Definition of the ValuationRatios class More...
Public Member Functions | |
| ValuationRatios (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 | |
| double | PayoutRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PayoutRatio) |
| Dividend per share / Diluted earnings per share More... | |
| double | SustainableGrowthRate => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_SustainableGrowthRate) |
| ROE * (1 - Payout Ratio) More... | |
| double | CashReturn => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_CashReturn) |
| Refers to the ratio of free cash flow to enterprise value. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: FCF /Enterprise Value. More... | |
| double | SalesPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_SalesPerShare) |
| Sales / Average Diluted Shares Outstanding More... | |
| double | BookValuePerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_BookValuePerShare) |
| Common Shareholder's Equity / Diluted Shares Outstanding More... | |
| double | CFOPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_CFOPerShare) |
| Cash Flow from Operations / Average Diluted Shares Outstanding More... | |
| double | FCFPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FCFPerShare) |
| Free Cash Flow / Average Diluted Shares Outstanding More... | |
| double | EarningYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EarningYield) |
| Diluted EPS / Price More... | |
| double | PERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio) |
| Adjusted Close Price/ EPS. If the result is negative, zero, >10,000 or <0.001, then null. More... | |
| double | SalesYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_SalesYield) |
| SalesPerShare / Price More... | |
| double | PSRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio) |
| Adjusted close price / Sales Per Share. If the result is negative or zero, then null. More... | |
| double | BookValueYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_BookValueYield) |
| BookValuePerShare / Price More... | |
| double | PBRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio) |
| Adjusted close price / Book Value Per Share. If the result is negative or zero, then null. More... | |
| double | CFYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_CFYield) |
| CFOPerShare / Price More... | |
| double | PCFRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PCFRatio) |
| Adjusted close price /Cash Flow Per Share. If the result is negative or zero, then null. More... | |
| double | FCFYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FCFYield) |
| FCFPerShare / Price More... | |
| double | FCFRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FCFRatio) |
| Adjusted close price/ Free Cash Flow Per Share. If the result is negative or zero, then null. More... | |
| double | TrailingDividendYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TrailingDividendYield) |
| Dividends Per Share over the trailing 12 months / Price More... | |
| double | ForwardDividendYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardDividendYield) |
| (Current Dividend Per Share * Payout Frequency) / Price More... | |
| double | ForwardEarningYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardEarningYield) |
| Estimated Earnings Per Share / Price Note: a) The "Next" Year's EPS Estimate is used; For instance, if today's actual date is March 1, 2009, the "Current" EPS Estimate for MSFT is June 2009, and the "Next" EPS Estimate for MSFT is June 2010; the latter is used. b) The eps estimated data is sourced from a third party. More... | |
| double | ForwardPERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardPERatio) |
| 1 / ForwardEarningYield If result is negative, then null More... | |
| double | PEGRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PEGRatio) |
| ForwardPERatio / Long-term Average Earning Growth Rate More... | |
| double | PEGPayback => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PEGPayback) |
| The number of years it would take for a company's cumulative earnings to equal the stock's current trading price, assuming that the company continues to increase its annual earnings at the growth rate used to calculate the PEG ratio. [ Log (PG/E + 1) / Log (1 + G) ] - 1 Where P=Price E=Next Fiscal Year's Estimated EPS G=Long-term Average Earning Growth More... | |
| double | TangibleBookValuePerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TangibleBookValuePerShare) |
| The company's total book value less the value of any intangible assets dividend by number of shares. More... | |
| double | TangibleBVPerShare3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TangibleBVPerShare3YrAvg) |
| The three year average for tangible book value per share. More... | |
| double | TangibleBVPerShare5YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TangibleBVPerShare5YrAvg) |
| The five year average for tangible book value per share. More... | |
| double | ForwardDividend => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardDividend) |
| Latest Dividend * Frequency More... | |
| double | WorkingCapitalPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_WorkingCapitalPerShare) |
| (Current Assets - Current Liabilities)/number of shares More... | |
| double | WorkingCapitalPerShare3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_WorkingCapitalPerShare3YrAvg) |
| The three year average for working capital per share. More... | |
| double | WorkingCapitalPerShare5YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_WorkingCapitalPerShare5YrAvg) |
| The five year average for working capital per share. More... | |
| double | EVToEBITDA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA) |
| Indicates what is a company being valued per each dollar of EBITDA generated. More... | |
| double | BuyBackYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_BuyBackYield) |
| The net repurchase of shares outstanding over the market capital of the company. It is a measure of shareholder return. More... | |
| double | TotalYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TotalYield) |
| The total yield that shareholders can expect, by summing Dividend Yield and Buyback Yield. More... | |
| double | RatioPE5YearAverage => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_RatioPE5YearAverage) |
| The five-year average of the company's price-to-earnings ratio. More... | |
| double | PriceChange1M => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PriceChange1M) |
| Price change this month, expressed as latest price/last month end price. More... | |
| double | NormalizedPERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_NormalizedPERatio) |
| Adjusted Close Price/ Normalized EPS. Normalized EPS removes onetime and unusual items from net EPS, to provide investors with a more accurate measure of the company's true earnings. If the result is negative, zero, >10,000 or <0.001, then null. More... | |
| double | PriceToEBITDA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PriceToEBITDA) |
| Adjusted close price/EBITDA Per Share. If the result is negative or zero, then null. More... | |
| double | DivYield5Year => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_DivYield5Year) |
| Average of the last 60 monthly observations of trailing dividend yield in the last 5 years. More... | |
| double | ForwardROE => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardROE) |
| Estimated EPS/Book Value Per Share More... | |
| double | ForwardROA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardROA) |
| Estimated EPS/Total Assets Per Share More... | |
| double | TwoYearsForwardEarningYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TwoYearsForwardEarningYield) |
| 2 Years Forward Estimated EPS / Adjusted Close Price More... | |
| double | TwoYearsForwardPERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TwoYearsForwardPERatio) |
| Adjusted Close Price/2 Years Forward Estimated EPS More... | |
| string | ForwardCalculationStyle => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardCalculationStyle) |
| Indicates the method used to calculate Forward Dividend. There are three options: Annual, Look-back and Manual. More... | |
| double | ActualForwardDividend => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ActualForwardDividend) |
| Used to collect the forward dividend for companies where our formula will not produce the correct value. More... | |
| string | TrailingCalculationStyle => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TrailingCalculationStyle) |
| Indicates the method used to calculate Trailing Dividend. There are two options: Look-back and Manual. More... | |
| double | ActualTrailingDividend => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ActualTrailingDividend) |
| Used to collect the trailing dividend for companies where our formula will not produce the correct value. More... | |
| double | TotalAssetPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TotalAssetPerShare) |
| Total Assets / Diluted Shares Outstanding More... | |
| double | ExpectedDividendGrowthRate => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ExpectedDividendGrowthRate) |
| The growth rate from the TrailingDividend to the Forward Dividend: {(Forward Dividend/Trailing Dividend) - 1}*100. More... | |
| double | EVToRevenue => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue) |
