf", "description": "Leading 12-Month Book Yield. It is defined as the average quarterly forward-looking book value per share divided by close price." }, { "id": "fnd31_devnorthamericaadditionalfactor4_pbdwf", "description": "Leading 12-Month Book Yield. It is defined as the average quarterly forward-looking book value per share divided by close price." }, { "id": "fnd31_devnorthamericaadditionalfactor4_pbwt", "description": "Time Weighted Book Yield. It is defined as the time-weighted average of book value per share estimates in fiscal year 1 and fiscal year 2 divided by close price." }, { "id": "fnd31_qsg5additionalfactor3_backfilled_pbwt", "description": "Time Weighted Book Yield. It is defined as the time-weighted average of book value per share estimates in fiscal year 1 and fiscal year 2 divided by close price." }, { "id": "fnd31_qsg5additionalfactor3_pbwt", "description": "Time Weighted Book Yield. It is defined as the time-weighted average of book value per share estimates in fiscal year 1 and fiscal year 2 divided by close price." }, { "id": "rsk62_beta_1_100_pb", "description": "book value" }, { "id": "rsk62_beta_factor_1_100_pb", "description": "book value" }, { "id": "rsk62_risk_backfill_pb", "description": "book value" }, { "id": "rsk62_beta_factor_5_100_pb", "description": "book value" }, { "id": "rsk62_risk_pb", "description": "book value" }, { "id": "rsk62_beta_5_100_pb", "description": "book value" }, { "id": "rsk62_id_pb", "description": "Date Index of book value" }, { "id": "mdl262_bkvlps_compustatdeltapredict_annual_funda_predict", "description": "Predict value of Book value per share" }, { "id": "mdl262_trkdpitpredictivetangiblebvps_prediction", "description": "Predict value of Tangible book value per share" }, { "id": "mdl262_pbt", "description": "Tangible book to price ratio of Predictive models" }, { "id": "mdl262_stbp_predict", "description": "Predict value of Tangible Book Value per Share, Common Eq" }, { "id": "mdl262_bkvlps_compustatdeltapredict_annual_funda_madp", "description": "Mean Absolute Deviation of predicted value of Book value per share" }, { "id": "mdl262_trkdpitpredictivetangiblebvps_mae", "description": "Mean Average Error of the model of Tangible book value per share" }, { "id": "mdl262_trkdpitpredictivetangiblebvps_mad_pred", "description": "Mean Absolute Deviation of predicted value of Tangible book value per share" }, { "id": "book_leverage_ratio_3", "description": "Book Leverage" }, { "id": "mdl262_trkdpitpredictivetangiblebvps_mad_act", "description": "Mean Absolute Deviation of scaled actual value of Tangible book value per share" }, { "id": "star_val_pb", "description": "Global-relative (1-100) P/Book Rank" }, { "id": "star_v14_val_pb", "description": "Global-relative (1-100) P/Book Rank" }, { "id": "fnd28_annsttc_value_05476a", "description": "value of annual field: Book Value per Share" }, { "id": "fnd28_statisticsa_value_05476a", "description": "value of annual field: Book Value per Share" }, { "id": "fnd28_value_05480", "description": "value of field: Book Value per Share - Current" }, { "id": "fnd28_value_09302", "description": "value of field: Price/Book Value Ratio - Current" }, { "id": "pb_ratio_relative_component_rank", "description": "Global rank for the price-to-book ratio component in the valuation model." }, { "id": "fnd28_value_09304", "description": "value of field: Price/Book Value Ratio - Close" }, { "id": "mdl109_matrix_bookp", "description": "Book-to-market" }, { "id": "fnd28_newa2_value_09300a", "description": "value of annual field: Price/Book Value Ratio - High" }, { "id": "fnd28_newa2_value_09304a", "description": "value of annual field: Price/Book Value Ratio - Close" }, { "id": "fnd28_wsannualperfq_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_newa1_value_05491a", "description": "Value of annual field: Book Value Outstanding Shares - Fiscal" }, { "id": "fnd28_wcdvfq1_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_wcnewq_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_annsttc_value_05491a", "description": "Value of annual field: Book Value Outstanding Shares - Fiscal" }, { "id": "fnd28_annualperf_value_09300a", "description": "value of annual field: Price/Book Value Ratio - High" }, { "id": "fnd28_annualperf_value_09304a", "description": "value of annual field: Price/Book Value Ratio - Close" }, { "id": "mdl31_ab1_pb_current", "description": "Current price to book ratio" }, { "id": "mdl31_v14_ab1_pb_current", "description": "Current price to book ratio" }, { "id": "mdl31_pb_current", "description": "Current price to book