This pipeline fetches SEC EDGAR 10k and 10q filings of more than 600 companies, extracts the XBRL facts, computes derived metrics, and links them to yfinance course data. This data stream is as pure as possible.
Every metric this pipeline computes, with the formula it actually uses. These are read off the implementation, not from a textbook — where the two differ, what is written here is what the code does.
What the business does, independent of its share price.
revenue_yoy_growth
How much larger trailing-twelve-month sales are than a year ago. The top line, and the number hardest to influence through accounting choices.
How it is computed: calculate_growth on Revenue_TTM, 4-quarter lag. Revenue is mapped per profile -- for financial it is RevenuesNetOfInterestExpense, not gross revenue.
income_yoy_growth
The same year-over-year comparison applied to profit after everything.
How it is computed: calculate_growth on NetIncomeLoss_TTM, 4-quarter lag.
operating_margin
Cents of operating profit per dollar of sales, before interest and tax.
How it is computed: OperatingIncomeLoss_TTM / Revenue_TTM. A self-relative scale guard blanks periods where Revenue_TTM falls below 10% of its own max over the surrounding ±8 quarters, which suppresses ratios built on a partially-filed quarter.
roe
Profit earned per dollar of shareholders' equity.
How it is computed: NetIncomeLoss_TTM / StockholdersEquity. Equity is the point-in-time balance, NOT a period average. Requires positive equity, and equity of at least 1% of Revenue_TTM.
debt_to_equity
Long-term borrowings measured against the equity cushion beneath them.
How it is computed: LongTermDebt / StockholdersEquity, both point-in-time. Long-term debt only -- short-term borrowings are not included. Requires positive equity of at least 5% of LongTermDebt.
payout_ratio
The share of earnings paid out as dividends.
How it is computed: DividendsPerShare_TTM / EPS_TTM_CALC, requires a positive denominator. EPS_TTM_CALC is the pipeline's own figure (see P/E), not reported EPS.
fcf_margin
Cents of free cash flow per dollar of sales -- how much of the revenue actually becomes spendable cash.
How it is computed: (OperatingCashFlow_TTM − Capex_TTM) / Revenue_TTM, with the same ±8-quarter self-relative revenue guard as the operating margin.
net_debt_to_ebitda
Years of current earnings it would take to repay borrowings net of cash.
How it is computed: (LongTermDebt − CashAndEquivalents) / (OperatingIncomeLoss_TTM + DepreciationAndAmortization_TTM). Blanked when |EBITDA| < $10m or the result exceeds ±60.
rule_of_40
Growth plus cash-flow margin, the software-industry trade-off between growing and being profitable. Above 40% is the convention.
How it is computed: revenue_yoy_growth + fcf_margin, both as fractions -- so the 0.4 reference line is the conventional 40%. Inherits the TTM basis of both.
net_interest_margin
A bank's spread: interest earned minus interest paid, per dollar of assets.
How it is computed: NetInterestIncome_TTM / Assets. Denominator is TOTAL assets at period end, not average earning assets, so the level runs below the conventional NIM.
efficiency_ratio
What a bank spends to earn a dollar of revenue. Lower is better; this is the one ratio where a falling line is the good news.
How it is computed: NoninterestExpense_TTM / Revenue_TTM. For the financial profile Revenue maps to RevenuesNetOfInterestExpense, which makes this close to the conventional bank efficiency ratio.
roa
Profit per dollar of assets, the return measure that ignores leverage.
How it is computed: NetIncomeLoss_TTM / Assets, assets point-in-time rather than averaged.
equity_to_assets
The simple capital ratio: what fraction of the balance sheet is shareholders' money rather than borrowed.
How it is computed: StockholdersEquity / Assets, both point-in-time. Book equity, not a regulatory capital measure such as CET1.
provision_ratio
How much of revenue is being set aside against expected credit losses.
How it is computed: ProvisionForCreditLosses_TTM / Revenue_TTM. Denominator is revenue, not average loans, so this is not the conventional provisioning rate.
combined_ratio
An insurer's claims and expenses per dollar of premium. Above 100% means underwriting loses money, and the investment income has to make up for it.
How it is computed: BenefitsLossesAndExpenses_TTM / EarnedPremiums_TTM -- a single reported aggregate over premiums, not losses and expenses summed separately.
loss_ratio
The claims half of the combined ratio: payouts per dollar of premium.
How it is computed: IncurredLosses_TTM / EarnedPremiums_TTM.
expense_ratio
The cost half of the combined ratio: what it costs to write the business.
How it is computed: combined_ratio − loss_ratio, so TTM like both of them. Obtained by subtraction, not from a reported expense figure, so it absorbs any difference in how the two source tags are drawn.
net_investment_yield
What an insurer earns on the float it holds between premium and claim.
How it is computed: NetInvestmentIncome_TTM / Investments, investments point-in-time.
reserve_growth
Year-over-year change in the reserve set aside for future claims.
How it is computed: calculate_growth on ClaimsReserve, 4-quarter lag, point-in-time balance.
inventory_turnover
How many times a year the shelves are emptied and refilled.
How it is computed: CostOfRevenue_TTM / Inventory. Period-end inventory, not the average balance the textbook ratio uses.
dio
Days of stock on hand at the current rate of sale.
How it is computed: Inventory / CostOfRevenue_TTM × 365, period-end inventory.
dso
Days between making a sale and being paid for it.
How it is computed: AccountsReceivable / Revenue_TTM × 365, period-end receivables.
dpo
Days the company takes to pay its own suppliers.
How it is computed: AccountsPayable / CostOfRevenue_TTM × 365, period-end payables.
cash_conversion_cycle
Days of cash tied up in working capital. Negative means suppliers finance the business -- customers pay before the bills come due.
How it is computed: dio + dso − dpo; inherits the period-end balances of all three.
rd_intensity
The share of revenue reinvested into research and development.
How it is computed: ResearchAndDevelopment_TTM / Revenue_TTM.
capex_intensity
The share of revenue spent on property, plant and equipment.
How it is computed: Capex_TTM / Revenue_TTM.
operating_leverage
How much faster operating profit moves than sales. Above 1 means growth is amplified on the way down as well as up.
How it is computed: operating_income_yoy_growth / revenue_yoy_growth, both TTM growth rates. Blanked when revenue growth is under ±2% (a near-zero denominator) or the result exceeds ±15.
operating_income_yoy_growth
Year-over-year change in operating profit.
How it is computed: calculate_growth on OperatingIncomeLoss_TTM, 4-quarter lag.
ffo_margin
Funds from operations per dollar of revenue -- the REIT profitability measure, since depreciation makes reported net income misleading for property.
How it is computed: FFO_TTM / Revenue_TTM, where FFO_TTM = NetIncomeLoss_TTM + DepreciationAndAmortization_TTM − GainLossOnSaleOfProperties_TTM. Total D&A is added back, not only real-estate depreciation as NAREIT specifies.