ValuEngine’s models are best used comparatively.Most data points are provided both with the actual data output, as well as the Rank: a scale of 1-100 according to how the stock compares with the rest of the coverage universe. 100 is the top rank (best), 1 is the bottom.
VE models are more sophisticated than traditional valuation models and outperform their peers. VE employs a three-factor approach to stock valuation using fundamental variables.
The Valuation Model then calculates the VE proprietary “fair market valuation” for the stock. VE models are more sophisticated than traditional valuation models and outperform their peers. VE employs a three-factor approach to stock valuation using fundamental variables.
The Valuation Model then calculates the VE proprietary “fair market valuation” for the stock.
Data fields in blue are ValuEngine proprietary model outputs
Data descriptions
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Ticker |
A unique series of letters assigned to a stock for trading purposes |
|
Month |
A given period for the stock data (yyyymm |
|
Market Price |
The closing price for the stock for the given month |
|
Avg Volume |
The stock’s average daily trading volume (in number of shares) over the given month. |
|
Actual Earnings |
The total operating EPS for the stock over the most recent 12 months |
|
Earnings Estimates |
Analyst consensus forecast for the stock over the immediate future 12 months, adjusted using our proprietary EPS forecasting model |
|
VE Rating |
An assessment of its overall attractiveness based on the proprietary ValuEngine one-year forecast return model output for each stock |
|
Fair Value |
A fair value assessment of a stock based on the ValuEnginestock Valuation Model. |
|
1 Month Forecast |
The amount of profit or loss ValuEngine anticipates on a stock in one year |
|
Forecast Ranking |
All stocks on our database are ranked on a 1-100 scale according to their one year forecast returns, with 100 being the top forecast returns |
|
Valuation |
Reflects whether a stock is over or undervalued according to ValuEngine. The more undervalued the valuation percentage, the more undervalued the stock |
|
Valuation Rank |
All stocks on our database are ranked on a 1-100 scale according to their valuations, with 100 being the most undervalued |
|
E/P Ratio |
The stock’s actual earnings divided by market price |
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E/P Ratio Rank |
All stocks on our database are ranked on a 1-100 scale according to their E/P ratios, with 100 being the the top E/P ratios |
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Momentum |
The rate of change of stock prices in the most recent 12 months |
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Momentum_Rank |
On a scale of 1 to 100, the higher the momentum rank, the stronger the stock has performed in the recent 12 months |
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Market Cap |
The total dollar market value of a company’s outstanding shares |
|
SizeRanking |
As defined before on a 1-100 scale, the higher the size rank, the larger the firm’s market capitalization |
|
Earnings Growth |
(forecasted Earnings Per Share (EPS) minus actual EPS) divided by actual EPS, multiplied by 100 (to get the percentage growth rate) |
|
Growth Rank |
All stocks in our database are ranked into 100 percentile groups according to their earnings growth rate, with an EPS rank of 100 have the highest earnings growth |
|
Forward P/E Ratio |
A measure of the price-to-earnings (P/E) ratio using earnings estimate for the P/E calculation |
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Forward P/E Rank |
All stocks on our database are ranked on a 1-100 scale according to their forward P/E ratios, with 100 being the the bottom forward P/E ratios |
|
PEG |
A stock’s price-to-earnings (P/E) ratio divided by the earnings growth rate |
|
PEG Rank |
All stocks on our database are ranked on a 1-100 scale according to their PEG ratios, with 100 being the the bottom PEG ratios |
Benzinga’s data samples are intended to provide a data sample large enough for testing data quality and application for the financial markets. These sample files demonstrate a sample of the formats and content that can be delivered