| Indicates what is a company being valued per each dollar of revenue generated. More... | |
| double | EVToPreTaxIncome => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToPreTaxIncome) |
| Indicates what is a company being valued per each dollar of Pretax Income generated. More... | |
| double | EVToTotalAssets => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets) |
| Indicates what is a company being valued per each dollar of asset value; should be the default EV multiple used in an asset driven business. More... | |
| double | EVToFCF => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF) |
| Indicates what is a company being valued per each dollar of free cash flow generated. More... | |
| double | EVToEBIT => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBIT) |
| Indicates what is a company being valued per each dollar of EBIT generated. More... | |
| double | FFOPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FFOPerShare) |
| Funds from operations per share; populated only for real estate investment trusts (REITs), defined as the sum of net income, gain/loss (realized and unrealized) on investment securities, asset impairment charge, depreciation and amortization and gain/ loss on the sale of business and property plant and equipment, divided by shares outstanding. More... | |
| double | PriceToCashRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PriceToCashRatio) |
| The ratio of a stock's price to its cash flow per share. More... | |
| double | EVToForwardEBITDA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToForwardEBITDA) |
| Indicates what is a company being valued per each dollar of estimated EBITDA. More... | |
| double | EVToForwardRevenue => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToForwardRevenue) |
| Indicates what is a company being valued per each dollar of estimated revenue. More... | |
| double | EVToForwardEBIT => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToForwardEBIT) |
| Indicates what is a company being valued per each dollar of estimated EBIT. More... | |
| double | EVToEBITDA1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA1YearGrowth) |
| The one-year growth in the company's EV to EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToFCF1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF1YearGrowth) |
| The one-year growth in the company's EV to free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash flow from operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToRevenue1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue1YearGrowth) |
| The one-year growth in the company's EV to revenue on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToTotalAssets1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets1YearGrowth) |
| The one-year growth in the company's EV to total assets on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports. More... | |
| double | PFCFRatio1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio1YearGrowth) |
| The one-year growth in the company's price to free cash flow ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow reported in the Financial Statements within the company filings or reports. More... | |
| double | PBRatio1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio1YearGrowth) |
| The one-year growth in the company's price to book ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PERatio1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio1YearGrowth) |
| The one-year growth in the company's PE ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PSRatio1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio1YearGrowth) |
| The one-year growth in the company's price to sales ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the sales per share reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToEBIT3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBIT3YrAvg) |
| The three-year average for a company's EV to EBIT ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBIT (earnings minus expenses excluding interest and tax expenses) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToEBITDA3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA3YrAvg) |
| The three-year average for a company's EV to EBITDA ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToFCF3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF3YrAvg) |
| The three-year average for a company's EV to free cash flow ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash Flow from Operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToRevenue3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue3YrAvg) |
| The three-year average for a company's EV to revenue ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports). More... | |
| double | EVToTotalAssets3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets3YrAvg) |
| The three-year average for a company's EV to total assets ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Assets reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToEBIT3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBIT3YrAvgChange) |
| The growth in the three-year average for a company's EV to EBIT ratio. Morningstar calculates the growth percentage based on the EV to EBIT ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBIT (earnings minus expenses excluding interest and tax expenses) reported in the Financial Statements within the company filings or reports). More... | |
| double | EVToEBITDA3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA3YrAvgChange) |
| The growth in the three-year average for a company's EV to EBITDA ratio. Morningstar calculates the growth percentage based on the EV to EBITDA ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax depreciation and amortization expenses) reported in the Financial Statements within the company filings or reports). More... | |
| double | EVToFCF3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF3YrAvgChange) |
| The growth in the three-year average for a company's EV to free cash flow ratio. Morningstar calculates the growth percentage based on the EV to free cash flow ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash Flow from Operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports). More... | |
| double | EVToRevenue3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue3YrAvgChange) |
| The growth in the three-year average for a company's EV to revenue ratio. Morningstar calculates the growth percentage based on the EV to revenue ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports). More... | |
| double | EVToTotalAssets3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets3YrAvgChange) |
| The growth in the three-year average for a company's EV to total assets ratio. Morningstar calculates the growth percentage based on the EV to total assets ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports). More... | |
| double | PFCFRatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio3YrAvg) |
| The three-year average for a company's price to free cash flow ratio (the adjusted close price divided by the free cash flow per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PBRatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio3YrAvg) |
| The three-year average for a company's price to book ratio (the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PSRatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio3YrAvg) |
| The three-year average for a company's price to sales ratio (the adjusted close price divided by the total sales per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PCashRatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PCashRatio3YrAvg) |
| The three-year average for a company's price to cash ratio (the adjusted close price divided by the cash flow per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio3YrAvg) |
| The three-year average for a company's PE ratio (the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PFCFRatio3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio3YrAvgChange) |
| The growth in the three-year average for a company's price to free cash flow ratio. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PBRatio3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio3YrAvgChange) |
| The growth in the three-year average for a company's price to book ratio. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PSRatio3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio3YrAvgChange) |
| The growth in the three-year average for a company's price to sales ratio. Morningstar calculates the growth percentage based on the adjusted close price divided by the total sales per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PERatio3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio3YrAvgChange) |
| The growth in the three-year average for a company's PE ratio. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PERatio1YearHigh => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio1YearHigh) |
| The one-year high for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio1YearLow => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio1YearLow) |
| The one-year low for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio1YearAverage => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio1YearAverage) |
