Definition of the OperationRatios class More...
Public Member Functions | |
| OperationRatios (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance for the given time and security More... | |
| override FundamentalTimeDependentProperty | Clone (ITimeProvider timeProvider) |
| Clones this instance More... | |
 Public Member Functions inherited from QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty | |
| FundamentalTimeDependentProperty (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance for the given time and security More... | |
Public Attributes | |
| RevenueGrowth | RevenueGrowth => _revenueGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's revenue on a percentage basis. Morningstar calculates the growth percentage based on the underlying revenue data reported in the Income Statement within the company filings or reports. More... | |
| OperationIncomeGrowth | OperationIncomeGrowth => _operationIncomeGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's operating income on a percentage basis. Morningstar calculates the growth percentage based on the underlying operating income data reported in the Income Statement within the company filings or reports. More... | |
| NetIncomeGrowth | NetIncomeGrowth => _netIncomeGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's net income on a percentage basis. Morningstar calculates the growth percentage based on the underlying net income data reported in the Income Statement within the company filings or reports. More... | |
| NetIncomeContOpsGrowth | NetIncomeContOpsGrowth => _netIncomeContOpsGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's net income from continuing operations on a percentage basis. Morningstar calculates the growth percentage based on the underlying net income from continuing operations data reported in the Income Statement within the company filings or reports. This figure represents the rate of net income growth for parts of the business that will continue to generate revenue in the future. More... | |
| CFOGrowth | CFOGrowth => _cFOGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's cash flow from operations on a percentage basis. Morningstar calculates the growth percentage based on the underlying cash flow from operations data reported in the Cash Flow Statement within the company filings or reports. More... | |
| FCFGrowth | FCFGrowth => _fCFGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the underlying cash flow from operations and capital expenditures data reported in the Cash Flow Statement within the company filings or reports: Free Cash Flow = Cash flow from operations - Capital Expenditures. More... | |
| OperationRevenueGrowth3MonthAvg | OperationRevenueGrowth3MonthAvg => _operationRevenueGrowth3MonthAvg # new(_timeProvider, _securityIdentifier) |
| The growth in the company's operating revenue on a percentage basis. Morningstar calculates the growth percentage based on the underlying operating revenue data reported in the Income Statement within the company filings or reports. More... | |
| GrossMargin | GrossMargin => _grossMargin # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of gross profit to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: (Revenue - Cost of Goods Sold) / Revenue. More... | |
| OperationMargin | OperationMargin => _operationMargin # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of operating income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Operating Income / Revenue. More... | |
| PretaxMargin | PretaxMargin => _pretaxMargin # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of pretax income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Pretax Income / Revenue. More... | |
| NetMargin | NetMargin => _netMargin # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of net income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Net Income / Revenue. More... | |
| TaxRate | TaxRate => _taxRate # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of tax provision to pretax income. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Tax Provision / Pretax Income. [Note: Valid only when positive pretax income, and positive tax expense (not tax benefit)] More... | |
| EBITMargin | EBITMargin => _eBITMargin # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of earnings before interest and taxes to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: EBIT / Revenue. More... | |
| EBITDAMargin | EBITDAMargin => _eBITDAMargin # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of earnings before interest, taxes and depreciation and amortization to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: EBITDA / Revenue. More... | |
| SalesPerEmployee | SalesPerEmployee => _salesPerEmployee # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of Revenue to Employees. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Revenue / Employee Number. More... | |
| CurrentRatio | CurrentRatio => _currentRatio # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of Current Assets to Current Liabilities. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Current Assets / Current Liabilities. More... | |
| QuickRatio | QuickRatio => _quickRatio # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of liquid assets to Current Liabilities. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports:(Cash, Cash Equivalents, and Short Term Investments + Receivables ) / Current Liabilities. More... | |
| LongTermDebtTotalCapitalRatio | LongTermDebtTotalCapitalRatio => _longTermDebtTotalCapitalRatio # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of Long Term Debt to Total Capital. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Long-Term Debt And Capital Lease Obligation / (Long-Term Debt And Capital Lease Obligation + Total Shareholder's Equity) More... | |
| InterestCoverage | InterestCoverage => _interestCoverage # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of EBIT to Interest Expense. Morningstar calculates the ratio by using the underlying data reported in the Income Statement within the company filings or reports: EBIT / Interest Expense. More... | |
| LongTermDebtEquityRatio | LongTermDebtEquityRatio => _longTermDebtEquityRatio # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of Long Term Debt to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Long-Term Debt And Capital Lease Obligation / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock] More... | |
| FinancialLeverage | FinancialLeverage => _financialLeverage # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of Total Assets to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Total Assets / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock] More... | |