ratio" }, { "id": "pb_ratio_relative_component_rank_v3", "description": "Global rank for the price-to-book ratio component in the valuation model (variant 3)." }, { "id": "mdl219_1_pb", "description": "Book-to-market ratio calculated as book value divided by market price." }, { "id": "fnd28_dvfq1_value_05491q", "description": "Value of quarterly field: Book Value Outstanding Shares - Fiscal" }, { "id": "pb_ratio_relative_component_rank_v2", "description": "Global rank for the price-to-book ratio component in the valuation model (variant 2)." }, { "id": "fnd28_annualperf_value_09301a", "description": "value of annual field: Price/Book Value Ratio - Low" }, { "id": "fnd28_newa2_value_09301a", "description": "value of annual field: Price/Book Value Ratio - Low" }, { "id": "fnd28_newq_value_05491q", "description": "Value of quarterly field: Book Value Outstanding Shares - Fiscal" }, { "id": "mdl38_rel_val_ev_ebitda", "description": "Global-relative (1-100) EV/EBITDA Rank" }, { "id": "mdl38_v14_rel_val_ev_ebitda", "description": "Global-relative (1-100) EV/EBITDA Rank" }, { "id": "ebitda", "description": "Earnings Before Interest" }, { "id": "fnd17_ebitda2ev", "description": "Current EBITDA/EV" }, { "id": "star_v14_val_ev_sales", "description": "Global-relative (1-100) EV/Sales Rank" }, { "id": "star_val_ev_sales", "description": "Global-relative (1-100) EV/Sales Rank" }, { "id": "fnd17_ebitda2ev_a", "description": "Current EBITDA to EV, LFY" }, { "id": "mdl262_ebitda_ev", "description": "EBITDA to EV ratio of Predictive models" }, { "id": "fnd17_ebitda2ev_ttm", "description": "Current EBITDA to EV, LTM" }, { "id": "ev_ebitda_relative_component_rank", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model." }, { "id": "ev_ebitda_relative_component_rank_v2", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model (variant 2)." }, { "id": "ev_ebitda_relative_component_rank_v3", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model (variant 3)." }, { "id": "mdl116_ebitda_ev_deltapredict_model_predict", "description": "EBITDA to Enterprise Value(EV) ratio predicted value(delta model)" }, { "id": "mdl116_ebitda_ev_trendpredict_model_predict", "description": "EBITDA to Enterprise Value(EV) ratio predicted value(trend model)" }, { "id": "mdl116_ebitda_ev_deltapredict_model_mae", "description": "Mean average EBITDA to Enterprise Value(EV) ratio model error" }, { "id": "mdl116_ebitda_ev_trendpredict_model_mae", "description": "Mean average EBITDA to Enterprise Value(EV) ratio model error" }, { "id": "mdl116_ebitda_ev_deltapredict_model_mada", "description": "Mean average deaviation of EBITDA to Enterprise Value(EV) ratio actual values" }, { "id": "mdl116_ebitda_ev_trendpredict_model_mada", "description": "Mean average deaviation of EBITDA to Enterprise Value(EV) ratio actual values" }, { "id": "mdl116_ebitda_ev_trendpredict_model_madp", "description": "Mean average deaviation of EBITDA to Enterprise Value(EV) ratio predicted values" }, { "id": "mdl116_ebitda_ev_deltapredict_model_madp", "description": "Mean average deaviation of EBITDA to Enterprise Value(EV) ratio predicted values" }, { "id": "dividend_yield_relative_component_rank_v3", "description": "Global rank for the dividend yield component in the valuation model (variant 3)." }, { "id": "dividend_yield_relative_component_rank_v2", "description": "Global rank for the dividend yield component in the valuation model (variant 2)." }, { "id": "mdl262_ebitda_yield", "description": "EBITDA Yield of Predictive models" }, { "id": "buyback_yield_relative_component_rank_v2", "description": "Global rank for the share buyback yield component in the valuation model (variant 2)." }, { "id": "buyback_yield_relative_component_rank", "description": "Global rank for the share buyback yield component in the valuation model." }, { "id": "buyback_yield_relative_component_rank_v3", "description": "Global rank for the share buyback yield component in the valuation model (variant 3)." }, { "id": "mdl177_putput_opincev_alt", "description": "Operating Income to EV" }, { "id": "mdl177_2_put_put_opincev", "description": "Operating Income to EV" }, { "id": "mdl177_put_put_opincev", "description": "Operating Income to EV" }, { "id": "mdl177_put_put_opincev_alt", "description": "Operating Income to EV" }, { "id": "projected_earnings_fy8", "description": "Projected earnings per share for the eighth future fiscal year." }, { "id": "projected_earnings_fy11", "description": "Projected earnings per share for the eleventh future fiscal year." }, { "id": "projected_earnings_fy9", "description": "Projected earnings per share for the ninth future fiscal