| The one-year average for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio5YearHigh => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio5YearHigh) |
| The five-year high for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio5YearLow => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio5YearLow) |
| The five-year low for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio5YearAverage => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio5YearAverage) |
| The five-year average for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio10YearHigh => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio10YearHigh) |
| The ten-year high for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio10YearLow => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio10YearLow) |
| The ten-year low for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | PERatio10YearAverage => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio10YearAverage) |
| The ten-year average for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports). More... | |
| double | CAPERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_CAPERatio) |
| The cyclically adjusted PE ratio for a company; adjusted close price divided by earnings per share. If the result is negative, zero, >10,000 or <0.001, then null. Morningstar uses the CPI index for US companies and Indexes from the World Bank for the rest of the global markets. More... | |
| double | EVToEBITDA3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA3YearGrowth) |
| The three-year growth in the company's EV to EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToFCF3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF3YearGrowth) |
| The three-year growth in the company's EV to free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash flow from operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToRevenue3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue3YearGrowth) |
| The three-year growth in the company's EV to revenue on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToTotalAssets3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets3YearGrowth) |
| The three-year growth in the company's EV to total assets on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports. More... | |
| double | PFCFRatio3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio3YearGrowth) |
| The three-year growth in the company's price to free cash flow ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow reported in the Financial Statements within the company filings or reports. More... | |
| double | PBRatio3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio3YearGrowth) |
| The three-year growth in the company's price to book ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PERatio3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio3YearGrowth) |
| The three-year growth in the company's PE ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PSRatio3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio3YearGrowth) |
| The three-year growth in the company's price to sales ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the sales per share reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToEBITDA5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA5YearGrowth) |
| The five-year growth in the company's EV to EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToFCF5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF5YearGrowth) |
| The five-year growth in the company's EV to free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash flow from operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToRevenue5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue5YearGrowth) |
| The five-year growth in the company's EV to revenue on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToTotalAssets5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets5YearGrowth) |
| The five-year growth in the company's EV to total assets on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports. More... | |
| double | PFCFRatio5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio5YearGrowth) |
| The five-year growth in the company's price to free cash flow ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow reported in the Financial Statements within the company filings or reports. More... | |
| double | PBRatio5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio5YearGrowth) |
| The five-year growth in the company's price to book ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PERatio5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio5YearGrowth) |
| The five-year growth in the company's PE ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PSRatio5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio5YearGrowth) |
| The five-year growth in the company's price to sales ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the sales per share reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToEBITDA10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA10YearGrowth) |
| The ten-year growth in the company's EV to EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToFCF10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF10YearGrowth) |
| The ten-year growth in the company's EV to free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash flow from operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToRevenue10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue10YearGrowth) |
| The ten-year growth in the company's EV to revenue on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports. More... | |
| double | EVToTotalAssets10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets10YearGrowth) |
| The ten-year growth in the company's EV to total assets on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports. More... | |
| double | PFCFRatio10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio10YearGrowth) |
| The ten-year growth in the company's price to free cash flow ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow reported in the Financial Statements within the company filings or reports. More... | |
| double | PBRatio10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio10YearGrowth) |
| The ten-year growth in the company's price to book ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PERatio10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio10YearGrowth) |
| The ten-year growth in the company's PE ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports. More... | |
| double | PSRatio10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio10YearGrowth) |
| The ten-year growth in the company's price to sales ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the sales per share reported in the Financial Statements within the company filings or reports. More... | |
| double | TwoYrsEVToForwardEBIT => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TwoYrsEVToForwardEBIT) |
| Indicates what is a company being valued per each dollar of estimated EBIT in year 2. More... | |
| double | TwoYrsEVToForwardEBITDA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TwoYrsEVToForwardEBITDA) |
| Indicates what is a company being valued per each dollar of estimated EBITDA in year 2. More... | |
| double | FirstYearEstimatedEPSGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FirstYearEstimatedEPSGrowth) |
| EPS Growth Ratio: (Estimated EPS Year 1) / (TTM Normalized diluted EPS More... | |
| double | SecondYearEstimatedEPSGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_SecondYearEstimatedEPSGrowth) |
| EPS Growth Ratio: (Estimated EPS Year 2) / (Estimated EPS Year 1) More... | |
| double | NormalizedPEGRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_NormalizedPEGRatio) |
| Normalized ForwardPERatio / Long-term Average Normalized Earnings Growth Rate 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 ValuationRatios class
Definition at line 29 of file ValuationRatios.cs.
Constructor & Destructor Documentation
◆ ValuationRatios()
| QuantConnect.Data.Fundamental.ValuationRatios.ValuationRatios | ( | ITimeProvider | timeProvider, |
| SecurityIdentifier | securityIdentifier | ||
| ) |
Creates a new instance for the given time and security
Definition at line 1150 of file ValuationRatios.cs.
Member Function Documentation
◆ Clone()
|
virtual |
Clones this instance
Implements QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty.
Definition at line 1158 of file ValuationRatios.cs.
Member Data Documentation
◆ PayoutRatio
| double QuantConnect.Data.Fundamental.ValuationRatios.PayoutRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PayoutRatio) |
Dividend per share / Diluted earnings per share
Morningstar DataId: 14000
Definition at line 38 of file ValuationRatios.cs.
◆ SustainableGrowthRate
| double QuantConnect.Data.Fundamental.ValuationRatios.SustainableGrowthRate => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_SustainableGrowthRate) |
ROE * (1 - Payout Ratio)
Morningstar DataId: 14001
Definition at line 47 of file ValuationRatios.cs.
◆ CashReturn
| double QuantConnect.Data.Fundamental.ValuationRatios.CashReturn => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_CashReturn) |
Refers to the ratio of free cash flow to enterprise value. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: FCF /Enterprise Value.
Morningstar DataId: 14002
Definition at line 56 of file ValuationRatios.cs.