| TotalDebtEquityRatio | TotalDebtEquityRatio => _totalDebtEquityRatio # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of Total Debt to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: (Current Debt And Current Capital Lease Obligation + Long-Term Debt And Long-Term Capital Lease Obligation / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock] More... | |
| NormalizedNetProfitMargin | NormalizedNetProfitMargin => _normalizedNetProfitMargin # new(_timeProvider, _securityIdentifier) |
| Normalized Income / Total Revenue. A measure of profitability of the company calculated by finding Normalized Net Profit as a percentage of Total Revenues. More... | |
| DaysInSales | DaysInSales => _daysInSales # new(_timeProvider, _securityIdentifier) |
| 365 / Receivable Turnover More... | |
| DaysInInventory | DaysInInventory => _daysInInventory # new(_timeProvider, _securityIdentifier) |
| 365 / Inventory turnover More... | |
| DaysInPayment | DaysInPayment => _daysInPayment # new(_timeProvider, _securityIdentifier) |
| 365 / Payable turnover More... | |
| CashConversionCycle | CashConversionCycle => _cashConversionCycle # new(_timeProvider, _securityIdentifier) |
| Days In Inventory + Days In Sales - Days In Payment More... | |
| ReceivableTurnover | ReceivableTurnover => _receivableTurnover # new(_timeProvider, _securityIdentifier) |
| Revenue / Average Accounts Receivables More... | |
| InventoryTurnover | InventoryTurnover => _inventoryTurnover # new(_timeProvider, _securityIdentifier) |
| Cost Of Goods Sold / Average Inventory More... | |
| PaymentTurnover | PaymentTurnover => _paymentTurnover # new(_timeProvider, _securityIdentifier) |
| Cost of Goods Sold / Average Accounts Payables More... | |
| FixAssetsTuronver | FixAssetsTuronver => _fixAssetsTuronver # new(_timeProvider, _securityIdentifier) |
| Revenue / Average PP&E More... | |
| AssetsTurnover | AssetsTurnover => _assetsTurnover # new(_timeProvider, _securityIdentifier) |
| Revenue / Average Total Assets More... | |
| ROE | ROE => _rOE # new(_timeProvider, _securityIdentifier) |
| Net Income / Average Total Common Equity More... | |
| ROA | ROA => _rOA # new(_timeProvider, _securityIdentifier) |
| Net Income / Average Total Assets More... | |
| ROIC | ROIC => _rOIC # new(_timeProvider, _securityIdentifier) |
| Net Income / (Total Equity + Long-term Debt and Capital Lease Obligation + Short-term Debt and Capital Lease Obligation) More... | |
| FCFSalesRatio | FCFSalesRatio => _fCFSalesRatio # new(_timeProvider, _securityIdentifier) |
| Free Cash flow / Revenue More... | |
| FCFNetIncomeRatio | FCFNetIncomeRatio => _fCFNetIncomeRatio # new(_timeProvider, _securityIdentifier) |
| Free Cash Flow / Net Income More... | |
| CapExSalesRatio | CapExSalesRatio => _capExSalesRatio # new(_timeProvider, _securityIdentifier) |
| Capital Expenditure / Revenue More... | |
| DebtToAssets | DebtToAssets => _debtToAssets # new(_timeProvider, _securityIdentifier) |
| This is a leverage ratio used to determine how much debt (a sum of long term and current portion of debt) a company has on its balance sheet relative to total assets. This ratio examines the percent of the company that is financed by debt. More... | |
| CommonEquityToAssets | CommonEquityToAssets => _commonEquityToAssets # new(_timeProvider, _securityIdentifier) |
| This is a financial ratio of common stock equity to total assets that indicates the relative proportion of equity used to finance a company's assets. More... | |
| CapitalExpenditureAnnual5YrGrowth | CapitalExpenditureAnnual5YrGrowth => _capitalExpenditureAnnual5YrGrowth # new(_timeProvider, _securityIdentifier) |
| This is the compound annual growth rate of the company's capital spending over the last 5 years. Capital Spending is the sum of the Capital Expenditure items found in the Statement of Cash Flows. More... | |
| GrossProfitAnnual5YrGrowth | GrossProfitAnnual5YrGrowth => _grossProfitAnnual5YrGrowth # new(_timeProvider, _securityIdentifier) |
| This is the compound annual growth rate of the company's Gross Profit over the last 5 years. More... | |
| GrossMargin5YrAvg | GrossMargin5YrAvg => _grossMargin5YrAvg # new(_timeProvider, _securityIdentifier) |
| This is the simple average of the company's Annual Gross Margin over the last 5 years. Gross Margin is Total Revenue minus Cost of Goods Sold divided by Total Revenue and is expressed as a percentage. More... | |
| PostTaxMargin5YrAvg | PostTaxMargin5YrAvg => _postTaxMargin5YrAvg # new(_timeProvider, _securityIdentifier) |
| This is the simple average of the company's Annual Post Tax Margin over the last 5 years. Post tax margin is Post tax divided by total revenue for the same period. More... | |
| PreTaxMargin5YrAvg | PreTaxMargin5YrAvg => _preTaxMargin5YrAvg # new(_timeProvider, _securityIdentifier) |
| This is the simple average of the company's Annual Pre Tax Margin over the last 5 years. Pre tax margin is Pre tax divided by total revenue for the same period. More... | |
| ProfitMargin5YrAvg | ProfitMargin5YrAvg => _profitMargin5YrAvg # new(_timeProvider, _securityIdentifier) |
| This is the simple average of the company's Annual Net Profit Margin over the last 5 years. Net profit margin is post tax income divided by total revenue for the same period. More... | |
| ROE5YrAvg | ROE5YrAvg => _rOE5YrAvg # new(_timeProvider, _securityIdentifier) |
| This is the simple average of the company's ROE over the last 5 years. Return on equity reveals how much profit a company has earned in comparison to the total amount of shareholder equity found on the balance sheet. More... | |
| ROA5YrAvg | ROA5YrAvg => _rOA5YrAvg # new(_timeProvider, _securityIdentifier) |
| This is the simple average of the company's ROA over the last 5 years. Return on asset is calculated by dividing a company's annual earnings by its average total assets. More... | |
| AVG5YrsROIC | AVG5YrsROIC => _aVG5YrsROIC # new(_timeProvider, _securityIdentifier) |
| This is the simple average of the company's ROIC over the last 5 years. Return on invested capital is calculated by taking net operating profit after taxes and dividends and dividing by the total amount of capital invested and expressing the result as a percentage. More... | |
| NormalizedROIC | NormalizedROIC => _normalizedROIC # new(_timeProvider, _securityIdentifier) |
| [Normalized Income + (Interest Expense * (1-Tax Rate))] / Invested Capital More... | |
| RegressionGrowthOperatingRevenue5Years | RegressionGrowthOperatingRevenue5Years => _regressionGrowthOperatingRevenue5Years # new(_timeProvider, _securityIdentifier) |
