Enhanced Value Screens Dataset

Enhanced value screens offered as replacement for traditional screens.

Traditional Enhanced
Net Income NOPAT & Economic Earnings
Total Assets Average Invested Capital
Book Value Economic Book Value & Average Invested Capital
Operating Cash Flow NOPBT
ROE, ROA, RNOA ROIC = (NOPAT/Average Invested Capital)
Enterprise Value Adjusted Enterprise Value
Free Cash Flow Adjusted Free Cash Flow
EBIT Adjusted EBIT
EBITDA Adjusted EBITDA
Backtest Documentation
Dataset Documentation
API Documentation
Backtest Sample
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