You can see all the ratios and indicators available in the screener, and exactly how they are calculated and can be used in the glossary at the following URL:

Quant Investing Glossary

 

Keywords: Momentum, Price Index, Valuation ratios, Value ratios, Quality Ratios, glossary, glossary, earnings yield, earnings, Momentum Composite, All ratios, EV to EBIT, Moving Average, Moving averages, price index, , dictionary, 6 month price index, filter

 

List of all the ratios and indicators available in the Quant Investing stock screener:

1yr Growth Cash Flow
1yr Growth EBIT
1yr Growth EBITDA
1yr Growth FCF
1yr Growth Net Profit
1yr Growth Sales
1yr Growth Total Debt
5yr Growth Cash Flow
5yr Growth EBIT
5yr Growth EBITDA
5yr Growth FCF
5yr Growth Net Profit
5yr Growth Sales
5yr Growth Total Debt
Accrual Ratio (Balance Sheet)
Accrual Ratio (CF)
Adjusted Slope 125/250d
Adjusted Slope 90d
Altman Z-Score
Asset Growth
Book to Market
Book to Market Mean Difference
Buyback %
Candlestick Chart
Capex to PPE
Cash flow operating activities
Cash Flow to Capex
Cash Return on Invested Capital (CROIC)
Close Price
Close Price Date
Country
Cross SMA 50/200 (Golden Cross)
C-Score (Montier)
Current Ratio
Daily Trading Volume
Daily Trading Volume (AUD)
Daily Trading Volume (EUR)
Daily Trading Volume (GBP)
Daily Trading Volume (JPY)
Daily Trading Volume (USD)
Debt to Equity
Dividend Coverage Ratio
Dividend Growth 10yr
Dividend Growth 3yr
Dividend Growth 5yr
Dividend Growth 8yr
Dividend Yield
Earnings to Price (Yield)
Earnings Yield (EBIT to EV)
Earnings Yield 5yr Avg
Earnings Yield Mean Difference
EBIT
EBITDA
EBITDA Yield or EBITDA to EV
Enterprise Value
EPS Growth 1yr
ERP5 Rank
EV to EBITDA
Excess Cash
External Finance
FCF Score
FCF to Debt
FCF Yield (FCF to EV)
FCF Yield 5yr Avg
Financial Statement Date
Free Cash Flow (FCF)
F-Score Missing Values
FS-Score (Financial Strength Score)
Funds from Operations
Gross Margin
Gross Margin (Marx)
Gross Margin Score
Historical screener – back test with point in time data
ISIN
Leverage Ratio
Liquidity (Qi)
Long-Term Debt
Market Leaders
Market Value
Market Value (AUD)
Market Value (EUR)
Market Value (GBP)
Market Value (JPY)
Market Value (USD)
MF Rank
Momentum Composite
M-Score (Beneish)
MV Size
Name
Net Current Asset Value (NCAV)
Net Debt
Net Debt to EBIT
Net Debt to MV
Net Fixed Assets
Net Profit
Net Working Capital
Operating Accruals
Operating Profit
PEG Ratio 1yr
PEG Ratio 3yr
PEG Ratio 5yr
Piotroski F-Score
Price Index 10m
Price Index 11m
Price Index 12m
Price Index 12m Minus 1m
Price Index 13m
Price Index 1m
Price Index 24m
Price Index 2m
Price Index 36m
Price Index 3m
Price Index 48m
Price Index 4m
Price Index 5m
Price Index 60m
Price Index 6m
Price Index 7m
Price Index 8m
Price Index 9m
Price Range 52w
Price to Book
Price to Cash Flow
Price to Earnings (PE)
Price to Sales
PSAR or Parabolic Stop and Reverse
Qi Value
Quant Value Composite
Return on Assets
Return on Equity
Return on Invested Capital (ROIC)
ROIC 5yr Avg
ROIC Quality
Sales
Sales to Assets
Sector
Shareholder Yield
Shareholder Yield (Mebane Faber)
Short Int %
Short Int % Change
SMA (Simple Moving Average)
Stock Exchange Code
Sub-Sector
Target Weight
Ticker
Total Assets
Total Debt
Traded Value - AUD EUR GBP JPY USD
Trailing Stop (bottom)
Trailing Stop (top)
Value Composite One
Value Composite Two
Volatility 12 m
Volatility 3 m
Volatility 36 m
Volatility 6 m