[ { "id": "analyst_revision_rank_derivative", "description": "Change in ranking for analyst revisions and momentum compared to previous period.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "cashflow_efficiency_rank_derivative", "description": "Change in ranking for cash flow generation and profitability compared to previous period.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "composite_factor_score_derivative", "description": "Change in overall composite factor score from the prior period.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "earnings_certainty_rank_derivative", "description": "Change in ranking for earnings sustainability and certainty compared to previous period.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_bfl_growth", "description": "The purpose of this metric is to qualify the expected MT growth potential of the stock.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_bfl_momentum", "description": "The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_bfl_profitability", "description": "The purpose of this metric is to rank stock based on their ability to generate cash flows.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_bfl_quality", "description": "The purpose of this metric is to measure both the sustainability and certainty of earnings.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_bfl_surface", "description": "The static score. An index between 0 & 100 is applied for each stock and each composite factor - The first ranking is a pentagon surface-based score. The larger the surface, the higher the rank.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_bfl_surface_accel", "description": "The derivative score. In a second step, we calculate the derivative of this score (ie: Is the surface of the pentagon increasing or decreasing from the previous month?).", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_bfl_total", "description": "The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_bfl_value", "description": "The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_growth", "description": "The purpose of this metric is to qualify the expected MT growth potential of the stock.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_momentum", "description": "The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_profitability", "description": "The purpose of this metric is to rank stock based on their ability to generate cash flows.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_quality", "description": "The purpose of this metric is to measure both the sustainability and certainty of earnings.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_surface", "description": "The static score. An index between 0 & 100 is applied for each stock and each composite factor - The first ranking is a pentagon surface-based score. The larger the surface, the higher the rank.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_surface_accel", "description": "The derivative score. In a second step, we calculate the derivative of this score (ie: Is the surface of the pentagon increasing or decreasing from the previous month?).", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_total", "description": "The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "fscore_value", "description": "The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "growth_potential_rank_derivative", "description": "Change in ranking for medium-term growth potential compared to previous period.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "multi_factor_acceleration_score_derivative", "description": "Change in the acceleration of multi-factor score compared to previous period.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "multi_factor_static_score_derivative", "description": "Change in static multi-factor score compared to previous period.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "relative_valuation_rank_derivative", "description": "Change in ranking for valuation metrics compared to previous period.", "dataset_id": "model16", "dataset_name": "Fundamental Scores", "category_id": "model", "category_name": "Model", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" } ]