year." }, { "id": "projected_earnings_fy5", "description": "Projected earnings per share for the fifth future fiscal year." }, { "id": "projected_earnings_fy15", "description": "Projected earnings per share for the fifteenth future fiscal year." }, { "id": "projected_earnings_fy1", "description": "Projected earnings per share for the first future fiscal year." }, { "id": "market_implied_5yr_eps_cagr", "description": "5-year compound annual growth rate for earnings per share implied by current market price." }, { "id": "projected_earnings_fy7", "description": "Projected earnings per share for the seventh future fiscal year." }, { "id": "projected_earnings_fy10", "description": "Projected earnings per share for the tenth future fiscal year." }, { "id": "long_term_earnings_growth_rate", "description": "Long-term assumed rate of earnings growth for the company." }, { "id": "projected_earnings_fy4", "description": "Projected earnings per share for the fourth future fiscal year." }, { "id": "projected_dividends_fy11", "description": "Projected dividend per share for the eleventh future fiscal year." }, { "id": "pe_ratio_relative_component_rank", "description": "Global rank for the price-to-earnings ratio component in the valuation model." }, { "id": "projected_earnings_fy6", "description": "Projected earnings per share for the sixth future fiscal year." }, { "id": "market_implied_10yr_eps_cagr", "description": "10-year compound annual growth rate for earnings per share implied by current market price." }, { "id": "projected_dividends_fy8", "description": "Projected dividend per share for the eighth future fiscal year." }, { "id": "mdl38_iv_warranted_f12m_p_e", "description": "Warranted forward 12 months P/E" }, { "id": "projected_earnings_fy2", "description": "Projected earnings per share for the second future fiscal year." }, { "id": "projected_dividends_fy10", "description": "Projected dividend per share for the tenth future fiscal year." } ] } } }, "ts_decay_linear(-ts_delta(, 5), 20)": { "template_explanation": "Short-term reversal overlay: penalize stocks whose forward yield has suddenly widened (price drop) in the last 5 days, then linear-decay smooth over 20 days to harvest temporary dislocations around the slow signal.", "seed_alpha_settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "placeholder_candidates": { "": { "type": "data_field", "candidates": [ { "id": "oth424_divyld", "description": "Dividend yield" }, { "id": "predicted_dividend_yield", "description": "Predicted Dividend Yield" }, { "id": "mdl177_2_deepvaluefactor_pdy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_2_deepvaluemodel_indidivy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_2_deepvaluefactor_indidivy", "description": "Indicated Dividend Yield" }, { "id": "mdl177_deepvaluefactor_indidivy_alt", "description": "Indicated Dividend Yield" }, { "id": "mdl177_deepvaluefactor_pdy_alt", "description": "Indicated Dividend Yield" }, { "id": "mdl262_div_yield", "description": "Dividend Yield of Predictive models" }, { "id": "pv87_divyld_fy1_mean", "description": "Dividend yield, FY1" }, { "id": "pv87_divyld_exp_mean", "description": "Expected dividend yield" }, { "id": "fnd17_gvay5dly", "description": "Dividend Yield - 5 Year Average" }, { "id": "anl49_backfill_averageannualdividendyieldindicator", "description": "Average annual dividend yield indicator" }, { "id": "fnd28_value_09402", "description": "value of field: Dividend Yield - Current" }, { "id": "pv87_divyld_trl_mean", "description": "Trailing dividend yield" }, { "id": "anl49_averageannualdividendyieldindicator", "description": "Average annual dividend yield indicator" }, { "id": "mdl177_put_put_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_2_earningmomentumfactor400_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_earningmomentumfactor_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_newa2_value_09400a", "description": "value of annual field: Dividend Yield - High" }, { "id": "fnd28_newa2_value_09401a", "description": "value of annual field: Dividend Yield - Low" }, { "id": "mdl177_2_put_put_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_putput_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_wcnewq_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09404a", "description": "value of annual field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09400a", "description": "value of annual field: Dividend Yield - High" }, { "id": "mdl177_earningmomentumfactor_dypeg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "mdl177_put_put_dypeg_alt", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "reciprocal_dividend_yield_adjusted_peg", "description": "Reciprocal