◆ SalesPerShare
| double QuantConnect.Data.Fundamental.ValuationRatios.SalesPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_SalesPerShare) |
Sales / Average Diluted Shares Outstanding
Morningstar DataId: 14003
Definition at line 65 of file ValuationRatios.cs.
◆ BookValuePerShare
| double QuantConnect.Data.Fundamental.ValuationRatios.BookValuePerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_BookValuePerShare) |
Common Shareholder's Equity / Diluted Shares Outstanding
Morningstar DataId: 14004
Definition at line 74 of file ValuationRatios.cs.
◆ CFOPerShare
| double QuantConnect.Data.Fundamental.ValuationRatios.CFOPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_CFOPerShare) |
Cash Flow from Operations / Average Diluted Shares Outstanding
Morningstar DataId: 14005
Definition at line 83 of file ValuationRatios.cs.
◆ FCFPerShare
| double QuantConnect.Data.Fundamental.ValuationRatios.FCFPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FCFPerShare) |
Free Cash Flow / Average Diluted Shares Outstanding
Morningstar DataId: 14006
Definition at line 92 of file ValuationRatios.cs.
◆ EarningYield
| double QuantConnect.Data.Fundamental.ValuationRatios.EarningYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EarningYield) |
◆ PERatio
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio) |
Adjusted Close Price/ EPS. If the result is negative, zero, >10,000 or <0.001, then null.
Morningstar DataId: 14008
Definition at line 110 of file ValuationRatios.cs.
◆ SalesYield
| double QuantConnect.Data.Fundamental.ValuationRatios.SalesYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_SalesYield) |
◆ PSRatio
| double QuantConnect.Data.Fundamental.ValuationRatios.PSRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio) |
Adjusted close price / Sales Per Share. If the result is negative or zero, then null.
Morningstar DataId: 14010
Definition at line 128 of file ValuationRatios.cs.
◆ BookValueYield
| double QuantConnect.Data.Fundamental.ValuationRatios.BookValueYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_BookValueYield) |
BookValuePerShare / Price
Morningstar DataId: 14011
Definition at line 137 of file ValuationRatios.cs.
◆ PBRatio
| double QuantConnect.Data.Fundamental.ValuationRatios.PBRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio) |
Adjusted close price / Book Value Per Share. If the result is negative or zero, then null.
Morningstar DataId: 14012
Definition at line 146 of file ValuationRatios.cs.
◆ CFYield
| double QuantConnect.Data.Fundamental.ValuationRatios.CFYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_CFYield) |
◆ PCFRatio
| double QuantConnect.Data.Fundamental.ValuationRatios.PCFRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PCFRatio) |
Adjusted close price /Cash Flow Per Share. If the result is negative or zero, then null.
Morningstar DataId: 14014
Definition at line 164 of file ValuationRatios.cs.
◆ FCFYield
| double QuantConnect.Data.Fundamental.ValuationRatios.FCFYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FCFYield) |
◆ FCFRatio
| double QuantConnect.Data.Fundamental.ValuationRatios.FCFRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FCFRatio) |
Adjusted close price/ Free Cash Flow Per Share. If the result is negative or zero, then null.
Morningstar DataId: 14016
Definition at line 182 of file ValuationRatios.cs.
◆ TrailingDividendYield
| double QuantConnect.Data.Fundamental.ValuationRatios.TrailingDividendYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TrailingDividendYield) |
Dividends Per Share over the trailing 12 months / Price
Morningstar DataId: 14017
Definition at line 191 of file ValuationRatios.cs.
◆ ForwardDividendYield
| double QuantConnect.Data.Fundamental.ValuationRatios.ForwardDividendYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardDividendYield) |
(Current Dividend Per Share * Payout Frequency) / Price
Morningstar DataId: 14018
Definition at line 200 of file ValuationRatios.cs.
◆ ForwardEarningYield
| double QuantConnect.Data.Fundamental.ValuationRatios.ForwardEarningYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardEarningYield) |
Estimated Earnings Per Share / Price Note: a) The "Next" Year's EPS Estimate is used; For instance, if today's actual date is March 1, 2009, the "Current" EPS Estimate for MSFT is June 2009, and the "Next" EPS Estimate for MSFT is June 2010; the latter is used. b) The eps estimated data is sourced from a third party.
Morningstar DataId: 14019
Definition at line 209 of file ValuationRatios.cs.
◆ ForwardPERatio
| double QuantConnect.Data.Fundamental.ValuationRatios.ForwardPERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardPERatio) |
1 / ForwardEarningYield If result is negative, then null
Morningstar DataId: 14020
Definition at line 218 of file ValuationRatios.cs.
◆ PEGRatio
| double QuantConnect.Data.Fundamental.ValuationRatios.PEGRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PEGRatio) |
ForwardPERatio / Long-term Average Earning Growth Rate
Morningstar DataId: 14021
Definition at line 227 of file ValuationRatios.cs.
◆ PEGPayback
| double QuantConnect.Data.Fundamental.ValuationRatios.PEGPayback => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PEGPayback) |
The number of years it would take for a company's cumulative earnings to equal the stock's current trading price, assuming that the company continues to increase its annual earnings at the growth rate used to calculate the PEG ratio. [ Log (PG/E + 1) / Log (1 + G) ] - 1 Where P=Price E=Next Fiscal Year's Estimated EPS G=Long-term Average Earning Growth
Morningstar DataId: 14022
Definition at line 236 of file ValuationRatios.cs.
◆ TangibleBookValuePerShare
| double QuantConnect.Data.Fundamental.ValuationRatios.TangibleBookValuePerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TangibleBookValuePerShare) |
The company's total book value less the value of any intangible assets dividend by number of shares.
Morningstar DataId: 14023
Definition at line 245 of file ValuationRatios.cs.
◆ TangibleBVPerShare3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.TangibleBVPerShare3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TangibleBVPerShare3YrAvg) |
The three year average for tangible book value per share.
Morningstar DataId: 14024
Definition at line 254 of file ValuationRatios.cs.
◆ TangibleBVPerShare5YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.TangibleBVPerShare5YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TangibleBVPerShare5YrAvg) |
The five year average for tangible book value per share.
Morningstar DataId: 14025
Definition at line 263 of file ValuationRatios.cs.
