Value_Examples.md
March 30, 2026 · View on GitHub
Table of Contents generated with DocToc
- 1. Stock TTM EPS
- 2. Stock TTM PE
- 3. Stock Historical Market Cap
- 4. Stock Historical PS Ratio
- 5. Stock Historical PB Ratio
- 6. Stock Historical PEG Ratio
- 7. Stock Historical ROE
- 8. Stock Historical ROA
- 9. Stock Historical ROIC
- 10. Stock Historical Equity Multiplier
- 11. Stock Historical Assert Turnover
- 12. Stock Historical WACC
- 13. Stock Historical Enterprise Value
- 14. Stock Historical Enterprise Value to Revenue (EV/Revenue)
- 15. Stock Historical Enterprise Value to EBITDA (EV/EBITDA)
- 16. Stock Historical Debt to Equity (D/E) Ratio
- 17. Stock Historical ROCE (Return on Capital Employed)
- 18. Industry Historical TTM PE
- 19. Industry Historical PS Ratio
- 20. Industry Historical PB Ratio
- 21. Industry Historical ROE
- 22. Industry Historical ROA
- 23. Industry Historical Equity Multiplier
- 24. Industry Historical Asset Turnover
- 25. Industry Historical ROIC
1. Stock TTM EPS
EPS refers to Diluted EPS unless otherwise stated, which is also the standard denominator used for P/E ratio calculations.
ticker.ttm_eps()
>>> ticker.ttm_eps()
symbol report_date tailing_eps eps update_time
0 TSLA 2008-12-31 NaN -0.02 2025-03-20
1 TSLA 2009-03-31 NaN -0.01 2025-03-20
2 TSLA 2009-06-30 NaN -0.01 2025-03-20
3 TSLA 2009-09-30 -0.05 0.00 2025-03-20
4 TSLA 2009-12-31 -0.05 -0.02 2025-03-20
.. ... ... ... ... ...
60 TSLA 2023-12-31 4.31 2.27 2025-03-20
61 TSLA 2024-03-31 3.92 0.34 2025-03-20
62 TSLA 2024-06-30 3.56 0.42 2025-03-20
63 TSLA 2024-09-30 3.65 0.62 2025-03-20
64 TSLA 2024-12-31 2.04 0.66 2025-03-20
[65 rows x 5 columns]
2. Stock TTM PE
ticker.ttm_pe()
>>> ticker.ttm_pe()
symbol report_date eps_report_date close_price ttm_eps ttm_pe
0 TSLA 2010-06-29 2010-03-31 1.59 -0.06 -26.50
1 TSLA 2010-06-30 2010-06-30 1.59 -0.38 -4.18
2 TSLA 2010-07-01 2010-06-30 1.46 -0.38 -3.84
3 TSLA 2010-07-02 2010-06-30 1.28 -0.38 -3.37
4 TSLA 2010-07-06 2010-06-30 1.07 -0.38 -2.82
... ... ... ... ... ... ...
3802 TSLA 2025-08-11 2025-06-30 339.03 1.73 195.97
3803 TSLA 2025-08-12 2025-06-30 340.84 1.73 197.02
3804 TSLA 2025-08-13 2025-06-30 339.38 1.73 196.17
3805 TSLA 2025-08-14 2025-06-30 335.58 1.73 193.98
3806 TSLA 2025-08-15 2025-06-30 330.56 1.73 191.08
[3807 rows x 6 columns]
3. Stock Historical Market Cap
ticker.market_capitalization()
>>> ticker.market_capitalization()
symbol report_date shares_report_date ... shares_outstanding market_capitalization
0 TSLA 2010-06-29 2010-03-31 ... 1398800900 2.224093e+09
1 TSLA 2010-06-30 2010-06-30 ... 1423625500 2.263565e+09
2 TSLA 2010-07-01 2010-06-30 ... 1423625500 2.078493e+09
3 TSLA 2010-07-02 2010-06-30 ... 1423625500 1.822241e+09
4 TSLA 2010-07-06 2010-06-30 ... 1423625500 1.523279e+09
... ... ... ... ... ... ...
3802 TSLA 2025-08-11 2025-07-17 ... 3225448900 1.093524e+12
3803 TSLA 2025-08-12 2025-07-17 ... 3225448900 1.099362e+12
3804 TSLA 2025-08-13 2025-07-17 ... 3225448900 1.094653e+12
3805 TSLA 2025-08-14 2025-07-17 ... 3225448900 1.082396e+12
3806 TSLA 2025-08-15 2025-07-17 ... 3225448900 1.066204e+12
[3807 rows x 6 columns]
4. Stock Historical PS Ratio
ttm_total_revenue_usd = ttm_total_revenue / exchange_rate
ps_ratio = market_capitalization / ttm_total_revenue_usd
ticker.ps_ratio()
>>> ticker.ps_ratio()
symbol report_date market_capitalization ... ttm_revenue_usd ps_ratio
3461 TSLA 2024-04-01 5.587706e+11 ... 9.474500e+10 5.90
3462 TSLA 2024-04-02 5.313774e+11 ... 9.474500e+10 5.61
3463 TSLA 2024-04-03 5.369581e+11 ... 9.474500e+10 5.67
3464 TSLA 2024-04-04 5.456639e+11 ... 9.474500e+10 5.76
3465 TSLA 2024-04-05 5.258605e+11 ... 9.474500e+10 5.55
... ... ... ... ... ... ...
3807 TSLA 2025-08-18 1.081041e+12 ... 9.272000e+10 11.66
3808 TSLA 2025-08-19 1.062173e+12 ... 9.272000e+10 11.46
3809 TSLA 2025-08-20 1.044723e+12 ... 9.272000e+10 11.27
3810 TSLA 2025-08-21 1.032498e+12 ... 9.272000e+10 11.14
3811 TSLA 2025-08-22 1.096685e+12 ... 9.272000e+10 11.83
[351 rows x 8 columns]
5. Stock Historical PB Ratio
book_value_of_equity = stockholders_equity
book_value_of_equity_usd = book_value_of_equity / exchange_rate
pb_ratio = market_capitalization / book_value_of_equity_usd
ticker.pb_ratio()
>>> ticker.pb_ratio()
symbol report_date market_capitalization ... book_value_of_equity_usd pb_ratio
3022 TSLA 2022-06-30 7.010198e+11 ... 3.637600e+10 19.27
3023 TSLA 2022-07-01 7.097330e+11 ... 3.637600e+10 19.51
3024 TSLA 2022-07-05 7.278776e+11 ... 3.637600e+10 20.01
3025 TSLA 2022-07-06 7.236928e+11 ... 3.637600e+10 19.89
3026 TSLA 2022-07-07 7.636984e+11 ... 3.637600e+10 20.99
... ... ... ... ... ... ...
