FactSet Fundamentals

This function provides data from the “FactSet Fundamentals” data set, which provides a deeper set of 750+ fundamental KPIs, but without consensus estimates. This is not fully comparable with data from the FactSet Estimates data set. (See https://www.factset.com/marketplace/catalog/product/factset-fundamentals)

fs_fundamental(parameter, freq='FQ/FS', alignment='afp', *, currency=None, currency_method=None)

Retrieves time series from the FactSet Fundamentals dataset.

Parameters:

  • parameter (str) – A FactSet fundamentals data item.

  • freq (str) – A fiscal frequency: FQ/FS, FQ, FS, FY or LTM.

  • alignment – An alignment: afp, fp, pd or rd.

  • currency (str) – Optionally, a three-letter currency code (e.g. USD or EUR). If a currency is given, the values are converted to the given currency.

  • currency_method (str) – How the exchange rate is determined. Either 'mean' (use the average exchange rate over the fiscal period) or 'last' (use the exchange rate of the last day in the fiscal period). The default value is 'mean'. See interval-based currency conversion.

Examples:

Retrieve the market cap with with the fiscal period the company itself uses:

fs_fundamental('MKT_VAL')

Specify that you want it with annual frequency:

fs_fundamental('MKT_VAL', freq='FY')

Retrieve the net income aligned to report date:

fs_fundamental('NET_INCOME', alignment='rd')

Data items

Item

Monetary

Description

ACCR_EXP_XPAYR

Y

Accrued Expenses (Excl. Accrued Payroll)

ACQ_BUS_CF

Y

Net Assets from Acquisitions

ADJ_NET_OTH

Y

Other After Tax Adjustments

ASSETS

Y

Total Assets

ASSETS_CURR

Y

Total Current Assets

ASSETS_CURR_OTH

Y

Other Current Assets

ASSETS_NONPERF

Y

Total Non-Performing Assets

ASSETS_OTH

Y

Tangible Other Assets

ASSETS_OTH_INTANG

Y

Other Assets

ASSET_TURN

Asset Turnover

BK_COM_EQ_TIER1_TOT

Y

Common Equity Tier 1- Total

BK_INVEST_TOT

Y

Total Investments - Banks

BPS

Y

Book Value Per Share

BPS_GR

Book Value Per Share - 1 Year Annual Growth

BPS_TANG

Y

Book Value Per Share - Tangible

CAPEX

Y

Capital Expenditures (Total)

CAPEX_5YGR

Capital Spending - 5Yr Growth Rate

CAPEX_SALES

Capital Expenditure % Total Sales

CAP_LEASE_CURR

Y

Current Portion of Capital Leases

CASH_DUE_FR_BK

Y

Total Cash & Due from Banks

CASH_ONLY

Y

Cash Only

CASH_RESTR

Y

Restricted Cash

CASH_ROCE

Cash Earnings Return On Equity

CASH_ST

Y

Cash & Short Term Investments

CF_PS_GR

Cash Flow Per Share - 1 Year Growth

CF_ROIC

Cash Flow Return on Average Invested Capital

CF_SALES

Cash Flow/Sales

CHG_CASH_CF

Y

Net Change in Cash

COGS

Y

Cost of Goods Sold (COGS) including Depreciation & Amortization

COGS_SALES

Cost of Goods Sold % Sales

COM_EQ

Y

Common Equity (Total)

COM_EQ_ASSETS

Common Equity % Total Assets

COM_EQ_RETAIN_EARN

Y

Retained Earnings

COM_EQ_TCAP

Equity % Total Capital

COM_SHS_OUT

Common Shares Outstanding

COM_SHS_OUT_EPS

Common Shares Used to Calculate EPS

COM_SHS_OUT_EPS_BASIC

Common Shares Used to Calculate EPS - Basic

COM_SHS_OUT_EPS_DIL

Common Shares Used to Calculate EPS - Fully Diluted

CONSOL_NET_INC

Y

Consolidated Net Income

CURR_INS_BEN

Y

Current Insurance Benefits

CURR_RATIO

Current Ratio

CUST_ACCEPT

Y

Customer Liability on Acceptances

DEBT

Y

Total Debt

DEBT_ASSETS

Total Debt % Total Assets

DEBT_CF

Y

Issuance/Reduction of Debt, Net

DEBT_EBITDA_OPER

Debt / EBITDA

DEBT_ENTRPR_VAL

Total Debt To Enterprise Value

DEBT_LT

Y

Long Term Debt

DEBT_LT_CONV

Y

Convertible Debt

DEBT_ST

Y

Short-Term Debt (incl. Current Portion of LTD)

DEBT_ST_XOPER

Y

Short Term Debt and Current Portion of Long Term Debt - Excluding Lease Liabilities

