diff --git "a/data/exp46/company_metadata.json" "b/data/exp46/company_metadata.json"
new file mode 100644--- /dev/null
+++ "b/data/exp46/company_metadata.json"
@@ -0,0 +1 @@
+[{"ticker": "ANSS", "sector": "Technology", "quarter_date": "2021-09-30", "company_multiple": 45.68921579176318, "revenue_cagr_3y": 0.1508696973528698, "revenue_cagr_5y": 0.1240419473408354, "earnings_cagr_3y": -0.015130311987877287, "quarterly_revenue_growth_yoy": 0.2022072949736351, "quarterly_earnings_growth_yoy": 0.12845941264363256, "revenue_growth_qoq": -0.012282437860178125, "gross_margin": 0.8577730025749828, "operating_margin": 0.24396148406049395, "net_margin": 0.19344558082181845, "roa_ttm": 0.0781769686842232, "roe_ttm": 0.10764271379991537, "debt_to_ebitda": 1.210633186128408, "net_debt_to_ebitda": 0.0, "interest_coverage": 221.05572545022088, "debt_to_equity": 0.181505810689604, "current_ratio": 2.9257067006866735, "quick_ratio": 2.925706699021203, "fcf_to_ebitda": 0.910418142943002, "capex_to_revenue": 0.015633151156377385, "working_capital_to_revenue": 0.6167562971600238, "capital_efficiency": 0.09290984124206929, "financial_health": 0.007264430093383706, "margin_quality": 0.4317266891524318, "growth_momentum": 0.16533335380863384, "company_age_years": 25.27857631759069, "ebitda": 650567000.0, "spy_multiple": 20.0, "sector_multiple": 19.845091813117204, "sector_premium_over_spy": -0.007745409344139809}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 19.53614095024979, "revenue_cagr_3y": 0.06766162222060523, "revenue_cagr_5y": 0.08817163780268311, "earnings_cagr_3y": 0.18898040595509058, "quarterly_revenue_growth_yoy": 0.028718447631540727, "quarterly_earnings_growth_yoy": -0.16634030712150882, "revenue_growth_qoq": -0.01501254908712841, "gross_margin": 0.8731410514992605, "operating_margin": 0.14979606472143786, "net_margin": 0.14502263457487338, "roa_ttm": 0.11165600999413423, "roe_ttm": 0.2643332513303899, "debt_to_ebitda": 1.8039055995004163, "net_debt_to_ebitda": 0.43959200666111575, "interest_coverage": 63.49248306624814, "debt_to_equity": 0.7480362453010155, "current_ratio": 1.4911701212637936, "quick_ratio": 1.3698197511485524, "fcf_to_ebitda": 0.8266574729392173, "capex_to_revenue": 0.02973243215735311, "working_capital_to_revenue": 0.14594096126680617, "capital_efficiency": 0.18799463066226205, "financial_health": -0.45511145764320304, "margin_quality": 0.38931991693185725, "growth_momentum": -0.06881092974498405, "company_age_years": 29.308692676249144, "ebitda": 384320000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "ZS", "sector": "Technology", "quarter_date": "2024-10-31", "company_multiple": 291.5023935879726, "revenue_cagr_3y": 0.39661013056897976, "revenue_cagr_5y": 0.46332170736763034, "earnings_cagr_3y": -0.4899131217384093, "quarterly_revenue_growth_yoy": 0.2642464410321661, "quarterly_earnings_growth_yoy": 0.6400860137980467, "revenue_growth_qoq": 0.05918180775484594, "gross_margin": 0.7733850355519105, "operating_margin": -0.05076000668837735, "net_margin": -0.019190865587502288, "roa_ttm": -0.0077031184102278995, "roe_ttm": -0.025392269756990504, "debt_to_ebitda": 12.800486149035732, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.1186271242919, "debt_to_equity": 0.836794780703443, "current_ratio": 1.1451506777207527, "quick_ratio": 1.1451506777207527, "fcf_to_ebitda": 6.9829098268495615, "capex_to_revenue": 0.08623750175618078, "working_capital_to_revenue": 0.18710991582076386, "capital_efficiency": -0.0165476940836092, "financial_health": 0.3299308430958407, "margin_quality": 0.23447805442534364, "growth_momentum": 0.4521662274151064, "company_age_years": 6.628336755646817, "ebitda": 93387000.0, "spy_multiple": 12.0, "sector_multiple": 38.816295479603085, "sector_premium_over_spy": 2.2346912899669236}, {"ticker": "HUBS", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 8216.325775656325, "revenue_cagr_3y": 0.34545095915223145, "revenue_cagr_5y": 0.4037701503156468, "earnings_cagr_3y": -0.09348097507804387, "quarterly_revenue_growth_yoy": 0.2927608282068017, "quarterly_earnings_growth_yoy": 0.10355029585798817, "revenue_growth_qoq": 0.07237027778897714, "gross_margin": 0.8067792422631133, "operating_margin": -0.043816398655108335, "net_margin": -0.05533176500918437, "roa_ttm": -0.0342490893843499, "roe_ttm": -0.08269149698903622, "debt_to_ebitda": 434.5787589498807, "net_debt_to_ebitda": 112.77684964200478, "interest_coverage": 0.14271117166212535, "debt_to_equity": 0.5603085122423295, "current_ratio": 3.441122022766668, "quick_ratio": 3.4411220196657872, "fcf_to_ebitda": 77.71718377088305, "capex_to_revenue": 0.0797884005571526, "working_capital_to_revenue": 1.166516018137095, "capital_efficiency": -0.058470293186693056, "financial_health": -0.35213402013724726, "margin_quality": 0.23587702619960685, "growth_momentum": 0.19815556203239493, "company_age_years": 5.2265571526351815, "ebitda": 838000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 174.17005405405405, "revenue_cagr_3y": 0.20276644635980512, "revenue_cagr_5y": 0.20146785405460355, "earnings_cagr_3y": 0.6657173120222757, "quarterly_revenue_growth_yoy": 0.1879219120598431, "quarterly_earnings_growth_yoy": 0.5386533665835411, "revenue_growth_qoq": 0.05424222797927461, "gross_margin": 0.7862079557671633, "operating_margin": 0.19490093687605592, "net_margin": 0.18952541852250038, "roa_ttm": 0.1274329373710334, "roe_ttm": 0.6407739764441952, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 222.0, "debt_to_equity": 0.0, "current_ratio": 1.449076324744774, "quick_ratio": 1.3673432182790473, "fcf_to_ebitda": 1.5077477477477477, "capex_to_revenue": 0.05721716514954486, "working_capital_to_revenue": 0.30030884265279584, "capital_efficiency": 0.38410345690761427, "financial_health": 0.2460264346662205, "margin_quality": 0.39021143705523986, "growth_momentum": 0.3632876393216921, "company_age_years": 10.86652977412731, "ebitda": 555000000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2023-06-30", "company_multiple": 39.640808421098534, "revenue_cagr_3y": 0.08792771163133706, "revenue_cagr_5y": 0.10174625138508464, "earnings_cagr_3y": -0.1037193944564665, "quarterly_revenue_growth_yoy": 0.04800886356441912, "quarterly_earnings_growth_yoy": -0.29629554655870444, "revenue_growth_qoq": -0.02521950271568976, "gross_margin": 0.8623839355294715, "operating_margin": 0.1925577780059968, "net_margin": 0.1400043093119398, "roa_ttm": 0.07934140892732026, "roe_ttm": 0.10663941077793233, "debt_to_ebitda": 1.0472501144763524, "net_debt_to_ebitda": 0.3959955081659798, "interest_coverage": 63.475432525951554, "debt_to_equity": 0.15636601082693108, "current_ratio": 3.127241210767961, "quick_ratio": 3.271848549840147, "fcf_to_ebitda": 0.8155172695754562, "capex_to_revenue": 0.012127003063508895, "working_capital_to_revenue": 0.36657811211264285, "capital_efficiency": 0.0929904098526263, "financial_health": -0.08102402460230373, "margin_quality": 0.398315340949136, "growth_momentum": -0.12414334149714265, "company_age_years": 27.025325119780973, "ebitda": 733776000.0, "spy_multiple": 12.0, "sector_multiple": 25.26096136091598, "sector_premium_over_spy": 1.1050801134096653}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2021-01-31", "company_multiple": 658.9360862943581, "revenue_cagr_3y": 0.24780882433945695, "revenue_cagr_5y": 0.2846646702012736, "earnings_cagr_3y": -0.06983223894867974, "quarterly_revenue_growth_yoy": 0.15915718442813115, "quarterly_earnings_growth_yoy": 0.4396051829506557, "revenue_growth_qoq": 0.02325943072082173, "gross_margin": 0.7233821455459298, "operating_margin": -0.06478045107998345, "net_margin": -0.06336309429133928, "roa_ttm": -0.03239477927801293, "roe_ttm": -0.08616391190035859, "debt_to_ebitda": 21.6195536419746, "net_debt_to_ebitda": 5.769366418944451, "interest_coverage": 5.59980763065085, "debt_to_equity": 0.5759943914182354, "current_ratio": 1.0926176982091453, "quick_ratio": 1.0926176977421447, "fcf_to_ebitda": 11.589632310000114, "capex_to_revenue": 0.05936318607057533, "working_capital_to_revenue": 0.09185951075452595, "capital_efficiency": -0.05927934558918576, "financial_health": -0.05232319681229608, "margin_quality": 0.19841286672486905, "growth_momentum": 0.2993811836893934, "company_age_years": 8.303901437371664, "ebitda": 87329000.0, "spy_multiple": 20.0, "sector_multiple": 42.76516694490818, "sector_premium_over_spy": 1.1382583472454089}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2017-12-31", "company_multiple": 26.34822037669664, "revenue_cagr_3y": 0.05926627512148053, "revenue_cagr_5y": 0.064924005689031, "earnings_cagr_3y": -0.08935538457217007, "quarterly_revenue_growth_yoy": 0.11716452103995152, "quarterly_earnings_growth_yoy": -0.24860323221353758, "revenue_growth_qoq": 0.09706986955022952, "gross_margin": 0.8650111134631668, "operating_margin": 0.3330036780270957, "net_margin": 0.17392900613886536, "roa_ttm": 0.08813195980586228, "roe_ttm": 0.11543655778195243, "debt_to_ebitda": 0.3540573203666619, "net_debt_to_ebitda": 0.0, "interest_coverage": 102.07214428857715, "debt_to_equity": 0.0722681270318203, "current_ratio": 2.2848276128229634, "quick_ratio": 2.346127389662899, "fcf_to_ebitda": 0.8972155687316483, "capex_to_revenue": 0.01748367952522255, "working_capital_to_revenue": 0.5167359050445104, "capital_efficiency": 0.10178425879390735, "financial_health": 0.29966484488324985, "margin_quality": 0.45731459920970935, "growth_momentum": -0.06571935558679304, "company_age_years": 21.530458590006845, "ebitda": 458406000.0, "spy_multiple": 15.0, "sector_multiple": 16.935676706798343, "sector_premium_over_spy": 0.12904511378655625}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2016-01-31", "company_multiple": 20.263679389312976, "revenue_cagr_3y": 0.01449476891805812, "revenue_cagr_5y": 0.010046660371366478, "earnings_cagr_3y": -0.3033986726373412, "quarterly_revenue_growth_yoy": 0.14232673267326731, "quarterly_earnings_growth_yoy": 1.3636363636363635, "revenue_growth_qoq": 0.29453015427769985, "gross_margin": 0.7843986998916577, "operating_margin": 0.04550379198266522, "net_margin": 0.02600216684723727, "roa_ttm": 0.11680846171533686, "roe_ttm": 0.7925117004680188, "debt_to_ebitda": 0.950381679389313, "net_debt_to_ebitda": 0.6954198473282442, "interest_coverage": 145.55555555555554, "debt_to_equity": 1.9422776911076443, "current_ratio": 0.6245210727969349, "quick_ratio": 0.46573009791400594, "fcf_to_ebitda": 0.6312977099236641, "capex_to_revenue": 0.12567031942177664, "working_capital_to_revenue": -0.20564234087199815, "capital_efficiency": 0.4546600810916778, "financial_health": -1.4832631382974335, "margin_quality": 0.2853015529071867, "growth_momentum": 0.7529815481548154, "company_age_years": 22.888432580424368, "ebitda": 1310000000.0, "spy_multiple": 15.0, "sector_multiple": 14.562955529951235, "sector_premium_over_spy": -0.029136298003251015}, {"ticker": "TENB", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 244.46217212704138, "revenue_cagr_3y": 0.17871864646119673, "revenue_cagr_5y": 0.19845329465526618, "earnings_cagr_3y": -0.1723371836839016, "quarterly_revenue_growth_yoy": 0.12682541966664848, "quarterly_earnings_growth_yoy": 0.40822357854159974, "revenue_growth_qoq": 0.026428193689234818, "gross_margin": 0.7776236525047558, "operating_margin": -0.009172655534418376, "net_margin": -0.040561368280138094, "roa_ttm": -0.03659832637775259, "roe_ttm": -0.14785875838884702, "debt_to_ebitda": 18.20624185953311, "net_debt_to_ebitda": 2.5661757338943993, "interest_coverage": 2.4499263622974965, "debt_to_equity": 0.8983525107834535, "current_ratio": 1.283683118835763, "quick_ratio": 1.283683118835763, "fcf_to_ebitda": 8.228534215008516, "capex_to_revenue": 0.01208300858253684, "working_capital_to_revenue": 0.21241322886612973, "capital_efficiency": -0.0922285423832998, "financial_health": -0.6922565138121479, "margin_quality": 0.24262987623006646, "growth_momentum": 0.2675244991041241, "company_age_years": 6.182067077344285, "ebitda": 19962000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 37.13572898259543, "revenue_cagr_3y": 0.186297635874489, "revenue_cagr_5y": 0.20638089191262043, "earnings_cagr_3y": 0.38467421108344424, "quarterly_revenue_growth_yoy": 0.1793689899070174, "quarterly_earnings_growth_yoy": 4.04025201260063, "revenue_growth_qoq": 0.03547405732786291, "gross_margin": 0.7638140161725068, "operating_margin": 0.17443396226415095, "net_margin": 0.1940700808625337, "roa_ttm": 0.09784182488731048, "roe_ttm": 0.16007195751824776, "debt_to_ebitda": 0.018941686233690785, "net_debt_to_ebitda": 0.0, "interest_coverage": 1377.0333333333333, "debt_to_equity": 0.004371642704105433, "current_ratio": 1.9245887652546634, "quick_ratio": 1.9245887601761238, "fcf_to_ebitda": 1.2428893030911863, "capex_to_revenue": 0.09004299201474422, "working_capital_to_revenue": 0.6527973494831277, "capital_efficiency": 0.12895689120277912, "financial_health": 0.07004849064335474, "margin_quality": 0.3774393530997305, "growth_momentum": 2.1098105012538233, "company_age_years": 6.2559890485968515, "ebitda": 82622000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 1097.5993280075188, "revenue_cagr_3y": 0.31307049705962986, "revenue_cagr_5y": 0.3289516767391589, "earnings_cagr_3y": 0.14527604588953458, "quarterly_revenue_growth_yoy": 0.3395471779538239, "quarterly_earnings_growth_yoy": -0.6663165266106442, "revenue_growth_qoq": 0.08078616195781933, "gross_margin": 0.7740601179347044, "operating_margin": -0.04042571551848123, "net_margin": -0.054756220336545376, "roa_ttm": -0.031613970776023556, "roe_ttm": -0.08887716357151683, "debt_to_ebitda": 56.94282581453634, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.2986167615947926, "debt_to_equity": 1.213981105170531, "current_ratio": 4.065814311688612, "quick_ratio": 4.064841515246268, "fcf_to_ebitda": 1.4650689223057645, "capex_to_revenue": 0.0799923265684574, "working_capital_to_revenue": 0.8464114717801562, "capital_efficiency": -0.06024556717377019, "financial_health": -0.5219457019244541, "margin_quality": 0.2262927273598926, "growth_momentum": -0.16338467432841017, "company_age_years": 5.007529089664613, "ebitda": 6384000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "TENB", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 785.4926451127819, "revenue_cagr_3y": 0.19312503279739146, "revenue_cagr_5y": 0.2097561073237153, "earnings_cagr_3y": 0.07782173346694576, "quarterly_revenue_growth_yoy": 0.1343598104965237, "quarterly_earnings_growth_yoy": 0.08776762238637786, "revenue_growth_qoq": 0.0244488588217317, "gross_margin": 0.7794350956649084, "operating_margin": -0.03985698853286687, "net_margin": -0.06586482613982038, "roa_ttm": -0.04197737937474506, "roe_ttm": -0.18200797115202125, "debt_to_ebitda": 55.15263157894737, "net_debt_to_ebitda": 20.04481203007519, "interest_coverage": 0.8237334324290846, "debt_to_equity": 1.0088128264582834, "current_ratio": 1.214099040802705, "quick_ratio": 1.214099040802705, "fcf_to_ebitda": 22.83654135338346, "capex_to_revenue": 0.012679026849772956, "working_capital_to_revenue": 0.16037683809505926, "capital_efficiency": -0.11199267526338315, "financial_health": -0.8365126504788245, "margin_quality": 0.2245710936640737, "growth_momentum": 0.11106371644145079, "company_age_years": 5.930184804928132, "ebitda": 6650000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2021-04-30", "company_multiple": 317.07763418349896, "revenue_cagr_3y": 0.23842578792342572, "revenue_cagr_5y": 0.27577715300333927, "earnings_cagr_3y": -0.1449155196279469, "quarterly_revenue_growth_yoy": 0.1538200189515753, "quarterly_earnings_growth_yoy": 0.7062411598302687, "revenue_growth_qoq": 0.03830486248811506, "gross_margin": 0.7165585987797789, "operating_margin": -0.03260589277067112, "net_margin": -0.039592079541595854, "roa_ttm": -0.019780248323082297, "roe_ttm": -0.05009189705532999, "debt_to_ebitda": 10.084365381227265, "net_debt_to_ebitda": 5.113134903773409, "interest_coverage": 46.20110126885324, "debt_to_equity": 0.5714681299720066, "current_ratio": 0.8981688557040246, "quick_ratio": 0.8981688557040246, "fcf_to_ebitda": 6.17156004186919, "capex_to_revenue": 0.05948763745227553, "working_capital_to_revenue": -0.09582572378942325, "capital_efficiency": -0.03493607268920614, "financial_health": -0.08646236383854147, "margin_quality": 0.21478687548917064, "growth_momentum": 0.430030589390922, "company_age_years": 8.54757015742642, "ebitda": 192982000.0, "spy_multiple": 20.0, "sector_multiple": 37.10228887167416, "sector_premium_over_spy": 0.8551144435837081}, {"ticker": "PSTG", "sector": "Technology", "quarter_date": "2023-04-30", "company_multiple": 44.06341780830778, "revenue_cagr_3y": 0.17087782042812716, "revenue_cagr_5y": 0.18151432090692876, "earnings_cagr_3y": -0.09387321523513714, "quarterly_revenue_growth_yoy": -0.050125321362658265, "quarterly_earnings_growth_yoy": -4.843172951885566, "revenue_growth_qoq": -0.2726463730873715, "gross_margin": 0.701411997481788, "operating_margin": -0.12186178002297614, "net_margin": -0.1143733232423847, "roa_ttm": 0.0058139672410571185, "roe_ttm": 0.01899411243233934, "debt_to_ebitda": 0.928150994165664, "net_debt_to_ebitda": 0.0, "interest_coverage": 111.62599277978339, "debt_to_equity": 0.15841564483383325, "current_ratio": 1.6884503288748105, "quick_ratio": 1.6416042003406268, "fcf_to_ebitda": 3.516099403629966, "capex_to_revenue": 0.06492695978747663, "working_capital_to_revenue": 0.2797454098245037, "capital_efficiency": 0.012404039836698228, "financial_health": 0.017432453039776696, "margin_quality": 0.15505896473880906, "growth_momentum": -2.4466491366241123, "company_age_years": 7.561943874058864, "ebitda": 154602000.0, "spy_multiple": 12.0, "sector_multiple": 27.25157346924126, "sector_premium_over_spy": 1.270964455770105}, {"ticker": "NET", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 337.99467386558877, "revenue_cagr_3y": 0.3804640345869994, "revenue_cagr_5y": 0.42845020368057374, "earnings_cagr_3y": -0.24838110575034678, "quarterly_revenue_growth_yoy": 0.29985024019916107, "quarterly_earnings_growth_yoy": 0.8403887071675823, "revenue_growth_qoq": 0.05914918568840101, "gross_margin": 0.7780252172091492, "operating_margin": -0.08612554738700635, "net_margin": -0.03760137258227015, "roa_ttm": -0.03497855261800003, "roe_ttm": -0.11572976989263169, "debt_to_ebitda": 15.057478483188882, "net_debt_to_ebitda": 13.275139815541852, "interest_coverage": 72.30541789819377, "debt_to_equity": 1.5042703435445723, "current_ratio": 3.511981408304179, "quick_ratio": 3.5119814066262283, "fcf_to_ebitda": 1.8107939525229817, "capex_to_revenue": 0.09640962756331911, "working_capital_to_revenue": 1.0131145299978208, "capital_efficiency": -0.07535416125531585, "financial_health": -1.4042388863522743, "margin_quality": 0.21809943241329088, "growth_momentum": 0.5701194736833717, "company_age_years": 4.7967145790554415, "ebitda": 88067999.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2023-06-30", "company_multiple": 43.64180680977054, "revenue_cagr_3y": 0.2792085457000284, "revenue_cagr_5y": 0.23982241332259502, "earnings_cagr_3y": 0.32762768895180905, "quarterly_revenue_growth_yoy": 0.2550237840986312, "quarterly_earnings_growth_yoy": 0.5348703170028818, "revenue_growth_qoq": 0.02416224352372653, "gross_margin": 0.771194306930693, "operating_margin": 0.21581064356435645, "net_margin": 0.20598700495049505, "roa_ttm": 0.1415156089285476, "roe_ttm": 3.2982565379825655, "debt_to_ebitda": 0.8692079940784604, "net_debt_to_ebitda": 0.0, "interest_coverage": 259.8076923076923, "debt_to_equity": 3.6559775840597757, "current_ratio": 1.3935039707478718, "quick_ratio": 1.2860081128949323, "fcf_to_ebitda": 1.4640266469282013, "capex_to_revenue": 0.045272275242601655, "working_capital_to_revenue": 0.27618493864784666, "capital_efficiency": 1.7198860734555566, "financial_health": -2.7688108029122236, "margin_quality": 0.39766398514851486, "growth_momentum": 0.3949470505507565, "company_age_years": 13.612594113620808, "ebitda": 1351000000.0, "spy_multiple": 12.0, "sector_multiple": 25.26096136091598, "sector_premium_over_spy": 1.1050801134096653}, {"ticker": "AMD", "sector": "Technology", "quarter_date": "2019-06-30", "company_multiple": 73.06694736842105, "revenue_cagr_3y": 0.1423563032434958, "revenue_cagr_5y": 0.01219046525633205, "earnings_cagr_3y": -0.20248354744209307, "quarterly_revenue_growth_yoy": -0.12813211845102507, "quarterly_earnings_growth_yoy": -0.6982758620689655, "revenue_growth_qoq": 0.20361635220125787, "gross_margin": 0.40561724363161333, "operating_margin": 0.038536903984323974, "net_margin": 0.022860875244937948, "roa_ttm": 0.037436299490395925, "roe_ttm": 0.10047343503419252, "debt_to_ebitda": 2.2505263157894735, "net_debt_to_ebitda": 0.2231578947368421, "interest_coverage": 19.0, "debt_to_equity": 0.5623356128353498, "current_ratio": 2.0809312638580932, "quick_ratio": 1.5182926829268293, "fcf_to_ebitda": -0.4463157894736842, "capex_to_revenue": 0.03302127659574468, "working_capital_to_revenue": 0.33191489361702126, "capital_efficiency": 0.06895486726229422, "financial_health": -0.3535966236178074, "margin_quality": 0.1556716742869584, "growth_momentum": -0.4132039902599953, "company_age_years": 39.70704996577687, "ebitda": 475000000.0, "spy_multiple": 15.0, "sector_multiple": 19.48148323045808, "sector_premium_over_spy": 0.2987655486972052}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2021-03-31", "company_multiple": 47.960642785944266, "revenue_cagr_3y": 0.08691390285835188, "revenue_cagr_5y": 0.09963823595093069, "earnings_cagr_3y": -0.04939371645891677, "quarterly_revenue_growth_yoy": 0.1909634900077053, "quarterly_earnings_growth_yoy": 0.5716828759986107, "revenue_growth_qoq": -0.41761399165605767, "gross_margin": 0.8290238033620941, "operating_margin": 0.13771591240715148, "net_margin": 0.1993194319789883, "roa_ttm": 0.07910257564934373, "roe_ttm": 0.11192229318849437, "debt_to_ebitda": 1.2895186213737473, "net_debt_to_ebitda": 0.0, "interest_coverage": 186.72488687782806, "debt_to_equity": 0.19411697899473465, "current_ratio": 2.661581579592563, "quick_ratio": 2.6615815779901193, "fcf_to_ebitda": 0.868470241182049, "capex_to_revenue": 0.019216596590588997, "working_capital_to_revenue": 0.5960806834918236, "capital_efficiency": 0.09551243441891905, "financial_health": -0.023258390020802128, "margin_quality": 0.3886863825827447, "growth_momentum": 0.381323183003158, "company_age_years": 24.777549623545518, "ebitda": 618993000.0, "spy_multiple": 20.0, "sector_multiple": 23.75604802655682, "sector_premium_over_spy": 0.18780240132784098}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2019-06-30", "company_multiple": 647.089993778085, "revenue_cagr_3y": 0.3281023114181909, "revenue_cagr_5y": 0.32447474418625366, "earnings_cagr_3y": 0.05952696669369617, "quarterly_revenue_growth_yoy": 0.33774373259052926, "quarterly_earnings_growth_yoy": -0.11482330237607044, "revenue_growth_qoq": 0.06781015340787834, "gross_margin": 0.750734364542277, "operating_margin": -0.0333717557819588, "net_margin": -0.04296032572320964, "roa_ttm": -0.03042580517684252, "roe_ttm": -0.08661377461912945, "debt_to_ebitda": 26.93916349809886, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.8429638364779874, "debt_to_equity": 1.0959256623927418, "current_ratio": 2.9931269798613993, "quick_ratio": 2.991905471542928, "fcf_to_ebitda": 3.0132042862080883, "capex_to_revenue": 0.056369610699662426, "working_capital_to_revenue": 0.628307384255991, "capital_efficiency": -0.05851978989798598, "financial_health": -0.49827967380809124, "margin_quality": 0.22480076101236954, "growth_momentum": 0.11146021510722941, "company_age_years": 5.754962354551677, "ebitda": 14465000.0, "spy_multiple": 15.0, "sector_multiple": 19.48148323045808, "sector_premium_over_spy": 0.2987655486972052}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 46.932100226492196, "revenue_cagr_3y": 0.18246137152497877, "revenue_cagr_5y": 0.1458114295953281, "earnings_cagr_3y": 0.24938017038043125, "quarterly_revenue_growth_yoy": 0.13298793700361292, "quarterly_earnings_growth_yoy": 0.027488473877663757, "revenue_growth_qoq": 0.13536627783574867, "gross_margin": 0.8781704822402099, "operating_margin": 0.31561726159598313, "net_margin": 0.2366706143742231, "roa_ttm": 0.16540680974371855, "roe_ttm": 0.2908728555709251, "debt_to_ebitda": 0.5570336584813033, "net_debt_to_ebitda": 0.0, "interest_coverage": 131.5012958963283, "debt_to_equity": 0.23064590278542857, "current_ratio": 1.4377613995823533, "quick_ratio": 1.3297809935998632, "fcf_to_ebitda": 0.854587575613738, "capex_to_revenue": 0.035868234879980185, "working_capital_to_revenue": 0.14047074647670796, "capital_efficiency": 0.22813983265732185, "financial_health": -0.04313810235715154, "margin_quality": 0.4768194527368054, "growth_momentum": 0.08023820544063834, "company_age_years": 35.80561259411362, "ebitda": 1217702000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "TEAM", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 2824.6521298046628, "revenue_cagr_3y": 0.24599703579777343, "revenue_cagr_5y": 0.267280290157931, "earnings_cagr_3y": -0.329830204265222, "quarterly_revenue_growth_yoy": 0.2147794738053233, "quarterly_earnings_growth_yoy": -2.881974720070257, "revenue_growth_qoq": 0.049656677771984556, "gross_margin": 0.8167810396024183, "operating_margin": -0.026922471398347, "net_margin": -0.10420186886303115, "roa_ttm": -0.0785864158181785, "roe_ttm": -0.3814074962530398, "debt_to_ebitda": 72.3763215010852, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.9517627767149495, "debt_to_equity": 1.0047791966439679, "current_ratio": 1.1766995408343794, "quick_ratio": 1.1766995408343794, "fcf_to_ebitda": 92.84471049499405, "capex_to_revenue": 0.007790992838301549, "working_capital_to_revenue": 0.09422298997353462, "capital_efficiency": -0.22999695603560916, "financial_health": -0.54703017620852, "margin_quality": 0.22855223311368003, "growth_momentum": -1.3335976231324667, "company_age_years": 8.80766598220397, "ebitda": 14283000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 36.32052041700485, "revenue_cagr_3y": 0.1449452179919155, "revenue_cagr_5y": 0.12394226127139452, "earnings_cagr_3y": -0.285728489238937, "quarterly_revenue_growth_yoy": 0.1640816210370539, "quarterly_earnings_growth_yoy": 0.3613849891549958, "revenue_growth_qoq": -0.002966027517467099, "gross_margin": 0.8960802420775283, "operating_margin": 0.23460650733378005, "net_margin": 0.2671387311821504, "roa_ttm": 0.16525993119425447, "roe_ttm": 0.3092594002505544, "debt_to_ebitda": 0.6214681568162881, "net_debt_to_ebitda": 0.0, "interest_coverage": 132.53985906188063, "debt_to_equity": 0.2725126433775222, "current_ratio": 1.2664332312331565, "quick_ratio": 1.171452612458596, "fcf_to_ebitda": 0.9285153527336348, "capex_to_revenue": 0.03487502379469683, "working_capital_to_revenue": 0.10081398920408634, "capital_efficiency": 0.23725966572240442, "financial_health": -0.06432783573701245, "margin_quality": 0.4659418268644863, "growth_momentum": 0.2627333050960248, "company_age_years": 35.559206023271734, "ebitda": 1203727000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 23.531458623800543, "revenue_cagr_3y": 0.2160819022257583, "revenue_cagr_5y": 0.2038755749298531, "earnings_cagr_3y": 4.082196885309776, "quarterly_revenue_growth_yoy": 0.1750253121835977, "quarterly_earnings_growth_yoy": 0.08904867256637168, "revenue_growth_qoq": 0.024261086159217054, "gross_margin": 0.7764054840686274, "operating_margin": 0.16871553308823528, "net_margin": 0.11310891544117647, "roa_ttm": 0.04723295102750833, "roe_ttm": 0.07439254217086602, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 16257.333333333334, "debt_to_equity": 0.0, "current_ratio": 2.307092655679342, "quick_ratio": 2.307092648006629, "fcf_to_ebitda": 0.9198925613056672, "capex_to_revenue": 0.11744347606416572, "working_capital_to_revenue": 0.8607098648477959, "capital_efficiency": 0.06081274659918717, "financial_health": 0.21311092765673065, "margin_quality": 0.352743310866013, "growth_momentum": 0.1320369923749847, "company_age_years": 4.257357973990418, "ebitda": 48772000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2023-09-30", "company_multiple": 48.98363291035762, "revenue_cagr_3y": 0.15349368867073965, "revenue_cagr_5y": 0.13952643623698857, "earnings_cagr_3y": 0.16310810805210996, "quarterly_revenue_growth_yoy": 0.1335543358070542, "quarterly_earnings_growth_yoy": 0.3650787686857572, "revenue_growth_qoq": 0.04763055523413876, "gross_margin": 0.8928925396884353, "operating_margin": 0.2862943189970814, "net_margin": 0.24858028685536226, "roa_ttm": 0.17631575798025362, "roe_ttm": 0.30753680118847976, "debt_to_ebitda": 0.9527550211971723, "net_debt_to_ebitda": 0.21780104072042117, "interest_coverage": 144.4862567612319, "debt_to_equity": 0.4004831249875558, "current_ratio": 1.4432135944064353, "quick_ratio": 1.3137267465453535, "fcf_to_ebitda": 0.9436664805054011, "capex_to_revenue": 0.026918525772459734, "working_capital_to_revenue": 0.14288745396864258, "capital_efficiency": 0.2419262795843667, "financial_health": -0.031241063842068068, "margin_quality": 0.47592238184695973, "growth_momentum": 0.2493165522464057, "company_age_years": 36.3066392881588, "ebitda": 1308901000.0, "spy_multiple": 12.0, "sector_multiple": 21.98354477825465, "sector_premium_over_spy": 0.8319620648545543}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2021-01-31", "company_multiple": 104.29330234365351, "revenue_cagr_3y": 0.09038577512125401, "revenue_cagr_5y": 0.05303415245438248, "earnings_cagr_3y": -0.3026566200631078, "quarterly_revenue_growth_yoy": 0.11167791369582998, "quarterly_earnings_growth_yoy": -0.9906717144109489, "revenue_growth_qoq": 0.06355588201182974, "gross_margin": 0.5278540621369007, "operating_margin": -0.002175932134982997, "net_margin": 0.020726505635990117, "roa_ttm": -0.025759401552672364, "roe_ttm": -0.03287155557431159, "debt_to_ebitda": 12.62648472559595, "net_debt_to_ebitda": 10.70054345588538, "interest_coverage": 18.744224183668546, "debt_to_equity": 0.5816819594196356, "current_ratio": 1.5013921680220073, "quick_ratio": 1.2523635290043516, "fcf_to_ebitda": 1.7955170035818684, "capex_to_revenue": 0.040252618815049344, "working_capital_to_revenue": 0.18190171443969147, "capital_efficiency": -0.029315478563491974, "financial_health": -0.4846397312252999, "margin_quality": 0.18213487854596924, "growth_momentum": -0.43949690035755945, "company_age_years": 20.5968514715948, "ebitda": 388624000.0, "spy_multiple": 20.0, "sector_multiple": 42.76516694490818, "sector_premium_over_spy": 1.1382583472454089}, {"ticker": "TEAM", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 1651.3807464973731, "revenue_cagr_3y": 0.26459922943722525, "revenue_cagr_5y": 0.2759576709479348, "earnings_cagr_3y": -0.025938450120815748, "quarterly_revenue_growth_yoy": 0.20497541257674917, "quarterly_earnings_growth_yoy": -2.3403277242502374, "revenue_growth_qoq": -0.04838671698925599, "gross_margin": 0.8077881564877738, "operating_margin": -0.059164538392880814, "net_margin": -0.17401974213275126, "roa_ttm": -0.057657584716276425, "roe_ttm": -0.29096065163319784, "debt_to_ebitda": 37.75773496789259, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.5841506473126716, "debt_to_equity": 1.0019489742470113, "current_ratio": 1.1785883133611175, "quick_ratio": 1.1785883133611175, "fcf_to_ebitda": 51.62897694103911, "capex_to_revenue": 0.007596929566652435, "working_capital_to_revenue": 0.1069466524021573, "capital_efficiency": -0.17430911817473713, "financial_health": -0.5368871223314801, "margin_quality": 0.19153462532071389, "growth_momentum": -1.067676155836744, "company_age_years": 8.555783709787816, "ebitda": 27408000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2018-04-30", "company_multiple": 23.38, "revenue_cagr_3y": 0.1106468699849259, "revenue_cagr_5y": 0.06943493628056463, "earnings_cagr_3y": 0.33797451115239396, "quarterly_revenue_growth_yoy": 0.1511216056670602, "quarterly_earnings_growth_yoy": 0.24481327800829875, "revenue_growth_qoq": 1.5107296137339057, "gross_margin": 0.8960683760683761, "operating_margin": 0.5473504273504274, "net_margin": 0.41025641025641024, "roa_ttm": 0.20494211162951442, "roe_ttm": 0.5016920473773265, "debt_to_ebitda": 0.22266204849084612, "net_debt_to_ebitda": 0.0, "interest_coverage": 404.2, "debt_to_equity": 0.19035532994923857, "current_ratio": 1.052534221235664, "quick_ratio": 1.052534221235664, "fcf_to_ebitda": 0.8461157842652153, "capex_to_revenue": 0.025610175317978687, "working_capital_to_revenue": 0.024407012719147473, "capital_efficiency": 0.3533170795034205, "financial_health": 0.10969624723364726, "margin_quality": 0.6178917378917378, "growth_momentum": 0.19796744183767948, "company_age_years": 25.13347022587269, "ebitda": 2021000000.0, "spy_multiple": 15.0, "sector_multiple": 19.34762119503946, "sector_premium_over_spy": 0.28984141300263055}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2017-03-31", "company_multiple": 23.025285918234914, "revenue_cagr_3y": 0.08003549755992023, "revenue_cagr_5y": 0.08591739958540323, "earnings_cagr_3y": 0.27323502079489326, "quarterly_revenue_growth_yoy": 0.06486149751485949, "quarterly_earnings_growth_yoy": 0.3500059333096001, "revenue_growth_qoq": 0.01691116891978336, "gross_margin": 0.870432848057604, "operating_margin": 0.16691164598845487, "net_margin": 0.14312733403087788, "roa_ttm": 0.10075903683738302, "roe_ttm": 0.26265179778061176, "debt_to_ebitda": 1.8006722907203114, "net_debt_to_ebitda": 0.38826995457495134, "interest_coverage": 59.461336626022536, "debt_to_equity": 0.8252624340940671, "current_ratio": 1.389315522397391, "quick_ratio": 1.3359417601845003, "fcf_to_ebitda": 1.0322621674237509, "capex_to_revenue": 0.030588055488713004, "working_capital_to_revenue": 0.12149699858871886, "capital_efficiency": 0.1817054173089974, "financial_health": -0.51745611256894, "margin_quality": 0.3934906093589789, "growth_momentum": 0.2074337154122298, "company_age_years": 29.806981519507186, "ebitda": 385250000.0, "spy_multiple": 15.0, "sector_multiple": 15.09235963089985, "sector_premium_over_spy": 0.006157308726656652}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 91.9934686235689, "revenue_cagr_3y": 0.21656047846918414, "revenue_cagr_5y": 0.21805042478137993, "earnings_cagr_3y": 0.5259049175982491, "quarterly_revenue_growth_yoy": 0.3976598016049131, "quarterly_earnings_growth_yoy": 0.32216296204951134, "revenue_growth_qoq": -0.10168374309040867, "gross_margin": 0.5530052393764241, "operating_margin": 0.17148337431289504, "net_margin": 0.18403041498779196, "roa_ttm": 0.13601756239806503, "roe_ttm": 0.17005815306847702, "debt_to_ebitda": 0.007564345355943875, "net_debt_to_ebitda": 0.0, "interest_coverage": 82.46317657497782, "debt_to_equity": 0.0014546026379415407, "current_ratio": 5.7290857255611725, "quick_ratio": 4.6604113792704585, "fcf_to_ebitda": 1.1414521821468537, "capex_to_revenue": 0.06588769995215832, "working_capital_to_revenue": 0.8230532937336876, "capital_efficiency": 0.15303785773327103, "financial_health": 0.27715887002882106, "margin_quality": 0.3028396762257037, "growth_momentum": 0.3599113818272122, "company_age_years": 16.11498973305955, "ebitda": 185872000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 21.390663075056, "revenue_cagr_3y": 0.05603887550511111, "revenue_cagr_5y": 0.06954238943925883, "earnings_cagr_3y": 0.039882462851691836, "quarterly_revenue_growth_yoy": 0.12089302128836502, "quarterly_earnings_growth_yoy": 0.058556291961988007, "revenue_growth_qoq": 0.044183173944014185, "gross_margin": 0.8694304842426112, "operating_margin": 0.3853003610501297, "net_margin": 0.26717709599579076, "roa_ttm": 0.09720581037402148, "roe_ttm": 0.12095246089852724, "debt_to_ebitda": 0.009770473171945791, "net_debt_to_ebitda": 0.0, "interest_coverage": 77.70340578469964, "debt_to_equity": 0.0019394435423437887, "current_ratio": 2.421011701373219, "quick_ratio": 2.4210116993585196, "fcf_to_ebitda": 0.8901680759260034, "capex_to_revenue": 0.01790150271451433, "working_capital_to_revenue": 0.6631820840173683, "capital_efficiency": 0.10907913563627436, "financial_health": 0.3231085030180818, "margin_quality": 0.5073026470961772, "growth_momentum": 0.08972465662517651, "company_age_years": 21.27857631759069, "ebitda": 454021000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "NET", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 253.11707981533817, "revenue_cagr_3y": 0.35638354606466205, "revenue_cagr_5y": 0.42210999691537143, "earnings_cagr_3y": -0.47727126509976714, "quarterly_revenue_growth_yoy": 0.28152012943865223, "quarterly_earnings_growth_yoy": 0.34858721053749736, "revenue_growth_qoq": 0.07253438937046754, "gross_margin": 0.7768634818476476, "operating_margin": -0.07141893871401268, "net_margin": -0.035646690631088954, "roa_ttm": -0.030631661913851166, "roe_ttm": -0.09641143162502955, "debt_to_ebitda": 11.66739805859327, "net_debt_to_ebitda": 10.062288262037248, "interest_coverage": 79.51011863224005, "debt_to_equity": 1.3661223525059347, "current_ratio": 3.3725489584875668, "quick_ratio": 3.3725489584875668, "fcf_to_ebitda": 1.4909599957871824, "capex_to_revenue": 0.10729553675755477, "working_capital_to_revenue": 0.96826644734959, "capital_efficiency": -0.06352154676944036, "financial_health": -1.2621923472216834, "margin_quality": 0.223265950834182, "growth_momentum": 0.3150536699880748, "company_age_years": 5.048596851471594, "ebitda": 113938000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2017-12-31", "company_multiple": 703.4593000393236, "revenue_cagr_3y": 0.31435288415630014, "revenue_cagr_5y": 0.33513666413720355, "earnings_cagr_3y": -0.15578093840493368, "quarterly_revenue_growth_yoy": 0.3447939293608796, "quarterly_earnings_growth_yoy": 0.12338036279873309, "revenue_growth_qoq": 0.0830045313029808, "gross_margin": 0.760771338100829, "operating_margin": -0.044010388871099725, "net_margin": -0.04332728501796705, "roa_ttm": -0.0856610129502438, "roe_ttm": -0.1518042763730967, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1017.2, "debt_to_equity": 0.0, "current_ratio": 1.957502722666793, "quick_ratio": 1.9559401486812822, "fcf_to_ebitda": 2.8014156508061343, "capex_to_revenue": 0.05367019855401315, "working_capital_to_revenue": 0.2419196611940358, "capital_efficiency": -0.11873264466167024, "financial_health": 0.593745084674671, "margin_quality": 0.2244778880705874, "growth_momentum": 0.23408714607980635, "company_age_years": 4.26009582477755, "ebitda": 5086000.0, "spy_multiple": 15.0, "sector_multiple": 16.935676706798343, "sector_premium_over_spy": 0.12904511378655625}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 54.22898651266753, "revenue_cagr_3y": 0.27299112983922535, "revenue_cagr_5y": 0.19904324739874335, "earnings_cagr_3y": 0.6006035566451309, "quarterly_revenue_growth_yoy": 0.2827027649580032, "quarterly_earnings_growth_yoy": 0.30014711911825, "revenue_growth_qoq": 0.6995789789216955, "gross_margin": 0.8911263039414065, "operating_margin": 0.41589998813505513, "net_margin": 0.34573807973884296, "roa_ttm": 0.07303769490909152, "roe_ttm": 0.10588105240964091, "debt_to_ebitda": 1.8335225609518797, "net_debt_to_ebitda": 0.2892356839859289, "interest_coverage": 241.81628477905073, "debt_to_equity": 0.26443236880019677, "current_ratio": 3.8991321315590723, "quick_ratio": 4.0193812304971495, "fcf_to_ebitda": 0.8662282000477158, "capex_to_revenue": 0.021037330108838594, "working_capital_to_revenue": 0.641560652282137, "capital_efficiency": 0.08945937365936621, "financial_health": -0.041130789120225775, "margin_quality": 0.5509214572717682, "growth_momentum": 0.29142494203812663, "company_age_years": 24.531143052703626, "ebitda": 590999000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 67.61660864270641, "revenue_cagr_3y": 0.17183498808586584, "revenue_cagr_5y": 0.17107389368041126, "earnings_cagr_3y": 0.2508477415779231, "quarterly_revenue_growth_yoy": 0.08626227222681876, "quarterly_earnings_growth_yoy": 0.17363774513351182, "revenue_growth_qoq": -0.012291707392203206, "gross_margin": 0.5513800093559956, "operating_margin": 0.1840852115294654, "net_margin": 0.19453873742038408, "roa_ttm": 0.11380368579270683, "roe_ttm": 0.14071139806410157, "debt_to_ebitda": 0.010459326232557364, "net_debt_to_ebitda": 0.0, "interest_coverage": 57.1463298379409, "debt_to_equity": 0.0016212211906796589, "current_ratio": 6.6704606770170525, "quick_ratio": 5.372420463222194, "fcf_to_ebitda": 0.9968555295138165, "capex_to_revenue": 0.15413881682568348, "working_capital_to_revenue": 0.8870240046120451, "capital_efficiency": 0.12725754192840422, "financial_health": 0.18084956214873874, "margin_quality": 0.3100013194352817, "growth_momentum": 0.1299500086801653, "company_age_years": 15.1129363449692, "ebitda": 119893000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2020-06-30", "company_multiple": 48.266160322453416, "revenue_cagr_3y": 0.1347728750010324, "revenue_cagr_5y": 0.10369352551650568, "earnings_cagr_3y": 0.11463290766093714, "quarterly_revenue_growth_yoy": 0.046186607348732485, "quarterly_earnings_growth_yoy": -0.12014578587699316, "revenue_growth_qoq": 0.2645244848107284, "gross_margin": 0.8603436696995548, "operating_margin": 0.29250300134055557, "net_margin": 0.2503857014320867, "roa_ttm": 0.08517859887248479, "roe_ttm": 0.11574678422174443, "debt_to_ebitda": 0.9049301126470617, "net_debt_to_ebitda": 0.0, "interest_coverage": 170.9753289473684, "debt_to_equity": 0.13680757220376213, "current_ratio": 2.3800105184569498, "quick_ratio": 2.3800105166180585, "fcf_to_ebitda": 0.9501640164305023, "capex_to_revenue": 0.02956457012322023, "working_capital_to_revenue": 0.49347141223575114, "capital_efficiency": 0.10046269154711461, "financial_health": 0.03613442200689976, "margin_quality": 0.467744124157399, "growth_momentum": -0.036979589264130336, "company_age_years": 24.027378507871322, "ebitda": 519765000.0, "spy_multiple": 20.0, "sector_multiple": 26.78662418308661, "sector_premium_over_spy": 0.33933120915433035}, {"ticker": "AFRM", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 177.84577061209612, "revenue_cagr_3y": 0.3738099199202829, "revenue_cagr_5y": 0.5135140774653488, "earnings_cagr_3y": -0.3111522842265825, "quarterly_revenue_growth_yoy": 0.4066724801479014, "quarterly_earnings_growth_yoy": 0.41657789187521466, "revenue_growth_qoq": 0.059609972921107125, "gross_margin": 0.6715205467880924, "operating_margin": -0.18987399764345098, "net_margin": -0.14348606042558187, "roa_ttm": -0.044007200202699256, "roe_ttm": -0.1573566109412845, "debt_to_ebitda": 66.21066798762536, "net_debt_to_ebitda": 56.43283205443347, "interest_coverage": 1.0273464880695184, "debt_to_equity": 2.4982888813967694, "current_ratio": 64.66424629043046, "quick_ratio": 64.66424629043046, "fcf_to_ebitda": 3.5560457226173674, "capex_to_revenue": 0.06639032908226007, "working_capital_to_revenue": 3.4308276146952132, "capital_efficiency": -0.10068190557199189, "financial_health": -2.395108726119591, "margin_quality": 0.11272016290635317, "growth_momentum": 0.41162518601155806, "company_age_years": 3.7125256673511293, "ebitda": 106993000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2021-03-31", "company_multiple": 37.02491435522679, "revenue_cagr_3y": 0.14251037049700654, "revenue_cagr_5y": 0.15908954870852443, "earnings_cagr_3y": -0.7078329671577355, "quarterly_revenue_growth_yoy": 0.12163963692428967, "quarterly_earnings_growth_yoy": -0.9878035733390392, "revenue_growth_qoq": 0.02062214533601966, "gross_margin": 0.7759312084005127, "operating_margin": -0.02795692256810947, "net_margin": 0.002356443011286122, "roa_ttm": 0.10015316285403497, "roe_ttm": 0.18409601418253976, "debt_to_ebitda": 0.10595801393572393, "net_debt_to_ebitda": 0.0, "interest_coverage": 27949.75, "debt_to_equity": 0.02983067578593229, "current_ratio": 1.7865898731058272, "quick_ratio": 1.7865898731058272, "fcf_to_ebitda": 1.3862378017692465, "capex_to_revenue": 0.0817365365665567, "working_capital_to_revenue": 0.5470845293689216, "capital_efficiency": 0.14212458851828735, "financial_health": 0.1489885497751876, "margin_quality": 0.25011024294789647, "growth_momentum": -0.43308196820737477, "company_age_years": 8.503764544832306, "ebitda": 111799000.0, "spy_multiple": 20.0, "sector_multiple": 23.75604802655682, "sector_premium_over_spy": 0.18780240132784098}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2021-09-30", "company_multiple": 89.10784989661286, "revenue_cagr_3y": 0.2645923976094826, "revenue_cagr_5y": 0.24895483893800496, "earnings_cagr_3y": 0.29633521497764903, "quarterly_revenue_growth_yoy": 0.24708775662819654, "quarterly_earnings_growth_yoy": 0.2376273260627002, "revenue_growth_qoq": 0.10297732487377138, "gross_margin": 0.5758835566051149, "operating_margin": 0.2384103708557687, "net_margin": 0.21256668789139532, "roa_ttm": 0.1418803784475042, "roe_ttm": 0.1825377371715978, "debt_to_ebitda": 0.009407647932839092, "net_debt_to_ebitda": 0.0, "interest_coverage": 84.5144262295082, "debt_to_equity": 0.002085639362422197, "current_ratio": 4.675744411696235, "quick_ratio": 3.7618409666919965, "fcf_to_ebitda": 1.0952791064868157, "capex_to_revenue": 0.08070272027469876, "working_capital_to_revenue": 0.7577677828416507, "capital_efficiency": 0.162209057809551, "financial_health": 0.15114034952847816, "margin_quality": 0.342286871784093, "growth_momentum": 0.24235754134544837, "company_age_years": 16.862422997946613, "ebitda": 257769000.0, "spy_multiple": 20.0, "sector_multiple": 19.845091813117204, "sector_premium_over_spy": -0.007745409344139809}, {"ticker": "RUN", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 262.9129744905173, "revenue_cagr_3y": 0.3566963772982943, "revenue_cagr_5y": 0.3298768053167711, "earnings_cagr_3y": 0.7147142579414671, "quarterly_revenue_growth_yoy": 0.39961261772538137, "quarterly_earnings_growth_yoy": 2.6361016641138137, "revenue_growth_qoq": -0.03600852025459483, "gross_margin": 0.0893455163899979, "operating_margin": -0.31057929712124394, "net_margin": 0.10345693685648245, "roa_ttm": 0.008997807596267646, "roe_ttm": 0.025845832857541946, "debt_to_ebitda": 170.83969218961442, "net_debt_to_ebitda": 155.8832582658399, "interest_coverage": 0.37140863877094804, "debt_to_equity": 1.2609257851899534, "current_ratio": 1.8154322424750162, "quick_ratio": 1.1369923951772944, "fcf_to_ebitda": -57.76209327220214, "capex_to_revenue": 0.8663078061636359, "working_capital_to_revenue": 0.40586847199690534, "capital_efficiency": 0.017421820226904798, "financial_health": -1.1901308813097753, "margin_quality": -0.039258947958254534, "growth_momentum": 1.5178571409195976, "company_age_years": 7.405886379192334, "ebitda": 49511000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 37.97416310638746, "revenue_cagr_3y": 0.15103471175701455, "revenue_cagr_5y": 0.14270691410881087, "earnings_cagr_3y": 0.19452187981108016, "quarterly_revenue_growth_yoy": 0.1048613287071357, "quarterly_earnings_growth_yoy": 0.4330650285956365, "revenue_growth_qoq": 0.018127271190737766, "gross_margin": 0.8123400428857993, "operating_margin": 0.2868437435152521, "net_margin": 0.2807843951027184, "roa_ttm": 0.18655136853970747, "roe_ttm": 0.41174824946900107, "debt_to_ebitda": 0.06238556245396191, "net_debt_to_ebitda": 0.0, "interest_coverage": 87.14351215038972, "debt_to_equity": 0.03220488138760477, "current_ratio": 1.541587017738587, "quick_ratio": 1.541587017738587, "fcf_to_ebitda": 1.2407608123750395, "capex_to_revenue": 0.0158461055661565, "working_capital_to_revenue": 0.3801730699169279, "capital_efficiency": 0.2991498090043543, "financial_health": 0.25062821645594857, "margin_quality": 0.45998939383459, "growth_momentum": 0.2689631786513861, "company_age_years": 11.255304585900069, "ebitda": 190060000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2023-07-31", "company_multiple": 48.00736741136491, "revenue_cagr_3y": 0.12051206605071885, "revenue_cagr_5y": 0.11707584539398397, "earnings_cagr_3y": 0.09959406171571339, "quarterly_revenue_growth_yoy": 0.08972402068940573, "quarterly_earnings_growth_yoy": 0.5103896220567229, "revenue_growth_qoq": 0.06896026984556261, "gross_margin": 0.7694627738906075, "operating_margin": 0.2384723642108897, "net_margin": 0.24802064109542965, "roa_ttm": 0.10421988564007026, "roe_ttm": 0.17356523519544587, "debt_to_ebitda": 0.06901562722565698, "net_debt_to_ebitda": 0.0, "interest_coverage": 4167.078947368421, "debt_to_equity": 0.016506854430310705, "current_ratio": 1.1971917763560347, "quick_ratio": 1.0936046464775226, "fcf_to_ebitda": 1.1211634497919856, "capex_to_revenue": 0.0328339241725529, "working_capital_to_revenue": 0.1022283513193046, "capital_efficiency": 0.13889256041775805, "financial_health": 0.16687029210592685, "margin_quality": 0.4186519263989756, "growth_momentum": 0.30005682137306433, "company_age_years": 31.42505133470226, "ebitda": 1425141000.0, "spy_multiple": 12.0, "sector_multiple": 38.228257141017565, "sector_premium_over_spy": 2.1856880950847972}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2018-03-31", "company_multiple": 612.5479214780601, "revenue_cagr_3y": 0.3203328981799125, "revenue_cagr_5y": 0.33447310396375807, "earnings_cagr_3y": -0.36507199410794766, "quarterly_revenue_growth_yoy": 0.3448578150298325, "quarterly_earnings_growth_yoy": 0.6284033383499795, "revenue_growth_qoq": 0.06979044366172128, "gross_margin": 0.7627159229229162, "operating_margin": -0.008986118409237543, "net_margin": -0.018065357216498275, "roa_ttm": -0.027786732828010596, "roe_ttm": -0.0781103869269863, "debt_to_ebitda": 45.48473184500898, "net_debt_to_ebitda": 0.0, "interest_coverage": 5.523742026931254, "debt_to_equity": 1.2850731877070751, "current_ratio": 4.714525693846076, "quick_ratio": 4.712867559211336, "fcf_to_ebitda": -0.16653836284321272, "capex_to_revenue": 0.0850580842026522, "working_capital_to_revenue": 0.9498665007647044, "capital_efficiency": -0.05294855987749845, "financial_health": -0.5603564149533895, "margin_quality": 0.24522148243239347, "growth_momentum": 0.486630576689906, "company_age_years": 4.506502395619439, "ebitda": 7794000.0, "spy_multiple": 15.0, "sector_multiple": 17.05486987273345, "sector_premium_over_spy": 0.13699132484889653}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 45.70818587504851, "revenue_cagr_3y": 0.19050406479638005, "revenue_cagr_5y": 0.2089364421816866, "earnings_cagr_3y": 0.7855023113248134, "quarterly_revenue_growth_yoy": 0.20453857791225416, "quarterly_earnings_growth_yoy": 1.776739233317558, "revenue_growth_qoq": 0.05142840373864687, "gross_margin": 0.7695860894805884, "operating_margin": 0.2528259231348907, "net_margin": 0.32751402495185467, "roa_ttm": 0.07809044368600683, "roe_ttm": 0.12230983054471588, "debt_to_ebitda": 0.007916181606519208, "net_debt_to_ebitda": 0.0, "interest_coverage": 2208.8571428571427, "debt_to_equity": 0.0016357513230341584, "current_ratio": 2.1947543240496925, "quick_ratio": 2.1947543185865848, "fcf_to_ebitda": 1.2156900789031173, "capex_to_revenue": 0.1147292267679108, "working_capital_to_revenue": 0.8172336736371654, "capital_efficiency": 0.10020013711536135, "financial_health": 0.16553831011041295, "margin_quality": 0.44997534585577786, "growth_momentum": 0.9906389056149061, "company_age_years": 6.0041067761806985, "ebitda": 77310000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "PSTG", "sector": "Technology", "quarter_date": "2024-04-30", "company_multiple": 59.700684127246895, "revenue_cagr_3y": 0.18885939198271284, "revenue_cagr_5y": 0.16245683650444542, "earnings_cagr_3y": -0.2536448120078809, "quarterly_revenue_growth_yoy": 0.17677034211370304, "quarterly_earnings_growth_yoy": 0.4805863414489399, "revenue_growth_qoq": -0.12196175005222808, "gross_margin": 0.7148103980077263, "operating_margin": -0.06023830570211931, "net_margin": -0.05048314368567758, "roa_ttm": 0.025859019044543977, "roe_ttm": 0.06819857449891664, "debt_to_ebitda": 0.5744166438880911, "net_debt_to_ebitda": 0.0, "interest_coverage": 129.09890656063618, "debt_to_equity": 0.10859238136411706, "current_ratio": 1.9264227519626063, "quick_ratio": 1.893254766562587, "fcf_to_ebitda": 2.0536137087242587, "capex_to_revenue": 0.0656111010214349, "working_capital_to_revenue": 0.38710566639623306, "capital_efficiency": 0.04702879677173031, "financial_health": 0.17575918579885713, "margin_quality": 0.2013629828733098, "growth_momentum": 0.3286783417813215, "company_age_years": 8.563997262149213, "ebitda": 259747000.0, "spy_multiple": 12.0, "sector_multiple": 36.41805669946794, "sector_premium_over_spy": 2.034838058288995}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 328.4372714347937, "revenue_cagr_3y": 0.20399427439991635, "revenue_cagr_5y": 0.24020801949651216, "earnings_cagr_3y": 0.9296997254769088, "quarterly_revenue_growth_yoy": 0.21298770710849813, "quarterly_earnings_growth_yoy": 1.198501872659176, "revenue_growth_qoq": 0.028552005438477225, "gross_margin": 0.7541308658294779, "operating_margin": 0.13835646618197842, "net_margin": 0.12932363956818682, "roa_ttm": 0.04365442373801339, "roe_ttm": 0.13530619111709286, "debt_to_ebitda": 0.09450786058857852, "net_debt_to_ebitda": 0.0, "interest_coverage": 35.270434782608696, "debt_to_equity": 0.02579632122027815, "current_ratio": 1.8689630362442666, "quick_ratio": 1.7962946308121235, "fcf_to_ebitda": 2.305872636276226, "capex_to_revenue": 0.03218892398478433, "working_capital_to_revenue": 0.5647425751139188, "capital_efficiency": 0.08948030742755313, "financial_health": 0.4231228514564863, "margin_quality": 0.34060365719321434, "growth_momentum": 0.7057447898838372, "company_age_years": 8.865160848733744, "ebitda": 243366000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "AMD", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 53.61434108527132, "revenue_cagr_3y": 0.047615169062098506, "revenue_cagr_5y": 0.05301652897883935, "earnings_cagr_3y": 0.6104100633967611, "quarterly_revenue_growth_yoy": 0.2570772762050497, "quarterly_earnings_growth_yoy": 1.1748768472906403, "revenue_growth_qoq": 0.3445171849427169, "gross_margin": 0.3487522824102252, "operating_margin": 0.07668898356664638, "net_margin": 0.04321363359707851, "roa_ttm": -0.0192414947016174, "roe_ttm": -0.1326923076923077, "debt_to_ebitda": 5.5271317829457365, "net_debt_to_ebitda": 2.12015503875969, "interest_coverage": 8.32258064516129, "debt_to_equity": 2.7423076923076923, "current_ratio": 1.6964173475801383, "quick_ratio": 1.197360150848523, "fcf_to_ebitda": -0.8410852713178295, "capex_to_revenue": 0.018163471241170535, "working_capital_to_revenue": 0.2236125126135217, "capital_efficiency": -0.07596690119696255, "financial_health": -2.362572396928225, "margin_quality": 0.15621829985798338, "growth_momentum": 0.715977061747845, "company_age_years": 37.960301163586585, "ebitda": 258000000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2023-04-30", "company_multiple": 41.39195014159286, "revenue_cagr_3y": 0.13778847705612218, "revenue_cagr_5y": 0.10295637336733532, "earnings_cagr_3y": 0.3540901426429095, "quarterly_revenue_growth_yoy": -0.008380766223612198, "quarterly_earnings_growth_yoy": -0.0741940627109617, "revenue_growth_qoq": -0.07106533548864834, "gross_margin": 0.7659296323133438, "operating_margin": 0.23049623860958257, "net_margin": 0.215181020609786, "roa_ttm": 0.09402483900080198, "roe_ttm": 0.15785223888300454, "debt_to_ebitda": 0.07255535412982238, "net_debt_to_ebitda": 0.0, "interest_coverage": 4340.496794871795, "debt_to_equity": 0.016848315434238037, "current_ratio": 1.149982900883333, "quick_ratio": 1.056692303214634, "fcf_to_ebitda": 1.0984984142338663, "capex_to_revenue": 0.03167531603046682, "working_capital_to_revenue": 0.07998228285388845, "capital_efficiency": 0.12593853894190327, "financial_health": 0.1542967209998253, "margin_quality": 0.4038689638442374, "growth_momentum": -0.04128741446728695, "company_age_years": 31.173169062286107, "ebitda": 1354235000.0, "spy_multiple": 12.0, "sector_multiple": 27.25157346924126, "sector_premium_over_spy": 1.270964455770105}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 82.5716641525378, "revenue_cagr_3y": 0.23667850569249937, "revenue_cagr_5y": 0.23463156572128474, "earnings_cagr_3y": -0.03262203688005938, "quarterly_revenue_growth_yoy": -0.14374149676129722, "quarterly_earnings_growth_yoy": -0.6654856190079199, "revenue_growth_qoq": 0.059190464218636774, "gross_margin": 0.3080783117894931, "operating_margin": 0.04028684164230244, "net_margin": 0.049300907270731935, "roa_ttm": 0.05757723597918681, "roe_ttm": 0.12923886283947514, "debt_to_ebitda": 2.9470284047741586, "net_debt_to_ebitda": 0.0, "interest_coverage": 8.99338770112409, "debt_to_equity": 0.5537500564122543, "current_ratio": 3.942547449088395, "quick_ratio": 3.18194951146414, "fcf_to_ebitda": 0.4698919197117859, "capex_to_revenue": 0.08688584916715264, "working_capital_to_revenue": 0.8793719603829584, "capital_efficiency": 0.09340804940933098, "financial_health": -0.1886683597566498, "margin_quality": 0.13255535356750917, "growth_momentum": -0.40461355788460857, "company_age_years": 5.768651608487337, "ebitda": 204015000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "ADBE", "sector": "Technology", "quarter_date": "2016-05-31", "company_multiple": 33.08229863444904, "revenue_cagr_3y": 0.1144399297960148, "revenue_cagr_5y": 0.06452324773025819, "earnings_cagr_3y": 0.47185944531935897, "quarterly_revenue_growth_yoy": 0.20354461269465943, "quarterly_earnings_growth_yoy": 0.6548175167635074, "revenue_growth_qoq": 0.011113721549733073, "gross_margin": 0.8555246302125746, "operating_margin": 0.24611195037709774, "net_margin": 0.1744994848821306, "roa_ttm": 0.0733049772595617, "roe_ttm": 0.12354794594440231, "debt_to_ebitda": 1.269788233169278, "net_debt_to_ebitda": 0.6980377864786589, "interest_coverage": 90.26959357167812, "debt_to_equity": 0.2715747886043271, "current_ratio": 2.1959196676713097, "quick_ratio": 2.1959196676713097, "fcf_to_ebitda": 1.0240832360397087, "capex_to_revenue": 0.040258255600601256, "working_capital_to_revenue": 0.5376663897587283, "capital_efficiency": 0.09842646160198201, "financial_health": -0.192101876982978, "margin_quality": 0.425378688490601, "growth_momentum": 0.4291810647290834, "company_age_years": 29.779603011635867, "ebitda": 1550290000.0, "spy_multiple": 15.0, "sector_multiple": 12.450008915647217, "sector_premium_over_spy": -0.1699994056235189}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 30.100280427468824, "revenue_cagr_3y": 0.17480172937750416, "revenue_cagr_5y": 0.19203867851283252, "earnings_cagr_3y": 0.5656575061141311, "quarterly_revenue_growth_yoy": 0.15368835301013145, "quarterly_earnings_growth_yoy": -0.1830073714261366, "revenue_growth_qoq": 0.04740969732291046, "gross_margin": 0.7930592347981759, "operating_margin": 0.272755863603924, "net_margin": 0.2319313906932298, "roa_ttm": 0.1007662272096932, "roe_ttm": 0.17470355074330443, "debt_to_ebitda": 0.06864239065901445, "net_debt_to_ebitda": 0.0, "interest_coverage": 3609.285714285714, "debt_to_equity": 0.01921484226766716, "current_ratio": 1.776925776041545, "quick_ratio": 1.776925776041545, "fcf_to_ebitda": 1.2946962200672867, "capex_to_revenue": 0.08063494920342093, "working_capital_to_revenue": 0.5337224363074213, "capital_efficiency": 0.13773488897649883, "financial_health": 0.12080540129472588, "margin_quality": 0.4325821630317766, "growth_momentum": -0.014659509208002575, "company_age_years": 7.003422313483915, "ebitda": 101060000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 40.03868466886095, "revenue_cagr_3y": 0.39605998105981777, "revenue_cagr_5y": 0.2841889949296952, "earnings_cagr_3y": 0.45351808822711814, "quarterly_revenue_growth_yoy": 0.19419719682087505, "quarterly_earnings_growth_yoy": 0.3800115627277983, "revenue_growth_qoq": -0.019449492621931602, "gross_margin": 0.573708888962788, "operating_margin": 0.27551683238557634, "net_margin": 0.24342833072838727, "roa_ttm": 0.2101398018818396, "roe_ttm": 0.2634229992101386, "debt_to_ebitda": 0.003385370428153949, "net_debt_to_ebitda": 0.0, "interest_coverage": 112.53426467811968, "debt_to_equity": 0.0011360937384764964, "current_ratio": 5.137454368151265, "quick_ratio": 3.7733905769638714, "fcf_to_ebitda": 0.5322012971108584, "capex_to_revenue": 0.021858110767395324, "working_capital_to_revenue": 0.6997519141911187, "capital_efficiency": 0.23678140054598912, "financial_health": 0.21959974868086646, "margin_quality": 0.3642180173589172, "growth_momentum": 0.28710437977433667, "company_age_years": 18.360027378507873, "ebitda": 596094000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 41.474994443186326, "revenue_cagr_3y": 0.08883661197066428, "revenue_cagr_5y": 0.14148665647102088, "earnings_cagr_3y": 0.08412947647153612, "quarterly_revenue_growth_yoy": 0.15990577930170072, "quarterly_earnings_growth_yoy": 0.06518780989893273, "revenue_growth_qoq": 0.7548316786364281, "gross_margin": 0.9129942815125425, "operating_margin": 0.4136091058590897, "net_margin": 0.3412734689010667, "roa_ttm": 0.06833545567826844, "roe_ttm": 0.09283454698050075, "debt_to_ebitda": 1.0173629155665398, "net_debt_to_ebitda": 0.0, "interest_coverage": 60.86582742410963, "debt_to_equity": 0.1441815432130372, "current_ratio": 2.3047125022770873, "quick_ratio": 2.3047125011525997, "fcf_to_ebitda": 0.9055891466069402, "capex_to_revenue": 0.0111535545512256, "working_capital_to_revenue": 0.5111449640498531, "capital_efficiency": 0.08058500132938459, "financial_health": -0.022391353820001347, "margin_quality": 0.5559589520908995, "growth_momentum": 0.11254679460031672, "company_age_years": 27.529089664613277, "ebitda": 763927000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 38.80380181211078, "revenue_cagr_3y": 0.1865157560131503, "revenue_cagr_5y": 0.12486784540640494, "earnings_cagr_3y": 0.29750916020334683, "quarterly_revenue_growth_yoy": 0.19848168684732412, "quarterly_earnings_growth_yoy": 0.41745083676114275, "revenue_growth_qoq": -0.2660481332344064, "gross_margin": 0.8672050281972413, "operating_margin": 0.25065414066625186, "net_margin": 0.19751220440987974, "roa_ttm": 0.08538028623652084, "roe_ttm": 0.11571000731468319, "debt_to_ebitda": 1.0270297054560207, "net_debt_to_ebitda": 0.3561906297197267, "interest_coverage": 70.34736939951664, "debt_to_equity": 0.1625317168259879, "current_ratio": 2.930926422611403, "quick_ratio": 3.0908911995276673, "fcf_to_ebitda": 0.865004750283101, "capex_to_revenue": 0.012186482957761743, "working_capital_to_revenue": 0.3559597250692234, "capital_efficiency": 0.10054514677560202, "financial_health": -0.07926093353067874, "margin_quality": 0.43845712442445767, "growth_momentum": 0.3079662618042334, "company_age_years": 26.77618069815195, "ebitda": 756797000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "DDOG", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 178.006824627019, "revenue_cagr_3y": 0.31261731301579987, "revenue_cagr_5y": 0.45368340755522274, "earnings_cagr_3y": 0.8527480783885861, "quarterly_revenue_growth_yoy": 0.2511290615264335, "quarterly_earnings_growth_yoy": -0.1555572018595003, "revenue_growth_qoq": 0.06914477345452859, "gross_margin": 0.8042839695442894, "operating_margin": 0.012730996696609993, "net_margin": 0.061803350019722744, "roa_ttm": 0.03176062802888474, "roe_ttm": 0.06769396724019595, "debt_to_ebitda": 5.635043771320538, "net_debt_to_ebitda": 1.3641445070075213, "interest_coverage": 110.46992054483542, "debt_to_equity": 0.6061366884237664, "current_ratio": 2.6365387475150492, "quick_ratio": 2.6365387475150492, "fcf_to_ebitda": 2.862890962147055, "capex_to_revenue": 0.027246463197697704, "working_capital_to_revenue": 1.1356518985573385, "capital_efficiency": 0.04972729763454035, "financial_health": -0.1452359257103327, "margin_quality": 0.2929394387535407, "growth_momentum": 0.04778592983346659, "company_age_years": 5.284052019164956, "ebitda": 291972000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2019-04-30", "company_multiple": 208.67469430051813, "revenue_cagr_3y": 0.12661444988767956, "revenue_cagr_5y": 0.04319271431680183, "earnings_cagr_3y": -0.48089355496809183, "quarterly_revenue_growth_yoy": 0.3015647226173542, "quarterly_earnings_growth_yoy": 0.7063106796116505, "revenue_growth_qoq": -0.007188390071883901, "gross_margin": 0.8737704918032787, "operating_margin": 0.033196721311475406, "net_margin": -0.03306010928961749, "roa_ttm": -0.004700010398253094, "roe_ttm": 0.0921320831634733, "debt_to_ebitda": 10.479274611398964, "net_debt_to_ebitda": 5.903108808290155, "interest_coverage": 9.23444976076555, "debt_to_equity": 8.245006114961273, "current_ratio": 0.6404737245012834, "quick_ratio": 0.6404737240509749, "fcf_to_ebitda": 2.850777202072539, "capex_to_revenue": 0.023654427016994797, "working_capital_to_revenue": -0.2905491466210561, "capital_efficiency": 0.0437160363826101, "financial_health": 8.187343719406384, "margin_quality": 0.2913023679417122, "growth_momentum": 0.5039377011145023, "company_age_years": 33.828884325804246, "ebitda": 193000000.0, "spy_multiple": 15.0, "sector_multiple": 28.693638158689232, "sector_premium_over_spy": 0.9129092105792822}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2019-01-31", "company_multiple": 28.953460154241647, "revenue_cagr_3y": 0.17622230437056463, "revenue_cagr_5y": 0.13944308186070775, "earnings_cagr_3y": 0.9895286039481959, "quarterly_revenue_growth_yoy": 0.2892703862660944, "quarterly_earnings_growth_yoy": 10.0, "revenue_growth_qoq": 0.47834645669291337, "gross_margin": 0.8102529960053262, "operating_margin": 0.15512649800266312, "net_margin": 0.12583222370173103, "roa_ttm": 0.27591377694470476, "roe_ttm": 0.5264663805436338, "debt_to_ebitda": 0.21233933161953727, "net_debt_to_ebitda": 0.0, "interest_coverage": 486.25, "debt_to_equity": 0.14771101573676682, "current_ratio": 1.3213393303348326, "quick_ratio": 1.3213393303348326, "fcf_to_ebitda": 1.032904884318766, "capex_to_revenue": 0.019748095164049136, "working_capital_to_revenue": 0.09998445031876846, "capital_efficiency": 0.4011900787441693, "financial_health": 0.07167120521618112, "margin_quality": 0.3637372392365734, "growth_momentum": 5.144635193133047, "company_age_years": 25.88911704312115, "ebitda": 1945000000.0, "spy_multiple": 15.0, "sector_multiple": 22.723295969148545, "sector_premium_over_spy": 0.5148863979432363}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 33.68456944145444, "revenue_cagr_3y": 0.23970234406532565, "revenue_cagr_5y": 0.23418445752241612, "earnings_cagr_3y": 0.40811235960438275, "quarterly_revenue_growth_yoy": 0.07209062821833162, "quarterly_earnings_growth_yoy": 0.20831651190956801, "revenue_growth_qoq": -0.043671825312698746, "gross_margin": 0.7748466711002734, "operating_margin": 0.23734574743220277, "net_margin": 0.22116308283455258, "roa_ttm": 0.15653671969825506, "roe_ttm": -8.722909090909091, "debt_to_ebitda": 0.6516145976634288, "net_debt_to_ebitda": 0.0, "interest_coverage": 298.7450980392157, "debt_to_equity": 7.220363643636364, "current_ratio": 1.1997947584464794, "quick_ratio": 1.0841490369434796, "fcf_to_ebitda": 1.1109871357311631, "capex_to_revenue": 0.07333481596797509, "working_capital_to_revenue": 0.1407205604358946, "capital_efficiency": -4.283186185605418, "financial_health": 7.471769908795476, "margin_quality": 0.4111185004556763, "growth_momentum": 0.14020357006394982, "company_age_years": 14.365503080082135, "ebitda": 1523600000.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 29.032396219628467, "revenue_cagr_3y": 0.09108988825453124, "revenue_cagr_5y": 0.0767291936683181, "earnings_cagr_3y": 0.1619310911825893, "quarterly_revenue_growth_yoy": 0.08852175154187669, "quarterly_earnings_growth_yoy": 0.022110795626170483, "revenue_growth_qoq": -0.0014058809239532132, "gross_margin": 0.8947986811662465, "operating_margin": 0.2084633792440688, "net_margin": 0.17514402099368015, "roa_ttm": 0.16066761375374786, "roe_ttm": 0.28895492824918834, "debt_to_ebitda": 0.9306188418567611, "net_debt_to_ebitda": 0.0, "interest_coverage": 150.15495283018868, "debt_to_equity": 0.4002568464231332, "current_ratio": 1.6962512641724639, "quick_ratio": 1.5884209880093443, "fcf_to_ebitda": 0.9972701156195565, "capex_to_revenue": 0.029163527144116873, "working_capital_to_revenue": 0.18683967061675685, "capital_efficiency": 0.22481127100146808, "financial_health": 0.012488845769340173, "margin_quality": 0.4261353604679985, "growth_momentum": 0.055316273584023586, "company_age_years": 32.3066392881588, "ebitda": 636657000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 273.96792197860907, "revenue_cagr_3y": 0.2694745498702178, "revenue_cagr_5y": 0.24590061758309179, "earnings_cagr_3y": 0.2794345988752984, "quarterly_revenue_growth_yoy": 0.22359027278950794, "quarterly_earnings_growth_yoy": 10.931333859510655, "revenue_growth_qoq": 0.14585372940128724, "gross_margin": 0.7494942535071522, "operating_margin": 0.12455695504781854, "net_margin": 0.06936030647961855, "roa_ttm": 0.015041068889282461, "roe_ttm": 0.038423934648153656, "debt_to_ebitda": 0.1423408512376782, "net_debt_to_ebitda": 0.0, "interest_coverage": 48.60539714867617, "debt_to_equity": 0.01622097194516767, "current_ratio": 1.855126350308642, "quick_ratio": 1.7262598861882716, "fcf_to_ebitda": 2.9176941368726497, "capex_to_revenue": 0.052673463259432216, "working_capital_to_revenue": 0.5561016838855206, "capital_efficiency": 0.02673250176871806, "financial_health": 0.33131894757846125, "margin_quality": 0.31447050501152973, "growth_momentum": 5.5774620661500816, "company_age_years": 7.1184120465434635, "ebitda": 95461000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2020-06-30", "company_multiple": 40.22691350694583, "revenue_cagr_3y": 0.10049878584920635, "revenue_cagr_5y": 0.08949888729663336, "earnings_cagr_3y": 0.23839476541859028, "quarterly_revenue_growth_yoy": 0.0999260878778951, "quarterly_earnings_growth_yoy": 0.22430176714692032, "revenue_growth_qoq": 0.03311071805967082, "gross_margin": 0.8821853393857942, "operating_margin": 0.23801020647914062, "net_margin": 0.20564583078797904, "roa_ttm": 0.254148209137299, "roe_ttm": 0.4504347409922136, "debt_to_ebitda": 1.0656601671650197, "net_debt_to_ebitda": 0.0, "interest_coverage": 110.4981400067636, "debt_to_equity": 0.30859896899404465, "current_ratio": 1.423562380684911, "quick_ratio": 1.3854301680633603, "fcf_to_ebitda": 1.183026109205094, "capex_to_revenue": 0.035958453447356285, "working_capital_to_revenue": 0.20032411796514357, "capital_efficiency": 0.35229147506475633, "financial_health": 0.14383338389407527, "margin_quality": 0.44194712555097126, "growth_momentum": 0.16211392751240772, "company_age_years": 33.05681040383299, "ebitda": 653486000.0, "spy_multiple": 20.0, "sector_multiple": 26.78662418308661, "sector_premium_over_spy": 0.33933120915433035}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2023-09-30", "company_multiple": 38.09696754750213, "revenue_cagr_3y": 0.07728681349335909, "revenue_cagr_5y": 0.09652522700703381, "earnings_cagr_3y": -0.09799159012910363, "quarterly_revenue_growth_yoy": -0.02902789564687383, "quarterly_earnings_growth_yoy": -0.42170356863766606, "revenue_growth_qoq": -0.07612580774427657, "gross_margin": 0.8577643609891128, "operating_margin": 0.1521725389335106, "net_margin": 0.12097341950108437, "roa_ttm": 0.07246505592251166, "roe_ttm": 0.09658804026523927, "debt_to_ebitda": 1.1204320390048172, "net_debt_to_ebitda": 0.18826181283753046, "interest_coverage": 55.87031606386445, "debt_to_equity": 0.15348406167612047, "current_ratio": 3.756380337920542, "quick_ratio": 3.916346362835604, "fcf_to_ebitda": 0.9224685943568988, "capex_to_revenue": 0.011896490711251179, "working_capital_to_revenue": 0.44642781047876845, "capital_efficiency": 0.08452654809387547, "financial_health": -0.05475482690093218, "margin_quality": 0.37697010647456924, "growth_momentum": -0.22536573214226996, "company_age_years": 27.277207392197127, "ebitda": 685864000.0, "spy_multiple": 12.0, "sector_multiple": 21.98354477825465, "sector_premium_over_spy": 0.8319620648545543}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 28.53924017086777, "revenue_cagr_3y": 0.14850135702174305, "revenue_cagr_5y": 0.15033498587584004, "earnings_cagr_3y": 0.1590133945980825, "quarterly_revenue_growth_yoy": 0.15220419679068947, "quarterly_earnings_growth_yoy": 0.1454151908697363, "revenue_growth_qoq": -0.0012686378955895727, "gross_margin": 0.793745169608901, "operating_margin": 0.26918573953765984, "net_margin": 0.22271450762532236, "roa_ttm": 0.16527784560334915, "roe_ttm": 0.41701951296010037, "debt_to_ebitda": 0.07820346818011302, "net_debt_to_ebitda": 0.0, "interest_coverage": 75.77900045850528, "debt_to_equity": 0.04825966500138151, "current_ratio": 1.3167232361924082, "quick_ratio": 1.3167232333592098, "fcf_to_ebitda": 1.0058932439464163, "capex_to_revenue": 0.04019637623129633, "working_capital_to_revenue": 0.22049918538184488, "capital_efficiency": 0.2911486792817248, "financial_health": 0.28687109047240633, "margin_quality": 0.42854847225729437, "growth_momentum": 0.1488096938302129, "company_age_years": 10.50239561943874, "ebitda": 165274000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2017-03-31", "company_multiple": 19.029282945301166, "revenue_cagr_3y": 0.05586862204879961, "revenue_cagr_5y": 0.06455195298596084, "earnings_cagr_3y": 0.038383796122182456, "quarterly_revenue_growth_yoy": 0.12172762122298655, "quarterly_earnings_growth_yoy": 0.12109513352695332, "revenue_growth_qoq": -0.06364086495115066, "gross_margin": 0.8538663404431641, "operating_margin": 0.337294054971291, "net_margin": 0.2498214320948679, "roa_ttm": 0.09749693436810412, "roe_ttm": 0.12321084177992218, "debt_to_ebitda": 0.03844909913349714, "net_debt_to_ebitda": 0.0, "interest_coverage": 329.31804733727813, "debt_to_equity": 0.007741092362685936, "current_ratio": 2.2356929676240624, "quick_ratio": 2.2356929657327234, "fcf_to_ebitda": 0.8093199592128255, "capex_to_revenue": 0.01358807989259462, "working_capital_to_revenue": 0.6430769200483482, "capital_efficiency": 0.11035388807401315, "financial_health": 0.3052234792891542, "margin_quality": 0.480327275836441, "growth_momentum": 0.12141137737496993, "company_age_years": 20.777549623545518, "ebitda": 445238000.0, "spy_multiple": 15.0, "sector_multiple": 15.09235963089985, "sector_premium_over_spy": 0.006157308726656652}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 248.90592984852597, "revenue_cagr_3y": 0.2254736339808856, "revenue_cagr_5y": 0.24517614153393308, "earnings_cagr_3y": 2.963150630668928, "quarterly_revenue_growth_yoy": 0.2140302613480055, "quarterly_earnings_growth_yoy": 1.1434782608695653, "revenue_growth_qoq": 0.10601503759398496, "gross_margin": 0.7437117607070021, "operating_margin": 0.11488783140720599, "net_margin": 0.1117153863584863, "roa_ttm": 0.03441355747952013, "roe_ttm": 0.11361061266341964, "debt_to_ebitda": 0.10151286921212915, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.856206896551726, "debt_to_equity": 0.027813381184311713, "current_ratio": 1.7368227054920753, "quick_ratio": 1.6647622558053814, "fcf_to_ebitda": 2.5418962791089323, "capex_to_revenue": 0.03590739887001216, "working_capital_to_revenue": 0.4902008867265665, "capital_efficiency": 0.07401208507146989, "financial_health": 0.37741196567923285, "margin_quality": 0.3234383261575648, "growth_momentum": 0.6787542611087853, "company_age_years": 8.61327857631759, "ebitda": 213766000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2020-01-31", "company_multiple": 31.72904348267733, "revenue_cagr_3y": 0.08432232569619158, "revenue_cagr_5y": 0.0901227360032959, "earnings_cagr_3y": 0.06318807187306597, "quarterly_revenue_growth_yoy": 0.017352301834713625, "quarterly_earnings_growth_yoy": -0.32214000026056255, "revenue_growth_qoq": -0.019070334421465794, "gross_margin": 0.7576521624504177, "operating_margin": 0.11598859156111065, "net_margin": 0.12470310496482798, "roa_ttm": 0.06704435697662456, "roe_ttm": 0.11639771916254883, "debt_to_ebitda": 0.5634308722635513, "net_debt_to_ebitda": 0.0, "interest_coverage": 442.1777916406737, "debt_to_equity": 0.09625997902539682, "current_ratio": 0.9492595846357853, "quick_ratio": 0.877238247286376, "fcf_to_ebitda": 1.0243040810596902, "capex_to_revenue": 0.06767885255955922, "working_capital_to_revenue": -0.030920195133172134, "capital_efficiency": 0.0917210380695867, "financial_health": 0.06770218861702507, "margin_quality": 0.33278128632545206, "growth_momentum": -0.15239384921292445, "company_age_years": 27.928815879534564, "ebitda": 708811000.0, "spy_multiple": 20.0, "sector_multiple": 21.982074449223266, "sector_premium_over_spy": 0.09910372246116328}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 41.71011925042589, "revenue_cagr_3y": 0.2976375517181933, "revenue_cagr_5y": 0.2590353886098309, "earnings_cagr_3y": 0.33290165545437955, "quarterly_revenue_growth_yoy": 0.3220569752827817, "quarterly_earnings_growth_yoy": 0.7897398843930635, "revenue_growth_qoq": -0.01613406079501169, "gross_margin": 0.756159391586786, "operating_margin": 0.21666798700784282, "net_margin": 0.19622910560088727, "roa_ttm": 0.14147505232498572, "roe_ttm": 84.78947368421052, "debt_to_ebitda": 0.8038452178145534, "net_debt_to_ebitda": 0.0, "interest_coverage": 246.54, "debt_to_equity": 86.92105263157895, "current_ratio": 1.3362867128579312, "quick_ratio": 1.2434851922251517, "fcf_to_ebitda": 1.4789486493064006, "capex_to_revenue": 0.03997968210967428, "working_capital_to_revenue": 0.23215306144045378, "capital_efficiency": 42.465474368267756, "financial_health": -86.5838016326474, "margin_quality": 0.3896854947318387, "growth_momentum": 0.5558984298379226, "company_age_years": 13.363449691991786, "ebitda": 1232700000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "CYBR", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 200.28641917010134, "revenue_cagr_3y": 0.21603832452944838, "revenue_cagr_5y": 0.2293651750024246, "earnings_cagr_3y": 0.5027477163825242, "quarterly_revenue_growth_yoy": 0.11456533810463969, "quarterly_earnings_growth_yoy": -0.41869212962962965, "revenue_growth_qoq": 0.35585285536030925, "gross_margin": 0.8428718715186239, "operating_margin": 0.13001058684325245, "net_margin": 0.08340771801631619, "roa_ttm": -0.0036854690876319805, "roe_ttm": -0.008140955310990714, "debt_to_ebitda": 15.783786296445506, "net_debt_to_ebitda": 0.28928693173014347, "interest_coverage": 11.807171606293451, "debt_to_equity": 0.7201125991109704, "current_ratio": 4.297065336642201, "quick_ratio": 4.2970653325938315, "fcf_to_ebitda": 3.086398710837026, "capex_to_revenue": 0.015446858629161274, "working_capital_to_revenue": 1.7535823405414368, "capital_efficiency": -0.005913212199311347, "financial_health": -0.39015510152100874, "margin_quality": 0.35209672545939746, "growth_momentum": -0.15206339576249497, "company_age_years": 6.269678302532512, "ebitda": 32269000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 47.64909296738002, "revenue_cagr_3y": 0.17415418701409902, "revenue_cagr_5y": 0.15964429624541698, "earnings_cagr_3y": 0.10535887125817656, "quarterly_revenue_growth_yoy": 0.18806189851567892, "quarterly_earnings_growth_yoy": -0.06373834642046862, "revenue_growth_qoq": 0.14596094395958822, "gross_margin": 0.8658624976244325, "operating_margin": 0.2879936552806707, "net_margin": 0.19589567741314473, "roa_ttm": 0.11335982173508521, "roe_ttm": 0.22772211920309213, "debt_to_ebitda": 1.8120576792084695, "net_debt_to_ebitda": 0.025110544119514643, "interest_coverage": 63.64996938150643, "debt_to_equity": 0.619106014062513, "current_ratio": 2.447723991847135, "quick_ratio": 2.272589036139831, "fcf_to_ebitda": 0.6106537977533278, "capex_to_revenue": 0.03197335909410998, "working_capital_to_revenue": 0.5569548354971375, "capital_efficiency": 0.17054097046908867, "financial_health": -0.23849741940224706, "margin_quality": 0.4499172767727493, "growth_momentum": 0.06216177604760515, "company_age_years": 37.308692676249144, "ebitda": 1559106000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 819.8644331178518, "revenue_cagr_3y": 0.3159379689749371, "revenue_cagr_5y": 0.3440261630430652, "earnings_cagr_3y": -0.2189035899015882, "quarterly_revenue_growth_yoy": 0.3399973151313004, "quarterly_earnings_growth_yoy": 0.28412081714500564, "revenue_growth_qoq": 0.0864730901905623, "gross_margin": 0.7627693351006443, "operating_margin": -0.048133534724576925, "net_margin": -0.04401837181344595, "roa_ttm": -0.09327667219458265, "roe_ttm": -0.1667119498098108, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 670.3333333333334, "debt_to_equity": 0.0, "current_ratio": 1.9306132542037586, "quick_ratio": 1.9293109132871744, "fcf_to_ebitda": 2.8794132272501245, "capex_to_revenue": 0.057072701259307315, "working_capital_to_revenue": 0.24254233137269224, "capital_efficiency": -0.12999431100219672, "financial_health": 0.595308181315644, "margin_quality": 0.22353914285420715, "growth_momentum": 0.31205906613815304, "company_age_years": 4.008213552361396, "ebitda": 4022000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 30.119736512016253, "revenue_cagr_3y": 0.16087919037824672, "revenue_cagr_5y": 0.1698942394655376, "earnings_cagr_3y": 0.3909005781952213, "quarterly_revenue_growth_yoy": 0.12577566498530318, "quarterly_earnings_growth_yoy": 0.18613747783456763, "revenue_growth_qoq": 0.04772036474164134, "gross_margin": 0.778454694903781, "operating_margin": 0.2826182724645156, "net_margin": 0.24436708248718692, "roa_ttm": 0.12504879193985438, "roe_ttm": 0.220884888545812, "debt_to_ebitda": 0.09062786169958983, "net_debt_to_ebitda": 0.0, "interest_coverage": 129949.0, "debt_to_equity": 0.029420508170142818, "current_ratio": 1.69639622680973, "quick_ratio": 1.6963962226265923, "fcf_to_ebitda": 1.097453616418749, "capex_to_revenue": 0.0916655802010056, "working_capital_to_revenue": 0.4718388100650179, "capital_efficiency": 0.1729668402428332, "financial_health": 0.13156428373432294, "margin_quality": 0.43514668328516115, "growth_momentum": 0.1559565714099354, "company_age_years": 8.005475701574264, "ebitda": 129949000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 227.1244094488189, "revenue_cagr_3y": 0.19192612645786755, "revenue_cagr_5y": 0.22363716519716936, "earnings_cagr_3y": 0.6604001436255884, "quarterly_revenue_growth_yoy": 0.2118343195266272, "quarterly_earnings_growth_yoy": -0.36911281489594744, "revenue_growth_qoq": 0.12096332785987958, "gross_margin": 0.7713216145833334, "operating_margin": 0.19270833333333334, "net_margin": 0.1875, "roa_ttm": 0.0842699525675397, "roe_ttm": 0.2435190703218117, "debt_to_ebitda": 0.010088582677165354, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.05050505050505, "debt_to_equity": 0.0030542312276519664, "current_ratio": 1.9020469844758896, "quick_ratio": 1.821060585245226, "fcf_to_ebitda": 1.7613188976377954, "capex_to_revenue": 0.04274851632047478, "working_capital_to_revenue": 0.6088649851632048, "capital_efficiency": 0.1638945114446757, "financial_health": 0.31514229738090327, "margin_quality": 0.38384331597222227, "growth_momentum": -0.07863924768466012, "company_age_years": 10.116358658453114, "ebitda": 406400000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 814.1675998692535, "revenue_cagr_3y": 0.33521987189741753, "revenue_cagr_5y": 0.320124082701462, "earnings_cagr_3y": -0.33053040480334506, "quarterly_revenue_growth_yoy": 0.32298261918414967, "quarterly_earnings_growth_yoy": 0.9276636180068892, "revenue_growth_qoq": 0.10181013358627776, "gross_margin": 0.7273477293923524, "operating_margin": -0.08591900423272832, "net_margin": -0.005461295645311715, "roa_ttm": -0.037991446477313666, "roe_ttm": -0.2658032448774364, "debt_to_ebitda": 33.21741262169924, "net_debt_to_ebitda": 18.278396488524667, "interest_coverage": 2.59566086903824, "debt_to_equity": 4.55645548701985, "current_ratio": 2.1141215519051837, "quick_ratio": 2.1128637563118056, "fcf_to_ebitda": -3.3358315238962435, "capex_to_revenue": 0.09097736928856924, "working_capital_to_revenue": 0.4123331336696357, "capital_efficiency": -0.15189734567737503, "financial_health": -4.1117111395969355, "margin_quality": 0.21198914317143744, "growth_momentum": 0.6253231185955195, "company_age_years": 7.260780287474333, "ebitda": 42831000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 55.36835298076418, "revenue_cagr_3y": 0.2983985285403563, "revenue_cagr_5y": 0.3508082319589536, "earnings_cagr_3y": 0.48509293363462014, "quarterly_revenue_growth_yoy": 0.440875923551322, "quarterly_earnings_growth_yoy": 3.1777012951725387, "revenue_growth_qoq": 0.05971357423695018, "gross_margin": 0.317967472870221, "operating_margin": 0.1527234664245478, "net_margin": 0.1466041028129367, "roa_ttm": 0.04426493397200354, "roe_ttm": 0.08466671260859097, "debt_to_ebitda": 1.9863422869634857, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.733364474075332, "debt_to_equity": 0.27326809580082306, "current_ratio": 3.6021274562742627, "quick_ratio": 2.6308261170034286, "fcf_to_ebitda": 0.11665486523173586, "capex_to_revenue": 0.048386213890314105, "working_capital_to_revenue": 0.6890154064855043, "capital_efficiency": 0.06446582329029726, "financial_health": -0.10407225295916936, "margin_quality": 0.20576501403590183, "growth_momentum": 1.8092886093619303, "company_age_years": 8.013689253935661, "ebitda": 323407000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "CYBR", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 42.8004419121273, "revenue_cagr_3y": 0.25295615504540025, "revenue_cagr_5y": 0.31058939865305546, "earnings_cagr_3y": 0.2894575373276629, "quarterly_revenue_growth_yoy": 0.2771549738343591, "quarterly_earnings_growth_yoy": 0.8838645910551025, "revenue_growth_qoq": 0.07919665405615835, "gross_margin": 0.842871016972668, "operating_margin": 0.11783748786014892, "net_margin": 0.1410350090181751, "roa_ttm": 0.08033182110262393, "roe_ttm": 0.11702685487248246, "debt_to_ebitda": 0.07126276415332619, "net_debt_to_ebitda": 0.0, "interest_coverage": 42.290437436419126, "debt_to_equity": 0.010425574594326376, "current_ratio": 3.4594453988917655, "quick_ratio": 3.4594453928424516, "fcf_to_ebitda": 1.47569849536341, "capex_to_revenue": 0.016627911759795392, "working_capital_to_revenue": 0.9837519750484537, "capital_efficiency": 0.0986793379875532, "financial_health": 0.4180279158755236, "margin_quality": 0.3672478379503306, "growth_momentum": 0.5805097824447308, "company_age_years": 5.01574264202601, "ebitda": 83143000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2020-07-31", "company_multiple": 38.147287406165916, "revenue_cagr_3y": 0.11479152562525008, "revenue_cagr_5y": 0.11635159623212687, "earnings_cagr_3y": 0.29390493681613616, "quarterly_revenue_growth_yoy": 0.13068750476659802, "quarterly_earnings_growth_yoy": 1.5309069439301903, "revenue_growth_qoq": 0.1191712492233365, "gross_margin": 0.7894098382430463, "operating_margin": 0.2172221138400362, "net_margin": 0.2624461951626494, "roa_ttm": 0.08189815026261704, "roe_ttm": 0.13655705869873855, "debt_to_ebitda": 0.25646679018017154, "net_debt_to_ebitda": 0.0, "interest_coverage": 842.0361317747078, "debt_to_equity": 0.044215908658213524, "current_ratio": 1.06309363962151, "quick_ratio": 0.9853740522312898, "fcf_to_ebitda": 1.0214562646083327, "capex_to_revenue": 0.057282202327938854, "working_capital_to_revenue": 0.03696359368936769, "capital_efficiency": 0.1092276044806778, "financial_health": 0.11370328280028827, "margin_quality": 0.42302604908191066, "growth_momentum": 0.8307972243483942, "company_age_years": 28.427104722792606, "ebitda": 792356000.0, "spy_multiple": 20.0, "sector_multiple": 25.519191629036563, "sector_premium_over_spy": 0.2759595814518281}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 29.84220122386317, "revenue_cagr_3y": 0.2248155953468005, "revenue_cagr_5y": 0.21351053131043263, "earnings_cagr_3y": 0.5627671048331655, "quarterly_revenue_growth_yoy": 0.20056982740351786, "quarterly_earnings_growth_yoy": 0.21173902498180935, "revenue_growth_qoq": 0.05201584616019478, "gross_margin": 0.7786102339812109, "operating_margin": 0.15664777296173535, "net_margin": 0.09798576107635279, "roa_ttm": 0.04867337080169127, "roe_ttm": 0.07763688259394431, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 5138.555555555556, "debt_to_equity": 0.0, "current_ratio": 2.057371039332708, "quick_ratio": 2.057371039332708, "fcf_to_ebitda": 1.1892879538132204, "capex_to_revenue": 0.12619250470690943, "working_capital_to_revenue": 0.7053422107222871, "capital_efficiency": 0.0631551266978178, "financial_health": 0.2552982058820474, "margin_quality": 0.3444145893397663, "growth_momentum": 0.2061544261926636, "company_age_years": 4.005475701574264, "ebitda": 46247000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "ZM", "sector": "Technology", "quarter_date": "2023-04-30", "company_multiple": 111.48503993669256, "revenue_cagr_3y": 0.49900634026197976, "revenue_cagr_5y": 0.7904802581735058, "earnings_cagr_3y": -0.1706641435852173, "quarterly_revenue_growth_yoy": 0.029394673123486682, "quarterly_earnings_growth_yoy": -0.8641186718048883, "revenue_growth_qoq": -0.011128078919093972, "gross_margin": 0.7612125960317144, "operating_margin": 0.00881338635960643, "net_margin": 0.01397186809051136, "roa_ttm": 0.0006439626016698277, "roe_ttm": 0.0008425674195717514, "debt_to_ebitda": 0.14230984217104312, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.754628523650263, "debt_to_equity": 0.003473119003106479, "current_ratio": 3.5618547280129595, "quick_ratio": 3.448178392130129, "fcf_to_ebitda": 6.744798176142894, "capex_to_revenue": 0.024561060127597907, "working_capital_to_revenue": 1.0676371062740309, "capital_efficiency": 0.0007432650106207895, "financial_health": 0.12060926336160896, "margin_quality": 0.2613326168272774, "growth_momentum": -0.41736199934070084, "company_age_years": 4.032854209445585, "ebitda": 159223000.0, "spy_multiple": 12.0, "sector_multiple": 27.25157346924126, "sector_premium_over_spy": 1.270964455770105}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2024-04-30", "company_multiple": 44.21449823947969, "revenue_cagr_3y": 0.12463507220005687, "revenue_cagr_5y": 0.11730181201985346, "earnings_cagr_3y": 0.14404881782650758, "quarterly_revenue_growth_yoy": 0.1477984768359693, "quarterly_earnings_growth_yoy": 0.07034187094646586, "revenue_growth_qoq": -0.038683624885261274, "gross_margin": 0.7610169736029527, "operating_margin": 0.2288135651435602, "net_margin": 0.20066001204892936, "roa_ttm": 0.12955703939315483, "roe_ttm": 0.1994448607328789, "debt_to_ebitda": 0.10114633601393412, "net_debt_to_ebitda": 0.0, "interest_coverage": 290.46470866887734, "debt_to_equity": 0.026010881903941754, "current_ratio": 1.8550521258994956, "quick_ratio": 1.7044052863436123, "fcf_to_ebitda": 0.5960343851878187, "capex_to_revenue": 0.03072552782579211, "working_capital_to_revenue": 0.37028257748454313, "capital_efficiency": 0.16450095006301685, "financial_health": 0.13411124353068504, "margin_quality": 0.3968301835984807, "growth_momentum": 0.10907017389121759, "company_age_years": 32.17522245037645, "ebitda": 1839513000.0, "spy_multiple": 12.0, "sector_multiple": 36.41805669946794, "sector_premium_over_spy": 2.034838058288995}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 34.69726282412742, "revenue_cagr_3y": 0.13657125219402855, "revenue_cagr_5y": 0.21140016808207496, "earnings_cagr_3y": -0.6231647599863731, "quarterly_revenue_growth_yoy": 0.09065615123870403, "quarterly_earnings_growth_yoy": 0.8135387976066103, "revenue_growth_qoq": 0.02674618447749816, "gross_margin": 0.7040171494747562, "operating_margin": 0.005406026956214631, "net_margin": -0.012899887477105286, "roa_ttm": -0.05408269549522598, "roe_ttm": 0.2843096724207215, "debt_to_ebitda": 12.682406204287103, "net_debt_to_ebitda": 10.94458473281195, "interest_coverage": 7.464588543890685, "debt_to_equity": 4.486566965692496, "current_ratio": 1.1232131368764613, "quick_ratio": 1.1205207467034892, "fcf_to_ebitda": 3.1633038319154676, "capex_to_revenue": 0.034787290096446814, "working_capital_to_revenue": 0.039974901936827206, "capital_efficiency": 0.11511348846274777, "financial_health": 4.025743328214457, "margin_quality": 0.23217442965128854, "growth_momentum": 0.4520974744226572, "company_age_years": 11.008898015058179, "ebitda": 122367000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2017-10-31", "company_multiple": 23.273937947494034, "revenue_cagr_3y": 0.09653243621237273, "revenue_cagr_5y": 0.09531612490044394, "earnings_cagr_3y": -0.4128849518570531, "quarterly_revenue_growth_yoy": 0.13881748071979436, "quarterly_earnings_growth_yoy": 0.43333333333333335, "revenue_growth_qoq": 0.052256532066508314, "gross_margin": 0.7787810383747178, "operating_margin": -0.06433408577878104, "net_margin": -0.019187358916478554, "roa_ttm": 0.2421259842519685, "roe_ttm": 0.8179551122194514, "debt_to_ebitda": 0.5220763723150358, "net_debt_to_ebitda": 0.2064439140811456, "interest_coverage": 335.2, "debt_to_equity": 0.7273482959268496, "current_ratio": 0.6683986773736419, "quick_ratio": 0.6683986773736419, "fcf_to_ebitda": 0.9140811455847255, "capex_to_revenue": 0.036707663197729425, "working_capital_to_revenue": -0.13282876064333018, "capital_efficiency": 0.5300405482357099, "financial_health": -0.223116135186967, "margin_quality": 0.2317531978931527, "growth_momentum": 0.28607540702656387, "company_age_years": 24.637919233401778, "ebitda": 1676000000.0, "spy_multiple": 15.0, "sector_multiple": 17.75441995635043, "sector_premium_over_spy": 0.18362799709002853}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 95.10419499706204, "revenue_cagr_3y": 0.19527115625278313, "revenue_cagr_5y": 0.24809902966742015, "earnings_cagr_3y": 1.9571020131437153, "quarterly_revenue_growth_yoy": 0.08866194311152444, "quarterly_earnings_growth_yoy": 0.8336883015387432, "revenue_growth_qoq": 0.023482345690513898, "gross_margin": 0.7020258336236217, "operating_margin": -0.07884699205806, "net_margin": -0.0826980539883873, "roa_ttm": -0.084960098472271, "roe_ttm": 0.328790673519457, "debt_to_ebitda": 32.783282968186015, "net_debt_to_ebitda": 28.120414673046252, "interest_coverage": 2.8871251136019387, "debt_to_equity": 3.10840700480929, "current_ratio": 1.04977187429847, "quick_ratio": 1.0474131525612367, "fcf_to_ebitda": 6.899332661798036, "capex_to_revenue": 0.03438930380956662, "working_capital_to_revenue": 0.01429467192813026, "capital_efficiency": 0.12191528752359301, "financial_health": 3.149612462490042, "margin_quality": 0.1801602625257248, "growth_momentum": 0.4611751223251338, "company_age_years": 10.258726899383984, "ebitda": 47652000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 48.79313592289381, "revenue_cagr_3y": 0.17692947368533396, "revenue_cagr_5y": 0.16901387057048844, "earnings_cagr_3y": 0.3025907614365295, "quarterly_revenue_growth_yoy": 0.19213511585632434, "quarterly_earnings_growth_yoy": 0.6395291324562271, "revenue_growth_qoq": -0.026658901330127, "gross_margin": 0.5453782161400529, "operating_margin": 0.16929491015074602, "net_margin": 0.15995290393560965, "roa_ttm": 0.1031448214334626, "roe_ttm": 0.12228727303092439, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.794953944733681, "debt_to_equity": 0.0, "current_ratio": 7.236900285330965, "quick_ratio": 5.886415600612233, "fcf_to_ebitda": 1.0258665737676362, "capex_to_revenue": 0.09548582969909819, "working_capital_to_revenue": 0.8492223380031647, "capital_efficiency": 0.1127160472321935, "financial_health": 0.22049944632047674, "margin_quality": 0.29154201007546954, "growth_momentum": 0.41583212415627574, "company_age_years": 12.114989733059549, "ebitda": 68892000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2021-06-30", "company_multiple": 48.30953832702763, "revenue_cagr_3y": 0.13446499068340545, "revenue_cagr_5y": 0.12663402921129796, "earnings_cagr_3y": 0.004015704162352973, "quarterly_revenue_growth_yoy": 0.1581518483849806, "quarterly_earnings_growth_yoy": -0.029493392982892174, "revenue_growth_qoq": 0.22968620087769048, "gross_margin": 0.8563586131547014, "operating_margin": 0.26143950350830847, "net_margin": 0.2098178903580848, "roa_ttm": 0.0776422852556507, "roe_ttm": 0.10761165662561309, "debt_to_ebitda": 1.2520713445458302, "net_debt_to_ebitda": 0.0, "interest_coverage": 188.56714628297362, "debt_to_equity": 0.18531472973856872, "current_ratio": 2.724899014923117, "quick_ratio": 2.724899014923117, "fcf_to_ebitda": 0.8410199345054525, "capex_to_revenue": 0.0162385429631592, "working_capital_to_revenue": 0.5703756280786056, "capital_efficiency": 0.0926269709406319, "financial_health": -0.014667326869591185, "margin_quality": 0.4425386690070316, "growth_momentum": 0.06432922770104421, "company_age_years": 25.026694045174537, "ebitda": 629060000.0, "spy_multiple": 20.0, "sector_multiple": 22.302302547260922, "sector_premium_over_spy": 0.11511512736304619}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 476.73133367900596, "revenue_cagr_3y": 0.27961163854890847, "revenue_cagr_5y": 0.24995674351628838, "earnings_cagr_3y": -0.44288894850459926, "quarterly_revenue_growth_yoy": 0.3367530039551685, "quarterly_earnings_growth_yoy": 0.3576923076923077, "revenue_growth_qoq": -0.040309716756202596, "gross_margin": 0.7271590014618239, "operating_margin": -0.012973687169684021, "net_margin": 0.007442651523670302, "roa_ttm": 0.004717030605772718, "roe_ttm": 0.01150992116141772, "debt_to_ebitda": 0.17092276068961687, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.92840778923253, "debt_to_equity": 0.012432600622572915, "current_ratio": 1.8705404296551063, "quick_ratio": 1.7567120880144091, "fcf_to_ebitda": 4.743097350049073, "capex_to_revenue": 0.05771454580103945, "working_capital_to_revenue": 0.553545096109192, "capital_efficiency": 0.00811347588359522, "financial_health": 0.3135530860531012, "margin_quality": 0.24054265527193672, "growth_momentum": 0.3472226558237381, "company_age_years": 6.365503080082136, "ebitda": 54001000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2024-10-31", "company_multiple": 178.51825712881023, "revenue_cagr_3y": 0.07771516785138721, "revenue_cagr_5y": 0.18008238124407172, "earnings_cagr_3y": 1.2106586338408847, "quarterly_revenue_growth_yoy": 0.06872973354010997, "quarterly_earnings_growth_yoy": -3.1162507608034082, "revenue_growth_qoq": 0.1910597847434991, "gross_margin": 0.23045973220763802, "operating_margin": -0.46355781280918146, "net_margin": -0.4460787546995581, "roa_ttm": -0.07496094463267666, "roe_ttm": -0.11051454807857683, "debt_to_ebitda": 10.172320550639135, "net_debt_to_ebitda": 8.03834808259587, "interest_coverage": 8.528301886792454, "debt_to_equity": 0.3094392390580951, "current_ratio": 1.59718757087775, "quick_ratio": 1.1098888636879112, "fcf_to_ebitda": 3.4692723697148478, "capex_to_revenue": 0.056264414850085556, "working_capital_to_revenue": 0.1958931627111078, "capital_efficiency": -0.09273774635562675, "financial_health": -0.2525014171256308, "margin_quality": -0.2263922784337005, "growth_momentum": -1.5237605136316492, "company_age_years": 24.344969199178646, "ebitda": 406800000.0, "spy_multiple": 12.0, "sector_multiple": 38.816295479603085, "sector_premium_over_spy": 2.2346912899669236}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2016-07-31", "company_multiple": 19.570482009504413, "revenue_cagr_3y": 0.25880902720775256, "revenue_cagr_5y": 0.0492121968020971, "earnings_cagr_3y": 0.35720880829745316, "quarterly_revenue_growth_yoy": 0.4555984555984556, "quarterly_earnings_growth_yoy": -3.857142857142857, "revenue_growth_qoq": -0.6727430555555556, "gross_margin": 0.773209549071618, "operating_margin": -0.07427055702917772, "net_margin": -0.05305039787798409, "roa_ttm": 0.2303529411764706, "roe_ttm": 0.843238587424634, "debt_to_ebitda": 0.6788866259334692, "net_debt_to_ebitda": 0.24575695858791582, "interest_coverage": 163.66666666666666, "debt_to_equity": 0.8613264427217916, "current_ratio": 0.717014660151044, "quick_ratio": 0.717014660151044, "fcf_to_ebitda": 0.5967413441955194, "capex_to_revenue": 0.1112057946314444, "working_capital_to_revenue": -0.13570515551768214, "capital_efficiency": 0.5367957643005523, "financial_health": -0.27020965698941074, "margin_quality": 0.21529619805481873, "growth_momentum": -1.7007722007722008, "company_age_years": 23.38672142368241, "ebitda": 1473000000.0, "spy_multiple": 15.0, "sector_multiple": 12.999146257752123, "sector_premium_over_spy": -0.13339024948319178}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2024-10-31", "company_multiple": 59.960298630668674, "revenue_cagr_3y": 0.17624806264796655, "revenue_cagr_5y": 0.18151957982006728, "earnings_cagr_3y": 0.6443054827120802, "quarterly_revenue_growth_yoy": 0.15755627009646303, "quarterly_earnings_growth_yoy": 0.6929824561403509, "revenue_growth_qoq": 0.03597122302158273, "gross_margin": 0.7546296296296297, "operating_margin": 0.0763888888888889, "net_margin": 0.08935185185185185, "roa_ttm": 0.09866628105211885, "roe_ttm": 0.18790526437847865, "debt_to_ebitda": 2.8645739027567694, "net_debt_to_ebitda": 1.647246062719776, "interest_coverage": 37.136172413793105, "debt_to_equity": 0.3577226345083488, "current_ratio": 1.997738579828132, "quick_ratio": 1.997738579828132, "fcf_to_ebitda": 1.9619294878401856, "capex_to_revenue": 0.02840995252442399, "working_capital_to_revenue": 0.5408687514304765, "capital_efficiency": 0.14328577271529874, "financial_health": -0.26607296485436494, "margin_quality": 0.3067901234567902, "growth_momentum": 0.42526936311840696, "company_age_years": 12.05201916495551, "ebitda": 1076949000.0, "spy_multiple": 12.0, "sector_multiple": 38.816295479603085, "sector_premium_over_spy": 2.2346912899669236}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 30.077429100636273, "revenue_cagr_3y": 0.09113435040722218, "revenue_cagr_5y": 0.07322928582416832, "earnings_cagr_3y": 0.141002915539451, "quarterly_revenue_growth_yoy": 0.15909504251223838, "quarterly_earnings_growth_yoy": 0.32792198479850854, "revenue_growth_qoq": 0.08144997931934118, "gross_margin": 0.8677728635265582, "operating_margin": 0.35484925452661376, "net_margin": 0.3026873653620474, "roa_ttm": 0.09910602468732119, "roe_ttm": 0.12087479097531824, "debt_to_ebitda": 0.25564073061687304, "net_debt_to_ebitda": 0.0, "interest_coverage": 177.8911589895988, "debt_to_equity": 0.04882274188537571, "current_ratio": 3.110160682223287, "quick_ratio": 3.230103721662284, "fcf_to_ebitda": 0.8718350828908105, "capex_to_revenue": 0.01576916912301032, "working_capital_to_revenue": 0.5550356687668798, "capital_efficiency": 0.10999040783131972, "financial_health": 0.22754647265593067, "margin_quality": 0.5084364944717398, "growth_momentum": 0.24350851365537346, "company_age_years": 22.026009582477755, "ebitda": 478883000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 39.658389640080486, "revenue_cagr_3y": 0.20873210017555155, "revenue_cagr_5y": 0.19284276475828932, "earnings_cagr_3y": 0.3982971484102711, "quarterly_revenue_growth_yoy": 0.18594607123541682, "quarterly_earnings_growth_yoy": 1.2896197498136028, "revenue_growth_qoq": -0.04049382716049383, "gross_margin": 0.5511052333270358, "operating_margin": 0.21548955354176302, "net_margin": 0.18005563626650684, "roa_ttm": 0.1326742556387945, "roe_ttm": 0.1644573522909952, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 324.99491094147584, "debt_to_equity": 0.0, "current_ratio": 7.220502492572011, "quick_ratio": 5.525006526684817, "fcf_to_ebitda": 0.9311165569239683, "capex_to_revenue": 0.03867901363879097, "working_capital_to_revenue": 0.8591785817923944, "capital_efficiency": 0.14856580396489485, "financial_health": 0.21766704645136573, "margin_quality": 0.3155501410451019, "growth_momentum": 0.7377829105245098, "company_age_years": 14.113620807665983, "ebitda": 127723000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 25.791108893623935, "revenue_cagr_3y": 0.06618671445186686, "revenue_cagr_5y": 0.0747300559369466, "earnings_cagr_3y": 0.2930932803236417, "quarterly_revenue_growth_yoy": 0.08779974003854601, "quarterly_earnings_growth_yoy": 0.25412597354431943, "revenue_growth_qoq": 0.013354878173531997, "gross_margin": 0.8877580871779447, "operating_margin": 0.16560636838223478, "net_margin": 0.1671968158088826, "roa_ttm": 0.11149444284662638, "roe_ttm": 0.25428893681856857, "debt_to_ebitda": 1.9233265664372636, "net_debt_to_ebitda": 0.3709441536535517, "interest_coverage": 70.18971887550201, "debt_to_equity": 0.831431426479609, "current_ratio": 1.7901252369581684, "quick_ratio": 1.7209123033679783, "fcf_to_ebitda": 1.1210236856620381, "capex_to_revenue": 0.026664014364311178, "working_capital_to_revenue": 0.21513539829031195, "capital_efficiency": 0.18289168983259746, "financial_health": -0.3430639826634213, "margin_quality": 0.4068537571230207, "growth_momentum": 0.17096285679143272, "company_age_years": 30.308008213552363, "ebitda": 436931000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 49.25925432048902, "revenue_cagr_3y": 0.5229293564427853, "revenue_cagr_5y": 0.5966303516460669, "earnings_cagr_3y": 0.28676318976756465, "quarterly_revenue_growth_yoy": 0.6452054422015355, "quarterly_earnings_growth_yoy": 1.8342370853514984, "revenue_growth_qoq": 0.0018822828060917516, "gross_margin": 0.4495369248060649, "operating_margin": 0.23093568185825106, "net_margin": 0.20229994931241185, "roa_ttm": 0.14564785869128294, "roe_ttm": 0.5075946326795472, "debt_to_ebitda": 2.016380964216642, "net_debt_to_ebitda": 1.5720288628084538, "interest_coverage": 298.57838589981446, "debt_to_equity": 1.3380315083193055, "current_ratio": 3.445318659680867, "quick_ratio": 3.2388668963881257, "fcf_to_ebitda": 1.2925536128997182, "capex_to_revenue": 0.0216181744983994, "working_capital_to_revenue": 0.6818166698973114, "capital_efficiency": 0.32662124568541506, "financial_health": -1.152671966261577, "margin_quality": 0.2942575186589093, "growth_momentum": 1.239721263776517, "company_age_years": 11.000684462696784, "ebitda": 643735000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2018-03-31", "company_multiple": 47.621960247847426, "revenue_cagr_3y": 0.20055599433398275, "revenue_cagr_5y": 0.21126437100864526, "earnings_cagr_3y": 0.4494731548126225, "quarterly_revenue_growth_yoy": 0.2213248997571582, "quarterly_earnings_growth_yoy": -0.5831281349749202, "revenue_growth_qoq": 0.031200826511960583, "gross_margin": 0.7549092142174543, "operating_margin": 0.12956626283177655, "net_margin": 0.1409106322636333, "roa_ttm": 0.04889040543694264, "roe_ttm": 0.0754888498822065, "debt_to_ebitda": 0.023593787720286474, "net_debt_to_ebitda": 0.0, "interest_coverage": 1635.1315789473683, "debt_to_equity": 0.004001976419459542, "current_ratio": 2.301465991223919, "quick_ratio": 2.301465991223919, "fcf_to_ebitda": 1.270620423271908, "capex_to_revenue": 0.161840179730816, "working_capital_to_revenue": 0.9182018673866892, "capital_efficiency": 0.06218962765957457, "financial_health": 0.16072932348223987, "margin_quality": 0.34179536977095465, "growth_momentum": -0.18090161760888102, "company_age_years": 5.503080082135524, "ebitda": 62135000.0, "spy_multiple": 15.0, "sector_multiple": 17.05486987273345, "sector_premium_over_spy": 0.13699132484889653}, {"ticker": "ZS", "sector": "Technology", "quarter_date": "2024-07-31", "company_multiple": 360.68074101345474, "revenue_cagr_3y": 0.4435867685872419, "revenue_cagr_5y": 0.4708991654724002, "earnings_cagr_3y": -0.43161133092905635, "quarterly_revenue_growth_yoy": 0.30298941112864447, "quarterly_earnings_growth_yoy": 0.5149638130012388, "revenue_growth_qoq": 0.07170449800343817, "gross_margin": 0.7794078951807147, "operating_margin": -0.04330643583394617, "net_margin": -0.025094962116356423, "roa_ttm": -0.01226490807163832, "roe_ttm": -0.04529150727335802, "debt_to_ebitda": 15.973505589396881, "net_debt_to_ebitda": 0.0, "interest_coverage": 20.009375837128314, "debt_to_equity": 0.9364564218563349, "current_ratio": 1.0911468999677791, "quick_ratio": 1.0911468999677791, "fcf_to_ebitda": 7.831180132538992, "capex_to_revenue": 0.08990617551392652, "working_capital_to_revenue": 0.13088559631068042, "capital_efficiency": -0.02877820767249817, "financial_health": 0.30246326861309153, "margin_quality": 0.2370021657434707, "growth_momentum": 0.4089766120649416, "company_age_years": 6.376454483230664, "ebitda": 74695000.0, "spy_multiple": 12.0, "sector_multiple": 38.543863361147466, "sector_premium_over_spy": 2.2119886134289555}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 32.16285846721271, "revenue_cagr_3y": 0.10396924806210239, "revenue_cagr_5y": 0.1265302494809537, "earnings_cagr_3y": 0.11638815094682675, "quarterly_revenue_growth_yoy": 0.09572131937578561, "quarterly_earnings_growth_yoy": 0.028846783761946704, "revenue_growth_qoq": 0.4656682594219561, "gross_margin": 0.9176035566679589, "operating_margin": 0.40308941319966357, "net_margin": 0.32044471952245246, "roa_ttm": 0.07150182371307659, "roe_ttm": 0.09458599772609276, "debt_to_ebitda": 0.8353496923681835, "net_debt_to_ebitda": 0.0, "interest_coverage": 82.64967045038448, "debt_to_equity": 0.12391611516748707, "current_ratio": 3.00843724500204, "quick_ratio": 3.00843724500204, "fcf_to_ebitda": 0.8325663305145288, "capex_to_revenue": 0.017307782234344503, "working_capital_to_revenue": 0.7428097747217964, "capital_efficiency": 0.08304391071958467, "financial_health": 0.05577157016447443, "margin_quality": 0.5470458964633583, "growth_momentum": 0.062284051568866156, "company_age_years": 28.531143052703626, "ebitda": 902865000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2020-07-31", "company_multiple": 31.97317453798768, "revenue_cagr_3y": 0.2920160763861135, "revenue_cagr_5y": 0.28516005033415115, "earnings_cagr_3y": 1.6467703227899144, "quarterly_revenue_growth_yoy": 0.8269617706237424, "quarterly_earnings_growth_yoy": 11.113636363636363, "revenue_growth_qoq": -0.39506995336442374, "gross_margin": 0.8226872246696035, "operating_margin": 0.2659691629955947, "net_margin": 0.2450440528634361, "roa_ttm": 0.1670478455767999, "roe_ttm": 0.3576184880532707, "debt_to_ebitda": 1.4024640657084189, "net_debt_to_ebitda": 0.0, "interest_coverage": 202.91666666666666, "debt_to_equity": 0.6688209949079514, "current_ratio": 2.2612638141116466, "quick_ratio": 2.2612638141116466, "fcf_to_ebitda": 0.9351129363449692, "capex_to_revenue": 0.01784086469592395, "working_capital_to_revenue": 0.5796327646829014, "capital_efficiency": 0.26233316681503527, "financial_health": 0.19156575682888966, "margin_quality": 0.4445668135095448, "growth_momentum": 5.970299067130053, "company_age_years": 27.38672142368241, "ebitda": 2435000000.0, "spy_multiple": 20.0, "sector_multiple": 25.519191629036563, "sector_premium_over_spy": 0.2759595814518281}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2020-10-31", "company_multiple": 1846.643140303713, "revenue_cagr_3y": 0.25809677373548356, "revenue_cagr_5y": 0.29363630953040465, "earnings_cagr_3y": -0.3422811499115893, "quarterly_revenue_growth_yoy": 0.17893614753224604, "quarterly_earnings_growth_yoy": 0.7896810652472587, "revenue_growth_qoq": 0.04142595768041756, "gross_margin": 0.733099750443054, "operating_margin": -0.012728308437918189, "net_margin": -0.022008029223480052, "roa_ttm": -0.04317155313805803, "roe_ttm": -0.11003120802948876, "debt_to_ebitda": 68.18208239482671, "net_debt_to_ebitda": 29.41735086827, "interest_coverage": 1.6814905314599877, "debt_to_equity": 0.6097293939612496, "current_ratio": 1.061517348674075, "quick_ratio": 1.061517348674075, "fcf_to_ebitda": 27.568371721281697, "capex_to_revenue": 0.06077003111748852, "working_capital_to_revenue": 0.053575268022882754, "capital_efficiency": -0.0766013805837734, "financial_health": -0.09178454912387932, "margin_quality": 0.23278780426055193, "growth_momentum": 0.48430860638975237, "company_age_years": 8.05201916495551, "ebitda": 27526000.0, "spy_multiple": 20.0, "sector_multiple": 24.290875587862878, "sector_premium_over_spy": 0.21454377939314395}, {"ticker": "HUBS", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 385.093386280845, "revenue_cagr_3y": 0.27041025456841217, "revenue_cagr_5y": 0.31306415100367047, "earnings_cagr_3y": -0.1624859645934288, "quarterly_revenue_growth_yoy": 0.20427941293197616, "quarterly_earnings_growth_yoy": 0.870888974356681, "revenue_growth_qoq": 0.03209515819207209, "gross_margin": 0.8501059272162328, "operating_margin": -0.03756100623008961, "net_margin": -0.022652731352886712, "roa_ttm": -0.007652558013970194, "roe_ttm": -0.01604223626849664, "debt_to_ebitda": 6.308417109683731, "net_debt_to_ebitda": 0.0, "interest_coverage": 86.22308546059934, "debt_to_equity": 0.3061292436312347, "current_ratio": 1.555889681064755, "quick_ratio": 1.555889681064755, "fcf_to_ebitda": 4.204654575411587, "capex_to_revenue": 0.04662556033208082, "working_capital_to_revenue": 0.3337152418679797, "capital_efficiency": -0.011847397141233416, "financial_health": 0.2377456866831426, "margin_quality": 0.2632973965444188, "growth_momentum": 0.5375841936443286, "company_age_years": 9.724845995893224, "ebitda": 77687000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "CRM", "sector": "Technology", "quarter_date": "2016-10-31", "company_multiple": 73.81562399786586, "revenue_cagr_3y": 0.2584962183139152, "revenue_cagr_5y": 0.2970452180604817, "earnings_cagr_3y": -0.3306937986445446, "quarterly_revenue_growth_yoy": 0.25281328436821504, "quarterly_earnings_growth_yoy": -0.48304646817983066, "revenue_growth_qoq": 0.05310617896925197, "gross_margin": 0.7270007343427632, "operating_margin": 0.0014155330978773998, "net_margin": -0.01739529787506848, "roa_ttm": 0.01428744294854156, "roe_ttm": 0.03020303886094066, "debt_to_ebitda": 2.560778119427713, "net_debt_to_ebitda": 0.9521179955913118, "interest_coverage": 32.45375011391597, "debt_to_equity": 0.26797723844287064, "current_ratio": 0.6032626849700957, "quick_ratio": 0.6032626849700957, "fcf_to_ebitda": 2.1439885991884644, "capex_to_revenue": 0.04912478118581166, "working_capital_to_revenue": -0.24963723826079742, "capital_efficiency": 0.02224524090474111, "financial_health": -0.18548011898281375, "margin_quality": 0.23700698985519075, "growth_momentum": -0.11511659190580781, "company_age_years": 12.355920602327172, "ebitda": 712230000.0, "spy_multiple": 15.0, "sector_multiple": 13.519945408706523, "sector_premium_over_spy": -0.09867030608623184}, {"ticker": "ADBE", "sector": "Technology", "quarter_date": "2017-08-31", "company_multiple": 33.11966647325371, "revenue_cagr_3y": 0.223421641979495, "revenue_cagr_5y": 0.11245605437619544, "earnings_cagr_3y": 1.1096511037656804, "quarterly_revenue_growth_yoy": 0.25759255502343975, "quarterly_earnings_growth_yoy": 0.5494371981033133, "revenue_growth_qoq": 0.03886942145029596, "gross_margin": 0.8571909657080595, "operating_margin": 0.29638895557701644, "net_margin": 0.22789360992551086, "roa_ttm": 0.11447754212592891, "roe_ttm": 0.19485109358939806, "debt_to_ebitda": 0.8461324782325346, "net_debt_to_ebitda": 0.09124766670807179, "interest_coverage": 124.9803817321495, "debt_to_equity": 0.24344496265437063, "current_ratio": 2.046256946206389, "quick_ratio": 2.0462569458954576, "fcf_to_ebitda": 1.100140975924341, "capex_to_revenue": 0.02738838030173558, "working_capital_to_revenue": 0.4874333817785593, "capital_efficiency": 0.1546643178576635, "financial_health": -0.10362324480578003, "margin_quality": 0.4604911770701956, "growth_momentum": 0.4035148765633765, "company_age_years": 31.030800821355236, "ebitda": 2350756000.0, "spy_multiple": 15.0, "sector_multiple": 15.83796995845318, "sector_premium_over_spy": 0.05586466389687872}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 76.09458821629913, "revenue_cagr_3y": 0.5110587234790651, "revenue_cagr_5y": 0.5551152304614122, "earnings_cagr_3y": 0.09637661434388556, "quarterly_revenue_growth_yoy": 0.7557999510562877, "quarterly_earnings_growth_yoy": 1.9235610655815634, "revenue_growth_qoq": 0.1417002645290076, "gross_margin": 0.4287589077239834, "operating_margin": 0.21660051997372531, "net_margin": 0.2121749474230389, "roa_ttm": 0.12883460645596378, "roe_ttm": 0.4813166128252741, "debt_to_ebitda": 2.4905345586157717, "net_debt_to_ebitda": 1.5809065065419088, "interest_coverage": 228.2847740236946, "debt_to_equity": 1.569489312271598, "current_ratio": 3.547796289361489, "quick_ratio": 3.313224770807513, "fcf_to_ebitda": 1.3423531650460057, "capex_to_revenue": 0.019925323475997844, "working_capital_to_revenue": 0.6976209996941034, "capital_efficiency": 0.30507560964061897, "financial_health": -1.2994504419265587, "margin_quality": 0.28584479170691585, "growth_momentum": 1.3396805083189256, "company_age_years": 10.754277891854894, "ebitda": 520261000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "SPLK", "sector": "Technology", "quarter_date": "2023-07-31", "company_multiple": 154.55145140994543, "revenue_cagr_3y": 0.2280587031198822, "revenue_cagr_5y": 0.18585052231318877, "earnings_cagr_3y": -0.37680550564934245, "quarterly_revenue_growth_yoy": 0.14000823784073424, "quarterly_earnings_growth_yoy": 0.6984054322117952, "revenue_growth_qoq": 0.21167705466874603, "gross_margin": 0.7672891602651043, "operating_margin": -0.07524942756579561, "net_margin": -0.06945864471740694, "roa_ttm": -0.0038664310649371507, "roe_ttm": 0.6026160553988202, "debt_to_ebitda": 29.407110369921163, "net_debt_to_ebitda": 17.858732565191026, "interest_coverage": 11.733523081028196, "debt_to_equity": 99.49694793536804, "current_ratio": 1.3847613770532552, "quick_ratio": 1.3412838559621707, "fcf_to_ebitda": 6.100325955124318, "capex_to_revenue": 0.005669317483080131, "working_capital_to_revenue": 0.270678098458821, "capital_efficiency": 0.29937481216694156, "financial_health": 79.83340983919445, "margin_quality": 0.20752702932730058, "growth_momentum": 0.4192068350262647, "company_age_years": 11.279945242984258, "ebitda": 131920000.0, "spy_multiple": 12.0, "sector_multiple": 38.228257141017565, "sector_premium_over_spy": 2.1856880950847972}, {"ticker": "CRM", "sector": "Technology", "quarter_date": "2017-01-31", "company_multiple": 74.94156755279822, "revenue_cagr_3y": 0.26056320151347045, "revenue_cagr_5y": 0.2941564177696614, "earnings_cagr_3y": -0.23878807429500515, "quarterly_revenue_growth_yoy": 0.26781835726578673, "quarterly_earnings_growth_yoy": -1.0165431808381356, "revenue_growth_qoq": 0.06957046776468394, "gross_margin": 0.7271315281509755, "operating_margin": -0.010176600749437225, "net_margin": -0.022423831336519633, "roa_ttm": 0.010215114390890423, "roe_ttm": 0.023950527771063077, "debt_to_ebitda": 2.826750297341605, "net_debt_to_ebitda": 0.6749761590965101, "interest_coverage": 30.695884553714592, "debt_to_equity": 0.2813948350474599, "current_ratio": 0.821993687586235, "quick_ratio": 0.821993687586235, "fcf_to_ebitda": 2.2745829181265873, "capex_to_revenue": 0.05528585373852, "working_capital_to_revenue": -0.1547475543328014, "capital_efficiency": 0.01708282108097675, "financial_health": -0.1764214761906705, "margin_quality": 0.23151036535500621, "growth_momentum": -0.3743624117861744, "company_age_years": 12.607802874743326, "ebitda": 746616000.0, "spy_multiple": 15.0, "sector_multiple": 15.879224216012545, "sector_premium_over_spy": 0.05861494773416975}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2019-04-30", "company_multiple": 57.14802304246063, "revenue_cagr_3y": 0.08448170099948782, "revenue_cagr_5y": -0.07109094575362973, "earnings_cagr_3y": 0.28792318129698624, "quarterly_revenue_growth_yoy": 0.09563022736181241, "quarterly_earnings_growth_yoy": -1.37671445899294, "revenue_growth_qoq": -0.11056271557829696, "gross_margin": 0.5455912277417836, "operating_margin": -0.023313387234093944, "net_margin": -0.07313737448147187, "roa_ttm": -0.0354446927803517, "roe_ttm": -0.04925995818610227, "debt_to_ebitda": 5.55417312318056, "net_debt_to_ebitda": 3.7002308136180035, "interest_coverage": 14.548601612979295, "debt_to_equity": 0.23696911757627662, "current_ratio": 2.0744427452615968, "quick_ratio": 1.6713023464170413, "fcf_to_ebitda": 1.7492754656794414, "capex_to_revenue": 0.032213576904185644, "working_capital_to_revenue": 0.23791187065862365, "capital_efficiency": -0.04235232548322698, "financial_health": -0.17618723868287342, "margin_quality": 0.14971348867540593, "growth_momentum": -0.6405421158155639, "company_age_years": 18.83915126625599, "ebitda": 308474000.0, "spy_multiple": 15.0, "sector_multiple": 28.693638158689232, "sector_premium_over_spy": 0.9129092105792822}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 38.401394920114704, "revenue_cagr_3y": 0.17665727468599934, "revenue_cagr_5y": 0.19938792705702646, "earnings_cagr_3y": 0.4050114732993617, "quarterly_revenue_growth_yoy": 0.16130275285921267, "quarterly_earnings_growth_yoy": 0.4511047910741632, "revenue_growth_qoq": 0.015404312668463612, "gross_margin": 0.7649549394104296, "operating_margin": 0.18649376849873248, "net_margin": 0.1760747514699441, "roa_ttm": 0.09656349771512919, "roe_ttm": 0.16450858723684597, "debt_to_ebitda": 0.39535254221858074, "net_debt_to_ebitda": 0.0, "interest_coverage": 2092.285714285714, "debt_to_equity": 0.09304156635056494, "current_ratio": 1.8374594116855918, "quick_ratio": 1.837459406882241, "fcf_to_ebitda": 1.1541831671901315, "capex_to_revenue": 0.09585144839884709, "working_capital_to_revenue": 0.6025456707009407, "capital_efficiency": 0.13053604247598757, "financial_health": 0.056439895731888, "margin_quality": 0.37584115312636873, "growth_momentum": 0.3062037719666879, "company_age_years": 6.50239561943874, "ebitda": 87876000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 49.539403287194766, "revenue_cagr_3y": -0.024846649369566598, "revenue_cagr_5y": 0.12750259302446754, "earnings_cagr_3y": 0.057303960423439326, "quarterly_revenue_growth_yoy": 0.2648742439766005, "quarterly_earnings_growth_yoy": 1.9714613509249965, "revenue_growth_qoq": 0.004831006661012989, "gross_margin": 0.5181245476375247, "operating_margin": 0.14319868935729907, "net_margin": 0.16241935863166393, "roa_ttm": 0.031590226225629875, "roe_ttm": 0.12323652847004139, "debt_to_ebitda": 6.216091003692036, "net_debt_to_ebitda": 4.462207713836343, "interest_coverage": 93.45159857904085, "debt_to_equity": 1.5704320205134115, "current_ratio": 3.5253987707755448, "quick_ratio": 3.2754271759499827, "fcf_to_ebitda": 2.2812171838842876, "capex_to_revenue": 0.02525889161241537, "working_capital_to_revenue": 1.2530173641725728, "capital_efficiency": 0.07741337734783563, "financial_health": -1.3282722276043883, "margin_quality": 0.27458086520882924, "growth_momentum": 1.1181677974507984, "company_age_years": 12.75564681724846, "ebitda": 210453000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2020-06-30", "company_multiple": 53.465056903586, "revenue_cagr_3y": 0.1888957729565901, "revenue_cagr_5y": 0.0422114687518762, "earnings_cagr_3y": 0.5755202810739821, "quarterly_revenue_growth_yoy": -0.063805986845049, "quarterly_earnings_growth_yoy": -5.454134488604257, "revenue_growth_qoq": -0.3892432314091805, "gross_margin": 0.38543707881278977, "operating_margin": 0.08645987669072312, "net_margin": -0.3767305517054597, "roa_ttm": 0.1697589102208879, "roe_ttm": 0.4576390689834025, "debt_to_ebitda": 3.3518032695054663, "net_debt_to_ebitda": 0.0, "interest_coverage": 17.995799731182796, "debt_to_equity": 0.9698494770055325, "current_ratio": 3.3875753278186136, "quick_ratio": 3.248055009998971, "fcf_to_ebitda": 1.4234672442606269, "capex_to_revenue": 0.02692284226231745, "working_capital_to_revenue": 0.7400148646924728, "capital_efficiency": 0.3136989896021452, "financial_health": -0.07541327326219627, "margin_quality": 0.03172213459935106, "growth_momentum": -2.758970237724653, "company_age_years": 8.251882272416154, "ebitda": 107111000.0, "spy_multiple": 20.0, "sector_multiple": 26.78662418308661, "sector_premium_over_spy": 0.33933120915433035}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 57.191136811614015, "revenue_cagr_3y": 0.13351640022082334, "revenue_cagr_5y": 0.12815463949067007, "earnings_cagr_3y": 0.137604950621812, "quarterly_revenue_growth_yoy": 0.0861189929334954, "quarterly_earnings_growth_yoy": 0.03798842257597684, "revenue_growth_qoq": 0.05111272090163244, "gross_margin": 0.8686975631693223, "operating_margin": 0.2770635091983358, "net_margin": 0.2163892819801618, "roa_ttm": 0.14605879175575212, "roe_ttm": 0.24769062440446743, "debt_to_ebitda": 0.903896561731138, "net_debt_to_ebitda": 0.1941692654244906, "interest_coverage": 115.61867493219683, "debt_to_equity": 0.31652222116871304, "current_ratio": 1.4320639594398463, "quick_ratio": 1.3202392610916451, "fcf_to_ebitda": 0.6317136252654888, "capex_to_revenue": 0.03235563321984063, "working_capital_to_revenue": 0.15923725598047436, "capital_efficiency": 0.19687470808010976, "financial_health": -0.08788955863962578, "margin_quality": 0.45405011811594, "growth_momentum": 0.06205370775473612, "company_age_years": 37.05681040383299, "ebitda": 1492059000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2017-06-30", "company_multiple": 19.736844585074145, "revenue_cagr_3y": 0.08141990420488332, "revenue_cagr_5y": 0.06889546154810477, "earnings_cagr_3y": 0.05666182184548885, "quarterly_revenue_growth_yoy": 0.08474059075243229, "quarterly_earnings_growth_yoy": 0.1359494388459706, "revenue_growth_qoq": 0.053101389367321165, "gross_margin": 0.8835670656580304, "operating_margin": 0.4833298079040851, "net_margin": 0.41075684787373, "roa_ttm": 0.1433472371988937, "roe_ttm": 0.21369688643687748, "debt_to_ebitda": -0.3737592865101926, "net_debt_to_ebitda": 0.0, "interest_coverage": 79.18433383432057, "debt_to_equity": -0.09381662097170387, "current_ratio": 1.7919389640093046, "quick_ratio": 1.7919389640093046, "fcf_to_ebitda": 1.088010548716357, "capex_to_revenue": 0.015193794848653765, "working_capital_to_revenue": 0.49382625930153334, "capital_efficiency": 0.1785220618178856, "financial_health": 0.05243783866703362, "margin_quality": 0.5925512404786152, "growth_momentum": 0.11034501479920145, "company_age_years": 21.00479123887748, "ebitda": 895654000.0, "spy_multiple": 15.0, "sector_multiple": 14.177214688219387, "sector_premium_over_spy": -0.05485235411870759}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2017-06-30", "company_multiple": 230.71456645284715, "revenue_cagr_3y": 0.2545417387379669, "revenue_cagr_5y": 0.23029293790897976, "earnings_cagr_3y": 0.558060356762444, "quarterly_revenue_growth_yoy": 0.16734266565186534, "quarterly_earnings_growth_yoy": 17.570605187319885, "revenue_growth_qoq": 0.06723429242513213, "gross_margin": 0.7367262723521321, "operating_margin": 0.07840440165061899, "net_margin": 0.06327372764786796, "roa_ttm": 0.02760081687946453, "roe_ttm": 0.0706585449699015, "debt_to_ebitda": 0.10679720909295522, "net_debt_to_ebitda": 0.0, "interest_coverage": 44.94973126778375, "debt_to_equity": 0.01646606422675974, "current_ratio": 1.8120830834798576, "quick_ratio": 1.7144691418253024, "fcf_to_ebitda": 2.3139840760747243, "capex_to_revenue": 0.08867095121626857, "working_capital_to_revenue": 0.5197509930788045, "capital_efficiency": 0.04912968092468301, "financial_health": 0.36139291419334424, "margin_quality": 0.292801467216873, "growth_momentum": 8.868973926485875, "company_age_years": 7.613963039014374, "ebitda": 142176000.0, "spy_multiple": 15.0, "sector_multiple": 14.177214688219387, "sector_premium_over_spy": -0.05485235411870759}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 51.69134654025332, "revenue_cagr_3y": 0.19560438660332613, "revenue_cagr_5y": 0.20986127041303493, "earnings_cagr_3y": 0.4587330306619821, "quarterly_revenue_growth_yoy": 0.23237857582004268, "quarterly_earnings_growth_yoy": 0.4291863371285754, "revenue_growth_qoq": 0.050479361262677644, "gross_margin": 0.761595234252344, "operating_margin": 0.15986090120757707, "net_margin": 0.15102783443135298, "roa_ttm": 0.053850398045243164, "roe_ttm": 0.08417501964467103, "debt_to_ebitda": 0.015494068793070088, "net_debt_to_ebitda": 0.0, "interest_coverage": 1722.7435897435898, "debt_to_equity": 0.0028501885067038295, "current_ratio": 2.172737733258476, "quick_ratio": 2.172737733258476, "fcf_to_ebitda": 1.310551148287615, "capex_to_revenue": 0.14829154856793875, "working_capital_to_revenue": 0.8259289998277455, "capital_efficiency": 0.0690127088449571, "financial_health": 0.149149671367358, "margin_quality": 0.3574946566304247, "growth_momentum": 0.33078245647430904, "company_age_years": 5.752224503764545, "ebitda": 67187000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 45.0805714119582, "revenue_cagr_3y": 0.20604066405814425, "revenue_cagr_5y": 0.19609394782086031, "earnings_cagr_3y": 0.41252699649251046, "quarterly_revenue_growth_yoy": 0.24070296807017272, "quarterly_earnings_growth_yoy": 0.33525082480331614, "revenue_growth_qoq": 0.14463262283469638, "gross_margin": 0.5564494452258165, "operating_margin": 0.20936396311923738, "net_margin": 0.19733083294264728, "roa_ttm": 0.11753937918409973, "roe_ttm": 0.14701129532388013, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 306.32569974554707, "debt_to_equity": 0.0, "current_ratio": 6.51877624054171, "quick_ratio": 4.919024173459483, "fcf_to_ebitda": 0.7352349941023043, "capex_to_revenue": 0.10517699653959406, "working_capital_to_revenue": 0.8452095229225026, "capital_efficiency": 0.13227533725398993, "financial_health": 0.17177854622312316, "margin_quality": 0.3210480804292337, "growth_momentum": 0.2879768964367444, "company_age_years": 13.86173853524983, "ebitda": 120386000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "ADBE", "sector": "Technology", "quarter_date": "2016-02-29", "company_multiple": 31.52958556063861, "revenue_cagr_3y": 0.1113235513327937, "revenue_cagr_5y": 0.06123531733944909, "earnings_cagr_3y": 0.5747851478652661, "quarterly_revenue_growth_yoy": 0.2471679554554216, "quarterly_earnings_growth_yoy": 1.9957944585807181, "revenue_growth_qoq": 0.0588876029160964, "gross_margin": 0.856454148850423, "operating_margin": 0.22247539460795832, "net_margin": 0.1838361640528144, "roa_ttm": 0.0671590616610581, "roe_ttm": 0.11282971450327219, "debt_to_ebitda": 1.3921893845857392, "net_debt_to_ebitda": 0.7993305594610218, "interest_coverage": 334.6477191306425, "debt_to_equity": 0.27547498291956646, "current_ratio": 2.2113884450530197, "quick_ratio": 2.2113884450530197, "fcf_to_ebitda": 1.1336411713068364, "capex_to_revenue": 0.038580458472108115, "working_capital_to_revenue": 0.5332865189317243, "capital_efficiency": 0.08999438808216514, "financial_health": -0.20086702954482322, "margin_quality": 0.4209219025037319, "growth_momentum": 1.12148120701807, "company_age_years": 29.527720739219713, "ebitda": 1401170000.0, "spy_multiple": 15.0, "sector_multiple": 12.25961543597276, "sector_premium_over_spy": -0.1826923042684826}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 30.536420543559704, "revenue_cagr_3y": 0.23678775756725678, "revenue_cagr_5y": 0.2278797421367329, "earnings_cagr_3y": 0.28448844777804383, "quarterly_revenue_growth_yoy": 0.10296180826188621, "quarterly_earnings_growth_yoy": -0.009241555130656469, "revenue_growth_qoq": 0.06031769818672261, "gross_margin": 0.7767648929404283, "operating_margin": 0.27234824394035756, "net_margin": 0.21970178785951522, "roa_ttm": 0.15812313160396202, "roe_ttm": -2.476909797151489, "debt_to_ebitda": 0.6986581295552075, "net_debt_to_ebitda": 0.0, "interest_coverage": 271.8703703703704, "debt_to_equity": 2.2134225291324987, "current_ratio": 1.1907233127184726, "quick_ratio": 1.0603656897015328, "fcf_to_ebitda": 1.179347455895375, "capex_to_revenue": 0.038474589051425125, "working_capital_to_revenue": 0.13370909365103303, "capital_efficiency": -1.1593933327737633, "financial_health": 2.333923956597492, "margin_quality": 0.42293830824676704, "growth_momentum": 0.04686012656561487, "company_age_years": 14.116358658453114, "ebitda": 1468100000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "CYBR", "sector": "Technology", "quarter_date": "2017-12-31", "company_multiple": 48.58713528174012, "revenue_cagr_3y": 0.30328352878662224, "revenue_cagr_5y": 0.3884703116962347, "earnings_cagr_3y": -0.18903973392354667, "quarterly_revenue_growth_yoy": 0.24876472233444172, "quarterly_earnings_growth_yoy": -0.6530911221799004, "revenue_growth_qoq": 0.23990249622018575, "gross_margin": 0.8554275333466056, "operating_margin": 0.1447715508660163, "net_margin": 0.04419669520207047, "roa_ttm": 0.03186582725796695, "roe_ttm": 0.04524458632915684, "debt_to_ebitda": 1.001596763891846, "net_debt_to_ebitda": 0.0, "interest_coverage": 229.1219512195122, "debt_to_equity": 0.07974517254530815, "current_ratio": 3.406396061604475, "quick_ratio": 3.4063960520266647, "fcf_to_ebitda": 2.6250798381945923, "capex_to_revenue": 0.02581954214924666, "working_capital_to_revenue": 0.9600536490116583, "capital_efficiency": 0.03855520679356189, "financial_health": 0.32086888351214543, "margin_quality": 0.3481319264715641, "growth_momentum": -0.20216319992272935, "company_age_years": 3.268993839835729, "ebitda": 28182000.0, "spy_multiple": 15.0, "sector_multiple": 16.935676706798343, "sector_premium_over_spy": 0.12904511378655625}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 184.78239762962966, "revenue_cagr_3y": 0.24620082099354712, "revenue_cagr_5y": 0.22388885568239147, "earnings_cagr_3y": 0.8741503930780543, "quarterly_revenue_growth_yoy": 0.18176133600298125, "quarterly_earnings_growth_yoy": 3.24415832141154, "revenue_growth_qoq": 0.029436038514442917, "gross_margin": 0.7498663816141101, "operating_margin": 0.09005879208979156, "net_margin": 0.07135221806520577, "roa_ttm": 0.03572276966482819, "roe_ttm": 0.09483887056997978, "debt_to_ebitda": 0.09399703703703703, "net_debt_to_ebitda": 0.0, "interest_coverage": 43.649767201241595, "debt_to_equity": 0.017580980354124524, "current_ratio": 1.812629373439969, "quick_ratio": 1.7318124964997106, "fcf_to_ebitda": 2.367253333333333, "capex_to_revenue": 0.0960794654194972, "working_capital_to_revenue": 0.513494271856113, "capital_efficiency": 0.06528082011740398, "financial_health": 0.3781580350347496, "margin_quality": 0.3037591305897025, "growth_momentum": 1.7129598287072607, "company_age_years": 7.865845311430527, "ebitda": 168750000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "AMD", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 67.05149355057705, "revenue_cagr_3y": 0.1946073481165589, "revenue_cagr_5y": 0.21428196565582547, "earnings_cagr_3y": 0.7644204638277385, "quarterly_revenue_growth_yoy": 0.555247084952804, "quarterly_earnings_growth_yoy": 2.25, "revenue_growth_qoq": 0.4497929606625259, "gross_margin": 0.4391288825419493, "operating_margin": 0.1602998928953945, "net_margin": 0.13923598714744734, "roa_ttm": 0.12516018795386588, "roe_ttm": 0.2273079906904577, "debt_to_ebitda": 0.30210454854039376, "net_debt_to_ebitda": 0.0, "interest_coverage": 133.9090909090909, "debt_to_equity": 0.11507628652702354, "current_ratio": 2.2755482002482417, "quick_ratio": 1.7410012412081093, "fcf_to_ebitda": 0.47318397827562797, "capex_to_revenue": 0.030303030303030304, "working_capital_to_revenue": 0.3565810779551238, "capital_efficiency": 0.17623408932216178, "financial_health": 0.0880793208881336, "margin_quality": 0.24622158752826373, "growth_momentum": 1.402623542476402, "company_age_years": 40.96098562628337, "ebitda": 1473000000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2015-12-31", "company_multiple": 43.61523373856373, "revenue_cagr_3y": 0.21706055461099472, "revenue_cagr_5y": 0.1305690641101418, "earnings_cagr_3y": 2.441534851581874, "quarterly_revenue_growth_yoy": 0.14814472345877971, "quarterly_earnings_growth_yoy": 0.1409706546275395, "revenue_growth_qoq": -0.046889049718183216, "gross_margin": 0.5397846245886928, "operating_margin": 0.135679606065487, "net_margin": 0.11630502312524449, "roa_ttm": 0.08155164218556175, "roe_ttm": 0.09544226030891467, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 11.184020824989988, "debt_to_equity": 0.0, "current_ratio": 7.668784511239979, "quick_ratio": 6.20841900977289, "fcf_to_ebitda": 0.9616672336311389, "capex_to_revenue": 0.048110584688920516, "working_capital_to_revenue": 0.8666300372899065, "capital_efficiency": 0.08849695124723822, "financial_health": 0.2106727569936353, "margin_quality": 0.26392308459314145, "growth_momentum": 0.1445576890431596, "company_age_years": 11.1129363449692, "ebitda": 55853000.0, "spy_multiple": 15.0, "sector_multiple": 15.776388778167018, "sector_premium_over_spy": 0.05175925187780117}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2016-10-31", "company_multiple": 19.92728027681661, "revenue_cagr_3y": 0.0774482102919809, "revenue_cagr_5y": 0.055452348055057055, "earnings_cagr_3y": 0.3971494255411432, "quarterly_revenue_growth_yoy": 0.091164095371669, "quarterly_earnings_growth_yoy": 0.03225806451612903, "revenue_growth_qoq": 0.03183023872679045, "gross_margin": 0.7647814910025706, "operating_margin": -0.07840616966580977, "net_margin": -0.038560411311053984, "roa_ttm": 0.24917365878464276, "roe_ttm": 1.047008547008547, "debt_to_ebitda": 0.7612456747404844, "net_debt_to_ebitda": 0.5121107266435986, "interest_coverage": 131.36363636363637, "debt_to_equity": 1.1752136752136753, "current_ratio": 0.5786336542870243, "quick_ratio": 0.5786336542870243, "fcf_to_ebitda": 0.5916955017301038, "capex_to_revenue": 0.11304895986551797, "working_capital_to_revenue": -0.1931077957554108, "capital_efficiency": 0.6480911028965949, "financial_health": -0.41594545170060043, "margin_quality": 0.2159383033419023, "growth_momentum": 0.061711079943899017, "company_age_years": 23.638603696098563, "ebitda": 1445000000.0, "spy_multiple": 15.0, "sector_multiple": 13.519945408706523, "sector_premium_over_spy": -0.09867030608623184}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2023-01-31", "company_multiple": 231.51096662797445, "revenue_cagr_3y": 0.1902509237205856, "revenue_cagr_5y": 0.23095869851386852, "earnings_cagr_3y": -0.005924989643345091, "quarterly_revenue_growth_yoy": 0.19628729904857134, "quarterly_earnings_growth_yoy": -0.7159297230147571, "revenue_growth_qoq": 0.02948965763931404, "gross_margin": 0.7245398661207829, "operating_margin": -0.05403642195036021, "net_margin": -0.07635306695175732, "roa_ttm": -0.027194314678415137, "roe_ttm": -0.06566010833634109, "debt_to_ebitda": 14.834963242406655, "net_debt_to_ebitda": 5.71327626233314, "interest_coverage": 7.242285193877193, "debt_to_equity": 0.5491432563348974, "current_ratio": 1.7106495315855135, "quick_ratio": 1.6693688169352612, "fcf_to_ebitda": 6.272697813890501, "capex_to_revenue": 0.057957295403436845, "working_capital_to_revenue": 0.5291345402970293, "capital_efficiency": -0.046427211507378115, "financial_health": -0.3929435972785472, "margin_quality": 0.19805012573955513, "growth_momentum": -0.2598212119830929, "company_age_years": 10.302532511978097, "ebitda": 206760000.0, "spy_multiple": 12.0, "sector_multiple": 32.86267742600238, "sector_premium_over_spy": 1.7385564521668648}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 44.742918905454935, "revenue_cagr_3y": 0.4281275559671187, "revenue_cagr_5y": 0.06781358826408579, "earnings_cagr_3y": -0.5597210032769804, "quarterly_revenue_growth_yoy": 1.0244415478827211, "quarterly_earnings_growth_yoy": -2.1399186430270936, "revenue_growth_qoq": 1.5591836958628837, "gross_margin": 0.23835964146902514, "operating_margin": -0.08422748122914697, "net_margin": -0.04245317737821902, "roa_ttm": -0.015292410316605703, "roe_ttm": -0.022550177396769365, "debt_to_ebitda": 4.29490623776821, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.88057742782152, "debt_to_equity": 0.09472651977223993, "current_ratio": 2.730854311307472, "quick_ratio": 2.3537544909452834, "fcf_to_ebitda": -4.399138881969897, "capex_to_revenue": 0.21831258812510262, "working_capital_to_revenue": 0.7448706660568304, "capital_efficiency": -0.018921293856687532, "financial_health": 0.09087618876031278, "margin_quality": 0.03722632762055305, "growth_momentum": -0.5577385475721862, "company_age_years": 13.119780971937029, "ebitda": 112412000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "ADBE", "sector": "Technology", "quarter_date": "2017-11-30", "company_multiple": 35.79246079203185, "revenue_cagr_3y": 0.23190085199875954, "revenue_cagr_5y": 0.11710461805578842, "earnings_cagr_3y": 0.7853361993836827, "quarterly_revenue_growth_yoy": 0.247557383990117, "quarterly_earnings_growth_yoy": 0.2550867964755901, "revenue_growth_qoq": 0.08990458830009006, "gross_margin": 0.8650091323859573, "operating_margin": 0.3236029193733663, "net_margin": 0.24995028892227877, "roa_ttm": 0.11653864496136233, "roe_ttm": 0.2002340698183388, "debt_to_ebitda": 0.7702862922195488, "net_debt_to_ebitda": 0.0, "interest_coverage": 132.10148566645742, "debt_to_equity": 0.22992873766721447, "current_ratio": 2.0546850039561075, "quick_ratio": 2.0546850036726174, "fcf_to_ebitda": 1.08295370125437, "capex_to_revenue": 0.02439524454204989, "working_capital_to_revenue": 0.5095327607116615, "capital_efficiency": 0.15838635738985057, "financial_health": -0.06374321723514925, "margin_quality": 0.47952078022720085, "growth_momentum": 0.25132209023285357, "company_age_years": 31.279945242984258, "ebitda": 2525252000.0, "spy_multiple": 15.0, "sector_multiple": 15.441169771616018, "sector_premium_over_spy": 0.029411318107734452}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 110.09294901843015, "revenue_cagr_3y": 0.02709463540658197, "revenue_cagr_5y": 0.16164662601596191, "earnings_cagr_3y": 0.2802351533227878, "quarterly_revenue_growth_yoy": -0.30886329076253627, "quarterly_earnings_growth_yoy": -0.5984133809553062, "revenue_growth_qoq": 0.2551094385384468, "gross_margin": 0.46779635206486153, "operating_margin": 0.13072073893397537, "net_margin": 0.12015028631591108, "roa_ttm": 0.018815381820487833, "roe_ttm": 0.06594243122787541, "debt_to_ebitda": 8.529649481305452, "net_debt_to_ebitda": 6.8562148681556145, "interest_coverage": 68.4725078229772, "debt_to_equity": 1.4027806260220126, "current_ratio": 4.160304011785479, "quick_ratio": 3.8804041742587376, "fcf_to_ebitda": 2.1951388299504484, "capex_to_revenue": 0.03648499488098285, "working_capital_to_revenue": 1.4344469861786537, "capital_efficiency": 0.04237890652418162, "financial_health": -1.210174311719303, "margin_quality": 0.23955579243824932, "growth_momentum": -0.4536383358589212, "company_age_years": 12.503764544832306, "ebitda": 153173000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2021-12-31", "company_multiple": 79.4088712959195, "revenue_cagr_3y": 0.2990626999820949, "revenue_cagr_5y": 0.26564236945946873, "earnings_cagr_3y": 0.3802301436101456, "quarterly_revenue_growth_yoy": 0.4439566946872466, "quarterly_earnings_growth_yoy": 0.6944761815934899, "revenue_growth_qoq": 0.04012710109358869, "gross_margin": 0.5761387680384186, "operating_margin": 0.23349202386895845, "net_margin": 0.21595879989539501, "roa_ttm": 0.1526164614632762, "roe_ttm": 0.19455459671941383, "debt_to_ebitda": 0.008539017491701446, "net_debt_to_ebitda": 0.0, "interest_coverage": 84.11343705799152, "debt_to_equity": 0.0020410213949525113, "current_ratio": 4.95651790750141, "quick_ratio": 3.813429744782854, "fcf_to_ebitda": 0.7559401495252925, "capex_to_revenue": 0.07885258958865637, "working_capital_to_revenue": 0.7434256390555374, "capital_efficiency": 0.173585529091345, "financial_health": 0.11934797345230401, "margin_quality": 0.34186319726759073, "growth_momentum": 0.5692164381403683, "company_age_years": 17.114305270362767, "ebitda": 297341000.0, "spy_multiple": 20.0, "sector_multiple": 25.089771479454207, "sector_premium_over_spy": 0.2544885739727103}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 37.62556961116855, "revenue_cagr_3y": 0.21568879040968292, "revenue_cagr_5y": 0.13834291170258783, "earnings_cagr_3y": 0.3332432259971607, "quarterly_revenue_growth_yoy": 0.1704153748387221, "quarterly_earnings_growth_yoy": 0.08284637934749255, "revenue_growth_qoq": 0.4138686067711741, "gross_margin": 0.897998469853649, "operating_margin": 0.38195249965036976, "net_margin": 0.3410992373948024, "roa_ttm": 0.09326421551071558, "roe_ttm": 0.13068215217617296, "debt_to_ebitda": 0.8518766607144382, "net_debt_to_ebitda": 0.0, "interest_coverage": 201.79827586206898, "debt_to_equity": 0.1443603496749126, "current_ratio": 3.7166638679618504, "quick_ratio": 3.8455029557169, "fcf_to_ebitda": 0.7774851977478363, "capex_to_revenue": 0.02964591145015608, "working_capital_to_revenue": 0.6296675488755136, "capital_efficiency": 0.11197318384344426, "financial_health": 0.0575836651597631, "margin_quality": 0.5403500689662737, "growth_momentum": 0.12663087709310733, "company_age_years": 23.529089664613277, "ebitda": 585215000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "RUN", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 74.50773018757013, "revenue_cagr_3y": 0.3407042666924589, "revenue_cagr_5y": 0.34407872959663055, "earnings_cagr_3y": -0.2681809484275931, "quarterly_revenue_growth_yoy": 0.6396823337407729, "quarterly_earnings_growth_yoy": -1.099976228478283, "revenue_growth_qoq": 0.1715456674473068, "gross_margin": 0.3571672497084791, "operating_margin": -0.02771114442778611, "net_margin": -0.024521072796934867, "roa_ttm": 0.005612251665179933, "roe_ttm": 0.028098243187833546, "debt_to_ebitda": 47.892721637364396, "net_debt_to_ebitda": 41.837439213381074, "interest_coverage": 1.0055616754883259, "debt_to_equity": 1.8893430743106143, "current_ratio": 1.2397210034632755, "quick_ratio": 1.0262096611685936, "fcf_to_ebitda": -26.099476299898466, "capex_to_revenue": 1.067547741325112, "working_capital_to_revenue": 0.11740030342863834, "capital_efficiency": 0.01685524742650674, "financial_health": -1.7583644475242426, "margin_quality": 0.10164501082791937, "growth_momentum": -0.23014694736875507, "company_age_years": 3.405886379192334, "ebitda": 37426000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 52.478459331001694, "revenue_cagr_3y": 0.19736183887392356, "revenue_cagr_5y": 0.19349599188546684, "earnings_cagr_3y": 0.4525027781037074, "quarterly_revenue_growth_yoy": 0.24566391557781778, "quarterly_earnings_growth_yoy": 0.6122285866524577, "revenue_growth_qoq": 0.0821602787456446, "gross_margin": 0.554975994733867, "operating_margin": 0.1780324983364458, "net_margin": 0.17319566975050266, "roa_ttm": 0.11358396115296575, "roe_ttm": 0.14123000932610272, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 283.74045801526717, "debt_to_equity": 0.0, "current_ratio": 6.768526139712716, "quick_ratio": 5.057178132384569, "fcf_to_ebitda": 0.6323917137476459, "capex_to_revenue": 0.11045933849188287, "working_capital_to_revenue": 0.8240782885753299, "capital_efficiency": 0.12740698523953423, "financial_health": 0.11538963708691691, "margin_quality": 0.30206805427360517, "growth_momentum": 0.42894625111513773, "company_age_years": 13.609856262833675, "ebitda": 111510000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 32.43174306091855, "revenue_cagr_3y": 0.19879747468178888, "revenue_cagr_5y": 0.21993476710959103, "earnings_cagr_3y": 0.3828208604723422, "quarterly_revenue_growth_yoy": 0.17313264080277013, "quarterly_earnings_growth_yoy": 0.6925056288195561, "revenue_growth_qoq": 0.10078907234268285, "gross_margin": 0.8105535811095718, "operating_margin": 0.34582254081079455, "net_margin": 0.31696885729775315, "roa_ttm": 0.1787546988149256, "roe_ttm": 1.1682956219038694, "debt_to_ebitda": 0.4665424976150457, "net_debt_to_ebitda": 0.0, "interest_coverage": 449.2448979591837, "debt_to_equity": 0.6875083679207391, "current_ratio": 1.470559263181225, "quick_ratio": 1.3928632994311325, "fcf_to_ebitda": 0.8536773724617271, "capex_to_revenue": 0.06361865744316465, "working_capital_to_revenue": 0.32083011518183957, "capital_efficiency": 0.6735251603593975, "financial_health": -0.3710495636816255, "margin_quality": 0.4911149930727065, "growth_momentum": 0.43281913481116313, "company_age_years": 15.118412046543463, "ebitda": 2201300000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 538.9362926160126, "revenue_cagr_3y": 0.26968357057936654, "revenue_cagr_5y": 0.22153188010228542, "earnings_cagr_3y": -0.17066909532779018, "quarterly_revenue_growth_yoy": 0.21755079440761646, "quarterly_earnings_growth_yoy": -0.229893499816379, "revenue_growth_qoq": 0.016875889155434805, "gross_margin": 0.7321962064892656, "operating_margin": 0.017331657434485198, "net_margin": 0.01986761241259956, "roa_ttm": 0.002232160624029928, "roe_ttm": 0.005451421962171724, "debt_to_ebitda": 0.1303991434976078, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.66207627118644, "debt_to_equity": 0.009470433295103319, "current_ratio": 1.8589383762460685, "quick_ratio": 1.7340236686390533, "fcf_to_ebitda": 4.258506473953628, "capex_to_revenue": 0.04851704762550635, "working_capital_to_revenue": 0.5330333409971699, "capital_efficiency": 0.003841791293100826, "financial_health": 0.32212012974091614, "margin_quality": 0.25646515877878345, "growth_momentum": -0.006171352704381267, "company_age_years": 6.86652977412731, "ebitda": 59778000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 238.5074170461939, "revenue_cagr_3y": 0.18421842952786283, "revenue_cagr_5y": 0.2284220923826088, "earnings_cagr_3y": 2.0279622521777125, "quarterly_revenue_growth_yoy": 0.18446115288220552, "quarterly_earnings_growth_yoy": 0.41346153846153844, "revenue_growth_qoq": -0.06785009861932939, "gross_margin": 0.7608971646212441, "operating_margin": 0.1070672873465933, "net_margin": 0.12441811256876852, "roa_ttm": 0.10899335558536358, "roe_ttm": 0.3302145354881391, "debt_to_ebitda": 0.16851008458035133, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.137254901960784, "debt_to_equity": 0.048955675266988, "current_ratio": 1.844295623056685, "quick_ratio": 1.7738180658534641, "fcf_to_ebitda": 2.1109303838646714, "capex_to_revenue": 0.027522935779816515, "working_capital_to_revenue": 0.5648602517601877, "capital_efficiency": 0.21960394553675133, "financial_health": 0.3536150964107187, "margin_quality": 0.3307941881788687, "growth_momentum": 0.298961345671872, "company_age_years": 9.363449691991786, "ebitda": 307400000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2021-06-30", "company_multiple": 74.55888828693084, "revenue_cagr_3y": 0.28031572137069594, "revenue_cagr_5y": 0.25536179777680723, "earnings_cagr_3y": 0.3160044596250482, "quarterly_revenue_growth_yoy": 0.5752031319646204, "quarterly_earnings_growth_yoy": 0.828786422249478, "revenue_growth_qoq": 0.15272641527971548, "gross_margin": 0.5598550373827633, "operating_margin": 0.2066978729497438, "net_margin": 0.18808660936802163, "roa_ttm": 0.14496453363496192, "roe_ttm": 0.18304509566792815, "debt_to_ebitda": 0.00934963134771825, "net_debt_to_ebitda": 0.0, "interest_coverage": 85.29458483754513, "debt_to_equity": 0.002031535239181316, "current_ratio": 5.1993367299473, "quick_ratio": 4.22893761868539, "fcf_to_ebitda": 1.0229402453167193, "capex_to_revenue": 0.08591407535013655, "working_capital_to_revenue": 0.7376674738545158, "capital_efficiency": 0.16400481465144504, "financial_health": 0.16038706735878094, "margin_quality": 0.31821317323350956, "growth_momentum": 0.7019947771070492, "company_age_years": 16.61054072553046, "ebitda": 236266000.0, "spy_multiple": 20.0, "sector_multiple": 22.302302547260922, "sector_premium_over_spy": 0.11511512736304619}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 41.16733398077383, "revenue_cagr_3y": 0.11153709901805398, "revenue_cagr_5y": 0.08974145730741045, "earnings_cagr_3y": 0.258148766177714, "quarterly_revenue_growth_yoy": 0.15010964401495505, "quarterly_earnings_growth_yoy": 0.5921941801130879, "revenue_growth_qoq": 0.044154456797897305, "gross_margin": 0.8765629523842384, "operating_margin": 0.2539307268000486, "net_margin": 0.24246670076971888, "roa_ttm": 0.2600341726583951, "roe_ttm": 0.4493771804527912, "debt_to_ebitda": 0.9804275922250841, "net_debt_to_ebitda": 0.0, "interest_coverage": 133.42535211267605, "debt_to_equity": 0.29076210138255004, "current_ratio": 1.553358159888862, "quick_ratio": 1.5104388718379016, "fcf_to_ebitda": 1.1792889414347845, "capex_to_revenue": 0.03600462550202435, "working_capital_to_revenue": 0.2452265318605832, "capital_efficiency": 0.35470567655559315, "financial_health": 0.17091547041531774, "margin_quality": 0.45765345998466866, "growth_momentum": 0.3711519120640215, "company_age_years": 33.308692676249144, "ebitda": 710490000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2021-06-30", "company_multiple": 1100.1663397883808, "revenue_cagr_3y": 0.3310462762322872, "revenue_cagr_5y": 0.3279454260319514, "earnings_cagr_3y": 1.3741853759893123, "quarterly_revenue_growth_yoy": 0.36436498372214327, "quarterly_earnings_growth_yoy": -218.98821218074656, "revenue_growth_qoq": 0.07639149042445709, "gross_margin": 0.7233575814782491, "operating_margin": -0.19347804879334937, "net_margin": -0.29254916643156775, "roa_ttm": -0.0680291183278753, "roe_ttm": -1.4511903084941542, "debt_to_ebitda": 55.244080654821325, "net_debt_to_ebitda": 42.25557995607906, "interest_coverage": 1.5710074018316398, "debt_to_equity": 14.992230758395007, "current_ratio": 1.4505842776600244, "quick_ratio": 1.448762396735834, "fcf_to_ebitda": -5.2913156318626475, "capex_to_revenue": 0.08664984169094656, "working_capital_to_revenue": 0.14696935075402123, "capital_efficiency": -0.7596097134110148, "financial_health": -14.641917909704064, "margin_quality": 0.079110122084444, "growth_momentum": -109.31192359851221, "company_age_years": 7.756331279945243, "ebitda": 25045000.0, "spy_multiple": 20.0, "sector_multiple": 22.302302547260922, "sector_premium_over_spy": 0.11511512736304619}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2023-07-31", "company_multiple": 52.02339998261323, "revenue_cagr_3y": 0.22620062043265943, "revenue_cagr_5y": 0.15046780011190664, "earnings_cagr_3y": 0.09534704641071934, "quarterly_revenue_growth_yoy": -0.11602610587382162, "quarterly_earnings_growth_yoy": -49.25581395348837, "revenue_growth_qoq": 0.014526745857607626, "gross_margin": 0.3886195838615855, "operating_margin": -0.15340442986054142, "net_margin": -0.15474681184279215, "roa_ttm": -0.017402218840373147, "roe_ttm": -0.02459469118554859, "debt_to_ebitda": 3.6473093975484656, "net_debt_to_ebitda": 3.2792315048248284, "interest_coverage": 21.381040892193308, "debt_to_equity": 0.2726209428506449, "current_ratio": 1.0305377625502756, "quick_ratio": 0.6522419186652764, "fcf_to_ebitda": 0.6658263061809963, "capex_to_revenue": 0.05651075039157055, "working_capital_to_revenue": 0.014594902463334758, "capital_efficiency": -0.020998455012960868, "financial_health": -0.18421125512308603, "margin_quality": 0.02682278071941731, "growth_momentum": -24.685920029681096, "company_age_years": 23.091033538672143, "ebitda": 1150300000.0, "spy_multiple": 12.0, "sector_multiple": 38.228257141017565, "sector_premium_over_spy": 2.1856880950847972}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2017-06-30", "company_multiple": 22.65522308803676, "revenue_cagr_3y": 0.08138432319129363, "revenue_cagr_5y": 0.07968491067455896, "earnings_cagr_3y": 0.43767480865873143, "quarterly_revenue_growth_yoy": 0.05734833484540452, "quarterly_earnings_growth_yoy": 0.4011756359582447, "revenue_growth_qoq": 0.004382369037409495, "gross_margin": 0.8730023528134597, "operating_margin": 0.17263011977010487, "net_margin": 0.14431493879971022, "roa_ttm": 0.10608771269908396, "roe_ttm": 0.2527597912571326, "debt_to_ebitda": 2.0367447478742804, "net_debt_to_ebitda": 0.48302029795599344, "interest_coverage": 67.57522407170295, "debt_to_equity": 0.903488468606094, "current_ratio": 1.6218275276515672, "quick_ratio": 1.5632768828307861, "fcf_to_ebitda": 1.1439307453636816, "capex_to_revenue": 0.02827890580574546, "working_capital_to_revenue": 0.1810287144756701, "capital_efficiency": 0.17942375197810828, "financial_health": -0.3872618798697202, "margin_quality": 0.3966491371277583, "growth_momentum": 0.2292619854018246, "company_age_years": 30.05612594113621, "ebitda": 422210000.0, "spy_multiple": 15.0, "sector_multiple": 14.177214688219387, "sector_premium_over_spy": -0.05485235411870759}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 36.07329473426692, "revenue_cagr_3y": 0.14644415868399263, "revenue_cagr_5y": 0.16358469872345527, "earnings_cagr_3y": 1.0276182603887434, "quarterly_revenue_growth_yoy": 0.11973211754700935, "quarterly_earnings_growth_yoy": 0.15253581107239644, "revenue_growth_qoq": 0.018609848606947532, "gross_margin": 0.7761521502937733, "operating_margin": 0.25750783219586293, "net_margin": 0.2512209786816595, "roa_ttm": 0.12428018278573164, "roe_ttm": 0.2263932634826766, "debt_to_ebitda": 0.08652912351454137, "net_debt_to_ebitda": 0.0, "interest_coverage": 26978.2, "debt_to_equity": 0.02885666111223738, "current_ratio": 1.858776834943104, "quick_ratio": 1.858776834943104, "fcf_to_ebitda": 1.1012521220837566, "capex_to_revenue": 0.08688764419513835, "working_capital_to_revenue": 0.6050616729528905, "capital_efficiency": 0.17533672313420412, "financial_health": 0.10061086915511136, "margin_quality": 0.4282936537237652, "growth_momentum": 0.1361339643097029, "company_age_years": 8.257357973990418, "ebitda": 134891000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2019-06-30", "company_multiple": 33.20882015888538, "revenue_cagr_3y": 0.086111541532776, "revenue_cagr_5y": 0.08910331940693772, "earnings_cagr_3y": 0.29536991955398895, "quarterly_revenue_growth_yoy": 0.11965485511901248, "quarterly_earnings_growth_yoy": 0.4269650960092616, "revenue_growth_qoq": 0.006375467713466333, "gross_margin": 0.8940954724087254, "operating_margin": 0.23030776042824236, "net_margin": 0.1847544618628956, "roa_ttm": 0.16289435655976955, "roe_ttm": 0.29746215603144255, "debt_to_ebitda": 0.9114541325553391, "net_debt_to_ebitda": 0.0, "interest_coverage": 124.33380225080386, "debt_to_equity": 0.3941875299274053, "current_ratio": 1.604831665254522, "quick_ratio": 1.5240378706060314, "fcf_to_ebitda": 0.9902486725878274, "capex_to_revenue": 0.02697967097724741, "working_capital_to_revenue": 0.16333765438846742, "capital_efficiency": 0.23017825629560607, "financial_health": 0.0008491461384340371, "margin_quality": 0.4363858982332878, "growth_momentum": 0.27330997556413705, "company_age_years": 32.054757015742645, "ebitda": 618685000.0, "spy_multiple": 15.0, "sector_multiple": 19.48148323045808, "sector_premium_over_spy": 0.2987655486972052}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2018-03-31", "company_multiple": 49.4217858540786, "revenue_cagr_3y": 0.20650057183024506, "revenue_cagr_5y": 0.20200991060588724, "earnings_cagr_3y": 0.5418257370290933, "quarterly_revenue_growth_yoy": 0.28684163328749923, "quarterly_earnings_growth_yoy": 0.5097050493886855, "revenue_growth_qoq": -0.002163331530557058, "gross_margin": 0.5535811072396438, "operating_margin": 0.17063104916763452, "net_margin": 0.16922957801006583, "roa_ttm": 0.10402182963654057, "roe_ttm": 0.13000576744652573, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 260.03053435114504, "debt_to_equity": 0.0, "current_ratio": 6.604330090994666, "quick_ratio": 5.077788843262711, "fcf_to_ebitda": 0.5721778612807265, "capex_to_revenue": 0.1395770005823296, "working_capital_to_revenue": 0.8220712923514709, "capital_efficiency": 0.11701379854153315, "financial_health": 0.10894181008846793, "margin_quality": 0.29781391147244807, "growth_momentum": 0.3982733413380924, "company_age_years": 13.360711841204655, "ebitda": 102192000.0, "spy_multiple": 15.0, "sector_multiple": 17.05486987273345, "sector_premium_over_spy": 0.13699132484889653}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 32.36914177668516, "revenue_cagr_3y": 0.1183553876166119, "revenue_cagr_5y": 0.080047885793465, "earnings_cagr_3y": 0.08751236846864852, "quarterly_revenue_growth_yoy": 0.18824330207519918, "quarterly_earnings_growth_yoy": 0.001421599355243127, "revenue_growth_qoq": -0.06710160456820433, "gross_margin": 0.8797175915021561, "operating_margin": 0.3054588701915388, "net_margin": 0.26014323973026965, "roa_ttm": 0.12244682597378233, "roe_ttm": 0.15003673899985084, "debt_to_ebitda": 0.30781220620976996, "net_debt_to_ebitda": 0.0, "interest_coverage": 2381.050209205021, "debt_to_equity": 0.05992048777350714, "current_ratio": 3.5296669354977093, "quick_ratio": 3.67680560083738, "fcf_to_ebitda": 0.8064951473541966, "capex_to_revenue": 0.0238503185947508, "working_capital_to_revenue": 0.5100747631991231, "capital_efficiency": 0.1362417824868166, "financial_health": 0.20454537840744252, "margin_quality": 0.48177323380798814, "growth_momentum": 0.09483245071522116, "company_age_years": 23.277207392197127, "ebitda": 569071000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 25.64647919390421, "revenue_cagr_3y": 0.0762060478497546, "revenue_cagr_5y": 0.07417351747275847, "earnings_cagr_3y": 0.08917986113700804, "quarterly_revenue_growth_yoy": 0.08223364878152656, "quarterly_earnings_growth_yoy": 0.08711502018024794, "revenue_growth_qoq": 0.002083844790291371, "gross_margin": 0.8862634575060138, "operating_margin": 0.17950928932022353, "net_margin": 0.14496586553393095, "roa_ttm": 0.08495271701613813, "roe_ttm": 0.1807669774442166, "debt_to_ebitda": 1.3797650099820473, "net_debt_to_ebitda": 0.0, "interest_coverage": 70.0763232868496, "debt_to_equity": 0.5427815769182853, "current_ratio": 1.2975916976491613, "quick_ratio": 1.2647707486941382, "fcf_to_ebitda": 1.1074723059706124, "capex_to_revenue": 0.030411938952672107, "working_capital_to_revenue": 0.1280086651137222, "capital_efficiency": 0.13285984723017735, "financial_health": 0.033846813120318175, "margin_quality": 0.4035795374533894, "growth_momentum": 0.08467433448088725, "company_age_years": 31.055441478439427, "ebitda": 467339000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "CYBR", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 48.383167424349054, "revenue_cagr_3y": 0.26300661503950074, "revenue_cagr_5y": 0.28994322176695997, "earnings_cagr_3y": 0.2651901838696382, "quarterly_revenue_growth_yoy": 0.18903255387436957, "quarterly_earnings_growth_yoy": -0.1424317617866005, "revenue_growth_qoq": 0.19931554363409332, "gross_margin": 0.870056453603159, "operating_margin": 0.17692651776900295, "net_margin": 0.15992102665350444, "roa_ttm": 0.04488010669202073, "roe_ttm": 0.101042728140842, "debt_to_ebitda": 5.57358516265238, "net_debt_to_ebitda": 0.0, "interest_coverage": 119.7038043478261, "debt_to_equity": 0.7867630565329129, "current_ratio": 5.9490063372277096, "quick_ratio": 5.9490063372277096, "fcf_to_ebitda": 1.5286145603959047, "capex_to_revenue": 0.016215904769587113, "working_capital_to_revenue": 2.19760541144747, "capital_efficiency": 0.07296141741643136, "financial_health": -0.21337706542793844, "margin_quality": 0.4023013326752221, "growth_momentum": 0.023300396043884536, "company_age_years": 5.2676249144421625, "ebitda": 88102000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 43.6109741966114, "revenue_cagr_3y": 0.08706994014199099, "revenue_cagr_5y": 0.08029511472025175, "earnings_cagr_3y": -0.21682404607512995, "quarterly_revenue_growth_yoy": -0.08409510704744556, "quarterly_earnings_growth_yoy": -0.6543698197213333, "revenue_growth_qoq": -0.4204442136955539, "gross_margin": 0.8528369820297682, "operating_margin": 0.09288155934891397, "net_margin": 0.07453413486782182, "roa_ttm": 0.060775222245872756, "roe_ttm": 0.08033210324599978, "debt_to_ebitda": 1.1109483658046295, "net_debt_to_ebitda": 0.0, "interest_coverage": 56.024820114803134, "debt_to_equity": 0.14231160910248605, "current_ratio": 2.8039115506656063, "quick_ratio": 2.8039115492503264, "fcf_to_ebitda": 1.0248682845313872, "capex_to_revenue": 0.013007457656951372, "working_capital_to_revenue": 0.5723106253987796, "capital_efficiency": 0.07055366274593627, "financial_health": 0.00754064280366501, "margin_quality": 0.3400842254155014, "growth_momentum": -0.3692324633843895, "company_age_years": 27.7782340862423, "ebitda": 692971000.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 55.24843228149438, "revenue_cagr_3y": 0.10016128109655509, "revenue_cagr_5y": 0.09060616832461998, "earnings_cagr_3y": 0.008960174475431515, "quarterly_revenue_growth_yoy": 0.06707201823791288, "quarterly_earnings_growth_yoy": -0.15465611481841654, "revenue_growth_qoq": -0.04847780823054444, "gross_margin": 0.8545229109043097, "operating_margin": 0.24548662679002084, "net_margin": 0.20608777403839604, "roa_ttm": 0.07925786606056792, "roe_ttm": 0.10700512840799273, "debt_to_ebitda": 0.93564055501957, "net_debt_to_ebitda": 0.0, "interest_coverage": 275.20992984349704, "debt_to_equity": 0.13292324270053624, "current_ratio": 2.5962957887111617, "quick_ratio": 2.5962957869313175, "fcf_to_ebitda": 0.9209277517628696, "capex_to_revenue": 0.02808194377781621, "working_capital_to_revenue": 0.5809375200393305, "capital_efficiency": 0.09313149723428032, "financial_health": 0.056255113353382305, "margin_quality": 0.4353657705775755, "growth_momentum": -0.04379204829025183, "company_age_years": 24.279260780287473, "ebitda": 509964000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2017-03-31", "company_multiple": 310.25504531722055, "revenue_cagr_3y": 0.26327045573162167, "revenue_cagr_5y": 0.2377375906991801, "earnings_cagr_3y": 0.08431513110696987, "quarterly_revenue_growth_yoy": 0.19686832340042731, "quarterly_earnings_growth_yoy": 4.051935788479698, "revenue_growth_qoq": -0.061268362594052314, "gross_margin": 0.733998825601879, "operating_margin": 0.015854374633000587, "net_margin": 0.03141514973576042, "roa_ttm": 0.0179806411179761, "roe_ttm": 0.04538719219281068, "debt_to_ebitda": 0.1313409249360911, "net_debt_to_ebitda": 0.0, "interest_coverage": 44.97282608695652, "debt_to_equity": 0.015729491488440286, "current_ratio": 1.8866568991985617, "quick_ratio": 1.7641028035746598, "fcf_to_ebitda": 3.0126981175923775, "capex_to_revenue": 0.038097827433950675, "working_capital_to_revenue": 0.5704211970705996, "capital_efficiency": 0.031683916655393385, "financial_health": 0.36308334321991476, "margin_quality": 0.2604227833235467, "growth_momentum": 2.1244020559400627, "company_age_years": 7.364818617385352, "ebitda": 107575000.0, "spy_multiple": 15.0, "sector_multiple": 15.09235963089985, "sector_premium_over_spy": 0.006157308726656652}, {"ticker": "ADBE", "sector": "Technology", "quarter_date": "2016-08-31", "company_multiple": 31.47777725441594, "revenue_cagr_3y": 0.13732719266067073, "revenue_cagr_5y": 0.0763814198192243, "earnings_cagr_3y": 0.4831336409064675, "quarterly_revenue_growth_yoy": 0.2021723349603537, "quarterly_earnings_growth_yoy": 0.5521050067348752, "revenue_growth_qoq": 0.04665588052983144, "gross_margin": 0.8615399117603061, "operating_margin": 0.25227686143198585, "net_margin": 0.18496865024962994, "roa_ttm": 0.08020042303011593, "roe_ttm": 0.1362848803769635, "debt_to_ebitda": 1.1729159652026067, "net_debt_to_ebitda": 0.7146229287408034, "interest_coverage": 96.93119611133615, "debt_to_equity": 0.26995446242662424, "current_ratio": 2.162582722517686, "quick_ratio": 2.162582722517686, "fcf_to_ebitda": 1.0380438286684481, "capex_to_revenue": 0.03959502306653952, "working_capital_to_revenue": 0.5246445015367187, "capital_efficiency": 0.10824265170353972, "financial_health": -0.20127027829965266, "margin_quality": 0.4329284744806406, "growth_momentum": 0.37713867084761443, "company_age_years": 30.031485284052017, "ebitda": 1675068000.0, "spy_multiple": 15.0, "sector_multiple": 12.801373188590347, "sector_premium_over_spy": -0.1465751207606435}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 596.2263582720998, "revenue_cagr_3y": 0.31523324850375967, "revenue_cagr_5y": 0.33658630575455484, "earnings_cagr_3y": 0.003237185206004023, "quarterly_revenue_growth_yoy": 0.34659566629826855, "quarterly_earnings_growth_yoy": -0.1792063717821078, "revenue_growth_qoq": 0.06976713249037202, "gross_margin": 0.7633182451253482, "operating_margin": -0.028937027457222445, "net_margin": -0.051550686430561085, "roa_ttm": -0.02804277235903306, "roe_ttm": -0.07837154324042003, "debt_to_ebitda": 39.93253173012692, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.8573200992555832, "debt_to_equity": 1.232455055253175, "current_ratio": 4.320867132688889, "quick_ratio": 4.319267703640453, "fcf_to_ebitda": 0.25384101536406145, "capex_to_revenue": 0.08651805583740632, "working_capital_to_revenue": 0.896251595084217, "capital_efficiency": -0.05320715779972655, "financial_health": -0.528495364163044, "margin_quality": 0.2276101770791882, "growth_momentum": 0.08369464725808037, "company_age_years": 4.75564681724846, "ebitda": 8982000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 58.33259533452764, "revenue_cagr_3y": 0.11091386490064425, "revenue_cagr_5y": 0.11838358375217184, "earnings_cagr_3y": 0.09781892239141232, "quarterly_revenue_growth_yoy": -0.012319783887480546, "quarterly_earnings_growth_yoy": 0.0241476567798713, "revenue_growth_qoq": -0.0556978466680953, "gross_margin": 0.8759323874767987, "operating_margin": 0.24770117619311408, "net_margin": 0.24540904149526857, "roa_ttm": 0.18297085176324202, "roe_ttm": 0.29347016870744336, "debt_to_ebitda": 0.44550533697708294, "net_debt_to_ebitda": 0.0, "interest_coverage": 167.67982052462034, "debt_to_equity": 0.18200267070598802, "current_ratio": 1.3166919439492462, "quick_ratio": 1.189941210703377, "fcf_to_ebitda": 0.8299447056652164, "capex_to_revenue": 0.03075122155079746, "working_capital_to_revenue": 0.11384438952381162, "capital_efficiency": 0.2382205102353427, "financial_health": 0.0928946887113763, "margin_quality": 0.4563475350550605, "growth_momentum": 0.0059139364461953765, "company_age_years": 36.80766598220397, "ebitda": 1457473000.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2023-10-31", "company_multiple": 49.010273684210524, "revenue_cagr_3y": 0.23662673530011014, "revenue_cagr_5y": 0.10759471253451802, "earnings_cagr_3y": 0.9284873584109867, "quarterly_revenue_growth_yoy": -0.07721329603850907, "quarterly_earnings_growth_yoy": -13.353383458646617, "revenue_growth_qoq": 0.05794615556715639, "gross_margin": 0.3885520936134217, "operating_margin": -0.10312984632736501, "net_margin": -0.11581841251938531, "roa_ttm": -0.02560973363298088, "roe_ttm": -0.03650531069885909, "debt_to_ebitda": 4.6818836565096955, "net_debt_to_ebitda": 3.877894736842105, "interest_coverage": 17.157794676806084, "debt_to_equity": 0.2773773418934709, "current_ratio": 1.5818259204085976, "quick_ratio": 1.0809214726537562, "fcf_to_ebitda": 0.9427146814404432, "capex_to_revenue": 0.0590214011673364, "working_capital_to_revenue": 0.19884720984780987, "capital_efficiency": -0.031057522165919983, "financial_health": -0.23504710647358965, "margin_quality": 0.05653461158889047, "growth_momentum": -6.715298377342563, "company_age_years": 23.342915811088297, "ebitda": 902500000.0, "spy_multiple": 12.0, "sector_multiple": 35.72748768472906, "sector_premium_over_spy": 1.9772906403940884}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 10034.8230443828, "revenue_cagr_3y": 0.34251759946100924, "revenue_cagr_5y": 0.3250981087058604, "earnings_cagr_3y": 0.5377379355695917, "quarterly_revenue_growth_yoy": 0.34057702095173464, "quarterly_earnings_growth_yoy": -3.4482212046495246, "revenue_growth_qoq": 0.08362045322088518, "gross_margin": 0.7355387261977735, "operating_margin": -0.08055286417653688, "net_margin": -0.0998833369584561, "roa_ttm": -0.03695130853277656, "roe_ttm": -0.07188815877698806, "debt_to_ebitda": 278.18169209431346, "net_debt_to_ebitda": 39.89736477115118, "interest_coverage": 0.27561162079510704, "debt_to_equity": 0.5379348263376693, "current_ratio": 1.907781257013391, "quick_ratio": 1.9063527517428833, "fcf_to_ebitda": -47.50832177531207, "capex_to_revenue": 0.14770096737249933, "working_capital_to_revenue": 0.282243719388874, "capital_efficiency": -0.05441973365488231, "financial_health": -0.28197896807053024, "margin_quality": 0.18503417502092687, "growth_momentum": -1.553822091848895, "company_age_years": 6.2587268993839835, "ebitda": 1442000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "TENB", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 2033.324020998279, "revenue_cagr_3y": 0.2057792335729165, "revenue_cagr_5y": 0.21879559307192897, "earnings_cagr_3y": 0.22908942289600454, "quarterly_revenue_growth_yoy": 0.1436249927186651, "quarterly_earnings_growth_yoy": 0.4267840777782205, "revenue_growth_qoq": 0.012446907259992687, "gross_margin": 0.7734220530558759, "operating_margin": -0.041350058575390924, "net_margin": -0.06661387935784702, "roa_ttm": -0.04312192170882093, "roe_ttm": -0.18825289456968697, "debt_to_ebitda": 126.42375215146299, "net_debt_to_ebitda": 36.930809294320134, "interest_coverage": 0.35811143984220906, "debt_to_equity": 1.023159343414645, "current_ratio": 1.2329914640312645, "quick_ratio": 1.2329914640312645, "fcf_to_ebitda": 51.9421686746988, "capex_to_revenue": 0.012766519098315396, "working_capital_to_revenue": 0.17910785728816514, "capital_efficiency": -0.11568740813925395, "financial_health": -0.8331866538321232, "margin_quality": 0.22181937170754598, "growth_momentum": 0.2852045352484428, "company_age_years": 5.68104038329911, "ebitda": 2905000.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 58.07124908029063, "revenue_cagr_3y": 0.2489462733742951, "revenue_cagr_5y": 0.242205614963503, "earnings_cagr_3y": 0.3122205639354938, "quarterly_revenue_growth_yoy": -0.013043138005095519, "quarterly_earnings_growth_yoy": -0.1862876815853556, "revenue_growth_qoq": -0.04391756007471566, "gross_margin": 0.553119741328423, "operating_margin": 0.24133503079213764, "net_margin": 0.21344149493845976, "roa_ttm": 0.1755595840044562, "roe_ttm": 0.20848132554188198, "debt_to_ebitda": 0.004412688923633465, "net_debt_to_ebitda": 0.0, "interest_coverage": 98.52822352274873, "debt_to_equity": 0.001123448063576526, "current_ratio": 7.7413959623034865, "quick_ratio": 6.108864637181696, "fcf_to_ebitda": 1.1125321898280143, "capex_to_revenue": 0.031617640598504616, "working_capital_to_revenue": 0.8700721333368477, "capital_efficiency": 0.1920204547731691, "financial_health": 0.21683091975568047, "margin_quality": 0.3359654223530068, "growth_momentum": -0.09966540979522556, "company_age_years": 19.1129363449692, "ebitda": 521904000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "NET", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 3236.7299039111836, "revenue_cagr_3y": 0.3997277988156216, "revenue_cagr_5y": 0.4372805439816181, "earnings_cagr_3y": -0.0383168658748948, "quarterly_revenue_growth_yoy": 0.3047367967605755, "quarterly_earnings_growth_yoy": 0.06667191849167586, "revenue_growth_qoq": 0.04449710737075589, "gross_margin": 0.775389459115377, "operating_margin": -0.14408270426463674, "net_margin": -0.09387958859171372, "roa_ttm": -0.06475159103807426, "roe_ttm": -0.22755210580715082, "debt_to_ebitda": 128.04731818199846, "net_debt_to_ebitda": 103.4365970239525, "interest_coverage": 9.397271818181817, "debt_to_equity": 1.66029246485304, "current_ratio": 3.5121337702222246, "quick_ratio": 3.5121337702222246, "fcf_to_ebitda": 13.656574795063829, "capex_to_revenue": 0.10858073943163737, "working_capital_to_revenue": 1.0411075303283635, "capital_efficiency": -0.14615184842261253, "financial_health": -1.52022563632627, "margin_quality": 0.17914238875300884, "growth_momentum": 0.1857043576261257, "company_age_years": 4.547570157426421, "ebitda": 10336999.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2023-10-31", "company_multiple": 43.86813979152385, "revenue_cagr_3y": 0.12660332286747122, "revenue_cagr_5y": 0.13021922208092462, "earnings_cagr_3y": 0.20929211416639615, "quarterly_revenue_growth_yoy": 0.14870682564823215, "quarterly_earnings_growth_yoy": 1.2748534201954398, "revenue_growth_qoq": 0.08167261912664799, "gross_margin": 0.7676936914452334, "operating_margin": 0.2876999104652059, "net_margin": 0.23811618247641103, "roa_ttm": 0.1190237499166516, "roe_ttm": 0.20006936369545825, "debt_to_ebitda": 0.06019433591648658, "net_debt_to_ebitda": 0.0, "interest_coverage": 6256.0192307692305, "debt_to_equity": 0.015927296956651595, "current_ratio": 1.1491141539419003, "quick_ratio": 1.0400552546332196, "fcf_to_ebitda": 0.9292293883121794, "capex_to_revenue": 0.03515928647664623, "working_capital_to_revenue": 0.08159629781082478, "capital_efficiency": 0.15954655680605492, "financial_health": 0.13583282105044908, "margin_quality": 0.4311699281289501, "growth_momentum": 0.711780122921836, "company_age_years": 31.67693360711841, "ebitda": 1626565000.0, "spy_multiple": 12.0, "sector_multiple": 35.72748768472906, "sector_premium_over_spy": 1.9772906403940884}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 484.3764813701923, "revenue_cagr_3y": 0.31242940827120647, "revenue_cagr_5y": 0.3298949593518814, "earnings_cagr_3y": -0.06475703961429213, "quarterly_revenue_growth_yoy": 0.3421852207635109, "quarterly_earnings_growth_yoy": 0.067498768270652, "revenue_growth_qoq": 0.08513735078383432, "gross_margin": 0.7661220205276105, "operating_margin": -0.01804648401051828, "net_margin": -0.030102213928238187, "roa_ttm": -0.029299159366942256, "roe_ttm": -0.08250081074528745, "debt_to_ebitda": 27.53545673076923, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.6952824458392386, "debt_to_equity": 1.1540982780714653, "current_ratio": 3.5489443666952583, "quick_ratio": 3.5479461674667307, "fcf_to_ebitda": 1.1355168269230769, "capex_to_revenue": 0.0846377207462917, "working_capital_to_revenue": 0.7543599990499151, "capital_efficiency": -0.055899985056114855, "financial_health": -0.5208515649042309, "margin_quality": 0.23932444086295135, "growth_momentum": 0.20484199451708143, "company_age_years": 5.259411362080766, "ebitda": 13312000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 58.20438150599864, "revenue_cagr_3y": 0.01002340236454069, "revenue_cagr_5y": -0.006782795902780525, "earnings_cagr_3y": -0.2229270442369492, "quarterly_revenue_growth_yoy": 0.4938044899738448, "quarterly_earnings_growth_yoy": 1.983955612067969, "revenue_growth_qoq": -0.4530218248168629, "gross_margin": 0.20436596958521647, "operating_margin": 0.03283322937299147, "net_margin": 0.07762554579179479, "roa_ttm": 0.004863043160471317, "roe_ttm": 0.007096938212164544, "debt_to_ebitda": 0.8443963585613501, "net_debt_to_ebitda": 0.0, "interest_coverage": 522.0655080213904, "debt_to_equity": 0.05618611051662302, "current_ratio": 3.0829051596315025, "quick_ratio": 2.442959427614159, "fcf_to_ebitda": -0.36413106106195825, "capex_to_revenue": 0.3998496731909454, "working_capital_to_revenue": 0.8732848550203263, "capital_efficiency": 0.005979990686317931, "financial_health": 0.051267644711018, "margin_quality": 0.10494158158333423, "growth_momentum": 1.238880051020907, "company_age_years": 16.366872005475702, "ebitda": 390505000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 37.038302640794306, "revenue_cagr_3y": 0.09977886009377612, "revenue_cagr_5y": 0.10016583133502888, "earnings_cagr_3y": 0.11535827269894394, "quarterly_revenue_growth_yoy": 0.19641400808298043, "quarterly_earnings_growth_yoy": 0.8702931277507695, "revenue_growth_qoq": 0.2733211174333751, "gross_margin": 0.8729672231030501, "operating_margin": 0.2858342674597484, "net_margin": 0.21886161127549492, "roa_ttm": 0.06763689073810576, "roe_ttm": 0.08862001864135757, "debt_to_ebitda": 1.0345345884116561, "net_debt_to_ebitda": 0.0, "interest_coverage": 61.485781990521325, "debt_to_equity": 0.13934459535777569, "current_ratio": 2.9514604750388718, "quick_ratio": 2.9514604750388718, "fcf_to_ebitda": 0.9567287693879964, "capex_to_revenue": 0.01596673213900095, "working_capital_to_revenue": 0.5949645666479971, "capital_efficiency": 0.07812845468973167, "financial_health": 0.015161845323284101, "margin_quality": 0.45922103394609776, "growth_momentum": 0.5333535679168749, "company_age_years": 28.027378507871322, "ebitda": 752463000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2016-04-30", "company_multiple": 18.166946778711484, "revenue_cagr_3y": 0.0328632233191799, "revenue_cagr_5y": 0.04509579797959051, "earnings_cagr_3y": 0.07669289637169752, "quarterly_revenue_growth_yoy": 0.07915690866510539, "quarterly_earnings_growth_yoy": 1.0479041916167664, "revenue_growth_qoq": 1.4962080173347778, "gross_margin": 0.90625, "operating_margin": 0.5577256944444444, "net_margin": 0.4453125, "roa_ttm": 0.2091093117408907, "roe_ttm": 0.8277243589743589, "debt_to_ebitda": 0.7002801120448179, "net_debt_to_ebitda": 0.0, "interest_coverage": 142.8, "debt_to_equity": 0.8012820512820513, "current_ratio": 0.8066317626527051, "quick_ratio": 0.8066317626527051, "fcf_to_ebitda": 0.6764705882352942, "capex_to_revenue": 0.11821444593988335, "working_capital_to_revenue": -0.12427097353073127, "capital_efficiency": 0.5184168353576248, "financial_health": -0.1397098515519568, "margin_quality": 0.6364293981481481, "growth_momentum": 0.5635305501409359, "company_age_years": 23.134839151266256, "ebitda": 1428000000.0, "spy_multiple": 15.0, "sector_multiple": 11.924963860646503, "sector_premium_over_spy": -0.20500240929023306}, {"ticker": "ADBE", "sector": "Technology", "quarter_date": "2016-11-30", "company_multiple": 28.666638577822045, "revenue_cagr_3y": 0.15580787495836512, "revenue_cagr_5y": 0.06899876835994112, "earnings_cagr_3y": 0.8289330613182202, "quarterly_revenue_growth_yoy": 0.23118040054990646, "quarterly_earnings_growth_yoy": 0.7943602523517658, "revenue_growth_qoq": 0.09867162306254171, "gross_margin": 0.8653609538310602, "operating_margin": 0.2936299558759254, "net_margin": 0.24845080790515406, "roa_ttm": 0.09197855626383772, "roe_ttm": 0.15741521528761246, "debt_to_ebitda": 1.08311491307966, "net_debt_to_ebitda": 0.5308857159706706, "interest_coverage": 104.54001598355977, "debt_to_equity": 0.2671497750455061, "current_ratio": 2.0770028826643574, "quick_ratio": 2.0770028826643574, "fcf_to_ebitda": 1.0898750199308482, "capex_to_revenue": 0.03481209955537943, "working_capital_to_revenue": 0.5172389113884699, "capital_efficiency": 0.12469688577572509, "financial_health": -0.17658994584423393, "margin_quality": 0.4691472392040465, "growth_momentum": 0.5127703264508361, "company_age_years": 30.28062970568104, "ebitda": 1831332000.0, "spy_multiple": 15.0, "sector_multiple": 13.115413981652544, "sector_premium_over_spy": -0.12563906788983037}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 26.482095851384052, "revenue_cagr_3y": 0.21427696245667738, "revenue_cagr_5y": 0.22417591951222993, "earnings_cagr_3y": 0.4030853414316462, "quarterly_revenue_growth_yoy": 0.10945235148514851, "quarterly_earnings_growth_yoy": 0.42621104018024786, "revenue_growth_qoq": 0.059853690977610285, "gross_margin": 0.8082688419438053, "operating_margin": 0.3048176810987938, "net_margin": 0.26479815938088264, "roa_ttm": 0.16303443479988575, "roe_ttm": 4.555517002081888, "debt_to_ebitda": 0.5862598129020835, "net_debt_to_ebitda": 0.0, "interest_coverage": 338.86, "debt_to_equity": 3.446564888965996, "current_ratio": 1.3205110997771992, "quick_ratio": 1.2176469009207311, "fcf_to_ebitda": 0.9285840760195951, "capex_to_revenue": 0.06176295306376754, "working_capital_to_revenue": 0.21562855543315335, "capital_efficiency": 2.3592757184408866, "financial_health": -3.1729740051921933, "margin_quality": 0.45929489414116054, "growth_momentum": 0.26783169583269817, "company_age_years": 14.614647501711156, "ebitda": 1694300000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 29.270483951855567, "revenue_cagr_3y": 0.20255133168715345, "revenue_cagr_5y": 0.22437391244479232, "earnings_cagr_3y": 0.4903437666202737, "quarterly_revenue_growth_yoy": 0.13000149857635246, "quarterly_earnings_growth_yoy": 0.6720346856611954, "revenue_growth_qoq": 0.05145367078017151, "gross_margin": 0.8253431470061667, "operating_margin": 0.31224719846164045, "net_margin": 0.35800013261720043, "roa_ttm": 0.17283099864437415, "roe_ttm": 1.6847263517233786, "debt_to_ebitda": 0.49839518555667, "net_debt_to_ebitda": 0.0, "interest_coverage": 398.8, "debt_to_equity": 1.0943728664244026, "current_ratio": 1.3441643708643374, "quick_ratio": 1.2529416308349854, "fcf_to_ebitda": 0.8345035105315948, "capex_to_revenue": 0.053967920431463194, "working_capital_to_revenue": 0.2340652798206906, "capital_efficiency": 0.9287786751838764, "financial_health": -0.8131595812910994, "margin_quality": 0.49853015936166917, "growth_momentum": 0.40101809211877393, "company_age_years": 14.86652977412731, "ebitda": 1994000000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2015-12-31", "company_multiple": 16.561727780050425, "revenue_cagr_3y": 0.07515154507442179, "revenue_cagr_5y": 0.07538314579488725, "earnings_cagr_3y": 0.03803616942418331, "quarterly_revenue_growth_yoy": 0.08898303070069084, "quarterly_earnings_growth_yoy": 0.04748012466156753, "revenue_growth_qoq": 0.13424586981498357, "gross_margin": 0.880542796765574, "operating_margin": 0.5217302083515255, "net_margin": 0.4248327773799752, "roa_ttm": 0.13528249189329924, "roe_ttm": 0.19419366419903814, "debt_to_ebitda": 0.020381156221538996, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.731093507221274, "debt_to_equity": 0.004923176587107212, "current_ratio": 1.684957132165022, "quick_ratio": 1.6849571312188165, "fcf_to_ebitda": 1.0893650639226107, "capex_to_revenue": 0.010644002655478643, "working_capital_to_revenue": 0.44415395885971487, "capital_efficiency": 0.1647380780461687, "financial_health": 0.03793225875168643, "margin_quality": 0.6090352608323583, "growth_momentum": 0.06823157768112918, "company_age_years": 19.50718685831622, "ebitda": 853141000.0, "spy_multiple": 15.0, "sector_multiple": 15.776388778167018, "sector_premium_over_spy": 0.05175925187780117}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 17.375862666280177, "revenue_cagr_3y": 0.07798094377308629, "revenue_cagr_5y": 0.07524789219811145, "earnings_cagr_3y": 0.04205202287311249, "quarterly_revenue_growth_yoy": 0.08506989178046895, "quarterly_earnings_growth_yoy": 0.040644443477558224, "revenue_growth_qoq": -0.11745096840671336, "gross_margin": 0.8886662659453683, "operating_margin": 0.5002114917963445, "net_margin": 0.41413309388998965, "roa_ttm": 0.13810667566627413, "roe_ttm": 0.1974160467522529, "debt_to_ebitda": -0.36180424834432845, "net_debt_to_ebitda": 0.0, "interest_coverage": 86.35072376357057, "debt_to_equity": -0.08861304823970537, "current_ratio": 1.6557354723204425, "quick_ratio": 1.6557354713263661, "fcf_to_ebitda": 1.1253164954826271, "capex_to_revenue": 0.011660917959498848, "working_capital_to_revenue": 0.3970086660933006, "capital_efficiency": 0.16776136120926352, "financial_health": 0.0486696856839223, "margin_quality": 0.6010036172105675, "growth_momentum": 0.06285716762901358, "company_age_years": 19.756331279945243, "ebitda": 859017000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2016-06-30", "company_multiple": 15.524001465959358, "revenue_cagr_3y": 0.07513089478151547, "revenue_cagr_5y": 0.07054766754608299, "earnings_cagr_3y": 0.03167944706170256, "quarterly_revenue_growth_yoy": 0.06934642605998978, "quarterly_earnings_growth_yoy": 0.01957131262451118, "revenue_growth_qoq": 0.04570696389303215, "gross_margin": 0.8862256327040395, "operating_margin": 0.47818208913563365, "net_margin": 0.39223983971576515, "roa_ttm": 0.13867395428544999, "roe_ttm": 0.20026274141851, "debt_to_ebitda": -0.3877010185170151, "net_debt_to_ebitda": 0.0, "interest_coverage": 72.97790943715616, "debt_to_equity": -0.09624322381359697, "current_ratio": 1.6081567725102208, "quick_ratio": 1.6081567715319092, "fcf_to_ebitda": 1.1321613390332554, "capex_to_revenue": 0.013116448819028176, "working_capital_to_revenue": 0.36806284148475854, "capital_efficiency": 0.16946834785198, "financial_health": 0.041811835575626455, "margin_quality": 0.5855491871851461, "growth_momentum": 0.044458869342250476, "company_age_years": 20.005475701574266, "ebitda": 862234000.0, "spy_multiple": 15.0, "sector_multiple": 15.3795352735426, "sector_premium_over_spy": 0.025302351569506776}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2017-12-31", "company_multiple": 17.508060768505338, "revenue_cagr_3y": 0.06352633855410383, "revenue_cagr_5y": 0.06543396471673923, "earnings_cagr_3y": 0.08805391316210254, "quarterly_revenue_growth_yoy": 0.03965630245712513, "quarterly_earnings_growth_yoy": 0.07818737215819493, "revenue_growth_qoq": 0.11301792458432958, "gross_margin": 0.8845097310714455, "operating_margin": 0.526693253861599, "net_margin": 0.4729332342571659, "roa_ttm": 0.14697673005272266, "roe_ttm": 0.2230265465929914, "debt_to_ebitda": -0.3359895720921628, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.19740159506046, "debt_to_equity": -0.08777922309876635, "current_ratio": 1.62763303436419, "quick_ratio": 1.62763303436419, "fcf_to_ebitda": 1.1491367312634162, "capex_to_revenue": 0.015519842472304868, "working_capital_to_revenue": 0.408434331289111, "capital_efficiency": 0.18500163832285704, "financial_health": 0.04485032380083494, "margin_quality": 0.6280454063967368, "growth_momentum": 0.05892183730766003, "company_age_years": 21.508555783709788, "ebitda": 940553000.0, "spy_multiple": 15.0, "sector_multiple": 16.935676706798343, "sector_premium_over_spy": 0.12904511378655625}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 30.436934918053755, "revenue_cagr_3y": 0.17474304763369064, "revenue_cagr_5y": 0.18278998729958706, "earnings_cagr_3y": 0.5180374093182987, "quarterly_revenue_growth_yoy": 0.14102425876010782, "quarterly_earnings_growth_yoy": 0.435, "revenue_growth_qoq": 0.024107607262522528, "gross_margin": 0.7972810167249362, "operating_margin": 0.23085372767646226, "net_margin": 0.2440706793914769, "roa_ttm": 0.1026275591763271, "roe_ttm": 0.17925403887767158, "debt_to_ebitda": 0.07000602948968591, "net_debt_to_ebitda": 0.0, "interest_coverage": 13682.75, "debt_to_equity": 0.019811118321212608, "current_ratio": 1.7703553544818698, "quick_ratio": 1.7703553544818698, "fcf_to_ebitda": 1.215344137691619, "capex_to_revenue": 0.08573507417438053, "working_capital_to_revenue": 0.5352775281632551, "capital_efficiency": 0.14094079902699935, "financial_health": 0.12960030076612475, "margin_quality": 0.4240684745976251, "growth_momentum": 0.28801212938005394, "company_age_years": 7.255304585900069, "ebitda": 109462000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 21.791311710677384, "revenue_cagr_3y": -0.05704507710315976, "revenue_cagr_5y": -0.06069394538434836, "earnings_cagr_3y": -0.10665376151614847, "quarterly_revenue_growth_yoy": -0.2020435069215557, "quarterly_earnings_growth_yoy": 1.1794053418444481, "revenue_growth_qoq": -0.1656039979321041, "gross_margin": 0.5481206113176373, "operating_margin": 0.1466336224700537, "net_margin": 0.22057001239157373, "roa_ttm": 0.06298545815569702, "roe_ttm": 0.5963505667680398, "debt_to_ebitda": 4.703214695752009, "net_debt_to_ebitda": 1.8140068886337544, "interest_coverage": 22.333333333333332, "debt_to_equity": 4.530273707492397, "current_ratio": 1.5435771125426299, "quick_ratio": 1.3827207275483138, "fcf_to_ebitda": 0.5106199770378875, "capex_to_revenue": 0.03301557777261102, "working_capital_to_revenue": 0.26682166937921414, "capital_efficiency": 0.3296680124618684, "financial_health": -3.960422299319124, "margin_quality": 0.3051080820597549, "growth_momentum": 0.4886809174614462, "company_age_years": 27.04996577686516, "ebitda": 3484000000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2017-04-30", "company_multiple": 21.05631495972382, "revenue_cagr_3y": -0.15438040040818934, "revenue_cagr_5y": -0.06169980763103211, "earnings_cagr_3y": -0.00340593848346038, "quarterly_revenue_growth_yoy": 0.11513083793655164, "quarterly_earnings_growth_yoy": 5.341725825653689, "revenue_growth_qoq": 0.013615680784039201, "gross_margin": 0.6019389481680997, "operating_margin": 0.17226941538036533, "net_margin": 0.17000932352636486, "roa_ttm": 0.030692132434127075, "roe_ttm": 0.035916590397506616, "debt_to_ebitda": 0.824030494821634, "net_debt_to_ebitda": 0.0, "interest_coverage": 6815.686274509804, "debt_to_equity": 0.07229786316782631, "current_ratio": 4.199807500092548, "quick_ratio": 3.8700681153518675, "fcf_to_ebitda": 1.1048043728423476, "capex_to_revenue": 0.02045524276899868, "working_capital_to_revenue": 0.7109993147997496, "capital_efficiency": 0.033304361415816844, "financial_health": 0.15658431611671275, "margin_quality": 0.3147392290249433, "growth_momentum": 2.7284283317951203, "company_age_years": 16.840520191649556, "ebitda": 347600000.0, "spy_multiple": 15.0, "sector_multiple": 19.990691823899372, "sector_premium_over_spy": 0.3327127882599581}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 16.832373674151935, "revenue_cagr_3y": 0.2702864968903542, "revenue_cagr_5y": 0.15499872397871028, "earnings_cagr_3y": 2.0520033932180777, "quarterly_revenue_growth_yoy": 0.5160190865712339, "quarterly_earnings_growth_yoy": -2.7196261682242993, "revenue_growth_qoq": 0.3848069738480697, "gross_margin": 0.26843525179856115, "operating_margin": -0.21178057553956833, "net_margin": -0.1789568345323741, "roa_ttm": 0.04867378709651992, "roe_ttm": 0.11034667619728378, "debt_to_ebitda": 4.30291447682752, "net_debt_to_ebitda": 3.591973244147157, "interest_coverage": 19.560747663551403, "debt_to_equity": 0.8046819156540386, "current_ratio": 1.573387694588584, "quick_ratio": 1.0352112676056338, "fcf_to_ebitda": 0.4773053033922599, "capex_to_revenue": 0.054972295129775445, "working_capital_to_revenue": 0.22557596967045787, "capital_efficiency": 0.07951023164690185, "financial_health": -0.6802756412566114, "margin_quality": -0.040767386091127095, "growth_momentum": -1.1018035408265328, "company_age_years": 5.650924024640657, "ebitda": 2093000000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 17.44178458570268, "revenue_cagr_3y": 0.2550264646599618, "revenue_cagr_5y": 0.1842490497890774, "earnings_cagr_3y": -0.16265731366136416, "quarterly_revenue_growth_yoy": 0.6222076215505913, "quarterly_earnings_growth_yoy": -0.7479224376731302, "revenue_growth_qoq": 0.04397463002114165, "gross_margin": 0.4795463750506278, "operating_margin": 0.07047387606318348, "net_margin": 0.036857027136492505, "roa_ttm": 0.026298806066473057, "roe_ttm": 0.061800947867298575, "debt_to_ebitda": 3.8107229894394803, "net_debt_to_ebitda": 3.1734362307067423, "interest_coverage": 24.62, "debt_to_equity": 0.8892890995260664, "current_ratio": 2.0300429184549356, "quick_ratio": 1.5848614904408895, "fcf_to_ebitda": 0.5881397238017871, "capex_to_revenue": 0.04489843028624192, "working_capital_to_revenue": 0.3047091412742382, "capital_efficiency": 0.044049876966885816, "financial_health": -0.7671399962378935, "margin_quality": 0.19562575941676794, "growth_momentum": -0.06285740806126944, "company_age_years": 6.151950718685832, "ebitda": 2462000000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2021-03-31", "company_multiple": 24.407762308589195, "revenue_cagr_3y": 0.04199057553391361, "revenue_cagr_5y": 0.029101514054428845, "earnings_cagr_3y": 0.8257819276761387, "quarterly_revenue_growth_yoy": 0.2701632855022266, "quarterly_earnings_growth_yoy": 17.80952380952381, "revenue_growth_qoq": 0.023932987634623055, "gross_margin": 0.5278535255161667, "operating_margin": 0.19166342033502143, "net_margin": 0.13751460849240357, "roa_ttm": 0.021967821782178217, "roe_ttm": 0.05130675659400217, "debt_to_ebitda": 2.958025650991061, "net_debt_to_ebitda": 2.242129809560824, "interest_coverage": 29.57471264367816, "debt_to_equity": 0.9166566301336866, "current_ratio": 1.7766004415011039, "quick_ratio": 1.31037527593819, "fcf_to_ebitda": 0.84764865915274, "capex_to_revenue": 0.05689015068792313, "working_capital_to_revenue": 0.19207250491373662, "capital_efficiency": 0.03663728918809019, "financial_health": -0.8216690063713104, "margin_quality": 0.28567718478119725, "growth_momentum": 9.03984354751302, "company_age_years": 10.650239561943874, "ebitda": 2573000000.0, "spy_multiple": 20.0, "sector_multiple": 23.75604802655682, "sector_premium_over_spy": 0.18780240132784098}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 29.7679146688768, "revenue_cagr_3y": 0.4025279486753206, "revenue_cagr_5y": 0.2886852032532021, "earnings_cagr_3y": 0.5426883676351386, "quarterly_revenue_growth_yoy": 0.36703278415709767, "quarterly_earnings_growth_yoy": 0.6387554870581112, "revenue_growth_qoq": -0.07146692288128409, "gross_margin": 0.5821782910011043, "operating_margin": 0.2975835412989226, "net_margin": 0.2588845508378042, "roa_ttm": 0.2125771959094364, "roe_ttm": 0.26229861884379857, "debt_to_ebitda": 0.0037613408924588023, "net_debt_to_ebitda": 0.0, "interest_coverage": 142.09095464795791, "debt_to_equity": 0.0012783156199021697, "current_ratio": 5.355425208807897, "quick_ratio": 3.657285497342445, "fcf_to_ebitda": 0.3312219508539284, "capex_to_revenue": 0.03279718284110341, "working_capital_to_revenue": 0.6394227232090106, "capital_efficiency": 0.2374379073766175, "financial_health": 0.14017635759160904, "margin_quality": 0.379548794379277, "growth_momentum": 0.5028941356076044, "company_age_years": 18.11362080766598, "ebitda": 567085000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2018-01-31", "company_multiple": 23.831539289558666, "revenue_cagr_3y": 0.12972183174872942, "revenue_cagr_5y": 0.056756023711622694, "earnings_cagr_3y": -0.3173075189044683, "quarterly_revenue_growth_yoy": 0.1466535433070866, "quarterly_earnings_growth_yoy": -2.6153846153846154, "revenue_growth_qoq": 0.3148984198645598, "gross_margin": 0.7888412017167382, "operating_margin": 0.16652360515021458, "net_margin": -0.018025751072961373, "roa_ttm": 0.19395671702735812, "roe_ttm": 0.8210890233362144, "debt_to_ebitda": 0.5936490850376749, "net_debt_to_ebitda": 0.3363832077502691, "interest_coverage": 309.6666666666667, "debt_to_equity": 0.9533275713050994, "current_ratio": 0.6273087071240105, "quick_ratio": 0.6273087071240105, "fcf_to_ebitda": 0.8132400430570506, "capex_to_revenue": 0.03220463746779536, "working_capital_to_revenue": -0.20794994479205006, "capital_efficiency": 0.5075228701817862, "financial_health": -0.25936679568292564, "margin_quality": 0.31244635193133047, "growth_momentum": -1.2343655360387644, "company_age_years": 24.889801505817932, "ebitda": 1858000000.0, "spy_multiple": 15.0, "sector_multiple": 20.359639771144778, "sector_premium_over_spy": 0.3573093180763185}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2019-04-30", "company_multiple": 29.97266917293233, "revenue_cagr_3y": 0.12402750892242631, "revenue_cagr_5y": 0.06501517154494496, "earnings_cagr_3y": 0.1033177851519762, "quarterly_revenue_growth_yoy": 0.11863247863247864, "quarterly_earnings_growth_yoy": 0.14833333333333334, "revenue_growth_qoq": 1.1784287616511318, "gross_margin": 0.8918092909535452, "operating_margin": 0.5452322738386308, "net_margin": 0.42114914425427874, "roa_ttm": 0.23854272083273095, "roe_ttm": 0.40540540540540543, "debt_to_ebitda": 0.21052631578947367, "net_debt_to_ebitda": 0.0, "interest_coverage": 532.0, "debt_to_equity": 0.11007371007371007, "current_ratio": 1.8546486250545613, "quick_ratio": 1.8546486250545613, "fcf_to_ebitda": 1.0587406015037595, "capex_to_revenue": 0.02301563883151372, "working_capital_to_revenue": 0.2888757745647684, "capital_efficiency": 0.3219740631190682, "financial_health": 0.32811848740719635, "margin_quality": 0.6193969030154849, "growth_momentum": 0.133482905982906, "company_age_years": 26.132785763175907, "ebitda": 2128000000.0, "spy_multiple": 15.0, "sector_multiple": 28.693638158689232, "sector_premium_over_spy": 0.9129092105792822}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2019-07-31", "company_multiple": 33.201603017444604, "revenue_cagr_3y": 0.0964908523119068, "revenue_cagr_5y": 0.06840923807777366, "earnings_cagr_3y": 0.03228011545636722, "quarterly_revenue_growth_yoy": 0.006072874493927126, "quarterly_earnings_growth_yoy": -1.8979591836734695, "revenue_growth_qoq": -0.6962102689486552, "gross_margin": 0.7173038229376257, "operating_margin": -0.15392354124748492, "net_margin": -0.04426559356136821, "roa_ttm": 0.24781155498965463, "roe_ttm": 0.41531074953320885, "debt_to_ebitda": 0.20556341348420556, "net_debt_to_ebitda": 0.0, "interest_coverage": 530.25, "debt_to_equity": 0.1162976793811683, "current_ratio": 1.8280773143438453, "quick_ratio": 1.8280773143438453, "fcf_to_ebitda": 1.0226308345120225, "capex_to_revenue": 0.022847877358490566, "working_capital_to_revenue": 0.23997641509433962, "capital_efficiency": 0.33156115226143174, "financial_health": 0.23382100259363553, "margin_quality": 0.17303822937625754, "growth_momentum": -0.9459431545897712, "company_age_years": 26.38466803559206, "ebitda": 2121000000.0, "spy_multiple": 15.0, "sector_multiple": 28.865905475749138, "sector_premium_over_spy": 0.9243936983832759}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2015-12-31", "company_multiple": 17.665008211281293, "revenue_cagr_3y": 0.04463601193530731, "revenue_cagr_5y": 0.08601901656958333, "earnings_cagr_3y": 0.06656884331963187, "quarterly_revenue_growth_yoy": -0.010724324324324325, "quarterly_earnings_growth_yoy": -0.023149943274022373, "revenue_growth_qoq": 0.05805163134880592, "gross_margin": 0.8530004331464313, "operating_margin": 0.3852340778948289, "net_margin": 0.2703032422401221, "roa_ttm": 0.09250178760864851, "roe_ttm": 0.11507377552317757, "debt_to_ebitda": 0.011239640139998754, "net_debt_to_ebitda": 0.0, "interest_coverage": 9080.826086956522, "debt_to_equity": 0.0021395106786418505, "current_ratio": 2.223349981204017, "quick_ratio": 2.2233499791385243, "fcf_to_ebitda": 0.841184722707664, "capex_to_revenue": 0.017125376424153516, "working_capital_to_revenue": 0.6282451501082468, "capital_efficiency": 0.10378778156591303, "financial_health": 0.2872511267795498, "margin_quality": 0.5028459177604608, "growth_momentum": -0.01693713379917335, "company_age_years": 19.529089664613277, "ebitda": 417718000.0, "spy_multiple": 15.0, "sector_multiple": 15.776388778167018, "sector_premium_over_spy": 0.05175925187780117}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 17.201718515840202, "revenue_cagr_3y": 0.04540266339390597, "revenue_cagr_5y": 0.07405940371634889, "earnings_cagr_3y": 0.034376881121840785, "quarterly_revenue_growth_yoy": 0.03730812146146817, "quarterly_earnings_growth_yoy": 0.005985890401197178, "revenue_growth_qoq": -0.10229011273728675, "gross_margin": 0.843806716067745, "operating_margin": 0.3763600789708994, "net_margin": 0.24996237373066674, "roa_ttm": 0.09165377471882988, "roe_ttm": 0.11319068016829736, "debt_to_ebitda": 0.08535488812662648, "net_debt_to_ebitda": 0.0, "interest_coverage": 4888.209302325581, "debt_to_equity": 0.016062470035628225, "current_ratio": 2.3559866392600206, "quick_ratio": 2.2857648307583442, "fcf_to_ebitda": 0.824860961116688, "capex_to_revenue": 0.016004156158834257, "working_capital_to_revenue": 0.6771163072444625, "capital_efficiency": 0.10242222744356362, "financial_health": 0.3044251909521182, "margin_quality": 0.49004305625643707, "growth_momentum": 0.021647005931332675, "company_age_years": 19.7782340862423, "ebitda": 420386000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2016-06-30", "company_multiple": 17.072827233990548, "revenue_cagr_3y": 0.04626215251620902, "revenue_cagr_5y": 0.08685137002527465, "earnings_cagr_3y": 0.0756580064466752, "quarterly_revenue_growth_yoy": 0.04494553793235238, "quarterly_earnings_growth_yoy": 0.1169968717413973, "revenue_growth_qoq": 0.08925393747842023, "gross_margin": 0.8495909683869158, "operating_margin": 0.38263657754532265, "net_margin": 0.28296128321730896, "roa_ttm": 0.09468053009450583, "roe_ttm": 0.11635343894519334, "debt_to_ebitda": 0.00734224399094676, "net_debt_to_ebitda": 0.0, "interest_coverage": 7211.576271186441, "debt_to_equity": 0.0013972252287710323, "current_ratio": 2.3727138611532785, "quick_ratio": 2.3727138590152017, "fcf_to_ebitda": 0.825095244698378, "capex_to_revenue": 0.015113441820893598, "working_capital_to_revenue": 0.6677663807825999, "capital_efficiency": 0.10551698451984959, "financial_health": 0.30693560814088783, "margin_quality": 0.5050629430498491, "growth_momentum": 0.08097120483687484, "company_age_years": 20.027378507871322, "ebitda": 425483000.0, "spy_multiple": 15.0, "sector_multiple": 15.3795352735426, "sector_premium_over_spy": 0.025302351569506776}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 17.042586117681847, "revenue_cagr_3y": 0.04955023047704232, "revenue_cagr_5y": 0.07290607011223282, "earnings_cagr_3y": 0.036690620397921814, "quarterly_revenue_growth_yoy": 0.03372855701311806, "quarterly_earnings_growth_yoy": 0.053367255766056367, "revenue_growth_qoq": -0.0008412274605903222, "gross_margin": 0.8552602679551944, "operating_margin": 0.40713489681203274, "net_margin": 0.2829107385443867, "roa_ttm": 0.09657125423525202, "roe_ttm": 0.1182519234089691, "debt_to_ebitda": 0.007620768036664696, "net_debt_to_ebitda": 0.0, "interest_coverage": 14429.866666666667, "debt_to_equity": 0.001479528111706839, "current_ratio": 2.4209098290852196, "quick_ratio": 2.4209098290852196, "fcf_to_ebitda": 0.8228073255470136, "capex_to_revenue": 0.014027049440733422, "working_capital_to_revenue": 0.6660388412805163, "capital_efficiency": 0.10741158882211056, "financial_health": 0.30688880611583025, "margin_quality": 0.515101967770538, "growth_momentum": 0.043547906389587214, "company_age_years": 20.279260780287473, "ebitda": 432896000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 16.391265806309733, "revenue_cagr_3y": 0.04666565600299455, "revenue_cagr_5y": 0.0642652244120312, "earnings_cagr_3y": -0.026816003650349085, "quarterly_revenue_growth_yoy": 0.07542708635509265, "quarterly_earnings_growth_yoy": 0.028844033460254923, "revenue_growth_qoq": 0.1007313045529606, "gross_margin": 0.8559720354139261, "operating_margin": 0.3582999541806465, "net_margin": 0.2585948238910977, "roa_ttm": 0.09485218134021967, "roe_ttm": 0.1202840964406438, "debt_to_ebitda": 0.011810272670764246, "net_debt_to_ebitda": 0.0, "interest_coverage": 9687.58695652174, "debt_to_equity": 0.0023831679424743198, "current_ratio": 2.1691726952327954, "quick_ratio": 2.1691726952327954, "fcf_to_ebitda": 0.7728042833837115, "capex_to_revenue": 0.01258820494402938, "working_capital_to_revenue": 0.6376563661839316, "capital_efficiency": 0.10756813889043174, "financial_health": 0.29368732873753, "margin_quality": 0.49095560449522346, "growth_momentum": 0.05213555990767379, "company_age_years": 20.531143052703626, "ebitda": 445629000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 30.110227312254587, "revenue_cagr_3y": 0.1259795122355345, "revenue_cagr_5y": 0.18083254254444414, "earnings_cagr_3y": 0.15860817743194278, "quarterly_revenue_growth_yoy": 0.058639522806546614, "quarterly_earnings_growth_yoy": 0.26960540628337704, "revenue_growth_qoq": 0.4689922562649335, "gross_margin": 0.9115031370882346, "operating_margin": 0.37472320869020265, "net_margin": 0.3716199765168596, "roa_ttm": 0.07830656502109393, "roe_ttm": 0.10762968286534051, "debt_to_ebitda": 1.097781315882871, "net_debt_to_ebitda": 0.22904155843788576, "interest_coverage": 78.07694855376462, "debt_to_equity": 0.15955564607300962, "current_ratio": 3.3210085292121287, "quick_ratio": 3.444584276393817, "fcf_to_ebitda": 0.8577700605609845, "capex_to_revenue": 0.011798293241567755, "working_capital_to_revenue": 0.4651887412232947, "capital_efficiency": 0.09296812394321721, "financial_health": -0.06300449074046933, "margin_quality": 0.5526154407650989, "growth_momentum": 0.16412246454496182, "company_age_years": 26.529774127310063, "ebitda": 707221000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2016-06-30", "company_multiple": 18.09822107997596, "revenue_cagr_3y": 0.07715374495889571, "revenue_cagr_5y": 0.09845823832705203, "earnings_cagr_3y": 0.7360537434055134, "quarterly_revenue_growth_yoy": 0.08929915384855837, "quarterly_earnings_growth_yoy": -0.15173658872077028, "revenue_growth_qoq": 0.011519173316780616, "gross_margin": 0.8636200087854647, "operating_margin": 0.14768851775083275, "net_margin": 0.10890223632017058, "roa_ttm": 0.10845617070381808, "roe_ttm": 0.239814653805632, "debt_to_ebitda": 1.7428914868844254, "net_debt_to_ebitda": 0.059096155732201366, "interest_coverage": 67.4452170963365, "debt_to_equity": 0.6444834586053657, "current_ratio": 1.704567639435861, "quick_ratio": 1.594850754068854, "fcf_to_ebitda": 0.8154942576139739, "capex_to_revenue": 0.027610131073223614, "working_capital_to_revenue": 0.22396936462571626, "capital_efficiency": 0.17413541225472504, "financial_health": -0.316403983326864, "margin_quality": 0.3734035876188227, "growth_momentum": -0.031218717436105957, "company_age_years": 29.05681040383299, "ebitda": 397657000.0, "spy_multiple": 15.0, "sector_multiple": 15.3795352735426, "sector_premium_over_spy": 0.025302351569506776}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 18.992266478379687, "revenue_cagr_3y": 0.07574940134530572, "revenue_cagr_5y": 0.08772479651908927, "earnings_cagr_3y": 0.006778855975129616, "quarterly_revenue_growth_yoy": 0.06325624207908334, "quarterly_earnings_growth_yoy": -0.5212755368651554, "revenue_growth_qoq": 0.05100623011070772, "gross_margin": 0.8378438312934453, "operating_margin": 0.11326069341976204, "net_margin": 0.082044010405561, "roa_ttm": 0.09685021946599469, "roe_ttm": 0.27378567480485866, "debt_to_ebitda": 1.813551432419357, "net_debt_to_ebitda": 0.5969246459812497, "interest_coverage": 60.08720930232558, "debt_to_equity": 0.9349164835461127, "current_ratio": 1.1989063497972887, "quick_ratio": 1.131492480727916, "fcf_to_ebitda": 1.0229396304868004, "capex_to_revenue": 0.029575740756342082, "working_capital_to_revenue": 0.06413363265885975, "capital_efficiency": 0.18531794713542668, "financial_health": -0.6456444261770838, "margin_quality": 0.34438284503958944, "growth_momentum": -0.22900964739303603, "company_age_years": 29.560574948665298, "ebitda": 382395000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 25.82494507884941, "revenue_cagr_3y": 0.07073090061283449, "revenue_cagr_5y": 0.07747964720552636, "earnings_cagr_3y": 0.08561870040541608, "quarterly_revenue_growth_yoy": 0.09697196939418787, "quarterly_earnings_growth_yoy": 0.22377613760981802, "revenue_growth_qoq": 0.027155178234190024, "gross_margin": 0.8864645387140636, "operating_margin": 0.19462202423432018, "net_margin": 0.18652388500341804, "roa_ttm": 0.10245877300219469, "roe_ttm": 0.18522892564678226, "debt_to_ebitda": 1.1315017473525424, "net_debt_to_ebitda": 0.02436738519212746, "interest_coverage": 95.0139076685339, "debt_to_equity": 0.44263040820984606, "current_ratio": 1.6411352968017128, "quick_ratio": 1.584726991932698, "fcf_to_ebitda": 1.0972784399669029, "capex_to_revenue": 0.02898022797302664, "working_capital_to_revenue": 0.16767042177039018, "capital_efficiency": 0.14384384932448846, "financial_health": -0.03489502091510782, "margin_quality": 0.422536815983934, "growth_momentum": 0.16037405350200296, "company_age_years": 31.307323750855577, "ebitda": 491887000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 23.003636902849518, "revenue_cagr_3y": 0.0891341871233573, "revenue_cagr_5y": 0.08629533350635965, "earnings_cagr_3y": 0.06986738193587105, "quarterly_revenue_growth_yoy": 0.13578834494002656, "quarterly_earnings_growth_yoy": 7.815191801689517, "revenue_growth_qoq": 0.07020515786864187, "gross_margin": 0.866413968588225, "operating_margin": 0.19950864262525225, "net_margin": 0.17272089146266562, "roa_ttm": 0.1400670162768861, "roe_ttm": 0.2683768485122256, "debt_to_ebitda": 0.8465302584127189, "net_debt_to_ebitda": 0.0, "interest_coverage": 121.82005558128763, "debt_to_equity": 0.3456152238317108, "current_ratio": 1.3414896287917042, "quick_ratio": 1.301767886913913, "fcf_to_ebitda": 1.0327535697379753, "capex_to_revenue": 0.028766308298043705, "working_capital_to_revenue": 0.11324018181290932, "capital_efficiency": 0.20422193239455586, "financial_health": -0.05197179324594775, "margin_quality": 0.4128811675587143, "growth_momentum": 3.9754900733147718, "company_age_years": 31.55920602327173, "ebitda": 526019000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 31.311211198181077, "revenue_cagr_3y": 0.08795881329946575, "revenue_cagr_5y": 0.08785663703009616, "earnings_cagr_3y": 0.3359401258168566, "quarterly_revenue_growth_yoy": 0.11488015959390156, "quarterly_earnings_growth_yoy": 0.6540440419839473, "revenue_growth_qoq": 0.012094410809862245, "gross_margin": 0.8776142538604783, "operating_margin": 0.22262294058695223, "net_margin": 0.20902760679818705, "roa_ttm": 0.15451647501031884, "roe_ttm": 0.288062924053163, "debt_to_ebitda": 0.6863832409118915, "net_debt_to_ebitda": 0.0, "interest_coverage": 106.87534780189205, "debt_to_equity": 0.2895440671178186, "current_ratio": 1.4537382074911434, "quick_ratio": 1.3943817217498444, "fcf_to_ebitda": 0.987335225152517, "capex_to_revenue": 0.02896537852266103, "working_capital_to_revenue": 0.13038197438759727, "capital_efficiency": 0.22128969953174094, "financial_health": -0.04129775807805225, "margin_quality": 0.4364216004152059, "growth_momentum": 0.3844621007889244, "company_age_years": 31.805612594113622, "ebitda": 576165000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 30.665987502135078, "revenue_cagr_3y": 0.08532107324150462, "revenue_cagr_5y": 0.07220446478352738, "earnings_cagr_3y": 1.5785542571877538, "quarterly_revenue_growth_yoy": 0.05212775291743441, "quarterly_earnings_growth_yoy": 5.702311404622809, "revenue_growth_qoq": 0.03442356233490855, "gross_margin": 0.8776959578353946, "operating_margin": 0.1816330445080101, "net_margin": 1.100274370157867, "roa_ttm": 0.2945822814973676, "roe_ttm": 0.4702942706574844, "debt_to_ebitda": 0.557568169439852, "net_debt_to_ebitda": 0.0, "interest_coverage": 146.98863098057794, "debt_to_equity": 0.164544194809629, "current_ratio": 1.7390818734932503, "quick_ratio": 1.6560914705877978, "fcf_to_ebitda": 1.0554459817011663, "capex_to_revenue": 0.03193271124362726, "working_capital_to_revenue": 0.21270725444598962, "capital_efficiency": 0.382438276077426, "financial_health": 0.04551321867918989, "margin_quality": 0.7198677908337571, "growth_momentum": 2.877219578770122, "company_age_years": 32.558521560574945, "ebitda": 620586000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2016-04-30", "company_multiple": 13.462577221325683, "revenue_cagr_3y": 0.06613352557234964, "revenue_cagr_5y": 0.08974611327924764, "earnings_cagr_3y": 0.003313076177440921, "quarterly_revenue_growth_yoy": 0.08578725206567074, "quarterly_earnings_growth_yoy": 0.2478595582416001, "revenue_growth_qoq": 0.06401819192267377, "gross_margin": 0.7824315501524781, "operating_margin": 0.14347980595201693, "net_margin": 0.11467012669316783, "roa_ttm": 0.04724019654145208, "roe_ttm": 0.07446337386766053, "debt_to_ebitda": 0.49746392889051616, "net_debt_to_ebitda": 0.0, "interest_coverage": 592.628537735849, "debt_to_equity": 0.07936495338896288, "current_ratio": 0.9447789271834593, "quick_ratio": 0.9417328973910796, "fcf_to_ebitda": 1.0725561089565396, "capex_to_revenue": 0.03266722007033666, "working_capital_to_revenue": -0.03540358969909431, "capital_efficiency": 0.06085178520455631, "financial_health": 0.16674766271192482, "margin_quality": 0.34686049426588766, "growth_momentum": 0.16682340515363542, "company_age_years": 24.175222450376456, "ebitda": 502549000.0, "spy_multiple": 15.0, "sector_multiple": 11.924963860646503, "sector_premium_over_spy": -0.20500240929023306}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2016-07-31", "company_multiple": 14.775066934404284, "revenue_cagr_3y": 0.08572863817211207, "revenue_cagr_5y": 0.09828775229010178, "earnings_cagr_3y": 0.07361714201078917, "quarterly_revenue_growth_yoy": 0.11208787254522719, "quarterly_earnings_growth_yoy": 0.16846913535667216, "revenue_growth_qoq": 0.021651060735035248, "gross_margin": 0.7626095284935869, "operating_margin": 0.14243395933370437, "net_margin": 0.10470406274672224, "roa_ttm": 0.047739493645167184, "roe_ttm": 0.07815150608219958, "debt_to_ebitda": 0.5306942053930006, "net_debt_to_ebitda": 0.0, "interest_coverage": 432.86423841059604, "debt_to_equity": 0.0889210464421007, "current_ratio": 0.9329416516990904, "quick_ratio": 0.9342358361044388, "fcf_to_ebitda": 0.9945324153757888, "capex_to_revenue": 0.029992786497129734, "working_capital_to_revenue": -0.04689533526814389, "capital_efficiency": 0.06294549986368338, "financial_health": 0.1852331345060444, "margin_quality": 0.3365825168580045, "growth_momentum": 0.14027850395094968, "company_age_years": 24.427104722792606, "ebitda": 522900000.0, "spy_multiple": 15.0, "sector_multiple": 12.999146257752123, "sector_premium_over_spy": -0.13339024948319178}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2016-10-31", "company_multiple": 15.465884572590511, "revenue_cagr_3y": 0.08123815395159895, "revenue_cagr_5y": 0.10320906238628003, "earnings_cagr_3y": 0.08515935424902676, "quarterly_revenue_growth_yoy": 0.08690661302986073, "quarterly_earnings_growth_yoy": 0.46089385474860334, "revenue_growth_qoq": 0.03249129596313889, "gross_margin": 0.7669899261501723, "operating_margin": 0.15329989485840356, "net_margin": 0.11391175313818677, "roa_ttm": 0.0509174456359433, "roe_ttm": 0.08350979892624626, "debt_to_ebitda": 0.37826297949445614, "net_debt_to_ebitda": 0.0, "interest_coverage": 520.1065259117082, "debt_to_equity": 0.0641598224306495, "current_ratio": 1.0011615526086535, "quick_ratio": 0.9947415253891376, "fcf_to_ebitda": 0.9513682971338737, "capex_to_revenue": 0.029235771019383513, "working_capital_to_revenue": 0.0008197868225029837, "capital_efficiency": 0.06721362228109477, "financial_health": 0.18636488107221538, "margin_quality": 0.3447338580489208, "growth_momentum": 0.273900233889232, "company_age_years": 24.67898699520876, "ebitda": 541951000.0, "spy_multiple": 15.0, "sector_multiple": 13.519945408706523, "sector_premium_over_spy": -0.09867030608623184}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2017-04-30", "company_multiple": 20.05928521370926, "revenue_cagr_3y": 0.09542720438759611, "revenue_cagr_5y": 0.0948528945138416, "earnings_cagr_3y": -0.05575377955247096, "quarterly_revenue_growth_yoy": 0.12477913405674333, "quarterly_earnings_growth_yoy": -0.23163630073800737, "revenue_growth_qoq": 0.039658446631904286, "gross_margin": 0.7503412946713945, "operating_margin": 0.15878247810056473, "net_margin": 0.07833392358820097, "roa_ttm": 0.05072826447647679, "roe_ttm": 0.08210493279782798, "debt_to_ebitda": 0.7703141828589977, "net_debt_to_ebitda": 0.0, "interest_coverage": 291.52258064516127, "debt_to_equity": 0.1236682807820589, "current_ratio": 1.0556470122327402, "quick_ratio": 1.0618835696179174, "fcf_to_ebitda": 0.9143687572847047, "capex_to_revenue": 0.028336061022016905, "working_capital_to_revenue": 0.034216059956925546, "capital_efficiency": 0.06641659863715238, "financial_health": 0.13998508136944837, "margin_quality": 0.3291525654533867, "growth_momentum": -0.05342858334063202, "company_age_years": 25.17453798767967, "ebitda": 542232000.0, "spy_multiple": 15.0, "sector_multiple": 19.990691823899372, "sector_premium_over_spy": 0.3327127882599581}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2017-07-31", "company_multiple": 19.66285598390905, "revenue_cagr_3y": 0.10055258921826704, "revenue_cagr_5y": 0.09406268625814884, "earnings_cagr_3y": 0.21151481579549958, "quarterly_revenue_growth_yoy": 0.12534298435214786, "quarterly_earnings_growth_yoy": 0.8039957971507155, "revenue_growth_qoq": 0.02216321306339337, "gross_margin": 0.7448859137495525, "operating_margin": 0.1604677542018951, "net_margin": 0.16784721792923593, "roa_ttm": 0.057993579434468305, "roe_ttm": 0.09620970983603493, "debt_to_ebitda": 0.770325778035434, "net_debt_to_ebitda": 0.0, "interest_coverage": 243.87241379310345, "debt_to_equity": 0.1273200731018752, "current_ratio": 1.073812144425464, "quick_ratio": 1.071569453150593, "fcf_to_ebitda": 0.9264737072805169, "capex_to_revenue": 0.027423915299823666, "working_capital_to_revenue": 0.048798674461425016, "capital_efficiency": 0.07710164463525161, "financial_health": 0.1631216899000593, "margin_quality": 0.35773362862689445, "growth_momentum": 0.46466939075143165, "company_age_years": 25.426420260095824, "ebitda": 565784000.0, "spy_multiple": 15.0, "sector_multiple": 17.976815514186086, "sector_premium_over_spy": 0.19845436761240576}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2018-04-30", "company_multiple": 20.010358966889246, "revenue_cagr_3y": 0.11721441177034753, "revenue_cagr_5y": 0.09249618765932732, "earnings_cagr_3y": 0.22608493276944164, "quarterly_revenue_growth_yoy": 0.1418198757672701, "quarterly_earnings_growth_yoy": 0.9223351967883541, "revenue_growth_qoq": 0.012042841568773534, "gross_margin": 0.7560955206208454, "operating_margin": 0.16157939781597286, "net_margin": 0.1318807472281388, "roa_ttm": 0.0167483437212837, "roe_ttm": 0.029312472802662415, "debt_to_ebitda": 0.8039604112203985, "net_debt_to_ebitda": 0.0, "interest_coverage": 168.09407216494844, "debt_to_equity": 0.16102574307655976, "current_ratio": 0.7280779968564053, "quick_ratio": 0.7273973097716059, "fcf_to_ebitda": 0.579737965823629, "capex_to_revenue": 0.03086607836201605, "working_capital_to_revenue": -0.17421588790232886, "capital_efficiency": 0.023030408261973057, "financial_health": 0.06100189693151385, "margin_quality": 0.3498518885549857, "growth_momentum": 0.5320775362778121, "company_age_years": 26.17385352498289, "ebitda": 652205000.0, "spy_multiple": 15.0, "sector_multiple": 19.34762119503946, "sector_premium_over_spy": 0.28984141300263055}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2023-01-31", "company_multiple": 38.826304943319826, "revenue_cagr_3y": 0.17834698869693222, "revenue_cagr_5y": 0.12202124491998556, "earnings_cagr_3y": 0.37672270121397466, "quarterly_revenue_growth_yoy": 0.07434613393178925, "quarterly_earnings_growth_yoy": -0.13437279836269914, "revenue_growth_qoq": 0.0694651370095862, "gross_margin": 0.7634173120038203, "operating_margin": 0.22350138100808098, "net_margin": 0.19888274212320012, "roa_ttm": 0.09852394365490427, "roe_ttm": 0.16719604935748483, "debt_to_ebitda": 0.0627217311905183, "net_debt_to_ebitda": 0.0, "interest_coverage": 5247.746212121212, "debt_to_equity": 0.015415787171127213, "current_ratio": 1.1113403060627223, "quick_ratio": 1.030282969118865, "fcf_to_ebitda": 1.123820110364839, "capex_to_revenue": 0.027291324301342408, "working_capital_to_revenue": 0.05874137084495633, "capital_efficiency": 0.13285999650619457, "financial_health": 0.11708250455606987, "margin_quality": 0.3952671450450338, "growth_momentum": -0.030013332215454942, "company_age_years": 30.92950034223135, "ebitda": 1385405000.0, "spy_multiple": 12.0, "sector_multiple": 32.86267742600238, "sector_premium_over_spy": 1.7385564521668648}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2024-01-31", "company_multiple": 45.8303080871765, "revenue_cagr_3y": 0.15997860662568963, "revenue_cagr_5y": 0.13045970564722698, "earnings_cagr_3y": 0.40380002970713424, "quarterly_revenue_growth_yoy": 0.10913516154242232, "quarterly_earnings_growth_yoy": 0.6539685345589535, "revenue_growth_qoq": 0.03262326036213517, "gross_margin": 0.7827882005665947, "operating_margin": 0.2484471475457469, "net_margin": 0.29657863977653187, "roa_ttm": 0.13330455333592403, "roe_ttm": 0.21098296743029216, "debt_to_ebitda": 0.10927774725797267, "net_debt_to_ebitda": 0.0, "interest_coverage": 1350.1102719033233, "debt_to_equity": 0.029281887049946456, "current_ratio": 1.2886817845443403, "quick_ratio": 1.1439565106085936, "fcf_to_ebitda": 0.7343273963299406, "capex_to_revenue": 0.03355854497625429, "working_capital_to_revenue": 0.1362083798856766, "capital_efficiency": 0.17214376038310808, "financial_health": 0.10343707394789586, "margin_quality": 0.44260466262962445, "growth_momentum": 0.3815518480506879, "company_age_years": 31.928815879534564, "ebitda": 1787546000.0, "spy_multiple": 12.0, "sector_multiple": 43.05902063738971, "sector_premium_over_spy": 2.5882517197824755}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2024-07-31", "company_multiple": 44.76636181961885, "revenue_cagr_3y": 0.12999642452617644, "revenue_cagr_5y": 0.12312070457919666, "earnings_cagr_3y": 0.27119729420238925, "quarterly_revenue_growth_yoy": 0.12341433694611512, "quarterly_earnings_growth_yoy": 0.21353925032416163, "revenue_growth_qoq": 0.0462509900524204, "gross_margin": 0.7817361101992042, "operating_margin": 0.23473927488083202, "net_margin": 0.2679178758551863, "roa_ttm": 0.1286380504441532, "roe_ttm": 0.19436853418867056, "debt_to_ebitda": 0.10224338003988463, "net_debt_to_ebitda": 0.0, "interest_coverage": 162.56892443839345, "debt_to_equity": 0.025337523198963964, "current_ratio": 2.02282214639342, "quick_ratio": 1.8705473480739265, "fcf_to_ebitda": 0.5225840220674061, "capex_to_revenue": 0.028839329011992477, "working_capital_to_revenue": 0.43506544935288954, "capital_efficiency": 0.16150329231641186, "financial_health": 0.1559185005533003, "margin_quality": 0.42813108697840746, "growth_momentum": 0.16847679363513837, "company_age_years": 32.427104722792606, "ebitda": 1910510000.0, "spy_multiple": 12.0, "sector_multiple": 38.543863361147466, "sector_premium_over_spy": 2.2119886134289555}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2024-10-31", "company_multiple": 40.37434864582739, "revenue_cagr_3y": 0.12332979934820631, "revenue_cagr_5y": 0.13907523120558118, "earnings_cagr_3y": 0.7684328336925599, "quarterly_revenue_growth_yoy": 0.11240264881153302, "quarterly_earnings_growth_yoy": 2.1905438300065865, "revenue_growth_qoq": 0.07107008259687735, "gross_margin": 0.7406320342499007, "operating_margin": 0.18765355813508702, "net_margin": 0.6829542500968551, "roa_ttm": 0.17312651082593336, "roe_ttm": 0.25174674903027594, "debt_to_ebitda": 0.1083924469773329, "net_debt_to_ebitda": 0.0, "interest_coverage": 120.17293042153378, "debt_to_equity": 0.02282168845102418, "current_ratio": 2.4412728480219763, "quick_ratio": 2.3047322385401414, "fcf_to_ebitda": 0.6782315986991828, "capex_to_revenue": 0.020109871897759864, "working_capital_to_revenue": 0.6236599310463629, "capital_efficiency": 0.21243662992810464, "financial_health": 0.2963114847926439, "margin_quality": 0.5370799474939476, "growth_momentum": 1.1514732394090597, "company_age_years": 32.67898699520876, "ebitda": 1892964000.0, "spy_multiple": 12.0, "sector_multiple": 38.816295479603085, "sector_premium_over_spy": 2.2346912899669236}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2023-01-31", "company_multiple": 39.22457951706911, "revenue_cagr_3y": 0.13071782800306742, "revenue_cagr_5y": 0.18533696724393378, "earnings_cagr_3y": 0.30512087670954746, "quarterly_revenue_growth_yoy": 0.06950987684932639, "quarterly_earnings_growth_yoy": 2.2884399551066217, "revenue_growth_qoq": 0.026169706582077717, "gross_margin": 0.8964451313755796, "operating_margin": 0.20942812982998454, "net_margin": 0.22642967542503864, "roa_ttm": 0.08720067810976902, "roe_ttm": 0.7187772925764192, "debt_to_ebitda": 1.9700249791840134, "net_debt_to_ebitda": 0.3488759367194005, "interest_coverage": 600.5, "debt_to_equity": 2.0663755458515283, "current_ratio": 0.83525, "quick_ratio": 0.83525, "fcf_to_ebitda": 1.6860949208992506, "capex_to_revenue": 0.009302325581395349, "working_capital_to_revenue": -0.1332659251769464, "capital_efficiency": 0.40298898534309413, "financial_health": -1.7858460316975602, "margin_quality": 0.44410097887686756, "growth_momentum": 1.178974915977974, "company_age_years": 37.58521560574949, "ebitda": 1201000000.0, "spy_multiple": 12.0, "sector_multiple": 32.86267742600238, "sector_premium_over_spy": 1.7385564521668648}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2023-07-31", "company_multiple": 39.70605670103093, "revenue_cagr_3y": 0.13365385020167198, "revenue_cagr_5y": 0.16637002401802015, "earnings_cagr_3y": 0.31244313500855214, "quarterly_revenue_growth_yoy": 0.08319738988580751, "quarterly_earnings_growth_yoy": 0.1935483870967742, "revenue_growth_qoq": 0.0632506004803843, "gross_margin": 0.8960843373493976, "operating_margin": 0.18674698795180722, "net_margin": 0.16716867469879518, "roa_ttm": 0.09597013286482925, "roe_ttm": 0.724709784411277, "debt_to_ebitda": 2.02233676975945, "net_debt_to_ebitda": 0.5498281786941581, "interest_coverage": 291.0, "debt_to_equity": 1.9519071310116087, "current_ratio": 0.728, "quick_ratio": 0.728, "fcf_to_ebitda": 1.8848797250859106, "capex_to_revenue": 0.00857365549493375, "working_capital_to_revenue": -0.2053780202650039, "capital_efficiency": 0.4103399586380531, "financial_health": -1.7039987646409802, "margin_quality": 0.4166666666666667, "growth_momentum": 0.13837288849129084, "company_age_years": 38.0807665982204, "ebitda": 1164000000.0, "spy_multiple": 12.0, "sector_multiple": 38.228257141017565, "sector_premium_over_spy": 2.1856880950847972}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2024-01-31", "company_multiple": 44.0844976076555, "revenue_cagr_3y": 0.12071686802246773, "revenue_cagr_5y": 0.14782455806757855, "earnings_cagr_3y": -0.32361197097702676, "quarterly_revenue_growth_yoy": 0.13523956723338484, "quarterly_earnings_growth_yoy": -0.03754266211604096, "revenue_growth_qoq": 0.04928571428571429, "gross_margin": 0.9210347174948945, "operating_margin": 0.21443158611300203, "net_margin": 0.19196732471068753, "roa_ttm": 0.09140435835351089, "roe_ttm": 0.4884097035040431, "debt_to_ebitda": 1.8748006379585327, "net_debt_to_ebitda": 0.3660287081339713, "interest_coverage": 57.0, "debt_to_equity": 1.2673854447439352, "current_ratio": 0.8225695242472995, "quick_ratio": 0.8225695242472995, "fcf_to_ebitda": 0.9984051036682615, "capex_to_revenue": 0.011200881380829968, "working_capital_to_revenue": -0.14175541681968418, "capital_efficiency": 0.289907030928777, "financial_health": -1.0403871046339868, "margin_quality": 0.44247787610619466, "growth_momentum": 0.04884845255867194, "company_age_years": 38.5845311430527, "ebitda": 1254000000.0, "spy_multiple": 12.0, "sector_multiple": 43.05902063738971, "sector_premium_over_spy": 2.5882517197824755}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2024-10-31", "company_multiple": 41.71802403204272, "revenue_cagr_3y": 0.11553704902738549, "revenue_cagr_5y": 0.13340657602314487, "earnings_cagr_3y": 0.262374053994588, "quarterly_revenue_growth_yoy": 0.11928571428571429, "quarterly_earnings_growth_yoy": 0.14107883817427386, "revenue_growth_qoq": 0.04466666666666667, "gross_margin": 0.8978940650925336, "operating_margin": 0.22399489470325462, "net_margin": 0.17549457562220805, "roa_ttm": 0.10766801539524326, "roe_ttm": 0.41704892966360857, "debt_to_ebitda": 1.5660881174899866, "net_debt_to_ebitda": 0.6068090787716955, "interest_coverage": 299.6, "debt_to_equity": 0.8967889908256881, "current_ratio": 0.6488361683079678, "quick_ratio": 0.6488361683079678, "fcf_to_ebitda": 0.8491321762349799, "capex_to_revenue": 0.013449899125756557, "working_capital_to_revenue": -0.2637861466039005, "capital_efficiency": 0.2623584725294259, "financial_health": -0.6173604364701759, "margin_quality": 0.43246117847266535, "growth_momentum": 0.13018227622999407, "company_age_years": 39.3347022587269, "ebitda": 1498000000.0, "spy_multiple": 12.0, "sector_multiple": 38.816295479603085, "sector_premium_over_spy": 2.2346912899669236}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2023-09-30", "company_multiple": 24.460660710656096, "revenue_cagr_3y": 0.4560967598906762, "revenue_cagr_5y": 0.47850261679014094, "earnings_cagr_3y": 0.4252231523396304, "quarterly_revenue_growth_yoy": -0.13176191444006977, "quarterly_earnings_growth_yoy": -0.007481796327909975, "revenue_growth_qoq": -0.2250484448431906, "gross_margin": 0.47545192911399753, "operating_margin": 0.21410425308756229, "net_margin": 0.2067804791301476, "roa_ttm": 0.16088332336318376, "roe_ttm": 0.563487855499863, "debt_to_ebitda": 1.7343958941771773, "net_debt_to_ebitda": 1.3464996737165291, "interest_coverage": 340.53551912568304, "debt_to_equity": 1.2782216974902878, "current_ratio": 3.355725238156116, "quick_ratio": 3.130884170317942, "fcf_to_ebitda": 1.0808661488922409, "capex_to_revenue": 0.03935134330162765, "working_capital_to_revenue": 0.6724407527384303, "capital_efficiency": 0.3621855894315234, "financial_health": -1.0979884711552181, "margin_quality": 0.29877888711056916, "growth_momentum": -0.06962185538398986, "company_age_years": 11.501711156741958, "ebitda": 747816000.0, "spy_multiple": 12.0, "sector_multiple": 21.98354477825465, "sector_premium_over_spy": 0.8319620648545543}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2018-03-31", "company_multiple": 18.03977849116679, "revenue_cagr_3y": 0.3442536942104206, "revenue_cagr_5y": 0.695190741146863, "earnings_cagr_3y": 0.8153587982267294, "quarterly_revenue_growth_yoy": 0.8241086794027153, "quarterly_earnings_growth_yoy": 1.517530864197531, "revenue_growth_qoq": 0.1084345621633041, "gross_margin": 0.3792663112102196, "operating_margin": 0.19423360064039338, "net_margin": 0.17003778511561865, "roa_ttm": 0.14446232098211906, "roe_ttm": 0.24007351020306172, "debt_to_ebitda": 0.4320236788822084, "net_debt_to_ebitda": 0.0, "interest_coverage": 295.42922374429224, "debt_to_equity": 0.12699137459082122, "current_ratio": 3.6013845368169526, "quick_ratio": 2.981224268484134, "fcf_to_ebitda": 1.1134870708975408, "capex_to_revenue": 0.0439331378533102, "working_capital_to_revenue": 0.5878691252696399, "capital_efficiency": 0.19226791559259038, "financial_health": 0.31332862194676864, "margin_quality": 0.24784589898874387, "growth_momentum": 1.1708197718001232, "company_age_years": 3.0143737166324436, "ebitda": 129398000.0, "spy_multiple": 15.0, "sector_multiple": 17.05486987273345, "sector_premium_over_spy": 0.13699132484889653}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 23.545630601244405, "revenue_cagr_3y": -0.07066977848898215, "revenue_cagr_5y": -0.09288875576487032, "earnings_cagr_3y": -0.4117791902157292, "quarterly_revenue_growth_yoy": -0.1913785454437905, "quarterly_earnings_growth_yoy": -0.46974891774891775, "revenue_growth_qoq": -0.06521858054281006, "gross_margin": 0.25303855480737225, "operating_margin": 0.07553684487734223, "net_margin": 0.05600158008507588, "roa_ttm": -0.00048322484045004407, "roe_ttm": -0.0006577927993203258, "debt_to_ebitda": 2.0041140350161872, "net_debt_to_ebitda": 0.0, "interest_coverage": 49.28818327974277, "debt_to_equity": 0.09484353349543066, "current_ratio": 4.0003496292090235, "quick_ratio": 3.151739076716009, "fcf_to_ebitda": -5.841929722985591, "capex_to_revenue": 0.2716748033211308, "working_capital_to_revenue": 0.9693003892600407, "capital_efficiency": -0.0005705088198851849, "financial_health": 0.037368644030156786, "margin_quality": 0.12819232658993013, "growth_momentum": -0.3305637315963541, "company_age_years": 12.867898699520875, "ebitda": 245258000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "HUBS", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 2232.472292404565, "revenue_cagr_3y": 0.37614135170523366, "revenue_cagr_5y": 0.3690576730637327, "earnings_cagr_3y": -0.055888115813615635, "quarterly_revenue_growth_yoy": 0.4059993247205587, "quarterly_earnings_growth_yoy": 0.5966578867826763, "revenue_growth_qoq": 0.07118700058758384, "gross_margin": 0.815631485418315, "operating_margin": -0.028195217884777263, "net_margin": -0.02361229426768015, "roa_ttm": -0.028411193883465243, "roe_ttm": -0.07677648842218374, "debt_to_ebitda": 49.4943919716647, "net_debt_to_ebitda": 9.310114128295947, "interest_coverage": 10.698947368421052, "debt_to_equity": 0.6033092838399877, "current_ratio": 2.2524868914197147, "quick_ratio": 2.2524868899090746, "fcf_to_ebitda": 18.500098386462025, "capex_to_revenue": 0.049628557959588405, "working_capital_to_revenue": 0.5859886026556109, "capital_efficiency": -0.05259384115282449, "financial_health": -0.36170911217408985, "margin_quality": 0.25460799108861915, "growth_momentum": 0.5013286057516175, "company_age_years": 7.474332648870637, "ebitda": 10164000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "DOCU", "sector": "Technology", "quarter_date": "2022-01-31", "company_multiple": 1076.378587758584, "revenue_cagr_3y": 0.42735926311119266, "revenue_cagr_5y": 0.39891082778974885, "earnings_cagr_3y": -0.22828582659895535, "quarterly_revenue_growth_yoy": 0.3479477741832174, "quarterly_earnings_growth_yoy": 0.5795586366900514, "revenue_growth_qoq": 0.06483482839349324, "gross_margin": 0.7736782661992879, "operating_margin": -0.04334846116234066, "net_margin": -0.052416550166314295, "roa_ttm": -0.027535892557446782, "roe_ttm": -0.2539936044253602, "debt_to_ebitda": 32.24103220302836, "net_debt_to_ebitda": 10.528129665173811, "interest_coverage": 5.532090608777725, "debt_to_equity": 2.7436761124198283, "current_ratio": 0.9620578009228375, "quick_ratio": 0.9620578009228375, "fcf_to_ebitda": 18.983621241202815, "capex_to_revenue": 0.02913611485882063, "working_capital_to_revenue": -0.02469755074593788, "capital_efficiency": -0.14076474849140347, "financial_health": -2.407592730841466, "margin_quality": 0.22597108495687765, "growth_momentum": 0.46375320543663434, "company_age_years": 3.7645448323066395, "ebitda": 23445000.0, "spy_multiple": 12.0, "sector_multiple": 48.24802792059184, "sector_premium_over_spy": 3.020668993382653}, {"ticker": "DOCU", "sector": "Technology", "quarter_date": "2022-04-30", "company_multiple": 1599.8901109692624, "revenue_cagr_3y": 0.40125495637188924, "revenue_cagr_5y": 0.38988857521175224, "earnings_cagr_3y": -0.15718473541610367, "quarterly_revenue_growth_yoy": 0.2549981026609647, "quarterly_earnings_growth_yoy": -2.2766339478094326, "revenue_growth_qoq": 0.013539292182883746, "gross_margin": 0.7750674376414152, "operating_margin": -0.032658843673771684, "net_margin": -0.04649799895361242, "roa_ttm": -0.03457283254037965, "roe_ttm": -0.2550372690565097, "debt_to_ebitda": 74.3322203672788, "net_debt_to_ebitda": 11.66011980752234, "interest_coverage": 1.6166058104461025, "debt_to_equity": 2.169156524305844, "current_ratio": 1.0139970053195764, "quick_ratio": 1.0139970045753717, "fcf_to_ebitda": 48.772169301777474, "capex_to_revenue": 0.03166343860569321, "working_capital_to_revenue": 0.008446098417164871, "capital_efficiency": -0.14480505079844466, "financial_health": -1.8143138761775872, "margin_quality": 0.23197019833801036, "growth_momentum": -1.010817922574234, "company_age_years": 4.008213552361396, "ebitda": 10183000.0, "spy_multiple": 12.0, "sector_multiple": 31.76728715145289, "sector_premium_over_spy": 1.6472739292877407}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2022-01-31", "company_multiple": 171.96480216835278, "revenue_cagr_3y": 0.2039180171099262, "revenue_cagr_5y": 0.2580604739134147, "earnings_cagr_3y": -0.11128523709957994, "quarterly_revenue_growth_yoy": 0.21601171351720092, "quarterly_earnings_growth_yoy": -0.021559959278731503, "revenue_growth_qoq": 0.0368261603013118, "gross_margin": 0.7167463217795269, "operating_margin": -0.07336602862642709, "net_margin": -0.053230737257301396, "roa_ttm": 0.0027978269286912756, "roe_ttm": 0.0064768398895543675, "debt_to_ebitda": 5.1003035800131205, "net_debt_to_ebitda": 1.025285054461139, "interest_coverage": 92.39435582822085, "debt_to_equity": 0.4234322554696916, "current_ratio": 0.9986686675131786, "quick_ratio": 0.9986686675131786, "fcf_to_ebitda": 3.6611005904272695, "capex_to_revenue": 0.052983985749196605, "working_capital_to_revenue": -0.0013129529512543594, "capital_efficiency": 0.004637333409122821, "financial_health": 0.010013526101794235, "margin_quality": 0.19671651863193282, "growth_momentum": 0.09722587711923471, "company_age_years": 9.30321697467488, "ebitda": 376507000.0, "spy_multiple": 12.0, "sector_multiple": 48.24802792059184, "sector_premium_over_spy": 3.020668993382653}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2022-04-30", "company_multiple": 153.58344877315858, "revenue_cagr_3y": 0.20250916126512752, "revenue_cagr_5y": 0.2448772358605007, "earnings_cagr_3y": -0.04218140154329386, "quarterly_revenue_growth_yoy": 0.2209503903294631, "quarterly_earnings_growth_yoy": -1.1962297407678089, "revenue_growth_qoq": 0.042521805541728644, "gross_margin": 0.7192213888058261, "operating_margin": -0.050773808652521124, "net_margin": -0.07121771963612208, "roa_ttm": -0.0020531121470515204, "roe_ttm": -0.005496561563769464, "debt_to_ebitda": 12.070955991140197, "net_debt_to_ebitda": 4.095018802662538, "interest_coverage": 24.831573690968753, "debt_to_equity": 0.8788823727876904, "current_ratio": 1.5239134585842977, "quick_ratio": 1.5239134585842977, "fcf_to_ebitda": 3.9552097308446976, "capex_to_revenue": 0.04838969610008258, "working_capital_to_revenue": 0.46403060005312663, "capital_efficiency": -0.003774836855410492, "financial_health": -0.40495936256094534, "margin_quality": 0.19907662017239428, "growth_momentum": -0.4876396752191729, "company_age_years": 9.546885694729637, "ebitda": 348089000.0, "spy_multiple": 12.0, "sector_multiple": 31.76728715145289, "sector_premium_over_spy": 1.6472739292877407}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2022-07-31", "company_multiple": 194.22823141568574, "revenue_cagr_3y": 0.20045940773880666, "revenue_cagr_5y": 0.23931593092771153, "earnings_cagr_3y": -0.18997182724076123, "quarterly_revenue_growth_yoy": 0.21853818072758519, "quarterly_earnings_growth_yoy": -1.6067753650601497, "revenue_growth_qoq": 0.07049838393427836, "gross_margin": 0.7245178076804372, "operating_margin": -0.02218911601655947, "net_margin": -0.041775025100957285, "roa_ttm": -0.014805936805400937, "roe_ttm": -0.03825650258356007, "debt_to_ebitda": 19.819910740738997, "net_debt_to_ebitda": 8.126195100616538, "interest_coverage": 7.050364721485411, "debt_to_equity": 0.8218884170390155, "current_ratio": 1.5726368643622075, "quick_ratio": 1.5386687998432231, "fcf_to_ebitda": 5.699015702669783, "capex_to_revenue": 0.060284367306272506, "working_capital_to_revenue": 0.49028148214469197, "capital_efficiency": -0.026531219694480506, "financial_health": -0.39230962868791386, "margin_quality": 0.22018455552097346, "growth_momentum": -0.6941185921662822, "company_age_years": 9.79876796714579, "ebitda": 212639000.0, "spy_multiple": 12.0, "sector_multiple": 39.29310516730243, "sector_premium_over_spy": 2.274425430608536}, {"ticker": "WDAY", "sector": "Technology", "quarter_date": "2022-10-31", "company_multiple": 236.0005792021556, "revenue_cagr_3y": 0.19456311488088707, "revenue_cagr_5y": 0.23553721991293686, "earnings_cagr_3y": -0.13569539880646042, "quarterly_revenue_growth_yoy": 0.20481245992693234, "quarterly_earnings_growth_yoy": -2.721206118124021, "revenue_growth_qoq": 0.041219613516881776, "gross_margin": 0.7274765915641457, "operating_margin": -0.016459852804978792, "net_margin": -0.04672682122414879, "roa_ttm": -0.025368071299369393, "roe_ttm": -0.058106623125291634, "debt_to_ebitda": 17.4983216495787, "net_debt_to_ebitda": 8.501706893795813, "interest_coverage": 5.912779315466144, "debt_to_equity": 0.5666767977270929, "current_ratio": 1.826066720219885, "quick_ratio": 1.8260667199513132, "fcf_to_ebitda": 6.9064519443746715, "capex_to_revenue": 0.06190609379990477, "working_capital_to_revenue": 0.5173110848699203, "capital_efficiency": -0.041737347212330515, "financial_health": -0.42279647079766247, "margin_quality": 0.2214299725116727, "growth_momentum": -1.2581968290985441, "company_age_years": 10.050650239561945, "ebitda": 175172000.0, "spy_multiple": 12.0, "sector_multiple": 34.551465717933624, "sector_premium_over_spy": 1.879288809827802}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 184.42868887015177, "revenue_cagr_3y": 0.19257556842325263, "revenue_cagr_5y": 0.22098703695094302, "earnings_cagr_3y": 1.1382048105072267, "quarterly_revenue_growth_yoy": 0.2223867964451968, "quarterly_earnings_growth_yoy": 0.7789115646258503, "revenue_growth_qoq": -0.059733072916666664, "gross_margin": 0.7772200103860135, "operating_margin": 0.2020079626103514, "net_margin": 0.181062835381686, "roa_ttm": 0.1162435281641819, "roe_ttm": 0.6949468581018087, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 51.56521739130435, "debt_to_equity": 0.0, "current_ratio": 1.3190537913156188, "quick_ratio": 1.25100453661698, "fcf_to_ebitda": 1.7211214165261384, "capex_to_revenue": 0.04845483885229232, "working_capital_to_revenue": 0.21764887926079846, "capital_efficiency": 0.4055951931329953, "financial_health": 0.19527789907055082, "margin_quality": 0.3867636027926837, "growth_momentum": 0.5006491805355235, "company_age_years": 10.365503080082135, "ebitda": 474400000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 57.392480398257625, "revenue_cagr_3y": 0.2545448255026943, "revenue_cagr_5y": 0.2316150703377644, "earnings_cagr_3y": 0.3363545276904565, "quarterly_revenue_growth_yoy": 0.28585694669828987, "quarterly_earnings_growth_yoy": 0.26181818181818184, "revenue_growth_qoq": 0.07886468370339338, "gross_margin": 0.7565284923793807, "operating_margin": 0.18959324337442968, "net_margin": 0.16843024949034074, "roa_ttm": 0.12730191708376618, "roe_ttm": -1.7154492237210486, "debt_to_ebitda": 1.2313627878033604, "net_debt_to_ebitda": 0.3477286869943995, "interest_coverage": 178.55555555555554, "debt_to_equity": 2.5181980147620258, "current_ratio": 1.1206876921325288, "quick_ratio": 1.046605184257467, "fcf_to_ebitda": 1.3718730553827008, "capex_to_revenue": 0.10032235238619389, "working_capital_to_revenue": 0.0833398852111015, "capital_efficiency": -0.7940736533186412, "financial_health": 2.6522994407701472, "margin_quality": 0.371517328414717, "growth_momentum": 0.27383756425823585, "company_age_years": 12.61327857631759, "ebitda": 803500000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "FTNT", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 42.91301563012351, "revenue_cagr_3y": 0.2800189263720678, "revenue_cagr_5y": 0.2516446244157886, "earnings_cagr_3y": 0.4240374003592704, "quarterly_revenue_growth_yoy": 0.32553044280442806, "quarterly_earnings_growth_yoy": 0.41998773758430413, "revenue_growth_qoq": 0.11591107659450539, "gross_margin": 0.7538060026098303, "operating_margin": 0.2309699869508482, "net_margin": 0.20147890387124837, "roa_ttm": 0.1391517832043329, "roe_ttm": -1.169844020797227, "debt_to_ebitda": 1.0819761722592633, "net_debt_to_ebitda": 0.028309104820198928, "interest_coverage": 203.3111111111111, "debt_to_equity": 1.5596344729793603, "current_ratio": 1.0728881853504102, "quick_ratio": 0.995251115268384, "fcf_to_ebitda": 1.2763143512952235, "capex_to_revenue": 0.09799902391410444, "working_capital_to_revenue": 0.049438750610053685, "capital_efficiency": -0.515346118796447, "financial_health": 1.7402975288837064, "margin_quality": 0.39541829781064225, "growth_momentum": 0.3727590901943661, "company_age_years": 12.865160848733744, "ebitda": 914900000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "CYBR", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 40.358365106337786, "revenue_cagr_3y": 0.21858492102926785, "revenue_cagr_5y": 0.2654838919721092, "earnings_cagr_3y": -0.3184309673829163, "quarterly_revenue_growth_yoy": 0.11352478240475322, "quarterly_earnings_growth_yoy": -0.8255465379834759, "revenue_growth_qoq": -0.17613215695952616, "gross_margin": 0.8400670248815831, "operating_margin": 0.02406717465785483, "net_margin": 0.02233538651639114, "roa_ttm": 0.036199730947473224, "roe_ttm": 0.07998078224303974, "debt_to_ebitda": 6.496548336563737, "net_debt_to_ebitda": 0.0, "interest_coverage": 102.34510869565217, "debt_to_equity": 0.7559792868420159, "current_ratio": 6.248932989579045, "quick_ratio": 6.248932989579045, "fcf_to_ebitda": 1.6410270026285745, "capex_to_revenue": 0.013638019182258434, "working_capital_to_revenue": 2.1788005917452438, "capital_efficiency": 0.05809025659525648, "financial_health": -0.18776174584786398, "margin_quality": 0.29548986201860966, "growth_momentum": -0.35601087778936136, "company_age_years": 5.516769336071184, "ebitda": 75326000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 29.065985541922466, "revenue_cagr_3y": 0.17540113359936726, "revenue_cagr_5y": 0.18133990154895496, "earnings_cagr_3y": -0.05182637859722705, "quarterly_revenue_growth_yoy": 0.14493715408199834, "quarterly_earnings_growth_yoy": 0.4091662897633047, "revenue_growth_qoq": 0.01888642161957857, "gross_margin": 0.785597533125442, "operating_margin": 0.2368454609739981, "net_margin": 0.2167093655449034, "roa_ttm": 0.10922552783670225, "roe_ttm": 0.19332350735655368, "debt_to_ebitda": 0.06784567832906176, "net_debt_to_ebitda": 0.0, "interest_coverage": 39147.666666666664, "debt_to_equity": 0.020603521836940503, "current_ratio": 1.815006297094798, "quick_ratio": 1.8150062928255812, "fcf_to_ebitda": 1.2130054579668434, "capex_to_revenue": 0.07889885633347067, "working_capital_to_revenue": 0.5740977424389598, "capital_efficiency": 0.15127451759662797, "financial_health": 0.21558323545052388, "margin_quality": 0.4130507865481145, "growth_momentum": 0.27705172192265154, "company_age_years": 7.5044490075290895, "ebitda": 117443000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 34.437909541681165, "revenue_cagr_3y": 0.14608170001142673, "revenue_cagr_5y": 0.1638169557797804, "earnings_cagr_3y": 0.24190456660433335, "quarterly_revenue_growth_yoy": 0.17222704535119268, "quarterly_earnings_growth_yoy": 110.44736842105263, "revenue_growth_qoq": 0.03315722353798506, "gross_margin": 0.7883794745194851, "operating_margin": 0.29567095750308586, "net_margin": 0.22403456180567802, "roa_ttm": 0.1180308145601866, "roe_ttm": 0.22534953766099827, "debt_to_ebitda": 0.07483720236615797, "net_debt_to_ebitda": 0.0, "interest_coverage": 310.6872586872587, "debt_to_equity": 0.028230220211656335, "current_ratio": 1.799421105174265, "quick_ratio": 1.799421102034922, "fcf_to_ebitda": 1.210220211761197, "capex_to_revenue": 0.06318776353556035, "working_capital_to_revenue": 0.5951953552295739, "capital_efficiency": 0.17169017611059245, "financial_health": 0.20414584740040514, "margin_quality": 0.43602833127608304, "growth_momentum": 55.30979773320191, "company_age_years": 9.503080082135524, "ebitda": 160936000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 29.88514796257758, "revenue_cagr_3y": 0.1495267332724397, "revenue_cagr_5y": 0.16737556311052226, "earnings_cagr_3y": 0.1789121132867919, "quarterly_revenue_growth_yoy": 0.20251349020079837, "quarterly_earnings_growth_yoy": 0.25796991769936617, "revenue_growth_qoq": 0.05707106330453183, "gross_margin": 0.7910970615465457, "operating_margin": 0.27518704177891956, "net_margin": 0.22183113276004437, "roa_ttm": 0.12876373079716252, "roe_ttm": 0.2560137890020613, "debt_to_ebitda": 0.07045691722761642, "net_debt_to_ebitda": 0.0, "interest_coverage": 195.30274135876044, "debt_to_equity": 0.02909247602296151, "current_ratio": 1.6852734820045878, "quick_ratio": 1.6852734789501174, "fcf_to_ebitda": 1.0822353364783137, "capex_to_revenue": 0.05332937523854589, "working_capital_to_revenue": 0.5007533028143393, "capital_efficiency": 0.1923887598996119, "financial_health": 0.15331218449425926, "margin_quality": 0.4293717453618366, "growth_momentum": 0.23024170395008225, "company_age_years": 9.752224503764545, "ebitda": 163859000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 32.12273423631544, "revenue_cagr_3y": 0.14947763290970362, "revenue_cagr_5y": 0.161133511410533, "earnings_cagr_3y": 0.1299168476436603, "quarterly_revenue_growth_yoy": 0.1965711780738369, "quarterly_earnings_growth_yoy": -0.003925240375958803, "revenue_growth_qoq": 0.04727548730951765, "gross_margin": 0.7929930472041478, "operating_margin": 0.2655760944879381, "net_margin": 0.22029133249974117, "roa_ttm": 0.1357447724880322, "roe_ttm": 0.2857291672532138, "debt_to_ebitda": 0.06662330082921966, "net_debt_to_ebitda": 0.0, "interest_coverage": 104.90561224489795, "debt_to_equity": 0.030854256642998318, "current_ratio": 1.5649282998533065, "quick_ratio": 1.5649282998533065, "fcf_to_ebitda": 1.081444690319286, "capex_to_revenue": 0.03626556052012785, "working_capital_to_revenue": 0.40264886248703735, "capital_efficiency": 0.21073696987062301, "financial_health": 0.2593552166777461, "margin_quality": 0.426286824730609, "growth_momentum": 0.09632296884893904, "company_age_years": 10.004106776180699, "ebitda": 164492000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2022-04-30", "company_multiple": 43.55533644907107, "revenue_cagr_3y": 0.29746215903523043, "revenue_cagr_5y": 0.2009501811909853, "earnings_cagr_3y": 0.5066402854493863, "quarterly_revenue_growth_yoy": 0.7384356602186711, "quarterly_earnings_growth_yoy": -0.8786848072562359, "revenue_growth_qoq": 0.07738175904594119, "gross_margin": 0.5189715944432925, "operating_margin": 0.04824106710899164, "net_margin": -0.1145206994263598, "roa_ttm": -0.022620753492719626, "roe_ttm": -0.03223614613643712, "debt_to_ebitda": 3.7351307320242446, "net_debt_to_ebitda": 3.355594044293972, "interest_coverage": 33.751460055096416, "debt_to_equity": 0.2959068865179437, "current_ratio": 1.672286210668554, "quick_ratio": 1.1346760182742424, "fcf_to_ebitda": 0.6752129078386977, "capex_to_revenue": 0.03952489059436539, "working_capital_to_revenue": 0.20579171310177038, "capital_efficiency": -0.02742844981457837, "financial_health": -0.2676366070160351, "margin_quality": 0.15089732070864148, "growth_momentum": -0.07012457351878237, "company_age_years": 21.83983572895277, "ebitda": 1225178000.0, "spy_multiple": 12.0, "sector_multiple": 31.76728715145289, "sector_premium_over_spy": 1.6472739292877407}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 57.911821796247864, "revenue_cagr_3y": 0.1820954059855837, "revenue_cagr_5y": 0.17653002903115023, "earnings_cagr_3y": 0.35173051521108656, "quarterly_revenue_growth_yoy": 0.17271138841139477, "quarterly_earnings_growth_yoy": 0.36572323440663074, "revenue_growth_qoq": -0.0057575357746884335, "gross_margin": 0.5516232551967089, "operating_margin": 0.18691261807960044, "net_margin": 0.21568603795437272, "roa_ttm": 0.11753203957502899, "roe_ttm": 0.14561664555638903, "debt_to_ebitda": 0.00861691030854586, "net_debt_to_ebitda": 0.0, "interest_coverage": 55.72788542544229, "debt_to_equity": 0.0014018863980127646, "current_ratio": 6.265034001511178, "quick_ratio": 5.0961020489799544, "fcf_to_ebitda": 1.3719330602125503, "capex_to_revenue": 0.07263434794339113, "working_capital_to_revenue": 0.9079523435775428, "capital_efficiency": 0.13157434256570902, "financial_health": 0.15372643681811685, "margin_quality": 0.31807397041022734, "growth_momentum": 0.2692173114090127, "company_age_years": 15.36208076659822, "ebitda": 132298000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 66.3399264924775, "revenue_cagr_3y": 0.3876366964686313, "revenue_cagr_5y": 0.3035231696502356, "earnings_cagr_3y": 0.448484208728555, "quarterly_revenue_growth_yoy": 0.48440392210803485, "quarterly_earnings_growth_yoy": 0.7520533767863827, "revenue_growth_qoq": 0.12246511185602549, "gross_margin": 0.5794860661770546, "operating_margin": 0.25451532111597663, "net_margin": 0.21065144527340793, "roa_ttm": 0.1611313077566204, "roe_ttm": 0.20825993581235974, "debt_to_ebitda": 0.007241979436213332, "net_debt_to_ebitda": 0.0, "interest_coverage": 100.93961282866223, "debt_to_equity": 0.0019078328225670229, "current_ratio": 4.5761756590148535, "quick_ratio": 3.4348617389772795, "fcf_to_ebitda": 0.7076730632714282, "capex_to_revenue": 0.07749104658928957, "working_capital_to_revenue": 0.7322060587938758, "capital_efficiency": 0.18469562178449006, "financial_health": 0.1520460261811537, "margin_quality": 0.3482176108554797, "growth_momentum": 0.6182286494472088, "company_age_years": 17.360711841204655, "ebitda": 349352000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 42.18976336490013, "revenue_cagr_3y": 0.45067191989591104, "revenue_cagr_5y": 0.32661198232563926, "earnings_cagr_3y": 0.7696476885273877, "quarterly_revenue_growth_yoy": 0.5716920601260752, "quarterly_earnings_growth_yoy": 1.0786854936649206, "revenue_growth_qoq": 0.22051075681600366, "gross_margin": 0.5877627959844166, "operating_margin": 0.3077804097144493, "net_margin": 0.24875922985483856, "roa_ttm": 0.18798640079789752, "roe_ttm": 0.2358799878014675, "debt_to_ebitda": 0.00593326009465404, "net_debt_to_ebitda": 0.0, "interest_coverage": 129.45274527452744, "debt_to_equity": 0.0017988619387515616, "current_ratio": 5.234408830313533, "quick_ratio": 3.821185365067764, "fcf_to_ebitda": 0.655838466993923, "capex_to_revenue": 0.05050295447387946, "working_capital_to_revenue": 0.7190033788292063, "capital_efficiency": 0.2119331942996825, "financial_health": 0.1920078087330801, "margin_quality": 0.38143414518456814, "growth_momentum": 0.825188776895498, "company_age_years": 17.609856262833677, "ebitda": 431466000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "MPWR", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 34.18961437795834, "revenue_cagr_3y": 0.4317107898585617, "revenue_cagr_5y": 0.3089332405359153, "earnings_cagr_3y": 0.6148125553555635, "quarterly_revenue_growth_yoy": 0.5313270813113173, "quarterly_earnings_growth_yoy": 0.8080122146284717, "revenue_growth_qoq": 0.07465011149577878, "gross_margin": 0.5871849630009406, "operating_margin": 0.3065512355223266, "net_margin": 0.2509739250491504, "roa_ttm": 0.20259359234391092, "roe_ttm": 0.2556024691825814, "debt_to_ebitda": 0.004483700766964457, "net_debt_to_ebitda": 0.0, "interest_coverage": 140.82505580357142, "debt_to_equity": 0.001478399878748998, "current_ratio": 4.548149751879802, "quick_ratio": 3.1823374159759164, "fcf_to_ebitda": 0.3151845489650636, "capex_to_revenue": 0.03806804577886319, "working_capital_to_revenue": 0.6180080687640664, "capital_efficiency": 0.22909803076324614, "financial_health": 0.1637357920196601, "margin_quality": 0.38157004119080584, "growth_momentum": 0.6696696479698945, "company_age_years": 17.861738535249827, "ebitda": 504717000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "PSTG", "sector": "Technology", "quarter_date": "2022-04-30", "company_multiple": 161.63372041012937, "revenue_cagr_3y": 0.2383461309448165, "revenue_cagr_5y": 0.2770664637636715, "earnings_cagr_3y": -0.5137567280369157, "quarterly_revenue_growth_yoy": 0.5032577591366272, "quarterly_earnings_growth_yoy": 0.8630145120300217, "revenue_growth_qoq": -0.12442666215052853, "gross_margin": 0.6873348860824784, "operating_margin": -0.007361320427785076, "net_margin": -0.018592693482483217, "roa_ttm": -0.024957289616002534, "roe_ttm": -0.09708235798947591, "debt_to_ebitda": 20.342726396917147, "net_debt_to_ebitda": 12.511096201486374, "interest_coverage": 39.22267206477733, "debt_to_equity": 1.6263124162762999, "current_ratio": 1.3005803526518265, "quick_ratio": 1.2719262643397058, "fcf_to_ebitda": 8.628251445086706, "capex_to_revenue": 0.04490932977635767, "working_capital_to_revenue": 0.18138482574754683, "capital_efficiency": -0.06101982380273922, "financial_health": -0.6265031578753077, "margin_quality": 0.22046029072407003, "growth_momentum": 0.6831361355833244, "company_age_years": 6.562628336755647, "ebitda": 58128000.0, "spy_multiple": 12.0, "sector_multiple": 31.76728715145289, "sector_premium_over_spy": 1.6472739292877407}, {"ticker": "PSTG", "sector": "Technology", "quarter_date": "2022-10-31", "company_multiple": 65.16671852838785, "revenue_cagr_3y": 0.1642334609400955, "revenue_cagr_5y": 0.19485357451519314, "earnings_cagr_3y": -0.7028073639045377, "quarterly_revenue_growth_yoy": 0.20135408892205992, "quarterly_earnings_growth_yoy": 0.9726079844070864, "revenue_growth_qoq": 0.045267884200305517, "gross_margin": 0.6897936543155092, "operating_margin": 0.01350935581687745, "net_margin": -0.001164115080245544, "roa_ttm": 0.004164044217642105, "roe_ttm": 0.016112874594887854, "debt_to_ebitda": 4.33352674030458, "net_debt_to_ebitda": 0.0, "interest_coverage": 124.97940913160251, "debt_to_equity": 0.7197659034774208, "current_ratio": 1.360436110394063, "quick_ratio": 1.3226365494123524, "fcf_to_ebitda": 3.9646208507041445, "capex_to_revenue": 0.044867687835833586, "working_capital_to_revenue": 0.2206232226674968, "capital_efficiency": 0.010138459406264979, "financial_health": 0.24472361206469012, "margin_quality": 0.2340462983507137, "growth_momentum": 0.5869810366645731, "company_age_years": 7.066392881587953, "ebitda": 139602000.0, "spy_multiple": 12.0, "sector_multiple": 34.551465717933624, "sector_premium_over_spy": 1.879288809827802}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 37.87729494534899, "revenue_cagr_3y": 0.06370475365109152, "revenue_cagr_5y": 0.06967463722657508, "earnings_cagr_3y": -0.10055987494673801, "quarterly_revenue_growth_yoy": -0.03829659760981301, "quarterly_earnings_growth_yoy": -0.4658007653948742, "revenue_growth_qoq": -0.37275311170891023, "gross_margin": 0.8356771644507107, "operating_margin": 0.11172024853681328, "net_margin": 0.15103693624276604, "roa_ttm": 0.09083545713348291, "roe_ttm": 0.1248740261515331, "debt_to_ebitda": 0.8519509577153914, "net_debt_to_ebitda": 0.0, "interest_coverage": 144.94001643385374, "debt_to_equity": 0.1369331936155026, "current_ratio": 2.4029027705895274, "quick_ratio": 2.4029027687278224, "fcf_to_ebitda": 0.8517827717054439, "capex_to_revenue": 0.029943201881699515, "working_capital_to_revenue": 0.5011202017360633, "capital_efficiency": 0.10785474164250801, "financial_health": 0.029916294133156746, "margin_quality": 0.3661447830767634, "growth_momentum": -0.2520486815023436, "company_age_years": 23.7782340862423, "ebitda": 529176000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 42.53937810831774, "revenue_cagr_3y": 0.10257995602249093, "revenue_cagr_5y": 0.10899729133766778, "earnings_cagr_3y": -0.0627786251128365, "quarterly_revenue_growth_yoy": 0.17028241370386482, "quarterly_earnings_growth_yoy": -0.019475676123649824, "revenue_growth_qoq": -0.3516876707230957, "gross_margin": 0.8476511314420682, "operating_margin": 0.19093717138306707, "net_margin": 0.16700033170460882, "roa_ttm": 0.07487250922365968, "roe_ttm": 0.10385474080712638, "debt_to_ebitda": 1.146294352937598, "net_debt_to_ebitda": 0.14642971209563352, "interest_coverage": 221.6076845298281, "debt_to_equity": 0.17271046352261976, "current_ratio": 2.28463962686332, "quick_ratio": 2.2846396252875736, "fcf_to_ebitda": 0.8612431750087451, "capex_to_revenue": 0.011701411077911535, "working_capital_to_revenue": 0.4141380070569135, "capital_efficiency": 0.08936362501539302, "financial_health": -0.062011980464410116, "margin_quality": 0.40186287817658134, "growth_momentum": 0.0754033687901075, "company_age_years": 25.776865160848732, "ebitda": 657510000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 31.541109414492666, "revenue_cagr_3y": 0.08729679038359661, "revenue_cagr_5y": 0.12417105786011429, "earnings_cagr_3y": -0.034429166989681015, "quarterly_revenue_growth_yoy": 0.060888293847138945, "quarterly_earnings_growth_yoy": 0.054249007640104145, "revenue_growth_qoq": 0.11473921195454, "gross_margin": 0.8681291547958214, "operating_margin": 0.2701487812598924, "net_margin": 0.2085048010973937, "roa_ttm": 0.07490316380598112, "roe_ttm": 0.10292526761521799, "debt_to_ebitda": 1.1544656770278028, "net_debt_to_ebitda": 0.3830797104150668, "interest_coverage": 145.50119331742243, "debt_to_equity": 0.17387033420882128, "current_ratio": 2.124583199268768, "quick_ratio": 2.124583197667997, "fcf_to_ebitda": 0.8456953691760548, "capex_to_revenue": 0.011144615440117609, "working_capital_to_revenue": 0.3520089068736653, "capital_efficiency": 0.08891421571059956, "financial_health": -0.08465281796355456, "margin_quality": 0.44892757905103586, "growth_momentum": 0.057568650743621545, "company_age_years": 26.026009582477755, "ebitda": 670615000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 29.091977094317237, "revenue_cagr_3y": 0.09020199438986687, "revenue_cagr_5y": 0.08479074790032981, "earnings_cagr_3y": 0.22013132664372792, "quarterly_revenue_growth_yoy": 0.07146176279861706, "quarterly_earnings_growth_yoy": 0.028476628924557257, "revenue_growth_qoq": 0.0306927637998182, "gross_margin": 0.8795013245258165, "operating_margin": 0.22377608798023163, "net_margin": 0.20064179222826184, "roa_ttm": 0.26338086817501083, "roe_ttm": 0.45987708955631945, "debt_to_ebitda": 1.1133098903488783, "net_debt_to_ebitda": 0.0, "interest_coverage": 134.860254474876, "debt_to_equity": 0.32261674499558385, "current_ratio": 1.3823260692848585, "quick_ratio": 1.3224947132095188, "fcf_to_ebitda": 1.0880295260071609, "capex_to_revenue": 0.03428300078989407, "working_capital_to_revenue": 0.1628065045547193, "capital_efficiency": 0.36162897886566514, "financial_health": 0.09070992395410829, "margin_quality": 0.43463973491143665, "growth_momentum": 0.04996919586158716, "company_age_years": 32.80766598220397, "ebitda": 625347000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 44.00754336080501, "revenue_cagr_3y": 0.16065752789952792, "revenue_cagr_5y": 0.1358769939317075, "earnings_cagr_3y": 0.24978055954623635, "quarterly_revenue_growth_yoy": 0.225178933410142, "quarterly_earnings_growth_yoy": 0.25733962354877143, "revenue_growth_qoq": 0.16652523297750688, "gross_margin": 0.8914984596890989, "operating_margin": 0.35367157333498933, "net_margin": 0.26097124974771724, "roa_ttm": 0.16930822670052584, "roe_ttm": 0.2695911829034524, "debt_to_ebitda": 0.6909431249433025, "net_debt_to_ebitda": 0.0, "interest_coverage": 249.5562317429406, "debt_to_equity": 0.25662754969507456, "current_ratio": 1.8056307801828844, "quick_ratio": 1.690924267245058, "fcf_to_ebitda": 1.1318347953572896, "capex_to_revenue": 0.021811475144753522, "working_capital_to_revenue": 0.2454265750406946, "capital_efficiency": 0.2194497048019891, "financial_health": 0.13218440573578433, "margin_quality": 0.5020470942572685, "growth_momentum": 0.24125927847945672, "company_age_years": 34.8062970568104, "ebitda": 1025177000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 36.8740774990139, "revenue_cagr_3y": 0.13894053004300044, "revenue_cagr_5y": 0.12352222759521925, "earnings_cagr_3y": 0.20348238699557486, "quarterly_revenue_growth_yoy": 0.17745250829002382, "quarterly_earnings_growth_yoy": 0.1989737010904426, "revenue_growth_qoq": -0.04906483500154142, "gross_margin": 0.8919583310496186, "operating_margin": 0.32989046332393024, "net_margin": 0.2179771690722443, "roa_ttm": 0.1777326992066997, "roe_ttm": 0.2952660510759252, "debt_to_ebitda": 0.7054949419076363, "net_debt_to_ebitda": 0.0, "interest_coverage": 259.97874328427935, "debt_to_equity": 0.29909543129380334, "current_ratio": 1.5900568925774898, "quick_ratio": 1.4880205200812284, "fcf_to_ebitda": 0.9834910046910561, "capex_to_revenue": 0.02396855767725445, "working_capital_to_revenue": 0.1873555152292659, "capital_efficiency": 0.23649937514131245, "financial_health": 0.10350548295560622, "margin_quality": 0.47994198781526437, "growth_momentum": 0.18821310469023322, "company_age_years": 35.05544147843943, "ebitda": 1112969000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 38.18103681123057, "revenue_cagr_3y": 0.1590820766112524, "revenue_cagr_5y": 0.13207459001347166, "earnings_cagr_3y": 0.22433290937414063, "quarterly_revenue_growth_yoy": 0.20197098129565386, "quarterly_earnings_growth_yoy": 0.05670790155807767, "revenue_growth_qoq": 0.052515331986038825, "gross_margin": 0.9028878050509997, "operating_margin": 0.2889045973980504, "net_margin": 0.20641978208506084, "roa_ttm": 0.15803648366061224, "roe_ttm": 0.289919457278238, "debt_to_ebitda": 0.6813280191161513, "net_debt_to_ebitda": 0.0, "interest_coverage": 214.34138751601685, "debt_to_equity": 0.29459427323966964, "current_ratio": 1.3289506552935018, "quick_ratio": 1.238032957993435, "fcf_to_ebitda": 0.9307996006651027, "capex_to_revenue": 0.030335584068949192, "working_capital_to_revenue": 0.12037956526536467, "capital_efficiency": 0.2239779704694251, "financial_health": -0.0326770706422263, "margin_quality": 0.46607072817803696, "growth_momentum": 0.12933944142686576, "company_age_years": 35.30732375085558, "ebitda": 1170947000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2022-01-31", "company_multiple": 72.16525763968802, "revenue_cagr_3y": 0.17951032694320124, "revenue_cagr_5y": 0.20410487865602422, "earnings_cagr_3y": 0.11256264582111575, "quarterly_revenue_growth_yoy": 0.15935224334932183, "quarterly_earnings_growth_yoy": -0.9022275869636782, "revenue_growth_qoq": 0.07184620836286322, "gross_margin": 0.8984213571369535, "operating_margin": 0.12439044549136292, "net_margin": 0.07364244978923878, "roa_ttm": 0.057745038806525074, "roe_ttm": 0.5853256389117889, "debt_to_ebitda": 3.471295230788902, "net_debt_to_ebitda": 1.5175808720112518, "interest_coverage": 30.1969111969112, "debt_to_equity": 3.197385466965022, "current_ratio": 0.689448740334248, "quick_ratio": 0.689448740334248, "fcf_to_ebitda": 1.872906277969569, "capex_to_revenue": 0.015119477980128686, "working_capital_to_revenue": -0.28306391105654455, "capital_efficiency": 0.32153533885915697, "financial_health": -2.505188840202804, "margin_quality": 0.3654847508058517, "growth_momentum": -0.3714376718071782, "company_age_years": 36.58590006844627, "ebitda": 782100000.0, "spy_multiple": 12.0, "sector_multiple": 48.24802792059184, "sector_premium_over_spy": 3.020668993382653}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2022-07-31", "company_multiple": 48.83328665733146, "revenue_cagr_3y": 0.15688890910969788, "revenue_cagr_5y": 0.19695544558420752, "earnings_cagr_3y": 0.6663349256812581, "quarterly_revenue_growth_yoy": 0.15138993238166792, "quarterly_earnings_growth_yoy": 0.6089965397923875, "revenue_growth_qoq": 0.05326460481099656, "gross_margin": 0.8964110929853181, "operating_margin": 0.19738988580750408, "net_margin": 0.15171288743882544, "roa_ttm": 0.06780114257931202, "roe_ttm": 0.7537837837837837, "debt_to_ebitda": 2.7095419083816763, "net_debt_to_ebitda": 1.269253850770154, "interest_coverage": 38.45384615384615, "debt_to_equity": 3.6608108108108106, "current_ratio": 0.6394838001098297, "quick_ratio": 0.6394838001098297, "fcf_to_ebitda": 1.6338267653530707, "capex_to_revenue": 0.010721762852369573, "working_capital_to_revenue": -0.2776661661767505, "capital_efficiency": 0.4107924631815479, "financial_health": -2.9046963032073037, "margin_quality": 0.41517128874388254, "growth_momentum": 0.3801932360870277, "company_age_years": 37.08145106091718, "ebitda": 999800000.0, "spy_multiple": 12.0, "sector_multiple": 39.29310516730243, "sector_premium_over_spy": 2.274425430608536}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2022-10-31", "company_multiple": 45.19112336057783, "revenue_cagr_3y": 0.14601836387053124, "revenue_cagr_5y": 0.1971166673857203, "earnings_cagr_3y": 0.4371864659519371, "quarterly_revenue_growth_yoy": 0.11711552090715804, "quarterly_earnings_growth_yoy": 0.44842721287490855, "revenue_growth_qoq": 0.028548123980424143, "gross_margin": 0.8977002379064235, "operating_margin": 0.20697858842188738, "net_margin": 0.1570182394924663, "roa_ttm": 0.07169658367110597, "roe_ttm": 0.6833333333333333, "debt_to_ebitda": 2.5774567572704807, "net_debt_to_ebitda": 0.9950579737692454, "interest_coverage": 43.84166666666667, "debt_to_equity": 2.993377483443709, "current_ratio": 0.731566517974285, "quick_ratio": 0.731566517974285, "fcf_to_ebitda": 1.746245960843946, "capex_to_revenue": 0.009339834187084697, "working_capital_to_revenue": -0.21045485403937542, "capital_efficiency": 0.37751495850221967, "financial_health": -2.32373637245616, "margin_quality": 0.4205656886069257, "growth_momentum": 0.2827713668910333, "company_age_years": 37.333333333333336, "ebitda": 1052200000.0, "spy_multiple": 12.0, "sector_multiple": 34.551465717933624, "sector_premium_over_spy": 1.879288809827802}, {"ticker": "SHOP", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 58.61938371872031, "revenue_cagr_3y": 0.529427157366811, "revenue_cagr_5y": 0.5356159239977889, "earnings_cagr_3y": 2.4755686845531506, "quarterly_revenue_growth_yoy": 0.15682324723412047, "quarterly_earnings_growth_yoy": -2.3695934332317514, "revenue_growth_qoq": 0.0755813953488372, "gross_margin": 0.5065637065637065, "operating_margin": -0.14671814671814673, "net_margin": -0.9297297297297298, "roa_ttm": -0.17686494603926634, "roe_ttm": -0.21806253160444586, "debt_to_ebitda": 1.4852787456445993, "net_debt_to_ebitda": 0.0, "interest_coverage": 732.8260576882901, "debt_to_equity": 0.10758187788455097, "current_ratio": 11.174167529379643, "quick_ratio": 11.174167529379643, "fcf_to_ebitda": 0.21695755464048147, "capex_to_revenue": 0.013060180332312299, "working_capital_to_revenue": 1.430120629316114, "capital_efficiency": -0.19746373882185608, "financial_health": 0.2071319622997121, "margin_quality": -0.18996138996139, "growth_momentum": -1.1063850929988155, "company_age_years": 7.110198494182067, "ebitda": 631400000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 115.55822973314059, "revenue_cagr_3y": 0.6394255540906697, "revenue_cagr_5y": 0.517982621919066, "earnings_cagr_3y": 1.6562577708443622, "quarterly_revenue_growth_yoy": 0.4624230333317868, "quarterly_earnings_growth_yoy": 0.6348350053631144, "revenue_growth_qoq": 0.0692311233551157, "gross_margin": 0.40103378262012457, "operating_margin": 0.14009771307886842, "net_margin": 0.11743018228293284, "roa_ttm": 0.07315587088986457, "roe_ttm": 0.5002447262993154, "debt_to_ebitda": 4.925277070282921, "net_debt_to_ebitda": 3.962127991555953, "interest_coverage": 95.57236842105263, "debt_to_equity": 3.8911209673033578, "current_ratio": 3.4352890099524855, "quick_ratio": 3.2227606907677253, "fcf_to_ebitda": 1.238831142011427, "capex_to_revenue": 0.03594470772949559, "working_capital_to_revenue": 0.726233202570737, "capital_efficiency": 0.28670029859458995, "financial_health": -3.505083100163996, "margin_quality": 0.21952055932730863, "growth_momentum": 0.5486290193474506, "company_age_years": 10.001368925393566, "ebitda": 261486000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 95.10276421906774, "revenue_cagr_3y": 0.5812809308518543, "revenue_cagr_5y": 0.47985279834974737, "earnings_cagr_3y": 0.9354006066844511, "quarterly_revenue_growth_yoy": 0.6775328500871678, "quarterly_earnings_growth_yoy": 0.9561383446418135, "revenue_growth_qoq": 0.20146297689511705, "gross_margin": 0.41306422530535875, "operating_margin": 0.1773608250533765, "net_margin": 0.14518404514556882, "roa_ttm": 0.08337628041104457, "roe_ttm": 0.4505486708396249, "debt_to_ebitda": 4.251693236611484, "net_debt_to_ebitda": 2.618694650525851, "interest_coverage": 139.95064575645756, "debt_to_equity": 2.8603588921483194, "current_ratio": 3.616574654694694, "quick_ratio": 3.345192808483157, "fcf_to_ebitda": 1.5380487981727875, "capex_to_revenue": 0.027052656928570524, "working_capital_to_revenue": 0.723606145209555, "capital_efficiency": 0.26696247562533476, "financial_health": -2.4525470084017456, "margin_quality": 0.24520303183476802, "growth_momentum": 0.8168355973644906, "company_age_years": 10.250513347022586, "ebitda": 303413000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "ENPH", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 101.60605872102002, "revenue_cagr_3y": 0.5219105508699795, "revenue_cagr_5y": 0.5246651685131329, "earnings_cagr_3y": 0.5455401299137048, "quarterly_revenue_growth_yoy": 0.8056292831966408, "quarterly_earnings_growth_yoy": 4.264432115181806, "revenue_growth_qoq": 0.19712898626168435, "gross_margin": 0.4221057391293388, "operating_margin": 0.21338935865501416, "net_margin": 0.18088805491615895, "roa_ttm": 0.10979174041407276, "roe_ttm": 0.48553158496065096, "debt_to_ebitda": 3.1678517243999345, "net_debt_to_ebitda": 2.3404363267376964, "interest_coverage": 180.929933481153, "debt_to_equity": 2.1186257587455515, "current_ratio": 3.6032974941661395, "quick_ratio": 3.3371371556931932, "fcf_to_ebitda": 1.3359264896555612, "capex_to_revenue": 0.02140847581875458, "working_capital_to_revenue": 0.7095021100390307, "capital_efficiency": 0.2976616626873619, "financial_health": -1.839660506355254, "margin_quality": 0.2721277175668373, "growth_momentum": 2.5350306991892233, "company_age_years": 10.50239561943874, "ebitda": 407997000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 73.21921969569495, "revenue_cagr_3y": 0.34063478976564676, "revenue_cagr_5y": 0.4160497890933481, "earnings_cagr_3y": 0.203197253669817, "quarterly_revenue_growth_yoy": 0.6155308775330527, "quarterly_earnings_growth_yoy": 0.101310014629605, "revenue_growth_qoq": 0.1869218992054936, "gross_margin": 0.2731849545093729, "operating_margin": 0.07764547841485009, "net_margin": 0.05056328997984979, "roa_ttm": 0.04676105747756872, "roe_ttm": 0.0856577262157894, "debt_to_ebitda": 2.6212836544596145, "net_debt_to_ebitda": 0.0, "interest_coverage": 52.757220412595004, "debt_to_equity": 0.3167496052026212, "current_ratio": 4.329417080885675, "quick_ratio": 3.5689584538480608, "fcf_to_ebitda": -0.5797931277192144, "capex_to_revenue": 0.0758614582806254, "working_capital_to_revenue": 0.8554839129397648, "capital_efficiency": 0.06620939184667907, "financial_health": -0.03722602623039084, "margin_quality": 0.13379790763469093, "growth_momentum": 0.35842044608132884, "company_age_years": 7.014373716632443, "ebitda": 242947000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 68.67638845636542, "revenue_cagr_3y": 0.30827769618212164, "revenue_cagr_5y": 0.3983900346881759, "earnings_cagr_3y": -0.23067985979455685, "quarterly_revenue_growth_yoy": 0.5160158064563166, "quarterly_earnings_growth_yoy": -0.6654838995830746, "revenue_growth_qoq": 0.11096965256151921, "gross_margin": 0.25095977597440966, "operating_margin": 0.049482394259756465, "net_margin": 0.02072621445668573, "roa_ttm": 0.03769344498934207, "roe_ttm": 0.07013896698054581, "debt_to_ebitda": 2.753411007535922, "net_debt_to_ebitda": 0.0, "interest_coverage": 16.198937879952485, "debt_to_equity": 0.3148182124869053, "current_ratio": 3.73065174280515, "quick_ratio": 2.962451851924453, "fcf_to_ebitda": -0.47484935058212513, "capex_to_revenue": 0.07145698412911242, "working_capital_to_revenue": 0.6792021527946227, "capital_efficiency": 0.05391620598494394, "financial_health": -0.10965691595815358, "margin_quality": 0.10705612823028395, "growth_momentum": -0.07473404656337901, "company_age_years": 7.263518138261465, "ebitda": 231823000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 54.1976293560276, "revenue_cagr_3y": 0.2678555260700215, "revenue_cagr_5y": 0.38104036080065495, "earnings_cagr_3y": -0.15920055947031686, "quarterly_revenue_growth_yoy": 0.5895072985767585, "quarterly_earnings_growth_yoy": -0.5335733675162118, "revenue_growth_qoq": 0.14970169310802528, "gross_margin": 0.26532197632908383, "operating_margin": 0.10087806836910185, "net_margin": 0.029571315716192814, "roa_ttm": 0.0291796228352375, "roe_ttm": 0.055505336658013854, "debt_to_ebitda": 2.5544158678637383, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.613317508140844, "debt_to_equity": 0.3113978813202107, "current_ratio": 3.5303723649349155, "quick_ratio": 2.722066870176247, "fcf_to_ebitda": -0.6821070808982835, "capex_to_revenue": 0.06501949094567114, "working_capital_to_revenue": 0.6340602823316828, "capital_efficiency": 0.04234247974662568, "financial_health": -0.13016627780823536, "margin_quality": 0.13192378680479283, "growth_momentum": 0.02796696553027339, "company_age_years": 7.515400410677618, "ebitda": 250166000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "RUN", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 643.3281496345134, "revenue_cagr_3y": 0.4312215173591205, "revenue_cagr_5y": 0.34929712821775505, "earnings_cagr_3y": 0.9366117039533213, "quarterly_revenue_growth_yoy": 0.44019235809601953, "quarterly_earnings_growth_yoy": 7.7264287786481, "revenue_growth_qoq": 0.08095726846624927, "gross_margin": 0.17500229464508962, "operating_margin": -0.21560960016204941, "net_margin": 0.3332141172895969, "roa_ttm": 0.0038688483200558722, "roe_ttm": 0.010853968292820383, "debt_to_ebitda": 384.32626248148676, "net_debt_to_ebitda": 352.21680760594336, "interest_coverage": 0.17857081918542153, "debt_to_equity": 1.2154312585281772, "current_ratio": 1.7367383984369587, "quick_ratio": 1.1925432215093694, "fcf_to_ebitda": -134.06277769815108, "capex_to_revenue": 0.9222779614798423, "working_capital_to_revenue": 0.37137293195479953, "capital_efficiency": 0.007361408306438127, "financial_health": -1.142222843029033, "margin_quality": 0.09753560392421236, "growth_momentum": 4.08331056837206, "company_age_years": 7.15400410677618, "ebitda": 20931000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "ZM", "sector": "Technology", "quarter_date": "2024-01-31", "company_multiple": 29.72625640644403, "revenue_cagr_3y": 0.09114754375819589, "revenue_cagr_5y": 0.6105507727061452, "earnings_cagr_3y": 0.04667537911270414, "quarterly_revenue_growth_yoy": 0.025634212826410378, "quarterly_earnings_growth_yoy": 3.872003844305622, "revenue_growth_qoq": 0.008559662962171217, "gross_margin": 0.7589905247209446, "operating_margin": 0.14700071611931367, "net_margin": 0.2606569631482036, "roa_ttm": 0.06419690722656556, "roe_ttm": 0.0794899273088306, "debt_to_ebitda": 0.039135820113381924, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.804646440516006, "debt_to_equity": 0.0030731702572484795, "current_ratio": 4.497944315784874, "quick_ratio": 4.268906761881684, "fcf_to_ebitda": 2.337323932478999, "capex_to_revenue": 0.028042129128136802, "working_capital_to_revenue": 1.361547827101111, "capital_efficiency": 0.07184341726769808, "financial_health": 0.15692693694621832, "margin_quality": 0.3888827346628206, "growth_momentum": 1.9488190285660163, "company_age_years": 4.788501026694045, "ebitda": 629730000.0, "spy_multiple": 12.0, "sector_multiple": 43.05902063738971, "sector_premium_over_spy": 2.5882517197824755}, {"ticker": "RNG", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 18.643075227037304, "revenue_cagr_3y": 0.11068421057605615, "revenue_cagr_5y": 0.19434096733034334, "earnings_cagr_3y": -0.6069286654087613, "quarterly_revenue_growth_yoy": 0.07569262224058285, "quarterly_earnings_growth_yoy": 0.8478504752026755, "revenue_growth_qoq": 0.009440424465926918, "gross_margin": 0.7100561095633608, "operating_margin": 0.025446207722550577, "net_margin": -0.011697086468612493, "roa_ttm": -0.03274840395915889, "roe_ttm": 0.1058013973015997, "debt_to_ebitda": 6.446395067788783, "net_debt_to_ebitda": 5.43627771144734, "interest_coverage": 14.722790469773994, "debt_to_equity": 2.812714754800615, "current_ratio": 1.1633589254259153, "quick_ratio": 1.161698933892807, "fcf_to_ebitda": 1.6649041721614617, "capex_to_revenue": 0.034605971100589696, "working_capital_to_revenue": 0.050959529577423716, "capital_efficiency": 0.036526496671220404, "financial_health": 2.5830250808057373, "margin_quality": 0.24126841027243298, "growth_momentum": 0.4617715487216292, "company_age_years": 11.260780287474333, "ebitda": 240379000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 19.01738901975568, "revenue_cagr_3y": 0.05247157892160126, "revenue_cagr_5y": 0.06470130004833519, "earnings_cagr_3y": 0.057243421942293704, "quarterly_revenue_growth_yoy": 0.03562480890928167, "quarterly_earnings_growth_yoy": 0.028686780625006486, "revenue_growth_qoq": 0.0065267118455651285, "gross_margin": 0.89547664408918, "operating_margin": 0.4802314245480786, "net_margin": 0.42102870930264663, "roa_ttm": 0.14934886745779266, "roe_ttm": 0.22639556373008526, "debt_to_ebitda": -0.35865070431137336, "net_debt_to_ebitda": 0.0, "interest_coverage": 55.103342230474645, "debt_to_equity": -0.09376473707205195, "current_ratio": 1.8160330925862431, "quick_ratio": 1.8160330925862431, "fcf_to_ebitda": 1.1895190970156404, "capex_to_revenue": 0.010233920440797142, "working_capital_to_revenue": 0.5056283135829687, "capital_efficiency": 0.18787221559393896, "financial_health": 0.05892873455254853, "margin_quality": 0.5989122593133017, "growth_momentum": 0.03215579476714408, "company_age_years": 22.255989048596852, "ebitda": 949651000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 15.482064414070493, "revenue_cagr_3y": 0.04687561581482802, "revenue_cagr_5y": 0.06307712989271752, "earnings_cagr_3y": 0.06977663417691327, "quarterly_revenue_growth_yoy": 0.038631800287742483, "quarterly_earnings_growth_yoy": -0.004425259498219867, "revenue_growth_qoq": 0.11624963096535217, "gross_margin": 0.8871328650039196, "operating_margin": 0.4762289841615356, "net_margin": 0.45332752361308787, "roa_ttm": 0.14091883738634808, "roe_ttm": 0.21771482209284354, "debt_to_ebitda": -0.3393585540268775, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.62012805866256, "debt_to_equity": -0.09013439494177297, "current_ratio": 1.7433435695676005, "quick_ratio": 1.7433435695676005, "fcf_to_ebitda": 1.1237350978836376, "capex_to_revenue": 0.008948199167742862, "working_capital_to_revenue": 0.5165927027485357, "capital_efficiency": 0.1793168297395958, "financial_health": 0.05209607130007088, "margin_quality": 0.6055631242595143, "growth_momentum": 0.017103270394761307, "company_age_years": 22.507871321013006, "ebitda": 1001955000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 19.21274703497732, "revenue_cagr_3y": 0.05285938747933572, "revenue_cagr_5y": 0.06634863660325996, "earnings_cagr_3y": 0.02425056588371577, "quarterly_revenue_growth_yoy": 0.04311492153889009, "quarterly_earnings_growth_yoy": -0.03868761355135193, "revenue_growth_qoq": -0.10223078035451978, "gross_margin": 0.8961888654340141, "operating_margin": 0.4367290622854091, "net_margin": 0.3812830099103911, "roa_ttm": 0.14001798760681755, "roe_ttm": 0.2173994901400913, "debt_to_ebitda": -0.3416956251720929, "net_debt_to_ebitda": 0.0, "interest_coverage": 52.62862280516184, "debt_to_equity": -0.09080430854589513, "current_ratio": 1.6533644217719488, "quick_ratio": 1.6533644210034475, "fcf_to_ebitda": 1.086291656533702, "capex_to_revenue": 0.011403544566903429, "working_capital_to_revenue": 0.4391477791316736, "capital_efficiency": 