metadata
icon: percent
description: >-
More than 80+ financial ratios calculated from financial statement and market
data.
Financial Ratios
Data Notice: This dataset provides academic research access with a 6-month data lag. For real-time data access, please visit sov.ai to subscribe. For market insights and additional subscription options, check out our newsletter at blog.sov.ai.
from datasets import load_dataset
df_ratios = load_dataset("sovai/financial_ratios", split="train").to_pandas().set_index(["ticker","date"])
{% hint style="warning" %} This dataset is replaceable with your preferred standardized ratio dataset, currently it is built from public filings with the values 95% confirmed against five commercial datasets.
Data arrives late Friday night 11 pm - 12 am after market close US-EST time.
Tutorials are the best documentation — Financial Ratio Analyis Tutorial
| Category | Details |
|---|---|
| Input Datasets | SEC Filings, EDGAR API, Exchange Data. |
| Models Used | Transformations, Simple Maths |
| Model Outputs | Standardized Ratios |
Description
Diversified selection of ratios for factor development or bottom-up equity selection strategies. The Financial Ratios dataset offers over 80 standardized financial ratios calculated from financial statements and market data, updated weekly after market close.
This comprehensive set of ratios, covering categories such as liquidity, profitability, efficiency, solvency, cash flow, and valuation, provides investors with crucial metrics for in-depth financial analysis, factor development, and bottom-up equity selection strategies.
Data Access
Latest Data
import sovai as sov
df_ratios = sov.data("ratios/normal")
All Data
import sovai as sov
df_ratios = sov.data("ratios/normal", full_history=True)
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Retrieve a Subsection
Filter by ticker or date to select ratios:
import sovai as sov
df_ratios = sov.data("ratios/normal", start_date="2008-03-30", tickers=["AMZN","MMM"])
Relative data
You can also obtain data in percentiles across time with ratios/relative.
import sovai as sov
df_percentile = sov.data("ratios/relative", start_date="2018-01-01", tickers=["TSLA", "META"])
Plots
Benchmark Analysis
import sovai as sov
sov.plot("ratios", chart_type="benchmark")
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Dynamic Ratios
import sovai as sov
sov.plot("ratios", chart_type="relative")
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Data Dictionary
| Name | Description | Category |
|---|---|---|
| current_ratio | Current assets divided by current liabilities | Liquidity |
| quick_ratio | (Current assets minus inventory) divided by current liabilities | Liquidity |
| cash_ratio | Cash divided by current liabilities | Liquidity |
| operating_cash_flow_ratio | Operating cash flow divided by current liabilities | Cash Flow |
| net_working_capital_ratio | (Current assets minus current liabilities) divided by total assets | Liquidity |
| acid_test_ratio | (Current assets minus inventory) divided by short-term debt | Liquidity |
| excess_cash_margin_ratio | (Operating cash flow minus operating income) divided by revenue | Profitability |
| earnings_per_share | Net income divided by weighted average shares outstanding | Profitability |
| gross_profit_margin | Gross profit divided by revenue | Profitability |
| operating_profit_margin | Operating income divided by revenue | Profitability |
| ebitda_margin | EBITDA divided by revenue | Profitability |
| net_profit_margin | Net income divided by revenue | Profitability |
| return_on_assets | Net income divided by total assets | Profitability |
| return_on_equity | Net income divided by equity | Profitability |
| return_on_net_assets | Net income divided by (net property, plant, equipment + working capital) | Profitability |
| roce_sub_cash | Operating income divided by (assets minus cash and certain liabilities) | Profitability |
| roce_with_cash | Operating income divided by (assets minus certain liabilities) | Profitability |
| fcf_roce_with_cash | Free cash flow divided by (assets minus certain liabilities) | Profitability |
| fcf_roce_sub_cash | Free cash flow divided by (assets minus cash and certain liabilities) | Profitability |
| income_dividend_payout_ratio | Dividends divided by net income | Profitability |
| return_on_invested_capital | EBIT divided by invested capital | Profitability |
| asset_turnover | Revenue divided by total assets | Efficiency |
| inventory_turnover | Cost of revenue divided by inventory | Efficiency |
| days_sales_outstanding | (Receivables divided by revenue) multiplied by 365 | Efficiency |
| days_inventory_outstanding | (Inventory divided by cost of revenue) multiplied by 365 | Efficiency |
| days_payable_outstanding | (Payables divided by cost of revenue) multiplied by 365 | Efficiency |
| cash_conversion_cycle | Sum of days sales and inventory outstanding minus days payable outstanding | Efficiency |