DEPS

Y

Total Deposits

DEPS_CUST

Y

Total Customer Deposits

DEPS_DECR_CF

Y

Decrease in Deposits

DEPS_INCR_CF

Y

Increase in Deposits

DEP_CHG_CF

Y

Change in Deposits

DEP_EXP_CF

Y

Depreciation, Depletion & Amortization (Cash Flow)

DFD_TAX

Y

Deferred Taxes

DFD_TAX_CF

Y

Deferred Taxes & Investment Tax Credit

DFD_TAX_CR

Y

Deferred Tax Liabilities

DFD_TAX_DB

Y

Deferred Tax Assets

DFD_TAX_ITC

Y

Deferred Taxes

DIV_CF

Y

Cash Dividends Paid

DIV_PAY_OUT_PS

Dividend Payout Per Share

DIV_PFD

Y

Preferred Dividends

DPS

Y

Dividends Per Share

DPS_ALL

Y

Dividends Per Share Normal, Extra, and Special Dividends

DPS_GR

Dividends Per Share - 1 Year Annual Growth

DPS_GROSS

Y

Dividends Per Share - Gross

EARN_PERST

Earnings Persistence

EBITDA_OPER

Y

EBITDA

EBIT_OPER

Y

EBIT (Operating Income)

EBIT_OPER_INT_COVG

Pretax Interest Coverage Ratio

EBIT_OPER_PS

Y

Operating Profit Per Share

EBIT_OPER_ROA

Return On Average Assets (EBIT)

EMP_NUM

Number of employees

ENTRPR_VAL

Y

Enterprise Value - Using Diluted Shares

ENTRPR_VAL_EBITDA_OPER

Enterprise Value To EBITDA

ENTRPR_VAL_EBIT_OPER

Enterprise Value To EBIT

ENTRPR_VAL_SALES

Enterprise Value To Sales

EPS_BASIC

Y

EPS - Basic - Before Extraordinaries

EPS_DIL

Y

EPS - Fully Diluted

EPS_DIL_BEF_UNUSUAL

Y

EPS - Diluted - Before Unusual Expense

EPS_REPORTED

Y

Earnings Per Share - As Reported

EQ_AFF_INC

Y

Equity in Earnings of Affiliates

EQ_TOT

Y

Total Equity

EXP_TOT

Y

Total Expense

FCF_YLD

Y

Free Cash Flow Yield

FIN_ACTIV_OTH_CF

Y

Other Funds

FIN_CF

Y

Net Financing Cash Flow

FOR_EXCH_CF

Y

Exchange Rate Effect

FREE_CF_FCFE

Y

Free Cash Flow to Equity

FREE_CF_MINUS_DIV

Y

Free Cash Flow to Equity Minus Dividends

FREE_PS_CF

Y

Cash Flow Per Share (Diluted) - Free

FSCORE

Piotroski F-Score

FUNDS_OPER_GROSS

Y

Funds from Operations

GROSS_CF_DEBT

Cash Flow (Gross) % Total Debt

GROSS_INC

Y

Gross Income

GROSS_MGN

Gross Profit Margin

INCR_FED_HOME_ADV_CF

Y

Federal Home Loan Advances Increase (Decrease)

INC_TAX

Y

Income Taxes

INS_LIABS_POL

Y

Insurance Policy Liabilities (Insurance)

INTANG

Y

Intangible Assets

INTANG_DEVT

Y

Intangibles - Development Costs - Net

INT_EXP_NET

Y

Interest Expense

INT_EXP_TOT

Y

Total Interest Expense - Banks

INT_INC

Y

Interest Income

INT_INC_AFT_PROV

Y

Net Interest Income after Loan Loss Provision

INT_INC_NET

Y

Net Interest Income

INT_MGN

Net Interest Margin

INT_PAY

Y

Interest Payable

INVEN

Y

Inventories

INVEN_LIFO

Inventories - LIFO Reserve

INVEN_TURN

Inventory Turnover

INVEST_ACTIV_CF

Y

Investing Activities - Other Uses

INVEST_ACTIV_OTH

Y

Other Funds

INVEST_ADV

Y

Total Investments and Advances

INVEST_AFF

Y

Investment in Unconsolidated Subsidiaries

INVEST_CAP

Y

Invested Capital - Total

INVEST_CF

Y

Net Investing Cash Flow

INVEST_PURCH_SALE_CF

Y

Purchase/Sale of Investments

INVEST_RE

Y

Real Estate Assets

INVEST_SOURCES_CF

Y

Investing Activities - Other Sources

INVEST_USES_CF

Y

Other Uses

INVEST_YLD_5YAVG

Yield On Investment - 5 Year Average

LIABS

Y

Total Liabilities

LIABS_CURR

Y

Total Current Liabilities

LIABS_CURR_OTH

Y

Other Current Liabilities

LIABS_OTH

Y

Other Liabilities

LIABS_SHLDRS_EQ

Y

Liabilities & Stockholders’ Equity - Total

LOAN_CHG_CF

Y

Proceeds from Loans

LOAN_DECR_CF

Y

Decrease in Loans

LOAN_INCR_CF

Y

Increase in Loans

LOAN_LOSS_PROV

Y

Loan Loss Provision

LOAN_NET

Y

Net Loans

LOSS_ADJ_EXP

Loss Adjustment Expense

LOSS_CLAIM_RSRV

Y

Losses, Claims & Reserves

MIN_INT_ACCUM

Y

Accumulated Minority Interest - Total

MIN_INT_EXP

Y

Minority Interest Expense

MISC_FUNDS_CF

Y

Miscellaneous Funds

MISC_NET_OTH

Y

Other After Tax Income (Expense)

