Index Fundamental data provides you with Standard & Poor's fundamental financial data (i.e. Sales, Net Income, etc.), per share data and ratios for the Standard & Poor's Indexes and Industries. Index Fundamental Data is calculated by taking a data item for each of the companies in an S&P Major Index or S&P Industry Index, summing that value and dividing this number by S&P's base divisor.
There are three ways that the Index Fundamental data is calculated:
For specific definitions of 1 Year Change (%) items, follow the links below:
Dividends/Share
EBITDA
EPS from Ops
Net Income
Sales
3-Year Compound Growth Rates for EPS
Units: Percentage
This item represents a 3-Year compound growth rate for 12 month moving Earnings per Share Basic from Operations for the last 12 month period. A Compound Growth Rate is an average growth that calculates the rate of movement between the first observation and the last observation and then compounds this rate over three years. Any observation between these two points is not taken into consideration. To calculate, the first and last observations must be positive.
3-Year Compound Growth Rates for Sales
Units: Percentage
This item represents a 3-Year compound growth rate for 12 month moving quarterly Sales. A Compound Growth Rate is an average growth that calculates the rate of movement between the first observation and the last observation and then compounds this rate over three years. Any observation between these two points is not taken into consideration. To calculate, the first and last observations must be positive.
Cash Flow/Share
Units: Percentage
Type of Calculation: Weighted Average Ratio
This item is 12 month moving Cash Flow per Share. Cash Flow is defined as Income Before Extraordinary Items (which represents the income of a company after all expenses except provisions for common and or preferred dividends), plus Depreciation and Amortization (which is the non-cash charges for obsolescence of and wear and tear on property).
Current Period, Quarter (Current Quarter Ended)
This item is the latest time period (month and year) for the current quarter.
Current Period, Year (Current Year Ended)
This item indicates the latest fiscal month and year for which data is available.
Current Price
Units: Dollars and cents
This item is the closing price on the most recent trading day. By default, this item is adjusted for all stock splits. If the closing price is not available, the value for the previous day's closing price will be used.
Debt/Equity
Units: Percentage
Type of Calculation: Weighted Average Ratio
Debt to Equity is calculated using Debt - Total Quarterly divided by Stockholders' Equity/Common Equity - Total Quarterly.
Dividends/Share
Units: Dollars and cents
This item represents 12 month moving Dividends per Share (the sum of the last 12 months of dividends). This item represents the cash dividends per share for which the ex-dividend dates occurred during the reporting period, adjusted for all stock splits and stock dividends that occurred during the period. The ex-dividend date of the cash dividend is, in all cases, used to determine the reporting period in which the dividend is included.
EBITDA
Units: Millions of dollars
Type of Calculation: Non-Share Item
This item is 12 month moving quarterly (the sum of the four most recently available quarters).
This item represents Net Sales less Cost of Goods Sold and Selling, General, and Administrative Expense before deducting depreciation, depletion, amortization, interest expense, and taxes. If the 12 month moving EBITDA is not available for the current quarter, the values for the previous quarter will be used. If the previous quarter is not available, the annual value will be used.
EPS from Operations
Units: Dollars
Type of Calculation: Per-Share Item
This item is 12 month moving quarterly (the sum of the four most recently available quarters).
This item represents Primary Earnings per Share adjusted to remove the effect of all Special Items from the calculation. This item reflects an Earnings per Share, which excludes the effect of all nonrecurring events. If the 12 month moving EPS from Operations is not available for the current quarter, the values for the previous quarter will be used. If the previous quarter is not available, the annual value will be used.
This item excludes:
1. Cumulative effect of accounting change
2. Discontinued operations
3. Extraordinary items
4. Special items
Industry Benchmark
This figure is a benchmark comparison of the Standard & Poor's Industry Group that relates to the Industry selected. For example, if the report displays the Aerospace 500 Industry Group, then the Industry Benchmark will be the values for the S&P 500.
Interest Coverage
Units: Decimal
Type of Calculation: Weighted Average Ratio
This concept is Income Before Extraordinary Items - Quarterly plus Interest Expense - Quarterly divided by Interest Expense - Quarterly.
Market Capitalization/Market Value
Units: Millions of dollars
This concept calculates the sum of the Market Value for all companies (of all trading classes of common ordinary shares outstanding for a company) within the industry specified. Market Value is defined as the Current Price multiplied by the Common Shares Outstanding for the current quarter.