| The five-year growth rate of operating revenue, calculated using regression analysis. More... | |
| CashRatio | CashRatio => _cashRatio # new(_timeProvider, _securityIdentifier) |
| Indicates a company's short-term liquidity, defined as short term liquid investments (cash, cash equivalents, short term investments) divided by current liabilities. More... | |
| CashtoTotalAssets | CashtoTotalAssets => _cashtoTotalAssets # new(_timeProvider, _securityIdentifier) |
| Represents the percentage of a company's total assets is in cash. More... | |
| CapitalExpendituretoEBITDA | CapitalExpendituretoEBITDA => _capitalExpendituretoEBITDA # new(_timeProvider, _securityIdentifier) |
| Measures the amount a company is investing in its business relative to EBITDA generated in a given period. More... | |
| FCFtoCFO | FCFtoCFO => _fCFtoCFO # new(_timeProvider, _securityIdentifier) |
| Indicates the percentage of a company's operating cash flow is free to be invested in its business after capital expenditures. More... | |
| StockholdersEquityGrowth | StockholdersEquityGrowth => _stockholdersEquityGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the stockholder's equity on a percentage basis. Morningstar calculates the growth percentage based on the residual interest in the assets of the enterprise that remains after deducting its liabilities reported in the Balance Sheet within the company filings or reports. More... | |
| TotalAssetsGrowth | TotalAssetsGrowth => _totalAssetsGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the total assets on a percentage basis. Morningstar calculates the growth percentage based on the total assets reported in the Balance Sheet within the company filings or reports. More... | |
| TotalLiabilitiesGrowth | TotalLiabilitiesGrowth => _totalLiabilitiesGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the total liabilities on a percentage basis. Morningstar calculates the growth percentage based on the total liabilities reported in the Balance Sheet within the company filings or reports. More... | |
| TotalDebtEquityRatioGrowth | TotalDebtEquityRatioGrowth => _totalDebtEquityRatioGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's total debt to equity ratio on a percentage basis. Morningstar calculates the growth percentage based on the total debt divided by the shareholder's equity reported in the Balance Sheet within the company filings or reports. More... | |
| CashRatioGrowth | CashRatioGrowth => _cashRatioGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's cash ratio on a percentage basis. Morningstar calculates the growth percentage based on the short term liquid investments (cash, cash equivalents, short term investments) divided by current liabilities reported in the Balance Sheet within the company filings or reports. More... | |
| EBITDAGrowth | EBITDAGrowth => _eBITDAGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the earnings minus expenses (excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports. More... | |
| CashFlowFromFinancingGrowth | CashFlowFromFinancingGrowth => _cashFlowFromFinancingGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's cash flows from financing on a percentage basis. Morningstar calculates the growth percentage based on the financing cash flows reported in the Cash Flow Statement within the company filings or reports. More... | |
| CashFlowFromInvestingGrowth | CashFlowFromInvestingGrowth => _cashFlowFromInvestingGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's cash flows from investing on a percentage basis. Morningstar calculates the growth percentage based on the cash flows from investing reported in the Cash Flow Statement within the company filings or reports. More... | |
| CapExGrowth | CapExGrowth => _capExGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's capital expenditures on a percentage basis. Morningstar calculates the growth percentage based on the capital expenditures reported in the Cash Flow Statement within the company filings or reports. More... | |
| CurrentRatioGrowth | CurrentRatioGrowth => _currentRatioGrowth # new(_timeProvider, _securityIdentifier) |
| The growth in the company's current ratio on a percentage basis. Morningstar calculates the growth percentage based on the current assets divided by current liabilities reported in the Balance Sheet within the company filings or reports. More... | |
| WorkingCapitalTurnoverRatio | WorkingCapitalTurnoverRatio => _workingCapitalTurnoverRatio # new(_timeProvider, _securityIdentifier) |
| Total revenue / working capital (current assets minus current liabilities) More... | |
| NetIncomePerEmployee | NetIncomePerEmployee => _netIncomePerEmployee # new(_timeProvider, _securityIdentifier) |
| Refers to the ratio of Net Income to Employees. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Net Income / Employee Number. More... | |
| SolvencyRatio | SolvencyRatio => _solvencyRatio # new(_timeProvider, _securityIdentifier) |
| Measure of whether a company's cash flow is sufficient to meet its short-term and long-term debt requirements. The lower this ratio is, the greater the probability that the company will be in financial distress. Net Income + Depreciation, Depletion and Amortization/ average of annual Total Liabilities over the most recent two periods. More... | |
| ExpenseRatio | ExpenseRatio => _expenseRatio # new(_timeProvider, _securityIdentifier) |
| A measure of operating performance for Insurance companies, as it shows the relationship between the premiums earned and administrative expenses related to claims such as fees and commissions. A number of 1 or lower is preferred, as this means the premiums exceed the expenses. Calculated as: (Deferred Policy Acquisition Amortization Expense+Fees and Commission Expense+Other Underwriting Expenses+Selling, General and Administrative) / Net Premiums Earned More... | |
| LossRatio | LossRatio => _lossRatio # new(_timeProvider, _securityIdentifier) |
| A measure of operating performance for Insurance companies, as it shows the relationship between the premiums earned and the expenses related to claims. A number of 1 or lower is preferred, as this means the premiums exceed the expenses. Calculated as: Benefits, Claims and Loss Adjustment Expense, Net / Net Premiums Earned More... | |
Additional Inherited Members | |
| Properties inherited from QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty | |
| ITimeProvider | _timeProvider [get] |
| The time provider instance to use More... | |
| SecurityIdentifier | _securityIdentifier [get] |
| The SID instance to use More... | |
Detailed Description
Definition of the OperationRatios class
Definition at line 29 of file OperationRatios.cs.