| total_asset_efficiency | (Revenue divided by net property, plant, equipment) plus (revenue divided by current assets) | Efficiency |
| working_capital_turnover_ratio | Revenue divided by (current assets minus current liabilities) | Efficiency |
| gross_operating_cycle | Sum of days inventory and sales outstanding | Efficiency |
| sg_and_gross_profit_ratio | SG&A divided by gross profit | Profitability |
| depreciation_revenue_ratio | Depreciation divided by revenue | Efficiency |
| depreciation_cfo_ratio | Depreciation divided by cash flow from operations | Efficiency |
| debt_ratio | Total debt divided by total assets | Solvency |
| equity_multiplier | Total assets divided by equity | Solvency |
| interest_coverage_ratio | EBIT divided by interest expense | Solvency |
| debt_to_capital | Debt divided by (debt plus equity) | Solvency |
| debt_service_coverage | (Operating income minus CapEx) divided by interest expense | Solvency |
| liabilities_equity_ratio | Total liabilities divided by equity | Solvency |
| debt_ebitda_ratio | Total debt divided by EBITDA | Solvency |
| debt_ebitda_minus_capex_ratio | Total debt divided by (EBITDA minus CapEx) | Solvency |
| debt_equity_ratio | Total debt divided by equity | Solvency |
| ebitda_interest_coverage | EBITDA divided by interest expense | Solvency |
| ebitda_minus_capex_interest_coverage | (EBITDA minus CapEx) divided by interest expense | Solvency |
| interest_to_cfo_plus_interest_coverage | Interest expense divided by (cash flow from operations plus interest expense) | Liquidity |
| debt_to_total_capital | Total debt divided by invested capital | Solvency |
| debt_cfo_ratio | Total debt divided by cash flow from operations | Solvency |
| ltdebt_cfo_ratio | Long-term debt divided by cash flow from operations | Solvency |
| ltdebt_earnings_ratio | Long-term debt divided by net income | Solvency |
| cash_flow_to_debt_ratio | Cash flow from operations divided by total debt | Cash Flow |
| cash_flow_coverage_ratio | Cash flow from operations divided by interest expense | Cash Flow |
| operating_cash_flow_to_sales | Cash flow from operations divided by revenue | Cash Flow |
| free_cash_flow_conversion_ratio | Free cash flow divided by EBITDA | Cash Flow |
| rough_dividend_payout_ratio | Dividends divided by (net income plus depreciation) | Dividend |
| dividends_cfo_ratio | Dividends divided by cash flow from operations | Dividend |
| preferred_cfo_ratio | Preferred dividends divided by cash flow from operations | Dividend |
| cash_flow_reinvestment_ratio | (CapEx plus change in working capital) divided by cash flow from operations | Cash Flow |
| free_cashflow_ps | Free cash flow divided by weighted average shares outstanding | Cash Flow |
| price_to_earnings | Market capitalization divided by net income | Valuation |
| price_to_book | Share price divided by book value per share | Valuation |
| price_to_sales | Market capitalization divided by revenue | Valuation |
| dividend_yield | Dividends per share divided by share price | Dividend |
| market_to_book_ratio | Market capitalization divided by equity | Valuation |
| ev_opinc_ratio | Enterprise value divided by operating income | Valuation |
| rough_ffo | Net income plus depreciation | Cash Flow |
| dividend_payout_ratio_pref | Preferred dividends divided by net income | Dividend |
| dividend_payout_ratio | Dividends per share divided by earnings per share | Dividend |
| retention_ratio | 1 minus the dividend payout ratio | Dividend |
| greenblatt_earnings_yield | EBIT divided by enterprise value | Valuation |
| enterprise_value_to_revenue | Enterprise value divided by revenue | Valuation |
| enterprise_value_to_ebitda | Enterprise value divided by EBITDA | Valuation |
| enterprise_value_to_ebit | Enterprise value divided by EBIT | Valuation |
| enterprise_value_to_invested_capital | Enterprise value divided by invested capital | Valuation |
| enterprise_value_to_free_cash_flow | Enterprise value divided by free cash flow | Valuation |
| cash_productivity_ratio | (Market capitalization plus non-current debt minus assets) divided by short-term cash | Efficiency |
| debt_to_market_ratio | Total debt divided by market capitalization | Solvency |
| net_debt_to_price_ratio | (Total debt minus short-term cash) divided by market capitalization | Solvency |
| cash_flow_to_price_ratio | (Operating cash flow minus CapEx) divided by market capitalization | Cash Flow |
| rd_to_market_ratio | R&D expenses divided by market capitalization | Innovation |
| book_to_market_enterprise_value_ratio | Book equity value divided by modified enterprise value | Valuation |
| equity_payout_yield | (Total dividends plus preferred dividends) divided by market capitalization | Dividend |
| equity_net_payout_yield | (Total dividends minus (net income minus preferred dividends)) divided by market capitalization | Dividend |
| ebitda_to_mev_ratio | EBITDA divided by modified enterprise value | Valuation |