0.17870873887345443, "financial_health": 0.05322580672902989, "margin_quality": 0.5714003125432714, "growth_momentum": 0.0022136539937690804, "company_age_years": 22.754277891854894, "ebitda": 995102000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 16.29945895156059, "revenue_cagr_3y": 0.04711956342549395, "revenue_cagr_5y": 0.0579688030822163, "earnings_cagr_3y": 0.034456425027957316, "quarterly_revenue_growth_yoy": 0.042659343320101184, "quarterly_earnings_growth_yoy": -0.05261564848912879, "revenue_growth_qoq": 0.0057199518147325636, "gross_margin": 0.8931551329373325, "operating_margin": 0.4356030050437149, "net_margin": 0.3825564056809015, "roa_ttm": 0.14029500187899285, "roe_ttm": 0.2208777687200739, "debt_to_ebitda": -0.36506428741052344, "net_debt_to_ebitda": 0.0, "interest_coverage": 46.57828959969355, "debt_to_equity": -0.0991050176113579, "current_ratio": 1.629884597669641, "quick_ratio": 1.6298845968727738, "fcf_to_ebitda": 1.1245367471916985, "capex_to_revenue": 0.01226113231680908, "working_capital_to_revenue": 0.3999432303451514, "capital_efficiency": 0.18058638529953336, "financial_health": 0.05359295342224869, "margin_quality": 0.5704381812206496, "growth_momentum": -0.0049781525845138015, "company_age_years": 23.255304585900067, "ebitda": 972741000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 17.045143721633888, "revenue_cagr_3y": 0.037665084057333376, "revenue_cagr_5y": 0.05270167488762989, "earnings_cagr_3y": 0.07061066838324037, "quarterly_revenue_growth_yoy": 0.03471371271567635, "quarterly_earnings_growth_yoy": 0.14321151400425605, "revenue_growth_qoq": 0.10774320239230162, "gross_margin": 0.8867230599485105, "operating_margin": 0.45844060316292756, "net_margin": 0.5008624494299375, "roa_ttm": 0.14320612673246716, "roe_ttm": 0.2313295785698274, "debt_to_ebitda": -0.4110654851955911, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.523121577940497, "debt_to_equity": -0.10659045057162071, "current_ratio": 1.5280303572707095, "quick_ratio": 1.5280303565547362, "fcf_to_ebitda": 1.1654895180462503, "capex_to_revenue": 0.012968678245628812, "working_capital_to_revenue": 0.3697386812336187, "capital_efficiency": 0.18726785265114726, "financial_health": 0.048431022220680325, "margin_quality": 0.6153420375137918, "growth_momentum": 0.0889626133599662, "company_age_years": 23.50718685831622, "ebitda": 925400000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2020-06-30", "company_multiple": 15.673240919836667, "revenue_cagr_3y": 0.033077401652558125, "revenue_cagr_5y": 0.05043353887711666, "earnings_cagr_3y": 0.01402671490144769, "quarterly_revenue_growth_yoy": 0.03581935441575363, "quarterly_earnings_growth_yoy": 0.05876010781671159, "revenue_growth_qoq": 0.039260020554984586, "gross_margin": 0.8928006329113924, "operating_margin": 0.4369066455696203, "net_margin": 0.3884493670886076, "roa_ttm": 0.1494942100835824, "roe_ttm": 0.2451841958493557, "debt_to_ebitda": -0.42123361272297444, "net_debt_to_ebitda": 0.0, "interest_coverage": 49.76470588235294, "debt_to_equity": -0.11506736724689583, "current_ratio": 1.4397818181818183, "quick_ratio": 1.4397818181818183, "fcf_to_ebitda": 1.1613410702772404, "capex_to_revenue": 0.01157879779436434, "working_capital_to_revenue": 0.29835090447639834, "capital_efficiency": 0.19733920296646906, "financial_health": 0.061210244662001326, "margin_quality": 0.5727188818565401, "growth_momentum": 0.04728973111623261, "company_age_years": 24.005475701574266, "ebitda": 930600000.0, "spy_multiple": 20.0, "sector_multiple": 26.78662418308661, "sector_premium_over_spy": 0.33933120915433035}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 17.22554442921893, "revenue_cagr_3y": 0.03837491017766448, "revenue_cagr_5y": 0.04736546223079663, "earnings_cagr_3y": 0.013647725308579384, "quarterly_revenue_growth_yoy": 0.03685415597219846, "quarterly_earnings_growth_yoy": 0.06869009584664537, "revenue_growth_qoq": 0.006724683544303798, "gross_margin": 0.8943025540275049, "operating_margin": 0.4544204322200393, "net_margin": 0.3943025540275049, "roa_ttm": 0.15395781525112995, "roe_ttm": 0.2530261627039766, "debt_to_ebitda": -0.41108885843786236, "net_debt_to_ebitda": 0.0, "interest_coverage": 65.88194444444444, "debt_to_equity": -0.11634497777512604, "current_ratio": 1.4647761194029851, "quick_ratio": 1.4647761186567163, "fcf_to_ebitda": 1.1436112575102773, "capex_to_revenue": 0.0109873343439777, "working_capital_to_revenue": 0.30456257029683603, "capital_efficiency": 0.20349198897755327, "financial_health": 0.04503457915085949, "margin_quality": 0.5810085134250164, "growth_momentum": 0.052772125909421916, "company_age_years": 24.257357973990416, "ebitda": 948700000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2021-03-31", "company_multiple": 15.220345775615947, "revenue_cagr_3y": 0.03917818323476818, "revenue_cagr_5y": 0.04657367120346212, "earnings_cagr_3y": -0.007610044015504469, "quarterly_revenue_growth_yoy": 0.0433710174717369, "quarterly_earnings_growth_yoy": 0.023503077783995522, "revenue_growth_qoq": -0.09968073785030153, "gross_margin": 0.88849487785658, "operating_margin": 0.4231678486997636, "net_margin": 0.3603230890464933, "roa_ttm": 0.1492003367003367, "roe_ttm": 0.2525153592734396, "debt_to_ebitda": -0.4416834091149413, "net_debt_to_ebitda": 0.0, "interest_coverage": 75.05555555555556, "debt_to_equity": -0.12397233846793103, "current_ratio": 1.5171399933177414, "quick_ratio": 1.5171399926495155, "fcf_to_ebitda": 1.2285079835042825, "capex_to_revenue": 0.007046979865771812, "working_capital_to_revenue": 0.3709971236816874, "capital_efficiency": 0.20085784798688816, "financial_health": 0.09853745791245791, "margin_quality": 0.5573286052009456, "growth_momentum": 0.03343704762786621, "company_age_years": 24.75564681724846, "ebitda": 945700000.0, "spy_multiple": 20.0, "sector_multiple": 23.75604802655682, "sector_premium_over_spy": 0.18780240132784098}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2021-06-30", "company_multiple": 15.673440894231783, "revenue_cagr_3y": 0.03994884960439449, "revenue_cagr_5y": 0.04471334552567274, "earnings_cagr_3y": -0.020106199340480635, "quarterly_revenue_growth_yoy": 0.04054588607594937, "quarterly_earnings_growth_yoy": -0.05295315682281059, "revenue_growth_qoq": 0.03644602048857368, "gross_margin": 0.8874738642843566, "operating_margin": 0.4225432427295191, "net_margin": 0.3535449534309067, "roa_ttm": 0.14849368318756073, "roe_ttm": 0.25695591023053876, "debt_to_ebitda": -0.4582937888853738, "net_debt_to_ebitda": 0.0, "interest_coverage": 91.1826923076923, "debt_to_equity": -0.13288081697547852, "current_ratio": 1.4967474866942638, "quick_ratio": 1.4967474866942638, "fcf_to_ebitda": 1.237583043340715, "capex_to_revenue": 0.006693567529076667, "working_capital_to_revenue": 0.3588891526228341, "capital_efficiency": 0.20272479670904975, "financial_health": 0.06300909974379362, "margin_quality": 0.5545206868149275, "growth_momentum": -0.006203635373430612, "company_age_years": 25.00479123887748, "ebitda": 948300000.0, "spy_multiple": 20.0, "sector_multiple": 22.302302547260922, "sector_premium_over_spy": 0.11511512736304619}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2021-09-30", "company_multiple": 15.235070063694268, "revenue_cagr_3y": 0.04286444790724997, "revenue_cagr_5y": 0.04545656387250818, "earnings_cagr_3y": -0.01925205112863282, "quarterly_revenue_growth_yoy": 0.04911591355599214, "quarterly_earnings_growth_yoy": -0.06826108619830593, "revenue_growth_qoq": 0.015016156624215928, "gross_margin": 0.8816479400749063, "operating_margin": 0.4204119850187266, "net_margin": 0.350187265917603, "roa_ttm": 0.14578447105295642, "roe_ttm": 0.2505151515151515, "debt_to_ebitda": -0.4386411889596603, "net_debt_to_ebitda": 0.0, "interest_coverage": 102.3913043478261, "debt_to_equity": -0.12521212121212122, "current_ratio": 1.4335802133587008, "quick_ratio": 1.4335802133587008, "fcf_to_ebitda": 1.2493630573248407, "capex_to_revenue": 0.006521229181327704, "working_capital_to_revenue": 0.29936664320900774, "capital_efficiency": 0.19814981128405396, "financial_health": 0.05553106318443931, "margin_quality": 0.550749063670412, "growth_momentum": -0.009572586321156894, "company_age_years": 25.256673511293634, "ebitda": 942000000.0, "spy_multiple": 20.0, "sector_multiple": 19.845091813117204, "sector_premium_over_spy": -0.007745409344139809}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2021-12-31", "company_multiple": 14.050001739501173, "revenue_cagr_3y": 0.04462425875390652, "revenue_cagr_5y": 0.042428665484094186, "earnings_cagr_3y": 0.029153813675513396, "quarterly_revenue_growth_yoy": 0.06261085491308975, "quarterly_earnings_growth_yoy": -0.04098966026587888, "revenue_growth_qoq": 0.12191011235955056, "gross_margin": 0.8679686195960608, "operating_margin": 0.41044900684359875, "net_margin": 0.43348355867134036, "roa_ttm": 0.13823260228466833, "roe_ttm": 0.250406803598293, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 32.02047781569966, "debt_to_equity": 0.0, "current_ratio": 1.365516032942001, "quick_ratio": 1.365516032942001, "fcf_to_ebitda": 1.26625452995097, "capex_to_revenue": 0.007338009968617316, "working_capital_to_revenue": 0.2888129961233155, "capital_efficiency": 0.19431970294148065, "financial_health": 0.046083183620894204, "margin_quality": 0.5706337283703332, "growth_momentum": 0.010810597323605436, "company_age_years": 25.508555783709788, "ebitda": 938200000.0, "spy_multiple": 20.0, "sector_multiple": 25.089771479454207, "sector_premium_over_spy": 0.2544885739727103}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 16.773901140684412, "revenue_cagr_3y": 0.054971108337976915, "revenue_cagr_5y": 0.047612577095194286, "earnings_cagr_3y": -0.0030308126343285835, "quarterly_revenue_growth_yoy": 0.0657653146386246, "quarterly_earnings_growth_yoy": 0.03927608779360801, "revenue_growth_qoq": 0.10543628808864267, "gross_margin": 0.8687548942834769, "operating_margin": 0.39780736100234926, "net_margin": 0.4227094753328113, "roa_ttm": 0.14373579596695646, "roe_ttm": 0.27752045969005745, "debt_to_ebitda": 0.4759369907658881, "net_debt_to_ebitda": 0.17642585551330797, "interest_coverage": 60.16339869281046, "debt_to_equity": 0.152568344071043, "current_ratio": 1.195927446954141, "quick_ratio": 1.195927446954141, "fcf_to_ebitda": 1.1693644758283541, "capex_to_revenue": 0.00948538563886862, "working_capital_to_revenue": 0.14743122022404395, "capital_efficiency": 0.21062812782850696, "financial_health": 0.04972764330291115, "margin_quality": 0.5630905768728792, "growth_momentum": 0.05252070121611631, "company_age_years": 26.507871321013006, "ebitda": 920500000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 16.98882863340564, "revenue_cagr_3y": 0.051870656874221766, "revenue_cagr_5y": 0.04593251125772846, "earnings_cagr_3y": 0.009972957111807457, "quarterly_revenue_growth_yoy": 0.04330200847613783, "quarterly_earnings_growth_yoy": 0.08677685950413223, "revenue_growth_qoq": -0.11323414252153485, "gross_margin": 0.8797244789826917, "operating_margin": 0.352878841398799, "net_margin": 0.3251501236312257, "roa_ttm": 0.14779742501775536, "roe_ttm": 0.28714973110670816, "debt_to_ebitda": 0.4920824295010846, "net_debt_to_ebitda": 0.1818872017353579, "interest_coverage": 48.27225130890052, "debt_to_equity": 0.16052221907727143, "current_ratio": 1.1663921858140724, "quick_ratio": 1.1663921858140724, "fcf_to_ebitda": 1.1545553145336225, "capex_to_revenue": 0.009178210249001445, "working_capital_to_revenue": 0.12450072235913996, "capital_efficiency": 0.21747357806223178, "financial_health": 0.052082384863329265, "margin_quality": 0.5192511480042389, "growth_momentum": 0.06503943399013504, "company_age_years": 26.754277891854894, "ebitda": 922000000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 16.164260941711568, "revenue_cagr_3y": 0.05577640484761304, "revenue_cagr_5y": 0.04771795292768877, "earnings_cagr_3y": -0.02732789884217346, "quarterly_revenue_growth_yoy": 0.03915426781519186, "quarterly_earnings_growth_yoy": -0.0766950722489811, "revenue_growth_qoq": 0.1126949522052658, "gross_margin": 0.8771665410700829, "operating_margin": 0.37950263752825925, "net_margin": 0.37558402411454406, "roa_ttm": 0.1475375296286542, "roe_ttm": 0.2978730946472882, "debt_to_ebitda": -1.493713681986265, "net_debt_to_ebitda": 0.0, "interest_coverage": 411.5217391304348, "debt_to_equity": -0.5011697979439915, "current_ratio": 1.178278795469965, "quick_ratio": 1.1782787949480715, "fcf_to_ebitda": 1.0769149498151083, "capex_to_revenue": 0.007702820226115045, "working_capital_to_revenue": 0.14146684888391933, "capital_efficiency": 0.22270531213797118, "financial_health": 0.0944078658590115, "margin_quality": 0.5440844009042954, "growth_momentum": -0.018770402216894622, "company_age_years": 27.50718685831622, "ebitda": 946500000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2015-12-31", "company_multiple": 11.409096608720434, "revenue_cagr_3y": -0.013644959220200037, "revenue_cagr_5y": 0.11520140485401487, "earnings_cagr_3y": -0.07715313966893189, "quarterly_revenue_growth_yoy": -0.18650514156923512, "quarterly_earnings_growth_yoy": -0.24036511156186613, "revenue_growth_qoq": 0.05846774193548387, "gross_margin": 0.5612121212121212, "operating_margin": 0.2917748917748918, "net_margin": 0.2593939393939394, "roa_ttm": 0.09548268928308348, "roe_ttm": 0.15859263913230381, "debt_to_ebitda": 1.5602735822171558, "net_debt_to_ebitda": 0.5752351097178683, "interest_coverage": 94.83783783783784, "debt_to_equity": 0.3620912006878079, "current_ratio": 3.1274796247885592, "quick_ratio": 2.940489005074581, "fcf_to_ebitda": 0.7141635793673411, "capex_to_revenue": 0.03627332303710815, "working_capital_to_revenue": 0.5774930083065493, "capital_efficiency": 0.12703766420769363, "financial_health": -0.19139385495255773, "margin_quality": 0.37079365079365073, "growth_momentum": -0.21343512656555064, "company_age_years": 24.04928131416838, "ebitda": 7018000000.0, "spy_multiple": 15.0, "sector_multiple": 15.776388778167018, "sector_premium_over_spy": 0.05175925187780117}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 11.345219298245613, "revenue_cagr_3y": -0.03221545635831358, "revenue_cagr_5y": 0.07453336232470864, "earnings_cagr_3y": -0.1455622121246143, "quarterly_revenue_growth_yoy": -0.19480707861908905, "quarterly_earnings_growth_yoy": 0.10541310541310542, "revenue_growth_qoq": -0.03878787878787879, "gross_margin": 0.6143037290578274, "operating_margin": 0.25490902540082866, "net_margin": 0.20969194739686542, "roa_ttm": 0.09802237315221735, "roe_ttm": 0.16552538370720188, "debt_to_ebitda": 1.6367872807017543, "net_debt_to_ebitda": 0.8452576754385965, "interest_coverage": 101.33333333333333, "debt_to_equity": 0.4028335301062574, "current_ratio": 2.868915456874466, "quick_ratio": 2.6658126957016797, "fcf_to_ebitda": 0.8878837719298246, "capex_to_revenue": 0.03528787476784293, "working_capital_to_revenue": 0.5806579994693553, "capital_efficiency": 0.1317738784297096, "financial_health": -0.22172731902017795, "margin_quality": 0.35963490061850717, "growth_momentum": -0.04469698660299182, "company_age_years": 24.298425735797398, "ebitda": 7296000000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2016-06-30", "company_multiple": 11.190185863874346, "revenue_cagr_3y": -0.010740171923670383, "revenue_cagr_5y": 0.10777414411973396, "earnings_cagr_3y": -0.02955699173130011, "quarterly_revenue_growth_yoy": 0.03635116598079561, "quarterly_earnings_growth_yoy": 0.2195945945945946, "revenue_growth_qoq": 0.08881282651774455, "gross_margin": 0.5807412309728657, "operating_margin": 0.2634017207147584, "net_margin": 0.23891462607544672, "roa_ttm": 0.10174063718347576, "roe_ttm": 0.16859725258589747, "debt_to_ebitda": 1.5409685863874345, "net_debt_to_ebitda": 0.7706806282722513, "interest_coverage": 101.86666666666666, "debt_to_equity": 0.38414853003556626, "current_ratio": 3.0657606313020604, "quick_ratio": 2.8702323542306005, "fcf_to_ebitda": 0.8418848167539267, "capex_to_revenue": 0.024883904319635504, "working_capital_to_revenue": 0.6192937877858582, "capital_efficiency": 0.13516894488468661, "financial_health": -0.2112009309263173, "margin_quality": 0.3610191925876903, "growth_momentum": 0.1279728802876951, "company_age_years": 24.54757015742642, "ebitda": 7640000000.0, "spy_multiple": 15.0, "sector_multiple": 15.3795352735426, "sector_premium_over_spy": 0.025302351569506776}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 11.889444315275517, "revenue_cagr_3y": -0.03239843562024469, "revenue_cagr_5y": 0.05086770148543707, "earnings_cagr_3y": -0.2861707042813654, "quarterly_revenue_growth_yoy": 0.03878787878787879, "quarterly_earnings_growth_yoy": -0.5447263017356475, "revenue_growth_qoq": -0.029915912031047865, "gross_margin": 0.5927654609101517, "operating_margin": 0.12968828138023003, "net_margin": 0.11368561426904485, "roa_ttm": 0.09336210518275216, "roe_ttm": 0.15662341822841583, "debt_to_ebitda": 1.358288770053476, "net_debt_to_ebitda": 0.5578935131364798, "interest_coverage": 95.57777777777778, "debt_to_equity": 0.3743072240909819, "current_ratio": 1.9738553915436576, "quick_ratio": 1.7349261946459844, "fcf_to_ebitda": 0.639386189258312, "capex_to_revenue": 0.022710068130204392, "working_capital_to_revenue": 0.32740348221044663, "capital_efficiency": 0.12499276170558399, "financial_health": -0.18679802943670742, "margin_quality": 0.2787131188531422, "growth_momentum": -0.25296921147388435, "company_age_years": 25.05133470225873, "ebitda": 8602000000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2017-03-31", "company_multiple": 11.37498549627948, "revenue_cagr_3y": -0.07642062474254097, "revenue_cagr_5y": 0.002936376533829499, "earnings_cagr_3y": -0.2742019552584909, "quarterly_revenue_growth_yoy": -0.09637903080526031, "quarterly_earnings_growth_yoy": -0.35652920962199314, "revenue_growth_qoq": -0.16386064344057344, "gross_margin": 0.5598086124401914, "operating_margin": 0.14533492822966507, "net_margin": 0.14932216905901116, "roa_ttm": 0.07978030991993437, "roe_ttm": 0.14273864216436957, "debt_to_ebitda": 1.505486189935679, "net_debt_to_ebitda": 0.60701223357296, "interest_coverage": 74.10280373831776, "debt_to_equity": 0.3808384379785605, "current_ratio": 1.6666338097585016, "quick_ratio": 1.4629866929521933, "fcf_to_ebitda": 0.7038718627821919, "capex_to_revenue": 0.02310373015531558, "working_capital_to_revenue": 0.29096932409757775, "capital_efficiency": 0.11125947604215197, "financial_health": -0.19005910518597605, "margin_quality": 0.2848219032429559, "growth_momentum": -0.2264541202136267, "company_age_years": 25.297741273100616, "ebitda": 7929000000.0, "spy_multiple": 15.0, "sector_multiple": 15.09235963089985, "sector_premium_over_spy": 0.006157308726656652}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 9.418972774098602, "revenue_cagr_3y": -0.04084677829794314, "revenue_cagr_5y": 0.039250768852372886, "earnings_cagr_3y": -0.5540257651896237, "quarterly_revenue_growth_yoy": -0.045116429495472184, "quarterly_earnings_growth_yoy": -0.8949343339587242, "revenue_growth_qoq": 0.09942282628933159, "gross_margin": 0.5507197290431838, "operating_margin": 0.056392887383573245, "net_margin": 0.02845046570702794, "roa_ttm": 0.03764163332620713, "roe_ttm": 0.08017303063813179, "debt_to_ebitda": 3.2219278881530538, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.43292682926829, "debt_to_equity": 0.7120601053795615, "current_ratio": 3.996791051618227, "quick_ratio": 3.8102136242779867, "fcf_to_ebitda": 0.5891096394407652, "capex_to_revenue": 0.03095419676102463, "working_capital_to_revenue": 1.466331703378045, "capital_efficiency": 0.058907331982169464, "financial_health": -0.09600311340152978, "margin_quality": 0.21185436071126165, "growth_momentum": -0.47002538172709823, "company_age_years": 25.79876796714579, "ebitda": 6795000000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 19.814525471942073, "revenue_cagr_3y": -0.035406868193211594, "revenue_cagr_5y": -0.04787542517112864, "earnings_cagr_3y": -0.17106556206814483, "quarterly_revenue_growth_yoy": -0.053031743014636, "quarterly_earnings_growth_yoy": 0.8264462809917356, "revenue_growth_qoq": 0.028913672036348616, "gross_margin": 0.5626254516258531, "operating_margin": 0.18867924528301888, "net_margin": 0.1330790847049378, "roa_ttm": 0.07221585398113041, "roe_ttm": 0.6355406104500776, "debt_to_ebitda": 4.241789500905094, "net_debt_to_ebitda": 1.6208947504525473, "interest_coverage": 23.87037037037037, "debt_to_equity": 4.242886704604242, "current_ratio": 1.552153655985547, "quick_ratio": 1.388133498145859, "fcf_to_ebitda": 0.5358158779415567, "capex_to_revenue": 0.03274286252708942, "working_capital_to_revenue": 0.2735795722227457, "capital_efficiency": 0.353878232215604, "financial_health": -3.686852024373093, "margin_quality": 0.2947945938712699, "growth_momentum": 0.3867072689885498, "company_age_years": 27.29637234770705, "ebitda": 3867000000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2019-06-30", "company_multiple": 11.864565059365157, "revenue_cagr_3y": 0.16817817417175362, "revenue_cagr_5y": 0.07199301327232255, "earnings_cagr_3y": 0.14171158378095128, "quarterly_revenue_growth_yoy": 0.7208430076799428, "quarterly_earnings_growth_yoy": 0.7629204265791633, "revenue_growth_qoq": 0.9339622641509434, "gross_margin": 0.7805915931499741, "operating_margin": 0.5518422418266736, "net_margin": 0.22304099636741048, "roa_ttm": 0.09922948466293616, "roe_ttm": 0.6199890170236134, "debt_to_ebitda": 1.9900654228252967, "net_debt_to_ebitda": 0.30324691058880543, "interest_coverage": 51.5875, "debt_to_equity": 3.006772835438404, "current_ratio": 1.7694646641481617, "quick_ratio": 1.6060075555146043, "fcf_to_ebitda": 0.5929246425975284, "capex_to_revenue": 0.028857572638745943, "working_capital_to_revenue": 0.33057556804686883, "capital_efficiency": 0.3596092508432748, "financial_health": -2.0497196420422124, "margin_quality": 0.5184916104480194, "growth_momentum": 0.7418817171295531, "company_age_years": 27.54551676933607, "ebitda": 8254000000.0, "spy_multiple": 15.0, "sector_multiple": 19.48148323045808, "sector_premium_over_spy": 0.2987655486972052}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 10.112062893081761, "revenue_cagr_3y": -0.08008958680404488, "revenue_cagr_5y": -0.0637538803756108, "earnings_cagr_3y": -0.31854996575046834, "quarterly_revenue_growth_yoy": -0.17042908840255042, "quarterly_earnings_growth_yoy": 2.026369168356998, "revenue_growth_qoq": -0.5003632589517385, "gross_margin": 0.5600332363938513, "operating_margin": 0.14561695056086416, "net_margin": 0.10511009555463233, "roa_ttm": 0.13308250144127196, "roe_ttm": 0.8934609900183337, "debt_to_ebitda": 1.670125786163522, "net_debt_to_ebitda": 0.4291404612159329, "interest_coverage": 63.6, "debt_to_equity": 3.245671216133632, "current_ratio": 1.8763290430889759, "quick_ratio": 1.7196418578623391, "fcf_to_ebitda": 0.6707547169811321, "capex_to_revenue": 0.0365426605693569, "working_capital_to_revenue": 0.3225806451612903, "capital_efficiency": 0.5132717457298028, "financial_health": -2.377991698201808, "margin_quality": 0.27025342750311593, "growth_momentum": 0.9279700399772238, "company_age_years": 27.797399041752225, "ebitda": 9540000000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2015-12-31", "company_multiple": 10.834193785622357, "revenue_cagr_3y": 0.022966327959582422, "revenue_cagr_5y": -0.019835250436527008, "earnings_cagr_3y": 0.4684780191517228, "quarterly_revenue_growth_yoy": -0.024472315692872438, "quarterly_earnings_growth_yoy": 0.013333333333333334, "revenue_growth_qoq": -0.0699912510936133, "gross_margin": 0.5851364063969896, "operating_margin": 0.3581059893383506, "net_margin": 0.262151144559423, "roa_ttm": 0.1839802834257548, "roe_ttm": 0.30022119445003015, "debt_to_ebitda": 0.7574921860636147, "net_debt_to_ebitda": 0.573634859349145, "interest_coverage": 247.22727272727272, "debt_to_equity": 0.41423687914739593, "current_ratio": 2.768688845401174, "quick_ratio": 2.106849315068493, "fcf_to_ebitda": 0.6833976833976834, "capex_to_revenue": 0.04238461538461538, "working_capital_to_revenue": 0.3476153846153846, "capital_efficiency": 0.24210073893789247, "financial_health": -0.25207965279917594, "margin_quality": 0.40179784676492103, "growth_momentum": -0.005569491179769552, "company_age_years": 62.99520876112252, "ebitda": 5439000000.0, "spy_multiple": 15.0, "sector_multiple": 15.776388778167018, "sector_premium_over_spy": 0.05175925187780117}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 11.345901517956312, "revenue_cagr_3y": 0.014014125328132065, "revenue_cagr_5y": -0.023742467753284924, "earnings_cagr_3y": 0.25233449558532617, "quarterly_revenue_growth_yoy": -0.04507936507936508, "quarterly_earnings_growth_yoy": 0.08384146341463415, "revenue_growth_qoq": -0.05675760426465977, "gross_margin": 0.6063829787234043, "operating_margin": 0.32180851063829785, "net_margin": 0.23636968085106383, "roa_ttm": 0.1938671426749968, "roe_ttm": 0.3108771212430996, "debt_to_ebitda": 0.7623102554609404, "net_debt_to_ebitda": 0.5251758607922992, "interest_coverage": 245.54545454545453, "debt_to_equity": 0.4209773052545492, "current_ratio": 2.7516528925619834, "quick_ratio": 2.005785123966942, "fcf_to_ebitda": 0.6764161421695668, "capex_to_revenue": 0.04293047130191321, "working_capital_to_revenue": 0.32967802146523567, "capital_efficiency": 0.2523721319590482, "financial_health": -0.21162862580722847, "margin_quality": 0.3881870567375887, "growth_momentum": 0.019381049167634536, "company_age_years": 63.24435318275154, "ebitda": 5402000000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2016-06-30", "company_multiple": 12.08665568369028, "revenue_cagr_3y": 0.024136513645271362, "revenue_cagr_5y": -0.010936435905528397, "earnings_cagr_3y": 0.07459955257062711, "quarterly_revenue_growth_yoy": 0.012685643564356437, "quarterly_earnings_growth_yoy": 0.17672413793103448, "revenue_growth_qoq": 0.08809840425531915, "gross_margin": 0.6119767797128017, "operating_margin": 0.3412771157959059, "net_margin": 0.25022914757103576, "roa_ttm": 0.2016185560440961, "roe_ttm": 0.3176069062437262, "debt_to_ebitda": 0.6611751784733663, "net_debt_to_ebitda": 0.4351089145158338, "interest_coverage": 260.14285714285717, "debt_to_equity": 0.3625777956233688, "current_ratio": 3.359618282270216, "quick_ratio": 2.4173782019085888, "fcf_to_ebitda": 0.7084019769357496, "capex_to_revenue": 0.0453523528955733, "working_capital_to_revenue": 0.3642142801767579, "capital_efficiency": 0.25961273114391115, "financial_health": -0.21993730384343446, "margin_quality": 0.40116101435991447, "growth_momentum": 0.09470489074769546, "company_age_years": 63.493497604380565, "ebitda": 5463000000.0, "spy_multiple": 15.0, "sector_multiple": 15.3795352735426, "sector_premium_over_spy": 0.025302351569506776}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 12.864787929589271, "revenue_cagr_3y": 0.040804629540240445, "revenue_cagr_5y": -0.0003511236820993302, "earnings_cagr_3y": 0.2701117307326675, "quarterly_revenue_growth_yoy": 0.07055503292568203, "quarterly_earnings_growth_yoy": 0.25239234449760767, "revenue_growth_qoq": -0.07102040816326531, "gross_margin": 0.624780316344464, "operating_margin": 0.3863503222026948, "net_margin": 0.30667838312829526, "roa_ttm": 0.21575071511167915, "roe_ttm": 0.3384894490594863, "debt_to_ebitda": 0.6050293378038558, "net_debt_to_ebitda": 0.4115674769488684, "interest_coverage": 313.94736842105266, "debt_to_equity": 0.34460040103122314, "current_ratio": 3.293727915194346, "quick_ratio": 2.5030918727915195, "fcf_to_ebitda": 0.6512992455993294, "capex_to_revenue": 0.039715781600598354, "working_capital_to_revenue": 0.38840688107703814, "capital_efficiency": 0.2771200820855827, "financial_health": -0.21411713795776377, "margin_quality": 0.43926967389181804, "growth_momentum": 0.16147368871164486, "company_age_years": 63.997262149212865, "ebitda": 5965000000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 12.143593045717965, "revenue_cagr_3y": 0.052396384217717085, "revenue_cagr_5y": 0.04185513853554945, "earnings_cagr_3y": 0.14013167050700237, "quarterly_revenue_growth_yoy": -0.0088, "quarterly_earnings_growth_yoy": 2.6017441860465116, "revenue_growth_qoq": -0.1276695611358836, "gross_margin": 0.6475652407855798, "operating_margin": 0.40785579768630614, "net_margin": 0.3333333333333333, "roa_ttm": 0.32561125051059114, "roe_ttm": 0.6204136090727151, "debt_to_ebitda": 0.6526722472633613, "net_debt_to_ebitda": 0.33869929169349644, "interest_coverage": 215.69444444444446, "debt_to_equity": 0.5634867689570825, "current_ratio": 3.272837510105093, "quick_ratio": 2.3767178658043653, "fcf_to_ebitda": 0.7801674179008371, "capex_to_revenue": 0.07165484034465282, "working_capital_to_revenue": 0.35624683223517484, "capital_efficiency": 0.47301242979165314, "financial_health": -0.33794375427244366, "margin_quality": 0.46291812393507303, "growth_momentum": 1.2964720930232558, "company_age_years": 65.99589322381931, "ebitda": 7765000000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2016-02-29", "company_multiple": 2.111062645011601, "revenue_cagr_3y": 0.12185877367643405, "revenue_cagr_5y": 0.05386676833716875, "earnings_cagr_3y": -0.3026214791463101, "quarterly_revenue_growth_yoy": -0.2957273163706193, "quarterly_earnings_growth_yoy": -1.1038543897216273, "revenue_growth_qoq": -0.12417910447761193, "gross_margin": 0.19734151329243355, "operating_margin": -0.0017041581458759373, "net_margin": -0.03306066802999318, "roa_ttm": 0.04315242354647649, "roe_ttm": 0.08732876712328767, "debt_to_ebitda": 0.2700696055684455, "net_debt_to_ebitda": 0.0, "interest_coverage": 44.43298969072165, "debt_to_equity": 0.0949119373776908, "current_ratio": 1.9961459986397643, "quick_ratio": 1.4048968487871232, "fcf_to_ebitda": -0.10672853828306264, "capex_to_revenue": 0.3427240299919924, "working_capital_to_revenue": 0.3198660551794424, "capital_efficiency": 0.06524059533488208, "financial_health": 0.12083785038118247, "margin_quality": 0.05419222903885481, "growth_momentum": -0.6997908530461233, "company_age_years": 31.745379876796715, "ebitda": 4310000000.0, "spy_multiple": 15.0, "sector_multiple": 12.25961543597276, "sector_premium_over_spy": -0.1826923042684826}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2016-11-30", "company_multiple": 7.80816249271986, "revenue_cagr_3y": -0.005973263461030109, "revenue_cagr_5y": 0.13691721915343225, "earnings_cagr_3y": -0.20482419083300363, "quarterly_revenue_growth_yoy": 0.18507462686567164, "quarterly_earnings_growth_yoy": -0.1262135922330097, "revenue_growth_qoq": 0.23406900839291264, "gross_margin": 0.25465994962216626, "operating_margin": 0.09042821158690176, "net_margin": 0.04534005037783375, "roa_ttm": -0.010849259951142406, "roe_ttm": -0.024512987012987014, "debt_to_ebitda": 2.808677926616191, "net_debt_to_ebitda": 1.6033779848573093, "interest_coverage": 24.705035971223023, "debt_to_equity": 0.7828733766233766, "current_ratio": 1.713667508113956, "quick_ratio": 1.2178146411828346, "fcf_to_ebitda": -0.8663366336633663, "capex_to_revenue": 0.47323143098548276, "working_capital_to_revenue": 0.30401720562255163, "capital_efficiency": -0.01768112348206471, "financial_health": -0.5404310357698057, "margin_quality": 0.13014273719563393, "growth_momentum": 0.029430517316330965, "company_age_years": 32.498288843258045, "ebitda": 3434000000.0, "spy_multiple": 15.0, "sector_multiple": 13.115413981652544, "sector_premium_over_spy": -0.12563906788983037}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2017-02-28", "company_multiple": 7.636332767402377, "revenue_cagr_3y": 0.042110581025256444, "revenue_cagr_5y": 0.17593990592869524, "earnings_cagr_3y": 0.06939967377111489, "quarterly_revenue_growth_yoy": 0.5841854124062713, "quarterly_earnings_growth_yoy": 10.216494845360824, "revenue_growth_qoq": 0.1707808564231738, "gross_margin": 0.36660929432013767, "operating_margin": 0.22461273666092943, "net_margin": 0.1923407917383821, "roa_ttm": 0.021295008499459124, "roe_ttm": 0.048225659690627844, "debt_to_ebitda": 2.6368845500848894, "net_debt_to_ebitda": 1.865874363327674, "interest_coverage": 29.267080745341616, "debt_to_equity": 0.869671729544341, "current_ratio": 1.9099289418091032, "quick_ratio": 1.3337814480507009, "fcf_to_ebitda": -0.4853565365025467, "capex_to_revenue": 0.4150546392452318, "working_capital_to_revenue": 0.32159098622140775, "capital_efficiency": 0.034760334095043484, "financial_health": -0.6792031841844479, "margin_quality": 0.2611876075731497, "growth_momentum": 5.400340128883547, "company_age_years": 32.74469541409993, "ebitda": 4712000000.0, "spy_multiple": 15.0, "sector_multiple": 13.700681223288548, "sector_premium_over_spy": -0.08662125178076352}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2017-05-31", "company_multiple": 6.2879291044776116, "revenue_cagr_3y": 0.11810000333497128, "revenue_cagr_5y": 0.2070817288467488, "earnings_cagr_3y": 0.26897437554232817, "quarterly_revenue_growth_yoy": 0.9206349206349206, "quarterly_earnings_growth_yoy": 8.66046511627907, "revenue_growth_qoq": 0.19750430292598967, "gross_margin": 0.4687387711103126, "operating_margin": 0.35267696730147324, "net_margin": 0.29590370104204095, "roa_ttm": 0.0766825983707578, "roe_ttm": 0.15775153051759322, "debt_to_ebitda": 1.6713547646383466, "net_debt_to_ebitda": 1.0904133180252584, "interest_coverage": 45.54248366013072, "debt_to_equity": 0.7201780965926659, "current_ratio": 2.143301574956251, "quick_ratio": 1.5475403461014972, "fcf_to_ebitda": 0.021096440872560275, "capex_to_revenue": 0.32750991322337797, "working_capital_to_revenue": 0.3379116142750417, "capital_efficiency": 0.11721706444417551, "financial_health": -0.5267007602007595, "margin_quality": 0.3724398131512756, "growth_momentum": 4.790550018456996, "company_age_years": 32.99657768651608, "ebitda": 6968000000.0, "spy_multiple": 15.0, "sector_multiple": 15.010798548555744, "sector_premium_over_spy": 0.0007199032370495129}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2017-08-31", "company_multiple": 4.462491374061295, "revenue_cagr_3y": 0.13239570135965506, "revenue_cagr_5y": 0.25609161615031084, "earnings_cagr_3y": 0.2722172676279504, "quarterly_revenue_growth_yoy": 0.907988809449798, "quarterly_earnings_growth_yoy": 14.929411764705883, "revenue_growth_qoq": 0.10276679841897234, "gross_margin": 0.5070055392636038, "operating_margin": 0.40762463343108507, "net_margin": 0.3857934180514826, "roa_ttm": 0.1440174326465927, "roe_ttm": 0.27329359325492725, "debt_to_ebitda": 1.129896488735539, "net_debt_to_ebitda": 0.6114268317434545, "interest_coverage": 66.58108108108108, "debt_to_equity": 0.5979270715858439, "current_ratio": 2.335395575553056, "quick_ratio": 1.7499062617172854, "fcf_to_ebitda": 0.29429673229145525, "capex_to_revenue": 0.2584883377620313, "working_capital_to_revenue": 0.35050683987796477, "capital_efficiency": 0.20865551295075996, "financial_health": -0.38557069939500876, "margin_quality": 0.4334745302487238, "growth_momentum": 7.91870028707784, "company_age_years": 33.24845995893224, "ebitda": 9854000000.0, "spy_multiple": 15.0, "sector_multiple": 15.83796995845318, "sector_premium_over_spy": 0.05586466389687872}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2017-11-30", "company_multiple": 4.258192593740316, "revenue_cagr_3y": 0.14156266463791045, "revenue_cagr_5y": 0.2997512025605049, "earnings_cagr_3y": 0.3872983823978384, "quarterly_revenue_growth_yoy": 0.7136020151133501, "quarterly_earnings_growth_yoy": 13.877777777777778, "revenue_growth_qoq": 0.10834147930922125, "gross_margin": 0.550786417756872, "operating_margin": 0.455240335146259, "net_margin": 0.3936498603557254, "roa_ttm": 0.20400096797612324, "roe_ttm": 0.33681079641303385, "debt_to_ebitda": 0.7007282305546948, "net_debt_to_ebitda": 0.23528044623489308, "interest_coverage": 104.09677419354838, "debt_to_equity": 0.4015360028411613, "current_ratio": 2.3926204549525343, "quick_ratio": 1.8266165144187714, "fcf_to_ebitda": 0.3561357297799814, "capex_to_revenue": 0.2614554091988771, "working_capital_to_revenue": 0.3357806089397538, "capital_efficiency": 0.27040588219457856, "financial_health": -0.1777967460367315, "margin_quality": 0.4665588710862855, "growth_momentum": 7.295689896445564, "company_age_years": 33.497604380561256, "ebitda": 12908000000.0, "spy_multiple": 15.0, "sector_multiple": 15.441169771616018, "sector_premium_over_spy": 0.029411318107734452}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2018-02-28", "company_multiple": 3.9755220238859637, "revenue_cagr_3y": 0.2083953694047782, "revenue_cagr_5y": 0.2874790648887644, "earnings_cagr_3y": 0.5244620949750938, "quarterly_revenue_growth_yoy": 0.5815404475043029, "quarterly_earnings_growth_yoy": 2.7013422818791946, "revenue_growth_qoq": 0.08055269733940909, "gross_margin": 0.580873350564549, "operating_margin": 0.48524010338729423, "net_margin": 0.4501428377091552, "roa_ttm": 0.24239633570026417, "roe_ttm": 0.38922831458925167, "debt_to_ebitda": 0.5981764479260305, "net_debt_to_ebitda": 0.09554385514318736, "interest_coverage": 176.97727272727272, "debt_to_equity": 0.36253259135307625, "current_ratio": 2.5812550937245313, "quick_ratio": 2.0622656886715567, "fcf_to_ebitda": 0.4129960190060357, "capex_to_revenue": 0.2769742439477144, "working_capital_to_revenue": 0.37516435919251295, "capital_efficiency": 0.31581232514475793, "financial_health": -0.113905298396688, "margin_quality": 0.5054187638869995, "growth_momentum": 1.6414413646917487, "company_age_years": 33.74401095140315, "ebitda": 15574000000.0, "spy_multiple": 15.0, "sector_multiple": 15.468205262246412, "sector_premium_over_spy": 0.03121368414976078}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2018-05-31", "company_multiple": 3.998798469244189, "revenue_cagr_3y": 0.2648611157457421, "revenue_cagr_5y": 0.27456744201294203, "earnings_cagr_3y": 0.9820180350786518, "quarterly_revenue_growth_yoy": 0.40082644628099173, "quarterly_earnings_growth_yoy": 1.321190042501518, "revenue_growth_qoq": 0.060672017412596924, "gross_margin": 0.6057457996665384, "operating_margin": 0.5069898678979095, "net_margin": 0.49031678850840066, "roa_ttm": 0.2910264069781336, "roe_ttm": 0.42507591888024016, "debt_to_ebitda": 0.37925600765377904, "net_debt_to_ebitda": 0.0, "interest_coverage": 222.1125, "debt_to_equity": 0.23522636043142867, "current_ratio": 2.6345402005779364, "quick_ratio": 2.061873193948666, "fcf_to_ebitda": 0.40109178907085374, "capex_to_revenue": 0.2962369610879704, "working_capital_to_revenue": 0.34234041795720743, "capital_efficiency": 0.3580511629291869, "financial_health": -0.02177849011126093, "margin_quality": 0.5343508186909496, "growth_momentum": 0.8610082443912548, "company_age_years": 33.9958932238193, "ebitda": 17769000000.0, "spy_multiple": 15.0, "sector_multiple": 14.046831563706563, "sector_premium_over_spy": -0.06354456241956241}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2018-08-31", "company_multiple": 3.0955636143850107, "revenue_cagr_3y": 0.32845439093906914, "revenue_cagr_5y": 0.2431201823550999, "earnings_cagr_3y": 1.0940565303902035, "quarterly_revenue_growth_yoy": 0.37504072987943954, "quarterly_earnings_growth_yoy": 0.8264358108108109, "revenue_growth_qoq": 0.0824676157496473, "gross_margin": 0.6103080568720379, "operating_margin": 0.5186018957345971, "net_margin": 0.5124407582938388, "roa_ttm": 0.3258714496495758, "roe_ttm": 0.4376974050907289, "debt_to_ebitda": 0.20655787246902388, "net_debt_to_ebitda": 0.0, "interest_coverage": 397.08, "debt_to_equity": 0.1269895336595033, "current_ratio": 2.7874522071602366, "quick_ratio": 2.16266944734098, "fcf_to_ebitda": 0.4188072932406568, "capex_to_revenue": 0.2989371853509263, "working_capital_to_revenue": 0.3384225593103221, "capital_efficiency": 0.3817844273701524, "financial_health": 0.049600612954792844, "margin_quality": 0.5471169036334913, "growth_momentum": 0.6007382703451252, "company_age_years": 34.247775496235455, "ebitda": 19854000000.0, "spy_multiple": 15.0, "sector_multiple": 14.008707784431138, "sector_premium_over_spy": -0.06608614770459076}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2018-11-30", "company_multiple": 2.1419489156626508, "revenue_cagr_3y": 0.33177886836694404, "revenue_cagr_5y": 0.14379704789037695, "earnings_cagr_3y": 1.519077352519779, "quarterly_revenue_growth_yoy": 0.16316331030427753, "quarterly_earnings_growth_yoy": 0.2296489917849141, "revenue_growth_qoq": -0.06244075829383886, "gross_margin": 0.5832174902059901, "operating_margin": 0.47504107165423987, "net_margin": 0.4161506381903197, "roa_ttm": 0.3307545688978585, "roe_ttm": 0.4355014910390032, "debt_to_ebitda": 0.17460240963855422, "net_debt_to_ebitda": 0.0, "interest_coverage": 628.7878787878788, "debt_to_equity": 0.10697097640910568, "current_ratio": 2.898246290229331, "quick_ratio": 2.1512815571401043, "fcf_to_ebitda": 0.42689156626506025, "capex_to_revenue": 0.3084346528681629, "working_capital_to_revenue": 0.312688486079807, "capital_efficiency": 0.38312802996843087, "financial_health": 0.004499881985626536, "margin_quality": 0.49146973335018324, "growth_momentum": 0.1964061510445958, "company_age_years": 34.496919917864474, "ebitda": 20750000000.0, "spy_multiple": 15.0, "sector_multiple": 13.987371821881734, "sector_premium_over_spy": -0.06750854520788441}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2019-11-30", "company_multiple": 5.441921264789027, "revenue_cagr_3y": 0.09019323907010923, "revenue_cagr_5y": 0.02381137797292876, "earnings_cagr_3y": 0.3972356640097001, "quarterly_revenue_growth_yoy": -0.34993049412359406, "quarterly_earnings_growth_yoy": -0.8508958396598846, "revenue_growth_qoq": 0.05626283367556468, "gross_margin": 0.265552099533437, "operating_margin": 0.10069984447900467, "net_margin": 0.09545101088646968, "roa_ttm": 0.07071642933392415, "roe_ttm": 0.0961917808219178, "debt_to_ebitda": 0.5555439221023977, "net_debt_to_ebitda": 0.0, "interest_coverage": 203.2127659574468, "debt_to_equity": 0.14536986301369864, "current_ratio": 2.559284470476492, "quick_ratio": 1.7767927813835682, "fcf_to_ebitda": 0.13736781488849334, "capex_to_revenue": 0.43988951882541066, "working_capital_to_revenue": 0.4772980568881136, "capital_efficiency": 0.08345410507792098, "financial_health": 0.007653036094203203, "margin_quality": 0.15390098496630378, "growth_momentum": -0.6004131668917393, "company_age_years": 35.49623545516769, "ebitda": 9551000000.0, "spy_multiple": 15.0, "sector_multiple": 12.519806087511606, "sector_premium_over_spy": -0.16534626083255966}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2020-05-31", "company_multiple": 6.288926920674579, "revenue_cagr_3y": -0.007725112383147992, "revenue_cagr_5y": 0.07134177275852527, "earnings_cagr_3y": -0.21294095298847715, "quarterly_revenue_growth_yoy": 0.13575605680868838, "quarterly_earnings_growth_yoy": -0.04404761904761905, "revenue_growth_qoq": 0.1336251824056702, "gross_margin": 0.3242000735564546, "operating_margin": 0.16329532916513423, "net_margin": 0.14766458256712026, "roa_ttm": 0.043457359869243345, "roe_ttm": 0.0597567424643046, "debt_to_ebitda": 0.7860087445346658, "net_debt_to_ebitda": 0.0, "interest_coverage": 156.9607843137255, "debt_to_equity": 0.1663670015864622, "current_ratio": 2.893936944219887, "quick_ratio": 2.020048504446241, "fcf_to_ebitda": 0.03447845096814491, "capex_to_revenue": 0.39468615734110324, "working_capital_to_revenue": 0.5784977035903007, "capital_efficiency": 0.05160705116677397, "financial_health": 0.0013240245428542963, "margin_quality": 0.21171999509623637, "growth_momentum": 0.04585421888053466, "company_age_years": 35.997262149212865, "ebitda": 8005000000.0, "spy_multiple": 20.0, "sector_multiple": 11.872061552919066, "sector_premium_over_spy": -0.4063969223540467}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2020-08-31", "company_multiple": 5.787681728880157, "revenue_cagr_3y": -0.0044731123860370925, "revenue_cagr_5y": 0.10962612485880219, "earnings_cagr_3y": -0.25276291854603483, "quarterly_revenue_growth_yoy": 0.24353182751540042, "quarterly_earnings_growth_yoy": 0.7611408199643493, "revenue_growth_qoq": 0.11364472232438397, "gross_margin": 0.3414795244385733, "operating_margin": 0.19105019815059446, "net_margin": 0.16314398943196828, "roa_ttm": 0.05005775177912739, "roe_ttm": 0.06890450302595139, "debt_to_ebitda": 0.7203282098694095, "net_debt_to_ebitda": 0.0, "interest_coverage": 173.06, "debt_to_equity": 0.15983690634936917, "current_ratio": 2.707611152976639, "quick_ratio": 1.8625470987189148, "fcf_to_ebitda": 0.0095920490003467, "capex_to_revenue": 0.38362491252624215, "working_capital_to_revenue": 0.5285747609050618, "capital_efficiency": 0.059481127402539385, "financial_health": -0.010881001853249278, "margin_quality": 0.23189123734037867, "growth_momentum": 0.5023363237398749, "company_age_years": 36.24914442162902, "ebitda": 8653000000.0, "spy_multiple": 20.0, "sector_multiple": 12.921672201045904, "sector_premium_over_spy": -0.3539163899477048}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2020-11-30", "company_multiple": 7.983697780678852, "revenue_cagr_3y": -0.053253527799606015, "revenue_cagr_5y": 0.11499096980352186, "earnings_cagr_3y": -0.3306781683446508, "quarterly_revenue_growth_yoy": 0.12227838258164853, "quarterly_earnings_growth_yoy": 0.6354378818737271, "revenue_growth_qoq": -0.04673051519154557, "gross_margin": 0.3007102026675905, "operating_margin": 0.15000866100814134, "net_margin": 0.1390957907500433, "roa_ttm": 0.055856661265388984, "roe_ttm": 0.07514972310622196, "debt_to_ebitda": 0.7211705831157529, "net_debt_to_ebitda": 0.07006092254134029, "interest_coverage": 191.5, "debt_to_equity": 0.16611120855990177, "current_ratio": 2.905942334739803, "quick_ratio": 1.9353023909985936, "fcf_to_ebitda": -0.08224543080939947, "capex_to_revenue": 0.4087200870195794, "working_capital_to_revenue": 0.49134336475707036, "capital_efficiency": 0.06550319218580547, "financial_health": -0.047799107165653124, "margin_quality": 0.19660488480859173, "growth_momentum": 0.3788581322276878, "company_age_years": 36.498288843258045, "ebitda": 9192000000.0, "spy_multiple": 20.0, "sector_multiple": 12.519799885648942, "sector_premium_over_spy": -0.37401000571755294}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2021-05-31", "company_multiple": 8.95328792860498, "revenue_cagr_3y": -0.016295921669316704, "revenue_cagr_5y": 0.20693675682746848, "earnings_cagr_3y": -0.23152149036781144, "quarterly_revenue_growth_yoy": 0.3648400147112909, "quarterly_earnings_growth_yoy": 1.1606475716064757, "revenue_growth_qoq": 0.19018601667735727, "gross_margin": 0.4211802748585287, "operating_margin": 0.24238749663163567, "net_margin": 0.23376448396658583, "roa_ttm": 0.07380726811218562, "roe_ttm": 0.09770699732601339, "debt_to_ebitda": 0.6308125880695162, "net_debt_to_ebitda": 0.0, "interest_coverage": 231.41304347826087, "debt_to_equity": 0.15890106249556307, "current_ratio": 3.3982057854265837, "quick_ratio": 2.567557671182717, "fcf_to_ebitda": 0.05260685767966181, "capex_to_revenue": 0.4039314160160082, "working_capital_to_revenue": 0.5139482873621847, "capital_efficiency": 0.0857571327190995, "financial_health": -0.013178230941125163, "margin_quality": 0.2991107518189167, "growth_momentum": 0.7627437931588833, "company_age_years": 36.99657768651608, "ebitda": 10645000000.0, "spy_multiple": 20.0, "sector_multiple": 15.686246645483678, "sector_premium_over_spy": -0.21568766772581616}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2021-08-31", "company_multiple": 6.632359766343923, "revenue_cagr_3y": -0.00659954026827636, "revenue_cagr_5y": 0.20796093927969062, "earnings_cagr_3y": -0.14323655045977868, "quarterly_revenue_growth_yoy": 0.36624834874504625, "quarterly_earnings_growth_yoy": 1.7530364372469636, "revenue_growth_qoq": 0.11479385610347616, "gross_margin": 0.47280638143582304, "operating_margin": 0.35714285714285715, "net_margin": 0.3287406333091612, "roa_ttm": 0.09959387585175619, "roe_ttm": 0.13340768898094826, "debt_to_ebitda": 0.5422901496359126, "net_debt_to_ebitda": 0.0, "interest_coverage": 265.8936170212766, "debt_to_equity": 0.15425761955705278, "current_ratio": 3.0988480697384806, "quick_ratio": 2.400373599003736, "fcf_to_ebitda": 0.19508682083700088, "capex_to_revenue": 0.36202851470853636, "working_capital_to_revenue": 0.4866630572098899, "capital_efficiency": 0.11650078241635223, "financial_health": -0.0187928767284892, "margin_quality": 0.3862299572959471, "growth_momentum": 1.0596423929960048, "company_age_years": 37.24845995893224, "ebitda": 12497000000.0, "spy_multiple": 20.0, "sector_multiple": 16.877275799184723, "sector_premium_over_spy": -0.15613621004076383}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2021-11-30", "company_multiple": 6.399972310674235, "revenue_cagr_3y": -0.009612299075512865, "revenue_cagr_5y": 0.14128280707974872, "earnings_cagr_3y": -0.1119804559638582, "quarterly_revenue_growth_yoy": 0.33154339165078817, "quarterly_earnings_growth_yoy": 1.87173100871731, "revenue_growth_qoq": -0.07094512932076384, "gross_margin": 0.4637700013008976, "operating_margin": 0.3422661636529205, "net_margin": 0.29998699102380644, "roa_ttm": 0.12023642360317409, "roe_ttm": 0.16040777206587087, "debt_to_ebitda": 0.4301536757579953, "net_debt_to_ebitda": 0.0, "interest_coverage": 321.02222222222224, "debt_to_equity": 0.13535767186547007, "current_ratio": 3.100583538083538, "quick_ratio": 2.3593366093366095, "fcf_to_ebitda": 0.26872490654852554, "capex_to_revenue": 0.35642661804922515, "working_capital_to_revenue": 0.4618319322056788, "capital_efficiency": 0.14032209783452249, "financial_health": 0.008936227371265898, "margin_quality": 0.3686743853258749, "growth_momentum": 1.101637200184049, "company_age_years": 37.497604380561256, "ebitda": 14446000000.0, "spy_multiple": 20.0, "sector_multiple": 21.350334819015615, "sector_premium_over_spy": 0.06751674095078064}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2017-03-31", "company_multiple": 9.638902223833696, "revenue_cagr_3y": 0.21066382777661308, "revenue_cagr_5y": 0.17719925222790023, "earnings_cagr_3y": 1.2807233497698802, "quarterly_revenue_growth_yoy": -0.005845323741007194, "quarterly_earnings_growth_yoy": 4.278894472361809, "revenue_growth_qoq": -0.09385245901639344, "gross_margin": 0.48801447308909995, "operating_margin": 0.7593848937132519, "net_margin": 0.5902306648575305, "roa_ttm": 0.08058778690607267, "roe_ttm": 0.15360400355153767, "debt_to_ebitda": 1.5733623398598018, "net_debt_to_ebitda": 1.0323906212231084, "interest_coverage": 48.104651162790695, "debt_to_equity": 0.5253854225522641, "current_ratio": 2.267312348668281, "quick_ratio": 1.713317191283293, "fcf_to_ebitda": 0.4802997341068407, "capex_to_revenue": 0.055561412756984715, "working_capital_to_revenue": 0.27590933052187666, "capital_efficiency": 0.11709589522880517, "financial_health": -0.42972325169842407, "margin_quality": 0.6125433438866273, "growth_momentum": 2.136524574310401, "company_age_years": 6.650239561943874, "ebitda": 4137000000.0, "spy_multiple": 15.0, "sector_multiple": 15.09235963089985, "sector_premium_over_spy": 0.006157308726656652}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2017-06-30", "company_multiple": 9.972328709909048, "revenue_cagr_3y": 0.17743006656400961, "revenue_cagr_5y": 0.1501646049369456, "earnings_cagr_3y": -0.32453997476392304, "quarterly_revenue_growth_yoy": -0.06892177589852008, "quarterly_earnings_growth_yoy": 4.769230769230769, "revenue_growth_qoq": -0.004070556309362279, "gross_margin": 0.49182561307901906, "operating_margin": 0.022706630336058128, "net_margin": 0.022252497729336965, "roa_ttm": 0.08316404266124937, "roe_ttm": 0.15615066751430387, "debt_to_ebitda": 1.5672570607946386, "net_debt_to_ebitda": 0.9348970799425562, "interest_coverage": 55.70666666666666, "debt_to_equity": 0.5203432930705658, "current_ratio": 1.8684598378776713, "quick_ratio": 1.4344141488577744, "fcf_to_ebitda": 0.4691239827668741, "capex_to_revenue": 0.060180218837159405, "working_capital_to_revenue": 0.25284273760995496, "capital_efficiency": 0.11965735508777661, "financial_health": -0.3482915848329764, "margin_quality": 0.17892824704813806, "growth_momentum": 2.3501544966661245, "company_age_years": 6.899383983572895, "ebitda": 4178000000.0, "spy_multiple": 15.0, "sector_multiple": 14.177214688219387, "sector_premium_over_spy": -0.05485235411870759}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 10.19787842143028, "revenue_cagr_3y": 0.16362558609161093, "revenue_cagr_5y": 0.15327615168598907, "earnings_cagr_3y": -0.03717772672925557, "quarterly_revenue_growth_yoy": -0.03321182665046578, "quarterly_earnings_growth_yoy": 0.18681318681318682, "revenue_growth_qoq": 0.08401453224341508, "gross_margin": 0.5090071219103477, "operating_margin": 0.0682865521575199, "net_margin": 0.04524507750314202, "roa_ttm": 0.08330181145715126, "roe_ttm": 0.15466250487709715, "debt_to_ebitda": 1.568045922028223, "net_debt_to_ebitda": 0.8349677110739058, "interest_coverage": 55.01315789473684, "debt_to_equity": 0.511587982832618, "current_ratio": 2.0369959304476506, "quick_ratio": 1.5911949685534592, "fcf_to_ebitda": 0.43410667304472617, "capex_to_revenue": 0.06829004329004329, "working_capital_to_revenue": 0.3033549783549784, "capital_efficiency": 0.11898215816712421, "financial_health": -0.32393128212954037, "margin_quality": 0.20751291719033652, "growth_momentum": 0.07680068008136051, "company_age_years": 7.151266255989048, "ebitda": 4181000000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2017-12-31", "company_multiple": 10.367720284900285, "revenue_cagr_3y": 0.16909956339443677, "revenue_cagr_5y": 0.17088120181111033, "earnings_cagr_3y": 0.7160748871058822, "quarterly_revenue_growth_yoy": 0.006557377049180328, "quarterly_earnings_growth_yoy": 0.4480769230769231, "revenue_growth_qoq": 0.028906577293674067, "gross_margin": 0.505700325732899, "operating_margin": 0.08550488599348534, "net_margin": 0.30659609120521175, "roa_ttm": 0.09210362177221507, "roe_ttm": 0.16374658091224958, "debt_to_ebitda": 1.558641975308642, "net_debt_to_ebitda": 0.7165242165242165, "interest_coverage": 57.6986301369863, "debt_to_equity": 0.4853256450062837, "current_ratio": 2.2236938925680647, "quick_ratio": 1.7689477557027227, "fcf_to_ebitda": 0.4342355175688509, "capex_to_revenue": 0.06676750216076059, "working_capital_to_revenue": 0.35933448573898014, "capital_efficiency": 0.12792510134223234, "financial_health": -0.2823165124143441, "margin_quality": 0.2992671009771987, "growth_momentum": 0.2273171500630517, "company_age_years": 7.403148528405202, "ebitda": 4212000000.0, "spy_multiple": 15.0, "sector_multiple": 16.935676706798343, "sector_premium_over_spy": 0.12904511378655625}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 6.899624141566265, "revenue_cagr_3y": 0.1711739492149691, "revenue_cagr_5y": 0.143782072056426, "earnings_cagr_3y": 0.7146996611352776, "quarterly_revenue_growth_yoy": 0.024298282362798494, "quarterly_earnings_growth_yoy": 15.851851851851851, "revenue_growth_qoq": 0.06768558951965066, "gross_margin": 0.5137014314928425, "operating_margin": 0.9042944785276074, "net_margin": 0.7443762781186094, "roa_ttm": 0.1275170972644377, "roe_ttm": 0.2525157528449168, "debt_to_ebitda": 1.3674698795180722, "net_debt_to_ebitda": 0.9492254733218589, "interest_coverage": 76.19672131147541, "debt_to_equity": 0.597761685319289, "current_ratio": 1.224416017797553, "quick_ratio": 0.8673526140155728, "fcf_to_ebitda": 0.8059380378657487, "capex_to_revenue": 0.06659619450317125, "working_capital_to_revenue": 0.08530655391120508, "capital_efficiency": 0.19001642505467725, "financial_health": -0.4112015283611239, "margin_quality": 0.7207907293796865, "growth_momentum": 7.938075067107325, "company_age_years": 8.150581793292266, "ebitda": 4648000000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 5.640223454819926, "revenue_cagr_3y": 0.14376308778004132, "revenue_cagr_5y": 0.1319599184143223, "earnings_cagr_3y": -0.34272425558880926, "quarterly_revenue_growth_yoy": -0.021579804560260585, "quarterly_earnings_growth_yoy": -0.6334661354581673, "revenue_growth_qoq": -0.01717791411042945, "gross_margin": 0.5172700790678318, "operating_margin": 0.09321681231793591, "net_margin": 0.11485642946317104, "roa_ttm": 0.1025545750116117, "roe_ttm": 0.21018562589243217, "debt_to_ebitda": 1.5805477679534181, "net_debt_to_ebitda": 0.9790813025663144, "interest_coverage": 61.01315789473684, "debt_to_equity": 0.697667777248929, "current_ratio": 1.5435745937961596, "quick_ratio": 1.1657311669128507, "fcf_to_ebitda": 0.7996549493206815, "capex_to_revenue": 0.07026682257893058, "working_capital_to_revenue": 0.19559902200489, "capital_efficiency": 0.15637010045202193, "financial_health": -0.4627492095087536, "margin_quality": 0.24178110694964627, "growth_momentum": -0.32752297000921393, "company_age_years": 8.402464065708418, "ebitda": 4637000000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 7.040453192928852, "revenue_cagr_3y": -0.01987688531659737, "revenue_cagr_5y": 0.1094091079646784, "earnings_cagr_3y": -0.6249302195741243, "quarterly_revenue_growth_yoy": -0.07712648743940062, "quarterly_earnings_growth_yoy": -1.3620689655172413, "revenue_growth_qoq": -0.1285892634207241, "gross_margin": 0.5119388729703916, "operating_margin": 0.025787965616045846, "net_margin": -0.01002865329512894, "roa_ttm": 0.10298955108359133, "roe_ttm": 0.21856072271840674, "debt_to_ebitda": 1.6019205587079879, "net_debt_to_ebitda": 1.1235268441728503, "interest_coverage": 52.666666666666664, "debt_to_equity": 0.7535160661123088, "current_ratio": 1.4163090128755365, "quick_ratio": 1.0358675659104843, "fcf_to_ebitda": 0.7389786119598428, "capex_to_revenue": 0.07138214904679376, "working_capital_to_revenue": 0.14709705372616985, "capital_efficiency": 0.16077513690099904, "financial_health": -0.5328089626591888, "margin_quality": 0.17589939509710284, "growth_momentum": -0.719597726478321, "company_age_years": 8.648870636550308, "ebitda": 4582000000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 13.108975596933186, "revenue_cagr_3y": -0.028336910624815692, "revenue_cagr_5y": 0.08375500139003633, "earnings_cagr_3y": 0.06200941900934942, "quarterly_revenue_growth_yoy": -0.0736196319018405, "quarterly_earnings_growth_yoy": -0.9401098901098901, "revenue_growth_qoq": 0.02165087956698241, "gross_margin": 0.5236203090507726, "operating_margin": 0.10286975717439294, "net_margin": 0.04812362030905077, "roa_ttm": 0.019055236661334338, "roe_ttm": 0.04313099041533546, "debt_to_ebitda": 3.105147864184009, "net_debt_to_ebitda": 1.8138006571741512, "interest_coverage": 27.948979591836736, "debt_to_equity": 0.9057507987220448, "current_ratio": 1.9014715291106845, "quick_ratio": 1.5387076135636597, "fcf_to_ebitda": 0.6046002190580504, "capex_to_revenue": 0.07060919924267736, "working_capital_to_revenue": 0.3138434124067268, "capital_efficiency": 0.0310931135383349, "financial_health": -0.6177163218690752, "margin_quality": 0.22487122884473879, "growth_momentum": -0.5068647610058653, "company_age_years": 9.149897330595483, "ebitda": 2739000000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 15.667213203812317, "revenue_cagr_3y": -0.019361520160059098, "revenue_cagr_5y": 0.08404809411644987, "earnings_cagr_3y": -0.39702333894796527, "quarterly_revenue_growth_yoy": -0.04244694132334582, "quarterly_earnings_growth_yoy": -0.5869565217391305, "revenue_growth_qoq": 0.015894039735099338, "gross_margin": 0.5254237288135594, "operating_margin": 0.08561495002172968, "net_margin": 0.04954367666232073, "roa_ttm": 0.012140287769784174, "roe_ttm": 0.025738798856053385, "debt_to_ebitda": 2.6997800586510263, "net_debt_to_ebitda": 2.3167155425219943, "interest_coverage": 28.416666666666668, "debt_to_equity": 0.7801080394026056, "current_ratio": 1.8241206030150754, "quick_ratio": 1.15857063093244, "fcf_to_ebitda": 0.6396627565982405, "capex_to_revenue": 0.07074462093049454, "working_capital_to_revenue": 0.16627238932071645, "capital_efficiency": 0.018939543312918777, "financial_health": -0.7278998059893362, "margin_quality": 0.22019411849920326, "growth_momentum": -0.31470173153123815, "company_age_years": 9.401779603011637, "ebitda": 2728000000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2021-12-31", "company_multiple": 18.072223051557184, "revenue_cagr_3y": 0.08141480204605656, "revenue_cagr_5y": 0.04488423035025235, "earnings_cagr_3y": 0.2968680860669408, "quarterly_revenue_growth_yoy": 0.21220582369365776, "quarterly_earnings_growth_yoy": 0.948220064724919, "revenue_growth_qoq": 0.06221600838867529, "gross_margin": 0.5616979269496545, "operating_margin": 0.26554787759131293, "net_margin": 0.1980914774596907, "roa_ttm": 0.08967599693251534, "roe_ttm": 0.28661151960784315, "debt_to_ebitda": 2.7814708191572888, "net_debt_to_ebitda": 2.040827008636483, "interest_coverage": 39.802083333333336, "debt_to_equity": 1.6280637254901962, "current_ratio": 2.132137030995106, "quick_ratio": 1.647226753670473, "fcf_to_ebitda": 0.5613713687516357, "capex_to_revenue": 0.08424477989695381, "working_capital_to_revenue": 0.250926511796077, "capital_efficiency": 0.18814375827017923, "financial_health": -1.4838449566943341, "margin_quality": 0.3417790940002194, "growth_momentum": 0.5802129442092884, "company_age_years": 11.403148528405202, "ebitda": 3821000000.0, "spy_multiple": 20.0, "sector_multiple": 25.089771479454207, "sector_premium_over_spy": 0.2544885739727103}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 9.715715448256207, "revenue_cagr_3y": 0.12907962363862202, "revenue_cagr_5y": 0.061628070361512854, "earnings_cagr_3y": 0.8501663676371822, "quarterly_revenue_growth_yoy": 0.08983218163869694, "quarterly_earnings_growth_yoy": 0.19933554817275748, "revenue_growth_qoq": -0.038606676342525396, "gross_margin": 0.5709541062801933, "operating_margin": 0.29589371980676327, "net_margin": 0.2179951690821256, "roa_ttm": 0.11994319159924255, "roe_ttm": 0.37414418042690295, "debt_to_ebitda": 2.2284011916583912, "net_debt_to_ebitda": 1.5098311817279046, "interest_coverage": 46.620370370370374, "debt_to_equity": 1.5062424486508257, "current_ratio": 2.120795107033639, "quick_ratio": 1.575840978593272, "fcf_to_ebitda": 0.5298907646474678, "capex_to_revenue": 0.09291934873154108, "working_capital_to_revenue": 0.2775463839454752, "capital_efficiency": 0.24704368601307275, "financial_health": -1.343152245159782, "margin_quality": 0.36161433172302737, "growth_momentum": 0.14458386490572722, "company_age_years": 12.402464065708418, "ebitda": 5035000000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 13.979697744548286, "revenue_cagr_3y": 0.10928180726178915, "revenue_cagr_5y": 0.07326074931864057, "earnings_cagr_3y": 0.3114692119757676, "quarterly_revenue_growth_yoy": 0.03321256038647343, "quarterly_earnings_growth_yoy": -0.03462603878116344, "revenue_growth_qoq": -0.0034944670937682005, "gross_margin": 0.5476329631794272, "operating_margin": 0.2650496785505552, "net_margin": 0.20368205727644653, "roa_ttm": 0.1148523795836242, "roe_ttm": 0.3235770476631189, "debt_to_ebitda": 2.3208722741433023, "net_debt_to_ebitda": 1.5632398753894081, "interest_coverage": 44.174311926605505, "debt_to_equity": 1.2928042572882925, "current_ratio": 1.912916565312576, "quick_ratio": 1.393821454633909, "fcf_to_ebitda": 0.729595015576324, "capex_to_revenue": 0.11855980717083459, "working_capital_to_revenue": 0.2826905694486291, "capital_efficiency": 0.21921471362337155, "financial_health": -1.0273203358066407, "margin_quality": 0.338788233002143, "growth_momentum": -0.0007067391973450028, "company_age_years": 13.401779603011637, "ebitda": 4815000000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 14.788792512969495, "revenue_cagr_3y": 0.06787651376419812, "revenue_cagr_5y": 0.0834339972662903, "earnings_cagr_3y": 0.21873341189127116, "quarterly_revenue_growth_yoy": 0.0016020506247997437, "quarterly_earnings_growth_yoy": 0.03902439024390244, "revenue_growth_qoq": -0.08649912331969609, "gross_margin": 0.5703774792066538, "operating_margin": 0.27383237364043506, "net_margin": 0.20441458733205375, "roa_ttm": 0.12096912521440824, "roe_ttm": 0.3195152338883226, "debt_to_ebitda": 2.1120564432454865, "net_debt_to_ebitda": 1.5546793940651586, "interest_coverage": 40.15833333333333, "debt_to_equity": 1.1527919356665535, "current_ratio": 2.3545081967213113, "quick_ratio": 1.6366120218579234, "fcf_to_ebitda": 0.7816974476032372, "capex_to_revenue": 0.11587982832618025, "working_capital_to_revenue": 0.2986220917099616, "capital_efficiency": 0.2202421795513654, "financial_health": -1.0376118327506014, "margin_quality": 0.34954148005971425, "growth_momentum": 0.02031322043435109, "company_age_years": 13.650924024640657, "ebitda": 4819000000.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 16.124118858833473, "revenue_cagr_3y": 0.06399861923940753, "revenue_cagr_5y": 0.07120462135260075, "earnings_cagr_3y": 0.183436960863945, "quarterly_revenue_growth_yoy": -0.052137011215519856, "quarterly_earnings_growth_yoy": -0.05730659025787966, "revenue_growth_qoq": 0.0003198976327575176, "gross_margin": 0.5628397825391749, "operating_margin": 0.28653661656539814, "net_margin": 0.21042532779021425, "roa_ttm": 0.11989136057941024, "roe_ttm": 0.3083832335329341, "debt_to_ebitda": 2.151310228233305, "net_debt_to_ebitda": 1.5980557903634827, "interest_coverage": 41.50877192982456, "debt_to_equity": 1.128853404302506, "current_ratio": 2.210796915167095, "quick_ratio": 1.5205655526992288, "fcf_to_ebitda": 0.8112848689771767, "capex_to_revenue": 0.11228926691585933, "working_capital_to_revenue": 0.28743611259440077, "capital_efficiency": 0.21413729705617218, "financial_health": -0.9606553404658178, "margin_quality": 0.3532672422982624, "growth_momentum": -0.05472180073669976, "company_age_years": 13.900068446269678, "ebitda": 4732000000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 14.935479469385605, "revenue_cagr_3y": 0.04341041577690863, "revenue_cagr_5y": 0.07488754572658518, "earnings_cagr_3y": 0.11425783222030872, "quarterly_revenue_growth_yoy": -0.05358182877111241, "quarterly_earnings_growth_yoy": -0.08767471410419314, "revenue_growth_qoq": 0.03933482571154461, "gross_margin": 0.5652307692307692, "operating_margin": 0.3046153846153846, "net_margin": 0.22092307692307692, "roa_ttm": 0.11458025265114707, "roe_ttm": 0.288326600042526, "debt_to_ebitda": 2.187325456498389, "net_debt_to_ebitda": 1.6476906552094521, "interest_coverage": 48.489583333333336, "debt_to_equity": 1.08250053157559, "current_ratio": 2.3482620320855614, "quick_ratio": 1.6016042780748663, "fcf_to_ebitda": 0.7862513426423201, "capex_to_revenue": 0.11156673114119922, "working_capital_to_revenue": 0.31210831721470017, "capital_efficiency": 0.20145342634683655, "financial_health": -0.9233189061770274, "margin_quality": 0.36358974358974355, "growth_momentum": -0.07062827143765277, "company_age_years": 14.151950718685832, "ebitda": 4655000000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 14.784955897929706, "revenue_cagr_3y": 0.007835774910563087, "revenue_cagr_5y": 0.06217647504398793, "earnings_cagr_3y": -0.06315106111545776, "quarterly_revenue_growth_yoy": -0.09088252483927528, "quarterly_earnings_growth_yoy": -0.2898134863701578, "revenue_growth_qoq": -0.04276923076923077, "gross_margin": 0.539376406300225, "operating_margin": 0.21697203471552556, "net_margin": 0.15911282545805208, "roa_ttm": 0.10293213040803773, "roe_ttm": 0.27333115539584013, "debt_to_ebitda": 2.6129032258064515, "net_debt_to_ebitda": 1.8832450649975927, "interest_coverage": 41.54, "debt_to_equity": 1.1819666775563542, "current_ratio": 2.357972885732731, "quick_ratio": 1.5974822466107166, "fcf_to_ebitda": 0.469421916225325, "capex_to_revenue": 0.0609445205327414, "working_capital_to_revenue": 0.3335183129855716, "capital_efficiency": 0.18813164290193893, "financial_health": -1.0032205162158434, "margin_quality": 0.30515375549126755, "growth_momentum": -0.19034800560471654, "company_age_years": 14.403832991101986, "ebitda": 4154000000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 7.843394190871369, "revenue_cagr_3y": 0.07326994071382043, "revenue_cagr_5y": -0.012579955653145403, "earnings_cagr_3y": 0.16787946042870638, "quarterly_revenue_growth_yoy": -0.061552595314653194, "quarterly_earnings_growth_yoy": -0.3466424682395644, "revenue_growth_qoq": -0.027490182077829346, "gross_margin": 0.33712677435144395, "operating_margin": 0.07354380812530592, "net_margin": 0.04405286343612335, "roa_ttm": 0.04853311198153096, "roe_ttm": 0.11311970979443772, "debt_to_ebitda": 2.258091286307054, "net_debt_to_ebitda": 1.2298755186721992, "interest_coverage": 38.62179487179487, "debt_to_equity": 0.8225513905683193, "current_ratio": 1.5988733815369094, "quick_ratio": 0.9601479737682865, "fcf_to_ebitda": 0.3679668049792531, "capex_to_revenue": 0.08143048050665272, "working_capital_to_revenue": 0.20693161350299227, "capital_efficiency": 0.08082641088798434, "financial_health": -0.34420099827245604, "margin_quality": 0.15157448197095774, "growth_momentum": -0.2040975317771088, "company_age_years": 15.9233401779603, "ebitda": 602500000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2016-06-30", "company_multiple": 10.955842509175843, "revenue_cagr_3y": 0.08444101709336671, "revenue_cagr_5y": -0.0062602730959000485, "earnings_cagr_3y": -0.19266871759884163, "quarterly_revenue_growth_yoy": -0.0030664395229982964, "quarterly_earnings_growth_yoy": -0.504930966469428, "revenue_growth_qoq": 0.07415565345080763, "gross_margin": 0.3507632718159034, "operating_margin": 0.09421280473912053, "net_margin": 0.02859421280473912, "roa_ttm": 0.02648496178949785, "roe_ttm": 0.0949497324945617, "debt_to_ebitda": 5.792125458792126, "net_debt_to_ebitda": 4.810977644310977, "interest_coverage": 14.237529691211401, "debt_to_equity": 2.0411546828149802, "current_ratio": 1.5246330821102736, "quick_ratio": 0.9294724315747719, "fcf_to_ebitda": 0.4134134134134134, "capex_to_revenue": 0.07466201482773659, "working_capital_to_revenue": 0.19226631777874692, "capital_efficiency": 0.06071734714202978, "financial_health": -1.6291712310612034, "margin_quality": 0.157856763119921, "growth_momentum": -0.2539987029962132, "company_age_years": 16.17248459958932, "ebitda": 599400000.0, "spy_multiple": 15.0, "sector_multiple": 15.3795352735426, "sector_premium_over_spy": 0.025302351569506776}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 11.654266666666667, "revenue_cagr_3y": 0.20650802271592616, "revenue_cagr_5y": 0.10428731592263096, "earnings_cagr_3y": 0.5692177663376368, "quarterly_revenue_growth_yoy": 0.5006545281447102, "quarterly_earnings_growth_yoy": 1.0499075785582255, "revenue_growth_qoq": 0.32611210432222104, "gross_margin": 0.3049167327517843, "operating_margin": 0.047739888977002376, "net_margin": 0.0879460745440127, "roa_ttm": 0.026298307434579168, "roe_ttm": 0.09987933304080737, "debt_to_ebitda": 5.249710144927536, "net_debt_to_ebitda": 3.7597101449275363, "interest_coverage": 16.87041564792176, "debt_to_equity": 1.9867814831066257, "current_ratio": 1.9094236656462131, "quick_ratio": 1.2238120590975643, "fcf_to_ebitda": 0.533768115942029, "capex_to_revenue": 0.0544933323095037, "working_capital_to_revenue": 0.3497657989710512, "capital_efficiency": 0.06308882023769327, "financial_health": -1.5345548795289763, "margin_quality": 0.14686756542426646, "growth_momentum": 0.7752810533514678, "company_age_years": 16.67624914442163, "ebitda": 690000000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2017-03-31", "company_multiple": 11.133758692204465, "revenue_cagr_3y": 0.26692617400818697, "revenue_cagr_5y": 0.14054374073295706, "earnings_cagr_3y": 0.11973998287410592, "quarterly_revenue_growth_yoy": 0.7580763582966226, "quarterly_earnings_growth_yoy": 1.1722222222222223, "revenue_growth_qoq": 0.1393338620142744, "gross_margin": 0.3501774900814366, "operating_margin": 0.13085543258857102, "net_margin": 0.05443029164056518, "roa_ttm": 0.03379335281887486, "roe_ttm": 0.11351214574898785, "debt_to_ebitda": 3.976576796388923, "net_debt_to_ebitda": 3.0873490301329753, "interest_coverage": 21.346354166666668, "debt_to_equity": 1.6495951417004049, "current_ratio": 2.1527227722772277, "quick_ratio": 1.3182343234323433, "fcf_to_ebitda": 0.5878980114676101, "capex_to_revenue": 0.04261664899257688, "working_capital_to_revenue": 0.3086558854718982, "capital_efficiency": 0.07365274928393135, "financial_health": -1.4017213644823854, "margin_quality": 0.17848773810352428, "growth_momentum": 0.9651492902594224, "company_age_years": 16.922655715263517, "ebitda": 819700000.0, "spy_multiple": 15.0, "sector_multiple": 15.09235963089985, "sector_premium_over_spy": 0.006157308726656652}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2017-06-30", "company_multiple": 8.60118456725756, "revenue_cagr_3y": 0.2087562031034238, "revenue_cagr_5y": 0.1243027918331685, "earnings_cagr_3y": -0.0007089686885571878, "quarterly_revenue_growth_yoy": 0.5242652084757348, "quarterly_earnings_growth_yoy": 2.741035856573705, "revenue_growth_qoq": -0.0686991021089998, "gross_margin": 0.36771300448430494, "operating_margin": 0.12085201793721972, "net_margin": 0.07017937219730942, "roa_ttm": 0.04288661603968219, "roe_ttm": 0.13980443596470307, "debt_to_ebitda": 3.2747653806047965, "net_debt_to_ebitda": 2.3659019812304485, "interest_coverage": 27.636887608069163, "debt_to_equity": 1.4979728118292392, "current_ratio": 2.0278022300469485, "quick_ratio": 1.2927670187793427, "fcf_to_ebitda": 0.7237747653806048, "capex_to_revenue": 0.04205270123932138, "working_capital_to_revenue": 0.28097300766053024, "capital_efficiency": 0.09134552600219263, "financial_health": -1.2425121353846116, "margin_quality": 0.18624813153961137, "growth_momentum": 1.6326505325247198, "company_age_years": 17.17180013689254, "ebitda": 959000000.0, "spy_multiple": 15.0, "sector_multiple": 14.177214688219387, "sector_premium_over_spy": -0.05485235411870759}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 9.269307900382428, "revenue_cagr_3y": 0.18612402045365428, "revenue_cagr_5y": 0.13902091313490206, "earnings_cagr_3y": 0.3897121045636769, "quarterly_revenue_growth_yoy": 0.46271952886738876, "quarterly_earnings_growth_yoy": 9.762376237623762, "revenue_growth_qoq": 0.03953662182361734, "gross_margin": 0.3767344884607089, "operating_margin": 0.1353080739089798, "net_margin": 0.07815083758717377, "roa_ttm": 0.05708830688062029, "roe_ttm": 0.1770475501717592, "debt_to_ebitda": 2.744986475142244, "net_debt_to_ebitda": 1.9043932468986102, "interest_coverage": 30.719197707736388, "debt_to_equity": 1.3301844151148075, "current_ratio": 1.9697754145385853, "quick_ratio": 1.2498425802840551, "fcf_to_ebitda": 0.7772595839940304, "capex_to_revenue": 0.049017801201488964, "working_capital_to_revenue": 0.2554269708473077, "capital_efficiency": 0.11706792852618975, "financial_health": -1.0819976040854105, "margin_quality": 0.19673113331895417, "growth_momentum": 5.1125478832455755, "company_age_years": 17.423682409308693, "ebitda": 1072100000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2017-12-31", "company_multiple": 9.46173073637451, "revenue_cagr_3y": 0.16813341825793438, "revenue_cagr_5y": 0.1515717330983657, "earnings_cagr_3y": 5.780290987074149, "quarterly_revenue_growth_yoy": 0.09238699444885012, "quarterly_earnings_growth_yoy": 3.7781785392245264, "revenue_growth_qoq": -0.009634049895750953, "gross_margin": 0.37328493647912886, "operating_margin": 0.12784029038112524, "net_margin": 0.38468239564428314, "roa_ttm": 0.11267390307292463, "roe_ttm": 0.29174463797322586, "debt_to_ebitda": 2.5216128481120794, "net_debt_to_ebitda": 1.7107466256620536, "interest_coverage": 35.25903614457831, "debt_to_equity": 1.062257089391104, "current_ratio": 2.081907871389027, "quick_ratio": 1.3086095535524167, "fcf_to_ebitda": 0.5967025457030583, "capex_to_revenue": 0.07138604751853656, "working_capital_to_revenue": 0.27499052876549224, "capital_efficiency": 0.20220927052307525, "financial_health": -0.8410508312463189, "margin_quality": 0.2952692075015124, "growth_momentum": 1.9352827668366883, "company_age_years": 17.675564681724847, "ebitda": 1170600000.0, "spy_multiple": 15.0, "sector_multiple": 16.935676706798343, "sector_premium_over_spy": 0.12904511378655625}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2018-03-31", "company_multiple": 10.544775429326288, "revenue_cagr_3y": 0.16520293863952196, "revenue_cagr_5y": 0.1582020650200946, "earnings_cagr_3y": 0.36325763862801597, "quarterly_revenue_growth_yoy": -0.041135936521194405, "quarterly_earnings_growth_yoy": 0.7851662404092071, "revenue_growth_qoq": 7.259528130671507e-05, "gross_margin": 0.3755807200929152, "operating_margin": 0.13509001161440184, "net_margin": 0.101335656213705, "roa_ttm": 0.12007269623163663, "roe_ttm": 0.2978076765469198, "debt_to_ebitda": 2.3378467635402904, "net_debt_to_ebitda": 1.5742239101717306, "interest_coverage": 38.45079365079365, "debt_to_equity": 0.966944406501844, "current_ratio": 1.5254498714652955, "quick_ratio": 0.9290488431876607, "fcf_to_ebitda": 0.5435105680317041, "capex_to_revenue": 0.08276805251641138, "working_capital_to_revenue": 0.1863603209336251, "capital_efficiency": 0.20894018638927822, "financial_health": -0.5844456877075553, "margin_quality": 0.20400212930700734, "growth_momentum": 0.37201515194400636, "company_age_years": 17.921971252566735, "ebitda": 1211200000.0, "spy_multiple": 15.0, "sector_multiple": 17.05486987273345, "sector_premium_over_spy": 0.13699132484889653}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 9.300331546164157, "revenue_cagr_3y": 0.18249885415457334, "revenue_cagr_5y": 0.16163785256845742, "earnings_cagr_3y": 0.45229385177969794, "quarterly_revenue_growth_yoy": 0.08811659192825112, "quarterly_earnings_growth_yoy": 0.6538871139510117, "revenue_growth_qoq": 0.05683797909407665, "gross_margin": 0.3812075005151453, "operating_margin": 0.13991345559447765, "net_margin": 0.10666941410811182, "roa_ttm": 0.12792402669480493, "roe_ttm": 0.3038044716373222, "debt_to_ebitda": 2.1815027990223133, "net_debt_to_ebitda": 1.5111566664038476, "interest_coverage": 38.90490797546012, "debt_to_equity": 0.9004458619455202, "current_ratio": 1.5445910290237468, "quick_ratio": 0.9090237467018469, "fcf_to_ebitda": 0.4000630765591737, "capex_to_revenue": 0.09641371677466574, "working_capital_to_revenue": 0.1842232099823274, "capital_efficiency": 0.21586424916606356, "financial_health": -0.5410236175684228, "margin_quality": 0.20926345673924493, "growth_momentum": 0.37100185293963145, "company_age_years": 18.171115674195757, "ebitda": 1268300000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 7.454275367843257, "revenue_cagr_3y": 0.19466220199544093, "revenue_cagr_5y": 0.1659775468339988, "earnings_cagr_3y": 0.5332928666935479, "quarterly_revenue_growth_yoy": 0.10841900927457042, "quarterly_earnings_growth_yoy": 0.5354185832566697, "revenue_growth_qoq": 0.05893261899855759, "gross_margin": 0.386975416747746, "operating_margin": 0.1595641175325939, "net_margin": 0.10825711876499967, "roa_ttm": 0.1338362708845043, "roe_ttm": 0.31194363184549084, "debt_to_ebitda": 2.0697568041472896, "net_debt_to_ebitda": 1.3447434626820156, "interest_coverage": 42.041666666666664, "debt_to_equity": 0.8539838319021107, "current_ratio": 2.355670495170001, "quick_ratio": 1.4424583555183692, "fcf_to_ebitda": 0.3867500190592361, "capex_to_revenue": 0.09911867470926695, "working_capital_to_revenue": 0.3098197368192327, "capital_efficiency": 0.22288995136499756, "financial_health": -0.6944364870495985, "margin_quality": 0.21826555101511316, "growth_momentum": 0.32191879626562003, "company_age_years": 18.42299794661191, "ebitda": 1311700000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 6.200660967023493, "revenue_cagr_3y": 0.21390445074829012, "revenue_cagr_5y": 0.15923820599975813, "earnings_cagr_3y": 0.45195900911381104, "quarterly_revenue_growth_yoy": 0.09117967332123413, "quarterly_earnings_growth_yoy": -0.6874882053217588, "revenue_growth_qoq": -0.025037296490886683, "gross_margin": 0.37901669882243366, "operating_margin": 0.14802741001929345, "net_margin": 0.11017231055817976, "roa_ttm": 0.08268754283304339, "roe_ttm": 0.19781813595661496, "debt_to_ebitda": 1.9872835692219268, "net_debt_to_ebitda": 1.2188375601695525, "interest_coverage": 42.306990881458965, "debt_to_equity": 0.8721465506369025, "current_ratio": 2.1559926495610156, "quick_ratio": 1.3221261825359014, "fcf_to_ebitda": 0.5455851713485164, "capex_to_revenue": 0.08757634009832775, "working_capital_to_revenue": 0.28894408247282377, "capital_efficiency": 0.1402528393948292, "financial_health": -0.6875108993072654, "margin_quality": 0.2124054731333023, "growth_momentum": -0.29815426600026235, "company_age_years": 18.67488021902806, "ebitda": 1391900000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 7.703256377369246, "revenue_cagr_3y": 0.19272671270704467, "revenue_cagr_5y": 0.14437353569315947, "earnings_cagr_3y": 0.4689072732010624, "quarterly_revenue_growth_yoy": 0.006533101045296167, "quarterly_earnings_growth_yoy": -0.1826647564469914, "revenue_growth_qoq": -0.07750648659437163, "gross_margin": 0.3704745420452906, "operating_margin": 0.1342853021779893, "net_margin": 0.0822876099812491, "roa_ttm": 0.07957114339727404, "roe_ttm": 0.18819961228190857, "debt_to_ebitda": 1.973635456747898, "net_debt_to_ebitda": 1.3041185691891122, "interest_coverage": 44.27129337539432, "debt_to_equity": 0.866049652929773, "current_ratio": 2.312485768500949, "quick_ratio": 1.3825426944971537, "fcf_to_ebitda": 0.4382927176856206, "capex_to_revenue": 0.09695446129804834, "working_capital_to_revenue": 0.2937169840164422, "capital_efficiency": 0.1338853778395913, "financial_health": -0.7009365849408175, "margin_quality": 0.19568248473484298, "growth_momentum": -0.08806582770084762, "company_age_years": 18.921286789869953, "ebitda": 1403400000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2019-06-30", "company_multiple": 8.375154890101784, "revenue_cagr_3y": 0.15362825388472, "revenue_cagr_5y": 0.12209764908173715, "earnings_cagr_3y": 0.5947453781867165, "quarterly_revenue_growth_yoy": -0.07431829109142112, "quarterly_earnings_growth_yoy": -0.34449452672247266, "revenue_growth_qoq": -0.028054233376604645, "gross_margin": 0.3702604437189285, "operating_margin": 0.13118646583067448, "net_margin": 0.07553609853825036, "roa_ttm": 0.06433221889846912, "roe_ttm": 0.16748618025226766, "debt_to_ebitda": 2.696931700840832, "net_debt_to_ebitda": 2.044033043221714, "interest_coverage": 40.231454005934715, "debt_to_equity": 1.1167272394099501, "current_ratio": 2.418850647300284, "quick_ratio": 1.4133249131670351, "fcf_to_ebitda": 0.3546245758961499, "capex_to_revenue": 0.1140662040802201, "working_capital_to_revenue": 0.31101728642868265, "capital_efficiency": 0.11590919957536838, "financial_health": -0.9806036627841487, "margin_quality": 0.1923276693626178, "growth_momentum": -0.2094064089069469, "company_age_years": 19.170431211498972, "ebitda": 1355800000.0, "spy_multiple": 15.0, "sector_multiple": 19.48148323045808, "sector_premium_over_spy": 0.2987655486972052}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 12.685673870333988, "revenue_cagr_3y": 0.03591389008104362, "revenue_cagr_5y": 0.10157572946516646, "earnings_cagr_3y": -0.20132093552358088, "quarterly_revenue_growth_yoy": -0.06739405229193002, "quarterly_earnings_growth_yoy": -0.658816425120773, "revenue_growth_qoq": 0.014473874656245478, "gross_margin": 0.3464830931659295, "operating_margin": 0.09951490940219718, "net_margin": 0.040305321729205305, "roa_ttm": 0.025126105275651296, "roe_ttm": 0.06411848441711845, "debt_to_ebitda": 3.548624754420432, "net_debt_to_ebitda": 2.6702357563850687, "interest_coverage": 24.123222748815166, "debt_to_equity": 1.094133325256686, "current_ratio": 1.6608007039155301, "quick_ratio": 0.9830620325560933, "fcf_to_ebitda": 0.05923379174852652, "capex_to_revenue": 0.11497127530401058, "working_capital_to_revenue": 0.21776400442197213, "capital_efficiency": 0.04462229484638487, "financial_health": -0.765087657479234, "margin_quality": 0.16210110809911069, "growth_momentum": -0.3631052387063515, "company_age_years": 19.67419575633128, "ebitda": 1018000000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 12.390399617387608, "revenue_cagr_3y": -0.017959056454937006, "revenue_cagr_5y": 0.07816204181733988, "earnings_cagr_3y": 0.13895176588633995, "quarterly_revenue_growth_yoy": -0.046678245766391666, "quarterly_earnings_growth_yoy": 3.6457990115321253, "revenue_growth_qoq": 0.08553770086526576, "gross_margin": 0.3349275032262962, "operating_margin": 0.09716845061868974, "net_margin": 0.12191604038563729, "roa_ttm": 0.02179598011670629, "roe_ttm": 0.0589180347023427, "debt_to_ebitda": 4.505473482835583, "net_debt_to_ebitda": 2.747582102242534, "interest_coverage": 22.296208530805686, "debt_to_equity": 1.2383011041654495, "current_ratio": 2.1144695247074483, "quick_ratio": 1.4039154788974544, "fcf_to_ebitda": 0.20852375385269423, "capex_to_revenue": 0.0728145091641877, "working_capital_to_revenue": 0.3856635639573937, "capital_efficiency": 0.0403570074095245, "financial_health": -0.854625128656298, "margin_quality": 0.18467066474354107, "growth_momentum": 1.7995603828828668, "company_age_years": 20.424366872005475, "ebitda": 940900000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 17.046560148438306, "revenue_cagr_3y": 0.016378788516083764, "revenue_cagr_5y": 0.11471746237561575, "earnings_cagr_3y": -0.44826310174237194, "quarterly_revenue_growth_yoy": 0.03174489941503781, "quarterly_earnings_growth_yoy": 0.5752212389380531, "revenue_growth_qoq": 0.09792757913914826, "gross_margin": 0.34405033533844986, "operating_margin": 0.12113669363202655, "net_margin": 0.061536334093894765, "roa_ttm": 0.027018920166128287, "roe_ttm": 0.06618623710611841, "debt_to_ebitda": 3.598907329141326, "net_debt_to_ebitda": 2.4848984640758687, "interest_coverage": 23.208133971291865, "debt_to_equity": 0.9866610145541896, "current_ratio": 1.8938321536905967, "quick_ratio": 1.149527151608874, "fcf_to_ebitda": 0.4130502010102051, "capex_to_revenue": 0.09202664129400571, "working_capital_to_revenue": 0.28597526165556614, "capital_efficiency": 0.046602578636123354, "financial_health": -0.7117508921410923, "margin_quality": 0.17557445435479038, "growth_momentum": 0.30348306917654544, "company_age_years": 20.67624914442163, "ebitda": 970100000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2021-06-30", "company_multiple": 14.784675486381323, "revenue_cagr_3y": 0.04677411061046399, "revenue_cagr_5y": 0.13725794003072278, "earnings_cagr_3y": 0.058345443224710136, "quarterly_revenue_growth_yoy": 0.3761021837659662, "quarterly_earnings_growth_yoy": 132.5, "revenue_growth_qoq": 0.1270162651008976, "gross_margin": 0.383316366249476, "operating_margin": 0.1794718246601593, "net_margin": 0.11024612252230673, "roa_ttm": 0.06092339197617053, "roe_ttm": 0.1383574674981503, "debt_to_ebitda": 2.418988326848249, "net_debt_to_ebitda": 1.5698832684824904, "interest_coverage": 38.82175226586103, "debt_to_equity": 0.8213719479970405, "current_ratio": 2.2197099855680023, "quick_ratio": 1.3199092845852518, "fcf_to_ebitda": 0.6285603112840467, "capex_to_revenue": 0.07820530159588855, "working_capital_to_revenue": 0.3000405734379226, "capital_efficiency": 0.09964042973716042, "financial_health": -0.6412251351769921, "margin_quality": 0.22434477114398066, "growth_momentum": 66.43805109188298, "company_age_years": 21.17180013689254, "ebitda": 1285000000.0, "spy_multiple": 20.0, "sector_multiple": 22.302302547260922, "sector_premium_over_spy": 0.11511512736304619}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2021-09-30", "company_multiple": 14.01288896, "revenue_cagr_3y": 0.041576252125186786, "revenue_cagr_5y": 0.12872370669703237, "earnings_cagr_3y": 0.22883891510555876, "quarterly_revenue_growth_yoy": 0.3224777954907766, "quarterly_earnings_growth_yoy": 0.9283935242839353, "revenue_growth_qoq": 0.04323612192346847, "gross_margin": 0.41375351587164916, "operating_margin": 0.22817289478215946, "net_margin": 0.17777395097870385, "roa_ttm": 0.0752401937208496, "roe_ttm": 0.16313019860804617, "debt_to_ebitda": 1.99264, "net_debt_to_ebitda": 1.103552, "interest_coverage": 48.98119122257053, "debt_to_equity": 0.7550258263210223, "current_ratio": 2.5218475174849386, "quick_ratio": 1.6025206010664081, "fcf_to_ebitda": 0.667456, "capex_to_revenue": 0.08089905362776026, "working_capital_to_revenue": 0.3466403785488959, "capital_efficiency": 0.11918519616444789, "financial_health": -0.5504188582305843, "margin_quality": 0.27323345387750414, "growth_momentum": 0.6254356598873559, "company_age_years": 21.423682409308693, "ebitda": 1562500000.0, "spy_multiple": 20.0, "sector_multiple": 19.845091813117204, "sector_premium_over_spy": -0.007745409344139809}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2021-12-31", "company_multiple": 16.96613931773569, "revenue_cagr_3y": 0.07091692548095874, "revenue_cagr_5y": 0.07921513464602681, "earnings_cagr_3y": 0.37009001901643557, "quarterly_revenue_growth_yoy": 0.2764295097835857, "quarterly_earnings_growth_yoy": 3.7853932584269665, "revenue_growth_qoq": 0.059698065553068135, "gross_margin": 0.45078814798764966, "operating_margin": 0.2672661285954174, "net_margin": 0.23070256215806295, "roa_ttm": 0.1048826095990027, "roe_ttm": 0.22017708378767392, "debt_to_ebitda": 1.6379118255610376, "net_debt_to_ebitda": 0.9203140750172423, "interest_coverage": 58.903125, "debt_to_equity": 0.6732891350809089, "current_ratio": 2.4501749384475833, "quick_ratio": 1.556369055332383, "fcf_to_ebitda": 0.6843864395989178, "capex_to_revenue": 0.07299919878928159, "working_capital_to_revenue": 0.33208700554912607, "capital_efficiency": 0.1625298466933383, "financial_health": -0.49495818809953646, "margin_quality": 0.31625227958037666, "growth_momentum": 2.030911384105276, "company_age_years": 21.675564681724847, "ebitda": 1884900000.0, "spy_multiple": 20.0, "sector_multiple": 25.089771479454207, "sector_premium_over_spy": 0.2544885739727103}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 9.380246269400777, "revenue_cagr_3y": 0.1448775398797344, "revenue_cagr_5y": 0.08836435788969621, "earnings_cagr_3y": 1.2032716626236954, "quarterly_revenue_growth_yoy": 0.13948323492768538, "quarterly_earnings_growth_yoy": 0.41887767081474525, "revenue_growth_qoq": -0.04059107908419228, "gross_margin": 0.4851207453888572, "operating_margin": 0.3311466058185967, "net_margin": 0.2872694428598593, "roa_ttm": 0.15880118545727762, "roe_ttm": 0.3073765856023269, "debt_to_ebitda": 1.0660706570507494, "net_debt_to_ebitda": 0.09594868556615374, "interest_coverage": 109.41454545454546, "debt_to_equity": 0.5183323907247314, "current_ratio": 2.7793732414863683, "quick_ratio": 1.9950519064713301, "fcf_to_ebitda": 0.529994350094719, "capex_to_revenue": 0.12471475583099133, "working_capital_to_revenue": 0.4405370997573923, "capital_efficiency": 0.23308888552980225, "financial_health": -0.24846819809652698, "margin_quality": 0.3678455980224377, "growth_momentum": 0.2791804528712153, "company_age_years": 22.67488021902806, "ebitda": 3008900000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2023-09-30", "company_multiple": 12.711139078371213, "revenue_cagr_3y": 0.18297903731442533, "revenue_cagr_5y": 0.07182329858780712, "earnings_cagr_3y": 0.5366200385635886, "quarterly_revenue_growth_yoy": -0.005381738575207516, "quarterly_earnings_growth_yoy": 0.8682269958319975, "revenue_growth_qoq": 0.04125286478227655, "gross_margin": 0.4726247248716067, "operating_margin": 0.31502201027146004, "net_margin": 0.26719552457813645, "roa_ttm": 0.1675513692183747, "roe_ttm": 0.29732907553144583, "debt_to_ebitda": 1.0304131542104793, "net_debt_to_ebitda": 0.23234339161776532, "interest_coverage": 207.2283950617284, "debt_to_equity": 0.4621941931777187, "current_ratio": 2.4392336059002724, "quick_ratio": 1.6035754369087702, "fcf_to_ebitda": 0.17172559649697655, "capex_to_revenue": 0.18241890028182528, "working_capital_to_revenue": 0.4306050248845716, "capital_efficiency": 0.23244022237491027, "financial_health": -0.13779682983107333, "margin_quality": 0.35161408657373433, "growth_momentum": 0.431422628628395, "company_age_years": 23.422313483915126, "ebitda": 3357100000.0, "spy_multiple": 12.0, "sector_multiple": 21.98354477825465, "sector_premium_over_spy": 0.8319620648545543}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 11.666046085525295, "revenue_cagr_3y": 0.11744999712968052, "revenue_cagr_5y": 0.06069607433833135, "earnings_cagr_3y": 0.8491081077139584, "quarterly_revenue_growth_yoy": -0.04064460924130063, "quarterly_earnings_growth_yoy": -0.06883998014231342, "revenue_growth_qoq": -0.07460564930300807, "gross_margin": 0.4667261285367425, "operating_margin": 0.3033050889450473, "net_margin": 0.2788266190971706, "roa_ttm": 0.1652415400447969, "roe_ttm": 0.2805874643435356, "debt_to_ebitda": 1.0364274401416105, "net_debt_to_ebitda": 0.2653333747399149, "interest_coverage": 203.80379746835442, "debt_to_equity": 0.4288284120987845, "current_ratio": 2.707592965744642, "quick_ratio": 1.7404744458692067, "fcf_to_ebitda": 0.1930064283717897, "capex_to_revenue": 0.16430388949472918, "working_capital_to_revenue": 0.4517993456924755, "capital_efficiency": 0.22291450219416625, "financial_health": -0.1388134555610399, "margin_quality": 0.3496192788596535, "growth_momentum": -0.054742294691807025, "company_age_years": 23.67419575633128, "ebitda": 3220100000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 10.263218122372724, "revenue_cagr_3y": 0.07926363621704002, "revenue_cagr_5y": 0.06081180428385369, "earnings_cagr_3y": 0.71440267930857, "quarterly_revenue_growth_yoy": -0.04949737204674185, "quarterly_earnings_growth_yoy": -0.018843404808317088, "revenue_growth_qoq": -0.07700312174817898, "gross_margin": 0.45825951575669727, "operating_margin": 0.28195629999463145, "net_margin": 0.24319536157191174, "roa_ttm": 0.16131544400685313, "roe_ttm": 0.26772855401962115, "debt_to_ebitda": 1.039763350459287, "net_debt_to_ebitda": 0.22568893040635218, "interest_coverage": 205.8653846153846, "debt_to_equity": 0.41103410923325007, "current_ratio": 2.87466105656849, "quick_ratio": 1.8708742402992051, "fcf_to_ebitda": 0.25396232290207066, "capex_to_revenue": 0.1534698381559588, "working_capital_to_revenue": 0.4916503187837175, "capital_efficiency": 0.21452199901323715, "financial_health": -0.11925752527347183, "margin_quality": 0.3278037257744135, "growth_momentum": -0.034170388427529466, "company_age_years": 23.923340177960302, "ebitda": 3211500000.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 10.56334579566311, "revenue_cagr_3y": 0.012868406454385584, "revenue_cagr_5y": 0.051843826026355844, "earnings_cagr_3y": 0.2247288216492629, "quarterly_revenue_growth_yoy": -0.1715049656226127, "quarterly_earnings_growth_yoy": -0.41345820326049254, "revenue_growth_qoq": -0.0684490256079884, "gross_margin": 0.45182111572153066, "operating_margin": 0.22389349930843708, "net_margin": 0.19490548639926233, "roa_ttm": 0.14178405130758193, "roe_ttm": 0.232220157083758, "debt_to_ebitda": 1.1357827476038338, "net_debt_to_ebitda": 0.37750662769356264, "interest_coverage": 187.40127388535032, "debt_to_equity": 0.4007074764674141, "current_ratio": 3.014775977121068, "quick_ratio": 1.9544327931363203, "fcf_to_ebitda": 0.3658826728298552, "capex_to_revenue": 0.12340960394007798, "working_capital_to_revenue": 0.5421454955879335, "capital_efficiency": 0.18700210419566998, "financial_health": -0.14192018765925202, "margin_quality": 0.29020670047641, "growth_momentum": -0.2924815844415526, "company_age_years": 24.17248459958932, "ebitda": 2942200000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 11.910223643353541, "revenue_cagr_3y": 0.0037742680621624114, "revenue_cagr_5y": 0.04980155915605056, "earnings_cagr_3y": 0.09056998850294606, "quarterly_revenue_growth_yoy": -0.19208547322083638, "quarterly_earnings_growth_yoy": -0.31062296207310797, "revenue_growth_qoq": 0.015387275242047027, "gross_margin": 0.45371473976956694, "operating_margin": 0.2527952778250752, "net_margin": 0.2279925080878597, "roa_ttm": 0.12608808066879254, "roe_ttm": 0.20451765473375194, "debt_to_ebitda": 1.2361378086647938, "net_debt_to_ebitda": 0.32300754103208634, "interest_coverage": 172.30573248407643, "debt_to_equity": 0.3895574375880989, "current_ratio": 3.0746500046979235, "quick_ratio": 2.020999718124589, "fcf_to_ebitda": 0.45638030459855095, "capex_to_revenue": 0.09532522804592093, "working_capital_to_revenue": 0.5985578552162539, "capital_efficiency": 0.16530286770127223, "financial_health": -0.1193236462005933, "margin_quality": 0.3115008418941673, "growth_momentum": -0.2513542176469722, "company_age_years": 24.424366872005475, "ebitda": 2705200000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 10.910556123652954, "revenue_cagr_3y": -0.02283477567938097, "revenue_cagr_5y": 0.0420645814445777, "earnings_cagr_3y": -0.03738220790603497, "quarterly_revenue_growth_yoy": -0.1464744066200882, "quarterly_earnings_growth_yoy": -0.3248622711924649, "revenue_growth_qoq": -0.02236222260060162, "gross_margin": 0.4523076923076923, "operating_margin": 0.2372133526850508, "net_margin": 0.22055152394775035, "roa_ttm": 0.11162685062953343, "roe_ttm": 0.17880041835296256, "debt_to_ebitda": 1.3160544324706993, "net_debt_to_ebitda": 0.2575709903248643, "interest_coverage": 166.18300653594773, "debt_to_equity": 0.38040562048110593, "current_ratio": 5.058435720707222, "quick_ratio": 3.3787833383278394, "fcf_to_ebitda": 0.4768347360969087, "capex_to_revenue": 0.09799076571170383, "working_capital_to_revenue": 0.7648927608262852, "capital_efficiency": 0.145213634491248, "financial_health": -0.18936099737278367, "margin_quality": 0.3033575229801645, "growth_momentum": -0.23566833890627656, "company_age_years": 24.67624914442163, "ebitda": 2542600000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2015-12-31", "company_multiple": 10.557233414116936, "revenue_cagr_3y": 0.26881530908909856, "revenue_cagr_5y": 0.22562365820537722, "earnings_cagr_3y": 0.7482616324618605, "quarterly_revenue_growth_yoy": 0.1505896958410925, "quarterly_earnings_growth_yoy": 0.8201844262295082, "revenue_growth_qoq": 0.0522252497729337, "gross_margin": 0.5093871385412171, "operating_margin": 0.35660336642209756, "net_margin": 0.38336210617177385, "roa_ttm": 0.2438366620022898, "roe_ttm": 0.2751966921265721, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.493757094211124, "debt_to_equity": 0.0, "current_ratio": 5.748029355803207, "quick_ratio": 4.996738244088068, "fcf_to_ebitda": 0.40328688276279917, "capex_to_revenue": 0.12498150723436992, "working_capital_to_revenue": 0.5168506080421339, "capital_efficiency": 0.25951667706443093, "financial_health": 0.31375143111563414, "margin_quality": 0.41645087037836287, "growth_momentum": 0.4853870610353003, "company_age_years": 47.800136892539356, "ebitda": 1320400000.0, "spy_multiple": 15.0, "sector_multiple": 15.776388778167018, "sector_premium_over_spy": 0.05175925187780117}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 10.114084814922764, "revenue_cagr_3y": 0.22157881847554384, "revenue_cagr_5y": 0.18955657413691518, "earnings_cagr_3y": 0.49966977543663327, "quarterly_revenue_growth_yoy": 0.01705812885448104, "quarterly_earnings_growth_yoy": 0.24984984984984984, "revenue_growth_qoq": -0.16368148467846352, "gross_margin": 0.5036769449103341, "operating_margin": 0.3324732292607406, "net_margin": 0.2684814862598374, "roa_ttm": 0.2526400889293113, "roe_ttm": 0.28222278666779554, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 428.875, "debt_to_equity": 0.0, "current_ratio": 6.550662149676625, "quick_ratio": 5.553125962426855, "fcf_to_ebitda": 0.42159720198192946, "capex_to_revenue": 0.11076723553511952, "working_capital_to_revenue": 0.5312288148082648, "capital_efficiency": 0.2674314377985534, "financial_health": 0.29748370471426405, "margin_quality": 0.3682105534769707, "growth_momentum": 0.13345398935216543, "company_age_years": 48.049281314168375, "ebitda": 1372400000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2016-06-30", "company_multiple": 8.13850463199358, "revenue_cagr_3y": 0.19900084137799068, "revenue_cagr_5y": 0.16118285141380295, "earnings_cagr_3y": 0.412110838054327, "quarterly_revenue_growth_yoy": -0.07197530864197531, "quarterly_earnings_growth_yoy": -0.10800385728061716, "revenue_growth_qoq": -0.03018965294800671, "gross_margin": 0.5032592789676733, "operating_margin": 0.3174138619129972, "net_margin": 0.2461088200079819, "roa_ttm": 0.24713704274843895, "roe_ttm": 0.2781777309848334, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 112.3688524590164, "debt_to_equity": 0.0, "current_ratio": 5.988760806916426, "quick_ratio": 4.727665706051873, "fcf_to_ebitda": 0.4001021226931213, "capex_to_revenue": 0.09743881957773512, "working_capital_to_revenue": 0.5191638675623801, "capital_efficiency": 0.2626573868666362, "financial_health": 0.24615112369492126, "margin_quality": 0.35559398696288413, "growth_momentum": -0.08998958296129624, "company_age_years": 48.2984257357974, "ebitda": 1370900000.0, "spy_multiple": 15.0, "sector_multiple": 15.3795352735426, "sector_premium_over_spy": 0.025302351569506776}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 9.695405937705157, "revenue_cagr_3y": 0.20538383769303437, "revenue_cagr_5y": 0.15735191144460114, "earnings_cagr_3y": 0.43112539403524663, "quarterly_revenue_growth_yoy": -0.05154405086285195, "quarterly_earnings_growth_yoy": 0.07678883071553229, "revenue_growth_qoq": 0.11134761207928695, "gross_margin": 0.5003591094086665, "operating_margin": 0.3489346420876227, "net_margin": 0.29542734019631317, "roa_ttm": 0.25813145198941745, "roe_ttm": 0.2810188061218727, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1713.625, "debt_to_equity": 0.0, "current_ratio": 9.524738344433873, "quick_ratio": 7.507611798287345, "fcf_to_ebitda": 0.656794806331607, "capex_to_revenue": 0.05937975068409851, "working_capital_to_revenue": 0.5448160535117057, "capital_efficiency": 0.26957512905564507, "financial_health": 0.2811122062561602, "margin_quality": 0.3815736972308674, "growth_momentum": 0.012622389926340169, "company_age_years": 48.550308008213555, "ebitda": 1370900000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 9.252466676431816, "revenue_cagr_3y": 0.21863914945258833, "revenue_cagr_5y": 0.18352064096888476, "earnings_cagr_3y": 0.39728083229265665, "quarterly_revenue_growth_yoy": -0.013487268018990074, "quarterly_earnings_growth_yoy": -0.2744159864902899, "revenue_growth_qoq": 0.09444577447929135, "gross_margin": 0.49808596740675926, "operating_margin": 0.35272886361150607, "net_margin": 0.2819643443071202, "roa_ttm": 0.2207983865017094, "roe_ttm": 0.24525312132885282, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 682.7, "debt_to_equity": 0.0, "current_ratio": 7.246209624258404, "quick_ratio": 5.852669742913645, "fcf_to_ebitda": 0.7912699575216053, "capex_to_revenue": 0.05063329772623226, "working_capital_to_revenue": 0.5783915763772318, "capital_efficiency": 0.23302575391528113, "financial_health": 0.3321691221683843, "margin_quality": 0.3775930584417952, "growth_momentum": -0.14395162725464, "company_age_years": 48.80219028062971, "ebitda": 1365400000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 11.463983836777954, "revenue_cagr_3y": 0.1108910731084165, "revenue_cagr_5y": 0.1851470411184315, "earnings_cagr_3y": 0.17163761894477436, "quarterly_revenue_growth_yoy": 0.17859707924347618, "quarterly_earnings_growth_yoy": 0.13978930307941653, "revenue_growth_qoq": 0.09302841918294849, "gross_margin": 0.5067032297379647, "operating_margin": 0.35131017672151127, "net_margin": 0.28569977655900874, "roa_ttm": 0.2208763337414728, "roe_ttm": 0.2484688983446885, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 686.1818181818181, "debt_to_equity": 0.0, "current_ratio": 6.789636504253673, "quick_ratio": 5.517401392111369, "fcf_to_ebitda": 0.7656995230524642, "capex_to_revenue": 0.08637782768253273, "working_capital_to_revenue": 0.6150517609683956, "capital_efficiency": 0.23467261604308065, "financial_health": 0.35350708413503584, "margin_quality": 0.38123772767282826, "growth_momentum": 0.15919319116144637, "company_age_years": 49.549623545516766, "ebitda": 1509600000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2017-12-31", "company_multiple": 10.09679003739147, "revenue_cagr_3y": 0.0930406244845039, "revenue_cagr_5y": 0.18314161998509482, "earnings_cagr_3y": -0.2881896771872632, "quarterly_revenue_growth_yoy": 0.1504976484742426, "quarterly_earnings_growth_yoy": -0.7269200930954228, "revenue_growth_qoq": 0.06835263050985171, "gross_margin": 0.5065120249073106, "operating_margin": 0.36457838197547293, "net_margin": 0.0669265139271794, "roa_ttm": 0.1790914829244934, "roe_ttm": 0.2109473144468658, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 751.3809523809524, "debt_to_equity": 0.0, "current_ratio": 8.356454121306376, "quick_ratio": 6.930015552099533, "fcf_to_ebitda": 0.6570124849483491, "capex_to_revenue": 0.07904460279757192, "working_capital_to_revenue": 0.6242016363156506, "capital_efficiency": 0.19501939868567958, "financial_health": 0.36599699627799664, "margin_quality": 0.3126723069366543, "growth_momentum": -0.2882112223105901, "company_age_years": 49.80150581793292, "ebitda": 1577900000.0, "spy_multiple": 15.0, "sector_multiple": 16.935676706798343, "sector_premium_over_spy": 0.12904511378655625}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2018-03-31", "company_multiple": 10.38911924882629, "revenue_cagr_3y": 0.0622245842167235, "revenue_cagr_5y": 0.16523507858676667, "earnings_cagr_3y": 0.18349096850174407, "quarterly_revenue_growth_yoy": 0.07244334859692379, "quarterly_earnings_growth_yoy": 0.2272120942641174, "revenue_growth_qoq": -0.13166650822321513, "gross_margin": 0.4977008977446902, "operating_margin": 0.3179329975914167, "net_margin": 0.30216772498357786, "roa_ttm": 0.18416893216159827, "roe_ttm": 0.21470689401012236, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1775.0, "debt_to_equity": 0.0, "current_ratio": 8.825431711145997, "quick_ratio": 7.361067503924647, "fcf_to_ebitda": 0.7509233176838811, "capex_to_revenue": 0.08697120004155089, "working_capital_to_revenue": 0.6472589399329992, "capital_efficiency": 0.1994379130858603, "financial_health": 0.39647215021811977, "margin_quality": 0.3726005401065616, "growth_momentum": 0.1498277214305206, "company_age_years": 50.04791238877481, "ebitda": 1597500000.0, "spy_multiple": 15.0, "sector_multiple": 17.05486987273345, "sector_premium_over_spy": 0.13699132484889653}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 10.232116516888752, "revenue_cagr_3y": 0.0335529652234865, "revenue_cagr_5y": 0.15446143236462406, "earnings_cagr_3y": 0.11370958681118326, "quarterly_revenue_growth_yoy": -0.0072158081705150975, "quarterly_earnings_growth_yoy": 0.1636880584890333, "revenue_growth_qoq": -0.0209108824173418, "gross_margin": 0.5006150061500615, "operating_margin": 0.33378061053337804, "net_margin": 0.32036229453203624, "roa_ttm": 0.19112328308908075, "roe_ttm": 0.22390947610766856, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 358.55555555555554, "debt_to_equity": 0.0, "current_ratio": 7.344125034886966, "quick_ratio": 5.940831705274909, "fcf_to_ebitda": 0.658444375581035, "capex_to_revenue": 0.10821497320638884, "working_capital_to_revenue": 0.5913063836428906, "capital_efficiency": 0.20751637959837466, "financial_health": 0.24211318545773838, "margin_quality": 0.3849193037384919, "growth_momentum": 0.07823612515925911, "company_age_years": 50.29705681040383, "ebitda": 1613500000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 9.488401697312588, "revenue_cagr_3y": 0.04612884479282342, "revenue_cagr_5y": 0.16150983522496487, "earnings_cagr_3y": 0.07596257702529252, "quarterly_revenue_growth_yoy": 0.024172252691448303, "quarterly_earnings_growth_yoy": 0.014930678990401706, "revenue_growth_qoq": 0.12758582131275858, "gross_margin": 0.49940499801666005, "operating_margin": 0.3372669575565252, "net_margin": 0.28312177707259023, "roa_ttm": 0.19018824162852824, "roe_ttm": 0.22416402245545522, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 439.4864864864865, "debt_to_equity": 0.0, "current_ratio": 3.000683153436262, "quick_ratio": 2.3309195245252083, "fcf_to_ebitda": 0.510239222680032, "capex_to_revenue": 0.11140124095139607, "working_capital_to_revenue": 0.3785677352637022, "capital_efficiency": 0.20717613204199173, "financial_health": 0.21748224233262234, "margin_quality": 0.3732645775485918, "growth_momentum": 0.019551465840925004, "company_age_years": 50.548939082819984, "ebitda": 1626100000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 6.808677108888469, "revenue_cagr_3y": 0.015999310621660934, "revenue_cagr_5y": 0.13983131572629914, "earnings_cagr_3y": -0.07096427648180936, "quarterly_revenue_growth_yoy": -0.07595779066451183, "quarterly_earnings_growth_yoy": 3.046875, "revenue_growth_qoq": -0.03609678698928996, "gross_margin": 0.49146090534979425, "operating_margin": 0.32993827160493827, "net_margin": 0.2931069958847737, "roa_ttm": 0.23906391778682817, "roe_ttm": 0.2805388406012431, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 481.72727272727275, "debt_to_equity": 0.0, "current_ratio": 6.181080324657151, "quick_ratio": 4.801007556675063, "fcf_to_ebitda": 0.5803610744165566, "capex_to_revenue": 0.13890868773263643, "working_capital_to_revenue": 0.4886882606055806, "capital_efficiency": 0.2598013791940357, "financial_health": 0.22910380046002238, "margin_quality": 0.37150205761316873, "growth_momentum": 1.485458604667744, "company_age_years": 50.80082135523614, "ebitda": 1589700000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 8.867715989994227, "revenue_cagr_3y": 0.014956038651461334, "revenue_cagr_5y": 0.10996905500942078, "earnings_cagr_3y": 0.009362651831158253, "quarterly_revenue_growth_yoy": -0.1127654915699584, "quarterly_earnings_growth_yoy": -0.2246376811594203, "revenue_growth_qoq": -0.1662551440329218, "gross_margin": 0.4867966436327739, "operating_margin": 0.29503948667324775, "net_margin": 0.2640671273445212, "roa_ttm": 0.22471933690064003, "roe_ttm": 0.2624176039599108, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 2227.285714285714, "debt_to_equity": 0.0, "current_ratio": 6.3851610996157255, "quick_ratio": 4.744605379840379, "fcf_to_ebitda": 0.4240908216278622, "capex_to_revenue": 0.14802854739355784, "working_capital_to_revenue": 0.4943692165748555, "capital_efficiency": 0.2435684704302754, "financial_health": 0.1712936732766761, "margin_quality": 0.3486344192168476, "growth_momentum": -0.16870158636468935, "company_age_years": 51.04722792607803, "ebitda": 1559100000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2019-06-30", "company_multiple": 9.41813182199832, "revenue_cagr_3y": 0.006739103982086991, "revenue_cagr_5y": 0.054948970229871996, "earnings_cagr_3y": -0.07990906738482861, "quarterly_revenue_growth_yoy": -0.1423459689142346, "quarterly_earnings_growth_yoy": -0.49703315881326354, "revenue_growth_qoq": -0.053553800592300096, "gross_margin": 0.4002607561929596, "operating_margin": 0.20808344198174705, "net_margin": 0.1878748370273794, "roa_ttm": 0.19174772318939348, "roe_ttm": 0.226468938266787, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 621.3913043478261, "debt_to_equity": 0.0, "current_ratio": 5.564438839848676, "quick_ratio": 4.099621689785624, "fcf_to_ebitda": 0.5029387069689337, "capex_to_revenue": 0.12344707403451571, "working_capital_to_revenue": 0.5086851425037945, "capital_efficiency": 0.20910833072809024, "financial_health": 0.15339817855151477, "margin_quality": 0.265406345067362, "growth_momentum": -0.3196895638637491, "company_age_years": 51.29637234770705, "ebitda": 1429200000.0, "spy_multiple": 15.0, "sector_multiple": 19.48148323045808, "sector_premium_over_spy": 0.2987655486972052}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 9.352177149237068, "revenue_cagr_3y": -0.0032023275880538327, "revenue_cagr_5y": 0.028712514512226228, "earnings_cagr_3y": -0.0514991221660539, "quarterly_revenue_growth_yoy": -0.17949226497421658, "quarterly_earnings_growth_yoy": -0.26234676007005253, "revenue_growth_qoq": 0.078748370273794, "gross_margin": 0.4906937394247039, "operating_margin": 0.2826927725404883, "net_margin": 0.25453226976069615, "roa_ttm": 0.17637821307546078, "roe_ttm": 0.20706886932052496, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 123.25688073394495, "debt_to_equity": 0.0, "current_ratio": 3.0073888191830473, "quick_ratio": 2.1573957897671825, "fcf_to_ebitda": 0.7018235950874582, "capex_to_revenue": 0.12571073205401564, "working_capital_to_revenue": 0.42640961857379767, "capital_efficiency": 0.19172354119799287, "financial_health": 0.2236135217786594, "margin_quality": 0.34263959390862947, "growth_momentum": -0.22091951252213454, "company_age_years": 51.5482546201232, "ebitda": 1343500000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2019-12-31", "company_multiple": 15.282128644146228, "revenue_cagr_3y": -0.006679833817941128, "revenue_cagr_5y": 0.021546609022446095, "earnings_cagr_3y": -0.0009059148222574365, "quarterly_revenue_growth_yoy": -0.07808641975308642, "quarterly_earnings_growth_yoy": -0.09757809757809757, "revenue_growth_qoq": 0.0830311820159536, "gross_margin": 0.49235576386564, "operating_margin": 0.3103448275862069, "net_margin": 0.2869099430867091, "roa_ttm": 0.16218233237754823, "roe_ttm": 0.19351814964966138, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 6483.0, "debt_to_equity": 0.0, "current_ratio": 7.042316926770709, "quick_ratio": 5.228391356542617, "fcf_to_ebitda": 0.6251735307727904, "capex_to_revenue": 0.12305734799600108, "working_capital_to_revenue": 0.609924566027447, "capital_efficiency": 0.1778502410136048, "financial_health": 0.18229309870772614, "margin_quality": 0.363203511512852, "growth_momentum": -0.087832258665592, "company_age_years": 51.800136892539356, "ebitda": 1296600000.0, "spy_multiple": 15.0, "sector_multiple": 26.1166920678956, "sector_premium_over_spy": 0.7411128045263733}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2020-06-30", "company_multiple": 16.754941395198447, "revenue_cagr_3y": -0.0647944405223223, "revenue_cagr_5y": -0.018765251116170112, "earnings_cagr_3y": -0.19236095019545618, "quarterly_revenue_growth_yoy": -0.039374185136897, "quarterly_earnings_growth_yoy": -0.09993060374739764, "revenue_growth_qoq": -0.03824565983553061, "gross_margin": 0.4496471226927253, "operating_margin": 0.21620521172638438, "net_margin": 0.1760314875135722, "roa_ttm": 0.15347764371894962, "roe_ttm": 0.18613714613618976, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 45.64944649446495, "debt_to_equity": 0.0, "current_ratio": 5.8274744452754925, "quick_ratio": 4.086761406133134, "fcf_to_ebitda": 0.8130304744968071, "capex_to_revenue": 0.10807711381105876, "working_capital_to_revenue": 0.600142573766427, "capital_efficiency": 0.1698073949275697, "financial_health": 0.15600110401387904, "margin_quality": 0.2806279406442273, "growth_momentum": -0.06965239444214733, "company_age_years": 52.2984257357974, "ebitda": 1237100000.0, "spy_multiple": 20.0, "sector_multiple": 26.78662418308661, "sector_premium_over_spy": 0.33933120915433035}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 16.142618600737816, "revenue_cagr_3y": 0.1280651020809871, "revenue_cagr_5y": 0.10254972289141318, "earnings_cagr_3y": 0.9340469191726957, "quarterly_revenue_growth_yoy": 0.6850797902019864, "quarterly_earnings_growth_yoy": 0.9809412679891093, "revenue_growth_qoq": 0.5781772575250836, "gross_margin": 0.5025827814569537, "operating_margin": 0.3779470198675497, "net_margin": 0.33728476821192055, "roa_ttm": 0.19687073323738882, "roe_ttm": 0.24168157829169404, "debt_to_ebitda": 0.01825124587405346, "net_debt_to_ebitda": 0.0, "interest_coverage": 1030.0666666666666, "debt_to_equity": 0.006387460644635213, "current_ratio": 5.073286052009457, "quick_ratio": 3.6578014184397163, "fcf_to_ebitda": 0.5699954695488965, "capex_to_revenue": 0.10340831800891755, "working_capital_to_revenue": 0.5208454039348062, "capital_efficiency": 0.21927615576454143, "financial_health": 0.11387874091294882, "margin_quality": 0.40593818984547464, "growth_momentum": 0.8330105290955478, "company_age_years": 52.80219028062971, "ebitda": 1545100000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2021-03-31", "company_multiple": 17.244396245116903, "revenue_cagr_3y": 0.08658614266187592, "revenue_cagr_5y": 0.08617337120584012, "earnings_cagr_3y": 0.055985835882645496, "quarterly_revenue_growth_yoy": 0.5295653308967497, "quarterly_earnings_growth_yoy": 0.7945886250690226, "revenue_growth_qoq": -0.22397350993377482, "gross_margin": 0.49121010411332994, "operating_margin": 0.3197644649257552, "net_margin": 0.2773510838026967, "roa_ttm": 0.21116420200892858, "roe_ttm": 0.2569658128726949, "debt_to_ebitda": 0.018249664742580607, "net_debt_to_ebitda": 0.0, "interest_coverage": 2143.875, "debt_to_equity": 0.00664219171105405, "current_ratio": 5.2093239227340264, "quick_ratio": 3.835252600297177, "fcf_to_ebitda": 0.661477464870853, "capex_to_revenue": 0.11244686200118846, "working_capital_to_revenue": 0.5179640718562875, "capital_efficiency": 0.2340650074408117, "financial_health": 0.18483189174107142, "margin_quality": 0.3627752176139272, "growth_momentum": 0.6620769779828861, "company_age_years": 53.04859685147159, "ebitda": 1715100000.0, "spy_multiple": 20.0, "sector_multiple": 23.75604802655682, "sector_premium_over_spy": 0.18780240132784098}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2021-06-30", "company_multiple": 16.068601790294718, "revenue_cagr_3y": 0.07674335196997673, "revenue_cagr_5y": 0.08231843429838404, "earnings_cagr_3y": 0.05644041296636715, "quarterly_revenue_growth_yoy": 0.5152008686210641, "quarterly_earnings_growth_yoy": 1.6044718581341557, "revenue_growth_qoq": -0.04727769243898276, "gross_margin": 0.49820852740953064, "operating_margin": 0.3048190612683626, "net_margin": 0.3025797205302759, "roa_ttm": 0.18954876973631482, "roe_ttm": 0.2836411609498681, "debt_to_ebitda": 0.7949536721980841, "net_debt_to_ebitda": 0.0, "interest_coverage": 734.7307692307693, "debt_to_equity": 0.30355001199328374, "current_ratio": 4.373481882966978, "quick_ratio": 3.5617785807487703, "fcf_to_ebitda": 0.5816887399884835, "capex_to_revenue": 0.11135646687697161, "working_capital_to_revenue": 0.7068349106203996, "capital_efficiency": 0.23659496534309143, "financial_health": 0.08277905528630503, "margin_quality": 0.36853576973605634, "growth_momentum": 1.05983636337761, "company_age_years": 53.29774127310061, "ebitda": 1910300000.0, "spy_multiple": 20.0, "sector_multiple": 22.302302547260922, "sector_premium_over_spy": 0.11511512736304619}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2021-09-30", "company_multiple": 14.131879148770011, "revenue_cagr_3y": 0.09138733276852062, "revenue_cagr_5y": 0.09429652099151586, "earnings_cagr_3y": 0.04553117547777674, "quarterly_revenue_growth_yoy": 0.3700877926421405, "quarterly_earnings_growth_yoy": 0.32158768732280274, "revenue_growth_qoq": 0.17422070942314583, "gross_margin": 0.46021817072240445, "operating_margin": 0.30078571973453355, "net_margin": 0.24891296056144632, "roa_ttm": 0.17442117638842003, "roe_ttm": 0.2828717600196334, "debt_to_ebitda": 1.1072823115970325, "net_debt_to_ebitda": 0.676347130027333, "interest_coverage": 189.7037037037037, "debt_to_equity": 0.4282720733986521, "current_ratio": 4.351404707668944, "quick_ratio": 3.007441154138193, "fcf_to_ebitda": 0.5467102694260054, "capex_to_revenue": 0.12759585837035878, "working_capital_to_revenue": 0.4319547474114815, "capital_efficiency": 0.2286464682040267, "financial_health": -0.3192683195852618, "margin_quality": 0.3366389503394615, "growth_momentum": 0.3458377399824716, "company_age_years": 53.549623545516766, "ebitda": 2048800000.0, "spy_multiple": 20.0, "sector_multiple": 19.845091813117204, "sector_premium_over_spy": -0.007745409344139809}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2021-12-31", "company_multiple": 13.44245136379387, "revenue_cagr_3y": 0.15826670014993294, "revenue_cagr_5y": 0.10560667343600572, "earnings_cagr_3y": 0.1196603997093666, "quarterly_revenue_growth_yoy": 0.00026490066225165563, "quarterly_earnings_growth_yoy": -0.21480463381111328, "revenue_growth_qoq": 0.15218552139751315, "gross_margin": 0.4511387711864407, "operating_margin": 0.2968087923728814, "net_margin": 0.2647643008474576, "roa_ttm": 0.161164935893717, "roe_ttm": 0.26039518578231036, "debt_to_ebitda": 1.097074402257314, "net_debt_to_ebitda": 0.6632344933419138, "interest_coverage": 183.64545454545456, "debt_to_equity": 0.41546998612725433, "current_ratio": 2.3951539442521406, "quick_ratio": 1.6313536163235562, "fcf_to_ebitda": 0.6129894559675264, "capex_to_revenue": 0.12335844994617869, "working_capital_to_revenue": 0.2997553576670907, "capital_efficiency": 0.21078006083801368, "financial_health": -0.3082139120919857, "margin_quality": 0.3375706214689265, "growth_momentum": -0.10726986657443081, "company_age_years": 53.80150581793292, "ebitda": 2020100000.0, "spy_multiple": 20.0, "sector_multiple": 25.089771479454207, "sector_premium_over_spy": 0.2544885739727103}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 7.452681449734464, "revenue_cagr_3y": 0.1404830693105843, "revenue_cagr_5y": 0.047923814350240734, "earnings_cagr_3y": 0.06366796008013886, "quarterly_revenue_growth_yoy": -0.1199020127118644, "quarterly_earnings_growth_yoy": -0.22630657664416104, "revenue_growth_qoq": -0.05522388059701493, "gross_margin": 0.46325133528925, "operating_margin": 0.27638606785526215, "net_margin": 0.23275408109531331, "roa_ttm": 0.13240717973936564, "roe_ttm": 0.21346330564514676, "debt_to_ebitda": 1.0336345849249977, "net_debt_to_ebitda": 0.6516817292462499, "interest_coverage": 127.01775147928994, "debt_to_equity": 0.39979098722499506, "current_ratio": 2.786046511627907, "quick_ratio": 1.7470420236638107, "fcf_to_ebitda": 0.5297214199198733, "capex_to_revenue": 0.09037609576774437, "working_capital_to_revenue": 0.4126307851823923, "capital_efficiency": 0.17293524269225619, "financial_health": -0.21292848726570918, "margin_quality": 0.32413049474660843, "growth_momentum": -0.17310429467801272, "company_age_years": 54.80082135523614, "ebitda": 2146600000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 9.801496724997556, "revenue_cagr_3y": 0.14602432692607947, "revenue_cagr_5y": 0.04771025056721423, "earnings_cagr_3y": 0.08731365436405714, "quarterly_revenue_growth_yoy": -0.13664270739742437, "quarterly_earnings_growth_yoy": -0.23871811641595814, "revenue_growth_qoq": -0.13255096667418942, "gross_margin": 0.4540803052640708, "operating_margin": 0.2570462232243517, "net_margin": 0.20189055589281069, "roa_ttm": 0.12573373898684642, "roe_ttm": 0.19391581921889445, "debt_to_ebitda": 0.9871443933913383, "net_debt_to_ebitda": 0.5801642389285365, "interest_coverage": 108.24338624338624, "debt_to_equity": 0.35226499677301193, "current_ratio": 2.686644601484927, "quick_ratio": 1.5622148671616423, "fcf_to_ebitda": 0.6052400039104506, "capex_to_revenue": 0.07752830925419758, "working_capital_to_revenue": 0.3681179226864506, "capital_efficiency": 0.15982477910287043, "financial_health": -0.1659278285120493, "margin_quality": 0.30433902812707775, "growth_momentum": -0.18768041190669127, "company_age_years": 55.04722792607803, "ebitda": 2045800000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2023-06-30", "company_multiple": 9.595371560812548, "revenue_cagr_3y": 0.1328532343789317, "revenue_cagr_5y": 0.03675817051443464, "earnings_cagr_3y": 0.14716063878416796, "quarterly_revenue_growth_yoy": -0.13094272269998378, "quarterly_earnings_growth_yoy": -0.2674897119341564, "revenue_growth_qoq": -0.07102593010146561, "gross_margin": 0.42970500373412995, "operating_margin": 0.21947348767737118, "net_margin": 0.18278566094100074, "roa_ttm": 0.12289552344608405, "roe_ttm": 0.17696796474931523, "debt_to_ebitda": 0.8585240421702237, "net_debt_to_ebitda": 0.48742607354075596, "interest_coverage": 120.03086419753086, "debt_to_equity": 0.2840129978393644, "current_ratio": 3.8253152160607176, "quick_ratio": 2.3127677806341045, "fcf_to_ebitda": 0.7314991000257135, "capex_to_revenue": 0.06142402128774745, "working_capital_to_revenue": 0.46526629843164136, "capital_efficiency": 0.14993174409769963, "financial_health": -0.16850990819206338, "margin_quality": 0.2773213841175006, "growth_momentum": -0.19921621731707007, "company_age_years": 55.29637234770705, "ebitda": 1944500000.0, "spy_multiple": 12.0, "sector_multiple": 25.26096136091598, "sector_premium_over_spy": 1.1050801134096653}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2023-09-30", "company_multiple": 9.517866492146597, "revenue_cagr_3y": 0.08401949586574897, "revenue_cagr_5y": 0.038627749614335904, "earnings_cagr_3y": -0.0028432322416218625, "quarterly_revenue_growth_yoy": -0.1337597725657427, "quarterly_earnings_growth_yoy": -0.1899404367968233, "revenue_growth_qoq": 0.13778939507094848, "gross_margin": 0.39235313423039053, "operating_margin": 0.20840170659665244, "net_margin": 0.2008532983262225, "roa_ttm": 0.11662928548542134, "roe_ttm": 0.161572985680701, "debt_to_ebitda": 0.9218643296152971, "net_debt_to_ebitda": 0.5128044616435238, "interest_coverage": 141.70967741935485, "debt_to_equity": 0.2663126572081477, "current_ratio": 2.5884198516828296, "quick_ratio": 1.5238638524434303, "fcf_to_ebitda": 0.9221488732073754, "capex_to_revenue": 0.04947196379180287, "working_capital_to_revenue": 0.35007543374402816, "capital_efficiency": 0.13910113558306117, "financial_health": -0.12713825975751017, "margin_quality": 0.2672027130510885, "growth_momentum": -0.161850104681283, "company_age_years": 55.5482546201232, "ebitda": 1757200000.0, "spy_multiple": 12.0, "sector_multiple": 21.98354477825465, "sector_premium_over_spy": 0.8319620648545543}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 11.3581465436052, "revenue_cagr_3y": -0.07335025773715742, "revenue_cagr_5y": 0.0433055124481001, "earnings_cagr_3y": -0.23134052396868277, "quarterly_revenue_growth_yoy": -0.0961408259986459, "quarterly_earnings_growth_yoy": -0.2524240465416936, "revenue_growth_qoq": -0.014194289465047588, "gross_margin": 0.4214731585518102, "operating_margin": 0.22846441947565543, "net_margin": 0.19250936329588014, "roa_ttm": 0.10993911849412451, "roe_ttm": 0.14528198869475847, "debt_to_ebitda": 0.64054749795944, "net_debt_to_ebitda": 0.0, "interest_coverage": 159.27, "debt_to_equity": 0.16382965056526208, "current_ratio": 5.0180458462038695, "quick_ratio": 3.5112989757762967, "fcf_to_ebitda": 1.0443900295096378, "capex_to_revenue": 0.04189811824484348, "working_capital_to_revenue": 0.5321233260130044, "capital_efficiency": 0.12761055359444148, "financial_health": -0.034364718534579536, "margin_quality": 0.2808156471077819, "growth_momentum": -0.17428243627016976, "company_age_years": 55.800136892539356, "ebitda": 1592700000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 11.587395550732502, "revenue_cagr_3y": -0.03714831013806519, "revenue_cagr_5y": 0.05236513262296549, "earnings_cagr_3y": -0.17378507743346494, "quarterly_revenue_growth_yoy": -0.09288006244037811, "quarterly_earnings_growth_yoy": -0.21262886597938144, "revenue_growth_qoq": -0.12942155638784852, "gross_margin": 0.40162523900573616, "operating_margin": 0.18059273422562142, "net_margin": 0.17523900573613765, "roa_ttm": 0.10291586940563438, "roe_ttm": 0.13448232482073216, "debt_to_ebitda": 0.6874660879001627, "net_debt_to_ebitda": 0.0, "interest_coverage": 207.66197183098592, "debt_to_equity": 0.1593911183796704, "current_ratio": 5.18717018469657, "quick_ratio": 3.809366754617414, "fcf_to_ebitda": 1.0644329896907216, "capex_to_revenue": 0.03905234159779614, "working_capital_to_revenue": 0.5595812672176309, "capital_efficiency": 0.11869909711318327, "financial_health": -0.011186680262310345, "margin_quality": 0.25248565965583175, "growth_momentum": -0.15275446420987976, "company_age_years": 56.049281314168375, "ebitda": 1474400000.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 12.632126595506456, "revenue_cagr_3y": -0.06741260260959436, "revenue_cagr_5y": 0.03375736842618626, "earnings_cagr_3y": -0.2900045723645982, "quarterly_revenue_growth_yoy": -0.15468633308439134, "quarterly_earnings_growth_yoy": -0.3825331971399387, "revenue_growth_qoq": -0.13432122370936903, "gross_margin": 0.4018774157923799, "operating_margin": 0.14577581446714521, "net_margin": 0.1335173937051353, "roa_ttm": 0.0947379923267447, "roe_ttm": 0.12314563474528123, "debt_to_ebitda": 0.7566619392401284, "net_debt_to_ebitda": 0.0, "interest_coverage": 202.9848484848485, "debt_to_equity": 0.15998043052837574, "current_ratio": 5.754308047610588, "quick_ratio": 4.292591934624268, "fcf_to_ebitda": 1.1515264611480183, "capex_to_revenue": 0.03925156686033213, "working_capital_to_revenue": 0.612150601582872, "capital_efficiency": 0.10894181353601295, "financial_health": -0.003479150879405757, "margin_quality": 0.2270568746548868, "growth_momentum": -0.26860976511216506, "company_age_years": 56.2984257357974, "ebitda": 1339700000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 13.946043454935623, "revenue_cagr_3y": -0.07876454670838429, "revenue_cagr_5y": 0.04374208546070646, "earnings_cagr_3y": -0.42977520166267724, "quarterly_revenue_growth_yoy": -0.1590909090909091, "quarterly_earnings_growth_yoy": -0.752859477124183, "revenue_growth_qoq": 0.13186085035891773, "gross_margin": 0.41916284515562496, "operating_margin": 0.18733534979022343, "net_margin": 0.05903014928285687, "roa_ttm": 0.07195199980684026, "roe_ttm": 0.09405526535894078, "debt_to_ebitda": 0.9070994277539342, "net_debt_to_ebitda": 0.0, "interest_coverage": 162.08695652173913, "debt_to_equity": 0.1600991052124923, "current_ratio": 5.543388086942094, "quick_ratio": 4.241247718599635, "fcf_to_ebitda": 1.4678111587982832, "capex_to_revenue": 0.043825845520476796, "working_capital_to_revenue": 0.6554249742693697, "capital_efficiency": 0.08300363258289052, "financial_health": 0.008312678841018106, "margin_quality": 0.2218427814095684, "growth_momentum": -0.45597519310754603, "company_age_years": 56.550308008213555, "ebitda": 1118400000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 12.983116072273202, "revenue_cagr_3y": -0.10896619068968416, "revenue_cagr_5y": 0.035818372319635916, "earnings_cagr_3y": -0.26007471212111855, "quarterly_revenue_growth_yoy": -0.1106949646275489, "quarterly_earnings_growth_yoy": -0.29961089494163423, "revenue_growth_qoq": 0.042540735681529905, "gross_margin": 0.41357042583060366, "operating_margin": 0.16948993916705662, "net_margin": 0.15161441272812354, "roa_ttm": 0.06322094321278103, "roe_ttm": 0.08228787476369773, "debt_to_ebitda": 0.9592280768139249, "net_debt_to_ebitda": 0.0, "interest_coverage": 155.4558823529412, "debt_to_equity": 0.1584201727936007, "current_ratio": 5.94168391994479, "quick_ratio": 4.734472049689441, "fcf_to_ebitda": 1.168006811086936, "capex_to_revenue": 0.047541348364607286, "working_capital_to_revenue": 0.708101559989122, "capital_efficiency": 0.07275440898823937, "financial_health": 0.03694667262394433, "margin_quality": 0.24489159257526127, "growth_momentum": -0.20515292978459157, "company_age_years": 56.80219028062971, "ebitda": 1057100000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2019-01-31", "company_multiple": 6.77110471551915, "revenue_cagr_3y": -0.16255343165810887, "revenue_cagr_5y": -0.11381124745407933, "earnings_cagr_3y": -0.12805852685223051, "quarterly_revenue_growth_yoy": -0.03199481865284974, "quarterly_earnings_growth_yoy": -0.8767409470752089, "revenue_growth_qoq": -0.05261156186612576, "gross_margin": 0.29359025826308044, "operating_margin": 0.06918238993710692, "net_margin": 0.023685266961059815, "roa_ttm": 0.01253912438656826, "roe_ttm": 0.035478051713770296, "debt_to_ebitda": 2.7347797210537967, "net_debt_to_ebitda": 1.8977197254815144, "interest_coverage": 43.43269230769231, "debt_to_equity": 0.6752856283824413, "current_ratio": 0.9376025274925572, "quick_ratio": 0.7978613524515462, "fcf_to_ebitda": 0.04162054460925393, "capex_to_revenue": 0.09846877142577296, "working_capital_to_revenue": -0.03353031440791407, "capital_efficiency": 0.02400858805016928, "financial_health": -0.4889120836855841, "margin_quality": 0.12881930505374906, "growth_momentum": -0.4543678828640293, "company_age_years": 3.2854209445585214, "ebitda": 4517000000.0, "spy_multiple": 15.0, "sector_multiple": 22.723295969148545, "sector_premium_over_spy": 0.5148863979432363}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2019-04-30", "company_multiple": 6.076458250890384, "revenue_cagr_3y": -0.05838187467504774, "revenue_cagr_5y": -0.12274100937712606, "earnings_cagr_3y": 0.09401014220338699, "quarterly_revenue_growth_yoy": -0.05694942254082039, "quarterly_earnings_growth_yoy": -0.461439588688946, "revenue_growth_qoq": -0.04937775993576877, "gross_margin": 0.30827702702702703, "operating_margin": 0.07305743243243243, "net_margin": 0.05898085585585586, "roa_ttm": 0.005670707860774345, "roe_ttm": 0.015935817122760744, "debt_to_ebitda": 2.4626038781163433, "net_debt_to_ebitda": 1.753264740799367, "interest_coverage": 126.35, "debt_to_equity": 0.6839213100340696, "current_ratio": 0.933009889904833, "quick_ratio": 0.7972880512533432, "fcf_to_ebitda": 0.16264345073209338, "capex_to_revenue": 0.1033774834437086, "working_capital_to_revenue": -0.03566225165562914, "capital_efficiency": 0.010803262491767544, "financial_health": -0.49765301666030337, "margin_quality": 0.14677177177177178, "growth_momentum": -0.2591945056148832, "company_age_years": 3.5290896646132786, "ebitda": 5054000000.0, "spy_multiple": 15.0, "sector_multiple": 28.693638158689232, "sector_premium_over_spy": 0.9129092105792822}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2019-10-31", "company_multiple": 7.217222348398819, "revenue_cagr_3y": -0.16952029500625232, "revenue_cagr_5y": -0.12665895629279356, "earnings_cagr_3y": 0.16701946051502903, "quarterly_revenue_growth_yoy": -0.09355983772819472, "quarterly_earnings_growth_yoy": 1.6340819022457067, "revenue_growth_qoq": -0.003345413994981879, "gross_margin": 0.31608391608391606, "operating_margin": 0.08293706293706293, "net_margin": 0.06713286713286713, "roa_ttm": 0.020249792483060827, "roe_ttm": 0.061352204936249856, "debt_to_ebitda": 3.1387690211219623, "net_debt_to_ebitda": 2.2863956393368157, "interest_coverage": 51.8, "debt_to_equity": 0.8082816703708036, "current_ratio": 0.7903857195051934, "quick_ratio": 0.6657967534840022, "fcf_to_ebitda": 0.2591414944356121, "capex_to_revenue": 0.09882011003079479, "working_capital_to_revenue": -0.13895712951108957, "capital_efficiency": 0.04080099870965534, "financial_health": -0.4770319296350239, "margin_quality": 0.15538461538461537, "growth_momentum": 0.770261032258756, "company_age_years": 4.032854209445585, "ebitda": 4403000000.0, "spy_multiple": 15.0, "sector_multiple": 28.938191355871695, "sector_premium_over_spy": 0.929212757058113}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2020-01-31", "company_multiple": 7.004340991535671, "revenue_cagr_3y": -0.1513791515127063, "revenue_cagr_5y": -0.11911990043003318, "earnings_cagr_3y": 0.07640983545918001, "quarterly_revenue_growth_yoy": -0.07359828716713501, "quarterly_earnings_growth_yoy": 0.8813559322033898, "revenue_growth_qoq": -0.03174825174825175, "gross_margin": 0.30853676151957243, "operating_margin": 0.06254513939043767, "net_margin": 0.04810053445038278, "roa_ttm": 0.023064849552101675, "roe_ttm": 0.07010297283146198, "debt_to_ebitda": 3.3412333736396613, "net_debt_to_ebitda": 2.5743651753325274, "interest_coverage": 66.69354838709677, "debt_to_equity": 0.8037698528128454, "current_ratio": 0.7865522021968646, "quick_ratio": 0.650047989762184, "fcf_to_ebitda": 0.2033857315598549, "capex_to_revenue": 0.09505837536594829, "working_capital_to_revenue": -0.14119431413354025, "capital_efficiency": 0.04658391119178183, "financial_health": -0.4806967860911791, "margin_quality": 0.13972747845346428, "growth_momentum": 0.4038788225181274, "company_age_years": 4.284736481861739, "ebitda": 4135000000.0, "spy_multiple": 20.0, "sector_multiple": 21.982074449223266, "sector_premium_over_spy": 0.09910372246116328}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2020-04-30", "company_multiple": 8.251921911814204, "revenue_cagr_3y": -0.0713393700211431, "revenue_cagr_5y": -0.13832796088554433, "earnings_cagr_3y": 0.1028858844225593, "quarterly_revenue_growth_yoy": -0.16089527027027026, "quarterly_earnings_growth_yoy": -2.9594272076372317, "revenue_growth_qoq": -0.13895709952332805, "gross_margin": 0.29894313034725717, "operating_margin": 0.03740983056534138, "net_margin": -0.13772856903204161, "roa_ttm": -0.000642025130697973, "roe_ttm": -0.00215916101172116, "debt_to_ebitda": 5.60753954897341, "net_debt_to_ebitda": 3.880511612251767, "interest_coverage": 12.696581196581196, "debt_to_equity": 1.0277606415792722, "current_ratio": 0.8903797593702035, "quick_ratio": 0.7182749913353468, "fcf_to_ebitda": 0.05452709525412319, "capex_to_revenue": 0.09140693913554837, "working_capital_to_revenue": -0.08137312555130843, "capital_efficiency": -0.0014005930712095663, "financial_health": -0.6151943533473885, "margin_quality": 0.06620813062685231, "growth_momentum": -1.560161238953751, "company_age_years": 4.531143052703627, "ebitda": 2971000000.0, "spy_multiple": 20.0, "sector_multiple": 23.557514675594255, "sector_premium_over_spy": 0.17787573377971277}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2020-07-31", "company_multiple": 7.6036468330134355, "revenue_cagr_3y": -0.03443480079952155, "revenue_cagr_5y": -0.12250703752285985, "earnings_cagr_3y": -0.6207552986295667, "quarterly_revenue_growth_yoy": -0.05310844717033733, "quarterly_earnings_growth_yoy": 1.3333333333333333, "revenue_growth_qoq": 0.13957389699714812, "gross_margin": 0.2869129986751067, "operating_margin": 0.053437361990284114, "net_margin": 0.001324893272486383, "roa_ttm": 1.7170624495612906e-05, "roe_ttm": 6.190034045187249e-05, "debt_to_ebitda": 6.206973768394114, "net_debt_to_ebitda": 3.4990403071017275, "interest_coverage": 44.028169014084504, "debt_to_equity": 1.2010523057876819, "current_ratio": 0.9894956038870893, "quick_ratio": 0.8289680703378066, "fcf_to_ebitda": 0.1417146513115803, "capex_to_revenue": 0.09251873112908637, "working_capital_to_revenue": -0.008461624482797182, "capital_efficiency": 3.95354824737427e-05, "financial_health": -0.7011997196644448, "margin_quality": 0.11389175131262573, "growth_momentum": 0.640112443081498, "company_age_years": 4.783025325119781, "ebitda": 3126000000.0, "spy_multiple": 20.0, "sector_multiple": 25.519191629036563, "sector_premium_over_spy": 0.2759595814518281}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2020-10-31", "company_multiple": 8.983481654957064, "revenue_cagr_3y": -0.020673466867197066, "revenue_cagr_5y": -0.11582243302274431, "earnings_cagr_3y": -0.33085106902280825, "quarterly_revenue_growth_yoy": 0.016363636363636365, "quarterly_earnings_growth_yoy": -0.6729166666666667, "revenue_growth_qoq": 0.06977771235094951, "gross_margin": 0.30067428099628457, "operating_margin": 0.0736204761249484, "net_margin": 0.02160451355442411, "roa_ttm": -0.005961307044339535, "roe_ttm": -0.020063555361704778, "debt_to_ebitda": 6.295472287275566, "net_debt_to_ebitda": 4.643247462919594, "interest_coverage": 30.867469879518072, "debt_to_equity": 1.0049847342513551, "current_ratio": 0.8835521400362899, "quick_ratio": 0.7408474757177927, "fcf_to_ebitda": -0.05581576893052303, "capex_to_revenue": 0.08844269596199525, "working_capital_to_revenue": -0.08098277909738717, "capital_efficiency": -0.013012431203022156, "financial_health": -0.6809325245933081, "margin_quality": 0.13196642355855234, "growth_momentum": -0.3282765151515152, "company_age_years": 5.034907597535934, "ebitda": 2562000000.0, "spy_multiple": 20.0, "sector_multiple": 24.290875587862878, "sector_premium_over_spy": 0.21454377939314395}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2021-01-31", "company_multiple": 12.031458243184769, "revenue_cagr_3y": -0.036878727564000124, "revenue_cagr_5y": -0.11527700935161389, "earnings_cagr_3y": -0.46249380459723266, "quarterly_revenue_growth_yoy": -0.003755597284414271, "quarterly_earnings_growth_yoy": -0.3303303303303303, "revenue_growth_qoq": -0.05091509563781478, "gross_margin": 0.325068870523416, "operating_margin": 0.08916920400173989, "net_margin": 0.032332898361606494, "roa_ttm": -0.008082168715271931, "roe_ttm": -0.026646928201332347, "debt_to_ebitda": 6.78926871484206, "net_debt_to_ebitda": 4.987018606663782, "interest_coverage": 52.52272727272727, "debt_to_equity": 0.9678016284233901, "current_ratio": 0.8963248006246166, "quick_ratio": 0.7406725782164966, "fcf_to_ebitda": 0.4128083080917352, "capex_to_revenue": 0.08648488000594398, "working_capital_to_revenue": -0.06906159447210046, "capital_efficiency": -0.01736454845830214, "financial_health": -0.6599883550310909, "margin_quality": 0.14885699096225413, "growth_momentum": -0.1670429638073723, "company_age_years": 5.286789869952088, "ebitda": 2311000000.0, "spy_multiple": 20.0, "sector_multiple": 42.76516694490818, "sector_premium_over_spy": 1.1382583472454089}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2021-04-30", "company_multiple": 9.808389626055488, "revenue_cagr_3y": -0.03663718800689553, "revenue_cagr_5y": -0.04568485689675994, "earnings_cagr_3y": -0.3069359229743951, "quarterly_revenue_growth_yoy": 0.12984398590840462, "quarterly_earnings_growth_yoy": 1.315468940316687, "revenue_growth_qoq": -0.0234884732492388, "gross_margin": 0.3322939866369711, "operating_margin": 0.07958426132145509, "net_margin": 0.038455827765404606, "roa_ttm": 0.011970738195522057, "roe_ttm": 0.0391304347826087, "debt_to_ebitda": 4.77291917973462, "net_debt_to_ebitda": 3.3781664656212302, "interest_coverage": 78.95238095238095, "debt_to_equity": 0.9557367149758454, "current_ratio": 0.9289766407119021, "quick_ratio": 0.7556173526140155, "fcf_to_ebitda": 0.5223160434258143, "capex_to_revenue": 0.08204535605951177, "working_capital_to_revenue": -0.04611440127112523, "capital_efficiency": 0.02555058648906538, "financial_health": -0.6570727807602885, "margin_quality": 0.15011135857461025, "growth_momentum": 0.7226564631125458, "company_age_years": 5.530458590006845, "ebitda": 3316000000.0, "spy_multiple": 20.0, "sector_multiple": 37.10228887167416, "sector_premium_over_spy": 0.8551144435837081}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2021-07-31", "company_multiple": 7.9343447554276745, "revenue_cagr_3y": -0.03685089595184776, "revenue_cagr_5y": -0.10821596769911268, "earnings_cagr_3y": -0.04565989471106369, "quarterly_revenue_growth_yoy": 0.017370822905932577, "quarterly_earnings_growth_yoy": 42.55555555555556, "revenue_growth_qoq": 0.026132145508537492, "gross_margin": 0.3348285342208074, "operating_margin": 0.07480827666039647, "net_margin": 0.056721169150629434, "roa_ttm": 0.018268157414462145, "roe_ttm": 0.06057579318448884, "debt_to_ebitda": 4.244049176039759, "net_debt_to_ebitda": 2.8595343970703637, "interest_coverage": 57.92424242424242, "debt_to_equity": 0.9532902467685076, "current_ratio": 0.9543811414897408, "quick_ratio": 0.7536785296064356, "fcf_to_ebitda": 0.34684802511116924, "capex_to_revenue": 0.08399856166846457, "working_capital_to_revenue": -0.03221862639338367, "capital_efficiency": 0.03942197529947549, "financial_health": -0.6399977923242803, "margin_quality": 0.1554526600106111, "growth_momentum": 21.286463189230744, "company_age_years": 5.782340862422998, "ebitda": 3823000000.0, "spy_multiple": 20.0, "sector_multiple": 43.65055840348976, "sector_premium_over_spy": 1.182527920174488}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2023-01-31", "company_multiple": 7.037842351369405, "revenue_cagr_3y": 0.03873270726016953, "revenue_cagr_5y": 0.001008327195420211, "earnings_cagr_3y": 0.14585895755864753, "quarterly_revenue_growth_yoy": 0.12514501160092809, "quarterly_earnings_growth_yoy": -0.023391812865497075, "revenue_growth_qoq": 0.005182018396165306, "gross_margin": 0.32671736048459854, "operating_margin": 0.08441809511534992, "net_margin": 0.0645701765691455, "roa_ttm": 0.015398175963735137, "roe_ttm": 0.04277647293988306, "debt_to_ebitda": 2.8782008461367177, "net_debt_to_ebitda": 2.314851926074371, "interest_coverage": 12.304109589041095, "debt_to_equity": 0.6459447303982809, "current_ratio": 0.8490407897187559, "quick_ratio": 0.6327994039858447, "fcf_to_ebitda": 0.12202182142061901, "capex_to_revenue": 0.1136308722515619, "working_capital_to_revenue": -0.1119050084567326, "capital_efficiency": 0.029087324451809102, "financial_health": -0.33313078303416366, "margin_quality": 0.15856854405636464, "growth_momentum": 0.050876599367715505, "company_age_years": 7.285420944558521, "ebitda": 4491000000.0, "spy_multiple": 12.0, "sector_multiple": 32.86267742600238, "sector_premium_over_spy": 1.7385564521668648}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2023-07-31", "company_multiple": 7.698816458622284, "revenue_cagr_3y": 0.010921073245007795, "revenue_cagr_5y": -0.019267405686875794, "earnings_cagr_3y": 2.721846781105616, "quarterly_revenue_growth_yoy": 0.02647359953195846, "quarterly_earnings_growth_yoy": 0.13447432762836187, "revenue_growth_qoq": 0.0031446540880503146, "gross_margin": 0.34967227130236533, "operating_margin": 0.08178968367056141, "net_margin": 0.06611570247933884, "roa_ttm": 0.019126118939998226, "roe_ttm": 0.05232276209872951, "debt_to_ebitda": 3.086453999075358, "net_debt_to_ebitda": 2.41169671752196, "interest_coverage": 86.52, "debt_to_equity": 0.64746387353312, "current_ratio": 0.8753098661378285, "quick_ratio": 0.650173525037184, "fcf_to_ebitda": 0.3393435043920481, "capex_to_revenue": 0.10691034856910349, "working_capital_to_revenue": -0.08527736335277364, "capital_efficiency": 0.03572444051936387, "financial_health": -0.3781876437270445, "margin_quality": 0.1658592191507552, "growth_momentum": 0.08047396358016017, "company_age_years": 7.780971937029432, "ebitda": 4326000000.0, "spy_multiple": 12.0, "sector_multiple": 38.228257141017565, "sector_premium_over_spy": 2.1856880950847972}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2023-10-31", "company_multiple": 5.469909806179237, "revenue_cagr_3y": 0.0030638567154774865, "revenue_cagr_5y": -0.014458762999604136, "earnings_cagr_3y": 0.5991104397007934, "quarterly_revenue_growth_yoy": -0.049876927063091075, "quarterly_earnings_growth_yoy": 3.111842105263158, "revenue_growth_qoq": 0.045027073240239385, "gross_margin": 0.33678756476683935, "operating_margin": 0.0763566948459231, "net_margin": 0.08753749659121898, "roa_ttm": 0.03543121096005459, "roe_ttm": 0.09560003776791616, "debt_to_ebitda": 2.408175014392631, "net_debt_to_ebitda": 1.5887545576664748, "interest_coverage": 16.083333333333332, "debt_to_equity": 0.592436974789916, "current_ratio": 0.8659171922127776, "quick_ratio": 0.6553788501965085, "fcf_to_ebitda": 0.3070427940894262, "capex_to_revenue": 0.09715875906139416, "working_capital_to_revenue": -0.10080049472635448, "capital_efficiency": 0.06551562436398538, "financial_health": -0.2787487466513359, "margin_quality": 0.1668939187346605, "growth_momentum": 1.5309825891000335, "company_age_years": 8.032854209445585, "ebitda": 5211000000.0, "spy_multiple": 12.0, "sector_multiple": 35.72748768472906, "sector_premium_over_spy": 1.9772906403940884}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2024-01-31", "company_multiple": 5.749337539432177, "revenue_cagr_3y": -0.008088052072640628, "revenue_cagr_5y": -0.020697368155650153, "earnings_cagr_3y": 0.20171652699933817, "quarterly_revenue_growth_yoy": -0.13249130042531254, "quarterly_earnings_growth_yoy": -0.2275449101796407, "revenue_growth_qoq": -0.08221979820016362, "gross_margin": 0.35091368295944136, "operating_margin": 0.0837914128658446, "net_margin": 0.057495171594116774, "roa_ttm": 0.032609808538957716, "roe_ttm": 0.08923234964512514, "debt_to_ebitda": 2.5230678233438484, "net_debt_to_ebitda": 1.7821372239747635, "interest_coverage": 57.63636363636363, "debt_to_equity": 0.5975438924168845, "current_ratio": 0.8943671305500331, "quick_ratio": 0.6271261320963111, "fcf_to_ebitda": 0.518730283911672, "capex_to_revenue": 0.09580113251896435, "working_capital_to_revenue": -0.08515260514975605, "capital_efficiency": 0.060921079092041426, "financial_health": -0.3019539302607943, "margin_quality": 0.16406675580646757, "growth_momentum": -0.18001810530247664, "company_age_years": 8.284736481861739, "ebitda": 5072000000.0, "spy_multiple": 12.0, "sector_multiple": 43.05902063738971, "sector_premium_over_spy": 2.5882517197824755}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2024-04-30", "company_multiple": 6.078952511237053, "revenue_cagr_3y": 0.021651084251042896, "revenue_cagr_5y": 0.0021863646399300496, "earnings_cagr_3y": 0.06629317146606817, "quarterly_revenue_growth_yoy": 0.026586620926243566, "quarterly_earnings_growth_yoy": -0.24880382775119617, "revenue_growth_qoq": 0.06700341702570198, "gross_margin": 0.3184349763297132, "operating_margin": 0.06711222500696185, "net_margin": 0.04372041214146477, "roa_ttm": 0.030262430707909765, "roe_ttm": 0.08334870848708487, "debt_to_ebitda": 2.199921829196795, "net_debt_to_ebitda": 1.6769591557553254, "interest_coverage": 29.75, "debt_to_equity": 0.5192343173431734, "current_ratio": 0.9021894736842105, "quick_ratio": 0.5937263157894737, "fcf_to_ebitda": 0.5790502247410592, "capex_to_revenue": 0.09064213691845038, "working_capital_to_revenue": -0.08218644967274014, "capital_efficiency": 0.056805569597497316, "financial_health": -0.3006638417232425, "margin_quality": 0.14308920449271326, "growth_momentum": -0.1111086034124763, "company_age_years": 8.531143052703628, "ebitda": 5117000000.0, "spy_multiple": 12.0, "sector_multiple": 36.41805669946794, "sector_premium_over_spy": 2.034838058288995}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2024-07-31", "company_multiple": 6.721147286821705, "revenue_cagr_3y": 0.03547933249806379, "revenue_cagr_5y": 0.013539701505503432, "earnings_cagr_3y": 0.09310353301279384, "quarterly_revenue_growth_yoy": 0.0933314334568253, "quarterly_earnings_growth_yoy": 0.10344827586206896, "revenue_growth_qoq": 0.06836535783904205, "gross_margin": 0.3052261175550632, "operating_margin": 0.07376515052782484, "net_margin": 0.06672748598983448, "roa_ttm": 0.03048379675277723, "roe_ttm": 0.08402409747701227, "debt_to_ebitda": 2.287403100775194, "net_debt_to_ebitda": 1.5815891472868218, "interest_coverage": 430.0, "debt_to_equity": 0.5346287992027903, "current_ratio": 0.9388225434737063, "quick_ratio": 0.6170542635658914, "fcf_to_ebitda": 0.5271317829457365, "capex_to_revenue": 0.08416320885200554, "working_capital_to_revenue": -0.050484094052558784, "capital_efficiency": 0.057253947114894746, "financial_health": -0.2997548906179977, "margin_quality": 0.14857291802424083, "growth_momentum": 0.09838985465944713, "company_age_years": 8.78302532511978, "ebitda": 5160000000.0, "spy_multiple": 12.0, "sector_multiple": 38.543863361147466, "sector_premium_over_spy": 2.2119886134289555}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2024-10-31", "company_multiple": 5.203839957975836, "revenue_cagr_3y": 0.05024232030330933, "revenue_cagr_5y": 0.03475717210743268, "earnings_cagr_3y": -0.18816713587908263, "quarterly_revenue_growth_yoy": 0.15653122443414236, "quarterly_earnings_growth_yoy": 1.1277258566978192, "revenue_growth_qoq": 0.10543464094878144, "gross_margin": 0.3019335062485263, "operating_margin": 0.09702900259372789, "net_margin": 0.1610469228955435, "roa_ttm": 0.03619039600348012, "roe_ttm": 0.10392488716956802, "debt_to_ebitda": 3.2405883382945193, "net_debt_to_ebitda": 0.6410436000700402, "interest_coverage": 259.59090909090907, "debt_to_equity": 0.7457688588007737, "current_ratio": 1.2881453817425788, "quick_ratio": 0.9874485042159166, "fcf_to_ebitda": 0.3456487480301173, "capex_to_revenue": 0.07872156445390448, "working_capital_to_revenue": 0.248902487694559, "capital_efficiency": 0.07005764158652407, "financial_health": -0.3358352296510976, "margin_quality": 0.1866698105792659, "growth_momentum": 0.6421285405659808, "company_age_years": 9.034907597535934, "ebitda": 5711000000.0, "spy_multiple": 12.0, "sector_multiple": 38.816295479603085, "sector_premium_over_spy": 2.2346912899669236}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2016-01-31", "company_multiple": 4.317478813559322, "revenue_cagr_3y": -0.05263719936803368, "revenue_cagr_5y": 0.01793944970861694, "earnings_cagr_3y": -0.010870426164858005, "quarterly_revenue_growth_yoy": -0.10655579191645717, "quarterly_earnings_growth_yoy": -0.1346153846153846, "revenue_growth_qoq": -0.04083044982698962, "gross_margin": 0.6168831168831169, "operating_margin": 0.11904761904761904, "net_margin": 0.11038961038961038, "roa_ttm": 0.04233352305065453, "roe_ttm": 0.11962045673850112, "debt_to_ebitda": 2.4006885593220337, "net_debt_to_ebitda": 0.0, "interest_coverage": 68.65454545454546, "debt_to_equity": 0.5831457060147958, "current_ratio": 2.4491114701130856, "quick_ratio": 2.4079159935379644, "fcf_to_ebitda": 1.1432733050847457, "capex_to_revenue": 0.028427712638238956, "working_capital_to_revenue": 0.6288448393711552, "capital_efficiency": 0.08097698989457783, "financial_health": 0.09251628325644262, "margin_quality": 0.28210678210678214, "growth_momentum": -0.12058558826592089, "company_age_years": 20.194387405886378, "ebitda": 755200000.0, "spy_multiple": 15.0, "sector_multiple": 14.562955529951235, "sector_premium_over_spy": -0.029136298003251015}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2016-07-31", "company_multiple": 6.333723958333334, "revenue_cagr_3y": -0.0514521121056698, "revenue_cagr_5y": -0.02360974442236441, "earnings_cagr_3y": -0.07778976382499447, "quarterly_revenue_growth_yoy": -0.030711610486891385, "quarterly_earnings_growth_yoy": 3.1333333333333333, "revenue_growth_qoq": -0.06231884057971015, "gross_margin": 0.615919629057187, "operating_margin": 0.07187017001545595, "net_margin": 0.04945904173106646, "roa_ttm": 0.03675884829862296, "roe_ttm": 0.11568767908309456, "debt_to_ebitda": 2.3046875, "net_debt_to_ebitda": 0.0, "interest_coverage": 51.2, "debt_to_equity": 0.6339541547277937, "current_ratio": 2.069334389857369, "quick_ratio": 2.037242472266244, "fcf_to_ebitda": 1.19140625, "capex_to_revenue": 0.028701180744777476, "working_capital_to_revenue": 0.49028156221616714, "capital_efficiency": 0.07622326369085876, "financial_health": -0.030896164658457792, "margin_quality": 0.24574961360123646, "growth_momentum": 1.551310861423221, "company_age_years": 20.692676249144423, "ebitda": 768000000.0, "spy_multiple": 15.0, "sector_multiple": 12.999146257752123, "sector_premium_over_spy": -0.13339024948319178}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2016-10-31", "company_multiple": 9.540268817204302, "revenue_cagr_3y": -0.047349265367771176, "revenue_cagr_5y": -0.02321651261623725, "earnings_cagr_3y": -0.13221897303677332, "quarterly_revenue_growth_yoy": -0.0726643598615917, "quarterly_earnings_growth_yoy": -0.043859649122807015, "revenue_growth_qoq": 0.03554868624420402, "gross_margin": 0.6186567164179104, "operating_margin": 0.10597014925373134, "net_margin": 0.08134328358208955, "roa_ttm": 0.03629308377082858, "roe_ttm": 0.1140193617784152, "debt_to_ebitda": 2.4408602150537635, "net_debt_to_ebitda": 0.0, "interest_coverage": 62.0, "debt_to_equity": 0.6511294370742201, "current_ratio": 2.064873417721519, "quick_ratio": 2.0265031645569622, "fcf_to_ebitda": 1.2338709677419355, "capex_to_revenue": 0.03111111111111111, "working_capital_to_revenue": 0.4985185185185185, "capital_efficiency": 0.07515622277462189, "financial_health": -0.037697867244954, "margin_quality": 0.26865671641791045, "growth_momentum": -0.05826200449219936, "company_age_years": 20.944558521560573, "ebitda": 744000000.0, "spy_multiple": 15.0, "sector_multiple": 13.519945408706523, "sector_premium_over_spy": -0.09867030608623184}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2017-04-30", "company_multiple": 12.008283499446291, "revenue_cagr_3y": -0.035183324659246895, "revenue_cagr_5y": -0.02749109308615505, "earnings_cagr_3y": -0.011987456560442311, "quarterly_revenue_growth_yoy": 0.07318840579710145, "quarterly_earnings_growth_yoy": 24.75, "revenue_growth_qoq": 0.054843304843304845, "gross_margin": 0.6164753544902093, "operating_margin": 0.16677920324105333, "net_margin": 0.12829169480081026, "roa_ttm": 0.053618455704203094, "roe_ttm": 0.1830935251798561, "debt_to_ebitda": 2.3510520487264674, "net_debt_to_ebitda": 0.0, "interest_coverage": 69.46153846153847, "debt_to_equity": 0.7636690647482014, "current_ratio": 1.5345382520425848, "quick_ratio": 1.4941817281505323, "fcf_to_ebitda": 0.8981173864894795, "capex_to_revenue": 0.03170864287008516, "working_capital_to_revenue": 0.3911940568943649, "capital_efficiency": 0.1183559904420296, "financial_health": -0.010173039278468743, "margin_quality": 0.3038487508440243, "growth_momentum": 12.41159420289855, "company_age_years": 21.440109514031484, "ebitda": 903000000.0, "spy_multiple": 15.0, "sector_multiple": 19.990691823899372, "sector_premium_over_spy": 0.3327127882599581}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2017-07-31", "company_multiple": 12.2631822971549, "revenue_cagr_3y": -0.03819370120327703, "revenue_cagr_5y": -0.017135489941683235, "earnings_cagr_3y": 0.15441567326431938, "quarterly_revenue_growth_yoy": 0.023956723338485315, "quarterly_earnings_growth_yoy": 1.125, "revenue_growth_qoq": -0.10533423362592843, "gross_margin": 0.6294339622641509, "operating_margin": 0.11169811320754718, "net_margin": 0.10264150943396226, "roa_ttm": 0.060527138243567036, "roe_ttm": 0.20989884393063585, "debt_to_ebitda": 2.6533192834562698, "net_debt_to_ebitda": 0.0, "interest_coverage": 73.0, "debt_to_equity": 0.9096820809248555, "current_ratio": 1.4690926055516678, "quick_ratio": 1.4357359458829018, "fcf_to_ebitda": 0.8777660695468915, "capex_to_revenue": 0.03153153153153153, "working_capital_to_revenue": 0.36234234234234236, "capital_efficiency": 0.13521299108710144, "financial_health": 0.03828045822451398, "margin_quality": 0.2812578616352201, "growth_momentum": 0.5744783616692427, "company_age_years": 21.691991786447637, "ebitda": 949000000.0, "spy_multiple": 15.0, "sector_multiple": 17.976815514186086, "sector_premium_over_spy": 0.19845436761240576}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2017-10-31", "company_multiple": 11.586764705882352, "revenue_cagr_3y": -0.026749113674330416, "revenue_cagr_5y": -0.01597049780885651, "earnings_cagr_3y": 0.030750983602838344, "quarterly_revenue_growth_yoy": 0.06119402985074627, "quarterly_earnings_growth_yoy": 0.6055045871559633, "revenue_growth_qoq": 0.07320754716981132, "gross_margin": 0.6343178621659634, "operating_margin": 0.1540084388185654, "net_margin": 0.12306610407876231, "roa_ttm": 0.06276678308110206, "roe_ttm": 0.2329852358660425, "debt_to_ebitda": 3.0764705882352943, "net_debt_to_ebitda": 0.0, "interest_coverage": 60.0, "debt_to_equity": 1.1299963989917177, "current_ratio": 1.665875652586616, "quick_ratio": 1.6402467963929759, "fcf_to_ebitda": 0.996078431372549, "capex_to_revenue": 0.026278409090909092, "working_capital_to_revenue": 0.4982244318181818, "capital_efficiency": 0.14787600947357227, "financial_health": -0.21161775122412618, "margin_quality": 0.3037974683544304, "growth_momentum": 0.3333493085033548, "company_age_years": 21.94387405886379, "ebitda": 1020000000.0, "spy_multiple": 15.0, "sector_multiple": 17.75441995635043, "sector_premium_over_spy": 0.18362799709002853}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2019-01-31", "company_multiple": 11.482333577176298, "revenue_cagr_3y": 0.040875011779266446, "revenue_cagr_5y": -0.005907904800630859, "earnings_cagr_3y": 0.17625813156979064, "quarterly_revenue_growth_yoy": 0.026263952724885097, "quarterly_earnings_growth_yoy": 1.492094861660079, "revenue_growth_qoq": 0.03032300593276203, "gross_margin": 0.6282789507357646, "operating_margin": 0.19897632757517594, "net_margin": 0.15930902111324377, "roa_ttm": 0.1240199572344975, "roe_ttm": 0.848780487804878, "debt_to_ebitda": 1.2479882955376738, "net_debt_to_ebitda": 0.0, "interest_coverage": 85.4375, "debt_to_equity": 1.3869918699186992, "current_ratio": 1.5629737609329446, "quick_ratio": 1.5338192419825072, "fcf_to_ebitda": 0.9144111192392099, "capex_to_revenue": 0.03002421307506053, "working_capital_to_revenue": 0.31170298627925747, "capital_efficiency": 0.4864002225196878, "financial_health": -0.6603022559092304, "margin_quality": 0.32885476647472806, "growth_momentum": 0.7591794071924821, "company_age_years": 23.195071868583163, "ebitda": 1367000000.0, "spy_multiple": 15.0, "sector_multiple": 22.723295969148545, "sector_premium_over_spy": 0.5148863979432363}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2019-07-31", "company_multiple": 9.707443438914027, "revenue_cagr_3y": -0.015169708631470047, "revenue_cagr_5y": -0.036585699194056076, "earnings_cagr_3y": 0.17188703691339935, "quarterly_revenue_growth_yoy": -0.1614654002713704, "quarterly_earnings_growth_yoy": -0.6360424028268551, "revenue_growth_qoq": -0.2236180904522613, "gross_margin": 0.6601941747572816, "operating_margin": 0.08414239482200647, "net_margin": 0.08333333333333333, "roa_ttm": 0.12661631033158366, "roe_ttm": 1.146002317497103, "debt_to_ebitda": 1.2262443438914028, "net_debt_to_ebitda": 0.0, "interest_coverage": 88.4, "debt_to_equity": 1.884125144843569, "current_ratio": 1.4223622047244096, "quick_ratio": 1.3858267716535433, "fcf_to_ebitda": 0.8929110105580694, "capex_to_revenue": 0.023865944482058227, "working_capital_to_revenue": 0.22698036560595802, "capital_efficiency": 0.6363093139143433, "financial_health": -0.9469181605463846, "margin_quality": 0.2758899676375405, "growth_momentum": -0.3987539015491127, "company_age_years": 23.690622861054074, "ebitda": 1326000000.0, "spy_multiple": 15.0, "sector_multiple": 28.865905475749138, "sector_premium_over_spy": 0.9243936983832759}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2019-10-31", "company_multiple": 9.123284023668639, "revenue_cagr_3y": 0.007652729130773084, "revenue_cagr_5y": -0.023297146776519062, "earnings_cagr_3y": 0.30635112983527524, "quarterly_revenue_growth_yoy": -0.0962425840474621, "quarterly_earnings_growth_yoy": 0.008298755186721992, "revenue_growth_qoq": 0.10922330097087378, "gross_margin": 0.674690007293946, "operating_margin": 0.21590080233406272, "net_margin": 0.1772428884026258, "roa_ttm": 0.13262847965738758, "roe_ttm": 1.8488805970149254, "debt_to_ebitda": 1.2514792899408285, "net_debt_to_ebitda": 0.0, "interest_coverage": 112.66666666666667, "debt_to_equity": 3.156716417910448, "current_ratio": 1.3080524344569289, "quick_ratio": 1.2734082397003745, "fcf_to_ebitda": 0.7196745562130178, "capex_to_revenue": 0.023255813953488372, "working_capital_to_revenue": 0.1712946893439778, "capital_efficiency": 0.9907545383361565, "financial_health": -1.7955891047972132, "margin_quality": 0.35594456601021146, "growth_momentum": -0.04397191443037005, "company_age_years": 23.942505133470227, "ebitda": 1352000000.0, "spy_multiple": 15.0, "sector_multiple": 28.938191355871695, "sector_premium_over_spy": 0.929212757058113}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2020-01-31", "company_multiple": 8.745287356321839, "revenue_cagr_3y": 0.0, "revenue_cagr_5y": -0.019755841181783862, "earnings_cagr_3y": 0.23796672370537086, "quarterly_revenue_growth_yoy": -0.1017274472168906, "quarterly_earnings_growth_yoy": 0.11244979919678715, "revenue_growth_qoq": 0.024070021881838075, "gross_margin": 0.6702279202279202, "operating_margin": 0.1908831908831909, "net_margin": 0.1972934472934473, "roa_ttm": 0.1361753307496993, "roe_ttm": 3.6134751773049647, "debt_to_ebitda": 1.4475095785440613, "net_debt_to_ebitda": 0.0, "interest_coverage": 93.21428571428571, "debt_to_equity": 6.698581560283688, "current_ratio": 1.1952394446018701, "quick_ratio": 1.1632190422215924, "fcf_to_ebitda": 0.7210727969348659, "capex_to_revenue": 0.024094235231126183, "working_capital_to_revenue": 0.12296983758700696, "capital_efficiency": 1.874825254027332, "financial_health": -3.702343752221347, "margin_quality": 0.35280151946818616, "growth_momentum": 0.005361175989948272, "company_age_years": 24.194387405886378, "ebitda": 1305000000.0, "spy_multiple": 20.0, "sector_multiple": 21.982074449223266, "sector_premium_over_spy": 0.09910372246116328}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2020-04-30", "company_multiple": 7.426345177664975, "revenue_cagr_3y": -0.018340156952206144, "revenue_cagr_5y": -0.01870314919280236, "earnings_cagr_3y": 0.010417416383781575, "quarterly_revenue_growth_yoy": -0.1199748743718593, "quarterly_earnings_growth_yoy": -0.5050505050505051, "revenue_growth_qoq": -0.002136752136752137, "gross_margin": 0.6716630977872948, "operating_margin": 0.19771591720199858, "net_margin": 0.13990007137758745, "roa_ttm": 0.10888061685721882, "roe_ttm": 3.384297520661157, "debt_to_ebitda": 1.4543147208121827, "net_debt_to_ebitda": 0.0, "interest_coverage": 84.42857142857143, "debt_to_equity": 7.103305785123967, "current_ratio": 1.1819690265486726, "quick_ratio": 1.1418694690265487, "fcf_to_ebitda": 0.7918781725888325, "capex_to_revenue": 0.022912047302291204, "working_capital_to_revenue": 0.12158167036215817, "capital_efficiency": 1.7465890687591878, "financial_health": -4.3821737229196565, "margin_quality": 0.3364263621222936, "growth_momentum": -0.3125126897111822, "company_age_years": 24.44079397672827, "ebitda": 1182000000.0, "spy_multiple": 20.0, "sector_multiple": 23.557514675594255, "sector_premium_over_spy": 0.17787573377971277}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2020-07-31", "company_multiple": 7.636179205409975, "revenue_cagr_3y": -0.005565508617474402, "revenue_cagr_5y": -0.00484064487429503, "earnings_cagr_3y": -0.17272365644987164, "quarterly_revenue_growth_yoy": 0.054207119741100325, "quarterly_earnings_growth_yoy": -0.2524271844660194, "revenue_growth_qoq": -0.06995003568879372, "gross_margin": 0.6692248656945511, "operating_margin": 0.10437452033768227, "net_margin": 0.059094397544128936, "roa_ttm": 0.09422528517110267, "roe_ttm": 2.7922535211267605, "debt_to_ebitda": 2.3939137785291633, "net_debt_to_ebitda": 0.0, "interest_coverage": 65.72222222222223, "debt_to_equity": 9.971830985915492, "current_ratio": 1.6186155913978495, "quick_ratio": 1.5729166666666667, "fcf_to_ebitda": 0.7151310228233305, "capex_to_revenue": 0.02628216827888301, "working_capital_to_revenue": 0.3360102208432196, "capital_efficiency": 1.4432394031489315, "financial_health": -8.828885623627698, "margin_quality": 0.27756459452545407, "growth_momentum": -0.09911003236245955, "company_age_years": 24.692676249144423, "ebitda": 1183000000.0, "spy_multiple": 20.0, "sector_multiple": 25.519191629036563, "sector_premium_over_spy": 0.2759595814518281}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2020-10-31", "company_multiple": 8.181143911439115, "revenue_cagr_3y": -0.0014084525682031002, "revenue_cagr_5y": -0.004046456202133841, "earnings_cagr_3y": -0.0783610096504056, "quarterly_revenue_growth_yoy": 0.03282275711159737, "quarterly_earnings_growth_yoy": -0.43621399176954734, "revenue_growth_qoq": 0.08672294704528012, "gross_margin": 0.6588983050847458, "operating_margin": 0.1285310734463277, "net_margin": 0.09675141242937853, "roa_ttm": 0.08159144893111639, "roe_ttm": 1.8567567567567567, "debt_to_ebitda": 2.475092250922509, "net_debt_to_ebitda": 0.0, "interest_coverage": 60.22222222222222, "debt_to_equity": 7.251351351351351, "current_ratio": 1.651027397260274, "quick_ratio": 1.6113013698630136, "fcf_to_ebitda": 0.974169741697417, "capex_to_revenue": 0.026792179580014484, "working_capital_to_revenue": 0.3441346850108617, "capital_efficiency": 0.9691741028439366, "financial_health": -6.677794183732426, "margin_quality": 0.2947269303201507, "growth_momentum": -0.20169561732897498, "company_age_years": 24.944558521560573, "ebitda": 1084000000.0, "spy_multiple": 20.0, "sector_multiple": 24.290875587862878, "sector_premium_over_spy": 0.21454377939314395}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2021-04-30", "company_multiple": 11.728965250965251, "revenue_cagr_3y": -0.017783397518890465, "revenue_cagr_5y": 0.024165781277499576, "earnings_cagr_3y": 0.0721586620769692, "quarterly_revenue_growth_yoy": 0.10992148465381871, "quarterly_earnings_growth_yoy": 0.7040816326530612, "revenue_growth_qoq": 0.05782312925170068, "gross_margin": 0.6655948553054662, "operating_margin": 0.29260450160771706, "net_margin": 0.21479099678456592, "roa_ttm": 0.07799145299145299, "roe_ttm": 1.0656934306569343, "debt_to_ebitda": 2.0702702702702704, "net_debt_to_ebitda": 0.0, "interest_coverage": 68.15789473684211, "debt_to_equity": 3.913868613138686, "current_ratio": 1.738412514484357, "quick_ratio": 1.705388180764774, "fcf_to_ebitda": 0.9042471042471042, "capex_to_revenue": 0.028203342618384402, "working_capital_to_revenue": 0.4437674094707521, "capital_efficiency": 0.5718424418241936, "financial_health": -3.3513101253977164, "margin_quality": 0.3909967845659164, "growth_momentum": 0.40700155865343995, "company_age_years": 25.440109514031484, "ebitda": 1295000000.0, "spy_multiple": 20.0, "sector_multiple": 37.10228887167416, "sector_premium_over_spy": 0.8551144435837081}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2021-07-31", "company_multiple": 11.484287719298246, "revenue_cagr_3y": -0.003631443695220282, "revenue_cagr_5y": 0.02415254730696592, "earnings_cagr_3y": -0.10630709251139348, "quarterly_revenue_growth_yoy": 0.11895625479662318, "quarterly_earnings_growth_yoy": 1.6233766233766234, "revenue_growth_qoq": -0.062379421221864954, "gross_margin": 0.6851851851851852, "operating_margin": 0.17078189300411523, "net_margin": 0.13854595336076816, "roa_ttm": 0.09338138925294888, "roe_ttm": 1.1875, "debt_to_ebitda": 1.8849122807017544, "net_debt_to_ebitda": 0.0, "interest_coverage": 79.16666666666667, "debt_to_equity": 3.7305555555555556, "current_ratio": 1.8146954560103126, "quick_ratio": 1.779890428617467, "fcf_to_ebitda": 0.8238596491228071, "capex_to_revenue": 0.027292761484997458, "working_capital_to_revenue": 0.42854721139176133, "capital_efficiency": 0.6404406946264745, "financial_health": -3.1603302024173585, "margin_quality": 0.33150434385002286, "growth_momentum": 0.8711664390866233, "company_age_years": 25.691991786447637, "ebitda": 1425000000.0, "spy_multiple": 20.0, "sector_multiple": 43.65055840348976, "sector_premium_over_spy": 1.182527920174488}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2021-10-31", "company_multiple": 12.334086727989488, "revenue_cagr_3y": 0.010652975549871213, "revenue_cagr_5y": 0.03166189960672461, "earnings_cagr_3y": -0.02408874817619633, "quarterly_revenue_growth_yoy": 0.1059322033898305, "quarterly_earnings_growth_yoy": 0.635036496350365, "revenue_growth_qoq": 0.07407407407407407, "gross_margin": 0.6762452107279694, "operating_margin": 0.18773946360153257, "net_margin": 0.14303959131545338, "roa_ttm": 0.10214703968770332, "roe_ttm": 1.2411067193675889, "debt_to_ebitda": 1.7628120893561103, "net_debt_to_ebitda": 0.0, "interest_coverage": 84.55555555555556, "debt_to_equity": 3.5349143610013174, "current_ratio": 1.7743348982785603, "quick_ratio": 1.7258215962441315, "fcf_to_ebitda": 0.8574244415243101, "capex_to_revenue": 0.027607869069267647, "working_capital_to_revenue": 0.40899322202016863, "capital_efficiency": 0.6716268795276461, "financial_health": -2.977187221140716, "margin_quality": 0.3356747552149851, "growth_momentum": 0.3704843498700977, "company_age_years": 25.94387405886379, "ebitda": 1522000000.0, "spy_multiple": 20.0, "sector_multiple": 55.169362471245485, "sector_premium_over_spy": 1.7584681235622743}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2023-01-31", "company_multiple": 10.453486842105264, "revenue_cagr_3y": 0.028164193675297877, "revenue_cagr_5y": 0.00039364924938656287, "earnings_cagr_3y": -0.3831997668686047, "quarterly_revenue_growth_yoy": -0.05452292441140025, "quarterly_earnings_growth_yoy": -0.7420634920634921, "revenue_growth_qoq": -0.08238123872519543, "gross_margin": 0.6559633027522935, "operating_margin": 0.1127129750982962, "net_margin": 0.04259501965923984, "roa_ttm": 0.13264675592173017, "roe_ttm": 1.1687840290381126, "debt_to_ebitda": 1.780701754385965, "net_debt_to_ebitda": 0.0, "interest_coverage": 85.5, "debt_to_equity": 2.210526315789474, "current_ratio": 1.338048924255821, "quick_ratio": 1.2864721485411141, "fcf_to_ebitda": 0.7419590643274854, "capex_to_revenue": 0.04147964711344993, "working_capital_to_revenue": 0.17752669865345921, "capital_efficiency": 0.6507153924799214, "financial_health": -1.895084492010594, "margin_quality": 0.2704237658366099, "growth_momentum": -0.3982932082374462, "company_age_years": 27.195071868583163, "ebitda": 1368000000.0, "spy_multiple": 12.0, "sector_multiple": 32.86267742600238, "sector_premium_over_spy": 1.7385564521668648}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2023-04-30", "company_multiple": 9.901086647727272, "revenue_cagr_3y": 0.04111310106854349, "revenue_cagr_5y": -0.007421970905553632, "earnings_cagr_3y": 0.07721734501594191, "quarterly_revenue_growth_yoy": -0.05892857142857143, "quarterly_earnings_growth_yoy": -0.05405405405405406, "revenue_growth_qoq": 0.03604193971166448, "gross_margin": 0.6799493991144845, "operating_margin": 0.1954459203036053, "net_margin": 0.1549652118912081, "roa_ttm": 0.12976166225300467, "roe_ttm": 1.0992234685073339, "debt_to_ebitda": 1.7301136363636365, "net_debt_to_ebitda": 0.08522727272727272, "interest_coverage": 88.0, "debt_to_equity": 2.101811906816221, "current_ratio": 1.3498702047880011, "quick_ratio": 1.301701759446207, "fcf_to_ebitda": 0.6164772727272727, "capex_to_revenue": 0.03756680289217227, "working_capital_to_revenue": 0.19066331342345175, "capital_efficiency": 0.6144925653801693, "financial_health": -1.8253664493611161, "margin_quality": 0.34345351043643263, "growth_momentum": -0.05649131274131274, "company_age_years": 27.43874058863792, "ebitda": 1408000000.0, "spy_multiple": 12.0, "sector_multiple": 27.25157346924126, "sector_premium_over_spy": 1.270964455770105}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2023-07-31", "company_multiple": 13.029554716981131, "revenue_cagr_3y": 0.031967929109200544, "revenue_cagr_5y": -0.005764864076920229, "earnings_cagr_3y": 0.2461352494242559, "quarterly_revenue_growth_yoy": -0.10050251256281408, "quarterly_earnings_growth_yoy": -0.3037383177570093, "revenue_growth_qoq": -0.09424414927261227, "gross_margin": 0.6955307262569832, "operating_margin": 0.12430167597765363, "net_margin": 0.10405027932960893, "roa_ttm": 0.13042071197411004, "roe_ttm": 1.3848797250859106, "debt_to_ebitda": 1.8369811320754716, "net_debt_to_ebitda": 0.31245283018867925, "interest_coverage": 82.8125, "debt_to_equity": 2.788087056128293, "current_ratio": 1.2803939673745768, "quick_ratio": 1.240073868882733, "fcf_to_ebitda": 0.8075471698113208, "capex_to_revenue": 0.03369880683650436, "working_capital_to_revenue": 0.14688810061270557, "capital_efficiency": 0.7576502185300104, "financial_health": -2.51977891213203, "margin_quality": 0.3079608938547486, "growth_momentum": -0.2021204151599117, "company_age_years": 27.690622861054074, "ebitda": 1325000000.0, "spy_multiple": 12.0, "sector_multiple": 38.228257141017565, "sector_premium_over_spy": 2.1856880950847972}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2023-10-31", "company_multiple": 12.065890410958904, "revenue_cagr_3y": 0.033251216796162275, "revenue_cagr_5y": 0.005863594172492492, "earnings_cagr_3y": 0.1936539823120278, "quarterly_revenue_growth_yoy": -0.060733613950691524, "quarterly_earnings_growth_yoy": -0.6893333333333334, "revenue_growth_qoq": 0.09078212290502793, "gross_margin": 0.7106274007682458, "operating_margin": 0.1946222791293214, "net_margin": 0.14916773367477593, "roa_ttm": 0.07627025239722253, "roe_ttm": 0.8987012987012987, "debt_to_ebitda": 1.8508371385083713, "net_debt_to_ebitda": 0.3789954337899543, "interest_coverage": 87.6, "debt_to_equity": 3.1584415584415586, "current_ratio": 1.0696490758103403, "quick_ratio": 1.036967586391642, "fcf_to_ebitda": 0.7838660578386606, "capex_to_revenue": 0.027864284543517456, "working_capital_to_revenue": 0.04261596459596787, "capital_efficiency": 0.4874857755492606, "financial_health": -2.372554360661933, "margin_quality": 0.35147247119078107, "growth_momentum": -0.37503347364201245, "company_age_years": 27.942505133470227, "ebitda": 1314000000.0, "spy_multiple": 12.0, "sector_multiple": 35.72748768472906, "sector_premium_over_spy": 1.9772906403940884}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2024-01-31", "company_multiple": 12.523188405797102, "revenue_cagr_3y": 0.0299340161968058, "revenue_cagr_5y": 0.00544267062510384, "earnings_cagr_3y": 0.19809424812429155, "quarterly_revenue_growth_yoy": 0.05242463958060288, "quarterly_earnings_growth_yoy": 3.8153846153846156, "revenue_growth_qoq": 0.028169014084507043, "gross_margin": 0.7166874221668742, "operating_margin": 0.22789539227895392, "net_margin": 0.19489414694894147, "roa_ttm": 0.10033087842886114, "roe_ttm": 0.9456740442655935, "debt_to_ebitda": 1.6014492753623188, "net_debt_to_ebitda": 0.40250329380764166, "interest_coverage": 89.29411764705883, "debt_to_equity": 2.4456740442655938, "current_ratio": 1.149269588313413, "quick_ratio": 1.1144754316069057, "fcf_to_ebitda": 0.7635046113306982, "capex_to_revenue": 0.023944345575149652, "working_capital_to_revenue": 0.09092379873806827, "capital_efficiency": 0.5230024613472274, "financial_health": -1.808760450417308, "margin_quality": 0.37982565379825656, "growth_momentum": 1.9339046274826093, "company_age_years": 28.194387405886378, "ebitda": 1518000000.0, "spy_multiple": 12.0, "sector_multiple": 43.05902063738971, "sector_premium_over_spy": 2.5882517197824755}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2024-04-30", "company_multiple": 14.031302149178256, "revenue_cagr_3y": 0.023454175444089786, "revenue_cagr_5y": 0.009249417176843355, "earnings_cagr_3y": -0.04490000954491036, "quarterly_revenue_growth_yoy": 0.05439595192915876, "quarterly_earnings_growth_yoy": 0.18775510204081633, "revenue_growth_qoq": 0.03798256537982565, "gross_margin": 0.7054589082183563, "operating_margin": 0.21955608878224356, "net_margin": 0.17456508698260348, "roa_ttm": 0.09972691412966522, "roe_ttm": 0.8603839441535777, "debt_to_ebitda": 1.5372945638432365, "net_debt_to_ebitda": 0.33438685208596713, "interest_coverage": 98.875, "debt_to_equity": 2.1221640488656197, "current_ratio": 1.1926449098879688, "quick_ratio": 1.1473453482708231, "fcf_to_ebitda": 0.9671302149178256, "capex_to_revenue": 0.024732726982607308, "working_capital_to_revenue": 0.12621669060156374, "capital_efficiency": 0.48005542914162147, "financial_health": -1.5457449281594056, "margin_quality": 0.36652669466106774, "growth_momentum": 0.12107552698498755, "company_age_years": 28.44079397672827, "ebitda": 1582000000.0, "spy_multiple": 12.0, "sector_multiple": 36.41805669946794, "sector_premium_over_spy": 2.034838058288995}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2024-07-31", "company_multiple": 16.458562091503268, "revenue_cagr_3y": 0.01862665926568119, "revenue_cagr_5y": 0.04509755952940653, "earnings_cagr_3y": 0.07077963742235394, "quarterly_revenue_growth_yoy": 0.07611731843575419, "quarterly_earnings_growth_yoy": 0.6644295302013423, "revenue_growth_qoq": -0.07558488302339532, "gross_margin": 0.7125243348475017, "operating_margin": 0.18299805321219986, "net_margin": 0.1609344581440623, "roa_ttm": 0.11652883685962839, "roe_ttm": 1.1679224973089344, "debt_to_ebitda": 1.4450386215092097, "net_debt_to_ebitda": 0.46345811051693403, "interest_coverage": 105.1875, "debt_to_equity": 2.617868675995694, "current_ratio": 0.9576684397163121, "quick_ratio": 0.9102393617021277, "fcf_to_ebitda": 0.8389780154486037, "capex_to_revenue": 0.025250941028858217, "working_capital_to_revenue": -0.029956085319949814, "capital_efficiency": 0.6422256670842814, "financial_health": -1.1616497218066435, "margin_quality": 0.35215228206792126, "growth_momentum": 0.37027342431854826, "company_age_years": 28.692676249144423, "ebitda": 1683000000.0, "spy_multiple": 12.0, "sector_multiple": 38.543863361147466, "sector_premium_over_spy": 2.2119886134289555}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2024-10-31", "company_multiple": 14.25264672036824, "revenue_cagr_3y": 0.019211361302203578, "revenue_cagr_5y": 0.03874611927782712, "earnings_cagr_3y": 0.1010517292464268, "quarterly_revenue_growth_yoy": 0.06145966709346991, "quarterly_earnings_growth_yoy": 0.2832618025751073, "revenue_growth_qoq": 0.07592472420506165, "gross_margin": 0.7098914354644149, "operating_margin": 0.2080820265379976, "net_margin": 0.18033775633293125, "roa_ttm": 0.12783207463349622, "roe_ttm": 1.2903587443946187, "debt_to_ebitda": 1.1703107019562715, "net_debt_to_ebitda": 0.31990794016110474, "interest_coverage": 115.86666666666666, "debt_to_equity": 2.280269058295964, "current_ratio": 0.9124391938846421, "quick_ratio": 0.8390085707667362, "fcf_to_ebitda": 0.7911392405063291, "capex_to_revenue": 0.02595797280593325, "working_capital_to_revenue": -0.058405438813349815, "capital_efficiency": 0.7090954095140575, "financial_health": -1.2304695670882697, "margin_quality": 0.3661037394451146, "growth_momentum": 0.1723607348342886, "company_age_years": 28.944558521560573, "ebitda": 1738000000.0, "spy_multiple": 12.0, "sector_multiple": 38.816295479603085, "sector_premium_over_spy": 2.2346912899669236}, {"ticker": "FFIV", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 16.129718459278603, "revenue_cagr_3y": 0.07150902309209672, "revenue_cagr_5y": 0.06006976100481798, "earnings_cagr_3y": -0.0976013548794531, "quarterly_revenue_growth_yoy": 0.019324698006112646, "quarterly_earnings_growth_yoy": -0.22613537981380732, "revenue_growth_qoq": 0.0004928339092585635, "gross_margin": 0.7786809408633624, "operating_margin": 0.13023253157580622, "net_margin": 0.10337560574432664, "roa_ttm": 0.059187685623316805, "roe_ttm": 0.11656170409189463, "debt_to_ebitda": 0.08637697197928401, "net_debt_to_ebitda": 0.0, "interest_coverage": 106.85112717992344, "debt_to_equity": 0.01680524204900267, "current_ratio": 1.1180505243306234, "quick_ratio": 1.0794474524920132, "fcf_to_ebitda": 0.9429116226856735, "capex_to_revenue": 0.013348969389725015, "working_capital_to_revenue": 0.06682162456263521, "capital_efficiency": 0.08787469485760571, "financial_health": 0.11910940921446729, "margin_quality": 0.33742969272783174, "growth_momentum": -0.10340534090384734, "company_age_years": 23.575633127994525, "ebitda": 502414000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "FFIV", "sector": "Technology", "quarter_date": "2023-03-31", "company_multiple": 15.331896448591099, "revenue_cagr_3y": 0.06419245134666873, "revenue_cagr_5y": 0.05686062080083243, "earnings_cagr_3y": 0.09883430245568281, "quarterly_revenue_growth_yoy": 0.10871710941244733, "quarterly_earnings_growth_yoy": 0.44811152998079523, "revenue_growth_qoq": 0.003993557764521444, "gross_margin": 0.7786411632950546, "operating_margin": 0.15081025349308494, "net_margin": 0.11581185337931525, "roa_ttm": 0.062452101191384446, "roe_ttm": 0.11968297145649755, "debt_to_ebitda": 0.081289266769497, "net_debt_to_ebitda": 0.0, "interest_coverage": 194.2345633905736, "debt_to_equity": 0.015855463044461705, "current_ratio": 1.1963630118713715, "quick_ratio": 1.1631007542591356, "fcf_to_ebitda": 0.9079511681276099, "capex_to_revenue": 0.014983402169992593, "working_capital_to_revenue": 0.1078344205373939, "capital_efficiency": 0.09106753632394099, "financial_health": 0.14062965765956872, "margin_quality": 0.3484210900558183, "growth_momentum": 0.2784143196966213, "company_age_years": 23.822039698836413, "ebitda": 531620000.0, "spy_multiple": 12.0, "sector_multiple": 21.59589845496547, "sector_premium_over_spy": 0.7996582045804559}, {"ticker": "FFIV", "sector": "Technology", "quarter_date": "2023-09-30", "company_multiple": 13.62337028054677, "revenue_cagr_3y": 0.04765774289757663, "revenue_cagr_5y": 0.0467040779713046, "earnings_cagr_3y": 0.251230648736958, "quarterly_revenue_growth_yoy": 0.009915246852648375, "quarterly_earnings_growth_yoy": 0.702751102455622, "revenue_growth_qoq": 0.006165301817995509, "gross_margin": 0.8006093576284277, "operating_margin": 0.24292406792894788, "net_margin": 0.21519037475211253, "roa_ttm": 0.07525208480483231, "roe_ttm": 0.14104117087441326, "debt_to_ebitda": 0.0636601717031067, "net_debt_to_ebitda": 0.0, "interest_coverage": 87.46578841242102, "debt_to_equity": 0.014791988663796428, "current_ratio": 1.2552938963769902, "quick_ratio": 1.230935896104037, "fcf_to_ebitda": 0.9209523282584706, "capex_to_revenue": 0.019260840710245277, "working_capital_to_revenue": 0.13365425255290386, "capital_efficiency": 0.10814662783962278, "financial_health": 0.15188879973888852, "margin_quality": 0.41957460010316266, "growth_momentum": 0.35633317465413517, "company_age_years": 24.32306639288159, "ebitda": 650658000.0, "spy_multiple": 12.0, "sector_multiple": 21.98354477825465, "sector_premium_over_spy": 0.8319620648545543}, {"ticker": "LRCX", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 17.013949069337755, "revenue_cagr_3y": 0.01164965873758761, "revenue_cagr_5y": 0.1111550611710308, "earnings_cagr_3y": -0.0010646036537863557, "quarterly_revenue_growth_yoy": 0.16438143299863048, "quarterly_earnings_growth_yoy": 0.248098538562623, "revenue_growth_qoq": 0.04992135271412312, "gross_margin": 0.4737108627946638, "operating_margin": 0.3048148248864786, "net_margin": 0.2721675521309529, "roa_ttm": 0.21641069448076292, "roe_ttm": 0.48746109514208974, "debt_to_ebitda": 0.9154275475436632, "net_debt_to_ebitda": 0.0, "interest_coverage": 120.14781783262323, "debt_to_equity": 0.5656527353575024, "current_ratio": 2.544316613510729, "quick_ratio": 1.7297538304422784, "fcf_to_ebitda": 0.7998559873118906, "capex_to_revenue": 0.026255517892184926, "working_capital_to_revenue": 0.5097480499828244, "capital_efficiency": 0.35193589481142634, "financial_health": -0.22286216933731806, "margin_quality": 0.35023107993736513, "growth_momentum": 0.20623998578062674, "company_age_years": 40.64065708418891, "ebitda": 5442576000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 10.436261908873375, "revenue_cagr_3y": 0.2716205703092991, "revenue_cagr_5y": 0.5062331319023357, "earnings_cagr_3y": 0.4678529630648276, "quarterly_revenue_growth_yoy": 0.42044526634324414, "quarterly_earnings_growth_yoy": 0.6317972185477816, "revenue_growth_qoq": 0.041652356924594264, "gross_margin": 0.32962490172374437, "operating_margin": 0.14387221127915528, "net_margin": 0.19293002730600478, "roa_ttm": 0.1588858196292324, "roe_ttm": 0.2512213268814371, "debt_to_ebitda": 0.34065175025285543, "net_debt_to_ebitda": 0.0, "interest_coverage": 235.33817126269957, "debt_to_equity": 0.10248569938938294, "current_ratio": 3.9461510683117664, "quick_ratio": 3.301077339753235, "fcf_to_ebitda": 0.9235389890717123, "capex_to_revenue": 0.044303731456576435, "working_capital_to_revenue": 0.5672720235204952, "capital_efficiency": 0.20505357325533474, "financial_health": 0.22633299615807964, "margin_quality": 0.22214238010296813, "growth_momentum": 0.5261212424455128, "company_age_years": 3.515400410677618, "ebitda": 162148000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 9.87651879049676, "revenue_cagr_3y": 0.2830539859352941, "revenue_cagr_5y": 0.5708254941550359, "earnings_cagr_3y": -0.18736106991981227, "quarterly_revenue_growth_yoy": 0.39257420513362207, "quarterly_earnings_growth_yoy": -0.33668341708542715, "revenue_growth_qoq": 0.1145161426675346, "gross_margin": 0.3023134979330223, "operating_margin": 0.0908484089960936, "net_margin": 0.049061326658322905, "roa_ttm": 0.13357878714986024, "roe_ttm": 0.2290739107551813, "debt_to_ebitda": 0.1322746459918465, "net_debt_to_ebitda": 0.0, "interest_coverage": 84.57912270960577, "debt_to_equity": 0.03582630403550447, "current_ratio": 3.000686697560673, "quick_ratio": 2.3737141034388043, "fcf_to_ebitda": 0.9878156859913213, "capex_to_revenue": 0.04119342279487472, "working_capital_to_revenue": 0.4818322366701272, "capital_efficiency": 0.18132634895252076, "financial_health": 0.18843959205836758, "margin_quality": 0.14740774452914626, "growth_momentum": 0.02794539402409746, "company_age_years": 3.7672826830937716, "ebitda": 152327000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 11.228908839199564, "revenue_cagr_3y": 0.29493232060763264, "revenue_cagr_5y": 0.5482529170954249, "earnings_cagr_3y": -0.02943288742711636, "quarterly_revenue_growth_yoy": 0.2954195672579823, "quarterly_earnings_growth_yoy": -0.4671299669338116, "revenue_growth_qoq": 0.03110327303068229, "gross_margin": 0.31673109673337724, "operating_margin": 0.10316657532432662, "net_margin": 0.06994493712091396, "roa_ttm": 0.09530190165371906, "roe_ttm": 0.17908286352481723, "debt_to_ebitda": 0.231223168463593, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.25182897089904, "debt_to_equity": 0.052800569677752075, "current_ratio": 2.892434454513206, "quick_ratio": 2.284554484182012, "fcf_to_ebitda": 1.0043699570695417, "capex_to_revenue": 0.037931942071800784, "working_capital_to_revenue": 0.4698184714937497, "capital_efficiency": 0.13719238258926814, "financial_health": 0.1812095845779361, "margin_quality": 0.16328086972620592, "growth_momentum": -0.08585519983791465, "company_age_years": 4.01368925393566, "ebitda": 143022000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2015-12-31", "company_multiple": 7.677817023201871, "revenue_cagr_3y": -0.042962148624181906, "revenue_cagr_5y": 0.09094391439604843, "earnings_cagr_3y": 0.02107959457645725, "quarterly_revenue_growth_yoy": -0.06514826987885829, "quarterly_earnings_growth_yoy": -0.14494761902281217, "revenue_growth_qoq": -0.2587392674110813, "gross_margin": 0.24560342302647498, "operating_margin": 0.13989137494110307, "net_margin": 0.17418106723377522, "roa_ttm": 0.07468511197757455, "roe_ttm": 0.09848108141913282, "debt_to_ebitda": 0.41563402091418306, "net_debt_to_ebitda": 0.0, "interest_coverage": 187.71172248803828, "debt_to_equity": 0.05877656377315113, "current_ratio": 3.4820836802664448, "quick_ratio": 2.943664654454621, "fcf_to_ebitda": -0.6721048640450655, "capex_to_revenue": 0.04650411637903937, "working_capital_to_revenue": 0.6663283966588386, "capital_efficiency": 0.08658309669835368, "financial_health": 0.10210354585019277, "margin_quality": 0.18655862173378443, "growth_momentum": -0.10504794445083523, "company_age_years": 9.119780971937029, "ebitda": 784635000.0, "spy_multiple": 15.0, "sector_multiple": 15.776388778167018, "sector_premium_over_spy": 0.05175925187780117}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 5.90053717700595, "revenue_cagr_3y": 0.050729648294986385, "revenue_cagr_5y": 0.09080238415150022, "earnings_cagr_3y": 0.4899930953371532, "quarterly_revenue_growth_yoy": 0.8671167859099037, "quarterly_earnings_growth_yoy": 4.2115173104387935, "revenue_growth_qoq": -0.07031127298041863, "gross_margin": 0.31688293602779694, "operating_margin": 0.20537332718464776, "net_margin": 0.2233114324458832, "roa_ttm": 0.10596415392405358, "roe_ttm": 0.13991665715562704, "debt_to_ebitda": 0.3145065493244087, "net_debt_to_ebitda": 0.0, "interest_coverage": 229.409521757863, "debt_to_equity": 0.05835985533926532, "current_ratio": 3.076842187366381, "quick_ratio": 2.513931111735513, "fcf_to_ebitda": -0.051985174459278125, "capex_to_revenue": 0.04085699074777952, "working_capital_to_revenue": 0.5544678756422087, "capital_efficiency": 0.12294040553984031, "financial_health": 0.10138392245406587, "margin_quality": 0.24852256521944263, "growth_momentum": 2.5393170481743486, "company_age_years": 9.36892539356605, "ebitda": 1064919000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 5.131722714987805, "revenue_cagr_3y": -0.18652596590817438, "revenue_cagr_5y": -0.07495400325546275, "earnings_cagr_3y": -0.08286967346026208, "quarterly_revenue_growth_yoy": -0.4640875676993813, "quarterly_earnings_growth_yoy": -0.5692835754241121, "revenue_growth_qoq": -0.3297324738494959, "gross_margin": 0.2508645541601348, "operating_margin": 0.1076274520165102, "net_margin": 0.22084588331307722, "roa_ttm": 0.06167581228686666, "roe_ttm": 0.08389391497368125, "debt_to_ebitda": 1.2026558071060784, "net_debt_to_ebitda": 0.0, "interest_coverage": 122.71346395829589, "debt_to_equity": 0.13808144595164384, "current_ratio": 2.4624166147951714, "quick_ratio": 2.1447726323149467, "fcf_to_ebitda": -0.3669672089122617, "capex_to_revenue": 0.05774479166074153, "working_capital_to_revenue": 0.5853356510580496, "capital_efficiency": 0.07278486363027395, "financial_health": 0.14206938731018784, "margin_quality": 0.1931126298299074, "growth_momentum": -0.5166855715617467, "company_age_years": 9.869952087611225, "ebitda": 682655000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2018-12-31", "company_multiple": 13.215181168551986, "revenue_cagr_3y": -0.0981317890675093, "revenue_cagr_5y": -0.02095141427880398, "earnings_cagr_3y": -0.3177818144893927, "quarterly_revenue_growth_yoy": 1.0379708769064304, "quarterly_earnings_growth_yoy": 1.1205122394520572, "revenue_growth_qoq": 0.02221318505811718, "gross_margin": 0.1422224665492932, "operating_margin": 0.0159249813017457, "net_margin": 0.0753948333504523, "roa_ttm": 0.02026662877129403, "roe_ttm": 0.027688956513914984, "debt_to_ebitda": 1.7642288476078931, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.5102823283374, "debt_to_equity": 0.09131987683991434, "current_ratio": 4.565013951034766, "quick_ratio": 4.0388866612967895, "fcf_to_ebitda": -3.953414330402811, "capex_to_revenue": 0.32968961392913865, "working_capital_to_revenue": 1.3431403305817533, "capital_efficiency": 0.02397779264260451, "financial_health": 0.10684052045009229, "margin_quality": 0.07784742706716373, "growth_momentum": 1.0792415581792438, "company_age_years": 12.120465434633813, "ebitda": 269804000.0, "spy_multiple": 15.0, "sector_multiple": 21.700366497520665, "sector_premium_over_spy": 0.4466910998347111}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2020-06-30", "company_multiple": 19.376822924186982, "revenue_cagr_3y": 0.01010357636948278, "revenue_cagr_5y": -0.06442209187823755, "earnings_cagr_3y": -0.10774868167496687, "quarterly_revenue_growth_yoy": 0.09822106278079035, "quarterly_earnings_growth_yoy": 2.990025878800949, "revenue_growth_qoq": 0.207258082702528, "gross_margin": 0.2139751654314761, "operating_margin": 0.07922653877346433, "net_margin": 0.05745698625957526, "roa_ttm": 0.013973467816302251, "roe_ttm": 0.01890814181383777, "debt_to_ebitda": 1.9769429741871873, "net_debt_to_ebitda": 0.0, "interest_coverage": 74.49262446220037, "debt_to_equity": 0.09168312671854803, "current_ratio": 3.6560165775143365, "quick_ratio": 2.916054915693487, "fcf_to_ebitda": -1.8764805135334717, "capex_to_revenue": 0.18003324875877924, "working_capital_to_revenue": 0.6357959931015875, "capital_efficiency": 0.01644080481507001, "financial_health": 0.07466100506093862, "margin_quality": 0.11688623015483855, "growth_momentum": 1.5441234707908698, "company_age_years": 13.618069815195073, "ebitda": 242399000.0, "spy_multiple": 20.0, "sector_multiple": 26.78662418308661, "sector_premium_over_spy": 0.33933120915433035}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 15.003231072918059, "revenue_cagr_3y": -0.05150552157190469, "revenue_cagr_5y": -0.06109204424251269, "earnings_cagr_3y": -0.0900155979109537, "quarterly_revenue_growth_yoy": 0.6963328858864021, "quarterly_earnings_growth_yoy": 4.062928613415192, "revenue_growth_qoq": 0.44388094226281927, "gross_margin": 0.3158969991321363, "operating_margin": 0.2233406823241498, "net_margin": 0.16714408154684576, "roa_ttm": 0.03195949388544408, "roe_ttm": 0.041371261128149095, "debt_to_ebitda": 0.6811770584422974, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.83480637813212, "debt_to_equity": 0.05103191871630561, "current_ratio": 3.830566919849923, "quick_ratio": 3.007051105813093, "fcf_to_ebitda": 0.3637863563728473, "capex_to_revenue": 0.13863578141452879, "working_capital_to_revenue": 0.5910083087794094, "capital_efficiency": 0.03666537750679659, "financial_health": 0.14196778753791664, "margin_quality": 0.23546058766771064, "growth_momentum": 2.379630749650797, "company_age_years": 13.869952087611225, "ebitda": 404262000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2021-03-31", "company_multiple": 10.685531547232964, "revenue_cagr_3y": 0.12299354838188048, "revenue_cagr_5y": -0.017175461708762607, "earnings_cagr_3y": 0.36219384470941396, "quarterly_revenue_growth_yoy": 0.509749607234404, "quarterly_earnings_growth_yoy": 1.3115959604868583, "revenue_growth_qoq": 0.31866678047115055, "gross_margin": 0.2299887723526029, "operating_margin": 0.31411024006253624, "net_margin": 0.260988032970945, "roa_ttm": 0.07277093112727549, "roe_ttm": 0.09084143724603935, "debt_to_ebitda": 0.33901701763159325, "net_debt_to_ebitda": 0.0, "interest_coverage": 269.64886515353805, "debt_to_equity": 0.048093341621625416, "current_ratio": 4.686534964987951, "quick_ratio": 3.8644278476889955, "fcf_to_ebitda": -0.1630687191471874, "capex_to_revenue": 0.1321821160323505, "working_capital_to_revenue": 0.8273197518123558, "capital_efficiency": 0.08180618418665742, "financial_health": 0.09217272708531565, "margin_quality": 0.26836234846202806, "growth_momentum": 0.9106727838606312, "company_age_years": 14.368240930869268, "ebitda": 807868000.0, "spy_multiple": 20.0, "sector_multiple": 23.75604802655682, "sector_premium_over_spy": 0.18780240132784098}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2021-09-30", "company_multiple": 12.602087636159338, "revenue_cagr_3y": -0.047967132402154444, "revenue_cagr_5y": -0.030508179055744655, "earnings_cagr_3y": -0.07840857881598884, "quarterly_revenue_growth_yoy": -0.37092926102213863, "quarterly_earnings_growth_yoy": -0.7084373407638177, "revenue_growth_qoq": -0.0725960774341206, "gross_margin": 0.2135032493350517, "operating_margin": 0.08717506649483123, "net_margin": 0.0774681921632071, "roa_ttm": 0.06232618801617361, "roe_ttm": 0.07770500379497691, "debt_to_ebitda": 0.4033229021005567, "net_debt_to_ebitda": 0.0, "interest_coverage": 244.90432724814065, "debt_to_equity": 0.0501156503132464, "current_ratio": 4.259188575519129, "quick_ratio": 3.3539782673131664, "fcf_to_ebitda": -0.06258739665970484, "capex_to_revenue": 0.16560075267875168, "working_capital_to_revenue": 0.8879358089963395, "capital_efficiency": 0.07001559590557527, "financial_health": 0.14671206716154575, "margin_quality": 0.12604883599769667, "growth_momentum": -0.5396833008929782, "company_age_years": 14.869267624914443, "ebitda": 724427000.0, "spy_multiple": 20.0, "sector_multiple": 19.845091813117204, "sector_premium_over_spy": -0.007745409344139809}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2021-12-31", "company_multiple": 9.617908512971962, "revenue_cagr_3y": 0.0949060072432053, "revenue_cagr_5y": 0.13559966092602682, "earnings_cagr_3y": 0.3609485529642853, "quarterly_revenue_growth_yoy": 0.4892832287207501, "quarterly_earnings_growth_yoy": 0.135407033525492, "revenue_growth_qoq": 0.5549490663303079, "gross_margin": 0.27166740694287234, "operating_margin": 0.1908468796531319, "net_margin": 0.14478920864657305, "roa_ttm": 0.06321945747804146, "roe_ttm": 0.07864568991858614, "debt_to_ebitda": 0.2989721582310757, "net_debt_to_ebitda": 0.0, "interest_coverage": 334.0588932806324, "debt_to_equity": 0.04239950291557199, "current_ratio": 4.390341983111334, "quick_ratio": 3.263051020941616, "fcf_to_ebitda": -0.3581910836767558, "capex_to_revenue": 0.18481742176941257, "working_capital_to_revenue": 0.8429856977050856, "capital_efficiency": 0.0709325736983138, "financial_health": 0.15606971475809292, "margin_quality": 0.20243449841419245, "growth_momentum": 0.312345131123121, "company_age_years": 15.121149897330595, "ebitda": 845169000.0, "spy_multiple": 20.0, "sector_multiple": 25.089771479454207, "sector_premium_over_spy": 0.2544885739727103}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2023-12-31", "company_multiple": 14.150362046081291, "revenue_cagr_3y": 0.23892324060825954, "revenue_cagr_5y": 0.1088103809693437, "earnings_cagr_3y": 0.44519363039788384, "quarterly_revenue_growth_yoy": 0.15578950728807422, "quarterly_earnings_growth_yoy": 47.26907790143084, "revenue_growth_qoq": 0.4462207741951591, "gross_margin": 0.43332760780042, "operating_margin": 0.3433455353358888, "net_margin": 0.3014441290126563, "roa_ttm": 0.08015112590944332, "roe_ttm": 0.12422891231346268, "debt_to_ebitda": 0.4707481713740329, "net_debt_to_ebitda": 0.0, "interest_coverage": 171.51230899830222, "debt_to_equity": 0.0853333301432874, "current_ratio": 3.5484290568216097, "quick_ratio": 2.773551898009276, "fcf_to_ebitda": -0.6471566485103308, "capex_to_revenue": 0.4178792756709, "working_capital_to_revenue": 1.0030280823069473, "capital_efficiency": 0.102190019111453, "financial_health": 0.11844706625176994, "margin_quality": 0.359372424049655, "growth_momentum": 23.71243370435946, "company_age_years": 17.11978097193703, "ebitda": 1212249000.0, "spy_multiple": 12.0, "sector_multiple": 23.919802617320997, "sector_premium_over_spy": 0.9933168847767497}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2024-03-31", "company_multiple": 11.904706117681494, "revenue_cagr_3y": -0.00385949519401374, "revenue_cagr_5y": 0.08342082657972583, "earnings_cagr_3y": 0.04112269584558503, "quarterly_revenue_growth_yoy": 0.4483463010180818, "quarterly_earnings_growth_yoy": 4.559455839853387, "revenue_growth_qoq": -0.3145691219995978, "gross_margin": 0.43571277458481716, "operating_margin": 0.30618127509104553, "net_margin": 0.2979645086058823, "roa_ttm": 0.09523945823748195, "roe_ttm": 0.14847228125868342, "debt_to_ebitda": 0.43091775480309596, "net_debt_to_ebitda": 0.0, "interest_coverage": 158.771552660152, "debt_to_equity": 0.09128920274555039, "current_ratio": 2.4116404174179245, "quick_ratio": 1.7434180712417062, "fcf_to_ebitda": -0.3588142128147298, "capex_to_revenue": 0.40098203805158983, "working_capital_to_revenue": 0.6965153416091913, "capital_efficiency": 0.12185586974808268, "financial_health": 0.09566044127228406, "margin_quality": 0.34661951942724833, "growth_momentum": 2.503901070435734, "company_age_years": 17.36892539356605, "ebitda": 1462286000.0, "spy_multiple": 12.0, "sector_multiple": 22.29613771003566, "sector_premium_over_spy": 0.8580114758363049}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2024-06-30", "company_multiple": 13.539857934582368, "revenue_cagr_3y": 0.1710745894511181, "revenue_cagr_5y": 0.1155295429676857, "earnings_cagr_3y": 0.6181828892760233, "quarterly_revenue_growth_yoy": 0.2464729921929064, "quarterly_earnings_growth_yoy": 1.0480598432397892, "revenue_growth_qoq": 0.2724742730207982, "gross_margin": 0.4937138909945947, "operating_margin": 0.36864684378346174, "net_margin": 0.3457320367903634, "roa_ttm": 0.1092773864414797, "roe_ttm": 0.16589154253033983, "debt_to_ebitda": 0.3381188988490903, "net_debt_to_ebitda": 0.0, "interest_coverage": 172.54767025089606, "debt_to_equity": 0.07852168530543539, "current_ratio": 2.2277210854611993, "quick_ratio": 1.5143591806294492, "fcf_to_ebitda": -0.13321874881300566, "capex_to_revenue": 0.3750397491334888, "working_capital_to_revenue": 0.5781507148999544, "capital_efficiency": 0.13758446448590977, "financial_health": 0.0968977016881753, "margin_quality": 0.40269759052280657, "growth_momentum": 0.6472664177163477, "company_age_years": 17.61806981519507, "ebitda": 1684928000.0, "spy_multiple": 12.0, "sector_multiple": 25.238808921614112, "sector_premium_over_spy": 1.1032340768011761}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2024-09-30", "company_multiple": 15.007168601540249, "revenue_cagr_3y": 0.15009992600007305, "revenue_cagr_5y": 0.10175101312287849, "earnings_cagr_3y": 0.9059229569491116, "quarterly_revenue_growth_yoy": 0.10807524747531488, "quarterly_earnings_growth_yoy": 0.16601464988561762, "revenue_growth_qoq": -0.12154001753618571, "gross_margin": 0.5016639103809082, "operating_margin": 0.3627471081530482, "net_margin": 0.35255974080399427, "roa_ttm": 0.1091375804672667, "roe_ttm": 0.1643698786143366, "debt_to_ebitda": 0.3379136765021636, "net_debt_to_ebitda": 0.0, "interest_coverage": 195.43672291296625, "debt_to_equity": 0.07834113459038396, "current_ratio": 2.1423959061029705, "quick_ratio": 1.2991008127754726, "fcf_to_ebitda": -0.3358926528576638, "capex_to_revenue": 0.40496638240619964, "working_capital_to_revenue": 0.5287036938452705, "capital_efficiency": 0.13675372954080164, "financial_health": 0.03872456874831734, "margin_quality": 0.4056569197793169, "growth_momentum": 0.13704494868046624, "company_age_years": 17.869952087611225, "ebitda": 1760494000.0, "spy_multiple": 12.0, "sector_multiple": 25.027760947538795, "sector_premium_over_spy": 1.085646745628233}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2024-12-31", "company_multiple": 9.613189982800932, "revenue_cagr_3y": 0.18610987233858012, "revenue_cagr_5y": 0.01587437875840747, "earnings_cagr_3y": 0.44103603177999795, "quarterly_revenue_growth_yoy": 0.30682929481862287, "quarterly_earnings_growth_yoy": 0.12563602575886426, "revenue_growth_qoq": 0.7056275544460316, "gross_margin": 0.3749335383489506, "operating_margin": 0.30169065230500564, "net_margin": 0.2596485805112313, "roa_ttm": 0.10656594603212491, "roe_ttm": 0.16195945209930282, "debt_to_ebitda": 0.333417348689414, "net_debt_to_ebitda": 0.0, "interest_coverage": 171.64563240562137, "debt_to_equity": 0.07810128313396411, "current_ratio": 2.4496630952873772, "quick_ratio": 1.8005576088285498, "fcf_to_ebitda": -0.1648611392054181, "capex_to_revenue": 0.36280816653349307, "working_capital_to_revenue": 0.7159733912719739, "capital_efficiency": 0.13426269906571386, "financial_health": 0.08692835386000744, "margin_quality": 0.3120909237217292, "growth_momentum": 0.21623266028874355, "company_age_years": 18.12183436002738, "ebitda": 1868706000.0, "spy_multiple": 12.0, "sector_multiple": 24.139337607980206, "sector_premium_over_spy": 1.0116114673316838}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 14.796747746101223, "revenue_cagr_3y": 0.07505540434255109, "revenue_cagr_5y": 0.06759058589469924, "earnings_cagr_3y": 0.020353008716282206, "quarterly_revenue_growth_yoy": 0.05872885384889664, "quarterly_earnings_growth_yoy": 0.011380504700643246, "revenue_growth_qoq": 0.011413391870826425, "gross_margin": 0.8826635857184955, "operating_margin": 0.4829292707227287, "net_margin": 0.3967781015683835, "roa_ttm": 0.13940856138140387, "roe_ttm": 0.20173180631580895, "debt_to_ebitda": -0.37433921494687117, "net_debt_to_ebitda": 0.0, "interest_coverage": 71.18172087278715, "debt_to_equity": -0.09359730861136771, "current_ratio": 1.527302540913866, "quick_ratio": 1.5273025399152362, "fcf_to_ebitda": 1.110132770080347, "capex_to_revenue": 0.014559172658299984, "working_capital_to_revenue": 0.30830646489157837, "capital_efficiency": 0.1705701838486064, "financial_health": 0.0448361847420221, "margin_quality": 0.5874569860032025, "growth_momentum": 0.03505467927476994, "company_age_years": 20.257357973990416, "ebitda": 864502000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2016-12-31", "company_multiple": 16.30765707233522, "revenue_cagr_3y": 0.07933805609172984, "revenue_cagr_5y": 0.06409101077913326, "earnings_cagr_3y": 0.04565727057897084, "quarterly_revenue_growth_yoy": 0.06251200684608534, "quarterly_earnings_growth_yoy": 0.14054181825656203, "revenue_growth_qoq": 0.13829886756444498, "gross_margin": 0.8793401368790669, "operating_margin": 0.49600683778947086, "net_margin": 0.4560320685751386, "roa_ttm": 0.13892249286841782, "roe_ttm": 0.20762574105810652, "debt_to_ebitda": 0.006302155120212686, "net_debt_to_ebitda": 0.0, "interest_coverage": 25.844486839359703, "debt_to_equity": 0.001565112429438894, "current_ratio": 1.6232294155892055, "quick_ratio": 1.6232294155892055, "fcf_to_ebitda": 1.0670307553012959, "capex_to_revenue": 0.013811512196914835, "working_capital_to_revenue": 0.4172724876399887, "capital_efficiency": 0.17327411696326217, "financial_health": 0.035922015257484424, "margin_quality": 0.6104596810812255, "growth_momentum": 0.10152691255132368, "company_age_years": 20.50924024640657, "ebitda": 867005000.0, "spy_multiple": 15.0, "sector_multiple": 16.349461439322475, "sector_premium_over_spy": 0.08996409595483157}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2018-03-31", "company_multiple": 16.45587888417518, "revenue_cagr_3y": 0.06678989210746766, "revenue_cagr_5y": 0.06984889587444787, "earnings_cagr_3y": 0.051684539943655405, "quarterly_revenue_growth_yoy": 0.038755310598231715, "quarterly_earnings_growth_yoy": 0.02513818056323986, "revenue_growth_qoq": -0.10608923179080172, "gross_margin": 0.9021900133974169, "operating_margin": 0.4718388949562926, "net_margin": 0.41372815181970524, "roa_ttm": 0.148926152353155, "roe_ttm": 0.22547257791602213, "debt_to_ebitda": -0.33474320881728287, "net_debt_to_ebitda": 0.0, "interest_coverage": 63.529946164199195, "debt_to_equity": -0.08823762641633766, "current_ratio": 1.5656611457266634, "quick_ratio": 1.5656611457266634, "fcf_to_ebitda": 1.2155276970091784, "capex_to_revenue": 0.013626789574755254, "working_capital_to_revenue": 0.3559529241787753, "capital_efficiency": 0.18719936513458857, "financial_health": 0.039301165885407684, "margin_quality": 0.595919020057805, "growth_momentum": 0.03194674558073579, "company_age_years": 21.754962354551676, "ebitda": 944055000.0, "spy_multiple": 15.0, "sector_multiple": 17.05486987273345, "sector_premium_over_spy": 0.13699132484889653}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 15.84618883377309, "revenue_cagr_3y": 0.057684320362161756, "revenue_cagr_5y": 0.06577802250826736, "earnings_cagr_3y": 0.06721784015599064, "quarterly_revenue_growth_yoy": 0.020055694513196373, "quarterly_earnings_growth_yoy": 0.04950043002304074, "revenue_growth_qoq": 0.03414351595972816, "gross_margin": 0.8960878209376403, "operating_margin": 0.47878230754430595, "net_margin": 0.4226136776620989, "roa_ttm": 0.1487025419404426, "roe_ttm": 0.2252182601829018, "debt_to_ebitda": -0.3651018469656992, "net_debt_to_ebitda": 0.0, "interest_coverage": 57.72159610112702, "debt_to_equity": -0.09538102338549226, "current_ratio": 1.7117403672312388, "quick_ratio": 1.7117403672312388, "fcf_to_ebitda": 1.198619525065963, "capex_to_revenue": 0.01283968839775598, "working_capital_to_revenue": 0.4548497366183681, "capital_efficiency": 0.18696040106167222, "financial_health": 0.04301224429906171, "margin_quality": 0.5991612687146817, "growth_momentum": 0.034778062268118554, "company_age_years": 22.0041067761807, "ebitda": 947500000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2019-06-30", "company_multiple": 17.78037375579039, "revenue_cagr_3y": 0.049091781713698435, "revenue_cagr_5y": 0.061254458685899404, "earnings_cagr_3y": 0.03809366496634192, "quarterly_revenue_growth_yoy": 0.043495735083481195, "quarterly_earnings_growth_yoy": -0.06164321196240503, "revenue_growth_qoq": 0.034521054282492775, "gross_margin": 0.8926853452867761, "operating_margin": 0.4354149423497693, "net_margin": 0.3800326151980267, "roa_ttm": 0.13951061963022715, "roe_ttm": 0.21896931809710435, "debt_to_ebitda": -0.36438953695178045, "net_debt_to_ebitda": 0.0, "interest_coverage": 47.10186692197224, "debt_to_equity": -0.0979077082549963, "current_ratio": 1.553768783829382, "quick_ratio": 1.5537687830590003, "fcf_to_ebitda": 1.1182692757211181, "capex_to_revenue": 0.01145516359006156, "working_capital_to_revenue": 0.36743625669176305, "capital_efficiency": 0.17923996886366575, "financial_health": 0.04333850226843353, "margin_quality": 0.5693776342781907, "growth_momentum": -0.009073738439461916, "company_age_years": 23.003422313483917, "ebitda": 983958000.0, "spy_multiple": 15.0, "sector_multiple": 19.48148323045808, "sector_premium_over_spy": 0.2987655486972052}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 19.56125738215398, "revenue_cagr_3y": 0.03670667816647688, "revenue_cagr_5y": 0.04240927063367361, "earnings_cagr_3y": 0.042070610343912795, "quarterly_revenue_growth_yoy": 0.036778227289444645, "quarterly_earnings_growth_yoy": -0.0057605674654604595, "revenue_growth_qoq": 0.10766208251473477, "gross_margin": 0.8824051081943952, "operating_margin": 0.4459028024122029, "net_margin": 0.48031216743526073, "roa_ttm": 0.1449856144677353, "roe_ttm": 0.24424441751774278, "debt_to_ebitda": 0.0127778374315473, "net_debt_to_ebitda": 0.0, "interest_coverage": 39.46186440677966, "debt_to_equity": 0.003433154463100802, "current_ratio": 1.4759683896877833, "quick_ratio": 1.475968389040031, "fcf_to_ebitda": 1.2259207559325673, "capex_to_revenue": 0.009346699598043488, "working_capital_to_revenue": 0.35585258366022565, "capital_efficiency": 0.19461501599273906, "financial_health": 0.04379024523907384, "margin_quality": 0.6028733593472864, "growth_momentum": 0.015508829911992093, "company_age_years": 24.50924024640657, "ebitda": 931300000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "QLYS", "sector": "Technology", "quarter_date": "2022-12-31", "company_multiple": 25.1739212564101, "revenue_cagr_3y": 0.15617580014641752, "revenue_cagr_5y": 0.15771921483438778, "earnings_cagr_3y": 0.11085392163166685, "quarterly_revenue_growth_yoy": 0.19192020404445254, "quarterly_earnings_growth_yoy": 0.29810732780349203, "revenue_growth_qoq": 0.042114987934151527, "gross_margin": 0.7879387691155454, "operating_margin": 0.2344152419964998, "net_margin": 0.21647853632813396, "roa_ttm": 0.1540671754113399, "roe_ttm": 0.37350801891197355, "debt_to_ebitda": 0.07907052776247359, "net_debt_to_ebitda": 0.0, "interest_coverage": 56.46803418803419, "debt_to_equity": 0.045170148964649, "current_ratio": 1.3439924131429803, "quick_ratio": 1.3439924131429803, "fcf_to_ebitda": 1.0587519449775684, "capex_to_revenue": 0.048968498518550285, "working_capital_to_revenue": 0.24738474607073796, "capital_efficiency": 0.26378759716165673, "financial_health": 0.2478368364812445, "margin_quality": 0.41294418248005976, "growth_momentum": 0.24501376592397228, "company_age_years": 10.255989048596852, "ebitda": 165169000.0, "spy_multiple": 12.0, "sector_multiple": 25.1739212564101, "sector_premium_over_spy": 1.0978267713675085}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2017-06-30", "company_multiple": 12.333888428610882, "revenue_cagr_3y": -0.07589553378032077, "revenue_cagr_5y": 0.030314720468942458, "earnings_cagr_3y": -0.2712935673460599, "quarterly_revenue_growth_yoy": -0.1113500992720053, "quarterly_earnings_growth_yoy": -0.4002770083102493, "revenue_growth_qoq": 0.07077352472089314, "gross_margin": 0.5367715509216161, "operating_margin": 0.143921057531186, "net_margin": 0.16123626885123812, "roa_ttm": 0.0605166280930117, "roe_ttm": 0.12449670863424299, "debt_to_ebitda": 3.023750345208506, "net_debt_to_ebitda": 0.9650648991991163, "interest_coverage": 54.45112781954887, "debt_to_equity": 0.6997507509426727, "current_ratio": 2.9489250245552765, "quick_ratio": 2.7304376295972936, "fcf_to_ebitda": 0.5222314277823805, "capex_to_revenue": 0.025609215773150198, "working_capital_to_revenue": 0.7912272928666372, "capital_efficiency": 0.09250666836362734, "financial_health": -0.38844128064463684, "margin_quality": 0.28064295910134673, "growth_momentum": -0.2558135537911273, "company_age_years": 25.54688569472964, "ebitda": 7242000000.0, "spy_multiple": 15.0, "sector_multiple": 14.177214688219387, "sector_premium_over_spy": -0.05485235411870759}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2018-03-31", "company_multiple": 14.555504606813798, "revenue_cagr_3y": -0.0861694468259866, "revenue_cagr_5y": -0.02992207048865636, "earnings_cagr_3y": -0.29882554660290395, "quarterly_revenue_growth_yoy": 0.048843700159489634, "quarterly_earnings_growth_yoy": -0.5153538050734312, "revenue_growth_qoq": -0.13299274884640738, "gross_margin": 0.5744155103592473, "operating_margin": 0.08382436799087625, "net_margin": 0.06899828929861243, "roa_ttm": -0.07104762498830428, "roe_ttm": -0.19127587220286327, "debt_to_ebitda": 4.948360831369188, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.07262569832402, "debt_to_equity": 0.9695621142785171, "current_ratio": 3.597472353870458, "quick_ratio": 3.4555292259083727, "fcf_to_ebitda": 0.8414398971502035, "capex_to_revenue": 0.037602300376023, "working_capital_to_revenue": 1.454722406547224, "capital_efficiency": -0.13116174859558377, "financial_health": -0.2210972308853032, "margin_quality": 0.24241272254957866, "growth_momentum": -0.23325505245697079, "company_age_years": 26.297056810403834, "ebitda": 4667000000.0, "spy_multiple": 15.0, "sector_multiple": 17.05486987273345, "sector_premium_over_spy": 0.13699132484889653}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 14.521363073110285, "revenue_cagr_3y": -0.013498725369227693, "revenue_cagr_5y": -0.02153921064148867, "earnings_cagr_3y": 0.00975807387653993, "quarterly_revenue_growth_yoy": 0.04245019549432136, "quarterly_earnings_growth_yoy": 0.407621247113164, "revenue_growth_qoq": 0.06424634099980993, "gross_margin": 0.5550991248437221, "operating_margin": 0.16127879978567602, "net_margin": 0.21771744954456154, "roa_ttm": -0.06769205991302947, "roe_ttm": -0.18220045084099185, "debt_to_ebitda": 4.642916150351095, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.839622641509433, "debt_to_equity": 0.9745534940176869, "current_ratio": 2.7336540833950163, "quick_ratio": 2.6235504564520107, "fcf_to_ebitda": 1.2104502271788518, "capex_to_revenue": 0.038847282442079446, "working_capital_to_revenue": 1.2309376779223054, "capital_efficiency": -0.12494625537701065, "financial_health": -0.09297050939580676, "margin_quality": 0.3113651247246532, "growth_momentum": 0.22503572130374266, "company_age_years": 26.546201232032853, "ebitda": 4842000000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 13.043065201984408, "revenue_cagr_3y": 0.04245863870839184, "revenue_cagr_5y": 0.011779223303602926, "earnings_cagr_3y": 0.1545380149008082, "quarterly_revenue_growth_yoy": 0.07174103237095363, "quarterly_earnings_growth_yoy": 0.21303258145363407, "revenue_growth_qoq": 0.1228230980751604, "gross_margin": 0.6204081632653061, "operating_margin": 0.3795918367346939, "net_margin": 0.2634013605442177, "roa_ttm": 0.20559940799210655, "roe_ttm": 0.3241298852809644, "debt_to_ebitda": 0.6397944720056697, "net_debt_to_ebitda": 0.3972360028348689, "interest_coverage": 313.55555555555554, "debt_to_equity": 0.3510596927863115, "current_ratio": 3.309216589861751, "quick_ratio": 2.476036866359447, "fcf_to_ebitda": 0.686392629340893, "capex_to_revenue": 0.04450361354127044, "working_capital_to_revenue": 0.3812095853936858, "capital_efficiency": 0.2648646466365355, "financial_health": -0.20499972373732372, "margin_quality": 0.4211337868480725, "growth_momentum": 0.14238680691229386, "company_age_years": 63.74537987679671, "ebitda": 5644000000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2017-03-31", "company_multiple": 13.506585561069313, "revenue_cagr_3y": 0.044785216122246396, "revenue_cagr_5y": 0.01739150752343277, "earnings_cagr_3y": 0.2697612393610538, "quarterly_revenue_growth_yoy": 0.1309840425531915, "quarterly_earnings_growth_yoy": 0.4022503516174402, "revenue_growth_qoq": -0.0035149384885764497, "gross_margin": 0.630217519106408, "operating_margin": 0.3680188124632569, "net_margin": 0.29306290417401526, "roa_ttm": 0.23976717987232446, "roe_ttm": 0.36009023404455304, "debt_to_ebitda": 0.5375380182487594, "net_debt_to_ebitda": 0.3657755722746919, "interest_coverage": 347.05555555555554, "debt_to_equity": 0.31563116834288935, "current_ratio": 4.394506866416979, "quick_ratio": 3.2440699126092385, "fcf_to_ebitda": 0.6611173363214343, "capex_to_revenue": 0.03879686137750654, "working_capital_to_revenue": 0.3950886370241209, "capital_efficiency": 0.29992870695843876, "financial_health": -0.21294667539800677, "margin_quality": 0.4304330785812267, "growth_momentum": 0.26661719708531584, "company_age_years": 64.24366872005476, "ebitda": 6247000000.0, "spy_multiple": 15.0, "sector_multiple": 15.09235963089985, "sector_premium_over_spy": 0.006157308726656652}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2017-06-30", "company_multiple": 12.177067896567367, "revenue_cagr_3y": 0.03905808750895923, "revenue_cagr_5y": 0.02060265525033622, "earnings_cagr_3y": 0.15632807847975494, "quarterly_revenue_growth_yoy": 0.12832263978001834, "quarterly_earnings_growth_yoy": 0.2893772893772894, "revenue_growth_qoq": 0.0855379188712522, "gross_margin": 0.6428378012455997, "operating_margin": 0.4007581911724885, "net_margin": 0.2859463850528026, "roa_ttm": 0.24747536196617592, "roe_ttm": 0.3799028763541277, "debt_to_ebitda": 0.5418115832451232, "net_debt_to_ebitda": 0.3694238620898231, "interest_coverage": 330.65, "debt_to_equity": 0.3346096376540904, "current_ratio": 4.001598295151838, "quick_ratio": 2.9643047416089505, "fcf_to_ebitda": 0.6026009375472554, "capex_to_revenue": 0.03715454032712916, "working_capital_to_revenue": 0.39720812182741116, "capital_efficiency": 0.31368911916015185, "financial_health": -0.21865746264372898, "margin_quality": 0.4431807924902969, "growth_momentum": 0.20884996457865387, "company_age_years": 64.49281314168378, "ebitda": 6613000000.0, "spy_multiple": 15.0, "sector_multiple": 14.177214688219387, "sector_premium_over_spy": -0.05485235411870759}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2017-09-30", "company_multiple": 13.215994293865906, "revenue_cagr_3y": 0.05542591039894895, "revenue_cagr_5y": 0.03957334035154392, "earnings_cagr_3y": 0.15870894625901877, "quarterly_revenue_growth_yoy": 0.12, "quarterly_earnings_growth_yoy": 0.3274793388429752, "revenue_growth_qoq": 0.11454102355808286, "gross_margin": 0.6452866861030127, "operating_margin": 0.43440233236151604, "net_margin": 0.31219630709426627, "roa_ttm": 0.25902297832122395, "roe_ttm": 0.399071714597743, "debt_to_ebitda": 0.5111269614835948, "net_debt_to_ebitda": 0.3262482168330956, "interest_coverage": 368.94736842105266, "debt_to_equity": 0.3260829996359665, "current_ratio": 3.888564476885645, "quick_ratio": 2.9600973236009733, "fcf_to_ebitda": 0.6058487874465049, "capex_to_revenue": 0.039247863247863245, "working_capital_to_revenue": 0.4058803418803419, "capital_efficiency": 0.32904734645948347, "financial_health": -0.2041147977001444, "margin_quality": 0.46396177518626497, "growth_momentum": 0.2237396694214876, "company_age_years": 64.74469541409994, "ebitda": 7010000000.0, "spy_multiple": 15.0, "sector_multiple": 16.25960875674876, "sector_premium_over_spy": 0.08397391711658408}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2017-07-31", "company_multiple": 17.976815514186086, "revenue_cagr_3y": -0.1432211160812461, "revenue_cagr_5y": -0.05818397842732925, "earnings_cagr_3y": -0.01869294389829057, "quarterly_revenue_growth_yoy": -0.03456874477174475, "quarterly_earnings_growth_yoy": 1.5577818926030602, "revenue_growth_qoq": 0.044148623916571705, "gross_margin": 0.6038495245969409, "operating_margin": 0.20801653575857793, "net_margin": 0.2169937990905333, "roa_ttm": 0.048440418969144076, "roe_ttm": 0.05591660193498045, "debt_to_ebitda": 0.5659738762599797, "net_debt_to_ebitda": 0.0, "interest_coverage": 5248.1, "debt_to_equity": 0.05979295422331161, "current_ratio": 4.775448965870595, "quick_ratio": 4.396354658716759, "fcf_to_ebitda": 1.0404836988624455, "capex_to_revenue": 0.016035675040419098, "working_capital_to_revenue": 0.724714825426019, "capital_efficiency": 0.05217851045206226, "financial_health": 0.13744040806984273, "margin_quality": 0.34295328648201734, "growth_momentum": 0.7616065739156578, "company_age_years": 17.09240246406571, "ebitda": 419848000.0, "spy_multiple": 15.0, "sector_multiple": 17.976815514186086, "sector_premium_over_spy": 0.19845436761240576}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2017-10-31", "company_multiple": 17.75441995635043, "revenue_cagr_3y": -0.12820232228195172, "revenue_cagr_5y": -0.04623420279715562, "earnings_cagr_3y": 0.20188954043627794, "quarterly_revenue_growth_yoy": -0.058249875462621975, "quarterly_earnings_growth_yoy": 1.7568029084499284, "revenue_growth_qoq": 0.019102108309218685, "gross_margin": 0.6129608536074846, "operating_margin": 0.24263429292781785, "net_margin": 0.32482127268774075, "roa_ttm": 0.0747062708075086, "roe_ttm": 0.08613503887884334, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1832.7786259541986, "debt_to_equity": 0.0, "current_ratio": 4.933099202854747, "quick_ratio": 4.5696858900479205, "fcf_to_ebitda": 1.1061271835197881, "capex_to_revenue": 0.016473044721946745, "working_capital_to_revenue": 0.7928464449796596, "capital_efficiency": 0.08042065484317598, "financial_health": 0.17088085012955437, "margin_quality": 0.39347213974101436, "growth_momentum": 0.8492765164936532, "company_age_years": 17.34428473648186, "ebitda": 480188000.0, "spy_multiple": 15.0, "sector_multiple": 17.75441995635043, "sector_premium_over_spy": 0.18362799709002853}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2018-01-31", "company_multiple": 20.359639771144778, "revenue_cagr_3y": -0.104666828328152, "revenue_cagr_5y": -0.045140476342818814, "earnings_cagr_3y": -0.15801984180494033, "quarterly_revenue_growth_yoy": 0.07701960098004901, "quarterly_earnings_growth_yoy": 1.6088449388820216, "revenue_growth_qoq": -0.0014489649554925994, "gross_margin": 0.6068842022134873, "operating_margin": 0.20342731419267512, "net_margin": 0.07923673524436595, "roa_ttm": 0.10165990306028498, "roe_ttm": 0.11557504648775671, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1837.0171232876712, "debt_to_equity": 0.0, "current_ratio": 5.613201722934307, "quick_ratio": 5.209444795342189, "fcf_to_ebitda": 0.9805484248027159, "capex_to_revenue": 0.01868572358227071, "working_capital_to_revenue": 0.8042639614081728, "capital_efficiency": 0.10861747477402084, "financial_health": 0.18870599859354367, "margin_quality": 0.2965160838835094, "growth_momentum": 0.8429322699310353, "company_age_years": 17.596167008898014, "ebitda": 536409000.0, "spy_multiple": 15.0, "sector_multiple": 20.359639771144778, "sector_premium_over_spy": 0.3573093180763185}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2018-04-30", "company_multiple": 15.987632738118403, "revenue_cagr_3y": -0.058414619681291136, "revenue_cagr_5y": -0.03813257964924899, "earnings_cagr_3y": 1.08989034490066, "quarterly_revenue_growth_yoy": 0.04394316102075348, "quarterly_earnings_growth_yoy": 0.3061564397863222, "revenue_growth_qoq": -0.017513556025342495, "gross_margin": 0.6213591430144998, "operating_margin": 0.20945998468487392, "net_margin": 0.21271155465068778, "roa_ttm": 0.10459634740238048, "roe_ttm": 0.11872329810844028, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 2316.745901639344, "debt_to_equity": 0.0, "current_ratio": 5.505772072301025, "quick_ratio": 5.124439716535362, "fcf_to_ebitda": 0.9153932699553854, "capex_to_revenue": 0.019766563488799276, "working_capital_to_revenue": 0.820719169945254, "capital_efficiency": 0.11165982275541038, "financial_health": 0.23996329188114512, "margin_quality": 0.3478435607833538, "growth_momentum": 0.17504980040353782, "company_age_years": 17.83983572895277, "ebitda": 565286000.0, "spy_multiple": 15.0, "sector_multiple": 19.34762119503946, "sector_premium_over_spy": 0.28984141300263055}, {"ticker": "MRVL", "sector": "Technology", "quarter_date": "2023-04-30", "company_multiple": 27.25157346924126, "revenue_cagr_3y": 0.23974598776352463, "revenue_cagr_5y": 0.16930685570618076, "earnings_cagr_3y": 0.14325067134294445, "quarterly_revenue_growth_yoy": -0.08652982237887898, "quarterly_earnings_growth_yoy": -0.01931200965600483, "revenue_growth_qoq": -0.06824109975326048, "gross_margin": 0.42157827040932133, "operating_margin": -0.13800408564727246, "net_margin": -0.1277899674661421, "roa_ttm": -0.0074843309448126, "roe_ttm": -0.010759072925473897, "debt_to_ebitda": 3.3851841217428755, "net_debt_to_ebitda": 2.6470461560548415, "interest_coverage": 26.434535104364326, "debt_to_equity": 0.3043713977758989, "current_ratio": 1.046220683347488, "quick_ratio": 0.711079898085843, "fcf_to_ebitda": 0.7328978537075587, "capex_to_revenue": 0.04856413088499241, "working_capital_to_revenue": 0.024420129780477702, "capital_efficiency": -0.009121701935143249, "financial_health": -0.15745447907634552, "margin_quality": 0.051928072431968925, "growth_momentum": -0.0529209160174419, "company_age_years": 22.83915126625599, "ebitda": 1393100000.0, "spy_multiple": 12.0, "sector_multiple": 27.25157346924126, "sector_premium_over_spy": 1.270964455770105}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 14.930185429948109, "revenue_cagr_3y": 0.14992673240821164, "revenue_cagr_5y": 0.14025978648330772, "earnings_cagr_3y": -0.43537838267138285, "quarterly_revenue_growth_yoy": 0.03996366939146231, "quarterly_earnings_growth_yoy": 0.10204081632653061, "revenue_growth_qoq": 0.009255178492728075, "gross_margin": 0.5152838427947598, "operating_margin": 0.05982532751091703, "net_margin": 0.023580786026200874, "roa_ttm": 0.042969440028263556, "roe_ttm": 0.0708667152221413, "debt_to_ebitda": 1.980355819125278, "net_debt_to_ebitda": 0.8754633061527057, "interest_coverage": 44.22950819672131, "debt_to_equity": 0.38914785142024766, "current_ratio": 2.978918918918919, "quick_ratio": 2.2621621621621624, "fcf_to_ebitda": 0.6560415122312825, "capex_to_revenue": 0.06743246117847267, "working_capital_to_revenue": 0.389385237183578, "capital_efficiency": 0.05691807762520243, "financial_health": -0.2573558327617708, "margin_quality": 0.19956331877729258, "growth_momentum": 0.07100224285899646, "company_age_years": 7.898699520876113, "ebitda": 2698000000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2020-12-31", "company_multiple": 23.070469400510206, "revenue_cagr_3y": 0.0068744576448984684, "revenue_cagr_5y": 0.0931550328627706, "earnings_cagr_3y": -0.25688761228252355, "quarterly_revenue_growth_yoy": 0.08952629291612342, "quarterly_earnings_growth_yoy": 1.7105263157894737, "revenue_growth_qoq": 0.105866784296427, "gross_margin": 0.5137614678899083, "operating_margin": 0.18468288791384124, "net_margin": 0.12325488631830873, "roa_ttm": 0.002620043331485867, "roe_ttm": 0.005813953488372093, "debt_to_ebitda": 3.9787414965986394, "net_debt_to_ebitda": 3.0114795918367347, "interest_coverage": 27.348837209302324, "debt_to_equity": 1.04628801431127, "current_ratio": 2.1437778879524045, "quick_ratio": 1.6331184928111055, "fcf_to_ebitda": 0.8333333333333334, "capex_to_revenue": 0.06061309800278681, "working_capital_to_revenue": 0.26788202508128195, "capital_efficiency": 0.00421699840992898, "financial_health": -0.7361110291133253, "margin_quality": 0.2738997473740194, "growth_momentum": 0.9000263043527985, "company_age_years": 10.403832991101986, "ebitda": 2352000000.0, "spy_multiple": 20.0, "sector_multiple": 23.070469400510206, "sector_premium_over_spy": 0.15352347002551037}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2021-06-30", "company_multiple": 20.970312545037668, "revenue_cagr_3y": 0.04269286546625484, "revenue_cagr_5y": 0.018813541222035157, "earnings_cagr_3y": 0.9444595614848912, "quarterly_revenue_growth_yoy": 0.4287286736378646, "quarterly_earnings_growth_yoy": 2.8551401869158877, "revenue_growth_qoq": 0.011297234125438255, "gross_margin": 0.5477657935285054, "operating_margin": 0.22072419106317412, "net_margin": 0.15292758089368258, "roa_ttm": 0.05028610222092911, "roe_ttm": 0.13934426229508196, "debt_to_ebitda": 3.1415001637733377, "net_debt_to_ebitda": 2.1883393383557155, "interest_coverage": 33.922222222222224, "debt_to_equity": 1.2887664606288631, "current_ratio": 2.264982876712329, "quick_ratio": 1.7872431506849316, "fcf_to_ebitda": 0.7602358336062889, "capex_to_revenue": 0.06068229848042669, "working_capital_to_revenue": 0.29737345275233973, "capital_efficiency": 0.09481518225800553, "financial_health": -1.1476550262384064, "margin_quality": 0.3071391884951207, "growth_momentum": 1.6419344302768761, "company_age_years": 10.899383983572895, "ebitda": 3053000000.0, "spy_multiple": 20.0, "sector_multiple": 22.302302547260922, "sector_premium_over_spy": 0.11511512736304619}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2021-09-30", "company_multiple": 17.473572515177796, "revenue_cagr_3y": 0.05377121576251964, "revenue_cagr_5y": 0.02991018637042364, "earnings_cagr_3y": -0.3417887160485624, "quarterly_revenue_growth_yoy": 0.2620202911336568, "quarterly_earnings_growth_yoy": 24.59090909090909, "revenue_growth_qoq": 0.10208012326656395, "gross_margin": 0.553303040894792, "operating_margin": 0.24851450541768613, "net_margin": 0.1814051031108004, "roa_ttm": 0.07886056971514242, "roe_ttm": 0.2341941228851291, "debt_to_ebitda": 2.773344897369182, "net_debt_to_ebitda": 2.1075455333911535, "interest_coverage": 36.03125, "debt_to_equity": 1.4237162362718907, "current_ratio": 1.3731820826061665, "quick_ratio": 1.0319953461314717, "fcf_to_ebitda": 0.7424111014744146, "capex_to_revenue": 0.07150318108441743, "working_capital_to_revenue": 0.12183078530054126, "capital_efficiency": 0.15652734630013576, "financial_health": -1.1603602028015376, "margin_quality": 0.32774088314109284, "growth_momentum": 12.426464691021373, "company_age_years": 11.151266255989048, "ebitda": 3459000000.0, "spy_multiple": 20.0, "sector_multiple": 19.845091813117204, "sector_premium_over_spy": -0.007745409344139809}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2016-09-30", "company_multiple": 12.0794392808167, "revenue_cagr_3y": 0.0995001776361304, "revenue_cagr_5y": 0.011513543694313233, "earnings_cagr_3y": -0.42013013722276393, "quarterly_revenue_growth_yoy": 0.05164786551647865, "quarterly_earnings_growth_yoy": -0.7818574514038877, "revenue_growth_qoq": 0.08327637275005696, "gross_margin": 0.34598801135766116, "operating_margin": 0.07203701756230939, "net_margin": 0.010621516458092334, "roa_ttm": 0.018451162585224345, "roe_ttm": 0.07240263492430371, "debt_to_ebitda": 5.540606429986287, "net_debt_to_ebitda": 4.1989943623342985, "interest_coverage": 14.05353319057816, "debt_to_equity": 2.101178781925344, "current_ratio": 1.8708859069363777, "quick_ratio": 1.1478069297015823, "fcf_to_ebitda": 0.42785311595307024, "capex_to_revenue": 0.06545809190522632, "working_capital_to_revenue": 0.37418966209626525, "capital_efficiency": 0.04542689875476403, "financial_health": -1.6591427635983795, "margin_quality": 0.14288218179268763, "growth_momentum": -0.36510479294370457, "company_age_years": 16.424366872005475, "ebitda": 656300000.0, "spy_multiple": 15.0, "sector_multiple": 14.796747746101223, "sector_premium_over_spy": -0.013550150259918459}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2021-03-31", "company_multiple": 19.425821911421913, "revenue_cagr_3y": 0.02457962602211805, "revenue_cagr_5y": 0.12638377120771516, "earnings_cagr_3y": -0.13644217368977685, "quarterly_revenue_growth_yoy": 0.15948039752719306, "quarterly_earnings_growth_yoy": 7.421428571428572, "revenue_growth_qoq": 0.024476249740717694, "gross_margin": 0.3517581156779375, "operating_margin": 0.1156104474589998, "net_margin": 0.06067355065127893, "roa_ttm": 0.03917547274749722, "roe_ttm": 0.09315076041437073, "debt_to_ebitda": 3.1175757575757577, "net_debt_to_ebitda": 2.1455477855477856, "interest_coverage": 32.11077844311377, "debt_to_equity": 0.9212034383954155, "current_ratio": 1.842543352601156, "quick_ratio": 1.093699421965318, "fcf_to_ebitda": 0.47375291375291373, "capex_to_revenue": 0.07853374367992966, "working_capital_to_revenue": 0.26701839232065655, "capital_efficiency": 0.06616311658093398, "financial_health": -0.6525419670743311, "margin_quality": 0.1760140379294054, "growth_momentum": 3.7904544844778822, "company_age_years": 20.922655715263517, "ebitda": 1072500000.0, "spy_multiple": 20.0, "sector_multiple": 23.75604802655682, "sector_premium_over_spy": 0.18780240132784098}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2017-03-31", "company_multiple": 12.17987766263673, "revenue_cagr_3y": 0.2098007710337093, "revenue_cagr_5y": 0.18487506055898195, "earnings_cagr_3y": 0.430060370935204, "quarterly_revenue_growth_yoy": 0.09882595794091086, "quarterly_earnings_growth_yoy": 0.08073041806823643, "revenue_growth_qoq": -0.068467680192497, "gross_margin": 0.4912527885405659, "operating_margin": 0.3301632030057532, "net_margin": 0.2640601150639897, "roa_ttm": 0.21947297686474032, "roe_ttm": 0.24117833219051638, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 6948.0, "debt_to_equity": 0.0, "current_ratio": 8.647808167853128, "quick_ratio": 6.982390408392656, "fcf_to_ebitda": 0.8234743811168682, "capex_to_revenue": 0.054695654767230324, "working_capital_to_revenue": 0.6087501118368077, "capital_efficiency": 0.23032565452762835, "financial_health": 0.3376451953537487, "margin_quality": 0.3618253688701029, "growth_momentum": 0.08977818800457364, "company_age_years": 49.04859685147159, "ebitda": 1389600000.0, "spy_multiple": 15.0, "sector_multiple": 15.09235963089985, "sector_premium_over_spy": 0.006157308726656652}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2017-06-30", "company_multiple": 11.344086836664369, "revenue_cagr_3y": 0.15344464934720214, "revenue_cagr_5y": 0.1828434538378978, "earnings_cagr_3y": 0.30256964320284596, "quarterly_revenue_growth_yoy": 0.19835040574697352, "quarterly_earnings_growth_yoy": 0.3308108108108108, "revenue_growth_qoq": 0.05764940706821651, "gross_margin": 0.49567051509769094, "operating_margin": 0.3371447602131439, "net_margin": 0.27331261101243337, "roa_ttm": 0.22637000603220267, "roe_ttm": 0.2503206937246652, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 906.875, "debt_to_equity": 0.0, "current_ratio": 8.018617021276595, "quick_ratio": 6.414561170212766, "fcf_to_ebitda": 0.8695382494831151, "capex_to_revenue": 0.06829992576095026, "working_capital_to_revenue": 0.6028210838901262, "capital_efficiency": 0.23834534987843392, "financial_health": 0.33501925664702337, "margin_quality": 0.3687092954410894, "growth_momentum": 0.2645806082788922, "company_age_years": 49.29774127310061, "ebitda": 1451000000.0, "spy_multiple": 15.0, "sector_multiple": 14.177214688219387, "sector_premium_over_spy": -0.05485235411870759}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2020-09-30", "company_multiple": 18.72568975113302, "revenue_cagr_3y": -0.009501599853363185, "revenue_cagr_5y": 0.01669051551285894, "earnings_cagr_3y": -0.0425477606203829, "quarterly_revenue_growth_yoy": 0.15639352187575536, "quarterly_earnings_growth_yoy": 0.17236467236467237, "revenue_growth_qoq": 0.2985884907709012, "gross_margin": 0.4796195652173913, "operating_margin": 0.27968227424749165, "net_margin": 0.25804765886287623, "roa_ttm": 0.1595550942878963, "roe_ttm": 0.19566783535853224, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 838.4666666666667, "debt_to_equity": 0.0, "current_ratio": 2.312572944297082, "quick_ratio": 1.4574005305039788, "fcf_to_ebitda": 0.6408523495269142, "capex_to_revenue": 0.1187496275105787, "working_capital_to_revenue": 0.36864533047261455, "capital_efficiency": 0.17761146482321427, "financial_health": 0.191904752579944, "margin_quality": 0.33911649944258637, "growth_momentum": 0.16437909712021387, "company_age_years": 52.550308008213555, "ebitda": 1257700000.0, "spy_multiple": 20.0, "sector_multiple": 22.015679778976768, "sector_premium_over_spy": 0.10078398894883844}, {"ticker": "INTU", "sector": "Technology", "quarter_date": "2017-04-30", "company_multiple": 19.990691823899372, "revenue_cagr_3y": 0.020916244427725994, "revenue_cagr_5y": 0.05491389285853954, "earnings_cagr_3y": -0.006821494733346367, "quarterly_revenue_growth_yoy": 0.10286458333333333, "quarterly_earnings_growth_yoy": -0.06042884990253411, "revenue_growth_qoq": 1.500984251968504, "gross_margin": 0.9067296340023613, "operating_margin": 0.568280204643841, "net_margin": 0.37937819756001573, "roa_ttm": 0.18253169651841417, "roe_ttm": 0.5344725987035945, "debt_to_ebitda": 0.31446540880503143, "net_debt_to_ebitda": 0.0, "interest_coverage": 198.75, "debt_to_equity": 0.2946375957572186, "current_ratio": 0.9041700080192462, "quick_ratio": 0.9041700080192462, "fcf_to_ebitda": 0.8352201257861636, "capex_to_revenue": 0.04932206720377284, "working_capital_to_revenue": -0.046964040086461, "capital_efficiency": 0.35850214761100435, "financial_health": 0.006510607368513277, "margin_quality": 0.6181293454020726, "growth_momentum": 0.02121786671539961, "company_age_years": 24.134154688569474, "ebitda": 1590000000.0, "spy_multiple": 15.0, "sector_multiple": 19.990691823899372, "sector_premium_over_spy": 0.3327127882599581}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2019-03-31", "company_multiple": 29.225231518195844, "revenue_cagr_3y": 0.11970389060985043, "revenue_cagr_5y": 0.08056366495715661, "earnings_cagr_3y": 0.15155670052913828, "quarterly_revenue_growth_yoy": 0.12110381690723399, "quarterly_earnings_growth_yoy": 0.023137161841480777, "revenue_growth_qoq": -0.23662597007452482, "gross_margin": 0.8902185223725286, "operating_margin": 0.30160817330432316, "net_margin": 0.2719074196701668, "roa_ttm": 0.1249383574175561, "roe_ttm": 0.15695424755278778, "debt_to_ebitda": 0.455451290213633, "net_debt_to_ebitda": 0.0, "interest_coverage": 5889.219780219781, "debt_to_equity": 0.09092785264088817, "current_ratio": 2.647870893650458, "quick_ratio": 2.7780591737435403, "fcf_to_ebitda": 0.8954058355833624, "capex_to_revenue": 0.019375808141168002, "working_capital_to_revenue": 0.4106234463168343, "capital_efficiency": 0.14094630248517193, "financial_health": 0.14760757885954576, "margin_quality": 0.4879113717823395, "growth_momentum": 0.07212048937435739, "company_age_years": 22.77618069815195, "ebitda": 535919000.0, "spy_multiple": 15.0, "sector_multiple": 29.225231518195844, "sector_premium_over_spy": 0.9483487678797229}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2015-12-31", "company_multiple": 14.991049776283612, "revenue_cagr_3y": 0.08472712193316156, "revenue_cagr_5y": 0.12113297962140024, "earnings_cagr_3y": -0.3649809603872024, "quarterly_revenue_growth_yoy": 0.0424984282601194, "quarterly_earnings_growth_yoy": 0.23595263724434876, "revenue_growth_qoq": 0.016866353285088863, "gross_margin": 0.8619249612881139, "operating_margin": 0.1855449930738031, "net_margin": 0.18222132543149866, "roa_ttm": 0.10736511676871478, "roe_ttm": 0.18342725716964062, "debt_to_ebitda": 0.8816630973325558, "net_debt_to_ebitda": 0.0, "interest_coverage": 97.16809523809523, "debt_to_equity": 0.2614694266104214, "current_ratio": 1.7988969004693207, "quick_ratio": 1.6930582670000578, "fcf_to_ebitda": 0.8169250145795455, "capex_to_revenue": 0.026325266980437592, "working_capital_to_revenue": 0.2517221464657295, "capital_efficiency": 0.1453961869691777, "financial_health": 0.008847812254907717, "margin_quality": 0.4098970932644719, "growth_momentum": 0.1392255327522341, "company_age_years": 28.55852156057495, "ebitda": 408106000.0, "spy_multiple": 15.0, "sector_multiple": 15.776388778167018, "sector_premium_over_spy": 0.05175925187780117}, {"ticker": "CDNS", "sector": "Technology", "quarter_date": "2016-03-31", "company_multiple": 16.40879244174388, "revenue_cagr_3y": 0.08128019182716795, "revenue_cagr_5y": 0.1097348257509203, "earnings_cagr_3y": -0.13678828789748843, "quarterly_revenue_growth_yoy": 0.08871904824414269, "quarterly_earnings_growth_yoy": 0.39446758046278163, "revenue_growth_qoq": 0.015378197556446805, "gross_margin": 0.8614439269239186, "operating_margin": 0.12958455952949793, "net_margin": 0.1128963832609152, "roa_ttm": 0.10504823900837487, "roe_ttm": 0.21613351787444937, "debt_to_ebitda": 1.6155072957130399, "net_debt_to_ebitda": 0.0, "interest_coverage": 80.06010826955385, "debt_to_equity": 0.5614528399127428, "current_ratio": 2.0289558020778307, "quick_ratio": 1.9292304983271702, "fcf_to_ebitda": 0.8517471006010977, "capex_to_revenue": 0.02841617934564103, "working_capital_to_revenue": 0.33610282372984496, "capital_efficiency": 0.16059087844141212, "financial_health": -0.201758145903634, "margin_quality": 0.36797495657144386, "growth_momentum": 0.24159331435346215, "company_age_years": 28.80766598220397, "ebitda": 428882000.0, "spy_multiple": 15.0, "sector_multiple": 16.75795548976388, "sector_premium_over_spy": 0.11719703265092529}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2016-01-31", "company_multiple": 14.562955529951235, "revenue_cagr_3y": 0.06168827160659607, "revenue_cagr_5y": 0.09291948228583347, "earnings_cagr_3y": -0.049547922499233565, "quarterly_revenue_growth_yoy": 0.04900164747077261, "quarterly_earnings_growth_yoy": -0.0790624185061897, "revenue_growth_qoq": -0.03160132093691828, "gross_margin": 0.7723477147540292, "operating_margin": 0.12506067491611034, "net_margin": 0.10558314749808302, "roa_ttm": 0.04650425074296639, "roe_ttm": 0.07383000772810706, "debt_to_ebitda": 0.5295438939515613, "net_debt_to_ebitda": 0.0, "interest_coverage": 638.3580980683506, "debt_to_equity": 0.07607721151437792, "current_ratio": 0.8376076724608277, "quick_ratio": 0.8900481552130006, "fcf_to_ebitda": 1.0729257591099006, "capex_to_revenue": 0.03807698614052007, "working_capital_to_revenue": -0.1025902999508104, "capital_efficiency": 0.06016712923553673, "financial_health": 0.12279793062613914, "margin_quality": 0.33433051238940753, "growth_momentum": -0.015030385517708543, "company_age_years": 23.928815879534564, "ebitda": 429615000.0, "spy_multiple": 15.0, "sector_multiple": 14.562955529951235, "sector_premium_over_spy": -0.029136298003251015}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2017-01-31", "company_multiple": 15.879224216012545, "revenue_cagr_3y": 0.10972358128143345, "revenue_cagr_5y": 0.08995359806940395, "earnings_cagr_3y": 0.08550434665871998, "quarterly_revenue_growth_yoy": 0.1511333019113478, "quarterly_earnings_growth_yoy": 0.44229199633547095, "revenue_growth_qoq": 0.025622583976169993, "gross_margin": 0.7497750325037927, "operating_margin": 0.1659656643836349, "net_margin": 0.13228852673408306, "roa_ttm": 0.05573040358614915, "roe_ttm": 0.08824264554386356, "debt_to_ebitda": 0.5512798615675781, "net_debt_to_ebitda": 0.0, "interest_coverage": 443.14449541284404, "debt_to_equity": 0.0961113609259223, "current_ratio": 1.0188719272530045, "quick_ratio": 1.000714700097147, "fcf_to_ebitda": 1.0259819575490008, "capex_to_revenue": 0.02941130877024924, "working_capital_to_revenue": 0.010925994749258199, "capital_efficiency": 0.07198652456500636, "financial_health": 0.11437076147879491, "margin_quality": 0.34934307454050356, "growth_momentum": 0.2967126491234094, "company_age_years": 24.930869267624914, "ebitda": 579633000.0, "spy_multiple": 15.0, "sector_multiple": 15.879224216012545, "sector_premium_over_spy": 0.05861494773416975}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2018-07-31", "company_multiple": 21.82407612281475, "revenue_cagr_3y": 0.11930153271653765, "revenue_cagr_5y": 0.10045734669003381, "earnings_cagr_3y": 0.12759712913581267, "quarterly_revenue_growth_yoy": 0.1205139890652248, "quarterly_earnings_growth_yoy": -0.31984308485580426, "revenue_growth_qoq": 0.0030900702054684334, "gross_margin": 0.7484853850239798, "operating_margin": 0.08008791310305541, "net_margin": 0.10188399884014236, "roa_ttm": 0.010026892876278101, "roe_ttm": 0.018399443469714283, "debt_to_ebitda": 1.0026859474135053, "net_debt_to_ebitda": 0.0, "interest_coverage": 136.0010969723563, "debt_to_equity": 0.1968114766322825, "current_ratio": 0.7034556411259453, "quick_ratio": 0.7060792308744579, "fcf_to_ebitda": 0.6206635661315744, "capex_to_revenue": 0.030908309760975295, "working_capital_to_revenue": -0.20449597079830029, "capital_efficiency": 0.014213168172996192, "financial_health": 0.08872036274977166, "margin_quality": 0.3101524323223925, "growth_momentum": -0.09966454789528972, "company_age_years": 26.425735797399042, "ebitda": 619893000.0, "spy_multiple": 15.0, "sector_multiple": 21.82407612281475, "sector_premium_over_spy": 0.45493840818764997}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2018-10-31", "company_multiple": 22.856328963537443, "revenue_cagr_3y": 0.1063721613345423, "revenue_cagr_5y": 0.09510336859795965, "earnings_cagr_3y": 0.7225246665341412, "quarterly_revenue_growth_yoy": 0.14080576852446974, "quarterly_earnings_growth_yoy": 3.1179527322995955, "revenue_growth_qoq": 0.020224375999158332, "gross_margin": 0.7468638742204488, "operating_margin": 0.10156960344279015, "net_margin": 0.3198414425109631, "roa_ttm": 0.07037419943527258, "roe_ttm": 0.12431707496539386, "debt_to_ebitda": 0.7976517658496457, "net_debt_to_ebitda": 0.0, "interest_coverage": 136.00485436893203, "debt_to_equity": 0.13489034109461157, "current_ratio": 0.7342969870363368, "quick_ratio": 0.6760748948233342, "fcf_to_ebitda": 0.5478068587609224, "capex_to_revenue": 0.032675512344121624, "working_capital_to_revenue": -0.17908217093429088, "capital_efficiency": 0.09734563720033322, "financial_health": 0.08157462861396847, "margin_quality": 0.38942497339140064, "growth_momentum": 1.6293792504120326, "company_age_years": 26.677618069815196, "ebitda": 588357000.0, "spy_multiple": 15.0, "sector_multiple": 22.856328963537443, "sector_premium_over_spy": 0.5237552642358296}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2019-01-31", "company_multiple": 22.723295969148545, "revenue_cagr_3y": 0.1299081688959287, "revenue_cagr_5y": 0.11360110784805255, "earnings_cagr_3y": 0.3674595575401014, "quarterly_revenue_growth_yoy": 0.06835217822259329, "quarterly_earnings_growth_yoy": 42.59143863451639, "revenue_growth_qoq": 0.03152537385134481, "gross_margin": 0.7516864028323521, "operating_margin": 0.18513429655087493, "net_margin": 0.1871581018656803, "roa_ttm": 0.09295047699687571, "roe_ttm": 0.15606083621211167, "debt_to_ebitda": 0.8670891139807658, "net_debt_to_ebitda": 0.0, "interest_coverage": 137.2266139657444, "debt_to_equity": 0.14339729893230713, "current_ratio": 0.8874389204783876, "quick_ratio": 0.8195299456270074, "fcf_to_ebitda": 0.3792920807130399, "capex_to_revenue": 0.03233067985952531, "working_capital_to_revenue": -0.07188561004622902, "capital_efficiency": 0.1245056566044937, "financial_health": 0.059711860588151706, "margin_quality": 0.3746596004163025, "growth_momentum": 21.329895406369495, "company_age_years": 26.92950034223135, "ebitda": 624930000.0, "spy_multiple": 15.0, "sector_multiple": 22.723295969148545, "sector_premium_over_spy": 0.5148863979432363}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2019-04-30", "company_multiple": 28.693638158689232, "revenue_cagr_3y": 0.11384104361379221, "revenue_cagr_5y": 0.1006027492850341, "earnings_cagr_3y": 0.19439594528030812, "quarterly_revenue_growth_yoy": 0.07598149304058532, "quarterly_earnings_growth_yoy": 0.15358341790928254, "revenue_growth_qoq": 0.01927004024446593, "gross_margin": 0.7595877245548375, "operating_margin": 0.16022740457129597, "net_margin": 0.14139224896327102, "roa_ttm": 0.09774607727232294, "roe_ttm": 0.15486631273193077, "debt_to_ebitda": 0.4577148135775575, "net_debt_to_ebitda": 0.0, "interest_coverage": 166.0013017443374, "debt_to_equity": 0.07464858045842358, "current_ratio": 0.9486164160406064, "quick_ratio": 0.8526348772914266, "fcf_to_ebitda": 0.7950945011927335, "capex_to_revenue": 0.037763068909003966, "working_capital_to_revenue": -0.027560506429412646, "capital_efficiency": 0.12630619500212686, "financial_health": 0.0696276338088136, "margin_quality": 0.35373579269646815, "growth_momentum": 0.11478245547493393, "company_age_years": 27.173169062286107, "ebitda": 637611000.0, "spy_multiple": 15.0, "sector_multiple": 28.693638158689232, "sector_premium_over_spy": 0.9129092105792822}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2019-07-31", "company_multiple": 28.865905475749138, "revenue_cagr_3y": 0.11303228969924439, "revenue_cagr_5y": 0.10309815081223017, "earnings_cagr_3y": 0.15581630814095937, "quarterly_revenue_growth_yoy": 0.09350582366571467, "quarterly_earnings_growth_yoy": 0.2584089964613583, "revenue_growth_qoq": 0.019427230417574215, "gross_margin": 0.7691582041218606, "operating_margin": 0.17622274239250954, "net_margin": 0.11724833829059528, "roa_ttm": 0.10172915561587985, "roe_ttm": 0.15912858946272387, "debt_to_ebitda": 0.20506500655194385, "net_debt_to_ebitda": 0.0, "interest_coverage": 312.62917795844623, "debt_to_equity": 0.03608159629630948, "current_ratio": 0.9921463399674937, "quick_ratio": 0.8970143211996688, "fcf_to_ebitda": 0.8045512532488829, "capex_to_revenue": 0.04641596448140195, "working_capital_to_revenue": -0.003875917371071642, "capital_efficiency": 0.13042887253930185, "financial_health": 0.07976140515932048, "margin_quality": 0.3542097616016551, "growth_momentum": 0.1759574100635365, "company_age_years": 27.42505133470226, "ebitda": 692161000.0, "spy_multiple": 15.0, "sector_multiple": 28.865905475749138, "sector_premium_over_spy": 0.9243936983832759}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2019-10-31", "company_multiple": 26.865709857915085, "revenue_cagr_3y": 0.10054625925368099, "revenue_cagr_5y": 0.09555676525259926, "earnings_cagr_3y": 0.30270398124236575, "quarterly_revenue_growth_yoy": 0.0698266657779667, "quarterly_earnings_growth_yoy": -0.36808373439023623, "revenue_growth_qoq": -0.0018679197686219985, "gross_margin": 0.7733342110491094, "operating_margin": 0.17168473232999448, "net_margin": 0.18892126771937703, "roa_ttm": 0.08311533201356407, "roe_ttm": 0.13038582047130393, "debt_to_ebitda": 0.18146992391037925, "net_debt_to_ebitda": 0.0, "interest_coverage": 722.0190294957183, "debt_to_equity": 0.033726809099064836, "current_ratio": 0.9922759697407006, "quick_ratio": 0.9115217355329929, "fcf_to_ebitda": 0.788207558358657, "capex_to_revenue": 0.060247828538326026, "working_capital_to_revenue": -0.0040294612679347645, "capital_efficiency": 0.106750576242434, "financial_health": 0.08433873102808108, "margin_quality": 0.37798007036616027, "growth_momentum": -0.14912853430613476, "company_age_years": 27.67693360711841, "ebitda": 758842000.0, "spy_multiple": 15.0, "sector_multiple": 28.938191355871695, "sector_premium_over_spy": 0.929212757058113}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2021-04-30", "company_multiple": 36.297023084754315, "revenue_cagr_3y": 0.09616050257793929, "revenue_cagr_5y": 0.11085521833558776, "earnings_cagr_3y": 0.23937013636347415, "quarterly_revenue_growth_yoy": 0.18854428578894497, "quarterly_earnings_growth_yoy": 0.7747270742358079, "revenue_growth_qoq": 0.054827418450476596, "gross_margin": 0.7827842822273163, "operating_margin": 0.18527225860414578, "net_margin": 0.1906171768278741, "roa_ttm": 0.09686224641213301, "roe_ttm": 0.15875934895595342, "debt_to_ebitda": 0.18676539829588357, "net_debt_to_ebitda": 0.0, "interest_coverage": 1281.6840148698884, "debt_to_equity": 0.03796577724451101, "current_ratio": 1.192445803963293, "quick_ratio": 1.090451744469566, "fcf_to_ebitda": 1.1414051177634752, "capex_to_revenue": 0.030453935450501967, "working_capital_to_revenue": 0.10899271498819309, "capital_efficiency": 0.12781079768404321, "financial_health": 0.1697841862719505, "margin_quality": 0.3862245725531121, "growth_momentum": 0.48163568001237644, "company_age_years": 29.17453798767967, "ebitda": 1034319000.0, "spy_multiple": 20.0, "sector_multiple": 37.10228887167416, "sector_premium_over_spy": 0.8551144435837081}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2021-07-31", "company_multiple": 43.65055840348976, "revenue_cagr_3y": 0.10638773639449406, "revenue_cagr_5y": 0.1129735671744363, "earnings_cagr_3y": 0.3574901878929604, "quarterly_revenue_growth_yoy": 0.09536375598235076, "quarterly_earnings_growth_yoy": -0.2145616442147633, "revenue_growth_qoq": 0.03142948714190514, "gross_margin": 0.7976101943315772, "operating_margin": 0.20107108312404612, "net_margin": 0.18818890700448196, "roa_ttm": 0.08879711842200468, "roe_ttm": 0.14628636658370575, "debt_to_ebitda": 0.18507702322405997, "net_debt_to_ebitda": 0.0, "interest_coverage": 1331.2391017173052, "debt_to_equity": 0.03620855675186662, "current_ratio": 1.1839001882948776, "quick_ratio": 1.0806279865469393, "fcf_to_ebitda": 1.210865216304076, "capex_to_revenue": 0.025515039754742272, "working_capital_to_revenue": 0.10536638710649579, "capital_efficiency": 0.1175417425028552, "financial_health": 0.15845269846460114, "margin_quality": 0.3956233948200351, "growth_momentum": -0.05959894411620626, "company_age_years": 29.426420260095824, "ebitda": 1007748000.0, "spy_multiple": 20.0, "sector_multiple": 43.65055840348976, "sector_premium_over_spy": 1.182527920174488}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2021-10-31", "company_multiple": 48.8907088251034, "revenue_cagr_3y": 0.13114394125907647, "revenue_cagr_5y": 0.1251567285263664, "earnings_cagr_3y": -0.07475756539885314, "quarterly_revenue_growth_yoy": 0.12215605763502176, "quarterly_earnings_growth_yoy": 0.02021726469322124, "revenue_growth_qoq": 0.0902529162052243, "gross_margin": 0.7885257226274835, "operating_margin": 0.17914210117002002, "net_margin": 0.17504420703228527, "roa_ttm": 0.08655090228123936, "roe_ttm": 0.14305881037638876, "debt_to_ebitda": 0.17365046184044527, "net_debt_to_ebitda": 0.0, "interest_coverage": 972.937969924812, "debt_to_equity": 0.03394888555291393, "current_ratio": 1.1636045650188689, "quick_ratio": 1.0687114561356115, "fcf_to_ebitda": 1.3493758730146463, "capex_to_revenue": 0.022795172966172478, "working_capital_to_revenue": 0.09401330281913481, "capital_efficiency": 0.11480485632881407, "financial_health": 0.15897179338398915, "margin_quality": 0.3809040102765963, "growth_momentum": 0.07118666116412149, "company_age_years": 29.678302532511978, "ebitda": 1035206000.0, "spy_multiple": 20.0, "sector_multiple": 55.169362471245485, "sector_premium_over_spy": 1.7584681235622743}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2023-10-31", "company_multiple": 35.72748768472906, "revenue_cagr_3y": 0.13694420609997815, "revenue_cagr_5y": 0.16110237580723186, "earnings_cagr_3y": 0.2215986079086827, "quarterly_revenue_growth_yoy": 0.11022997620935765, "quarterly_earnings_growth_yoy": 0.21717171717171718, "revenue_growth_qoq": 0.05421686746987952, "gross_margin": 0.9021428571428571, "operating_margin": 0.235, "net_margin": 0.17214285714285715, "roa_ttm": 0.09939301972685888, "roe_ttm": 0.6187584345479082, "debt_to_ebitda": 1.9326765188834154, "net_debt_to_ebitda": 0.6798029556650246, "interest_coverage": 1218.0, "debt_to_equity": 1.5883940620782726, "current_ratio": 0.751278118609407, "quick_ratio": 0.751278118609407, "fcf_to_ebitda": 1.422824302134647, "capex_to_revenue": 0.010244735344336939, "working_capital_to_revenue": -0.1845949535192563, "capital_efficiency": 0.35907572713738356, "financial_health": -1.375083705528558, "margin_quality": 0.4364285714285714, "growth_momentum": 0.16370084669053742, "company_age_years": 38.332648870636554, "ebitda": 1218000000.0, "spy_multiple": 12.0, "sector_multiple": 35.72748768472906, "sector_premium_over_spy": 1.9772906403940884}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2024-04-30", "company_multiple": 34.73569310600445, "revenue_cagr_3y": 0.1238274611512209, "revenue_cagr_5y": 0.1404197322404901, "earnings_cagr_3y": 0.1743484602901515, "quarterly_revenue_growth_yoy": 0.13050440352281825, "quarterly_earnings_growth_yoy": 0.5652173913043478, "revenue_growth_qoq": -0.03880190605854323, "gross_margin": 0.8951841359773371, "operating_margin": 0.21742209631728046, "net_margin": 0.17847025495750707, "roa_ttm": 0.10142421159715158, "roe_ttm": 0.4613604812586765, "debt_to_ebitda": 1.7427724240177909, "net_debt_to_ebitda": 0.4966641957005189, "interest_coverage": 61.31818181818182, "debt_to_equity": 1.08792225821379, "current_ratio": 0.6858677080790823, "quick_ratio": 0.6858677080790823, "fcf_to_ebitda": 0.7390659747961453, "capex_to_revenue": 0.015510786236405777, "working_capital_to_revenue": -0.22945266535924408, "capital_efficiency": 0.28139234642791405, "financial_health": -0.8863737211446983, "margin_quality": 0.4303588290840415, "growth_momentum": 0.347860897413583, "company_age_years": 38.83093771389459, "ebitda": 1349000000.0, "spy_multiple": 12.0, "sector_multiple": 36.41805669946794, "sector_premium_over_spy": 2.034838058288995}, {"ticker": "ADSK", "sector": "Technology", "quarter_date": "2024-07-31", "company_multiple": 37.466923076923074, "revenue_cagr_3y": 0.12100548833203173, "revenue_cagr_5y": 0.13630561395154706, "earnings_cagr_3y": 0.346161269896899, "quarterly_revenue_growth_yoy": 0.12951807228915663, "quarterly_earnings_growth_yoy": 0.2702702702702703, "revenue_growth_qoq": 0.06232294617563739, "gross_margin": 0.898, "operating_margin": 0.23533333333333334, "net_margin": 0.188, "roa_ttm": 0.10612449799196787, "roe_ttm": 0.4272433306386419, "debt_to_ebitda": 1.6160714285714286, "net_debt_to_ebitda": 0.5769230769230769, "interest_coverage": 161.77777777777777, "debt_to_equity": 0.9510913500404203, "current_ratio": 0.6359234493889786, "quick_ratio": 0.6359234493889786, "fcf_to_ebitda": 0.7355769230769231, "capex_to_revenue": 0.015568240788790867, "working_capital_to_revenue": -0.2731361356166753, "capital_efficiency": 0.26668391431530486, "financial_health": -0.6508409547648963, "margin_quality": 0.4404444444444444, "growth_momentum": 0.19989417127971346, "company_age_years": 39.082819986310746, "ebitda": 1456000000.0, "spy_multiple": 12.0, "sector_multiple": 38.543863361147466, "sector_premium_over_spy": 2.2119886134289555}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2017-01-31", "company_multiple": 13.99856953642384, "revenue_cagr_3y": -0.044610617401178554, "revenue_cagr_5y": -0.02154060601713459, "earnings_cagr_3y": -0.08741113870164252, "quarterly_revenue_growth_yoy": 0.012987012987012988, "quarterly_earnings_growth_yoy": -0.0457516339869281, "revenue_growth_qoq": 0.04776119402985075, "gross_margin": 0.6061253561253561, "operating_margin": 0.13034188034188035, "net_margin": 0.10398860398860399, "roa_ttm": 0.034345665378244065, "roe_ttm": 0.11544172234595397, "debt_to_ebitda": 2.667549668874172, "net_debt_to_ebitda": 0.0, "interest_coverage": 62.916666666666664, "debt_to_equity": 0.7475872308834447, "current_ratio": 1.4687825182101977, "quick_ratio": 1.436264308012487, "fcf_to_ebitda": 1.0516556291390728, "capex_to_revenue": 0.031746031746031744, "working_capital_to_revenue": 0.33259505352528607, "capital_efficiency": 0.07489369386209901, "financial_health": -0.03177390335477695, "margin_quality": 0.2801519468186135, "growth_momentum": -0.01638231049995756, "company_age_years": 21.196440793976727, "ebitda": 755000000.0, "spy_multiple": 15.0, "sector_multiple": 15.879224216012545, "sector_premium_over_spy": 0.05861494773416975}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2018-04-30", "company_multiple": 19.34762119503946, "revenue_cagr_3y": 0.021466568223488913, "revenue_cagr_5y": -0.008955958693400712, "earnings_cagr_3y": 0.2617862207154744, "quarterly_revenue_growth_yoy": 0.10803511141120864, "quarterly_earnings_growth_yoy": 0.4263157894736842, "revenue_growth_qoq": 0.07747866053841103, "gross_margin": 0.6227909811090798, "operating_margin": 0.1748933577087142, "net_margin": 0.16514320536258378, "roa_ttm": 0.007704004054738976, "roe_ttm": 0.036768263183357526, "debt_to_ebitda": 2.1713641488162345, "net_debt_to_ebitda": 0.0, "interest_coverage": 59.13333333333333, "debt_to_equity": 0.9317851959361393, "current_ratio": 1.8923544024289263, "quick_ratio": 1.8575765939828872, "fcf_to_ebitda": 1.5028184892897407, "capex_to_revenue": 0.024530536288276096, "working_capital_to_revenue": 0.5469463711723904, "capital_efficiency": 0.022236133619048252, "financial_health": -0.4474002321127186, "margin_quality": 0.3209425147267926, "growth_momentum": 0.2671754504424464, "company_age_years": 22.439425051334702, "ebitda": 887000000.0, "spy_multiple": 15.0, "sector_multiple": 19.34762119503946, "sector_premium_over_spy": 0.28984141300263055}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2018-10-31", "company_multiple": 18.52422794117647, "revenue_cagr_3y": 0.016340529265756576, "revenue_cagr_5y": -0.004281948674373259, "earnings_cagr_3y": 0.28342569653197236, "quarterly_revenue_growth_yoy": 0.06680731364275667, "quarterly_earnings_growth_yoy": 0.37714285714285717, "revenue_growth_qoq": 0.029172320217096336, "gross_margin": 0.6420566908371786, "operating_margin": 0.1885299934080422, "net_margin": 0.15886618325642715, "roa_ttm": 0.033797216699801194, "roe_ttm": 0.18888888888888888, "debt_to_ebitda": 1.6470588235294117, "net_debt_to_ebitda": 0.0, "interest_coverage": 77.71428571428571, "debt_to_equity": 1.1712418300653595, "current_ratio": 1.6528700906344411, "quick_ratio": 1.6268882175226587, "fcf_to_ebitda": 1.119485294117647, "capex_to_revenue": 0.030381803411860277, "working_capital_to_revenue": 0.3510966693744923, "capital_efficiency": 0.11134305279434503, "financial_health": -0.47183825153653247, "margin_quality": 0.32981762250054936, "growth_momentum": 0.22197508539280691, "company_age_years": 22.94318959616701, "ebitda": 1088000000.0, "spy_multiple": 15.0, "sector_multiple": 22.856328963537443, "sector_premium_over_spy": 0.5237552642358296}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2017-12-31", "company_multiple": 16.425277919942243, "revenue_cagr_3y": 0.372142502794953, "revenue_cagr_5y": 0.529352951718739, "earnings_cagr_3y": 0.7944655490841501, "quarterly_revenue_growth_yoy": 0.6979186283213616, "quarterly_earnings_growth_yoy": 0.9971326164874552, "revenue_growth_qoq": 0.13682213362793602, "gross_margin": 0.3748283511143974, "operating_margin": 0.1825868807436358, "net_margin": 0.10299989436991655, "roa_ttm": 0.1312511207615721, "roe_ttm": 0.2117710401115061, "debt_to_ebitda": 0.41128870527835715, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.469905285670638, "debt_to_equity": 0.10319598859779554, "current_ratio": 3.673767282704194, "quick_ratio": 3.0341569431385547, "fcf_to_ebitda": 1.1553726135087439, "capex_to_revenue": 0.035223088897857656, "working_capital_to_revenue": 0.5715095256529582, "capital_efficiency": 0.17151108043653912, "financial_health": 0.2544234022812858, "margin_quality": 0.22013837540931658, "growth_momentum": 0.8475256224044084, "company_age_years": 2.7679671457905544, "ebitda": 99728000.0, "spy_multiple": 15.0, "sector_multiple": 16.935676706798343, "sector_premium_over_spy": 0.12904511378655625}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2018-06-30", "company_multiple": 14.123279973151005, "revenue_cagr_3y": 0.32146621654154983, "revenue_cagr_5y": 0.5818928985538032, "earnings_cagr_3y": 0.551215454994167, "quarterly_revenue_growth_yoy": 0.6687705273367182, "quarterly_earnings_growth_yoy": 0.5347185224649263, "revenue_growth_qoq": 0.08217905284674872, "gross_margin": 0.3608080381123469, "operating_margin": 0.17904789580746572, "net_margin": 0.1522028196796379, "roa_ttm": 0.1503096153109559, "roe_ttm": 0.24279064779507148, "debt_to_ebitda": 0.32896598469344107, "net_debt_to_ebitda": 0.0, "interest_coverage": 61.27459677419355, "debt_to_equity": 0.10309533482782729, "current_ratio": 4.001058640912899, "quick_ratio": 3.338505302946659, "fcf_to_ebitda": 1.0004409026000092, "capex_to_revenue": 0.04433956671934376, "working_capital_to_revenue": 0.582781022625085, "capital_efficiency": 0.1965501315530137, "financial_health": 0.27391698479373877, "margin_quality": 0.2306862511998168, "growth_momentum": 0.6017445249008222, "company_age_years": 3.263518138261465, "ebitda": 151961000.0, "spy_multiple": 15.0, "sector_multiple": 15.84618883377309, "sector_premium_over_spy": 0.056412588918205886}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2019-06-30", "company_multiple": 19.48148323045808, "revenue_cagr_3y": 0.3759935630808382, "revenue_cagr_5y": 0.48786994689187324, "earnings_cagr_3y": 0.24244111541319957, "quarterly_revenue_growth_yoy": 0.4310182372158966, "quarterly_earnings_growth_yoy": -0.04165702383707475, "revenue_growth_qoq": 0.19545666878777068, "gross_margin": 0.3405125996123196, "operating_margin": 0.13954339866465648, "net_margin": 0.10192917141011046, "roa_ttm": 0.0906307144014786, "roe_ttm": 0.1642601447028577, "debt_to_ebitda": 0.21083079428451354, "net_debt_to_ebitda": 0.0, "interest_coverage": 8.946014216060624, "debt_to_equity": 0.04763148095675381, "current_ratio": 2.4867212657176507, "quick_ratio": 1.97990319220636, "fcf_to_ebitda": 0.9782517335574701, "capex_to_revenue": 0.035972980387903336, "working_capital_to_revenue": 0.3980990384904601, "capital_efficiency": 0.12744542955216814, "financial_health": 0.1363453542337727, "margin_quality": 0.19399505656236218, "growth_momentum": 0.19468060668941092, "company_age_years": 4.262833675564682, "ebitda": 152288000.0, "spy_multiple": 15.0, "sector_multiple": 19.48148323045808, "sector_premium_over_spy": 0.2987655486972052}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2019-09-30", "company_multiple": 21.602493825589068, "revenue_cagr_3y": 0.4729040338295172, "revenue_cagr_5y": 0.43714211981883855, "earnings_cagr_3y": 0.3865486241609317, "quarterly_revenue_growth_yoy": 0.7353938236015183, "quarterly_earnings_growth_yoy": -0.08798720504787153, "revenue_growth_qoq": 0.26321036275806897, "gross_margin": 0.3393179006030846, "operating_margin": 0.1607990140200119, "net_margin": 0.10139177115911106, "roa_ttm": 0.07977544722157429, "roe_ttm": 0.14577220045573022, "debt_to_ebitda": 0.16186330644303015, "net_debt_to_ebitda": 0.0, "interest_coverage": 11.039417259002526, "debt_to_equity": 0.0415539635962252, "current_ratio": 2.4889253951169774, "quick_ratio": 2.0885670245403345, "fcf_to_ebitda": 0.9289500010642601, "capex_to_revenue": 0.03794802483189849, "working_capital_to_revenue": 0.3928827392186496, "capital_efficiency": 0.11277382383865225, "financial_health": 0.17937635200905883, "margin_quality": 0.20050289526073584, "growth_momentum": 0.3237033092768234, "company_age_years": 4.514715947980835, "ebitda": 187924000.0, "spy_multiple": 15.0, "sector_multiple": 22.574062213416738, "sector_premium_over_spy": 0.5049374808944491}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2018-09-30", "company_multiple": 25.229520900321543, "revenue_cagr_3y": -0.18974898352785807, "revenue_cagr_5y": -0.11781595033381875, "earnings_cagr_3y": -0.45116263002224255, "quarterly_revenue_growth_yoy": -0.3779173635221237, "quarterly_earnings_growth_yoy": -0.7193154699704005, "revenue_growth_qoq": 1.1861644003905365, "gross_margin": 0.1909541273550028, "operating_margin": 0.08647333707964863, "net_margin": 0.08540120079264145, "roa_ttm": -0.04795846955869677, "roe_ttm": -0.06579903874659952, "debt_to_ebitda": 2.810914612361558, "net_debt_to_ebitda": 0.0, "interest_coverage": 52.5140712945591, "debt_to_equity": 0.09129161197820829, "current_ratio": 4.4761122066290095, "quick_ratio": 4.075867558029174, "fcf_to_ebitda": -3.0796713111825653, "capex_to_revenue": 0.428041674771034, "working_capital_to_revenue": 1.5951006985259917, "capital_efficiency": -0.05687875415264815, "financial_health": 0.11146598127613302, "margin_quality": 0.12094288840909763, "growth_momentum": -0.5486164167462622, "company_age_years": 11.868583162217659, "ebitda": 167940000.0, "spy_multiple": 15.0, "sector_multiple": 25.527232989585478, "sector_premium_over_spy": 0.7018155326390318}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2023-09-30", "company_multiple": 20.33318793266254, "revenue_cagr_3y": -0.047688594309227894, "revenue_cagr_5y": 0.03447180868775579, "earnings_cagr_3y": 0.20073722036828445, "quarterly_revenue_growth_yoy": 0.27372868016147983, "quarterly_earnings_growth_yoy": 6.45879433778067, "revenue_growth_qoq": -0.011821042516526391, "gross_margin": 0.4695789486824202, "operating_margin": 0.3407419890399331, "net_margin": 0.3350410066284687, "roa_ttm": 0.049463378847906816, "roe_ttm": 0.0752081437223041, "debt_to_ebitda": 0.6317025080933254, "net_debt_to_ebitda": 0.0, "interest_coverage": 215.83047670058917, "debt_to_equity": 0.08077842388331004, "current_ratio": 3.189046830761276, "quick_ratio": 2.2970482151271154, "fcf_to_ebitda": -0.6581347071823067, "capex_to_revenue": 0.43218653950746894, "working_capital_to_revenue": 0.8300227039880599, "capital_efficiency": 0.06233576128510546, "financial_health": 0.08216873804323989, "margin_quality": 0.3817873147836073, "growth_momentum": 3.3662615089710752, "company_age_years": 16.867898699520875, "ebitda": 805911000.0, "spy_multiple": 12.0, "sector_multiple": 21.98354477825465, "sector_premium_over_spy": 0.8319620648545543}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 15.013803734259662, "revenue_cagr_3y": 0.037643531839508304, "revenue_cagr_5y": 0.05480843427495663, "earnings_cagr_3y": -0.007081859235122501, "quarterly_revenue_growth_yoy": 0.031096077384131504, "quarterly_earnings_growth_yoy": -0.006670372429127293, "revenue_growth_qoq": -0.10536962118425892, "gross_margin": 0.8927029804727646, "operating_margin": 0.4123329907502569, "net_margin": 0.3673175745118191, "roa_ttm": 0.14666660736207235, "roe_ttm": 0.23786507776206828, "debt_to_ebitda": -0.41293964394268345, "net_debt_to_ebitda": 0.0, "interest_coverage": 47.73056994818653, "debt_to_equity": -0.10976137576824307, "current_ratio": 1.5355302315453292, "quick_ratio": 1.5355302308194818, "fcf_to_ebitda": 1.1506122448979592, "capex_to_revenue": 0.01227676571822165, "working_capital_to_revenue": 0.3671881687572537, "capital_efficiency": 0.1922658425620703, "financial_health": 0.0724820751863647, "margin_quality": 0.5574511819116136, "growth_momentum": 0.012212852477502105, "company_age_years": 23.756331279945243, "ebitda": 921200000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 19.317157064101178, "revenue_cagr_3y": 0.04775249546638327, "revenue_cagr_5y": 0.04501928562092572, "earnings_cagr_3y": -0.019846532001462025, "quarterly_revenue_growth_yoy": 0.06914893617021277, "quarterly_earnings_growth_yoy": -0.07381082558775287, "revenue_growth_qoq": -0.09414121181772658, "gross_margin": 0.8708310300350102, "operating_margin": 0.3688962594435231, "net_margin": 0.3121429887599042, "roa_ttm": 0.14289786392546008, "roe_ttm": 0.26520085964622253, "debt_to_ebitda": 0.49432493784455733, "net_debt_to_ebitda": 0.2318668252080856, "interest_coverage": 130.29577464788733, "debt_to_equity": 0.15119854521408496, "current_ratio": 1.24136690647482, "quick_ratio": 1.24136690647482, "fcf_to_ebitda": 1.308615284834072, "capex_to_revenue": 0.0076297742858440435, "working_capital_to_revenue": 0.1828420909214769, "capital_efficiency": 0.20404936178584132, "financial_health": 0.043255954819974705, "margin_quality": 0.5172900927461459, "growth_momentum": -0.002330944708770051, "company_age_years": 25.754962354551676, "ebitda": 925100000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 16.67521086646949, "revenue_cagr_3y": 0.053730875364548014, "revenue_cagr_5y": 0.044866333138605, "earnings_cagr_3y": -0.02185793615417908, "quarterly_revenue_growth_yoy": 0.08553506937844517, "quarterly_earnings_growth_yoy": -0.06666666666666667, "revenue_growth_qoq": 0.052330937903077204, "gross_margin": 0.8690246891962878, "operating_margin": 0.36561022587988096, "net_margin": 0.30397478550166346, "roa_ttm": 0.14443529949702788, "roe_ttm": 0.27094627050024017, "debt_to_ebitda": 0.46784970971628875, "net_debt_to_ebitda": 0.00032862306933946765, "interest_coverage": 94.11340206185567, "debt_to_equity": 0.14653811843820763, "current_ratio": 1.2276771825026445, "quick_ratio": 1.2276771825026445, "fcf_to_ebitda": 1.26552744002629, "capex_to_revenue": 0.008990164226267302, "working_capital_to_revenue": 0.162846588633228, "capital_efficiency": 0.20769078499863403, "financial_health": 0.0780612711476909, "margin_quality": 0.5128699001926108, "growth_momentum": 0.009434201355889252, "company_age_years": 26.0041067761807, "ebitda": 912900000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2022-01-31", "company_multiple": 39.28125706041787, "revenue_cagr_3y": 0.1571302447327685, "revenue_cagr_5y": 0.14190536284676547, "earnings_cagr_3y": 0.2689646119725291, "quarterly_revenue_growth_yoy": 0.30984902206537157, "quarterly_earnings_growth_yoy": 0.9322245834488281, "revenue_growth_qoq": 0.10426429505532939, "gross_margin": 0.759755466129903, "operating_margin": 0.28255559769787525, "net_margin": 0.24683709650258964, "roa_ttm": 0.1021034346940339, "roe_ttm": 0.16872030805827534, "debt_to_ebitda": 0.08471926340791325, "net_debt_to_ebitda": 0.0, "interest_coverage": 2434.346, "debt_to_equity": 0.019142815188239785, "current_ratio": 1.1925191046003165, "quick_ratio": 1.1063748353330722, "fcf_to_ebitda": 1.1216260958795503, "capex_to_revenue": 0.02426215885331609, "working_capital_to_revenue": 0.10572764257448401, "capital_efficiency": 0.13541187137615462, "financial_health": 0.12178258387524506, "margin_quality": 0.4297160534434559, "growth_momentum": 0.6210368027570998, "company_age_years": 29.930184804928132, "ebitda": 1217173000.0, "spy_multiple": 12.0, "sector_multiple": 48.24802792059184, "sector_premium_over_spy": 3.020668993382653}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2022-04-30", "company_multiple": 31.76728715145289, "revenue_cagr_3y": 0.15225157341948004, "revenue_cagr_5y": 0.13451140446686272, "earnings_cagr_3y": 0.3560689025722745, "quarterly_revenue_growth_yoy": 0.24975327388455368, "quarterly_earnings_growth_yoy": 0.5110929986979568, "revenue_growth_qoq": 0.006432037116017457, "gross_margin": 0.7743291634089132, "operating_margin": 0.2837310398749023, "net_margin": 0.23047771696637998, "roa_ttm": 0.10950263621016329, "roe_ttm": 0.18125532523254, "debt_to_ebitda": 0.057928529498092164, "net_debt_to_ebitda": 0.0, "interest_coverage": 3407.0, "debt_to_equity": 0.014187740404876723, "current_ratio": 1.2483446747376208, "quick_ratio": 1.1616367355921935, "fcf_to_ebitda": 1.1587753155268565, "capex_to_revenue": 0.02498786853784133, "working_capital_to_revenue": 0.12858677086127915, "capital_efficiency": 0.14537898072135164, "financial_health": 0.16658010079274682, "margin_quality": 0.42951264008339846, "growth_momentum": 0.38042313629125524, "company_age_years": 30.17385352498289, "ebitda": 1362800000.0, "spy_multiple": 12.0, "sector_multiple": 31.76728715145289, "sector_premium_over_spy": 1.6472739292877407}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2022-10-31", "company_multiple": 30.813234466170275, "revenue_cagr_3y": 0.14488959555487146, "revenue_cagr_5y": 0.12866014763006528, "earnings_cagr_3y": -0.01519202585858781, "quarterly_revenue_growth_yoy": 0.1093041139694222, "quarterly_earnings_growth_yoy": -0.2380129761177878, "revenue_growth_qoq": 0.026131828649280812, "gross_margin": 0.7480648208637455, "operating_margin": 0.17501131889840876, "net_margin": 0.12023881700670361, "roa_ttm": 0.10454288646940722, "roe_ttm": 0.17850672395741268, "debt_to_ebitda": 0.052327339568186915, "net_debt_to_ebitda": 0.0, "interest_coverage": 3997.6545961002785, "debt_to_equity": 0.01361525456762257, "current_ratio": 1.085842525082907, "quick_ratio": 1.0094586446057467, "fcf_to_ebitda": 1.114733011974988, "capex_to_revenue": 0.02742927960521969, "working_capital_to_revenue": 0.04697107838235842, "capital_efficiency": 0.14152480521340996, "financial_health": 0.1467443516641725, "margin_quality": 0.347771652256286, "growth_momentum": -0.06435443107418279, "company_age_years": 30.677618069815196, "ebitda": 1435158000.0, "spy_multiple": 12.0, "sector_multiple": 34.551465717933624, "sector_premium_over_spy": 1.879288809827802}, {"ticker": "FFIV", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 16.58081482128685, "revenue_cagr_3y": 0.0618275842491407, "revenue_cagr_5y": 0.054280635977131286, "earnings_cagr_3y": -0.011326215696921271, "quarterly_revenue_growth_yoy": 0.035260891921137655, "quarterly_earnings_growth_yoy": -0.07349002276684076, "revenue_growth_qoq": 0.06348545624258937, "gross_margin": 0.8061744612209557, "operating_margin": 0.15932677823771513, "net_margin": 0.12308447296319579, "roa_ttm": 0.06841510217794673, "roe_ttm": 0.14788386494101338, "debt_to_ebitda": 0.724682000538797, "net_debt_to_ebitda": 0.0, "interest_coverage": 88.30927503616782, "debt_to_equity": 0.17138294048390326, "current_ratio": 0.9548962514841409, "quick_ratio": 0.9301396505908294, "fcf_to_ebitda": 0.8247508063752794, "capex_to_revenue": 0.012037453007290661, "working_capital_to_revenue": -0.029791146418583252, "capital_efficiency": 0.10814948355948006, "financial_health": 0.10791711052679899, "margin_quality": 0.3628619041406222, "growth_momentum": -0.019114565422851552, "company_age_years": 23.071868583162217, "ebitda": 549372000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "SEDG", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 16.29412691800057, "revenue_cagr_3y": 0.5533347318083088, "revenue_cagr_5y": 0.37923297882846696, "earnings_cagr_3y": 0.43911123040070166, "quarterly_revenue_growth_yoy": 0.5861125313108055, "quarterly_earnings_growth_yoy": 1.2217080353386622, "revenue_growth_qoq": 0.031071940089378153, "gross_margin": 0.324680324105209, "operating_margin": 0.15717108283977013, "net_margin": 0.09797364674016391, "roa_ttm": 0.11215253923796438, "roe_ttm": 0.19595737854015036, "debt_to_ebitda": 0.0618727103026615, "net_debt_to_ebitda": 0.0, "interest_coverage": 14.646732911773562, "debt_to_equity": 0.017368060220355534, "current_ratio": 2.453080853313351, "quick_ratio": 1.9435435651212145, "fcf_to_ebitda": 0.9099169849799966, "capex_to_revenue": 0.05614801701191225, "working_capital_to_revenue": 0.35724637178258517, "capital_efficiency": 0.15405495888905738, "financial_health": 0.21407282143423348, "margin_quality": 0.19327501789504767, "growth_momentum": 0.9039102833247339, "company_age_years": 5.01574264202601, "ebitda": 243209000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 18.145711564392887, "revenue_cagr_3y": -0.15812052678414013, "revenue_cagr_5y": 0.025484977366988737, "earnings_cagr_3y": 1.1498149442637637, "quarterly_revenue_growth_yoy": 0.0002744474395557711, "quarterly_earnings_growth_yoy": 2.3417949969674106, "revenue_growth_qoq": -0.6197422138565948, "gross_margin": 0.16976870052844825, "operating_margin": 0.003112056588314002, "net_margin": 0.17045651013673505, "roa_ttm": 0.006241059146734827, "roe_ttm": 0.008391017954108465, "debt_to_ebitda": 2.5910136769332848, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.527470908823098, "debt_to_equity": 0.09368435145769995, "current_ratio": 3.7516544130195855, "quick_ratio": 3.0355362591902355, "fcf_to_ebitda": -3.527953168810599, "capex_to_revenue": 0.20634695747639037, "working_capital_to_revenue": 0.6579284899794762, "capital_efficiency": 0.007316038550421646, "financial_health": 0.05816759517303269, "margin_quality": 0.11444575575116578, "growth_momentum": 1.1710347222034831, "company_age_years": 13.36892539356605, "ebitda": 186884000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "ANSS", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 28.36415079535746, "revenue_cagr_3y": 0.11171552377669958, "revenue_cagr_5y": 0.11386169626374687, "earnings_cagr_3y": 0.02369729200078874, "quarterly_revenue_growth_yoy": 0.07104549740688354, "quarterly_earnings_growth_yoy": 0.12459281479224767, "revenue_growth_qoq": -0.0028257887517146776, "gross_margin": 0.8688559631415989, "operating_margin": 0.2611240796510557, "net_margin": 0.20311696447278477, "roa_ttm": 0.07610538752669743, "roe_ttm": 0.10320565796264486, "debt_to_ebitda": 1.1237221101818542, "net_debt_to_ebitda": 0.20470356443354393, "interest_coverage": 112.97504924491136, "debt_to_equity": 0.17021316398473926, "current_ratio": 2.378054421099247, "quick_ratio": 2.378054421099247, "fcf_to_ebitda": 0.7825306141426587, "capex_to_revenue": 0.009921538351491413, "working_capital_to_revenue": 0.41447581649692544, "capital_efficiency": 0.08965552274467115, "financial_health": -0.06318075611373716, "margin_quality": 0.4443656690884798, "growth_momentum": 0.0978191560995656, "company_age_years": 26.27789185489391, "ebitda": 688244000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "SNPS", "sector": "Technology", "quarter_date": "2022-07-31", "company_multiple": 39.8008971853024, "revenue_cagr_3y": 0.1343799985991232, "revenue_cagr_5y": 0.12331824527411972, "earnings_cagr_3y": 0.3060549433031319, "quarterly_revenue_growth_yoy": 0.17862248440885325, "quarterly_earnings_growth_yoy": 0.12071725582191437, "revenue_growth_qoq": -0.027275215011727912, "gross_margin": 0.751150818051386, "operating_margin": 0.18805657033312836, "net_margin": 0.17894326489110735, "roa_ttm": 0.11067429104542803, "roe_ttm": 0.1842498589406973, "debt_to_ebitda": 0.05377912623931111, "net_debt_to_ebitda": 0.0, "interest_coverage": 3224.612756264237, "debt_to_equity": 0.013584876301430435, "current_ratio": 1.1387211330696114, "quick_ratio": 1.0524101257608913, "fcf_to_ebitda": 1.118803621066611, "capex_to_revenue": 0.02672921887664881, "working_capital_to_revenue": 0.0714218399377444, "capital_efficiency": 0.14746207499306266, "financial_health": 0.14438001449064364, "margin_quality": 0.3727168844252072, "growth_momentum": 0.1496698701153838, "company_age_years": 30.425735797399042, "ebitda": 1415605000.0, "spy_multiple": 12.0, "sector_multiple": 39.29310516730243, "sector_premium_over_spy": 2.274425430608536}, {"ticker": "FFIV", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 23.489251559830645, "revenue_cagr_3y": 0.05190523514377876, "revenue_cagr_5y": 0.041216418079550454, "earnings_cagr_3y": -0.21462523142436774, "quarterly_revenue_growth_yoy": -0.01714430943130731, "quarterly_earnings_growth_yoy": 