of Dividend Yield-adjusted PEG" }, { "id": "fnd28_wcdvfq1_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_wsannualperfq_value_09404q", "description": "value of quarterly field: Dividend Yield - Close" }, { "id": "fnd28_annualperf_value_09401a", "description": "value of annual field: Dividend Yield - Low" }, { "id": "fnd28_newa2_value_09404a", "description": "value of annual field: Dividend Yield - Close" }, { "id": "fnd17_yield", "description": "Dividend Yield - indicated annual dividend divided by closing price" }, { "id": "mdl219_1_pge_cf", "description": "Inverse PEG ratio adjusted for dividend yield." }, { "id": "rsk70_mfm2_usfast_divyild", "description": "Dividend Yield Style Factor Loading" }, { "id": "oth432_div_yield", "description": "Dividend Yield of Predictive models" }, { "id": "fnd28_newa2_value_09406a", "description": "value of annual field: Dividend Yield - Avg High-Low" }, { "id": "fnd28_annualperf_value_09406a", "description": "value of annual field: Dividend Yield - Avg High-Low" }, { "id": "dividend_yield_relative_component_rank", "description": "Global rank for the dividend yield component in the valuation model." }, { "id": "fnd28_value_09421", "description": "value of field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_stpera_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_newa2_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_annualperf_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_stpera_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09416a", "description": "value of annual field: Dividend Yield - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09411a", "description": "value of annual field: Dividend Yield - 5 Yr Avg High" }, { "id": "fnd28_stpera_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "fnd28_newa2_value_09421a", "description": "value of annual field: Dividend Yield - 5 Yr Avg - Close" }, { "id": "anl15_ind_divyld", "description": "The weighted average dividend yield aggregated within GICS industry grouping." }, { "id": "normalized_earnings_yield", "description": "Normalized Earnings Yield" }, { "id": "mdl262_earnings_yield2", "description": "Earnings Yield of Predictive models" }, { "id": "mdl262_earnings_yield3", "description": "Earnings Yield of Predictive models" }, { "id": "mdl262_earnings_yield1", "description": "Earnings Yield of Predictive models" }, { "id": "fnd28_value_09202", "description": "value of field: Earnings Yield - Current" }, { "id": "mdl177_2_deepvaluefactor_fcfp", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "mdl177_deepvaluefactor_fcfp_alt", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "fnd28_annualperf_value_09200a", "description": "value of annual field: Earnings Yield - High" }, { "id": "fnd28_value_09205", "description": "value of field: Earnings Yield - Current Low" }, { "id": "fnd28_value_09203", "description": "value of field: Earnings Yield - Current High" }, { "id": "fnd28_newa2_value_09200a", "description": "value of annual field: Earnings Yield - High" }, { "id": "forward_median_earnings_yield", "description": "Leading 12-Month Median Earnings Yield" }, { "id": "fnd28_annualperf_value_09204a", "description": "value of annual field: Earnings Yield - Close" }, { "id": "fnd28_newa2_value_09204a", "description": "value of annual field: Earnings Yield - Close" }, { "id": "fnd28_annualperf_value_09201a", "description": "value of annual field: Earnings Yield - Low" }, { "id": "fnd28_newa2_value_09201a", "description": "value of annual field: Earnings Yield - Low" }, { "id": "pv87_epsyld_ntm_mean", "description": "Earnings yield, NTM Median" }, { "id": "pv87_hr_epsyld_mean", "description": "Historical relative earnings yield" }, { "id": "pv87_epsyld_ltm_d_mean", "description": "Earnings yield, LTM, diluted" }, { "id": "pv87_epsyld_ltm_b_mean", "description": "Earnings yield, LTM, basic" }, { "id": "pv87_epsyld_fy1_mean", "description": "Earnings yield, FY1 Median" }, { "id": "pv87_epsyld_fy2_mean", "description": "Earnings yield, FY2 Median" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_predict", "description": "Earnings yield(NTM) predicted value(trend model)" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_predict", "description": "Earnings yield(NTM) predicted value(delta model)" }, { "id": "mdl177_2_5yearrelativevaluefactor_rel5yfwdep", "description": "5-yr Relative Leading 12-Month Earnings Yield" }, { "id": "mdl116_epsyld_fy1_trendpredict_model_predict", "description": "Earnings yield for FY1 predicted value(trend