List of Stock Queries KPIs

Below, a list of numerical stock query KPIs is shown. These are all KPIs that can be compared to a number. All these KPIs can be used in different types of Queries to find interesting stocks or to alert when interesting events happen (such as large price drops). These KPIs are available for all query types.

Note that outstanding shares are the total number of shares of a company.

KPIs	Description
ASK	Last ask price (i.e. the price sellers want for their shares).
ASK_SIZE	Last size (number of shares) at the ask price.
AVERAGE_DAILY_VOLUME_10_DAY	Average daily volume of the last 10 days.
AVERAGE_VOLUME	Average daily volume since inception of the stock.
AVERAGE_VOLUME_10_DAYS	Same as AVERAGE_DAILY_VOLUME_10DAY.
BETA	Beta measures systematic risk, i.e. how the stock moves with the market (i.e. how correlated it is to the market). This beta is for 3 years, using monthly prices for the regression.
BID	Last bid price (i.e. the price buyers offer for some shares).
BID_SIZE	Last size (number of shares) at the bid price.
BOOK_VALUE	Total assets minus total liabilities on the balance sheet.
DAY_HIGH	Price high of the day.
DAY_LOW	Price low of the day.
DIVIDEND_RATE	If existent, the predicted (=forward) dividend rate. This is how much a company pays in dividends per year, in dollars.
DIVIDEND_YIELD	If existent, the predicted (=forward) dividend yield (percent). This is how much a company pays in dividends per year, in percent of its total share price.
EARNINGS_QUARTERLY_GROWTH	Earnings per Share (EPS) Q/Q growth of the last quarter.
ENTERPRISE_TO_EBITDA	Enterprise value divided by EBITDA (Earnings Before Interest, Taxes, Depreciation, and Amortization). Could be used for comparison on how over/undervalued a company is (the higher, the more overvalued).
ENTERPRISE_TO_REVENUE	Enterprise value divided by revenue. Could be used for comparison on how over/undervalued a company is (the higher, the more overvalued).
ENTERPRISE_VALUE	Enterprise value is calculated as follows: Market Cap + Total Debt − Cash (and cash equivalents).
FIFTY_DAY_AVERAGE	Average closing price of the last 50 days.
FIFTY_TWO_WEEK_HIGH	The highest closing price of the last 52 weeks.
FIFTY_TWO_WEEK_LOW	The lowest closing price of the last 52 weeks.
FIVE_YEAR_AVG_DIVIDEND_YIELD	Average annual dividend yield of the last 5 years.
FLOAT_SHARES	Outstanding shares minus shares held by insiders and large shareholders. Floating shares are the ones actually available for trading.
FORWARD_EPS	Predicted earnings per share for the next fiscal year.
FORWARD_PE	Current share price divided by Forward EPS. Predicted price to earnings. The multiple of forward earnings that investors are willing to pay for one share.
FULL_TIME_EMPLOYEES	Number of full time employees of the company.
HELD_PERCENT_INSIDERS	Percent of outstanding shares that are held by insiders. Any institution holding more than 5% of the company is also deemed an insider.
HELD_PERCENT_INSTITUTIONS	Percent of all outstanding shares that are held by institutions.
IS_ESG_POPULATED	Whether the company has defined ESG values.
MARKET_CAP	Market capitalization of the company (number of outstanding shares times share price).
NET_INCOME_TO_COMMON	Net Income available to common shareholders, i.e. the bottom line profit (or loss) belonging to common shareholders.
OPEN	Price at todays market open.
PAYOUT_RATIO	Annual dividend divided by annual earnings. A large payout ratio (>1) suggests that the dividends paid are not sustainable.
PEG_RATIO	Forward EPS divided by EPS growth Y/Y.
PREVIOUS_CLOSE	Close price from the last trading day.