3807 TSLA 2025-08-18 1.081041e+12 ... 7.731400e+10 13.98
3808 TSLA 2025-08-19 1.062173e+12 ... 7.731400e+10 13.74
3809 TSLA 2025-08-20 1.044723e+12 ... 7.731400e+10 13.51
3810 TSLA 2025-08-21 1.032498e+12 ... 7.731400e+10 13.35
3811 TSLA 2025-08-22 1.096685e+12 ... 7.731400e+10 14.18
[790 rows x 8 columns]
6. Stock Historical PEG Ratio
peg_ratio = ttm_pe / (eps_yoy_growth * 100)
# Only calculated when ttm_eps > 0 and eps_yoy_growth > 0; otherwise None
ticker.peg_ratio()
symbol report_date close_price ttm_eps ttm_pe eps_yoy_growth peg_ratio fiscal_quarter
0 TSLA 2023-06-30 261.77 3.83 68.35 0.63 1.08 2023-03-31
1 TSLA 2023-08-18 215.49 3.83 56.26 0.63 0.89 2023-03-31
2 TSLA 2023-08-21 231.28 3.83 60.39 0.63 0.96 2023-03-31
3 TSLA 2023-08-22 233.19 3.83 60.89 0.63 0.97 2023-03-31
4 TSLA 2023-08-23 236.86 3.83 61.84 0.63 0.98 2023-03-31
.. ... ... ... ... ... ... ... ...
347 TSLA 2025-07-21 328.49 -0.47 NaN -0.87 NaN 2025-03-31
348 TSLA 2025-07-22 332.11 -0.47 NaN -0.87 NaN 2025-03-31
349 TSLA 2025-07-23 332.56 -0.47 NaN -0.87 NaN 2025-03-31
350 TSLA 2025-07-25 316.06 -0.47 NaN -0.87 NaN 2025-03-31
351 TSLA 2025-08-22 340.01 -0.47 NaN -0.87 NaN 2025-03-31
[352 rows x 8 columns]
7. Stock Historical ROE
ending_stockholders_equity = stockholders_equity at the end of the current quarter
beginning_stockholders_equity = stockholders_equity at the beginning of the current quarter (i.e., stockholders_equity from the prior quarter)
avg_equity = (beginning_stockholders_equity + ending_stockholders_equity) / 2
roe = net_income_common_stockholders / avg_equity
ticker.roe()
symbol report_date net_income_common_stockholders beginning_stockholders_equity ending_stockholders_equity avg_equity roe
0 TSLA 2023-09-30 1.851000e+09 5.113000e+10 5.346600e+10 5.229800e+10 0.0354
1 TSLA 2023-12-31 7.927000e+09 5.346600e+10 6.263400e+10 5.805000e+10 0.1366
2 TSLA 2024-03-31 1.432000e+09 6.263400e+10 6.437800e+10 6.350600e+10 0.0225
3 TSLA 2024-06-30 1.400000e+09 6.437800e+10 6.646800e+10 6.542300e+10 0.0214
4 TSLA 2024-09-30 2.167000e+09 6.646800e+10 6.993100e+10 6.819950e+10 0.0318
5 TSLA 2024-12-31 2.314000e+09 6.993100e+10 7.291300e+10 7.142200e+10 0.0324
6 TSLA 2025-03-31 4.090000e+08 7.291300e+10 7.465300e+10 7.378300e+10 0.0055
7 TSLA 2025-06-30 1.172000e+09 7.465300e+10 7.731400e+10 7.598350e+10 0.0154
8. Stock Historical ROA
ending_total_assets = total_assets at the end of the current quarter
beginning_total_assets = total_assets at the beginning of the current quarter (i.e., total_assets from the prior quarter)
avg_assets = (beginning_total_assets + ending_total_assets) / 2
roa = net_income_common_stockholders / avg_assets
ticker.roa()
symbol report_date net_income_common_stockholders beginning_total_assets ending_total_assets avg_assets roa
0 TSLA 2023-09-30 1.851000e+09 9.059100e+10 9.394100e+10 9.226600e+10 0.0201
1 TSLA 2023-12-31 7.927000e+09 9.394100e+10 1.066180e+11 1.002795e+11 0.0790
2 TSLA 2024-03-31 1.432000e+09 1.066180e+11 1.092260e+11 1.079220e+11 0.0133
3 TSLA 2024-06-30 1.400000e+09 1.092260e+11 1.128320e+11 1.110290e+11 0.0126
4 TSLA 2024-09-30 2.167000e+09 1.128320e+11 1.198520e+11 1.163420e+11 0.0186
5 TSLA 2024-12-31 2.314000e+09 1.198520e+11 1.220700e+11 1.209610e+11 0.0191
6 TSLA 2025-03-31 4.090000e+08 1.220700e+11 1.251110e+11 1.235905e+11 0.0033
7 TSLA 2025-06-30 1.172000e+09 1.251110e+11 1.285670e+11 1.268390e+11 0.0092
9. Stock Historical ROIC
[!WARN] ROIC is generally NOT applicable to banks and other financial institutions,
due to their fundamentally different balance sheet structures.
nopat = ebit * (1 - tax_rate_for_calcs) (Net Operating Profit After Tax)
ending_invested_capital = invested_capital at the end of the current quarter
beginning_invested_capital = invested_capital at the beginning of the current quarter (i.e., invested_capital from the prior quarter)
avg_invested_capital = (beginning_invested_capital + ending_invested_capital) / 2
roic = nopat / avg_invested_capital
Note: only the latest consecutive block of quarters is returned. If there is a gap in
ebit, tax_rate_for_calcs, or invested_capital data, quarters before the gap are excluded.