MKT_VAL

Y

Market Value - using Period End Price

NET_DEBT

Y

Net Debt

NET_INC

Y

Net Income

NET_INCOME

Y

Net Income (incl. Discontinued Operations)

NET_INC_AFT_PFD

Y

Net Income After Preferred Dividends

NET_INC_AFT_XORD

Y

Net Income - After Extraordinary Items

NET_INC_BASIC

Y

Net Income Avail to Common - Basic

NET_INC_CF

Y

Net Income/Starting Line

NET_MGN

Net Margin

NON_CASH

Y

Other Funds

NON_INT_EXP

Y

Non-Interest Expense

NON_INT_INC

Y

Non-Interest Income

NON_OPER_INC

Y

Non-Operating Income (Expense)

NOTES_RECEIV_LT

Y

Long-Term Note Receivable

OPER_CF

Y

Net Operating Cash Flow

OPER_EXP_OTH

Y

Other Operating Expense

OPER_EXP_TOT

Y

Operating Expenses - Total

OPER_INC

Y

Operating Income

OPER_INC_AFT_INT

Y

Operating Income After Interest Expense

OPER_INC_BEF_INT

Y

Operating Income Before Interest Expense

OPER_LEASE_REPAY

Y

Repayments of Operating Lease Liabilities

OPER_MGN

Operating Margin

PAY_ACCT

Y

Accounts Payable

PAY_OUT_RATIO

Dividend Payout (% Earnings) - Total Dollar

PAY_TAX

Y

Income Tax Payable

PBK

Price To Book Value - Closing Price As Of Last Trading Day

PCF

Price to Cash Flow Ratio - Closing Price as of Fiscal Period End

PE

Price To Earnings - Closing Price As Of Fiscal Period End

PFCF

Price To Free Cash Flow

PFD_STK

Y

Preferred Stock - Carrying Value

PPE_NET

Y

Net Property, Plant & Equipment

PREM_RECEIV

Y

Premium Balance Receivables

PRICE_CLOSE_FP

Y

Market Price - Fiscal Period Close

PROV_RISK

Y

Provision for Risks & Charges

PSALES

Price To Sales - Closing Price As Of Last Trading Day

PTX_INC

Y

Pretax Income

PTX_MGN

Pretax Margin

PTX_XORD_CHRG

Y

Extraordinary Charge - Pretax

PTX_XORD_CR

Y

Extraordinary Credit - Pretax

QUICK_RATIO

Quick Ratio

RD_SALES

Research & Development % Sales

RECEIV_INT

Y

Interest Receivables

RECEIV_ST

Y

Total Accounts Receivable

RECEIV_TURN

Receivables Turnover

RENT_INC

Y

Rental Income

ROA

Return On Average Assets

ROA_PTX

Return On Average Assets - Pretax

ROCE

Return On Common Equity

ROE

Return On Average Total Equity

ROEA

Return On Earning Assets

ROIC

Return On Average Invested Capital

ROTC

Return On Average Total Capital

RSRV_CHG

Y

Reserves Increase (Decrease)

RSRV_NONEQ

Y

Non-Equity Reserves

SALES

Y

Sales/Revenue

SALES_INVEN_TURN

Sales To Inventory Turnover

SALES_PS

Y

Sales Per Share

SALE_ASSETS_BUS_CF

Y

Sale of Fixed Assets & Businesses

SECS_CUSTODY

Y

Securities In Custody

SECS_INVEST

Y

Investment Securities

SGA

Y

Selling, General & Administrative Expense

SGA_OTH_EXP

Y

Selling, General & Admin. Expense & Other

SGA_SALES

Selling, General & Admin Expense % Sales

SHLDRS_EQ

Y

Total Shareholders’ Equity

STK_CHG_CF

Y

Change in Capital Stock

TANG_ASSETS_DEBT

Tangible Assets To Total Debt

TCAP

Y

Total Capital

TIER1_CAP

Y

Tier 1 Capital

TIER2_CAP

Y

Tier 2 Capital

UNUSUAL_EXP

Y

Unusual Expense

WKCAP_CHG

Y

Changes in Working Capital

WKCAP_PS

Y

Working Capital Per Share

XORD_CF

Y

Extraordinary Item

ZSCORE

ALTMAN’S Z SCORE