model)" }, { "id": "fnd28_annualperf_value_09206a", "description": "value of annual field: Earnings Yield - Avg High-Low" }, { "id": "oth432_earnings_yield2", "description": "Earnings Yield of Predictive models" }, { "id": "oth432_earnings_yield3", "description": "Earnings Yield of Predictive models" }, { "id": "fnd28_newa2_value_09206a", "description": "value of annual field: Earnings Yield - Avg High-Low" }, { "id": "mdl116_epsyld_fy2_deltapredict_model_predict", "description": "Earnings yield for FY2 predicted value(delta model)" }, { "id": "mdl116_epsyld_fy2_trendpredict_model_predict", "description": "Earnings yield for FY2 predicted value(trend model)" }, { "id": "mdl116_hr_epsyld_deltapredict_model_predict", "description": "Historical relative earnings yield predicted value(delta model)" }, { "id": "oth432_earnings_yield1", "description": "Earnings Yield of Predictive models" }, { "id": "rsk70_mfm2_usfast_earnyild", "description": "Earnings Yield Style Factor Loading" }, { "id": "mdl219_1_pedwf_cf", "description": "Forward earnings yield based on consensus estimates divided by price." }, { "id": "mdl116_epsyld_ltm_d_trendpredict_model_predict", "description": "Earnings yield(LTM, diluted) predicted value(trend model)" }, { "id": "mdl116_epsyld_fy1_deltapredict_model_predict", "description": "Earnings yield for FY1 predicted value(delta model)" }, { "id": "mdl116_hr_epsyld_trendpredict_model_predict", "description": "Historical relative earnings yield predicted value(trend model)" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_mae", "description": "Mean average Earnings yield(NTM) prediction model error" }, { "id": "mdl116_epsyld_ltm_d_deltapredict_model_predict", "description": "Earnings yield(LTM, diluted) predicted value(delta model)" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_mae", "description": "Mean average Earnings yield(NTM) prediction model error" }, { "id": "fnd28_stpera_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09221a", "description": "value of annual field: Earnings Yield - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "mdl116_epsyld_ntm_trendpredict_model_mada", "description": "Mean average deaviation of Earnings yield(NTM) actual values" }, { "id": "fnd28_newa2_value_09216a", "description": "value of annual field: Earnings Yield - 5 Yr Avg Low" }, { "id": "mdl116_epsyld_ntm_deltapredict_model_madp", "description": "Mean average deaviation of Earnings yield(NTM) predicted values" }, { "id": "fnd28_newa2_value_09211a", "description": "value of annual field: Earnings Yield - 5 Yr Avg High" }, { "id": "fnd17_ebitda2ev", "description": "Current EBITDA/EV" }, { "id": "fnd31_qsg5additionalfactor3_fwdebitdaev", "description": "Leading 12-Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_devnorthamericaadditionalfactor4_fwdebitdaev", "description": "Leading 12 Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_qsg5additionalfactor3_backfilled_fwdebitdaev", "description": "Leading 12-Month EBITDA/EV. It is defined as the FY1 estimate of EBITDA/Enterprise Value." }, { "id": "fnd31_qsg5additionalfactor3_tw_ebitdaev", "description": "Time Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "fnd31_qsg5additionalfactor3_backfilled_tw_ebitdaev", "description": "Time-Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "fnd31_devnorthamericaadditionalfactor4_tw_ebitdaev", "description": "Time Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2." }, { "id": "mdl38_rel_val_ev_ebitda", "description": "Global-relative (1-100) EV/EBITDA Rank" }, { "id": "mdl38_v14_rel_val_ev_ebitda", "description": "Global-relative (1-100) EV/EBITDA Rank" }, { "id": "star_v14_val_ev_sales", "description": "Global-relative (1-100) EV/Sales Rank" }, { "id": "star_val_ev_sales", "description": "Global-relative (1-100) EV/Sales Rank" }, { "id": "ev_ebitda_relative_component_rank", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model." }, { "id": "ev_ebitda_relative_component_rank_v2", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model (variant 2)." }, { "id": "ev_ebitda_relative_component_rank_v3", "description": "Global rank for the enterprise value to EBITDA ratio component in the valuation model (variant 3)." }, { "id": "projected_earnings_fy9", "description": "Projected earnings per share for the ninth future fiscal year." }, { "id": "projected_earnings_fy8", "description": "Projected earnings per share for the eighth future fiscal year." }, { "id": "projected_earnings_fy15", "description": "Projected earnings per share for the fifteenth future fiscal year." }, { "id": "projected_earnings_fy4", "description": "Projected earnings per