Axon Trading House

Metrics

Every value the Screener can show: the raw data fields as they arrive from the data vendor, and the metrics computed from them. Open a metric to see its formula and the raw fields it reads, so you always know what a number means before you rank on it.

Coverage is the share of companies with a usable value. A metric's coverage is only as good as its worst input, and a low coverage will quietly shrink any screen built on it. Kind says what sort of value it is: a metric is computed; a flow accumulates over a period and can be summed (revenue); a stock is a level at a point in time and is not summed (total debt); a rate is observed at a moment (price); a label is text (sector). Grain is how often the value is reported.

22 values · 12 metrics and 10 raw fields · coverage across 12 companies
Value	Name	Kind	Grain	Coverage	Definition
EPS, trailing twelve months	`eps_ttm`	metric	quarter	100% 100%	Formula `eps_ttm` = netIncome, summed over the last 4 quarters, ÷ sharesOutstanding Reads raw fields: `netIncome`, `sharesOutstanding`
Net margin	`net_margin`	metric	quarter	100% 100%	Formula `net_margin` = netIncome ÷ revenue, same quarter Reads raw fields: `netIncome`, `revenue`
Net margin percentile vs own history	`net_margin_pct`	metric	quarter	92% 92%	Formula `net_margin_pct` = Share of the company's last 20 quarters with a lower net_margin. Needs 20 quarters of history. Reads raw fields: `netIncome`, `revenue`
Revenue growth, year over year	`revenue_yoy`	metric	quarter	100% 100%	Formula `revenue_yoy` = revenue ÷ revenue four quarters earlier − 1 Reads raw fields: `revenue`
Free cash flow margin	`fcf_margin`	metric	quarter	92% 92%	Formula `fcf_margin` = freeCashFlow ÷ revenue, same quarter Reads raw fields: `freeCashFlow`, `revenue`
Price / earnings	`pe`	metric	daily	100% 100%	Formula `pe` = price ÷ eps_ttm Reads raw fields: `price`, `netIncome`, `sharesOutstanding`
P/E percentile vs own history	`pe_pct`	metric	quarter	92% 92%	Formula `pe_pct` = Share of the company's last 20 quarter-end P/E values below today's pe. Needs 20 quarters of history. Reads raw fields: `price`, `netIncome`, `sharesOutstanding`
Gross margin	`gross_margin`	metric	quarter	83% 83%	Formula `gross_margin` = grossProfit ÷ revenue, same quarter Reads raw fields: `grossProfit`, `revenue`
Return on equity	`roe`	metric	quarter	100% 100%	Formula `roe` = netIncome, summed over the last 4 quarters, ÷ totalEquity Reads raw fields: `netIncome`, `totalEquity`
Debt / equity	`debt_to_equity`	metric	quarter	100% 100%	Formula `debt_to_equity` = totalDebt ÷ totalEquity Reads raw fields: `totalDebt`, `totalEquity`
Dividend yield	`dividend_yield`	metric	daily	67% 67%	Formula `dividend_yield` = dividendsPerShare, summed over the last 4 quarters, ÷ price Reads raw fields: `dividendsPerShare`, `price`
Market capitalization	`market_cap`	metric	daily	100% 100%	Formula `market_cap` = price × sharesOutstanding Reads raw fields: `price`, `sharesOutstanding`
Revenue	`revenue`	flow	annual, quarter	100% 100%	Raw field from Finnhub
Net Income	`netIncome`	flow	annual, quarter	100% 100%	Raw field from Finnhub
Gross Profit	`grossProfit`	flow	annual, quarter	83% 83%	Raw field from Finnhub
Free Cash Flow	`freeCashFlow`	flow	annual, quarter	92% 92%	Raw field from Finnhub
Dividends Per Share	`dividendsPerShare`	flow	annual, quarter	67% 67%	Raw field from Finnhub
Total Equity	`totalEquity`	stock	annual, quarter	100% 100%	Raw field from Finnhub
Total Debt	`totalDebt`	stock	annual, quarter	100% 100%	Raw field from Finnhub
Shares Outstanding	`sharesOutstanding`	stock	annual, quarter	100% 100%	Raw field from Finnhub
Price	`price`	rate	daily	100% 100%	Raw field from Finnhub
Sector	`sector`	label	—	100% 100%	Raw field from Finnhub