ticker.roic()
symbol report_date ebit tax_rate_for_calcs nopat beginning_invested_capital ending_invested_capital avg_invested_capital roic
0 TSLA 2023-09-30 2.083000e+09 0.08 1.916360e+09 5.264900e+10 5.717000e+10 5.490950e+10 0.0349
1 TSLA 2023-12-31 2.252000e+09 0.21 1.779080e+09 5.717000e+10 6.729100e+10 6.223050e+10 0.0286
2 TSLA 2024-03-31 1.964000e+09 0.26 1.453360e+09 6.729100e+10 6.925200e+10 6.827150e+10 0.0213
3 TSLA 2024-06-30 1.873000e+09 0.21 1.479670e+09 6.925200e+10 7.383000e+10 7.154100e+10 0.0207
4 TSLA 2024-09-30 2.876000e+09 0.22 2.243280e+09 7.383000e+10 7.732100e+10 7.557550e+10 0.0297
5 TSLA 2024-12-31 2.862000e+09 0.16 2.404080e+09 7.732100e+10 8.079100e+10 7.905600e+10 0.0304
6 TSLA 2025-03-31 6.800000e+08 0.29 4.828000e+08 8.079100e+10 8.189700e+10 8.134400e+10 0.0059
7 TSLA 2025-06-30 1.635000e+09 0.23 1.258950e+09 8.189700e+10 8.427000e+10 8.308350e+10 0.0152
10. Stock Historical Equity Multiplier
[!WARN] Equity Multiplier does not apply to banks.
The DuPont Analysis allows us to derive that the Equity Multiplier is equal to ROE / ROA, based on its definitional formula.
ticker.equity_multiplier()
symbol report_date roe roa equity_multiplier
0 TSLA 2023-09-30 0.0354 0.0201 1.76
1 TSLA 2023-12-31 0.1366 0.0790 1.73
2 TSLA 2024-03-31 0.0225 0.0133 1.69
3 TSLA 2024-06-30 0.0214 0.0126 1.70
4 TSLA 2024-09-30 0.0318 0.0186 1.71
5 TSLA 2024-12-31 0.0324 0.0191 1.70
6 TSLA 2025-03-31 0.0055 0.0033 1.67
7 TSLA 2025-06-30 0.0154 0.0092 1.67
11. Stock Historical Assert Turnover
The DuPont Analysis allows us to derive that the Assert Turnover is equal to ROA / Net Margin, based on its definitional formula.
ticker.asset_turnover()
symbol report_date roa net_margin asset_turnover
0 TSLA 2023-09-30 0.0201 0.0793 0.25
1 TSLA 2023-12-31 0.0790 0.3150 0.25
2 TSLA 2024-03-31 0.0133 0.0672 0.20
3 TSLA 2024-06-30 0.0126 0.0549 0.23
4 TSLA 2024-09-30 0.0186 0.0861 0.22
5 TSLA 2024-12-31 0.0191 0.0900 0.21
6 TSLA 2025-03-31 0.0033 0.0212 0.16
7 TSLA 2025-06-30 0.0092 0.0521 0.18
12. Stock Historical WACC
| Variable | Source | Description | Unit |
|---|---|---|---|
Market Capitalization (market_capitalization) | market_capitalization() | Market cap data from the past 5 years, report_date serves as the baseline timeline | USD |
Total Debt (total_debt_usd) | Financial statements (total_debt) | Reported total debt, converted into USD using the spot FX rate at the fiscal quarter end; aligned to market capitalization report_date using merge_asof (looking back to the most recent available value) | USD |
Interest Expense (interest_expense_usd) | Financial statements (interest_expense) | Reported interest expense, converted into USD using the spot FX rate at the fiscal quarter end; aligned to market capitalization report_date using merge_asof (looking back to the most recent available value) | USD |
Pretax Income (pretax_incvome_usd) | Financial statements (pretax_income) | Reported pretax income, converted into USD using the spot FX rate at the fiscal quarter end; aligned to market capitalization report_date using merge_asof (looking back to the most recent available value) | USD |
Tax Provision (tax_provision_usd) | Financial statements (tax_provision) | Reported income tax provision, converted into USD using the spot FX rate at the fiscal quarter end; aligned to market capitalization report_date using merge_asof (looking back to the most recent available value) | USD |
Tax Rate for Calcs (tax_rate_for_calcs) | Financial statements / Derived | Taken directly from financial statements; if missing, falls back to tax_provision_usd / pretax_income_usd | % |
Risk-Free Rate of Return (treasure_10y_yield) | treasure.daily_treasure_yield() | 10-Year U.S. Treasury Constant Maturity Rate; aligned to market capitalization report_date using merge_asof (looking back to the most recent available value) | % |
Beta of the Asset (beta_5y) | summary() | 5-year rolling beta | - |
Expected Return of the Market (sp500_10y_cagr) | sp500_cagr_returns_rolling(10) | 10-year rolling compounded annual growth rate (CAGR) of the S&P 500; aligned to market capitalization report_date using merge_asof (looking back to the most recent available value) | % |
Exchange Rate (exchange_rate) | FX data / synthetic =X symbol | Spot FX rate at fiscal quarter end; for USD-denominated statements, fixed at 1. Converted as value_usd = value / exchange_rate (where exchange_rate = local currency per 1 USD). Aligned via merge_asof lookup | ratio |
ticker.wacc()
symbol report_date market_capitalization exchange_rate total_debt total_debt_usd interest_expense interest_expense_usd pretax_income pretax_income_usd tax_provision tax_provision_usd tax_rate_for_calcs sp500_cagr_end sp500_10y_cagr treasure_10y_yield beta_5y weight_of_debt weight_of_equity cost_of_debt cost_of_equity wacc
0 TSLA 2023-06-30 8.308580e+11 1.0 5.811000e+09 5.811000e+09 28000000.0 28000000.0 2.937000e+09 2.937000e+09 3.230000e+08 3.230000e+08 0.11 2022 0.1041 0.0381 2.07 0.0069 0.9931 0.0048 0.1747 0.1735
1 TSLA 2023-09-30 7.941969e+11 1.0 8.187000e+09 8.187000e+09 38000000.0 38000000.0 2.045000e+09 2.045000e+09 1.670000e+08 1.670000e+08 0.08 2022 0.1041 0.0459 2.07 0.0102 0.9898 0.0046 0.1664 0.1647