0.3005249647325455, "revenue_growth_qoq": -0.07695531945859409, "gross_margin": 0.8007659754282399, "operating_margin": 0.11769816342490981, "net_margin": 0.08866898761320921, "roa_ttm": 0.06895904472823755, "roe_ttm": 0.14605686471477536, "debt_to_ebitda": 0.7528039812820322, "net_debt_to_ebitda": 0.0, "interest_coverage": 278.4488107549121, "debt_to_equity": 0.16911904579146378, "current_ratio": 0.9783457184605034, "quick_ratio": 0.9626212970800726, "fcf_to_ebitda": 1.0470901730669242, "capex_to_revenue": 0.012186440141688602, "working_capital_to_revenue": -0.01446341694929555, "capital_efficiency": 0.10750795472150645, "financial_health": 0.11552550996391102, "margin_quality": 0.335711042155453, "growth_momentum": 0.1416903276506191, "company_age_years": 22.822724161533195, "ebitda": 538520000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "CHKP", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 14.4204869488923, "revenue_cagr_3y": 0.055704464919730245, "revenue_cagr_5y": 0.04904566144200606, "earnings_cagr_3y": -0.00679077416234386, "quarterly_revenue_growth_yoy": 0.08164794007490636, "quarterly_earnings_growth_yoy": -0.016042780748663103, "revenue_growth_qoq": 0.011381544388023114, "gross_margin": 0.8689404432132964, "operating_margin": 0.3831371191135734, "net_margin": 0.3185595567867036, "roa_ttm": 0.14388660265203476, "roe_ttm": 0.2699169697385576, "debt_to_ebitda": -0.4684141259048037, "net_debt_to_ebitda": 0.0, "interest_coverage": 76.6218487394958, "debt_to_equity": -0.14653811843820763, "current_ratio": 1.2276771825026445, "quick_ratio": 1.2276771825026445, "fcf_to_ebitda": 1.2557578416319368, "capex_to_revenue": 0.008775376555337262, "working_capital_to_revenue": 0.1597467801790002, "capital_efficiency": 0.2069017861952962, "financial_health": 0.0780612711476909, "margin_quality": 0.5235457063711911, "growth_momentum": 0.032802579663121625, "company_age_years": 26.255989048596852, "ebitda": 911800000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "QCOM", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 8.773553846153845, "revenue_cagr_3y": 0.013117969197040003, "revenue_cagr_5y": -0.0542567273086797, "earnings_cagr_3y": -0.14508813383432861, "quarterly_revenue_growth_yoy": 0.046969088719389804, "quarterly_earnings_growth_yoy": -0.29411764705882354, "revenue_growth_qoq": 0.027378373054953713, "gross_margin": 0.5596242331288344, "operating_margin": 0.18999233128834356, "net_margin": 0.0897239263803681, "roa_ttm": 0.12674556954098565, "roe_ttm": 1.329392446633826, "debt_to_ebitda": 1.6492307692307693, "net_debt_to_ebitda": 0.7873846153846153, "interest_coverage": 66.78082191780823, "debt_to_equity": 5.280788177339901, "current_ratio": 1.56670759156947, "quick_ratio": 1.3927767546552077, "fcf_to_ebitda": 0.7313846153846154, "capex_to_revenue": 0.04874302804947053, "working_capital_to_revenue": 0.22387034192870423, "capital_efficiency": 0.7280690080874058, "financial_health": -4.15364525541636, "margin_quality": 0.279780163599182, "growth_momentum": -0.12357427916971686, "company_age_years": 28.298425735797398, "ebitda": 9750000000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "TXN", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 14.463642920223727, "revenue_cagr_3y": -0.007204434531697168, "revenue_cagr_5y": 0.011115221250221241, "earnings_cagr_3y": 0.05598474956016819, "quarterly_revenue_growth_yoy": -0.07373400111296606, "quarterly_earnings_growth_yoy": -0.03533278553820871, "revenue_growth_qoq": -0.00626865671641791, "gross_margin": 0.6272153799939922, "operating_margin": 0.3736857915289877, "net_margin": 0.3526584559927906, "roa_ttm": 0.2877972574205867, "roe_ttm": 0.6431342125678821, "debt_to_ebitda": 0.9640859581984104, "net_debt_to_ebitda": 0.5934648219016779, "interest_coverage": 150.9777777777778, "debt_to_equity": 0.8469097491595552, "current_ratio": 3.490130197396052, "quick_ratio": 2.648887022259555, "fcf_to_ebitda": 0.8295554901383574, "capex_to_revenue": 0.05361949284601218, "working_capital_to_revenue": 0.4199603343249752, "capital_efficiency": 0.4654657349942344, "financial_health": -0.5653239929082723, "margin_quality": 0.4511865425052568, "growth_momentum": -0.05453339332558739, "company_age_years": 67.24435318275154, "ebitda": 6794000000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2020-02-29", "company_multiple": 7.122536222910217, "revenue_cagr_3y": 0.010573408547697838, "revenue_cagr_5y": 0.028608456749432243, "earnings_cagr_3y": -0.23198004980515974, "quarterly_revenue_growth_yoy": -0.17789203084832905, "quarterly_earnings_growth_yoy": -0.7498455836936381, "revenue_growth_qoq": -0.06745723172628305, "gross_margin": 0.28246820929747757, "operating_margin": 0.09172399416301856, "net_margin": 0.08442776735459662, "roa_ttm": 0.046265710602642604, "roe_ttm": 0.06204251411284877, "debt_to_ebitda": 0.6293498452012384, "net_debt_to_ebitda": 0.0, "interest_coverage": 175.54347826086956, "debt_to_equity": 0.13726602382302894, "current_ratio": 2.744074201305393, "quick_ratio": 1.8495362418412917, "fcf_to_ebitda": 0.06043343653250774, "capex_to_revenue": 0.43206286035001784, "working_capital_to_revenue": 0.5180876575335477, "capital_efficiency": 0.054154112357745685, "financial_health": 0.012504722330369061, "margin_quality": 0.15287332360503092, "growth_momentum": -0.46386880727098356, "company_age_years": 35.74537987679671, "ebitda": 8075000000.0, "spy_multiple": 20.0, "sector_multiple": 11.074860836147666, "sector_premium_over_spy": -0.4462569581926167}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2022-05-31", "company_multiple": 4.466280900121938, "revenue_cagr_3y": 0.21754972448248533, "revenue_cagr_5y": 0.09197881273941966, "earnings_cagr_3y": 0.4621944974564607, "quarterly_revenue_growth_yoy": 0.1643761789275128, "quarterly_earnings_growth_yoy": 0.5135446685878963, "revenue_growth_qoq": 0.10994091959928076, "gross_margin": 0.46690580884054617, "operating_margin": 0.3476047211293682, "net_margin": 0.30386484610043973, "roa_ttm": 0.15184697378093603, "roe_ttm": 0.20119315760637974, "debt_to_ebitda": 0.38593282341203855, "net_debt_to_ebitda": 0.0, "interest_coverage": 410.04545454545456, "debt_to_equity": 0.14129177573507032, "current_ratio": 3.239834498501926, "quick_ratio": 2.4367242117277788, "fcf_to_ebitda": 0.267098991242656, "capex_to_revenue": 0.3232270215196517, "working_capital_to_revenue": 0.4847015962209392, "capital_efficiency": 0.17652006569365788, "financial_health": 0.001117745876217019, "margin_quality": 0.37279179202345136, "growth_momentum": 0.3389604237577045, "company_age_years": 37.9958932238193, "ebitda": 18042000000.0, "spy_multiple": 12.0, "sector_multiple": 18.60717433091823, "sector_premium_over_spy": 0.5505978609098525}, {"ticker": "MU", "sector": "Technology", "quarter_date": "2022-08-31", "company_multiple": 3.6084113031679546, "revenue_cagr_3y": 0.10903460373674045, "revenue_cagr_5y": 0.015938628687911516, "earnings_cagr_3y": 0.385485507412503, "quarterly_revenue_growth_yoy": -0.19712351945854484, "quarterly_earnings_growth_yoy": -0.4514705882352941, "revenue_growth_qoq": -0.23131219625086785, "gross_margin": 0.3947011892217372, "operating_margin": 0.22896281800391388, "net_margin": 0.22459732048773146, "roa_ttm": 0.1310592459605027, "roe_ttm": 0.17406375859097922, "debt_to_ebitda": 0.40740959235443336, "net_debt_to_ebitda": 0.0, "interest_coverage": 376.68888888888887, "debt_to_equity": 0.13837738193039054, "current_ratio": 2.88910996153336, "quick_ratio": 2.005305743467303, "fcf_to_ebitda": 0.1837059760486107, "capex_to_revenue": 0.39232069705442485, "working_capital_to_revenue": 0.4630340074127056, "capital_efficiency": 0.15256150227574095, "financial_health": -0.011666197717135757, "margin_quality": 0.2827537759044609, "growth_momentum": -0.3242970538469195, "company_age_years": 38.247775496235455, "ebitda": 16951000000.0, "spy_multiple": 12.0, "sector_multiple": 21.42785510081252, "sector_premium_over_spy": 0.7856545917343765}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 10.3282623615096, "revenue_cagr_3y": 0.1431631373437332, "revenue_cagr_5y": 0.08506212090578535, "earnings_cagr_3y": 1.5376417762652452, "quarterly_revenue_growth_yoy": 0.275808936825886, "quarterly_earnings_growth_yoy": 0.6876574307304786, "revenue_growth_qoq": 0.05612244897959184, "gross_margin": 0.5682367149758454, "operating_margin": 0.2847222222222222, "net_margin": 0.20229468599033817, "roa_ttm": 0.10861173965127113, "roe_ttm": 0.35162309681126114, "debt_to_ebitda": 2.4630324431692783, "net_debt_to_ebitda": 1.6806444493489296, "interest_coverage": 42.74528301886792, "debt_to_equity": 1.6029876472278082, "current_ratio": 2.1489289357361443, "quick_ratio": 1.6518191091465488, "fcf_to_ebitda": 0.48532332818362395, "capex_to_revenue": 0.09596695821185618, "working_capital_to_revenue": 0.27364755425979914, "capital_efficiency": 0.23011741823126614, "financial_health": -1.4457047154207183, "margin_quality": 0.3517512077294686, "growth_momentum": 0.4817331837781823, "company_age_years": 11.898699520876113, "ebitda": 4531000000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "NXPI", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 9.591087043155069, "revenue_cagr_3y": 0.15002427231145332, "revenue_cagr_5y": 0.07613649891527885, "earnings_cagr_3y": 0.8918060991607537, "quarterly_revenue_growth_yoy": 0.20412443201677735, "quarterly_earnings_growth_yoy": 0.42196531791907516, "revenue_growth_qoq": 0.04015700483091787, "gross_margin": 0.5709724238026125, "operating_margin": 0.29056603773584905, "net_margin": 0.21422351233671988, "roa_ttm": 0.11625980819529207, "roe_ttm": 0.37531663383056574, "debt_to_ebitda": 2.304769770803221, "net_debt_to_ebitda": 1.5285979764608713, "interest_coverage": 44.43119266055046, "debt_to_equity": 1.570785251899803, "current_ratio": 2.0823237030133583, "quick_ratio": 1.5911773842808326, "fcf_to_ebitda": 0.4809002684286599, "capex_to_revenue": 0.09859263841633158, "working_capital_to_revenue": 0.26940921744509744, "capital_efficiency": 0.2457882210129289, "financial_health": -1.4069230025536825, "margin_quality": 0.35858732462506043, "growth_momentum": 0.31304487496792627, "company_age_years": 12.150581793292266, "ebitda": 4843000000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 12.407498536177332, "revenue_cagr_3y": 0.11941074148512709, "revenue_cagr_5y": 0.06245538676431828, "earnings_cagr_3y": 0.6687246949818579, "quarterly_revenue_growth_yoy": 0.31268137949652425, "quarterly_earnings_growth_yoy": 4.897664071190212, "revenue_growth_qoq": 0.05357239586154596, "gross_margin": 0.49424164524421593, "operating_margin": 0.3260668380462725, "net_margin": 0.27259640102827765, "roa_ttm": 0.14197446241823666, "roe_ttm": 0.2900844303949422, "debt_to_ebitda": 1.3407779171894605, "net_debt_to_ebitda": 0.6527394395650356, "interest_coverage": 110.69444444444444, "debt_to_equity": 0.6413909007242607, "current_ratio": 2.7887108102930847, "quick_ratio": 1.8334716812464082, "fcf_to_ebitda": 0.6079882894186532, "capex_to_revenue": 0.08168705140842138, "working_capital_to_revenue": 0.38890200052755064, "capital_efficiency": 0.21602944640658944, "financial_health": -0.44621014683534477, "margin_quality": 0.3643016281062554, "growth_momentum": 2.605172725343368, "company_age_years": 21.921971252566735, "ebitda": 2391000000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "ON", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 8.831518487053522, "revenue_cagr_3y": 0.15656739175419143, "revenue_cagr_5y": 0.09277308343760993, "earnings_cagr_3y": 0.648195968866885, "quarterly_revenue_growth_yoy": 0.24857775914725433, "quarterly_earnings_growth_yoy": 1.4758283541553503, "revenue_growth_qoq": 0.07197943444730077, "gross_margin": 0.497410071942446, "operating_margin": 0.33443645083932855, "net_margin": 0.21860911270983213, "roa_ttm": 0.15957436947917727, "roe_ttm": 0.31943594025419797, "debt_to_ebitda": 1.1866435193735456, "net_debt_to_ebitda": 0.5248771839101688, "interest_coverage": 122.50226244343891, "debt_to_equity": 0.5960849800538083, "current_ratio": 2.793030992820872, "quick_ratio": 1.8806397011615013, "fcf_to_ebitda": 0.4595722675728586, "capex_to_revenue": 0.0959150455488173, "working_capital_to_revenue": 0.4032448609907852, "capital_efficiency": 0.2395051548666876, "financial_health": -0.3993701463590549, "margin_quality": 0.35015187849720225, "growth_momentum": 0.8622030566513024, "company_age_years": 22.171115674195757, "ebitda": 2707300000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2020-03-31", "company_multiple": 11.430345759478579, "revenue_cagr_3y": -0.03469118588318454, "revenue_cagr_5y": 0.0010475340510729403, "earnings_cagr_3y": -0.06965720566633282, "quarterly_revenue_growth_yoy": -0.05466436327739388, "quarterly_earnings_growth_yoy": -0.15373831775700936, "revenue_growth_qoq": -0.1450730945207008, "gross_margin": 0.48622895183396425, "operating_margin": 0.2619762433102728, "net_margin": 0.23639211591176088, "roa_ttm": 0.15915614524578975, "roe_ttm": 0.19139229506613883, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1143.7272727272727, "debt_to_equity": 0.0, "current_ratio": 6.131419105466593, "quick_ratio": 4.339867476532302, "fcf_to_ebitda": 0.753199268738574, "capex_to_revenue": 0.10977706810784253, "working_capital_to_revenue": 0.5707179266719892, "capital_efficiency": 0.17527422015596428, "financial_health": 0.18314297757883538, "margin_quality": 0.3281991036853326, "growth_momentum": -0.10420134051720162, "company_age_years": 52.049281314168375, "ebitda": 1258100000.0, "spy_multiple": 20.0, "sector_multiple": 18.515574065778534, "sector_premium_over_spy": -0.07422129671107336}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 11.25135814310378, "revenue_cagr_3y": 0.18120604085814196, "revenue_cagr_5y": 0.09415274092168247, "earnings_cagr_3y": 0.12635312741930926, "quarterly_revenue_growth_yoy": 0.13978494623655913, "quarterly_earnings_growth_yoy": -0.059076923076923075, "revenue_growth_qoq": -0.11573093220338983, "gross_margin": 0.4609913147648997, "operating_margin": 0.2785265049415993, "net_margin": 0.22896076669661575, "roa_ttm": 0.1609333145354575, "roe_ttm": 0.26400185021007594, "debt_to_ebitda": 1.0581718779973144, "net_debt_to_ebitda": 0.7433819297909073, "interest_coverage": 182.91228070175438, "debt_to_equity": 0.4252592221408472, "current_ratio": 2.205247864753016, "quick_ratio": 1.3879545654662322, "fcf_to_ebitda": 0.49060042202186843, "capex_to_revenue": 0.11810441279654106, "working_capital_to_revenue": 0.25957180513151157, "capital_efficiency": 0.21246758237276672, "financial_health": -0.3444405163552524, "margin_quality": 0.3228261954677049, "growth_momentum": 0.04035401157981802, "company_age_years": 54.04791238877481, "ebitda": 2085200000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2022-06-30", "company_multiple": 7.71146149181322, "revenue_cagr_3y": 0.17132011056584906, "revenue_cagr_5y": 0.0647282009653869, "earnings_cagr_3y": 0.2286975509843172, "quarterly_revenue_growth_yoy": 0.10408455750627016, "quarterly_earnings_growth_yoy": -0.20870337477797513, "revenue_growth_qoq": -0.07711889787361485, "gross_margin": 0.45546000324517283, "operating_margin": 0.26602304072691874, "net_margin": 0.21685867272432258, "roa_ttm": 0.14943758194741563, "roe_ttm": 0.2454009745778718, "debt_to_ebitda": 1.0321873396464059, "net_debt_to_ebitda": 0.7322386527965666, "interest_coverage": 189.7079646017699, "debt_to_equity": 0.4179163676198391, "current_ratio": 2.371747818285621, "quick_ratio": 1.4729630535845364, "fcf_to_ebitda": 0.4446051219853524, "capex_to_revenue": 0.11758048056405974, "working_capital_to_revenue": 0.3120697652843492, "capital_efficiency": 0.19741927826264372, "financial_health": -0.2451258687444534, "margin_quality": 0.31278057223213807, "growth_momentum": -0.05230940863585248, "company_age_years": 54.29705681040383, "ebitda": 2143700000.0, "spy_multiple": 12.0, "sector_multiple": 20.24871721357145, "sector_premium_over_spy": 0.6873931011309542}, {"ticker": "SWKS", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 7.100347464448618, "revenue_cagr_3y": 0.19360197011203129, "revenue_cagr_5y": 0.0740063601086991, "earnings_cagr_3y": 0.1279210393463719, "quarterly_revenue_growth_yoy": 0.07330841406667175, "quarterly_earnings_growth_yoy": -0.07385841250383084, "revenue_growth_qoq": 0.14148953431770242, "gross_margin": 0.4751954513148543, "operating_margin": 0.2757640369580668, "net_margin": 0.21478322672352523, "roa_ttm": 0.1430911824771651, "roe_ttm": 0.2331687694276833, "debt_to_ebitda": 1.2104462928181736, "net_debt_to_ebitda": 0.95733834182989, "interest_coverage": 156.37762237762237, "debt_to_equity": 0.49493508868166025, "current_ratio": 2.307489830102895, "quick_ratio": 1.340671612028396, "fcf_to_ebitda": 0.40922099991056254, "capex_to_revenue": 0.09291599824996354, "working_capital_to_revenue": 0.2988187253901123, "capital_efficiency": 0.1881299759524242, "financial_health": -0.3367629735508674, "margin_quality": 0.32191423833214877, "growth_momentum": -0.00027499921857954135, "company_age_years": 54.548939082819984, "ebitda": 2236200000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2022-01-31", "company_multiple": 4.68701250919794, "revenue_cagr_3y": -0.026429460580017605, "revenue_cagr_5y": -0.09449927474792874, "earnings_cagr_3y": 0.42576527434754463, "quarterly_revenue_growth_yoy": -0.0001449905756125852, "quarterly_earnings_growth_yoy": 1.3004484304932735, "revenue_growth_qoq": -0.05818082491122644, "gross_margin": 0.3198955916473318, "operating_margin": 0.0726508120649652, "net_margin": 0.07439095127610208, "roa_ttm": 0.06422684153232078, "roe_ttm": 0.18294123437346196, "debt_to_ebitda": 2.07093451066961, "net_debt_to_ebitda": 1.5027225901398087, "interest_coverage": 73.8586956521739, "debt_to_equity": 0.6925878531351511, "current_ratio": 0.9447565085722659, "quick_ratio": 0.6848532213158794, "fcf_to_ebitda": 0.32656364974245766, "capex_to_revenue": 0.09377691645133505, "working_capital_to_revenue": -0.04059000861326443, "capital_efficiency": 0.12358403795289137, "financial_health": -0.43909260976588055, "margin_quality": 0.15564578499613302, "growth_momentum": 0.6501517199588305, "company_age_years": 6.286105407255304, "ebitda": 6795000000.0, "spy_multiple": 12.0, "sector_multiple": 48.24802792059184, "sector_premium_over_spy": 3.020668993382653}, {"ticker": "HPE", "sector": "Technology", "quarter_date": "2022-04-30", "company_multiple": 4.378202263083451, "revenue_cagr_3y": -0.02147906826934931, "revenue_cagr_5y": -0.022103123708672734, "earnings_cagr_3y": -0.1581358900337576, "quarterly_revenue_growth_yoy": -0.011729769858945806, "quarterly_earnings_growth_yoy": -0.03474903474903475, "revenue_growth_qoq": -0.03480278422273782, "gross_margin": 0.32271634615384615, "operating_margin": 0.05739182692307692, "net_margin": 0.03756009615384615, "roa_ttm": 0.06583339251473617, "roe_ttm": 0.18059614260666276, "debt_to_ebitda": 1.9096181046676097, "net_debt_to_ebitda": 1.4814710042432815, "interest_coverage": 20.37463976945245, "debt_to_equity": 0.6575589323982077, "current_ratio": 0.9000495294700347, "quick_ratio": 0.6364536899455175, "fcf_to_ebitda": 0.22432814710042434, "capex_to_revenue": 0.1008817707396077, "working_capital_to_revenue": -0.07262911642972827, "capital_efficiency": 0.12321476756069946, "financial_health": -0.37997059621635, "margin_quality": 0.13922275641025642, "growth_momentum": -0.023239402303990277, "company_age_years": 6.529774127310062, "ebitda": 7070000000.0, "spy_multiple": 12.0, "sector_multiple": 31.76728715145289, "sector_premium_over_spy": 1.6472739292877407}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2022-01-31", "company_multiple": 11.612034220532319, "revenue_cagr_3y": 0.010760319740166446, "revenue_cagr_5y": 0.02827028214381233, "earnings_cagr_3y": 0.0040000425823527586, "quarterly_revenue_growth_yoy": 0.09795918367346938, "quarterly_earnings_growth_yoy": 0.38461538461538464, "revenue_growth_qoq": 0.03065134099616858, "gross_margin": 0.6648079306071871, "operating_margin": 0.19888475836431227, "net_margin": 0.15613382899628253, "roa_ttm": 0.10652631578947368, "roe_ttm": 1.1473922902494331, "debt_to_ebitda": 1.700253485424588, "net_debt_to_ebitda": 0.0, "interest_coverage": 83.05263157894737, "debt_to_equity": 3.0419501133786846, "current_ratio": 1.5520833333333333, "quick_ratio": 1.5050675675675675, "fcf_to_ebitda": 0.7370088719898605, "capex_to_revenue": 0.03164863555627321, "working_capital_to_revenue": 0.31664782819312126, "capital_efficiency": 0.6269593030194534, "financial_health": -2.2651342642320085, "margin_quality": 0.3399421726559273, "growth_momentum": 0.24128728414442702, "company_age_years": 26.195756331279945, "ebitda": 1578000000.0, "spy_multiple": 12.0, "sector_multiple": 48.24802792059184, "sector_premium_over_spy": 3.020668993382653}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2022-04-30", "company_multiple": 10.777699364855328, "revenue_cagr_3y": 0.018096019440380307, "revenue_cagr_5y": 0.025535845025984383, "earnings_cagr_3y": -0.13196975157954327, "quarterly_revenue_growth_yoy": 0.08038585209003216, "quarterly_earnings_growth_yoy": -0.2245508982035928, "revenue_growth_qoq": 0.040892193308550186, "gross_margin": 0.6470238095238096, "operating_margin": 0.1744047619047619, "net_margin": 0.15416666666666667, "roa_ttm": 0.09345701176939956, "roe_ttm": 1.1181384248210025, "debt_to_ebitda": 1.8934368383909668, "net_debt_to_ebitda": 0.0, "interest_coverage": 78.72222222222223, "debt_to_equity": 3.2016706443914082, "current_ratio": 1.5039210726030863, "quick_ratio": 1.4523146976979509, "fcf_to_ebitda": 0.6951305575158786, "capex_to_revenue": 0.035770813548591324, "working_capital_to_revenue": 0.315289648622982, "capital_efficiency": 0.605797718295201, "financial_health": -2.43712171742491, "margin_quality": 0.3251984126984127, "growth_momentum": -0.07208252305678033, "company_age_years": 26.439425051334702, "ebitda": 1417000000.0, "spy_multiple": 12.0, "sector_multiple": 31.76728715145289, "sector_premium_over_spy": 1.6472739292877407}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2022-07-31", "company_multiple": 10.606999316473, "revenue_cagr_3y": 0.0880316551261433, "revenue_cagr_5y": 0.037398073198972925, "earnings_cagr_3y": 0.27602401966045953, "quarterly_revenue_growth_yoy": 0.09190672153635117, "quarterly_earnings_growth_yoy": 0.0594059405940594, "revenue_growth_qoq": -0.05238095238095238, "gross_margin": 0.657035175879397, "operating_margin": 0.16017587939698494, "net_margin": 0.13442211055276382, "roa_ttm": 0.09943419949706622, "roe_ttm": 1.4444444444444444, "debt_to_ebitda": 1.8366370471633628, "net_debt_to_ebitda": 0.0, "interest_coverage": 81.27777777777777, "debt_to_equity": 4.089802130898021, "current_ratio": 1.3767832167832168, "quick_ratio": 1.3118881118881118, "fcf_to_ebitda": 0.6903622693096377, "capex_to_revenue": 0.037197768133911964, "working_capital_to_revenue": 0.20877247365158091, "capital_efficiency": 0.7719393219707553, "financial_health": -3.2886714867676874, "margin_quality": 0.3172110552763819, "growth_momentum": 0.07565633106520528, "company_age_years": 26.691307323750856, "ebitda": 1463000000.0, "spy_multiple": 12.0, "sector_multiple": 39.29310516730243, "sector_premium_over_spy": 2.274425430608536}, {"ticker": "NTAP", "sector": "Technology", "quarter_date": "2022-10-31", "company_multiple": 10.016288384512684, "revenue_cagr_3y": 0.06647725636313151, "revenue_cagr_5y": 0.03180714414348218, "earnings_cagr_3y": 0.4559674412271648, "quarterly_revenue_growth_yoy": 0.06194125159642401, "quarterly_earnings_growth_yoy": 2.3482142857142856, "revenue_growth_qoq": 0.04459798994974874, "gross_margin": 0.6536380036079374, "operating_margin": 0.16957306073361395, "net_margin": 0.45099218280216474, "roa_ttm": 0.15081799591002046, "roe_ttm": 1.2271214642262895, "debt_to_ebitda": 1.6248331108144192, "net_debt_to_ebitda": 0.0, "interest_coverage": 88.11764705882354, "debt_to_equity": 2.0249584026622296, "current_ratio": 1.355817378497791, "quick_ratio": 1.2839469808541975, "fcf_to_ebitda": 0.5974632843791722, "capex_to_revenue": 0.04138036341426172, "working_capital_to_revenue": 0.18445564208276072, "capital_efficiency": 0.688969730068155, "financial_health": -1.7129530196774974, "margin_quality": 0.42473441571457204, "growth_momentum": 1.2050777686553549, "company_age_years": 26.94318959616701, "ebitda": 1498000000.0, "spy_multiple": 12.0, "sector_multiple": 34.551465717933624, "sector_premium_over_spy": 1.879288809827802}, {"ticker": "FFIV", "sector": "Technology", "quarter_date": "2022-09-30", "company_multiple": 15.809142591644385, "revenue_cagr_3y": 0.058425587996162154, "revenue_cagr_5y": 0.054065430874911335, "earnings_cagr_3y": -0.019684726968679955, "quarterly_revenue_growth_yoy": 0.026445864131367146, "quarterly_earnings_growth_yoy": -0.19303094347802524, "revenue_growth_qoq": 0.03787317194672107, "gross_margin": 0.7893499306461267, "operating_margin": 0.15360704423934302, "net_margin": 0.12763112596120468, "roa_ttm": 0.061059164996586555, "roe_ttm": 0.13048313917742482, "debt_to_ebitda": 0.7439551686863515, "net_debt_to_ebitda": 0.0, "interest_coverage": 67.49136055292462, "debt_to_equity": 0.15888962963623005, "current_ratio": 1.0392798503873202, "quick_ratio": 1.0021239696057123, "fcf_to_ebitda": 0.7756481007377065, "capex_to_revenue": 0.012472527166806698, "working_capital_to_revenue": 0.026809033902171674, "capital_efficiency": 0.09577115208700569, "financial_health": 0.1436664383455195, "margin_quality": 0.35686270028222483, "growth_momentum": -0.08329253967332904, "company_age_years": 23.32375085557837, "ebitda": 527310000.0, "spy_multiple": 12.0, "sector_multiple": 24.197412716676062, "sector_premium_over_spy": 1.0164510597230052}, {"ticker": "FSLR", "sector": "Technology", "quarter_date": "2022-03-31", "company_multiple": 14.862895867455622, "revenue_cagr_3y": -0.11636432506484784, "revenue_cagr_5y": -0.16268270411613406, "earnings_cagr_3y": -0.13828163588540443, "quarterly_revenue_growth_yoy": -0.5431268624575851, "quarterly_earnings_growth_yoy": -1.2062993928583352, "revenue_growth_qoq": -0.595467525754448, "gross_margin": 0.031230928509154314, "operating_margin": -0.15748692240627724, "net_margin": -0.11784819093286836, "roa_ttm": 0.029160756700870698, "roe_ttm": 0.0367252039300957, "debt_to_ebitda": 0.5015649704142012, "net_debt_to_ebitda": 0.0, "interest_coverage": 184.3368237347295, "debt_to_equity": 0.045086146370108125, "current_ratio": 4.074875848651002, "quick_ratio": 2.7234329718771684, "fcf_to_ebitda": -0.4292525443786982, "capex_to_revenue": 0.24321935728493638, "working_capital_to_revenue": 0.9087108666798283, "capital_efficiency": 0.0329429803154832, "financial_health": 0.13715546236037982, "margin_quality": -0.08136806160999709, "growth_momentum": -0.8747131276579602, "company_age_years": 15.367556468172484, "ebitda": 528125000.0, "spy_multiple": 12.0, "sector_multiple": 22.935972966244982, "sector_premium_over_spy": 0.9113310805204151}, {"ticker": "LLY", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 21.901750734202654, "revenue_cagr_3y": -0.03367460100669972, "revenue_cagr_5y": -0.02772444720879763, "earnings_cagr_3y": -0.16687650501457685, "quarterly_revenue_growth_yoy": 0.04965536094351044, "quarterly_earnings_growth_yoy": 0.11645274212368728, "revenue_growth_qoq": 0.0838558783797407, "gross_margin": 0.7415730337078652, "operating_margin": 0.1383659498474589, "net_margin": 0.08899471686881465, "roa_ttm": 0.0677108372763847, "roe_ttm": 0.165283811327747, "debt_to_ebitda": 1.8220329306446825, "net_debt_to_ebitda": 0.9847450272899587, "interest_coverage": 99.07013574660634, "debt_to_equity": 0.5475489489613143, "current_ratio": 1.5278506853310003, "quick_ratio": 1.1091426071741033, "fcf_to_ebitda": 0.2618465824750508, "capex_to_revenue": 0.08147825259160166, "working_capital_to_revenue": 0.21764944610620932, "capital_efficiency": 0.11649732430206586, "financial_health": -0.44405150458362125, "margin_quality": 0.32297790014137956, "growth_momentum": 0.08305405153359886, "company_age_years": 37.96303901437371, "ebitda": 4378900000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "LLY", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 19.573136858408095, "revenue_cagr_3y": -0.045924180643650114, "revenue_cagr_5y": -0.035843165436787894, "earnings_cagr_3y": -0.3424529948594808, "quarterly_revenue_growth_yoy": 0.04745193446293625, "quarterly_earnings_growth_yoy": -0.1688385269121813, "revenue_growth_qoq": -0.0949661433142347, "gross_margin": 0.7280631436147252, "operating_margin": 0.17413824998458408, "net_margin": 0.09046062773632607, "roa_ttm": 0.06684576758772967, "roe_ttm": 0.15449803129934245, "debt_to_ebitda": 1.8644655026042265, "net_debt_to_ebitda": 1.3349930018585228, "interest_coverage": 100.42165898617512, "debt_to_equity": 0.5413693628871611, "current_ratio": 1.5957988802462912, "quick_ratio": 1.0862973204920379, "fcf_to_ebitda": 0.2860289562444072, "capex_to_revenue": 0.06897730820502401, "working_capital_to_revenue": 0.21674405696983512, "capital_efficiency": 0.11067189944353606, "financial_health": -0.43166070959832603, "margin_quality": 0.3308873404452118, "growth_momentum": -0.06069329622462252, "company_age_years": 38.21218343600274, "ebitda": 4358300000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "LLY", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 20.07054851770341, "revenue_cagr_3y": -0.030423006033253985, "revenue_cagr_5y": -0.02872766668350124, "earnings_cagr_3y": -0.14735283543777666, "quarterly_revenue_growth_yoy": 0.08558459035491192, "quarterly_earnings_growth_yoy": 0.24450732356857524, "revenue_growth_qoq": 0.11093297157304063, "gross_margin": 0.7289446417998816, "operating_margin": 0.1815608348134991, "net_margin": 0.1383399940793369, "roa_ttm": 0.06760465301176413, "roe_ttm": 0.16846686205789319, "debt_to_ebitda": 2.013355772757676, "net_debt_to_ebitda": 1.3147129264030035, "interest_coverage": 107.28472222222223, "debt_to_equity": 0.6375014517704768, "current_ratio": 1.5447327699083442, "quick_ratio": 1.0971789072729436, "fcf_to_ebitda": 0.3914816492976892, "capex_to_revenue": 0.061994059751907284, "working_capital_to_revenue": 0.2220944227670685, "capital_efficiency": 0.11803575753482866, "financial_health": -0.5046088908519157, "margin_quality": 0.3496151568975725, "growth_momentum": 0.16504595696174357, "company_age_years": 38.46132785763176, "ebitda": 4634700000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "LLY", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 20.53536629126087, "revenue_cagr_3y": -0.03473615099854799, "revenue_cagr_5y": -0.0332447062728114, "earnings_cagr_3y": -0.1352459127109873, "quarterly_revenue_growth_yoy": 0.04677702280379862, "quarterly_earnings_growth_yoy": -0.02713517569088408, "revenue_growth_qoq": -0.039427915926583776, "gross_margin": 0.730165456401564, "operating_margin": 0.1904963692046921, "net_margin": 0.1498545755725485, "roa_ttm": 0.0650220934656015, "roe_ttm": 0.15678803274061529, "debt_to_ebitda": 2.0323478260869567, "net_debt_to_ebitda": 1.2738695652173913, "interest_coverage": 97.45762711864407, "debt_to_equity": 0.5996972262848639, "current_ratio": 1.6180615994584664, "quick_ratio": 1.148909679914902, "fcf_to_ebitda": 0.5358478260869565, "capex_to_revenue": 0.056696677096730846, "working_capital_to_revenue": 0.24538325686752538, "capital_efficiency": 0.1109050631031084, "financial_health": -0.46573044488211934, "margin_quality": 0.35683880039293486, "growth_momentum": 0.00982092355645727, "company_age_years": 38.71321013004791, "ebitda": 4600000000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "LLY", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 22.99903549148889, "revenue_cagr_3y": 0.05086023449025201, "revenue_cagr_5y": 0.007767003547794582, "earnings_cagr_3y": 0.03535781018211415, "quarterly_revenue_growth_yoy": 0.08981643777568041, "quarterly_earnings_growth_yoy": -0.2858611825192802, "revenue_growth_qoq": -0.028552787459437186, "gross_margin": 0.7196359137504419, "operating_margin": 0.2150936726758572, "net_margin": 0.09819724284199363, "roa_ttm": 0.051722374123467814, "roe_ttm": 0.14939927335245093, "debt_to_ebitda": 2.9797070018589005, "net_debt_to_ebitda": 2.15552801628751, "interest_coverage": 73.0016155088853, "debt_to_equity": 0.9042598201513737, "current_ratio": 1.37594442032132, "quick_ratio": 1.028026684561639, "fcf_to_ebitda": 1.0369788437195715, "capex_to_revenue": 0.057990040540961504, "working_capital_to_revenue": 0.2119121894344291, "capital_efficiency": 0.10056082373795937, "financial_health": -0.58005807287261, "margin_quality": 0.3443089430894309, "growth_momentum": -0.0980223723717999, "company_age_years": 39.71252566735113, "ebitda": 4518800000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 17.016528115593015, "revenue_cagr_3y": 0.10403463644541344, "revenue_cagr_5y": 0.09554472678992565, "earnings_cagr_3y": 0.061568734307970274, "quarterly_revenue_growth_yoy": 0.09594773910380729, "quarterly_earnings_growth_yoy": 0.044404050895871204, "revenue_growth_qoq": -0.0768833960236432, "gross_margin": 0.47939368538697963, "operating_margin": 0.12058768743596908, "net_margin": 0.0936481326255006, "roa_ttm": 0.046388236362324135, "roe_ttm": 0.09522375790942632, "debt_to_ebitda": 3.6209512341962675, "net_debt_to_ebitda": 3.4218422636965684, "interest_coverage": 39.10075329566855, "debt_to_equity": 0.718586912886391, "current_ratio": 1.0341937116467388, "quick_ratio": 0.6933795154045675, "fcf_to_ebitda": 0.6225647200481638, "capex_to_revenue": 0.02541893964731798, "working_capital_to_revenue": 0.01246727484516821, "capital_efficiency": 0.07080599713587522, "financial_health": -0.5376605556307028, "margin_quality": 0.23120983514948312, "growth_momentum": 0.07017589499983924, "company_age_years": 38.21218343600274, "ebitda": 4152500000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 18.93346813436009, "revenue_cagr_3y": 0.12055343543251351, "revenue_cagr_5y": 0.08595814840350635, "earnings_cagr_3y": 0.14238676554158403, "quarterly_revenue_growth_yoy": 0.08917830811020566, "quarterly_earnings_growth_yoy": -0.005461037597143457, "revenue_growth_qoq": -0.009768036690774386, "gross_margin": 0.47059609432407756, "operating_margin": 0.15466832928811597, "net_margin": 0.10543543610412166, "roa_ttm": 0.041551154221871375, "roe_ttm": 0.0921065996878838, "debt_to_ebitda": 4.46744933150659, "net_debt_to_ebitda": 4.00210232909718, "interest_coverage": 37.364518976169464, "debt_to_equity": 0.8732097180796543, "current_ratio": 1.559801517139109, "quick_ratio": 1.1052491492233694, "fcf_to_ebitda": 0.6468087116738319, "capex_to_revenue": 0.024497312695427688, "working_capital_to_revenue": 0.16382543091457377, "capital_efficiency": 0.06682887695487759, "financial_health": -0.7411232981781243, "margin_quality": 0.2435666199054384, "growth_momentum": 0.0418586352565311, "company_age_years": 38.71321013004791, "ebitda": 4233400000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 20.38728635177233, "revenue_cagr_3y": 0.07042249074537321, "revenue_cagr_5y": 0.10641680261665787, "earnings_cagr_3y": 0.04229139793622316, "quarterly_revenue_growth_yoy": 0.1392371239617894, "quarterly_earnings_growth_yoy": 0.12777191129883844, "revenue_growth_qoq": 0.02529058116232465, "gross_margin": 0.4591298229154451, "operating_margin": 0.15030686837887494, "net_margin": 0.1043743403307142, "roa_ttm": 0.041555551189330055, "roe_ttm": 0.09418341983175316, "debt_to_ebitda": 4.629262440010104, "net_debt_to_ebitda": 4.473267660183548, "interest_coverage": 30.259872611464967, "debt_to_equity": 0.8903278303605405, "current_ratio": 1.2578043889465675, "quick_ratio": 0.81329199436804, "fcf_to_ebitda": 0.6142333922707754, "capex_to_revenue": 0.02150380339379754, "working_capital_to_revenue": 0.091437824095559, "capital_efficiency": 0.0678694855105416, "financial_health": -0.7652645681264274, "margin_quality": 0.23793701054167807, "growth_momentum": 0.1335045176303139, "company_age_years": 39.71252566735113, "ebitda": 4750800000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 19.50192748450122, "revenue_cagr_3y": 0.14307609256954423, "revenue_cagr_5y": 0.12895526962556003, "earnings_cagr_3y": 0.14560530226125712, "quarterly_revenue_growth_yoy": 0.22833158447009444, "quarterly_earnings_growth_yoy": 0.050816696914700546, "revenue_growth_qoq": -0.03208202414420374, "gross_margin": 0.4416538527250982, "operating_margin": 0.14419955578335897, "net_margin": 0.09892362890825218, "roa_ttm": 0.0398214916931778, "roe_ttm": 0.08624966504612794, "debt_to_ebitda": 3.93312042081533, "net_debt_to_ebitda": 3.754649633665226, "interest_coverage": 32.65644171779141, "debt_to_equity": 0.801439344638824, "current_ratio": 1.3557692307692308, "quick_ratio": 0.9469739819004525, "fcf_to_ebitda": 0.5990794664662784, "capex_to_revenue": 0.024202270269287746, "working_capital_to_revenue": 0.11433141569194136, "capital_efficiency": 0.06303557836965287, "financial_health": -0.6769277940869963, "margin_quality": 0.22825901247223648, "growth_momentum": 0.13957414069239749, "company_age_years": 40.21081451060917, "ebitda": 5323000000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "ABT", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 16.169961575408262, "revenue_cagr_3y": -0.03154096150121688, "revenue_cagr_5y": -0.11584253152771873, "earnings_cagr_3y": -0.1656222246106127, "quarterly_revenue_growth_yoy": -0.002450479885644272, "quarterly_earnings_growth_yoy": -0.8621291448516579, "revenue_growth_qoq": -0.058404009252120276, "gross_margin": 0.5619242579324463, "operating_margin": 0.10726714431934493, "net_margin": 0.0646878198567042, "roa_ttm": 0.061735247369881674, "roe_ttm": 0.11808705723385773, "debt_to_ebitda": 2.062920268972142, "net_debt_to_ebitda": 1.2622478386167146, "interest_coverage": 71.79310344827586, "debt_to_equity": 0.41453527651771066, "current_ratio": 1.4781365423567259, "quick_ratio": 1.1461932562849995, "fcf_to_ebitda": 0.42098943323727184, "capex_to_revenue": 0.05482273329083509, "working_capital_to_revenue": 0.19678320992497425, "capital_efficiency": 0.0899111523018697, "financial_health": -0.20432408106072017, "margin_quality": 0.24462640736949848, "growth_momentum": -0.4322898123686511, "company_age_years": 38.21218343600274, "ebitda": 4164000000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "ABT", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 20.631805128205126, "revenue_cagr_3y": -0.019352351048603, "revenue_cagr_5y": -0.12466123544276408, "earnings_cagr_3y": 0.10618348510457976, "quarterly_revenue_growth_yoy": 0.0279491133384734, "quarterly_earnings_growth_yoy": 0.04041720990873533, "revenue_growth_qoq": 0.0058468502451904944, "gross_margin": 0.5469716857303581, "operating_margin": 0.18282392649540596, "net_margin": 0.14963435214700918, "roa_ttm": 0.02544945556343277, "roe_ttm": 0.0681663258350375, "debt_to_ebitda": 7.523418803418803, "net_debt_to_ebitda": 1.1576068376068376, "interest_coverage": 19.11764705882353, "debt_to_equity": 1.0714772616613106, "current_ratio": 4.020420420420421, "quick_ratio": 3.654954954954955, "fcf_to_ebitda": 0.7117948717948718, "capex_to_revenue": 0.05375725315302354, "working_capital_to_revenue": 0.9646573634489042, "capital_efficiency": 0.04680789069923513, "financial_health": -0.6684849442880658, "margin_quality": 0.2931433214575911, "growth_momentum": 0.034183161623604366, "company_age_years": 38.965092402464066, "ebitda": 2925000000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "ABT", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 21.838087019427626, "revenue_cagr_3y": 0.0650287022743199, "revenue_cagr_5y": -0.07700649270323034, "earnings_cagr_3y": 0.03767395995931966, "quarterly_revenue_growth_yoy": 0.2968270214943705, "quarterly_earnings_growth_yoy": 0.3259493670886076, "revenue_growth_qoq": 0.1878867429214326, "gross_margin": 0.4378847671665351, "operating_margin": -0.010418310970797158, "net_margin": 0.06614048934490924, "roa_ttm": 0.021202759321173135, "roe_ttm": 0.047924239525540466, "debt_to_ebitda": 5.670293282876064, "net_debt_to_ebitda": 3.6111636707663197, "interest_coverage": 21.14, "debt_to_equity": 0.7644282890121803, "current_ratio": 2.9083659343966297, "quick_ratio": 2.3072524826963585, "fcf_to_ebitda": 0.6433301797540208, "capex_to_revenue": 0.051562570057839756, "working_capital_to_revenue": 0.56866789221181, "capital_efficiency": 0.0345634994233568, "financial_health": -0.6349171027510381, "margin_quality": 0.16453564851354907, "growth_momentum": 0.31138819429148906, "company_age_years": 39.21149897330596, "ebitda": 4228000000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "ABT", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 23.470687293339633, "revenue_cagr_3y": 0.0613701355326699, "revenue_cagr_5y": -0.0751162938450769, "earnings_cagr_3y": -0.15316232145009734, "quarterly_revenue_growth_yoy": 0.24451528220513782, "quarterly_earnings_growth_yoy": -0.5398373983739837, "revenue_growth_qoq": 0.047671665351223365, "gross_margin": 0.4607503390085882, "operating_margin": 0.05846014765707398, "net_margin": 0.042639746873587465, "roa_ttm": 0.016457955615521918, "roe_ttm": 0.03705461679640529, "debt_to_ebitda": 5.675720358998583, "net_debt_to_ebitda": 3.3906471421823334, "interest_coverage": 18.57017543859649, "debt_to_equity": 0.7604265552813113, "current_ratio": 2.937380567396737, "quick_ratio": 2.4077612817874465, "fcf_to_ebitda": 0.7449220595181861, "capex_to_revenue": 0.04905324691828695, "working_capital_to_revenue": 0.5583089761511416, "capital_efficiency": 0.026756286205963604, "financial_health": -0.6174549148951626, "margin_quality": 0.1872834111797499, "growth_momentum": -0.14766105808442292, "company_age_years": 39.460643394934976, "ebitda": 4234000000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 22.263485292394233, "revenue_cagr_3y": 0.05756496379924547, "revenue_cagr_5y": 0.10271305269620479, "earnings_cagr_3y": 0.029870660885677358, "quarterly_revenue_growth_yoy": 0.08631765487705825, "quarterly_earnings_growth_yoy": 0.04065286383557504, "revenue_growth_qoq": 0.17147748536847554, "gross_margin": 0.5120479880369766, "operating_margin": 0.1663268080478521, "net_margin": 0.11701332245785753, "roa_ttm": 0.06962353438872552, "roe_ttm": 0.14172045098626865, "debt_to_ebitda": 3.7707722957928045, "net_debt_to_ebitda": 3.5390835579514826, "interest_coverage": 57.752961082910325, "debt_to_equity": 0.5432772062827402, "current_ratio": 1.2700473227019318, "quick_ratio": 1.0151043692467263, "fcf_to_ebitda": 0.9635825618188211, "capex_to_revenue": 0.02453057593526109, "working_capital_to_revenue": 0.0796944797834384, "capital_efficiency": 0.10567199268749708, "financial_health": -0.4912010711280972, "margin_quality": 0.2651293728475621, "growth_momentum": 0.06348525935631665, "company_age_years": 36.98562628336756, "ebitda": 3413200000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 23.567910725313315, "revenue_cagr_3y": 0.06620377367246899, "revenue_cagr_5y": 0.09995563423626552, "earnings_cagr_3y": 0.031062514632161475, "quarterly_revenue_growth_yoy": 0.1054521576754971, "quarterly_earnings_growth_yoy": 0.330993330993331, "revenue_growth_qoq": -0.08455682436106579, "gross_margin": 0.5313706563706564, "operating_margin": 0.16373997623997624, "net_margin": 0.14077814077814077, "roa_ttm": 0.07328626698852551, "roe_ttm": 0.14470693377188865, "debt_to_ebitda": 3.7511957377247684, "net_debt_to_ebitda": 3.5500998970757403, "interest_coverage": 53.53970826580227, "debt_to_equity": 0.5056866641909511, "current_ratio": 1.455884840170635, "quick_ratio": 1.0353672974649053, "fcf_to_ebitda": 1.0693527880365683, "capex_to_revenue": 0.024203524331894037, "working_capital_to_revenue": 0.11324075154627145, "capital_efficiency": 0.10899660038020709, "financial_health": -0.48391809873310015, "margin_quality": 0.2786295911295911, "growth_momentum": 0.21822274433441405, "company_age_years": 37.23477070499658, "ebitda": 3303400000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 19.57057064299841, "revenue_cagr_3y": 0.06885316301957767, "revenue_cagr_5y": 0.09281515148903785, "earnings_cagr_3y": 0.021113968134193417, "quarterly_revenue_growth_yoy": 0.1283181525618771, "quarterly_earnings_growth_yoy": -0.056058645968089696, "revenue_growth_qoq": 0.07384169884169885, "gross_margin": 0.5444079515989628, "operating_margin": 0.17882454624027658, "net_margin": 0.11351771823681936, "roa_ttm": 0.06809219531800628, "roe_ttm": 0.14002739058738037, "debt_to_ebitda": 3.5338864502435965, "net_debt_to_ebitda": 2.5456080266267906, "interest_coverage": 62.44277108433735, "debt_to_equity": 0.5850326011874578, "current_ratio": 1.3993446217869647, "quick_ratio": 1.1202232771402585, "fcf_to_ebitda": 0.8937340215136752, "capex_to_revenue": 0.024148113258817775, "working_capital_to_revenue": 0.14515588485715838, "capital_efficiency": 0.10405979295269333, "financial_health": -0.39988375204477467, "margin_quality": 0.27891673869201955, "growth_momentum": 0.0361297532968937, "company_age_years": 37.4839151266256, "ebitda": 4146200000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 22.371940331737726, "revenue_cagr_3y": -0.07815767398140694, "revenue_cagr_5y": -0.019744896835410364, "earnings_cagr_3y": -0.2393305006125931, "quarterly_revenue_growth_yoy": -0.10120543510670017, "quarterly_earnings_growth_yoy": -0.41087186727850333, "revenue_growth_qoq": -0.08346183081767836, "gross_margin": 0.5580067295388844, "operating_margin": 0.17053694137718592, "net_margin": 0.07909577745130562, "roa_ttm": 0.046704548966284495, "roe_ttm": 0.07662739331867184, "debt_to_ebitda": 2.1553823889569186, "net_debt_to_ebitda": 1.2848491595235445, "interest_coverage": 219.09756097560975, "debt_to_equity": 0.30677893055652383, "current_ratio": 2.175876359868762, "quick_ratio": 1.7381497150751166, "fcf_to_ebitda": 0.7369920961816765, "capex_to_revenue": 0.03141681137050614, "working_capital_to_revenue": 0.2919587540463481, "capital_efficiency": 0.06166597114247817, "financial_health": -0.22420182168995895, "margin_quality": 0.26921314945579194, "growth_momentum": -0.2560386511926018, "company_age_years": 40.23271731690623, "ebitda": 4491500000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "BMY", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 19.071204060913704, "revenue_cagr_3y": 0.06584410241171312, "revenue_cagr_5y": -0.016354113853511043, "earnings_cagr_3y": 0.2020783934457333, "quarterly_revenue_growth_yoy": 0.20963381666257067, "quarterly_earnings_growth_yoy": 0.7025495750708215, "revenue_growth_qoq": 0.01047012933689181, "gross_margin": 0.7348638764729785, "operating_margin": 0.2712312068264933, "net_margin": 0.24420967086550183, "roa_ttm": 0.09980134610252914, "roe_ttm": 0.2155895727919042, "debt_to_ebitda": 1.385989847715736, "net_debt_to_ebitda": 0.6891370558375635, "interest_coverage": 117.26190476190476, "debt_to_equity": 0.4371997694229168, "current_ratio": 1.46776345042241, "quick_ratio": 1.3030235660293463, "fcf_to_ebitda": 0.22274111675126904, "capex_to_revenue": 0.061122841210546265, "working_capital_to_revenue": 0.2278165773374479, "capital_efficiency": 0.15769545944721666, "financial_health": -0.2720328363011506, "margin_quality": 0.41676825138832446, "growth_momentum": 0.45609169586669607, "company_age_years": 44.747433264887064, "ebitda": 4925000000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "BMY", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 25.256446601941747, "revenue_cagr_3y": 0.01398782561512002, "revenue_cagr_5y": 0.14231012943351629, "earnings_cagr_3y": 0.16775644805572676, "quarterly_revenue_growth_yoy": 0.086851950828434, "quarterly_earnings_growth_yoy": -0.18958031837916064, "revenue_growth_qoq": 0.02831858407079646, "gross_margin": 0.5574133267764937, "operating_margin": 0.2117859191869519, "net_margin": 0.13769363166953527, "roa_ttm": -0.06911015785136192, "roe_ttm": -0.38442550690567145, "debt_to_ebitda": 10.206990291262136, "net_debt_to_ebitda": 8.98504854368932, "interest_coverage": 9.884836852207293, "debt_to_equity": 3.0893917131942406, "current_ratio": 1.155813453685794, "quick_ratio": 1.0235546958951214, "fcf_to_ebitda": 2.513592233009709, "capex_to_revenue": 0.026188479649100174, "working_capital_to_revenue": 0.07794190371756005, "capital_efficiency": -0.2267678323785167, "financial_health": -2.8049764857114625, "margin_quality": 0.3022976258776603, "growth_momentum": -0.05136418377536332, "company_age_years": 52.49555099247091, "ebitda": 5150000000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 45.03467895875492, "revenue_cagr_3y": 0.38356786808755516, "revenue_cagr_5y": 0.5237598304175837, "earnings_cagr_3y": -0.30931444981590683, "quarterly_revenue_growth_yoy": 0.36861187866822714, "quarterly_earnings_growth_yoy": 0.40678550682544296, "revenue_growth_qoq": -0.03459138296955747, "gross_margin": 0.8990680981388373, "operating_margin": 0.21044243709685204, "net_margin": 0.14115039291415812, "roa_ttm": 0.11339651126056581, "roe_ttm": 0.1740312905883354, "debt_to_ebitda": 0.614644734610819, "net_debt_to_ebitda": 0.004841633222165696, "interest_coverage": 367.64339152119703, "debt_to_equity": 0.22313607966648033, "current_ratio": 4.171492254321578, "quick_ratio": 3.8773734469809975, "fcf_to_ebitda": 0.49203700563374975, "capex_to_revenue": 0.1651993017081054, "working_capital_to_revenue": 0.6268919382571164, "capital_efficiency": 0.1437139009244506, "financial_health": 0.0449490015107447, "margin_quality": 0.4168869760499492, "growth_momentum": 0.38769869274683505, "company_age_years": 24.747433264887064, "ebitda": 1326825000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 30.11390641740303, "revenue_cagr_3y": 0.397834745361628, "revenue_cagr_5y": 0.6065565320171344, "earnings_cagr_3y": 0.1878955341960964, "quarterly_revenue_growth_yoy": 0.38090205746930816, "quarterly_earnings_growth_yoy": 1.1801344365372726, "revenue_growth_qoq": 0.09359270797949507, "gross_margin": 0.9069391738678219, "operating_margin": 0.2742293160921981, "net_margin": 0.13801568723461485, "roa_ttm": 0.12291911538057672, "roe_ttm": 0.19276366358023544, "debt_to_ebitda": 0.7066979333541134, "net_debt_to_ebitda": 0.26871253252919475, "interest_coverage": 981.1735419630156, "debt_to_equity": 0.25893486516362724, "current_ratio": 3.4068687997703657, "quick_ratio": 3.0771024785696577, "fcf_to_ebitda": 0.5868890129246918, "capex_to_revenue": 0.1505908163875025, "working_capital_to_revenue": 0.49913697176866106, "capital_efficiency": 0.15784138948040607, "financial_health": 0.006124064645585306, "margin_quality": 0.4397280590648782, "growth_momentum": 0.7805182470032903, "company_age_years": 24.996577686516083, "ebitda": 1379530000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 30.661204561274822, "revenue_cagr_3y": 0.3837809846829616, "revenue_cagr_5y": 0.6226086275363671, "earnings_cagr_3y": 0.309530330874892, "quarterly_revenue_growth_yoy": 0.2143083885012973, "quarterly_earnings_growth_yoy": 0.008091737180376382, "revenue_growth_qoq": 0.009809726285319804, "gross_margin": 0.9430716237200331, "operating_margin": 0.24049235174154668, "net_margin": 0.16181206288155733, "roa_ttm": 0.11722111503381356, "roe_ttm": 0.17842387574064653, "debt_to_ebitda": 0.7630405005875617, "net_debt_to_ebitda": 0.2791381930046481, "interest_coverage": 614.83202945237, "debt_to_equity": 0.25007813063442075, "current_ratio": 3.3725827927315373, "quick_ratio": 3.0404208654603004, "fcf_to_ebitda": 0.7876739294776315, "capex_to_revenue": 0.12192101617194492, "working_capital_to_revenue": 0.48562554729782487, "capital_efficiency": 0.14782249538723005, "financial_health": 0.01550851150469651, "margin_quality": 0.44845867944771234, "growth_momentum": 0.11120006284083683, "company_age_years": 25.245722108145106, "ebitda": 1336030000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 35.65212378605123, "revenue_cagr_3y": 0.2690237846797101, "revenue_cagr_5y": 0.6400389046615309, "earnings_cagr_3y": 0.2328814344649408, "quarterly_revenue_growth_yoy": 0.07270828241409082, "quarterly_earnings_growth_yoy": 0.258586108232968, "revenue_growth_qoq": 0.006179136405281418, "gross_margin": 0.9409345950650837, "operating_margin": 0.29734895362922725, "net_margin": 0.21703075594079937, "roa_ttm": 0.1144917727967658, "roe_ttm": 0.17406123510909108, "debt_to_ebitda": 0.7386018121675845, "net_debt_to_ebitda": 0.039706092297224646, "interest_coverage": 2654.9919354838707, "debt_to_equity": 0.21656502080602558, "current_ratio": 3.643095762002112, "quick_ratio": 3.283518781504081, "fcf_to_ebitda": 0.636411476858869, "capex_to_revenue": 0.11396910651339895, "working_capital_to_revenue": 0.5369140793000029, "capital_efficiency": 0.14427650395292843, "financial_health": 0.04968641685109973, "margin_quality": 0.4851047682117034, "growth_momentum": 0.16564719532352942, "company_age_years": 25.49760438056126, "ebitda": 1316876000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 29.617117234152254, "revenue_cagr_3y": 0.26198275661310055, "revenue_cagr_5y": 0.5841338940496192, "earnings_cagr_3y": 0.37764885561389727, "quarterly_revenue_growth_yoy": 0.11725042961468093, "quarterly_earnings_growth_yoy": 0.6330632153502717, "revenue_growth_qoq": 0.005495352104133849, "gross_margin": 0.9155700029425502, "operating_margin": 0.28284591062961606, "net_margin": 0.206316783050911, "roa_ttm": 0.12617441599342422, "roe_ttm": 0.19775782183269297, "debt_to_ebitda": 0.3356745326031824, "net_debt_to_ebitda": 0.0, "interest_coverage": 422.3073070123748, "debt_to_equity": 0.10813654901000057, "current_ratio": 3.152586196480856, "quick_ratio": 2.8309127302163923, "fcf_to_ebitda": 0.6707930100306214, "capex_to_revenue": 0.10532840015908067, "working_capital_to_revenue": 0.54983337883688, "capital_efficiency": 0.1619661189130586, "financial_health": -0.002269183962878063, "margin_quality": 0.46824423220769235, "growth_momentum": 0.3751568224824763, "company_age_years": 25.749486652977414, "ebitda": 1433311000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 28.58031994092747, "revenue_cagr_3y": 0.2821809048798629, "revenue_cagr_5y": 0.41589093762384954, "earnings_cagr_3y": 0.5610084763908809, "quarterly_revenue_growth_yoy": 0.0983820613582557, "quarterly_earnings_growth_yoy": 0.5019730173287639, "revenue_growth_qoq": 0.07512387647158075, "gross_margin": 0.9072904970541876, "operating_margin": 0.32641769352482314, "net_margin": 0.1887283537188654, "roa_ttm": 0.12319598739472955, "roe_ttm": 0.19791694281631747, "debt_to_ebitda": 0.4539052722667007, "net_debt_to_ebitda": 0.0, "interest_coverage": 207.829756032529, "debt_to_equity": 0.1454179914143404, "current_ratio": 2.804665852869933, "quick_ratio": 2.448030262843096, "fcf_to_ebitda": 0.8505828673623143, "capex_to_revenue": 0.09205617116082955, "working_capital_to_revenue": 0.47423104912274994, "capital_efficiency": 0.16055646510552352, "financial_health": -0.040096063716961505, "margin_quality": 0.47414551476595873, "growth_momentum": 0.30017753934350977, "company_age_years": 25.9958932238193, "ebitda": 1558931000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 31.82558613021528, "revenue_cagr_3y": 0.3022399539126912, "revenue_cagr_5y": 0.3701927857679359, "earnings_cagr_3y": 0.6110182860940188, "quarterly_revenue_growth_yoy": 0.21233782137817914, "quarterly_earnings_growth_yoy": 0.9760878206892334, "revenue_growth_qoq": 0.1145762177300679, "gross_margin": 0.9060978861532015, "operating_margin": 0.37433236560924443, "net_margin": 0.2637506155976807, "roa_ttm": 0.1424304062988466, "roe_ttm": 0.20913761891978935, "debt_to_ebitda": 0.7000604317803711, "net_debt_to_ebitda": 0.2885310654183698, "interest_coverage": 334.8733567857804, "debt_to_equity": 0.22934705468725378, "current_ratio": 3.7512023610883007, "quick_ratio": 3.2125134958897665, "fcf_to_ebitda": 0.5417949621015884, "capex_to_revenue": 0.07148911317984376, "working_capital_to_revenue": 0.5406806191530419, "capital_efficiency": 0.17578401260931797, "financial_health": -0.03518886177074543, "margin_quality": 0.5147269557867089, "growth_momentum": 0.5942128210337063, "company_age_years": 26.245037645448324, "ebitda": 1808651000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 26.13373152555435, "revenue_cagr_3y": 0.2739687111668645, "revenue_cagr_5y": 0.2853813782177721, "earnings_cagr_3y": 0.6951431197054168, "quarterly_revenue_growth_yoy": 0.22993684238133563, "quarterly_earnings_growth_yoy": 0.466431775955046, "revenue_growth_qoq": 0.020785434618764777, "gross_margin": 0.9054084400798842, "operating_margin": 0.3731165950210339, "net_margin": 0.2587619021598976, "roa_ttm": 0.14688833685870306, "roe_ttm": 0.21120174473068495, "debt_to_ebitda": 0.6752232346860387, "net_debt_to_ebitda": 0.28392833765187986, "interest_coverage": 327.4369136201876, "debt_to_equity": 0.22585738994674626, "current_ratio": 3.6322152625791744, "quick_ratio": 3.0687406246816344, "fcf_to_ebitda": 0.39651124015976563, "capex_to_revenue": 0.057176086677916335, "working_capital_to_revenue": 0.5432893805920922, "capital_efficiency": 0.17904504079469402, "financial_health": -0.025025655301185126, "margin_quality": 0.5124289790869385, "growth_momentum": 0.3481843091681908, "company_age_years": 26.496919917864478, "ebitda": 2024215000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 19.58449240892678, "revenue_cagr_3y": 0.2540809221138687, "revenue_cagr_5y": 0.3071925261345272, "earnings_cagr_3y": 0.1634650586963462, "quarterly_revenue_growth_yoy": 0.28986972083268464, "quarterly_earnings_growth_yoy": -0.31446575667186855, "revenue_growth_qoq": 0.054491551457246185, "gross_margin": 0.9113733350943191, "operating_margin": 0.3404922882093366, "net_margin": 0.10965232958828953, "roa_ttm": 0.13674941689488454, "roe_ttm": 0.19506767329451222, "debt_to_ebitda": 0.5212238511722704, "net_debt_to_ebitda": 0.15986415881573804, "interest_coverage": 372.6755592377796, "debt_to_equity": 0.19079884728025914, "current_ratio": 4.9287115808014095, "quick_ratio": 4.289224130339058, "fcf_to_ebitda": 0.4599623760113503, "capex_to_revenue": 0.046421911142059055, "working_capital_to_revenue": 0.7596865720620133, "capital_efficiency": 0.16590854509469838, "financial_health": -0.021760481247826938, "margin_quality": 0.4538393176306484, "growth_momentum": -0.012298017919591953, "company_age_years": 26.748802190280628, "ebitda": 2249097000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 249.15107596877613, "revenue_cagr_3y": 0.09314480931080404, "revenue_cagr_5y": -0.04026183288252261, "earnings_cagr_3y": -0.09389689014873692, "quarterly_revenue_growth_yoy": 0.09755344730639932, "quarterly_earnings_growth_yoy": 1.4362882720627186, "revenue_growth_qoq": 0.10856656750035647, "gross_margin": 0.8681464816243956, "operating_margin": 0.08641700784380409, "net_margin": 0.07182160250792446, "roa_ttm": -0.039758309618717354, "roe_ttm": -0.08597576878039084, "debt_to_ebitda": 11.232018399776972, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.5099564557952934, "debt_to_equity": 0.60214498528237, "current_ratio": 221.39879306009556, "quick_ratio": 211.6421926074931, "fcf_to_ebitda": 2.5026484527460275, "capex_to_revenue": 0.03322979925119421, "working_capital_to_revenue": 1.0298881961159152, "capital_efficiency": -0.0628670391995541, "financial_health": 0.04568858388615765, "margin_quality": 0.3421283639920414, "growth_momentum": 0.7669208596845589, "company_age_years": 25.440109514031484, "ebitda": 71740000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 2064.6987589419396, "revenue_cagr_3y": 0.47823484821272166, "revenue_cagr_5y": 0.11465624354410342, "earnings_cagr_3y": -0.15405095519947254, "quarterly_revenue_growth_yoy": 0.3972661999163813, "quarterly_earnings_growth_yoy": -1.4605530460553047, "revenue_growth_qoq": 0.06253962711459472, "gross_margin": 0.8739563965304022, "operating_margin": -0.5639272526009012, "net_margin": -0.1780668148365951, "roa_ttm": 0.06120234810408573, "roe_ttm": 0.10855158813782273, "debt_to_ebitda": 31.438584816724894, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.3284956534551349, "debt_to_equity": 0.31439561146467143, "current_ratio": 3.061230634593008, "quick_ratio": 2.923075840779808, "fcf_to_ebitda": 38.314756280153055, "capex_to_revenue": 0.10088538517696378, "working_capital_to_revenue": 0.6381416058724829, "capital_efficiency": 0.08487696812095423, "financial_health": 0.1296580571761176, "margin_quality": 0.043987443030968666, "growth_momentum": -0.5316434230694617, "company_age_years": 26.187542778918548, "ebitda": 18033000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 34.81116471690544, "revenue_cagr_3y": 0.4551119061705944, "revenue_cagr_5y": 0.5777474838668244, "earnings_cagr_3y": 1.6062602112850892, "quarterly_revenue_growth_yoy": 0.6242446322631955, "quarterly_earnings_growth_yoy": -0.6238478917168163, "revenue_growth_qoq": 0.4879167596659606, "gross_margin": 0.8690889535932751, "operating_margin": 0.3902063661096822, "net_margin": 0.41268551899325323, "roa_ttm": 0.1414696100783017, "roe_ttm": 0.19338747961462185, "debt_to_ebitda": 0.024862179417340334, "net_debt_to_ebitda": 0.0, "interest_coverage": 109.50677240508107, "debt_to_equity": 0.0063750935870443325, "current_ratio": 3.6130742036233907, "quick_ratio": 3.4875882792301924, "fcf_to_ebitda": 0.9573925794142641, "capex_to_revenue": 0.018124968621038472, "working_capital_to_revenue": 0.8378938224823984, "capital_efficiency": 0.16742854484646177, "financial_health": 0.37378554817505394, "margin_quality": 0.5573269462320701, "growth_momentum": 0.00019837027318958533, "company_age_years": 28.438056125941138, "ebitda": 1560362000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 29.944340356428526, "revenue_cagr_3y": 0.4097393790489485, "revenue_cagr_5y": 0.5579849419829781, "earnings_cagr_3y": 2.5966362345978404, "quarterly_revenue_growth_yoy": 0.6195647901344215, "quarterly_earnings_growth_yoy": 2.130835704696983, "revenue_growth_qoq": 0.006189661852265219, "gross_margin": 0.8789624036969862, "operating_margin": 0.4710003706169624, "net_margin": 0.5492149807967937, "roa_ttm": 0.2036707373570272, "roe_ttm": 0.27672669665373184, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 172.47098262562182, "debt_to_equity": 0.0, "current_ratio": 3.7218787528354755, "quick_ratio": 3.599998888048748, "fcf_to_ebitda": 1.0686819835767833, "capex_to_revenue": 0.014505010008912236, "working_capital_to_revenue": 0.9061568460867143, "capital_efficiency": 0.24019871700537954, "financial_health": 0.472901179059053, "margin_quality": 0.6330592517035808, "growth_momentum": 1.3752002474157021, "company_age_years": 28.93634496919918, "ebitda": 2392345000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 24.044593882248126, "revenue_cagr_3y": -0.06144705094278147, "revenue_cagr_5y": -0.008376318924532389, "earnings_cagr_3y": -0.1971250261187053, "quarterly_revenue_growth_yoy": -0.24625162972620598, "quarterly_earnings_growth_yoy": -0.7091628299072693, "revenue_growth_qoq": 0.030066815144766147, "gross_margin": 0.8343423423423424, "operating_margin": 0.16965765765765767, "net_margin": 0.1616216216216216, "roa_ttm": 0.07838449718843991, "roe_ttm": 0.1783963764543941, "debt_to_ebitda": 5.396911426238028, "net_debt_to_ebitda": 4.7502412948251544, "interest_coverage": 47.762411347517734, "debt_to_equity": 1.3521517127205425, "current_ratio": 2.146181883365201, "quick_ratio": 1.7713013862332696, "fcf_to_ebitda": 0.9134679634716757, "capex_to_revenue": 0.029886216948630927, "working_capital_to_revenue": 0.32797045573061373, "capital_efficiency": 0.12839043682141701, "financial_health": -0.6048971094416451, "margin_quality": 0.3885405405405405, "growth_momentum": -0.47770722981673763, "company_age_years": 29.78781656399726, "ebitda": 2693800000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "MRNA", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 35.038146021328956, "revenue_cagr_3y": 0.7307605595633704, "revenue_cagr_5y": 0.6416460058291134, "earnings_cagr_3y": 1.2781725674993867, "quarterly_revenue_growth_yoy": -0.9246605343845817, "quarterly_earnings_growth_yoy": -1.6281292671825216, "revenue_growth_qoq": -0.8128400435255713, "gross_margin": -1.125, "operating_margin": -5.4273255813953485, "net_margin": -4.011627906976744, "roa_ttm": 0.05515445074026686, "roe_ttm": 0.0712136409227683, "debt_to_ebitda": 0.18129614438063987, "net_debt_to_ebitda": 0.0, "interest_coverage": 93.76923076923077, "debt_to_equity": 0.013039117352056168, "current_ratio": 3.393852065321806, "quick_ratio": 3.164905539545309, "fcf_to_ebitda": -0.6185397867104184, "capex_to_revenue": 0.05004264998578334, "working_capital_to_revenue": 0.7085584304805231, "capital_efficiency": 0.06318404583151759, "financial_health": 0.17368853957229025, "margin_quality": -3.5213178294573644, "growth_momentum": -1.2763949007835516, "company_age_years": 4.561259411362081, "ebitda": 1219000000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 36.350247258814235, "revenue_cagr_3y": 0.24132758306153623, "revenue_cagr_5y": 0.17752674762691978, "earnings_cagr_3y": 0.13263825946634022, "quarterly_revenue_growth_yoy": 0.1545125776036879, "quarterly_earnings_growth_yoy": -0.31839117954070983, "revenue_growth_qoq": 0.07501213038666403, "gross_margin": 0.6937036385889226, "operating_margin": 0.24342910465422923, "net_margin": 0.17661626782611048, "roa_ttm": 0.1251601587636028, "roe_ttm": 0.2496866467988746, "debt_to_ebitda": 1.4508502265585712, "net_debt_to_ebitda": 0.428117209138971, "interest_coverage": 108.45217140383782, "debt_to_equity": 0.5899630684108056, "current_ratio": 3.4346332642089847, "quick_ratio": 2.991095735584625, "fcf_to_ebitda": 0.6869247900042837, "capex_to_revenue": 0.06453259403485599, "working_capital_to_revenue": 0.669589352372011, "capital_efficiency": 0.1874234027812387, "financial_health": -0.3409631658833112, "margin_quality": 0.37124967035642076, "growth_momentum": -0.08193930096851097, "company_age_years": 15.425051334702259, "ebitda": 751682000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 29.571339854500188, "revenue_cagr_3y": 0.20138528524978483, "revenue_cagr_5y": 0.15860590193709578, "earnings_cagr_3y": 0.497216311026381, "quarterly_revenue_growth_yoy": 0.11262231681677784, "quarterly_earnings_growth_yoy": 0.17765802419630894, "revenue_growth_qoq": 0.04960272000811525, "gross_margin": 0.7065206523985043, "operating_margin": 0.26994421152961723, "net_margin": 0.20064519999200164, "roa_ttm": 0.10856793698511201, "roe_ttm": 0.20218261311680105, "debt_to_ebitda": 1.4630529439537894, "net_debt_to_ebitda": 0.11373854554064765, "interest_coverage": 88.161625, "debt_to_equity": 0.4822072122591957, "current_ratio": 3.6852883972161985, "quick_ratio": 3.1498451437385966, "fcf_to_ebitda": 0.6973782527261719, "capex_to_revenue": 0.08052060201252882, "working_capital_to_revenue": 0.674897329219875, "capital_efficiency": 0.15537527505095652, "financial_health": -0.2431627693397468, "margin_quality": 0.3923700213067077, "growth_momentum": 0.14514017050654338, "company_age_years": 15.9233401779603, "ebitda": 705293000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 37.1838223705939, "revenue_cagr_3y": 0.19386282296595847, "revenue_cagr_5y": 0.20853661494608988, "earnings_cagr_3y": 0.6018652970128864, "quarterly_revenue_growth_yoy": 0.10334544251832278, "quarterly_earnings_growth_yoy": 0.09063523359029253, "revenue_growth_qoq": 0.011689250888149783, "gross_margin": 0.7016515163743393, "operating_margin": 0.26517815524945687, "net_margin": 0.2122874662968447, "roa_ttm": 0.10486805633248475, "roe_ttm": 0.19113178257145283, "debt_to_ebitda": 1.4280066164267733, "net_debt_to_ebitda": 0.3389315320426642, "interest_coverage": 81.07766666666667, "debt_to_equity": 0.44920693700028064, "current_ratio": 3.6221958957152283, "quick_ratio": 3.1256712596703533, "fcf_to_ebitda": 0.5783329838741728, "capex_to_revenue": 0.09510523611580993, "working_capital_to_revenue": 0.695604102635058, "capital_efficiency": 0.14799991945196878, "financial_health": -0.26069987622973784, "margin_quality": 0.39303904597354694, "growth_momentum": 0.09699033805430765, "company_age_years": 16.175222450376456, "ebitda": 729699000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 26.213652981393924, "revenue_cagr_3y": 0.16937138561239373, "revenue_cagr_5y": 0.19887565562388287, "earnings_cagr_3y": 0.1533857259020428, "quarterly_revenue_growth_yoy": 0.04699365055752027, "quarterly_earnings_growth_yoy": 0.18458608114704672, "revenue_growth_qoq": 0.02010742185891534, "gross_margin": 0.6772277899142161, "operating_margin": 0.2309141725074958, "net_margin": 0.19982659155529936, "roa_ttm": 0.10808040928841751, "roe_ttm": 0.20378903505584223, "debt_to_ebitda": 1.4273342630701724, "net_debt_to_ebitda": 0.42795877410796285, "interest_coverage": 88.5405372846645, "debt_to_equity": 0.4620909289126456, "current_ratio": 3.289635500557002, "quick_ratio": 2.8636600370388767, "fcf_to_ebitda": 0.5658110820095922, "capex_to_revenue": 0.11315212437765101, "working_capital_to_revenue": 0.6727168793177708, "capital_efficiency": 0.15593472217212986, "financial_health": -0.2899484921999086, "margin_quality": 0.3693228513256704, "growth_momentum": 0.1157898658522835, "company_age_years": 16.427104722792606, "ebitda": 734975000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 22.324434880986708, "revenue_cagr_3y": 0.12429864571289917, "revenue_cagr_5y": 0.16998667626906583, "earnings_cagr_3y": 0.8389702252246738, "quarterly_revenue_growth_yoy": 0.04588789410997214, "quarterly_earnings_growth_yoy": 3.163550515141706, "revenue_growth_qoq": -0.034466946638960064, "gross_margin": 0.6153846153846154, "operating_margin": 0.08695652173913043, "net_margin": 0.6237458193979933, "roa_ttm": 0.1622579382340148, "roe_ttm": 0.29177238951896756, "debt_to_ebitda": 0.9370216730628452, "net_debt_to_ebitda": 0.06654983473457708, "interest_coverage": 140.871875, "debt_to_equity": 0.41298396558466954, "current_ratio": 3.5202797202797202, "quick_ratio": 3.1020979020979023, "fcf_to_ebitda": 0.45656469753100115, "capex_to_revenue": 0.12412841652884381, "working_capital_to_revenue": 0.7432123104334305, "capital_efficiency": 0.22701516387649118, "financial_health": -0.19923925027000738, "margin_quality": 0.4420289855072464, "growth_momentum": 1.6047192046258392, "company_age_years": 16.673511293634498, "ebitda": 1126975000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 22.836781093746495, "revenue_cagr_3y": 0.139374041066894, "revenue_cagr_5y": 0.18727657090512517, "earnings_cagr_3y": 0.40042273433012476, "quarterly_revenue_growth_yoy": 0.10310535822596663, "quarterly_earnings_growth_yoy": 0.06301697505232037, "revenue_growth_qoq": 0.10702341137123746, "gross_margin": 0.6555891238670695, "operating_margin": 0.21601208459214502, "net_margin": 0.1933534743202417, "roa_ttm": 0.1551358583779333, "roe_ttm": 0.2775874769797422, "debt_to_ebitda": 1.052938406690733, "net_debt_to_ebitda": 0.0, "interest_coverage": 139.371875, "debt_to_equity": 0.43241252302025784, "current_ratio": 3.875366568914956, "quick_ratio": 3.4222873900293256, "fcf_to_ebitda": 0.42539339447072805, "capex_to_revenue": 0.12151687160112705, "working_capital_to_revenue": 0.78866319778193, "capital_efficiency": 0.21636166767883774, "financial_health": -0.1796445952718343, "margin_quality": 0.3549848942598188, "growth_momentum": 0.08306116663914351, "company_age_years": 16.922655715263517, "ebitda": 1114975000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 25.665710720462357, "revenue_cagr_3y": 0.14102662606787586, "revenue_cagr_5y": 0.20089409869885677, "earnings_cagr_3y": 0.20358203486773863, "quarterly_revenue_growth_yoy": 0.17600747110628703, "quarterly_earnings_growth_yoy": 0.26466389423375336, "revenue_growth_qoq": 0.07854984894259819, "gross_margin": 0.6750700280112045, "operating_margin": 0.2535014005602241, "net_margin": 0.22829131652661064, "roa_ttm": 0.15611613158937773, "roe_ttm": 0.27592364273204906, "debt_to_ebitda": 1.0350489283916022, "net_debt_to_ebitda": 0.0, "interest_coverage": 114.1975, "debt_to_equity": 0.4140105078809107, "current_ratio": 4.2180451127819545, "quick_ratio": 3.7263157894736842, "fcf_to_ebitda": 0.47603056108934083, "capex_to_revenue": 0.12244331360207485, "working_capital_to_revenue": 0.8251884533770452, "capital_efficiency": 0.2160198871607134, "financial_health": -0.14497863092126861, "margin_quality": 0.38562091503267976, "growth_momentum": 0.22033568267002018, "company_age_years": 17.17453798767967, "ebitda": 1141975000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 26.156696356275305, "revenue_cagr_3y": 0.14937767784491474, "revenue_cagr_5y": 0.20262371827648673, "earnings_cagr_3y": -0.23732213821837156, "quarterly_revenue_growth_yoy": 0.2561617316302493, "quarterly_earnings_growth_yoy": -0.4505583296973223, "revenue_growth_qoq": 0.0896358543417367, "gross_margin": 0.6966580976863753, "operating_margin": 0.29562982005141386, "net_margin": 0.08740359897172237, "roa_ttm": 0.13924291420962526, "roe_ttm": 0.25738396624472576, "debt_to_ebitda": 0.9651821862348178, "net_debt_to_ebitda": 0.0, "interest_coverage": 112.27272727272727, "debt_to_equity": 0.4191279887482419, "current_ratio": 3.994638069705094, "quick_ratio": 3.5482573726541555, "fcf_to_ebitda": 0.45587044534412957, "capex_to_revenue": 0.11337209302325581, "working_capital_to_revenue": 0.8117732558139535, "capital_efficiency": 0.1983134402271755, "financial_health": -0.18258917786130446, "margin_quality": 0.35989717223650386, "growth_momentum": -0.0971982990335365, "company_age_years": 17.426420260095824, "ebitda": 1235000000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 36.32200626959248, "revenue_cagr_3y": 0.13237309555346632, "revenue_cagr_5y": 0.1876453533859317, "earnings_cagr_3y": 0.15029551060125312, "quarterly_revenue_growth_yoy": 0.3076923076923077, "quarterly_earnings_growth_yoy": -0.44235924932975873, "revenue_growth_qoq": 0.005141388174807198, "gross_margin": 0.6879795396419437, "operating_margin": 0.27877237851662406, "net_margin": 0.2659846547314578, "roa_ttm": 0.10230963551064598, "roe_ttm": 0.1845102505694761, "debt_to_ebitda": 1.3897596656217346, "net_debt_to_ebitda": 0.0, "interest_coverage": 87.0, "debt_to_equity": 0.4328018223234624, "current_ratio": 2.7067796610169492, "quick_ratio": 2.4101694915254237, "fcf_to_ebitda": 0.6718913270637409, "capex_to_revenue": 0.10865122615803814, "working_capital_to_revenue": 0.6859673024523161, "capital_efficiency": 0.14340994304006105, "financial_health": 0.050442246018129994, "margin_quality": 0.4109121909633419, "growth_momentum": -0.06733347081872551, "company_age_years": 17.672826830937716, "ebitda": 957000000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 39.07270321361059, "revenue_cagr_3y": 0.1545027044340923, "revenue_cagr_5y": 0.19117838572709367, "earnings_cagr_3y": 0.269107967360219, "quarterly_revenue_growth_yoy": 0.2537764350453172, "quarterly_earnings_growth_yoy": 0.6328125, "revenue_growth_qoq": 0.061381074168797956, "gross_margin": 0.6927710843373494, "operating_margin": 0.27349397590361446, "net_margin": 0.25180722891566265, "roa_ttm": 0.11075029909417193, "roe_ttm": 0.19337511190689347, "debt_to_ebitda": 1.274102079395085, "net_debt_to_ebitda": 0.003780718336483932, "interest_coverage": 96.18181818181819, "debt_to_equity": 0.40226797970754996, "current_ratio": 2.741988496302383, "quick_ratio": 2.4445357436318815, "fcf_to_ebitda": 0.7107750472589792, "capex_to_revenue": 0.1053479381443299, "working_capital_to_revenue": 0.6829896907216495, "capital_efficiency": 0.1520627055005327, "financial_health": 0.013947833447350483, "margin_quality": 0.40602409638554215, "growth_momentum": 0.4432944675226586, "company_age_years": 17.921971252566735, "ebitda": 1058000000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 49.141868327402136, "revenue_cagr_3y": 0.15733068649677007, "revenue_cagr_5y": 0.1904326700959702, "earnings_cagr_3y": 0.18970705915905728, "quarterly_revenue_growth_yoy": 0.19467787114845939, "quarterly_earnings_growth_yoy": 0.22085889570552147, "revenue_growth_qoq": 0.027710843373493974, "gross_margin": 0.6998827667057445, "operating_margin": 0.2825322391559203, "net_margin": 0.23329425556858147, "roa_ttm": 0.10119840213049268, "roe_ttm": 0.19031719532554256, "debt_to_ebitda": 1.75, "net_debt_to_ebitda": 0.552491103202847, "interest_coverage": 74.93333333333334, "debt_to_equity": 0.5473010573177518, "current_ratio": 2.456484149855908, "quick_ratio": 2.240922190201729, "fcf_to_ebitda": 0.7375444839857651, "capex_to_revenue": 0.0946654332408264, "working_capital_to_revenue": 0.7792167745914277, "capital_efficiency": 0.1457577987280176, "financial_health": -0.04014581683088228, "margin_quality": 0.40523642047674874, "growth_momentum": 0.20776838342699044, "company_age_years": 18.17385352498289, "ebitda": 1124000000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 40.303159292035396, "revenue_cagr_3y": 0.13590767956916405, "revenue_cagr_5y": 0.174866415524908, "earnings_cagr_3y": 0.26201989216840604, "quarterly_revenue_growth_yoy": 0.11439588688946016, "quarterly_earnings_growth_yoy": 2.088235294117647, "revenue_growth_qoq": 0.016412661195779603, "gross_margin": 0.6805074971164936, "operating_margin": 0.22722029988465975, "net_margin": 0.2422145328719723, "roa_ttm": 0.11869521482971691, "roe_ttm": 0.21482444733420025, "debt_to_ebitda": 1.7672566371681415, "net_debt_to_ebitda": 0.7548672566371681, "interest_coverage": 56.5, "debt_to_equity": 0.5193758127438232, "current_ratio": 2.488913525498891, "quick_ratio": 2.2749445676274944, "fcf_to_ebitda": 0.7486725663716814, "capex_to_revenue": 0.08883553421368548, "working_capital_to_revenue": 0.8061224489795918, "capital_efficiency": 0.16675983108195858, "financial_health": -0.06707800528116475, "margin_quality": 0.3833141099577086, "growth_momentum": 1.1013155905035537, "company_age_years": 18.425735797399042, "ebitda": 1130000000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 40.49753899480069, "revenue_cagr_3y": 0.1395099063397509, "revenue_cagr_5y": 0.14990734579876386, "earnings_cagr_3y": 0.3752140766822707, "quarterly_revenue_growth_yoy": 0.08184143222506395, "quarterly_earnings_growth_yoy": 0.1201923076923077, "revenue_growth_qoq": -0.02422145328719723, "gross_margin": 0.6903073286052009, "operating_margin": 0.24113475177304963, "net_margin": 0.27541371158392436, "roa_ttm": 0.11515561569688769, "roe_ttm": 0.20909090909090908, "debt_to_ebitda": 1.5554592720970537, "net_debt_to_ebitda": 0.0, "interest_coverage": 76.93333333333334, "debt_to_equity": 0.44103194103194104, "current_ratio": 3.662369057211926, "quick_ratio": 3.330378726833199, "fcf_to_ebitda": 0.7131715771230502, "capex_to_revenue": 0.07714958775029446, "working_capital_to_revenue": 0.9729093050647821, "capital_efficiency": 0.16212326239389838, "financial_health": 0.03395318063788971, "margin_quality": 0.4022852639873917, "growth_momentum": 0.10101686995868582, "company_age_years": 18.67214236824093, "ebitda": 1154000000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 42.673064263322885, "revenue_cagr_3y": 0.11772339472055715, "revenue_cagr_5y": 0.13364479441616517, "earnings_cagr_3y": 0.34960697380289996, "quarterly_revenue_growth_yoy": 0.00963855421686747, "quarterly_earnings_growth_yoy": 0.41626794258373206, "revenue_growth_qoq": -0.009456264775413711, "gross_margin": 0.6837708830548926, "operating_margin": 0.24463007159904535, "net_margin": 0.3532219570405728, "roa_ttm": 0.134518858454037, "roe_ttm": 0.216528162511542, "debt_to_ebitda": 0.9122257053291536, "net_debt_to_ebitda": 0.0, "interest_coverage": 85.06666666666666, "debt_to_equity": 0.26869806094182824, "current_ratio": 6.790849673202614, "quick_ratio": 6.104575163398692, "fcf_to_ebitda": 0.549373040752351, "capex_to_revenue": 0.0681551116333725, "working_capital_to_revenue": 1.0411280846063455, "capital_efficiency": 0.1755235104827895, "financial_health": 0.020105117231627778, "margin_quality": 0.4272076372315036, "growth_momentum": 0.21295324840029978, "company_age_years": 18.921286789869953, "ebitda": 1276000000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 33.83349481707317, "revenue_cagr_3y": 0.14315833009544798, "revenue_cagr_5y": 0.13542716999654658, "earnings_cagr_3y": 0.2199287251817208, "quarterly_revenue_growth_yoy": 0.06330597889800703, "quarterly_earnings_growth_yoy": 0.17587939698492464, "revenue_growth_qoq": 0.08233890214797136, "gross_margin": 0.7144432194046306, "operating_margin": 0.3395810363836825, "net_margin": 0.2579933847850055, "roa_ttm": 0.13725490196078433, "roe_ttm": 0.21919351205226403, "debt_to_ebitda": 0.899390243902439, "net_debt_to_ebitda": 0.0, "interest_coverage": 119.27272727272727, "debt_to_equity": 0.2658256364045956, "current_ratio": 6.820678513731825, "quick_ratio": 6.147011308562197, "fcf_to_ebitda": 0.5266768292682927, "capex_to_revenue": 0.06275303643724696, "working_capital_to_revenue": 1.0419317524580682, "capital_efficiency": 0.1782242070065242, "financial_health": 0.0012433555269402707, "margin_quality": 0.43733921352443955, "growth_momentum": 0.11959268794146583, "company_age_years": 19.173169062286107, "ebitda": 1312000000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 35.5239469808542, "revenue_cagr_3y": 0.15407571770603057, "revenue_cagr_5y": 0.13190277676554651, "earnings_cagr_3y": 0.24528912079626908, "quarterly_revenue_growth_yoy": 0.09803921568627451, "quarterly_earnings_growth_yoy": 0.1380952380952381, "revenue_growth_qoq": 0.04961411245865491, "gross_margin": 0.6953781512605042, "operating_margin": 0.2815126050420168, "net_margin": 0.2510504201680672, "roa_ttm": 0.136960087479497, "roe_ttm": 0.2172122263169304, "debt_to_ebitda": 0.8733431516936672, "net_debt_to_ebitda": 0.0, "interest_coverage": 123.45454545454545, "debt_to_equity": 0.25709950140906135, "current_ratio": 6.693233082706767, "quick_ratio": 6.1533834586466165, "fcf_to_ebitda": 0.6200294550810015, "capex_to_revenue": 0.058989556872706746, "working_capital_to_revenue": 1.0685859441151566, "capital_efficiency": 0.17708615689821372, "financial_health": 0.03176980878793939, "margin_quality": 0.4093137254901961, "growth_momentum": 0.1180672268907563, "company_age_years": 19.42505133470226, "ebitda": 1358000000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 48.96371841155235, "revenue_cagr_3y": -0.01482078605102266, "revenue_cagr_5y": 0.03252861490815606, "earnings_cagr_3y": -0.28391821050219523, "quarterly_revenue_growth_yoy": -0.24463007159904535, "quarterly_earnings_growth_yoy": -0.8412162162162162, "revenue_growth_qoq": -0.2630966239813737, "gross_margin": 0.6761453396524486, "operating_margin": 0.15165876777251186, "net_margin": 0.07424960505529225, "roa_ttm": 0.09561258278145696, "roe_ttm": 0.15187376725838264, "debt_to_ebitda": 1.092057761732852, "net_debt_to_ebitda": 0.0, "interest_coverage": 100.72727272727273, "debt_to_equity": 0.2651764190225729, "current_ratio": 3.7614349775784754, "quick_ratio": 3.3713004484304934, "fcf_to_ebitda": 0.944043321299639, "capex_to_revenue": 0.055207400775887795, "working_capital_to_revenue": 0.9188301999403163, "capital_efficiency": 0.1237431750199198, "financial_health": 0.09978276897533137, "margin_quality": 0.3006845708267509, "growth_momentum": -0.5429231439076307, "company_age_years": 19.923340177960302, "ebitda": 1108000000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 42.934320987654324, "revenue_cagr_3y": 0.03603421183885036, "revenue_cagr_5y": 0.07609044556080047, "earnings_cagr_3y": 0.03170406616517285, "quarterly_revenue_growth_yoy": -0.12458654906284454, "quarterly_earnings_growth_yoy": -0.23504273504273504, "revenue_growth_qoq": 0.25434439178515006, "gross_margin": 0.6624685138539043, "operating_margin": 0.2040302267002519, "net_margin": 0.22544080604534006, "roa_ttm": 0.08616963803349541, "roe_ttm": 0.13574468085106384, "debt_to_ebitda": 1.1652421652421652, "net_debt_to_ebitda": 0.0, "interest_coverage": 95.72727272727273, "debt_to_equity": 0.261063829787234, "current_ratio": 3.8825112107623316, "quick_ratio": 3.5103139013452913, "fcf_to_ebitda": 0.886039886039886, "capex_to_revenue": 0.05682520074119827, "working_capital_to_revenue": 0.9925880172946263, "capital_efficiency": 0.11095715944227963, "financial_health": 0.09614228076830236, "margin_quality": 0.36397984886649876, "growth_momentum": -0.1798146420527898, "company_age_years": 20.175222450376456, "ebitda": 1053000000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 49.23604757548033, "revenue_cagr_3y": 0.06996876860186063, "revenue_cagr_5y": 0.1000706607445565, "earnings_cagr_3y": 0.5576674219111775, "quarterly_revenue_growth_yoy": 0.0010504201680672268, "quarterly_earnings_growth_yoy": 0.07531380753138076, "revenue_growth_qoq": 0.20025188916876574, "gross_margin": 0.6610703043022036, "operating_margin": 0.13955928646379853, "net_margin": 0.2696747114375656, "roa_ttm": 0.08648648648648649, "roe_ttm": 0.13975287601193012, "debt_to_ebitda": 1.129917657822507, "net_debt_to_ebitda": 0.0, "interest_coverage": 68.3125, "debt_to_equity": 0.26310183212611843, "current_ratio": 3.6036977491961415, "quick_ratio": 3.304662379421222, "fcf_to_ebitda": 0.8151875571820677, "capex_to_revenue": 0.05835134300710096, "working_capital_to_revenue": 1.0, "capital_efficiency": 0.1131196812492083, "financial_health": 0.09525435211053593, "margin_quality": 0.35676810073452253, "growth_momentum": 0.03818211384972399, "company_age_years": 20.427104722792606, "ebitda": 1093000000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 49.4861496350365, "revenue_cagr_3y": 0.11807551354928725, "revenue_cagr_5y": 0.13836313450431592, "earnings_cagr_3y": -0.10925922498501128, "quarterly_revenue_growth_yoy": 0.2724097788125728, "quarterly_earnings_growth_yoy": -0.15028901734104047, "revenue_growth_qoq": 0.14690451206715635, "gross_margin": 0.6989935956084172, "operating_margin": 0.17657822506861848, "net_margin": 0.1344922232387923, "roa_ttm": 0.0719588806396345, "roe_ttm": 0.12799674928890695, "debt_to_ebitda": 2.019160583941606, "net_debt_to_ebitda": 0.0, "interest_coverage": 57.68421052631579, "debt_to_equity": 0.44961397805770015, "current_ratio": 4.4495268138801265, "quick_ratio": 4.162460567823344, "fcf_to_ebitda": 0.8120437956204379, "capex_to_revenue": 0.05499568096746329, "working_capital_to_revenue": 1.259429887705154, "capital_efficiency": 0.09997781496427072, "financial_health": 0.1666399254991227, "margin_quality": 0.33668801463860937, "growth_momentum": 0.061060380735766154, "company_age_years": 20.673511293634498, "ebitda": 1096000000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 58.549624781849914, "revenue_cagr_3y": 0.10701481424230641, "revenue_cagr_5y": 0.13412122691556339, "earnings_cagr_3y": -0.03984396918559663, "quarterly_revenue_growth_yoy": 0.7788309636650869, "quarterly_earnings_growth_yoy": 2.9361702127659575, "revenue_growth_qoq": 0.03019213174748399, "gross_margin": 0.7122557726465364, "operating_margin": 0.1660746003552398, "net_margin": 0.16429840142095914, "roa_ttm": 0.08853025936599423, "roe_ttm": 0.14826254826254825, "debt_to_ebitda": 1.5113438045375218, "net_debt_to_ebitda": 0.0, "interest_coverage": 71.625, "debt_to_equity": 0.33436293436293435, "current_ratio": 6.075514874141876, "quick_ratio": 5.640732265446224, "fcf_to_ebitda": 0.7835951134380453, "capex_to_revenue": 0.049420070600100854, "working_capital_to_revenue": 1.1185073121533031, "capital_efficiency": 0.11839640381427124, "financial_health": 0.1595574866756423, "margin_quality": 0.3475429248075785, "growth_momentum": 1.8575005882155222, "company_age_years": 20.922655715263517, "ebitda": 1146000000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 45.72254373177842, "revenue_cagr_3y": 0.09109753949182453, "revenue_cagr_5y": 0.1278473562900797, "earnings_cagr_3y": 0.16789032836647433, "quarterly_revenue_growth_yoy": 0.3954659949622166, "quarterly_earnings_growth_yoy": 0.770949720670391, "revenue_growth_qoq": -0.015985790408525755, "gross_margin": 0.6949458483754513, "operating_margin": -0.4918772563176895, "net_margin": 0.286101083032491, "roa_ttm": 0.06014738099980084, "roe_ttm": 0.08552817898612292, "debt_to_ebitda": 1.2776967930029155, "net_debt_to_ebitda": 0.4905247813411079, "interest_coverage": 98.0, "debt_to_equity": 0.16548664212215614, "current_ratio": 2.6816192560175054, "quick_ratio": 2.2428884026258205, "fcf_to_ebitda": 0.34183673469387754, "capex_to_revenue": 0.04672897196261682, "working_capital_to_revenue": 0.35911214953271026, "capital_efficiency": 0.07283777999296187, "financial_health": -0.08755724775916605, "margin_quality": 0.16305655836341756, "growth_momentum": 0.5832078578163038, "company_age_years": 21.17453798767967, "ebitda": 1372000000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 50.42935564853556, "revenue_cagr_3y": 0.11412356940527313, "revenue_cagr_5y": 0.14124011526380698, "earnings_cagr_3y": -0.18903973392354667, "quarterly_revenue_growth_yoy": 0.25813221406086045, "quarterly_earnings_growth_yoy": -0.5642023346303502, "revenue_growth_qoq": 0.08212996389891697, "gross_margin": 0.6814011676396997, "operating_margin": 0.03502919099249374, "net_margin": 0.09341117597998332, "roa_ttm": 0.05000985739633305, "roe_ttm": 0.07085661080074487, "debt_to_ebitda": 1.4778242677824267, "net_debt_to_ebitda": 0.44686192468619246, "interest_coverage": 91.92307692307692, "debt_to_equity": 0.16443202979515828, "current_ratio": 2.4821591948764867, "quick_ratio": 2.0878316559926806, "fcf_to_ebitda": 0.2820083682008368, "capex_to_revenue": 0.04595669465311533, "working_capital_to_revenue": 0.3579319487406098, "capital_efficiency": 0.06043323409853896, "financial_health": -0.07685914716817377, "margin_quality": 0.2699471782040589, "growth_momentum": -0.15303506028474487, "company_age_years": 21.426420260095824, "ebitda": 1195000000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "ISRG", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 47.955607596891255, "revenue_cagr_3y": 0.09007497041308632, "revenue_cagr_5y": 0.13148209863383364, "earnings_cagr_3y": -0.03155062384567098, "quarterly_revenue_growth_yoy": 0.0672599471206552, "quarterly_earnings_growth_yoy": -0.1463478717813978, "revenue_growth_qoq": 0.06266855014768204, "gross_margin": 0.6712386706948641, "operating_margin": 0.22507552870090636, "net_margin": 0.19631419939577038, "roa_ttm": 0.10191922306150764, "roe_ttm": 0.11975294106992455, "debt_to_ebitda": 0.012455607596891245, "net_debt_to_ebitda": 0.0, "interest_coverage": 87.51801801801801, "debt_to_equity": 0.0021916517990563217, "current_ratio": 4.397018493776809, "quick_ratio": 3.768933267702693, "fcf_to_ebitda": 0.4932832363991971, "capex_to_revenue": 0.08556459130211179, "working_capital_to_revenue": 0.776397415705056, "capital_efficiency": 0.1108360820657161, "financial_health": 0.12187451826730383, "margin_quality": 0.3642094662638469, "growth_momentum": -0.0395439623303713, "company_age_years": 22.548939082819988, "ebitda": 1942900000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "ISRG", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 45.98162895459017, "revenue_cagr_3y": 0.15547514613090363, "revenue_cagr_5y": 0.14886095651179576, "earnings_cagr_3y": 0.04260360145884445, "quarterly_revenue_growth_yoy": 0.14014922363379714, "quarterly_earnings_growth_yoy": -0.028172866520787748, "revenue_growth_qoq": 0.02489425981873112, "gross_margin": 0.6561726211531659, "operating_margin": 0.22851078882207287, "net_margin": 0.20946822308690013, "roa_ttm": 0.10051175190757822, "roe_ttm": 0.11695802169785251, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 67.29268292682927, "debt_to_equity": 0.0, "current_ratio": 5.260058130640966, "quick_ratio": 4.536025699862322, "fcf_to_ebitda": 0.5218246776782478, "capex_to_revenue": 0.0981852675447463, "working_capital_to_revenue": 0.8660954483959755, "capital_efficiency": 0.10873488680271537, "financial_health": 0.1641743020868446, "margin_quality": 0.3647172110207129, "growth_momentum": 0.055988178556504696, "company_age_years": 22.795345653661876, "ebitda": 1931300000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 8077.46, "revenue_cagr_3y": 0.363148528648666, "revenue_cagr_5y": 0.4417628841773078, "earnings_cagr_3y": 0.23331842195020758, "quarterly_revenue_growth_yoy": 0.29585382993675335, "quarterly_earnings_growth_yoy": 0.4196642685851319, "revenue_growth_qoq": -0.16561085972850678, "gross_margin": 0.6447939262472885, "operating_margin": -0.16648590021691975, "net_margin": -0.13123644251626898, "roa_ttm": -0.03646297948260482, "roe_ttm": -0.07754327721128765, "debt_to_ebitda": 116.125, "net_debt_to_ebitda": 0.0, "interest_coverage": 0.6666666666666666, "debt_to_equity": 0.881195162437752, "current_ratio": 5.829736211031175, "quick_ratio": 5.41726618705036, "fcf_to_ebitda": 7.6875, "capex_to_revenue": 0.07678148829871155, "working_capital_to_revenue": 0.7943728635287931, "capital_efficiency": -0.057003128346946236, "financial_health": -0.3168517176028297, "margin_quality": 0.11569052783803324, "growth_momentum": 0.3577590492609426, "company_age_years": 12.960985626283367, "ebitda": 3200000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 87.57713478184067, "revenue_cagr_3y": 0.20769408779617904, "revenue_cagr_5y": 0.2982979742564067, "earnings_cagr_3y": -0.0032467761010532836, "quarterly_revenue_growth_yoy": 0.16757376109997135, "quarterly_earnings_growth_yoy": 5.731958762886598, "revenue_growth_qoq": 0.059251559251559255, "gross_margin": 0.66400883218842, "operating_margin": 0.15382728164867518, "net_margin": 0.11261040235525024, "roa_ttm": 0.06328245265871618, "roe_ttm": 0.1600525377615161, "debt_to_ebitda": 3.516693163751987, "net_debt_to_ebitda": 2.3820879703232642, "interest_coverage": 120.44680851063829, "debt_to_equity": 0.9338587109484943, "current_ratio": 1.9946718860436035, "quick_ratio": 1.8279236666122982, "fcf_to_ebitda": 0.5382441264794205, "capex_to_revenue": 0.12536944119870783, "working_capital_to_revenue": 0.6287373702659976, "capital_efficiency": 0.11166749521011614, "financial_health": -0.4426981393149895, "margin_quality": 0.3101488387307818, "growth_momentum": 2.9497662619932847, "company_age_years": 17.713894592744694, "ebitda": 566100000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 83.52887218045113, "revenue_cagr_3y": 0.22325304092501397, "revenue_cagr_5y": 0.32090032711223127, "earnings_cagr_3y": 0.3466696245160332, "quarterly_revenue_growth_yoy": 0.17923027989821882, "quarterly_earnings_growth_yoy": -0.5005138746145941, "revenue_growth_qoq": -0.09040726202158979, "gross_margin": 0.6238705327039784, "operating_margin": 0.06365475387727579, "net_margin": 0.0655428186109238, "roa_ttm": 0.05302851755833137, "roe_ttm": 0.1309896999552172, "debt_to_ebitda": 3.3314954051796155, "net_debt_to_ebitda": 2.2902255639097744, "interest_coverage": 130.1086956521739, "debt_to_equity": 0.8929243170622481, "current_ratio": 2.0200536193029492, "quick_ratio": 1.8238069705093833, "fcf_to_ebitda": 0.6950710108604845, "capex_to_revenue": 0.1117948717948718, "working_capital_to_revenue": 0.6294127377998345, "capital_efficiency": 0.09200910875677429, "financial_health": -0.423739429928122, "margin_quality": 0.251022701730726, "growth_momentum": -0.16064179735818762, "company_age_years": 17.960301163586585, "ebitda": 598500000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 84.06458759871306, "revenue_cagr_3y": 0.24472619462573109, "revenue_cagr_5y": 0.2914904354681993, "earnings_cagr_3y": 0.357794822536204, "quarterly_revenue_growth_yoy": 0.2515081873024993, "quarterly_earnings_growth_yoy": 1.2770137524557956, "revenue_growth_qoq": 0.17505057316250844, "gross_margin": 0.6271089177091702, "operating_margin": 0.14702169172500862, "net_margin": 0.13301962584643637, "roa_ttm": 0.05241397510519448, "roe_ttm": 0.17020567510950296, "debt_to_ebitda": 4.718046212342791, "net_debt_to_ebitda": 2.9706054401871893, "interest_coverage": 115.89830508474576, "debt_to_equity": 1.5359931441630166, "current_ratio": 2.4172102237039184, "quick_ratio": 2.2137507851379428, "fcf_to_ebitda": 0.6814858145656625, "capex_to_revenue": 0.09550913184888667, "working_capital_to_revenue": 0.9173129847385539, "capital_efficiency": 0.11130982510734871, "financial_health": -0.9820208533369538, "margin_quality": 0.30238341176020506, "growth_momentum": 0.7642609698791475, "company_age_years": 18.209445585215605, "ebitda": 683800000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 53.03485329607519, "revenue_cagr_3y": 0.24858427593721633, "revenue_cagr_5y": 0.29597409326027146, "earnings_cagr_3y": 0.18683412253381282, "quarterly_revenue_growth_yoy": 0.2668918918918919, "quarterly_earnings_growth_yoy": 0.19268774703557312, "revenue_growth_qoq": 0.11901755996786412, "gross_margin": 0.6392820512820513, "operating_margin": 0.21076923076923076, "net_margin": 0.1237948717948718, "roa_ttm": 0.057154119038234134, "roe_ttm": 0.16623307905992327, "debt_to_ebitda": 3.273974342690207, "net_debt_to_ebitda": 2.4563698717134512, "interest_coverage": 160.6734693877551, "debt_to_equity": 1.1365580492967062, "current_ratio": 2.798999165971643, "quick_ratio": 2.5019659239842724, "fcf_to_ebitda": 0.634827892798171, "capex_to_revenue": 0.07275933000293858, "working_capital_to_revenue": 0.887393476344402, "capital_efficiency": 0.1116935990490787, "financial_health": -0.9749475731576819, "margin_quality": 0.3246153846153846, "growth_momentum": 0.2297898194637325, "company_age_years": 18.46132785763176, "ebitda": 787300000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 58.359366204865275, "revenue_cagr_3y": 0.22057607730616136, "revenue_cagr_5y": 0.2507276730039194, "earnings_cagr_3y": -0.10307000123484689, "quarterly_revenue_growth_yoy": 0.2690137389597645, "quarterly_earnings_growth_yoy": 1.7919389978213507, "revenue_growth_qoq": 0.06102564102564102, "gross_margin": 0.6347027549540841, "operating_margin": 0.2096665055582407, "net_margin": 0.24775253745770903, "roa_ttm": 0.08643946045175194, "roe_ttm": 0.2617712462535048, "debt_to_ebitda": 2.678411694120214, "net_debt_to_ebitda": 2.0606523399149124, "interest_coverage": 187.08163265306123, "debt_to_equity": 1.1869380257178768, "current_ratio": 2.844408740359897, "quick_ratio": 2.4847686375321336, "fcf_to_ebitda": 0.5584160575979056, "capex_to_revenue": 0.06531761587941363, "working_capital_to_revenue": 0.792286668691163, "capital_efficiency": 0.17410535335262836, "financial_health": -1.0863396143609498, "margin_quality": 0.36404059932334465, "growth_momentum": 1.0304763683905576, "company_age_years": 18.713210130047912, "ebitda": 916700000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 59.346221374045804, "revenue_cagr_3y": 0.22176988840930023, "revenue_cagr_5y": 0.26842663487402296, "earnings_cagr_3y": 0.5372529797161798, "quarterly_revenue_growth_yoy": 0.24207687120701282, "quarterly_earnings_growth_yoy": 2.0123456790123457, "revenue_growth_qoq": -0.1097148380860319, "gross_margin": 0.6100977198697068, "operating_margin": 0.10977198697068404, "net_margin": 0.15895765472312703, "roa_ttm": 0.09862392397642776, "roe_ttm": 0.28453800961367276, "debt_to_ebitda": 2.467557251908397, "net_debt_to_ebitda": 1.6125954198473282, "interest_coverage": 216.43478260869566, "debt_to_equity": 1.093421755385437, "current_ratio": 2.898444360807929, "quick_ratio": 2.528917325304228, "fcf_to_ebitda": 0.586078746484532, "capex_to_revenue": 0.0575516860434531, "working_capital_to_revenue": 0.7960702824977642, "capital_efficiency": 0.19158096679505027, "financial_health": -0.9528952093386073, "margin_quality": 0.29294245385450596, "growth_momentum": 1.1272112751096792, "company_age_years": 18.962354551676935, "ebitda": 995600000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 46.803040527438434, "revenue_cagr_3y": 0.19057795685505496, "revenue_cagr_5y": 0.24451889617670375, "earnings_cagr_3y": 0.3164380257426602, "quarterly_revenue_growth_yoy": 0.15264547228279582, "quarterly_earnings_growth_yoy": 0.23813632441760138, "revenue_growth_qoq": 0.09044516829533117, "gross_margin": 0.624016728069302, "operating_margin": 0.1573235089116798, "net_margin": 0.14288559195459524, "roa_ttm": 0.09808506883162725, "roe_ttm": 0.27395965986115106, "debt_to_ebitda": 2.3845258871436883, "net_debt_to_ebitda": 1.4739189451231336, "interest_coverage": 214.875, "debt_to_equity": 1.0103109723534487, "current_ratio": 2.815236325630008, "quick_ratio": 2.484090117291836, "fcf_to_ebitda": 0.6452394803180144, "capex_to_revenue": 0.057410795974382436, "working_capital_to_revenue": 0.7945003557995324, "capital_efficiency": 0.18602236434638916, "financial_health": -0.8633038868838652, "margin_quality": 0.308075276311859, "growth_momentum": 0.1953908983501986, "company_age_years": 19.211498973305954, "ebitda": 1031400000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 30.08357223418436, "revenue_cagr_3y": 0.15206132603662237, "revenue_cagr_5y": 0.2019597848536958, "earnings_cagr_3y": 0.238225113989873, "quarterly_revenue_growth_yoy": 0.019692307692307693, "quarterly_earnings_growth_yoy": 0.11516155758077878, "revenue_growth_qoq": -0.010056755949417505, "gross_margin": 0.5972641319653993, "operating_margin": 0.15288674311003822, "net_margin": 0.13538523435928385, "roa_ttm": 0.10714847807611193, "roe_ttm": 0.3440121273370389, "debt_to_ebitda": 2.5242489490413207, "net_debt_to_ebitda": 1.8873167230595713, "interest_coverage": 207.51063829787233, "debt_to_equity": 1.2440121273370388, "current_ratio": 2.457653502450274, "quick_ratio": 2.119631017584318, "fcf_to_ebitda": 0.5485491643596841, "capex_to_revenue": 0.07250885179564998, "working_capital_to_revenue": 0.6394284269094588, "capital_efficiency": 0.22558030270657542, "financial_health": -1.134975545344535, "margin_quality": 0.29517870314490713, "growth_momentum": 0.06742693263654324, "company_age_years": 19.463381245722108, "ebitda": 975300000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 24.517123665540705, "revenue_cagr_3y": 0.17255424999940283, "revenue_cagr_5y": 0.19909374535245772, "earnings_cagr_3y": 0.7227834591948312, "quarterly_revenue_growth_yoy": 0.15949647532729103, "quarterly_earnings_growth_yoy": 0.23610935484686782, "revenue_growth_qoq": 0.10903696854110077, "gross_margin": 0.7504472893397488, "operating_margin": 0.2576864284597613, "net_margin": 0.21225399086313815, "roa_ttm": 0.12430165548538666, "roe_ttm": 0.16984972745263147, "debt_to_ebitda": 0.0360388699077614, "net_debt_to_ebitda": 0.0, "interest_coverage": 81.57836557441769, "debt_to_equity": 0.008782606029299726, "current_ratio": 2.694462440001178, "quick_ratio": 2.622813539856886, "fcf_to_ebitda": 0.8930883961323668, "capex_to_revenue": 0.06321926087481046, "working_capital_to_revenue": 0.5444655499913659, "capital_efficiency": 0.14707569146900906, "financial_health": 0.1447516167759765, "margin_quality": 0.4067959028875494, "growth_momentum": 0.19780291508707942, "company_age_years": 14.926762491444217, "ebitda": 206638000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 27.1715845193232, "revenue_cagr_3y": 0.1802737081238892, "revenue_cagr_5y": 0.17535427103218737, "earnings_cagr_3y": 0.19590463860909235, "quarterly_revenue_growth_yoy": 0.28581112044603985, "quarterly_earnings_growth_yoy": 0.5996172248803828, "revenue_growth_qoq": 0.12835958445040213, "gross_margin": 0.7618595050526801, "operating_margin": 0.2418158463331873, "net_margin": 0.1861732538368441, "roa_ttm": 0.133613527983102, "roe_ttm": 0.183750651200517, "debt_to_ebitda": 0.03710666678009068, "net_debt_to_ebitda": 0.0, "interest_coverage": 1880.848, "debt_to_equity": 0.009588309384541324, "current_ratio": 2.7606600911739227, "quick_ratio": 2.683760941037965, "fcf_to_ebitda": 0.7654207038527303, "capex_to_revenue": 0.07008923946663509, "working_capital_to_revenue": 0.5564707598568278, "capital_efficiency": 0.15868208959180952, "financial_health": 0.13402830557360385, "margin_quality": 0.39661620174090384, "growth_momentum": 0.44271417266321134, "company_age_years": 15.425051334702259, "ebitda": 235106000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 27.63899371790607, "revenue_cagr_3y": 0.19195741767410723, "revenue_cagr_5y": 0.1721731965681852, "earnings_cagr_3y": 0.14147533200994467, "quarterly_revenue_growth_yoy": 0.3417181991562157, "quarterly_earnings_growth_yoy": 0.8600449015063731, "revenue_growth_qoq": 0.03425501741151313, "gross_margin": 0.7509341718445451, "operating_margin": 0.22283363664753453, "net_margin": 0.18438272867916536, "roa_ttm": 0.14050995920944476, "roe_ttm": 0.19637564151350906, "debt_to_ebitda": 0.04255612016655387, "net_debt_to_ebitda": 0.0, "interest_coverage": 178.7676008202324, "debt_to_equity": 0.01144696650245292, "current_ratio": 2.6578205572932303, "quick_ratio": 2.581036055863414, "fcf_to_ebitda": 0.6609886937603475, "capex_to_revenue": 0.07193688559974118, "working_capital_to_revenue": 0.5592395670570836, "capital_efficiency": 0.1684428003614769, "financial_health": 0.309036841016916, "margin_quality": 0.38605017905708167, "growth_momentum": 0.6008815503312944, "company_age_years": 15.676933607118412, "ebitda": 261537000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 27.325767414252372, "revenue_cagr_3y": 0.18035375045793067, "revenue_cagr_5y": 0.1786360741562658, "earnings_cagr_3y": 0.039295873618895305, "quarterly_revenue_growth_yoy": 0.2732677308968368, "quarterly_earnings_growth_yoy": -0.0256971581725556, "revenue_growth_qoq": 0.05245720398149245, "gross_margin": 0.7511826277357326, "operating_margin": 0.23318997418171028, "net_margin": 0.16241648277814347, "roa_ttm": 0.13586066263606159, "roe_ttm": 0.19056067527368697, "debt_to_ebitda": 0.033863030964777614, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.31226716338478, "debt_to_equity": 0.009284812269374084, "current_ratio": 2.6894831162600363, "quick_ratio": 2.6129143324819735, "fcf_to_ebitda": 0.648820363252639, "capex_to_revenue": 0.06535577298833012, "working_capital_to_revenue": 0.5543637498448893, "capital_efficiency": 0.1632106689548743, "financial_health": 0.27882012762229874, "margin_quality": 0.38226302823186215, "growth_momentum": 0.1237852863621406, "company_age_years": 15.928815879534566, "ebitda": 272923000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 32.01686076732891, "revenue_cagr_3y": 0.1976693492227204, "revenue_cagr_5y": 0.18100099543622772, "earnings_cagr_3y": 0.28859588123650237, "quarterly_revenue_growth_yoy": 0.3000209450402145, "quarterly_earnings_growth_yoy": 0.7121294332363242, "revenue_growth_qoq": 0.058450970829084285, "gross_margin": 0.7592454751386378, "operating_margin": 0.19872656207204334, "net_margin": 0.22368942550291454, "roa_ttm": 0.1497684152531397, "roe_ttm": 0.20916951788491447, "debt_to_ebitda": 0.041640729134794274, "net_debt_to_ebitda": 0.0, "interest_coverage": 172.84924012158055, "debt_to_equity": 0.011331498983131953, "current_ratio": 2.5117137276571997, "quick_ratio": 2.415492649512794, "fcf_to_ebitda": 0.5439214734628276, "capex_to_revenue": 0.09547414448173895, "working_capital_to_revenue": 0.47990916156822216, "capital_efficiency": 0.17946896656902708, "financial_health": 0.17887223470543612, "margin_quality": 0.39388715423786524, "growth_momentum": 0.5060751891382693, "company_age_years": 16.175222450376456, "ebitda": 284337000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 38.86270145782295, "revenue_cagr_3y": 0.22794518281139986, "revenue_cagr_5y": 0.19607864647577955, "earnings_cagr_3y": 0.24788556392154026, "quarterly_revenue_growth_yoy": 0.32343092195632644, "quarterly_earnings_growth_yoy": 0.37949668979819734, "revenue_growth_qoq": 0.1486783892556897, "gross_margin": 0.7599738556224438, "operating_margin": 0.23442698369062112, "net_margin": 0.19406028915905993, "roa_ttm": 0.15316464101362376, "roe_ttm": 0.22033723828884305, "debt_to_ebitda": 0.056153422083620126, "net_debt_to_ebitda": 0.0, "interest_coverage": 95.43991282689913, "debt_to_equity": 0.01596419509444601, "current_ratio": 2.3616559477961188, "quick_ratio": 2.278950366764282, "fcf_to_ebitda": 0.6175082285934242, "capex_to_revenue": 0.08848270043556715, "working_capital_to_revenue": 0.46699418301893647, "capital_efficiency": 0.1867509396512334, "financial_health": 0.23090833020132326, "margin_quality": 0.3961537094907082, "growth_momentum": 0.3514638058772619, "company_age_years": 16.424366872005475, "ebitda": 306553000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 43.00045921549603, "revenue_cagr_3y": 0.26599088556117545, "revenue_cagr_5y": 0.2306324916233462, "earnings_cagr_3y": 0.29235551943987126, "quarterly_revenue_growth_yoy": 0.38292251309276387, "quarterly_earnings_growth_yoy": 0.6071602390639905, "revenue_growth_qoq": 0.08074741501674698, "gross_margin": 0.7591825928511915, "operating_margin": 0.2563494926894855, "net_margin": 0.21427996688011172, "roa_ttm": 0.158324315822771, "roe_ttm": 0.22739809705590217, "debt_to_ebitda": 0.05538133684465851, "net_debt_to_ebitda": 0.0, "interest_coverage": 92.3488, "debt_to_equity": 0.016226464899768013, "current_ratio": 2.3863827001814166, "quick_ratio": 2.306314468462337, "fcf_to_ebitda": 0.6261333841551451, "capex_to_revenue": 0.10433266210409183, "working_capital_to_revenue": 0.47546073606270156, "capital_efficiency": 0.19286120643933657, "financial_health": 0.21360042836365906, "margin_quality": 0.40993735080692956, "growth_momentum": 0.49504137607837717, "company_age_years": 16.67624914442163, "ebitda": 346308000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 45.375078497508625, "revenue_cagr_3y": 0.2849275510734268, "revenue_cagr_5y": 0.24151812798518257, "earnings_cagr_3y": -0.36209452206367676, "quarterly_revenue_growth_yoy": 0.4369668796021869, "quarterly_earnings_growth_yoy": -0.7844648369416853, "revenue_growth_qoq": 0.0935870448286513, "gross_margin": 0.7545683477996692, "operating_margin": 0.2601472029772882, "net_margin": 0.02436135696365971, "roa_ttm": 0.1301668976565031, "roe_ttm": 0.2011683197579909, "debt_to_ebitda": 0.045759550274690176, "net_debt_to_ebitda": 0.0, "interest_coverage": 34.97944225956382, "debt_to_equity": 0.015567165346801463, "current_ratio": 2.324157921802433, "quick_ratio": 2.2605038809519984, "fcf_to_ebitda": 0.6205289382905328, "capex_to_revenue": 0.1328174788738799, "working_capital_to_revenue": 0.4473877996189799, "capital_efficiency": 0.165667608707247, "financial_health": 0.25283881259224594, "margin_quality": 0.34635896924687243, "growth_momentum": -0.17374897866974923, "company_age_years": 16.928131416837783, "ebitda": 391350000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 61.06648435658236, "revenue_cagr_3y": 0.23976626359377406, "revenue_cagr_5y": 0.2873472807142734, "earnings_cagr_3y": 0.19072008169880106, "quarterly_revenue_growth_yoy": 0.20878386277231406, "quarterly_earnings_growth_yoy": 0.3593987749209941, "revenue_growth_qoq": 1.083777539354099, "gross_margin": 0.7274976026501613, "operating_margin": 0.24119110147328043, "net_margin": 0.1898415024845262, "roa_ttm": 0.3936865627458188, "roe_ttm": 0.5729944344284155, "debt_to_ebitda": 0.20734083550235505, "net_debt_to_ebitda": 0.0, "interest_coverage": 55.60486891385768, "debt_to_equity": 0.028413655512117966, "current_ratio": 1.3132954891896373, "quick_ratio": 1.2035667867719029, "fcf_to_ebitda": 0.8530774449004335, "capex_to_revenue": 0.06309308117145446, "working_capital_to_revenue": 0.15366027051321962, "capital_efficiency": 0.48334049858711714, "financial_health": 0.1178171125506014, "margin_quality": 0.3861767355359893, "growth_momentum": 0.28409131884665406, "company_age_years": 19.67693360711841, "ebitda": 415702000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 86.56217982188808, "revenue_cagr_3y": 0.25585797314601844, "revenue_cagr_5y": 0.29371202371774974, "earnings_cagr_3y": 1.4927720560994366, "quarterly_revenue_growth_yoy": 0.2842977775794222, "quarterly_earnings_growth_yoy": 0.3111114776269565, "revenue_growth_qoq": 0.1367252201203034, "gross_margin": 0.7315139241719791, "operating_margin": 0.25545702919043284, "net_margin": 0.19051430762594065, "roa_ttm": 0.3677028078240332, "roe_ttm": 0.5491534124028059, "debt_to_ebitda": 0.17927685980499636, "net_debt_to_ebitda": 0.0, "interest_coverage": 58.466188275358796, "debt_to_equity": 0.026649226235479835, "current_ratio": 1.3952448738345853, "quick_ratio": 1.2902079886783429, "fcf_to_ebitda": 1.0552288390689586, "capex_to_revenue": 0.06266978054896942, "working_capital_to_revenue": 0.21195368336056564, "capital_efficiency": 0.45842811011341955, "financial_health": 0.17901718876177367, "margin_quality": 0.3924950869961175, "growth_momentum": 0.2977046276031894, "company_age_years": 19.928815879534564, "ebitda": 480709000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 65.76888909338766, "revenue_cagr_3y": 0.269897494509989, "revenue_cagr_5y": 0.302460672744999, "earnings_cagr_3y": 0.2785774245799304, "quarterly_revenue_growth_yoy": 0.6240128647477236, "quarterly_earnings_growth_yoy": -0.8680113903213886, "revenue_growth_qoq": 0.07219838949336145, "gross_margin": 0.7567276990425483, "operating_margin": 0.2519594399013826, "net_margin": 0.2239410977780907, "roa_ttm": 0.09036542399653476, "roe_ttm": 0.13500007072185802, "debt_to_ebitda": 0.1331359746948376, "net_debt_to_ebitda": 0.0, "interest_coverage": 17.72312370421562, "debt_to_equity": 0.025152818148171722, "current_ratio": 1.517786807973931, "quick_ratio": 1.4097092783830592, "fcf_to_ebitda": 1.1344196377044424, "capex_to_revenue": 0.05407513240704338, "working_capital_to_revenue": 0.2563129739191952, "capital_efficiency": 0.1126827473591964, "financial_health": 0.2044107062595215, "margin_quality": 0.4108760789073405, "growth_momentum": -0.12199926278683254, "company_age_years": 20.175222450376456, "ebitda": 641134000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 48.37630850136444, "revenue_cagr_3y": 0.27276345970634064, "revenue_cagr_5y": 0.30276615840477006, "earnings_cagr_3y": 0.23468892745947656, "quarterly_revenue_growth_yoy": 1.8690543095079957, "quarterly_earnings_growth_yoy": 5.918821732919561, "revenue_growth_qoq": 0.12968346090787475, "gross_margin": 0.7504273808675832, "operating_margin": 0.26602678253436857, "net_margin": 0.19757857080672095, "roa_ttm": 0.12944865118927237, "roe_ttm": 0.20637245487396622, "debt_to_ebitda": 0.09816589082620666, "net_debt_to_ebitda": 0.0, "interest_coverage": 9853.83, "debt_to_equity": 0.02858134800452664, "current_ratio": 1.3154839055724425, "quick_ratio": 1.2101243618783895, "fcf_to_ebitda": 0.908376742850242, "capex_to_revenue": 0.06967906389967542, "working_capital_to_revenue": 0.15406061118925762, "capital_efficiency": 0.16791055303161928, "financial_health": 0.17942314208718754, "margin_quality": 0.40467757806955756, "growth_momentum": 3.893938021213778, "company_age_years": 20.424366872005475, "ebitda": 985383000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 48.26676799036361, "revenue_cagr_3y": 0.26213136799674364, "revenue_cagr_5y": 0.2953225083559279, "earnings_cagr_3y": 0.2150976612226796, "quarterly_revenue_growth_yoy": 0.3837966393514079, "quarterly_earnings_growth_yoy": 0.2984695524893988, "revenue_growth_qoq": 0.005043489960506842, "gross_margin": 0.7433325524211886, "operating_margin": 0.25707102822505234, "net_margin": 0.17813557553553183, "roa_ttm": 0.13097924305531097, "roe_ttm": 0.21043420055153006, "debt_to_ebitda": 0.08998864443661302, "net_debt_to_ebitda": 0.0, "interest_coverage": 1295.4130434782608, "debt_to_equity": 0.027446270176941175, "current_ratio": 1.3714385457307792, "quick_ratio": 1.2557516414709142, "fcf_to_ebitda": 0.8725995289958437, "capex_to_revenue": 0.09189577756153147, "working_capital_to_revenue": 0.17704768763619858, "capital_efficiency": 0.1707067218034205, "financial_health": 0.19793713766531554, "margin_quality": 0.3928463853939242, "growth_momentum": 0.34113309592040336, "company_age_years": 20.67624914442163, "ebitda": 1072602000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 47.2077233029437, "revenue_cagr_3y": 0.24522437813626796, "revenue_cagr_5y": 0.28595683529197125, "earnings_cagr_3y": 0.2516237591506838, "quarterly_revenue_growth_yoy": 0.2355593634664238, "quarterly_earnings_growth_yoy": 0.2011032279165723, "revenue_growth_qoq": 0.014955123800824092, "gross_margin": 0.7221062187045085, "operating_margin": 0.21422967144764954, "net_margin": 0.18520142100807002, "roa_ttm": 0.12992354567653577, "roe_ttm": 0.2131054231716884, "debt_to_ebitda": 0.11553925846604413, "net_debt_to_ebitda": 0.0, "interest_coverage": 1233.1011363636364, "debt_to_equity": 0.03460803143720426, "current_ratio": 1.2962489429963864, "quick_ratio": 1.1765911964787161, "fcf_to_ebitda": 0.7109256134524098, "capex_to_revenue": 0.10147741325674546, "working_capital_to_revenue": 0.1442104709223131, "capital_efficiency": 0.1715144844241121, "financial_health": 0.1566766380266059, "margin_quality": 0.37384577038674277, "growth_momentum": 0.21833129569149806, "company_age_years": 20.928131416837783, "ebitda": 1085129000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 19.963303673441125, "revenue_cagr_3y": 0.11532296928454744, "revenue_cagr_5y": 0.16431785600807625, "earnings_cagr_3y": -0.298979727644092, "quarterly_revenue_growth_yoy": -0.12567561407779465, "quarterly_earnings_growth_yoy": -0.7812380538434549, "revenue_growth_qoq": 0.012542286836158446, "gross_margin": 0.6851810563329507, "operating_margin": 0.12496852520479415, "net_margin": 0.046338663250195505, "roa_ttm": 0.060789546376253854, "roe_ttm": 0.10039907168351495, "debt_to_ebitda": 0.1627357371566768, "net_debt_to_ebitda": 0.0, "interest_coverage": 282.5510869565217, "debt_to_equity": 0.03523892931499729, "current_ratio": 1.258843847016985, "quick_ratio": 1.082949830389841, "fcf_to_ebitda": 0.35498518287702235, "capex_to_revenue": 0.0781602485918972, "working_capital_to_revenue": 0.13348131745137076, "capital_efficiency": 0.0805943090298844, "financial_health": 0.13052233354110002, "margin_quality": 0.2854960815959801, "growth_momentum": -0.45345683396062475, "company_age_years": 21.927446954141, "ebitda": 779841000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 34.73505381381598, "revenue_cagr_3y": 0.19624182897784181, "revenue_cagr_5y": 0.16636558649800182, "earnings_cagr_3y": -0.6132843112044069, "quarterly_revenue_growth_yoy": -0.03089952004636161, "quarterly_earnings_growth_yoy": -0.3462449180181388, "revenue_growth_qoq": 0.04618004137479687, "gross_margin": 0.7004782923552744, "operating_margin": 0.14156435847222118, "net_margin": 0.09309047264106232, "roa_ttm": 0.05338910043772308, "roe_ttm": 0.09053694358901268, "debt_to_ebitda": 0.17572203379493784, "net_debt_to_ebitda": 0.0, "interest_coverage": 651.1453068592058, "debt_to_equity": 0.03642994681971432, "current_ratio": 1.163266649971715, "quick_ratio": 1.007681839451102, "fcf_to_ebitda": 0.6506696753429462, "capex_to_revenue": 0.0725297423744717, "working_capital_to_revenue": 0.08834618280212808, "capital_efficiency": 0.07196302201336788, "financial_health": 0.1125987980577638, "margin_quality": 0.3117110411561859, "growth_momentum": -0.1885722190322502, "company_age_years": 22.17385352498289, "ebitda": 721469000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 30.265635232495296, "revenue_cagr_3y": 0.09360946418101013, "revenue_cagr_5y": 0.13701354394039456, "earnings_cagr_3y": -0.04490270205615199, "quarterly_revenue_growth_yoy": 0.07847044077147362, "quarterly_earnings_growth_yoy": 0.6702475928473177, "revenue_growth_qoq": -0.041868020790821546, "gross_margin": 0.6905502315108923, "operating_margin": 0.17323846559204512, "net_margin": 0.1264582686776073, "roa_ttm": 0.05742044338963158, "roe_ttm": 0.09543050701944782, "debt_to_ebitda": 0.17175218381276303, "net_debt_to_ebitda": 0.0, "interest_coverage": 174.32656434474617, "debt_to_equity": 0.033352043443929905, "current_ratio": 1.2726433429141784, "quick_ratio": 1.1331280564261845, "fcf_to_ebitda": 0.929302575063696, "capex_to_revenue": 0.051879027561767654, "working_capital_to_revenue": 0.15203849490773563, "capital_efficiency": 0.0764254752045397, "financial_health": 0.17017693909948495, "margin_quality": 0.3300823219268483, "growth_momentum": 0.37435901680939565, "company_age_years": 22.67488021902806, "ebitda": 738273000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 24.856813360782425, "revenue_cagr_3y": 0.046606937215264876, "revenue_cagr_5y": 0.12368869293065998, "earnings_cagr_3y": -0.07947527819510547, "quarterly_revenue_growth_yoy": 0.06124246407436371, "quarterly_earnings_growth_yoy": 1.968617594254937, "revenue_growth_qoq": -0.0036325235832845595, "gross_margin": 0.699807468386978, "operating_margin": 0.17930421040088804, "net_margin": 0.12962331952931141, "roa_ttm": 0.07315285959923253, "roe_ttm": 0.12258761836215452, "debt_to_ebitda": 0.03710758333281188, "net_debt_to_ebitda": 0.0, "interest_coverage": 598.5430711610487, "debt_to_equity": 0.008167219347035619, "current_ratio": 1.1838793077168368, "quick_ratio": 1.040213179935653, "fcf_to_ebitda": 0.760973900419871, "capex_to_revenue": 0.04601347397637653, "working_capital_to_revenue": 0.09838980286153702, "capital_efficiency": 0.09787023898069352, "financial_health": 0.15408562664892797, "margin_quality": 0.3362449994390592, "growth_momentum": 1.0149300291646504, "company_age_years": 22.926762491444215, "ebitda": 799055000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 28.455186459353573, "revenue_cagr_3y": 0.0368684358892164, "revenue_cagr_5y": 0.12685151205955547, "earnings_cagr_3y": -0.19371892858717732, "quarterly_revenue_growth_yoy": 0.057556245208859276, "quarterly_earnings_growth_yoy": 0.1962459281532609, "revenue_growth_qoq": 0.04254614173755077, "gross_margin": 0.6996133065846158, "operating_margin": 0.1545319926892186, "net_margin": 0.10529851187701204, "roa_ttm": 0.07509770533390385, "roe_ttm": 0.1229521843898443, "debt_to_ebitda": 0.03834965719882468, "net_debt_to_ebitda": 0.0, "interest_coverage": 192.1430251705481, "debt_to_equity": 0.008331161266642908, "current_ratio": 1.22553818731306, "quick_ratio": 1.0870951206624087, "fcf_to_ebitda": 0.6018352105778648, "capex_to_revenue": 0.03139655778155435, "working_capital_to_revenue": 0.116498882688411, "capital_efficiency": 0.09902494486187408, "financial_health": 0.14064970757440926, "margin_quality": 0.3198146037169488, "growth_momentum": 0.1269010866810601, "company_age_years": 23.175906913073238, "ebitda": 816800000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 1682.1436107769066, "revenue_cagr_3y": 0.14758553707975874, "revenue_cagr_5y": 0.1702463945290773, "earnings_cagr_3y": 0.5393441858177186, "quarterly_revenue_growth_yoy": 0.034518922482246125, "quarterly_earnings_growth_yoy": 0.6663007282175138, "revenue_growth_qoq": 0.09174563354449726, "gross_margin": 0.5883369538981414, "operating_margin": -0.03992276128409365, "net_margin": -0.08804248129374849, "roa_ttm": -0.06324140966654768, "roe_ttm": -0.45730799683293744, "debt_to_ebitda": 237.37491090520314, "net_debt_to_ebitda": 139.60299358517463, "interest_coverage": 0.2731697819314642, "debt_to_equity": 5.273745051464767, "current_ratio": 6.642368529723324, "quick_ratio": 6.00473993213279, "fcf_to_ebitda": -4.421952957947256, "capex_to_revenue": 0.060260661763704086, "working_capital_to_revenue": 0.8563281188264499, "capital_efficiency": -0.26027470324974256, "financial_health": -4.96909139376377, "margin_quality": 0.15345723710676643, "growth_momentum": 0.35040982534987997, "company_age_years": 9.631759069130732, "ebitda": 1403000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 693.8003141449861, "revenue_cagr_3y": 0.13720405583393935, "revenue_cagr_5y": 0.16325075147427448, "earnings_cagr_3y": 0.17539251762204633, "quarterly_revenue_growth_yoy": 0.2524226416952951, "quarterly_earnings_growth_yoy": 0.2006249499238843, "revenue_growth_qoq": -0.01797731112720251, "gross_margin": 0.5839764828488001, "operating_margin": -0.0521860529135902, "net_margin": -0.09808972304425197, "roa_ttm": -0.05927539065572628, "roe_ttm": -0.41479908783518127, "debt_to_ebitda": 85.06238949229603, "net_debt_to_ebitda": 65.85602424854761, "interest_coverage": 0.7906930297583383, "debt_to_equity": 5.296249115357395, "current_ratio": 8.562127022016812, "quick_ratio": 7.690266385637015, "fcf_to_ebitda": -10.113917655973731, "capex_to_revenue": 0.11518778597585996, "working_capital_to_revenue": 0.76850955769067, "capital_efficiency": -0.23703723924545378, "financial_health": -5.125360692431135, "margin_quality": 0.14456690229698596, "growth_momentum": 0.2265237958095897, "company_age_years": 9.878165639972622, "ebitda": 3959000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 1538.1923358985966, "revenue_cagr_3y": 0.15081572916733355, "revenue_cagr_5y": 0.16549933586122245, "earnings_cagr_3y": -0.35622803469794295, "quarterly_revenue_growth_yoy": 0.25679606091835566, "quarterly_earnings_growth_yoy": -0.8501667460695569, "revenue_growth_qoq": 0.0790754377513199, "gross_margin": 0.5889336346076752, "operating_margin": -0.030595138306789605, "net_margin": -0.07076606290316703, "roa_ttm": -0.06519102948444137, "roe_ttm": -0.46263422170722285, "debt_to_ebitda": 308.5885015844273, "net_debt_to_ebitda": 191.519692168402, "interest_coverage": 0.46059216013344456, "debt_to_equity": 10.531819235225957, "current_ratio": 7.054542046732475, "quick_ratio": 6.347390561872631, "fcf_to_ebitda": -16.47894975101856, "capex_to_revenue": 0.13485234743788346, "working_capital_to_revenue": 0.7092372808996987, "capital_efficiency": -0.2639126255958321, "financial_health": -4.7029011291069684, "margin_quality": 0.1625241444659062, "growth_momentum": -0.29668534257560064, "company_age_years": 10.127310061601642, "ebitda": 2209000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 732.9701039221253, "revenue_cagr_3y": 0.17542407266172333, "revenue_cagr_5y": 0.17336094859177886, "earnings_cagr_3y": -0.4100296034427372, "quarterly_revenue_growth_yoy": 0.2835850786857944, "quarterly_earnings_growth_yoy": 0.2771827328789354, "revenue_growth_qoq": 0.10950654178359269, "gross_margin": 0.6045904331759392, "operating_margin": 0.016809690002052968, "net_margin": -0.018287825908437694, "roa_ttm": -0.05813953488372093, "roe_ttm": -0.39176340668516174, "debt_to_ebitda": 139.9119853984993, "net_debt_to_ebitda": 83.98904887446766, "interest_coverage": 1.0471437672541941, "debt_to_equity": 9.291162765642255, "current_ratio": 4.884174005871364, "quick_ratio": 4.416413130504403, "fcf_to_ebitda": -2.280673291421618, "capex_to_revenue": 0.11611903328380863, "working_capital_to_revenue": 0.666362955823808, "capital_efficiency": -0.22495147078444133, "financial_health": -4.0944529681977055, "margin_quality": 0.20103743242318484, "growth_momentum": 0.28038390578236494, "company_age_years": 10.379192334017796, "ebitda": 4931000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 554.77595512896, "revenue_cagr_3y": 0.21617397334644228, "revenue_cagr_5y": 0.17681701345399148, "earnings_cagr_3y": 0.08303739450964831, "quarterly_revenue_growth_yoy": 0.2601882693700217, "quarterly_earnings_growth_yoy": 0.24772453119859633, "revenue_growth_qoq": 0.07184561691644427, "gross_margin": 0.609144678373326, "operating_margin": -0.005883975360853177, "net_margin": -0.05255738408262082, "roa_ttm": -0.03285117490915146, "roe_ttm": -0.16926367054429836, "debt_to_ebitda": 133.35837946060533, "net_debt_to_ebitda": 81.5322105759039, "interest_coverage": 1.3799772468714449, "debt_to_equity": 7.1434176991597065, "current_ratio": 6.244359197907585, "quick_ratio": 5.851531531531531, "fcf_to_ebitda": -4.242020963372983, "capex_to_revenue": 0.16651860412965103, "working_capital_to_revenue": 0.9727838056959515, "capital_efficiency": -0.10105742272672491, "financial_health": -3.0329157883513655, "margin_quality": 0.18356777297661733, "growth_momentum": 0.253956400284309, "company_age_years": 10.63107460643395, "ebitda": 8491000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 359.32880037255677, "revenue_cagr_3y": 0.2638468086722119, "revenue_cagr_5y": 0.16592995748933026, "earnings_cagr_3y": -0.1781562962660822, "quarterly_revenue_growth_yoy": 0.21496760492759037, "quarterly_earnings_growth_yoy": 0.3415856469880726, "revenue_growth_qoq": -0.05321626674021636, "gross_margin": 0.6134991665183123, "operating_margin": 0.013610836880350871, "net_margin": -0.0531567107413941, "roa_ttm": -0.02822854236691682, "roe_ttm": -0.13732353079123868, "debt_to_ebitda": 40.15381083562902, "net_debt_to_ebitda": 26.829266692903058, "interest_coverage": 1.9254862338974488, "debt_to_equity": 3.5890964307490267, "current_ratio": 5.479784987987478, "quick_ratio": 5.160251898949207, "fcf_to_ebitda": -1.8460579824216188, "capex_to_revenue": 0.17898495365842107, "working_capital_to_revenue": 0.7602386987704707, "capital_efficiency": -0.08277603657907776, "financial_health": -3.0962304695832747, "margin_quality": 0.19131776421908972, "growth_momentum": 0.2782766259578315, "company_age_years": 10.877481177275838, "ebitda": 15246000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 255.6540152969963, "revenue_cagr_3y": 0.18021689761067083, "revenue_cagr_5y": 0.1563900232690283, "earnings_cagr_3y": -0.5214722464215868, "quarterly_revenue_growth_yoy": 0.13216589525857356, "quarterly_earnings_growth_yoy": 0.7822840221449723, "revenue_growth_qoq": 0.005534965770606418, "gross_margin": 0.6604754470393202, "operating_margin": 0.03480549162253947, "net_margin": -0.013608343660974393, "roa_ttm": -0.02067935378658554, "roe_ttm": -0.09683055350883069, "debt_to_ebitda": 48.6938069524131, "net_debt_to_ebitda": 42.94600067499156, "interest_coverage": 3.2515775034293553, "debt_to_equity": 6.442929868042066, "current_ratio": 5.541959558002339, "quick_ratio": 5.005781182251771, "fcf_to_ebitda": -3.94076949038137, "capex_to_revenue": 0.2561187989738853, "working_capital_to_revenue": 0.6911758531128346, "capital_efficiency": -0.058754953647708115, "financial_health": -3.059046116011744, "margin_quality": 0.2272241983336284, "growth_momentum": 0.45722495870177293, "company_age_years": 11.126625598904859, "ebitda": 23704000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 153.84605938349955, "revenue_cagr_3y": 0.23539852849876897, "revenue_cagr_5y": 0.19706855319980843, "earnings_cagr_3y": 0.3558885654327615, "quarterly_revenue_growth_yoy": 0.17526265520534862, "quarterly_earnings_growth_yoy": -4.442028985507246, "revenue_growth_qoq": 0.051709401709401706, "gross_margin": 0.6546119463632669, "operating_margin": -0.029662738724095895, "net_margin": -0.06948394961397805, "roa_ttm": 0.0036307330877249186, "roe_ttm": 0.01126573889993373, "debt_to_ebitda": 9.603807796917497, "net_debt_to_ebitda": 1.0126926563916592, "interest_coverage": 8.6171875, "debt_to_equity": 1.7549701789264414, "current_ratio": 6.009143407122233, "quick_ratio": 5.26660250240616, "fcf_to_ebitda": -0.7470534904805077, "capex_to_revenue": 0.16408668730650156, "working_capital_to_revenue": 1.1509287925696594, "capital_efficiency": 0.0074482359938293245, "financial_health": -1.2231719141077502, "margin_quality": 0.18515508600839767, "growth_momentum": -2.1333831651509487, "company_age_years": 13.631759069130732, "ebitda": 110300000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 225.21348144578315, "revenue_cagr_3y": 0.2842488392805369, "revenue_cagr_5y": 0.2468795006146729, "earnings_cagr_3y": 1.454325353323918, "quarterly_revenue_growth_yoy": 0.16305788775961114, "quarterly_earnings_growth_yoy": -2.736111111111111, "revenue_growth_qoq": 0.04320253666270313, "gross_margin": 0.6941489361702128, "operating_margin": 0.09992401215805471, "net_margin": -0.09498480243161095, "roa_ttm": -0.015542964079638196, "roe_ttm": -0.06512742321934219, "debt_to_ebitda": 15.133734939759035, "net_debt_to_ebitda": 4.626506024096385, "interest_coverage": 5.0, "debt_to_equity": 2.736005227619255, "current_ratio": 5.8738865447726205, "quick_ratio": 4.946554149085794, "fcf_to_ebitda": -1.5228915662650602, "capex_to_revenue": 0.15347529128163923, "working_capital_to_revenue": 1.0441944556046605, "capital_efficiency": -0.04033519364949019, "financial_health": -2.2371362604240472, "margin_quality": 0.23302938196555215, "growth_momentum": -1.28652661167575, "company_age_years": 14.127310061601642, "ebitda": 83000000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 218.08639018338727, "revenue_cagr_3y": 0.22187818710631046, "revenue_cagr_5y": 0.23773920408297045, "earnings_cagr_3y": 0.9656584290325039, "quarterly_revenue_growth_yoy": 0.17777777777777778, "quarterly_earnings_growth_yoy": 0.08620689655172414, "revenue_growth_qoq": 0.04711246200607903, "gross_margin": 0.6846879535558781, "operating_margin": 0.12227866473149492, "net_margin": 0.045718432510885344, "roa_ttm": -0.014457951873530443, "roe_ttm": -0.058043783892347864, "debt_to_ebitda": 13.871628910463862, "net_debt_to_ebitda": 4.625674217907227, "interest_coverage": 5.652439369051181, "debt_to_equity": 2.5826471178951595, "current_ratio": 5.716972878390202, "quick_ratio": 4.583989501312336, "fcf_to_ebitda": -2.1477885652642934, "capex_to_revenue": 0.14992286926340145, "working_capital_to_revenue": 1.0396259159274972, "capital_efficiency": -0.03625086788293915, "financial_health": -2.0958175017950977, "margin_quality": 0.2842283502660861, "growth_momentum": 0.13199233716475095, "company_age_years": 14.379192334017796, "ebitda": 92700000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 140.02726656869947, "revenue_cagr_3y": 0.23110794787570899, "revenue_cagr_5y": 0.24329592682675694, "earnings_cagr_3y": 0.4344484562880939, "quarterly_revenue_growth_yoy": 0.2503047541649736, "quarterly_earnings_growth_yoy": 2.7076023391812867, "revenue_growth_qoq": 0.11647314949201741, "gross_margin": 0.6928826779330517, "operating_margin": 0.1615209619759506, "net_margin": 0.09489762755931101, "roa_ttm": 0.008492776259273721, "roe_ttm": 0.03127808736293367, "debt_to_ebitda": 9.360029390154299, "net_debt_to_ebitda": 3.543717854518736, "interest_coverage": 9.013245033112582, "debt_to_equity": 2.2899514650368507, "current_ratio": 5.812062937062937, "quick_ratio": 4.486888111888112, "fcf_to_ebitda": -1.40191036002939, "capex_to_revenue": 0.1116672733891518, "working_capital_to_revenue": 1.0020021842009466, "capital_efficiency": 0.019885431811103697, "financial_health": -1.858459414482212, "margin_quality": 0.31643375582277106, "growth_momentum": 1.47895354667313, "company_age_years": 14.63107460643395, "ebitda": 136100000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 201.26705362182503, "revenue_cagr_3y": 0.20862319433228826, "revenue_cagr_5y": 0.231492624605677, "earnings_cagr_3y": 0.5069162334686286, "quarterly_revenue_growth_yoy": 0.20149496262593436, "quarterly_earnings_growth_yoy": -0.4178082191780822, "revenue_growth_qoq": 0.08480046948356808, "gross_margin": 0.5877738707059779, "operating_margin": 0.0635650527454693, "net_margin": 0.045983229645658645, "roa_ttm": 0.0020434454266802897, "roe_ttm": 0.009655751469353484, "debt_to_ebitda": 13.22107243650047, "net_debt_to_ebitda": 7.3518344308560675, "interest_coverage": 11.554347826086957, "debt_to_equity": 2.950041981528128, "current_ratio": 3.561283246503976, "quick_ratio": 2.6103646833013436, "fcf_to_ebitda": -0.3603010348071496, "capex_to_revenue": 0.12050869531908373, "working_capital_to_revenue": 0.7156209300543936, "capital_efficiency": 0.005849598448016887, "financial_health": -2.6076073136144915, "margin_quality": 0.23244071769903527, "growth_momentum": -0.10815662827607392, "company_age_years": 15.630390143737166, "ebitda": 106300000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 121.4163935446686, "revenue_cagr_3y": 0.20555273475361857, "revenue_cagr_5y": 0.26119131233972537, "earnings_cagr_3y": 0.23765628517394766, "quarterly_revenue_growth_yoy": 0.324315297261189, "quarterly_earnings_growth_yoy": 1.78, "revenue_growth_qoq": 0.10723261658754538, "gross_margin": 0.6680958385876419, "operating_margin": 0.07843631778058008, "net_margin": 0.06885245901639345, "roa_ttm": 0.026364322239919524, "roe_ttm": 0.11355840404405128, "debt_to_ebitda": 8.056484149855908, "net_debt_to_ebitda": 4.847262247838617, "interest_coverage": 17.88659793814433, "debt_to_equity": 2.5235602094240837, "current_ratio": 3.3063529411764705, "quick_ratio": 2.3385882352941176, "fcf_to_ebitda": -0.14755043227665707, "capex_to_revenue": 0.12115213978568015, "working_capital_to_revenue": 0.6690328305235137, "capital_efficiency": 0.0699613631419854, "financial_health": -2.237462275858528, "margin_quality": 0.2717948717948718, "growth_momentum": 1.0521576486305946, "company_age_years": 16.125941136208077, "ebitda": 173500000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 53.11098252427185, "revenue_cagr_3y": 0.22741194632374517, "revenue_cagr_5y": 0.23423620979983606, "earnings_cagr_3y": 0.6477947805256745, "quarterly_revenue_growth_yoy": 0.26965962441314556, "quarterly_earnings_growth_yoy": 10.98076923076923, "revenue_growth_qoq": 0.09129886506935687, "gross_margin": 0.6778368384562052, "operating_margin": 0.12664663739311302, "net_margin": 0.11994453431938988, "roa_ttm": 0.048628277343275114, "roe_ttm": 0.19753086419753085, "debt_to_ebitda": 5.995778809624314, "net_debt_to_ebitda": 3.5445335584634865, "interest_coverage": 22.778846153846153, "debt_to_equity": 2.3381069958847736, "current_ratio": 3.2226406734603454, "quick_ratio": 2.312583074878157, "fcf_to_ebitda": -0.06247361756015196, "capex_to_revenue": 0.10661528580603725, "working_capital_to_revenue": 0.6443802183686577, "capital_efficiency": 0.12307957077040299, "financial_health": -2.0208113484658, "margin_quality": 0.308142670056236, "growth_momentum": 5.625214427591188, "company_age_years": 16.37782340862423, "ebitda": 236900000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 36.71654176008968, "revenue_cagr_3y": 0.20523032246358675, "revenue_cagr_5y": 0.22586711877174248, "earnings_cagr_3y": 3.4111516940565627, "quarterly_revenue_growth_yoy": 0.2334543423624686, "quarterly_earnings_growth_yoy": 1.1638655462184875, "revenue_growth_qoq": -0.13358179678305218, "gross_margin": 0.694589087616029, "operating_margin": 0.12882046637989586, "net_margin": 0.11659497396422912, "roa_ttm": 0.08917682926829268, "roe_ttm": 0.2959403060579234, "debt_to_ebitda": 3.9279708520179373, "net_debt_to_ebitda": 1.9747757847533631, "interest_coverage": 33.345794392523366, "debt_to_equity": 1.7724800809409385, "current_ratio": 3.703977798334875, "quick_ratio": 2.708140610545791, "fcf_to_ebitda": 0.4772982062780269, "capex_to_revenue": 0.03734486437917673, "working_capital_to_revenue": 0.6565957207839613, "capital_efficiency": 0.19255856766310803, "financial_health": -1.4576962765703128, "margin_quality": 0.3133348426533847, "growth_momentum": 0.6986599442904781, "company_age_years": 16.878850102669404, "ebitda": 356800000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 42.61803910950662, "revenue_cagr_3y": 0.25433425253415654, "revenue_cagr_5y": 0.23137847233542352, "earnings_cagr_3y": 0.8322176078960739, "quarterly_revenue_growth_yoy": 0.25699098682690086, "quarterly_earnings_growth_yoy": 0.4932562620423892, "revenue_growth_qoq": 0.11340839303991812, "gross_margin": 0.6933259790402647, "operating_margin": 0.1619783048354477, "net_margin": 0.1424894282037139, "roa_ttm": 0.13912209955708335, "roe_ttm": 0.3764758497316637, "debt_to_ebitda": 3.3653429602888085, "net_debt_to_ebitda": 1.193020457280385, "interest_coverage": 33.78048780487805, "debt_to_equity": 1.2507155635062612, "current_ratio": 3.6380877123666533, "quick_ratio": 2.7591860924535756, "fcf_to_ebitda": 0.5942238267148015, "capex_to_revenue": 0.037905136347598165, "working_capital_to_revenue": 0.6731186047683855, "capital_efficiency": 0.2577989746443735, "financial_health": -0.9148077641502304, "margin_quality": 0.33259790402647543, "growth_momentum": 0.37512362443464503, "company_age_years": 17.37987679671458, "ebitda": 415500000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 46.65660734009913, "revenue_cagr_3y": 0.2475849807426671, "revenue_cagr_5y": 0.23330998173426054, "earnings_cagr_3y": 0.5108297906921775, "quarterly_revenue_growth_yoy": 0.17202824637112593, "quarterly_earnings_growth_yoy": -0.02516940948693127, "revenue_growth_qoq": 0.09854752711895569, "gross_margin": 0.7211715481171548, "operating_margin": 0.18292887029288704, "net_margin": 0.16853556485355647, "roa_ttm": 0.13547300579719532, "roe_ttm": 0.3452459557609772, "debt_to_ebitda": 3.2617417984422943, "net_debt_to_ebitda": 1.0115647864054755, "interest_coverage": 48.701149425287355, "debt_to_equity": 1.140640475404424, "current_ratio": 3.5412566237698715, "quick_ratio": 2.7267221801665404, "fcf_to_ebitda": 0.6877507670521595, "capex_to_revenue": 0.06236725236532149, "working_capital_to_revenue": 0.6481946321683723, "capital_efficiency": 0.24035948077908625, "financial_health": -0.7609689685267906, "margin_quality": 0.3575453277545328, "growth_momentum": 0.07342941844209733, "company_age_years": 17.631759069130734, "ebitda": 423700000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 64.15851106403014, "revenue_cagr_3y": 0.05895321870090631, "revenue_cagr_5y": 0.05645671389253404, "earnings_cagr_3y": 0.5659655505218084, "quarterly_revenue_growth_yoy": 0.022205681677211264, "quarterly_earnings_growth_yoy": 0.8974789915966387, "revenue_growth_qoq": 0.043963005194476115, "gross_margin": 0.529126213592233, "operating_margin": 0.16152912621359222, "net_margin": 0.1370145631067961, "roa_ttm": -0.011154355980483402, "roe_ttm": -0.032292304551949376, "debt_to_ebitda": 15.295668549905837, "net_debt_to_ebitda": 12.586629001883239, "interest_coverage": 6.156521739130435, "debt_to_equity": 1.3263114921412533, "current_ratio": 1.2916126943005182, "quick_ratio": 0.9916612694300518, "fcf_to_ebitda": 2.6365348399246704, "capex_to_revenue": 0.03339257319240482, "working_capital_to_revenue": 0.11230630125027281, "capital_efficiency": -0.021723330266216388, "financial_health": -1.0300658322222613, "margin_quality": 0.2758899676375404, "growth_momentum": 0.459842336636925, "company_age_years": 28.024640657084188, "ebitda": 212400000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 66.90447015857761, "revenue_cagr_3y": 0.049966077791220975, "revenue_cagr_5y": 0.05510810224365592, "earnings_cagr_3y": 0.26242586970888193, "quarterly_revenue_growth_yoy": 0.0132021422344003, "quarterly_earnings_growth_yoy": -0.3893591293833132, "revenue_growth_qoq": -0.012742718446601941, "gross_margin": 0.517639827904118, "operating_margin": 0.12194222495390289, "net_margin": 0.06207744314689613, "roa_ttm": -0.015392274820561757, "roe_ttm": -0.04582509881422925, "debt_to_ebitda": 15.878423834694859, "net_debt_to_ebitda": 12.674675636713118, "interest_coverage": 6.067055393586005, "debt_to_equity": 1.3604660737812913, "current_ratio": 1.2285755026379581, "quick_ratio": 0.9547269356908599, "fcf_to_ebitda": 3.014416146083614, "capex_to_revenue": 0.03281643307747289, "working_capital_to_revenue": 0.09963019360452469, "capital_efficiency": -0.0306086868173955, "financial_health": -1.0213524944303316, "margin_quality": 0.2338864986683057, "growth_momentum": -0.18807849357445644, "company_age_years": 28.27652292950034, "ebitda": 208100000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 66.22112098298676, "revenue_cagr_3y": 0.06115334892228019, "revenue_cagr_5y": 0.06285739348758668, "earnings_cagr_3y": 0.05112994407564897, "quarterly_revenue_growth_yoy": 0.05005688282138794, "quarterly_earnings_growth_yoy": -0.7575608556675683, "revenue_growth_qoq": 0.02114320835894284, "gross_margin": 0.5225713253882268, "operating_margin": 0.1691344649091128, "net_margin": 0.11869507644155532, "roa_ttm": -0.06050638389958883, "roe_ttm": -0.17515870364183095, "debt_to_ebitda": 14.787334593572778, "net_debt_to_ebitda": 13.317107750472589, "interest_coverage": 5.861495844875346, "debt_to_equity": 1.3067991981289675, "current_ratio": 1.3008258327920572, "quick_ratio": 0.9124060499211283, "fcf_to_ebitda": 2.655954631379962, "capex_to_revenue": 0.03266308518802763, "working_capital_to_revenue": 0.0995241749808135, "capital_efficiency": -0.1178325437707099, "financial_health": -1.1278125606216858, "margin_quality": 0.2701336222462983, "growth_momentum": -0.35375198642309014, "company_age_years": 28.528405201916495, "ebitda": 211600000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 28.768849202273977, "revenue_cagr_3y": 0.059157850512900234, "revenue_cagr_5y": 0.061458088252970944, "earnings_cagr_3y": 0.034562136972640545, "quarterly_revenue_growth_yoy": 0.03446601941747573, "quarterly_earnings_growth_yoy": -0.1682905225863596, "revenue_growth_qoq": 0.041544477028347994, "gross_margin": 0.5218207414359456, "operating_margin": 0.17045987799155327, "net_margin": 0.11015954950727358, "roa_ttm": -0.004538206795044769, "roe_ttm": -0.013354387547935935, "debt_to_ebitda": 5.603154227030992, "net_debt_to_ebitda": 4.818448560425454, "interest_coverage": 15.535612535612536, "debt_to_equity": 1.378479584931198, "current_ratio": 1.5679669030732861, "quick_ratio": 1.107072498029945, "fcf_to_ebitda": 0.9534201357051164, "capex_to_revenue": 0.034479638009049775, "working_capital_to_revenue": 0.1739366515837104, "capital_efficiency": -0.008946297171490352, "financial_health": -1.1938584321357533, "margin_quality": 0.26748005631159083, "growth_momentum": -0.06691225158444193, "company_age_years": 29.023956194387406, "ebitda": 545300000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 31.738073505114084, "revenue_cagr_3y": 0.06006921111301056, "revenue_cagr_5y": 0.055591300586287584, "earnings_cagr_3y": -0.24333364806651003, "quarterly_revenue_growth_yoy": 0.0642901044867855, "quarterly_earnings_growth_yoy": -0.2099009900990099, "revenue_growth_qoq": 0.015720319099014547, "gross_margin": 0.44663894663894665, "operating_margin": 0.08778008778008778, "net_margin": 0.04608454608454608, "roa_ttm": -0.006080682488541997, "roe_ttm": -0.01763854152955114, "debt_to_ebitda": 6.009047993705743, "net_debt_to_ebitda": 4.825334382376082, "interest_coverage": 14.60919540229885, "debt_to_equity": 1.3404414023079285, "current_ratio": 1.6751705448088963, "quick_ratio": 1.259415007943183, "fcf_to_ebitda": 1.054091266719119, "capex_to_revenue": 0.03373622783832744, "working_capital_to_revenue": 0.21456359694710897, "capital_efficiency": -0.011859612009046568, "financial_health": -1.1303305840809448, "margin_quality": 0.19350119350119352, "growth_momentum": -0.0728054428061122, "company_age_years": 29.27583846680356, "ebitda": 508400000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 35.425777564373156, "revenue_cagr_3y": 0.05014003734495209, "revenue_cagr_5y": 0.05433551156906313, "earnings_cagr_3y": 0.6464980905163706, "quarterly_revenue_growth_yoy": 0.023835319609967497, "quarterly_earnings_growth_yoy": 2.915821501014199, "revenue_growth_qoq": -0.017671517671517672, "gross_margin": 0.5100529100529101, "operating_margin": 0.14673721340388007, "net_margin": 0.45396825396825397, "roa_ttm": 0.03917996165972211, "roe_ttm": 0.10987204549493514, "debt_to_ebitda": 6.486703250316589, "net_debt_to_ebitda": 5.704094554664415, "interest_coverage": 14.445121951219512, "debt_to_equity": 1.365470055091523, "current_ratio": 1.5696348126138215, "quick_ratio": 1.2046391258506661, "fcf_to_ebitda": 1.1319121992401857, "capex_to_revenue": 0.036166632222255024, "working_capital_to_revenue": 0.17545983289539724, "capital_efficiency": 0.07452600357732862, "financial_health": -1.1716607885574135, "margin_quality": 0.3702527924750147, "growth_momentum": 1.4698284103120831, "company_age_years": 29.527720739219713, "ebitda": 473800000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 24.672920143590922, "revenue_cagr_3y": 0.17600316884175515, "revenue_cagr_5y": 0.13512753824287316, "earnings_cagr_3y": -0.2530422733918044, "quarterly_revenue_growth_yoy": 0.3073340602310859, "quarterly_earnings_growth_yoy": -0.47421571713356414, "revenue_growth_qoq": 0.2628940369097994, "gross_margin": 0.3849775654287783, "operating_margin": 0.07551787007344574, "net_margin": 0.032399206061859934, "roa_ttm": 0.01764803843086431, "roe_ttm": 0.03173444458672324, "debt_to_ebitda": 5.936934137964805, "net_debt_to_ebitda": 5.155626623080586, "interest_coverage": 16.724217779283858, "debt_to_equity": 0.5908622061256734, "current_ratio": 2.68274578437092, "quick_ratio": 2.104069783593077, "fcf_to_ebitda": 0.25271596891790127, "capex_to_revenue": 0.05395500977009308, "working_capital_to_revenue": 0.2954626380519517, "capital_efficiency": 0.024691241508793774, "financial_health": -0.5077665595436349, "margin_quality": 0.16429821385469465, "growth_momentum": -0.08344082845123912, "company_age_years": 23.581108829568787, "ebitda": 296119000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 20.96382290803241, "revenue_cagr_3y": 0.17251976113685497, "revenue_cagr_5y": 0.12813607379133418, "earnings_cagr_3y": 0.1174427085208507, "quarterly_revenue_growth_yoy": 0.3760213855559786, "quarterly_earnings_growth_yoy": 0.3947196792193048, "revenue_growth_qoq": 0.11571098841419261, "gross_margin": 0.3822943542954495, "operating_margin": 0.14389295891359555, "net_margin": 0.08364757916025016, "roa_ttm": 0.020717243102669154, "roe_ttm": 0.03644848188089606, "debt_to_ebitda": 4.532470395829321, "net_debt_to_ebitda": 3.837987111754872, "interest_coverage": 31.44182169182169, "debt_to_equity": 0.5344164912737932, "current_ratio": 2.427634633530202, "quick_ratio": 1.9463837286510937, "fcf_to_ebitda": 0.3579795205840736, "capex_to_revenue": 0.05646285182359552, "working_capital_to_revenue": 0.2554619423932134, "capital_efficiency": 0.028582862491782608, "financial_health": -0.46936688793216175, "margin_quality": 0.20327829745643175, "growth_momentum": 0.3853705323876417, "company_age_years": 23.83025325119781, "ebitda": 358311000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 23.072022985603027, "revenue_cagr_3y": 0.13789221761671477, "revenue_cagr_5y": 0.12527819344393887, "earnings_cagr_3y": 0.3326851871477401, "quarterly_revenue_growth_yoy": -0.04764261926319516, "quarterly_earnings_growth_yoy": 0.19991322493336913, "revenue_growth_qoq": -0.10749586384982729, "gross_margin": 0.42127658874538626, "operating_margin": 0.14187517681968012, "net_margin": 0.09552703778513201, "roa_ttm": 0.023662286717534124, "roe_ttm": 0.040865317286876306, "debt_to_ebitda": 7.130430432099795, "net_debt_to_ebitda": 6.427997264980071, "interest_coverage": 33.67086475212578, "debt_to_equity": 1.0222935266522888, "current_ratio": 2.9126583960884895, "quick_ratio": 2.2977832324254925, "fcf_to_ebitda": 0.5965273823619803, "capex_to_revenue": 0.0673946363417394, "working_capital_to_revenue": 0.26191728283860155, "capital_efficiency": 0.032263802002205216, "financial_health": -0.4528335853271661, "margin_quality": 0.2195596011167328, "growth_momentum": 0.07613530283508699, "company_age_years": 25.078713210130047, "ebitda": 419741000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 19.8602826704386, "revenue_cagr_3y": 0.11076916193132869, "revenue_cagr_5y": 0.12220280101327141, "earnings_cagr_3y": 0.2763073741982691, "quarterly_revenue_growth_yoy": -0.018959956065375958, "quarterly_earnings_growth_yoy": 0.5948881631037213, "revenue_growth_qoq": 0.04308643274930753, "gross_margin": 0.420079191496139, "operating_margin": 0.15535062973166036, "net_margin": 0.10164485562768959, "roa_ttm": 0.028061573243317352, "roe_ttm": 0.047420241564914506, "debt_to_ebitda": 3.481132477912864, "net_debt_to_ebitda": 2.8173890591497437, "interest_coverage": 35.11748009146101, "debt_to_equity": 0.5117104230933867, "current_ratio": 2.7954254769096796, "quick_ratio": 2.183688464364438, "fcf_to_ebitda": 0.6253033823909114, "capex_to_revenue": 0.0678790515181204, "working_capital_to_revenue": 0.25670930856010266, "capital_efficiency": 0.037740907404115925, "financial_health": -0.4192600801644649, "margin_quality": 0.2256915589518296, "growth_momentum": 0.2879641035191727, "company_age_years": 25.3305954825462, "ebitda": 445395000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 21.050810781988172, "revenue_cagr_3y": 0.02962094043631658, "revenue_cagr_5y": 0.11047070468502973, "earnings_cagr_3y": 0.20454093459676037, "quarterly_revenue_growth_yoy": 0.09087166031580035, "quarterly_earnings_growth_yoy": 0.20858396079495936, "revenue_growth_qoq": -0.09295599007046224, "gross_margin": 0.4389231963697056, "operating_margin": 0.15799013494488398, "net_margin": 0.1213972959358671, "roa_ttm": 0.06093056936285153, "roe_ttm": 0.09819716598017506, "debt_to_ebitda": 1.8740994315887938, "net_debt_to_ebitda": 1.511408596400621, "interest_coverage": 61.47134294811762, "debt_to_equity": 0.3790882101151247, "current_ratio": 2.4129961596583898, "quick_ratio": 1.8732525521403782, "fcf_to_ebitda": 0.5123165917875169, "capex_to_revenue": 0.07456583392454444, "working_capital_to_revenue": 0.2153034189313133, "capital_efficiency": 0.0795638676715133, "financial_health": -0.32736013673624287, "margin_quality": 0.23943687575015224, "growth_momentum": 0.14972781055537987, "company_age_years": 27.077344284736483, "ebitda": 656391000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 29.33108982811933, "revenue_cagr_3y": 0.06914952302395228, "revenue_cagr_5y": 0.055084409289540615, "earnings_cagr_3y": 0.06530169404784658, "quarterly_revenue_growth_yoy": 0.04476914115524352, "quarterly_earnings_growth_yoy": 0.0920423139235681, "revenue_growth_qoq": 0.06981849729941333, "gross_margin": 0.4275568533014226, "operating_margin": 0.1817599675618476, "net_margin": 0.1416548402569339, "roa_ttm": 0.06563841976179116, "roe_ttm": 0.11137973571189874, "debt_to_ebitda": 2.8600744076116826, "net_debt_to_ebitda": 2.443730632222282, "interest_coverage": 68.150891223733, "debt_to_equity": 0.44726073386774046, "current_ratio": 2.324869975705077, "quick_ratio": 1.7434286087054502, "fcf_to_ebitda": 0.7842931229814813, "capex_to_revenue": 0.07372114757739585, "working_capital_to_revenue": 0.2192386666705921, "capital_efficiency": 0.08850907773684495, "financial_health": -0.40338236557579876, "margin_quality": 0.250323887040068, "growth_momentum": 0.06840572753940581, "company_age_years": 28.583162217659137, "ebitda": 606474781.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 29.50771329038028, "revenue_cagr_3y": 0.06854764699856819, "revenue_cagr_5y": 0.048216481002836487, "earnings_cagr_3y": 0.05913912686526679, "quarterly_revenue_growth_yoy": 0.06141014907817947, "quarterly_earnings_growth_yoy": -0.2909030458334685, "revenue_growth_qoq": 0.0798678244186104, "gross_margin": 0.43688661306811094, "operating_margin": 0.16722245690193022, "net_margin": 0.10010291563779648, "roa_ttm": 0.06024499917940166, "roe_ttm": 0.10178138430021781, "debt_to_ebitda": 2.767492633669549, "net_debt_to_ebitda": 2.402756596084386, "interest_coverage": 59.72261764124852, "debt_to_equity": 0.42999556979525466, "current_ratio": 2.096750415282392, "quick_ratio": 1.5515763427464009, "fcf_to_ebitda": 0.7448797998264666, "capex_to_revenue": 0.07699454130449404, "working_capital_to_revenue": 0.20396785989080035, "capital_efficiency": 0.08101319173980974, "financial_health": -0.3905997443157776, "margin_quality": 0.23473732853594587, "growth_momentum": -0.11474644837764451, "company_age_years": 28.829568788501028, "ebitda": 604631781.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 43.175524516195885, "revenue_cagr_3y": 0.20803994000406267, "revenue_cagr_5y": 0.1311376456686144, "earnings_cagr_3y": -0.03490919324630504, "quarterly_revenue_growth_yoy": 0.5830370887622796, "quarterly_earnings_growth_yoy": -0.34227927978990724, "revenue_growth_qoq": 0.23601591041921807, "gross_margin": 0.40129492015355245, "operating_margin": 0.09733037590278909, "net_margin": 0.058166977865219696, "roa_ttm": 0.021251232083732682, "roe_ttm": 0.03815991337418225, "debt_to_ebitda": 6.34950310703066, "net_debt_to_ebitda": 5.6498558491556325, "interest_coverage": 23.79426901371766, "debt_to_equity": 0.5317580888171319, "current_ratio": 2.4241117167981203, "quick_ratio": 1.7056042947635297, "fcf_to_ebitda": 0.7305781710314608, "capex_to_revenue": 0.06805987324909261, "working_capital_to_revenue": 0.29079161362855527, "capital_efficiency": 0.029705572728957467, "financial_health": -0.4901409089445047, "margin_quality": 0.18559742464052043, "growth_momentum": 0.12037890448618616, "company_age_years": 29.3305954825462, "ebitda": 548124781.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 32.857751483952306, "revenue_cagr_3y": 0.20194903600706704, "revenue_cagr_5y": 0.13326810503035258, "earnings_cagr_3y": 0.4406405215197202, "quarterly_revenue_growth_yoy": 0.49454213251183055, "quarterly_earnings_growth_yoy": 0.24876950466017383, "revenue_growth_qoq": 0.01001349223256766, "gross_margin": 0.4451008336841827, "operating_margin": 0.16785597007703246, "net_margin": 0.11836015917668827, "roa_ttm": 0.023803319872786628, "roe_ttm": 0.042009949470603075, "debt_to_ebitda": 3.986978706537986, "net_debt_to_ebitda": 3.558281241792299, "interest_coverage": 36.46458578207305, "debt_to_equity": 0.5041926159051728, "current_ratio": 2.131017453143678, "quick_ratio": 1.4734984911097668, "fcf_to_ebitda": 0.4914818988859016, "capex_to_revenue": 0.0680937374129248, "working_capital_to_revenue": 0.2407742256248898, "capital_efficiency": 0.03290663467169485, "financial_health": -0.4486715819140315, "margin_quality": 0.24377232097930115, "growth_momentum": 0.37165581858600216, "company_age_years": 29.582477754962355, "ebitda": 837628000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 20.271717205545837, "revenue_cagr_3y": 0.16237969786621753, "revenue_cagr_5y": 0.12934806006477295, "earnings_cagr_3y": 0.05531914537886973, "quarterly_revenue_growth_yoy": 0.005809072343339915, "quarterly_earnings_growth_yoy": -0.13815394076620963, "revenue_growth_qoq": 0.012891945720052277, "gross_margin": 0.4288647805827989, "operating_margin": 0.15691113607468457, "net_margin": 0.10141908594943726, "roa_ttm": -0.0026942782189948744, "roe_ttm": -0.00481889640681038, "debt_to_ebitda": 2.941955286023734, "net_debt_to_ebitda": 2.69553166638663, "interest_coverage": 36.85497216289086, "debt_to_equity": 0.5128136803795498, "current_ratio": 2.481773655074913, "quick_ratio": 1.609966388643706, "fcf_to_ebitda": 0.33185115850339914, "capex_to_revenue": 0.0760066291948806, "working_capital_to_revenue": 0.24670693406426172, "capital_efficiency": -0.003756587312902627, "financial_health": -0.4730724223772406, "margin_quality": 0.2290650008689736, "growth_momentum": -0.06617243421143486, "company_age_years": 30.581793292265573, "ebitda": 1052541150.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 22.11836475141546, "revenue_cagr_3y": 0.2094320828103653, "revenue_cagr_5y": 0.131248496296412, "earnings_cagr_3y": 0.11895465962701368, "quarterly_revenue_growth_yoy": 0.023255693299818157, "quarterly_earnings_growth_yoy": 0.11556137420432486, "revenue_growth_qoq": -0.14546910575035185, "gross_margin": 0.4470257380094069, "operating_margin": 0.16711453405735743, "net_margin": 0.1044071841309598, "roa_ttm": 0.011022701351398968, "roe_ttm": 0.019240181717772902, "debt_to_ebitda": 2.5822590202179594, "net_debt_to_ebitda": 2.397998567616862, "interest_coverage": 34.98992953611274, "debt_to_equity": 0.4731916433649512, "current_ratio": 2.2902579852995397, "quick_ratio": 1.423389720050828, "fcf_to_ebitda": 0.43605939978138425, "capex_to_revenue": 0.0627188933251002, "working_capital_to_revenue": 0.22956972227605324, "capital_efficiency": 0.015131441534585935, "financial_health": -0.44357980158815724, "margin_quality": 0.23951581873257474, "growth_momentum": 0.06940853375207151, "company_age_years": 31.077344284736483, "ebitda": 1132169150.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 19.722215196099096, "revenue_cagr_3y": 0.10861335240599002, "revenue_cagr_5y": 0.11649931240375211, "earnings_cagr_3y": -0.44222279543898, "quarterly_revenue_growth_yoy": 0.15349852299281336, "quarterly_earnings_growth_yoy": -0.7980489829804899, "revenue_growth_qoq": 0.0390809619318069, "gross_margin": 0.4320114667940755, "operating_margin": 0.0190285077241599, "net_margin": 0.0061984392419175026, "roa_ttm": 0.02048225850735662, "roe_ttm": 0.03914680824793185, "debt_to_ebitda": 4.605764231412391, "net_debt_to_ebitda": 4.362407430827818, "interest_coverage": 23.548312375909994, "debt_to_equity": 0.6744865621270115, "current_ratio": 2.7094782126006107, "quick_ratio": 1.3575030067536313, "fcf_to_ebitda": 0.1219172884785633, "capex_to_revenue": 0.06862813864885625, "working_capital_to_revenue": 0.25289165427773225, "capital_efficiency": 0.029814533377644233, "financial_health": -0.6352614222799989, "margin_quality": 0.15241280458671763, "growth_momentum": -0.3222752299938383, "company_age_years": 26.143737166324435, "ebitda": 71163000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 19.272931983525154, "revenue_cagr_3y": 0.09532907858819595, "revenue_cagr_5y": 0.11603689604726553, "earnings_cagr_3y": 0.04699258013919594, "quarterly_revenue_growth_yoy": 0.13952631426837375, "quarterly_earnings_growth_yoy": 0.1711655484474957, "revenue_growth_qoq": 0.004714126453256888, "gross_margin": 0.4454554100751355, "operating_margin": 0.07989728307389912, "net_margin": 0.04759217576007355, "roa_ttm": 0.021340619408296325, "roe_ttm": 0.04038627910291074, "debt_to_ebitda": 4.161989812284281, "net_debt_to_ebitda": 3.9160090842603643, "interest_coverage": 29.10268857356236, "debt_to_equity": 0.6511042997737806, "current_ratio": 2.7558048703173292, "quick_ratio": 1.3894102863094497, "fcf_to_ebitda": 0.23794859950986053, "capex_to_revenue": 0.058051994077881815, "working_capital_to_revenue": 0.256843722985304, "capital_efficiency": 0.030863449255603533, "financial_health": -0.6106975499872223, "margin_quality": 0.19098162296970275, "growth_momentum": 0.15534593135793473, "company_age_years": 26.39561943874059, "ebitda": 77937000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 22.440614629173037, "revenue_cagr_3y": 0.13123451944195796, "revenue_cagr_5y": 0.13161245947230826, "earnings_cagr_3y": 0.3665431464574229, "quarterly_revenue_growth_yoy": 0.2348432194133884, "quarterly_earnings_growth_yoy": 0.3008230452674897, "revenue_growth_qoq": 0.09048980236045105, "gross_margin": 0.4510396732225849, "operating_margin": 0.07162729363330814, "net_margin": 0.05083382918160912, "roa_ttm": 0.031149849170652496, "roe_ttm": 0.0491611176295834, "debt_to_ebitda": 2.5166921548432737, "net_debt_to_ebitda": 2.124746418651103, "interest_coverage": 58.64734594264796, "debt_to_equity": 0.3629685422862133, "current_ratio": 2.571719439296249, "quick_ratio": 1.382407963315844, "fcf_to_ebitda": 0.32264910583315126, "capex_to_revenue": 0.04716142006342331, "working_capital_to_revenue": 0.26867596399269383, "capital_efficiency": 0.040155483400117944, "financial_health": -0.3016901790156278, "margin_quality": 0.19116693201250076, "growth_momentum": 0.26783313234043904, "company_age_years": 26.8911704312115, "ebitda": 96123000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 25.679656296909776, "revenue_cagr_3y": 0.12864010838199014, "revenue_cagr_5y": 0.13303493019409673, "earnings_cagr_3y": -0.07755406894295014, "quarterly_revenue_growth_yoy": 0.21039216307897157, "quarterly_earnings_growth_yoy": -0.09325872635225153, "revenue_growth_qoq": 0.06445964859454546, "gross_margin": 0.44870270355217734, "operating_margin": 0.06924676658093108, "net_margin": 0.03565273419697533, "roa_ttm": 0.024755106758252977, "roe_ttm": 0.040694390641310356, "debt_to_ebitda": 2.8828821367565607, "net_debt_to_ebitda": 2.5481236088824475, "interest_coverage": 53.6340921710161, "debt_to_equity": 0.4117373960203095, "current_ratio": 2.734137692440754, "quick_ratio": 1.3910482615464452, "fcf_to_ebitda": 0.22285832600031058, "capex_to_revenue": 0.05660491418585097, "working_capital_to_revenue": 0.2754694635722647, "capital_efficiency": 0.03272474869978167, "financial_health": -0.3538820285231571, "margin_quality": 0.18453406811002793, "growth_momentum": 0.05856671836336002, "company_age_years": 27.394934976043807, "ebitda": 96595000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 30.073642980165566, "revenue_cagr_3y": 0.16148693678188142, "revenue_cagr_5y": 0.14327565163805644, "earnings_cagr_3y": 0.006083264174014058, "quarterly_revenue_growth_yoy": 0.18686027275543787, "quarterly_earnings_growth_yoy": -0.6440586367628184, "revenue_growth_qoq": 0.06358402698837592, "gross_margin": 0.4336986233900559, "operating_margin": 0.04324870096288817, "net_margin": 0.02595119068140961, "roa_ttm": 0.014537047288031362, "roe_ttm": 0.0261273966574245, "debt_to_ebitda": 4.295016389799433, "net_debt_to_ebitda": 3.9153175176398687, "interest_coverage": 37.529190992493746, "debt_to_equity": 0.5613998904883146, "current_ratio": 2.7885854056257644, "quick_ratio": 1.4293028944150021, "fcf_to_ebitda": 0.08896049780543364, "capex_to_revenue": 0.06248601638813505, "working_capital_to_revenue": 0.2887138762177258, "capital_efficiency": 0.02033222197272793, "financial_health": -0.5036732376572678, "margin_quality": 0.16763283834478457, "growth_momentum": -0.22859918200369025, "company_age_years": 27.641341546885695, "ebitda": 89995000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 31.392902279861225, "revenue_cagr_3y": 0.17641219789434204, "revenue_cagr_5y": 0.1539403177206733, "earnings_cagr_3y": 0.13917087074461043, "quarterly_revenue_growth_yoy": 0.2050989284316721, "quarterly_earnings_growth_yoy": 0.1537488136665612, "revenue_growth_qoq": 0.10724751890068215, "gross_margin": 0.44486010408789645, "operating_margin": 0.06723010542235666, "net_margin": 0.04866776388950669, "roa_ttm": 0.01506128837639048, "roe_ttm": 0.027811067223069155, "debt_to_ebitda": 4.270268874938047, "net_debt_to_ebitda": 3.820987526846192, "interest_coverage": 29.013780707010184, "debt_to_equity": 0.5914403063836603, "current_ratio": 2.657449460578535, "quick_ratio": 1.4449761451065233, "fcf_to_ebitda": 0.07806046588468528, "capex_to_revenue": 0.06972993901606232, "working_capital_to_revenue": 0.28990864312931425, "capital_efficiency": 0.021436177799729818, "financial_health": -0.5263005371270819, "margin_quality": 0.18691932446658657, "growth_momentum": 0.17942387104911667, "company_age_years": 27.890485968514717, "ebitda": 96848000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 28.936633005903456, "revenue_cagr_3y": 0.17658680480009914, "revenue_cagr_5y": 0.13982725813678787, "earnings_cagr_3y": 0.5109358670068174, "quarterly_revenue_growth_yoy": 0.23599145742373298, "quarterly_earnings_growth_yoy": 5.6564864107593165, "revenue_growth_qoq": -0.014016280414572306, "gross_margin": 0.4603422374006921, "operating_margin": 0.09501531631921104, "net_margin": 0.07497552546930195, "roa_ttm": 0.03025842766109645, "roe_ttm": 0.042931680840024654, "debt_to_ebitda": 1.691408812263639, "net_debt_to_ebitda": 1.2706762655178279, "interest_coverage": 53.02146844139116, "debt_to_equity": 0.22623972201371084, "current_ratio": 2.7723869122116933, "quick_ratio": 1.474772036474164, "fcf_to_ebitda": 0.18772826289406983, "capex_to_revenue": 0.07021529008175859, "working_capital_to_revenue": 0.2948877976109024, "capital_efficiency": 0.03659505425056055, "financial_health": -0.16274600212944673, "margin_quality": 0.2101110263964017, "growth_momentum": 2.9462389340915247, "company_age_years": 28.142368240930868, "ebitda": 123487000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 26.586435405419852, "revenue_cagr_3y": 0.1900276426733689, "revenue_cagr_5y": 0.14213154977724884, "earnings_cagr_3y": 0.1275701533985787, "quarterly_revenue_growth_yoy": 0.22185786052164255, "quarterly_earnings_growth_yoy": 0.3499853070819865, "revenue_growth_qoq": 0.052287522726349935, "gross_margin": 0.4487307555445039, "operating_margin": 0.05857259838198663, "net_margin": 0.03939138002735274, "roa_ttm": 0.025936227632881732, "roe_ttm": 0.04504516094449358, "debt_to_ebitda": 3.017279689683346, "net_debt_to_ebitda": 2.502943579484282, "interest_coverage": 57.03963414634146, "debt_to_equity": 0.4236305647128193, "current_ratio": 2.4513895621724275, "quick_ratio": 1.3248204946875553, "fcf_to_ebitda": 0.15421913059413728, "capex_to_revenue": 0.0751467284733102, "working_capital_to_revenue": 0.2882924215494028, "capital_efficiency": 0.03549069428868766, "financial_health": -0.35846570530110167, "margin_quality": 0.18223157798461442, "growth_momentum": 0.28592158380181454, "company_age_years": 28.39425051334702, "ebitda": 130963000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 27.21894218073727, "revenue_cagr_3y": 0.19958399819820638, "revenue_cagr_5y": 0.14857983453617885, "earnings_cagr_3y": 0.12499538914947861, "quarterly_revenue_growth_yoy": 0.17393060309798802, "quarterly_earnings_growth_yoy": 0.1757449231353198, "revenue_growth_qoq": 0.021865045509305507, "gross_margin": 0.4390033102719122, "operating_margin": 0.039954017008672155, "net_margin": 0.02599129847408632, "roa_ttm": 0.025413171909222015, "roe_ttm": 0.04567864858511388, "debt_to_ebitda": 2.879574386963306, "net_debt_to_ebitda": 2.529919297328975, "interest_coverage": 51.24131693198263, "debt_to_equity": 0.43381792150075893, "current_ratio": 2.363472842501639, "quick_ratio": 1.248807849421996, "fcf_to_ebitda": 0.1679222769026555, "capex_to_revenue": 0.07441722662942901, "working_capital_to_revenue": 0.26503947968939084, "capital_efficiency": 0.03554591024716795, "financial_health": -0.355953277502926, "margin_quality": 0.16831620858489024, "growth_momentum": 0.17483776311665392, "company_age_years": 28.640657084188913, "ebitda": 141631000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 25.08184352014847, "revenue_cagr_3y": 0.19148358472545857, "revenue_cagr_5y": 0.14673234687965286, "earnings_cagr_3y": -0.020109024015079968, "quarterly_revenue_growth_yoy": 0.1366576219919043, "quarterly_earnings_growth_yoy": -0.37309203911891053, "revenue_growth_qoq": 0.0720917645972922, "gross_margin": 0.4381603869574065, "operating_margin": 0.0477474445470626, "net_margin": 0.026842039353192557, "roa_ttm": 0.022412351275441056, "roe_ttm": 0.040877271412417496, "debt_to_ebitda": 2.8908243610212745, "net_debt_to_ebitda": 2.6507757808981864, "interest_coverage": 47.05040128410915, "debt_to_equity": 0.4456675520025245, "current_ratio": 2.418258746764391, "quick_ratio": 1.2684833277636491, "fcf_to_ebitda": 0.11316712381108336, "capex_to_revenue": 0.07439799576091206, "working_capital_to_revenue": 0.2639101001381761, "capital_efficiency": 0.031644811343929276, "financial_health": -0.38491732143254964, "margin_quality": 0.17091662361922055, "growth_momentum": -0.11821720856350312, "company_age_years": 28.889801505817932, "ebitda": 146562000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 32.92109888795887, "revenue_cagr_3y": 0.10804774795125782, "revenue_cagr_5y": 0.12384489080018435, "earnings_cagr_3y": -0.05530442755887621, "quarterly_revenue_growth_yoy": 0.00380993133071932, "quarterly_earnings_growth_yoy": 0.11447910535609182, "revenue_growth_qoq": 0.11725000114484066, "gross_margin": 0.41813300543088433, "operating_margin": 0.0002623219592171329, "net_margin": -0.012333230863818014, "roa_ttm": -0.017614979856451024, "roe_ttm": -0.03151085253636341, "debt_to_ebitda": 4.582984574913309, "net_debt_to_ebitda": 4.050269042209734, "interest_coverage": 38.06554392353209, "debt_to_equity": 0.41043029993457103, "current_ratio": 2.3361086177148787, "quick_ratio": 1.2121506931044306, "fcf_to_ebitda": 1.1520028697835705, "capex_to_revenue": 0.061135534290039456, "working_capital_to_revenue": 0.2579174158766457, "capital_efficiency": -0.024562916196407217, "financial_health": -0.34792839294223293, "margin_quality": 0.13535403217542782, "growth_momentum": 0.05914451834340557, "company_age_years": 30.143737166324435, "ebitda": 83630000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 33.496436150184884, "revenue_cagr_3y": 0.10562821195861494, "revenue_cagr_5y": 0.13264955702074865, "earnings_cagr_3y": 0.31220786742600315, "quarterly_revenue_growth_yoy": 0.00031792557439846156, "quarterly_earnings_growth_yoy": 4.657074910820452, "revenue_growth_qoq": 0.057501793216518084, "gross_margin": 0.430857661121533, "operating_margin": 0.06204167377249965, "net_margin": 0.05960372707399885, "roa_ttm": -0.005913857038829701, "roe_ttm": -0.010268367107425085, "debt_to_ebitda": 3.640004247965321, "net_debt_to_ebitda": 3.0905106247405363, "interest_coverage": 53.446336429308566, "debt_to_equity": 0.3933213363586574, "current_ratio": 2.3226903202092926, "quick_ratio": 1.2523404899353527, "fcf_to_ebitda": 1.1198602033230673, "capex_to_revenue": 0.051122811567890024, "working_capital_to_revenue": 0.25387420568019714, "capital_efficiency": -0.008091112073127394, "financial_health": -0.3243798223789834, "margin_quality": 0.18416768732267716, "growth_momentum": 2.328696418197425, "company_age_years": 30.39561943874059, "ebitda": 103579000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 32.24960008371558, "revenue_cagr_3y": 0.07026721750663345, "revenue_cagr_5y": 0.12508477396329654, "earnings_cagr_3y": 0.27644184347034306, "quarterly_revenue_growth_yoy": 0.02212503849707422, "quarterly_earnings_growth_yoy": 4.47431832593532, "revenue_growth_qoq": -0.03523588781569278, "gross_margin": 0.4495305588699666, "operating_margin": 0.05702394009151792, "net_margin": 0.04402341380321639, "roa_ttm": 0.0025845800647688864, "roe_ttm": 0.004370876386824096, "debt_to_ebitda": 3.007368714791496, "net_debt_to_ebitda": 2.497061234455936, "interest_coverage": 74.60897852960312, "debt_to_equity": 0.35309698451507743, "current_ratio": 2.1113839694141894, "quick_ratio": 1.1468715993027667, "fcf_to_ebitda": 1.1381045398259413, "capex_to_revenue": 0.042431208041573854, "working_capital_to_revenue": 0.23812938284036428, "capital_efficiency": 0.003477728225796491, "financial_health": -0.28491237027813976, "margin_quality": 0.18352597092156697, "growth_momentum": 2.248221682216197, "company_age_years": 30.642026009582477, "ebitda": 114674000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 28.29176983797258, "revenue_cagr_3y": 0.07633815316728199, "revenue_cagr_5y": 0.13160835511772184, "earnings_cagr_3y": -0.23407728066694533, "quarterly_revenue_growth_yoy": 0.2837098332654061, "quarterly_earnings_growth_yoy": 1.2579494175674257, "revenue_growth_qoq": 0.1261967032657997, "gross_margin": 0.44283956122357976, "operating_margin": 0.03173102648711317, "net_margin": 0.017536787657183625, "roa_ttm": 0.017196249618696622, "roe_ttm": 0.02845831561595028, "debt_to_ebitda": 2.2623812730111887, "net_debt_to_ebitda": 1.7633196280962136, "interest_coverage": 100.72582972582973, "debt_to_equity": 0.31824987858134646, "current_ratio": 2.135676435395339, "quick_ratio": 1.2120282615714801, "fcf_to_ebitda": 0.9492786842972365, "capex_to_revenue": 0.03488014646771727, "working_capital_to_revenue": 0.2319376038215041, "capital_efficiency": 0.02282728261732345, "financial_health": -0.24465095831003802, "margin_quality": 0.1640357917892922, "growth_momentum": 0.770829625416416, "company_age_years": 30.8911704312115, "ebitda": 139606000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 28.706023351422463, "revenue_cagr_3y": 0.06402871750315442, "revenue_cagr_5y": 0.11209780933848768, "earnings_cagr_3y": -0.10368609400602902, "quarterly_revenue_growth_yoy": 0.09446049800184445, "quarterly_earnings_growth_yoy": 4.977068793619143, "revenue_growth_qoq": -0.04745919914385089, "gross_margin": 0.451252897712165, "operating_margin": 0.05966197415184574, "net_margin": 0.04481669981012729, "roa_ttm": 0.026302272564062305, "roe_ttm": 0.04264853321965391, "debt_to_ebitda": 1.97940470317382, "net_debt_to_ebitda": 1.5261634599572438, "interest_coverage": 123.29683698296837, "debt_to_equity": 0.2969470364405709, "current_ratio": 2.170942733341141, "quick_ratio": 1.1962103290783463, "fcf_to_ebitda": 0.6933793783917119, "capex_to_revenue": 0.0312256049960968, "working_capital_to_revenue": 0.23710117873813272, "capital_efficiency": 0.034475402891858103, "financial_health": -0.225667879827965, "margin_quality": 0.18524385722471268, "growth_momentum": 2.535764645810494, "company_age_years": 31.143052703627653, "ebitda": 152025000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 24.43435293813967, "revenue_cagr_3y": 0.06087523453991395, "revenue_cagr_5y": 0.1204382970165514, "earnings_cagr_3y": 0.309101756498517, "quarterly_revenue_growth_yoy": 0.07940962155625494, "quarterly_earnings_growth_yoy": 0.3404213811939134, "revenue_growth_qoq": 0.04295916800551267, "gross_margin": 0.4625123881475949, "operating_margin": 0.07862344340232394, "net_margin": 0.07401648880398719, "roa_ttm": 0.02939645475867776, "roe_ttm": 0.04659939084380731, "debt_to_ebitda": 1.7047469702249585, "net_debt_to_ebitda": 1.2675430105445207, "interest_coverage": 140.23710407239818, "debt_to_equity": 0.25405967884177616, "current_ratio": 2.0408498391738616, "quick_ratio": 1.101616725918402, "fcf_to_ebitda": 0.7561273086305029, "capex_to_revenue": 0.027969269160949838, "working_capital_to_revenue": 0.22882695619729593, "capital_efficiency": 0.037997922801242534, "financial_health": -0.18432219436404598, "margin_quality": 0.205050773451302, "growth_momentum": 0.2099155013750842, "company_age_years": 31.394934976043807, "ebitda": 154962000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "ABMD", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 45.783449185526884, "revenue_cagr_3y": 0.3013787292405057, "revenue_cagr_5y": 0.3264323038997792, "earnings_cagr_3y": 0.8875323155413648, "quarterly_revenue_growth_yoy": 0.18714600197207, "quarterly_earnings_growth_yoy": 1.007219040898852, "revenue_growth_qoq": 0.0324985166755583, "gross_margin": 0.8317131943539001, "operating_margin": 0.31576049951468266, "net_margin": 0.3571549297134938, "roa_ttm": 0.24566413682036067, "roe_ttm": 0.2764625516335963, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 693.7, "debt_to_equity": 0.0, "current_ratio": 6.388771486254457, "quick_ratio": 5.625153304779335, "fcf_to_ebitda": 0.7502991206573447, "capex_to_revenue": 0.05719023903346884, "working_capital_to_revenue": 0.7423644974474678, "capital_efficiency": 0.26106334422697847, "financial_health": 0.11478300292313909, "margin_quality": 0.5015428745273588, "growth_momentum": 0.5971825214354609, "company_age_years": 31.67145790554415, "ebitda": 277480000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "ABMD", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 36.32056965194266, "revenue_cagr_3y": 0.2633288633312756, "revenue_cagr_5y": 0.33588643065905033, "earnings_cagr_3y": 0.9026662791699405, "quarterly_revenue_growth_yoy": 0.1536359091161602, "quarterly_earnings_growth_yoy": -0.01269069349143961, "revenue_growth_qoq": 0.002824981528966926, "gross_margin": 0.8214777575529938, "operating_margin": 0.2924166690743791, "net_margin": 0.4282020166998931, "roa_ttm": 0.2292073311645601, "roe_ttm": 0.2572050672605933, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 833.8425, "debt_to_equity": 0.0, "current_ratio": 6.760062274827597, "quick_ratio": 5.884562030319059, "fcf_to_ebitda": 0.6868413399412958, "capex_to_revenue": 0.05157147015135092, "working_capital_to_revenue": 0.7240906901120077, "capital_efficiency": 0.2432061992125767, "financial_health": 0.08981565427621638, "margin_quality": 0.5140321477757553, "growth_momentum": 0.0704726078123603, "company_age_years": 31.920602327173167, "ebitda": 333537000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "ABMD", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 26.691237144635952, "revenue_cagr_3y": 0.2580090859091908, "revenue_cagr_5y": 0.31596006731919135, "earnings_cagr_3y": 0.13774993048275364, "quarterly_revenue_growth_yoy": 0.12760620097041447, "quarterly_earnings_growth_yoy": -0.7392423244957808, "revenue_growth_qoq": -0.012963123477121917, "gross_margin": 0.8298954989413292, "operating_margin": 0.2936079697912906, "net_margin": 0.06376906339340599, "roa_ttm": 0.19639471053446086, "roe_ttm": 0.22271868573221026, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 750.9025, "debt_to_equity": 0.0, "current_ratio": 5.768847624054389, "quick_ratio": 4.964287305420168, "fcf_to_ebitda": 0.8077846324922343, "capex_to_revenue": 0.050306966855381795, "working_capital_to_revenue": 0.6524606112029492, "capital_efficiency": 0.20955669813333555, "financial_health": 0.13365879603112205, "margin_quality": 0.39575751070867526, "growth_momentum": -0.3058180617626831, "company_age_years": 32.172484599589325, "ebitda": 300361000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "ABMD", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 22.940598321246185, "revenue_cagr_3y": 0.2455403809234631, "revenue_cagr_5y": 0.29009691651009417, "earnings_cagr_3y": 0.6491627593062188, "quarterly_revenue_growth_yoy": 0.10480995996270498, "quarterly_earnings_growth_yoy": 0.5428870759217155, "revenue_growth_qoq": 0.08103466781152732, "gross_margin": 0.8194996028594123, "operating_margin": 0.3170761426817821, "net_margin": 0.31237363708571014, "roa_ttm": 0.2048878039730539, "roe_ttm": 0.2341958785438018, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 836.6325, "debt_to_equity": 0.0, "current_ratio": 5.041826721263435, "quick_ratio": 4.319557417689036, "fcf_to_ebitda": 0.7671319247100729, "capex_to_revenue": 0.04991649877273997, "working_capital_to_revenue": 0.6065778760378222, "capital_efficiency": 0.21954184125842785, "financial_health": 0.09858675877122974, "margin_quality": 0.4829831275423015, "growth_momentum": 0.32384851794221026, "company_age_years": 32.42436687200548, "ebitda": 334653000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 25.253053391333506, "revenue_cagr_3y": 0.5011881079004279, "revenue_cagr_5y": 0.2682265234634895, "earnings_cagr_3y": 1.0321163305887753, "quarterly_revenue_growth_yoy": 1.757097546046408, "quarterly_earnings_growth_yoy": 2.0761563876651983, "revenue_growth_qoq": 1.5890289273472118, "gross_margin": 0.3590270405547774, "operating_margin": -0.0685519841446038, "net_margin": 0.22549134371253618, "roa_ttm": 0.06842127415759018, "roe_ttm": 0.08827089347271658, "debt_to_ebitda": 0.6947138079817882, "net_debt_to_ebitda": 0.0, "interest_coverage": 220.92202729044834, "debt_to_equity": 0.06895651747428604, "current_ratio": 5.517478948711406, "quick_ratio": 2.7437250667479884, "fcf_to_ebitda": -0.3408451201327063, "capex_to_revenue": 0.0691979242670161, "working_capital_to_revenue": 1.351057968640648, "capital_efficiency": 0.07834608381515337, "financial_health": 0.07135184332846224, "margin_quality": 0.17198880004090325, "growth_momentum": 1.9166269668558031, "company_age_years": 24.999315537303218, "ebitda": 113333000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 50.3651740278118, "revenue_cagr_3y": 0.6425202025556211, "revenue_cagr_5y": 0.3334856617075359, "earnings_cagr_3y": -0.7234198464320909, "quarterly_revenue_growth_yoy": 2.5345800551962765, "quarterly_earnings_growth_yoy": -0.9927682654471977, "revenue_growth_qoq": 0.03535898936394843, "gross_margin": 0.32513489261033224, "operating_margin": -0.01078558193196518, "net_margin": 0.0003962288338053118, "roa_ttm": 0.01868121189199553, "roe_ttm": 0.024916910061436197, "debt_to_ebitda": 1.0831088252102212, "net_debt_to_ebitda": 0.0, "interest_coverage": 104.2468085106383, "debt_to_equity": 0.06971410054867823, "current_ratio": 4.647484558804685, "quick_ratio": 3.005510136087547, "fcf_to_ebitda": 0.3675810270226141, "capex_to_revenue": 0.0629497621729817, "working_capital_to_revenue": 0.6989020573043783, "capital_efficiency": 0.021799060976715863, "financial_health": 0.1317024209023454, "margin_quality": 0.10491517983739079, "growth_momentum": 0.7709058948745394, "company_age_years": 25.50034223134839, "ebitda": 73494000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 24.719827315451955, "revenue_cagr_3y": 0.6670197176045229, "revenue_cagr_5y": 0.3495772869184932, "earnings_cagr_3y": 0.8891723641892171, "quarterly_revenue_growth_yoy": 2.8680294289775103, "quarterly_earnings_growth_yoy": 4.225504625735913, "revenue_growth_qoq": 0.07833677120115605, "gross_margin": 0.37147010191179175, "operating_margin": 0.11222995536630967, "net_margin": 0.1342928315915747, "roa_ttm": 0.04585587637805112, "roe_ttm": 0.057286685460678624, "debt_to_ebitda": 0.05174825973492008, "net_debt_to_ebitda": 0.0, "interest_coverage": 576.0427631578947, "debt_to_equity": 0.007562670352028868, "current_ratio": 4.11172084530082, "quick_ratio": 2.7390723375116504, "fcf_to_ebitda": 0.42680607822198874, "capex_to_revenue": 0.061644127051174634, "working_capital_to_revenue": 0.5062381393348202, "capital_efficiency": 0.05157128091936487, "financial_health": 0.1937752137511515, "margin_quality": 0.20599762962322535, "growth_momentum": 3.5467670273567116, "company_age_years": 25.752224503764545, "ebitda": 175117000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 23.74653207070364, "revenue_cagr_3y": 0.6589617574138145, "revenue_cagr_5y": 0.3801290557647603, "earnings_cagr_3y": -0.20455519144467882, "quarterly_revenue_growth_yoy": 0.5017134968656529, "quarterly_earnings_growth_yoy": -0.9127329359325492, "revenue_growth_qoq": 0.00515773092260972, "gross_margin": 0.4005047939295708, "operating_margin": 0.007881021307249625, "net_margin": 0.013103676286781012, "roa_ttm": 0.011827897922078966, "roe_ttm": 0.014355043412298539, "debt_to_ebitda": 0.4375908590682445, "net_debt_to_ebitda": 0.0, "interest_coverage": 1635.6222222222223, "debt_to_equity": 0.07855922715620378, "current_ratio": 4.372316165180751, "quick_ratio": 2.8844812049757604, "fcf_to_ebitda": 0.5388412609993252, "capex_to_revenue": 0.06444953691385533, "working_capital_to_revenue": 0.47278120582367084, "capital_efficiency": 0.013091470667188753, "financial_health": 0.17051573547203736, "margin_quality": 0.1404964971745338, "growth_momentum": -0.20550971953344815, "company_age_years": 25.998631074606433, "ebitda": 220809000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 22.653523290664126, "revenue_cagr_3y": 0.5443017792821594, "revenue_cagr_5y": 0.35210352796326716, "earnings_cagr_3y": 0.19510466943596727, "quarterly_revenue_growth_yoy": -0.11047675878215105, "quarterly_earnings_growth_yoy": 5.358564102564102, "revenue_growth_qoq": -0.027751499803160017, "gross_margin": 0.40885438700397664, "operating_margin": 0.09177716267994633, "net_margin": 0.09366878996289268, "roa_ttm": 0.034040158163135645, "roe_ttm": 0.04281301697832843, "debt_to_ebitda": 0.18023304669336992, "net_debt_to_ebitda": 0.0, "interest_coverage": 1610.5714285714287, "debt_to_equity": 0.030098371084607865, "current_ratio": 3.861073710084016, "quick_ratio": 2.5115034373990697, "fcf_to_ebitda": 0.2660102891609012, "capex_to_revenue": 0.07576204671438527, "working_capital_to_revenue": 0.5019357013081529, "capital_efficiency": 0.038426587570732036, "financial_health": 0.15961743262463338, "margin_quality": 0.1981001132156052, "growth_momentum": 2.6240436718909756, "company_age_years": 26.99794661190965, "ebitda": 214206000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 26.75390774002892, "revenue_cagr_3y": 0.4780032579028237, "revenue_cagr_5y": 0.31746726182559115, "earnings_cagr_3y": 0.11198598689720485, "quarterly_revenue_growth_yoy": -0.13365699384120291, "quarterly_earnings_growth_yoy": -0.26473240162297934, "revenue_growth_qoq": -0.05635598854145262, "gross_margin": 0.3326128307107038, "operating_margin": 0.08410987504883406, "net_margin": 0.07311660614444637, "roa_ttm": 0.028772266234194356, "roe_ttm": 0.03543233596182914, "debt_to_ebitda": 0.03855867373671746, "net_debt_to_ebitda": 0.0, "interest_coverage": 1373.0359712230215, "debt_to_equity": 0.005584035985503815, "current_ratio": 3.5759687954393335, "quick_ratio": 2.306725598356683, "fcf_to_ebitda": 0.006994948965690692, "capex_to_revenue": 0.07795547777207286, "working_capital_to_revenue": 0.510889475655745, "capital_efficiency": 0.03210230109801175, "financial_health": 0.17984099001982234, "margin_quality": 0.1632797706346614, "growth_momentum": -0.19919469773209114, "company_age_years": 27.247091033538673, "ebitda": 190852000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 28.16589320479598, "revenue_cagr_3y": 0.1231283885126595, "revenue_cagr_5y": 0.12518309948163098, "earnings_cagr_3y": -0.1944654400206478, "quarterly_revenue_growth_yoy": 0.1950303683092481, "quarterly_earnings_growth_yoy": -0.6970679012345679, "revenue_growth_qoq": 0.014559078785826171, "gross_margin": 0.7529887460410851, "operating_margin": 0.10270437181043944, "net_margin": 0.016382292436021014, "roa_ttm": 0.02246637470240733, "roe_ttm": 0.051276757215240734, "debt_to_ebitda": 4.571254984626539, "net_debt_to_ebitda": 3.2029632513862967, "interest_coverage": 13.567538027142726, "debt_to_equity": 0.9499299680810697, "current_ratio": 2.2000684738533303, "quick_ratio": 1.44120699431881, "fcf_to_ebitda": 0.252695390647028, "capex_to_revenue": 0.10935012055238925, "working_capital_to_revenue": 0.3713101865389602, "capital_efficiency": 0.03687156595882403, "financial_health": -0.6565831059848403, "margin_quality": 0.2906918034291818, "growth_momentum": -0.25101876646265986, "company_age_years": 12.383299110198495, "ebitda": 148958000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 23.483618635006287, "revenue_cagr_3y": 0.12420058720791172, "revenue_cagr_5y": 0.12537760974956091, "earnings_cagr_3y": 0.019957403733635637, "quarterly_revenue_growth_yoy": 0.25932033333023663, "quarterly_earnings_growth_yoy": -0.44570981483091365, "revenue_growth_qoq": 0.13127532349394322, "gross_margin": 0.7531398810072701, "operating_margin": 0.13536252946231958, "net_margin": 0.023518215920533807, "roa_ttm": 0.02013554841979012, "roe_ttm": 0.045513543693232184, "debt_to_ebitda": 3.4687893007717494, "net_debt_to_ebitda": 2.6175768286804915, "interest_coverage": 17.138150398784656, "debt_to_equity": 0.9009649809478858, "current_ratio": 2.3729901813218306, "quick_ratio": 1.5142207944840556, "fcf_to_ebitda": 0.3435199086975551, "capex_to_revenue": 0.0980072177550121, "working_capital_to_revenue": 0.34607181167313883, "capital_efficiency": 0.03282454605651115, "financial_health": -0.7143666937659348, "margin_quality": 0.3040068754633745, "growth_momentum": -0.09319474075033851, "company_age_years": 12.635181382614647, "ebitda": 180499000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 28.684694170083795, "revenue_cagr_3y": 0.013540826926473404, "revenue_cagr_5y": 0.047475640050321344, "earnings_cagr_3y": -0.34829251417810314, "quarterly_revenue_growth_yoy": 0.04374309780245574, "quarterly_earnings_growth_yoy": -2.4175160437901093, "revenue_growth_qoq": -0.07045067458971169, "gross_margin": 0.7352580101677795, "operating_margin": 0.0660758196343581, "net_margin": -0.027686738015624022, "roa_ttm": -0.023078966271477305, "roe_ttm": -0.05980581455062145, "debt_to_ebitda": 6.330975218399002, "net_debt_to_ebitda": 4.663248350864682, "interest_coverage": 17.4626400996264, "debt_to_equity": 1.0626942961765027, "current_ratio": 3.4755153951511053, "quick_ratio": 2.0714126896600793, "fcf_to_ebitda": 0.7635728293813514, "capex_to_revenue": 0.09911295258722162, "working_capital_to_revenue": 0.5242092377230566, "capital_efficiency": -0.04144239041104938, "financial_health": -0.9447453278543231, "margin_quality": 0.25788236392883784, "growth_momentum": -1.1868864729938269, "company_age_years": 16.88158795345654, "ebitda": 140225000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "TNDM", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 294.1078388958158, "revenue_cagr_3y": 0.4020190569700963, "revenue_cagr_5y": 0.48671107770501654, "earnings_cagr_3y": 0.43129779331218, "quarterly_revenue_growth_yoy": 0.24949275577901406, "quarterly_earnings_growth_yoy": -0.36423529411764705, "revenue_growth_qoq": 0.1690670110840798, "gross_margin": 0.5415769824187128, "operating_margin": 0.06065829825330006, "net_margin": 0.05146764700280005, "roa_ttm": 0.01719739663719415, "roe_ttm": 0.035939895454293574, "debt_to_ebitda": 8.430597036564503, "net_debt_to_ebitda": 6.36660190796532, "interest_coverage": 22.09288917360666, "debt_to_equity": 0.6712951846173738, "current_ratio": 6.154592889212474, "quick_ratio": 5.634699975731101, "fcf_to_ebitda": 2.547278684721779, "capex_to_revenue": 0.03345337713912513, "working_capital_to_revenue": 0.9670816264678805, "capital_efficiency": 0.02656864604574386, "financial_health": -0.5712300310806587, "margin_quality": 0.2179009758916043, "growth_momentum": -0.057371269169316494, "company_age_years": 8.128678986995208, "ebitda": 34487000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "TDOC", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 2224.583120481691, "revenue_cagr_3y": 0.6143271993782535, "revenue_cagr_5y": 0.7062174778756689, "earnings_cagr_3y": 0.046277335475659154, "quarterly_revenue_growth_yoy": 1.0933108161978415, "quarterly_earnings_growth_yoy": -0.763688194239654, "revenue_growth_qoq": 0.1982408828776501, "gross_margin": 0.6373938756007368, "operating_margin": -0.06829702366937662, "net_margin": -0.12424691494813235, "roa_ttm": -0.03195149280234013, "roe_ttm": -0.04939992003714866, "debt_to_ebitda": 118.05849102973704, "net_debt_to_ebitda": 0.0, "interest_coverage": 0.47253512948554177, "debt_to_equity": 0.43063401935244433, "current_ratio": 6.523306361259803, "quick_ratio": 6.465654176521848, "fcf_to_ebitda": 7.462644384369624, "capex_to_revenue": 0.021699168521444306, "working_capital_to_revenue": 1.2791830521375112, "capital_efficiency": -0.0406757064197444, "financial_health": -0.0831667580410208, "margin_quality": 0.1482833123277426, "growth_momentum": 0.1648113109790938, "company_age_years": 5.25119780971937, "ebitda": 8138000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "TDOC", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 170.3058129502516, "revenue_cagr_3y": 0.31733155274944247, "revenue_cagr_5y": 0.4285822446201457, "earnings_cagr_3y": 0.16728422889658656, "quarterly_revenue_growth_yoy": 0.07987543383894721, "quarterly_earnings_growth_yoy": 0.22324296368882357, "revenue_growth_qoq": 0.012004794560442424, "gross_margin": 0.7183439911062375, "operating_margin": -0.09803282907072904, "net_margin": -0.08644307052911222, "roa_ttm": -0.9245780877098817, "roe_ttm": -1.744316383688237, "debt_to_ebitda": 73.51276939143644, "net_debt_to_ebitda": 24.59380043672268, "interest_coverage": 3.731137088204038, "debt_to_equity": 0.6750593927769665, "current_ratio": 3.4449905622888934, "quick_ratio": 3.355789290681502, "fcf_to_ebitda": 11.26834709959176, "capex_to_revenue": 0.0186498123544104, "working_capital_to_revenue": 0.3816297661999142, "capital_efficiency": -1.3344472356990593, "financial_health": -0.43224876523642, "margin_quality": 0.17795603050213205, "growth_momentum": 0.1515591987638854, "company_age_years": 8.24914442162902, "ebitda": 21066000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "TDOC", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 91.81521440052278, "revenue_cagr_3y": 0.19888075133408933, "revenue_cagr_5y": 0.4001681147884595, "earnings_cagr_3y": -0.581435332263559, "quarterly_revenue_growth_yoy": 0.03578121055214839, "quarterly_earnings_growth_yoy": 0.9924174641364951, "revenue_growth_qoq": 0.00043772094305386845, "gross_margin": 0.7071671559224679, "operating_margin": -0.05311062227584944, "net_margin": -0.04373780329948662, "roa_ttm": -0.05017064823105709, "roe_ttm": -0.09473821328909282, "debt_to_ebitda": 35.5270217595671, "net_debt_to_ebitda": 9.762341503680096, "interest_coverage": 7.875225713253882, "debt_to_equity": 0.6661183892336999, "current_ratio": 3.540160146071476, "quick_ratio": 3.469994008787112, "fcf_to_ebitda": 7.0323756678054705, "capex_to_revenue": 0.016645308300175028, "working_capital_to_revenue": 0.41055404307153165, "capital_efficiency": -0.07245443076007496, "financial_health": -0.4056716436975176, "margin_quality": 0.2034395767823773, "growth_momentum": 0.5140993373443218, "company_age_years": 8.501026694045175, "ebitda": 43613000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "TDOC", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 67.7740657232994, "revenue_cagr_3y": 0.1251020346162448, "revenue_cagr_5y": 0.3811287320615142, "earnings_cagr_3y": -0.2570045694938812, "quarterly_revenue_growth_yoy": 0.02683696626427904, "quarterly_earnings_growth_yoy": -0.18288842664817703, "revenue_growth_qoq": -0.021794718459654184, "gross_margin": 0.6989186403376405, "operating_margin": -0.1348364340977294, "net_margin": -0.12673745726485805, "roa_ttm": -0.053932459967653806, "roe_ttm": -0.10180838115110416, "debt_to_ebitda": 35.69958089623728, "net_debt_to_ebitda": 10.416685856399392, "interest_coverage": 7.6873782970437246, "debt_to_equity": 0.6773084689662886, "current_ratio": 3.734315046651099, "quick_ratio": 3.6513306107333534, "fcf_to_ebitda": 6.993068668539585, "capex_to_revenue": 0.016074511453814794, "working_capital_to_revenue": 0.4059180651944678, "capital_efficiency": -0.07787042055937898, "financial_health": -0.41850735544962997, "margin_quality": 0.14578158299168434, "growth_momentum": -0.078025730191949, "company_age_years": 8.750171115674195, "ebitda": 43426000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "TDOC", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 31.176039924241227, "revenue_cagr_3y": 0.08488182049250592, "revenue_cagr_5y": 0.3759231330206063, "earnings_cagr_3y": 0.842971277251112, "quarterly_revenue_growth_yoy": -0.015269632713371735, "quarterly_earnings_growth_yoy": -11.852248492566396, "revenue_growth_qoq": -0.005706273186087651, "gross_margin": 0.7072756535978233, "operating_margin": -1.3092938839805492, "net_margin": -1.3038817391087782, "roa_ttm": -0.2853650119563928, "roe_ttm": -0.6694177297438363, "debt_to_ebitda": 24.48154169099891, "net_debt_to_ebitda": 6.135560851654856, "interest_coverage": 11.217953257790368, "debt_to_equity": 1.0326479309440337, "current_ratio": 1.6238112787100836, "quick_ratio": 1.5863180073211587, "fcf_to_ebitda": 4.5956217743335595, "capex_to_revenue": 0.01613894701342102, "working_capital_to_revenue": 0.2225076072876666, "capital_efficiency": -0.4773913708501145, "financial_health": -0.3289928888611703, "margin_quality": -0.6352999898305014, "growth_momentum": -5.933759062639884, "company_age_years": 8.999315537303216, "ebitda": 63359000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "TDOC", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 29.606172719123037, "revenue_cagr_3y": 0.07081117662577219, "revenue_cagr_5y": 0.359404203164601, "earnings_cagr_3y": -0.2665578923077928, "quarterly_revenue_growth_yoy": -0.029883163344127422, "quarterly_earnings_growth_yoy": 0.41695723021393655, "revenue_growth_qoq": -0.0030134922265598247, "gross_margin": 0.7193711866206198, "operating_margin": -0.06932153852879278, "net_margin": -0.051952512693049895, "roa_ttm": -0.2782211886307839, "roe_ttm": -0.6511406100144458, "debt_to_ebitda": 24.408757057704104, "net_debt_to_ebitda": 4.845886479090323, "interest_coverage": 11.23374558303887, "debt_to_equity": 1.0293691989531089, "current_ratio": 1.7271514020578045, "quick_ratio": 1.6874329624503828, "fcf_to_ebitda": 4.753581932277496, "capex_to_revenue": 0.013752263854402787, "working_capital_to_revenue": 0.26152779762203576, "capital_efficiency": -0.4646808993226148, "financial_health": -0.30448221333956793, "margin_quality": 0.1993657117995924, "growth_momentum": 0.19353703343490455, "company_age_years": 9.25119780971937, "ebitda": 63583000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "TDOC", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 57.516150742363585, "revenue_cagr_3y": 0.04939670082229153, "revenue_cagr_5y": 0.32557969570030276, "earnings_cagr_3y": 0.6394896652284026, "quarterly_revenue_growth_yoy": -0.030333355033178053, "quarterly_earnings_growth_yoy": -0.675631706472828, "revenue_growth_qoq": -2.65414327377644e-05, "gross_margin": 0.7050263001353649, "operating_margin": -0.07527818501743194, "net_margin": -0.07558107764199654, "roa_ttm": -0.28472576896958474, "roe_ttm": -0.6714902429717003, "debt_to_ebitda": 48.93856192667781, "net_debt_to_ebitda": 8.01156889323204, "interest_coverage": 4.633800759567631, "debt_to_equity": 1.0411775633618339, "current_ratio": 1.7672279840898109, "quick_ratio": 1.7267217894183435, "fcf_to_ebitda": 7.244806607193519, "capex_to_revenue": 0.024849644337933057, "working_capital_to_revenue": 0.2811251981846018, "capital_efficiency": -0.4781080059706425, "financial_health": -0.2956922234393612, "margin_quality": 0.18472234582531213, "growth_momentum": -0.352982530753003, "company_age_years": 9.503080082135524, "ebitda": 31723000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 25.3118816517617, "revenue_cagr_3y": 0.16042858494832468, "revenue_cagr_5y": 0.16074802000422572, "earnings_cagr_3y": 0.18090143463400832, "quarterly_revenue_growth_yoy": 0.3399186034246334, "quarterly_earnings_growth_yoy": 0.3116037665900497, "revenue_growth_qoq": 0.10919805085341865, "gross_margin": 0.3739540589564698, "operating_margin": 0.1503924636483211, "net_margin": 0.09670601690124829, "roa_ttm": 0.058937091390450974, "roe_ttm": 0.1708381497903763, "debt_to_ebitda": 3.2204644417317154, "net_debt_to_ebitda": 2.957991413702055, "interest_coverage": 52.47022853613342, "debt_to_equity": 1.1800012077086317, "current_ratio": 1.363919277976786, "quick_ratio": 1.1548627919234948, "fcf_to_ebitda": 0.5697492504352596, "capex_to_revenue": 0.05758427695684967, "working_capital_to_revenue": 0.10334712810256294, "capital_efficiency": 0.11488762059041363, "financial_health": -1.1318293322365012, "margin_quality": 0.20701751316867975, "growth_momentum": 0.3257611850073415, "company_age_years": 21.018480492813143, "ebitda": 849493000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 28.388184358567653, "revenue_cagr_3y": 0.15248218122150403, "revenue_cagr_5y": 0.16046135858549637, "earnings_cagr_3y": 0.19657790777682882, "quarterly_revenue_growth_yoy": 0.20535046414637428, "quarterly_earnings_growth_yoy": 0.005023856028141368, "revenue_growth_qoq": -0.02041313919530465, "gross_margin": 0.37639588497851967, "operating_margin": 0.17389838794468807, "net_margin": 0.11543892037051712, "roa_ttm": 0.05618736839331427, "roe_ttm": 0.16343878551005825, "debt_to_ebitda": 3.4363069057465165, "net_debt_to_ebitda": 3.1845374392458488, "interest_coverage": 51.30240048617441, "debt_to_equity": 1.1954609930247106, "current_ratio": 1.4018181430056995, "quick_ratio": 1.2171230321493955, "fcf_to_ebitda": 0.5355119340520575, "capex_to_revenue": 0.06358570969907475, "working_capital_to_revenue": 0.115375791716529, "capital_efficiency": 0.10981307695168627, "financial_health": -1.1513356096209821, "margin_quality": 0.22191106443124164, "growth_momentum": 0.10518716008725783, "company_age_years": 21.270362765229294, "ebitda": 844181000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 26.646938280335544, "revenue_cagr_3y": 0.14587812037864145, "revenue_cagr_5y": 0.1415906205276216, "earnings_cagr_3y": 0.32112258064000954, "quarterly_revenue_growth_yoy": 0.14419904170722764, "quarterly_earnings_growth_yoy": -0.039199391023178834, "revenue_growth_qoq": 0.010171474110344813, "gross_margin": 0.3835279818794542, "operating_margin": 0.19093641235290867, "net_margin": 0.152011491077841, "roa_ttm": 0.05566141043111533, "roe_ttm": 0.15424448284296322, "debt_to_ebitda": 3.261676989855638, "net_debt_to_ebitda": 2.9626658213031605, "interest_coverage": 71.0341243720769, "debt_to_equity": 1.055340024143726, "current_ratio": 1.233172181167942, "quick_ratio": 1.0404225767892488, "fcf_to_ebitda": 0.6486868415918845, "capex_to_revenue": 0.0646219379915032, "working_capital_to_revenue": 0.06805059658320528, "capital_efficiency": 0.10495294663703927, "financial_health": -1.00620067284321, "margin_quality": 0.2421586284367346, "growth_momentum": 0.0524998253420244, "company_age_years": 21.522245037645447, "ebitda": 820160000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 21.398305718866915, "revenue_cagr_3y": 0.2611665050253824, "revenue_cagr_5y": 0.22360258342846429, "earnings_cagr_3y": 0.6822984338403282, "quarterly_revenue_growth_yoy": 0.2063284854367849, "quarterly_earnings_growth_yoy": 0.24200984200984202, "revenue_growth_qoq": 0.009967118783394985, "gross_margin": 0.2967471027294, "operating_margin": 0.13869440153904494, "net_margin": 0.11088245359280052, "roa_ttm": 0.08709174143383235, "roe_ttm": 0.13495672731634217, "debt_to_ebitda": 0.6850280598610369, "net_debt_to_ebitda": 0.15529796900053447, "interest_coverage": 591.6205533596838, "debt_to_equity": 0.14817046648372054, "current_ratio": 0.7964483829105067, "quick_ratio": 0.7964483797297641, "fcf_to_ebitda": 1.127525387493319, "capex_to_revenue": 0.01895169813337739, "working_capital_to_revenue": -0.07773949888119262, "capital_efficiency": 0.11102423437508727, "financial_health": 0.07394185926147666, "margin_quality": 0.18210798595374852, "growth_momentum": 0.22416916372331347, "company_age_years": 3.134839151266256, "ebitda": 149680000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 24.620828051755478, "revenue_cagr_3y": 0.27693623729872274, "revenue_cagr_5y": 0.2011718854093647, "earnings_cagr_3y": 0.6156372855171048, "quarterly_revenue_growth_yoy": 0.06536778919523858, "quarterly_earnings_growth_yoy": 0.7291571088960254, "revenue_growth_qoq": 0.12379814141808337, "gross_margin": 0.32190838336089733, "operating_margin": 0.20150798921748642, "net_margin": 0.17996900678464925, "roa_ttm": 0.09592390339947321, "roe_ttm": 0.1570571568247247, "debt_to_ebitda": 0.6995360183679327, "net_debt_to_ebitda": 0.0, "interest_coverage": 10453.0, "debt_to_equity": 0.14779145281438655, "current_ratio": 1.1021467873525375, "quick_ratio": 1.1021467845623276, "fcf_to_ebitda": 1.081053286137951, "capex_to_revenue": 0.03271166221978211, "working_capital_to_revenue": 0.040852194930886376, "capital_efficiency": 0.12649053011209896, "financial_health": 0.16913810369542842, "margin_quality": 0.234461793121011, "growth_momentum": 0.39726244904563196, "company_age_years": 4.136892539356605, "ebitda": 167248000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 27.32133676368119, "revenue_cagr_3y": 0.32087038680069635, "revenue_cagr_5y": 0.22010075776213212, "earnings_cagr_3y": 0.6515753531636941, "quarterly_revenue_growth_yoy": 0.12959466866185848, "quarterly_earnings_growth_yoy": 0.7061684500050314, "revenue_growth_qoq": 0.12720674731847917, "gross_margin": 0.3190566778856892, "operating_margin": 0.21175455756744893, "net_margin": 0.1958810526883294, "roa_ttm": 0.10454188859095247, "roe_ttm": 0.1804266430373589, "debt_to_ebitda": 0.7201961730181701, "net_debt_to_ebitda": 0.0, "interest_coverage": 6433.448275862069, "debt_to_equity": 0.16675415963930557, "current_ratio": 1.0762104928313376, "quick_ratio": 1.0762104928313376, "fcf_to_ebitda": 1.2185024387629309, "capex_to_revenue": 0.03384723384723385, "working_capital_to_revenue": 0.036224316224316225, "capital_efficiency": 0.1424842658141557, "financial_health": 0.19973437397756633, "margin_quality": 0.2422307627138225, "growth_momentum": 0.41788155933344495, "company_age_years": 4.388774811772758, "ebitda": 186570000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 30.021597300619653, "revenue_cagr_3y": 0.1681736055180445, "revenue_cagr_5y": 0.21155551407616602, "earnings_cagr_3y": 0.4384178935935983, "quarterly_revenue_growth_yoy": 0.1259794091277249, "quarterly_earnings_growth_yoy": 0.4956828072114388, "revenue_growth_qoq": 0.0011052149200163279, "gross_margin": 0.3016829188544612, "operating_margin": 0.18309772469370877, "net_margin": 0.16658396322581887, "roa_ttm": 0.11005953037151361, "roe_ttm": 0.18597156685026783, "debt_to_ebitda": 0.6201951782443993, "net_debt_to_ebitda": 0.0, "interest_coverage": 14236.07142857143, "debt_to_equity": 0.14390978511561517, "current_ratio": 1.1924275551859354, "quick_ratio": 1.1924275529503292, "fcf_to_ebitda": 1.1768947091141717, "capex_to_revenue": 0.03380694044361793, "working_capital_to_revenue": 0.09012880479910702, "capital_efficiency": 0.14801554861089072, "financial_health": 0.22935522544372175, "margin_quality": 0.21712153559132963, "growth_momentum": 0.31083110816958187, "company_age_years": 4.635181382614648, "ebitda": 199305000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 30.443750152965652, "revenue_cagr_3y": 0.17822585308022676, "revenue_cagr_5y": 0.2130452040233215, "earnings_cagr_3y": 0.3407801630261089, "quarterly_revenue_growth_yoy": 0.3575599404863533, "quarterly_earnings_growth_yoy": 0.6567374709591769, "revenue_growth_qoq": 0.07050179831900448, "gross_margin": 0.2682460572130812, "operating_margin": 0.15252988756454527, "net_margin": 0.14349624316817167, "roa_ttm": 0.11945638181189733, "roe_ttm": 0.2060919235293151, "debt_to_ebitda": 0.686448655314262, "net_debt_to_ebitda": 0.0, "interest_coverage": 7869.111111111111, "debt_to_equity": 0.17120563646138784, "current_ratio": 1.1639692175528504, "quick_ratio": 1.1639692175528504, "fcf_to_ebitda": 1.2066448278783428, "capex_to_revenue": 0.02817246566936592, "working_capital_to_revenue": 0.0753596438424637, "capital_efficiency": 0.16277415267060621, "financial_health": 0.23066418635538488, "margin_quality": 0.18809072931526605, "growth_momentum": 0.507148705722765, "company_age_years": 4.884325804243669, "ebitda": 212466000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 26.511305071107614, "revenue_cagr_3y": 0.1813987406597839, "revenue_cagr_5y": 0.22351202559526184, "earnings_cagr_3y": 0.3601224868298627, "quarterly_revenue_growth_yoy": 0.2829932327139031, "quarterly_earnings_growth_yoy": 0.17158707187650749, "revenue_growth_qoq": 0.06207127020801817, "gross_margin": 0.29466415398200746, "operating_margin": 0.181728677423393, "net_margin": 0.16434175669137624, "roa_ttm": 0.11582969965310691, "roe_ttm": 0.20341059031160746, "debt_to_ebitda": 0.7151943367056335, "net_debt_to_ebitda": 0.0, "interest_coverage": 5395.463414634146, "debt_to_equity": 0.1761648396309926, "current_ratio": 1.2398343329814263, "quick_ratio": 1.2398343329814263, "fcf_to_ebitda": 1.2250128834522227, "capex_to_revenue": 0.024637335242793115, "working_capital_to_revenue": 0.1134317875671123, "capital_efficiency": 0.1596201449823572, "financial_health": 0.25260043001807697, "margin_quality": 0.21357819603225892, "growth_momentum": 0.22729015229520527, "company_age_years": 5.136208076659822, "ebitda": 221214000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 35.79040020265715, "revenue_cagr_3y": 0.1710866500914483, "revenue_cagr_5y": 0.23306425727505276, "earnings_cagr_3y": 0.30024331165937257, "quarterly_revenue_growth_yoy": 0.1882100139403415, "quarterly_earnings_growth_yoy": -0.016356701922698856, "revenue_growth_qoq": 0.043932509380275875, "gross_margin": 0.28515128730327466, "operating_margin": 0.17778202701651585, "net_margin": 0.1621574321346159, "roa_ttm": 0.10955127761026787, "roe_ttm": 0.19083078679606433, "debt_to_ebitda": 0.7205457267837675, "net_debt_to_ebitda": 0.0, "interest_coverage": 9611.434782608696, "debt_to_equity": 0.16715428657778972, "current_ratio": 1.2399334550094487, "quick_ratio": 1.2399334550094487, "fcf_to_ebitda": 1.0632986976563241, "capex_to_revenue": 0.024747522052702392, "working_capital_to_revenue": 0.11703229319217737, "capital_efficiency": 0.1501910322031661, "financial_health": 0.2779048577203324, "margin_quality": 0.2083635821514688, "growth_momentum": 0.08592665600882132, "company_age_years": 5.388090349075975, "ebitda": 221063000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 23.03124111997493, "revenue_cagr_3y": 0.19682477032485046, "revenue_cagr_5y": 0.28454681555143146, "earnings_cagr_3y": 0.3206481351190129, "quarterly_revenue_growth_yoy": 0.2772498638803184, "quarterly_earnings_growth_yoy": 0.3724667226286125, "revenue_growth_qoq": 0.026981529352901934, "gross_margin": 0.2936604600886074, "operating_margin": 0.19393907099249424, "net_margin": 0.17424599972595647, "roa_ttm": 0.18141878528201583, "roe_ttm": 0.6350317169055895, "debt_to_ebitda": 0.16668277933533576, "net_debt_to_ebitda": 0.07245700417707045, "interest_coverage": 362.7218863361548, "debt_to_equity": 0.12940393957353638, "current_ratio": 0.41564961977422926, "quick_ratio": 0.41564961977422926, "fcf_to_ebitda": 1.1706831660393837, "capex_to_revenue": 0.02525965824563903, "working_capital_to_revenue": -0.32158170296356975, "capital_efficiency": 0.40822525109380264, "financial_health": 0.020898413672508956, "margin_quality": 0.22061517693568602, "growth_momentum": 0.32485829325446547, "company_age_years": 6.3874058863791925, "ebitda": 299971000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 22.374168612337073, "revenue_cagr_3y": 0.3100195050420036, "revenue_cagr_5y": 0.22053990523244127, "earnings_cagr_3y": 0.36324796925641434, "quarterly_revenue_growth_yoy": 0.3122403596739245, "quarterly_earnings_growth_yoy": 0.23719611021069692, "revenue_growth_qoq": 0.06172680234245774, "gross_margin": 0.26974535007854744, "operating_margin": 0.17009859656127135, "net_margin": 0.13250648775788296, "roa_ttm": 0.1909529773166977, "roe_ttm": 0.687001994578837, "debt_to_ebitda": 0.16193473735657735, "net_debt_to_ebitda": 0.04670197825363691, "interest_coverage": 248.64055636896046, "debt_to_equity": 0.14064337953255254, "current_ratio": 0.4445219998662658, "quick_ratio": 0.4445219998662658, "fcf_to_ebitda": 1.09935432203814, "capex_to_revenue": 0.02055316167538666, "working_capital_to_revenue": -0.28306703077026085, "capital_efficiency": 0.43897748594776737, "financial_health": 0.027817856934705013, "margin_quality": 0.19078347813256724, "growth_momentum": 0.27471823494231074, "company_age_years": 6.882956878850103, "ebitda": 339643000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 22.257175097321753, "revenue_cagr_3y": 0.2882236216421934, "revenue_cagr_5y": 0.22401794249321072, "earnings_cagr_3y": 0.19386688691983034, "quarterly_revenue_growth_yoy": 0.2834050825550367, "quarterly_earnings_growth_yoy": 0.06850227937056053, "revenue_growth_qoq": 0.06863353498181692, "gross_margin": 0.27044318871713446, "operating_margin": 0.17240238051244774, "net_margin": 0.14324902182542504, "roa_ttm": 0.1837479930666211, "roe_ttm": 0.5801126325088339, "debt_to_ebitda": 0.05926397867689178, "net_debt_to_ebitda": 0.0, "interest_coverage": 3258.704761904762, "debt_to_equity": 0.04306112394672466, "current_ratio": 0.5290176519531701, "quick_ratio": 0.5290176507746447, "fcf_to_ebitda": 1.1040261395120468, "capex_to_revenue": 0.02015392309682808, "working_capital_to_revenue": -0.224321218901186, "capital_efficiency": 0.3819303127877275, "financial_health": 0.06403824254853466, "margin_quality": 0.19536486368500242, "growth_momentum": 0.17595368096279862, "company_age_years": 7.134839151266256, "ebitda": 342164000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 26.83126431842256, "revenue_cagr_3y": 0.2427427812855667, "revenue_cagr_5y": 0.21005058505685525, "earnings_cagr_3y": 0.1546251878798235, "quarterly_revenue_growth_yoy": 0.2646625966130252, "quarterly_earnings_growth_yoy": 0.14020678607834572, "revenue_growth_qoq": 0.011983780677727264, "gross_margin": 0.2744898184393691, "operating_margin": 0.1752002905291121, "net_margin": 0.15709840068539188, "roa_ttm": 0.17069363868790244, "roe_ttm": 0.5059665444136328, "debt_to_ebitda": 0.801861771282958, "net_debt_to_ebitda": 0.13004480622743608, "interest_coverage": 198.12960954446854, "debt_to_equity": 0.5241273816978262, "current_ratio": 0.6418853113775238, "quick_ratio": 0.6418853102965958, "fcf_to_ebitda": 1.0858763216742255, "capex_to_revenue": 0.019433229294925025, "working_capital_to_revenue": -0.17567908658307535, "capital_efficiency": 0.3383300915507676, "financial_health": 0.14814392320747838, "margin_quality": 0.202262836551291, "growth_momentum": 0.20243469134568548, "company_age_years": 7.38672142368241, "ebitda": 365351000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 32.794742979830836, "revenue_cagr_3y": 0.25270209618579176, "revenue_cagr_5y": 0.20549230387992523, "earnings_cagr_3y": 0.33307238051610333, "quarterly_revenue_growth_yoy": 0.17731999612969218, "quarterly_earnings_growth_yoy": 0.4073997859906165, "revenue_growth_qoq": 0.025367124062752683, "gross_margin": 0.30357855683659335, "operating_margin": 0.2036399996869154, "net_margin": 0.2007478808086975, "roa_ttm": 0.1740221150703117, "roe_ttm": 0.4653573417597112, "debt_to_ebitda": 0.7086844502277163, "net_debt_to_ebitda": 0.0, "interest_coverage": 93.26456310679612, "debt_to_equity": 0.40550255978032645, "current_ratio": 0.7786608407507487, "quick_ratio": 0.7786608407507487, "fcf_to_ebitda": 1.2318620689655173, "capex_to_revenue": 0.01662512762302248, "working_capital_to_revenue": -0.10787737185222018, "capital_efficiency": 0.3196897284150115, "financial_health": 0.22664689448481976, "margin_quality": 0.23598881244406877, "growth_momentum": 0.29235989106015436, "company_age_years": 7.6358658453114305, "ebitda": 384250000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 30.54910264693167, "revenue_cagr_3y": 0.23805249054547772, "revenue_cagr_5y": 0.19789550475737405, "earnings_cagr_3y": 0.3030354123415073, "quarterly_revenue_growth_yoy": 0.1458899294374962, "quarterly_earnings_growth_yoy": 0.4467642627890221, "revenue_growth_qoq": 0.033382644155884815, "gross_margin": 0.29130247072546317, "operating_margin": 0.19910850893005924, "net_margin": 0.16729848666171815, "roa_ttm": 0.17696953409498095, "roe_ttm": 0.4449848677119797, "debt_to_ebitda": 0.053261666852876456, "net_debt_to_ebitda": 0.0, "interest_coverage": 75.33796889295517, "debt_to_equity": 0.028717952747449906, "current_ratio": 0.8785958545466263, "quick_ratio": 0.8785958545466263, "fcf_to_ebitda": 1.2212050849845284, "capex_to_revenue": 0.018254248175412602, "working_capital_to_revenue": -0.05939022131496398, "capital_efficiency": 0.31097720090348036, "financial_health": 0.2660839729006775, "margin_quality": 0.2192364887724135, "growth_momentum": 0.29632709611325914, "company_age_years": 7.885010266940451, "ebitda": 411722000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "LLY", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 17.147129287155348, "revenue_cagr_3y": -0.0027793745627262556, "revenue_cagr_5y": -0.009647531888147487, "earnings_cagr_3y": 0.019899218156812504, "quarterly_revenue_growth_yoy": 0.07160130962125158, "quarterly_earnings_growth_yoy": 0.6132943143812709, "revenue_growth_qoq": 0.10955948918466013, "gross_margin": 0.745508202412985, "operating_margin": 0.1829355090703932, "net_margin": 0.1339814252235049, "roa_ttm": 0.07054597367926012, "roe_ttm": 0.1954353676906273, "debt_to_ebitda": 2.0382926539815656, "net_debt_to_ebitda": 1.1319870248031962, "interest_coverage": 98.36186770428016, "debt_to_equity": 0.7356810896863868, "current_ratio": 1.3745289716563813, "quick_ratio": 1.0503249412921194, "fcf_to_ebitda": 0.7648443371968828, "capex_to_revenue": 0.05145579372446647, "working_capital_to_revenue": 0.19389221613318192, "capital_efficiency": 0.13299067068494372, "financial_health": -0.47929403994955194, "margin_quality": 0.3541417122356277, "growth_momentum": 0.34244781200126123, "company_age_years": 38.965092402464066, "ebitda": 5055800000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "LLY", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 20.3654003997471, "revenue_cagr_3y": 0.05673946535410801, "revenue_cagr_5y": 0.007860176386769169, "earnings_cagr_3y": 0.11178327881553951, "quarterly_revenue_growth_yoy": 0.07761619301361752, "quarterly_earnings_growth_yoy": 0.34813427845392536, "revenue_growth_qoq": 0.11399498881089455, "gross_margin": 0.7301478289236475, "operating_margin": 0.22567518843466167, "net_margin": 0.17306800817265594, "roa_ttm": 0.05976090752567374, "roe_ttm": 0.17353625326222627, "debt_to_ebitda": 2.5110848238869288, "net_debt_to_ebitda": 1.884970732801697, "interest_coverage": 91.47574626865672, "debt_to_equity": 0.8731490411891524, "current_ratio": 1.3941741555624418, "quick_ratio": 1.0093850989419628, "fcf_to_ebitda": 0.9553547753462095, "capex_to_revenue": 0.04921199011124845, "working_capital_to_revenue": 0.2023194939285974, "capital_efficiency": 0.11664858039395001, "financial_health": -0.6248379172673709, "margin_quality": 0.37629700851032166, "growth_momentum": 0.21287523573377143, "company_age_years": 39.460643394934976, "ebitda": 4903100000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "LLY", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 16.80850674499972, "revenue_cagr_3y": 0.02239535760379452, "revenue_cagr_5y": -0.02390017694539559, "earnings_cagr_3y": 0.31984351941414957, "quarterly_revenue_growth_yoy": -0.050590057953828205, "quarterly_earnings_growth_yoy": 11.987364620938628, "revenue_growth_qoq": -0.1942798707939033, "gross_margin": 0.7653813610540312, "operating_margin": 0.28385511100366656, "net_margin": 0.2452556509126073, "roa_ttm": 0.025342910478045613, "roe_ttm": 0.07738005093962966, "debt_to_ebitda": 2.1886541807772186, "net_debt_to_ebitda": 1.6115778247609782, "interest_coverage": 87.33169934640523, "debt_to_equity": 0.8052385213739932, "current_ratio": 1.408287866978436, "quick_ratio": 1.0072053347189747, "fcf_to_ebitda": 0.8069489400714727, "capex_to_revenue": 0.06189730523559283, "working_capital_to_revenue": 0.20854344710441106, "capital_efficiency": 0.051361480708837635, "financial_health": -0.5770877766337292, "margin_quality": 0.4314973743234351, "growth_momentum": 5.9683872814924, "company_age_years": 40.21081451060917, "ebitda": 5344700000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 16.8106448817923, "revenue_cagr_3y": 0.12595408715483036, "revenue_cagr_5y": 0.10839346192394661, "earnings_cagr_3y": 0.16984010022429796, "quarterly_revenue_growth_yoy": 0.03554576210826211, "quarterly_earnings_growth_yoy": 0.002328675981370592, "revenue_growth_qoq": 0.1283711680248351, "gross_margin": 0.4755722729715207, "operating_margin": 0.14835034927458357, "net_margin": 0.12952176249328318, "roa_ttm": 0.048375997629443876, "roe_ttm": 0.09252372343116223, "debt_to_ebitda": 3.1008045550191854, "net_debt_to_ebitda": 2.9888847629657134, "interest_coverage": 39.21844660194175, "debt_to_equity": 0.5866783449335369, "current_ratio": 1.3846561995031714, "quick_ratio": 0.9043002194727829, "fcf_to_ebitda": 0.5926476049015967, "capex_to_revenue": 0.024927204781496456, "working_capital_to_revenue": 0.09400898298890684, "capital_efficiency": 0.07044986053030305, "financial_health": -0.5263425947901897, "margin_quality": 0.2511481282464625, "growth_momentum": 0.01893721904481635, "company_age_years": 37.96303901437371, "ebitda": 4039500000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 16.942638405865214, "revenue_cagr_3y": 0.11861166343693785, "revenue_cagr_5y": 0.09374882038122201, "earnings_cagr_3y": 0.23031404458172644, "quarterly_revenue_growth_yoy": 0.06188391205600693, "quarterly_earnings_growth_yoy": 0.009773260359655981, "revenue_growth_qoq": 0.05597466703921021, "gross_margin": 0.481963309225613, "operating_margin": 0.14058916916563768, "net_margin": 0.11390897865584759, "roa_ttm": 0.04727430218633293, "roe_ttm": 0.09393855313465545, "debt_to_ebitda": 3.324513582103581, "net_debt_to_ebitda": 3.168695366105837, "interest_coverage": 35.821548821548824, "debt_to_equity": 0.6653436105324047, "current_ratio": 1.1452190586447668, "quick_ratio": 0.7678267790600919, "fcf_to_ebitda": 0.6321787762007708, "capex_to_revenue": 0.026144941695019228, "working_capital_to_revenue": 0.045598868548254255, "capital_efficiency": 0.07060642766049419, "financial_health": -0.5313322985868543, "margin_quality": 0.24548715234903273, "growth_momentum": 0.035828586207831456, "company_age_years": 38.46132785763176, "ebitda": 4255600000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 16.405323957810147, "revenue_cagr_3y": 0.12628469640428164, "revenue_cagr_5y": 0.09589377783791053, "earnings_cagr_3y": 0.2254084951445976, "quarterly_revenue_growth_yoy": 0.064631918323482, "quarterly_earnings_growth_yoy": 0.04463989379356124, "revenue_growth_qoq": 0.1029415039301699, "gross_margin": 0.47320923847209884, "operating_margin": 0.1710207542598724, "net_margin": 0.1270895582653638, "roa_ttm": 0.044040254421887255, "roe_ttm": 0.09386563165933898, "debt_to_ebitda": 3.796150860691293, "net_debt_to_ebitda": 3.61670699968038, "interest_coverage": 33.36024371667936, "debt_to_equity": 0.7719795907945012, "current_ratio": 1.4428688861487875, "quick_ratio": 0.9880805589806823, "fcf_to_ebitda": 0.6191269805031734, "capex_to_revenue": 0.02431857109242042, "working_capital_to_revenue": 0.1179264642307966, "capital_efficiency": 0.06895294304061311, "financial_health": -0.6965695895461564, "margin_quality": 0.2571065169991117, "growth_momentum": 0.054635906058521616, "company_age_years": 38.965092402464066, "ebitda": 4380200000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 17.227446060090067, "revenue_cagr_3y": 0.06873387151621801, "revenue_cagr_5y": 0.08976244401827693, "earnings_cagr_3y": 0.0048253862298601735, "quarterly_revenue_growth_yoy": 0.1094812331191208, "quarterly_earnings_growth_yoy": 0.36996519144704126, "revenue_growth_qoq": -0.03799563918275055, "gross_margin": 0.46690451206715633, "operating_margin": 0.1489401888772298, "net_margin": 0.11563483735571878, "roa_ttm": 0.046968857652292834, "roe_ttm": 0.09959073557480547, "debt_to_ebitda": 3.824703694575762, "net_debt_to_ebitda": 3.664889207537024, "interest_coverage": 32.963810930576074, "debt_to_equity": 0.7832366759653502, "current_ratio": 1.3668181561032642, "quick_ratio": 0.9279828018631315, "fcf_to_ebitda": 0.6286828131651468, "capex_to_revenue": 0.02255085546005986, "working_capital_to_revenue": 0.10377554776652102, "capital_efficiency": 0.07327979661354915, "financial_health": -0.6814341850368537, "margin_quality": 0.24382651276670164, "growth_momentum": 0.23972321228308102, "company_age_years": 39.21149897330596, "ebitda": 4463300000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 18.552647341938307, "revenue_cagr_3y": 0.049080007182974894, "revenue_cagr_5y": 0.0993123638372766, "earnings_cagr_3y": 0.30009595642964726, "quarterly_revenue_growth_yoy": 0.10028223672605398, "quarterly_earnings_growth_yoy": 0.18466898954703834, "revenue_growth_qoq": 0.0472193074501574, "gross_margin": 0.45771543086172345, "operating_margin": 0.15591182364729458, "net_margin": 0.12264529058116233, "roa_ttm": 0.048716829665238416, "roe_ttm": 0.10119866378463352, "debt_to_ebitda": 3.6744913585648655, "net_debt_to_ebitda": 3.5408225771166046, "interest_coverage": 34.11194029850746, "debt_to_equity": 0.7501071830507869, "current_ratio": 1.4682414594743687, "quick_ratio": 0.9910358958193782, "fcf_to_ebitda": 0.6107416320280026, "capex_to_revenue": 0.020620758264710326, "working_capital_to_revenue": 0.12379226109557219, "capital_efficiency": 0.07495774672493596, "financial_health": -0.6681776134923976, "margin_quality": 0.24542418169672678, "growth_momentum": 0.14247561313654616, "company_age_years": 39.460643394934976, "ebitda": 4571000000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 19.109264315960267, "revenue_cagr_3y": 0.1040980109630334, "revenue_cagr_5y": 0.1315744330698252, "earnings_cagr_3y": -0.04229358045225362, "quarterly_revenue_growth_yoy": 0.22082694015989662, "quarterly_earnings_growth_yoy": -0.16108022239872916, "revenue_growth_qoq": 0.18193190258394903, "gross_margin": 0.3971721514800728, "operating_margin": 0.1668595998015545, "net_margin": 0.08733256160079378, "roa_ttm": 0.03926485380013764, "roe_ttm": 0.0875575492857986, "debt_to_ebitda": 4.156872056670228, "net_debt_to_ebitda": 3.892714393129922, "interest_coverage": 30.44457831325301, "debt_to_equity": 0.8266635186715461, "current_ratio": 1.3366912599318956, "quick_ratio": 0.9151532349602725, "fcf_to_ebitda": 0.6919545688392893, "capex_to_revenue": 0.02428507232935912, "working_capital_to_revenue": 0.11344188314482126, "capital_efficiency": 0.06341120154296812, "financial_health": -0.7190935453901817, "margin_quality": 0.2171214376274737, "growth_momentum": 0.029873358880583734, "company_age_years": 39.964407939767284, "ebitda": 5053800000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 18.123595851613704, "revenue_cagr_3y": 0.12481326912154111, "revenue_cagr_5y": 0.13407155186054598, "earnings_cagr_3y": 0.13700515817894332, "quarterly_revenue_growth_yoy": 0.21803607214428858, "quarterly_earnings_growth_yoy": 0.22875816993464052, "revenue_growth_qoq": 0.03844182470527934, "gross_margin": 0.45097071405067457, "operating_margin": 0.1579466929911155, "net_margin": 0.12372490950970715, "roa_ttm": 0.0431944118549537, "roe_ttm": 0.09049347702779353, "debt_to_ebitda": 3.478075625776673, "net_debt_to_ebitda": 3.311734422155157, "interest_coverage": 33.13529411764706, "debt_to_equity": 0.7408583853280394, "current_ratio": 1.5842809364548496, "quick_ratio": 1.1050167224080267, "fcf_to_ebitda": 0.6549795845908042, "capex_to_revenue": 0.02717565449333599, "working_capital_to_revenue": 0.15129339834244096, "capital_efficiency": 0.06684394444137362, "financial_health": -0.6592456223416843, "margin_quality": 0.24421410551716574, "growth_momentum": 0.22339712103946455, "company_age_years": 40.459958932238195, "ebitda": 5633000000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "TMO", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 17.37281310522918, "revenue_cagr_3y": 0.11831669478640472, "revenue_cagr_5y": 0.13419544384096915, "earnings_cagr_3y": 0.14221818391548702, "quarterly_revenue_growth_yoy": 0.07607077889862741, "quarterly_earnings_growth_yoy": 0.7004355235750804, "revenue_growth_qoq": 0.0991554054054054, "gross_margin": 0.4035653911172583, "operating_margin": 0.18241893345627785, "net_margin": 0.1380052251421546, "roa_ttm": 0.0522478304168445, "roe_ttm": 0.10650329877474081, "debt_to_ebitda": 3.0842479018721756, "net_debt_to_ebitda": 2.7448353776630086, "interest_coverage": 36.02325581395349, "debt_to_equity": 0.6927426955702167, "current_ratio": 1.728485440052058, "quick_ratio": 1.2396290873596876, "fcf_to_ebitda": 0.6108779857972886, "capex_to_revenue": 0.0311191395024222, "working_capital_to_revenue": 0.1838410378520404, "capital_efficiency": 0.07937556459579265, "financial_health": -0.6092699657848799, "margin_quality": 0.24132984990523024, "growth_momentum": 0.38825315123685394, "company_age_years": 40.9637234770705, "ebitda": 6196000000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "ABT", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 16.344768178363314, "revenue_cagr_3y": -0.0069647868748135, "revenue_cagr_5y": -0.11121764124119171, "earnings_cagr_3y": 0.08915424298756047, "quarterly_revenue_growth_yoy": 0.031528046421663444, "quarterly_earnings_growth_yoy": -0.21556122448979592, "revenue_growth_qoq": 0.0917093142272262, "gross_margin": 0.5711606975435964, "operating_margin": 0.15300956309769362, "net_margin": 0.1153197074817176, "roa_ttm": 0.057191634656423386, "roe_ttm": 0.1101813784764208, "debt_to_ebitda": 2.257917405624525, "net_debt_to_ebitda": 1.6047631112237142, "interest_coverage": 38.320388349514566, "debt_to_equity": 0.4310519951632406, "current_ratio": 1.4975210423152312, "quick_ratio": 1.1731811368615244, "fcf_to_ebitda": 0.4281732961743096, "capex_to_revenue": 0.05589608873321658, "working_capital_to_revenue": 0.20991438022961667, "capital_efficiency": 0.0836865065664221, "financial_health": -0.22625598716851977, "margin_quality": 0.2798299893743359, "growth_momentum": -0.09201658903406623, "company_age_years": 38.46132785763176, "ebitda": 3947000000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "ABT", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 19.019882247992864, "revenue_cagr_3y": 0.10191682849284045, "revenue_cagr_5y": -0.0691797071488135, "earnings_cagr_3y": 0.03875153562086786, "quarterly_revenue_growth_yoy": 0.2880045265937382, "quarterly_earnings_growth_yoy": 2.8328267477203646, "revenue_growth_qoq": 0.028928732861232483, "gross_margin": 0.5092985795870552, "operating_margin": 0.13252306340606237, "net_margin": 0.08829989749597306, "roa_ttm": 0.029108072195770125, "roe_ttm": 0.0656530969030969, "debt_to_ebitda": 4.2863514719000895, "net_debt_to_ebitda": 2.321677074041035, "interest_coverage": 25.829493087557605, "debt_to_equity": 0.7500312187812188, "current_ratio": 2.6940138626339003, "quick_ratio": 2.255072463768116, "fcf_to_ebitda": 0.712042818911686, "capex_to_revenue": 0.04412349805044959, "working_capital_to_revenue": 0.5348134001750616, "capital_efficiency": 0.04738058454943351, "financial_health": -0.5752903460729283, "margin_quality": 0.24337384682969687, "growth_momentum": 1.5604156371570514, "company_age_years": 39.71252566735113, "ebitda": 5605000000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 16.558154881478504, "revenue_cagr_3y": -0.045202038371425335, "revenue_cagr_5y": 0.003047759858983312, "earnings_cagr_3y": -0.018192904671680776, "quarterly_revenue_growth_yoy": -0.2209930668841762, "quarterly_earnings_growth_yoy": 0.08480975893116469, "revenue_growth_qoq": 0.10943588006098594, "gross_margin": 0.5453395283903758, "operating_margin": 0.15893375215409114, "net_margin": 0.16294745108304431, "roa_ttm": 0.056378917900974275, "roe_ttm": 0.11101691967934338, "debt_to_ebitda": 3.0808055443953397, "net_debt_to_ebitda": 2.838815789473684, "interest_coverage": 123.29412146421429, "debt_to_equity": 0.5333698506268802, "current_ratio": 0.9696101251091068, "quick_ratio": 0.7209339540296771, "fcf_to_ebitda": 0.7362896745680997, "capex_to_revenue": 0.029645123336987017, "working_capital_to_revenue": -0.010503504520177388, "capital_efficiency": 0.08369791879015882, "financial_health": -0.3992902538202353, "margin_quality": 0.28907357720917043, "growth_momentum": -0.06809165397650575, "company_age_years": 37.987679671457904, "ebitda": 3982400000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 17.73127706003422, "revenue_cagr_3y": -0.03380020961589325, "revenue_cagr_5y": -0.005174420556843584, "earnings_cagr_3y": -0.04424991427202796, "quarterly_revenue_growth_yoy": -0.21931615681615682, "quarterly_earnings_growth_yoy": -0.3326740506329114, "revenue_growth_qoq": -0.08258621817943852, "gross_margin": 0.5550324559526357, "operating_margin": 0.14834629193713295, "net_margin": 0.12033668592624296, "roa_ttm": 0.05086517656055573, "roe_ttm": 0.09675520688814335, "debt_to_ebitda": 2.96334961688199, "net_debt_to_ebitda": 2.7640042651325416, "interest_coverage": 100.06699751861042, "debt_to_equity": 0.5024132045169807, "current_ratio": 1.052606153487365, "quick_ratio": 0.7586080525062051, "fcf_to_ebitda": 0.6654598655987304, "capex_to_revenue": 0.033441848282203014, "working_capital_to_revenue": 0.01688129106061335, "capital_efficiency": 0.07381019172434954, "financial_health": -0.3912704957590086, "margin_quality": 0.27457181127200386, "growth_momentum": -0.2759951037245341, "company_age_years": 38.234086242299796, "ebitda": 4032700000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 19.20141458225362, "revenue_cagr_3y": -0.0314327092832829, "revenue_cagr_5y": -0.001911737837829608, "earnings_cagr_3y": -0.06252042447633088, "quarterly_revenue_growth_yoy": -0.22038029386343994, "quarterly_earnings_growth_yoy": -0.15136287498096543, "revenue_growth_qoq": 0.07237796324036427, "gross_margin": 0.554976608057471, "operating_margin": 0.1684219862087315, "net_margin": 0.12356710494224075, "roa_ttm": 0.048239964247219956, "roe_ttm": 0.0895485969906466, "debt_to_ebitda": 3.1619432094050897, "net_debt_to_ebitda": 2.963803496904067, "interest_coverage": 90.07616707616708, "debt_to_equity": 0.4714111427409516, "current_ratio": 1.4887450625803074, "quick_ratio": 1.0624137438728407, "fcf_to_ebitda": 0.6588199994544611, "capex_to_revenue": 0.035715514966556144, "working_capital_to_revenue": 0.11782792762818232, "capital_efficiency": 0.06889428061893328, "financial_health": -0.4486046044943144, "margin_quality": 0.28232189973614774, "growth_momentum": -0.1858715844222027, "company_age_years": 38.483230663928815, "ebitda": 3666100000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 17.542319587628867, "revenue_cagr_3y": -0.023984692815207653, "revenue_cagr_5y": 0.005051454438984138, "earnings_cagr_3y": -0.05624340176001297, "quarterly_revenue_growth_yoy": 0.0958592483240967, "quarterly_earnings_growth_yoy": 0.46092951991828396, "revenue_growth_qoq": 0.004013214784594577, "gross_margin": 0.5602226050086127, "operating_margin": 0.16766043902654476, "net_margin": 0.12634159268583542, "roa_ttm": 0.051961449293695054, "roe_ttm": 0.09389014557405992, "debt_to_ebitda": 2.7034595559080095, "net_debt_to_ebitda": 2.5427240285487707, "interest_coverage": 101.1328320802005, "debt_to_equity": 0.42990455322871757, "current_ratio": 1.4268262108262109, "quick_ratio": 0.9955327635327635, "fcf_to_ebitda": 0.6638580491673275, "capex_to_revenue": 0.034400363467072016, "working_capital_to_revenue": 0.1050408620003029, "capital_efficiency": 0.07292579743387749, "financial_health": -0.40857864324530335, "margin_quality": 0.28474154557366427, "growth_momentum": 0.27839438412119033, "company_age_years": 38.73511293634497, "ebitda": 4035200000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 17.413528734043044, "revenue_cagr_3y": -0.02082881916733148, "revenue_cagr_5y": 0.004403087027331498, "earnings_cagr_3y": 0.08986401116028642, "quarterly_revenue_growth_yoy": 0.10937329581397379, "quarterly_earnings_growth_yoy": 0.1467202141900937, "revenue_growth_qoq": 0.1231173534737865, "gross_margin": 0.5582515681223824, "operating_margin": 0.19729830701771633, "net_margin": 0.16843305739622863, "roa_ttm": 0.053422825122297346, "roe_ttm": 0.09454742736605687, "debt_to_ebitda": 2.4245587354255957, "net_debt_to_ebitda": 2.27932162772478, "interest_coverage": 103.82296650717703, "debt_to_equity": 0.39919645499313305, "current_ratio": 1.4293762911336936, "quick_ratio": 1.045260104751372, "fcf_to_ebitda": 0.6586017788838195, "capex_to_revenue": 0.03380306278880724, "working_capital_to_revenue": 0.11226042979426831, "capital_efficiency": 0.07398512624417711, "financial_health": -0.37829809987786667, "margin_quality": 0.30799431084544243, "growth_momentum": 0.12804675500203375, "company_age_years": 38.98699520876112, "ebitda": 4339800000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 17.611793303880223, "revenue_cagr_3y": -0.012319492538420906, "revenue_cagr_5y": 0.011034623447057745, "earnings_cagr_3y": -0.0018755172378267515, "quarterly_revenue_growth_yoy": 0.11643721615902228, "quarterly_earnings_growth_yoy": 0.11954159257063822, "revenue_growth_qoq": -0.07674459759718426, "gross_margin": 0.5630191251011628, "operating_margin": 0.15823997955445757, "net_margin": 0.1206712953103037, "roa_ttm": 0.054143369844650145, "roe_ttm": 0.09388044825468281, "debt_to_ebitda": 2.344958386326617, "net_debt_to_ebitda": 2.1116317468817636, "interest_coverage": 114.62148337595907, "debt_to_equity": 0.3865185234223002, "current_ratio": 1.5924508766796461, "quick_ratio": 1.1537509284476355, "fcf_to_ebitda": 0.7023227793024969, "capex_to_revenue": 0.03182354378991891, "working_capital_to_revenue": 0.1398663081713551, "capital_efficiency": 0.07401190904966648, "financial_health": -0.36070808618603606, "margin_quality": 0.28064346665530804, "growth_momentum": 0.11798940436483024, "company_age_years": 39.233401779603014, "ebitda": 4481700000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 17.091344907456598, "revenue_cagr_3y": -0.009590225346985948, "revenue_cagr_5y": 0.010074631539409573, "earnings_cagr_3y": -0.010605099153795372, "quarterly_revenue_growth_yoy": 0.10441010177157935, "quarterly_earnings_growth_yoy": 0.20904360308630898, "revenue_growth_qoq": 0.0608254887762491, "gross_margin": 0.5655691628187111, "operating_margin": 0.17717325838185102, "net_margin": 0.1352740413571572, "roa_ttm": 0.05554168279375226, "roe_ttm": 0.09808432216313946, "debt_to_ebitda": 2.4056397288510167, "net_debt_to_ebitda": 2.2135404492233155, "interest_coverage": 108.93287037037037, "debt_to_equity": 0.41601408186739086, "current_ratio": 1.5010856820254483, "quick_ratio": 1.0710470317453424, "fcf_to_ebitda": 0.6730274761469645, "capex_to_revenue": 0.0313525450615076, "working_capital_to_revenue": 0.11963007314557057, "capital_efficiency": 0.07681300247844586, "financial_health": -0.3907680266216834, "margin_quality": 0.2926721541859065, "growth_momentum": 0.15672685242894416, "company_age_years": 39.48254620123203, "ebitda": 4705900000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 18.27206122491595, "revenue_cagr_3y": -0.011430608207714799, "revenue_cagr_5y": 0.007760224144014893, "earnings_cagr_3y": -0.22087507610644386, "quarterly_revenue_growth_yoy": 0.07175036438319862, "quarterly_earnings_growth_yoy": 0.16011186855444853, "revenue_growth_qoq": -0.025677574784179882, "gross_margin": 0.5543879170015041, "operating_margin": 0.17116894356184706, "net_margin": 0.13675794852774514, "roa_ttm": 0.05785265981412211, "roe_ttm": 0.09976005839542665, "debt_to_ebitda": 2.2171688696777965, "net_debt_to_ebitda": 2.0550857190586567, "interest_coverage": 115.953995157385, "debt_to_equity": 0.3836825254576597, "current_ratio": 1.5296844556916669, "quick_ratio": 1.075202114079681, "fcf_to_ebitda": 0.6272839274154817, "capex_to_revenue": 0.031358334352950774, "working_capital_to_revenue": 0.12057995839960847, "capital_efficiency": 0.07880635910477438, "financial_health": -0.3652557184740077, "margin_quality": 0.2874382696970321, "growth_momentum": 0.11593111646882358, "company_age_years": 39.73442847364819, "ebitda": 4788900000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 18.174306853066543, "revenue_cagr_3y": -0.07852493042499331, "revenue_cagr_5y": -0.02651608664890892, "earnings_cagr_3y": 0.027414672613093938, "quarterly_revenue_growth_yoy": -0.09461824330967222, "quarterly_earnings_growth_yoy": -0.1281811814148961, "revenue_growth_qoq": -0.051224990212441535, "gross_margin": 0.550266044087306, "operating_margin": 0.1875122163101314, "net_margin": 0.16218916277554565, "roa_ttm": 0.05542047770867088, "roe_ttm": 0.09395556878756947, "debt_to_ebitda": 2.151173833344376, "net_debt_to_ebitda": 1.9771858919145742, "interest_coverage": 152.96959459459458, "debt_to_equity": 0.3452244244073948, "current_ratio": 1.4652070639264692, "quick_ratio": 1.1282453784983992, "fcf_to_ebitda": 0.759292387199364, "capex_to_revenue": 0.030521584613776524, "working_capital_to_revenue": 0.11771192641371381, "capital_efficiency": 0.07468802324812018, "financial_health": -0.32691850913254966, "margin_quality": 0.299989141057661, "growth_momentum": -0.11139971236228416, "company_age_years": 39.98631074606434, "ebitda": 4527900000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 23.32764991502792, "revenue_cagr_3y": 0.0033161816106328512, "revenue_cagr_5y": -0.045354147030664205, "earnings_cagr_3y": -0.4902572986634881, "quarterly_revenue_growth_yoy": 0.17362598144182725, "quarterly_earnings_growth_yoy": 1.3090128755364807, "revenue_growth_qoq": 0.27882558817810615, "gross_margin": 0.8265166489280827, "operating_margin": 0.30424205564847195, "net_margin": 0.054736201915767065, "roa_ttm": 0.020828542330562763, "roe_ttm": 0.07268558326167956, "debt_to_ebitda": 7.110949259529012, "net_debt_to_ebitda": 3.9825200291332847, "interest_coverage": 17.453389830508474, "debt_to_equity": 1.6789911149326455, "current_ratio": 3.252287306762015, "quick_ratio": 3.146282469239668, "fcf_to_ebitda": 1.9810633648943918, "capex_to_revenue": 0.029031839979262973, "working_capital_to_revenue": 0.9252602929105284, "capital_efficiency": 0.046757062796121164, "financial_health": -1.3814519980575446, "margin_quality": 0.3951649688307739, "growth_momentum": 0.741319428489154, "company_age_years": 28.689938398357288, "ebitda": 4119000000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 23.74593295103661, "revenue_cagr_3y": 0.0807625146318598, "revenue_cagr_5y": -0.03795474011744249, "earnings_cagr_3y": 0.03979139559191247, "quarterly_revenue_growth_yoy": 0.15771449170872387, "quarterly_earnings_growth_yoy": 0.11476466795615732, "revenue_growth_qoq": -0.1344832232852715, "gross_margin": 0.7881052467694224, "operating_margin": 0.4499455083294411, "net_margin": 0.2691888525611085, "roa_ttm": 0.004459787826705387, "roe_ttm": 0.015882228788518363, "debt_to_ebitda": 6.653286281429201, "net_debt_to_ebitda": 5.756726951918836, "interest_coverage": 17.642023346303503, "debt_to_equity": 1.591705360911777, "current_ratio": 1.3681607418856259, "quick_ratio": 1.1848531684698609, "fcf_to_ebitda": 1.9183943537715042, "capex_to_revenue": 0.025191675794085433, "working_capital_to_revenue": 0.13976685964637772, "capital_efficiency": 0.010171008307611876, "financial_health": -1.4122801371615432, "margin_quality": 0.502413202553324, "growth_momentum": 0.1362395798324406, "company_age_years": 29.188227241615333, "ebitda": 4534000000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 20.2024368950465, "revenue_cagr_3y": 0.03799944349326112, "revenue_cagr_5y": 0.04109018485145843, "earnings_cagr_3y": 0.019756054872546835, "quarterly_revenue_growth_yoy": 0.053644491589634795, "quarterly_earnings_growth_yoy": 0.5444976076555024, "revenue_growth_qoq": 0.039934190846545016, "gross_margin": 0.7779375809003308, "operating_margin": 0.38026751042715373, "net_margin": 0.23213001582050913, "roa_ttm": 0.0196532223445753, "roe_ttm": 0.0576007877030797, "debt_to_ebitda": 4.431580945150882, "net_debt_to_ebitda": 3.9054849117479598, "interest_coverage": 22.23206751054852, "debt_to_equity": 1.2772824243750343, "current_ratio": 1.1425788497217069, "quick_ratio": 0.9546382189239332, "fcf_to_ebitda": 1.308787246156766, "capex_to_revenue": 0.020573319425961228, "working_capital_to_revenue": 0.055281804121857354, "capital_efficiency": 0.0386270050238275, "financial_health": -1.1265358355034891, "margin_quality": 0.4634450357159979, "growth_momentum": 0.2990710496225686, "company_age_years": 32.43805612594114, "ebitda": 5269000000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 16.35977956393029, "revenue_cagr_3y": 0.202336706016901, "revenue_cagr_5y": 0.28013740302643453, "earnings_cagr_3y": 0.8456898146624428, "quarterly_revenue_growth_yoy": 0.1459403437930964, "quarterly_earnings_growth_yoy": 0.9201304779236014, "revenue_growth_qoq": -0.044843208018973145, "gross_margin": 0.8999288778916099, "operating_margin": 0.3752806015276367, "net_margin": 0.3162320499376441, "roa_ttm": 0.15231049849477674, "roe_ttm": 0.21736257324544386, "debt_to_ebitda": 0.29367709335759506, "net_debt_to_ebitda": 0.0, "interest_coverage": 372.6334834601646, "debt_to_equity": 0.10729037688400894, "current_ratio": 3.590573103480968, "quick_ratio": 2.9424170840772987, "fcf_to_ebitda": 0.5286600285823004, "capex_to_revenue": 0.04972017674019959, "working_capital_to_revenue": 0.5406665863112252, "capital_efficiency": 0.18483653587011029, "financial_health": 0.001482061697163431, "margin_quality": 0.5304805097856302, "growth_momentum": 0.5330354108583488, "company_age_years": 26.99520876112252, "ebitda": 2399387000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 20.88010191154022, "revenue_cagr_3y": 0.099113991438184, "revenue_cagr_5y": 0.14344734825488836, "earnings_cagr_3y": 0.3227086505327168, "quarterly_revenue_growth_yoy": 0.2371656737229053, "quarterly_earnings_growth_yoy": 3.6468151216986016, "revenue_growth_qoq": 0.06771687999124822, "gross_margin": 0.8287397540983606, "operating_margin": 0.33627049180327867, "net_margin": 0.4596823770491803, "roa_ttm": 0.20677538516983512, "roe_ttm": 0.329399165323382, "debt_to_ebitda": 0.42879195014578925, "net_debt_to_ebitda": 0.0, "interest_coverage": 360.63917525773195, "debt_to_equity": 0.1656104400821428, "current_ratio": 2.1230012964563527, "quick_ratio": 1.679802290406223, "fcf_to_ebitda": 0.6933279972557315, "capex_to_revenue": 0.07589950456182148, "working_capital_to_revenue": 0.5628231854238298, "capital_efficiency": 0.2680872752466086, "financial_health": 0.13807203698184867, "margin_quality": 0.5415642076502732, "growth_momentum": 1.9419903977107533, "company_age_years": 29.245722108145106, "ebitda": 3498200000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 18.03658598926486, "revenue_cagr_3y": 0.200375985778392, "revenue_cagr_5y": 0.15908250769172283, "earnings_cagr_3y": 0.09399425690971519, "quarterly_revenue_growth_yoy": 0.06643958045259857, "quarterly_earnings_growth_yoy": -0.15993836671802775, "revenue_growth_qoq": -0.07389292408622306, "gross_margin": 0.8238512381012618, "operating_margin": 0.3171310205243351, "net_margin": 0.2586255969134436, "roa_ttm": 0.13914550613940832, "roe_ttm": 0.17802359630903333, "debt_to_ebitda": 0.38965022315723247, "net_debt_to_ebitda": 0.0, "interest_coverage": 282.56111111111113, "debt_to_equity": 0.08434914365487418, "current_ratio": 5.45440469662269, "quick_ratio": 4.6722686364955965, "fcf_to_ebitda": 0.7184876427911366, "capex_to_revenue": 0.050647135385088, "working_capital_to_revenue": 1.1163469389404928, "capital_efficiency": 0.15858455122422083, "financial_health": 0.045934057553379995, "margin_quality": 0.46653595184634683, "growth_momentum": -0.04674939313271459, "company_age_years": 31.994524298425734, "ebitda": 5086100000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 19.180901041881153, "revenue_cagr_3y": 0.13596487660025347, "revenue_cagr_5y": 0.15115359096437953, "earnings_cagr_3y": 0.061704265600085684, "quarterly_revenue_growth_yoy": 0.14525577276752266, "quarterly_earnings_growth_yoy": -0.23401991335410807, "revenue_growth_qoq": 0.06478578892371996, "gross_margin": 0.8388794718529753, "operating_margin": 0.3601272786748744, "net_margin": 0.29969964611770306, "roa_ttm": 0.1240886351835788, "roe_ttm": 0.16025682208766323, "debt_to_ebitda": 0.40822797842111763, "net_debt_to_ebitda": 0.0, "interest_coverage": 272.8426966292135, "debt_to_equity": 0.07960842260805319, "current_ratio": 5.178347134996943, "quick_ratio": 4.466403601400545, "fcf_to_ebitda": 0.9481530288679323, "capex_to_revenue": 0.04729218999335741, "working_capital_to_revenue": 1.1480381452665818, "capital_efficiency": 0.14217272863562103, "financial_health": -0.012690537938258736, "margin_quality": 0.4995687988818509, "growth_momentum": -0.044382070293292705, "company_age_years": 32.49555099247091, "ebitda": 4856600000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 21.13700424008693, "revenue_cagr_3y": 0.12331333196868965, "revenue_cagr_5y": 0.12241962307693299, "earnings_cagr_3y": 0.003007536905643926, "quarterly_revenue_growth_yoy": 0.00582825679475164, "quarterly_earnings_growth_yoy": -0.031325703784145016, "revenue_growth_qoq": 0.02129241383412139, "gross_margin": 0.8168185656465655, "operating_margin": 0.30594298692601113, "net_margin": 0.3376525056052179, "roa_ttm": 0.11951560147762105, "roe_ttm": 0.15221902660829859, "debt_to_ebitda": 0.4224958984083694, "net_debt_to_ebitda": 0.0, "interest_coverage": 256.46448087431696, "debt_to_equity": 0.07634437167685028, "current_ratio": 5.690015773792137, "quick_ratio": 4.936232984752001, "fcf_to_ebitda": 0.8124986683144056, "capex_to_revenue": 0.05951727502820724, "working_capital_to_revenue": 1.2240264690635196, "capital_efficiency": 0.13586731404295982, "financial_health": 0.006182336142328562, "margin_quality": 0.4868046860592649, "growth_momentum": -0.012748723494696688, "company_age_years": 32.747433264887064, "ebitda": 4693300000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 17.61115531142022, "revenue_cagr_3y": 0.17312359696951907, "revenue_cagr_5y": 0.2591873968714087, "earnings_cagr_3y": 0.15758430335345786, "quarterly_revenue_growth_yoy": 0.06391637750074969, "quarterly_earnings_growth_yoy": 0.11262761955937668, "revenue_growth_qoq": -0.0038905823840847103, "gross_margin": 0.8716730420777129, "operating_margin": 0.4179987920273807, "net_margin": 0.4168713509160459, "roa_ttm": 0.1597011902679714, "roe_ttm": 0.21012184487185698, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 414.20183486238534, "debt_to_equity": 0.0, "current_ratio": 4.082847141190198, "quick_ratio": 3.8915096960604547, "fcf_to_ebitda": 0.9314255337999469, "capex_to_revenue": 0.018220049304965714, "working_capital_to_revenue": 1.1493857595657848, "capital_efficiency": 0.1849115175699142, "financial_health": 0.5113733648774291, "margin_quality": 0.5688477283403799, "growth_momentum": 0.08827199853006318, "company_age_years": 32.186173853524984, "ebitda": 4514800000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 19.292451245609076, "revenue_cagr_3y": -0.06857709355056096, "revenue_cagr_5y": -0.012266974811850573, "earnings_cagr_3y": -0.3891647158516641, "quarterly_revenue_growth_yoy": -0.17689049494979414, "quarterly_earnings_growth_yoy": -0.53071988595866, "revenue_growth_qoq": 0.0014054054054054054, "gross_margin": 0.8158264061319227, "operating_margin": 0.28773975313973155, "net_margin": 0.11846414048724316, "roa_ttm": 0.06493130085228108, "roe_ttm": 0.14820851590139886, "debt_to_ebitda": 2.9358016715791173, "net_debt_to_ebitda": 2.3132797674324705, "interest_coverage": 37.35595776772247, "debt_to_equity": 0.6971399534031966, "current_ratio": 1.7006125937885839, "quick_ratio": 1.3805679551714314, "fcf_to_ebitda": 0.850769168651835, "capex_to_revenue": 0.029494166929417594, "working_capital_to_revenue": 0.2658168550966173, "capital_efficiency": 0.10656990837683997, "financial_health": -0.5366135299743157, "margin_quality": 0.4073434332529658, "growth_momentum": -0.3538051904542271, "company_age_years": 30.039698836413415, "ebitda": 2476700000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 20.914267399734513, "revenue_cagr_3y": 0.005797305088325544, "revenue_cagr_5y": 0.11354794832043114, "earnings_cagr_3y": -0.21512183787004457, "quarterly_revenue_growth_yoy": 0.026259937156558798, "quarterly_earnings_growth_yoy": -0.13638721448119198, "revenue_growth_qoq": 0.031138996080931913, "gross_margin": 0.7026106233410145, "operating_margin": 0.14297270756157085, "net_margin": 0.09388909955371467, "roa_ttm": 0.0725900423556799, "roe_ttm": 0.1189579414929796, "debt_to_ebitda": 0.0373942328595597, "net_debt_to_ebitda": 0.0, "interest_coverage": 258.92735849056606, "debt_to_equity": 0.008193388449105193, "current_ratio": 1.1824674761300455, "quick_ratio": 1.055272810333917, "fcf_to_ebitda": 0.49153437804002725, "capex_to_revenue": 0.029894789595676846, "working_capital_to_revenue": 0.094412407640036, "capital_efficiency": 0.09577399192432975, "financial_health": 0.1236422442209926, "margin_quality": 0.3131574768187667, "growth_momentum": -0.05506363866231659, "company_age_years": 23.42505133470226, "ebitda": 823389000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 17.330745397234757, "revenue_cagr_3y": 0.20193318566839769, "revenue_cagr_5y": 0.1490946331297529, "earnings_cagr_3y": 0.1441275204854553, "quarterly_revenue_growth_yoy": 0.4511823087869571, "quarterly_earnings_growth_yoy": 0.9925486805812852, "revenue_growth_qoq": -0.0751857587606135, "gross_margin": 0.3759371406909386, "operating_margin": 0.11517000899153793, "net_margin": 0.07581871555724039, "roa_ttm": 0.025480567319665283, "roe_ttm": 0.04440598155383566, "debt_to_ebitda": 3.705704802158703, "net_debt_to_ebitda": 3.1268118537622085, "interest_coverage": 37.82585132327703, "debt_to_equity": 0.5109316883478623, "current_ratio": 2.6314054414955765, "quick_ratio": 2.048183386190397, "fcf_to_ebitda": 0.371545239630346, "capex_to_revenue": 0.05672235807716926, "working_capital_to_revenue": 0.24061028048120003, "capital_efficiency": 0.03494327443675047, "financial_health": -0.46513248783081873, "margin_quality": 0.18897528841323896, "growth_momentum": 0.7218654946841212, "company_age_years": 24.079397672826833, "ebitda": 418770000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 15.596341698861313, "revenue_cagr_3y": 0.18982517099979068, "revenue_cagr_5y": 0.1353184355463657, "earnings_cagr_3y": 0.10761676145094734, "quarterly_revenue_growth_yoy": 0.3194916482444269, "quarterly_earnings_growth_yoy": 3.6524692068608267, "revenue_growth_qoq": 0.012589719570536579, "gross_margin": 0.3835121400338792, "operating_margin": 0.10761353000781232, "net_margin": 0.06252330159417711, "roa_ttm": 0.03197351565311263, "roe_ttm": 0.05556118794129927, "debt_to_ebitda": 3.287672819722838, "net_debt_to_ebitda": 2.7707612298525177, "interest_coverage": 45.04384840717686, "debt_to_equity": 0.539506998758059, "current_ratio": 2.5818990889600535, "quick_ratio": 2.015037289453646, "fcf_to_ebitda": 0.41328174060427714, "capex_to_revenue": 0.06181956836374095, "working_capital_to_revenue": 0.22586918286131552, "capital_efficiency": 0.04376735179720595, "financial_health": -0.45282889000080423, "margin_quality": 0.18454965721195618, "growth_momentum": 1.9859804275526267, "company_age_years": 24.331279945242983, "ebitda": 492059000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 17.283793543374305, "revenue_cagr_3y": 0.1354871816011063, "revenue_cagr_5y": 0.1178542066744388, "earnings_cagr_3y": -0.12389138715281656, "quarterly_revenue_growth_yoy": -0.013165729120338646, "quarterly_earnings_growth_yoy": -0.5472289573952199, "revenue_growth_qoq": 0.05321024036216669, "gross_margin": 0.41122948256651237, "operating_margin": 0.08606422006227346, "net_margin": 0.03837848233016094, "roa_ttm": 0.022330186792244015, "roe_ttm": 0.039132636520638725, "debt_to_ebitda": 3.715559786857491, "net_debt_to_ebitda": 3.0370961011803415, "interest_coverage": 36.119359029883064, "debt_to_equity": 0.5513746635715666, "current_ratio": 2.6673148436906255, "quick_ratio": 2.148850970824172, "fcf_to_ebitda": 0.6023649993525149, "capex_to_revenue": 0.06617571636999399, "working_capital_to_revenue": 0.24350494267356002, "capital_efficiency": 0.03073141165644137, "financial_health": -0.4686493022480075, "margin_quality": 0.1785573949863156, "growth_momentum": -0.2801973432577793, "company_age_years": 24.829568788501028, "ebitda": 416998000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 16.232933991253, "revenue_cagr_3y": 0.118327715637641, "revenue_cagr_5y": 0.11714419435731371, "earnings_cagr_3y": 0.35469317203291006, "quarterly_revenue_growth_yoy": 0.023386839916261323, "quarterly_earnings_growth_yoy": 19.971377101681345, "revenue_growth_qoq": 0.043744549868408394, "gross_margin": 0.4203308656896812, "operating_margin": 0.1560356549327693, "net_margin": 0.14319534672911316, "roa_ttm": 0.04720958137709414, "roe_ttm": 0.07808741325580829, "debt_to_ebitda": 2.7900607668813975, "net_debt_to_ebitda": 2.2611336070110184, "interest_coverage": 43.06564481181286, "debt_to_equity": 0.4802318181993131, "current_ratio": 2.817462958517904, "quick_ratio": 2.218757501036507, "fcf_to_ebitda": 0.5373219712992485, "capex_to_revenue": 0.06737822662125968, "working_capital_to_revenue": 0.2577394039637755, "capital_efficiency": 0.06264849731645121, "financial_health": -0.4004263398098143, "margin_quality": 0.23985395578385457, "growth_momentum": 9.997381970798802, "company_age_years": 25.582477754962355, "ebitda": 536641000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 19.16343786663977, "revenue_cagr_3y": 0.1323833418777094, "revenue_cagr_5y": 0.11681151698959602, "earnings_cagr_3y": 0.42298045459340794, "quarterly_revenue_growth_yoy": 0.05065102538966123, "quarterly_earnings_growth_yoy": 0.20514145014377463, "revenue_growth_qoq": -0.10784624559864688, "gross_margin": 0.42120803183678324, "operating_margin": 0.14782437167127457, "net_margin": 0.10957357872621556, "roa_ttm": 0.05994460603656429, "roe_ttm": 0.09808417329567538, "debt_to_ebitda": 4.437711999731061, "net_debt_to_ebitda": 4.070401559847377, "interest_coverage": 50.67546848381601, "debt_to_equity": 0.8551188039281735, "current_ratio": 2.6452057286233224, "quick_ratio": 2.019604538815863, "fcf_to_ebitda": 0.5396718941724237, "capex_to_revenue": 0.05911105745834261, "working_capital_to_revenue": 0.23202403811693872, "capital_efficiency": 0.07901438966611984, "financial_health": -0.3843028608483608, "margin_quality": 0.22620199407809113, "growth_momentum": 0.12789623776671794, "company_age_years": 26.078028747433265, "ebitda": 594930000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 18.12843152788227, "revenue_cagr_3y": 0.11492764213266238, "revenue_cagr_5y": 0.12087342366527154, "earnings_cagr_3y": 1.0736253028190692, "quarterly_revenue_growth_yoy": 0.07064789745158549, "quarterly_earnings_growth_yoy": 0.20164755891341782, "revenue_growth_qoq": 0.06293932913560378, "gross_margin": 0.41926414035563164, "operating_margin": 0.15697367006352353, "net_margin": 0.11408166301157209, "roa_ttm": 0.06289758209543762, "roe_ttm": 0.10129598381968676, "debt_to_ebitda": 2.2709322544804116, "net_debt_to_ebitda": 1.9222963490726948, "interest_coverage": 52.850083384534365, "debt_to_equity": 0.43856192526740273, "current_ratio": 2.628934598703139, "quick_ratio": 2.009415124318289, "fcf_to_ebitda": 0.5221060218793233, "capex_to_revenue": 0.05660574745733034, "working_capital_to_revenue": 0.22515573573448802, "capital_efficiency": 0.08209678295756219, "financial_health": -0.3647937800276366, "margin_quality": 0.23010649114357576, "growth_momentum": 0.13614772818250165, "company_age_years": 26.32991101984942, "ebitda": 602121000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 16.95140714541769, "revenue_cagr_3y": 0.04014849126197717, "revenue_cagr_5y": 0.11414688213351987, "earnings_cagr_3y": 0.3365426694113125, "quarterly_revenue_growth_yoy": 0.05187792717933223, "quarterly_earnings_growth_yoy": -0.4950675768350197, "revenue_growth_qoq": 0.02544623328880451, "gross_margin": 0.4122110542659263, "operating_margin": 0.09994283563953706, "net_margin": 0.06873798902099569, "roa_ttm": 0.05371215586480478, "roe_ttm": 0.08661648632839175, "debt_to_ebitda": 2.2415258227208223, "net_debt_to_ebitda": 1.8699885518692831, "interest_coverage": 51.19578822733423, "debt_to_equity": 0.4370646692452592, "current_ratio": 2.5640057384195227, "quick_ratio": 1.99210841693487, "fcf_to_ebitda": 0.5371766894252642, "capex_to_revenue": 0.060507778587729356, "working_capital_to_revenue": 0.2280292901283183, "capital_efficiency": 0.07016432109659826, "financial_health": -0.3565236430697776, "margin_quality": 0.1936306263088197, "growth_momentum": -0.22159482482784373, "company_age_years": 26.581793292265573, "ebitda": 605339000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 18.587574618419225, "revenue_cagr_3y": 0.036301395728963515, "revenue_cagr_5y": 0.10548319926311223, "earnings_cagr_3y": 0.23493520842321902, "quarterly_revenue_growth_yoy": 0.07296364527712637, "quarterly_earnings_growth_yoy": 0.4775537378733118, "revenue_growth_qoq": 0.10337700613870544, "gross_margin": 0.43570728430786776, "operating_margin": 0.1833840354172606, "net_margin": 0.14155579246901576, "roa_ttm": 0.059934308035507484, "roe_ttm": 0.09543950997520873, "debt_to_ebitda": 1.9335611551785237, "net_debt_to_ebitda": 1.5891229379338982, "interest_coverage": 58.22734296882101, "debt_to_equity": 0.388775433972901, "current_ratio": 2.2651420046604014, "quick_ratio": 1.8174962811374131, "fcf_to_ebitda": 0.5460699170568207, "capex_to_revenue": 0.06818957863825718, "working_capital_to_revenue": 0.21153955365775637, "capital_efficiency": 0.0776869090053581, "financial_health": -0.32791577361902496, "margin_quality": 0.253549037398048, "growth_momentum": 0.2752586915752191, "company_age_years": 26.82819986310746, "ebitda": 640559000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 19.62122349696846, "revenue_cagr_3y": 0.044609383628458676, "revenue_cagr_5y": 0.09751204466751262, "earnings_cagr_3y": 0.32852884946249006, "quarterly_revenue_growth_yoy": 0.08524642799807353, "quarterly_earnings_growth_yoy": 0.2235046541952309, "revenue_growth_qoq": 0.0574581337910428, "gross_margin": 0.43247787850822433, "operating_margin": 0.17199527712936322, "net_margin": 0.12861543890125401, "roa_ttm": 0.06478602669601909, "roe_ttm": 0.10376739883464679, "debt_to_ebitda": 1.7704017726690033, "net_debt_to_ebitda": 1.439221623272595, "interest_coverage": 65.2055725775565, "debt_to_equity": 0.3723867193592874, "current_ratio": 2.410977914738227, "quick_ratio": 1.8576501730047217, "fcf_to_ebitda": 0.5102282355394291, "capex_to_revenue": 0.07775248145850341, "working_capital_to_revenue": 0.20838903085959254, "capital_efficiency": 0.08427671276533294, "financial_health": -0.32319296748615955, "margin_quality": 0.24436286484628053, "growth_momentum": 0.15437554109665222, "company_age_years": 27.329226557152634, "ebitda": 681007000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 20.703478744603554, "revenue_cagr_3y": 0.06039210576707288, "revenue_cagr_5y": 0.0906830592532768, "earnings_cagr_3y": 0.17981353350177876, "quarterly_revenue_growth_yoy": 0.02618207480592802, "quarterly_earnings_growth_yoy": 0.11701083687703785, "revenue_growth_qoq": 0.13035704675512608, "gross_margin": 0.43648066739669794, "operating_margin": 0.18682320018197882, "net_margin": 0.1399993651902049, "roa_ttm": 0.0768846333599572, "roe_ttm": 0.11530353273965141, "debt_to_ebitda": 1.3600802839450392, "net_debt_to_ebitda": 0.9526170633417865, "interest_coverage": 88.37645701096365, "debt_to_equity": 0.28437892069663656, "current_ratio": 2.641852197199013, "quick_ratio": 2.0020233430864134, "fcf_to_ebitda": 0.5217385626718831, "capex_to_revenue": 0.07513906553781934, "working_capital_to_revenue": 0.23653780742979888, "capital_efficiency": 0.0960940830498043, "financial_health": -0.2218438414316601, "margin_quality": 0.25443441092296054, "growth_momentum": 0.07159645584148294, "company_age_years": 28.331279945242983, "ebitda": 765782000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 20.08528273438273, "revenue_cagr_3y": 0.18941804820271435, "revenue_cagr_5y": 0.14103877435191015, "earnings_cagr_3y": 0.14933898162425918, "quarterly_revenue_growth_yoy": 0.14384489454738883, "quarterly_earnings_growth_yoy": 2.5968147849307437, "revenue_growth_qoq": 0.13885183643998245, "gross_margin": 0.42464347789667667, "operating_margin": 0.1627642820057523, "net_margin": 0.13519641661798465, "roa_ttm": 0.009801846063316966, "roe_ttm": 0.017425825982903063, "debt_to_ebitda": 2.849023876236462, "net_debt_to_ebitda": 2.658372855757058, "interest_coverage": 36.09098609689244, "debt_to_equity": 0.5115045213113741, "current_ratio": 2.3338817697866436, "quick_ratio": 1.5268992996412343, "fcf_to_ebitda": 0.3614131455478535, "capex_to_revenue": 0.07300943011662944, "working_capital_to_revenue": 0.23187481481347014, "capital_efficiency": 0.013613836023110015, "financial_health": -0.476650955862942, "margin_quality": 0.24086805884013787, "growth_momentum": 1.3703298397390662, "company_age_years": 30.82819986310746, "ebitda": 1092871150.