{ "ticker": { "uuid": "da7c9c3e-e972-44c6-a5a2-89c1f3ba8d3b", "symbol": "WNX", "name": "Wellnex Life Limited", "exchange": "ASX", "exchange_name": "ASX", "country": "AU", "currency": "AUD", "sector": "Consumer Defensive", "industry": "Packaged Foods", "page_url": "https://sharemaestro.com/factors/ticker/da7c9c3e-e972-44c6-a5a2-89c1f3ba8d3b/", "api_url": "https://sharemaestro.com/factors/api/tickers/da7c9c3e-e972-44c6-a5a2-89c1f3ba8d3b/" }, "ticker_metadata": { "id": 25401, "uuid": "da7c9c3e-e972-44c6-a5a2-89c1f3ba8d3b", "symbol": "WNX", "name": "Wellnex Life Limited", "asset_type": "equity", "market_cap": 4381609, "stock_exchange_id": 9, "industry": "Packaged Foods", "sector": "Consumer Defensive", "description": "Wellnex Life Limited, together with its subsidiaries, develops, markets, and sells health and wellness products in Australia, New Zealand, and the United Kingdom. The company offers topical anti-inflammatory creams, sprays, and roll-ons under the Pain Away brand; caffeine energy liquid capsules and multivitamins under the Wakey Wakey brand; sleep aid products under the Nighty Night brand; teeth whitening solutions under the Mr. Bright brand; pain relief capsules under the Wagner Liquigesics brand; medicinal cannabis under the Wellness Life brand; and over-the-counter medicines under the Pharmacy Own brand. It is also involved in the holding of intellectual properties and trademarks of its products; brand and pharma solution businesses; and investment activities. The company was formerly known as Wattle Health Australia Limited and changed its name to Wellnex Life Limited in June 2021. Wellnex Life Limited was incorporated in 2011 and is headquartered in Port Melbourne, Australia.", "currency": "AUD", "is_active": true }, "exchange_metadata": { "id": 9, "name": "ASX", "symbol": "ASX", "country_code": "AU", "currency": "AUD", "benchmark": "^AXJO", "data_symbol": "ASX", "ticker_suffix": ".AX", "update_provider": "yfinance", "update_group": "primary", "update_order": 0, "update_enabled": true, "is_active": true }, "latest_snapshot": { "ticker": { "uuid": "da7c9c3e-e972-44c6-a5a2-89c1f3ba8d3b", "symbol": "WNX", "name": "Wellnex Life Limited", "exchange": "ASX", "exchange_name": "ASX", "country": "AU", "currency": "AUD", "sector": "Consumer Defensive", "industry": "Packaged Foods", "page_url": "https://sharemaestro.com/factors/ticker/da7c9c3e-e972-44c6-a5a2-89c1f3ba8d3b/", "api_url": "https://sharemaestro.com/factors/api/tickers/da7c9c3e-e972-44c6-a5a2-89c1f3ba8d3b/" }, "week_end_date": "2026-06-07", "universe": "AUD_AU", "score": { "os": 0.88, "value": 0.77, "quality": 0.75, "momentum": 0.77, "coverage": 0.727, "confidence": 0.218, "delta": null }, "headline_factors": { "price": 0.06, "market_cap": 4381609, "pe_ratio": null, "earnings_yield": null, "ebitda_to_ev": null, "shareholder_yield": -3.9588, "roe": -2.0519, "piotroski_f_score": 2, "momentum_12_1": -0.7019, "volatility_252d": 0.859 }, "strategy_flags": { "market_leader": false, "cornerstone_value": false, "cornerstone_growth": false, "tiny_titan": false, "all_cap_buyback": false, "small_cap_core": false, "veiled_value": false, "earnings_consistent_5y": false }, "factor_groups": { "identity": { "week_end_date": "2026-06-07", "source_primary": "yfinance", "financials_period_end": "2024-06-30", "financials_age_days": 707, "has_full_data": true, "completeness_score": 0.7857, "is_included_in_ranking": true, "is_market_leader": false, "is_published": true, "computed_at": "2026-06-07T16:39:12.076049+00:00", "batch_id": "" }, "size": { "price_close": 