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()
fs_fundamental()fs_fundamental(parameter, freq='FQ/FS', alignment='end', *, 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,FYorLTM.alignment– An alignment:end,month-end,publishorreport.currency(str) – Optionally, a three-letter currency code (e.g.USDorEUR). 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 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='report')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 |
Updated about 9 hours ago