Constructor & Destructor Documentation
◆ OperationRatios()
| QuantConnect.Data.Fundamental.OperationRatios.OperationRatios | ( | ITimeProvider | timeProvider, |
| SecurityIdentifier | securityIdentifier | ||
| ) |
Creates a new instance for the given time and security
Definition at line 734 of file OperationRatios.cs.
Member Function Documentation
◆ Clone()
|
virtual |
Clones this instance
Implements QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty.
Definition at line 742 of file OperationRatios.cs.
Member Data Documentation
◆ RevenueGrowth
| RevenueGrowth QuantConnect.Data.Fundamental.OperationRatios.RevenueGrowth => _revenueGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's revenue on a percentage basis. Morningstar calculates the growth percentage based on the underlying revenue data reported in the Income Statement within the company filings or reports.
Morningstar DataId: 10001
Definition at line 38 of file OperationRatios.cs.
◆ OperationIncomeGrowth
| OperationIncomeGrowth QuantConnect.Data.Fundamental.OperationRatios.OperationIncomeGrowth => _operationIncomeGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's operating income on a percentage basis. Morningstar calculates the growth percentage based on the underlying operating income data reported in the Income Statement within the company filings or reports.
Morningstar DataId: 10002
Definition at line 48 of file OperationRatios.cs.
◆ NetIncomeGrowth
| NetIncomeGrowth QuantConnect.Data.Fundamental.OperationRatios.NetIncomeGrowth => _netIncomeGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's net income on a percentage basis. Morningstar calculates the growth percentage based on the underlying net income data reported in the Income Statement within the company filings or reports.
Morningstar DataId: 10003
Definition at line 58 of file OperationRatios.cs.
◆ NetIncomeContOpsGrowth
| NetIncomeContOpsGrowth QuantConnect.Data.Fundamental.OperationRatios.NetIncomeContOpsGrowth => _netIncomeContOpsGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's net income from continuing operations on a percentage basis. Morningstar calculates the growth percentage based on the underlying net income from continuing operations data reported in the Income Statement within the company filings or reports. This figure represents the rate of net income growth for parts of the business that will continue to generate revenue in the future.
Morningstar DataId: 10004
Definition at line 68 of file OperationRatios.cs.
◆ CFOGrowth
| CFOGrowth QuantConnect.Data.Fundamental.OperationRatios.CFOGrowth => _cFOGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's cash flow from operations on a percentage basis. Morningstar calculates the growth percentage based on the underlying cash flow from operations data reported in the Cash Flow Statement within the company filings or reports.
Morningstar DataId: 10005
Definition at line 78 of file OperationRatios.cs.
◆ FCFGrowth
| FCFGrowth QuantConnect.Data.Fundamental.OperationRatios.FCFGrowth => _fCFGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the underlying cash flow from operations and capital expenditures data reported in the Cash Flow Statement within the company filings or reports: Free Cash Flow = Cash flow from operations - Capital Expenditures.
Morningstar DataId: 10006
Definition at line 88 of file OperationRatios.cs.
◆ OperationRevenueGrowth3MonthAvg
| OperationRevenueGrowth3MonthAvg QuantConnect.Data.Fundamental.OperationRatios.OperationRevenueGrowth3MonthAvg => _operationRevenueGrowth3MonthAvg # new(_timeProvider, _securityIdentifier) |
The growth in the company's operating revenue on a percentage basis. Morningstar calculates the growth percentage based on the underlying operating revenue data reported in the Income Statement within the company filings or reports.
Morningstar DataId: 10007
Definition at line 98 of file OperationRatios.cs.
◆ GrossMargin
| GrossMargin QuantConnect.Data.Fundamental.OperationRatios.GrossMargin => _grossMargin # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of gross profit to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: (Revenue - Cost of Goods Sold) / Revenue.
Morningstar DataId: 11001
Definition at line 108 of file OperationRatios.cs.
◆ OperationMargin
| OperationMargin QuantConnect.Data.Fundamental.OperationRatios.OperationMargin => _operationMargin # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of operating income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Operating Income / Revenue.
Morningstar DataId: 11002
Definition at line 118 of file OperationRatios.cs.
◆ PretaxMargin
| PretaxMargin QuantConnect.Data.Fundamental.OperationRatios.PretaxMargin => _pretaxMargin # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of pretax income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Pretax Income / Revenue.
Morningstar DataId: 11003
Definition at line 128 of file OperationRatios.cs.
◆ NetMargin
| NetMargin QuantConnect.Data.Fundamental.OperationRatios.NetMargin => _netMargin # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of net income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Net Income / Revenue.
Morningstar DataId: 11004
Definition at line 138 of file OperationRatios.cs.
◆ TaxRate
| TaxRate QuantConnect.Data.Fundamental.OperationRatios.TaxRate => _taxRate # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of tax provision to pretax income. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Tax Provision / Pretax Income. [Note: Valid only when positive pretax income, and positive tax expense (not tax benefit)]
Morningstar DataId: 11005
Definition at line 148 of file OperationRatios.cs.
◆ EBITMargin
| EBITMargin QuantConnect.Data.Fundamental.OperationRatios.EBITMargin => _eBITMargin # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of earnings before interest and taxes to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: EBIT / Revenue.
Morningstar DataId: 11006
Definition at line 158 of file OperationRatios.cs.
◆ EBITDAMargin
| EBITDAMargin QuantConnect.Data.Fundamental.OperationRatios.EBITDAMargin => _eBITDAMargin # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of earnings before interest, taxes and depreciation and amortization to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: EBITDA / Revenue.