share for the fourth future fiscal year." }, { "id": "projected_earnings_fy11", "description": "Projected earnings per share for the eleventh future fiscal year." }, { "id": "projected_earnings_fy5", "description": "Projected earnings per share for the fifth future fiscal year." }, { "id": "steady_state_yearly_earnings_value", "description": "Assumed earnings value for the company in the steady-state period." }, { "id": "long_term_earnings_growth_rate", "description": "Long-term assumed rate of earnings growth for the company." }, { "id": "market_implied_5yr_eps_cagr", "description": "5-year compound annual growth rate for earnings per share implied by current market price." }, { "id": "star_val_earnings_measure_type", "description": "Measure used for Earnings (typically EPS)" }, { "id": "star_val_earnings_projection_fy9", "description": "Adjusted Earnings projection for FY9" }, { "id": "pe_ratio_relative_component_rank", "description": "Global rank for the price-to-earnings ratio component in the valuation model." }, { "id": "star_val_earnings_projection_fy15", "description": "Adjusted Earnings projection for FY15" }, { "id": "star_val_earnings_projection_fy7", "description": "Adjusted Earnings projection for FY7" }, { "id": "projected_earnings_fy1", "description": "Projected earnings per share for the first future fiscal year." }, { "id": "star_v14_val_earnings_projection_fy3", "description": "Adjusted Earnings projection for FY3" }, { "id": "star_v14_val_earnings_projection_fy11", "description": "Adjusted Earnings projection for FY11" }, { "id": "price_to_intrinsic_value_industry_position_v2", "description": "Rank of a stock's price-to-intrinsic-value ratio compared to industry peers (variant 2)." }, { "id": "justified_forward_pe_ratio", "description": "Forward 12-month price-to-earnings ratio justified by steady-state assumptions." }, { "id": "star_v14_val_fwd5_eps_cagr", "description": "Compound Annual Growth Rate from first 5-years of adjusted EPS projections" }, { "id": "star_v14_val_earnings_projection_fy12", "description": "Adjusted Earnings projection for FY12" }, { "id": "earnings_projection_metric_type", "description": "Type of financial metric used for earnings projections, typically EPS." }, { "id": "pcf_ratio_relative_component_rank_v3", "description": "Global rank for the price-to-cash-flow ratio component in the valuation model (variant 3)." }, { "id": "projected_earnings_fy7", "description": "Projected earnings per share for the seventh future fiscal year." }, { "id": "projected_earnings_fy10", "description": "Projected earnings per share for the tenth future fiscal year." }, { "id": "star_val_earnings_projection_fy2", "description": "Adjusted Earnings projection for FY2" }, { "id": "mdl38_iv_warranted_f12m_p_e", "description": "Warranted forward 12 months P/E" }, { "id": "projected_earnings_fy3", "description": "Projected earnings per share for the third future fiscal year." }, { "id": "star_v14_val_earnings_projection_fy8", "description": "Adjusted Earnings projection for FY8" }, { "id": "star_val_earnings_projection_fy8", "description": "Adjusted Earnings projection for FY8" }, { "id": "star_v14_val_earnings_projection_fy1", "description": "Adjusted Earnings projection for FY1" }, { "id": "projected_earnings_fy13", "description": "Projected earnings per share for the thirteenth future fiscal year." }, { "id": "projected_earnings_fy12", "description": "Projected earnings per share for the twelfth future fiscal year." }, { "id": "projected_earnings_fy6", "description": "Projected earnings per share for the sixth future fiscal year." }, { "id": "pb_ratio_relative_component_rank_v3", "description": "Global rank for the price-to-book ratio component in the valuation model (variant 3)." }, { "id": "discounted_future_dividends_sum", "description": "Sum of discounted future dividends in the currency used for projections." }, { "id": "fnd28_value_09302", "description": "value of field: Price/Book Value Ratio - Current" }, { "id": "fnd28_value_09304", "description": "value of field: Price/Book Value Ratio - Close" }, { "id": "fnd28_wcdvfq1_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_annualperf_value_09304a", "description": "value of annual field: Price/Book Value Ratio - Close" }, { "id": "fnd28_wcnewq_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_annualperf_value_09300a", "description": "value of annual field: Price/Book Value Ratio - High" }, { "id": "fnd28_newa2_value_09301a", "description": "value of annual field: Price/Book Value Ratio - Low" }, { "id": "fnd28_newa2_value_09304a", "description": "value of annual