Financial Ratios

More than 80+ financial ratios calculated from financial statement and market data.

This dataset is replaceable with your preferred standardized ratio dataset, currently it is built from public filings with the values 95% confirmed against five commercial datasets.

Data arrives late Friday night 11 pm - 12 am after market close US-EST time.

Tutorials are the best documentation — Financial Ratio Analyis Tutorial

Input Datasets

SEC Filings, EDGAR API, Exchange Data.

Models Used

Transformations, Simple Maths

Model Outputs

Standardized Ratios

Description

Diversified selection of ratios for factor development or bottom-up equity selection strategies. The Financial Ratios dataset offers over 80 standardized financial ratios calculated from financial statements and market data, updated weekly after market close.

This comprehensive set of ratios, covering categories such as liquidity, profitability, efficiency, solvency, cash flow, and valuation, provides investors with crucial metrics for in-depth financial analysis, factor development, and bottom-up equity selection strategies.

Data Access

Latest Data

import sovai as sov
df_ratios = sov.data("ratios/normal")

All Data

import sovai as sov
df_ratios = sov.data("ratios/normal", full_history=True)

Retrieve a Subsection

Filter by ticker or date to select ratios:

import sovai as sov
df_ratios = sov.data("ratios/normal", start_date="2008-03-30", tickers=["AMZN","MMM"])

Relative data

You can also obtain data in percentiles across time with ratios/relative.

import sovai as sov
df_percentile = sov.data("ratios/relative", start_date="2018-01-01", tickers=["TSLA", "META"])

Plots

Benchmark Analysis

import sovai as sov
sov.plot("ratios", chart_type="benchmark")

Dynamic Ratios

import sovai as sov
sov.plot("ratios", chart_type="relative")