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 14.215224931808002, "revenue_cagr_3y": 0.09926331537933297, "revenue_cagr_5y": 0.09771501067315858, "earnings_cagr_3y": 0.8647567492818944, "quarterly_revenue_growth_yoy": 0.06559806138435062, "quarterly_earnings_growth_yoy": -0.15906455353691534, "revenue_growth_qoq": -0.0023626484783676772, "gross_margin": 0.43526438146831115, "operating_margin": 0.0558094396604793, "net_margin": 0.031511403057714174, "roa_ttm": 0.028601478678648776, "roe_ttm": 0.04865092605923053, "debt_to_ebitda": 3.0995399584741277, "net_debt_to_ebitda": 3.029488797513876, "interest_coverage": 50.82, "debt_to_equity": 0.483570599842481, "current_ratio": 2.4613698694357846, "quick_ratio": 1.1636272004875647, "fcf_to_ebitda": 0.09998778650816269, "capex_to_revenue": 0.09879433177940938, "working_capital_to_revenue": 0.22643644136282823, "capital_efficiency": 0.038626202368939655, "financial_health": -0.4559736594390043, "margin_quality": 0.1741950747288349, "growth_momentum": -0.04673324607628236, "company_age_years": 25.642710472279262, "ebitda": 73689000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 20.397002508798217, "revenue_cagr_3y": 0.07808508665712188, "revenue_cagr_5y": 0.06746379187731866, "earnings_cagr_3y": 0.21568699264172642, "quarterly_revenue_growth_yoy": 0.10180120307414413, "quarterly_earnings_growth_yoy": -0.17280919732942127, "revenue_growth_qoq": 0.02555277099260857, "gross_margin": 0.4181913791236834, "operating_margin": 0.10130380314583108, "net_margin": 0.08546329090431044, "roa_ttm": 0.04060262062820074, "roe_ttm": 0.07854492512479201, "debt_to_ebitda": 3.6373218579044564, "net_debt_to_ebitda": 1.0804557650092337, "interest_coverage": 46.130600763512156, "debt_to_equity": 0.6947587354409318, "current_ratio": 5.44531449568686, "quick_ratio": 3.952560374132951, "fcf_to_ebitda": 0.48118836893271544, "capex_to_revenue": 0.02760369896253272, "working_capital_to_revenue": 0.7203885566531013, "capital_efficiency": 0.05957377287649637, "financial_health": -0.4322408878058065, "margin_quality": 0.201652824391275, "growth_momentum": -0.03550399712763857, "company_age_years": 33.39356605065024, "ebitda": 229592000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 21.018492162363817, "revenue_cagr_3y": 0.08443358486368124, "revenue_cagr_5y": 0.06607225988056897, "earnings_cagr_3y": 0.10678856600542064, "quarterly_revenue_growth_yoy": 0.09859102649365112, "quarterly_earnings_growth_yoy": 0.011509645662166564, "revenue_growth_qoq": 0.04505877679530374, "gross_margin": 0.48705928065818593, "operating_margin": 0.10295136249218657, "net_margin": 0.07868892155040855, "roa_ttm": 0.04976302435744932, "roe_ttm": 0.08725574705352268, "debt_to_ebitda": 2.497922005138437, "net_debt_to_ebitda": 1.2260912427118256, "interest_coverage": 37.057300137620416, "debt_to_equity": 0.536395528647727, "current_ratio": 4.268786794946442, "quick_ratio": 2.8544606796610013, "fcf_to_ebitda": 0.6170041087242023, "capex_to_revenue": 0.028044679229259704, "working_capital_to_revenue": 0.5214631032189864, "capital_efficiency": 0.06850938570548601, "financial_health": -0.37314854805144704, "margin_quality": 0.22289985490026035, "growth_momentum": 0.05505033607790884, "company_age_years": 34.39561943874059, "ebitda": 296199000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 14.379842560692252, "revenue_cagr_3y": 0.030186472104932527, "revenue_cagr_5y": 0.036319952541163936, "earnings_cagr_3y": -0.23791486497574843, "quarterly_revenue_growth_yoy": 0.1313082006608591, "quarterly_earnings_growth_yoy": -0.25895279435702656, "revenue_growth_qoq": 0.050816127232142856, "gross_margin": 0.5338931483509797, "operating_margin": 0.13831635080265967, "net_margin": 0.06044010753758837, "roa_ttm": 0.07176644198939097, "roe_ttm": 0.07757759915567428, "debt_to_ebitda": 0.16130518387949683, "net_debt_to_ebitda": 0.0, "interest_coverage": 2560.2051282051284, "debt_to_equity": 0.0277751430921705, "current_ratio": 11.849617532498005, "quick_ratio": 10.825824768877, "fcf_to_ebitda": 0.40992308308629116, "capex_to_revenue": 0.040785206691876325, "working_capital_to_revenue": 1.3533283772551132, "capital_efficiency": 0.07467202057253262, "financial_health": 0.5362964144697483, "margin_quality": 0.24421653556374256, "growth_momentum": -0.06382229684808373, "company_age_years": 23.750855578370977, "ebitda": 99848000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 16.293458431430896, "revenue_cagr_3y": 0.054505059495638886, "revenue_cagr_5y": 0.048978085289592244, "earnings_cagr_3y": 0.19450457480578165, "quarterly_revenue_growth_yoy": 0.12895275297619047, "quarterly_earnings_growth_yoy": 0.15615394073527603, "revenue_growth_qoq": 0.004001199325896134, "gross_margin": 0.5279997528524941, "operating_margin": 0.2312373851793879, "net_margin": 0.19366066647444083, "roa_ttm": 0.0857195959337824, "roe_ttm": 0.09103652255441991, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1969.948275862069, "debt_to_equity": 0.0, "current_ratio": 15.470814368310986, "quick_ratio": 13.90380120556034, "fcf_to_ebitda": 0.5236353133724848, "capex_to_revenue": 0.0569597750159729, "working_capital_to_revenue": 1.2578708320078273, "capital_efficiency": 0.08837805924410115, "financial_health": 0.4689465209039072, "margin_quality": 0.31763260150210765, "growth_momentum": 0.14255334685573323, "company_age_years": 24.501026694045173, "ebitda": 114257000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 18.322554566474967, "revenue_cagr_3y": 0.07077239889537279, "revenue_cagr_5y": 0.04585933573845735, "earnings_cagr_3y": -0.10643631140582799, "quarterly_revenue_growth_yoy": 0.05864781439808822, "quarterly_earnings_growth_yoy": 0.7411678564891085, "revenue_growth_qoq": -0.014622894097293735, "gross_margin": 0.5304740406320542, "operating_margin": 0.1439156425048073, "net_margin": 0.09940640414681047, "roa_ttm": 0.08952046863292691, "roe_ttm": 0.09555937620710288, "debt_to_ebitda": 0.17331684551991666, "net_debt_to_ebitda": 0.0, "interest_coverage": 670.8352272727273, "debt_to_equity": 0.030997265793639373, "current_ratio": 14.038952068480647, "quick_ratio": 12.823667266941312, "fcf_to_ebitda": 0.5538211354569863, "capex_to_revenue": 0.06472011640289742, "working_capital_to_revenue": 1.393249897198528, "capital_efficiency": 0.0925399224200149, "financial_health": 0.6316015030765388, "margin_quality": 0.2579320290945573, "growth_momentum": 0.39990783544359837, "company_age_years": 24.752908966461327, "ebitda": 118067000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 19.42810316599082, "revenue_cagr_3y": 0.6264367527713661, "revenue_cagr_5y": 0.35587459372806407, "earnings_cagr_3y": 0.3177890676729451, "quarterly_revenue_growth_yoy": 0.08731456288422208, "quarterly_earnings_growth_yoy": 1.837938478143551, "revenue_growth_qoq": -0.0311074555214188, "gross_margin": 0.4211285579537258, "operating_margin": 0.08321866503911668, "net_margin": 0.08615102924041503, "roa_ttm": 0.05619309932754346, "roe_ttm": 0.06823014488464833, "debt_to_ebitda": 0.31209346304440255, "net_debt_to_ebitda": 0.0, "interest_coverage": 2424.3230769230768, "debt_to_equity": 0.07824550601438744, "current_ratio": 4.442928689261407, "quick_ratio": 3.0157754882301226, "fcf_to_ebitda": 0.4453392223681789, "capex_to_revenue": 0.07047051117921393, "working_capital_to_revenue": 0.48212093483915724, "capital_efficiency": 0.0622116221060959, "financial_health": 0.20250808467815906, "margin_quality": 0.1968327507444192, "growth_momentum": 0.9626265205138865, "company_age_years": 26.247775496235455, "ebitda": 315162000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 17.240476243093923, "revenue_cagr_3y": 0.4684180588572482, "revenue_cagr_5y": 0.31749415637860956, "earnings_cagr_3y": 0.12200182545078753, "quarterly_revenue_growth_yoy": -0.06020741573926625, "quarterly_earnings_growth_yoy": 120.29223744292237, "revenue_growth_qoq": -0.015405947188758878, "gross_margin": 0.3855713221734733, "operating_margin": 0.10699870882131973, "net_margin": 0.08639188736498726, "roa_ttm": 0.04459623491254036, "roe_ttm": 0.05449309314462429, "debt_to_ebitda": 0.039502762430939226, "net_debt_to_ebitda": 0.0, "interest_coverage": 1302.158273381295, "debt_to_equity": 0.005334487273703962, "current_ratio": 3.6979182572402913, "quick_ratio": 2.3521853013378435, "fcf_to_ebitda": 0.01616574585635359, "capex_to_revenue": 0.07750280195466837, "working_capital_to_revenue": 0.5337291828516502, "capital_efficiency": 0.049544664028582326, "financial_health": 0.19291249639757135, "margin_quality": 0.19298730611992676, "growth_momentum": 60.11601501359155, "company_age_years": 27.498973305954827, "ebitda": 181000000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 20.428793639977286, "revenue_cagr_3y": -0.024555304893684293, "revenue_cagr_5y": 0.2993444885242993, "earnings_cagr_3y": 4.684853479821558, "quarterly_revenue_growth_yoy": 0.03608795626254183, "quarterly_earnings_growth_yoy": -0.059368294243873056, "revenue_growth_qoq": 0.05006279274438903, "gross_margin": 0.3576139399247254, "operating_margin": 0.080140127508499, "net_margin": 0.07843248045152197, "roa_ttm": 0.04704672235790409, "roe_ttm": 0.056030766688242827, "debt_to_ebitda": 0.050704145371947756, "net_debt_to_ebitda": 0.0, "interest_coverage": 285.8766233766234, "debt_to_equity": 0.006148517442260815, "current_ratio": 4.796594716199375, "quick_ratio": 3.0596356260014352, "fcf_to_ebitda": 0.5817376490630324, "capex_to_revenue": 0.07159601793257277, "working_capital_to_revenue": 0.5558378801904467, "capital_efficiency": 0.05153874452307346, "financial_health": 0.20294055746743636, "margin_quality": 0.1720621826282488, "growth_momentum": -0.011640168990665611, "company_age_years": 28.501026694045173, "ebitda": 176100000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 22.6943886559671, "revenue_cagr_3y": -0.04690074943986522, "revenue_cagr_5y": 0.28804528388755823, "earnings_cagr_3y": -0.19280292891249629, "quarterly_revenue_growth_yoy": 0.015618512755013105, "quarterly_earnings_growth_yoy": 0.2665084056005039, "revenue_growth_qoq": 0.0059139835576189625, "gross_margin": 0.37407903236376233, "operating_margin": 0.08431554278189177, "net_margin": 0.08157877491410544, "roa_ttm": 0.04925465968811997, "roe_ttm": 0.05782601604909919, "debt_to_ebitda": 0.04963815525943333, "net_debt_to_ebitda": 0.0, "interest_coverage": 1101.3823529411766, "debt_to_equity": 0.006186658146199239, "current_ratio": 4.677397078081519, "quick_ratio": 3.066413283679817, "fcf_to_ebitda": 0.676844607044623, "capex_to_revenue": 0.07554893611664479, "working_capital_to_revenue": 0.5656056157179679, "capital_efficiency": 0.05354033786860958, "financial_health": 0.2245841249969524, "margin_quality": 0.17999111668658652, "growth_momentum": 0.14106345917775848, "company_age_years": 28.752908966461327, "ebitda": 187235000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 20.965471670712226, "revenue_cagr_3y": -0.05091999355284549, "revenue_cagr_5y": 0.287625408258116, "earnings_cagr_3y": 0.6947818581383336, "quarterly_revenue_growth_yoy": -0.0321386945500248, "quarterly_earnings_growth_yoy": 0.40970654627539504, "revenue_growth_qoq": -0.007505047573575991, "gross_margin": 0.35428837337995134, "operating_margin": 0.08354137451815147, "net_margin": 0.07461499279978367, "roa_ttm": 0.05311885703279459, "roe_ttm": 0.0616576624442387, "debt_to_ebitda": 0.049039439015788056, "net_debt_to_ebitda": 0.0, "interest_coverage": 1197.5403726708075, "debt_to_equity": 0.0062172533877619725, "current_ratio": 5.124084019970867, "quick_ratio": 3.45566045079005, "fcf_to_ebitda": 0.7782463019439431, "capex_to_revenue": 0.06704309516574727, "working_capital_to_revenue": 0.5884962667887401, "capital_efficiency": 0.05738825973851665, "financial_health": 0.24033638675979901, "margin_quality": 0.17081491356596215, "growth_momentum": 0.1887839258626851, "company_age_years": 28.999315537303218, "ebitda": 192804000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 20.62611255567866, "revenue_cagr_3y": 0.008977679273836747, "revenue_cagr_5y": 0.28183569960565147, "earnings_cagr_3y": 4.216152614232352, "quarterly_revenue_growth_yoy": 0.05491152567591747, "quarterly_earnings_growth_yoy": 0.24393660449851917, "revenue_growth_qoq": 0.04471255327549063, "gross_margin": 0.38026245313336904, "operating_margin": 0.11420579658394335, "net_margin": 0.09248646075105636, "roa_ttm": 0.059451404326852246, "roe_ttm": 0.06877605391793062, "debt_to_ebitda": 0.042024102923553484, "net_debt_to_ebitda": 0.0, "interest_coverage": 1316.279761904762, "debt_to_equity": 0.005844757014588936, "current_ratio": 5.4332034774715385, "quick_ratio": 3.8576376319045584, "fcf_to_ebitda": 0.7916431139349266, "capex_to_revenue": 0.06818444817833817, "working_capital_to_revenue": 0.6329752189805236, "capital_efficiency": 0.06411372912239144, "financial_health": 0.28242842176398086, "margin_quality": 0.19565157015612292, "growth_momentum": 0.1494240650872183, "company_age_years": 29.50034223134839, "ebitda": 221135000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 20.596546963697943, "revenue_cagr_3y": 0.10599094607804305, "revenue_cagr_5y": 0.09908883849358063, "earnings_cagr_3y": 0.07104231945661987, "quarterly_revenue_growth_yoy": 0.09647133948454316, "quarterly_earnings_growth_yoy": -0.5263408394562274, "revenue_growth_qoq": -0.03644997229759486, "gross_margin": 0.7266504730907737, "operating_margin": 0.10441170508033512, "net_margin": 0.05869126910700661, "roa_ttm": 0.014493255342007879, "roe_ttm": 0.03021573602481767, "debt_to_ebitda": 2.8741973954109623, "net_debt_to_ebitda": 2.5158899012545914, "interest_coverage": 23.201992252351964, "debt_to_equity": 0.7497539262911248, "current_ratio": 3.4454958837340626, "quick_ratio": 1.8325913157190834, "fcf_to_ebitda": 0.5309545389495778, "capex_to_revenue": 0.09149717199105285, "working_capital_to_revenue": 0.37917346749748165, "capital_efficiency": 0.022354495683412773, "financial_health": -0.6986998090284207, "margin_quality": 0.29658448242603846, "growth_momentum": -0.21493474998584214, "company_age_years": 14.381930184804927, "ebitda": 209630000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 16.964599478159002, "revenue_cagr_3y": 0.06665428622059877, "revenue_cagr_5y": 0.08897048332527802, "earnings_cagr_3y": 0.4101944720136306, "quarterly_revenue_growth_yoy": 0.07200120898927759, "quarterly_earnings_growth_yoy": -0.3085473842868806, "revenue_growth_qoq": -0.004347751664641139, "gross_margin": 0.7351487957089071, "operating_margin": 0.10377361734316709, "net_margin": 0.03785651658156687, "roa_ttm": 0.02582544682941889, "roe_ttm": 0.054202876066318816, "debt_to_ebitda": 2.767993752107776, "net_debt_to_ebitda": 2.0429231970748503, "interest_coverage": 23.343277397969754, "debt_to_equity": 0.7115834335294667, "current_ratio": 3.6809206949227145, "quick_ratio": 2.0813919167335526, "fcf_to_ebitda": 0.4607465521219759, "capex_to_revenue": 0.10946098881106556, "working_capital_to_revenue": 0.45175093779203745, "capital_efficiency": 0.04001416144786885, "financial_health": -0.6161652446489799, "margin_quality": 0.2922596432112137, "growth_momentum": -0.11827308764880151, "company_age_years": 15.381245722108146, "ebitda": 225356000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 20.102706125401163, "revenue_cagr_3y": 0.04609502661268494, "revenue_cagr_5y": 0.08719536700496078, "earnings_cagr_3y": 0.6733676960883364, "quarterly_revenue_growth_yoy": 0.07639589771336018, "quarterly_earnings_growth_yoy": 1.4575141893559267, "revenue_growth_qoq": 0.06711365550913749, "gross_margin": 0.7317385952815172, "operating_margin": 0.11285499784117492, "net_margin": 0.0962642659672503, "roa_ttm": 0.03460157323276525, "roe_ttm": 0.07127786391493947, "debt_to_ebitda": 2.7236444902573074, "net_debt_to_ebitda": 1.8009840141018922, "interest_coverage": 23.78358055212196, "debt_to_equity": 0.6871287042166417, "current_ratio": 3.6939255836881455, "quick_ratio": 2.1840496430936076, "fcf_to_ebitda": 0.4543529197759982, "capex_to_revenue": 0.11162344722490947, "working_capital_to_revenue": 0.47721369438475436, "capital_efficiency": 0.05293971857385236, "financial_health": -0.5680479270071592, "margin_quality": 0.3136192863633141, "growth_momentum": 0.7669550435346434, "company_age_years": 15.633127994524298, "ebitda": 230891000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 22.702006736902458, "revenue_cagr_3y": 0.024143782969432426, "revenue_cagr_5y": 0.06271692496060721, "earnings_cagr_3y": -0.586662779235948, "quarterly_revenue_growth_yoy": -0.059760789292227584, "quarterly_earnings_growth_yoy": -0.9433659124380774, "revenue_growth_qoq": -0.011768411213687255, "gross_margin": 0.7099863951173206, "operating_margin": 0.09791403221992619, "net_margin": 0.005798353021003609, "roa_ttm": -0.013795718065769999, "roe_ttm": -0.040431246313599255, "debt_to_ebitda": 9.24795579966511, "net_debt_to_ebitda": 3.665129037092056, "interest_coverage": 7.205098112853253, "debt_to_equity": 1.5446470740588387, "current_ratio": 1.867832350106772, "quick_ratio": 1.508391103373898, "fcf_to_ebitda": 0.49726679827733367, "capex_to_revenue": 0.10431265717478502, "working_capital_to_revenue": 0.6908761048637803, "capital_efficiency": -0.027113482189684627, "financial_health": -0.5156608886115692, "margin_quality": 0.2712329267860835, "growth_momentum": -0.5015633508651525, "company_age_years": 16.635181382614647, "ebitda": 153483000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 19.844217363126603, "revenue_cagr_3y": 0.015462445519039969, "revenue_cagr_5y": 0.04533162452461781, "earnings_cagr_3y": -0.46166237969312873, "quarterly_revenue_growth_yoy": 0.44798931300709194, "quarterly_earnings_growth_yoy": 1.0359692092372288, "revenue_growth_qoq": 0.08692750941017294, "gross_margin": 0.7344892615355394, "operating_margin": 0.07563392893483659, "net_margin": 0.006101862781011301, "roa_ttm": 0.0008632766403304398, "roe_ttm": 0.002203588769664919, "debt_to_ebitda": 4.183385462161985, "net_debt_to_ebitda": 3.2246940366498538, "interest_coverage": 48.52643573381951, "debt_to_equity": 1.0593220842881623, "current_ratio": 3.9526149526149528, "quick_ratio": 2.3022216257510375, "fcf_to_ebitda": 0.5752157945654522, "capex_to_revenue": 0.09514415097219307, "working_capital_to_revenue": 0.4960395988088445, "capital_efficiency": 0.0015334327049976793, "financial_health": -0.9530349199094769, "margin_quality": 0.27207501775046244, "growth_momentum": 0.7419792611221604, "company_age_years": 17.130732375085557, "ebitda": 212934000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 17.38294114808679, "revenue_cagr_3y": -0.005296177608302366, "revenue_cagr_5y": 0.023729363234608947, "earnings_cagr_3y": -0.06941947107962199, "quarterly_revenue_growth_yoy": 0.011169411569974344, "quarterly_earnings_growth_yoy": 1.6553789198606272, "revenue_growth_qoq": 0.03443849905174749, "gross_margin": 0.7027981758002154, "operating_margin": 0.10840762287648674, "net_margin": 0.07882166908387325, "roa_ttm": 0.01816449052710603, "roe_ttm": 0.0465041604806132, "debt_to_ebitda": 4.837453557010278, "net_debt_to_ebitda": 3.504275703815697, "interest_coverage": 42.976728110599076, "debt_to_equity": 1.038424886924697, "current_ratio": 1.2083156436440015, "quick_ratio": 0.7354409201617769, "fcf_to_ebitda": 0.15918485516220868, "capex_to_revenue": 0.11600143767336527, "working_capital_to_revenue": 0.1241024941303324, "capital_efficiency": 0.03233432550385962, "financial_health": -0.39944574914909736, "margin_quality": 0.2966758225868585, "growth_momentum": 0.8332741657153008, "company_age_years": 18.633812457221083, "ebitda": 186519000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 14.589338400227913, "revenue_cagr_3y": 0.08097261513593934, "revenue_cagr_5y": 0.057240609714199975, "earnings_cagr_3y": 0.20076816344145376, "quarterly_revenue_growth_yoy": 0.07374343039557212, "quarterly_earnings_growth_yoy": 0.17367297356990355, "revenue_growth_qoq": 0.012547751563103601, "gross_margin": 0.3972700296735905, "operating_margin": 0.14771513353115728, "net_margin": 0.09010597710894447, "roa_ttm": 0.07218429613385952, "roe_ttm": 0.20368261018433512, "debt_to_ebitda": 2.826076278484909, "net_debt_to_ebitda": 2.439847272751088, "interest_coverage": 79.92174823344673, "debt_to_equity": 1.1772866600187977, "current_ratio": 1.793790756380689, "quick_ratio": 1.493127748499652, "fcf_to_ebitda": 0.730582452739365, "capex_to_revenue": 0.046396176342439165, "working_capital_to_revenue": 0.18152470985885738, "capital_efficiency": 0.13793345315909733, "financial_health": -1.0970307742260663, "margin_quality": 0.21169704677123077, "growth_momentum": 0.12370820198273783, "company_age_years": 15.520876112251882, "ebitda": 305381000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 22.621279375616997, "revenue_cagr_3y": 0.24504326128678433, "revenue_cagr_5y": 0.184667149423567, "earnings_cagr_3y": 0.361391747420148, "quarterly_revenue_growth_yoy": -0.042544744610096025, "quarterly_earnings_growth_yoy": -0.12205427062465853, "revenue_growth_qoq": -0.11211067269002378, "gross_margin": 0.27628478743383983, "operating_margin": 0.1469694382789824, "net_margin": 0.11758335569160223, "roa_ttm": 0.08742740157789572, "roe_ttm": 0.1447669526832857, "debt_to_ebitda": 0.6820907289989598, "net_debt_to_ebitda": 0.0, "interest_coverage": 30186.6, "debt_to_equity": 0.13948560364952328, "current_ratio": 0.9440742757053588, "quick_ratio": 0.9440742757053588, "fcf_to_ebitda": 1.2445257167087382, "capex_to_revenue": 0.03039349295576634, "working_capital_to_revenue": -0.021430887598384577, "capital_efficiency": 0.11609717713059071, "financial_health": 0.13165741236231052, "margin_quality": 0.18027919380147484, "growth_momentum": -0.08229950761737728, "company_age_years": 3.885010266940452, "ebitda": 150933000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 18.941787579532992, "revenue_cagr_3y": 0.2342215172311295, "revenue_cagr_5y": 0.21628181070141328, "earnings_cagr_3y": 0.3603826073591363, "quarterly_revenue_growth_yoy": 0.3116118290844153, "quarterly_earnings_growth_yoy": 0.18892205313891472, "revenue_growth_qoq": 0.10143669848616334, "gross_margin": 0.2999235153453098, "operating_margin": 0.1985928666540728, "net_margin": 0.16792989213820686, "roa_ttm": 0.18409885055988903, "roe_ttm": 0.7399341131479977, "debt_to_ebitda": 0.35623346612064855, "net_debt_to_ebitda": 0.21088401657879574, "interest_coverage": 374.938443670151, "debt_to_equity": 0.33116206207416876, "current_ratio": 0.4168574503140418, "quick_ratio": 0.41685744918011225, "fcf_to_ebitda": 1.191786805112415, "capex_to_revenue": 0.02375692763781225, "working_capital_to_revenue": -0.3289997012391219, "capital_efficiency": 0.4620164818539434, "financial_health": 0.03361841855439797, "margin_quality": 0.22214875804586318, "growth_momentum": 0.25026694111166503, "company_age_years": 6.633812457221081, "ebitda": 322822000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 22.918061433571285, "revenue_cagr_3y": 0.21742765045606327, "revenue_cagr_5y": 0.19787274146608813, "earnings_cagr_3y": 0.25679205813292993, "quarterly_revenue_growth_yoy": 0.08287935610021543, "quarterly_earnings_growth_yoy": 0.36677533664068035, "revenue_growth_qoq": 0.009871161740869223, "gross_margin": 0.31689970505346726, "operating_margin": 0.21051832212361504, "net_margin": 0.1808042871312934, "roa_ttm": 0.17545839589148302, "roe_ttm": 0.41485116950804307, "debt_to_ebitda": 0.05370604943521776, "net_debt_to_ebitda": 0.0, "interest_coverage": 58.412194473963865, "debt_to_equity": 0.026792551725076833, "current_ratio": 0.9915888353048051, "quick_ratio": 0.9915888353048051, "fcf_to_ebitda": 1.218148987894762, "capex_to_revenue": 0.018780065924110977, "working_capital_to_revenue": -0.004229631468187705, "capital_efficiency": 0.29515478269976303, "financial_health": 0.3152019062781752, "margin_quality": 0.23607410476945856, "growth_momentum": 0.22482734637044788, "company_age_years": 8.136892539356605, "ebitda": 439727000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 20.98177610313345, "revenue_cagr_3y": 0.20255366583415446, "revenue_cagr_5y": 0.184747629350686, "earnings_cagr_3y": 0.32738166855405826, "quarterly_revenue_growth_yoy": 0.07662103406694609, "quarterly_earnings_growth_yoy": 0.49452093284630516, "revenue_growth_qoq": 0.006135187890129136, "gross_margin": 0.33231579477029904, "operating_margin": 0.233657417502036, "net_margin": 0.21807752302041228, "roa_ttm": 0.19248538459854175, "roe_ttm": 0.48984125638214754, "debt_to_ebitda": 0.048914036557933804, "net_debt_to_ebitda": 0.0, "interest_coverage": 60.39845236585057, "debt_to_equity": 0.02821045491160385, "current_ratio": 0.9318058979514791, "quick_ratio": 0.9318058979514791, "fcf_to_ebitda": 1.2019360624715145, "capex_to_revenue": 0.017329096362634622, "working_capital_to_revenue": -0.03571459052257552, "capital_efficiency": 0.34116332049034465, "financial_health": 0.3186476434003882, "margin_quality": 0.2613502450975825, "growth_momentum": 0.2855709834566256, "company_age_years": 8.388774811772759, "ebitda": 476121000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "ABBV", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 14.360048780487805, "revenue_cagr_3y": 0.0712667792702033, "revenue_cagr_5y": -0.1636246065866328, "earnings_cagr_3y": -0.005003346706227374, "quarterly_revenue_growth_yoy": 0.17388114453411593, "quarterly_earnings_growth_yoy": 2.8728395061728396, "revenue_growth_qoq": 0.07671601615074024, "gross_margin": 0.76953125, "operating_margin": 0.33015625, "net_margin": 0.23703125, "roa_ttm": 0.09696512723845428, "roe_ttm": 1.3039290240811154, "debt_to_ebitda": 3.8623170731707317, "net_debt_to_ebitda": 2.8380487804878047, "interest_coverage": 39.42307692307692, "debt_to_equity": 8.028136882129278, "current_ratio": 1.4975215715072516, "quick_ratio": 1.3397282908022765, "fcf_to_ebitda": 0.8540243902439024, "capex_to_revenue": 0.023273109059888886, "working_capital_to_revenue": 0.23710573515901834, "capital_efficiency": 0.7004470756597848, "financial_health": -7.25359147753811, "margin_quality": 0.44557291666666665, "growth_momentum": 1.5233603253534778, "company_age_years": 2.9924709103353866, "ebitda": 8200000000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "ABBV", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 13.356548501082868, "revenue_cagr_3y": 0.11234021221965751, "revenue_cagr_5y": 0.08862755658779231, "earnings_cagr_3y": 0.11835865303294613, "quarterly_revenue_growth_yoy": 0.18214285714285713, "quarterly_earnings_growth_yoy": 0.324853228962818, "revenue_growth_qoq": -0.0690625, "gross_margin": 0.7702249076871434, "operating_margin": 0.38234306814367236, "net_margin": 0.22725746894931184, "roa_ttm": 0.10193596425912137, "roe_ttm": 1.1794098643118673, "debt_to_ebitda": 3.637638208138607, "net_debt_to_ebitda": 2.7763592841673317, "interest_coverage": 40.8046511627907, "debt_to_equity": 6.873357742838682, "current_ratio": 1.5589945601200526, "quick_ratio": 1.3912024010504596, "fcf_to_ebitda": 0.8628747292830274, "capex_to_revenue": 0.021365184842494847, "working_capital_to_revenue": 0.2506624048450183, "capital_efficiency": 0.6406729142854943, "financial_health": -6.2108416275776195, "margin_quality": 0.45994181492670916, "growth_momentum": 0.2534980430528376, "company_age_years": 3.241615331964408, "ebitda": 8773000000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "ABT", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 14.177903694479037, "revenue_cagr_3y": -0.21771593056955896, "revenue_cagr_5y": -0.12243415492582888, "earnings_cagr_3y": -0.10035750548937095, "quarterly_revenue_growth_yoy": -0.03136669156086632, "quarterly_earnings_growth_yoy": -0.1515486725663717, "revenue_growth_qoq": 0.007378640776699029, "gross_margin": 0.5747879722436392, "operating_margin": 0.15709329221279877, "net_margin": 0.14784117193523516, "roa_ttm": 0.10723204111814193, "roe_ttm": 0.20852387911932488, "debt_to_ebitda": 1.8682025736820258, "net_debt_to_ebitda": 0.8302200083022001, "interest_coverage": 117.51219512195122, "debt_to_equity": 0.42435528735090283, "current_ratio": 1.540931852819508, "quick_ratio": 1.2580013063357283, "fcf_to_ebitda": 0.38522208385222084, "capex_to_revenue": 0.05439843175692232, "working_capital_to_revenue": 0.24351874540553786, "capital_efficiency": 0.1578779601187334, "financial_health": -0.15554516316475892, "margin_quality": 0.2932408121305577, "growth_momentum": -0.09145768206361901, "company_age_years": 37.96303901437371, "ebitda": 4818000000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 14.690517692543436, "revenue_cagr_3y": -0.039908666932857884, "revenue_cagr_5y": -0.017702116462725015, "earnings_cagr_3y": -0.13112736914426837, "quarterly_revenue_growth_yoy": -0.17742962933471354, "quarterly_earnings_growth_yoy": -0.7209434903441887, "revenue_growth_qoq": -0.28572169403630077, "gross_margin": 0.5532295927010479, "operating_margin": 0.16918758016504926, "net_margin": 0.09477021369279542, "roa_ttm": 0.06042254373751438, "roe_ttm": 0.10759499128994982, "debt_to_ebitda": 1.9595464296659515, "net_debt_to_ebitda": 1.7305452745232088, "interest_coverage": 97.06864988558353, "debt_to_equity": 0.3584142534365891, "current_ratio": 1.3631439727925432, "quick_ratio": 1.0036948398202965, "fcf_to_ebitda": 0.8300525707819609, "capex_to_revenue": 0.027533024054820637, "working_capital_to_revenue": 0.08163631300999098, "capital_efficiency": 0.0840087675137321, "financial_health": -0.30000461674387885, "margin_quality": 0.27239579551963083, "growth_momentum": -0.4491865598394511, "company_age_years": 37.73579739904175, "ebitda": 4241900000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "BMY", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 15.5708849009901, "revenue_cagr_3y": 0.05689788344746338, "revenue_cagr_5y": -0.007860033280173928, "earnings_cagr_3y": 0.07184906316552842, "quarterly_revenue_growth_yoy": 0.22299976673664568, "quarterly_earnings_growth_yoy": 5.538071065989848, "revenue_growth_qoq": 0.06521739130434782, "gross_margin": 0.7003623879458325, "operating_margin": 0.19015830631317948, "net_margin": 0.17051306503909974, "roa_ttm": 0.13222772717833092, "roe_ttm": 0.27551461952154294, "debt_to_ebitda": 1.0377475247524752, "net_debt_to_ebitda": 0.3822710396039604, "interest_coverage": 161.6, "debt_to_equity": 0.41466279285405205, "current_ratio": 1.5500508992195452, "quick_ratio": 1.4096821626512839, "fcf_to_ebitda": 0.28279702970297027, "capex_to_revenue": 0.06254182323570288, "working_capital_to_revenue": 0.2503217171977145, "capital_efficiency": 0.20387117334993693, "financial_health": -0.22764027039052084, "margin_quality": 0.3536779197660373, "growth_momentum": 2.8805354163632466, "company_age_years": 44.99931553730322, "ebitda": 6464000000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "BMY", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 13.837101827676241, "revenue_cagr_3y": 0.08953191541753158, "revenue_cagr_5y": -0.01257672495911899, "earnings_cagr_3y": 0.18874411257429458, "quarterly_revenue_growth_yoy": 0.1225233432020041, "quarterly_earnings_growth_yoy": 0.31715481171548116, "revenue_growth_qoq": -0.059889376311272176, "gross_margin": 0.7526881720430108, "operating_margin": 0.32765266788395214, "net_margin": 0.3193345506187868, "roa_ttm": 0.14682575826578012, "roe_ttm": 0.33546059933407324, "debt_to_ebitda": 1.223382651581085, "net_debt_to_ebitda": 0.6562228024369017, "interest_coverage": 153.2, "debt_to_equity": 0.5850443951165372, "current_ratio": 1.6028961619967035, "quick_ratio": 1.4399576171415116, "fcf_to_ebitda": 0.41601392515230634, "capex_to_revenue": 0.06331079388930629, "working_capital_to_revenue": 0.25649887302779867, "capital_efficiency": 0.2411431787999267, "financial_health": -0.3833001742269412, "margin_quality": 0.46655846351524993, "growth_momentum": 0.21983907745874262, "company_age_years": 45.24572210814511, "ebitda": 6894000000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "BMY", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 14.419835943325877, "revenue_cagr_3y": 0.09771013058404421, "revenue_cagr_5y": 0.029733707694445055, "earnings_cagr_3y": 0.4011471466446235, "quarterly_revenue_growth_yoy": 0.05604598645042086, "quarterly_earnings_growth_yoy": -0.2144082332761578, "revenue_growth_qoq": 0.04361939541489146, "gross_margin": 0.7303654743390358, "operating_margin": 0.29199066874027996, "net_margin": 0.1780715396578538, "roa_ttm": 0.13726840073034213, "roe_ttm": 0.31199401319817677, "debt_to_ebitda": 1.225503355704698, "net_debt_to_ebitda": 0.707979120059657, "interest_coverage": 128.94230769230768, "debt_to_equity": 0.5590176202462752, "current_ratio": 1.5885549517577908, "quick_ratio": 1.4535876677387158, "fcf_to_ebitda": 0.6004474272930649, "capex_to_revenue": 0.06181440853839312, "working_capital_to_revenue": 0.26222946931514973, "capital_efficiency": 0.22463120696425945, "financial_health": -0.366303810440103, "margin_quality": 0.40014256091238987, "growth_momentum": -0.07918112341286847, "company_age_years": 45.49486652977413, "ebitda": 6705000000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 15.649608008083352, "revenue_cagr_3y": 0.17209913039643565, "revenue_cagr_5y": 0.2857401984571386, "earnings_cagr_3y": 0.41496535953835734, "quarterly_revenue_growth_yoy": 0.09380620304792275, "quarterly_earnings_growth_yoy": 0.42210324337707356, "revenue_growth_qoq": 0.06386897653632025, "gross_margin": 0.922076314876289, "operating_margin": 0.3869275420361164, "net_margin": 0.34291321884899584, "roa_ttm": 0.1598905946354394, "roe_ttm": 0.22142132960111188, "debt_to_ebitda": 0.39707484531420234, "net_debt_to_ebitda": 0.034226950511613494, "interest_coverage": 365.66117374963864, "debt_to_equity": 0.1397715637787128, "current_ratio": 6.484402523640977, "quick_ratio": 5.585195156081287, "fcf_to_ebitda": 0.6469206734228216, "capex_to_revenue": 0.057828723216791854, "working_capital_to_revenue": 0.9130624814292396, "capital_efficiency": 0.19065596211827562, "financial_health": -0.0059967782038872625, "margin_quality": 0.5506390252538004, "growth_momentum": 0.2579547232124981, "company_age_years": 27.24435318275154, "ebitda": 2529644000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 17.31295715858887, "revenue_cagr_3y": 0.13509805349589743, "revenue_cagr_5y": 0.2274549390452325, "earnings_cagr_3y": 0.41386460556954496, "quarterly_revenue_growth_yoy": 0.10849998633946237, "quarterly_earnings_growth_yoy": 0.5313648385211052, "revenue_growth_qoq": 0.0344982842274546, "gross_margin": 0.9123472494072724, "operating_margin": 0.37687075893179184, "net_margin": 0.35747305674314817, "roa_ttm": 0.1663548379902186, "roe_ttm": 0.22845671873212764, "debt_to_ebitda": 0.272112720061379, "net_debt_to_ebitda": 0.0, "interest_coverage": 346.80197491326396, "debt_to_equity": 0.08988002491008223, "current_ratio": 4.0357479025987315, "quick_ratio": 3.3021485573971763, "fcf_to_ebitda": 0.6264106745304037, "capex_to_revenue": 0.0636619563424424, "working_capital_to_revenue": 0.6758914138042087, "capital_efficiency": 0.19740577836117312, "financial_health": 0.010793856340338262, "margin_quality": 0.5488970216940708, "growth_momentum": 0.31993241243028375, "company_age_years": 27.496235455167692, "ebitda": 2598934000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 15.202167965294386, "revenue_cagr_3y": 0.2063585139926254, "revenue_cagr_5y": 0.25860016003843533, "earnings_cagr_3y": 0.7427573448658646, "quarterly_revenue_growth_yoy": 0.21823985258274053, "quarterly_earnings_growth_yoy": 3.7280124943089805, "revenue_growth_qoq": 0.15888466218133376, "gross_margin": 0.9170251063388318, "operating_margin": 0.3724971470069509, "net_margin": 0.42556281771968046, "roa_ttm": 0.20831283821210958, "roe_ttm": 0.27913249517545363, "debt_to_ebitda": 0.03326088955296705, "net_debt_to_ebitda": 0.0, "interest_coverage": 371.46999591781196, "debt_to_equity": 0.010368492571911433, "current_ratio": 5.887056213017751, "quick_ratio": 5.035576923076923, "fcf_to_ebitda": 0.6637525536341001, "capex_to_revenue": 0.057087057986950296, "working_capital_to_revenue": 0.9845766594549117, "capital_efficiency": 0.24372266669378162, "financial_health": 0.12507563168434957, "margin_quality": 0.5716950236884878, "growth_momentum": 1.9731261734458605, "company_age_years": 27.748117727583846, "ebitda": 2729933000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 16.877088326655677, "revenue_cagr_3y": 0.04556699262808239, "revenue_cagr_5y": 0.17011895692013668, "earnings_cagr_3y": 0.40645580444448415, "quarterly_revenue_growth_yoy": -0.091886456034959, "quarterly_earnings_growth_yoy": -0.03531528515837483, "revenue_growth_qoq": -0.2879966801535429, "gross_margin": 0.8374617514206615, "operating_margin": 0.34970129680897566, "net_margin": 0.33593180824712227, "roa_ttm": 0.18884517845474064, "roe_ttm": 0.25702955096509156, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 351.4984415584416, "debt_to_equity": 0.0, "current_ratio": 4.584226544925235, "quick_ratio": 3.7844382691544265, "fcf_to_ebitda": 0.7741624170804179, "capex_to_revenue": 0.05751745533039213, "working_capital_to_revenue": 0.8242951296714293, "capital_efficiency": 0.2229373647099161, "financial_health": 0.13290755204281668, "margin_quality": 0.5076982854922532, "growth_momentum": -0.06360087059666691, "company_age_years": 27.994524298425734, "ebitda": 2706538000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 15.400704004769242, "revenue_cagr_3y": 0.09171179000289142, "revenue_cagr_5y": 0.18837820708834996, "earnings_cagr_3y": -0.005325136459819579, "quarterly_revenue_growth_yoy": -0.01879451898046171, "quarterly_earnings_growth_yoy": -0.6498081289489529, "revenue_growth_qoq": 0.1494973043858371, "gross_margin": 0.8745721891240968, "operating_margin": 0.20002535175560907, "net_margin": 0.12238560020281404, "roa_ttm": 0.15707589421266777, "roe_ttm": 0.21210293258438484, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 286.838, "debt_to_equity": 0.0, "current_ratio": 3.8824353511178566, "quick_ratio": 3.1135368629969062, "fcf_to_ebitda": 0.8307825323004623, "capex_to_revenue": 0.0551233197018021, "working_capital_to_revenue": 0.7548348318234293, "capital_efficiency": 0.1845894133985263, "financial_health": 0.07936327199854254, "margin_quality": 0.39899438036084, "growth_momentum": -0.3343013239647073, "company_age_years": 28.243668720054757, "ebitda": 2294704000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 15.58730852231046, "revenue_cagr_3y": 0.14951689117626366, "revenue_cagr_5y": 0.1835739049881846, "earnings_cagr_3y": 0.4626343419307182, "quarterly_revenue_growth_yoy": -0.03335408237369022, "quarterly_earnings_growth_yoy": -0.03461725987323257, "revenue_growth_qoq": 0.06870447898147618, "gross_margin": 0.8518916018245237, "operating_margin": 0.3625972632143815, "net_margin": 0.4250067078078884, "roa_ttm": 0.14290924810201822, "roe_ttm": 0.1907896516587464, "debt_to_ebitda": 0.11451153730896015, "net_debt_to_ebitda": 0.0, "interest_coverage": 398.44776119402985, "debt_to_equity": 0.02756611991307249, "current_ratio": 5.895806577698364, "quick_ratio": 5.105421854933274, "fcf_to_ebitda": 0.7493257416841475, "capex_to_revenue": 0.06551177259973161, "working_capital_to_revenue": 1.3370592899841405, "capital_efficiency": 0.1668494498803823, "financial_health": 0.10927241779915164, "margin_quality": 0.5464985242822645, "growth_momentum": -0.03398567112346139, "company_age_years": 28.747433264887064, "ebitda": 2669600000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 17.452090467984757, "revenue_cagr_3y": 0.15195570942053904, "revenue_cagr_5y": 0.15062646258749512, "earnings_cagr_3y": 0.29437193499762726, "quarterly_revenue_growth_yoy": 0.31559327866032, "quarterly_earnings_growth_yoy": 0.2576164874551971, "revenue_growth_qoq": 0.17520491803278687, "gross_margin": 0.8547079337401918, "operating_margin": 0.459067131211857, "net_margin": 0.36708805579773324, "roa_ttm": 0.19621984580950014, "roe_ttm": 0.3116883116883117, "debt_to_ebitda": 0.8743371792480482, "net_debt_to_ebitda": 0.4551946494710757, "interest_coverage": 142.6958174904943, "debt_to_equity": 0.3240630092341119, "current_ratio": 3.8915219437077595, "quick_ratio": 3.120882881341432, "fcf_to_ebitda": 0.42162061339230994, "capex_to_revenue": 0.07460599417967421, "working_capital_to_revenue": 0.8516068886453255, "capital_efficiency": 0.2539540787489059, "financial_health": -0.0975789510629415, "margin_quality": 0.560287706916594, "growth_momentum": 0.28660488305775855, "company_age_years": 29.49760438056126, "ebitda": 3752900000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 15.561137729104875, "revenue_cagr_3y": 0.2236625448129559, "revenue_cagr_5y": 0.16626446930195482, "earnings_cagr_3y": 0.1476296226419367, "quarterly_revenue_growth_yoy": -0.3104590342710584, "quarterly_earnings_growth_yoy": -0.4629430237774787, "revenue_growth_qoq": 0.1628635651522376, "gross_margin": 0.8515112464854733, "operating_margin": 0.3852507029053421, "net_margin": 0.35060332708528585, "roa_ttm": 0.14850160023276113, "roe_ttm": 0.19142252029650547, "debt_to_ebitda": 0.5136132025249068, "net_debt_to_ebitda": 0.0, "interest_coverage": 302.2758620689655, "debt_to_equity": 0.11919343452170844, "current_ratio": 5.056537102473499, "quick_ratio": 4.2919173590551685, "fcf_to_ebitda": 0.8412807057570918, "capex_to_revenue": 0.048476533940145734, "working_capital_to_revenue": 1.0468171101380936, "capital_efficiency": 0.16996206026463329, "financial_health": 0.01888865444574886, "margin_quality": 0.529121758825367, "growth_momentum": -0.38670102902426856, "company_age_years": 31.748117727583846, "ebitda": 5259600000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 15.62633933171765, "revenue_cagr_3y": 0.17394753461717993, "revenue_cagr_5y": 0.14452893942276046, "earnings_cagr_3y": 0.025744123747900582, "quarterly_revenue_growth_yoy": 0.10531289374212516, "quarterly_earnings_growth_yoy": 0.13648632789578688, "revenue_growth_qoq": -0.0012649821321273837, "gross_margin": 0.8391437889870492, "operating_margin": 0.3218707450682372, "net_margin": 0.3066400683955543, "roa_ttm": 0.14022669819783087, "roe_ttm": 0.17899150217129725, "debt_to_ebitda": 0.3782607865961872, "net_debt_to_ebitda": 0.008587294620536992, "interest_coverage": 277.2645502645503, "debt_to_equity": 0.08253011295741926, "current_ratio": 5.4512949362195595, "quick_ratio": 4.643505991495942, "fcf_to_ebitda": 0.7924927962139572, "capex_to_revenue": 0.046240174258926035, "working_capital_to_revenue": 1.0905862297566058, "capital_efficiency": 0.15960910018456406, "financial_health": -0.019341659887208054, "margin_quality": 0.48921820081694695, "growth_momentum": 0.12089961081895602, "company_age_years": 32.24366872005476, "ebitda": 5240300000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 17.122028142186974, "revenue_cagr_3y": 0.35685742214659566, "revenue_cagr_5y": 0.3125006509687345, "earnings_cagr_3y": 0.8172068169237674, "quarterly_revenue_growth_yoy": 0.15181512313684978, "quarterly_earnings_growth_yoy": 0.03593068991176783, "revenue_growth_qoq": 0.05821405981130763, "gross_margin": 0.8752312909289724, "operating_margin": 0.45815384993426794, "net_margin": 0.37116511653622636, "roa_ttm": 0.23074296312533357, "roe_ttm": 0.31215718101026846, "debt_to_ebitda": 0.012909260080183555, "net_debt_to_ebitda": 0.0, "interest_coverage": 201.6493123772102, "debt_to_equity": 0.004880968826265138, "current_ratio": 4.332037283621838, "quick_ratio": 4.182488948069241, "fcf_to_ebitda": 0.9114729222180544, "capex_to_revenue": 0.04186485194296905, "working_capital_to_revenue": 1.0080920988068518, "capital_efficiency": 0.27145007206780103, "financial_health": 0.5095545298221346, "margin_quality": 0.5681834191331556, "growth_momentum": 0.0938729065243088, "company_age_years": 29.440109514031484, "ebitda": 3284464000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 17.988047546516466, "revenue_cagr_3y": 0.335940552118114, "revenue_cagr_5y": 0.3295849266460442, "earnings_cagr_3y": -0.3140607796969693, "quarterly_revenue_growth_yoy": 0.17637759636860972, "quarterly_earnings_growth_yoy": -0.9200687950123616, "revenue_growth_qoq": 0.040053818784959734, "gross_margin": 0.8728817812275214, "operating_margin": -0.021133396900806862, "net_margin": 0.0373174526171398, "roa_ttm": 0.16296327691613088, "roe_ttm": 0.2165724485983422, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 167.25074299005038, "debt_to_equity": 0.0, "current_ratio": 4.605365357472686, "quick_ratio": 4.430233799160118, "fcf_to_ebitda": 0.686554716312043, "capex_to_revenue": 0.05136116375109482, "working_capital_to_revenue": 0.9906190611700051, "capital_efficiency": 0.18976786275723656, "financial_health": 0.496140876144257, "margin_quality": 0.2963552789812848, "growth_momentum": -0.37184559932187594, "company_age_years": 29.935660506502394, "ebitda": 2588707000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 17.042249852275642, "revenue_cagr_3y": 0.3355119450944737, "revenue_cagr_5y": 0.352060778277421, "earnings_cagr_3y": -0.20806549940801422, "quarterly_revenue_growth_yoy": 0.27323659864112737, "quarterly_earnings_growth_yoy": 0.2745990499677254, "revenue_growth_qoq": 0.04457091248505668, "gross_margin": 0.8806330213258708, "operating_margin": 0.4234777574061565, "net_margin": 0.37156228891247706, "roa_ttm": 0.17435994788758608, "roe_ttm": 0.23189009900990099, "debt_to_ebitda": 0.02748838427253122, "net_debt_to_ebitda": 0.0, "interest_coverage": 193.21827814569536, "debt_to_equity": 0.00794059405940594, "current_ratio": 4.463398692810458, "quick_ratio": 4.298552754435107, "fcf_to_ebitda": 0.8255083980098684, "capex_to_revenue": 0.03102540003292653, "working_capital_to_revenue": 0.9794256709968884, "capital_efficiency": 0.20312502344874353, "financial_health": 0.5058626465661642, "margin_quality": 0.5585576892148348, "growth_momentum": 0.27391782430442635, "company_age_years": 30.439425051334702, "ebitda": 2917596000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 14.599218577386992, "revenue_cagr_3y": 0.17671489933946538, "revenue_cagr_5y": 0.287202056526513, "earnings_cagr_3y": 0.1197713351454146, "quarterly_revenue_growth_yoy": 0.11101997491074013, "quarterly_earnings_growth_yoy": 0.06336839371510193, "revenue_growth_qoq": -0.013537248854046181, "gross_margin": 0.8769705128761888, "operating_margin": 0.44882094932036304, "net_margin": 0.35562600425587354, "roa_ttm": 0.1830212275975296, "roe_ttm": 0.23877464474904225, "debt_to_ebitda": 0.020155563070679745, "net_debt_to_ebitda": 0.0, "interest_coverage": 382.37068965517244, "debt_to_equity": 0.006425783636533527, "current_ratio": 4.826519820575472, "quick_ratio": 4.658546369570767, "fcf_to_ebitda": 0.8849509638146771, "capex_to_revenue": 0.022920935648941293, "working_capital_to_revenue": 1.1749023032908954, "capital_efficiency": 0.21089793617328592, "financial_health": 0.578704086298751, "margin_quality": 0.5604724888174751, "growth_momentum": 0.08719418431292103, "company_age_years": 31.43874058863792, "ebitda": 4435500000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 16.63528708024522, "revenue_cagr_3y": 0.16161241548687832, "revenue_cagr_5y": 0.29951424043978037, "earnings_cagr_3y": 0.05102130399024607, "quarterly_revenue_growth_yoy": 0.13220500595947557, "quarterly_earnings_growth_yoy": -0.08174780212570529, "revenue_growth_qoq": 0.03131106961393147, "gross_margin": 0.8876115883442817, "operating_margin": 0.32802762337881086, "net_margin": 0.2946774465218124, "roa_ttm": 0.17179643937557315, "roe_ttm": 0.2258614358071825, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 383.4736842105263, "debt_to_equity": 0.0, "current_ratio": 4.284482188883748, "quick_ratio": 4.107659771330382, "fcf_to_ebitda": 0.8899258852594016, "capex_to_revenue": 0.01989574283231972, "working_capital_to_revenue": 1.0794417897480453, "capital_efficiency": 0.19882893759137782, "financial_health": 0.4896069399500374, "margin_quality": 0.5034388860816349, "growth_momentum": 0.02522860191688514, "company_age_years": 31.685147159479808, "ebitda": 4371600000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 18.07031171510401, "revenue_cagr_3y": 0.17817911758368288, "revenue_cagr_5y": 0.2708366273001914, "earnings_cagr_3y": 0.030297298931400984, "quarterly_revenue_growth_yoy": 0.1352335852836718, "quarterly_earnings_growth_yoy": 0.129796421961752, "revenue_growth_qoq": 0.04985683004884622, "gross_margin": 0.8762233274506658, "operating_margin": 0.41167976897160274, "net_margin": 0.3672789988769453, "roa_ttm": 0.16535785190572602, "roe_ttm": 0.21750850021331333, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 402.625, "debt_to_equity": 0.0, "current_ratio": 4.138569851734734, "quick_ratio": 3.9585334566391217, "fcf_to_ebitda": 0.8601366035392736, "capex_to_revenue": 0.01993687532877433, "working_capital_to_revenue": 1.1068700683850605, "capital_efficiency": 0.19143317605951968, "financial_health": 0.49884516344622887, "margin_quality": 0.551727365099738, "growth_momentum": 0.1325150036227119, "company_age_years": 31.93429158110883, "ebitda": 4509400000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 12.514094705536658, "revenue_cagr_3y": 0.2604270278327043, "revenue_cagr_5y": 0.18423088997073678, "earnings_cagr_3y": 0.4172536820661976, "quarterly_revenue_growth_yoy": 0.07522728296923752, "quarterly_earnings_growth_yoy": -0.058722325349753246, "revenue_growth_qoq": 0.02210302746679146, "gross_margin": 0.8831402106152925, "operating_margin": 0.41143943929841864, "net_margin": 0.2928890923819251, "roa_ttm": 0.1818526721627497, "roe_ttm": 0.37835070240749236, "debt_to_ebitda": 1.1622353213541574, "net_debt_to_ebitda": 0.9293003045251367, "interest_coverage": 83.31305637982196, "debt_to_equity": 0.6961460922249837, "current_ratio": 2.5993327384877993, "quick_ratio": 2.2527446948830354, "fcf_to_ebitda": 0.5472726301355226, "capex_to_revenue": 0.05973782249598186, "working_capital_to_revenue": 0.3830095599096965, "capital_efficiency": 0.280101687285121, "financial_health": -0.6285736708659669, "margin_quality": 0.5291562474318787, "growth_momentum": 0.008252478809742135, "company_age_years": 24.290212183436, "ebitda": 5615300000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 14.596672167216722, "revenue_cagr_3y": -0.12622975023389005, "revenue_cagr_5y": -0.060561526492038165, "earnings_cagr_3y": -0.2733835773082275, "quarterly_revenue_growth_yoy": -0.05140782511297362, "quarterly_earnings_growth_yoy": -0.44083175803402647, "revenue_growth_qoq": -0.0028420625253755584, "gross_margin": 0.7586726384364821, "operating_margin": 0.2808224755700326, "net_margin": 0.24087947882736158, "roa_ttm": 0.10591967181835528, "roe_ttm": 0.18418596935072476, "debt_to_ebitda": 2.033456286805151, "net_debt_to_ebitda": 1.1864362906878922, "interest_coverage": 62.94501018329939, "debt_to_equity": 0.43441234818793245, "current_ratio": 3.273717244625765, "quick_ratio": 2.8552330142789897, "fcf_to_ebitda": 0.3650423865916003, "capex_to_revenue": 0.03009577295291581, "working_capital_to_revenue": 0.7265907837336408, "capital_efficiency": 0.14505282058454003, "financial_health": -0.33035300836728754, "margin_quality": 0.42679153094462546, "growth_momentum": -0.24611979157350006, "company_age_years": 31.786447638603697, "ebitda": 3090600000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 18.338699621371475, "revenue_cagr_3y": -0.05776032366959882, "revenue_cagr_5y": -0.07512901111931658, "earnings_cagr_3y": -0.11307761811230732, "quarterly_revenue_growth_yoy": -0.061988993710691824, "quarterly_earnings_growth_yoy": -0.5463299418604651, "revenue_growth_qoq": -0.05691024779670395, "gross_margin": 0.7408959477014625, "operating_margin": 0.21472572601936052, "net_margin": 0.10463898084901312, "roa_ttm": 0.04325232447252354, "roe_ttm": 0.07845588334662217, "debt_to_ebitda": 2.91888935633151, "net_debt_to_ebitda": 2.477198148927219, "interest_coverage": 33.24475524475525, "debt_to_equity": 0.4688163033636499, "current_ratio": 1.997292024575605, "quick_ratio": 1.2613633054770987, "fcf_to_ebitda": 0.5220025241901557, "capex_to_revenue": 0.031152141201350198, "working_capital_to_revenue": 0.3482248159746228, "capital_efficiency": 0.060854103909572854, "financial_health": -0.4195707620961486, "margin_quality": 0.35342021818994535, "growth_momentum": -0.30415946778557845, "company_age_years": 32.290212183436005, "ebitda": 2377000000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 21.948417084263017, "revenue_cagr_3y": -0.01263856135660879, "revenue_cagr_5y": 0.099942245034909, "earnings_cagr_3y": -0.13787199677607864, "quarterly_revenue_growth_yoy": 0.01838965064037808, "quarterly_earnings_growth_yoy": -0.04499822938885092, "revenue_growth_qoq": -0.04921584069849974, "gross_margin": 0.6972016787473208, "operating_margin": 0.16597059737879805, "net_margin": 0.11858709524354925, "roa_ttm": 0.06936393394003808, "roe_ttm": 0.11194963738041767, "debt_to_ebitda": 0.03800187765950962, "net_debt_to_ebitda": 0.0, "interest_coverage": 765.7983193277311, "debt_to_equity": 0.007901927666735795, "current_ratio": 1.2586599328459358, "quick_ratio": 1.1355171730358358, "fcf_to_ebitda": 0.4548057110111318, "capex_to_revenue": 0.03182234449575927, "working_capital_to_revenue": 0.13477375061197788, "capital_efficiency": 0.09065678566022788, "financial_health": 0.16367251892640466, "margin_quality": 0.32725312378988936, "growth_momentum": -0.013304289374236418, "company_age_years": 23.67693360711841, "ebitda": 820170000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 14.032976120448179, "revenue_cagr_3y": 0.032627709492984325, "revenue_cagr_5y": 0.09953858084308997, "earnings_cagr_3y": 2.008457355463481, "quarterly_revenue_growth_yoy": 0.06495098039215687, "quarterly_earnings_growth_yoy": 1.9075342465753424, "revenue_growth_qoq": -0.010813887307911212, "gross_margin": 0.5453107019562716, "operating_margin": 0.18138665132336018, "net_margin": 0.12212313003452244, "roa_ttm": 0.024376587017383943, "roe_ttm": 0.08641462401329456, "debt_to_ebitda": 3.6338535414165665, "net_debt_to_ebitda": 2.9832933173269307, "interest_coverage": 25.5, "debt_to_equity": 1.6767760697964271, "current_ratio": 1.5159493117762726, "quick_ratio": 1.2030806204937732, "fcf_to_ebitda": 0.7091836734693877, "capex_to_revenue": 0.032030283176821724, "working_capital_to_revenue": 0.17190798573196478, "capital_efficiency": 0.05539560551533925, "financial_health": -1.4105422761968889, "margin_quality": 0.2829401611047181, "growth_momentum": 0.9862426134837496, "company_age_years": 25.527720739219713, "ebitda": 999600000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 18.435105213069683, "revenue_cagr_3y": 0.006899318833661017, "revenue_cagr_5y": 0.03468948347901191, "earnings_cagr_3y": 0.3233734989422239, "quarterly_revenue_growth_yoy": -0.03460816518066635, "quarterly_earnings_growth_yoy": 0.4685835995740149, "revenue_growth_qoq": 0.08834810210289644, "gross_margin": 0.5664114716247418, "operating_margin": 0.2321059667031231, "net_margin": 0.16757807753068416, "roa_ttm": 0.09704399464949802, "roe_ttm": 0.29275863598066604, "debt_to_ebitda": 3.4879983081315427, "net_debt_to_ebitda": 2.7010679919636247, "interest_coverage": 34.51459854014598, "debt_to_equity": 1.462728925546539, "current_ratio": 1.4734339005721928, "quick_ratio": 1.1660845656535632, "fcf_to_ebitda": 0.6056889076874273, "capex_to_revenue": 0.039298394683336874, "working_capital_to_revenue": 0.19333596334172912, "capital_efficiency": 0.19490131531508204, "financial_health": -1.1017744950557964, "margin_quality": 0.3220318386195164, "growth_momentum": 0.21698771719667428, "company_age_years": 30.026009582477755, "ebitda": 945700000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 14.625731254480288, "revenue_cagr_3y": 0.1072862454738972, "revenue_cagr_5y": 0.0539581589590743, "earnings_cagr_3y": 0.31403939235886646, "quarterly_revenue_growth_yoy": -0.2850177613707599, "quarterly_earnings_growth_yoy": -0.5205178845731842, "revenue_growth_qoq": -0.04440513870787563, "gross_margin": 0.5706770579639552, "operating_margin": 0.2650754992693619, "net_margin": 0.21285923039454457, "roa_ttm": 0.07969350280991036, "roe_ttm": 0.1420540295804407, "debt_to_ebitda": 2.026379928315412, "net_debt_to_ebitda": 0.1753405017921147, "interest_coverage": 51.286764705882355, "debt_to_equity": 0.5332779957742227, "current_ratio": 4.409842931937173, "quick_ratio": 3.689842931937173, "fcf_to_ebitda": 0.6025089605734767, "capex_to_revenue": 0.029211655080609376, "working_capital_to_revenue": 0.8027412118522901, "capital_efficiency": 0.11087376619517553, "financial_health": -0.25450198619050257, "margin_quality": 0.3495372625426206, "growth_momentum": -0.402767822971972, "company_age_years": 32.77481177275838, "ebitda": 1395000000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 15.550922744462452, "revenue_cagr_3y": -0.11132130557476594, "revenue_cagr_5y": 0.030486769295593685, "earnings_cagr_3y": -0.4321892881776652, "quarterly_revenue_growth_yoy": -0.00828787242971045, "quarterly_earnings_growth_yoy": -0.2367312552653749, "revenue_growth_qoq": -0.0397196261682243, "gross_margin": 0.5292499735533693, "operating_margin": 0.14016714270601927, "net_margin": 0.09584258965407808, "roa_ttm": 0.049894412044686136, "roe_ttm": 0.0908927823955032, "debt_to_ebitda": 2.558707005222402, "net_debt_to_ebitda": 0.10732937151089501, "interest_coverage": 39.52313167259786, "debt_to_equity": 0.5664254818712751, "current_ratio": 3.4659985090698253, "quick_ratio": 2.9544438002153566, "fcf_to_ebitda": 0.8112731856654061, "capex_to_revenue": 0.037266772528781265, "working_capital_to_revenue": 0.7386859865025804, "capital_efficiency": 0.07039359722009467, "financial_health": -0.20664533773649058, "margin_quality": 0.25508656863782225, "growth_momentum": -0.12250956384754266, "company_age_years": 33.275838466803556, "ebitda": 1110600000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 18.61932646227896, "revenue_cagr_3y": -0.14304082920604932, "revenue_cagr_5y": 0.04049888936191226, "earnings_cagr_3y": -0.27779934553952457, "quarterly_revenue_growth_yoy": -0.05687953826103147, "quarterly_earnings_growth_yoy": 0.31536819637139807, "revenue_growth_qoq": 0.07172326245636305, "gross_margin": 0.5601618793801204, "operating_margin": 0.19563715329187642, "net_margin": 0.2433126048761228, "roa_ttm": 0.06081823011984178, "roe_ttm": 0.11068374231810564, "debt_to_ebitda": 2.682117819399393, "net_debt_to_ebitda": 0.6604583028146908, "interest_coverage": 36.75769230769231, "debt_to_equity": 0.5507971979887404, "current_ratio": 3.886763070077864, "quick_ratio": 3.181979977753059, "fcf_to_ebitda": 0.8985037145547766, "capex_to_revenue": 0.04008263421762023, "working_capital_to_revenue": 0.6538180535610812, "capital_efficiency": 0.08575098621897372, "financial_health": -0.3139486979835736, "margin_quality": 0.33303721251603985, "growth_momentum": 0.1292443290551833, "company_age_years": 33.52772073921971, "ebitda": 955700000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 20.835217789818262, "revenue_cagr_3y": -0.1284886942462471, "revenue_cagr_5y": 0.044574368842460244, "earnings_cagr_3y": -0.35043305852100015, "quarterly_revenue_growth_yoy": -0.00847540185094983, "quarterly_earnings_growth_yoy": -0.22242562929061785, "revenue_growth_qoq": 0.004639226137597473, "gross_margin": 0.5526626056199646, "operating_margin": 0.2390449990174887, "net_margin": 0.16692866967970132, "roa_ttm": 0.053532084825117045, "roe_ttm": 0.09629675501610106, "debt_to_ebitda": 2.8837340557625013, "net_debt_to_ebitda": 0.4229597019979682, "interest_coverage": 27.427244582043343, "debt_to_equity": 0.5273511683593427, "current_ratio": 3.968887492143306, "quick_ratio": 3.2888120678818353, "fcf_to_ebitda": 1.0711141201038492, "capex_to_revenue": 0.03913548452254709, "working_capital_to_revenue": 0.7155733979700045, "capital_efficiency": 0.07491441992060906, "financial_health": -0.26880970389544373, "margin_quality": 0.3195454247723849, "growth_momentum": -0.11545051557078384, "company_age_years": 33.776865160848736, "ebitda": 885900000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 15.716810989970966, "revenue_cagr_3y": 0.12589910835621776, "revenue_cagr_5y": 0.1082729947332739, "earnings_cagr_3y": 0.21141250930736666, "quarterly_revenue_growth_yoy": 0.05106365487405111, "quarterly_earnings_growth_yoy": 1.8152086600619668, "revenue_growth_qoq": 0.08169360930654178, "gross_margin": 0.40888832400104475, "operating_margin": 0.15869732517846344, "net_margin": 0.10279437911764829, "roa_ttm": 0.05594159913574782, "roe_ttm": 0.09042209305939763, "debt_to_ebitda": 2.382129306874727, "net_debt_to_ebitda": 2.0369215748409144, "interest_coverage": 44.84253782932637, "debt_to_equity": 0.4322565505237311, "current_ratio": 2.4836922968815096, "quick_ratio": 1.9673795744638134, "fcf_to_ebitda": 0.5004667654439411, "capex_to_revenue": 0.06315162313224906, "working_capital_to_revenue": 0.22564729106456652, "capital_efficiency": 0.07318184609757272, "financial_health": -0.3702848964406667, "margin_quality": 0.2234600094323855, "growth_momentum": 0.9331361574680089, "company_age_years": 25.828884325804243, "ebitda": 583805000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 18.716691509289856, "revenue_cagr_3y": 0.032368400248651286, "revenue_cagr_5y": 0.08743975764455914, "earnings_cagr_3y": 0.14940140239745614, "quarterly_revenue_growth_yoy": -0.039998392659044237, "quarterly_earnings_growth_yoy": 0.04255822201205816, "revenue_growth_qoq": -0.18719402763821233, "gross_margin": 0.4296161642737976, "operating_margin": 0.17313717986282612, "net_margin": 0.13183701781346982, "roa_ttm": 0.07666118498629829, "roe_ttm": 0.1178334722654843, "debt_to_ebitda": 1.4441027578795602, "net_debt_to_ebitda": 1.10157604602987, "interest_coverage": 78.62389380530973, "debt_to_equity": 0.3088308408169956, "current_ratio": 2.287832943036061, "quick_ratio": 1.7102694406619552, "fcf_to_ebitda": 0.5142195208884387, "capex_to_revenue": 0.0771165998007342, "working_capital_to_revenue": 0.2056523690786354, "capital_efficiency": 0.09724732862589129, "financial_health": -0.2452487735861818, "margin_quality": 0.2448634539833645, "growth_momentum": 0.0012799146765069616, "company_age_years": 28.079397672826833, "ebitda": 746298000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 15.17460847933098, "revenue_cagr_3y": 0.17868618913980105, "revenue_cagr_5y": 0.1276893391792373, "earnings_cagr_3y": 0.028945552687627663, "quarterly_revenue_growth_yoy": 0.03139230848042968, "quarterly_earnings_growth_yoy": 1.3658237927107424, "revenue_growth_qoq": 0.04632300872242869, "gross_margin": 0.44114540091939614, "operating_margin": 0.15470229461381163, "net_margin": 0.0931340877593676, "roa_ttm": 0.04870495799971598, "roe_ttm": 0.08877170566383075, "debt_to_ebitda": 2.083389867924386, "net_debt_to_ebitda": 1.953824556371536, "interest_coverage": 44.66406275380367, "debt_to_equity": 0.5553539668013536, "current_ratio": 2.489909118500999, "quick_ratio": 1.5494499579093246, "fcf_to_ebitda": 0.32454820388505606, "capex_to_revenue": 0.06235259847790538, "working_capital_to_revenue": 0.2590109431288217, "capital_efficiency": 0.06873833183177336, "financial_health": -0.5249433124175253, "margin_quality": 0.22966059443085843, "growth_momentum": 0.6986080505955861, "company_age_years": 31.329226557152634, "ebitda": 1649801150.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 17.61490735715947, "revenue_cagr_3y": 0.17064407653428537, "revenue_cagr_5y": 0.1326218164507449, "earnings_cagr_3y": 0.07093362542526127, "quarterly_revenue_growth_yoy": 0.06721250269326987, "quarterly_earnings_growth_yoy": 0.1412365700385161, "revenue_growth_qoq": 0.04806962342231167, "gross_margin": 0.43154476606736103, "operating_margin": 0.1745132246918451, "net_margin": 0.10845372359608052, "roa_ttm": 0.049570032063404476, "roe_ttm": 0.08835635399591857, "debt_to_ebitda": 2.358339265200262, "net_debt_to_ebitda": 2.2204955986722017, "interest_coverage": 36.43036869672384, "debt_to_equity": 0.5215927434565224, "current_ratio": 2.4285515719704844, "quick_ratio": 1.492114427806246, "fcf_to_ebitda": 0.41862864633622054, "capex_to_revenue": 0.06666691483069369, "working_capital_to_revenue": 0.25572499716407293, "capital_efficiency": 0.06896319302966153, "financial_health": -0.4865400557938498, "margin_quality": 0.2381705714517622, "growth_momentum": 0.10422453636589299, "company_age_years": 31.581108829568787, "ebitda": 1418890000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 18.638688164778955, "revenue_cagr_3y": 0.035465988390922965, "revenue_cagr_5y": 0.1251867409170353, "earnings_cagr_3y": 0.29164002176072357, "quarterly_revenue_growth_yoy": 0.07325771843734959, "quarterly_earnings_growth_yoy": 0.301034521631301, "revenue_growth_qoq": 0.03861821023837436, "gross_margin": 0.4355374923245482, "operating_margin": 0.16529762693090289, "net_margin": 0.11289987598877879, "roa_ttm": 0.042452142593177505, "roe_ttm": 0.0659439941433132, "debt_to_ebitda": 1.6152566191068678, "net_debt_to_ebitda": 1.4925482047137932, "interest_coverage": 71.34868822452715, "debt_to_equity": 0.3437735317371425, "current_ratio": 2.4058471749248587, "quick_ratio": 1.5505429661457784, "fcf_to_ebitda": 0.4846553019127961, "capex_to_revenue": 0.08370842782873948, "working_capital_to_revenue": 0.22547204562062326, "capital_efficiency": 0.05419806836824535, "financial_health": -0.3102008133151159, "margin_quality": 0.23791166508140996, "growth_momentum": 0.1871461200343253, "company_age_years": 32.33127994524298, "ebitda": 1403286000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 15.896134144115285, "revenue_cagr_3y": 0.04270577611751247, "revenue_cagr_5y": 0.12099265617103838, "earnings_cagr_3y": 0.06640224619508883, "quarterly_revenue_growth_yoy": 0.05613366170310482, "quarterly_earnings_growth_yoy": 0.2329849441890538, "revenue_growth_qoq": 0.031347448138025695, "gross_margin": 0.4453125342010988, "operating_margin": 0.17897152279708442, "net_margin": 0.12661447426982933, "roa_ttm": 0.046720132625098894, "roe_ttm": 0.07287790513272781, "debt_to_ebitda": 1.559940306522173, "net_debt_to_ebitda": 1.4497176208697036, "interest_coverage": 73.73305750497539, "debt_to_equity": 0.34229136978984587, "current_ratio": 2.129738980159799, "quick_ratio": 1.4008158272735434, "fcf_to_ebitda": 0.5337253233455908, "capex_to_revenue": 0.07668156453527443, "working_capital_to_revenue": 0.19758707127739084, "capital_efficiency": 0.059799018878913354, "financial_health": -0.3022465534081484, "margin_quality": 0.25029951042267085, "growth_momentum": 0.1445593029460793, "company_age_years": 32.58316221765914, "ebitda": 1407859000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 13.488264087423518, "revenue_cagr_3y": 0.10625524876105441, "revenue_cagr_5y": 0.11253917780247402, "earnings_cagr_3y": 1.154322649120036, "quarterly_revenue_growth_yoy": 0.042355776472360294, "quarterly_earnings_growth_yoy": -0.2608695652173913, "revenue_growth_qoq": 0.01703334656026336, "gross_margin": 0.4357316262535765, "operating_margin": 0.05816305887113089, "net_margin": 0.04630646513106557, "roa_ttm": 0.03056522945110488, "roe_ttm": 0.051065966106203994, "debt_to_ebitda": 2.773305367782617, "net_debt_to_ebitda": 2.717503406631576, "interest_coverage": 51.51686166551961, "debt_to_equity": 0.44538009839027, "current_ratio": 2.320589238994426, "quick_ratio": 1.1148219770219543, "fcf_to_ebitda": 0.22100355358431079, "capex_to_revenue": 0.09760231965751112, "working_capital_to_revenue": 0.21413485960501633, "capital_efficiency": 0.040815597778654435, "financial_health": -0.41856173756011683, "margin_quality": 0.18006705008525767, "growth_momentum": -0.1092568943725155, "company_age_years": 25.39356605065024, "ebitda": 74854000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 14.990087150686785, "revenue_cagr_3y": 0.11197256414451462, "revenue_cagr_5y": 0.10609033645640409, "earnings_cagr_3y": 0.24782849707974552, "quarterly_revenue_growth_yoy": 0.09406729334743123, "quarterly_earnings_growth_yoy": -0.014997973246858533, "revenue_growth_qoq": 0.09410691136105216, "gross_margin": 0.4425336431214462, "operating_margin": 0.0766593191280921, "net_margin": 0.048255456043846935, "roa_ttm": 0.0280601007405226, "roe_ttm": 0.047642659222067126, "debt_to_ebitda": 3.1357872657148658, "net_debt_to_ebitda": 2.993869679951282, "interest_coverage": 41.79581447963801, "debt_to_equity": 0.4827579741244609, "current_ratio": 2.585136262677306, "quick_ratio": 1.2941017474997945, "fcf_to_ebitda": 0.07625685093714053, "capex_to_revenue": 0.08673119981264571, "working_capital_to_revenue": 0.23930962781075796, "capital_efficiency": 0.03785137998129486, "financial_health": -0.4490561694766329, "margin_quality": 0.18914947276446178, "growth_momentum": 0.03953466005028635, "company_age_years": 25.89185489390828, "ebitda": 73895000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 16.71337274498917, "revenue_cagr_3y": 0.12785855849647598, "revenue_cagr_5y": 0.1233790805664301, "earnings_cagr_3y": 0.7373192041663992, "quarterly_revenue_growth_yoy": 0.23893914265228822, "quarterly_earnings_growth_yoy": 2.402206389335785, "revenue_growth_qoq": 0.0846717179722918, "gross_margin": 0.44392613506830575, "operating_margin": 0.03278793936949418, "net_margin": 0.08653233490579824, "roa_ttm": 0.03011482681413462, "roe_ttm": 0.04686498799709355, "debt_to_ebitda": 2.5846860676530468, "net_debt_to_ebitda": 2.2965672665512624, "interest_coverage": 33.94345898004435, "debt_to_equity": 0.3639287367669106, "current_ratio": 2.5895220605726137, "quick_ratio": 1.3115597971397852, "fcf_to_ebitda": 0.2478688310415782, "capex_to_revenue": 0.05405995320572209, "working_capital_to_revenue": 0.2623211846175588, "capital_efficiency": 0.03848990740561409, "financial_health": -0.3118035947158883, "margin_quality": 0.1877488031145327, "growth_momentum": 1.3205727659940365, "company_age_years": 26.642026009582477, "ebitda": 91851000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 18.66457945055787, "revenue_cagr_3y": 0.09130417129289015, "revenue_cagr_5y": 0.06300262778724597, "earnings_cagr_3y": 0.371022131668737, "quarterly_revenue_growth_yoy": 0.08718431267118108, "quarterly_earnings_growth_yoy": 0.3640535188136985, "revenue_growth_qoq": 0.0006897938351609262, "gross_margin": 0.4689683099026917, "operating_margin": 0.11103898512556104, "net_margin": 0.0872930499400324, "roa_ttm": 0.04382311877136392, "roe_ttm": 0.08220353332957046, "debt_to_ebitda": 3.2766847986064347, "net_debt_to_ebitda": 0.9218700226212414, "interest_coverage": 30.822396221725082, "debt_to_equity": 0.6552286343221603, "current_ratio": 6.028421982721006, "quick_ratio": 4.3772471419844665, "fcf_to_ebitda": 0.5338371028681799, "capex_to_revenue": 0.026856379365078127, "working_capital_to_revenue": 0.7190906332605089, "capital_efficiency": 0.0630133260504672, "financial_health": -0.3941408824327765, "margin_quality": 0.2224334483227617, "growth_momentum": 0.2256189157424398, "company_age_years": 33.64271047227926, "ebitda": 247997000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 18.932425422945833, "revenue_cagr_3y": 0.06435435470705997, "revenue_cagr_5y": 0.05753573671656986, "earnings_cagr_3y": 0.9369757037469151, "quarterly_revenue_growth_yoy": 0.05607456195165846, "quarterly_earnings_growth_yoy": 0.7646826376883181, "revenue_growth_qoq": 0.0448056925949281, "gross_margin": 0.47662298855335605, "operating_margin": 0.1359337047304314, "net_margin": 0.10569728671047299, "roa_ttm": 0.049509684257658296, "roe_ttm": 0.09156649992787215, "debt_to_ebitda": 2.957488987585344, "net_debt_to_ebitda": 0.6341986854214181, "interest_coverage": 35.80114598254981, "debt_to_equity": 0.6339952200679172, "current_ratio": 6.243030905136536, "quick_ratio": 4.641527266868942, "fcf_to_ebitda": 0.6466242538657122, "capex_to_revenue": 0.030979380412391753, "working_capital_to_revenue": 0.7510088259773267, "capital_efficiency": 0.07053809209276522, "financial_health": -0.355548713155396, "margin_quality": 0.23941799333142014, "growth_momentum": 0.4103785998199883, "company_age_years": 33.89185489390828, "ebitda": 274917000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 21.33997758965011, "revenue_cagr_3y": 0.08370685929295218, "revenue_cagr_5y": 0.06934393166128783, "earnings_cagr_3y": 0.3345508502419181, "quarterly_revenue_growth_yoy": 0.07808584208355804, "quarterly_earnings_growth_yoy": 0.10102965084772006, "revenue_growth_qoq": 0.0054496557722860444, "gross_margin": 0.46354955935794256, "operating_margin": 0.10964115994056114, "net_margin": 0.08369697950536274, "roa_ttm": 0.05047719088139864, "roe_ttm": 0.09070459103253273, "debt_to_ebitda": 2.6556926819577513, "net_debt_to_ebitda": 0.8324451678336545, "interest_coverage": 38.251033195573925, "debt_to_equity": 0.5757673759979931, "current_ratio": 5.362653484451385, "quick_ratio": 3.8183500017406096, "fcf_to_ebitda": 0.6019287539078702, "capex_to_revenue": 0.03140473532073973, "working_capital_to_revenue": 0.6622458462330548, "capital_efficiency": 0.07059089095696569, "financial_health": -0.34712232842215174, "margin_quality": 0.2189625662679555, "growth_momentum": 0.08955774646563905, "company_age_years": 34.143737166324435, "ebitda": 286921000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 13.298943671943587, "revenue_cagr_3y": 0.0654173380340759, "revenue_cagr_5y": 0.04684522872392294, "earnings_cagr_3y": 0.2787392835355078, "quarterly_revenue_growth_yoy": 0.10273182465269255, "quarterly_earnings_growth_yoy": 0.8748709477596531, "revenue_growth_qoq": -0.005885802161815305, "gross_margin": 0.5479160870291024, "operating_margin": 0.26648489232652606, "net_margin": 0.20210338879305548, "roa_ttm": 0.08406071479675513, "roe_ttm": 0.08970940388949393, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 3652.862068965517, "debt_to_equity": 0.0, "current_ratio": 15.15714873845792, "quick_ratio": 13.709168970181732, "fcf_to_ebitda": 0.3855833404132801, "capex_to_revenue": 0.04442933501695526, "working_capital_to_revenue": 1.3753553175503301, "capital_efficiency": 0.08688505934312453, "financial_health": 0.5462161749929634, "margin_quality": 0.3388347893828947, "growth_momentum": 0.48880138620617286, "company_age_years": 24.0, "ebitda": 105933000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 13.988628641326507, "revenue_cagr_3y": 0.07132302343163088, "revenue_cagr_5y": 0.04451024018678296, "earnings_cagr_3y": 0.3111673352665638, "quarterly_revenue_growth_yoy": 0.15445029302586505, "quarterly_earnings_growth_yoy": 0.22372881355932203, "revenue_growth_qoq": 0.07641199710644928, "gross_margin": 0.5183155674569121, "operating_margin": 0.23541940219807486, "net_margin": 0.1716897054414243, "roa_ttm": 0.08516247876402479, "roe_ttm": 0.09167887807577403, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 2299.2708333333335, "debt_to_equity": 0.0, "current_ratio": 13.183147838077415, "quick_ratio": 11.953979119472077, "fcf_to_ebitda": 0.47818601911837993, "capex_to_revenue": 0.049906468418283154, "working_capital_to_revenue": 1.363114670545679, "capital_efficiency": 0.08842067841989941, "financial_health": 0.5621145679920528, "margin_quality": 0.30847489169880377, "growth_momentum": 0.18908955329259353, "company_age_years": 24.249144421629023, "ebitda": 110365000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 16.989352144788704, "revenue_cagr_3y": 0.5609810635735775, "revenue_cagr_5y": 0.3162325545985323, "earnings_cagr_3y": -0.7621036480805491, "quarterly_revenue_growth_yoy": -0.04681035788786724, "quarterly_earnings_growth_yoy": 0.6102941176470589, "revenue_growth_qoq": -0.09235698829273706, "gross_margin": 0.4113684364961228, "operating_margin": 0.0025246890750651803, "net_margin": 0.0006693788225657076, "roa_ttm": 0.05556199136020192, "roe_ttm": 0.0681203796199833, "debt_to_ebitda": 0.021120910585199455, "net_debt_to_ebitda": 0.0, "interest_coverage": 1199.5547703180212, "debt_to_equity": 0.0056890629549961, "current_ratio": 4.509737309895319, "quick_ratio": 3.068694449930871, "fcf_to_ebitda": 0.2655166522325716, "capex_to_revenue": 0.07322354534175045, "working_capital_to_revenue": 0.4971317385958458, "capital_efficiency": 0.06184118549009261, "financial_health": 0.20479390099996328, "margin_quality": 0.13818750146458456, "growth_momentum": 0.2817418798795958, "company_age_years": 26.49965776865161, "ebitda": 339474000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 17.262976516724336, "revenue_cagr_3y": 0.488416634582584, "revenue_cagr_5y": 0.31613729913185096, "earnings_cagr_3y": 0.2946517540830822, "quarterly_revenue_growth_yoy": -0.07302175816298351, "quarterly_earnings_growth_yoy": 3.8063902107409926, "revenue_growth_qoq": 0.026187835600755844, "gross_margin": 0.361748588850892, "operating_margin": 0.056487165753368214, "net_margin": 0.06541836886692888, "roa_ttm": 0.05969987863260186, "roe_ttm": 0.07336027602951982, "debt_to_ebitda": 0.033965397923875436, "net_debt_to_ebitda": 0.0, "interest_coverage": 1570.6521739130435, "debt_to_equity": 0.005345458030675755, "current_ratio": 3.5505457443212003, "quick_ratio": 2.1916584831849573, "fcf_to_ebitda": -0.019017301038062283, "capex_to_revenue": 0.08374611438247112, "working_capital_to_revenue": 0.5004935997877126, "capital_efficiency": 0.06653007733106084, "financial_health": 0.15875257477330768, "margin_quality": 0.16121804115706304, "growth_momentum": 1.8666842262890047, "company_age_years": 27.750855578370977, "ebitda": 216750000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 19.626580087426778, "revenue_cagr_3y": -0.03723348490777334, "revenue_cagr_5y": 0.27168587172244263, "earnings_cagr_3y": -0.029363238920382173, "quarterly_revenue_growth_yoy": 0.0603139966840157, "quarterly_earnings_growth_yoy": 0.5019039559974614, "revenue_growth_qoq": 0.011416587537651787, "gross_margin": 0.38401564302079416, "operating_margin": 0.10715717940667191, "net_margin": 0.08828110185061412, "roa_ttm": 0.057274569818098316, "roe_ttm": 0.0663066337457016, "debt_to_ebitda": 0.04630489844216044, "net_debt_to_ebitda": 0.0, "interest_coverage": 1254.6871165644172, "debt_to_equity": 0.006081174366597849, "current_ratio": 5.276009452042861, "quick_ratio": 3.6447153497691436, "fcf_to_ebitda": 0.8548118955181553, "capex_to_revenue": 0.06668512231953147, "working_capital_to_revenue": 0.6141579882087147, "capital_efficiency": 0.06179060178189996, "financial_health": 0.25628258050344954, "margin_quality": 0.1931513080926934, "growth_momentum": 0.28110897634073856, "company_age_years": 29.248459958932237, "ebitda": 204514000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 16.07029669797357, "revenue_cagr_3y": 0.09959099586401043, "revenue_cagr_5y": 0.10384927777052089, "earnings_cagr_3y": 0.4745650762716922, "quarterly_revenue_growth_yoy": 0.002002884448690379, "quarterly_earnings_growth_yoy": 2.7578419071518194, "revenue_growth_qoq": 0.09788991678488144, "gross_margin": 0.7224721334648742, "operating_margin": 0.09896853327050785, "net_margin": 0.08820108079454596, "roa_ttm": 0.050642225119534465, "roe_ttm": 0.10436949663589876, "debt_to_ebitda": 2.7926119289180726, "net_debt_to_ebitda": 2.466073719242534, "interest_coverage": 24.126609674277674, "debt_to_equity": 0.7828705572299571, "current_ratio": 3.479161998655613, "quick_ratio": 1.940305474643364, "fcf_to_ebitda": 0.29821398135938354, "capex_to_revenue": 0.10926548294350766, "working_capital_to_revenue": 0.3869006915844277, "capital_efficiency": 0.0775058608777166, "financial_health": -0.6885304804908154, "margin_quality": 0.3032139158433093, "growth_momentum": 1.3799223958002549, "company_age_years": 13.634496919917865, "ebitda": 222954000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 15.819323934388132, "revenue_cagr_3y": 0.11538438053220834, "revenue_cagr_5y": 0.11186477605817591, "earnings_cagr_3y": 0.03942630650869727, "quarterly_revenue_growth_yoy": 0.08055707997375015, "quarterly_earnings_growth_yoy": -0.08925045415054103, "revenue_growth_qoq": 0.08076861071233907, "gross_margin": 0.7263286499694563, "operating_margin": 0.11139918455484366, "net_margin": 0.040953388927561764, "roa_ttm": 0.02510020408565977, "roe_ttm": 0.05373526395899447, "debt_to_ebitda": 3.0481098824486317, "net_debt_to_ebitda": 2.7088279721904835, "interest_coverage": 20.746082764162313, "debt_to_equity": 0.8059534309740732, "current_ratio": 2.8018441086073107, "quick_ratio": 1.5282278028048881, "fcf_to_ebitda": 0.4158791176869299, "capex_to_revenue": 0.09722862239662108, "working_capital_to_revenue": 0.3463896891070131, "capital_efficiency": 0.03941773402232712, "financial_health": -0.7166839229600257, "margin_quality": 0.29289374115062056, "growth_momentum": -0.004346687088395439, "company_age_years": 14.130047912388775, "ebitda": 206548000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 15.396549649535567, "revenue_cagr_3y": 0.1022815322723245, "revenue_cagr_5y": 0.08606185442870817, "earnings_cagr_3y": 0.01860334721157253, "quarterly_revenue_growth_yoy": 0.06138368206381694, "quarterly_earnings_growth_yoy": -0.4926126878130217, "revenue_growth_qoq": 0.06275686414720182, "gross_margin": 0.7012801437257004, "operating_margin": 0.10278260447339306, "net_margin": 0.042163931924516264, "roa_ttm": 0.007306809285778275, "roe_ttm": 0.014953416614241634, "debt_to_ebitda": 3.238897883517655, "net_debt_to_ebitda": 2.6625025068111894, "interest_coverage": 21.75156931588467, "debt_to_equity": 0.793469338845451, "current_ratio": 3.444828931238159, "quick_ratio": 1.9222389390393402, "fcf_to_ebitda": 0.5359929173412639, "capex_to_revenue": 0.09948407662968792, "working_capital_to_revenue": 0.3982421935275398, "capital_efficiency": 0.011130112950009954, "financial_health": -0.6530000715342931, "margin_quality": 0.2820755600412032, "growth_momentum": -0.21561450287460238, "company_age_years": 14.633812457221081, "ebitda": 204443000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 15.020913401331756, "revenue_cagr_3y": 0.07336369984354807, "revenue_cagr_5y": 0.08905079429452689, "earnings_cagr_3y": -0.2088382788762576, "quarterly_revenue_growth_yoy": 0.037437314429401486, "quarterly_earnings_growth_yoy": 0.2975457462492412, "revenue_growth_qoq": 0.06306591550936035, "gross_margin": 0.734413994967563, "operating_margin": 0.10901217028123449, "net_margin": 0.05122130740658325, "roa_ttm": 0.029040995729265336, "roe_ttm": 0.06077030429198678, "debt_to_ebitda": 2.6740178085622737, "net_debt_to_ebitda": 2.119650737993039, "interest_coverage": 23.997305699481867, "debt_to_equity": 0.7177648935233053, "current_ratio": 3.5979050899598133, "quick_ratio": 1.9886155612604122, "fcf_to_ebitda": 0.4950944406539594, "capex_to_revenue": 0.10718511791738904, "working_capital_to_revenue": 0.425803966057972, "capital_efficiency": 0.04490565001062606, "financial_health": -0.6391534540671112, "margin_quality": 0.2982158242184602, "growth_momentum": 0.16749153033932135, "company_age_years": 15.129363449691992, "ebitda": 231574000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 19.84006037207366, "revenue_cagr_3y": 0.06070419828780782, "revenue_cagr_5y": 0.0804584214600863, "earnings_cagr_3y": -0.4410035743474966, "quarterly_revenue_growth_yoy": 0.015290456788213247, "quarterly_earnings_growth_yoy": -0.4666666666666667, "revenue_growth_qoq": 0.45021904406420055, "gross_margin": 0.7133824615113687, "operating_margin": 0.1021362629621853, "net_margin": 0.019886075006265196, "roa_ttm": -0.0033761567072741515, "roe_ttm": -0.009972381096394865, "debt_to_ebitda": 8.85306938687964, "net_debt_to_ebitda": 3.9668805238554854, "interest_coverage": 7.5044737963357475, "debt_to_equity": 1.5603590902217517, "current_ratio": 1.8546014206210617, "quick_ratio": 1.4821618104205687, "fcf_to_ebitda": 0.4906918500854798, "capex_to_revenue": 0.10299973155718346, "working_capital_to_revenue": 0.6559629380551832, "capital_efficiency": -0.006674268901834509, "financial_health": -0.5492032083664473, "margin_quality": 0.27846826649327305, "growth_momentum": -0.22568810493922672, "company_age_years": 16.383299110198493, "ebitda": 158517000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 13.929172379409199, "revenue_cagr_3y": -0.07768562720446281, "revenue_cagr_5y": 0.015444583000610912, "earnings_cagr_3y": -0.36126600108357565, "quarterly_revenue_growth_yoy": 0.06627598716338776, "quarterly_earnings_growth_yoy": -0.4804421768707483, "revenue_growth_qoq": 0.007614464185647889, "gross_margin": 0.2784611358283172, "operating_margin": 0.08253729390211986, "net_margin": 0.05996466893483381, "roa_ttm": 0.039156697856212244, "roe_ttm": 0.08398216712603676, "debt_to_ebitda": 3.48205160164527, "net_debt_to_ebitda": 3.0284182973949894, "interest_coverage": 31.900596421471175, "debt_to_equity": 0.7096696345785015, "current_ratio": 1.3631412024269167, "quick_ratio": 1.204185052399338, "fcf_to_ebitda": 0.612239810544684, "capex_to_revenue": 0.03275141573911346, "working_capital_to_revenue": 0.08228080453036517, "capital_efficiency": 0.0615694324911245, "financial_health": -0.5192638880788014, "margin_quality": 0.14032103288842362, "growth_momentum": -0.20708309485368026, "company_age_years": 33.50581793292265, "ebitda": 1604600000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 13.148965995836225, "revenue_cagr_3y": -0.001040042352054571, "revenue_cagr_5y": 0.011128091408428409, "earnings_cagr_3y": 0.23240301190614154, "quarterly_revenue_growth_yoy": -0.012352032938754504, "quarterly_earnings_growth_yoy": 0.13471502590673576, "revenue_growth_qoq": 0.018577494692144373, "gross_margin": 0.3522668056279312, "operating_margin": 0.15893694632621158, "net_margin": 0.11412193850964043, "roa_ttm": 0.075183772215502, "roe_ttm": 0.1547003637756079, "debt_to_ebitda": 2.635669673837613, "net_debt_to_ebitda": 2.544066620402498, "interest_coverage": 33.51162790697674, "debt_to_equity": 0.7271682940838599, "current_ratio": 1.1212361331220286, "quick_ratio": 1.0491283676703644, "fcf_to_ebitda": 0.6190145732130465, "capex_to_revenue": 0.038591916558018254, "working_capital_to_revenue": 0.019947848761408083, "capital_efficiency": 0.11494206799555495, "financial_health": -0.6564902385343466, "margin_quality": 0.2084418968212611, "growth_momentum": 0.06118149648399063, "company_age_years": 21.533196440793976, "ebitda": 1441000000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 13.154158981650342, "revenue_cagr_3y": 0.06808610755871358, "revenue_cagr_5y": 0.044210018171677135, "earnings_cagr_3y": 0.13240939832814536, "quarterly_revenue_growth_yoy": 0.107529633536612, "quarterly_earnings_growth_yoy": 0.177610094797248, "revenue_growth_qoq": 0.0028769252508124912, "gross_margin": 0.39667707429241295, "operating_margin": 0.14504548170023784, "net_margin": 0.10466708748041526, "roa_ttm": 0.07363867210339028, "roe_ttm": 0.1986537988058844, "debt_to_ebitda": 2.6240070877720707, "net_debt_to_ebitda": 2.1448669977135237, "interest_coverage": 77.99881263357872, "debt_to_equity": 1.1052019430025237, "current_ratio": 2.0561729609760344, "quick_ratio": 1.7429328137450038, "fcf_to_ebitda": 0.7691146069605088, "capex_to_revenue": 0.04353692633048973, "working_capital_to_revenue": 0.23423401509276298, "capital_efficiency": 0.13614623545463733, "financial_health": -1.0029749052828807, "margin_quality": 0.21546321449102201, "growth_momentum": 0.14256986416693002, "company_age_years": 15.770020533880903, "ebitda": 328453000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 15.348113949912715, "revenue_cagr_3y": 0.14005417144075993, "revenue_cagr_5y": 0.08530342173066008, "earnings_cagr_3y": 0.0886969171551466, "quarterly_revenue_growth_yoy": 0.2782376690726294, "quarterly_earnings_growth_yoy": -0.27421715557937704, "revenue_growth_qoq": 0.2231449440355287, "gross_margin": 0.3910725599290413, "operating_margin": 0.13376415431224153, "net_margin": 0.08111184066535347, "roa_ttm": 0.05125358896006387, "roe_ttm": 0.17034142140234895, "debt_to_ebitda": 4.059419544212245, "net_debt_to_ebitda": 3.599691303869408, "interest_coverage": 37.74306880682456, "debt_to_equity": 1.6419020674855775, "current_ratio": 1.697046152208673, "quick_ratio": 1.459702994487086, "fcf_to_ebitda": 0.7336053507329303, "capex_to_revenue": 0.039361683592027547, "working_capital_to_revenue": 0.1931019046559597, "capital_efficiency": 0.11079750518120642, "financial_health": -1.5451295003457965, "margin_quality": 0.20198285163554544, "growth_momentum": 0.0020102567466261934, "company_age_years": 16.019164955509925, "ebitda": 336253000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 14.738379592711683, "revenue_cagr_3y": 0.13374780819785648, "revenue_cagr_5y": 0.0892999641152672, "earnings_cagr_3y": 0.06925997589968946, "quarterly_revenue_growth_yoy": 0.2182049704548381, "quarterly_earnings_growth_yoy": 0.00952406431418711, "revenue_growth_qoq": -0.019202635610694498, "gross_margin": 0.36707225406370386, "operating_margin": 0.13810720661467632, "net_margin": 0.08863807197218829, "roa_ttm": 0.052772852475103986, "roe_ttm": 0.16356459735313128, "debt_to_ebitda": 3.5988824580207215, "net_debt_to_ebitda": 3.296711682743837, "interest_coverage": 49.42435372227716, "debt_to_equity": 1.450695819781582, "current_ratio": 1.5886003295740534, "quick_ratio": 1.347428812732528, "fcf_to_ebitda": 0.6532733118971061, "capex_to_revenue": 0.03688444895833134, "working_capital_to_revenue": 0.1546267659466762, "capital_efficiency": 0.10816872491411764, "financial_health": -1.3814763133919212, "margin_quality": 0.1979391775501895, "growth_momentum": 0.11386451738451261, "company_age_years": 16.27104722792608, "ebitda": 349875000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 12.70831129004898, "revenue_cagr_3y": 0.172987613973826, "revenue_cagr_5y": 0.0991497563991075, "earnings_cagr_3y": 0.32749892655654844, "quarterly_revenue_growth_yoy": 0.3191719655221139, "quarterly_earnings_growth_yoy": 0.4013298205996738, "revenue_growth_qoq": 0.09646951047636944, "gross_margin": 0.38535826679720386, "operating_margin": 0.1480133422167189, "net_margin": 0.09571776541435209, "roa_ttm": 0.05707094918504314, "roe_ttm": 0.1849556866419366, "debt_to_ebitda": 3.273385318377473, "net_debt_to_ebitda": 2.9616181802760755, "interest_coverage": 50.23808255659121, "debt_to_equity": 1.4759276167348656, "current_ratio": 1.5289634607640255, "quick_ratio": 1.3058848724257612, "fcf_to_ebitda": 0.6441524776828311, "capex_to_revenue": 0.03288149624843586, "working_capital_to_revenue": 0.13514611355083048, "capital_efficiency": 0.12101331791348988, "financial_health": -1.399910932483962, "margin_quality": 0.20969645814275828, "growth_momentum": 0.36025089306089386, "company_age_years": 16.522929500342233, "ebitda": 377288000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 13.608822643227938, "revenue_cagr_3y": 0.11199626746775748, "revenue_cagr_5y": 0.10502968760910036, "earnings_cagr_3y": 0.15228168385135654, "quarterly_revenue_growth_yoy": 0.08080542788356314, "quarterly_earnings_growth_yoy": 0.5324225296105888, "revenue_growth_qoq": 0.05241798893133795, "gross_margin": 0.395040596509702, "operating_margin": 0.17412268267363562, "net_margin": 0.11500461493533762, "roa_ttm": 0.06602998777068889, "roe_ttm": 0.19008381975638716, "debt_to_ebitda": 2.630078729653456, "net_debt_to_ebitda": 2.362204706299062, "interest_coverage": 58.730109415101985, "debt_to_equity": 1.186826930262295, "current_ratio": 1.740432616236432, "quick_ratio": 1.4935635777971141, "fcf_to_ebitda": 0.5721895491732581, "capex_to_revenue": 0.0371605415732314, "working_capital_to_revenue": 0.17372791096165158, "capital_efficiency": 0.128056903763538, "financial_health": -1.1165805104934303, "margin_quality": 0.2280559647062251, "growth_momentum": 0.30661397874707597, "company_age_years": 17.018480492813143, "ebitda": 434779000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 13.834641191706995, "revenue_cagr_3y": 0.12325486969588684, "revenue_cagr_5y": 0.10744963483208636, "earnings_cagr_3y": 0.17878688502935147, "quarterly_revenue_growth_yoy": 0.09046321525885559, "quarterly_earnings_growth_yoy": 0.39059228832648735, "revenue_growth_qoq": -0.010438493463418377, "gross_margin": 0.3809453032104637, "operating_margin": 0.1595366110048424, "net_margin": 0.11303400024125868, "roa_ttm": 0.06904733492025941, "roe_ttm": 0.19371657531524317, "debt_to_ebitda": 2.6035866524943496, "net_debt_to_ebitda": 2.3315441883597745, "interest_coverage": 59.267901395591494, "debt_to_equity": 1.1581722405882255, "current_ratio": 1.8818246322954624, "quick_ratio": 1.6235667640798066, "fcf_to_ebitda": 0.49817014262544373, "capex_to_revenue": 0.04312608449043915, "working_capital_to_revenue": 0.19861336910244415, "capital_efficiency": 0.1313819551177513, "financial_health": -1.0885189312076664, "margin_quality": 0.21783863815218826, "growth_momentum": 0.24052775179267147, "company_age_years": 17.270362765229294, "ebitda": 454407000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 13.683085214929525, "revenue_cagr_3y": 0.15521556045983886, "revenue_cagr_5y": 0.1114514756755125, "earnings_cagr_3y": 0.18610204436103017, "quarterly_revenue_growth_yoy": 0.10814491108503846, "quarterly_earnings_growth_yoy": 0.125122921031254, "revenue_growth_qoq": 0.032379821809616766, "gross_margin": 0.3673684636718829, "operating_margin": 0.13731400692349738, "net_margin": 0.10654695629289228, "roa_ttm": 0.04305493863218397, "roe_ttm": 0.11335765283473091, "debt_to_ebitda": 2.4657874348892923, "net_debt_to_ebitda": 2.0465470393466267, "interest_coverage": 40.02242873737825, "debt_to_equity": 0.9689233268937539, "current_ratio": 2.071609293094046, "quick_ratio": 1.77918339073147, "fcf_to_ebitda": 0.5534538537278043, "capex_to_revenue": 0.04944726856010679, "working_capital_to_revenue": 0.228905535080134, "capital_efficiency": 0.07820629573345744, "financial_health": -0.9036007384807898, "margin_quality": 0.20374314229609083, "growth_momentum": 0.11663391605814623, "company_age_years": 17.76865160848734, "ebitda": 447891000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 15.327619435466493, "revenue_cagr_3y": 0.19898947710620773, "revenue_cagr_5y": 0.14847671213831504, "earnings_cagr_3y": 0.03452640866980716, "quarterly_revenue_growth_yoy": 0.2476333801576965, "quarterly_earnings_growth_yoy": -0.0045040035587188615, "revenue_growth_qoq": 0.1848917950482823, "gross_margin": 0.369008424725056, "operating_margin": 0.1310607704411918, "net_margin": 0.09176304158031509, "roa_ttm": 0.03335977834818074, "roe_ttm": 0.10911058355316482, "debt_to_ebitda": 3.8790799396681748, "net_debt_to_ebitda": 3.464729584141349, "interest_coverage": 24.894062114466557, "debt_to_equity": 1.5231241846212158, "current_ratio": 1.7167753888910333, "quick_ratio": 1.4772050025089745, "fcf_to_ebitda": 0.5761236802413273, "capex_to_revenue": 0.04918594644853065, "working_capital_to_revenue": 0.18367639640352526, "capital_efficiency": 0.07123518095067277, "financial_health": -1.4468611231052024, "margin_quality": 0.1972774122488543, "growth_momentum": 0.12156468829948883, "company_age_years": 18.017796030116358, "ebitda": 464100000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 16.74289860221473, "revenue_cagr_3y": 0.1875640512242207, "revenue_cagr_5y": 0.14910583093703478, "earnings_cagr_3y": 0.1732566823618471, "quarterly_revenue_growth_yoy": 0.2607812473073808, "quarterly_earnings_growth_yoy": 0.15043640660136448, "revenue_growth_qoq": -1.0251135740413907e-05, "gross_margin": 0.3693863778094807, "operating_margin": 0.14413586311176416, "net_margin": 0.10314115104349089, "roa_ttm": 0.036047238399465636, "roe_ttm": 0.10921582052914917, "debt_to_ebitda": 3.422685970300936, "net_debt_to_ebitda": 3.135845642532993, "interest_coverage": 28.151596208641042, "debt_to_equity": 1.3223151114111655, "current_ratio": 1.5533127377923235, "quick_ratio": 1.3207326181108563, "fcf_to_ebitda": 0.6717342493539865, "capex_to_revenue": 0.0466070909449787, "working_capital_to_revenue": 0.1393191830495235, "capital_efficiency": 0.0726315294643074, "financial_health": -1.2604812112427564, "margin_quality": 0.20555446398824526, "growth_momentum": 0.20560882695437263, "company_age_years": 18.269678302532512, "ebitda": 484123000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 13.838432512144344, "revenue_cagr_3y": 0.19347327169599748, "revenue_cagr_5y": 0.15771961482870878, "earnings_cagr_3y": 0.23229763454907038, "quarterly_revenue_growth_yoy": 0.25717641600327706, "quarterly_earnings_growth_yoy": 2.9988944353244666, "revenue_growth_qoq": 0.027738149138468636, "gross_margin": 0.3764018419696441, "operating_margin": 0.17036889265705785, "net_margin": 0.09918873539141855, "roa_ttm": 0.05870853312565047, "roe_ttm": 0.17184202615589692, "debt_to_ebitda": 3.2433876411582867, "net_debt_to_ebitda": 2.8580767774903792, "interest_coverage": 30.29878740815961, "debt_to_equity": 1.2488499482286926, "current_ratio": 1.6083851944208576, "quick_ratio": 1.3792792114965013, "fcf_to_ebitda": 0.5935863667907387, "capex_to_revenue": 0.06180408950018004, "working_capital_to_revenue": 0.14986743721360438, "capital_efficiency": 0.11527527964077369, "financial_health": -1.1718949465092205, "margin_quality": 0.2153198233393735, "growth_momentum": 1.6280354256638718, "company_age_years": 18.521560574948666, "ebitda": 507232000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 16.559005496465463, "revenue_cagr_3y": 0.19433551066636623, "revenue_cagr_5y": 0.15092785134682973, "earnings_cagr_3y": 0.1407177922800813, "quarterly_revenue_growth_yoy": 0.22389821244205113, "quarterly_earnings_growth_yoy": 0.04753852292375216, "revenue_growth_qoq": 0.005052117101391452, "gross_margin": 0.3502941765125238, "operating_margin": 0.1154409174138932, "net_margin": 0.09119389184691905, "roa_ttm": 0.058287791817781986, "roe_ttm": 0.16370267374477332, "debt_to_ebitda": 2.9992578045590363, "net_debt_to_ebitda": 2.7570067468825874, "interest_coverage": 52.21047361570041, "debt_to_equity": 1.1185718761131067, "current_ratio": 1.6350491449885702, "quick_ratio": 1.3900981389650766, "fcf_to_ebitda": 0.5130641740151047, "capex_to_revenue": 0.054301877186597354, "working_capital_to_revenue": 0.141550766926341, "capital_efficiency": 0.11099523278127765, "financial_health": -1.050950112527035, "margin_quality": 0.1856429952577787, "growth_momentum": 0.13571836768290163, "company_age_years": 18.767967145790553, "ebitda": 521426000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 17.37171627991368, "revenue_cagr_3y": 0.14850256388927674, "revenue_cagr_5y": 0.1402279321491824, "earnings_cagr_3y": 0.07492178512067094, "quarterly_revenue_growth_yoy": 0.1234698044254153, "quarterly_earnings_growth_yoy": -0.18583477629447578, "revenue_growth_qoq": 0.0876641045108168, "gross_margin": 0.36209791230716826, "operating_margin": 0.1213076062095479, "net_margin": 0.06649958635456714, "roa_ttm": 0.047323480094191225, "roe_ttm": 0.1504357877924438, "debt_to_ebitda": 3.9868512992352443, "net_debt_to_ebitda": 3.5996691592320786, "interest_coverage": 24.865562754979603, "debt_to_equity": 1.4195122420563742, "current_ratio": 1.5891459696223085, "quick_ratio": 1.376865565970944, "fcf_to_ebitda": 0.5192347039226056, "capex_to_revenue": 0.054156414023574066, "working_capital_to_revenue": 0.15290559837188164, "capital_efficiency": 0.0988796339433175, "financial_health": -1.3394743096086206, "margin_quality": 0.1833017016237611, "growth_momentum": -0.03118248593453024, "company_age_years": 19.017111567419576, "ebitda": 518074000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 16.17643416862423, "revenue_cagr_3y": 0.16200193244275574, "revenue_cagr_5y": 0.1531582017176074, "earnings_cagr_3y": 0.24494135064317457, "quarterly_revenue_growth_yoy": 0.14122109363654226, "quarterly_earnings_growth_yoy": 0.20610257089848927, "revenue_growth_qoq": 0.015790001946566743, "gross_margin": 0.3684641538076895, "operating_margin": 0.13893534106543742, "net_margin": 0.10900500186390918, "roa_ttm": 0.05048180471971792, "roe_ttm": 0.15097176621225558, "debt_to_ebitda": 3.7101876732903154, "net_debt_to_ebitda": 3.390062777968838, "interest_coverage": 90.32485082485083, "debt_to_equity": 1.2461722898650602, "current_ratio": 1.4265571865748496, "quick_ratio": 1.1983947679587352, "fcf_to_ebitda": 0.5729504868158494, "capex_to_revenue": 0.05741427024140293, "working_capital_to_revenue": 0.11485184573660007, "capital_efficiency": 0.10072678546598675, "financial_health": -1.175210960375746, "margin_quality": 0.205468165579012, "growth_momentum": 0.17366183226751575, "company_age_years": 19.26899383983573, "ebitda": 514671000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 16.447075752005556, "revenue_cagr_3y": 0.13976343340797714, "revenue_cagr_5y": 0.15965610407314146, "earnings_cagr_3y": 0.2160571030548244, "quarterly_revenue_growth_yoy": 0.14896680132329226, "quarterly_earnings_growth_yoy": 0.34665214112126036, "revenue_growth_qoq": 0.03471362420297297, "gross_margin": 0.3795392526528711, "operating_margin": 0.15740561219322335, "net_margin": 0.1162546408966082, "roa_ttm": 0.05370344720304979, "roe_ttm": 0.15417928965412606, "debt_to_ebitda": 3.340735728455709, "net_debt_to_ebitda": 2.9180213156301003, "interest_coverage": 23.11226500287333, "debt_to_equity": 1.1507747536988004, "current_ratio": 1.4381192963483957, "quick_ratio": 1.2118952774011131, "fcf_to_ebitda": 0.604591687223942, "capex_to_revenue": 0.05360621327577248, "working_capital_to_revenue": 0.11870170675859312, "capital_efficiency": 0.10394136842858792, "financial_health": -1.064020815298148, "margin_quality": 0.21773316858090086, "growth_momentum": 0.2478094712222763, "company_age_years": 19.520876112251884, "ebitda": 563061000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 17.67629259474423, "revenue_cagr_3y": 0.13315140396974745, "revenue_cagr_5y": 0.1498590045121604, "earnings_cagr_3y": 0.07719072273520511, "quarterly_revenue_growth_yoy": 0.038043213781692536, "quarterly_earnings_growth_yoy": 0.5421469081595317, "revenue_growth_qoq": -0.03461521598621897, "gross_margin": 0.34023358297293815, "operating_margin": 0.11246674401978364, "net_margin": 0.09879370158105083, "roa_ttm": 0.0517779061700278, "roe_ttm": 0.15483033889998007, "debt_to_ebitda": 3.763044133240338, "net_debt_to_ebitda": 3.0938461820161165, "interest_coverage": 31.043251343530386, "debt_to_equity": 1.2898505740764936, "current_ratio": 1.6961999406541235, "quick_ratio": 1.4649076292421312, "fcf_to_ebitda": 0.6922974486848917, "capex_to_revenue": 0.05512469022079999, "working_capital_to_revenue": 0.1843719213077157, "capital_efficiency": 0.10330412253500394, "financial_health": -1.1685448731385815, "margin_quality": 0.1838313428579242, "growth_momentum": 0.2900950609706121, "company_age_years": 20.019164955509925, "ebitda": 600749000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 19.38444019357075, "revenue_cagr_3y": 0.16988458832601538, "revenue_cagr_5y": 0.16292602402770995, "earnings_cagr_3y": 0.25170809922831117, "quarterly_revenue_growth_yoy": 0.11280617889635616, "quarterly_earnings_growth_yoy": 0.41339101771734654, "revenue_growth_qoq": 0.08895022444124093, "gross_margin": 0.3891752993407776, "operating_margin": 0.1785994887663124, "net_margin": 0.1384488093636486, "roa_ttm": 0.057824948238537385, "roe_ttm": 0.15891962845424737, "debt_to_ebitda": 2.948492280423118, "net_debt_to_ebitda": 2.5932922968026313, "interest_coverage": 36.24216886627445, "debt_to_equity": 1.062829082627811, "current_ratio": 1.4488611384295578, "quick_ratio": 1.218411616565906, "fcf_to_ebitda": 0.6527353056022323, "capex_to_revenue": 0.05047482703222748, "working_capital_to_revenue": 0.125088480110875, "capital_efficiency": 0.10837228834639237, "financial_health": -0.9778550486109657, "margin_quality": 0.23540786582357953, "growth_momentum": 0.26309859830685134, "company_age_years": 20.27104722792608, "ebitda": 683781000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 20.724729521155982, "revenue_cagr_3y": 0.18624651554808613, "revenue_cagr_5y": 0.1836729333703444, "earnings_cagr_3y": 0.0534528387440365, "quarterly_revenue_growth_yoy": 0.16619122308039358, "quarterly_earnings_growth_yoy": 0.21196005436388346, "revenue_growth_qoq": 0.042448071404189686, "gross_margin": 0.3738669797202407, "operating_margin": 0.15002195094146498, "net_margin": 0.07462107338891004, "roa_ttm": 0.06456660164645565, "roe_ttm": 0.1717387989616869, "debt_to_ebitda": 2.7625586622133915, "net_debt_to_ebitda": 2.1794932186105482, "interest_coverage": 26.858709916215215, "debt_to_equity": 1.0097008737013646, "current_ratio": 1.7715353707354962, "quick_ratio": 1.5305722351675928, "fcf_to_ebitda": 0.6005219151756296, "capex_to_revenue": 0.055522712925456366, "working_capital_to_revenue": 0.20379589931085276, "capital_efficiency": 0.11815270030407127, "financial_health": -0.9163941560684872, "margin_quality": 0.19950333468353854, "growth_momentum": 0.1890756387221385, "company_age_years": 20.76933607118412, "ebitda": 798214000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 13.9115734149438, "revenue_cagr_3y": 0.16749574845994397, "revenue_cagr_5y": 0.18111973405140613, "earnings_cagr_3y": 0.3261904511925271, "quarterly_revenue_growth_yoy": 0.21522899287332192, "quarterly_earnings_growth_yoy": 0.3622090741252235, "revenue_growth_qoq": 0.11189932437418934, "gross_margin": 0.36267358159300916, "operating_margin": 0.14893943953818864, "net_margin": 0.17039704757860893, "roa_ttm": 0.06395379578758795, "roe_ttm": 0.1633663083574097, "debt_to_ebitda": 2.796470712306875, "net_debt_to_ebitda": 2.5592730502926537, "interest_coverage": 28.35469679979298, "debt_to_equity": 0.9265667056301244, "current_ratio": 1.318295872515654, "quick_ratio": 1.0839494862974481, "fcf_to_ebitda": 0.29904943274234697, "capex_to_revenue": 0.08167205726271737, "working_capital_to_revenue": 0.08738474771507472, "capital_efficiency": 0.11366005207249882, "financial_health": -0.8789323975949036, "margin_quality": 0.22733668956993558, "growth_momentum": 0.28871903349927275, "company_age_years": 22.521560574948666, "ebitda": 986148000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 15.934227553667016, "revenue_cagr_3y": 0.26322079059115544, "revenue_cagr_5y": 0.20833511345237632, "earnings_cagr_3y": 0.7724047695999865, "quarterly_revenue_growth_yoy": 0.2309583816234049, "quarterly_earnings_growth_yoy": 0.319359494192839, "revenue_growth_qoq": 0.04490018999037035, "gross_margin": 0.274174184645887, "operating_margin": 0.12899706587094814, "net_margin": 0.09563566984323082, "roa_ttm": 0.07732805307809008, "roe_ttm": 0.12515255741706424, "debt_to_ebitda": 0.9521273660394018, "net_debt_to_ebitda": 0.7443090889023785, "interest_coverage": 151.79895287958115, "debt_to_equity": 0.22194672108082206, "current_ratio": 0.6894016428455324, "quick_ratio": 0.6894016390654001, "fcf_to_ebitda": 1.0533221124661993, "capex_to_revenue": 0.019660412285298946, "working_capital_to_revenue": -0.11069810428519655, "capital_efficiency": 0.10124030524757716, "financial_health": -0.05976298373673605, "margin_quality": 0.1662689734533553, "growth_momentum": 0.27515893790812196, "company_age_years": 2.6338124572210813, "ebitda": 144968000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 15.913290547886534, "revenue_cagr_3y": 0.2642582841039376, "revenue_cagr_5y": 0.2003785728488927, "earnings_cagr_3y": 0.7687029331469442, "quarterly_revenue_growth_yoy": 0.2583693812300169, "quarterly_earnings_growth_yoy": 0.6571100917431193, "revenue_growth_qoq": 0.06656836421059972, "gross_margin": 0.29794866046407353, "operating_margin": 0.16468165003923327, "net_margin": 0.12823207413219745, "roa_ttm": 0.08724791293992001, "roe_ttm": 0.13482003783878246, "debt_to_ebitda": 0.06673475439001088, "net_debt_to_ebitda": 0.0, "interest_coverage": 202.89438502673798, "debt_to_equity": 0.015390810798489488, "current_ratio": 0.6564056837334036, "quick_ratio": 0.6564056803558582, "fcf_to_ebitda": 1.0566138437716206, "capex_to_revenue": 0.01554413371440055, "working_capital_to_revenue": -0.129391144638921, "capital_efficiency": 0.11103397538935124, "financial_health": 0.019764746607451755, "margin_quality": 0.19695412821183478, "growth_momentum": 0.45773973648656807, "company_age_years": 2.8829568788501025, "ebitda": 151765000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "DHR", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 26.421617101193107, "revenue_cagr_3y": 0.010773497572326818, "revenue_cagr_5y": -0.022773272988992566, "earnings_cagr_3y": 0.055482906496073126, "quarterly_revenue_growth_yoy": 0.029121842566703, "quarterly_earnings_growth_yoy": 0.7828040742959856, "revenue_growth_qoq": -0.10789992605373429, "gross_margin": 0.5624553890078515, "operating_margin": 0.16244157399092815, "net_margin": 0.13702194285188, "roa_ttm": 0.04088913003425199, "roe_ttm": 0.09075803974226455, "debt_to_ebitda": 5.738289880689351, "net_debt_to_ebitda": 4.773265576668139, "interest_coverage": 95.48523206751055, "debt_to_equity": 0.8363038599135085, "current_ratio": 1.3162209412209411, "quick_ratio": 1.0120487620487622, "fcf_to_ebitda": 0.7596995139195758, "capex_to_revenue": 0.03487301763335921, "working_capital_to_revenue": 0.1484418320949318, "capital_efficiency": 0.06582358488825828, "financial_health": -0.6687927081700249, "margin_quality": 0.2873063019502199, "growth_momentum": 0.40596295843134433, "company_age_years": 41.23477070499658, "ebitda": 4526000000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 31.16497366450851, "revenue_cagr_3y": 0.2846047640276981, "revenue_cagr_5y": 0.6135895112330332, "earnings_cagr_3y": 0.3449466781719177, "quarterly_revenue_growth_yoy": 0.7649641498773931, "quarterly_earnings_growth_yoy": 1.2437953921922638, "revenue_growth_qoq": 0.07206150297361075, "gross_margin": 0.8927488289605948, "operating_margin": 0.4753618061298641, "net_margin": 0.3978286682062719, "roa_ttm": 0.1698974306326822, "roe_ttm": 0.23383053317308541, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 134.17374080362197, "debt_to_equity": 0.0, "current_ratio": 3.539496344435418, "quick_ratio": 3.4179125913891144, "fcf_to_ebitda": 1.0457135626463083, "capex_to_revenue": 0.015947735581315296, "working_capital_to_revenue": 0.810801053139822, "capital_efficiency": 0.2018639819028838, "financial_health": 0.404062834068408, "margin_quality": 0.5886464344322436, "growth_momentum": 1.0043797710348286, "company_age_years": 28.687200547570157, "ebitda": 1896680000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 30.576975308641977, "revenue_cagr_3y": 0.12831577470213573, "revenue_cagr_5y": 0.09787022661072697, "earnings_cagr_3y": -0.2259320421307469, "quarterly_revenue_growth_yoy": 0.015366430260047281, "quarterly_earnings_growth_yoy": -0.2575107296137339, "revenue_growth_qoq": -0.0976890756302521, "gross_margin": 0.7206053550640279, "operating_margin": 0.220023282887078, "net_margin": 0.20139697322467986, "roa_ttm": 0.1297341963916816, "roe_ttm": 0.20323624595469256, "debt_to_ebitda": 0.9236111111111112, "net_debt_to_ebitda": 0.0, "interest_coverage": 117.81818181818181, "debt_to_equity": 0.258252427184466, "current_ratio": 4.1024667931688805, "quick_ratio": 3.7381404174573056, "fcf_to_ebitda": 0.7260802469135802, "capex_to_revenue": 0.05427446569178852, "working_capital_to_revenue": 0.9195725534308211, "capital_efficiency": 0.1664852211731871, "financial_health": 0.1335358308422277, "margin_quality": 0.3806752037252619, "growth_momentum": -0.12107214967684331, "company_age_years": 19.67419575633128, "ebitda": 1296000000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "ILMN", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 46.83578595317726, "revenue_cagr_3y": 0.13071207827870834, "revenue_cagr_5y": 0.15383857622484554, "earnings_cagr_3y": -0.2826779569756306, "quarterly_revenue_growth_yoy": 0.11893870082342177, "quarterly_earnings_growth_yoy": -0.41496598639455784, "revenue_growth_qoq": 0.020016680567139282, "gross_margin": 0.6663941128372853, "operating_margin": 0.15044971381847916, "net_margin": 0.07031888798037612, "roa_ttm": 0.045829514207149404, "roe_ttm": 0.06424965580541533, "debt_to_ebitda": 1.5150501672240804, "net_debt_to_ebitda": 0.38545150501672243, "interest_coverage": 199.33333333333334, "debt_to_equity": 0.16631482331344655, "current_ratio": 1.848993288590604, "quick_ratio": 1.5369127516778522, "fcf_to_ebitda": 0.17391304347826086, "capex_to_revenue": 0.04875429553264605, "working_capital_to_revenue": 0.27169243986254293, "capital_efficiency": 0.055039585006282365, "financial_health": -0.025454498800945108, "margin_quality": 0.29572090487871355, "growth_momentum": -0.14801364278556803, "company_age_years": 21.672826830937716, "ebitda": 1196000000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "ISRG", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 35.19851777099537, "revenue_cagr_3y": 0.1147094191033522, "revenue_cagr_5y": 0.15016805854785154, "earnings_cagr_3y": -0.011119091771172207, "quarterly_revenue_growth_yoy": 0.03968579234972677, "quarterly_earnings_growth_yoy": -0.4048723897911833, "revenue_growth_qoq": 0.023122941453249984, "gross_margin": 0.672294855791341, "operating_margin": 0.2612180540043361, "net_margin": 0.2022206162538598, "roa_ttm": 0.10466830108280069, "roe_ttm": 0.11872641197113157, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 218.43010752688173, "debt_to_equity": 0.0, "current_ratio": 5.35531914893617, "quick_ratio": 4.739148936170213, "fcf_to_ebitda": 0.636999113911588, "capex_to_revenue": 0.07458331936013951, "working_capital_to_revenue": 0.8580938327911735, "capital_efficiency": 0.11169735652696614, "financial_health": 0.11208154569068675, "margin_quality": 0.3785778420165123, "growth_momentum": -0.18259329872072827, "company_age_years": 22.04517453798768, "ebitda": 2031400000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "ISRG", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 33.091515910799295, "revenue_cagr_3y": 0.11345163754782273, "revenue_cagr_5y": 0.14078092266694853, "earnings_cagr_3y": -0.06533112163866961, "quarterly_revenue_growth_yoy": 0.10981258462196251, "quarterly_earnings_growth_yoy": -0.14848883048620237, "revenue_growth_qoq": 0.023191643124630446, "gross_margin": 0.6755489919095929, "operating_margin": 0.2561320148966226, "net_margin": 0.20803903942468216, "roa_ttm": 0.10391529922779923, "roe_ttm": 0.11966583878979453, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 511.6666666666667, "debt_to_equity": 0.0, "current_ratio": 5.102237716880168, "quick_ratio": 4.4235446732609045, "fcf_to_ebitda": 0.5387121022300175, "capex_to_revenue": 0.08918092809624217, "working_capital_to_revenue": 0.8270321515552722, "capital_efficiency": 0.11179056900879689, "financial_health": 0.1159809362934363, "margin_quality": 0.37990668207696593, "growth_momentum": -0.01933812293211993, "company_age_years": 22.297056810403834, "ebitda": 1995500000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "DXCM", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 81.78701907607447, "revenue_cagr_3y": 0.24761425678117677, "revenue_cagr_5y": 0.33047485913739494, "earnings_cagr_3y": 0.30248184405677003, "quarterly_revenue_growth_yoy": 0.18363580436788682, "quarterly_earnings_growth_yoy": 0.42736248236953456, "revenue_growth_qoq": 0.10542947428899742, "gross_margin": 0.6421517671517671, "operating_margin": 0.19165800415800416, "net_margin": 0.1314968814968815, "roa_ttm": 0.046946440235140434, "roe_ttm": 0.12606193477665115, "debt_to_ebitda": 4.5729717306366355, "net_debt_to_ebitda": 2.96851298552057, "interest_coverage": 94.58695652173913, "debt_to_equity": 1.0905453548917512, "current_ratio": 3.774014436424209, "quick_ratio": 3.4286507495835647, "fcf_to_ebitda": 0.6005515973339463, "capex_to_revenue": 0.13660126038384418, "working_capital_to_revenue": 0.8944428530507018, "capital_efficiency": 0.0865041875058958, "financial_health": -0.9365975098266053, "margin_quality": 0.3217688842688842, "growth_momentum": 0.3054991433687107, "company_age_years": 17.462012320328544, "ebitda": 435100000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 23.76341728521146, "revenue_cagr_3y": 0.21086137654109405, "revenue_cagr_5y": 0.2270259017010654, "earnings_cagr_3y": 1.7964574336044663, "quarterly_revenue_growth_yoy": 0.0036286069755961606, "quarterly_earnings_growth_yoy": 20.129760048992317, "revenue_growth_qoq": -0.15208676073851893, "gross_margin": 0.7157576824578057, "operating_margin": 0.12690144347261068, "net_margin": 2.7554137029165298, "roa_ttm": 0.4764527698469547, "roe_ttm": 0.6621332924872826, "debt_to_ebitda": 0.13490051611255996, "net_debt_to_ebitda": 0.0, "interest_coverage": 33.105717563243374, "debt_to_equity": 0.025927194251362345, "current_ratio": 1.7311400416828633, "quick_ratio": 1.598298425582473, "fcf_to_ebitda": 0.8741378367041744, "capex_to_revenue": 0.06664388895992507, "working_capital_to_revenue": 0.27642075599845234, "capital_efficiency": 0.5692930311671187, "financial_health": 0.180588825178133, "margin_quality": 1.1993576096156486, "growth_momentum": 10.066694327983956, "company_age_years": 19.175906913073238, "ebitda": 548330000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 31.770251357185643, "revenue_cagr_3y": 0.2102833499587995, "revenue_cagr_5y": 0.2568234775505165, "earnings_cagr_3y": 0.23183239356508922, "quarterly_revenue_growth_yoy": 0.08767382939321905, "quarterly_earnings_growth_yoy": -0.3297700323392023, "revenue_growth_qoq": -0.05613428002548737, "gross_margin": 0.7288657537512112, "operating_margin": 0.203532812244726, "net_margin": 0.13799360678326256, "roa_ttm": 0.1187771876567912, "roe_ttm": 0.192519905357511, "debt_to_ebitda": 0.12265153199040081, "net_debt_to_ebitda": 0.0, "interest_coverage": 1568.324963072378, "debt_to_equity": 0.035514386727361784, "current_ratio": 1.331136207661644, "quick_ratio": 1.1832171006633767, "fcf_to_ebitda": 0.49998304695240714, "capex_to_revenue": 0.11039232633231391, "working_capital_to_revenue": 0.1530925579355361, "capital_efficiency": 0.1556485465071511, "financial_health": 0.12719245069902657, "margin_quality": 0.35679739092639995, "growth_momentum": -0.12104810147299164, "company_age_years": 21.17453798767967, "ebitda": 1061756000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 146.7623558612677, "revenue_cagr_3y": 0.24861795413583354, "revenue_cagr_5y": 0.2646241389042492, "earnings_cagr_3y": -0.40515140404722383, "quarterly_revenue_growth_yoy": 0.24095139607032057, "quarterly_earnings_growth_yoy": -1.4772727272727273, "revenue_growth_qoq": -0.054441260744985676, "gross_margin": 0.6409090909090909, "operating_margin": 0.03787878787878788, "net_margin": -0.010606060606060607, "roa_ttm": 0.00457318173614871, "roe_ttm": 0.08589830508474576, "debt_to_ebitda": 11.86908361168689, "net_debt_to_ebitda": 9.210092021704977, "interest_coverage": 6.5295689655172415, "debt_to_equity": 15.23728813559322, "current_ratio": 4.075153374233129, "quick_ratio": 3.3412576687116564, "fcf_to_ebitda": -0.8362620968274296, "capex_to_revenue": 0.19530522718698617, "working_capital_to_revenue": 0.516319427902623, "capital_efficiency": 0.045235743410447234, "financial_health": -15.0555519868836, "margin_quality": 0.2227272727272727, "growth_momentum": -0.6181606656012033, "company_age_years": 12.878850102669405, "ebitda": 75743000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "PODD", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 118.72201979102643, "revenue_cagr_3y": 0.22791043726498406, "revenue_cagr_5y": 0.23767553226212934, "earnings_cagr_3y": 0.8486897777300952, "quarterly_revenue_growth_yoy": 0.17082837891399127, "quarterly_earnings_growth_yoy": 45.333333333333336, "revenue_growth_qoq": -0.03997400064998375, "gross_margin": 0.7098849018280298, "operating_margin": 0.12830060934326337, "net_margin": 0.0941096817874069, "roa_ttm": 0.02155422385462981, "roe_ttm": 0.0998432952764719, "debt_to_ebitda": 8.704363859864781, "net_debt_to_ebitda": 4.342962507682852, "interest_coverage": 18.07777777777778, "debt_to_equity": 3.1703604208641147, "current_ratio": 5.915348837209303, "quick_ratio": 4.4511627906976745, "fcf_to_ebitda": -0.933620159803319, "capex_to_revenue": 0.09212715649356336, "working_capital_to_revenue": 0.9254750853840091, "capital_efficiency": 0.060698759565550854, "financial_health": -2.769892933513203, "margin_quality": 0.3107650643195667, "growth_momentum": 22.752080856123662, "company_age_years": 14.877481177275838, "ebitda": 162700000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 28.329402577912937, "revenue_cagr_3y": 0.16372390623080468, "revenue_cagr_5y": 0.12189646300505741, "earnings_cagr_3y": -0.21775014923066394, "quarterly_revenue_growth_yoy": 0.38596798510871394, "quarterly_earnings_growth_yoy": -0.40472078954290225, "revenue_growth_qoq": 0.0014185617355585865, "gross_margin": 0.47214719588729037, "operating_margin": 0.0758726870551076, "net_margin": 0.04299463279496087, "roa_ttm": 0.02126038442892841, "roe_ttm": 0.037179541347715894, "debt_to_ebitda": 3.261085954434121, "net_debt_to_ebitda": 2.8975774798401615, "interest_coverage": 44.009415330914436, "debt_to_equity": 0.4783615589842317, "current_ratio": 2.037467117461956, "quick_ratio": 1.4139740756564039, "fcf_to_ebitda": 0.41456997736420875, "capex_to_revenue": 0.06271733611570089, "working_capital_to_revenue": 0.2086721145004737, "capital_efficiency": 0.029219962888322154, "financial_health": -0.42041510077048305, "margin_quality": 0.19700483857911963, "growth_momentum": -0.009376402217094154, "company_age_years": 29.828884325804243, "ebitda": 958217000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 19.90834504095619, "revenue_cagr_3y": 0.18397922462484173, "revenue_cagr_5y": 0.13724196934051003, "earnings_cagr_3y": 0.09399357689605581, "quarterly_revenue_growth_yoy": 0.1942014948028855, "quarterly_earnings_growth_yoy": 6.056844123824308, "revenue_growth_qoq": -0.0447638776693544, "gross_margin": 0.4477319754325801, "operating_margin": 0.13696172300519416, "net_margin": 0.09576814692029596, "roa_ttm": 0.03356514109842272, "roe_ttm": 0.058606974149862004, "debt_to_ebitda": 2.571584094364147, "net_debt_to_ebitda": 2.3033810371272248, "interest_coverage": 50.30843712677017, "debt_to_equity": 0.47334893160378977, "current_ratio": 2.0344602085381522, "quick_ratio": 1.3514388604053844, "fcf_to_ebitda": 0.40021925826945365, "capex_to_revenue": 0.07271953243289052, "working_capital_to_revenue": 0.1968568652916229, "capital_efficiency": 0.04608605762414236, "financial_health": -0.41595950957650807, "margin_quality": 0.22682061511935672, "growth_momentum": 3.1255228093135967, "company_age_years": 30.078028747433265, "ebitda": 1179431000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 26.191593433624195, "revenue_cagr_3y": 0.04936059510508661, "revenue_cagr_5y": 0.09992545951513754, "earnings_cagr_3y": 0.1939929370883735, "quarterly_revenue_growth_yoy": 0.10647093562811102, "quarterly_earnings_growth_yoy": -0.0376893593721482, "revenue_growth_qoq": -0.011048791347686828, "gross_margin": 0.43899932828640414, "operating_margin": 0.055309260570411925, "net_margin": 0.038287674963237296, "roa_ttm": 0.029477708100678637, "roe_ttm": 0.04547102323763226, "debt_to_ebitda": 1.7677882499158488, "net_debt_to_ebitda": 1.4190466326609876, "interest_coverage": 154.1756487025948, "debt_to_equity": 0.25848564957184866, "current_ratio": 2.345531347047309, "quick_ratio": 1.210026934077741, "fcf_to_ebitda": 0.5909090909090909, "capex_to_revenue": 0.029714334489894693, "working_capital_to_revenue": 0.249044497495126, "capital_efficiency": 0.03747436566915545, "financial_health": -0.1970491846011364, "margin_quality": 0.17753208794001776, "growth_momentum": 0.03439078812798141, "company_age_years": 31.641341546885695, "ebitda": 154484000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "MMSI", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 19.911339799323105, "revenue_cagr_3y": 0.04901201546721934, "revenue_cagr_5y": 0.09597021448053789, "earnings_cagr_3y": 0.30654573894723813, "quarterly_revenue_growth_yoy": 0.05226433603852671, "quarterly_earnings_growth_yoy": 2.111879576891782, "revenue_growth_qoq": 0.07102372782891272, "gross_margin": 0.45789148947711, "operating_margin": 0.07884031243219787, "net_margin": 0.051861846387502714, "roa_ttm": 0.035808960851819685, "roe_ttm": 0.054432701920326614, "debt_to_ebitda": 1.5959912457992993, "net_debt_to_ebitda": 1.2192556537546193, "interest_coverage": 124.06083086053413, "debt_to_equity": 0.24867442399984346, "current_ratio": 2.5186921621759804, "quick_ratio": 1.326637353647937, "fcf_to_ebitda": 0.532475453556095, "capex_to_revenue": 0.029157526095434733, "working_capital_to_revenue": 0.26618866855930257, "capital_efficiency": 0.045120831386073146, "financial_health": -0.18098829536620079, "margin_quality": 0.19619788276560354, "growth_momentum": 1.0820719564651544, "company_age_years": 31.890485968514717, "ebitda": 167234000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "ABMD", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 66.04849129627684, "revenue_cagr_3y": 0.09226342071942151, "revenue_cagr_5y": 0.16698460215355793, "earnings_cagr_3y": -0.06567032474625267, "quarterly_revenue_growth_yoy": 0.11857240564571286, "quarterly_earnings_growth_yoy": 0.061013789221893905, "revenue_growth_qoq": 0.03321132110147946, "gross_margin": 0.8093125810635539, "operating_margin": 0.24088567722808968, "net_margin": 0.22355012043727998, "roa_ttm": 0.08157378452043244, "roe_ttm": 0.09080199504299134, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.40485705502613, "debt_to_equity": 0.0, "current_ratio": 7.052536166463234, "quick_ratio": 6.373762251096008, "fcf_to_ebitda": 1.0928995481769466, "capex_to_revenue": 0.034662365895713414, "working_capital_to_revenue": 0.8122254066622535, "capital_efficiency": 0.0861878897817119, "financial_health": 0.07937047663041497, "margin_quality": 0.42458279290964124, "growth_momentum": 0.08979309743380338, "company_age_years": 34.672142368240934, "ebitda": 228408000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "ABMD", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 35.95924395222863, "revenue_cagr_3y": 0.1009881366575025, "revenue_cagr_5y": 0.15909882961509458, "earnings_cagr_3y": -0.15028980098603206, "quarterly_revenue_growth_yoy": 0.09725043054813232, "quarterly_earnings_growth_yoy": 3.0567012252591894, "revenue_growth_qoq": 0.02704836020011117, "gross_margin": 0.8101165798902396, "operating_margin": 0.2383194599294964, "net_margin": 0.19683996694918618, "roa_ttm": 0.1277174232054265, "roe_ttm": 0.14163817637853504, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 82.4668610816543, "debt_to_equity": 0.0, "current_ratio": 7.532991858598201, "quick_ratio": 6.855443940836305, "fcf_to_ebitda": 0.8447044829858711, "capex_to_revenue": 0.03348994667320511, "working_capital_to_revenue": 0.8705691567966813, "capital_efficiency": 0.13467779979198077, "financial_health": 0.10594516669053718, "margin_quality": 0.4150920022563074, "growth_momentum": 1.5769758279036608, "company_age_years": 34.92128678986995, "ebitda": 311065000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "ABMD", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 23.861529751773357, "revenue_cagr_3y": 0.09064803102107621, "revenue_cagr_5y": 0.1489360859040938, "earnings_cagr_3y": 1.009928192409491, "quarterly_revenue_growth_yoy": 0.07164849158949312, "quarterly_earnings_growth_yoy": 0.8635190420171018, "revenue_growth_qoq": -0.04051250410429047, "gross_margin": 0.8161860101308284, "operating_margin": 0.21808732668724923, "net_margin": 0.39911477468872336, "roa_ttm": 0.15723965897730915, "roe_ttm": 0.17324733875529538, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 5.736212813936488, "debt_to_equity": 0.0, "current_ratio": 7.927778606594062, "quick_ratio": 7.165157392212442, "fcf_to_ebitda": 0.46919846899542944, "capex_to_revenue": 0.031432013525792855, "working_capital_to_revenue": 0.8646694522649745, "capital_efficiency": 0.16524349886630227, "financial_health": 0.10747437142803251, "margin_quality": 0.47779603716893365, "growth_momentum": 0.4675837668032975, "company_age_years": 35.17316906228611, "ebitda": 462964000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 21.234167362314, "revenue_cagr_3y": 0.09873799629211066, "revenue_cagr_5y": 0.3216634930376605, "earnings_cagr_3y": -0.3295685853335302, "quarterly_revenue_growth_yoy": -0.0070256125125403406, "quarterly_earnings_growth_yoy": -0.45693270533582814, "revenue_growth_qoq": 0.04146765845912976, "gross_margin": 0.36948391239383216, "operating_margin": 0.07929532846226647, "net_margin": 0.051228367015918715, "roa_ttm": 0.04781067915479485, "roe_ttm": 0.06313790389223581, "debt_to_ebitda": 0.782603251455642, "net_debt_to_ebitda": 0.0, "interest_coverage": 977.8979591836735, "debt_to_equity": 0.10902010548785407, "current_ratio": 2.804848013299711, "quick_ratio": 1.9327429814078325, "fcf_to_ebitda": 0.3109856627084333, "capex_to_revenue": 0.08136908242297744, "working_capital_to_revenue": 0.5102323553683371, "capital_efficiency": 0.05547429152351533, "financial_health": 0.2309091079203447, "margin_quality": 0.16666920262400578, "growth_momentum": -0.23197915892418425, "company_age_years": 28.0, "ebitda": 191668000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 23.110716037807844, "revenue_cagr_3y": 0.019028389771689413, "revenue_cagr_5y": 0.03078191875087266, "earnings_cagr_3y": 0.2694465878212795, "quarterly_revenue_growth_yoy": 0.071937592396654, "quarterly_earnings_growth_yoy": 3.556724367509987, "revenue_growth_qoq": -0.03745096416452868, "gross_margin": 0.7279665155694348, "operating_margin": 0.10758283407047689, "net_margin": 0.06603682737083938, "roa_ttm": -0.01729922828084782, "roe_ttm": -0.04603280368410227, "debt_to_ebitda": 4.888615129678285, "net_debt_to_ebitda": 3.7694680955443873, "interest_coverage": 41.89403973509934, "debt_to_equity": 1.104585298323359, "current_ratio": 3.185048788038387, "quick_ratio": 1.880806017794467, "fcf_to_ebitda": 0.20531032302375526, "capex_to_revenue": 0.1030719869900846, "working_capital_to_revenue": 0.4691277780511195, "capital_efficiency": -0.031666015982475045, "financial_health": -0.9971860580772891, "margin_quality": 0.30052872567025035, "growth_momentum": 1.8143309799533205, "company_age_years": 17.880903490759753, "ebitda": 183454000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "TNDM", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 332.6168731460478, "revenue_cagr_3y": 0.38651326724532553, "revenue_cagr_5y": 0.5610295091268394, "earnings_cagr_3y": -0.1382237814019629, "quarterly_revenue_growth_yoy": 0.24724008593489652, "quarterly_earnings_growth_yoy": -1.9173275178429818, "revenue_growth_qoq": -0.16233166346025638, "gross_margin": 0.5178474989625199, "operating_margin": -0.08719380126998925, "net_margin": -0.08365215710574338, "roa_ttm": 0.0058062971977105755, "roe_ttm": 0.013477920902094737, "debt_to_ebitda": 12.64984295934392, "net_debt_to_ebitda": 8.563252486477055, "interest_coverage": 15.121372031662268, "debt_to_equity": 0.6630016781669114, "current_ratio": 6.209187118309752, "quick_ratio": 5.602374540075105, "fcf_to_ebitda": 3.22125283545629, "capex_to_revenue": 0.030677715886122368, "working_capital_to_revenue": 0.9308361880464002, "capital_efficiency": 0.009642109049902656, "financial_health": -0.5522567538806263, "margin_quality": 0.11566718019559576, "growth_momentum": -0.8350437159540427, "company_age_years": 8.375085557837098, "ebitda": 22924000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "TNDM", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 659.7010335659687, "revenue_cagr_3y": 0.29015574582778947, "revenue_cagr_5y": 0.565069961342626, "earnings_cagr_3y": 1.1513906242467522, "quarterly_revenue_growth_yoy": 0.16337378513875414, "quarterly_earnings_growth_yoy": -4.756487025948104, "revenue_growth_qoq": 0.1384538420870119, "gross_margin": 0.5090631273032328, "operating_margin": -0.06111493942934756, "net_margin": -0.07518151221899312, "roa_ttm": -0.012704338808093964, "roe_ttm": -0.02929152282999395, "debt_to_ebitda": 48.56596876038551, "net_debt_to_ebitda": 29.46227982718511, "interest_coverage": 3.9154196486662327, "debt_to_equity": 0.6500898608491406, "current_ratio": 5.996337759139445, "quick_ratio": 5.363717964368551, "fcf_to_ebitda": 8.454469923562645, "capex_to_revenue": 0.030819073586561364, "working_capital_to_revenue": 0.9085822259830345, "capital_efficiency": -0.020997930819043956, "financial_health": -0.5171044117262746, "margin_quality": 0.12425555855163072, "growth_momentum": -2.296556620404675, "company_age_years": 8.624229979466119, "ebitda": 6018000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 24.7571523655258, "revenue_cagr_3y": 0.18133785766942068, "revenue_cagr_5y": 0.2542707263760109, "earnings_cagr_3y": 0.4726316746882946, "quarterly_revenue_growth_yoy": 0.2730444482911161, "quarterly_earnings_growth_yoy": 0.41576225003463724, "revenue_growth_qoq": 0.0725809588011097, "gross_margin": 0.298165567296274, "operating_margin": 0.19399783046832272, "net_margin": 0.18525927112196214, "roa_ttm": 0.1486618772250596, "roe_ttm": 0.330326801274677, "debt_to_ebitda": 0.07766581820476681, "net_debt_to_ebitda": 0.0, "interest_coverage": 4401.574074074074, "debt_to_equity": 0.030511589776138152, "current_ratio": 0.6143455269679753, "quick_ratio": 0.6143455252421354, "fcf_to_ebitda": 0.9308244104592213, "capex_to_revenue": 0.025566217417928246, "working_capital_to_revenue": -0.1841656096835314, "capital_efficiency": 0.2394943392498683, "financial_health": 0.06162327258012446, "margin_quality": 0.22580755629551963, "growth_momentum": 0.3444033491628767, "company_age_years": 5.634496919917864, "ebitda": 237685000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 20.363022913967903, "revenue_cagr_3y": 0.17935927649001937, "revenue_cagr_5y": 0.27020741664271, "earnings_cagr_3y": 0.21595611463626052, "quarterly_revenue_growth_yoy": 0.2620044341754913, "quarterly_earnings_growth_yoy": 0.23603946511744378, "revenue_growth_qoq": 0.06121826153432423, "gross_margin": 0.2818736528599943, "operating_margin": 0.17151138787097067, "net_margin": 0.14054389576517554, "roa_ttm": 0.15909272319117446, "roe_ttm": 0.7388438563540592, "debt_to_ebitda": 0.9684525702583833, "net_debt_to_ebitda": 0.8034200299417454, "interest_coverage": 470.5, "debt_to_equity": 0.8815471735415813, "current_ratio": 0.3741778626761885, "quick_ratio": 0.3741778626761885, "fcf_to_ebitda": 0.9692631693260004, "capex_to_revenue": 0.02815343243619356, "working_capital_to_revenue": -0.427647940989199, "capital_efficiency": 0.4489682897726168, "financial_health": 0.03234703178296754, "margin_quality": 0.19797631216538017, "growth_momentum": 0.24902194964646754, "company_age_years": 5.883641341546886, "ebitda": 257834000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 18.04220737452437, "revenue_cagr_3y": 0.21069995821573406, "revenue_cagr_5y": 0.2824000641399127, "earnings_cagr_3y": 0.40165858257309006, "quarterly_revenue_growth_yoy": 0.2983316811416701, "quarterly_earnings_growth_yoy": 0.3593074484292008, "revenue_growth_qoq": 0.09264336986449587, "gross_margin": 0.3101911691127418, "operating_margin": 0.20280968562374915, "net_margin": 0.17206001917945296, "roa_ttm": 0.1706773058320944, "roe_ttm": 0.6480186346942567, "debt_to_ebitda": 0.4867799350495491, "net_debt_to_ebitda": 0.37873709005254574, "interest_coverage": 181.17929292929293, "debt_to_equity": 0.3992740471869328, "current_ratio": 0.41144374004102974, "quick_ratio": 0.4114437388228071, "fcf_to_ebitda": 0.9948429899507993, "capex_to_revenue": 0.02673942304194405, "working_capital_to_revenue": -0.35150569318636543, "capital_efficiency": 0.40934797026317554, "financial_health": 0.023341174699362026, "margin_quality": 0.22835362463864795, "growth_momentum": 0.32881956478543545, "company_age_years": 6.135523613963039, "ebitda": 286988000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "BMY", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 10.808002566295979, "revenue_cagr_3y": 0.10472137343716592, "revenue_cagr_5y": 0.0920852755107695, "earnings_cagr_3y": 0.1268758414772273, "quarterly_revenue_growth_yoy": 0.13999614866165994, "quarterly_earnings_growth_yoy": 0.15074024226110364, "revenue_growth_qoq": -0.008873263016909426, "gross_margin": 0.6905405405405406, "operating_margin": 0.3011824324324324, "net_margin": 0.28885135135135137, "roa_ttm": 0.14767181489349487, "roe_ttm": 0.33802076488369037, "debt_to_ebitda": 0.8634160250926718, "net_debt_to_ebitda": 0.0, "interest_coverage": 155.86666666666667, "debt_to_equity": 0.3979497962938625, "current_ratio": 1.9333785770840404, "quick_ratio": 1.7882592466915508, "fcf_to_ebitda": 0.7469347020245224, "capex_to_revenue": 0.039333562349708, "working_capital_to_revenue": 0.35434558570937824, "capital_efficiency": 0.24284628988859264, "financial_health": -0.1597150559634157, "margin_quality": 0.42685810810810815, "growth_momentum": 0.1453681954613818, "company_age_years": 47.24435318275154, "ebitda": 7014000000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "BMY", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 8.637768743273945, "revenue_cagr_3y": 0.08797534220607761, "revenue_cagr_5y": 0.10034143906249571, "earnings_cagr_3y": 0.07089811926425282, "quarterly_revenue_growth_yoy": 0.09975455820476858, "quarterly_earnings_growth_yoy": 2.839142091152815, "revenue_growth_qoq": 0.05962837837837838, "gross_margin": 0.7018970189701897, "operating_margin": 0.32169615813805197, "net_margin": 0.22827992985812212, "roa_ttm": 0.11244856153581205, "roe_ttm": 0.3865038320144557, "debt_to_ebitda": 2.99473873012077, "net_debt_to_ebitda": 0.0, "interest_coverage": 67.99186991869918, "debt_to_equity": 1.560533366564895, "current_ratio": 3.8838430645659563, "quick_ratio": 3.749150447945629, "fcf_to_ebitda": 0.7499701064211407, "capex_to_revenue": 0.038102024563021336, "working_capital_to_revenue": 1.1738693046066144, "capital_efficiency": 0.24947619677513388, "financial_health": -1.0074897929624362, "margin_quality": 0.41729103565545467, "growth_momentum": 1.4694483246787917, "company_age_years": 47.493497604380565, "ebitda": 8363000000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "BMY", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 10.030603939865214, "revenue_cagr_3y": 0.06865783500722089, "revenue_cagr_5y": 0.08906087959029518, "earnings_cagr_3y": 0.040234155876268884, "quarterly_revenue_growth_yoy": 0.05552626954840977, "quarterly_earnings_growth_yoy": -0.28826933193056287, "revenue_growth_qoq": -0.04240395345129922, "gross_margin": 0.702347261528217, "operating_margin": 0.299983352755119, "net_margin": 0.22523722323955386, "roa_ttm": 0.09846255637003117, "roe_ttm": 0.32043291024478693, "debt_to_ebitda": 3.243260756868844, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.91866028708134, "debt_to_equity": 1.4180077062556664, "current_ratio": 3.8317284774525695, "quick_ratio": 3.718085613499857, "fcf_to_ebitda": 0.982763089683774, "capex_to_revenue": 0.03619741033384354, "working_capital_to_revenue": 1.2287262648409383, "capital_efficiency": 0.20944773330740904, "financial_health": -0.8511642439795709, "margin_quality": 0.4091892791742966, "growth_momentum": -0.11637153119107654, "company_age_years": 47.74537987679671, "ebitda": 7716000000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 5.960324158384932, "revenue_cagr_3y": 0.3288018864486102, "revenue_cagr_5y": 0.27175296078560507, "earnings_cagr_3y": 0.5777068432203529, "quarterly_revenue_growth_yoy": -0.13943098988948976, "quarterly_earnings_growth_yoy": -0.336322869955157, "revenue_growth_qoq": -0.024, "gross_margin": 0.8531420765027322, "operating_margin": 0.5525956284153005, "net_margin": 0.4245901639344262, "roa_ttm": 0.23695526264984115, "roe_ttm": 0.6972576563549037, "debt_to_ebitda": 1.4440917841719132, "net_debt_to_ebitda": 1.0159217441073938, "interest_coverage": 72.52452830188679, "debt_to_equity": 1.433352269792904, "current_ratio": 4.174096973641393, "quick_ratio": 4.001952489424015, "fcf_to_ebitda": 0.8453093293095374, "capex_to_revenue": 0.024613359657782167, "working_capital_to_revenue": 0.9628825271470879, "capital_efficiency": 0.4671064595023724, "financial_health": -1.2162095665492, "margin_quality": 0.6101092896174863, "growth_momentum": -0.23787692992232337, "company_age_years": 24.941820670773442, "ebitda": 19219000000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 5.816249455811929, "revenue_cagr_3y": 0.09174544354809955, "revenue_cagr_5y": 0.23301750915271469, "earnings_cagr_3y": 0.0665675736164999, "quarterly_revenue_growth_yoy": -0.16538362843212728, "quarterly_earnings_growth_yoy": -0.2422882781828379, "revenue_growth_qoq": -0.11133879781420765, "gross_margin": 0.8528823981552652, "operating_margin": 0.5790930053804766, "net_margin": 0.4153727901614143, "roa_ttm": 0.21900833607736434, "roe_ttm": 0.604149734665583, "debt_to_ebitda": 1.4970613844144536, "net_debt_to_ebitda": 0.9373639529821506, "interest_coverage": 70.40613026819923, "debt_to_equity": 1.3151981641726824, "current_ratio": 4.772397971504468, "quick_ratio": 4.59442163728568, "fcf_to_ebitda": 0.8217239878101872, "capex_to_revenue": 0.023676162331191367, "working_capital_to_revenue": 1.073605718016563, "capital_efficiency": 0.41157903537147367, "financial_health": -1.080107971003966, "margin_quality": 0.6157827312323854, "growth_momentum": -0.2038359533074826, "company_age_years": 25.188227241615333, "ebitda": 18376000000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 7.554400484901918, "revenue_cagr_3y": 0.03000139694399362, "revenue_cagr_5y": 0.24314581754354303, "earnings_cagr_3y": -0.056260518093916856, "quarterly_revenue_growth_yoy": -0.08166152263374486, "quarterly_earnings_growth_yoy": -0.12124678295682013, "revenue_growth_qoq": 0.09777094542659492, "gross_margin": 0.8423190029407646, "operating_margin": 0.5957148858703263, "net_margin": 0.4303318862904355, "roa_ttm": 0.20266166636244462, "roe_ttm": 0.5289073665064311, "debt_to_ebitda": 2.897950187348468, "net_debt_to_ebitda": 2.417897288957461, "interest_coverage": 67.46468401486989, "debt_to_equity": 2.2775973322939675, "current_ratio": 5.000235515779557, "quick_ratio": 4.834432406971267, "fcf_to_ebitda": 0.756116376460216, "capex_to_revenue": 0.02135881402374763, "working_capital_to_revenue": 1.1933534743202416, "capital_efficiency": 0.3657845164344379, "financial_health": -0.9942323485059769, "margin_quality": 0.6227885917005088, "growth_momentum": -0.1014541527952825, "company_age_years": 25.437371663244353, "ebitda": 18148000000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 8.373782979018074, "revenue_cagr_3y": -0.12496484118063311, "revenue_cagr_5y": 0.1498182626323552, "earnings_cagr_3y": -0.2919631159702166, "quarterly_revenue_growth_yoy": -0.21783243658724058, "quarterly_earnings_growth_yoy": -0.4307920059215396, "revenue_growth_qoq": -0.14473020675743822, "gross_margin": 0.8032625786163522, "operating_margin": 0.42315251572327045, "net_margin": 0.30227987421383645, "roa_ttm": 0.052981753108701304, "roe_ttm": 0.16822883784177553, "debt_to_ebitda": 2.011910532511599, "net_debt_to_ebitda": 1.482653555847933, "interest_coverage": 49.796551724137935, "debt_to_equity": 1.4110048079257929, "current_ratio": 2.835801312089972, "quick_ratio": 2.752858481724461, "fcf_to_ebitda": 0.7311820511044942, "capex_to_revenue": 0.027703523693803158, "working_capital_to_revenue": 0.7933576346699068, "capital_efficiency": 0.11060529547523842, "financial_health": -1.1728388301253547, "margin_quality": 0.5095649895178197, "growth_momentum": -0.3243122212543901, "company_age_years": 26.187542778918548, "ebitda": 14441000000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 8.701750220582337, "revenue_cagr_3y": -0.11843927178598357, "revenue_cagr_5y": 0.15335961003350485, "earnings_cagr_3y": -0.26044287313625925, "quarterly_revenue_growth_yoy": -0.2090743593334267, "quarterly_earnings_growth_yoy": -0.40872111942726974, "revenue_growth_qoq": 0.11006289308176101, "gross_margin": 0.7882436260623229, "operating_margin": 0.40368271954674223, "net_margin": 0.32170679886685555, "roa_ttm": 0.033784714252926326, "roe_ttm": 0.10188261351052048, "debt_to_ebitda": 2.3309537178150315, "net_debt_to_ebitda": 1.269431298628379, "interest_coverage": 46.86842105263158, "debt_to_equity": 1.3409007013658176, "current_ratio": 2.9992668621700878, "quick_ratio": 2.9205461876832843, "fcf_to_ebitda": 0.676345552257961, "capex_to_revenue": 0.03698754149243437, "working_capital_to_revenue": 0.9404664396258137, "capital_efficiency": 0.0678336638817234, "financial_health": -1.0000714514891114, "margin_quality": 0.5045443814919736, "growth_momentum": -0.3088977393803482, "company_age_years": 26.43668720054757, "ebitda": 12467000000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 8.795191654536632, "revenue_cagr_3y": -0.12008101655336079, "revenue_cagr_5y": 0.13183889319262265, "earnings_cagr_3y": -0.9137950179723747, "quarterly_revenue_growth_yoy": -0.02588670364767188, "quarterly_earnings_growth_yoy": 1.0007761966364812, "revenue_growth_qoq": 0.03556111508220157, "gross_margin": 0.729076790336497, "operating_margin": 0.19741156169111304, "net_margin": 0.0005176876617773944, "roa_ttm": 0.0856694149980369, "roe_ttm": 0.25506148594940853, "debt_to_ebitda": 2.6513343037360504, "net_debt_to_ebitda": 0.9104318292091218, "interest_coverage": 40.09727626459144, "debt_to_equity": 1.2775050264179175, "current_ratio": 3.379160773220179, "quick_ratio": 3.3024045261669026, "fcf_to_ebitda": 0.7254730713245997, "capex_to_revenue": 0.04175893704523885, "working_capital_to_revenue": 1.1402811045329235, "capital_efficiency": 0.1703654504737227, "financial_health": -0.8672725299094378, "margin_quality": 0.3090020132297958, "growth_momentum": 0.48744474649440467, "company_age_years": 26.940451745379878, "ebitda": 10305000000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 8.894506989044201, "revenue_cagr_3y": -0.12168171917057435, "revenue_cagr_5y": 0.011035968198564339, "earnings_cagr_3y": -0.178775456586452, "quarterly_revenue_growth_yoy": 0.03793238993710692, "quarterly_earnings_growth_yoy": 0.28413524057217165, "revenue_growth_qoq": -0.08869715271786023, "gross_margin": 0.8187843211512971, "operating_margin": 0.42359401628479454, "net_margin": 0.37398220034084456, "roa_ttm": 0.09376641150914271, "roe_ttm": 0.26841601749350824, "debt_to_ebitda": 2.510200226671704, "net_debt_to_ebitda": 0.9115035889686437, "interest_coverage": 41.68503937007874, "debt_to_equity": 1.21078766343219, "current_ratio": 3.6207300202192187, "quick_ratio": 3.525167606682984, "fcf_to_ebitda": 0.6382697393275406, "capex_to_revenue": 0.04251792114695341, "working_capital_to_revenue": 1.1033602150537634, "capital_efficiency": 0.18109121450132548, "financial_health": -0.8276092419600171, "margin_quality": 0.5387868459256454, "growth_momentum": 0.16103381525463928, "company_age_years": 27.186858316221766, "ebitda": 10588000000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 9.320403270255374, "revenue_cagr_3y": -0.0991384057439677, "revenue_cagr_5y": -0.02748350673199995, "earnings_cagr_3y": -0.18688106916763225, "quarterly_revenue_growth_yoy": 0.006550991501416431, "quarterly_earnings_growth_yoy": 0.03467253714914695, "revenue_growth_qoq": 0.07650066275326643, "gross_margin": 0.8240985048372911, "operating_margin": 0.42744063324538256, "net_margin": 0.3306948109058927, "roa_ttm": 0.09420977693402943, "roe_ttm": 0.26330916165546514, "debt_to_ebitda": 2.396013227999265, "net_debt_to_ebitda": 1.3634943964725335, "interest_coverage": 43.895161290322584, "debt_to_equity": 1.153298549699328, "current_ratio": 3.763754045307443, "quick_ratio": 3.665104341033367, "fcf_to_ebitda": 0.701726988792945, "capex_to_revenue": 0.037437938900568055, "working_capital_to_revenue": 1.1077514872299503, "capital_efficiency": 0.1787594692947473, "financial_health": -0.8870898331774528, "margin_quality": 0.5274113163295221, "growth_momentum": 0.020611764325281688, "company_age_years": 27.43600273785079, "ebitda": 10886000000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 12.657962693477973, "revenue_cagr_3y": -0.0704684686846151, "revenue_cagr_5y": -0.04274750641554481, "earnings_cagr_3y": -0.0462974161890759, "quarterly_revenue_growth_yoy": 0.01449525452976704, "quarterly_earnings_growth_yoy": 897.6666666666666, "revenue_growth_qoq": 0.04907209136331192, "gross_margin": 0.7137268242898452, "operating_margin": 0.18591597210409933, "net_margin": 0.45858139139309406, "roa_ttm": 0.08739675791455044, "roe_ttm": 0.23911209766925637, "debt_to_ebitda": 3.2534726815716364, "net_debt_to_ebitda": 1.7147770869162589, "interest_coverage": 31.106995884773664, "debt_to_equity": 1.0918091009988902, "current_ratio": 3.1044164361102573, "quick_ratio": 3.0099395429859617, "fcf_to_ebitda": 1.1005423997883317, "capex_to_revenue": 0.036749966590939466, "working_capital_to_revenue": 0.9148291683371197, "capital_efficiency": 0.1632544277919034, "financial_health": -0.7921334932418148, "margin_quality": 0.4527413959290129, "growth_momentum": 448.8405809605982, "company_age_years": 27.939767282683093, "ebitda": 7559000000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 11.781871713985279, "revenue_cagr_3y": 0.03251267833019389, "revenue_cagr_5y": -0.04376436710155651, "earnings_cagr_3y": -0.05734398794322937, "quarterly_revenue_growth_yoy": 0.20882753256853975, "quarterly_earnings_growth_yoy": 1.4558250973345312, "revenue_growth_qoq": -0.03207224038611241, "gross_margin": 0.7764194949332476, "operating_margin": 0.361267492359659, "net_margin": 0.2448126105838829, "roa_ttm": 0.07592963050129442, "roe_ttm": 0.2619905598132264, "debt_to_ebitda": 3.1729758149316507, "net_debt_to_ebitda": 2.658464773922187, "interest_coverage": 37.1484375, "debt_to_equity": 1.531492666091458, "current_ratio": 1.3633248482475033, "quick_ratio": 1.1898374779714118, "fcf_to_ebitda": 0.8908517350157729, "capex_to_revenue": 0.023275020647195735, "working_capital_to_revenue": 0.13931226068023125, "capital_efficiency": 0.1689600951572604, "financial_health": -1.3447657505973591, "margin_quality": 0.46083319929226313, "growth_momentum": 0.8323263149515355, "company_age_years": 29.437371663244353, "ebitda": 9510000000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 9.059301097114995, "revenue_cagr_3y": 0.09865560389883954, "revenue_cagr_5y": -0.002115599269397639, "earnings_cagr_3y": 0.07319553115522615, "quarterly_revenue_growth_yoy": 0.12832598449140944, "quarterly_earnings_growth_yoy": 6.2, "revenue_growth_qoq": 0.193662538201705, "gross_margin": 0.8351974127476082, "operating_margin": 0.5177199838296725, "net_margin": 0.34927907290122623, "roa_ttm": 0.11019702524665415, "roe_ttm": 0.344387517466232, "debt_to_ebitda": 2.2499796830556686, "net_debt_to_ebitda": 1.8954896383583908, "interest_coverage": 49.22, "debt_to_equity": 1.289520260829064, "current_ratio": 1.36564177647633, "quick_ratio": 1.2020497803806736, "fcf_to_ebitda": 0.7713124746038196, "capex_to_revenue": 0.02197802197802198, "working_capital_to_revenue": 0.13630740120806345, "capital_efficiency": 0.22729227135644306, "financial_health": -1.1075569824298734, "margin_quality": 0.5673988231595023, "growth_momentum": 3.164162992245705, "company_age_years": 29.689253935660506, "ebitda": 12305000000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 9.973591667402243, "revenue_cagr_3y": 0.07722973736512517, "revenue_cagr_5y": -0.002085180574555867, "earnings_cagr_3y": 4.030919513717933, "quarterly_revenue_growth_yoy": -0.023851232987467996, "quarterly_earnings_growth_yoy": -0.7537072856221793, "revenue_growth_qoq": -0.023851232987467996, "gross_margin": 0.6373550524572059, "operating_margin": 0.12976256212037549, "net_margin": 0.05273329652125897, "roa_ttm": 0.09160878267012008, "roe_ttm": 0.29545778157482555, "debt_to_ebitda": 2.356342130814723, "net_debt_to_ebitda": 1.885161973695825, "interest_coverage": 47.60084033613445, "debt_to_equity": 1.2670273862072239, "current_ratio": 1.2723514211886304, "quick_ratio": 1.1329888027562447, "fcf_to_ebitda": 0.9537470209197635, "capex_to_revenue": 0.02120490752609412, "working_capital_to_revenue": 0.11580296648965391, "capital_efficiency": 0.1935332821224728, "financial_health": -1.1165178795790252, "margin_quality": 0.27328363703294684, "growth_momentum": -0.3887792593048236, "company_age_years": 29.94113620807666, "ebitda": 11329000000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 10.61719498502994, "revenue_cagr_3y": 0.023419666641070425, "revenue_cagr_5y": 0.04727872767546759, "earnings_cagr_3y": 0.8227117683532337, "quarterly_revenue_growth_yoy": 0.001136040897472309, "quarterly_earnings_growth_yoy": 0.21855785354946897, "revenue_growth_qoq": 0.06834368843764206, "gross_margin": 0.7780141843971631, "operating_margin": 0.3720567375886525, "net_margin": 0.30921985815602837, "roa_ttm": 0.09419139691853846, "roe_ttm": 0.26329942186169497, "debt_to_ebitda": 2.337387724550898, "net_debt_to_ebitda": 1.8036115269461077, "interest_coverage": 46.06896551724138, "debt_to_equity": 1.1196163671402322, "current_ratio": 1.3377982419422352, "quick_ratio": 1.1985768103809125, "fcf_to_ebitda": 0.734562125748503, "capex_to_revenue": 0.020116830960204453, "working_capital_to_revenue": 0.14731653888280394, "capital_efficiency": 0.1787454093901167, "financial_health": -0.9477937658094608, "margin_quality": 0.48643026004728135, "growth_momentum": 0.10984694722347063, "company_age_years": 31.68788501026694, "ebitda": 10688000000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 12.397262996726525, "revenue_cagr_3y": 0.12639185966085287, "revenue_cagr_5y": 0.19160521942831954, "earnings_cagr_3y": 0.36237594857858557, "quarterly_revenue_growth_yoy": 0.04821412254673291, "quarterly_earnings_growth_yoy": 0.12603106002640185, "revenue_growth_qoq": 0.10514640638864241, "gross_margin": 0.84033950794288, "operating_margin": 0.42352468887996786, "net_margin": 0.38401101106841773, "roa_ttm": 0.1538240801188008, "roe_ttm": 0.2041239861391417, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 313.4753846153846, "debt_to_equity": 0.0, "current_ratio": 4.026906083607114, "quick_ratio": 3.2654355953325025, "fcf_to_ebitda": 0.8160375738004211, "capex_to_revenue": 0.05679638774369894, "working_capital_to_revenue": 0.8069738292635045, "capital_efficiency": 0.17897403312897125, "financial_health": 0.09934501732511676, "margin_quality": 0.5492917359637551, "growth_momentum": 0.08712259128656738, "company_age_years": 28.49555099247091, "ebitda": 2445108000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 13.557159990882727, "revenue_cagr_3y": 0.15257387723398952, "revenue_cagr_5y": 0.17149526875910248, "earnings_cagr_3y": 0.8779449636810668, "quarterly_revenue_growth_yoy": 0.3001878186208747, "quarterly_earnings_growth_yoy": 0.451010101010101, "revenue_growth_qoq": 0.05619006102877071, "gross_margin": 0.8288001981097033, "operating_margin": 0.4816542160221223, "net_margin": 0.47430764786000246, "roa_ttm": 0.20469257077601627, "roe_ttm": 0.3186489256528167, "debt_to_ebitda": 0.8797280171573406, "net_debt_to_ebitda": 0.34509651004094366, "interest_coverage": 277.2432432432432, "debt_to_equity": 0.32740152195405114, "current_ratio": 4.543929029499786, "quick_ratio": 3.8610873592703436, "fcf_to_ebitda": 0.48827744199649054, "capex_to_revenue": 0.0723305598380624, "working_capital_to_revenue": 1.1706464558496428, "capital_efficiency": 0.2616707482144165, "financial_health": -0.05163748346030711, "margin_quality": 0.5949206873306093, "growth_momentum": 0.37559895981548785, "company_age_years": 29.749486652977414, "ebitda": 4103200000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 11.376285676611293, "revenue_cagr_3y": 0.18712874842234495, "revenue_cagr_5y": 0.16059790307246402, "earnings_cagr_3y": 0.32631804568975564, "quarterly_revenue_growth_yoy": 0.3831637676403019, "quarterly_earnings_growth_yoy": 0.7854626961255203, "revenue_growth_qoq": 0.04366668042428495, "gross_margin": 0.851544271760193, "operating_margin": 0.440028473128485, "net_margin": 0.4410171234231028, "roa_ttm": 0.22528443299085088, "roe_ttm": 0.33429072388745096, "debt_to_ebitda": 0.5728640013595615, "net_debt_to_ebitda": 0.2674087606746824, "interest_coverage": 322.4246575342466, "debt_to_equity": 0.22515655005427068, "current_ratio": 3.124836845049413, "quick_ratio": 2.45211013736093, "fcf_to_ebitda": 0.43098100862471855, "capex_to_revenue": 0.060863703574845614, "working_capital_to_revenue": 0.7433787074889101, "capital_efficiency": 0.2797875784391509, "financial_health": -0.08431775495862236, "margin_quality": 0.577529956103927, "growth_momentum": 0.5843132318829112, "company_age_years": 29.9958932238193, "ebitda": 4707400000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 8.270594181231228, "revenue_cagr_3y": 0.47292779697233756, "revenue_cagr_5y": 0.33481685560969243, "earnings_cagr_3y": 0.7779127713141842, "quarterly_revenue_growth_yoy": 1.6324282786885247, "quarterly_earnings_growth_yoy": 2.453582971135629, "revenue_growth_qoq": 1.0320718155574011, "gross_margin": 0.8511627906976744, "operating_margin": 0.6513963218838182, "net_margin": 0.6030748272842269, "roa_ttm": 0.2888126631884166, "roe_ttm": 0.41021200081971004, "debt_to_ebitda": 0.35690565338766655, "net_debt_to_ebitda": 0.08274347406162762, "interest_coverage": 524.8819444444445, "debt_to_equity": 0.1783266015746366, "current_ratio": 3.5734647947701212, "quick_ratio": 3.04193012538849, "fcf_to_ebitda": 0.22405831999259093, "capex_to_revenue": 0.046705049216333845, "working_capital_to_revenue": 0.7756074321105288, "capital_efficiency": 0.3495123320040633, "financial_health": -0.034391657485953075, "margin_quality": 0.7018779799552398, "growth_momentum": 2.0430056249120767, "company_age_years": 30.245037645448324, "ebitda": 7558300000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 8.139591198589228, "revenue_cagr_3y": 0.2756060020163762, "revenue_cagr_5y": 0.2312709498515153, "earnings_cagr_3y": 0.40013345516596655, "quarterly_revenue_growth_yoy": 0.5051438535309503, "quarterly_earnings_growth_yoy": 0.9382496140600879, "revenue_growth_qoq": -0.3280529337355259, "gross_margin": 0.8475440222428174, "operating_margin": 0.5349860982391103, "net_margin": 0.47271779425393884, "roa_ttm": 0.29552415351794353, "roe_ttm": 0.40534824429250205, "debt_to_ebitda": 0.32209013654158314, "net_debt_to_ebitda": 0.0, "interest_coverage": 590.0281690140845, "debt_to_equity": 0.15636806118901378, "current_ratio": 3.7082480887261764, "quick_ratio": 3.1553784860557768, "fcf_to_ebitda": 0.6422944714981381, "capex_to_revenue": 0.04123193702973514, "working_capital_to_revenue": 0.7428689571657474, "capital_efficiency": 0.3504361989052228, "financial_health": 0.030295149758209183, "margin_quality": 0.6184159715786222, "growth_momentum": 0.7216967337955191, "company_age_years": 30.496919917864478, "ebitda": 8378400000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 7.374077130712668, "revenue_cagr_3y": 0.36950655829247725, "revenue_cagr_5y": 0.32188659929471375, "earnings_cagr_3y": 0.3953874273252602, "quarterly_revenue_growth_yoy": 1.0437079532791282, "quarterly_earnings_growth_yoy": 0.9396101635920641, "revenue_growth_qoq": 0.43411144578313254, "gross_margin": 0.7865177615768322, "operating_margin": 0.5330896459801684, "net_margin": 0.45014843387119574, "roa_ttm": 0.3174902102631041, "roe_ttm": 0.43025126806188996, "debt_to_ebitda": 0.279203251528032, "net_debt_to_ebitda": 0.0, "interest_coverage": 685.7659574468086, "debt_to_equity": 0.14383977665061165, "current_ratio": 3.5638652256834074, "quick_ratio": 3.0676668785759693, "fcf_to_ebitda": 0.6752712192195919, "capex_to_revenue": 0.03433986448228874, "working_capital_to_revenue": 0.6273387382790868, "capital_efficiency": 0.373870739162497, "financial_health": 0.007956638140090289, "margin_quality": 0.5899186138093988, "growth_momentum": 0.9916590584355962, "company_age_years": 30.748802190280628, "ebitda": 9669300000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 15.14843061301241, "revenue_cagr_3y": -0.08533007117839331, "revenue_cagr_5y": 0.15250714451687308, "earnings_cagr_3y": -0.25607317155780807, "quarterly_revenue_growth_yoy": 0.10333983635675392, "quarterly_earnings_growth_yoy": -0.20860641600551916, "revenue_growth_qoq": 0.018410514150563065, "gross_margin": 0.8507864456877441, "operating_margin": 0.2613216510081284, "net_margin": 0.24218832471234034, "roa_ttm": 0.11686096707045134, "roe_ttm": 0.1503256840728224, "debt_to_ebitda": 0.37314779992478375, "net_debt_to_ebitda": 0.0, "interest_coverage": 506.4761904761905, "debt_to_equity": 0.06760329227079473, "current_ratio": 4.731105646122252, "quick_ratio": 3.9483812083259386, "fcf_to_ebitda": 0.6764197066566379, "capex_to_revenue": 0.05797070835093649, "working_capital_to_revenue": 1.0362343331925081, "capital_efficiency": 0.13359332557163686, "financial_health": -0.0017071180731114965, "margin_quality": 0.45143214046940433, "growth_momentum": -0.05263328982438262, "company_age_years": 33.74948665297741, "ebitda": 5318000000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 14.480543436155001, "revenue_cagr_3y": 0.3909048475883563, "revenue_cagr_5y": 0.3406911598533171, "earnings_cagr_3y": 0.45908535523407057, "quarterly_revenue_growth_yoy": 0.13807473663576236, "quarterly_earnings_growth_yoy": 0.08359145454273972, "revenue_growth_qoq": 0.05927252398913885, "gross_margin": 0.8884599882271408, "operating_margin": 0.5148891872377567, "net_margin": 0.37878333589475177, "roa_ttm": 0.22798337176896952, "roe_ttm": 0.3075672469843281, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 220.14574563082024, "debt_to_equity": 0.0, "current_ratio": 4.392534657030426, "quick_ratio": 4.2388024999357015, "fcf_to_ebitda": 0.8829785785373953, "capex_to_revenue": 0.048519995928217534, "working_capital_to_revenue": 1.0281183703953354, "capital_efficiency": 0.2677753093766488, "financial_health": 0.5203713824257893, "margin_quality": 0.5940441704532163, "growth_momentum": 0.11083309558925104, "company_age_years": 29.686516084873375, "ebitda": 3451445000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 13.926376854943504, "revenue_cagr_3y": 0.3624536837220489, "revenue_cagr_5y": 0.3682359094757168, "earnings_cagr_3y": 0.877398136589943, "quarterly_revenue_growth_yoy": 0.289866349947441, "quarterly_earnings_growth_yoy": 0.2764228373142513, "revenue_growth_qoq": 0.10638853108951304, "gross_margin": 0.8808001757919204, "operating_margin": 0.5314641330051346, "net_margin": 0.4293637017907794, "roa_ttm": 0.1724561356933673, "roe_ttm": 0.22833350890615892, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 192.20124549328088, "debt_to_equity": 0.0, "current_ratio": 4.624513651199625, "quick_ratio": 4.450318242415884, "fcf_to_ebitda": 0.6545417338840326, "capex_to_revenue": 0.0309819866560238, "working_capital_to_revenue": 0.9731567807099891, "capital_efficiency": 0.2003948222997631, "financial_health": 0.49733139072070953, "margin_quality": 0.6138760035292782, "growth_momentum": 0.28314459363084615, "company_age_years": 30.187542778918548, "ebitda": 2932030000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 10.625654731544765, "revenue_cagr_3y": 0.24438794143484688, "revenue_cagr_5y": 0.1777492654727959, "earnings_cagr_3y": 0.31522684001501156, "quarterly_revenue_growth_yoy": 0.06728247680926847, "quarterly_earnings_growth_yoy": 0.1804255319148936, "revenue_growth_qoq": -0.039622442151234456, "gross_margin": 0.885213436995746, "operating_margin": 0.5055009534986065, "net_margin": 0.3560583834531319, "roa_ttm": 0.17874019937411426, "roe_ttm": 0.35784560560870743, "debt_to_ebitda": 1.1119895270155395, "net_debt_to_ebitda": 0.9197524567309328, "interest_coverage": 92.91943127962085, "debt_to_equity": 0.6333520548475811, "current_ratio": 2.5935676726932217, "quick_ratio": 2.2461643736944463, "fcf_to_ebitda": 0.5566991397191337, "capex_to_revenue": 0.061457075972054576, "working_capital_to_revenue": 0.40461428728190496, "capital_efficiency": 0.26829290249141086, "financial_health": -0.5781875295188498, "margin_quality": 0.5822575913158281, "growth_momentum": 0.12385400436208104, "company_age_years": 24.539356605065024, "ebitda": 5881800000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 9.465025354310233, "revenue_cagr_3y": 0.18891440128811965, "revenue_cagr_5y": 0.1908191556880976, "earnings_cagr_3y": 0.2885630914058046, "quarterly_revenue_growth_yoy": 0.11676184596388331, "quarterly_earnings_growth_yoy": 0.13210395772673353, "revenue_growth_qoq": 0.061390641044447705, "gross_margin": 0.8720544537350563, "operating_margin": 0.504629949554281, "net_margin": 0.3627254509018036, "roa_ttm": 0.1774545893989254, "roe_ttm": 0.3347919114681071, "debt_to_ebitda": 1.063434533870758, "net_debt_to_ebitda": 0.842071902223378, "interest_coverage": 93.36570561456753, "debt_to_equity": 0.5737648853890809, "current_ratio": 2.9598998489786186, "quick_ratio": 2.5639058898338765, "fcf_to_ebitda": 0.5226938954622286, "capex_to_revenue": 0.06041999608478226, "working_capital_to_revenue": 0.43881582459824525, "capital_efficiency": 0.25612325043351625, "financial_health": -0.5100387134263832, "margin_quality": 0.5798032847303803, "growth_momentum": 0.12443290184530842, "company_age_years": 24.788501026694046, "ebitda": 6152800000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 11.696627053310088, "revenue_cagr_3y": 0.17377189905265777, "revenue_cagr_5y": 0.23151469424571847, "earnings_cagr_3y": 0.28428115502703544, "quarterly_revenue_growth_yoy": 0.06404118218798373, "quarterly_earnings_growth_yoy": 0.06969759734879867, "revenue_growth_qoq": 0.021283947204754336, "gross_margin": 0.8589552743758035, "operating_margin": 0.4822044793287773, "net_margin": 0.3494485418499222, "roa_ttm": 0.17576193513655344, "roe_ttm": 0.3206986495856308, "debt_to_ebitda": 1.0451688232753795, "net_debt_to_ebitda": 0.7117128644775356, "interest_coverage": 94.72878787878788, "debt_to_equity": 0.5393815828573315, "current_ratio": 3.2371084530143617, "quick_ratio": 2.833179981597792, "fcf_to_ebitda": 0.5207338334319669, "capex_to_revenue": 0.06398989146906561, "working_capital_to_revenue": 0.48984329149184047, "capital_efficiency": 0.24823029236109212, "financial_health": -0.4446631885003728, "margin_quality": 0.5635360985181677, "growth_momentum": 0.0668693897683912, "company_age_years": 25.0403832991102, "ebitda": 6252100000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 10.342847251727013, "revenue_cagr_3y": 0.1346920696007885, "revenue_cagr_5y": 0.16702910330122434, "earnings_cagr_3y": 0.12389016439942946, "quarterly_revenue_growth_yoy": 0.01151692318529215, "quarterly_earnings_growth_yoy": -0.21933621933621933, "revenue_growth_qoq": -0.028351038635902295, "gross_margin": 0.8864554317548746, "operating_margin": 0.30856545961002785, "net_margin": 0.22604456824512534, "roa_ttm": 0.16185830186040007, "roe_ttm": 0.3052949227445872, "debt_to_ebitda": 1.025570819367732, "net_debt_to_ebitda": 0.6594753654660184, "interest_coverage": 98.06944444444444, "debt_to_equity": 0.5373579803110005, "current_ratio": 2.616859959842968, "quick_ratio": 2.3167011297911233, "fcf_to_ebitda": 0.5971297738752773, "capex_to_revenue": 0.06356124659352945, "working_capital_to_revenue": 0.47125462930612816, "capital_efficiency": 0.23357661230249363, "financial_health": -0.435273550848129, "margin_quality": 0.47368848653667595, "growth_momentum": -0.10390964807546359, "company_age_years": 25.29226557152635, "ebitda": 6354900000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 10.158229662815375, "revenue_cagr_3y": 0.09688699554450464, "revenue_cagr_5y": 0.16817916143888367, "earnings_cagr_3y": 0.15919354963980026, "quarterly_revenue_growth_yoy": 0.03076866656887194, "quarterly_earnings_growth_yoy": -0.22999279019466473, "revenue_growth_qoq": -0.021344011142061282, "gross_margin": 0.8631657594193617, "operating_margin": 0.3645711032838795, "net_margin": 0.26598356281353397, "roa_ttm": 0.16415910624224497, "roe_ttm": 0.3031187385660772, "debt_to_ebitda": 1.024003772695119, "net_debt_to_ebitda": 0.878755010610705, "interest_coverage": 100.3391167192429, "debt_to_equity": 0.5674884571826814, "current_ratio": 2.292297410192147, "quick_ratio": 1.984327485380117, "fcf_to_ebitda": 0.3345437396840368, "capex_to_revenue": 0.1444587997606805, "working_capital_to_revenue": 0.33532477216957, "capital_efficiency": 0.23363892240416106, "financial_health": -0.47497970998547295, "margin_quality": 0.49790680850559177, "growth_momentum": -0.09961206181289639, "company_age_years": 25.53867214236824, "ebitda": 6361500000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 10.08477707618834, "revenue_cagr_3y": 0.0833024581334556, "revenue_cagr_5y": 0.16721051058884018, "earnings_cagr_3y": 0.0648818349423479, "quarterly_revenue_growth_yoy": 0.06364453044019072, "quarterly_earnings_growth_yoy": -0.17812916746046867, "revenue_growth_qoq": 0.09524317785605009, "gross_margin": 0.8810420997920998, "operating_margin": 0.3901377338877339, "net_margin": 0.2802754677754678, "roa_ttm": 0.15131669653936303, "roe_ttm": 0.28419880537237163, "debt_to_ebitda": 1.0439276899900638, "net_debt_to_ebitda": 0.8565018109554794, "interest_coverage": 98.11006289308176, "debt_to_equity": 0.5622604702551531, "current_ratio": 2.103352368553422, "quick_ratio": 1.8262567683522206, "fcf_to_ebitda": 0.33904932850411873, "capex_to_revenue": 0.15806228609956557, "working_capital_to_revenue": 0.3182582423678618, "capital_efficiency": 0.21775775095586733, "financial_health": -0.4601836934196859, "margin_quality": 0.5171517671517671, "growth_momentum": -0.05724231851013897, "company_age_years": 25.78781656399726, "ebitda": 6239800000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 11.004247804004509, "revenue_cagr_3y": 0.07013569449895196, "revenue_cagr_5y": 0.17306853993026783, "earnings_cagr_3y": 0.126866181758865, "quarterly_revenue_growth_yoy": 0.04127478178496515, "quarterly_earnings_growth_yoy": 0.1870461806564043, "revenue_growth_qoq": -0.00019490644490644492, "gross_margin": 0.8797842614854766, "operating_margin": 0.5373643511599194, "net_margin": 0.39836896484501916, "roa_ttm": 0.15107137284815284, "roe_ttm": 0.2712839231373892, "debt_to_ebitda": 1.005217901415626, "net_debt_to_ebitda": 0.7662287540330673, "interest_coverage": 104.81715210355988, "debt_to_equity": 0.5067748990185931, "current_ratio": 2.1946409929242545, "quick_ratio": 1.9025635077137224, "fcf_to_ebitda": 0.4258919060777745, "capex_to_revenue": 0.15630675147184284, "working_capital_to_revenue": 0.3479715176241036, "capital_efficiency": 0.211177647992771, "financial_health": -0.3950689182834245, "margin_quality": 0.6051725258301385, "growth_momentum": 0.11416048122068473, "company_age_years": 26.039698836413415, "ebitda": 6477700000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 8.80581935464868, "revenue_cagr_3y": 0.070141017866441, "revenue_cagr_5y": 0.1721473417140824, "earnings_cagr_3y": 0.12557652414357712, "quarterly_revenue_growth_yoy": 0.11399295549151457, "quarterly_earnings_growth_yoy": 0.5688871054039594, "revenue_growth_qoq": -0.0531902026005443, "gross_margin": 0.8575580466928555, "operating_margin": 0.49014723260196097, "net_margin": 0.3745967870716362, "roa_ttm": 0.11362164192548131, "roe_ttm": 0.21117720391807657, "debt_to_ebitda": 0.8737279274237493, "net_debt_to_ebitda": 0.26872947379272766, "interest_coverage": 134.45742574257426, "debt_to_equity": 0.42263223508459485, "current_ratio": 3.234478601567209, "quick_ratio": 2.9518733542717555, "fcf_to_ebitda": 0.6878543762242088, "capex_to_revenue": 0.08672971105976514, "working_capital_to_revenue": 0.5592450553027957, "capital_efficiency": 0.16239942292177895, "financial_health": -0.26494279040681623, "margin_quality": 0.5741006887888176, "growth_momentum": 0.34144003044773696, "company_age_years": 26.537987679671456, "ebitda": 6790100000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 10.518444229768894, "revenue_cagr_3y": 0.09003278408869386, "revenue_cagr_5y": 0.1427782737475043, "earnings_cagr_3y": -0.0223138229797345, "quarterly_revenue_growth_yoy": 0.09033913721413721, "quarterly_earnings_growth_yoy": 0.00440426518312471, "revenue_growth_qoq": 0.07198748043818466, "gross_margin": 0.8745717265008193, "operating_margin": 0.36144793683896914, "net_margin": 0.2581856100104275, "roa_ttm": 0.12391818944678933, "roe_ttm": 0.2420866331182866, "debt_to_ebitda": 1.7621758192762131, "net_debt_to_ebitda": 1.576369175893587, "interest_coverage": 130.1450676982592, "debt_to_equity": 0.9670415711734048, "current_ratio": 2.357600558304784, "quick_ratio": 2.062047963456414, "fcf_to_ebitda": 0.6923831463179014, "capex_to_revenue": 0.08035020664367173, "working_capital_to_revenue": 0.33247102327460304, "capital_efficiency": 0.18300241128253797, "financial_health": -0.4313266880035288, "margin_quality": 0.49806842445007193, "growth_momentum": 0.04737170119863096, "company_age_years": 26.78713210130048, "ebitda": 6728500000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 10.897330436177505, "revenue_cagr_3y": 0.07375497574652834, "revenue_cagr_5y": 0.13475381367376493, "earnings_cagr_3y": 0.14365949742226203, "quarterly_revenue_growth_yoy": 0.11735655338228605, "quarterly_earnings_growth_yoy": 0.17804420520349074, "revenue_growth_qoq": 0.024579174735587666, "gross_margin": 0.8660075603373073, "operating_margin": 0.49363186972957257, "net_margin": 0.42000581564408257, "roa_ttm": 0.12499901930786672, "roe_ttm": 0.23146601194194644, "debt_to_ebitda": 0.8649322619689965, "net_debt_to_ebitda": 0.5168798215040905, "interest_coverage": 139.94489795918366, "debt_to_equity": 0.4308325948309677, "current_ratio": 2.7462282276607137, "quick_ratio": 2.4575262212983087, "fcf_to_ebitda": 0.7079754422294489, "capex_to_revenue": 0.07146959255229114, "working_capital_to_revenue": 0.41894118002659897, "capital_efficiency": 0.17823251562490658, "financial_health": -0.3372078782509942, "margin_quality": 0.5932150819036542, "growth_momentum": 0.1477003792928884, "company_age_years": 27.039014373716633, "ebitda": 6857300000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 9.264416502722892, "revenue_cagr_3y": 0.07490312355392348, "revenue_cagr_5y": 0.12396755811465465, "earnings_cagr_3y": 0.0441941509903061, "quarterly_revenue_growth_yoy": 0.06631387964922891, "quarterly_earnings_growth_yoy": 4.183591123066577, "revenue_growth_qoq": 0.025385286420471068, "gross_margin": 0.8614695289680402, "operating_margin": 0.4092391458469217, "net_margin": 0.26849672461219976, "roa_ttm": 0.17520335008640153, "roe_ttm": 0.3397880303076781, "debt_to_ebitda": 0.846306275482565, "net_debt_to_ebitda": 0.6717275397029053, "interest_coverage": 141.99595141700405, "debt_to_equity": 0.4552670327310654, "current_ratio": 2.3187970381160476, "quick_ratio": 2.036598689002185, "fcf_to_ebitda": 0.7557950560260029, "capex_to_revenue": 0.0651235049691888, "working_capital_to_revenue": 0.32303072200046085, "capital_efficiency": 0.25749569019703983, "financial_health": -0.4068426251846715, "margin_quality": 0.5130684664757205, "growth_momentum": 2.124952501357903, "company_age_years": 27.290896646132786, "ebitda": 7014600000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 7.035731696947366, "revenue_cagr_3y": 0.08571478252443887, "revenue_cagr_5y": 0.10381004382793368, "earnings_cagr_3y": 0.13211778750629755, "quarterly_revenue_growth_yoy": 0.11456037814186708, "quarterly_earnings_growth_yoy": 0.20112541563645664, "revenue_growth_qoq": -0.010350792615489324, "gross_margin": 0.8274972777809616, "operating_margin": 0.430597741990945, "net_margin": 0.4036907559172445, "roa_ttm": 0.1764610236146036, "roe_ttm": 0.33742832558442215, "debt_to_ebitda": 0.8628156798276693, "net_debt_to_ebitda": 0.5449108585357558, "interest_coverage": 147.31106471816284, "debt_to_equity": 0.44022010282070007, "current_ratio": 2.8400927366849813, "quick_ratio": 2.595483850477975, "fcf_to_ebitda": 0.7626767948754287, "capex_to_revenue": 0.058537750876075184, "working_capital_to_revenue": 0.4194952069275102, "capital_efficiency": 0.25694467459951287, "financial_health": -0.34491206798119806, "margin_quality": 0.5539285918963838, "growth_momentum": 0.15784289688916187, "company_age_years": 27.537303216974674, "ebitda": 7056200000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 6.415012645686126, "revenue_cagr_3y": 0.07711311930877418, "revenue_cagr_5y": 0.08354592786295645, "earnings_cagr_3y": 0.12484072705180749, "quarterly_revenue_growth_yoy": 0.07752122746908982, "quarterly_earnings_growth_yoy": 0.7240941610893146, "revenue_growth_qoq": 0.03636311536477735, "gross_margin": 0.8683053612409102, "operating_margin": 0.5407968590151243, "net_margin": 0.41311139989493184, "roa_ttm": 0.20139153060758685, "roe_ttm": 0.4087192829404998, "debt_to_ebitda": 0.7943446405757046, "net_debt_to_ebitda": 0.5696686048027534, "interest_coverage": 160.8092243186583, "debt_to_equity": 0.47040431100371344, "current_ratio": 2.463421470615715, "quick_ratio": 2.221526674764085, "fcf_to_ebitda": 0.8244726618517456, "capex_to_revenue": 0.05191944172032007, "working_capital_to_revenue": 0.333923165479896, "capital_efficiency": 0.3050554067740433, "financial_health": -0.3936813605187752, "margin_quality": 0.6074045400503222, "growth_momentum": 0.4008076942792022, "company_age_years": 27.786447638603697, "ebitda": 7670600000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 6.005947684557256, "revenue_cagr_3y": 0.06793914689497305, "revenue_cagr_5y": 0.07467746928981822, "earnings_cagr_3y": 0.1438639506896584, "quarterly_revenue_growth_yoy": 0.046845013085199186, "quarterly_earnings_growth_yoy": 0.07027139296593742, "revenue_growth_qoq": -0.004589819448668676, "gross_margin": 0.8805588733646288, "operating_margin": 0.501736062887142, "net_margin": 0.42940473875725677, "roa_ttm": 0.1963178576626401, "roe_ttm": 0.38551290020648904, "debt_to_ebitda": 0.7690370083317186, "net_debt_to_ebitda": 0.4662662274752955, "interest_coverage": 169.02838427947597, "debt_to_equity": 0.42537457398238054, "current_ratio": 1.9060962952935336, "quick_ratio": 1.7364739858309644, "fcf_to_ebitda": 0.8246205515726927, "capex_to_revenue": 0.04426364268701389, "working_capital_to_revenue": 0.28216315719213936, "capital_efficiency": 0.29091537893456454, "financial_health": -0.2332537966352412, "margin_quality": 0.6038998916696758, "growth_momentum": 0.0585582030255683, "company_age_years": 28.03832991101985, "ebitda": 7741500000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 7.221052454867119, "revenue_cagr_3y": 0.08528836281807628, "revenue_cagr_5y": 0.06812424604715472, "earnings_cagr_3y": 0.30406077276195975, "quarterly_revenue_growth_yoy": 0.041119587102628814, "quarterly_earnings_growth_yoy": 0.520595690747782, "revenue_growth_qoq": 0.019777228410321937, "gross_margin": 0.8782175251273391, "operating_margin": 0.4842154005393185, "net_margin": 0.39214991964699153, "roa_ttm": 0.21621631545514297, "roe_ttm": 0.4413109299118652, "debt_to_ebitda": 0.7689764714997804, "net_debt_to_ebitda": 0.39271417133706965, "interest_coverage": 168.34347826086957, "debt_to_equity": 0.4462797529827927, "current_ratio": 1.7233027673835273, "quick_ratio": 1.5579587976479297, "fcf_to_ebitda": 0.8476587721790335, "capex_to_revenue": 0.03578408529757475, "working_capital_to_revenue": 0.24468107303570064, "capital_efficiency": 0.3287636226835041, "financial_health": -0.22719129797662507, "margin_quality": 0.584860948437883, "growth_momentum": 0.28085763892520543, "company_age_years": 28.290212183436, "ebitda": 7743800000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 5.9940287437987685, "revenue_cagr_3y": 0.06146053144852659, "revenue_cagr_5y": 0.07273815052425858, "earnings_cagr_3y": 0.21357736300801577, "quarterly_revenue_growth_yoy": 0.01794453507340946, "quarterly_earnings_growth_yoy": 0.032126363697209025, "revenue_growth_qoq": 0.04167727697139462, "gross_margin": 0.8883365927857453, "operating_margin": 0.5363157322903086, "net_margin": 0.41886679704476315, "roa_ttm": 0.23231602630939407, "roe_ttm": 0.5240920707066241, "debt_to_ebitda": 0.9253608555829781, "net_debt_to_ebitda": 0.6280881509734999, "interest_coverage": 121.55454545454545, "debt_to_equity": 0.656468029039589, "current_ratio": 2.4640422384032954, "quick_ratio": 2.187664993762873, "fcf_to_ebitda": 0.8246329120235335, "capex_to_revenue": 0.0314206235806534, "working_capital_to_revenue": 0.3483533853789181, "capital_efficiency": 0.3782040485080091, "financial_health": -0.5629857972880074, "margin_quality": 0.6145063740402724, "growth_momentum": 0.025035449385309244, "company_age_years": 28.788501026694046, "ebitda": 8022600000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 6.979814692813389, "revenue_cagr_3y": 0.03131571509691966, "revenue_cagr_5y": 0.039775880194436786, "earnings_cagr_3y": -0.1698295683211336, "quarterly_revenue_growth_yoy": -0.06222049387517013, "quarterly_earnings_growth_yoy": -0.5462190309851866, "revenue_growth_qoq": -0.08298022598870057, "gross_margin": 0.866976689079115, "operating_margin": 0.3217914161310388, "net_margin": 0.2077841296170137, "roa_ttm": 0.20383330459090163, "roe_ttm": 0.47240786354975134, "debt_to_ebitda": 1.040775991365414, "net_debt_to_ebitda": 0.72892165795265, "interest_coverage": 126.7158081705151, "debt_to_equity": 0.6901519728586699, "current_ratio": 2.061803364879075, "quick_ratio": 1.791640378548896, "fcf_to_ebitda": 0.856155646823005, "capex_to_revenue": 0.031493413165256286, "working_capital_to_revenue": 0.28318131147770853, "capital_efficiency": 0.33812058407032647, "financial_health": -0.6009247699518074, "margin_quality": 0.46551741160905585, "growth_momentum": -0.3042197624301784, "company_age_years": 29.0403832991102, "ebitda": 7134100000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 11.668015587529975, "revenue_cagr_3y": -0.04888386097765185, "revenue_cagr_5y": -0.002417409850906327, "earnings_cagr_3y": -0.29545042610375194, "quarterly_revenue_growth_yoy": -0.23775570834394363, "quarterly_earnings_growth_yoy": -0.7068115216925166, "revenue_growth_qoq": -0.05559840145831873, "gross_margin": 0.8225315515961396, "operating_margin": 0.36150705270972533, "net_margin": 0.15226429101707498, "roa_ttm": 0.12625184974030276, "roe_ttm": 0.2819363052554717, "debt_to_ebitda": 1.7427338129496404, "net_debt_to_ebitda": 1.4507673860911272, "interest_coverage": 64.45131375579598, "debt_to_equity": 0.680309299582483, "current_ratio": 2.1225282708951925, "quick_ratio": 1.7523848632257248, "fcf_to_ebitda": 0.7551079136690647, "capex_to_revenue": 0.030362654014899678, "working_capital_to_revenue": 0.28194346373856544, "capital_efficiency": 0.20409407749788722, "financial_health": -0.6292711393876367, "margin_quality": 0.44543429844098, "growth_momentum": -0.47228361501823013, "company_age_years": 29.53867214236824, "ebitda": 4170000000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 11.965731718153007, "revenue_cagr_3y": -0.08135194328472806, "revenue_cagr_5y": -0.009814731724687165, "earnings_cagr_3y": -0.27008014335201846, "quarterly_revenue_growth_yoy": -0.041646217485802425, "quarterly_earnings_growth_yoy": 0.028778988544286115, "revenue_growth_qoq": -0.01622944330490482, "gross_margin": 0.7585412243031677, "operating_margin": 0.18541956251371716, "net_margin": 0.1346843221888946, "roa_ttm": 0.06517068512771544, "roe_ttm": 0.14281125530001285, "debt_to_ebitda": 2.1541628409797706, "net_debt_to_ebitda": 1.4843763883541155, "interest_coverage": 50.924585218702866, "debt_to_equity": 0.6674895835245315, "current_ratio": 1.8278581731887766, "quick_ratio": 1.5134242240938067, "fcf_to_ebitda": 0.990729496786423, "capex_to_revenue": 0.026853765810393657, "working_capital_to_revenue": 0.3240208710855332, "capital_efficiency": 0.10399097021386414, "financial_health": -0.4810878660783143, "margin_quality": 0.3595483696685931, "growth_momentum": -0.006433614470758155, "company_age_years": 30.29158110882957, "ebitda": 3376300000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 12.204948966609178, "revenue_cagr_3y": -0.11509005165435315, "revenue_cagr_5y": -0.051108442991801395, "earnings_cagr_3y": -0.27422477314014526, "quarterly_revenue_growth_yoy": -0.06942717097080986, "quarterly_earnings_growth_yoy": 0.4948397609994568, "revenue_growth_qoq": 0.014151883595774368, "gross_margin": 0.7755896226415094, "operating_margin": 0.21945754716981133, "net_margin": 0.21635220125786164, "roa_ttm": 0.1240892559694715, "roe_ttm": 0.22741623687294277, "debt_to_ebitda": 1.8033306002431508, "net_debt_to_ebitda": 0.8365800559812265, "interest_coverage": 64.5419708029197, "debt_to_equity": 0.47605968099478274, "current_ratio": 2.9916890735761426, "quick_ratio": 2.580909313126375, "fcf_to_ebitda": 0.32262715937685543, "capex_to_revenue": 0.02390547899423988, "working_capital_to_revenue": 0.6407297462008767, "capital_efficiency": 0.17575274642120714, "financial_health": -0.3295490468550132, "margin_quality": 0.40379979035639413, "growth_momentum": 0.21270629501432348, "company_age_years": 31.290896646132786, "ebitda": 3536900000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 12.938597746695446, "revenue_cagr_3y": -0.11341509299118135, "revenue_cagr_5y": -0.04686702525397635, "earnings_cagr_3y": -0.3479358239867074, "quarterly_revenue_growth_yoy": -0.027174342365115726, "quarterly_earnings_growth_yoy": 0.27682685977616855, "revenue_growth_qoq": -0.031839622641509434, "gross_margin": 0.7308972797401543, "operating_margin": 0.2332115306536744, "net_margin": 0.15749086479902558, "roa_ttm": 0.12728470144399637, "roe_ttm": 0.22693997071742314, "debt_to_ebitda": 1.8578525593636337, "net_debt_to_ebitda": 1.0008279859242393, "interest_coverage": 54.1072, "debt_to_equity": 0.4553803110911384, "current_ratio": 3.23808418189658, "quick_ratio": 2.8131944674781915, "fcf_to_ebitda": 0.42165183191885736, "capex_to_revenue": 0.024929240148051382, "working_capital_to_revenue": 0.6677750727391485, "capital_efficiency": 0.17711233608070975, "financial_health": -0.33755963982796683, "margin_quality": 0.3738665583976181, "growth_momentum": 0.12482625870552641, "company_age_years": 31.537303216974674, "ebitda": 3381700000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 14.564712143394136, "revenue_cagr_3y": -0.05264903557580369, "revenue_cagr_5y": -0.08076627051363516, "earnings_cagr_3y": -0.013842610844198355, "quarterly_revenue_growth_yoy": -0.07003654080389768, "quarterly_earnings_growth_yoy": 0.014178912090745037, "revenue_growth_qoq": -0.04014583246029418, "gross_margin": 0.7825365640689805, "operating_margin": 0.3014189041693953, "net_margin": 0.17175289238157607, "roa_ttm": 0.04391062798295668, "roe_ttm": 0.0766844146453691, "debt_to_ebitda": 2.5877814268191353, "net_debt_to_ebitda": 2.162663712262098, "interest_coverage": 36.52167630057804, "debt_to_equity": 0.4299020574508644, "current_ratio": 2.0963758222663524, "quick_ratio": 1.3154399900707459, "fcf_to_ebitda": 0.5082103430538519, "capex_to_revenue": 0.037327565688029724, "working_capital_to_revenue": 0.36565905351284783, "capital_efficiency": 0.06029752131416289, "financial_health": -0.3730285083627185, "margin_quality": 0.418569453539984, "growth_momentum": -0.02792881435657632, "company_age_years": 32.539356605065024, "ebitda": 2527300000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 13.985917304189435, "revenue_cagr_3y": -0.0387298885142674, "revenue_cagr_5y": -0.0738158090743094, "earnings_cagr_3y": 0.09173595108717802, "quarterly_revenue_growth_yoy": 0.0036237785016286646, "quarterly_earnings_growth_yoy": -0.013522650439486139, "revenue_growth_qoq": 0.0761405806592447, "gross_margin": 0.6122357904986003, "operating_margin": 0.1486875735323948, "net_margin": 0.2367641689318025, "roa_ttm": 0.043224730544953946, "roe_ttm": 0.0729179122794872, "debt_to_ebitda": 2.3624772313296902, "net_debt_to_ebitda": 1.6670673952641166, "interest_coverage": 44.77977161500816, "debt_to_equity": 0.4081414302886885, "current_ratio": 2.2870149926002186, "quick_ratio": 1.4807283958561226, "fcf_to_ebitda": 0.5346448087431694, "capex_to_revenue": 0.03270264681555004, "working_capital_to_revenue": 0.413595947063689, "capital_efficiency": 0.05807132141222057, "financial_health": -0.3247780216858889, "margin_quality": 0.3325625109875992, "growth_momentum": -0.004949435968928737, "company_age_years": 32.78850102669404, "ebitda": 2745000000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 10.730100851855479, "revenue_cagr_3y": -0.03906286574941198, "revenue_cagr_5y": -0.07289556892529425, "earnings_cagr_3y": 0.05676170167258632, "quarterly_revenue_growth_yoy": -0.025491048492273644, "quarterly_earnings_growth_yoy": 6.704845814977974, "revenue_growth_qoq": 0.0003651263742951032, "gross_margin": 0.7409765593316571, "operating_margin": 0.23408224511314787, "net_margin": 0.15755535728769568, "roa_ttm": 0.05704759617422262, "roe_ttm": 0.09873524503481286, "debt_to_ebitda": 2.054211952087209, "net_debt_to_ebitda": 1.4996246613792878, "interest_coverage": 51.235785953177256, "debt_to_equity": 0.3847385826675388, "current_ratio": 1.2590783410138249, "quick_ratio": 0.8039262672811059, "fcf_to_ebitda": 0.5771728842325141, "capex_to_revenue": 0.037335415040333074, "working_capital_to_revenue": 0.1462919594067135, "capital_efficiency": 0.07789142060451774, "financial_health": -0.2178649092744014, "margin_quality": 0.37753805391083356, "growth_momentum": 3.33967738324285, "company_age_years": 33.040383299110196, "ebitda": 3063900000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 8.325644179558711, "revenue_cagr_3y": -0.03525938789037841, "revenue_cagr_5y": -0.07735271171830771, "earnings_cagr_3y": -0.10192402765413044, "quarterly_revenue_growth_yoy": 0.028663621506097307, "quarterly_earnings_growth_yoy": 0.06808169803764517, "revenue_growth_qoq": -0.004501581636791305, "gross_margin": 0.7622927445308999, "operating_margin": 0.2073573145394549, "net_margin": 0.10864871471055526, "roa_ttm": 0.0581904004734521, "roe_ttm": 0.09764297678870543, "debt_to_ebitda": 1.9958787725082425, "net_debt_to_ebitda": 1.2429622115140755, "interest_coverage": 52.57333333333333, "debt_to_equity": 0.37663316582914574, "current_ratio": 1.3487194327883085, "quick_ratio": 0.9036861525104906, "fcf_to_ebitda": 0.7975209231549582, "capex_to_revenue": 0.03718517140524396, "working_capital_to_revenue": 0.19925795016484255, "capital_efficiency": 0.07791668863107876, "financial_health": -0.1873544559056198, "margin_quality": 0.35943292459363674, "growth_momentum": 0.04837265977187124, "company_age_years": 33.29226557152635, "ebitda": 3154400000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "BNTX", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 1.9618418797767794, "revenue_cagr_3y": 0.5902509702086816, "revenue_cagr_5y": 0.5052847733269481, "earnings_cagr_3y": 0.2919193811408949, "quarterly_revenue_growth_yoy": -0.9475363679023933, "quarterly_earnings_growth_yoy": -1.1138755980861244, "revenue_growth_qoq": -0.8686765857478466, "gross_margin": 0.028622540250447227, "operating_margin": -3.358974358974359, "net_margin": -1.13536076326774, "roa_ttm": 0.19686307681232454, "roe_ttm": 0.2197975535629066, "debt_to_ebitda": 0.03386175448993366, "net_debt_to_ebitda": 0.0, "interest_coverage": 4682.741146098718, "debt_to_equity": 0.010333308215909377, "current_ratio": 10.56289169873557, "quick_ratio": 10.31610775151182, "fcf_to_ebitda": 1.4364824600391788, "capex_to_revenue": 0.06437142048300341, "working_capital_to_revenue": 1.8940027438426863, "capital_efficiency": 0.20833031518761558, "financial_health": 0.6290058720960632, "margin_quality": -1.4885708606638837, "growth_momentum": -1.0307059829942589, "company_age_years": 3.7207392197125255, "ebitda": 6074700000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "BNTX", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 12.543069750762058, "revenue_cagr_3y": 0.6237942960904503, "revenue_cagr_5y": 0.875245334687581, "earnings_cagr_3y": 0.07663768199783849, "quarterly_revenue_growth_yoy": -0.6543019423602833, "quarterly_earnings_growth_yoy": -0.7990520911045772, "revenue_growth_qoq": 0.6519602367921367, "gross_margin": 0.8789046653144016, "operating_margin": 0.35578093306288033, "net_margin": 0.30960108181203516, "roa_ttm": 0.04043674993371381, "roe_ttm": 0.045950044206481314, "debt_to_ebitda": 0.19643177335485026, "net_debt_to_ebitda": 0.0, "interest_coverage": 58.83437364258039, "debt_to_equity": 0.010821944196108841, "current_ratio": 9.431200193190051, "quick_ratio": 9.258439990340497, "fcf_to_ebitda": 4.615352716514255, "capex_to_revenue": 0.21139266745221263, "working_capital_to_revenue": 4.571039539146374, "capital_efficiency": 0.04319339707009756, "financial_health": 0.49754451441300634, "margin_quality": 0.5147622267297723, "growth_momentum": -0.7266770167324302, "company_age_years": 4.224503764544832, "ebitda": 1115400000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 8.423062951030929, "revenue_cagr_3y": 0.08414301951805991, "revenue_cagr_5y": 0.11382275738548531, "earnings_cagr_3y": 0.7397206057830663, "quarterly_revenue_growth_yoy": 0.12364092556453861, "quarterly_earnings_growth_yoy": -0.2983490566037736, "revenue_growth_qoq": 0.12678221973720996, "gross_margin": 0.5081255427366331, "operating_margin": 0.14266220071951372, "net_margin": 0.07381218211140057, "roa_ttm": 0.09422271495442228, "roe_ttm": 0.2669249022892239, "debt_to_ebitda": 1.7302942439862543, "net_debt_to_ebitda": 1.4143578178694158, "interest_coverage": 47.631713554987215, "debt_to_equity": 1.1245463428252374, "current_ratio": 0.8473080317740512, "quick_ratio": 0.6503751103265666, "fcf_to_ebitda": -0.020027920962199314, "capex_to_revenue": 0.035437690682938276, "working_capital_to_revenue": -0.09280182385087336, "capital_efficiency": 0.1805738086218231, "financial_health": -0.6978987695313226, "margin_quality": 0.24153330852251584, "growth_momentum": -0.0873540655196175, "company_age_years": 27.025325119780973, "ebitda": 1862400000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 7.224074313329329, "revenue_cagr_3y": 0.06718807293140672, "revenue_cagr_5y": 0.06408400226893018, "earnings_cagr_3y": 0.4330666738592308, "quarterly_revenue_growth_yoy": 0.10470555861309852, "quarterly_earnings_growth_yoy": -0.10206297502714441, "revenue_growth_qoq": -0.003969730802629946, "gross_margin": 0.5204882301656495, "operating_margin": 0.1362560717399427, "net_margin": 0.1030016191306514, "roa_ttm": 0.09467893127475062, "roe_ttm": 0.2713039106546486, "debt_to_ebitda": 1.8145033582700814, "net_debt_to_ebitda": 1.5193032272156393, "interest_coverage": 50.72853185595568, "debt_to_equity": 1.1932703702373684, "current_ratio": 0.7926025194317877, "quick_ratio": 0.6148485660680783, "fcf_to_ebitda": -0.0542237754600557, "capex_to_revenue": 0.035177193670720544, "working_capital_to_revenue": -0.1264875114423957, "capital_efficiency": 0.1829914209646996, "financial_health": -0.7122644527939538, "margin_quality": 0.25324864034541456, "growth_momentum": 0.0013212917929770543, "company_age_years": 27.277207392197127, "ebitda": 1831300000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 8.082462263111504, "revenue_cagr_3y": 0.06614697640542344, "revenue_cagr_5y": 0.046141881367202986, "earnings_cagr_3y": 1.4060082213011942, "quarterly_revenue_growth_yoy": 0.07720588235294118, "quarterly_earnings_growth_yoy": 3.701734104046243, "revenue_growth_qoq": -0.01469672437414373, "gross_margin": 0.5365946150929086, "operating_margin": 0.1695108077360637, "net_margin": 0.5140942990772343, "roa_ttm": 0.1336555545891679, "roe_ttm": 0.3367877269881027, "debt_to_ebitda": 1.8352798589687087, "net_debt_to_ebitda": 1.4692595857205817, "interest_coverage": 44.27317073170732, "debt_to_equity": 1.0430181590482155, "current_ratio": 1.2507825024811055, "quick_ratio": 0.977326513474311, "fcf_to_ebitda": -0.05338254737769943, "capex_to_revenue": 0.03360616273471353, "working_capital_to_revenue": 0.10544053923928744, "capital_efficiency": 0.2352216407886353, "financial_health": -0.7808485304880985, "margin_quality": 0.4067332406354021, "growth_momentum": 1.889469993199592, "company_age_years": 27.529089664613277, "ebitda": 1815200000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 13.271303038211872, "revenue_cagr_3y": 0.18820478869155455, "revenue_cagr_5y": 0.1389396701270067, "earnings_cagr_3y": 0.8155323066932474, "quarterly_revenue_growth_yoy": 0.5556710556710557, "quarterly_earnings_growth_yoy": 11.403508771929825, "revenue_growth_qoq": 0.6367723903268927, "gross_margin": 0.6918108248570792, "operating_margin": 0.4698195857153464, "net_margin": 0.3674363352884401, "roa_ttm": 0.15497929347675032, "roe_ttm": 0.4122430873872542, "debt_to_ebitda": 2.0335943251020545, "net_debt_to_ebitda": 1.5644783510673894, "interest_coverage": 59.772, "debt_to_equity": 1.123318054117995, "current_ratio": 1.793189703865085, "quick_ratio": 1.4743806987815702, "fcf_to_ebitda": 0.4953489928394566, "capex_to_revenue": 0.041415104332168204, "working_capital_to_revenue": 0.2603008155915687, "capital_efficiency": 0.2836111904320022, "financial_health": -0.9057980901480156, "margin_quality": 0.5096889152869553, "growth_momentum": 5.9795899138004405, "company_age_years": 30.27789185489391, "ebitda": 1494300000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 9.430275101214574, "revenue_cagr_3y": 0.2672049076209069, "revenue_cagr_5y": 0.18285751096214797, "earnings_cagr_3y": 0.17180776827452782, "quarterly_revenue_growth_yoy": 0.8927689594356261, "quarterly_earnings_growth_yoy": 0.6948976948976949, "revenue_growth_qoq": 0.19518895240923603, "gross_margin": 0.7332587899117903, "operating_margin": 0.5500683314697478, "net_margin": 0.4065101254814263, "roa_ttm": 0.18322804508191293, "roe_ttm": 0.42336056794883564, "debt_to_ebitda": 1.2444444444444445, "net_debt_to_ebitda": 0.8536662168241116, "interest_coverage": 79.11032028469751, "debt_to_equity": 0.8465375317482176, "current_ratio": 2.458617424242424, "quick_ratio": 2.0607007575757574, "fcf_to_ebitda": 0.5681511470985156, "capex_to_revenue": 0.03741429106863329, "working_capital_to_revenue": 0.3395947703772295, "capital_efficiency": 0.30329430651537426, "financial_health": -0.707956664066307, "margin_quality": 0.5632790822876548, "growth_momentum": 0.7938333271666604, "company_age_years": 30.529774127310063, "ebitda": 2223000000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 6.414166634940432, "revenue_cagr_3y": 0.12342061325539122, "revenue_cagr_5y": 0.10244923609992873, "earnings_cagr_3y": 0.33463606559654946, "quarterly_revenue_growth_yoy": 0.4197350832421922, "quarterly_earnings_growth_yoy": 0.9463379260333575, "revenue_growth_qoq": -0.24017950052029136, "gross_margin": 0.6005306856115724, "operating_margin": 0.3069417101771805, "net_margin": 0.2297355131387486, "roa_ttm": 0.23718948618257166, "roe_ttm": 0.5255474452554745, "debt_to_ebitda": 1.023466474121238, "net_debt_to_ebitda": 0.7518461386983492, "interest_coverage": 141.0601851851852, "debt_to_equity": 0.8043125016120296, "current_ratio": 1.6510992762529018, "quick_ratio": 1.307729072784378, "fcf_to_ebitda": 0.6940496898486986, "capex_to_revenue": 0.033959665171476, "working_capital_to_revenue": 0.16840320700738176, "capital_efficiency": 0.38136846571902305, "financial_health": -0.5883749431463544, "margin_quality": 0.37906930297583386, "growth_momentum": 0.6830365046377749, "company_age_years": 31.025325119780973, "ebitda": 3046900000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 7.306043856583729, "revenue_cagr_3y": 0.17408290460720255, "revenue_cagr_5y": 0.1261799378986992, "earnings_cagr_3y": 0.8672973329821416, "quarterly_revenue_growth_yoy": -0.022496102160516743, "quarterly_earnings_growth_yoy": -0.33562335825419276, "revenue_growth_qoq": 0.12693657450997176, "gross_margin": 0.6289685553698922, "operating_margin": 0.3338143703478657, "net_margin": 0.24973416375512683, "roa_ttm": 0.20981176919023756, "roe_ttm": 0.44363058834684493, "debt_to_ebitda": 1.0678291864691083, "net_debt_to_ebitda": 0.6588621750069891, "interest_coverage": 126.06167400881057, "debt_to_equity": 0.7243398283790831, "current_ratio": 2.388227313837805, "quick_ratio": 2.01047633403678, "fcf_to_ebitda": 0.7522714565278166, "capex_to_revenue": 0.03155016600678231, "working_capital_to_revenue": 0.3270244837810486, "capital_efficiency": 0.32672117876854123, "financial_health": -0.5117136886085909, "margin_quality": 0.4041723631576282, "growth_momentum": -0.17905973020735474, "company_age_years": 31.277207392197127, "ebitda": 2861600000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 7.979098014189722, "revenue_cagr_3y": 0.2098531558838257, "revenue_cagr_5y": 0.1490578801765292, "earnings_cagr_3y": 0.7171143615603666, "quarterly_revenue_growth_yoy": -0.08615977140017393, "quarterly_earnings_growth_yoy": -0.2371638141809291, "revenue_growth_qoq": 0.11734771380829409, "gross_margin": 0.6704506831622595, "operating_margin": 0.4359322955611447, "net_margin": 0.3393379104071783, "roa_ttm": 0.18484453586929597, "roe_ttm": 0.37978801088712355, "debt_to_ebitda": 1.1530462855212282, "net_debt_to_ebitda": 0.6196929314163444, "interest_coverage": 103.65369649805447, "debt_to_equity": 0.6796928591976279, "current_ratio": 2.742003597403613, "quick_ratio": 2.3366700555251425, "fcf_to_ebitda": 0.7786328315627463, "capex_to_revenue": 0.031017911751856708, "working_capital_to_revenue": 0.4054718217562254, "capital_efficiency": 0.28231627337820975, "financial_health": -0.47091018990516686, "margin_quality": 0.48190696304352754, "growth_momentum": -0.1616617927905515, "company_age_years": 31.529089664613277, "ebitda": 2663900000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 11.127783265139117, "revenue_cagr_3y": 0.08094503242657591, "revenue_cagr_5y": 0.06309176183228837, "earnings_cagr_3y": -0.2141193512750058, "quarterly_revenue_growth_yoy": -0.26979811025763034, "quarterly_earnings_growth_yoy": -0.6245993589743589, "revenue_growth_qoq": 0.12694083088543853, "gross_margin": 0.5752187674548501, "operating_margin": 0.24427480916030533, "net_margin": 0.17445540867622417, "roa_ttm": 0.10658428683680829, "roe_ttm": 0.19444280805105546, "debt_to_ebitda": 1.6541968669628244, "net_debt_to_ebitda": 0.22720364741641338, "interest_coverage": 60.88256227758007, "debt_to_equity": 0.5557191948944527, "current_ratio": 4.205396360594018, "quick_ratio": 3.4966534197866554, "fcf_to_ebitda": 0.9789572129997662, "capex_to_revenue": 0.031371758699449144, "working_capital_to_revenue": 0.6863271978145014, "capital_efficiency": 0.15051354744393186, "financial_health": -0.28826619723103597, "margin_quality": 0.3313163284304599, "growth_momentum": -0.44719873461599463, "company_age_years": 32.5284052019165, "ebitda": 1710800000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 15.88514200756893, "revenue_cagr_3y": -0.046934261410766176, "revenue_cagr_5y": 0.03479876481642252, "earnings_cagr_3y": -0.10178763081865849, "quarterly_revenue_growth_yoy": 0.027427874847622918, "quarterly_earnings_growth_yoy": 5.802469135802469, "revenue_growth_qoq": -0.006288072312831598, "gross_margin": 0.5539845758354756, "operating_margin": 0.24124975281787622, "net_margin": 0.19230769230769232, "roa_ttm": 0.07890799878516552, "roe_ttm": 0.14169140964269122, "debt_to_ebitda": 2.2943773652910435, "net_debt_to_ebitda": 0.096593980897459, "interest_coverage": 34.789968652037615, "debt_to_equity": 0.5143105293986951, "current_ratio": 3.9874301675977653, "quick_ratio": 3.3235235434956105, "fcf_to_ebitda": 0.9231393034781041, "capex_to_revenue": 0.038218477279566655, "working_capital_to_revenue": 0.7509780318988866, "capital_efficiency": 0.11029970421392837, "financial_health": -0.23172843359063428, "margin_quality": 0.32918067365368137, "growth_momentum": 2.914948505325046, "company_age_years": 34.026009582477755, "ebitda": 1109800000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 16.508705022293263, "revenue_cagr_3y": -0.09127104849111334, "revenue_cagr_5y": 0.026757473425715217, "earnings_cagr_3y": -0.1840756730614178, "quarterly_revenue_growth_yoy": 0.04517084523431715, "quarterly_earnings_growth_yoy": 0.9713024282560706, "revenue_growth_qoq": -0.02313624678663239, "gross_margin": 0.5644736842105263, "operating_margin": 0.23279352226720648, "net_margin": 0.18076923076923077, "roa_ttm": 0.08622761031017911, "roe_ttm": 0.15389863547758284, "debt_to_ebitda": 2.155211575670901, "net_debt_to_ebitda": 0.3379321948346934, "interest_coverage": 37.26332288401254, "debt_to_equity": 0.49939571150097467, "current_ratio": 3.686174315464713, "quick_ratio": 3.0307558812186657, "fcf_to_ebitda": 0.9716497005131657, "capex_to_revenue": 0.03230528744758455, "working_capital_to_revenue": 0.6912884896905938, "capital_efficiency": 0.12006312289388098, "financial_health": -0.25083141084106797, "margin_quality": 0.3260121457489879, "growth_momentum": 0.5082366367451939, "company_age_years": 34.27789185489391, "ebitda": 1188700000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 13.02033045065177, "revenue_cagr_3y": -0.11439260508996496, "revenue_cagr_5y": 0.037381063553105776, "earnings_cagr_3y": -0.26157369319839874, "quarterly_revenue_growth_yoy": 0.008587503701510216, "quarterly_earnings_growth_yoy": -0.1845841784989858, "revenue_growth_qoq": 0.034210526315789476, "gross_margin": 0.5681150910158543, "operating_margin": 0.22489724016441573, "net_margin": 0.1967116852613036, "roa_ttm": 0.08523606035262983, "roe_ttm": 0.15586701024448496, "debt_to_ebitda": 1.8840223463687151, "net_debt_to_ebitda": 0.5565735567970205, "interest_coverage": 44.01639344262295, "debt_to_equity": 0.5298849852303438, "current_ratio": 3.485235434956105, "quick_ratio": 2.779828411811652, "fcf_to_ebitda": 0.8307635001862197, "capex_to_revenue": 0.03446397623174053, "working_capital_to_revenue": 0.6167863332508047, "capital_efficiency": 0.12055153529855739, "financial_health": -0.31522353312326, "margin_quality": 0.3299080054805245, "growth_momentum": -0.0879983373987378, "company_age_years": 34.52977412731006, "ebitda": 1342500000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "NVST", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 10.60542244161762, "revenue_cagr_3y": 0.04880938983068073, "revenue_cagr_5y": -0.014607470063674688, "earnings_cagr_3y": -0.1547286404153171, "quarterly_revenue_growth_yoy": 0.00031690698779908097, "quarterly_earnings_growth_yoy": -0.5483193277310925, "revenue_growth_qoq": -0.04695048309178744, "gross_margin": 0.5770632029146207, "operating_margin": 0.13194994455884682, "net_margin": 0.03405670837953429, "roa_ttm": 0.028531673598850952, "roe_ttm": 0.04441908133792975, "debt_to_ebitda": 2.8963356749572813, "net_debt_to_ebitda": 1.3314980064552877, "interest_coverage": 34.201298701298704, "debt_to_equity": 0.355329358054598, "current_ratio": 2.1969737546866632, "quick_ratio": 1.82364756293519, "fcf_to_ebitda": 0.41218910195557246, "capex_to_revenue": 0.02591315799666886, "working_capital_to_revenue": 0.3462447224696905, "capital_efficiency": 0.03647537746839035, "financial_health": -0.1983583951101627, "margin_quality": 0.2476899519510006, "growth_momentum": -0.2740012103716467, "company_age_years": 4.032854209445585, "ebitda": 526700000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "NVST", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 9.600855248113422, "revenue_cagr_3y": 0.005949945284912994, "revenue_cagr_5y": -0.011192106902487176, "earnings_cagr_3y": -0.3095520426752779, "quarterly_revenue_growth_yoy": -0.005739795918367347, "quarterly_earnings_growth_yoy": -0.4611872146118721, "revenue_growth_qoq": -0.03407682775712516, "gross_margin": 0.5740859525336754, "operating_margin": 0.07713277742142399, "net_margin": 0.03784477228992944, "roa_ttm": -0.01836401628967558, "roe_ttm": -0.029080018356157766, "debt_to_ebitda": 3.5181797393093985, "net_debt_to_ebitda": 1.3491882003201463, "interest_coverage": 33.89922480620155, "debt_to_equity": 0.3715914305726638, "current_ratio": 2.2678868552412648, "quick_ratio": 1.9256367592474082, "fcf_to_ebitda": 0.5973016213126, "capex_to_revenue": 0.02017246088415467, "working_capital_to_revenue": 0.38651527566428656, "capital_efficiency": -0.02372201732291667, "financial_health": -0.19117521655714356, "margin_quality": 0.22968783408167628, "growth_momentum": -0.23346350526511975, "company_age_years": 4.5338809034907595, "ebitda": 437300000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "NVST", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 13.84737517831669, "revenue_cagr_3y": -0.0034699551984546106, "revenue_cagr_5y": -0.018346364628631262, "earnings_cagr_3y": -0.5547546814917614, "quarterly_revenue_growth_yoy": -0.047996198320925075, "quarterly_earnings_growth_yoy": -0.6186046976744186, "revenue_growth_qoq": -0.05070289053861949, "gross_margin": 0.5281198003327787, "operating_margin": 0.03477537437603993, "net_margin": 0.013643925124792013, "roa_ttm": -0.24265519825067597, "roe_ttm": -0.4352156227827502, "debt_to_ebitda": 5.198288159771755, "net_debt_to_ebitda": 1.662981455064194, "interest_coverage": 23.563025210084035, "debt_to_equity": 0.4744019528071603, "current_ratio": 2.0762564991334487, "quick_ratio": 1.7693818601964182, "fcf_to_ebitda": 0.9725392261055634, "capex_to_revenue": 0.013342388047776934, "working_capital_to_revenue": 0.3721088163624016, "capital_efficiency": -0.3389354105167131, "financial_health": -0.24504443526340053, "margin_quality": 0.1921796999445369, "growth_momentum": -0.33330044799767183, "company_age_years": 5.034907597535934, "ebitda": 280400000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "NVST", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 13.81402626641651, "revenue_cagr_3y": 0.0005622285876525357, "revenue_cagr_5y": -0.019511426782055752, "earnings_cagr_3y": -0.7590660581408546, "quarterly_revenue_growth_yoy": 0.011307311028500619, "quarterly_earnings_growth_yoy": 1.0055197792088317, "revenue_growth_qoq": 0.08635607321131447, "gross_margin": 0.5717567774544341, "operating_margin": 0.07060805636391485, "net_margin": 0.001837953744830755, "roa_ttm": -0.20906457359125316, "roe_ttm": -0.38115033426468586, "debt_to_ebitda": 5.361350844277673, "net_debt_to_ebitda": 1.349718574108818, "interest_coverage": 26.91919191919192, "debt_to_equity": 0.48684748534823497, "current_ratio": 2.03516558552407, "quick_ratio": 1.7608967793331056, "fcf_to_ebitda": 1.1358348930581614, "capex_to_revenue": 0.013462917230940811, "working_capital_to_revenue": 0.3623038317533657, "capital_efficiency": -0.2951074539279695, "financial_health": -0.23575320617592166, "margin_quality": 0.2147342625210599, "growth_momentum": 0.5084135451186662, "company_age_years": 5.286789869952088, "ebitda": 266500000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "ICUI", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 9.320232143888154, "revenue_cagr_3y": 0.20205084893140102, "revenue_cagr_5y": 0.11080910664359478, "earnings_cagr_3y": -0.33833126436045624, "quarterly_revenue_growth_yoy": -0.074509456274661, "quarterly_earnings_growth_yoy": 1.548001211387038, "revenue_growth_qoq": 0.007283683166153902, "gross_margin": 0.33239895827120736, "operating_margin": 0.04130226942894683, "net_margin": 0.01308125086976402, "roa_ttm": -0.006407327255313394, "roe_ttm": -0.013364748403035519, "debt_to_ebitda": 3.540491530896564, "net_debt_to_ebitda": 3.118817640027286, "interest_coverage": 18.04100922032329, "debt_to_equity": 0.7890362741117332, "current_ratio": 2.6155593339410355, "quick_ratio": 0.9785946560986805, "fcf_to_ebitda": -0.011594364052766972, "capex_to_revenue": 0.034963570629587014, "working_capital_to_revenue": 0.3333011749516735, "capital_efficiency": -0.009886037829174457, "financial_health": -0.7123225122986743, "margin_quality": 0.1289274928566394, "growth_momentum": 0.7367458775561885, "company_age_years": 31.498973305954827, "ebitda": 467641000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 10.042098928895612, "revenue_cagr_3y": 0.17855828113636685, "revenue_cagr_5y": 0.12171794835346184, "earnings_cagr_3y": -0.016923732092099297, "quarterly_revenue_growth_yoy": 0.5207906392543135, "quarterly_earnings_growth_yoy": -0.0451505016722408, "revenue_growth_qoq": -0.0072498165969015664, "gross_margin": 0.3219734840252119, "operating_margin": 0.1058465550967181, "net_margin": 0.04964138230819387, "roa_ttm": 0.030525962117288013, "roe_ttm": 0.08818830761764171, "debt_to_ebitda": 3.882602118003026, "net_debt_to_ebitda": 3.4490771558245084, "interest_coverage": 29.093309859154928, "debt_to_equity": 1.2974459566035066, "current_ratio": 1.5660099970596884, "quick_ratio": 1.453690091149662, "fcf_to_ebitda": 0.43969742813918306, "capex_to_revenue": 0.029469706570200805, "working_capital_to_revenue": 0.11088581928779623, "capital_efficiency": 0.05935713486746486, "financial_health": -1.1615784425930882, "margin_quality": 0.15915380714337463, "growth_momentum": 0.23782006879103634, "company_age_years": 25.75770020533881, "ebitda": 1652500000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 9.319747699421965, "revenue_cagr_3y": 0.18009223367586125, "revenue_cagr_5y": 0.11592170934329005, "earnings_cagr_3y": 0.028611954206124723, "quarterly_revenue_growth_yoy": 0.32054427838501004, "quarterly_earnings_growth_yoy": 227.85714285714286, "revenue_growth_qoq": 0.029341447511410563, "gross_margin": 0.3282516891891892, "operating_margin": 0.12749155405405405, "net_margin": 0.06765202702702702, "roa_ttm": 0.04133929315083706, "roe_ttm": 0.11528113810122907, "debt_to_ebitda": 3.6964739884393065, "net_debt_to_ebitda": 3.2939884393063585, "interest_coverage": 31.743119266055047, "debt_to_equity": 1.237762508468015, "current_ratio": 1.6709685274243624, "quick_ratio": 1.556401047056675, "fcf_to_ebitda": 0.5195953757225433, "capex_to_revenue": 0.03170212536061978, "working_capital_to_revenue": 0.11909366929950621, "capital_efficiency": 0.07831021562603306, "financial_health": -1.1070957086540616, "margin_quality": 0.17446509009009006, "growth_momentum": 114.08884356776393, "company_age_years": 26.00684462696783, "ebitda": 1730000000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 9.619571293108313, "revenue_cagr_3y": 0.18299265202723292, "revenue_cagr_5y": 0.1161335610825629, "earnings_cagr_3y": 0.09273610322611692, "quarterly_revenue_growth_yoy": 0.07121766339077167, "quarterly_earnings_growth_yoy": 0.17695961995249407, "revenue_growth_qoq": 0.02647804054054054, "gross_margin": 0.3401489282922615, "operating_margin": 0.15094417246060807, "net_margin": 0.08154029703377629, "roa_ttm": 0.04404535530671174, "roe_ttm": 0.11771127423301336, "debt_to_ebitda": 3.4176214934808375, "net_debt_to_ebitda": 3.056612293277643, "interest_coverage": 33.11588785046729, "debt_to_equity": 1.13965744400527, "current_ratio": 2.0793488518402015, "quick_ratio": 1.930245360176156, "fcf_to_ebitda": 0.4785798950160862, "capex_to_revenue": 0.03093506079753624, "working_capital_to_revenue": 0.14575479212021453, "capital_efficiency": 0.08087831476986256, "financial_health": -1.078161801820847, "margin_quality": 0.1908777992622153, "growth_momentum": 0.12408864167163286, "company_age_years": 26.255989048596852, "ebitda": 1771700000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 10.01338191886026, "revenue_cagr_3y": 0.18200360430049933, "revenue_cagr_5y": 0.11446975711645835, "earnings_cagr_3y": 0.06571505420233437, "quarterly_revenue_growth_yoy": 0.04203167479394122, "quarterly_earnings_growth_yoy": 0.17473821989528796, "revenue_growth_qoq": -0.006582465956308882, "gross_margin": 0.3265001863585539, "operating_margin": 0.1341781587774879, "net_margin": 0.07433635648320702, "roa_ttm": 0.0450252019609197, "roe_ttm": 0.11806133903030742, "debt_to_ebitda": 3.434470476932495, "net_debt_to_ebitda": 3.1185931326172853, "interest_coverage": 30.874570446735394, "debt_to_equity": 1.117319042618677, "current_ratio": 1.3884007948959314, "quick_ratio": 1.2844367743959837, "fcf_to_ebitda": 0.451555456619734, "capex_to_revenue": 0.030450183415844184, "working_capital_to_revenue": 0.07806472634776485, "capital_efficiency": 0.08154327049561357, "financial_health": -0.9517206197633193, "margin_quality": 0.17833823387308292, "growth_momentum": 0.1083849473446146, "company_age_years": 26.507871321013006, "ebitda": 1796900000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 8.975216248878569, "revenue_cagr_3y": 0.191117170808198, "revenue_cagr_5y": 0.1219346126116363, "earnings_cagr_3y": 0.13445129546777146, "quarterly_revenue_growth_yoy": 0.055596609432732015, "quarterly_earnings_growth_yoy": 0.6147110332749562, "revenue_growth_qoq": 0.005673582639665383, "gross_margin": 0.3244934936583759, "operating_margin": 0.13317410640751112, "net_margin": 0.07593477186624938, "roa_ttm": 0.050698392644065414, "roe_ttm": 0.13118892803952195, "debt_to_ebitda": 3.086970288669587, "net_debt_to_ebitda": 2.8581455485777614, "interest_coverage": 35.82041587901701, "debt_to_equity": 1.062425079007592, "current_ratio": 1.3562595753994309, "quick_ratio": 1.2439811775005472, "fcf_to_ebitda": 0.46783471423294104, "capex_to_revenue": 0.02892613412433363, "working_capital_to_revenue": 0.06752888464809476, "capital_efficiency": 0.09094366034179369, "financial_health": -0.932186758353869, "margin_quality": 0.17786745731071216, "growth_momentum": 0.33515382135384414, "company_age_years": 26.759753593429156, "ebitda": 1894900000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 9.685254437371771, "revenue_cagr_3y": 0.19590072929691948, "revenue_cagr_5y": 0.11446774597793219, "earnings_cagr_3y": 0.19333833666455758, "quarterly_revenue_growth_yoy": 0.033361486486486486, "quarterly_earnings_growth_yoy": 0.19975031210986266, "revenue_growth_qoq": 0.007659364190413441, "gross_margin": 0.32840212505108296, "operating_margin": 0.13596240294237844, "net_margin": 0.07854515733551287, "roa_ttm": 0.05228028832825062, "roe_ttm": 0.13348788645654522, "debt_to_ebitda": 3.1148929454468934, "net_debt_to_ebitda": 2.9226156031353567, "interest_coverage": 36.27671755725191, "debt_to_equity": 1.0478524784539969, "current_ratio": 1.4179785535021674, "quick_ratio": 1.3040155144877938, "fcf_to_ebitda": 0.5235940870114156, "capex_to_revenue": 0.028896798617397745, "working_capital_to_revenue": 0.07538474199654349, "capital_efficiency": 0.09288408739239792, "financial_health": -0.9306373703640938, "margin_quality": 0.1809698951096581, "growth_momentum": 0.11655589929817457, "company_age_years": 27.006160164271048, "ebitda": 1900900000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 10.282669934812322, "revenue_cagr_3y": 0.1880603497753619, "revenue_cagr_5y": 0.1230535475716179, "earnings_cagr_3y": 0.10103174863216524, "quarterly_revenue_growth_yoy": 0.04615954251861604, "quarterly_earnings_growth_yoy": -0.04843592330978809, "revenue_growth_qoq": 0.039190845933796487, "gross_margin": 0.3389044004876322, "operating_margin": 0.1321326045066656, "net_margin": 0.07416728931534862, "roa_ttm": 0.04997148129508472, "roe_ttm": 0.12669059730184923, "debt_to_ebitda": 3.2214803911260645, "net_debt_to_ebitda": 3.063820839028493, "interest_coverage": 34.585454545454546, "debt_to_equity": 1.0424967251322705, "current_ratio": 1.3933536416505123, "quick_ratio": 1.2770977568540571, "fcf_to_ebitda": 0.5041530859005362, "capex_to_revenue": 0.0289128445032035, "working_capital_to_revenue": 0.07222617715854775, "capital_efficiency": 0.08833103929846697, "financial_health": -0.9339766746442395, "margin_quality": 0.18173476476988215, "growth_momentum": -0.0011381903955860265, "company_age_years": 27.255304585900067, "ebitda": 1902200000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 10.787788774695137, "revenue_cagr_3y": 0.19606237994781428, "revenue_cagr_5y": 0.13343987610447328, "earnings_cagr_3y": 0.09594277572212606, "quarterly_revenue_growth_yoy": 0.0995982937839069, "quarterly_earnings_growth_yoy": 0.006128133704735376, "revenue_growth_qoq": 0.04416217704195997, "gross_margin": 0.33247966254896055, "operating_margin": 0.1285402229587225, "net_margin": 0.0680174751431154, "roa_ttm": 0.04468062162259313, "roe_ttm": 0.12174537618962111, "debt_to_ebitda": 3.843868150593748, "net_debt_to_ebitda": 3.625911922892593, "interest_coverage": 31.350584307178632, "debt_to_equity": 1.1783411417097895, "current_ratio": 1.886937288576633, "quick_ratio": 1.7456414259692947, "fcf_to_ebitda": 0.5596144629639491, "capex_to_revenue": 0.029125924455253884, "working_capital_to_revenue": 0.13534521268675237, "capital_efficiency": 0.08321299890610712, "financial_health": -1.1508654515258803, "margin_quality": 0.17634578688359948, "growth_momentum": 0.05286321374432114, "company_age_years": 27.50718685831622, "ebitda": 1877900000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 10.727386959231369, "revenue_cagr_3y": 0.22727998588788556, "revenue_cagr_5y": 0.1475270806002209, "earnings_cagr_3y": 0.8079584845894645, "quarterly_revenue_growth_yoy": 0.15149892933618844, "quarterly_earnings_growth_yoy": 2.8329718004338393, "revenue_growth_qoq": 0.05314100632720699, "gross_margin": 0.3275042019811894, "operating_margin": 0.12666738189750743, "net_margin": 0.25276257912241173, "roa_ttm": 0.07654514727184934, "roe_ttm": 0.18638761922958216, "debt_to_ebitda": 3.511867047520125, "net_debt_to_ebitda": 3.347442222799273, "interest_coverage": 28.399705014749262, "debt_to_equity": 0.9938272512161784, "current_ratio": 1.227341355172256, "quick_ratio": 1.123209955620625, "fcf_to_ebitda": 0.5941313944430018, "capex_to_revenue": 0.030206677265500796, "working_capital_to_revenue": 0.04758940371980769, "capital_efficiency": 0.13146638325071575, "financial_health": -0.9133580628747354, "margin_quality": 0.2356447210003695, "growth_momentum": 1.492235364885014, "company_age_years": 27.759069130732374, "ebitda": 1925500000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 10.638384009009009, "revenue_cagr_3y": 0.16677110834678843, "revenue_cagr_5y": 0.1460151995586929, "earnings_cagr_3y": 5.277932124321344, "quarterly_revenue_growth_yoy": 0.1639967306906416, "quarterly_earnings_growth_yoy": -0.09885535900104059, "revenue_growth_qoq": 0.018596001859600187, "gross_margin": 0.27349647157953866, "operating_margin": 0.10722185163079732, "net_margin": 0.06080820138328125, "roa_ttm": 0.07421710225348598, "roe_ttm": 0.1788659793814433, "debt_to_ebitda": 3.468980343980344, "net_debt_to_ebitda": 3.2837837837837838, "interest_coverage": 30.76535433070866, "debt_to_equity": 0.970360824742268, "current_ratio": 1.3767110266159697, "quick_ratio": 1.2692015209125476, "fcf_to_ebitda": 0.5455569205569205, "capex_to_revenue": 0.029005690464552186, "working_capital_to_revenue": 0.07309987364770767, "capital_efficiency": 0.12654154081746463, "financial_health": -0.8890575368916915, "margin_quality": 0.14717550819787242, "growth_momentum": 0.03257068584480051, "company_age_years": 28.005475701574266, "ebitda": 1953600000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2018-06-30", "company_multiple": 11.114614831934885, "revenue_cagr_3y": 0.0809924713503738, "revenue_cagr_5y": 0.1431606975903159, "earnings_cagr_3y": 0.11558022315918559, "quarterly_revenue_growth_yoy": 0.12717763183766564, "quarterly_earnings_growth_yoy": 0.23966065747614, "revenue_growth_qoq": 0.006319559035213987, "gross_margin": 0.29135121934200886, "operating_margin": 0.12880717301050135, "net_margin": 0.08156857272441824, "roa_ttm": 0.07842709564058287, "roe_ttm": 0.18392372508063715, "debt_to_ebitda": 3.2443350248706224, "net_debt_to_ebitda": 3.13309551323921, "interest_coverage": 31.54199683042789, "debt_to_equity": 0.917515665629396, "current_ratio": 1.4240867310864953, "quick_ratio": 1.3153429177468772, "fcf_to_ebitda": 0.5554439029292066, "capex_to_revenue": 0.029670162366448448, "working_capital_to_revenue": 0.08057423809566455, "capital_efficiency": 0.13117541036061, "financial_health": -0.8447351562709943, "margin_quality": 0.16724232169230946, "growth_momentum": 0.18341914465690282, "company_age_years": 28.254620123203285, "ebitda": 1990300000.0, "spy_multiple": 15.0, "sector_multiple": 16.41818513784919, "sector_premium_over_spy": 0.09454567585661255}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 10.304180448306507, "revenue_cagr_3y": 0.06905785554872246, "revenue_cagr_5y": 0.14128950040175603, "earnings_cagr_3y": 0.3675516366326492, "quarterly_revenue_growth_yoy": 0.06632268755649293, "quarterly_earnings_growth_yoy": 1.1638981173864895, "revenue_growth_qoq": -0.012210864180302131, "gross_margin": 0.2789884505350899, "operating_margin": 0.12128704128845406, "net_margin": 0.13802846748843287, "roa_ttm": 0.09030453623344976, "roe_ttm": 0.20758543618327563, "debt_to_ebitda": 3.1906783845166387, "net_debt_to_ebitda": 2.7499753135183176, "interest_coverage": 34.0976430976431, "debt_to_equity": 0.8915991777155392, "current_ratio": 1.554600702687304, "quick_ratio": 1.4439749311556358, "fcf_to_ebitda": 0.4857805865508048, "capex_to_revenue": 0.031202059565163726, "working_capital_to_revenue": 0.10298707481793655, "capital_efficiency": 0.1489449862083627, "financial_health": -0.7803835561022534, "margin_quality": 0.1794346531039923, "growth_momentum": 0.6151104024714912, "company_age_years": 28.50650239561944, "ebitda": 2025400000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 8.592814312306102, "revenue_cagr_3y": 0.06609902496314501, "revenue_cagr_5y": 0.14169900242604694, "earnings_cagr_3y": 0.11405169062260656, "quarterly_revenue_growth_yoy": -0.0031470156993169546, "quarterly_earnings_growth_yoy": -0.7765987549518959, "revenue_growth_qoq": -0.015469925475929784, "gross_margin": 0.27709417040358747, "operating_margin": 0.11038565022421525, "net_margin": 0.0566457399103139, "roa_ttm": 0.05904740721518909, "roe_ttm": 0.13708867659293686, "debt_to_ebitda": 3.13329886246122, "net_debt_to_ebitda": 2.9126163391933817, "interest_coverage": 33.23024054982818, "debt_to_equity": 0.869237169004791, "current_ratio": 1.509074458459737, "quick_ratio": 1.3827771568470915, "fcf_to_ebitda": 0.4552223371251293, "capex_to_revenue": 0.03351156757901424, "working_capital_to_revenue": 0.08439656237316251, "capital_efficiency": 0.09806804190406297, "financial_health": -0.8402999285418253, "margin_quality": 0.14804185351270555, "growth_momentum": -0.38987288532560643, "company_age_years": 28.758384668035593, "ebitda": 1934000000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 9.768772724954092, "revenue_cagr_3y": 0.05633844520560438, "revenue_cagr_5y": 0.143005909745195, "earnings_cagr_3y": 0.0502801399873678, "quarterly_revenue_growth_yoy": -0.02004704560615104, "quarterly_earnings_growth_yoy": 0.07159353348729793, "revenue_growth_qoq": 0.001327354260089686, "gross_margin": 0.2829249068501003, "operating_margin": 0.1140011464603038, "net_margin": 0.06649469762109488, "roa_ttm": 0.0570450420722653, "roe_ttm": 0.13613544640220493, "debt_to_ebitda": 3.1975107120995716, "net_debt_to_ebitda": 3.0195878392164865, "interest_coverage": 34.57495590828924, "debt_to_equity": 0.8814703359442014, "current_ratio": 1.1418338675847877, "quick_ratio": 1.0493490047093277, "fcf_to_ebitda": 0.4436849622526015, "capex_to_revenue": 0.03560565078970939, "working_capital_to_revenue": 0.03178347507604445, "capital_efficiency": 0.09659024423723511, "financial_health": -0.7522452727746631, "margin_quality": 0.15447358364383298, "growth_momentum": 0.025773243940573443, "company_age_years": 29.00479123887748, "ebitda": 1960400000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 10.972913710254575, "revenue_cagr_3y": 0.05837393355586484, "revenue_cagr_5y": 0.1370171049925233, "earnings_cagr_3y": -0.013294010114738741, "quarterly_revenue_growth_yoy": 0.005372780239332938, "quarterly_earnings_growth_yoy": -0.18562874251497005, "revenue_growth_qoq": 0.03242333046718257, "gross_margin": 0.2862199396189749, "operating_margin": 0.11649373633619044, "net_margin": 0.06607211021272166, "roa_ttm": 0.05189987090980524, "roe_ttm": 0.1294300431106881, "debt_to_ebitda": 3.5143134648808916, "net_debt_to_ebitda": 3.3786422656170125, "interest_coverage": 33.099830795262264, "debt_to_equity": 0.9622501539667432, "current_ratio": 1.1413574805673532, "quick_ratio": 1.0533295937174454, "fcf_to_ebitda": 0.387537061650138, "capex_to_revenue": 0.03537996935802404, "working_capital_to_revenue": 0.031244188209038497, "capital_efficiency": 0.09066495701024667, "financial_health": -0.8438186317125652, "margin_quality": 0.156261928722629, "growth_momentum": -0.09012798113781856, "company_age_years": 29.253935660506503, "ebitda": 1956200000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 10.51411994294738, "revenue_cagr_3y": 0.06641770989271611, "revenue_cagr_5y": 0.13543400353593382, "earnings_cagr_3y": 0.07130375401148226, "quarterly_revenue_growth_yoy": 0.03433051954932363, "quarterly_earnings_growth_yoy": -0.4352610030706244, "revenue_growth_qoq": 0.0162404136447236, "gross_margin": 0.2790848557281885, "operating_margin": 0.11606624551818337, "net_margin": 0.07536281372716408, "roa_ttm": 0.04226338163060707, "roe_ttm": 0.10435480079102764, "debt_to_ebitda": 3.4711935204523456, "net_debt_to_ebitda": 3.2872497580357596, "interest_coverage": 32.44793388429752, "debt_to_equity": 0.942360083528094, "current_ratio": 1.1694391169908802, "quick_ratio": 1.0774981408274296, "fcf_to_ebitda": 0.49263919311293364, "capex_to_revenue": 0.034612649158391066, "working_capital_to_revenue": 0.038010694623712565, "capital_efficiency": 0.07330909121081736, "financial_health": -0.8235338443671941, "margin_quality": 0.15683797165784533, "growth_momentum": -0.20046524176065036, "company_age_years": 29.505817932922657, "ebitda": 1963100000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 9.838644302449413, "revenue_cagr_3y": 0.06741675476426767, "revenue_cagr_5y": 0.1431780913087033, "earnings_cagr_3y": 0.07189457399984045, "quarterly_revenue_growth_yoy": 0.059515695067264576, "quarterly_earnings_growth_yoy": 0.4382520582647245, "revenue_growth_qoq": 0.008502646406009902, "gross_margin": 0.27788311776257874, "operating_margin": 0.11390262070833615, "net_margin": 0.07689442676237557, "roa_ttm": 0.045712319797573994, "roe_ttm": 0.10886745077309369, "debt_to_ebitda": 3.1077064575467133, "net_debt_to_ebitda": 2.9443314938522605, "interest_coverage": 32.077639751552795, "debt_to_equity": 0.848407559138364, "current_ratio": 1.1225242864673544, "quick_ratio": 1.030386324271406, "fcf_to_ebitda": 0.5056152580114242, "capex_to_revenue": 0.03463495690102814, "working_capital_to_revenue": 0.02816145671063108, "capital_efficiency": 0.07728988528533384, "financial_health": -0.7464103648390104, "margin_quality": 0.15622672174443017, "growth_momentum": 0.24888387666599454, "company_age_years": 29.75770020533881, "ebitda": 2065800000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 14.167142789665784, "revenue_cagr_3y": 0.02877586731063242, "revenue_cagr_5y": 0.04060902971322533, "earnings_cagr_3y": 0.07085899467667356, "quarterly_revenue_growth_yoy": -0.039178262830967835, "quarterly_earnings_growth_yoy": 0.21638655462184875, "revenue_growth_qoq": -0.01947730009207451, "gross_margin": 0.2746677260907252, "operating_margin": 0.10751950303380525, "net_margin": 0.08364634498699798, "roa_ttm": 0.020292339669787274, "roe_ttm": 0.04926081575475676, "debt_to_ebitda": 4.588062692335218, "net_debt_to_ebitda": 4.189436770915337, "interest_coverage": 26.514231499051235, "debt_to_equity": 0.8719109986807567, "current_ratio": 1.124835222778803, "quick_ratio": 1.0120287371473768, "fcf_to_ebitda": 0.8401917984684749, "capex_to_revenue": 0.03711708571179572, "working_capital_to_revenue": 0.033012331692012724, "capital_efficiency": 0.034776577712272015, "financial_health": -0.7054757079545664, "margin_quality": 0.15527785803717614, "growth_momentum": 0.08860414589544045, "company_age_years": 30.255989048596852, "ebitda": 1397300000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 10.357405346234668, "revenue_cagr_3y": 0.13634695347425496, "revenue_cagr_5y": 0.10950577407664697, "earnings_cagr_3y": 0.573360366719952, "quarterly_revenue_growth_yoy": 0.33040805873313983, "quarterly_earnings_growth_yoy": 2.1871318531943813, "revenue_growth_qoq": 0.4071438890494077, "gross_margin": 0.40024640024640024, "operating_margin": 0.26875593542260207, "net_margin": 0.1805395138728472, "roa_ttm": 0.04508634122393221, "roe_ttm": 0.10254760835528152, "debt_to_ebitda": 2.929726824023848, "net_debt_to_ebitda": 2.603674925475248, "interest_coverage": 39.811284046692606, "debt_to_equity": 0.7276401548712845, "current_ratio": 1.3573872886142397, "quick_ratio": 1.226984285192199, "fcf_to_ebitda": 0.7428040854224698, "capex_to_revenue": 0.032992822755001164, "working_capital_to_revenue": 0.08645646635214313, "capital_efficiency": 0.07381697478960686, "financial_health": -0.6219073877126986, "margin_quality": 0.2831806165139498, "growth_momentum": 1.2587699559637606, "company_age_years": 30.507871321013006, "ebitda": 2046300000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 7.26796012765533, "revenue_cagr_3y": 0.17097532679515415, "revenue_cagr_5y": 0.1430913848240345, "earnings_cagr_3y": 0.09904394643997572, "quarterly_revenue_growth_yoy": 0.5202139906548385, "quarterly_earnings_growth_yoy": 3.1316600616468517, "revenue_growth_qoq": 0.1523831523831524, "gross_margin": 0.4242727961156399, "operating_margin": 0.28803064724486616, "net_margin": 0.20898481001380909, "roa_ttm": 0.07752706547028901, "roe_ttm": 0.1649004938219274, "debt_to_ebitda": 1.992752900501978, "net_debt_to_ebitda": 1.5536717529337456, "interest_coverage": 62.27950310559006, "debt_to_equity": 0.6352287900303075, "current_ratio": 1.6649017378593471, "quick_ratio": 1.5274321910021114, "fcf_to_ebitda": 0.5829593431069445, "capex_to_revenue": 0.02730622026683836, "working_capital_to_revenue": 0.146432020603069, "capital_efficiency": 0.1212137796461082, "financial_health": -0.5084493464095282, "margin_quality": 0.30709608445810505, "growth_momentum": 1.8259370261508452, "company_age_years": 30.759753593429156, "ebitda": 3008100000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 5.780116484344669, "revenue_cagr_3y": 0.13471829328112528, "revenue_cagr_5y": 0.11936994044047733, "earnings_cagr_3y": 0.6440148033666642, "quarterly_revenue_growth_yoy": 0.47372335151214673, "quarterly_earnings_growth_yoy": 3.4262295081967213, "revenue_growth_qoq": -0.07312129716245712, "gross_margin": 0.3842364532019704, "operating_margin": 0.2542112219151748, "net_margin": 0.1849333173134687, "roa_ttm": 0.12944541585239824, "roe_ttm": 0.263722995559547, "debt_to_ebitda": 1.2834631283257587, "net_debt_to_ebitda": 0.8516454655491356, "interest_coverage": 90.28247422680413, "debt_to_equity": 0.5607843137254902, "current_ratio": 1.6736723365096329, "quick_ratio": 1.5467687832101404, "fcf_to_ebitda": 0.6208692077557266, "capex_to_revenue": 0.024190073255768402, "working_capital_to_revenue": 0.1481699115968713, "capital_efficiency": 0.19658420570597263, "financial_health": -0.3984256296323206, "margin_quality": 0.27446033081020466, "growth_momentum": 1.949976429854434, "company_age_years": 31.006160164271048, "ebitda": 4378700000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 5.505286913862884, "revenue_cagr_3y": 0.10246018474097918, "revenue_cagr_5y": 0.09581137650764737, "earnings_cagr_3y": 0.25974139481616576, "quarterly_revenue_growth_yoy": 0.38713522103438314, "quarterly_earnings_growth_yoy": 1.0181347150259068, "revenue_growth_qoq": -0.07708758860987625, "gross_margin": 0.32931496862551096, "operating_margin": 0.18332595620589998, "net_margin": 0.12169656573020543, "roa_ttm": 0.14099455848284037, "roe_ttm": 0.2809831041180662, "debt_to_ebitda": 1.1498303421773435, "net_debt_to_ebitda": 0.7485384898409714, "interest_coverage": 62.48020434227331, "debt_to_equity": 0.5490624786483295, "current_ratio": 2.134715608713584, "quick_ratio": 1.9767537775111543, "fcf_to_ebitda": 0.5797800580515924, "capex_to_revenue": 0.0225285420518547, "working_capital_to_revenue": 0.1846705841433723, "capital_efficiency": 0.2109888313004533, "financial_health": -0.43313247756873363, "margin_quality": 0.21144583018720545, "growth_momentum": 0.7026349680301449, "company_age_years": 31.255304585900067, "ebitda": 4892200000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 5.652632296475798, "revenue_cagr_3y": 0.12790552770440278, "revenue_cagr_5y": 0.1096555161990096, "earnings_cagr_3y": 0.1454298111131609, "quarterly_revenue_growth_yoy": 0.042735042735042736, "quarterly_earnings_growth_yoy": -0.16505544498151833, "revenue_growth_qoq": 0.05777592626344156, "gross_margin": 0.34103775907054595, "operating_margin": 0.18877073795106583, "net_margin": 0.1445625953822675, "roa_ttm": 0.13239402870629957, "roe_ttm": 0.2624922799182859, "debt_to_ebitda": 1.1737241220831853, "net_debt_to_ebitda": 0.7482922141678331, "interest_coverage": 113.43364928909952, "debt_to_equity": 0.5338495890541118, "current_ratio": 2.0843719706411856, "quick_ratio": 1.9421825231962333, "fcf_to_ebitda": 0.5801040339259228, "capex_to_revenue": 0.024754448914501105, "working_capital_to_revenue": 0.1891981684848924, "capital_efficiency": 0.19744315431229273, "financial_health": -0.4171261635100844, "margin_quality": 0.2247903641346264, "growth_momentum": -0.0611602011232378, "company_age_years": 31.50718685831622, "ebitda": 4786900000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 7.0371816299343255, "revenue_cagr_3y": 0.13317745600665964, "revenue_cagr_5y": 0.10804573362558356, "earnings_cagr_3y": 0.5186149364509216, "quarterly_revenue_growth_yoy": -0.09659673036660876, "quarterly_earnings_growth_yoy": -0.4106362570606416, "revenue_growth_qoq": -0.001599960616354059, "gross_margin": 0.33899558689381426, "operating_margin": 0.18012376420699686, "net_margin": 0.13633786149256674, "roa_ttm": 0.11661777546675561, "roe_ttm": 0.23140343021784415, "debt_to_ebitda": 1.3124313459695702, "net_debt_to_ebitda": 0.9682380162198798, "interest_coverage": 99.2737819025522, "debt_to_equity": 0.5466057974964471, "current_ratio": 1.9154479140464982, "quick_ratio": 1.771209888964749, "fcf_to_ebitda": 0.6191600252413116, "capex_to_revenue": 0.02855919954841231, "working_capital_to_revenue": 0.15803087916927716, "capital_efficiency": 0.17401060284229988, "financial_health": -0.45499250487740783, "margin_quality": 0.21848573753112596, "growth_momentum": -0.25361649371362516, "company_age_years": 31.759069130732374, "ebitda": 4278700000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 10.776647895177028, "revenue_cagr_3y": 0.07550765889874222, "revenue_cagr_5y": 0.05612617434517131, "earnings_cagr_3y": -0.30541962639296283, "quarterly_revenue_growth_yoy": -0.09415448337072557, "quarterly_earnings_growth_yoy": -0.8623869801084991, "revenue_growth_qoq": 0.28163806334589087, "gross_margin": 0.26394861466441677, "operating_margin": 0.024685645854879975, "net_margin": 0.020711991726090034, "roa_ttm": 0.06346284563212289, "roe_ttm": 0.12668621119980983, "debt_to_ebitda": 2.5601245237431467, "net_debt_to_ebitda": 2.4111606727999257, "interest_coverage": 43.6551724137931, "debt_to_equity": 0.5457183606362538, "current_ratio": 1.5023550430404418, "quick_ratio": 1.3494883872015593, "fcf_to_ebitda": 0.6848805873060124, "capex_to_revenue": 0.03606064234188392, "working_capital_to_revenue": 0.1157248046933461, "capital_efficiency": 0.09507452841596636, "financial_health": -0.48315244522237766, "margin_quality": 0.10311541741512893, "growth_momentum": -0.4782707317396123, "company_age_years": 32.75838466803559, "ebitda": 2152200000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 13.577844901984959, "revenue_cagr_3y": 0.03092486628508495, "revenue_cagr_5y": 0.011416880187943512, "earnings_cagr_3y": -0.06567536269544383, "quarterly_revenue_growth_yoy": 0.037872049264454324, "quarterly_earnings_growth_yoy": -0.4732292247629671, "revenue_growth_qoq": -0.0013496609388373164, "gross_margin": 0.27761479381613213, "operating_margin": 0.08778059794969839, "net_margin": 0.062267198470514554, "roa_ttm": 0.046917094494993136, "roe_ttm": 0.09455890722822993, "debt_to_ebitda": 3.3936012822093455, "net_debt_to_ebitda": 2.2034890888916285, "interest_coverage": 32.57429718875502, "debt_to_equity": 0.6266476949345475, "current_ratio": 2.3454861906288644, "quick_ratio": 2.122062932258508, "fcf_to_ebitda": 0.6670570829737393, "capex_to_revenue": 0.033133795837462836, "working_capital_to_revenue": 0.23291179385530228, "capital_efficiency": 0.07073800086161153, "financial_health": -0.46494003993691213, "margin_quality": 0.14255419674544836, "growth_momentum": -0.21767858774925639, "company_age_years": 33.2539356605065, "ebitda": 1622200000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 13.953638037538608, "revenue_cagr_3y": -0.08608835552171423, "revenue_cagr_5y": 0.02620544583205575, "earnings_cagr_3y": -0.3333622096129496, "quarterly_revenue_growth_yoy": 0.04569096056356574, "quarterly_earnings_growth_yoy": 0.07092531705025834, "revenue_growth_qoq": 0.0472422773876636, "gross_margin": 0.2824718252219354, "operating_margin": 0.10114587924195681, "net_margin": 0.07177485361707486, "roa_ttm": 0.026199261992619925, "roe_ttm": 0.054412282024222325, "debt_to_ebitda": 3.128296507483963, "net_debt_to_ebitda": 3.0693157519600853, "interest_coverage": 35.89765458422175, "debt_to_equity": 0.6616915422885572, "current_ratio": 0.8769503995940632, "quick_ratio": 0.7564379043511353, "fcf_to_ebitda": 0.39688762176288905, "capex_to_revenue": 0.04134011902051966, "working_capital_to_revenue": -0.039429612045136744, "capital_efficiency": 0.04030577200842113, "financial_health": -0.3768766658535045, "margin_quality": 0.15179751936032235, "growth_momentum": 0.05830813880691204, "company_age_years": 34.00684462696783, "ebitda": 1683600000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 12.675890748595666, "revenue_cagr_3y": -0.05697699963484937, "revenue_cagr_5y": 0.0225055994612966, "earnings_cagr_3y": -0.2398486337087078, "quarterly_revenue_growth_yoy": 0.06170682664732834, "quarterly_earnings_growth_yoy": 0.08681842244573848, "revenue_growth_qoq": 0.013945728137001826, "gross_margin": 0.2876214722593064, "operating_margin": 0.09152721289080691, "net_margin": 0.06373994846161012, "roa_ttm": 0.026896357772419117, "roe_ttm": 0.05614679357465837, "debt_to_ebitda": 3.012495701020291, "net_debt_to_ebitda": 2.860541098246016, "interest_coverage": 36.65126050420168, "debt_to_equity": 0.6564740563091759, "current_ratio": 0.8786134278052501, "quick_ratio": 0.7699215194233276, "fcf_to_ebitda": 0.4885360541098246, "capex_to_revenue": 0.04277042826483872, "working_capital_to_revenue": -0.0395111951055447, "capital_efficiency": 0.041521575673538744, "financial_health": -0.36477397022155317, "margin_quality": 0.14762954453724114, "growth_momentum": 0.07426262454653342, "company_age_years": 34.25598904859685, "ebitda": 1744600000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 14.381224538133585, "revenue_cagr_3y": -0.06865303388638555, "revenue_cagr_5y": 0.023054263665525987, "earnings_cagr_3y": -0.3394095071355192, "quarterly_revenue_growth_yoy": 0.0736718136613452, "quarterly_earnings_growth_yoy": -0.07637752318603383, "revenue_growth_qoq": 0.018969853146636035, "gross_margin": 0.27556368068251064, "operating_margin": 0.07742230347349177, "net_margin": 0.051584399756246194, "roa_ttm": 0.023398253861652115, "roe_ttm": 0.053303468703336514, "debt_to_ebitda": 4.110966366650876, "net_debt_to_ebitda": 3.212517764092847, "interest_coverage": 33.507936507936506, "debt_to_equity": 0.8497466402291254, "current_ratio": 1.4390093786635405, "quick_ratio": 1.2974208675263774, "fcf_to_ebitda": 0.4992894362861203, "capex_to_revenue": 0.04287017808822604, "working_capital_to_revenue": 0.11782612799697942, "capital_efficiency": 0.03835086128249431, "financial_health": -0.5735552795932092, "margin_quality": 0.1348567946374162, "growth_momentum": -0.0013528547623443132, "company_age_years": 34.507871321013006, "ebitda": 1688800000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 13.42253850825374, "revenue_cagr_3y": -0.06369119565744452, "revenue_cagr_5y": 0.024256528855797876, "earnings_cagr_3y": -0.36231234923300926, "quarterly_revenue_growth_yoy": 0.09761645732370686, "quarterly_earnings_growth_yoy": 1.8581687612208257, "revenue_growth_qoq": 0.014442413162705668, "gross_margin": 0.2692076650447528, "operating_margin": 0.065026731543221, "net_margin": 0.04307082357181474, "roa_ttm": 0.04058980358017302, "roe_ttm": 0.0926454881895631, "debt_to_ebitda": 3.600839176282228, "net_debt_to_ebitda": 2.7623806106111632, "interest_coverage": 28.569400630914828, "debt_to_equity": 0.8099898164476789, "current_ratio": 1.4433067083058075, "quick_ratio": 1.2952074950453427, "fcf_to_ebitda": 0.6050350576933694, "capex_to_revenue": 0.03765883356778821, "working_capital_to_revenue": 0.11348384567488412, "capital_efficiency": 0.06661764588486806, "financial_health": -0.579447576325724, "margin_quality": 0.12576840671992953, "growth_momentum": 0.9778926092722663, "company_age_years": 34.75975359342916, "ebitda": 1811300000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2015-12-31", "company_multiple": 8.786820512820514, "revenue_cagr_3y": 0.013936491429884734, "revenue_cagr_5y": 0.0027219239603373246, "earnings_cagr_3y": 0.4989933738508503, "quarterly_revenue_growth_yoy": -0.018056293149229952, "quarterly_earnings_growth_yoy": -0.010526315789473684, "revenue_growth_qoq": -0.01648936170212766, "gross_margin": 0.3780421849648459, "operating_margin": 0.1292590589507842, "net_margin": 0.10167658193618172, "roa_ttm": 0.07086930335274041, "roe_ttm": 0.15072587532023912, "debt_to_ebitda": 2.3403846153846155, "net_debt_to_ebitda": 2.255128205128205, "interest_coverage": 43.333333333333336, "debt_to_equity": 0.7794619982920581, "current_ratio": 1.2796248934356351, "quick_ratio": 1.2080136402387043, "fcf_to_ebitda": 0.3506410256410256, "capex_to_revenue": 0.03509942613105565, "working_capital_to_revenue": 0.04377418924329374, "capital_efficiency": 0.11079758933648977, "financial_health": -0.7321659196492358, "margin_quality": 0.20299260861727061, "growth_momentum": -0.014291304469351819, "company_age_years": 19.0362765229295, "ebitda": 1560000000.0, "spy_multiple": 15.0, "sector_multiple": 14.360048780487805, "sector_premium_over_spy": -0.04266341463414636}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2016-03-31", "company_multiple": 8.775780274656679, "revenue_cagr_3y": 0.014055772827258117, "revenue_cagr_5y": 0.0045046869050329175, "earnings_cagr_3y": -0.08623507116893447, "quarterly_revenue_growth_yoy": 0.013050570962479609, "quarterly_earnings_growth_yoy": 0.6885245901639344, "revenue_growth_qoq": 0.0075716603569497025, "gross_margin": 0.38593666129898013, "operating_margin": 0.1379495437466452, "net_margin": 0.05528717122920022, "roa_ttm": 0.074081410319897, "roe_ttm": 0.16134598792062121, "debt_to_ebitda": 2.4332084893882646, "net_debt_to_ebitda": 2.35330836454432, "interest_coverage": 44.5, "debt_to_equity": 0.8408110440034513, "current_ratio": 1.3697247706422018, "quick_ratio": 1.2944954128440367, "fcf_to_ebitda": 0.4038701622971286, "capex_to_revenue": 0.03379007582812292, "working_capital_to_revenue": 0.05361181322336038, "capital_efficiency": 0.11771369912025911, "financial_health": -0.7940529068210916, "margin_quality": 0.19305779209160853, "growth_momentum": 0.350787580563207, "company_age_years": 19.28542094455852, "ebitda": 1602000000.0, "spy_multiple": 15.0, "sector_multiple": 13.428189918643191, "sector_premium_over_spy": -0.10478733875712054}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2016-06-30", "company_multiple": 8.546760881854155, "revenue_cagr_3y": 0.016310160832811338, "revenue_cagr_5y": 0.0002940682746801482, "earnings_cagr_3y": 0.0554538827800386, "quarterly_revenue_growth_yoy": -0.009870129870129871, "quarterly_earnings_growth_yoy": 0.6581196581196581, "revenue_growth_qoq": 0.02308105206655931, "gross_margin": 0.39401888772298005, "operating_margin": 0.22140608604407136, "net_margin": 0.10178384050367262, "roa_ttm": 0.08161044613710555, "roe_ttm": 0.18183821908750275, "debt_to_ebitda": 2.171848501978519, "net_debt_to_ebitda": 2.011871113623516, "interest_coverage": 52.029411764705884, "debt_to_equity": 0.846815076041437, "current_ratio": 1.3591359135913592, "quick_ratio": 1.2871287128712872, "fcf_to_ebitda": 0.39400791407574903, "capex_to_revenue": 0.03334222459322486, "working_capital_to_revenue": 0.053214190450786875, "capital_efficiency": 0.13172433261230415, "financial_health": -0.8172773502348754, "margin_quality": 0.239069604756908, "growth_momentum": 0.3241247641247641, "company_age_years": 19.534565366187543, "ebitda": 1769000000.0, "spy_multiple": 15.0, "sector_multiple": 15.348113949912715, "sector_premium_over_spy": 0.023207596660847596}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2016-09-30", "company_multiple": 10.614484181568088, "revenue_cagr_3y": 0.01793684259053374, "revenue_cagr_5y": -0.0022552183457579256, "earnings_cagr_3y": -0.22233823752085413, "quarterly_revenue_growth_yoy": 0.0026595744680851063, "quarterly_earnings_growth_yoy": -0.4411764705882353, "revenue_growth_qoq": -0.011017838405036727, "gross_margin": 0.38620689655172413, "operating_margin": 0.17082228116710876, "net_margin": 0.10079575596816977, "roa_ttm": 0.06635210852255971, "roe_ttm": 0.14475659446708128, "debt_to_ebitda": 2.6286107290233836, "net_debt_to_ebitda": 2.3493810178817056, "interest_coverage": 39.2972972972973, "debt_to_equity": 0.819644006004718, "current_ratio": 1.569789674952199, "quick_ratio": 1.491395793499044, "fcf_to_ebitda": 0.5343878954607978, "capex_to_revenue": 0.03451952552312408, "working_capital_to_revenue": 0.07943489270958283, "capital_efficiency": 0.1055543514948205, "financial_health": -0.7782332619729715, "margin_quality": 0.21927497789566755, "growth_momentum": -0.21925844806007508, "company_age_years": 19.786447638603697, "ebitda": 1454000000.0, "spy_multiple": 15.0, "sector_multiple": 15.167360645786498, "sector_premium_over_spy": 0.011157376385766637}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2016-12-31", "company_multiple": 11.043204868154158, "revenue_cagr_3y": 0.019547084774717893, "revenue_cagr_5y": -0.0019559075558979178, "earnings_cagr_3y": 0.02958149903190188, "quarterly_revenue_growth_yoy": 0.006489994591671174, "quarterly_earnings_growth_yoy": -0.17553191489361702, "revenue_growth_qoq": -0.01273209549071618, "gross_margin": 0.3766792047286405, "operating_margin": 0.14830736163353037, "net_margin": 0.08328855454056959, "roa_ttm": 0.06356435643564357, "roe_ttm": 0.13872082973206568, "debt_to_ebitda": 2.524678837052062, "net_debt_to_ebitda": 2.281947261663286, "interest_coverage": 41.083333333333336, "debt_to_equity": 0.806828003457217, "current_ratio": 1.5606523955147809, "quick_ratio": 1.4770642201834863, "fcf_to_ebitda": 0.5246788370520622, "capex_to_revenue": 0.03898868928809049, "working_capital_to_revenue": 0.07318695941450433, "capital_efficiency": 0.10114259308385462, "financial_health": -0.7699869926491353, "margin_quality": 0.20275837363424684, "growth_momentum": -0.08452096015097292, "company_age_years": 20.03832991101985, "ebitda": 1479000000.0, "spy_multiple": 15.0, "sector_multiple": 15.823163805209788, "sector_premium_over_spy": 0.05487758701398593}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 11.073867438867438, "revenue_cagr_3y": 0.028395675650148666, "revenue_cagr_5y": -0.0039033197940447906, "earnings_cagr_3y": 0.16533321882053387, "quarterly_revenue_growth_yoy": 0.01932367149758454, "quarterly_earnings_growth_yoy": 0.5825242718446602, "revenue_growth_qoq": 0.02041912950026867, "gross_margin": 0.3865192206424434, "operating_margin": 0.14691943127962084, "net_margin": 0.08583464981569247, "roa_ttm": 0.06944307053120981, "roe_ttm": 0.15161987041036717, "debt_to_ebitda": 2.400900900900901, "net_debt_to_ebitda": 2.1647361647361647, "interest_coverage": 42.0, "debt_to_equity": 0.8058315334773218, "current_ratio": 1.581725888324873, "quick_ratio": 1.5035532994923857, "fcf_to_ebitda": 0.5366795366795367, "capex_to_revenue": 0.03814064362336114, "working_capital_to_revenue": 0.07588398887564561, "capital_efficiency": 0.11053147047078848, "financial_health": -0.7682313538371278, "margin_quality": 0.20642443391258555, "growth_momentum": 0.30092397167112234, "company_age_years": 20.28473648186174, "ebitda": 1554000000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2017-06-30", "company_multiple": 12.906458191706323, "revenue_cagr_3y": 0.007134398173945566, "revenue_cagr_5y": 0.003768427945667119, "earnings_cagr_3y": 0.13214457368370036, "quarterly_revenue_growth_yoy": 0.019412381951731374, "quarterly_earnings_growth_yoy": -0.005154639175257732, "revenue_growth_qoq": 0.02317008952080042, "gross_margin": 0.397838394235718, "operating_margin": 0.16417910447761194, "net_margin": 0.09933093154915079, "roa_ttm": 0.06892144331924098, "roe_ttm": 0.1492441984245263, "debt_to_ebitda": 2.5404486743711763, "net_debt_to_ebitda": 2.326988443235894, "interest_coverage": 38.71052631578947, "debt_to_equity": 0.79561422184373, "current_ratio": 1.6357688113413305, "quick_ratio": 1.5452562704471102, "fcf_to_ebitda": 0.5431679129843644, "capex_to_revenue": 0.03900896151818661, "working_capital_to_revenue": 0.0768318397469689, "capital_efficiency": 0.10908282087188365, "financial_health": -0.76367762527545, "margin_quality": 0.22044947675416027, "growth_momentum": 0.007128871388236821, "company_age_years": 20.53388090349076, "ebitda": 1471000000.0, "spy_multiple": 15.0, "sector_multiple": 16.996984977598174, "sector_premium_over_spy": 0.13313233183987827}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2017-09-30", "company_multiple": 11.411325966850828, "revenue_cagr_3y": 0.00470472163853386, "revenue_cagr_5y": 0.008454719716442405, "earnings_cagr_3y": 0.07721734501594191, "quarterly_revenue_growth_yoy": 0.02440318302387268, "quarterly_earnings_growth_yoy": -0.15789473684210525, "revenue_growth_qoq": -0.006176016469377252, "gross_margin": 0.38373899533920247, "operating_margin": 0.15432418436043502, "net_margin": 0.08285862247540135, "roa_ttm": 0.0642781875658588, "roe_ttm": 0.13996662494785148, "debt_to_ebitda": 2.5994475138121547, "net_debt_to_ebitda": 2.3577348066298343, "interest_coverage": 37.12820512820513, "debt_to_equity": 0.785148101793909, "current_ratio": 1.467680608365019, "quick_ratio": 1.3726235741444868, "fcf_to_ebitda": 0.5925414364640884, "capex_to_revenue": 0.03903589206182866, "working_capital_to_revenue": 0.06444851977993188, "capital_efficiency": 0.10212240625685515, "financial_health": -0.7505770156943713, "margin_quality": 0.20697393405834627, "growth_momentum": -0.06674577690911629, "company_age_years": 20.78576317590691, "ebitda": 1448000000.0, "spy_multiple": 15.0, "sector_multiple": 16.16271116238492, "sector_premium_over_spy": 0.07751407749232797}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2017-12-31", "company_multiple": 11.923734525447042, "revenue_cagr_3y": 0.009295517167448253, "revenue_cagr_5y": 0.017653991803132874, "earnings_cagr_3y": 0.10015946651426644, "quarterly_revenue_growth_yoy": 0.04030091348737238, "quarterly_earnings_growth_yoy": 0.632258064516129, "revenue_growth_qoq": 0.002589331952356292, "gross_margin": 0.38326446280991733, "operating_margin": 0.13894628099173553, "net_margin": 0.13068181818181818, "roa_ttm": 0.07321717604493955, "roe_ttm": 0.1562690510058931, "debt_to_ebitda": 2.6024759284731775, "net_debt_to_ebitda": 2.5082530949105917, "interest_coverage": 37.282051282051285, "debt_to_equity": 0.7689494005283479, "current_ratio": 1.2355723746452223, "quick_ratio": 1.1456953642384107, "fcf_to_ebitda": 0.6348005502063274, "capex_to_revenue": 0.03268906472953691, "working_capital_to_revenue": 0.03229990919704242, "capital_efficiency": 0.11474311352541633, "financial_health": -0.7485899220441231, "margin_quality": 0.21763085399449036, "growth_momentum": 0.3362794890017507, "company_age_years": 21.037645448323065, "ebitda": 1454000000.0, "spy_multiple": 15.0, "sector_multiple": 16.19703171994503, "sector_premium_over_spy": 0.07980211466300213}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2018-03-31", "company_multiple": 12.165657260839643, "revenue_cagr_3y": 0.00809096655675079, "revenue_cagr_5y": 0.010673116420003348, "earnings_cagr_3y": 0.42362064562547364, "quarterly_revenue_growth_yoy": -0.007898894154818325, "quarterly_earnings_growth_yoy": 0.07975460122699386, "revenue_growth_qoq": -0.026859504132231406, "gross_margin": 0.3492569002123142, "operating_margin": 0.14437367303609341, "net_margin": 0.09341825902335456, "roa_ttm": 0.07311827956989247, "roe_ttm": 0.1554671968190855, "debt_to_ebitda": 2.6558843771507226, "net_debt_to_ebitda": 2.570543702684102, "interest_coverage": 35.4390243902439, "debt_to_equity": 0.7671968190854871, "current_ratio": 1.2273948075201433, "quick_ratio": 1.143240823634736, "fcf_to_ebitda": 0.6028905712319339, "capex_to_revenue": 0.03678190798024435, "working_capital_to_revenue": 0.03301273719781648, "capital_efficiency": 0.11429273819448899, "financial_health": -0.7275708070418071, "margin_quality": 0.1956829440905874, "growth_momentum": 0.03592785353608777, "company_age_years": 21.284052019164957, "ebitda": 1453000000.0, "spy_multiple": 15.0, "sector_multiple": 15.908419576877076, "sector_premium_over_spy": 0.060561305125138354}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2018-09-30", "company_multiple": 12.744907470870459, "revenue_cagr_3y": 0.0015932050305695888, "revenue_cagr_5y": 0.011152408414875081, "earnings_cagr_3y": -0.14568313209701778, "quarterly_revenue_growth_yoy": -0.021750388399792854, "quarterly_earnings_growth_yoy": 0.325, "revenue_growth_qoq": -0.015633142261594582, "gross_margin": 0.35309687665431444, "operating_margin": 0.16093170989941769, "net_margin": 0.11222869242985707, "roa_ttm": 0.07828144911705807, "roe_ttm": 0.16174534511942826, "debt_to_ebitda": 2.5997258396161755, "net_debt_to_ebitda": 2.419465387251542, "interest_coverage": 34.73809523809524, "debt_to_equity": 0.7133722023697574, "current_ratio": 1.1540676745860332, "quick_ratio": 1.0856731461483082, "fcf_to_ebitda": 0.6264564770390678, "capex_to_revenue": 0.04116413214472994, "working_capital_to_revenue": 0.028054535920293656, "capital_efficiency": 0.12001339711824316, "financial_health": -0.6322575441905801, "margin_quality": 0.2087524263278631, "growth_momentum": 0.15162480580010357, "company_age_years": 21.78507871321013, "ebitda": 1459000000.0, "spy_multiple": 15.0, "sector_multiple": 17.31295715858887, "sector_premium_over_spy": 0.15419714390592465}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2018-12-31", "company_multiple": 10.884195854181558, "revenue_cagr_3y": -0.0018060360781573248, "revenue_cagr_5y": 0.009279479947792657, "earnings_cagr_3y": -0.12487337192297887, "quarterly_revenue_growth_yoy": -0.05010330578512397, "quarterly_earnings_growth_yoy": -0.5019762845849802, "revenue_growth_qoq": -0.026469031233456855, "gross_margin": 0.32843936922240347, "operating_margin": 0.11963023382272975, "net_margin": 0.06851549755301795, "roa_ttm": 0.06661819503771699, "roe_ttm": 0.14052914110429449, "debt_to_ebitda": 2.8263045032165834, "net_debt_to_ebitda": 2.729807005003574, "interest_coverage": 32.53488372093023, "debt_to_equity": 0.7580521472392638, "current_ratio": 0.936026936026936, "quick_ratio": 0.8693602693602693, "fcf_to_ebitda": 0.583988563259471, "capex_to_revenue": 0.05085645996547603, "working_capital_to_revenue": -0.0126145266232904, "capital_efficiency": 0.10357366807100574, "financial_health": -0.656825710946652, "margin_quality": 0.17219503353271706, "growth_momentum": -0.2760397951850521, "company_age_years": 22.036960985626283, "ebitda": 1399000000.0, "spy_multiple": 15.0, "sector_multiple": 15.503473878478138, "sector_premium_over_spy": 0.03356492523187593}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2019-03-31", "company_multiple": 11.581274158911954, "revenue_cagr_3y": 0.004984949743149558, "revenue_cagr_5y": 0.016083637814591878, "earnings_cagr_3y": 0.16533321882053387, "quarterly_revenue_growth_yoy": 0.0037154989384288748, "quarterly_earnings_growth_yoy": -0.07386363636363637, "revenue_growth_qoq": 0.028276237085372486, "gross_margin": 0.3421470121628768, "operating_margin": 0.13114754098360656, "net_margin": 0.08619777895293496, "roa_ttm": 0.06031666247800955, "roe_ttm": 0.13610586011342155, "debt_to_ebitda": 3.1381531853972797, "net_debt_to_ebitda": 2.8060128847530423, "interest_coverage": 31.044444444444444, "debt_to_equity": 0.8287334593572779, "current_ratio": 0.7791411042944786, "quick_ratio": 0.7361963190184049, "fcf_to_ebitda": 0.6714387974230493, "capex_to_revenue": 0.04736004245157867, "working_capital_to_revenue": -0.06686123640222871, "capital_efficiency": 0.09821126129571554, "financial_health": -0.5530007175351755, "margin_quality": 0.18649744403313942, "growth_momentum": -0.03507406871260375, "company_age_years": 22.28336755646817, "ebitda": 1397000000.0, "spy_multiple": 15.0, "sector_multiple": 16.877088326655677, "sector_premium_over_spy": 0.12513922177704506}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2019-06-30", "company_multiple": 12.656370106761566, "revenue_cagr_3y": 0.008153005083444187, "revenue_cagr_5y": 0.00530616564950126, "earnings_cagr_3y": 0.02020746456075817, "quarterly_revenue_growth_yoy": 0.01771756122980719, "quarterly_earnings_growth_yoy": -0.0593607305936073, "revenue_growth_qoq": 0.03278688524590164, "gross_margin": 0.3522785458269329, "operating_margin": 0.15719406041986686, "net_margin": 0.10547875064004096, "roa_ttm": 0.06011904761904762, "roe_ttm": 0.12951089943213043, "debt_to_ebitda": 2.933807829181495, "net_debt_to_ebitda": 2.7395017793594305, "interest_coverage": 30.543478260869566, "debt_to_equity": 0.7550833485986445, "current_ratio": 0.8224789915966386, "quick_ratio": 0.7673319327731093, "fcf_to_ebitda": 0.6612099644128114, "capex_to_revenue": 0.04807184363444268, "working_capital_to_revenue": -0.04463814051769678, "capital_efficiency": 0.09481497352558903, "financial_health": -0.5572949650642451, "margin_quality": 0.20498378562894692, "growth_momentum": -0.020821584681900054, "company_age_years": 22.532511978097194, "ebitda": 1405000000.0, "spy_multiple": 15.0, "sector_multiple": 17.37171627991368, "sector_premium_over_spy": 0.15811441866091203}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2019-09-30", "company_multiple": 12.954238363892808, "revenue_cagr_3y": 0.012400844222541396, "revenue_cagr_5y": 0.005403473434123285, "earnings_cagr_3y": 0.040447227978333, "quarterly_revenue_growth_yoy": 0.035468501852832186, "quarterly_earnings_growth_yoy": 0.009433962264150943, "revenue_growth_qoq": 0.0015360983102918587, "gross_margin": 0.3537832310838446, "operating_margin": 0.16002044989775052, "net_margin": 0.10940695296523517, "roa_ttm": 0.05898993260670605, "roe_ttm": 0.12649420160570918, "debt_to_ebitda": 2.919605077574048, "net_debt_to_ebitda": 2.613540197461213, "interest_coverage": 31.511111111111113, "debt_to_equity": 0.7386262265834077, "current_ratio": 0.8846345101939334, "quick_ratio": 0.8289408254599702, "fcf_to_ebitda": 0.5719322990126939, "capex_to_revenue": 0.04961382379892656, "working_capital_to_revenue": -0.030370467338656892, "capital_efficiency": 0.09274206710620761, "financial_health": -0.5326683835933574, "margin_quality": 0.20773687798227677, "growth_momentum": 0.022451232058491564, "company_age_years": 22.784394250513348, "ebitda": 1418000000.0, "spy_multiple": 15.0, "sector_multiple": 16.570516823391614, "sector_premium_over_spy": 0.10470112155944089}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2019-12-31", "company_multiple": 11.511949526813881, "revenue_cagr_3y": 0.011509509101856219, "revenue_cagr_5y": 0.004526024388046057, "earnings_cagr_3y": 0.1774151175096752, "quarterly_revenue_growth_yoy": 0.04730831973898858, "quarterly_earnings_growth_yoy": 1.007936507936508, "revenue_growth_qoq": -0.015337423312883436, "gross_margin": 0.34371754932502596, "operating_margin": 0.18847352024922118, "net_margin": 0.13136033229491173, "roa_ttm": 0.06509382543019544, "roe_ttm": 0.14820067363942563, "debt_to_ebitda": 3.1009463722397475, "net_debt_to_ebitda": 2.3488958990536277, "interest_coverage": 36.02272727272727, "debt_to_equity": 0.8712994149973409, "current_ratio": 1.2512562814070352, "quick_ratio": 1.1894472361809045, "fcf_to_ebitda": 0.5318611987381704, "capex_to_revenue": 0.05177323323841574, "working_capital_to_revenue": 0.06471654154801967, "capital_efficiency": 0.10664724953481053, "financial_health": -0.6102536264846521, "margin_quality": 0.22118380062305296, "growth_momentum": 0.5276224138377482, "company_age_years": 23.0362765229295, "ebitda": 1585000000.0, "spy_multiple": 15.0, "sector_multiple": 17.864440009391878, "sector_premium_over_spy": 0.19096266729279177}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2020-06-30", "company_multiple": 12.976761133603238, "revenue_cagr_3y": -0.020310209434731497, "revenue_cagr_5y": -0.010395725081968066, "earnings_cagr_3y": -0.01579211969069516, "quarterly_revenue_growth_yoy": -0.06451612903225806, "quarterly_earnings_growth_yoy": -0.10679611650485436, "revenue_growth_qoq": 0.0027442371020856204, "gross_margin": 0.33169129720853857, "operating_margin": 0.15489874110563764, "net_margin": 0.10071154898741105, "roa_ttm": 0.057736720554272515, "roe_ttm": 0.12862287772251757, "debt_to_ebitda": 3.1855600539811064, "net_debt_to_ebitda": 2.51889338731444, "interest_coverage": 35.285714285714285, "debt_to_equity": 0.809638140970674, "current_ratio": 1.2913727618014108, "quick_ratio": 1.207813347802496, "fcf_to_ebitda": 0.5506072874493927, "capex_to_revenue": 0.057495684504049925, "working_capital_to_revenue": 0.07130527154428362, "capital_efficiency": 0.09317979913839504, "financial_health": -0.6133601180491992, "margin_quality": 0.19576719576719578, "growth_momentum": -0.08565612276855622, "company_age_years": 23.534565366187543, "ebitda": 1482000000.0, "spy_multiple": 20.0, "sector_multiple": 20.29718194505456, "sector_premium_over_spy": 0.014859097252728048}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2020-09-30", "company_multiple": 9.548567800914169, "revenue_cagr_3y": 0.1299683505513971, "revenue_cagr_5y": 0.08184402934241941, "earnings_cagr_3y": 0.5236977147005035, "quarterly_revenue_growth_yoy": 0.42433537832310836, "quarterly_earnings_growth_yoy": 1.644859813084112, "revenue_growth_qoq": 0.524904214559387, "gross_margin": 0.4328786791098349, "operating_margin": 0.25771715721464467, "net_margin": 0.2031586503948313, "roa_ttm": 0.07791840486459732, "roe_ttm": 0.1721875, "debt_to_ebitda": 2.397663788725241, "net_debt_to_ebitda": 1.5825292026409346, "interest_coverage": 46.88095238095238, "debt_to_equity": 0.73765625, "current_ratio": 1.4014231896190874, "quick_ratio": 1.3156132272917538, "fcf_to_ebitda": 0.7028948704926359, "capex_to_revenue": 0.051190049037196504, "working_capital_to_revenue": 0.11469919866044731, "capital_efficiency": 0.12505295243229866, "financial_health": -0.5143287978151736, "margin_quality": 0.29791816223977025, "growth_momentum": 1.0345975957036102, "company_age_years": 23.786447638603697, "ebitda": 1969000000.0, "spy_multiple": 20.0, "sector_multiple": 20.134427006025472, "sector_premium_over_spy": 0.006721350301273521}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2020-12-31", "company_multiple": 8.015051845707175, "revenue_cagr_3y": 0.15744877150403713, "revenue_cagr_5y": 0.10177967209296823, "earnings_cagr_3y": 0.3155296900622735, "quarterly_revenue_growth_yoy": 0.5586708203530634, "quarterly_earnings_growth_yoy": 1.2766798418972332, "revenue_growth_qoq": 0.07753050969131371, "gross_margin": 0.4227181878747502, "operating_margin": 0.26482345103264493, "net_margin": 0.19187208527648233, "roa_ttm": 0.10159703407956652, "roe_ttm": 0.2108300044385264, "debt_to_ebitda": 1.7237660721692243, "net_debt_to_ebitda": 1.243467440895894, "interest_coverage": 60.275, "debt_to_equity": 0.6148838585589584, "current_ratio": 1.7218468468468469, "quick_ratio": 1.5962837837837838, "fcf_to_ebitda": 0.6582330982994608, "capex_to_revenue": 0.04429373741655187, "working_capital_to_revenue": 0.13584825686129068, "capital_efficiency": 0.15621351925904647, "financial_health": -0.5111659244545042, "margin_quality": 0.29313790806129253, "growth_momentum": 0.9176753311251482, "company_age_years": 24.03832991101985, "ebitda": 2411000000.0, "spy_multiple": 20.0, "sector_multiple": 20.864753652911816, "sector_premium_over_spy": 0.04323768264559069}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2021-03-31", "company_multiple": 6.910235414534289, "revenue_cagr_3y": 0.13021916817104362, "revenue_cagr_5y": 0.0786268076598291, "earnings_cagr_3y": 0.38540811895747895, "quarterly_revenue_growth_yoy": 0.49286498353457736, "quarterly_earnings_growth_yoy": 3.727272727272727, "revenue_growth_qoq": -0.09393737508327782, "gross_margin": 0.4022058823529412, "operating_margin": 0.2426470588235294, "net_margin": 0.17205882352941176, "roa_ttm": 0.12877754647907544, "roe_ttm": 0.2659747961452928, "debt_to_ebitda": 1.4186284544524053, "net_debt_to_ebitda": 0.9989764585465711, "interest_coverage": 77.13157894736842, "debt_to_equity": 0.6164566345441067, "current_ratio": 1.7568834212067956, "quick_ratio": 1.6262448740480375, "fcf_to_ebitda": 0.7055612418969635, "capex_to_revenue": 0.04073536526366715, "working_capital_to_revenue": 0.12501209482341558, "capital_efficiency": 0.1973761713121841, "financial_health": -0.5062221573987522, "margin_quality": 0.2723039215686274, "growth_momentum": 2.1100688554036524, "company_age_years": 24.28473648186174, "ebitda": 2931000000.0, "spy_multiple": 20.0, "sector_multiple": 20.845100595934106, "sector_premium_over_spy": 0.04225502979670526}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2021-06-30", "company_multiple": 5.815768571428571, "revenue_cagr_3y": 0.09939831894960749, "revenue_cagr_5y": 0.059945308234497396, "earnings_cagr_3y": 0.4207091460054313, "quarterly_revenue_growth_yoy": 0.3957307060755337, "quarterly_earnings_growth_yoy": 2.4130434782608696, "revenue_growth_qoq": -0.0625, "gross_margin": 0.3862745098039216, "operating_margin": 0.20901960784313725, "net_margin": 0.24627450980392157, "roa_ttm": 0.17401446232796827, "roe_ttm": 0.37938633666723176, "debt_to_ebitda": 1.187142857142857, "net_debt_to_ebitda": 1.0271428571428571, "interest_coverage": 92.10526315789474, "debt_to_equity": 0.7043566706221394, "current_ratio": 1.3836234687298516, "quick_ratio": 1.2553191489361701, "fcf_to_ebitda": 0.6202857142857143, "capex_to_revenue": 0.03825284861638633, "working_capital_to_revenue": 0.05380719840839211, "capital_efficiency": 0.2767003994976, "financial_health": -0.6358946999368197, "margin_quality": 0.2805228758169935, "growth_momentum": 1.4043870921682016, "company_age_years": 24.53388090349076, "ebitda": 3500000000.0, "spy_multiple": 20.0, "sector_multiple": 19.626580087426778, "sector_premium_over_spy": -0.018670995628661147}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2021-09-30", "company_multiple": 6.257480199471986, "revenue_cagr_3y": 0.13664496619885913, "revenue_cagr_5y": 0.08033642817647979, "earnings_cagr_3y": 0.3337590359762366, "quarterly_revenue_growth_yoy": -0.004307250538406317, "quarterly_earnings_growth_yoy": -0.11130742049469965, "revenue_growth_qoq": 0.08784313725490196, "gross_margin": 0.3979812545061283, "operating_margin": 0.2350396539293439, "net_margin": 0.18132660418168708, "roa_ttm": 0.16025641025641027, "roe_ttm": 0.34026908635794745, "debt_to_ebitda": 1.2188325022000586, "net_debt_to_ebitda": 0.929304781460839, "interest_coverage": 89.71052631578948, "debt_to_equity": 0.6500312891113892, "current_ratio": 1.6225127913587265, "quick_ratio": 1.5059693007390562, "fcf_to_ebitda": 0.5491346435904958, "capex_to_revenue": 0.038113344196994386, "working_capital_to_revenue": 0.099130907115698, "capital_efficiency": 0.2502627483071789, "financial_health": -0.5539976473686715, "margin_quality": 0.27144917087238646, "growth_momentum": -0.05780733551655298, "company_age_years": 24.78576317590691, "ebitda": 3409000000.0, "spy_multiple": 20.0, "sector_multiple": 18.02662495911024, "sector_premium_over_spy": -0.098668752044488}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2021-12-31", "company_multiple": 7.887701804368471, "revenue_cagr_3y": 0.14270499541152315, "revenue_cagr_5y": 0.08075573001670522, "earnings_cagr_3y": 0.4561060915890378, "quarterly_revenue_growth_yoy": -0.08594270486342438, "quarterly_earnings_growth_yoy": -0.3246527777777778, "revenue_growth_qoq": -0.010814708002883922, "gross_margin": 0.3739067055393586, "operating_margin": 0.19533527696793002, "net_margin": 0.14176384839650147, "roa_ttm": 0.14605833517008301, "roe_ttm": 0.308504034761018, "debt_to_ebitda": 1.3178220955998734, "net_debt_to_ebitda": 1.0417853751187085, "interest_coverage": 83.13157894736842, "debt_to_equity": 0.6460273122284296, "current_ratio": 1.5636052481460354, "quick_ratio": 1.4449515116942384, "fcf_to_ebitda": 0.5792972459639126, "capex_to_revenue": 0.03735632183908046, "working_capital_to_revenue": 0.09158324063774564, "capital_efficiency": 0.2272811849655505, "financial_health": -0.558218466359844, "margin_quality": 0.2370019436345967, "growth_momentum": -0.20529774132060108, "company_age_years": 25.037645448323065, "ebitda": 3159000000.0, "spy_multiple": 20.0, "sector_multiple": 17.042249852275642, "sector_premium_over_spy": -0.14788750738621792}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2022-12-31", "company_multiple": 11.995929592959296, "revenue_cagr_3y": 0.06598923431867543, "revenue_cagr_5y": 0.038010811961138646, "earnings_cagr_3y": -0.263679400016976, "quarterly_revenue_growth_yoy": -0.14978134110787172, "quarterly_earnings_growth_yoy": -0.7403598971722365, "revenue_growth_qoq": -0.06154465004022526, "gross_margin": 0.324903557651093, "operating_margin": 0.05786540934419203, "net_margin": 0.043291898842691814, "roa_ttm": 0.0733816312222482, "roe_ttm": 0.15985067028678093, "debt_to_ebitda": 2.2733773377337734, "net_debt_to_ebitda": 2.1001100110011, "interest_coverage": 50.5, "debt_to_equity": 0.7013405735618531, "current_ratio": 1.2237266279819472, "quick_ratio": 1.0999355254674403, "fcf_to_ebitda": 0.7227722772277227, "capex_to_revenue": 0.040878275827177984, "working_capital_to_revenue": 0.03511079631690782, "capital_efficiency": 0.11661615075451456, "financial_health": -0.6504997373310045, "margin_quality": 0.14202028861265895, "growth_momentum": -0.4450706191400541, "company_age_years": 26.036960985626283, "ebitda": 1818000000.0, "spy_multiple": 12.0, "sector_multiple": 15.561137729104875, "sector_premium_over_spy": 0.29676147742540615}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 12.131532846715329, "revenue_cagr_3y": 0.08558699914947154, "revenue_cagr_5y": 0.043499571377006996, "earnings_cagr_3y": 0.26834886600073604, "quarterly_revenue_growth_yoy": -0.10723860589812333, "quarterly_earnings_growth_yoy": -0.4293785310734463, "revenue_growth_qoq": -0.0008572653236176596, "gross_margin": 0.3307593307593308, "operating_margin": 0.13084513084513086, "net_margin": 0.08665808665808666, "roa_ttm": 0.0617476942316711, "roe_ttm": 0.1305785123966942, "debt_to_ebitda": 2.51338199513382, "net_debt_to_ebitda": 2.406934306569343, "interest_coverage": 44.432432432432435, "debt_to_equity": 0.6829752066115703, "current_ratio": 1.3387453874538746, "quick_ratio": 1.1985239852398524, "fcf_to_ebitda": 0.5255474452554745, "capex_to_revenue": 0.04873477038425492, "working_capital_to_revenue": 0.04779756326148079, "capital_efficiency": 0.09616310331418265, "financial_health": -0.6433465066915406, "margin_quality": 0.18275418275418276, "growth_momentum": -0.2683085684857848, "company_age_years": 26.28336755646817, "ebitda": 1644000000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 12.362600243013366, "revenue_cagr_3y": 0.08568037249002214, "revenue_cagr_5y": 0.04028876077410315, "earnings_cagr_3y": 0.08496737655057474, "quarterly_revenue_growth_yoy": -0.04688136975132491, "quarterly_earnings_growth_yoy": 0.008583690987124463, "revenue_growth_qoq": 0.003003003003003003, "gross_margin": 0.33875106928999144, "operating_margin": 0.14884516680923868, "net_margin": 0.10051325919589392, "roa_ttm": 0.05899441340782123, "roe_ttm": 0.12674027844455113, "debt_to_ebitda": 2.704131227217497, "net_debt_to_ebitda": 2.6275820170109356, "interest_coverage": 42.205128205128204, "debt_to_equity": 0.7122739638342135, "current_ratio": 0.9242666666666667, "quick_ratio": 0.8261333333333334, "fcf_to_ebitda": 0.5334143377885784, "capex_to_revenue": 0.05227655986509275, "working_capital_to_revenue": -0.01496627318718381, "capital_efficiency": 0.09286734592618617, "financial_health": -0.5950312318127325, "margin_quality": 0.196036498431708, "growth_momentum": -0.019148839382100224, "company_age_years": 26.532511978097194, "ebitda": 1646000000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 11.340437226733291, "revenue_cagr_3y": -0.06258076790574685, "revenue_cagr_5y": 0.03970503319659713, "earnings_cagr_3y": -0.26471558247397764, "quarterly_revenue_growth_yoy": -0.07683024939662107, "quarterly_earnings_growth_yoy": -0.1141732283464567, "revenue_growth_qoq": -0.018391787852865698, "gross_margin": 0.32854030501089326, "operating_margin": 0.14901960784313725, "net_margin": 0.09803921568627451, "roa_ttm": 0.05659397715472482, "roe_ttm": 0.11875486381322957, "debt_to_ebitda": 2.7526545908806996, "net_debt_to_ebitda": 2.6633354153653968, "interest_coverage": 39.048780487804876, "debt_to_equity": 0.6859143968871595, "current_ratio": 1.1217552533992583, "quick_ratio": 1.008034610630408, "fcf_to_ebitda": 0.37226733291692693, "capex_to_revenue": 0.05195224265892223, "working_capital_to_revenue": 0.021189631063784017, "capital_efficiency": 0.0876744204839772, "financial_health": -0.6035566892187133, "margin_quality": 0.1918663761801017, "growth_momentum": -0.09550173887153889, "company_age_years": 26.784394250513348, "ebitda": 1601000000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 11.409030023094688, "revenue_cagr_3y": -0.08655631560040611, "revenue_cagr_5y": 0.04465974087697511, "earnings_cagr_3y": -0.30663872564936534, "quarterly_revenue_growth_yoy": -0.01928846978139734, "quarterly_earnings_growth_yoy": 0.900990099009901, "revenue_growth_qoq": -0.0030501089324618735, "gross_margin": 0.32342657342657344, "operating_margin": 0.11669580419580419, "net_margin": 0.08391608391608392, "roa_ttm": 0.06090429325345885, "roe_ttm": 0.13540510543840178, "debt_to_ebitda": 2.8094688221709005, "net_debt_to_ebitda": 2.4133949191685913, "interest_coverage": 37.65217391304348, "debt_to_equity": 0.7715237038211511, "current_ratio": 1.3068870523415979, "quick_ratio": 1.2022038567493112, "fcf_to_ebitda": 0.49884526558891457, "capex_to_revenue": 0.04409857328145266, "working_capital_to_revenue": 0.060203199308257675, "capital_efficiency": 0.09815469934593032, "financial_health": -0.6502999646504438, "margin_quality": 0.1746794871794872, "growth_momentum": 0.44085081461425185, "company_age_years": 27.0362765229295, "ebitda": 1732000000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 11.184408725602756, "revenue_cagr_3y": -0.04541352070613025, "revenue_cagr_5y": 0.045838540954347806, "earnings_cagr_3y": -0.2543781511200264, "quarterly_revenue_growth_yoy": 0.015015015015015015, "quarterly_earnings_growth_yoy": -0.039603960396039604, "revenue_growth_qoq": 0.03409090909090909, "gross_margin": 0.3258664412510566, "operating_margin": 0.12679628064243448, "net_margin": 0.08199492814877431, "roa_ttm": 0.06062777698151068, "roe_ttm": 0.13152985074626866, "debt_to_ebitda": 2.7916188289322617, "net_debt_to_ebitda": 2.519517795637199, "interest_coverage": 35.55102040816327, "debt_to_equity": 0.7560634328358209, "current_ratio": 0.9695387293298521, "quick_ratio": 0.8907745865970409, "fcf_to_ebitda": 0.5436280137772675, "capex_to_revenue": 0.04145579842790998, "working_capital_to_revenue": -0.007537417895983633, "capital_efficiency": 0.09607881386388967, "financial_health": -0.5574491559687587, "margin_quality": 0.17821921668075513, "growth_momentum": -0.012294472690512294, "company_age_years": 27.28542094455852, "ebitda": 1742000000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 11.2237899543379, "revenue_cagr_3y": -0.02041389128443849, "revenue_cagr_5y": 0.04182112206589683, "earnings_cagr_3y": -0.28557176031823983, "quarterly_revenue_growth_yoy": 0.02523524379811805, "quarterly_earnings_growth_yoy": -0.02553191489361702, "revenue_growth_qoq": 0.013102282333051564, "gross_margin": 0.3354192740926158, "operating_margin": 0.14810179390905298, "net_margin": 0.09553608677513559, "roa_ttm": 0.060514372163388806, "roe_ttm": 0.12694574580625662, "debt_to_ebitda": 2.61472602739726, "net_debt_to_ebitda": 2.4600456621004567, "interest_coverage": 37.276595744680854, "debt_to_equity": 0.6923076923076923, "current_ratio": 1.0024850894632207, "quick_ratio": 0.9120278330019881, "fcf_to_ebitda": 0.4994292237442922, "capex_to_revenue": 0.0399101219773165, "working_capital_to_revenue": 0.0005349882302589343, "capital_efficiency": 0.09373005898482271, "financial_health": -0.5571732989766629, "margin_quality": 0.19301905159226815, "growth_momentum": -0.00014833554774948583, "company_age_years": 27.534565366187543, "ebitda": 1752000000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 13.037219101123595, "revenue_cagr_3y": -0.035620492957694205, "revenue_cagr_5y": 0.04929186320440859, "earnings_cagr_3y": -0.23408574713923191, "quarterly_revenue_growth_yoy": 0.0840958605664488, "quarterly_earnings_growth_yoy": 0.0044444444444444444, "revenue_growth_qoq": 0.03796412181894034, "gross_margin": 0.3259646302250804, "operating_margin": 0.13263665594855306, "net_margin": 0.09083601286173633, "roa_ttm": 0.05225225225225225, "roe_ttm": 0.12351299750330445, "debt_to_ebitda": 3.6106741573033707, "net_debt_to_ebitda": 3.1814606741573033, "interest_coverage": 30.689655172413794, "debt_to_equity": 0.9438977823468938, "current_ratio": 1.2538240917782026, "quick_ratio": 1.1658699808795412, "fcf_to_ebitda": 0.5747191011235955, "capex_to_revenue": 0.03920746409476884, "working_capital_to_revenue": 0.05566621239123598, "capital_efficiency": 0.08788262487777836, "financial_health": -0.7820222225659249, "margin_quality": 0.18314576634512325, "growth_momentum": 0.04427015250544662, "company_age_years": 27.786447638603697, "ebitda": 1780000000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2024-12-31", "company_multiple": 12.07819525065963, "revenue_cagr_3y": -0.015170676548191042, "revenue_cagr_5y": 0.06356037292344374, "earnings_cagr_3y": -0.17052915743316865, "quarterly_revenue_growth_yoy": 0.14554195804195805, "quarterly_earnings_growth_yoy": 0.15625, "revenue_growth_qoq": 0.05345659163987138, "gross_margin": 0.3273559710034338, "operating_margin": 0.13773368943151468, "net_margin": 0.08470049599389547, "roa_ttm": 0.053921872098062276, "roe_ttm": 0.1285039834759516, "debt_to_ebitda": 3.372031662269129, "net_debt_to_ebitda": 3.0823218997361477, "interest_coverage": 26.319444444444443, "debt_to_equity": 0.9427559752139274, "current_ratio": 1.1028123559243892, "quick_ratio": 1.016136468418626, "fcf_to_ebitda": 0.47968337730870714, "capex_to_revenue": 0.04305105348460292, "working_capital_to_revenue": 0.022589141004862236, "capital_efficiency": 0.09121292778700693, "financial_health": -0.7944279672050885, "margin_quality": 0.18326338547628132, "growth_momentum": 0.150895979020979, "company_age_years": 28.03832991101985, "ebitda": 1895000000.0, "spy_multiple": 12.0, "sector_multiple": 19.579707366607177, "sector_premium_over_spy": 0.6316422805505981}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2017-03-31", "company_multiple": 13.085073241727873, "revenue_cagr_3y": 0.1419126407604101, "revenue_cagr_5y": 0.0928319094454313, "earnings_cagr_3y": 0.1321869160623248, "quarterly_revenue_growth_yoy": 0.2561374933778194, "quarterly_earnings_growth_yoy": 0.25940284845058287, "revenue_growth_qoq": -0.0450439063474075, "gross_margin": 0.38440157662255503, "operating_margin": 0.15637457572746055, "net_margin": 0.10493917171232246, "roa_ttm": 0.06095492338922722, "roe_ttm": 0.1875789423240392, "debt_to_ebitda": 2.890015519667498, "net_debt_to_ebitda": 2.5725647034971146, "interest_coverage": 59.33166260919376, "debt_to_equity": 1.3661896943398852, "current_ratio": 1.8262088717544747, "quick_ratio": 1.5693265583998914, "fcf_to_ebitda": 0.557228472193728, "capex_to_revenue": 0.03552279009460444, "working_capital_to_revenue": 0.17871814851322584, "capital_efficiency": 0.12426693285663322, "financial_health": -1.2862660866706055, "margin_quality": 0.21523844135411271, "growth_momentum": 0.2577701709142011, "company_age_years": 16.76933607118412, "ebitda": 414313000.0, "spy_multiple": 15.0, "sector_multiple": 16.71337274498917, "sector_premium_over_spy": 0.1142248496659446}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2023-03-31", "company_multiple": 12.511756792206446, "revenue_cagr_3y": 0.13337172207050707, "revenue_cagr_5y": 0.15817567628494866, "earnings_cagr_3y": 0.2664757346445221, "quarterly_revenue_growth_yoy": 0.12631615803853471, "quarterly_earnings_growth_yoy": 0.1086732170884307, "revenue_growth_qoq": -0.06407278129696693, "gross_margin": 0.3668777012802939, "operating_margin": 0.16310122764051516, "net_margin": 0.10018817280033573, "roa_ttm": 0.06446378755647002, "roe_ttm": 0.15966527665052754, "debt_to_ebitda": 2.65983937025862, "net_debt_to_ebitda": 2.464703371249851, "interest_coverage": 30.04825479930192, "debt_to_equity": 0.8839264143920875, "current_ratio": 1.4758170027878768, "quick_ratio": 1.2082541940427474, "fcf_to_ebitda": 0.2664407357179019, "capex_to_revenue": 0.08582271946941761, "working_capital_to_revenue": 0.11412991408538278, "capital_efficiency": 0.11206453210349879, "financial_health": -0.8564585879181973, "margin_quality": 0.21005570057371492, "growth_momentum": 0.1174946875634827, "company_age_years": 22.767967145790553, "ebitda": 1033059000.0, "spy_multiple": 12.0, "sector_multiple": 17.092940047477146, "sector_premium_over_spy": 0.4244116706230956}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2023-06-30", "company_multiple": 13.055091120652142, "revenue_cagr_3y": 0.15799846276232055, "revenue_cagr_5y": 0.1261082944219205, "earnings_cagr_3y": 0.12890822218199105, "quarterly_revenue_growth_yoy": 0.08920278975800791, "quarterly_earnings_growth_yoy": -0.11252183935382955, "revenue_growth_qoq": 0.029691860967793016, "gross_margin": 0.3764157681069724, "operating_margin": 0.1556177395448975, "net_margin": 0.09153374209976631, "roa_ttm": 0.0622761545014327, "roe_ttm": 0.14885553815954286, "debt_to_ebitda": 2.9422729553675917, "net_debt_to_ebitda": 2.751409492087705, "interest_coverage": 29.968068713617168, "debt_to_equity": 0.950264522928447, "current_ratio": 1.493395843485113, "quick_ratio": 1.210274080682954, "fcf_to_ebitda": 0.27553392160167434, "capex_to_revenue": 0.08033750487637346, "working_capital_to_revenue": 0.11898518779123617, "capital_efficiency": 0.10556584633048778, "financial_health": -0.797924210316274, "margin_quality": 0.20785574991721203, "growth_momentum": -0.011659524797910818, "company_age_years": 23.017111567419576, "ebitda": 1050201000.0, "spy_multiple": 12.0, "sector_multiple": 18.07031171510401, "sector_premium_over_spy": 0.5058593095920008}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2023-09-30", "company_multiple": 12.088167961905084, "revenue_cagr_3y": 0.11365059214647144, "revenue_cagr_5y": 0.11894112282286184, "earnings_cagr_3y": -0.05303381631381443, "quarterly_revenue_growth_yoy": 0.03787669702585131, "quarterly_earnings_growth_yoy": -0.09416106060763114, "revenue_growth_qoq": -0.03143016990632462, "gross_margin": 0.35245654928829767, "operating_margin": 0.1475731597675096, "net_margin": 0.0851227763258762, "roa_ttm": 0.06243585683567795, "roe_ttm": 0.1436633410899539, "debt_to_ebitda": 2.753107775274494, "net_debt_to_ebitda": 2.6057478021261975, "interest_coverage": 31.610426175093355, "debt_to_equity": 0.888223901260529, "current_ratio": 1.4533122831590557, "quick_ratio": 1.1585172708026434, "fcf_to_ebitda": 0.3454747285530926, "capex_to_revenue": 0.07809451925339486, "working_capital_to_revenue": 0.10686265114655048, "capital_efficiency": 0.10304959896281593, "financial_health": -0.7398410802881773, "margin_quality": 0.19505082846056113, "growth_momentum": -0.02814218179088992, "company_age_years": 23.26899383983573, "ebitda": 1066599000.0, "spy_multiple": 12.0, "sector_multiple": 17.113041740411177, "sector_premium_over_spy": 0.4260868117009313}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2023-12-31", "company_multiple": 14.548147207974282, "revenue_cagr_3y": 0.08612753838625631, "revenue_cagr_5y": 0.10996998582641937, "earnings_cagr_3y": 0.09321850630233186, "quarterly_revenue_growth_yoy": -0.07852666244182124, "quarterly_earnings_growth_yoy": -0.0017395016274478416, "revenue_growth_qoq": -0.01280606415402733, "gross_margin": 0.3592438301449664, "operating_margin": 0.1311545611341561, "net_margin": 0.1845963791939819, "roa_ttm": 0.057916283353717714, "roe_ttm": 0.1319542870741937, "debt_to_ebitda": 2.99215981118438, "net_debt_to_ebitda": 2.724001519206137, "interest_coverage": 30.769079418077748, "debt_to_equity": 0.8585941935265043, "current_ratio": 1.5246795983629708, "quick_ratio": 1.1642725399542406, "fcf_to_ebitda": 0.354000220904974, "capex_to_revenue": 0.0771364619004802, "working_capital_to_revenue": 0.13405792451171583, "capital_efficiency": 0.09493528521395571, "financial_health": -0.7021828805654557, "margin_quality": 0.22499825682436814, "growth_momentum": -0.040133082034634546, "company_age_years": 23.520876112251884, "ebitda": 1032118000.0, "spy_multiple": 12.0, "sector_multiple": 18.899609618104666, "sector_premium_over_spy": 0.5749674681753889}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2024-03-31", "company_multiple": 16.122494576297054, "revenue_cagr_3y": 0.07050510210092575, "revenue_cagr_5y": 0.10843225384485677, "earnings_cagr_3y": 0.03047726928554728, "quarterly_revenue_growth_yoy": -0.017304708788748104, "quarterly_earnings_growth_yoy": -0.34715071123134655, "revenue_growth_qoq": -0.0018905233079027032, "gross_margin": 0.34090217090434577, "operating_margin": 0.12453734825418165, "net_margin": 0.06655957135513464, "roa_ttm": 0.0538248104972253, "roe_ttm": 0.12054108918302346, "debt_to_ebitda": 2.639340850369228, "net_debt_to_ebitda": 2.3152179837997537, "interest_coverage": 28.82766206679809, "debt_to_equity": 0.7315298858515534, "current_ratio": 1.7471413160733549, "quick_ratio": 1.3687613242425194, "fcf_to_ebitda": 0.40991796804153036, "capex_to_revenue": 0.07072606355293662, "working_capital_to_revenue": 0.17350391429508152, "capital_efficiency": 0.08718294984012438, "financial_health": -0.690694207187824, "margin_quality": 0.1773330301712207, "growth_momentum": -0.18222771001004734, "company_age_years": 23.770020533880903, "ebitda": 1008997000.0, "spy_multiple": 12.0, "sector_multiple": 21.432426949492758, "sector_premium_over_spy": 0.7860355791243965}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2024-06-30", "company_multiple": 12.692855379367511, "revenue_cagr_3y": 0.039092285706524565, "revenue_cagr_5y": 0.09307822390965281, "earnings_cagr_3y": 0.005770424931063278, "quarterly_revenue_growth_yoy": -0.031907556769883494, "quarterly_earnings_growth_yoy": -0.07247990105132962, "revenue_growth_qoq": 0.014390644153584563, "gross_margin": 0.3447102036122586, "operating_margin": 0.1477921133749855, "net_margin": 0.08769760173547461, "roa_ttm": 0.05432494036762405, "roe_ttm": 0.11598749197161545, "debt_to_ebitda": 2.397912976756298, "net_debt_to_ebitda": 2.219790442908514, "interest_coverage": 30.703469742744666, "debt_to_equity": 0.6480710790390598, "current_ratio": 1.5823144443541501, "quick_ratio": 1.2138669514806564, "fcf_to_ebitda": 0.48395323827527875, "capex_to_revenue": 0.06447141775320665, "working_capital_to_revenue": 0.1353075794256477, "capital_efficiency": 0.08515621616961976, "financial_health": -0.6246606171251484, "margin_quality": 0.1933999729075729, "growth_momentum": -0.05219372891060656, "company_age_years": 24.019164955509925, "ebitda": 1006122000.0, "spy_multiple": 12.0, "sector_multiple": 19.861185934649196, "sector_premium_over_spy": 0.655098827887433}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2024-09-30", "company_multiple": 12.439576022860374, "revenue_cagr_3y": 0.04067229688151852, "revenue_cagr_5y": 0.08616291302688084, "earnings_cagr_3y": -0.127568352108403, "quarterly_revenue_growth_yoy": -0.01642277642328294, "quarterly_earnings_growth_yoy": -0.21410017279062582, "revenue_growth_qoq": -0.015937753686957726, "gross_margin": 0.3456464536727925, "operating_margin": 0.11626985738237587, "net_margin": 0.06801496984936069, "roa_ttm": 0.051610214194633026, "roe_ttm": 0.1092147499664884, "debt_to_ebitda": 2.392590573124924, "net_debt_to_ebitda": 2.1803738034654065, "interest_coverage": 32.70241711795007, "debt_to_equity": 0.6264820122714568, "current_ratio": 1.4766765360528975, "quick_ratio": 1.1445356300649758, "fcf_to_ebitda": 0.5659396583060705, "capex_to_revenue": 0.058034689710400315, "working_capital_to_revenue": 0.11881605036893154, "capital_efficiency": 0.08041248208056072, "financial_health": -0.5888880006930375, "margin_quality": 0.17664376030150972, "growth_momentum": -0.11526147460695438, "company_age_years": 24.27104722792608, "ebitda": 990360000.0, "spy_multiple": 12.0, "sector_multiple": 22.07276431377403, "sector_premium_over_spy": 0.8393970261478358}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 15.160829044373347, "revenue_cagr_3y": -0.051662224107342336, "revenue_cagr_5y": -0.060853872810603726, "earnings_cagr_3y": -0.16892130139461892, "quarterly_revenue_growth_yoy": 0.05055860632455974, "quarterly_earnings_growth_yoy": -0.21468354430379746, "revenue_growth_qoq": -0.05630209219254975, "gross_margin": 0.8253424657534246, "operating_margin": 0.4329488103821197, "net_margin": 0.2795602018745494, "roa_ttm": 0.08305853601379287, "roe_ttm": 0.22486065165178773, "debt_to_ebitda": 3.3519265544582, "net_debt_to_ebitda": 1.953818333565169, "interest_coverage": 29.8298755186722, "debt_to_equity": 1.0919925680880953, "current_ratio": 3.0352517175357585, "quick_ratio": 2.924203176033337, "fcf_to_ebitda": 1.14675198219502, "capex_to_revenue": 0.03341257263602747, "working_capital_to_revenue": 0.7955185772142983, "capital_efficiency": 0.1539595938327903, "financial_health": -0.8331618973652909, "margin_quality": 0.5126171593366978, "growth_momentum": -0.08206246898961886, "company_age_years": 28.188911704312115, "ebitda": 7189000000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 15.538679399645256, "revenue_cagr_3y": 0.32632214037928775, "revenue_cagr_5y": 0.32188308436568436, "earnings_cagr_3y": 0.447157908309191, "quarterly_revenue_growth_yoy": 0.22462180141298227, "quarterly_earnings_growth_yoy": 11.11075249536788, "revenue_growth_qoq": 0.04705601907032181, "gross_margin": 0.8807940988980967, "operating_margin": 0.5037337218832529, "net_margin": 0.36904653492395956, "roa_ttm": 0.20501777669392, "roe_ttm": 0.2677025181212553, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 282.9742465753425, "debt_to_equity": 0.0, "current_ratio": 4.500234723417573, "quick_ratio": 4.356388389014944, "fcf_to_ebitda": 0.9166573075046279, "capex_to_revenue": 0.02767510883227567, "working_capital_to_revenue": 1.0714733935742973, "capital_efficiency": 0.23636014740758765, "financial_health": 0.558470562564978, "margin_quality": 0.5845247852351031, "growth_momentum": 5.667687148390431, "company_age_years": 30.934976043805612, "ebitda": 4131424000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "STE", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 17.439340600846247, "revenue_cagr_3y": 0.06506428067075043, "revenue_cagr_5y": 0.10407702670308616, "earnings_cagr_3y": 0.6770834327010495, "quarterly_revenue_growth_yoy": 0.07130574463072091, "quarterly_earnings_growth_yoy": 0.13399236746517082, "revenue_growth_qoq": 0.06293743324279538, "gross_margin": 0.44236206714289705, "operating_margin": 0.19169711454924782, "net_margin": 0.1498388196225718, "roa_ttm": 0.07512650255769796, "roe_ttm": 0.11964720358913725, "debt_to_ebitda": 1.5891981293486939, "net_debt_to_ebitda": 1.1552371718620151, "interest_coverage": 75.50784374038757, "debt_to_equity": 0.3435353142784681, "current_ratio": 2.40018705061685, "quick_ratio": 1.907225276852784, "fcf_to_ebitda": 0.5106310460764664, "capex_to_revenue": 0.07077645381974632, "working_capital_to_revenue": 0.23265207141784852, "capital_efficiency": 0.0973868530734176, "financial_health": -0.2788180162330838, "margin_quality": 0.2612993337715722, "growth_momentum": 0.10264905604794586, "company_age_years": 27.83025325119781, "ebitda": 736428000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "NUVA", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 14.068918591695107, "revenue_cagr_3y": 0.013188566662481582, "revenue_cagr_5y": 0.0619927875781916, "earnings_cagr_3y": -0.2541301938670396, "quarterly_revenue_growth_yoy": -0.0542077910734562, "quarterly_earnings_growth_yoy": -0.4355422970381419, "revenue_growth_qoq": -0.16263041558993924, "gross_margin": 0.7234695880037402, "operating_margin": 0.10342810747996198, "net_margin": 0.020386253708428087, "roa_ttm": 0.027536780782528063, "roe_ttm": 0.06899804671411275, "debt_to_ebitda": 4.375049350330318, "net_debt_to_ebitda": 2.129166264552864, "interest_coverage": 19.79352261873752, "debt_to_equity": 1.125418782914447, "current_ratio": 1.3532160647253164, "quick_ratio": 0.9381028363353688, "fcf_to_ebitda": 0.42027179968591255, "capex_to_revenue": 0.10426344657142238, "working_capital_to_revenue": 0.23956728163548463, "capital_efficiency": 0.04826741374832041, "financial_health": -0.17750629230774126, "margin_quality": 0.28242798306404343, "growth_momentum": -0.24487504405579905, "company_age_years": 15.88227241615332, "ebitda": 227962000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 14.589999613500769, "revenue_cagr_3y": 0.16622911398331164, "revenue_cagr_5y": 0.17151764507095701, "earnings_cagr_3y": 0.027666784662553567, "quarterly_revenue_growth_yoy": 0.16952572824607282, "quarterly_earnings_growth_yoy": -0.07915404567137649, "revenue_growth_qoq": 0.023035920467403038, "gross_margin": 0.3564921739204225, "operating_margin": 0.13334247919904846, "net_margin": 0.0718030602820981, "roa_ttm": 0.04760957285857368, "roe_ttm": 0.1499136795513758, "debt_to_ebitda": 4.165455050139491, "net_debt_to_ebitda": 3.5111592868737835, "interest_coverage": 37.77872170969669, "debt_to_equity": 1.4352602688645895, "current_ratio": 1.7488608994696742, "quick_ratio": 1.5130251152127092, "fcf_to_ebitda": 0.6766600141950626, "capex_to_revenue": 0.05488971684272516, "working_capital_to_revenue": 0.18995556071190975, "capital_efficiency": 0.09876162620497474, "financial_health": -1.3212075670113967, "margin_quality": 0.18721257113385636, "growth_momentum": 0.045185841287348164, "company_age_years": 19.770020533880903, "ebitda": 569212000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 15.867837021739929, "revenue_cagr_3y": 0.13957665993575552, "revenue_cagr_5y": 0.15711308683816338, "earnings_cagr_3y": 0.3572129466212428, "quarterly_revenue_growth_yoy": 0.06398813916797051, "quarterly_earnings_growth_yoy": 0.23599176917510853, "revenue_growth_qoq": 0.06477746083120242, "gross_margin": 0.3665755175819083, "operating_margin": 0.19258558200283415, "net_margin": 0.11233944864566024, "roa_ttm": 0.05888242043381902, "roe_ttm": 0.1674457058298769, "debt_to_ebitda": 3.5014081336371654, "net_debt_to_ebitda": 3.2646693987062627, "interest_coverage": 235.12179314069672, "debt_to_equity": 1.151382366471202, "current_ratio": 1.329109322749455, "quick_ratio": 1.084136108421148, "fcf_to_ebitda": 0.3887379171567186, "capex_to_revenue": 0.08612336014156002, "working_capital_to_revenue": 0.09353215943289225, "capital_efficiency": 0.11316406313184796, "financial_health": -1.1046314943783346, "margin_quality": 0.2238335160768009, "growth_momentum": 0.1499899541715395, "company_age_years": 22.017796030116358, "ebitda": 870656000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 14.784882685359886, "revenue_cagr_3y": 0.13983032760276037, "revenue_cagr_5y": 0.16333831246489483, "earnings_cagr_3y": 0.09834366876593092, "quarterly_revenue_growth_yoy": 0.10404749441087933, "quarterly_earnings_growth_yoy": -0.0672268095063137, "revenue_growth_qoq": 0.01646849190910576, "gross_margin": 0.3742813324881692, "operating_margin": 0.15263097769110465, "net_margin": 0.0975305234659412, "roa_ttm": 0.05910980013054722, "roe_ttm": 0.1661280627427572, "debt_to_ebitda": 3.4243526003865346, "net_debt_to_ebitda": 3.2020481286122857, "interest_coverage": 76.60061538461538, "debt_to_equity": 1.1358640928898571, "current_ratio": 1.3955436533838694, "quick_ratio": 1.1376817453071109, "fcf_to_ebitda": 0.32095343680709537, "capex_to_revenue": 0.08845818081611269, "working_capital_to_revenue": 0.10609089493019139, "capital_efficiency": 0.11261893143665222, "financial_health": -1.0918523078958564, "margin_quality": 0.20814761121507167, "growth_momentum": 0.01841034245228282, "company_age_years": 22.269678302532512, "ebitda": 871332000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 10.835893136597361, "revenue_cagr_3y": 0.07660505764737602, "revenue_cagr_5y": 0.0025998209985425014, "earnings_cagr_3y": -0.787318931431374, "quarterly_revenue_growth_yoy": 0.02600031138097462, "quarterly_earnings_growth_yoy": -0.989010989010989, "revenue_growth_qoq": -0.09028161236885698, "gross_margin": 0.7839150227617603, "operating_margin": 0.029893778452200304, "net_margin": 0.002883156297420334, "roa_ttm": 0.07157577679137603, "roe_ttm": 0.22657700607216338, "debt_to_ebitda": 2.9295774647887325, "net_debt_to_ebitda": 2.449362843729041, "interest_coverage": 37.588235294117645, "debt_to_equity": 1.3152004817584182, "current_ratio": 1.4756952559009113, "quick_ratio": 1.3025239541949054, "fcf_to_ebitda": 1.1125642745361055, "capex_to_revenue": 0.024060861968549795, "working_capital_to_revenue": 0.14818724519510776, "capital_efficiency": 0.1490763914317697, "financial_health": -1.1956587390519466, "margin_quality": 0.27223065250379364, "growth_momentum": -0.48150533881500723, "company_age_years": 30.187542778918548, "ebitda": 8946000000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "GILD", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 11.521057513914657, "revenue_cagr_3y": 0.03263764842844474, "revenue_cagr_5y": -0.02599079775198443, "earnings_cagr_3y": -0.15259818134071346, "quarterly_revenue_growth_yoy": 0.006916519221489464, "quarterly_earnings_growth_yoy": -0.2483574244415243, "revenue_growth_qoq": -0.05007587253414264, "gross_margin": 0.7696485623003195, "operating_margin": 0.32412140575079873, "net_margin": 0.18274760383386582, "roa_ttm": 0.06580244949896612, "roe_ttm": 0.20443763589642222, "debt_to_ebitda": 3.0398886827458256, "net_debt_to_ebitda": 2.4903756957328387, "interest_coverage": 35.63636363636363, "debt_to_equity": 1.2955129472227713, "current_ratio": 1.4289587852494576, "quick_ratio": 1.2669197396963123, "fcf_to_ebitda": 1.0917207792207793, "capex_to_revenue": 0.024895511539160458, "working_capital_to_revenue": 0.14373977830274395, "capital_efficiency": 0.13512004269769418, "financial_health": -1.169680548280096, "margin_quality": 0.42550585729499474, "growth_momentum": -0.12072045261001742, "company_age_years": 30.43668720054757, "ebitda": 8624000000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 8.185547436019107, "revenue_cagr_3y": 0.2927020874011086, "revenue_cagr_5y": 0.17587052034410044, "earnings_cagr_3y": 0.28286299518917857, "quarterly_revenue_growth_yoy": 0.17257879542848104, "quarterly_earnings_growth_yoy": -0.12706241032998566, "revenue_growth_qoq": -0.40119554900337256, "gross_margin": 0.8383865636909379, "operating_margin": 0.43391453913864625, "net_margin": 0.3283194495969782, "roa_ttm": 0.30110024403481006, "roe_ttm": 0.39837908680522427, "debt_to_ebitda": 0.20883025950882078, "net_debt_to_ebitda": 0.0, "interest_coverage": 697.3014705882352, "debt_to_equity": 0.09944412921108528, "current_ratio": 4.756616571352573, "quick_ratio": 4.094460699561112, "fcf_to_ebitda": 0.8368500416521675, "capex_to_revenue": 0.035037345303214784, "working_capital_to_revenue": 0.6844155293461998, "capital_efficiency": 0.34973966542001717, "financial_health": 0.027533672350282062, "margin_quality": 0.5335401841421874, "growth_momentum": 0.022758192549247686, "company_age_years": 30.99520876112252, "ebitda": 9483300000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 9.960783786609316, "revenue_cagr_3y": 0.2188854604709236, "revenue_cagr_5y": 0.14213596522323413, "earnings_cagr_3y": 0.6402224952451714, "quarterly_revenue_growth_yoy": -0.4439622457915734, "quarterly_earnings_growth_yoy": -0.7250314627771145, "revenue_growth_qoq": -0.03639000370982429, "gross_margin": 0.869977600447991, "operating_margin": 0.45740585188296234, "net_margin": 0.29822903541929163, "roa_ttm": 0.20902895706062677, "roe_ttm": 0.2748866481694525, "debt_to_ebitda": 0.4033484176411727, "net_debt_to_ebitda": 0.0, "interest_coverage": 511.12213740458014, "debt_to_equity": 0.13054553891665618, "current_ratio": 5.11879099508883, "quick_ratio": 4.387553973433534, "fcf_to_ebitda": 1.1751870603521664, "capex_to_revenue": 0.0410141423229398, "working_capital_to_revenue": 0.8783422835774735, "capital_efficiency": 0.24195780261503963, "financial_health": 0.02905082438054782, "margin_quality": 0.5418708292500817, "growth_momentum": -0.584496854284344, "company_age_years": 31.24435318275154, "ebitda": 6695700000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 11.887904640059912, "revenue_cagr_3y": 0.18970135327693805, "revenue_cagr_5y": 0.14366785107779667, "earnings_cagr_3y": 0.2525079080034689, "quarterly_revenue_growth_yoy": -0.1496177015755329, "quarterly_earnings_growth_yoy": -0.19391006004166156, "revenue_growth_qoq": 0.02764944701105978, "gross_margin": 0.8602275049383556, "operating_margin": 0.41676316327225665, "net_margin": 0.44809617873441865, "roa_ttm": 0.1940291497156566, "roe_ttm": 0.25049443065843235, "debt_to_ebitda": 0.3090928948107467, "net_debt_to_ebitda": 0.0, "interest_coverage": 418.91503267973854, "debt_to_equity": 0.09240722428494132, "current_ratio": 5.358641289247013, "quick_ratio": 4.5208391219783275, "fcf_to_ebitda": 0.7917589789995944, "capex_to_revenue": 0.043237881285466295, "working_capital_to_revenue": 