FundamentalDataDownloader - Downloads fundamental data for all US stock exchanges (AMEX, NASDAQ, NYSE)

FundamentalDataDownloader downloads fundamental data for all US stocks. Following data fields are supported: EPS (ttm), EPS Est Current Year, EPS Est Next Year, EPS Est Next Quarter, PEG Ratio, Book Value, EBITDA, Sales Revenue, Dividend Pay date, Ex Dividend date, Dividend Per Share, 1yr Target Price, Shares Float, Shares Outstanding, Forward P/E, PEG Ratio, Profit Margin, Operating Margin, Return on Assets, Return on Equity, Revenue (ttm), Qtrly Revenue Growth, Gross Profit, Qtrly Earnings Growth, Book Value Per Share, Operating Cash Flow, Levered Free Cash Flow, Beta, Shares Outstanding, Float, % Held by Insiders, % Held by Institutions, Shares Short (prior month), Shares Short, Forward Annual Dividend Rate, Trailing Annual Dividend Rate,Dividend Date, Ex-Dividend Date, Last Split Factor, Last Split Date.

The data is stored in a Microsoft Access database. Alternatively, the data can also be exported in form of ASCII files and then be imported into Excel.

Keep stock information up-to-date! FundamentalDataDownloader can automatically add new stocks or delete obsolete stocks for all stocks listed at AMEX, NASDAQ and NYSE. So you can make sure that your downloads are always up-to-date!

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Data Fields Description

The following notes should help you make sense out of the data downloaded by FundamentalDataDownloader.

1y Target Est

The 1-year target price estimate represents the median target price as forecast by analysts covering the stock. Data is provided by Thomsonfn.com. More detailed target estimate data can be found by clicking a company's "research" link.

Avg Vol

Average Daily Volume is the monthly average of the cumulative trading volume during the last 3 months divided by 22 days. It is updated weekly and is provided by Market Guide.

Bid/Ask

The Bid price is the price you get if you sell your stock, and the Ask price is the price you have to pay to buy a stock. Note that the New York Stock Exchange (NYSE) does not permit Bid and Ask prices to be reported for delayed quotes, so this field is always reported as "N/A" (Not Available) for NYSE stocks.

Bid Size/Ask Size

Represents the number of shares a buyer is willing to purchase for the bid or ask price.

Change

The change in price for the day. This is the difference between the last trade and the previous day's closing price (Prev Close). The change is reported as "0" if the stock hasn't traded today.

Div Date

Dividend Pay Date. The date on which the dividend was last paid, or the date on which the next one will be paid.

Dividend (ttm)

All dividends paid out in the last twelve months are added together to create a "Dividend(ttm)". The trailing dividend is then divided by the most recent closing price to derive the Yield (see Yield). Depending on the dividend history of a particular company, the dividend(ttm) and yield could produce different results compared to the company's forward dividend which is calculated by multiplying the payment frequency by the most recent dividend.

EPS Est

Current year analyst consensus EPS estimate from Thomson/First Call. More detailed analyst estimates and consensus data can be found by clicking the "research" link for a symbol.

EPS (ttm)

Earnings Per Share (EPS) is stated for the most recent 12 months (ttm, trailing 12 months). It represents primary earnings from continuing operations attributable to each share of common stock outstanding, and is calculated by dividing the income from continuing operations by the average number of shares outstanding during the period (in accordance with generally accepted accounting principles, GAAP). The income is the income or loss that remains after excluding income or loss from discontinued operations and extraordinary charges or credits that are reported separately (again, per GAAP). Earnings Per Share is adjusted for stock splits and stock dividends. If data is not available for 12 months or more, "N/A" is displayed for EPS. Daily updates are received on quarterly EPS data. Most earnings information is received within 48 hours of the company's earnings announcement. Every time a company declares their earnings, a record is sent for that particular earning figure along with a 12-month rolling EPS.

Ex-Div

The Ex-Dividend Date (without dividend). You need to purchase the stock before this date to receive the current quarter's dividend or stock split.

Open

Opening price for the day; first trade of the day. This is not always close to the previous day's closing price, especially when company news is released after the stock market closed the previous day.

P/E

Price to Earnings Ratio. This number is the previous closing stock price (see Prev Close) divided by the earnings per share, and reflects the value the market has placed on a stock.

PEG

PEG stands for price/earnings growth and is calculated by dividing the trailing P/E by the projected earnings growth rate (in this case, the 5 year annualized growth rate). The idea behind the PEG Ratio is to relate price to growth.

P/S

Price to Sales Ratio. This number is the previous closing stock price (see Prev Close) divided by the revenue per share.

Prev Close

The closing price for the trading day prior to the last trade reported.

Yield

The dividend(ttm) per share divided by the previous closing stock price (see Prev Close), as a percentage (multiplied by 100).

Market Cap

Formula: Current Market Price Per Share * Number of Shares Outstanding The total dollar value of all outstanding shares. Computed as shares times current market price. Capitalization is a measure of corporate size.