2 TSLA 2023-12-31 7.898984e+11 1.0 9.573000e+09 9.573000e+09 61000000.0 61000000.0 2.191000e+09 2.191000e+09 -5.752000e+09 -5.752000e+09 0.21 2023 0.0994 0.0388 2.07 0.0120 0.9880 0.0064 0.1642 0.1623
3 TSLA 2024-03-31 5.598543e+11 1.0 9.911000e+09 9.911000e+09 76000000.0 76000000.0 1.888000e+09 1.888000e+09 4.830000e+08 4.830000e+08 0.26 2023 0.0994 0.0420 2.07 0.0174 0.9826 0.0077 0.1608 0.1581
4 TSLA 2024-06-30 6.310781e+11 1.0 1.251500e+10 1.251500e+10 86000000.0 86000000.0 1.787000e+09 1.787000e+09 3.710000e+08 3.710000e+08 0.21 2023 0.0994 0.0436 2.07 0.0194 0.9806 0.0069 0.1591 0.1561
5 TSLA 2024-09-30 8.390474e+11 1.0 1.278300e+10 1.278300e+10 92000000.0 92000000.0 2.784000e+09 2.784000e+09 6.010000e+08 6.010000e+08 0.22 2023 0.0994 0.0381 2.07 0.0150 0.9850 0.0072 0.1650 0.1626
6 TSLA 2024-12-31 1.298749e+12 1.0 1.362300e+10 1.362300e+10 96000000.0 96000000.0 2.766000e+09 2.766000e+09 4.340000e+08 4.340000e+08 0.16 2024 0.1107 0.0458 2.07 0.0104 0.9896 0.0070 0.1801 0.1783
7 TSLA 2025-03-31 8.344952e+11 1.0 1.312800e+10 1.312800e+10 91000000.0 91000000.0 5.890000e+08 5.890000e+08 1.690000e+08 1.690000e+08 0.29 2024 0.1107 0.0423 2.07 0.0155 0.9845 0.0069 0.1839 0.1811
8 TSLA 2025-06-30 1.024136e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0424 2.07 0.0127 0.9873 0.0065 0.1838 0.1815
9 TSLA 2025-07-01 9.694890e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0426 2.07 0.0134 0.9866 0.0065 0.1836 0.1812
10 TSLA 2025-07-02 1.017656e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0430 2.07 0.0127 0.9873 0.0065 0.1831 0.1808
11 TSLA 2025-07-03 1.016688e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0435 2.07 0.0128 0.9872 0.0065 0.1826 0.1803
12 TSLA 2025-07-07 9.476626e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0440 2.07 0.0137 0.9863 0.0065 0.1821 0.1797
13 TSLA 2025-07-08 9.601394e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0442 2.07 0.0135 0.9865 0.0065 0.1819 0.1795
14 TSLA 2025-07-09 9.539171e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0434 2.07 0.0136 0.9864 0.0065 0.1827 0.1803
15 TSLA 2025-07-10 9.990209e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0435 2.07 0.0130 0.9870 0.0065 0.1826 0.1803
16 TSLA 2025-07-11 1.010756e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0443 2.07 0.0128 0.9872 0.0065 0.1817 0.1794
17 TSLA 2025-07-14 1.021686e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0443 2.07 0.0127 0.9873 0.0065 0.1817 0.1795
18 TSLA 2025-07-15 1.001955e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0450 2.07 0.0129 0.9871 0.0065 0.1810 0.1787
19 TSLA 2025-07-16 1.037064e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0446 2.07 0.0125 0.9875 0.0065 0.1814 0.1792
20 TSLA 2025-07-17 1.030241e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0447 2.07 0.0126 0.9874 0.0065 0.1813 0.1791
21 TSLA 2025-07-18 1.063269e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0444 2.07 0.0122 0.9878 0.0065 0.1816 0.1794
22 TSLA 2025-07-21 1.059528e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0438 2.07 0.0122 0.9878 0.0065 0.1823 0.1801
23 TSLA 2025-07-22 1.071204e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0435 2.07 0.0121 0.9879 0.0065 0.1826 0.1805
24 TSLA 2025-07-23 1.072655e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0440 2.07 0.0121 0.9879 0.0065 0.1821 0.1800
25 TSLA 2025-07-24 9.847295e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0443 2.07 0.0132 0.9868 0.0065 0.1817 0.1794
26 TSLA 2025-07-25 1.019435e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0440 2.07 0.0127 0.9873 0.0065 0.1821 0.1799
27 TSLA 2025-07-28 1.050174e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0442 2.07 0.0124 0.9876 0.0065 0.1819 0.1797
28 TSLA 2025-07-29 1.036014e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0434 2.07 0.0125 0.9875 0.0065 0.1827 0.1805
29 TSLA 2025-07-30 1.029047e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0438 2.07 0.0126 0.9874 0.0065 0.1823 0.1801
30 TSLA 2025-07-31 9.943091e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0437 2.07 0.0130 0.9870 0.0065 0.1824 0.1801
31 TSLA 2025-08-01 9.761176e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0423 2.07 0.0133 0.9867 0.0065 0.1839 0.1815
32 TSLA 2025-08-04 9.975023e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0422 2.07 0.0130 0.9870 0.0065 0.1840 0.1817
33 TSLA 2025-08-05 9.957606e+11 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0422 2.07 0.0130 0.9870 0.0065 0.1840 0.1817
34 TSLA 2025-08-06 1.031853e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0422 2.07 0.0126 0.9874 0.0065 0.1840 0.1817
35 TSLA 2025-08-07 1.039465e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0423 2.07 0.0125 0.9875 0.0065 0.1839 0.1817
36 TSLA 2025-08-08 1.063269e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0427 2.07 0.0122 0.9878 0.0065 0.1835 0.1813
37 TSLA 2025-08-11 1.093524e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0427 2.07 0.0119 0.9881 0.0065 0.1835 0.1814
38 TSLA 2025-08-12 1.099362e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0429 2.07 0.0118 0.9882 0.0065 0.1832 0.1811
39 TSLA 2025-08-13 1.094653e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0424 2.07 0.0119 0.9881 0.0065 0.1838 0.1817
40 TSLA 2025-08-14 1.082396e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0429 2.07 0.0120 0.9880 0.0065 0.1832 0.1811
