In StocksCafe, all beta shown is computed with linear regression using data from the last 3 years against ES3 for SGX, 2800 for HKEX and SPY for USX.
Beta can be used to measure how a stock or portfolio is likely to respond to changes in Market.
Read more about Beta here.
Here, we computeMean the 99% monthly value at risk using the variance-covariance method based on data of the last 3 years. Basically, it means that based on historical data, it is 99% confident that you will not lose more than VaR % of your portfolio in a month.
Of course, the lower the VaR, the better it is because it would mean lower risk.
Liquidity is computed using the last 60 trading days of a stock. Naturally, the more liquid a stock, the better it is deemed to be since it will be easier to find a buyer when you want to sell, and a seller when you want to buy, which leads to a smaller spread.
E.Shortfall Expected shortfall
complements value at risk as value at risk measures
"How bad can things get in normal situations (i.e. 99% of the case)?" and expected shortfall measures
"In stressed situations (i.e. the 1% case), what is the expected loss?".
The aggregate amount of probable future economic benefits obtained or controlled by a particular enterprise as a result of past transactions or events.
It means the total amount of assets considered to be convertible into cash within a relatively short period of time, usually a year. This item is usually not available for bank and insurance industries.
Sum of the carrying amounts as of the balance sheet date of all assets that are expected to be realized in cash, sold or consumed after one year or beyond the normal operating cycle, if longer. This item is usually not available for bank and insurance industries.
Probable future sacrifices of economic benefits arising from present obligations of an enterprise to transfer assets or provide services to others in the future as a result of past transactions or events.
The debts or obligations of the firm that are due within one year. This item is usually not available for bank and insurance industries.
Total obligations incurred as part of normal operations that is expected to be repaid beyond the following twelve months or one business cycle. This item is usually not available for bank and insurance industries.
The residual interest in the assets of the enterprise that remains after deducting its liabilities. Equity is increased by owners’ investments and by comprehensive income, and it is reduced by distributions to the owners.
Total Partner Capital
Ownership interest of different classes of partners in the publicly listed limited partnership or master limited partnership. Partners include general, and limited partners.
The aggregate amount of cash, cash equivalents, and marketable securities. This item is usually not available for bank and insurance industries.
Carrying amount of the equity interests owned by non-controlling shareholders, partners, or other equity holders in one or more of the entities included in the reporting entity's consolidated financial statements.
Cash includes currency on hand as well as demand deposits with banks or financial institutions. It also includes other kinds of accounts that have the general characteristics of demand deposits in that the customer may deposit additional funds at any time and also effectively may withdraw funds at any time without prior notice or penalty. This item is usually not available for insurance industry.
Long Term Debt
Sum of the carrying values as of the balance sheet date of all long-term debt, which is debt initially having maturities due after one year or beyond the operating cycle, if longer, but excluding the portions thereof scheduled to be repaid within one year or the normal operating cycle, if longer. Long-term debt includes notes payable, bonds payable, mortgage loans, convertible debt, subordinated debt and other types of long term debt.
The net cash from (used in) all of the entity's operating activities, including those of discontinued operations, of the reporting entity. Operating activities include all transactions and events that are not defined as investing or financing activities. Operating activities generally involve producing and delivering goods and providing services. Cash flows from operating activities are generally the cash effects of transactions and other events that enter into the determination of net income.
An item on the cash flow statement that reports the aggregate change in a company's cash position resulting from any gains (or losses) from investments in the financial markets and operating subsidiaries, and changes resulting from amounts spent on investments in capital assets such as plant and equipment.
The net cash inflow (outflow) from financing activity for the period, which involve changes to the long-term liabilities and stockholders’ equity.
Beginning Cash Position
The cash and equivalents balance at the beginning of the accounting period, as indicated on the Cash Flow statement.
End Cash Position
The cash and cash equivalents balance at the end of the accounting period, as indicated on the Cash Flow statement. It is equal to the Beginning Cash and Equivalents, plus the Net Change in Cash and Equivalents.
Interest Paid Supplemental Data
The amount of cash paid during the current period for interest owed on money borrowed; including amount of interest capitalized.
This item is usually not available for bank and insurance industries. It represents sales attributed to customers who reside inside of the country where the company has its principal executive offices.
This item is usually not available for bank and insurance industries. It represents sales attributed to customers who reside outside of the country where the company has its principal executive offices.
Changes in Cash
The net change between the beginning and ending balance of cash and cash equivalents.