Enterprise Value

Formula: Market Cap + Total Debt – Total Cash & Short Term Investments EV is a measure of theoretical takeover price, and is useful in comparisons against income statement line items above the interest expense/income lines such as revenue and EBITDA.

Trailing P/E Ratio

Formula: Current Market Price / Earnings Per Share A popular valuation ratio calculated by dividing the current market price by trailing 12-month (ttm) Earnings Per Share.

Forward P/E Ratio

Formula: Current Market Price / Projected Earnings Per Share A valuation ratio calculated by dividing the current market price by projected 12-month Earnings Per Share.

PEG Ratio

Formula: P/E Ratio / 5-Yr Expected EPS Growth Forward-looking measure rather than typical earnings growth measures, which look back in time (historical). Used to measure a stock's valuation against its projected 5-yr growth rate.

Price/Sales Ratio

Formula: Current Market Price / Total Revenues Per Share A valuation ratio calculated by dividing the current market price by trailing 12-month (ttm) Total Revenues. Often used to value unprofitable companies.

Price/Book Ratio

Formula: Current Market Price / Book Value Per Share A valuation ratio calculated by dividing the current market price by the most recent quarter's (mrq) Book Value Per Share.

Enterprise Value/Revenue

Formula: Enterprise Value / Total Revenues Firm value compared against revenue. Provides a more rigorous comparison than the Price/Sales ratio by removing the effects of capitalization from both sides of the ratio. Since revenue is unaffected by the interest income/expense line item, the appropriate value comparison should also remove the effects of capitalization, as EV does.

Enterprise Value/EBITDA

Formula: Enterprise Value / EBITDA Firm value compared against EBITDA (Earnings before interest, taxes, depreciation, and amortization). See Enterprise Value/Revenue.

Fiscal Year Ends

The date of the end of the firm's accounting year.

Most Recent Quarter

Date for the most recent quarter end for which data is available on the Key Statistics page. This period is often abbreviated as "MRQ."

Profit Margin

Formula: (Net Income / Total Revenues) * 100 Also known as Return on Sales, this value is the Net Income After Taxes for the trailing 12 months divided by Total Revenue for the same period and is expressed as a percentage.

Operating Margin

Formula: [(Total Revenues – Total Operating Costs) / (Total Revenues)] * 100 This item represents the difference between the Total Revenues and the Total Operating Costs divided by Total Revenues, and is expressed as a percentage. Total Operating Costs consist of: (a) Cost of Goods Sold (b) Total (c) Selling, General & Administrative Expenses (d) Total R & D Expenses (e) Depreciation & Amortization and (f) Total Other Operating Expenses, Total. A ratio used to measure a company's operating efficiency.

Return on Assets

Formula: Earnings from Continuing Operations / Average Total Equity This ratio shows percentage of Returns to Total Assets of the company. This is a useful measure in analyzing how well a company uses its assets to produce earnings.

Return on Equity

Formula: [(Earnings from Continuing Operations) / Total Common Equity] * 100 This is a measure of the return on money provided by the firms' owners. This ratio represents Earnings from Continuing Operations divided by average Total Equity and is expressed as a percentage.

Revenue

The amount of money generated by a company's business activities. Also known as Sales.

Revenue (Sales) Per Share

Formula: Total Revenues / Weighted Average Shares Outstanding

Quarterly Revenue Growth

Formula: [(Qtrly Total Revenues – Qtrly Total Revenues (yr ago)) / Qtrly Total Revenues (yr ago)] * 100 The growth of Quarterly Total Revenues from the same quarter a year ago.

Gross Profit

Formula: Total Revenues - Cost of Revenues This item represents Total Revenues minus Cost Of Goods Sold, Total.

EBITDA

The accounting acronym EBITDA stands for "Earnings Before Interest, Tax, Depreciation, and Amortization."

Net Income Avl to Common

Formula: Net Income - Preferred Dividend and Other Adjustments - Earnings Of Discontinued Operations - Extraordinary Item & Accounting Change This ratio shows percentage of Net Income to Common Excluding Extra Items less Earnings Of Discontinued Operations to Total Revenues. This is the dollar amount accruing to common shareholders for dividends and retained earnings.

Diluted EPS

Formula: (Net Income - Preferred Dividend and Other Adjustments)/ Weighted Average Diluted Shares Outstanding This is the Adjusted Income Available to Common Stockholders (based on Generally Accepted Accounting Principles, GAAP) for the trailing 12 months divided by the trailing 12 month weighted average shares outstanding. Diluted EPS uses diluted weighted average shares in the calculation, or the weighted average shares assuming all convertible securities are exercised.

Quarterly Earnings Growth

Formula: [(Qtrly Net Income – Qtrly Net Income (yr ago)) / Qtrly Net Income (yr ago)] * 100 The growth of Quarterly Net Income from the same quarter a year ago.

Total Cash

The Total Cash and Short-term Investments on the balance sheet as of the most recent quarter.

Total Cash Per Share

This is the Total Cash plus Short Term Investments divided by the Shares Outstanding at the end of the most recent fiscal quarter.