41 TSLA 2025-08-15 1.066204e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0433 2.07 0.0122 0.9878 0.0065 0.1828 0.1806
42 TSLA 2025-08-18 1.081041e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0434 2.07 0.0120 0.9880 0.0065 0.1827 0.1806
43 TSLA 2025-08-19 1.062173e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0430 2.07 0.0122 0.9878 0.0065 0.1831 0.1809
44 TSLA 2025-08-20 1.044723e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0429 2.07 0.0124 0.9876 0.0065 0.1832 0.1810
45 TSLA 2025-08-21 1.032498e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0433 2.07 0.0126 0.9874 0.0065 0.1828 0.1806
46 TSLA 2025-08-22 1.096685e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0426 2.07 0.0118 0.9882 0.0065 0.1836 0.1815
47 TSLA 2025-08-25 1.117941e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0428 2.07 0.0116 0.9884 0.0065 0.1834 0.1813
48 TSLA 2025-08-26 1.134294e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0426 2.07 0.0114 0.9886 0.0065 0.1836 0.1816
49 TSLA 2025-08-27 1.127617e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0424 2.07 0.0115 0.9885 0.0065 0.1838 0.1817
50 TSLA 2025-08-28 1.115941e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0422 2.07 0.0116 0.9884 0.0065 0.1840 0.1819
51 TSLA 2025-08-29 1.076881e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0423 2.07 0.0120 0.9880 0.0065 0.1839 0.1818
52 TSLA 2025-09-02 1.062334e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0428 2.07 0.0122 0.9878 0.0065 0.1834 0.1812
53 TSLA 2025-09-03 1.077590e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0422 2.07 0.0120 0.9880 0.0065 0.1840 0.1819
54 TSLA 2025-09-04 1.091911e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0417 2.07 0.0119 0.9881 0.0065 0.1845 0.1824
55 TSLA 2025-09-05 1.131616e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0410 2.07 0.0115 0.9885 0.0065 0.1853 0.1832
56 TSLA 2025-09-08 1.117295e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0405 2.07 0.0116 0.9884 0.0065 0.1858 0.1837
57 TSLA 2025-09-09 1.119134e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0408 2.07 0.0116 0.9884 0.0065 0.1855 0.1834
58 TSLA 2025-09-10 1.121779e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0404 2.07 0.0116 0.9884 0.0065 0.1859 0.1838
59 TSLA 2025-09-11 1.189578e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0401 2.07 0.0109 0.9891 0.0065 0.1862 0.1842
60 TSLA 2025-09-12 1.277084e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0406 2.07 0.0102 0.9898 0.0065 0.1857 0.1839
61 TSLA 2025-09-15 1.322563e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0405 2.07 0.0098 0.9902 0.0065 0.1858 0.1840
62 TSLA 2025-09-16 1.359914e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0404 2.07 0.0096 0.9904 0.0065 0.1859 0.1842
63 TSLA 2025-09-17 1.373590e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0406 2.07 0.0095 0.9905 0.0065 0.1857 0.1840
64 TSLA 2025-09-18 1.344528e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0411 2.07 0.0097 0.9903 0.0065 0.1852 0.1835
65 TSLA 2025-09-19 1.374267e+12 1.0 1.313400e+10 1.313400e+10 86000000.0 86000000.0 1.549000e+09 1.549000e+09 3.590000e+08 3.590000e+08 0.23 2024 0.1107 0.0414 2.07 0.0095 0.9905 0.0065 0.1849 0.1832
13. Stock Historical Enterprise Value
enterprise_value = market_capitalization + total_debt_usd + minority_interest_usd + preferred_stock_equity_usd - cash_and_cash_equivalents_usd
where:
total_debt_usd = total_debt / exchange_to_usd_rate
minority_interest_usd = minority_interest / exchange_to_usd_rate (0 if not present)
preferred_stock_equity_usd = preferred_stock_equity / exchange_to_usd_rate (0 if not present)
cash_and_cash_equivalents_usd = cash_and_cash_equivalents / exchange_to_usd_rate
ticker.enterprise_value()
>>> ticker.enterprise_value()
symbol report_date market_capitalization fiscal_quarter exchange_to_usd_rate total_debt total_debt_usd minority_interest minority_interest_usd preferred_stock_equity preferred_stock_equity_usd cash_and_cash_equivalents cash_and_cash_equivalents_usd enterprise_value
7853 MSFT 2026-02-13 2.980053e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 3.013364e+12
7854 MSFT 2026-02-17 2.946935e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 2.980246e+12
7855 MSFT 2026-02-18 2.967281e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 3.000592e+12
7856 MSFT 2026-02-19 2.958816e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 2.992127e+12
7857 MSFT 2026-02-20 2.949683e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 2.982994e+12
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
7858 MSFT 2026-02-23 2.854932e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 2.888243e+12
7859 MSFT 2026-02-24 2.888570e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 2.921881e+12
7860 MSFT 2026-02-25 2.974707e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 3.008018e+12
7861 MSFT 2026-02-26 2.983024e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 3.016335e+12
7862 MSFT 2026-02-27 2.916342e+12 2025-12-31 1.0 5.760700e+10 5.760700e+10 0.0 0.0 0.0 0.0 2.429600e+10 2.429600e+10 2.949653e+12
14. Stock Historical Enterprise Value to Revenue (EV/Revenue)
ev_to_revenue = enterprise_value / ttm_revenue_usd
where:
enterprise_value = market_capitalization + total_debt_usd + minority_interest_usd + preferred_stock_equity_usd - cash_and_cash_equivalents_usd
ttm_revenue_usd = trailing twelve months total revenue converted to USD
ticker.enterprise_to_revenue()
>>> ticker.enterprise_to_revenue()
symbol report_date enterprise_value fiscal_quarter ttm_revenue ttm_revenue_usd ev_to_revenue
909 MSFT 2026-02-13 3.013364e+12 2025-12-31 3.054530e+11 3.054530e+11 9.87
910 MSFT 2026-02-17 2.980246e+12 2025-12-31 3.054530e+11 3.054530e+11 9.76
911 MSFT 2026-02-18 3.000592e+12 2025-12-31 3.054530e+11 3.054530e+11 9.82
912 MSFT 2026-02-19 2.992127e+12 2025-12-31 3.054530e+11 3.054530e+11 9.80
913 MSFT 2026-02-20 2.982994e+12 2025-12-31 3.054530e+11 3.054530e+11 9.77
914 MSFT 2026-02-23 2.888243e+12 2025-12-31 3.054530e+11 3.054530e+11 9.46
915 MSFT 2026-02-24 2.921881e+12 2025-12-31 3.054530e+11 3.054530e+11 9.57
916 MSFT 2026-02-25 3.008018e+12 2025-12-31 3.054530e+11 3.054530e+11 9.85
917 MSFT 2026-02-26 3.016335e+12 2025-12-31 3.054530e+11 3.054530e+11 9.87
918 MSFT 2026-02-27 2.949653e+12 2025-12-31 3.054530e+11 3.054530e+11 9.66
15. Stock Historical Enterprise Value to EBITDA (EV/EBITDA)
ev_to_ebitda = enterprise_value / ttm_ebitda_usd
where:
enterprise_value = market_capitalization + total_debt_usd + minority_interest_usd + preferred_stock_equity_usd - cash_and_cash_equivalents_usd
ttm_ebitda_usd = trailing twelve months EBITDA converted to USD
ticker.enterprise_to_ebitda()
>>> ticker.enterprise_to_ebitda()
symbol report_date enterprise_value fiscal_quarter ttm_ebitda ttm_ebitda_usd ev_to_ebitda
909 MSFT 2026-02-13 3.013364e+12 2025-12-31 1.913850e+11 1.913850e+11 15.75
910 MSFT 2026-02-17 2.980246e+12 2025-12-31 1.913850e+11 1.913850e+11 15.57
911 MSFT 2026-02-18 3.000592e+12 2025-12-31 1.913850e+11 1.913850e+11 15.68
912 MSFT 2026-02-19 2.992127e+12 2025-12-31 1.913850e+11 1.913850e+11 15.63
913 MSFT 2026-02-20 2.982994e+12 2025-12-31 1.913850e+11 1.913850e+11 15.59
914 MSFT 2026-02-23 2.888243e+12 2025-12-31 1.913850e+11 1.913850e+11 15.09
915 MSFT 2026-02-24 2.921881e+12 2025-12-31 1.913850e+11 1.913850e+11 15.27
916 MSFT 2026-02-25 3.008018e+12 2025-12-31 1.913850e+11 1.913850e+11 15.72
917 MSFT 2026-02-26 3.016335e+12 2025-12-31 1.913850e+11 1.913850e+11 15.76
918 MSFT 2026-02-27 2.949653e+12 2025-12-31 1.913850e+11 1.913850e+11 15.41
16. Stock Historical Debt to Equity (D/E) Ratio
debt_to_equity = total_debt / stockholders_equity
Both values are from the quarterly balance sheet in the same currency, so no currency conversion is needed.
ticker.debt_to_equity()
>>> ticker.debt_to_equity()
symbol report_date total_debt stockholders_equity debt_to_equity
7 MSFT 2024-09-30 6.147800e+10 2.877230e+11 0.21
8 MSFT 2024-12-31 6.222400e+10 3.026950e+11 0.21
9 MSFT 2025-03-31 6.056700e+10 3.218910e+11 0.19
10 MSFT 2025-06-30 6.058800e+10 3.434790e+11 0.18
11 MSFT 2025-09-30 6.055600e+10 3.630760e+11 0.17
12 MSFT 2025-12-31 5.760700e+10 3.908750e+11 0.15
17. Stock Historical ROCE (Return on Capital Employed)
roce = ebit / avg_capital_employed
where:
capital_employed = total_assets - current_liabilities
avg_capital_employed = (beginning_capital_employed + ending_capital_employed) / 2
ticker.roce()
>>> ticker.roce()
symbol report_date ebit beginning_capital_employed ending_capital_employed avg_capital_employed roce
0 MSFT 2023-09-30 2.780900e+10 3.078270e+11 3.209930e+11 3.144100e+11 0.0884
1 MSFT 2023-12-31 2.743500e+10 3.209930e+11 3.495420e+11 3.352675e+11 0.0818
2 MSFT 2024-03-31 2.752700e+10 3.495420e+11 3.657500e+11 3.576460e+11 0.0770
3 MSFT 2024-06-30 2.795100e+10 3.657500e+11 3.868770e+11 3.763135e+11 0.0743
4 MSFT 2024-09-30 3.085100e+10 3.868770e+11 4.078130e+11 3.973450e+11 0.0776
5 MSFT 2024-12-31 2.995900e+10 4.078130e+11 4.250160e+11 4.164145e+11 0.0719
6 MSFT 2025-03-31 3.197100e+10 4.250160e+11 4.484180e+11 4.367170e+11 0.0732
7 MSFT 2025-06-30 3.323100e+10 4.484180e+11 4.777850e+11 4.631015e+11 0.0718
8 MSFT 2025-09-30 3.499900e+10 4.777850e+11 5.013550e+11 4.895700e+11 0.0715
9 MSFT 2025-12-31 4.898200e+10 5.013550e+11 5.352970e+11 5.183260e+11 0.0945
18. Industry Historical TTM PE
Aggregate method (MSCI methodology): industry PE = total paired market cap / total paired TTM net income.
Paired exclusion: a company is included only when BOTH its daily market cap AND its TTM net income
are available on the same date. Companies with negative TTM net income are also excluded, as they
would otherwise distort the industry-level ratio.
TTM net income: trailing four consecutive quarters of net_income_common_stockholders, converted to
USD at the spot FX rate of each fiscal quarter end. Quarterly TTM values are forward-filled to align
with daily market cap dates via merge_asof (backward).
total_market_cap = Σ market_cap(i) for companies where TTM net income > 0 and both values available
total_ttm_net_income = Σ ttm_net_income_usd(i) for the same set of companies
industry_pe = total_market_cap / total_ttm_net_income
ticker.industry_ttm_pe()
report_date industry ... total_ttm_net_income industry_pe
0 1994-11-30 Auto Manufacturers ... NaN NaN
1 1994-12-01 Auto Manufacturers ... NaN NaN
2 1994-12-02 Auto Manufacturers ... NaN NaN
3 1994-12-05 Auto Manufacturers ... NaN NaN
4 1994-12-06 Auto Manufacturers ... NaN NaN
... ... ... ... ... ...