0.055, "market_cap": 4381609, "market_cap_usd": 4381609, "enterprise_value": 14145609, "shares_outstanding": 79665618, "fx_rate_to_usd": null }, "valuation": { "pe_ratio": null, "pb_ratio": 0.6101, "ptbv_ratio": 0.6101, "ps_ratio": 0.2588, "pcf_ratio": null, "pfcf_ratio": -0.6376, "ev_ebitda": null, "ev_ebit": null, "ev_sales": 0.8354, "ev_fcf": -2.0584, "earnings_yield": null, "fcf_yield": -0.4858, "price_to_sales": 0.2588, "price_to_book": 0.6101, "price_to_cashflow": null, "ebitda_to_ev": null, "sales_yield": 1.197 }, "yield": { "dividend_yield": 0, "buyback_yield": -3.9588, "shareholder_yield": -3.9588, "debt_paydown_yield": 0, "total_yield": -3.9588 }, "quality": { "gross_margin": 0.2996, "operating_margin": -0.3812, "net_margin": -0.8704, "ebitda_margin": -0.6832, "fcf_margin": -0.4059, "roe": -2.0519, "roa": -0.4822, "roic": -0.2856, "roc_greenblatt": null, "asset_turnover": 0.554, "cash_conversion": 0.4663, "accruals_ratio": null, "sbc_to_revenue": null, "piotroski_f_score": 2, "altman_z_score": null, "earnings_stability_5y": null, "revenue_stability_5y": 0.6855, "eps_surprise_avg": null, "sue_score": null, "gross_profit_to_assets": 0.166, "external_financing": 0.7511 }, "leverage_and_risk": { "debt_to_equity": null, "net_debt_to_ebitda": -0.8441, "debt_to_assets": 0.349, "interest_coverage": -2.6948, "current_ratio": 0.347, "quick_ratio": 0.347, "net_debt": 9764000, "local_beta": 1.202, "volatility_252d": 0.859, "volatility_60d": 2.044, "max_drawdown_12m": -0.8136, "risk_adjusted_momentum": -0.8171 }, "growth": { "revenue_growth_1y": -0.3926, "revenue_growth_3y_cagr": 1.4198, "revenue_growth_5y_cagr": null, "eps_growth_1y": null, "eps_growth_3y_cagr": null, "eps_growth_5y_cagr": null, "fcf_growth_1y": null, "book_value_growth_1y": 4.1785, "revenue_growth": -0.3926, "earnings_growth": null }, "momentum": { "price_return_1m": -0.3038, "price_return_3m": -0.4271, "price_return_6m": -0.6765, "price_return_9m": -0.7708, "price_return_12m": -0.7925, "price_return_12m_ex1m": -0.7019, "momentum_6m": -0.6765, "momentum_12m": -0.7925, "momentum_12_1": -0.7019, "distance_from_52w_high": -0.8136, "distance_from_52w_low": 0, "relative_strength": -0.8053 }, "raw_ttm": { "revenue_ttm": 16932000, "gross_profit_ttm": 5073000, "ebit_ttm": -6454000, "ebitda_ttm": -11568000, "net_income_ttm": -14737000, "eps_diluted_ttm": -0.185, "operating_cash_flow_ttm": null, "capital_expenditure_ttm": null, "fcf_ttm": -6872000, "dividends_paid_ttm": null, "share_repurchases_ttm": -2804000, "shares_issued_ttm": 20150000, "interest_expense_ttm": 2395000, "cash_and_equivalents": 903000, "total_current_assets": 9486000, "total_current_liabilities": 27336000, "net_ppe": null, "total_assets": 30561000, "total_debt": 10667000, "total_equity": 7182000, "net_working_capital": -8138000, "book_value_per_share": 0.0902, "retained_earnings": null, "preferred_stock": null, "minority_interest": null, "tangible_book_value": null, "tangible_book_per_share": 0.0902 }, "ranks": { "universe_ticker_count": null, "rank_pe": null, "rank_pb": null, "rank_ptbv": null, "rank_ps": null, "rank_pcf": null, "rank_ev_ebitda": null, "rank_ev_ebit": null, "rank_earnings_yield": null, "rank_fcf_yield": null, "rank_dividend_yield": null, "rank_shareholder_yield": null, "rank_total_yield": null, "rank_roe": null, "rank_roc": null, "rank_roic": null, "rank_gross_margin": null, "rank_fcf_margin": null, "rank_piotroski": null, "rank_accruals": null, "rank_sue": null, "rank_eps_growth_1y": null, "rank_eps_growth_5y": null, "rank_revenue_growth_1y": null, "rank_momentum_12m": null, "rank_momentum_12m_ex1m": null, "rank_relative_strength": null }, "composites": { "value_composite": 23, "quality_composite": 25, "momentum_composite": 23, "growth_composite": 23, "yield_composite": 23, "svqf_composite": 19, "vc1_composite": 23, "vc2_composite": 23, "vc3_composite": 23, "trending_value_composite": null, "overall_composite": 12, "quality_value_composite": 0.7599, "os_score": 0.88, "value_percentile": 0.77, "quality_percentile": 0.75, "momentum_percentile": 0.77, "factor_coverage": 0.727, "signal_confidence": 0.218, "os_score_delta": null }, "strategy_ranks": { "cornerstone_value_rank": null, "cornerstone_growth_rank": null, "tiny_titans_rank": null, "all_cap_buyback_rank": 100, "small_cap_core_rank": null, "is_cornerstone_value": false, "is_cornerstone_growth": false, "is_tiny_titan": false, "is_all_cap_buyback": false, "is_small_cap_core": false, "trending_value_rank": null, "veiled_value": false, "earnings_consistent_5y": false } } }, "latest_snapshot_fields": { "id": 11001, "ticker_id": 25401, "universe_id": 2, "week_end_date": "2026-06-07", "source_primary": "yfinance", "source_gaps": {}, "financials_period_end": "2024-06-30", "financials_age_days": 707, "has_full_data": true, "completeness_score": 0.7857, "missing_fields": [], "is_included_in_ranking": true, "is_market_leader": false, "is_published": true, "computed_at": "2026-06-07T16:39:12.076049+00:00", "batch_id": "", "os_score_delta": null, "price_close": 0.055, "market_cap": 4381609, "market_cap_usd": 4381609, "enterprise_value": 14145609, "shares_outstanding": 79665618, "fx_rate_to_usd": null, "pe_ratio": null, "pb_ratio": 0.61008201, "ptbv_ratio": 0.61008201, "ps_ratio": 0.25877681, "pcf_ratio": null, "pfcf_ratio": -0.63760317, "ev_ebitda": null, "ev_ebit": null, "ev_sales": 0.83543639, "ev_fcf": -2.05844136, "earnings_yield": null, "fcf_yield": -0.48580446, "dividend_yield": 0, "buyback_yield": -3.95881969, "shareholder_yield": -3.95881969, "debt_paydown_yield": 0, "total_yield": -3.95881969, "gross_margin": 0.29961021, "operating_margin": -0.38117175, "net_margin": -0.87036381, "ebitda_margin": -0.6832034, "fcf_margin": -0.40585873, "roe": -2.05193539, "roa": -0.4822159, "roic": -0.28564263, "roc_greenblatt": null, "asset_turnover": 0.55403946, "cash_conversion": 0.46630929, "accruals_ratio": null, "sbc_to_revenue": null, "debt_to_equity": null, "net_debt_to_ebitda": -0.84405256, "debt_to_assets": 0.34903963, "interest_coverage": -2.69478079, "current_ratio": 0.34701493, "quick_ratio": 0.34701493, "net_debt": 9764000, "revenue_growth_1y": -0.39259578, "revenue_growth_3y_cagr": 1.4198036, "revenue_growth_5y_cagr": null, "eps_growth_1y": null, "eps_growth_3y_cagr": null, "eps_growth_5y_cagr": null, "fcf_growth_1y": null, "book_value_growth_1y": 4.17848437, "piotroski_f_score": 2, "altman_z_score": null, "earnings_stability_5y": null, "revenue_stability_5y": 0.685496, "eps_surprise_avg": null, "sue_score": null, "price_return_1m": -0.30379747, "price_return_3m": -0.42708333, "price_return_6m": -0.67647059, "price_return_9m": -0.77083333, "price_return_12m": -0.79245283, "price_return_12m_ex1m": -0.70188679, "distance_from_52w_high": -0.81355932, "distance_from_52w_low": 0, "relative_strength": -0.80529962, "local_beta": 1.202, "volatility_252d": 0.859049, "volatility_60d": 