Effect of FX Change
The effect of exchange rate changes on cash balances held in foreign currencies.
The basic normalized earnings per share. Normalized EPS removes onetime and unusual items from EPS, to provide investors with a more accurate measure of the company’s true earnings. Normalized Earnings / Basic Weighted Average Shares Outstanding
Normalized Diluted EPS
The diluted normalized earnings per share. Normalized EPS removes onetime and unusual items from EPS, to provide investors with a more accurate measure of the company’s true earnings. Normalized Earnings / Diluted Weighted Average Shares Outstanding
All revenues, sales and income that the company deems as a total sum of all of their income as reported in the company’s income statement.
Total revenue less cost of revenue. The number is as reported by the company on the income statement; however, the number will be calculated if it is not reported. This field is null if the cost of revenue is not given. Gross Profit = Total Revenue – Cost of Revenue. This item is usually not available for bank and insurance industries.
The sum of operating expense and cost of revenue. If the company does not give the reported number, it will be calculated by adding operating expense and cost of revenue.
Cost of Revenue
This item is usually not available for bank and insurance industries. It means the aggregate cost of goods produced and sold and services rendered during the reporting period.
Operating expenses are primary recurring costs associated with central operations (other than cost of goods sold) that are incurred in order to generate sales. This item is usually not available for bank and insurance industries.
Income from normal business operations after deducting cost of revenue and operating expenses. It does not include income from any investing activities. This item is usually not available for bank industry.
Other Income Expense
Income or expense that comes from miscellaneous sources. This item is usually not available for bank industry.
Reported income before the deduction or benefit of income taxes.
Include any taxes on income, net of any investment tax credits for the current accounting period.
Trust Preferred Securities
In balance sheet, it represents a security similar to debentures and preferred that is generally longer term, has early redemption features, makes quarterly fixed interest payments, and matures at face value. In income statement, this item is usually not available for bank industry.
Net income minus the preferred dividends paid as presented in the Income Statement.
Basic EPS is the bottom line net income divided by the weighted average number of common shares outstanding.
Diluted EPS is the bottom line net income divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, andconvertible preferred stock. This value will be derived when not reported for the fourth quarter and will be less than or equal to Basic EPS.
Basic Avg Shares
The shares outstanding used to calculate Basic EPS, which is the weighted average common share outstanding through the whole accounting period. Note: If Basic Average Shares are not presented by the firm in the Income Statement, this data point will be null.
Diluted Avg Shares
The shares outstanding used to calculate the diluted EPS, assuming the conversion of all convertible securities and the exercise of warrants or stock options. It is the weighted average diluted share outstanding through the whole accounting period. Note: If Diluted Average Shares are not presented by the firm in the Income Statement and Basic Average Shares are presented, Diluted Average Shares will equal Basic Average Shares. However, if neither value is presented by the firm, Diluted Average Shares will be null.
Income generated from interest-bearing deposits or accounts.
Relates to the general cost of borrowing money. It is the price that a lender charges a borrower for the use of the lender's money.
Net Interest Income
Total interest income minus total interest expense. It represents the difference between interest and dividends earned on interest-bearing assets and interest paid to depositors and other creditors. This item is usually not available for insurance industry.
The total amount of non-interest income which may be derived from: (1) fees and commissions; (2) premiums earned; (3) equity investment; (4) the sale or disposal of assets; and (5) other sources not otherwise specified. This item is usually only available for bank industry.
Net Income (Cont Operations)
Revenue less expenses and taxes from the entity's ongoing operations and before income (loss) from discontinued operations, extraordinary items, impact of changes in accounting principles, minority interest, and various other reconciling adjustments.
1) Earning Before Interest And Tax + Depreciation,Amortization and Depletion, if both items exist;
2) Operating Income + Depreciation, Amortization and Depletion, if EBIT does not exist but Operating Income exist.
Graham Number = Square Root of [22.5 x Earnings Per Share (EPS) x Book Value Per Share (BVPS)]. The results is, theoretically, the maximum price that a defensive investor should pay for the given stock. Put another way, a stock priced below the Graham Number would be considered a good value, if it also meets a number of other criteria.
Adjusted PE = (Price - Cash Equivalent Per Share) / Earnings Per Share. Null if Earnings Per Share is negative. So, if AdjustPE is negative, it can only be Cash Equivalent Per Share > Price which is actually a good thing
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.