Morningstar DataId: 11007
Definition at line 168 of file OperationRatios.cs.
◆ SalesPerEmployee
| SalesPerEmployee QuantConnect.Data.Fundamental.OperationRatios.SalesPerEmployee => _salesPerEmployee # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of Revenue to Employees. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Revenue / Employee Number.
Morningstar DataId: 11008
Definition at line 178 of file OperationRatios.cs.
◆ CurrentRatio
| CurrentRatio QuantConnect.Data.Fundamental.OperationRatios.CurrentRatio => _currentRatio # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of Current Assets to Current Liabilities. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Current Assets / Current Liabilities.
Morningstar DataId: 11009
Definition at line 188 of file OperationRatios.cs.
◆ QuickRatio
| QuickRatio QuantConnect.Data.Fundamental.OperationRatios.QuickRatio => _quickRatio # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of liquid assets to Current Liabilities. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports:(Cash, Cash Equivalents, and Short Term Investments + Receivables ) / Current Liabilities.
Morningstar DataId: 11010
Definition at line 198 of file OperationRatios.cs.
◆ LongTermDebtTotalCapitalRatio
| LongTermDebtTotalCapitalRatio QuantConnect.Data.Fundamental.OperationRatios.LongTermDebtTotalCapitalRatio => _longTermDebtTotalCapitalRatio # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of Long Term Debt to Total Capital. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Long-Term Debt And Capital Lease Obligation / (Long-Term Debt And Capital Lease Obligation + Total Shareholder's Equity)
Morningstar DataId: 11011
Definition at line 208 of file OperationRatios.cs.
◆ InterestCoverage
| InterestCoverage QuantConnect.Data.Fundamental.OperationRatios.InterestCoverage => _interestCoverage # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of EBIT to Interest Expense. Morningstar calculates the ratio by using the underlying data reported in the Income Statement within the company filings or reports: EBIT / Interest Expense.
Morningstar DataId: 11012
Definition at line 218 of file OperationRatios.cs.
◆ LongTermDebtEquityRatio
| LongTermDebtEquityRatio QuantConnect.Data.Fundamental.OperationRatios.LongTermDebtEquityRatio => _longTermDebtEquityRatio # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of Long Term Debt to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Long-Term Debt And Capital Lease Obligation / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock]
Morningstar DataId: 11013
Definition at line 228 of file OperationRatios.cs.
◆ FinancialLeverage
| FinancialLeverage QuantConnect.Data.Fundamental.OperationRatios.FinancialLeverage => _financialLeverage # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of Total Assets to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Total Assets / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock]
Morningstar DataId: 11014
Definition at line 238 of file OperationRatios.cs.
◆ TotalDebtEquityRatio
| TotalDebtEquityRatio QuantConnect.Data.Fundamental.OperationRatios.TotalDebtEquityRatio => _totalDebtEquityRatio # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of Total Debt to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: (Current Debt And Current Capital Lease Obligation + Long-Term Debt And Long-Term Capital Lease Obligation / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock]
Morningstar DataId: 11015
Definition at line 248 of file OperationRatios.cs.
◆ NormalizedNetProfitMargin
| NormalizedNetProfitMargin QuantConnect.Data.Fundamental.OperationRatios.NormalizedNetProfitMargin => _normalizedNetProfitMargin # new(_timeProvider, _securityIdentifier) |
Normalized Income / Total Revenue. A measure of profitability of the company calculated by finding Normalized Net Profit as a percentage of Total Revenues.
Morningstar DataId: 11016
Definition at line 258 of file OperationRatios.cs.
◆ DaysInSales
| DaysInSales QuantConnect.Data.Fundamental.OperationRatios.DaysInSales => _daysInSales # new(_timeProvider, _securityIdentifier) |
365 / Receivable Turnover
Morningstar DataId: 12001
Definition at line 268 of file OperationRatios.cs.
◆ DaysInInventory
| DaysInInventory QuantConnect.Data.Fundamental.OperationRatios.DaysInInventory => _daysInInventory # new(_timeProvider, _securityIdentifier) |
365 / Inventory turnover
Morningstar DataId: 12002
Definition at line 278 of file OperationRatios.cs.
◆ DaysInPayment
| DaysInPayment QuantConnect.Data.Fundamental.OperationRatios.DaysInPayment => _daysInPayment # new(_timeProvider, _securityIdentifier) |
◆ CashConversionCycle
| CashConversionCycle QuantConnect.Data.Fundamental.OperationRatios.CashConversionCycle => _cashConversionCycle # new(_timeProvider, _securityIdentifier) |
Days In Inventory + Days In Sales - Days In Payment
Morningstar DataId: 12004
Definition at line 298 of file OperationRatios.cs.
◆ ReceivableTurnover
| ReceivableTurnover QuantConnect.Data.Fundamental.OperationRatios.ReceivableTurnover => _receivableTurnover # new(_timeProvider, _securityIdentifier) |
Revenue / Average Accounts Receivables
Morningstar DataId: 12005
Definition at line 308 of file OperationRatios.cs.
◆ InventoryTurnover
| InventoryTurnover QuantConnect.Data.Fundamental.OperationRatios.InventoryTurnover => _inventoryTurnover # new(_timeProvider, _securityIdentifier) |
Cost Of Goods Sold / Average Inventory
Morningstar DataId: 12006
Definition at line 318 of file OperationRatios.cs.
◆ PaymentTurnover
| PaymentTurnover QuantConnect.Data.Fundamental.OperationRatios.PaymentTurnover => _paymentTurnover # new(_timeProvider, _securityIdentifier) |
Cost of Goods Sold / Average Accounts Payables
Morningstar DataId: 12007
Definition at line 328 of file OperationRatios.cs.