2.044022, "max_drawdown_12m": -0.81355932, "revenue_ttm": 16932000, "gross_profit_ttm": 5073000, "ebit_ttm": -6454000, "ebitda_ttm": -11568000, "net_income_ttm": -14737000, "eps_diluted_ttm": -0.1849857, "operating_cash_flow_ttm": null, "capital_expenditure_ttm": null, "fcf_ttm": -6872000, "dividends_paid_ttm": null, "share_repurchases_ttm": -2804000, "shares_issued_ttm": 20150000, "interest_expense_ttm": 2395000, "cash_and_equivalents": 903000, "total_current_assets": 9486000, "total_current_liabilities": 27336000, "net_ppe": null, "total_assets": 30561000, "total_debt": 10667000, "total_equity": 7182000, "net_working_capital": -8138000, "book_value_per_share": 0.09015181, "retained_earnings": null, "preferred_stock": null, "minority_interest": null, "tangible_book_value": null, "tangible_book_per_share": 0.09015181, "universe_ticker_count": null, "sector": "Consumer Defensive", "rank_pe": null, "rank_pb": null, "rank_ptbv": null, "rank_ps": null, "rank_pcf": null, "rank_ev_ebitda": null, "rank_ev_ebit": null, "rank_earnings_yield": null, "rank_fcf_yield": null, "rank_dividend_yield": null, "rank_shareholder_yield": null, "rank_total_yield": null, "rank_roe": null, "rank_roc": null, "rank_roic": null, "rank_gross_margin": null, "rank_fcf_margin": null, "rank_piotroski": null, "rank_accruals": null, "rank_sue": null, "rank_eps_growth_1y": null, "rank_eps_growth_5y": null, "rank_revenue_growth_1y": null, "rank_momentum_12m": null, "rank_momentum_12m_ex1m": null, "rank_relative_strength": null, "value_composite": 23, "quality_composite": 25, "momentum_composite": 23, "growth_composite": 23, "yield_composite": 23, "svqf_composite": 19, "vc1_composite": 23, "vc2_composite": 23, "vc3_composite": 23, "trending_value_composite": null, "overall_composite": 12, "factor_coverage": 0.727, "signal_confidence": 0.218, "cornerstone_value_rank": null, "cornerstone_growth_rank": null, "tiny_titans_rank": null, "all_cap_buyback_rank": 100, "small_cap_core_rank": null, "is_cornerstone_value": false, "is_cornerstone_growth": false, "is_tiny_titan": false, "is_all_cap_buyback": false, "is_small_cap_core": false }, "factor_history": [ { "week_end_date": "2026-06-07", "price": 0.06, "os": 0.88, "value": 0.77, "quality": 0.75, "momentum": 0.77, "confidence": 0.218, "coverage": 0.727, "pe_ratio": null, "earnings_yield": null, "shareholder_yield": -3.9588, "roe": -2.0519, "momentum_12_1": -0.7019, "complete_fields": { "id": 11001, "ticker_id": 25401, "universe_id": 2, "week_end_date": "2026-06-07", "source_primary": "yfinance", "source_gaps": {}, "financials_period_end": "2024-06-30", "financials_age_days": 707, "has_full_data": true, "completeness_score": 0.7857, "missing_fields": [], "is_included_in_ranking": true, "is_market_leader": false, "is_published": true, "computed_at": "2026-06-07T16:39:12.076049+00:00", "batch_id": "", "os_score_delta": null, "price_close": 0.055, "market_cap": 4381609, "market_cap_usd": 4381609, "enterprise_value": 14145609, "shares_outstanding": 79665618, "fx_rate_to_usd": null, "pe_ratio": null, "pb_ratio": 0.61008201, "ptbv_ratio": 0.61008201, "ps_ratio": 0.25877681, "pcf_ratio": null, "pfcf_ratio": -0.63760317, "ev_ebitda": null, "ev_ebit": null, "ev_sales": 0.83543639, "ev_fcf": -2.05844136, "earnings_yield": null, "fcf_yield": -0.48580446, "dividend_yield": 0, "buyback_yield": -3.95881969, "shareholder_yield": -3.95881969, "debt_paydown_yield": 0, "total_yield": -3.95881969, "gross_margin": 