◆ ForwardDividend
| double QuantConnect.Data.Fundamental.ValuationRatios.ForwardDividend => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardDividend) |
Latest Dividend * Frequency
Morningstar DataId: 14026
Definition at line 272 of file ValuationRatios.cs.
◆ WorkingCapitalPerShare
| double QuantConnect.Data.Fundamental.ValuationRatios.WorkingCapitalPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_WorkingCapitalPerShare) |
(Current Assets - Current Liabilities)/number of shares
Morningstar DataId: 14027
Definition at line 281 of file ValuationRatios.cs.
◆ WorkingCapitalPerShare3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.WorkingCapitalPerShare3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_WorkingCapitalPerShare3YrAvg) |
The three year average for working capital per share.
Morningstar DataId: 14028
Definition at line 290 of file ValuationRatios.cs.
◆ WorkingCapitalPerShare5YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.WorkingCapitalPerShare5YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_WorkingCapitalPerShare5YrAvg) |
The five year average for working capital per share.
Morningstar DataId: 14029
Definition at line 299 of file ValuationRatios.cs.
◆ EVToEBITDA
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBITDA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA) |
Indicates what is a company being valued per each dollar of EBITDA generated.
Morningstar DataId: 14030
Definition at line 308 of file ValuationRatios.cs.
◆ BuyBackYield
| double QuantConnect.Data.Fundamental.ValuationRatios.BuyBackYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_BuyBackYield) |
The net repurchase of shares outstanding over the market capital of the company. It is a measure of shareholder return.
Morningstar DataId: 14031
Definition at line 317 of file ValuationRatios.cs.
◆ TotalYield
| double QuantConnect.Data.Fundamental.ValuationRatios.TotalYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TotalYield) |
The total yield that shareholders can expect, by summing Dividend Yield and Buyback Yield.
Morningstar DataId: 14032
Definition at line 326 of file ValuationRatios.cs.
◆ RatioPE5YearAverage
| double QuantConnect.Data.Fundamental.ValuationRatios.RatioPE5YearAverage => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_RatioPE5YearAverage) |
The five-year average of the company's price-to-earnings ratio.
Morningstar DataId: 14033
Definition at line 335 of file ValuationRatios.cs.
◆ PriceChange1M
| double QuantConnect.Data.Fundamental.ValuationRatios.PriceChange1M => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PriceChange1M) |
Price change this month, expressed as latest price/last month end price.
Morningstar DataId: 14034
Definition at line 344 of file ValuationRatios.cs.
◆ NormalizedPERatio
| double QuantConnect.Data.Fundamental.ValuationRatios.NormalizedPERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_NormalizedPERatio) |
Adjusted Close Price/ Normalized EPS. Normalized EPS removes onetime and unusual items from net EPS, to provide investors with a more accurate measure of the company's true earnings. If the result is negative, zero, >10,000 or <0.001, then null.
Morningstar DataId: 14035
Definition at line 353 of file ValuationRatios.cs.
◆ PriceToEBITDA
| double QuantConnect.Data.Fundamental.ValuationRatios.PriceToEBITDA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PriceToEBITDA) |
Adjusted close price/EBITDA Per Share. If the result is negative or zero, then null.
Morningstar DataId: 14036
Definition at line 362 of file ValuationRatios.cs.
◆ DivYield5Year
| double QuantConnect.Data.Fundamental.ValuationRatios.DivYield5Year => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_DivYield5Year) |
Average of the last 60 monthly observations of trailing dividend yield in the last 5 years.
Morningstar DataId: 14037
Definition at line 371 of file ValuationRatios.cs.
◆ ForwardROE
| double QuantConnect.Data.Fundamental.ValuationRatios.ForwardROE => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardROE) |
Estimated EPS/Book Value Per Share
Morningstar DataId: 14038
Definition at line 380 of file ValuationRatios.cs.
◆ ForwardROA
| double QuantConnect.Data.Fundamental.ValuationRatios.ForwardROA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardROA) |
Estimated EPS/Total Assets Per Share
Morningstar DataId: 14039
Definition at line 389 of file ValuationRatios.cs.
◆ TwoYearsForwardEarningYield
| double QuantConnect.Data.Fundamental.ValuationRatios.TwoYearsForwardEarningYield => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TwoYearsForwardEarningYield) |
2 Years Forward Estimated EPS / Adjusted Close Price
Morningstar DataId: 14040
Definition at line 398 of file ValuationRatios.cs.
◆ TwoYearsForwardPERatio
| double QuantConnect.Data.Fundamental.ValuationRatios.TwoYearsForwardPERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TwoYearsForwardPERatio) |
Adjusted Close Price/2 Years Forward Estimated EPS
Morningstar DataId: 14041
Definition at line 407 of file ValuationRatios.cs.
◆ ForwardCalculationStyle
| string QuantConnect.Data.Fundamental.ValuationRatios.ForwardCalculationStyle => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ForwardCalculationStyle) |
Indicates the method used to calculate Forward Dividend. There are three options: Annual, Look-back and Manual.
Morningstar DataId: 14042
Definition at line 416 of file ValuationRatios.cs.
◆ ActualForwardDividend
| double QuantConnect.Data.Fundamental.ValuationRatios.ActualForwardDividend => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ActualForwardDividend) |
Used to collect the forward dividend for companies where our formula will not produce the correct value.
Morningstar DataId: 14043
Definition at line 425 of file ValuationRatios.cs.
◆ TrailingCalculationStyle
| string QuantConnect.Data.Fundamental.ValuationRatios.TrailingCalculationStyle => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TrailingCalculationStyle) |
Indicates the method used to calculate Trailing Dividend. There are two options: Look-back and Manual.
Morningstar DataId: 14044
Definition at line 434 of file ValuationRatios.cs.
◆ ActualTrailingDividend
| double QuantConnect.Data.Fundamental.ValuationRatios.ActualTrailingDividend => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ActualTrailingDividend) |
Used to collect the trailing dividend for companies where our formula will not produce the correct value.
Morningstar DataId: 14045
Definition at line 443 of file ValuationRatios.cs.