PRICE_TO_BOOK	Current share price divided by the book value of the company, where the book value is calculated as total assets minutes total liabilities of the company.
PRICE_TO_SALES_TRAILING_12_MONTHS	Current share price divided by the total revenue of the last 12 months.
PROFIT_MARGINS	Revenue minus cost, divided by revenue. Indicates how profitable the activities of the company are, i.e. shows the percentage of the selling price of the product/service that is profit.
SHARES_OUTSTANDING	Total number of shares of the company.
SHARES_PERCENT_SHARES_OUT	Number of shorted shares of last month divided by the outstanding shares last month. Note that outstanding shares may have changed since last month.
SHARES_SHORT	Total number of shares that were shorted last month.
SHARES_SHORT_PRIOR_MONTH	Total number of shares that were shorted the month before last month.
SHORT_PERCENT_OF_FLOAT	Number of short shares of last month divided by the float of last month. Note: Current float may be different.
SHORT_RATIO	Number of shares shorted last month divided by average daily volume since inception.
TRAILING_ANNUAL_DIVIDEND_RATE	Annual dividend rate of the last 12 months. This is how much a company pays in dividends per year, in dollars.
TRAILING_ANNUAL_DIVIDEND_YIELD	Annual dividend yield of the last 12 months. This is how much a company pays in dividends per year, in p ercent of its total share price.
TRAILING_EPS	Earnings per share of the last 12 months.
TRAILING_PE	Current share price divided by trailing EPS (earnings per share of the last 12 months).
TWO_HUNDRED_DAY_AVERAGE	Average closing price of the last 200 days.
VOLUME	Today's volume.
FIVE_YEAR_AVERAGE_RETURN	Average annual return over the last 5 years.
52_WEEK_CHANGE	52-week price change of the stock in percent.
S_AND_P_52_WEEK_CHANGE	The 52 week price change of the S&P in percent. Useful for comparisons (e.g. stocks that have a better 52-week change than the S&P).
NAV_PRICE	Net asset value of ETFs/Mutual Funds, i.e. the total value of the assets minus the liabilities of the fund. Interesting for arbtrage comparisons where the NAV differs from the current share price of the fund.
BETA_3_YEAR	Same as beta, but for ETFs.
THREE_YEAR_AVERAGE_RETURN	Average annual return over the last 3 years.
TOTAL_ASSETS	Total assets in dollars.
YIELD	Annual dividend yield for ETFs (note: only ETFs!).
YTD_RETURN	Change in percent YTD.
LAST_DIVIDEND_VALUE	Last (possibly quarterly) dividend in dollar.
IMPLIED_SHARES_OUTSTANDING	Shares outstanding plus number of convertible shares (e.g. from acquisitions) that could be converted to common stock.
PRICE_HIGH	Price high of the last 15 minutes.
PRICE_LOW	Price low of the last 15 minutes.
PRICE_AVG	Average price of the last 15 minutes.
PRICE	Same as PRICE_AVG.

Below, a list of special stock KPIs (i.e. KPIs that are a selection of strings or a date) are shown. These KPIs are not available for division, multiplication or subtraction queries (so all the non-trivial ones).

KPIs	Description
COUNTRY	Country the company is based in.
FUND_FAMILY	Fund family, e.g. ProShares or Credit Suisse AG.
INDUSTRY	The industry the company belongs to. E.g. Gold or Tobacco.
LAST_SPLIT_FACTOR	The last split factor, e.g. 7:1.
LEGAL_TYPE	Whether this is a stock or a Exchange Traded Fund (ETF).
QUOTE_TYPE	One of the following: EQUITY, ETF, MUTUALFUND
SECTOR	The sector the company belongs to. Examples: Basic Materials, Communication Services, Consumer Cyclical, Consumer Defensive, Energy, Financial, Financial Services, Healthcare, Industrials, Real Estate, Technology, Utilities
SYMBOL	The stock symbol. E.g. AAPL or MSFT.

Currently, a few standard technical indicators are also supported. For this, check out this page.