0.9153331096555849, "capital_efficiency": 0.22226179018704448, "financial_health": 0.03373358170397399, "margin_quality": 0.575028948981677, "growth_momentum": -0.17176388080859722, "company_age_years": 31.496235455167692, "ebitda": 6409400000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 7.264429699605138, "revenue_cagr_3y": 0.07935168126835257, "revenue_cagr_5y": 0.06705277819684152, "earnings_cagr_3y": 0.23232848710933007, "quarterly_revenue_growth_yoy": 0.012751447074330907, "quarterly_earnings_growth_yoy": -0.006885292447473027, "revenue_growth_qoq": -0.03731648190014436, "gross_margin": 0.8714596949891068, "operating_margin": 0.5149251619839855, "net_margin": 0.39586339586339586, "roa_ttm": 0.22507580630340898, "roe_ttm": 0.4685460153504053, "debt_to_ebitda": 0.7449517668815915, "net_debt_to_ebitda": 0.4211525965911931, "interest_coverage": 180.65011286681715, "debt_to_equity": 0.4751532250994269, "current_ratio": 1.7262104945457681, "quick_ratio": 1.5410684258181349, "fcf_to_ebitda": 0.8183760683760684, "capex_to_revenue": 0.0372406811626359, "working_capital_to_revenue": 0.23356722875526958, "capital_efficiency": 0.3468109108269071, "financial_health": -0.25624777794571146, "margin_quality": 0.5940827509454961, "growth_momentum": 0.00293307731342894, "company_age_years": 28.539356605065024, "ebitda": 8002800000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 11.909326306886568, "revenue_cagr_3y": -0.10144854367363298, "revenue_cagr_5y": -0.020683706103703958, "earnings_cagr_3y": -0.4003293287302072, "quarterly_revenue_growth_yoy": -0.060207869339272455, "quarterly_earnings_growth_yoy": -0.2593856655290102, "revenue_growth_qoq": -0.07388982368863853, "gross_margin": 0.7022276641124892, "operating_margin": 0.20712536535271348, "net_margin": 0.11999368038549649, "roa_ttm": 0.06139050748695711, "roe_ttm": 0.1289504816630049, "debt_to_ebitda": 2.366611365928239, "net_debt_to_ebitda": 1.7975667675091898, "interest_coverage": 46.50680786686838, "debt_to_equity": 0.6471273671757558, "current_ratio": 2.0057517863477425, "quick_ratio": 1.6977905032179597, "fcf_to_ebitda": 0.9018899840603753, "capex_to_revenue": 0.024049170479227323, "working_capital_to_revenue": 0.3668653819492583, "capital_efficiency": 0.095170494574981, "financial_health": -0.4841443905812139, "margin_quality": 0.343115569950233, "growth_momentum": -0.15979676743414134, "company_age_years": 30.537987679671456, "ebitda": 3074100000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 9.856819755629953, "revenue_cagr_3y": -0.10543456636020254, "revenue_cagr_5y": -0.03402751759912104, "earnings_cagr_3y": -0.10867654718265041, "quarterly_revenue_growth_yoy": -0.066990990990991, "quarterly_earnings_growth_yoy": 1.358974358974359, "revenue_growth_qoq": 0.022632119440714117, "gross_margin": 0.8130624541346414, "operating_margin": 0.3616700784056236, "net_margin": 0.40863620563130043, "roa_ttm": 0.0821006801853166, "roe_ttm": 0.17344283006948832, "debt_to_ebitda": 2.0823532778207, "net_debt_to_ebitda": 1.325035053080379, "interest_coverage": 53.110942249240125, "debt_to_equity": 0.6129458833438619, "current_ratio": 1.9411917098445597, "quick_ratio": 1.6832801913112794, "fcf_to_ebitda": 0.6623744527427247, "capex_to_revenue": 0.021356831176647606, "working_capital_to_revenue": 0.44414873608185373, "capital_efficiency": 0.12777175512740246, "financial_health": -0.4232140449202345, "margin_quality": 0.5277895793905217, "growth_momentum": 0.645991683991684, "company_age_years": 30.78713210130048, "ebitda": 3494700000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "BIIB", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 11.840463688272933, "revenue_cagr_3y": -0.11345691431669713, "revenue_cagr_5y": -0.040080659364103655, "earnings_cagr_3y": -0.09794458225801084, "quarterly_revenue_growth_yoy": -0.0973046889056821, "quarterly_earnings_growth_yoy": 2.4468408262454435, "revenue_growth_qoq": -0.031130508670966745, "gross_margin": 0.8128363563882799, "operating_margin": 0.3468208092485549, "net_margin": 0.4523420370739486, "roa_ttm": 0.1152601974716547, "roe_ttm": 0.2242338851708348, "debt_to_ebitda": 1.8017273535910017, "net_debt_to_ebitda": 0.7470660813176092, "interest_coverage": 58.18196994991653, "debt_to_equity": 0.4915032679738562, "current_ratio": 2.487214751426243, "quick_ratio": 2.1370211898940505, "fcf_to_ebitda": 0.6235976012166079, "capex_to_revenue": 0.021643893777983633, "working_capital_to_revenue": 0.563474602439401, "capital_efficiency": 0.16974704132124474, "financial_health": -0.3436167940579788, "margin_quality": 0.5373330675702611, "growth_momentum": 1.1747680686698807, "company_age_years": 31.039014373716633, "ebitda": 3485100000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "CRSP", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 12.498294669172346, "revenue_cagr_3y": -0.18432831573606245, "revenue_cagr_5y": -0.41961685528210524, "earnings_cagr_3y": 0.5469894587882014, "quarterly_revenue_growth_yoy": -0.1188118811881188, "quarterly_earnings_growth_yoy": -0.583706688581957, "revenue_growth_qoq": -0.9862004806574153, "gross_margin": -171.1685393258427, "operating_margin": -988.6067415730337, "net_margin": -1006.8370786516854, "roa_ttm": 0.11956487956487956, "roe_ttm": 0.13880563905286433, "debt_to_ebitda": 0.033223747360337876, "net_debt_to_ebitda": 0.0, "interest_coverage": 918.3911845730028, "debt_to_equity": 0.00493381489552393, "current_ratio": 19.882811331873313, "quick_ratio": 19.882811331873313, "fcf_to_ebitda": 1.2429359042042618, "capex_to_revenue": 0.09854445232528612, "working_capital_to_revenue": 2.349934545231653, "capital_efficiency": 0.12918525930887195, "financial_health": 0.2624175276027128, "margin_quality": -722.2041198501873, "growth_momentum": -0.3512592848850379, "company_age_years": 5.44558521560575, "ebitda": 333376000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 13.102895103373232, "revenue_cagr_3y": 0.018615078560878295, "revenue_cagr_5y": 0.02896667227949501, "earnings_cagr_3y": -0.4324638797806136, "quarterly_revenue_growth_yoy": -0.07612414467253177, "quarterly_earnings_growth_yoy": 1.3532648569332355, "revenue_growth_qoq": -0.11099353321575543, "gross_margin": 0.5234757307234493, "operating_margin": 0.20685094564211085, "net_margin": 0.12736410527707975, "roa_ttm": 0.09032806590635903, "roe_ttm": 0.2953837304060208, "debt_to_ebitda": 3.8707290533188248, "net_debt_to_ebitda": 3.0004352557127314, "interest_coverage": 29.361022364217252, "debt_to_equity": 1.7051915056804563, "current_ratio": 1.3077182794246742, "quick_ratio": 1.0367344182591667, "fcf_to_ebitda": 0.5638737758433079, "capex_to_revenue": 0.03753609239653513, "working_capital_to_revenue": 0.13706087584215593, "capital_efficiency": 0.19285589815618992, "financial_health": -1.200672026766256, "margin_quality": 0.2858969272142133, "growth_momentum": 0.6385703561303518, "company_age_years": 29.776865160848732, "ebitda": 919000000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 7.526103376145254, "revenue_cagr_3y": 0.05562384393841602, "revenue_cagr_5y": 0.04461538730950165, "earnings_cagr_3y": 0.3448592541933897, "quarterly_revenue_growth_yoy": -0.14174441496191048, "quarterly_earnings_growth_yoy": -0.14903129657228018, "revenue_growth_qoq": -0.3015950407466741, "gross_margin": 0.5483195372494265, "operating_margin": 0.2631893886506433, "net_margin": 0.22778498055250823, "roa_ttm": 0.16159403253040375, "roe_ttm": 0.3025470697693031, "debt_to_ebitda": 1.1821110320880224, "net_debt_to_ebitda": 0.18838639501317825, "interest_coverage": 105.29955947136564, "debt_to_equity": 0.5653574501290543, "current_ratio": 3.9054850634429013, "quick_ratio": 3.3248076730942153, "fcf_to_ebitda": 0.9462828933606661, "capex_to_revenue": 0.030730372553146704, "working_capital_to_revenue": 0.556457013834408, "capital_efficiency": 0.23207055114985342, "financial_health": -0.3093146465863451, "margin_quality": 0.3464313021508594, "growth_momentum": -0.14538785576709534, "company_age_years": 32.02464065708419, "ebitda": 2390300000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "HOLX", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 7.952241139450149, "revenue_cagr_3y": 0.032576295158365465, "revenue_cagr_5y": 0.03491460328177709, "earnings_cagr_3y": 0.4382220442566418, "quarterly_revenue_growth_yoy": -0.27601397539115907, "quarterly_earnings_growth_yoy": -0.6389902676399026, "revenue_growth_qoq": -0.04936670988331505, "gross_margin": 0.5399706252622745, "operating_margin": 0.14781787662610155, "net_margin": 0.12452790600083928, "roa_ttm": 0.14353117558867626, "roe_ttm": 0.2670111972437554, "debt_to_ebitda": 1.3485070742440732, "net_debt_to_ebitda": 0.2414706856575025, "interest_coverage": 87.68879668049793, "debt_to_equity": 0.5844304991591813, "current_ratio": 4.118588034552629, "quick_ratio": 3.4534499306814546, "fcf_to_ebitda": 0.9355983532863295, "capex_to_revenue": 0.03053858967240422, "working_capital_to_revenue": 0.6013737224175869, "capital_efficiency": 0.20527118641621583, "financial_health": -0.31803614519942747, "margin_quality": 0.27077213596307176, "growth_momentum": -0.4575021215155308, "company_age_years": 32.276522929500345, "ebitda": 2113300000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 6.627876502365013, "revenue_cagr_3y": 0.11791736373032857, "revenue_cagr_5y": 0.09768370822364303, "earnings_cagr_3y": 0.3836023812224545, "quarterly_revenue_growth_yoy": -0.06293403820737714, "quarterly_earnings_growth_yoy": -0.3612266112266112, "revenue_growth_qoq": -0.0385838613446414, "gross_margin": 0.3161606318596779, "operating_margin": 0.1764027079700482, "net_margin": 0.12606421171402196, "roa_ttm": 0.10127650952316629, "roe_ttm": 0.1958101314230816, "debt_to_ebitda": 1.443511075499496, "net_debt_to_ebitda": 1.1246866034273308, "interest_coverage": 91.68009478672985, "debt_to_equity": 0.5209166969807203, "current_ratio": 1.9797463562369866, "quick_ratio": 1.8129093318190421, "fcf_to_ebitda": 0.4719170823748352, "capex_to_revenue": 0.030405448010593354, "working_capital_to_revenue": 0.16318809508796267, "capital_efficiency": 0.14854332047312394, "financial_health": -0.4426142552246223, "margin_quality": 0.206209183847916, "growth_momentum": -0.21208032471699417, "company_age_years": 32.00547570157426, "ebitda": 3868900000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 6.7746684832528885, "revenue_cagr_3y": 0.004754630336525123, "revenue_cagr_5y": 0.02825281400613333, "earnings_cagr_3y": 0.2349454671336244, "quarterly_revenue_growth_yoy": -0.2389408180800375, "quarterly_earnings_growth_yoy": -0.23277706461275138, "revenue_growth_qoq": -0.2504359421479126, "gross_margin": 0.3224426958604174, "operating_margin": 0.14669859733150872, "net_margin": 0.12268217584673281, "roa_ttm": 0.09755870431454043, "roe_ttm": 0.19138134933225648, "debt_to_ebitda": 1.6277607137633465, "net_debt_to_ebitda": 1.3151089659207256, "interest_coverage": 80.43529411764706, "debt_to_equity": 0.5350120664955244, "current_ratio": 1.903515078133868, "quick_ratio": 1.7384312686821295, "fcf_to_ebitda": 0.5455609185315197, "capex_to_revenue": 0.03535836908435009, "working_capital_to_revenue": 0.15981875740397422, "capital_efficiency": 0.14447002682339846, "financial_health": -0.4629945760634583, "margin_quality": 0.19727448967955297, "growth_momentum": -0.23585894134639446, "company_age_years": 32.25462012320329, "ebitda": 3418500000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "LH", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 7.343534347659381, "revenue_cagr_3y": -0.0070728426824674395, "revenue_cagr_5y": 0.015453477664096216, "earnings_cagr_3y": 0.1692536862606755, "quarterly_revenue_growth_yoy": -0.2943435238517206, "quarterly_earnings_growth_yoy": -0.399284862932062, "revenue_growth_qoq": -0.01922682175846733, "gross_margin": 0.30912515696944326, "operating_margin": 0.13045904841635272, "net_margin": 0.12306404353285894, "roa_ttm": 0.08857056390598204, "roe_ttm": 0.17399575910108797, "debt_to_ebitda": 1.923873261528809, "net_debt_to_ebitda": 1.7809962006343896, "interest_coverage": 61.96328293736501, "debt_to_equity": 0.5468976040902875, "current_ratio": 1.7332593268049004, "quick_ratio": 1.5478333267256075, "fcf_to_ebitda": 0.5178988462476908, "capex_to_revenue": 0.037394056236586516, "working_capital_to_revenue": 0.13455312647775636, "capital_efficiency": 0.131283161503535, "financial_health": -0.5078818357789701, "margin_quality": 0.18754941630621833, "growth_momentum": -0.3468141933918913, "company_age_years": 32.506502395619435, "ebitda": 2868900000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 9.865255376344086, "revenue_cagr_3y": -0.013702794488318126, "revenue_cagr_5y": -0.0018557054025152286, "earnings_cagr_3y": -0.15313172583476953, "quarterly_revenue_growth_yoy": -0.03648863035430989, "quarterly_earnings_growth_yoy": -0.39263803680981596, "revenue_growth_qoq": -0.05399792315680166, "gross_margin": 0.3029637760702525, "operating_margin": 0.09604829857299671, "net_margin": 0.05433589462129528, "roa_ttm": 0.06407170719561789, "roe_ttm": 0.13646809262860174, "debt_to_ebitda": 2.809811827956989, "net_debt_to_ebitda": 2.57997311827957, "interest_coverage": 35.42857142857143, "debt_to_equity": 0.7390843203111189, "current_ratio": 1.3817537643932685, "quick_ratio": 1.2701505757307352, "fcf_to_ebitda": 0.5235215053763441, "capex_to_revenue": 0.05694136084628445, "working_capital_to_revenue": 0.056288363588872924, "capital_efficiency": 0.10026989991210981, "financial_health": -0.6845379452205304, "margin_quality": 0.15111598975484816, "growth_momentum": -0.21456333358206292, "company_age_years": 23.28542094455852, "ebitda": 1488000000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 6.687540983606557, "revenue_cagr_3y": 0.11353818512884994, "revenue_cagr_5y": 0.06575255238284994, "earnings_cagr_3y": 0.2950063139486918, "quarterly_revenue_growth_yoy": -0.04007352941176471, "quarterly_earnings_growth_yoy": -0.24358974358974358, "revenue_growth_qoq": -0.04846938775510204, "gross_margin": 0.36959019532746074, "operating_margin": 0.19647644580620452, "net_margin": 0.13558023745691306, "roa_ttm": 0.13941377771165006, "roe_ttm": 0.29386859024619727, "debt_to_ebitda": 1.385413181666109, "net_debt_to_ebitda": 1.1472064235530277, "interest_coverage": 80.78378378378379, "debt_to_equity": 0.6493649051278031, "current_ratio": 1.4558823529411764, "quick_ratio": 1.34, "fcf_to_ebitda": 0.535965205754433, "capex_to_revenue": 0.03558385616630771, "working_capital_to_revenue": 0.07257233823391704, "capital_efficiency": 0.21664118397892368, "financial_health": -0.5719336832446111, "margin_quality": 0.2338822928635261, "growth_momentum": -0.14183163650075414, "company_age_years": 25.284052019164957, "ebitda": 2989000000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 7.669848, "revenue_cagr_3y": 0.07894283413557868, "revenue_cagr_5y": 0.047719313060124335, "earnings_cagr_3y": 0.04190846598177189, "quarterly_revenue_growth_yoy": -0.03803921568627451, "quarterly_earnings_growth_yoy": -0.6289808917197452, "revenue_growth_qoq": -0.060513213328226734, "gross_margin": 0.3432531593966572, "operating_margin": 0.1581736649001223, "net_margin": 0.0949857317570322, "roa_ttm": 0.11110276442307693, "roe_ttm": 0.23069723912026205, "debt_to_ebitda": 1.656, "net_debt_to_ebitda": 1.34, "interest_coverage": 65.78947368421052, "debt_to_equity": 0.6457650912494151, "current_ratio": 1.5383639822447686, "quick_ratio": 1.4197844007609386, "fcf_to_ebitda": 0.6208, "capex_to_revenue": 0.03515403515403515, "working_capital_to_revenue": 0.08023058023058023, "capital_efficiency": 0.17090000177166947, "financial_health": -0.561930980068812, "margin_quality": 0.19880418535127053, "growth_momentum": -0.3335100537030099, "company_age_years": 25.533196440793976, "ebitda": 2500000000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "DGX", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 8.130921470721743, "revenue_cagr_3y": 0.08320525423619984, "revenue_cagr_5y": 0.0518256808049542, "earnings_cagr_3y": 0.05878223979690622, "quarterly_revenue_growth_yoy": -0.10382119682768565, "quarterly_earnings_growth_yoy": -0.49502982107355864, "revenue_growth_qoq": 0.013452914798206279, "gross_margin": 0.3491552695092518, "operating_margin": 0.1576830249396621, "net_margin": 0.10217216411906678, "roa_ttm": 0.09301973833471981, "roe_ttm": 0.19727345629510826, "debt_to_ebitda": 1.8769859282796186, "net_debt_to_ebitda": 1.5592374035406265, "interest_coverage": 59.54054054054054, "debt_to_equity": 0.6631916599839615, "current_ratio": 1.4569288389513109, "quick_ratio": 1.3426966292134832, "fcf_to_ebitda": 0.6645483431684067, "capex_to_revenue": 0.03895473091121041, "working_capital_to_revenue": 0.07110938410724695, "capital_efficiency": 0.14514659731491403, "financial_health": -0.5853939343253879, "margin_quality": 0.20300348618932693, "growth_momentum": -0.29942550895062214, "company_age_years": 25.78507871321013, "ebitda": 2203000000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "REGN", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 19.72284268135642, "revenue_cagr_3y": 0.11496343274017606, "revenue_cagr_5y": 0.16021809921726504, "earnings_cagr_3y": 0.35885880257539293, "quarterly_revenue_growth_yoy": 0.3319248142211861, "quarterly_earnings_growth_yoy": 0.3545868575146389, "revenue_growth_qoq": -0.018942849476790986, "gross_margin": 0.8504539984684389, "operating_margin": 0.3829449731976808, "net_margin": 0.3416475221529373, "roa_ttm": 0.1446485800412502, "roe_ttm": 0.18785955658122475, "debt_to_ebitda": 0.40892831592502504, "net_debt_to_ebitda": 0.0, "interest_coverage": 458.2950819672131, "debt_to_equity": 0.09422236874639413, "current_ratio": 4.205965356169716, "quick_ratio": 3.485402880498248, "fcf_to_ebitda": 0.6101015882100443, "capex_to_revenue": 0.07491587292534078, "working_capital_to_revenue": 0.939499800376433, "capital_efficiency": 0.16625406831123746, "financial_health": 0.1401364429636681, "margin_quality": 0.5250154979396857, "growth_momentum": 0.34325583586791253, "company_age_years": 28.996577686516083, "ebitda": 2795600000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 19.525654702648115, "revenue_cagr_3y": 0.34688810578336526, "revenue_cagr_5y": 0.24026203495945264, "earnings_cagr_3y": 0.41563712767396876, "quarterly_revenue_growth_yoy": 0.21643212772682327, "quarterly_earnings_growth_yoy": 0.16682844973037858, "revenue_growth_qoq": 0.012013895590080093, "gross_margin": 0.8828128724672228, "operating_margin": 0.4962574493444577, "net_margin": 0.3633373063170441, "roa_ttm": 0.17193005099571412, "roe_ttm": 0.22472283854405428, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 205.21637583892618, "debt_to_equity": 0.0, "current_ratio": 4.752453903311623, "quick_ratio": 4.5970094486744335, "fcf_to_ebitda": 0.801576597495392, "capex_to_revenue": 0.02865003597297007, "working_capital_to_revenue": 1.0293755349076215, "capital_efficiency": 0.1983264447698842, "financial_health": 0.5331121414692658, "margin_quality": 0.5808025427095749, "growth_momentum": 0.19163028872860094, "company_age_years": 30.68583162217659, "ebitda": 3057724000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "VRTX", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 15.599770795160117, "revenue_cagr_3y": 0.34949278617356727, "revenue_cagr_5y": 0.32196809710919516, "earnings_cagr_3y": 1.5291283337573236, "quarterly_revenue_growth_yoy": 0.1764652518642612, "quarterly_earnings_growth_yoy": 0.09222845123062043, "revenue_growth_qoq": 0.06288134049722248, "gross_margin": 0.8760227905581973, "operating_margin": 0.48267146467891875, "net_margin": 0.3986205714775307, "roa_ttm": 0.19592491500263373, "roe_ttm": 0.2512126235648063, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 308.6519708029197, "debt_to_equity": 0.0, "current_ratio": 4.702793852757445, "quick_ratio": 4.554018319089411, "fcf_to_ebitda": 0.9018732742237732, "capex_to_revenue": 0.026768268855021492, "working_capital_to_revenue": 1.1104636461853206, "capital_efficiency": 0.22356876928372, "financial_health": 0.5489812287506585, "margin_quality": 0.5857716089048823, "growth_momentum": 0.1343468515474408, "company_age_years": 31.186858316221766, "ebitda": 4228532000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2022-06-30", "company_multiple": 18.098217291988647, "revenue_cagr_3y": 0.1730198566567831, "revenue_cagr_5y": 0.22153746013617526, "earnings_cagr_3y": -0.0847828528885689, "quarterly_revenue_growth_yoy": -0.040813883546628044, "quarterly_earnings_growth_yoy": -0.43519232502478544, "revenue_growth_qoq": -0.003766880835659805, "gross_margin": 0.7091505054391044, "operating_margin": 0.1941059436668238, "net_margin": 0.11634227319187296, "roa_ttm": 0.10654308457365504, "roe_ttm": 0.17199612901182273, "debt_to_ebitda": 0.12476165445045305, "net_debt_to_ebitda": 0.0, "interest_coverage": 4022.2, "debt_to_equity": 0.034160109205655556, "current_ratio": 1.317216558949332, "quick_ratio": 1.1453901377400086, "fcf_to_ebitda": 0.3943602800376279, "capex_to_revenue": 0.09944866592794535, "working_capital_to_revenue": 0.14346415852314554, "capital_efficiency": 0.1392696067927389, "financial_health": 0.12370836197793367, "margin_quality": 0.3398662407659337, "growth_momentum": -0.23800310428570676, "company_age_years": 21.423682409308693, "ebitda": 985439000.0, "spy_multiple": 12.0, "sector_multiple": 16.101329179646935, "sector_premium_over_spy": 0.3417774316372446}, {"ticker": "ALGN", "sector": "Healthcare", "quarter_date": "2022-09-30", "company_multiple": 17.512703659556912, "revenue_cagr_3y": 0.13599319313774072, "revenue_cagr_5y": 0.1823868614951918, "earnings_cagr_3y": -0.10826402079865272, "quarterly_revenue_growth_yoy": -0.12359214336759504, "quarterly_earnings_growth_yoy": -0.5982737374909515, "revenue_growth_qoq": -0.08169228500143881, "gross_margin": 0.6954235871816413, "operating_margin": 0.16134814701667213, "net_margin": 0.08165346583583048, "roa_ttm": 0.08638188797798405, "roe_ttm": 0.13824391236776049, "debt_to_ebitda": 0.13852792518137327, "net_debt_to_ebitda": 0.0, "interest_coverage": 517.8100890207716, "debt_to_equity": 0.03271430744471288, "current_ratio": 1.3819917398169452, "quick_ratio": 1.2046387675935102, "fcf_to_ebitda": 0.4000893972561919, "capex_to_revenue": 0.09000318046156287, "working_capital_to_revenue": 0.17886589761087557, "capital_efficiency": 0.11231290017287227, "financial_health": 0.15048293209505775, "margin_quality": 0.31280840001138127, "growth_momentum": -0.36093294042927326, "company_age_years": 21.675564681724847, "ebitda": 872510000.0, "spy_multiple": 12.0, "sector_multiple": 14.986604557620748, "sector_premium_over_spy": 0.2488837131350623}, {"ticker": "CRL", "sector": "Healthcare", "quarter_date": "2022-03-31", "company_multiple": 19.839018713368525, "revenue_cagr_3y": 0.1476836497285161, "revenue_cagr_5y": 0.15441427421569398, "earnings_cagr_3y": 0.1904870694659837, "quarterly_revenue_growth_yoy": 0.1083758001178802, "quarterly_earnings_growth_yoy": 0.5118153746140094, "revenue_growth_qoq": 0.009810507706756533, "gross_margin": 0.3685384750894216, "operating_margin": 0.16278945082167215, "net_margin": 0.10178252358771853, "roa_ttm": 0.0597132260144064, "roe_ttm": 0.16185602241068062, "debt_to_ebitda": 3.1381048927418695, "net_debt_to_ebitda": 2.85627527062141, "interest_coverage": 90.96989612041551, "debt_to_equity": 1.0317866479910995, "current_ratio": 1.3413500577055237, "quick_ratio": 1.118803951142992, "fcf_to_ebitda": 0.48006198948975193, "capex_to_revenue": 0.07747739854520828, "working_capital_to_revenue": 0.0934687560872324, "capital_efficiency": 0.11078462421254351, "financial_health": -0.9821226176169937, "margin_quality": 0.21103681649960412, "growth_momentum": 0.3100955873659448, "company_age_years": 21.76865160848734, "ebitda": 858210000.0, "spy_multiple": 12.0, "sector_multiple": 18.622864754098362, "sector_premium_over_spy": 0.5519053961748634}, {"ticker": "MEDP", "sector": "Healthcare", "quarter_date": "2020-03-31", "company_multiple": 17.67184868307468, "revenue_cagr_3y": 0.2937811080604533, "revenue_cagr_5y": 0.22694964887414226, "earnings_cagr_3y": 0.5077709050683252, "quarterly_revenue_growth_yoy": 0.15013375443980054, "quarterly_earnings_growth_yoy": 0.5081779352015835, "revenue_growth_qoq": 0.004319532289917612, "gross_margin": 0.28187059022258415, "operating_margin": 0.1537775198264026, "net_margin": 0.12540768107969977, "roa_ttm": 0.09686683063269909, "roe_ttm": 0.15352347941415354, "debt_to_ebitda": 0.6842320653251229, "net_debt_to_ebitda": 0.0, "interest_coverage": 160.56160164271049, "debt_to_equity": 0.14907376577565587, "current_ratio": 0.8947323350588069, "quick_ratio": 0.8947323350588069, "fcf_to_ebitda": 1.2536655860141828, "capex_to_revenue": 0.023513450124395836, "working_capital_to_revenue": -0.040005296782541264, "capital_efficiency": 0.12519515502342632, "financial_health": 0.11778744306165252, "margin_quality": 0.1870185970428955, "growth_momentum": 0.32915584482069205, "company_age_years": 3.6358658453114305, "ebitda": 156387000.0, "spy_multiple": 20.0, "sector_multiple": 17.439340600846247, "sector_premium_over_spy": -0.12803296995768765}, {"ticker": "C", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 11.564051850068223, "revenue_cagr_3y": 0.0670495707837373, "revenue_cagr_5y": 0.03199285228961224, "earnings_cagr_3y": -0.14727568456529616, "quarterly_revenue_growth_yoy": 0.02908121886224076, "quarterly_earnings_growth_yoy": -0.4615711252653928, "revenue_growth_qoq": 0.06900425258765948, "gross_margin": 0.5279966974405164, "operating_margin": 0.11739097800795617, "net_margin": 0.0951737596637394, "roa_ttm": 0.007760713947841443, "roe_ttm": 0.08956954417124645, "debt_to_ebitda": 19.46560719158841, "net_debt_to_ebitda": 7.991171041014527, "interest_coverage": 4.412608464671507, "debt_to_equity": 2.5219231429150786, "current_ratio": 15.998753848409324, "quick_ratio": 15.997532131163563, "fcf_to_ebitda": -0.24207400272895097, "capex_to_revenue": 0.050650646808183944, "working_capital_to_revenue": 5.890743157652297, "capital_efficiency": 0.04866512905954395, "financial_health": -2.1074064334635785, "margin_quality": 0.24685381170407064, "growth_momentum": -0.21624495320157602, "company_age_years": 43.238877481177276, "ebitda": 24918000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "C", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 11.752825337268128, "revenue_cagr_3y": -0.01125779837492169, "revenue_cagr_5y": 0.02055994766954994, "earnings_cagr_3y": -0.1086754097277931, "quarterly_revenue_growth_yoy": 0.299958796868562, "quarterly_earnings_growth_yoy": -0.2508613264427218, "revenue_growth_qoq": 0.08624548114993975, "gross_margin": 0.6558637083993661, "operating_margin": 0.17408874801901744, "net_margin": 0.1378367670364501, "roa_ttm": 0.006511794727063196, "roe_ttm": 0.0780872280419017, "debt_to_ebitda": 20.949198988195615, "net_debt_to_ebitda": 8.318212478920742, "interest_coverage": 3.22457857531267, "debt_to_equity": 2.502593674456084, "current_ratio": 4.469916943398738, "quick_ratio": 12.504603983462639, "fcf_to_ebitda": 0.39397133220910624, "capex_to_revenue": 0.05635733381666591, "working_capital_to_revenue": 5.3147401332185416, "capital_efficiency": 0.042299511384482444, "financial_health": -2.1382070184947795, "margin_quality": 0.32259640781827786, "growth_momentum": 0.024548735212920114, "company_age_years": 45.738535249828885, "ebitda": 23720000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 11.529272144610408, "revenue_cagr_3y": 0.053025230066029216, "revenue_cagr_5y": 0.0592402219810686, "earnings_cagr_3y": 0.07907528274078701, "quarterly_revenue_growth_yoy": -0.14633663366336633, "quarterly_earnings_growth_yoy": -0.1635930993456276, "revenue_growth_qoq": -0.047503314184710564, "gross_margin": 0.4913013221990257, "operating_margin": 0.35397819531431224, "net_margin": 0.3261424263511946, "roa_ttm": 0.048185047214762196, "roe_ttm": 0.14966901673752758, "debt_to_ebitda": 1.1275276354812618, "net_debt_to_ebitda": 0.21124292262065247, "interest_coverage": 148.36, "debt_to_equity": 0.2250686184812443, "current_ratio": 10.009369144284822, "quick_ratio": 10.009369144284822, "fcf_to_ebitda": 0.5897816122944189, "capex_to_revenue": 0.028162214354682975, "working_capital_to_revenue": 0.7737367235275185, "capital_efficiency": 0.09892703197614489, "financial_health": -0.11847441988462885, "margin_quality": 0.3904739812881775, "growth_momentum": -0.15496486650449698, "company_age_years": 22.99794661190965, "ebitda": 7418000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 9.951117285410263, "revenue_cagr_3y": 0.05522185077087771, "revenue_cagr_5y": 0.04953235967214642, "earnings_cagr_3y": -0.07362950116276401, "quarterly_revenue_growth_yoy": -0.00015055706112616682, "quarterly_earnings_growth_yoy": -0.3107710417892878, "revenue_growth_qoq": -0.007472724555372889, "gross_margin": 0.7160066255082066, "operating_margin": 0.21668423430206293, "net_margin": 0.1763288661346183, "roa_ttm": 0.011762560576450197, "roe_ttm": 0.12392299930140495, "debt_to_ebitda": 9.297942776069993, "net_debt_to_ebitda": 3.7641286356112555, "interest_coverage": 9.47144456886898, "debt_to_equity": 1.5260808817821936, "current_ratio": 0.4368610487229284, "quick_ratio": 0.4365500311017621, "fcf_to_ebitda": 0.7031213052731142, "capex_to_revenue": 0.0, "working_capital_to_revenue": -8.680756843800323, "capital_efficiency": 0.06784277993892757, "financial_health": -0.9286530488074107, "margin_quality": 0.36967324198162926, "growth_momentum": -0.155460799425207, "company_age_years": 32.40246406570842, "ebitda": 8458000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 9.105474527526704, "revenue_cagr_3y": -0.04341099369741808, "revenue_cagr_5y": 0.00566786939852526, "earnings_cagr_3y": -0.028673856822588273, "quarterly_revenue_growth_yoy": 0.016078294302691365, "quarterly_earnings_growth_yoy": -0.3171052631578947, "revenue_growth_qoq": -0.01273560876209883, "gross_margin": 0.9385964912280702, "operating_margin": 0.3362573099415205, "net_margin": 0.2678018575851393, "roa_ttm": 0.012344058228491247, "roe_ttm": 0.14140625, "debt_to_ebitda": 5.543652423993427, "net_debt_to_ebitda": 0.9932210353327855, "interest_coverage": 39.73877551020408, "debt_to_equity": 1.05416015625, "current_ratio": 0.3708608585377175, "quick_ratio": 0.4644831616202641, "fcf_to_ebitda": 1.7882087099424815, "capex_to_revenue": 0.0, "working_capital_to_revenue": -12.753717550197429, "capital_efficiency": 0.07687515411424563, "financial_health": -0.5676478462780598, "margin_quality": 0.5142185529182434, "growth_momentum": -0.15051348442760168, "company_age_years": 34.40109514031485, "ebitda": 9736000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 10.222952840897719, "revenue_cagr_3y": -0.028032444943191348, "revenue_cagr_5y": -0.002483260242105434, "earnings_cagr_3y": -0.02300277715797816, "quarterly_revenue_growth_yoy": 0.01192004078834016, "quarterly_earnings_growth_yoy": -0.0853225241455237, "revenue_growth_qoq": -0.05838245799636814, "gross_margin": 1.0011003584852118, "operating_margin": 0.4079434299911392, "net_margin": 0.31756345883211423, "roa_ttm": 0.010793633844263973, "roe_ttm": 0.17134348136670613, "debt_to_ebitda": 1.3177470684611887, "net_debt_to_ebitda": 0.6352768270470733, "interest_coverage": 65.86271186440678, "debt_to_equity": 0.31807700404103845, "current_ratio": 0.19118250456958424, "quick_ratio": 0.2225573875252122, "fcf_to_ebitda": 0.6066319542734273, "capex_to_revenue": 0.034592006991895755, "working_capital_to_revenue": -24.293032507775077, "capital_efficiency": 0.09106855760548505, "financial_health": 0.0032221345148540697, "margin_quality": 0.5755357491028218, "growth_momentum": -0.03670124167859177, "company_age_years": 37.5605749486653, "ebitda": 349731000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 9.313005248408853, "revenue_cagr_3y": -0.02200367782611412, "revenue_cagr_5y": 0.014516479326146081, "earnings_cagr_3y": -0.00033391918124070497, "quarterly_revenue_growth_yoy": 0.032569277746904914, "quarterly_earnings_growth_yoy": -0.15801163875438676, "revenue_growth_qoq": 0.04381164179277354, "gross_margin": 0.9769191504471915, "operating_margin": 0.41401828713464567, "net_margin": 0.31548636232495175, "roa_ttm": 0.010226362421344158, "roe_ttm": 0.17615325643227117, "debt_to_ebitda": 1.2937951220670656, "net_debt_to_ebitda": 0.513254607200532, "interest_coverage": 50.58018018018018, "debt_to_equity": 0.323139419875944, "current_ratio": 0.17682242088037337, "quick_ratio": 0.21918198227290786, "fcf_to_ebitda": 0.8855561888477249, "capex_to_revenue": 0.036479892357646225, "working_capital_to_revenue": -24.85600723996166, "capital_efficiency": 0.09318980942680767, "financial_health": 0.0036488921836285246, "margin_quality": 0.568807933302263, "growth_momentum": -0.06272118050374093, "company_age_years": 37.80971937029432, "ebitda": 336864000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 11.506197604790419, "revenue_cagr_3y": 0.05740819415304799, "revenue_cagr_5y": 0.1273410947180984, "earnings_cagr_3y": -0.38671751779205255, "quarterly_revenue_growth_yoy": -0.03815694744420446, "quarterly_earnings_growth_yoy": -0.8659217877094972, "revenue_growth_qoq": -0.03398409255242227, "gross_margin": 0.531437125748503, "operating_margin": 0.04341317365269461, "net_margin": 0.03592814371257485, "roa_ttm": 0.009666628620595802, "roe_ttm": 0.09355085393831251, "debt_to_ebitda": 7.558083832335329, "net_debt_to_ebitda": 6.417964071856288, "interest_coverage": 9.027027027027026, "debt_to_equity": 1.0724785453309542, "current_ratio": 0.02408093156063175, "quick_ratio": 0.02396939412866958, "fcf_to_ebitda": 0.8868263473053892, "capex_to_revenue": 0.01682477179165921, "working_capital_to_revenue": -15.660819760157509, "capital_efficiency": 0.05160874127945416, "financial_health": -0.815639331776653, "margin_quality": 0.20359281437125745, "growth_momentum": -0.45203936757685087, "company_age_years": 30.015058179329227, "ebitda": 1670000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 10.924270916334661, "revenue_cagr_3y": 0.08367059811656019, "revenue_cagr_5y": 0.09172131544165696, "earnings_cagr_3y": 0.1398012454282147, "quarterly_revenue_growth_yoy": 0.31689630166787525, "quarterly_earnings_growth_yoy": 36.93333333333333, "revenue_growth_qoq": 0.07201889020070838, "gross_margin": 0.9245594713656388, "operating_margin": 0.3639867841409692, "net_margin": 0.29680616740088106, "roa_ttm": 0.010064510282565232, "roe_ttm": 0.09748738204959403, "debt_to_ebitda": 3.9717131474103584, "net_debt_to_ebitda": 3.907569721115538, "interest_coverage": 35.857142857142854, "debt_to_equity": 0.5469058591178407, "current_ratio": 11.741321921065145, "quick_ratio": 11.736091298145507, "fcf_to_ebitda": 1.0466135458167332, "capex_to_revenue": 0.03900964445084209, "working_capital_to_revenue": 3.2516194040593063, "capital_efficiency": 0.053775946166079634, "financial_health": -0.43062203773022717, "margin_quality": 0.5284508076358297, "growth_momentum": 18.625114817500602, "company_age_years": 32.26283367556468, "ebitda": 2510000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 10.939656121045392, "revenue_cagr_3y": 0.13140863612113995, "revenue_cagr_5y": 0.11648107093285476, "earnings_cagr_3y": 0.16882054017550274, "quarterly_revenue_growth_yoy": 0.19942528735632184, "quarterly_earnings_growth_yoy": 0.5755968169761273, "revenue_growth_qoq": 0.14922907488986784, "gross_margin": 0.8605654048873982, "operating_margin": 0.3560134163871586, "net_margin": 0.2846190704360326, "roa_ttm": 0.011105108684150437, "roe_ttm": 0.10886062128077742, "debt_to_ebitda": 4.393741403026135, "net_debt_to_ebitda": 4.30433287482806, "interest_coverage": 15.718918918918918, "debt_to_equity": 0.6975487252279303, "current_ratio": 7.414677804295943, "quick_ratio": 7.411396181384248, "fcf_to_ebitda": 1.0013755158184319, "capex_to_revenue": 0.03496024129421442, "working_capital_to_revenue": 2.947902385522347, "capital_efficiency": 0.059982864982463927, "financial_health": -0.5536647286484783, "margin_quality": 0.500399297236863, "growth_momentum": 0.38751105216622456, "company_age_years": 32.51471594798083, "ebitda": 2908000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 10.751502198221093, "revenue_cagr_3y": -0.019891661889317347, "revenue_cagr_5y": 0.01342349096721418, "earnings_cagr_3y": 0.03251063804452525, "quarterly_revenue_growth_yoy": -0.04788732394366197, "quarterly_earnings_growth_yoy": -0.2797427652733119, "revenue_growth_qoq": -0.12976313079299692, "gross_margin": 0.9686390532544379, "operating_margin": 0.357396449704142, "net_margin": 0.2650887573964497, "roa_ttm": 0.013524922608306985, "roe_ttm": 0.1601123595505618, "debt_to_ebitda": 4.331321473951715, "net_debt_to_ebitda": 4.1140406607369755, "interest_coverage": 47.696969696969695, "debt_to_equity": 0.8907107394826235, "current_ratio": 0.05734021468239173, "quick_ratio": 0.12264761867383583, "fcf_to_ebitda": 0.6883735705209657, "capex_to_revenue": 0.010208304593737068, "working_capital_to_revenue": -19.88012139605463, "capital_efficiency": 0.08681864107943439, "financial_health": -0.8478064757393071, "margin_quality": 0.5303747534516766, "growth_momentum": -0.16381504460848692, "company_age_years": 34.40109514031485, "ebitda": 3148000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 11.947242545572916, "revenue_cagr_3y": -0.00785784174387727, "revenue_cagr_5y": 0.026085020260636194, "earnings_cagr_3y": 0.07375359973626172, "quarterly_revenue_growth_yoy": 0.027899343544857767, "quarterly_earnings_growth_yoy": -0.20155038759689922, "revenue_growth_qoq": 0.05266106442577031, "gross_margin": 0.9419904204364024, "operating_margin": 0.3533794571580628, "net_margin": 0.27408195848855776, "roa_ttm": 0.01118120925435804, "roe_ttm": 0.1598946576373213, "debt_to_ebitda": 7.318033854166667, "net_debt_to_ebitda": 7.084635416666667, "interest_coverage": 12.387096774193548, "debt_to_equity": 1.6915726109857034, "current_ratio": 0.06543968608700171, "quick_ratio": 0.19768982901096616, "fcf_to_ebitda": 0.900390625, "capex_to_revenue": 0.014802631578947368, "working_capital_to_revenue": -19.716968201754387, "capital_efficiency": 0.08553793344583967, "financial_health": -1.3699669823290355, "margin_quality": 0.5231506120276742, "growth_momentum": -0.08682552202602073, "company_age_years": 34.902121834360024, "ebitda": 3072000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 10.262730626800165, "revenue_cagr_3y": 0.12175029357578726, "revenue_cagr_5y": 0.07991725072068534, "earnings_cagr_3y": -0.14317891065320865, "quarterly_revenue_growth_yoy": 0.009305260896420227, "quarterly_earnings_growth_yoy": -0.5976970644679792, "revenue_growth_qoq": 0.013915991475050134, "gross_margin": 0.8173932709832772, "operating_margin": 0.11343186948173178, "net_margin": 0.10039866785513146, "roa_ttm": 0.0098630060901664, "roe_ttm": 0.07245429769057903, "debt_to_ebitda": 3.8230386778219723, "net_debt_to_ebitda": 2.6463242353586613, "interest_coverage": 12.037312200759452, "debt_to_equity": 0.39489168335732894, "current_ratio": 0.3740424039366183, "quick_ratio": 0.3739024537480155, "fcf_to_ebitda": 0.5004011795364147, "capex_to_revenue": 0.03628994890075194, "working_capital_to_revenue": -10.425116217922884, "capital_efficiency": 0.04115865189037271, "financial_health": -0.06708078996875563, "margin_quality": 0.3437412694400468, "growth_momentum": -0.2941959017857795, "company_age_years": 30.015058179329227, "ebitda": 291640000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 9.296274415413775, "revenue_cagr_3y": 0.04167424571935707, "revenue_cagr_5y": 0.06689065746291822, "earnings_cagr_3y": 0.12469339616404218, "quarterly_revenue_growth_yoy": 0.040462561612481136, "quarterly_earnings_growth_yoy": 0.008193091231178033, "revenue_growth_qoq": 0.09229048649437165, "gross_margin": 0.9589667683130412, "operating_margin": 0.4419910818290412, "net_margin": 0.35469762058450377, "roa_ttm": 0.011928634393563727, "roe_ttm": 0.07650483056796782, "debt_to_ebitda": 2.1516098650015696, "net_debt_to_ebitda": 0.0, "interest_coverage": 33.41661485856388, "debt_to_equity": 0.20619404731393678, "current_ratio": 0.27992296949119994, "quick_ratio": 0.35451666620385264, "fcf_to_ebitda": 1.703770886385042, "capex_to_revenue": 0.014645248024046072, "working_capital_to_revenue": -16.466407315579264, "capital_efficiency": 0.044216732480765776, "financial_health": -0.12001940804659836, "margin_quality": 0.5852184902421954, "growth_momentum": 0.024327826421829585, "company_age_years": 32.26283367556468, "ebitda": 430005000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 10.610577818660309, "revenue_cagr_3y": -0.03773277379950957, "revenue_cagr_5y": 0.007819181807813491, "earnings_cagr_3y": -0.0018257734925154478, "quarterly_revenue_growth_yoy": 0.04995743070665027, "quarterly_earnings_growth_yoy": -0.22232709640404938, "revenue_growth_qoq": 0.06880723637962746, "gross_margin": 0.8693707898237996, "operating_margin": 0.3349010280112802, "net_margin": 0.2523928366564256, "roa_ttm": 0.010871328001179462, "roe_ttm": 0.14152637792376796, "debt_to_ebitda": 0.8625226354932785, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.448254207485558, "debt_to_equity": 0.17298803647052302, "current_ratio": 0.23382018152784145, "quick_ratio": 0.3068879244030553, "fcf_to_ebitda": 2.087681341753668, "capex_to_revenue": 0.010604270524162176, "working_capital_to_revenue": -16.230864844615816, "capital_efficiency": 0.07619885296247371, "financial_health": 0.03504734682187158, "margin_quality": 0.4855548848305018, "growth_momentum": -0.08618483284869956, "company_age_years": 30.288843258042437, "ebitda": 484858000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 10.344359364544394, "revenue_cagr_3y": 0.06503532262210499, "revenue_cagr_5y": 0.04842048943727684, "earnings_cagr_3y": 0.2337380752242204, "quarterly_revenue_growth_yoy": -0.0425062656641604, "quarterly_earnings_growth_yoy": -0.1508695652173913, "revenue_growth_qoq": -0.08864503816793894, "gross_margin": 0.30823997487174115, "operating_margin": 0.24144068683907444, "net_margin": 0.2044812061564234, "roa_ttm": 0.04137582706197283, "roe_ttm": 0.1444848142791633, "debt_to_ebitda": 1.563376168224299, "net_debt_to_ebitda": 1.3945677570093458, "interest_coverage": 77.81818181818181, "debt_to_equity": 0.2832375039683939, "current_ratio": 0.025438647966668622, "quick_ratio": -0.9785370576844082, "fcf_to_ebitda": 1.118380062305296, "capex_to_revenue": 0.029977054600182577, "working_capital_to_revenue": -1.6389923762058671, "capital_efficiency": 0.09293032067056806, "financial_health": -0.2484820962080244, "margin_quality": 0.25138728928907966, "growth_momentum": -0.09668791544077586, "company_age_years": 29.018480492813143, "ebitda": 10272000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 10.052471240243984, "revenue_cagr_3y": 0.051714090176788075, "revenue_cagr_5y": 0.04067068434066301, "earnings_cagr_3y": 0.011462316214581936, "quarterly_revenue_growth_yoy": 0.02448600061989875, "quarterly_earnings_growth_yoy": -0.4746136865342163, "revenue_growth_qoq": 0.038215893623704325, "gross_margin": 0.26119402985074625, "operating_margin": 0.14935457845905606, "net_margin": 0.1200080677692618, "roa_ttm": 0.03637599603375398, "roe_ttm": 0.1377474984032361, "debt_to_ebitda": 1.7193116218276876, "net_debt_to_ebitda": 0.9435791308136369, "interest_coverage": 68.51492537313433, "debt_to_equity": 0.3055141579731744, "current_ratio": 0.10067000254431346, "quick_ratio": -0.6736352585305176, "fcf_to_ebitda": 1.207711578259449, "capex_to_revenue": 0.019157182103610674, "working_capital_to_revenue": -1.5606357927786498, "capital_efficiency": 0.08706174721849505, "financial_health": -0.24058375802955126, "margin_quality": 0.17685222535968803, "growth_momentum": -0.22506384295715878, "company_age_years": 29.267624914442163, "ebitda": 9181000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 11.075706998333535, "revenue_cagr_3y": 0.10159552950716444, "revenue_cagr_5y": 0.06951125053215867, "earnings_cagr_3y": -0.09375888943262456, "quarterly_revenue_growth_yoy": 0.11653266796044728, "quarterly_earnings_growth_yoy": -0.5570103655210038, "revenue_growth_qoq": 0.21843485276321098, "gross_margin": 1.0, "operating_margin": 0.1015560337692435, "net_margin": 0.06720741599073002, "roa_ttm": 0.030770628587004255, "roe_ttm": 0.12796238376120406, "debt_to_ebitda": 2.0641321510992348, "net_debt_to_ebitda": 1.805660148184137, "interest_coverage": 54.88666666666666, "debt_to_equity": 0.3567245324209156, "current_ratio": 0.030148048452220726, "quick_ratio": 0.3992916341999008, "fcf_to_ebitda": 1.360378962711041, "capex_to_revenue": 0.012610340479192938, "working_capital_to_revenue": -1.6288039211020962, "capital_efficiency": 0.07936650617410415, "financial_health": -0.3150210524863813, "margin_quality": 0.3895878165866579, "growth_momentum": -0.22023884878027827, "company_age_years": 29.519507186858316, "ebitda": 8233000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "C", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 15.14256779661017, "revenue_cagr_3y": -0.04049542272206663, "revenue_cagr_5y": -0.014210403964677432, "earnings_cagr_3y": -0.08694325094417943, "quarterly_revenue_growth_yoy": -0.22874540441176472, "quarterly_earnings_growth_yoy": -0.3596580500712396, "revenue_growth_qoq": -0.13358286009292722, "gross_margin": 0.7436317592730523, "operating_margin": 0.19633546849396694, "net_margin": 0.15621431054173493, "roa_ttm": 0.005243774891371916, "roe_ttm": 0.060435536115867876, "debt_to_ebitda": 28.242226961499608, "net_debt_to_ebitda": 10.075485464137389, "interest_coverage": 6.3161999291031545, "debt_to_equity": 2.595576554086117, "current_ratio": 0.4177473228191152, "quick_ratio": 0.41772274139108645, "fcf_to_ebitda": -0.16887417218543047, "capex_to_revenue": 0.03450055289347586, "working_capital_to_revenue": -10.476973303143595, "capital_efficiency": 0.0328396555036199, "financial_health": -1.1887399412340591, "margin_quality": 0.36539384610291803, "growth_momentum": -0.2942017272415022, "company_age_years": 43.73990417522245, "ebitda": 17818000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "C", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 14.147066232040528, "revenue_cagr_3y": 0.11010258173536247, "revenue_cagr_5y": 0.08689174244277087, "earnings_cagr_3y": 0.22008913994883117, "quarterly_revenue_growth_yoy": 0.6979690702440842, "quarterly_earnings_growth_yoy": 0.06967022758941012, "revenue_growth_qoq": 0.1975426262360787, "gross_margin": 0.5057884341051245, "operating_margin": 0.169620322616043, "net_margin": 0.12635795018106002, "roa_ttm": 0.006168758831059914, "roe_ttm": 0.07270937852564872, "debt_to_ebitda": 23.98272568723528, "net_debt_to_ebitda": 10.322772195000415, "interest_coverage": 1.5007166448557363, "debt_to_equity": 2.7727597878009553, "current_ratio": 0.3253409310360335, "quick_ratio": 0.9750709639188485, "fcf_to_ebitda": 0.5904825180632838, "capex_to_revenue": 0.05232865550807423, "working_capital_to_revenue": -11.052866070886822, "capital_efficiency": 0.03943906867835432, "financial_health": -1.20874091035067, "margin_quality": 0.26725556896740915, "growth_momentum": 0.38381964891674714, "company_age_years": 46.23682409308692, "ebitda": 24082000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "C", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 16.596954490209317, "revenue_cagr_3y": 0.17996255286579466, "revenue_cagr_5y": 0.09413030676404288, "earnings_cagr_3y": 0.40278640069928096, "quarterly_revenue_growth_yoy": 0.6434412119125494, "quarterly_earnings_growth_yoy": -0.35891796789091707, "revenue_growth_qoq": 0.047596839679578624, "gross_margin": 0.4615706915966166, "operating_margin": 0.10584753973865452, "net_margin": 0.07633487836174614, "roa_ttm": 0.005575417496157695, "roe_ttm": 0.06474254859404271, "debt_to_ebitda": 25.882286743191536, "net_debt_to_ebitda": 12.517083051991897, "interest_coverage": 1.1849895983357337, "debt_to_equity": 2.7547803506149418, "current_ratio": 0.3136970021430541, "quick_ratio": 0.9578097309814027, "fcf_to_ebitda": -2.862255232950709, "capex_to_revenue": 0.048281895056707436, "working_capital_to_revenue": -9.797710216547216, "capital_efficiency": 0.035158983045100206, "financial_health": -1.1927100537705526, "margin_quality": 0.21458436989900576, "growth_momentum": 0.14226162201081619, "company_age_years": 46.48596851471595, "ebitda": 22215000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "C", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 17.720186070090367, "revenue_cagr_3y": 0.26480274224271705, "revenue_cagr_5y": 0.1047948882909131, "earnings_cagr_3y": 0.040702675306957925, "quarterly_revenue_growth_yoy": 0.6144215530903328, "quarterly_earnings_growth_yoy": 0.01925840758838747, "revenue_growth_qoq": 0.0670647078848823, "gross_margin": 0.4398007264160204, "operating_margin": 0.1175026995189948, "net_margin": 0.0870226759595563, "roa_ttm": 0.005733642336404364, "roe_ttm": 0.0648200741755488, "debt_to_ebitda": 25.37782675776945, "net_debt_to_ebitda": 14.181573727132466, "interest_coverage": 1.0797753343805037, "debt_to_equity": 2.7479129177147823, "current_ratio": 0.30197028142307664, "quick_ratio": 0.9362537517745438, "fcf_to_ebitda": -2.040731761075601, "capex_to_revenue": 0.04651433900676148, "working_capital_to_revenue": -8.679021573656275, "capital_efficiency": 0.03527685825597658, "financial_health": -1.209021578685788, "margin_quality": 0.2147753672981905, "growth_momentum": 0.3168399803393601, "company_age_years": 46.7378507871321, "ebitda": 22685000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 31.233653916910633, "revenue_cagr_3y": -0.06376429009114992, "revenue_cagr_5y": -0.03409952037651942, "earnings_cagr_3y": -0.3580699364356281, "quarterly_revenue_growth_yoy": -0.015799571154497236, "quarterly_earnings_growth_yoy": -0.646814404432133, "revenue_growth_qoq": 0.07163922339641189, "gross_margin": 0.8339639949547071, "operating_margin": 0.12292168329320032, "net_margin": 0.08771929824561403, "roa_ttm": 0.007061800915956095, "roe_ttm": 0.07013882483165759, "debt_to_ebitda": 32.60425836830791, "net_debt_to_ebitda": 23.03941037977275, "interest_coverage": 6.746546961325967, "debt_to_equity": 3.672527903329951, "current_ratio": 0.6759614651934904, "quick_ratio": 0.03602242420943776, "fcf_to_ebitda": 0.5249257856484799, "capex_to_revenue": 0.04679123908714964, "working_capital_to_revenue": -3.799433297595344, "capital_efficiency": 0.038600312873806844, "financial_health": -1.9141945280014825, "margin_quality": 0.3482016588311738, "growth_momentum": -0.33130698779331513, "company_age_years": 16.66255989048597, "ebitda": 9769000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 41.80861956668012, "revenue_cagr_3y": -0.12811711154278926, "revenue_cagr_5y": -0.10572653282491473, "earnings_cagr_3y": -0.20513054666268082, "quarterly_revenue_growth_yoy": -0.33642316523513904, "quarterly_earnings_growth_yoy": -0.6009142053445851, "revenue_growth_qoq": -0.10526315789473684, "gross_margin": 0.8122516980648469, "operating_margin": 0.20197359989747532, "net_margin": 0.1454568755606818, "roa_ttm": 0.004981572509555417, "roe_ttm": 0.05037023388647696, "debt_to_ebitda": 43.01116942538017, "net_debt_to_ebitda": 32.357287040775134, "interest_coverage": 5.072354948805461, "debt_to_equity": 3.6806430438637907, "current_ratio": 0.6253363504918011, "quick_ratio": 0.005258414435676818, "fcf_to_ebitda": -0.779706634369533, "capex_to_revenue": 0.05974217729570106, "working_capital_to_revenue": -4.922255664716906, "capital_efficiency": 0.02767590319801619, "financial_health": -1.9845141410024714, "margin_quality": 0.38656072450766793, "growth_momentum": -0.46866868528986205, "company_age_years": 16.91170431211499, "ebitda": 7431000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 34.70107216494846, "revenue_cagr_3y": -0.024220523260727544, "revenue_cagr_5y": 0.003308230334243989, "earnings_cagr_3y": -0.01918138528817226, "quarterly_revenue_growth_yoy": -0.08033345964380448, "quarterly_earnings_growth_yoy": 0.7385496183206107, "revenue_growth_qoq": 0.2441368704344483, "gross_margin": 0.8170580964153276, "operating_margin": 0.253708281829419, "net_margin": 0.1876802637000412, "roa_ttm": 0.0057401351184098, "roe_ttm": 0.059504820029128234, "debt_to_ebitda": 39.36929307805597, "net_debt_to_ebitda": 26.69219440353461, "interest_coverage": 4.587837837837838, "debt_to_equity": 3.7078507524793674, "current_ratio": 0.6173849869913752, "quick_ratio": 0.037860583142395286, "fcf_to_ebitda": 1.397766323024055, "capex_to_revenue": 0.06915915042187955, "working_capital_to_revenue": -5.378440500436427, "capital_efficiency": 0.032622477573769015, "financial_health": -2.008551634966178, "margin_quality": 0.4194822139815959, "growth_momentum": 0.32910807933840314, "company_age_years": 17.16084873374401, "ebitda": 8148000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 32.501095407854365, "revenue_cagr_3y": 0.06290806139316274, "revenue_cagr_5y": 0.12227387277324886, "earnings_cagr_3y": 0.11343200023651967, "quarterly_revenue_growth_yoy": 0.22179896780535757, "quarterly_earnings_growth_yoy": 0.4684431977559607, "revenue_growth_qoq": 0.024206839719818705, "gross_margin": 0.8214824499647994, "operating_margin": 0.28844413154983406, "net_margin": 0.21060042240772403, "roa_ttm": 0.006609188544830776, "roe_ttm": 0.06676615773160371, "debt_to_ebitda": 35.853696498054475, "net_debt_to_ebitda": 24.78810450250139, "interest_coverage": 5.067605633802817, "debt_to_equity": 3.7022615084376076, "current_ratio": 0.6077630015449508, "quick_ratio": -0.020574274743385614, "fcf_to_ebitda": 0.6533629794330184, "capex_to_revenue": 0.07438838977194195, "working_capital_to_revenue": -5.046081548030408, "capital_efficiency": 0.03668767313821725, "financial_health": -2.0747677709122585, "margin_quality": 0.44017566797411917, "growth_momentum": 0.3451210827806591, "company_age_years": 17.412731006160165, "ebitda": 8995000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 25.11555571533013, "revenue_cagr_3y": -0.01964539556172129, "revenue_cagr_5y": -0.02767413115402395, "earnings_cagr_3y": 0.03514945035298367, "quarterly_revenue_growth_yoy": 0.31436626938357043, "quarterly_earnings_growth_yoy": 0.986784140969163, "revenue_growth_qoq": -0.00019496977968414895, "gross_margin": 0.7825663026521061, "operating_margin": 0.24756240249609984, "net_margin": 0.21987129485179407, "roa_ttm": 0.009527228882781978, "roe_ttm": 0.09800154170070297, "debt_to_ebitda": 27.275421314011236, "net_debt_to_ebitda": 17.25873158023284, "interest_coverage": 5.5080717488789235, "debt_to_equity": 3.8545278829227883, "current_ratio": 0.7099664511905736, "quick_ratio": 0.04486668762570037, "fcf_to_ebitda": 0.24399576650655377, "capex_to_revenue": 0.07820241503796838, "working_capital_to_revenue": -3.3534420515374084, "capital_efficiency": 0.053764385291742475, "financial_health": -2.1561851095651643, "margin_quality": 0.4166666666666667, "growth_momentum": 0.6505752051763667, "company_age_years": 17.911019849418206, "ebitda": 12283000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 26.006824034334763, "revenue_cagr_3y": -0.012135973544756706, "revenue_cagr_5y": 0.03731024880052125, "earnings_cagr_3y": -0.03491454180657971, "quarterly_revenue_growth_yoy": 0.06293778327152863, "quarterly_earnings_growth_yoy": 0.004939626783754116, "revenue_growth_qoq": 0.006142745709828393, "gross_margin": 0.7643182478922376, "operating_margin": 0.24314371547630584, "net_margin": 0.17743967438705302, "roa_ttm": 0.009406321771878771, "roe_ttm": 0.09837900201903663, "debt_to_ebitda": 27.559721434934, "net_debt_to_ebitda": 18.580208923799496, "interest_coverage": 5.0777138157894735, "debt_to_equity": 3.9265647533890973, "current_ratio": 0.7036131922784227, "quick_ratio": 0.001039690450925539, "fcf_to_ebitda": -1.3856182686857235, "capex_to_revenue": 0.07737394545811262, "working_capital_to_revenue": -3.390720031391014, "capital_efficiency": 0.0538926618954577, "financial_health": -2.2272241603765286, "margin_quality": 0.3949672125851988, "growth_momentum": 0.033938705027641375, "company_age_years": 18.16016427104723, "ebitda": 12349000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 26.752200305368294, "revenue_cagr_3y": 0.045375736646844356, "revenue_cagr_5y": 0.0164638673027373, "earnings_cagr_3y": -0.017098670826947382, "quarterly_revenue_growth_yoy": 0.10700995675349492, "quarterly_earnings_growth_yoy": 0.01623686723973257, "revenue_growth_qoq": 0.06667312724101172, "gross_margin": 0.7564277278095757, "operating_margin": 0.2703733987462524, "net_margin": 0.19333151630780412, "roa_ttm": 0.009204069959962672, "roe_ttm": 0.09920966022342743, "debt_to_ebitda": 28.384067253803043, "net_debt_to_ebitda": 19.04779823859087, "interest_coverage": 4.658709436777322, "debt_to_equity": 4.108341445325175, "current_ratio": 0.6784130123552826, "quick_ratio": -0.011500839960608744, "fcf_to_ebitda": -0.8282626100880705, "capex_to_revenue": 0.07225143403441682, "working_capital_to_revenue": -3.7151290630975145, "capital_efficiency": 0.054206865091695054, "financial_health": -2.3296902627756455, "margin_quality": 0.4067108809545441, "growth_momentum": 0.061623411996613746, "company_age_years": 18.412046543463383, "ebitda": 12490000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 27.4883739961048, "revenue_cagr_3y": 0.04429937181744714, "revenue_cagr_5y": 0.02610465854991384, "earnings_cagr_3y": -0.0014084525682031002, "quarterly_revenue_growth_yoy": 0.30577223088923555, "quarterly_earnings_growth_yoy": 0.25587583148558757, "revenue_growth_qoq": 0.2555784736546034, "gross_margin": 0.7494026284348865, "operating_margin": 0.25530167264038234, "net_margin": 0.2114695340501792, "roa_ttm": 0.004995197912761226, "roe_ttm": 0.05818447217602508, "debt_to_ebitda": 29.10283204603968, "net_debt_to_ebitda": 19.977964561562924, "interest_coverage": 3.98731884057971, "debt_to_equity": 4.598427834743177, "current_ratio": 0.7271464773853541, "quick_ratio": 0.06070731229636136, "fcf_to_ebitda": -1.4578222020293805, "capex_to_revenue": 0.08615371055878723, "working_capital_to_revenue": -3.039066631411951, "capital_efficiency": 0.03158983504439315, "financial_health": -2.5790412802818063, "margin_quality": 0.40539127837514927, "growth_momentum": 0.28082403118741156, "company_age_years": 18.910335386721425, "ebitda": 13206000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 16.95863517830207, "revenue_cagr_3y": 0.16973283824301966, "revenue_cagr_5y": 0.09483703296334767, "earnings_cagr_3y": 0.20964130586697904, "quarterly_revenue_growth_yoy": 0.18333787589715636, "quarterly_earnings_growth_yoy": 0.18609022556390978, "revenue_growth_qoq": -0.039029068909547, "gross_margin": 0.6638003838771593, "operating_margin": 0.2363147792706334, "net_margin": 0.19378119001919386, "roa_ttm": 0.006255741127348643, "roe_ttm": 0.06888505747126437, "debt_to_ebitda": 19.136017486955296, "net_debt_to_ebitda": 10.754195459032577, "interest_coverage": 3.3726516052318667, "debt_to_equity": 3.119390804597701, "current_ratio": 0.8531954596197879, "quick_ratio": -0.5769917129097709, "fcf_to_ebitda": -0.7914962628684248, "capex_to_revenue": 0.13669846159922586, "working_capital_to_revenue": -0.7115745403558663, "capital_efficiency": 0.03757039929930651, "financial_health": -2.5125497204424927, "margin_quality": 0.36463211772232884, "growth_momentum": 0.18471405073053307, "company_age_years": 19.411362080766597, "ebitda": 14182000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 14.435970333246432, "revenue_cagr_3y": 0.14259558707780617, "revenue_cagr_5y": 0.04634831944193496, "earnings_cagr_3y": 0.4914546787414862, "quarterly_revenue_growth_yoy": 0.21966997937371086, "quarterly_earnings_growth_yoy": 2.316390041493776, "revenue_growth_qoq": -0.0012284069097888675, "gross_margin": 0.6558536397878392, "operating_margin": 0.2081635790606503, "net_margin": 0.19509570297486356, "roa_ttm": 0.011210075026795285, "roe_ttm": 0.11621111111111111, "debt_to_ebitda": 19.201173147946992, "net_debt_to_ebitda": 9.78702295604316, "interest_coverage": 3.0844315389769936, "debt_to_equity": 2.9461, "current_ratio": 0.9470715439528946, "quick_ratio": -0.5119457037152833, "fcf_to_ebitda": 0.9007893402853212, "capex_to_revenue": 0.15066062665156663, "working_capital_to_revenue": -0.2300679501698754, "capital_efficiency": 0.0637105930689532, "financial_health": -2.3512089674883887, "margin_quality": 0.35303764060778436, "growth_momentum": 1.2680300104337434, "company_age_years": 19.66324435318275, "ebitda": 13809000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 25.403731614284418, "revenue_cagr_3y": 0.19110620796677713, "revenue_cagr_5y": 0.039099001762521235, "earnings_cagr_3y": 0.2563959983489894, "quarterly_revenue_growth_yoy": -0.015382317801672641, "quarterly_earnings_growth_yoy": -0.2051553672316384, "revenue_growth_qoq": 0.013605965101083865, "gross_margin": 0.6509176399211285, "operating_margin": 0.2062035492188685, "net_margin": 0.1707113605338996, "roa_ttm": 0.010674891311278231, "roe_ttm": 0.10942363718941434, "debt_to_ebitda": 26.363712247685537, "net_debt_to_ebitda": 19.69471847017757, "interest_coverage": 3.009362868234757, "debt_to_equity": 3.848559369911269, "current_ratio": 0.6326500901965335, "quick_ratio": 0.6326500901965335, "fcf_to_ebitda": -2.441038093792685, "capex_to_revenue": 0.16195475044529503, "working_capital_to_revenue": -3.2991814150907643, "capital_efficiency": 0.06004926425034628, "financial_health": -2.391627856126648, "margin_quality": 0.3426108498912989, "growth_momentum": -0.11026884251665553, "company_age_years": 19.90965092402464, "ebitda": 13178000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 19.723980689877035, "revenue_cagr_3y": 0.13381506735754467, "revenue_cagr_5y": 0.05740672436789507, "earnings_cagr_3y": 0.09938246463101352, "quarterly_revenue_growth_yoy": 0.04397225911170134, "quarterly_earnings_growth_yoy": -0.056140350877192984, "revenue_growth_qoq": 0.0731078416502351, "gross_margin": 0.6534982332155477, "operating_margin": 0.22098939929328623, "net_margin": 0.17109540636042403, "roa_ttm": 0.0103005291005291, "roe_ttm": 0.10696703296703297, "debt_to_ebitda": 20.709157565111127, "net_debt_to_ebitda": 13.75185213472848, "interest_coverage": 2.7922798037961187, "debt_to_equity": 2.9796153846153848, "current_ratio": 0.7486872120219616, "quick_ratio": 0.7486872120219616, "fcf_to_ebitda": -2.381348812342473, "capex_to_revenue": 0.15737305602398352, "working_capital_to_revenue": -1.141540191118606, "capital_efficiency": 0.058633781033781036, "financial_health": -2.333771184371184, "margin_quality": 0.348527679623086, "growth_momentum": -0.006084045882745821, "company_age_years": 20.15879534565366, "ebitda": 13093000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 29.156922870507668, "revenue_cagr_3y": 0.08710082201387759, "revenue_cagr_5y": 0.058022828943470994, "earnings_cagr_3y": -0.03581020240724053, "quarterly_revenue_growth_yoy": -0.01927063339731286, "quarterly_earnings_growth_yoy": -0.2563391442155309, "revenue_growth_qoq": -0.09724381625441696, "gross_margin": 0.6287772036950054, "operating_margin": 0.1891341788006889, "net_margin": 0.14693909503679348, "roa_ttm": 0.009020966525036731, "roe_ttm": 0.09875885754032082, "debt_to_ebitda": 30.47000873917534, "net_debt_to_ebitda": 22.994518153650592, "interest_coverage": 2.827903841833296, "debt_to_equity": 4.168217189062296, "current_ratio": 0.5915684505157841, "quick_ratio": 0.5915684505157841, "fcf_to_ebitda": -1.4152697227298006, "capex_to_revenue": 0.15873792804834427, "working_capital_to_revenue": -4.183757224345338, "capital_efficiency": 0.053889912032678775, "financial_health": -2.2636518852671834, "margin_quality": 0.32161682584416257, "growth_momentum": -0.1378048888064219, "company_age_years": 20.410677618069816, "ebitda": 12587000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 25.666500210000816, "revenue_cagr_3y": 0.10370967933109632, "revenue_cagr_5y": 0.09251875814964783, "earnings_cagr_3y": -0.06523378426211168, "quarterly_revenue_growth_yoy": 0.06018909985394727, "quarterly_earnings_growth_yoy": -0.24468085106382978, "revenue_growth_qoq": 0.0796931266635353, "gross_margin": 0.6959831786542924, "operating_margin": 0.16828596287703015, "net_margin": 0.13899361948955916, "roa_ttm": 0.008525679758308157, "roe_ttm": 0.09406666666666667, "debt_to_ebitda": 29.617563278261578, "net_debt_to_ebitda": 18.79311467404574, "interest_coverage": 3.1856365050557427, "debt_to_equity": 4.043455555555555, "current_ratio": 0.9284895932785946, "quick_ratio": 0.9284895932785946, "fcf_to_ebitda": 1.2553918775942052, "capex_to_revenue": 0.15663611739824126, "working_capital_to_revenue": -0.30570294237690626, "capital_efficiency": 0.05129617321248742, "financial_health": -3.3761846592816385, "margin_quality": 0.3344209203402939, "growth_momentum": -0.09224587560494125, "company_age_years": 20.66255989048597, "ebitda": 12287000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 39.71243823218943, "revenue_cagr_3y": 0.14240465141706826, "revenue_cagr_5y": 0.07825038976671084, "earnings_cagr_3y": -0.4115988730689847, "quarterly_revenue_growth_yoy": 0.0872791519434629, "quarterly_earnings_growth_yoy": -0.8459314332920281, "revenue_growth_qoq": 0.2632400032843419, "gross_margin": 0.7608059798505037, "operating_margin": 0.08391290217744557, "net_margin": 0.024244393890152746, "roa_ttm": 0.004711033274956217, "roe_ttm": 0.058478260869565216, "debt_to_ebitda": 46.376256892637045, "net_debt_to_ebitda": 32.03967996540167, "interest_coverage": 4.425358851674641, "debt_to_equity": 4.662326086956522, "current_ratio": 0.9618219137914182, "quick_ratio": 0.9618219137914182, "fcf_to_ebitda": -1.451616390961185, "capex_to_revenue": 0.15117310179198226, "working_capital_to_revenue": -0.18039903934971366, "capital_efficiency": 0.031594647072260715, "financial_health": -4.067954008985, "margin_quality": 0.28965442530603397, "growth_momentum": -0.3793261406742826, "company_age_years": 21.16084873374401, "ebitda": 9249000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 30.844351774613102, "revenue_cagr_3y": 0.046887462956663795, "revenue_cagr_5y": 0.09186829537385544, "earnings_cagr_3y": 0.16526266240839615, "quarterly_revenue_growth_yoy": -0.011351182088617504, "quarterly_earnings_growth_yoy": 0.7938199254128929, "revenue_growth_qoq": -0.1791355216119597, "gross_margin": 0.8316572966980759, "operating_margin": 0.3404069997624515, "net_margin": 0.26660859925568137, "roa_ttm": 0.006068904593639576, "roe_ttm": 0.07387096774193548, "debt_to_ebitda": 38.11242922620652, "net_debt_to_ebitda": 24.344028039902938, "interest_coverage": 6.021103896103896, "debt_to_equity": 4.559967741935484, "current_ratio": 1.0991246919425526, "quick_ratio": 1.0991246919425526, "fcf_to_ebitda": 1.317246337737036, "capex_to_revenue": 0.12877651199407242, "working_capital_to_revenue": 0.45373714920811337, "capital_efficiency": 0.03996993616778753, "financial_health": -3.9085021372392568, "margin_quality": 0.4795576319054029, "growth_momentum": 0.3912343716621377, "company_age_years": 21.412731006160165, "ebitda": 11127000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 20.24825946817083, "revenue_cagr_3y": 0.05960791007045696, "revenue_cagr_5y": 0.005823497364721764, "earnings_cagr_3y": 0.1519486881511274, "quarterly_revenue_growth_yoy": -0.04563906999630951, "quarterly_earnings_growth_yoy": 1.5570552147239263, "revenue_growth_qoq": -0.026721866767030485, "gross_margin": 0.9385150812064965, "operating_margin": 0.18548594998711007, "net_margin": 0.11704047434905904, "roa_ttm": 0.007780663267573797, "roe_ttm": 0.08149557074831741, "debt_to_ebitda": 19.54754230459307, "net_debt_to_ebitda": 14.100020145044319, "interest_coverage": 20.81341719077568, "debt_to_equity": 2.5813093559628633, "current_ratio": 0.7589808711024794, "quick_ratio": 0.10856308137303114, "fcf_to_ebitda": 0.23176873489121677, "capex_to_revenue": 0.038133592556589366, "working_capital_to_revenue": -3.226135258991807, "capital_efficiency": 0.04463811700794561, "financial_health": -1.9765969171416806, "margin_quality": 0.41368050184755517, "growth_momentum": 0.7557080723638083, "company_age_years": 22.850102669404517, "ebitda": 9928000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 22.55442448062886, "revenue_cagr_3y": -0.028943439798260306, "revenue_cagr_5y": -0.02809716073911861, "earnings_cagr_3y": 0.05636173411705436, "quarterly_revenue_growth_yoy": -0.20876887340301975, "quarterly_earnings_growth_yoy": -0.5263157894736842, "revenue_growth_qoq": 0.05375096674400619, "gross_margin": 0.8962691131498471, "operating_margin": 0.2125993883792049, "net_margin": 0.13871559633027522, "roa_ttm": 0.0060272669743664685, "roe_ttm": 0.06403104854624392, "debt_to_ebitda": 23.199438517686694, "net_debt_to_ebitda": 17.176080853453115, "interest_coverage": 10.50117924528302, "debt_to_equity": 2.71794500723589, "current_ratio": 0.7721800104657247, "quick_ratio": 0.09195395081109367, "fcf_to_ebitda": 2.189668725435149, "capex_to_revenue": 0.040415977310328526, "working_capital_to_revenue": -3.215581422831482, "capital_efficiency": 0.03502915776030519, "financial_health": -2.0754510543562, "margin_quality": 0.41586136595310913, "growth_momentum": -0.36754233143835197, "company_age_years": 23.09924709103354, "ebitda": 8905000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 23.8110805277525, "revenue_cagr_3y": 0.002041938213416694, "revenue_cagr_5y": -0.03963410700727621, "earnings_cagr_3y": 0.17307775982803641, "quarterly_revenue_growth_yoy": -0.07693081255028157, "quarterly_earnings_growth_yoy": -0.12451577199778639, "revenue_growth_qoq": 0.12281345565749235, "gross_margin": 0.9178559755964703, "operating_margin": 0.27050877001852053, "net_margin": 0.17234992918618586, "roa_ttm": 0.005600375449556204, "roe_ttm": 0.06019503086259661, "debt_to_ebitda": 24.584167424931756, "net_debt_to_ebitda": 18.199613284804368, "interest_coverage": 11.660477453580901, "debt_to_equity": 2.802842471082525, "current_ratio": 0.7639667132795814, "quick_ratio": 0.09185424605735154, "fcf_to_ebitda": 3.07040491355778, "capex_to_revenue": 0.04225735271891908, "working_capital_to_revenue": -3.6377293473989663, "capital_efficiency": 0.03289770315607641, "financial_health": -2.0523567666259597, "margin_quality": 0.4535715582670589, "growth_momentum": -0.10072329227403398, "company_age_years": 23.34839151266256, "ebitda": 8792000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 23.527502039151713, "revenue_cagr_3y": 0.01726622612922868, "revenue_cagr_5y": -0.043341977612164184, "earnings_cagr_3y": 0.20797766977641596, "quarterly_revenue_growth_yoy": 0.14778572324676953, "quarterly_earnings_growth_yoy": 0.568762278978389, "revenue_growth_qoq": -0.0032683298834295673, "gross_margin": 0.9201005574379714, "operating_margin": 0.2602470215324079, "net_margin": 0.17455459613072466, "roa_ttm": 0.006414863906837648, "roe_ttm": 0.06767424075490285, "debt_to_ebitda": 21.724000815660684, "net_debt_to_ebitda": 17.38550163132137, "interest_coverage": 13.417236662106703, "debt_to_equity": 2.7617856355882773, "current_ratio": 0.7359643600405802, "quick_ratio": 0.03087419751947807, "fcf_to_ebitda": 1.8455342577487766, "capex_to_revenue": 0.03940340328653571, "working_capital_to_revenue": -3.8437873967484895, "capital_efficiency": 0.03704455233087025, "financial_health": -2.0725282465552968, "margin_quality": 0.45163405836703463, "growth_momentum": 0.3582740011125793, "company_age_years": 23.600273785078713, "ebitda": 9808000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 24.25181878306878, "revenue_cagr_3y": 0.050677869508071405, "revenue_cagr_5y": 0.1272804324168082, "earnings_cagr_3y": 1.706856525571884, "quarterly_revenue_growth_yoy": 0.22789378705852023, "quarterly_earnings_growth_yoy": 0.8348017621145375, "revenue_growth_qoq": 0.041206689255656355, "gross_margin": 0.8965987822800756, "operating_margin": 0.23577577157253832, "net_margin": 0.1748897753516691, "roa_ttm": 0.007336655422609268, "roe_ttm": 0.07861932938856016, "debt_to_ebitda": 20.953609221466365, "net_debt_to_ebitda": 16.854875283446713, "interest_coverage": 10.74517766497462, "debt_to_equity": 2.916147271531887, "current_ratio": 0.7258746605289775, "quick_ratio": 0.04682709078311286, "fcf_to_ebitda": 0.1106386999244142, "capex_to_revenue": 0.035415914957395433, "working_capital_to_revenue": -3.821366121735269, "capital_efficiency": 0.04297799240558471, "financial_health": -2.113435114753602, "margin_quality": 0.43575477640142773, "growth_momentum": 0.5313477745865288, "company_age_years": 23.852156057494867, "ebitda": 10584000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 22.946909963162856, "revenue_cagr_3y": 0.02845531679665747, "revenue_cagr_5y": 0.05129419090027487, "earnings_cagr_3y": 0.08644297566498738, "quarterly_revenue_growth_yoy": 0.27584097859327217, "quarterly_earnings_growth_yoy": 0.7019400352733686, "revenue_growth_qoq": 0.09489817342011338, "gross_margin": 0.885522531160115, "operating_margin": 0.2692233940556088, "net_margin": 0.1850431447746884, "roa_ttm": 0.008139203811670237, "roe_ttm": 0.08694368872234486, "debt_to_ebitda": 19.857962820183328, "net_debt_to_ebitda": 16.186755761158228, "interest_coverage": 9.77638190954774, "debt_to_equity": 2.9747189569323957, "current_ratio": 0.7228301395654702, "quick_ratio": 0.00887183110444805, "fcf_to_ebitda": -0.39518547074445304, "capex_to_revenue": 0.03424407063002821, "working_capital_to_revenue": -3.6991432452199353, "capital_efficiency": 0.04754144626700755, "financial_health": -2.164624985673649, "margin_quality": 0.4465963566634707, "growth_momentum": 0.48889050693332037, "company_age_years": 24.098562628336754, "ebitda": 11673000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 23.480233443288505, "revenue_cagr_3y": 0.04200784959935766, "revenue_cagr_5y": 0.05198709493766818, "earnings_cagr_3y": -0.025573845631030268, "quarterly_revenue_growth_yoy": 0.12572175618259068, "quarterly_earnings_growth_yoy": 0.11061946902654868, "revenue_growth_qoq": -0.009300095877277086, "gross_margin": 0.868866737636698, "operating_margin": 0.2556856672795897, "net_margin": 0.17003774315300493, "roa_ttm": 0.008263814243724257, "roe_ttm": 0.08816887828888945, "debt_to_ebitda": 20.360399221855705, "net_debt_to_ebitda": 16.583100735853844, "interest_coverage": 8.725461254612545, "debt_to_equity": 3.0538274173496056, "current_ratio": 0.7392901267461642, "quick_ratio": 0.03154444010247058, "fcf_to_ebitda": -2.0843271589275143, "capex_to_revenue": 0.03433236979562858, "working_capital_to_revenue": -3.3494852680156195, "capital_efficiency": 0.04821634626630685, "financial_health": -2.2825747970091417, "margin_quality": 0.43153004935643086, "growth_momentum": 0.11817061260456968, "company_age_years": 24.347707049965777, "ebitda": 11823000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 24.24796671429772, "revenue_cagr_3y": 0.032458411477299665, "revenue_cagr_5y": 0.09651065706662876, "earnings_cagr_3y": 0.01703442601816718, "quarterly_revenue_growth_yoy": 0.11837359274237622, "quarterly_earnings_growth_yoy": 0.11521603005635567, "revenue_growth_qoq": -0.00977450885512436, "gross_margin": 0.8478303362001564, "operating_margin": 0.24257232212666147, "net_margin": 0.17406176700547302, "roa_ttm": 0.008356634059316406, "roe_ttm": 0.09032895236648181, "debt_to_ebitda": 20.937715390434562, "net_debt_to_ebitda": 16.887030343784147, "interest_coverage": 7.640976236351959, "debt_to_equity": 3.1539922510066094, "current_ratio": 0.7286741114537583, "quick_ratio": 0.01923301560601813, "fcf_to_ebitda": -1.0920400100865764, "capex_to_revenue": 0.03731398534093433, "working_capital_to_revenue": -3.439352434540115, "capital_efficiency": 0.049342793212899104, "financial_health": -2.370516968152175, "margin_quality": 0.42148814177743027, "growth_momentum": 0.11679481139936594, "company_age_years": 24.59958932238193, "ebitda": 11897000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 23.535378811694436, "revenue_cagr_3y": 0.06084414908069502, "revenue_cagr_5y": 0.06678523083524235, "earnings_cagr_3y": 0.036781469463382344, "quarterly_revenue_growth_yoy": 0.18264621284755514, "quarterly_earnings_growth_yoy": 0.38238341968911915, "revenue_growth_qoq": 0.16875118438506728, "gross_margin": 0.8471828131333603, "operating_margin": 0.2772598297527361, "net_margin": 0.21629509525739765, "roa_ttm": 0.00797791483934094, "roe_ttm": 0.0877694338365328, "debt_to_ebitda": 20.115844074190505, "net_debt_to_ebitda": 16.024913549198367, "interest_coverage": 6.750132625994695, "debt_to_equity": 3.2800317810185304, "current_ratio": 0.6909449822904369, "quick_ratio": 0.012781109799291618, "fcf_to_ebitda": 0.6338415592580949, "capex_to_revenue": 0.0388686887283104, "working_capital_to_revenue": -3.7650388917015696, "capital_efficiency": 0.047873674337936864, "financial_health": -2.4378165421774804, "margin_quality": 0.44691257938116474, "growth_momentum": 0.28251481626833713, "company_age_years": 25.097878165639973, "ebitda": 12724000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 17.88155134686486, "revenue_cagr_3y": 0.07603165018284774, "revenue_cagr_5y": 0.06311370200321731, "earnings_cagr_3y": 0.10483932925777784, "quarterly_revenue_growth_yoy": 0.19897416045678892, "quarterly_earnings_growth_yoy": 0.3870233352305065, "revenue_growth_qoq": 0.004377786785569517, "gross_margin": 0.8072483654855114, "operating_margin": 0.25094842198724676, "net_margin": 0.1967067559932198, "roa_ttm": 0.00859597545311831, "roe_ttm": 0.09517248353537525, "debt_to_ebitda": 15.31819210744737, "net_debt_to_ebitda": 11.629744208858371, "interest_coverage": 5.549832495812395, "debt_to_equity": 2.5662314022424755, "current_ratio": 0.388172804298272, "quick_ratio": -0.20059650434558213, "fcf_to_ebitda": 0.23164566513242285, "capex_to_revenue": 0.03985937156668864, "working_capital_to_revenue": -8.127070973412437, "capital_efficiency": 0.05188422949424678, "financial_health": -2.374304935144096, "margin_quality": 0.41830118115532605, "growth_momentum": 0.2929987478436477, "company_age_years": 25.347022587268995, "ebitda": 13253000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 20.620867365642642, "revenue_cagr_3y": 0.1462281214930854, "revenue_cagr_5y": 0.06672198851401712, "earnings_cagr_3y": 0.27540675241850776, "quarterly_revenue_growth_yoy": 0.17318217357310398, "quarterly_earnings_growth_yoy": 0.1858506457046603, "revenue_growth_qoq": -0.031075954475744613, "gross_margin": 0.7758247250916361, "operating_margin": 0.2375041652782406, "net_margin": 0.17594135288237253, "roa_ttm": 0.00908127743302558, "roe_ttm": 0.09986912824161721, "debt_to_ebitda": 19.06276119950143, "net_debt_to_ebitda": 14.716474814869125, "interest_coverage": 5.068376068376068, "debt_to_equity": 3.3035208314803755, "current_ratio": 0.7459356575832135, "quick_ratio": 0.061577456942574625, "fcf_to_ebitda": 1.0469242613094802, "capex_to_revenue": 0.038344401675056046, "working_capital_to_revenue": -2.893701620066833, "capital_efficiency": 0.05447520283732139, "financial_health": -2.3569451623361, "margin_quality": 0.3964234144174164, "growth_momentum": 0.17951640963888216, "company_age_years": 25.598904859685145, "ebitda": 13639000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 19.78176362663405, "revenue_cagr_3y": 0.1258799900737877, "revenue_cagr_5y": 0.061560745717068155, "earnings_cagr_3y": 0.19022695292792102, "quarterly_revenue_growth_yoy": 0.04908091718779609, "quarterly_earnings_growth_yoy": 1.3810264385692068, "revenue_growth_qoq": -0.07764078640453183, "gross_margin": 0.7180274566473989, "operating_margin": 0.16772037572254336, "net_margin": 0.13827673410404626, "roa_ttm": 0.01024918837159986, "roe_ttm": 0.1090147795528749, "debt_to_ebitda": 18.57671431847718, "net_debt_to_ebitda": 14.613714547817445, "interest_coverage": 4.189942344650865, "debt_to_equity": 3.028213244273858, "current_ratio": 0.789266985513487, "quick_ratio": 0.789266985513487, "fcf_to_ebitda": 0.4158703463037994, "capex_to_revenue": 0.03901673640167364, "working_capital_to_revenue": -2.293410041841004, "capital_efficiency": 0.05963198396223738, "financial_health": -2.3027712842219503, "margin_quality": 0.3413415221579961, "growth_momentum": 0.7150536778785015, "company_age_years": 25.8507871321013, "ebitda": 13081000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 20.83365492083204, "revenue_cagr_3y": 0.1662891703427387, "revenue_cagr_5y": 0.06227189908682296, "earnings_cagr_3y": 0.28905511574331544, "quarterly_revenue_growth_yoy": 0.05139845966761249, "quarterly_earnings_growth_yoy": -0.08958020989505247, "revenue_growth_qoq": 0.17133309248554912, "gross_margin": 0.7473976405274115, "operating_margin": 0.22785102937774693, "net_margin": 0.18729277507903463, "roa_ttm": 0.009713869519751953, "roe_ttm": 0.10540855259897924, "debt_to_ebitda": 19.046181310152125, "net_debt_to_ebitda": 15.167727413846631, "interest_coverage": 3.9328449328449326, "debt_to_equity": 3.0398766166195927, "current_ratio": 0.7779519196374244, "quick_ratio": 0.7779519196374244, "fcf_to_ebitda": 0.7539583980130394, "capex_to_revenue": 0.04096295990419953, "working_capital_to_revenue": -2.4863938555560146, "capital_efficiency": 0.0575612110593656, "financial_health": -2.3052133322070683, "margin_quality": 0.38751381499473103, "growth_momentum": -0.019090875113719992, "company_age_years": 26.09719370294319, "ebitda": 12884000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 22.636198971642255, "revenue_cagr_3y": 0.1256217710055232, "revenue_cagr_5y": 0.07466195181495339, "earnings_cagr_3y": 0.11636065323447586, "quarterly_revenue_growth_yoy": 0.05666316894018888, "quarterly_earnings_growth_yoy": -0.09684037751333607, "revenue_growth_qoq": 0.009407047574986506, "gross_margin": 0.7343976777939042, "operating_margin": 0.2217554044763578, "net_margin": 0.16813077686960506, "roa_ttm": 0.009275089998531322, "roe_ttm": 0.1012309725417258, "debt_to_ebitda": 20.798223745715177, "net_debt_to_ebitda": 16.969538797133062, "interest_coverage": 3.6916882369859074, "debt_to_equity": 3.2666780872204004, "current_ratio": 0.7698672399182677, "quick_ratio": 0.7698672399182677, "fcf_to_ebitda": 2.57034901838579, "capex_to_revenue": 0.0399910452621296, "working_capital_to_revenue": -2.5534638554216866, "capital_efficiency": 0.055253031270128566, "financial_health": -2.3658311564677317, "margin_quality": 0.37476128637995565, "growth_momentum": -0.020088604286573598, "company_age_years": 26.34633812457221, "ebitda": 12836000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 21.690947131433894, "revenue_cagr_3y": 0.11042990675169295, "revenue_cagr_5y": 0.06145319664830762, "earnings_cagr_3y": 0.10811526276460959, "quarterly_revenue_growth_yoy": 0.043568810396534485, "quarterly_earnings_growth_yoy": 0.028882575757575756, "revenue_growth_qoq": -0.04308303414559621, "gross_margin": 0.7499800431068891, "operating_margin": 0.2163327213219446, "net_margin": 0.1734653149197733, "roa_ttm": 0.009233285028650439, "roe_ttm": 0.10116287538539973, "debt_to_ebitda": 20.098905364490335, "net_debt_to_ebitda": 16.3012964831923, "interest_coverage": 4.112707535121328, "debt_to_equity": 3.14260396688597, "current_ratio": 0.7675272180731957, "quick_ratio": 0.7675272180731957, "fcf_to_ebitda": 2.4661128794348266, "capex_to_revenue": 0.03954972915282225, "working_capital_to_revenue": -2.6070198755512597, "capital_efficiency": 0.05519808020702508, "financial_health": -2.296548677767534, "margin_quality": 0.37992602644953566, "growth_momentum": 0.03622569307705512, "company_age_years": 26.598220396988363, "ebitda": 12881000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 20.70655765920826, "revenue_cagr_3y": 0.10184465343664884, "revenue_cagr_5y": 0.09407454036223828, "earnings_cagr_3y": 0.10355258439913051, "quarterly_revenue_growth_yoy": 0.15092124277456648, "quarterly_earnings_growth_yoy": 0.46244284781188766, "revenue_growth_qoq": 0.01724275564780075, "gross_margin": 0.8023228439143059, "operating_margin": 0.2144706897904732, "net_margin": 0.1757043082476654, "roa_ttm": 0.01009795304820371, "roe_ttm": 0.11087812235588419, "debt_to_ebitda": 18.394793459552496, "net_debt_to_ebitda": 14.833476764199656, "interest_coverage": 5.535529972211195, "debt_to_equity": 3.14531140786521, "current_ratio": 0.7621000319579447, "quick_ratio": 0.7621000319579447, "fcf_to_ebitda": 2.793100975329891, "capex_to_revenue": 0.03557373855445159, "working_capital_to_revenue": -2.581453341126047, "capital_efficiency": 0.06048803770204395, "financial_health": -2.3066429799409596, "margin_quality": 0.39749928065081486, "growth_momentum": 0.30668204529322707, "company_age_years": 26.850102669404517, "ebitda": 13944000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 18.87063803847196, "revenue_cagr_3y": 0.09863267452318514, "revenue_cagr_5y": 0.06621446338677295, "earnings_cagr_3y": 0.22070765976118456, "quarterly_revenue_growth_yoy": 0.04667328699106256, "quarterly_earnings_growth_yoy": 0.4520672421626533, "revenue_growth_qoq": 0.22492401215805471, "gross_margin": 0.9272368997226682, "operating_margin": 0.3178368121442125, "net_margin": 0.23325062034739455, "roa_ttm": 0.009541063173403133, "roe_ttm": 0.10740377402042818, "debt_to_ebitda": 18.070577079382282, "net_debt_to_ebitda": 13.77695746410187, "interest_coverage": 19.477572559366756, "debt_to_equity": 3.079162098216862, "current_ratio": 0.7907979019795096, "quick_ratio": 0.7907979019795096, "fcf_to_ebitda": 1.261649959360607, "capex_to_revenue": 0.03189919853263687, "working_capital_to_revenue": -2.5374815582758483, "capital_efficiency": 0.058472418596915654, "financial_health": -2.3063390812065396, "margin_quality": 0.4927747774047584, "growth_momentum": 0.24937026457685793, "company_age_years": 27.34839151266256, "ebitda": 14764000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 17.575864040660736, "revenue_cagr_3y": 0.0425356661226608, "revenue_cagr_5y": 0.07781468725598062, "earnings_cagr_3y": 0.15117647599161965, "quarterly_revenue_growth_yoy": -0.07447912508980602, "quarterly_earnings_growth_yoy": 0.25034514496088356, "revenue_growth_qoq": -0.15384615384615385, "gross_margin": 0.9412627220976367, "operating_margin": 0.30075901328273247, "net_margin": 0.23434535104364326, "roa_ttm": 0.01030399397451723, "roe_ttm": 0.11143290268570265, "debt_to_ebitda": 16.424015247776367, "net_debt_to_ebitda": 12.765438373570522, "interest_coverage": 27.614035087719298, "debt_to_equity": 2.924565015725049, "current_ratio": 0.7973035030909627, "quick_ratio": 0.7973035030909627, "fcf_to_ebitda": -0.0792884371029225, "capex_to_revenue": 0.025820213306246825, "working_capital_to_revenue": -2.4479024885728795, "capital_efficiency": 0.06086844833010994, "financial_health": -2.241318746900867, "margin_quality": 0.49212236214133753, "growth_momentum": 0.08793300993553876, "company_age_years": 27.600273785078713, "ebitda": 15740000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 18.98149017606532, "revenue_cagr_3y": 0.14398790083385093, "revenue_cagr_5y": 0.14060141496007938, "earnings_cagr_3y": 0.1948189324847025, "quarterly_revenue_growth_yoy": 0.17055032226078334, "quarterly_earnings_growth_yoy": 0.14367816091954022, "revenue_growth_qoq": 0.0451527224435591, "gross_margin": 0.9495976281236764, "operating_margin": 0.40364252435408726, "net_margin": 0.25285895806861497, "roa_ttm": 0.009676332037126862, "roe_ttm": 0.1270715249662618, "debt_to_ebitda": 4.80862464914519, "net_debt_to_ebitda": 1.1809134983414136, "interest_coverage": 32.9327731092437, "debt_to_equity": 1.0172739541160594, "current_ratio": 0.3929025982290587, "quick_ratio": -0.3864752086401571, "fcf_to_ebitda": 0.37917836182699666, "capex_to_revenue": 0.044642857142857144, "working_capital_to_revenue": -14.906138392857143, "capital_efficiency": 0.06837392850169434, "financial_health": -0.14911707770749535, "margin_quality": 0.5353663701821262, "growth_momentum": 0.1571142415901618, "company_age_years": 30.275154004106778, "ebitda": 3919000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 46.83957365816521, "revenue_cagr_3y": 0.17093610656280522, "revenue_cagr_5y": 0.14908176574833765, "earnings_cagr_3y": 0.2750690926663941, "quarterly_revenue_growth_yoy": 0.1236418134132634, "quarterly_earnings_growth_yoy": 0.08198614318706697, "revenue_growth_qoq": -0.013486842105263158, "gross_margin": 0.8939646548849617, "operating_margin": 0.41213737912637544, "net_margin": 0.3124374791597199, "roa_ttm": 0.013604777415852334, "roe_ttm": 0.17647887323943662, "debt_to_ebitda": 41.07327750285497, "net_debt_to_ebitda": 36.467263037685576, "interest_coverage": 16.52201257861635, "debt_to_equity": 10.131408450704225, "current_ratio": 0.31847465636953354, "quick_ratio": 0.31847465636953354, "fcf_to_ebitda": 1.535591929958127, "capex_to_revenue": 0.05312208760484623, "working_capital_to_revenue": -14.295518088621536, "capital_efficiency": 0.09504182532764448, "financial_health": -0.26095864364616944, "margin_quality": 0.539513171057019, "growth_momentum": 0.10281397830016518, "company_age_years": 31.770020533880903, "ebitda": 5254000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 47.56062109448968, "revenue_cagr_3y": 0.14983100316411568, "revenue_cagr_5y": 0.13512430388147778, "earnings_cagr_3y": 0.23652863293474957, "quarterly_revenue_growth_yoy": 0.058781617385108655, "quarterly_earnings_growth_yoy": 0.030335861321776816, "revenue_growth_qoq": -0.009003001000333445, "gross_margin": 0.9121803499327052, "operating_margin": 0.4158815612382234, "net_margin": 0.3199865410497981, "roa_ttm": 0.01357347670250896, "roe_ttm": 0.17696261682242992, "debt_to_ebitda": 41.04412043173642, "net_debt_to_ebitda": 37.200151486460896, "interest_coverage": 20.233716475095786, "debt_to_equity": 10.128691588785047, "current_ratio": 0.3066872896733092, "quick_ratio": 0.3066872896733092, "fcf_to_ebitda": 2.2982389698920658, "capex_to_revenue": 0.05723596256684492, "working_capital_to_revenue": -14.49456885026738, "capital_efficiency": 0.09526804676246944, "financial_health": -0.27429621813553073, "margin_quality": 0.5493494840735756, "growth_momentum": 0.04455873935344273, "company_age_years": 32.02190280629706, "ebitda": 5281000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 49.97480854339042, "revenue_cagr_3y": 0.1120735706616871, "revenue_cagr_5y": 0.11957953851529579, "earnings_cagr_3y": 0.17739728653200237, "quarterly_revenue_growth_yoy": -0.06188704768346297, "quarterly_earnings_growth_yoy": -0.08877005347593583, "revenue_growth_qoq": -0.06662180349932706, "gross_margin": 0.93943763518385, "operating_margin": 0.4008651766402307, "net_margin": 0.30713770728190337, "roa_ttm": 0.012598639455782313, "roe_ttm": 0.17069124423963133, "debt_to_ebitda": 43.77987300365596, "net_debt_to_ebitda": 38.14200500288628, "interest_coverage": 30.93452380952381, "debt_to_equity": 10.484976958525346, "current_ratio": 0.34571234376770005, "quick_ratio": 0.34571234376770005, "fcf_to_ebitda": 1.6580719645949586, "capex_to_revenue": 0.060076368264743316, "working_capital_to_revenue": -14.703012303775987, "capital_efficiency": 0.09164494184770683, "financial_health": -0.24273644941847705, "margin_quality": 0.5491468397019946, "growth_momentum": -0.0753285505796994, "company_age_years": 32.27378507871321, "ebitda": 5197000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 15.788965484194433, "revenue_cagr_3y": 0.07154408669148427, "revenue_cagr_5y": 0.046602429606928064, "earnings_cagr_3y": 0.12439853741147311, "quarterly_revenue_growth_yoy": 0.03518728717366629, "quarterly_earnings_growth_yoy": 0.21036889332003988, "revenue_growth_qoq": -0.016711590296495958, "gross_margin": 0.49917763157894735, "operating_margin": 0.3854166666666667, "net_margin": 0.33278508771929827, "roa_ttm": 0.028218784558477712, "roe_ttm": 0.13565536205316223, "debt_to_ebitda": 1.3163676309044305, "net_debt_to_ebitda": 0.31563529842548516, "interest_coverage": 107.09803921568627, "debt_to_equity": 0.21967613809960282, "current_ratio": 24.97045951859956, "quick_ratio": 25.2472647702407, "fcf_to_ebitda": 0.49560600512632735, "capex_to_revenue": 0.016570173687362747, "working_capital_to_revenue": 1.457975643841086, "capital_efficiency": 0.08193707330581997, "financial_health": -0.18493652629855795, "margin_quality": 0.40579312865497075, "growth_momentum": 0.12277809024685309, "company_age_years": 20.747433264887064, "ebitda": 5462000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 15.387615701499998, "revenue_cagr_3y": 0.10558493782545342, "revenue_cagr_5y": 0.0846704560956042, "earnings_cagr_3y": 0.13052661757795025, "quarterly_revenue_growth_yoy": 0.1833694474539545, "quarterly_earnings_growth_yoy": 0.21894548704200179, "revenue_growth_qoq": 0.19764254385964913, "gross_margin": 0.513847562371252, "operating_margin": 0.4021515220874342, "net_margin": 0.3121995880064088, "roa_ttm": 0.02837364793662714, "roe_ttm": 0.13831074897410917, "debt_to_ebitda": 1.2678947368421052, "net_debt_to_ebitda": 0.12631578947368421, "interest_coverage": 105.55555555555556, "debt_to_equity": 0.21335577008236647, "current_ratio": 25.657894736842106, "quick_ratio": 25.88157894736842, "fcf_to_ebitda": 0.4887719298245614, "capex_to_revenue": 0.014900662251655629, "working_capital_to_revenue": 1.5513245033112584, "capital_efficiency": 0.08334219845536815, "financial_health": -0.17394758926622286, "margin_quality": 0.40939955748836504, "growth_momentum": 0.20115746724797814, "company_age_years": 20.999315537303218, "ebitda": 5700000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 15.202944025834231, "revenue_cagr_3y": 0.011539479955819276, "revenue_cagr_5y": 0.04806111842785099, "earnings_cagr_3y": 0.05551237936513753, "quarterly_revenue_growth_yoy": 0.04894456042681512, "quarterly_earnings_growth_yoy": 0.14082503556187767, "revenue_growth_qoq": 0.013219807304503697, "gross_margin": 0.8053958425475454, "operating_margin": 0.3620079610791685, "net_margin": 0.3547103051747015, "roa_ttm": 0.045418897836994564, "roe_ttm": 0.13943614570119348, "debt_to_ebitda": 1.3661387052129785, "net_debt_to_ebitda": 0.2411194833153929, "interest_coverage": 130.06, "debt_to_equity": 0.2299945633883035, "current_ratio": 13.099424815119145, "quick_ratio": -1.5981922760887428, "fcf_to_ebitda": 0.5821928340765801, "capex_to_revenue": 0.020153714773697696, "working_capital_to_revenue": 0.838314830629092, "capital_efficiency": 0.09242752176909402, "financial_health": -0.1424117928207867, "margin_quality": 0.5073713696004717, "growth_momentum": 0.0948847979943464, "company_age_years": 23.99726214921287, "ebitda": 6503000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 15.777275903614457, "revenue_cagr_3y": 0.0631681024500228, "revenue_cagr_5y": 0.04515266266986928, "earnings_cagr_3y": 0.06821984991989849, "quarterly_revenue_growth_yoy": 0.08223031105228326, "quarterly_earnings_growth_yoy": 0.16122840690978887, "revenue_growth_qoq": 0.028135806350204337, "gross_margin": 0.8142485858431433, "operating_margin": 0.3488763186057178, "net_margin": 0.2774805075676502, "roa_ttm": 0.014898613236563375, "roe_ttm": 0.137409429280397, "debt_to_ebitda": 7.8026506024096385, "net_debt_to_ebitda": 5.3831325301204815, "interest_coverage": 9.51834862385321, "debt_to_equity": 1.2855980148883375, "current_ratio": 0.2713845529875002, "quick_ratio": 0.27084659452577975, "fcf_to_ebitda": 0.9331325301204819, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.287191315067403, "capital_efficiency": 0.0761540212584802, "financial_health": -0.7685679355642718, "margin_quality": 0.4802018040055038, "growth_momentum": 0.12172935898103607, "company_age_years": 30.902121834360027, "ebitda": 8300000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 14.71622911169745, "revenue_cagr_3y": 0.048486722778739555, "revenue_cagr_5y": 0.041043766916071256, "earnings_cagr_3y": 0.0018009944357337826, "quarterly_revenue_growth_yoy": 0.03431751429896429, "quarterly_earnings_growth_yoy": -0.19935344827586207, "revenue_growth_qoq": -0.05105658771805418, "gross_margin": 0.7843371693319384, "operating_margin": 0.27604244507547454, "net_margin": 0.22208937378568225, "roa_ttm": 0.013955666436561666, "roe_ttm": 0.13333847607660115, "debt_to_ebitda": 7.023966578715919, "net_debt_to_ebitda": 4.560795954265611, "interest_coverage": 8.679389312977099, "debt_to_equity": 1.2321370026806548, "current_ratio": 0.41213155308462057, "quick_ratio": 0.41177629855901504, "fcf_to_ebitda": 0.5374890061565524, "capex_to_revenue": 0.0, "working_capital_to_revenue": -8.296614821591948, "capital_efficiency": 0.0736470712565814, "financial_health": -0.7294084266788653, "margin_quality": 0.42748966273103167, "growth_momentum": -0.08251796698844889, "company_age_years": 32.153319644079396, "ebitda": 9096000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 15.253932048928482, "revenue_cagr_3y": 0.03351013167655226, "revenue_cagr_5y": -0.0005456190691490725, "earnings_cagr_3y": 0.05422320218827581, "quarterly_revenue_growth_yoy": 0.047660728270669764, "quarterly_earnings_growth_yoy": 0.07510813043689556, "revenue_growth_qoq": -0.05317845502343397, "gross_margin": 0.9294244021332865, "operating_margin": 0.39573845255070955, "net_margin": 0.2779365667657091, "roa_ttm": 0.010816724724528576, "roe_ttm": 0.14825456547118565, "debt_to_ebitda": 4.3674583083731084, "net_debt_to_ebitda": 3.835448027981217, "interest_coverage": 25.28041035661944, "debt_to_equity": 0.9765290753089951, "current_ratio": 2.360837027503694, "quick_ratio": -2.7658134324800994, "fcf_to_ebitda": 0.6877543527411157, "capex_to_revenue": 0.02277295735056236, "working_capital_to_revenue": 0.04518662492363114, "capital_efficiency": 0.07953564509785711, "financial_health": -0.2228848858282884, "margin_quality": 0.5343664738165684, "growth_momentum": 0.06138442935378266, "company_age_years": 31.811088295687885, "ebitda": 258745000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 14.999239355428033, "revenue_cagr_3y": 0.03659626494177437, "revenue_cagr_5y": 0.0011665952663304502, "earnings_cagr_3y": 0.04876289256792243, "quarterly_revenue_growth_yoy": 0.07743416122470828, "quarterly_earnings_growth_yoy": 0.26890535651768, "revenue_growth_qoq": 0.011545878849934984, "gross_margin": 0.921958156605332, "operating_margin": 0.38498655521676217, "net_margin": 0.27009420663358774, "roa_ttm": 0.011288418980054692, "roe_ttm": 0.1553280938670406, "debt_to_ebitda": 4.041307854938158, "net_debt_to_ebitda": 3.556932279427473, "interest_coverage": 26.969106983212477, "debt_to_equity": 0.9427318944992478, "current_ratio": 2.050637990530455, "quick_ratio": -0.7506219404542172, "fcf_to_ebitda": 0.6383177776631872, "capex_to_revenue": 0.022195453662327568, "working_capital_to_revenue": 0.04069788226151156, "capital_efficiency": 0.08330825642354765, "financial_health": -0.22201724720233956, "margin_quality": 0.5256796394852273, "growth_momentum": 0.17316975887119412, "company_age_years": 32.062970568104035, "ebitda": 271498000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 16.370395754693, "revenue_cagr_3y": 0.06124369230812876, "revenue_cagr_5y": 0.021344894105616685, "earnings_cagr_3y": 0.0986423867333368, "quarterly_revenue_growth_yoy": 0.03984369424023981, "quarterly_earnings_growth_yoy": 0.019239195379406493, "revenue_growth_qoq": 0.07557198840950617, "gross_margin": 0.9177491405986352, "operating_margin": 0.416516521669498, "net_margin": 0.29271696667067054, "roa_ttm": 0.010947230337582659, "roe_ttm": 0.15289694310041513, "debt_to_ebitda": 3.852955805685021, "net_debt_to_ebitda": 3.3980877991267984, "interest_coverage": 27.195891783567134, "debt_to_equity": 0.8764710171589684, "current_ratio": 1.2400703990867146, "quick_ratio": 0.6828711411311421, "fcf_to_ebitda": 0.8475986957242599, "capex_to_revenue": 0.02528140292397483, "working_capital_to_revenue": 0.015349803375314401, "capital_efficiency": 0.0819220867189989, "financial_health": -0.21714317907650207, "margin_quality": 0.5423275429796013, "growth_momentum": 0.029541444809823153, "company_age_years": 32.56125941136208, "ebitda": 271415000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 15.120617926332002, "revenue_cagr_3y": 0.06305303754127611, "revenue_cagr_5y": 0.04428873986376769, "earnings_cagr_3y": 0.18428977117617662, "quarterly_revenue_growth_yoy": 0.0547628139227493, "quarterly_earnings_growth_yoy": 0.2408840260674353, "revenue_growth_qoq": 0.02194762395341822, "gross_margin": 0.8869543907723326, "operating_margin": 0.3902655015121389, "net_margin": 0.31709246046996054, "roa_ttm": 0.012279147025253572, "roe_ttm": 0.1664721178112336, "debt_to_ebitda": 4.216672682374215, "net_debt_to_ebitda": 3.391958488044228, "interest_coverage": 16.962053706734558, "debt_to_equity": 0.941431884895163, "current_ratio": 0.1667512375987777, "quick_ratio": 0.16662692093342865, "fcf_to_ebitda": 0.7385168481504379, "capex_to_revenue": 0.044833442231835656, "working_capital_to_revenue": -18.214268123771333, "capital_efficiency": 0.08937563241824359, "financial_health": -0.5249850062641477, "margin_quality": 0.531437450918144, "growth_momentum": 0.1478234199950923, "company_age_years": 34.06160164271047, "ebitda": 279823000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 15.527506069220703, "revenue_cagr_3y": 0.00023583265262039355, "revenue_cagr_5y": 0.021618297038429546, "earnings_cagr_3y": -0.004983704625675878, "quarterly_revenue_growth_yoy": -0.09805254215135277, "quarterly_earnings_growth_yoy": -0.2722425743425692, "revenue_growth_qoq": -0.012625482183533075, "gross_margin": 0.8607871551124507, "operating_margin": 0.2950556457222351, "net_margin": 0.24527011361001624, "roa_ttm": 0.007464890567210637, "roe_ttm": 0.11189757491231402, "debt_to_ebitda": 2.983037769053743, "net_debt_to_ebitda": 1.7147466269572673, "interest_coverage": 25.13439945559714, "debt_to_equity": 0.4809513520120305, "current_ratio": 0.22612700379139908, "quick_ratio": 0.22600307546321136, "fcf_to_ebitda": 0.5104868913857677, "capex_to_revenue": 0.04581364045506721, "working_capital_to_revenue": -20.042310900197364, "capital_efficiency": 0.05968123273976233, "financial_health": -0.030360395673116686, "margin_quality": 0.467037638148234, "growth_momentum": -0.185147558246961, "company_age_years": 36.31485284052019, "ebitda": 221610000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 15.25743121004575, "revenue_cagr_3y": -0.00810270394835333, "revenue_cagr_5y": 0.002962200262217829, "earnings_cagr_3y": 0.03519508397860771, "quarterly_revenue_growth_yoy": -0.10062773745710987, "quarterly_earnings_growth_yoy": 0.7255483276725577, "revenue_growth_qoq": -0.010914676559239509, "gross_margin": 1.035771843152423, "operating_margin": 0.4628187321624267, "net_margin": 0.3513247419961673, "roa_ttm": 0.008156412703884688, "roe_ttm": 0.1316043495873097, "debt_to_ebitda": 2.515652977643023, "net_debt_to_ebitda": 1.3894004493825824, "interest_coverage": 31.549170326988776, "debt_to_equity": 0.4782237592273608, "current_ratio": 0.22345707731415462, "quick_ratio": 0.22334140988281975, "fcf_to_ebitda": 1.1963515703252803, "capex_to_revenue": 0.03438815404490856, "working_capital_to_revenue": -22.1292923353527, "capital_efficiency": 0.06988038114559719, "financial_health": -0.023489520211060076, "margin_quality": 0.6166384391036723, "growth_momentum": 0.31246029510772394, "company_age_years": 36.56125941136208, "ebitda": 258577000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 12.326897365157986, "revenue_cagr_3y": -0.0021675832751888446, "revenue_cagr_5y": 0.01859318478641514, "earnings_cagr_3y": 0.07265964596300778, "quarterly_revenue_growth_yoy": -0.07936750721259078, "quarterly_earnings_growth_yoy": 0.7357098797162537, "revenue_growth_qoq": 0.022937580946687998, "gross_margin": 1.0471781886096327, "operating_margin": 0.5013892787781221, "net_margin": 0.38689552050690057, "roa_ttm": 0.009158182959267751, "roe_ttm": 0.13112215674969419, "debt_to_ebitda": 1.8849050200108204, "net_debt_to_ebitda": 0.9717765105565058, "interest_coverage": 37.83712650985378, "debt_to_equity": 0.35422546195811766, "current_ratio": 0.24050908320263994, "quick_ratio": 0.5380153944604918, "fcf_to_ebitda": 1.0041567396644364, "capex_to_revenue": 0.033351915128373245, "working_capital_to_revenue": -22.731045846968808, "capital_efficiency": 0.07014016985448097, "financial_health": 0.005394513537180367, "margin_quality": 0.6451543292982186, "growth_momentum": 0.32817118625183145, "company_age_years": 36.8104038329911, "ebitda": 297589000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 10.598976880996895, "revenue_cagr_3y": -0.009994837433257242, "revenue_cagr_5y": 0.015868015922247958, "earnings_cagr_3y": 0.02912052016365596, "quarterly_revenue_growth_yoy": -0.0029131325618396804, "quarterly_earnings_growth_yoy": 0.6398784355179704, "revenue_growth_qoq": -0.0019134808737847392, "gross_margin": 1.016967345322213, "operating_margin": 0.4711250911219915, "net_margin": 0.3561822325031426, "roa_ttm": 0.01009558603921389, "roe_ttm": 0.14516792529501743, "debt_to_ebitda": 1.387633937576584, "net_debt_to_ebitda": 0.6834391586958943, "interest_coverage": 44.61996238581408, "debt_to_equity": 0.288586439623094, "current_ratio": 0.22812469581812853, "quick_ratio": 0.48757071400552515, "fcf_to_ebitda": 1.135293887418674, "capex_to_revenue": 0.03166239115511074, "working_capital_to_revenue": -23.368026881526177, "capital_efficiency": 0.07763175566711566, "financial_health": 0.0036643190393910617, "margin_quality": 0.6147582229824491, "growth_momentum": 0.31848265147806537, "company_age_years": 37.06228610540725, "ebitda": 332151000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 12.210004381326982, "revenue_cagr_3y": 0.08388514738421238, "revenue_cagr_5y": 0.06563202724712447, "earnings_cagr_3y": 0.05786801203132952, "quarterly_revenue_growth_yoy": 0.3395048713908431, "quarterly_earnings_growth_yoy": -0.18995110970419612, "revenue_growth_qoq": 0.06160956133253597, "gross_margin": 0.6773227518048934, "operating_margin": 0.2529418830536767, "net_margin": 0.19078644890588045, "roa_ttm": 0.008297720500806158, "roe_ttm": 0.1524068324696178, "debt_to_ebitda": 8.18857824292317, "net_debt_to_ebitda": 6.869788938631774, "interest_coverage": 4.02584777793987, "debt_to_equity": 1.8300606870900602, "current_ratio": 0.10403444981153616, "quick_ratio": 0.19056507733795303, "fcf_to_ebitda": 0.4437724213584749, "capex_to_revenue": 0.023738549878705606, "working_capital_to_revenue": -22.026069622287643, "capital_efficiency": 0.08035227648521198, "financial_health": -1.279889516332795, "margin_quality": 0.37368369458815015, "growth_momentum": 0.0747768808433235, "company_age_years": 38.809034907597535, "ebitda": 303561000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 13.140786481292057, "revenue_cagr_3y": 0.14868734473504275, "revenue_cagr_5y": 0.0646813479751791, "earnings_cagr_3y": -0.13359233765692935, "quarterly_revenue_growth_yoy": 0.07372572938904137, "quarterly_earnings_growth_yoy": -0.1575057929565998, "revenue_growth_qoq": 0.03970516434882586, "gross_margin": 0.5984563880389009, "operating_margin": 0.19933650437785924, "net_margin": 0.1528387917714424, "roa_ttm": 0.005934155529935619, "roe_ttm": 0.08479748107745903, "debt_to_ebitda": 2.9837758991601264, "net_debt_to_ebitda": 1.699842667045856, "interest_coverage": 2.115975929340969, "debt_to_equity": 0.3905734943925873, "current_ratio": 0.10092708802198715, "quick_ratio": 0.1644693186489707, "fcf_to_ebitda": 0.4180423743973873, "capex_to_revenue": 0.01603119966353304, "working_capital_to_revenue": -18.615232580825108, "capital_efficiency": 0.045365818303697326, "financial_health": -0.3184750265696159, "margin_quality": 0.31687722806273416, "growth_momentum": -0.041890031783779216, "company_age_years": 40.062970568104035, "ebitda": 218009000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 16.738661467075392, "revenue_cagr_3y": 0.019015070946710733, "revenue_cagr_5y": -0.0035914421023676146, "earnings_cagr_3y": -0.01561900641568581, "quarterly_revenue_growth_yoy": 0.033772574472110246, "quarterly_earnings_growth_yoy": 0.015703467516939018, "revenue_growth_qoq": 0.0147343987144005, "gross_margin": 0.9421399185644252, "operating_margin": 0.32407417183117426, "net_margin": 0.22421177472541007, "roa_ttm": 0.01071856969338136, "roe_ttm": 0.11165584951672107, "debt_to_ebitda": 5.122140967427199, "net_debt_to_ebitda": 3.9770878677574304, "interest_coverage": 58.768849069607164, "debt_to_equity": 0.9246089102832781, "current_ratio": 0.6437479560955779, "quick_ratio": 0.6432770224490718, "fcf_to_ebitda": 0.6031550210147103, "capex_to_revenue": 0.028563062248258744, "working_capital_to_revenue": -7.062692415838499, "capital_efficiency": 0.06118720960505122, "financial_health": -0.024111520118463813, "margin_quality": 0.4968086217070032, "growth_momentum": 0.024738020994524632, "company_age_years": 31.312799452429843, "ebitda": 426368000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 15.0332478092332, "revenue_cagr_3y": 0.042012266695057976, "revenue_cagr_5y": 0.013207634209905228, "earnings_cagr_3y": 0.023257027315746193, "quarterly_revenue_growth_yoy": 0.09249560414321269, "quarterly_earnings_growth_yoy": 0.07073949717467856, "revenue_growth_qoq": 0.0211366491759663, "gross_margin": 0.9386814724442285, "operating_margin": 0.3270367421775108, "net_margin": 0.22530561041091546, "roa_ttm": 0.010937671890000845, "roe_ttm": 0.10976491670038181, "debt_to_ebitda": 2.7078539385909863, "net_debt_to_ebitda": 1.436134160797713, "interest_coverage": 51.50604573207231, "debt_to_equity": 0.47706250706380104, "current_ratio": 0.6519967669960385, "quick_ratio": 0.6491701652930194, "fcf_to_ebitda": 0.8337842549334077, "capex_to_revenue": 0.026909071154695395, "working_capital_to_revenue": -6.696380755777683, "capital_efficiency": 0.06035129429519133, "financial_health": -0.02018252874093875, "margin_quality": 0.4970079416775515, "growth_momentum": 0.08161755065894563, "company_age_years": 31.561943874058862, "ebitda": 430230000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 17.538717725230402, "revenue_cagr_3y": 0.033085753303960574, "revenue_cagr_5y": 0.009636711991710456, "earnings_cagr_3y": 0.020293052726110927, "quarterly_revenue_growth_yoy": 0.0311407712010594, "quarterly_earnings_growth_yoy": -0.05998412975939101, "revenue_growth_qoq": 0.019761715209352177, "gross_margin": 0.9410188211199394, "operating_margin": 0.34252478108492657, "net_margin": 0.23621198346688477, "roa_ttm": 0.010667433221448764, "roe_ttm": 0.10451934164341715, "debt_to_ebitda": 4.3426076490093575, "net_debt_to_ebitda": 2.8993663193420107, "interest_coverage": 51.44669742593492, "debt_to_equity": 0.7296151021683513, "current_ratio": 0.6728031606593009, "quick_ratio": 0.6712245064299945, "fcf_to_ebitda": 0.7771072536964705, "capex_to_revenue": 0.026101872330954665, "working_capital_to_revenue": -6.282093748695906, "capital_efficiency": 0.05759338743243296, "financial_health": -0.01644180677249382, "margin_quality": 0.5065851952239169, "growth_momentum": -0.014421679279165807, "company_age_years": 31.811088295687885, "ebitda": 423715000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 17.630018530757262, "revenue_cagr_3y": 0.033092586329765306, "revenue_cagr_5y": 0.014664071813948576, "earnings_cagr_3y": 0.0015659096863454014, "quarterly_revenue_growth_yoy": 0.059601821265958393, "quarterly_earnings_growth_yoy": 0.060871045626199466, "revenue_growth_qoq": 0.0027848092709815437, "gross_margin": 0.9481623780395328, "operating_margin": 0.33733380516657396, "net_margin": 0.23101292486055644, "roa_ttm": 0.010815757185478983, "roe_ttm": 0.10468803379169225, "debt_to_ebitda": 3.936240073482391, "net_debt_to_ebitda": 2.8811980420198355, "interest_coverage": 52.973022912047306, "debt_to_equity": 0.6624039639652332, "current_ratio": 0.6646457559561555, "quick_ratio": 0.6641719358637558, "fcf_to_ebitda": 0.7676979780715523, "capex_to_revenue": 0.02370183235439801, "working_capital_to_revenue": -6.344898595783408, "capital_efficiency": 0.05775189548858562, "financial_health": -0.02134319358088952, "margin_quality": 0.5055030360222211, "growth_momentum": 0.06023643344607893, "company_age_years": 32.062970568104035, "ebitda": 430035000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 18.691391318346827, "revenue_cagr_3y": 0.028722629970245217, "revenue_cagr_5y": 0.0202021980740561, "earnings_cagr_3y": 0.0359620736240811, "quarterly_revenue_growth_yoy": 0.023025465523837094, "quarterly_earnings_growth_yoy": 0.09376816471380059, "revenue_growth_qoq": -0.025572173273632103, "gross_margin": 0.929752929207177, "operating_margin": 0.3254603521112526, "net_margin": 0.2408856009001543, "roa_ttm": 0.011123719687210902, "roe_ttm": 0.11002488370084375, "debt_to_ebitda": 3.439253200552951, "net_debt_to_ebitda": 2.229627975888454, "interest_coverage": 45.60252982311806, "debt_to_equity": 0.5960437768666391, "current_ratio": 0.6638184306972226, "quick_ratio": 0.6631143197774539, "fcf_to_ebitda": 0.7974174576435541, "capex_to_revenue": 0.018880771008783388, "working_capital_to_revenue": -6.376084524216295, "capital_efficiency": 0.060574301694027326, "financial_health": -0.018659637802409236, "margin_quality": 0.4986996274061946, "growth_momentum": 0.05839681511881884, "company_age_years": 32.56125941136208, "ebitda": 443439000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 18.452906751376414, "revenue_cagr_3y": 0.04299555877520356, "revenue_cagr_5y": 0.023343877285015635, "earnings_cagr_3y": 0.05875229033241913, "quarterly_revenue_growth_yoy": 0.04979536383330348, "quarterly_earnings_growth_yoy": 0.12972686821283963, "revenue_growth_qoq": 0.04644620971708474, "gross_margin": 0.9306398390342052, "operating_margin": 0.36117505030181085, "net_margin": 0.2541971830985916, "roa_ttm": 0.01158697791600673, "roe_ttm": 0.1107473160960302, "debt_to_ebitda": 3.2329681861170574, "net_debt_to_ebitda": 2.0984905435762675, "interest_coverage": 42.05126541207009, "debt_to_equity": 0.5589033504923809, "current_ratio": 0.6725698563951148, "quick_ratio": 0.6715625195723169, "fcf_to_ebitda": 0.7761895208848189, "capex_to_revenue": 0.02063689293401919, "working_capital_to_revenue": -6.054773057049684, "capital_efficiency": 0.06116714700601846, "financial_health": -0.018317149392649692, "margin_quality": 0.5153373574782025, "growth_momentum": 0.08976111602307155, "company_age_years": 32.8104038329911, "ebitda": 453607000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 18.63661570202071, "revenue_cagr_3y": 0.035984086711952745, "revenue_cagr_5y": 0.028817057673540036, "earnings_cagr_3y": 0.030259871211434364, "quarterly_revenue_growth_yoy": 0.038349931752691975, "quarterly_earnings_growth_yoy": 0.08781092712816398, "revenue_growth_qoq": -0.008148088531187123, "gross_margin": 0.9274344842807715, "operating_margin": 0.3457386382078197, "net_margin": 0.24201704674547378, "roa_ttm": 0.011874187346954805, "roe_ttm": 0.10983231526684994, "debt_to_ebitda": 3.5261588488669977, "net_debt_to_ebitda": 2.291738039321526, "interest_coverage": 39.427014502703166, "debt_to_equity": 0.5999046858706987, "current_ratio": 0.6883262987012987, "quick_ratio": 0.6874965728715728, "fcf_to_ebitda": 0.8524626558680838, "capex_to_revenue": 0.023645594725390004, "working_capital_to_revenue": -5.6644492433524425, "capital_efficiency": 0.060853251306902376, "financial_health": -0.015270157381603373, "margin_quality": 0.5050633897446883, "growth_momentum": 0.06308042944042798, "company_age_years": 33.06228610540725, "ebitda": 459443000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 17.159754745772155, "revenue_cagr_3y": 0.06578885003367407, "revenue_cagr_5y": 0.052981970547962165, "earnings_cagr_3y": 0.14059564054456608, "quarterly_revenue_growth_yoy": 0.11838390342052314, "quarterly_earnings_growth_yoy": 0.397289766970618, "revenue_growth_qoq": 0.04923964421087603, "gross_margin": 0.9288798438678404, "operating_margin": 0.4053880563503532, "net_margin": 0.3175896234290353, "roa_ttm": 0.015504057086512877, "roe_ttm": 0.1373680584482514, "debt_to_ebitda": 2.2867521772954102, "net_debt_to_ebitda": 1.335599491490048, "interest_coverage": 35.94039825422804, "debt_to_equity": 0.43540197262487146, "current_ratio": 0.7120503494574214, "quick_ratio": 0.7120025749494207, "fcf_to_ebitda": 0.9183670758780335, "capex_to_revenue": 0.02256826766598486, "working_capital_to_revenue": -4.674845100703205, "capital_efficiency": 0.07643605776738213, "financial_health": 0.017083420243974065, "margin_quality": 0.5506191745490763, "growth_momentum": 0.2578368351955706, "company_age_years": 33.80971937029432, "ebitda": 527030000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 17.148455671694947, "revenue_cagr_3y": 0.08002056084021647, "revenue_cagr_5y": 0.05563607151520111, "earnings_cagr_3y": 0.2033100474676497, "quarterly_revenue_growth_yoy": 0.1450109382201536, "quarterly_earnings_growth_yoy": 0.5097902473043292, "revenue_growth_qoq": 0.015466410284457596, "gross_margin": 0.9234744352568663, "operating_margin": 0.3988876636684988, "net_margin": 0.31911920197521904, "roa_ttm": 0.016688151713531572, "roe_ttm": 0.1492083923009333, "debt_to_ebitda": 3.3233346221484963, "net_debt_to_ebitda": 1.9375506691445177, "interest_coverage": 33.01988586221098, "debt_to_equity": 0.6654024679166906, "current_ratio": 0.707951790447949, "quick_ratio": 0.7078987284899133, "fcf_to_ebitda": 0.9199253793838276, "capex_to_revenue": 0.02118753959705459, "working_capital_to_revenue": -4.695744359609523, "capital_efficiency": 0.08294827200723244, "financial_health": 0.03048553945730333, "margin_quality": 0.5471604336335281, "growth_momentum": 0.3274005927622414, "company_age_years": 34.06160164271047, "ebitda": 561239000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 15.126261063547238, "revenue_cagr_3y": 0.08084573650389082, "revenue_cagr_5y": 0.05825933704511388, "earnings_cagr_3y": 0.19840326647565543, "quarterly_revenue_growth_yoy": 0.01642242197437343, "quarterly_earnings_growth_yoy": 0.1621217741508134, "revenue_growth_qoq": 0.017062060089973383, "gross_margin": 0.9083920956548399, "operating_margin": 0.3826667409905516, "net_margin": 0.3056160985534714, "roa_ttm": 0.017025788959890657, "roe_ttm": 0.14790103223896034, "debt_to_ebitda": 3.3715672515021224, "net_debt_to_ebitda": 1.3165197429148894, "interest_coverage": 28.276829031632058, "debt_to_equity": 0.6703825404308944, "current_ratio": 0.4369743278829561, "quick_ratio": 0.43691090791186804, "fcf_to_ebitda": 0.8910922685736443, "capex_to_revenue": 0.023951587492284473, "working_capital_to_revenue": -9.024281790491592, "capital_efficiency": 0.0824634105994255, "financial_health": 0.04406934139798884, "margin_quality": 0.532224978399621, "growth_momentum": 0.08927209806259342, "company_age_years": 34.313483915126625, "ebitda": 582842000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 16.559902385839692, "revenue_cagr_3y": 0.06265002361382854, "revenue_cagr_5y": 0.050112531108717384, "earnings_cagr_3y": 0.14111137058119638, "quarterly_revenue_growth_yoy": 0.05160150410003171, "quarterly_earnings_growth_yoy": -0.03808524122633288, "revenue_growth_qoq": -0.029571615708353077, "gross_margin": 0.8941926589694985, "operating_margin": 0.34440519271641107, "net_margin": 0.2789878798322707, "roa_ttm": 0.017164859000176204, "roe_ttm": 0.14145182873536544, "debt_to_ebitda": 2.9851518906719465, "net_debt_to_ebitda": 1.9569216177671933, "interest_coverage": 23.702014193707182, "debt_to_equity": 0.5677788366737936, "current_ratio": 0.42503299057791305, "quick_ratio": 0.42499902291107605, "fcf_to_ebitda": 0.8848583553715575, "capex_to_revenue": 0.028138655811543848, "working_capital_to_revenue": -8.865591103650742, "capital_efficiency": 0.07930834386777082, "financial_health": 0.023066403480616, "margin_quality": 0.5058619105060601, "growth_momentum": 0.006758131436849415, "company_age_years": 34.559890485968516, "ebitda": 577784000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 17.2005838028463, "revenue_cagr_3y": 0.07302383006415991, "revenue_cagr_5y": 0.059532214184581544, "earnings_cagr_3y": 0.1559999462976338, "quarterly_revenue_growth_yoy": 0.05228297226811899, "quarterly_earnings_growth_yoy": -0.021381310613613706, "revenue_growth_qoq": 0.04991958182549256, "gross_margin": 0.894452635811807, "operating_margin": 0.37530808811662075, "net_margin": 0.2953569992422605, "roa_ttm": 0.016581333029957037, "roe_ttm": 0.13486061139301506, "debt_to_ebitda": 4.172399038478263, "net_debt_to_ebitda": 2.522592629956759, "interest_coverage": 21.469938008813205, "debt_to_equity": 0.7570235529617377, "current_ratio": 0.4333538277841578, "quick_ratio": 0.43331346583511754, "fcf_to_ebitda": 0.8283888944935139, "capex_to_revenue": 0.02810492092202214, "working_capital_to_revenue": -8.835382957436389, "capital_efficiency": 0.07572097221148605, "financial_health": 0.035380364524630566, "margin_quality": 0.5217059077235627, "growth_momentum": 0.015450830827252642, "company_age_years": 34.809034907597535, "ebitda": 574922000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 16.53361177585231, "revenue_cagr_3y": 0.07576440505761695, "revenue_cagr_5y": 0.05918886155358494, "earnings_cagr_3y": 0.16807650169460908, "quarterly_revenue_growth_yoy": 0.047124054981843744, "quarterly_earnings_growth_yoy": -0.029615548607163162, "revenue_growth_qoq": 0.01048798969255473, "gross_margin": 0.8938967771626578, "operating_margin": 0.3767809526387742, "net_margin": 0.29573221077708145, "roa_ttm": 0.01638565277756684, "roe_ttm": 0.1366605427705795, "debt_to_ebitda": 3.306756650846867, "net_debt_to_ebitda": 1.815254930987939, "interest_coverage": 20.338457723778824, "debt_to_equity": 0.6119567459550055, "current_ratio": 0.43353914381412595, "quick_ratio": 0.4335162751393133, "fcf_to_ebitda": 0.7696364348848348, "capex_to_revenue": 0.028695647349447892, "working_capital_to_revenue": -8.623620768333465, "capital_efficiency": 0.07652309777407318, "financial_health": -0.04986216134628539, "margin_quality": 0.5221366468595044, "growth_momentum": 0.008754253187340291, "company_age_years": 35.06091718001369, "ebitda": 574175000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 17.830757627707353, "revenue_cagr_3y": 0.0668324744152966, "revenue_cagr_5y": 0.0611746424405617, "earnings_cagr_3y": 0.142975547869316, "quarterly_revenue_growth_yoy": 0.030903871345355223, "quarterly_earnings_growth_yoy": -0.025279976653412615, "revenue_growth_qoq": 0.001307543415584943, "gross_margin": 0.8939866658736124, "operating_margin": 0.36631537966572764, "net_margin": 0.28896014361492167, "roa_ttm": 0.016160301151827785, "roe_ttm": 0.13437750025201903, "debt_to_ebitda": 3.2345779858307546, "net_debt_to_ebitda": 1.6855869205890412, "interest_coverage": 23.866158460384902, "debt_to_equity": 0.5911887769229689, "current_ratio": 0.4228247253934268, "quick_ratio": 0.4228084097638628, "fcf_to_ebitda": 0.8207253578528654, "capex_to_revenue": 0.029301162961953568, "working_capital_to_revenue": -8.886422291870554, "capital_efficiency": 0.07526890070192341, "financial_health": 0.03327574861797319, "margin_quality": 0.5164207297180873, "growth_momentum": 0.002811947345971304, "company_age_years": 35.31279945242984, "ebitda": 572931000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 18.730079892352716, "revenue_cagr_3y": 0.016970208569475176, "revenue_cagr_5y": 0.026288495046137506, "earnings_cagr_3y": -0.20374113595325483, "quarterly_revenue_growth_yoy": -0.10628048396847585, "quarterly_earnings_growth_yoy": -0.6307990108455048, "revenue_growth_qoq": -0.01548303887032277, "gross_margin": 0.7220615287610688, "operating_margin": 0.14811958042172085, "net_margin": 0.12201377984689739, "roa_ttm": 0.01009446414512849, "roe_ttm": 0.09167784191571614, "debt_to_ebitda": 4.097731785119456, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.40775375024352, "debt_to_equity": 0.5187558053966997, "current_ratio": 0.46116710044254466, "quick_ratio": 0.4611510349042854, "fcf_to_ebitda": 1.0699448589952292, "capex_to_revenue": 0.025727753537807558, "working_capital_to_revenue": -10.125517498921543, "capital_efficiency": 0.050886153030422314, "financial_health": 0.058461207636915494, "margin_quality": 0.33073162967656233, "growth_momentum": -0.36853974740699036, "company_age_years": 35.81108829568789, "ebitda": 425092000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 11.783524513745979, "revenue_cagr_3y": 0.06182264565758455, "revenue_cagr_5y": 0.0566434785542711, "earnings_cagr_3y": 0.2110778717599664, "quarterly_revenue_growth_yoy": -0.0014997495905467047, "quarterly_earnings_growth_yoy": 0.2124274546419875, "revenue_growth_qoq": 0.12895879819656025, "gross_margin": 0.9722021141901253, "operating_margin": 0.454748794195873, "net_margin": 0.3590924002483455, "roa_ttm": 0.01052489114437208, "roe_ttm": 0.10014571963324755, "debt_to_ebitda": 0.0017779315991381113, "net_debt_to_ebitda": 0.0, "interest_coverage": 63.52782438478747, "debt_to_equity": 0.0002443700401402079, "current_ratio": 745524.4720015501, "quick_ratio": 745522.2631273009, "fcf_to_ebitda": 1.2446698697702878, "capex_to_revenue": 0.0302918180028985, "working_capital_to_revenue": 13.768394335402837, "capital_efficiency": 0.05533530538880981, "financial_health": 0.04838433972692752, "margin_quality": 0.5953477695447812, "growth_momentum": 0.1054638525257204, "company_age_years": 36.062970568104035, "ebitda": 454351000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 12.184015551817412, "revenue_cagr_3y": 0.008573296643602069, "revenue_cagr_5y": 0.04970643643128203, "earnings_cagr_3y": 0.1124209299485377, "quarterly_revenue_growth_yoy": -0.020893375653593886, "quarterly_earnings_growth_yoy": 0.21527881736526946, "revenue_growth_qoq": -0.018140608012666704, "gross_margin": 0.9984536794146072, "operating_margin": 0.45638547563164433, "net_margin": 0.35866077592157947, "roa_ttm": 0.010754101376139349, "roe_ttm": 0.10422493418548522, "debt_to_ebitda": 0.04557243881821743, "net_debt_to_ebitda": 0.0, "interest_coverage": 97.72919605077574, "debt_to_equity": 0.006506827841946255, "current_ratio": 1.5859916048470974, "quick_ratio": 1.5859841556607608, "fcf_to_ebitda": 1.2181885656557325, "capex_to_revenue": 0.023845181199340506, "working_capital_to_revenue": 5.264925907507987, "capital_efficiency": 0.05748951778081228, "financial_health": 0.06612869483203519, "margin_quality": 0.604499976989277, "growth_momentum": 0.09719272085583779, "company_age_years": 36.31485284052019, "ebitda": 485030000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 16.839758666878637, "revenue_cagr_3y": 0.02408107659540626, "revenue_cagr_5y": 0.04151257689792476, "earnings_cagr_3y": 0.09054091322615565, "quarterly_revenue_growth_yoy": 0.07156309986228593, "quarterly_earnings_growth_yoy": 1.5256378116744123, "revenue_growth_qoq": -0.01810023470937457, "gross_margin": 1.0064202252562606, "operating_margin": 0.46486874112403154, "net_margin": 0.3683178897341076, "roa_ttm": 0.013019981553232715, "roe_ttm": 0.13076535279041476, "debt_to_ebitda": 3.2842658395261757, "net_debt_to_ebitda": 0.0, "interest_coverage": 149.7275259559382, "debt_to_equity": 0.5862183367093422, "current_ratio": 0.5069699699254754, "quick_ratio": 0.5069628851515571, "fcf_to_ebitda": 1.2001254917347963, "capex_to_revenue": 0.02567758323633778, "working_capital_to_revenue": -10.241837691352478, "capital_efficiency": 0.07189266717182374, "financial_health": 0.06966438959763753, "margin_quality": 0.6132022853714666, "growth_momentum": 0.798600455768349, "company_age_years": 36.56125941136208, "ebitda": 591274000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 11.814989424502517, "revenue_cagr_3y": 0.018539328832655633, "revenue_cagr_5y": 0.04406080796100342, "earnings_cagr_3y": 0.1373605391269508, "quarterly_revenue_growth_yoy": 0.123568680385297, "quarterly_earnings_growth_yoy": 3.072096931992073, "revenue_growth_qoq": 0.03229797944290555, "gross_margin": 1.1157894736842104, "operating_margin": 0.5760542661000327, "net_margin": 0.4422087828266318, "roa_ttm": 0.0164116357902588, "roe_ttm": 0.15940779545676234, "debt_to_ebitda": 3.0744368642737236, "net_debt_to_ebitda": 0.0, "interest_coverage": 239.52618216439225, "debt_to_equity": 0.665712843052312, "current_ratio": 1.4791254741107445, "quick_ratio": 1.4791083890388745, "fcf_to_ebitda": 0.9011125582479956, "capex_to_revenue": 0.02848040746636435, "working_capital_to_revenue": 4.417772032915401, "capital_efficiency": 0.08790971562351058, "financial_health": 0.07379618124388335, "margin_quality": 0.7113508408702917, "growth_momentum": 1.597832806188685, "company_age_years": 36.8104038329911, "ebitda": 754747000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 11.397288270881283, "revenue_cagr_3y": 0.013815452549311047, "revenue_cagr_5y": 0.04377290442597648, "earnings_cagr_3y": 0.028731790286701475, "quarterly_revenue_growth_yoy": -0.0033781493922855647, "quarterly_earnings_growth_yoy": -0.07464816380768302, "revenue_growth_qoq": 0.0014029639315680505, "gross_margin": 1.0120812307022675, "operating_margin": 0.43639331329316233, "net_margin": 0.333413131299392, "roa_ttm": 0.015819909261363917, "roe_ttm": 0.1567939505899726, "debt_to_ebitda": 3.0211408767328587, "net_debt_to_ebitda": 0.03312369533800782, "interest_coverage": 253.8451086956522, "debt_to_equity": 0.6486564368354368, "current_ratio": 1.4100920051932, "quick_ratio": 1.4100837178653458, "fcf_to_ebitda": 0.7980610715623829, "capex_to_revenue": 0.028453890747855305, "working_capital_to_revenue": 3.918071907574944, "capital_efficiency": 0.08630692992566827, "financial_health": 0.06357846462856209, "margin_quality": 0.5939625584316073, "growth_momentum": -0.03901315659998429, "company_age_years": 37.06228610540725, "ebitda": 747320000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 15.453785904280704, "revenue_cagr_3y": 0.053199389516413786, "revenue_cagr_5y": 0.041273559445992536, "earnings_cagr_3y": 0.0718909704534949, "quarterly_revenue_growth_yoy": 0.24000206616313505, "quarterly_earnings_growth_yoy": 0.14552764868675264, "revenue_growth_qoq": 0.06800958995526335, "gross_margin": 0.8907374579385614, "operating_margin": 0.38914757027210917, "net_margin": 0.30461969979588344, "roa_ttm": 0.015321874049733638, "roe_ttm": 0.19811008112226913, "debt_to_ebitda": 4.207053828283036, "net_debt_to_ebitda": 2.9679580233027205, "interest_coverage": 21.402634232417444, "debt_to_equity": 1.1591223916365248, "current_ratio": 1.012830315144703, "quick_ratio": 1.0128228815004316, "fcf_to_ebitda": 0.7275754747259413, "capex_to_revenue": 0.0416284594066487, "working_capital_to_revenue": 0.10580580069220061, "capital_efficiency": 0.10671597758600139, "financial_health": 0.02248022637865154, "margin_quality": 0.5281682426688513, "growth_momentum": 0.19276485742494384, "company_age_years": 38.313483915126625, "ebitda": 679234000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 14.475901583841887, "revenue_cagr_3y": 0.10370214169209246, "revenue_cagr_5y": 0.06147112802505128, "earnings_cagr_3y": 0.320673141395871, "quarterly_revenue_growth_yoy": 0.27215622986250904, "quarterly_earnings_growth_yoy": 0.010985662779084924, "revenue_growth_qoq": 0.03253136961764012, "gross_margin": 0.846042813949162, "operating_margin": 0.3437443266250227, "net_margin": 0.26773174826240637, "roa_ttm": 0.015300709367353504, "roe_ttm": 0.1837150969190298, "debt_to_ebitda": 6.30830538515577, "net_debt_to_ebitda": 3.8200641950777894, "interest_coverage": 11.888492853898033, "debt_to_equity": 1.6103156452539913, "current_ratio": 0.7204832230362289, "quick_ratio": 0.7204739114994747, "fcf_to_ebitda": 0.7073362863852939, "capex_to_revenue": 0.04191351147689183, "working_capital_to_revenue": -3.0172461839492644, "capital_efficiency": 0.09950790314319165, "financial_health": -0.5127581622265566, "margin_quality": 0.485839629612197, "growth_momentum": 0.14157094632079698, "company_age_years": 38.559890485968516, "ebitda": 680426000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 15.443937240086782, "revenue_cagr_3y": 0.1162345291923701, "revenue_cagr_5y": 0.058277563584422154, "earnings_cagr_3y": -0.10781657509752796, "quarterly_revenue_growth_yoy": 0.25917892460295405, "quarterly_earnings_growth_yoy": -0.16766718221616378, "revenue_growth_qoq": 0.1912006883611984, "gross_margin": 0.8668075897833082, "operating_margin": 0.15224612519952124, "net_margin": 0.12741670270004546, "roa_ttm": 0.006462207488418744, "roe_ttm": 0.06269199312779292, "debt_to_ebitda": 9.146556590923264, "net_debt_to_ebitda": 7.740890113533047, "interest_coverage": 17.6732409072452, "debt_to_equity": 1.073162721983216, "current_ratio": 0.06094606006511962, "quick_ratio": 0.018112074508261702, "fcf_to_ebitda": 1.0097663365816674, "capex_to_revenue": 0.025446090871688948, "working_capital_to_revenue": -22.157119260357373, "capital_efficiency": 0.03457710030810583, "financial_health": -0.8493493279443, "margin_quality": 0.38215680589429163, "growth_momentum": 0.04575587119339514, "company_age_years": 26.5160848733744, "ebitda": 1218676000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 19.35984111227563, "revenue_cagr_3y": 0.17058299127341936, "revenue_cagr_5y": 0.09948205063578164, "earnings_cagr_3y": 0.1482949524370618, "quarterly_revenue_growth_yoy": 0.40769236422789723, "quarterly_earnings_growth_yoy": 0.3401623025197831, "revenue_growth_qoq": 0.15292933812619072, "gross_margin": 0.8653118052201758, "operating_margin": 0.2722906034223957, "net_margin": 0.20793947067294932, "roa_ttm": 0.007138626471709088, "roe_ttm": 0.06905519984478076, "debt_to_ebitda": 9.235740657805028, "net_debt_to_ebitda": 8.125342622817103, "interest_coverage": 16.269188877899772, "debt_to_equity": 1.164353802871556, "current_ratio": 0.05291194495480721, "quick_ratio": 0.0530955275780855, "fcf_to_ebitda": 0.8425050825911442, "capex_to_revenue": 0.03184636912574924, "working_capital_to_revenue": -20.30914019721596, "capital_efficiency": 0.03809691315824492, "financial_health": -0.7916169897887002, "margin_quality": 0.44851395977184033, "growth_momentum": 0.37392733337384015, "company_age_years": 26.767967145790553, "ebitda": 1299534000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 16.606104186258783, "revenue_cagr_3y": 0.16160847985505367, "revenue_cagr_5y": 0.08107102258445131, "earnings_cagr_3y": 0.11742631482725008, "quarterly_revenue_growth_yoy": 0.4140590000475524, "quarterly_earnings_growth_yoy": 0.21469348681368713, "revenue_growth_qoq": -0.016702996445337823, "gross_margin": 0.8601769911504424, "operating_margin": 0.23628318584070795, "net_margin": 0.18415398230088495, "roa_ttm": 0.007482604965784271, "roe_ttm": 0.07172467725135998, "debt_to_ebitda": 7.290043978536262, "net_debt_to_ebitda": 6.3414158875919675, "interest_coverage": 16.068444444444445, "debt_to_equity": 1.010100748796582, "current_ratio": 0.05239030146676765, "quick_ratio": 0.04531784380973503, "fcf_to_ebitda": 0.8686666758864856, "capex_to_revenue": 0.03970140485896702, "working_capital_to_revenue": -18.50858700530986, "capital_efficiency": 0.039603641108572125, "financial_health": -0.8753370291530252, "margin_quality": 0.4268713864306784, "growth_momentum": 0.31437624343061976, "company_age_years": 27.014373716632445, "ebitda": 1446160000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 18.075465273810718, "revenue_cagr_3y": 0.16249556638871776, "revenue_cagr_5y": 0.09573415077605452, "earnings_cagr_3y": 0.18183923407100755, "quarterly_revenue_growth_yoy": 0.39942875581103526, "quarterly_earnings_growth_yoy": 0.556898132233299, "revenue_growth_qoq": 0.036283185840707964, "gross_margin": 0.892399658411614, "operating_margin": 0.2997438087105038, "net_margin": 0.23205892399658412, "roa_ttm": 0.008340684995033714, "roe_ttm": 0.07938685485192574, "debt_to_ebitda": 8.93354381783672, "net_debt_to_ebitda": 7.846570174127469, "interest_coverage": 14.506841584158416, "debt_to_equity": 1.2285643327662321, "current_ratio": 0.052898430169283334, "quick_ratio": 0.043266584951959425, "fcf_to_ebitda": 0.8695603508348059, "capex_to_revenue": 0.04803105764932237, "working_capital_to_revenue": -17.51018494448787, "capital_efficiency": 0.04386376992347973, "financial_health": -0.7855266470464044, "margin_quality": 0.4747341303729007, "growth_momentum": 0.47816344402216715, "company_age_years": 27.263518138261464, "ebitda": 1465191000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 10.941624203821656, "revenue_cagr_3y": 0.08854344323695962, "revenue_cagr_5y": 0.11787087766923876, "earnings_cagr_3y": -0.0008826129916738035, "quarterly_revenue_growth_yoy": 0.3161875945537065, "quarterly_earnings_growth_yoy": 0.24422442244224424, "revenue_growth_qoq": 0.26178390137781, "gross_margin": 1.0097701149425287, "operating_margin": 0.2689655172413793, "net_margin": 0.21666666666666667, "roa_ttm": 0.006960703663861292, "roe_ttm": 0.06211817855126033, "debt_to_ebitda": 4.147027600849257, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.86666666666667, "debt_to_equity": 0.40109861902561733, "current_ratio": 3780.8823529411766, "quick_ratio": 3779.9411764705883, "fcf_to_ebitda": 0.7616772823779193, "capex_to_revenue": 0.03418502202643172, "working_capital_to_revenue": 22.645991189427313, "capital_efficiency": 0.03453944110756081, "financial_health": -0.34074517522548375, "margin_quality": 0.49846743295019164, "growth_momentum": 0.2802060084979754, "company_age_years": 31.515400410677618, "ebitda": 1884000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 12.21534813319879, "revenue_cagr_3y": 0.0700663068126437, "revenue_cagr_5y": 0.08107947711313912, "earnings_cagr_3y": 0.06283529603921756, "quarterly_revenue_growth_yoy": 0.31346749226006193, "quarterly_earnings_growth_yoy": 0.2689873417721519, "revenue_growth_qoq": -0.02471264367816092, "gross_margin": 1.008249852681202, "operating_margin": 0.2887448438420743, "net_margin": 0.23629935179728934, "roa_ttm": 0.007439792260318044, "roe_ttm": 0.06710887702751724, "debt_to_ebitda": 3.7547931382441977, "net_debt_to_ebitda": 0.7709384460141272, "interest_coverage": 39.64, "debt_to_equity": 0.38565580141990985, "current_ratio": 0.08780824111924344, "quick_ratio": 0.08750182803261906, "fcf_to_ebitda": 0.9157416750756812, "capex_to_revenue": 0.040625, "working_capital_to_revenue": -21.544078947368423, "capital_efficiency": 0.03727433464391764, "financial_health": -0.3343714026904027, "margin_quality": 0.5110980161068552, "growth_momentum": 0.2912274170161069, "company_age_years": 31.76728268309377, "ebitda": 1982000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 14.717473690140846, "revenue_cagr_3y": 0.0050204795048189865, "revenue_cagr_5y": -0.024871547074024614, "earnings_cagr_3y": -0.02685872332084205, "quarterly_revenue_growth_yoy": 0.03173076923076923, "quarterly_earnings_growth_yoy": -0.19313304721030042, "revenue_growth_qoq": -0.03680430879712747, "gross_margin": 0.8434296365330848, "operating_margin": 0.22646784715750232, "net_margin": 0.17520969245107176, "roa_ttm": 0.008851446108818927, "roe_ttm": 0.07870956081691668, "debt_to_ebitda": 8.566901408450704, "net_debt_to_ebitda": 8.233098591549295, "interest_coverage": 17.974683544303797, "debt_to_equity": 1.0993132116392554, "current_ratio": 114.44878048780488, "quick_ratio": 114.51869918699187, "fcf_to_ebitda": 1.7788732394366198, "capex_to_revenue": 0.018281535648994516, "working_capital_to_revenue": 15.944012797074954, "capital_efficiency": 0.043780503462867805, "financial_health": -1.0389205992879533, "margin_quality": 0.41503572538055294, "growth_momentum": -0.0807011389897656, "company_age_years": 28.40246406570842, "ebitda": 1420000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 15.840338077769626, "revenue_cagr_3y": 0.021157100805591744, "revenue_cagr_5y": -0.010913593544833566, "earnings_cagr_3y": -0.003278712060317046, "quarterly_revenue_growth_yoy": 0.017304189435336976, "quarterly_earnings_growth_yoy": -0.15126050420168066, "revenue_growth_qoq": 0.04100652376514446, "gross_margin": 0.8755595344673232, "operating_margin": 0.23903312444046554, "net_margin": 0.18084153983885407, "roa_ttm": 0.008255066732575382, "roe_ttm": 0.07380889242464421, "debt_to_ebitda": 9.406456346294938, "net_debt_to_ebitda": 9.042553191489361, "interest_coverage": 15.666666666666666, "debt_to_equity": 1.133297975780076, "current_ratio": 104.48908296943232, "quick_ratio": 104.55458515283843, "fcf_to_ebitda": 1.2531181217901688, "capex_to_revenue": 0.020022753128555178, "working_capital_to_revenue": 16.17679180887372, "capital_efficiency": 0.041031979578609795, "financial_health": -1.0676677695584138, "margin_quality": 0.4318113995822143, "growth_momentum": -0.06697815738317184, "company_age_years": 28.65160848733744, "ebitda": 1363000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 18.74050599415205, "revenue_cagr_3y": 0.08435807239216975, "revenue_cagr_5y": 0.027864538388633564, "earnings_cagr_3y": -0.14167219598221048, "quarterly_revenue_growth_yoy": 0.24931255728689275, "quarterly_earnings_growth_yoy": -0.2146118721461187, "revenue_growth_qoq": 0.22023276633840644, "gross_margin": 0.8760088041085841, "operating_margin": 0.13793103448275862, "net_margin": 0.12619222303741745, "roa_ttm": 0.005802437318213615, "roe_ttm": 0.05254734595892238, "debt_to_ebitda": 10.439327485380117, "net_debt_to_ebitda": 9.891812865497077, "interest_coverage": 12.436363636363636, "debt_to_equity": 0.9523206188316885, "current_ratio": 120.4672435105068, "quick_ratio": 120.52286773794809, "fcf_to_ebitda": 1.1900584795321638, "capex_to_revenue": 0.02442682665523891, "working_capital_to_revenue": 20.709020784229697, "capital_efficiency": 0.029174891638568, "financial_health": -0.8928576385878938, "margin_quality": 0.3800440205429201, "growth_momentum": 0.01735034257038702, "company_age_years": 28.903490759753595, "ebitda": 1368000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 25.70242557722309, "revenue_cagr_3y": 0.14758681229532988, "revenue_cagr_5y": 0.11586152932650284, "earnings_cagr_3y": -0.001451380849574968, "quarterly_revenue_growth_yoy": 0.4380610412926391, "quarterly_earnings_growth_yoy": 0.01327433628318584, "revenue_growth_qoq": 0.17534849596478358, "gross_margin": 0.8813982521847691, "operating_margin": 0.16853932584269662, "net_margin": 0.14294631710362046, "roa_ttm": 0.005796867785977589, "roe_ttm": 0.05190288713910761, "debt_to_ebitda": 10.786271450858035, "net_debt_to_ebitda": 10.258190327613104, "interest_coverage": 10.338709677419354, "debt_to_equity": 0.9073490813648294, "current_ratio": 121.0878712871287, "quick_ratio": 121.13985148514851, "fcf_to_ebitda": 1.204368174726989, "capex_to_revenue": 0.028128031037827354, "working_capital_to_revenue": 18.82269641125121, "capital_efficiency": 0.028849877462542597, "financial_health": -0.849369293375568, "margin_quality": 0.3976279650436954, "growth_momentum": 0.2256676887879125, "company_age_years": 29.155373032169745, "ebitda": 1282000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 21.585348395721926, "revenue_cagr_3y": 0.1557856669766251, "revenue_cagr_5y": 0.07740949364997696, "earnings_cagr_3y": 0.10215636926059735, "quarterly_revenue_growth_yoy": 0.47343895619757687, "quarterly_earnings_growth_yoy": 0.723404255319149, "revenue_growth_qoq": -0.013108614232209739, "gross_margin": 0.8766603415559773, "operating_margin": 0.265022137887413, "net_margin": 0.2049335863377609, "roa_ttm": 0.006893423361789464, "roe_ttm": 0.061899038461538464, "debt_to_ebitda": 9.038770053475936, "net_debt_to_ebitda": 8.671791443850267, "interest_coverage": 11.333333333333334, "debt_to_equity": 0.9029113247863247, "current_ratio": 103.92788971367975, "quick_ratio": 103.97030752916224, "fcf_to_ebitda": 0.516042780748663, "capex_to_revenue": 0.02454529401377362, "working_capital_to_revenue": 17.139502030725765, "capital_efficiency": 0.034396230911663966, "financial_health": -0.8358613973916611, "margin_quality": 0.44887202192705034, "growth_momentum": 0.5984216057583629, "company_age_years": 29.401779603011637, "ebitda": 1496000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 18.784454021857922, "revenue_cagr_3y": 0.17883650473487633, "revenue_cagr_5y": 0.1006356339827501, "earnings_cagr_3y": 0.23448087779401794, "quarterly_revenue_growth_yoy": 0.5443151298119964, "quarterly_earnings_growth_yoy": 1.0396039603960396, "revenue_growth_qoq": 0.09108159392789374, "gross_margin": 0.8782608695652174, "operating_margin": 0.32753623188405795, "net_margin": 0.23884057971014494, "roa_ttm": 0.008371127341265166, "roe_ttm": 0.07454271290893595, "debt_to_ebitda": 7.919672131147541, "net_debt_to_ebitda": 7.591256830601093, "interest_coverage": 12.708333333333334, "debt_to_equity": 0.9501737363141677, "current_ratio": 107.16883116883118, "quick_ratio": 107.21212121212122, "fcf_to_ebitda": 0.12950819672131147, "capex_to_revenue": 0.022165523839897942, "working_capital_to_revenue": 15.643438048158188, "capital_efficiency": 0.041456920125100556, "financial_health": -0.8851706454962635, "margin_quality": 0.4815458937198068, "growth_momentum": 0.791959545104018, "company_age_years": 29.650924024640656, "ebitda": 1830000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 14.463750172337605, "revenue_cagr_3y": 0.054974821279633934, "revenue_cagr_5y": 0.11367197523854422, "earnings_cagr_3y": 0.26992806224425636, "quarterly_revenue_growth_yoy": 0.08917197452229299, "quarterly_earnings_growth_yoy": -0.030991735537190084, "revenue_growth_qoq": -0.02234927234927235, "gross_margin": 0.7793726741095162, "operating_margin": 0.28761297182349815, "net_margin": 0.24933545986177566, "roa_ttm": 0.011842359367671808, "roe_ttm": 0.10077473881911023, "debt_to_ebitda": 5.983208130799823, "net_debt_to_ebitda": 5.65974370304905, "interest_coverage": 7.395424836601308, "debt_to_equity": 0.7946942129357906, "current_ratio": 0.2467489740437395, "quick_ratio": 0.2470519990995827, "fcf_to_ebitda": 1.2509942554131683, "capex_to_revenue": 0.011324273914201972, "working_capital_to_revenue": -11.590993871569411, "capital_efficiency": 0.05630854909339102, "financial_health": -0.7255534896698592, "margin_quality": 0.43877370193159665, "growth_momentum": 0.029090119492551452, "company_age_years": 32.153319644079396, "ebitda": 2263000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 16.428194283942965, "revenue_cagr_3y": 0.02044857101150188, "revenue_cagr_5y": 0.10792924186592412, "earnings_cagr_3y": -0.2314924646884986, "quarterly_revenue_growth_yoy": -0.03830010493179433, "quarterly_earnings_growth_yoy": -0.56, "revenue_growth_qoq": 0.08847980997624703, "gross_margin": 0.6432078559738135, "operating_margin": 0.11729405346426623, "net_margin": 0.10201854882705946, "roa_ttm": 0.007114818449460255, "roe_ttm": 0.06943335993615324, "debt_to_ebitda": 9.74395536267824, "net_debt_to_ebitda": 9.087414755114693, "interest_coverage": 9.377906976744185, "debt_to_equity": 0.8959639721810512, "current_ratio": 0.16880128076846107, "quick_ratio": 0.1691514908945367, "fcf_to_ebitda": 1.3769373837569745, "capex_to_revenue": 0.010106528270964218, "working_capital_to_revenue": -15.883365200764818, "capital_efficiency": 0.03827408919280675, "financial_health": -0.7767349528942118, "margin_quality": 0.287506819421713, "growth_momentum": -0.2991500524658972, "company_age_years": 32.65160848733744, "ebitda": 1613000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 15.449731837769328, "revenue_cagr_3y": 0.019589531360179713, "revenue_cagr_5y": 0.09923938152907841, "earnings_cagr_3y": 0.05547381091634174, "quarterly_revenue_growth_yoy": -0.08991683991683992, "quarterly_earnings_growth_yoy": 0.028846153846153848, "revenue_growth_qoq": -0.0447354064375341, "gross_margin": 0.8406624785836665, "operating_margin": 0.2764134780125643, "net_margin": 0.24443175328383782, "roa_ttm": 0.0072123841913920485, "roe_ttm": 0.06940525900011285, "debt_to_ebitda": 8.692015209125476, "net_debt_to_ebitda": 8.086185044359949, "interest_coverage": 13.260504201680673, "debt_to_equity": 0.7739532784110146, "current_ratio": 0.17648947785318234, "quick_ratio": 0.17678919312367536, "fcf_to_ebitda": 1.053231939163498, "capex_to_revenue": 0.010071338648762064, "working_capital_to_revenue": -16.142257658413765, "capital_efficiency": 0.03830882159575245, "financial_health": -0.710171277341025, "margin_quality": 0.45383590329335616, "growth_momentum": -0.030535343035343037, "company_age_years": 32.903490759753595, "ebitda": 1578000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 17.768871385722857, "revenue_cagr_3y": 0.029212074516074438, "revenue_cagr_5y": 0.10950820256477534, "earnings_cagr_3y": 0.4373271785343351, "quarterly_revenue_growth_yoy": -0.004253056884635832, "quarterly_earnings_growth_yoy": 0.24093816631130063, "revenue_growth_qoq": 0.06967447173043975, "gross_margin": 0.9412706887346503, "operating_margin": 0.3678590496529632, "net_margin": 0.3107314468766684, "roa_ttm": 0.007884416682322, "roe_ttm": 0.07468995050330905, "debt_to_ebitda": 8.811037792441512, "net_debt_to_ebitda": 8.156568686262748, "interest_coverage": 18.522222222222222, "debt_to_equity": 0.8168622434792281, "current_ratio": 0.35481009188869495, "quick_ratio": 0.3548966432497151, "fcf_to_ebitda": 0.9658068386322736, "capex_to_revenue": 0.00882229379638706, "working_capital_to_revenue": -12.52667693600336, "capital_efficiency": 0.041287183592815524, "financial_health": -0.7560108956436712, "margin_quality": 0.5399537284214273, "growth_momentum": 0.1183425547133324, "company_age_years": 33.15537303216975, "ebitda": 1667000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 14.392660107768299, "revenue_cagr_3y": 0.015092233584386161, "revenue_cagr_5y": 0.10590985223779437, "earnings_cagr_3y": 0.14166328394233796, "quarterly_revenue_growth_yoy": 0.054038004750593824, "quarterly_earnings_growth_yoy": 3.26027397260274, "revenue_growth_qoq": -0.05232247730912974, "gross_margin": 1.0061971830985916, "operating_margin": 0.4309859154929577, "net_margin": 0.3504225352112676, "roa_ttm": 0.010323320261289536, "roe_ttm": 0.10315299988658273, "debt_to_ebitda": 6.072743601257296, "net_debt_to_ebitda": 5.651549169286035, "interest_coverage": 27.158536585365855, "debt_to_equity": 0.7669275263695134, "current_ratio": 0.14626548914903814, "quick_ratio": 0.14653933045799958, "fcf_to_ebitda": 0.7085765603951504, "capex_to_revenue": 0.008711283185840708, "working_capital_to_revenue": -17.24350110619469, "capital_efficiency": 0.05673816007393613, "financial_health": -0.7034777741491524, "margin_quality": 0.595868544600939, "growth_momentum": 1.657155988676667, "company_age_years": 33.40177960301163, "ebitda": 2227000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 11.75281876078702, "revenue_cagr_3y": 0.008913802115340985, "revenue_cagr_5y": 0.09878173990756212, "earnings_cagr_3y": 0.14787209094537856, "quarterly_revenue_growth_yoy": -0.024004364429896344, "quarterly_earnings_growth_yoy": 2.8983957219251337, "revenue_growth_qoq": 0.007887323943661971, "gross_margin": 1.0832867523756289, "operating_margin": 0.5103409726103969, "net_margin": 0.4074902179988821, "roa_ttm": 0.013035916406702923, "roe_ttm": 0.13159801571818738, "debt_to_ebitda": 5.132205730065585, "net_debt_to_ebitda": 4.858819468415603, "interest_coverage": 39.68493150684932, "debt_to_equity": 0.8287163480296528, "current_ratio": 0.17126891299853964, "quick_ratio": 0.17149563559011222, "fcf_to_ebitda": 0.6033828098032448, "capex_to_revenue": 0.009460211463550361, "working_capital_to_revenue": -17.289788536449638, "capital_efficiency": 0.07231696606244516, "financial_health": -0.7722839073371938, "margin_quality": 0.6670393143283025, "growth_momentum": 1.4371956787476188, "company_age_years": 33.65092402464066, "ebitda": 2897000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 10.68148348494161, "revenue_cagr_3y": 0.004229546472914514, "revenue_cagr_5y": 0.06046433496761572, "earnings_cagr_3y": 0.1019728435844145, "quarterly_revenue_growth_yoy": 0.04397487150199886, "quarterly_earnings_growth_yoy": 0.5070093457943925, "revenue_growth_qoq": 0.021799888205701508, "gross_margin": 1.0196936542669583, "operating_margin": 0.4420131291028446, "net_margin": 0.3528446389496718, "roa_ttm": 0.0137835164541396, "roe_ttm": 0.14723015419760138, "debt_to_ebitda": 4.587277197295636, "net_debt_to_ebitda": 4.35279655808236, "interest_coverage": 45.83098591549296, "debt_to_equity": 0.8524842946887493, "current_ratio": 0.1577193655666411, "quick_ratio": 0.3765221284215912, "fcf_to_ebitda": 0.6330669944683467, "capex_to_revenue": 0.007019958706125258, "working_capital_to_revenue": -18.127873365450792, "capital_efficiency": 0.0805068353258705, "financial_health": -0.7915801727022784, "margin_quality": 0.6048504741064916, "growth_momentum": 0.2754921086481957, "company_age_years": 33.90280629705681, "ebitda": 3254000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 17.62751374122367, "revenue_cagr_3y": 0.11780656022820812, "revenue_cagr_5y": 0.08659844806552375, "earnings_cagr_3y": -0.5184255277953249, "quarterly_revenue_growth_yoy": 0.3833950290851401, "quarterly_earnings_growth_yoy": -0.8350253807106599, "revenue_growth_qoq": -0.012084592145015106, "gross_margin": 0.529434250764526, "operating_margin": 0.021788990825688075, "net_margin": 0.02484709480122324, "roa_ttm": 0.00513594042946447, "roe_ttm": 0.0660654505704721, "debt_to_ebitda": 11.354062186559679, "net_debt_to_ebitda": 10.882146439317953, "interest_coverage": 1.7661647475642162, "debt_to_equity": 1.5467650474824075, "current_ratio": 0.35266145630153756, "quick_ratio": 0.45521866046086173, "fcf_to_ebitda": 1.384653961885657, "capex_to_revenue": 0.014870667085558698, "working_capital_to_revenue": -10.079065870771808, "capital_efficiency": 0.035600695499968284, "financial_health": -1.3305900447342636, "margin_quality": 0.19202344546381245, "growth_momentum": -0.2258151758127599, "company_age_years": 36.153319644079396, "ebitda": 1994000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 31.380560602716468, "revenue_cagr_3y": 0.141192243783002, "revenue_cagr_5y": 0.08004553952172344, "earnings_cagr_3y": -0.29387014017506696, "quarterly_revenue_growth_yoy": 0.5454012888107791, "quarterly_earnings_growth_yoy": -0.2980769230769231, "revenue_growth_qoq": 0.008409785932721712, "gross_margin": 0.5231235784685367, "operating_margin": 0.10538286580742987, "net_margin": 0.08301743745261561, "roa_ttm": 0.00466170626983492, "roe_ttm": 0.060081116381384476, "debt_to_ebitda": 20.117996604414262, "net_debt_to_ebitda": 19.05942275042445, "interest_coverage": 1.0181503889369057, "debt_to_equity": 1.6291331546023236, "current_ratio": 0.17948398009122543, "quick_ratio": 0.21084445923276351, "fcf_to_ebitda": 2.0492359932088284, "capex_to_revenue": 0.012404580152671756, "working_capital_to_revenue": -11.294465648854962, "capital_efficiency": 0.032371411325609695, "financial_health": -1.6206259030453651, "margin_quality": 0.23717462724286073, "growth_momentum": 0.12366218286692801, "company_age_years": 36.40246406570842, "ebitda": 1178000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 29.66633576756288, "revenue_cagr_3y": 0.14393165333065228, "revenue_cagr_5y": 0.07037888979603135, "earnings_cagr_3y": -0.2783260790986374, "quarterly_revenue_growth_yoy": 0.038789759503491075, "quarterly_earnings_growth_yoy": -0.04529616724738676, "revenue_growth_qoq": 0.015163002274450341, "gross_margin": 0.5141896938013443, "operating_margin": 0.12509335324869306, "net_margin": 0.10231516056758776, "roa_ttm": 0.0045932248599626566, "roe_ttm": 0.05821894651430117, "debt_to_ebitda": 19.241977450130097, "net_debt_to_ebitda": 18.091934084995664, "interest_coverage": 0.9600333055786844, "debt_to_equity": 1.500169044560146, "current_ratio": 0.18314865003945247, "quick_ratio": 0.21332464235479776, "fcf_to_ebitda": 1.432784041630529, "capex_to_revenue": 0.008790170132325142, "working_capital_to_revenue": -11.252551984877126, "capital_efficiency": 0.031406085687131914, "financial_health": -1.4914047125889869, "margin_quality": 0.24719940253920836, "growth_momentum": -0.0032532038719478434, "company_age_years": 36.65160848733744, "ebitda": 1153000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 27.356506446860003, "revenue_cagr_3y": 0.00442247544252905, "revenue_cagr_5y": -0.06250976797238927, "earnings_cagr_3y": 0.06094192106573737, "quarterly_revenue_growth_yoy": 0.0676444765790425, "quarterly_earnings_growth_yoy": 0.013984262486694078, "revenue_growth_qoq": 0.05881870889758456, "gross_margin": 0.9291565083910581, "operating_margin": 0.17460624588831702, "net_margin": 0.1566664086787147, "roa_ttm": 0.00327843306482547, "roe_ttm": 0.036635376073681135, "debt_to_ebitda": 12.58835955667852, "net_debt_to_ebitda": 7.241240968774593, "interest_coverage": 8.059757726058756, "debt_to_equity": 0.907531711853525, "current_ratio": 35.52239574644025, "quick_ratio": 34.36612239864791, "fcf_to_ebitda": 1.9362237199476913, "capex_to_revenue": 0.03305021362217832, "working_capital_to_revenue": 3.937607762543477, "capital_efficiency": 0.019956904569253302, "financial_health": -0.8142244331867485, "margin_quality": 0.4201430543193632, "growth_momentum": 0.040814369532868294, "company_age_years": 25.765913757700204, "ebitda": 168997000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 20.80149901516644, "revenue_cagr_3y": 0.1767052849687185, "revenue_cagr_5y": 0.09518373093492172, "earnings_cagr_3y": 0.1685324082351809, "quarterly_revenue_growth_yoy": 0.4244587328231244, "quarterly_earnings_growth_yoy": -0.09974878724878725, "revenue_growth_qoq": 0.034873121942246045, "gross_margin": 0.8464517469137158, "operating_margin": 0.21108965153600182, "net_margin": 0.16605317136791142, "roa_ttm": 0.004696301159815414, "roe_ttm": 0.04534428314949658, "debt_to_ebitda": 9.708496651565886, "net_debt_to_ebitda": 6.375854343116013, "interest_coverage": 5.28310722043731, "debt_to_equity": 0.9268707698860311, "current_ratio": 3.346020800804855, "quick_ratio": 3.329845300546805, "fcf_to_ebitda": 1.00791559976364, "capex_to_revenue": 0.032748762781558166, "working_capital_to_revenue": 2.4501547660201592, "capital_efficiency": 0.025020292154655996, "financial_health": -0.4621563983770346, "margin_quality": 0.4078648566058764, "growth_momentum": 0.1623549727871686, "company_age_years": 28.262833675564682, "ebitda": 406160000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 18.053630562972987, "revenue_cagr_3y": -0.007389579334127094, "revenue_cagr_5y": -0.04668155249047945, "earnings_cagr_3y": -0.567938729912527, "quarterly_revenue_growth_yoy": 0.030695499707773233, "quarterly_earnings_growth_yoy": 0.09828481155495374, "revenue_growth_qoq": 0.011351719798657718, "gross_margin": 0.8858970370946418, "operating_margin": 0.2940223449205485, "net_margin": 0.18922544521346918, "roa_ttm": 0.007852037809784322, "roe_ttm": 0.07535541011320594, "debt_to_ebitda": 11.02362796252465, "net_debt_to_ebitda": 8.099650143385832, "interest_coverage": 13.754818838179771, "debt_to_equity": 1.5259856356051404, "current_ratio": 1.046478881592883, "quick_ratio": 1.0415233213302266, "fcf_to_ebitda": 1.0156701090502827, "capex_to_revenue": 0.02338754801159283, "working_capital_to_revenue": 0.904100422823399, "capital_efficiency": 0.04160372396149513, "financial_health": -0.6867404653278371, "margin_quality": 0.45638160907621983, "growth_momentum": 0.06449015563136348, "company_age_years": 25.965776865160848, "ebitda": 415313000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 19.307594402244117, "revenue_cagr_3y": 0.04355068617253832, "revenue_cagr_5y": -0.008326019005412966, "earnings_cagr_3y": 0.21121416939291082, "quarterly_revenue_growth_yoy": 0.07818129973818597, "quarterly_earnings_growth_yoy": 0.17385869379088326, "revenue_growth_qoq": 0.025882614097777396, "gross_margin": 0.8880160123097637, "operating_margin": 0.324784218498305, "net_margin": 0.20601723847762846, "roa_ttm": 0.0081977140447971, "roe_ttm": 0.08428634076567561, "debt_to_ebitda": 10.085005115530391, "net_debt_to_ebitda": 7.978380447704056, "interest_coverage": 14.407605715575912, "debt_to_equity": 1.538550864025159, "current_ratio": 1.0338042774335399, "quick_ratio": 1.0302590845492705, "fcf_to_ebitda": 0.9703836535856846, "capex_to_revenue": 0.026620443992112462, "working_capital_to_revenue": 0.6559611890883873, "capital_efficiency": 0.046242027405236356, "financial_health": -0.7067671582016276, "margin_quality": 0.4729391564285657, "growth_momentum": 0.12601999676453463, "company_age_years": 26.967830253251197, "ebitda": 446679000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 18.19526860094761, "revenue_cagr_3y": 0.06257558014931242, "revenue_cagr_5y": 0.01450065779543297, "earnings_cagr_3y": 0.17482293620535172, "quarterly_revenue_growth_yoy": 0.10718963237569509, "quarterly_earnings_growth_yoy": 0.25714143937013084, "revenue_growth_qoq": 0.02896525679758308, "gross_margin": 0.8738802578124338, "operating_margin": 0.33254472616604225, "net_margin": 0.21456984678623758, "roa_ttm": 0.009178060220739295, "roe_ttm": 0.09394962619419223, "debt_to_ebitda": 8.886753128795052, "net_debt_to_ebitda": 7.16067399101048, "interest_coverage": 14.332984627902245, "debt_to_equity": 1.4621042333303425, "current_ratio": 1.0308628386037604, "quick_ratio": 1.03010155181175, "fcf_to_ebitda": 0.9688326801705455, "capex_to_revenue": 0.024295780882066537, "working_capital_to_revenue": 0.5824702112214727, "capital_efficiency": 0.05156384320746576, "financial_health": -0.6751531207759435, "margin_quality": 0.4736649435882379, "growth_momentum": 0.18216553587291295, "company_age_years": 27.463381245722108, "ebitda": 493241000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 12.557588363541091, "revenue_cagr_3y": 0.2062596212350185, "revenue_cagr_5y": 0.08624326728087728, "earnings_cagr_3y": -0.009400647570131038, "quarterly_revenue_growth_yoy": 0.07725434753518463, "quarterly_earnings_growth_yoy": 0.8698697152273547, "revenue_growth_qoq": 0.37685810785688684, "gross_margin": 0.5752791948904014, "operating_margin": 0.24584056591851042, "net_margin": 0.19610882416797817, "roa_ttm": 0.006081175737495794, "roe_ttm": 0.06765807016312246, "debt_to_ebitda": 3.9582393727016685, "net_debt_to_ebitda": 0.5753927632379223, "interest_coverage": 1.4451127331535805, "debt_to_equity": 0.3949056157085095, "current_ratio": 0.18707879317436765, "quick_ratio": 0.18707879317436765, "fcf_to_ebitda": 1.4417194561667805, "capex_to_revenue": 0.016749576582517238, "working_capital_to_revenue": -12.219776241870175, "capital_efficiency": 0.03686962295030913, "financial_health": -0.34701003135391795, "margin_quality": 0.3390761949922967, "growth_momentum": 0.4735620313812697, "company_age_years": 34.71594798083505, "ebitda": 534355000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 17.52567680406909, "revenue_cagr_3y": 0.03364408217996395, "revenue_cagr_5y": 0.06160820211186757, "earnings_cagr_3y": 0.11604799174276659, "quarterly_revenue_growth_yoy": 0.007029265635357666, "quarterly_earnings_growth_yoy": 0.09350427350427351, "revenue_growth_qoq": -0.011518985710788418, "gross_margin": 0.9379407432511699, "operating_margin": 0.284050471212378, "net_margin": 0.20846096693040655, "roa_ttm": 0.009733205787719947, "roe_ttm": 0.07827142445194042, "debt_to_ebitda": 10.703857157995126, "net_debt_to_ebitda": 9.53919677863728, "interest_coverage": 20.882938703252933, "debt_to_equity": 1.3548059577378837, "current_ratio": 0.2908207562675845, "quick_ratio": 0.28738447523314437, "fcf_to_ebitda": 0.2083236197944262, "capex_to_revenue": 0.13886731889990353, "working_capital_to_revenue": -10.701822956772661, "capital_efficiency": 0.04400231511983019, "financial_health": -0.8479329645607772, "margin_quality": 0.47681739379798477, "growth_momentum": 0.050266769569815586, "company_age_years": 25.765913757700204, "ebitda": 188740000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 15.10301204881314, "revenue_cagr_3y": 0.032655518925678084, "revenue_cagr_5y": 0.03826024317880172, "earnings_cagr_3y": 0.04054197349674893, "quarterly_revenue_growth_yoy": -0.061414307208316234, "quarterly_earnings_growth_yoy": 0.2903951018846264, "revenue_growth_qoq": -0.06082093929637499, "gross_margin": 0.9321522255069326, "operating_margin": 0.2543198567681226, "net_margin": 0.18720767234320135, "roa_ttm": 0.01029028204559614, "roe_ttm": 0.0813890363724221, "debt_to_ebitda": 8.816183512692445, "net_debt_to_ebitda": 7.912223881365533, "interest_coverage": 20.050588478215982, "debt_to_equity": 1.1349212504217365, "current_ratio": 0.27860280046834945, "quick_ratio": 0.27450796658281995, "fcf_to_ebitda": 0.27264816435816897, "capex_to_revenue": 0.13767932225489196, "working_capital_to_revenue": -11.051930605538782, "capital_efficiency": 0.04583965920900912, "financial_health": -0.7593676091097092, "margin_quality": 0.4578932515394188, "growth_momentum": 0.1144903973381551, "company_age_years": 26.015058179329227, "ebitda": 194210000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 16.680439948749072, "revenue_cagr_3y": 0.07692162789951085, "revenue_cagr_5y": 0.0414062174885248, "earnings_cagr_3y": 0.13168167614673765, "quarterly_revenue_growth_yoy": 0.0613379546713739, "quarterly_earnings_growth_yoy": -0.07857920305821764, "revenue_growth_qoq": 0.037731570427015554, "gross_margin": 0.9197780785830051, "operating_margin": 0.2772682299096168, "net_margin": 0.21068573475049016, "roa_ttm": 0.009031650598708257, "roe_ttm": 0.07238817808212457, "debt_to_ebitda": 9.320021579337784, "net_debt_to_ebitda": 8.146465259514015, "interest_coverage": 18.67632241813602, "debt_to_equity": 1.130088631131719, "current_ratio": 0.2736602635752156, "quick_ratio": 0.26584991092853, "fcf_to_ebitda": -0.2872389686874817, "capex_to_revenue": 0.3048168210333767, "working_capital_to_revenue": -13.237694675958727, "capital_efficiency": 0.04070991434041641, "financial_health": -0.8545339798805426, "margin_quality": 0.46924401441437075, "growth_momentum": -0.00862062419342187, "company_age_years": 26.5160848733744, "ebitda": 222435000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 20.03907052483803, "revenue_cagr_3y": 0.11487902963721242, "revenue_cagr_5y": 0.06249356791005134, "earnings_cagr_3y": 0.10869835509118442, "quarterly_revenue_growth_yoy": 0.19032939244235306, "quarterly_earnings_growth_yoy": 0.04599030795685478, "revenue_growth_qoq": 0.10861766509047426, "gross_margin": 0.9442829218613972, "operating_margin": 0.26372531305266733, "net_margin": 0.18318303520097243, "roa_ttm": 0.009035118349727532, "roe_ttm": 0.07399842483839161, "debt_to_ebitda": 10.440078302799892, "net_debt_to_ebitda": 9.326055300262462, "interest_coverage": 19.22276231981227, "debt_to_equity": 1.319762215631798, "current_ratio": 0.7922307692307692, "quick_ratio": 0.7832526693164991, "fcf_to_ebitda": -0.6366680327511488, "capex_to_revenue": 0.3455043176697655, "working_capital_to_revenue": -4.099882350227226, "capital_efficiency": 0.04151677159405957, "financial_health": -0.10347149444444223, "margin_quality": 0.463730423371679, "growth_momentum": 0.11815985019960391, "company_age_years": 26.767967145790553, "ebitda": 229366000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 18.354571682570278, "revenue_cagr_3y": 0.05811292944242474, "revenue_cagr_5y": 0.04692319622458507, "earnings_cagr_3y": 0.10730029973587496, "quarterly_revenue_growth_yoy": 0.10863832563045621, "quarterly_earnings_growth_yoy": 0.3341735552507692, "revenue_growth_qoq": -0.1252758203430849, "gross_margin": 0.9185387807732994, "operating_margin": 0.2909606464818443, "net_margin": 0.225292162471754, "roa_ttm": 0.00963567052206021, "roe_ttm": 0.07760083494055056, "debt_to_ebitda": 9.494967202695236, "net_debt_to_ebitda": 8.593363271172851, "interest_coverage": 19.003789373963844, "debt_to_equity": 1.237916353211916, "current_ratio": 0.7940493441599, "quick_ratio": 0.7905730793254216, "fcf_to_ebitda": -0.17012225771744052, "capex_to_revenue": 0.3376293381789785, "working_capital_to_revenue": -3.96133895988827, "capital_efficiency": 0.04361825273130539, "financial_health": -0.10402735025899809, "margin_quality": 0.47826386324229925, "growth_momentum": 0.2214059404406127, "company_age_years": 27.014373716632445, "ebitda": 240721000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 20.76623230760155, "revenue_cagr_3y": 0.0625197268562514, "revenue_cagr_5y": 0.03997226566822132, "earnings_cagr_3y": 0.27438510041114794, "quarterly_revenue_growth_yoy": 0.044307824104111417, "quarterly_earnings_growth_yoy": -0.006850365523235008, "revenue_growth_qoq": 0.037744824952897216, "gross_margin": 0.9081291054183983, "operating_margin": 0.2982019096792873, "net_margin": 0.23436095713174132, "roa_ttm": 0.009561296601969301, "roe_ttm": 0.07580380304400416, "debt_to_ebitda": 11.336190739824744, "net_debt_to_ebitda": 10.143880778533601, "interest_coverage": 15.880873450562122, "debt_to_equity": 1.3241200809501144, "current_ratio": 0.802482809583074, "quick_ratio": 0.7985763845675171, "fcf_to_ebitda": -0.3189873073065805, "capex_to_revenue": 0.32961077328197536, "working_capital_to_revenue": -3.7735033971146814, "capital_efficiency": 0.042682549822986735, "financial_health": -0.09860463510672077, "margin_quality": 0.48023065740980897, "growth_momentum": 0.018728729290438204, "company_age_years": 27.263518138261464, "ebitda": 220363000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 16.86628293690686, "revenue_cagr_3y": 0.0877268963626161, "revenue_cagr_5y": 0.08655481539377075, "earnings_cagr_3y": 0.10878280036641774, "quarterly_revenue_growth_yoy": 0.18659451496593385, "quarterly_earnings_growth_yoy": 0.30417555623285586, "revenue_growth_qoq": -0.007058285532502908, "gross_margin": 0.873464422662969, "operating_margin": 0.2837026061012605, "net_margin": 0.2570458846026772, "roa_ttm": 0.007106142564911096, "roe_ttm": 0.05621656429562116, "debt_to_ebitda": 4.710653250574119, "net_debt_to_ebitda": 3.388284283434938, "interest_coverage": 8.841440045663962, "debt_to_equity": 0.4600050435001891, "current_ratio": 0.2686460621308684, "quick_ratio": 0.2683829334264438, "fcf_to_ebitda": 0.9352006419065362, "capex_to_revenue": 0.057796203587818104, "working_capital_to_revenue": -12.910919899874843, "capital_efficiency": 0.03166135343026613, "financial_health": -0.09700340803521448, "margin_quality": 0.4714043044556355, "growth_momentum": 0.24538503559939484, "company_age_years": 28.514715947980836, "ebitda": 216854000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 12.784651847980365, "revenue_cagr_3y": 0.017557659439590978, "revenue_cagr_5y": 0.05951925247413836, "earnings_cagr_3y": 0.12581428859761257, "quarterly_revenue_growth_yoy": -0.038419488738176785, "quarterly_earnings_growth_yoy": 0.21431196209264095, "revenue_growth_qoq": -0.01844416968821342, "gross_margin": 0.9735712331222932, "operating_margin": 0.36206750139173266, "net_margin": 0.29620788239623336, "roa_ttm": 0.012741690138727248, "roe_ttm": 0.10085459684305334, "debt_to_ebitda": 6.556482150451683, "net_debt_to_ebitda": 5.298197879677597, "interest_coverage": 37.06371664609249, "debt_to_equity": 0.8555707263972869, "current_ratio": 0.39865524721780804, "quick_ratio": 0.39861452441020523, "fcf_to_ebitda": 0.9955087902684477, "capex_to_revenue": 0.0526453234994534, "working_capital_to_revenue": -12.537125195435928, "capital_efficiency": 0.056798143490890296, "financial_health": -0.7018823300033801, "margin_quality": 0.5439488723034197, "growth_momentum": 0.08794623667723209, "company_age_years": 31.263518138261464, "ebitda": 390318000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 11.708699505310898, "revenue_cagr_3y": 0.027249062352838527, "revenue_cagr_5y": 0.05620114400087761, "earnings_cagr_3y": 0.11795602341644695, "quarterly_revenue_growth_yoy": -0.03693210878605262, "quarterly_earnings_growth_yoy": -0.0795186287591091, "revenue_growth_qoq": 0.021583650208052235, "gross_margin": 0.9730258934797568, "operating_margin": 0.4129749100632213, "net_margin": 0.3313275545970509, "roa_ttm": 0.012301648051127427, "roe_ttm": 0.09732559656272358, "debt_to_ebitda": 6.524604544554175, "net_debt_to_ebitda": 4.473154819938826, "interest_coverage": 37.18471398507748, "debt_to_equity": 0.8354391394687295, "current_ratio": 0.4214150852001019, "quick_ratio": 0.42131143115771164, "fcf_to_ebitda": 0.912234487264907, "capex_to_revenue": 0.051103728700598115, "working_capital_to_revenue": -12.377192992466822, "capital_efficiency": 0.054813622306925505, "financial_health": -0.678622898039104, "margin_quality": 0.5724427860466763, "growth_momentum": -0.05822536877258086, "company_age_years": 31.515400410677618, "ebitda": 388729000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 12.619307184070957, "revenue_cagr_3y": -0.014159828130810515, "revenue_cagr_5y": 0.026754916951527985, "earnings_cagr_3y": 0.057603185401455814, "quarterly_revenue_growth_yoy": -0.10090120405002567, "quarterly_earnings_growth_yoy": -0.24193200215866162, "revenue_growth_qoq": -0.037540234874688855, "gross_margin": 0.9604965165153638, "operating_margin": 0.32743795942652054, "net_margin": 0.26960059881388787, "roa_ttm": 0.011349593049095011, "roe_ttm": 0.09214353964684142, "debt_to_ebitda": 6.82229769467566, "net_debt_to_ebitda": 4.644613933674902, "interest_coverage": 37.20055188725732, "debt_to_equity": 0.854988250402222, "current_ratio": 0.4320678597570165, "quick_ratio": 0.4319620348022306, "fcf_to_ebitda": 0.7462447744745333, "capex_to_revenue": 0.057092070519705274, "working_capital_to_revenue": -12.773872392914262, "capital_efficiency": 0.05174656634796822, "financial_health": -0.6910445030215704, "margin_quality": 0.5191783582519242, "growth_momentum": -0.17141660310434365, "company_age_years": 31.76728268309377, "ebitda": 377474000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 13.929398107801912, "revenue_cagr_3y": 0.524445331540802, "revenue_cagr_5y": 0.25596608855298997, "earnings_cagr_3y": 0.24522520372564327, "quarterly_revenue_growth_yoy": 0.1985584113156412, "quarterly_earnings_growth_yoy": -0.21805903145075983, "revenue_growth_qoq": 0.11496756510364467, "gross_margin": 0.5852418454884184, "operating_margin": 0.20837916514633775, "net_margin": 0.1614376230134739, "roa_ttm": 0.00982440677079073, "roe_ttm": 0.08590334402621072, "debt_to_ebitda": 8.239681147737423, "net_debt_to_ebitda": 6.560660362970871, "interest_coverage": 2.6681393101343547, "debt_to_equity": 0.9960523924654721, "current_ratio": 0.20593984775782817, "quick_ratio": 0.20593984775782817, "fcf_to_ebitda": 0.7190066777053966, "capex_to_revenue": 0.014002761443267205, "working_capital_to_revenue": -11.599783024303514, "capital_efficiency": 0.047863875398500726, "financial_health": -0.8920395803551332, "margin_quality": 0.3183528778827433, "growth_momentum": -0.009750310067559317, "company_age_years": 34.26420260095825, "ebitda": 734384000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 13.928557448485206, "revenue_cagr_3y": 0.5290160947611509, "revenue_cagr_5y": 0.26409686760327533, "earnings_cagr_3y": 0.26082770809699096, "quarterly_revenue_growth_yoy": 0.17735912766918596, "quarterly_earnings_growth_yoy": -0.02755010955124564, "revenue_growth_qoq": 0.03080031001392932, "gross_margin": 0.5908627592327756, "operating_margin": 0.23910456900794896, "net_margin": 0.18577557640657155, "roa_ttm": 0.009659941226768042, "roe_ttm": 0.0813209936145599, "debt_to_ebitda": 7.434959355174407, "net_debt_to_ebitda": 5.79904802830379, "interest_coverage": 2.5273437635539087, "debt_to_equity": 0.8505174408359716, "current_ratio": 0.2091904709290712, "quick_ratio": 0.2091904709290712, "fcf_to_ebitda": 0.5842283523915303, "capex_to_revenue": 0.011707050231187757, "working_capital_to_revenue": -11.28730293645669, "capital_efficiency": 0.04549046742066397, "financial_health": -0.7686250951956669, "margin_quality": 0.3385809682157654, "growth_momentum": 0.07490450905897016, "company_age_years": 34.5160848733744, "ebitda": 728383000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 14.85109993700323, "revenue_cagr_3y": 0.5377525735370572, "revenue_cagr_5y": 0.277871316383546, "earnings_cagr_3y": 0.3990705528073124, "quarterly_revenue_growth_yoy": 0.09857721662112504, "quarterly_earnings_growth_yoy": 0.16148097826086957, "revenue_growth_qoq": -0.020947907340875354, "gross_margin": 0.6108467661061321, "operating_margin": 0.24557035183836337, "net_margin": 0.2030393957627387, "roa_ttm": 0.010068443034499077, "roe_ttm": 0.08504073118991853, "debt_to_ebitda": 7.2201200959695475, "net_debt_to_ebitda": 5.574204833326632, "interest_coverage": 2.784861628505946, "debt_to_equity": 0.8495926881008147, "current_ratio": 0.21138500257465276, "quick_ratio": 0.21138500257465276, "fcf_to_ebitda": 0.7935113327167692, "capex_to_revenue": 0.010238645788655463, "working_capital_to_revenue": -10.961663850128605, "capital_efficiency": 0.04755458711220881, "financial_health": -0.7841789600328601, "margin_quality": 0.35315217123574477, "growth_momentum": 0.1300290974409973, "company_age_years": 34.76796714579056, "ebitda": 746070000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 13.957607795991029, "revenue_cagr_3y": 0.14960600279017555, "revenue_cagr_5y": 0.09927544493387908, "earnings_cagr_3y": 0.16383784213037678, "quarterly_revenue_growth_yoy": 0.359236882653475, "quarterly_earnings_growth_yoy": 0.3508774305367492, "revenue_growth_qoq": 0.14037713768621302, "gross_margin": 0.7771430276091463, "operating_margin": 0.37699088644601225, "net_margin": 0.29761496353086825, "roa_ttm": 0.012873346269063642, "roe_ttm": 0.08405907364897824, "debt_to_ebitda": 4.956784920856777, "net_debt_to_ebitda": 2.4859673422547672, "interest_coverage": 8.15576735176646, "debt_to_equity": 0.5221995605590815, "current_ratio": 0.25657687060944373, "quick_ratio": 0.25648628895204395, "fcf_to_ebitda": 1.563654018743839, "capex_to_revenue": 0.014720029611161452, "working_capital_to_revenue": -14.701876188331177, "capital_efficiency": 0.04846620995902094, "financial_health": -0.44675265264471964, "margin_quality": 0.4839162925286756, "growth_momentum": 0.35505715659511206, "company_age_years": 32.766598220396986, "ebitda": 475783000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 17.35004465513526, "revenue_cagr_3y": 0.15544957584385832, "revenue_cagr_5y": 0.036761151774907797, "earnings_cagr_3y": 0.09098975834465173, "quarterly_revenue_growth_yoy": 0.34430436740207115, "quarterly_earnings_growth_yoy": 0.12878998609179415, "revenue_growth_qoq": 0.09226266691055424, "gross_margin": 0.9495595672706568, "operating_margin": 0.12040727467595538, "net_margin": 0.13591452590682251, "roa_ttm": 0.006255586551603691, "roe_ttm": 0.0639484489444949, "debt_to_ebitda": 1.3599091069364728, "net_debt_to_ebitda": 0.0, "interest_coverage": 70.90138888888889, "debt_to_equity": 0.2397358906266727, "current_ratio": 4899.751091703057, "quick_ratio": 4899.751091703057, "fcf_to_ebitda": 0.5511763207898294, "capex_to_revenue": 0.050188873161980146, "working_capital_to_revenue": 10.113630421651445, "capital_efficiency": 0.035102017748049295, "financial_health": 0.05613126677040995, "margin_quality": 0.4019604559511449, "growth_momentum": 0.23654717674693265, "company_age_years": 22.275154004106778, "ebitda": 51049000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 24.571303721194095, "revenue_cagr_3y": 0.33577438434371376, "revenue_cagr_5y": 0.10229307786674391, "earnings_cagr_3y": 0.6556717211084333, "quarterly_revenue_growth_yoy": 0.7561945094542888, "quarterly_earnings_growth_yoy": 1.756803705848292, "revenue_growth_qoq": 0.5833807817262283, "gross_margin": 0.9605711263881545, "operating_margin": 0.37812797461660497, "net_margin": 0.30212585933368585, "roa_ttm": 0.008991640573980497, "roe_ttm": 0.08816197288748016, "debt_to_ebitda": 7.34452093650818, "net_debt_to_ebitda": 6.739194431241471, "interest_coverage": 94.3863965267728, "debt_to_equity": 1.529003756938526, "current_ratio": 0.3423839557910826, "quick_ratio": 0.3423839557910826, "fcf_to_ebitda": 0.6999586022906733, "capex_to_revenue": 0.049864027971388745, "working_capital_to_revenue": -13.718846408738774, "capital_efficiency": 0.04857680673073033, "financial_health": -0.02669895134641625, "margin_quality": 0.5469416534461483, "growth_momentum": 1.2564991076512904, "company_age_years": 22.524298425735797, "ebitda": 65221000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 23.93929314162373, "revenue_cagr_3y": 0.24708861554810868, "revenue_cagr_5y": 0.15614923539429526, "earnings_cagr_3y": 0.341907570448893, "quarterly_revenue_growth_yoy": 0.43991048116374487, "quarterly_earnings_growth_yoy": 0.9122844827586207, "revenue_growth_qoq": -0.18341618191433104, "gross_margin": 0.9237902807999171, "operating_margin": 0.2590664179877733, "net_margin": 0.22984664801574967, "roa_ttm": 0.010130826425831206, "roe_ttm": 0.09574982941001416, "debt_to_ebitda": 6.288706308313605, "net_debt_to_ebitda": 5.77582509399805, "interest_coverage": 85.08293838862559, "debt_to_equity": 1.3574814605508778, "current_ratio": 0.347432654851774, "quick_ratio": 0.347432654851774, "fcf_to_ebitda": 0.6853920066843058, "capex_to_revenue": 0.05127524096427648, "working_capital_to_revenue": -12.279231989711402, "capital_efficiency": 0.05294032791792268, "financial_health": -0.025434277919994717, "margin_quality": 0.4709011156011467, "growth_momentum": 0.6760974819611828, "company_age_years": 22.77344284736482, "ebitda": 71810000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 26.516299601015596, "revenue_cagr_3y": 0.21504175326953856, "revenue_cagr_5y": 0.08258862722214455, "earnings_cagr_3y": 0.20019506839729306, "quarterly_revenue_growth_yoy": 0.2993963782696177, "quarterly_earnings_growth_yoy": 0.294675576632895, "revenue_growth_qoq": -0.07991399854937312, "gross_margin": 0.932880993271207, "operating_margin": 0.2069315014499282, "net_margin": 0.1690925983276556, "roa_ttm": 0.008291693904207224, "roe_ttm": 0.09917157996865437, "debt_to_ebitda": 15.953707062158276, "net_debt_to_ebitda": 5.558215451577802, "interest_coverage": 40.544117647058826, "debt_to_equity": 3.5452735278752145, "current_ratio": 0.4786226102175927, "quick_ratio": 0.47860134781265806, "fcf_to_ebitda": 0.9633391098751998, "capex_to_revenue": 0.04614062345046445, "working_capital_to_revenue": -12.320934845129086, "capital_efficiency": 0.0537316369364308, "financial_health": -0.08287305207733617, "margin_quality": 0.4363016976829303, "growth_momentum": 0.2970359774512563, "company_age_years": 23.025325119780973, "ebitda": 74439000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 29.307521753769414, "revenue_cagr_3y": 0.2093657910951967, "revenue_cagr_5y": 0.12669137273242548, "earnings_cagr_3y": -0.32259598663001066, "quarterly_revenue_growth_yoy": 0.21469002244029875, "quarterly_earnings_growth_yoy": -0.6934450468210941, "revenue_growth_qoq": 0.021059151440074326, "gross_margin": 0.9011498056084043, "operating_margin": 0.043731215705738, "net_margin": 0.0343011553202636, "roa_ttm": 0.007216621346208663, "roe_ttm": 0.08178360669847708, "debt_to_ebitda": 1.3673745121052487, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.72283005105762, "debt_to_equity": 0.269491051303707, "current_ratio": 318.08229712041884, "quick_ratio": 317.8697643979058, "fcf_to_ebitda": 0.9447416546114583, "capex_to_revenue": 0.05300478863412932, "working_capital_to_revenue": 12.291929090159515, "capital_efficiency": 0.04450011402234287, "financial_health": -0.09399060544252416, "margin_quality": 0.3263940588781353, "growth_momentum": -0.23937751219039766, "company_age_years": 23.277207392197127, "ebitda": 73274000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 34.29039460213834, "revenue_cagr_3y": 0.6652434273859797, "revenue_cagr_5y": 0.2539388364176678, "earnings_cagr_3y": 0.9794796894296363, "quarterly_revenue_growth_yoy": 1.1052776308831307, "quarterly_earnings_growth_yoy": 1.2503675698382692, "revenue_growth_qoq": 1.7442854385529545, "gross_margin": 0.8754006450510916, "operating_margin": 0.40733670260331367, "net_margin": 0.3229475418730596, "roa_ttm": 0.012109857597207544, "roe_ttm": 0.1172197557729485, "debt_to_ebitda": 10.572878508142113, "net_debt_to_ebitda": 9.915521300393674, "interest_coverage": 27.283848614072493, "debt_to_equity": 2.628634504599901, "current_ratio": 2.7764954876614323, "quick_ratio": 2.7764954876614323, "fcf_to_ebitda": 0.9681544217487716, "capex_to_revenue": 0.03585226541918949, "working_capital_to_revenue": 4.194534030116666, "capital_efficiency": 0.06466480668507803, "financial_health": -1.4097555456300308, "margin_quality": 0.5352282965091549, "growth_momentum": 1.1778226003607, "company_age_years": 23.523613963039015, "ebitda": 102369000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 29.25503750049076, "revenue_cagr_3y": 0.35067640634289354, "revenue_cagr_5y": 0.22180630744336982, "earnings_cagr_3y": 0.3253450497957986, "quarterly_revenue_growth_yoy": 0.3529945083411046, "quarterly_earnings_growth_yoy": 0.10300912881776175, "revenue_growth_qoq": -0.47520773257508014, "gross_margin": 0.9012463862457162, "operating_margin": 0.23556891501215754, "net_margin": 0.18737914265474526, "roa_ttm": 0.01223451641704976, "roe_ttm": 0.11431314255961582, "debt_to_ebitda": 6.116515687349888, "net_debt_to_ebitda": 5.4959245040376725, "interest_coverage": 26.99183256763655, "debt_to_equity": 1.5035482423822617, "current_ratio": 5.170525946879615, "quick_ratio": 5.169224222094275, "fcf_to_ebitda": 0.9813434952815023, "capex_to_revenue": 0.03194896754106574, "working_capital_to_revenue": 5.216870056901549, "capital_efficiency": 0.0632738294883328, "financial_health": -0.8429681617964537, "margin_quality": 0.441398147970873, "growth_momentum": 0.22800181857943316, "company_age_years": 23.772758384668034, "ebitda": 105754000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 24.318978181201224, "revenue_cagr_3y": 0.3475227850644138, "revenue_cagr_5y": 0.19618376271562243, "earnings_cagr_3y": -0.19666473682398578, "quarterly_revenue_growth_yoy": 0.49199020242687014, "quarterly_earnings_growth_yoy": -0.7096237096237096, "revenue_growth_qoq": 0.01460818287989891, "gross_margin": 0.9185190776314299, "operating_margin": 0.013567573687587275, "net_margin": 0.03290938596822282, "roa_ttm": 0.008591076465687335, "roe_ttm": 0.10337724628074826, "debt_to_ebitda": 14.871843749376236, "net_debt_to_ebitda": 2.221032355935248, "interest_coverage": 22.460883210042592, "debt_to_equity": 3.4295574642804536, "current_ratio": 0.5144815446244645, "quick_ratio": 0.5144195265257993, "fcf_to_ebitda": 1.1255314477334877, "capex_to_revenue": 0.028205245229629198, "working_capital_to_revenue": -9.484596650056634, "capital_efficiency": 0.0559841613732178, "financial_health": 0.04558991577138957, "margin_quality": 0.32166534576241335, "growth_momentum": -0.10881675359841972, "company_age_years": 24.024640657084188, "ebitda": 100198000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 37.704737749410356, "revenue_cagr_3y": 0.33802812437168406, "revenue_cagr_5y": 0.22413755522100254, "earnings_cagr_3y": 0.09112036574288451, "quarterly_revenue_growth_yoy": 0.46700857528883005, "quarterly_earnings_growth_yoy": 2.7540192926045015, "revenue_growth_qoq": 0.003962712759935087, "gross_margin": 0.8923201263062928, "operating_margin": 0.19460942786256671, "net_margin": 0.08777535523644839, "roa_ttm": 0.008922726124190955, "roe_ttm": 0.11044653362424464, "debt_to_ebitda": 24.873028391167193, "net_debt_to_ebitda": 12.947922015992956, "interest_coverage": 23.395837803046557, "debt_to_equity": 6.196762659782274, "current_ratio": 2.286437752473309, "quick_ratio": 2.286340596265862, "fcf_to_ebitda": 1.1807644340107109, "capex_to_revenue": 0.025167082758299864, "working_capital_to_revenue": 6.5702600443486485, "capital_efficiency": 0.0596846298742178, "financial_health": -2.956091185834658, "margin_quality": 0.39156830313510266, "growth_momentum": 1.6105139339466659, "company_age_years": 24.27652292950034, "ebitda": 109048000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 37.678100360166354, "revenue_cagr_3y": 0.6095912058704966, "revenue_cagr_5y": 0.41434284541705435, "earnings_cagr_3y": 0.8239148638775813, "quarterly_revenue_growth_yoy": 0.1278848955559798, "quarterly_earnings_growth_yoy": -0.02196503017858254, "revenue_growth_qoq": 1.109897752048718, "gross_margin": 0.7834483987350229, "operating_margin": 0.3383724555699078, "net_margin": 0.2800409781301501, "roa_ttm": 0.011074012022708269, "roe_ttm": 0.10736235725248645, "debt_to_ebitda": 7.117946580114939, "net_debt_to_ebitda": 6.050313154472997, "interest_coverage": 16.887194099899432, "debt_to_equity": 1.616229775322682, "current_ratio": 5.759227605868328, "quick_ratio": 5.664460156673773, "fcf_to_ebitda": 1.4627043444599945, "capex_to_revenue": 0.02318940166393285, "working_capital_to_revenue": 5.5751836089314475, "capital_efficiency": 0.059218184637597364, "financial_health": -0.8795394497077821, "margin_quality": 0.4672872774783603, "growth_momentum": 0.05295993268869863, "company_age_years": 24.522929500342233, "ebitda": 100749000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 30.88801943584092, "revenue_cagr_3y": 0.2976742225957614, "revenue_cagr_5y": 0.2409969006115804, "earnings_cagr_3y": 0.13542878181143592, "quarterly_revenue_growth_yoy": 0.12167103827229041, "quarterly_earnings_growth_yoy": -0.3060181873914376, "revenue_growth_qoq": -0.4780989710926017, "gross_margin": 0.8121052811251835, "operating_margin": 0.12405694193151948, "net_margin": 0.11593213395691804, "roa_ttm": 0.01070767509706394, "roe_ttm": 0.10056475030017142, "debt_to_ebitda": 1.4852649761039347, "net_debt_to_ebitda": 0.7299585660241398, "interest_coverage": 16.57597049007553, "debt_to_equity": 0.31573754316724223, "current_ratio": 59.7531537344733, "quick_ratio": 58.78777222132602, "fcf_to_ebitda": 1.51789290747825, "capex_to_revenue": 0.02265024057984616, "working_capital_to_revenue": 6.573276686675883, "capital_efficiency": 0.05563621269861768, "financial_health": -0.23716551938000136, "margin_quality": 0.3506981190045404, "growth_momentum": -0.09217357455957359, "company_age_years": 24.772073921971252, "ebitda": 94367000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 57.864884068874446, "revenue_cagr_3y": 0.425392235078933, "revenue_cagr_5y": 0.3193712736592502, "earnings_cagr_3y": 0.23423323454752976, "quarterly_revenue_growth_yoy": 0.4938106200701966, "quarterly_earnings_growth_yoy": 4.001146788990826, "revenue_growth_qoq": 0.3512272556583484, "gross_margin": 0.7932114750577921, "operating_margin": 0.02278842388489572, "net_margin": 0.11017773454770537, "roa_ttm": 0.008846513673279158, "roe_ttm": 0.06936754856534687, "debt_to_ebitda": 8.911821941133544, "net_debt_to_ebitda": 7.174722868957848, "interest_coverage": 4.934327846364884, "debt_to_equity": 0.6892556896978037, "current_ratio": 0.32691785215123786, "quick_ratio": 0.32058819881169454, "fcf_to_ebitda": 0.8988602008548494, "capex_to_revenue": 0.034141579377852824, "working_capital_to_revenue": -11.095746154455028, "capital_efficiency": 0.03910703111931301, "financial_health": -0.09998203593672374, "margin_quality": 0.3087258778301311, "growth_momentum": 2.2474787045305114, "company_age_years": 25.023956194387406, "ebitda": 57554000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 17.21625756130016, "revenue_cagr_3y": 0.5215830654598057, "revenue_cagr_5y": 0.38681622702946883, "earnings_cagr_3y": 0.5597347838946003, "quarterly_revenue_growth_yoy": 0.9769190286444628, "quarterly_earnings_growth_yoy": 2.297216274089936, "revenue_growth_qoq": 0.3286510112047295, "gross_margin": 0.7736927172466248, "operating_margin": 0.13908537744818406, "net_margin": 0.14639665335615135, "roa_ttm": 0.01008416137440126, "roe_ttm": 0.08123930727424586, "debt_to_ebitda": 8.246650918007296, "net_debt_to_ebitda": 5.792117696310029, "interest_coverage": 4.5486942328618065, "debt_to_equity": 0.7186931974393487, "current_ratio": 15.526142645719021, "quick_ratio": 15.396086951144603, "fcf_to_ebitda": 0.655283774893846, "capex_to_revenue": 0.16963601964052435, "working_capital_to_revenue": 9.920632686157035, "capital_efficiency": 0.04566173432432356, "financial_health": -0.3907662425080562, "margin_quality": 0.35305824935032004, "growth_momentum": 1.6370676513671993, "company_age_years": 25.27583846680356, "ebitda": 66884000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 16.443787034577365, "revenue_cagr_3y": 0.45982215576628205, "revenue_cagr_5y": 0.41465829948730915, "earnings_cagr_3y": 0.48897671353399463, "quarterly_revenue_growth_yoy": 1.0499266036254395, "quarterly_earnings_growth_yoy": 3.3125736160188457, "revenue_growth_qoq": -0.32126346486419277, "gross_margin": 0.8020266950881371, "operating_margin": 0.24295361249656527, "net_margin": 0.24389451859746705, "roa_ttm": 0.014019011740887504, "roe_ttm": 0.1043833667117, "debt_to_ebitda": 5.476102861124417, "net_debt_to_ebitda": 4.379425597700648, "interest_coverage": 6.263775231860338, "debt_to_equity": 0.6138580632248506, "current_ratio": 25.18350811195058, "quick_ratio": 24.993419852418487, "fcf_to_ebitda": -0.05796280973740365, "capex_to_revenue": 0.26258148414356997, "working_capital_to_revenue": 7.985930092940741, "capital_efficiency": 0.05920118922629375, "financial_health": -0.4184187297155317, "margin_quality": 0.42962494206072316, "growth_momentum": 2.181250109822143, "company_age_years": 25.77138945927447, "ebitda": 91852000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 14.964564471598562, "revenue_cagr_3y": 0.2633125703777648, "revenue_cagr_5y": 0.1372355851901914, "earnings_cagr_3y": 0.2672313722200872, "quarterly_revenue_growth_yoy": -0.04305506899938866, "quarterly_earnings_growth_yoy": 0.010521840790732278, "revenue_growth_qoq": -0.0859986484801963, "gross_margin": 0.9239661768822723, "operating_margin": 0.26860738050289634, "net_margin": 0.17062298565101605, "roa_ttm": 0.009308643330562747, "roe_ttm": 0.05741125087982097, "debt_to_ebitda": 0.8228689929576242, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.63824715804914, "debt_to_equity": 0.08552607492851858, "current_ratio": 0.2297280580989678, "quick_ratio": 0.2709703071319579, "fcf_to_ebitda": 0.963349382706862, "capex_to_revenue": 0.04900227499769142, "working_capital_to_revenue": -11.955007093627488, "capital_efficiency": 0.033359947105191856, "financial_health": 0.0364818454638334, "margin_quality": 0.4543988476787282, "growth_momentum": -0.01626661410432819, "company_age_years": 23.789185489390828, "ebitda": 403131000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 20.704279464884518, "revenue_cagr_3y": 0.30994770828552465, "revenue_cagr_5y": 0.18181332898364078, "earnings_cagr_3y": 0.3995564846933952, "quarterly_revenue_growth_yoy": 0.061271084693054104, "quarterly_earnings_growth_yoy": 0.10094877866598859, "revenue_growth_qoq": 0.053320440316074275, "gross_margin": 0.9070289317507418, "operating_margin": 0.3393205984174085, "net_margin": 0.21412895647873392, "roa_ttm": 0.009384068161684954, "roe_ttm": 0.059448605301017796, "debt_to_ebitda": 0.9046628466543516, "net_debt_to_ebitda": 0.0, "interest_coverage": 25.13485538534335, "debt_to_equity": 0.09815193289411368, "current_ratio": 0.26781825868810427, "quick_ratio": 0.3153312752759081, "fcf_to_ebitda": 0.9208739748914591, "capex_to_revenue": 0.0250343145108675, "working_capital_to_revenue": -11.715031820411642, "capital_efficiency": 0.034416336731351374, "financial_health": 0.050373435704761875, "margin_quality": 0.4868261622156281, "growth_momentum": 0.08110993167952135, "company_age_years": 24.542094455852155, "ebitda": 424955000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 19.500960961600335, "revenue_cagr_3y": 0.26874993145310966, "revenue_cagr_5y": 0.15677090720482978, "earnings_cagr_3y": 0.35100485653097646, "quarterly_revenue_growth_yoy": 0.020209887088785683, "quarterly_earnings_growth_yoy": -0.032583087925957085, "revenue_growth_qoq": -0.12136189416419386, "gross_margin": 0.8977650506407934, "operating_margin": 0.25527603541865285, "net_margin": 0.16179372891432753, "roa_ttm": 0.009303517114724326, "roe_ttm": 0.058837490301820075, "debt_to_ebitda": 0.7564559321713129, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.309160963827708, "debt_to_equity": 0.08134082901949811, "current_ratio": 0.2531089809744698, "quick_ratio": 0.3028754276811637, "fcf_to_ebitda": 0.9735564639754727, "capex_to_revenue": 0.022319149618286724, "working_capital_to_revenue": -11.955013978753609, "capital_efficiency": 0.0340705037082722, "financial_health": 0.023599907116695146, "margin_quality": 0.43827827165792455, "growth_momentum": -0.006186600418585701, "company_age_years": 24.788501026694046, "ebitda": 422712000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 20.3345810995258, "revenue_cagr_3y": 0.039393791680976564, "revenue_cagr_5y": 0.16484769415045064, "earnings_cagr_3y": 0.4852681733277502, "quarterly_revenue_growth_yoy": 0.00600194317055135, "quarterly_earnings_growth_yoy": 0.0543728688600129, "revenue_growth_qoq": 0.06727011120218675, "gross_margin": 0.9020433187531108, "operating_margin": 0.29396563374524937, "net_margin": 0.18855952455509445, "roa_ttm": 0.009274329054362014, "roe_ttm": 0.05917104610056721, "debt_to_ebitda": 1.1483599983114525, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.37038980116468, "debt_to_equity": 0.12368834849558394, "current_ratio": 0.24412061987033037, "quick_ratio": 0.2972680484962738, "fcf_to_ebitda": 0.43852045722112, "capex_to_revenue": 0.021246836778163653, "working_capital_to_revenue": -12.278560517574093, "capital_efficiency": 0.03422268757746461, "financial_health": -0.015895865443185723, "margin_quality": 0.4615228256844848, "growth_momentum": 0.030187406015282123, "company_age_years": 25.037645448323065, "ebitda": 426402000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 20.44567897352767, "revenue_cagr_3y": 0.02046057787795319, "revenue_cagr_5y": 0.1714695072544663, "earnings_cagr_3y": 0.027808306725131793, "quarterly_revenue_growth_yoy": 0.04269021270222665, "quarterly_earnings_growth_yoy": 0.03239017125837677, "revenue_growth_qoq": 0.055626790252456496, "gross_margin": 0.8993021186242213, "operating_margin": 0.310855412093488, "net_margin": 0.19915067680442147, "roa_ttm": 0.009194158562867205, "roe_ttm": 0.05928095030186236, "debt_to_ebitda": 0.763954685411106, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.20057278293502, "debt_to_equity": 0.0823050440874623, "current_ratio": 0.24937011276007695, "quick_ratio": 0.30397499644582393, "fcf_to_ebitda": 0.6129114902854055, "capex_to_revenue": 0.017760926286999223, "working_capital_to_revenue": -12.297109575925504, "capital_efficiency": 0.034237554432364786, "financial_health": 0.031284726076900866, "margin_quality": 0.4697694025073769, "growth_momentum": 0.03754019198030171, "company_age_years": 25.28952772073922, "ebitda": 429354000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 22.98087641643497, "revenue_cagr_3y": 0.027327967671291198, "revenue_cagr_5y": 0.16281358485187658, "earnings_cagr_3y": 0.16030271543981578, "quarterly_revenue_growth_yoy": -0.0335435212660732, "quarterly_earnings_growth_yoy": 0.18159509202453988, "revenue_growth_qoq": -0.02369049663549359, "gross_margin": 0.8898448194250771, "operating_margin": 0.2729956375452557, "net_margin": 0.2617952588688321, "roa_ttm": 0.009666147886041466, "roe_ttm": 0.06268757713761414, "debt_to_ebitda": 0.8358208217485326, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.807520684205635, "debt_to_equity": 0.0852009904853847, "current_ratio": 0.24579640193435637, "quick_ratio": 0.3014523974910534, "fcf_to_ebitda": 1.2577003398208217, "capex_to_revenue": 0.019650012821993856, "working_capital_to_revenue": -12.508236799695878, "capital_efficiency": 0.0361768625118278, "financial_health": 0.013581051652545145, "margin_quality": 0.47487857194638833, "growth_momentum": 0.07402578537923335, "company_age_years": 25.541409993155373, "ebitda": 404625000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 20.74400810721947, "revenue_cagr_3y": 0.040036354991730416, "revenue_cagr_5y": 0.18838787909834265, "earnings_cagr_3y": 0.18843533395586065, "quarterly_revenue_growth_yoy": 0.15230935385935968, "quarterly_earnings_growth_yoy": 0.7169881063686373, "revenue_growth_qoq": 0.04760320851510228, "gross_margin": 0.8851419011332552, "operating_margin": 0.3168321365767878, "net_margin": 0.24107927901524032, "roa_ttm": 0.010890743855138208, "roe_ttm": 0.07020759454313803, "debt_to_ebitda": 0.7532057546083082, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.1474171743303, "debt_to_equity": 0.08161301204170925, "current_ratio": 0.23262656111818122, "quick_ratio": 0.29081192852142573, "fcf_to_ebitda": 1.2059201556144679, "capex_to_revenue": 0.013853657147107182, "working_capital_to_revenue": -12.385550862678759, "capital_efficiency": 0.04054916919913812, "financial_health": 0.013127627369393744, "margin_quality": 0.48101777224176107, "growth_momentum": 0.4346487301139985, "company_age_years": 25.78781656399726, "ebitda": 434921000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 19.72998027157233, "revenue_cagr_3y": 0.01526363284511989, "revenue_cagr_5y": 0.1870375770288888, "earnings_cagr_3y": 0.06462923937133547, "quarterly_revenue_growth_yoy": 0.07764545337679932, "quarterly_earnings_growth_yoy": 0.1536578970369723, "revenue_growth_qoq": -0.0018836703790543181, "gross_margin": 0.8666065119977977, "operating_margin": 0.26812669185006194, "net_margin": 0.20185969688164315, "roa_ttm": 0.010952115517032792, "roe_ttm": 0.07299388332884964, "debt_to_ebitda": 0.7151751620714618, "net_debt_to_ebitda": 0.0, "interest_coverage": 14.273438531625512, "debt_to_equity": 0.07767250502186966, "current_ratio": 0.23423770227239335, "quick_ratio": 0.2924129249556765, "fcf_to_ebitda": 1.1150007747975696, "capex_to_revenue": 0.012163957092146247, "working_capital_to_revenue": -12.501797407197396, "capital_efficiency": 0.041972999422941214, "financial_health": 0.0213334113243734, "margin_quality": 0.44553096690983424, "growth_momentum": 0.11565167520688581, "company_age_years": 26.036960985626283, "ebitda": 432371000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 17.316165973421693, "revenue_cagr_3y": 0.056990840790166475, "revenue_cagr_5y": 0.19653533199732132, "earnings_cagr_3y": 0.1650961578609904, "quarterly_revenue_growth_yoy": 0.08900095236608328, "quarterly_earnings_growth_yoy": 0.4264256259897458, "revenue_growth_qoq": 0.0667502714606879, "gross_margin": 0.866426003131111, "operating_margin": 0.35197185440907447, "net_margin": 0.2608570986185263, "roa_ttm": 0.011940304339643406, "roe_ttm": 0.0793707524152119, "debt_to_ebitda": 0.7104652085022384, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.015541664277112, "debt_to_equity": 0.08054236214604137, "current_ratio": 0.23729181115413597, "quick_ratio": 0.2955385826338169, "fcf_to_ebitda": 1.289757305509535, "capex_to_revenue": 0.011808531415070753, "working_capital_to_revenue": -12.275863221960723, "capital_efficiency": 0.04565552837742765, "financial_health": 0.024167768152159833, "margin_quality": 0.4930849853862373, "growth_momentum": 0.25771328917791453, "company_age_years": 26.288843258042437, "ebitda": 453904000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 16.247398001393595, "revenue_cagr_3y": 0.03954305267453928, "revenue_cagr_5y": 0.18930322770671482, "earnings_cagr_3y": 0.08472604625988711, "quarterly_revenue_growth_yoy": 0.09526398608108282, "quarterly_earnings_growth_yoy": -0.018874839655488362, "revenue_growth_qoq": -0.018075571026327713, "gross_margin": 0.8347310879709392, "operating_margin": 0.31681335303427616, "net_margin": 0.23451324849468833, "roa_ttm": 0.011739033810260003, "roe_ttm": 0.07796167182964775, "debt_to_ebitda": 0.7001921979828685, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.063360251917315, "debt_to_equity": 0.08199624202687972, "current_ratio": 0.23512401912847883, "quick_ratio": 0.29506587865238865, "fcf_to_ebitda": 1.0446791893581682, "capex_to_revenue": 0.006679799866091897, "working_capital_to_revenue": -12.183139766024944, "capital_efficiency": 0.04485035281995388, "financial_health": 0.014370033512083553, "margin_quality": 0.46201922983330124, "growth_momentum": 0.03819457321279723, "company_age_years": 26.54072553045859, "ebitda": 475031000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 14.75491796784665, "revenue_cagr_3y": 0.055885825466534644, "revenue_cagr_5y": 0.18701959807001112, "earnings_cagr_3y": 0.15910307242118438, "quarterly_revenue_growth_yoy": 0.001364668815943728, "quarterly_earnings_growth_yoy": -0.06246992376465821, "revenue_growth_qoq": -0.04221004864886963, "gross_margin": 0.8223836048280635, "operating_margin": 0.29923566840142807, "net_margin": 0.22571105399711586, "roa_ttm": 0.011380255431926707, "roe_ttm": 0.07570265586920881, "debt_to_ebitda": 0.6945431809032744, "net_debt_to_ebitda": 0.0, "interest_coverage": 10.477228877821151, "debt_to_equity": 0.07887506972939402, "current_ratio": 0.24038967831365285, "quick_ratio": 0.3022417667378541, "fcf_to_ebitda": 0.7960073831079287, "capex_to_revenue": 0.008091247160412022, "working_capital_to_revenue": -12.150662706719777, "capital_efficiency": 0.04354145565056776, "financial_health": 0.024390488014425907, "margin_quality": 0.44911010907553583, "growth_momentum": -0.03055262747435724, "company_age_years": 26.78713210130048, "ebitda": 467012000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 14.219378888053361, "revenue_cagr_3y": 0.06756363379240016, "revenue_cagr_5y": 0.04395779751654061, "earnings_cagr_3y": 0.11005470315398846, "quarterly_revenue_growth_yoy": 0.07151377172710016, "quarterly_earnings_growth_yoy": -0.07116162504396764, "revenue_growth_qoq": -0.07367948778329446, "gross_margin": 0.7874198218352203, "operating_margin": 0.29614208226406813, "net_margin": 0.22612316329452314, "roa_ttm": 0.012120450639982815, "roe_ttm": 0.08174698497452859, "debt_to_ebitda": 0.6485346250378429, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.107784537659658, "debt_to_equity": 0.07740733453377957, "current_ratio": 0.24280337405649996, "quick_ratio": 0.3060307500827818, "fcf_to_ebitda": 0.189917673369337, "capex_to_revenue": 0.007967117420513618, "working_capital_to_revenue": -11.890353176864757, "capital_efficiency": 0.046933717807255707, "financial_health": 0.03294773906560126, "margin_quality": 0.43656168913127047, "growth_momentum": 0.0001760733415662602, "company_age_years": 27.288158795345655, "ebitda": 511985000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 15.544708369371463, "revenue_cagr_3y": 0.04172610277410338, "revenue_cagr_5y": 0.048675530428699876, "earnings_cagr_3y": 0.06529386781389124, "quarterly_revenue_growth_yoy": 0.06797117277064949, "quarterly_earnings_growth_yoy": 0.04283401817955423, "revenue_growth_qoq": -0.02132197303177156, "gross_margin": 0.8045886184107992, "operating_margin": 0.30314083301661604, "net_margin": 0.2289934405341631, "roa_ttm": 0.012275014543203028, "roe_ttm": 0.08208205307707732, "debt_to_ebitda": 0.676674040246862, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.276097507968705, "debt_to_equity": 0.08034117501156142, "current_ratio": 0.2532062301044733, "quick_ratio": 0.25318201194306345, "fcf_to_ebitda": -0.18187622147293284, "capex_to_revenue": 0.008618134251440661, "working_capital_to_revenue": -11.572564744787375, "capital_efficiency": 0.04717853381014017, "financial_health": 0.03906364431137725, "margin_quality": 0.4455742973205261, "growth_momentum": 0.05540259547510186, "company_age_years": 27.540041067761805, "ebitda": 512189000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 21.77046956012249, "revenue_cagr_3y": 0.018244357477974482, "revenue_cagr_5y": 0.044150090268704645, "earnings_cagr_3y": 0.10911074541479482, "quarterly_revenue_growth_yoy": 0.11979702992739967, "quarterly_earnings_growth_yoy": 1.058174990968964, "revenue_growth_qoq": -0.08863084711903627, "gross_margin": 0.9549520110812616, "operating_margin": 0.41247914311079237, "net_margin": 0.31155059584915373, "roa_ttm": 0.014524374864332543, "roe_ttm": 0.16267162937488744, "debt_to_ebitda": 10.205099292113012, "net_debt_to_ebitda": 4.233236049541034, "interest_coverage": 34.84028758505585, "debt_to_equity": 2.0652522550504893, "current_ratio": 1.0419852300369885, "quick_ratio": 1.041890438823279, "fcf_to_ebitda": 1.0909161258940712, "capex_to_revenue": 0.008244214853133246, "working_capital_to_revenue": 0.15788047735714417, "capital_efficiency": 0.08859800211961, "financial_health": 0.09208040972142038, "margin_quality": 0.5596605833470693, "growth_momentum": 0.5889860104481818, "company_age_years": 28.788501026694046, "ebitda": 542742000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 18.123852456908008, "revenue_cagr_3y": 0.1977887138937504, "revenue_cagr_5y": 0.10131479875040728, "earnings_cagr_3y": -0.8035619739072429, "quarterly_revenue_growth_yoy": 0.6798698359337657, "quarterly_earnings_growth_yoy": -1.153998047324945, "revenue_growth_qoq": 0.37083533526552076, "gross_margin": 0.6103307794062779, "operating_margin": -0.03565950486728499, "net_margin": -0.02645255386424364, "roa_ttm": 0.004288551149895176, "roe_ttm": 0.047404325690525335, "debt_to_ebitda": 18.939709795336263, "net_debt_to_ebitda": 8.550231357765703, "interest_coverage": 3.4556111917671575, "debt_to_equity": 1.356644788251043, "current_ratio": 0.1067015682894029, "quick_ratio": 0.2646603428976123, "fcf_to_ebitda": 2.0689328962448306, "capex_to_revenue": 0.017176996803475852, "working_capital_to_revenue": -19.47967640473603, "capital_efficiency": 0.025846438420210255, "financial_health": -1.2338306341668586, "margin_quality": 0.18273957355824977, "growth_momentum": -0.2370641056955896, "company_age_years": 30.78713210130048, "ebitda": 349891000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 16.899589438233455, "revenue_cagr_3y": 0.2547317894127321, "revenue_cagr_5y": 0.1695488163984149, "earnings_cagr_3y": 0.3608302586407828, "quarterly_revenue_growth_yoy": 1.2963789212838281, "quarterly_earnings_growth_yoy": 0.6971027216856892, "revenue_growth_qoq": 0.3480796553894393, "gross_margin": 0.7095807002167996, "operating_margin": 0.25031904915663394, "net_margin": 0.1864351341264483, "roa_ttm": 0.005343008043574187, "roe_ttm": 0.05930651416224886, "debt_to_ebitda": 15.115692920630512, "net_debt_to_ebitda": 7.722074421915145, "interest_coverage": 2.403245825380435, "debt_to_equity": 1.4427348313694495, "current_ratio": 0.10409971038467339, "quick_ratio": 0.261362280933955, "fcf_to_ebitda": 1.4891457190472883, "capex_to_revenue": 0.013033823756784689, "working_capital_to_revenue": -14.91364831104999, "capital_efficiency": 0.03232476110291152, "financial_health": -1.3180762791721194, "margin_quality": 0.38211162783329394, "growth_momentum": 0.9967408214847586, "company_age_years": 31.0362765229295, "ebitda": 460832000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 13.060627929762077, "revenue_cagr_3y": 0.2589734460728381, "revenue_cagr_5y": 0.17197375660773617, "earnings_cagr_3y": -0.14705971649791583, "quarterly_revenue_growth_yoy": 0.9558670820353063, "quarterly_earnings_growth_yoy": 0.12736849717949955, "revenue_growth_qoq": 0.023206944921175036, "gross_margin": 0.613136864126408, "operating_margin": 0.1678242712638031, "net_margin": 0.12352757053595838, "roa_ttm": 0.006683744781555789, "roe_ttm": 0.06981233761371794, "debt_to_ebitda": 7.517176834548973, "net_debt_to_ebitda": 4.011724735194191, "interest_coverage": 2.585809059245161, "debt_to_equity": 0.9262107124796348, "current_ratio": 0.3038002286669107, "quick_ratio": 0.39677982865342737, "fcf_to_ebitda": 1.088372591806659, "capex_to_revenue": 0.0337453258065057, "working_capital_to_revenue": -10.623268206298068, "capital_efficiency": 0.03824804119763686, "financial_health": -0.8343857121616559, "margin_quality": 0.30149623530872316, "growth_momentum": 0.5416177896074029, "company_age_years": 31.540041067761805, "ebitda": 615451000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "COIN", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 75.59111157253278, "revenue_cagr_3y": -0.03123214941709751, "revenue_cagr_5y": 0.6460966112310509, "earnings_cagr_3y": 0.15096176393302918, "quarterly_revenue_growth_yoy": 1.1197521387546616, "quarterly_earnings_growth_yoy": 15.908803995132834, "revenue_growth_qoq": 0.7168993337142677, "gross_margin": 0.7616169079795062, "operating_margin": 0.46438381260037737, "net_margin": 0.7182868518597678, "roa_ttm": 0.0038789382412924493, "roe_ttm": 0.1672671296744862, "debt_to_ebitda": 5.213133243413945, "net_debt_to_ebitda": 0.0, "interest_coverage": 45.329453096324265, "debt_to_equity": 0.5583747181573918, "current_ratio": 1.0241451045681473, "quick_ratio": 0.02524244157510856, "fcf_to_ebitda": 0.9951982583709476, "capex_to_revenue": 0.002827536150181808, "working_capital_to_revenue": 2.040141449792421, "capital_efficiency": 0.08557303395788933, "financial_health": -0.5041976356520605, "margin_quality": 0.6480958574798837, "growth_momentum": 8.514278066943747, "company_age_years": 2.9623545516769334, "ebitda": 864478000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "COIN", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 67.69327458119909, "revenue_cagr_3y": -0.1383977358292624, "revenue_cagr_5y": 0.6009619158893853, "earnings_cagr_3y": -0.7176705829215093, "quarterly_revenue_growth_yoy": 1.0130270613113794, "quarterly_earnings_growth_yoy": 1.3711308454391458, "revenue_growth_qoq": -0.12978132232515252, "gross_margin": 0.8097104370110677, "operating_margin": -0.024207673587622557, "net_margin": 0.025367637771184608, "roa_ttm": 0.00516995844562181, "roe_ttm": 0.17723186483822453, "debt_to_ebitda": 5.079520700885093, "net_debt_to_ebitda": 0.0, "interest_coverage": 42.8691178621934, "debt_to_equity": 0.5334626961991186, "current_ratio": 1.0311018674399672, "quick_ratio": 1.0311018674399672, "fcf_to_ebitda": 1.357498489962087, "capex_to_revenue": 0.00238457820680998, "working_capital_to_revenue": 1.819168384479711, "capital_efficiency": 0.09120091164192318, "financial_health": -0.47991359759556484, "margin_quality": 0.27029013373154326, "growth_momentum": 1.1920789533752627, "company_age_years": 3.2114989733059547, "ebitda": 879117000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "COIN", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 42.56300505038407, "revenue_cagr_3y": -0.02788478604744582, "revenue_cagr_5y": 0.5710810325555693, "earnings_cagr_3y": -0.4292730245568751, "quarterly_revenue_growth_yoy": 0.7877276206411649, "quarterly_earnings_growth_yoy": 34.33112582781457, "revenue_growth_qoq": -0.1542766398791897, "gross_margin": 0.7099759125716794, "operating_margin": 0.14065216110614648, "net_margin": 0.06264141925816032, "roa_ttm": 0.005373535517488437, "roe_ttm": 0.17888464437137794, "debt_to_ebitda": 4.308114628675566, "net_debt_to_ebitda": 0.0, "interest_coverage": 50.83697028738432, "debt_to_equity": 0.5151515984767399, "current_ratio": 1.0318353641227664, "quick_ratio": 1.0316245952578182, "fcf_to_ebitda": 1.5100456747882258, "capex_to_revenue": 0.0021125700503408723, "working_capital_to_revenue": 1.6924171930376923, "capital_efficiency": 0.09212908994443318, "financial_health": -0.4581776860596116, "margin_quality": 0.3044231643119954, "growth_momentum": 17.559426724227865, "company_age_years": 3.463381245722108, "ebitda": 1043683000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "COIN", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 26.30782469636253, "revenue_cagr_3y": -0.03122705033000528, "revenue_cagr_5y": 0.7834258288815079, "earnings_cagr_3y": 0.15398335385938333, "quarterly_revenue_growth_yoy": 1.3816826466903265, "quarterly_earnings_growth_yoy": 3.7220237202719457, "revenue_growth_qoq": 0.8848740409212467, "gross_margin": 0.7556119221512945, "operating_margin": 0.4552087327332668, "net_margin": 0.568390108102659, "roa_ttm": 0.11441183595865327, "roe_ttm": 0.25095900082924305, "debt_to_ebitda": 1.8470637876492983, "net_debt_to_ebitda": 0.0, "interest_coverage": 119.78409699566636, "debt_to_equity": 0.4421385480092036, "current_ratio": 2.280811376446233, "quick_ratio": 2.280811376446233, "fcf_to_ebitda": 1.0393649446383464, "capex_to_revenue": 0.0, "working_capital_to_revenue": 1.5553819254358627, "capital_efficiency": 0.18268541839394817, "financial_health": -0.032979810794852404, "margin_quality": 0.5930702543290735, "growth_momentum": 2.551853183481136, "company_age_years": 3.7152635181382614, "ebitda": 2460006000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 17.097405253659513, "revenue_cagr_3y": 0.14170669329587882, "revenue_cagr_5y": 0.14545862228718787, "earnings_cagr_3y": 0.22016123626793327, "quarterly_revenue_growth_yoy": 0.06721595836947095, "quarterly_earnings_growth_yoy": 0.149812734082397, "revenue_growth_qoq": 0.07843996494303243, "gross_margin": 0.4972233509413517, "operating_margin": 0.1684951916565082, "net_margin": 0.12474603819585535, "roa_ttm": 0.030730337792344728, "roe_ttm": 0.11931537930354148, "debt_to_ebitda": 2.119109685181472, "net_debt_to_ebitda": 0.5598556246240225, "interest_coverage": 56.03370786516854, "debt_to_equity": 0.5212587550557364, "current_ratio": 1.2752932307487639, "quick_ratio": 1.2749162989734153, "fcf_to_ebitda": 0.93703629436535, "capex_to_revenue": 0.025655934297550694, "working_capital_to_revenue": 0.451195581074206, "capital_efficiency": 0.0750228585479431, "financial_health": -0.41502653969893305, "margin_quality": 0.2634881935979051, "growth_momentum": 0.10851434622593398, "company_age_years": 20.91170431211499, "ebitda": 4987000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 16.595142539800076, "revenue_cagr_3y": 0.15090526509593172, "revenue_cagr_5y": 0.1382221515439408, "earnings_cagr_3y": 1.1152544345159972, "quarterly_revenue_growth_yoy": 0.08591701372821224, "quarterly_earnings_growth_yoy": 0.5618860510805501, "revenue_growth_qoq": -0.04645807937152919, "gross_margin": 0.4708806818181818, "operating_margin": 0.1419034090909091, "net_margin": 0.11292613636363637, "roa_ttm": 0.035045215453579664, "roe_ttm": 0.1362171417061134, "debt_to_ebitda": 1.9681599407626804, "net_debt_to_ebitda": 0.6536467974824139, "interest_coverage": 62.0919540229885, "debt_to_equity": 0.5354013495820324, "current_ratio": 1.2881186089412193, "quick_ratio": 1.2878225420756564, "fcf_to_ebitda": 0.8602369492780452, "capex_to_revenue": 0.02439893143365984, "working_capital_to_revenue": 0.4506144256455922, "capital_efficiency": 0.08563117857984653, "financial_health": -0.43579881230532547, "margin_quality": 0.2419034090909091, "growth_momentum": 0.3239015324043812, "company_age_years": 21.15811088295688, "ebitda": 5402000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 13.326842651638737, "revenue_cagr_3y": 0.06539936644329636, "revenue_cagr_5y": 0.11017061191429356, "earnings_cagr_3y": 0.11855591527211828, "quarterly_revenue_growth_yoy": 0.0423623224520309, "quarterly_earnings_growth_yoy": -0.20042796005706134, "revenue_growth_qoq": 0.06613992608640244, "gross_margin": 0.4703562036815683, "operating_margin": 0.1722448003825006, "net_margin": 0.1339947406167822, "roa_ttm": 0.05081422847410275, "roe_ttm": 0.20311505118283782, "debt_to_ebitda": 1.4650748924810915, "net_debt_to_ebitda": 0.4920658460625834, "interest_coverage": 69.51546391752578, "debt_to_equity": 0.4838614879757065, "current_ratio": 1.2628576153464528, "quick_ratio": 1.2628576153464528, "fcf_to_ebitda": 1.0035592466261307, "capex_to_revenue": 0.02148001383778344, "working_capital_to_revenue": 0.3999119413781174, "capital_efficiency": 0.12696463982847028, "financial_health": -0.40346791358009804, "margin_quality": 0.25886524822695034, "growth_momentum": -0.07903281880251523, "company_age_years": 22.913073237508556, "ebitda": 6743000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "LC", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 152.65108042848502, "revenue_cagr_3y": 0.8544284204022123, "revenue_cagr_5y": -0.009228258898588249, "earnings_cagr_3y": 3.69398657527461, "quarterly_revenue_growth_yoy": 0.6991788756575302, "quarterly_earnings_growth_yoy": 1.649042987135237, "revenue_growth_qoq": 0.09929843114014698, "gross_margin": 0.42964823309520656, "operating_margin": 0.01384212616090826, "net_margin": 0.013354681886118814, "roa_ttm": 0.0009273170696444371, "roe_ttm": 0.005251937818427294, "debt_to_ebitda": 150.52882564543341, "net_debt_to_ebitda": 131.91506701047336, "interest_coverage": 0.1777929964965503, "debt_to_equity": 4.502196083136004, "current_ratio": 13.885420705699884, "quick_ratio": 86.63548781579026, "fcf_to_ebitda": 1.1004361251711074, "capex_to_revenue": 0.04163242555002925, "working_capital_to_revenue": 0.8246683026046155, "capital_efficiency": 0.0030896274440358655, "financial_health": -4.403897447700892, "margin_quality": 0.15228168038074455, "growth_momentum": 1.1741109313963836, "company_age_years": 1.3032169746748803, "ebitda": 31413000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "LC", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 225.5051727132001, "revenue_cagr_3y": -0.0466064369994158, "revenue_cagr_5y": 0.10569616838048046, "earnings_cagr_3y": -0.7810436691854995, "quarterly_revenue_growth_yoy": -0.07162525614754098, "quarterly_earnings_growth_yoy": 0.9832047009296615, "revenue_growth_qoq": -0.0035740059795869275, "gross_margin": 0.7626314881876185, "operating_margin": -0.0012717709949991377, "net_margin": -0.0016511467494395586, "roa_ttm": -0.014572444141314114, "roe_ttm": -0.05005254046967689, "debt_to_ebitda": 158.96228539262594, "net_debt_to_ebitda": 144.89318885448915, "interest_coverage": 0.25811841627315657, "debt_to_equity": 2.544436397874955, "current_ratio": 0.44893404469806425, "quick_ratio": 1.372967897604239, "fcf_to_ebitda": -41.623065015479874, "capex_to_revenue": 0.05843770567809332, "working_capital_to_revenue": -0.6545829267053788, "capital_efficiency": -0.0323124923054955, "financial_health": -1.332088393828076, "margin_quality": 0.25323619014772664, "growth_momentum": 0.45578972239106025, "company_age_years": 4.802190280629706, "ebitda": 14212000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 10.175047863076028, "revenue_cagr_3y": 0.11764010974162464, "revenue_cagr_5y": 0.14854722678754384, "earnings_cagr_3y": -0.4965058763737109, "quarterly_revenue_growth_yoy": 0.08317112177290381, "quarterly_earnings_growth_yoy": -0.9225894956885289, "revenue_growth_qoq": -0.0039162296624983195, "gross_margin": 0.13924371024079105, "operating_margin": 0.011727384708840254, "net_margin": 0.009997806388471728, "roa_ttm": 0.05608656794931291, "roe_ttm": 0.2194675101438186, "debt_to_ebitda": 0.8638352288238718, "net_debt_to_ebitda": 0.816112886090683, "interest_coverage": 104.61808118081181, "debt_to_equity": 0.2639389214413113, "current_ratio": 1.814883735476708, "quick_ratio": 12.453564559258158, "fcf_to_ebitda": 1.520466289261591, "capex_to_revenue": 0.005051317870378119, "working_capital_to_revenue": 0.11182210091048181, "capital_efficiency": 0.13777703904656574, "financial_health": -0.2602123138057326, "margin_quality": 0.05365630044603434, "growth_momentum": -0.41970918695781256, "company_age_years": 35.227926078028744, "ebitda": 5670300000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 14.843003553273183, "revenue_cagr_3y": 0.1585473687317882, "revenue_cagr_5y": 0.1531832382397993, "earnings_cagr_3y": 0.5376311958769635, "quarterly_revenue_growth_yoy": 0.09419559520783853, "quarterly_earnings_growth_yoy": -0.4286647271863682, "revenue_growth_qoq": 0.053363818908931375, "gross_margin": 0.2136146286373357, "operating_margin": 0.09642694091356897, "net_margin": 0.07707587444233527, "roa_ttm": 0.047107994539751986, "roe_ttm": 0.1837962658241734, "debt_to_ebitda": 2.2890054416491816, "net_debt_to_ebitda": 2.2497482028745277, "interest_coverage": 92.36434108527132, "debt_to_equity": 0.5983786357149126, "current_ratio": 9.879679233354407, "quick_ratio": 12.584883372708216, "fcf_to_ebitda": 1.5774653797733948, "capex_to_revenue": 0.005107337996706973, "working_capital_to_revenue": 1.1194655647960736, "capital_efficiency": 0.1154521301819627, "financial_health": -0.26606799404371156, "margin_quality": 0.12903914799774666, "growth_momentum": -0.16723456598926484, "company_age_years": 35.4798083504449, "ebitda": 4766000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 54.81130408733857, "revenue_cagr_3y": 0.07840415909739629, "revenue_cagr_5y": 0.13603450458210653, "earnings_cagr_3y": -0.08273677517777644, "quarterly_revenue_growth_yoy": 0.07831735428630929, "quarterly_earnings_growth_yoy": -0.14122415047282552, "revenue_growth_qoq": 0.05389685621242485, "gross_margin": 0.19232854734121177, "operating_margin": 0.07615744007606087, "net_margin": 0.061383505782557996, "roa_ttm": 0.009560723514211887, "roe_ttm": 0.04540305833490655, "debt_to_ebitda": 4.2526294767674075, "net_debt_to_ebitda": 4.117161496471842, "interest_coverage": 23.806656101426306, "debt_to_equity": 0.40200742558681013, "current_ratio": 11.976142278773859, "quick_ratio": 16.531376518218625, "fcf_to_ebitda": 4.364798295832778, "capex_to_revenue": 0.005888711420873465, "working_capital_to_revenue": 1.2247067744381523, "capital_efficiency": 0.02748189092455922, "financial_health": -0.39931081126228885, "margin_quality": 0.10995649773327687, "growth_momentum": -0.03145339809325812, "company_age_years": 36.479123887748116, "ebitda": 1502200000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 54.34748145020209, "revenue_cagr_3y": 0.15339909008992447, "revenue_cagr_5y": 0.14005150816850165, "earnings_cagr_3y": -0.13527378557882397, "quarterly_revenue_growth_yoy": 0.20800452863346797, "quarterly_earnings_growth_yoy": 0.42688754380375915, "revenue_growth_qoq": 0.062007442675797934, "gross_margin": 0.1789029004665086, "operating_margin": 0.038775467382865775, "net_margin": 0.031326716884533874, "roa_ttm": 0.010639607696335275, "roe_ttm": 0.05071613193901022, "debt_to_ebitda": 3.854316221270435, "net_debt_to_ebitda": 3.689207938710261, "interest_coverage": 26.187993680884677, "debt_to_equity": 0.3787733276422186, "current_ratio": 11.369264338159173, "quick_ratio": 15.915794670871358, "fcf_to_ebitda": 3.941485190323943, "capex_to_revenue": 0.005037628510441264, "working_capital_to_revenue": 1.2508669831675578, "capital_efficiency": 0.03067786981767275, "financial_health": -0.375369399382152, "margin_quality": 0.08300169491130276, "growth_momentum": 0.31744603621861356, "company_age_years": 36.72553045859001, "ebitda": 1657700000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 31.031312945673747, "revenue_cagr_3y": 0.11852668496764296, "revenue_cagr_5y": 0.13883535836081506, "earnings_cagr_3y": -0.42218241515886734, "quarterly_revenue_growth_yoy": 0.33301486107371475, "quarterly_earnings_growth_yoy": 1.636212930558114, "revenue_growth_qoq": 0.0734174027990516, "gross_margin": 0.13185946805322074, "operating_margin": 0.028389173410479952, "net_margin": 0.02250544066095886, "roa_ttm": 0.021023519142759316, "roe_ttm": 0.10434855457085924, "debt_to_ebitda": 2.5312431081379105, "net_debt_to_ebitda": 2.470999044328457, "interest_coverage": 41.40943683409437, "debt_to_equity": 0.41208643253367483, "current_ratio": 2.704117241682673, "quick_ratio": 3.7362575328807495, "fcf_to_ebitda": 2.7400205836947733, "capex_to_revenue": 0.005169785120180952, "working_capital_to_revenue": 0.8319077204987617, "capital_efficiency": 0.06268603685680928, "financial_health": -0.41011042910008255, "margin_quality": 0.06091802737488652, "growth_momentum": 0.9846138958159143, "company_age_years": 36.97467488021903, "ebitda": 2720600000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 22.245254833040423, "revenue_cagr_3y": 0.1243536359504882, "revenue_cagr_5y": 0.12871300812171405, "earnings_cagr_3y": -0.098564917402582, "quarterly_revenue_growth_yoy": 0.2175444639278557, "quarterly_earnings_growth_yoy": 8.035455278001612, "revenue_growth_qoq": 0.013422468952395846, "gross_margin": 0.19238880244833928, "operating_margin": 0.090668278318567, "net_margin": 0.07209356153638433, "roa_ttm": 0.032001363648038704, "roe_ttm": 0.15757129799428582, "debt_to_ebitda": 1.729249309565654, "net_debt_to_ebitda": 1.6982425307557119, "interest_coverage": 57.14490674318508, "debt_to_equity": 0.395946031399286, "current_ratio": 2.6844118741269543, "quick_ratio": 3.7043611935898246, "fcf_to_ebitda": 2.239191564147627, "capex_to_revenue": 0.00369749102476245, "working_capital_to_revenue": 0.8181291275012189, "capital_efficiency": 0.09478633082116227, "financial_health": -0.39450416039945646, "margin_quality": 0.1183835474344302, "growth_momentum": 4.126499870964734, "company_age_years": 37.22655715263518, "ebitda": 3983000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 18.38337850706908, "revenue_cagr_3y": 0.13952636717695643, "revenue_cagr_5y": 0.16028295375623913, "earnings_cagr_3y": 0.05677957917591492, "quarterly_revenue_growth_yoy": 0.2540982997719659, "quarterly_earnings_growth_yoy": 1.4053727008712489, "revenue_growth_qoq": 0.08553756734861831, "gross_margin": 0.2480898849785001, "operating_margin": 0.14827230836659994, "net_margin": 0.11773415937170542, "roa_ttm": 0.043999954899595226, "roe_ttm": 0.19245450510430537, "debt_to_ebitda": 1.2615559299685004, "net_debt_to_ebitda": 1.2459893048128343, "interest_coverage": 78.34146341463415, "debt_to_equity": 0.3397248113626276, "current_ratio": 2.6870243961752416, "quick_ratio": 5.365608249372617, "fcf_to_ebitda": 1.903029082118526, "capex_to_revenue": 0.004059127964009065, "working_capital_to_revenue": 0.804543323942573, "capital_efficiency": 0.11822723000195029, "financial_health": -0.3387664277611348, "margin_quality": 0.17136545090560182, "growth_momentum": 0.8297355003216074, "company_age_years": 37.478439425051334, "ebitda": 5460400000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 13.485694539249147, "revenue_cagr_3y": 0.10912796125727131, "revenue_cagr_5y": 0.06194395513409101, "earnings_cagr_3y": -0.29527012679351083, "quarterly_revenue_growth_yoy": 0.10529772329246935, "quarterly_earnings_growth_yoy": -1.0254083484573502, "revenue_growth_qoq": 0.04060181368507832, "gross_margin": 0.13388789859378095, "operating_margin": -0.004753416518122401, "net_margin": -0.0013864131511190335, "roa_ttm": 0.018528194537748916, "roe_ttm": 0.10221917181423015, "debt_to_ebitda": 2.312571103526735, "net_debt_to_ebitda": 2.1405005688282137, "interest_coverage": 38.21739130434783, "debt_to_equity": 0.3720430107526882, "current_ratio": 2.5452852153667056, "quick_ratio": 27.596740395809082, "fcf_to_ebitda": 1.9160978384527874, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.171303943836465, "capital_efficiency": 0.06037368317598953, "financial_health": -0.36244969164939317, "margin_quality": 0.042582689641513176, "growth_momentum": -0.4600553125824404, "company_age_years": 27.186858316221766, "ebitda": 3516000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 13.118159407665505, "revenue_cagr_3y": 0.08723434730141122, "revenue_cagr_5y": 0.06608121744371953, "earnings_cagr_3y": -0.212424945630186, "quarterly_revenue_growth_yoy": 0.14317961947758787, "quarterly_earnings_growth_yoy": -0.11013215859030837, "revenue_growth_qoq": 0.05317884729649436, "gross_margin": 0.1769628584861307, "operating_margin": 0.04438175834508698, "net_margin": 0.037987776210625296, "roa_ttm": 0.017992486653924736, "roe_ttm": 0.10932025227750526, "debt_to_ebitda": 2.331881533101045, "net_debt_to_ebitda": 2.159698025551684, "interest_coverage": 35.142857142857146, "debt_to_equity": 0.4019921914105516, "current_ratio": 23.016158397815204, "quick_ratio": 47.66841147018662, "fcf_to_ebitda": 2.1193379790940767, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.413888611637888, "capital_efficiency": 0.063656369465715, "financial_health": -0.3921013627413538, "margin_quality": 0.08644413101394766, "growth_momentum": 0.01652373044363975, "company_age_years": 27.43874058863792, "ebitda": 3444000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 18.830818453883726, "revenue_cagr_3y": -0.0016992386178039665, "revenue_cagr_5y": 0.012519931141755647, "earnings_cagr_3y": -0.03708839058110369, "quarterly_revenue_growth_yoy": -0.008871989860583017, "quarterly_earnings_growth_yoy": 0.23063063063063063, "revenue_growth_qoq": -0.026959767731231855, "gross_margin": 0.31862745098039214, "operating_margin": 0.159846547314578, "net_margin": 0.14556692242114236, "roa_ttm": 0.027684973526366178, "roe_ttm": 0.09727132315084949, "debt_to_ebitda": 5.814441199893815, "net_debt_to_ebitda": 5.343243960711441, "interest_coverage": 40.505376344086024, "debt_to_equity": 0.7517762141753904, "current_ratio": 1.1555573060259945, "quick_ratio": 1.1555573060259945, "fcf_to_ebitda": 1.0257499336341918, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.520560944749051, "capital_efficiency": 0.06247814833860783, "financial_health": -0.3175152437016188, "margin_quality": 0.20801364023870417, "growth_momentum": 0.11087932038502381, "company_age_years": 22.770704996577688, "ebitda": 3767000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 15.908285690692066, "revenue_cagr_3y": 0.16800076980669498, "revenue_cagr_5y": 0.12538861582928873, "earnings_cagr_3y": -0.22769198872534713, "quarterly_revenue_growth_yoy": 0.5622727272727273, "quarterly_earnings_growth_yoy": -0.355359765051395, "revenue_growth_qoq": 0.46504688832054564, "gross_margin": 0.24163514693046262, "operating_margin": 0.0819028222286878, "net_margin": 0.06386383473959849, "roa_ttm": 0.01654707489594239, "roe_ttm": 0.056474279364664356, "debt_to_ebitda": 3.241861586689173, "net_debt_to_ebitda": 2.9787798408488064, "interest_coverage": 28.404109589041095, "debt_to_equity": 0.29291674837135323, "current_ratio": 1.0875842254327577, "quick_ratio": 1.0856926679140722, "fcf_to_ebitda": 0.9184952978056427, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.39949631564219756, "capital_efficiency": 0.03651067713030337, "financial_health": -0.2750579526947308, "margin_quality": 0.1291339346329163, "growth_momentum": 0.10345648111066613, "company_age_years": 23.019849418206707, "ebitda": 4147000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 16.465621866711903, "revenue_cagr_3y": 0.1894914791509612, "revenue_cagr_5y": 0.13184339734206096, "earnings_cagr_3y": -0.06598688978153766, "quarterly_revenue_growth_yoy": 0.5631183221210923, "quarterly_earnings_growth_yoy": -0.22929936305732485, "revenue_growth_qoq": 0.14925807390165843, "gross_margin": 0.24556962025316456, "operating_margin": 0.11151898734177215, "net_margin": 0.0918987341772152, "roa_ttm": 0.014831182936649126, "roe_ttm": 0.05031126921610977, "debt_to_ebitda": 2.989766407119021, "net_debt_to_ebitda": 2.764849833147942, "interest_coverage": 29.37908496732026, "debt_to_equity": 0.28456782280946935, "current_ratio": 0.1316899578160299, "quick_ratio": 0.12970071372878306, "fcf_to_ebitda": 0.917908787541713, "capex_to_revenue": 0.0, "working_capital_to_revenue": -3.5764163372859024, "capital_efficiency": 0.032571226076379446, "financial_health": -0.2676696912619074, "margin_quality": 0.14966244725738398, "growth_momentum": 0.1669094795318837, "company_age_years": 23.26899383983573, "ebitda": 4495000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 14.807562537323761, "revenue_cagr_3y": 0.025664797133773343, "revenue_cagr_5y": 0.12021995085808435, "earnings_cagr_3y": 0.1657007428237358, "quarterly_revenue_growth_yoy": 0.002823529411764706, "quarterly_earnings_growth_yoy": -0.11128284389489954, "revenue_growth_qoq": 0.07816847963571971, "gross_margin": 0.24683247301736275, "operating_margin": 0.15931487564523697, "net_margin": 0.1349131862975129, "roa_ttm": 0.021636984574480277, "roe_ttm": 0.07018326456265567, "debt_to_ebitda": 2.519418369225106, "net_debt_to_ebitda": 2.285661697036628, "interest_coverage": 38.80714285714286, "debt_to_equity": 0.25441433403962677, "current_ratio": 0.8839631896108749, "quick_ratio": 0.8820852992011958, "fcf_to_ebitda": 1.1027056874654886, "capex_to_revenue": 0.05654217014524594, "working_capital_to_revenue": -0.37898205785426586, "capital_efficiency": 0.045910124568567974, "financial_health": -0.24696978430693242, "margin_quality": 0.18035351165337088, "growth_momentum": -0.05422965724156741, "company_age_years": 26.26694045174538, "ebitda": 5433000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 16.221744030781988, "revenue_cagr_3y": 0.018714153272075817, "revenue_cagr_5y": 0.1171566584643644, "earnings_cagr_3y": -0.07082978305858434, "quarterly_revenue_growth_yoy": 0.03456959706959707, "quarterly_earnings_growth_yoy": -0.11372867587327376, "revenue_growth_qoq": 0.06030032848427968, "gross_margin": 0.24618278380172604, "operating_margin": 0.14616065501217085, "net_margin": 0.1207125470236778, "roa_ttm": 0.020759586178546143, "roe_ttm": 0.06662757458037089, "debt_to_ebitda": 2.5632183908045976, "net_debt_to_ebitda": 2.28471829658941, "interest_coverage": 38.45652173913044, "debt_to_equity": 0.2492670233819541, "current_ratio": 0.13755456474393127, "quick_ratio": -0.685735116794257, "fcf_to_ebitda": 1.2240437158469946, "capex_to_revenue": 0.05188365483461329, "working_capital_to_revenue": -2.7897139747233477, "capital_efficiency": 0.043693580379458516, "financial_health": -0.24064520156740657, "margin_quality": 0.17101866194585824, "growth_momentum": -0.039579539401838344, "company_age_years": 26.518822724161534, "ebitda": 5307000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 13.8543062561415, "revenue_cagr_3y": 0.024135912667732518, "revenue_cagr_5y": 0.1310322775334798, "earnings_cagr_3y": -0.10017640141572959, "quarterly_revenue_growth_yoy": 0.151985274783066, "quarterly_earnings_growth_yoy": 2.304225352112676, "revenue_growth_qoq": -0.030537729586191636, "gross_margin": 0.24309518374800274, "operating_margin": 0.1531613786806665, "net_margin": 0.13387354485277334, "roa_ttm": 0.025171948028461143, "roe_ttm": 0.08049737037103974, "debt_to_ebitda": 2.4837864395676386, "net_debt_to_ebitda": 2.2320668195217817, "interest_coverage": 45.56716417910448, "debt_to_equity": 0.2740958956100559, "current_ratio": 6.078676776069797, "quick_ratio": 6.078676776069797, "fcf_to_ebitda": 1.038650507697347, "capex_to_revenue": 0.05685071574642127, "working_capital_to_revenue": 2.8569967864446393, "capital_efficiency": 0.052834659199750444, "financial_health": -0.2419325888674143, "margin_quality": 0.17671003576048086, "growth_momentum": 1.228105313447871, "company_age_years": 26.770704996577688, "ebitda": 6106000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 17.014479871175524, "revenue_cagr_3y": 0.07167013208154427, "revenue_cagr_5y": 0.16101515629440888, "earnings_cagr_3y": 0.16404931754231056, "quarterly_revenue_growth_yoy": 0.12965076466560146, "quarterly_earnings_growth_yoy": 1.061381074168798, "revenue_growth_qoq": 0.04321247892074199, "gross_margin": 0.318953323903819, "operating_margin": 0.27803596686199233, "net_margin": 0.24429177611638714, "roa_ttm": 0.018519295082139075, "roe_ttm": 0.05943708887804714, "debt_to_ebitda": 3.3218599033816427, "net_debt_to_ebitda": 2.970209339774557, "interest_coverage": 39.42857142857143, "debt_to_equity": 0.27763664810484345, "current_ratio": 0.02822750040394248, "quick_ratio": 0.02822750040394248, "fcf_to_ebitda": 1.9696054750402576, "capex_to_revenue": 0.02515810495950294, "working_capital_to_revenue": -1.668229224453567, "capital_efficiency": 0.038978191980093106, "financial_health": -0.2423188214097231, "margin_quality": 0.28042702229406613, "growth_momentum": 0.5955159194171997, "company_age_years": 27.772758384668034, "ebitda": 4968000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 14.384557168045571, "revenue_cagr_3y": 0.09487581804497536, "revenue_cagr_5y": 0.07415450525223988, "earnings_cagr_3y": 0.03803486583588489, "quarterly_revenue_growth_yoy": 0.09732824427480916, "quarterly_earnings_growth_yoy": -0.3872022419430173, "revenue_growth_qoq": -0.04817083264360205, "gross_margin": 0.2599130434782609, "operating_margin": 0.14382608695652174, "net_margin": 0.11408695652173913, "roa_ttm": 0.026450854743777747, "roe_ttm": 0.10421448357736446, "debt_to_ebitda": 2.123965821239658, "net_debt_to_ebitda": 1.8510782585107826, "interest_coverage": 47.87662337662338, "debt_to_equity": 0.30985358132172536, "current_ratio": 5.169509997065851, "quick_ratio": 2.443517625854047, "fcf_to_ebitda": 1.5259731452597314, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.3106692373806594, "capital_efficiency": 0.06533266916057111, "financial_health": -0.2903508284370227, "margin_quality": 0.17260869565217393, "growth_momentum": -0.14493699883410405, "company_age_years": 29.77138945927447, "ebitda": 7373000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 22.477247066071953, "revenue_cagr_3y": -0.07010111098939342, "revenue_cagr_5y": -0.023026729091779385, "earnings_cagr_3y": -0.1118947788093515, "quarterly_revenue_growth_yoy": -0.0594272681196148, "quarterly_earnings_growth_yoy": 0.06277777777777778, "revenue_growth_qoq": 0.2469343188308416, "gross_margin": 1.0, "operating_margin": 0.19250976694059005, "net_margin": 0.12885625757779873, "roa_ttm": -0.000670129656372404, "roe_ttm": -0.0038022813688212928, "debt_to_ebitda": 8.15687714145864, "net_debt_to_ebitda": 7.720264317180617, "interest_coverage": 12.76875, "debt_to_equity": 0.37054454895159317, "current_ratio": 0.11723598071686551, "quick_ratio": 0.11723598071686551, "fcf_to_ebitda": 0.7232011747430249, "capex_to_revenue": 0.0, "working_capital_to_revenue": -6.34271978021978, "capital_efficiency": -0.0022362055125968484, "financial_health": -0.36704890185519445, "margin_quality": 0.4404553415061296, "growth_momentum": 0.0016752548290814885, "company_age_years": 31.811088295687885, "ebitda": 4086000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 21.68461541954442, "revenue_cagr_3y": -0.06938228766871013, "revenue_cagr_5y": 0.0032339877655696014, "earnings_cagr_3y": -0.40288119685878954, "quarterly_revenue_growth_yoy": 0.006070983810709838, "quarterly_earnings_growth_yoy": 3.0, "revenue_growth_qoq": -0.12932776505456015, "gross_margin": 1.0, "operating_margin": 0.05701686523286399, "net_margin": 0.035741915519108776, "roa_ttm": 0.0006821255888434571, "roe_ttm": 0.003958810326742835, "debt_to_ebitda": 7.352391799544419, "net_debt_to_ebitda": 6.783371298405467, "interest_coverage": 13.343465045592705, "debt_to_equity": 0.36404137013184756, "current_ratio": 0.7252990132815755, "quick_ratio": 0.7252990132815755, "fcf_to_ebitda": 0.5457858769931663, "capex_to_revenue": 0.0, "working_capital_to_revenue": -2.0042632066728454, "capital_efficiency": 0.002320467957793146, "financial_health": -0.3591868125223577, "margin_quality": 0.36425292691732425, "growth_momentum": 1.503035491905355, "company_age_years": 32.062970568104035, "ebitda": 4390000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 21.19504804624047, "revenue_cagr_3y": -0.0787314364108408, "revenue_cagr_5y": -0.06254168662884041, "earnings_cagr_3y": -0.09693134432520123, "quarterly_revenue_growth_yoy": 0.06391735259533009, "quarterly_earnings_growth_yoy": 7.475409836065574, "revenue_growth_qoq": -0.03127867849495258, "gross_margin": 1.0, "operating_margin": 0.13633851740743666, "net_margin": 0.09355016973237547, "roa_ttm": 0.0010376637969297948, "roe_ttm": 0.007006979978128502, "debt_to_ebitda": 10.653846153846153, "net_debt_to_ebitda": 10.321552321552321, "interest_coverage": 19.369127516778523, "debt_to_equity": 0.8302258704721274, "current_ratio": 0.11855185078387033, "quick_ratio": 0.11855185078387033, "fcf_to_ebitda": -1.2101524601524603, "capex_to_revenue": 0.011921891058581706, "working_capital_to_revenue": -6.511763057086798, "capital_efficiency": 0.004022321887529148, "financial_health": -0.4112781776975062, "margin_quality": 0.40996289571327077, "growth_momentum": 3.769663594330452, "company_age_years": 32.56125941136208, "ebitda": 5772000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 26.765565398603826, "revenue_cagr_3y": -0.08039653435733662, "revenue_cagr_5y": -0.04940843120622673, "earnings_cagr_3y": -0.28357297307032436, "quarterly_revenue_growth_yoy": -0.15317257173649468, "quarterly_earnings_growth_yoy": -0.40930475692629376, "revenue_growth_qoq": -0.007499802636772717, "gross_margin": 1.0, "operating_margin": 0.13259624562519887, "net_margin": 0.08988227807826916, "roa_ttm": -0.0005282514476891, "roe_ttm": -0.0035805349102153747, "debt_to_ebitda": 14.14495331258337, "net_debt_to_ebitda": 13.585371276122721, "interest_coverage": 15.404109589041095, "debt_to_equity": 0.8629089133619052, "current_ratio": 0.12493848581241851, "quick_ratio": 0.12493848581241851, "fcf_to_ebitda": -1.6060471320586927, "capex_to_revenue": 0.02447259030854199, "working_capital_to_revenue": -6.7322066314084426, "capital_efficiency": -0.0020543931789522374, "financial_health": -0.42641805935582583, "margin_quality": 0.4074928412344893, "growth_momentum": -0.2812386643313942, "company_age_years": 32.8104038329911, "ebitda": 4498000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 56.88876698296837, "revenue_cagr_3y": -0.056675253720589125, "revenue_cagr_5y": -0.04750000957259726, "earnings_cagr_3y": -0.12631296206943454, "quarterly_revenue_growth_yoy": 0.005838362634479139, "quarterly_earnings_growth_yoy": 7.281818181818182, "revenue_growth_qoq": 0.024659182036888532, "gross_margin": 0.2239613904650101, "operating_margin": 0.06639274766842758, "net_margin": 0.059414335094241176, "roa_ttm": 0.0002950716548547934, "roe_ttm": 0.003930602548412641, "debt_to_ebitda": 5.643552311435523, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.8943661971830985, "debt_to_equity": 0.0667914476999496, "current_ratio": 11.230948174322732, "quick_ratio": 11.230948174322732, "fcf_to_ebitda": 16.982968369829685, "capex_to_revenue": 0.1497773789390122, "working_capital_to_revenue": 5.995979014944949, "capital_efficiency": 0.0021128371016337173, "financial_health": -0.04468874590761576, "margin_quality": 0.11658949107589295, "growth_momentum": 3.643828272226331, "company_age_years": 17.234770704996578, "ebitda": 822000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 15.622241462434713, "revenue_cagr_3y": 0.016761281319209287, "revenue_cagr_5y": -0.033295194282886076, "earnings_cagr_3y": -0.3413662439916505, "quarterly_revenue_growth_yoy": -0.15008192244675042, "quarterly_earnings_growth_yoy": -0.9185993633469759, "revenue_growth_qoq": -0.19857863837676382, "gross_margin": 0.9176198432078139, "operating_margin": 0.01869939596452898, "net_margin": 0.02300475517285696, "roa_ttm": 0.0017757536236025844, "roe_ttm": 0.020754888861897244, "debt_to_ebitda": 1.7227802330253115, "net_debt_to_ebitda": 0.0, "interest_coverage": 10.916666666666666, "debt_to_equity": 0.0651038503583141, "current_ratio": 12.159470271761622, "quick_ratio": 12.159470271761622, "fcf_to_ebitda": 4.4825231016472475, "capex_to_revenue": 0.05959074569084708, "working_capital_to_revenue": 4.970965065904692, "capital_efficiency": 0.011265321242749914, "financial_health": -0.03501248325097707, "margin_quality": 0.3197746647817333, "growth_momentum": -0.5343406428968631, "company_age_years": 20.985626283367555, "ebitda": 2489000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 14.80123155627356, "revenue_cagr_3y": -0.016346162705155542, "revenue_cagr_5y": 0.004007025735239367, "earnings_cagr_3y": 0.3158313172693541, "quarterly_revenue_growth_yoy": -0.18781422669122405, "quarterly_earnings_growth_yoy": 0.10647010647010648, "revenue_growth_qoq": -0.2673551863493489, "gross_margin": 1.0, "operating_margin": 0.10584702132875705, "net_margin": 0.08280215739151753, "roa_ttm": 0.0038578012644177404, "roe_ttm": 0.08560623807770824, "debt_to_ebitda": 4.841141626278945, "net_debt_to_ebitda": 0.0, "interest_coverage": 14.975806451612904, "debt_to_equity": 0.6017201566212643, "current_ratio": 14.056657357883278, "quick_ratio": 14.056657357883278, "fcf_to_ebitda": 3.5748519116855144, "capex_to_revenue": 0.0, "working_capital_to_revenue": 3.9464362356576728, "capital_efficiency": 0.044732019671062995, "financial_health": -0.5654068696007345, "margin_quality": 0.39621639290675814, "growth_momentum": -0.04067206011055879, "company_age_years": 22.7378507871321, "ebitda": 3714000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 12.23396860867252, "revenue_cagr_3y": 0.056429122302600776, "revenue_cagr_5y": -0.047343823988133305, "earnings_cagr_3y": 0.40481569381193916, "quarterly_revenue_growth_yoy": 0.06859089740293134, "quarterly_earnings_growth_yoy": 1.9130434782608696, "revenue_growth_qoq": 0.08025734338445542, "gross_margin": 0.1517776574625519, "operating_margin": 0.02586777356674487, "net_margin": 0.02418336040425916, "roa_ttm": 0.00329701644374032, "roe_ttm": 0.0737913486005089, "debt_to_ebitda": 4.761638733705773, "net_debt_to_ebitda": 0.6602819898909285, "interest_coverage": 14.68359375, "debt_to_equity": 0.5914873930141106, "current_ratio": 1624.57, "quick_ratio": 1890.685, "fcf_to_ebitda": 3.3737696195796754, "capex_to_revenue": 0.010963638681530377, "working_capital_to_revenue": 4.599543889966996, "capital_efficiency": 0.03854418252212461, "financial_health": -0.5621150812213447, "margin_quality": 0.0672762638111853, "growth_momentum": 0.9908171878319005, "company_age_years": 23.23340177960301, "ebitda": 3759000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 12.95351599899219, "revenue_cagr_3y": -0.0031109270676399348, "revenue_cagr_5y": -0.005248493971266144, "earnings_cagr_3y": -0.11522117695564793, "quarterly_revenue_growth_yoy": -0.2875617422541536, "quarterly_earnings_growth_yoy": 0.2225, "revenue_growth_qoq": -0.04553931300006016, "gross_margin": 0.16752804739694946, "operating_margin": 0.03365687633934199, "net_margin": 0.030820622715240137, "roa_ttm": 0.003560694350732994, "roe_ttm": 0.09049809026424507, "debt_to_ebitda": 4.73570168808264, "net_debt_to_ebitda": 0.9785840262030738, "interest_coverage": 14.977358490566038, "debt_to_equity": 0.7325590459116065, "current_ratio": 1299.5181818181818, "quick_ratio": 1659.2227272727273, "fcf_to_ebitda": 2.984882842025699, "capex_to_revenue": 0.018646892963407224, "working_capital_to_revenue": 4.4502360070412665, "capital_efficiency": 0.04702939230748903, "financial_health": -0.7034172428579141, "margin_quality": 0.07733518215051052, "growth_momentum": -0.032530871127076796, "company_age_years": 23.485284052019164, "ebitda": 3969000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 14.79698757405675, "revenue_cagr_3y": -0.006740146750760956, "revenue_cagr_5y": 0.039702730719981316, "earnings_cagr_3y": 0.5661879131740151, "quarterly_revenue_growth_yoy": 0.16621721010051482, "quarterly_earnings_growth_yoy": -0.5507031828275352, "revenue_growth_qoq": 0.19929408798689022, "gross_margin": 0.1668068110153458, "operating_margin": 0.04945343704015136, "net_margin": 0.03190035736808913, "roa_ttm": 0.0022949923209382417, "roe_ttm": 0.052573713143428284, "debt_to_ebitda": 5.860929217337075, "net_debt_to_ebitda": 0.0, "interest_coverage": 11.921933085501859, "debt_to_equity": 0.6262202232217224, "current_ratio": 2783.294117647059, "quick_ratio": 3364.0588235294117, "fcf_to_ebitda": 4.687870283754288, "capex_to_revenue": 0.023615574321799566, "working_capital_to_revenue": 4.948703385397205, "capital_efficiency": 0.027434352732183264, "financial_health": -0.5922388427553649, "margin_quality": 0.08272020180786209, "growth_momentum": -0.19224298636351017, "company_age_years": 23.737166324435318, "ebitda": 3207000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 38.623031019202365, "revenue_cagr_3y": -0.01848461335075624, "revenue_cagr_5y": 0.025518831739750558, "earnings_cagr_3y": -0.12739647688022826, "quarterly_revenue_growth_yoy": 0.021185038066865277, "quarterly_earnings_growth_yoy": 0.04866008462623413, "revenue_growth_qoq": 0.2732150226991333, "gross_margin": 0.3451539708265802, "operating_margin": 0.09380875202593193, "net_margin": 0.09640194489465154, "roa_ttm": -7.130406356373322e-05, "roe_ttm": -0.0009816210338734765, "debt_to_ebitda": 31.878877400295423, "net_debt_to_ebitda": 1.3648449039881831, "interest_coverage": 1.6925, "debt_to_equity": 0.3259283869701134, "current_ratio": 0.23222928009679372, "quick_ratio": 0.23222928009679372, "fcf_to_ebitda": 24.91285081240768, "capex_to_revenue": 0.0, "working_capital_to_revenue": -0.16857887658359208, "capital_efficiency": -0.0005264625487186048, "financial_health": -0.2819279274937623, "margin_quality": 0.1784548892490546, "growth_momentum": 0.0349225613465497, "company_age_years": 18.798083504449007, "ebitda": 677000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 286.0991119402985, "revenue_cagr_3y": -0.004860143854199528, "revenue_cagr_5y": 0.02372132106707414, "earnings_cagr_3y": -0.39858677528866937, "quarterly_revenue_growth_yoy": -0.16615512667117516, "quarterly_earnings_growth_yoy": -0.27393617021276595, "revenue_growth_qoq": 0.039157212317666126, "gross_margin": 0.32665793249734854, "operating_margin": 0.05614823133071308, "net_margin": 0.051094890510948905, "roa_ttm": -0.00039756697515312705, "roe_ttm": -0.005546903967371153, "debt_to_ebitda": 156.2910447761194, "net_debt_to_ebitda": 54.04477611940298, "interest_coverage": 0.3471502590673575, "debt_to_equity": 0.3106117908787542, "current_ratio": 3.7827027027027027, "quick_ratio": 3.7827027027027027, "fcf_to_ebitda": 62.44776119402985, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.04513176581978855, "capital_efficiency": -0.00297223547126214, "financial_health": -0.27787911043329255, "margin_quality": 0.14463368477967017, "growth_momentum": -0.22004564844197055, "company_age_years": 19.04996577686516, "ebitda": 134000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "C", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 4.114079775816838, "revenue_cagr_3y": -0.04310867795808426, "revenue_cagr_5y": 0.00823000210559477, "earnings_cagr_3y": -0.01781928756742024, "quarterly_revenue_growth_yoy": 0.17746022093848182, "quarterly_earnings_growth_yoy": -0.2657839496205393, "revenue_growth_qoq": 0.08235513322153903, "gross_margin": 0.7892064038560854, "operating_margin": 0.2569719400929592, "net_margin": 0.195687725942503, "roa_ttm": 0.007001542271338953, "roe_ttm": 0.08376295135015627, "debt_to_ebitda": 11.82442960489705, "net_debt_to_ebitda": 0.5345814452659194, "interest_coverage": 6.862520458265139, "debt_to_equity": 1.4947641874440993, "current_ratio": 4.368166236962382, "quick_ratio": 12.178329719910934, "fcf_to_ebitda": 1.8728436282693377, "capex_to_revenue": 0.05837335661960898, "working_capital_to_revenue": 5.577172172900597, "capital_efficiency": 0.04538224681074761, "financial_health": -1.1742069406110123, "margin_quality": 0.41395535663051586, "growth_momentum": -0.04416186434102874, "company_age_years": 45.48665297741273, "ebitda": 25158000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 1.887698033734513, "revenue_cagr_3y": 0.1334758183793796, "revenue_cagr_5y": 0.10430289385574154, "earnings_cagr_3y": -0.05153307295947973, "quarterly_revenue_growth_yoy": -0.0016037837342460623, "quarterly_earnings_growth_yoy": -0.1170560405794274, "revenue_growth_qoq": -0.04805568061151414, "gross_margin": 0.6800190767720345, "operating_margin": 0.32727838717466223, "net_margin": 0.2889931415412675, "roa_ttm": 0.014251485003496846, "roe_ttm": 0.13355843430073722, "debt_to_ebitda": 1.5018182738099002, "net_debt_to_ebitda": 0.0, "interest_coverage": 10.96980909542916, "debt_to_equity": 0.29059399529062396, "current_ratio": 0.1756524240204167, "quick_ratio": 0.1756524240204167, "fcf_to_ebitda": 0.7176668753728779, "capex_to_revenue": 0.0035822445104594894, "working_capital_to_revenue": -15.97663138034634, "capital_efficiency": 0.07390495965211703, "financial_health": -0.08943937203606751, "margin_quality": 0.43209686849598805, "growth_momentum": -0.05932991215683673, "company_age_years": 21.141683778234086, "ebitda": 948702000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 5.763747975734113, "revenue_cagr_3y": 0.003402510075460663, "revenue_cagr_5y": 0.08061721072169448, "earnings_cagr_3y": 0.13156114108772798, "quarterly_revenue_growth_yoy": 0.12594146904698464, "quarterly_earnings_growth_yoy": 0.15931197986282525, "revenue_growth_qoq": 0.03508746861540346, "gross_margin": 0.9518497117806102, "operating_margin": 0.5874942563190351, "net_margin": 0.46866859010134515, "roa_ttm": 0.014550414758934945, "roe_ttm": 0.15878775956192176, "debt_to_ebitda": 0.5033005022709733, "net_debt_to_ebitda": 0.0, "interest_coverage": 77.03801169590643, "debt_to_equity": 0.11159935309398372, "current_ratio": 0.20234456569652257, "quick_ratio": 0.2021750078146152, "fcf_to_ebitda": 0.8789781569059096, "capex_to_revenue": 0.004700297553562726, "working_capital_to_revenue": -23.09119389511391, "capital_efficiency": 0.08666908716042836, "financial_health": 0.03517380592296158, "margin_quality": 0.66933751940033, "growth_momentum": 0.14262672445490493, "company_age_years": 23.140314852840522, "ebitda": 1264656000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 5.78639416344909, "revenue_cagr_3y": 0.029789286127294146, "revenue_cagr_5y": 0.09332942078213358, "earnings_cagr_3y": 0.1976438649117931, "quarterly_revenue_growth_yoy": 0.2340353531761171, "quarterly_earnings_growth_yoy": 0.14944692135871354, "revenue_growth_qoq": 0.1290686461083973, "gross_margin": 0.9296068133031281, "operating_margin": 0.5956679772307681, "net_margin": 0.4512084146249871, "roa_ttm": 0.015053077859713526, "roe_ttm": 0.16743542451869886, "debt_to_ebitda": 0.7960800298923197, "net_debt_to_ebitda": 0.0, "interest_coverage": 49.42746809939557, "debt_to_equity": 0.1880050600037579, "current_ratio": 0.15711442557305458, "quick_ratio": 0.15711442557305458, "fcf_to_ebitda": 1.2784741329528857, "capex_to_revenue": 0.003690762770623476, "working_capital_to_revenue": -23.1705385592197, "capital_efficiency": 0.09124425118920619, "financial_health": -0.016465336349673017, "margin_quality": 0.6588277350529611, "growth_momentum": 0.19174113726741532, "company_age_years": 23.38945927446954, "ebitda": 1324755000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 5.723535182441531, "revenue_cagr_3y": 0.09924860047698081, "revenue_cagr_5y": 0.12776179302935287, "earnings_cagr_3y": 0.19882690498321032, "quarterly_revenue_growth_yoy": 0.4394172792599323, "quarterly_earnings_growth_yoy": 0.31000359283030754, "revenue_growth_qoq": 0.2175513119905262, "gross_margin": 0.8516284334245231, "operating_margin": 0.5514251571912016, "net_margin": 0.4236796010793581, "roa_ttm": 0.01612623076418952, "roe_ttm": 0.17826800653209127, "debt_to_ebitda": 0.9859292724548289, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.61661454721499, "debt_to_equity": 0.24781386225088628, "current_ratio": 0.1541515843716478, "quick_ratio": 0.1541515843716478, "fcf_to_ebitda": 1.4330846239699975, "capex_to_revenue": 0.0006895861027443585, "working_capital_to_revenue": -21.061661262776425, "capital_efficiency": 0.09719711864814039, "financial_health": -0.039711301309387124, "margin_quality": 0.6089110638983609, "growth_momentum": 0.3747104360451199, "company_age_years": 23.641341546885695, "ebitda": 1422812000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 3.3203634666666666, "revenue_cagr_3y": -0.04858406003263027, "revenue_cagr_5y": 0.014416033238032533, "earnings_cagr_3y": -0.01590095242334344, "quarterly_revenue_growth_yoy": -0.049247606019151846, "quarterly_earnings_growth_yoy": -0.3695652173913043, "revenue_growth_qoq": -0.08068783068783068, "gross_margin": 0.1884892086330935, "operating_margin": 0.8733812949640288, "net_margin": 0.2920863309352518, "roa_ttm": 0.011083554638632224, "roe_ttm": 0.16047028916428344, "debt_to_ebitda": 0.8042424242424242, "net_debt_to_ebitda": 0.0, "interest_coverage": 150.0, "debt_to_equity": 0.21083571655544964, "current_ratio": 1.09717868338558, "quick_ratio": 15.31347962382445, "fcf_to_ebitda": 0.13757575757575757, "capex_to_revenue": 0.07021131561008861, "working_capital_to_revenue": 0.021131561008861623, "capital_efficiency": 0.08577692190145783, "financial_health": -0.045898017042173084, "margin_quality": 0.45131894484412466, "growth_momentum": -0.20940641170522808, "company_age_years": 32.01368925393566, "ebitda": 1650000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 5.076329214237743, "revenue_cagr_3y": -0.014927607014044053, "revenue_cagr_5y": 0.024823563310859775, "earnings_cagr_3y": 0.00834763156882734, "quarterly_revenue_growth_yoy": 0.0064516129032258064, "quarterly_earnings_growth_yoy": -0.4265536723163842, "revenue_growth_qoq": 0.1223021582733813, "gross_margin": 0.9282051282051282, "operating_margin": 0.3333333333333333, "net_margin": 0.2602564102564103, "roa_ttm": 0.009785382302014034, "roe_ttm": 0.15252130681818182, "debt_to_ebitda": 1.1343183344526528, "net_debt_to_ebitda": 0.0, "interest_coverage": 99.26666666666667, "debt_to_equity": 0.2998934659090909, "current_ratio": 0.5491159135559921, "quick_ratio": 0.5491159135559921, "fcf_to_ebitda": 0.6218938885157824, "capex_to_revenue": 0.07621640013610072, "working_capital_to_revenue": -0.15617556992174209, "capital_efficiency": 0.08115334456009793, "financial_health": -0.0985446166157842, "margin_quality": 0.5072649572649572, "growth_momentum": -0.21005102970657918, "company_age_years": 32.26283367556468, "ebitda": 1489000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 6.202812205196536, "revenue_cagr_3y": 0.019464756539992578, "revenue_cagr_5y": 0.046119864944856426, "earnings_cagr_3y": -0.007564586182268629, "quarterly_revenue_growth_yoy": 0.23163841807909605, "quarterly_earnings_growth_yoy": -0.09583333333333334, "revenue_growth_qoq": 0.11794871794871795, "gross_margin": 0.8681192660550459, "operating_margin": 0.31880733944954126, "net_margin": 0.24885321100917432, "roa_ttm": 0.009449103691479983, "roe_ttm": 0.17802385008517888, "debt_to_ebitda": 2.3530979347101932, "net_debt_to_ebitda": 1.1272485009993338, "interest_coverage": 34.11363636363637, "debt_to_equity": 0.752129471890971, "current_ratio": 1.507105719237435, "quick_ratio": 3.512305025996534, "fcf_to_ebitda": 0.6229180546302465, "capex_to_revenue": 0.06670963583628746, "working_capital_to_revenue": 0.47147921366419593, "capital_efficiency": 0.09373647688832942, "financial_health": -0.11697976102008083, "margin_quality": 0.4785932721712538, "growth_momentum": 0.06790254237288135, "company_age_years": 32.51471594798083, "ebitda": 1501000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 7.873126480341071, "revenue_cagr_3y": 0.033365127938340455, "revenue_cagr_5y": 0.032221359406346295, "earnings_cagr_3y": -0.18657751541244516, "quarterly_revenue_growth_yoy": -0.05077658303464755, "quarterly_earnings_growth_yoy": -0.5888324873096447, "revenue_growth_qoq": -0.04449789536981359, "gross_margin": 0.6702328508495909, "operating_margin": 0.12838263058527374, "net_margin": 0.10195091252359975, "roa_ttm": 0.010109179134654266, "roe_ttm": 0.0778906069697669, "debt_to_ebitda": 6.27901468498342, "net_debt_to_ebitda": 3.7896731406916153, "interest_coverage": 13.980132450331126, "debt_to_equity": 0.764770366951304, "current_ratio": 0.27002326032176777, "quick_ratio": 0.2694999030819926, "fcf_to_ebitda": 1.3121743249644717, "capex_to_revenue": 0.003018412315122246, "working_capital_to_revenue": -11.367189858134621, "capital_efficiency": 0.04399989305221059, "financial_health": -0.5436747015384344, "margin_quality": 0.30018879798615483, "growth_momentum": -0.31980453517214613, "company_age_years": 30.015058179329227, "ebitda": 2111000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 0.5422946785604429, "revenue_cagr_3y": 0.014725316512568254, "revenue_cagr_5y": 0.033985981758624106, "earnings_cagr_3y": 0.14340823543813364, "quarterly_revenue_growth_yoy": 0.0756923076923077, "quarterly_earnings_growth_yoy": -0.2620253164556962, "revenue_growth_qoq": 0.09318323952470293, "gross_margin": 0.007437070938215103, "operating_margin": 0.4502288329519451, "net_margin": 0.33352402745995424, "roa_ttm": 0.013796703706465806, "roe_ttm": 0.13448839886108924, "debt_to_ebitda": 1.4266379575515227, "net_debt_to_ebitda": 0.0, "interest_coverage": 69.17021276595744, "debt_to_equity": 0.2809717089719513, "current_ratio": 0.5569477606944413, "quick_ratio": 0.7897485104768706, "fcf_to_ebitda": 0.8729621654875422, "capex_to_revenue": 0.04030566376985316, "working_capital_to_revenue": -5.949805214264309, "capital_efficiency": 0.07414255128377752, "financial_health": -0.013083860800142733, "margin_quality": 0.2637299771167048, "growth_momentum": -0.09316650438169426, "company_age_years": 32.26283367556468, "ebitda": 3251000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 2.5629507112140257, "revenue_cagr_3y": 0.03134137727073982, "revenue_cagr_5y": 0.04547152437231161, "earnings_cagr_3y": 0.016041221790551008, "quarterly_revenue_growth_yoy": 0.12681159420289856, "quarterly_earnings_growth_yoy": -0.34101382488479265, "revenue_growth_qoq": 0.06750572082379863, "gross_margin": 0.2802786709539121, "operating_margin": 0.3311897106109325, "net_margin": 0.22990353697749197, "roa_ttm": 0.012661757436722898, "roe_ttm": 0.1316812759507019, "debt_to_ebitda": 1.504465762487595, "net_debt_to_ebitda": 0.0, "interest_coverage": 37.32098765432099, "debt_to_equity": 0.2997429644763725, "current_ratio": 0.505672461116194, "quick_ratio": 0.6896843549862763, "fcf_to_ebitda": 0.7644723784320212, "capex_to_revenue": 0.04009296920395119, "working_capital_to_revenue": -6.278907611853573, "capital_efficiency": 0.0721715166937124, "financial_health": -0.050592657411509104, "margin_quality": 0.28045730618077885, "growth_momentum": -0.10710111534094705, "company_age_years": 32.51471594798083, "ebitda": 3023000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 1.1334630350194552, "revenue_cagr_3y": 0.10688820903710816, "revenue_cagr_5y": 0.17220216610063654, "earnings_cagr_3y": 0.24690623631196318, "quarterly_revenue_growth_yoy": -0.13788968824940048, "quarterly_earnings_growth_yoy": -0.1630901287553648, "revenue_growth_qoq": -0.021768707482993196, "gross_margin": 1.0125173852573017, "operating_margin": 0.35465924895688455, "net_margin": 0.2712100139082058, "roa_ttm": 0.010850317501494457, "roe_ttm": 0.11449654844084742, "debt_to_ebitda": 2.575875486381323, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.45161290322581, "debt_to_equity": 0.3939538205189241, "current_ratio": 13.970331588132636, "quick_ratio": 13.963350785340314, "fcf_to_ebitda": 0.24747081712062258, "capex_to_revenue": 0.017428477474514963, "working_capital_to_revenue": 7.331798750411049, "capital_efficiency": 0.06267343297117094, "financial_health": -0.022736245446788594, "margin_quality": 0.5461288827074641, "growth_momentum": -0.15048990850238264, "company_age_years": 32.01368925393566, "ebitda": 1285000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 3.094692787177204, "revenue_cagr_3y": 0.10871805359890518, "revenue_cagr_5y": 0.16706309672667485, "earnings_cagr_3y": 0.16203432016142227, "quarterly_revenue_growth_yoy": -0.05816831683168317, "quarterly_earnings_growth_yoy": -0.43506493506493504, "revenue_growth_qoq": 0.0584144645340751, "gross_margin": 0.9067017082785808, "operating_margin": 0.2956636005256242, "net_margin": 0.22864651773981604, "roa_ttm": 0.009591548316845446, "roe_ttm": 0.0995311936530833, "debt_to_ebitda": 2.9447907390917187, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.390243902439025, "debt_to_equity": 0.39752374083423486, "current_ratio": 12.404093567251461, "quick_ratio": 12.399415204678363, "fcf_to_ebitda": 1.0667853962600178, "capex_to_revenue": 0.015364061456245824, "working_capital_to_revenue": 6.513360053440214, "capital_efficiency": 0.05456137098496437, "financial_health": -0.0498345633046865, "margin_quality": 0.47700394218134035, "growth_momentum": -0.2466166259483091, "company_age_years": 32.26283367556468, "ebitda": 1123000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 7.630833333333333, "revenue_cagr_3y": 0.17637143434399571, "revenue_cagr_5y": 0.20474074405769382, "earnings_cagr_3y": 0.33627569192548656, "quarterly_revenue_growth_yoy": 0.18613607188703465, "quarterly_earnings_growth_yoy": 0.14224137931034483, "revenue_growth_qoq": 0.21419185282522996, "gross_margin": 0.8582251082251082, "operating_margin": 0.37445887445887444, "net_margin": 0.28679653679653677, "roa_ttm": 0.010429916051895192, "roe_ttm": 0.1028305266929416, "debt_to_ebitda": 3.075833333333333, "net_debt_to_ebitda": 0.0, "interest_coverage": 16.901408450704224, "debt_to_equity": 0.4408216887614953, "current_ratio": 9.529514903565167, "quick_ratio": 9.524254821741671, "fcf_to_ebitda": 2.025, "capex_to_revenue": 0.009238611022618668, "working_capital_to_revenue": 4.649251353934374, "capital_efficiency": 0.056630221372418396, "financial_health": -0.14456756070417598, "margin_quality": 0.5064935064935064, "growth_momentum": 0.16418872559868974, "company_age_years": 32.51471594798083, "ebitda": 1200000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 6.54405356892942, "revenue_cagr_3y": -0.0372108924533564, "revenue_cagr_5y": 0.08657891269097662, "earnings_cagr_3y": 0.12480886284831683, "quarterly_revenue_growth_yoy": 0.0011962985792274177, "quarterly_earnings_growth_yoy": -0.08581828288605133, "revenue_growth_qoq": -0.026061552485486077, "gross_margin": 0.9324620825629656, "operating_margin": 0.4099225924249515, "net_margin": 0.3280366554403946, "roa_ttm": 0.013194221031437171, "roe_ttm": 0.1542939517704448, "debt_to_ebitda": 1.2270574190318482, "net_debt_to_ebitda": 0.0, "interest_coverage": 44.70676912740405, "debt_to_equity": 0.27077343674702853, "current_ratio": 0.32133328784067927, "quick_ratio": 0.3206160816764318, "fcf_to_ebitda": 0.8740258508219156, "capex_to_revenue": 0.01168660377475068, "working_capital_to_revenue": -12.034550313612002, "capital_efficiency": 0.08374408640094098, "financial_health": -0.13986078409733704, "margin_quality": 0.5568071101427706, "growth_momentum": -0.042310992153411955, "company_age_years": 32.2135523613963, "ebitda": 1064647000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 5.492273020114106, "revenue_cagr_3y": -0.03116209918337476, "revenue_cagr_5y": 0.09240555780406146, "earnings_cagr_3y": 0.044648307606250714, "quarterly_revenue_growth_yoy": 0.06003501144604967, "quarterly_earnings_growth_yoy": -0.0437593984962406, "revenue_growth_qoq": 0.056851222487322495, "gross_margin": 0.9254643055469859, "operating_margin": 0.4136103136262835, "net_margin": 0.3231210914673761, "roa_ttm": 0.012830756005137084, "roe_ttm": 0.16060071049057703, "debt_to_ebitda": 2.039349600592825, "net_debt_to_ebitda": 0.48755665661230224, "interest_coverage": 37.13137683201804, "debt_to_equity": 0.4688352203694324, "current_ratio": 0.2889435732015539, "quick_ratio": 0.288205321186114, "fcf_to_ebitda": 0.5158648002679477, "capex_to_revenue": 0.011612272338344946, "working_capital_to_revenue": -12.070420622309145, "capital_efficiency": 0.08671573324785706, "financial_health": -0.36502638374080265, "margin_quality": 0.5540652368802151, "growth_momentum": 0.008137806474904533, "company_age_years": 32.46269678302532, "ebitda": 1053937000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 7.877338208292332, "revenue_cagr_3y": 0.023105586086852314, "revenue_cagr_5y": 0.08645654863061214, "earnings_cagr_3y": 0.14369187758763613, "quarterly_revenue_growth_yoy": 0.24293452192492687, "quarterly_earnings_growth_yoy": 0.08711644616727257, "revenue_growth_qoq": 0.18974916430445812, "gross_margin": 0.8490520853512142, "operating_margin": 0.40059060672943897, "net_margin": 0.3097085557133422, "roa_ttm": 0.01283323898854428, "roe_ttm": 0.17791624258372019, "debt_to_ebitda": 4.406066552804515, "net_debt_to_ebitda": 2.7006264303461487, "interest_coverage": 14.458053965658218, "debt_to_equity": 1.105165950897401, "current_ratio": 0.29448815583640814, "quick_ratio": 0.29404162916828785, "fcf_to_ebitda": 0.5033866449499119, "capex_to_revenue": 0.01212567581478842, "working_capital_to_revenue": -10.694448433072852, "capital_efficiency": 0.09537474078613223, "financial_health": -1.0175193183894218, "margin_quality": 0.5197837492646652, "growth_momentum": 0.16502548404609974, "company_age_years": 32.714579055441476, "ebitda": 1060932000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 4.651203477538061, "revenue_cagr_3y": 0.15550640209256783, "revenue_cagr_5y": 0.12101406777519785, "earnings_cagr_3y": 0.011664789887677163, "quarterly_revenue_growth_yoy": -0.014405931586608443, "quarterly_earnings_growth_yoy": -0.36860878036516764, "revenue_growth_qoq": -0.01796171069091173, "gross_margin": 0.6950104535405888, "operating_margin": 0.23109478338325495, "net_margin": 0.18545457901999787, "roa_ttm": 0.011616711550680284, "roe_ttm": 0.07077185706142473, "debt_to_ebitda": 1.2299474349409452, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.533646442870342, "debt_to_equity": 0.10797612945172745, "current_ratio": 0.2641513588806994, "quick_ratio": 0.2630503944931358, "fcf_to_ebitda": 0.2200237786203631, "capex_to_revenue": 0.012488584902438782, "working_capital_to_revenue": -11.668960518358341, "capital_efficiency": 0.04119428430605251, "financial_health": -0.0051386713455218586, "margin_quality": 0.3705199386479472, "growth_momentum": -0.19150735597588806, "company_age_years": 30.015058179329227, "ebitda": 293541000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 6.76600318027116, "revenue_cagr_3y": 0.039292838020452026, "revenue_cagr_5y": 0.11935168687808417, "earnings_cagr_3y": 0.08666482599954994, "quarterly_revenue_growth_yoy": -0.16245210467906318, "quarterly_earnings_growth_yoy": -0.23605680181107225, "revenue_growth_qoq": 0.0006731003162760523, "gross_margin": 0.9680573452302805, "operating_margin": 0.4123491608113912, "net_margin": 0.3309101812906729, "roa_ttm": 0.011663478289208044, "roe_ttm": 0.07453614035698586, "debt_to_ebitda": 2.21690239729212, "net_debt_to_ebitda": 0.0, "interest_coverage": 38.09014433720004, "debt_to_equity": 0.2075246891280788, "current_ratio": 0.32009988429093467, "quick_ratio": 0.44106857462366234, "fcf_to_ebitda": 1.8514548345701054, "capex_to_revenue": 0.015970461319453712, "working_capital_to_revenue": -16.020156096307172, "capital_efficiency": 0.043099809323096955, "financial_health": -0.08242799106381975, "margin_quality": 0.5704388957774482, "growth_momentum": -0.19925445324506771, "company_age_years": 32.01368925393566, "ebitda": 430152000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 1.5228327891964086, "revenue_cagr_3y": 0.17236978072275222, "revenue_cagr_5y": 0.14344399651764572, "earnings_cagr_3y": 0.024702517698030002, "quarterly_revenue_growth_yoy": 0.10010990494186607, "quarterly_earnings_growth_yoy": -0.29540304668745654, "revenue_growth_qoq": -0.010393856480658407, "gross_margin": 0.702951099815967, "operating_margin": 0.1907873981246166, "net_margin": 0.13761282972570327, "roa_ttm": 0.008488770587162367, "roe_ttm": 0.08900757297941056, "debt_to_ebitda": 2.228800920086073, "net_debt_to_ebitda": 0.0, "interest_coverage": 6.524496514329977, "debt_to_equity": 0.3246957823128516, "current_ratio": 0.19475175522585647, "quick_ratio": 0.19441530502387344, "fcf_to_ebitda": -0.5403650664094383, "capex_to_revenue": 0.049045101197371606, "working_capital_to_revenue": -14.413051967664467, "capital_efficiency": 0.04874817178328646, "financial_health": -0.2590467546676872, "margin_quality": 0.3437837758887623, "growth_momentum": -0.09764657087279524, "company_age_years": 21.95756331279945, "ebitda": 539080000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 4.748192021594065, "revenue_cagr_3y": 0.0577613304277238, "revenue_cagr_5y": 0.11630833107010718, "earnings_cagr_3y": 0.12636451994733067, "quarterly_revenue_growth_yoy": -0.00019546799313418674, "quarterly_earnings_growth_yoy": -0.1681837177109724, "revenue_growth_qoq": 0.06541328097030713, "gross_margin": 0.9326644034107687, "operating_margin": 0.35370331525579746, "net_margin": 0.2594347019446758, "roa_ttm": 0.008763944418561976, "roe_ttm": 0.09803403902181888, "debt_to_ebitda": 3.4450387663936692, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.35869189861178, "debt_to_equity": 0.5409437930518652, "current_ratio": 0.17752544054568523, "quick_ratio": 0.2125993334869319, "fcf_to_ebitda": 1.859576199461566, "capex_to_revenue": 0.03248143215322499, "working_capital_to_revenue": -18.67819836638436, "capital_efficiency": 0.05339899172019043, "financial_health": -0.4483348978113374, "margin_quality": 0.5152674735370807, "growth_momentum": -0.0841895928520533, "company_age_years": 23.956194387405887, "ebitda": 705379000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 4.808475670676108, "revenue_cagr_3y": 0.022515950100380433, "revenue_cagr_5y": 0.08208082512455861, "earnings_cagr_3y": 0.050763677763714155, "quarterly_revenue_growth_yoy": 0.057819098700974715, "quarterly_earnings_growth_yoy": -0.10080963571149949, "revenue_growth_qoq": -0.03283486038616549, "gross_margin": 0.8850708555305216, "operating_margin": 0.27723358109957674, "net_margin": 0.19901244446316144, "roa_ttm": 0.008432482497514387, "roe_ttm": 0.09091207145747451, "debt_to_ebitda": 3.426281981364897, "net_debt_to_ebitda": 0.0, "interest_coverage": 20.127239199157007, "debt_to_equity": 0.49834853582868177, "current_ratio": 0.14820064263974525, "quick_ratio": 0.2846599343999155, "fcf_to_ebitda": 1.799093112981311, "capex_to_revenue": 0.03623368627698449, "working_capital_to_revenue": -19.838051946192486, "capital_efficiency": 0.04967227697749445, "financial_health": -0.420999330330356, "margin_quality": 0.45377229369775324, "growth_momentum": -0.02149526850526239, "company_age_years": 24.205338809034906, "ebitda": 687627000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 5.489073505816149, "revenue_cagr_3y": 0.0658736098087509, "revenue_cagr_5y": 0.11713537209053637, "earnings_cagr_3y": 0.1298409228548374, "quarterly_revenue_growth_yoy": 0.23757166109938097, "quarterly_earnings_growth_yoy": 0.30992239112308384, "revenue_growth_qoq": 0.19593186077362026, "gross_margin": 0.8741988872455807, "operating_margin": 0.35220966265229947, "net_margin": 0.251709627438552, "roa_ttm": 0.00885062978234192, "roe_ttm": 0.09996205244524556, "debt_to_ebitda": 4.721248812300545, "net_debt_to_ebitda": 0.0, "interest_coverage": 11.28034753190835, "debt_to_equity": 0.7467311200134541, "current_ratio": 0.16147037185661536, "quick_ratio": 0.30247765584239966, "fcf_to_ebitda": 1.8866052039298709, "capex_to_revenue": 0.035644389278459664, "working_capital_to_revenue": -18.621984892630195, "capital_efficiency": 0.054406341113793735, "financial_health": -0.6596371428734276, "margin_quality": 0.4927060591121441, "growth_momentum": 0.2737470261112324, "company_age_years": 24.45722108145106, "ebitda": 733561000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 5.660719169842366, "revenue_cagr_3y": 0.004280610714465727, "revenue_cagr_5y": 0.12484077375715019, "earnings_cagr_3y": 0.1531341628297942, "quarterly_revenue_growth_yoy": 0.032545009361947284, "quarterly_earnings_growth_yoy": -0.16617004706599398, "revenue_growth_qoq": 0.757287550618204, "gross_margin": 0.812084319064411, "operating_margin": 0.32419765210016516, "net_margin": 0.2748013658884971, "roa_ttm": 0.023983340784311392, "roe_ttm": 0.2164624078083147, "debt_to_ebitda": 0.3546409195687775, "net_debt_to_ebitda": 0.0, "interest_coverage": 187.1358024691358, "debt_to_equity": 0.11975876836626112, "current_ratio": 0.4228688623372903, "quick_ratio": 0.46798670589231867, "fcf_to_ebitda": 0.9786290291284742, "capex_to_revenue": 0.4554629767876568, "working_capital_to_revenue": -6.750820702051707, "capital_efficiency": 0.12022287429631304, "financial_health": -0.08524856768932804, "margin_quality": 0.47036111235102446, "growth_momentum": -0.06681251885202334, "company_age_years": 28.522929500342233, "ebitda": 257686000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 3.9871698000269413, "revenue_cagr_3y": -0.008574777977417902, "revenue_cagr_5y": 0.1751051823750518, "earnings_cagr_3y": -0.085648678217221, "quarterly_revenue_growth_yoy": -0.05017976415592004, "quarterly_earnings_growth_yoy": -0.42143613860106977, "revenue_growth_qoq": -0.34699593804401196, "gross_margin": 0.9961293299383085, "operating_margin": 0.26314575251636274, "net_margin": 0.1913204709742468, "roa_ttm": 0.022126198207003442, "roe_ttm": 0.20558921377858858, "debt_to_ebitda": 0.07232338570431418, "net_debt_to_ebitda": 0.0, "interest_coverage": 139.591452991453, "debt_to_equity": 0.02446869186821321, "current_ratio": 0.38588071354392495, "quick_ratio": 0.3462550607654076, "fcf_to_ebitda": 0.5080964801639297, "capex_to_revenue": 0.5759733403462772, "working_capital_to_revenue": -6.654702139602068, "capital_efficiency": 0.11385770599279602, "financial_health": 0.00042651965075558504, "margin_quality": 0.4835318511429727, "growth_momentum": -0.23580795137849492, "company_age_years": 28.772073921971252, "ebitda": 244983000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 2.388625014301784, "revenue_cagr_3y": -0.011603060620280603, "revenue_cagr_5y": 0.15282604196527605, "earnings_cagr_3y": 0.050624871687865, "quarterly_revenue_growth_yoy": -0.030380907024180722, "quarterly_earnings_growth_yoy": 0.4726781110482299, "revenue_growth_qoq": -0.07799442896935933, "gross_margin": 1.0202583730283765, "operating_margin": 0.2116193724167331, "net_margin": 0.21704075769651363, "roa_ttm": 0.023177189469737278, "roe_ttm": 0.2423950276671265, "debt_to_ebitda": 0.1630122127591194, "net_debt_to_ebitda": 0.0, "interest_coverage": 538.7878787878788, "debt_to_equity": 0.06289350093773734, "current_ratio": 0.43129739248787763, "quick_ratio": 0.5013548475485922, "fcf_to_ebitda": -0.6831873694359634, "capex_to_revenue": 0.8670658871922127, "working_capital_to_revenue": -6.511683226218159, "capital_efficiency": 0.1327861085684319, "financial_health": 0.0016665314712741575, "margin_quality": 0.48297283438054106, "growth_momentum": 0.22114860201202458, "company_age_years": 29.023956194387406, "ebitda": 248920000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 5.44985270527339, "revenue_cagr_3y": 0.1186718978601069, "revenue_cagr_5y": 0.11150113702812847, "earnings_cagr_3y": -0.014435393959965959, "quarterly_revenue_growth_yoy": -0.04066134481418363, "quarterly_earnings_growth_yoy": -0.2973499902518034, "revenue_growth_qoq": -0.036783173399241524, "gross_margin": 0.6290034385680597, "operating_margin": 0.29057977789551326, "net_margin": 0.24335920050695506, "roa_ttm": 0.014172578420775298, "roe_ttm": 0.1121071560895913, "debt_to_ebitda": 0.3936824277987489, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.224168012924071, "debt_to_equity": 0.05708252829505105, "current_ratio": 0.12635191254109768, "quick_ratio": 0.1257528281708434, "fcf_to_ebitda": 1.3009523468760995, "capex_to_revenue": 0.008063455348212713, "working_capital_to_revenue": -16.373540996056377, "capital_efficiency": 0.06313986725518331, "financial_health": -0.04405404800552562, "margin_quality": 0.3876474723235093, "growth_momentum": -0.16900566753299354, "company_age_years": 29.286789869952088, "ebitda": 335382000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 7.335705158690128, "revenue_cagr_3y": -0.0017766621599338839, "revenue_cagr_5y": 0.07563938391543479, "earnings_cagr_3y": 0.07191484429447947, "quarterly_revenue_growth_yoy": 0.14718641477202485, "quarterly_earnings_growth_yoy": 0.15257969662819468, "revenue_growth_qoq": 0.062301616209972, "gross_margin": 0.9173650876067225, "operating_margin": 0.5542857982571724, "net_margin": 0.4358440566051599, "roa_ttm": 0.014679485860339968, "roe_ttm": 0.1282018908243856, "debt_to_ebitda": 0.5983124612701936, "net_debt_to_ebitda": 0.2578888712753335, "interest_coverage": 28.973277661795407, "debt_to_equity": 0.10244775721643803, "current_ratio": 0.13399836947192995, "quick_ratio": 0.20478821207713954, "fcf_to_ebitda": 0.8195539287035303, "capex_to_revenue": 0.005442691848361645, "working_capital_to_revenue": -20.670292952562438, "capital_efficiency": 0.07144068834236278, "financial_health": -0.09057090289243688, "margin_quality": 0.635831647489685, "growth_momentum": 0.14988305570010976, "company_age_years": 31.534565366187543, "ebitda": 416346000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 7.598456593884938, "revenue_cagr_3y": 0.04246878112882846, "revenue_cagr_5y": 0.07858449353606312, "earnings_cagr_3y": 0.107854842722376, "quarterly_revenue_growth_yoy": 0.30439110167382755, "quarterly_earnings_growth_yoy": 0.3679434230700167, "revenue_growth_qoq": 0.15546825633967015, "gross_margin": 0.8707660350163212, "operating_margin": 0.551176395777693, "net_margin": 0.41983551655432616, "roa_ttm": 0.015457422342515903, "roe_ttm": 0.1398457322181439, "debt_to_ebitda": 1.8717661151488836, "net_debt_to_ebitda": 1.435269936789647, "interest_coverage": 16.08955590661752, "debt_to_equity": 0.3545484941677388, "current_ratio": 0.14798502628507457, "quick_ratio": 0.2204175217464963, "fcf_to_ebitda": 1.0009294998374467, "capex_to_revenue": 0.0048623254409336444, "working_capital_to_revenue": -19.27251184834123, "capital_efficiency": 0.0776515772803299, "financial_health": -0.1982489253779295, "margin_quality": 0.6139259824494468, "growth_momentum": 0.3361672623719221, "company_age_years": 31.786447638603697, "ebitda": 458311000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 6.211039307359307, "revenue_cagr_3y": 0.022187962497900893, "revenue_cagr_5y": 0.0239378971831834, "earnings_cagr_3y": -0.0755945159220417, "quarterly_revenue_growth_yoy": -0.08316651501364877, "quarterly_earnings_growth_yoy": -0.5750773993808049, "revenue_growth_qoq": -0.12168758716875872, "gross_margin": 0.861155220325526, "operating_margin": 0.06560142913854704, "net_margin": 0.05448590710599444, "roa_ttm": 0.03534670605562111, "roe_ttm": 0.16977619658296447, "debt_to_ebitda": 1.1485714285714286, "net_debt_to_ebitda": 1.0900432900432901, "interest_coverage": 71.29629629629629, "debt_to_equity": 0.27439705456501057, "current_ratio": 3.128019673079705, "quick_ratio": 3.128019673079705, "fcf_to_ebitda": 0.8699567099567099, "capex_to_revenue": 0.009551884097712576, "working_capital_to_revenue": 0.33616690660633897, "capital_efficiency": 0.10256145131929278, "financial_health": -0.2714859467076032, "margin_quality": 0.32708085219002253, "growth_momentum": -0.32912195719722687, "company_age_years": 26.82819986310746, "ebitda": 5775000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 4.397564814699414, "revenue_cagr_3y": 0.045622518584289784, "revenue_cagr_5y": -0.020009678379389162, "earnings_cagr_3y": 