Data Dictionary

Name	Description	Category
current_ratio	Current assets divided by current liabilities	Liquidity
quick_ratio	(Current assets minus inventory) divided by current liabilities	Liquidity
cash_ratio	Cash divided by current liabilities	Liquidity
operating_cash_flow_ratio	Operating cash flow divided by current liabilities	Cash Flow
net_working_capital_ratio	(Current assets minus current liabilities) divided by total assets	Liquidity
acid_test_ratio	(Current assets minus inventory) divided by short-term debt	Liquidity
excess_cash_margin_ratio	(Operating cash flow minus operating income) divided by revenue	Profitability
earnings_per_share	Net income divided by weighted average shares outstanding	Profitability
gross_profit_margin	Gross profit divided by revenue	Profitability
operating_profit_margin	Operating income divided by revenue	Profitability
ebitda_margin	EBITDA divided by revenue	Profitability
net_profit_margin	Net income divided by revenue	Profitability
return_on_assets	Net income divided by total assets	Profitability
return_on_equity	Net income divided by equity	Profitability
return_on_net_assets	Net income divided by (net property, plant, equipment + working capital)	Profitability
roce_sub_cash	Operating income divided by (assets minus cash and certain liabilities)	Profitability
roce_with_cash	Operating income divided by (assets minus certain liabilities)	Profitability
fcf_roce_with_cash	Free cash flow divided by (assets minus certain liabilities)	Profitability
fcf_roce_sub_cash	Free cash flow divided by (assets minus cash and certain liabilities)	Profitability
income_dividend_payout_ratio	Dividends divided by net income	Profitability
return_on_invested_capital	EBIT divided by invested capital	Profitability
asset_turnover	Revenue divided by total assets	Efficiency
inventory_turnover	Cost of revenue divided by inventory	Efficiency
days_sales_outstanding	(Receivables divided by revenue) multiplied by 365	Efficiency
days_inventory_outstanding	(Inventory divided by cost of revenue) multiplied by 365	Efficiency
days_payable_outstanding	(Payables divided by cost of revenue) multiplied by 365	Efficiency
cash_conversion_cycle	Sum of days sales and inventory outstanding minus days payable outstanding	Efficiency
total_asset_efficiency	(Revenue divided by net property, plant, equipment) plus (revenue divided by current assets)	Efficiency
working_capital_turnover_ratio	Revenue divided by (current assets minus current liabilities)	Efficiency
gross_operating_cycle	Sum of days inventory and sales outstanding	Efficiency
sg_and_gross_profit_ratio	SG&A divided by gross profit	Profitability
depreciation_revenue_ratio	Depreciation divided by revenue	Efficiency
depreciation_cfo_ratio	Depreciation divided by cash flow from operations	Efficiency
debt_ratio	Total debt divided by total assets	Solvency
equity_multiplier	Total assets divided by equity	Solvency
interest_coverage_ratio	EBIT divided by interest expense	Solvency
debt_to_capital	Debt divided by (debt plus equity)	Solvency
debt_service_coverage	(Operating income minus CapEx) divided by interest expense	Solvency
liabilities_equity_ratio	Total liabilities divided by equity	Solvency
debt_ebitda_ratio	Total debt divided by EBITDA	Solvency
debt_ebitda_minus_capex_ratio	Total debt divided by (EBITDA minus CapEx)	Solvency
debt_equity_ratio	Total debt divided by equity	Solvency
ebitda_interest_coverage	EBITDA divided by interest expense	Solvency
ebitda_minus_capex_interest_coverage	(EBITDA minus CapEx) divided by interest expense	Solvency
interest_to_cfo_plus_interest_coverage	Interest expense divided by (cash flow from operations plus interest expense)	Liquidity
debt_to_total_capital	Total debt divided by invested capital	Solvency
debt_cfo_ratio	Total debt divided by cash flow from operations	Solvency
ltdebt_cfo_ratio	Long-term debt divided by cash flow from operations	Solvency
ltdebt_earnings_ratio	Long-term debt divided by net income	Solvency
cash_flow_to_debt_ratio	Cash flow from operations divided by total debt	Cash Flow
cash_flow_coverage_ratio	Cash flow from operations divided by interest expense	Cash Flow
operating_cash_flow_to_sales	Cash flow from operations divided by revenue	Cash Flow
free_cash_flow_conversion_ratio	Free cash flow divided by EBITDA	Cash Flow
rough_dividend_payout_ratio	Dividends divided by (net income plus depreciation)	Dividend
dividends_cfo_ratio	Dividends divided by cash flow from operations	Dividend
preferred_cfo_ratio	Preferred dividends divided by cash flow from operations	Dividend
cash_flow_reinvestment_ratio	(CapEx plus change in working capital) divided by cash flow from operations	Cash Flow
free_cashflow_ps	Free cash flow divided by weighted average shares outstanding	Cash Flow
price_to_earnings	Market capitalization divided by net income	Valuation
price_to_book	Share price divided by book value per share	Valuation
price_to_sales	Market capitalization divided by revenue	Valuation
dividend_yield	Dividends per share divided by share price	Dividend
market_to_book_ratio	Market capitalization divided by equity	Valuation
ev_opinc_ratio	Enterprise value divided by operating income	Valuation
rough_ffo	Net income plus depreciation	Cash Flow
dividend_payout_ratio_pref	Preferred dividends divided by net income	Dividend
dividend_payout_ratio	Dividends per share divided by earnings per share	Dividend
retention_ratio	1 minus the dividend payout ratio	Dividend
greenblatt_earnings_yield	EBIT divided by enterprise value	Valuation
enterprise_value_to_revenue	Enterprise value divided by revenue	Valuation
enterprise_value_to_ebitda	Enterprise value divided by EBITDA	Valuation
enterprise_value_to_ebit	Enterprise value divided by EBIT	Valuation
enterprise_value_to_invested_capital	Enterprise value divided by invested capital	Valuation
enterprise_value_to_free_cash_flow	Enterprise value divided by free cash flow	Valuation
cash_productivity_ratio	(Market capitalization plus non-current debt minus assets) divided by short-term cash	Efficiency
debt_to_market_ratio	Total debt divided by market capitalization	Solvency
net_debt_to_price_ratio	(Total debt minus short-term cash) divided by market capitalization	Solvency
cash_flow_to_price_ratio	(Operating cash flow minus CapEx) divided by market capitalization	Cash Flow
rd_to_market_ratio	R&D expenses divided by market capitalization	Innovation
book_to_market_enterprise_value_ratio	Book equity value divided by modified enterprise value	Valuation
equity_payout_yield	(Total dividends plus preferred dividends) divided by market capitalization	Dividend
equity_net_payout_yield	(Total dividends minus (net income minus preferred dividends)) divided by market capitalization	Dividend
ebitda_to_mev_ratio	EBITDA divided by modified enterprise value	Valuation

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