| amount |
Total amount for the company |
|
| per share |
Per outstanding common share/receipt. Year average for income and cashlow, End of period for balance. For ADR/GDR: per ADR/GDR share. |
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| ann qtr |
Annualized quarter: four times the quarter value. |
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| 4 qtr avg |
Average of 4 quarter values. |
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| wavg |
Weighted average: average amount over the past 10 years, with more weight to recent years. |
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| wavg/share |
Weighted average per share: average amount per share over the past 10 years, with more weight to recent years. |
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| xy avg |
x year average: average over the past x years. |
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| xy gm |
Geometric mean over the past x year. |
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| xy weakest |
Weakest over the past x years. |
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| xy weakest growth |
Weakest one year growth over the past x years. |
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| xy best |
Best over the past x years. |
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| xy SD |
Standard Deviation is a measure of spread, using the arithmetic mean over 5 years. Under a normal distribution, there is 68% chance that values differ less as the standard deviation from the mean. |
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| xy CV |
Coefficient of Variation is the extent of variability in relation to the xyear mean. Also known als Relative Standard Deviation (RSD). |
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| daily |
Average daily amount. |
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| y sum |
Sum over y past years. |
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| 5y est |
Sum over 5 future years, based on rCAGR 67%. |
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| MC/5y est |
Market Cap / Sum of 5 years future estimates, based on rCAGR 67%. |
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| 1y growth |
1 year growth: growth percentage over the past year. Can indicate growth between year or quarter values (same quarter, different year). |
(q2 − q1) ÷ |q1| |
| 12-1 change| |
Price return over the past year, excluding the most recent month, to avoid short-term reversals. |
|
| 1y acc |
Acceleration as percent growth of growth against previous year growth. Also for negative values. |
(growth2 − growth1) ÷ |growth1| |
| 1q growth |
1 quarter growth: growth percentage against previous quarter. |
(q2 − q1) ÷ |q1| |
| 1q acc |
Acceleration as percent growth of quarter growth against previous quarter growth. Also for negative values. |
(growth2 − growth1) ÷ |growth1| |
| xy diff |
Absolute difference over x years. Uses inflation adjusted values for income measures with x > 1. |
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| b/on 1y diff |
One year difference divided by year value. |
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| xy ROInc |
Return On Increment. Submetric used to represent metrics that are known as Return on Incremental Invested Capital (ROIIC) and the like. |
xy diff ÷ xy diff |
| wavg diff |
Average diff over the past 10 years, with more weight for more recent years. |
|
| rel diff |
Annual relative difference in value as the absolute difference divided by the sum of the absolute values. |
(v2 − v1) ÷ (|v1| + |v1|) |
| R2 |
Coefficient of Determination assesses how well the rCAGR explains and predicts future outcomes. 0 is unpredictable. 1 is predictable without error. |
|
| xy yrly growth GSD |
Geometric Standard Deviation is a measure of spread for yearly growth numbers. Using xy rCAGR. |
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| xy growth CV |
The x year growth Coefficient of Variation is the extent of variability in relation to the x year rCAGR. Also known as Relative Standard Deviation (RSD). |
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| SD xd |
Standard deviation of daily returns over the past x trading days — an estimate of volatility based on recent price movements. |
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| SD xd ann |
Annualized standard deviation of daily returns over the past x trading days — an estimate of yearly volatility based on recent price movements. |
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| DR% |
Downside risk. On price calculated as the annualized standard deviation of negative daily returns over 200 days.
On other metrics calculated as the standard deviation of negative yearly returns.