0.29961021, "operating_margin": -0.38117175, "net_margin": -0.87036381, "ebitda_margin": -0.6832034, "fcf_margin": -0.40585873, "roe": -2.05193539, "roa": -0.4822159, "roic": -0.28564263, "roc_greenblatt": null, "asset_turnover": 0.55403946, "cash_conversion": 0.46630929, "accruals_ratio": null, "sbc_to_revenue": null, "debt_to_equity": null, "net_debt_to_ebitda": -0.84405256, "debt_to_assets": 0.34903963, "interest_coverage": -2.69478079, "current_ratio": 0.34701493, "quick_ratio": 0.34701493, "net_debt": 9764000, "revenue_growth_1y": -0.39259578, "revenue_growth_3y_cagr": 1.4198036, "revenue_growth_5y_cagr": null, "eps_growth_1y": null, "eps_growth_3y_cagr": null, "eps_growth_5y_cagr": null, "fcf_growth_1y": null, "book_value_growth_1y": 4.17848437, "piotroski_f_score": 2, "altman_z_score": null, "earnings_stability_5y": null, "revenue_stability_5y": 0.685496, "eps_surprise_avg": null, "sue_score": null, "price_return_1m": -0.30379747, "price_return_3m": -0.42708333, "price_return_6m": -0.67647059, "price_return_9m": -0.77083333, "price_return_12m": -0.79245283, "price_return_12m_ex1m": -0.70188679, "distance_from_52w_high": -0.81355932, "distance_from_52w_low": 0, "relative_strength": -0.80529962, "local_beta": 1.202, "volatility_252d": 0.859049, "volatility_60d": 2.044022, "max_drawdown_12m": -0.81355932, "revenue_ttm": 16932000, "gross_profit_ttm": 5073000, "ebit_ttm": -6454000, "ebitda_ttm": -11568000, "net_income_ttm": -14737000, "eps_diluted_ttm": -0.1849857, "operating_cash_flow_ttm": null, "capital_expenditure_ttm": null, "fcf_ttm": -6872000, "dividends_paid_ttm": null, "share_repurchases_ttm": -2804000, "shares_issued_ttm": 20150000, "interest_expense_ttm": 2395000, "cash_and_equivalents": 903000, "total_current_assets": 9486000, "total_current_liabilities": 27336000, "net_ppe": null, "total_assets": 30561000, "total_debt": 10667000, "total_equity": 7182000, "net_working_capital": -8138000, "book_value_per_share": 0.09015181, "retained_earnings": null, "preferred_stock": null, "minority_interest": null, "tangible_book_value": null, "tangible_book_per_share": 0.09015181, "universe_ticker_count": null, "sector": "Consumer Defensive", "rank_pe": null, "rank_pb": null, "rank_ptbv": null, "rank_ps": null, "rank_pcf": null, "rank_ev_ebitda": null, "rank_ev_ebit": null, "rank_earnings_yield": null, "rank_fcf_yield": null, "rank_dividend_yield": null, "rank_shareholder_yield": null, "rank_total_yield": null, "rank_roe": null, "rank_roc": null, "rank_roic": null, "rank_gross_margin": null, "rank_fcf_margin": null, "rank_piotroski": null, "rank_accruals": null, "rank_sue": null, "rank_eps_growth_1y": null, "rank_eps_growth_5y": null, "rank_revenue_growth_1y": null, "rank_momentum_12m": null, "rank_momentum_12m_ex1m": null, "rank_relative_strength": null, "value_composite": 23, "quality_composite": 25, "momentum_composite": 23, "growth_composite": 23, "yield_composite": 23, "svqf_composite": 19, "vc1_composite": 23, "vc2_composite": 23, "vc3_composite": 23, "trending_value_composite": null, "overall_composite": 12, "factor_coverage": 0.727, "signal_confidence": 0.218, "cornerstone_value_rank": null, "cornerstone_growth_rank": null, "tiny_titans_rank": null, "all_cap_buyback_rank": 100, "small_cap_core_rank": null, "is_cornerstone_value": false, "is_cornerstone_growth": false, "is_tiny_titan": false, "is_all_cap_buyback": false, "is_small_cap_core": false } } ], "financial_periods": { "annual": [], "quarterly": [] }, "strategy_matches": [ { "key": "os_composite", "name": "OS Composite Score", "slug": "composite", "group": "multi_factor", "page_url": "/factors/composite/", "rank_field": "-os_score" }, { "key": "quality_value", "name": "Quality \u00d7 Value", "slug": "quality-value", "group": "multi_factor", "page_url": "/factors/quality-value/", "rank_field": "-quality_value_composite" }, { "key": "sector_relative", "name": "Cheapest in Sector", "slug": "sector-relative", "group": "value", "page_url": "/factors/sector-relative/", "rank_field": "-sector_value_pct" }, { "key": "risk_adj_momentum", "name": "Risk-Adjusted Momentum", "slug": "risk-adj-momentum", "group": "momentum", "page_url": "/factors/risk-adj-momentum/", "rank_field": "-risk_adjusted_momentum" }, { "key": "shareholder_yield", "name": "Shareholder Yield", "slug": "shareholder-yield", "group": "income", "page_url": "/factors/shareholder-yield/", "rank_field": "-shareholder_yield" } ], "coverage": { "factor_history_points": 1, "annual_financial_periods": 0, "quarterly_financial_periods": 0, "latest_factor_week": "2026-06-07", "latest_financials_period_end": "2024-06-30" }, "schema": { "snapshot_field_groups": { "identity": [ "week_end_date", "source_primary", "financials_period_end", "financials_age_days", "has_full_data", "completeness_score", "is_included_in_ranking", "is_market_leader", "is_published", "computed_at", "batch_id" ], "size": [ "price_close", "market_cap", "market_cap_usd", "enterprise_value", "shares_outstanding", "fx_rate_to_usd" ], "valuation": [ "pe_ratio", "pb_ratio", "ptbv_ratio", "ps_ratio", "pcf_ratio", "pfcf_ratio", "ev_ebitda", "ev_ebit", "ev_sales", "ev_fcf", "earnings_yield", "fcf_yield", "price_to_sales", "price_to_book", "price_to_cashflow", "ebitda_to_ev", "sales_yield" ], "yield": [ "dividend_yield", "buyback_yield", "shareholder_yield", "debt_paydown_yield", "total_yield" ], "quality": [ "gross_margin", "operating_margin", "net_margin", "ebitda_margin", "fcf_margin", "roe", "roa", "roic", "roc_greenblatt", "asset_turnover", "cash_conversion", "accruals_ratio", "sbc_to_revenue", "piotroski_f_score", "altman_z_score", "earnings_stability_5y", "revenue_stability_5y", "eps_surprise_avg", "sue_score", "gross_profit_to_assets", "external_financing" ], "leverage_and_risk": [ "debt_to_equity", "net_debt_to_ebitda", "debt_to_assets", "interest_coverage", "current_ratio", "quick_ratio", "net_debt", "local_beta", "volatility_252d", "volatility_60d", "max_drawdown_12m", "risk_adjusted_momentum" ], "growth": [ "revenue_growth_1y", "revenue_growth_3y_cagr", "revenue_growth_5y_cagr", "eps_growth_1y", "eps_growth_3y_cagr", "eps_growth_5y_cagr", "fcf_growth_1y", "book_value_growth_1y", "revenue_growth", "earnings_growth" ], "momentum": [ "price_return_1m", "price_return_3m", "price_return_6m", "price_return_9m", "price_return_12m", "price_return_12m_ex1m", "momentum_6m", "momentum_12m", "momentum_12_1", "distance_from_52w_high", "distance_from_52w_low", "relative_strength" ], "raw_ttm": [ "revenue_ttm", "gross_profit_ttm", "ebit_ttm", "ebitda_ttm", "net_income_ttm", "eps_diluted_ttm", "operating_cash_flow_ttm", "capital_expenditure_ttm", "fcf_ttm", "dividends_paid_ttm", "share_repurchases_ttm", "shares_issued_ttm", "interest_expense_ttm", "cash_and_equivalents", "total_current_assets", "total_current_liabilities", "net_ppe", "total_assets", "total_debt", "total_equity", "net_working_capital", "book_value_per_share", "retained_earnings", "preferred_stock", "minority_interest", "tangible_book_value", "tangible_book_per_share" ], "ranks": [ "universe_ticker_count", "rank_pe", "rank_pb", "rank_ptbv", "rank_ps", "rank_pcf", "rank_ev_ebitda", "rank_ev_ebit", "rank_earnings_yield", "rank_fcf_yield", "rank_dividend_yield", "rank_shareholder_yield", "rank_total_yield", "rank_roe", "rank_roc", "rank_roic", "rank_gross_margin", "rank_fcf_margin", "rank_piotroski", "rank_accruals", "rank_sue", "rank_eps_growth_1y", "rank_eps_growth_5y", "rank_revenue_growth_1y", "rank_momentum_12m", "rank_momentum_12m_ex1m", "rank_relative_strength" ], "composites": [ "value_composite", "quality_composite", "momentum_composite", "growth_composite", "yield_composite", "svqf_composite", "vc1_composite", "vc2_composite", "vc3_composite", "trending_value_composite", "overall_composite", "quality_value_composite", "os_score", "value_percentile", "quality_percentile", "momentum_percentile", "factor_coverage", "signal_confidence", "os_score_delta" ], "strategy_ranks": [ "cornerstone_value_rank", "cornerstone_growth_rank", "tiny_titans_rank", "all_cap_buyback_rank", "small_cap_core_rank", "is_cornerstone_value", "is_cornerstone_growth", "is_tiny_titan", "is_all_cap_buyback", "is_small_cap_core", "trending_value_rank", "veiled_value", "earnings_consistent_5y" ] }, "financial_field_groups": { "income_statement": [ "revenue", "cost_of_revenue", "gross_profit", "ebit", "ebitda", "pretax_income", "tax_provision", "net_income", "net_income_to_common", "eps_basic", "eps_diluted", "shares_basic", "shares_diluted" ], "balance_sheet": [ "cash_and_equivalents", "total_current_assets", "total_assets", "short_term_debt", "long_term_debt", "total_debt", "total_liabilities", "total_equity", "shares_outstanding", "goodwill_and_intangibles" ], "cash_flow": [ "operating_cash_flow", "capital_expenditure", "free_cash_flow", "dividends_paid", "share_repurchases", "shares_issued", "net_debt_issued" ] }, "complete_model_fields": { "ticker": [ "id", "uuid", "symbol", "name", "asset_type", "market_cap", "stock_exchange", "industry", "sector", "description", "currency", "is_active" ], "exchange": [ "id", "name", "symbol", "country_code", "currency", "benchmark", "data_symbol", "ticker_suffix", "update_provider", "update_group", "update_order", "update_enabled", "is_active" ], "factor_snapshot": [ "id", "ticker", "universe", "week_end_date", "source_primary", "source_gaps", "financials_period_end", "financials_age_days", "has_full_data", "completeness_score", "missing_fields", "is_included_in_ranking", "is_market_leader", "is_published", "computed_at", "batch_id", "os_score_delta", "price_close", "market_cap", "market_cap_usd", "enterprise_value", "shares_outstanding", "fx_rate_to_usd", "pe_ratio", "pb_ratio", "ptbv_ratio", "ps_ratio", "pcf_ratio", "pfcf_ratio", "ev_ebitda", "ev_ebit", "ev_sales", "ev_fcf", "earnings_yield", "fcf_yield", "dividend_yield", "buyback_yield", "shareholder_yield", "debt_paydown_yield", "total_yield", "gross_margin", "operating_margin", "net_margin", "ebitda_margin", "fcf_margin", "roe", "roa", "roic", "roc_greenblatt", "asset_turnover", "cash_conversion", "accruals_ratio", "sbc_to_revenue", "debt_to_equity", "net_debt_to_ebitda", "debt_to_assets", "interest_coverage", "current_ratio", "quick_ratio", "net_debt", "revenue_growth_1y", "revenue_growth_3y_cagr", "revenue_growth_5y_cagr", "eps_growth_1y", "eps_growth_3y_cagr", "eps_growth_5y_cagr", "fcf_growth_1y", "book_value_growth_1y", "piotroski_f_score", "altman_z_score", "earnings_stability_5y", "revenue