◆ TotalAssetPerShare
| double QuantConnect.Data.Fundamental.ValuationRatios.TotalAssetPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TotalAssetPerShare) |
Total Assets / Diluted Shares Outstanding
Morningstar DataId: 14046
Definition at line 452 of file ValuationRatios.cs.
◆ ExpectedDividendGrowthRate
| double QuantConnect.Data.Fundamental.ValuationRatios.ExpectedDividendGrowthRate => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_ExpectedDividendGrowthRate) |
The growth rate from the TrailingDividend to the Forward Dividend: {(Forward Dividend/Trailing Dividend) - 1}*100.
Morningstar DataId: 14047
Definition at line 461 of file ValuationRatios.cs.
◆ EVToRevenue
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToRevenue => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue) |
Indicates what is a company being valued per each dollar of revenue generated.
Morningstar DataId: 14048
Definition at line 470 of file ValuationRatios.cs.
◆ EVToPreTaxIncome
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToPreTaxIncome => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToPreTaxIncome) |
Indicates what is a company being valued per each dollar of Pretax Income generated.
Morningstar DataId: 14049
Definition at line 479 of file ValuationRatios.cs.
◆ EVToTotalAssets
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToTotalAssets => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets) |
Indicates what is a company being valued per each dollar of asset value; should be the default EV multiple used in an asset driven business.
Morningstar DataId: 14050
Definition at line 488 of file ValuationRatios.cs.
◆ EVToFCF
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToFCF => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF) |
Indicates what is a company being valued per each dollar of free cash flow generated.
Morningstar DataId: 14051
Definition at line 497 of file ValuationRatios.cs.
◆ EVToEBIT
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBIT => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBIT) |
Indicates what is a company being valued per each dollar of EBIT generated.
Morningstar DataId: 14052
Definition at line 506 of file ValuationRatios.cs.
◆ FFOPerShare
| double QuantConnect.Data.Fundamental.ValuationRatios.FFOPerShare => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FFOPerShare) |
Funds from operations per share; populated only for real estate investment trusts (REITs), defined as the sum of net income, gain/loss (realized and unrealized) on investment securities, asset impairment charge, depreciation and amortization and gain/ loss on the sale of business and property plant and equipment, divided by shares outstanding.
Morningstar DataId: 14053
Definition at line 515 of file ValuationRatios.cs.
◆ PriceToCashRatio
| double QuantConnect.Data.Fundamental.ValuationRatios.PriceToCashRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PriceToCashRatio) |
The ratio of a stock's price to its cash flow per share.
Morningstar DataId: 14054
Definition at line 524 of file ValuationRatios.cs.
◆ EVToForwardEBITDA
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToForwardEBITDA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToForwardEBITDA) |
Indicates what is a company being valued per each dollar of estimated EBITDA.
Morningstar DataId: 14055
Definition at line 533 of file ValuationRatios.cs.
◆ EVToForwardRevenue
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToForwardRevenue => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToForwardRevenue) |
Indicates what is a company being valued per each dollar of estimated revenue.
Morningstar DataId: 14056
Definition at line 542 of file ValuationRatios.cs.
◆ EVToForwardEBIT
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToForwardEBIT => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToForwardEBIT) |
Indicates what is a company being valued per each dollar of estimated EBIT.
Morningstar DataId: 14057
Definition at line 551 of file ValuationRatios.cs.
◆ EVToEBITDA1YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBITDA1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA1YearGrowth) |
The one-year growth in the company's EV to EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14058
Definition at line 560 of file ValuationRatios.cs.
◆ EVToFCF1YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToFCF1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF1YearGrowth) |
The one-year growth in the company's EV to free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash flow from operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14059
Definition at line 569 of file ValuationRatios.cs.
◆ EVToRevenue1YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToRevenue1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue1YearGrowth) |
The one-year growth in the company's EV to revenue on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14060
Definition at line 578 of file ValuationRatios.cs.
◆ EVToTotalAssets1YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToTotalAssets1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets1YearGrowth) |
The one-year growth in the company's EV to total assets on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14061
Definition at line 587 of file ValuationRatios.cs.
◆ PFCFRatio1YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PFCFRatio1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio1YearGrowth) |
The one-year growth in the company's price to free cash flow ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14062
Definition at line 596 of file ValuationRatios.cs.
◆ PBRatio1YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PBRatio1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio1YearGrowth) |
The one-year growth in the company's price to book ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14063
Definition at line 605 of file ValuationRatios.cs.
◆ PERatio1YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio1YearGrowth) |
The one-year growth in the company's PE ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14064
Definition at line 614 of file ValuationRatios.cs.
◆ PSRatio1YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PSRatio1YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio1YearGrowth) |
The one-year growth in the company's price to sales ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the sales per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14065
Definition at line 623 of file ValuationRatios.cs.
◆ EVToEBIT3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBIT3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBIT3YrAvg) |
The three-year average for a company's EV to EBIT ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBIT (earnings minus expenses excluding interest and tax expenses) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14066
Definition at line 632 of file ValuationRatios.cs.
◆ EVToEBITDA3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBITDA3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA3YrAvg) |
The three-year average for a company's EV to EBITDA ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14067
Definition at line 641 of file ValuationRatios.cs.
◆ EVToFCF3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToFCF3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF3YrAvg) |
The three-year average for a company's EV to free cash flow ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash Flow from Operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14068
Definition at line 650 of file ValuationRatios.cs.
◆ EVToRevenue3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToRevenue3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue3YrAvg) |
The three-year average for a company's EV to revenue ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14069
Definition at line 659 of file ValuationRatios.cs.
◆ EVToTotalAssets3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToTotalAssets3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets3YrAvg) |
The three-year average for a company's EV to total assets ratio: EV (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Assets reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14070
Definition at line 668 of file ValuationRatios.cs.
◆ EVToEBIT3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBIT3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBIT3YrAvgChange) |
The growth in the three-year average for a company's EV to EBIT ratio. Morningstar calculates the growth percentage based on the EV to EBIT ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBIT (earnings minus expenses excluding interest and tax expenses) reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14071
Definition at line 677 of file ValuationRatios.cs.