7788 2025-11-10 Auto Manufacturers ... 3.084231e+10 68.63
7789 2025-11-11 Auto Manufacturers ... 3.084231e+10 68.37
7790 2025-11-12 Auto Manufacturers ... 3.084231e+10 67.39
7791 2025-11-13 Auto Manufacturers ... 3.084231e+10 63.96
7792 2025-11-14 Auto Manufacturers ... 3.084231e+10 64.06
[7793 rows x 5 columns]
19. Industry Historical PS Ratio
Aggregate method (MSCI methodology): industry PS = total paired market cap / total paired TTM revenue.
Paired exclusion: a company is included only when BOTH its daily market cap AND its TTM revenue are
available on the same date. Revenue is virtually always positive so no sign-based exclusion is applied.
TTM revenue: trailing four consecutive quarters of total_revenue, converted to USD at the spot FX
rate of each fiscal quarter end. Quarterly TTM values are forward-filled to align with daily market
cap dates via merge_asof (backward).
total_market_cap = Σ market_cap(i) for companies where both values available
total_ttm_revenue = Σ ttm_revenue_usd(i) for the same set of companies
industry_ps_ratio = total_market_cap / total_ttm_revenue
ticker.industry_ps_ratio()
report_date industry ... total_ttm_revenue industry_ps_ratio
0 1994-11-30 Auto Manufacturers ... NaN NaN
1 1994-12-01 Auto Manufacturers ... NaN NaN
2 1994-12-02 Auto Manufacturers ... NaN NaN
3 1994-12-05 Auto Manufacturers ... NaN NaN
4 1994-12-06 Auto Manufacturers ... NaN NaN
... ... ... ... ... ...
7788 2025-11-10 Auto Manufacturers ... 1.026618e+12 2.06
7789 2025-11-11 Auto Manufacturers ... 1.026618e+12 2.05
7790 2025-11-12 Auto Manufacturers ... 1.026618e+12 2.02
7791 2025-11-13 Auto Manufacturers ... 1.026618e+12 1.92
7792 2025-11-14 Auto Manufacturers ... 1.026618e+12 1.92
[7793 rows x 5 columns]
20. Industry Historical PB Ratio
Aggregate method (MSCI methodology): industry PB = total paired market cap / total paired book value of equity.
Paired exclusion: a company is included only when BOTH its daily market cap AND its quarterly book
value of equity (BVE) are available on the same date. Companies with negative BVE are also excluded,
as negative book value produces a negative PB ratio that cannot be meaningfully interpreted.
BVE: stockholders_equity from the quarterly balance sheet, converted to USD at the spot FX rate of
each fiscal quarter end. Quarterly BVE values are forward-filled to align with daily market cap
dates via merge_asof (backward).
total_market_cap = Σ market_cap(i) for companies where BVE > 0 and both values available
total_bve = Σ bve_usd(i) for the same set of companies
industry_pb_ratio = total_market_cap / total_bve
ticker.industry_pb_ratio()
report_date industry ... total_bve industry_pb_ratio
0 1994-11-30 Auto Manufacturers ... NaN NaN
1 1994-12-01 Auto Manufacturers ... NaN NaN
2 1994-12-02 Auto Manufacturers ... NaN NaN
3 1994-12-05 Auto Manufacturers ... NaN NaN
4 1994-12-06 Auto Manufacturers ... NaN NaN
... ... ... ... ... ...
7788 2025-11-10 Auto Manufacturers ... 6.133932e+11 3.45
7789 2025-11-11 Auto Manufacturers ... 6.133932e+11 3.44
7790 2025-11-12 Auto Manufacturers ... 6.133932e+11 3.39
7791 2025-11-13 Auto Manufacturers ... 6.133932e+11 3.22
7792 2025-11-14 Auto Manufacturers ... 6.133932e+11 3.22
[7793 rows x 5 columns]
21. Industry Historical ROE
Aggregate method (Damodaran methodology): industry ROE = total TTM net income / total TTM avg equity.
Paired exclusion: a company is included only when BOTH its TTM net income AND its TTM avg equity are
available on the same date.
TTM net income: trailing four consecutive quarters of net_income_common_stockholders, converted to
USD at the spot FX rate of each fiscal quarter end.
TTM avg equity: average of stockholders_equity at the start and end of the TTM window (i.e.,
equity 3 quarters ago and current equity), converted to USD at the spot FX rate of each fiscal
quarter end.
Date baseline: every month end. Each company's quarterly TTM values are forward-filled to the
monthly baseline via merge_asof (backward), so companies with different fiscal year ends all
contribute to every month.
total_ttm_net_income = Σ ttm_net_income_usd(i) for companies where both values available
total_avg_equity = Σ ttm_avg_equity_usd(i) for the same set of companies
industry_roe = total_ttm_net_income / total_avg_equity
ticker.industry_roe()
report_date industry total_ttm_net_income total_avg_equity industry_roe
0 2024-03-31 Auto Manufacturers 1.234567e+10 4.915669e+11 0.0251
1 2024-04-30 Auto Manufacturers 1.234567e+10 4.915669e+11 0.0251
2 2024-05-31 Auto Manufacturers 1.234567e+10 4.915669e+11 0.0251
3 2024-06-30 Auto Manufacturers 1.143964e+10 4.897561e+11 0.0234
4 2024-07-31 Auto Manufacturers 1.143964e+10 4.897561e+11 0.0234
5 2024-08-31 Auto Manufacturers 1.143964e+10 4.897561e+11 0.0234
6 2024-09-30 Auto Manufacturers 6.302880e+09 5.294544e+11 0.0119
7 2024-10-31 Auto Manufacturers 6.302880e+09 5.294544e+11 0.0119
8 2024-11-30 Auto Manufacturers 6.302880e+09 5.294544e+11 0.0119
9 2024-12-31 Auto Manufacturers 1.273238e+10 4.982886e+11 0.0256
22. Industry Historical ROA
Aggregate method (Damodaran): industry ROA = Σ(TTM net income) / Σ(TTM avg assets), not the mean
of individual company ROAs. This gives larger companies more weight, consistent with how index
providers (MSCI, S&P) compute sector-level profitability metrics.
Paired exclusion: a company is included only when BOTH its TTM net income AND its TTM avg assets are
available on the same date.