0.13856322717074065, "quarterly_revenue_growth_yoy": 0.16033653846153847, "quarterly_earnings_growth_yoy": 1.6743119266055047, "revenue_growth_qoq": 0.22450532724505326, "gross_margin": 1.0, "operating_margin": 0.1766452593052966, "net_margin": 0.12077895172985291, "roa_ttm": 0.00870362425731228, "roe_ttm": 0.07383710301962675, "debt_to_ebitda": 2.8844900619094167, "net_debt_to_ebitda": 2.6614532420984034, "interest_coverage": 34.58028169014084, "debt_to_equity": 0.5884699117544414, "current_ratio": 0.11950522302081977, "quick_ratio": 0.11950522302081977, "fcf_to_ebitda": -0.04382535027696318, "capex_to_revenue": 0.06259533141544224, "working_capital_to_revenue": -7.053308362133879, "capital_efficiency": 0.04127036363846951, "financial_health": -0.4145589457311293, "margin_quality": 0.4324747370117165, "growth_momentum": 0.9173242325335216, "company_age_years": 35.56194387405886, "ebitda": 12276000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 6.640129182953698, "revenue_cagr_3y": 0.06254029362466085, "revenue_cagr_5y": 0.03398778430000049, "earnings_cagr_3y": 0.8547706378388449, "quarterly_revenue_growth_yoy": 0.03835483423498405, "quarterly_earnings_growth_yoy": 0.07662538699690402, "revenue_growth_qoq": 0.07588932806324111, "gross_margin": 1.0, "operating_margin": 0.38167123104669026, "net_margin": 0.2787388951973816, "roa_ttm": 0.016887149898956084, "roe_ttm": 0.17311954811954813, "debt_to_ebitda": 3.8108325205117906, "net_debt_to_ebitda": 3.6652705261346035, "interest_coverage": 66.26996197718631, "debt_to_equity": 1.1872408122408122, "current_ratio": 7.793125188454264, "quick_ratio": 8.806474603218113, "fcf_to_ebitda": 0.3257788742899765, "capex_to_revenue": 0.02180346335223476, "working_capital_to_revenue": 4.731466101533115, "capital_efficiency": 0.09500334900925211, "financial_health": -1.1828171984779159, "margin_quality": 0.5534700420813573, "growth_momentum": 0.057490110615944036, "company_age_years": 37.5605749486653, "ebitda": 17429000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 4.692360810798462, "revenue_cagr_3y": 0.029262100879940744, "revenue_cagr_5y": 0.0170509132443597, "earnings_cagr_3y": 0.35418332977873224, "quarterly_revenue_growth_yoy": 0.2808725774740193, "quarterly_earnings_growth_yoy": 26.818181818181817, "revenue_growth_qoq": -0.08616658873822725, "gross_margin": 1.0, "operating_margin": 0.2868942328777136, "net_margin": 0.20130107448285944, "roa_ttm": 0.022896882387213373, "roe_ttm": 0.27214184897671134, "debt_to_ebitda": 2.883233252017264, "net_debt_to_ebitda": 2.771673860011259, "interest_coverage": 80.13533834586467, "debt_to_equity": 1.3553943189837685, "current_ratio": 18.083954573956664, "quick_ratio": 20.716435588378737, "fcf_to_ebitda": 0.190795646462751, "capex_to_revenue": 0.020622280007945536, "working_capital_to_revenue": 4.427939397222674, "capital_efficiency": 0.14751936568196236, "financial_health": -1.3498572022402833, "margin_quality": 0.4960651024535243, "growth_momentum": 13.549527197827917, "company_age_years": 37.80971937029432, "ebitda": 21316000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 4.211603850990198, "revenue_cagr_3y": 0.027644144417860783, "revenue_cagr_5y": 0.030865318626061455, "earnings_cagr_3y": 0.6120219943558738, "quarterly_revenue_growth_yoy": 0.09617486338797815, "quarterly_earnings_growth_yoy": 0.6484703059388123, "revenue_growth_qoq": 0.026386960017542576, "gross_margin": 1.0, "operating_margin": 0.27802307363623413, "net_margin": 0.19569861843042302, "roa_ttm": 0.0256649048059786, "roe_ttm": 0.3439253773415678, "debt_to_ebitda": 2.716532345894141, "net_debt_to_ebitda": 2.616597691134829, "interest_coverage": 81.40070921985816, "debt_to_equity": 1.597980678061656, "current_ratio": 1.1429949756062041, "quick_ratio": 4.287792179421831, "fcf_to_ebitda": 0.19525157917664998, "capex_to_revenue": 0.004840219753042802, "working_capital_to_revenue": 0.138758854599092, "capital_efficiency": 0.1847951410737732, "financial_health": -1.5551037532131387, "margin_quality": 0.49124056402221905, "growth_momentum": 0.3723225846633952, "company_age_years": 38.06160164271047, "ebitda": 22955000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 0.7270258657729656, "revenue_cagr_3y": 0.06958067670384116, "revenue_cagr_5y": -0.0043128292448196826, "earnings_cagr_3y": 0.7142743503674045, "quarterly_revenue_growth_yoy": 0.1231750705434916, "quarterly_earnings_growth_yoy": 2.1846488052136133, "revenue_growth_qoq": 0.06807443271306073, "gross_margin": 0.4257782632441289, "operating_margin": 0.30819224467504097, "net_margin": 0.24019661387220098, "roa_ttm": 0.012085542216035167, "roe_ttm": 0.12697056436108856, "debt_to_ebitda": 0.38068230643636675, "net_debt_to_ebitda": 0.0, "interest_coverage": 52.41891891891892, "debt_to_equity": 0.06308654106321471, "current_ratio": 348.6868787276342, "quick_ratio": 348.6868787276342, "fcf_to_ebitda": 1.177279367534588, "capex_to_revenue": 0.0666638744625007, "working_capital_to_revenue": 4.883188138716703, "capital_efficiency": 0.06952805328856186, "financial_health": -0.026183638154650815, "margin_quality": 0.32472237393045694, "growth_momentum": 1.1539119378785525, "company_age_years": 19.98631074606434, "ebitda": 11637000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 4.140645775989837, "revenue_cagr_3y": -0.011291287644803139, "revenue_cagr_5y": 0.010368166506060872, "earnings_cagr_3y": -0.2146242639734277, "quarterly_revenue_growth_yoy": 0.012466263976352653, "quarterly_earnings_growth_yoy": 0.8687150837988827, "revenue_growth_qoq": -0.2156901787047638, "gross_margin": 1.0, "operating_margin": 0.04537953795379538, "net_margin": 0.04246001523229246, "roa_ttm": 0.009507320332908086, "roe_ttm": 0.12760122301491708, "debt_to_ebitda": 0.44812619098030915, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.98222222222222, "debt_to_equity": 0.07843972945427592, "current_ratio": 1119.2941176470588, "quick_ratio": 1294.8854489164087, "fcf_to_ebitda": 1.4155197967393607, "capex_to_revenue": 0.05077587900216068, "working_capital_to_revenue": 5.067892920279485, "capital_efficiency": 0.06855427167391258, "financial_health": -0.04002510049505963, "margin_quality": 0.3626131843953626, "growth_momentum": 0.4405906738876177, "company_age_years": 21.984941820670773, "ebitda": 9446000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 7.002110415825595, "revenue_cagr_3y": -0.0384361797646956, "revenue_cagr_5y": 0.0028919833065870204, "earnings_cagr_3y": -0.5704370939644527, "quarterly_revenue_growth_yoy": -0.16022457352623623, "quarterly_earnings_growth_yoy": -0.9594951570296448, "revenue_growth_qoq": -0.012693577050012693, "gross_margin": 1.0, "operating_margin": -0.00012856775520699409, "net_margin": 0.008871175109282592, "roa_ttm": 0.0054563858722297565, "roe_ttm": 0.09749063367564216, "debt_to_ebitda": 0.8264029067420267, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.920353982300885, "debt_to_equity": 0.11034742998841002, "current_ratio": 1554.7244897959183, "quick_ratio": 1821.1326530612246, "fcf_to_ebitda": 3.130803391199031, "capex_to_revenue": 0.022326003572160573, "working_capital_to_revenue": 4.458319913331186, "capital_efficiency": 0.05147350977393596, "financial_health": -0.07406709238735862, "margin_quality": 0.3362475357846919, "growth_momentum": -0.5598598652779405, "company_age_years": 22.234086242299796, "ebitda": 4954000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "C", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 11.59939126099961, "revenue_cagr_3y": 0.06887256476938464, "revenue_cagr_5y": 0.06913031481188647, "earnings_cagr_3y": -0.20380987384078597, "quarterly_revenue_growth_yoy": 0.660429849443596, "quarterly_earnings_growth_yoy": -0.20800504254648597, "revenue_growth_qoq": 0.20598256735340728, "gross_margin": 0.5315877656953251, "operating_margin": 0.10433982719537435, "net_margin": 0.08255855974243569, "roa_ttm": 0.006142734897023846, "roe_ttm": 0.0737863402074666, "debt_to_ebitda": 22.59074949065846, "net_debt_to_ebitda": 7.764575837704278, "interest_coverage": 1.8547194082649943, "debt_to_equity": 2.590330485265099, "current_ratio": 0.342422679384421, "quick_ratio": 0.9715564481051915, "fcf_to_ebitda": 1.5545970783302268, "capex_to_revenue": 0.05610511740035663, "working_capital_to_revenue": -12.153870675313549, "capital_efficiency": 0.03996453755224522, "financial_health": -1.2084771852633611, "margin_quality": 0.23949538421104502, "growth_momentum": 0.22621240344855498, "company_age_years": 45.99041752224504, "ebitda": 23069000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 16.13136659671865, "revenue_cagr_3y": 0.08689944398261851, "revenue_cagr_5y": 0.05341270119977204, "earnings_cagr_3y": 0.34764455916350756, "quarterly_revenue_growth_yoy": 0.31349937009400136, "quarterly_earnings_growth_yoy": 0.4008738394320044, "revenue_growth_qoq": 0.012096774193548387, "gross_margin": 0.6936697653829128, "operating_margin": 0.24169986719787517, "net_margin": 0.1892430278884462, "roa_ttm": 0.005776057791537668, "roe_ttm": 0.06433333333333334, "debt_to_ebitda": 19.323079114149397, "net_debt_to_ebitda": 9.964893541266111, "interest_coverage": 3.584226646248086, "debt_to_equity": 3.1190114942528737, "current_ratio": 0.9045048199146221, "quick_ratio": -0.47983911073271457, "fcf_to_ebitda": -0.11892045859146906, "capex_to_revenue": 0.11137621094633784, "working_capital_to_revenue": -0.49369588021143995, "capital_efficiency": 0.035054695562435505, "financial_health": -2.477643108786164, "margin_quality": 0.37487088682307806, "growth_momentum": 0.3571866047630029, "company_age_years": 19.159479808350444, "ebitda": 14043000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 15.400878945265681, "revenue_cagr_3y": 0.12190295910982596, "revenue_cagr_5y": 0.0753500658420534, "earnings_cagr_3y": 0.25392133493144287, "quarterly_revenue_growth_yoy": 0.09511731135066583, "quarterly_earnings_growth_yoy": 0.18857142857142858, "revenue_growth_qoq": 0.06211562115621156, "gross_margin": 0.979154603358425, "operating_margin": 0.3734800231615518, "net_margin": 0.24088013896931093, "roa_ttm": 0.00787620156979719, "roe_ttm": 0.1079689598567378, "debt_to_ebitda": 3.19336795844986, "net_debt_to_ebitda": 0.0, "interest_coverage": 69.52777777777777, "debt_to_equity": 0.5964035218624086, "current_ratio": 0.4657405030417729, "quick_ratio": -0.22790311699631643, "fcf_to_ebitda": 0.39153016380343586, "capex_to_revenue": 0.0409167820335333, "working_capital_to_revenue": -13.765420704507, "capital_efficiency": 0.057922580713267495, "financial_health": -0.14991939797093595, "margin_quality": 0.5311715884964293, "growth_momentum": 0.1418443699610472, "company_age_years": 28.27378507871321, "ebitda": 2503000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 13.935317632475984, "revenue_cagr_3y": 0.11399575378028937, "revenue_cagr_5y": 0.11545642944632428, "earnings_cagr_3y": 0.17840146380897437, "quarterly_revenue_growth_yoy": 0.1679212507237985, "quarterly_earnings_growth_yoy": 0.2548076923076923, "revenue_growth_qoq": 0.031713554987212275, "gross_margin": 0.977689638076351, "operating_margin": 0.40852751611303917, "net_margin": 0.2588001983143282, "roa_ttm": 0.008456328368765751, "roe_ttm": 0.11503562511418305, "debt_to_ebitda": 0.8887511620700341, "net_debt_to_ebitda": 0.0, "interest_coverage": 71.71111111111111, "debt_to_equity": 0.1746544059436088, "current_ratio": 0.4342016321012569, "quick_ratio": -0.3153158889857656, "fcf_to_ebitda": 0.7176944530523707, "capex_to_revenue": 0.04526425954997384, "working_capital_to_revenue": -15.11119832548404, "capital_efficiency": 0.061745976741474404, "financial_health": -0.11095719585597444, "margin_quality": 0.5483391175012394, "growth_momentum": 0.2113644715157454, "company_age_years": 29.27583846680356, "ebitda": 3227000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 14.537765771028038, "revenue_cagr_3y": 0.123797986080741, "revenue_cagr_5y": 0.11725250514814234, "earnings_cagr_3y": 0.20047697466836434, "quarterly_revenue_growth_yoy": 0.18403547671840353, "quarterly_earnings_growth_yoy": 0.36893203883495146, "revenue_growth_qoq": 0.05899851264253842, "gross_margin": 0.974250936329588, "operating_margin": 0.3946629213483146, "net_margin": 0.2640449438202247, "roa_ttm": 0.008988773941804185, "roe_ttm": 0.12018607937816511, "debt_to_ebitda": 1.2026869158878504, "net_debt_to_ebitda": 0.0, "interest_coverage": 62.25454545454546, "debt_to_equity": 0.24249205040631255, "current_ratio": 0.37525476735685825, "quick_ratio": -0.39508910200860764, "fcf_to_ebitda": 0.316588785046729, "capex_to_revenue": 0.046389167502507524, "working_capital_to_revenue": -16.17953861584754, "capital_efficiency": 0.06458742665998465, "financial_health": -0.16543164828701137, "margin_quality": 0.5443196004993758, "growth_momentum": 0.2764837577766775, "company_age_years": 29.522245037645447, "ebitda": 3424000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 14.594188260179799, "revenue_cagr_3y": 0.12727059675450048, "revenue_cagr_5y": 0.12654715697957553, "earnings_cagr_3y": 0.24402129388645433, "quarterly_revenue_growth_yoy": 0.15549872122762148, "quarterly_earnings_growth_yoy": 0.2286282306163022, "revenue_growth_qoq": 0.0249546279491833, "gross_margin": 0.9583886675520141, "operating_margin": 0.41832669322709165, "net_margin": 0.2735723771580345, "roa_ttm": 0.009878030808706884, "roe_ttm": 0.12642147889277194, "debt_to_ebitda": 2.1861448968799575, "net_debt_to_ebitda": 0.0, "interest_coverage": 40.234042553191486, "debt_to_equity": 0.4586453652854052, "current_ratio": 0.37933998347809894, "quick_ratio": -0.3983592701712834, "fcf_to_ebitda": 1.004230565838181, "capex_to_revenue": 0.03957753017641597, "working_capital_to_revenue": -15.085654596100278, "capital_efficiency": 0.06814975485073942, "financial_health": -0.12817458601250253, "margin_quality": 0.5500959126457134, "growth_momentum": 0.19206347592196182, "company_age_years": 30.023271731690624, "ebitda": 3782000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 16.09389133627019, "revenue_cagr_3y": 0.1811807228386444, "revenue_cagr_5y": 0.1406031663781948, "earnings_cagr_3y": 0.3737834275947449, "quarterly_revenue_growth_yoy": 0.19662921348314608, "quarterly_earnings_growth_yoy": 0.3882978723404255, "revenue_growth_qoq": 0.08259212198221093, "gross_margin": 0.9381846635367762, "operating_margin": 0.392018779342723, "net_margin": 0.30633802816901406, "roa_ttm": 0.010361630154639175, "roe_ttm": 0.133109156751164, "debt_to_ebitda": 2.1490455212922175, "net_debt_to_ebitda": 0.0, "interest_coverage": 25.860759493670887, "debt_to_equity": 0.4542679772374547, "current_ratio": 0.29331187394685243, "quick_ratio": -0.49812156268200836, "fcf_to_ebitda": 0.8000489476260402, "capex_to_revenue": 0.04712153518123667, "working_capital_to_revenue": -16.9455223880597, "capital_efficiency": 0.07173539345290159, "financial_health": -0.14236468030503838, "margin_quality": 0.5455138236828377, "growth_momentum": 0.2924635429117858, "company_age_years": 30.521560574948666, "ebitda": 4086000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 15.964188093583507, "revenue_cagr_3y": 0.1867189731597847, "revenue_cagr_5y": 0.14402178148848432, "earnings_cagr_3y": 0.3486970126360067, "quarterly_revenue_growth_yoy": 0.21098003629764064, "quarterly_earnings_growth_yoy": 0.5060869565217392, "revenue_growth_qoq": 0.044209702660406885, "gross_margin": 0.9314349943799176, "operating_margin": 0.4237542150618209, "net_margin": 0.3244660921693518, "roa_ttm": 0.01093622318448767, "roe_ttm": 0.1425088321640046, "debt_to_ebitda": 2.8878851053972667, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.59016393442623, "debt_to_equity": 0.6203413444792755, "current_ratio": 0.2913413513066981, "quick_ratio": -0.5255895921678606, "fcf_to_ebitda": 1.30530460968265, "capex_to_revenue": 0.04966988318943626, "working_capital_to_revenue": -16.99146775012697, "capital_efficiency": 0.07672252767424613, "financial_health": -0.23462139272682003, "margin_quality": 0.5598851005370301, "growth_momentum": 0.3585334964096899, "company_age_years": 30.770704996577688, "ebitda": 4317000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 12.454608695652174, "revenue_cagr_3y": 0.19961150924792426, "revenue_cagr_5y": 0.15025976216123227, "earnings_cagr_3y": 0.34897722881862503, "quarterly_revenue_growth_yoy": 0.24258521469676847, "quarterly_earnings_growth_yoy": 0.4935275080906149, "revenue_growth_qoq": 0.0517047583364556, "gross_margin": 0.9187744923405772, "operating_margin": 0.43427146419665125, "net_margin": 0.3288208051300321, "roa_ttm": 0.01164636790615284, "roe_ttm": 0.1521071325717577, "debt_to_ebitda": 2.507608695652174, "net_debt_to_ebitda": 0.0, "interest_coverage": 20.17543859649123, "debt_to_equity": 0.5536622828069502, "current_ratio": 0.3233292469851303, "quick_ratio": -0.4790476229264498, "fcf_to_ebitda": 0.7732608695652174, "capex_to_revenue": 0.05128451842586356, "working_capital_to_revenue": -15.986240738958914, "capital_efficiency": 0.08187675023895527, "financial_health": -0.19504392360609468, "margin_quality": 0.5606222538890868, "growth_momentum": 0.3680563613936917, "company_age_years": 31.02258726899384, "ebitda": 4600000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 10.072675367047308, "revenue_cagr_3y": 0.21855485863497748, "revenue_cagr_5y": 0.19858208280994605, "earnings_cagr_3y": 0.23881705805160292, "quarterly_revenue_growth_yoy": 0.5400144196106705, "quarterly_earnings_growth_yoy": 0.33215962441314556, "revenue_growth_qoq": 0.6818897637795276, "gross_margin": 0.9775280898876404, "operating_margin": 0.3455056179775281, "net_margin": 0.26568352059925093, "roa_ttm": 0.0060090089597802585, "roe_ttm": 0.05884766321798073, "debt_to_ebitda": 2.7797716150081566, "net_debt_to_ebitda": 0.0, "interest_coverage": 51.083333333333336, "debt_to_equity": 0.24316803424901892, "current_ratio": 0.9298543552596715, "quick_ratio": 0.9298543552596715, "fcf_to_ebitda": 1.2685562805872757, "capex_to_revenue": 0.05209709379128137, "working_capital_to_revenue": -2.7759247027741085, "capital_efficiency": 0.032428336088880495, "financial_health": -0.16967561427047578, "margin_quality": 0.5295724094881398, "growth_momentum": 0.4360870220119081, "company_age_years": 33.275838466803556, "ebitda": 4904000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 10.989368758589098, "revenue_cagr_3y": 0.3220944571359001, "revenue_cagr_5y": 0.20006995552104745, "earnings_cagr_3y": 0.2633454810477487, "quarterly_revenue_growth_yoy": 0.32321131447587353, "quarterly_earnings_growth_yoy": 0.1433666191155492, "revenue_growth_qoq": 0.008720469319803394, "gross_margin": 0.8041496384784659, "operating_margin": 0.33165671172587236, "net_margin": 0.2519647909462433, "roa_ttm": 0.013787643403441683, "roe_ttm": 0.20315294247118057, "debt_to_ebitda": 6.653870819972515, "net_debt_to_ebitda": 2.1497938616582686, "interest_coverage": 8.760032102728731, "debt_to_equity": 1.9981566566704267, "current_ratio": 0.5294007166274685, "quick_ratio": 0.2404416628929295, "fcf_to_ebitda": 0.7280806229958773, "capex_to_revenue": 0.03495389773679799, "working_capital_to_revenue": -9.451215423302598, "capital_efficiency": 0.10847029293731113, "financial_health": -0.4572443113427518, "margin_quality": 0.4625903803835272, "growth_momentum": 0.23328896679571137, "company_age_years": 35.520876112251884, "ebitda": 10915000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 12.450463748862076, "revenue_cagr_3y": 0.046976554640067336, "revenue_cagr_5y": 0.04979829744166131, "earnings_cagr_3y": 0.06225405503268422, "quarterly_revenue_growth_yoy": -0.025085910652920963, "quarterly_earnings_growth_yoy": 0.03795966785290629, "revenue_growth_qoq": 0.011768901569186876, "gross_margin": 0.5449418399718012, "operating_margin": 0.42615438843849135, "net_margin": 0.30842439196334154, "roa_ttm": 0.014033756874644416, "roe_ttm": 0.110088569056186, "debt_to_ebitda": 1.032036613272311, "net_debt_to_ebitda": 0.0, "interest_coverage": 92.4423076923077, "debt_to_equity": 0.171637143647938, "current_ratio": 29.14771048744461, "quick_ratio": 29.596011816838995, "fcf_to_ebitda": 0.40981901393800707, "capex_to_revenue": 0.013389647735442128, "working_capital_to_revenue": 3.4248741912293315, "capital_efficiency": 0.06206116296541521, "financial_health": -0.14687298750364874, "margin_quality": 0.4265068734578781, "growth_momentum": 0.006436878599992663, "company_age_years": 16.999315537303218, "ebitda": 4807000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 14.559143833684313, "revenue_cagr_3y": 0.021952754976723554, "revenue_cagr_5y": 0.05872440886607455, "earnings_cagr_3y": 0.018627750051066094, "quarterly_revenue_growth_yoy": 0.05741797432239658, "quarterly_earnings_growth_yoy": 0.08238276299112801, "revenue_growth_qoq": 0.04992917847025496, "gross_margin": 0.5419898819561552, "operating_margin": 0.4188870151770658, "net_margin": 0.28802698145025296, "roa_ttm": 0.015812366659309938, "roe_ttm": 0.11635933006259516, "debt_to_ebitda": 1.9563078134225547, "net_debt_to_ebitda": 0.8577051761464278, "interest_coverage": 105.85416666666667, "debt_to_equity": 0.3363221113178819, "current_ratio": 23.70328947368421, "quick_ratio": 24.142105263157895, "fcf_to_ebitda": 0.6463294627041921, "capex_to_revenue": 0.009291420632163946, "working_capital_to_revenue": 2.9966134074331365, "capital_efficiency": 0.06608584836095255, "financial_health": -0.14249527179960159, "margin_quality": 0.41630129286115797, "growth_momentum": 0.0699003686567623, "company_age_years": 17.746748802190282, "ebitda": 5081000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 14.667535318376991, "revenue_cagr_3y": 0.04304829729286186, "revenue_cagr_5y": 0.06862060502023826, "earnings_cagr_3y": 0.009719831646697319, "quarterly_revenue_growth_yoy": 0.13958406767712372, "quarterly_earnings_growth_yoy": 0.07885714285714286, "revenue_growth_qoq": 0.09038785834738618, "gross_margin": 0.5477884317970925, "operating_margin": 0.43117847200742343, "net_margin": 0.29198886483142594, "roa_ttm": 0.015904464403106538, "roe_ttm": 0.11676985553558351, "debt_to_ebitda": 1.8982536066818527, "net_debt_to_ebitda": 0.7124145785876993, "interest_coverage": 114.52173913043478, "debt_to_equity": 0.3328673190866121, "current_ratio": 23.09140435835351, "quick_ratio": 23.477602905569007, "fcf_to_ebitda": 0.6733105542900532, "capex_to_revenue": 0.010997313633310947, "working_capital_to_revenue": 3.063717259905977, "capital_efficiency": 0.06633715996934503, "financial_health": -0.13811119970117192, "margin_quality": 0.4236519228786473, "growth_momentum": 0.10922060526713329, "company_age_years": 17.998631074606433, "ebitda": 5268000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 15.840932874971028, "revenue_cagr_3y": 0.10575809631347166, "revenue_cagr_5y": 0.08192556461312761, "earnings_cagr_3y": 0.41513316671916756, "quarterly_revenue_growth_yoy": 0.30242214532871975, "quarterly_earnings_growth_yoy": 1.7074030552291422, "revenue_growth_qoq": 0.1642437364676771, "gross_margin": 0.517268862911796, "operating_margin": 0.3945270988310308, "net_margin": 0.61211477151966, "roa_ttm": 0.022527779417574483, "roe_ttm": 0.15588373919874313, "debt_to_ebitda": 1.8160086925027163, "net_debt_to_ebitda": 0.5414704817095255, "interest_coverage": 120.04347826086956, "debt_to_equity": 0.31509819324430477, "current_ratio": 30.508182601205856, "quick_ratio": 31.179155900086133, "fcf_to_ebitda": 0.6651575516117348, "capex_to_revenue": 0.01212263413108087, "working_capital_to_revenue": 2.6794149851399967, "capital_efficiency": 0.0892057593081588, "financial_health": -0.12558971110695602, "margin_quality": 0.5079702444208289, "growth_momentum": 1.004912600278931, "company_age_years": 18.250513347022586, "ebitda": 5522000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 16.149616685287757, "revenue_cagr_3y": 0.09580443955673124, "revenue_cagr_5y": 0.07907493461424653, "earnings_cagr_3y": 0.09829419309834164, "quarterly_revenue_growth_yoy": 0.2687677053824363, "quarterly_earnings_growth_yoy": 0.26775320139697323, "revenue_growth_qoq": -0.04808714133900106, "gross_margin": 0.493720346078705, "operating_margin": 0.3837566285235836, "net_margin": 0.3039352497906782, "roa_ttm": 0.024030516116787106, "roe_ttm": 0.1623303521170805, "debt_to_ebitda": 1.7565399372166026, "net_debt_to_ebitda": 0.6960237181723056, "interest_coverage": 124.65217391304348, "debt_to_equity": 0.3149665394959034, "current_ratio": 26.489795918367346, "quick_ratio": 26.695988740323717, "fcf_to_ebitda": 0.6468433903034531, "capex_to_revenue": 0.012476928755998524, "working_capital_to_revenue": 2.674123292727944, "capital_efficiency": 0.0931804341169338, "financial_health": -0.1293327075236823, "margin_quality": 0.3938040747976556, "growth_momentum": 0.2682604533897047, "company_age_years": 18.496919917864478, "ebitda": 5734000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 13.458189439005546, "revenue_cagr_3y": 0.07111189026231002, "revenue_cagr_5y": 0.07663825916635814, "earnings_cagr_3y": 0.12988783662608405, "quarterly_revenue_growth_yoy": 0.106093411691927, "quarterly_earnings_growth_yoy": 0.288135593220339, "revenue_growth_qoq": -0.008044382801664356, "gross_margin": 0.5095078299776287, "operating_margin": 0.39038031319910516, "net_margin": 0.3400447427293065, "roa_ttm": 0.03249419542267617, "roe_ttm": 0.17528921795465063, "debt_to_ebitda": 1.6768016126322862, "net_debt_to_ebitda": 0.5714765664370905, "interest_coverage": 129.41304347826087, "debt_to_equity": 0.3079438531544038, "current_ratio": 4.856740694401001, "quick_ratio": 4.884266499843603, "fcf_to_ebitda": 0.6267428187468503, "capex_to_revenue": 0.011219713656387666, "working_capital_to_revenue": 1.6974118942731278, "capital_efficiency": 0.1038917066886634, "financial_health": -0.11634225289166703, "margin_quality": 0.4133109619686801, "growth_momentum": 0.197114502456133, "company_age_years": 18.99794661190965, "ebitda": 5953000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 13.344154983318118, "revenue_cagr_3y": 0.08439465592935758, "revenue_cagr_5y": 0.04617162124333962, "earnings_cagr_3y": 0.17027429856463905, "quarterly_revenue_growth_yoy": -0.06614568797097405, "quarterly_earnings_growth_yoy": -0.03305785123966942, "revenue_growth_qoq": -0.0256260920209668, "gross_margin": 0.48894202032277345, "operating_margin": 0.3684997011356844, "net_margin": 0.3147041243275553, "roa_ttm": 0.02587147289828372, "roe_ttm": 0.13635057012360663, "debt_to_ebitda": 1.7436797752808988, "net_debt_to_ebitda": 1.0307233146067416, "interest_coverage": 123.82608695652173, "debt_to_equity": 0.3172250790507522, "current_ratio": 4.880471652398644, "quick_ratio": 4.920045226942336, "fcf_to_ebitda": 0.48490168539325845, "capex_to_revenue": 0.016402836473032017, "working_capital_to_revenue": 1.7207936394241101, "capital_efficiency": 0.08111102151094518, "financial_health": -0.13400161157036786, "margin_quality": 0.39071528192867105, "growth_momentum": -0.049601769605321734, "company_age_years": 19.496235455167692, "ebitda": 5696000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 13.619174660961745, "revenue_cagr_3y": 0.07916030817386854, "revenue_cagr_5y": 0.048722852355469026, "earnings_cagr_3y": 0.0832814588320474, "quarterly_revenue_growth_yoy": -0.02246879334257975, "quarterly_earnings_growth_yoy": -0.06523765144454799, "revenue_growth_qoq": 0.05319784817692767, "gross_margin": 0.5031214528944381, "operating_margin": 0.3626560726447219, "net_margin": 0.28461975028376846, "roa_ttm": 0.025706012354068334, "roe_ttm": 0.13165898473019158, "debt_to_ebitda": 1.0661422953164104, "net_debt_to_ebitda": 0.34697890597068287, "interest_coverage": 107.57692307692308, "debt_to_equity": 0.1870002821935848, "current_ratio": 21.74079874706343, "quick_ratio": 21.88175411119812, "fcf_to_ebitda": 0.4002502681444405, "capex_to_revenue": 0.017723342939481267, "working_capital_to_revenue": 1.9082132564841499, "capital_efficiency": 0.07868249854212996, "financial_health": -0.16237173070503588, "margin_quality": 0.3834657586076428, "growth_momentum": -0.04385322239356387, "company_age_years": 19.745379876796715, "ebitda": 5594000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 12.473628821322139, "revenue_cagr_3y": 0.09177744718139547, "revenue_cagr_5y": 0.05320727088076649, "earnings_cagr_3y": 0.08544380546177877, "quarterly_revenue_growth_yoy": 0.03243847874720358, "quarterly_earnings_growth_yoy": -0.07976973684210527, "revenue_growth_qoq": 0.04767309875141884, "gross_margin": 0.5186890574214518, "operating_margin": 0.4068255687973998, "net_margin": 0.30308775731310944, "roa_ttm": 0.025031732083577427, "roe_ttm": 0.1265775912611473, "debt_to_ebitda": 1.037425673312347, "net_debt_to_ebitda": 0.23172437915355018, "interest_coverage": 105.88888888888889, "debt_to_equity": 0.18304687258925542, "current_ratio": 23.34664536741214, "quick_ratio": 23.51437699680511, "fcf_to_ebitda": 0.33140958377054913, "capex_to_revenue": 0.018290940268648186, "working_capital_to_revenue": 1.9989997142040583, "capital_efficiency": 0.07580466167236236, "financial_health": -0.15493346700440871, "margin_quality": 0.409534127843987, "growth_momentum": -0.023665629047450846, "company_age_years": 19.99726214921287, "ebitda": 5718000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 13.442959932067795, "revenue_cagr_3y": 0.11229311609065551, "revenue_cagr_5y": 0.07393320858208474, "earnings_cagr_3y": 0.15199142266925647, "quarterly_revenue_growth_yoy": 0.15812463599301108, "quarterly_earnings_growth_yoy": 0.4034519956850054, "revenue_growth_qoq": 0.07719393282773565, "gross_margin": 0.5235101835554438, "operating_margin": 0.3867236610510435, "net_margin": 0.3271310032687956, "roa_ttm": 0.0265445789991816, "roe_ttm": 0.13342474736936238, "debt_to_ebitda": 0.8398305084745763, "net_debt_to_ebitda": 0.02135593220338983, "interest_coverage": 115.68627450980392, "debt_to_equity": 0.14770322234477, "current_ratio": 20.11482433590403, "quick_ratio": 20.483290488431876, "fcf_to_ebitda": 0.4457627118644068, "capex_to_revenue": 0.017470252424513378, "working_capital_to_revenue": 1.5342870898961414, "capital_efficiency": 0.079984663184272, "financial_health": -0.11906520358090765, "margin_quality": 0.4124549492917609, "growth_momentum": 0.2807883158390082, "company_age_years": 20.249144421629023, "ebitda": 5900000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 14.283153565973446, "revenue_cagr_3y": 0.0021318130057461637, "revenue_cagr_5y": 0.00671998709133903, "earnings_cagr_3y": 0.012976423970826767, "quarterly_revenue_growth_yoy": 0.0043859649122807015, "quarterly_earnings_growth_yoy": -0.008064516129032258, "revenue_growth_qoq": 0.00973727723681793, "gross_margin": 0.8831877729257642, "operating_margin": 0.37208879184861715, "net_margin": 0.2685589519650655, "roa_ttm": 0.013936134150995726, "roe_ttm": 0.1274414168346665, "debt_to_ebitda": 7.044413112442721, "net_debt_to_ebitda": 5.734696275408295, "interest_coverage": 25.255192878338278, "debt_to_equity": 1.299668335826234, "current_ratio": 0.2517508080066529, "quick_ratio": 0.24110126509015253, "fcf_to_ebitda": 1.0318411467512631, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.427979901367824, "capital_efficiency": 0.07068877549283112, "financial_health": -0.6689436437899783, "margin_quality": 0.5079451722464823, "growth_momentum": -0.0018392756083757782, "company_age_years": 28.1533196440794, "ebitda": 8511000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 13.944461846443712, "revenue_cagr_3y": 0.0059039177169515344, "revenue_cagr_5y": 0.009659185851561558, "earnings_cagr_3y": -0.009901640458590655, "quarterly_revenue_growth_yoy": 0.029721955896452542, "quarterly_earnings_growth_yoy": -0.031446540880503145, "revenue_growth_qoq": -0.02292576419213974, "gross_margin": 0.8666666666666667, "operating_margin": 0.3547486033519553, "net_margin": 0.2581005586592179, "roa_ttm": 0.013610552494179237, "roe_ttm": 0.12477809859908032, "debt_to_ebitda": 6.906382477626001, "net_debt_to_ebitda": 5.613283089967028, "interest_coverage": 22.0, "debt_to_equity": 1.2543899048230136, "current_ratio": 0.2590018932222643, "quick_ratio": 0.24603710715638016, "fcf_to_ebitda": 0.976448422044277, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.299459559332995, "capital_efficiency": 0.06919432554662977, "financial_health": -0.7202270101831585, "margin_quality": 0.4931719428926133, "growth_momentum": -0.0008622924920253013, "company_age_years": 28.40246406570842, "ebitda": 8492000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 13.011850854600796, "revenue_cagr_3y": 0.029837300647550746, "revenue_cagr_5y": 0.019684471615928345, "earnings_cagr_3y": 0.008463654132729648, "quarterly_revenue_growth_yoy": 0.08689138576779026, "quarterly_earnings_growth_yoy": 0.026298044504383007, "revenue_growth_qoq": 0.0808193668528864, "gross_margin": 0.8735354927636113, "operating_margin": 0.3580289455547898, "net_margin": 0.2622329427980703, "roa_ttm": 0.013394516755119589, "roe_ttm": 0.1239290989660266, "debt_to_ebitda": 6.482556778272067, "net_debt_to_ebitda": 4.839147740575978, "interest_coverage": 20.987714987714988, "debt_to_equity": 1.1684743616796793, "current_ratio": 0.269115506974225, "quick_ratio": 0.255503343521128, "fcf_to_ebitda": 0.9446265511589792, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.106317550761995, "capital_efficiency": 0.06866180786057309, "financial_health": -0.7474940607348237, "margin_quality": 0.49793246037215716, "growth_momentum": 0.05659471513608663, "company_age_years": 28.65160848733744, "ebitda": 8542000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 14.848105197244834, "revenue_cagr_3y": 0.04144790727814707, "revenue_cagr_5y": 0.025078945373854022, "earnings_cagr_3y": 0.04169605651844965, "quarterly_revenue_growth_yoy": 0.06477174849267872, "quarterly_earnings_growth_yoy": 0.13802435723951287, "revenue_growth_qoq": 0.022667107875579087, "gross_margin": 0.8493771234428086, "operating_margin": 0.21210160168257564, "net_margin": 0.2721242517392008, "roa_ttm": 0.013457709289239027, "roe_ttm": 0.12679445350734095, "debt_to_ebitda": 6.125234815278647, "net_debt_to_ebitda": 3.6825297432686286, "interest_coverage": 13.39765100671141, "debt_to_equity": 0.9973491027732463, "current_ratio": 0.2763215029708739, "quick_ratio": 0.2661089521966878, "fcf_to_ebitda": 0.8105197244834064, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.090043800539084, "capital_efficiency": 0.07012608139828999, "financial_health": -0.6155949913166138, "margin_quality": 0.4445343256215284, "growth_momentum": 0.1013980528660958, "company_age_years": 30.154688569472963, "ebitda": 7985000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 14.510081957186545, "revenue_cagr_3y": 0.060109685988581685, "revenue_cagr_5y": 0.03665542063057736, "earnings_cagr_3y": 0.056733882355401555, "quarterly_revenue_growth_yoy": 0.08437020623828191, "quarterly_earnings_growth_yoy": 0.16666666666666666, "revenue_growth_qoq": 0.049315520369454066, "gross_margin": 0.8305564287959761, "operating_margin": 0.3456460232631248, "net_margin": 0.27507073247406477, "roa_ttm": 0.014458228292606795, "roe_ttm": 0.13439993552027082, "debt_to_ebitda": 6.765504587155963, "net_debt_to_ebitda": 4.438776758409786, "interest_coverage": 10.88548601864181, "debt_to_equity": 1.1144515193036189, "current_ratio": 0.2707500502490118, "quick_ratio": 0.2702503517430824, "fcf_to_ebitda": 0.7806727828746177, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.597525354969575, "capital_efficiency": 0.07442908190643881, "financial_health": -0.7077817755331084, "margin_quality": 0.4837577281777219, "growth_momentum": 0.1255184364524743, "company_age_years": 30.650239561943874, "ebitda": 8175000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 11.806298523783488, "revenue_cagr_3y": 0.05583683466078759, "revenue_cagr_5y": 0.04367864316667558, "earnings_cagr_3y": 0.07935391584914031, "quarterly_revenue_growth_yoy": 0.046594402200291214, "quarterly_earnings_growth_yoy": 0.10344827586206896, "revenue_growth_qoq": -0.011007491209295214, "gross_margin": 0.7872932447055186, "operating_margin": 0.3328180553408564, "net_margin": 0.28690678621116095, "roa_ttm": 0.01518270164793078, "roe_ttm": 0.1390581826020498, "debt_to_ebitda": 6.066593767085839, "net_debt_to_ebitda": 3.7207217058501914, "interest_coverage": 9.072420634920634, "debt_to_equity": 1.0872053146250171, "current_ratio": 0.2771082327161901, "quick_ratio": 0.2766299421045899, "fcf_to_ebitda": 1.1551667577911426, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.22064084922351, "capital_efficiency": 0.0771204421249903, "financial_health": -0.7642264332462909, "margin_quality": 0.46900602875251196, "growth_momentum": 0.07502133903118009, "company_age_years": 31.15400410677618, "ebitda": 9145000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 12.69505655862519, "revenue_cagr_3y": 0.07343280079713899, "revenue_cagr_5y": 0.05301922753701449, "earnings_cagr_3y": 0.07022900325423542, "quarterly_revenue_growth_yoy": 0.09549727857496289, "quarterly_earnings_growth_yoy": 0.014328358208955224, "revenue_growth_qoq": 0.026742927809553254, "gross_margin": 0.7788316772056609, "operating_margin": 0.314062029509184, "net_margin": 0.2557964468533574, "roa_ttm": 0.014965057012243183, "roe_ttm": 0.136773152505907, "debt_to_ebitda": 6.099195127256906, "net_debt_to_ebitda": 4.1288884054818356, "interest_coverage": 8.41941391941392, "debt_to_equity": 1.0772038342586012, "current_ratio": 0.2733140201880143, "quick_ratio": 0.27290959962364125, "fcf_to_ebitda": 1.1340004350663475, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.153686476512647, "capital_efficiency": 0.07586910475907509, "financial_health": -0.7433763814836392, "margin_quality": 0.4495633845227341, "growth_momentum": 0.05491281839195906, "company_age_years": 31.40041067761807, "ebitda": 9194000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 13.305313510019392, "revenue_cagr_3y": 0.06144675467390992, "revenue_cagr_5y": 0.047982716226054656, "earnings_cagr_3y": 0.061610237128363776, "quarterly_revenue_growth_yoy": 0.09100911662999057, "quarterly_earnings_growth_yoy": 0.04057142857142857, "revenue_growth_qoq": 0.045016561276723877, "gross_margin": 0.782308024780291, "operating_margin": 0.32805071315372425, "net_margin": 0.2623541276473131, "roa_ttm": 0.01492778985259041, "roe_ttm": 0.13590233024020562, "debt_to_ebitda": 6.037491919844861, "net_debt_to_ebitda": 4.213316095669037, "interest_coverage": 8.099476439790577, "debt_to_equity": 1.0590970082966378, "current_ratio": 0.269412208827052, "quick_ratio": 0.2690048314951563, "fcf_to_ebitda": 0.8381814264167206, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.11578234873839, "capital_efficiency": 0.07541506004639802, "financial_health": -0.7398589098465153, "margin_quality": 0.45757095519377616, "growth_momentum": 0.06579027260070958, "company_age_years": 31.64955509924709, "ebitda": 9282000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 13.617323538805493, "revenue_cagr_3y": 0.06942533310933285, "revenue_cagr_5y": 0.058793725648614625, "earnings_cagr_3y": 0.08301917491130784, "quarterly_revenue_growth_yoy": 0.07796972939917445, "quarterly_earnings_growth_yoy": 0.0512396694214876, "revenue_growth_qoq": 0.01584786053882726, "gross_margin": 0.7840022691816764, "operating_margin": 0.33810806977733654, "net_margin": 0.27059991490568713, "roa_ttm": 0.014936299267333919, "roe_ttm": 0.1361062839845283, "debt_to_ebitda": 5.946236559139785, "net_debt_to_ebitda": 4.320344937719579, "interest_coverage": 8.125432525951558, "debt_to_equity": 1.0436496814096454, "current_ratio": 0.276916007202894, "quick_ratio": 0.2765152527157796, "fcf_to_ebitda": 0.8092196316405834, "capex_to_revenue": 0.0, "working_capital_to_revenue": -9.985831826735048, "capital_efficiency": 0.0755212916259311, "financial_health": -0.7399153765467733, "margin_quality": 0.46423675128823333, "growth_momentum": 0.06460469941033102, "company_age_years": 31.901437371663246, "ebitda": 9393000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 9.540705441980997, "revenue_cagr_3y": 0.023260232298938366, "revenue_cagr_5y": 0.033157716991056185, "earnings_cagr_3y": -0.22842883729737107, "quarterly_revenue_growth_yoy": -0.09436680593574413, "quarterly_earnings_growth_yoy": -0.6216364634816035, "revenue_growth_qoq": -0.05345580484866737, "gross_margin": 0.6485841552656697, "operating_margin": 0.1207445116131085, "net_margin": 0.109608654152084, "roa_ttm": 0.009611233472117545, "roe_ttm": 0.10133076181292189, "debt_to_ebitda": 9.09501871580766, "net_debt_to_ebitda": 1.5522602936942125, "interest_coverage": 14.716101694915254, "debt_to_equity": 1.2183992285438765, "current_ratio": 0.44606258109568775, "quick_ratio": 0.4458275044307342, "fcf_to_ebitda": 0.6456953642384106, "capex_to_revenue": 0.0, "working_capital_to_revenue": -9.012486407439349, "capital_efficiency": 0.05547099764251972, "financial_health": -0.7253541612411912, "margin_quality": 0.2929791070102874, "growth_momentum": -0.3580016347086738, "company_age_years": 32.65160848733744, "ebitda": 6946000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 10.17458083371789, "revenue_cagr_3y": 0.013118569077195108, "revenue_cagr_5y": 0.029184861703814846, "earnings_cagr_3y": 0.0036124410603766144, "quarterly_revenue_growth_yoy": -0.1086370727556375, "quarterly_earnings_growth_yoy": -0.1719077568134172, "revenue_growth_qoq": -0.0001590836780146357, "gross_margin": 0.8439140811455847, "operating_margin": 0.307557677008751, "net_margin": 0.25139220365950676, "roa_ttm": 0.009114542376331055, "roe_ttm": 0.09371254637115951, "debt_to_ebitda": 8.639593908629442, "net_debt_to_ebitda": 1.8641747423473312, "interest_coverage": 18.789017341040463, "debt_to_equity": 1.0685056596594693, "current_ratio": 0.4486227572961072, "quick_ratio": 0.4484142970909261, "fcf_to_ebitda": 0.7265036148284879, "capex_to_revenue": 0.0, "working_capital_to_revenue": -9.087943481450026, "capital_efficiency": 0.05141354437374528, "financial_health": -0.7259385622372857, "margin_quality": 0.4676213206046141, "growth_momentum": -0.14027241478452734, "company_age_years": 32.903490759753595, "ebitda": 6501000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 11.110036141575273, "revenue_cagr_3y": -0.019110478645681495, "revenue_cagr_5y": 0.01277906038773513, "earnings_cagr_3y": 0.1082557975517604, "quarterly_revenue_growth_yoy": -0.13838277367866286, "quarterly_earnings_growth_yoy": 0.9470538001707942, "revenue_growth_qoq": -0.05092055067175319, "gross_margin": 1.0959454736106256, "operating_margin": 0.505417686123733, "net_margin": 0.39846207619713386, "roa_ttm": 0.010965439349446578, "roe_ttm": 0.11741940477572661, "debt_to_ebitda": 6.171111665004985, "net_debt_to_ebitda": 0.7497507477567298, "interest_coverage": 28.863309352517987, "debt_to_equity": 0.9581833662293432, "current_ratio": 0.4757086881727183, "quick_ratio": 0.47554271641931645, "fcf_to_ebitda": 0.28651545363908276, "capex_to_revenue": 0.0, "working_capital_to_revenue": -9.611051722720171, "capital_efficiency": 0.0641924220625866, "financial_health": -0.6454695336457874, "margin_quality": 0.6666084119771641, "growth_momentum": 0.40433551324606565, "company_age_years": 33.40177960301163, "ebitda": 8024000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 9.195192405838522, "revenue_cagr_3y": -0.01928386459583975, "revenue_cagr_5y": 0.0066980899333721755, "earnings_cagr_3y": 0.04236991242233601, "quarterly_revenue_growth_yoy": -0.04533884823417118, "quarterly_earnings_growth_yoy": 1.876632801161103, "revenue_growth_qoq": 0.04875917511359665, "gross_margin": 0.9875020829861689, "operating_margin": 0.42309615064155975, "net_margin": 0.33027828695217465, "roa_ttm": 0.013170843427818912, "roe_ttm": 0.13878466788589527, "debt_to_ebitda": 5.080432785546596, "net_debt_to_ebitda": 0.5307747269572318, "interest_coverage": 39.987755102040815, "debt_to_equity": 0.9384226701106733, "current_ratio": 0.48230450848322776, "quick_ratio": 0.4822135176821758, "fcf_to_ebitda": 0.891599469225273, "capex_to_revenue": 0.0, "working_capital_to_revenue": -9.704663643549528, "capital_efficiency": 0.07597775565685709, "financial_health": -0.6057799918792257, "margin_quality": 0.5802921735266344, "growth_momentum": 0.9156469764634659, "company_age_years": 33.65092402464066, "ebitda": 9797000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 9.225572540560817, "revenue_cagr_3y": -0.03082664067396279, "revenue_cagr_5y": 0.002877449696503387, "earnings_cagr_3y": -0.03400994268108115, "quarterly_revenue_growth_yoy": -0.023221098026206668, "quarterly_earnings_growth_yoy": 0.10138248847926268, "revenue_growth_qoq": -0.034906588003933134, "gross_margin": 0.9628120224146715, "operating_margin": 0.36287994566140264, "net_margin": 0.28408897945321787, "roa_ttm": 0.01389014868721262, "roe_ttm": 0.14499799701372956, "debt_to_ebitda": 4.1190096595704775, "net_debt_to_ebitda": 1.4082340804651599, "interest_coverage": 45.96120689655172, "debt_to_equity": 0.7997559998543283, "current_ratio": 0.37120281098318153, "quick_ratio": 0.43557842946573794, "fcf_to_ebitda": 0.9256306855481572, "capex_to_revenue": 0.0, "working_capital_to_revenue": -12.406215737539007, "capital_efficiency": 0.07944407285047109, "financial_health": -0.5345429996561826, "margin_quality": 0.5365936491764307, "growth_momentum": 0.039080695226528, "company_age_years": 34.15468856947297, "ebitda": 10663000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 14.041369285683567, "revenue_cagr_3y": 0.049402425104934755, "revenue_cagr_5y": 0.002139373254845811, "earnings_cagr_3y": 0.11748839259056454, "quarterly_revenue_growth_yoy": 0.06890961454101581, "quarterly_earnings_growth_yoy": 0.18302624758493943, "revenue_growth_qoq": 0.08456164569128452, "gross_margin": 0.9521506911236409, "operating_margin": 0.4392084790521733, "net_margin": 0.298634406299812, "roa_ttm": 0.010761755498909432, "roe_ttm": 0.1479442864255901, "debt_to_ebitda": 3.1874557730576307, "net_debt_to_ebitda": 2.5288310794697066, "interest_coverage": 25.463713290194125, "debt_to_equity": 0.7159559623553132, "current_ratio": 0.1938556807013432, "quick_ratio": 0.19253678682616515, "fcf_to_ebitda": 0.8670748251447516, "capex_to_revenue": 0.02363423850390675, "working_capital_to_revenue": -18.18533207377994, "capital_efficiency": 0.07935302096224976, "financial_health": -0.18310953106949626, "margin_quality": 0.5633311921585421, "growth_momentum": 0.12596793106297763, "company_age_years": 31.561943874058862, "ebitda": 255783000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 16.162345124327892, "revenue_cagr_3y": 0.036669282054156316, "revenue_cagr_5y": 0.014465289326999198, "earnings_cagr_3y": 0.036686544039028934, "quarterly_revenue_growth_yoy": 0.04853473355566593, "quarterly_earnings_growth_yoy": 0.015899327605528576, "revenue_growth_qoq": 0.009426873420315595, "gross_margin": 0.918645068810867, "operating_margin": 0.37378112176785794, "net_margin": 0.26769488209564, "roa_ttm": 0.011002726291502002, "roe_ttm": 0.15622489856113064, "debt_to_ebitda": 2.904284954030793, "net_debt_to_ebitda": 2.2720422806599014, "interest_coverage": 27.317525566472828, "debt_to_equity": 0.6812662876860573, "current_ratio": 0.14704253944818677, "quick_ratio": -2.8143397619267323, "fcf_to_ebitda": 0.8494265318481273, "capex_to_revenue": 0.023316981590077723, "working_capital_to_revenue": -0.02840225595676134, "capital_efficiency": 0.08361381242631633, "financial_health": -0.6506944330151285, "margin_quality": 0.5200403575581217, "growth_momentum": 0.03221703058059726, "company_age_years": 32.31485284052019, "ebitda": 272465000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 16.30617794794634, "revenue_cagr_3y": 0.044264645224163734, "revenue_cagr_5y": 0.02009751225728018, "earnings_cagr_3y": 0.024860867776746787, "quarterly_revenue_growth_yoy": 0.05348292302956825, "quarterly_earnings_growth_yoy": 0.009424793762007007, "revenue_growth_qoq": -0.04075936189806156, "gross_margin": 0.9073432515428879, "operating_margin": 0.38803852002027367, "net_margin": 0.26631287081482363, "roa_ttm": 0.01076737859522114, "roe_ttm": 0.15064300350070073, "debt_to_ebitda": 3.847078654561277, "net_debt_to_ebitda": 3.3644012329653696, "interest_coverage": 24.225972185313136, "debt_to_equity": 0.8668341356630693, "current_ratio": 1.6062841877623713, "quick_ratio": 0.8956557689861341, "fcf_to_ebitda": 0.9052642355943793, "capex_to_revenue": 0.03389369955803228, "working_capital_to_revenue": 0.028619811683320524, "capital_efficiency": 0.08070519104796094, "financial_health": -0.21294931543288795, "margin_quality": 0.5205648807926617, "growth_momentum": 0.031453858395787626, "company_age_years": 32.8104038329911, "ebitda": 273487000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 16.08434936679447, "revenue_cagr_3y": 0.04958405122258225, "revenue_cagr_5y": 0.04029148531626392, "earnings_cagr_3y": 0.0996117889725261, "quarterly_revenue_growth_yoy": 0.04761933156435407, "quarterly_earnings_growth_yoy": 0.2251578523129282, "revenue_growth_qoq": 0.00479259721022802, "gross_margin": 0.8941721545212902, "operating_margin": 0.3842143308422173, "net_margin": 0.31144452476222456, "roa_ttm": 0.011538783620477312, "roe_ttm": 0.15836283387979808, "debt_to_ebitda": 4.464109881491809, "net_debt_to_ebitda": 3.3174160566980366, "interest_coverage": 18.24845955078513, "debt_to_equity": 0.9854181677415632, "current_ratio": 0.17388961542970827, "quick_ratio": 0.1737002949672332, "fcf_to_ebitda": 0.6143763796909493, "capex_to_revenue": 0.052646764776742114, "working_capital_to_revenue": -18.419463130818404, "capital_efficiency": 0.08495080875013769, "financial_health": -0.562617895199953, "margin_quality": 0.5299436700419107, "growth_momentum": 0.13638859193864114, "company_age_years": 33.80971937029432, "ebitda": 275424000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 12.48364506438522, "revenue_cagr_3y": 0.0583269544408882, "revenue_cagr_5y": 0.047223762180161666, "earnings_cagr_3y": 0.07969977601082778, "quarterly_revenue_growth_yoy": 0.06591723801900254, "quarterly_earnings_growth_yoy": 0.25511605708565177, "revenue_growth_qoq": 0.023475747297365037, "gross_margin": 0.8854768668168609, "operating_margin": 0.370968970733884, "net_margin": 0.29337403815805224, "roa_ttm": 0.01280928214193512, "roe_ttm": 0.17316038479735057, "debt_to_ebitda": 3.792825395709994, "net_debt_to_ebitda": 2.6435219507053387, "interest_coverage": 14.944342347072723, "debt_to_equity": 0.8512024917205488, "current_ratio": 0.16659193474384476, "quick_ratio": 0.166504676000435, "fcf_to_ebitda": 0.9929975581048083, "capex_to_revenue": 0.04944995678381964, "working_capital_to_revenue": -18.142604990103003, "capital_efficiency": 0.09298483346964284, "financial_health": -0.4343184023201534, "margin_quality": 0.5166066252362658, "growth_momentum": 0.16051664755232714, "company_age_years": 34.313483915126625, "ebitda": 284615000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 12.200672088896685, "revenue_cagr_3y": 0.03801725666624289, "revenue_cagr_5y": 0.0515216158780889, "earnings_cagr_3y": 0.05404682940061667, "quarterly_revenue_growth_yoy": 0.0754519510674681, "quarterly_earnings_growth_yoy": 0.08806439674315322, "revenue_growth_qoq": 0.023312763248114408, "gross_margin": 0.8734086340576241, "operating_margin": 0.3853259308892505, "net_margin": 0.31268413047871263, "roa_ttm": 0.012860007383752751, "roe_ttm": 0.17670533752333248, "debt_to_ebitda": 2.0385617034483223, "net_debt_to_ebitda": 1.035232125869502, "interest_coverage": 14.24820956500841, "debt_to_equity": 0.47594215910970394, "current_ratio": 0.15315812977663046, "quick_ratio": 0.15295375822801438, "fcf_to_ebitda": 0.7519144227720167, "capex_to_revenue": 0.05126085557172449, "working_capital_to_revenue": -18.38017814553687, "capital_efficiency": 0.09478267245354262, "financial_health": -0.06171169452912993, "margin_quality": 0.5238062318085291, "growth_momentum": 0.08175817390531066, "company_age_years": 34.559890485968516, "ebitda": 296434000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 12.037951156963697, "revenue_cagr_3y": 0.06570529011268933, "revenue_cagr_5y": 0.055220252213444176, "earnings_cagr_3y": 0.08758786698416188, "quarterly_revenue_growth_yoy": 0.09668110489438844, "quarterly_earnings_growth_yoy": 0.040224423407288275, "revenue_growth_qoq": 0.0246269529795901, "gross_margin": 0.8522189986350213, "operating_margin": 0.3779485875325026, "net_margin": 0.2954114917712026, "roa_ttm": 0.012808185045434002, "roe_ttm": 0.17618286275961392, "debt_to_ebitda": 1.9766808193278684, "net_debt_to_ebitda": 1.041090692608124, "interest_coverage": 12.491378605867451, "debt_to_equity": 0.46992491142721166, "current_ratio": 0.1986794749394691, "quick_ratio": 0.19850843995472228, "fcf_to_ebitda": 0.8066591651020235, "capex_to_revenue": 0.057516343383080294, "working_capital_to_revenue": -17.23473049546256, "capital_efficiency": 0.09449552390252396, "financial_health": -0.06159395999643022, "margin_quality": 0.5085263593129088, "growth_momentum": 0.06845276415083835, "company_age_years": 34.809034907597535, "ebitda": 305714000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 12.790277331609602, "revenue_cagr_3y": 0.06226100347231722, "revenue_cagr_5y": 0.053357107476689425, "earnings_cagr_3y": 0.06171027100515336, "quarterly_revenue_growth_yoy": 0.0750277086222549, "quarterly_earnings_growth_yoy": -0.08573235206295118, "revenue_growth_qoq": 0.001769801273634113, "gross_margin": 0.857852635505497, "operating_margin": 0.3461024360422344, "net_margin": 0.26967433089141946, "roa_ttm": 0.012544094829488676, "roe_ttm": 0.1716474769452338, "debt_to_ebitda": 2.2992863485596384, "net_debt_to_ebitda": 1.4425193919924784, "interest_coverage": 13.210505886919394, "debt_to_equity": 0.5453383301458006, "current_ratio": 0.19469387442970146, "quick_ratio": 0.1945096513702397, "fcf_to_ebitda": 0.6794575465538405, "capex_to_revenue": 0.0701871807768418, "working_capital_to_revenue": -16.960249662377574, "capital_efficiency": 0.09209578588736124, "financial_health": -0.06257956494089269, "margin_quality": 0.49120980081305027, "growth_momentum": -0.005352321720348142, "company_age_years": 35.06091718001369, "ebitda": 306312000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 13.299089797599063, "revenue_cagr_3y": 0.055746744037638685, "revenue_cagr_5y": 0.04857234421287848, "earnings_cagr_3y": 0.101436514154017, "quarterly_revenue_growth_yoy": 0.04088440482798402, "quarterly_earnings_growth_yoy": 0.07849974958728274, "revenue_growth_qoq": -0.009030245883803583, "gross_margin": 0.8642478107436936, "operating_margin": 0.3855234609854921, "net_margin": 0.30397595085609724, "roa_ttm": 0.012484487852667868, "roe_ttm": 0.1755574931304164, "debt_to_ebitda": 2.1516771720883088, "net_debt_to_ebitda": 1.188502106363435, "interest_coverage": 14.880750377073907, "debt_to_equity": 0.5278901985651585, "current_ratio": 0.19064614204649827, "quick_ratio": 0.1904792195173359, "fcf_to_ebitda": 0.5712140888790346, "capex_to_revenue": 0.07045604274943269, "working_capital_to_revenue": -17.34713522331559, "capital_efficiency": 0.09402099049154214, "financial_health": -0.041478263670486314, "margin_quality": 0.5179157408617611, "growth_momentum": 0.05969207720763338, "company_age_years": 35.31279945242984, "ebitda": 315710000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 11.06109904338289, "revenue_cagr_3y": 0.04174960345909673, "revenue_cagr_5y": 0.04526796194853344, "earnings_cagr_3y": -0.044933570341262996, "quarterly_revenue_growth_yoy": -0.01597492176025161, "quarterly_earnings_growth_yoy": -0.3164321228412305, "revenue_growth_qoq": -0.0006851878205229564, "gross_margin": 0.7212327069235597, "operating_margin": 0.25668384326921556, "net_margin": 0.20521205280618568, "roa_ttm": 0.009299217974438164, "roe_ttm": 0.13597178277648841, "debt_to_ebitda": 2.6779414452839387, "net_debt_to_ebitda": 1.745951894954911, "interest_coverage": 21.08495262566244, "debt_to_equity": 0.520091237069941, "current_ratio": 0.17504966784147166, "quick_ratio": 0.17491109334722985, "fcf_to_ebitda": 0.4659928710699488, "capex_to_revenue": 0.062435422807911256, "working_capital_to_revenue": -19.53654234233998, "capital_efficiency": 0.07263550037546329, "financial_health": -0.02460096073478335, "margin_quality": 0.39437620099965365, "growth_momentum": -0.16620352230074106, "company_age_years": 35.81108829568789, "ebitda": 262592000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 10.057500522997534, "revenue_cagr_3y": 0.008737262745868168, "revenue_cagr_5y": 0.03173659749834146, "earnings_cagr_3y": -0.062208948710473, "quarterly_revenue_growth_yoy": -0.09476836357230932, "quarterly_earnings_growth_yoy": -0.27303465765004226, "revenue_growth_qoq": -0.07844450656385318, "gross_margin": 0.7799354417774115, "operating_margin": 0.27100145370465756, "net_margin": 0.21656765449904422, "roa_ttm": 0.008435470438856004, "roe_ttm": 0.12457086122964826, "debt_to_ebitda": 2.879997702912789, "net_debt_to_ebitda": 1.7954443838268652, "interest_coverage": 24.747436808445844, "debt_to_equity": 0.5155951324005554, "current_ratio": 0.19891195602557332, "quick_ratio": 0.19878520037557068, "fcf_to_ebitda": 0.5331580437020842, "capex_to_revenue": 0.05261032376306302, "working_capital_to_revenue": -19.773950832451174, "capital_efficiency": 0.06650316583425213, "financial_health": -0.023569733940028682, "margin_quality": 0.4225015166603711, "growth_momentum": -0.1839015106111758, "company_age_years": 36.062970568104035, "ebitda": 243787000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 10.074602533709731, "revenue_cagr_3y": -0.0006988553758289218, "revenue_cagr_5y": 0.02440851804019739, "earnings_cagr_3y": 0.057949718165650754, "quarterly_revenue_growth_yoy": 0.062931833990262, "quarterly_earnings_growth_yoy": 0.5086496195112729, "revenue_growth_qoq": 0.05257810661416509, "gross_margin": 1.0206078188649612, "operating_margin": 0.41981273551208714, "net_margin": 0.34811890258865613, "roa_ttm": 0.011120151682639863, "roe_ttm": 0.15721659879462227, "debt_to_ebitda": 1.2869061879591546, "net_debt_to_ebitda": 0.7315284072029509, "interest_coverage": 60.484884310082755, "debt_to_equity": 0.28597533772107536, "current_ratio": 0.22357580902063734, "quick_ratio": 0.25378130895176243, "fcf_to_ebitda": 0.9906402964278435, "capex_to_revenue": 0.031833484636772144, "working_capital_to_revenue": -22.99403228881787, "capital_efficiency": 0.08416837523863106, "financial_health": 0.0022817764050439004, "margin_quality": 0.5961798189885682, "growth_momentum": 0.28579072675076744, "company_age_years": 37.31416837782341, "ebitda": 358131000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 12.006122017946359, "revenue_cagr_3y": 0.03481286294842412, "revenue_cagr_5y": 0.042178929699313805, "earnings_cagr_3y": 0.017819755694516992, "quarterly_revenue_growth_yoy": 0.15584288105923863, "quarterly_earnings_growth_yoy": -0.03963218822939674, "revenue_growth_qoq": 0.1516789828298196, "gross_margin": 0.8500861031822793, "operating_margin": 0.37275365053902954, "net_margin": 0.2892453586846265, "roa_ttm": 0.009565178824797536, "roe_ttm": 0.17145395388744833, "debt_to_ebitda": 3.5070865266447226, "net_debt_to_ebitda": 2.517742563006787, "interest_coverage": 10.256658749010294, "debt_to_equity": 0.8624057038940922, "current_ratio": 0.15567186819993026, "quick_ratio": 0.17883849680416042, "fcf_to_ebitda": 0.9393090713716675, "capex_to_revenue": 0.03840422378361922, "working_capital_to_revenue": -24.07144325959872, "capital_efficiency": 0.09050956635612294, "financial_health": -0.29796556555816156, "margin_quality": 0.5040283708019785, "growth_momentum": 0.05810534641492095, "company_age_years": 38.313483915126625, "ebitda": 323854000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 11.813299640226143, "revenue_cagr_3y": 0.13724227487265828, "revenue_cagr_5y": 0.05943329802407016, "earnings_cagr_3y": -0.15328481414186268, "quarterly_revenue_growth_yoy": 0.10359869138495092, "quarterly_earnings_growth_yoy": -0.22311173732974682, "revenue_growth_qoq": -0.00012350253180190194, "gross_margin": 0.6078589187810787, "operating_margin": 0.19270368481448424, "net_margin": 0.14499792808874154, "roa_ttm": 0.006863582293733022, "roe_ttm": 0.11194538631189775, "debt_to_ebitda": 2.8573468105762094, "net_debt_to_ebitda": 1.9679793109637207, "interest_coverage": 2.5426165238855813, "debt_to_equity": 0.4878142198656385, "current_ratio": 0.09037072525863374, "quick_ratio": 0.14523491171965394, "fcf_to_ebitda": 0.9238927368103315, "capex_to_revenue": 0.010130036842929846, "working_capital_to_revenue": -19.183237225004675, "capital_efficiency": 0.059404484302815384, "financial_health": -0.37370518315205853, "margin_quality": 0.31518684389476814, "growth_momentum": -0.059756522972397946, "company_age_years": 39.56194387405886, "ebitda": 245154000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 11.48177142457649, "revenue_cagr_3y": 0.13315112056544653, "revenue_cagr_5y": 0.05679607754774674, "earnings_cagr_3y": -0.20382734523079837, "quarterly_revenue_growth_yoy": 0.05196187667493694, "quarterly_earnings_growth_yoy": -0.26004646012895943, "revenue_growth_qoq": 0.011937396404437077, "gross_margin": 0.6019876206825949, "operating_margin": 0.1783936811932024, "net_margin": 0.13419983305246247, "roa_ttm": 0.006384896841168497, "roe_ttm": 0.09224236118818314, "debt_to_ebitda": 2.8422929201567766, "net_debt_to_ebitda": 1.5259961286545107, "interest_coverage": 2.3191297474767945, "debt_to_equity": 0.4033173595296274, "current_ratio": 0.09317262938723184, "quick_ratio": 0.09661914303666796, "fcf_to_ebitda": 1.1292706053019081, "capex_to_revenue": 0.01218509202698926, "working_capital_to_revenue": -18.596957719487364, "capital_efficiency": 0.04931362901467582, "financial_health": -0.32808274932276393, "margin_quality": 0.3048603783094199, "growth_momentum": -0.10404229172701125, "company_age_years": 39.81108829568789, "ebitda": 228861000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 11.83512008824055, "revenue_cagr_3y": 0.12414718572078254, "revenue_cagr_5y": 0.06372958226289249, "earnings_cagr_3y": -0.15030290929902468, "quarterly_revenue_growth_yoy": 0.03783559821040847, "quarterly_earnings_growth_yoy": 0.2883932096328464, "revenue_growth_qoq": -0.013451692065319478, "gross_margin": 0.6054225654884378, "operating_margin": 0.19786260479685533, "net_margin": 0.15033166477290175, "roa_ttm": 0.006355377970717823, "roe_ttm": 0.08993664609233626, "debt_to_ebitda": 2.833812174929046, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.3159866315289936, "debt_to_equity": 0.3897410560423655, "current_ratio": 0.13533889616616773, "quick_ratio": 0.13533889616616773, "fcf_to_ebitda": 0.7222776874348769, "capex_to_revenue": 0.014854668443567219, "working_capital_to_revenue": -17.442448237410492, "capital_efficiency": 0.04814601203152704, "financial_health": -0.29742771736406765, "margin_quality": 0.31787227835273163, "growth_momentum": 0.16311440392162746, "company_age_years": 40.31485284052019, "ebitda": 229373000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 15.74624353943836, "revenue_cagr_3y": 0.04063080524415685, "revenue_cagr_5y": 0.022179487588669833, "earnings_cagr_3y": 0.027859584978555896, "quarterly_revenue_growth_yoy": 0.07206379706564467, "quarterly_earnings_growth_yoy": 0.12351279234029194, "revenue_growth_qoq": 0.026668688809126602, "gross_margin": 0.9386267841432829, "operating_margin": 0.3436026891815592, "net_margin": 0.23497183449978334, "roa_ttm": 0.010740082142083841, "roe_ttm": 0.11034252577247301, "debt_to_ebitda": 0.4572806547033036, "net_debt_to_ebitda": 0.0, "interest_coverage": 53.260486981677914, "debt_to_equity": 0.08095615684536676, "current_ratio": 0.6697635827113348, "quick_ratio": 0.6691203784065266, "fcf_to_ebitda": 0.9262938243608111, "capex_to_revenue": 0.020614944866518273, "working_capital_to_revenue": -6.408982382382888, "capital_efficiency": 0.06054130395727843, "financial_health": -0.010977400541236877, "margin_quality": 0.5057337692748751, "growth_momentum": 0.0977882947029683, "company_age_years": 32.31485284052019, "ebitda": 441849000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 16.892938955224384, "revenue_cagr_3y": 0.07624981398666741, "revenue_cagr_5y": 0.05241641401286179, "earnings_cagr_3y": 0.1826160747778478, "quarterly_revenue_growth_yoy": 0.11540638327976876, "quarterly_earnings_growth_yoy": 0.4122846274334303, "revenue_growth_qoq": -0.06203522449453672, "gross_margin": 0.9290264123589906, "operating_margin": 0.3784986182213564, "net_margin": 0.3050000755070297, "roa_ttm": 0.014174944929638252, "roe_ttm": 0.12905928774209968, "debt_to_ebitda": 2.340344896731502, "net_debt_to_ebitda": 1.2219470623621416, "interest_coverage": 38.059986262687936, "debt_to_equity": 0.4317711150292144, "current_ratio": 0.708166491620622, "quick_ratio": 0.7073566372893739, "fcf_to_ebitda": 0.8193102065369962, "capex_to_revenue": 0.02329585272415638, "working_capital_to_revenue": -4.905455681463179, "capital_efficiency": 0.07161711633586897, "financial_health": 0.019253553350528373, "margin_quality": 0.5375083686957922, "growth_momentum": 0.26384550535659956, "company_age_years": 33.5605749486653, "ebitda": 498700000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 9.802946716707538, "revenue_cagr_3y": -0.00967930981290932, "revenue_cagr_5y": 0.027258193103816275, "earnings_cagr_3y": 0.015723225387306528, "quarterly_revenue_growth_yoy": -0.03776888029821897, "quarterly_earnings_growth_yoy": -0.11535233930509897, "revenue_growth_qoq": -0.05202192630476476, "gross_margin": 1.0121444477605088, "operating_margin": 0.42793108198076174, "net_margin": 0.32974241832916273, "roa_ttm": 0.01446656291919821, "roe_ttm": 0.1544134375314564, "debt_to_ebitda": 4.159837629433495, "net_debt_to_ebitda": 0.0, "interest_coverage": 259.0953224663359, "debt_to_equity": 0.8848624704637189, "current_ratio": 1.4519726241187458, "quick_ratio": 1.4519648545571857, "fcf_to_ebitda": 0.7399212491811036, "capex_to_revenue": 0.03942054934102153, "working_capital_to_revenue": 4.649759998665501, "capital_efficiency": 0.0844400002253273, "financial_health": 0.11291348711513263, "margin_quality": 0.5899393160234778, "growth_momentum": -0.07656060980165896, "company_age_years": 37.31416837782341, "ebitda": 731167000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 10.648564759244119, "revenue_cagr_3y": 0.11290479360201156, "revenue_cagr_5y": 0.07583104077682568, "earnings_cagr_3y": -0.030764826835278813, "quarterly_revenue_growth_yoy": 0.2566029807953731, "quarterly_earnings_growth_yoy": -0.018131783135080563, "revenue_growth_qoq": 0.017509906736580875, "gross_margin": 0.7555904793188162, "operating_margin": 0.30711297400321397, "net_margin": 0.23720272457804642, "roa_ttm": 0.015918344738189736, "roe_ttm": 0.19348571804889197, "debt_to_ebitda": 4.692869049717022, "net_debt_to_ebitda": 1.506792069082074, "interest_coverage": 6.147298317275673, "debt_to_equity": 1.2585278172158185, "current_ratio": 0.43349029758182656, "quick_ratio": 0.43349029758182656, "fcf_to_ebitda": 0.529017244517376, "capex_to_revenue": 0.048304174543480544, "working_capital_to_revenue": -8.35966777958139, "capital_efficiency": 0.10470203139354085, "financial_health": -0.12478745512976992, "margin_quality": 0.43330205930002547, "growth_momentum": 0.11923559883014626, "company_age_years": 39.06091718001369, "ebitda": 692278000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 11.236736408218889, "revenue_cagr_3y": 0.12459961013783638, "revenue_cagr_5y": 0.07499981386430354, "earnings_cagr_3y": -0.05612624753394546, "quarterly_revenue_growth_yoy": 0.19204315607744396, "quarterly_earnings_growth_yoy": -0.1702145440179901, "revenue_growth_qoq": 0.013139027829955803, "gross_margin": 0.7669004773932272, "operating_margin": 0.2791129299985051, "net_margin": 0.21204685015599245, "roa_ttm": 0.015048707675746247, "roe_ttm": 0.16203845228924404, "debt_to_ebitda": 4.348549621286267, "net_debt_to_ebitda": 0.3407781076715493, "interest_coverage": 5.860852278698287, "debt_to_equity": 0.9884865270254297, "current_ratio": 0.43741529155691566, "quick_ratio": 0.43741529155691566, "fcf_to_ebitda": 0.598732291453427, "capex_to_revenue": 0.044723028901839774, "working_capital_to_revenue": -8.076791950118848, "capital_efficiency": 0.08854357998249515, "financial_health": 0.08413091570545095, "margin_quality": 0.4193534191825749, "growth_momentum": 0.010914306029726928, "company_age_years": 39.31279945242984, "ebitda": 669239000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 10.74741873260211, "revenue_cagr_3y": 0.14698002256033882, "revenue_cagr_5y": 0.07289047492623646, "earnings_cagr_3y": 0.058068167414117466, "quarterly_revenue_growth_yoy": 0.020829410063115308, "quarterly_earnings_growth_yoy": 0.24614778938501963, "revenue_growth_qoq": -0.017098314843027113, "gross_margin": 0.77888546987741, "operating_margin": 0.3305972789063897, "net_margin": 0.2588500203492463, "roa_ttm": 0.016449577638292936, "roe_ttm": 0.15901810367200514, "debt_to_ebitda": 3.9898441312710786, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.138772650304599, "debt_to_equity": 0.8842656276766445, "current_ratio": 0.4432879092225547, "quick_ratio": 0.4432879092225547, "fcf_to_ebitda": 0.7248509336583211, "capex_to_revenue": 0.02204227273400534, "working_capital_to_revenue": -7.506517886621311, "capital_efficiency": 0.08773384065514904, "financial_health": 0.10539762981501943, "margin_quality": 0.4561109230443487, "growth_momentum": 0.13348859972406746, "company_age_years": 40.31485284052019, "ebitda": 733566000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 11.096063324538258, "revenue_cagr_3y": 0.01635039098823432, "revenue_cagr_5y": 0.04281684269973285, "earnings_cagr_3y": 0.32171476895388995, "quarterly_revenue_growth_yoy": -0.07759699624530664, "quarterly_earnings_growth_yoy": 0.5519125683060109, "revenue_growth_qoq": -0.0013550135501355014, "gross_margin": 1.0637720488466758, "operating_margin": 0.4871099050203528, "net_margin": 0.3853459972862958, "roa_ttm": 0.006615445039029898, "roe_ttm": 0.06834897286330205, "debt_to_ebitda": 3.836411609498681, "net_debt_to_ebitda": 1.7031662269129288, "interest_coverage": 37.9, "debt_to_equity": 0.36875475526249046, "current_ratio": 39.660941475826974, "quick_ratio": 39.658396946564885, "fcf_to_ebitda": 0.7229551451187335, "capex_to_revenue": 0.0581039755351682, "working_capital_to_revenue": 20.65069656812776, "capital_efficiency": 0.037482208951165975, "financial_health": -0.149567816544082, "margin_quality": 0.645409317051108, "growth_momentum": 0.23715778603035212, "company_age_years": 30.767967145790553, "ebitda": 758000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 12.769529984277435, "revenue_cagr_3y": 0.054065875126533935, "revenue_cagr_5y": 0.022659165024191408, "earnings_cagr_3y": 0.04947639494105527, "quarterly_revenue_growth_yoy": 0.0310534668690732, "quarterly_earnings_growth_yoy": -0.11042475765267117, "revenue_growth_qoq": 0.04711694643344287, "gross_margin": 0.8992722014412563, "operating_margin": 0.2734598515721166, "net_margin": 0.20858778397887112, "roa_ttm": 0.0091509701224208, "roe_ttm": 0.09014567679689006, "debt_to_ebitda": 7.7837836348333935, "net_debt_to_ebitda": 7.065697803958433, "interest_coverage": 21.248122187463405, "debt_to_equity": 1.3169261561807009, "current_ratio": 0.06313992097974169, "quick_ratio": 0.04919704127148378, "fcf_to_ebitda": 0.9164712171564123, "capex_to_revenue": 0.0215330415814285, "working_capital_to_revenue": -16.90032128469486, "capital_efficiency": 0.04964832345965543, "financial_health": -1.0439476418241536, "margin_quality": 0.4604399456640813, "growth_momentum": -0.03968564539179898, "company_age_years": 26.26420260095825, "ebitda": 1270149000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 14.990730607523691, "revenue_cagr_3y": 0.17140986009470915, "revenue_cagr_5y": 0.10062378680661888, "earnings_cagr_3y": 0.20992318243444696, "quarterly_revenue_growth_yoy": 0.2069091788302311, "quarterly_earnings_growth_yoy": 1.1618846650499197, "revenue_growth_qoq": 0.027327070879590094, "gross_margin": 0.8686616791354946, "operating_margin": 0.3034081463009144, "net_margin": 0.22823607647547797, "roa_ttm": 0.009740016205415912, "roe_ttm": 0.09284793158591172, "debt_to_ebitda": 6.552978981644362, "net_debt_to_ebitda": 5.81403160446828, "interest_coverage": 14.636895652173912, "debt_to_equity": 1.030975948908149, "current_ratio": 0.04964942135062165, "quick_ratio": 0.041197879314988674, "fcf_to_ebitda": 0.8517760061975603, "capex_to_revenue": 0.04335730610902831, "working_capital_to_revenue": -16.765452554642565, "capital_efficiency": 0.051293973895663814, "financial_health": -0.8477758542181522, "margin_quality": 0.466768633970629, "growth_momentum": 0.6843969219400754, "company_age_years": 27.515400410677618, "ebitda": 1683243000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 16.125554388300007, "revenue_cagr_3y": 0.18422526791478688, "revenue_cagr_5y": 0.10005479497672765, "earnings_cagr_3y": 0.38171769147303225, "quarterly_revenue_growth_yoy": 0.07070688612463508, "quarterly_earnings_growth_yoy": 0.8061247975628026, "revenue_growth_qoq": 0.022818786367414797, "gross_margin": 0.846444108704857, "operating_margin": 0.33461064276431973, "net_margin": 0.3507632567245668, "roa_ttm": 0.011383596487018284, "roe_ttm": 0.10967264656926207, "debt_to_ebitda": 7.889762394345394, "net_debt_to_ebitda": 7.022895358029363, "interest_coverage": 14.560399197738201, "debt_to_equity": 1.3188459404475679, "current_ratio": 0.2218618190459217, "quick_ratio": 0.21567159745737538, "fcf_to_ebitda": 0.9732709543116262, "capex_to_revenue": 0.041052911942694094, "working_capital_to_revenue": -13.83307166976699, "capital_efficiency": 0.060528121528140175, "financial_health": -0.8362633124970228, "margin_quality": 0.5106060027312479, "growth_momentum": 0.43841584184371885, "company_age_years": 27.76728268309377, "ebitda": 1807659000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 15.025423884365148, "revenue_cagr_3y": 0.18728833369135645, "revenue_cagr_5y": 0.11208968688301191, "earnings_cagr_3y": 0.252652328356906, "quarterly_revenue_growth_yoy": 0.08672566371681416, "quarterly_earnings_growth_yoy": 0.5665997097465568, "revenue_growth_qoq": -0.0019919525442297172, "gross_margin": 0.8289902280130294, "operating_margin": 0.3135179153094462, "net_margin": 0.26547231270358307, "roa_ttm": 0.012507971528883602, "roe_ttm": 0.11530827732578705, "debt_to_ebitda": 6.304477926908284, "net_debt_to_ebitda": 5.691725757408394, "interest_coverage": 12.636520833333334, "debt_to_equity": 1.0145030067209055, "current_ratio": 0.04124762808349146, "quick_ratio": 0.03489089184060721, "fcf_to_ebitda": 0.9322307091603427, "capex_to_revenue": 0.03214993799212863, "working_capital_to_revenue": -16.728984939526548, "capital_efficiency": 0.06390812442733533, "financial_health": -0.7514194625524597, "margin_quality": 0.4693268186753528, "growth_momentum": 0.32666268673168547, "company_age_years": 28.01368925393566, "ebitda": 1819659000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 12.291700555766992, "revenue_cagr_3y": 0.19445406527008613, "revenue_cagr_5y": 0.13484736636873618, "earnings_cagr_3y": 0.3530810332603749, "quarterly_revenue_growth_yoy": 0.12136325852036575, "quarterly_earnings_growth_yoy": 0.37670813787477053, "revenue_growth_qoq": 0.03134556574923547, "gross_margin": 0.8087472201630838, "operating_margin": 0.32616753150481836, "net_margin": 0.28020756115641215, "roa_ttm": 0.014108554499678188, "roe_ttm": 0.13632677885494787, "debt_to_ebitda": 5.0996384687495695, "net_debt_to_ebitda": 4.462005484023778, "interest_coverage": 10.266629268292682, "debt_to_equity": 0.9816169745747211, "current_ratio": 0.20332110672307313, "quick_ratio": 0.2030046992371064, "fcf_to_ebitda": 0.893418838871285, "capex_to_revenue": 0.02176992800830269, "working_capital_to_revenue": -13.289737307619601, "capital_efficiency": 0.07521766667731303, "financial_health": -0.8456297305140944, "margin_quality": 0.47170743760810474, "growth_momentum": 0.24903569819756816, "company_age_years": 28.514715947980836, "ebitda": 2104659000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 12.122937430167598, "revenue_cagr_3y": 0.19473785353266848, "revenue_cagr_5y": 0.13869705841052227, "earnings_cagr_3y": 0.27762128164831146, "quarterly_revenue_growth_yoy": 0.09097859327217125, "quarterly_earnings_growth_yoy": 0.02535211267605634, "revenue_growth_qoq": 0.027357811375089993, "gross_margin": 0.7792571829011913, "operating_margin": 0.299229152067274, "net_margin": 0.25508058864751226, "roa_ttm": 0.013247480299684979, "roe_ttm": 0.12290023997257456, "debt_to_ebitda": 6.114525139664805, "net_debt_to_ebitda": 5.3012104283054, "interest_coverage": 8.390625, "debt_to_equity": 1.125642783681865, "current_ratio": 0.024199522594452218, "quick_ratio": 0.02403489999176887, "fcf_to_ebitda": 0.8626629422718808, "capex_to_revenue": 0.02216216216216216, "working_capital_to_revenue": -14.952252252252253, "capital_efficiency": 0.06807386013612977, "financial_health": -0.7528873815832371, "margin_quality": 0.4445223078719925, "growth_momentum": 0.05816535297411379, "company_age_years": 29.2621492128679, "ebitda": 2148000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 11.879129032409582, "revenue_cagr_3y": 0.13072670143967624, "revenue_cagr_5y": 0.14000037938867615, "earnings_cagr_3y": 0.43078764129868863, "quarterly_revenue_growth_yoy": 0.0681986656782802, "quarterly_earnings_growth_yoy": -0.015873015873015872, "revenue_growth_qoq": 0.009810791871058164, "gross_margin": 0.7675225537820958, "operating_margin": 0.3046495489243581, "net_margin": 0.25815405968077726, "roa_ttm": 0.01313284590978066, "roe_ttm": 0.1199093122848266, "debt_to_ebitda": 5.658525129168623, "net_debt_to_ebitda": 4.832785345232503, "interest_coverage": 8.41501976284585, "debt_to_equity": 1.011587874716601, "current_ratio": 0.02422902279822155, "quick_ratio": 0.02408712515372245, "fcf_to_ebitda": 0.6341005166744951, "capex_to_revenue": 0.02304147465437788, "working_capital_to_revenue": -14.625841900035448, "capital_efficiency": 0.06652107909730363, "financial_health": -0.8129530857079715, "margin_quality": 0.44344205412907706, "growth_momentum": 0.026162824902632165, "company_age_years": 29.51403148528405, "ebitda": 2129000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 13.190031706601467, "revenue_cagr_3y": 0.06367630336646779, "revenue_cagr_5y": 0.1329537085805268, "earnings_cagr_3y": 0.09877693274141364, "quarterly_revenue_growth_yoy": -0.001444043321299639, "quarterly_earnings_growth_yoy": -0.05089820359281437, "revenue_growth_qoq": -0.040249826509368494, "gross_margin": 0.7758496023138105, "operating_margin": 0.26898047722342733, "net_margin": 0.2292118582791034, "roa_ttm": 0.01294471661070439, "roe_ttm": 0.11962696057651548, "debt_to_ebitda": 6.090464547677262, "net_debt_to_ebitda": 5.468459657701711, "interest_coverage": 8.852813852813853, "debt_to_equity": 1.055955913522679, "current_ratio": 0.017668593222134592, "quick_ratio": 0.01753910986074653, "fcf_to_ebitda": 0.717359413202934, "capex_to_revenue": 0.01897163120567376, "working_capital_to_revenue": -14.79645390070922, "capital_efficiency": 0.06628583859360994, "financial_health": -0.8233453261440715, "margin_quality": 0.4246806459387804, "growth_momentum": -0.026171123457057004, "company_age_years": 29.765913757700204, "ebitda": 2045000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 9.552697318007663, "revenue_cagr_3y": 0.03194196995263621, "revenue_cagr_5y": 0.10801482915631588, "earnings_cagr_3y": 0.033389955914853386, "quarterly_revenue_growth_yoy": -0.08258154059680778, "quarterly_earnings_growth_yoy": -0.18548387096774194, "revenue_growth_qoq": 0.02242846094354215, "gross_margin": 0.8093797276853253, "operating_margin": 0.2708018154311649, "net_margin": 0.2291981845688351, "roa_ttm": 0.006810083585866995, "roe_ttm": 0.0633273980026322, "debt_to_ebitda": 7.2, "net_debt_to_ebitda": 2.3080459770114943, "interest_coverage": 17.4, "debt_to_equity": 0.7274134861035845, "current_ratio": 0.07055234021137394, "quick_ratio": 0.07049991612145613, "fcf_to_ebitda": 1.4007662835249042, "capex_to_revenue": 0.020059992500937384, "working_capital_to_revenue": -16.61923509561305, "capital_efficiency": 0.0350687407942496, "financial_health": -0.6570782098581575, "margin_quality": 0.43645990922844174, "growth_momentum": -0.13403270578227486, "company_age_years": 30.5160848733744, "ebitda": 1305000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 11.1334428678118, "revenue_cagr_3y": 0.016403292844408224, "revenue_cagr_5y": 0.09616342754095353, "earnings_cagr_3y": -0.09869961803893734, "quarterly_revenue_growth_yoy": -0.06579898770788142, "quarterly_earnings_growth_yoy": -0.0031545741324921135, "revenue_growth_qoq": -0.0226928895612708, "gross_margin": 0.8792569659442725, "operating_margin": 0.29024767801857587, "net_margin": 0.24458204334365324, "roa_ttm": 0.0066402249711471255, "roe_ttm": 0.0628800123143231, "debt_to_ebitda": 6.374159820761762, "net_debt_to_ebitda": 1.361463778939507, "interest_coverage": 25.264150943396228, "debt_to_equity": 0.6568921727083814, "current_ratio": 0.09258455982487819, "quick_ratio": 0.09254420917775469, "fcf_to_ebitda": 0.8991784914115011, "capex_to_revenue": 0.022696929238985315, "working_capital_to_revenue": -17.156780469197024, "capital_efficiency": 0.03476011864273511, "financial_health": -0.5882554135163856, "margin_quality": 0.47136222910216713, "growth_momentum": -0.034476780920186766, "company_age_years": 30.767967145790553, "ebitda": 1339000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 14.688747066031313, "revenue_cagr_3y": 0.050478740759249296, "revenue_cagr_5y": -0.008230851755185564, "earnings_cagr_3y": 0.03642401405072615, "quarterly_revenue_growth_yoy": 0.014571948998178506, "quarterly_earnings_growth_yoy": -0.1067193675889328, "revenue_growth_qoq": 0.021081576535288724, "gross_margin": 0.895870736086176, "operating_margin": 0.2746858168761221, "net_margin": 0.20287253141831238, "roa_ttm": 0.009628625187894842, "roe_ttm": 0.08524101991438675, "debt_to_ebitda": 7.7270251872021785, "net_debt_to_ebitda": 7.313818924438394, "interest_coverage": 20.690140845070424, "debt_to_equity": 1.0563000186115763, "current_ratio": 131.27579737335836, "quick_ratio": 131.3639774859287, "fcf_to_ebitda": 0.718856364874064, "capex_to_revenue": 0.01726916877734285, "working_capital_to_revenue": 15.988256965231407, "capital_efficiency": 0.047434822551140794, "financial_health": -1.0003196265772747, "margin_quality": 0.45780969479353684, "growth_momentum": -0.046073709295377144, "company_age_years": 28.1533196440794, "ebitda": 1469000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 17.30727815726001, "revenue_cagr_3y": 0.1743655166649385, "revenue_cagr_5y": 0.0768243800352777, "earnings_cagr_3y": 0.2508238296842966, "quarterly_revenue_growth_yoy": 0.21203228173147468, "quarterly_earnings_growth_yoy": 1.1162790697674418, "revenue_growth_qoq": -0.042318840579710144, "gross_margin": 0.8716707021791767, "operating_margin": 0.3008474576271186, "net_margin": 0.22033898305084745, "roa_ttm": 0.009719672646690996, "roe_ttm": 0.08715325595120992, "debt_to_ebitda": 7.693198263386397, "net_debt_to_ebitda": 7.422093584177521, "interest_coverage": 12.875776397515528, "debt_to_equity": 1.045839071414519, "current_ratio": 159.3068181818182, "quick_ratio": 159.37662337662337, "fcf_to_ebitda": 0.8615533043897733, "capex_to_revenue": 0.018597560975609755, "working_capital_to_revenue": 14.865396341463414, "capital_efficiency": 0.04843646429895045, "financial_health": -1.001332779696396, "margin_quality": 0.46428571428571436, "growth_momentum": 0.6641556757494582, "company_age_years": 29.90280629705681, "ebitda": 2073000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 15.570486552462526, "revenue_cagr_3y": 0.16093242105760552, "revenue_cagr_5y": 0.12320739565092587, "earnings_cagr_3y": -0.08157185650078791, "quarterly_revenue_growth_yoy": 0.07240948813982521, "quarterly_earnings_growth_yoy": -0.14410480349344978, "revenue_growth_qoq": 0.039951573849878935, "gross_margin": 0.8690337601862631, "operating_margin": 0.26018626309662396, "net_margin": 0.1140861466821886, "roa_ttm": 0.009411901407427849, "roe_ttm": 0.08626772282500167, "debt_to_ebitda": 6.534475374732334, "net_debt_to_ebitda": 6.247109207708779, "interest_coverage": 13.267045454545455, "debt_to_equity": 1.015642681222126, "current_ratio": 154.3391167192429, "quick_ratio": 154.40694006309147, "fcf_to_ebitda": 0.7293361884368308, "capex_to_revenue": 0.016776512881965248, "working_capital_to_revenue": 14.562162971839426, "capital_efficiency": 0.047839812116214755, "financial_health": -0.968567741318241, "margin_quality": 0.41443538998835855, "growth_momentum": -0.035847657676812285, "company_age_years": 30.154688569472963, "ebitda": 2335000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 14.938847017104715, "revenue_cagr_3y": 0.17728831723630756, "revenue_cagr_5y": 0.09931301828462225, "earnings_cagr_3y": 0.21508535617359614, "quarterly_revenue_growth_yoy": 0.07337128399746995, "quarterly_earnings_growth_yoy": 0.29012345679012347, "revenue_growth_qoq": -0.012223515715948778, "gross_margin": 0.850324101355333, "operating_margin": 0.281673541543901, "net_margin": 0.24631703005303476, "roa_ttm": 0.010142357842815343, "roe_ttm": 0.09301391862955032, "debt_to_ebitda": 6.46558197747184, "net_debt_to_ebitda": 6.1973299958281185, "interest_coverage": 12.419689119170984, "debt_to_equity": 1.0370717344753748, "current_ratio": 0.06482455654613581, "quick_ratio": 0.06519371689093158, "fcf_to_ebitda": 0.7843137254901961, "capex_to_revenue": 0.018992932862190812, "working_capital_to_revenue": -14.919022379269729, "capital_efficiency": 0.05157813823618283, "financial_health": -0.9153430439890339, "margin_quality": 0.4594382243174229, "growth_momentum": 0.1817473703937967, "company_age_years": 30.401095140314855, "ebitda": 2397000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 15.033469775747509, "revenue_cagr_3y": 0.16631341299301372, "revenue_cagr_5y": 0.10676274670474983, "earnings_cagr_3y": 0.2651927474857507, "quarterly_revenue_growth_yoy": 0.009855072463768115, "quarterly_earnings_growth_yoy": 0.16990291262135923, "revenue_growth_qoq": 0.026517383618149676, "gross_margin": 0.8335246842709529, "operating_margin": 0.3340987370838117, "net_margin": 0.2766934557979334, "roa_ttm": 0.010595680445889457, "roe_ttm": 0.09668874172185431, "debt_to_ebitda": 6.710548172757475, "net_debt_to_ebitda": 6.384966777408638, "interest_coverage": 10.654867256637168, "debt_to_equity": 1.0701324503311258, "current_ratio": 0.07400975771107252, "quick_ratio": 0.07437727978536711, "fcf_to_ebitda": 1.1162790697674418, "capex_to_revenue": 0.018211191070641796, "working_capital_to_revenue": -14.801292407108239, "capital_efficiency": 0.053642211083871884, "financial_health": -0.9117274832899112, "margin_quality": 0.4814389590508994, "growth_momentum": 0.08987899254256368, "company_age_years": 30.650239561943874, "ebitda": 2408000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 14.69479080906149, "revenue_cagr_3y": 0.18272602130619853, "revenue_cagr_5y": 0.11045228017072994, "earnings_cagr_3y": 0.3007713847959701, "quarterly_revenue_growth_yoy": 0.09261501210653753, "quarterly_earnings_growth_yoy": 0.3241758241758242, "revenue_growth_qoq": 0.03616532721010333, "gross_margin": 0.8254847645429363, "operating_margin": 0.3152354570637119, "net_margin": 0.2670360110803324, "roa_ttm": 0.011368466553798494, "roe_ttm": 0.10376117832719621, "debt_to_ebitda": 6.379854368932039, "net_debt_to_ebitda": 6.250809061488673, "interest_coverage": 9.770750988142293, "debt_to_equity": 1.0370199894792214, "current_ratio": 0.06513221438594573, "quick_ratio": 0.06546935651413263, "fcf_to_ebitda": 0.566747572815534, "capex_to_revenue": 0.01852915828784832, "working_capital_to_revenue": -14.736857224935363, "capital_efficiency": 0.05756482244049735, "financial_health": -0.9083409491905441, "margin_quality": 0.46925207756232684, "growth_momentum": 0.20839541814118084, "company_age_years": 30.902121834360027, "ebitda": 2472000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 11.275266251450677, "revenue_cagr_3y": 0.1573615468673999, "revenue_cagr_5y": 0.10254746350248856, "earnings_cagr_3y": 0.288978403232208, "quarterly_revenue_growth_yoy": 0.005238649592549476, "quarterly_earnings_growth_yoy": 1.469387755102041, "revenue_growth_qoq": -0.043213296398891966, "gross_margin": 0.7938621887666474, "operating_margin": 0.33236826867400115, "net_margin": 0.2802547770700637, "roa_ttm": 0.013365517537765107, "roe_ttm": 0.11965373517152933, "debt_to_ebitda": 5.646034816247583, "net_debt_to_ebitda": 5.383752417794971, "interest_coverage": 8.703703703703704, "debt_to_equity": 0.9358768836165438, "current_ratio": 0.24697828353810583, "quick_ratio": 0.24730471052273656, "fcf_to_ebitda": 0.9311411992263056, "capex_to_revenue": 0.014201692727011906, "working_capital_to_revenue": -11.913211877779371, "capital_efficiency": 0.06650962635464722, "financial_health": -0.8756823528857642, "margin_quality": 0.46882841150357074, "growth_momentum": 0.7373132023472951, "company_age_years": 31.15400410677618, "ebitda": 2585000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 12.204643294117647, "revenue_cagr_3y": 0.18710256574516726, "revenue_cagr_5y": 0.1188011375057032, "earnings_cagr_3y": 0.293636279421706, "quarterly_revenue_growth_yoy": 0.05774896876841485, "quarterly_earnings_growth_yoy": -0.02631578947368421, "revenue_growth_qoq": 0.03937463810075275, "gross_margin": 0.7832869080779944, "operating_margin": 0.27186629526462397, "net_margin": 0.22674094707520892, "roa_ttm": 0.013108151079390878, "roe_ttm": 0.11649083144938457, "debt_to_ebitda": 5.926666666666667, "net_debt_to_ebitda": 5.687058823529412, "interest_coverage": 7.798165137614679, "debt_to_equity": 0.9490705852800804, "current_ratio": 0.07109970292853232, "quick_ratio": 0.07141382683695174, "fcf_to_ebitda": 1.248627450980392, "capex_to_revenue": 0.012590182486914698, "working_capital_to_revenue": -14.641250530485218, "capital_efficiency": 0.06479949126438772, "financial_health": -0.8854086359382064, "margin_quality": 0.42729805013927574, "growth_momentum": 0.01571658964736532, "company_age_years": 31.40041067761807, "ebitda": 2550000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 13.298520930992241, "revenue_cagr_3y": 0.19496882245620384, "revenue_cagr_5y": 0.1260013339713415, "earnings_cagr_3y": 0.2813836754331245, "quarterly_revenue_growth_yoy": 0.09414466130884042, "quarterly_earnings_growth_yoy": -0.11825726141078838, "revenue_growth_qoq": 0.06183844011142061, "gross_margin": 0.7785939139559287, "operating_margin": 0.2675760755508919, "net_margin": 0.2229800629590766, "roa_ttm": 0.012439032827147254, "roe_ttm": 0.10595792327184866, "debt_to_ebitda": 6.203756635361372, "net_debt_to_ebitda": 5.9559003674969375, "interest_coverage": 7.037356321839081, "debt_to_equity": 0.8953385585479403, "current_ratio": 0.07073864138016281, "quick_ratio": 0.07104765940915753, "fcf_to_ebitda": 1.111882400979992, "capex_to_revenue": 0.013963777132586756, "working_capital_to_revenue": -14.551361813908475, "capital_efficiency": 0.05919847804949796, "financial_health": -0.8392209704897774, "margin_quality": 0.4230500174886324, "growth_momentum": -0.012056300050973981, "company_age_years": 31.64955509924709, "ebitda": 2449000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 13.95973026609442, "revenue_cagr_3y": 0.12176806103355009, "revenue_cagr_5y": 0.13532703385966838, "earnings_cagr_3y": 0.342316600735461, "quarterly_revenue_growth_yoy": 0.06592797783933518, "quarterly_earnings_growth_yoy": -0.13692946058091288, "revenue_growth_qoq": 0.00944386149003148, "gross_margin": 0.7167359667359667, "operating_margin": 0.251039501039501, "net_margin": 0.21621621621621623, "roa_ttm": 0.011807131998554786, "roe_ttm": 0.1011918672587053, "debt_to_ebitda": 6.588841201716738, "net_debt_to_ebitda": 6.31587982832618, "interest_coverage": 6.753623188405797, "debt_to_equity": 0.8969385370413648, "current_ratio": 0.0763824334303462, "quick_ratio": 0.07668650362712306, "fcf_to_ebitda": 1.5180257510729613, "capex_to_revenue": 0.011425462459194777, "working_capital_to_revenue": -14.460418933623505, "capital_efficiency": 0.056499499628630045, "financial_health": -0.8410721612484902, "margin_quality": 0.3946638946638947, "growth_momentum": -0.035500741370788846, "company_age_years": 31.901437371663246, "ebitda": 2330000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 10.376835596469872, "revenue_cagr_3y": 0.039885755773515275, "revenue_cagr_5y": 0.039243561963863804, "earnings_cagr_3y": 0.09127723265406629, "quarterly_revenue_growth_yoy": 0.03683929524826481, "quarterly_earnings_growth_yoy": 0.08075601374570447, "revenue_growth_qoq": 0.06236323851203501, "gross_margin": 0.9618949536560247, "operating_margin": 0.39546858908341914, "net_margin": 0.3238928939237899, "roa_ttm": 0.01408669893638715, "roe_ttm": 0.1506629168340699, "debt_to_ebitda": 4.075167376749848, "net_debt_to_ebitda": 3.7973219720024347, "interest_coverage": 46.94285714285714, "debt_to_equity": 0.7685817597428686, "current_ratio": 0.39090775810965, "quick_ratio": 0.39110536011371677, "fcf_to_ebitda": 0.33079732197200246, "capex_to_revenue": 0.009271884374147804, "working_capital_to_revenue": -13.02904281428961, "capital_efficiency": 0.08237480788522852, "financial_health": -0.7200043746610978, "margin_quality": 0.5604188122210779, "growth_momentum": 0.05879765449698464, "company_age_years": 34.15468856947297, "ebitda": 3286000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 13.24189324535093, "revenue_cagr_3y": 0.0017689759142751615, "revenue_cagr_5y": 0.019374285244786238, "earnings_cagr_3y": -0.0564292715285174, "quarterly_revenue_growth_yoy": -0.026261585993820804, "quarterly_earnings_growth_yoy": -0.37360890302066774, "revenue_growth_qoq": 0.006386375731772219, "gross_margin": 0.0010576414595452142, "operating_margin": 0.4997355896351137, "net_margin": 0.2083553675304072, "roa_ttm": 0.009957168370975645, "roe_ttm": 0.1404786680541103, "debt_to_ebitda": 8.629274145170966, "net_debt_to_ebitda": 8.363227354529094, "interest_coverage": 7.018947368421053, "debt_to_equity": 2.138397502601457, "current_ratio": 0.2950615082902478, "quick_ratio": 0.3244148434913277, "fcf_to_ebitda": 1.3080383923215357, "capex_to_revenue": 0.014906832298136646, "working_capital_to_revenue": -15.281159420289855, "capital_efficiency": 0.07521791821254298, "financial_health": -1.4303648866537841, "margin_quality": 0.23638286620835536, "growth_momentum": -0.19993524450724426, "company_age_years": 35.15400410677618, "ebitda": 3334000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 11.34826220129488, "revenue_cagr_3y": 0.12040098686667289, "revenue_cagr_5y": 0.08155087366558766, "earnings_cagr_3y": 0.15348892761049493, "quarterly_revenue_growth_yoy": 0.44425770308123247, "quarterly_earnings_growth_yoy": -0.46153846153846156, "revenue_growth_qoq": 0.5102519039250146, "gross_margin": 0.5349107835531419, "operating_margin": 0.13343677269200932, "net_margin": 0.11132660977501939, "roa_ttm": 0.0077318662612735015, "roe_ttm": 0.10892805547529616, "debt_to_ebitda": 9.041200706297822, "net_debt_to_ebitda": 8.818128310771042, "interest_coverage": 3.2926356589147288, "debt_to_equity": 2.219156313204276, "current_ratio": 0.11035466212797276, "quick_ratio": 0.1852168255866678, "fcf_to_ebitda": 1.4237786933490288, "capex_to_revenue": 0.015890751086281813, "working_capital_to_revenue": -16.806952203600247, "capital_efficiency": 0.05832996086828483, "financial_health": -2.0923285247128973, "margin_quality": 0.25989138867339023, "growth_momentum": -0.008640379228614548, "company_age_years": 35.64955509924709, "ebitda": 3398000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 10.586497903839502, "revenue_cagr_3y": 0.14782922515623897, "revenue_cagr_5y": 0.0796628422100476, "earnings_cagr_3y": -0.10874984204420413, "quarterly_revenue_growth_yoy": 0.4092602448110697, "quarterly_earnings_growth_yoy": -0.4116504854368932, "revenue_growth_qoq": 0.027152831652443754, "gross_margin": 0.543429003021148, "operating_margin": 0.138595166163142, "net_margin": 0.11442598187311179, "roa_ttm": 0.0068990849130427835, "roe_ttm": 0.09703504043126684, "debt_to_ebitda": 7.383604289173296, "net_debt_to_ebitda": 7.11864406779661, "interest_coverage": 2.5629432624113475, "debt_to_equity": 1.5982330038933812, "current_ratio": 0.12792550611775466, "quick_ratio": 0.20054872725761083, "fcf_to_ebitda": 1.1473538567969561, "capex_to_revenue": 0.015185856754306438, "working_capital_to_revenue": -14.26450589301904, "capital_efficiency": 0.05196706267215481, "financial_health": -1.5909357772097892, "margin_quality": 0.26548338368580066, "growth_momentum": -0.001195120312911746, "company_age_years": 35.90143737166324, "ebitda": 2891000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 12.348155573376102, "revenue_cagr_3y": 0.05186529703660647, "revenue_cagr_5y": 0.029628241975467207, "earnings_cagr_3y": 0.2978359482434718, "quarterly_revenue_growth_yoy": 0.08902275769745649, "quarterly_earnings_growth_yoy": 0.8135048231511254, "revenue_growth_qoq": 0.023270440251572325, "gross_margin": 0.851259987707437, "operating_margin": 0.2796558082360172, "net_margin": 0.3466502765826675, "roa_ttm": 0.013549743935526336, "roe_ttm": 0.11428571428571428, "debt_to_ebitda": 5.785084202085004, "net_debt_to_ebitda": 4.383720930232558, "interest_coverage": 15.987179487179487, "debt_to_equity": 0.9768449559918754, "current_ratio": 0.2748665872234599, "quick_ratio": 0.27414123620537795, "fcf_to_ebitda": 0.5601443464314354, "capex_to_revenue": 0.04128584935392373, "working_capital_to_revenue": -11.027261266939805, "capital_efficiency": 0.06391772911062031, "financial_health": -0.7287496203975413, "margin_quality": 0.4925220241753739, "growth_momentum": 0.45126379042429093, "company_age_years": 28.514715947980836, "ebitda": 2494000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 12.30267178835592, "revenue_cagr_3y": -0.016900086523077618, "revenue_cagr_5y": -0.0466751880030154, "earnings_cagr_3y": 0.05400931880148563, "quarterly_revenue_growth_yoy": 0.06584344212854366, "quarterly_earnings_growth_yoy": 1.6567327009299788, "revenue_growth_qoq": 0.025724623660075073, "gross_margin": 0.9226897308445652, "operating_margin": 0.24036294011676712, "net_margin": 0.15519274119766466, "roa_ttm": 0.007803236961480261, "roe_ttm": 0.08962831792059439, "debt_to_ebitda": 6.796424644247976, "net_debt_to_ebitda": 3.16286028460162, "interest_coverage": 15.711486799444186, "debt_to_equity": 0.9820682874714006, "current_ratio": 55.43463292081511, "quick_ratio": 53.97902256960599, "fcf_to_ebitda": 1.047230190058695, "capex_to_revenue": 0.03401705574664686, "working_capital_to_revenue": 4.2863908167626645, "capital_efficiency": 0.048715777441037326, "financial_health": -0.8951547283426705, "margin_quality": 0.43941513738633226, "growth_momentum": 0.8612880715292612, "company_age_years": 26.015058179329227, "ebitda": 339211000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 14.782384629616452, "revenue_cagr_3y": 0.01507358804724901, "revenue_cagr_5y": -0.03362044558671373, "earnings_cagr_3y": 0.1107016683601818, "quarterly_revenue_growth_yoy": 0.0815853015639542, "quarterly_earnings_growth_yoy": 0.11480443710897018, "revenue_growth_qoq": 0.044958798248178854, "gross_margin": 0.924445420601801, "operating_margin": 0.2736596975048816, "net_margin": 0.1747696084773249, "roa_ttm": 0.0078568479728638, "roe_ttm": 0.09029277364882768, "debt_to_ebitda": 7.34401195474276, "net_debt_to_ebitda": 5.620846794278802, "interest_coverage": 16.641009852216747, "debt_to_equity": 1.0766294748200809, "current_ratio": 8.902908294707688, "quick_ratio": 8.6487266888016, "fcf_to_ebitda": 0.5163908062335444, "capex_to_revenue": 0.04087295635218239, "working_capital_to_revenue": 3.4239298673364202, "capital_efficiency": 0.04907481081084574, "financial_health": -0.8280532231033162, "margin_quality": 0.45762490886133583, "growth_momentum": 0.09819486933646218, "company_age_years": 26.26420260095825, "ebitda": 351325000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 15.925397682244709, "revenue_cagr_3y": 0.035795168969154245, "revenue_cagr_5y": 0.005050838131842372, "earnings_cagr_3y": 0.1309361135459477, "quarterly_revenue_growth_yoy": 0.05532479804289288, "quarterly_earnings_growth_yoy": 0.06384358784284655, "revenue_growth_qoq": 0.03583601240433583, "gross_margin": 0.894728168619502, "operating_margin": 0.2344638354674445, "net_margin": 0.18920255104563208, "roa_ttm": 0.009170352024039994, "roe_ttm": 0.10496035732500811, "debt_to_ebitda": 7.7161266610771015, "net_debt_to_ebitda": 5.529010991535254, "interest_coverage": 11.358145481110416, "debt_to_equity": 1.2978919060939986, "current_ratio": 3.0438244578815805, "quick_ratio": 2.828667555463812, "fcf_to_ebitda": 0.17902764537654908, "capex_to_revenue": 0.03760069078391743, "working_capital_to_revenue": 2.436525490858471, "capital_efficiency": 0.05706535467452405, "financial_health": -0.6330826579338565, "margin_quality": 0.4394648517108595, "growth_momentum": 0.059584192942869714, "company_age_years": 27.515400410677618, "ebitda": 435335000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 13.282097797769898, "revenue_cagr_3y": 0.18052061372466532, "revenue_cagr_5y": 0.11617231159961228, "earnings_cagr_3y": 0.1970202406241519, "quarterly_revenue_growth_yoy": -0.22196208196885353, "quarterly_earnings_growth_yoy": -0.5914403328514198, "revenue_growth_qoq": 0.016523123597477655, "gross_margin": 0.786495652710119, "operating_margin": 0.26381310617605863, "net_margin": 0.19566768558567288, "roa_ttm": 0.009616932132086411, "roe_ttm": 0.08944154505838814, "debt_to_ebitda": 6.886769380478791, "net_debt_to_ebitda": 5.091778652433022, "interest_coverage": 5.8107154224943365, "debt_to_equity": 0.9093586111765872, "current_ratio": 2.5216860657455453, "quick_ratio": 2.512819735525818, "fcf_to_ebitda": 1.6721659317307058, "capex_to_revenue": 0.02034050753109763, "working_capital_to_revenue": 1.6074737337480611, "capital_efficiency": 0.04952923859523727, "financial_health": -0.3996520937042183, "margin_quality": 0.4153254814906169, "growth_momentum": -0.4067012074101367, "company_age_years": 29.51403148528405, "ebitda": 620689000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 11.815073336580104, "revenue_cagr_3y": 0.2004749168475053, "revenue_cagr_5y": 0.14684263405670572, "earnings_cagr_3y": 0.2923332275117907, "quarterly_revenue_growth_yoy": 0.15582644139057106, "quarterly_earnings_growth_yoy": 0.20918330864701976, "revenue_growth_qoq": 0.01518336137562875, "gross_margin": 0.8216822598587675, "operating_margin": 0.2729077615395696, "net_margin": 0.20543271325013493, "roa_ttm": 0.01018007014400532, "roe_ttm": 0.09222903427766146, "debt_to_ebitda": 5.557623793407005, "net_debt_to_ebitda": 3.842878278330258, "interest_coverage": 7.017897767091829, "debt_to_equity": 0.756702381323426, "current_ratio": 2.486257487089694, "quick_ratio": 2.4783402018157648, "fcf_to_ebitda": 1.200078967219386, "capex_to_revenue": 0.02202118843371335, "working_capital_to_revenue": 1.5000358366743567, "capital_efficiency": 0.05120455221083339, "financial_health": -0.2596406887160048, "margin_quality": 0.43334091154949067, "growth_momentum": 0.18250487501879542, "company_age_years": 29.765913757700204, "ebitda": 650903000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 12.447974583002383, "revenue_cagr_3y": 0.2045240418566654, "revenue_cagr_5y": 0.19675683330274762, "earnings_cagr_3y": 0.30981409853258857, "quarterly_revenue_growth_yoy": 0.37006802721088433, "quarterly_earnings_growth_yoy": 0.17180616740088106, "revenue_growth_qoq": 0.08982683982683982, "gross_margin": 0.8093346573982125, "operating_margin": 0.3316782522343595, "net_margin": 0.2641509433962264, "roa_ttm": 0.011399186858004128, "roe_ttm": 0.10905125408942203, "debt_to_ebitda": 3.2589356632247815, "net_debt_to_ebitda": 1.3169181890389199, "interest_coverage": 8.564625850340136, "debt_to_equity": 0.4971525505876651, "current_ratio": 0.975658419792498, "quick_ratio": 0.9712689545091779, "fcf_to_ebitda": 1.8133439237490072, "capex_to_revenue": 0.008208736440926415, "working_capital_to_revenue": -0.017883318674875404, "capital_efficiency": 0.06022522047371308, "financial_health": -0.16253760101442988, "margin_quality": 0.46838795100959946, "growth_momentum": 0.27093709730588267, "company_age_years": 32.766598220396986, "ebitda": 1259000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 10.975501098737936, "revenue_cagr_3y": 0.25562893501167205, "revenue_cagr_5y": 0.17181861672121923, "earnings_cagr_3y": 1.6827289120537139, "quarterly_revenue_growth_yoy": 0.48678720445062584, "quarterly_earnings_growth_yoy": 0.28717948717948716, "revenue_growth_qoq": 0.06156901688182721, "gross_margin": 0.7362020579981291, "operating_margin": 0.30963517305893357, "net_margin": 0.23479887745556596, "roa_ttm": 0.0118420889643127, "roe_ttm": 0.11116279069767442, "debt_to_ebitda": 6.005196733481811, "net_debt_to_ebitda": 3.425389755011136, "interest_coverage": 5.806034482758621, "debt_to_equity": 0.9405813953488372, "current_ratio": 0.18259681494975613, "quick_ratio": 0.18259681494975613, "fcf_to_ebitda": 1.1321455085374907, "capex_to_revenue": 0.0061153948417973945, "working_capital_to_revenue": -14.793671895772402, "capital_efficiency": 0.06150243983099356, "financial_health": -0.14358265681880839, "margin_quality": 0.4268787028375429, "growth_momentum": 0.3869833458150565, "company_age_years": 33.01300479123888, "ebitda": 1347000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 12.130706574642128, "revenue_cagr_3y": 0.15840234018625243, "revenue_cagr_5y": 0.1760171851307344, "earnings_cagr_3y": -0.13549511172069806, "quarterly_revenue_growth_yoy": 0.07534246575342465, "quarterly_earnings_growth_yoy": -0.38769230769230767, "revenue_growth_qoq": 0.008025682182985553, "gross_margin": 0.5867834394904459, "operating_margin": 0.2070063694267516, "net_margin": 0.15843949044585987, "roa_ttm": 0.008658640398881187, "roe_ttm": 0.08221709006928407, "debt_to_ebitda": 5.81799591002045, "net_debt_to_ebitda": 3.3425357873210633, "interest_coverage": 2.1077586206896552, "debt_to_equity": 0.6570438799076213, "current_ratio": 0.14835369701141513, "quick_ratio": 0.14835369701141513, "fcf_to_ebitda": 1.7453987730061349, "capex_to_revenue": 0.008835341365461847, "working_capital_to_revenue": -11.925100401606425, "capital_efficiency": 0.04543786523408263, "financial_health": -0.10623948374398515, "margin_quality": 0.3174097664543525, "growth_momentum": -0.15617492096944152, "company_age_years": 34.26420260095825, "ebitda": 978000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 11.66886075949367, "revenue_cagr_3y": 0.15788679682756546, "revenue_cagr_5y": 0.1464114590581591, "earnings_cagr_3y": -0.09906371796955937, "quarterly_revenue_growth_yoy": -0.08426966292134831, "quarterly_earnings_growth_yoy": -0.09782608695652174, "revenue_growth_qoq": -0.11823802163833076, "gross_margin": 0.6073619631901841, "operating_margin": 0.18404907975460122, "net_margin": 0.14548641542506574, "roa_ttm": 0.009433732593241796, "roe_ttm": 0.08790834845735027, "debt_to_ebitda": 4.154611211573237, "net_debt_to_ebitda": 1.9448462929475587, "interest_coverage": 2.5251141552511416, "debt_to_equity": 0.5212114337568058, "current_ratio": 0.12853259697113517, "quick_ratio": 0.12853259697113517, "fcf_to_ebitda": 1.1066907775768535, "capex_to_revenue": 0.008912294915940856, "working_capital_to_revenue": -12.27344541219364, "capital_efficiency": 0.04867104052529603, "financial_health": -0.1057992696111621, "margin_quality": 0.31229915278995035, "growth_momentum": -0.09104787493893503, "company_age_years": 34.76796714579056, "ebitda": 1106000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 12.049157875886035, "revenue_cagr_3y": 0.019074798027104434, "revenue_cagr_5y": -0.029470901523657944, "earnings_cagr_3y": 0.2110680120174968, "quarterly_revenue_growth_yoy": 0.04997392810886276, "quarterly_earnings_growth_yoy": -0.026536701072957396, "revenue_growth_qoq": 0.011321512818518807, "gross_margin": 0.8702156291051232, "operating_margin": 0.2682708019608471, "net_margin": 0.16830924994393, "roa_ttm": 0.007701039416985014, "roe_ttm": 0.07606793558864282, "debt_to_ebitda": 6.2070147162386835, "net_debt_to_ebitda": 3.10386794347764, "interest_coverage": 13.273915836813364, "debt_to_equity": 0.8684765486911449, "current_ratio": 1.05296805968898, "quick_ratio": 1.0487207109024606, "fcf_to_ebitda": 1.135311470728455, "capex_to_revenue": 0.02522867814426343, "working_capital_to_revenue": 1.02873333962897, "capital_efficiency": 0.041884487502813914, "financial_health": -0.7554509115871676, "margin_quality": 0.43559856033663347, "growth_momentum": 0.011718613517952682, "company_age_years": 26.21492128678987, "ebitda": 413217000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 15.645864936282884, "revenue_cagr_3y": 0.0854755177216937, "revenue_cagr_5y": 0.052107104975491536, "earnings_cagr_3y": 0.24111922288801813, "quarterly_revenue_growth_yoy": 0.10440390425284685, "quarterly_earnings_growth_yoy": 0.43571259585009114, "revenue_growth_qoq": 0.01034582645693314, "gross_margin": 0.8642064285338524, "operating_margin": 0.35082066389604927, "net_margin": 0.27136093429428165, "roa_ttm": 0.00973879328636513, "roe_ttm": 0.1037654384668332, "debt_to_ebitda": 6.90745196757117, "net_debt_to_ebitda": 5.141415156370918, "interest_coverage": 14.601621621621621, "debt_to_equity": 1.3253568837424043, "current_ratio": 1.0123137996927574, "quick_ratio": 1.0121453407770993, "fcf_to_ebitda": 0.9412399320961865, "capex_to_revenue": 0.035511233898941875, "working_capital_to_revenue": 0.21288408533682263, "capital_efficiency": 0.05675211587659917, "financial_health": -0.5961000425781455, "margin_quality": 0.49546267557472773, "growth_momentum": 0.270058250051469, "company_age_years": 28.213552361396303, "ebitda": 567273000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 14.882887338252774, "revenue_cagr_3y": 0.10055720451300032, "revenue_cagr_5y": 0.06382871869360884, "earnings_cagr_3y": 0.25840243110079597, "quarterly_revenue_growth_yoy": 0.13836385657136566, "quarterly_earnings_growth_yoy": 0.46285015065194796, "revenue_growth_qoq": 0.06060550265663633, "gross_margin": 0.8585217535793027, "operating_margin": 0.35245436125598617, "net_margin": 0.2757321667274274, "roa_ttm": 0.010773683491699276, "roe_ttm": 0.10795234640719716, "debt_to_ebitda": 6.004869772529471, "net_debt_to_ebitda": 4.225411543189599, "interest_coverage": 13.049517201758844, "debt_to_equity": 1.119542481060355, "current_ratio": 1.014784403328875, "quick_ratio": 1.014550787635607, "fcf_to_ebitda": 0.9590336312315648, "capex_to_revenue": 0.039239691732981745, "working_capital_to_revenue": 0.2498388033463609, "capital_efficiency": 0.05936301494944821, "financial_health": -0.4898721910693687, "margin_quality": 0.49556942718757213, "growth_momentum": 0.3006070036116568, "company_age_years": 28.462696783025326, "ebitda": 590582000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 12.460387843704776, "revenue_cagr_3y": 0.2324108189406262, "revenue_cagr_5y": 0.14848572826434658, "earnings_cagr_3y": 0.3176884453761528, "quarterly_revenue_growth_yoy": 0.5366852543532011, "quarterly_earnings_growth_yoy": 0.16497683345288178, "revenue_growth_qoq": 0.37338088230454225, "gross_margin": 0.7753694260865398, "operating_margin": 0.27485335072413164, "net_margin": 0.205721504167116, "roa_ttm": 0.009553822885576407, "roe_ttm": 0.09689406977712808, "debt_to_ebitda": 5.263579353593825, "net_debt_to_ebitda": 3.2820742884708154, "interest_coverage": 5.776304057066429, "debt_to_equity": 0.7119608208618428, "current_ratio": 0.20574889419202966, "quick_ratio": 0.20546020262228984, "fcf_to_ebitda": 0.9059591574208072, "capex_to_revenue": 0.029071872432912538, "working_capital_to_revenue": -17.046531075226124, "capital_efficiency": 0.053223946331352245, "financial_health": -0.43163074601726953, "margin_quality": 0.41864809365926253, "growth_momentum": 0.35083104390304143, "company_age_years": 29.21286789869952, "ebitda": 621900000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 12.311837510917993, "revenue_cagr_3y": 0.23726497382725564, "revenue_cagr_5y": 0.15464672350800024, "earnings_cagr_3y": 0.37213439074927046, "quarterly_revenue_growth_yoy": 0.5027441527103003, "quarterly_earnings_growth_yoy": 0.40477239816155636, "revenue_growth_qoq": 0.03717967809906251, "gross_margin": 0.7838260680135591, "operating_margin": 0.34792998623621557, "net_margin": 0.25775574398700857, "roa_ttm": 0.01036594732898035, "roe_ttm": 0.10317984541261167, "debt_to_ebitda": 5.739088246735612, "net_debt_to_ebitda": 4.122307935086574, "interest_coverage": 5.7308044990704055, "debt_to_equity": 0.8224030967963422, "current_ratio": 0.20617364535633037, "quick_ratio": 0.2057984135183739, "fcf_to_ebitda": 0.7671762952959051, "capex_to_revenue": 0.028627118318628207, "working_capital_to_revenue": -15.465058973951223, "capital_efficiency": 0.05677289637079601, "financial_health": -0.461823202604081, "margin_quality": 0.4631705994122611, "growth_momentum": 0.4537582754359283, "company_age_years": 29.462012320328544, "ebitda": 681215000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 12.392976954709795, "revenue_cagr_3y": 0.23581750393345713, "revenue_cagr_5y": 0.15689253778506695, "earnings_cagr_3y": 0.27655227782657943, "quarterly_revenue_growth_yoy": 0.4729554149322682, "quarterly_earnings_growth_yoy": 0.24451902181388055, "revenue_growth_qoq": 0.010293132300664424, "gross_margin": 0.7568015681790338, "operating_margin": 0.3054437048229673, "net_margin": 0.22171111201862212, "roa_ttm": 0.010850863916887332, "roe_ttm": 0.10621938951347323, "debt_to_ebitda": 6.326569701653189, "net_debt_to_ebitda": 4.791373885684321, "interest_coverage": 5.9732273858784355, "debt_to_equity": 0.9416234428009311, "current_ratio": 0.2025540685973905, "quick_ratio": 0.20166605115853414, "fcf_to_ebitda": 0.6550603041426324, "capex_to_revenue": 0.0243837185709489, "working_capital_to_revenue": -14.26997426961067, "capital_efficiency": 0.05853512671518028, "financial_health": -0.41898145737433584, "margin_quality": 0.42798546167354107, "growth_momentum": 0.3587372183730744, "company_age_years": 29.713894592744694, "ebitda": 724660000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 11.362205372179838, "revenue_cagr_3y": 0.21999695314358947, "revenue_cagr_5y": 0.15074655284241434, "earnings_cagr_3y": 0.30309274269442565, "quarterly_revenue_growth_yoy": 0.4203758468778944, "quarterly_earnings_growth_yoy": 0.4436608324053717, "revenue_growth_qoq": -0.01301425246048924, "gross_margin": 0.7824341948468078, "operating_margin": 0.3419881894976564, "net_margin": 0.2510459974048672, "roa_ttm": 0.011695884110131755, "roe_ttm": 0.11408647648881254, "debt_to_ebitda": 5.266613115610779, "net_debt_to_ebitda": 3.830990798014213, "interest_coverage": 7.226190587465532, "debt_to_equity": 0.8239260253071318, "current_ratio": 0.20249956143563827, "quick_ratio": 0.20214313024699418, "fcf_to_ebitda": 0.7241577350231666, "capex_to_revenue": 0.025434046750975884, "working_capital_to_revenue": -13.36318354416178, "capital_efficiency": 0.06289118029947215, "financial_health": -0.4128376261247788, "margin_quality": 0.45848946058311046, "growth_momentum": 0.43201833964163305, "company_age_years": 29.965776865160848, "ebitda": 773094000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 14.458457871503079, "revenue_cagr_3y": 0.06497981441912981, "revenue_cagr_5y": 0.05675690774713815, "earnings_cagr_3y": 0.11165626786919458, "quarterly_revenue_growth_yoy": 0.02641141024646339, "quarterly_earnings_growth_yoy": 0.4957179996941428, "revenue_growth_qoq": 0.10167103856990188, "gross_margin": 0.9230124785043432, "operating_margin": 0.4405208090555769, "net_margin": 0.24643313827140276, "roa_ttm": 0.009414045320397092, "roe_ttm": 0.07495540045176541, "debt_to_ebitda": 8.644047505028254, "net_debt_to_ebitda": 7.477666716005955, "interest_coverage": 21.067779510226543, "debt_to_equity": 1.0963151469507493, "current_ratio": 0.2653698452668965, "quick_ratio": 0.2588565711375243, "fcf_to_ebitda": 0.23468668100408355, "capex_to_revenue": 0.14270389248926021, "working_capital_to_revenue": -13.564583466200935, "capital_efficiency": 0.04218472288608125, "financial_health": -0.7366981314160814, "margin_quality": 0.5366554752771077, "growth_momentum": 0.2610647049703031, "company_age_years": 26.26420260095825, "ebitda": 229702000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 15.910881165031878, "revenue_cagr_3y": 0.09159838342748916, "revenue_cagr_5y": 0.08887558932986739, "earnings_cagr_3y": 0.1893154827968868, "quarterly_revenue_growth_yoy": 0.21349683630200197, "quarterly_earnings_growth_yoy": 0.13247027333093117, "revenue_growth_qoq": 0.07087460810041146, "gross_margin": 0.87961646668191, "operating_margin": 0.24030976926365183, "net_margin": 0.2187124096589158, "roa_ttm": 0.00645558911833731, "roe_ttm": 0.05129635058392021, "debt_to_ebitda": 3.685052286241542, "net_debt_to_ebitda": 2.379093132930557, "interest_coverage": 9.631699811693382, "debt_to_equity": 0.35123658369750227, "current_ratio": 0.266423260892131, "quick_ratio": 0.2661423617194916, "fcf_to_ebitda": 0.9131709829241194, "capex_to_revenue": 0.06096432023294414, "working_capital_to_revenue": -13.238226710003847, "capital_efficiency": 0.02887596985112876, "financial_health": -0.09806962469786613, "margin_quality": 0.44621288186815916, "growth_momentum": 0.17298355481646657, "company_age_years": 28.262833675564682, "ebitda": 209711000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 12.77981257606491, "revenue_cagr_3y": 0.1233813084092319, "revenue_cagr_5y": 0.1054001840943326, "earnings_cagr_3y": 0.1408879400389429, "quarterly_revenue_growth_yoy": 0.22046356092442868, "quarterly_earnings_growth_yoy": 3.5684312983290973, "revenue_growth_qoq": 0.0889057978995004, "gross_margin": 0.8510541462472762, "operating_margin": 0.23317641433969896, "net_margin": 0.21835952225522015, "roa_ttm": 0.009672840243029921, "roe_ttm": 0.07095186219358485, "debt_to_ebitda": 3.571245436105477, "net_debt_to_ebitda": 2.28457200811359, "interest_coverage": 8.49736288737978, "debt_to_equity": 0.3273058518647962, "current_ratio": 0.2984710724117231, "quick_ratio": 0.2982581256295091, "fcf_to_ebitda": 0.8061866125760649, "capex_to_revenue": 0.04141093071969025, "working_capital_to_revenue": -13.204787600160232, "capital_efficiency": 0.04031235121830738, "financial_health": -0.07608800545224445, "margin_quality": 0.43419669428073177, "growth_momentum": 1.894447429626763, "company_age_years": 28.76659822039699, "ebitda": 246500000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 13.4226917615782, "revenue_cagr_3y": 0.15740487930784486, "revenue_cagr_5y": 0.10624780109109877, "earnings_cagr_3y": 0.27774205642147876, "quarterly_revenue_growth_yoy": 0.18925622914082835, "quarterly_earnings_growth_yoy": 0.17283204468249172, "revenue_growth_qoq": 0.02712369323562674, "gross_margin": 0.8526868437306979, "operating_margin": 0.3105334300113686, "net_margin": 0.251882088603629, "roa_ttm": 0.009914301732387592, "roe_ttm": 0.07235910681892181, "debt_to_ebitda": 3.4707939337180145, "net_debt_to_ebitda": 2.2506042113531315, "interest_coverage": 8.309005334170067, "debt_to_equity": 0.33398864482068935, "current_ratio": 0.32656742515567017, "quick_ratio": 0.32635236617349794, "fcf_to_ebitda": 0.6731065526721247, "capex_to_revenue": 0.04214574860313961, "working_capital_to_revenue": -12.196174550534037, "capital_efficiency": 0.041136704275654704, "financial_health": -0.07533496387343237, "margin_quality": 0.4717007874485652, "growth_momentum": 0.18104413691166005, "company_age_years": 29.013004791238878, "ebitda": 264808000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 12.222135452801007, "revenue_cagr_3y": 0.1481450381236178, "revenue_cagr_5y": 0.11695209433134113, "earnings_cagr_3y": 0.17189963907092953, "quarterly_revenue_growth_yoy": 0.1943265302064797, "quarterly_earnings_growth_yoy": 0.43096747801186336, "revenue_growth_qoq": 0.07544019836900574, "gross_margin": 0.8550173341601568, "operating_margin": 0.32180774689212865, "net_margin": 0.26204755344872793, "roa_ttm": 0.010825659701513283, "roe_ttm": 0.07780063707151162, "debt_to_ebitda": 3.3721601581140033, "net_debt_to_ebitda": 2.3535364132623533, "interest_coverage": 8.733573729790441, "debt_to_equity": 0.35546435620923544, "current_ratio": 0.3317293615687447, "quick_ratio": 0.3315445048065053, "fcf_to_ebitda": 0.5424677561822507, "capex_to_revenue": 0.045844244440585116, "working_capital_to_revenue": -11.567635243812877, "capital_efficiency": 0.04431314838651245, "financial_health": -0.0749013711525261, "margin_quality": 0.47962421150033774, "growth_momentum": 0.3126470041091715, "company_age_years": 29.2621492128679, "ebitda": 295483000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 11.798012416109795, "revenue_cagr_3y": 0.3592740691401499, "revenue_cagr_5y": 0.24693499509030858, "earnings_cagr_3y": 0.8638852975220308, "quarterly_revenue_growth_yoy": 0.8830903256912002, "quarterly_earnings_growth_yoy": 6.314289857173929, "revenue_growth_qoq": -0.09075583840939669, "gross_margin": 0.7746932000776933, "operating_margin": 0.3319990111772288, "net_margin": 0.25885967545424043, "roa_ttm": 0.012592803190392236, "roe_ttm": 0.1141603880376532, "debt_to_ebitda": 8.07508847256931, "net_debt_to_ebitda": 6.740590280356813, "interest_coverage": 7.3117964979283645, "debt_to_equity": 1.2772237829578283, "current_ratio": 0.21811805733908488, "quick_ratio": 0.25914090631535364, "fcf_to_ebitda": 0.8006078670503473, "capex_to_revenue": 0.0182910086310122, "working_capital_to_revenue": -13.51290735933677, "capital_efficiency": 0.06337659561402272, "financial_health": -1.0621854416786047, "margin_quality": 0.4551839622363875, "growth_momentum": 3.5986900914325646, "company_age_years": 33.01300479123888, "ebitda": 834722000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 11.134500766219542, "revenue_cagr_3y": 0.4383969004956143, "revenue_cagr_5y": 0.25964934922604854, "earnings_cagr_3y": 0.21358901375904105, "quarterly_revenue_growth_yoy": 0.1075477877782737, "quarterly_earnings_growth_yoy": -0.3400254066306324, "revenue_growth_qoq": 0.04926253732183245, "gross_margin": 0.656534438895694, "operating_margin": 0.2445070994208844, "net_margin": 0.1920431401256804, "roa_ttm": 0.011855651748357848, "roe_ttm": 0.10462025202682054, "debt_to_ebitda": 6.520469358585834, "net_debt_to_ebitda": 5.077965294184099, "interest_coverage": 3.6139928908375234, "debt_to_equity": 0.9545726150029661, "current_ratio": 0.2049851636057278, "quick_ratio": 0.2049851636057278, "fcf_to_ebitda": 0.5869032942528623, "capex_to_revenue": 0.015107298232436265, "working_capital_to_revenue": -12.043822384626498, "capital_efficiency": 0.05823795188758919, "financial_health": -0.8793024270374112, "margin_quality": 0.36436155948075294, "growth_momentum": -0.11623880942617935, "company_age_years": 33.765913757700204, "ebitda": 814388000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 11.85778635753853, "revenue_cagr_3y": 0.46104226402159343, "revenue_cagr_5y": 0.246931855018248, "earnings_cagr_3y": 0.11480616485646977, "quarterly_revenue_growth_yoy": 0.18924125509861742, "quarterly_earnings_growth_yoy": -0.17950886766712143, "revenue_growth_qoq": -0.023689379498293094, "gross_margin": 0.61631351308012, "operating_margin": 0.2268319517507717, "net_margin": 0.17859460165730517, "roa_ttm": 0.011217864537496559, "roe_ttm": 0.0993092907612814, "debt_to_ebitda": 6.818089387841559, "net_debt_to_ebitda": 5.612003106686436, "interest_coverage": 3.252151150411443, "debt_to_equity": 0.9491806495612116, "current_ratio": 0.20332117909673983, "quick_ratio": 0.20332117909673983, "fcf_to_ebitda": 0.6810126257277285, "capex_to_revenue": 0.013750049105969171, "working_capital_to_revenue": -11.442890513331138, "capital_efficiency": 0.055263577649388974, "financial_health": -0.8721471716584936, "margin_quality": 0.34058002216273225, "growth_momentum": 0.004866193715747993, "company_age_years": 34.01505817932922, "ebitda": 778965000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 11.64908328904778, "revenue_cagr_3y": 0.18405563125123137, "revenue_cagr_5y": 0.1269126063913968, "earnings_cagr_3y": 0.34745425008972064, "quarterly_revenue_growth_yoy": 0.4574732764419375, "quarterly_earnings_growth_yoy": 0.20379849137931033, "revenue_growth_qoq": 0.07299494354369583, "gross_margin": 0.7167708321749091, "operating_margin": 0.3412856841004882, "net_margin": 0.2733149097541175, "roa_ttm": 0.01312924378279267, "roe_ttm": 0.08602340543449451, "debt_to_ebitda": 5.954790489073546, "net_debt_to_ebitda": 2.094740889253909, "interest_coverage": 5.230156975458766, "debt_to_equity": 0.642173719651009, "current_ratio": 0.28404472213029747, "quick_ratio": 0.3776225958315286, "fcf_to_ebitda": 1.1646476480345267, "capex_to_revenue": 0.013350158771531104, "working_capital_to_revenue": -12.890609752608844, "capital_efficiency": 0.049576324608643585, "financial_health": -0.5417158489644002, "margin_quality": 0.44379047534317156, "growth_momentum": 0.33063588391062393, "company_age_years": 33.01300479123888, "ebitda": 496776000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 11.763805370791605, "revenue_cagr_3y": 0.10306731883615772, "revenue_cagr_5y": 0.13404794807331366, "earnings_cagr_3y": -0.04922383447583767, "quarterly_revenue_growth_yoy": 0.1975567919096699, "quarterly_earnings_growth_yoy": -0.20422994035984562, "revenue_growth_qoq": 0.032327165002005824, "gross_margin": 0.6354116067447358, "operating_margin": 0.25957368367298644, "net_margin": 0.19776354564454376, "roa_ttm": 0.012217616069820782, "roe_ttm": 0.07677521985898844, "debt_to_ebitda": 4.280242774441845, "net_debt_to_ebitda": 0.8353187223078664, "interest_coverage": 3.3251245653654515, "debt_to_equity": 0.41607590479623746, "current_ratio": 0.23658689299047017, "quick_ratio": 0.1725483228654671, "fcf_to_ebitda": 0.9132070590010888, "capex_to_revenue": 0.007644307813062106, "working_capital_to_revenue": -11.598899826667102, "capital_efficiency": 0.04449641796440461, "financial_health": -0.32168609657492375, "margin_quality": 0.3642496120207553, "growth_momentum": -0.00333657422508786, "company_age_years": 33.765913757700204, "ebitda": 463805000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 11.493660975330583, "revenue_cagr_3y": 0.5526246067029648, "revenue_cagr_5y": 0.5235778162861118, "earnings_cagr_3y": 0.31014299804156154, "quarterly_revenue_growth_yoy": 0.5762505010912654, "quarterly_earnings_growth_yoy": 0.021758493447003435, "revenue_growth_qoq": 0.6822779996196996, "gross_margin": 0.7159408167648156, "operating_margin": 0.1853884323676685, "net_margin": 0.18152841043957907, "roa_ttm": 0.010418440070333396, "roe_ttm": 0.07685132915783223, "debt_to_ebitda": 1.8519533720895207, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.9186732766761097, "debt_to_equity": 0.149925443286299, "current_ratio": 184.74565363557775, "quick_ratio": 183.24565363557775, "fcf_to_ebitda": 0.17514081749450286, "capex_to_revenue": 0.17730683948165032, "working_capital_to_revenue": 9.112208273493525, "capital_efficiency": 0.04363488461408281, "financial_health": -0.10994180802992758, "margin_quality": 0.3609525531906877, "growth_momentum": 0.2990044972691344, "company_age_years": 25.522245037645447, "ebitda": 66398000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 12.731662409939187, "revenue_cagr_3y": 0.46531241526571243, "revenue_cagr_5y": 0.3884383913918401, "earnings_cagr_3y": 0.4981415298205212, "quarterly_revenue_growth_yoy": 0.411656960953981, "quarterly_earnings_growth_yoy": 1.3154093097913322, "revenue_growth_qoq": -0.0694938258241255, "gross_margin": 0.8270172078997056, "operating_margin": 0.1908886721371621, "net_margin": 0.18071426653900188, "roa_ttm": 0.015689103315763342, "roe_ttm": 0.11549318915932759, "debt_to_ebitda": 5.482392825182408, "net_debt_to_ebitda": 4.655792959742898, "interest_coverage": 10.065154503616043, "debt_to_equity": 0.999278494983397, "current_ratio": 0.2042453251882554, "quick_ratio": 0.19839905338453676, "fcf_to_ebitda": 0.22520592327439234, "capex_to_revenue": 0.3045605774656108, "working_capital_to_revenue": -7.931836488511003, "capital_efficiency": 0.06559114623754547, "financial_health": -0.2144448281306736, "margin_quality": 0.39954004885862315, "growth_momentum": 0.8635331353726566, "company_age_years": 26.023271731690624, "ebitda": 153091000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 10.582797901962055, "revenue_cagr_3y": 0.017211820591934934, "revenue_cagr_5y": 0.059393411309657695, "earnings_cagr_3y": 0.04766861468470873, "quarterly_revenue_growth_yoy": -0.09973925057915459, "quarterly_earnings_growth_yoy": 0.5662938615213865, "revenue_growth_qoq": -0.031986014845264095, "gross_margin": 0.9541657050542349, "operating_margin": 0.5421936302792523, "net_margin": 0.4234018001384722, "roa_ttm": 0.013287263826314934, "roe_ttm": 0.10407545176844157, "debt_to_ebitda": 0.5016479958557275, "net_debt_to_ebitda": 0.042265103930583435, "interest_coverage": 14.36424518649428, "debt_to_equity": 0.06313959098777788, "current_ratio": 0.16640681614904773, "quick_ratio": 0.16610608786439074, "fcf_to_ebitda": 1.0063523926698181, "capex_to_revenue": 0.0078307962529274, "working_capital_to_revenue": -18.824119846670495, "capital_efficiency": 0.05868135779737825, "financial_health": -0.0411675760943505, "margin_quality": 0.6399203784906531, "growth_momentum": 0.23327730547111597, "company_age_years": 30.286105407255306, "ebitda": 308860000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 9.078988643448701, "revenue_cagr_3y": 0.005053706045055728, "revenue_cagr_5y": 0.06325255063810764, "earnings_cagr_3y": 0.015746791190701215, "quarterly_revenue_growth_yoy": -0.06147225415844822, "quarterly_earnings_growth_yoy": 0.4211630860992986, "revenue_growth_qoq": 0.026759750750057695, "gross_margin": 0.9529439530675777, "operating_margin": 0.5612391687926365, "net_margin": 0.4338046055810922, "roa_ttm": 0.014382096014122539, "roe_ttm": 0.11347042865292452, "debt_to_ebitda": 0.5596539226934585, "net_debt_to_ebitda": 0.17956390159743318, "interest_coverage": 20.217048463220905, "debt_to_equity": 0.08015921009869281, "current_ratio": 0.16817522683126537, "quick_ratio": 0.16788068435683165, "fcf_to_ebitda": 0.8821384138408147, "capex_to_revenue": 0.005963207473025925, "working_capital_to_revenue": -19.306130497266103, "capital_efficiency": 0.06392626233352353, "financial_health": -0.059315718777617744, "margin_quality": 0.6493292424804354, "growth_momentum": 0.1798454159704252, "company_age_years": 30.535249828884325, "ebitda": 351251000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 8.597588108272825, "revenue_cagr_3y": -0.00701165279517979, "revenue_cagr_5y": 0.06343810967543706, "earnings_cagr_3y": 0.012459341511160238, "quarterly_revenue_growth_yoy": -0.007507779442514448, "quarterly_earnings_growth_yoy": 0.2747297249709476, "revenue_growth_qoq": 0.01621169039885816, "gross_margin": 0.8938692678179415, "operating_margin": 0.4945449920649403, "net_margin": 0.40033067356768026, "roa_ttm": 0.014796902787652238, "roe_ttm": 0.11930096768916056, "debt_to_ebitda": 0.5105787720533378, "net_debt_to_ebitda": 0.10001891411939012, "interest_coverage": 23.58099485845258, "debt_to_equity": 0.07890297979410471, "current_ratio": 0.174060365017196, "quick_ratio": 0.3492047625459594, "fcf_to_ebitda": 0.8410163186818961, "capex_to_revenue": 0.005953586213102951, "working_capital_to_revenue": -19.751518628509718, "capital_efficiency": 0.0670489352384064, "financial_health": -0.05803160018753235, "margin_quality": 0.5962483111501874, "growth_momentum": 0.13361097276421657, "company_age_years": 30.78713210130048, "ebitda": 380668000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 16.604437700642055, "revenue_cagr_3y": 0.275011054982228, "revenue_cagr_5y": 0.17281360033779047, "earnings_cagr_3y": 0.3104921987275302, "quarterly_revenue_growth_yoy": 0.0571063965544744, "quarterly_earnings_growth_yoy": 0.2008206106870229, "revenue_growth_qoq": 0.032201048311730526, "gross_margin": 0.934667795120095, "operating_margin": 0.32384973199231076, "net_margin": 0.2064118461366872, "roa_ttm": 0.009499943923556112, "roe_ttm": 0.05771191886636504, "debt_to_ebitda": 0.9357218097913322, "net_debt_to_ebitda": 0.0, "interest_coverage": 25.93975668466593, "debt_to_equity": 0.09691062967194013, "current_ratio": 0.227851054331259, "quick_ratio": 0.26678586293868517, "fcf_to_ebitda": 0.7828425963081862, "capex_to_revenue": 0.056750344341746514, "working_capital_to_revenue": -11.55372728133676, "capital_efficiency": 0.03360593139496058, "financial_health": 0.015281564665106044, "margin_quality": 0.488309791083031, "growth_momentum": 0.12896350362074865, "company_age_years": 23.540041067761805, "ebitda": 398720000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 14.471354934017125, "revenue_cagr_3y": 0.29543573167200576, "revenue_cagr_5y": 0.15284682019638463, "earnings_cagr_3y": 0.27375805402567477, "quarterly_revenue_growth_yoy": -0.03470119394385583, "quarterly_earnings_growth_yoy": -0.007972061216653562, "revenue_growth_qoq": 0.0823433563271195, "gross_margin": 0.9109855455965301, "operating_margin": 0.2810534239261993, "net_margin": 0.1799090755349522, "roa_ttm": 0.009209196541411963, "roe_ttm": 0.056953357603664434, "debt_to_ebitda": 1.395116624917861, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.903229775453706, "debt_to_equity": 0.14472658462317517, "current_ratio": 0.22944347158782447, "quick_ratio": 0.27535256474294567, "fcf_to_ebitda": 1.3587852826814097, "capex_to_revenue": 0.034993294469780216, "working_capital_to_revenue": -12.15447626970888, "capital_efficiency": 0.0330812770725382, "financial_health": -0.014893648165362199, "margin_quality": 0.4573160150192272, "growth_momentum": -0.021336627580254695, "company_age_years": 24.03832991101985, "ebitda": 404802000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 14.844023827908474, "revenue_cagr_3y": 0.292651218414151, "revenue_cagr_5y": 0.15211934385187376, "earnings_cagr_3y": 0.3805868998640398, "quarterly_revenue_growth_yoy": 0.03999227987485271, "quarterly_earnings_growth_yoy": 0.0739704118352659, "revenue_growth_qoq": 0.018483332172736587, "gross_margin": 0.9035693471770478, "operating_margin": 0.31361287738935933, "net_margin": 0.20113758086624145, "roa_ttm": 0.009153493418703864, "roe_ttm": 0.057776526143510754, "debt_to_ebitda": 0.910042625911035, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.997216675742724, "debt_to_equity": 0.09590434997326673, "current_ratio": 0.2555789938789519, "quick_ratio": 0.30219016890934863, "fcf_to_ebitda": 1.2524683573411695, "capex_to_revenue": 0.0275101075340972, "working_capital_to_revenue": -12.006499018604574, "capital_efficiency": 0.03346500978110731, "financial_health": 0.04230010022614863, "margin_quality": 0.4727732684775496, "growth_momentum": 0.056981345855059304, "company_age_years": 24.290212183436, "ebitda": 413129000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 13.978649638504757, "revenue_cagr_3y": 0.10185552308034884, "revenue_cagr_5y": 0.08348548815402124, "earnings_cagr_3y": 0.2725659340727622, "quarterly_revenue_growth_yoy": 0.23395476164986925, "quarterly_earnings_growth_yoy": 0.6942192590347753, "revenue_growth_qoq": 0.22995192058512373, "gross_margin": 0.81709025018405, "operating_margin": 0.36987975400510137, "net_margin": 0.2771532609692556, "roa_ttm": 0.012760953438451086, "roe_ttm": 0.08445746926752161, "debt_to_ebitda": 0.6527098839109908, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.665086887835702, "debt_to_equity": 0.08121589960711902, "current_ratio": 0.2341823463708359, "quick_ratio": 0.29757534494520627, "fcf_to_ebitda": 0.6206371591263294, "capex_to_revenue": 0.00812296064904958, "working_capital_to_revenue": -11.911213284653678, "capital_efficiency": 0.04860921135298635, "financial_health": 0.028574823461823454, "margin_quality": 0.48804108838613564, "growth_momentum": 0.4640870103423223, "company_age_years": 27.0362765229295, "ebitda": 526148000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 9.363546450972258, "revenue_cagr_3y": 0.004966095446037766, "revenue_cagr_5y": 0.01930883898307245, "earnings_cagr_3y": 0.20733373438691083, "quarterly_revenue_growth_yoy": -0.08374751491053678, "quarterly_earnings_growth_yoy": 1.1944412953935684, "revenue_growth_qoq": -0.04042404911381717, "gross_margin": 1.036175149926167, "operating_margin": 0.4654009583220324, "net_margin": 0.35000753397824186, "roa_ttm": 0.016492705208673675, "roe_ttm": 0.18055818641109692, "debt_to_ebitda": 0.8212476589112209, "net_debt_to_ebitda": 0.0, "interest_coverage": 57.90174672489083, "debt_to_equity": 0.1889473219979207, "current_ratio": 0.3002619410520933, "quick_ratio": 0.4084763921707916, "fcf_to_ebitda": 0.8055702200937692, "capex_to_revenue": 0.008130365311000271, "working_capital_to_revenue": -13.020826506793469, "capital_efficiency": 0.0985254458098853, "financial_health": 0.08657032372294796, "margin_quality": 0.6171945474088137, "growth_momentum": 0.5553468902415157, "company_age_years": 29.037645448323065, "ebitda": 636456000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 8.187417425637987, "revenue_cagr_3y": -0.03119200002415512, "revenue_cagr_5y": 0.006420191091655925, "earnings_cagr_3y": 0.059060441063304436, "quarterly_revenue_growth_yoy": -0.15256411284180824, "quarterly_earnings_growth_yoy": -0.13457888540974286, "revenue_growth_qoq": -0.04429979206220053, "gross_margin": 1.0333238734903667, "operating_margin": 0.4538990319427364, "net_margin": 0.3407624633431085, "roa_ttm": 0.015624891252374158, "roe_ttm": 0.17729934002576422, "debt_to_ebitda": 0.8214474345266467, "net_debt_to_ebitda": 0.0, "interest_coverage": 74.36426775236498, "debt_to_equity": 0.18738463674602251, "current_ratio": 0.3260139105718893, "quick_ratio": 0.4377485123277164, "fcf_to_ebitda": 1.1315119095160189, "capex_to_revenue": 0.009882783392324889, "working_capital_to_revenue": -13.4267512632731, "capital_efficiency": 0.09646211563906919, "financial_health": 0.1056532089315914, "margin_quality": 0.6093284562587372, "growth_momentum": -0.14357149912577555, "company_age_years": 29.28952772073922, "ebitda": 621016000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 13.665163682987284, "revenue_cagr_3y": 0.01913141470997326, "revenue_cagr_5y": 0.04364736492583443, "earnings_cagr_3y": -0.0031381961822938287, "quarterly_revenue_growth_yoy": 0.19633983534821628, "quarterly_earnings_growth_yoy": -0.06100459515132309, "revenue_growth_qoq": 0.16263480822769413, "gross_margin": 0.794082546767719, "operating_margin": 0.2904170735109499, "net_margin": 0.21430748645143957, "roa_ttm": 0.010573513047135233, "roe_ttm": 0.13579662444058574, "debt_to_ebitda": 2.679974022882416, "net_debt_to_ebitda": 0.0, "interest_coverage": 10.239544132740335, "debt_to_equity": 0.517533891490774, "current_ratio": 0.22795711800752683, "quick_ratio": 0.3009418916175675, "fcf_to_ebitda": 2.1674250286604453, "capex_to_revenue": 0.02010025639217985, "working_capital_to_revenue": -15.683480700087937, "capital_efficiency": 0.07318506874386049, "financial_health": -0.35237165761012135, "margin_quality": 0.4329357022433695, "growth_momentum": 0.0676676200984466, "company_age_years": 30.54072553045859, "ebitda": 478883000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 11.51593307525057, "revenue_cagr_3y": 0.25516043435084157, "revenue_cagr_5y": 0.16236039532308721, "earnings_cagr_3y": 0.028475671167831118, "quarterly_revenue_growth_yoy": 1.222384397533734, "quarterly_earnings_growth_yoy": 0.616432651118515, "revenue_growth_qoq": 0.03436784935009023, "gross_margin": 0.6596256185860967, "operating_margin": 0.24861282659048586, "net_margin": 0.18357581277686036, "roa_ttm": 0.006504147858976315, "roe_ttm": 0.0730000375634531, "debt_to_ebitda": 8.277880893037068, "net_debt_to_ebitda": 4.02889289565325, "interest_coverage": 2.6295215164220176, "debt_to_equity": 1.010949098930478, "current_ratio": 0.3016071461017448, "quick_ratio": 0.40478222168357564, "fcf_to_ebitda": 1.27628113344293, "capex_to_revenue": 0.009628718534745933, "working_capital_to_revenue": -12.325321831626576, "capital_efficiency": 0.0397520927112147, "financial_health": -0.9089347253613904, "margin_quality": 0.36393808598448096, "growth_momentum": 0.9194085243261245, "company_age_years": 31.288158795345655, "ebitda": 565710000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 12.032408472012103, "revenue_cagr_3y": 0.11470553067176881, "revenue_cagr_5y": 0.1356900637779852, "earnings_cagr_3y": -0.12385770105284544, "quarterly_revenue_growth_yoy": 0.0706729356450191, "quarterly_earnings_growth_yoy": 4.0175953079178885, "revenue_growth_qoq": 0.035085227272727275, "gross_margin": 0.45944833264717994, "operating_margin": 0.15548236585700562, "net_margin": 0.14121037463976946, "roa_ttm": 0.05464004612558495, "roe_ttm": 0.20726310970957734, "debt_to_ebitda": 1.618910741301059, "net_debt_to_ebitda": 0.7862329803328291, "interest_coverage": 75.97701149425288, "debt_to_equity": 0.5442754692029907, "current_ratio": 1.296282990851176, "quick_ratio": 1.2960195430377928, "fcf_to_ebitda": 0.4874432677760968, "capex_to_revenue": 0.023112480739599383, "working_capital_to_revenue": 0.43321893822664237, "capital_efficiency": 0.13095157791758114, "financial_health": -0.4627434921352422, "margin_quality": 0.2520470243813184, "growth_momentum": 2.044134121781454, "company_age_years": 21.4072553045859, "ebitda": 6610000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 10.972324533161622, "revenue_cagr_3y": 0.10762116249650489, "revenue_cagr_5y": 0.15031563314457697, "earnings_cagr_3y": -0.00032658395529594486, "quarterly_revenue_growth_yoy": 0.08355243938066025, "quarterly_earnings_growth_yoy": -0.23308270676691728, "revenue_growth_qoq": 0.017977219706326333, "gross_margin": 0.4541655432731194, "operating_margin": 0.15745483957940146, "net_margin": 0.13750337018064168, "roa_ttm": 0.04925431711145997, "roe_ttm": 0.19072948328267478, "debt_to_ebitda": 1.736477784932389, "net_debt_to_ebitda": 0.6392466194462331, "interest_coverage": 72.23255813953489, "debt_to_equity": 0.5464539007092198, "current_ratio": 1.303692279360987, "quick_ratio": 1.2537176004787993, "fcf_to_ebitda": 0.44269156471345783, "capex_to_revenue": 0.021834660807470475, "working_capital_to_revenue": 0.45293188684427355, "capital_efficiency": 0.11999190019706737, "financial_health": -0.449839117316321, "margin_quality": 0.24970791767772083, "growth_momentum": -0.07476513369312851, "company_age_years": 21.659137577002053, "ebitda": 6212000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 11.950591865357644, "revenue_cagr_3y": 0.08274175167714848, "revenue_cagr_5y": 0.12379107606659012, "earnings_cagr_3y": -0.02419296851752406, "quarterly_revenue_growth_yoy": 0.05783229981126988, "quarterly_earnings_growth_yoy": -0.00980392156862745, "revenue_growth_qoq": -0.004819277108433735, "gross_margin": 0.4656556645851918, "operating_margin": 0.1772651968905314, "net_margin": 0.12871160953230534, "roa_ttm": 0.05302295505981248, "roe_ttm": 0.21949043323089124, "debt_to_ebitda": 1.7639551192145864, "net_debt_to_ebitda": 0.7440392706872371, "interest_coverage": 67.26415094339623, "debt_to_equity": 0.6234261921284822, "current_ratio": 1.2467772738123657, "quick_ratio": 1.2467772738123657, "fcf_to_ebitda": 0.988078541374474, "capex_to_revenue": 0.019868391772896336, "working_capital_to_revenue": 0.39434783990844646, "capital_efficiency": 0.13625669414535185, "financial_health": -0.4074195195836528, "margin_quality": 0.25721082366934284, "growth_momentum": 0.024014189121321215, "company_age_years": 22.661190965092402, "ebitda": 7130000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 13.478639240506329, "revenue_cagr_3y": 0.09470598232003669, "revenue_cagr_5y": 0.09245560999088998, "earnings_cagr_3y": -0.050881188614537165, "quarterly_revenue_growth_yoy": 0.1253178488747201, "quarterly_earnings_growth_yoy": -0.28602227811713976, "revenue_growth_qoq": 0.020267015346500585, "gross_margin": 0.17817274290917676, "operating_margin": 0.04359043539846885, "net_margin": 0.0335064584668308, "roa_ttm": 0.02909508399562176, "roe_ttm": 0.12084450319344757, "debt_to_ebitda": 3.153424502712477, "net_debt_to_ebitda": 3.0723892405063293, "interest_coverage": 50.13031161473088, "debt_to_equity": 0.6893769997652786, "current_ratio": 0.48110137672090114, "quick_ratio": 0.47469157875916324, "fcf_to_ebitda": 1.235759493670886, "capex_to_revenue": 0.009087783938157235, "working_capital_to_revenue": -0.5116307768248288, "capital_efficiency": 0.07496979359453466, "financial_health": -0.3853600936177081, "margin_quality": 0.08508987892482546, "growth_momentum": -0.08035221462120982, "company_age_years": 30.22861054072553, "ebitda": 1769600000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 13.867579877960889, "revenue_cagr_3y": 0.10324347007750245, "revenue_cagr_5y": 0.08904666344346479, "earnings_cagr_3y": 0.09711992408833692, "quarterly_revenue_growth_yoy": 0.1374466475768545, "quarterly_earnings_growth_yoy": 0.6432997676219985, "revenue_growth_qoq": 0.03165580438084971, "gross_margin": 0.24534903972513813, "operating_margin": 0.10156905587485553, "net_margin": 0.06717965768932377, "roa_ttm": 0.03438904928110771, "roe_ttm": 0.14045688674042872, "debt_to_ebitda": 2.990150386777495, "net_debt_to_ebitda": 2.887089799644453, "interest_coverage": 56.557065217391305, "debt_to_equity": 0.7301974679979819, "current_ratio": 0.34975837072833965, "quick_ratio": 0.3405031066620642, "fcf_to_ebitda": 1.3455532599817421, "capex_to_revenue": 0.008093264848680348, "working_capital_to_revenue": -0.6232268843618438, "capital_efficiency": 0.08742296801076821, "financial_health": -0.35893680009973644, "margin_quality": 0.13803258442977248, "growth_momentum": 0.3903732075994265, "company_age_years": 30.72689938398357, "ebitda": 2081300000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 14.646319693202411, "revenue_cagr_3y": 0.12492327130551817, "revenue_cagr_5y": 0.08949329627447722, "earnings_cagr_3y": -0.0888220455202472, "quarterly_revenue_growth_yoy": 0.14431216485110115, "quarterly_earnings_growth_yoy": 0.12732762959235028, "revenue_growth_qoq": 0.02832204391507933, "gross_margin": 0.1761567933981727, "operating_margin": 0.03704686118479222, "net_margin": 0.03300913645741232, "roa_ttm": 0.03593646455669542, "roe_ttm": 0.15061252610502293, "debt_to_ebitda": 2.7916894938682626, "net_debt_to_ebitda": 2.6969109528425133, "interest_coverage": 63.44652406417112, "debt_to_equity": 0.7131138717247616, "current_ratio": 0.3819186510197106, "quick_ratio": 0.37337738786981123, "fcf_to_ebitda": 1.4692148847401914, "capex_to_revenue": 0.006296687849251251, "working_capital_to_revenue": -0.6302380426827143, "capital_efficiency": 0.09327449533085917, "financial_health": -0.35078028595972854, "margin_quality": 0.08207093034679241, "growth_momentum": 0.13581989722172572, "company_age_years": 31.227926078028748, "ebitda": 2372900000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 15.432855203943138, "revenue_cagr_3y": 0.14933063981021744, "revenue_cagr_5y": 0.1086716264140164, "earnings_cagr_3y": 0.34422924039280334, "quarterly_revenue_growth_yoy": 0.17546192941623523, "quarterly_earnings_growth_yoy": 0.6921989158614188, "revenue_growth_qoq": 0.04342876417759413, "gross_margin": 0.2636144448485338, "operating_margin": 0.12268153715601891, "net_margin": 0.09671205937420024, "roa_ttm": 0.04562929914422381, "roe_ttm": 0.18268560136391818, "debt_to_ebitda": 2.756768340595757, "net_debt_to_ebitda": 2.6888706336166868, "interest_coverage": 76.08152173913044, "debt_to_equity": 0.7476751394916304, "current_ratio": 1.0554348226454013, "quick_ratio": 1.048432723120557, "fcf_to_ebitda": 1.5103221658689907, "capex_to_revenue": 0.005604437711956969, "working_capital_to_revenue": 0.053895710904122936, "capital_efficiency": 0.114157450254071, "financial_health": -0.36923810542251234, "margin_quality": 0.16100268045958432, "growth_momentum": 0.433830422638827, "company_age_years": 31.72621492128679, "ebitda": 2799800000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 12.231831593597773, "revenue_cagr_3y": 0.14173806570424818, "revenue_cagr_5y": 0.1171338150155441, "earnings_cagr_3y": -0.07123758053675622, "quarterly_revenue_growth_yoy": 0.1284170285730348, "quarterly_earnings_growth_yoy": -0.5406906125281972, "revenue_growth_qoq": -0.05432273262661955, "gross_margin": 0.17350039856516541, "operating_margin": 0.030166400956556396, "net_margin": 0.03296881227580709, "roa_ttm": 0.056152442297369834, "roe_ttm": 0.24166959285885897, "debt_to_ebitda": 2.452275574112735, "net_debt_to_ebitda": 2.432929714683368, "interest_coverage": 78.09782608695652, "debt_to_equity": 0.8140789887079783, "current_ratio": 0.2667608769853549, "quick_ratio": 0.2667608769853549, "fcf_to_ebitda": 1.6753792623521224, "capex_to_revenue": 0.008324284064628991, "working_capital_to_revenue": -0.7193245438073272, "capital_efficiency": 0.1489110175781144, "financial_health": -0.40554727749945346, "margin_quality": 0.07887853726584297, "growth_momentum": -0.20613679197758117, "company_age_years": 32.479123887748116, "ebitda": 3592500000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 8.510335167046827, "revenue_cagr_3y": 0.14093933973566952, "revenue_cagr_5y": 0.15407080332000755, "earnings_cagr_3y": 0.03911117086245808, "quarterly_revenue_growth_yoy": 0.08498066963308776, "quarterly_earnings_growth_yoy": -0.5587019660411081, "revenue_growth_qoq": 0.04017622993810972, "gross_margin": 0.2154766707005513, "operating_margin": 0.08397203173322576, "net_margin": 0.06639942180986957, "roa_ttm": 0.07855717851808038, "roe_ttm": 0.2937094390541669, "debt_to_ebitda": 0.7912786797262847, "net_debt_to_ebitda": 0.7779283509995975, "interest_coverage": 132.145390070922, "debt_to_equity": 0.3157810190837242, "current_ratio": 2.6367204869895886, "quick_ratio": 2.6214637287823725, "fcf_to_ebitda": 1.0403998389910103, "capex_to_revenue": 0.004624482399390698, "working_capital_to_revenue": 0.23361405597527773, "capital_efficiency": 0.18613330878612364, "financial_health": -0.28758846678923594, "margin_quality": 0.12194937474788221, "growth_momentum": -0.23686064820401018, "company_age_years": 34.97604380561259, "ebitda": 7453000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 11.017774011299435, "revenue_cagr_3y": 0.07060198039840637, "revenue_cagr_5y": 0.05899113408043544, "earnings_cagr_3y": 0.17566734386037863, "quarterly_revenue_growth_yoy": 0.10160063571347486, "quarterly_earnings_growth_yoy": -0.04223968565815324, "revenue_growth_qoq": 0.006743438115987136, "gross_margin": 0.23526380873866448, "operating_margin": 0.09563066776586975, "net_margin": 0.10047403132728772, "roa_ttm": 0.023649790455590104, "roe_ttm": 0.12142113482561166, "debt_to_ebitda": 1.7401129943502824, "net_debt_to_ebitda": 1.5595574387947269, "interest_coverage": 48.27272727272727, "debt_to_equity": 0.3206663196251952, "current_ratio": 21.90620812862885, "quick_ratio": 25.85551585529254, "fcf_to_ebitda": 1.5449623352165724, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.4778465936160075, "capital_efficiency": 0.07253546264060089, "financial_health": -0.30984763339368443, "margin_quality": 0.14378950261060733, "growth_momentum": 0.02968047502766081, "company_age_years": 26.937713894592743, "ebitda": 4248000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 11.502179234728127, "revenue_cagr_3y": 0.0920556818633389, "revenue_cagr_5y": 0.0700334006584531, "earnings_cagr_3y": 0.07468968841676116, "quarterly_revenue_growth_yoy": 0.13455752671438945, "quarterly_earnings_growth_yoy": 0.9853479853479854, "revenue_growth_qoq": 0.028302773859896567, "gross_margin": 0.3122713972201902, "operating_margin": 0.1846196049743965, "net_margin": 0.14868324798829555, "roa_ttm": 0.02374224070869517, "roe_ttm": 0.12001926086433129, "debt_to_ebitda": 1.797046319087044, "net_debt_to_ebitda": 1.6515999104945178, "interest_coverage": 45.60204081632653, "debt_to_equity": 0.3222583363428434, "current_ratio": 27.377926421404684, "quick_ratio": 54.45999485464368, "fcf_to_ebitda": 1.7254419333184157, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.478210427090131, "capital_efficiency": 0.07188075078651324, "financial_health": -0.3130860252271346, "margin_quality": 0.21519141672762743, "growth_momentum": 0.5599527560311874, "company_age_years": 27.690622861054074, "ebitda": 4469000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 12.273177284754732, "revenue_cagr_3y": 0.10538832803233866, "revenue_cagr_5y": 0.07917054773139443, "earnings_cagr_3y": 0.15281227959196175, "quarterly_revenue_growth_yoy": 0.15704863973619126, "quarterly_earnings_growth_yoy": 0.1517948717948718, "revenue_growth_qoq": 0.026700804681784932, "gross_margin": 0.255967224795155, "operating_margin": 0.12201638760242252, "net_margin": 0.10001781261132882, "roa_ttm": 0.024636998665724826, "roe_ttm": 0.1254496043481736, "debt_to_ebitda": 1.634846326073682, "net_debt_to_ebitda": 1.4990840626908202, "interest_coverage": 50.13265306122449, "debt_to_equity": 0.32099752218048117, "current_ratio": 25.06320224719101, "quick_ratio": 49.767088014981276, "fcf_to_ebitda": 1.6602890291064523, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.3963913560388836, "capital_efficiency": 0.07504330150694921, "financial_health": -0.3117659711945443, "margin_quality": 0.1593338083363021, "growth_momentum": 0.15442175576553152, "company_age_years": 27.939767282683093, "ebitda": 4913000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 11.062130236596484, "revenue_cagr_3y": 0.07303284967973567, "revenue_cagr_5y": 0.06991733814489587, "earnings_cagr_3y": -0.4116195833172066, "quarterly_revenue_growth_yoy": 0.11767651477215824, "quarterly_earnings_growth_yoy": 1.2448224852071006, "revenue_growth_qoq": 0.03800159447249535, "gross_margin": 0.16199436763952893, "operating_margin": 0.027521761392729136, "net_margin": 0.02118535586277522, "roa_ttm": 0.027987966927506276, "roe_ttm": 0.16330156679050234, "debt_to_ebitda": 1.8845235511178642, "net_debt_to_ebitda": 1.7545040156283915, "interest_coverage": 47.01020408163265, "debt_to_equity": 0.46745275399773867, "current_ratio": 0.5587749620202999, "quick_ratio": 0.8089125696294502, "fcf_to_ebitda": 1.3588018233123507, "capex_to_revenue": 0.00371982852090944, "working_capital_to_revenue": -0.33428414152029223, "capital_efficiency": 0.0956447668590043, "financial_health": -0.42962033320516446, "margin_quality": 0.07023382829834443, "growth_momentum": 0.6812494999896295, "company_age_years": 31.077344284736483, "ebitda": 4607000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 16.88371463558854, "revenue_cagr_3y": 0.19319641102204144, "revenue_cagr_5y": 0.11264867342157925, "earnings_cagr_3y": 0.403082013248796, "quarterly_revenue_growth_yoy": -0.014098320460953781, "quarterly_earnings_growth_yoy": -0.04782608695652174, "revenue_growth_qoq": -0.06856613388927496, "gross_margin": 0.2669733897040537, "operating_margin": 0.14312360109425515, "net_margin": 0.19062422283014174, "roa_ttm": 0.023116715163271906, "roe_ttm": 0.07545141874462596, "debt_to_ebitda": 2.692243361906753, "net_debt_to_ebitda": 2.5400376332845496, "interest_coverage": 30.66025641025641, "debt_to_equity": 0.25164152270773077, "current_ratio": 1.0819341065143384, "quick_ratio": 1.0801646375473621, "fcf_to_ebitda": 0.9414593351453063, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.2634508348794063, "capital_efficiency": 0.049284066953948935, "financial_health": -0.22748683329380484, "margin_quality": 0.20024040454281686, "growth_momentum": -0.03096220370873776, "company_age_years": 24.772073921971252, "ebitda": 4783000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 16.02850365210702, "revenue_cagr_3y": 0.2121761180936712, "revenue_cagr_5y": 0.1268184289654597, "earnings_cagr_3y": 0.1668813973379084, "quarterly_revenue_growth_yoy": 0.03938992042440318, "quarterly_earnings_growth_yoy": -0.010064043915827997, "revenue_growth_qoq": -0.025491171350410347, "gross_margin": 0.2705116753859895, "operating_margin": 0.15528901365318362, "net_margin": 0.13806303432435882, "roa_ttm": 0.02281062441862532, "roe_ttm": 0.07506775596154971, "debt_to_ebitda": 3.0737039350405997, "net_debt_to_ebitda": 2.6597959608577972, "interest_coverage": 30.59235668789809, "debt_to_equity": 0.28785072240528786, "current_ratio": 0.1382375478927203, "quick_ratio": 0.1365038314176245, "fcf_to_ebitda": 0.8413491567770144, "capex_to_revenue": 0.006158654288077948, "working_capital_to_revenue": -2.7566259153721235, "capital_efficiency": 0.048939190190087516, "financial_health": -0.24352978577046877, "margin_quality": 0.18795457445451066, "growth_momentum": 0.014662938254287591, "company_age_years": 25.018480492813143, "ebitda": 4803000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 14.759931701954638, "revenue_cagr_3y": 0.1892173299830353, "revenue_cagr_5y": 0.12609535765403668, "earnings_cagr_3y": 0.11163221605243301, "quarterly_revenue_growth_yoy": 0.046282619399310686, "quarterly_earnings_growth_yoy": -0.00842911877394636, "revenue_growth_qoq": 0.08459869848156182, "gross_margin": 0.2822352941176471, "operating_margin": 0.17788235294117646, "net_margin": 0.15223529411764705, "roa_ttm": 0.022914751632504445, "roe_ttm": 0.07531733730945048, "debt_to_ebitda": 2.699381443298969, "net_debt_to_ebitda": 2.49319587628866, "interest_coverage": 29.04191616766467, "debt_to_equity": 0.25685193541425516, "current_ratio": 0.13944326469429524, "quick_ratio": 0.13748306444638755, "fcf_to_ebitda": 1.043298969072165, "capex_to_revenue": 0.012510223245388181, "working_capital_to_revenue": -2.7128403962075547, "capital_efficiency": 0.04911604447097746, "financial_health": -0.2391115983425764, "margin_quality": 0.20411764705882351, "growth_momentum": 0.018926750312682164, "company_age_years": 25.267624914442163, "ebitda": 4850000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 12.68788793293596, "revenue_cagr_3y": 0.17471569847137158, "revenue_cagr_5y": 0.0839449896866995, "earnings_cagr_3y": -0.19597562253425338, "quarterly_revenue_growth_yoy": -0.05421536931111664, "quarterly_earnings_growth_yoy": -0.7684279191128506, "revenue_growth_qoq": -0.12934981684981686, "gross_margin": 0.17801735471995792, "operating_margin": 0.06757822771496187, "net_margin": 0.046673678674730476, "roa_ttm": 0.02361552354101722, "roe_ttm": 0.07874860868182541, "debt_to_ebitda": 2.2891609011885756, "net_debt_to_ebitda": 2.067943941813021, "interest_coverage": 36.84313725490196, "debt_to_equity": 0.25647956749880746, "current_ratio": 1.068777126323003, "quick_ratio": 1.0668544886926064, "fcf_to_ebitda": 0.9721483058364379, "capex_to_revenue": 0.0454726276813856, "working_capital_to_revenue": 0.22112059732549955, "capital_efficiency": 0.051182066111421315, "financial_health": -0.2389299461775814, "margin_quality": 0.0974230870365501, "growth_momentum": -0.4113216442119836, "company_age_years": 25.77138945927447, "ebitda": 5637000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 13.679476259765208, "revenue_cagr_3y": 0.0477293116742219, "revenue_cagr_5y": 0.12368498183378707, "earnings_cagr_3y": 0.33308018479234636, "quarterly_revenue_growth_yoy": 0.008804389434732678, "quarterly_earnings_growth_yoy": -0.038817005545286505, "revenue_growth_qoq": 0.03944254535892716, "gross_margin": 0.2716923855299772, "operating_margin": 0.15532506956741715, "net_margin": 0.13154566152289401, "roa_ttm": 0.02287755256876397, "roe_ttm": 0.07487346003247064, "debt_to_ebitda": 2.2924226254002136, "net_debt_to_ebitda": 2.0663464959089293, "interest_coverage": 40.15714285714286, "debt_to_equity": 0.24616560022920447, "current_ratio": 0.1329575192518736, "quick_ratio": 0.13105343626011837, "fcf_to_ebitda": 1.1118818925649234, "capex_to_revenue": 0.05047636496885306, "working_capital_to_revenue": -2.822706730181996, "capital_efficiency": 0.04887550630061731, "financial_health": -0.22902581439465688, "margin_quality": 0.18618770554009612, "growth_momentum": -0.015006308055276914, "company_age_years": 26.017796030116358, "ebitda": 5622000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 12.095035787854938, "revenue_cagr_3y": 0.08372980897454618, "revenue_cagr_5y": 0.0773099607097576, "earnings_cagr_3y": 0.28578056928056994, "quarterly_revenue_growth_yoy": 0.3054574008637613, "quarterly_earnings_growth_yoy": 8.126984126984127, "revenue_growth_qoq": 0.007779349363507779, "gross_margin": 0.3097744360902256, "operating_margin": 0.2644611528822055, "net_margin": 0.23057644110275688, "roa_ttm": 0.029071190819733615, "roe_ttm": 0.09447152820096147, "debt_to_ebitda": 2.2845117845117846, "net_debt_to_ebitda": 2.048260381593715, "interest_coverage": 58.42622950819672, "debt_to_equity": 0.27564493195206174, "current_ratio": 0.026566542563261186, "quick_ratio": 0.026566542563261186, "fcf_to_ebitda": 1.4278900112233446, "capex_to_revenue": 0.02349815036732142, "working_capital_to_revenue": -1.6074610535090919, "capital_efficiency": 0.06177135951034754, "financial_health": -0.2430901241285924, "margin_quality": 0.2682706766917293, "growth_momentum": 4.2162207639239435, "company_age_years": 28.019164955509925, "ebitda": 7128000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 8.488163811130917, "revenue_cagr_3y": 0.04424848705174922, "revenue_cagr_5y": 0.04145540852794327, "earnings_cagr_3y": 0.2051598185121395, "quarterly_revenue_growth_yoy": 0.07246537396121884, "quarterly_earnings_growth_yoy": 7.842900302114804, "revenue_growth_qoq": -0.029674185463659148, "gross_margin": 0.2882529186899473, "operating_margin": 0.266763095361091, "net_margin": 0.23401177807624754, "roa_ttm": 0.041470985018308704, "roe_ttm": 0.13614265259232128, "debt_to_ebitda": 1.6200237670825905, "net_debt_to_ebitda": 1.4375123786888493, "interest_coverage": 82.77049180327869, "debt_to_equity": 0.27236855249575437, "current_ratio": 5.704645167126509, "quick_ratio": 2.537337735763716, "fcf_to_ebitda": 1.1205189146365617, "capex_to_revenue": 0.028278688524590163, "working_capital_to_revenue": 2.6643186475409837, "capital_efficiency": 0.08880681880531499, "financial_health": -0.2396289839154738, "margin_quality": 0.2630092640424286, "growth_momentum": 3.957682838038011, "company_age_years": 28.268309377138944, "ebitda": 10098000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 8.42075669754165, "revenue_cagr_3y": 0.07395213049787874, "revenue_cagr_5y": 0.048263383764434176, "earnings_cagr_3y": 0.14191769824688572, "quarterly_revenue_growth_yoy": 0.14049325463743675, "quarterly_earnings_growth_yoy": 0.535175879396985, "revenue_growth_qoq": 0.11798739539208596, "gross_margin": 0.20913039460308658, "operating_margin": 0.18953885962480363, "net_margin": 0.1693928472414749, "roa_ttm": 0.04428948928431481, "roe_ttm": 0.14862267777065982, "debt_to_ebitda": 1.5306368011847464, "net_debt_to_ebitda": 1.3806923361717882, "interest_coverage": 88.55737704918033, "debt_to_equity": 0.27878552884453284, "current_ratio": 5.5998493842473644, "quick_ratio": 2.469522459466643, "fcf_to_ebitda": 1.0267493520918178, "capex_to_revenue": 0.029970524855720406, "working_capital_to_revenue": 2.571941644168132, "capital_efficiency": 0.09645608352748732, "financial_health": -0.24694427911833758, "margin_quality": 0.18935403382312174, "growth_momentum": 0.3378345670172109, "company_age_years": 28.520191649555098, "ebitda": 10804000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 9.266028126474753, "revenue_cagr_3y": 0.11276037927794369, "revenue_cagr_5y": 0.05139562146609755, "earnings_cagr_3y": 0.8202432870737029, "quarterly_revenue_growth_yoy": 0.058799757526773085, "quarterly_earnings_growth_yoy": -0.11455748552522746, "revenue_growth_qoq": -0.03151279918676647, "gross_margin": 0.30677480916030536, "operating_margin": 0.2428435114503817, "net_margin": 0.204293893129771, "roa_ttm": 0.04268347546162536, "roe_ttm": 0.14299829185785579, "debt_to_ebitda": 1.526002831524304, "net_debt_to_ebitda": 1.369419537517697, "interest_coverage": 84.08730158730158, "debt_to_equity": 0.27075727635060454, "current_ratio": 0.024661077417053156, "quick_ratio": -1.0478505173028898, "fcf_to_ebitda": 1.0522888154789996, "capex_to_revenue": 0.03469661823953119, "working_capital_to_revenue": -1.602075448663167, "capital_efficiency": 0.09284088365974058, "financial_health": -0.24573477027766458, "margin_quality": 0.25130407124681936, "growth_momentum": -0.027878863999227187, "company_age_years": 28.772073921971252, "ebitda": 10595000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 12.839775094953879, "revenue_cagr_3y": 0.13414678796748425, "revenue_cagr_5y": 0.07300471629472716, "earnings_cagr_3y": 0.9581240300282983, "quarterly_revenue_growth_yoy": 0.16710292116008796, "quarterly_earnings_growth_yoy": -0.03123399897593446, "revenue_growth_qoq": -0.030695652173913044, "gross_margin": 0.2816004306091325, "operating_margin": 0.20418049699470708, "net_margin": 0.16973176639454562, "roa_ttm": 0.025847131544323908, "roe_ttm": 0.09825051427708684, "debt_to_ebitda": 2.142566467715681, "net_debt_to_ebitda": 1.832202930005426, "interest_coverage": 46.075, "debt_to_equity": 0.29809198482646687, "current_ratio": 64.0086862106406, "quick_ratio": 31.37187839305103, "fcf_to_ebitda": 1.5, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.599664016127226, "capital_efficiency": 0.062048822910705376, "financial_health": -0.25993332803682484, "margin_quality": 0.21850423133279506, "growth_momentum": 0.06793446109207675, "company_age_years": 30.017796030116358, "ebitda": 7372000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 10.298610230017855, "revenue_cagr_3y": 0.13631459750564878, "revenue_cagr_5y": 0.09766941056745981, "earnings_cagr_3y": 0.1960647190171989, "quarterly_revenue_growth_yoy": 0.1522098990233405, "quarterly_earnings_growth_yoy": 1.5160098522167487, "revenue_growth_qoq": 0.17695299289820765, "gross_margin": 0.2634149845557072, "operating_margin": 0.17620860570361324, "net_margin": 0.14675669851303785, "roa_ttm": 0.031605222044642375, "roe_ttm": 0.13442040746186013, "debt_to_ebitda": 1.5485768301648986, "net_debt_to_ebitda": 1.2769667051780276, "interest_coverage": 54.7183908045977, "debt_to_equity": 0.28151910335478203, "current_ratio": 27.658571428571427, "quick_ratio": 93.85142857142857, "fcf_to_ebitda": 1.3015439554668626, "capex_to_revenue": 0.013740805025208695, "working_capital_to_revenue": 0.3855897181585255, "capital_efficiency": 0.08301281475325126, "financial_health": -0.25654390599246, "margin_quality": 0.19546009625745278, "growth_momentum": 0.8341098756200446, "company_age_years": 30.518822724161534, "ebitda": 9521000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 16.0379549149646, "revenue_cagr_3y": 0.04973583662490455, "revenue_cagr_5y": -0.08027694862277501, "earnings_cagr_3y": -0.22519455122090104, "quarterly_revenue_growth_yoy": -0.08553854039853911, "quarterly_earnings_growth_yoy": -3.810687022900763, "revenue_growth_qoq": 0.11083437110834371, "gross_margin": 1.0, "operating_margin": -0.2054372197309417, "net_margin": -0.1289938340807175, "roa_ttm": 0.0044190178752895205, "roe_ttm": 0.024493073679983938, "debt_to_ebitda": 7.408217446270544, "net_debt_to_ebitda": 7.202275600505689, "interest_coverage": 26.019736842105264, "debt_to_equity": 0.6535836177474402, "current_ratio": 2.026380307933706, "quick_ratio": 2.026380307933706, "fcf_to_ebitda": 0.363716814159292, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.35523122613491726, "capital_efficiency": 0.01445604577763673, "financial_health": -0.32407701839193165, "margin_quality": 0.22185631539611358, "growth_momentum": -1.948112781649651, "company_age_years": 31.312799452429843, "ebitda": 7910000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 15.919195224633397, "revenue_cagr_3y": -0.09854615916640863, "revenue_cagr_5y": -0.07151825223869224, "earnings_cagr_3y": -0.27564316742427686, "quarterly_revenue_growth_yoy": -0.07349806584037262, "quarterly_earnings_growth_yoy": -0.20843881856540084, "revenue_growth_qoq": -0.07071027001346109, "gross_margin": 1.0, "operating_margin": 0.10455010224948875, "net_margin": 0.07992501704158146, "roa_ttm": -0.012683739930240433, "roe_ttm": -0.1008249458529749, "debt_to_ebitda": 6.658157389635317, "net_debt_to_ebitda": 6.254510556621881, "interest_coverage": 18.8086642599278, "debt_to_equity": 0.5524429863676902, "current_ratio": 0.10091822849934945, "quick_ratio": 0.10091822849934945, "fcf_to_ebitda": 0.2199616122840691, "capex_to_revenue": 0.09065491132472091, "working_capital_to_revenue": -7.389722239229372, "capital_efficiency": -0.05675434289160766, "financial_health": -0.5311893775956196, "margin_quality": 0.3948250397636901, "growth_momentum": -0.14096844220288673, "company_age_years": 33.5605749486653, "ebitda": 5210000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 15.531529276477817, "revenue_cagr_3y": -0.09609405781698344, "revenue_cagr_5y": -0.08786965255923218, "earnings_cagr_3y": -0.19556857372909198, "quarterly_revenue_growth_yoy": -0.07278078269169583, "quarterly_earnings_growth_yoy": -0.17079646017699116, "revenue_growth_qoq": -0.006731424676209952, "gross_margin": 1.0, "operating_margin": 0.10740327700094364, "net_margin": 0.08038088702067428, "roa_ttm": -0.013131278568682585, "roe_ttm": -0.10662569868924264, "debt_to_ebitda": 6.608603802573459, "net_debt_to_ebitda": 6.198578836182063, "interest_coverage": 17.414715719063544, "debt_to_equity": 0.5623998954009087, "current_ratio": 0.10479546308531101, "quick_ratio": 0.10479546308531101, "fcf_to_ebitda": 0.08526982907624352, "capex_to_revenue": 0.11858414441394227, "working_capital_to_revenue": -7.481615506197488, "capital_efficiency": -0.05987848862896261, "financial_health": -0.5478551999958976, "margin_quality": 0.39592805467387265, "growth_momentum": -0.12178862143434349, "company_age_years": 33.80971937029432, "ebitda": 5207000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 12.037330047346503, "revenue_cagr_3y": -0.04121677556621839, "revenue_cagr_5y": -0.10255816805799145, "earnings_cagr_3y": -0.30351430856493156, "quarterly_revenue_growth_yoy": -0.003959141658088527, "quarterly_earnings_growth_yoy": 0.9066066066066066, "revenue_growth_qoq": 0.09297071856807716, "gross_margin": 1.0, "operating_margin": -0.05525081485014707, "net_margin": -0.04944749185149853, "roa_ttm": -1.2195518553448893e-05, "roe_ttm": -0.00010645659232447969, "debt_to_ebitda": 6.394020288307528, "net_debt_to_ebitda": 5.882719345079195, "interest_coverage": 13.805896805896806, "debt_to_equity": 0.6374620748389844, "current_ratio": 3.0226660534787464, "quick_ratio": 3.0226660534787464, "fcf_to_ebitda": 0.010856024203594945, "capex_to_revenue": 0.1266611907921063, "working_capital_to_revenue": 0.648406731113498, "capital_efficiency": -5.932605543896429e-05, "financial_health": -0.6069954956805783, "margin_quality": 0.2984338977661181, "growth_momentum": 0.45132373247425905, "company_age_years": 34.313483915126625, "ebitda": 5619000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 13.728251209407063, "revenue_cagr_3y": -0.05453930137005236, "revenue_cagr_5y": -0.04942264380615713, "earnings_cagr_3y": -0.16618022244177588, "quarterly_revenue_growth_yoy": 0.07634897486488805, "quarterly_earnings_growth_yoy": 0.18356456776947705, "revenue_growth_qoq": 0.005368589743589744, "gross_margin": 1.0, "operating_margin": 0.14640950027895114, "net_margin": 0.0883876623894158, "roa_ttm": -0.00022593720860322936, "roe_ttm": -0.001828351849269434, "debt_to_ebitda": 6.251165889407062, "net_debt_to_ebitda": 5.762325116588941, "interest_coverage": 16.677777777777777, "debt_to_equity": 0.5815398441252576, "current_ratio": 0.1103148972923721, "quick_ratio": 0.1103148972923721, "fcf_to_ebitda": -0.14506995336442371, "capex_to_revenue": 0.05466761681767281, "working_capital_to_revenue": -7.634083273948895, "capital_efficiency": -0.0010271445289363316, "financial_health": -0.5566914513100555, "margin_quality": 0.411599054222789, "growth_momentum": 0.12995677131718256, "company_age_years": 34.809034907597535, "ebitda": 6004000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 8.649560025861868, "revenue_cagr_3y": -0.028726127653735722, "revenue_cagr_5y": -0.06373132833628248, "earnings_cagr_3y": -0.5272496403589443, "quarterly_revenue_growth_yoy": 0.13458678563841087, "quarterly_earnings_growth_yoy": 1.0124873864783048, "revenue_growth_qoq": -0.2591899015119989, "gross_margin": 1.0, "operating_margin": 0.013762756296226945, "net_margin": 0.009268795056642637, "roa_ttm": 0.007037191809444212, "roe_ttm": 0.06370776145150796, "debt_to_ebitda": 4.147069065583285, "net_debt_to_ebitda": 3.8266976204294836, "interest_coverage": 25.488165680473372, "debt_to_equity": 0.5406382882133075, "current_ratio": 0.31632875086539414, "quick_ratio": 2.299297794481258, "fcf_to_ebitda": 0.28601276842716195, "capex_to_revenue": 0.01576656599751288, "working_capital_to_revenue": -2.3025626221353703, "capital_efficiency": 0.03537247663047609, "financial_health": -0.5360248323002277, "margin_quality": 0.3410105171176232, "growth_momentum": 0.5735370860583578, "company_age_years": 36.8104038329911, "ebitda": 8615000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 11.202983627659211, "revenue_cagr_3y": -0.10665654401787106, "revenue_cagr_5y": -0.08735424964106087, "earnings_cagr_3y": 0.9164040808092231, "quarterly_revenue_growth_yoy": -0.4810568295114656, "quarterly_earnings_growth_yoy": -0.262372634643377, "revenue_growth_qoq": -0.023713826366559485, "gross_margin": 1.0, "operating_margin": 0.15095375325922877, "net_margin": 0.27816659805132427, "roa_ttm": 0.007326646482116732, "roe_ttm": 0.09556322529011604, "debt_to_ebitda": 4.107051391497354, "net_debt_to_ebitda": 3.766604063513744, "interest_coverage": 42.44202898550725, "debt_to_equity": 0.6016156462585034, "current_ratio": 65.964, "quick_ratio": 278.53, "fcf_to_ebitda": 0.590233908144101, "capex_to_revenue": 0.03613878575816662, "working_capital_to_revenue": 1.7351959186944095, "capital_efficiency": 0.051444935886116386, "financial_health": -0.5727822104104383, "margin_quality": 0.4763734504368509, "growth_momentum": -0.37171473207742134, "company_age_years": 39.06091718001369, "ebitda": 5857000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 13.10269641081967, "revenue_cagr_3y": -0.22263434064228782, "revenue_cagr_5y": -0.11506107578464986, "earnings_cagr_3y": -0.3205096883125379, "quarterly_revenue_growth_yoy": -0.38689236896895085, "quarterly_earnings_growth_yoy": 39.53333333333333, "revenue_growth_qoq": -0.3206619859578736, "gross_margin": 0.17983168463014912, "operating_margin": 0.15620847482651706, "net_margin": 0.17953639450760372, "roa_ttm": 0.008874864230566363, "roe_ttm": 0.11130575083554224, "debt_to_ebitda": 3.9085887384176763, "net_debt_to_ebitda": 3.5849964362081255, "interest_coverage": 21.584615384615386, "debt_to_equity": 0.5055894894548807, "current_ratio": 0.06253658872550708, "quick_ratio": 7.999001343021454, "fcf_to_ebitda": 0.8752672843905915, "capex_to_revenue": 0.05258144408458754, "working_capital_to_revenue": -0.8643868673398107, "capital_efficiency": 0.060090307533054305, "financial_health": -0.4964896362447763, "margin_quality": 0.1718588513214233, "growth_momentum": 19.57322048218219, "company_age_years": 39.56194387405886, "ebitda": 5612000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 10.81277931974894, "revenue_cagr_3y": -0.19209789218805118, "revenue_cagr_5y": -0.12189807728216184, "earnings_cagr_3y": -0.34943250270033765, "quarterly_revenue_growth_yoy": -0.07300672430355427, "quarterly_earnings_growth_yoy": -0.7735569807597434, "revenue_growth_qoq": 0.028314811995737554, "gross_margin": 0.3136935603256847, "operating_margin": 0.09607698001480384, "net_margin": 0.06794966691339749, "roa_ttm": -0.013036370825440104, "roe_ttm": -0.049046382024467684, "debt_to_ebitda": 1.9416763229045964, "net_debt_to_ebitda": 1.6573966782541523, "interest_coverage": 46.232142857142854, "debt_to_equity": 0.22322875729922956, "current_ratio": 1.5032445355191257, "quick_ratio": 1.5032445355191257, "fcf_to_ebitda": 0.9212050984936269, "capex_to_revenue": 0.1275817341271161, "working_capital_to_revenue": 0.196028868859547, "capital_efficiency": -0.031041376424953894, "financial_health": -0.21454177773605715, "margin_quality": 0.15924006908462868, "growth_momentum": -0.42328185253164885, "company_age_years": 40.062970568104035, "ebitda": 5178000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 13.260938061938061, "revenue_cagr_3y": 0.007230294023589323, "revenue_cagr_5y": -0.004956259450578537, "earnings_cagr_3y": 0.34290520444807027, "quarterly_revenue_growth_yoy": 0.03340265141668833, "quarterly_earnings_growth_yoy": 9.8375, "revenue_growth_qoq": -0.1642842127391213, "gross_margin": 0.2824801911709219, "operating_margin": 0.06571500440196201, "net_margin": 0.05452144384354169, "roa_ttm": 0.0034903833665891355, "roe_ttm": 0.08288067285789381, "debt_to_ebitda": 4.81043956043956, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.166666666666666, "debt_to_equity": 0.6749956194147538, "current_ratio": 3.9100357812233772, "quick_ratio": 22.829726813199297, "fcf_to_ebitda": 3.8301698301698304, "capex_to_revenue": 0.02343553004345956, "working_capital_to_revenue": 0.7599786410359097, "capital_efficiency": 0.043185528112241474, "financial_health": -0.6412640966045716, "margin_quality": 0.1342388798054752, "growth_momentum": 4.935451325708344, "company_age_years": 23.98631074606434, "ebitda": 4004000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 11.466038472260943, "revenue_cagr_3y": 0.07188200523122568, "revenue_cagr_5y": 0.034069571896119255, "earnings_cagr_3y": 0.27544337735641733, "quarterly_revenue_growth_yoy": 0.2583184789067142, "quarterly_earnings_growth_yoy": 11.435424354243542, "revenue_growth_qoq": 0.05695926133882338, "gross_margin": 0.4322394050289222, "operating_margin": 0.20151103765789163, "net_margin": 0.16692244127021602, "roa_ttm": 0.003003482938012521, "roe_ttm": 0.046953614997587705, "debt_to_ebitda": 5.82575968776136, "net_debt_to_ebitda": 1.3376080289935879, "interest_coverage": 9.539893617021276, "debt_to_equity": 0.36006961196498727, "current_ratio": 5.3898500576701265, "quick_ratio": 5.3898500576701265, "fcf_to_ebitda": -2.7028157234457764, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.0628976549718233, "capital_efficiency": 0.024978548967800114, "financial_health": -0.32221715672783185, "margin_quality": 0.26689096131900997, "growth_momentum": 5.846871416575128, "company_age_years": 19.29637234770705, "ebitda": 3587000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 11.442868490732568, "revenue_cagr_3y": -0.016641575433161804, "revenue_cagr_5y": -0.037293511048668515, "earnings_cagr_3y": 0.1715674338685338, "quarterly_revenue_growth_yoy": 0.2796574594912266, "quarterly_earnings_growth_yoy": 3.398907103825137, "revenue_growth_qoq": 0.8054963278843876, "gross_margin": 0.39266500459257314, "operating_margin": 0.10904080829287495, "net_margin": 0.08640598346673665, "roa_ttm": 0.003449748478949324, "roe_ttm": 0.08943206326383897, "debt_to_ebitda": 6.141218005295675, "net_debt_to_ebitda": 0.42806707855251547, "interest_coverage": 7.6900452488687785, "debt_to_equity": 0.7503235082674335, "current_ratio": 15.027897694876598, "quick_ratio": 16.1947136922701, "fcf_to_ebitda": 1.9152691968225948, "capex_to_revenue": 0.0, "working_capital_to_revenue": 6.529687203791469, "capital_efficiency": 0.04644090587139415, "financial_health": -0.6920176975994076, "margin_quality": 0.19603726545072828, "growth_momentum": 1.8392822816581818, "company_age_years": 22.04791238877481, "ebitda": 3399000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "GS", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 31.78583963419572, "revenue_cagr_3y": 0.05895589606372331, "revenue_cagr_5y": 0.007043540314591201, "earnings_cagr_3y": -0.18672375928108575, "quarterly_revenue_growth_yoy": -0.07636887608069164, "quarterly_earnings_growth_yoy": -0.4611283873833852, "revenue_growth_qoq": -0.11695185614849188, "gross_margin": 0.6408572132358978, "operating_margin": 0.11068232202972329, "net_margin": 0.099597668117251, "roa_ttm": 0.006814678899082569, "roe_ttm": 0.0807391304347826, "debt_to_ebitda": 36.30714610832954, "net_debt_to_ebitda": 26.70414201183432, "interest_coverage": 3.1961012510910676, "debt_to_equity": 4.335152173913044, "current_ratio": 0.8469474021762103, "quick_ratio": 0.8469474021762103, "fcf_to_ebitda": 0.6085571233500228, "capex_to_revenue": 0.17313545703752717, "working_capital_to_revenue": -0.7940448057472351, "capital_efficiency": 0.043776904666932584, "financial_health": -3.8361993617869965, "margin_quality": 0.283712401127624, "growth_momentum": -0.2687486317320384, "company_age_years": 20.91170431211499, "ebitda": 10985000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "MS", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 17.158409142169763, "revenue_cagr_3y": 0.02359974460371994, "revenue_cagr_5y": 0.016010236329665917, "earnings_cagr_3y": -0.04179126482638096, "quarterly_revenue_growth_yoy": -0.13748168710000772, "quarterly_earnings_growth_yoy": -0.30094689172498973, "revenue_growth_qoq": -0.12218472887075257, "gross_margin": 0.7716788843196853, "operating_margin": 0.19184695154657608, "net_margin": 0.1517968889683533, "roa_ttm": 0.008768773838224511, "roe_ttm": 0.0967971115769858, "debt_to_ebitda": 18.809638373054657, "net_debt_to_ebitda": 13.137508458010675, "interest_coverage": 6.1951560316721, "debt_to_equity": 2.913894712322385, "current_ratio": 0.832106752383229, "quick_ratio": 0.832106752383229, "fcf_to_ebitda": 3.452146455153748, "capex_to_revenue": 0.0333218963812138, "working_capital_to_revenue": -1.998748662885745, "capital_efficiency": 0.052782942707605154, "financial_health": -2.189861368213247, "margin_quality": 0.3717742416115382, "growth_momentum": -0.2192142894124987, "company_age_years": 27.09924709103354, "ebitda": 13301000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 52.28225115161226, "revenue_cagr_3y": 0.0882658162731067, "revenue_cagr_5y": 0.12160227807849378, "earnings_cagr_3y": 0.12123335329246965, "quarterly_revenue_growth_yoy": -0.09440789473684211, "quarterly_earnings_growth_yoy": -0.17531120331950206, "revenue_growth_qoq": -0.007570295602018745, "gross_margin": 0.9505993461678169, "operating_margin": 0.38031238648746823, "net_margin": 0.28877588085724665, "roa_ttm": 0.00953398115858773, "roe_ttm": 0.13456414160639513, "debt_to_ebitda": 57.279991988784296, "net_debt_to_ebitda": 43.56919687562588, "interest_coverage": 36.713235294117645, "debt_to_equity": 10.88690521507423, "current_ratio": 1.0930809822999104, "quick_ratio": 1.0930809822999104, "fcf_to_ebitda": 4.268576006408972, "capex_to_revenue": 0.06305444425117411, "working_capital_to_revenue": 2.719951295877544, "capital_efficiency": 0.07204906138249142, "financial_health": -0.13976756226735515, "margin_quality": 0.539895871170844, "growth_momentum": -0.1348595490281721, "company_age_years": 32.52292950034223, "ebitda": 4993000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 13.168384563281746, "revenue_cagr_3y": 0.0952243034921838, "revenue_cagr_5y": 0.06381290318447075, "earnings_cagr_3y": -0.02100465680564756, "quarterly_revenue_growth_yoy": 0.1087866108786611, "quarterly_earnings_growth_yoy": -0.2345679012345679, "revenue_growth_qoq": -0.06713603218506412, "gross_margin": 0.498921832884097, "operating_margin": 0.18436657681940702, "net_margin": 0.21725067385444743, "roa_ttm": 0.02837874110857603, "roe_ttm": 0.1281010511010814, "debt_to_ebitda": 1.1062837963826218, "net_debt_to_ebitda": 0.2847286966250233, "interest_coverage": 116.58695652173913, "debt_to_equity": 0.17971708114985005, "current_ratio": 22.686354378818738, "quick_ratio": 23.161914460285132, "fcf_to_ebitda": 0.3585679656908447, "capex_to_revenue": 0.01664094477621955, "working_capital_to_revenue": 1.4289740320740791, "capital_efficiency": 0.0782398961048287, "financial_health": -0.1501505800090636, "margin_quality": 0.30017969451931714, "growth_momentum": -0.0628906451779534, "company_age_years": 20.49828884325804, "ebitda": 5363000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 12.121666798298738, "revenue_cagr_3y": 0.08699167169885547, "revenue_cagr_5y": 0.08827329043384258, "earnings_cagr_3y": 0.024011710989207513, "quarterly_revenue_growth_yoy": -0.06099585062240664, "quarterly_earnings_growth_yoy": -0.21843251088534107, "revenue_growth_qoq": -0.03681634390295808, "gross_margin": 0.49403446752098984, "operating_margin": 0.3685373398144057, "net_margin": 0.2379584622182943, "roa_ttm": 0.0463379007033644, "roe_ttm": 0.15737819838766212, "debt_to_ebitda": 1.0760219024576594, "net_debt_to_ebitda": 0.2507322042531517, "interest_coverage": 145.42592592592592, "debt_to_equity": 0.2278303540133193, "current_ratio": 13.014350453172206, "quick_ratio": 7.4992447129909365, "fcf_to_ebitda": 0.5715013370686362, "capex_to_revenue": 0.021980289974717508, "working_capital_to_revenue": 0.8207522831639235, "capital_efficiency": 0.10185804954551327, "financial_health": -0.12744362032613216, "margin_quality": 0.36684342318456326, "growth_momentum": -0.13971418075387385, "company_age_years": 22.746064339493497, "ebitda": 7853000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 15.986845608677871, "revenue_cagr_3y": 0.03786165407854147, "revenue_cagr_5y": 0.04555024551246456, "earnings_cagr_3y": -0.10155323261047622, "quarterly_revenue_growth_yoy": -0.04690964443678557, "quarterly_earnings_growth_yoy": -0.4661512487389075, "revenue_growth_qoq": -0.10282038942570253, "gross_margin": 0.7638279086446464, "operating_margin": 0.18013120504328803, "net_margin": 0.15626779811178043, "roa_ttm": 0.014031641154857626, "roe_ttm": 0.11564080756317642, "debt_to_ebitda": 4.2541704804377884, "net_debt_to_ebitda": 2.5494810025511696, "interest_coverage": 25.146425073457394, "debt_to_equity": 0.6719359953737525, "current_ratio": 0.43028194716994456, "quick_ratio": 0.43026294147922645, "fcf_to_ebitda": 0.8014080118405422, "capex_to_revenue": 0.027052630333386465, "working_capital_to_revenue": -8.804981063994026, "capital_efficiency": 0.06483622435901702, "financial_health": -0.20001407136564375, "margin_quality": 0.3667423039332383, "growth_momentum": -0.2565304465878465, "company_age_years": 35.56194387405886, "ebitda": 513490000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 13.022637209915596, "revenue_cagr_3y": 0.0024200867199053455, "revenue_cagr_5y": 0.033919487754025646, "earnings_cagr_3y": 0.0674636387588552, "quarterly_revenue_growth_yoy": -0.013726289739731999, "quarterly_earnings_growth_yoy": -0.09786824664813853, "revenue_growth_qoq": 0.006433802428889552, "gross_margin": 1.019565800053605, "operating_margin": 0.43319627958963713, "net_margin": 0.33689559013897363, "roa_ttm": 0.014804071925083274, "roe_ttm": 0.1749442688067445, "debt_to_ebitda": 3.2392742076962278, "net_debt_to_ebitda": 1.0291469768400299, "interest_coverage": 239.72696929238984, "debt_to_equity": 0.7858159046692607, "current_ratio": 1.1907503895907945, "quick_ratio": 1.1907288557921516, "fcf_to_ebitda": 0.6390558907969959, "capex_to_revenue": 0.042949072469367675, "working_capital_to_revenue": 1.8286451755086441, "capital_efficiency": 0.09487417036591388, "financial_health": 0.0423111843037248, "margin_quality": 0.5965525565940719, "growth_momentum": -0.05579726819393527, "company_age_years": 37.5605749486653, "ebitda": 718222000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 13.754208428198703, "revenue_cagr_3y": 0.01175977263368888, "revenue_cagr_5y": 0.04037793994905381, "earnings_cagr_3y": 0.023590651799499263, "quarterly_revenue_growth_yoy": 0.031410046856271114, "quarterly_earnings_growth_yoy": -0.28665771349013713, "revenue_growth_qoq": 0.07954059433042308, "gross_margin": 0.9658461213385806, "operating_margin": 0.4019281054383138, "net_margin": 0.3058397823617971, "roa_ttm": 0.014099290661356522, "roe_ttm": 0.17730060334445846, "debt_to_ebitda": 3.3963863988150735, "net_debt_to_ebitda": 1.8189333539512962, "interest_coverage": 114.33853354134165, "debt_to_equity": 0.8425914851781562, "current_ratio": 1.0727067295569332, "quick_ratio": 1.072684535462227, "fcf_to_ebitda": 0.7472283242295932, "capex_to_revenue": 0.04411055555209628, "working_capital_to_revenue": 0.6708779838811781, "capital_efficiency": 0.09569994700290749, "financial_health": 0.028854257045751626, "margin_quality": 0.5578713363795639, "growth_momentum": -0.127623833316933, "company_age_years": 37.80971937029432, "ebitda": 659619000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 13.958702036972225, "revenue_cagr_3y": 0.03080071367830528, "revenue_cagr_5y": 0.05600598775300991, "earnings_cagr_3y": 0.039832417635890405, "quarterly_revenue_growth_yoy": 0.10064065071614141, "quarterly_earnings_growth_yoy": 0.002137711017370942, "revenue_growth_qoq": 0.06861942368136077, "gross_margin": 0.9219382584838973, "operating_margin": 0.39576608418398873, "net_margin": 0.30357398848216716, "roa_ttm": 0.014467467559945227, "roe_ttm": 0.20057756568523308, "debt_to_ebitda": 3.509680928593398, "net_debt_to_ebitda": 2.014063444589392, "interest_coverage": 40.50874608727675, "debt_to_equity": 0.9850429113188757, "current_ratio": 0.8501992060722099, "quick_ratio": 0.8501771077848957, "fcf_to_ebitda": 0.7809211692567829, "capex_to_revenue": 0.04450055518603117, "working_capital_to_revenue": -1.6188158819632674, "capital_efficiency": 0.10752251662258916, "financial_health": 0.029498753431842193, "margin_quality": 0.5404261103833511, "growth_momentum": 0.05138918086675617, "company_age_years": 38.06160164271047, "ebitda": 660009000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 12.240122699386504, "revenue_cagr_3y": 0.06840780849996797, "revenue_cagr_5y": 0.08434377971871698, "earnings_cagr_3y": 0.08715533566761602, "quarterly_revenue_growth_yoy": 0.3401898734177215, "quarterly_earnings_growth_yoy": -0.13533834586466165, "revenue_growth_qoq": -0.0017678255745433118, "gross_margin": 0.9563164108618654, "operating_margin": 0.3347107438016529, "net_margin": 0.2715466351829988, "roa_ttm": 0.006915230469986882, "roe_ttm": 0.06628007804032084, "debt_to_ebitda": 3.660531697341513, "net_debt_to_ebitda": 1.2975460122699387, "interest_coverage": 39.91836734693877, "debt_to_equity": 0.3880338174723607, "current_ratio": 0.08211791324847409, "quick_ratio": 0.08194178177310202, "fcf_to_ebitda": 1.392638036809816, "capex_to_revenue": 0.04577572964669739, "working_capital_to_revenue": -20.81336405529954, "capital_efficiency": 0.03659765425515386, "financial_health": -0.3265646383108165, "margin_quality": 0.5208579299488391, "growth_momentum": 0.10242576377652993, "company_age_years": 32.01368925393566, "ebitda": 1956000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 15.4921406395049, "revenue_cagr_3y": 0.02126098054467307, "revenue_cagr_5y": 0.10118870862514706, "earnings_cagr_3y": -0.23334033472752436, "quarterly_revenue_growth_yoy": -0.06183844011142061, "quarterly_earnings_growth_yoy": -0.6412776412776413, "revenue_growth_qoq": -0.10473152578415737, "gross_margin": 0.6264845605700713, "operating_margin": 0.0997624703087886, "net_margin": 0.08669833729216152, "roa_ttm": 0.009321561873787588, "roe_ttm": 0.08362529435414393, "debt_to_ebitda": 10.717895822588963, "net_debt_to_ebitda": 10.271789582258897, "interest_coverage": 7.181481481481481, "debt_to_equity": 1.193613233013612, "current_ratio": 0.08162873638588129, "quick_ratio": 0.08198058438754457, "fcf_to_ebitda": 1.0825167612171223, "capex_to_revenue": 0.011899932386747802, "working_capital_to_revenue": -15.530223123732252, "capital_efficiency": 0.04647342811396576, "financial_health": -0.7831589224246416, "margin_quality": 0.27098178939034046, "growth_momentum": -0.35155804069453095, "company_age_years": 32.40246406570842, "ebitda": 1939000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 12.570076615994713, "revenue_cagr_3y": -0.021625537919885862, "revenue_cagr_5y": 0.006861707324552935, "earnings_cagr_3y": 0.07839887548594171, "quarterly_revenue_growth_yoy": -0.0022358859698155395, "quarterly_earnings_growth_yoy": -0.26886145404663925, "revenue_growth_qoq": 0.05621301775147929, "gross_margin": 0.9708683473389356, "operating_margin": 0.3708683473389356, "net_margin": 0.29859943977591036, "roa_ttm": 0.012058307665982204, "roe_ttm": 0.1563041519373397, "debt_to_ebitda": 7.488433575677462, "net_debt_to_ebitda": 7.264375413086583, "interest_coverage": 31.520833333333332, "debt_to_equity": 1.5706661121508283, "current_ratio": 0.04752048578237733, "quick_ratio": 0.04729848845940387, "fcf_to_ebitda": 0.5353602115003304, "capex_to_revenue": 0.012422360248447204, "working_capital_to_revenue": -20.134851621808142, "capital_efficiency": 0.08418122980166096, "financial_health": -1.3428775711473282, "margin_quality": 0.5467787114845939, "growth_momentum": -0.1355486700082274, "company_age_years": 34.65023956194388, "ebitda": 3026000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 12.205121579454703, "revenue_cagr_3y": 0.1845657071218323, "revenue_cagr_5y": 0.1259346039899394, "earnings_cagr_3y": -0.38382198974836146, "quarterly_revenue_growth_yoy": 0.018535459180305296, "quarterly_earnings_growth_yoy": -0.8707560769498434, "revenue_growth_qoq": -0.06284655153563005, "gross_margin": 0.575925925925926, "operating_margin": 0.03888888888888889, "net_margin": 0.024074074074074074, "roa_ttm": 0.00748607263734015, "roe_ttm": 0.07422519757259699, "debt_to_ebitda": 9.77950188640297, "net_debt_to_ebitda": 7.5528847128557395, "interest_coverage": 7.234226666666666, "debt_to_equity": 1.1146783430518667, "current_ratio": 1.4612269936535152, "quick_ratio": 1.4573269012304118, "fcf_to_ebitda": -1.3682347064970777, "capex_to_revenue": 0.022372899195737, "working_capital_to_revenue": 0.8353006921398266, "capital_efficiency": 0.04085563510496857, "financial_health": -0.23602595498462572, "margin_quality": 0.21296296296296294, "growth_momentum": -0.42611030888476903, "company_age_years": 30.015058179329227, "ebitda": 542567000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 25.52767115633075, "revenue_cagr_3y": 0.22664524735907032, "revenue_cagr_5y": 0.2174853215663568, "earnings_cagr_3y": 0.22231448889494754, "quarterly_revenue_growth_yoy": 1.0921987488559486, "quarterly_earnings_growth_yoy": 0.8313796069187398, "revenue_growth_qoq": 0.4745881062029294, "gross_margin": 0.9412571170866453, "operating_margin": 0.3155735949038841, "net_margin": 0.2592818084446699, "roa_ttm": 0.0047069014831243655, "roe_ttm": 0.0423985431155456, "debt_to_ebitda": 14.161534237726098, "net_debt_to_ebitda": 11.584131136950905, "interest_coverage": 18.33471514864385, "debt_to_equity": 0.8632798447974642, "current_ratio": 0.2331950401156494, "quick_ratio": 0.2328497927380232, "fcf_to_ebitda": 1.8485045219638243, "capex_to_revenue": 0.02714739392716048, "working_capital_to_revenue": -23.969902657690522, "capital_efficiency": 0.023552722299334982, "financial_health": -0.7517727207995545, "margin_quality": 0.5053708401450664, "growth_momentum": 0.9617891778873442, "company_age_years": 32.26283367556468, "ebitda": 309600000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 20.386977506290656, "revenue_cagr_3y": 0.2662592740416245, "revenue_cagr_5y": 0.2366488041991759, "earnings_cagr_3y": 0.26169699831585347, "quarterly_revenue_growth_yoy": 1.2485487736733458, "quarterly_earnings_growth_yoy": 0.9534608201154071, "revenue_growth_qoq": 0.09792660240148825, "gross_margin": 0.9067185866589443, "operating_margin": 0.3677118440428586, "net_margin": 0.28784583376976525, "roa_ttm": 0.006139495199080932, "roe_ttm": 0.05739793983189245, "debt_to_ebitda": 10.500224050738876, "net_debt_to_ebitda": 8.526580788757085, "interest_coverage": 13.570717364429148, "debt_to_equity": 0.862718911320446, "current_ratio": 0.20861881609702954, "quick_ratio": 0.23473255051206818, "fcf_to_ebitda": 1.7637495752884345, "capex_to_revenue": 0.025464472902708167, "working_capital_to_revenue": -20.636845925941362, "capital_efficiency": 0.03176871751548669, "financial_health": -0.6958640940625871, "margin_quality": 0.520758754823856, "growth_momentum": 1.1010047968943764, "company_age_years": 32.51471594798083, "ebitda": 406158000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 11.151679584817828, "revenue_cagr_3y": -0.08254875796777006, "revenue_cagr_5y": 0.005321159809642539, "earnings_cagr_3y": -0.11087247349188545, "quarterly_revenue_growth_yoy": -0.061154808184913964, "quarterly_earnings_growth_yoy": -0.3233255555651223, "revenue_growth_qoq": -0.013839428443000991, "gross_margin": 0.9138978676690088, "operating_margin": 0.3374847931385357, "net_margin": 0.2522685908896857, "roa_ttm": 0.012150641030533427, "roe_ttm": 0.14540423686680887, "debt_to_ebitda": 1.072313339792409, "net_debt_to_ebitda": 0.0, "interest_coverage": 63.71544515494343, "debt_to_equity": 0.22062792164163103, "current_ratio": 0.22488168212430848, "quick_ratio": 0.2818571930546837, "fcf_to_ebitda": 1.8242655374864418, "capex_to_revenue": 0.009168343626396503, "working_capital_to_revenue": -16.295121781972103, "capital_efficiency": 0.07877743894867115, "financial_health": 0.022292727173859456, "margin_quality": 0.5012170838990767, "growth_momentum": -0.19224018187501815, "company_age_years": 30.036960985626283, "ebitda": 518134000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 22.692068965517237, "revenue_cagr_3y": 0.1607010550110075, "revenue_cagr_5y": 0.16146249200206664, "earnings_cagr_3y": 0.4225576925915253, "quarterly_revenue_growth_yoy": 0.1074086056292462, "quarterly_earnings_growth_yoy": 0.22355105795768168, "revenue_growth_qoq": 0.0058771672054069935, "gross_margin": 0.5099328074788197, "operating_margin": 0.1633070406076541, "net_margin": 0.19427402862985685, "roa_ttm": 0.03007784391967031, "roe_ttm": 0.1134524279510462, "debt_to_ebitda": 2.282670766527564, "net_debt_to_ebitda": 0.8201186031188228, "interest_coverage": 52.333333333333336, "debt_to_equity": 0.5128799842084485, "current_ratio": 1.2747524752475248, "quick_ratio": 1.274266679004349, "fcf_to_ebitda": 1.1473753569075336, "capex_to_revenue": 0.028129967101615347, "working_capital_to_revenue": 0.43902709496174175, "capital_efficiency": 0.07176513593535826, "financial_health": -0.4182592222642799, "margin_quality": 0.2891712922387769, "growth_momentum": 0.16547983179346393, "company_age_years": 20.659822039698838, "ebitda": 4553000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 22.13950376350613, "revenue_cagr_3y": 0.0839304876831044, "revenue_cagr_5y": 0.13384182864719962, "earnings_cagr_3y": -0.3372692139200907, "quarterly_revenue_growth_yoy": 0.03463407811461939, "quarterly_earnings_growth_yoy": -0.7879054054054054, "revenue_growth_qoq": -0.0520059911414406, "gross_margin": 0.1701617127697325, "operating_margin": 0.03296777573125602, "net_margin": 0.026521232193852547, "roa_ttm": 0.029552439077176123, "roe_ttm": 0.12813174439335648, "debt_to_ebitda": 1.9380842539759622, "net_debt_to_ebitda": 1.8553174699526527, "interest_coverage": 60.67771639042357, "debt_to_equity": 0.3744956366707329, "current_ratio": 9.436527277348363, "quick_ratio": 12.73045584343744, "fcf_to_ebitda": 2.2409554449435474, "capex_to_revenue": 0.005533286043846092, "working_capital_to_revenue": 1.173834629633867, "capital_efficiency": 0.0788420917352663, "financial_health": -0.3708069923388279, "margin_quality": 0.07655024023161368, "growth_momentum": -0.376635663645393, "company_age_years": 35.72621492128679, "ebitda": 3294800000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 44.307255533679374, "revenue_cagr_3y": 0.1028029563799393, "revenue_cagr_5y": 0.1348679498025147, "earnings_cagr_3y": -0.4717111011518822, "quarterly_revenue_growth_yoy": 0.07777196564466868, "quarterly_earnings_growth_yoy": 0.04725738396624472, "revenue_growth_qoq": 0.10953419089227241, "gross_margin": 0.13971693386773548, "operating_margin": 0.011155122745490981, "net_margin": 0.009714741983967936, "roa_ttm": 0.011352652527269405, "roe_ttm": 0.05802574410200187, "debt_to_ebitda": 3.8108704731221286, "net_debt_to_ebitda": 3.6015154227074757, "interest_coverage": 26.56259904912837, "debt_to_equity": 0.4322762279882514, "current_ratio": 11.177464218884337, "quick_ratio": 15.74581500025287, "fcf_to_ebitda": 3.622158582423483, "capex_to_revenue": 0.006175861884522492, "working_capital_to_revenue": 1.2419962722645788, "capital_efficiency": 0.034689198314635634, "financial_health": -0.4276300351123255, "margin_quality": 0.05352893286573147, "growth_momentum": 0.0625146748054567, "company_age_years": 36.22724161533196, "ebitda": 1676100000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 12.010380339880015, "revenue_cagr_3y": 0.004445285312773661, "revenue_cagr_5y": 0.116707684350289, "earnings_cagr_3y": -0.3868122648404092, "quarterly_revenue_growth_yoy": -0.03351884644573742, "quarterly_earnings_growth_yoy": -0.7576923076923077, "revenue_growth_qoq": -0.12793882675188314, "gross_margin": 0.18479256641800812, "operating_margin": 0.06111765475723073, "net_margin": 0.03297997644287397, "roa_ttm": 0.021175206640212097, "roe_ttm": 0.0702339214897408, "debt_to_ebitda": 2.776527934008249, "net_debt_to_ebitda": 2.493063367079115, "interest_coverage": 40.40909090909091, "debt_to_equity": 0.28373278157748527, "current_ratio": 0.026318537859007833, "quick_ratio": 0.026318537859007833, "fcf_to_ebitda": 1.2620922384701911, "capex_to_revenue": 0.052671868099514206, "working_capital_to_revenue": -1.64693066391874, "capital_efficiency": 0.045704564064976444, "financial_health": -0.2500936625440255, "margin_quality": 0.09296339920603762, "growth_momentum": -0.39560557706902255, "company_age_years": 27.019849418206707, "ebitda": 5334000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 11.392600896860987, "revenue_cagr_3y": 0.10862035782071633, "revenue_cagr_5y": 0.07390690925038701, "earnings_cagr_3y": 0.2599210498948732, "quarterly_revenue_growth_yoy": 0.16312056737588654, "quarterly_earnings_growth_yoy": 0.36423841059602646, "revenue_growth_qoq": 0.044585987261146494, "gross_margin": 0.9789356984478935, "operating_margin": 0.3630820399113082, "net_margin": 0.22838137472283815, "roa_ttm": 0.008151917821129017, "roe_ttm": 0.10728312547371323, "debt_to_ebitda": 1.3740657698056802, "net_debt_to_ebitda": 0.0, "interest_coverage": 70.42105263157895, "debt_to_equity": 0.25335905739681663, "current_ratio": 0.4721729413391088, "quick_ratio": -0.2481567669692641, "fcf_to_ebitda": 0.7156203288490284, "capex_to_revenue": 0.03953212910867634, "working_capital_to_revenue": -13.567515546342907, "capital_efficiency": 0.057717521647421124, "financial_health": -0.14348679982808402, "margin_quality": 0.5234663710273466, "growth_momentum": 0.2636794889859565, "company_age_years": 28.522929500342233, "ebitda": 2676000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 10.115941363475804, "revenue_cagr_3y": 0.11104910732483542, "revenue_cagr_5y": 0.08575351856972802, "earnings_cagr_3y": 0.20864703177790989, "quarterly_revenue_growth_yoy": 0.1696931747025673, "quarterly_earnings_growth_yoy": 0.2804532577903683, "revenue_growth_qoq": 0.03547671840354767, "gross_margin": 0.9775160599571735, "operating_margin": 0.3854389721627409, "net_margin": 0.24197002141327623, "roa_ttm": 0.008361440429786116, "roe_ttm": 0.11047364909939959, "debt_to_ebitda": 2.7820558106676088, "net_debt_to_ebitda": 0.0, "interest_coverage": 67.4047619047619, "debt_to_equity": 0.5254169446297532, "current_ratio": 0.4839665678798575, "quick_ratio": -0.23784311766729935, "fcf_to_ebitda": 1.1197456729071, "capex_to_revenue": 0.04782918149466192, "working_capital_to_revenue": -13.235871886120997, "capital_efficiency": 0.05941754476459286, "financial_health": -0.12634309407787958, "margin_quality": 0.5349750178443969, "growth_momentum": 0.2250732162464678, "company_age_years": 28.772073921971252, "ebitda": 2831000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 12.335100164203613, "revenue_cagr_3y": 0.11933821033051162, "revenue_cagr_5y": 0.09427315186724572, "earnings_cagr_3y": 0.2014987658743257, "quarterly_revenue_growth_yoy": 0.2023370233702337, "quarterly_earnings_growth_yoy": 0.3377659574468085, "revenue_growth_qoq": 0.046573875802997856, "gross_margin": 0.9764705882352941, "operating_margin": 0.4061381074168798, "net_margin": 0.2572890025575448, "roa_ttm": 0.008517366734022175, "roe_ttm": 0.11525533290239173, "debt_to_ebitda": 1.9300492610837439, "net_debt_to_ebitda": 0.0, "interest_coverage": 66.19565217391305, "debt_to_equity": 0.37989657401422106, "current_ratio": 0.5421669083883534, "quick_ratio": -0.2050148959898634, "fcf_to_ebitda": 0.50311986863711, "capex_to_revenue": 0.045417459885776446, "working_capital_to_revenue": -11.890399782431329, "capital_efficiency": 0.061886349818206954, "financial_health": -0.13607946439971583, "margin_quality": 0.5466325660699062, "growth_momentum": 0.2700514904085211, "company_age_years": 29.023956194387406, "ebitda": 3045000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 14.434555494202097, "revenue_cagr_3y": 0.1376183707398182, "revenue_cagr_5y": 0.10696429559584675, "earnings_cagr_3y": 0.21071227285156735, "quarterly_revenue_growth_yoy": 0.17987152034261242, "quarterly_earnings_growth_yoy": 0.2721238938053097, "revenue_growth_qoq": 0.031835205992509365, "gross_margin": 0.9664246823956443, "operating_margin": 0.41243194192377497, "net_margin": 0.26088929219600726, "roa_ttm": 0.00980956568646561, "roe_ttm": 0.12373491909200068, "debt_to_ebitda": 1.0541137493097736, "net_debt_to_ebitda": 0.0, "interest_coverage": 48.945945945945944, "debt_to_equity": 0.21830865115215278, "current_ratio": 0.3713137669469022, "quick_ratio": -0.39876950208924117, "fcf_to_ebitda": -0.009387078961899503, "capex_to_revenue": 0.03789701636188643, "working_capital_to_revenue": -15.096487006737247, "capital_efficiency": 0.06677224238923314, "financial_health": -0.15775085670875705, "margin_quality": 0.5465819721718088, "growth_momentum": 0.22599770707396105, "company_age_years": 29.77138945927447, "ebitda": 3622000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 12.222784099877828, "revenue_cagr_3y": 0.04084537249487097, "revenue_cagr_5y": 0.028063200588512638, "earnings_cagr_3y": 0.07659250882875579, "quarterly_revenue_growth_yoy": 0.028376436781609195, "quarterly_earnings_growth_yoy": 0.05904059040590406, "revenue_growth_qoq": -0.016151202749140895, "gross_margin": 0.5487251135172896, "operating_margin": 0.3971358714634998, "net_margin": 0.30073349633251834, "roa_ttm": 0.014849441314741566, "roe_ttm": 0.1173560677823387, "debt_to_ebitda": 2.0077377316228873, "net_debt_to_ebitda": 0.7389533699857462, "interest_coverage": 96.29411764705883, "debt_to_equity": 0.3459284987545171, "current_ratio": 38.234082397003746, "quick_ratio": 38.90823970037453, "fcf_to_ebitda": 0.5666870291183058, "capex_to_revenue": 0.019384264538198404, "working_capital_to_revenue": 3.4879396544162793, "capital_efficiency": 0.06610275454854013, "financial_health": -0.14530300308961888, "margin_quality": 0.4155314937711026, "growth_momentum": 0.043708513593756625, "company_age_years": 16.249144421629023, "ebitda": 4911000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 11.71534367021534, "revenue_cagr_3y": 0.023273393106499896, "revenue_cagr_5y": 0.02832320968742552, "earnings_cagr_3y": 0.013015515408521194, "quarterly_revenue_growth_yoy": -0.03635695923613661, "quarterly_earnings_growth_yoy": -0.20072992700729927, "revenue_growth_qoq": -0.08347886831994411, "gross_margin": 0.5266768292682927, "operating_margin": 0.3669969512195122, "net_margin": 0.2503810975609756, "roa_ttm": 0.014262775948833413, "roe_ttm": 0.11199549200535325, "debt_to_ebitda": 1.0188679245283019, "net_debt_to_ebitda": 0.0, "interest_coverage": 95.6078431372549, "debt_to_equity": 0.1749665422272311, "current_ratio": 28.342960288808666, "quick_ratio": 28.823826714801445, "fcf_to_ebitda": 0.5693191140278917, "capex_to_revenue": 0.013537427004070075, "working_capital_to_revenue": 3.350734383294992, "capital_efficiency": 0.06312913397709333, "financial_health": -0.15216404130777542, "margin_quality": 0.38135162601626016, "growth_momentum": -0.11854344312171794, "company_age_years": 16.49828884325804, "ebitda": 4876000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 11.822763433684427, "revenue_cagr_3y": 0.04149872841025615, "revenue_cagr_5y": 0.03622241849390195, "earnings_cagr_3y": 0.0267148061025817, "quarterly_revenue_growth_yoy": -0.03476764199655766, "quarterly_earnings_growth_yoy": -0.03663003663003663, "revenue_growth_qoq": 0.06859756097560976, "gross_margin": 0.5399429386590585, "operating_margin": 0.41833095577746077, "net_margin": 0.2813837375178317, "roa_ttm": 0.01418567472022697, "roe_ttm": 0.11026323158779054, "debt_to_ebitda": 1.0263321584076301, "net_debt_to_ebitda": 0.0, "interest_coverage": 94.56862745098039, "debt_to_equity": 0.1732707924950994, "current_ratio": 24.78575851393189, "quick_ratio": 25.174613003095974, "fcf_to_ebitda": 0.4677586564379017, "capex_to_revenue": 0.013748772431032943, "working_capital_to_revenue": 3.4295152218551914, "capital_efficiency": 0.062224453154008756, "financial_health": -0.14968654534912207, "margin_quality": 0.4132192106514503, "growth_momentum": -0.03569883931329715, "company_age_years": 16.747433264887064, "ebitda": 4823000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 13.653007621275208, "revenue_cagr_3y": 0.013383870725817593, "revenue_cagr_5y": 0.05350238987558886, "earnings_cagr_3y": 0.003947928820676294, "quarterly_revenue_growth_yoy": 0.009430667132378624, "quarterly_earnings_growth_yoy": -0.011614401858304297, "revenue_growth_qoq": 0.018681706027493833, "gross_margin": 0.5550173010380622, "operating_margin": 0.42387543252595156, "net_margin": 0.2944636678200692, "roa_ttm": 0.014406591060828334, "roe_ttm": 0.10901092858615713, "debt_to_ebitda": 2.0024444897127727, "net_debt_to_ebitda": 0.744550825015278, "interest_coverage": 96.25490196078431, "debt_to_equity": 0.33782390542305313, "current_ratio": 34.11791590493601, "quick_ratio": 34.63528336380256, "fcf_to_ebitda": 0.4145447137909961, "capex_to_revenue": 0.010667861945316002, "working_capital_to_revenue": 3.247960555804572, "capital_efficiency": 0.061708759823492734, "financial_health": -0.14086633486770092, "margin_quality": 0.4244521337946943, "growth_momentum": -0.0010918673629628367, "company_age_years": 17.251197809719372, "ebitda": 4909000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 12.705104366866562, "revenue_cagr_3y": 0.018867737118561267, "revenue_cagr_5y": 0.0465863046742645, "earnings_cagr_3y": 0.0434952010238816, "quarterly_revenue_growth_yoy": 0.07621951219512195, "quarterly_earnings_growth_yoy": 0.3074581430745814, "revenue_growth_qoq": -0.022837370242214532, "gross_margin": 0.5254957507082153, "operating_margin": 0.4061614730878187, "net_margin": 0.30417847025495753, "roa_ttm": 0.014632284700719037, "roe_ttm": 0.11572232130607765, "debt_to_ebitda": 1.254765687053217, "net_debt_to_ebitda": 0.10027799841143765, "interest_coverage": 77.47692307692307, "debt_to_equity": 0.2167306900809439, "current_ratio": 20.088, "quick_ratio": 20.5225, "fcf_to_ebitda": 0.4805401111993646, "capex_to_revenue": 0.009511228533685601, "working_capital_to_revenue": 3.362043152796125, "capital_efficiency": 0.06517730300339834, "financial_health": -0.16750788979516, "margin_quality": 0.4119452313503305, "growth_momentum": 0.1918388276348517, "company_age_years": 17.49760438056126, "ebitda": 5036000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 14.24718363781524, "revenue_cagr_3y": 0.07461536061959473, "revenue_cagr_5y": 0.0775084840476572, "earnings_cagr_3y": 0.09422157449386015, "quarterly_revenue_growth_yoy": 0.21585160202360876, "quarterly_earnings_growth_yoy": 0.25644028103044497, "revenue_growth_qoq": 0.006140106056377337, "gross_margin": 0.511511789181692, "operating_margin": 0.39944521497919555, "net_margin": 0.29764216366158114, "roa_ttm": 0.0276657001569939, "roe_ttm": 0.16837846249610955, "debt_to_ebitda": 1.6837491571139582, "net_debt_to_ebitda": 0.550236008091706, "interest_coverage": 128.95652173913044, "debt_to_equity": 0.3108621226268285, "current_ratio": 28.070723684210527, "quick_ratio": 28.27549342105263, "fcf_to_ebitda": 0.6427848954821308, "capex_to_revenue": 0.01149101163200564, "working_capital_to_revenue": 2.3206203736341204, "capital_efficiency": 0.09802208132655173, "financial_health": -0.12104581771718007, "margin_quality": 0.40286638927415624, "growth_momentum": 0.23614594152702686, "company_age_years": 18.746064339493497, "ebitda": 5932000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "BLK", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 10.646707561261634, "revenue_cagr_3y": 0.06249357930002564, "revenue_cagr_5y": 0.04338570470821779, "earnings_cagr_3y": 0.024925254042539757, "quarterly_revenue_growth_yoy": -0.08767268862911796, "quarterly_earnings_growth_yoy": -0.59765625, "revenue_growth_qoq": -0.03970917225950783, "gross_margin": 0.5154338963308096, "operating_margin": 0.3628421665695981, "net_margin": 0.2699475829935935, "roa_ttm": 0.02697824819988344, "roe_ttm": 0.13297708037313893, "debt_to_ebitda": 0.8581523612547397, "net_debt_to_ebitda": 0.0, "interest_coverage": 126.1304347826087, "debt_to_equity": 0.15379625625501947, "current_ratio": 23.065015479876163, "quick_ratio": 23.440402476780186, "fcf_to_ebitda": 0.4948293691830403, "capex_to_revenue": 0.014368220876179744, "working_capital_to_revenue": 2.0078884349908437, "capital_efficiency": 0.07997766428651118, "financial_health": -0.11313774886341812, "margin_quality": 0.38274121529800037, "growth_momentum": -0.34266446931455896, "company_age_years": 19.249828884325805, "ebitda": 5802000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 12.06711390635919, "revenue_cagr_3y": 0.03201166534488897, "revenue_cagr_5y": 0.013919340259094914, "earnings_cagr_3y": 0.007661407252223418, "quarterly_revenue_growth_yoy": 0.059158552268969315, "quarterly_earnings_growth_yoy": 0.008730691739422432, "revenue_growth_qoq": -0.006719503790489318, "gross_margin": 0.8695576756287945, "operating_margin": 0.3611448395490026, "net_margin": 0.26053772766695577, "roa_ttm": 0.0129609322358599, "roe_ttm": 0.12324378651144287, "debt_to_ebitda": 6.251222921034242, "net_debt_to_ebitda": 3.4951083158630327, "interest_coverage": 20.107728337236534, "debt_to_equity": 1.1238300634435394, "current_ratio": 0.2894887093551058, "quick_ratio": 0.27288532358902623, "fcf_to_ebitda": 0.6719077568134172, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.093603744149766, "capital_efficiency": 0.06810235937365139, "financial_health": -0.7430929364087986, "margin_quality": 0.49708008094825096, "growth_momentum": 0.033944622004195873, "company_age_years": 28.903490759753595, "ebitda": 8586000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 13.897008746355684, "revenue_cagr_3y": 0.035777212012886306, "revenue_cagr_5y": 0.016762845992680964, "earnings_cagr_3y": 0.005011473218653029, "quarterly_revenue_growth_yoy": 0.056222707423580785, "quarterly_earnings_growth_yoy": 0.0013550135501355014, "revenue_growth_qoq": 0.006938421509106678, "gross_margin": 0.8689061154177433, "operating_margin": 0.35142118863049093, "net_margin": 0.2546080964685616, "roa_ttm": 0.013202859423630607, "roe_ttm": 0.12448729333164194, "debt_to_ebitda": 5.514402332361516, "net_debt_to_ebitda": 3.6829154518950435, "interest_coverage": 20.465393794749403, "debt_to_equity": 0.9997462894836991, "current_ratio": 0.2668403370506064, "quick_ratio": 0.2523862941934225, "fcf_to_ebitda": 0.6222740524781342, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.235710517059445, "capital_efficiency": 0.06884507637763627, "financial_health": -0.6693171142055342, "margin_quality": 0.49164513350559863, "growth_momentum": 0.028788860486858144, "company_age_years": 29.155373032169745, "ebitda": 8575000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 13.337975268692938, "revenue_cagr_3y": 0.03282861721497632, "revenue_cagr_5y": 0.006530843508016471, "earnings_cagr_3y": 0.01781484359754737, "quarterly_revenue_growth_yoy": 0.05251396648044693, "quarterly_earnings_growth_yoy": 0.06277056277056277, "revenue_growth_qoq": -0.02635658914728682, "gross_margin": 0.8658881811748054, "operating_margin": 0.35120311394196746, "net_margin": 0.2606157112526539, "roa_ttm": 0.013291896725855464, "roe_ttm": 0.12500523034436586, "debt_to_ebitda": 5.562348318502254, "net_debt_to_ebitda": 3.2141453831041256, "interest_coverage": 20.951573849878933, "debt_to_equity": 1.0069668186953429, "current_ratio": 0.2834187064539787, "quick_ratio": 0.27506761092775944, "fcf_to_ebitda": 0.839593204668901, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.862807261356727, "capital_efficiency": 0.06914856353511066, "financial_health": -0.7068803298488047, "margin_quality": 0.4925690021231422, "growth_momentum": 0.05764226462550485, "company_age_years": 29.401779603011637, "ebitda": 8653000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 12.852471923121454, "revenue_cagr_3y": 0.022323196013149582, "revenue_cagr_5y": 0.009972833254000113, "earnings_cagr_3y": 0.0011135866662101979, "quarterly_revenue_growth_yoy": 0.010854583046175051, "quarterly_earnings_growth_yoy": -0.01445466491458607, "revenue_growth_qoq": 0.038039631988676575, "gross_margin": 0.8602352139083007, "operating_margin": 0.351627748423385, "net_margin": 0.2556672916311573, "roa_ttm": 0.012834056277541587, "roe_ttm": 0.12319950331125828, "debt_to_ebitda": 6.0467755007525765, "net_debt_to_ebitda": 2.693296283431747, "interest_coverage": 18.376595744680852, "debt_to_equity": 1.0808360927152318, "current_ratio": 0.3008621023352522, "quick_ratio": 0.2902365113334108, "fcf_to_ebitda": 0.8603681833970128, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.951535363159946, "capital_efficiency": 0.06801677979439993, "financial_health": -0.7201310956138428, "margin_quality": 0.4891767513209477, "growth_momentum": -0.00180004093420551, "company_age_years": 29.650924024640656, "ebitda": 8637000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 13.744407207620796, "revenue_cagr_3y": 0.044824895191897474, "revenue_cagr_5y": 0.01454490553984411, "earnings_cagr_3y": 0.02042737700656372, "quarterly_revenue_growth_yoy": 0.04839549002601908, "quarterly_earnings_growth_yoy": 0.04061251664447404, "revenue_growth_qoq": 0.030168740412476563, "gross_margin": 0.8530774321641297, "operating_margin": 0.35704831237591, "net_margin": 0.2586035737921906, "roa_ttm": 0.013095919882759507, "roe_ttm": 0.12343246516019128, "debt_to_ebitda": 5.781131642373465, "net_debt_to_ebitda": 3.423734649374498, "interest_coverage": 16.501893939393938, "debt_to_equity": 1.0338238614206843, "current_ratio": 0.28185077208497816, "quick_ratio": 0.27083931983986387, "fcf_to_ebitda": 1.002984046826581, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.015790825059911, "capital_efficiency": 0.06826419252147539, "financial_health": -0.6636650050901433, "margin_quality": 0.48957643944407675, "growth_momentum": 0.04450400333524656, "company_age_years": 29.90280629705681, "ebitda": 8713000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 14.345335820895523, "revenue_cagr_3y": 0.05150437780844275, "revenue_cagr_5y": 0.028197530068780008, "earnings_cagr_3y": 0.05388136645021491, "quarterly_revenue_growth_yoy": 0.0727176220806794, "quarterly_earnings_growth_yoy": 0.13713509843856075, "revenue_growth_qoq": -0.019090762012619316, "gross_margin": 0.8410028038924625, "operating_margin": 0.3371268349002144, "net_margin": 0.27626587497938315, "roa_ttm": 0.013952912181413939, "roe_ttm": 0.13052229247565414, "debt_to_ebitda": 6.33134328358209, "net_debt_to_ebitda": 3.9375621890547263, "interest_coverage": 12.905296950240771, "debt_to_equity": 1.0349075975359343, "current_ratio": 0.2745059064845719, "quick_ratio": 0.26092057786648776, "fcf_to_ebitda": 0.5865671641791045, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.879528048023184, "capital_efficiency": 0.07223760232853405, "financial_health": -0.633167115987648, "margin_quality": 0.4847985045906867, "growth_momentum": 0.10492636025962007, "company_age_years": 30.401095140314855, "ebitda": 8040000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 9.233919124353907, "revenue_cagr_3y": -0.008265290156938332, "revenue_cagr_5y": 0.018684532485864436, "earnings_cagr_3y": -0.03340637284485504, "quarterly_revenue_growth_yoy": -0.09893887311313705, "quarterly_earnings_growth_yoy": 0.02220726783310902, "revenue_growth_qoq": -0.040731901352426415, "gross_margin": 0.8764305855034003, "operating_margin": 0.3184607729308343, "net_margin": 0.25194891358434235, "roa_ttm": 0.008952798765131205, "roe_ttm": 0.09339862510594218, "debt_to_ebitda": 8.06673761021587, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.638157894736842, "debt_to_equity": 0.9993973067143799, "current_ratio": 0.48178177996811133, "quick_ratio": 0.4816141832149587, "fcf_to_ebitda": 0.5649133475220431, "capex_to_revenue": 0.0, "working_capital_to_revenue": -9.065092508220753, "capital_efficiency": 0.051175711935536695, "financial_health": -0.6648148566804161, "margin_quality": 0.482280090672859, "growth_momentum": -0.03836580264001402, "company_age_years": 33.15537303216975, "ebitda": 6578000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 7.2753668101386895, "revenue_cagr_3y": -0.022891739753547857, "revenue_cagr_5y": 0.011427082469636307, "earnings_cagr_3y": 0.03768078236303296, "quarterly_revenue_growth_yoy": -0.029116945107398567, "quarterly_earnings_growth_yoy": 0.28354430379746837, "revenue_growth_qoq": 0.01683052824529245, "gross_margin": 0.987708947885939, "operating_margin": 0.4257620452310718, "net_margin": 0.33235004916420846, "roa_ttm": 0.013760473660560886, "roe_ttm": 0.14530264406527363, "debt_to_ebitda": 4.9506456241032994, "net_debt_to_ebitda": 0.0, "interest_coverage": 43.92857142857143, "debt_to_equity": 0.9630835643711739, "current_ratio": 0.49036362447983617, "quick_ratio": 0.49028083400509814, "fcf_to_ebitda": 0.7745576279292204, "capex_to_revenue": 0.0, "working_capital_to_revenue": -9.806237947514044, "capital_efficiency": 0.07953155886291725, "financial_health": -0.5511257917336269, "margin_quality": 0.5819403474270731, "growth_momentum": 0.1272136793450349, "company_age_years": 33.90280629705681, "ebitda": 10455000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 10.55356952041725, "revenue_cagr_3y": 0.06212007608326542, "revenue_cagr_5y": 0.053393484961922644, "earnings_cagr_3y": -0.14616430295454397, "quarterly_revenue_growth_yoy": 0.36135167260995077, "quarterly_earnings_growth_yoy": -0.44710101613867304, "revenue_growth_qoq": 0.11393636237321106, "gross_margin": 0.6416365223899214, "operating_margin": 0.13733316702008233, "net_margin": 0.11537981788699014, "roa_ttm": 0.008632123354154163, "roe_ttm": 0.11474215025804672, "debt_to_ebitda": 9.037654242462791, "net_debt_to_ebitda": 2.2265615061696984, "interest_coverage": 4.676383105294468, "debt_to_equity": 1.3994602686837647, "current_ratio": 0.24393554743685633, "quick_ratio": 0.34150437259076005, "fcf_to_ebitda": 2.6865538735529833, "capex_to_revenue": 0.44731944089631764, "working_capital_to_revenue": -15.346775665121712, "capital_efficiency": 0.06168713680610044, "financial_health": -0.705216129441995, "margin_quality": 0.2981165024323313, "growth_momentum": -0.04287467176436113, "company_age_years": 35.15400410677618, "ebitda": 7861000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 10.613015873015874, "revenue_cagr_3y": 0.1256087283982108, "revenue_cagr_5y": 0.09330580409645939, "earnings_cagr_3y": 0.1318623058315782, "quarterly_revenue_growth_yoy": 0.6289989680082559, "quarterly_earnings_growth_yoy": 0.0905587668593449, "revenue_growth_qoq": 0.1813646002245229, "gross_margin": 0.7089008552423186, "operating_margin": 0.2279590328370816, "net_margin": 0.1792841305036427, "roa_ttm": 0.008742967597090758, "roe_ttm": 0.11258940534827983, "debt_to_ebitda": 12.078144078144078, "net_debt_to_ebitda": 3.8695970695970696, "interest_coverage": 3.515021459227468, "debt_to_equity": 1.8668025439242106, "current_ratio": 0.251843604036897, "quick_ratio": 0.3932008096561096, "fcf_to_ebitda": 1.6463980463980463, "capex_to_revenue": 0.39464872174640997, "working_capital_to_revenue": -13.54317728121579, "capital_efficiency": 0.06066618647268529, "financial_health": -0.6949462491202159, "margin_quality": 0.37204800619434764, "growth_momentum": 0.35977886743380044, "company_age_years": 35.40041067761807, "ebitda": 8190000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 9.260083724470379, "revenue_cagr_3y": 0.19865036890246013, "revenue_cagr_5y": 0.09925168644108617, "earnings_cagr_3y": -0.17692032234412858, "quarterly_revenue_growth_yoy": 0.29512286391418235, "quarterly_earnings_growth_yoy": -0.08432432432432432, "revenue_growth_qoq": -0.012835139760410725, "gross_margin": 0.5989598381970529, "operating_margin": 0.09631127805065973, "net_margin": 0.08157565250890879, "roa_ttm": 0.00818247723028647, "roe_ttm": 0.09816294796224641, "debt_to_ebitda": 8.468730178865915, "net_debt_to_ebitda": 0.706203222123557, "interest_coverage": 2.1585432639649507, "debt_to_equity": 1.2070842223266915, "current_ratio": 0.26327211798533334, "quick_ratio": 0.3792559008777633, "fcf_to_ebitda": 1.071546365596854, "capex_to_revenue": 0.008123276880661678, "working_capital_to_revenue": -9.56801398188263, "capital_efficiency": 0.053172712596266436, "financial_health": -0.8385939241887559, "margin_quality": 0.2589489229188738, "growth_momentum": 0.10539926979492902, "company_age_years": 36.153319644079396, "ebitda": 7883000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 9.851590557275541, "revenue_cagr_3y": 0.20902670024476255, "revenue_cagr_5y": 0.08869400866262711, "earnings_cagr_3y": -0.05453028479473487, "quarterly_revenue_growth_yoy": 0.025289979083475946, "quarterly_earnings_growth_yoy": 0.12541037426132634, "revenue_growth_qoq": -0.0014814814814814814, "gross_margin": 0.581973293768546, "operating_margin": 0.19213649851632048, "net_margin": 0.15893916913946587, "roa_ttm": 0.007987250698866227, "roe_ttm": 0.09315482763893372, "debt_to_ebitda": 10.132481940144478, "net_debt_to_ebitda": 0.6430598555211559, "interest_coverage": 1.962034927866363, "debt_to_equity": 1.3344942999371379, "current_ratio": 0.3008264826857108, "quick_ratio": 0.3008264826857108, "fcf_to_ebitda": 0.8930598555211559, "capex_to_revenue": 0.007777332610591313, "working_capital_to_revenue": -8.977799250547948, "capital_efficiency": 0.050571039168899976, "financial_health": -0.8245412104653453, "margin_quality": 0.3110163204747775, "growth_momentum": 0.07535017667240114, "company_age_years": 36.903490759753595, "ebitda": 7752000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 10.356329113924051, "revenue_cagr_3y": 0.2188760045137106, "revenue_cagr_5y": 0.0977054521840739, "earnings_cagr_3y": -0.0019964117783205504, "quarterly_revenue_growth_yoy": 0.027063469132235386, "quarterly_earnings_growth_yoy": 0.9634002361275088, "revenue_growth_qoq": -0.01112759643916914, "gross_margin": 0.6019317329332333, "operating_margin": 0.19767441860465115, "net_margin": 0.15594523630907728, "roa_ttm": 0.009286204995297191, "roe_ttm": 0.10753183789135853, "debt_to_ebitda": 8.309222423146474, "net_debt_to_ebitda": 1.923372513562387, "interest_coverage": 2.4010854816824967, "debt_to_equity": 1.2550786984874869, "current_ratio": 0.2831179389577522, "quick_ratio": 0.2831179389577522, "fcf_to_ebitda": 1.2740732368896925, "capex_to_revenue": 0.0, "working_capital_to_revenue": -8.95980052444278, "capital_efficiency": 0.058409021443327866, "financial_health": -0.9068697422972369, "margin_quality": 0.3185171292823206, "growth_momentum": 0.49523185262987207, "company_age_years": 37.15537303216975, "ebitda": 8848000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 9.852256849737786, "revenue_cagr_3y": 0.1750809290325026, "revenue_cagr_5y": 0.13863406630429642, "earnings_cagr_3y": 0.3652691974290674, "quarterly_revenue_growth_yoy": 0.5820216257806808, "quarterly_earnings_growth_yoy": 0.601921202840039, "revenue_growth_qoq": 0.05062486070417099, "gross_margin": 0.8002214472717489, "operating_margin": 0.3846611546302141, "net_margin": 0.29767583844697165, "roa_ttm": 0.017411301639095676, "roe_ttm": 0.16379658886154513, "debt_to_ebitda": 0.9983415680284657, "net_debt_to_ebitda": 0.2645423107025752, "interest_coverage": 7.992091485257647, "debt_to_equity": 0.2208833441911629, "current_ratio": 8.986697396483434, "quick_ratio": 24.879460819483622, "fcf_to_ebitda": 0.7285998489827019, "capex_to_revenue": 0.030905388099698818, "working_capital_to_revenue": 2.408940937225793, "capital_efficiency": 0.09060394525032041, "financial_health": -0.04839104854555591, "margin_quality": 0.49418614678297823, "growth_momentum": 0.5919714143103599, "company_age_years": 33.01300479123888, "ebitda": 290033000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 13.880514340395184, "revenue_cagr_3y": 0.01379135046410962, "revenue_cagr_5y": -0.008906592592376583, "earnings_cagr_3y": 0.02062877505495142, "quarterly_revenue_growth_yoy": 0.027377196935556555, "quarterly_earnings_growth_yoy": 0.0398387997378068, "revenue_growth_qoq": 0.03724842093994219, "gross_margin": 0.9308102668636267, "operating_margin": 0.3849944846893687, "net_margin": 0.27629448533443424, "roa_ttm": 0.010398177523724336, "roe_ttm": 0.14396645942701522, "debt_to_ebitda": 3.584793452110153, "net_debt_to_ebitda": 2.917425928430613, "interest_coverage": 25.086057988895742, "debt_to_equity": 0.7835477397738878, "current_ratio": 0.23284659187010204, "quick_ratio": -0.08468173873823082, "fcf_to_ebitda": 0.9012037526589531, "capex_to_revenue": 0.02302349113033447, "working_capital_to_revenue": -0.022171312371582527, "capital_efficiency": 0.07718231847536977, "financial_health": -0.6576652834289635, "margin_quality": 0.5306997456291432, "growth_momentum": 0.03360799833668168, "company_age_years": 31.312799452429843, "ebitda": 243987000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 12.86325069231074, "revenue_cagr_3y": 0.04576610253719049, "revenue_cagr_5y": 0.01821001998915106, "earnings_cagr_3y": 0.03179384393247875, "quarterly_revenue_growth_yoy": 0.05710772593756404, "quarterly_earnings_growth_yoy": 0.05490538707378199, "revenue_growth_qoq": 0.015026385617602337, "gross_margin": 0.9033984432368923, "operating_margin": 0.3884799530033779, "net_margin": 0.26953150242326335, "roa_ttm": 0.010726706076833728, "roe_ttm": 0.15085353528361184, "debt_to_ebitda": 0.9835428135272241, "net_debt_to_ebitda": 0.08832371440606875, "interest_coverage": 22.32007393121183, "debt_to_equity": 0.2224786687439378, "current_ratio": 1.743845663265306, "quick_ratio": 1.3884566326530612, "fcf_to_ebitda": 0.8712983931651012, "capex_to_revenue": 0.04123007575802449, "working_capital_to_revenue": 0.03454275678653296, "capital_efficiency": 0.08079012068022279, "financial_health": -0.20376893298095564, "margin_quality": 0.5204699662211779, "growth_momentum": 0.056006556505673016, "company_age_years": 33.06228610540725, "ebitda": 277751000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 14.718519197686334, "revenue_cagr_3y": 0.04541486089092306, "revenue_cagr_5y": 0.029903101887618577, "earnings_cagr_3y": 0.014060163504825196, "quarterly_revenue_growth_yoy": 0.06060400991713166, "quarterly_earnings_growth_yoy": -0.012869717096040264, "revenue_growth_qoq": 0.012765457482743428, "gross_margin": 0.9008515179990487, "operating_margin": 0.3714602257566793, "net_margin": 0.24915022216034988, "roa_ttm": 0.010806450820092302, "roe_ttm": 0.14991216591388037, "debt_to_ebitda": 2.724924585218703, "net_debt_to_ebitda": 1.7771244201599363, "interest_coverage": 21.888343844896053, "debt_to_equity": 0.6218271762883686, "current_ratio": 0.1424882335790745, "quick_ratio": -0.701820150776792, "fcf_to_ebitda": 0.5146525228378724, "capex_to_revenue": 0.04447142925948575, "working_capital_to_revenue": -0.030048499691312527, "capital_efficiency": 0.08035930836698633, "financial_health": -0.6019392981163343, "margin_quality": 0.5071539886386927, "growth_momentum": 0.0238671464105457, "company_age_years": 33.31416837782341, "ebitda": 281112000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 13.13447096758823, "revenue_cagr_3y": 0.03590810441593928, "revenue_cagr_5y": 0.03745622252619407, "earnings_cagr_3y": 0.08385994398162011, "quarterly_revenue_growth_yoy": 0.00012583580715090574, "quarterly_earnings_growth_yoy": 0.055963732999843675, "revenue_growth_qoq": 0.014240304411884128, "gross_margin": 0.9009739609843698, "operating_margin": 0.36877834523857184, "net_margin": 0.30905961007246086, "roa_ttm": 0.010943958431445322, "roe_ttm": 0.1510933432592675, "debt_to_ebitda": 0.8832949093401458, "net_debt_to_ebitda": 0.2328603944537501, "interest_coverage": 20.68483699772555, "debt_to_equity": 0.19416158486230586, "current_ratio": 1.8787427682105762, "quick_ratio": 0.9883953039889029, "fcf_to_ebitda": 0.6337209941612635, "capex_to_revenue": 0.05172939704983063, "working_capital_to_revenue": 0.03790677207920243, "capital_efficiency": 0.08101865084535641, "financial_health": -0.17954118169109826, "margin_quality": 0.5262706387651342, "growth_momentum": 0.02804478440349729, "company_age_years": 33.5605749486653, "ebitda": 272833000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 10.34249336267122, "revenue_cagr_3y": 0.062255771994159215, "revenue_cagr_5y": 0.053973243056670395, "earnings_cagr_3y": 0.10474031933924022, "quarterly_revenue_growth_yoy": 0.31704802775219926, "quarterly_earnings_growth_yoy": -0.145748987854251, "revenue_growth_qoq": 0.0729447288339506, "gross_margin": 0.7608919337249798, "operating_margin": 0.27602719245787455, "net_margin": 0.20597495338938332, "roa_ttm": 0.009101295726633866, "roe_ttm": 0.16081451237790068, "debt_to_ebitda": 4.927120393725396, "net_debt_to_ebitda": 3.853887217499187, "interest_coverage": 6.047864520686561, "debt_to_equity": 1.1523364071971236, "current_ratio": 0.1040986087076176, "quick_ratio": 0.1373719539977335, "fcf_to_ebitda": 0.7414330316413538, "capex_to_revenue": 0.03153498986495314, "working_capital_to_revenue": -24.029232984133582, "capital_efficiency": 0.08495790405226727, "financial_health": -0.3625352148286709, "margin_quality": 0.4142980265240792, "growth_momentum": 0.08564951994897413, "company_age_years": 38.559890485968516, "ebitda": 316769000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 8.014367092828609, "revenue_cagr_3y": 0.1206802416896473, "revenue_cagr_5y": 0.06493942526763052, "earnings_cagr_3y": 0.08177563359002016, "quarterly_revenue_growth_yoy": 0.33625842208215606, "quarterly_earnings_growth_yoy": -0.09276339463267741, "revenue_growth_qoq": 0.018630890496920394, "gross_margin": 0.621803395344109, "operating_margin": 0.2589000711599065, "net_margin": 0.1947870285656196, "roa_ttm": 0.00858237134649, "roe_ttm": 0.14819406968559362, "debt_to_ebitda": 2.369923904417012, "net_debt_to_ebitda": 1.4824533322662612, "interest_coverage": 3.295160864978903, "debt_to_equity": 0.5211073146410136, "current_ratio": 0.09401115483660169, "quick_ratio": 0.13031724178417348, "fcf_to_ebitda": 0.5974637028737587, "capex_to_revenue": 0.010242542809447915, "working_capital_to_revenue": -20.516694848406697, "capital_efficiency": 0.07838822051604181, "financial_health": -0.39946329442885586, "margin_quality": 0.3584968316898784, "growth_momentum": 0.12174751372473933, "company_age_years": 39.06091718001369, "ebitda": 299886000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 9.859565255837019, "revenue_cagr_3y": 0.13313623605844827, "revenue_cagr_5y": 0.06435382402980294, "earnings_cagr_3y": -0.10440680563286253, "quarterly_revenue_growth_yoy": 0.18424665612983887, "quarterly_earnings_growth_yoy": -0.5042001729003214, "revenue_growth_qoq": 0.02066483684050015, "gross_margin": 0.6133095889756063, "operating_margin": 0.15778842821116543, "net_margin": 0.12109622440808424, "roa_ttm": 0.007213578762932885, "roe_ttm": 0.12105566091234739, "debt_to_ebitda": 2.693084000046135, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.7506503669550137, "debt_to_equity": 0.49531126921700813, "current_ratio": 0.16799657619836586, "quick_ratio": 0.15662786414627725, "fcf_to_ebitda": 0.5413887361739592, "capex_to_revenue": 0.009735186767104139, "working_capital_to_revenue": -18.30365147161606, "capital_efficiency": 0.06413461983764014, "financial_health": -0.3467262363786987, "margin_quality": 0.29739808053161865, "growth_momentum": -0.15997675838524125, "company_age_years": 39.31279945242984, "ebitda": 260107000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 14.460783035368387, "revenue_cagr_3y": 0.08696102082869639, "revenue_cagr_5y": 0.056213575522436665, "earnings_cagr_3y": 0.14579806106037663, "quarterly_revenue_growth_yoy": 0.15876741468282626, "quarterly_earnings_growth_yoy": 0.3181938836809679, "revenue_growth_qoq": 0.1457314975299746, "gross_margin": 0.9313924072148739, "operating_margin": 0.3260319609737304, "net_margin": 0.2672999181286881, "roa_ttm": 0.012861018108061256, "roe_ttm": 0.11756891068115558, "debt_to_ebitda": 0.004375102308940048, "net_debt_to_ebitda": 0.0, "interest_coverage": 40.67701487374611, "debt_to_equity": 0.0007575757575757576, "current_ratio": 0.7009591679855302, "quick_ratio": 0.6999607958399277, "fcf_to_ebitda": 0.8554664331011141, "capex_to_revenue": 0.0242986086476686, "working_capital_to_revenue": -5.213265539395373, "capital_efficiency": 0.06521496439460842, "financial_health": 0.01824152074146345, "margin_quality": 0.5082414287724308, "growth_momentum": 0.2384806491818971, "company_age_years": 33.31416837782341, "ebitda": 470389000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 10.046880036080559, "revenue_cagr_3y": 0.15213798478510743, "revenue_cagr_5y": 0.0753985683020233, "earnings_cagr_3y": 0.47448773371377784, "quarterly_revenue_growth_yoy": 0.3197221415176567, "quarterly_earnings_growth_yoy": 0.1035891324248234, "revenue_growth_qoq": 0.1199046088537149, "gross_margin": 0.7886642917183685, "operating_margin": 0.33313253012048194, "net_margin": 0.2557519112996838, "roa_ttm": 0.015280923407695993, "roe_ttm": 0.1880857387722233, "debt_to_ebitda": 5.584130028742863, "net_debt_to_ebitda": 1.3634383308146782, "interest_coverage": 7.016161412358134, "debt_to_equity": 1.4559852858146525, "current_ratio": 0.7471802102634878, "quick_ratio": 0.7471802102634878, "fcf_to_ebitda": 0.5837619360525222, "capex_to_revenue": 0.0494300481509594, "working_capital_to_revenue": -2.5341564381641937, "capital_efficiency": 0.10168333108995964, "financial_health": -0.287598632504687, "margin_quality": 0.4591829110461781, "growth_momentum": 0.21165563697124007, "company_age_years": 38.809034907597535, "ebitda": 695477000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 11.613333184640451, "revenue_cagr_3y": 0.12574301030865498, "revenue_cagr_5y": 0.0781865762719911, "earnings_cagr_3y": -0.04895525397907241, "quarterly_revenue_growth_yoy": 0.1370508087851301, "quarterly_earnings_growth_yoy": -0.05683454441951579, "revenue_growth_qoq": -0.015102244466490257, "gross_margin": 0.7742819972009225, "operating_margin": 0.28996865821686935, "net_margin": 0.22207920206579804, "roa_ttm": 0.015483647035628875, "roe_ttm": 0.1597400929898885, "debt_to_ebitda": 3.77314079987242, "net_debt_to_ebitda": 0.9136427850352274, "interest_coverage": 6.0578644209912325, "debt_to_equity": 0.8518870398399987, "current_ratio": 0.40979896251623305, "quick_ratio": 0.40979896251623305, "fcf_to_ebitda": 0.645663107565885, "capex_to_revenue": 0.03892107632329098, "working_capital_to_revenue": -7.83239233516608, "capital_efficiency": 0.08761187001275869, "financial_health": 0.06177763203236647, "margin_quality": 0.42877661916119664, "growth_momentum": 0.04010813218280715, "company_age_years": 39.56194387405886, "ebitda": 664681000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 10.994713282018363, "revenue_cagr_3y": 0.12656278670756715, "revenue_cagr_5y": 0.07501225214798635, "earnings_cagr_3y": -0.04913901086231931, "quarterly_revenue_growth_yoy": 0.05039426810230957, "quarterly_earnings_growth_yoy": 0.09205800186244513, "revenue_growth_qoq": 0.03455480869685203, "gross_margin": 0.7854927215913421, "operating_margin": 0.34304549958082464, "net_margin": 0.2658962731499124, "roa_ttm": 0.01576856798889921, "roe_ttm": 0.1536251468017535, "debt_to_ebitda": 3.762320304356276, "net_debt_to_ebitda": 0.015656562682198574, "interest_coverage": 6.340945161230091, "debt_to_equity": 0.8144037020334732, "current_ratio": 0.41292388681172537, "quick_ratio": 0.41292388681172537, "fcf_to_ebitda": 0.728856131589331, "capex_to_revenue": 0.027083430626255078, "working_capital_to_revenue": -7.6626149029405815, "capital_efficiency": 0.08469685739532634, "financial_health": 0.08197538568013751, "margin_quality": 0.46481149810735967, "growth_momentum": 0.07122613498237734, "company_age_years": 39.81108829568789, "ebitda": 679204000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "CBSH", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 9.996624078492976, "revenue_cagr_3y": 0.1332313782228738, "revenue_cagr_5y": 0.07687890916765872, "earnings_cagr_3y": 0.04035830836716081, "quarterly_revenue_growth_yoy": 0.052233536385075795, "quarterly_earnings_growth_yoy": 0.14437460612292283, "revenue_growth_qoq": 0.01929159362853441, "gross_margin": 0.7778228482237156, "operating_margin": 0.33368164272429035, "net_margin": 0.25797388614208405, "roa_ttm": 0.015858654674893863, "roe_ttm": 0.14552278923486944, "debt_to_ebitda": 3.1196134259358073, "net_debt_to_ebitda": 0.0, "interest_coverage": 6.405470437580321, "debt_to_equity": 0.6388048533819569, "current_ratio": 0.4492217566135343, "quick_ratio": 0.4492217566135343, "fcf_to_ebitda": 1.1211231251485154, "capex_to_revenue": 0.022872398669870963, "working_capital_to_revenue": -7.253060218883452, "capital_efficiency": 0.08069072195488165, "financial_health": 0.09704774852081975, "margin_quality": 0.45649279236336326, "growth_momentum": 0.09830407125399931, "company_age_years": 40.062970568104035, "ebitda": 702789000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 11.630412247165852, "revenue_cagr_3y": 0.02212548175007112, "revenue_cagr_5y": 0.0051171958440507925, "earnings_cagr_3y": 0.11155372515572148, "quarterly_revenue_growth_yoy": 0.0929054054054054, "quarterly_earnings_growth_yoy": 0.5274725274725275, "revenue_growth_qoq": 0.026967825907525278, "gross_margin": 0.9242658423493045, "operating_margin": 0.28438948995363217, "net_margin": 0.21483771251931993, "roa_ttm": 0.007903716603272078, "roe_ttm": 0.06693415265200517, "debt_to_ebitda": 3.9178704413438994, "net_debt_to_ebitda": 1.1610260152757852, "interest_coverage": 32.464653846153844, "debt_to_equity": 0.4278137128072445, "current_ratio": 15.718536251709986, "quick_ratio": 15.67373461012312, "fcf_to_ebitda": 0.612192431768989, "capex_to_revenue": 0.08134647131246511, "working_capital_to_revenue": 17.037541419075932, "capital_efficiency": 0.03741893462763862, "financial_health": -0.014000421201164778, "margin_quality": 0.4744976816074189, "growth_momentum": 0.31018896643896643, "company_age_years": 27.014373716632445, "ebitda": 844081000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 13.009895009085753, "revenue_cagr_3y": 0.054744236919919365, "revenue_cagr_5y": 0.014761393488288643, "earnings_cagr_3y": 0.1200908093902937, "quarterly_revenue_growth_yoy": 0.12561174551386622, "quarterly_earnings_growth_yoy": 0.47368421052631576, "revenue_growth_qoq": 0.06646058732612056, "gross_margin": 0.946376811594203, "operating_margin": 0.35942028985507246, "net_margin": 0.24347826086956523, "roa_ttm": 0.008730877364544816, "roe_ttm": 0.07373867595818816, "debt_to_ebitda": 5.00490876323737, "net_debt_to_ebitda": 3.244377356233061, "interest_coverage": 31.2027, "debt_to_equity": 0.604594141179507, "current_ratio": 10.731985123198513, "quick_ratio": 10.718735471873547, "fcf_to_ebitda": 0.7731595876852537, "capex_to_revenue": 0.0758667849912217, "working_capital_to_revenue": 16.084071901375715, "capital_efficiency": 0.04123477666136649, "financial_health": -0.024244667046813367, "margin_quality": 0.5164251207729468, "growth_momentum": 0.299647978020091, "company_age_years": 27.263518138261464, "ebitda": 936081000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 13.565522272695912, "revenue_cagr_3y": 0.06489895510423715, "revenue_cagr_5y": 0.018762708919255244, "earnings_cagr_3y": 0.1860925392009236, "quarterly_revenue_growth_yoy": 0.09433962264150944, "quarterly_earnings_growth_yoy": 0.25984251968503935, "revenue_growth_qoq": 0.008695652173913044, "gross_margin": 0.9425287356321839, "operating_margin": 0.34913793103448276, "net_margin": 0.22988505747126436, "roa_ttm": 0.00921848880483192, "roe_ttm": 0.07787669114804793, "debt_to_ebitda": 5.006594465848266, "net_debt_to_ebitda": 3.7007002432802945, "interest_coverage": 28.573742857142857, "debt_to_equity": 0.645148821028218, "current_ratio": 10.03719723183391, "quick_ratio": 10.021193771626297, "fcf_to_ebitda": 0.7496792759786457, "capex_to_revenue": 0.06965125928930045, "working_capital_to_revenue": 15.692017679242662, "capital_efficiency": 0.04354758997643993, "financial_health": -0.02942984265511121, "margin_quality": 0.5071839080459769, "growth_momentum": 0.17709107116327438, "company_age_years": 27.515400410677618, "ebitda": 1000081000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 11.948909542190306, "revenue_cagr_3y": 0.058837632182686006, "revenue_cagr_5y": 0.04076658984532178, "earnings_cagr_3y": 0.14558106934212445, "quarterly_revenue_growth_yoy": 0.11426802749162712, "quarterly_earnings_growth_yoy": -0.10481000866078122, "revenue_growth_qoq": 0.008620689655172414, "gross_margin": 0.9643874643874644, "operating_margin": 0.37037037037037035, "net_margin": 0.1752136752136752, "roa_ttm": 0.008900555153270576, "roe_ttm": 0.07683292095324912, "debt_to_ebitda": 3.5754039497307, "net_debt_to_ebitda": 2.381508078994614, "interest_coverage": 30.944444444444443, "debt_to_equity": 0.5186873290793071, "current_ratio": 13.258333333333333, "quick_ratio": 13.245, "fcf_to_ebitda": 0.6804308797127468, "capex_to_revenue": 0.061791590493601466, "working_capital_to_revenue": 16.13528336380256, "capital_efficiency": 0.04286673805325985, "financial_health": -0.029812322663126348, "margin_quality": 0.50332383665717, "growth_momentum": 0.004729009415422952, "company_age_years": 27.76728268309377, "ebitda": 1114000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 12.177743882636657, "revenue_cagr_3y": 0.08716279884324485, "revenue_cagr_5y": 0.037091530106244885, "earnings_cagr_3y": 0.3726412426418708, "quarterly_revenue_growth_yoy": 0.12364760432766615, "quarterly_earnings_growth_yoy": 0.7122302158273381, "revenue_growth_qoq": 0.03561253561253561, "gross_margin": 1.0, "operating_margin": 0.4236588720770289, "net_margin": 0.32737276478679506, "roa_ttm": 0.010363863359456086, "roe_ttm": 0.09013605442176871, "debt_to_ebitda": 4.220257234726688, "net_debt_to_ebitda": 3.2660771704180065, "interest_coverage": 26.46808510638298, "debt_to_equity": 0.6868131868131868, "current_ratio": 9.756934456544073, "quick_ratio": 9.737415245531128, "fcf_to_ebitda": 0.542604501607717, "capex_to_revenue": 0.0522202486678508, "working_capital_to_revenue": 15.14031971580817, "capital_efficiency": 0.0502499588906124, "financial_health": -0.032249931837246795, "margin_quality": 0.5836772122879413, "growth_momentum": 0.41793891007750217, "company_age_years": 28.01368925393566, "ebitda": 1244000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 11.510970767386091, "revenue_cagr_3y": 0.18197610067512038, "revenue_cagr_5y": 0.03767979292696633, "earnings_cagr_3y": 1.416537854362017, "quarterly_revenue_growth_yoy": 0.0782608695652174, "quarterly_earnings_growth_yoy": 0.17261904761904762, "revenue_growth_qoq": 0.023383768913342505, "gross_margin": 0.9059139784946236, "operating_margin": 0.3400537634408602, "net_margin": 0.2647849462365591, "roa_ttm": 0.010803978512421566, "roe_ttm": 0.09421335782705682, "debt_to_ebitda": 3.629896083133493, "net_debt_to_ebitda": 2.697841726618705, "interest_coverage": 21.56896551724138, "debt_to_equity": 0.5958535625246031, "current_ratio": 11.442279942279942, "quick_ratio": 11.441077441077441, "fcf_to_ebitda": 0.5283772981614708, "capex_to_revenue": 0.04496340188218892, "working_capital_to_revenue": 15.133844545137679, "capital_efficiency": 0.052508668169739196, "financial_health": -0.03271069234300726, "margin_quality": 0.503584229390681, "growth_momentum": 0.1254399585921325, "company_age_years": 28.262833675564682, "ebitda": 1251000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 10.56203613671275, "revenue_cagr_3y": 0.09626156006588649, "revenue_cagr_5y": 0.051885751835857086, "earnings_cagr_3y": 0.30215474074032045, "quarterly_revenue_growth_yoy": 0.10201149425287356, "quarterly_earnings_growth_yoy": 0.39375, "revenue_growth_qoq": 0.030913978494623656, "gross_margin": 0.9282920469361148, "operating_margin": 0.38070404172099087, "net_margin": 0.2907431551499348, "roa_ttm": 0.01170370592378355, "roe_ttm": 0.10340262147491062, "debt_to_ebitda": 3.578341013824885, "net_debt_to_ebitda": 2.728110599078341, "interest_coverage": 19.727272727272727, "debt_to_equity": 0.6168409903349662, "current_ratio": 12.705291005291006, "quick_ratio": 12.704232804232804, "fcf_to_ebitda": 0.6328725038402457, "capex_to_revenue": 0.04285714285714286, "working_capital_to_revenue": 15.049659863945578, "capital_efficiency": 0.057553163699347085, "financial_health": -0.09978860668222543, "margin_quality": 0.5332464146023469, "growth_momentum": 0.24788074712643676, "company_age_years": 28.514715947980836, "ebitda": 1302000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 9.05704754491018, "revenue_cagr_3y": 0.10025982357343799, "revenue_cagr_5y": 0.11646534809137488, "earnings_cagr_3y": 0.30160703179912796, "quarterly_revenue_growth_yoy": 0.1339031339031339, "quarterly_earnings_growth_yoy": 0.8373983739837398, "revenue_growth_qoq": 0.03780964797913951, "gross_margin": 0.8907035175879398, "operating_margin": 0.36432160804020103, "net_margin": 0.28391959798994976, "roa_ttm": 0.012858929974107584, "roe_ttm": 0.11665347057271047, "debt_to_ebitda": 3.910179640718563, "net_debt_to_ebitda": 2.9872754491017965, "interest_coverage": 16.7, "debt_to_equity": 0.6893639482713116, "current_ratio": 11.255555555555556, "quick_ratio": 11.254666666666667, "fcf_to_ebitda": 0.7836826347305389, "capex_to_revenue": 0.042518127883981544, "working_capital_to_revenue": 15.21094264996704, "capital_efficiency": 0.06475620027340903, "financial_health": -0.07760413126308567, "margin_quality": 0.5129815745393635, "growth_momentum": 0.4856507539434369, "company_age_years": 28.76659822039699, "ebitda": 1336000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 10.787152356101304, "revenue_cagr_3y": 0.10879334168539345, "revenue_cagr_5y": 0.05900102408284891, "earnings_cagr_3y": 0.32773907630554344, "quarterly_revenue_growth_yoy": 0.11004126547455295, "quarterly_earnings_growth_yoy": -0.10504201680672269, "revenue_growth_qoq": 0.013819095477386936, "gross_margin": 0.872366790582404, "operating_margin": 0.3395291201982652, "net_margin": 0.26394052044609667, "roa_ttm": 0.01241419177686249, "roe_ttm": 0.1132050606220348, "debt_to_ebitda": 4.736761320030698, "net_debt_to_ebitda": 3.7866462010744435, "interest_coverage": 13.16161616161616, "debt_to_equity": 0.8133895624670533, "current_ratio": 10.262338187702266, "quick_ratio": 10.261124595469255, "fcf_to_ebitda": 0.5625479662317728, "capex_to_revenue": 0.04046242774566474, "working_capital_to_revenue": 14.705523442517663, "capital_efficiency": 0.06280962619944865, "financial_health": -0.14394300934121415, "margin_quality": 0.49194547707558867, "growth_momentum": 0.0024996243339151306, "company_age_years": 29.013004791238878, "ebitda": 1303000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 11.36899719754977, "revenue_cagr_3y": 0.10004359005579344, "revenue_cagr_5y": 0.06771786716826655, "earnings_cagr_3y": 0.20204330241367674, "quarterly_revenue_growth_yoy": 0.0967741935483871, "quarterly_earnings_growth_yoy": 0.005076142131979695, "revenue_growth_qoq": 0.011152416356877323, "gross_margin": 0.8333333333333334, "operating_margin": 0.3137254901960784, "net_margin": 0.2426470588235294, "roa_ttm": 0.012274316705915935, "roe_ttm": 0.11317278589288064, "debt_to_ebitda": 5.558192955589586, "net_debt_to_ebitda": 4.660796324655436, "interest_coverage": 11.356521739130434, "debt_to_equity": 0.9552572706935123, "current_ratio": 8.646355636725884, "quick_ratio": 8.645525485638386, "fcf_to_ebitda": 0.6301684532924962, "capex_to_revenue": 0.0423728813559322, "working_capital_to_revenue": 14.455116133082235, "capital_efficiency": 0.06272355129939829, "financial_health": -0.14592565602821744, "margin_quality": 0.463235294117647, "growth_momentum": 0.050925167840183395, "company_age_years": 29.2621492128679, "ebitda": 1306000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 8.91111134730539, "revenue_cagr_3y": 0.01972337352602338, "revenue_cagr_5y": 0.048577926509781655, "earnings_cagr_3y": 0.03032132495213924, "quarterly_revenue_growth_yoy": -0.10328068043742406, "quarterly_earnings_growth_yoy": -0.21171171171171171, "revenue_growth_qoq": 0.03651685393258427, "gross_margin": 0.8902439024390244, "operating_margin": 0.29132791327913277, "net_margin": 0.23712737127371275, "roa_ttm": 0.005589800528351009, "roe_ttm": 0.05712050078247261, "debt_to_ebitda": 3.8907185628742513, "net_debt_to_ebitda": 1.7470059880239521, "interest_coverage": 25.692307692307693, "debt_to_equity": 0.3389410537297861, "current_ratio": 48.2555910543131, "quick_ratio": 48.25079872204473, "fcf_to_ebitda": 1.127245508982036, "capex_to_revenue": 0.04858569051580699, "working_capital_to_revenue": 19.688519134775376, "capital_efficiency": 0.03135515065541181, "financial_health": -0.1573897721401643, "margin_quality": 0.47289972899729, "growth_momentum": -0.15749619607456788, "company_age_years": 30.5160848733744, "ebitda": 668000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 10.153304609665428, "revenue_cagr_3y": 0.07333853519045497, "revenue_cagr_5y": 0.07073985065626776, "earnings_cagr_3y": 0.15777033265490004, "quarterly_revenue_growth_yoy": 0.30687830687830686, "quarterly_earnings_growth_yoy": 0.3333333333333333, "revenue_growth_qoq": 0.13302752293577982, "gross_margin": 0.840080971659919, "operating_margin": 0.3633603238866397, "net_margin": 0.2874493927125506, "roa_ttm": 0.01012898542632196, "roe_ttm": 0.18536685060290212, "debt_to_ebitda": 6.8574969021065675, "net_debt_to_ebitda": 5.620198265179678, "interest_coverage": 14.034782608695652, "debt_to_equity": 2.262006948702228, "current_ratio": 0.17421925452972498, "quick_ratio": 0.17418269992323532, "fcf_to_ebitda": 0.7930607187112764, "capex_to_revenue": 0.05697151424287856, "working_capital_to_revenue": -20.32113943028486, "capital_efficiency": 0.09774791801461204, "financial_health": -0.11074557425151522, "margin_quality": 0.49696356275303644, "growth_momentum": 0.3201058201058201, "company_age_years": 32.766598220396986, "ebitda": 1614000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 9.188469450694903, "revenue_cagr_3y": 0.0316176541061548, "revenue_cagr_5y": 0.02685408774135034, "earnings_cagr_3y": 1.4424970278249671, "quarterly_revenue_growth_yoy": 0.19424460431654678, "quarterly_earnings_growth_yoy": 0.0049261083743842365, "revenue_growth_qoq": -0.15991902834008098, "gross_margin": 1.3012048192771084, "operating_margin": 0.6301204819277109, "net_margin": 0.2457831325301205, "roa_ttm": 0.010251431022997979, "roe_ttm": 0.17515432098765432, "debt_to_ebitda": 8.462607544672402, "net_debt_to_ebitda": 6.256121773659828, "interest_coverage": 6.269709543568465, "debt_to_equity": 2.466628086419753, "current_ratio": 1.2630320026393929, "quick_ratio": 1.6225668096337842, "fcf_to_ebitda": 0.8173395102581072, "capex_to_revenue": 0.0484149855907781, "working_capital_to_revenue": 0.9190201729106628, "capital_efficiency": 0.09270287600532615, "financial_health": -0.09025225086358982, "margin_quality": 0.7257028112449798, "growth_momentum": 0.0995853563454655, "company_age_years": 33.01300479123888, "ebitda": 1511000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 9.937223902439024, "revenue_cagr_3y": 0.18292169739727426, "revenue_cagr_5y": 0.0843821676460168, "earnings_cagr_3y": -0.21966961207452473, "quarterly_revenue_growth_yoy": 0.4578313253012048, "quarterly_earnings_growth_yoy": -0.25, "revenue_growth_qoq": 0.018518518518518517, "gross_margin": 0.6024793388429752, "operating_margin": 0.16776859504132233, "net_margin": 0.12644628099173555, "roa_ttm": 0.007224902366184241, "roe_ttm": 0.10790873220106365, "debt_to_ebitda": 5.7635206786850475, "net_debt_to_ebitda": 3.221633085896076, "interest_coverage": 2.014957264957265, "debt_to_equity": 0.9324069308629267, "current_ratio": 0.1610726381236415, "quick_ratio": 0.18623312945458223, "fcf_to_ebitda": 0.5694591728525981, "capex_to_revenue": 0.023559108119478336, "working_capital_to_revenue": -13.964240639461506, "capital_efficiency": 0.05756681728362394, "financial_health": -0.06510751099655127, "margin_quality": 0.2988980716253444, "growth_momentum": 0.1039156626506024, "company_age_years": 34.01505817932922, "ebitda": 943000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 9.828786858316223, "revenue_cagr_3y": 0.17054956716377534, "revenue_cagr_5y": 0.08781788282035574, "earnings_cagr_3y": -0.17193531170761656, "quarterly_revenue_growth_yoy": 0.0660377358490566, "quarterly_earnings_growth_yoy": 0.14857142857142858, "revenue_growth_qoq": 0.02727272727272727, "gross_margin": 0.6130329847144006, "operating_margin": 0.21078037007240547, "net_margin": 0.16170555108608206, "roa_ttm": 0.007476656849987444, "roe_ttm": 0.1087136929460581, "debt_to_ebitda": 6.3583162217659135, "net_debt_to_ebitda": 3.2854209445585214, "interest_coverage": 2.046218487394958, "debt_to_equity": 1.0278838174273859, "current_ratio": 0.16241296382568843, "quick_ratio": 0.188136638924214, "fcf_to_ebitda": 0.2002053388090349, "capex_to_revenue": 0.022148623473400953, "working_capital_to_revenue": -13.769819913061477, "capital_efficiency": 0.05809517489802277, "financial_health": -0.05579417957977261, "margin_quality": 0.32850630195762937, "growth_momentum": 0.10730458221024258, "company_age_years": 34.26420260095825, "ebitda": 974000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 12.31381105534686, "revenue_cagr_3y": 0.022424106035646485, "revenue_cagr_5y": 0.00902426792821287, "earnings_cagr_3y": 0.021513115256046378, "quarterly_revenue_growth_yoy": 0.10185543856618208, "quarterly_earnings_growth_yoy": 0.08981505250161967, "revenue_growth_qoq": 0.031293740746542426, "gross_margin": 0.8974604590086823, "operating_margin": 0.28650314564020146, "net_margin": 0.21841742939458675, "roa_ttm": 0.009757442662561022, "roe_ttm": 0.105079363346347, "debt_to_ebitda": 6.122383228436687, "net_debt_to_ebitda": 5.405988273038347, "interest_coverage": 26.562931289953855, "debt_to_equity": 1.1650268416339051, "current_ratio": 0.05587552725942765, "quick_ratio": 0.04712783452453335, "fcf_to_ebitda": 0.7492832018207232, "capex_to_revenue": 0.02952413239542301, "working_capital_to_revenue": -17.1810182570306, "capital_efficiency": 0.05741840300445401, "financial_health": -1.0590678744694728, "margin_quality": 0.46746034468115677, "growth_momentum": 0.09583524553390088, "company_age_years": 25.765913757700204, "ebitda": 1254886000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 11.989524543256822, "revenue_cagr_3y": 0.034436582745344335, "revenue_cagr_5y": 0.014672615650756837, "earnings_cagr_3y": 0.03778674969369922, "quarterly_revenue_growth_yoy": 0.08913357838627595, "quarterly_earnings_growth_yoy": 0.032920520457752, "revenue_growth_qoq": -0.02113017658702938, "gross_margin": 0.89767844048063, "operating_margin": 0.2831509238935927, "net_margin": 0.2143788526850853, "roa_ttm": 0.009614114078956083, "roe_ttm": 0.09757602683554845, "debt_to_ebitda": 6.615683352010174, "net_debt_to_ebitda": 5.920876562873799, "interest_coverage": 23.451804004798376, "debt_to_equity": 1.1745144718881984, "current_ratio": 0.06057111769666623, "quick_ratio": 0.05025354078324281, "fcf_to_ebitda": 0.9059702408682843, "capex_to_revenue": 0.028633122582449162, "working_capital_to_revenue": -16.79769561772793, "capital_efficiency": 0.053595070457252265, "financial_health": -1.0965046943545154, "margin_quality": 0.465069405686436, "growth_momentum": 0.06102704942201397, "company_age_years": 26.015058179329227, "ebitda": 1270736000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 13.632436018304512, "revenue_cagr_3y": 0.17244985290258064, "revenue_cagr_5y": 0.12855045606744597, "earnings_cagr_3y": 0.2185369127918695, "quarterly_revenue_growth_yoy": 0.11699402220324509, "quarterly_earnings_growth_yoy": 0.30639101202983726, "revenue_growth_qoq": 0.06514657980456026, "gross_margin": 0.8134556574923547, "operating_margin": 0.3149847094801223, "net_margin": 0.2714067278287462, "roa_ttm": 0.013166204749520682, "roe_ttm": 0.12091745118549511, "debt_to_ebitda": 6.072889648388274, "net_debt_to_ebitda": 5.36268896054668, "interest_coverage": 10.657760638297873, "debt_to_equity": 1.0606694560669456, "current_ratio": 0.21170389733840303, "quick_ratio": 0.21137119771863117, "fcf_to_ebitda": 0.9369568374658562, "capex_to_revenue": 0.024019353445682432, "working_capital_to_revenue": -13.350166849416565, "capital_efficiency": 0.0670418279675079, "financial_health": -0.8342970164843818, "margin_quality": 0.4666156982670744, "growth_momentum": 0.2116925171165412, "company_age_years": 28.262833675564682, "ebitda": 2003659000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 9.763232248939179, "revenue_cagr_3y": 0.19267266804964267, "revenue_cagr_5y": 0.14091301610495188, "earnings_cagr_3y": 0.23270095983437278, "quarterly_revenue_growth_yoy": 0.1256035388650178, "quarterly_earnings_growth_yoy": -0.22612993139433313, "revenue_growth_qoq": 0.026686434395848776, "gross_margin": 0.7956678700361011, "operating_margin": 0.28231046931407944, "net_margin": 0.24115523465703972, "roa_ttm": 0.012805545085998474, "roe_ttm": 0.12547288776796975, "debt_to_ebitda": 5.017444601603017, "net_debt_to_ebitda": 3.732673267326733, "interest_coverage": 9.511210762331839, "debt_to_equity": 0.9585660241397946, "current_ratio": 0.03352882211289189, "quick_ratio": 0.03326381767694807, "fcf_to_ebitda": 0.7619047619047619, "capex_to_revenue": 0.020872865275142316, "working_capital_to_revenue": -15.916698292220113, "capital_efficiency": 0.06913921642698412, "financial_health": -0.7518367168983439, "margin_quality": 0.4397111913357401, "growth_momentum": -0.05026319626465767, "company_age_years": 28.76659822039699, "ebitda": 2121000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 11.352030838295923, "revenue_cagr_3y": 0.20234871669629162, "revenue_cagr_5y": 0.1401464115420472, "earnings_cagr_3y": 0.2784881991586241, "quarterly_revenue_growth_yoy": 0.13110749185667753, "quarterly_earnings_growth_yoy": 0.09815950920245399, "revenue_growth_qoq": 0.002888086642599278, "gross_margin": 0.7732181425485961, "operating_margin": 0.30309575233981284, "net_margin": 0.257739380849532, "roa_ttm": 0.013169690304335369, "roe_ttm": 0.12465010496850945, "debt_to_ebitda": 5.617040769583142, "net_debt_to_ebitda": 4.937700412276683, "interest_coverage": 8.80241935483871, "debt_to_equity": 1.0726032190342898, "current_ratio": 0.020431207876071843, "quick_ratio": 0.020219485514661774, "fcf_to_ebitda": 0.8295923041685753, "capex_to_revenue": 0.021727122076965567, "working_capital_to_revenue": -15.334192598048242, "capital_efficiency": 0.06890989763642241, "financial_health": -0.8085476041983575, "margin_quality": 0.44468442524598034, "growth_momentum": 0.11463350052956575, "company_age_years": 29.013004791238878, "ebitda": 2183000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 9.092918439716312, "revenue_cagr_3y": 0.03358740842920849, "revenue_cagr_5y": 0.09762684980640368, "earnings_cagr_3y": -0.1796886953024749, "quarterly_revenue_growth_yoy": -0.09390329362298529, "quarterly_earnings_growth_yoy": -0.5879120879120879, "revenue_growth_qoq": -0.03218562874251497, "gross_margin": 0.6620262954369683, "operating_margin": 0.139984532095901, "net_margin": 0.11600928074245939, "roa_ttm": 0.0074899725564703395, "roe_ttm": 0.07203183368523632, "debt_to_ebitda": 7.020567375886525, "net_debt_to_ebitda": 2.499290780141844, "interest_coverage": 12.818181818181818, "debt_to_equity": 0.8038817605976937, "current_ratio": 0.07152828841501753, "quick_ratio": 0.07145369097477541, "fcf_to_ebitda": 0.9411347517730496, "capex_to_revenue": 0.019255455712451863, "working_capital_to_revenue": -15.977443609022556, "capital_efficiency": 0.03976090312085333, "financial_health": -0.7381937980660782, "margin_quality": 0.30600670275844294, "growth_momentum": -0.34090769076753663, "company_age_years": 30.26420260095825, "ebitda": 1410000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 9.360720751935126, "revenue_cagr_3y": 0.20940879463531337, "revenue_cagr_5y": 0.16391409341762886, "earnings_cagr_3y": 0.11100598278367557, "quarterly_revenue_growth_yoy": 0.09071580439404678, "quarterly_earnings_growth_yoy": -0.054844606946983544, "revenue_growth_qoq": 0.03741152679474216, "gross_margin": 0.5743989603638726, "operating_margin": 0.20727745289148797, "net_margin": 0.16796621182586094, "roa_ttm": 0.00824295010845987, "roe_ttm": 0.08021935358633407, "debt_to_ebitda": 6.090674530040546, "net_debt_to_ebitda": 1.3579063767047548, "interest_coverage": 2.2533222591362128, "debt_to_equity": 0.8019023585363486, "current_ratio": 0.1566898422926912, "quick_ratio": 0.23961336272681025, "fcf_to_ebitda": 0.3881312200516034, "capex_to_revenue": 0.015111187430239547, "working_capital_to_revenue": -11.528376405941444, "capital_efficiency": 0.04423115184739697, "financial_health": -0.6957499820659537, "margin_quality": 0.3165475416937405, "growth_momentum": 0.017935598723531617, "company_age_years": 34.5160848733744, "ebitda": 2713000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 9.012466558677685, "revenue_cagr_3y": 0.21834891826554292, "revenue_cagr_5y": 0.17282966334963423, "earnings_cagr_3y": 0.09743085285120245, "quarterly_revenue_growth_yoy": 0.11397459165154265, "quarterly_earnings_growth_yoy": 1.1810699588477367, "revenue_growth_qoq": -0.0029239766081871343, "gross_margin": 0.6018246985988921, "operating_margin": 0.2179863147605083, "net_margin": 0.17269468882372108, "roa_ttm": 0.009499094158546736, "roe_ttm": 0.09827760891590678, "debt_to_ebitda": 5.478677685950413, "net_debt_to_ebitda": 1.071404958677686, "interest_coverage": 2.713004484304933, "debt_to_equity": 0.839564336372847, "current_ratio": 0.15274797567738724, "quick_ratio": 0.15274797567738724, "fcf_to_ebitda": 0.5527272727272727, "capex_to_revenue": 0.011955522113535658, "working_capital_to_revenue": -11.521026670010869, "capital_efficiency": 0.05388835153722676, "financial_health": -0.7642039407563467, "margin_quality": 0.3308352340610405, "growth_momentum": 0.6475222752496397, "company_age_years": 34.76796714579056, "ebitda": 3025000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "KEY", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 9.200164411764705, "revenue_cagr_3y": 0.004532081621763551, "revenue_cagr_5y": 0.0011757822025886266, "earnings_cagr_3y": 0.28805353170387593, "quarterly_revenue_growth_yoy": 0.010059171597633136, "quarterly_earnings_growth_yoy": -0.30357142857142855, "revenue_growth_qoq": -0.09730301427815971, "gross_margin": 0.9736379613356766, "operating_margin": 0.6338605741066198, "net_margin": 0.1827768014059754, "roa_ttm": 0.008880158364511769, "roe_ttm": 0.12246892892054183, "debt_to_ebitda": 6.335871848739496, "net_debt_to_ebitda": 6.129989495798319, "interest_coverage": 5.2524137931034485, "debt_to_equity": 1.6846110878368943, "current_ratio": 0.09862816940744631, "quick_ratio": 0.17043814792895473, "fcf_to_ebitda": 1.1008403361344539, "capex_to_revenue": 0.01569815477829799, "working_capital_to_revenue": -18.66579454695676, "capital_efficiency": 0.0656745436425268, "financial_health": -1.5847055276917394, "margin_quality": 0.5967584456160906, "growth_momentum": -0.1467561284868977, "company_age_years": 35.40041067761807, "ebitda": 3808000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 10.140118203309692, "revenue_cagr_3y": 0.016030598569312327, "revenue_cagr_5y": -0.023735005075692817, "earnings_cagr_3y": -0.065944647770254, "quarterly_revenue_growth_yoy": 0.09218289085545722, "quarterly_earnings_growth_yoy": 0.16666666666666666, "revenue_growth_qoq": -0.03202614379084967, "gross_margin": 0.8730587440918298, "operating_margin": 0.26063470627954083, "net_margin": 0.18433490884537473, "roa_ttm": 0.008770182971028924, "roe_ttm": 0.06397071640230086, "debt_to_ebitda": 7.424113475177305, "net_debt_to_ebitda": 5.348463356973995, "interest_coverage": 28.58108108108108, "debt_to_equity": 0.9123235140317238, "current_ratio": 0.28433889602053913, "quick_ratio": 0.2797746398516617, "fcf_to_ebitda": 0.8898345153664302, "capex_to_revenue": 0.05559333560013601, "working_capital_to_revenue": -11.94236654199252, "capital_efficiency": 0.03637044968666489, "financial_health": -0.42119254426125974, "margin_quality": 0.43934278640558183, "growth_momentum": 0.12942477876106195, "company_age_years": 26.015058179329227, "ebitda": 2115000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 12.382119323241318, "revenue_cagr_3y": 0.03139754641727932, "revenue_cagr_5y": 0.13797650164345598, "earnings_cagr_3y": 0.09126958969324006, "quarterly_revenue_growth_yoy": -0.03333333333333333, "quarterly_earnings_growth_yoy": 0.03508771929824561, "revenue_growth_qoq": -0.04023361453601557, "gross_margin": 0.9161595672751859, "operating_margin": 0.2893847194050034, "net_margin": 0.19945909398242057, "roa_ttm": 0.009232503492950591, "roe_ttm": 0.06979116658665387, "debt_to_ebitda": 6.91273374888691, "net_debt_to_ebitda": 4.492430988423864, "interest_coverage": 28.430379746835442, "debt_to_equity": 0.9317090734517522, "current_ratio": 0.2996415408693896, "quick_ratio": 0.29148280910789115, "fcf_to_ebitda": 0.8486197684772929, "capex_to_revenue": 0.010704131125606288, "working_capital_to_revenue": -11.600602107375815, "capital_efficiency": 0.039511835039802226, "financial_health": -0.42270071988350344, "margin_quality": 0.46833446022086994, "growth_momentum": 0.0008771929824561396, "company_age_years": 26.767967145790553, "ebitda": 2246000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 11.10511790393013, "revenue_cagr_3y": 0.01724476819110099, "revenue_cagr_5y": -0.010885301569549588, "earnings_cagr_3y": -0.015039878771682225, "quarterly_revenue_growth_yoy": -0.027683997299122215, "quarterly_earnings_growth_yoy": 0.10256410256410256, "revenue_growth_qoq": -0.02636916835699797, "gross_margin": 0.8916666666666667, "operating_margin": 0.2916666666666667, "net_margin": 0.20902777777777778, "roa_ttm": 0.009562808623389136, "roe_ttm": 0.07122353785432364, "debt_to_ebitda": 5.248908296943231, "net_debt_to_ebitda": 3.3388646288209607, "interest_coverage": 26.941176470588236, "debt_to_equity": 0.7188135390503528, "current_ratio": 0.284931203733505, "quick_ratio": 0.27896684905053104, "fcf_to_ebitda": 0.8074235807860262, "capex_to_revenue": 0.011283260357022566, "working_capital_to_revenue": -11.972886493768947, "capital_efficiency": 0.04039317323885639, "financial_health": -0.32428693332139463, "margin_quality": 0.4641203703703704, "growth_momentum": 0.03744005263249017, "company_age_years": 27.014373716632445, "ebitda": 2290000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 13.527235739928201, "revenue_cagr_3y": 0.04647881686215305, "revenue_cagr_5y": 0.019349850475504526, "earnings_cagr_3y": 0.2094692408966412, "quarterly_revenue_growth_yoy": 0.07916666666666666, "quarterly_earnings_growth_yoy": 0.3754152823920266, "revenue_growth_qoq": -0.013333333333333334, "gross_margin": 0.9305019305019305, "operating_margin": 0.3487773487773488, "net_margin": 0.26640926640926643, "roa_ttm": 0.011194910221050661, "roe_ttm": 0.08672633303920332, "debt_to_ebitda": 6.341443956920623, "net_debt_to_ebitda": 5.071001196649382, "interest_coverage": 20.549180327868854, "debt_to_equity": 1.002016891466028, "current_ratio": 0.274234457160532, "quick_ratio": 0.26889370038148264, "fcf_to_ebitda": 0.6198643797367371, "capex_to_revenue": 0.030317928548017042, "working_capital_to_revenue": -11.535889872173058, "capital_efficiency": 0.048960621630126995, "financial_health": -0.47509580833908494, "margin_quality": 0.5152295152295152, "growth_momentum": 0.22729097452934663, "company_age_years": 28.01368925393566, "ebitda": 2507000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 10.112263136119156, "revenue_cagr_3y": 0.025488602286219297, "revenue_cagr_5y": 0.0412591011744885, "earnings_cagr_3y": 0.12519309370576925, "quarterly_revenue_growth_yoy": 0.047619047619047616, "quarterly_earnings_growth_yoy": 0.21194029850746268, "revenue_growth_qoq": 0.014136447449293177, "gross_margin": 0.8278787878787879, "operating_margin": 0.29757575757575755, "net_margin": 0.24606060606060606, "roa_ttm": 0.013994971675895869, "roe_ttm": 0.11656726308813783, "debt_to_ebitda": 5.802234174596608, "net_debt_to_ebitda": 4.338436077782375, "interest_coverage": 12.856382978723405, "debt_to_equity": 0.9293571901921802, "current_ratio": 0.2772580158391525, "quick_ratio": 0.2766336077260097, "fcf_to_ebitda": 0.9118742242449317, "capex_to_revenue": 0.022582152312723876, "working_capital_to_revenue": -10.815916523905933, "capital_efficiency": 0.06528111738201685, "financial_health": -0.795177638895796, "margin_quality": 0.4571717171717172, "growth_momentum": 0.12977967306325516, "company_age_years": 28.76659822039699, "ebitda": 2417000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 10.954520780322307, "revenue_cagr_3y": 0.04167793520708063, "revenue_cagr_5y": 0.04119930909646752, "earnings_cagr_3y": 0.13008521121680094, "quarterly_revenue_growth_yoy": 0.07722007722007722, "quarterly_earnings_growth_yoy": -0.04830917874396135, "revenue_growth_qoq": 0.014545454545454545, "gross_margin": 0.8130227001194743, "operating_margin": 0.2980884109916368, "net_margin": 0.23536439665471923, "roa_ttm": 0.013501343146845545, "roe_ttm": 0.11210675605982465, "debt_to_ebitda": 6.173452078032231, "net_debt_to_ebitda": 4.558948261238338, "interest_coverage": 10.573991031390134, "debt_to_equity": 0.9384347601856627, "current_ratio": 0.27348951911220715, "quick_ratio": 0.27286272092067404, "fcf_to_ebitda": 1.1119592875318065, "capex_to_revenue": 0.023085155175049686, "working_capital_to_revenue": -10.8093563675279, "capital_efficiency": 0.06280404960333509, "financial_health": -0.805731814207652, "margin_quality": 0.44882516925527677, "growth_momentum": 0.014455449238057933, "company_age_years": 29.013004791238878, "ebitda": 2358000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 10.252154041472703, "revenue_cagr_3y": 0.0421746432349821, "revenue_cagr_5y": 0.04199051734746706, "earnings_cagr_3y": 0.12351093677423597, "quarterly_revenue_growth_yoy": 0.05220125786163522, "quarterly_earnings_growth_yoy": 0.04, "revenue_growth_qoq": -0.0005973715651135006, "gross_margin": 0.8045427375971309, "operating_margin": 0.28870292887029286, "net_margin": 0.23311416616855948, "roa_ttm": 0.01375492087391584, "roe_ttm": 0.10561175337186898, "debt_to_ebitda": 5.697418535759628, "net_debt_to_ebitda": 3.798137960220059, "interest_coverage": 10.05531914893617, "debt_to_equity": 0.810633429672447, "current_ratio": 0.26358331401618607, "quick_ratio": 0.2629786033198617, "fcf_to_ebitda": 1.2090562843842574, "capex_to_revenue": 0.011926328502415458, "working_capital_to_revenue": -11.030797101449275, "capital_efficiency": 0.05968333712289241, "financial_health": -0.5195376276698374, "margin_quality": 0.44211994421199435, "growth_momentum": 0.04610062893081761, "company_age_years": 29.2621492128679, "ebitda": 2363000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 10.401166735622672, "revenue_cagr_3y": 0.03347638708798151, "revenue_cagr_5y": 0.04362269817351816, "earnings_cagr_3y": 0.08523662786931241, "quarterly_revenue_growth_yoy": 0.04548248309772587, "quarterly_earnings_growth_yoy": -0.274822695035461, "revenue_growth_qoq": 0.016736401673640166, "gross_margin": 0.8124632569077014, "operating_margin": 0.30335097001763667, "net_margin": 0.24044679600235155, "roa_ttm": 0.012477857460572624, "roe_ttm": 0.09643567939207527, "debt_to_ebitda": 6.011170872983037, "net_debt_to_ebitda": 3.914770376499793, "interest_coverage": 11.347417840375586, "debt_to_equity": 0.8762438936131717, "current_ratio": 0.26882033177541975, "quick_ratio": 0.26817844462720397, "fcf_to_ebitda": 1.2556888705006206, "capex_to_revenue": 0.00791280979396835, "working_capital_to_revenue": -10.884293819050463, "capital_efficiency": 0.05445676842632395, "financial_health": -0.5109690917686939, "margin_quality": 0.45208700764256315, "growth_momentum": -0.11467010596886755, "company_age_years": 29.51403148528405, "ebitda": 2417000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 9.301484861053504, "revenue_cagr_3y": 0.03985956685005454, "revenue_cagr_5y": 0.04649046145822755, "earnings_cagr_3y": 0.09658557443709737, "quarterly_revenue_growth_yoy": 0.00787878787878788, "quarterly_earnings_growth_yoy": -0.04187192118226601, "revenue_growth_qoq": -0.022339800117577895, "gross_margin": 0.8358388454600121, "operating_margin": 0.2928442573662057, "net_margin": 0.2339146121467228, "roa_ttm": 0.012531685678073511, "roe_ttm": 0.09708499539736115, "debt_to_ebitda": 4.118208212360017, "net_debt_to_ebitda": 2.411862297801742, "interest_coverage": 13.394444444444444, "debt_to_equity": 0.6093280147284443, "current_ratio": 0.27211253453906054, "quick_ratio": 0.2715297663903542, "fcf_to_ebitda": 1.0605557859809207, "capex_to_revenue": 0.003576218149307108, "working_capital_to_revenue": -10.79466547459395, "capital_efficiency": 0.05480834053771733, "financial_health": -0.4509338330317409, "margin_quality": 0.4541992383243136, "growth_momentum": -0.016996566651739063, "company_age_years": 29.765913757700204, "ebitda": 2411000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 9.868258283772303, "revenue_cagr_3y": 0.021211416306422315, "revenue_cagr_5y": 0.022465323291785078, "earnings_cagr_3y": 0.15747484738540463, "quarterly_revenue_growth_yoy": 0.04153555695405916, "quarterly_earnings_growth_yoy": 2.962962962962963, "revenue_growth_qoq": -0.04555940023068051, "gross_margin": 1.0580060422960724, "operating_margin": 0.49667673716012084, "net_margin": 0.3879154078549849, "roa_ttm": 0.010265373603511358, "roe_ttm": 0.0881200313514724, "debt_to_ebitda": 11.958793542905692, "net_debt_to_ebitda": 1.3725573491928633, "interest_coverage": 51.17391304347826, "debt_to_equity": 1.5760273205688053, "current_ratio": 4.661462254804834, "quick_ratio": 4.660630077273628, "fcf_to_ebitda": 0.9303313508920985, "capex_to_revenue": 0.00983753167387092, "working_capital_to_revenue": 13.772097182888658, "capital_efficiency": 0.04919270247749188, "financial_health": -0.0007273832410358838, "margin_quality": 0.6475327291037261, "growth_momentum": 1.5022492599585109, "company_age_years": 31.014373716632445, "ebitda": 2354000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 6.432454192115491, "revenue_cagr_3y": 0.007284335817765886, "revenue_cagr_5y": 0.01914454970589241, "earnings_cagr_3y": 0.2819328437596411, "quarterly_revenue_growth_yoy": 0.0030864197530864196, "quarterly_earnings_growth_yoy": 4.691588785046729, "revenue_growth_qoq": -0.01812688821752266, "gross_margin": 1.180923076923077, "operating_margin": 0.6283076923076923, "net_margin": 0.48615384615384616, "roa_ttm": 0.01656705867232183, "roe_ttm": 0.14124479509094895, "debt_to_ebitda": 8.131593559133815, "net_debt_to_ebitda": 1.0260966129927818, "interest_coverage": 83.76744186046511, "debt_to_equity": 1.6047556432171817, "current_ratio": 1.3512667301274184, "quick_ratio": 1.3510946979688736, "fcf_to_ebitda": 0.5630205441421433, "capex_to_revenue": 0.011915400655347037, "working_capital_to_revenue": 4.5618111408996125, "capital_efficiency": 0.07890592688163539, "financial_health": 0.007232248932653784, "margin_quality": 0.7651282051282052, "growth_momentum": 2.3473376023999077, "company_age_years": 31.263518138261464, "ebitda": 3602000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 12.445123343268438, "revenue_cagr_3y": 0.028833409901813045, "revenue_cagr_5y": -0.03152280159175258, "earnings_cagr_3y": 0.024826341717335332, "quarterly_revenue_growth_yoy": 0.07407156585787444, "quarterly_earnings_growth_yoy": 0.12891871307712893, "revenue_growth_qoq": -0.034602998849272024, "gross_margin": 0.9269022791620755, "operating_margin": 0.24539348647845288, "net_margin": 0.16466653255709915, "roa_ttm": 0.007951117607838648, "roe_ttm": 0.09422352512996685, "debt_to_ebitda": 4.4429381893393565, "net_debt_to_ebitda": 0.9470138587393961, "interest_coverage": 16.840302308387415, "debt_to_equity": 0.7559503380777233, "current_ratio": 65.33318104764538, "quick_ratio": 63.8004857111942, "fcf_to_ebitda": 0.28251876856734487, "capex_to_revenue": 0.047086258315782184, "working_capital_to_revenue": 4.027887885416463, "capital_efficiency": 0.05108732136890275, "financial_health": -0.6712378541493949, "margin_quality": 0.44565409939920914, "growth_momentum": 0.10149513946750169, "company_age_years": 26.767967145790553, "ebitda": 409994000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 13.210009815173764, "revenue_cagr_3y": 0.05959537326894093, "revenue_cagr_5y": 0.0009432304872931674, "earnings_cagr_3y": 0.0531207957202402, "quarterly_revenue_growth_yoy": 0.057529432648652554, "quarterly_earnings_growth_yoy": 0.5898636551439196, "revenue_growth_qoq": 0.08192381685263563, "gross_margin": 0.9071381831631057, "operating_margin": 0.3199436683831688, "net_margin": 0.2627443170502717, "roa_ttm": 0.009108491684495543, "roe_ttm": 0.1056766913283536, "debt_to_ebitda": 6.123808197579224, "net_debt_to_ebitda": 3.96599951934847, "interest_coverage": 12.853031177829099, "debt_to_equity": 1.0770465388114434, "current_ratio": 4.822664450949497, "quick_ratio": 4.397001698163418, "fcf_to_ebitda": -0.6745989142665909, "capex_to_revenue": 0.04135924838953799, "working_capital_to_revenue": 2.948392860438932, "capital_efficiency": 0.05739259150642457, "financial_health": -0.6316649465615142, "margin_quality": 0.4966087228655154, "growth_momentum": 0.32369654389628605, "company_age_years": 27.263518138261464, "ebitda": 445229000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 11.241055127427677, "revenue_cagr_3y": 0.35557311673681147, "revenue_cagr_5y": 0.17641342047723474, "earnings_cagr_3y": 0.6514406656719032, "quarterly_revenue_growth_yoy": 1.0037051685590768, "quarterly_earnings_growth_yoy": 2.9461283860290917, "revenue_growth_qoq": 0.45705166742230113, "gross_margin": 0.8766738723079939, "operating_margin": 0.49161161913090917, "net_margin": 0.37261847157244277, "roa_ttm": 0.009741528210358893, "roe_ttm": 0.08902642527830879, "debt_to_ebitda": 4.692041542912873, "net_debt_to_ebitda": 2.960252715943915, "interest_coverage": 7.70449817549364, "debt_to_equity": 0.7151836275722478, "current_ratio": 5.570474020293258, "quick_ratio": 5.543716679502613, "fcf_to_ebitda": 0.14996672848823397, "capex_to_revenue": 0.02616443973055509, "working_capital_to_revenue": 2.3020248853814036, "capital_efficiency": 0.04938397674433384, "financial_health": -0.4456806160939151, "margin_quality": 0.580301321003782, "growth_momentum": 1.974916777294084, "company_age_years": 28.514715947980836, "ebitda": 677757000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 9.219221041275798, "revenue_cagr_3y": 0.18431057227519343, "revenue_cagr_5y": 0.1791773894269315, "earnings_cagr_3y": -0.020533689024255453, "quarterly_revenue_growth_yoy": 0.05032467532467533, "quarterly_earnings_growth_yoy": 0.5912408759124088, "revenue_growth_qoq": 0.030254777070063694, "gross_margin": 0.5927357032457496, "operating_margin": 0.21715610510046368, "net_margin": 0.16846986089644514, "roa_ttm": 0.009596417982694984, "roe_ttm": 0.08790599711783616, "debt_to_ebitda": 3.552532833020638, "net_debt_to_ebitda": 1.3818011257035647, "interest_coverage": 2.1666666666666665, "debt_to_equity": 0.41979824853120495, "current_ratio": 0.15104323079783202, "quick_ratio": 0.15104323079783202, "fcf_to_ebitda": 1.3142589118198875, "capex_to_revenue": 0.008131693772312574, "working_capital_to_revenue": -11.774097580325268, "capital_efficiency": 0.048751207550265574, "financial_health": -0.1052419890588687, "margin_quality": 0.3261205564142195, "growth_momentum": 0.32078277561854207, "company_age_years": 34.5160848733744, "ebitda": 1066000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 11.251663055783967, "revenue_cagr_3y": 0.02632556594997504, "revenue_cagr_5y": -0.021256848979820386, "earnings_cagr_3y": 0.0990912505536865, "quarterly_revenue_growth_yoy": 0.057632419351639416, "quarterly_earnings_growth_yoy": 0.0836141382277029, "revenue_growth_qoq": 0.025020024991189004, "gross_margin": 0.8823545960071143, "operating_margin": 0.2939212738224363, "net_margin": 0.18897595953975851, "roa_ttm": 0.007783992031688316, "roe_ttm": 0.07768986864675086, "debt_to_ebitda": 5.67986128490222, "net_debt_to_ebitda": 2.566443816810268, "interest_coverage": 13.558848241985523, "debt_to_equity": 0.8073666368642177, "current_ratio": 1.0433666912850812, "quick_ratio": 1.038397341211226, "fcf_to_ebitda": 1.1901183368488792, "capex_to_revenue": 0.029174094976950497, "working_capital_to_revenue": 0.8483990569892206, "capital_efficiency": 0.04273693033921959, "financial_health": -0.6792829396744208, "margin_quality": 0.455083943123103, "growth_momentum": 0.07062327878967116, "company_age_years": 26.46406570841889, "ebitda": 