### List of Stock Queries KPIs

Below, a list of numerical stock query KPIs is shown. These are all KPIs that can be compared to a number. All these KPIs can be used in different types of Queries to find interesting stocks or to alert when interesting events happen (such as large price drops). These KPIs are available for all query types.

Note that outstanding shares are the total number of shares of a company.

KPIs | Description |
---|---|

ASK | Last ask price (i.e. the price sellers want for their shares). |

ASK_SIZE | Last size (number of shares) at the ask price. |

AVERAGE_DAILY_VOLUME_10_DAY | Average daily volume of the last 10 days. |

AVERAGE_VOLUME | Average daily volume since inception of the stock. |

AVERAGE_VOLUME_10_DAYS | Same as AVERAGE_DAILY_VOLUME_10DAY. |

BETA | Beta measures systematic risk, i.e. how the stock moves with the market (i.e. how correlated it is to the market). This beta is for 3 years, using monthly prices for the regression. |

BID | Last bid price (i.e. the price buyers offer for some shares). |

BID_SIZE | Last size (number of shares) at the bid price. |

BOOK_VALUE | Total assets minus total liabilities on the balance sheet. |

DAY_HIGH | Price high of the day. |

DAY_LOW | Price low of the day. |

DIVIDEND_RATE | If existent, the predicted (=forward) dividend rate. This is how much a company pays in dividends per year, in dollars. |

DIVIDEND_YIELD | If existent, the predicted (=forward) dividend yield (percent). This is how much a company pays in dividends per year, in percent of its total share price. |

EARNINGS_QUARTERLY_GROWTH | Earnings per Share (EPS) Q/Q growth of the last quarter. |

ENTERPRISE_TO_EBITDA | Enterprise value divided by EBITDA (Earnings Before Interest, Taxes, Depreciation, and Amortization). Could be used for comparison on how over/undervalued a company is (the higher, the more overvalued). |

ENTERPRISE_TO_REVENUE | Enterprise value divided by revenue. Could be used for comparison on how over/undervalued a company is (the higher, the more overvalued). |

ENTERPRISE_VALUE | Enterprise value is calculated as follows: Market Cap + Total Debt − Cash (and cash equivalents). |

FIFTY_DAY_AVERAGE | Average closing price of the last 50 days. |

FIFTY_TWO_WEEK_HIGH | The highest closing price of the last 52 weeks. |

FIFTY_TWO_WEEK_LOW | The lowest closing price of the last 52 weeks. |

FIVE_YEAR_AVG_DIVIDEND_YIELD | Average annual dividend yield of the last 5 years. |

FLOAT_SHARES | Outstanding shares minus shares held by insiders and large shareholders. Floating shares are the ones actually available for trading. |

FORWARD_EPS | Predicted earnings per share for the next fiscal year. |

FORWARD_PE | Current share price divided by Forward EPS. Predicted price to earnings. The multiple of forward earnings that investors are willing to pay for one share. |

FULL_TIME_EMPLOYEES | Number of full time employees of the company. |

HELD_PERCENT_INSIDERS | Percent of outstanding shares that are held by insiders. Any institution holding more than 5% of the company is also deemed an insider. |

HELD_PERCENT_INSTITUTIONS | Percent of all outstanding shares that are held by institutions. |

IS_ESG_POPULATED | Whether the company has defined ESG values. |

MARKET_CAP | Market capitalization of the company (number of outstanding shares times share price). |

NET_INCOME_TO_COMMON | Net Income available to common shareholders, i.e. the bottom line profit (or loss) belonging to common shareholders. |

OPEN | Price at todays market open. |

PAYOUT_RATIO | Annual dividend divided by annual earnings. A large payout ratio (>1) suggests that the dividends paid are not sustainable. |

PEG_RATIO | Forward EPS divided by EPS growth Y/Y. |

PREVIOUS_CLOSE | Close price from the last trading day. |

PRICE_TO_BOOK | Current share price divided by the book value of the company, where the book value is calculated as total assets minutes total liabilities of the company. |