TTM net income: trailing four consecutive quarters of net_income_common_stockholders, converted to
USD at the spot FX rate of each fiscal quarter end.
TTM avg assets: average of total_assets at the start and end of the TTM window (i.e., assets
3 quarters ago and current assets), converted to USD at the spot FX rate of each fiscal quarter end.
Date baseline: every month end. Each company's quarterly TTM values are forward-filled to the
monthly baseline via merge_asof (backward), so companies with different fiscal year ends all
contribute to every month.
total_ttm_net_income = Σ ttm_net_income_usd(i) for companies where both values available
total_avg_assets = Σ ttm_avg_assets_usd(i) for the same set of companies
industry_roa = total_ttm_net_income / total_avg_assets
ticker.industry_roa()
report_date industry total_ttm_net_income total_avg_assets industry_roa
0 2024-03-31 Auto Manufacturers 1.234567e+10 1.531480e+12 0.0081
1 2024-04-30 Auto Manufacturers 1.234567e+10 1.531480e+12 0.0081
2 2024-05-31 Auto Manufacturers 1.234567e+10 1.531480e+12 0.0081
3 2024-06-30 Auto Manufacturers 1.143964e+10 1.537488e+12 0.0074
4 2024-07-31 Auto Manufacturers 1.143964e+10 1.537488e+12 0.0074
5 2024-08-31 Auto Manufacturers 1.143964e+10 1.537488e+12 0.0074
6 2024-09-30 Auto Manufacturers 6.302880e+09 1.648691e+12 0.0038
7 2024-10-31 Auto Manufacturers 6.302880e+09 1.648691e+12 0.0038
8 2024-11-30 Auto Manufacturers 6.302880e+09 1.648691e+12 0.0038
9 2024-12-31 Auto Manufacturers 1.273238e+10 1.581029e+12 0.0081
23. Industry Historical Equity Multiplier
Industry Equity Multiplier = Industry ROE / Industry ROA
ticker.industry_equity_multiplier()
report_date industry industry_roe industry_roa industry_equity_multiplier
0 2023-06-30 Auto Manufacturers -0.0910 -0.0659 1.38
1 2023-09-30 Auto Manufacturers 0.0255 0.0084 3.04
2 2023-12-31 Auto Manufacturers 0.0311 0.0102 3.05
3 2024-03-31 Auto Manufacturers 0.0180 0.0058 3.10
4 2024-06-30 Auto Manufacturers 0.0234 0.0074 3.16
5 2024-09-30 Auto Manufacturers 0.0119 0.0038 3.13
6 2024-12-31 Auto Manufacturers 0.0256 0.0081 3.16
7 2025-03-31 Auto Manufacturers 0.0093 0.0029 3.21
8 2025-06-30 Auto Manufacturers 0.0105 0.0033 3.18
9 2025-09-30 Auto Manufacturers 0.0136 0.0042 3.24
24. Industry Historical Asset Turnover
Industry Asset Turnover = Industry ROA / Industry Net Margin
ticker.industry_asset_turnover()
report_date industry industry_roa industry_net_margin industry_asset_turnover
0 2023-06-30 Auto Manufacturers -0.0659 0.0615 -1.07
1 2023-09-30 Auto Manufacturers 0.0084 0.0506 0.17
2 2023-12-31 Auto Manufacturers 0.0102 0.0591 0.17
3 2024-03-31 Auto Manufacturers 0.0058 0.0385 0.15
4 2024-06-30 Auto Manufacturers 0.0074 0.0465 0.16
5 2024-09-30 Auto Manufacturers 0.0038 0.0246 0.15
6 2024-12-31 Auto Manufacturers 0.0081 0.0496 0.16
7 2025-03-31 Auto Manufacturers 0.0029 0.0200 0.14
8 2025-06-30 Auto Manufacturers 0.0033 0.0212 0.16
9 2025-09-30 Auto Manufacturers 0.0042 0.0268 0.16
25. Industry Historical ROIC
[!WARN] ROIC is generally NOT applicable to banks and other financial institutions,
due to their fundamentally different balance sheet structures.
Aggregate method (Damodaran methodology): industry ROIC = total TTM NOPAT / total TTM avg invested capital.
Paired exclusion: a company is included only when BOTH its TTM NOPAT AND its TTM avg invested capital
are available on the same date. Companies missing ebit, tax_rate_for_calcs, or invested_capital in any
of the four quarters are excluded.
TTM NOPAT: sum of nopat over trailing four consecutive quarters, where
nopat = ebit * (1 - tax_rate_for_calcs)
All values converted to USD at the spot FX rate of each fiscal quarter end.
TTM avg invested capital: average of invested_capital at the start and end of the TTM window
(i.e., invested_capital 3 quarters ago and current invested_capital), converted to USD.
Date baseline: every month end. Each company's quarterly TTM values are forward-filled to the
monthly baseline via merge_asof (backward), so companies with different fiscal year ends all
contribute to every month.
total_ttm_nopat = Σ ttm_nopat_usd(i) for companies where both values available
total_ttm_avg_inv_cap = Σ ttm_avg_inv_cap_usd(i) for the same set of companies
industry_roic = total_ttm_nopat / total_ttm_avg_inv_cap
ticker.industry_roic()
report_date industry total_ttm_nopat total_ttm_avg_inv_cap industry_roic
0 2024-03-31 Semiconductors & Equipment 3.456789e+10 2.345678e+11 0.1473
1 2024-04-30 Semiconductors & Equipment 3.456789e+10 2.345678e+11 0.1473
2 2024-05-31 Semiconductors & Equipment 3.456789e+10 2.345678e+11 0.1473
3 2024-06-30 Semiconductors & Equipment 4.123456e+10 2.567891e+11 0.1606
4 2024-07-31 Semiconductors & Equipment 4.123456e+10 2.567891e+11 0.1606
5 2024-08-31 Semiconductors & Equipment 4.123456e+10 2.567891e+11 0.1606
6 2024-09-30 Semiconductors & Equipment 5.234567e+10 2.789012e+11 0.1876
7 2024-10-31 Semiconductors & Equipment 5.234567e+10 2.789012e+11 0.1876
8 2024-11-30 Semiconductors & Equipment 5.234567e+10 2.789012e+11 0.1876
9 2024-12-31 Semiconductors & Equipment 6.345678e+10 2.901234e+11 0.2187