Total Debt

Formula: Short Term Borrowings + Current Portion of Long Term Debt + Current Portion of Capital Lease + Long Term Debt + Long Term Capital Lease + Finance Division Debt Current + Finance Division Debt Non Current The Total Debt on the balance sheet as of the most recent quarter.

Total Debt / Total Equity

Formula: [(Long-term Debt + Capital Leases + Finance Division Debt Non-Current + Short-term Borrowings + Current Portion of Long-term Debt + Current Portion of Capital Lease Obligation + Finance Division Debt Current) / (Total Common Equity + Total Preferred Equity)] * 100 This ratio is Total Debt for the most recent fiscal quarter divided by Total Shareholder Equity for the same period.

Current Ratio

Formula: Total Current Assets / Total Current Liabilities This is the ratio of Total Current Assets for the most recent quarter divided by Total Current Liabilities for the same period.

Book Value Per Share

Formula: Total Common Equity / Total Common Shares Outstanding This is defined as the Common Shareholder's Equity divided by the Shares Outstanding at the end of the most recent fiscal quarter.

Operating Cash Flow

Formula: Net Income + Depreciation and Amortization, Total + Other Amortization + Other Non-Cash Items, Total + Change in Working Capital Net cash used or generated in operating activities during the stated period of time. It reflects net impact of all operating activity transactions on the cash flow of the entity. This GAAP figure is taken directly from the company's Cash Flow Statement and might include significant non-recurring items.

Levered Free Cash Flow

Formula: (EBIT + Interest Expense) * (1 – Tax Rate) + Depreciation & Amort., Total + Other Amortization + Capital Expenditure + Sale (Purchase) of Intangible assets - Change in Net Working Capital + Pref. Dividends Paid + Total Debt Repaid + Total Debt Issued + Repurchase of Preferred + Issuance of Preferred Stock Where: Tax Rate = 0.375 This figure is a normalized item that excludes non-recurring items and also takes into consideration cash inflows from financing activities such as debt or preferred stock issuances.

Beta

The Beta used is Beta of Equity. Beta is the monthly price change of a particular company relative to the monthly price change of the S&P500. The time period for Beta is 3 years (36 months) when available.

Price

This is the Closing or Last Bid Price. It is also referred to as the Current Price. For NYSE, AMEX, and Nasdaq traded companies, the Price is the previous Friday's closing price. For companies traded on the National Quotation Bureau's "Pink Sheets," and OTC bulletin boards, it is the bid price obtained at the time the report is updated.

52-Week Change

The percentage change in price from 52 weeks ago.

S&P500 52-Week Change

The S&P 500 Index's percentage change in price from 52 weeks ago.

52-Week High

This price is the highest Price the stock traded at in the last 12 months. This could be an intraday high.

52-Week Low

This price is the lowest Price the stock traded at in the last 12 months. This could be an intraday low.

50-Day Moving Average

A simple moving average that is calculated by dividing the sum of the closing prices in the last 50 trading days by 50.

200-Day Moving Average

A simple moving average that is calculated by dividing the sum of the closing prices in the last 200 trading days by 200.

Average Volume (3 month)

This is the average daily trading volume during the last 3 months.

Average Volume (10 day)

This is the average daily trading volume during the last 10 days.

Shares Outstanding

This is the number of shares of common stock currently outstanding—the number of shares issued minus the shares held in treasury. This field reflects all offerings and acquisitions for stock made after the end of the previous fiscal period.

Float

This is the number of freely traded shares in the hands of the public. Float is calculated as Shares Outstanding minus Shares Owned by Insiders, 5% Owners, and Rule 144 Shares.

Shares Short

This is the number of shares currently borrowed by investors for sale, but not yet returned to the owner (lender).

Short Ratio

This represents the number of days it would take to cover the Short Interest if trading continued at the average daily volume for the month. It is calculated as the Short Interest for the Current Month divided by the Average Daily Volume.

Short % of Float

Number of shares short divided by float.

Shares Short Prior Month

Shares Short in the prior month. See Shares Short.

Forward Annual Dividend Rate

The annualized amount of dividends expected to be paid in the current fiscal year.

Forward Annual Dividend Yield

Formula: (Forward Annual Dividend Rate / Current Market Price) * 100

Trailing Annual Dividend Rate

The sum of all dividends paid out in the trailing 12-month period.

Trailing Annual Dividend Yield

Formula: (Trailing Annual Dividend Rate / Current Market Price) * 100

5-Year Average Dividend Yield

The average Forward Annual Dividend Yield in the past 5 years.

Payout Ratio

The ratio of Earnings paid out in Dividends, expressed as a percentage.

Dividend Date

The payment date for a declared dividend.

Ex-Dividend Date

The first day of trading when the seller, rather than the buyer, of a stock is entitled to the most recently announced dividend payment. The date set by the NYSE (and generally followed on other U.S. exchanges) is currently two business days before the record date. A stock that has gone ex-dividend is denoted by an x in newspaper listings on that date.