field: Price/Book Value Ratio - Close" }, { "id": "fnd28_newa2_value_09300a", "description": "value of annual field: Price/Book Value Ratio - High" }, { "id": "fnd28_annualperf_value_09301a", "description": "value of annual field: Price/Book Value Ratio - Low" }, { "id": "fnd28_wsannualperfq_value_09304q", "description": "value of quarterly field: Price/Book Value Ratio - Close" }, { "id": "fnd28_newa2_value_09306a", "description": "value of annual field: Price/Book Value Ratio - Avg High-Low" }, { "id": "fnd28_value_09321", "description": "value of field: Price/Book Value Ratio - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09306a", "description": "value of annual field: Price/Book Value Ratio - Avg High-Low" }, { "id": "fnd28_stpera_value_09316a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg Low" }, { "id": "fnd28_newa2_value_09311a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High" }, { "id": "fnd28_newa2_value_09321a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg - Close" }, { "id": "fnd28_newa2_value_09316a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg Low" }, { "id": "fnd28_stpera_value_09311a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High" }, { "id": "fnd28_annualperf_value_09321a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg - Close" }, { "id": "fnd28_stpera_value_09321a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg - Close" }, { "id": "fnd28_annualperf_value_09316a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg Low" }, { "id": "fnd28_annualperf_value_09311a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High" }, { "id": "fnd28_newa2_value_09326a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High-Low" }, { "id": "fnd28_stpera_value_09326a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High-Low" }, { "id": "fnd28_annualperf_value_09326a", "description": "value of annual field: Price/Book Value Ratio - 5 Yr Avg High-Low" }, { "id": "price", "description": "Yesterday's price" }, { "id": "pb_ratio_relative_component_rank", "description": "Global rank for the price-to-book ratio component in the valuation model." }, { "id": "pb_ratio_relative_component_rank_v2", "description": "Global rank for the price-to-book ratio component in the valuation model (variant 2)." }, { "id": "star_val_pb", "description": "Global-relative (1-100) P/Book Rank" }, { "id": "star_v14_val_pb", "description": "Global-relative (1-100) P/Book Rank" }, { "id": "pv104_lstp_mean", "description": "Last Price" }, { "id": "pv104_lolp_mean", "description": "Last Trade Price" }, { "id": "star_val_piv_ratio", "description": "Ratio of current price to calculated intrinsic value" }, { "id": "pv98_high_13_backfill", "description": "Highest price at 13:00" }, { "id": "star_v14_val_piv_ratio", "description": "Ratio of current price to calculated intrinsic value" }, { "id": "pv98_high_10", "description": "Highest price at 10:00" }, { "id": "pv98_high_10_backfill", "description": "Highest price at 10:00" }, { "id": "pv98_high_16", "description": "Highest price at 16:00" }, { "id": "pv98_high_16_backfill", "description": "Highest price at 16:00" }, { "id": "pv98_high_1430", "description": "Highest price at 14:30" }, { "id": "pv98_usa_pricesnap_13_open_13", "description": "Open price at 13:00" }, { "id": "pv98_low_13_backfill", "description": "Lowest price at 13:00" }, { "id": "pv98_open_13_backfill", "description": "Open price at 13:00" }, { "id": "pv98_pricesnapus_13_open_13", "description": "Open price at 13:00" }, { "id": "pv98_open_10_backfill", "description": "Open price at 10:00" }, { "id": "pv104_intf_mean", "description": "Interval First Trade Price" }, { "id": "pv98_low_1430", "description": "Lowest price at 14:30" }, { "id": "pv98_open_1430_backfill", "description": "Open price at 14:30" }, { "id": "mdl26_v14_stm_prc_rt_fy2_rnngs", "description": "smartestimate (Price/Earnings ratio) FYEAR2" }, { "id": "mdl26_stm_prc_rt_fy1_rnngs", "description": "smartestimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_last_fiscal_year_pe", "description": "last fiscal year (Price/Earnings ratio)" }, { "id": "mdl26_peg_mean_fy1", "description": "(Price/Earnings-to-growth) mean FYEAR1" }, { "id": "mdl26_mn_stmt_prc_rt_fy2_rnngs", "description": "mean estimate (Price/Earnings ratio) FYEAR2" }, { "id": "mdl26_frwrd_p_stm_fy2", "description": "Forward (Price/Earnings ratio) Estimate FYEAR2" }, { "id": "mdl26_trailing_4_quarter_pe", "description": "trailing 4 quarter (Price/Earnings ratio)" }, { "id": "mdl26_dffrnc_frm_hstrcl_prc_rt_rnngs", "description": "difference from historical (Price/Earnings