Alpha is a risk adjusted return using beta as the risk measure. The higher the alpha the better, as it describes the level of risk adjusted performance in excess of the benchmark (i.e., S&P 500, NASDAQ Composite, etc.).
- Annual Earnings Change (%)
The historical earnings change between the most recently reported fiscal year earnings and the preceding fiscal year earnings.
- Annual Net Profit Margin (%)
The percentage the company earned from gross sales for the most recently reported fiscal year.
- Annual Sales Change (%)
The percentage change in sales between the most recently reported fiscal year and the preceding fiscal year.
Beta is a measure of systematic risk, or the sensitivity of a manager or stock to movements in the benchmark. As another risk measure, beta attempts to measure the movement of an asset relative to the broad market. A beta of 1 implies that you can expect the movement of a stock or manager return series to match that of the benchmark used to measure beta. In other words, if a stock or portfolio had a beta of 1.10, it can be said that the asset has historically moved higher and lower than the market by 10%. Similarly, if an asset had a beta of 0.80 then it has historically moved 20% less than the market - both up and down.
- Current Ratio
A company's current assets divided by its current liabilities. A measure of balance-sheet strength.
- Estimated EPS Change (%)
The change in the analysts' mean earnings estimate for the current fiscal year from the last month, last three months, and last six months to the current month.
- Latest Quarterly Earnings (%)
The percentage change from the latest quarterly earnings report compared to the same quarter one year earlier.
- Market Value
The value placed on a company by investors, obtained by multiplying the current price of the company's stock by the number of common shares outstanding.
- Mean Return
A stock's average monthly total return. Total return is price change plus (+) dividends.