◆ EVToEBITDA3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBITDA3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA3YrAvgChange) |
The growth in the three-year average for a company's EV to EBITDA ratio. Morningstar calculates the growth percentage based on the EV to EBITDA ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax depreciation and amortization expenses) reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14072
Definition at line 686 of file ValuationRatios.cs.
◆ EVToFCF3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToFCF3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF3YrAvgChange) |
The growth in the three-year average for a company's EV to free cash flow ratio. Morningstar calculates the growth percentage based on the EV to free cash flow ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash Flow from Operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14073
Definition at line 695 of file ValuationRatios.cs.
◆ EVToRevenue3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToRevenue3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue3YrAvgChange) |
The growth in the three-year average for a company's EV to revenue ratio. Morningstar calculates the growth percentage based on the EV to revenue ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14074
Definition at line 704 of file ValuationRatios.cs.
◆ EVToTotalAssets3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToTotalAssets3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets3YrAvgChange) |
The growth in the three-year average for a company's EV to total assets ratio. Morningstar calculates the growth percentage based on the EV to total assets ratio ((Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14075
Definition at line 713 of file ValuationRatios.cs.
◆ PFCFRatio3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.PFCFRatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio3YrAvg) |
The three-year average for a company's price to free cash flow ratio (the adjusted close price divided by the free cash flow per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14076
Definition at line 722 of file ValuationRatios.cs.
◆ PBRatio3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.PBRatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio3YrAvg) |
The three-year average for a company's price to book ratio (the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14077
Definition at line 731 of file ValuationRatios.cs.
◆ PSRatio3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.PSRatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio3YrAvg) |
The three-year average for a company's price to sales ratio (the adjusted close price divided by the total sales per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14078
Definition at line 740 of file ValuationRatios.cs.
◆ PCashRatio3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.PCashRatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PCashRatio3YrAvg) |
The three-year average for a company's price to cash ratio (the adjusted close price divided by the cash flow per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14079
Definition at line 749 of file ValuationRatios.cs.
◆ PERatio3YrAvg
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio3YrAvg => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio3YrAvg) |
The three-year average for a company's PE ratio (the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14080
Definition at line 758 of file ValuationRatios.cs.
◆ PFCFRatio3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.PFCFRatio3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio3YrAvgChange) |
The growth in the three-year average for a company's price to free cash flow ratio. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14081
Definition at line 767 of file ValuationRatios.cs.
◆ PBRatio3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.PBRatio3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio3YrAvgChange) |
The growth in the three-year average for a company's price to book ratio. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14082
Definition at line 776 of file ValuationRatios.cs.
◆ PSRatio3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.PSRatio3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio3YrAvgChange) |
The growth in the three-year average for a company's price to sales ratio. Morningstar calculates the growth percentage based on the adjusted close price divided by the total sales per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14083
Definition at line 785 of file ValuationRatios.cs.
◆ PERatio3YrAvgChange
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio3YrAvgChange => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio3YrAvgChange) |
The growth in the three-year average for a company's PE ratio. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14084
Definition at line 794 of file ValuationRatios.cs.
◆ PERatio1YearHigh
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio1YearHigh => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio1YearHigh) |
The one-year high for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14085
Definition at line 803 of file ValuationRatios.cs.
◆ PERatio1YearLow
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio1YearLow => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio1YearLow) |
The one-year low for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14086
Definition at line 812 of file ValuationRatios.cs.
◆ PERatio1YearAverage
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio1YearAverage => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio1YearAverage) |
The one-year average for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14087
Definition at line 821 of file ValuationRatios.cs.
◆ PERatio5YearHigh
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio5YearHigh => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio5YearHigh) |
The five-year high for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14088
Definition at line 830 of file ValuationRatios.cs.
◆ PERatio5YearLow
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio5YearLow => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio5YearLow) |
The five-year low for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14089
Definition at line 839 of file ValuationRatios.cs.
◆ PERatio5YearAverage
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio5YearAverage => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio5YearAverage) |
The five-year average for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14090
Definition at line 848 of file ValuationRatios.cs.
◆ PERatio10YearHigh
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio10YearHigh => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio10YearHigh) |
The ten-year high for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14091
Definition at line 857 of file ValuationRatios.cs.
◆ PERatio10YearLow
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio10YearLow => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio10YearLow) |
The ten-year low for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14092
Definition at line 866 of file ValuationRatios.cs.
◆ PERatio10YearAverage
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio10YearAverage => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio10YearAverage) |
The ten-year average for a company's PE ratio (adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports).
Morningstar DataId: 14093
Definition at line 875 of file ValuationRatios.cs.
◆ CAPERatio
| double QuantConnect.Data.Fundamental.ValuationRatios.CAPERatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_CAPERatio) |
The cyclically adjusted PE ratio for a company; adjusted close price divided by earnings per share. If the result is negative, zero, >10,000 or <0.001, then null. Morningstar uses the CPI index for US companies and Indexes from the World Bank for the rest of the global markets.
Morningstar DataId: 14094
Definition at line 884 of file ValuationRatios.cs.
◆ EVToEBITDA3YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBITDA3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA3YearGrowth) |
The three-year growth in the company's EV to EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14095
Definition at line 893 of file ValuationRatios.cs.
◆ EVToFCF3YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToFCF3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF3YearGrowth) |
The three-year growth in the company's EV to free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash flow from operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14096
Definition at line 902 of file ValuationRatios.cs.
◆ EVToRevenue3YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToRevenue3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue3YearGrowth) |
The three-year growth in the company's EV to revenue on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14097
Definition at line 911 of file ValuationRatios.cs.
◆ EVToTotalAssets3YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToTotalAssets3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets3YearGrowth) |
The three-year growth in the company's EV to total assets on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14098
Definition at line 920 of file ValuationRatios.cs.
◆ PFCFRatio3YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PFCFRatio3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio3YearGrowth) |
The three-year growth in the company's price to free cash flow ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14099
Definition at line 929 of file ValuationRatios.cs.
◆ PBRatio3YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PBRatio3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio3YearGrowth) |
The three-year growth in the company's price to book ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14100
Definition at line 938 of file ValuationRatios.cs.