_stability_5y", "eps_surprise_avg", "sue_score", "price_return_1m", "price_return_3m", "price_return_6m", "price_return_9m", "price_return_12m", "price_return_12m_ex1m", "distance_from_52w_high", "distance_from_52w_low", "relative_strength", "local_beta", "volatility_252d", "volatility_60d", "max_drawdown_12m", "revenue_ttm", "gross_profit_ttm", "ebit_ttm", "ebitda_ttm", "net_income_ttm", "eps_diluted_ttm", "operating_cash_flow_ttm", "capital_expenditure_ttm", "fcf_ttm", "dividends_paid_ttm", "share_repurchases_ttm", "shares_issued_ttm", "interest_expense_ttm", "cash_and_equivalents", "total_current_assets", "total_current_liabilities", "net_ppe", "total_assets", "total_debt", "total_equity", "net_working_capital", "book_value_per_share", "retained_earnings", "preferred_stock", "minority_interest", "tangible_book_value", "tangible_book_per_share", "universe_ticker_count", "sector", "rank_pe", "rank_pb", "rank_ptbv", "rank_ps", "rank_pcf", "rank_ev_ebitda", "rank_ev_ebit", "rank_earnings_yield", "rank_fcf_yield", "rank_dividend_yield", "rank_shareholder_yield", "rank_total_yield", "rank_roe", "rank_roc", "rank_roic", "rank_gross_margin", "rank_fcf_margin", "rank_piotroski", "rank_accruals", "rank_sue", "rank_eps_growth_1y", "rank_eps_growth_5y", "rank_revenue_growth_1y", "rank_momentum_12m", "rank_momentum_12m_ex1m", "rank_relative_strength", "value_composite", "quality_composite", "momentum_composite", "growth_composite", "yield_composite", "svqf_composite", "vc1_composite", "vc2_composite", "vc3_composite", "trending_value_composite", "overall_composite", "factor_coverage", "signal_confidence", "cornerstone_value_rank", "cornerstone_growth_rank", "tiny_titans_rank", "all_cap_buyback_rank", "small_cap_core_rank", "is_cornerstone_value", "is_cornerstone_growth", "is_tiny_titan", "is_all_cap_buyback", "is_small_cap_core" ], "financial_period": [ "id", "ticker", "period_end_date", "period_type", "fiscal_year", "fiscal_quarter", "provider", "currency_reported", "fetched_at", "is_restated", "raw_data", "revenue", "cost_of_revenue", "gross_profit", "research_and_development", "selling_general_admin", "other_operating_expenses", "total_operating_expenses", "ebit", "depreciation_amortisation", "ebitda", "interest_expense", "interest_income", "other_non_operating", "pretax_income", "tax_provision", "effective_tax_rate", "net_income", "net_income_continuing_ops", "net_income_to_common", "eps_basic", "eps_diluted", "shares_basic", "shares_diluted", "cash_and_equivalents", "short_term_investments", "net_receivables", "inventory", "other_current_assets", "total_current_assets", "net_ppe", "goodwill", "intangible_assets", "goodwill_and_intangibles", "long_term_investments", "other_non_current_assets", "total_non_current_assets", "total_assets", "short_term_debt", "accounts_payable", "deferred_revenue_current", "other_current_liabilities", "total_current_liabilities", "long_term_debt", "deferred_revenue_lt", "other_non_current_liabilities", "total_non_current_liabilities", "total_liabilities", "total_debt", "preferred_stock", "minority_interest", "retained_earnings", "total_equity", "shares_outstanding", "operating_cash_flow", "stock_based_compensation", "deferred_tax_cf", "change_in_working_capital", "capital_expenditure", "acquisitions", "other_investing", "investing_cash_flow", "dividends_paid", "share_repurchases", "shares_issued", "net_debt_issued", "other_financing", "financing_cash_flow", "free_cash_flow", "net_change_in_cash" ] } } }