◆ FixAssetsTuronver
| FixAssetsTuronver QuantConnect.Data.Fundamental.OperationRatios.FixAssetsTuronver => _fixAssetsTuronver # new(_timeProvider, _securityIdentifier) |
◆ AssetsTurnover
| AssetsTurnover QuantConnect.Data.Fundamental.OperationRatios.AssetsTurnover => _assetsTurnover # new(_timeProvider, _securityIdentifier) |
Revenue / Average Total Assets
Morningstar DataId: 12009
Definition at line 348 of file OperationRatios.cs.
◆ ROE
| ROE QuantConnect.Data.Fundamental.OperationRatios.ROE => _rOE # new(_timeProvider, _securityIdentifier) |
Net Income / Average Total Common Equity
Morningstar DataId: 12010
Definition at line 358 of file OperationRatios.cs.
◆ ROA
| ROA QuantConnect.Data.Fundamental.OperationRatios.ROA => _rOA # new(_timeProvider, _securityIdentifier) |
Net Income / Average Total Assets
Morningstar DataId: 12011
Definition at line 368 of file OperationRatios.cs.
◆ ROIC
| ROIC QuantConnect.Data.Fundamental.OperationRatios.ROIC => _rOIC # new(_timeProvider, _securityIdentifier) |
Net Income / (Total Equity + Long-term Debt and Capital Lease Obligation + Short-term Debt and Capital Lease Obligation)
Morningstar DataId: 12012
Definition at line 378 of file OperationRatios.cs.
◆ FCFSalesRatio
| FCFSalesRatio QuantConnect.Data.Fundamental.OperationRatios.FCFSalesRatio => _fCFSalesRatio # new(_timeProvider, _securityIdentifier) |
Free Cash flow / Revenue
Morningstar DataId: 12013
Definition at line 388 of file OperationRatios.cs.
◆ FCFNetIncomeRatio
| FCFNetIncomeRatio QuantConnect.Data.Fundamental.OperationRatios.FCFNetIncomeRatio => _fCFNetIncomeRatio # new(_timeProvider, _securityIdentifier) |
Free Cash Flow / Net Income
Morningstar DataId: 12014
Definition at line 398 of file OperationRatios.cs.
◆ CapExSalesRatio
| CapExSalesRatio QuantConnect.Data.Fundamental.OperationRatios.CapExSalesRatio => _capExSalesRatio # new(_timeProvider, _securityIdentifier) |
Capital Expenditure / Revenue
Morningstar DataId: 12015
Definition at line 408 of file OperationRatios.cs.
◆ DebtToAssets
| DebtToAssets QuantConnect.Data.Fundamental.OperationRatios.DebtToAssets => _debtToAssets # new(_timeProvider, _securityIdentifier) |
This is a leverage ratio used to determine how much debt (a sum of long term and current portion of debt) a company has on its balance sheet relative to total assets. This ratio examines the percent of the company that is financed by debt.
Morningstar DataId: 12016
Definition at line 418 of file OperationRatios.cs.
◆ CommonEquityToAssets
| CommonEquityToAssets QuantConnect.Data.Fundamental.OperationRatios.CommonEquityToAssets => _commonEquityToAssets # new(_timeProvider, _securityIdentifier) |
This is a financial ratio of common stock equity to total assets that indicates the relative proportion of equity used to finance a company's assets.
Morningstar DataId: 12017
Definition at line 428 of file OperationRatios.cs.
◆ CapitalExpenditureAnnual5YrGrowth
| CapitalExpenditureAnnual5YrGrowth QuantConnect.Data.Fundamental.OperationRatios.CapitalExpenditureAnnual5YrGrowth => _capitalExpenditureAnnual5YrGrowth # new(_timeProvider, _securityIdentifier) |
This is the compound annual growth rate of the company's capital spending over the last 5 years. Capital Spending is the sum of the Capital Expenditure items found in the Statement of Cash Flows.
Morningstar DataId: 12018
Definition at line 438 of file OperationRatios.cs.
◆ GrossProfitAnnual5YrGrowth
| GrossProfitAnnual5YrGrowth QuantConnect.Data.Fundamental.OperationRatios.GrossProfitAnnual5YrGrowth => _grossProfitAnnual5YrGrowth # new(_timeProvider, _securityIdentifier) |
This is the compound annual growth rate of the company's Gross Profit over the last 5 years.
Morningstar DataId: 12019
Definition at line 448 of file OperationRatios.cs.
◆ GrossMargin5YrAvg
| GrossMargin5YrAvg QuantConnect.Data.Fundamental.OperationRatios.GrossMargin5YrAvg => _grossMargin5YrAvg # new(_timeProvider, _securityIdentifier) |
This is the simple average of the company's Annual Gross Margin over the last 5 years. Gross Margin is Total Revenue minus Cost of Goods Sold divided by Total Revenue and is expressed as a percentage.
Morningstar DataId: 12020
Definition at line 458 of file OperationRatios.cs.
◆ PostTaxMargin5YrAvg
| PostTaxMargin5YrAvg QuantConnect.Data.Fundamental.OperationRatios.PostTaxMargin5YrAvg => _postTaxMargin5YrAvg # new(_timeProvider, _securityIdentifier) |
This is the simple average of the company's Annual Post Tax Margin over the last 5 years. Post tax margin is Post tax divided by total revenue for the same period.
Morningstar DataId: 12021
Definition at line 468 of file OperationRatios.cs.
◆ PreTaxMargin5YrAvg
| PreTaxMargin5YrAvg QuantConnect.Data.Fundamental.OperationRatios.PreTaxMargin5YrAvg => _preTaxMargin5YrAvg # new(_timeProvider, _securityIdentifier) |
This is the simple average of the company's Annual Pre Tax Margin over the last 5 years. Pre tax margin is Pre tax divided by total revenue for the same period.
