Summary Chart
ESG Score
Additional Pop-up Information
Historical Evolution of Environmental, Governance, and Social Scores
Use Case
See if the company has engaged in improving its ESG behavior.
Price
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Bar Chart with Performance
Use Case
See the short- and long-term price performance consistency of the company.
12M Revenue
Additional Pop-up Information
Chart with Sales, Profits, and Margins
Use Case
See the evolution of the company's sales and its profit margins.
Up Volume
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Evolution of Up-Trade as % of All Trades
Use Case
See what % of the volume traded is affecting the price on the upside.
Value
Value Score
Use Case
Indicates whether a stock may be cheap or expensive, according to traditional valuation formulas. 0 suggests that the stock may be expensive while 1 suggests the stock may be cheap.
Popularity
Use Case
See what % of analysts followed by Financial Modelling Prep have a Buy or Strong Buy on the stock.
Analyst Upside
Use Case
Average upside that analysts expect on the stock in the coming months to a year.
DCF Valuation
Use Case
See the upside expected from applying a Discounted Cash Flow model. DCF is calculated by Financial Modelling Prep.
Hist vs. PE
Use Case
Calculates the upside/downside of Price-to-Earnings if it returns to the average of the last 5 years.
Hist vs. PS
Use Case
Calculates the upside/downside of Price-to-Sales if it returns to its average of the last 5 years.
Timing
Timing Score
Use Case
Indicates whether it may be a good or bad moment to enter a trade. A score between 0 and 1; 0 means the stock has no momentum and is overbought, 1 means strong momentum.
% of Up Trades
Use Case
What % of the volume traded is affecting the price to the upside - Moving Average of the last 30 days.
Increased Interest
Use Case
Check if there is more volume on upward price moves vs. the moving average 15 days before last Friday.
5-day Flows
Use Case
Checks if up-trades are above 60% of the total volume and overall trading volume is increasing. Both for last week vs. the previous week.
Flows Consistency
Use Case
Checks if most of the moving average volume of the last week has been moving the price upwards. As well, it checks if there is a sequential increase in volume over the last 4 weeks vs. 12 weeks and 5-day vs. 4 weeks.
RSI
Use Case
Checks that the Relative Strength Index is in an attractive range (below 50), avoiding entering an overbought trade.
RSI Trend
Use Case
Checks if the Relative Strength Index is going up, suggesting increasing support for the stock.
Earnings Surprise
Use Case
Checks if the company had a positive earnings surprise in its last quarter.
1-month Performance
Use Case
Checks if the stock is performing positively in the short term, to avoid buying a falling knife.
Buy Bias
Use Case
Chart that indicates sequential positive or negative interest in the stock, independent of the sequential changes in volumes traded.
Volume Change
Use Case
Chart the sequential changes in volume traded in a stock. It can be used to understand if a rally/selloff is accelerating or decelerating.
Bias x Volume Change
Use Case
This composite increases as buying interest strengthens or a selloff loses momentum. A negative trend in the composite indicates a loss of momentum or a selloff acceleration.
Quality
Quality Score
Use Case
A proxy to assess whether the company has financial discipline and good management. While a perfect score of 1 will point to blue chips and probably well-managed companies, 0 means the company has debt, deteriorating profit margins, does not generate enough cash, and has a less-than-ideal governance score.
Cost Management
Use Case
Checks if the company improved its operating profit margins in the last 12 months vs. the previous 2 years.
Cash Management
Use Case
Calculates whether the free cash flow generated over the last 20 quarters represents at least 70% of operating profits in that period.
Dividend Coverage
Use Case
Checks whether the free cash flow generated in the short term is enough to cover the current dividend policy.
Indebtedness
Use Case
Checks that the company does not have too much debt, implying financial stability. The threshold used is Net-Debt-to-EBITDA of 2.4x.
Governance
Use Case
SEC-reported governance score in percentile; it implies how well the company is managed. The threshold is the 66th percentile.
Low Risk
Low Risk Score
Use Case
This score assesses whether the stock of the company has a low market risk. A score of 1 means the stock price is relatively stable and does not have a recent history of large negative price moves.
Volatility
Use Case
Represents the volatility of the stock, to compare how much its price can move vs. other stocks. The volatility of each company is calculated with weekly prices for a rolling window of 3 years. Longer-term stats are not used to capture more recent changes in the risk perception of the company. The threshold for volatility is 35%, meaning that companies with volatility above 35% will not add to the score.
Market Risk
Use Case
Market risk is represented by beta. 1 means it moves with the market, more than 1 means it moves with the market by a larger proportion. The threshold of beta to add to the low risk score is 1.1, meaning that companies with beta below 1.1 are considered low risk for the purpose of US Stock Analytics Framework.
Drawdown
Use Case
Drawdown gives an idea of how much the stock can go down in a strongly negative event. The drawdown of each company is calculated with weekly prices for a rolling window of 3 years. Longer-term stats are not used to capture more recent changes in the risk perception of the company. The threshold for drawdown is a 35% fall in the price.
Performance 3Y
Use Case
All companies can have a bad moment, yet most consistent companies produce performance over 3-year periods.
Growth
Growth Score
Use Case
The score assesses the growth dynamics of the company. A perfect score would imply a company whose sales are accelerating, has strong long-term growth dynamics, analysts expect the company sales to accelerate and profit margins are improving.
LT Growth
Use Case
Long-term growth is an important component to understand a company's structural growth prospects. The model checks if the average growth of the last 3 years has been above 5%.
Acceleration
Use Case
Normally the market is focused on the short term and provides a premium to companies that are experiencing an acceleration in sales & profits. The app checks if the company's reported last 12 months show a growth above that of the last 3 years.
Expected Growth Above LTM
Use Case
Checks if the company's sales are growing above those of the previous 12 months.
Expected Growth Above LT
Use Case
Checks if the company's sales are growing above those of the previous 3 years.
EBIT Sensitivity
Use Case
Check if the company has close to breakeven margins and an improving trend in its profit margins. The idea of this calculation is to know that there is potential for profitability expansion.
Margin Growth
Use Case
Checks the change in profitability. Some companies, such as Amazon, have shown a consistent increase in margins over time.