PRICE_TO_SALES_TRAILING_12_MONTHS | Current share price divided by the total revenue of the last 12 months. |

PROFIT_MARGINS | Revenue minus cost, divided by revenue. Indicates how profitable the activities of the company are, i.e. shows the percentage of the selling price of the product/service that is profit. |

SHARES_OUTSTANDING | Total number of shares of the company. |

SHARES_PERCENT_SHARES_OUT | Number of shorted shares of last month divided by the outstanding shares last month. Note that outstanding shares may have changed since last month. |

SHARES_SHORT | Total number of shares that were shorted last month. |

SHARES_SHORT_PRIOR_MONTH | Total number of shares that were shorted the month before last month. |

SHORT_PERCENT_OF_FLOAT | Number of short shares of last month divided by the float of last month. Note: Current float may be different. |

SHORT_RATIO | Number of shares shorted last month divided by average daily volume since inception. |

TRAILING_ANNUAL_DIVIDEND_RATE | Annual dividend rate of the last 12 months. This is how much a company pays in dividends per year, in dollars. |

TRAILING_ANNUAL_DIVIDEND_YIELD | Annual dividend yield of the last 12 months. This is how much a company pays in dividends per year, in p ercent of its total share price. |

TRAILING_EPS | Earnings per share of the last 12 months. |

TRAILING_PE | Current share price divided by trailing EPS (earnings per share of the last 12 months). |

TWO_HUNDRED_DAY_AVERAGE | Average closing price of the last 200 days. |

VOLUME | Today's volume. |

FIVE_YEAR_AVERAGE_RETURN | Average annual return over the last 5 years. |

52_WEEK_CHANGE | 52-week price change of the stock in percent. |

S_AND_P_52_WEEK_CHANGE | The 52 week price change of the S&P in percent. Useful for comparisons (e.g. stocks that have a better 52-week change than the S&P). |

NAV_PRICE | Net asset value of ETFs/Mutual Funds, i.e. the total value of the assets minus the liabilities of the fund. Interesting for arbtrage comparisons where the NAV differs from the current share price of the fund. |

BETA_3_YEAR | Same as beta, but for ETFs. |

THREE_YEAR_AVERAGE_RETURN | Average annual return over the last 3 years. |

TOTAL_ASSETS | Total assets in dollars. |

YIELD | Annual dividend yield for ETFs (note: only ETFs!). |

YTD_RETURN | Change in percent YTD. |

LAST_DIVIDEND_VALUE | Last (possibly quarterly) dividend in dollar. |

IMPLIED_SHARES_OUTSTANDING | Shares outstanding plus number of convertible shares (e.g. from acquisitions) that could be converted to common stock. |

PRICE_HIGH | Price high of the last 15 minutes. |

PRICE_LOW | Price low of the last 15 minutes. |

PRICE_AVG | Average price of the last 15 minutes. |

PRICE | Same as PRICE_AVG. |

Below, a list of special stock KPIs (i.e. KPIs that are a selection of strings
or a date) are shown.
These KPIs are **not** available for division, multiplication or
subtraction queries (so all the non-trivial ones).

KPIs | Description |
---|---|

COUNTRY | Country the company is based in. |

FUND_FAMILY | Fund family, e.g. ProShares or Credit Suisse AG. |

INDUSTRY | The industry the company belongs to. E.g. Gold or Tobacco. |

LAST_SPLIT_FACTOR | The last split factor, e.g. 7:1. |

LEGAL_TYPE | Whether this is a stock or a Exchange Traded Fund (ETF). |

QUOTE_TYPE | One of the following: EQUITY, ETF, MUTUALFUND |

SECTOR | The sector the company belongs to. Examples: Basic Materials, Communication Services, Consumer Cyclical, Consumer Defensive, Energy, Financial, Financial Services, Healthcare, Industrials, Real Estate, Technology, Utilities |

SYMBOL | The stock symbol. E.g. AAPL or MSFT. |

Currently, a few standard technical indicators are also supported. For this, check out this page.