Morningstar DataId: 12022
Definition at line 478 of file OperationRatios.cs.
◆ ProfitMargin5YrAvg
| ProfitMargin5YrAvg QuantConnect.Data.Fundamental.OperationRatios.ProfitMargin5YrAvg => _profitMargin5YrAvg # new(_timeProvider, _securityIdentifier) |
This is the simple average of the company's Annual Net Profit Margin over the last 5 years. Net profit margin is post tax income divided by total revenue for the same period.
Morningstar DataId: 12023
Definition at line 488 of file OperationRatios.cs.
◆ ROE5YrAvg
| ROE5YrAvg QuantConnect.Data.Fundamental.OperationRatios.ROE5YrAvg => _rOE5YrAvg # new(_timeProvider, _securityIdentifier) |
This is the simple average of the company's ROE over the last 5 years. Return on equity reveals how much profit a company has earned in comparison to the total amount of shareholder equity found on the balance sheet.
Morningstar DataId: 12024
Definition at line 498 of file OperationRatios.cs.
◆ ROA5YrAvg
| ROA5YrAvg QuantConnect.Data.Fundamental.OperationRatios.ROA5YrAvg => _rOA5YrAvg # new(_timeProvider, _securityIdentifier) |
This is the simple average of the company's ROA over the last 5 years. Return on asset is calculated by dividing a company's annual earnings by its average total assets.
Morningstar DataId: 12025
Definition at line 508 of file OperationRatios.cs.
◆ AVG5YrsROIC
| AVG5YrsROIC QuantConnect.Data.Fundamental.OperationRatios.AVG5YrsROIC => _aVG5YrsROIC # new(_timeProvider, _securityIdentifier) |
This is the simple average of the company's ROIC over the last 5 years. Return on invested capital is calculated by taking net operating profit after taxes and dividends and dividing by the total amount of capital invested and expressing the result as a percentage.
Morningstar DataId: 12026
Definition at line 518 of file OperationRatios.cs.
◆ NormalizedROIC
| NormalizedROIC QuantConnect.Data.Fundamental.OperationRatios.NormalizedROIC => _normalizedROIC # new(_timeProvider, _securityIdentifier) |
[Normalized Income + (Interest Expense * (1-Tax Rate))] / Invested Capital
Morningstar DataId: 12027
Definition at line 528 of file OperationRatios.cs.
◆ RegressionGrowthOperatingRevenue5Years
| RegressionGrowthOperatingRevenue5Years QuantConnect.Data.Fundamental.OperationRatios.RegressionGrowthOperatingRevenue5Years => _regressionGrowthOperatingRevenue5Years # new(_timeProvider, _securityIdentifier) |
The five-year growth rate of operating revenue, calculated using regression analysis.
Morningstar DataId: 12028
Definition at line 538 of file OperationRatios.cs.
◆ CashRatio
| CashRatio QuantConnect.Data.Fundamental.OperationRatios.CashRatio => _cashRatio # new(_timeProvider, _securityIdentifier) |
Indicates a company's short-term liquidity, defined as short term liquid investments (cash, cash equivalents, short term investments) divided by current liabilities.
Morningstar DataId: 12029
Definition at line 548 of file OperationRatios.cs.
◆ CashtoTotalAssets
| CashtoTotalAssets QuantConnect.Data.Fundamental.OperationRatios.CashtoTotalAssets => _cashtoTotalAssets # new(_timeProvider, _securityIdentifier) |
Represents the percentage of a company's total assets is in cash.
Morningstar DataId: 12030
Definition at line 558 of file OperationRatios.cs.
◆ CapitalExpendituretoEBITDA
| CapitalExpendituretoEBITDA QuantConnect.Data.Fundamental.OperationRatios.CapitalExpendituretoEBITDA => _capitalExpendituretoEBITDA # new(_timeProvider, _securityIdentifier) |
Measures the amount a company is investing in its business relative to EBITDA generated in a given period.
Morningstar DataId: 12031
Definition at line 568 of file OperationRatios.cs.
◆ FCFtoCFO
| FCFtoCFO QuantConnect.Data.Fundamental.OperationRatios.FCFtoCFO => _fCFtoCFO # new(_timeProvider, _securityIdentifier) |
Indicates the percentage of a company's operating cash flow is free to be invested in its business after capital expenditures.
Morningstar DataId: 12032
Definition at line 578 of file OperationRatios.cs.
◆ StockholdersEquityGrowth
| StockholdersEquityGrowth QuantConnect.Data.Fundamental.OperationRatios.StockholdersEquityGrowth => _stockholdersEquityGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the stockholder's equity on a percentage basis. Morningstar calculates the growth percentage based on the residual interest in the assets of the enterprise that remains after deducting its liabilities reported in the Balance Sheet within the company filings or reports.
Morningstar DataId: 12033
Definition at line 588 of file OperationRatios.cs.
◆ TotalAssetsGrowth
| TotalAssetsGrowth QuantConnect.Data.Fundamental.OperationRatios.TotalAssetsGrowth => _totalAssetsGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the total assets on a percentage basis. Morningstar calculates the growth percentage based on the total assets reported in the Balance Sheet within the company filings or reports.
Morningstar DataId: 12034
Definition at line 598 of file OperationRatios.cs.
◆ TotalLiabilitiesGrowth
| TotalLiabilitiesGrowth QuantConnect.Data.Fundamental.OperationRatios.TotalLiabilitiesGrowth => _totalLiabilitiesGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the total liabilities on a percentage basis. Morningstar calculates the growth percentage based on the total liabilities reported in the Balance Sheet within the company filings or reports.