ratio)" }, { "id": "mdl26_v14_stm_prc_rt_f12m_rnngs", "description": "smartestimate (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_dffrnc_frm_hstrcl_p", "description": "difference from historical (Price/Earnings ratio)" }, { "id": "mdl26_stm_prc_rt_f12m_rnngs", "description": "Estimate (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_stm_prc_rt_fy2_rnngs", "description": "Smart estimate (Price/Earnings ratio) FYEAR2" }, { "id": "mdl26_v14_mn_stmt_prc_rt_fy2_rnngs", "description": "mean estimate (Price/Earnings ratio) FYEAR2" }, { "id": "mdl26_mn_stmt_prc_rt_fy1_rnngs", "description": "mean estimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_forward_pe_mean_fy2", "description": "forward (Price/Earnings ratio) mean FYEAR2" }, { "id": "mdl26_v14_forward_pe_mean_fy2", "description": "forward (Price/Earnings ratio) mean FYEAR2" }, { "id": "mdl26_forward_pe_mean_fy1", "description": "forward (Price/Earnings ratio) mean FYEAR1" }, { "id": "mdl26_v14_sm_stm_prc_rt_fy1_rnngs", "description": "Model smartestimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_peg_smartestimate_fy1", "description": "(Price/Earnings-to-growth) smartestimate FYEAR1" }, { "id": "mdl26_frwrd_p_stm_fy1", "description": "forward (Price/Earnings ratio) smartestimate FYEAR1" }, { "id": "mdl26_v14_frwrd_p_stm_fy2", "description": "forward (Price/Earnings ratio) smartestimate FYEAR2" }, { "id": "fnd28_value_09104", "description": "Value of field: Price/Earnings Ratio Close" }, { "id": "fnd28_value_09102", "description": "value of field: Price/Earnings Ratio - Current" }, { "id": "mdl26_v14_sma_trailing_4_quarter_pe", "description": "Model trailing 4 quarter (Price/Earnings ratio)" }, { "id": "mdl26_frwrd_p_stm_f12m", "description": "Forward (Price/Earnings ratio) Estimate F-12MonthsRolling" }, { "id": "mdl26_sm_mn_stmt_prc_rt_fy1_rnngs", "description": "Model mean estimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_median_historical_f12m_pe", "description": "median historical F-12MonthsRolling (Price/Earnings ratio)" }, { "id": "mdl26_mdn_hstrcl_f12m_prc_rt_rnngs", "description": "median historical (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_v14_forward_pe_mean_f12m", "description": "forward (Price/Earnings ratio) mean F-12MonthsRolling" }, { "id": "mdl26_v14_sma_forward_pe_mean_fy1", "description": "Model forward (Price/Earnings ratio) mean FYEAR1" }, { "id": "mdl26_v14_sma_last_fiscal_year_pe", "description": "Model last fiscal year (Price/Earnings ratio)" }, { "id": "mdl26_sma_last_fiscal_year_pe", "description": "Model last fiscal year (Price/Earnings ratio)" }, { "id": "mdl26_v14_mn_stmt_prc_rt_f12m_rnngs", "description": "mean estimate (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_mn_stmt_prc_rt_f12m_rnngs", "description": "mean estimate (Price/Earnings ratio) F-12MonthsRolling" }, { "id": "mdl26_sm_frwrd_p_stm_fy1", "description": "Model forward (Price/Earnings ratio) smartestimate FYEAR1" }, { "id": "mdl26_v14_sm_mn_stmt_prc_rt_fy1_rnngs", "description": "Model mean estimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_sma_trailing_4_quarter_pe", "description": "Model trailing 4 quarter (Price/Earnings ratio)" }, { "id": "mdl26_sm_stm_prc_rt_fy1_rnngs", "description": "Model smart estimate (Price/Earnings ratio) FYEAR1" }, { "id": "mdl26_forward_pe_mean_f12m", "description": "forward (Price/Earnings ratio) mean F-12MonthsRolling" }, { "id": "fnd28_value_09105", "description": "value of field: Price/Earnings Ratio - Current Low" }, { "id": "mdl26_v14_frwrd_p_stm_f12m", "description": "forward (Price/Earnings ratio) smartestimate F-12MonthsRolling" }, { "id": "mdl26_sma_forward_pe_mean_fy1", "description": "Model forward (Price/Earnings ratio) mean FYEAR1" }, { "id": "mdl26_v14_sm_frwrd_p_stm_fy1", "description": "Model forward (Price/Earnings ratio) smartestimate FYEAR1" }, { "id": "fnd28_wsannualperfq_value_09104q", "description": "Value of quarterly field: Price/Earnings Ratio Close" }, { "id": "fnd28_annualperf_value_09101a", "description": "value of annual field: Price/Earnings Ratio - Low" }, { "id": "fnd28_newa2_value_09101a", "description": "value of annual field: Price/Earnings Ratio - Low" }, { "id": "fnd28_value_09103", "description": "value of field: Price/Earnings Ratio - Current High" }, { "id": "fnd28_annq_value_09104q", "description": "Value of quarterly field: Price/Earnings Ratio Close" }, { "id": "fnd28_wcnewq_value_09104q", "description": "Value of quarterly field: Price/Earnings Ratio Close" }, { "id": "fnd28_annualperf_value_09104a", "description": "Value of annual field: Price/Earnings Ratio Close" } ] } } } }