|
|
| xy DR |
Downside Risk, calculated as the downside deviation of yearly growth. |
SD(yearly growth, using zero for positive values, average=0) |
| xy RDR |
Relative Downside Risk, calculated as the downside deviation of yearly changes in relation to the average. |
SD(yearly changes, using zero for positive values) ÷ xy avg |
| xy rCAGR |
Compound Annual Growth Rate (CAGR) over a maximum x-year period, calculated using the slope as result of log-linear regression. |
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| rCAGR 67% |
Conservative Compound Annual Growth Rate, based on 15y rCAGR and yearly growth GSD, with 67% probability to be better. |
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| rCDGR period |
Compound Daily Growth Rate (CDGR) over a period, calculated using the slope as result of log-linear regression. |
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| CAGR |
Compound Annual Growth Rate (CAGR), calculated by taking the geometric mean annual growth rate over a maximum multi-year period (using averages with neighbour). |
|
| Xy CAGR |
Compound Annual Growth Rate, calculated by taking the geometric mean annual growth rate over the past X years. |
+−|(q2 − q1) ÷ |q1||^1÷X −+ 1 |
| inc |
Number of strict positive and increasing past year values minus number of decreasing past year values. Inflation adjusted, except for dividend. |
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| inc % |
Number of strict positive and increasing past year values divided by the total number of years. Measures predictability. Inflation adjusted, except for dividend. |
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| 10y inc % |
Number of strict positive and increasing past year values divided by the total number of years over a period of 10 years. Measures predictability. Inflation adjusted, except for dividend. |
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| pos % |
Number of positive values divided by the total number values over time. |
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| xy pos % |
Number of positive values divided by the total number values over last x years. |
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| % |
Ratio (typically a yield percentage) based on year value. |
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| xy median |
Median of metric values based on year values. |
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| b/on xy |
Both numerator and denominator are the total (or average) over the past x years. |
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| % b/on wavg |
Numerator or denominator, or both, are based on 10 years average, with more weight on recent years. |
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| % b/on wavgs |
Both numerator and denominator are based on the weighted average over the past year, with more weight for recent years. |
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| % wavg/ya |
Numerator based on average over the past years, with more weight for more recent years. Denominator based on year average. |
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| % wavg/val |
Numerator based on average over the past 10 years, with more weight for more recent years. Denominator based on value at moment in time. |
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| % b/on xy avg |
Numerator or denominator, or both, are based on x years average. |
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| LT % |
Long-term %: numerator sum of 8 years. Denominator based on year average. |
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| m of wavgs |
Historical median of the ratio being based on averages ((%) based on avg values). |
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| linear prediction |
Predicted value based on linear regression. |
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| diff xy avg |
Relative difference between year value and x-year average. |
(year value − xy avg) ÷ |xy avg| |
| diff b/on 5y-15y median |
Relative difference between the value based on the 5-year average and the median over 15 years. |
(b/on 5y avg − 15y median) ÷ 15y median |
| diff xy weakest |
Relative difference between year value and weakest over a x year period. |
(year value − 5y avg) ÷ |xy weakest| |
| rel growth diff |
Relative difference of the numerator growth against the denominator growth. (growth as rCAGR) |
(numerator.rCAGR − denominator.rCAGR) ÷ min(abs(numerator.rCAGR), abs(denominator.rCAGR)) |
| diff industry |
Relative difference (%) with (industry, cap) median. |
(year value − industryMedian) ÷ |industryMedian|, with industryMedian = amount of median(industry, cap) |
| diff industry xy avg |
Relative difference (%) of x year average with (industry, cap) median. |
(xy avg − industryMedian) ÷ |industryMedian|, with industryMedian = xy avg of median(industry, cap) |
| diff ind b/on wavg/val |
Relative difference (%) of the value based on weighted average with (industry, cap) median. |
(b/on wavg/val − industryMedian) ÷ |industryMedian|, with industryMedian = b/on wavg/val of median(industry, cap) |
| diff industry SD |
Relative difference (%) with SD of (industry, cap) median. |
(SD − industryMedian) ÷ |industryMedian|, with industryMedian = SD of median(industry, cap) |
| diff industry 1y growth |
Relative difference (%) with 1 year growth of (industry, cap) median. |
(1y growth − industryMedian) ÷ |industryMedian|, with industryMedian = xy growth of median(industry, cap) |
| diff industry xy CAGR |
Relative difference (%) with x year CAGR of (industry, cap) median. |
(xy CAGR − industryMedian) ÷ |industryMedian|, with industryMedian = xy growth of median(industry, cap) |
| diff industry rCAGR |
Relative difference (%) with rCAGR of (industry, cap) median. |
(rCAGR − industryMedian) ÷ |industryMedian|, with industryMedian = rCAGR of median(industry, cap) |
| diff industry yrly growth GSD |
Relative difference (%) with yearly growth GSD of (industry, cap) median. |
(GSD − industryMedian) ÷ |industryMedian|, with industryMedian = yearly growth GSD of median(industry, cap) |
| dif vs 1y bottom |
Relative difference (%) with trailing year low |
(price − 52 wk low) ÷ 52 wk low |
| dif vs x wk top |
Relative difference (%) with x weeks high |
(price − x wk high) ÷ x wk high |
| pos vs 1y |
price relative to last year range |
(price − 52wk low) ÷ (52wk high − 52wk low) |
| yr range % |
Year range relative to year range average |
(52wk high − 52wk low) ÷ yr range avg |
| smaX |
A simple moving average that is calculated by dividing the sum of the closing prices in the last X trading days by X. |
|
| wmaX |
The weighted moving average assigns a greater weighting to the most recent closing prices, and less weighting to closing prices in the distant past.
weight(d) = weight(d + 1). weight(X days ago) = 1. |
|
| b/on maX |
Indicator is based on X-day moving average. |
|
| maX vs maY |
Normalised MACD. Difference in percent between X-day moving average and Y-day moving average. |
(maX - maY) / maY |
| FV |
Future Value is estimated value at a future point in time, specifically projected over a period of six years to align with a typical business cycle, and adjusted for the risk-free rate. |
amount × (1 + 3y CAGR − riskFreeRate)6 |
| b/on FV |
Denominator is Future Value. |
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