Morningstar DataId: 12035
Definition at line 608 of file OperationRatios.cs.
◆ TotalDebtEquityRatioGrowth
| TotalDebtEquityRatioGrowth QuantConnect.Data.Fundamental.OperationRatios.TotalDebtEquityRatioGrowth => _totalDebtEquityRatioGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's total debt to equity ratio on a percentage basis. Morningstar calculates the growth percentage based on the total debt divided by the shareholder's equity reported in the Balance Sheet within the company filings or reports.
Morningstar DataId: 12036
Definition at line 618 of file OperationRatios.cs.
◆ CashRatioGrowth
| CashRatioGrowth QuantConnect.Data.Fundamental.OperationRatios.CashRatioGrowth => _cashRatioGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's cash ratio on a percentage basis. Morningstar calculates the growth percentage based on the short term liquid investments (cash, cash equivalents, short term investments) divided by current liabilities reported in the Balance Sheet within the company filings or reports.
Morningstar DataId: 12037
Definition at line 628 of file OperationRatios.cs.
◆ EBITDAGrowth
| EBITDAGrowth QuantConnect.Data.Fundamental.OperationRatios.EBITDAGrowth => _eBITDAGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the earnings minus expenses (excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 12038
Definition at line 638 of file OperationRatios.cs.
◆ CashFlowFromFinancingGrowth
| CashFlowFromFinancingGrowth QuantConnect.Data.Fundamental.OperationRatios.CashFlowFromFinancingGrowth => _cashFlowFromFinancingGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's cash flows from financing on a percentage basis. Morningstar calculates the growth percentage based on the financing cash flows reported in the Cash Flow Statement within the company filings or reports.
Morningstar DataId: 12039
Definition at line 648 of file OperationRatios.cs.
◆ CashFlowFromInvestingGrowth
| CashFlowFromInvestingGrowth QuantConnect.Data.Fundamental.OperationRatios.CashFlowFromInvestingGrowth => _cashFlowFromInvestingGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's cash flows from investing on a percentage basis. Morningstar calculates the growth percentage based on the cash flows from investing reported in the Cash Flow Statement within the company filings or reports.
Morningstar DataId: 12040
Definition at line 658 of file OperationRatios.cs.
◆ CapExGrowth
| CapExGrowth QuantConnect.Data.Fundamental.OperationRatios.CapExGrowth => _capExGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's capital expenditures on a percentage basis. Morningstar calculates the growth percentage based on the capital expenditures reported in the Cash Flow Statement within the company filings or reports.
Morningstar DataId: 12041
Definition at line 668 of file OperationRatios.cs.
◆ CurrentRatioGrowth
| CurrentRatioGrowth QuantConnect.Data.Fundamental.OperationRatios.CurrentRatioGrowth => _currentRatioGrowth # new(_timeProvider, _securityIdentifier) |
The growth in the company's current ratio on a percentage basis. Morningstar calculates the growth percentage based on the current assets divided by current liabilities reported in the Balance Sheet within the company filings or reports.
Morningstar DataId: 12042
Definition at line 678 of file OperationRatios.cs.
◆ WorkingCapitalTurnoverRatio
| WorkingCapitalTurnoverRatio QuantConnect.Data.Fundamental.OperationRatios.WorkingCapitalTurnoverRatio => _workingCapitalTurnoverRatio # new(_timeProvider, _securityIdentifier) |
Total revenue / working capital (current assets minus current liabilities)
Morningstar DataId: 12043
Definition at line 688 of file OperationRatios.cs.
◆ NetIncomePerEmployee
| NetIncomePerEmployee QuantConnect.Data.Fundamental.OperationRatios.NetIncomePerEmployee => _netIncomePerEmployee # new(_timeProvider, _securityIdentifier) |
Refers to the ratio of Net Income to Employees. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Net Income / Employee Number.
Morningstar DataId: 12044
Definition at line 698 of file OperationRatios.cs.
◆ SolvencyRatio
| SolvencyRatio QuantConnect.Data.Fundamental.OperationRatios.SolvencyRatio => _solvencyRatio # new(_timeProvider, _securityIdentifier) |
Measure of whether a company's cash flow is sufficient to meet its short-term and long-term debt requirements. The lower this ratio is, the greater the probability that the company will be in financial distress. Net Income + Depreciation, Depletion and Amortization/ average of annual Total Liabilities over the most recent two periods.
Morningstar DataId: 12045
Definition at line 708 of file OperationRatios.cs.
◆ ExpenseRatio
| ExpenseRatio QuantConnect.Data.Fundamental.OperationRatios.ExpenseRatio => _expenseRatio # new(_timeProvider, _securityIdentifier) |
A measure of operating performance for Insurance companies, as it shows the relationship between the premiums earned and administrative expenses related to claims such as fees and commissions. A number of 1 or lower is preferred, as this means the premiums exceed the expenses. Calculated as: (Deferred Policy Acquisition Amortization Expense+Fees and Commission Expense+Other Underwriting Expenses+Selling, General and Administrative) / Net Premiums Earned
Morningstar DataId: 12046
Definition at line 718 of file OperationRatios.cs.
◆ LossRatio
| LossRatio QuantConnect.Data.Fundamental.OperationRatios.LossRatio => _lossRatio # new(_timeProvider, _securityIdentifier) |
A measure of operating performance for Insurance companies, as it shows the relationship between the premiums earned and the expenses related to claims. A number of 1 or lower is preferred, as this means the premiums exceed the expenses. Calculated as: Benefits, Claims and Loss Adjustment Expense, Net / Net Premiums Earned
Morningstar DataId: 12047
Definition at line 728 of file OperationRatios.cs.
The documentation for this class was generated from the following file:
- Common/Data/Fundamental/Generated/OperationRatios.cs