Net Income
Units: Millions of dollars
Type of Calculation: Non-Share Item
This item is 12 month moving quarterly (the sum of the four most recently available quarters).
This item represents the income or loss reported by a company after expenses and losses have been subtracted from all revenues and gains for the fiscal period including extraordinary items and discontinued operations. If the 12 month moving Net Income is not available for the current quarter, the values for the previous quarter will be used. If the previous quarter is not available, the annual value will be used.
Net Profit Margin
Units: Percentage
Type of Calculation: Weighted Average Ratio
Net Profit Margin is 12 month moving Net Income divided by 12 month moving Net Sales. This figure is then multiplied by 100.
Number of Companies
Units: Integer
Displays the number of companies that are within the selected Industry.
Operating Profit Margin
Units: Percentage
Type of Calculation: Weighted Average Ratio
Operating Margin After Depreciation is 12 month moving Operating Income Before Depreciation minus Depreciation, Depletion, and Amortization divided by 12 month moving Net Sales. This figure is then multiplied by 100.
Percent Weight of S&P Industry
Units: Percentage
This item is the percentage of the Main Industry Group represented by the selected Industry Group. For example, if the selected Industry is the Aerospace & Defense 400, this item is the percentage of the S&P 400 MidCap represented by the Aerospace & Defense 400.
Price/Book
Units: Percentage
Type of Calculation: Weighted Average Ratio
Price to Book is the Current Price divided by Common Equity - Quarterly. Common Equity represents the common shareholders' interest in the company. If Common Equity - Quarterly for the current quarter is not available, the value for the previous quarter will be used.
Price/Cash Flow
Units: Percentage
Type of Calculation: Weighted Average Ratio
Price to Cash Flow is the Current Price divided by 12 month moving Cash Flow per Share - Quarterly. 12 month moving Cash Flow is defined as 12 month moving Income Before Extraordinary Items (which represents the income of a company after all expenses except provisions for common and or preferred dividends), plus 12 month moving Depreciation and Amortization (which is the non-cash charges for obsolescence of and wear and tear on property).
Price/EPS from Operations
Units: Percentage
Type of Calculation: Weighted Average Ratio
Price to EPS from Operations is the Current Price divided by 12 month moving Earnings per Share from Operations. If 12 month moving Earnings per Share from Operations for the current quarter is not available, the value for the previous quarter will be used.
Price/Sales
Units: Percentage
Type of Calculation: Weighted Average Ratio
Price to Sale is the Current Price divided by 12 month moving Net Sales. If the Current Price is not available, the previous day's price will be used. If 12 month moving Net Sales for the current quarter is not available, the value for the previous quarter will be used. If the previous quarter is not available, the annual value will be used.
Return on Assets
Units: Percentage
Type of Calculation: Weighted Average Ratio
Return on Assets is 12 month moving Income Before Extraordinary Items - Available for Common (which is defined as income before extraordinary items and discontinued operations less preferred dividend requirements, but before adding savings due to common stock equivalents), divided by Total Assets Quarterly (which is defined as the sum of current assets, net property, plant, and equipment, and other noncurrent assets). If 12 month moving Income Before Extraordinary Items - Available for Common or Total Assets Quarterly is not available for the current quarter, the values for the previous quarter will be used.
Return on Equity
Units: Percentage
Type of Calculation: Weighed Average Ratio
Return on Equity is 12 month moving Income Before Extraordinary Items - Available for Common (which is defined as income before extraordinary items and discontinued operations less preferred dividend requirements, but before adding savings due to common stock equivalents), divided by Common Equity Quarterly (which is defined as the common shareholders' interest in the company). If 12 month moving Income Before Extraordinary Items - Available for Common or Common Equity Quarterly are not available for the current quarter, the values for the previous quarter will be used.
Sales
Units: Millions of dollars
Type of Calculation: Non-Share Item
This item is 12 month moving quarterly (the sum of the four most recently available quarters).
This item represents gross sales (the amount of actual billings to customers for regular sales completed during the period) reduced by cash discounts, trade discounts, and returned sales and allowances for which credit is given to customers. If the 12 month moving Sales is not available for the current quarter, the values for the previous quarter will be used. If the previous quarter is not available, the annual value will be used.
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