Fundamental Metric
A financial metric from a company's statements or derived valuation ratios.
Fundamental Metric
Definition
A financial metric from a company's statements or derived valuation ratios.
Parameters
Asset, Metric name
Income Statement Metrics
Revenue (Total Revenue)
Total income generated by the company from its primary operations.
- Source: Income Statement (Quarterly)
- Example condition:
Revenue(AAPL) > 90000000000 (Revenue exceeds $90B)
- Use case: Filter for companies above a minimum revenue threshold.
Gross Profit
Revenue minus cost of goods sold. Indicates how efficiently a company produces its goods.
- Source: Income Statement
- Example condition:
Gross Profit(MSFT) > 50000000000
Operating Income
Profit from core business operations (revenue minus operating expenses, excluding interest and taxes).
- Source: Income Statement
- Example condition:
Operating Income(GOOGL) > 20000000000
EBITDA
Earnings before interest, taxes, depreciation, and amortization. A proxy for operating cash flow.
- Source: Income Statement
- Example condition:
EBITDA(AMZN) > 50000000000
Net Income
Profit after all expenses, taxes, and costs have been subtracted from total revenue.
- Source: Income Statement
- Example condition:
Net Income(TSLA) > 0 (Company is profitable)
Earnings Per Share (EPS Actual)
Net income divided by the number of outstanding shares. Uses the most recent reported EPS.
- Source: Income Statement
- Example condition:
EPS(MSFT) > 10
EPS Estimate
The consensus analyst estimate for earnings per share. Useful for comparing actual vs. expected earnings.
- Source: Analyst estimates
- Example condition:
EPS Actual(AAPL) > EPS Estimate(AAPL) (Earnings beat — potential catalyst)
Balance Sheet Metrics
Total Assets
The sum of all assets owned by the company (cash, property, inventory, etc.).
- Source: Balance Sheet
- Example condition:
Total Assets(JPM) > 3000000000000
Total Liabilities
The sum of all debts and obligations owed by the company.
- Source: Balance Sheet
- Example condition:
Total Liabilities(AAPL) < Total Assets(AAPL) (Assets exceed liabilities)
Short-Term Debt
Debt obligations due within one year.
- Source: Balance Sheet
- Example condition:
Short Term Debt(TSLA) < 5000000000
Long-Term Debt
Debt obligations due after one year.
- Source: Balance Sheet
- Example condition:
Long Term Debt(MSFT) < 50000000000
Common Stock Shares Outstanding
The total number of shares currently held by all shareholders.
- Source: Balance Sheet
- Example condition:
Shares Outstanding(AAPL) < 16000000000 (Tracking share buybacks)
Cash Flow Metrics
Free Cash Flow
Cash generated by operations minus capital expenditures. The "real" profit available to shareholders.
- Source: Cash Flow Statement
- Example condition:
Free Cash Flow(GOOGL) > 0 (Generating positive free cash flow)
Tip: A company can be profitable (positive net income) but have negative free cash flow. FCF is often more telling than earnings.
Valuation Ratios
PE Ratio (Price to Earnings) — TTM
Share price divided by trailing twelve months earnings per share. The most common valuation metric.
- Source: Computed from price and earnings
- Example condition:
PE Ratio(AAPL) < 25 (Relatively cheap valuation)
Tip: PE is meaningless for companies with negative earnings. Always combine with a profitability filter.
PS Ratio (Price to Sales) — TTM
Share price divided by trailing twelve months revenue per share. Useful for unprofitable growth companies where PE doesn't apply.
- Source: Computed from price and revenue
- Example condition:
PS Ratio(SNOW) < 20
Price-to-Book Ratio
Share price divided by book value per share. Useful for evaluating asset-heavy industries (banks, REITs).
- Source: Computed from price and balance sheet
- Example condition:
Price-to-Book(BAC) < 1.5
Dividend Yield
Annual dividend payments as a percentage of the share price.
- Source: Computed from dividends and price
- Example condition:
Dividend Yield(JNJ) > 3 (Yield above 3%)
Market Capitalization
Total market value of a company's outstanding shares.
- Source: Computed from share price and shares outstanding
- Example condition:
Market Cap(NVDA) > 1000000000000 (Market cap exceeds $1T)
Enterprise Value
Market cap plus debt minus cash. A more comprehensive measure of a company's total value, accounting for capital structure.
- Source: Computed from market cap, debt, and cash
- Example condition:
Enterprise Value(AMZN) > 1500000000000
Full indicator reference