419565000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 11.674243198865545, "revenue_cagr_3y": 0.029772559814283506, "revenue_cagr_5y": -0.048615479003288886, "earnings_cagr_3y": 0.12606299302051394, "quarterly_revenue_growth_yoy": 0.06290963192114093, "quarterly_earnings_growth_yoy": 0.12631197348432538, "revenue_growth_qoq": 0.013847255086443756, "gross_margin": 0.8883363290776294, "operating_margin": 0.3163875948438256, "net_margin": 0.20115677865509066, "roa_ttm": 0.007960111542681465, "roe_ttm": 0.08140996243453394, "debt_to_ebitda": 5.4950414225473, "net_debt_to_ebitda": 2.2962388513639587, "interest_coverage": 14.03581366418961, "debt_to_equity": 0.8105560370170701, "current_ratio": 1.0411659840220608, "quick_ratio": 1.0361289995539154, "fcf_to_ebitda": 1.0060547822517445, "capex_to_revenue": 0.024668101192574825, "working_capital_to_revenue": 0.8024638852041986, "capital_efficiency": 0.0446850369886077, "financial_health": -0.6973239787330676, "margin_quality": 0.46862690085884856, "growth_momentum": 0.09461080270273316, "company_age_years": 26.715947980835043, "ebitda": 428752000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 13.482594285251636, "revenue_cagr_3y": 0.05593791846103513, "revenue_cagr_5y": 0.000806619396423347, "earnings_cagr_3y": 0.1406701019641261, "quarterly_revenue_growth_yoy": 0.10294447470443113, "quarterly_earnings_growth_yoy": 0.36789705126496736, "revenue_growth_qoq": 0.03454908277835213, "gross_margin": 0.8804671159656053, "operating_margin": 0.30706483848477806, "net_margin": 0.20874099465489193, "roa_ttm": 0.008673845011417852, "roe_ttm": 0.08983747151962086, "debt_to_ebitda": 4.916079148263439, "net_debt_to_ebitda": 2.727480946932653, "interest_coverage": 14.453008560694709, "debt_to_equity": 0.7789493833316398, "current_ratio": 1.0335340820159649, "quick_ratio": 1.0327348567850994, "fcf_to_ebitda": 1.022654880078066, "capex_to_revenue": 0.024207342732499176, "working_capital_to_revenue": 0.6486249405866557, "capital_efficiency": 0.04925565826551936, "financial_health": -0.6960164965176807, "margin_quality": 0.46542431636842513, "growth_momentum": 0.23542076298469924, "company_age_years": 27.21423682409309, "ebitda": 469347000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 14.429635916481342, "revenue_cagr_3y": 0.13602586346001377, "revenue_cagr_5y": 0.0650875537841562, "earnings_cagr_3y": 0.27950171241976696, "quarterly_revenue_growth_yoy": 0.3352499930630278, "quarterly_earnings_growth_yoy": 0.5021380948731704, "revenue_growth_qoq": 0.2226808314818004, "gross_margin": 0.827364940531579, "operating_margin": 0.3525273213003392, "net_margin": 0.22629864207422526, "roa_ttm": 0.009936691036818232, "roe_ttm": 0.10490818056787311, "debt_to_ebitda": 7.217743760105511, "net_debt_to_ebitda": 4.108903150804118, "interest_coverage": 15.49712086659065, "debt_to_equity": 1.3092241843555623, "current_ratio": 1.0205606083252372, "quick_ratio": 1.0201663552798745, "fcf_to_ebitda": 1.0673682351707658, "capex_to_revenue": 0.030419686918230233, "working_capital_to_revenue": 0.37577666050665104, "capital_efficiency": 0.05742243580234567, "financial_health": -0.5747349157808995, "margin_quality": 0.46873030130204785, "growth_momentum": 0.41869404396809906, "company_age_years": 27.71526351813826, "ebitda": 543639000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 12.392168646547663, "revenue_cagr_3y": 0.07913816488169223, "revenue_cagr_5y": 0.035827539560509436, "earnings_cagr_3y": -0.1773175244455958, "quarterly_revenue_growth_yoy": 0.13086036111845742, "quarterly_earnings_growth_yoy": -0.5681171682397047, "revenue_growth_qoq": -0.13115147764767818, "gross_margin": 0.8783189427219117, "operating_margin": 0.27629708174877154, "net_margin": 0.07867930595529476, "roa_ttm": 0.008823087507631278, "roe_ttm": 0.09301599221492954, "debt_to_ebitda": 3.349302189304563, "net_debt_to_ebitda": 1.7079969142785085, "interest_coverage": 14.48761485143195, "debt_to_equity": 0.6098591083230966, "current_ratio": 266.59727, "quick_ratio": 265.88764, "fcf_to_ebitda": 1.0950602494538793, "capex_to_revenue": 0.033893853729710016, "working_capital_to_revenue": 17.61459519506574, "capital_efficiency": 0.05091953986128041, "financial_health": -0.54774485656572, "margin_quality": 0.411098443475326, "growth_momentum": -0.21862840356062363, "company_age_years": 27.967145790554415, "ebitda": 539258000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 11.861004883606203, "revenue_cagr_3y": 0.10846824458578164, "revenue_cagr_5y": 0.06949676213605605, "earnings_cagr_3y": 0.23478399675289485, "quarterly_revenue_growth_yoy": -0.040354478430430836, "quarterly_earnings_growth_yoy": 0.1127674553858398, "revenue_growth_qoq": 0.030725086243028017, "gross_margin": 0.8380573133466471, "operating_margin": 0.3080002887322249, "net_margin": 0.2624070643151031, "roa_ttm": 0.011005788910532525, "roe_ttm": 0.11611958002324287, "debt_to_ebitda": 4.128695090485131, "net_debt_to_ebitda": 2.3780802032943047, "interest_coverage": 10.76998643044168, "debt_to_equity": 0.7653085962080516, "current_ratio": 0.18062373338964127, "quick_ratio": 0.18030856931560066, "fcf_to_ebitda": 0.8727529555400182, "capex_to_revenue": 0.035182549587443136, "working_capital_to_revenue": -14.097545988124152, "capital_efficiency": 0.06356268446688769, "financial_health": -0.5142667485499763, "margin_quality": 0.469488222131325, "growth_momentum": 0.03620648847770448, "company_age_years": 28.71457905544148, "ebitda": 563518000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 9.491701569972436, "revenue_cagr_3y": 0.19984243900486343, "revenue_cagr_5y": 0.08884102097871405, "earnings_cagr_3y": -0.01687652909758197, "quarterly_revenue_growth_yoy": 0.09353469990137438, "quarterly_earnings_growth_yoy": 1.7071835771456192, "revenue_growth_qoq": -0.0011557734122427728, "gross_margin": 0.5923044563904416, "operating_margin": 0.25781184946313307, "net_margin": 0.20592894907306775, "roa_ttm": 0.008009809268720318, "roe_ttm": 0.09199251719449326, "debt_to_ebitda": 2.80274046308626, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.9334274821582165, "debt_to_equity": 0.355575694953835, "current_ratio": 0.22010576162568057, "quick_ratio": 0.22010576162568057, "fcf_to_ebitda": 1.1495667020358842, "capex_to_revenue": 0.016397171785721275, "working_capital_to_revenue": -11.666459823395755, "capital_efficiency": 0.05000116323160679, "financial_health": -0.28102332783374456, "margin_quality": 0.35201508497554745, "growth_momentum": 0.9003591385234968, "company_age_years": 34.9678302532512, "ebitda": 665362000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 13.495770702438076, "revenue_cagr_3y": 0.003716215998358585, "revenue_cagr_5y": 0.058396519533830515, "earnings_cagr_3y": 0.10559428946043581, "quarterly_revenue_growth_yoy": 0.02188863866750029, "quarterly_earnings_growth_yoy": 0.13434555878878676, "revenue_growth_qoq": 0.015453563910318662, "gross_margin": 0.9087728468835574, "operating_margin": 0.301938235451354, "net_margin": 0.23387130306684328, "roa_ttm": 0.00980193550956471, "roe_ttm": 0.07744504864898315, "debt_to_ebitda": 3.6307980523669396, "net_debt_to_ebitda": 2.515738359711213, "interest_coverage": 15.041270685186415, "debt_to_equity": 0.430949280557241, "current_ratio": 0.2734330452703612, "quick_ratio": 0.26914452275077233, "fcf_to_ebitda": 0.3307750766593321, "capex_to_revenue": 0.18393123734350286, "working_capital_to_revenue": -12.1897772456506, "capital_efficiency": 0.04362349207927393, "financial_health": -0.09826440904059465, "margin_quality": 0.4815274618005849, "growth_momentum": 0.07811709872814353, "company_age_years": 27.515400410677618, "ebitda": 226326000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 14.380690903172065, "revenue_cagr_3y": 0.06959198666221389, "revenue_cagr_5y": 0.07500226827537282, "earnings_cagr_3y": 0.3190830825545452, "quarterly_revenue_growth_yoy": 0.17595473124808303, "quarterly_earnings_growth_yoy": 0.33315736830406756, "revenue_growth_qoq": 0.05407649709082136, "gross_margin": 0.8961286442004184, "operating_margin": 0.2817950997248053, "net_margin": 0.25540941197762246, "roa_ttm": 0.00615650623472283, "roe_ttm": 0.049431008325386695, "debt_to_ebitda": 3.385162241605469, "net_debt_to_ebitda": 2.0531390327738577, "interest_coverage": 10.917006376084457, "debt_to_equity": 0.324495047996483, "current_ratio": 0.26706210312492634, "quick_ratio": 0.2647716831546665, "fcf_to_ebitda": 0.704140057256111, "capex_to_revenue": 0.05969878554536211, "working_capital_to_revenue": -14.030160004112922, "capital_efficiency": 0.027793757280054763, "financial_health": -0.09831674643429557, "margin_quality": 0.47777771863428203, "growth_momentum": 0.25455604977607527, "company_age_years": 28.01368925393566, "ebitda": 208886000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 10.382765684623584, "revenue_cagr_3y": 0.13332861495590342, "revenue_cagr_5y": 0.07572029623960774, "earnings_cagr_3y": 0.2621133557158919, "quarterly_revenue_growth_yoy": 0.20049859332605802, "quarterly_earnings_growth_yoy": 0.35898184934174654, "revenue_growth_qoq": -0.0019269426536872027, "gross_margin": 0.8574144962345818, "operating_margin": 0.3462475084857431, "net_margin": 0.29097967591550117, "roa_ttm": 0.011572065819166968, "roe_ttm": 0.08350096909829728, "debt_to_ebitda": 2.5642385947566004, "net_debt_to_ebitda": 1.2657479645908325, "interest_coverage": 9.880178282504502, "debt_to_equity": 0.29299001246235695, "current_ratio": 0.3553875062699804, "quick_ratio": 0.35519459388795066, "fcf_to_ebitda": 0.4659920592006674, "capex_to_revenue": 0.0431927125462116, "working_capital_to_revenue": -10.669830136748333, "capital_efficiency": 0.04753651745873212, "financial_health": -0.06832133495655612, "margin_quality": 0.49821389354527534, "growth_momentum": 0.2797402213339023, "company_age_years": 29.51403148528405, "ebitda": 323645000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 11.252705023563863, "revenue_cagr_3y": 0.06787211198216925, "revenue_cagr_5y": 0.07858256763528604, "earnings_cagr_3y": 0.13706743063729365, "quarterly_revenue_growth_yoy": 0.022452901315728985, "quarterly_earnings_growth_yoy": 0.035517284938313194, "revenue_growth_qoq": -0.07258959026578932, "gross_margin": 0.8699765294101778, "operating_margin": 0.27255559652167655, "net_margin": 0.22114960927313113, "roa_ttm": 0.011670090443862326, "roe_ttm": 0.08350917613717036, "debt_to_ebitda": 2.760238453108813, "net_debt_to_ebitda": 1.932847484625104, "interest_coverage": 12.077312504520142, "debt_to_equity": 0.32318884833509964, "current_ratio": 0.3733179403712631, "quick_ratio": 0.3731770338322512, "fcf_to_ebitda": 0.5878479936284754, "capex_to_revenue": 0.04041714232022456, "working_capital_to_revenue": -10.418439409926787, "capital_efficiency": 0.047589633290516346, "financial_health": -0.07189179031594828, "margin_quality": 0.4545605784016618, "growth_momentum": 0.02898509312702109, "company_age_years": 29.765913757700204, "ebitda": 333986000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 9.353981681289369, "revenue_cagr_3y": 0.0996218467087937, "revenue_cagr_5y": 0.07343565439650024, "earnings_cagr_3y": 0.09993140526153765, "quarterly_revenue_growth_yoy": -0.08257968927529477, "quarterly_earnings_growth_yoy": -0.17881646655231562, "revenue_growth_qoq": -0.02246553230362615, "gross_margin": 0.8237666432281625, "operating_margin": 0.2788395672193617, "net_margin": 0.23455894027717922, "roa_ttm": 0.008746238155245082, "roe_ttm": 0.06749084840560635, "debt_to_ebitda": 2.2067678065218104, "net_debt_to_ebitda": 1.0768810884967668, "interest_coverage": 16.855854750659386, "debt_to_equity": 0.21172067431147018, "current_ratio": 0.3462385936701859, "quick_ratio": 0.34613274532384114, "fcf_to_ebitda": 0.33363779607788907, "capex_to_revenue": 0.0353848898206916, "working_capital_to_revenue": -12.146641105713115, "capital_efficiency": 0.038118543280425715, "financial_health": -0.06900210581087343, "margin_quality": 0.44572171690823453, "growth_momentum": -0.1306980779138052, "company_age_years": 30.26420260095825, "ebitda": 274801000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 8.484509569548203, "revenue_cagr_3y": 0.10126261875800857, "revenue_cagr_5y": 0.07692632166993874, "earnings_cagr_3y": 0.2556397941098896, "quarterly_revenue_growth_yoy": -0.062419208219703606, "quarterly_earnings_growth_yoy": 0.11698026683481177, "revenue_growth_qoq": 0.02000589743008143, "gross_margin": 0.9354533122817941, "operating_margin": 0.4007116013253575, "net_margin": 0.34665658564789076, "roa_ttm": 0.008970157177434709, "roe_ttm": 0.06897080566585272, "debt_to_ebitda": 2.2699501956599075, "net_debt_to_ebitda": 1.0933226609747422, "interest_coverage": 19.368841728105835, "debt_to_equity": 0.21843562242117742, "current_ratio": 0.35125138945302675, "quick_ratio": 0.3511785154300233, "fcf_to_ebitda": 0.5782212735681252, "capex_to_revenue": 0.03716243071159791, "working_capital_to_revenue": -12.438725597215365, "capital_efficiency": 0.038970481421643714, "financial_health": -0.06664040281445914, "margin_quality": 0.5609404997516808, "growth_momentum": 0.027280529307554084, "company_age_years": 30.5160848733744, "ebitda": 281100000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 9.086733544592242, "revenue_cagr_3y": 0.04753103599546504, "revenue_cagr_5y": 0.0842669942053691, "earnings_cagr_3y": 0.21854281465076242, "quarterly_revenue_growth_yoy": -0.04235901392898479, "quarterly_earnings_growth_yoy": 2.8347173144876323, "revenue_growth_qoq": -0.0683862450981661, "gross_margin": 1.0288910807644398, "operating_margin": 0.48366975535890416, "net_margin": 0.40203010896091207, "roa_ttm": 0.012238101441048269, "roe_ttm": 0.09753051489085054, "debt_to_ebitda": 1.765529262201801, "net_debt_to_ebitda": 0.5454770782306488, "interest_coverage": 33.75110191598453, "debt_to_equity": 0.22233857491004203, "current_ratio": 0.3925704250397643, "quick_ratio": 0.3925298337714596, "fcf_to_ebitda": 0.8046325933941169, "capex_to_revenue": 0.04010167631546532, "working_capital_to_revenue": -12.584535793870307, "capital_efficiency": 0.05488430816594941, "financial_health": -0.07009363530642015, "margin_quality": 0.638196981694752, "growth_momentum": 1.3961791502793237, "company_age_years": 31.014373716632445, "ebitda": 375211000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 10.36602140876591, "revenue_cagr_3y": 0.4095511790696569, "revenue_cagr_5y": 0.28434628930684824, "earnings_cagr_3y": 0.5980737170340975, "quarterly_revenue_growth_yoy": 1.9885899084505692, "quarterly_earnings_growth_yoy": 2.5725599772193353, "revenue_growth_qoq": 0.27922399327997566, "gross_margin": 0.8499995183492867, "operating_margin": 0.4207122650748646, "net_margin": 0.3222805197974498, "roa_ttm": 0.009158599597993061, "roe_ttm": 0.08350961618142981, "debt_to_ebitda": 2.8917400998856335, "net_debt_to_ebitda": 1.6930927521207184, "interest_coverage": 9.106637095203128, "debt_to_equity": 0.34264667028689144, "current_ratio": 0.20755728473079552, "quick_ratio": 0.20726467292394554, "fcf_to_ebitda": 1.2778186425756342, "capex_to_revenue": 0.020443035823991724, "working_capital_to_revenue": -15.841646165737405, "capital_efficiency": 0.046334107889711436, "financial_health": -0.12929802095622228, "margin_quality": 0.5309974344072004, "growth_momentum": 2.280574942834952, "company_age_years": 32.766598220396986, "ebitda": 607695000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 9.935582267242198, "revenue_cagr_3y": 0.4165133466293809, "revenue_cagr_5y": 0.2550779179479945, "earnings_cagr_3y": 0.4420046830423936, "quarterly_revenue_growth_yoy": 0.4127763684536896, "quarterly_earnings_growth_yoy": 0.3483149976083837, "revenue_growth_qoq": 0.10630021365634877, "gross_margin": 0.7166652567869747, "operating_margin": 0.3230949466187627, "net_margin": 0.24745144294536103, "roa_ttm": 0.013248803966368471, "roe_ttm": 0.12141203058524082, "debt_to_ebitda": 6.738858952094303, "net_debt_to_ebitda": 5.401044220213199, "interest_coverage": 5.502362795042124, "debt_to_equity": 1.1401926836158458, "current_ratio": 0.21598158621966584, "quick_ratio": 0.263955683073826, "fcf_to_ebitda": 0.6169911939290041, "capex_to_revenue": 0.016438651241932025, "working_capital_to_revenue": -12.738383460246624, "capital_efficiency": 0.06733041727580465, "financial_health": -1.030930943417555, "margin_quality": 0.4290705487836995, "growth_momentum": 0.38054568303103664, "company_age_years": 33.2621492128679, "ebitda": 895405000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "ONB", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 8.957116045108526, "revenue_cagr_3y": 0.4299736662851832, "revenue_cagr_5y": 0.2690270962505439, "earnings_cagr_3y": 0.23795540879979926, "quarterly_revenue_growth_yoy": 0.35028332131861994, "quarterly_earnings_growth_yoy": 0.05510406484342112, "revenue_growth_qoq": 0.04936068606341905, "gross_margin": 0.6646153284549408, "operating_margin": 0.29230809011083614, "net_margin": 0.2249211735520346, "roa_ttm": 0.013254266538017305, "roe_ttm": 0.12410390460073094, "debt_to_ebitda": 6.118138441903667, "net_debt_to_ebitda": 4.286411172079491, "interest_coverage": 4.508303008940938, "debt_to_equity": 1.0604009476409844, "current_ratio": 0.22065268561451803, "quick_ratio": 0.2752166359103966, "fcf_to_ebitda": 0.5873589532672409, "capex_to_revenue": 0.015055944259527021, "working_capital_to_revenue": -12.082944764141331, "capital_efficiency": 0.06867908556937412, "financial_health": -0.9730587043187665, "margin_quality": 0.39394819737260384, "growth_momentum": 0.20269369308102053, "company_age_years": 33.51403148528405, "ebitda": 908121000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 10.772540420969909, "revenue_cagr_3y": 0.09690834102797918, "revenue_cagr_5y": 0.07065935726799166, "earnings_cagr_3y": 0.1716316161309439, "quarterly_revenue_growth_yoy": 0.017395069898930478, "quarterly_earnings_growth_yoy": 0.0022814566667629307, "revenue_growth_qoq": -0.0034573276138037006, "gross_margin": 0.8855846450369419, "operating_margin": 0.42230163829103756, "net_margin": 0.27871827818824285, "roa_ttm": 0.010949414621408431, "roe_ttm": 0.07955911026681275, "debt_to_ebitda": 2.7471124413635195, "net_debt_to_ebitda": 0.0, "interest_coverage": 20.186349392871133, "debt_to_equity": 0.326389581317286, "current_ratio": 0.20575989778176096, "quick_ratio": 0.2022381548919402, "fcf_to_ebitda": 0.8386120314538936, "capex_to_revenue": 0.009142765324977906, "working_capital_to_revenue": -15.571298304812405, "capital_efficiency": 0.04525426244411059, "financial_health": -0.05722800951581161, "margin_quality": 0.5288681871720741, "growth_momentum": 0.009838263282846704, "company_age_years": 26.015058179329227, "ebitda": 206143000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 10.882622418572932, "revenue_cagr_3y": 0.11490293152760978, "revenue_cagr_5y": 0.08776530251163539, "earnings_cagr_3y": 0.12684568742692504, "quarterly_revenue_growth_yoy": 0.04765915124682179, "quarterly_earnings_growth_yoy": -0.08667298687121147, "revenue_growth_qoq": 0.048980083520719565, "gross_margin": 0.8619726073542134, "operating_margin": 0.3687824895306196, "net_margin": 0.24339491191939916, "roa_ttm": 0.009416995884785144, "roe_ttm": 0.06706985107841482, "debt_to_ebitda": 3.0114104141649247, "net_debt_to_ebitda": 0.0, "interest_coverage": 19.528951939779965, "debt_to_equity": 0.30270423318795514, "current_ratio": 0.22789599386655082, "quick_ratio": 0.22408989357266101, "fcf_to_ebitda": 0.7954081607440242, "capex_to_revenue": 0.010811357979603907, "working_capital_to_revenue": -16.556615233157743, "capital_efficiency": 0.03824342348159998, "financial_health": -0.034468055452873195, "margin_quality": 0.49138333626807745, "growth_momentum": -0.01950691781219484, "company_age_years": 26.26420260095825, "ebitda": 202359000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 11.284822438747517, "revenue_cagr_3y": 0.14367788182072605, "revenue_cagr_5y": 0.08167591084022541, "earnings_cagr_3y": 0.23221794204845958, "quarterly_revenue_growth_yoy": 0.1450485327040111, "quarterly_earnings_growth_yoy": 0.18352498074014895, "revenue_growth_qoq": 0.08466608992566166, "gross_margin": 0.8654978189980096, "operating_margin": 0.42578946625446434, "net_margin": 0.2927695196149014, "roa_ttm": 0.00986099670568132, "roe_ttm": 0.06972665463584923, "debt_to_ebitda": 2.914993851102072, "net_debt_to_ebitda": 0.0, "interest_coverage": 17.519058667550546, "debt_to_equity": 0.30378783434934753, "current_ratio": 0.22297432159033687, "quick_ratio": 0.21907466719121066, "fcf_to_ebitda": 0.8091902374420584, "capex_to_revenue": 0.010489316153316889, "working_capital_to_revenue": -16.48171317192091, "capital_efficiency": 0.039793825670765275, "financial_health": -0.03255732022795617, "margin_quality": 0.5280189349557918, "growth_momentum": 0.16428675672208004, "company_age_years": 26.5160848733744, "ebitda": 211420000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 11.790870977014075, "revenue_cagr_3y": 0.1665125956772293, "revenue_cagr_5y": 0.06462652945059211, "earnings_cagr_3y": 0.2576311742390842, "quarterly_revenue_growth_yoy": 0.13494781996286573, "quarterly_earnings_growth_yoy": 0.16818018879197036, "revenue_growth_qoq": 0.0009599232061435085, "gross_margin": 0.871754551736782, "operating_margin": 0.43421664997814036, "net_margin": 0.2757555671513391, "roa_ttm": 0.010137438475660305, "roe_ttm": 0.06578696068920142, "debt_to_ebitda": 2.173153446092213, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.002749029754206, "debt_to_equity": 0.2164243091906195, "current_ratio": 0.24505808256895134, "quick_ratio": 0.24147469860068205, "fcf_to_ebitda": 0.7254982978379398, "capex_to_revenue": 0.013499037374380605, "working_capital_to_revenue": -15.627876969576574, "capital_efficiency": 0.03796219958243086, "financial_health": -0.0015106142352432073, "margin_quality": 0.5272422562887539, "growth_momentum": 0.15156400437741804, "company_age_years": 26.767967145790553, "ebitda": 222658000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 12.887231289850858, "revenue_cagr_3y": 0.16464938522030748, "revenue_cagr_5y": 0.1490084425002305, "earnings_cagr_3y": 0.036844776871004514, "quarterly_revenue_growth_yoy": 0.49297575391022747, "quarterly_earnings_growth_yoy": 0.1656706089582285, "revenue_growth_qoq": 0.3885815193785202, "gross_margin": 0.8617872837942475, "operating_margin": 0.28902472168236665, "net_margin": 0.1900354338986006, "roa_ttm": 0.008218968669230284, "roe_ttm": 0.048326430204783374, "debt_to_ebitda": 2.3731999949429183, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.68800128328521, "debt_to_equity": 0.17394679283293707, "current_ratio": 0.2124019341906795, "quick_ratio": 0.1869351364347176, "fcf_to_ebitda": 0.564041619783304, "capex_to_revenue": 0.01228871202794446, "working_capital_to_revenue": -18.365746709707857, "capital_efficiency": 0.02827269943700683, "financial_health": -0.0006110882825950265, "margin_quality": 0.44694914645840494, "growth_momentum": 0.329323181434228, "company_age_years": 27.263518138261464, "ebitda": 237291000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 9.333846376282226, "revenue_cagr_3y": 0.20861839850660813, "revenue_cagr_5y": 0.14388746086979665, "earnings_cagr_3y": 0.22399530589257166, "quarterly_revenue_growth_yoy": 0.11080233034040554, "quarterly_earnings_growth_yoy": 0.031374582698603055, "revenue_growth_qoq": 0.0271745224834598, "gross_margin": 0.772903020378457, "operating_margin": 0.36831331877729256, "net_margin": 0.28949235807860263, "roa_ttm": 0.013147174926227275, "roe_ttm": 0.07857820657880045, "debt_to_ebitda": 1.1050467232825008, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.312203699169801, "debt_to_equity": 0.11045118320017305, "current_ratio": 0.25051776424937244, "quick_ratio": 0.2493092036405596, "fcf_to_ebitda": 0.6712385474690287, "capex_to_revenue": 0.007843709400640558, "working_capital_to_revenue": -12.541162684600438, "capital_efficiency": 0.04586269075251386, "financial_health": -0.011912210723874807, "margin_quality": 0.47690289907811745, "growth_momentum": 0.0710884565195043, "company_age_years": 29.013004791238878, "ebitda": 328530000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 9.87341632459164, "revenue_cagr_3y": 0.17866787043348786, "revenue_cagr_5y": 0.13591426458180567, "earnings_cagr_3y": 0.16724430331336415, "quarterly_revenue_growth_yoy": 0.07289889053835943, "quarterly_earnings_growth_yoy": 0.024110414208532573, "revenue_growth_qoq": -0.027221723707051986, "gross_margin": 0.7695371432019794, "operating_margin": 0.3576601118994457, "net_margin": 0.2843392501530212, "roa_ttm": 0.013202263873037037, "roe_ttm": 0.0777392406618049, "debt_to_ebitda": 1.1139718869142599, "net_debt_to_ebitda": 0.0, "interest_coverage": 6.78025313319431, "debt_to_equity": 0.10905715636628585, "current_ratio": 0.24163112693361374, "quick_ratio": 0.24035768001781038, "fcf_to_ebitda": 0.4768170578705677, "capex_to_revenue": 0.008997682297886644, "working_capital_to_revenue": -12.09495391134347, "capital_efficiency": 0.04547075226742097, "financial_health": -0.02093105540530786, "margin_quality": 0.47051216841814875, "growth_momentum": 0.048504652373446006, "company_age_years": 29.51403148528405, "ebitda": 328388000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 10.632519764886464, "revenue_cagr_3y": 0.15873935162961494, "revenue_cagr_5y": 0.11101280732574792, "earnings_cagr_3y": 0.17404784621893987, "quarterly_revenue_growth_yoy": 0.03089373154412589, "quarterly_earnings_growth_yoy": -0.010398749022673964, "revenue_growth_qoq": -0.0489581627111046, "gross_margin": 0.7803939520295872, "operating_margin": 0.3433619173661597, "net_margin": 0.28682989176743595, "roa_ttm": 0.013228293868008684, "roe_ttm": 0.07732220951515727, "debt_to_ebitda": 1.1121289364102342, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.618442680693185, "debt_to_equity": 0.10726394562393556, "current_ratio": 0.23552434099668015, "quick_ratio": 0.23442767204996937, "fcf_to_ebitda": 0.42106836724314894, "capex_to_revenue": 0.01216633953780424, "working_capital_to_revenue": -11.872508661230619, "capital_efficiency": 0.045275251691582974, "financial_health": -0.02765472367255995, "margin_quality": 0.4701952537210609, "growth_momentum": 0.010247491260725963, "company_age_years": 29.765913757700204, "ebitda": 324439000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 9.472198977596683, "revenue_cagr_3y": 0.10056398841280867, "revenue_cagr_5y": 0.12151467849789577, "earnings_cagr_3y": 0.20619628945452884, "quarterly_revenue_growth_yoy": 0.4054614522818498, "quarterly_earnings_growth_yoy": -0.03298714609937979, "revenue_growth_qoq": 0.053310683822466384, "gross_margin": 0.6570993430273532, "operating_margin": 0.3059475952795103, "net_margin": 0.24404593793469337, "roa_ttm": 0.01323861324384651, "roe_ttm": 0.08477730312183863, "debt_to_ebitda": 4.792241000277585, "net_debt_to_ebitda": 1.3655101987060905, "interest_coverage": 4.165939343805657, "debt_to_equity": 0.5100614766781331, "current_ratio": 0.2548151579928087, "quick_ratio": 0.33796626557062637, "fcf_to_ebitda": 0.884285665078828, "capex_to_revenue": 0.012767335741740386, "working_capital_to_revenue": -12.38826314661964, "capital_efficiency": 0.04900795818284257, "financial_health": -0.41499255350949993, "margin_quality": 0.402364292080519, "growth_momentum": 0.186237153091235, "company_age_years": 33.2621492128679, "ebitda": 493543000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 8.468964288286434, "revenue_cagr_3y": 0.04603110197564897, "revenue_cagr_5y": 0.12454502850080496, "earnings_cagr_3y": -0.025122231343719492, "quarterly_revenue_growth_yoy": 0.3229007555681049, "quarterly_earnings_growth_yoy": -0.06266023297753083, "revenue_growth_qoq": 0.02641879960618594, "gross_margin": 0.6543685775121635, "operating_margin": 0.3109949905880659, "net_margin": 0.2472741392966251, "roa_ttm": 0.013231504728484998, "roe_ttm": 0.0831787799120562, "debt_to_ebitda": 3.245113431760893, "net_debt_to_ebitda": 0.811039662534081, "interest_coverage": 3.783172579151, "debt_to_equity": 0.3392311004934954, "current_ratio": 0.21852935088457076, "quick_ratio": 0.27927736603591574, "fcf_to_ebitda": 0.8153156026544576, "capex_to_revenue": 0.009221085909863492, "working_capital_to_revenue": -12.320158400028442, "capital_efficiency": 0.0482051423202706, "financial_health": -0.2582564249902922, "margin_quality": 0.4042125691322848, "growth_momentum": 0.13012026129528703, "company_age_years": 33.51403148528405, "ebitda": 485975000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 11.051739937542987, "revenue_cagr_3y": 0.10711628430047737, "revenue_cagr_5y": 0.12708526905136575, "earnings_cagr_3y": -0.0670177191794924, "quarterly_revenue_growth_yoy": 0.11165356257159062, "quarterly_earnings_growth_yoy": -0.1169092740089719, "revenue_growth_qoq": -0.003973206390011932, "gross_margin": 0.6187738217904983, "operating_margin": 0.2706530546913296, "net_margin": 0.21711967667390283, "roa_ttm": 0.011815990769926921, "roe_ttm": 0.07380641800908216, "debt_to_ebitda": 4.334064892080246, "net_debt_to_ebitda": 0.48011547647400554, "interest_coverage": 3.062689599225583, "debt_to_equity": 0.4050306597626471, "current_ratio": 0.23383348306157664, "quick_ratio": 0.31292207709324066, "fcf_to_ebitda": 0.9536424725498532, "capex_to_revenue": 0.008293127513527638, "working_capital_to_revenue": -11.400495854073588, "capital_efficiency": 0.042811204389504545, "financial_health": -0.3041612015239055, "margin_quality": 0.3688488510519103, "growth_momentum": -0.00262785571869064, "company_age_years": 34.01505817932922, "ebitda": 449269000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 9.370511294883709, "revenue_cagr_3y": 0.15843612500776483, "revenue_cagr_5y": 0.11049631017308847, "earnings_cagr_3y": 0.005839135197587941, "quarterly_revenue_growth_yoy": 0.06309207383221727, "quarterly_earnings_growth_yoy": 0.04378156804637731, "revenue_growth_qoq": 0.007297846160002401, "gross_margin": 0.6170244461989959, "operating_margin": 0.2864843257308286, "net_margin": 0.23961297242540258, "roa_ttm": 0.011979270042565084, "roe_ttm": 0.07389234475818947, "debt_to_ebitda": 3.7733914512315514, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.02246933703332, "debt_to_equity": 0.3486536866178688, "current_ratio": 0.22500859632143028, "quick_ratio": 0.308859589896058, "fcf_to_ebitda": 0.9470788402270341, "capex_to_revenue": 0.007977209050337337, "working_capital_to_revenue": -11.424072124466308, "capital_efficiency": 0.04293580740037728, "financial_health": -0.24473853384519717, "margin_quality": 0.38104058145174236, "growth_momentum": 0.05343682093929729, "company_age_years": 34.26420260095825, "ebitda": 448743000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 8.580565438898605, "revenue_cagr_3y": 0.16878165100535236, "revenue_cagr_5y": 0.12260792907420348, "earnings_cagr_3y": 0.011142988437666146, "quarterly_revenue_growth_yoy": 0.06368999249102524, "quarterly_earnings_growth_yoy": -0.009255696413157648, "revenue_growth_qoq": 0.026996091984844647, "gross_margin": 0.6146119163030208, "operating_margin": 0.2899077689267108, "net_margin": 0.23031658346126416, "roa_ttm": 0.011987237027220939, "roe_ttm": 0.07205937413191299, "debt_to_ebitda": 1.6127382332379618, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.936523969121187, "debt_to_equity": 0.14534745622828524, "current_ratio": 0.2188272506556974, "quick_ratio": 0.3697835855041296, "fcf_to_ebitda": 1.0256631890700276, "capex_to_revenue": 0.0077499876366154, "working_capital_to_revenue": -11.594507566391375, "capital_efficiency": 0.04202330557956696, "financial_health": -0.04484079416369144, "margin_quality": 0.37827875623033186, "growth_momentum": 0.027217148038933794, "company_age_years": 34.5160848733744, "ebitda": 447723000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 11.024955893741863, "revenue_cagr_3y": 0.43957133717567864, "revenue_cagr_5y": 0.3725637643280486, "earnings_cagr_3y": 1.5680352244883649, "quarterly_revenue_growth_yoy": 0.028674652975850923, "quarterly_earnings_growth_yoy": 0.3682296402130147, "revenue_growth_qoq": -0.0318117958675985, "gross_margin": 0.8485988391437761, "operating_margin": 0.21192095826093385, "net_margin": 0.19472069207734113, "roa_ttm": 0.016611426831513596, "roe_ttm": 0.12329318185366064, "debt_to_ebitda": 3.708545938041795, "net_debt_to_ebitda": 2.7695539774304807, "interest_coverage": 12.492446431324186, "debt_to_equity": 0.7217779848528333, "current_ratio": 21.100019938191608, "quick_ratio": 21.071139467650283, "fcf_to_ebitda": 0.9265410884949746, "capex_to_revenue": 0.2400567907061313, "working_capital_to_revenue": 7.799952029648772, "capital_efficiency": 0.06995230434258712, "financial_health": -0.4641961850040752, "margin_quality": 0.4184134964940171, "growth_momentum": 0.1984521465944328, "company_age_years": 26.275154004106778, "ebitda": 162077000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 6.596249512742933, "revenue_cagr_3y": 0.12023051081630154, "revenue_cagr_5y": 0.2565990903511246, "earnings_cagr_3y": 0.22167117105839163, "quarterly_revenue_growth_yoy": 0.08500701973325013, "quarterly_earnings_growth_yoy": 0.20861833105335156, "revenue_growth_qoq": -0.0968210555361679, "gross_margin": 0.9086685776415934, "operating_margin": 0.16012651971928438, "net_margin": 0.14290078805251288, "roa_ttm": 0.021179855469946867, "roe_ttm": 0.16274523990816891, "debt_to_ebitda": 0.4308002153212184, "net_debt_to_ebitda": 0.0, "interest_coverage": 155.1418286537077, "debt_to_equity": 0.10661640992777316, "current_ratio": 0.43163018459232855, "quick_ratio": 0.4312674855597064, "fcf_to_ebitda": 2.4020242050748983, "capex_to_revenue": 0.12429435562147177, "working_capital_to_revenue": -6.3183339415916695, "capital_efficiency": 0.09196254768905789, "financial_health": -0.05968240501046318, "margin_quality": 0.40389862847113017, "growth_momentum": 0.14681267539330084, "company_age_years": 28.024640657084188, "ebitda": 215492000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 13.223654855364595, "revenue_cagr_3y": 0.03131454666704747, "revenue_cagr_5y": -0.00851855958287584, "earnings_cagr_3y": 0.13553721893631376, "quarterly_revenue_growth_yoy": 0.13027119000841986, "quarterly_earnings_growth_yoy": 0.1649333858002136, "revenue_growth_qoq": 0.022583179260928562, "gross_margin": 0.8672838308670044, "operating_margin": 0.4518774879916815, "net_margin": 0.3216134213814028, "roa_ttm": 0.012155384670403767, "roe_ttm": 0.09217932712278104, "debt_to_ebitda": 2.4477732984416627, "net_debt_to_ebitda": 1.5984440200862862, "interest_coverage": 10.549917922698105, "debt_to_equity": 0.2970262813698307, "current_ratio": 0.21394274332948301, "quick_ratio": 0.2108550422230568, "fcf_to_ebitda": 0.8165546832637858, "capex_to_revenue": 0.007233027673835273, "working_capital_to_revenue": -17.630591307208356, "capital_efficiency": 0.0521673558965924, "financial_health": -0.054573778469358084, "margin_quality": 0.5469249134133629, "growth_momentum": 0.14760228790431673, "company_age_years": 25.037645448323065, "ebitda": 212085000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 11.647453046655903, "revenue_cagr_3y": 0.035642000201542956, "revenue_cagr_5y": 0.005451189367349896, "earnings_cagr_3y": 0.16967297750774302, "quarterly_revenue_growth_yoy": 0.14454147317219318, "quarterly_earnings_growth_yoy": 0.2830183435241801, "revenue_growth_qoq": 0.007891735017731185, "gross_margin": 0.9270360161988205, "operating_margin": 0.5299878354865035, "net_margin": 0.3554116686940856, "roa_ttm": 0.012915982098954918, "roe_ttm": 0.09874598843701378, "debt_to_ebitda": 2.3219977367571216, "net_debt_to_ebitda": 1.4603462851059832, "interest_coverage": 11.191520248285528, "debt_to_equity": 0.2992702370994418, "current_ratio": 0.19979893913866653, "quick_ratio": 0.19725597895434924, "fcf_to_ebitda": 0.70674008042116, "capex_to_revenue": 0.007993508133727671, "working_capital_to_revenue": -17.067898079290668, "capital_efficiency": 0.05583098526798435, "financial_health": -0.054153384016330006, "margin_quality": 0.6041451734598032, "growth_momentum": 0.21377990834818664, "company_age_years": 25.286789869952088, "ebitda": 223573000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 11.915884028541614, "revenue_cagr_3y": 0.02608524097379772, "revenue_cagr_5y": 0.006488227661509693, "earnings_cagr_3y": 0.05201227255322194, "quarterly_revenue_growth_yoy": 0.10977500953349434, "quarterly_earnings_growth_yoy": -0.22940265486725664, "revenue_growth_qoq": 0.008261090494741543, "gross_margin": 0.8856435983781183, "operating_margin": 0.35968509228079015, "net_margin": 0.2659687383074092, "roa_ttm": 0.01192624983723255, "roe_ttm": 0.09148264266893304, "debt_to_ebitda": 2.440213968092807, "net_debt_to_ebitda": 1.361860845531207, "interest_coverage": 10.570505813375734, "debt_to_equity": 0.29512209680766094, "current_ratio": 0.20321608580104522, "quick_ratio": 0.20051700365639072, "fcf_to_ebitda": 0.8357776085587237, "capex_to_revenue": 0.0077403793018534645, "working_capital_to_revenue": -16.795227024626893, "capital_efficiency": 0.05170444625308279, "financial_health": -0.0507252736749666, "margin_quality": 0.5037658096554393, "growth_momentum": -0.05981382266688115, "company_age_years": 25.53593429158111, "ebitda": 212742000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 11.974980991273167, "revenue_cagr_3y": 0.0371541553482555, "revenue_cagr_5y": 0.0026685240429538126, "earnings_cagr_3y": 0.1237571730234428, "quarterly_revenue_growth_yoy": 0.055093117922918836, "quarterly_earnings_growth_yoy": 0.19767169919185096, "revenue_growth_qoq": 0.015325407188509381, "gross_margin": 0.8470962501692162, "operating_margin": 0.46551750071446835, "net_margin": 0.34662996555510434, "roa_ttm": 0.01195350891484368, "roe_ttm": 0.09397029951952646, "debt_to_ebitda": 2.066669309826829, "net_debt_to_ebitda": 1.1685367024814868, "interest_coverage": 11.165264866460086, "debt_to_equity": 0.2615845869304727, "current_ratio": 0.2060442587877289, "quick_ratio": 0.20376445605409163, "fcf_to_ebitda": 0.9655596230853608, "capex_to_revenue": 0.007760006122292799, "working_capital_to_revenue": -17.14763335119002, "capital_efficiency": 0.052961904217185066, "financial_health": -0.05196819596823544, "margin_quality": 0.5530812388129297, "growth_momentum": 0.1263824085573849, "company_age_years": 25.78781656399726, "ebitda": 227001000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 13.191650606752374, "revenue_cagr_3y": 0.0802689353222461, "revenue_cagr_5y": 0.029176126321498463, "earnings_cagr_3y": 0.146004547131519, "quarterly_revenue_growth_yoy": 0.07573582475226781, "quarterly_earnings_growth_yoy": 0.1584953915938812, "revenue_growth_qoq": 0.042589834995412364, "gross_margin": 0.8502045026653875, "operating_margin": 0.4642607246679988, "net_margin": 0.3463561015371964, "roa_ttm": 0.012058521143060674, "roe_ttm": 0.09575896385037454, "debt_to_ebitda": 1.8788738035163604, "net_debt_to_ebitda": 1.0057230966398334, "interest_coverage": 12.023981508234614, "debt_to_equity": 0.25656329998977323, "current_ratio": 0.21095931832459217, "quick_ratio": 0.20866654258899536, "fcf_to_ebitda": 0.9246625816011854, "capex_to_revenue": 0.006616707985876343, "working_capital_to_revenue": -17.819844489519944, "capital_efficiency": 0.05390874249671761, "financial_health": -0.050139505726654994, "margin_quality": 0.5536071096235275, "growth_momentum": 0.11711560817307451, "company_age_years": 26.039698836413415, "ebitda": 249690000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 12.427145324293207, "revenue_cagr_3y": 0.059083943936321326, "revenue_cagr_5y": 0.029413510989131808, "earnings_cagr_3y": 0.1611792134542298, "quarterly_revenue_growth_yoy": 0.0587900158600619, "quarterly_earnings_growth_yoy": 0.060178064683837705, "revenue_growth_qoq": -0.007985342172272756, "gross_margin": 0.8822733817134712, "operating_margin": 0.5049810212184233, "net_margin": 0.3558776050377394, "roa_ttm": 0.012505451190551265, "roe_ttm": 0.09574083872068533, "debt_to_ebitda": 1.07592426762185, "net_debt_to_ebitda": 0.31427497761289497, "interest_coverage": 13.383841626538256, "debt_to_equity": 0.14486024820482898, "current_ratio": 0.17755390412169775, "quick_ratio": 0.17536429878315027, "fcf_to_ebitda": 0.974970417039785, "capex_to_revenue": 0.006436131211162873, "working_capital_to_revenue": -17.873921448092492, "capital_efficiency": 0.0541231449556183, "financial_health": -0.05072953214918938, "margin_quality": 0.5810440026565447, "growth_momentum": 0.0594840402719498, "company_age_years": 26.286105407255306, "ebitda": 250144000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 11.739653037084281, "revenue_cagr_3y": 0.07514168544555822, "revenue_cagr_5y": 0.03840214337599024, "earnings_cagr_3y": 0.13586550999026326, "quarterly_revenue_growth_yoy": 0.08263655037072672, "quarterly_earnings_growth_yoy": 0.4761275874938991, "revenue_growth_qoq": 0.03096959032009424, "gross_margin": 0.8710899203701483, "operating_margin": 0.47147361070947447, "net_margin": 0.36263674258186923, "roa_ttm": 0.013563780164102342, "roe_ttm": 0.10246837597469867, "debt_to_ebitda": 0.9979716926910484, "net_debt_to_ebitda": 0.4027654690877808, "interest_coverage": 14.755320895114078, "debt_to_equity": 0.14181727357324347, "current_ratio": 0.16873723502079552, "quick_ratio": 0.16708137735325748, "fcf_to_ebitda": 1.0003522654375694, "capex_to_revenue": 0.006142697922301406, "working_capital_to_revenue": -17.523603280462083, "capital_efficiency": 0.058016078069400505, "financial_health": -0.05158080612318401, "margin_quality": 0.5684000912204973, "growth_momentum": 0.27938206893231293, "company_age_years": 26.535249828884325, "ebitda": 269683000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 9.908600302589639, "revenue_cagr_3y": 0.13589924524555475, "revenue_cagr_5y": 0.0915703122891276, "earnings_cagr_3y": 0.21928797694843305, "quarterly_revenue_growth_yoy": 0.14295880543815245, "quarterly_earnings_growth_yoy": 0.40226349857274957, "revenue_growth_qoq": 0.053706207533930066, "gross_margin": 0.8360485324930563, "operating_margin": 0.47890915587896116, "net_margin": 0.37767526976031535, "roa_ttm": 0.014164800013024155, "roe_ttm": 0.11015672426214407, "debt_to_ebitda": 0.6010370305086737, "net_debt_to_ebitda": 0.0012103585540328148, "interest_coverage": 10.71030772135171, "debt_to_equity": 0.09665174617047159, "current_ratio": 0.14103210363713395, "quick_ratio": 0.14038848757072156, "fcf_to_ebitda": 1.0514226119655106, "capex_to_revenue": 0.009713630360742336, "working_capital_to_revenue": -16.892724334468618, "capital_efficiency": 0.06216076213758411, "financial_health": -0.07930990313923052, "margin_quality": 0.564210986044111, "growth_momentum": 0.272611152005451, "company_age_years": 27.786447638603697, "ebitda": 340395000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 9.869646809155677, "revenue_cagr_3y": 0.025709823451993685, "revenue_cagr_5y": 0.06798147121628784, "earnings_cagr_3y": 0.3981200410376047, "quarterly_revenue_growth_yoy": -0.10420064640723656, "quarterly_earnings_growth_yoy": 0.05218397969633554, "revenue_growth_qoq": -0.01736448403224833, "gross_margin": 0.8727931772104531, "operating_margin": 0.45365183443453394, "net_margin": 0.3959463157718364, "roa_ttm": 0.012017979813616813, "roe_ttm": 0.09464283351198274, "debt_to_ebitda": 0.8809325746736322, "net_debt_to_ebitda": 0.3684453761317968, "interest_coverage": 9.737795218894009, "debt_to_equity": 0.09853507483425304, "current_ratio": 0.15622306502892316, "quick_ratio": 0.15591777745181215, "fcf_to_ebitda": 1.1615664178469889, "capex_to_revenue": 0.007772459826148718, "working_capital_to_revenue": -18.284706360288084, "capital_efficiency": 0.05333040666279978, "financial_health": -0.041988483454685255, "margin_quality": 0.5741304424722745, "growth_momentum": -0.026008333355450507, "company_age_years": 30.039698836413415, "ebitda": 270477000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 8.403262270736432, "revenue_cagr_3y": -0.009806604590516965, "revenue_cagr_5y": 0.06394291211382375, "earnings_cagr_3y": 0.05226734619893003, "quarterly_revenue_growth_yoy": 0.05554966014510156, "quarterly_earnings_growth_yoy": 0.06250264483094241, "revenue_growth_qoq": 0.045066715327659906, "gross_margin": 0.9087955638568624, "operating_margin": 0.521490213923267, "net_margin": 0.3985544438153794, "roa_ttm": 0.014281991483297786, "roe_ttm": 0.12194338272866632, "debt_to_ebitda": 0.431499224794514, "net_debt_to_ebitda": 0.09442681281237514, "interest_coverage": 28.969862415374536, "debt_to_equity": 0.07019683188553909, "current_ratio": 0.20123145216066457, "quick_ratio": 0.34300565894535207, "fcf_to_ebitda": 0.8307112039179916, "capex_to_revenue": 0.005169778980854622, "working_capital_to_revenue": -20.003543129103026, "capital_efficiency": 0.06811268710598206, "financial_health": -0.05991637213389579, "margin_quality": 0.609613407198503, "growth_momentum": 0.05902615248802198, "company_age_years": 31.039014373716633, "ebitda": 397959000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 8.919327224522512, "revenue_cagr_3y": 0.25788882469747443, "revenue_cagr_5y": 0.12855216015499193, "earnings_cagr_3y": 0.05195173331413394, "quarterly_revenue_growth_yoy": 0.2917542664095463, "quarterly_earnings_growth_yoy": -0.15445538467843567, "revenue_growth_qoq": 0.07563725268257346, "gross_margin": 0.5710902335813943, "operating_margin": 0.2610196316126208, "net_margin": 0.23157782492058682, "roa_ttm": 0.01534230783794526, "roe_ttm": 0.1294040908800234, "debt_to_ebitda": 1.626145994887191, "net_debt_to_ebitda": 1.213545149708551, "interest_coverage": 2.7903126550868484, "debt_to_equity": 0.2505770899756082, "current_ratio": 0.13096949322828083, "quick_ratio": 0.1270205548156273, "fcf_to_ebitda": 0.9043245448034793, "capex_to_revenue": 0.0025951649505461215, "working_capital_to_revenue": -12.815126736532383, "capital_efficiency": 0.07237319935898433, "financial_health": -0.23909257709985657, "margin_quality": 0.35456256337153397, "growth_momentum": 0.06864944086555533, "company_age_years": 33.03764544832307, "ebitda": 421686000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 9.290439632622899, "revenue_cagr_3y": 0.2577925414811215, "revenue_cagr_5y": 0.11563383825657136, "earnings_cagr_3y": -0.023007815145150046, "quarterly_revenue_growth_yoy": 0.08617738941458776, "quarterly_earnings_growth_yoy": -0.18036687669203968, "revenue_growth_qoq": 0.03982084808206314, "gross_margin": 0.4863612111511271, "operating_margin": 0.21717853808189944, "net_margin": 0.18761393446267396, "roa_ttm": 0.012387149286451238, "roe_ttm": 0.10186293883397349, "debt_to_ebitda": 0.7534016398249915, "net_debt_to_ebitda": 0.21810669419257972, "interest_coverage": 2.001996054856284, "debt_to_equity": 0.09077405926482336, "current_ratio": 0.147537139224389, "quick_ratio": 0.21944449193867951, "fcf_to_ebitda": 0.8906607392115233, "capex_to_revenue": 0.0031556524500551274, "working_capital_to_revenue": -12.132683696152487, "capital_efficiency": 0.05712504406021236, "financial_health": -0.06173196711526668, "margin_quality": 0.2970512278985668, "growth_momentum": -0.04709474363872596, "company_age_years": 33.78781656399726, "ebitda": 341012000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 10.328892517592735, "revenue_cagr_3y": 0.22268688737250675, "revenue_cagr_5y": 0.11564760072991209, "earnings_cagr_3y": 0.021132587824121307, "quarterly_revenue_growth_yoy": -0.03061195855922596, "quarterly_earnings_growth_yoy": -0.028172939437268254, "revenue_growth_qoq": -0.04001878529189454, "gross_margin": 0.49785066072281486, "operating_margin": 0.2511644063626232, "net_margin": 0.23216048399936315, "roa_ttm": 0.012404378963213588, "roe_ttm": 0.10049499174896616, "debt_to_ebitda": 0.6194167556396937, "net_debt_to_ebitda": 0.1493789832252199, "interest_coverage": 2.1033591243630876, "debt_to_equity": 0.07278163856817153, "current_ratio": 0.09186720097668423, "quick_ratio": 0.09186720097668423, "fcf_to_ebitda": 0.9735264122785768, "capex_to_revenue": 0.002615101130189746, "working_capital_to_revenue": -12.858071787259078, "capital_efficiency": 0.05644968535608987, "financial_health": -0.06236644287537922, "margin_quality": 0.3270585170282671, "growth_momentum": -0.029392448998247105, "company_age_years": 34.039698836413415, "ebitda": 334371000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 8.259335614881847, "revenue_cagr_3y": -0.018707429002984166, "revenue_cagr_5y": 4.4506423936718775e-05, "earnings_cagr_3y": 0.032330748734572534, "quarterly_revenue_growth_yoy": -0.14718307817593868, "quarterly_earnings_growth_yoy": -0.41382604657334304, "revenue_growth_qoq": 0.020376501750070948, "gross_margin": 0.9791743924448071, "operating_margin": 0.36200524116789046, "net_margin": 0.27304136072585233, "roa_ttm": 0.013716943894925403, "roe_ttm": 0.15287694551644618, "debt_to_ebitda": 0.881724660735545, "net_debt_to_ebitda": 0.0, "interest_coverage": 78.88401337792642, "debt_to_equity": 0.18911056389514308, "current_ratio": 0.30462405266126114, "quick_ratio": 0.3892689655661261, "fcf_to_ebitda": 1.0976616954234488, "capex_to_revenue": 0.011740335158579479, "working_capital_to_revenue": -14.287134555709704, "capital_efficiency": 0.08329694470568579, "financial_health": 0.08006435429586779, "margin_quality": 0.5380736647795167, "growth_momentum": -0.28050456237464083, "company_age_years": 29.541409993155373, "ebitda": 589658000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 9.425215727334198, "revenue_cagr_3y": 0.3411739520873114, "revenue_cagr_5y": 0.15407529534622078, "earnings_cagr_3y": 0.10594859425475622, "quarterly_revenue_growth_yoy": 0.03386649080938494, "quarterly_earnings_growth_yoy": 0.07609407780926791, "revenue_growth_qoq": 0.033524307689813695, "gross_margin": 0.611208344498108, "operating_margin": 0.25651750527739836, "net_margin": 0.1910738443641307, "roa_ttm": 0.009322867681325786, "roe_ttm": 0.09176199906405745, "debt_to_ebitda": 5.2579221989688, "net_debt_to_ebitda": 2.664884957371245, "interest_coverage": 3.0108940813911076, "debt_to_equity": 0.8065211834743189, "current_ratio": 0.29844943421374587, "quick_ratio": 0.29844943421374587, "fcf_to_ebitda": 0.5876191806527138, "capex_to_revenue": 0.035226721805459583, "working_capital_to_revenue": -9.760827922722497, "capital_efficiency": 0.05054243337269162, "financial_health": -0.7312528197584657, "margin_quality": 0.35293323137987903, "growth_momentum": 0.05498028430932643, "company_age_years": 32.290212183436005, "ebitda": 808961000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 8.702120688126785, "revenue_cagr_3y": 0.30931879480918356, "revenue_cagr_5y": 0.14708193904820854, "earnings_cagr_3y": 0.17483083843806924, "quarterly_revenue_growth_yoy": -0.04072681456006403, "quarterly_earnings_growth_yoy": 0.5317809068651036, "revenue_growth_qoq": -0.05061727588212612, "gross_margin": 0.6318353916263957, "operating_margin": 0.2648176448721655, "net_margin": 0.19725056103974778, "roa_ttm": 0.010347271834440083, "roe_ttm": 0.10426956694353354, "debt_to_ebitda": 4.346197815152558, "net_debt_to_ebitda": 2.192716254191999, "interest_coverage": 3.6311985284896116, "debt_to_equity": 0.7375976510602115, "current_ratio": 0.08920597218714361, "quick_ratio": 0.08920597218714361, "fcf_to_ebitda": 0.7174618561187356, "capex_to_revenue": 0.012023777175287218, "working_capital_to_revenue": -12.88329670966885, "capital_efficiency": 0.05730841938898681, "financial_health": -0.6550977477793409, "margin_quality": 0.3646345325127696, "growth_momentum": 0.24552704615251977, "company_age_years": 32.54209445585216, "ebitda": 868619000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 10.037546120058565, "revenue_cagr_3y": 0.09482295061497492, "revenue_cagr_5y": 0.13687818352721903, "earnings_cagr_3y": -0.036408399355348786, "quarterly_revenue_growth_yoy": 0.08709196803467426, "quarterly_earnings_growth_yoy": 0.5222584147665581, "revenue_growth_qoq": 0.08196279320571583, "gross_margin": 0.45751308248193373, "operating_margin": 0.2153002741091453, "net_margin": 0.17468228258160975, "roa_ttm": 0.051675875666334005, "roe_ttm": 0.2017006317989644, "debt_to_ebitda": 1.6206442166910688, "net_debt_to_ebitda": 0.2910688140556369, "interest_coverage": 78.50574712643679, "debt_to_equity": 0.5258182509144459, "current_ratio": 1.2909874963892214, "quick_ratio": 1.2909255973259606, "fcf_to_ebitda": 0.6178623718887262, "capex_to_revenue": 0.020926404890665412, "working_capital_to_revenue": 0.4737160323805045, "capital_efficiency": 0.12668825373264922, "financial_health": -0.34912545604352346, "margin_quality": 0.2824985463908963, "growth_momentum": 0.30467519140061616, "company_age_years": 21.911019849418206, "ebitda": 6830000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 10.201632418450927, "revenue_cagr_3y": 0.08467675066107572, "revenue_cagr_5y": 0.13276266405518933, "earnings_cagr_3y": -0.06802961364107041, "quarterly_revenue_growth_yoy": 0.09360795454545455, "quarterly_earnings_growth_yoy": 0.1169811320754717, "revenue_growth_qoq": -0.04074258659357089, "gross_margin": 0.44953890115599426, "operating_margin": 0.15170801402779582, "net_margin": 0.11533965450058449, "roa_ttm": 0.052059462248191295, "roe_ttm": 0.20959327601197952, "debt_to_ebitda": 1.5769507113090961, "net_debt_to_ebitda": 0.18407817215117114, "interest_coverage": 80.9186046511628, "debt_to_equity": 0.5300937107525843, "current_ratio": 1.2780564137543635, "quick_ratio": 1.366689403362356, "fcf_to_ebitda": 0.7160511567753988, "capex_to_revenue": 0.019947420308905686, "working_capital_to_revenue": 0.4554715741045021, "capital_efficiency": 0.1308263691300854, "financial_health": -0.35143565891963113, "margin_quality": 0.2388621898947915, "growth_momentum": 0.10529454331046312, "company_age_years": 22.16016427104723, "ebitda": 6959000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "PYPL", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 9.229917788802268, "revenue_cagr_3y": 0.08123171421231823, "revenue_cagr_5y": 0.12866669089262528, "earnings_cagr_3y": -0.016021069706006363, "quarterly_revenue_growth_yoy": 0.082063949499108, "quarterly_earnings_growth_yoy": 0.09620991253644315, "revenue_growth_qoq": 0.024158981685933237, "gross_margin": 0.45757767913760306, "operating_margin": 0.16804058338617628, "net_margin": 0.14305643627140138, "roa_ttm": 0.05282327175776043, "roe_ttm": 0.2152070604209097, "debt_to_ebitda": 1.7421686746987952, "net_debt_to_ebitda": 0.6506024096385542, "interest_coverage": 75.86021505376344, "debt_to_equity": 0.5960139656677335, "current_ratio": 1.2417328890028199, "quick_ratio": 1.2417328890028199, "fcf_to_ebitda": 0.9498228206945428, "capex_to_revenue": 0.01978857805852778, "working_capital_to_revenue": 0.39509475312620856, "capital_efficiency": 0.13401516608933506, "financial_health": -0.3800196171490932, "margin_quality": 0.2562248995983936, "growth_momentum": 0.08913693101777558, "company_age_years": 22.409308692676248, "ebitda": 7055000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 11.555367048816567, "revenue_cagr_3y": 0.07801553833333608, "revenue_cagr_5y": 0.07357602972927735, "earnings_cagr_3y": -0.057705248661790054, "quarterly_revenue_growth_yoy": 0.13552147239263804, "quarterly_earnings_growth_yoy": -0.12652232746955344, "revenue_growth_qoq": 0.029326165538974883, "gross_margin": 0.21593098852810344, "operating_margin": 0.06976786068038972, "net_margin": 0.04649990094908783, "roa_ttm": 0.040043487318368834, "roe_ttm": 0.16272702019867988, "debt_to_ebitda": 2.1412721893491122, "net_debt_to_ebitda": 2.0442400147928996, "interest_coverage": 63.251461988304094, "debt_to_equity": 0.6127065172819747, "current_ratio": 0.4113245356793744, "quick_ratio": 0.4010654936461388, "fcf_to_ebitda": 1.0093842455621302, "capex_to_revenue": 0.007573995329059392, "working_capital_to_revenue": -0.560340736743182, "capital_efficiency": 0.10138525375852436, "financial_health": -0.35052689788703295, "margin_quality": 0.11073291671919366, "growth_momentum": 0.004499572461542298, "company_age_years": 29.727583846680357, "ebitda": 2163200000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 12.471983205473771, "revenue_cagr_3y": 0.08194745511759494, "revenue_cagr_5y": 0.08459682237430188, "earnings_cagr_3y": -0.16217662866806237, "quarterly_revenue_growth_yoy": 0.10133393966954676, "quarterly_earnings_growth_yoy": -0.4745389485273878, "revenue_growth_qoq": 0.046770039800457436, "gross_margin": 0.1910570504438786, "operating_margin": 0.04942880737733122, "net_margin": 0.032843575803454685, "roa_ttm": 0.033099486203853785, "roe_ttm": 0.13500095718205601, "debt_to_ebitda": 2.381712626995646, "net_debt_to_ebitda": 2.31189093924943, "interest_coverage": 56.244897959183675, "debt_to_equity": 0.5864080148044158, "current_ratio": 0.45777063236870313, "quick_ratio": 0.4514935458315858, "fcf_to_ebitda": 1.1566970765083973, "capex_to_revenue": 0.008452340962531888, "working_capital_to_revenue": -0.5281896011693464, "capital_efficiency": 0.0840502216929549, "financial_health": -0.33578894804032555, "margin_quality": 0.0911098112082215, "growth_momentum": -0.1866025044289205, "company_age_years": 29.976728268309376, "ebitda": 1929200000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 13.04977637899619, "revenue_cagr_3y": 0.09881671268484937, "revenue_cagr_5y": 0.09265154630940464, "earnings_cagr_3y": 0.08525373863318553, "quarterly_revenue_growth_yoy": 0.134878116600241, "quarterly_earnings_growth_yoy": 0.15980629539951574, "revenue_growth_qoq": 0.03235978550470473, "gross_margin": 0.21363584390976953, "operating_margin": 0.08779667107691805, "net_margin": 0.06259290112869767, "roa_ttm": 0.03084286889537058, "roe_ttm": 0.12956981814982846, "debt_to_ebitda": 1.7918944288001768, "net_debt_to_ebitda": 1.6751145712550384, "interest_coverage": 48.8167115902965, "debt_to_equity": 0.407849593444848, "current_ratio": 0.3715437684795269, "quick_ratio": 0.3715437684795269, "fcf_to_ebitda": 1.3731433935177517, "capex_to_revenue": 0.009181207136573659, "working_capital_to_revenue": -0.5990588195102787, "capital_efficiency": 0.08020634352259952, "financial_health": -0.38931952931902913, "margin_quality": 0.12134180537179506, "growth_momentum": 0.14734220599987835, "company_age_years": 30.480492813141684, "ebitda": 1811100000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 13.647908016877638, "revenue_cagr_3y": 0.11696514945577396, "revenue_cagr_5y": 0.09561389049526658, "earnings_cagr_3y": 0.07804890900366668, "quarterly_revenue_growth_yoy": 0.1353485651366045, "quarterly_earnings_growth_yoy": 0.925615505500262, "revenue_growth_qoq": 0.04483921531373201, "gross_margin": 0.22275764877028686, "operating_margin": 0.08404176327074904, "net_margin": 0.055704565774120716, "roa_ttm": 0.03744364918860283, "roe_ttm": 0.15278874492576322, "debt_to_ebitda": 2.8551898734177215, "net_debt_to_ebitda": 2.787257383966245, "interest_coverage": 54.60829493087557, "debt_to_equity": 0.7525774342434521, "current_ratio": 0.3694016039481801, "quick_ratio": 0.36278017684556857, "fcf_to_ebitda": 1.2678059071729957, "capex_to_revenue": 0.007173382784682365, "working_capital_to_revenue": -0.6141232732413997, "capital_efficiency": 0.09511619705718302, "financial_health": -0.37190057654859676, "margin_quality": 0.12083465927171887, "growth_momentum": 0.5304820353184332, "company_age_years": 30.976043805612594, "ebitda": 2370000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 14.195103041810055, "revenue_cagr_3y": 0.11222783180151263, "revenue_cagr_5y": 0.09360060722501684, "earnings_cagr_3y": 0.15896610562962477, "quarterly_revenue_growth_yoy": 0.16219924535698535, "quarterly_earnings_growth_yoy": 0.5039144050104384, "revenue_growth_qoq": 0.04849690539345712, "gross_margin": 0.2344591080940535, "operating_margin": 0.09717361667439671, "net_margin": 0.08099675338364885, "roa_ttm": 0.041140843177989314, "roe_ttm": 0.17148457694296054, "debt_to_ebitda": 1.3343617736640165, "net_debt_to_ebitda": 1.229539970729006, "interest_coverage": 71.21408450704226, "debt_to_equity": 0.3633250043081165, "current_ratio": 0.32772500957487555, "quick_ratio": 0.32772500957487555, "fcf_to_ebitda": 1.4244294133934576, "capex_to_revenue": 0.005806213431483325, "working_capital_to_revenue": -0.6545731855116889, "capital_efficiency": 0.10631271006047494, "financial_health": -0.3492508059944374, "margin_quality": 0.13754315938403303, "growth_momentum": 0.3330568251837119, "company_age_years": 31.479808350444902, "ebitda": 2528100000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 13.492159933520838, "revenue_cagr_3y": 0.14929418525838956, "revenue_cagr_5y": 0.11788884598979488, "earnings_cagr_3y": 0.24683851040686156, "quarterly_revenue_growth_yoy": 0.21407464654271036, "quarterly_earnings_growth_yoy": 0.9156692056583242, "revenue_growth_qoq": 0.0791611104376288, "gross_margin": 0.2503432437155196, "operating_margin": 0.10985047055593, "net_margin": 0.08789535435233031, "roa_ttm": 0.051252781717342925, "roe_ttm": 0.20203076139917098, "debt_to_ebitda": 2.46708003068269, "net_debt_to_ebitda": 2.4176041933009462, "interest_coverage": 75.03117505995203, "debt_to_equity": 0.7016762417278744, "current_ratio": 1.171995930252956, "quick_ratio": 1.171995930252956, "fcf_to_ebitda": 1.6040974175402711, "capex_to_revenue": 0.006288986603947234, "working_capital_to_revenue": 0.16710638442921907, "capital_efficiency": 0.12664177155825695, "financial_health": -0.3472682983173254, "margin_quality": 0.1493630228745933, "growth_momentum": 0.5648719261005173, "company_age_years": 31.975359342915812, "ebitda": 3128800000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 12.201133820677308, "revenue_cagr_3y": 0.17229753655767843, "revenue_cagr_5y": 0.13434762161441793, "earnings_cagr_3y": 0.49419510211493334, "quarterly_revenue_growth_yoy": 0.251105216622458, "quarterly_earnings_growth_yoy": 3.1446428571428573, "revenue_growth_qoq": 0.059686961731446116, "gross_margin": 0.27140164899882213, "operating_margin": 0.13315665488810366, "net_margin": 0.10935217903415784, "roa_ttm": 0.06426574915959836, "roe_ttm": 0.2468124936755827, "debt_to_ebitda": 1.9194887861156695, "net_debt_to_ebitda": 1.8891789745884928, "interest_coverage": 95.75714285714285, "debt_to_equity": 0.6509764900327183, "current_ratio": 1.1852774518021794, "quick_ratio": 1.1852774518021794, "fcf_to_ebitda": 1.3777164453727186, "capex_to_revenue": 0.0067910183305950195, "working_capital_to_revenue": 0.1780193937050997, "capital_efficiency": 0.15553912141759052, "financial_health": -0.3228116948019497, "margin_quality": 0.17130349430702788, "growth_momentum": 1.6978740368826577, "company_age_years": 32.22724161533196, "ebitda": 4021800000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 10.98665917497776, "revenue_cagr_3y": 0.18730702494007723, "revenue_cagr_5y": 0.14592035743587672, "earnings_cagr_3y": 0.6104276324009668, "quarterly_revenue_growth_yoy": 0.2518419741113401, "quarterly_earnings_growth_yoy": 0.501949860724234, "revenue_growth_qoq": 0.15755779194898367, "gross_margin": 0.3038800060255224, "operating_margin": 0.16866082764853987, "net_margin": 0.11603434547763025, "roa_ttm": 0.060914671967214125, "roe_ttm": 0.24570834055834923, "debt_to_ebitda": 1.0313714473006508, "net_debt_to_ebitda": 0.9943812333192864, "interest_coverage": 90.11392405063292, "debt_to_equity": 0.36376097170270916, "current_ratio": 8.314890190018065, "quick_ratio": 8.314890190018065, "fcf_to_ebitda": 1.428150021070375, "capex_to_revenue": 0.00904672366693866, "working_capital_to_revenue": 0.993566774281288, "capital_efficiency": 0.15331150626278167, "financial_health": -0.3605266005729515, "margin_quality": 0.1961917263838975, "growth_momentum": 0.37689591741778705, "company_age_years": 32.72553045859001, "ebitda": 4271400000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 11.336377203719213, "revenue_cagr_3y": 0.17564037406444655, "revenue_cagr_5y": 0.14805481930043096, "earnings_cagr_3y": 0.7247178459029135, "quarterly_revenue_growth_yoy": 0.17882373499088844, "quarterly_earnings_growth_yoy": 0.3907980687304743, "revenue_growth_qoq": 0.016215111149368397, "gross_margin": 0.27188310656996134, "operating_margin": 0.13167451956164963, "net_margin": 0.10370056646725608, "roa_ttm": 0.0633404904508984, "roe_ttm": 0.24386383412848442, "debt_to_ebitda": 1.0533187313448862, "net_debt_to_ebitda": 1.0335845734286757, "interest_coverage": 98.24683544303798, "debt_to_equity": 0.36795991238335285, "current_ratio": 1.1852093344528007, "quick_ratio": 1.1852093344528007, "fcf_to_ebitda": 1.2473963366187808, "capex_to_revenue": 0.010414923518950793, "working_capital_to_revenue": 0.17643822095407732, "capital_efficiency": 0.15360216228969142, "financial_health": -0.32872221910783617, "margin_quality": 0.16908606419962235, "growth_momentum": 0.28481090186068136, "company_age_years": 32.97467488021903, "ebitda": 4656900000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 11.047561163425152, "revenue_cagr_3y": 0.17109592142834606, "revenue_cagr_5y": 0.14847175492447806, "earnings_cagr_3y": 0.618029690977381, "quarterly_revenue_growth_yoy": 0.12186101295641932, "quarterly_earnings_growth_yoy": -0.09338647134855665, "revenue_growth_qoq": 0.008481126581608343, "gross_margin": 0.24639354933540517, "operating_margin": 0.10607269596623481, "net_margin": 0.08837116519328896, "roa_ttm": 0.05858750817007079, "roe_ttm": 0.22404112353345182, "debt_to_ebitda": 1.079336442840799, "net_debt_to_ebitda": 1.06923787732113, "interest_coverage": 95.68842105263158, "debt_to_equity": 0.347355079903422, "current_ratio": 0.2593275326044371, "quick_ratio": 0.35100328933460734, "fcf_to_ebitda": 1.2836178826014257, "capex_to_revenue": 0.010536844512657163, "working_capital_to_revenue": -0.7240718952267323, "capital_efficiency": 0.1413143158517613, "financial_health": -0.3111522799523258, "margin_quality": 0.14694580349830963, "growth_momentum": 0.014237270803931334, "company_age_years": 33.22655715263518, "ebitda": 4545200000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 8.796287854823941, "revenue_cagr_3y": 0.184505326389369, "revenue_cagr_5y": 0.15752894164030584, "earnings_cagr_3y": 0.6950851615263764, "quarterly_revenue_growth_yoy": 0.1612261104346445, "quarterly_earnings_growth_yoy": 0.8280579946906269, "revenue_growth_qoq": 0.1769781393202477, "gross_margin": 0.44225508789846085, "operating_margin": 0.20687139835144797, "net_margin": 0.1632504194324896, "roa_ttm": 0.07399240145372277, "roe_ttm": 0.26367377298957445, "debt_to_ebitda": 0.9813202364105552, "net_debt_to_ebitda": 0.9633397153084159, "interest_coverage": 106.4982269503546, "debt_to_equity": 0.3535745564046885, "current_ratio": 2.269038958473921, "quick_ratio": 2.251263228928354, "fcf_to_ebitda": 1.0812453175726298, "capex_to_revenue": 0.006683980890227329, "working_capital_to_revenue": 0.19016788877461172, "capital_efficiency": 0.1688330872216486, "financial_health": -0.321787633949826, "margin_quality": 0.27079230189413284, "growth_momentum": 0.4946420525626357, "company_age_years": 33.97672826830938, "ebitda": 6006500000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 8.852845350428582, "revenue_cagr_3y": 0.17264772855746657, "revenue_cagr_5y": 0.15734938294144807, "earnings_cagr_3y": 0.8976821755968465, "quarterly_revenue_growth_yoy": 0.14886714402704576, "quarterly_earnings_growth_yoy": 0.8187002494950695, "revenue_growth_qoq": -0.0022521701072288278, "gross_margin": 0.31018505825908155, "operating_margin": 0.17578249942883253, "net_margin": 0.1398949051862006, "roa_ttm": 0.08084966322578183, "roe_ttm": 0.2811214560573223, "debt_to_ebitda": 0.8492544839011741, "net_debt_to_ebitda": 0.836274580422099, "interest_coverage": 123.07624113475177, "debt_to_equity": 0.32592662214162504, "current_ratio": 2.591939717212768, "quick_ratio": 2.576682753365507, "fcf_to_ebitda": 0.8971836058488799, "capex_to_revenue": 0.006165013607355121, "working_capital_to_revenue": 0.22403759538255494, "capital_efficiency": 0.18098555964155205, "financial_health": -0.29686670784019387, "margin_quality": 0.20862082095803824, "growth_momentum": 0.4837836967610576, "company_age_years": 34.22861054072553, "ebitda": 6941500000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 8.24707018907019, "revenue_cagr_3y": 0.17050161769091954, "revenue_cagr_5y": 0.16163362062952102, "earnings_cagr_3y": 0.42973958970495674, "quarterly_revenue_growth_yoy": 0.0629261839997019, "quarterly_earnings_growth_yoy": 0.5729361225252148, "revenue_growth_qoq": 0.04275074251770619, "gross_margin": 0.31712575480048727, "operating_margin": 0.18458760944059316, "net_margin": 0.14761224507681656, "roa_ttm": 0.08889783348388335, "roe_ttm": 0.3344288850022889, "debt_to_ebitda": 0.7635068635068635, "net_debt_to_ebitda": 0.7536001036001037, "interest_coverage": 137.40213523131672, "debt_to_equity": 0.3460260819550902, "current_ratio": 170.74683544303798, "quick_ratio": 169.86651323360184, "fcf_to_ebitda": 0.8653328153328154, "capex_to_revenue": 0.005241790792741703, "working_capital_to_revenue": 0.3459581923209524, "capital_efficiency": 0.21166335924308613, "financial_health": -0.3155050756553533, "margin_quality": 0.21644186977263236, "growth_momentum": 0.31793115326245835, "company_age_years": 34.48049281314169, "ebitda": 7722000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 9.388848396501457, "revenue_cagr_3y": 0.05316206982407978, "revenue_cagr_5y": 0.029629688566759738, "earnings_cagr_3y": -0.10492814189342348, "quarterly_revenue_growth_yoy": 0.04630250973023755, "quarterly_earnings_growth_yoy": 0.12704174228675136, "revenue_growth_qoq": 0.0094522853813285, "gross_margin": 0.2432016418676244, "operating_margin": 0.0956900974858902, "net_margin": 0.07965623396613648, "roa_ttm": 0.024205386010188713, "roe_ttm": 0.11020354678081594, "debt_to_ebitda": 1.7405247813411078, "net_debt_to_ebitda": 1.6499028182701652, "interest_coverage": 47.310344827586206, "debt_to_equity": 0.312920415829475, "current_ratio": 3.980099502487562e-05, "quick_ratio": 3.980099502487562e-05, "fcf_to_ebitda": 1.064139941690962, "capex_to_revenue": 0.0024436959249719307, "working_capital_to_revenue": -2.4890033683376265, "capital_efficiency": 0.06720446639550233, "financial_health": -0.28313415461255464, "margin_quality": 0.13951599110655036, "growth_momentum": 0.08667212600849446, "company_age_years": 22.691307323750856, "ebitda": 4116000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 10.19002928189635, "revenue_cagr_3y": 0.046875903413513775, "revenue_cagr_5y": 0.02719237229759175, "earnings_cagr_3y": 0.0482825105349689, "quarterly_revenue_growth_yoy": 0.052841065056272306, "quarterly_earnings_growth_yoy": 0.1898355754857997, "revenue_growth_qoq": -0.016033863519753718, "gross_margin": 0.27532264372311305, "operating_margin": 0.12605918393951246, "net_margin": 0.10376743579715812, "roa_ttm": 0.024709546276784216, "roe_ttm": 0.10887428101889893, "debt_to_ebitda": 1.7794561933534743, "net_debt_to_ebitda": 1.69649082035789, "interest_coverage": 48.89772727272727, "debt_to_equity": 0.31458504519309777, "current_ratio": 0.004669779853235491, "quick_ratio": 0.004669779853235491, "fcf_to_ebitda": 1.0376481524517778, "capex_to_revenue": 0.0038477842632145304, "working_capital_to_revenue": -2.4812338996315257, "capital_efficiency": 0.06679191364784157, "financial_health": -0.2866054691054935, "margin_quality": 0.16838308781992786, "growth_momentum": 0.12133832027103601, "company_age_years": 22.937713894592743, "ebitda": 4303000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 10.647435636699791, "revenue_cagr_3y": 0.04908635503634362, "revenue_cagr_5y": 0.029169111048851892, "earnings_cagr_3y": -0.05688995192400692, "quarterly_revenue_growth_yoy": 0.04774642236190986, "quarterly_earnings_growth_yoy": 0.06297709923664122, "revenue_growth_qoq": 0.021248859340372832, "gross_margin": 0.2398519274955323, "operating_margin": 0.08488639264743426, "net_margin": 0.07110033188664794, "roa_ttm": 0.024711712043620822, "roe_ttm": 0.10595948027329094, "debt_to_ebitda": 1.515599722671597, "net_debt_to_ebitda": 1.4194592096140513, "interest_coverage": 48.61797752808989, "debt_to_equity": 0.25899451048536787, "current_ratio": 0.00541716041826729, "quick_ratio": 0.00541716041826729, "fcf_to_ebitda": 1.0339727293737, "capex_to_revenue": 0.0037068076328004127, "working_capital_to_revenue": -2.4618682310469313, "capital_efficiency": 0.06533559615845588, "financial_health": -0.2512136606018512, "margin_quality": 0.13194621734320483, "growth_momentum": 0.05536176079927554, "company_age_years": 23.186858316221766, "ebitda": 4327000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 11.43581032290872, "revenue_cagr_3y": 0.04803190262312751, "revenue_cagr_5y": 0.03077914896155698, "earnings_cagr_3y": -0.17915582390498275, "quarterly_revenue_growth_yoy": 0.037550174802537875, "quarterly_earnings_growth_yoy": -0.4414668547249647, "revenue_growth_qoq": 0.022849119223895837, "gross_margin": 1.0, "operating_margin": 0.053912392362411084, "net_margin": 0.04941969299887682, "roa_ttm": 0.02149835360709718, "roe_ttm": 0.09255281758894053, "debt_to_ebitda": 1.6674294431731502, "net_debt_to_ebitda": 1.5382659547419273, "interest_coverage": 46.82142857142857, "debt_to_equity": 0.2561018471511696, "current_ratio": 0.006498158002455997, "quick_ratio": 0.006498158002455997, "fcf_to_ebitda": 1.205441139079583, "capex_to_revenue": 0.003576674969662132, "working_capital_to_revenue": -2.480296353068915, "capital_efficiency": 0.05702558559801885, "financial_health": -0.24758857905357493, "margin_quality": 0.367777361787096, "growth_momentum": -0.20195833996121343, "company_age_years": 23.43874058863792, "ebitda": 3933000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 9.925571260306242, "revenue_cagr_3y": 0.038792646152479904, "revenue_cagr_5y": 0.035177844869384245, "earnings_cagr_3y": -0.025382548355866508, "quarterly_revenue_growth_yoy": 0.03424833247819394, "quarterly_earnings_growth_yoy": 0.4057971014492754, "revenue_growth_qoq": 0.006239860227130912, "gross_margin": 0.27806027533176236, "operating_margin": 0.13320104179585762, "net_margin": 0.10827235520277813, "roa_ttm": 0.023809956230362687, "roe_ttm": 0.10106772539798789, "debt_to_ebitda": 1.6862190812720848, "net_debt_to_ebitda": 1.5698468786808009, "interest_coverage": 51.144578313253014, "debt_to_equity": 0.275912577573912, "current_ratio": 3.835287199089759e-05, "quick_ratio": 3.835287199089759e-05, "fcf_to_ebitda": 1.226148409893993, "capex_to_revenue": 0.0033881131059814444, "working_capital_to_revenue": -2.476742345080903, "capital_efficiency": 0.06243884081417529, "financial_health": -0.2482990178421836, "margin_quality": 0.17317789077679938, "growth_momentum": 0.22002271696373465, "company_age_years": 23.690622861054074, "ebitda": 4245000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 9.325705771305286, "revenue_cagr_3y": 0.04148605135449501, "revenue_cagr_5y": 0.040105441423121446, "earnings_cagr_3y": 0.4132292895792078, "quarterly_revenue_growth_yoy": 0.03269686759016598, "quarterly_earnings_growth_yoy": 1.0883838383838385, "revenue_growth_qoq": 0.11809214970949872, "gross_margin": 1.0, "operating_margin": 0.11915407854984894, "net_margin": 0.09993957703927492, "roa_ttm": 0.01941847676656585, "roe_ttm": 0.08115192646055513, "debt_to_ebitda": 2.063106796116505, "net_debt_to_ebitda": 1.9058791801510249, "interest_coverage": 42.62068965517241, "debt_to_equity": 0.2746956802757729, "current_ratio": 5.943186205121606, "quick_ratio": 5.943186205121606, "fcf_to_ebitda": 1.6262135922330097, "capex_to_revenue": 0.0014219357285050716, "working_capital_to_revenue": 2.427623471419092, "capital_efficiency": 0.050285201613560496, "financial_health": -0.24814164141239195, "margin_quality": 0.40636455186304127, "growth_momentum": 0.5605403529870022, "company_age_years": 24.44079397672827, "ebitda": 3708000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 9.74188691588785, "revenue_cagr_3y": 0.040646424979145834, "revenue_cagr_5y": 0.04700219020698415, "earnings_cagr_3y": 0.3346679518123419, "quarterly_revenue_growth_yoy": 0.04142378767208235, "quarterly_earnings_growth_yoy": 0.5005727376861397, "revenue_growth_qoq": 0.014743202416918429, "gross_margin": 1.0, "operating_margin": 0.1924496844110992, "net_margin": 0.15600809813028463, "roa_ttm": 0.02309787263197561, "roe_ttm": 0.09235985069004486, "debt_to_ebitda": 1.5537383177570094, "net_debt_to_ebitda": 1.3852803738317756, "interest_coverage": 51.566265060240966, "debt_to_equity": 0.22773192698880176, "current_ratio": 1.8125927496290015, "quick_ratio": 1.8125927496290015, "fcf_to_ebitda": 1.5231308411214954, "capex_to_revenue": 0.0020637253369187956, "working_capital_to_revenue": 0.11985241236984459, "capital_efficiency": 0.05772886166101024, "financial_health": -0.21813253832114923, "margin_quality": 0.4494859275137946, "growth_momentum": 0.27099826267911103, "company_age_years": 24.692676249144423, "ebitda": 4280000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 9.864681990627092, "revenue_cagr_3y": 0.04493562988239219, "revenue_cagr_5y": 0.04452365954634385, "earnings_cagr_3y": 0.030922343418165354, "quarterly_revenue_growth_yoy": 0.051213960546282244, "quarterly_earnings_growth_yoy": 0.22166666666666668, "revenue_growth_qoq": -0.010003572704537335, "gross_margin": 1.0, "operating_margin": 0.10718152291591483, "net_margin": 0.08817514735955732, "roa_ttm": 0.02418142046619728, "roe_ttm": 0.10010966075913545, "debt_to_ebitda": 1.4840437402365543, "net_debt_to_ebitda": 1.336085695157331, "interest_coverage": 54.646341463414636, "debt_to_equity": 0.2352400155647529, "current_ratio": 1.3480916030534351, "quick_ratio": 1.3480916030534351, "fcf_to_ebitda": 1.5802276277616603, "capex_to_revenue": 0.0016982646822701168, "working_capital_to_revenue": 7.040079046501575e-05, "capital_efficiency": 0.06214554061266637, "financial_health": -0.22603745448878035, "margin_quality": 0.39845222342515735, "growth_momentum": 0.13644031360647446, "company_age_years": 24.93908281998631, "ebitda": 4481000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 7.661890993628379, "revenue_cagr_3y": 0.05126969932877712, "revenue_cagr_5y": 0.05066434371948225, "earnings_cagr_3y": 0.21247240479182272, "quarterly_revenue_growth_yoy": 0.17376030266180245, "quarterly_earnings_growth_yoy": 24.35, "revenue_growth_qoq": 0.044989775051124746, "gross_margin": 1.0, "operating_margin": 0.10751697939449753, "net_margin": 0.10751697939449753, "roa_ttm": 0.03176379228283469, "roe_ttm": 0.13047057209493756, "debt_to_ebitda": 1.2553814361976925, "net_debt_to_ebitda": 1.1367315309109696, "interest_coverage": 69.96385542168674, "debt_to_equity": 0.2500342982576485, "current_ratio": 1.9367274250995181, "quick_ratio": 25.62727844123193, "fcf_to_ebitda": 1.2512484931978647, "capex_to_revenue": 0.0013958184842005226, "working_capital_to_revenue": 0.1327809455927774, "capital_efficiency": 0.08111718218888612, "financial_health": -0.2408512514405174, "margin_quality": 0.40501131959633163, "growth_momentum": 12.261880151330901, "company_age_years": 25.188227241615333, "ebitda": 5807000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 7.898047399254394, "revenue_cagr_3y": 0.04467477559716193, "revenue_cagr_5y": 0.04812129630696571, "earnings_cagr_3y": -0.022603938313574212, "quarterly_revenue_growth_yoy": 0.06404833836858007, "quarterly_earnings_growth_yoy": -0.19951632406287786, "revenue_growth_qoq": 0.01358351559802003, "gross_margin": 1.0, "operating_margin": 0.08926746166950596, "net_margin": 0.07518455423055083, "roa_ttm": 0.030147631435057082, "roe_ttm": 0.12780080073049097, "debt_to_ebitda": 1.2941594177170246, "net_debt_to_ebitda": 1.1489437244807386, "interest_coverage": 64.74712643678161, "debt_to_equity": 0.2560230385614947, "current_ratio": 1.9116288832913517, "quick_ratio": 25.546599496221663, "fcf_to_ebitda": 1.3284218001065151, "capex_to_revenue": 0.0011110461376527688, "working_capital_to_revenue": 0.12698087831120988, "capital_efficiency": 0.07897421608277402, "financial_health": -0.2457342662100449, "margin_quality": 0.3881506719666856, "growth_momentum": -0.0677339928471489, "company_age_years": 25.440109514031484, "ebitda": 5633000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 7.9522498235709245, "revenue_cagr_3y": 0.0494628101473229, "revenue_cagr_5y": 0.04609851569599588, "earnings_cagr_3y": 0.28996972109888874, "quarterly_revenue_growth_yoy": 0.07312135286411814, "quarterly_earnings_growth_yoy": 0.017557251908396947, "revenue_growth_qoq": 0.02339579784213515, "gross_margin": 1.0, "operating_margin": 0.12362667850405061, "net_margin": 0.14793030740206414, "roa_ttm": 0.030398618697391796, "roe_ttm": 0.1267698272579361, "debt_to_ebitda": 1.286167960479887, "net_debt_to_ebitda": 1.1519054340155257, "interest_coverage": 64.4090909090909, "debt_to_equity": 0.25236265448125456, "current_ratio": 23.397952218430035, "quick_ratio": 28.363139931740616, "fcf_to_ebitda": 1.2833450952717007, "capex_to_revenue": 0.00014361213235294118, "working_capital_to_revenue": 2.8274069393382355, "capital_efficiency": 0.07858422297766395, "financial_health": -0.24258375454829204, "margin_quality": 0.42385232863537153, "growth_momentum": 0.045339302386257545, "company_age_years": 25.691991786447637, "ebitda": 5668000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 11.23303619510042, "revenue_cagr_3y": 0.061316965986145666, "revenue_cagr_5y": 0.05284268333241404, "earnings_cagr_3y": -0.021058921832264765, "quarterly_revenue_growth_yoy": 0.06969259793585618, "quarterly_earnings_growth_yoy": -0.38559639909977494, "revenue_growth_qoq": 0.03611738148984198, "gross_margin": 0.23664280527025625, "operating_margin": 0.10239651416122005, "net_margin": 0.08496732026143791, "roa_ttm": 0.024559917730324843, "roe_ttm": 0.1318181818181818, "debt_to_ebitda": 1.631427940851909, "net_debt_to_ebitda": 1.455087177223571, "interest_coverage": 51.48863636363637, "debt_to_equity": 0.34285714285714286, "current_ratio": 3.3501822600243014, "quick_ratio": 3.3501822600243014, "fcf_to_ebitda": 1.5045243875524166, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.26217908748339525, "capital_efficiency": 0.07818904977425332, "financial_health": -0.3313141476254934, "margin_quality": 0.14133554656430472, "growth_momentum": -0.15795190058195938, "company_age_years": 26.691307323750856, "ebitda": 4531000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 9.649938677568432, "revenue_cagr_3y": 0.09106742309238758, "revenue_cagr_5y": 0.07569265743316289, "earnings_cagr_3y": -0.1700254155095864, "quarterly_revenue_growth_yoy": 0.11734997029114676, "quarterly_earnings_growth_yoy": 39.142857142857146, "revenue_growth_qoq": 0.0048984681154257215, "gross_margin": 0.1978197287955331, "operating_margin": 0.05814056545245059, "net_margin": 0.04732783834086679, "roa_ttm": 0.02851177357615126, "roe_ttm": 0.1482986083179149, "debt_to_ebitda": 1.4276573053679347, "net_debt_to_ebitda": 1.2980803412726627, "interest_coverage": 57.40816326530612, "debt_to_equity": 0.32306330946826484, "current_ratio": 25.489791128842995, "quick_ratio": 28.357662520535087, "fcf_to_ebitda": 1.472627088517597, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.3672020325756544, "capital_efficiency": 0.08840519094703307, "financial_health": -0.3134037098564379, "margin_quality": 0.1010960441962835, "growth_momentum": 19.630103556574145, "company_age_years": 28.188911704312115, "ebitda": 5626000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 9.115801756213722, "revenue_cagr_3y": 0.10574381623708673, "revenue_cagr_5y": 0.08237949216120333, "earnings_cagr_3y": 0.23928402624574874, "quarterly_revenue_growth_yoy": 0.11932299012693935, "quarterly_earnings_growth_yoy": 2.118811881188119, "revenue_growth_qoq": 0.05503855357617655, "gross_margin": 0.2619287634408602, "operating_margin": 0.1310483870967742, "net_margin": 0.10584677419354839, "roa_ttm": 0.03375486670431242, "roe_ttm": 0.16403090699017908, "debt_to_ebitda": 1.1955648161928858, "net_debt_to_ebitda": 1.0806667658877809, "interest_coverage": 68.56122448979592, "debt_to_equity": 0.2900418833044483, "current_ratio": 26.40937427845763, "quick_ratio": 31.369429692911567, "fcf_to_ebitda": 1.3564518529543086, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.426583757800269, "capital_efficiency": 0.09889288684724576, "financial_health": -0.2806952295966017, "margin_quality": 0.16627464157706093, "growth_momentum": 1.1190674356575292, "company_age_years": 28.44079397672827, "ebitda": 6719000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 8.632815013036915, "revenue_cagr_3y": 0.10059152048042663, "revenue_cagr_5y": 0.08300625129809758, "earnings_cagr_3y": 0.16024629941898727, "quarterly_revenue_growth_yoy": 0.09848207754206291, "quarterly_earnings_growth_yoy": 0.28044280442804426, "revenue_growth_qoq": 0.009156586021505377, "gross_margin": 0.3472904353616915, "operating_margin": 0.21593273953217348, "net_margin": 0.17331224506784318, "roa_ttm": 0.03753312961280586, "roe_ttm": 0.17940712029859315, "debt_to_ebitda": 1.1023740908467132, "net_debt_to_ebitda": 1.0064498421847126, "interest_coverage": 74.35714285714286, "debt_to_equity": 0.28829313809933965, "current_ratio": 29.334201615003906, "quick_ratio": 29.334201615003906, "fcf_to_ebitda": 1.2452312337038562, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.3428749892306366, "capital_efficiency": 0.1084701249556995, "financial_health": -0.2794560967652307, "margin_quality": 0.2455118066539027, "growth_momentum": 0.18946244098505358, "company_age_years": 28.692676249144423, "ebitda": 7287000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 10.362665643125213, "revenue_cagr_3y": 0.01581841008430973, "revenue_cagr_5y": 0.018476810849280767, "earnings_cagr_3y": -0.29731131999539906, "quarterly_revenue_growth_yoy": -0.009048257372654156, "quarterly_earnings_growth_yoy": -0.6366322008862629, "revenue_growth_qoq": 0.020711080428028994, "gross_margin": 0.8893022207191974, "operating_margin": 0.04001803629804983, "net_margin": 0.027730808251606356, "roa_ttm": 0.01642330599261895, "roe_ttm": 0.0855457227138643, "debt_to_ebitda": 1.7427499147048788, "net_debt_to_ebitda": 1.56158307744797, "interest_coverage": 40.15068493150685, "debt_to_equity": 0.2511307767944936, "current_ratio": 3.188639551192146, "quick_ratio": 3.188639551192146, "fcf_to_ebitda": 1.1832139201637666, "capex_to_revenue": 0.008321151467446306, "working_capital_to_revenue": 0.3509501855391881, "capital_efficiency": 0.050984514353241625, "financial_health": -0.24611883686226332, "margin_quality": 0.3190170217562845, "growth_momentum": -0.32284022912945853, "company_age_years": 22.82819986310746, "ebitda": 2931000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 11.166940057430008, "revenue_cagr_3y": 0.014101639182458214, "revenue_cagr_5y": 0.025472444095830493, "earnings_cagr_3y": -0.14527477651634657, "quarterly_revenue_growth_yoy": 0.02026274771765754, "quarterly_earnings_growth_yoy": -0.23661971830985915, "revenue_growth_qoq": 0.03302897080374253, "gross_margin": 0.8865124399825404, "operating_margin": 0.04103011785246617, "net_margin": 0.029572239196857267, "roa_ttm": 0.015435666082547258, "roe_ttm": 0.080572179243906, "debt_to_ebitda": 1.8338119167264897, "net_debt_to_ebitda": 1.6737257717157215, "interest_coverage": 38.69444444444444, "debt_to_equity": 0.24857685009487665, "current_ratio": 2.8325258397932815, "quick_ratio": 2.8325258397932815, "fcf_to_ebitda": 1.2135678391959799, "capex_to_revenue": 0.008110980589584382, "working_capital_to_revenue": 0.31736309224142756, "capital_efficiency": 0.04800392266322663, "financial_health": -0.2444196598335143, "margin_quality": 0.31903826567728794, "growth_momentum": -0.1081784852961008, "company_age_years": 23.077344284736483, "ebitda": 2786000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 11.831252214093185, "revenue_cagr_3y": 0.028924921896810618, "revenue_cagr_5y": 0.022701946095887493, "earnings_cagr_3y": 0.18060718063378722, "quarterly_revenue_growth_yoy": 0.021377935312361544, "quarterly_earnings_growth_yoy": -0.2, "revenue_growth_qoq": 0.006219991270187691, "gross_margin": 0.8892744821602863, "operating_margin": 0.08296280229909989, "net_margin": 0.056393015941871814, "roa_ttm": 0.014059721569602992, "roe_ttm": 0.07289576765071176, "debt_to_ebitda": 1.9676549865229112, "net_debt_to_ebitda": 1.8178667693492492, "interest_coverage": 35.57534246575342, "debt_to_equity": 0.24410050635330086, "current_ratio": 2.7724599803985623, "quick_ratio": 2.7724599803985623, "fcf_to_ebitda": 1.3084328070850981, "capex_to_revenue": 0.007622332878960692, "working_capital_to_revenue": 0.30186107324672434, "capital_efficiency": 0.043477744610157375, "financial_health": -0.2405164751012854, "margin_quality": 0.34287676680041934, "growth_momentum": -0.08931103234381924, "company_age_years": 23.329226557152634, "ebitda": 2597000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 11.12437503271395, "revenue_cagr_3y": 0.027997406615279052, "revenue_cagr_5y": 0.0244178606130383, "earnings_cagr_3y": 0.0502141160724372, "quarterly_revenue_growth_yoy": 0.06346522376282268, "quarterly_earnings_growth_yoy": 1.8252032520325203, "revenue_growth_qoq": 0.016813968527699934, "gross_margin": 0.8837184651261395, "operating_margin": 0.10727157091371635, "net_margin": 0.07366970532117871, "roa_ttm": 0.02109884527815825, "roe_ttm": 0.10993477644389829, "debt_to_ebitda": 3.3213818372153887, "net_debt_to_ebitda": 3.2057053127453545, "interest_coverage": 44.95294117647059, "debt_to_equity": 0.599820398903488, "current_ratio": 0.1068903419185632, "quick_ratio": 0.1068903419185632, "fcf_to_ebitda": 0.9947657681235279, "capex_to_revenue": 0.009030379815079386, "working_capital_to_revenue": -1.991940049060571, "capital_efficiency": 0.06551681086102827, "financial_health": -0.29592450631987643, "margin_quality": 0.3548865804536782, "growth_momentum": 0.9443342378976715, "company_age_years": 23.82751540041068, "ebitda": 3821000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 10.307887954422139, "revenue_cagr_3y": 0.07401011376852784, "revenue_cagr_5y": 0.04822756371846215, "earnings_cagr_3y": 0.7382375822292548, "quarterly_revenue_growth_yoy": 0.12487205731832139, "quarterly_earnings_growth_yoy": 0.3251282051282051, "revenue_growth_qoq": 0.15916042611538866, "gross_margin": 0.8744313011828936, "operating_margin": 0.14740673339399454, "net_margin": 0.11756141947224749, "roa_ttm": 0.022178289621354697, "roe_ttm": 0.10970193867964813, "debt_to_ebitda": 1.7506782419967444, "net_debt_to_ebitda": 1.6011937059142702, "interest_coverage": 44.40963855421687, "debt_to_equity": 0.27555726364335126, "current_ratio": 1.2679252359817466, "quick_ratio": 1.2679252359817466, "fcf_to_ebitda": 1.3478024959305481, "capex_to_revenue": 0.007188985012793956, "working_capital_to_revenue": 0.10444742293164372, "capital_efficiency": 0.06594011415050141, "financial_health": -0.27080045648828455, "margin_quality": 0.37979981801637847, "growth_momentum": 0.22500013122326326, "company_age_years": 25.82614647501711, "ebitda": 3686000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 10.316274981027068, "revenue_cagr_3y": 0.06737904968157182, "revenue_cagr_5y": 0.04693923648373599, "earnings_cagr_3y": 0.46437876679415657, "quarterly_revenue_growth_yoy": 0.10347559164273691, "quarterly_earnings_growth_yoy": 0.2588757396449704, "revenue_growth_qoq": 0.014012738853503185, "gross_margin": 0.8761665470208184, "operating_margin": 0.09673366834170855, "net_margin": 0.07636396267049533, "roa_ttm": 0.02318076604659807, "roe_ttm": 0.11210982186631803, "debt_to_ebitda": 1.6767012395648875, "net_debt_to_ebitda": 1.5251707563875538, "interest_coverage": 48.207317073170735, "debt_to_equity": 0.27079588168001306, "current_ratio": 1.2379214351995051, "quick_ratio": 1.2379214351995051, "fcf_to_ebitda": 1.220591955476853, "capex_to_revenue": 0.007652091254752851, "working_capital_to_revenue": 0.09139733840304183, "capital_efficiency": 0.06764529395645805, "financial_health": -0.26573564885861645, "margin_quality": 0.34975472601100743, "growth_momentum": 0.18117566564385365, "company_age_years": 26.075290896646134, "ebitda": 3953000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 10.288292326431181, "revenue_cagr_3y": 0.06278020097710613, "revenue_cagr_5y": 0.04374172533350662, "earnings_cagr_3y": 0.21427050439140793, "quarterly_revenue_growth_yoy": 0.05771619684663163, "quarterly_earnings_growth_yoy": 0.07011494252873564, "revenue_growth_qoq": -0.006730078966259871, "gross_margin": 0.8722558496702503, "operating_margin": 0.10479718131719216, "net_margin": 0.08410877224681543, "roa_ttm": 0.023167840889380786, "roe_ttm": 0.10730680948737567, "debt_to_ebitda": 1.61510353227771, "net_debt_to_ebitda": 1.4721071863581, "interest_coverage": 51.3125, "debt_to_equity": 0.25363427697016067, "current_ratio": 1.293663060278207, "quick_ratio": 1.293663060278207, "fcf_to_ebitda": 1.1880633373934226, "capex_to_revenue": 0.008785493393308969, "working_capital_to_revenue": 0.11573423296785681, "capital_efficiency": 0.06523732518837823, "financial_health": -0.24878596231701752, "margin_quality": 0.35372060107808595, "growth_momentum": 0.06391556968768364, "company_age_years": 26.327173169062284, "ebitda": 4105000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 9.599803729146222, "revenue_cagr_3y": 0.09748045931484506, "revenue_cagr_5y": 0.08307696021530697, "earnings_cagr_3y": 0.30293143425904856, "quarterly_revenue_growth_yoy": 0.1379595778436918, "quarterly_earnings_growth_yoy": 239.0, "revenue_growth_qoq": 0.05587557603686636, "gross_margin": 0.2263441837909923, "operating_margin": 0.0859550221252349, "net_margin": 0.0721343274534764, "roa_ttm": 0.037171518247276755, "roe_ttm": 0.2028985507246377, "debt_to_ebitda": 1.420183186130193, "net_debt_to_ebitda": 1.2867190055610076, "interest_coverage": 58.78846153846154, "debt_to_equity": 0.4166906612918706, "current_ratio": 0.5966467527461938, "quick_ratio": 0.5966467527461938, "fcf_to_ebitda": 1.3444553483807655, "capex_to_revenue": 0.0037288737509887167, "working_capital_to_revenue": -0.30407270496698896, "capital_efficiency": 0.12003503448595723, "financial_health": -0.3807230431924003, "margin_quality": 0.12814451112323452, "growth_momentum": 119.56897978892185, "company_age_years": 31.329226557152634, "ebitda": 6114000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 12.32445543095279, "revenue_cagr_3y": 0.18130198813375187, "revenue_cagr_5y": 0.14765315621819708, "earnings_cagr_3y": 0.1408130439902462, "quarterly_revenue_growth_yoy": 0.7729158025715471, "quarterly_earnings_growth_yoy": 1.5757575757575757, "revenue_growth_qoq": 0.08215189873417722, "gross_margin": 0.30541583810972045, "operating_margin": 0.19148438413849572, "net_margin": 0.15908293367645338, "roa_ttm": 0.019825721525245657, "roe_ttm": 0.06631935830645828, "debt_to_ebitda": 2.3054077253218885, "net_debt_to_ebitda": 2.156051502145923, "interest_coverage": 38.32236842105263, "debt_to_equity": 0.27761928388323825, "current_ratio": 0.1284561581549911, "quick_ratio": 0.12651603339004466, "fcf_to_ebitda": 0.8587124463519313, "capex_to_revenue": 0.0, "working_capital_to_revenue": -3.1268249152239873, "capital_efficiency": 0.04307253991585197, "financial_health": -0.2619060491948988, "margin_quality": 0.21866105197488986, "growth_momentum": 1.1743366891645615, "company_age_years": 23.520876112251884, "ebitda": 5825000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 11.4654188557836, "revenue_cagr_3y": 0.2190695206365283, "revenue_cagr_5y": 0.10993110560692299, "earnings_cagr_3y": 0.32599344391294105, "quarterly_revenue_growth_yoy": 0.0118137595552467, "quarterly_earnings_growth_yoy": 18.585714285714285, "revenue_growth_qoq": 0.02776470588235294, "gross_margin": 0.2560668498168498, "operating_margin": 0.16185897435897437, "net_margin": 0.14091117216117216, "roa_ttm": 0.030652894730564633, "roe_ttm": 0.10091490949071347, "debt_to_ebitda": 2.0085258099519456, "net_debt_to_ebitda": 1.8452953030537902, "interest_coverage": 39.33536585365854, "debt_to_equity": 0.2543880315702674, "current_ratio": 0.14118876626427468, "quick_ratio": 0.13921356179225836, "fcf_to_ebitda": 0.7733684700046505, "capex_to_revenue": 0.022436962101766572, "working_capital_to_revenue": -2.7047561528008455, "capital_efficiency": 0.06578390211063904, "financial_health": -0.23829173723239944, "margin_quality": 0.18627899877899878, "growth_momentum": 9.298764022634765, "company_age_years": 25.519507186858316, "ebitda": 6451000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 9.979463266082984, "revenue_cagr_3y": 0.10174403146257882, "revenue_cagr_5y": 0.11718899647904668, "earnings_cagr_3y": 0.10922388946789874, "quarterly_revenue_growth_yoy": 0.15104347826086956, "quarterly_earnings_growth_yoy": 1.5152439024390243, "revenue_growth_qoq": -0.04913440126427699, "gross_margin": 0.282616907154189, "operating_margin": 0.1973256780237214, "net_margin": 0.24930120117851476, "roa_ttm": 0.03913612678925967, "roe_ttm": 0.15171324382005477, "debt_to_ebitda": 1.3794251998477352, "net_debt_to_ebitda": 1.1463646745336886, "interest_coverage": 60.73988439306358, "debt_to_equity": 0.24358478834422842, "current_ratio": 0.032992051731106024, "quick_ratio": 0.24622120436481207, "fcf_to_ebitda": 1.2302055576703463, "capex_to_revenue": 0.013264715855823509, "working_capital_to_revenue": -1.4318113817246125, "capital_efficiency": 0.09542468530465723, "financial_health": -0.20843351336813437, "margin_quality": 0.2430812621188084, "growth_momentum": 0.833143690349947, "company_age_years": 30.770704996577688, "ebitda": 10508000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 11.883899674376863, "revenue_cagr_3y": -0.03602148606840394, "revenue_cagr_5y": -0.06421199044993253, "earnings_cagr_3y": 0.7598321605418319, "quarterly_revenue_growth_yoy": -0.04584645995688941, "quarterly_earnings_growth_yoy": 0.27602070155261643, "revenue_growth_qoq": -0.012696234022475765, "gross_margin": 1.0, "operating_margin": -0.13267877313406898, "net_margin": -0.10939264923103657, "roa_ttm": -0.011971635700986413, "roe_ttm": -0.10316457856825863, "debt_to_ebitda": 5.20855694692904, "net_debt_to_ebitda": 4.799940369707811, "interest_coverage": 20.57668711656442, "debt_to_equity": 0.5963711466903355, "current_ratio": 0.10838272444617178, "quick_ratio": 0.10838272444617178, "fcf_to_ebitda": 0.08527131782945736, "capex_to_revenue": 0.1239612042666891, "working_capital_to_revenue": -7.722560013464896, "capital_efficiency": -0.05756810713462252, "financial_health": -0.5850531398964155, "margin_quality": 0.2526428592116315, "growth_momentum": 0.11508712079786351, "company_age_years": 34.06160164271047, "ebitda": 6708000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 6.747126292466765, "revenue_cagr_3y": -0.04375590129884044, "revenue_cagr_5y": 0.039745780162907085, "earnings_cagr_3y": 0.5637409520608845, "quarterly_revenue_growth_yoy": 0.3138520462444145, "quarterly_earnings_growth_yoy": 22.49655172413793, "revenue_growth_qoq": 0.1903354324636936, "gross_margin": 1.0, "operating_margin": 0.2422263010148996, "net_margin": 0.1839235586266465, "roa_ttm": 0.005986397724936082, "roe_ttm": 0.06695305042089733, "debt_to_ebitda": 2.6683899556868536, "net_debt_to_ebitda": 0.0, "interest_coverage": 29.69298245614035, "debt_to_equity": 0.26128901617055744, "current_ratio": 930.6157760814249, "quick_ratio": 1141.8193384223919, "fcf_to_ebitda": 1.8559822747415067, "capex_to_revenue": 0.06122067348494656, "working_capital_to_revenue": 5.255239574792503, "capital_efficiency": 0.03646972407291671, "financial_health": -0.22322593804253038, "margin_quality": 0.47538328654718204, "growth_momentum": 11.405201885191172, "company_age_years": 21.234770704996578, "ebitda": 6770000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 6.550585940468651, "revenue_cagr_3y": 0.012449998175888322, "revenue_cagr_5y": 0.016549610520362856, "earnings_cagr_3y": 0.20330675016149535, "quarterly_revenue_growth_yoy": 0.0555729004058695, "quarterly_earnings_growth_yoy": 1.2507082152974505, "revenue_growth_qoq": -0.08740012956164975, "gross_margin": 1.0, "operating_margin": 0.12079266489204378, "net_margin": 0.09399585921325052, "roa_ttm": 0.007236786824636585, "roe_ttm": 0.07982621288921071, "debt_to_ebitda": 2.2179860671310956, "net_debt_to_ebitda": 0.0, "interest_coverage": 32.895833333333336, "debt_to_equity": 0.2535988414192614, "current_ratio": 1040.4450867052024, "quick_ratio": 1274.387283236994, "fcf_to_ebitda": 1.5551614946168462, "capex_to_revenue": 0.05735062278970018, "working_capital_to_revenue": 5.107983354400716, "capital_efficiency": 0.04353149985692365, "financial_health": -0.22370036523865944, "margin_quality": 0.40492950803509814, "growth_momentum": 0.65314055785166, "company_age_years": 21.48665297741273, "ebitda": 7895000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 9.370321482831965, "revenue_cagr_3y": -0.05630581755655506, "revenue_cagr_5y": 0.007754516395085398, "earnings_cagr_3y": -0.7370065570366886, "quarterly_revenue_growth_yoy": -0.023356181772023355, "quarterly_earnings_growth_yoy": -0.8804185351270553, "revenue_growth_qoq": -0.05687668546212307, "gross_margin": 0.15018195996880687, "operating_margin": 0.016701325708344164, "net_margin": 0.005198856251624643, "roa_ttm": 0.0029202124977382813, "roe_ttm": 0.06116046468286016, "debt_to_ebitda": 1.2248556669705257, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.905882352941177, "debt_to_equity": 0.12520966639746536, "current_ratio": -0.20325479718241438, "quick_ratio": 2.3743502550400777, "fcf_to_ebitda": 4.030082041932543, "capex_to_revenue": 0.0, "working_capital_to_revenue": -0.3562347188264059, "capital_efficiency": 0.03204033859029922, "financial_health": -0.09261931600387562, "margin_quality": 0.05736071397625856, "growth_momentum": -0.4518873584495393, "company_age_years": 22.98425735797399, "ebitda": 3291000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 9.947505966087503, "revenue_cagr_3y": -0.018945149920602145, "revenue_cagr_5y": -6.859259493174896e-05, "earnings_cagr_3y": -0.3476114438444573, "quarterly_revenue_growth_yoy": 0.05221680803705709, "quarterly_earnings_growth_yoy": 1.3532338308457712, "revenue_growth_qoq": 0.09992453779398817, "gross_margin": 0.25087187696529645, "operating_margin": 0.06872105654336516, "net_margin": 0.05408495797838889, "roa_ttm": 0.0043048783194844205, "roe_ttm": 0.10674445912226625, "debt_to_ebitda": 3.843835042913963, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.587548638132297, "debt_to_equity": 0.6737854102451196, "current_ratio": 16.484731349052957, "quick_ratio": 34.95587829256171, "fcf_to_ebitda": 3.1429767636592003, "capex_to_revenue": 0.011803125045762737, "working_capital_to_revenue": 4.106389210244996, "capital_efficiency": 0.05552466872087534, "financial_health": -0.628714409967881, "margin_quality": 0.12455929716235015, "growth_momentum": 0.7027253194414141, "company_age_years": 24.23545516769336, "ebitda": 4777000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 8.849121207256381, "revenue_cagr_3y": 0.026745518771006838, "revenue_cagr_5y": -0.004102481024312765, "earnings_cagr_3y": -0.054758299375714525, "quarterly_revenue_growth_yoy": 0.1532837514181268, "quarterly_earnings_growth_yoy": 1.7443762781186094, "revenue_growth_qoq": 0.04613801383568693, "gross_margin": 0.29768280686413817, "operating_margin": 0.10897365832331403, "net_margin": 0.07334134878128758, "roa_ttm": 0.005336351875808538, "roe_ttm": 0.12180670228266148, "debt_to_ebitda": 3.0253652271632685, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.237354085603112, "debt_to_equity": 0.6101667476121094, "current_ratio": 401.9668789808917, "quick_ratio": 401.9668789808917, "fcf_to_ebitda": 2.5217530903836893, "capex_to_revenue": 0.005415800562790764, "working_capital_to_revenue": 4.450840651027305, "capital_efficiency": 0.06357152707923501, "financial_health": -0.5662125726256214, "margin_quality": 0.15999927132291325, "growth_momentum": 0.9488300147683681, "company_age_years": 24.487337440109513, "ebitda": 6229000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 8.377391800570656, "revenue_cagr_3y": -0.028146359183071845, "revenue_cagr_5y": 0.014693359741438261, "earnings_cagr_3y": 0.013467817274212646, "quarterly_revenue_growth_yoy": -0.030901828883750263, "quarterly_earnings_growth_yoy": 1.0939044481054365, "revenue_growth_qoq": 0.007760410973876927, "gross_margin": 0.26377440347071585, "operating_margin": 0.07489154013015184, "net_margin": 0.06892624728850326, "roa_ttm": 0.006533255985250725, "roe_ttm": 0.16126799052650756, "debt_to_ebitda": 2.8095810181708964, "net_debt_to_ebitda": 0.0, "interest_coverage": 25.71042471042471, "debt_to_equity": 0.6816906540353435, "current_ratio": 112.54498714652956, "quick_ratio": 112.54498714652956, "fcf_to_ebitda": 2.270010512088902, "capex_to_revenue": 0.0, "working_capital_to_revenue": 1.8561406510672884, "capital_efficiency": 0.08390062325587914, "financial_health": -0.6351251328634416, "margin_quality": 0.1358640636297903, "growth_momentum": 0.5315013096108431, "company_age_years": 24.739219712525667, "ebitda": 6659000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 10.317755773554056, "revenue_cagr_3y": 0.05893813591168251, "revenue_cagr_5y": 0.0738193538797991, "earnings_cagr_3y": 0.045039925316207485, "quarterly_revenue_growth_yoy": -0.010114632501685773, "quarterly_earnings_growth_yoy": -0.2529043789097408, "revenue_growth_qoq": 0.10187649266461958, "gross_margin": 0.3247460985880604, "operating_margin": 0.11382214515729502, "net_margin": 0.10354223433242507, "roa_ttm": 0.008504426628809793, "roe_ttm": 0.14974852862493312, "debt_to_ebitda": 4.049458409973432, "net_debt_to_ebitda": 1.501737175556918, "interest_coverage": 13.783098591549296, "debt_to_equity": 0.424055644729802, "current_ratio": 0.006137605753741751, "quick_ratio": 0.006137605753741751, "fcf_to_ebitda": 3.055793991416309, "capex_to_revenue": 0.0, "working_capital_to_revenue": -12.395330867242087, "capital_efficiency": 0.07912647762687146, "financial_health": -0.3576894290153233, "margin_quality": 0.18070349269259348, "growth_momentum": -0.1315095057057133, "company_age_years": 16.79671457905544, "ebitda": 4893000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 10.302032114183765, "revenue_cagr_3y": 0.017421034515584966, "revenue_cagr_5y": 0.03260909215949481, "earnings_cagr_3y": -0.11310987753116686, "quarterly_revenue_growth_yoy": 0.09696881587555427, "quarterly_earnings_growth_yoy": -0.3162142333088775, "revenue_growth_qoq": -0.18126085069444445, "gross_margin": 0.32290769332714864, "operating_margin": 0.07554171360413492, "net_margin": 0.061758664104433106, "roa_ttm": 0.004289293602912434, "roe_ttm": 0.06622432285039084, "debt_to_ebitda": 4.651650312221231, "net_debt_to_ebitda": 1.373550401427297, "interest_coverage": 11.61658031088083, "debt_to_equity": 0.3791674241047082, "current_ratio": 0.005283267287113888, "quick_ratio": 0.005283267287113888, "fcf_to_ebitda": 5.006244424620874, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.979868171501415, "capital_efficiency": 0.035256808226651636, "financial_health": -0.31552368937650177, "margin_quality": 0.15340269034523887, "growth_momentum": -0.1096227087166616, "company_age_years": 17.295003422313485, "ebitda": 4484000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 9.593404583248834, "revenue_cagr_3y": 0.021445078851791477, "revenue_cagr_5y": 0.03199527752757847, "earnings_cagr_3y": -0.08393868690407791, "quarterly_revenue_growth_yoy": 0.05001705902422381, "quarterly_earnings_growth_yoy": 2.5939086294416245, "revenue_growth_qoq": 0.019680604333708832, "gross_margin": 0.28925136469976603, "operating_margin": 0.05692747595528984, "net_margin": 0.046009877826878084, "roa_ttm": 0.004753812262180642, "roe_ttm": 0.06736944534544274, "debt_to_ebitda": 4.157371729872237, "net_debt_to_ebitda": 1.0300141959034679, "interest_coverage": 12.579081632653061, "debt_to_equity": 0.3324683749594551, "current_ratio": 0.005339953951565924, "quick_ratio": 0.005339953951565924, "fcf_to_ebitda": 4.727844250659095, "capex_to_revenue": 0.0, "working_capital_to_revenue": -12.125040347991822, "capital_efficiency": 0.036061628803811696, "financial_health": -0.27169709569401934, "margin_quality": 0.13072957282731132, "growth_momentum": 1.321962844232924, "company_age_years": 17.544147843942504, "ebitda": 4931000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 7.214383730484799, "revenue_cagr_3y": 0.19633551513377068, "revenue_cagr_5y": 0.15175261382132832, "earnings_cagr_3y": 0.3099038745864593, "quarterly_revenue_growth_yoy": 0.2524354087251165, "quarterly_earnings_growth_yoy": 0.5661641541038526, "revenue_growth_qoq": 0.053437833986462416, "gross_margin": 0.9026039905309435, "operating_margin": 0.4091985120054109, "net_margin": 0.3161988501859993, "roa_ttm": 0.011828711355158155, "roe_ttm": 0.16966618287373003, "debt_to_ebitda": 1.4022185702547247, "net_debt_to_ebitda": 0.0, "interest_coverage": 16.90277777777778, "debt_to_equity": 0.3302370585389453, "current_ratio": 0.43779142838019736, "quick_ratio": 0.43779142838019736, "fcf_to_ebitda": 2.441659819227609, "capex_to_revenue": 0.05187005187005187, "working_capital_to_revenue": -13.758940758940758, "capital_efficiency": 0.09074744711444409, "financial_health": -0.23600536825083337, "margin_quality": 0.5426671175741179, "growth_momentum": 0.40929978141448453, "company_age_years": 31.274469541409992, "ebitda": 4868000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 6.533408560311284, "revenue_cagr_3y": 0.18999649839341415, "revenue_cagr_5y": 0.1509790447437327, "earnings_cagr_3y": 0.3275776711373277, "quarterly_revenue_growth_yoy": 0.18935837245696402, "quarterly_earnings_growth_yoy": 0.23116219667943805, "revenue_growth_qoq": 0.028068988840040582, "gross_margin": 0.8957236842105263, "operating_margin": 0.41578947368421054, "net_margin": 0.3171052631578947, "roa_ttm": 0.013040326715343952, "roe_ttm": 0.17054335260115608, "debt_to_ebitda": 1.3285992217898832, "net_debt_to_ebitda": 0.0, "interest_coverage": 16.214511041009462, "debt_to_equity": 0.31579190751445085, "current_ratio": 0.44703393995148627, "quick_ratio": 0.44703393995148627, "fcf_to_ebitda": 1.7560311284046692, "capex_to_revenue": 0.05116360149917197, "working_capital_to_revenue": -12.2594787762573, "capital_efficiency": 0.09179183965825001, "financial_health": -0.20067071521559826, "margin_quality": 0.5428728070175438, "growth_momentum": 0.21026028456820103, "company_age_years": 31.520876112251884, "ebitda": 5140000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 3.985344753747323, "revenue_cagr_3y": 0.04939530845623841, "revenue_cagr_5y": 0.09785454908229063, "earnings_cagr_3y": 0.05281377471741422, "quarterly_revenue_growth_yoy": -0.15071690563521173, "quarterly_earnings_growth_yoy": -0.2838847385272145, "revenue_growth_qoq": -0.07482746095168907, "gross_margin": 0.9619159795838241, "operating_margin": 0.3486454652532391, "net_margin": 0.2634471927758147, "roa_ttm": 0.008162623225896665, "roe_ttm": 0.1060846990102223, "debt_to_ebitda": 1.825695931477516, "net_debt_to_ebitda": 0.0, "interest_coverage": 48.144329896907216, "debt_to_equity": 0.2766834333928282, "current_ratio": 0.9309636349036254, "quick_ratio": 0.9309636349036254, "fcf_to_ebitda": 0.5670235546038543, "capex_to_revenue": 0.0663588629368097, "working_capital_to_revenue": -2.2571066449393444, "capital_efficiency": 0.057123661118059485, "financial_health": -0.19284987200211096, "margin_quality": 0.5246695458709593, "growth_momentum": -0.21730082208121312, "company_age_years": 32.772073921971256, "ebitda": 4670000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "SCHW", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 6.253298140922651, "revenue_cagr_3y": 0.03985430762193176, "revenue_cagr_5y": 0.0933082746971412, "earnings_cagr_3y": 0.04141137217255042, "quarterly_revenue_growth_yoy": -0.14535666218034993, "quarterly_earnings_growth_yoy": -0.26603575184016826, "revenue_growth_qoq": -0.0027483313702394976, "gross_margin": 0.9637795275590552, "operating_margin": 0.35, "net_margin": 0.2748031496062992, "roa_ttm": 0.007191997233847218, "roe_ttm": 0.0962624876320577, "debt_to_ebitda": 1.7968785861831535, "net_debt_to_ebitda": 0.0, "interest_coverage": 47.358695652173914, "debt_to_equity": 0.24988031023586862, "current_ratio": 0.9381253485117889, "quick_ratio": 0.9381253485117889, "fcf_to_ebitda": -0.6332338765205416, "capex_to_revenue": 0.0619935933672508, "working_capital_to_revenue": -2.21631807047296, "capital_efficiency": 0.05172724243295246, "financial_health": -0.1843868738871903, "margin_quality": 0.5295275590551182, "growth_momentum": -0.2056962070102591, "company_age_years": 33.02395619438741, "ebitda": 4357000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 7.094093315277607, "revenue_cagr_3y": 0.17709470730634713, "revenue_cagr_5y": 0.1001274129322609, "earnings_cagr_3y": 0.2547184990514322, "quarterly_revenue_growth_yoy": 0.6086615408755688, "quarterly_earnings_growth_yoy": -0.11103853690398433, "revenue_growth_qoq": 0.08246225319396051, "gross_margin": 0.6164650799843933, "operating_margin": 0.17079594225516972, "net_margin": 0.13275458447132266, "roa_ttm": 0.008513200895971799, "roe_ttm": 0.10931930062807672, "debt_to_ebitda": 9.555213591037793, "net_debt_to_ebitda": 0.8586729040994706, "interest_coverage": 2.6110575377692062, "debt_to_equity": 1.4639468869650503, "current_ratio": 0.2683460484462048, "quick_ratio": 0.4166073936606166, "fcf_to_ebitda": 1.7913332512618492, "capex_to_revenue": 0.3508314966940493, "working_capital_to_revenue": -11.600538111457768, "capital_efficiency": 0.05891625076202426, "financial_health": -0.7503306336521668, "margin_quality": 0.3066718689036285, "growth_momentum": 0.24881150198579222, "company_age_years": 35.64955509924709, "ebitda": 8123000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 6.553286129725629, "revenue_cagr_3y": 0.18725122990602006, "revenue_cagr_5y": 0.09965841882291993, "earnings_cagr_3y": -0.012172894560425584, "quarterly_revenue_growth_yoy": 0.4614422676115048, "quarterly_earnings_growth_yoy": -0.15949227373068434, "revenue_growth_qoq": 0.0259461568474444, "gross_margin": 0.6165620840463967, "operating_margin": 0.18587183875261457, "net_margin": 0.14479939151930024, "roa_ttm": 0.008243530692070374, "roe_ttm": 0.10368459699132039, "debt_to_ebitda": 8.215197875837653, "net_debt_to_ebitda": 0.0783917056517891, "interest_coverage": 2.248152359295054, "debt_to_equity": 1.223316325570011, "current_ratio": 0.25892999270718803, "quick_ratio": 0.398703952556001, "fcf_to_ebitda": 1.8863320268049057, "capex_to_revenue": 0.320377437398714, "working_capital_to_revenue": -10.46497464582571, "capital_efficiency": 0.05596406384169538, "financial_health": -0.7146551945971742, "margin_quality": 0.3157444381061038, "growth_momentum": 0.15097499694041022, "company_age_years": 35.90143737166324, "ebitda": 7909000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 8.31454040130152, "revenue_cagr_3y": 0.22287845205893686, "revenue_cagr_5y": 0.09516554484901674, "earnings_cagr_3y": -0.16676024442589177, "quarterly_revenue_growth_yoy": 0.10484637313905606, "quarterly_earnings_growth_yoy": -0.2232037691401649, "revenue_growth_qoq": 0.007801213522103438, "gross_margin": 0.5860091743119266, "operating_margin": 0.159881498470948, "net_margin": 0.1260512232415902, "roa_ttm": 0.007387296191080827, "roe_ttm": 0.09087964295997697, "debt_to_ebitda": 9.462445770065075, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.951839110875893, "debt_to_equity": 1.2560286495824935, "current_ratio": 0.28885933616428056, "quick_ratio": 0.44535874460025865, "fcf_to_ebitda": 1.3918112798264641, "capex_to_revenue": 0.007929451906672753, "working_capital_to_revenue": -9.315640243169858, "capital_efficiency": 0.0491334695755289, "financial_health": -0.8356455503405364, "margin_quality": 0.2906472986748216, "growth_momentum": -0.05917869800055442, "company_age_years": 36.40246406570842, "ebitda": 7376000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 8.446297650130548, "revenue_cagr_3y": 0.216372826600425, "revenue_cagr_5y": 0.09244691405667704, "earnings_cagr_3y": -0.06829886602820479, "quarterly_revenue_growth_yoy": 0.053452984783456885, "quarterly_earnings_growth_yoy": 0.1778104335047759, "revenue_growth_qoq": 0.03211009174311927, "gross_margin": 0.5805555555555556, "operating_margin": 0.19037037037037038, "net_margin": 0.14842592592592593, "roa_ttm": 0.007781689208861597, "roe_ttm": 0.09379652605459057, "debt_to_ebitda": 9.043994778067885, "net_debt_to_ebitda": 0.4497389033942559, "interest_coverage": 1.9333669863705198, "debt_to_equity": 1.2278801843317972, "current_ratio": 0.285778266357233, "quick_ratio": 0.4231264643503559, "fcf_to_ebitda": 1.2825065274151437, "capex_to_revenue": 0.007826396300249021, "working_capital_to_revenue": -9.152709593264555, "capital_efficiency": 0.05078910763172609, "financial_health": -0.8376169103552982, "margin_quality": 0.3064506172839507, "growth_momentum": 0.1156317091441164, "company_age_years": 36.65160848733744, "ebitda": 7660000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 2.0969549847494937, "revenue_cagr_3y": 0.054122685011288585, "revenue_cagr_5y": 0.04847122007163396, "earnings_cagr_3y": 0.08522268441815783, "quarterly_revenue_growth_yoy": 0.06678620652741164, "quarterly_earnings_growth_yoy": -0.0013334179947933201, "revenue_growth_qoq": 0.05992155819982716, "gross_margin": 0.9144527232131657, "operating_margin": 0.2996788841223251, "net_margin": 0.1972855673465292, "roa_ttm": 0.009886701124442294, "roe_ttm": 0.10094430290918521, "debt_to_ebitda": 0.2869659007523583, "net_debt_to_ebitda": 0.0, "interest_coverage": 35.63673597983617, "debt_to_equity": 0.049517169837225976, "current_ratio": 11886.66, "quick_ratio": 11843.242, "fcf_to_ebitda": 0.5914190485452343, "capex_to_revenue": 0.036704871713817366, "working_capital_to_revenue": 19.367025904912126, "capital_efficiency": 0.05541550201681375, "financial_health": 0.19003505162888262, "margin_quality": 0.4704723915606734, "growth_momentum": 0.03272639426630916, "company_age_years": 25.765913757700204, "ebitda": 113111000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 1.4841190886093738, "revenue_cagr_3y": 0.06057710700285868, "revenue_cagr_5y": 0.050044468883051474, "earnings_cagr_3y": 0.07428782668449974, "quarterly_revenue_growth_yoy": 0.0709108610990913, "quarterly_earnings_growth_yoy": 0.019681407220616273, "revenue_growth_qoq": -0.006597927799101879, "gross_margin": 0.9026971059144401, "operating_margin": 0.3181852618819132, "net_margin": 0.20934138087782211, "roa_ttm": 0.009863612452747673, "roe_ttm": 0.1003378801528987, "debt_to_ebitda": 0.29213512753847237, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.59811268387455, "debt_to_equity": 0.050190067017675706, "current_ratio": 0.379437700762679, "quick_ratio": 0.37752099707623715, "fcf_to_ebitda": 0.6475915255428291, "capex_to_revenue": 0.032345713031525454, "working_capital_to_revenue": -12.022278330134542, "capital_efficiency": 0.05510074630282319, "financial_health": 0.1992632415915743, "margin_quality": 0.4767412495580585, "growth_momentum": 0.045296134159853785, "company_age_years": 26.015058179329227, "ebitda": 113848000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 3.1074194812597975, "revenue_cagr_3y": 0.06967613237896719, "revenue_cagr_5y": 0.04557335422363962, "earnings_cagr_3y": 0.11577946485570845, "quarterly_revenue_growth_yoy": 0.03306654353291263, "quarterly_earnings_growth_yoy": -0.05713361720476473, "revenue_growth_qoq": 0.016995807869084296, "gross_margin": 0.9202776191303916, "operating_margin": 0.3277917111569119, "net_margin": 0.21719103076655658, "roa_ttm": 0.009789962438145033, "roe_ttm": 0.0966712468418953, "debt_to_ebitda": 0.31583119566766427, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.040088471108653, "debt_to_equity": 0.05238981723623362, "current_ratio": 0.36581172891113645, "quick_ratio": 0.36337641413540384, "fcf_to_ebitda": 0.6977875160324926, "capex_to_revenue": 0.03659013267657107, "working_capital_to_revenue": -12.04103598951299, "capital_efficiency": 0.05323060464002017, "financial_health": 0.19185543305856093, "margin_quality": 0.48842012035128674, "growth_momentum": -0.012033536835926052, "company_age_years": 26.26420260095825, "ebitda": 112272000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 5.543024833833712, "revenue_cagr_3y": 0.07011401091740588, "revenue_cagr_5y": 0.045795146316585544, "earnings_cagr_3y": 0.07459928093560575, "quarterly_revenue_growth_yoy": 0.10394203283919431, "quarterly_earnings_growth_yoy": 0.15047984644913628, "revenue_growth_qoq": 0.030927963050333986, "gross_margin": 0.9203328796984331, "operating_margin": 0.32774920814615877, "net_margin": 0.21656449845242254, "roa_ttm": 0.009992132422952806, "roe_ttm": 0.09770645970844608, "debt_to_ebitda": 0.3120195060999948, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.359455782312924, "debt_to_equity": 0.051834212396447615, "current_ratio": 0.38142907868092407, "quick_ratio": 0.3791637524024625, "fcf_to_ebitda": 0.7001284209430262, "capex_to_revenue": 0.02968436524203626, "working_capital_to_revenue": -11.619501818644126, "capital_efficiency": 0.05384929606569944, "financial_health": 0.20544592871843909, "margin_quality": 0.48821552876567154, "growth_momentum": 0.1272109396441653, "company_age_years": 26.5160848733744, "ebitda": 115246000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 9.708859309341754, "revenue_cagr_3y": 0.07064937079503797, "revenue_cagr_5y": 0.04652864665519085, "earnings_cagr_3y": 0.10338829116719328, "quarterly_revenue_growth_yoy": 0.038985474523970796, "quarterly_earnings_growth_yoy": 0.18387589013224823, "revenue_growth_qoq": -0.0024448110992015223, "gross_margin": 0.9333816250150911, "operating_margin": 0.35159966195822767, "net_margin": 0.22479777858263914, "roa_ttm": 0.01006902454953389, "roe_ttm": 0.0993877040166279, "debt_to_ebitda": 0.2697722739361702, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.284451378055124, "debt_to_equity": 0.045646567120521335, "current_ratio": 12709.952, "quick_ratio": 12684.264, "fcf_to_ebitda": 0.6624501329787233, "capex_to_revenue": 0.03327692482516945, "working_capital_to_revenue": 19.516143992186755, "capital_efficiency": 0.054728364283080894, "financial_health": 0.2186943657397009, "margin_quality": 0.5032596885186527, "growth_momentum": 0.11143068232810951, "company_age_years": 26.767967145790553, "ebitda": 120320000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 7.133801981742997, "revenue_cagr_3y": 0.0813472609750503, "revenue_cagr_5y": 0.0470993241169011, "earnings_cagr_3y": 0.14583258543821165, "quarterly_revenue_growth_yoy": 0.09990403555735138, "quarterly_earnings_growth_yoy": 0.3299957777911816, "revenue_growth_qoq": 0.05164795363998551, "gross_margin": 0.9503260320521651, "operating_margin": 0.38105570096891217, "net_margin": 0.2531340405014465, "roa_ttm": 0.010590938040404544, "roe_ttm": 0.10432636910805031, "debt_to_ebitda": 0.2555902317234922, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.122209165687426, "debt_to_equity": 0.04488315090433541, "current_ratio": 0.41022930844977407, "quick_ratio": 0.40839789010400906, "fcf_to_ebitda": 0.6453460248107982, "capex_to_revenue": 0.033776794307868056, "working_capital_to_revenue": -11.36666636682828, "capital_efficiency": 0.05745865357422743, "financial_health": 0.23967814547608857, "margin_quality": 0.5281719245075079, "growth_momentum": 0.2149499066742665, "company_age_years": 27.014373716632445, "ebitda": 128170000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 10.783279704709702, "revenue_cagr_3y": 0.07256999184587243, "revenue_cagr_5y": 0.06293990132255134, "earnings_cagr_3y": 0.16429423184152547, "quarterly_revenue_growth_yoy": 0.10819199920538353, "quarterly_earnings_growth_yoy": 0.3252158006059567, "revenue_growth_qoq": 0.02465904394544703, "gross_margin": 0.9252151115891368, "operating_margin": 0.3767589853903379, "net_margin": 0.25972483642556243, "roa_ttm": 0.0116132784244973, "roe_ttm": 0.1093362121256657, "debt_to_ebitda": 0.24379942155056994, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.966280513032686, "debt_to_equity": 0.04403563574369841, "current_ratio": 0.3680389673561258, "quick_ratio": 0.36596417459602104, "fcf_to_ebitda": 0.6620287153540598, "capex_to_revenue": 0.036101768709073216, "working_capital_to_revenue": -11.571191051553502, "capital_efficiency": 0.0604747452750815, "financial_health": 0.2009502373548313, "margin_quality": 0.5205663111350124, "growth_momentum": 0.2167038999056701, "company_age_years": 27.263518138261464, "ebitda": 135189000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 1.1871960121061065, "revenue_cagr_3y": 0.07307489631743991, "revenue_cagr_5y": 0.065080819669467, "earnings_cagr_3y": 0.049271563750417746, "quarterly_revenue_growth_yoy": 0.11024532414823023, "quarterly_earnings_growth_yoy": 0.20731842954065177, "revenue_growth_qoq": 0.03283812852917451, "gross_margin": 0.9017106533459165, "operating_margin": 0.35282632041394124, "net_margin": 0.23549958237061624, "roa_ttm": 0.011996632720934224, "roe_ttm": 0.11193149262049099, "debt_to_ebitda": 0.24254228235713013, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.27398444252377, "debt_to_equity": 0.044555698875216834, "current_ratio": 0.3646115444076079, "quick_ratio": 0.3621450820299584, "fcf_to_ebitda": 0.5842478191205269, "capex_to_revenue": 0.0412230598694864, "working_capital_to_revenue": -11.456769148018816, "capital_efficiency": 0.061964062670712604, "financial_health": 0.19892377458592245, "margin_quality": 0.4966788520434913, "growth_momentum": 0.158781876844441, "company_age_years": 27.515400410677618, "ebitda": 140425000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 0.1916971451124852, "revenue_cagr_3y": 0.10943249422557044, "revenue_cagr_5y": 0.08751489399494239, "earnings_cagr_3y": 0.2213226397090997, "quarterly_revenue_growth_yoy": 0.15929650548744087, "quarterly_earnings_growth_yoy": 0.34331065759637186, "revenue_growth_qoq": 0.0348099644419851, "gross_margin": 0.9192644379307613, "operating_margin": 0.36581042541392694, "net_margin": 0.2933137922839262, "roa_ttm": 0.012344198952629339, "roe_ttm": 0.11216972757297493, "debt_to_ebitda": 0.21088672543086437, "net_debt_to_ebitda": 0.0, "interest_coverage": 19.392779691287153, "debt_to_equity": 0.03825218113438079, "current_ratio": 0.3572878090520514, "quick_ratio": 0.35585353802419273, "fcf_to_ebitda": 0.5075582160242074, "capex_to_revenue": 0.05738209644907819, "working_capital_to_revenue": -11.408713889488283, "capital_efficiency": 0.06225696326280213, "financial_health": 0.19455966634095248, "margin_quality": 0.5261295518762048, "growth_momentum": 0.25130358154190635, "company_age_years": 28.01368925393566, "ebitda": 152020000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 1.559669857455656, "revenue_cagr_3y": 0.10635493432057097, "revenue_cagr_5y": 0.09916378324174868, "earnings_cagr_3y": 0.18132532181655137, "quarterly_revenue_growth_yoy": 0.18287846195213767, "quarterly_earnings_growth_yoy": 0.3193857303079976, "revenue_growth_qoq": 0.045502257783411236, "gross_margin": 0.8911999545364135, "operating_margin": 0.37730988169995927, "net_margin": 0.2896977618655225, "roa_ttm": 0.013303619603033624, "roe_ttm": 0.1176468541041192, "debt_to_ebitda": 0.21743849265193058, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.44309101539661, "debt_to_equity": 0.039975081553389046, "current_ratio": 0.3544683958607768, "quick_ratio": 0.3538966906187435, "fcf_to_ebitda": 0.5126611432573812, "capex_to_revenue": 0.07082356681309088, "working_capital_to_revenue": -10.959806931979603, "capital_efficiency": 0.06547523685357641, "financial_health": 0.19486379325161549, "margin_quality": 0.5194025327006319, "growth_momentum": 0.25113209613006765, "company_age_years": 28.262833675564682, "ebitda": 158477000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 1.2140216990885433, "revenue_cagr_3y": 0.1358919863155943, "revenue_cagr_5y": 0.10222687918849171, "earnings_cagr_3y": 0.28135898381127755, "quarterly_revenue_growth_yoy": 0.19576512957358413, "quarterly_earnings_growth_yoy": 0.5146476278212805, "revenue_growth_qoq": 0.04409020733289764, "gross_margin": 0.8865413574759149, "operating_margin": 0.38026380245659236, "net_margin": 0.29830179436471504, "roa_ttm": 0.014809196733995068, "roe_ttm": 0.12724443123368984, "debt_to_ebitda": 0.20296253163955272, "net_debt_to_ebitda": 0.0, "interest_coverage": 14.31139455782313, "debt_to_equity": 0.03860642110485861, "current_ratio": 0.36286850787608976, "quick_ratio": 0.3618107243573501, "fcf_to_ebitda": 0.48959014153129493, "capex_to_revenue": 0.12285706011815128, "working_capital_to_revenue": -10.279489555581296, "capital_efficiency": 0.07102681398384245, "financial_health": 0.19961570795817873, "margin_quality": 0.5217023180990741, "growth_momentum": 0.3552063786974323, "company_age_years": 28.514715947980836, "ebitda": 168302000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 1.5698655160475024, "revenue_cagr_3y": 0.11867290485231896, "revenue_cagr_5y": 0.10582991930086139, "earnings_cagr_3y": 0.2766407952012824, "quarterly_revenue_growth_yoy": 0.14365642964739156, "quarterly_earnings_growth_yoy": 0.6784633533364107, "revenue_growth_qoq": 0.012446250703049876, "gross_margin": 0.8711270003404835, "operating_margin": 0.36787448703474723, "net_margin": 0.29321900256258626, "roa_ttm": 0.0166107359955259, "roe_ttm": 0.13936146762975624, "debt_to_ebitda": 0.16433542222068345, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.46840755420844, "debt_to_equity": 0.03154557709498011, "current_ratio": 3899.4298507462686, "quick_ratio": 3895.3265671641793, "fcf_to_ebitda": 0.4931678380592967, "capex_to_revenue": 0.1210612437354547, "working_capital_to_revenue": 15.2423535782896, "capital_efficiency": 0.07798610181264107, "financial_health": 0.1583486656251272, "margin_quality": 0.5107401633126057, "growth_momentum": 0.41105989149190114, "company_age_years": 28.76659822039699, "ebitda": 173298000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 1.8810583125435463, "revenue_cagr_3y": 0.1255999773593497, "revenue_cagr_5y": 0.10392253016661579, "earnings_cagr_3y": 0.2429622397204012, "quarterly_revenue_growth_yoy": 0.1184147983839024, "quarterly_earnings_growth_yoy": 0.07484807562457799, "revenue_growth_qoq": 0.011970682579789617, "gross_margin": 0.8607958066972429, "operating_margin": 0.36314214375520176, "net_margin": 0.281888048732978, "roa_ttm": 0.01660799066026722, "roe_ttm": 0.13797529331509914, "debt_to_ebitda": 0.17982604005124403, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.677874341074228, "debt_to_equity": 0.0344897820625976, "current_ratio": 0.3599064532372045, "quick_ratio": 0.3589540185621864, "fcf_to_ebitda": 0.5402310475805183, "capex_to_revenue": 0.11691998156058325, "working_capital_to_revenue": -9.817772236869295, "capital_efficiency": 0.07729164198768318, "financial_health": 0.16276088353144297, "margin_quality": 0.5019419997284742, "growth_momentum": 0.09663143700424019, "company_age_years": 29.013004791238878, "ebitda": 177972000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 1.1692170869191285, "revenue_cagr_3y": 0.13310681301055127, "revenue_cagr_5y": 0.10127275153927506, "earnings_cagr_3y": 0.2500120046866303, "quarterly_revenue_growth_yoy": 0.10983244774055446, "quarterly_earnings_growth_yoy": 0.11707970967109135, "revenue_growth_qoq": 0.0374794142126047, "gross_margin": 0.8571452954981865, "operating_margin": 0.3740388308086196, "net_margin": 0.2915895028803072, "roa_ttm": 0.017222145817186316, "roe_ttm": 0.13761475564106318, "debt_to_ebitda": 0.1523097907958959, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.760310359289809, "debt_to_equity": 0.029072126142328365, "current_ratio": 0.3465848465730577, "quick_ratio": 0.34553301124505675, "fcf_to_ebitda": 0.5627749261842026, "capex_to_revenue": 0.1065123452009815, "working_capital_to_revenue": -9.62698885070925, "capital_efficiency": 0.07741845072912475, "financial_health": 0.19500846322638024, "margin_quality": 0.5075912097290378, "growth_momentum": 0.11345607870582292, "company_age_years": 29.2621492128679, "ebitda": 182549000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 0.936451884298687, "revenue_cagr_3y": 0.137023571150948, "revenue_cagr_5y": 0.10345826325223273, "earnings_cagr_3y": 0.2288458142446852, "quarterly_revenue_growth_yoy": 0.10724458878385978, "quarterly_earnings_growth_yoy": 0.014749262536873156, "revenue_growth_qoq": 0.04165564326861532, "gross_margin": 0.8615389657206528, "operating_margin": 0.3520105525332634, "net_margin": 0.27338270957593236, "roa_ttm": 0.015746799071525708, "roe_ttm": 0.13482697662265553, "debt_to_ebitda": 0.14877356391091714, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.027365294866355, "debt_to_equity": 0.027975446847773724, "current_ratio": 0.3302507633163828, "quick_ratio": 0.32929509391432976, "fcf_to_ebitda": 0.6342729044199464, "capex_to_revenue": 0.058928929511685525, "working_capital_to_revenue": -10.660816897703432, "capital_efficiency": 0.07528688784709062, "financial_health": 0.1755152627786211, "margin_quality": 0.4956440759432829, "growth_momentum": 0.06099692566036647, "company_age_years": 29.51403148528405, "ebitda": 184233000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 1.3098770102020463, "revenue_cagr_3y": 0.1368847350481166, "revenue_cagr_5y": 0.10247115308655874, "earnings_cagr_3y": 0.24006590752090196, "quarterly_revenue_growth_yoy": 0.09055964733078867, "quarterly_earnings_growth_yoy": 0.08501145912910618, "revenue_growth_qoq": -0.0028101854886281707, "gross_margin": 0.8877523354119938, "operating_margin": 0.34306113562232465, "net_margin": 0.2917272600297421, "roa_ttm": 0.015746300560907745, "roe_ttm": 0.13420929561488174, "debt_to_ebitda": 0.15038453039865052, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.147020408163264, "debt_to_equity": 0.02776545040249157, "current_ratio": 6996.95, "quick_ratio": 6991.43, "fcf_to_ebitda": 0.7108773329165566, "capex_to_revenue": 0.05708967979640673, "working_capital_to_revenue": 16.23923264244987, "capital_efficiency": 0.07497779808789475, "financial_health": 0.19143949909601934, "margin_quality": 0.5075135770213536, "growth_momentum": 0.08778555322994742, "company_age_years": 29.765913757700204, "ebitda": 185551000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 2.5664157437154773, "revenue_cagr_3y": 0.06510485107525232, "revenue_cagr_5y": 0.08142940436818713, "earnings_cagr_3y": 0.2194761189612615, "quarterly_revenue_growth_yoy": -0.031204554977693425, "quarterly_earnings_growth_yoy": -0.0041963556481820485, "revenue_growth_qoq": 0.036414935133424746, "gross_margin": 0.9325615909765509, "operating_margin": 0.3761353517364203, "net_margin": 0.2998600686935504, "roa_ttm": 0.010810045681034722, "roe_ttm": 0.0932553598936215, "debt_to_ebitda": 0.19659564874309549, "net_debt_to_ebitda": 0.0, "interest_coverage": 47.95135135135135, "debt_to_equity": 0.026130154464197922, "current_ratio": 7478.693636363636, "quick_ratio": 7449.166363636364, "fcf_to_ebitda": 0.619257975425544, "capex_to_revenue": 0.14309896282002688, "working_capital_to_revenue": 17.714463233520554, "capital_efficiency": 0.05203270278732811, "financial_health": 0.15041547924030071, "margin_quality": 0.5361856704688405, "growth_momentum": -0.017700455312937735, "company_age_years": 30.767967145790553, "ebitda": 141936000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 1.6625960575908676, "revenue_cagr_3y": 0.0372296792010689, "revenue_cagr_5y": 0.08498800634359904, "earnings_cagr_3y": 0.0526239555557424, "quarterly_revenue_growth_yoy": 0.056193020396048, "quarterly_earnings_growth_yoy": 0.07947282086090843, "revenue_growth_qoq": 0.012569616651083377, "gross_margin": 0.9781116258902691, "operating_margin": 0.3615997944452028, "net_margin": 0.30646935547329796, "roa_ttm": 0.017822338408175886, "roe_ttm": 0.1430614798239191, "debt_to_ebitda": 0.38782782274480276, "net_debt_to_ebitda": 0.0, "interest_coverage": 77.43694915254237, "debt_to_equity": 0.07561016408160896, "current_ratio": 370.0901073619632, "quick_ratio": 354.9240797546012, "fcf_to_ebitda": 0.780212660710299, "capex_to_revenue": 0.054825139371455354, "working_capital_to_revenue": 1.9365882511522916, "capital_efficiency": 0.08044190911604748, "financial_health": 0.14457291870540007, "margin_quality": 0.54872692526959, "growth_momentum": 0.06783292062847822, "company_age_years": 31.76728268309377, "ebitda": 228439000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 3.2173103572681923, "revenue_cagr_3y": 0.20529196974230834, "revenue_cagr_5y": 0.1349174452447739, "earnings_cagr_3y": 0.38446117434313387, "quarterly_revenue_growth_yoy": 0.4824824376929617, "quarterly_earnings_growth_yoy": 0.23045608070324558, "revenue_growth_qoq": 0.028550141250245766, "gross_margin": 0.7599702201295827, "operating_margin": 0.3519558131111916, "net_margin": 0.27672139723932554, "roa_ttm": 0.01872013636970566, "roe_ttm": 0.16782705134506423, "debt_to_ebitda": 0.2950668586440667, "net_debt_to_ebitda": 0.0, "interest_coverage": 6.791789182927916, "debt_to_equity": 0.06709845158566846, "current_ratio": 562.0354482404315, "quick_ratio": 1279.5679424608272, "fcf_to_ebitda": 0.7041066327317094, "capex_to_revenue": 0.028310588744471645, "working_capital_to_revenue": 2.9540162570837336, "capital_efficiency": 0.09327359385738494, "financial_health": 0.11783132816087874, "margin_quality": 0.4628824768266999, "growth_momentum": 0.3564692591981036, "company_age_years": 33.2621492128679, "ebitda": 304897000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 2.193470225396531, "revenue_cagr_3y": 0.21621146988247042, "revenue_cagr_5y": 0.13174718278521658, "earnings_cagr_3y": 0.34640746969928804, "quarterly_revenue_growth_yoy": 0.25303196341441014, "quarterly_earnings_growth_yoy": -0.07884087295852002, "revenue_growth_qoq": 0.029588715843695924, "gross_margin": 0.7155036790212729, "operating_margin": 0.3187019357612594, "net_margin": 0.24911810977456833, "roa_ttm": 0.018214135305476813, "roe_ttm": 0.1609948751772967, "debt_to_ebitda": 0.2983489472219646, "net_debt_to_ebitda": 0.0, "interest_coverage": 5.398501350215498, "debt_to_equity": 0.06571067515745113, "current_ratio": 0.39463434369819583, "quick_ratio": 0.6544216082444512, "fcf_to_ebitda": 0.7118541879231982, "capex_to_revenue": 0.02866014005361848, "working_capital_to_revenue": -8.264298367748985, "capital_efficiency": 0.08960450524138674, "financial_health": 0.13007824907457521, "margin_quality": 0.42777457485236686, "growth_momentum": 0.08709554522794506, "company_age_years": 33.51403148528405, "ebitda": 301868000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 3.255276531216518, "revenue_cagr_3y": 0.21712203571276123, "revenue_cagr_5y": 0.13756645679529966, "earnings_cagr_3y": 0.11439975701011895, "quarterly_revenue_growth_yoy": 0.15570148020504346, "quarterly_earnings_growth_yoy": -0.14340230367958548, "revenue_growth_qoq": 0.038744540097911805, "gross_margin": 0.7065859532275969, "operating_margin": 0.28412917913115465, "net_margin": 0.23016500159921732, "roa_ttm": 0.017172993754790034, "roe_ttm": 0.14817374542416403, "debt_to_ebitda": 0.3061988039858012, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.683108638848367, "debt_to_equity": 0.062384100325617496, "current_ratio": 0.3691669049849521, "quick_ratio": 0.3691669049849521, "fcf_to_ebitda": 0.7206926887042723, "capex_to_revenue": 0.02780523485687174, "working_capital_to_revenue": -8.342688646607623, "capital_efficiency": 0.08267336958947703, "financial_health": 0.13373360069458137, "margin_quality": 0.4069600446526563, "growth_momentum": 0.006149588262728989, "company_age_years": 33.765913757700204, "ebitda": 292137000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 1.5801027238126992, "revenue_cagr_3y": 0.21761109856071603, "revenue_cagr_5y": 0.1390367463521991, "earnings_cagr_3y": 0.05784668550616434, "quarterly_revenue_growth_yoy": 0.12039384500760578, "quarterly_earnings_growth_yoy": -0.12512818730120104, "revenue_growth_qoq": 0.01852740305920867, "gross_margin": 0.6787982063608613, "operating_margin": 0.296523092411207, "net_margin": 0.23244344079466897, "roa_ttm": 0.01628781762240204, "roe_ttm": 0.13970211908702848, "debt_to_ebitda": 0.33986116678076483, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.301576160759242, "debt_to_equity": 0.06521011194354909, "current_ratio": 0.37169136905961175, "quick_ratio": 0.37169136905961175, "fcf_to_ebitda": 0.7274094515839544, "capex_to_revenue": 0.029777339532291714, "working_capital_to_revenue": -8.239966226806452, "capital_efficiency": 0.07799496835471526, "financial_health": 0.14175673932390076, "margin_quality": 0.40258824652224573, "growth_momentum": -0.002367171146797631, "company_age_years": 34.01505817932922, "ebitda": 281921000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 1.85933747015672, "revenue_cagr_3y": 0.19736043840149442, "revenue_cagr_5y": 0.13674611613198673, "earnings_cagr_3y": 0.016660087785517863, "quarterly_revenue_growth_yoy": 0.11880256750774679, "quarterly_earnings_growth_yoy": -0.07942192328667515, "revenue_growth_qoq": 0.027089307897276753, "gross_margin": 0.6766003174331974, "operating_margin": 0.29300073288401096, "net_margin": 0.22769312392933738, "roa_ttm": 0.015772315647611217, "roe_ttm": 0.1328251653562465, "debt_to_ebitda": 0.3264899968576516, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.037728419548192, "debt_to_equity": 0.05976428305075333, "current_ratio": 0.356975211858293, "quick_ratio": 0.356975211858293, "fcf_to_ebitda": 0.8833935917764382, "capex_to_revenue": 0.03008654216740829, "working_capital_to_revenue": -8.275868633427933, "capital_efficiency": 0.07429874050192886, "financial_health": 0.13880192217253473, "margin_quality": 0.3990980580821819, "growth_momentum": 0.01969032211053582, "company_age_years": 34.26420260095825, "ebitda": 276863000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 2.242436960064486, "revenue_cagr_3y": 0.24326411848208318, "revenue_cagr_5y": 0.1413102156878776, "earnings_cagr_3y": 0.14979893633048524, "quarterly_revenue_growth_yoy": 0.15482181420209698, "quarterly_earnings_growth_yoy": 0.15523260374990194, "revenue_growth_qoq": 0.06273577058482345, "gross_margin": 0.6796270128023963, "operating_margin": 0.3126729338895423, "net_margin": 0.24920672527732884, "roa_ttm": 0.015684251497842562, "roe_ttm": 0.13177792152469905, "debt_to_ebitda": 0.3174233795363345, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.9252060033290688, "debt_to_equity": 0.057158544089109066, "current_ratio": 0.38054110449532924, "quick_ratio": 0.38054110449532924, "fcf_to_ebitda": 0.9130145267843062, "capex_to_revenue": 0.02963899819577934, "working_capital_to_revenue": -8.00820909138006, "capital_efficiency": 0.0737310865112708, "financial_health": 0.17037660641151917, "margin_quality": 0.4138355573230892, "growth_momentum": 0.15502720897599948, "company_age_years": 34.5160848733744, "ebitda": 285335000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "BANF", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 1.641042220890215, "revenue_cagr_3y": 0.23290467977448248, "revenue_cagr_5y": 0.13907619781918368, "earnings_cagr_3y": 0.13951883678300092, "quarterly_revenue_growth_yoy": 0.09781565727832026, "quarterly_earnings_growth_yoy": 0.1541259655862999, "revenue_growth_qoq": -0.012531625218943824, "gross_margin": 0.704095972579263, "operating_margin": 0.30848757497857754, "net_margin": 0.24197086546700944, "roa_ttm": 0.01596200294607311, "roe_ttm": 0.13345406791443554, "debt_to_ebitda": 0.2901280298489369, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.214378973660309, "debt_to_equity": 0.0531443935832202, "current_ratio": 0.3314137265834857, "quick_ratio": 0.3314137265834857, "fcf_to_ebitda": 0.7561506185976657, "capex_to_revenue": 0.040333922444245385, "working_capital_to_revenue": -8.621919547844536, "capital_efficiency": 0.07470803543025432, "financial_health": 0.20904312841162215, "margin_quality": 0.4181848043416167, "growth_momentum": 0.1259708114323101, "company_age_years": 34.76796714579056, "ebitda": 296962000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 8.242959272202201, "revenue_cagr_3y": 0.09483265692700438, "revenue_cagr_5y": -0.003450812202338671, "earnings_cagr_3y": 0.08487361812338845, "quarterly_revenue_growth_yoy": 0.0383263177221818, "quarterly_earnings_growth_yoy": -0.012828232865222907, "revenue_growth_qoq": -0.034454193344399656, "gross_margin": 0.9294775655089758, "operating_margin": 0.4862334549312655, "net_margin": 0.30062741913300894, "roa_ttm": 0.011890758476682674, "roe_ttm": 0.12317744440352872, "debt_to_ebitda": 1.8587904820841372, "net_debt_to_ebitda": 0.0, "interest_coverage": 28.012576478585995, "debt_to_equity": 0.39241998751180773, "current_ratio": 0.19405538741162207, "quick_ratio": 0.19266293851855323, "fcf_to_ebitda": 0.7023603679031221, "capex_to_revenue": 0.007215501447033336, "working_capital_to_revenue": -18.49222977512807, "capital_efficiency": 0.0675341014401057, "financial_health": -0.014653054646123369, "margin_quality": 0.5721128131910834, "growth_momentum": 0.012749042428479445, "company_age_years": 16.892539356605067, "ebitda": 659304000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 4.262949157614388, "revenue_cagr_3y": 0.10768519039105584, "revenue_cagr_5y": 0.033976183936808235, "earnings_cagr_3y": 0.14252053946826715, "quarterly_revenue_growth_yoy": 0.029582269645320812, "quarterly_earnings_growth_yoy": 0.07486978515800734, "revenue_growth_qoq": 0.02881019588837441, "gross_margin": 0.9191281320024445, "operating_margin": 0.4604775667141984, "net_margin": 0.3422158280708902, "roa_ttm": 0.011844634336790512, "roe_ttm": 0.12191255792669753, "debt_to_ebitda": 0.6152482269503546, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.884679572763684, "debt_to_equity": 0.12782809895979863, "current_ratio": 0.19665729618556718, "quick_ratio": 0.1954692662190485, "fcf_to_ebitda": 0.7762845258401413, "capex_to_revenue": 0.007583848127828997, "working_capital_to_revenue": -19.191617423980546, "capital_efficiency": 0.06687859613174402, "financial_health": 0.005902488754899238, "margin_quality": 0.5739405089291777, "growth_momentum": 0.05222602740166407, "company_age_years": 17.141683778234086, "ebitda": 668340000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 5.5757027800039705, "revenue_cagr_3y": 0.10261350694466631, "revenue_cagr_5y": 0.021149369548331576, "earnings_cagr_3y": 0.11747487797837053, "quarterly_revenue_growth_yoy": 0.08510486128612589, "quarterly_earnings_growth_yoy": 0.04593510754648195, "revenue_growth_qoq": 0.01412902322265227, "gross_margin": 0.9016556031574157, "operating_margin": 0.4485538973369113, "net_margin": 0.32416552892989975, "roa_ttm": 0.012038706233135427, "roe_ttm": 0.12032539559769602, "debt_to_ebitda": 0.6260016028586763, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.899054626003718, "debt_to_equity": 0.12912181406225828, "current_ratio": 0.17375961320273348, "quick_ratio": 0.17183203075291403, "fcf_to_ebitda": 0.6486269089091002, "capex_to_revenue": 0.00867954249053764, "working_capital_to_revenue": -19.192140103504023, "capital_efficiency": 0.06618205091541572, "financial_health": -0.011174939336169656, "margin_quality": 0.5581250098080756, "growth_momentum": 0.06551998441630393, "company_age_years": 17.39082819986311, "ebitda": 680035000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 5.967766457200344, "revenue_cagr_3y": 0.1114020042646886, "revenue_cagr_5y": 0.03909146043770373, "earnings_cagr_3y": 0.1461294480023061, "quarterly_revenue_growth_yoy": 0.03103311991146945, "quarterly_earnings_growth_yoy": 0.17052615917616928, "revenue_growth_qoq": 0.023460916780440343, "gross_margin": 0.8905394216320648, "operating_margin": 0.37861939955227086, "net_margin": 0.3377687141586678, "roa_ttm": 0.012411504640993045, "roe_ttm": 0.12218513972837616, "debt_to_ebitda": 0.624399667575488, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.20925522564867, "debt_to_equity": 0.12677624454789652, "current_ratio": 0.17745451095444925, "quick_ratio": 0.17553585794618823, "fcf_to_ebitda": 0.6541676994182571, "capex_to_revenue": 0.00961274548965046, "working_capital_to_revenue": -19.105217364479905, "capital_efficiency": 0.06729832218468461, "financial_health": -0.006497542438466439, "margin_quality": 0.5356425117810012, "growth_momentum": 0.10077963954381937, "company_age_years": 17.642710472279262, "ebitda": 685870000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 7.894577848728334, "revenue_cagr_3y": 0.11379795376527935, "revenue_cagr_5y": 0.052184207743264155, "earnings_cagr_3y": 0.13476249913929195, "quarterly_revenue_growth_yoy": 0.140252408490461, "quarterly_earnings_growth_yoy": 0.20618702685038942, "revenue_growth_qoq": 0.06782790027293079, "gross_margin": 0.885453522032808, "operating_margin": 0.4627607636814777, "net_margin": 0.31801107384092264, "roa_ttm": 0.012408490768878755, "roe_ttm": 0.12593629448666047, "debt_to_ebitda": 0.8116358004529223, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.97141886151232, "debt_to_equity": 0.17398543238826972, "current_ratio": 0.17947761473398696, "quick_ratio": 0.17851106771050676, "fcf_to_ebitda": 0.856952519379845, "capex_to_revenue": 0.009319181784866983, "working_capital_to_revenue": -19.367987183734236, "capital_efficiency": 0.06917239262776961, "financial_health": 0.0089275874484318, "margin_quality": 0.5554084531850695, "growth_momentum": 0.1732197176704252, "company_age_years": 17.894592744695416, "ebitda": 734784000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 6.394810768753837, "revenue_cagr_3y": 0.08599014450685027, "revenue_cagr_5y": 0.049804574586877814, "earnings_cagr_3y": 0.31779122001999416, "quarterly_revenue_growth_yoy": 0.09532555001018538, "quarterly_earnings_growth_yoy": 0.5787045649019681, "revenue_growth_qoq": -0.011725750126361255, "gross_margin": 0.8906937885942608, "operating_margin": 0.6625615691972394, "net_margin": 0.49323937522702505, "roa_ttm": 0.013974739380420974, "roe_ttm": 0.13850346919786402, "debt_to_ebitda": 0.5147447314194015, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.927848888597897, "debt_to_equity": 0.11873708971007478, "current_ratio": 0.180558321556246, "quick_ratio": 0.17951801750465934, "fcf_to_ebitda": 0.7688997222104028, "capex_to_revenue": 0.008311656063627212, "working_capital_to_revenue": -19.166292955024463, "capital_efficiency": 0.0762391042891425, "financial_health": 0.025090674367252493, "margin_quality": 0.6821649110061752, "growth_momentum": 0.33701505745607674, "company_age_years": 18.140999315537304, "ebitda": 822565000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 6.697908876595943, "revenue_cagr_3y": 0.09308421667621447, "revenue_cagr_5y": 0.08050011948165592, "earnings_cagr_3y": 0.11964542689610491, "quarterly_revenue_growth_yoy": 0.15020322332595767, "quarterly_earnings_growth_yoy": 0.14567600015491267, "revenue_growth_qoq": 0.06493861242281147, "gross_margin": 0.8816580802898993, "operating_margin": 0.43027843873474647, "net_margin": 0.3228896068458163, "roa_ttm": 0.014169731805982563, "roe_ttm": 0.13866670517437316, "debt_to_ebitda": 0.2927852858109843, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.216497368743116, "debt_to_equity": 0.06835372198325951, "current_ratio": 0.184951879085868, "quick_ratio": 0.18451601116915473, "fcf_to_ebitda": 0.8637583735966202, "capex_to_revenue": 0.007716108441434188, "working_capital_to_revenue": -18.68464396217764, "capital_efficiency": 0.07641821849017785, "financial_health": 0.036817420530103805, "margin_quality": 0.5449420419568206, "growth_momentum": 0.14793961174043518, "company_age_years": 18.390143737166323, "ebitda": 856860000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 7.512989518815865, "revenue_cagr_3y": 0.08849504186652735, "revenue_cagr_5y": 0.08727813349744018, "earnings_cagr_3y": 0.13016406401442926, "quarterly_revenue_growth_yoy": 0.17181452973105585, "quarterly_earnings_growth_yoy": 0.20443423549385797, "revenue_growth_qoq": 0.04269084677683425, "gross_margin": 0.8698016576074867, "operating_margin": 0.4587181413022713, "net_margin": 0.34717115438465185, "roa_ttm": 0.014637559151619786, "roe_ttm": 0.14052739684010349, "debt_to_ebitda": 0.2764397191671809, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.735491769827235, "debt_to_equity": 0.06645502679079489, "current_ratio": 0.1591967072993971, "quick_ratio": 0.15911967670004534, "fcf_to_ebitda": 0.9633890005312638, "capex_to_revenue": 0.009276699224524298, "working_capital_to_revenue": -18.687869988798838, "capital_efficiency": 0.07758247799586164, "financial_health": 0.0123137674496503, "margin_quality": 0.5585636510981365, "growth_momentum": 0.1881243826124569, "company_age_years": 18.642026009582477, "ebitda": 909153000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 8.025533210836661, "revenue_cagr_3y": 0.1071821899675085, "revenue_cagr_5y": 0.11396957182495981, "earnings_cagr_3y": -0.02991910806138387, "quarterly_revenue_growth_yoy": 0.14636366769287323, "quarterly_earnings_growth_yoy": -0.23331587407661603, "revenue_growth_qoq": 0.04463554356388227, "gross_margin": 0.8607596205154157, "operating_margin": 0.4362193835755424, "net_margin": 0.2126847256703234, "roa_ttm": 0.013610245250307743, "roe_ttm": 0.13160605119638433, "debt_to_ebitda": 0.894971534214315, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.087709664536742, "debt_to_equity": 0.2061400574864177, "current_ratio": 639.2157165166092, "quick_ratio": 637.4375253041316, "fcf_to_ebitda": 0.7719912037445108, "capex_to_revenue": 0.009219196896279678, "working_capital_to_revenue": 22.189087377261146, "capital_efficiency": 0.07260814822334603, "financial_health": 0.024600849893108893, "margin_quality": 0.5032212432537605, "growth_momentum": -0.043476103191871396, "company_age_years": 18.89390828199863, "ebitda": 884922000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 7.602704405204396, "revenue_cagr_3y": 0.10540334202207013, "revenue_cagr_5y": 0.12261298820579647, "earnings_cagr_3y": 0.23196837099516587, "quarterly_revenue_growth_yoy": 0.19772756992371956, "quarterly_earnings_growth_yoy": 0.10189942027619361, "revenue_growth_qoq": 0.032554807063604, "gross_margin": 0.8413316899904894, "operating_margin": 0.5138293123192484, "net_margin": 0.45377613012169793, "roa_ttm": 0.013873074789859741, "roe_ttm": 0.13142804721577478, "debt_to_ebitda": 0.2852886022976341, "net_debt_to_ebitda": 0.0, "interest_coverage": 19.156684373616645, "debt_to_equity": 0.06205886012081669, "current_ratio": 0.16871361289927989, "quick_ratio": 0.16730150202965918, "fcf_to_ebitda": 0.8263013591003572, "capex_to_revenue": 0.00917989909803645, "working_capital_to_revenue": -17.70469636458046, "capital_efficiency": 0.07265056100281726, "financial_health": 0.03223734303057167, "margin_quality": 0.602979044143812, "growth_momentum": 0.1498134950999566, "company_age_years": 19.140314852840522, "ebitda": 865499000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 8.008542907541978, "revenue_cagr_3y": 0.14921708673916867, "revenue_cagr_5y": 0.13396823155409354, "earnings_cagr_3y": 0.20400092295777084, "quarterly_revenue_growth_yoy": 0.2160738064572464, "quarterly_earnings_growth_yoy": 0.45651145102678947, "revenue_growth_qoq": 0.0812508491683003, "gross_margin": 0.8335760461520856, "operating_margin": 0.44202604244968663, "net_margin": 0.38673015345882594, "roa_ttm": 0.015153512911028653, "roe_ttm": 0.14022828759511982, "debt_to_ebitda": 0.3032265376380766, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.199413289671169, "debt_to_equity": 0.06568020097786152, "current_ratio": 0.16030782912950445, "quick_ratio": 0.1602866472119667, "fcf_to_ebitda": 0.8249181976094402, "capex_to_revenue": 0.009990757207395454, "working_capital_to_revenue": -17.147137937240522, "capital_efficiency": 0.07769090025307424, "financial_health": 0.03052001035382059, "margin_quality": 0.5541107473535327, "growth_momentum": 0.33629262874201793, "company_age_years": 19.38945927446954, "ebitda": 891172000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 7.141773520116789, "revenue_cagr_3y": 0.13520296971810786, "revenue_cagr_5y": 0.14264755125778494, "earnings_cagr_3y": 0.22103717195477812, "quarterly_revenue_growth_yoy": 0.21084641615002736, "quarterly_earnings_growth_yoy": 0.2912859942710689, "revenue_growth_qoq": 0.03820875695882708, "gross_margin": 0.818435868895685, "operating_margin": 0.4427742416546895, "net_margin": 0.37023460885915904, "roa_ttm": 0.015754596012919987, "roe_ttm": 0.14501831631270834, "debt_to_ebitda": 0.2890958402124876, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.391737562104403, "debt_to_equity": 0.062000070673875404, "current_ratio": 0.1542017691199733, "quick_ratio": 0.154179990677196, "fcf_to_ebitda": 0.7839379849048562, "capex_to_revenue": 0.006730310179259782, "working_capital_to_revenue": -16.892469716802456, "capital_efficiency": 0.08038645616281416, "financial_health": 0.030113971868779302, "margin_quality": 0.5438149064698444, "growth_momentum": 0.2510662052105481, "company_age_years": 19.641341546885695, "ebitda": 910359000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 3.3847656166020488, "revenue_cagr_3y": 0.17461271672794565, "revenue_cagr_5y": 0.14451231157932276, "earnings_cagr_3y": 0.23521242291718436, "quarterly_revenue_growth_yoy": 0.23982583992404297, "quarterly_earnings_growth_yoy": 1.0379514240618153, "revenue_growth_qoq": 0.06963701006084053, "gross_margin": 0.7860660126690981, "operating_margin": 0.4143320435235045, "net_margin": 0.3495984077752296, "roa_ttm": 0.017145726234624542, "roe_ttm": 0.1590653561707189, "debt_to_ebitda": 0.26557537870683945, "net_debt_to_ebitda": 0.0, "interest_coverage": 10.898735185058804, "debt_to_equity": 0.05752135975482677, "current_ratio": 0.16915646884283259, "quick_ratio": 0.16915278925727012, "fcf_to_ebitda": 0.9073153168196453, "capex_to_revenue": 0.007594406788530446, "working_capital_to_revenue": -16.542306304619053, "capital_efficiency": 0.08810554120267172, "financial_health": 0.04897746518566394, "margin_quality": 0.5166654879892775, "growth_momentum": 0.6388886319929291, "company_age_years": 19.89322381930185, "ebitda": 958195000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 4.300935191590741, "revenue_cagr_3y": 0.16903009051848006, "revenue_cagr_5y": 0.13313668694902314, "earnings_cagr_3y": 0.15118405794965928, "quarterly_revenue_growth_yoy": 0.21779953805244465, "quarterly_earnings_growth_yoy": -0.12301638222336285, "revenue_growth_qoq": 0.014210808134894577, "gross_margin": 0.754095127286637, "operating_margin": 0.3886754937860851, "net_margin": 0.3267813953117716, "roa_ttm": 0.016171770630854978, "roe_ttm": 0.14823679803481324, "debt_to_ebitda": 0.7354138498773054, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.43125433812593, "debt_to_equity": 0.1523287593669764, "current_ratio": 0.17727176333067793, "quick_ratio": 0.17726816897049388, "fcf_to_ebitda": 0.8297320484217919, "capex_to_revenue": 0.008065358482247131, "working_capital_to_revenue": -15.978988917086792, "capital_efficiency": 0.08220428433283411, "financial_health": -0.01513840307943469, "margin_quality": 0.4898506721281646, "growth_momentum": 0.0473915779145409, "company_age_years": 20.139630390143736, "ebitda": 951142000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 4.3291271454600695, "revenue_cagr_3y": 0.18057853407562408, "revenue_cagr_5y": 0.13316770159832525, "earnings_cagr_3y": 0.13340644310806904, "quarterly_revenue_growth_yoy": 0.1763867727871435, "quarterly_earnings_growth_yoy": -0.12746810251292437, "revenue_growth_qoq": 0.044481589359642026, "gross_margin": 0.7582081580879898, "operating_margin": 0.4256950206479548, "net_margin": 0.2868396707771833, "roa_ttm": 0.015357607525331203, "roe_ttm": 0.1391300160330571, "debt_to_ebitda": 1.1100073557169472, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.091231235700068, "debt_to_equity": 0.2291643653424909, "current_ratio": 0.17082040789652547, "quick_ratio": 0.17081691891760603, "fcf_to_ebitda": 0.7444896063412623, "capex_to_revenue": 0.005337754493538388, "working_capital_to_revenue": -15.573895562692277, "capital_efficiency": 0.07724381177919415, "financial_health": -0.10164068656228174, "margin_quality": 0.4902476165043759, "growth_momentum": 0.02445933513710956, "company_age_years": 20.38877481177276, "ebitda": 977471000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 4.481386847860811, "revenue_cagr_3y": 0.1718877114686601, "revenue_cagr_5y": 0.1211292864920066, "earnings_cagr_3y": 0.15886136720577948, "quarterly_revenue_growth_yoy": 0.13425332569674833, "quarterly_earnings_growth_yoy": 0.0006654913544500357, "revenue_growth_qoq": 0.0010242911504677978, "gross_margin": 0.722964089313684, "operating_margin": 0.39322830324579555, "net_margin": 0.3266298527825732, "roa_ttm": 0.015224568262918028, "roe_ttm": 0.134934126124591, "debt_to_ebitda": 1.1342194398709033, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.118453853694973, "debt_to_equity": 0.22686693165861915, "current_ratio": 0.17300684899556626, "quick_ratio": 0.17297692429619146, "fcf_to_ebitda": 0.5795448029554633, "capex_to_revenue": 0.0062920656333856325, "working_capital_to_revenue": -15.155785445107556, "capital_efficiency": 0.0750793471937545, "financial_health": -0.10988347245807262, "margin_quality": 0.48094074844735096, "growth_momentum": 0.06745940852559919, "company_age_years": 20.640657084188913, "ebitda": 976632000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 4.962390863226714, "revenue_cagr_3y": 0.14771547391962447, "revenue_cagr_5y": 0.12348561009349335, "earnings_cagr_3y": 0.19341387102423502, "quarterly_revenue_growth_yoy": 0.06370111435528031, "quarterly_earnings_growth_yoy": 0.08783479175577108, "revenue_growth_qoq": 0.0031040278047720854, "gross_margin": 0.7766259965693509, "operating_margin": 0.41654461838303597, "net_margin": 0.3575302366312014, "roa_ttm": 0.015251007690815045, "roe_ttm": 0.1343336886813003, "debt_to_ebitda": 1.249816060196641, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.979346355060901, "debt_to_equity": 0.24612022001679285, "current_ratio": 0.17697157707304964, "quick_ratio": 0.17696831168538046, "fcf_to_ebitda": 0.7347168035462177, "capex_to_revenue": 0.00474575390048117, "working_capital_to_revenue": -15.165699448743547, "capital_efficiency": 0.07479234818605768, "financial_health": -0.10077969655682859, "margin_quality": 0.5169002838611961, "growth_momentum": 0.0757679530555257, "company_age_years": 20.892539356605067, "ebitda": 988095000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 3.520460919917952, "revenue_cagr_3y": 0.07173390485478848, "revenue_cagr_5y": 0.08968617236634313, "earnings_cagr_3y": -0.05660424760327987, "quarterly_revenue_growth_yoy": -0.13950006199155007, "quarterly_earnings_growth_yoy": -0.3393270381699694, "revenue_growth_qoq": -0.09977989874943378, "gross_margin": 0.6510008201627026, "operating_margin": 0.24887061379203335, "net_margin": 0.22022920222552259, "roa_ttm": 0.012220935352993213, "roe_ttm": 0.12107029876025692, "debt_to_ebitda": 3.431819988302609, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.325594080107635, "debt_to_equity": 0.5800318933727512, "current_ratio": 0.212162136117434, "quick_ratio": 0.212162136117434, "fcf_to_ebitda": 0.843848133222133, "capex_to_revenue": 0.003632151000051909, "working_capital_to_revenue": -16.587745620655095, "capital_efficiency": 0.06664561705662507, "financial_health": -0.34606822932964854, "margin_quality": 0.37336687872675284, "growth_momentum": -0.23941355008075973, "company_age_years": 21.39082819986311, "ebitda": 842923000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 2.6451150998223665, "revenue_cagr_3y": 0.029645021636661273, "revenue_cagr_5y": 0.05691196246856434, "earnings_cagr_3y": 0.06342567783380315, "quarterly_revenue_growth_yoy": -0.20518976680729112, "quarterly_earnings_growth_yoy": -0.06929924861156485, "revenue_growth_qoq": -0.07539290226763903, "gross_margin": 0.8762987931472629, "operating_margin": 0.4700348582415528, "net_margin": 0.3824745036176813, "roa_ttm": 0.011751253591392605, "roe_ttm": 0.11547322665586704, "debt_to_ebitda": 3.315969406472042, "net_debt_to_ebitda": 0.0, "interest_coverage": 19.920957738352804, "debt_to_equity": 0.536050366496518, "current_ratio": 0.22659433336877563, "quick_ratio": 0.22605039904676405, "fcf_to_ebitda": 0.9383121428019772, "capex_to_revenue": 0.0018994499454587268, "working_capital_to_revenue": -17.545675942551267, "capital_efficiency": 0.06361224012362982, "financial_health": -0.33293627798744435, "margin_quality": 0.5762693850021657, "growth_momentum": -0.13724450770942798, "company_age_years": 21.642710472279262, "ebitda": 828672000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 4.50323715701035, "revenue_cagr_3y": 0.041628550191225466, "revenue_cagr_5y": 0.0811660686630693, "earnings_cagr_3y": 0.24563152707152214, "quarterly_revenue_growth_yoy": -0.14304438758355795, "quarterly_earnings_growth_yoy": -0.12820976011476237, "revenue_growth_qoq": 0.08153568055082734, "gross_margin": 0.868979535741519, "operating_margin": 0.4730852440992357, "net_margin": 0.36371938784557817, "roa_ttm": 0.010886322969306101, "roe_ttm": 0.10775823539738194, "debt_to_ebitda": 1.5244274041701782, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.1734978571634, "debt_to_equity": 0.23308962029160163, "current_ratio": 0.22507800913157708, "quick_ratio": 0.22465021939468122, "fcf_to_ebitda": 0.8619042713358894, "capex_to_revenue": 0.0014512424821849273, "working_capital_to_revenue": -19.615959053209846, "capital_efficiency": 0.05932227918334402, "financial_health": -0.06009111335129186, "margin_quality": 0.568594722562111, "growth_momentum": -0.13562707384916017, "company_age_years": 21.894592744695416, "ebitda": 805673000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 7.230609507488248, "revenue_cagr_3y": 0.029979339432012475, "revenue_cagr_5y": 0.07467553154645423, "earnings_cagr_3y": 0.031038962261778824, "quarterly_revenue_growth_yoy": -0.10131641699908009, "quarterly_earnings_growth_yoy": 0.41546981163343094, "revenue_growth_qoq": -0.0017023993190402723, "gross_margin": 0.9385136335376143, "operating_margin": 0.5228794741984191, "net_margin": 0.4551780797584155, "roa_ttm": 0.01104134381200203, "roe_ttm": 0.11882001738117894, "debt_to_ebitda": 1.366298753411338, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.90390379545701, "debt_to_equity": 0.22839202145987145, "current_ratio": 0.25894568649517963, "quick_ratio": 0.2584300899050878, "fcf_to_ebitda": 1.071172028782581, "capex_to_revenue": 0.0018584692858143815, "working_capital_to_revenue": -21.265103947707455, "capital_efficiency": 0.06493068059659049, "financial_health": -0.05809888115848502, "margin_quality": 0.6388570624981497, "growth_momentum": 0.15707669731717544, "company_age_years": 22.140999315537304, "ebitda": 883451000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 4.086903545857122, "revenue_cagr_3y": 0.013497183483169195, "revenue_cagr_5y": 0.07805378961441378, "earnings_cagr_3y": 0.09250933831128738, "quarterly_revenue_growth_yoy": 0.028410879347416488, "quarterly_earnings_growth_yoy": 1.2620782671712698, "revenue_growth_qoq": 0.03016919797495337, "gross_margin": 0.9830584096890378, "operating_margin": 0.5827842404412573, "net_margin": 0.48441309028833035, "roa_ttm": 0.012586393128606599, "roe_ttm": 0.13579999668321932, "debt_to_ebitda": 0.7818479431983802, "net_debt_to_ebitda": 0.0, "interest_coverage": 45.351312335958006, "debt_to_equity": 0.14611248068516036, "current_ratio": 0.28247874245780225, "quick_ratio": 0.28196118316428964, "fcf_to_ebitda": 0.7979967802641187, "capex_to_revenue": 0.0022080689886920615, "working_capital_to_revenue": -21.698834761154366, "capital_efficiency": 0.07419319490591296, "financial_health": 0.04189029512885653, "margin_quality": 0.6834185801395418, "growth_momentum": 0.6452445732593431, "company_age_years": 22.390143737166323, "ebitda": 1036731000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 5.47179931644935, "revenue_cagr_3y": 0.015321784811922923, "revenue_cagr_5y": 0.08231034756470357, "earnings_cagr_3y": 0.09587737287110665, "quarterly_revenue_growth_yoy": 0.16101438921360384, "quarterly_earnings_growth_yoy": 0.4131455399061033, "revenue_growth_qoq": 0.04382612669119533, "gross_margin": 0.9801746923267531, "operating_margin": 0.5646134467663335, "net_margin": 0.4655344015858594, "roa_ttm": 0.013439648315075466, "roe_ttm": 0.14397892095551634, "debt_to_ebitda": 0.7130323027112528, "net_debt_to_ebitda": 0.0, "interest_coverage": 57.79847966940462, "debt_to_equity": 0.14196335067952784, "current_ratio": 0.28105650455265396, "quick_ratio": 0.2803369440697689, "fcf_to_ebitda": 0.8898745529204489, "capex_to_revenue": 0.005157010674617441, "working_capital_to_revenue": -21.326067529322085, "capital_efficiency": 0.0787092846352959, "financial_health": 0.02321949628982166, "margin_quality": 0.6701075135596487, "growth_momentum": 0.2870799645598536, "company_age_years": 22.642026009582477, "ebitda": 1132908000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 6.127826081939121, "revenue_cagr_3y": -0.0033892265118226073, "revenue_cagr_5y": 0.07066095717060672, "earnings_cagr_3y": 0.0797408620975597, "quarterly_revenue_growth_yoy": 0.08592239896437374, "quarterly_earnings_growth_yoy": 0.32734453085005244, "revenue_growth_qoq": 0.011584207483274139, "gross_margin": 0.9856886239768111, "operating_margin": 0.5655983996407357, "net_margin": 0.44458143664904365, "roa_ttm": 0.014341563110962038, "roe_ttm": 0.14955429110237103, "debt_to_ebitda": 0.6650862328331831, "net_debt_to_ebitda": 0.0, "interest_coverage": 71.31673622949856, "debt_to_equity": 0.13822714861771482, "current_ratio": 0.26751242011229465, "quick_ratio": 0.2673238681505425, "fcf_to_ebitda": 0.9631156087898718, "capex_to_revenue": 0.005669118554263568, "working_capital_to_revenue": -21.190289847321413, "capital_efficiency": 0.08194792710666654, "financial_health": 0.007628718392242828, "margin_quality": 0.6652894867555302, "growth_momentum": 0.2066334649072131, "company_age_years": 22.89390828199863, "ebitda": 1213169000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 4.015526644840455, "revenue_cagr_3y": 0.15811370602881114, "revenue_cagr_5y": 0.15421517637471993, "earnings_cagr_3y": 0.21401311714657356, "quarterly_revenue_growth_yoy": 0.6691542999448856, "quarterly_earnings_growth_yoy": 0.5462313357453764, "revenue_growth_qoq": 0.17303727974223942, "gross_margin": 0.7790087342332537, "operating_margin": 0.4748967227669738, "net_margin": 0.41184074393850084, "roa_ttm": 0.017595463574377086, "roe_ttm": 0.188497265988171, "debt_to_ebitda": 0.3591022618445376, "net_debt_to_ebitda": 0.0, "interest_coverage": 10.092835811309849, "debt_to_equity": 0.0942970070574333, "current_ratio": 0.16655066866766233, "quick_ratio": 0.1665460114989291, "fcf_to_ebitda": 1.3146773316025084, "capex_to_revenue": 0.0002829182516577121, "working_capital_to_revenue": -18.62455476029231, "capital_efficiency": 0.10304636478127403, "financial_health": 0.03101080253033258, "margin_quality": 0.5552487336462427, "growth_momentum": 0.6076928178451311, "company_age_years": 23.89322381930185, "ebitda": 1571505000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 3.937013338600814, "revenue_cagr_3y": 0.2091304207825646, "revenue_cagr_5y": 0.16535873281437374, "earnings_cagr_3y": 0.3057769831594397, "quarterly_revenue_growth_yoy": 0.7470157509973792, "quarterly_earnings_growth_yoy": 0.3567695622170232, "revenue_growth_qoq": 0.08337144827822361, "gross_margin": 0.7114209115281501, "operating_margin": 0.4756788485960209, "net_margin": 0.3639779878651051, "roa_ttm": 0.01803661000422664, "roe_ttm": 0.19223432722106354, "debt_to_ebitda": 2.8013724843518792, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.218498164612022, "debt_to_equity": 0.7552532907213142, "current_ratio": 0.2014591391357137, "quick_ratio": 0.20145469711153266, "fcf_to_ebitda": 1.177562884956699, "capex_to_revenue": 0.0002468733025358328, "working_capital_to_revenue": -16.325182926726725, "capital_efficiency": 0.10513546861264508, "financial_health": 0.06423459143596687, "margin_quality": 0.5170259159964253, "growth_momentum": 0.5518926566072012, "company_age_years": 24.139630390143736, "ebitda": 1701003000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 3.311030758908915, "revenue_cagr_3y": 0.2925569797171963, "revenue_cagr_5y": 0.16931094156204085, "earnings_cagr_3y": 0.46444717172478533, "quarterly_revenue_growth_yoy": 0.7015896193541964, "quarterly_earnings_growth_yoy": 0.20788219673362263, "revenue_growth_qoq": 0.09971045576407507, "gross_margin": 0.624937641525509, "operating_margin": 0.36705583829292776, "net_margin": 0.3202926280478667, "roa_ttm": 0.01848128486320271, "roe_ttm": 0.19601228593665102, "debt_to_ebitda": 2.6923493014682816, "net_debt_to_ebitda": 0.0, "interest_coverage": 5.212945065824366, "debt_to_equity": 0.7371645559982153, "current_ratio": 0.20545021949779996, "quick_ratio": 0.20545021949779996, "fcf_to_ebitda": 0.9147218731965832, "capex_to_revenue": 0.00021749024553285702, "working_capital_to_revenue": -14.189269552787906, "capital_efficiency": 0.10724678539992687, "financial_health": 0.06964355481238885, "margin_quality": 0.43742870262210115, "growth_momentum": 0.4547359080439095, "company_age_years": 24.38877481177276, "ebitda": 1769211000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 4.326634810231497, "revenue_cagr_3y": 0.3503013021075394, "revenue_cagr_5y": 0.17287873987245006, "earnings_cagr_3y": 0.2172466831519686, "quarterly_revenue_growth_yoy": 0.4732204722263266, "quarterly_earnings_growth_yoy": -0.025736526500055867, "revenue_growth_qoq": 0.054144605966294605, "gross_margin": 0.578390073946837, "operating_margin": 0.34427150583180943, "net_margin": 0.2801858700584447, "roa_ttm": 0.01843580307812664, "roe_ttm": 0.19084843253587472, "debt_to_ebitda": 2.6842750997698444, "net_debt_to_ebitda": 0.10283764720210287, "interest_coverage": 4.536316992945823, "debt_to_equity": 0.7216907953757526, "current_ratio": 0.17787547931788816, "quick_ratio": 0.17787547931788816, "fcf_to_ebitda": 0.7402110531117253, "capex_to_revenue": 0.00019812472518292122, "working_capital_to_revenue": -13.246958690994799, "capital_efficiency": 0.10464211780700068, "financial_health": 0.04383730911915196, "margin_quality": 0.400949149945697, "growth_momentum": 0.22374197286313538, "company_age_years": 24.640657084188913, "ebitda": 1773582000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 6.347997233910167, "revenue_cagr_3y": 0.32897606086702225, "revenue_cagr_5y": 0.16430264244053872, "earnings_cagr_3y": 0.13348406127252632, "quarterly_revenue_growth_yoy": 0.29495953293498123, "quarterly_earnings_growth_yoy": -0.29044164590528054, "revenue_growth_qoq": 0.031098763917371177, "gross_margin": 0.5726245666456699, "operating_margin": 0.3090393628805987, "net_margin": 0.22566345355659836, "roa_ttm": 0.016680259935790046, "roe_ttm": 0.16705347876240462, "debt_to_ebitda": 2.929568822656062, "net_debt_to_ebitda": 0.08001453891315463, "interest_coverage": 3.9062770729453438, "debt_to_equity": 0.6841429388185648, "current_ratio": 0.1781671675910376, "quick_ratio": 0.1781671675910376, "fcf_to_ebitda": 0.8778232289940427, "capex_to_revenue": 0.0, "working_capital_to_revenue": -12.641132144900842, "capital_efficiency": 0.09186686934909732, "financial_health": 0.044432444983429284, "margin_quality": 0.369109127694289, "growth_momentum": 0.0022589435148503423, "company_age_years": 24.892539356605067, "ebitda": 1623230000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 6.501262960803279, "revenue_cagr_3y": 0.3425930845228209, "revenue_cagr_5y": 0.16774654345223827, "earnings_cagr_3y": 0.11619308516592852, "quarterly_revenue_growth_yoy": 0.23032707774798927, "quarterly_earnings_growth_yoy": -0.11587928259298658, "revenue_growth_qoq": 0.029299521858246032, "gross_margin": 0.5564080167645947, "operating_margin": 0.34154191699176817, "net_margin": 0.2615568539226876, "roa_ttm": 0.015855892438124394, "roe_ttm": 0.16001137368094917, "debt_to_ebitda": 2.2918121053070957, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.4749082834945186, "debt_to_equity": 0.5198808753576701, "current_ratio": 0.21535180647984914, "quick_ratio": 0.21535180647984914, "fcf_to_ebitda": 0.9215889839684303, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.093962433918149, "capital_efficiency": 0.08793363305953678, "financial_health": -0.443774765822203, "margin_quality": 0.3865022625596835, "growth_momentum": 0.05722389757750135, "company_age_years": 25.141683778234086, "ebitda": 1593169000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 6.027170666316137, "revenue_cagr_3y": 0.3362813951982282, "revenue_cagr_5y": 0.1612407143133352, "earnings_cagr_3y": 0.08647143729411888, "quarterly_revenue_growth_yoy": 0.13634795926118295, "quarterly_earnings_growth_yoy": -0.0762776775384497, "revenue_growth_qoq": 0.015708550016698533, "gross_margin": 0.5319171807265701, "operating_margin": 0.3292283817072058, "net_margin": 0.26036166812852685, "roa_ttm": 0.015179001370420423, "roe_ttm": 0.15245718917261736, "debt_to_ebitda": 2.3024321755083146, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.2726768290782133, "debt_to_equity": 0.502526363408811, "current_ratio": 0.22156557686710587, "quick_ratio": 0.22156557686710587, "fcf_to_ebitda": 0.9328083019476582, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.921757225066417, "capital_efficiency": 0.08381809527151889, "financial_health": -0.4295206044409251, "margin_quality": 0.3738357435207676, "growth_momentum": 0.030035140861366626, "company_age_years": 25.39082819986311, "ebitda": 1574763000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 6.46731119310882, "revenue_cagr_3y": 0.3335300023992771, "revenue_cagr_5y": 0.16955832632629164, "earnings_cagr_3y": 0.09889106069856024, "quarterly_revenue_growth_yoy": 0.11828864778753478, "quarterly_earnings_growth_yoy": 0.03971668670804691, "revenue_growth_qoq": 0.03739170416164952, "gross_margin": 0.5252853676015363, "operating_margin": 0.33899903433467055, "net_margin": 0.26049976010748577, "roa_ttm": 0.014921703695787483, "roe_ttm": 0.14500859086241194, "debt_to_ebitda": 2.292859960951331, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.143259727690256, "debt_to_equity": 0.4731431335922487, "current_ratio": 0.24453686104805394, "quick_ratio": 0.24453686104805394, "fcf_to_ebitda": 0.9314656654965554, "capex_to_revenue": 0.0, "working_capital_to_revenue": -10.59889153152335, "capital_efficiency": 0.07996514727909972, "financial_health": -0.39454371940438976, "margin_quality": 0.37492805401456425, "growth_momentum": 0.07900266724779084, "company_age_years": 25.642710472279262, "ebitda": 1581616000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "EWBC", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 6.975800317560828, "revenue_cagr_3y": 0.10640441321702543, "revenue_cagr_5y": 0.04736911544502376, "earnings_cagr_3y": 0.10406857343092901, "quarterly_revenue_growth_yoy": -0.3734019837735895, "quarterly_earnings_growth_yoy": 0.22666382091875809, "revenue_growth_qoq": -0.42225610419781423, "gross_margin": 0.1328803811309437, "operating_margin": -0.21464840188154014, "net_margin": 0.4417715776512097, "roa_ttm": 0.015341406665681713, "roe_ttm": 0.1509229379983618, "debt_to_ebitda": 2.157483628001533, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.5626918836400643, "debt_to_equity": 0.46940459046382427, "current_ratio": 0.08660639906692379, "quick_ratio": 0.08660639906692379, "fcf_to_ebitda": 0.8401239534656741, "capex_to_revenue": 0.0, "working_capital_to_revenue": -14.414287969990644, "capital_efficiency": 0.08313217233202175, "financial_health": -0.38810211458336996, "margin_quality": 0.12000118563353775, "growth_momentum": -0.07336908142741572, "company_age_years": 25.894592744695416, "ebitda": 1680308000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 4.21257646628686, "revenue_cagr_3y": -0.007742833382385905, "revenue_cagr_5y": -0.02779713672212336, "earnings_cagr_3y": -0.06329857123791172, "quarterly_revenue_growth_yoy": 0.04633570408495115, "quarterly_earnings_growth_yoy": -0.011138277641945124, "revenue_growth_qoq": -0.009408941757596344, "gross_margin": 0.8918918918918919, "operating_margin": 0.22297297297297297, "net_margin": 0.15371621621621623, "roa_ttm": 0.005212004958506783, "roe_ttm": 0.040448024892544815, "debt_to_ebitda": 1.8364593864845333, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.480772727272726, "debt_to_equity": 0.14029843935084568, "current_ratio": 175.63750275772068, "quick_ratio": 175.63694186537836, "fcf_to_ebitda": 0.840273474579326, "capex_to_revenue": 0.07371832802289108, "working_capital_to_revenue": 21.01534906052194, "capital_efficiency": 0.022830014925525798, "financial_health": -0.04512586555213793, "margin_quality": 0.4228603603603604, "growth_momentum": 0.017598713221503012, "company_age_years": 26.015058179329227, "ebitda": 582577000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 5.020742238425182, "revenue_cagr_3y": -0.002909039326163265, "revenue_cagr_5y": -0.019065896519378733, "earnings_cagr_3y": 0.11146786824914057, "quarterly_revenue_growth_yoy": 0.36054723740106626, "quarterly_earnings_growth_yoy": 7.166189111747851, "revenue_growth_qoq": 0.03547297297297297, "gross_margin": 0.9070146818923328, "operating_margin": 0.2838499184339315, "net_margin": 0.1859706362153344, "roa_ttm": 0.006848851580081697, "roe_ttm": 0.053562219468914686, "debt_to_ebitda": 1.7037079089746308, "net_debt_to_ebitda": 0.0, "interest_coverage": 33.2275, "debt_to_equity": 0.163304019743042, "current_ratio": 85.05690982555555, "quick_ratio": 85.05608854468665, "fcf_to_ebitda": 0.5230169424285743, "capex_to_revenue": 0.07631383300129949, "working_capital_to_revenue": 19.269774743929986, "capital_efficiency": 0.03020553552449819, "financial_health": -0.04609318276132675, "margin_quality": 0.45894507884719954, "growth_momentum": 3.7633681745744587, "company_age_years": 26.26420260095825, "ebitda": 731005000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 6.738136616146952, "revenue_cagr_3y": 0.022119180370876235, "revenue_cagr_5y": -0.013120178598419963, "earnings_cagr_3y": 0.04429879188214736, "quarterly_revenue_growth_yoy": 0.09245689433056097, "quarterly_earnings_growth_yoy": 0.25743819245735106, "revenue_growth_qoq": 0.037520391517128875, "gross_margin": 0.9355345911949685, "operating_margin": 0.3018867924528302, "net_margin": 0.19968553459119498, "roa_ttm": 0.007118203059493575, "roe_ttm": 0.05657893348970161, "debt_to_ebitda": 1.1791069043609546, "net_debt_to_ebitda": 0.0, "interest_coverage": 35.22477272727273, "debt_to_equity": 0.11898768990483126, "current_ratio": 136.7446600923817, "quick_ratio": 136.74485522399362, "fcf_to_ebitda": 0.47816683764654266, "capex_to_revenue": 0.07965396865362133, "working_capital_to_revenue": 19.11284155033394, "capital_efficiency": 0.031848568274597595, "financial_health": -0.04081679894901932, "margin_quality": 0.4790356394129979, "growth_momentum": 0.17494754339395602, "company_age_years": 26.5160848733744, "ebitda": 774945000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 9.188681811204912, "revenue_cagr_3y": 0.08971828907343382, "revenue_cagr_5y": 0.07384885810572195, "earnings_cagr_3y": 0.2046191173670071, "quarterly_revenue_growth_yoy": 0.07301173402868318, "quarterly_earnings_growth_yoy": -0.004484304932735426, "revenue_growth_qoq": 0.00857843137254902, "gross_margin": 0.8541919805589308, "operating_margin": 0.34993924665856624, "net_margin": 0.26974483596597815, "roa_ttm": 0.012208467759127926, "roe_ttm": 0.11439605806365695, "debt_to_ebitda": 4.467382962394474, "net_debt_to_ebitda": 2.9746738296239448, "interest_coverage": 11.845454545454546, "debt_to_equity": 0.7752030896257824, "current_ratio": 11.554706267744049, "quick_ratio": 11.5538327145665, "fcf_to_ebitda": 0.4328472755180353, "capex_to_revenue": 0.04102405922270204, "working_capital_to_revenue": 14.907464528069093, "capital_efficiency": 0.06330226291139243, "financial_health": -0.13775836358970678, "margin_quality": 0.49129202106115843, "growth_momentum": 0.034263714547973875, "company_age_years": 29.51403148528405, "ebitda": 1303000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 8.50446298146656, "revenue_cagr_3y": 0.08242989625304942, "revenue_cagr_5y": 0.06203677275756969, "earnings_cagr_3y": 0.10023907638056984, "quarterly_revenue_growth_yoy": 0.0037688442211055275, "quarterly_earnings_growth_yoy": -0.1902654867256637, "revenue_growth_qoq": -0.02916160388821385, "gross_margin": 0.8848560700876095, "operating_margin": 0.29411764705882354, "net_margin": 0.22903629536921152, "roa_ttm": 0.011796680737870815, "roe_ttm": 0.1109751121991024, "debt_to_ebitda": 2.1941982272361, "net_debt_to_ebitda": 1.0273972602739727, "interest_coverage": 14.102272727272727, "debt_to_equity": 0.3703250373997008, "current_ratio": 52.194, "quick_ratio": 52.186, "fcf_to_ebitda": 0.467365028203062, "capex_to_revenue": 0.03605546995377504, "working_capital_to_revenue": 15.776271186440677, "capital_efficiency": 0.061385896468486606, "financial_health": -0.2133927997679124, "margin_quality": 0.4693366708385482, "growth_momentum": -0.0932483212522791, "company_age_years": 29.765913757700204, "ebitda": 1241000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 7.258600770218228, "revenue_cagr_3y": 0.010517023779575085, "revenue_cagr_5y": 0.09583868770939397, "earnings_cagr_3y": -0.2676058198302712, "quarterly_revenue_growth_yoy": -0.12745098039215685, "quarterly_earnings_growth_yoy": -0.6666666666666666, "revenue_growth_qoq": -0.0582010582010582, "gross_margin": 0.7191011235955056, "operating_margin": 0.1151685393258427, "net_margin": 0.09269662921348315, "roa_ttm": 0.006344264653943255, "roe_ttm": 0.06402640264026403, "debt_to_ebitda": 2.840821566110398, "net_debt_to_ebitda": 0.0821566110397946, "interest_coverage": 24.34375, "debt_to_equity": 0.29214521452145215, "current_ratio": 68.53255813953488, "quick_ratio": 68.52674418604651, "fcf_to_ebitda": 0.944801026957638, "capex_to_revenue": 0.04498381877022654, "working_capital_to_revenue": 18.79546925566343, "capital_efficiency": 0.03518533364710364, "financial_health": -0.15050288253804778, "margin_quality": 0.3089887640449438, "growth_momentum": -0.39705882352941174, "company_age_years": 30.26420260095825, "ebitda": 779000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 2.113329882352941, "revenue_cagr_3y": 0.001830667701941735, "revenue_cagr_5y": 0.04308364043303814, "earnings_cagr_3y": 0.1060114886613992, "quarterly_revenue_growth_yoy": -0.03306878306878307, "quarterly_earnings_growth_yoy": 22.0, "revenue_growth_qoq": -0.008141112618724558, "gross_margin": 1.1573187414500683, "operating_margin": 0.5622435020519836, "net_margin": 0.44049247606019154, "roa_ttm": 0.00995054099458418, "roe_ttm": 0.10676919198285642, "debt_to_ebitda": 2.109502262443439, "net_debt_to_ebitda": 0.0, "interest_coverage": 65.0, "debt_to_equity": 0.293835875456952, "current_ratio": 63.161821705426355, "quick_ratio": 63.15891472868217, "fcf_to_ebitda": 0.7728506787330317, "capex_to_revenue": 0.06716929403701165, "working_capital_to_revenue": 21.98457847840987, "capital_efficiency": 0.0583598664887203, "financial_health": -0.0579792913949104, "margin_quality": 0.7200182398540811, "growth_momentum": 10.98346560846561, "company_age_years": 31.014373716632445, "ebitda": 1105000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 0.0392799173553719, "revenue_cagr_3y": 0.013700332595566689, "revenue_cagr_5y": 0.048016802492931276, "earnings_cagr_3y": 0.21575392018835005, "quarterly_revenue_growth_yoy": 0.08848314606741572, "quarterly_earnings_growth_yoy": 4.363636363636363, "revenue_growth_qoq": 0.060191518467852256, "gross_margin": 1.1393548387096775, "operating_margin": 0.5870967741935483, "net_margin": 0.4567741935483871, "roa_ttm": 0.013014861021924595, "roe_ttm": 0.14129216979957673, "debt_to_ebitda": 1.4111570247933884, "net_debt_to_ebitda": 0.0, "interest_coverage": 96.8, "debt_to_equity": 0.25507282459853103, "current_ratio": 88.5748987854251, "quick_ratio": 88.54385964912281, "fcf_to_ebitda": 0.296831955922865, "capex_to_revenue": 0.05803421670580342, "working_capital_to_revenue": 21.768869506876886, "capital_efficiency": 0.07715351541075066, "financial_health": -0.04115371611824187, "margin_quality": 0.7277419354838711, "growth_momentum": 2.2260597548518897, "company_age_years": 31.263518138261464, "ebitda": 1452000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 0.9784309508196721, "revenue_cagr_3y": -0.026328111832561674, "revenue_cagr_5y": 0.02168079166422654, "earnings_cagr_3y": 0.02479137022310618, "quarterly_revenue_growth_yoy": -0.04065040650406504, "quarterly_earnings_growth_yoy": 0.37142857142857144, "revenue_growth_qoq": -0.08645161290322581, "gross_margin": 1.0451977401129944, "operating_margin": 0.4392655367231638, "net_margin": 0.3389830508474576, "roa_ttm": 0.013589110592711708, "roe_ttm": 0.15436068947774634, "debt_to_ebitda": 1.0485245901639344, "net_debt_to_ebitda": 0.0, "interest_coverage": 108.92857142857143, "debt_to_equity": 0.205685618729097, "current_ratio": 1.0310880829015545, "quick_ratio": 74.69430051813471, "fcf_to_ebitda": 0.2839344262295082, "capex_to_revenue": 0.06811250423585226, "working_capital_to_revenue": 0.006099627245001694, "capital_efficiency": 0.08397490003522902, "financial_health": -0.017522351689223684, "margin_quality": 0.6078154425612053, "growth_momentum": 0.1653890824622532, "company_age_years": 31.515400410677618, "ebitda": 1525000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 0.5171694134078212, "revenue_cagr_3y": -0.01703910072106596, "revenue_cagr_5y": 0.03713399686867369, "earnings_cagr_3y": -0.019553904292183066, "quarterly_revenue_growth_yoy": 0.025780189959294438, "quarterly_earnings_growth_yoy": -0.25, "revenue_growth_qoq": 0.06779661016949153, "gross_margin": 0.9497354497354498, "operating_margin": 0.3558201058201058, "net_margin": 0.28174603174603174, "roa_ttm": 0.0121137339055794, "roe_ttm": 0.1512796462548573, "debt_to_ebitda": 1.3372905027932962, "net_debt_to_ebitda": 0.0, "interest_coverage": 110.15384615384616, "debt_to_equity": 0.256599222832641, "current_ratio": 39.03986710963455, "quick_ratio": 54.119601328903656, "fcf_to_ebitda": 0.295391061452514, "capex_to_revenue": 0.06936026936026936, "working_capital_to_revenue": 11.565656565656566, "capital_efficiency": 0.08169669008021835, "financial_health": -0.01888556650577758, "margin_quality": 0.5291005291005292, "growth_momentum": -0.11210990502035278, "company_age_years": 31.76728268309377, "ebitda": 1432000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 7.098933799596503, "revenue_cagr_3y": 0.17870787639333074, "revenue_cagr_5y": 0.09401965105924326, "earnings_cagr_3y": 0.384091190294066, "quarterly_revenue_growth_yoy": 0.4948717948717949, "quarterly_earnings_growth_yoy": -0.13793103448275862, "revenue_growth_qoq": 0.40481927710843374, "gross_margin": 0.6295025728987993, "operating_margin": 0.19382504288164665, "net_margin": 0.15008576329331047, "roa_ttm": 0.01008827238335435, "roe_ttm": 0.1665720234715124, "debt_to_ebitda": 4.0692669804976465, "net_debt_to_ebitda": 4.431069266980498, "interest_coverage": 3.8523316062176165, "debt_to_equity": 1.1453719477569562, "current_ratio": -0.09758752040631236, "quick_ratio": 0.5855251224378741, "fcf_to_ebitda": 0.9038332212508406, "capex_to_revenue": 0.03656639004149378, "working_capital_to_revenue": -1.5692427385892116, "capital_efficiency": 0.08833014792743338, "financial_health": -0.10800368087490718, "margin_quality": 0.3244711263579188, "growth_momentum": 0.17847038019451814, "company_age_years": 33.2621492128679, "ebitda": 1487000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 5.304804148714385, "revenue_cagr_3y": 0.17263683775336092, "revenue_cagr_5y": 0.09181817488965893, "earnings_cagr_3y": 0.0, "quarterly_revenue_growth_yoy": 0.3646788990825688, "quarterly_earnings_growth_yoy": -0.1935483870967742, "revenue_growth_qoq": 0.02058319039451115, "gross_margin": 0.6084033613445378, "operating_margin": 0.1915966386554622, "net_margin": 0.14705882352941177, "roa_ttm": 0.009602493439823993, "roe_ttm": 0.15766698024459078, "debt_to_ebitda": 3.3954134815844337, "net_debt_to_ebitda": 1.724808895066018, "interest_coverage": 3.3858823529411763, "debt_to_equity": 0.9192850423330198, "current_ratio": 0.16240516646811712, "quick_ratio": 0.21531130478399899, "fcf_to_ebitda": 0.8533703961084086, "capex_to_revenue": 0.028749401054144707, "working_capital_to_revenue": -16.00239578342118, "capital_efficiency": 0.08363473684220739, "financial_health": -0.07405223759277105, "margin_quality": 0.3156862745098039, "growth_momentum": 0.0855652559928973, "company_age_years": 33.51403148528405, "ebitda": 1439000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 7.158559017059301, "revenue_cagr_3y": 0.17250935804060386, "revenue_cagr_5y": 0.08337965239412903, "earnings_cagr_3y": -0.23730528848598165, "quarterly_revenue_growth_yoy": 0.20242914979757085, "quarterly_earnings_growth_yoy": -0.5563380281690141, "revenue_growth_qoq": -0.0016806722689075631, "gross_margin": 0.6153198653198653, "operating_margin": 0.12626262626262627, "net_margin": 0.10606060606060606, "roa_ttm": 0.0077978968613465136, "roe_ttm": 0.11948690915480584, "debt_to_ebitda": 3.6872461413484974, "net_debt_to_ebitda": 1.8968318440292444, "interest_coverage": 2.6936542669584247, "debt_to_equity": 0.797575118608329, "current_ratio": 0.16320508599072972, "quick_ratio": 0.15898786758187483, "fcf_to_ebitda": 0.40292445166531277, "capex_to_revenue": 0.025834476451760402, "working_capital_to_revenue": -15.10631001371742, "capital_efficiency": 0.06364240300807618, "financial_health": -0.0692608712395262, "margin_quality": 0.2825476992143659, "growth_momentum": -0.17695443918572162, "company_age_years": 33.765913757700204, "ebitda": 1231000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 7.894428851815506, "revenue_cagr_3y": 0.21694926359533184, "revenue_cagr_5y": 0.09166696384722384, "earnings_cagr_3y": -0.037499765746575986, "quarterly_revenue_growth_yoy": 0.07226890756302522, "quarterly_earnings_growth_yoy": 0.22285714285714286, "revenue_growth_qoq": 0.02654867256637168, "gross_margin": 0.6105015673981191, "operating_margin": 0.2170846394984326, "net_margin": 0.1677115987460815, "roa_ttm": 0.00797407849986212, "roe_ttm": 0.1086922474549726, "debt_to_ebitda": 3.398429833169774, "net_debt_to_ebitda": 1.0755642787046125, "interest_coverage": 2.105371900826446, "debt_to_equity": 0.5423649177760376, "current_ratio": 0.1560588527029261, "quick_ratio": 0.1560588527029261, "fcf_to_ebitda": 0.2826300294406281, "capex_to_revenue": 0.019930852145617246, "working_capital_to_revenue": -13.497051047386618, "capital_efficiency": 0.058333162977417356, "financial_health": -0.0580027936690655, "margin_quality": 0.33176593521421105, "growth_momentum": 0.14756302521008405, "company_age_years": 34.5160848733744, "ebitda": 1019000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 7.794540713028169, "revenue_cagr_3y": 0.18406072733899115, "revenue_cagr_5y": 0.09450913164766361, "earnings_cagr_3y": 0.004672965064364876, "quarterly_revenue_growth_yoy": 0.0563973063973064, "quarterly_earnings_growth_yoy": 0.7142857142857143, "revenue_growth_qoq": -0.016457680250783698, "gross_margin": 0.6207171314741036, "operating_margin": 0.2151394422310757, "net_margin": 0.17211155378486057, "roa_ttm": 0.008831315122500703, "roe_ttm": 0.1280209013716525, "debt_to_ebitda": 3.840669014084507, "net_debt_to_ebitda": 0.7588028169014085, "interest_coverage": 2.6114942528735634, "debt_to_equity": 0.7124428478118876, "current_ratio": 0.16332245102963336, "quick_ratio": 0.16332245102963336, "fcf_to_ebitda": 0.9251760563380281, "capex_to_revenue": 0.01946227929373997, "working_capital_to_revenue": -13.36938202247191, "capital_efficiency": 0.06842610824707661, "financial_health": -0.11503742149707692, "margin_quality": 0.33598937583001326, "growth_momentum": 0.3853415103415104, "company_age_years": 34.76796714579056, "ebitda": 1136000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 8.115972147830744, "revenue_cagr_3y": 0.009678020724553482, "revenue_cagr_5y": 0.09604208997227648, "earnings_cagr_3y": 0.17732945824677393, "quarterly_revenue_growth_yoy": -0.05389221556886228, "quarterly_earnings_growth_yoy": 10.083333333333334, "revenue_growth_qoq": -0.021671826625386997, "gross_margin": 1.1289556962025316, "operating_margin": 0.5015822784810127, "net_margin": 0.4208860759493671, "roa_ttm": 0.010344443737675721, "roe_ttm": 0.09566176470588235, "debt_to_ebitda": 3.9791108730583824, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.12621359223301, "debt_to_equity": 0.54625, "current_ratio": 0.08786851947696844, "quick_ratio": 0.08784898879915627, "fcf_to_ebitda": 0.31280128548473485, "capex_to_revenue": 0.02514020498936376, "working_capital_to_revenue": -18.063237284857863, "capital_efficiency": 0.053003104221779035, "financial_health": -0.46144118769573855, "margin_quality": 0.683808016877637, "growth_momentum": 5.014720558882236, "company_age_years": 31.014373716632445, "ebitda": 1867000000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 7.849076354679803, "revenue_cagr_3y": 0.19380460282628897, "revenue_cagr_5y": 0.13844360199497285, "earnings_cagr_3y": 0.2671659198257841, "quarterly_revenue_growth_yoy": 0.3865645256334708, "quarterly_earnings_growth_yoy": 0.6084788029925187, "revenue_growth_qoq": 0.1274556780067082, "gross_margin": 0.7947301317467064, "operating_margin": 0.3370165745856354, "net_margin": 0.27411814704632387, "roa_ttm": 0.012235793248991286, "roe_ttm": 0.1262196153629237, "debt_to_ebitda": 3.60621921182266, "net_debt_to_ebitda": 1.4762931034482758, "interest_coverage": 8.285714285714286, "debt_to_equity": 0.660594439117929, "current_ratio": 0.09484397196230518, "quick_ratio": 0.18630661393481435, "fcf_to_ebitda": 1.1739532019704433, "capex_to_revenue": 0.02691823899371069, "working_capital_to_revenue": -17.071698113207546, "capital_efficiency": 0.0692277043059575, "financial_health": -0.508452179047702, "margin_quality": 0.4686216177928885, "growth_momentum": 0.4975216643129947, "company_age_years": 32.766598220396986, "ebitda": 3248000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 7.470073620340942, "revenue_cagr_3y": 0.23882250447862408, "revenue_cagr_5y": 0.15645055787361284, "earnings_cagr_3y": 1.3233702173853388, "quarterly_revenue_growth_yoy": 0.49940968122786306, "quarterly_earnings_growth_yoy": 0.30869565217391304, "revenue_growth_qoq": 0.07947301317467063, "gross_margin": 0.7228346456692913, "operating_margin": 0.2952755905511811, "net_margin": 0.23700787401574802, "roa_ttm": 0.012587930396149574, "roe_ttm": 0.12687919820876425, "debt_to_ebitda": 5.770008668015024, "net_debt_to_ebitda": 2.7154001733603006, "interest_coverage": 5.591276252019386, "debt_to_equity": 1.064612432029001, "current_ratio": 0.11697639575228683, "quick_ratio": 0.18993139522657976, "fcf_to_ebitda": 0.9078301069055187, "capex_to_revenue": 0.018872214643019556, "working_capital_to_revenue": -15.276830377444293, "capital_efficiency": 0.06973356430245692, "financial_health": -0.6409602011919635, "margin_quality": 0.41837270341207344, "growth_momentum": 0.404052666700888, "company_age_years": 33.01300479123888, "ebitda": 3461000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 5.79657836938436, "revenue_cagr_3y": 0.2813176042937151, "revenue_cagr_5y": 0.15768986695676812, "earnings_cagr_3y": 0.5503872312660636, "quarterly_revenue_growth_yoy": 0.4977973568281938, "quarterly_earnings_growth_yoy": 0.03710575139146568, "revenue_growth_qoq": 0.07086614173228346, "gross_margin": 0.643014705882353, "operating_margin": 0.25698529411764703, "net_margin": 0.20551470588235293, "roa_ttm": 0.012731757778308268, "roe_ttm": 0.12774111134766872, "debt_to_ebitda": 4.545479755962285, "net_debt_to_ebitda": 1.4148641153632835, "interest_coverage": 4.102389078498294, "debt_to_equity": 0.8724185650415158, "current_ratio": 0.12271889277794105, "quick_ratio": 0.2023271969433831, "fcf_to_ebitda": 0.7806433721575152, "capex_to_revenue": 0.015257731958762887, "working_capital_to_revenue": -13.53979381443299, "capital_efficiency": 0.07023643456298849, "financial_health": -0.7231127814484303, "margin_quality": 0.3685049019607843, "growth_momentum": 0.26745155410982974, "company_age_years": 33.2621492128679, "ebitda": 3606000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 4.720252806192978, "revenue_cagr_3y": 0.28758285386326343, "revenue_cagr_5y": 0.15906825654366874, "earnings_cagr_3y": 0.2176287651400277, "quarterly_revenue_growth_yoy": 0.35218016291327264, "quarterly_earnings_growth_yoy": -0.07912457912457913, "revenue_growth_qoq": 0.0375, "gross_margin": 0.630049610205528, "operating_margin": 0.2437987243090007, "net_margin": 0.19383416017009214, "roa_ttm": 0.012606482721671577, "roe_ttm": 0.12730617324027485, "debt_to_ebitda": 3.7332043129665466, "net_debt_to_ebitda": 0.5004147083218137, "interest_coverage": 3.8275132275132275, "debt_to_equity": 0.7305632202564519, "current_ratio": 0.12523069516141974, "quick_ratio": 0.20662930965308798, "fcf_to_ebitda": 0.8258225048382638, "capex_to_revenue": 0.012362242453282223, "working_capital_to_revenue": -12.536655486344035, "capital_efficiency": 0.06995632798097322, "financial_health": -0.6310718873022942, "margin_quality": 0.35589416489487363, "growth_momentum": 0.13652779189434677, "company_age_years": 33.51403148528405, "ebitda": 3617000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 6.718001257071024, "revenue_cagr_3y": 0.28712194962897297, "revenue_cagr_5y": 0.14745157381439022, "earnings_cagr_3y": -0.08383633505620114, "quarterly_revenue_growth_yoy": 0.17084572885677857, "quarterly_earnings_growth_yoy": -0.6232558139534884, "revenue_growth_qoq": -0.02374202693125443, "gross_margin": 0.5789473684210527, "operating_margin": 0.0896551724137931, "net_margin": 0.0882032667876588, "roa_ttm": 0.010302691056567108, "roe_ttm": 0.10081124373482148, "debt_to_ebitda": 4.0898805782526715, "net_debt_to_ebitda": 0.8456945317410434, "interest_coverage": 3.0773694390715667, "debt_to_equity": 0.6724538831188963, "current_ratio": 0.1351465261771485, "quick_ratio": 0.2482910767204478, "fcf_to_ebitda": 0.7910119421747329, "capex_to_revenue": 0.01291870443849774, "working_capital_to_revenue": -12.118482974993078, "capital_efficiency": 0.055556967395694296, "financial_health": -0.5859046002421503, "margin_quality": 0.25226860254083483, "growth_momentum": -0.2262050425483549, "company_age_years": 33.765913757700204, "ebitda": 3182000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "HBAN", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 7.65882593645485, "revenue_cagr_3y": 0.3108312843821335, "revenue_cagr_5y": 0.15434876935798214, "earnings_cagr_3y": -0.07650588926107815, "quarterly_revenue_growth_yoy": 0.12086614173228347, "quarterly_earnings_growth_yoy": -0.30398671096345514, "revenue_growth_qoq": 0.033393829401088926, "gross_margin": 0.5785036880927292, "operating_margin": 0.1791359325605901, "net_margin": 0.1471724622409554, "roa_ttm": 0.009136053824172303, "roe_ttm": 0.0915019149156402, "debt_to_ebitda": 5.042140468227425, "net_debt_to_ebitda": 0.8933110367892977, "interest_coverage": 2.735590118938701, "debt_to_equity": 0.7802504916675292, "current_ratio": 0.15766555633054555, "quick_ratio": 0.21266304666671013, "fcf_to_ebitda": 0.9571906354515051, "capex_to_revenue": 0.013190954773869347, "working_capital_to_revenue": -11.595477386934673, "capital_efficiency": 0.050318984369906256, "financial_health": -0.706728944041113, "margin_quality": 0.3016040276314249, "growth_momentum": -0.09156028461558584, "company_age_years": 34.01505817932922, "ebitda": 2990000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 7.497574281539211, "revenue_cagr_3y": 0.03424417499752486, "revenue_cagr_5y": -0.08201482368121216, "earnings_cagr_3y": 0.024549617119013822, "quarterly_revenue_growth_yoy": 0.15471698113207547, "quarterly_earnings_growth_yoy": 0.35071090047393366, "revenue_growth_qoq": 0.0944206008583691, "gross_margin": 0.9176470588235294, "operating_margin": 0.26666666666666666, "net_margin": 0.18627450980392157, "roa_ttm": 0.008425228084093614, "roe_ttm": 0.0630491569698409, "debt_to_ebitda": 4.071602532878714, "net_debt_to_ebitda": 1.48319532391622, "interest_coverage": 29.753623188405797, "debt_to_equity": 0.4962597957729755, "current_ratio": 0.28937423811458757, "quick_ratio": 0.2838073953677367, "fcf_to_ebitda": 0.6887481734047735, "capex_to_revenue": 0.06479068959527531, "working_capital_to_revenue": -12.151120375195415, "capital_efficiency": 0.035737192526967256, "financial_health": -0.4535082387027572, "margin_quality": 0.4568627450980392, "growth_momentum": 0.2527139408030046, "company_age_years": 25.765913757700204, "ebitda": 2053000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 7.4028040057224604, "revenue_cagr_3y": 0.017268918728091442, "revenue_cagr_5y": -0.01805872165392508, "earnings_cagr_3y": 0.009889393114781875, "quarterly_revenue_growth_yoy": 0.0033944331296673455, "quarterly_earnings_growth_yoy": -0.03508771929824561, "revenue_growth_qoq": -0.002025658338960162, "gross_margin": 0.8910690121786198, "operating_margin": 0.2618403247631935, "net_margin": 0.18606224627875506, "roa_ttm": 0.008644185972807658, "roe_ttm": 0.0627552487776819, "debt_to_ebitda": 4.2775393419170245, "net_debt_to_ebitda": 2.257033857892227, "interest_coverage": 26.884615384615383, "debt_to_equity": 0.5159620362381363, "current_ratio": 0.2895719148148529, "quick_ratio": 0.28299073493269716, "fcf_to_ebitda": 0.8912732474964234, "capex_to_revenue": 0.0548666553422796, "working_capital_to_revenue": -11.73551894003737, "capital_efficiency": 0.03569971737524478, "financial_health": -0.48227649410766754, "margin_quality": 0.4463238610735228, "growth_momentum": -0.015846643084289132, "company_age_years": 26.26420260095825, "ebitda": 2097000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 9.127815884476535, "revenue_cagr_3y": 0.031032699661291963, "revenue_cagr_5y": -0.0034678462017613265, "earnings_cagr_3y": 0.029818729104120756, "quarterly_revenue_growth_yoy": 0.10228898426323318, "quarterly_earnings_growth_yoy": 0.24031007751937986, "revenue_growth_qoq": 0.04262516914749662, "gross_margin": 0.9227774172615185, "operating_margin": 0.3056456846203764, "net_margin": 0.20765736534717716, "roa_ttm": 0.009210957284485169, "roe_ttm": 0.06639792686438238, "debt_to_ebitda": 5.463898916967509, "net_debt_to_ebitda": 3.5514440433212995, "interest_coverage": 27.024390243902438, "debt_to_equity": 0.6972646127267492, "current_ratio": 0.2872624359193868, "quick_ratio": 0.28055474423148585, "fcf_to_ebitda": 0.779783393501805, "capex_to_revenue": 0.03499170812603648, "working_capital_to_revenue": -11.735820895522387, "capital_efficiency": 0.03780444207443377, "financial_health": -0.31477624654407876, "margin_quality": 0.4786934890763574, "growth_momentum": 0.1712995308913065, "company_age_years": 26.5160848733744, "ebitda": 2216000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 8.930472541507024, "revenue_cagr_3y": 0.027851456133070718, "revenue_cagr_5y": -0.0029487177510950646, "earnings_cagr_3y": 0.022033482603302845, "quarterly_revenue_growth_yoy": 0.0006765899864682003, "quarterly_earnings_growth_yoy": 0.14909090909090908, "revenue_growth_qoq": 0.027083333333333334, "gross_margin": 0.9093982420554428, "operating_margin": 0.3035835023664638, "net_margin": 0.213657876943881, "roa_ttm": 0.009884229359049446, "roe_ttm": 0.07292961581720239, "debt_to_ebitda": 3.135376756066411, "net_debt_to_ebitda": 1.3767560664112388, "interest_coverage": 26.39325842696629, "debt_to_equity": 0.4359793997513763, "current_ratio": 0.2860385235021734, "quick_ratio": 0.2794119137122187, "fcf_to_ebitda": 0.8177948063005535, "capex_to_revenue": 0.009765953864286917, "working_capital_to_revenue": -11.864455295504294, "capital_efficiency": 0.04140692258812592, "financial_health": -0.3673190742866404, "margin_quality": 0.47554654045526257, "growth_momentum": 0.07488374953868863, "company_age_years": 27.263518138261464, "ebitda": 2349000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 9.154549002601907, "revenue_cagr_3y": 0.028303439035627376, "revenue_cagr_5y": -0.00040112327391272906, "earnings_cagr_3y": -0.009464290208187731, "quarterly_revenue_growth_yoy": -0.030499675535366644, "quarterly_earnings_growth_yoy": -0.028125, "revenue_growth_qoq": 0.010141987829614604, "gross_margin": 0.8895582329317269, "operating_margin": 0.30120481927710846, "net_margin": 0.20816599732262384, "roa_ttm": 0.00992123045971883, "roe_ttm": 0.07356833493743985, "debt_to_ebitda": 2.9063313096270598, "net_debt_to_ebitda": 1.2753686036426712, "interest_coverage": 23.77319587628866, "debt_to_equity": 0.4031520692974013, "current_ratio": 0.2844659897546618, "quick_ratio": 0.27977105844731187, "fcf_to_ebitda": 0.9332176929748482, "capex_to_revenue": 0.011710794297352342, "working_capital_to_revenue": -11.924473862864902, "capital_efficiency": 0.04174478269857934, "financial_health": -0.33654965824141897, "margin_quality": 0.466309683177153, "growth_momentum": -0.02931233776768332, "company_age_years": 27.515400410677618, "ebitda": 2306000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 10.330665557404327, "revenue_cagr_3y": 0.059306311673701595, "revenue_cagr_5y": 0.02634099354930619, "earnings_cagr_3y": 0.16659680831773604, "quarterly_revenue_growth_yoy": 0.06490872210953347, "quarterly_earnings_growth_yoy": 0.13559322033898305, "revenue_growth_qoq": 0.05421686746987952, "gross_margin": 0.966984126984127, "operating_margin": 0.34793650793650793, "net_margin": 0.2126984126984127, "roa_ttm": 0.010161391539414614, "roe_ttm": 0.07800148221343874, "debt_to_ebitda": 3.590682196339434, "net_debt_to_ebitda": 1.963810316139767, "interest_coverage": 23.568627450980394, "debt_to_equity": 0.533102766798419, "current_ratio": 0.28658267360790235, "quick_ratio": 0.2822598034685642, "fcf_to_ebitda": 0.8860232945091514, "capex_to_revenue": 0.031897127588510356, "working_capital_to_revenue": -11.60303941215765, "capital_efficiency": 0.044081436876426676, "financial_health": -0.47075760178070725, "margin_quality": 0.5092063492063491, "growth_momentum": 0.10025097122425826, "company_age_years": 27.76728268309377, "ebitda": 2404000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 10.486584296532483, "revenue_cagr_3y": 0.025804954910644717, "revenue_cagr_5y": 0.02519387610698698, "earnings_cagr_3y": 0.09579370842217516, "quarterly_revenue_growth_yoy": 0.07505070993914807, "quarterly_earnings_growth_yoy": 0.18670886075949367, "revenue_growth_qoq": 0.023166023166023165, "gross_margin": 0.8773584905660378, "operating_margin": 0.29371069182389936, "net_margin": 0.2358490566037736, "roa_ttm": 0.011520829820885217, "roe_ttm": 0.09095518793179945, "debt_to_ebitda": 4.201275408529295, "net_debt_to_ebitda": 2.4930251096054206, "interest_coverage": 18.448529411764707, "debt_to_equity": 0.6681244850098245, "current_ratio": 0.28513802840209757, "quick_ratio": 0.28450710052439415, "fcf_to_ebitda": 0.6580310880829016, "capex_to_revenue": 0.04007725736359247, "working_capital_to_revenue": -11.124255593111219, "capital_efficiency": 0.051238008876342334, "financial_health": -0.5449777674371182, "margin_quality": 0.4689727463312369, "growth_momentum": 0.13087978534932088, "company_age_years": 28.262833675564682, "ebitda": 2509000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 1.6750412034009157, "revenue_cagr_3y": 0.043997458200725204, "revenue_cagr_5y": 0.039892270208754965, "earnings_cagr_3y": 0.1944605944994291, "quarterly_revenue_growth_yoy": -0.0005878894767783657, "quarterly_earnings_growth_yoy": 0.29584352078239606, "revenue_growth_qoq": 0.04938271604938271, "gross_margin": 0.8917647058823529, "operating_margin": 0.3729411764705882, "net_margin": 0.31176470588235294, "roa_ttm": 0.005971896955503513, "roe_ttm": 0.04842493297587131, "debt_to_ebitda": 3.232359712230216, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.535211267605632, "debt_to_equity": 0.2760432305630027, "current_ratio": 4704.184208265315, "quick_ratio": 4703.067273820775, "fcf_to_ebitda": 1.8194898626553302, "capex_to_revenue": 0.006086427267194157, "working_capital_to_revenue": 16.65866129032258, "capital_efficiency": 0.027198414965687413, "financial_health": -0.18194103532504285, "margin_quality": 0.5254901960784314, "growth_momentum": 0.14762781565280886, "company_age_years": 30.5160848733744, "ebitda": 1529000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 5.837774236387782, "revenue_cagr_3y": 0.0059064506064783195, "revenue_cagr_5y": 0.014498802526790922, "earnings_cagr_3y": 0.04898020991633345, "quarterly_revenue_growth_yoy": -0.02588235294117647, "quarterly_earnings_growth_yoy": 0.22830188679245284, "revenue_growth_qoq": 0.019076923076923078, "gross_margin": 1.068840579710145, "operating_margin": 0.5018115942028986, "net_margin": 0.39311594202898553, "roa_ttm": 0.017284330112133612, "roe_ttm": 0.14506852996506314, "debt_to_ebitda": 7.698804780876494, "net_debt_to_ebitda": 0.39282868525896414, "interest_coverage": 91.82926829268293, "debt_to_equity": 1.5579682880945982, "current_ratio": 1.3509746133976628, "quick_ratio": 1.3508266860868674, "fcf_to_ebitda": 0.5806108897742364, "capex_to_revenue": 0.012293853073463269, "working_capital_to_revenue": 4.624287856071964, "capital_efficiency": 0.08117643003859838, "financial_health": 0.04441537660247852, "margin_quality": 0.6545893719806763, "growth_momentum": 0.10120976692563818, "company_age_years": 31.515400410677618, "ebitda": 3765000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 3.272299771167048, "revenue_cagr_3y": 0.05468233832761982, "revenue_cagr_5y": 0.04374724522355922, "earnings_cagr_3y": 0.2075737301924263, "quarterly_revenue_growth_yoy": 0.1675643327348893, "quarterly_earnings_growth_yoy": 0.5639269406392694, "revenue_growth_qoq": 0.04555198285101822, "gross_margin": 0.007175807278318811, "operating_margin": 0.5243464889800102, "net_margin": 0.3511019989748847, "roa_ttm": 0.01446334235278959, "roe_ttm": 0.14077882987395748, "debt_to_ebitda": 0.6804919908466819, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.1523178807947, "debt_to_equity": 0.14918166426287077, "current_ratio": 0.014515206196910347, "quick_ratio": 0.014400774613793407, "fcf_to_ebitda": 0.8049199084668193, "capex_to_revenue": 0.04020100502512563, "working_capital_to_revenue": -15.627582356225572, "capital_efficiency": 0.07762108611337354, "financial_health": -0.07089483422599116, "margin_quality": 0.29420809841107126, "growth_momentum": 0.3657456366870794, "company_age_years": 32.766598220396986, "ebitda": 3496000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 3.672766439909297, "revenue_cagr_3y": 0.11031222437844312, "revenue_cagr_5y": 0.06955137250451315, "earnings_cagr_3y": 0.5574429094517532, "quarterly_revenue_growth_yoy": 0.3602251407129456, "quarterly_earnings_growth_yoy": 0.11678832116788321, "revenue_growth_qoq": 0.11481291645310097, "gross_margin": 0.8349425287356322, "operating_margin": 0.3627586206896552, "net_margin": 0.2813793103448276, "roa_ttm": 0.0149803743471632, "roe_ttm": 0.13676479298702837, "debt_to_ebitda": 1.2208049886621315, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.75, "debt_to_equity": 0.25510868921400226, "current_ratio": 0.2644258776636517, "quick_ratio": 0.3363713015483673, "fcf_to_ebitda": 0.7020975056689343, "capex_to_revenue": 0.03062015503875969, "working_capital_to_revenue": -12.398320413436693, "capital_efficiency": 0.07587258366709579, "financial_health": -0.07933942434499, "margin_quality": 0.49302681992337166, "growth_momentum": 0.2385067309404144, "company_age_years": 33.01300479123888, "ebitda": 3528000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 3.940779829961888, "revenue_cagr_3y": 0.11111721129548502, "revenue_cagr_5y": 0.07465285951755218, "earnings_cagr_3y": -0.025818068843436737, "quarterly_revenue_growth_yoy": 0.2497320471596999, "quarterly_earnings_growth_yoy": 0.14219114219114218, "revenue_growth_qoq": 0.00734341252699784, "gross_margin": 0.7341337907375644, "operating_margin": 0.26543739279588335, "net_margin": 0.21012006861063465, "roa_ttm": 0.015414258188824663, "roe_ttm": 0.14708074534161492, "debt_to_ebitda": 1.8440340076223982, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.181052631578948, "debt_to_equity": 0.3906832298136646, "current_ratio": 0.2565152614294963, "quick_ratio": 0.3318356617446314, "fcf_to_ebitda": 0.7525652301377895, "capex_to_revenue": 0.01846574717884418, "working_capital_to_revenue": -10.86447053459478, "capital_efficiency": 0.08124750176521979, "financial_health": -0.20777088077917433, "margin_quality": 0.4032304173813608, "growth_momentum": 0.19596159467542104, "company_age_years": 33.51403148528405, "ebitda": 3411000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 4.806113260640169, "revenue_cagr_3y": 0.10333348426245448, "revenue_cagr_5y": 0.07136414741301844, "earnings_cagr_3y": -0.1405934056909114, "quarterly_revenue_growth_yoy": 0.19374679651460788, "quarterly_earnings_growth_yoy": -0.4291970802919708, "revenue_growth_qoq": -0.001286449399656947, "gross_margin": 0.7101760412194075, "operating_margin": 0.20223271790468011, "net_margin": 0.1678832116788321, "roa_ttm": 0.013627344047728557, "roe_ttm": 0.1189970738424465, "debt_to_ebitda": 0.8519169890960253, "net_debt_to_ebitda": 0.0, "interest_coverage": 5.467307692307692, "debt_to_equity": 0.1389637959722302, "current_ratio": 0.27795254640498324, "quick_ratio": 0.29753967508686263, "fcf_to_ebitda": 0.7565951459725642, "capex_to_revenue": 0.017156594907660364, "working_capital_to_revenue": -10.082941754999453, "capital_efficiency": 0.06631220894508752, "financial_health": -0.08899885013707735, "margin_quality": 0.36009732360097324, "growth_momentum": -0.11772514188868145, "company_age_years": 33.765913757700204, "ebitda": 2843000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 4.815773072313224, "revenue_cagr_3y": 0.11383977439356463, "revenue_cagr_5y": 0.06439332460788649, "earnings_cagr_3y": -0.16931265011055452, "quarterly_revenue_growth_yoy": 0.05149425287356322, "quarterly_earnings_growth_yoy": -0.39869281045751637, "revenue_growth_qoq": -0.018033490768570203, "gross_margin": 0.6974202011368605, "operating_margin": 0.20288587669435942, "net_margin": 0.1609094884127678, "roa_ttm": 0.011813387214429117, "roe_ttm": 0.10736916216850505, "debt_to_ebitda": 1.7287255293647623, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.635185185185185, "debt_to_equity": 0.2538723304388641, "current_ratio": 0.2877860011386192, "quick_ratio": 0.3117508578110815, "fcf_to_ebitda": 0.898921294446664, "capex_to_revenue": 0.027852747490014033, "working_capital_to_revenue": -9.994062398790888, "capital_efficiency": 0.059591274691467085, "financial_health": -0.12257737506682445, "margin_quality": 0.3537385220813292, "growth_momentum": -0.17359927879197656, "company_age_years": 34.01505817932922, "ebitda": 2503000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 6.46436974789916, "revenue_cagr_3y": 0.1239096748664279, "revenue_cagr_5y": 0.06637592261809355, "earnings_cagr_3y": -0.1408475922596959, "quarterly_revenue_growth_yoy": -0.0034557235421166306, "quarterly_earnings_growth_yoy": -0.13769363166953527, "revenue_growth_qoq": 0.00874508089199825, "gross_margin": 0.706111833550065, "operating_margin": 0.270914607715648, "net_margin": 0.21716514954486346, "roa_ttm": 0.011359800586814841, "roe_ttm": 0.10192789329605685, "debt_to_ebitda": 2.3512605042016808, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.131944444444445, "debt_to_equity": 0.32593628050556234, "current_ratio": 0.27627842585090734, "quick_ratio": 0.23704268892227578, "fcf_to_ebitda": 0.8521008403361344, "capex_to_revenue": 0.02636412749864938, "working_capital_to_revenue": -9.941220961642356, "capital_efficiency": 0.056643846941435844, "financial_health": -0.24101698997043083, "margin_quality": 0.39806386360352547, "growth_momentum": -0.07057467760582595, "company_age_years": 34.26420260095825, "ebitda": 2380000000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 7.854923208191126, "revenue_cagr_3y": 0.13040381433805548, "revenue_cagr_5y": 0.07056088694065932, "earnings_cagr_3y": -0.09035550172422402, "quarterly_revenue_growth_yoy": 0.025728987993138937, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": 0.03684438664932813, "gross_margin": 0.7010869565217391, "operating_margin": 0.25418060200668896, "net_margin": 0.2048494983277592, "roa_ttm": 0.011116334023604742, "roe_ttm": 0.0937031484257871, "debt_to_ebitda": 3.2064846416382253, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.893687707641196, "debt_to_equity": 0.4024416363246948, "current_ratio": 0.2892489599299321, "quick_ratio": 0.5391707591729488, "fcf_to_ebitda": 1.0729522184300342, "capex_to_revenue": 0.01696188942565754, "working_capital_to_revenue": -9.757165861513688, "capital_efficiency": 0.052409741224695924, "financial_health": -0.25529325180982276, "margin_quality": 0.38670568561872903, "growth_momentum": 0.012864493996569469, "company_age_years": 34.5160848733744, "ebitda": 2344000000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "RF", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 6.926261008807046, "revenue_cagr_3y": 0.1262254134508327, "revenue_cagr_5y": 0.07495933120756981, "earnings_cagr_3y": 0.06828971897050873, "quarterly_revenue_growth_yoy": 0.0249033920137398, "quarterly_earnings_growth_yoy": 0.3657289002557545, "revenue_growth_qoq": -0.0020903010033444815, "gross_margin": 0.7100963552576456, "operating_margin": 0.27524088814411396, "net_margin": 0.22371177209886886, "roa_ttm": 0.012034176297822025, "roe_ttm": 0.10587840483248503, "debt_to_ebitda": 2.5992794235388312, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.3671328671328675, "debt_to_equity": 0.36316348789082165, "current_ratio": 0.27108654754377337, "quick_ratio": 0.27108654754377337, "fcf_to_ebitda": 0.5812650120096077, "capex_to_revenue": 0.015576656353355383, "working_capital_to_revenue": -9.962231942814467, "capital_efficiency": 0.05895629056515353, "financial_health": -0.26709941027935197, "margin_quality": 0.40301633850020946, "growth_momentum": 0.19531614613474715, "company_age_years": 34.76796714579056, "ebitda": 2498000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 9.442792004224327, "revenue_cagr_3y": 0.010682618657255727, "revenue_cagr_5y": -0.03512591202847093, "earnings_cagr_3y": 0.05616532837129529, "quarterly_revenue_growth_yoy": 0.02139787278860876, "quarterly_earnings_growth_yoy": 0.12572424131923343, "revenue_growth_qoq": -0.024578080291598237, "gross_margin": 0.9134959599846094, "operating_margin": 0.26299961523662946, "net_margin": 0.17104424778761063, "roa_ttm": 0.00787518653818884, "roe_ttm": 0.09539845948657459, "debt_to_ebitda": 4.909417204618217, "net_debt_to_ebitda": 0.0, "interest_coverage": 14.446002130364567, "debt_to_equity": 0.8441728094022607, "current_ratio": 82.85901276210134, "quick_ratio": 81.34115337176227, "fcf_to_ebitda": 0.3773755892888574, "capex_to_revenue": 0.04492010808025738, "working_capital_to_revenue": 4.87082042740829, "capital_efficiency": 0.05163682301238172, "financial_health": -0.7280843678346726, "margin_quality": 0.44917994100294983, "growth_momentum": 0.0735610570539211, "company_age_years": 27.014373716632445, "ebitda": 420422000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 5.119077278029678, "revenue_cagr_3y": 0.17147571025064212, "revenue_cagr_5y": 0.10265681089919276, "earnings_cagr_3y": 0.2630814398717025, "quarterly_revenue_growth_yoy": 0.215319694590984, "quarterly_earnings_growth_yoy": 2.908619445906689, "revenue_growth_qoq": -0.316635161976146, "gross_margin": 0.7900342808542733, "operating_margin": 0.2504448086269806, "net_margin": 0.19636771381404092, "roa_ttm": 0.013348038064299622, "roe_ttm": 0.12162166082221064, "debt_to_ebitda": 2.269455300723972, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.836248657194398, "debt_to_equity": 0.3915737188033797, "current_ratio": 58.59183193335889, "quick_ratio": 58.37146666201945, "fcf_to_ebitda": 0.24096069236479514, "capex_to_revenue": 0.02168815625813543, "working_capital_to_revenue": 2.9872712135894246, "capital_efficiency": 0.06748484944325513, "financial_health": -0.3155427146802795, "margin_quality": 0.4122822677650983, "growth_momentum": 1.5619695702488365, "company_age_years": 28.76659822039699, "ebitda": 773234000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 5.707932111177424, "revenue_cagr_3y": 0.18567433997394645, "revenue_cagr_5y": 0.1099646330005759, "earnings_cagr_3y": 0.26778854723754897, "quarterly_revenue_growth_yoy": 0.09582667611939373, "quarterly_earnings_growth_yoy": 0.09125132900818018, "revenue_growth_qoq": 0.06347474269300281, "gross_margin": 0.7828878498150603, "operating_margin": 0.2460762807611855, "net_margin": 0.18972109104009446, "roa_ttm": 0.013466336397503366, "roe_ttm": 0.12160888929904703, "debt_to_ebitda": 1.8261655263919592, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.358666251990915, "debt_to_equity": 0.31330538398493546, "current_ratio": 44.357440070438535, "quick_ratio": 44.191313053851395, "fcf_to_ebitda": 0.6713716339269934, "capex_to_revenue": 0.016362345312288338, "working_capital_to_revenue": 2.7031293024145318, "capital_efficiency": 0.0675376128482752, "financial_health": -0.24382344832536854, "margin_quality": 0.40622840720544673, "growth_momentum": 0.09353900256378696, "company_age_years": 29.013004791238878, "ebitda": 780806000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 7.524068688815549, "revenue_cagr_3y": 0.18877664098421354, "revenue_cagr_5y": 0.1357577186447172, "earnings_cagr_3y": 0.2405149044646595, "quarterly_revenue_growth_yoy": 0.11521461683340557, "quarterly_earnings_growth_yoy": 0.33377435650709647, "revenue_growth_qoq": 0.05318264038342201, "gross_margin": 0.7824395695319761, "operating_margin": 0.2654319992693004, "net_margin": 0.19859626877566627, "roa_ttm": 0.013781802376328998, "roe_ttm": 0.1255121851144008, "debt_to_ebitda": 3.2673979946391345, "net_debt_to_ebitda": 1.8275902981406464, "interest_coverage": 7.6142479189520555, "debt_to_equity": 0.5828177469685681, "current_ratio": 6.647557569391238, "quick_ratio": 6.625270556204621, "fcf_to_ebitda": 0.6081035271784268, "capex_to_revenue": 0.015290996429237431, "working_capital_to_revenue": 2.109606266446573, "capital_efficiency": 0.0696469937453649, "financial_health": -0.3677435767938327, "margin_quality": 0.4154892791923143, "growth_momentum": 0.22449448667025101, "company_age_years": 29.2621492128679, "ebitda": 825986000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 3.7650138172889225, "revenue_cagr_3y": 0.1538789801947873, "revenue_cagr_5y": 0.11935232383622707, "earnings_cagr_3y": -0.16378911160393184, "quarterly_revenue_growth_yoy": -0.0328975999742106, "quarterly_earnings_growth_yoy": -0.5130309315537921, "revenue_growth_qoq": 0.0, "gross_margin": 0.7, "operating_margin": 0.12962962962962962, "net_margin": 0.1, "roa_ttm": 0.00609384475282271, "roe_ttm": 0.06033701923527068, "debt_to_ebitda": 5.088927689167288, "net_debt_to_ebitda": 0.0, "interest_coverage": 11.482609756097562, "debt_to_equity": 0.48764979277233206, "current_ratio": 71.69183584386941, "quick_ratio": 71.57594020661189, "fcf_to_ebitda": -0.1653868947103467, "capex_to_revenue": 0.02593389357354592, "working_capital_to_revenue": 4.151056206291191, "capital_efficiency": 0.033215431994046696, "financial_health": -0.38418383589470495, "margin_quality": 0.3098765432098765, "growth_momentum": -0.27296426576400135, "company_age_years": 30.26420260095825, "ebitda": 470787000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 4.092904897703203, "revenue_cagr_3y": 0.33845391197208974, "revenue_cagr_5y": 0.24413943974613117, "earnings_cagr_3y": 0.9815784661702271, "quarterly_revenue_growth_yoy": 0.5380685171645275, "quarterly_earnings_growth_yoy": 3.826220061228165, "revenue_growth_qoq": 0.6166666666666667, "gross_margin": 0.6643757159221076, "operating_margin": 0.6197021764032073, "net_margin": 0.6139747995418099, "roa_ttm": 0.008688100686498855, "roe_ttm": 0.09190635749777042, "debt_to_ebitda": 5.657318155462732, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.80439393939394, "debt_to_equity": 0.6091149190979742, "current_ratio": 6.77585060690943, "quick_ratio": 6.7675560224089635, "fcf_to_ebitda": -0.25425220982380575, "capex_to_revenue": 0.02190009303289205, "working_capital_to_revenue": 4.89158959723835, "capital_efficiency": 0.05029722909213463, "financial_health": -0.2577121662435927, "margin_quality": 0.6326842306223749, "growth_momentum": 2.182144289196346, "company_age_years": 30.5160848733744, "ebitda": 845090000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 0.7515443469735967, "revenue_cagr_3y": 0.19903015108739774, "revenue_cagr_5y": 0.21263176779710657, "earnings_cagr_3y": 0.3622259905507017, "quarterly_revenue_growth_yoy": 0.5444444444444444, "quarterly_earnings_growth_yoy": 16.923076923076923, "revenue_growth_qoq": -0.012993222316767635, "gross_margin": 1.001199040767386, "operating_margin": 0.36810551558752996, "net_margin": 0.2793764988009592, "roa_ttm": 0.012164103208702806, "roe_ttm": 0.13288041443015852, "debt_to_ebitda": 3.3889890742688187, "net_debt_to_ebitda": 0.0, "interest_coverage": 29.02447727272727, "debt_to_equity": 0.5402571464236675, "current_ratio": 9.60281434407626, "quick_ratio": 9.595551520653654, "fcf_to_ebitda": 2.017099986923263, "capex_to_revenue": 0.019310286389396563, "working_capital_to_revenue": 6.1294077353048, "capital_efficiency": 0.07252225881943067, "financial_health": -0.11894890411962009, "margin_quality": 0.549560351718625, "growth_momentum": 8.733760683760684, "company_age_years": 31.014373716632445, "ebitda": 1277077000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 5.635430906752411, "revenue_cagr_3y": 0.293251609720222, "revenue_cagr_5y": 0.18461165007506763, "earnings_cagr_3y": 0.8189881384351763, "quarterly_revenue_growth_yoy": 0.5348226018396847, "quarterly_earnings_growth_yoy": 0.867816091954023, "revenue_growth_qoq": 0.09260991580916744, "gross_margin": 0.627568493150685, "operating_margin": 0.3638698630136986, "net_margin": 0.2782534246575342, "roa_ttm": 0.013012660013400571, "roe_ttm": 0.12775533756491633, "debt_to_ebitda": 5.210289389067524, "net_debt_to_ebitda": 1.5704180064308682, "interest_coverage": 4.038961038961039, "debt_to_equity": 0.9350259665320254, "current_ratio": 0.19654597328849255, "quick_ratio": 0.19654597328849255, "fcf_to_ebitda": 0.6469453376205788, "capex_to_revenue": 0.005518234165067178, "working_capital_to_revenue": -13.98584452975048, "capital_efficiency": 0.07038399878915845, "financial_health": -0.06687761025220962, "margin_quality": 0.4232305936073059, "growth_momentum": 0.7013193468968538, "company_age_years": 33.2621492128679, "ebitda": 1555000000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 4.961851701363963, "revenue_cagr_3y": 0.12167099068808107, "revenue_cagr_5y": 0.1104898207467786, "earnings_cagr_3y": -0.3653729307169733, "quarterly_revenue_growth_yoy": 0.3333333333333333, "quarterly_earnings_growth_yoy": -0.4830188679245283, "revenue_growth_qoq": 0.0547945205479452, "gross_margin": 0.5251623376623377, "operating_margin": 0.15746753246753248, "net_margin": 0.1112012987012987, "roa_ttm": 0.011861921897907505, "roe_ttm": 0.11520357731230878, "debt_to_ebitda": 2.6302943287867913, "net_debt_to_ebitda": 0.5204594400574301, "interest_coverage": 2.9326315789473685, "debt_to_equity": 0.43116027300541304, "current_ratio": 0.15795272435897437, "quick_ratio": 0.1578525641025641, "fcf_to_ebitda": 0.6676238334529792, "capex_to_revenue": 0.006478999106344951, "working_capital_to_revenue": -13.147676496872208, "capital_efficiency": 0.06353274960510814, "financial_health": -0.10053968385331064, "margin_quality": 0.2646103896103896, "growth_momentum": -0.0748427672955975, "company_age_years": 33.51403148528405, "ebitda": 1393000000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 7.563219512195122, "revenue_cagr_3y": 0.13821431212386415, "revenue_cagr_5y": 0.20106226664834304, "earnings_cagr_3y": -0.08666402237976822, "quarterly_revenue_growth_yoy": 0.23733862959285004, "quarterly_earnings_growth_yoy": -0.3082706766917293, "revenue_growth_qoq": 0.011363636363636364, "gross_margin": 0.5834670947030498, "operating_margin": 0.14285714285714285, "net_margin": 0.1476725521669342, "roa_ttm": 0.0109844356547189, "roe_ttm": 0.09971098265895954, "debt_to_ebitda": 3.0073170731707317, "net_debt_to_ebitda": 1.104878048780488, "interest_coverage": 2.6226012793176974, "debt_to_equity": 0.4111827478879502, "current_ratio": 0.15588773642464918, "quick_ratio": 0.15588773642464918, "fcf_to_ebitda": 1.0260162601626017, "capex_to_revenue": 0.00784729586426299, "working_capital_to_revenue": -12.323860021208908, "capital_efficiency": 0.055347709156839224, "financial_health": -0.09917954361846293, "margin_quality": 0.2913322632423756, "growth_momentum": -0.03546602354943963, "company_age_years": 33.765913757700204, "ebitda": 1230000000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "FHN", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 8.337493542210618, "revenue_cagr_3y": 0.14318714063016014, "revenue_cagr_5y": 0.1863698116674808, "earnings_cagr_3y": -0.062477349140498406, "quarterly_revenue_growth_yoy": 0.16557530402245088, "quarterly_earnings_growth_yoy": -0.2350597609561753, "revenue_growth_qoq": 0.0, "gross_margin": 0.6003210272873194, "operating_margin": 0.20385232744783308, "net_margin": 0.15409309791332262, "roa_ttm": 0.010244624017408525, "roe_ttm": 0.09439062851993692, "debt_to_ebitda": 3.3664055700609223, "net_debt_to_ebitda": 1.0739773716275023, "interest_coverage": 2.564732142857143, "debt_to_equity": 0.43568371254787114, "current_ratio": 0.15646268375150557, "quick_ratio": 0.15646268375150557, "fcf_to_ebitda": 1.8833768494342906, "capex_to_revenue": 0.008585445625511038, "working_capital_to_revenue": -11.882461161079313, "capital_efficiency": 0.05231762626867272, "financial_health": -0.09902236582801008, "margin_quality": 0.31942215088282505, "growth_momentum": -0.034742228466862216, "company_age_years": 34.01505817932922, "ebitda": 1149000000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 8.559805318958249, "revenue_cagr_3y": 0.11289686288564815, "revenue_cagr_5y": 0.07756312401058563, "earnings_cagr_3y": 0.21625752900170636, "quarterly_revenue_growth_yoy": 0.1304828495270897, "quarterly_earnings_growth_yoy": 2.5489090049314327, "revenue_growth_qoq": 0.02352205192367845, "gross_margin": 0.8316587757942199, "operating_margin": 0.33816815786133064, "net_margin": 0.24699684521822532, "roa_ttm": 0.01311556771896899, "roe_ttm": 0.1367356160737707, "debt_to_ebitda": 4.2236475227542805, "net_debt_to_ebitda": 2.3486300960625637, "interest_coverage": 10.133095642521988, "debt_to_equity": 0.812116216418039, "current_ratio": 0.1935038137839252, "quick_ratio": 0.19327851688281525, "fcf_to_ebitda": 0.8343833606628118, "capex_to_revenue": 0.03272537440046983, "working_capital_to_revenue": -13.707091308343959, "capital_efficiency": 0.07492559189636984, "financial_health": -0.4942532528255568, "margin_quality": 0.4722745929579253, "growth_momentum": 1.3396959272292612, "company_age_years": 28.966461327857633, "ebitda": 602524000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 7.3114785971682785, "revenue_cagr_3y": 0.20842100772632288, "revenue_cagr_5y": 0.1562248868720133, "earnings_cagr_3y": 0.07032572992219599, "quarterly_revenue_growth_yoy": 0.03154613178245959, "quarterly_earnings_growth_yoy": -0.4033191620140347, "revenue_growth_qoq": 0.06346022315458508, "gross_margin": 0.6530630202558823, "operating_margin": 0.19847596923780864, "net_margin": 0.14909455678158492, "roa_ttm": 0.007744042814095395, "roe_ttm": 0.08294590426854079, "debt_to_ebitda": 4.706061730532947, "net_debt_to_ebitda": 2.3094442932653854, "interest_coverage": 8.084276628934843, "debt_to_equity": 0.5647170138421617, "current_ratio": 0.22226635345368653, "quick_ratio": 0.22199801807489222, "fcf_to_ebitda": -0.9357758371883993, "capex_to_revenue": 0.02042944355937576, "working_capital_to_revenue": -14.317682025695808, "capital_efficiency": 0.04534497354131809, "financial_health": -0.43385365991908587, "margin_quality": 0.33354451542509195, "growth_momentum": -0.18588651511578758, "company_age_years": 30.46406570841889, "ebitda": 606345000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 6.024332350550404, "revenue_cagr_3y": 0.08289308825301167, "revenue_cagr_5y": 0.12502748975963573, "earnings_cagr_3y": -0.022376356263332342, "quarterly_revenue_growth_yoy": -0.10162780250745293, "quarterly_earnings_growth_yoy": -0.32530244757820903, "revenue_growth_qoq": -0.12013701238135006, "gross_margin": 0.8146359469125992, "operating_margin": 0.23885875543902205, "net_margin": 0.1665099888901213, "roa_ttm": 0.007069517281291528, "roe_ttm": 0.07403848166329749, "debt_to_ebitda": 3.841686414174118, "net_debt_to_ebitda": 0.6293846355207142, "interest_coverage": 9.91571038251366, "debt_to_equity": 0.44046016401877996, "current_ratio": 0.20835339154278734, "quick_ratio": 0.2082341026319375, "fcf_to_ebitda": 0.00823195514101098, "capex_to_revenue": 0.01850420114103396, "working_capital_to_revenue": -15.140185198329007, "capital_efficiency": 0.04055399947229451, "financial_health": -0.2863597680968624, "margin_quality": 0.4066682304139142, "growth_momentum": -0.213465125042831, "company_age_years": 30.715947980835043, "ebitda": 580664000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 3.564069871168791, "revenue_cagr_3y": 0.1336626403085759, "revenue_cagr_5y": 0.12178713777986716, "earnings_cagr_3y": 0.7190876869695288, "quarterly_revenue_growth_yoy": -0.09263035246140403, "quarterly_earnings_growth_yoy": -0.00840563276284908, "revenue_growth_qoq": -0.0031293128058171396, "gross_margin": 0.8930887932292426, "operating_margin": 0.34132679118634174, "net_margin": 0.2743488253319714, "roa_ttm": 0.006870149421742139, "roe_ttm": 0.07240298728972006, "debt_to_ebitda": 2.4212616351796714, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.425032073527246, "debt_to_equity": 0.2771407546963634, "current_ratio": 0.2648429344084168, "quick_ratio": 0.2639695818268335, "fcf_to_ebitda": -0.02212355676376544, "capex_to_revenue": 0.013025484983176173, "working_capital_to_revenue": -14.928061694290976, "capital_efficiency": 0.039636568355731094, "financial_health": -0.15688689407492937, "margin_quality": 0.502921469915852, "growth_momentum": -0.050517992612126555, "company_age_years": 30.967830253251197, "ebitda": 590773000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 6.2793105694414235, "revenue_cagr_3y": 0.11058822473281338, "revenue_cagr_5y": 0.1078173313059192, "earnings_cagr_3y": 0.21947709882229138, "quarterly_revenue_growth_yoy": -0.1139609428434345, "quarterly_earnings_growth_yoy": 3.8569092183484335, "revenue_growth_qoq": -0.05010032102728732, "gross_margin": 0.9666169329055078, "operating_margin": 0.45366023200127503, "net_margin": 0.3592601766988688, "roa_ttm": 0.009468407618838562, "roe_ttm": 0.10118106048820577, "debt_to_ebitda": 1.8392074301579167, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.626724137931035, "debt_to_equity": 0.28991980769189785, "current_ratio": 0.2531433129658657, "quick_ratio": 0.25278980735633233, "fcf_to_ebitda": -0.011905508094934352, "capex_to_revenue": 0.012115718750264591, "working_capital_to_revenue": -15.863061808079848, "capital_efficiency": 0.055324734053522166, "financial_health": -0.17429399534581508, "margin_quality": 0.5931791138685506, "growth_momentum": 1.8714741377524995, "company_age_years": 31.21423682409309, "ebitda": 813657000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 5.202348416869632, "revenue_cagr_3y": 0.08836040201912687, "revenue_cagr_5y": 0.10195601843592206, "earnings_cagr_3y": 0.18754397400039347, "quarterly_revenue_growth_yoy": -0.16834252455391782, "quarterly_earnings_growth_yoy": 0.9980255815949867, "revenue_growth_qoq": -0.0018107697595689484, "gross_margin": 0.9879095088779024, "operating_margin": 0.46748744781947943, "net_margin": 0.35819402496970165, "roa_ttm": 0.011199326871083621, "roe_ttm": 0.11747033152249245, "debt_to_ebitda": 1.5187959388083665, "net_debt_to_ebitda": 0.0, "interest_coverage": 29.806625004047536, "debt_to_equity": 0.26692541822634835, "current_ratio": 0.29110811650638924, "quick_ratio": 0.29106446149079024, "fcf_to_ebitda": 1.427688540582585, "capex_to_revenue": 0.010442752117538588, "working_capital_to_revenue": -11.388489548364413, "capital_efficiency": 0.06433482919678804, "financial_health": -0.17185133478434123, "margin_quality": 0.6045303272223612, "growth_momentum": 0.4148415285205344, "company_age_years": 31.463381245722108, "ebitda": 920518000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 5.165135626686324, "revenue_cagr_3y": 0.08268197415994205, "revenue_cagr_5y": 0.10213610253708771, "earnings_cagr_3y": 0.19642146050624865, "quarterly_revenue_growth_yoy": -0.04091562856275263, "quarterly_earnings_growth_yoy": 1.0395854718588247, "revenue_growth_qoq": 0.014675951753457862, "gross_margin": 0.9626151037331812, "operating_margin": 0.45635395357743447, "net_margin": 0.3540995603449747, "roa_ttm": 0.012799246048339184, "roe_ttm": 0.13525638316464242, "debt_to_ebitda": 1.4185286978696563, "net_debt_to_ebitda": 0.0, "interest_coverage": 37.46993148946968, "debt_to_equity": 0.2791479671230707, "current_ratio": 0.3095550888808938, "quick_ratio": 0.3090784226971141, "fcf_to_ebitda": 1.0074868213949537, "capex_to_revenue": 0.012905530496120119, "working_capital_to_revenue": -11.55544482781758, "capital_efficiency": 0.0740278146064908, "financial_health": -0.18214993674994875, "margin_quality": 0.5910228725518634, "growth_momentum": 0.499334921648036, "company_age_years": 31.71526351813826, "ebitda": 1033683000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 4.95734865168369, "revenue_cagr_3y": 0.07965333507460581, "revenue_cagr_5y": 0.09977841151363642, "earnings_cagr_3y": 0.24015456867197305, "quarterly_revenue_growth_yoy": -0.02351524879614767, "quarterly_earnings_growth_yoy": 0.33238037617429805, "revenue_growth_qoq": 0.014956612741464266, "gross_margin": 1.054626149719435, "operating_margin": 0.5031960519138953, "net_margin": 0.37433968185180483, "roa_ttm": 0.013267704197687446, "roe_ttm": 0.14357121280773297, "debt_to_ebitda": 1.3097055762041996, "net_debt_to_ebitda": 0.0, "interest_coverage": 43.17719325271509, "debt_to_equity": 0.27721681014952426, "current_ratio": 0.28457466531220593, "quick_ratio": 0.28402855701452534, "fcf_to_ebitda": 0.6850729481357798, "capex_to_revenue": 0.012339011414797875, "working_capital_to_revenue": -16.90142958339078, "capital_efficiency": 0.0784194585027102, "financial_health": -0.17610101680738616, "margin_quality": 0.6440539611617117, "growth_momentum": 0.15443256368907518, "company_age_years": 31.967145790554415, "ebitda": 1121139000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 8.147203174142353, "revenue_cagr_3y": 0.07974686300742118, "revenue_cagr_5y": 0.15113596262898765, "earnings_cagr_3y": 0.10699950905772249, "quarterly_revenue_growth_yoy": 0.42074501072199766, "quarterly_earnings_growth_yoy": 0.026786159818764282, "revenue_growth_qoq": 0.16015326488681308, "gross_margin": 0.7525706915525123, "operating_margin": 0.3417136365967081, "net_margin": 0.270538908456954, "roa_ttm": 0.012688523609818612, "roe_ttm": 0.16933348913412372, "debt_to_ebitda": 4.699471621425461, "net_debt_to_ebitda": 2.8226506024096385, "interest_coverage": 6.740308788133769, "debt_to_equity": 1.0849899269426857, "current_ratio": 0.24303274721612278, "quick_ratio": 0.25097262718475977, "fcf_to_ebitda": 1.1239018725504428, "capex_to_revenue": 0.012097046399938279, "working_capital_to_revenue": -15.093430747272388, "capital_efficiency": 0.09101100637197117, "financial_health": -0.8857124345799373, "margin_quality": 0.45494107886872487, "growth_momentum": 0.22376558527038098, "company_age_years": 32.96646132785763, "ebitda": 1033350000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 6.279237711256141, "revenue_cagr_3y": 0.11745195204564651, "revenue_cagr_5y": 0.16621488574022325, "earnings_cagr_3y": 0.737794863701551, "quarterly_revenue_growth_yoy": 0.5729483923927303, "quarterly_earnings_growth_yoy": 0.18196062840204166, "revenue_growth_qoq": 0.07827576640857857, "gross_margin": 0.6888830903431046, "operating_margin": 0.3168660052260071, "net_margin": 0.24649658773192998, "roa_ttm": 0.012759131323119614, "roe_ttm": 0.16540953810483153, "debt_to_ebitda": 5.175127086663115, "net_debt_to_ebitda": 2.0951882806487894, "interest_coverage": 4.578669196368072, "debt_to_equity": 1.1729447625117135, "current_ratio": 0.25986696012400745, "quick_ratio": 0.25986696012400745, "fcf_to_ebitda": 1.2307566373645888, "capex_to_revenue": 0.012184302190211013, "working_capital_to_revenue": -13.383561919050914, "capital_efficiency": 0.08908433471397557, "financial_health": -1.025002711653716, "margin_quality": 0.41741522776701395, "growth_momentum": 0.377454510397386, "company_age_years": 33.21286789869952, "ebitda": 1081152000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 6.0481722937314855, "revenue_cagr_3y": 0.1148224312513042, "revenue_cagr_5y": 0.16519378487030045, "earnings_cagr_3y": 0.23163407107449774, "quarterly_revenue_growth_yoy": 0.5716375277204113, "quarterly_earnings_growth_yoy": -0.02213959966751286, "revenue_growth_qoq": 0.05597046318323093, "gross_margin": 0.6045261606961405, "operating_margin": 0.2560471206606684, "net_margin": 0.20104337945941952, "roa_ttm": 0.01294329157554495, "roe_ttm": 0.1641564879494694, "debt_to_ebitda": 3.808499863659382, "net_debt_to_ebitda": 1.936494024199996, "interest_coverage": 3.5511837476779573, "debt_to_equity": 0.8585952868441126, "current_ratio": 0.23273738345938644, "quick_ratio": 0.23273738345938644, "fcf_to_ebitda": 1.542453871424305, "capex_to_revenue": 0.010169062108059339, "working_capital_to_revenue": -12.406691248024481, "capital_efficiency": 0.08854988976250718, "financial_health": -0.807578874522913, "margin_quality": 0.35387222027207615, "growth_momentum": 0.2747489640264492, "company_age_years": 33.46201232032854, "ebitda": 1078182000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 5.061163551792477, "revenue_cagr_3y": 0.16043363928242393, "revenue_cagr_5y": 0.15638211686971437, "earnings_cagr_3y": 0.019705809895681492, "quarterly_revenue_growth_yoy": 0.3108586524953592, "quarterly_earnings_growth_yoy": -0.5218031559661945, "revenue_growth_qoq": -0.007663689101557449, "gross_margin": 0.516576196044892, "operating_margin": 0.14451329132703822, "net_margin": 0.11298064335957272, "roa_ttm": 0.011444227644304047, "roe_ttm": 0.14968928519946625, "debt_to_ebitda": 2.96832679250314, "net_debt_to_ebitda": 0.7447743016795244, "interest_coverage": 2.756325828278115, "debt_to_equity": 0.6183290654222499, "current_ratio": 0.2261192741280794, "quick_ratio": 0.2261192741280794, "fcf_to_ebitda": 1.6589908463647338, "capex_to_revenue": 0.00882446616894762, "working_capital_to_revenue": -11.774938153120141, "capital_efficiency": 0.08056675642188516, "financial_health": -0.5607365114454888, "margin_quality": 0.258023376910501, "growth_momentum": -0.10547225173541766, "company_age_years": 33.713894592744694, "ebitda": 945089000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 5.746338808540817, "revenue_cagr_3y": 0.15540750660976088, "revenue_cagr_5y": 0.14730428634597792, "earnings_cagr_3y": -0.22379177906759518, "quarterly_revenue_growth_yoy": 0.11179303517124138, "quarterly_earnings_growth_yoy": -0.6581571657676046, "revenue_growth_qoq": -0.016026390658544675, "gross_margin": 0.5310481515381578, "operating_margin": 0.10684679443060847, "net_margin": 0.0831825567452124, "roa_ttm": 0.009090607527555724, "roe_ttm": 0.10619252799759688, "debt_to_ebitda": 1.8003697981307465, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.249091385537364, "debt_to_equity": 0.27765819211080955, "current_ratio": 0.25032652026226077, "quick_ratio": 0.2722924234595882, "fcf_to_ebitda": 1.5835667789569667, "capex_to_revenue": 0.00949728973235849, "working_capital_to_revenue": -11.259269197901142, "capital_efficiency": 0.0576415677625763, "financial_health": -0.20036644577279078, "margin_quality": 0.24035916757132622, "growth_momentum": -0.2731820652981816, "company_age_years": 33.96577686516085, "ebitda": 789620000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 8.429963719703483, "revenue_cagr_3y": 0.200756169278679, "revenue_cagr_5y": 0.0906558920083711, "earnings_cagr_3y": -0.12693734858918193, "quarterly_revenue_growth_yoy": 0.09933681164792368, "quarterly_earnings_growth_yoy": -0.3841134948233816, "revenue_growth_qoq": 0.06619506115025389, "gross_margin": 0.5365517669737511, "operating_margin": 0.17858624353647634, "net_margin": 0.138095914143554, "roa_ttm": 0.007788954045717632, "roe_ttm": 0.09287776324762581, "debt_to_ebitda": 3.5037761717751494, "net_debt_to_ebitda": 0.047449050728510675, "interest_coverage": 1.8922674405821955, "debt_to_equity": 0.48076672436656, "current_ratio": 0.2377901866242499, "quick_ratio": 0.2377901866242499, "fcf_to_ebitda": 1.3188730160574442, "capex_to_revenue": 0.012721707677169606, "working_capital_to_revenue": -11.185398343108298, "capital_efficiency": 0.050333358646671725, "financial_health": -0.36512375380247575, "margin_quality": 0.28441130821792715, "growth_momentum": -0.14238834158772895, "company_age_years": 34.21492128678987, "ebitda": 688528000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 10.98701669377706, "revenue_cagr_3y": 0.09527693675779947, "revenue_cagr_5y": 0.044768498463944706, "earnings_cagr_3y": 0.1642252073453514, "quarterly_revenue_growth_yoy": -0.04134539400495623, "quarterly_earnings_growth_yoy": 0.006585079832817151, "revenue_growth_qoq": 0.009868181781445232, "gross_margin": 0.8686935783340803, "operating_margin": 0.4028747038862923, "net_margin": 0.2679108777770664, "roa_ttm": 0.010968326779002991, "roe_ttm": 0.08055364978527241, "debt_to_ebitda": 2.886627778405712, "net_debt_to_ebitda": 0.0, "interest_coverage": 20.177392166584035, "debt_to_equity": 0.34297850972332106, "current_ratio": 0.20007667017331074, "quick_ratio": 0.19569372257593395, "fcf_to_ebitda": 0.8365710185808569, "capex_to_revenue": 0.010616216608741081, "working_capital_to_revenue": -15.796718513931388, "capital_efficiency": 0.0457609882821377, "financial_health": -0.062399790820207496, "margin_quality": 0.5131597199991463, "growth_momentum": -0.01738015708606954, "company_age_years": 25.765913757700204, "ebitda": 203489000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 9.699389562545287, "revenue_cagr_3y": 0.07753777297784525, "revenue_cagr_5y": 0.07501977660968184, "earnings_cagr_3y": 0.08811117641497934, "quarterly_revenue_growth_yoy": 0.12784291680051396, "quarterly_earnings_growth_yoy": 0.11822163314700627, "revenue_growth_qoq": -0.009695798722270015, "gross_margin": 0.8644464856628145, "operating_margin": 0.4202892358960118, "net_margin": 0.27634061763470263, "roa_ttm": 0.010241347647709726, "roe_ttm": 0.06710850523712314, "debt_to_ebitda": 1.9794629372582913, "net_debt_to_ebitda": 0.0, "interest_coverage": 17.437813974729792, "debt_to_equity": 0.20129577572320329, "current_ratio": 0.25755824967597757, "quick_ratio": 0.25462026482138905, "fcf_to_ebitda": 0.7411631703463146, "capex_to_revenue": 0.014718240014426112, "working_capital_to_revenue": -15.257960508520423, "capital_efficiency": 0.038674926442416435, "financial_health": 0.013240934592122514, "margin_quality": 0.5203587797311763, "growth_momentum": 0.12303227497376013, "company_age_years": 27.014373716632445, "ebitda": 229098000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 10.480971170757819, "revenue_cagr_3y": 0.19504332063093566, "revenue_cagr_5y": 0.16483686829291333, "earnings_cagr_3y": 0.1948606513450286, "quarterly_revenue_growth_yoy": 0.47773825152811306, "quarterly_earnings_growth_yoy": 0.367872899539526, "revenue_growth_qoq": 0.07359584843931881, "gross_margin": 0.8634620252862254, "operating_margin": 0.4039586746464275, "net_margin": 0.27100299479850787, "roa_ttm": 0.008976068869498961, "roe_ttm": 0.05261037372202033, "debt_to_ebitda": 2.2335665672554867, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.274839254705027, "debt_to_equity": 0.1789813419334202, "current_ratio": 0.24022511189920484, "quick_ratio": 0.21640412554172733, "fcf_to_ebitda": 0.5879636002141164, "capex_to_revenue": 0.020733236531624885, "working_capital_to_revenue": -15.879937724557875, "capital_efficiency": 0.030793221295759645, "financial_health": 0.017097569556443676, "margin_quality": 0.5128078982437203, "growth_momentum": 0.42280557553381953, "company_age_years": 27.515400410677618, "ebitda": 261540000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 8.980008039968121, "revenue_cagr_3y": 0.17013666230678082, "revenue_cagr_5y": 0.1703718973476276, "earnings_cagr_3y": -0.18542962818728115, "quarterly_revenue_growth_yoy": 0.472555600998491, "quarterly_earnings_growth_yoy": -0.5403518641640669, "revenue_growth_qoq": -0.0025505939444887588, "gross_margin": 0.8628590856633896, "operating_margin": 0.4063851285022674, "net_margin": 0.08607520986069943, "roa_ttm": 0.007900798779198802, "roe_ttm": 0.046468016034414125, "debt_to_ebitda": 2.001330632278541, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.148693564767797, "debt_to_equity": 0.1759073361456305, "current_ratio": 0.25216766233636395, "quick_ratio": 0.2318721081493673, "fcf_to_ebitda": 0.8411105688716308, "capex_to_revenue": 0.01905015909410569, "working_capital_to_revenue": -14.193508323580692, "capital_efficiency": 0.027184407406806464, "financial_health": 0.01256354954360095, "margin_quality": 0.4517731413421188, "growth_momentum": -0.033898131582787955, "company_age_years": 27.76728268309377, "ebitda": 284827000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 10.055315529768473, "revenue_cagr_3y": 0.17374426511370822, "revenue_cagr_5y": 0.15970723770625983, "earnings_cagr_3y": 0.21237649896078126, "quarterly_revenue_growth_yoy": 0.40923105405193716, "quarterly_earnings_growth_yoy": 0.5899920121621274, "revenue_growth_qoq": -0.052282010640284635, "gross_margin": 0.8569053766592054, "operating_margin": 0.4022262532148289, "net_margin": 0.3117866111534983, "roa_ttm": 0.009316905286668927, "roe_ttm": 0.053356290212600264, "debt_to_ebitda": 1.644844420723821, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.197087546452337, "debt_to_equity": 0.1545058873138329, "current_ratio": 0.23295452728593788, "quick_ratio": 0.21755644340381838, "fcf_to_ebitda": 1.0936422544342468, "capex_to_revenue": 0.016561173891709427, "working_capital_to_revenue": -13.308141642235247, "capital_efficiency": 0.0313365977496346, "financial_health": -0.010820517247704504, "margin_quality": 0.5236394136758442, "growth_momentum": 0.49961153310703227, "company_age_years": 28.01368925393566, "ebitda": 305407000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 9.451072008225754, "revenue_cagr_3y": 0.1964341984023632, "revenue_cagr_5y": 0.17769145298772515, "earnings_cagr_3y": 0.23941632496555432, "quarterly_revenue_growth_yoy": 0.09494849008517468, "quarterly_earnings_growth_yoy": 0.7883375158530991, "revenue_growth_qoq": 0.0789041538873534, "gross_margin": 0.8357022765270903, "operating_margin": 0.4004879944924998, "net_margin": 0.3103776103256263, "roa_ttm": 0.010552748304929043, "roe_ttm": 0.062510080753971, "debt_to_ebitda": 1.2965814699350489, "net_debt_to_ebitda": 0.0, "interest_coverage": 11.58525521157975, "debt_to_equity": 0.133777734602082, "current_ratio": 0.22656655471234985, "quick_ratio": 0.22501914327070807, "fcf_to_ebitda": 0.9050391709683494, "capex_to_revenue": 0.016535081903981293, "working_capital_to_revenue": -13.209674192109736, "capital_efficiency": 0.036531414529450024, "financial_health": -0.015390902101734404, "margin_quality": 0.5155226271150721, "growth_momentum": 0.4416430029691369, "company_age_years": 28.262833675564682, "ebitda": 334559000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 8.660039118568383, "revenue_cagr_3y": 0.204517584685856, "revenue_cagr_5y": 0.17952008675342257, "earnings_cagr_3y": 0.22491319196445758, "quarterly_revenue_growth_yoy": 0.03280426818492284, "quarterly_earnings_growth_yoy": 0.13525326941379676, "revenue_growth_qoq": 0.012663503912854111, "gross_margin": 0.8100966096443156, "operating_margin": 0.38078721367426505, "net_margin": 0.2978851321040924, "roa_ttm": 0.01096367073329434, "roe_ttm": 0.06470584978505922, "debt_to_ebitda": 1.2460708407182168, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.166266721831471, "debt_to_equity": 0.1273705618480724, "current_ratio": 0.2422663013318535, "quick_ratio": 0.24096316592674805, "fcf_to_ebitda": 1.0227008061434206, "capex_to_revenue": 0.009182329186680662, "working_capital_to_revenue": -13.058595477813455, "capital_efficiency": 0.03783476025917678, "financial_health": -0.006807822026833124, "margin_quality": 0.4962563184742244, "growth_momentum": 0.0840287687993598, "company_age_years": 28.514715947980836, "ebitda": 332323000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 7.950334051625327, "revenue_cagr_3y": 0.19648269459205925, "revenue_cagr_5y": 0.1909192999416518, "earnings_cagr_3y": 0.24080155729334196, "quarterly_revenue_growth_yoy": 0.02487681308630506, "quarterly_earnings_growth_yoy": 2.557719054242003, "revenue_growth_qoq": -0.010206677118452025, "gross_margin": 0.7821833065450604, "operating_margin": 0.3724208499981311, "net_margin": 0.2987982656150712, "roa_ttm": 0.013316123042635053, "roe_ttm": 0.07883506826127498, "debt_to_ebitda": 1.2569559702290893, "net_debt_to_ebitda": 0.0, "interest_coverage": 8.01973281039343, "debt_to_equity": 0.1264697271271217, "current_ratio": 0.23857696457442804, "quick_ratio": 0.2373995191917663, "fcf_to_ebitda": 0.8764904558861737, "capex_to_revenue": 0.006862359553899106, "working_capital_to_revenue": -12.957400144708343, "capital_efficiency": 0.046075595651955015, "financial_health": -0.019277862654209603, "margin_quality": 0.4844674740527542, "growth_momentum": 1.291297933664154, "company_age_years": 28.76659822039699, "ebitda": 327165000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 8.832914987292183, "revenue_cagr_3y": 0.22222785804838874, "revenue_cagr_5y": 0.14076943661215413, "earnings_cagr_3y": 0.2834103972755644, "quarterly_revenue_growth_yoy": 0.11688919902401101, "quarterly_earnings_growth_yoy": 0.014077918942571748, "revenue_growth_qoq": 0.08481622998544396, "gross_margin": 0.7731145643769446, "operating_margin": 0.35530806839814494, "net_margin": 0.281806898518152, "roa_ttm": 0.013037117643777789, "roe_ttm": 0.0777510619828439, "debt_to_ebitda": 1.091358988988592, "net_debt_to_ebitda": 0.0, "interest_coverage": 6.731105725786577, "debt_to_equity": 0.10729131234743651, "current_ratio": 0.24900314978878363, "quick_ratio": 0.24801863241153138, "fcf_to_ebitda": 0.6654258873352027, "capex_to_revenue": 0.008695887037872743, "working_capital_to_revenue": -12.420990320522272, "capital_efficiency": 0.04539408981331085, "financial_health": -0.00764133036294784, "margin_quality": 0.4700765104310805, "growth_momentum": 0.06548355898329138, "company_age_years": 29.2621492128679, "ebitda": 327751000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 6.27235527242837, "revenue_cagr_3y": 0.13376801701097207, "revenue_cagr_5y": 0.17915005096564296, "earnings_cagr_3y": 0.12443367562178653, "quarterly_revenue_growth_yoy": 0.1917051734693022, "quarterly_earnings_growth_yoy": -0.21606380287767643, "revenue_growth_qoq": 0.31167704328642704, "gross_margin": 0.7395330835136609, "operating_margin": 0.22415861789905175, "net_margin": 0.18538027128305273, "roa_ttm": 0.008466522911992324, "roe_ttm": 0.05291249935979209, "debt_to_ebitda": 1.670311766087365, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.692761870887427, "debt_to_equity": 0.10843156802700427, "current_ratio": 0.24264061459145775, "quick_ratio": 0.24116661611748202, "fcf_to_ebitda": 0.6392489138093002, "capex_to_revenue": 0.014477067837920604, "working_capital_to_revenue": -16.13741468346359, "capital_efficiency": 0.030689511135892206, "financial_health": 0.012131620023162107, "margin_quality": 0.38302399089858846, "growth_momentum": -0.012179314704187122, "company_age_years": 30.26420260095825, "ebitda": 272512000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 4.813822274624179, "revenue_cagr_3y": 0.1751396867844799, "revenue_cagr_5y": 0.22387757710059875, "earnings_cagr_3y": 0.22297842072068308, "quarterly_revenue_growth_yoy": 0.46450770278541686, "quarterly_earnings_growth_yoy": 0.5733191844159782, "revenue_growth_qoq": 0.19546454144015762, "gross_margin": 0.8781894118443476, "operating_margin": 0.3907439728982773, "net_margin": 0.30546537672513, "roa_ttm": 0.01002409905431689, "roe_ttm": 0.0609119141893233, "debt_to_ebitda": 1.3272995237282614, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.098760414549888, "debt_to_equity": 0.10024321367301856, "current_ratio": 0.21788801455191548, "quick_ratio": 0.21664345303051652, "fcf_to_ebitda": -0.022432864301338836, "capex_to_revenue": 0.01755536521774363, "working_capital_to_revenue": -15.21569514289941, "capital_efficiency": 0.03546800662182009, "financial_health": -0.001628505940372879, "margin_quality": 0.5247995871559183, "growth_momentum": 0.5189134436006975, "company_age_years": 30.5160848733744, "ebitda": 322295000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 6.696535275476733, "revenue_cagr_3y": 0.1272170955553793, "revenue_cagr_5y": 0.19073209407364033, "earnings_cagr_3y": 0.7256551618248104, "quarterly_revenue_growth_yoy": 0.3556173969796407, "quarterly_earnings_growth_yoy": 0.45958757999525957, "revenue_growth_qoq": -0.11967082355919083, "gross_margin": 0.8874081404756969, "operating_margin": 0.37848130044333295, "net_margin": 0.30882854449043456, "roa_ttm": 0.011038048945994132, "roe_ttm": 0.06725187429321346, "debt_to_ebitda": 1.1734502696391838, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.254948301329396, "debt_to_equity": 0.09822576216603608, "current_ratio": 0.2498082757141195, "quick_ratio": 0.2487287142563986, "fcf_to_ebitda": 0.33752710290765553, "capex_to_revenue": 0.016692506051856005, "working_capital_to_revenue": -13.776348495656439, "capital_efficiency": 0.03914496161960379, "financial_health": 0.019220455286108162, "margin_quality": 0.5249059951364882, "growth_momentum": 0.4076024884874501, "company_age_years": 30.767967145790553, "ebitda": 359740000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 5.484527718173242, "revenue_cagr_3y": 0.14186206402304657, "revenue_cagr_5y": 0.18799428395835016, "earnings_cagr_3y": 0.2010121335931836, "quarterly_revenue_growth_yoy": 0.35989717223650386, "quarterly_earnings_growth_yoy": 1.6602792225568026, "revenue_growth_qoq": -0.014861349791707066, "gross_margin": 0.9496356731477364, "operating_margin": 0.45634356344581595, "net_margin": 0.3627928444645057, "roa_ttm": 0.013160490707714231, "roe_ttm": 0.08210542253348838, "debt_to_ebitda": 0.957931331071238, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.21916037286521, "debt_to_equity": 0.09819447374361195, "current_ratio": 0.28453472454518425, "quick_ratio": 0.2836770037246377, "fcf_to_ebitda": 0.40484451659532883, "capex_to_revenue": 0.016219749645441907, "working_capital_to_revenue": -12.802859130189134, "capital_efficiency": 0.047632956620601304, "financial_health": 0.044904897177214076, "margin_quality": 0.5895906936860194, "growth_momentum": 1.0100881973966533, "company_age_years": 31.014373716632445, "ebitda": 444131000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 3.952326826290986, "revenue_cagr_3y": 0.06657926854421592, "revenue_cagr_5y": 0.1467933647973485, "earnings_cagr_3y": 0.12687743242580996, "quarterly_revenue_growth_yoy": -0.08840801534103904, "quarterly_earnings_growth_yoy": 0.8000227764491515, "revenue_growth_qoq": -0.12073184389773733, "gross_margin": 0.9815114308762964, "operating_margin": 0.46044256771100706, "net_margin": 0.3660505096900945, "roa_ttm": 0.014633116944969068, "roe_ttm": 0.09055848663761151, "debt_to_ebitda": 1.8846082266892128, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.55827053917624, "debt_to_equity": 0.2143442232116663, "current_ratio": 0.3204139751654368, "quick_ratio": 0.31957009554467736, "fcf_to_ebitda": 0.8036100577329077, "capex_to_revenue": 0.015706191665681414, "working_capital_to_revenue": -12.47483495962978, "capital_efficiency": 0.05259580179129029, "financial_health": -0.05006024389258895, "margin_quality": 0.6026681694257994, "growth_momentum": 0.35580738055405625, "company_age_years": 31.263518138261464, "ebitda": 499715000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 3.305897707333343, "revenue_cagr_3y": 0.06210239813140461, "revenue_cagr_5y": 0.12829572207797257, "earnings_cagr_3y": 0.12679780852945632, "quarterly_revenue_growth_yoy": -0.2374844374067348, "quarterly_earnings_growth_yoy": -0.11207893316888923, "revenue_growth_qoq": -3.4738438854557876e-05, "gross_margin": 0.9819662639441078, "operating_margin": 0.4468136025012545, "net_margin": 0.3557030918284633, "roa_ttm": 0.014041834455650796, "roe_ttm": 0.08717589689909148, "debt_to_ebitda": 1.9408406237246563, "net_debt_to_ebitda": 0.0, "interest_coverage": 38.613950883929284, "debt_to_equity": 0.21144628265180332, "current_ratio": 0.33852662099631675, "quick_ratio": 0.6928757801474023, "fcf_to_ebitda": 1.4976580286837107, "capex_to_revenue": 0.014425757712024463, "working_capital_to_revenue": -13.18139401025272, "capital_efficiency": 0.05060886567737114, "financial_health": -0.03708061963825446, "margin_quality": 0.5948276527579419, "growth_momentum": -0.17478168528781202, "company_age_years": 31.515400410677618, "ebitda": 482713000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 4.218215891438534, "revenue_cagr_3y": 0.048387752933489514, "revenue_cagr_5y": 0.11702228441162665, "earnings_cagr_3y": 0.04915721291458808, "quarterly_revenue_growth_yoy": -0.175454198958201, "quarterly_earnings_growth_yoy": -0.2004763451337014, "revenue_growth_qoq": -0.0480565098235998, "gross_margin": 0.9833306301192117, "operating_margin": 0.37848917362744305, "net_margin": 0.2994566539615603, "roa_ttm": 0.012538416883114138, "roe_ttm": 0.07793324669798085, "debt_to_ebitda": 2.0443596563055655, "net_debt_to_ebitda": 0.0, "interest_coverage": 40.19216741924279, "debt_to_equity": 0.2005324429050139, "current_ratio": 0.3321876253313923, "quick_ratio": 0.4942804639629546, "fcf_to_ebitda": 1.2836883416549099, "capex_to_revenue": 0.014517350026712679, "working_capital_to_revenue": -14.923496963438554, "capital_efficiency": 0.04523583179054749, "financial_health": -0.04511986573671187, "margin_quality": 0.5537588192360716, "growth_momentum": -0.1879652720459512, "company_age_years": 31.76728268309377, "ebitda": 462853000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 7.581639721123857, "revenue_cagr_3y": 0.17928264939881933, "revenue_cagr_5y": 0.128862714708047, "earnings_cagr_3y": 0.08529760705377365, "quarterly_revenue_growth_yoy": 0.007540373506311046, "quarterly_earnings_growth_yoy": 0.18916740143594912, "revenue_growth_qoq": -0.02216688626446021, "gross_margin": 0.6288513744047707, "operating_margin": 0.29930575128688197, "net_margin": 0.23341393343321812, "roa_ttm": 0.01242344966258981, "roe_ttm": 0.0747004489885591, "debt_to_ebitda": 1.5422780625039014, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.239154686040188, "debt_to_equity": 0.14349649514952567, "current_ratio": 0.10998639528155436, "quick_ratio": 0.10998639528155436, "fcf_to_ebitda": 0.9327283411432716, "capex_to_revenue": 0.007483153956884248, "working_capital_to_revenue": -13.255389777424297, "capital_efficiency": 0.04356194932557445, "financial_health": -0.031924716694537614, "margin_quality": 0.3871903530416236, "growth_momentum": 0.09835388747113008, "company_age_years": 34.76796714579056, "ebitda": 464579000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 9.470956710283453, "revenue_cagr_3y": 0.060343623568891225, "revenue_cagr_5y": 0.10780252096168241, "earnings_cagr_3y": 0.0567910483770635, "quarterly_revenue_growth_yoy": 0.09471302129295506, "quarterly_earnings_growth_yoy": -0.06873311829648861, "revenue_growth_qoq": 0.006482760836734038, "gross_margin": 0.8829125795148893, "operating_margin": 0.22510395798580904, "net_margin": 0.14171808030904057, "roa_ttm": 0.00684218512024, "roe_ttm": 0.06663764510426931, "debt_to_ebitda": 3.99343346667673, "net_debt_to_ebitda": 0.9769588099273359, "interest_coverage": 14.371973768551847, "debt_to_equity": 0.4948394617293734, "current_ratio": 0.137130784593602, "quick_ratio": 0.11454885194843485, "fcf_to_ebitda": -0.10532184247181606, "capex_to_revenue": 0.044169555641606524, "working_capital_to_revenue": -16.77620887212589, "capital_efficiency": 0.036739915112254655, "financial_health": -0.24840102294280178, "margin_quality": 0.4165782059365796, "growth_momentum": 0.012989951498233225, "company_age_years": 17.70841889117043, "ebitda": 291478000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 6.527082989536813, "revenue_cagr_3y": 0.06999547656807747, "revenue_cagr_5y": 0.062414785964246544, "earnings_cagr_3y": 0.15285462913174963, "quarterly_revenue_growth_yoy": 0.09359690294288944, "quarterly_earnings_growth_yoy": 0.2575796374065349, "revenue_growth_qoq": 0.019099536279541227, "gross_margin": 0.8873938786378873, "operating_margin": 0.30738776980671034, "net_margin": 0.19231462046928355, "roa_ttm": 0.0071018310155138535, "roe_ttm": 0.06897374425353182, "debt_to_ebitda": 2.3788257730204543, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.031029823376121, "debt_to_equity": 0.30637079574370607, "current_ratio": 0.14367908477190494, "quick_ratio": 0.1256488835916224, "fcf_to_ebitda": 0.5060759680614371, "capex_to_revenue": 0.04596880595842584, "working_capital_to_revenue": -16.789808594219945, "capital_efficiency": 0.03803778763452284, "financial_health": -0.2232804694087413, "margin_quality": 0.46236542297129374, "growth_momentum": 0.17558827017471218, "company_age_years": 17.95756331279945, "ebitda": 311473000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 7.573352178138595, "revenue_cagr_3y": 0.08520303532643725, "revenue_cagr_5y": 0.09028011353388621, "earnings_cagr_3y": 0.134090586975667, "quarterly_revenue_growth_yoy": 0.11834913952904313, "quarterly_earnings_growth_yoy": 0.14168054573247246, "revenue_growth_qoq": 0.09856755740734939, "gross_margin": 0.8897729014504222, "operating_margin": 0.2850619699934768, "net_margin": 0.1783744862568128, "roa_ttm": 0.007084956415513843, "roe_ttm": 0.06594729750590315, "debt_to_ebitda": 2.2156585615608893, "net_debt_to_ebitda": 0.0, "interest_coverage": 14.966183353216481, "debt_to_equity": 0.2754571494457033, "current_ratio": 0.13416045341947105, "quick_ratio": 0.10477859748029525, "fcf_to_ebitda": -0.1522106366866663, "capex_to_revenue": 0.040770403792721475, "working_capital_to_revenue": -16.857058284409685, "capital_efficiency": 0.0365161269607085, "financial_health": -0.20653631230976985, "margin_quality": 0.4510697859002373, "growth_momentum": 0.1300148426307578, "company_age_years": 18.206707734428473, "ebitda": 326173000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 7.81337360846748, "revenue_cagr_3y": 0.10995166067272022, "revenue_cagr_5y": 0.05716147535853788, "earnings_cagr_3y": 0.14307027694451002, "quarterly_revenue_growth_yoy": 0.17842855306706082, "quarterly_earnings_growth_yoy": 0.38482596793116935, "revenue_growth_qoq": 0.045811812261396814, "gross_margin": 0.8872358047792878, "operating_margin": 0.289899826511379, "net_margin": 0.18103827315766333, "roa_ttm": 0.007415717051884113, "roe_ttm": 0.07021156309614526, "debt_to_ebitda": 1.998216441272405, "net_debt_to_ebitda": 0.0, "interest_coverage": 14.903372602390167, "debt_to_equity": 0.26181634220411193, "current_ratio": 0.12627873229165262, "quick_ratio": 0.098823487806441, "fcf_to_ebitda": -0.35409490815385974, "capex_to_revenue": 0.039226580731192354, "working_capital_to_revenue": -17.52501296440345, "capital_efficiency": 0.03881364007401469, "financial_health": -0.1951902860039434, "margin_quality": 0.45272463481611, "growth_momentum": 0.2816272604991151, "company_age_years": 18.458590006844627, "ebitda": 350423000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 9.265968696266514, "revenue_cagr_3y": 0.13392789533755445, "revenue_cagr_5y": 0.13265616248245515, "earnings_cagr_3y": 0.15667072020814632, "quarterly_revenue_growth_yoy": 0.1957123815756918, "quarterly_earnings_growth_yoy": 0.5377337238116693, "revenue_growth_qoq": 0.021244687124008576, "gross_margin": 0.8945845459642753, "operating_margin": 0.2948094945665234, "net_margin": 0.18225509304995594, "roa_ttm": 0.008059472616161885, "roe_ttm": 0.07674495301075783, "debt_to_ebitda": 1.9578080113869538, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.88619764802971, "debt_to_equity": 0.27962429380731757, "current_ratio": 0.13464148453077754, "quick_ratio": 0.11403960118437831, "fcf_to_ebitda": 0.7157287494610418, "capex_to_revenue": 0.03004902021574564, "working_capital_to_revenue": -17.065235685016326, "capital_efficiency": 0.04240221281345986, "financial_health": -0.19438936694592696, "margin_quality": 0.4572163778602516, "growth_momentum": 0.36672305269368055, "company_age_years": 18.71047227926078, "ebitda": 385002000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 8.5708922220817, "revenue_cagr_3y": 0.11345390387301513, "revenue_cagr_5y": 0.07033366715219547, "earnings_cagr_3y": 0.1916353342137691, "quarterly_revenue_growth_yoy": 0.10923451646251683, "quarterly_earnings_growth_yoy": 0.18869499704750464, "revenue_growth_qoq": -0.05460510506501482, "gross_margin": 0.8997821812238097, "operating_margin": 0.3107288985854136, "net_margin": 0.2060911590994941, "roa_ttm": 0.008384456229365629, "roe_ttm": 0.07817118586262556, "debt_to_ebitda": 1.7954673074490957, "net_debt_to_ebitda": 0.0, "interest_coverage": 17.056387247077097, "debt_to_equity": 0.2567241823909948, "current_ratio": 0.13711192462931227, "quick_ratio": 0.12232215113870434, "fcf_to_ebitda": 0.8540660174528898, "capex_to_revenue": 0.031179521047840757, "working_capital_to_revenue": -16.584297257042383, "capital_efficiency": 0.04327782104599559, "financial_health": -0.1809498631155399, "margin_quality": 0.4722007463029058, "growth_momentum": 0.14896475675501075, "company_age_years": 18.95687885010267, "ebitda": 395350000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 9.019551674778128, "revenue_cagr_3y": 0.13486361473590724, "revenue_cagr_5y": 0.0925790535214761, "earnings_cagr_3y": 0.18969019075040694, "quarterly_revenue_growth_yoy": 0.1410891177340762, "quarterly_earnings_growth_yoy": 0.2968765612197998, "revenue_growth_qoq": 0.13011582875278452, "gross_margin": 0.888594901911783, "operating_margin": 0.3184618268149444, "net_margin": 0.20272710233662378, "roa_ttm": 0.008577954132799392, "roe_ttm": 0.08135284973399853, "debt_to_ebitda": 1.8199852085122625, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.656656207978484, "debt_to_equity": 0.26866571014609125, "current_ratio": 0.1371506729629915, "quick_ratio": 0.11855442992400743, "fcf_to_ebitda": 1.17311289245157, "capex_to_revenue": 0.030046857316712333, "working_capital_to_revenue": -16.373828776042757, "capital_efficiency": 0.044965401933398964, "financial_health": -0.18750590136417114, "margin_quality": 0.46992794368778373, "growth_momentum": 0.21898283947693797, "company_age_years": 19.20602327173169, "ebitda": 419160000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 8.251146167863457, "revenue_cagr_3y": 0.12871205052969703, "revenue_cagr_5y": 0.08871953299448809, "earnings_cagr_3y": 0.17723606774406875, "quarterly_revenue_growth_yoy": 0.11260740786186352, "quarterly_earnings_growth_yoy": 0.23554551444977878, "revenue_growth_qoq": 0.019708234412095463, "gross_margin": 0.8786995028015281, "operating_margin": 0.319358880491623, "net_margin": 0.20104218681550964, "roa_ttm": 0.00890078068841028, "roe_ttm": 0.08371099289256341, "debt_to_ebitda": 1.5430844729910151, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.987634069400631, "debt_to_equity": 0.23521266447227068, "current_ratio": 0.14606183739952033, "quick_ratio": 0.1282879243120631, "fcf_to_ebitda": 1.1182252011691265, "capex_to_revenue": 0.036789226930072, "working_capital_to_revenue": -15.930725145513877, "capital_efficiency": 0.04630588679048685, "financial_health": -0.1677355810240284, "margin_quality": 0.4663668567028869, "growth_momentum": 0.17407646115582115, "company_age_years": 19.457905544147845, "ebitda": 443408000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 9.643566554256859, "revenue_cagr_3y": 0.13119618446683812, "revenue_cagr_5y": 0.09529392682749038, "earnings_cagr_3y": 0.21727631186778118, "quarterly_revenue_growth_yoy": 0.10582596854724588, "quarterly_earnings_growth_yoy": 0.2595407266334603, "revenue_growth_qoq": 0.015020111570969491, "gross_margin": 0.8777268721403305, "operating_margin": 0.28909070056619945, "net_margin": 0.20758936655680707, "roa_ttm": 0.009230630352447004, "roe_ttm": 0.08655938196919721, "debt_to_ebitda": 2.252597637628447, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.839039736110687, "debt_to_equity": 0.34285586637818244, "current_ratio": 0.13540504557195832, "quick_ratio": 0.12069566970786999, "fcf_to_ebitda": 0.7557646809562485, "capex_to_revenue": 0.04693674949093839, "working_capital_to_revenue": -16.510070221957207, "capital_efficiency": 0.04789500616082211, "financial_health": -0.1732684512176752, "margin_quality": 0.4581356464211124, "growth_momentum": 0.1826833475903531, "company_age_years": 19.709787816564, "ebitda": 453104000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 9.209767529572396, "revenue_cagr_3y": 0.1396414771272989, "revenue_cagr_5y": 0.10641653840885001, "earnings_cagr_3y": 0.280432366528762, "quarterly_revenue_growth_yoy": 0.2201805389337824, "quarterly_earnings_growth_yoy": 0.4043132686971119, "revenue_growth_qoq": 0.04315912740091509, "gross_margin": 0.8713400379594481, "operating_margin": 0.31266202203499677, "net_margin": 0.23719157948338118, "roa_ttm": 0.009884641870132002, "roe_ttm": 0.09279505154639175, "debt_to_ebitda": 1.4237797040864058, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.138388284472496, "debt_to_equity": 0.22291892783505154, "current_ratio": 0.13100951126393107, "quick_ratio": 0.11226569179937664, "fcf_to_ebitda": 0.49117358269524947, "capex_to_revenue": 0.045296872792333735, "working_capital_to_revenue": -15.69663539383444, "capital_efficiency": 0.05133984670826188, "financial_health": -0.16847438297421424, "margin_quality": 0.4737312131592754, "growth_momentum": 0.3122469038154472, "company_age_years": 19.956194387405887, "ebitda": 474598000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 8.380563532562016, "revenue_cagr_3y": 0.14656648833145702, "revenue_cagr_5y": 0.11488652079728845, "earnings_cagr_3y": 0.26904364800086333, "quarterly_revenue_growth_yoy": 0.1811383231288267, "quarterly_earnings_growth_yoy": 0.3803411559856388, "revenue_growth_qoq": 0.09395542079437089, "gross_margin": 0.8653287702390335, "operating_margin": 0.32157913389367004, "net_margin": 0.23691768974837743, "roa_ttm": 0.010384261948614384, "roe_ttm": 0.09848107629830785, "debt_to_ebitda": 1.3970373364320718, "net_debt_to_ebitda": 0.0, "interest_coverage": 10.78590579157312, "debt_to_equity": 0.22250328385053644, "current_ratio": 0.13888174434175785, "quick_ratio": 0.13746114438264256, "fcf_to_ebitda": 0.6321992623654827, "capex_to_revenue": 0.047232752249549224, "working_capital_to_revenue": -15.636133649029063, "capital_efficiency": 0.05443266912346112, "financial_health": -0.15691300511748635, "margin_quality": 0.4746085312936936, "growth_momentum": 0.28073973955723275, "company_age_years": 20.205338809034906, "ebitda": 494825000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 8.19525184085083, "revenue_cagr_3y": 0.17495010633987151, "revenue_cagr_5y": 0.1348368843928205, "earnings_cagr_3y": 0.33836149495519363, "quarterly_revenue_growth_yoy": 0.2371235398815669, "quarterly_earnings_growth_yoy": 0.40109103099381344, "revenue_growth_qoq": 0.06804176606560065, "gross_margin": 0.8305215274630849, "operating_margin": 0.30412076279055944, "net_margin": 0.2276881780339893, "roa_ttm": 0.011023884995689343, "roe_ttm": 0.1044995600382663, "debt_to_ebitda": 1.5594356865210595, "net_debt_to_ebitda": 0.0, "interest_coverage": 8.950626317531665, "debt_to_equity": 0.2519546691607266, "current_ratio": 0.14044148641603982, "quick_ratio": 0.13932513397049132, "fcf_to_ebitda": 0.8593751520660545, "capex_to_revenue": 0.04952351184417333, "working_capital_to_revenue": -15.09274297194536, "capital_efficiency": 0.05776172251697782, "financial_health": -0.19398215050760456, "margin_quality": 0.45411015609587785, "growth_momentum": 0.3191072854376902, "company_age_years": 20.45722108145106, "ebitda": 513757000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 5.980491835891762, "revenue_cagr_3y": 0.1639670031459517, "revenue_cagr_5y": 0.13969939999090397, "earnings_cagr_3y": 0.3090300151355738, "quarterly_revenue_growth_yoy": 0.1926375961271474, "quarterly_earnings_growth_yoy": 0.15812506360768236, "revenue_growth_qoq": -0.021479175797916465, "gross_margin": 0.8053720148092287, "operating_margin": 0.27245235462181044, "net_margin": 0.20158214794551055, "roa_ttm": 0.010983122370026497, "roe_ttm": 0.10502177459090395, "debt_to_ebitda": 1.5900306556675092, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.935857340470319, "debt_to_equity": 0.25683152924038355, "current_ratio": 0.14520500612561343, "quick_ratio": 0.14426902939511366, "fcf_to_ebitda": 0.5852788377371646, "capex_to_revenue": 0.044835919696860245, "working_capital_to_revenue": -15.053855246826423, "capital_efficiency": 0.05800244848046522, "financial_health": -0.19299541486173896, "margin_quality": 0.42646883912551664, "growth_momentum": 0.1753813298674149, "company_age_years": 20.709103353867214, "ebitda": 527798000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 5.397882032257293, "revenue_cagr_3y": 0.17560217854175209, "revenue_cagr_5y": 0.15121091769967565, "earnings_cagr_3y": 0.2198535504632224, "quarterly_revenue_growth_yoy": 0.20042125729099158, "quarterly_earnings_growth_yoy": 0.08739829960600627, "revenue_growth_qoq": 0.04996722838148695, "gross_margin": 0.800898521103677, "operating_margin": 0.2859577155197347, "net_margin": 0.21485934095598017, "roa_ttm": 0.010826512044502763, "roe_ttm": 0.10389499082436035, "debt_to_ebitda": 1.4666768440161784, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.55294232051567, "debt_to_equity": 0.23648446665630676, "current_ratio": 0.16098971284670255, "quick_ratio": 0.16020243715840085, "fcf_to_ebitda": 0.6848375271983534, "capex_to_revenue": 0.044158864122029996, "working_capital_to_revenue": -14.586599765578184, "capital_efficiency": 0.057360751434431555, "financial_health": -0.16875076971231462, "margin_quality": 0.4339051925264639, "growth_momentum": 0.14390977844849892, "company_age_years": 20.955509924709105, "ebitda": 543691000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 6.686146406710075, "revenue_cagr_3y": 0.16556348161319812, "revenue_cagr_5y": 0.15192406109294687, "earnings_cagr_3y": 0.17638678627291426, "quarterly_revenue_growth_yoy": 0.17486366257081348, "quarterly_earnings_growth_yoy": -0.09057825407457022, "revenue_growth_qoq": 0.07066453926691475, "gross_margin": 0.7632000144071783, "operating_margin": 0.2480128223887552, "net_margin": 0.18338987400472284, "roa_ttm": 0.010172384216775283, "roe_ttm": 0.09928110358432818, "debt_to_ebitda": 2.095520114435393, "net_debt_to_ebitda": 0.0, "interest_coverage": 6.6776038306951815, "debt_to_equity": 0.3272481469124878, "current_ratio": 0.14633619175966284, "quick_ratio": 0.14563173726609133, "fcf_to_ebitda": 0.42711524350031116, "capex_to_revenue": 0.040559211974532584, "working_capital_to_revenue": -14.689746031497137, "capital_efficiency": 0.05472674390055173, "financial_health": -0.2696771878861065, "margin_quality": 0.39820090360021876, "growth_momentum": 0.04214270424812163, "company_age_years": 21.204654346338124, "ebitda": 538295000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 3.8286489590319395, "revenue_cagr_3y": 0.16927844781741053, "revenue_cagr_5y": 0.15619816163047973, "earnings_cagr_3y": 0.23116472301046942, "quarterly_revenue_growth_yoy": 0.16144544898510027, "quarterly_earnings_growth_yoy": 0.07801148475225127, "revenue_growth_qoq": 0.05584357406077578, "gross_margin": 0.7854955972965482, "operating_margin": 0.28697737884570285, "net_margin": 0.2113318977464128, "roa_ttm": 0.010007761822887793, "roe_ttm": 0.0986886797116084, "debt_to_ebitda": 2.0180916426887046, "net_debt_to_ebitda": 0.0, "interest_coverage": 6.1785129490392645, "debt_to_equity": 0.3161819889416932, "current_ratio": 0.17384511408456935, "quick_ratio": 0.17322767498554384, "fcf_to_ebitda": 0.04694993113096654, "capex_to_revenue": 0.0389272774116877, "working_capital_to_revenue": -13.773095590129726, "capital_efficiency": 0.054348220767248094, "financial_health": -0.23310387611727312, "margin_quality": 0.4279349579628879, "growth_momentum": 0.11972846686867578, "company_age_years": 21.456536618754278, "ebitda": 554676000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 4.970432200512611, "revenue_cagr_3y": 0.15464436067204756, "revenue_cagr_5y": 0.15041449561971443, "earnings_cagr_3y": 0.1632867501958133, "quarterly_revenue_growth_yoy": 0.16721117322394277, "quarterly_earnings_growth_yoy": 0.07917697126429567, "revenue_growth_qoq": -0.016621538067927426, "gross_margin": 0.7925608259581904, "operating_margin": 0.2529778810755495, "net_margin": 