◆ PERatio3YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio3YearGrowth) |
The three-year growth in the company's PE ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14101
Definition at line 947 of file ValuationRatios.cs.
◆ PSRatio3YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PSRatio3YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio3YearGrowth) |
The three-year growth in the company's price to sales ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the sales per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14102
Definition at line 956 of file ValuationRatios.cs.
◆ EVToEBITDA5YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBITDA5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA5YearGrowth) |
The five-year growth in the company's EV to EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14103
Definition at line 965 of file ValuationRatios.cs.
◆ EVToFCF5YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToFCF5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF5YearGrowth) |
The five-year growth in the company's EV to free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash flow from operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14104
Definition at line 974 of file ValuationRatios.cs.
◆ EVToRevenue5YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToRevenue5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue5YearGrowth) |
The five-year growth in the company's EV to revenue on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14105
Definition at line 983 of file ValuationRatios.cs.
◆ EVToTotalAssets5YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToTotalAssets5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets5YearGrowth) |
The five-year growth in the company's EV to total assets on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14106
Definition at line 992 of file ValuationRatios.cs.
◆ PFCFRatio5YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PFCFRatio5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio5YearGrowth) |
The five-year growth in the company's price to free cash flow ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14107
Definition at line 1001 of file ValuationRatios.cs.
◆ PBRatio5YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PBRatio5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio5YearGrowth) |
The five-year growth in the company's price to book ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14108
Definition at line 1010 of file ValuationRatios.cs.
◆ PERatio5YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio5YearGrowth) |
The five-year growth in the company's PE ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14109
Definition at line 1019 of file ValuationRatios.cs.
◆ PSRatio5YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PSRatio5YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio5YearGrowth) |
The five-year growth in the company's price to sales ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the sales per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14110
Definition at line 1028 of file ValuationRatios.cs.
◆ EVToEBITDA10YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToEBITDA10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToEBITDA10YearGrowth) |
The ten-year growth in the company's EV to EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by EBITDA (earnings minus expenses excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14111
Definition at line 1037 of file ValuationRatios.cs.
◆ EVToFCF10YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToFCF10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToFCF10YearGrowth) |
The ten-year growth in the company's EV to free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by free cash flow (Cash flow from operations - Capital Expenditures) reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14112
Definition at line 1046 of file ValuationRatios.cs.
◆ EVToRevenue10YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToRevenue10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToRevenue10YearGrowth) |
The ten-year growth in the company's EV to revenue on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by Total Revenue reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14113
Definition at line 1055 of file ValuationRatios.cs.
◆ EVToTotalAssets10YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.EVToTotalAssets10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_EVToTotalAssets10YearGrowth) |
The ten-year growth in the company's EV to total assets on a percentage basis. Morningstar calculates the growth percentage based on the enterprise value (Market Cap + Preferred stock + Long-Term Debt And Capital Lease + Short Term Debt And Capital Lease + Securities Sold But Not Yet Repurchased - Cash, Cash Equivalent And Market Securities - Securities Purchased with Agreement to Resell - Securities Borrowed) divided by total assets reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14114
Definition at line 1064 of file ValuationRatios.cs.
◆ PFCFRatio10YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PFCFRatio10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PFCFRatio10YearGrowth) |
The ten-year growth in the company's price to free cash flow ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the free cash flow reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14115
Definition at line 1073 of file ValuationRatios.cs.
◆ PBRatio10YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PBRatio10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PBRatio10YearGrowth) |
The ten-year growth in the company's price to book ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the book value per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14116
Definition at line 1082 of file ValuationRatios.cs.
◆ PERatio10YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PERatio10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PERatio10YearGrowth) |
The ten-year growth in the company's PE ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the earnings per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14117
Definition at line 1091 of file ValuationRatios.cs.
◆ PSRatio10YearGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.PSRatio10YearGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_PSRatio10YearGrowth) |
The ten-year growth in the company's price to sales ratio on a percentage basis. Morningstar calculates the growth percentage based on the adjusted close price divided by the sales per share reported in the Financial Statements within the company filings or reports.
Morningstar DataId: 14118
Definition at line 1100 of file ValuationRatios.cs.
◆ TwoYrsEVToForwardEBIT
| double QuantConnect.Data.Fundamental.ValuationRatios.TwoYrsEVToForwardEBIT => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TwoYrsEVToForwardEBIT) |
Indicates what is a company being valued per each dollar of estimated EBIT in year 2.
Morningstar DataId: 14119
Definition at line 1109 of file ValuationRatios.cs.
◆ TwoYrsEVToForwardEBITDA
| double QuantConnect.Data.Fundamental.ValuationRatios.TwoYrsEVToForwardEBITDA => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_TwoYrsEVToForwardEBITDA) |
Indicates what is a company being valued per each dollar of estimated EBITDA in year 2.
Morningstar DataId: 14120
Definition at line 1118 of file ValuationRatios.cs.
◆ FirstYearEstimatedEPSGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.FirstYearEstimatedEPSGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_FirstYearEstimatedEPSGrowth) |
EPS Growth Ratio: (Estimated EPS Year 1) / (TTM Normalized diluted EPS
Morningstar DataId: 14121
Definition at line 1127 of file ValuationRatios.cs.
◆ SecondYearEstimatedEPSGrowth
| double QuantConnect.Data.Fundamental.ValuationRatios.SecondYearEstimatedEPSGrowth => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_SecondYearEstimatedEPSGrowth) |
EPS Growth Ratio: (Estimated EPS Year 2) / (Estimated EPS Year 1)
Morningstar DataId: 14122
Definition at line 1136 of file ValuationRatios.cs.
◆ NormalizedPEGRatio
| double QuantConnect.Data.Fundamental.ValuationRatios.NormalizedPEGRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.ValuationRatios_NormalizedPEGRatio) |
Normalized ForwardPERatio / Long-term Average Normalized Earnings Growth Rate
Morningstar DataId: 14123
Definition at line 1145 of file ValuationRatios.cs.
The documentation for this class was generated from the following file:
- Common/Data/Fundamental/Generated/ValuationRatios.cs
