Value Factor scores are available for all the tradable stock equities on the US stock exchanges, including major securities markets such as NYSE, Nasdaq and Dow Jones Industrial.
| Top 10 Sectors | Count | Type | Start Date |
|---|---|---|---|
| Finance | 1118 | Equities | 2003-01-01 |
| Health Technology | 759 | Equities | 2003-01-01 |
| Technology Services | 388 | Equities | 2003-01-01 |
| Electronic Technology | 384 | Equities | 2003-01-01 |
| Producer Manufacturing | 301 | Equities | 2003-01-01 |
| Consumer Services | 279 | Equities | 2003-01-01 |
| Non-Energy Minerals | 234 | Equities | 2003-01-01 |
| Commercial Services | 219 | Equities | 2003-01-01 |
| Energy Minerals | 217 | Equities | 2003-01-01 |
| Industrial Services | 189 | Equities | 2003-01-01 |
Value factors are calculated daily for thousands of stocks This data is available via API and CSV download.
As a data feed, customers can expect to receive information in the following format.
| Trade Date | Symbol | Company Name | Country | Sector | VC 1 | VC 2 | VC 3 | Earnings Yield | Buyback Yield | Shareholder Yield | Book to Price | Sales to Price | FCF to Price | EBITDA/EV |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-01-31 | JNJ | Johnson & Johnson | US | Health Technology | -0.24 | 0.53 | 0.23 | 0.04 | 0.04 | 0.06 | -0.12 | 0.20 | 0.01 | 0.07 |
| 2018-01-31 | MSFT | Microsoft Corporation | US | Technology Services | -0.55 | 0.15 | -0.18 | 0.04 | 0.03 | 0.04 | 0.01 | 0.14 | 0.01 | 0.06 |
| 2018-01-31 | CSCO | Cisco Systems, Inc. | US | Electronic Technology | 0.62 | 1.12 | 0.94 | 0.05 | 0.05 | 0.07 | 0.02 | 0.23 | 0.06 | 0.09 |
| 2018-01-31 | HON | Honeywell International Inc. | US | Producer Manufacturing | -0.11 | 0.50 | 0.28 | 0.04 | 0.03 | 0.05 | -0.17 | 0.33 | 0.01 | 0.07 |
| 2018-01-31 | DIS | Walt Disney Company | US | Consumer Services | 0.66 | 1.09 | 1.01 | 0.05 | 0.07 | 0.08 | -0.15 | 0.34 | 0.05 | 0.09 |
| 2018-01-31 | SPGI | S&P Global, Inc. | US | Commercial Services | -0.50 | 0.11 | -0.08 | 0.04 | 0.03 | 0.04 | -0.12 | 0.13 | 0.01 | 0.06 |
| 2018-01-31 | XOM | Exxon Mobil Corporation | US | Energy Minerals | 1.06 | 1.29 | 1.12 | 0.04 | 0.02 | 0.05 | 0.51 | 0.63 | 0.01 | 0.08 |
| 2018-01-31 | ENB | Enbridge Inc. | CA | Industrial Services | -0.70 | -0.68 | -0.97 | 0.02 | -0.71 | -0.70 | 0.01 | 0.50 | -0.01 | 0.04 |
| 2018-01-31 | LIN | Linde plc | GB | Process Industries | -0.28 | 0.37 | 0.09 | 0.04 | 0.02 | 0.04 | -0.01 | 0.24 | 0.01 | 0.07 |
| 2018-01-31 | AMZN | Amazon.com, Inc. | US | Retail Trade | -1.08 | -0.98 | -1.08 | 0.00 | -0.02 | -0.02 | -0.00 | 0.23 | 0.00 | 0.02 |
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