0.18637828087261563, "roa_ttm": 0.009713034879865239, "roe_ttm": 0.09636220792414493, "debt_to_ebitda": 1.9963005507834284, "net_debt_to_ebitda": 0.0, "interest_coverage": 6.470689341164686, "debt_to_equity": 0.30743596342702334, "current_ratio": 0.17878946093388717, "quick_ratio": 0.17830267107928705, "fcf_to_ebitda": 0.3236305617076221, "capex_to_revenue": 0.045837382662593025, "working_capital_to_revenue": -14.306600402036224, "capital_efficiency": 0.05303762140200509, "financial_health": -0.23320250039673546, "margin_quality": 0.4106389959687852, "growth_momentum": 0.12319407224411921, "company_age_years": 21.70841889117043, "ebitda": 568463000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 2.9956603317486445, "revenue_cagr_3y": 0.12424391301571158, "revenue_cagr_5y": 0.13974007960512957, "earnings_cagr_3y": 0.23158967504685535, "quarterly_revenue_growth_yoy": 0.07599903601787748, "quarterly_earnings_growth_yoy": 1.4381965229573968, "revenue_growth_qoq": 0.05488017045478953, "gross_margin": 1.003610049498197, "operating_margin": 0.42119076658067434, "net_margin": 0.31182846054702534, "roa_ttm": 0.008391145418077702, "roe_ttm": 0.09014109546101115, "debt_to_ebitda": 2.025732144296025, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.955822279340891, "debt_to_equity": 0.2896806145827724, "current_ratio": 0.1642526076046482, "quick_ratio": 0.16383536130829948, "fcf_to_ebitda": 0.05176193162103629, "capex_to_revenue": 0.02418575472578521, "working_capital_to_revenue": -16.421548854716452, "capital_efficiency": 0.049266120439544425, "financial_health": -0.20120251452685162, "margin_quality": 0.5788764255419656, "growth_momentum": 0.7570977794876371, "company_age_years": 22.95687885010267, "ebitda": 608111000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 2.360297145304814, "revenue_cagr_3y": 0.058917471233274954, "revenue_cagr_5y": 0.0986043977997304, "earnings_cagr_3y": 0.054734006631030674, "quarterly_revenue_growth_yoy": -0.08582738412794083, "quarterly_earnings_growth_yoy": 3.8529017960201304, "revenue_growth_qoq": -0.08587764110854786, "gross_margin": 0.9450052566866837, "operating_margin": 0.32108109552914343, "net_margin": 0.2341207968780627, "roa_ttm": 0.009986980740696365, "roe_ttm": 0.10757658830549173, "debt_to_ebitda": 3.4281807881501134, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.097976943659507, "debt_to_equity": 0.571799195715337, "current_ratio": 0.18868874607361377, "quick_ratio": 0.5127422463751586, "fcf_to_ebitda": 0.6388354612280993, "capex_to_revenue": 0.019944027180740263, "working_capital_to_revenue": -17.19301611868782, "capital_efficiency": 0.058781784523094044, "financial_health": -0.4545855552944547, "margin_quality": 0.5000690496979633, "growth_momentum": 1.8835372059460949, "company_age_years": 23.20602327173169, "ebitda": 723720000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 1.8983940075415293, "revenue_cagr_3y": 0.04355464715798529, "revenue_cagr_5y": 0.09360407901162948, "earnings_cagr_3y": 0.058790188419429956, "quarterly_revenue_growth_yoy": -0.04582396859685927, "quarterly_earnings_growth_yoy": 0.016978055257885663, "revenue_growth_qoq": 0.02222732051533349, "gross_margin": 0.9410695725501219, "operating_margin": 0.32628434339802714, "net_margin": 0.23780699059335716, "roa_ttm": 0.009796691442896365, "roe_ttm": 0.10625041238532287, "debt_to_ebitda": 3.3291789244827936, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.049884156631677, "debt_to_equity": 0.5555215192014542, "current_ratio": 0.20252261080044698, "quick_ratio": 0.5439468922567146, "fcf_to_ebitda": 0.8193769745558311, "capex_to_revenue": 0.017530931732981512, "working_capital_to_revenue": -17.094129004231494, "capital_efficiency": 0.05802355191410962, "financial_health": -0.43328292242811184, "margin_quality": 0.501720302180502, "growth_momentum": -0.014422956669486803, "company_age_years": 23.457905544147845, "ebitda": 735925000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 2.6954478476675687, "revenue_cagr_3y": 0.05262472123673678, "revenue_cagr_5y": 0.08994151603357015, "earnings_cagr_3y": 0.07427296747306422, "quarterly_revenue_growth_yoy": -0.010079943639948623, "quarterly_earnings_growth_yoy": -0.024178886210031225, "revenue_growth_qoq": 0.004257720659532696, "gross_margin": 0.9103854540720571, "operating_margin": 0.29735183397159815, "net_margin": 0.21427688034976186, "roa_ttm": 0.009296591093045226, "roe_ttm": 0.10361932190007397, "debt_to_ebitda": 3.3936354183990383, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.110114676749056, "debt_to_equity": 0.5579202202953394, "current_ratio": 0.18189962473276602, "quick_ratio": 0.21548008170164748, "fcf_to_ebitda": 1.4518755585842484, "capex_to_revenue": 0.030687183214984485, "working_capital_to_revenue": -19.04693378181695, "capital_efficiency": 0.0564579564965596, "financial_health": -0.423856952621311, "margin_quality": 0.4740047227978057, "growth_momentum": -0.017129414924989924, "company_age_years": 23.709787816564, "ebitda": 739593000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 8.510407666506948, "revenue_cagr_3y": 0.13651126757721022, "revenue_cagr_5y": 0.1536546843463058, "earnings_cagr_3y": 0.18987400591710424, "quarterly_revenue_growth_yoy": 0.4690953274678065, "quarterly_earnings_growth_yoy": 0.46639731867108153, "revenue_growth_qoq": 0.19213324882033947, "gross_margin": 0.7465971725812455, "operating_margin": 0.2882552238717796, "net_margin": 0.2138833586379238, "roa_ttm": 0.009625786187931104, "roe_ttm": 0.10625374465429101, "debt_to_ebitda": 4.997610605334611, "net_debt_to_ebitda": 1.8292643347708033, "interest_coverage": 6.315107844007456, "debt_to_equity": 0.8153819245094373, "current_ratio": 0.14351973101948023, "quick_ratio": 0.1432990285972377, "fcf_to_ebitda": 1.6886133205558218, "capex_to_revenue": 0.024174271490515323, "working_capital_to_revenue": -17.376378513306502, "capital_efficiency": 0.05793976542111105, "financial_health": -0.7044239424178256, "margin_quality": 0.41624525169698295, "growth_momentum": 0.467746323069444, "company_age_years": 24.709103353867214, "ebitda": 782625000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 7.205386901001102, "revenue_cagr_3y": 0.1786944164895523, "revenue_cagr_5y": 0.16679534073631208, "earnings_cagr_3y": 0.42091832372490634, "quarterly_revenue_growth_yoy": 0.5222174477071806, "quarterly_earnings_growth_yoy": 0.41452692890392573, "revenue_growth_qoq": 0.10393835919915402, "gross_margin": 0.7260853103648495, "operating_margin": 0.3258372700041072, "net_margin": 0.24108078168836017, "roa_ttm": 0.010638389419609377, "roe_ttm": 0.11215000041870152, "debt_to_ebitda": 4.252411820488989, "net_debt_to_ebitda": 1.8792607647676398, "interest_coverage": 4.660375904675417, "debt_to_equity": 0.717933943255177, "current_ratio": 0.13578042240959173, "quick_ratio": 0.3050236563979259, "fcf_to_ebitda": 1.0989457548534602, "capex_to_revenue": 0.022236245006409548, "working_capital_to_revenue": -15.50832390037663, "capital_efficiency": 0.061394194919155445, "financial_health": -0.6779094912689507, "margin_quality": 0.4310011206857723, "growth_momentum": 0.46837218830555316, "company_age_years": 24.955509924709105, "ebitda": 846767000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 5.67411864991313, "revenue_cagr_3y": 0.18161115990537846, "revenue_cagr_5y": 0.16465253736868735, "earnings_cagr_3y": 0.9260346034569993, "quarterly_revenue_growth_yoy": 0.7060200880166768, "quarterly_earnings_growth_yoy": 0.6373408949033467, "revenue_growth_qoq": 0.08394707937157757, "gross_margin": 0.6566885458759871, "operating_margin": 0.2609583241792828, "net_margin": 0.19100080720211896, "roa_ttm": 0.011471170855725774, "roe_ttm": 0.12350989069226119, "debt_to_ebitda": 3.6876183473343787, "net_debt_to_ebitda": 0.7837668126419355, "interest_coverage": 3.693629601144052, "debt_to_equity": 0.674398323493151, "current_ratio": 0.13007186447522712, "quick_ratio": 0.19492123212272797, "fcf_to_ebitda": 0.9982571897700184, "capex_to_revenue": 0.014058184420858533, "working_capital_to_revenue": -14.240477338175316, "capital_efficiency": 0.06749053077399349, "financial_health": -0.6215501071817142, "margin_quality": 0.3695492257524629, "growth_momentum": 0.6716804914600117, "company_age_years": 25.204654346338124, "ebitda": 922074000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 5.762897064336622, "revenue_cagr_3y": 0.22070165883329707, "revenue_cagr_5y": 0.16721037196452415, "earnings_cagr_3y": 0.15230950525783538, "quarterly_revenue_growth_yoy": 0.5403866469469681, "quarterly_earnings_growth_yoy": 0.14855100342051328, "revenue_growth_qoq": 0.07982167498142448, "gross_margin": 0.6342747217326301, "operating_margin": 0.2570164068590135, "net_margin": 0.18768102524009062, "roa_ttm": 0.011591398587272927, "roe_ttm": 0.12839168412714458, "debt_to_ebitda": 3.8489610930879863, "net_debt_to_ebitda": 0.8470552261593849, "interest_coverage": 3.1827077542477387, "debt_to_equity": 0.7328216909877218, "current_ratio": 0.13374899656019246, "quick_ratio": 0.20172119822532622, "fcf_to_ebitda": 0.8074508925111996, "capex_to_revenue": 0.014537113293652261, "working_capital_to_revenue": -13.062862844965007, "capital_efficiency": 0.06999154135720875, "financial_health": -0.6783937894664077, "margin_quality": 0.3596573846105781, "growth_momentum": 0.3444688251837407, "company_age_years": 25.456536618754278, "ebitda": 954946000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 7.467238625792471, "revenue_cagr_3y": 0.24324849111080615, "revenue_cagr_5y": 0.17754870457090588, "earnings_cagr_3y": 0.06856180758114205, "quarterly_revenue_growth_yoy": 0.3213678066532365, "quarterly_earnings_growth_yoy": -0.14733767444429866, "revenue_growth_qoq": 0.02263058392141533, "gross_margin": 0.5900397573649485, "operating_margin": 0.18469570582456016, "net_margin": 0.13801628967772728, "roa_ttm": 0.011066952193722801, "roe_ttm": 0.11531123287488569, "debt_to_ebitda": 3.939706080045599, "net_debt_to_ebitda": 1.2427759465287225, "interest_coverage": 2.8710084786058774, "debt_to_equity": 0.6784514048084962, "current_ratio": 0.1376915298670072, "quick_ratio": 0.17645002950825242, "fcf_to_ebitda": 0.7506304814243234, "capex_to_revenue": 0.013947379493991982, "working_capital_to_revenue": -12.235449714776902, "capital_efficiency": 0.06318909253430424, "financial_health": -0.6313902080685309, "margin_quality": 0.30425058428907864, "growth_momentum": 0.08701506610446892, "company_age_years": 25.70841889117043, "ebitda": 929845000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 8.376974354495658, "revenue_cagr_3y": 0.24420849740645134, "revenue_cagr_5y": 0.17919462051301638, "earnings_cagr_3y": 0.06939343036395007, "quarterly_revenue_growth_yoy": 0.26557443284514604, "quarterly_earnings_growth_yoy": 0.039378905426253344, "revenue_growth_qoq": 0.05732571643174017, "gross_margin": 0.6162543011633623, "operating_margin": 0.2642338775747517, "net_margin": 0.1979925261505447, "roa_ttm": 0.01093705355927868, "roe_ttm": 0.11583437568979471, "debt_to_ebitda": 4.200254122568874, "net_debt_to_ebitda": 1.5260007008074197, "interest_coverage": 2.750848912600822, "debt_to_equity": 0.7254230740931499, "current_ratio": 0.13897390525399753, "quick_ratio": 0.17990947174593144, "fcf_to_ebitda": 0.7446813722618719, "capex_to_revenue": 0.013576210970449774, "working_capital_to_revenue": -11.772922229350778, "capital_efficiency": 0.0633857146245367, "financial_health": -0.6798142602269163, "margin_quality": 0.35949356829621953, "growth_momentum": 0.15247666913569968, "company_age_years": 25.95756331279945, "ebitda": 938917000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 7.7543651703619005, "revenue_cagr_3y": 0.29327800153797257, "revenue_cagr_5y": 0.16932412023823695, "earnings_cagr_3y": 0.13180156032646329, "quarterly_revenue_growth_yoy": 0.198616154410113, "quarterly_earnings_growth_yoy": -0.015263327948303715, "revenue_growth_qoq": 0.026598235664110195, "gross_margin": 0.5680992991640632, "operating_margin": 0.21762675492160646, "net_margin": 0.15691887561449286, "roa_ttm": 0.0104942136295105, "roe_ttm": 0.11331084551824684, "debt_to_ebitda": 4.5804985475146065, "net_debt_to_ebitda": 1.1569064650130136, "interest_coverage": 2.4944289069481167, "debt_to_equity": 0.7828893326407337, "current_ratio": 0.15327850766423445, "quick_ratio": 0.16221117572705845, "fcf_to_ebitda": 0.5724366987950025, "capex_to_revenue": 0.02355718449777928, "working_capital_to_revenue": -11.035543689304587, "capital_efficiency": 0.06190252957387867, "financial_health": -0.7286957253725607, "margin_quality": 0.3142149765667208, "growth_momentum": 0.09167641323090464, "company_age_years": 26.206707734428473, "ebitda": 946309000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 7.5113311344649, "revenue_cagr_3y": 0.30576761215796733, "revenue_cagr_5y": 0.1685004659716276, "earnings_cagr_3y": 0.15920386770166028, "quarterly_revenue_growth_yoy": 0.16787826416940418, "quarterly_earnings_growth_yoy": 0.03534147797171707, "revenue_growth_qoq": 0.052130207614665865, "gross_margin": 0.5807638064459932, "operating_margin": 0.22775509884502193, "net_margin": 0.16638202458328888, "roa_ttm": 0.0099259859437819, "roe_ttm": 0.0989361399587544, "debt_to_ebitda": 4.588962814551595, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.345464889747082, "debt_to_equity": 0.6828595777873824, "current_ratio": 0.16710163761221047, "quick_ratio": 0.16710163761221047, "fcf_to_ebitda": 0.4148038239729163, "capex_to_revenue": 0.021819377965780266, "working_capital_to_revenue": -11.168618702555015, "capital_efficiency": 0.05443106295126815, "financial_health": -0.6142956954127371, "margin_quality": 0.324966976624768, "growth_momentum": 0.10160987107056063, "company_age_years": 26.458590006844627, "ebitda": 952308000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "WTFC", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 7.469719319154137, "revenue_cagr_3y": 0.3061677791758368, "revenue_cagr_5y": 0.17363656531500982, "earnings_cagr_3y": 0.23353347417954962, "quarterly_revenue_growth_yoy": 0.14795060116667802, "quarterly_earnings_growth_yoy": 0.501149983803045, "revenue_growth_qoq": 0.005181301510837768, "gross_margin": 0.6053415381020306, "operating_margin": 0.24641666139263615, "net_margin": 0.18048089421593017, "roa_ttm": 0.010712832254320414, "roe_ttm": 0.10955429734768092, "debt_to_ebitda": 4.047068856191174, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.6964333995102394, "debt_to_equity": 0.6679953665473102, "current_ratio": 0.1672191049766218, "quick_ratio": 0.1672191049766218, "fcf_to_ebitda": 0.6068987975186407, "capex_to_revenue": 0.021693003355869697, "working_capital_to_revenue": -11.026860069386748, "capital_efficiency": 0.06013356480100067, "financial_health": -0.5930601803808212, "margin_quality": 0.3440796979035323, "growth_momentum": 0.3245502924848615, "company_age_years": 26.71047227926078, "ebitda": 1047168000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 1.9106128556878765, "revenue_cagr_3y": 0.24622099045091295, "revenue_cagr_5y": 0.3027424406502597, "earnings_cagr_3y": 0.9613170353511429, "quarterly_revenue_growth_yoy": -0.08217376130862364, "quarterly_earnings_growth_yoy": -0.34845258727407774, "revenue_growth_qoq": 0.01076116520162403, "gross_margin": 0.8744832696357538, "operating_margin": 0.15599407222525544, "net_margin": 0.12828562514624445, "roa_ttm": 0.017189548255651523, "roe_ttm": 0.1241192122839144, "debt_to_ebitda": 0.5588815995357068, "net_debt_to_ebitda": 0.0, "interest_coverage": 45.133795582948125, "debt_to_equity": 0.11641983868769297, "current_ratio": 0.24614935620849884, "quick_ratio": 0.2434286944515366, "fcf_to_ebitda": 2.2685048733719864, "capex_to_revenue": 0.14365312616604967, "working_capital_to_revenue": -8.132945383805902, "capital_efficiency": 0.07065438026978296, "financial_health": -0.04626852404509342, "margin_quality": 0.3862543223357513, "growth_momentum": -0.2153131742913507, "company_age_years": 27.025325119780973, "ebitda": 175751000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 4.51150600541333, "revenue_cagr_3y": 0.28122556111076724, "revenue_cagr_5y": 0.26126883492159814, "earnings_cagr_3y": 0.7861098680518805, "quarterly_revenue_growth_yoy": 0.21424770389057513, "quarterly_earnings_growth_yoy": 1.1275975810885102, "revenue_growth_qoq": -0.2901224254644966, "gross_margin": 0.9503315289286381, "operating_margin": 0.3635293831208356, "net_margin": 0.3140881534203884, "roa_ttm": 0.019705857161251606, "roe_ttm": 0.1587877638283115, "debt_to_ebitda": 0.4399928574113755, "net_debt_to_ebitda": 0.0, "interest_coverage": 141.11936339522546, "debt_to_equity": 0.10699280003382304, "current_ratio": 0.26275855888594096, "quick_ratio": 0.26256058287819956, "fcf_to_ebitda": 2.7065100936055035, "capex_to_revenue": 0.11892862150063288, "working_capital_to_revenue": -8.853578008463447, "capital_efficiency": 0.08924681049478156, "financial_health": -0.004856923467629837, "margin_quality": 0.542649688489954, "growth_momentum": 0.6709226424895427, "company_age_years": 27.772758384668034, "ebitda": 212808000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 2.5720521079764813, "revenue_cagr_3y": -0.010216851015678152, "revenue_cagr_5y": 0.22972595714117783, "earnings_cagr_3y": 0.5850953303694972, "quarterly_revenue_growth_yoy": -0.04730367201292818, "quarterly_earnings_growth_yoy": 1.1872525591183078, "revenue_growth_qoq": -0.08354974076037633, "gross_margin": 0.9856455107903793, "operating_margin": 0.7410799203835707, "net_margin": 0.6012805302532626, "roa_ttm": 0.022996302856186177, "roe_ttm": 0.211981611478895, "debt_to_ebitda": 0.3555317525757307, "net_debt_to_ebitda": 0.0, "interest_coverage": 203.0813771517997, "debt_to_equity": 0.11177749647189936, "current_ratio": 0.4910226480135855, "quick_ratio": 0.4553852380138949, "fcf_to_ebitda": 1.583317279165286, "capex_to_revenue": 0.3092391602688269, "working_capital_to_revenue": -6.6769195479818375, "capital_efficiency": 0.11748895716754058, "financial_health": 0.04987234377059249, "margin_quality": 0.7760019871424042, "growth_momentum": 0.5699744435526899, "company_age_years": 28.27652292950034, "ebitda": 259538000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 4.229330864337294, "revenue_cagr_3y": 0.029399425561971393, "revenue_cagr_5y": 0.17274539699871272, "earnings_cagr_3y": 0.09738505110576412, "quarterly_revenue_growth_yoy": 0.15720322779907636, "quarterly_earnings_growth_yoy": -0.5459852586263128, "revenue_growth_qoq": 0.09374826237651289, "gross_margin": 0.9086695700801546, "operating_margin": 0.2965464066021589, "net_margin": 0.23590517022250088, "roa_ttm": 0.018456201735186903, "roe_ttm": 0.1864045864045864, "debt_to_ebitda": 0.1828683742731753, "net_debt_to_ebitda": 0.0, "interest_coverage": 206.96011964107677, "debt_to_equity": 0.05757272423939091, "current_ratio": 0.43384086552233214, "quick_ratio": 0.5045268732660003, "fcf_to_ebitda": -1.655850005540006, "capex_to_revenue": 0.9532580344934564, "working_capital_to_revenue": -6.052176810561754, "capital_efficiency": 0.10243039406988666, "financial_health": 0.0023887287615048727, "margin_quality": 0.48037371563493814, "growth_momentum": -0.1943910154136182, "company_age_years": 29.27583846680356, "ebitda": 207581000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 3.5356334100992157, "revenue_cagr_3y": 0.05830141475885142, "revenue_cagr_5y": 0.11715870654663929, "earnings_cagr_3y": 0.01548128136039284, "quarterly_revenue_growth_yoy": 0.08989309467482033, "quarterly_earnings_growth_yoy": 0.11207894255954194, "revenue_growth_qoq": 0.6550727830404501, "gross_margin": 0.7949932167814268, "operating_margin": 0.33042721478485676, "net_margin": 0.28039521847083215, "roa_ttm": 0.018698196456276527, "roe_ttm": 0.19059803055825586, "debt_to_ebitda": 0.3550292336078896, "net_debt_to_ebitda": 0.0, "interest_coverage": 66.54875076173066, "debt_to_equity": 0.11508396470736648, "current_ratio": 0.39752752590752427, "quick_ratio": 0.49909073481256055, "fcf_to_ebitda": -1.4597620105030378, "capex_to_revenue": 0.8919239750546631, "working_capital_to_revenue": -6.894916746703029, "capital_efficiency": 0.10464811350726619, "financial_health": 0.011718795715897984, "margin_quality": 0.4686052166790386, "growth_momentum": 0.10098601861718114, "company_age_years": 29.522245037645447, "ebitda": 218413000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 4.146440701032155, "revenue_cagr_3y": 0.1099714101841458, "revenue_cagr_5y": 0.18823126139188218, "earnings_cagr_3y": 0.35342784595067545, "quarterly_revenue_growth_yoy": 0.1857323512825333, "quarterly_earnings_growth_yoy": 1.014023491581439, "revenue_growth_qoq": -0.2895743210382164, "gross_margin": 0.9736688501199818, "operating_margin": 0.3519971752023117, "net_margin": 0.32496703201677585, "roa_ttm": 0.020262313764266203, "roe_ttm": 0.2227884638064014, "debt_to_ebitda": 1.1234971655063601, "net_debt_to_ebitda": 0.0, "interest_coverage": 125.00744284954811, "debt_to_equity": 0.38944088025096113, "current_ratio": 0.3927836998271458, "quick_ratio": 0.5024070934554034, "fcf_to_ebitda": -1.5681915802993123, "capex_to_revenue": 0.9627665463168308, "working_capital_to_revenue": -7.3151308670545, "capital_efficiency": 0.12152538878533381, "financial_health": 0.018700041419264492, "margin_quality": 0.5502110191130232, "growth_momentum": 0.5998779214319861, "company_age_years": 29.77138945927447, "ebitda": 235139000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 3.5178771358960037, "revenue_cagr_3y": 0.0989353524674168, "revenue_cagr_5y": 0.11450293231562303, "earnings_cagr_3y": 0.397416010744551, "quarterly_revenue_growth_yoy": 0.26148684966544955, "quarterly_earnings_growth_yoy": 0.533134073441503, "revenue_growth_qoq": -0.019089002745530406, "gross_margin": 0.8989876728229088, "operating_margin": 0.24787323136598052, "net_margin": 0.26377808142695525, "roa_ttm": 0.02171243664856003, "roe_ttm": 0.2510857388395255, "debt_to_ebitda": 0.189703180269218, "net_debt_to_ebitda": 0.0, "interest_coverage": 52.482158028887, "debt_to_equity": 0.07193192455841504, "current_ratio": 0.34833839217228907, "quick_ratio": 0.4333260108494398, "fcf_to_ebitda": -0.5941048865577168, "capex_to_revenue": 0.7648210794730131, "working_capital_to_revenue": -7.5895673608159795, "capital_efficiency": 0.13639908774404277, "financial_health": -0.0021408200668952757, "margin_quality": 0.47021299520528154, "growth_momentum": 0.39731046155347627, "company_age_years": 30.023271731690624, "ebitda": 247086000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2023-12-31", "company_multiple": 2.972729994345985, "revenue_cagr_3y": 0.0773159481725949, "revenue_cagr_5y": 0.049394995077173265, "earnings_cagr_3y": -0.004538405486577801, "quarterly_revenue_growth_yoy": 0.13413600854078053, "quarterly_earnings_growth_yoy": -0.006644637597873716, "revenue_growth_qoq": -0.016668870571986894, "gross_margin": 0.882318663010915, "operating_margin": 0.25126818225964304, "net_margin": 0.2066221900144188, "roa_ttm": 0.020615742515519203, "roe_ttm": 0.22394052003858633, "debt_to_ebitda": 0.14950598552734876, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.93841692255203, "debt_to_equity": 0.05036366526352714, "current_ratio": 0.39419698949907406, "quick_ratio": 0.5215879920214012, "fcf_to_ebitda": -0.4413589160561822, "capex_to_revenue": 0.6484014560961195, "working_capital_to_revenue": -6.9558271159000205, "capital_efficiency": 0.12227813127705277, "financial_health": 0.03866251303384397, "margin_quality": 0.4467363450949922, "growth_momentum": 0.06374568547145341, "company_age_years": 30.275154004106778, "ebitda": 245843000.0, "spy_multiple": 12.0, "sector_multiple": 10.586023443139053, "sector_premium_over_spy": -0.11783137973841218}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 3.836698422590068, "revenue_cagr_3y": 0.06780515065517778, "revenue_cagr_5y": 0.0361591232236016, "earnings_cagr_3y": 0.03384218201362299, "quarterly_revenue_growth_yoy": 0.08189008626206261, "quarterly_earnings_growth_yoy": 0.1916525168428548, "revenue_growth_qoq": 0.5788290139182536, "gross_margin": 0.8366922032262186, "operating_margin": 0.3821635254647922, "net_margin": 0.30884252665250245, "roa_ttm": 0.023386347155759418, "roe_ttm": 0.23507397125487578, "debt_to_ebitda": 0.2507224926971762, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.34869976359338, "debt_to_equity": 0.08700441421740224, "current_ratio": 0.3632723916701462, "quick_ratio": 0.7004382011656195, "fcf_to_ebitda": -0.19178578383641676, "capex_to_revenue": 0.6191537502600484, "working_capital_to_revenue": -6.571182288651248, "capital_efficiency": 0.1292301592053176, "financial_health": 0.0016714247738066068, "margin_quality": 0.5092327517811711, "growth_momentum": 0.1367713015524587, "company_age_years": 30.524298425735797, "ebitda": 256750000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 4.579171319377821, "revenue_cagr_3y": 0.05165836971755988, "revenue_cagr_5y": 0.03598270178262042, "earnings_cagr_3y": 0.026295746078716986, "quarterly_revenue_growth_yoy": 0.0327517997276088, "quarterly_earnings_growth_yoy": -0.07231240021287919, "revenue_growth_qoq": -0.321841092882729, "gross_margin": 0.9374529012810852, "operating_margin": 0.32913282536492783, "net_margin": 0.29190739345223143, "roa_ttm": 0.02266396468657208, "roe_ttm": 0.22287314202733516, "debt_to_ebitda": 0.13545287262318545, "net_debt_to_ebitda": 0.0, "interest_coverage": 82.49497242945183, "debt_to_equity": 0.04498833829140951, "current_ratio": 0.34320353086270794, "quick_ratio": 0.6629012506538117, "fcf_to_ebitda": 0.5265754997404967, "capex_to_revenue": 0.4787791656393787, "working_capital_to_revenue": -6.762805344672458, "capital_efficiency": 0.12276855335695362, "financial_health": -0.0038278898124454036, "margin_quality": 0.5194977066994148, "growth_momentum": -0.019780300242635194, "company_age_years": 30.77344284736482, "ebitda": 254332000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 7.348631096371441, "revenue_cagr_3y": 0.07355569076796109, "revenue_cagr_5y": 0.04263752291000622, "earnings_cagr_3y": 0.28313931984973006, "quarterly_revenue_growth_yoy": 0.011555810229059226, "quarterly_earnings_growth_yoy": -0.06430680109173954, "revenue_growth_qoq": -0.03922102207708839, "gross_margin": 0.966113511746977, "operating_margin": 0.2703438759577327, "net_margin": 0.24399578779185882, "roa_ttm": 0.022300901695195444, "roe_ttm": 0.20045315889613063, "debt_to_ebitda": 1.6010690596956692, "net_debt_to_ebitda": 0.9832891143191572, "interest_coverage": 66.95402298850574, "debt_to_equity": 0.4885853012685115, "current_ratio": 0.333187568627106, "quick_ratio": 0.333187568627106, "fcf_to_ebitda": 0.6897502926258291, "capex_to_revenue": 0.4419613698608261, "working_capital_to_revenue": -6.657619431646691, "capital_efficiency": 0.11137703029566304, "financial_health": -0.018739088901022116, "margin_quality": 0.49348439183218956, "growth_momentum": -0.026375495431340157, "company_age_years": 31.025325119780973, "ebitda": 256300000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 4.728666329559535, "revenue_cagr_3y": 0.10034466260741581, "revenue_cagr_5y": 0.046611904830653694, "earnings_cagr_3y": -0.21234216456050148, "quarterly_revenue_growth_yoy": 0.015106123882169245, "quarterly_earnings_growth_yoy": 0.08352315869400152, "revenue_growth_qoq": -0.013217618649914666, "gross_margin": 0.8398012879484821, "operating_margin": 0.26620791168353264, "net_margin": 0.22054829806807727, "roa_ttm": 0.022390362437161703, "roe_ttm": 0.2195960812469602, "debt_to_ebitda": 0.13863209131228602, "net_debt_to_ebitda": 0.0, "interest_coverage": 83.40856406954282, "debt_to_equity": 0.04621158898899363, "current_ratio": 0.3453115860783166, "quick_ratio": 0.3453115860783166, "fcf_to_ebitda": 0.5243855836521054, "capex_to_revenue": 0.35577992954663756, "working_capital_to_revenue": -6.793644552758043, "capital_efficiency": 0.12099322184206095, "financial_health": 0.03542451538075387, "margin_quality": 0.44218583256669736, "growth_momentum": 0.04931464128808538, "company_age_years": 31.277207392197127, "ebitda": 259067000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 11.352199410484898, "revenue_cagr_3y": 0.11907318069923534, "revenue_cagr_5y": 0.05719098617835994, "earnings_cagr_3y": 0.1147691754745519, "quarterly_revenue_growth_yoy": 0.2153407638042808, "quarterly_earnings_growth_yoy": 0.0793230635712736, "revenue_growth_qoq": 0.13977895486701322, "gross_margin": 0.8707789033347979, "operating_margin": 0.5254302316227204, "net_margin": 0.3078360633419761, "roa_ttm": 0.012596118223467753, "roe_ttm": 0.10063346402878245, "debt_to_ebitda": 0.7484587561436286, "net_debt_to_ebitda": 0.17504431609758764, "interest_coverage": 14.020831337994444, "debt_to_equity": 0.11131005806372635, "current_ratio": 0.16993159288705026, "quick_ratio": 0.16850089976105095, "fcf_to_ebitda": 0.635525286645741, "capex_to_revenue": 0.004860827117099862, "working_capital_to_revenue": -18.135480241781718, "capital_efficiency": 0.0566147911261251, "financial_health": -0.04984103568329785, "margin_quality": 0.5680150660998314, "growth_momentum": 0.1473319136877772, "company_age_years": 26.78713210130048, "ebitda": 292783000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 11.41791590852565, "revenue_cagr_3y": 0.13320696318052772, "revenue_cagr_5y": 0.07147907777023854, "earnings_cagr_3y": -0.09995792204877996, "quarterly_revenue_growth_yoy": 0.19684914411847448, "quarterly_earnings_growth_yoy": -0.4597521607830886, "revenue_growth_qoq": 0.02672665053620381, "gross_margin": 0.8638303258235996, "operating_margin": 0.46472353813329476, "net_margin": 0.15634228956472473, "roa_ttm": 0.011256701414719307, "roe_ttm": 0.08948174474204146, "debt_to_ebitda": 0.9625751050488919, "net_debt_to_ebitda": 0.15407170814079824, "interest_coverage": 13.525074138007348, "debt_to_equity": 0.1495086540225918, "current_ratio": 0.150019550593582, "quick_ratio": 0.14865581752716775, "fcf_to_ebitda": 0.8040200018326287, "capex_to_revenue": 0.007699152961339442, "working_capital_to_revenue": -17.914964898981577, "capital_efficiency": 0.05036922307838038, "financial_health": -0.08288131453020339, "margin_quality": 0.49496538450720634, "growth_momentum": -0.13145150833230707, "company_age_years": 27.039014373716633, "ebitda": 305572000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 10.531297485017927, "revenue_cagr_3y": 0.13212546497263, "revenue_cagr_5y": 0.07086869159316111, "earnings_cagr_3y": 0.21047587977636084, "quarterly_revenue_growth_yoy": 0.1974084146536554, "quarterly_earnings_growth_yoy": 0.30393739400502645, "revenue_growth_qoq": -0.007521787871117058, "gross_margin": 0.870304244853343, "operating_margin": 0.5021072447926155, "net_margin": 0.3875387137912188, "roa_ttm": 0.012020712065233221, "roe_ttm": 0.09509684669203021, "debt_to_ebitda": 0.9219177051728894, "net_debt_to_ebitda": 0.295952333191244, "interest_coverage": 13.09882169396888, "debt_to_equity": 0.14651081935399676, "current_ratio": 0.1533082306005277, "quick_ratio": 0.1525996566112104, "fcf_to_ebitda": 0.8680386650284597, "capex_to_revenue": 0.006773212528077127, "working_capital_to_revenue": -17.511980099941955, "capital_efficiency": 0.05355877937863172, "financial_health": -0.08412571410990144, "margin_quality": 0.5866500678123924, "growth_momentum": 0.2506729043293409, "company_age_years": 27.28542094455852, "ebitda": 319048000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 9.968708832290913, "revenue_cagr_3y": 0.140993314331187, "revenue_cagr_5y": 0.0765468539322327, "earnings_cagr_3y": 0.17680802397773077, "quarterly_revenue_growth_yoy": 0.2363222152474591, "quarterly_earnings_growth_yoy": 0.43273363804337256, "revenue_growth_qoq": 0.06447440335215886, "gross_margin": 0.8431771894093686, "operating_margin": 0.48326458893129554, "net_margin": 0.4202479362417065, "roa_ttm": 0.013160226120350326, "roe_ttm": 0.10323643607013255, "debt_to_ebitda": 0.7243617892450658, "net_debt_to_ebitda": 0.14462549994659324, "interest_coverage": 12.260758848994143, "debt_to_equity": 0.11823522773996735, "current_ratio": 0.1465856746405387, "quick_ratio": 0.145960795606325, "fcf_to_ebitda": 0.7851179102529107, "capex_to_revenue": 0.008479731045703653, "working_capital_to_revenue": -16.81904913150175, "capital_efficiency": 0.05819833109524144, "financial_health": -0.08195728141825508, "margin_quality": 0.5822299048607902, "growth_momentum": 0.33452792664541586, "company_age_years": 27.534565366187543, "ebitda": 337036000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 7.83442847991745, "revenue_cagr_3y": 0.14739352538041595, "revenue_cagr_5y": 0.12099956233504017, "earnings_cagr_3y": 0.15973159872778697, "quarterly_revenue_growth_yoy": 0.17325425812750878, "quarterly_earnings_growth_yoy": 1.492212798766384, "revenue_growth_qoq": 0.053941234752383584, "gross_margin": 0.8025931862080302, "operating_margin": 0.4204167180372334, "net_margin": 0.3321004397320511, "roa_ttm": 0.01619736014335961, "roe_ttm": 0.12811722784071686, "debt_to_ebitda": 0.6034707145776389, "net_debt_to_ebitda": 0.0, "interest_coverage": 8.97785468928906, "debt_to_equity": 0.09810673851805568, "current_ratio": 0.13825733414876584, "quick_ratio": 0.1373323826441323, "fcf_to_ebitda": 0.9561363590250463, "capex_to_revenue": 0.009272620606626796, "working_capital_to_revenue": -16.415306357931495, "capital_efficiency": 0.07215729399203824, "financial_health": -0.07584733555284211, "margin_quality": 0.5183701146591049, "growth_momentum": 0.8327335284469464, "company_age_years": 28.03832991101985, "ebitda": 345001000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 8.035909915997182, "revenue_cagr_3y": 0.15606439572325392, "revenue_cagr_5y": 0.11631170516646727, "earnings_cagr_3y": 0.13039879129501508, "quarterly_revenue_growth_yoy": 0.2186919293131718, "quarterly_earnings_growth_yoy": 0.04486335715181146, "revenue_growth_qoq": 0.0309148070521514, "gross_margin": 0.7785302119771579, "operating_margin": 0.4248861382685044, "net_margin": 0.3322619866256067, "roa_ttm": 0.016049215694383792, "roe_ttm": 0.12700241156107092, "debt_to_ebitda": 0.5531416595566804, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.858566767915401, "debt_to_equity": 0.08930587996555309, "current_ratio": 0.13492893428582003, "quick_ratio": 0.13404117116671302, "fcf_to_ebitda": 0.9484072676466041, "capex_to_revenue": 0.00997439543301374, "working_capital_to_revenue": -16.15434496527364, "capital_efficiency": 0.07152581362772736, "financial_health": -0.06925209710400387, "margin_quality": 0.5118927789570896, "growth_momentum": 0.13177764323249164, "company_age_years": 28.28473648186174, "ebitda": 349274000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 8.239473985312484, "revenue_cagr_3y": 0.16156718550399662, "revenue_cagr_5y": 0.12462953350060801, "earnings_cagr_3y": 0.27529878785431694, "quarterly_revenue_growth_yoy": 0.17089687198708403, "quarterly_earnings_growth_yoy": -0.01927671589921807, "revenue_growth_qoq": 0.022727499227633768, "gross_margin": 0.7609175465180299, "operating_margin": 0.4220704238390591, "net_margin": 0.3519925161881282, "roa_ttm": 0.015524702195375828, "roe_ttm": 0.12427971301738693, "debt_to_ebitda": 0.588007556168558, "net_debt_to_ebitda": 0.004236892115019159, "interest_coverage": 7.195618504177705, "debt_to_equity": 0.09440243859742455, "current_ratio": 0.14516690963022705, "quick_ratio": 0.14437814255344422, "fcf_to_ebitda": 1.0004673042773917, "capex_to_revenue": 0.00847966993085357, "working_capital_to_revenue": -15.63486228017675, "capital_efficiency": 0.06990220760638138, "financial_health": -0.06548121733202296, "margin_quality": 0.511660162181739, "growth_momentum": 0.07581007804393299, "company_age_years": 28.53388090349076, "ebitda": 353089000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 7.490676217685565, "revenue_cagr_3y": 0.16125229174537603, "revenue_cagr_5y": 0.12546353937171473, "earnings_cagr_3y": 0.16478152128865853, "quarterly_revenue_growth_yoy": 0.1273301173247573, "quarterly_earnings_growth_yoy": 0.04412460398239603, "revenue_growth_qoq": 0.01449988550157618, "gross_margin": 0.7654824967942406, "operating_margin": 0.45052564847588356, "net_margin": 0.3497999702236587, "roa_ttm": 0.015351653538251613, "roe_ttm": 0.12307170329499077, "debt_to_ebitda": 0.49688228114945077, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.0925222797112, "debt_to_equity": 0.0797615559772634, "current_ratio": 0.15704285727231124, "quick_ratio": 0.15627097028354328, "fcf_to_ebitda": 1.147384333740153, "capex_to_revenue": 0.009024391450134025, "working_capital_to_revenue": -15.296705769478047, "capital_efficiency": 0.0692116784166212, "financial_health": -0.05712865054601201, "margin_quality": 0.5219360384979276, "growth_momentum": 0.08572736065357667, "company_age_years": 28.78576317590691, "ebitda": 360520000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 8.262632273499209, "revenue_cagr_3y": 0.12971112220882386, "revenue_cagr_5y": 0.11881453707968181, "earnings_cagr_3y": 0.11955365523749784, "quarterly_revenue_growth_yoy": 0.026764065261167962, "quarterly_earnings_growth_yoy": 0.04221321618611558, "revenue_growth_qoq": -0.040077994803548185, "gross_margin": 0.7747831133614177, "operating_margin": 0.41859871719183084, "net_margin": 0.3370973713439467, "roa_ttm": 0.015424703618686805, "roe_ttm": 0.12166546149712132, "debt_to_ebitda": 0.3973184523074644, "net_debt_to_ebitda": 0.0, "interest_coverage": 7.287633709887034, "debt_to_equity": 0.06312168115267384, "current_ratio": 0.14262551186503647, "quick_ratio": 0.14262544392098078, "fcf_to_ebitda": 1.173817734868625, "capex_to_revenue": 0.008762705492998926, "working_capital_to_revenue": -15.501905363272066, "capital_efficiency": 0.06854508255790406, "financial_health": -0.04213324001484944, "margin_quality": 0.5101597339657317, "growth_momentum": 0.03448864072364177, "company_age_years": 29.037645448323065, "ebitda": 364491000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 6.8521314317746285, "revenue_cagr_3y": 0.10175269523433483, "revenue_cagr_5y": 0.09949687198074697, "earnings_cagr_3y": 0.01849594765841478, "quarterly_revenue_growth_yoy": -0.07614876025004506, "quarterly_earnings_growth_yoy": -0.2480898067659598, "revenue_growth_qoq": -0.01510476724737952, "gross_margin": 0.6596612064510005, "operating_margin": 0.3048983724830445, "net_margin": 0.2864820108219857, "roa_ttm": 0.01252839240408372, "roe_ttm": 0.10304817865754116, "debt_to_ebitda": 0.5069287828025395, "net_debt_to_ebitda": 0.022305075023791213, "interest_coverage": 7.761515695747856, "debt_to_equity": 0.0664023278211512, "current_ratio": 0.17038111758919597, "quick_ratio": 0.16993166155506137, "fcf_to_ebitda": 1.3881454588118733, "capex_to_revenue": 0.009812345535281545, "working_capital_to_revenue": -17.093494417441022, "capital_efficiency": 0.057788285530812444, "financial_health": -0.04314176880111679, "margin_quality": 0.41701386325201023, "growth_momentum": -0.16211928350800242, "company_age_years": 29.53593429158111, "ebitda": 306836000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 6.438099068026712, "revenue_cagr_3y": 0.040827218532559995, "revenue_cagr_5y": 0.07652707154504457, "earnings_cagr_3y": 0.04515675190873902, "quarterly_revenue_growth_yoy": -0.12490694893357475, "quarterly_earnings_growth_yoy": -0.2202375231688062, "revenue_growth_qoq": -0.039042475766557325, "gross_margin": 0.7407950123757622, "operating_margin": 0.32371261888689484, "net_margin": 0.31169358600743097, "roa_ttm": 0.011848836890147237, "roe_ttm": 0.09489275170198798, "debt_to_ebitda": 0.5659793057899758, "net_debt_to_ebitda": 0.09303588464078667, "interest_coverage": 7.847394183702851, "debt_to_equity": 0.06495578642224799, "current_ratio": 0.1603884385472895, "quick_ratio": 0.16008172007817267, "fcf_to_ebitda": 1.2400785205841345, "capex_to_revenue": 0.008348370432113224, "working_capital_to_revenue": -17.616029918047268, "capital_efficiency": 0.05337079429606761, "financial_health": -0.04339088321400003, "margin_quality": 0.4587337390900294, "growth_momentum": -0.1725722360511905, "company_age_years": 29.78781656399726, "ebitda": 272540000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 6.984715673550135, "revenue_cagr_3y": 0.1134033888547834, "revenue_cagr_5y": 0.10704196281730494, "earnings_cagr_3y": 0.1314816953460889, "quarterly_revenue_growth_yoy": 0.4597154391961607, "quarterly_earnings_growth_yoy": 0.29574903085338006, "revenue_growth_qoq": 0.16951121285344864, "gross_margin": 0.7702808508170338, "operating_margin": 0.4758587191346837, "net_margin": 0.3537857588191796, "roa_ttm": 0.016403440901023494, "roe_ttm": 0.14577048067129067, "debt_to_ebitda": 1.2949796786360617, "net_debt_to_ebitda": 0.898017422954509, "interest_coverage": 7.94428308645561, "debt_to_equity": 0.2577035941213562, "current_ratio": 0.14644183424632506, "quick_ratio": 0.21496114703269267, "fcf_to_ebitda": 0.9342891787975358, "capex_to_revenue": 0.0037330895996564237, "working_capital_to_revenue": -17.393920239622506, "capital_efficiency": 0.08108696078615708, "financial_health": -0.2444355329781501, "margin_quality": 0.5333084429236323, "growth_momentum": 0.3777322350247704, "company_age_years": 32.03832991101985, "ebitda": 492339000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 5.441286774879159, "revenue_cagr_3y": 0.15887068373728863, "revenue_cagr_5y": 0.1271823033017716, "earnings_cagr_3y": 0.2701594825823197, "quarterly_revenue_growth_yoy": 0.5591274755695241, "quarterly_earnings_growth_yoy": 0.2796156101722024, "revenue_growth_qoq": 0.08610390175296148, "gross_margin": 0.6627473884457498, "operating_margin": 0.38511831258552215, "net_margin": 0.32041851616994294, "roa_ttm": 0.017321528290204603, "roe_ttm": 0.15010626041609715, "debt_to_ebitda": 0.9972740814007571, "net_debt_to_ebitda": 0.5026287746318833, "interest_coverage": 5.481952856881583, "debt_to_equity": 0.1998805037408465, "current_ratio": 0.14783735981457752, "quick_ratio": 0.213598120036429, "fcf_to_ebitda": 0.9727682890690468, "capex_to_revenue": 0.0023721206404036447, "working_capital_to_revenue": -15.648583472749168, "capital_efficiency": 0.08371389435315088, "financial_health": -0.1858650217588967, "margin_quality": 0.4560947390670716, "growth_momentum": 0.41937154287086326, "company_age_years": 32.284736481861735, "ebitda": 509553000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2023-06-30", "company_multiple": 6.24597621912095, "revenue_cagr_3y": 0.19455743547016846, "revenue_cagr_5y": 0.13018193159205427, "earnings_cagr_3y": 0.19723787499831835, "quarterly_revenue_growth_yoy": 0.5832153650974033, "quarterly_earnings_growth_yoy": 0.0476747061071276, "revenue_growth_qoq": 0.07871374695457731, "gross_margin": 0.6048234147548845, "operating_margin": 0.3176430549324753, "net_margin": 0.28841483223241493, "roa_ttm": 0.016755934553615837, "roe_ttm": 0.14825654106877129, "debt_to_ebitda": 1.9267885787616297, "net_debt_to_ebitda": 1.550052133461662, "interest_coverage": 4.206052019026414, "debt_to_equity": 0.3692084016765853, "current_ratio": 0.16001447975894437, "quick_ratio": 0.242588012370318, "fcf_to_ebitda": 0.9938502566570421, "capex_to_revenue": 0.001871125874859313, "working_capital_to_revenue": -14.13806670303743, "capital_efficiency": 0.08250623781119357, "financial_health": -0.35937279405220884, "margin_quality": 0.40362710063992496, "growth_momentum": 0.3154450356022655, "company_age_years": 32.53388090349076, "ebitda": 498720000.0, "spy_multiple": 12.0, "sector_multiple": 10.172468737418889, "sector_premium_over_spy": -0.15229427188175926}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2023-09-30", "company_multiple": 5.552103632877236, "revenue_cagr_3y": 0.22053751568766522, "revenue_cagr_5y": 0.12396231123045687, "earnings_cagr_3y": 0.13194144222420645, "quarterly_revenue_growth_yoy": 0.4044893806435203, "quarterly_earnings_growth_yoy": -0.16826374514060685, "revenue_growth_qoq": 0.02502977893971505, "gross_margin": 0.5628559786299633, "operating_margin": 0.2792109989284798, "net_margin": 0.2486258885317155, "roa_ttm": 0.01616137500580555, "roe_ttm": 0.13991509571249264, "debt_to_ebitda": 0.3720293614916748, "net_debt_to_ebitda": 0.056245824403703154, "interest_coverage": 3.344835592187364, "debt_to_equity": 0.0649970288804943, "current_ratio": 0.1406938768525801, "quick_ratio": 0.20614218428294584, "fcf_to_ebitda": 0.8989267090661415, "capex_to_revenue": 0.0015690725236702314, "working_capital_to_revenue": -13.717580766585423, "capital_efficiency": 0.0780382353591491, "financial_health": -0.05293984722769307, "margin_quality": 0.3635642886967195, "growth_momentum": 0.11811281775145673, "company_age_years": 32.785763175906915, "ebitda": 461012000.0, "spy_multiple": 12.0, "sector_multiple": 9.62786313756319, "sector_premium_over_spy": -0.19767807186973407}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 7.585279279419226, "revenue_cagr_3y": 0.2505959155702311, "revenue_cagr_5y": 0.11055035563968985, "earnings_cagr_3y": -0.00893252676757339, "quarterly_revenue_growth_yoy": 0.13139538764476189, "quarterly_earnings_growth_yoy": -0.25593967106565146, "revenue_growth_qoq": -0.04872546048422399, "gross_margin": 0.5111592920353982, "operating_margin": 0.236117994100295, "net_margin": 0.21072271386430677, "roa_ttm": 0.01408052868464648, "roe_ttm": 0.11862615511764994, "debt_to_ebitda": 1.0399980323318938, "net_debt_to_ebitda": 0.6120716438313605, "interest_coverage": 2.354141524958859, "debt_to_equity": 0.14459416458608704, "current_ratio": 0.14748567979486712, "quick_ratio": 0.1607486831649229, "fcf_to_ebitda": 0.9002702954609003, "capex_to_revenue": 0.002979515276868235, "working_capital_to_revenue": -12.533832536721674, "capital_efficiency": 0.06635334190114821, "financial_health": -0.1375321952971338, "margin_quality": 0.3193333333333333, "growth_momentum": -0.06227214171044479, "company_age_years": 33.28678986995209, "ebitda": 386244000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 7.97986614447737, "revenue_cagr_3y": 0.24820016918364018, "revenue_cagr_5y": 0.11014670617338518, "earnings_cagr_3y": -0.046945442213824795, "quarterly_revenue_growth_yoy": 0.07072691552062868, "quarterly_earnings_growth_yoy": -0.2831044840163055, "revenue_growth_qoq": 0.020870206489675518, "gross_margin": 0.4968027161742397, "operating_margin": 0.20972043632160658, "net_margin": 0.19310554070649424, "roa_ttm": 0.013047463024383862, "roe_ttm": 0.10853373964733454, "debt_to_ebitda": 0.8489999493929972, "net_debt_to_ebitda": 0.39806625018977626, "interest_coverage": 2.1229169650957362, "debt_to_equity": 0.10810878541852084, "current_ratio": 0.14429593622460346, "quick_ratio": 0.15743621724494547, "fcf_to_ebitda": 0.928059333899382, "capex_to_revenue": 0.0028322833682026655, "working_capital_to_revenue": -12.32556907915824, "capital_efficiency": 0.0607906013358592, "financial_health": -0.10120595310493861, "margin_quality": 0.2998762310674468, "growth_momentum": -0.10618878424783841, "company_age_years": 33.53593429158111, "ebitda": 355682000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2024-03-31", "company_multiple": 7.616001630353692, "revenue_cagr_3y": 0.2854879109009705, "revenue_cagr_5y": 0.17498832816604581, "earnings_cagr_3y": 0.04820357250137186, "quarterly_revenue_growth_yoy": 0.3842121329750549, "quarterly_earnings_growth_yoy": 9.838865935318422, "revenue_growth_qoq": -0.029828294154393944, "gross_margin": 0.6215548434347697, "operating_margin": 0.2301540195648682, "net_margin": 0.16891238826979152, "roa_ttm": 0.009322015626300289, "roe_ttm": 0.09820636260664946, "debt_to_ebitda": 5.496323819297613, "net_debt_to_ebitda": 2.8329033032858177, "interest_coverage": 3.160130029939087, "debt_to_equity": 0.914006671044098, "current_ratio": 0.2986403563209718, "quick_ratio": 0.3918631829072003, "fcf_to_ebitda": 1.0819313383335698, "capex_to_revenue": 0.032229442003291316, "working_capital_to_revenue": -9.976013776020901, "capital_efficiency": 0.053764189116474875, "financial_health": -0.8288813171128581, "margin_quality": 0.3402070837564765, "growth_momentum": 5.111539034146738, "company_age_years": 31.789185489390828, "ebitda": 824361000.0, "spy_multiple": 12.0, "sector_multiple": 11.713316412433297, "sector_premium_over_spy": -0.023890298963891943}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 8.25704649018899, "revenue_cagr_3y": 0.3066284350485433, "revenue_cagr_5y": 0.1290736226670155, "earnings_cagr_3y": 0.011353579107431067, "quarterly_revenue_growth_yoy": 0.03471031175261075, "quarterly_earnings_growth_yoy": -0.09921500708517961, "revenue_growth_qoq": 0.007700978243409177, "gross_margin": 0.5948511224077629, "operating_margin": 0.21761620233465137, "net_margin": 0.16230433684256032, "roa_ttm": 0.009099383345780622, "roe_ttm": 0.09516399714508009, "debt_to_ebitda": 5.64860486904269, "net_debt_to_ebitda": 3.0726804001205816, "interest_coverage": 2.9820879042997235, "debt_to_equity": 0.9073991615280251, "current_ratio": 0.2939586826167612, "quick_ratio": 0.38411177338141256, "fcf_to_ebitda": 0.9624283421663901, "capex_to_revenue": 0.03412840320028856, "working_capital_to_revenue": -9.911514605404744, "capital_efficiency": 0.05213169024543035, "financial_health": -0.8280749909817298, "margin_quality": 0.32492388719499155, "growth_momentum": -0.03225234766628443, "company_age_years": 32.03832991101985, "ebitda": 799459000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "LC", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 0.04336197655281724, "revenue_cagr_3y": 0.11228607515447098, "revenue_cagr_5y": 0.030356509055557535, "earnings_cagr_3y": 3.654183452426075, "quarterly_revenue_growth_yoy": 0.089025151459519, "quarterly_earnings_growth_yoy": -0.1895355228803078, "revenue_growth_qoq": -0.07269413188180598, "gross_margin": 0.6619374502690528, "operating_margin": 0.0713158640035604, "net_margin": 0.07953917112840361, "roa_ttm": 0.03630252939096941, "roe_ttm": 0.24880743179987186, "debt_to_ebitda": 0.6750817806855355, "net_debt_to_ebitda": 0.0, "interest_coverage": 5.079677985344205, "debt_to_equity": 0.11414814471258977, "current_ratio": 0.24547471295611123, "quick_ratio": 0.07705874245092476, "fcf_to_ebitda": 1.5547829002174045, "capex_to_revenue": 0.05562667576151327, "working_capital_to_revenue": -3.9224672333332533, "capital_efficiency": 0.14255498059542063, "financial_health": 0.020565386557652943, "margin_quality": 0.2709308284670056, "growth_momentum": -0.050255185710394404, "company_age_years": 8.054757015742641, "ebitda": 196868000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "LC", "sector": "Financial Services", "quarter_date": "2024-06-30", "company_multiple": 0.03204901914569263, "revenue_cagr_3y": 0.0783721244143436, "revenue_cagr_5y": 0.03639115690061878, "earnings_cagr_3y": 0.16724652012876784, "quarterly_revenue_growth_yoy": -0.07311590921199851, "quarterly_earnings_growth_yoy": 0.4740850642927794, "revenue_growth_qoq": 0.04976786812042949, "gross_margin": 0.5449313267252746, "operating_margin": 0.06977621458108045, "net_margin": 0.05354108361146339, "roa_ttm": 0.004414331241752338, "roe_ttm": 0.03285544025560098, "debt_to_ebitda": 0.11144158552896172, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.1735451013105613, "debt_to_equity": 0.009251171439774214, "current_ratio": 0.47519109332946224, "quick_ratio": 0.47519109332946224, "fcf_to_ebitda": -27.971304843944367, "capex_to_revenue": 0.047720671325945055, "working_capital_to_revenue": -3.9357683441846523, "capital_efficiency": 0.01863488574867666, "financial_health": 0.09361275475522975, "margin_quality": 0.22274954163927277, "growth_momentum": 0.20048457754039045, "company_age_years": 9.552361396303901, "ebitda": 106917000.0, "spy_multiple": 12.0, "sector_multiple": 10.994713282018363, "sector_premium_over_spy": -0.08377389316513639}, {"ticker": "LC", "sector": "Financial Services", "quarter_date": "2024-09-30", "company_multiple": 2.4528312029726744, "revenue_cagr_3y": 0.05191414882161949, "revenue_cagr_5y": 0.05420156801365206, "earnings_cagr_3y": -0.1898173325935948, "quarterly_revenue_growth_yoy": 0.11340209986138555, "quarterly_earnings_growth_yoy": 1.8867811501597445, "revenue_growth_qoq": 0.08503774066183577, "gross_margin": 0.5110308360125423, "operating_margin": 0.05962578265461878, "net_margin": 0.047868166361496205, "roa_ttm": 0.004689917750448538, "roe_ttm": 0.038547317549026544, "debt_to_ebitda": 0.04976365214314001, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.1851981305424621, "debt_to_equity": 0.004397961121308814, "current_ratio": 6.660237895374003, "quick_ratio": 4.048643493852752, "fcf_to_ebitda": -27.906387711596633, "capex_to_revenue": 0.043235509773414164, "working_capital_to_revenue": 4.431636175045156, "capital_efficiency": 0.02161861764973754, "financial_health": 0.0901361075046768, "margin_quality": 0.20617492834288575, "growth_momentum": 1.000091625010565, "company_age_years": 9.804243668720055, "ebitda": 118681000.0, "spy_multiple": 12.0, "sector_multiple": 10.301500819597168, "sector_premium_over_spy": -0.14154159836690272}, {"ticker": "LC", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 7.976251626311612, "revenue_cagr_3y": 0.05014854870206342, "revenue_cagr_5y": 0.07912750003175506, "earnings_cagr_3y": -0.3062260860827002, "quarterly_revenue_growth_yoy": 0.15610006414368185, "quarterly_earnings_growth_yoy": -0.04283604135893648, "revenue_growth_qoq": 0.04435511908270064, "gross_margin": 0.4881314340245963, "operating_margin": 0.03521731824623589, "net_margin": 0.030816738688639975, "roa_ttm": 0.004828555246037608, "roe_ttm": 0.03825655067968169, "debt_to_ebitda": 0.11539631313045975, "net_debt_to_ebitda": 0.0, "interest_coverage": 1.2052091394126991, "debt_to_equity": 0.01018013297747462, "current_ratio": 1.832167418409728, "quick_ratio": 1.832167418409728, "fcf_to_ebitda": -22.713245357619588, "capex_to_revenue": 0.04677464924612035, "working_capital_to_revenue": 1.3568782904710714, "capital_efficiency": 0.02154255296285965, "financial_health": 0.08974716074272643, "margin_quality": 0.18472183031982406, "growth_momentum": 0.056632011392372686, "company_age_years": 10.056125941136209, "ebitda": 118366000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 9.427816750830262, "revenue_cagr_3y": 0.05849294454867171, "revenue_cagr_5y": 0.06978335798811774, "earnings_cagr_3y": 0.09872440283915962, "quarterly_revenue_growth_yoy": 0.04316129406532206, "quarterly_earnings_growth_yoy": -0.10750945434900054, "revenue_growth_qoq": 0.023663137120953356, "gross_margin": 0.23370099175085735, "operating_margin": 0.09530076930206692, "net_margin": 0.06124756696635462, "roa_ttm": 0.04250938150794955, "roe_ttm": 0.1738963426345104, "debt_to_ebitda": 1.2731449888540103, "net_debt_to_ebitda": 1.171056821800646, "interest_coverage": 64.46041055718474, "debt_to_equity": 0.38391362800779216, "current_ratio": 0.322071435778428, "quick_ratio": 0.322071435778428, "fcf_to_ebitda": 0.9836677130248851, "capex_to_revenue": 0.006274031653377752, "working_capital_to_revenue": -0.6450635803743298, "capital_efficiency": 0.10820286207122998, "financial_health": -0.36395929394888515, "margin_quality": 0.13008310933975964, "growth_momentum": -0.03217408014183924, "company_age_years": 29.478439425051334, "ebitda": 2198100000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 8.3108030268206, "revenue_cagr_3y": 0.205862656752005, "revenue_cagr_5y": 0.15728105829293515, "earnings_cagr_3y": 0.4085133059494881, "quarterly_revenue_growth_yoy": 0.3370366679952172, "quarterly_earnings_growth_yoy": 3.045334340763128, "revenue_growth_qoq": 0.12706045398231947, "gross_margin": 0.2575921302679137, "operating_margin": 0.12472519283079331, "net_margin": 0.09975034467339866, "roa_ttm": 0.07232495313806464, "roe_ttm": 0.2903709446215955, "debt_to_ebitda": 0.8674705185551882, "net_debt_to_ebitda": 0.8274782977670126, "interest_coverage": 119.32700421940929, "debt_to_equity": 0.35884065178597546, "current_ratio": 0.2589243514871656, "quick_ratio": -0.5548091810403368, "fcf_to_ebitda": 1.0427856650342109, "capex_to_revenue": 0.009321062524200145, "working_capital_to_revenue": -0.6995976685804547, "capital_efficiency": 0.18134794887983008, "financial_health": -0.3181960772843371, "margin_quality": 0.1606892225907019, "growth_momentum": 1.6911855043791726, "company_age_years": 33.478439425051334, "ebitda": 5656100000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2021-03-31", "company_multiple": 7.094239648768857, "revenue_cagr_3y": 0.15501868156897336, "revenue_cagr_5y": 0.1555302677240915, "earnings_cagr_3y": 0.27266008606525083, "quarterly_revenue_growth_yoy": 0.2276751698307595, "quarterly_earnings_growth_yoy": 1.136567056445792, "revenue_growth_qoq": 0.0025678553587548092, "gross_margin": 0.3019948249938809, "operating_margin": 0.16328368124759607, "net_margin": 0.12937515297737684, "roa_ttm": 0.09914650384554823, "roe_ttm": 0.3636083312309029, "debt_to_ebitda": 0.6759480031179789, "net_debt_to_ebitda": 0.6618597826585355, "interest_coverage": 154.67375886524823, "debt_to_equity": 0.3305973705603678, "current_ratio": 2.6036074828955553, "quick_ratio": 2.58400714479371, "fcf_to_ebitda": 0.8806799944976844, "capex_to_revenue": 0.004727477457349931, "working_capital_to_revenue": 0.22464677968525187, "capital_efficiency": 0.23137741753822558, "financial_health": -0.3006917487725417, "margin_quality": 0.1982178864062846, "growth_momentum": 0.6821211131382757, "company_age_years": 34.72689938398357, "ebitda": 8723600000.0, "spy_multiple": 20.0, "sector_multiple": 10.22552809286718, "sector_premium_over_spy": -0.488723595356641}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 6.713522340246164, "revenue_cagr_3y": 0.01003735303889619, "revenue_cagr_5y": 0.010576184265172595, "earnings_cagr_3y": 0.41758171522803256, "quarterly_revenue_growth_yoy": -0.016069585729028453, "quarterly_earnings_growth_yoy": -0.16570327552986513, "revenue_growth_qoq": -0.018240659017358045, "gross_margin": 0.35046448906203176, "operating_margin": 0.18115073419238836, "net_margin": 0.1297572670062931, "roa_ttm": 0.03432683861694482, "roe_ttm": 0.1457326892109501, "debt_to_ebitda": 1.1539369414938458, "net_debt_to_ebitda": 1.0898668015511719, "interest_coverage": 62.43157894736842, "debt_to_equity": 0.2900245783540978, "current_ratio": 2.8271748042181448e-05, "quick_ratio": 2.8271748042181448e-05, "fcf_to_ebitda": 0.57899173832406, "capex_to_revenue": 0.004662265488045951, "working_capital_to_revenue": -2.6384692849949647, "capital_efficiency": 0.09002976391394746, "financial_health": -0.26504332122123536, "margin_quality": 0.22045749675357107, "growth_momentum": -0.09088643062944679, "company_age_years": 19.690622861054074, "ebitda": 5931000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 7.253544751186918, "revenue_cagr_3y": 0.018513134483601146, "revenue_cagr_5y": 0.01267248993209602, "earnings_cagr_3y": -0.0829563402942598, "quarterly_revenue_growth_yoy": 0.008598581988233519, "quarterly_earnings_growth_yoy": -0.17046818727490998, "revenue_growth_qoq": 0.0017980221756068325, "gross_margin": 0.2995812144780138, "operating_margin": 0.13715225845049356, "net_margin": 0.10335028417588991, "roa_ttm": 0.032425255704169945, "roe_ttm": 0.13643134983034014, "debt_to_ebitda": 1.2034464568313699, "net_debt_to_ebitda": 1.1399683488658343, "interest_coverage": 62.494505494505496, "debt_to_equity": 0.28320781262931394, "current_ratio": 0.005036975024417469, "quick_ratio": 0.005036975024417469, "fcf_to_ebitda": 0.7183049059257957, "capex_to_revenue": 0.004689593568557392, "working_capital_to_revenue": -2.6540494268274526, "capital_efficiency": 0.08442830276725505, "financial_health": -0.25896723264011906, "margin_quality": 0.1800279190347991, "growth_momentum": -0.08093480264333823, "company_age_years": 19.939767282683093, "ebitda": 5687000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 7.501573066424021, "revenue_cagr_3y": 0.005513447736060106, "revenue_cagr_5y": 0.01213161077945868, "earnings_cagr_3y": -0.10461712839350779, "quarterly_revenue_growth_yoy": 0.011177347242921014, "quarterly_earnings_growth_yoy": -0.18226600985221675, "revenue_growth_qoq": 0.014807059527370625, "gross_margin": 0.2997789240972734, "operating_margin": 0.13072955047899779, "net_margin": 0.09786293294030951, "roa_ttm": 0.030738144973937488, "roe_ttm": 0.12741765800760702, "debt_to_ebitda": 1.1894449499545041, "net_debt_to_ebitda": 1.1412192902638763, "interest_coverage": 59.086021505376344, "debt_to_equity": 0.26446548515011736, "current_ratio": 0.003711692531794498, "quick_ratio": 0.003711692531794498, "fcf_to_ebitda": 0.7010009099181074, "capex_to_revenue": 0.0028207697732249566, "working_capital_to_revenue": -2.6400549307797943, "capital_efficiency": 0.07907790149077225, "financial_health": -0.25783246697963336, "margin_quality": 0.17612380250552687, "growth_momentum": -0.08554433130464786, "company_age_years": 20.188911704312115, "ebitda": 5495000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 7.662833009708738, "revenue_cagr_3y": 0.025634036936869498, "revenue_cagr_5y": 0.01672471791125174, "earnings_cagr_3y": -0.06070986757596053, "quarterly_revenue_growth_yoy": 0.02397764048249485, "quarterly_earnings_growth_yoy": -0.22844827586206898, "revenue_growth_qoq": 0.02593957258658806, "gross_margin": 0.30067519034621465, "operating_margin": 0.13604367188622324, "net_margin": 0.10285878465737681, "roa_ttm": 0.028573652310117038, "roe_ttm": 0.12017676664347969, "debt_to_ebitda": 1.269126213592233, "net_debt_to_ebitda": 1.2168932038834952, "interest_coverage": 57.86516853932584, "debt_to_equity": 0.2674413846720406, "current_ratio": 0.003735488529689496, "quick_ratio": 0.003735488529689496, "fcf_to_ebitda": 0.7423300970873786, "capex_to_revenue": 0.0014387958385597285, "working_capital_to_revenue": -2.646757175533092, "capital_efficiency": 0.07437520947679836, "financial_health": -0.2607325017521327, "margin_quality": 0.17985921562993823, "growth_momentum": -0.10223531768978707, "company_age_years": 20.44079397672827, "ebitda": 5150000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 7.9324574589851204, "revenue_cagr_3y": 0.022071247316847176, "revenue_cagr_5y": 0.02450298561638342, "earnings_cagr_3y": -0.01541870070445106, "quarterly_revenue_growth_yoy": 0.0777644590949955, "quarterly_earnings_growth_yoy": 0.08891454965357967, "revenue_growth_qoq": 0.03332854474931762, "gross_margin": 0.339218684832476, "operating_margin": 0.18100931461142777, "net_margin": 0.13109968024468233, "roa_ttm": 0.030066337473190683, "roe_ttm": 0.12979630506868783, "debt_to_ebitda": 1.3328882106066386, "net_debt_to_ebitda": 1.2743227775658146, "interest_coverage": 58.24444444444445, "debt_to_equity": 0.3008914344774127, "current_ratio": 2.8114764468560665e-05, "quick_ratio": 2.8114764468560665e-05, "fcf_to_ebitda": 0.8016024418161007, "capex_to_revenue": 0.001737556561085973, "working_capital_to_revenue": -2.5750226244343892, "capital_efficiency": 0.07993132127093926, "financial_health": -0.27414348046545256, "margin_quality": 0.21710922656286205, "growth_momentum": 0.08333950437428758, "company_age_years": 20.692676249144423, "ebitda": 5242000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 8.025879944892738, "revenue_cagr_3y": 0.011495259650628364, "revenue_cagr_5y": 0.016645560727061026, "earnings_cagr_3y": -0.16294022041742018, "quarterly_revenue_growth_yoy": 0.038288962010170506, "quarterly_earnings_growth_yoy": -0.10709117221418235, "revenue_growth_qoq": -0.03489503684137356, "gross_margin": 0.2657735522904062, "operating_margin": 0.10947853644482858, "net_margin": 0.088879285508499, "roa_ttm": 0.029038184224561957, "roe_ttm": 0.12451295951211248, "debt_to_ebitda": 1.375319818933281, "net_debt_to_ebitda": 1.326313717772092, "interest_coverage": 57.08988764044944, "debt_to_equity": 0.2959512112485177, "current_ratio": 0.0034705767568923704, "quick_ratio": 0.0034705767568923704, "fcf_to_ebitda": 0.8266089352489667, "capex_to_revenue": 0.0020444029984577313, "working_capital_to_revenue": -2.5643628277321473, "capital_efficiency": 0.07677557186833722, "financial_health": -0.2701986141044436, "margin_quality": 0.1547104580812446, "growth_momentum": -0.03440110510200592, "company_age_years": 20.93908281998631, "ebitda": 5081000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 8.626862075888376, "revenue_cagr_3y": 0.019229903836598616, "revenue_cagr_5y": 0.024697082600652287, "earnings_cagr_3y": -0.04493685284152826, "quarterly_revenue_growth_yoy": 0.058806190125276346, "quarterly_earnings_growth_yoy": -0.10391566265060241, "revenue_growth_qoq": 0.03486027081532699, "gross_margin": 0.2682349665924276, "operating_margin": 0.10996659242761693, "net_margin": 0.08282293986636971, "roa_ttm": 0.027963650176781697, "roe_ttm": 0.12033699388045939, "debt_to_ebitda": 1.5800040152579804, "net_debt_to_ebitda": 1.5141537843806465, "interest_coverage": 54.141304347826086, "debt_to_equity": 0.32986838796210916, "current_ratio": 0.00450295849864774, "quick_ratio": 0.00450295849864774, "fcf_to_ebitda": 0.9361573981128287, "capex_to_revenue": 0.0019094766619519095, "working_capital_to_revenue": -2.5641089108910893, "capital_efficiency": 0.07415032202862054, "financial_health": -0.28685472671361706, "margin_quality": 0.1536748329621381, "growth_momentum": -0.022554736262663033, "company_age_years": 21.188227241615333, "ebitda": 4981000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 9.510694552976327, "revenue_cagr_3y": 0.020814593856384844, "revenue_cagr_5y": 0.023808303255644647, "earnings_cagr_3y": -0.31684795982542835, "quarterly_revenue_growth_yoy": 0.05229133745151559, "quarterly_earnings_growth_yoy": -0.590782122905028, "revenue_growth_qoq": 0.019626948775055678, "gross_margin": 0.1993174061433447, "operating_margin": 0.04368600682593857, "net_margin": 0.04, "roa_ttm": 0.023468282347978642, "roe_ttm": 0.10312578987277782, "debt_to_ebitda": 1.8090094231211216, "net_debt_to_ebitda": 1.7219030108021145, "interest_coverage": 45.8, "debt_to_equity": 0.3315780604937231, "current_ratio": 0.005080292753545481, "quick_ratio": 0.005080292753545481, "fcf_to_ebitda": 1.0627441967363824, "capex_to_revenue": 0.002024856863566541, "working_capital_to_revenue": -2.591223292836196, "capital_efficiency": 0.06329703611037824, "financial_health": -0.2879244741419981, "margin_quality": 0.0943344709897611, "growth_momentum": -0.2692453927267562, "company_age_years": 21.440109514031484, "ebitda": 4351000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 11.304434560327199, "revenue_cagr_3y": 0.031804890785692264, "revenue_cagr_5y": 0.02841436259541119, "earnings_cagr_3y": -0.1903112935366018, "quarterly_revenue_growth_yoy": 0.035868205199499514, "quarterly_earnings_growth_yoy": -0.41569459172852596, "revenue_growth_qoq": 0.01720136518771331, "gross_margin": 0.27338612266809825, "operating_margin": 0.11542074889276607, "net_margin": 0.07394980539524897, "roa_ttm": 0.019867997642124793, "roe_ttm": 0.08663773123762168, "debt_to_ebitda": 1.8330777096114519, "net_debt_to_ebitda": 1.7451431492842535, "interest_coverage": 42.064516129032256, "debt_to_equity": 0.30217858497324174, "current_ratio": 2.7107249833968095e-05, "quick_ratio": 2.7107249833968095e-05, "fcf_to_ebitda": 1.0283742331288344, "capex_to_revenue": 0.0020413812192927824, "working_capital_to_revenue": -2.552729914884783, "capital_efficiency": 0.05325286443987324, "financial_health": -0.2735709828664986, "margin_quality": 0.15425222565203778, "growth_momentum": -0.18991319326451322, "company_age_years": 21.691991786447637, "ebitda": 3912000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 11.4728450775884, "revenue_cagr_3y": 0.03200162854854249, "revenue_cagr_5y": 0.02859530883921657, "earnings_cagr_3y": -0.07047650398071792, "quarterly_revenue_growth_yoy": 0.049553442811869776, "quarterly_earnings_growth_yoy": 0.08427876823338736, "revenue_growth_qoq": -0.02214467856663535, "gross_margin": 0.26475432335986826, "operating_margin": 0.10678012626955806, "net_margin": 0.09181992863024979, "roa_ttm": 0.020332574559203672, "roe_ttm": 0.0917359328082162, "debt_to_ebitda": 1.8984991096413126, "net_debt_to_ebitda": 1.7975069956754006, "interest_coverage": 44.168539325842694, "debt_to_equity": 0.3247747943774751, "current_ratio": 0.005347953767815287, "quick_ratio": 0.005347953767815287, "fcf_to_ebitda": 0.9486135843296871, "capex_to_revenue": 0.0025986459686794775, "working_capital_to_revenue": -2.524687136702455, "capital_efficiency": 0.056034253683709935, "financial_health": -0.29918655979298175, "margin_quality": 0.15445145941989205, "growth_momentum": 0.06691610552262857, "company_age_years": 21.93839835728953, "ebitda": 3931000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 10.531788385043756, "revenue_cagr_3y": 0.03673625644966849, "revenue_cagr_5y": 0.022982573720124577, "earnings_cagr_3y": -0.1358447901488813, "quarterly_revenue_growth_yoy": 0.040785077951002224, "quarterly_earnings_growth_yoy": -0.11932773109243698, "revenue_growth_qoq": 0.026214658248696128, "gross_margin": 0.24528554232981142, "operating_margin": 0.08439213588337569, "net_margin": 0.07008158352280326, "roa_ttm": 0.019676786801000743, "roe_ttm": 0.09004110860628564, "debt_to_ebitda": 1.8467250066295413, "net_debt_to_ebitda": 1.7366746221161495, "interest_coverage": 41.9, "debt_to_equity": 0.30782831631525437, "current_ratio": 0.005538059143802712, "quick_ratio": 0.005538059143802712, "fcf_to_ebitda": 1.0519756032882523, "capex_to_revenue": 0.0026067233149395714, "working_capital_to_revenue": -2.522800365618335, "capital_efficiency": 0.05485894770364319, "financial_health": -0.2817181440886672, "margin_quality": 0.1332530872453301, "growth_momentum": -0.03927132657071738, "company_age_years": 22.187542778918548, "ebitda": 3771000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 9.759789820923658, "revenue_cagr_3y": 0.043441946738617565, "revenue_cagr_5y": 0.036617020169835035, "earnings_cagr_3y": -0.08581781667036592, "quarterly_revenue_growth_yoy": 0.054334470989761095, "quarterly_earnings_growth_yoy": 1.4197952218430034, "revenue_growth_qoq": 0.032900896081316036, "gross_margin": 0.25262203806810823, "operating_margin": 0.10436358927877767, "net_margin": 0.0918037032241357, "roa_ttm": 0.02349841938883035, "roe_ttm": 0.10921638468388246, "debt_to_ebitda": 1.6880301602262018, "net_debt_to_ebitda": 1.6034401508011311, "interest_coverage": 49.348837209302324, "debt_to_equity": 0.3189670525378451, "current_ratio": 0.004725798383487349, "quick_ratio": 0.004725798383487349, "fcf_to_ebitda": 0.9354382657869934, "capex_to_revenue": 0.0025386645288439057, "working_capital_to_revenue": -2.525536960951331, "capital_efficiency": 0.0663574020363564, "financial_health": -0.28881386730714, "margin_quality": 0.14959644352367385, "growth_momentum": 0.7370648464163823, "company_age_years": 22.439425051334702, "ebitda": 4244000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 7.772360799343006, "revenue_cagr_3y": 0.005584758031754067, "revenue_cagr_5y": 0.01451030167547529, "earnings_cagr_3y": 0.07465949230483049, "quarterly_revenue_growth_yoy": -0.007763443315446969, "quarterly_earnings_growth_yoy": -0.4065533980582524, "revenue_growth_qoq": -0.037328311918475854, "gross_margin": 0.5304337820734093, "operating_margin": 0.08284432171211598, "net_margin": 0.05626510182947877, "roa_ttm": 0.020744152270295062, "roe_ttm": 0.10841448189762797, "debt_to_ebitda": 1.4273200109499042, "net_debt_to_ebitda": 1.291814946619217, "interest_coverage": 50.04109589041096, "debt_to_equity": 0.260374531835206, "current_ratio": 0.10264505012137295, "quick_ratio": 0.10264505012137295, "fcf_to_ebitda": 0.906925814399124, "capex_to_revenue": 0.0084985835694051, "working_capital_to_revenue": -2.001121925223684, "capital_efficiency": 0.06457931708396152, "financial_health": -0.25115036843374006, "margin_quality": 0.22318106853833466, "growth_momentum": -0.2071584206868497, "company_age_years": 22.579055441478438, "ebitda": 3653000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 10.844292091836735, "revenue_cagr_3y": 0.018096387052947138, "revenue_cagr_5y": 0.02411235618262597, "earnings_cagr_3y": 0.007655414786691184, "quarterly_revenue_growth_yoy": 0.06754113450696123, "quarterly_earnings_growth_yoy": 0.7177914110429447, "revenue_growth_qoq": 0.006181542132089795, "gross_margin": 0.5574477258029747, "operating_margin": 0.13558956671696487, "net_margin": 0.09053675361069195, "roa_ttm": 0.01728201823036553, "roe_ttm": 0.09123608613230934, "debt_to_ebitda": 2.1792091836734695, "net_debt_to_ebitda": 2.0401785714285716, "interest_coverage": 40.72727272727273, "debt_to_equity": 0.33218295824624505, "current_ratio": 0.1263434936956788, "quick_ratio": 0.1263434936956788, "fcf_to_ebitda": 1.1734693877551021, "capex_to_revenue": 0.008567361909454207, "working_capital_to_revenue": -1.9534953741720043, "capital_efficiency": 0.05425905218133743, "financial_health": -0.30449679207955677, "margin_quality": 0.2611913487102105, "growth_momentum": 0.392666272774953, "company_age_years": 23.581108829568787, "ebitda": 3136000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 10.386141732283464, "revenue_cagr_3y": 0.026635635973323968, "revenue_cagr_5y": 0.02979661765192243, "earnings_cagr_3y": -0.03534293424191881, "quarterly_revenue_growth_yoy": 0.046158882584024445, "quarterly_earnings_growth_yoy": 1.136531365313653, "revenue_growth_qoq": 0.016217935128259486, "gross_margin": 0.8867216021696047, "operating_margin": 0.08876603734223427, "net_margin": 0.06039428392615, "roa_ttm": 0.023758625355161683, "roe_ttm": 0.1225059299567462, "debt_to_ebitda": 2.940018527095878, "net_debt_to_ebitda": 2.828392774432608, "interest_coverage": 52.024096385542165, "debt_to_equity": 0.5904376540626017, "current_ratio": 0.10058302014069577, "quick_ratio": 0.10058302014069577, "fcf_to_ebitda": 0.8439092172301992, "capex_to_revenue": 0.009035181236673774, "working_capital_to_revenue": -1.9900319829424307, "capital_efficiency": 0.07313227765595394, "financial_health": -0.2908944517631879, "margin_quality": 0.3452939744793297, "growth_momentum": 0.5913451239488388, "company_age_years": 24.076659822039698, "ebitda": 4318000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 10.061174620628986, "revenue_cagr_3y": 0.02630864882012207, "revenue_cagr_5y": 0.03513903546468278, "earnings_cagr_3y": -0.05171023084434356, "quarterly_revenue_growth_yoy": 0.047608719227849476, "quarterly_earnings_growth_yoy": 0.28076923076923077, "revenue_growth_qoq": 0.00761447793887556, "gross_margin": 0.8739130434782608, "operating_margin": 0.1005175983436853, "net_margin": 0.06894409937888199, "roa_ttm": 0.024464939453675023, "roe_ttm": 0.125683801256838, "debt_to_ebitda": 2.7926105124257754, "net_debt_to_ebitda": 2.6408621068836595, "interest_coverage": 54.78313253012048, "debt_to_equity": 0.5740765857407658, "current_ratio": 0.10344746606547367, "quick_ratio": 0.10344746606547367, "fcf_to_ebitda": 0.9074114800967671, "capex_to_revenue": 0.008930688374298586, "working_capital_to_revenue": -2.011486077083169, "capital_efficiency": 0.07507437035525652, "financial_health": -0.280966059696629, "margin_quality": 0.347791580400276, "growth_momentum": 0.16418897499854013, "company_age_years": 24.32854209445585, "ebitda": 4547000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 9.970607510058114, "revenue_cagr_3y": 0.03965916466473085, "revenue_cagr_5y": 0.028638455273338304, "earnings_cagr_3y": 0.14871354543862525, "quarterly_revenue_growth_yoy": 0.060896744988144, "quarterly_earnings_growth_yoy": 0.4869047619047619, "revenue_growth_qoq": 0.018944099378881987, "gross_margin": 3.4406176978563447, "operating_margin": 0.11754546378136747, "net_margin": 0.12689220766026618, "roa_ttm": 0.02836633399156749, "roe_ttm": 0.14141279765864043, "debt_to_ebitda": 1.5940992400536433, "net_debt_to_ebitda": 1.456191327670988, "interest_coverage": 53.26190476190476, "debt_to_equity": 0.31626091969314, "current_ratio": 0.09993893751272136, "quick_ratio": 0.09993893751272136, "fcf_to_ebitda": 0.8974072418417524, "capex_to_revenue": 0.007761395493718202, "working_capital_to_revenue": -1.951354999480843, "capital_efficiency": 0.08488956582510396, "financial_health": -0.27609571560350255, "margin_quality": 1.2283517897659928, "growth_momentum": 0.2739007534464529, "company_age_years": 24.580424366872005, "ebitda": 4474000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 8.640759223715078, "revenue_cagr_3y": 0.029575414525152555, "revenue_cagr_5y": 0.02913901928585405, "earnings_cagr_3y": 0.12928956638643951, "quarterly_revenue_growth_yoy": 0.03561585753656985, "quarterly_earnings_growth_yoy": 0.4028776978417266, "revenue_growth_qoq": -0.007416438077821802, "gross_margin": 0.861310133060389, "operating_margin": 0.12528147389969294, "net_margin": 0.09979529170931423, "roa_ttm": 0.03062080166653426, "roe_ttm": 0.14903123254714953, "debt_to_ebitda": 1.4604393260823203, "net_debt_to_ebitda": 1.364470036255065, "interest_coverage": 56.493975903614455, "debt_to_equity": 0.29419598745542813, "current_ratio": 0.1169963325918355, "quick_ratio": 0.1169963325918355, "fcf_to_ebitda": 0.8095542759650245, "capex_to_revenue": 0.007385486361296964, "working_capital_to_revenue": -1.8897323726196604, "capital_efficiency": 0.0898260171068419, "financial_health": -0.2901808845489745, "margin_quality": 0.362128966223132, "growth_momentum": 0.21924677768914824, "company_age_years": 24.826830937713893, "ebitda": 4689000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 8.171501492537313, "revenue_cagr_3y": 0.03984459918338201, "revenue_cagr_5y": 0.02822355619495509, "earnings_cagr_3y": 0.23947978354315325, "quarterly_revenue_growth_yoy": 0.05340565348909982, "quarterly_earnings_growth_yoy": 0.16753022452504318, "revenue_growth_qoq": 0.03367451381780962, "gross_margin": 0.8606792751757599, "operating_margin": 0.08367165065848103, "net_margin": 0.06693732052678483, "roa_ttm": 0.0314548068696028, "roe_ttm": 0.1542254130265548, "debt_to_ebitda": 1.3750533049040512, "net_debt_to_ebitda": 1.2707889125799574, "interest_coverage": 54.53488372093023, "debt_to_equity": 0.2789118588357409, "current_ratio": 0.11414217353429039, "quick_ratio": 0.11414217353429039, "fcf_to_ebitda": 1.0181236673773988, "capex_to_revenue": 0.007137051711876461, "working_capital_to_revenue": -1.8854515899624098, "capital_efficiency": 0.0928401099480788, "financial_health": -0.2745552615356112, "margin_quality": 0.3370960821203419, "growth_momentum": 0.1104679390070715, "company_age_years": 25.075975359342916, "ebitda": 4690000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 8.527906210658834, "revenue_cagr_3y": 0.05046735553127091, "revenue_cagr_5y": 0.043331822774121065, "earnings_cagr_3y": 0.10205169109781931, "quarterly_revenue_growth_yoy": 0.08333333333333333, "quarterly_earnings_growth_yoy": 0.3063063063063063, "revenue_growth_qoq": 0.03624121200118824, "gross_margin": 0.853416149068323, "operating_margin": 0.0992833253702819, "net_margin": 0.08313425704730053, "roa_ttm": 0.03292864005590008, "roe_ttm": 0.15952270130749377, "debt_to_ebitda": 1.353545950482585, "net_debt_to_ebitda": 1.2570289550986151, "interest_coverage": 58.1219512195122, "debt_to_equity": 0.2729657682054754, "current_ratio": 0.11523925740756098, "quick_ratio": 0.11523925740756098, "fcf_to_ebitda": 0.9735627360469996, "capex_to_revenue": 0.006919381735819001, "working_capital_to_revenue": -1.858774920974687, "capital_efficiency": 0.09622567068169692, "financial_health": -0.26890563634154396, "margin_quality": 0.3452779104953018, "growth_momentum": 0.1948198198198198, "company_age_years": 25.32785763175907, "ebitda": 4766000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 6.552766478622328, "revenue_cagr_3y": 0.07331761443278584, "revenue_cagr_5y": 0.055448197150791856, "earnings_cagr_3y": 0.28275332733682523, "quarterly_revenue_growth_yoy": 0.20999894525893892, "quarterly_earnings_growth_yoy": 7.591078066914498, "revenue_growth_qoq": 0.03640798626795555, "gross_margin": 3.398274058577406, "operating_margin": 0.19447350069735006, "net_margin": 0.1545502092050209, "roa_ttm": 0.04040850354314297, "roe_ttm": 0.1864374182629433, "debt_to_ebitda": 1.155730403800475, "net_debt_to_ebitda": 1.1055522565320666, "interest_coverage": 82.14634146341463, "debt_to_equity": 0.29944611123932613, "current_ratio": 1.0899096437283127, "quick_ratio": 1.0899096437283127, "fcf_to_ebitda": 0.6971496437054632, "capex_to_revenue": 0.009692221600447677, "working_capital_to_revenue": 0.1757358701734751, "capital_efficiency": 0.11342296090304313, "financial_health": -0.25224024062388994, "margin_quality": 1.2490992561599257, "growth_momentum": 3.900538506086719, "company_age_years": 26.579055441478438, "ebitda": 6736000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 5.897026897214217, "revenue_cagr_3y": 0.05310817383234179, "revenue_cagr_5y": 0.04507082905773907, "earnings_cagr_3y": 0.2924402751798467, "quarterly_revenue_growth_yoy": 0.004755922469490309, "quarterly_earnings_growth_yoy": 0.4688601645123384, "revenue_growth_qoq": 0.11125446605795951, "gross_margin": 0.8704117174243101, "operating_margin": 0.13807269804411895, "net_margin": 0.11163704563722425, "roa_ttm": 0.03713324427292069, "roe_ttm": 0.16686430000741126, "debt_to_ebitda": 1.0621197566442524, "net_debt_to_ebitda": 0.9745437079731027, "interest_coverage": 79.0632911392405, "debt_to_equity": 0.24583117171866894, "current_ratio": 3.072579495223157, "quick_ratio": 3.072579495223157, "fcf_to_ebitda": 0.8832853025936599, "capex_to_revenue": 0.009722919614735016, "working_capital_to_revenue": 0.33174327840416307, "capital_efficiency": 0.10199877214016598, "financial_health": -0.24132042674480983, "margin_quality": 0.3733738203685511, "growth_momentum": 0.23680804349091436, "company_age_years": 27.077344284736483, "ebitda": 6246000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2020-09-30", "company_multiple": 5.47006166997405, "revenue_cagr_3y": 0.05983983294832651, "revenue_cagr_5y": 0.049593803258712876, "earnings_cagr_3y": 0.20074750445996514, "quarterly_revenue_growth_yoy": 0.038937573403198124, "quarterly_earnings_growth_yoy": 0.23845327604726102, "revenue_growth_qoq": 0.02706081986246316, "gross_margin": 0.88, "operating_margin": 0.12539130434782608, "net_margin": 0.10026086956521739, "roa_ttm": 0.0384928716904277, "roe_ttm": 0.1733118145471885, "debt_to_ebitda": 1.012822469851931, "net_debt_to_ebitda": 0.9563425431231873, "interest_coverage": 83.98717948717949, "debt_to_equity": 0.24337013534827423, "current_ratio": 22.80110497237569, "quick_ratio": 22.80110497237569, "fcf_to_ebitda": 0.7679743550602961, "capex_to_revenue": 0.008475533958639394, "working_capital_to_revenue": 0.44592609334388067, "capital_efficiency": 0.1059023431188081, "financial_health": -0.24035587872912964, "margin_quality": 0.3685507246376811, "growth_momentum": 0.13869542472522958, "company_age_years": 27.329226557152634, "ebitda": 6551000000.0, "spy_multiple": 20.0, "sector_multiple": 9.325705771305286, "sector_premium_over_spy": -0.5337147114347357}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 5.405947416612165, "revenue_cagr_3y": 0.06881261614118261, "revenue_cagr_5y": 0.06697069137610367, "earnings_cagr_3y": 0.2807581577318883, "quarterly_revenue_growth_yoy": 0.047594142259414225, "quarterly_earnings_growth_yoy": 0.47997743936830234, "revenue_growth_qoq": 0.04504347826086957, "gross_margin": 3.2500416042602764, "operating_margin": 0.27542020302879017, "net_margin": 0.21833915792977202, "roa_ttm": 0.0442585346107138, "roe_ttm": 0.18453188602442333, "debt_to_ebitda": 1.0235448005232177, "net_debt_to_ebitda": 0.9828646173969915, "interest_coverage": 95.5625, "debt_to_equity": 0.2589601879736572, "current_ratio": 15.347601476014761, "quick_ratio": 15.347601476014761, "fcf_to_ebitda": 0.6779594506213211, "capex_to_revenue": 0.006876381415909446, "working_capital_to_revenue": 0.43403808800875177, "capital_efficiency": 0.11439521031756857, "financial_health": -0.25649167931800226, "margin_quality": 1.2479336550729463, "growth_momentum": 0.2637857908138583, "company_age_years": 27.581108829568787, "ebitda": 7645000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 4.458407984790875, "revenue_cagr_3y": 0.07784985696215929, "revenue_cagr_5y": 0.06653133431537084, "earnings_cagr_3y": 0.33958072459281086, "quarterly_revenue_growth_yoy": 0.12940966330267037, "quarterly_earnings_growth_yoy": 0.3, "revenue_growth_qoq": 0.015661392659224158, "gross_margin": 0.8669144393484106, "operating_margin": 0.1421002688597185, "net_margin": 0.1284991301597343, "roa_ttm": 0.030314453080825976, "roe_ttm": 0.14262911464245176, "debt_to_ebitda": 0.7600760456273764, "net_debt_to_ebitda": 0.6977186311787072, "interest_coverage": 115.6043956043956, "debt_to_equity": 0.2836265607264472, "current_ratio": 0.2828116093482804, "quick_ratio": 0.2828116093482804, "fcf_to_ebitda": 0.4935361216730038, "capex_to_revenue": 0.00697315643319963, "working_capital_to_revenue": -1.2422709040419624, "capital_efficiency": 0.08647178386163887, "financial_health": -0.2786809548520324, "margin_quality": 0.37917127945595447, "growth_momentum": 0.2147048316513352, "company_age_years": 28.076659822039698, "ebitda": 10520000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 4.82609125840538, "revenue_cagr_3y": 0.06045387702135896, "revenue_cagr_5y": 0.06239816686950239, "earnings_cagr_3y": -0.14803646340776788, "quarterly_revenue_growth_yoy": 0.08521739130434783, "quarterly_earnings_growth_yoy": -0.5333911535125759, "revenue_growth_qoq": -0.01312668037324055, "gross_margin": 0.8485576923076923, "operating_margin": 0.01810897435897436, "net_margin": 0.04310897435897436, "roa_ttm": 0.025524580335731416, "roe_ttm": 0.12753210768712323, "debt_to_ebitda": 0.8517451168747999, "net_debt_to_ebitda": 0.7780979827089337, "interest_coverage": 135.7826086956522, "debt_to_equity": 0.2987980679222676, "current_ratio": 0.3001398633731347, "quick_ratio": 0.3001398633731347, "fcf_to_ebitda": 0.5555555555555556, "capex_to_revenue": 0.007238632926706321, "working_capital_to_revenue": -1.2208287125718318, "capital_efficiency": 0.07652834401142732, "financial_health": -0.2936272046129151, "margin_quality": 0.303258547008547, "growth_momentum": -0.22408688110411407, "company_age_years": 28.32854209445585, "ebitda": 9369000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2016-12-31", "company_multiple": 10.506401454540343, "revenue_cagr_3y": 0.1707660427446307, "revenue_cagr_5y": 0.12737884200463045, "earnings_cagr_3y": 0.1728211204480623, "quarterly_revenue_growth_yoy": 0.7384910485933504, "quarterly_earnings_growth_yoy": 1.357247437774524, "revenue_growth_qoq": -0.04585331617733068, "gross_margin": 0.33394630378815743, "operating_margin": 0.22912835601324016, "net_margin": 0.19737648645335296, "roa_ttm": 0.025878362309589075, "roe_ttm": 0.08565510098394614, "debt_to_ebitda": 1.8861400056227158, "net_debt_to_ebitda": 1.7476806297441665, "interest_coverage": 46.1948051948052, "debt_to_equity": 0.2779492490937338, "current_ratio": 1.1060521538040227, "quick_ratio": 1.1042061809661943, "fcf_to_ebitda": 0.743885296598257, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.33214739517153746, "capital_efficiency": 0.05576673164676761, "financial_health": -0.26142742627223, "margin_quality": 0.25348371541825016, "growth_momentum": 1.0478692431839371, "company_age_years": 23.772758384668034, "ebitda": 7114000000.0, "spy_multiple": 15.0, "sector_multiple": 13.916163189415833, "sector_premium_over_spy": -0.07225578737227778}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 10.483185697346714, "revenue_cagr_3y": 0.1954896103466619, "revenue_cagr_5y": 0.12398985451592259, "earnings_cagr_3y": 0.1419349557633367, "quarterly_revenue_growth_yoy": 0.09688681990107652, "quarterly_earnings_growth_yoy": 1.489749430523918, "revenue_growth_qoq": -0.07564055412529117, "gross_margin": 0.289920424403183, "operating_margin": 0.1619363395225464, "net_margin": 0.1449602122015915, "roa_ttm": 0.029751439736094978, "roe_ttm": 0.09728993986673168, "debt_to_ebitda": 1.774539455595271, "net_debt_to_ebitda": 1.6284025295573274, "interest_coverage": 47.23376623376623, "debt_to_equity": 0.2622298065984073, "current_ratio": 0.12834014223029203, "quick_ratio": 0.1264538255913653, "fcf_to_ebitda": 0.7265603519384107, "capex_to_revenue": 0.0, "working_capital_to_revenue": -2.688110495862627, "capital_efficiency": 0.06352068980141333, "financial_health": -0.24953138053879392, "margin_quality": 0.19893899204244028, "growth_momentum": 0.7933181252124973, "company_age_years": 24.019164955509925, "ebitda": 7274000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "CB", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 10.790921065804628, "revenue_cagr_3y": 0.18908891276494866, "revenue_cagr_5y": 0.15737531078189448, "earnings_cagr_3y": 0.18765695951841277, "quarterly_revenue_growth_yoy": 0.028354430379746835, "quarterly_earnings_growth_yoy": 0.7975206611570248, "revenue_growth_qoq": 0.07745358090185676, "gross_margin": 0.29123584441161987, "operating_margin": 0.18525356967011325, "net_margin": 0.1606351550960118, "roa_ttm": 0.032934939995582495, "roe_ttm": 0.106615821565473, "debt_to_ebitda": 1.7353336921420883, "net_debt_to_ebitda": 1.5608180839612487, "interest_coverage": 50.5578231292517, "debt_to_equity": 0.2561520586307573, "current_ratio": 0.13520225701343083, "quick_ratio": 0.13323531749185408, "fcf_to_ebitda": 0.6430301399354145, "capex_to_revenue": 0.0, "working_capital_to_revenue": -2.689341983317887, "capital_efficiency": 0.06977538078052775, "financial_health": -0.22988223660064616, "margin_quality": 0.21237485639258166, "growth_momentum": 0.4129375457683858, "company_age_years": 24.268309377138944, "ebitda": 7432000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 9.162437081785635, "revenue_cagr_3y": 0.00033512930765389193, "revenue_cagr_5y": -0.050433598207264896, "earnings_cagr_3y": 0.12396802020007835, "quarterly_revenue_growth_yoy": 0.12425058649752367, "quarterly_earnings_growth_yoy": 1.5210484511517077, "revenue_growth_qoq": 0.031242528094365188, "gross_margin": 1.0, "operating_margin": 0.09738001391143056, "net_margin": 0.050699435814205114, "roa_ttm": 0.0034220619208488695, "roe_ttm": 0.027392039998170817, "debt_to_ebitda": 3.955918550011188, "net_debt_to_ebitda": 3.579883642873126, "interest_coverage": 25.683908045977013, "debt_to_equity": 0.5389692544548268, "current_ratio": 0.1141666489887026, "quick_ratio": 0.1141666489887026, "fcf_to_ebitda": -0.07719847840680241, "capex_to_revenue": 0.05931348303491938, "working_capital_to_revenue": -7.4353744188347015, "capital_efficiency": 0.015407050959509843, "financial_health": -0.5311054893152622, "margin_quality": 0.38269314990854525, "growth_momentum": 0.8226495188246157, "company_age_years": 35.06091718001369, "ebitda": 8938000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2022-12-31", "company_multiple": 5.796429812427378, "revenue_cagr_3y": -0.005241928932898654, "revenue_cagr_5y": -0.01616047686969857, "earnings_cagr_3y": -0.33678980707950223, "quarterly_revenue_growth_yoy": -0.1634207689543658, "quarterly_earnings_growth_yoy": -0.9276561665776829, "revenue_growth_qoq": -0.17098703888334996, "gross_margin": 1.0, "operating_margin": 0.023967013143200756, "net_margin": 0.023279786959883173, "roa_ttm": 0.018885981535563597, "roe_ttm": 0.24863756812159393, "debt_to_ebitda": 3.2679687932274666, "net_debt_to_ebitda": 3.1549272395285786, "interest_coverage": 57.55732484076433, "debt_to_equity": 1.4764761761911904, "current_ratio": 1.1992763437947447, "quick_ratio": 4.67168453233234, "fcf_to_ebitda": 0.22995628838599014, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.18954633293457257, "capital_efficiency": 0.13376177482857876, "financial_health": -1.4350986965552013, "margin_quality": 0.349082266701028, "growth_momentum": -0.5455384677660243, "company_age_years": 38.313483915126625, "ebitda": 18073000000.0, "spy_multiple": 12.0, "sector_multiple": 11.416213728050014, "sector_premium_over_spy": -0.04864885599583213}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2023-03-31", "company_multiple": 7.673385468551723, "revenue_cagr_3y": -0.08627550657986038, "revenue_cagr_5y": -0.012027512804487994, "earnings_cagr_3y": -0.7421044698042825, "quarterly_revenue_growth_yoy": -0.262106739696747, "quarterly_earnings_growth_yoy": -0.9928109273903667, "revenue_growth_qoq": -0.05102654411133064, "gross_margin": 1.0, "operating_margin": -0.020910654476328415, "net_margin": 0.0027156694125101835, "roa_ttm": 0.010813842762291127, "roe_ttm": 0.13396587944686844, "debt_to_ebitda": 4.754679802955665, "net_debt_to_ebitda": 4.59679802955665, "interest_coverage": 39.6742671009772, "debt_to_equity": 1.3369346907680588, "current_ratio": 2.9866968325791854, "quick_ratio": 13.67868778280543, "fcf_to_ebitda": 0.3788177339901478, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.870960703021166, "capital_efficiency": 0.07238986110457979, "financial_health": -1.2987227592150363, "margin_quality": 0.3272683383120606, "growth_momentum": -0.6274588335435569, "company_age_years": 38.559890485968516, "ebitda": 12180000000.0, "spy_multiple": 12.0, "sector_multiple": 10.794258485876906, "sector_premium_over_spy": -0.1004784595102578}, {"ticker": "AIG", "sector": "Financial Services", "quarter_date": "2024-12-31", "company_multiple": 6.750743981334343, "revenue_cagr_3y": -0.19818802142272807, "revenue_cagr_5y": -0.095158332883576, "earnings_cagr_3y": -0.378793218856617, "quarterly_revenue_growth_yoy": -0.28054162487462386, "quarterly_earnings_growth_yoy": 8.655913978494624, "revenue_growth_qoq": 0.061880088823094, "gross_margin": 0.3453227380454482, "operating_margin": 0.21497281472187368, "net_margin": 0.12519169106371114, "roa_ttm": -0.00870309071298397, "roe_ttm": -0.0330189788575057, "debt_to_ebitda": 1.155505107832009, "net_debt_to_ebitda": 0.9912977676882331, "interest_coverage": 72.74311926605505, "debt_to_equity": 0.21547000305731287, "current_ratio": 0.620010106114199, "quick_ratio": 0.620010106114199, "fcf_to_ebitda": 0.4127884979190314, "capex_to_revenue": 0.12955628896222957, "working_capital_to_revenue": -0.4412174550788412, "capital_efficiency": -0.020861034785244835, "financial_health": -0.20175491827518574, "margin_quality": 0.2284957479436777, "growth_momentum": 4.18768617681, "company_age_years": 40.31485284052019, "ebitda": 7929000000.0, "spy_multiple": 12.0, "sector_multiple": 10.413240773113476, "sector_premium_over_spy": -0.13222993557387708}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2015-12-31", "company_multiple": 5.501091385111777, "revenue_cagr_3y": -0.005588977666112105, "revenue_cagr_5y": 0.058331193629368006, "earnings_cagr_3y": 0.8726391985050181, "quarterly_revenue_growth_yoy": -0.10853078089858256, "quarterly_earnings_growth_yoy": -0.4516765285996055, "revenue_growth_qoq": -0.054739060506904774, "gross_margin": 0.2587420793241023, "operating_margin": 0.06659234921379958, "net_margin": 0.048932175545646564, "roa_ttm": 0.006048297535233327, "roe_ttm": 0.07814684542818878, "debt_to_ebitda": 0.8565337635399862, "net_debt_to_ebitda": 0.0, "interest_coverage": 28.926666666666666, "debt_to_equity": 0.10939086667942133, "current_ratio": 34.71611535980835, "quick_ratio": 34.71611535980835, "fcf_to_ebitda": 1.6281401244526388, "capex_to_revenue": 0.09445183056711126, "working_capital_to_revenue": 5.231104630384126, "capital_efficiency": 0.04209757148171105, "financial_health": -0.09339414827789322, "margin_quality": 0.12475553469451615, "growth_momentum": -0.28010365474909404, "company_age_years": 15.737166324435318, "ebitda": 8678000000.0, "spy_multiple": 15.0, "sector_multiple": 13.880514340395184, "sector_premium_over_spy": -0.0746323773069878}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2016-03-31", "company_multiple": 5.004131298655757, "revenue_cagr_3y": 0.0139425737139518, "revenue_cagr_5y": 0.015256724414482115, "earnings_cagr_3y": 0.3069161033120662, "quarterly_revenue_growth_yoy": -0.014804917156600749, "quarterly_earnings_growth_yoy": 0.019925857275254866, "revenue_growth_qoq": 0.08149495423609482, "gross_margin": 0.33168773395540607, "operating_margin": 0.1585200455704443, "net_margin": 0.11940541420278848, "roa_ttm": 0.005834790305070262, "roe_ttm": 0.07064335202903332, "debt_to_ebitda": 0.864406779661017, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.419871794871796, "debt_to_equity": 0.09759155394259321, "current_ratio": 1712.3155555555556, "quick_ratio": 1712.3155555555556, "fcf_to_ebitda": 1.5611922852133255, "capex_to_revenue": 0.07962798174354853, "working_capital_to_revenue": 5.5263943508338835, "capital_efficiency": 0.038239071167051795, "financial_health": -0.08178570706097783, "margin_quality": 0.20320439790954628, "growth_momentum": 0.0025604700593270585, "company_age_years": 15.986310746064339, "ebitda": 8555000000.0, "spy_multiple": 15.0, "sector_multiple": 12.01934120957143, "sector_premium_over_spy": -0.1987105860285714}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2016-06-30", "company_multiple": 0.037217302452316074, "revenue_cagr_3y": -0.010217910534451868, "revenue_cagr_5y": -0.03716375070413114, "earnings_cagr_3y": -0.3971216946524495, "quarterly_revenue_growth_yoy": -0.05703327972287517, "quarterly_earnings_growth_yoy": -0.9013452914798207, "revenue_growth_qoq": -0.17300493679813378, "gross_margin": 0.19830753083180266, "operating_margin": -0.006559958016268696, "net_margin": 0.007215953817895565, "roa_ttm": 0.004612934677322673, "roe_ttm": 0.05491355031005696, "debt_to_ebitda": 1.0059945504087193, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.986928104575163, "debt_to_equity": 0.09325705048055671, "current_ratio": 2627.1103896103896, "quick_ratio": 2627.1103896103896, "fcf_to_ebitda": 1.8317438692098094, "capex_to_revenue": 0.07931405631836165, "working_capital_to_revenue": 5.882316150802886, "capital_efficiency": 0.029763242493689814, "financial_health": -0.07384926487342655, "margin_quality": 0.06632117554447652, "growth_momentum": -0.47918928560134794, "company_age_years": 16.23545516769336, "ebitda": 7340000000.0, "spy_multiple": 15.0, "sector_multiple": 12.620756594875603, "sector_premium_over_spy": -0.15861622700829314}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 6.469677415267659, "revenue_cagr_3y": -0.015837850580708968, "revenue_cagr_5y": -0.06566906424513042, "earnings_cagr_3y": -0.1595668337771271, "quarterly_revenue_growth_yoy": -0.13632078087737784, "quarterly_earnings_growth_yoy": -0.5203657522859518, "revenue_growth_qoq": 0.02158226187352401, "gross_margin": 0.2332241700378861, "operating_margin": 0.07442368201374173, "net_margin": 0.03705130674886021, "roa_ttm": 0.0039059548495966015, "roe_ttm": 0.04754362210356897, "debt_to_ebitda": 1.1803927779537535, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.55, "debt_to_equity": 0.09520220729121427, "current_ratio": 1154.3323863636363, "quick_ratio": 1154.3323863636363, "fcf_to_ebitda": 2.1751662971175167, "capex_to_revenue": 0.10252813225932965, "working_capital_to_revenue": 6.123827194014542, "capital_efficiency": 0.025724788476582786, "financial_health": -0.07596670247687784, "margin_quality": 0.11489971960016267, "growth_momentum": -0.32834326658166485, "company_age_years": 16.487337440109513, "ebitda": 6314000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2017-12-31", "company_multiple": 9.61344598570828, "revenue_cagr_3y": -0.05777435307465573, "revenue_cagr_5y": -0.015963426559574723, "earnings_cagr_3y": 0.1611189877300263, "quarterly_revenue_growth_yoy": 0.3243623716462405, "quarterly_earnings_growth_yoy": 2.1403256704980844, "revenue_growth_qoq": -0.011007358852266403, "gross_margin": 0.1621959607328206, "operating_margin": 0.06590383292690552, "net_margin": 0.14887763396485962, "roa_ttm": 0.005659182210664933, "roe_ttm": 0.06943213579657782, "debt_to_ebitda": 0.9966372425388819, "net_debt_to_ebitda": 0.0, "interest_coverage": 17.115107913669064, "debt_to_equity": 0.08081668825414139, "current_ratio": 0.7957074421938063, "quick_ratio": 0.7957074421938063, "fcf_to_ebitda": 2.673182009247583, "capex_to_revenue": 0.07303757544707898, "working_capital_to_revenue": -0.08671010710683466, "capital_efficiency": 0.037545659003621376, "financial_health": -0.05504437553135716, "margin_quality": 0.12565914254152857, "growth_momentum": 1.2323440210721626, "company_age_years": 17.738535249828885, "ebitda": 4758000000.0, "spy_multiple": 15.0, "sector_multiple": 14.718519197686334, "sector_premium_over_spy": -0.018765386820911112}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 7.255288306828812, "revenue_cagr_3y": -0.07506430201458358, "revenue_cagr_5y": -0.03490405035677624, "earnings_cagr_3y": -0.16574296637246289, "quarterly_revenue_growth_yoy": -0.010625501202886928, "quarterly_earnings_growth_yoy": 0.4352806414662085, "revenue_growth_qoq": -0.0742824985931345, "gross_margin": 0.27200270178993585, "operating_margin": 0.11185410334346504, "net_margin": 0.08463356973995272, "roa_ttm": 0.006250491170163798, "roe_ttm": 0.07909785118096253, "debt_to_ebitda": 0.8941066417212348, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.68881118881119, "debt_to_equity": 0.0848694725625999, "current_ratio": 0.8454830053667263, "quick_ratio": 0.9030262373285629, "fcf_to_ebitda": 2.2295603367633303, "capex_to_revenue": 0.07500561779718147, "working_capital_to_revenue": -0.06654682032679529, "capital_efficiency": 0.042674171175563165, "financial_health": -0.05598396285266332, "margin_quality": 0.15616345829111788, "growth_momentum": 0.2123275701316608, "company_age_years": 17.984941820670773, "ebitda": 5345000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 6.0582578397212545, "revenue_cagr_3y": 0.0943140233401163, "revenue_cagr_5y": 0.06147473130669545, "earnings_cagr_3y": -0.07202926798893106, "quarterly_revenue_growth_yoy": 0.38166047087980176, "quarterly_earnings_growth_yoy": -0.021953896816684963, "revenue_growth_qoq": 0.430935494765282, "gross_margin": 0.1699315553457635, "operating_margin": 0.05197073400991267, "net_margin": 0.042058059948076466, "roa_ttm": 0.006277492344262551, "roe_ttm": 0.08267298118695579, "debt_to_ebitda": 0.8637447276728406, "net_debt_to_ebitda": 0.0, "interest_coverage": 17.64724919093851, "debt_to_equity": 0.08781906661943206, "current_ratio": 11.6347409036818, "quick_ratio": 11.68821896072987, "fcf_to_ebitda": 2.5901338712635247, "capex_to_revenue": 0.05631364263286087, "working_capital_to_revenue": 4.327141473721278, "capital_efficiency": 0.04447523676560917, "financial_health": -0.055794074939648, "margin_quality": 0.0879867831012509, "growth_momentum": 0.1798532870315584, "company_age_years": 18.234086242299796, "ebitda": 5453000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2018-09-30", "company_multiple": 6.438099336650083, "revenue_cagr_3y": -0.03330040500984621, "revenue_cagr_5y": -0.0005883150086012368, "earnings_cagr_3y": -0.08817869168162429, "quarterly_revenue_growth_yoy": 0.007297013171727166, "quarterly_earnings_growth_yoy": 11.021978021978022, "revenue_growth_qoq": -0.23110691527023838, "gross_margin": 0.21836822395481614, "operating_margin": 0.06624102154828412, "net_margin": 0.05598870403339677, "roa_ttm": 0.007784368552697326, "roe_ttm": 0.10531719128329298, "debt_to_ebitda": 0.7477611940298508, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.584269662921347, "debt_to_equity": 0.08734140435835351, "current_ratio": 11.960725189401078, "quick_ratio": 12.016471297727188, "fcf_to_ebitda": 2.143117744610282, "capex_to_revenue": 0.07395418326693227, "working_capital_to_revenue": 4.259418209514882, "capital_efficiency": 0.056550779917995155, "financial_health": -0.06384154254203117, "margin_quality": 0.11353264984549903, "growth_momentum": 5.514637517574875, "company_age_years": 18.48596851471595, "ebitda": 6030000000.0, "spy_multiple": 15.0, "sector_multiple": 12.24641718822215, "sector_premium_over_spy": -0.18357218745185666}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 3.931196123300579, "revenue_cagr_3y": -0.02779340074770542, "revenue_cagr_5y": -0.03231832787833544, "earnings_cagr_3y": 0.3532918779788208, "quarterly_revenue_growth_yoy": -0.020696554742699932, "quarterly_earnings_growth_yoy": -0.13187736245275095, "revenue_growth_qoq": -0.03849223402296028, "gross_margin": 0.3011109692248755, "operating_margin": 0.15777039969352574, "net_margin": 0.1319754820584855, "roa_ttm": 0.007451224514135946, "roe_ttm": 0.09713505621812252, "debt_to_ebitda": 0.6023690940907256, "net_debt_to_ebitda": 0.0, "interest_coverage": 28.573076923076922, "debt_to_equity": 0.08484859976109668, "current_ratio": 0.9151864486530996, "quick_ratio": 0.9716503940712857, "fcf_to_ebitda": 1.2822721766051959, "capex_to_revenue": 0.10404615769564769, "working_capital_to_revenue": -0.03183644632843202, "capital_efficiency": 0.05229314036612923, "financial_health": -0.05675607231534192, "margin_quality": 0.19695228365896225, "growth_momentum": -0.07628695859772544, "company_age_years": 18.7378507871321, "ebitda": 7429000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2019-03-31", "company_multiple": 4.352234293369055, "revenue_cagr_3y": -0.04012439299005055, "revenue_cagr_5y": -0.009338737768239569, "earnings_cagr_3y": -0.1438999048062629, "quarterly_revenue_growth_yoy": 0.1011144883485309, "quarterly_earnings_growth_yoy": 0.10215482841181166, "revenue_growth_qoq": 0.040863235857489466, "gross_margin": 0.24647282542019383, "operating_margin": 0.10698073855968593, "net_margin": 0.08471353208195313, "roa_ttm": 0.0073627150204434175, "roe_ttm": 0.089746876548907, "debt_to_ebitda": 0.6008037508372405, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.9017094017094, "debt_to_equity": 0.07665487360918832, "current_ratio": 0.8732900533271505, "quick_ratio": 0.8732900533271505, "fcf_to_ebitda": 1.380040187541862, "capex_to_revenue": 0.11510988219706789, "working_capital_to_revenue": -0.04722198219994816, "capital_efficiency": 0.04855479578467521, "financial_health": -0.051375804592013255, "margin_quality": 0.14605569868727764, "growth_momentum": 0.10163465838017127, "company_age_years": 18.98425735797399, "ebitda": 7465000000.0, "spy_multiple": 15.0, "sector_multiple": 11.422845906813253, "sector_premium_over_spy": -0.2384769395457832}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2019-06-30", "company_multiple": 3.9427221191745883, "revenue_cagr_3y": 0.047019774172728734, "revenue_cagr_5y": -0.008565499399201593, "earnings_cagr_3y": 1.510741659387584, "quarterly_revenue_growth_yoy": -0.17408543780977107, "quarterly_earnings_growth_yoy": 0.9539842873176206, "revenue_growth_qoq": 0.07330388909336277, "gross_margin": 0.26730296622278105, "operating_margin": 0.1312796479396468, "net_margin": 0.09950277190375494, "roa_ttm": 0.008332798391623769, "roe_ttm": 0.09561047468304838, "debt_to_ebitda": 0.502318571759796, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.48175182481752, "debt_to_equity": 0.06790365297519237, "current_ratio": 13.214330511132017, "quick_ratio": 13.214330511132017, "fcf_to_ebitda": 0.8208903315557616, "capex_to_revenue": 0.12313307984790875, "working_capital_to_revenue": 4.739346007604563, "capital_efficiency": 0.05197163653733607, "financial_health": -0.04024890894150841, "margin_quality": 0.16602846202206092, "growth_momentum": 0.3899494247539248, "company_age_years": 19.23340177960301, "ebitda": 8626000000.0, "spy_multiple": 15.0, "sector_multiple": 11.94269235659715, "sector_premium_over_spy": -0.20382050956019004}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 2.81840139887313, "revenue_cagr_3y": 0.06247657203590662, "revenue_cagr_5y": -0.0017892631760653144, "earnings_cagr_3y": 0.55844784810184, "quarterly_revenue_growth_yoy": 0.14666339247344834, "quarterly_earnings_growth_yoy": 1.394736842105263, "revenue_growth_qoq": 0.06749728524889981, "gross_margin": 0.2733162008780383, "operating_margin": 0.14942713352607345, "net_margin": 0.11692900738837135, "roa_ttm": 0.009925795490649047, "roe_ttm": 0.10784285045635385, "debt_to_ebitda": 0.41810763551583446, "net_debt_to_ebitda": 0.0, "interest_coverage": 46.16143497757847, "debt_to_equity": 0.06295342850456354, "current_ratio": 12.073700027956388, "quick_ratio": 11.11692759295499, "fcf_to_ebitda": 0.7474256848649699, "capex_to_revenue": 0.10670834617473106, "working_capital_to_revenue": 4.650567222882637, "capital_efficiency": 0.05888432297350145, "financial_health": -0.0346894574413725, "margin_quality": 0.1798907805974944, "growth_momentum": 0.7707001172893557, "company_age_years": 19.485284052019164, "ebitda": 10294000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2020-06-30", "company_multiple": 1.4196326487625066, "revenue_cagr_3y": -0.027580352767613392, "revenue_cagr_5y": -0.026990350603688817, "earnings_cagr_3y": -0.4580616620384482, "quarterly_revenue_growth_yoy": -0.19420472080928158, "quarterly_earnings_growth_yoy": -0.9167145318782309, "revenue_growth_qoq": -0.2299836155106499, "gross_margin": 0.1614298886445847, "operating_margin": 0.013972622171785232, "net_margin": 0.010284417334562736, "roa_ttm": 0.009536427982381059, "roe_ttm": 0.0967064325631168, "debt_to_ebitda": 0.46571879936808847, "net_debt_to_ebitda": 0.0, "interest_coverage": 40.92672413793103, "debt_to_equity": 0.05842019737624351, "current_ratio": 295.93338748984564, "quick_ratio": 295.93338748984564, "fcf_to_ebitda": 1.280568720379147, "capex_to_revenue": 0.09265718891982999, "working_capital_to_revenue": 5.321163710977576, "capital_efficiency": 0.05312143027274893, "financial_health": -0.02277370170265363, "margin_quality": 0.06189564271697756, "growth_momentum": -0.5554596263437562, "company_age_years": 20.23545516769336, "ebitda": 9495000000.0, "spy_multiple": 20.0, "sector_multiple": 9.353981681289369, "sector_premium_over_spy": -0.5323009159355315}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2020-12-31", "company_multiple": 3.4608035714285714, "revenue_cagr_3y": 0.06682091107164934, "revenue_cagr_5y": 0.026423517908605865, "earnings_cagr_3y": -0.5951452579520131, "quarterly_revenue_growth_yoy": 0.13270722743977134, "quarterly_earnings_growth_yoy": -0.7335581787521079, "revenue_growth_qoq": 0.2124882922260381, "gross_margin": 0.12673807807189205, "operating_margin": 0.008445771964156967, "net_margin": 0.008136780306931712, "roa_ttm": 0.006800009054940854, "roe_ttm": 0.07252072212237452, "debt_to_ebitda": 0.5600765306122449, "net_debt_to_ebitda": 0.0, "interest_coverage": 34.08695652173913, "debt_to_equity": 0.0588937471498699, "current_ratio": 1008.5954198473282, "quick_ratio": 1008.5954198473282, "fcf_to_ebitda": 1.4678571428571427, "capex_to_revenue": 0.07268358833760798, "working_capital_to_revenue": 5.836870964889007, "capital_efficiency": 0.03966036558865769, "financial_health": -0.028727883817773102, "margin_quality": 0.047773543447660244, "growth_momentum": -0.3004254756561683, "company_age_years": 20.739219712525667, "ebitda": 7840000000.0, "spy_multiple": 20.0, "sector_multiple": 9.971161088101493, "sector_premium_over_spy": -0.5014419455949254}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 5.562276786703601, "revenue_cagr_3y": 0.08651826896595205, "revenue_cagr_5y": 0.10715147477465936, "earnings_cagr_3y": -0.16094248962037416, "quarterly_revenue_growth_yoy": 0.034555566999691006, "quarterly_earnings_growth_yoy": 6.727848101265823, "revenue_growth_qoq": 0.1883466430050281, "gross_margin": 1.0, "operating_margin": 0.06501070237443377, "net_margin": 0.06077953108666435, "roa_ttm": 0.008654640993644927, "roe_ttm": 0.09743338964464598, "debt_to_ebitda": 1.9313019390581718, "net_debt_to_ebitda": 0.0, "interest_coverage": 40.29017857142857, "debt_to_equity": 0.25829109984884857, "current_ratio": 1128.533724340176, "quick_ratio": 1290.8914956011731, "fcf_to_ebitda": 1.4212742382271468, "capex_to_revenue": 0.06133933595948227, "working_capital_to_revenue": 5.409243106359032, "capital_efficiency": 0.05304401531914545, "financial_health": -0.22685013043920232, "margin_quality": 0.3752634111536994, "growth_momentum": 3.381201834132757, "company_age_years": 21.738535249828885, "ebitda": 9025000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2016-09-30", "company_multiple": 4.559767558753777, "revenue_cagr_3y": 0.14462426874678314, "revenue_cagr_5y": 0.02582318795407601, "earnings_cagr_3y": 0.21168398534296817, "quarterly_revenue_growth_yoy": 0.24722406059269064, "quarterly_earnings_growth_yoy": 0.24709897610921502, "revenue_growth_qoq": 0.17466583558418172, "gross_margin": 0.3459112080655622, "operating_margin": 0.136489593773952, "net_margin": 0.10771770532397854, "roa_ttm": 0.005877796954376635, "roe_ttm": 0.08539632471513885, "debt_to_ebitda": 2.9705438066465257, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.0828025477707, "debt_to_equity": 0.3484786730697666, "current_ratio": 0.006764015491300915, "quick_ratio": 0.006764015491300915, "fcf_to_ebitda": 2.8962235649546826, "capex_to_revenue": 0.0011669584062682337, "working_capital_to_revenue": -12.330399266483287, "capital_efficiency": 0.04563706083475774, "financial_health": -0.3022448839839695, "margin_quality": 0.19670616905449756, "growth_momentum": 0.24716151835095285, "company_age_years": 14.798083504449007, "ebitda": 6620000000.0, "spy_multiple": 15.0, "sector_multiple": 12.392781956532843, "sector_premium_over_spy": -0.17381453623114373}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2017-03-31", "company_multiple": 8.906005411011005, "revenue_cagr_3y": 0.020728105192956425, "revenue_cagr_5y": 0.07273291335565069, "earnings_cagr_3y": 0.03409618156437255, "quarterly_revenue_growth_yoy": -0.045990648335543304, "quarterly_earnings_growth_yoy": 0.02470059880239521, "revenue_growth_qoq": 0.0475095785440613, "gross_margin": 0.38522311631309436, "operating_margin": 0.1274323335771763, "net_margin": 0.10014630577907828, "roa_ttm": 0.005519429621315207, "roe_ttm": 0.09407062243502053, "debt_to_ebitda": 3.3198074277854195, "net_debt_to_ebitda": 1.031636863823934, "interest_coverage": 18.062111801242235, "debt_to_equity": 0.41270519835841313, "current_ratio": 0.005698196230864979, "quick_ratio": 0.005698196230864979, "fcf_to_ebitda": 1.7417469050894085, "capex_to_revenue": 0.0, "working_capital_to_revenue": -12.53463523743978, "capital_efficiency": 0.04979502602816786, "financial_health": -0.3657698427242353, "margin_quality": 0.20426725188978298, "growth_momentum": -0.010645024766574047, "company_age_years": 15.29637234770705, "ebitda": 5816000000.0, "spy_multiple": 15.0, "sector_multiple": 13.482594285251636, "sector_premium_over_spy": -0.10116038098322422}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2017-06-30", "company_multiple": 9.829530718314269, "revenue_cagr_3y": 0.007424830788316905, "revenue_cagr_5y": -0.03588877530474743, "earnings_cagr_3y": -0.23343027226292545, "quarterly_revenue_growth_yoy": -0.06911835999722972, "quarterly_earnings_growth_yoy": -0.46688382193268185, "revenue_growth_qoq": -0.016752011704462326, "gross_margin": 0.30369764154452794, "operating_margin": 0.04523472955881259, "net_margin": 0.03653002008779109, "roa_ttm": 0.004886843303510996, "roe_ttm": 0.08197093551316985, "debt_to_ebitda": 3.8942404174192253, "net_debt_to_ebitda": 0.5619104956853301, "interest_coverage": 15.285276073619633, "debt_to_equity": 0.40056560151928, "current_ratio": 0.005406419118041044, "quick_ratio": 0.005406419118041044, "fcf_to_ebitda": 1.0913104555488662, "capex_to_revenue": 0.009698539967087987, "working_capital_to_revenue": -12.998214348237106, "capital_efficiency": 0.04342888940834042, "financial_health": -0.34340812800310544, "margin_quality": 0.1284874637303772, "growth_momentum": -0.2680010909649558, "company_age_years": 15.545516769336071, "ebitda": 4983000000.0, "spy_multiple": 15.0, "sector_multiple": 14.496849663943205, "sector_premium_over_spy": -0.03354335573711964}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2017-09-30", "company_multiple": 8.71816170212766, "revenue_cagr_3y": 0.09632099346992962, "revenue_cagr_5y": 0.044146067470359096, "earnings_cagr_3y": 0.6350462443316431, "quarterly_revenue_growth_yoy": -0.0382052944991451, "quarterly_earnings_growth_yoy": 0.22495894909688013, "revenue_growth_qoq": 0.21367457778439103, "gross_margin": 0.39489977318702874, "operating_margin": 0.18518972598541042, "net_margin": 0.13719119720468337, "roa_ttm": 0.0053365419159671235, "roe_ttm": 0.0869910467909396, "debt_to_ebitda": 3.3210212765957445, "net_debt_to_ebitda": 0.8459574468085106, "interest_coverage": 17.803030303030305, "debt_to_equity": 0.3873305143628531, "current_ratio": 0.006232708116320884, "quick_ratio": 0.006232708116320884, "fcf_to_ebitda": 1.012255319148936, "capex_to_revenue": 0.009809823989800617, "working_capital_to_revenue": -13.261111307858483, "capital_efficiency": 0.04616379435345336, "financial_health": -0.32281122081353464, "margin_quality": 0.23909356545904084, "growth_momentum": 0.09337682729886751, "company_age_years": 15.797399041752225, "ebitda": 5875000000.0, "spy_multiple": 15.0, "sector_multiple": 14.542105751291103, "sector_premium_over_spy": -0.03052628324725981}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2018-03-31", "company_multiple": 7.2472630083732055, "revenue_cagr_3y": -0.04005615153485809, "revenue_cagr_5y": 0.06226290679226176, "earnings_cagr_3y": -0.12520553321943662, "quarterly_revenue_growth_yoy": 0.006364301389904901, "quarterly_earnings_growth_yoy": -0.004382761139517896, "revenue_growth_qoq": -0.15419612665232094, "gross_margin": 0.3593806789270917, "operating_margin": 0.12306462164716145, "net_margin": 0.09907683361197936, "roa_ttm": 0.009469950354173974, "roe_ttm": 0.15159174223422728, "debt_to_ebitda": 2.9195574162679425, "net_debt_to_ebitda": 0.5756578947368421, "interest_coverage": 19.67058823529412, "debt_to_equity": 0.37673162261238663, "current_ratio": 0.0056758948221939075, "quick_ratio": 0.0056758948221939075, "fcf_to_ebitda": 2.025418660287081, "capex_to_revenue": 0.009267933618843684, "working_capital_to_revenue": -12.637044967880085, "capital_efficiency": 0.08053084629420063, "financial_health": -0.33115413486108625, "margin_quality": 0.19384071139541084, "growth_momentum": 0.0009907701251935025, "company_age_years": 16.295687885010267, "ebitda": 6688000000.0, "spy_multiple": 15.0, "sector_multiple": 14.500325119495216, "sector_premium_over_spy": -0.033311658700318936}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2018-06-30", "company_multiple": 6.606308915875381, "revenue_cagr_3y": 0.022417653041677532, "revenue_cagr_5y": 0.0785536953284327, "earnings_cagr_3y": -0.48060993851521305, "quarterly_revenue_growth_yoy": 0.09032066066512909, "quarterly_earnings_growth_yoy": -0.5987780040733197, "revenue_growth_qoq": 0.0652758595624046, "gross_margin": 0.2481064483111566, "operating_margin": 0.017059024223814397, "net_margin": 0.013442511088365746, "roa_ttm": 0.009304814807979773, "roe_ttm": 0.15558206990187406, "debt_to_ebitda": 3.009450584654813, "net_debt_to_ebitda": 0.34967163222809544, "interest_coverage": 17.99135446685879, "debt_to_equity": 0.38649688342144783, "current_ratio": 0.005705421673978932, "quick_ratio": 0.005705421673978932, "fcf_to_ebitda": 2.469485824123018, "capex_to_revenue": 0.0, "working_capital_to_revenue": -12.306755205771438, "capital_efficiency": 0.08244344235492691, "financial_health": -0.3237726753552364, "margin_quality": 0.09286932787444559, "growth_momentum": -0.2542286717040953, "company_age_years": 16.54483230663929, "ebitda": 6243000000.0, "spy_multiple": 15.0, "sector_multiple": 14.261439364897043, "sector_premium_over_spy": -0.04923737567353048}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2018-12-31", "company_multiple": 7.772744744744744, "revenue_cagr_3y": 0.08941058752432496, "revenue_cagr_5y": 0.13261945432484268, "earnings_cagr_3y": 0.046345034005339514, "quarterly_revenue_growth_yoy": 0.13323086381801413, "quarterly_earnings_growth_yoy": -0.7763612217795485, "revenue_growth_qoq": 0.14144166460242755, "gross_margin": 0.23301866319444445, "operating_margin": 0.05712890625, "net_margin": 0.04568142361111111, "roa_ttm": 0.004998294641739809, "roe_ttm": 0.0837978484892116, "debt_to_ebitda": 3.9697697697697696, "net_debt_to_ebitda": 0.8960960960960961, "interest_coverage": 13.42741935483871, "debt_to_equity": 0.4078614476417714, "current_ratio": 0.005251775097309551, "quick_ratio": 0.005251775097309551, "fcf_to_ebitda": 4.337137137137137, "capex_to_revenue": 0.0, "working_capital_to_revenue": -11.814182753365507, "capital_efficiency": 0.044398071565475705, "financial_health": -0.33861074948720854, "margin_quality": 0.11194299768518517, "growth_momentum": -0.3215651789807672, "company_age_years": 17.048596851471594, "ebitda": 4995000000.0, "spy_multiple": 15.0, "sector_multiple": 10.8951221760723, "sector_premium_over_spy": -0.27365852159518}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2019-09-30", "company_multiple": 7.429983846446218, "revenue_cagr_3y": -0.037893626132551095, "revenue_cagr_5y": 0.040590884011781014, "earnings_cagr_3y": -0.08100624287034586, "quarterly_revenue_growth_yoy": -0.06459004211047807, "quarterly_earnings_growth_yoy": -0.1519138755980861, "revenue_growth_qoq": -0.018390953990122173, "gross_margin": 0.3764316451506124, "operating_margin": 0.11420059582919563, "net_margin": 0.09387619993379676, "roa_ttm": 0.004403664752389835, "roe_ttm": 0.05927231830754734, "debt_to_ebitda": 3.9226529836564046, "net_debt_to_ebitda": 0.4469783352337514, "interest_coverage": 13.957559681697612, "debt_to_equity": 0.31370254415027815, "current_ratio": 0.005914110306663131, "quick_ratio": 0.005914110306663131, "fcf_to_ebitda": 5.137970353477765, "capex_to_revenue": 0.0, "working_capital_to_revenue": -12.414333916520869, "capital_efficiency": 0.031837991529968586, "financial_health": -0.27040654955163623, "margin_quality": 0.19483614697120158, "growth_momentum": -0.1082519588542821, "company_age_years": 17.796030116358658, "ebitda": 5262000000.0, "spy_multiple": 15.0, "sector_multiple": 11.65746967765915, "sector_premium_over_spy": -0.22283535482272332}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2019-12-31", "company_multiple": 7.591494679891794, "revenue_cagr_3y": 0.1378112358300183, "revenue_cagr_5y": 0.04098890883286144, "earnings_cagr_3y": 0.5836659768674242, "quarterly_revenue_growth_yoy": 0.042914496527777776, "quarterly_earnings_growth_yoy": 0.33966745843230406, "revenue_growth_qoq": 0.27262495862297254, "gross_margin": 0.29990116006866774, "operating_margin": 0.06991624616345003, "net_margin": 0.05867970660146699, "roa_ttm": 0.004668998563385057, "roe_ttm": 0.06632337796086508, "debt_to_ebitda": 3.7112714156898106, "net_debt_to_ebitda": 0.7668169522091974, "interest_coverage": 14.402597402597403, "debt_to_equity": 0.32605561277033984, "current_ratio": 0.507537027499118, "quick_ratio": 0.507537027499118, "fcf_to_ebitda": 3.539224526600541, "capex_to_revenue": 0.0, "working_capital_to_revenue": -6.181847639915441, "capital_efficiency": 0.03549618826212507, "financial_health": -0.27721809983609713, "margin_quality": 0.14283237094452825, "growth_momentum": 0.19129097748004092, "company_age_years": 18.04791238877481, "ebitda": 5545000000.0, "spy_multiple": 15.0, "sector_multiple": 11.30745519787185, "sector_premium_over_spy": -0.24616965347521003}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2021-06-30", "company_multiple": 5.362467005662776, "revenue_cagr_3y": 0.027917984355565917, "revenue_cagr_5y": 0.019682157347293394, "earnings_cagr_3y": 1.220896934919529, "quarterly_revenue_growth_yoy": 0.3138258357408172, "quarterly_earnings_growth_yoy": 1.895807388958074, "revenue_growth_qoq": -0.060500531224176604, "gross_margin": 0.42947791669284413, "operating_margin": 0.17421624678017214, "net_margin": 0.13557831249607338, "roa_ttm": 0.007870811615383702, "roe_ttm": 0.11565791143255932, "debt_to_ebitda": 2.4457413613775567, "net_debt_to_ebitda": 0.6954813359528488, "interest_coverage": 23.32345013477089, "debt_to_equity": 0.335664890242355, "current_ratio": 3.665012406947891, "quick_ratio": 3.665012406947891, "fcf_to_ebitda": -0.46793019761932275, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.050098735869886335, "capital_efficiency": 0.061764361523971516, "financial_health": -0.3001418709284562, "margin_quality": 0.24642415865636322, "growth_momentum": 1.1048166123494456, "company_age_years": 19.54551676933607, "ebitda": 8653000000.0, "spy_multiple": 20.0, "sector_multiple": 7.994791945882996, "sector_premium_over_spy": -0.6002604027058502}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2021-09-30", "company_multiple": 5.004156190899989, "revenue_cagr_3y": 0.10178857683570008, "revenue_cagr_5y": 0.049524102155104055, "earnings_cagr_3y": -0.029150929307900753, "quarterly_revenue_growth_yoy": 0.40019448946515396, "quarterly_earnings_growth_yoy": 0.028917283120376596, "revenue_growth_qoq": 0.3569139913300245, "gross_margin": 0.2662746550606538, "operating_margin": 0.08361885359755533, "net_margin": 0.07083989258264654, "roa_ttm": 0.00786526010581375, "roe_ttm": 0.1185224683697707, "debt_to_ebitda": 2.2133718989876514, "net_debt_to_ebitda": 0.47736121926799424, "interest_coverage": 24.493188010899182, "debt_to_equity": 0.32148916573755393, "current_ratio": 3.6244830438378823, "quick_ratio": 3.6244830438378823, "fcf_to_ebitda": 0.21871175881633106, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.045016031552365006, "capital_efficiency": 0.06319386423779223, "financial_health": -0.2852204475084774, "margin_quality": 0.14024446708028523, "growth_momentum": 0.21455588629276529, "company_age_years": 19.797399041752225, "ebitda": 8989000000.0, "spy_multiple": 20.0, "sector_multiple": 7.898047399254394, "sector_premium_over_spy": -0.6050976300372803}, {"ticker": "PRU", "sector": "Financial Services", "quarter_date": "2021-12-31", "company_multiple": 5.034806051121544, "revenue_cagr_3y": -0.03963621010425322, "revenue_cagr_5y": 0.04581256670133471, "earnings_cagr_3y": 0.1278507021704578, "quarterly_revenue_growth_yoy": 0.018528916339135316, "quarterly_earnings_growth_yoy": 0.47496947496947495, "revenue_growth_qoq": -0.2440966756181128, "gross_margin": 0.41871860835477154, "operating_margin": 0.08501776307730001, "net_margin": 0.07399240475315448, "roa_ttm": 0.008238212764323547, "roe_ttm": 0.12483030577283599, "debt_to_ebitda": 2.078038601982264, "net_debt_to_ebitda": 0.7334376630151278, "interest_coverage": 26.477900552486187, "debt_to_equity": 0.3219018682526343, "current_ratio": 383.49608610567515, "quick_ratio": 383.49608610567515, "fcf_to_ebitda": 1.0236828377673448, "capex_to_revenue": 0.0, "working_capital_to_revenue": 5.522667872229207, "capital_efficiency": 0.06653425926857977, "financial_health": -0.29163896579193516, "margin_quality": 0.19257625872840867, "growth_momentum": 0.24674919565430514, "company_age_years": 20.04928131416838, "ebitda": 9585000000.0, "spy_multiple": 20.0, "sector_multiple": 8.863831828064894, "sector_premium_over_spy": -0.5568084085967553}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 9.149217144106712, "revenue_cagr_3y": -0.028057384039143707, "revenue_cagr_5y": 0.0166830100466131, "earnings_cagr_3y": -0.05618165392280983, "quarterly_revenue_growth_yoy": 0.0619896683886019, "quarterly_earnings_growth_yoy": -0.22754793138244198, "revenue_growth_qoq": 0.09614723082215343, "gross_margin": 0.8900047073591715, "operating_margin": 0.3056645222030441, "net_margin": 0.24023222971912758, "roa_ttm": 0.01147990889122241, "roe_ttm": 0.13967698796420122, "debt_to_ebitda": 5.944784605291931, "net_debt_to_ebitda": 1.6670675705226328, "interest_coverage": 23.45128205128205, "debt_to_equity": 1.1186297705997326, "current_ratio": 0.3013544958491256, "quick_ratio": 0.32440632843221934, "fcf_to_ebitda": 1.5390334572490707, "capex_to_revenue": 0.0, "working_capital_to_revenue": -14.21866986516668, "capital_efficiency": 0.07557844842771182, "financial_health": -0.5388836215335164, "margin_quality": 0.47863381976044767, "growth_momentum": -0.08277913149692004, "company_age_years": 34.65023956194388, "ebitda": 9146000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "USB", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 8.540467955239064, "revenue_cagr_3y": 0.006854995922195073, "revenue_cagr_5y": 0.03553649556646832, "earnings_cagr_3y": -0.01706090770933233, "quarterly_revenue_growth_yoy": 0.17944936086529006, "quarterly_earnings_growth_yoy": -0.10650887573964497, "revenue_growth_qoq": 0.12929546524399813, "gross_margin": 0.8245102125885786, "operating_margin": 0.3191607614283729, "net_margin": 0.25177157148812007, "roa_ttm": 0.01093726340451235, "roe_ttm": 0.13834108559762592, "debt_to_ebitda": 6.476093591047813, "net_debt_to_ebitda": 1.768056968463886, "interest_coverage": 9.819089900110988, "debt_to_equity": 1.2058594489929073, "current_ratio": 0.24205483924274607, "quick_ratio": 0.3502823378622933, "fcf_to_ebitda": 1.6880298406239402, "capex_to_revenue": 0.0, "working_capital_to_revenue": -14.881612788351205, "capital_efficiency": 0.07463917450106913, "financial_health": -0.6089909647520979, "margin_quality": 0.46514751516835723, "growth_momentum": 0.036470242562822545, "company_age_years": 34.902121834360024, "ebitda": 8847000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 9.080460451365349, "revenue_cagr_3y": 0.027633906707190237, "revenue_cagr_5y": 0.03820917939779567, "earnings_cagr_3y": -0.12112017996666435, "quarterly_revenue_growth_yoy": 0.008949937781181201, "quarterly_earnings_growth_yoy": -0.40913961121787784, "revenue_growth_qoq": -0.008082603581231211, "gross_margin": 0.7228678799761765, "operating_margin": 0.22243831991946408, "net_margin": 0.18311380969698887, "roa_ttm": 0.010886283221659441, "roe_ttm": 0.15200812694052168, "debt_to_ebitda": 2.981632267939641, "net_debt_to_ebitda": 1.3747667339963796, "interest_coverage": 15.076606954689147, "debt_to_equity": 0.642508748585203, "current_ratio": 0.1977291790074514, "quick_ratio": 0.19758060045537607, "fcf_to_ebitda": 0.5498472850283413, "capex_to_revenue": 0.07163697878828588, "working_capital_to_revenue": -17.649038279689943, "capital_efficiency": 0.08144720508109056, "financial_health": -0.012854577384826975, "margin_quality": 0.3761400031975432, "growth_momentum": -0.20009483671834832, "company_age_years": 35.56194387405886, "ebitda": 286154000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "BOH", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 9.974027181665894, "revenue_cagr_3y": -0.015751402897313915, "revenue_cagr_5y": 0.015728822745355142, "earnings_cagr_3y": 0.004773661461483725, "quarterly_revenue_growth_yoy": 0.05638370537892399, "quarterly_earnings_growth_yoy": -0.14909835140927916, "revenue_growth_qoq": 0.02110566146607781, "gross_margin": 0.9279341447511411, "operating_margin": 0.3616931101934362, "net_margin": 0.28689958704629426, "roa_ttm": 0.009870044315649147, "roe_ttm": 0.1780543113451197, "debt_to_ebitda": 1.3544494205326314, "net_debt_to_ebitda": 0.5683535294830635, "interest_coverage": 24.26004674658825, "debt_to_equity": 0.339842823990318, "current_ratio": 0.10659116184753417, "quick_ratio": 0.14529304987768832, "fcf_to_ebitda": 0.8480828938249197, "capex_to_revenue": 0.045622525419116954, "working_capital_to_revenue": -26.440036705704657, "capital_efficiency": 0.09396217783038442, "financial_health": 0.002886723922886766, "margin_quality": 0.5255089473302905, "growth_momentum": -0.04635732301517759, "company_age_years": 38.06160164271047, "ebitda": 321761000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "ZION", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 8.368319593495935, "revenue_cagr_3y": 0.05326868343311064, "revenue_cagr_5y": 0.05967875328359051, "earnings_cagr_3y": -0.5347306844562449, "quarterly_revenue_growth_yoy": -0.06319702602230483, "quarterly_earnings_growth_yoy": -0.9342723004694836, "revenue_growth_qoq": -0.05381727158948686, "gross_margin": 0.5608465608465608, "operating_margin": 0.021164021164021163, "net_margin": 0.018518518518518517, "roa_ttm": 0.008633355254872879, "roe_ttm": 0.08257494646680942, "debt_to_ebitda": 5.650406504065041, "net_debt_to_ebitda": 3.6636178861788617, "interest_coverage": 13.297297297297296, "debt_to_equity": 0.7441113490364025, "current_ratio": 14.353784860557768, "quick_ratio": 14.352191235059761, "fcf_to_ebitda": 0.7845528455284553, "capex_to_revenue": 0.03757044458359424, "working_capital_to_revenue": 15.741077019411396, "capital_efficiency": 0.04560415086084115, "financial_health": -0.2128749098616636, "margin_quality": 0.2001763668430335, "growth_momentum": -0.4987346632458942, "company_age_years": 30.015058179329227, "ebitda": 984000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "SNV", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 8.270844067720864, "revenue_cagr_3y": 0.19521147329462574, "revenue_cagr_5y": 0.1460756488706927, "earnings_cagr_3y": -0.18765067539260294, "quarterly_revenue_growth_yoy": 0.006054257236609, "quarterly_earnings_growth_yoy": -0.6794884595543574, "revenue_growth_qoq": -0.02723234382861531, "gross_margin": 0.5417147309928984, "operating_margin": 0.07165582879912344, "net_margin": 0.06553932427512191, "roa_ttm": 0.009524278004254677, "roe_ttm": 0.09518173499394397, "debt_to_ebitda": 6.912287627460765, "net_debt_to_ebitda": 4.388854212443299, "interest_coverage": 6.06745482975858, "debt_to_equity": 0.9160764470539692, "current_ratio": 0.208914837143433, "quick_ratio": 0.20854692633392055, "fcf_to_ebitda": 0.6545103793470731, "capex_to_revenue": 0.024455670466686723, "working_capital_to_revenue": -13.561062622532495, "capital_efficiency": 0.052353006499099325, "financial_health": -0.588887529435328, "margin_quality": 0.2263032946890479, "growth_momentum": -0.3367171011588742, "company_age_years": 30.21492128678987, "ebitda": 671285000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "UBSI", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 8.772303067398752, "revenue_cagr_3y": 0.08209667605803483, "revenue_cagr_5y": 0.07022477858511689, "earnings_cagr_3y": 0.15857307670472176, "quarterly_revenue_growth_yoy": 0.13463928667927588, "quarterly_earnings_growth_yoy": 0.11321512284052435, "revenue_growth_qoq": 0.09047640246028743, "gross_margin": 0.8954519630822825, "operating_margin": 0.4371612955900813, "net_margin": 0.3489867358845522, "roa_ttm": 0.012176680531422046, "roe_ttm": 0.0796637722782847, "debt_to_ebitda": 0.9687975010897724, "net_debt_to_ebitda": 0.0, "interest_coverage": 19.19921078877759, "debt_to_equity": 0.09660578646449641, "current_ratio": 0.26239855885284274, "quick_ratio": 0.26193379924273374, "fcf_to_ebitda": 1.5002608677976208, "capex_to_revenue": 0.015017234054832962, "working_capital_to_revenue": -16.18564998831509, "capital_efficiency": 0.04592022640485337, "financial_health": -0.017861413299321824, "margin_quality": 0.560533331518972, "growth_momentum": 0.12392720475990011, "company_age_years": 32.51471594798083, "ebitda": 442753000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "CASH", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 8.31228757016091, "revenue_cagr_3y": 0.18305156507823228, "revenue_cagr_5y": 0.4367413888551408, "earnings_cagr_3y": 0.17621668440705252, "quarterly_revenue_growth_yoy": -0.06863265928948468, "quarterly_earnings_growth_yoy": 0.6283935242839352, "revenue_growth_qoq": 0.5231431845909276, "gross_margin": 0.7028968798165026, "operating_margin": 0.359379361400017, "net_margin": 0.317382492505977, "roa_ttm": 0.021023415154183062, "roe_ttm": 0.15332105347230543, "debt_to_ebitda": 4.820284226321829, "net_debt_to_ebitda": 4.255710228305286, "interest_coverage": 16.50891479513115, "debt_to_equity": 1.1585412423625254, "current_ratio": 0.20216582791948856, "quick_ratio": 0.20051795590124616, "fcf_to_ebitda": 1.0988717139252207, "capex_to_revenue": 0.23025817978694324, "working_capital_to_revenue": -7.629109701649229, "capital_efficiency": 0.08717223431324425, "financial_health": -0.2451523353348775, "margin_quality": 0.45988624457416555, "growth_momentum": 0.2798804324972253, "company_age_years": 26.524298425735797, "ebitda": 192593000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "CATY", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 8.507042839851973, "revenue_cagr_3y": -0.014329520899868942, "revenue_cagr_5y": 0.06921808998282808, "earnings_cagr_3y": 0.0401071868723446, "quarterly_revenue_growth_yoy": 0.10880452342487884, "quarterly_earnings_growth_yoy": 0.022402703586612886, "revenue_growth_qoq": 0.016852476017630284, "gross_margin": 0.8886553091404843, "operating_margin": 0.510375797437792, "net_margin": 0.39040889175660065, "roa_ttm": 0.014374571383797146, "roe_ttm": 0.1238313454956796, "debt_to_ebitda": 0.43105535106708187, "net_debt_to_ebitda": 0.0856449091482979, "interest_coverage": 31.545197961583693, "debt_to_equity": 0.07160302696275746, "current_ratio": 0.14051186746415237, "quick_ratio": 0.21409662905757562, "fcf_to_ebitda": 0.807634475679679, "capex_to_revenue": 0.005735352148459672, "working_capital_to_revenue": -20.977253193364074, "capital_efficiency": 0.06910295843973838, "financial_health": -0.06032088649450004, "margin_quality": 0.596479999444959, "growth_momentum": 0.06560361350574587, "company_age_years": 31.28542094455852, "ebitda": 402359000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "COLB", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 8.580659182118723, "revenue_cagr_3y": -0.01244075334056649, "revenue_cagr_5y": 0.021339588578505708, "earnings_cagr_3y": 0.07181926423603979, "quarterly_revenue_growth_yoy": -0.08646391505137228, "quarterly_earnings_growth_yoy": -0.1538932771471268, "revenue_growth_qoq": -0.023742861380998292, "gross_margin": 0.9620745214602939, "operating_margin": 0.38459809628722197, "net_margin": 0.2885546154114001, "roa_ttm": 0.013177476242386443, "roe_ttm": 0.1548244783129915, "debt_to_ebitda": 0.9275526020856095, "net_debt_to_ebitda": 0.0, "interest_coverage": 79.19339556917932, "debt_to_equity": 0.20217610229797692, "current_ratio": 0.2863242002702587, "quick_ratio": 0.37666199274197265, "fcf_to_ebitda": 0.9339463132355451, "capex_to_revenue": 0.01180245269356232, "working_capital_to_revenue": -15.065537878135233, "capital_efficiency": 0.08400097727768897, "financial_health": 0.07639465128766415, "margin_quality": 0.5450757443863053, "growth_momentum": -0.12017859609924955, "company_age_years": 29.78781656399726, "ebitda": 568371000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "PGR", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 9.830137008349261, "revenue_cagr_3y": 0.1384065186529253, "revenue_cagr_5y": 0.13763698202788976, "earnings_cagr_3y": 0.17749042778618462, "quarterly_revenue_growth_yoy": 0.002614646323355355, "quarterly_earnings_growth_yoy": -0.3576594955489614, "revenue_growth_qoq": -0.131972649700041, "gross_margin": 0.2554276086326612, "operating_margin": 0.09387106813620802, "net_margin": 0.0743391893197111, "roa_ttm": 0.06370900663287432, "roe_ttm": 0.24977180085705328, "debt_to_ebitda": 1.1856956040639774, "net_debt_to_ebitda": 1.1113570063373905, "interest_coverage": 103.55208333333333, "debt_to_equity": 0.41065393861268856, "current_ratio": 0.2864755186926508, "quick_ratio": 0.37601897058300043, "fcf_to_ebitda": 1.1404888844180665, "capex_to_revenue": 0.008971862026549126, "working_capital_to_revenue": -0.6677694633796321, "capital_efficiency": 0.15674040374496379, "financial_health": -0.36928210005916934, "margin_quality": 0.14121262202952675, "growth_momentum": -0.17752242461280304, "company_age_years": 33.72758384668035, "ebitda": 4970500000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2020-03-31", "company_multiple": 8.037798544907176, "revenue_cagr_3y": 0.04438513980471104, "revenue_cagr_5y": 0.03591406174171485, "earnings_cagr_3y": -0.009269890082304388, "quarterly_revenue_growth_yoy": 0.030895580758701604, "quarterly_earnings_growth_yoy": -0.24623115577889448, "revenue_growth_qoq": -0.019223614039439414, "gross_margin": 0.24544764795144158, "operating_margin": 0.09104704097116843, "net_margin": 0.07587253414264036, "roa_ttm": 0.02216820790233561, "roe_ttm": 0.09625456276781463, "debt_to_ebitda": 1.7960361264425488, "net_debt_to_ebitda": 1.6595584545910687, "interest_coverage": 47.45238095238095, "debt_to_equity": 0.28404221552134584, "current_ratio": 0.006950033855863453, "quick_ratio": 0.006950033855863453, "fcf_to_ebitda": 1.3030607124937281, "capex_to_revenue": 0.0014457225469859827, "working_capital_to_revenue": -2.442925388145075, "capital_efficiency": 0.059211385335075126, "financial_health": -0.25526552848113176, "margin_quality": 0.13745574102175015, "growth_momentum": -0.10766778751009644, "company_age_years": 23.939767282683093, "ebitda": 3986000000.0, "spy_multiple": 20.0, "sector_multiple": 9.890627146879762, "sector_premium_over_spy": -0.5054686426560119}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 8.581301526077478, "revenue_cagr_3y": 0.047188527745928965, "revenue_cagr_5y": 0.04878966755674474, "earnings_cagr_3y": 0.0854543666323746, "quarterly_revenue_growth_yoy": 0.05966558402502105, "quarterly_earnings_growth_yoy": 0.3888130968622101, "revenue_growth_qoq": -0.022417045832870935, "gross_margin": 1.0, "operating_margin": 0.134180951299807, "net_margin": 0.11556362810761721, "roa_ttm": 0.03328217754991905, "roe_ttm": 0.15459637303670049, "debt_to_ebitda": 1.2394767734361898, "net_debt_to_ebitda": 1.1133657554922018, "interest_coverage": 68.54022988505747, "debt_to_equity": 0.2894912067682425, "current_ratio": 21.177980483665678, "quick_ratio": 24.844293593551125, "fcf_to_ebitda": 1.2326010397450948, "capex_to_revenue": 0.0, "working_capital_to_revenue": 2.6936735387403714, "capital_efficiency": 0.09393927529330977, "financial_health": -0.2792333312118176, "margin_quality": 0.4165815264691414, "growth_momentum": 0.22423934044361557, "company_age_years": 25.93839835728953, "ebitda": 5963000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2022-06-30", "company_multiple": 8.646063581708873, "revenue_cagr_3y": 0.052585802576911034, "revenue_cagr_5y": 0.04924752498080309, "earnings_cagr_3y": -0.003603634857924365, "quarterly_revenue_growth_yoy": 0.05168642799585588, "quarterly_earnings_growth_yoy": -0.4100642398286938, "revenue_growth_qoq": 0.0371211261210126, "gross_margin": 1.0, "operating_margin": 0.07191330998248686, "net_margin": 0.060310858143607704, "roa_ttm": 0.030569445993121017, "roe_ttm": 0.1558100900585818, "debt_to_ebitda": 1.3465112042266352, "net_debt_to_ebitda": 1.2171615959191109, "interest_coverage": 62.375, "debt_to_equity": 0.3231179505114978, "current_ratio": 3.0992622401073104, "quick_ratio": 3.0992622401073104, "fcf_to_ebitda": 1.252687192566952, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.2625765498727664, "capital_efficiency": 0.09318976802585141, "financial_health": -0.3126563018973075, "margin_quality": 0.3774080560420316, "growth_momentum": -0.17918890591641895, "company_age_years": 26.187542778918548, "ebitda": 5489000000.0, "spy_multiple": 12.0, "sector_multiple": 9.222745779760244, "sector_premium_over_spy": -0.23143785168664632}, {"ticker": "TRV", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 8.257771812080536, "revenue_cagr_3y": 0.05101591587106147, "revenue_cagr_5y": 0.04897002563351571, "earnings_cagr_3y": 0.04661484156269102, "quarterly_revenue_growth_yoy": 0.0565587734241908, "quarterly_earnings_growth_yoy": -0.31419939577039274, "revenue_growth_qoq": 0.018279334500875658, "gross_margin": 1.0, "operating_margin": 0.05675588519832312, "net_margin": 0.04880146189401268, "roa_ttm": 0.029356963531233324, "roe_ttm": 0.1685923842057671, "debt_to_ebitda": 1.4172579098753595, "net_debt_to_ebitda": 1.2690316395014383, "interest_coverage": 59.26136363636363, "debt_to_equity": 0.3712950869084698, "current_ratio": 3.0398131672597866, "quick_ratio": 24.889902135231317, "fcf_to_ebitda": 1.3071907957813997, "capex_to_revenue": 0.0, "working_capital_to_revenue": 0.25293030695827246, "capital_efficiency": 0.09897467386850022, "financial_health": -0.3595095770067356, "margin_quality": 0.3685191156974453, "growth_momentum": -0.12882031117310097, "company_age_years": 26.439425051334702, "ebitda": 5215000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "ALL", "sector": "Financial Services", "quarter_date": "2022-03-31", "company_multiple": 8.966989444878811, "revenue_cagr_3y": 0.03929129757466043, "revenue_cagr_5y": 0.05512214602125853, "earnings_cagr_3y": -0.20222496459728745, "quarterly_revenue_growth_yoy": -0.009155891093084893, "quarterly_earnings_growth_yoy": 1.4750181028240406, "revenue_growth_qoq": -0.05180232111290447, "gross_margin": 1.0, "operating_margin": 0.06460241549809516, "net_margin": 0.0531733808867634, "roa_ttm": 0.04046320123520329, "roe_ttm": 0.16989368138992134, "debt_to_ebitda": 1.5584440969507427, "net_debt_to_ebitda": 1.3375684128225176, "interest_coverage": 61.63855421686747, "debt_to_equity": 0.3445846659175382, "current_ratio": 0.4417553338111252, "quick_ratio": 0.4417553338111252, "fcf_to_ebitda": 0.7322126661454261, "capex_to_revenue": 0.008202242738835836, "working_capital_to_revenue": -0.6018544200974759, "capital_efficiency": 0.10517844131256232, "financial_health": -0.33295316823354437, "margin_quality": 0.3725919321282862, "growth_momentum": 0.7329311058654778, "company_age_years": 28.826830937713893, "ebitda": 5116000000.0, "spy_multiple": 12.0, "sector_multiple": 8.966989444878811, "sector_premium_over_spy": -0.25275087959343245}, {"ticker": "MET", "sector": "Financial Services", "quarter_date": "2022-09-30", "company_multiple": 9.349830373545622, "revenue_cagr_3y": 0.06038428296790399, "revenue_cagr_5y": 0.06609686925312097, "earnings_cagr_3y": -0.43210359545070287, "quarterly_revenue_growth_yoy": 0.3173617272996155, "quarterly_earnings_growth_yoy": -0.7482693517935809, "revenue_growth_qoq": 0.4316019542298791, "gross_margin": 1.0, "operating_margin": 0.01881454872025146, "net_margin": 0.01796138302649304, "roa_ttm": 0.0037347870494567025, "roe_ttm": 0.09682565002392726, "debt_to_ebitda": 1.2461726883037354, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.665271966527197, "debt_to_equity": 0.16230658797256342, "current_ratio": 1600.9016393442623, "quick_ratio": 2033.431693989071, "fcf_to_ebitda": 4.995101041028781, "capex_to_revenue": 0.019166293385456962, "working_capital_to_revenue": 3.974182514150751, "capital_efficiency": 0.050280218536691984, "financial_health": -0.12086039091641945, "margin_quality": 0.3455919772489149, "growth_momentum": -0.2154538122469827, "company_age_years": 22.48596851471595, "ebitda": 3266000000.0, "spy_multiple": 12.0, "sector_multiple": 9.974027181665894, "sector_premium_over_spy": -0.16883106819450877}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2015-12-31", "company_multiple": 25.681077124132496, "revenue_cagr_3y": 0.2032129583518254, "revenue_cagr_5y": 0.23733351503060174, "earnings_cagr_3y": 0.08876774715975544, "quarterly_revenue_growth_yoy": 0.11998757734160502, "quarterly_earnings_growth_yoy": 0.1411587448606855, "revenue_growth_qoq": 0.07169668111550571, "gross_margin": 0.6505212137308279, "operating_margin": 0.18641967111524246, "net_margin": 0.2155954673217803, "roa_ttm": 0.10540889552274497, "roe_ttm": 0.31164090992110954, "debt_to_ebitda": 1.5266395659767842, "net_debt_to_ebitda": 0.6668315377838231, "interest_coverage": 45.89524710333412, "debt_to_equity": 0.8728826541133218, "current_ratio": 1.6905899682145902, "quick_ratio": 1.6899015427552524, "fcf_to_ebitda": 0.8093832274551628, "capex_to_revenue": 0.09861458445204743, "working_capital_to_revenue": 0.3416713972291689, "capital_efficiency": 0.20852490272192725, "financial_health": -0.7008126252660297, "margin_quality": 0.3508454507226169, "growth_momentum": 0.13057316110114525, "company_age_years": 8.39151266255989, "ebitda": 194091000.0, "spy_multiple": 15.0, "sector_multiple": 18.698188759731256, "sector_premium_over_spy": 0.24654591731541697}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2016-03-31", "company_multiple": 24.711274256651738, "revenue_cagr_3y": 0.15341746316782756, "revenue_cagr_5y": 0.20728480092683776, "earnings_cagr_3y": 0.20054432014107615, "quarterly_revenue_growth_yoy": 0.06432685360863723, "quarterly_earnings_growth_yoy": 16.575246949447994, "revenue_growth_qoq": -0.12782462430560165, "gross_margin": 0.648239548309332, "operating_margin": 0.19342130305144958, "net_margin": 0.19188606229778596, "roa_ttm": 0.12396755237113383, "roe_ttm": 0.38042462315827635, "debt_to_ebitda": 1.3788205125839972, "net_debt_to_ebitda": 0.7106026574671507, "interest_coverage": 38.14619985925405, "debt_to_equity": 0.8467538647165119, "current_ratio": 1.5661536311113873, "quick_ratio": 1.5650664720134186, "fcf_to_ebitda": 0.4609059002043141, "capex_to_revenue": 0.10804803142819555, "working_capital_to_revenue": 0.3307354869147474, "capital_efficiency": 0.2521960877647051, "financial_health": -0.703749060224226, "margin_quality": 0.34451563788618916, "growth_momentum": 8.319786901528316, "company_age_years": 8.640657084188911, "ebitda": 216823000.0, "spy_multiple": 15.0, "sector_multiple": 17.099824266742843, "sector_premium_over_spy": 0.13998828444952283}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2016-06-30", "company_multiple": 29.73817553567841, "revenue_cagr_3y": 0.2118325301511852, "revenue_cagr_5y": 0.23539743988039086, "earnings_cagr_3y": -0.19125397825183843, "quarterly_revenue_growth_yoy": 0.29375170107702475, "quarterly_earnings_growth_yoy": -0.18522324410419772, "revenue_growth_qoq": 0.2665355579521665, "gross_margin": 0.6326160565807136, "operating_margin": 0.16122197511570596, "net_margin": 0.07943138787040933, "roa_ttm": 0.11464291070728475, "roe_ttm": 0.3585349195072511, "debt_to_ebitda": 1.389820451604162, "net_debt_to_ebitda": 0.716964823838869, "interest_coverage": 32.27823857638365, "debt_to_equity": 0.8159624979770522, "current_ratio": 1.5940784411218052, "quick_ratio": 1.5917344414059262, "fcf_to_ebitda": 0.43292047636623576, "capex_to_revenue": 0.10858745597165204, "working_capital_to_revenue": 0.35507403272072197, "capital_efficiency": 0.23658891510726793, "financial_health": -0.6875041724053669, "margin_quality": 0.2910898065222763, "growth_momentum": 0.05426422848641352, "company_age_years": 8.889801505817934, "ebitda": 214037000.0, "spy_multiple": 15.0, "sector_multiple": 16.858555800186437, "sector_premium_over_spy": 0.12390372001242911}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2016-09-30", "company_multiple": 37.53743167799313, "revenue_cagr_3y": 0.2333163332158219, "revenue_cagr_5y": 0.23111001026104372, "earnings_cagr_3y": 0.09938597300336705, "quarterly_revenue_growth_yoy": 0.3688664085246174, "quarterly_earnings_growth_yoy": -0.14741454864154252, "revenue_growth_qoq": 0.1562932018993809, "gross_margin": 0.6309287103579427, "operating_margin": 0.23266059338003092, "net_margin": 0.16856186131940204, "roa_ttm": 0.09870730388827896, "roe_ttm": 0.3138888115305061, "debt_to_ebitda": 1.3843160174336948, "net_debt_to_ebitda": 0.5325885049972363, "interest_coverage": 33.99907578558226, "debt_to_equity": 0.7735672313266007, "current_ratio": 1.529492477529301, "quick_ratio": 1.526695855236514, "fcf_to_ebitda": 0.7708927972743995, "capex_to_revenue": 0.1139619667218571, "working_capital_to_revenue": 0.34180005800848795, "capital_efficiency": 0.20629805770939252, "financial_health": -0.6085111594601371, "margin_quality": 0.34405038835245855, "growth_momentum": 0.11072592994153743, "company_age_years": 9.141683778234086, "ebitda": 220722000.0, "spy_multiple": 15.0, "sector_multiple": 16.307580159043678, "sector_premium_over_spy": 0.08717201060291191}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2016-12-31", "company_multiple": 29.06424995278281, "revenue_cagr_3y": 0.23933281266385031, "revenue_cagr_5y": 0.24271781238855938, "earnings_cagr_3y": 0.07998730695981227, "quarterly_revenue_growth_yoy": 0.41798353362990504, "quarterly_earnings_growth_yoy": 0.31782368792506094, "revenue_growth_qoq": 0.11015087915372519, "gross_margin": 0.6349819529801971, "operating_margin": 0.25235391669105456, "net_margin": 0.20036679348356257, "roa_ttm": 0.09972393568981341, "roe_ttm": 0.3179776800496206, "debt_to_ebitda": 1.3065908191119169, "net_debt_to_ebitda": 0.33082452959929987, "interest_coverage": 35.29269010148551, "debt_to_equity": 0.7310716467609023, "current_ratio": 1.5079075478537152, "quick_ratio": 1.505994613259429, "fcf_to_ebitda": 0.4704590444041591, "capex_to_revenue": 0.091627624953221, "working_capital_to_revenue": 0.3468277916996291, "capital_efficiency": 0.20885080786971702, "financial_health": -0.5328367658490352, "margin_quality": 0.3625675543849381, "growth_momentum": 0.367903610777483, "company_age_years": 9.39356605065024, "ebitda": 239955000.0, "spy_multiple": 15.0, "sector_multiple": 18.138262504673826, "sector_premium_over_spy": 0.20921750031158837}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2017-03-31", "company_multiple": 33.90988082079195, "revenue_cagr_3y": 0.3270915225888449, "revenue_cagr_5y": 0.26353038168384035, "earnings_cagr_3y": 0.17037630494910605, "quarterly_revenue_growth_yoy": 0.7108101249762101, "quarterly_earnings_growth_yoy": 0.6040599067676133, "revenue_growth_qoq": 0.05228758169934641, "gross_margin": 0.6261462871975526, "operating_margin": 0.23477890052841383, "net_margin": 0.17991285806989896, "roa_ttm": 0.10422769312895394, "roe_ttm": 0.3206613249724206, "debt_to_ebitda": 1.1631111095005309, "net_debt_to_ebitda": 0.07093961652890166, "interest_coverage": 46.89887831407206, "debt_to_equity": 0.665563490681066, "current_ratio": 1.4841546645255181, "quick_ratio": 1.483477191749887, "fcf_to_ebitda": 0.8410598906335499, "capex_to_revenue": 0.07812818563821501, "working_capital_to_revenue": 0.32278833717918826, "capital_efficiency": 0.2124445090506873, "financial_health": -0.42835349859607963, "margin_quality": 0.3469460152652885, "growth_momentum": 0.6574350158719118, "company_age_years": 9.639972621492129, "ebitda": 275953000.0, "spy_multiple": 15.0, "sector_multiple": 19.31340235929217, "sector_premium_over_spy": 0.2875601572861446}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2017-09-30", "company_multiple": 45.024381546260386, "revenue_cagr_3y": 0.27263969857472414, "revenue_cagr_5y": 0.2567374463832177, "earnings_cagr_3y": -0.06425915783150982, "quarterly_revenue_growth_yoy": 0.32087919704392953, "quarterly_earnings_growth_yoy": -0.28901110197368424, "revenue_growth_qoq": 0.07411177883768608, "gross_margin": 0.5766313241790496, "operating_margin": 0.09032503500906792, "net_margin": 0.09073169771842543, "roa_ttm": 0.08209210698687258, "roe_ttm": 0.32708860634829967, "debt_to_ebitda": 1.3306082302625815, "net_debt_to_ebitda": 0.0, "interest_coverage": 37.43061559099717, "debt_to_equity": 0.8227011296152217, "current_ratio": 1.4367599140974705, "quick_ratio": 1.4339536189539774, "fcf_to_ebitda": 0.8646912655999872, "capex_to_revenue": 0.06084128053479111, "working_capital_to_revenue": 0.32237006762933135, "capital_efficiency": 0.20459035666758613, "financial_health": -0.4768940010441297, "margin_quality": 0.2525626856355143, "growth_momentum": 0.015934047535122647, "company_age_years": 10.140999315537304, "ebitda": 251122000.0, "spy_multiple": 15.0, "sector_multiple": 18.799995855366124, "sector_premium_over_spy": 0.25333305702440834}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 268.4323796558523, "revenue_cagr_3y": 0.4431436423351136, "revenue_cagr_5y": 0.32643477393247844, "earnings_cagr_3y": -0.2679912418377145, "quarterly_revenue_growth_yoy": 0.4760293604506256, "quarterly_earnings_growth_yoy": 1.9183373326108832, "revenue_growth_qoq": 0.10689011469117025, "gross_margin": 0.5002511767313254, "operating_margin": 0.021400679654684764, "net_margin": 0.025041686894484664, "roa_ttm": -0.0026532318981331605, "roe_ttm": -0.0051030247160734465, "debt_to_ebitda": 8.713890426120642, "net_debt_to_ebitda": 0.0, "interest_coverage": 5.5746513272061184, "debt_to_equity": 0.3268011273179156, "current_ratio": 2.820389916801192, "quick_ratio": 2.8179840812680506, "fcf_to_ebitda": 3.4425959232613907, "capex_to_revenue": 0.06762360065986497, "working_capital_to_revenue": 1.4268845368166099, "capital_efficiency": -0.0038781283071033035, "financial_health": 0.03100778749028077, "margin_quality": 0.18223118109349826, "growth_momentum": 1.1971833465307544, "company_age_years": 11.638603696098563, "ebitda": 86736000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 251.2921624193441, "revenue_cagr_3y": 0.39779778036855595, "revenue_cagr_5y": 0.3283193291981277, "earnings_cagr_3y": 0.0074898999876955585, "quarterly_revenue_growth_yoy": 0.6257584747910561, "quarterly_earnings_growth_yoy": 2.4412548880199076, "revenue_growth_qoq": 0.15085801127129198, "gross_margin": 0.4996496968318655, "operating_margin": -0.022903591432794978, "net_margin": 0.02974275642742122, "roa_ttm": 0.0034092105915971564, "roe_ttm": 0.006979825466494878, "debt_to_ebitda": 6.6238442094059735, "net_debt_to_ebitda": 0.0, "interest_coverage": 8.192928673615368, "debt_to_equity": 0.3548987531029862, "current_ratio": 2.536329198369931, "quick_ratio": 2.5322243601109067, "fcf_to_ebitda": 1.3910147675114748, "capex_to_revenue": 0.06790666654830019, "working_capital_to_revenue": 1.2355923946575287, "capital_efficiency": 0.005194518029046017, "financial_health": -0.03264403574427924, "margin_quality": 0.16882962060883058, "growth_momentum": 1.5335066814054819, "company_age_years": 11.887748117727584, "ebitda": 120264000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2020-06-30", "company_multiple": 432.2342194987886, "revenue_cagr_3y": 0.45717948343600945, "revenue_cagr_5y": 0.4159709198338588, "earnings_cagr_3y": 1.1914451770524646, "quarterly_revenue_growth_yoy": 0.6109709083306128, "quarterly_earnings_growth_yoy": 2.449898254917679, "revenue_growth_qoq": 0.34700371573906097, "gross_margin": 0.4863240847525357, "operating_margin": 0.11320754716981132, "net_margin": 0.06369418775025075, "roa_ttm": -0.030304419652812827, "roe_ttm": -0.08664605587984218, "debt_to_ebitda": 10.816219549799568, "net_debt_to_ebitda": 0.5122681820184133, "interest_coverage": 4.207473032583311, "debt_to_equity": 0.6437523727224487, "current_ratio": 1.7875748323450933, "quick_ratio": 1.7797429786459702, "fcf_to_ebitda": 6.074225805030616, "capex_to_revenue": 0.057125924490751, "working_capital_to_revenue": 0.7460657277931676, "capital_efficiency": -0.05847523776632751, "financial_health": -0.10584146213427864, "margin_quality": 0.22107527322419926, "growth_momentum": 1.530434581624146, "company_age_years": 12.889801505817934, "ebitda": 113505000.0, "spy_multiple": 20.0, "sector_multiple": 22.33716606498195, "sector_premium_over_spy": 0.11685830324909752}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2020-09-30", "company_multiple": 214.2356425410539, "revenue_cagr_3y": 0.5409439035972148, "revenue_cagr_5y": 0.4592070885425241, "earnings_cagr_3y": -0.18394577063469142, "quarterly_revenue_growth_yoy": 0.8501552988154838, "quarterly_earnings_growth_yoy": 1.1029216467463479, "revenue_growth_qoq": 0.2701962387106102, "gross_margin": 0.43039308918787383, "operating_margin": 0.0744590172456599, "net_margin": 0.013475832682770743, "roa_ttm": -0.0007189268069767795, "roe_ttm": -0.002297376924644923, "debt_to_ebitda": 5.066706635327002, "net_debt_to_ebitda": 0.5416335800273163, "interest_coverage": 10.270940380066879, "debt_to_equity": 0.7107226517466191, "current_ratio": 1.637334650146645, "quick_ratio": 1.6218241854711597, "fcf_to_ebitda": 3.2092359368548107, "capex_to_revenue": 0.059021838122268425, "working_capital_to_revenue": 0.5772233853908166, "capital_efficiency": -0.0015081518658108513, "financial_health": -0.14574305860904516, "margin_quality": 0.17277597970543482, "growth_momentum": 0.9765384727809159, "company_age_years": 13.141683778234086, "ebitda": 251864000.0, "spy_multiple": 20.0, "sector_multiple": 21.92943558469422, "sector_premium_over_spy": 0.09647177923471117}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2020-12-31", "company_multiple": 283.5110643306928, "revenue_cagr_3y": 0.4482280122086284, "revenue_cagr_5y": 0.490002749189548, "earnings_cagr_3y": -0.09269363303119793, "quarterly_revenue_growth_yoy": 0.9685022787573543, "quarterly_earnings_growth_yoy": 0.06329864069039594, "revenue_growth_qoq": 0.18965923665928416, "gross_margin": 0.368441592883017, "operating_margin": -0.018930101920886247, "net_margin": -0.03810732130695003, "roa_ttm": -0.00010833037608261424, "roe_ttm": -0.0004280754526882775, "debt_to_ebitda": 4.998395888012506, "net_debt_to_ebitda": 0.0, "interest_coverage": 9.27000348024172, "debt_to_equity": 0.8867368056489007, "current_ratio": 1.4705675104788938, "quick_ratio": 1.4380746889336282, "fcf_to_ebitda": 3.1925616985839445, "capex_to_revenue": 0.06219785502074386, "working_capital_to_revenue": 0.43058816423449053, "capital_efficiency": -0.0002682029143854459, "financial_health": -0.23679776977505657, "margin_quality": 0.10380138988506023, "growth_momentum": 0.5159004597238751, "company_age_years": 13.39356605065024, "ebitda": 292997000.0, "spy_multiple": 20.0, "sector_multiple": 26.363663101604278, "sector_premium_over_spy": 0.3181831550802139}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 185.17182423558333, "revenue_cagr_3y": 0.6252701246670833, "revenue_cagr_5y": 0.5428441864788927, "earnings_cagr_3y": 0.38064918096640876, "quarterly_revenue_growth_yoy": 1.1132019917465508, "quarterly_earnings_growth_yoy": -0.6106873845279265, "revenue_growth_qoq": 0.0381947165080494, "gross_margin": 0.4288824383164006, "operating_margin": 0.0660377358490566, "net_margin": -0.02467343976777939, "roa_ttm": -0.002616079132642215, "roe_ttm": 0.4472437837126694, "debt_to_ebitda": 5.390721682695524, "net_debt_to_ebitda": 3.2528578119308227, "interest_coverage": 4.420499731621554, "debt_to_equity": 71.54940139455334, "current_ratio": 1.2169276328578083, "quick_ratio": 1.175909819469826, "fcf_to_ebitda": 1.6921517657350023, "capex_to_revenue": 0.06859424255230591, "working_capital_to_revenue": 0.14794353460694978, "capital_efficiency": 0.22231385229001357, "financial_health": 54.76070053584392, "margin_quality": 0.1567489114658926, "growth_momentum": 0.25125730360931214, "company_age_years": 13.639972621492129, "ebitda": 403543000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 101.31904351364206, "revenue_cagr_3y": 0.7074876456896855, "revenue_cagr_5y": 0.5274461325868975, "earnings_cagr_3y": 1.7024349944637098, "quarterly_revenue_growth_yoy": 0.6053338195319233, "quarterly_earnings_growth_yoy": 0.08849347568208778, "revenue_growth_qoq": 0.14680624327233585, "gross_margin": 0.40040295367956874, "operating_margin": 0.01094254366739473, "net_margin": -0.021637289125131527, "roa_ttm": 0.008206712206712206, "roe_ttm": 0.05414500326583932, "debt_to_ebitda": 5.365058253581406, "net_debt_to_ebitda": 1.523591214408845, "interest_coverage": 12.536234584000894, "debt_to_equity": 2.35810254735467, "current_ratio": 1.4005482268288505, "quick_ratio": 1.3572040431728627, "fcf_to_ebitda": 0.5488839683766272, "capex_to_revenue": 0.08453603697774438, "working_capital_to_revenue": 0.3307040148146346, "capital_efficiency": 0.031175857736275764, "financial_health": -1.2027751425171411, "margin_quality": 0.12990273607394398, "growth_momentum": 0.34691364760700555, "company_age_years": 14.392881587953456, "ebitda": 672920000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2023-06-30", "company_multiple": 31.11866593010752, "revenue_cagr_3y": 0.5981003747616394, "revenue_cagr_5y": 0.6061687683777655, "earnings_cagr_3y": 0.6730470809623383, "quarterly_revenue_growth_yoy": 0.38043896804004623, "quarterly_earnings_growth_yoy": 1.1300813008130082, "revenue_growth_qoq": 0.12523540489642185, "gross_margin": 0.5107391910739191, "operating_margin": 0.18661087866108786, "net_margin": 0.07308228730822873, "roa_ttm": 0.049662139998687925, "roe_ttm": 0.336145648312611, "debt_to_ebitda": 2.411045943304008, "net_debt_to_ebitda": 1.5019550342130987, "interest_coverage": 41.755102040816325, "debt_to_equity": 2.1904973357015987, "current_ratio": 1.2780782029950084, "quick_ratio": 1.2535357737104826, "fcf_to_ebitda": 2.0117302052785924, "capex_to_revenue": 0.03377998876674958, "working_capital_to_revenue": 0.2145550830458156, "capital_efficiency": 0.19290389415564946, "financial_health": -0.9796641652127193, "margin_quality": 0.25681078568107857, "growth_momentum": 0.7552601344265272, "company_age_years": 15.887748117727584, "ebitda": 2046000000.0, "spy_multiple": 12.0, "sector_multiple": 21.67351319873235, "sector_premium_over_spy": 0.8061260998943627}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 27.785762623767877, "revenue_cagr_3y": 0.5211464432761015, "revenue_cagr_5y": 0.616954441971407, "earnings_cagr_3y": 1.8795878915078337, "quarterly_revenue_growth_yoy": 0.45985130111524164, "quarterly_earnings_growth_yoy": 1.7829457364341086, "revenue_growth_qoq": 0.09539748953974896, "gross_margin": 0.5334861217214159, "operating_margin": 0.19989814107461165, "net_margin": 0.0914183855360326, "roa_ttm": 0.06121309848672786, "roe_ttm": 0.3600875592849325, "debt_to_ebitda": 1.928511354079058, "net_debt_to_ebitda": 1.0155592935239697, "interest_coverage": 44.867924528301884, "debt_to_equity": 1.6731120029186428, "current_ratio": 1.266252668348535, "quick_ratio": 1.2423830778187464, "fcf_to_ebitda": 1.813708999158957, "capex_to_revenue": 0.03218978102189781, "working_capital_to_revenue": 0.20029197080291972, "capital_efficiency": 0.21065032888583018, "financial_health": -0.6471874394457185, "margin_quality": 0.2749342161106867, "growth_momentum": 1.1213985187746751, "company_age_years": 16.139630390143736, "ebitda": 2378000000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 30.707017905594665, "revenue_cagr_3y": 0.43885403197644823, "revenue_cagr_5y": 0.5621945272452524, "earnings_cagr_3y": 0.983940011014921, "quarterly_revenue_growth_yoy": 0.41506276150627613, "quarterly_earnings_growth_yoy": 1.0267175572519085, "revenue_growth_qoq": 0.1707823678744519, "gross_margin": 0.46619357382219595, "operating_margin": 0.14311058545239502, "net_margin": 0.10467179183914843, "roa_ttm": 0.06984523215177234, "roe_ttm": 0.3826586433260394, "debt_to_ebitda": 1.7421267135976288, "net_debt_to_ebitda": 0.6980363097443497, "interest_coverage": 69.2051282051282, "debt_to_equity": 1.286105032822757, "current_ratio": 1.2760569924113365, "quick_ratio": 1.2561561096484435, "fcf_to_ebitda": 1.9766580214894405, "capex_to_revenue": 0.036148687052404226, "working_capital_to_revenue": 0.20262589519154256, "capital_efficiency": 0.22625193773890587, "financial_health": -0.5050987796205036, "margin_quality": 0.23799198370457977, "growth_momentum": 0.7208901593790923, "company_age_years": 16.889801505817932, "ebitda": 2699000000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2019-04-30", "company_multiple": 18.575640663607484, "revenue_cagr_3y": 0.05209441428672967, "revenue_cagr_5y": 0.05334842591471545, "earnings_cagr_3y": 0.057693429563897336, "quarterly_revenue_growth_yoy": 0.02194700460829493, "quarterly_earnings_growth_yoy": 0.058704453441295545, "revenue_growth_qoq": 0.13382757078034127, "gross_margin": 0.29755932585536327, "operating_margin": 0.07987148413279974, "net_margin": 0.058959472408545176, "roa_ttm": 0.05486013096091997, "roe_ttm": 0.7326946847960445, "debt_to_ebitda": 3.185668902223791, "net_debt_to_ebitda": 2.660960112954465, "interest_coverage": 33.52662721893491, "debt_to_equity": 5.5778739184178, "current_ratio": 1.0873966593554918, "quick_ratio": 0.24233732635959732, "fcf_to_ebitda": 0.661136604306389, "capex_to_revenue": 0.016110808888144954, "working_capital_to_revenue": 0.02167636104950412, "capital_efficiency": 0.39377740787848226, "financial_health": -5.043077311914531, "margin_quality": 0.1454634274655694, "growth_momentum": 0.04032572902479524, "company_age_years": 33.828884325804246, "ebitda": 5666000000.0, "spy_multiple": 15.0, "sector_multiple": 15.183719628685715, "sector_premium_over_spy": 0.012247975245714304}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2016-01-31", "company_multiple": 21.992020077204042, "revenue_cagr_3y": 0.05081336801927727, "revenue_cagr_5y": 0.07195682133972059, "earnings_cagr_3y": 0.032868122419829504, "quarterly_revenue_growth_yoy": 0.07925406128864168, "quarterly_earnings_growth_yoy": 0.0281319901886676, "revenue_growth_qoq": 0.15587551162411273, "gross_margin": 0.2871972171623201, "operating_margin": 0.12014672941255233, "net_margin": 0.07436514423278091, "roa_ttm": 0.19822215546135738, "roe_ttm": 0.528817817196125, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 286.72387566137564, "debt_to_equity": 0.0, "current_ratio": 1.5384384732283412, "quick_ratio": 0.6990654736349532, "fcf_to_ebitda": 0.4724048010905908, "capex_to_revenue": 0.028742633124681005, "working_capital_to_revenue": 0.07659831149120415, "capital_efficiency": 0.36351998632874116, "financial_health": 0.18236678850427804, "margin_quality": 0.16056969693588444, "growth_momentum": 0.05369302573865464, "company_age_years": 28.071184120465436, "ebitda": 4335265000.0, "spy_multiple": 15.0, "sector_multiple": 13.301312160774534, "sector_premium_over_spy": -0.11324585594836434}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2016-10-31", "company_multiple": 21.58300424505744, "revenue_cagr_3y": 0.05898613383028084, "revenue_cagr_5y": 0.07435043877032688, "earnings_cagr_3y": -0.04063898666032284, "quarterly_revenue_growth_yoy": 0.06941295506091125, "quarterly_earnings_growth_yoy": -0.06380522293514243, "revenue_growth_qoq": 0.05197059700055303, "gross_margin": 0.29521310980345616, "operating_margin": 0.11882272946111817, "net_margin": 0.06630567865071624, "roa_ttm": 0.17772605479699904, "roe_ttm": 0.5281459167617247, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 260.183394268192, "debt_to_equity": 0.0, "current_ratio": 1.6227012528720932, "quick_ratio": 0.7269696235417857, "fcf_to_ebitda": 0.5412271457031542, "capex_to_revenue": 0.030782321605994364, "working_capital_to_revenue": 0.09326776295809937, "capital_efficiency": 0.3529359857793619, "financial_health": 0.18462440960621554, "margin_quality": 0.16011383930509684, "growth_momentum": 0.002803866062884408, "company_age_years": 28.82135523613963, "ebitda": 4412190000.0, "spy_multiple": 15.0, "sector_multiple": 11.648095260073829, "sector_premium_over_spy": -0.2234603159950781}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2017-01-31", "company_multiple": 21.508417723826433, "revenue_cagr_3y": 0.06631657514412437, "revenue_cagr_5y": 0.07128997295407236, "earnings_cagr_3y": 0.051996389731037596, "quarterly_revenue_growth_yoy": 0.05641238217711858, "quarterly_earnings_growth_yoy": 0.017198176651172004, "revenue_growth_qoq": 0.14182383611153723, "gross_margin": 0.28316116982392775, "operating_margin": 0.11653106627232722, "net_margin": 0.07160469755579185, "roa_ttm": 0.17838157786890335, "roe_ttm": 0.5095185805698977, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 292.8949970338145, "debt_to_equity": 0.0, "current_ratio": 1.6291161025513403, "quick_ratio": 0.8629911452194106, "fcf_to_ebitda": 0.5855949463374674, "capex_to_revenue": 0.030880994019240264, "working_capital_to_revenue": 0.0901983212020922, "capital_efficiency": 0.3439500792194006, "financial_health": 0.22740551551218396, "margin_quality": 0.1570989778840156, "growth_momentum": 0.03680527941414529, "company_age_years": 29.073237508555785, "ebitda": 4443510000.0, "spy_multiple": 15.0, "sector_multiple": 12.172776084560015, "sector_premium_over_spy": -0.18848159436266565}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2017-07-31", "company_multiple": 19.918247930314333, "revenue_cagr_3y": 0.06508735980618807, "revenue_cagr_5y": 0.07048063912733449, "earnings_cagr_3y": 0.02225439229823123, "quarterly_revenue_growth_yoy": 0.06034557240353497, "quarterly_earnings_growth_yoy": -0.016395279753243657, "revenue_growth_qoq": 0.07369915611770982, "gross_margin": 0.2853685822654558, "operating_margin": 0.10784988693061488, "net_margin": 0.06616138411285402, "roa_ttm": 0.17911401970451346, "roe_ttm": 0.5102510480522833, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 277.7190422745978, "debt_to_equity": 0.0, "current_ratio": 1.6251964712802422, "quick_ratio": 0.795297058992173, "fcf_to_ebitda": 0.5664721923243927, "capex_to_revenue": 0.03018118106575963, "working_capital_to_revenue": 0.08587483948510281, "capital_efficiency": 0.34468253387839837, "financial_health": 0.18934584865118512, "margin_quality": 0.15312661776964157, "growth_momentum": 0.021975146325145654, "company_age_years": 29.568788501026695, "ebitda": 4454058000.0, "spy_multiple": 15.0, "sector_multiple": 12.284347664247163, "sector_premium_over_spy": -0.1810434890501892}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2017-10-31", "company_multiple": 18.995182747940532, "revenue_cagr_3y": 0.059561531631487696, "revenue_cagr_5y": 0.0644833037156356, "earnings_cagr_3y": 0.025390408376953832, "quarterly_revenue_growth_yoy": 0.056747431886004396, "quarterly_earnings_growth_yoy": 0.16670122556776637, "revenue_growth_qoq": 0.04840087583904663, "gross_margin": 0.2981207958713659, "operating_margin": 0.11731969751957837, "net_margin": 0.07320473578613639, "roa_ttm": 0.17355908167746878, "roe_ttm": 0.5184681961973546, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 282.5164895903703, "debt_to_equity": 0.0, "current_ratio": 1.5343934077312997, "quick_ratio": 0.6701164470030163, "fcf_to_ebitda": 0.5125846264610183, "capex_to_revenue": 0.03156906527835735, "working_capital_to_revenue": 0.08501360905871364, "capital_efficiency": 0.3460136389374117, "financial_health": 0.17036287366165634, "margin_quality": 0.1628817430590269, "growth_momentum": 0.11172432872688538, "company_age_years": 29.82067077344285, "ebitda": 4600216000.0, "spy_multiple": 15.0, "sector_multiple": 13.120978622903166, "sector_premium_over_spy": -0.1252680918064556}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2021-01-31", "company_multiple": 60.75345182135349, "revenue_cagr_3y": -0.0005327914131004752, "revenue_cagr_5y": 0.04075194664992554, "earnings_cagr_3y": -0.28140893921220933, "quarterly_revenue_growth_yoy": -0.10349042990507815, "quarterly_earnings_growth_yoy": -0.6694493242214076, "revenue_growth_qoq": 0.08163461575526804, "gross_margin": 0.27968347495844453, "operating_margin": 0.07927600767964793, "net_margin": 0.02974657344599985, "roa_ttm": 0.002936045516332017, "roe_ttm": 0.01551086943849521, "debt_to_ebitda": 2.1039625544455762, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.614750071642035, "debt_to_equity": 0.41615300948928485, "current_ratio": 1.4568512286752981, "quick_ratio": 1.0553774884604006, "fcf_to_ebitda": 3.4618935142046072, "capex_to_revenue": 0.017675006119122275, "working_capital_to_revenue": 0.15358231434570574, "capital_efficiency": 0.009223457477413613, "financial_health": 0.3397715713100939, "margin_quality": 0.1295686853613641, "growth_momentum": -0.3864698770632429, "company_age_years": 33.073237508555785, "ebitda": 1153675000.0, "spy_multiple": 20.0, "sector_multiple": 41.99918295384987, "sector_premium_over_spy": 1.0999591476924935}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2021-01-31", "company_multiple": 64.03012110503647, "revenue_cagr_3y": 0.01468605591913641, "revenue_cagr_5y": 0.05505473007725836, "earnings_cagr_3y": -0.1917683155000447, "quarterly_revenue_growth_yoy": -0.03710797347650192, "quarterly_earnings_growth_yoy": -0.4782662074438815, "revenue_growth_qoq": 0.13188462193059067, "gross_margin": 0.25710860911350547, "operating_margin": 0.0946395615095851, "net_margin": 0.05599962914776226, "roa_ttm": 0.006713547169505704, "roe_ttm": 0.025946928257117155, "debt_to_ebitda": 1.1869367675964813, "net_debt_to_ebitda": 0.0, "interest_coverage": 28.823839009287926, "debt_to_equity": 0.20148967981912333, "current_ratio": 1.6870268031549018, "quick_ratio": 1.306646302160834, "fcf_to_ebitda": 3.2948088634923365, "capex_to_revenue": 0.032352942349977834, "working_capital_to_revenue": 0.21748744071470721, "capital_efficiency": 0.016330237713311428, "financial_health": 0.3789387795925213, "margin_quality": 0.13591593325695092, "growth_momentum": -0.2576870904601917, "company_age_years": 34.56536618754278, "ebitda": 558606000.0, "spy_multiple": 20.0, "sector_multiple": 41.99918295384987, "sector_premium_over_spy": 1.0999591476924935}, {"ticker": "CHWY", "sector": "Consumer Cyclical", "quarter_date": "2023-10-31", "company_multiple": 58.446683862169145, "revenue_cagr_3y": 0.15502403371424323, "revenue_cagr_5y": 0.20336606653666744, "earnings_cagr_3y": 0.024993949915372404, "quarterly_revenue_growth_yoy": 0.08441654864970961, "quarterly_earnings_growth_yoy": -16.305928169623538, "revenue_growth_qoq": -0.01415537704708502, "gross_margin": 0.2847383802977193, "operating_margin": -0.0035394910547639643, "net_margin": -0.012881868256930851, "roa_ttm": 0.004698819880387484, "roe_ttm": 0.03509450182746772, "debt_to_ebitda": 0.21068196473439618, "net_debt_to_ebitda": 0.0, "interest_coverage": 153.84150513112886, "debt_to_equity": 0.07229752242685678, "current_ratio": 0.9583847409868641, "quick_ratio": 0.5959592566351503, "fcf_to_ebitda": 2.3549685292657077, "capex_to_revenue": 0.015354290550755965, "working_capital_to_revenue": -0.007413075813095941, "capital_efficiency": 0.019896660853927602, "financial_health": 0.15985420649607252, "margin_quality": 0.0894390069953415, "growth_momentum": -8.110755810486914, "company_age_years": 4.380561259411362, "ebitda": 134919000.0, "spy_multiple": 12.0, "sector_multiple": 14.130169262687229, "sector_premium_over_spy": 0.17751410522393574}, {"ticker": "CHWY", "sector": "Consumer Cyclical", "quarter_date": "2024-01-31", "company_multiple": 43.67244792270296, "revenue_cagr_3y": 0.11691934950136385, "revenue_cagr_5y": 0.2120732886895349, "earnings_cagr_3y": 0.1763544067195455, "quarterly_revenue_growth_yoy": 0.051407970292659706, "quarterly_earnings_growth_yoy": 4.613204456094365, "revenue_growth_qoq": 0.036705968042973554, "gross_margin": 0.28191901751698917, "operating_margin": -0.006886655085863633, "net_margin": 0.01203618971673871, "roa_ttm": 0.013165661024001437, "roe_ttm": 0.08222928638063358, "debt_to_ebitda": 0.17691336411714112, "net_debt_to_ebitda": 0.0, "interest_coverage": 173.11404435058077, "debt_to_equity": 0.056841432726303494, "current_ratio": 0.9969069727890351, "quick_ratio": 0.6561609226875843, "fcf_to_ebitda": 2.086739573865889, "capex_to_revenue": 0.012829139432658747, "working_capital_to_revenue": -0.000584591584119631, "capital_efficiency": 0.04769747370231751, "financial_health": 0.1889740060015357, "margin_quality": 0.09568951738262142, "growth_momentum": 2.332306213193512, "company_age_years": 4.632443531827516, "ebitda": 163939000.0, "spy_multiple": 12.0, "sector_multiple": 15.603805974129333, "sector_premium_over_spy": 0.30031716451077783}, {"ticker": "CHWY", "sector": "Consumer Cyclical", "quarter_date": "2024-04-30", "company_multiple": 24.94191168578597, "revenue_cagr_3y": 0.10459687507316762, "revenue_cagr_5y": 0.2101322078348551, "earnings_cagr_3y": 0.1999615450656651, "quarterly_revenue_growth_yoy": 0.03119751426107067, "quarterly_earnings_growth_yoy": 1.9266372107266285, "revenue_growth_qoq": 0.01090223120739532, "gross_margin": 0.29676477742641694, "operating_margin": 0.022448483163637626, "net_margin": 0.023247732564200575, "roa_ttm": 0.02686557652368849, "roe_ttm": 0.1337624199739935, "debt_to_ebitda": 0.13941114683717326, "net_debt_to_ebitda": 0.0, "interest_coverage": 163.30861423220975, "debt_to_equity": 0.04727522724586104, "current_ratio": 1.0651489867577904, "quick_ratio": 0.6882497368641217, "fcf_to_ebitda": 1.2288812294454101, "capex_to_revenue": 0.013416324153914578, "working_capital_to_revenue": 0.011553863865462899, "capital_efficiency": 0.08031399824884099, "financial_health": 0.3544554783308467, "margin_quality": 0.11415366438475172, "growth_momentum": 0.9789173624938496, "company_age_years": 4.878850102669404, "ebitda": 218017000.0, "spy_multiple": 12.0, "sector_multiple": 14.9368401428878, "sector_premium_over_spy": 0.2447366785739833}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2016-01-31", "company_multiple": 17.977974908409593, "revenue_cagr_3y": 0.13202103842295254, "revenue_cagr_5y": 0.23473574249839224, "earnings_cagr_3y": 0.02392875248335624, "quarterly_revenue_growth_yoy": 0.1689402829253881, "quarterly_earnings_growth_yoy": 0.059204532128133654, "revenue_growth_qoq": 0.46818069056667494, "gross_margin": 0.5033069421647195, "operating_margin": 0.23610487933707808, "net_margin": 0.16671872958896797, "roa_ttm": 0.20245921662124822, "roe_ttm": 0.25893105669977673, "debt_to_ebitda": 0.1090315712868311, "net_debt_to_ebitda": 0.0, "interest_coverage": 291.28308097432523, "debt_to_equity": 0.04695167409258751, "current_ratio": 4.066619660848588, "quick_ratio": 2.8071785866326096, "fcf_to_ebitda": 0.350886748828705, "capex_to_revenue": 0.06963620401228232, "working_capital_to_revenue": 0.3356113957475845, "capital_efficiency": 0.23069513666051247, "financial_health": 0.38162299469513583, "margin_quality": 0.30204351703025517, "growth_momentum": 0.11407240752676087, "company_age_years": 8.514715947980836, "ebitda": 442459000.0, "spy_multiple": 15.0, "sector_multiple": 13.301312160774534, "sector_premium_over_spy": -0.11324585594836434}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2016-04-30", "company_multiple": 19.560363685672982, "revenue_cagr_3y": 0.12741835241145005, "revenue_cagr_5y": 0.21547340911642454, "earnings_cagr_3y": -0.013890886580472883, "quarterly_revenue_growth_yoy": 0.1699280358120998, "quarterly_earnings_growth_yoy": -0.05174649654883916, "revenue_growth_qoq": -0.29641788162595345, "gross_margin": 0.4825898659175486, "operating_margin": 0.11622026332146691, "net_margin": 0.09149250478289299, "roa_ttm": 0.18804413354213412, "roe_ttm": 0.23197254064995929, "debt_to_ebitda": 0.11012845293391649, "net_debt_to_ebitda": 0.0, "interest_coverage": 895.2695473251028, "debt_to_equity": 0.04217210499680961, "current_ratio": 4.797720671053412, "quick_ratio": 3.383736439622977, "fcf_to_ebitda": 0.4036580012456878, "capex_to_revenue": 0.06668010944926014, "working_capital_to_revenue": 0.36050025908618777, "capital_efficiency": 0.21000833709604672, "financial_health": 0.39242609629331043, "margin_quality": 0.23010087800730283, "growth_momentum": 0.059090769631630326, "company_age_years": 8.761122518822724, "ebitda": 435101000.0, "spy_multiple": 15.0, "sector_multiple": 11.615491345814197, "sector_premium_over_spy": -0.22563391027905355}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2016-07-31", "company_multiple": 22.983171186957183, "revenue_cagr_3y": 0.1430508445070633, "revenue_cagr_5y": 0.19366110786223545, "earnings_cagr_3y": -0.01705475924951294, "quarterly_revenue_growth_yoy": 0.13578066709344164, "quarterly_earnings_growth_yoy": 0.12496853234874548, "revenue_growth_qoq": 0.038351940199711006, "gross_margin": 0.49397691051854153, "operating_margin": 0.1437436834331027, "net_margin": 0.10422335380548861, "roa_ttm": 0.1904131470059011, "roe_ttm": 0.23311670452049035, "debt_to_ebitda": 0.09685312491597278, "net_debt_to_ebitda": 0.0, "interest_coverage": 772.1176470588235, "debt_to_equity": 0.037384470879655976, "current_ratio": 4.87587495821473, "quick_ratio": 3.4714897841347665, "fcf_to_ebitda": 0.4887963718170492, "capex_to_revenue": 0.06819947994649055, "working_capital_to_revenue": 0.34878908662468866, "capital_efficiency": 0.21176492576319572, "financial_health": 0.37820531387826645, "margin_quality": 0.24731464925237764, "growth_momentum": 0.13037459972109355, "company_age_years": 9.013004791238878, "ebitda": 446284000.0, "spy_multiple": 15.0, "sector_multiple": 12.908059008332195, "sector_premium_over_spy": -0.1394627327778537}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2016-10-31", "company_multiple": 15.585717456430453, "revenue_cagr_3y": 0.12742379226559697, "revenue_cagr_5y": 0.18784308914131875, "earnings_cagr_3y": 0.010843359532534569, "quarterly_revenue_growth_yoy": 0.1349258796772102, "quarterly_earnings_growth_yoy": 0.2846875999473219, "revenue_growth_qoq": 0.05810464121900023, "gross_margin": 0.5114214130370893, "operating_margin": 0.17077933051196145, "net_margin": 0.12542798154352555, "roa_ttm": 0.19247704436961607, "roe_ttm": 0.23633817059633747, "debt_to_ebitda": 0.06723300766622066, "net_debt_to_ebitda": 0.0, "interest_coverage": 756.8980891719746, "debt_to_equity": 0.026532853896613362, "current_ratio": 4.808986968050097, "quick_ratio": 3.095304360907911, "fcf_to_ebitda": 0.48358831301069566, "capex_to_revenue": 0.06268749490863884, "working_capital_to_revenue": 0.35869834703426, "capital_efficiency": 0.21440760748297677, "financial_health": 0.32481777489282865, "margin_quality": 0.2692095750308588, "growth_momentum": 0.20980673981226605, "company_age_years": 9.264887063655031, "ebitda": 475332000.0, "spy_multiple": 15.0, "sector_multiple": 11.648095260073829, "sector_premium_over_spy": -0.2234603159950781}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2017-01-31", "company_multiple": 16.843967365564243, "revenue_cagr_3y": 0.14882551486775797, "revenue_cagr_5y": 0.16284647715812506, "earnings_cagr_3y": 0.07464481320478167, "quarterly_revenue_growth_yoy": 0.1216341320732213, "quarterly_earnings_growth_yoy": 0.1594246099339102, "revenue_growth_qoq": 0.4509860106977018, "gross_margin": 0.5416854444641365, "operating_margin": 0.24891637339544775, "net_margin": 0.17233587361065397, "roa_ttm": 0.1830307666597689, "roe_ttm": 0.22307869347406162, "debt_to_ebitda": 0.07953636540506123, "net_debt_to_ebitda": 0.0, "interest_coverage": 593.7561260210035, "debt_to_equity": 0.029759414341314128, "current_ratio": 4.815662935029758, "quick_ratio": 3.579658644268562, "fcf_to_ebitda": 0.46563125799598704, "capex_to_revenue": 0.063773891055762, "working_capital_to_revenue": 0.3929752362232937, "capital_efficiency": 0.20305473006691527, "financial_health": 0.4433350366597267, "margin_quality": 0.32097923049007937, "growth_momentum": 0.14052937100356575, "company_age_years": 9.516769336071183, "ebitda": 508849000.0, "spy_multiple": 15.0, "sector_multiple": 12.172776084560015, "sector_premium_over_spy": -0.18848159436266565}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2017-07-31", "company_multiple": 15.057938821098645, "revenue_cagr_3y": 0.14144431779001443, "revenue_cagr_5y": 0.15504370636366893, "earnings_cagr_3y": -0.00025306586948581344, "quarterly_revenue_growth_yoy": 0.1293127575215735, "quarterly_earnings_growth_yoy": -0.09163636363636364, "revenue_growth_qoq": 0.11675222512862599, "gross_margin": 0.5118663669813821, "operating_margin": 0.11825406932918454, "net_margin": 0.08383213952575837, "roa_ttm": 0.16857734466836957, "roe_ttm": 0.2034448197142814, "debt_to_ebitda": 0.25468594303820646, "net_debt_to_ebitda": 0.0, "interest_coverage": 93.31636690647483, "debt_to_equity": 0.09453437486809714, "current_ratio": 5.220994154914821, "quick_ratio": 3.8104694347967594, "fcf_to_ebitda": 0.49948635318470663, "capex_to_revenue": 0.052608328471657424, "working_capital_to_revenue": 0.38868678093555203, "capital_efficiency": 0.1860110821913255, "financial_health": 0.42753107284683417, "margin_quality": 0.2379841919454417, "growth_momentum": 0.018838196942604933, "company_age_years": 10.012320328542094, "ebitda": 518839000.0, "spy_multiple": 15.0, "sector_multiple": 12.284347664247163, "sector_premium_over_spy": -0.1810434890501892}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2018-04-30", "company_multiple": 19.551103807192895, "revenue_cagr_3y": 0.15329244718872137, "revenue_cagr_5y": 0.13444357318899414, "earnings_cagr_3y": 0.16272191820483117, "quarterly_revenue_growth_yoy": 0.24869740364823076, "quarterly_earnings_growth_yoy": 1.40520386609486, "revenue_growth_qoq": -0.3004903090217291, "gross_margin": 0.5305984553013209, "operating_margin": 0.16054184508069805, "net_margin": 0.11567231947988782, "roa_ttm": 0.15040425907377075, "roe_ttm": 0.1849179273869141, "debt_to_ebitda": 0.2542462958822034, "net_debt_to_ebitda": 0.0, "interest_coverage": 223.75668265935573, "debt_to_equity": 0.10145431521408307, "current_ratio": 5.4344638495404745, "quick_ratio": 4.037577475957672, "fcf_to_ebitda": 0.5107424776619566, "capex_to_revenue": 0.06200973158951695, "working_capital_to_revenue": 0.4266618200663648, "capital_efficiency": 0.16766109323034242, "financial_health": 0.4804735286734387, "margin_quality": 0.2689375399539689, "growth_momentum": 0.8269506348715454, "company_age_years": 10.759753593429158, "ebitda": 652922000.0, "spy_multiple": 15.0, "sector_multiple": 13.326712466630525, "sector_premium_over_spy": -0.11155250222463164}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2018-07-31", "company_multiple": 21.606459002462675, "revenue_cagr_3y": 0.16889880728707807, "revenue_cagr_5y": 0.15996953761432486, "earnings_cagr_3y": 0.26183001077307444, "quarterly_revenue_growth_yoy": 0.245151053086288, "quarterly_earnings_growth_yoy": 0.9660856890640718, "revenue_growth_qoq": 0.11358060415018485, "gross_margin": 0.5476074637180374, "operating_margin": 0.18549827228749136, "net_margin": 0.1323704215618521, "roa_ttm": 0.185857958692443, "roe_ttm": 0.2648265623402249, "debt_to_ebitda": 0.13976592003712182, "net_debt_to_ebitda": 0.0, "interest_coverage": 449.705845380264, "debt_to_equity": 0.075745238464947, "current_ratio": 2.912178483884398, "quick_ratio": 2.037944077958683, "fcf_to_ebitda": 0.5665313732560707, "capex_to_revenue": 0.06572416678249354, "working_capital_to_revenue": 0.29403230234855837, "capital_efficiency": 0.22534226051633394, "financial_health": 0.41349074000734654, "margin_quality": 0.2884920525224603, "growth_momentum": 0.6056183710751799, "company_age_years": 11.011635865845312, "ebitda": 715482000.0, "spy_multiple": 15.0, "sector_multiple": 14.426739089617188, "sector_premium_over_spy": -0.03821739402552082}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2018-10-31", "company_multiple": 24.378153709774896, "revenue_cagr_3y": 0.1594337915572257, "revenue_cagr_5y": 0.14500238077901617, "earnings_cagr_3y": 0.21106654006161252, "quarterly_revenue_growth_yoy": 0.2078081735910749, "quarterly_earnings_growth_yoy": 0.6017406351791531, "revenue_growth_qoq": 0.03338631651693158, "gross_margin": 0.5440704603058898, "operating_margin": 0.18177234152115615, "net_margin": 0.12627883181413888, "roa_ttm": 0.1943941754992779, "roe_ttm": 0.27374806025489834, "debt_to_ebitda": 0.278763925360602, "net_debt_to_ebitda": 0.0, "interest_coverage": 365.9080234833659, "debt_to_equity": 0.14820754401790787, "current_ratio": 3.0731487971943174, "quick_ratio": 1.955223577831321, "fcf_to_ebitda": 0.6249659052620883, "capex_to_revenue": 0.06803440248971772, "working_capital_to_revenue": 0.30160578398334503, "capital_efficiency": 0.23407111787708812, "financial_health": 0.3551757158339858, "margin_quality": 0.2840405445470616, "growth_momentum": 0.40477440438511403, "company_age_years": 11.263518138261464, "ebitda": 747916000.0, "spy_multiple": 15.0, "sector_multiple": 15.569524951471962, "sector_premium_over_spy": 0.03796833009813083}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2019-01-31", "company_multiple": 22.8067817510141, "revenue_cagr_3y": 0.18349417715224692, "revenue_cagr_5y": 0.17511907363546597, "earnings_cagr_3y": 0.22994265306935868, "quarterly_revenue_growth_yoy": 0.2569503510974352, "quarterly_earnings_growth_yoy": 0.8241748148395555, "revenue_growth_qoq": 0.5614929345754393, "gross_margin": 0.5726827003626683, "operating_margin": 0.2838817327903873, "net_margin": 0.1871287875024198, "roa_ttm": 0.23207101607848762, "roe_ttm": 0.33458462283234497, "debt_to_ebitda": 0.2328013328182345, "net_debt_to_ebitda": 0.0, "interest_coverage": 126.40317411872425, "debt_to_equity": 0.1333591521291862, "current_ratio": 2.855839529089249, "quick_ratio": 2.046927231421224, "fcf_to_ebitda": 0.6241211126134827, "capex_to_revenue": 0.06866943261891562, "working_capital_to_revenue": 0.28245586878888573, "capital_efficiency": 0.2833278194554163, "financial_health": 0.4227540412076302, "margin_quality": 0.3478977402184918, "growth_momentum": 0.5405625829684954, "company_age_years": 11.515400410677618, "ebitda": 828320000.0, "spy_multiple": 15.0, "sector_multiple": 15.253652907351261, "sector_premium_over_spy": 0.01691019382341752}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2019-04-30", "company_multiple": 26.44408797767317, "revenue_cagr_3y": 0.16441553716048274, "revenue_cagr_5y": 0.15257822498758, "earnings_cagr_3y": 0.2868140813670288, "quarterly_revenue_growth_yoy": 0.20410616494229697, "quarterly_earnings_growth_yoy": 0.28541774779449924, "revenue_growth_qoq": -0.32989880578145, "gross_margin": 0.5390667442142871, "operating_margin": 0.16465490243699787, "net_margin": 0.12348350728287198, "roa_ttm": 0.2051347532703754, "roe_ttm": 0.36968142706626084, "debt_to_ebitda": 0.1480770820501655, "net_debt_to_ebitda": 0.0, "interest_coverage": 361.0243799915931, "debt_to_equity": 0.09305490517443221, "current_ratio": 2.3294614488350547, "quick_ratio": 1.4486322478536293, "fcf_to_ebitda": 0.447342285333057, "capex_to_revenue": 0.07598142960038913, "working_capital_to_revenue": 0.19545632062411136, "capital_efficiency": 0.28740809016831814, "financial_health": 0.23395709332445536, "margin_quality": 0.27573505131138565, "growth_momentum": 0.2447619563683981, "company_age_years": 11.759069130732374, "ebitda": 858877000.0, "spy_multiple": 15.0, "sector_multiple": 15.183719628685715, "sector_premium_over_spy": 0.012247975245714304}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2019-07-31", "company_multiple": 27.171617679354565, "revenue_cagr_3y": 0.19741265914994433, "revenue_cagr_5y": 0.17721638611611845, "earnings_cagr_3y": 0.32587522112213985, "quarterly_revenue_growth_yoy": 0.2209426399447132, "quarterly_earnings_growth_yoy": 0.30510598308447323, "revenue_growth_qoq": 0.12915130094654967, "gross_margin": 0.5499461143462628, "operating_margin": 0.1901642833208053, "net_margin": 0.14149512312192647, "roa_ttm": 0.19833832082008532, "roe_ttm": 0.3545697531941204, "debt_to_ebitda": 0.1443909342786221, "net_debt_to_ebitda": 0.0, "interest_coverage": 487.34810810810814, "debt_to_equity": 0.08636315087313808, "current_ratio": 2.4122173182123348, "quick_ratio": 1.517744010683865, "fcf_to_ebitda": 0.33854595305647556, "capex_to_revenue": 0.07751495484224108, "working_capital_to_revenue": 0.2179424594641391, "capital_efficiency": 0.27645403700710286, "financial_health": 0.23146465860950058, "margin_quality": 0.2938685069296649, "growth_momentum": 0.2630243115145932, "company_age_years": 12.010951403148528, "ebitda": 901594000.0, "spy_multiple": 15.0, "sector_multiple": 15.458605740241577, "sector_premium_over_spy": 0.030573716016105035}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2019-10-31", "company_multiple": 27.535361050305287, "revenue_cagr_3y": 0.18944218994686968, "revenue_cagr_5y": 0.16914216252972714, "earnings_cagr_3y": 0.22648166900043187, "quarterly_revenue_growth_yoy": 0.22534858992449727, "quarterly_earnings_growth_yoy": 0.3343713259826507, "revenue_growth_qoq": 0.037115442088770954, "gross_margin": 0.5512750262515036, "operating_margin": 0.19192414243269026, "net_margin": 0.13751421729040822, "roa_ttm": 0.19825269758723202, "roe_ttm": 0.3433175475030569, "debt_to_ebitda": 0.13774091686795492, "net_debt_to_ebitda": 0.0, "interest_coverage": 495.5096103896104, "debt_to_equity": 0.07968831880907556, "current_ratio": 2.5256685729397375, "quick_ratio": 1.4346180813509428, "fcf_to_ebitda": 0.24923154019055288, "capex_to_revenue": 0.07555564920359015, "working_capital_to_revenue": 0.23388783342219524, "capital_efficiency": 0.2707851225451444, "financial_health": 0.20529717590426264, "margin_quality": 0.29357112865820073, "growth_momentum": 0.279859957953574, "company_age_years": 12.262833675564682, "ebitda": 953856000.0, "spy_multiple": 15.0, "sector_multiple": 15.710496502262624, "sector_premium_over_spy": 0.0473664334841748}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2020-01-31", "company_multiple": 28.895283485071495, "revenue_cagr_3y": 0.2094417916020832, "revenue_cagr_5y": 0.1832586586817362, "earnings_cagr_3y": 0.2984513751207405, "quarterly_revenue_growth_yoy": 0.19703749513901142, "quarterly_earnings_growth_yoy": 0.36415901860709954, "revenue_growth_qoq": 0.5254153850184142, "gross_margin": 0.5802012320651797, "operating_margin": 0.29802481733334957, "net_margin": 0.2132543250725765, "roa_ttm": 0.19674683072902222, "roe_ttm": 0.33069872319587257, "debt_to_ebitda": 0.12225665362882394, "net_debt_to_ebitda": 0.0, "interest_coverage": 170.79021774455637, "debt_to_equity": 0.06582103023330386, "current_ratio": 2.914064388847519, "quick_ratio": 2.0783165543230533, "fcf_to_ebitda": 0.3675092265492468, "capex_to_revenue": 0.07113016975867088, "working_capital_to_revenue": 0.29842464596752794, "capital_efficiency": 0.2637227769624474, "financial_health": 0.3332481042886565, "margin_quality": 0.36382679149036856, "growth_momentum": 0.2805982568730555, "company_age_years": 12.514715947980836, "ebitda": 1051043000.0, "spy_multiple": 20.0, "sector_multiple": 15.547386222137732, "sector_premium_over_spy": -0.22263068889311344}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2020-04-30", "company_multiple": 29.50545855481247, "revenue_cagr_3y": 0.078087982252105, "revenue_cagr_5y": 0.09009600968743059, "earnings_cagr_3y": -0.028702168847159593, "quarterly_revenue_growth_yoy": -0.16662469721275958, "quarterly_earnings_growth_yoy": -0.703611689077979, "revenue_growth_qoq": -0.5334767808880343, "gross_margin": 0.5129163969679215, "operating_margin": 0.05023452287096487, "net_margin": 0.04391666998996874, "roa_ttm": 0.18040712277460141, "roe_ttm": 0.31464706962191147, "debt_to_ebitda": 0.14946845007316045, "net_debt_to_ebitda": 0.0, "interest_coverage": 824.3066439522999, "debt_to_equity": 0.07879236534521707, "current_ratio": 2.68338200083611, "quick_ratio": 1.692324258585961, "fcf_to_ebitda": 0.3556352145626493, "capex_to_revenue": 0.06929564818185148, "working_capital_to_revenue": 0.2761924507585589, "capital_efficiency": 0.24752709619825644, "financial_health": 0.25704591125078313, "margin_quality": 0.20235586327628505, "growth_momentum": -0.43511819314536926, "company_age_years": 12.761122518822724, "ebitda": 967736000.0, "spy_multiple": 20.0, "sector_multiple": 20.207940225769555, "sector_premium_over_spy": 0.010397011288477698}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2020-07-31", "company_multiple": 44.969690594797754, "revenue_cagr_3y": 0.1582823887260154, "revenue_cagr_5y": 0.14791680314509725, "earnings_cagr_3y": 0.2123626855127918, "quarterly_revenue_growth_yoy": 0.022176889846856066, "quarterly_earnings_growth_yoy": -0.30553644291543325, "revenue_growth_qoq": 0.3849610866891015, "gross_margin": 0.5421178768957474, "operating_margin": 0.1377818287331855, "net_margin": 0.09613131297469826, "roa_ttm": 0.1543880456562013, "roe_ttm": 0.26956946722355984, "debt_to_ebitda": 0.15760670393918216, "net_debt_to_ebitda": 0.0, "interest_coverage": 40.3348229632176, "debt_to_equity": 0.0739297646996505, "current_ratio": 1.9517063207691774, "quick_ratio": 1.070316215320401, "fcf_to_ebitda": 0.45524847870182555, "capex_to_revenue": 0.0651427815143363, "working_capital_to_revenue": 0.18778332768519745, "capital_efficiency": 0.21197875643988057, "financial_health": 0.14968344549140578, "margin_quality": 0.25867700620121037, "growth_momentum": -0.1416797765342886, "company_age_years": 13.013004791238878, "ebitda": 938672000.0, "spy_multiple": 20.0, "sector_multiple": 28.16704223648459, "sector_premium_over_spy": 0.4083521118242295}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2020-10-31", "company_multiple": 42.24907134886707, "revenue_cagr_3y": 0.21760147299580512, "revenue_cagr_5y": 0.18427095548896566, "earnings_cagr_3y": 0.3457001088931808, "quarterly_revenue_growth_yoy": 0.21971362393001928, "quarterly_earnings_growth_yoy": 0.1401866933371434, "revenue_growth_qoq": 0.2375390667396134, "gross_margin": 0.5614277813474897, "operating_margin": 0.18338574545428513, "net_margin": 0.12854810967348174, "roa_ttm": 0.15355823722684073, "roe_ttm": 0.2575631555563158, "debt_to_ebitda": 0.14071262247721147, "net_debt_to_ebitda": 0.0, "interest_coverage": 55.62322865888221, "debt_to_equity": 0.06383957487749387, "current_ratio": 2.1902602075859448, "quick_ratio": 1.1353782710657592, "fcf_to_ebitda": 0.42795359241010694, "capex_to_revenue": 0.05888735647096027, "working_capital_to_revenue": 0.21375264415806003, "capital_efficiency": 0.20556069639157826, "financial_health": 0.13274300425588215, "margin_quality": 0.2911205454917522, "growth_momentum": 0.17995015863358133, "company_age_years": 13.264887063655031, "ebitda": 981305000.0, "spy_multiple": 20.0, "sector_multiple": 31.35111045261875, "sector_premium_over_spy": 0.5675555226309377}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2021-04-30", "company_multiple": 35.48821924516191, "revenue_cagr_3y": 0.2358888872859497, "revenue_cagr_5y": 0.19872481377514517, "earnings_cagr_3y": 0.24479153091048533, "quarterly_revenue_growth_yoy": 0.8811909283056375, "quarterly_earnings_growth_yoy": 4.062727018720313, "revenue_growth_qoq": -0.2908762394842589, "gross_margin": 0.5710020261483206, "operating_margin": 0.1580322308422988, "net_margin": 0.11819008288047356, "roa_ttm": 0.16287864353135262, "roe_ttm": 0.2671499002786138, "debt_to_ebitda": 0.1390837323027955, "net_debt_to_ebitda": 0.0, "interest_coverage": 80.05747963711012, "debt_to_equity": 0.06369478626666995, "current_ratio": 2.335633603989992, "quick_ratio": 1.576015687997894, "fcf_to_ebitda": 0.7422469783646608, "capex_to_revenue": 0.04849908055710342, "working_capital_to_revenue": 0.25895072786801177, "capital_efficiency": 0.2150142719049832, "financial_health": 0.2724676782996842, "margin_quality": 0.28240811329036436, "growth_momentum": 2.4719589735129754, "company_age_years": 13.760438056125942, "ebitda": 1208948000.0, "spy_multiple": 20.0, "sector_multiple": 25.23389668161132, "sector_premium_over_spy": 0.26169483408056604}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2021-07-31", "company_multiple": 36.95974590739675, "revenue_cagr_3y": 0.26097025524850403, "revenue_cagr_5y": 0.2303542116277515, "earnings_cagr_3y": 0.295177952422806, "quarterly_revenue_growth_yoy": 0.6065461568960132, "quarterly_earnings_growth_yoy": 1.3971382818170297, "revenue_growth_qoq": 0.18276347062492612, "gross_margin": 0.5809151685695338, "operating_margin": 0.2006255264997401, "net_margin": 0.14343817600498546, "roa_ttm": 0.18762579175310062, "roe_ttm": 0.3094191824843533, "debt_to_ebitda": 0.10834705535418696, "net_debt_to_ebitda": 0.0, "interest_coverage": 85.56164298949969, "debt_to_equity": 0.05618782209716656, "current_ratio": 2.3185384682795402, "quick_ratio": 1.5136953637525297, "fcf_to_ebitda": 0.7031611060297724, "capex_to_revenue": 0.04869553348362137, "working_capital_to_revenue": 0.23423953292316393, "capital_efficiency": 0.24852248711872696, "financial_health": 0.2656106629182824, "margin_quality": 0.30832629035808645, "growth_momentum": 1.0018422193565215, "company_age_years": 14.012320328542094, "ebitda": 1385243000.0, "spy_multiple": 20.0, "sector_multiple": 18.088741140798735, "sector_premium_over_spy": -0.09556294296006329}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2021-10-31", "company_multiple": 40.28106606799581, "revenue_cagr_3y": 0.24718519174444942, "revenue_cagr_5y": 0.21650147473790216, "earnings_cagr_3y": 0.25760815906537204, "quarterly_revenue_growth_yoy": 0.2980018363632133, "quarterly_earnings_growth_yoy": 0.3073244084292308, "revenue_growth_qoq": -0.00013580418828389003, "gross_margin": 0.5718291447793433, "operating_margin": 0.17784284700786876, "net_margin": 0.12947137417342963, "roa_ttm": 0.19043168569076993, "roe_ttm": 0.32750413303967907, "debt_to_ebitda": 0.11993811850729698, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.323928771326106, "debt_to_equity": 0.06599509865692667, "current_ratio": 2.0673100660095525, "quick_ratio": 1.2230496771077441, "fcf_to_ebitda": 0.718260782774905, "capex_to_revenue": 0.055554720854545644, "working_capital_to_revenue": 0.203732798092693, "capital_efficiency": 0.2589679093652245, "financial_health": 0.21732053341125682, "margin_quality": 0.29304778865354725, "growth_momentum": 0.30266312239622206, "company_age_years": 14.264202600958248, "ebitda": 1462796000.0, "spy_multiple": 20.0, "sector_multiple": 16.746714422158547, "sector_premium_over_spy": -0.1626642788920727}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2023-04-30", "company_multiple": 22.212296078525874, "revenue_cagr_3y": 0.4532038941164145, "revenue_cagr_5y": 0.2522672215616779, "earnings_cagr_3y": 1.1646323006423382, "quarterly_revenue_growth_yoy": 0.24006066454576275, "quarterly_earnings_growth_yoy": 0.5284634575100791, "revenue_growth_qoq": -0.27817137942405, "gross_margin": 0.5751747308066005, "operating_margin": 0.20062755148961012, "net_margin": 0.14514502257106185, "roa_ttm": 0.17144385829134617, "roe_ttm": 0.28770636575789227, "debt_to_ebitda": 0.09662244193064956, "net_debt_to_ebitda": 0.0, "interest_coverage": 271.4822429906542, "debt_to_equity": 0.06340397027056008, "current_ratio": 2.4294815841549493, "quick_ratio": 1.1720424802927503, "fcf_to_ebitda": 0.2712580525969123, "capex_to_revenue": 0.07816650499826604, "working_capital_to_revenue": 0.21141013717945262, "capital_efficiency": 0.22957511202461922, "financial_health": 0.17061823437093918, "margin_quality": 0.3069824349557575, "growth_momentum": 0.38426206102792093, "company_age_years": 15.759069130732374, "ebitda": 2178645000.0, "spy_multiple": 12.0, "sector_multiple": 16.168852368195566, "sector_premium_over_spy": 0.34740436401629715}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 69.40384193764007, "revenue_cagr_3y": 0.2742405117450717, "revenue_cagr_5y": 0.33101582772822935, "earnings_cagr_3y": 1.9810828033774524, "quarterly_revenue_growth_yoy": 0.4005144237131137, "quarterly_earnings_growth_yoy": 1.4353358525487776, "revenue_growth_qoq": -0.153423520707101, "gross_margin": 0.6890379652649419, "operating_margin": 0.18686185698510088, "net_margin": 0.18648391687679744, "roa_ttm": 0.09794754822823411, "roe_ttm": 0.22880958446524274, "debt_to_ebitda": 2.315102425981992, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.329679776488288, "debt_to_equity": 0.7009306854787828, "current_ratio": 4.86968891878258, "quick_ratio": 4.86968891878258, "fcf_to_ebitda": 1.436102701214957, "capex_to_revenue": 0.032724038520517695, "working_capital_to_revenue": 0.8822394651291173, "capital_efficiency": 0.16337856634673842, "financial_health": -0.31487543396262874, "margin_quality": 0.3541279130422801, "growth_momentum": 0.9179251381309457, "company_age_years": 3.9561943874058865, "ebitda": 127165000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2020-06-30", "company_multiple": 58.290361729425186, "revenue_cagr_3y": 0.6154792793241801, "revenue_cagr_5y": 0.47521067109556836, "earnings_cagr_3y": 1.0217091154317837, "quarterly_revenue_growth_yoy": 1.3674701123719595, "quarterly_earnings_growth_yoy": 4.291390001646271, "revenue_growth_qoq": 0.8799719365942427, "gross_margin": 0.7402113650093181, "operating_margin": 0.2778859767176614, "net_margin": 0.22490477845392395, "roa_ttm": 0.08798880382921753, "roe_ttm": 0.295777173653837, "debt_to_ebitda": 3.281373865493197, "net_debt_to_ebitda": 0.5410687418097102, "interest_coverage": 24.660283263514863, "debt_to_equity": 1.5477655363189775, "current_ratio": 4.271905257547956, "quick_ratio": 4.271905257547956, "fcf_to_ebitda": 1.482774101697109, "capex_to_revenue": 0.008103227687895037, "working_capital_to_revenue": 0.8133065774487724, "capital_efficiency": 0.19188298874152726, "financial_health": -1.1478510925435776, "margin_quality": 0.4143340400603011, "growth_momentum": 2.8294300570091155, "company_age_years": 5.207392197125257, "ebitda": 247244000.0, "spy_multiple": 20.0, "sector_multiple": 22.33716606498195, "sector_premium_over_spy": 0.11685830324909752}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2020-09-30", "company_multiple": 49.5471997534461, "revenue_cagr_3y": 0.6190448101158506, "revenue_cagr_5y": 0.47034596122557537, "earnings_cagr_3y": 0.5263996424753901, "quarterly_revenue_growth_yoy": 1.280802437015969, "quarterly_earnings_growth_yoy": 5.199648672387001, "revenue_growth_qoq": 0.053041841501899764, "gross_margin": 0.7338342067609053, "operating_margin": 0.26173811348504245, "net_margin": 0.20324578384771794, "roa_ttm": 0.10476336698268914, "roe_ttm": 0.347998326000837, "debt_to_ebitda": 3.1632374297685937, "net_debt_to_ebitda": 0.0, "interest_coverage": 31.65633537447009, "debt_to_equity": 1.5944227027886486, "current_ratio": 4.979823547700195, "quick_ratio": 4.979823544767145, "fcf_to_ebitda": 1.507743310160937, "capex_to_revenue": 0.00523845870324204, "working_capital_to_revenue": 0.9844885029616881, "capital_efficiency": 0.22638084649176307, "financial_health": -1.0648713798169354, "margin_quality": 0.3996060346978885, "growth_momentum": 3.240225554701485, "company_age_years": 5.45927446954141, "ebitda": 336032000.0, "spy_multiple": 20.0, "sector_multiple": 21.92943558469422, "sector_premium_over_spy": 0.09647177923471117}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2020-12-31", "company_multiple": 53.53152131388663, "revenue_cagr_3y": 0.6546787745590519, "revenue_cagr_5y": 0.47677441585198466, "earnings_cagr_3y": 0.49170007235227486, "quarterly_revenue_growth_yoy": 1.2865169371624976, "quarterly_earnings_growth_yoy": 3.746987951807229, "revenue_growth_qoq": 0.3674088216923084, "gross_margin": 0.7557645115047258, "operating_margin": 0.26133262061536716, "net_margin": 0.24060386649496643, "roa_ttm": 0.14524749333434256, "roe_ttm": 0.4704131331961251, "debt_to_ebitda": 2.3080036830119997, "net_debt_to_ebitda": 0.0, "interest_coverage": 40.8095822019795, "debt_to_equity": 1.4484337790804176, "current_ratio": 4.167431333908117, "quick_ratio": 4.16743133170869, "fcf_to_ebitda": 1.4419678788125936, "capex_to_revenue": 0.004120246287576965, "working_capital_to_revenue": 0.8345480622962694, "capital_efficiency": 0.3078303132652338, "financial_health": -0.9134453645033823, "margin_quality": 0.4192336662050198, "growth_momentum": 2.5167524444848635, "company_age_years": 5.711156741957564, "ebitda": 465923000.0, "spy_multiple": 20.0, "sector_multiple": 26.363663101604278, "sector_premium_over_spy": 0.3181831550802139}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 49.31250573810096, "revenue_cagr_3y": 0.6575540336846444, "revenue_cagr_5y": 0.46411080147367456, "earnings_cagr_3y": 1.2298324239141203, "quarterly_revenue_growth_yoy": 1.414531582293745, "quarterly_earnings_growth_yoy": 10.481073310972688, "revenue_growth_qoq": -0.10805614273797086, "gross_margin": 0.7404557556034185, "operating_margin": 0.27356414102708454, "net_margin": 0.26108606981617954, "roa_ttm": 0.19239524451521997, "roe_ttm": 0.7027029398602462, "debt_to_ebitda": 2.204012326480245, "net_debt_to_ebitda": 0.24764927700452408, "interest_coverage": 353.00712166172104, "debt_to_equity": 1.917276761035079, "current_ratio": 4.434237609619595, "quick_ratio": 4.434237607277922, "fcf_to_ebitda": 1.3259927002758831, "capex_to_revenue": 0.0044106676248989365, "working_capital_to_revenue": 0.7160250676686444, "capital_efficiency": 0.4475490921877331, "financial_health": -1.4386887278930054, "margin_quality": 0.4250353221488942, "growth_momentum": 5.947802446633217, "company_age_years": 5.9575633127994525, "ebitda": 594817000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 53.634327539980795, "revenue_cagr_3y": 0.5867532946716527, "revenue_cagr_5y": 0.4402405223825172, "earnings_cagr_3y": 2.0750629877983755, "quarterly_revenue_growth_yoy": 0.23362341015587645, "quarterly_earnings_growth_yoy": 0.018968109929997406, "revenue_growth_qoq": -0.039491796907632125, "gross_margin": 0.7183418415579504, "operating_margin": 0.1684723010020798, "net_margin": 0.18577046700699565, "roa_ttm": 0.14658298525171284, "roe_ttm": 0.9087447456726575, "debt_to_ebitda": 4.087682951637598, "net_debt_to_ebitda": 0.422615160048109, "interest_coverage": 297.76514346439956, "debt_to_equity": 4.315968068009036, "current_ratio": 6.611744471744472, "quick_ratio": 6.611744469287469, "fcf_to_ebitda": 1.2226469234145976, "capex_to_revenue": 0.00645091019787477, "working_capital_to_revenue": 1.063117820459053, "capital_efficiency": 0.5276638654621851, "financial_health": -3.6590170540866307, "margin_quality": 0.35752820318900863, "growth_momentum": 0.12629576004293694, "company_age_years": 6.206707734428473, "ebitda": 560394000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 58.71703638936112, "revenue_cagr_3y": 0.5241838366972782, "revenue_cagr_5y": 0.4347928570400754, "earnings_cagr_3y": 0.653461777516863, "quarterly_revenue_growth_yoy": 0.17930220298663502, "quarterly_earnings_growth_yoy": -0.01995401096326326, "revenue_growth_qoq": 0.00667233881641142, "gross_margin": 0.7113981394702392, "operating_margin": 0.157281064705341, "net_margin": 0.1689051497946205, "roa_ttm": 0.1371984770445939, "roe_ttm": 0.9004276435379351, "debt_to_ebitda": 4.162607340569286, "net_debt_to_ebitda": 3.0376164218357236, "interest_coverage": 198.12306585102556, "debt_to_equity": 4.29492224833309, "current_ratio": 2.287299339500262, "quick_ratio": 2.287299339500262, "fcf_to_ebitda": 1.0615328451244497, "capex_to_revenue": 0.009104080598206636, "working_capital_to_revenue": 0.2719772308271992, "capital_efficiency": 0.5188130602912645, "financial_health": -4.085237301305695, "margin_quality": 0.34586145132340024, "growth_momentum": 0.07967409601168587, "company_age_years": 6.458590006844627, "ebitda": 550584000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 61.987120359526585, "revenue_cagr_3y": 0.5305147388732065, "revenue_cagr_5y": 0.4543778641565488, "earnings_cagr_3y": 0.5762693573978119, "quarterly_revenue_growth_yoy": 0.1616314762170874, "quarterly_earnings_growth_yoy": 0.0876476053265831, "revenue_growth_qoq": 0.34691949536933564, "gross_margin": 0.7086115801818058, "operating_margin": 0.19835624613917247, "net_margin": 0.2252798969237484, "roa_ttm": 0.12879217100852364, "roe_ttm": 0.7850653575536215, "debt_to_ebitda": 4.1818085188266725, "net_debt_to_ebitda": 2.75199299199871, "interest_coverage": 154.18536309692004, "debt_to_equity": 3.6299475516966555, "current_ratio": 2.179218893155812, "quick_ratio": 2.179218891531349, "fcf_to_ebitda": 1.1424306622048082, "capex_to_revenue": 0.012094727866476265, "working_capital_to_revenue": 0.31166915831513614, "capital_efficiency": 0.45692876428107254, "financial_health": -3.4160988782363377, "margin_quality": 0.37741590774824224, "growth_momentum": 0.12463954077183526, "company_age_years": 6.71047227926078, "ebitda": 545662000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2023-12-31", "company_multiple": 31.249713034267987, "revenue_cagr_3y": 0.10912643901881358, "revenue_cagr_5y": 0.33314525191535904, "earnings_cagr_3y": -0.1754632001580393, "quarterly_revenue_growth_yoy": 0.04345790166753175, "quarterly_earnings_growth_yoy": -0.2399130974549969, "revenue_growth_qoq": 0.3237770744080641, "gross_margin": 0.6963667101179833, "operating_margin": 0.13707109632658296, "net_margin": 0.09885293272643954, "roa_ttm": 0.11453340284501377, "roe_ttm": -0.5656787103537699, "debt_to_ebitda": 5.75083441114055, "net_debt_to_ebitda": 3.454607782814521, "interest_coverage": 36.29762989972653, "debt_to_equity": 4.211574078331479, "current_ratio": 2.2094653627488636, "quick_ratio": 2.2094653613419606, "fcf_to_ebitda": 1.6715973730803522, "capex_to_revenue": 0.014520569776271596, "working_capital_to_revenue": 0.3127900575503288, "capital_efficiency": -0.22557265375437807, "financial_health": 4.540872846763893, "margin_quality": 0.31076357972366864, "growth_momentum": -0.09822759789373257, "company_age_years": 8.709103353867214, "ebitda": 398185000.0, "spy_multiple": 12.0, "sector_multiple": 20.587340039569256, "sector_premium_over_spy": 0.7156116699641046}, {"ticker": "W", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 55.04027080501231, "revenue_cagr_3y": 0.22312889001342473, "revenue_cagr_5y": 0.2936222798269297, "earnings_cagr_3y": -0.19884385536006244, "quarterly_revenue_growth_yoy": -0.18712694390257242, "quarterly_earnings_growth_yoy": -1.450556113786771, "revenue_growth_qoq": -0.1909316766322085, "gross_margin": 0.28282746726056307, "operating_margin": -0.022363391169026903, "net_margin": -0.024998053560254564, "roa_ttm": 0.021225345745627674, "roe_ttm": -0.06195554353004841, "debt_to_ebitda": 7.5316826866687565, "net_debt_to_ebitda": 3.9460331988024895, "interest_coverage": 65.009875, "debt_to_equity": 2.5600409390091112, "current_ratio": 1.4554073593986088, "quick_ratio": 1.4225970848444613, "fcf_to_ebitda": 0.46771740447124377, "capex_to_revenue": 0.02015068419458137, "working_capital_to_revenue": 0.06545369476399322, "capital_efficiency": -0.020365098892210366, "financial_health": 2.410554675622662, "margin_quality": 0.07848867417709386, "growth_momentum": -0.8188415288446718, "company_age_years": 6.995208761122519, "ebitda": 520079000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "W", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 95.5484375, "revenue_cagr_3y": 0.17317662888835916, "revenue_cagr_5y": 0.26993577597993923, "earnings_cagr_3y": 0.1198302621225038, "quarterly_revenue_growth_yoy": -0.11410187991830777, "quarterly_earnings_growth_yoy": -9.480980770845578, "revenue_growth_qoq": 0.04194601681531699, "gross_margin": 0.270910209102091, "operating_margin": -0.06027060270602706, "net_margin": -0.06211562115621156, "roa_ttm": -0.02866980306345733, "roe_ttm": 0.08092711550339717, "debt_to_ebitda": 14.116071428571429, "net_debt_to_ebitda": 6.5, "interest_coverage": 26.730310262529834, "debt_to_equity": 1.9530574428659666, "current_ratio": 1.3585926928281462, "quick_ratio": 1.327469553450609, "fcf_to_ebitda": 0.5803571428571429, "capex_to_revenue": 0.020424972183741008, "working_capital_to_revenue": 0.05799233173597893, "capital_efficiency": 0.026128656219969917, "financial_health": 2.258418425615942, "margin_quality": 0.049507995079950795, "growth_momentum": -4.797541325381943, "company_age_years": 7.2470910335386725, "ebitda": 224000000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2021-04-30", "company_multiple": 33.089748041954, "revenue_cagr_3y": 0.12909065780068096, "revenue_cagr_5y": 0.11205476568598804, "earnings_cagr_3y": 0.2746328751173812, "quarterly_revenue_growth_yoy": 1.7348198367358143, "quarterly_earnings_growth_yoy": 1.5124832198676768, "revenue_growth_qoq": -0.03750405061134593, "gross_margin": 0.4333138231796137, "operating_margin": 0.13271588182777447, "net_margin": 0.07802388754487298, "roa_ttm": 0.040881747440520866, "roe_ttm": 0.5339197469123454, "debt_to_ebitda": 0.50014347507354, "net_debt_to_ebitda": 0.0, "interest_coverage": 32.361855145670695, "debt_to_equity": 0.5875638090581079, "current_ratio": 1.5839049089460815, "quick_ratio": 1.1398865390833928, "fcf_to_ebitda": 0.680848548987558, "capex_to_revenue": 0.03952858983725258, "working_capital_to_revenue": 0.14124407942211495, "capital_efficiency": 0.28740074717643316, "financial_health": 0.21707423751716767, "margin_quality": 0.2146845308507537, "growth_momentum": 1.6236515283017456, "company_age_years": 7.575633127994524, "ebitda": 634259999.0, "spy_multiple": 20.0, "sector_multiple": 25.23389668161132, "sector_premium_over_spy": 0.26169483408056604}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2021-07-31", "company_multiple": 24.312642075267167, "revenue_cagr_3y": 0.13700755643919527, "revenue_cagr_5y": 0.11926756772094804, "earnings_cagr_3y": 0.13062639362822992, "quarterly_revenue_growth_yoy": 1.1903254297704495, "quarterly_earnings_growth_yoy": 3.1922147880549794, "revenue_growth_qoq": 0.010280923403562283, "gross_margin": 0.42214853805975644, "operating_margin": 0.10773396214231559, "net_margin": 0.046309036073580404, "roa_ttm": 0.06258047013507756, "roe_ttm": 0.6476205980508958, "debt_to_ebitda": 0.3776603893334358, "net_debt_to_ebitda": 0.0, "interest_coverage": 51.495714718317906, "debt_to_equity": 0.5037435529343861, "current_ratio": 1.4770937807044586, "quick_ratio": 1.0178981349432543, "fcf_to_ebitda": 0.9230204231358364, "capex_to_revenue": 0.03439330957834923, "working_capital_to_revenue": 0.10304603599032187, "capital_efficiency": 0.3551005340929867, "financial_health": 0.19225138473344516, "margin_quality": 0.19206384542521748, "growth_momentum": 2.1912701089127147, "company_age_years": 7.827515400410678, "ebitda": 901277999.0, "spy_multiple": 20.0, "sector_multiple": 18.088741140798735, "sector_premium_over_spy": -0.09556294296006329}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2023-01-31", "company_multiple": 22.38295302662992, "revenue_cagr_3y": 0.07525713192561745, "revenue_cagr_5y": 0.07194924767281186, "earnings_cagr_3y": -0.03536493911893024, "quarterly_revenue_growth_yoy": 0.05206080751482431, "quarterly_earnings_growth_yoy": 0.5225755532901444, "revenue_growth_qoq": 0.3432036406790965, "gross_margin": 0.40658823512230957, "operating_margin": 0.11397740955387921, "net_margin": 0.06761507889277753, "roa_ttm": 0.031655537439007966, "roe_ttm": 0.2894974871211025, "debt_to_ebitda": 0.6371654361044795, "net_debt_to_ebitda": 0.0, "interest_coverage": 34.22302839116719, "debt_to_equity": 0.5217541718821745, "current_ratio": 1.1944824945827586, "quick_ratio": 0.5762752288107802, "fcf_to_ebitda": 0.22319417687526308, "capex_to_revenue": 0.05189172313539877, "working_capital_to_revenue": 0.04277397894137218, "capital_efficiency": 0.16057651228005523, "financial_health": 0.12003732806646641, "margin_quality": 0.19606024118965545, "growth_momentum": 0.28731818040248436, "company_age_years": 9.330595482546201, "ebitda": 650922000.0, "spy_multiple": 12.0, "sector_multiple": 16.501989440203765, "sector_premium_over_spy": 0.3751657866836471}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2016-04-30", "company_multiple": 18.840925750723287, "revenue_cagr_3y": 0.26322240158981747, "revenue_cagr_5y": 0.32366465718536697, "earnings_cagr_3y": 0.6266951744347213, "quarterly_revenue_growth_yoy": 0.25361842747207713, "quarterly_earnings_growth_yoy": 0.5797101449275363, "revenue_growth_qoq": -0.40948549261378087, "gross_margin": 0.31272604623407624, "operating_margin": 0.055792232052512776, "net_margin": 0.035067327400565604, "roa_ttm": 0.15164385875140843, "roe_ttm": 0.23655516540380706, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1625.4594594594594, "debt_to_equity": 0.0, "current_ratio": 2.837168807438061, "quick_ratio": 1.1571559090664802, "fcf_to_ebitda": 0.23602474144524624, "capex_to_revenue": 0.057244914127461986, "working_capital_to_revenue": 0.19624842986100108, "capital_efficiency": 0.19409951207760773, "financial_health": 0.06496789919313166, "margin_quality": 0.13452853522905153, "growth_momentum": 0.41666428619980667, "company_age_years": 3.780971937029432, "ebitda": 120284000.0, "spy_multiple": 15.0, "sector_multiple": 11.615491345814197, "sector_premium_over_spy": -0.22563391027905355}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2016-07-31", "company_multiple": 21.517626039807496, "revenue_cagr_3y": 0.23421319448938926, "revenue_cagr_5y": 0.28856150874864706, "earnings_cagr_3y": 0.3425755978753764, "quarterly_revenue_growth_yoy": 0.20823750898782048, "quarterly_earnings_growth_yoy": 0.394561676816315, "revenue_growth_qoq": 0.14225670030874607, "gross_margin": 0.3332121927951665, "operating_margin": 0.07138509062826512, "net_margin": 0.04473265797483306, "roa_ttm": 0.1494912935677848, "roe_ttm": 0.2333952546746905, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1719.2328767123288, "debt_to_equity": 0.0, "current_ratio": 2.7864242545327405, "quick_ratio": 1.2399580440537437, "fcf_to_ebitda": 0.2591152473227945, "capex_to_revenue": 0.050094566835482315, "working_capital_to_revenue": 0.1967584315218384, "capital_efficiency": 0.19144327412123763, "financial_health": 0.15937805770089392, "margin_quality": 0.14977664713275488, "growth_momentum": 0.30139959290206775, "company_age_years": 4.032854209445585, "ebitda": 125504000.0, "spy_multiple": 15.0, "sector_multiple": 12.908059008332195, "sector_premium_over_spy": -0.1394627327778537}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2016-10-31", "company_multiple": 15.777908336497074, "revenue_cagr_3y": 0.2167055835457603, "revenue_cagr_5y": 0.26370755323281014, "earnings_cagr_3y": 0.4809535514853478, "quarterly_revenue_growth_yoy": 0.17556059757786488, "quarterly_earnings_growth_yoy": 0.2559372838367535, "revenue_growth_qoq": -0.09383091809385363, "gross_margin": 0.32085725028199025, "operating_margin": 0.04326858002255922, "net_margin": 0.027306680035092117, "roa_ttm": 0.13431493219880522, "roe_ttm": 0.23029217942772093, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 2000.203125, "debt_to_equity": 0.0, "current_ratio": 2.271661009495802, "quick_ratio": 0.7038574118099741, "fcf_to_ebitda": 0.3321928241662956, "capex_to_revenue": 0.04690035166741063, "working_capital_to_revenue": 0.19716705853275535, "capital_efficiency": 0.18230355581326307, "financial_health": 0.11225831343086416, "margin_quality": 0.1304775034465472, "growth_momentum": 0.2157489407073092, "company_age_years": 4.284736481861739, "ebitda": 128013000.0, "spy_multiple": 15.0, "sector_multiple": 11.648095260073829, "sector_premium_over_spy": -0.2234603159950781}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2017-01-31", "company_multiple": 15.092803194682524, "revenue_cagr_3y": 0.22336705798320677, "revenue_cagr_5y": 0.2526596911390109, "earnings_cagr_3y": 0.26107033595847295, "quarterly_revenue_growth_yoy": 0.18917974818523614, "quarterly_earnings_growth_yoy": 0.18531568422055042, "revenue_growth_qoq": 0.9455570873543051, "gross_margin": 0.41077327424051124, "operating_margin": 0.2032131722023242, "net_margin": 0.12828982967868277, "roa_ttm": 0.14352613997794364, "roe_ttm": 0.21677403780872345, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 1597.6477272727273, "debt_to_equity": 0.0, "current_ratio": 2.9150673884508804, "quick_ratio": 1.5900500158712456, "fcf_to_ebitda": 0.43976584893984766, "capex_to_revenue": 0.044775641986785415, "working_capital_to_revenue": 0.22313451484891195, "capital_efficiency": 0.18015008889333356, "financial_health": 0.15201304201895569, "margin_quality": 0.2474254253738394, "growth_momentum": 0.18724771620289327, "company_age_years": 4.5366187542778915, "ebitda": 140593000.0, "spy_multiple": 15.0, "sector_multiple": 12.172776084560015, "sector_premium_over_spy": -0.18848159436266565}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2017-04-30", "company_multiple": 18.52763803446741, "revenue_cagr_3y": 0.22720347139098207, "revenue_cagr_5y": 0.2652223276895922, "earnings_cagr_3y": 0.39665026528946323, "quarterly_revenue_growth_yoy": 0.20842176270658744, "quarterly_earnings_growth_yoy": 0.24163953832494822, "revenue_growth_qoq": -0.399930428508851, "gross_margin": 0.3168399311236211, "operating_margin": 0.05488640120920127, "net_margin": 0.0360312777770621, "roa_ttm": 0.13192525438610667, "roe_ttm": 0.21346888019849733, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 465.3333333333333, "debt_to_equity": 0.0, "current_ratio": 2.513775971093044, "quick_ratio": 1.352322880371661, "fcf_to_ebitda": 0.7005243831195928, "capex_to_revenue": 0.04812526908173934, "working_capital_to_revenue": 0.22545686235315826, "capital_efficiency": 0.172697067292302, "financial_health": 0.11713701387429995, "margin_quality": 0.1359192033699615, "growth_momentum": 0.22503065051576782, "company_age_years": 4.780287474332649, "ebitda": 143788000.0, "spy_multiple": 15.0, "sector_multiple": 12.432418450926857, "sector_premium_over_spy": -0.17117210327154286}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2017-07-31", "company_multiple": 16.713000711048725, "revenue_cagr_3y": 0.22938827271338535, "revenue_cagr_5y": 0.2668683615653671, "earnings_cagr_3y": 0.2640466893566884, "quarterly_revenue_growth_yoy": 0.28705764775360015, "quarterly_earnings_growth_yoy": 0.7065095968315223, "revenue_growth_qoq": 0.21658701225089208, "gross_margin": 0.3476845969222081, "operating_margin": 0.09283142736128759, "net_margin": 0.05931102640124241, "roa_ttm": 0.14322116745818486, "roe_ttm": 0.21944531601707978, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 602.3513513513514, "debt_to_equity": 0.0, "current_ratio": 2.9262172873914576, "quick_ratio": 1.5437878821934023, "fcf_to_ebitda": 0.44203860033716, "capex_to_revenue": 0.0474475568191084, "working_capital_to_revenue": 0.23292799379578644, "capital_efficiency": 0.18133324173763232, "financial_health": 0.13312285537742685, "margin_quality": 0.1666090168949127, "growth_momentum": 0.49678362229256123, "company_age_years": 5.032169746748802, "ebitda": 156009000.0, "spy_multiple": 15.0, "sector_multiple": 12.284347664247163, "sector_premium_over_spy": -0.1810434890501892}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2017-10-31", "company_multiple": 18.383699698725447, "revenue_cagr_3y": 0.23066141724255962, "revenue_cagr_5y": 0.24324067693479678, "earnings_cagr_3y": 0.43963125973173334, "quarterly_revenue_growth_yoy": 0.28925930567740316, "quarterly_earnings_growth_yoy": 0.8136588948044795, "revenue_growth_qoq": -0.09228081321473952, "gross_margin": 0.325191017789443, "operating_margin": 0.05759891124720521, "net_margin": 0.0384135316418781, "roa_ttm": 0.13191339870297022, "roe_ttm": 0.222553243939986, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 491.4251497005988, "debt_to_equity": 0.0, "current_ratio": 2.214934643552424, "quick_ratio": 0.8156937877898294, "fcf_to_ebitda": 0.4138092801091778, "capex_to_revenue": 0.05045175665925649, "working_capital_to_revenue": 0.20310452479883181, "capital_efficiency": 0.17723332132147812, "financial_health": 0.0853655124386771, "margin_quality": 0.14040115355950877, "growth_momentum": 0.5514591002409414, "company_age_years": 5.284052019164956, "ebitda": 164136000.0, "spy_multiple": 15.0, "sector_multiple": 13.120978622903166, "sector_premium_over_spy": -0.1252680918064556}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2018-01-31", "company_multiple": 18.487014341086493, "revenue_cagr_3y": 0.2415994437520934, "revenue_cagr_5y": 0.2380122298129188, "earnings_cagr_3y": 0.2646372650518727, "quarterly_revenue_growth_yoy": 0.30081166739673787, "quarterly_earnings_growth_yoy": 0.3532778982887443, "revenue_growth_qoq": 0.9629901817828327, "gross_margin": 0.41100801850912777, "operating_margin": 0.205008795005071, "net_margin": 0.13346420195233266, "roa_ttm": 0.1472614947650451, "roe_ttm": 0.22341993815395217, "debt_to_ebitda": 0.09756494187754416, "net_debt_to_ebitda": 0.0, "interest_coverage": 342.863309352518, "debt_to_equity": 0.04055975470932794, "current_ratio": 2.9147634683205643, "quick_ratio": 1.77748388665937, "fcf_to_ebitda": 0.5223991774728273, "capex_to_revenue": 0.05303909848788304, "working_capital_to_revenue": 0.24636209443220508, "capital_efficiency": 0.18534071645949862, "financial_health": 0.16194869111753782, "margin_quality": 0.24982700515551048, "growth_momentum": 0.3270447828427411, "company_age_years": 5.535934291581109, "ebitda": 190632000.0, "spy_multiple": 15.0, "sector_multiple": 15.333311529999404, "sector_premium_over_spy": 0.022220768666626922}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2018-04-30", "company_multiple": 18.91723083927262, "revenue_cagr_3y": 0.24452774038760183, "revenue_cagr_5y": 0.253884594588222, "earnings_cagr_3y": 0.7209376302852015, "quarterly_revenue_growth_yoy": 0.27241810194906413, "quarterly_earnings_growth_yoy": 1.5984983911333572, "revenue_growth_qoq": -0.4130284926470588, "gross_margin": 0.3281497830063242, "operating_margin": 0.08337551717388517, "net_margin": 0.07358211675137181, "roa_ttm": 0.1576295167609926, "roe_ttm": 0.24243489468904708, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 189.59221501390175, "debt_to_equity": 0.0, "current_ratio": 2.9287956028627886, "quick_ratio": 1.7366533269125388, "fcf_to_ebitda": 0.43584592071173683, "capex_to_revenue": 0.05775579156694486, "working_capital_to_revenue": 0.25972664981675536, "capital_efficiency": 0.20003220572501984, "financial_health": 0.11482232259468872, "margin_quality": 0.16170247231052706, "growth_momentum": 0.9354582465412107, "company_age_years": 5.779603011635865, "ebitda": 204570000.0, "spy_multiple": 15.0, "sector_multiple": 13.326712466630525, "sector_premium_over_spy": -0.11155250222463164}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2018-07-31", "company_multiple": 25.295548478807017, "revenue_cagr_3y": 0.24043328765975636, "revenue_cagr_5y": 0.2432191624119462, "earnings_cagr_3y": 0.5254182836629195, "quarterly_revenue_growth_yoy": 0.22735422843427927, "quarterly_earnings_growth_yoy": 0.49149012139966675, "revenue_growth_qoq": 0.17350044883606347, "gross_margin": 0.35012969683723766, "operating_margin": 0.08748641202758431, "net_margin": 0.0720752069110297, "roa_ttm": 0.1607109331807229, "roe_ttm": 0.24435681690218483, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 214.206510681587, "debt_to_equity": 0.0, "current_ratio": 2.979181552452095, "quick_ratio": 1.7444245967305403, "fcf_to_ebitda": 0.45734096359793885, "capex_to_revenue": 0.0600030012879935, "working_capital_to_revenue": 0.2600409796716079, "capital_efficiency": 0.20253387504145387, "financial_health": 0.17253608204708568, "margin_quality": 0.1698971052586172, "growth_momentum": 0.35942217491697304, "company_age_years": 6.031485284052019, "ebitda": 210565000.0, "spy_multiple": 15.0, "sector_multiple": 14.426739089617188, "sector_premium_over_spy": -0.03821739402552082}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2018-10-31", "company_multiple": 29.494410289667705, "revenue_cagr_3y": 0.22617297864510988, "revenue_cagr_5y": 0.23081658945668404, "earnings_cagr_3y": 0.46067272673367143, "quarterly_revenue_growth_yoy": 0.21638184115874404, "quarterly_earnings_growth_yoy": 0.36815467152545805, "revenue_growth_qoq": -0.10039570476283596, "gross_margin": 0.32635068393308675, "operating_margin": 0.04970222777736931, "net_margin": 0.04320654171847978, "roa_ttm": 0.15035258009546495, "roe_ttm": 0.24331947489006248, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 201.7826086956522, "debt_to_equity": 0.0, "current_ratio": 2.5023786154328076, "quick_ratio": 1.082735720998225, "fcf_to_ebitda": 0.24202523818892105, "capex_to_revenue": 0.06862095174764368, "working_capital_to_revenue": 0.24608626465833533, "capital_efficiency": 0.19683602749276372, "financial_health": 0.12152244932543754, "margin_quality": 0.13975315114297862, "growth_momentum": 0.2922682563421011, "company_age_years": 6.283367556468172, "ebitda": 213486000.0, "spy_multiple": 15.0, "sector_multiple": 15.569524951471962, "sector_premium_over_spy": 0.03796833009813083}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2019-01-31", "company_multiple": 29.392390693200955, "revenue_cagr_3y": 0.2268785438397667, "revenue_cagr_5y": 0.23243922182776489, "earnings_cagr_3y": 0.2856575992711152, "quarterly_revenue_growth_yoy": 0.19383081896551724, "quarterly_earnings_growth_yoy": 0.3248141057037268, "revenue_growth_qoq": 0.9265974688561902, "gross_margin": 0.4048639087813846, "operating_margin": 0.19331523650868448, "net_margin": 0.14810746593571425, "roa_ttm": 0.1571465475960448, "roe_ttm": 0.24328801776639017, "debt_to_ebitda": 0.06341986135106173, "net_debt_to_ebitda": 0.0, "interest_coverage": 152.11909514304725, "debt_to_equity": 0.023573632648018025, "current_ratio": 2.5375120997214595, "quick_ratio": 1.574923450741787, "fcf_to_ebitda": 0.30797122050429726, "capex_to_revenue": 0.07291786224730902, "working_capital_to_revenue": 0.2495263096136546, "capital_efficiency": 0.20021728268121747, "financial_health": 0.2643678643737451, "margin_quality": 0.24876220374192778, "growth_momentum": 0.25932246233462203, "company_age_years": 6.535249828884326, "ebitda": 228635000.0, "spy_multiple": 15.0, "sector_multiple": 15.253652907351261, "sector_premium_over_spy": 0.01691019382341752}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2019-04-30", "company_multiple": 35.18312790171245, "revenue_cagr_3y": 0.2369857301665601, "revenue_cagr_5y": 0.2368728346679112, "earnings_cagr_3y": 0.5601179645860408, "quarterly_revenue_growth_yoy": 0.23096496378939127, "quarterly_earnings_growth_yoy": 0.17694001100715465, "revenue_growth_qoq": -0.3947707256207233, "gross_margin": 0.32894051463694135, "operating_margin": 0.0670820973675986, "net_margin": 0.0703527231455031, "roa_ttm": 0.0964047690224559, "roe_ttm": 0.2413572977316002, "debt_to_ebitda": 0.4734212292437921, "net_debt_to_ebitda": 0.0, "interest_coverage": 136.90278601066981, "debt_to_equity": 0.171916936976316, "current_ratio": 1.8878815738215815, "quick_ratio": 1.051303467082197, "fcf_to_ebitda": 0.08244896191898855, "capex_to_revenue": 0.09393103083962376, "working_capital_to_revenue": 0.17499906326953943, "capital_efficiency": 0.16888103337702803, "financial_health": 0.13865560995706774, "margin_quality": 0.15545844505001435, "growth_momentum": 0.20395248739827296, "company_age_years": 6.778918548939083, "ebitda": 230955000.0, "spy_multiple": 15.0, "sector_multiple": 15.183719628685715, "sector_premium_over_spy": 0.012247975245714304}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2019-07-31", "company_multiple": 27.20572536574801, "revenue_cagr_3y": 0.2377256858529253, "revenue_cagr_5y": 0.22311835041457861, "earnings_cagr_3y": 0.43060121448336686, "quarterly_revenue_growth_yoy": 0.20034279075385208, "quarterly_earnings_growth_yoy": 0.15034114032637752, "revenue_growth_qoq": 0.1443077952198968, "gross_margin": 0.3501940584571155, "operating_margin": 0.0863176808816483, "net_margin": 0.06907283181600384, "roa_ttm": 0.0947747945363977, "roe_ttm": 0.2412368698767977, "debt_to_ebitda": 0.4102800118285526, "net_debt_to_ebitda": 0.0, "interest_coverage": 158.79431216931218, "debt_to_equity": 0.15109918765032151, "current_ratio": 1.978359450861666, "quick_ratio": 1.086813944896538, "fcf_to_ebitda": 0.08101309054257237, "capex_to_revenue": 0.09856868447265044, "working_capital_to_revenue": 0.17626639822014775, "capital_efficiency": 0.1680058322065977, "financial_health": 0.10774862029940618, "margin_quality": 0.16852819038492253, "growth_momentum": 0.1753419655401148, "company_age_years": 7.030800821355236, "ebitda": 240097000.0, "spy_multiple": 15.0, "sector_multiple": 15.458605740241577, "sector_premium_over_spy": 0.030573716016105035}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2019-10-31", "company_multiple": 29.22704821202065, "revenue_cagr_3y": 0.2368557417882624, "revenue_cagr_5y": 0.22294387380651792, "earnings_cagr_3y": 0.23213434183475412, "quarterly_revenue_growth_yoy": 0.20655450526335978, "quarterly_earnings_growth_yoy": -0.24615270790174607, "revenue_growth_qoq": -0.09574029707714422, "gross_margin": 0.3144410472713399, "operating_margin": 0.03360816875884251, "net_margin": 0.026995162119341456, "roa_ttm": 0.08395032913410817, "roe_ttm": 0.2385282720087513, "debt_to_ebitda": 0.4395665554951011, "net_debt_to_ebitda": 0.11769787638774094, "interest_coverage": 319.7463479415671, "debt_to_equity": 0.16398431338521918, "current_ratio": 1.573567821258261, "quick_ratio": 0.5194279580596426, "fcf_to_ebitda": -0.015259439545788702, "capex_to_revenue": 0.10670414076278284, "working_capital_to_revenue": 0.12947232114687532, "capital_efficiency": 0.16123930057142974, "financial_health": 0.042260917649124666, "margin_quality": 0.12501479271650798, "growth_momentum": -0.019799101319193144, "company_age_years": 7.282683093771389, "ebitda": 240769000.0, "spy_multiple": 15.0, "sector_multiple": 15.710496502262624, "sector_premium_over_spy": 0.0473664334841748}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2020-01-31", "company_multiple": 22.952392008609323, "revenue_cagr_3y": 0.2097681670686855, "revenue_cagr_5y": 0.21106460776182612, "earnings_cagr_3y": 0.3039092522376803, "quarterly_revenue_growth_yoy": 0.1401165453205992, "quarterly_earnings_growth_yoy": 0.2365172189733593, "revenue_growth_qoq": 0.8205109183495037, "gross_margin": 0.4207762723211037, "operating_margin": 0.20971431897894138, "net_margin": 0.16063044838676815, "roa_ttm": 0.08937534366590237, "roe_ttm": 0.23040414436848658, "debt_to_ebitda": 0.4057473839633002, "net_debt_to_ebitda": 0.0, "interest_coverage": 817.6066066066066, "debt_to_equity": 0.14539773460142305, "current_ratio": 1.894755866740668, "quick_ratio": 0.9725056568330274, "fcf_to_ebitda": -0.09280732233171603, "capex_to_revenue": 0.11495833175396512, "working_capital_to_revenue": 0.17022954086412198, "capital_efficiency": 0.15988974401719447, "financial_health": 0.10338185117281654, "margin_quality": 0.2637070132289378, "growth_momentum": 0.18831688214697925, "company_age_years": 7.534565366187543, "ebitda": 272263000.0, "spy_multiple": 20.0, "sector_multiple": 15.547386222137732, "sector_premium_over_spy": -0.22263068889311344}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2020-10-31", "company_multiple": 38.40118994121864, "revenue_cagr_3y": 0.22832327784241424, "revenue_cagr_5y": 0.2294324404736059, "earnings_cagr_3y": 0.2739421095806003, "quarterly_revenue_growth_yoy": 0.2627610362496622, "quarterly_earnings_growth_yoy": 1.0046128177446265, "revenue_growth_qoq": 0.11852338598014597, "gross_margin": 0.31702803526543494, "operating_margin": 0.05087764941860709, "net_margin": 0.04285438530970555, "roa_ttm": 0.05047032952485318, "roe_ttm": 0.14648678793183037, "debt_to_ebitda": 0.6989912954429084, "net_debt_to_ebitda": 0.09968253968253968, "interest_coverage": 295.90909090909093, "debt_to_equity": 0.18212855316980237, "current_ratio": 1.4336049142185474, "quick_ratio": 0.5677395721795976, "fcf_to_ebitda": 0.518499743983615, "capex_to_revenue": 0.11459816066202318, "working_capital_to_revenue": 0.12030358178933666, "capital_efficiency": 0.09847855872834177, "financial_health": 0.05380152388236981, "margin_quality": 0.1369200233312492, "growth_momentum": 0.6336869269971444, "company_age_years": 8.284736481861739, "ebitda": 195300000.0, "spy_multiple": 20.0, "sector_multiple": 31.35111045261875, "sector_premium_over_spy": 0.5675555226309377}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2021-04-30", "company_multiple": 31.36876942704087, "revenue_cagr_3y": 0.2635804787031668, "revenue_cagr_5y": 0.2540978406126535, "earnings_cagr_3y": 0.31513446528529876, "quarterly_revenue_growth_yoy": 1.9757390529569585, "quarterly_earnings_growth_yoy": 1.9805068996876358, "revenue_growth_qoq": -0.30365375520958304, "gross_margin": 0.3360007895313496, "operating_margin": 0.10653153190827386, "net_margin": 0.08296101019867085, "roa_ttm": 0.09147458309599105, "roe_ttm": 0.2401987015415165, "debt_to_ebitda": 0.40535419191362787, "net_debt_to_ebitda": 0.17353200396606808, "interest_coverage": 371.6274309109519, "debt_to_equity": 0.15814459265754177, "current_ratio": 1.6486330335722401, "quick_ratio": 0.9469257484541219, "fcf_to_ebitda": 0.7198303404208439, "capex_to_revenue": 0.10029626194490096, "working_capital_to_revenue": 0.1280166133898191, "capital_efficiency": 0.16583664231875378, "financial_health": 0.034443276829499846, "margin_quality": 0.17516444387943142, "growth_momentum": 1.9781229763222972, "company_age_years": 8.780287474332649, "ebitda": 363080000.0, "spy_multiple": 20.0, "sector_multiple": 25.23389668161132, "sector_premium_over_spy": 0.26169483408056604}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2021-07-31", "company_multiple": 26.159373106165205, "revenue_cagr_3y": 0.22966236771288817, "revenue_cagr_5y": 0.24046671032220646, "earnings_cagr_3y": 0.3727945614714019, "quarterly_revenue_growth_yoy": 0.5173405928046748, "quarterly_earnings_growth_yoy": 1.1919813393732464, "revenue_growth_qoq": 0.08151409363641078, "gross_margin": 0.35622546608635935, "operating_margin": 0.1332727042134145, "net_margin": 0.100287060322881, "roa_ttm": 0.09866775145695622, "roe_ttm": 0.2581639167647587, "debt_to_ebitda": 0.35780529740995903, "net_debt_to_ebitda": 0.056865957451882373, "interest_coverage": 391.5378151260504, "debt_to_equity": 0.14967280489994614, "current_ratio": 1.672491780412474, "quick_ratio": 0.9804483411377902, "fcf_to_ebitda": 0.522634539761576, "capex_to_revenue": 0.09077361741884586, "working_capital_to_revenue": 0.1308351796177949, "capital_efficiency": 0.17841583411085746, "financial_health": 0.04811215226917643, "margin_quality": 0.1965950768742183, "growth_momentum": 0.8546609660889606, "company_age_years": 9.032169746748803, "ebitda": 419337000.0, "spy_multiple": 20.0, "sector_multiple": 18.088741140798735, "sector_premium_over_spy": -0.09556294296006329}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2021-10-31", "company_multiple": 25.473962636137045, "revenue_cagr_3y": 0.24771984905929156, "revenue_cagr_5y": 0.2495461219462165, "earnings_cagr_3y": 0.2139051179724436, "quarterly_revenue_growth_yoy": 0.2749205856311397, "quarterly_earnings_growth_yoy": 0.18369645042839658, "revenue_growth_qoq": -0.06017904150310724, "gross_margin": 0.33302668498876814, "operating_margin": 0.06985822314015584, "net_margin": 0.03978803413177102, "roa_ttm": 0.09298936195834036, "roe_ttm": 0.254102350933802, "debt_to_ebitda": 0.36756777502844656, "net_debt_to_ebitda": 0.17170877959795547, "interest_coverage": 479.3679653679654, "debt_to_equity": 0.15756995651580596, "current_ratio": 1.522022418440618, "quick_ratio": 0.6727634525311195, "fcf_to_ebitda": 0.23748577672620874, "capex_to_revenue": 0.09744714698495058, "working_capital_to_revenue": 0.11817367487463734, "capital_efficiency": 0.17354585644607118, "financial_health": 0.030725863234083668, "margin_quality": 0.14755764742023167, "growth_momentum": 0.22930851802976815, "company_age_years": 9.284052019164955, "ebitda": 442936000.0, "spy_multiple": 20.0, "sector_multiple": 16.746714422158547, "sector_premium_over_spy": -0.1626642788920727}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2023-01-31", "company_multiple": 24.117785217436648, "revenue_cagr_3y": 0.1778270210842401, "revenue_cagr_5y": 0.1733492901341045, "earnings_cagr_3y": 0.1578361223405509, "quarterly_revenue_growth_yoy": 0.12688441202330147, "quarterly_earnings_growth_yoy": 0.22200348084110816, "revenue_growth_qoq": 0.7406074718541968, "gross_margin": 0.40293618086289834, "operating_margin": 0.20108554790866362, "net_margin": 0.15258948778491402, "roa_ttm": 0.07865714300322625, "roe_ttm": 0.19202763139635032, "debt_to_ebitda": 0.4432964984689123, "net_debt_to_ebitda": 0.0, "interest_coverage": 209.60930232558138, "debt_to_equity": 0.14668606072710105, "current_ratio": 1.769747409386617, "quick_ratio": 0.8939508082182687, "fcf_to_ebitda": 0.13973283628456043, "capex_to_revenue": 0.08190142209427664, "working_capital_to_revenue": 0.15077131386064074, "capital_efficiency": 0.13534238719978828, "financial_health": 0.09994974301567772, "margin_quality": 0.25220373885215863, "growth_momentum": 0.17444394643220482, "company_age_years": 10.535249828884325, "ebitda": 450660000.0, "spy_multiple": 12.0, "sector_multiple": 16.501989440203765, "sector_premium_over_spy": 0.3751657866836471}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2024-01-31", "company_multiple": 19.359030752443264, "revenue_cagr_3y": 0.1593316106786844, "revenue_cagr_5y": 0.17288694009959027, "earnings_cagr_3y": 0.17722463389908727, "quarterly_revenue_growth_yoy": 0.19148056871024832, "quarterly_earnings_growth_yoy": 0.1802416530469297, "revenue_growth_qoq": 0.8165764762596669, "gross_margin": 0.41234892385343597, "operating_margin": 0.20066889132085852, "net_margin": 0.15115015219744404, "roa_ttm": 0.07776423624051113, "roe_ttm": 0.18997751357135467, "debt_to_ebitda": 0.46669688060458864, "net_debt_to_ebitda": 0.11856065448037838, "interest_coverage": 141.5733479572251, "debt_to_equity": 0.1520319806985178, "current_ratio": 1.6810983258046224, "quick_ratio": 0.8644957719093873, "fcf_to_ebitda": 0.31873574037705443, "capex_to_revenue": 0.09413185314588063, "working_capital_to_revenue": 0.13699506850792936, "capital_efficiency": 0.1338708749059329, "financial_health": 0.04642233532375853, "margin_quality": 0.2547226557905795, "growth_momentum": 0.18586111087858903, "company_age_years": 11.534565366187543, "ebitda": 516318000.0, "spy_multiple": 12.0, "sector_multiple": 15.603805974129333, "sector_premium_over_spy": 0.30031716451077783}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2017-12-31", "company_multiple": 22.395413428747133, "revenue_cagr_3y": 0.43656862485991277, "revenue_cagr_5y": 0.24995219411852698, "earnings_cagr_3y": 0.6724821002971058, "quarterly_revenue_growth_yoy": 0.11049127226921, "quarterly_earnings_growth_yoy": 0.15761161915008068, "revenue_growth_qoq": 0.021181532351481052, "gross_margin": 0.50753524550316, "operating_margin": 0.40998217468805703, "net_margin": 0.17436396046021715, "roa_ttm": 0.03056916698077648, "roe_ttm": 0.29141214516708586, "debt_to_ebitda": 6.641080114049309, "net_debt_to_ebitda": 6.027785542572818, "interest_coverage": 12.776428571428571, "debt_to_equity": 5.3354743083003955, "current_ratio": 1.0574018126888218, "quick_ratio": 1.0102719033232628, "fcf_to_ebitda": 0.7521104712919998, "capex_to_revenue": 0.008019929634404843, "working_capital_to_revenue": 0.02076003583837766, "capital_efficiency": 0.16099065607393118, "financial_health": -5.248753402781061, "margin_quality": 0.36396046021714473, "growth_momentum": 0.13405144570964533, "company_age_years": 11.62217659137577, "ebitda": 1788700000.0, "spy_multiple": 15.0, "sector_multiple": 14.472987974098057, "sector_premium_over_spy": -0.03513413506012952}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2018-03-31", "company_multiple": 19.99520395810306, "revenue_cagr_3y": 0.10346549353438461, "revenue_cagr_5y": 0.3078689188904771, "earnings_cagr_3y": 0.34816048057319904, "quarterly_revenue_growth_yoy": 0.25324805116929844, "quarterly_earnings_growth_yoy": 0.2574341546304163, "revenue_growth_qoq": 0.016042780748663103, "gross_margin": 0.5749601275917066, "operating_margin": 0.335725677830941, "net_margin": 0.11802232854864433, "roa_ttm": 0.032712733929044537, "roe_ttm": 0.3268046198267565, "debt_to_ebitda": 6.246065582399074, "net_debt_to_ebitda": 5.797410390020527, "interest_coverage": 13.493607954545455, "debt_to_equity": 5.710731472569779, "current_ratio": 1.1963521911064483, "quick_ratio": 1.1361472036155273, "fcf_to_ebitda": 0.5030791094268119, "capex_to_revenue": 0.008199606584532561, "working_capital_to_revenue": 0.05037788590951444, "capital_efficiency": 0.17975867687790054, "financial_health": -5.631749675421397, "margin_quality": 0.34290271132376393, "growth_momentum": 0.25534110289985734, "company_age_years": 11.868583162217659, "ebitda": 1899900000.0, "spy_multiple": 15.0, "sector_multiple": 13.958515789856655, "sector_premium_over_spy": -0.06943228067622298}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2018-06-30", "company_multiple": 19.840818789921038, "revenue_cagr_3y": 0.08819898029869933, "revenue_cagr_5y": 0.3699747453215718, "earnings_cagr_3y": 0.28612230878062883, "quarterly_revenue_growth_yoy": 0.18566257614549306, "quarterly_earnings_growth_yoy": 0.06369426751592357, "revenue_growth_qoq": 0.07097288676236045, "gross_margin": 0.5889798957557707, "operating_margin": 0.37379002233804914, "net_margin": 0.12434847356664185, "roa_ttm": 0.033427440479655395, "roe_ttm": 0.33180855161787365, "debt_to_ebitda": 5.962279334104512, "net_debt_to_ebitda": 5.465623899813911, "interest_coverage": 14.294033069734004, "debt_to_equity": 5.708204930662558, "current_ratio": 1.2370297330097086, "quick_ratio": 1.1721783980582525, "fcf_to_ebitda": 0.5742594175929185, "capex_to_revenue": 0.009246398666613755, "working_capital_to_revenue": 0.062006428826540734, "capital_efficiency": 0.18261799604876452, "financial_health": -5.622359463616921, "margin_quality": 0.36237279722015386, "growth_momentum": 0.12467842183070832, "company_age_years": 12.11772758384668, "ebitda": 1988300000.0, "spy_multiple": 15.0, "sector_multiple": 13.660465983224604, "sector_premium_over_spy": -0.08930226778502637}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2018-09-30", "company_multiple": 18.95258409336079, "revenue_cagr_3y": 0.10478243212257898, "revenue_cagr_5y": 0.3796293393732304, "earnings_cagr_3y": 0.04596214678838351, "quarterly_revenue_growth_yoy": 0.13767996028462684, "quarterly_earnings_growth_yoy": -0.15670232850849591, "revenue_growth_qoq": 0.023827252419955324, "gross_margin": 0.5803636363636364, "operating_margin": 0.34763636363636363, "net_margin": 0.09745454545454546, "roa_ttm": 0.031650726937427626, "roe_ttm": 0.3039260547268235, "debt_to_ebitda": 5.80876728449544, "net_debt_to_ebitda": 5.248063155830146, "interest_coverage": 15.208053691275168, "debt_to_equity": 5.420701015832342, "current_ratio": 1.3371203514352799, "quick_ratio": 1.2675906990835417, "fcf_to_ebitda": 0.5729626360694322, "capex_to_revenue": 0.014040951173600706, "working_capital_to_revenue": 0.08549421843186969, "capital_efficiency": 0.16778839083212554, "financial_health": -5.329786953487862, "margin_quality": 0.3418181818181818, "growth_momentum": -0.009511184111934537, "company_age_years": 12.369609856262834, "ebitda": 2039400000.0, "spy_multiple": 15.0, "sector_multiple": 12.541277007416962, "sector_premium_over_spy": -0.16391486617220252}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2016-09-30", "company_multiple": 20.353428295509417, "revenue_cagr_3y": -0.2405816776761054, "revenue_cagr_5y": -0.14249113344965825, "earnings_cagr_3y": 0.614775415135701, "quarterly_revenue_growth_yoy": -0.5570469798657718, "quarterly_earnings_growth_yoy": 0.5201900237529691, "revenue_growth_qoq": 0.005964214711729622, "gross_margin": 0.4262187088274045, "operating_margin": 0.2621870882740448, "net_margin": 0.42160737812911725, "roa_ttm": 0.15481211656441718, "roe_ttm": -0.8517932489451476, "debt_to_ebitda": 4.42636407532593, "net_debt_to_ebitda": 3.0333172380492517, "interest_coverage": 21.132653061224488, "debt_to_equity": 4.834915611814346, "current_ratio": 1.7411918225315355, "quick_ratio": 1.630274032187908, "fcf_to_ebitda": 0.4369869628198938, "capex_to_revenue": 0.0834817717610735, "working_capital_to_revenue": 0.20235126469540435, "capital_efficiency": -0.3484905661903652, "financial_health": 5.086152070228573, "margin_quality": 0.3700043917435221, "growth_momentum": -0.018428478056401354, "company_age_years": 19.0362765229295, "ebitda": 2071000000.0, "spy_multiple": 15.0, "sector_multiple": 16.307580159043678, "sector_premium_over_spy": 0.08717201060291191}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2016-12-31", "company_multiple": 24.52588957055215, "revenue_cagr_3y": -0.23295100411393044, "revenue_cagr_5y": -0.14430529949008353, "earnings_cagr_3y": -0.059550652087050016, "quarterly_revenue_growth_yoy": -0.5226524930397368, "quarterly_earnings_growth_yoy": -0.02909090909090909, "revenue_growth_qoq": 0.24242424242424243, "gross_margin": 0.42895015906680806, "operating_margin": -0.044538706256627786, "net_margin": 0.1415694591728526, "roa_ttm": 0.2933552391383717, "roe_ttm": -0.2841230551626591, "debt_to_ebitda": 6.999233128834356, "net_debt_to_ebitda": 6.4593558282208585, "interest_coverage": 9.588235294117647, "debt_to_equity": 1.6136845827439887, "current_ratio": 1.0825420014609204, "quick_ratio": 1.0555149744338934, "fcf_to_ebitda": 0.8604294478527608, "capex_to_revenue": 0.14443045940843297, "working_capital_to_revenue": 0.01777847702957835, "capital_efficiency": 0.004616091987856286, "financial_health": 1.7305296149236267, "margin_quality": 0.17532697066101097, "growth_momentum": -0.27587170106532294, "company_age_years": 19.288158795345655, "ebitda": 1304000000.0, "spy_multiple": 15.0, "sector_multiple": 18.138262504673826, "sector_premium_over_spy": 0.20921750031158837}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2017-06-30", "company_multiple": 25.20362857142857, "revenue_cagr_3y": -0.23259371541201113, "revenue_cagr_5y": -0.14493982807201655, "earnings_cagr_3y": -0.14878307315304118, "quarterly_revenue_growth_yoy": -0.04042412193505633, "quarterly_earnings_growth_yoy": -0.3869047619047619, "revenue_growth_qoq": 0.021877205363443897, "gross_margin": 0.44613259668508287, "operating_margin": 0.2893646408839779, "net_margin": 0.14226519337016574, "roa_ttm": 0.248927805575411, "roe_ttm": -0.22828580793182562, "debt_to_ebitda": 7.035, "net_debt_to_ebitda": 6.342142857142857, "interest_coverage": 13.461538461538462, "debt_to_equity": 1.6140609636184857, "current_ratio": 1.2077131258457374, "quick_ratio": 1.1867388362652234, "fcf_to_ebitda": 0.5285714285714286, "capex_to_revenue": 0.12793108948795662, "working_capital_to_revenue": 0.04897112777157441, "capital_efficiency": 0.010320998821792687, "financial_health": 1.7259438016900681, "margin_quality": 0.29258747697974213, "growth_momentum": -0.21366444191990913, "company_age_years": 19.783709787816566, "ebitda": 1400000000.0, "spy_multiple": 15.0, "sector_multiple": 19.614034919518478, "sector_premium_over_spy": 0.30760232796789855}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 31.87137647816323, "revenue_cagr_3y": 0.3477771346610068, "revenue_cagr_5y": 0.4052897702638558, "earnings_cagr_3y": 0.20310539857671017, "quarterly_revenue_growth_yoy": 0.337917187941402, "quarterly_earnings_growth_yoy": -0.274230330672748, "revenue_growth_qoq": 0.06714682332112823, "gross_margin": 0.433794086374228, "operating_margin": 0.03892646803761434, "net_margin": 0.019199300198327413, "roa_ttm": 0.01678575813962275, "roe_ttm": 0.049755370304264745, "debt_to_ebitda": 4.608697017761515, "net_debt_to_ebitda": 4.1077783187022, "interest_coverage": 884.4027777777778, "debt_to_equity": 1.0270527546213664, "current_ratio": 1.1664498528613108, "quick_ratio": 1.1459135860161411, "fcf_to_ebitda": -0.1779449408734708, "capex_to_revenue": 0.19235272512545581, "working_capital_to_revenue": 0.026742937847375116, "capital_efficiency": 0.033270564221943744, "financial_health": -0.9050460368129236, "margin_quality": 0.16397328487005658, "growth_momentum": 0.031843428634327015, "company_age_years": 4.164271047227926, "ebitda": 63677000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 32.426584813920066, "revenue_cagr_3y": 0.3195091950138078, "revenue_cagr_5y": 0.4065763289311317, "earnings_cagr_3y": 0.39898277200000964, "quarterly_revenue_growth_yoy": 0.3132987048726372, "quarterly_earnings_growth_yoy": 0.18753287743293004, "revenue_growth_qoq": 0.151603586483572, "gross_margin": 0.45586819720652466, "operating_margin": 0.07773405014635296, "net_margin": 0.05913052588843124, "roa_ttm": 0.01741508988648964, "roe_ttm": 0.06134028703631088, "debt_to_ebitda": 0.39706736797039843, "net_debt_to_ebitda": 0.0, "interest_coverage": 674.2474226804123, "debt_to_equity": 0.1018312289232217, "current_ratio": 1.0993899660811015, "quick_ratio": 1.077975497392801, "fcf_to_ebitda": -0.408963028653558, "capex_to_revenue": 0.20247943253834788, "working_capital_to_revenue": 0.01483842685844069, "capital_efficiency": 0.03937768846140026, "financial_health": 0.033101250885060184, "margin_quality": 0.1975775910804363, "growth_momentum": 0.2504157911527836, "company_age_years": 4.413415468856948, "ebitda": 65402000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2019-09-30", "company_multiple": 47.796368399898775, "revenue_cagr_3y": 0.28376415187534465, "revenue_cagr_5y": 0.37735788062608755, "earnings_cagr_3y": 0.4004557748132107, "quarterly_revenue_growth_yoy": 0.3185621035211915, "quarterly_earnings_growth_yoy": 1.0585074626865671, "revenue_growth_qoq": 0.0330620182957574, "gross_margin": 0.4563963438597381, "operating_margin": 0.05174883685551654, "net_margin": 0.06556712009229092, "roa_ttm": 0.021761247082859255, "roe_ttm": 0.07212954551710848, "debt_to_ebitda": 0.42033731783199607, "net_debt_to_ebitda": 0.0, "interest_coverage": 505.09022556390977, "debt_to_equity": 0.09716257879813912, "current_ratio": 1.0361463358722947, "quick_ratio": 1.0175782267559992, "fcf_to_ebitda": -0.18804054959286662, "capex_to_revenue": 0.1908613569425521, "working_capital_to_revenue": 0.006114402246236443, "capital_efficiency": 0.04694539629998387, "financial_health": 0.046201903512195934, "margin_quality": 0.1912374336025152, "growth_momentum": 0.6885347831038793, "company_age_years": 4.6652977412731005, "ebitda": 67177000.0, "spy_multiple": 15.0, "sector_multiple": 18.885038463757525, "sector_premium_over_spy": 0.2590025642505016}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2020-12-31", "company_multiple": 544.2555292853305, "revenue_cagr_3y": 0.17889201956437972, "revenue_cagr_5y": 0.25269044006891694, "earnings_cagr_3y": 0.15949398472243215, "quarterly_revenue_growth_yoy": 0.04011622148116353, "quarterly_earnings_growth_yoy": -8.282369804108935, "revenue_growth_qoq": 0.20788951004976955, "gross_margin": 0.4155418703574376, "operating_margin": -0.07755698050917402, "net_margin": -0.12334454955240937, "roa_ttm": -0.03680802690535977, "roe_ttm": -0.10350067882579096, "debt_to_ebitda": 6.744581766075586, "net_debt_to_ebitda": 0.0, "interest_coverage": 47.313559322033896, "debt_to_equity": 0.09244551594442713, "current_ratio": 1.8521124834784195, "quick_ratio": 1.8257873387721617, "fcf_to_ebitda": -5.687264911337991, "capex_to_revenue": 0.13203740148068246, "working_capital_to_revenue": 0.17878542726926733, "capital_efficiency": -0.07015435286557536, "financial_health": 0.12823438815102484, "margin_quality": 0.07154678009861808, "growth_momentum": -4.121126791313886, "company_age_years": 5.919233401779603, "ebitda": 5583000.0, "spy_multiple": 20.0, "sector_multiple": 26.363663101604278, "sector_premium_over_spy": 0.3181831550802139}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 165.8405811745315, "revenue_cagr_3y": 0.17255180606305354, "revenue_cagr_5y": 0.23042167592858265, "earnings_cagr_3y": -0.36532501104098103, "quarterly_revenue_growth_yoy": 1.0423594012158717, "quarterly_earnings_growth_yoy": 1.1199185738079083, "revenue_growth_qoq": 0.2072229878543553, "gross_margin": 0.42628827483196413, "operating_margin": 0.01764109676731036, "net_margin": 0.010370212311959885, "roa_ttm": -0.015174544969618096, "roe_ttm": -0.05211078156581701, "debt_to_ebitda": 10.113189293776202, "net_debt_to_ebitda": 0.0, "interest_coverage": 77.74094707520891, "debt_to_equity": 0.676737645448159, "current_ratio": 3.5196198922010424, "quick_ratio": 3.4910234474781308, "fcf_to_ebitda": -0.7098785338062991, "capex_to_revenue": 0.12068443343645396, "working_capital_to_revenue": 0.49737335745647765, "capital_efficiency": -0.03364266326771755, "financial_health": -0.34521955266132615, "margin_quality": 0.15143319463707813, "growth_momentum": 1.08113898751189, "company_age_years": 6.414784394250513, "ebitda": 27909000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 63.037469310670446, "revenue_cagr_3y": 0.17823390748737977, "revenue_cagr_5y": 0.22637207008347326, "earnings_cagr_3y": 1.1656209481344284, "quarterly_revenue_growth_yoy": 0.290432353501365, "quarterly_earnings_growth_yoy": 0.4991764463660696, "revenue_growth_qoq": 0.04827870754789964, "gross_margin": 0.4160910379029401, "operating_margin": -0.03194493643484079, "net_margin": -0.04787066556460818, "roa_ttm": -0.005924945217360945, "roe_ttm": -0.021133621626373198, "debt_to_ebitda": 6.335087009307973, "net_debt_to_ebitda": 0.0, "interest_coverage": 126.0, "debt_to_equity": 0.6880257461474787, "current_ratio": 3.371902186885273, "quick_ratio": 3.3402141616665433, "fcf_to_ebitda": -0.9688610099374972, "capex_to_revenue": 0.13717524020365107, "working_capital_to_revenue": 0.38948739885361805, "capital_efficiency": -0.013529283421867072, "financial_health": -0.38765863601720707, "margin_quality": 0.11209181196783037, "growth_momentum": 0.3948043999337173, "company_age_years": 6.91854893908282, "ebitda": 44478000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2022-12-31", "company_multiple": 32.29670646994661, "revenue_cagr_3y": 0.16351407648334648, "revenue_cagr_5y": 0.1993088207259286, "earnings_cagr_3y": 0.7423652765348556, "quarterly_revenue_growth_yoy": 0.17353977250364072, "quarterly_earnings_growth_yoy": -0.13782117163412128, "revenue_growth_qoq": 0.047033983864029426, "gross_margin": 0.4367854642412453, "operating_margin": -0.013373635910098982, "net_margin": -0.046413643624045715, "roa_ttm": -0.016352680046720032, "roe_ttm": -0.061867907146255785, "debt_to_ebitda": 5.48877662322751, "net_debt_to_ebitda": 1.0774824425435827, "interest_coverage": 140.09919571045577, "debt_to_equity": 0.7259311189625325, "current_ratio": 2.328680323318756, "quick_ratio": 2.3003560838895734, "fcf_to_ebitda": -1.2594676311307575, "capex_to_revenue": 0.15831339965307623, "working_capital_to_revenue": 0.2179600793349369, "capital_efficiency": -0.039110293596487905, "financial_health": -0.46482198338906144, "margin_quality": 0.12566606156903354, "growth_momentum": 0.017859300434759723, "company_age_years": 7.917864476386037, "ebitda": 52257000.0, "spy_multiple": 12.0, "sector_multiple": 20.906069889021367, "sector_premium_over_spy": 0.7421724907517806}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2023-03-31", "company_multiple": 30.41787205556253, "revenue_cagr_3y": 0.20943300004150966, "revenue_cagr_5y": 0.20639836580274284, "earnings_cagr_3y": 0.16909923282647, "quarterly_revenue_growth_yoy": 0.24527633966104695, "quarterly_earnings_growth_yoy": 0.8490454634914387, "revenue_growth_qoq": 0.06183315236302504, "gross_margin": 0.42341616721547076, "operating_margin": -0.012590908014118874, "net_margin": -0.006056586043793776, "roa_ttm": -0.010496278821300472, "roe_ttm": -0.040000708111416275, "debt_to_ebitda": 4.071656694977895, "net_debt_to_ebitda": 0.0, "interest_coverage": 177.92307692307693, "debt_to_equity": 0.7383325999322237, "current_ratio": 2.307370746302044, "quick_ratio": 2.276654643066857, "fcf_to_ebitda": -0.8412200326346178, "capex_to_revenue": 0.15668690082735937, "working_capital_to_revenue": 0.1967879979755317, "capital_efficiency": -0.025248493466358372, "financial_health": -0.42449834274857356, "margin_quality": 0.13492289105251937, "growth_momentum": 0.5471609015762429, "company_age_years": 8.164271047227926, "ebitda": 71703000.0, "spy_multiple": 12.0, "sector_multiple": 21.211418685121107, "sector_premium_over_spy": 0.7676182237600921}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2024-03-31", "company_multiple": 37.07971880830273, "revenue_cagr_3y": 0.23218807155207677, "revenue_cagr_5y": 0.1698113299596924, "earnings_cagr_3y": 0.15939166439144525, "quarterly_revenue_growth_yoy": 0.14697683967814024, "quarterly_earnings_growth_yoy": 2.3298565840938723, "revenue_growth_qoq": 0.014885953542968736, "gross_margin": 0.44316773607248094, "operating_margin": 0.00011703797538071765, "net_margin": 0.007022278522843059, "roa_ttm": 0.014725431669252893, "roe_ttm": 0.0534022124349778, "debt_to_ebitda": 2.5116500874279453, "net_debt_to_ebitda": 0.334710985802371, "interest_coverage": 235.28937007874015, "debt_to_equity": 0.6725345328930566, "current_ratio": 2.024974702482571, "quick_ratio": 1.993481621275988, "fcf_to_ebitda": -0.015988019443305697, "capex_to_revenue": 0.12882315233752298, "working_capital_to_revenue": 0.14679233506911257, "capital_efficiency": 0.03406382205211535, "financial_health": -0.3901290266256213, "margin_quality": 0.15010235085690157, "growth_momentum": 1.2384167118860063, "company_age_years": 9.166324435318275, "ebitda": 119527000.0, "spy_multiple": 12.0, "sector_multiple": 20.335978487083786, "sector_premium_over_spy": 0.6946648739236487}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 27.8534400272938, "revenue_cagr_3y": 0.19074802806362068, "revenue_cagr_5y": 0.15690698542011394, "earnings_cagr_3y": 0.7069211528543484, "quarterly_revenue_growth_yoy": 0.16442302385901658, "quarterly_earnings_growth_yoy": 0.39147956246401844, "revenue_growth_qoq": 0.0894720898851651, "gross_margin": 0.4576013598908043, "operating_margin": 0.034066781254739394, "net_margin": 0.03054698953541277, "roa_ttm": 0.01598186980294363, "roe_ttm": 0.05743512110726644, "debt_to_ebitda": 2.3501283274015834, "net_debt_to_ebitda": 0.009700155853823072, "interest_coverage": 244.719165085389, "debt_to_equity": 0.6554692906574394, "current_ratio": 2.056541811432107, "quick_ratio": 2.0256413307315215, "fcf_to_ebitda": 0.12990920157869842, "capex_to_revenue": 0.11749454871948352, "working_capital_to_revenue": 0.15185942109538672, "capital_efficiency": 0.03670849545510503, "financial_health": -0.3507151816471047, "margin_quality": 0.1740717102269855, "growth_momentum": 0.2779512931615175, "company_age_years": 9.415468856947296, "ebitda": 128967000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2024-09-30", "company_multiple": 38.162734810208576, "revenue_cagr_3y": 0.17795718691096352, "revenue_cagr_5y": 0.1497159200872027, "earnings_cagr_3y": 0.6736711637644166, "quarterly_revenue_growth_yoy": 0.14741480121792713, "quarterly_earnings_growth_yoy": -2.3387963812770423, "revenue_growth_qoq": 0.0013523077700824022, "gross_margin": 0.45861152831593693, "operating_margin": -0.056758087112367635, "net_margin": -0.03221908091529831, "roa_ttm": 0.005204668205386235, "roe_ttm": 0.01911853050414162, "debt_to_ebitda": 2.8272259545092813, "net_debt_to_ebitda": 0.0, "interest_coverage": 217.0, "debt_to_equity": 0.669865512538862, "current_ratio": 2.013364954246359, "quick_ratio": 1.9840985480541196, "fcf_to_ebitda": 0.31170766013362206, "capex_to_revenue": 0.11067480769183097, "working_capital_to_revenue": 0.14723835635908103, "capital_efficiency": 0.012161599354763927, "financial_health": -0.354733640163325, "margin_quality": 0.12321145342942368, "growth_momentum": -1.0956907900295576, "company_age_years": 9.66735112936345, "ebitda": 108066000.0, "spy_multiple": 12.0, "sector_multiple": 19.829865067894143, "sector_premium_over_spy": 0.6524887556578454}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2018-12-31", "company_multiple": 53.20186640234026, "revenue_cagr_3y": 0.25330418041239255, "revenue_cagr_5y": -0.07244136168175597, "earnings_cagr_3y": -0.1393867476582087, "quarterly_revenue_growth_yoy": 0.43217252960933356, "quarterly_earnings_growth_yoy": -0.7695532056778127, "revenue_growth_qoq": 0.0591695863619725, "gross_margin": 0.5730084672541904, "operating_margin": 0.21424868547730133, "net_margin": 0.05971512503394307, "roa_ttm": 0.15541435001323803, "roe_ttm": -0.09660187697371347, "debt_to_ebitda": 7.5375093682759955, "net_debt_to_ebitda": 7.235476150182531, "interest_coverage": 11.818, "debt_to_equity": 1.3867099586354135, "current_ratio": 1.129295370440299, "quick_ratio": 1.1180046824257988, "fcf_to_ebitda": 0.8410415105287334, "capex_to_revenue": 0.025995391073305438, "working_capital_to_revenue": 0.022352641646157162, "capital_efficiency": 0.029406236519762277, "financial_health": 1.4654312151379445, "margin_quality": 0.2823240925884783, "growth_momentum": -0.16869033803423958, "company_age_years": 3.5537303216974676, "ebitda": 41363000.0, "spy_multiple": 15.0, "sector_multiple": 16.117545304777593, "sector_premium_over_spy": 0.0745030203185062}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 57.26466897525858, "revenue_cagr_3y": 0.29602433448171883, "revenue_cagr_5y": 0.2357657144944807, "earnings_cagr_3y": 0.1547653902421693, "quarterly_revenue_growth_yoy": 0.28521757736232584, "quarterly_earnings_growth_yoy": 0.07101167315175097, "revenue_growth_qoq": 0.18623022044483942, "gross_margin": 0.5325161800511935, "operating_margin": 0.24495869144486296, "net_margin": 0.13747320666763782, "roa_ttm": 0.14629910861670517, "roe_ttm": -0.10049528751167917, "debt_to_ebitda": 7.111017451132273, "net_debt_to_ebitda": 6.800610561807992, "interest_coverage": 9.953287981859411, "debt_to_equity": 1.4157013398162175, "current_ratio": 1.1859471380819464, "quick_ratio": 0.6955442985630105, "fcf_to_ebitda": 0.7908825807627466, "capex_to_revenue": 0.025615673349812323, "working_capital_to_revenue": 0.03293356525984925, "capital_efficiency": 0.022901910552512998, "financial_health": 1.4911511044443366, "margin_quality": 0.3049826927212314, "growth_momentum": 0.17811462525703842, "company_age_years": 3.800136892539357, "ebitda": 43894000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 68.39148884545394, "revenue_cagr_3y": 0.2880823580521159, "revenue_cagr_5y": 0.24398878037863714, "earnings_cagr_3y": 0.06433482633327614, "quarterly_revenue_growth_yoy": 0.31117531117531116, "quarterly_earnings_growth_yoy": -0.2808890188624068, "revenue_growth_qoq": 0.010592470813476786, "gross_margin": 0.5151352909682467, "operating_margin": 0.2118322968576253, "net_margin": 0.10127259997528933, "roa_ttm": 0.13488418596900517, "roe_ttm": -0.09352584485691044, "debt_to_ebitda": 7.0030104917885465, "net_debt_to_ebitda": 6.619397452315158, "interest_coverage": 10.353803210048849, "debt_to_equity": 1.4406520372698366, "current_ratio": 1.4004442395540841, "quick_ratio": 1.0945475881144964, "fcf_to_ebitda": 0.6201388420839793, "capex_to_revenue": 0.023453270228659406, "working_capital_to_revenue": 0.054484803558191255, "capital_efficiency": 0.020679170556047365, "financial_health": 1.539676783854075, "margin_quality": 0.27608006260038714, "growth_momentum": 0.01514314615645218, "company_age_years": 4.049281314168378, "ebitda": 44511000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2019-09-30", "company_multiple": 62.501097071887536, "revenue_cagr_3y": 0.31747509539953445, "revenue_cagr_5y": 0.24887169336863502, "earnings_cagr_3y": 0.2896481223984311, "quarterly_revenue_growth_yoy": 0.304057940699681, "quarterly_earnings_growth_yoy": -0.06165580804068012, "revenue_growth_qoq": 0.027037601416745605, "gross_margin": 0.5390275689223057, "operating_margin": 0.23957894736842106, "net_margin": 0.11839598997493735, "roa_ttm": 0.11809575942927523, "roe_ttm": -0.09381070542360866, "debt_to_ebitda": 6.819634309370822, "net_debt_to_ebitda": 6.615399542886713, "interest_coverage": 10.930473721423521, "debt_to_equity": 1.4948883374689825, "current_ratio": 0.8700224378902977, "quick_ratio": 0.5101511178394744, "fcf_to_ebitda": 0.3137694596575963, "capex_to_revenue": 0.11861560757009396, "working_capital_to_revenue": -0.025711367440467595, "capital_efficiency": 0.01214252700283329, "financial_health": 1.512489871570177, "margin_quality": 0.29900083542188804, "growth_momentum": 0.12120106632950045, "company_age_years": 4.301163586584531, "ebitda": 46378000.0, "spy_multiple": 15.0, "sector_multiple": 18.885038463757525, "sector_premium_over_spy": 0.2590025642505016}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2019-12-31", "company_multiple": 59.142979642451174, "revenue_cagr_3y": 0.2904138359595265, "revenue_cagr_5y": 0.2411673605000617, "earnings_cagr_3y": -0.10930044771623515, "quarterly_revenue_growth_yoy": 0.31294280283393816, "quarterly_earnings_growth_yoy": 0.2596114096734188, "revenue_growth_qoq": 0.0663859649122807, "gross_margin": 0.5300455006956718, "operating_margin": 0.1672244575640206, "net_margin": 0.05728951227766706, "roa_ttm": 0.12326548795097313, "roe_ttm": -0.09777107168095957, "debt_to_ebitda": 6.462230029967965, "net_debt_to_ebitda": 6.196672522475974, "interest_coverage": 11.564292543021033, "debt_to_equity": 1.492995205989648, "current_ratio": 0.9168210392055635, "quick_ratio": 0.9072550031886787, "fcf_to_ebitda": 0.33268574971582104, "capex_to_revenue": 0.11261243214006691, "working_capital_to_revenue": -0.013717221899477152, "capital_efficiency": 0.01274720813500678, "financial_health": 1.5464429628682947, "margin_quality": 0.25151982351245317, "growth_momentum": 0.28627710625367847, "company_age_years": 4.553045859000685, "ebitda": 48385000.0, "spy_multiple": 15.0, "sector_multiple": 17.73798334416891, "sector_premium_over_spy": 0.18253222294459404}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2020-06-30", "company_multiple": 74.08906630695243, "revenue_cagr_3y": 0.27923371322705126, "revenue_cagr_5y": 0.28009432384683364, "earnings_cagr_3y": 0.32979298760458886, "quarterly_revenue_growth_yoy": 0.3612495366747663, "quarterly_earnings_growth_yoy": 1.3462789751931679, "revenue_growth_qoq": 0.19245616566851864, "gross_margin": 0.48852583011875045, "operating_margin": 0.2955449663414265, "net_margin": 0.17455563119279932, "roa_ttm": 0.14214326203049016, "roe_ttm": -0.14837132536123568, "debt_to_ebitda": 5.476917405365551, "net_debt_to_ebitda": 4.710022286643095, "interest_coverage": 14.161604176554343, "debt_to_equity": 1.6963855671815313, "current_ratio": 1.4177683431766115, "quick_ratio": 1.1657243741987011, "fcf_to_ebitda": 0.5025386664879267, "capex_to_revenue": 0.10558231894640296, "working_capital_to_revenue": 0.08849876670733119, "capital_efficiency": -0.00311403166537276, "financial_health": 1.8409053602450793, "margin_quality": 0.3195421425509921, "growth_momentum": 0.8537642559339671, "company_age_years": 5.0513347022587265, "ebitda": 59677000.0, "spy_multiple": 20.0, "sector_multiple": 22.33716606498195, "sector_premium_over_spy": 0.11685830324909752}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2020-09-30", "company_multiple": 69.23292987054245, "revenue_cagr_3y": 0.2454404223072122, "revenue_cagr_5y": 0.27308837743837233, "earnings_cagr_3y": 0.2892746213125257, "quarterly_revenue_growth_yoy": 0.2829674185463659, "quarterly_earnings_growth_yoy": 0.7071972904318374, "revenue_growth_qoq": -0.03202480901595946, "gross_margin": 0.49921860348815406, "operating_margin": 0.22349503031818466, "net_margin": 0.1575451647183847, "roa_ttm": 0.1491321902126168, "roe_ttm": -0.1785089654946959, "debt_to_ebitda": 5.197998570407434, "net_debt_to_ebitda": 4.431895798586292, "interest_coverage": 14.291713961407492, "debt_to_equity": 1.7829647428039033, "current_ratio": 1.4330372692441657, "quick_ratio": 1.0316614420062695, "fcf_to_ebitda": 0.8203160988007306, "capex_to_revenue": 0.021502628657604255, "working_capital_to_revenue": 0.10416186666108121, "capital_efficiency": -0.014688387641039538, "financial_health": 1.9153244804970138, "margin_quality": 0.29341959950824115, "growth_momentum": 0.49508235448910165, "company_age_years": 5.30321697467488, "ebitda": 62955000.0, "spy_multiple": 20.0, "sector_multiple": 21.92943558469422, "sector_premium_over_spy": 0.09647177923471117}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 73.09737057856958, "revenue_cagr_3y": 0.23653015148552603, "revenue_cagr_5y": 0.2621047135534609, "earnings_cagr_3y": 0.28737135469327413, "quarterly_revenue_growth_yoy": 0.2751641532578108, "quarterly_earnings_growth_yoy": 0.6254940711462451, "revenue_growth_qoq": 0.11706330394108909, "gross_margin": 0.5005517046258311, "operating_margin": 0.2801386334700806, "net_margin": 0.18616494553685103, "roa_ttm": 0.13027446262358167, "roe_ttm": -0.08552187334201515, "debt_to_ebitda": 8.14418403528496, "net_debt_to_ebitda": 7.45244313759405, "interest_coverage": 15.28688524590164, "debt_to_equity": 1.419403848936478, "current_ratio": 1.6842542239196314, "quick_ratio": 1.1242268255220225, "fcf_to_ebitda": 1.0297154717633832, "capex_to_revenue": 0.027697725938689337, "working_capital_to_revenue": 0.12484047488307803, "capital_efficiency": 0.022376294640783258, "financial_health": 1.588581205004974, "margin_quality": 0.32228509454425425, "growth_momentum": 0.450329112202028, "company_age_years": 5.801505817932923, "ebitda": 57815000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 89.6127977873172, "revenue_cagr_3y": 0.25950135597644763, "revenue_cagr_5y": 0.2663484124462321, "earnings_cagr_3y": 0.18263010694483905, "quarterly_revenue_growth_yoy": 0.11943120792678315, "quarterly_earnings_growth_yoy": -0.019672415287286592, "revenue_growth_qoq": 0.04682416183335691, "gross_margin": 0.4931351351351351, "operating_margin": 0.25544594594594594, "net_margin": 0.15286486486486486, "roa_ttm": 0.12013369531810265, "roe_ttm": -0.08733471324435287, "debt_to_ebitda": 8.201130771646948, "net_debt_to_ebitda": 7.441978152374969, "interest_coverage": 15.38829215896885, "debt_to_equity": 1.458445955381498, "current_ratio": 1.6401975021783328, "quick_ratio": 1.1325394520282699, "fcf_to_ebitda": 1.0450912644400236, "capex_to_revenue": 0.04280041182526842, "working_capital_to_revenue": 0.12157302544491837, "capital_efficiency": 0.016399491036874894, "financial_health": 1.6404270741401772, "margin_quality": 0.300481981981982, "growth_momentum": 0.049879396319748276, "company_age_years": 6.050650239561944, "ebitda": 57306000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 83.83596373415531, "revenue_cagr_3y": 0.19815062560160168, "revenue_cagr_5y": 0.24707600296705556, "earnings_cagr_3y": 0.21510013763822733, "quarterly_revenue_growth_yoy": 0.028067762705507284, "quarterly_earnings_growth_yoy": 0.11992857851403631, "revenue_growth_qoq": -0.11102702702702703, "gross_margin": 0.5221026389395598, "operating_margin": 0.3166727471725648, "net_margin": 0.1716222789736106, "roa_ttm": 0.11271932687913548, "roe_ttm": -0.09343842715801001, "debt_to_ebitda": 7.377158494008115, "net_debt_to_ebitda": 6.58885603749253, "interest_coverage": 17.074650912996777, "debt_to_equity": 1.4932703449505305, "current_ratio": 1.49727697314067, "quick_ratio": 1.0172655077644202, "fcf_to_ebitda": 0.8481426729154217, "capex_to_revenue": 0.06891538450298806, "working_capital_to_revenue": 0.10773462499452066, "capital_efficiency": 0.009640449860562735, "financial_health": 1.6857634036796347, "margin_quality": 0.33679922169524507, "growth_momentum": 0.07399817060977179, "company_age_years": 6.3025325119780975, "ebitda": 63586000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 68.45650951927072, "revenue_cagr_3y": 0.21148101062813085, "revenue_cagr_5y": 0.23816411202650278, "earnings_cagr_3y": 0.4179267467849914, "quarterly_revenue_growth_yoy": 0.13820675705571886, "quarterly_earnings_growth_yoy": 2.0758190327613106, "revenue_growth_qoq": 0.09491669706919616, "gross_margin": 0.48418670517021156, "operating_margin": 0.1973954573221525, "net_margin": 0.09574054534347753, "roa_ttm": 0.17117771455399813, "roe_ttm": -0.1378176237783701, "debt_to_ebitda": 5.765781948823228, "net_debt_to_ebitda": 5.172104504240291, "interest_coverage": 21.79914757591902, "debt_to_equity": 1.524390598497698, "current_ratio": 1.767823391547592, "quick_ratio": 1.7556261182933899, "fcf_to_ebitda": 0.2548696140968302, "capex_to_revenue": 0.09918867831024206, "working_capital_to_revenue": 0.10785056388981316, "capital_efficiency": 0.01668004538781402, "financial_health": 1.7114513714192214, "margin_quality": 0.25910756927861384, "growth_momentum": 1.1070128949085147, "company_age_years": 6.55441478439425, "ebitda": 81834000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2022-12-31", "company_multiple": 45.94554546798758, "revenue_cagr_3y": 0.25395082332180485, "revenue_cagr_5y": 0.2996204370806368, "earnings_cagr_3y": 0.7941021488267297, "quarterly_revenue_growth_yoy": 0.455919920031099, "quarterly_earnings_growth_yoy": 1.5516241299303943, "revenue_growth_qoq": 0.13159314571823205, "gross_margin": 0.47415297472036005, "operating_margin": 0.2753106315618831, "net_margin": 0.16779349080263573, "roa_ttm": 0.12481906692755605, "roe_ttm": -0.13546247898869418, "debt_to_ebitda": 7.062240622997684, "net_debt_to_ebitda": 5.243560550051752, "interest_coverage": 19.1045197740113, "debt_to_equity": 1.8329508444178366, "current_ratio": 3.6318656668589373, "quick_ratio": 3.625632891110684, "fcf_to_ebitda": 0.5155305830745724, "capex_to_revenue": 0.06696110158564113, "working_capital_to_revenue": 0.45944154329396036, "capital_efficiency": -0.005321706030569064, "financial_health": 2.243370351391182, "margin_quality": 0.3057523656949596, "growth_momentum": 1.0037720249807467, "company_age_years": 7.553730321697468, "ebitda": 101445000.0, "spy_multiple": 12.0, "sector_multiple": 20.906069889021367, "sector_premium_over_spy": 0.7421724907517806}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2023-03-31", "company_multiple": 53.85418379286014, "revenue_cagr_3y": 0.2517199787426503, "revenue_cagr_5y": 0.2379808242504824, "earnings_cagr_3y": 0.24620721227592868, "quarterly_revenue_growth_yoy": 0.4266911619972443, "quarterly_earnings_growth_yoy": 0.8060165975103735, "revenue_growth_qoq": 0.03675131356861548, "gross_margin": 0.48181124161845457, "operating_margin": 0.23612733510545342, "net_margin": 0.1441211909382732, "roa_ttm": 0.13281719133962777, "roe_ttm": -0.1578240606651044, "debt_to_ebitda": 6.366237060457473, "net_debt_to_ebitda": 4.613890303046542, "interest_coverage": 24.48349005029521, "debt_to_equity": 1.876781905790042, "current_ratio": 3.1446079358474863, "quick_ratio": 2.640188624528754, "fcf_to_ebitda": 0.6216696587265436, "capex_to_revenue": 0.05631773395857316, "working_capital_to_revenue": 0.43608939664698476, "capital_efficiency": -0.012503434662738316, "financial_health": 2.292303288232435, "margin_quality": 0.2873532558873937, "growth_momentum": 0.6163538797538088, "company_age_years": 7.800136892539356, "ebitda": 111963000.0, "spy_multiple": 12.0, "sector_multiple": 21.211418685121107, "sector_premium_over_spy": 0.7676182237600921}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2023-06-30", "company_multiple": 56.21994417234647, "revenue_cagr_3y": 0.17476326976789003, "revenue_cagr_5y": 0.2367727768497152, "earnings_cagr_3y": 0.1192980011058069, "quarterly_revenue_growth_yoy": 0.2792651921171682, "quarterly_earnings_growth_yoy": 0.21597655369354474, "revenue_growth_qoq": -0.01423827963318954, "gross_margin": 0.48334935104923815, "operating_margin": 0.24685321862782603, "net_margin": 0.1509801909062917, "roa_ttm": 0.13921018046749126, "roe_ttm": -0.17192781735919704, "debt_to_ebitda": 6.333758605336165, "net_debt_to_ebitda": 4.7197229167380215, "interest_coverage": 27.51837888784166, "debt_to_equity": 2.024647530730722, "current_ratio": 4.051558141117235, "quick_ratio": 3.483619105939988, "fcf_to_ebitda": 0.569356440730212, "capex_to_revenue": 0.06832304146016405, "working_capital_to_revenue": 0.4339155316580921, "capital_efficiency": -0.016358818445852893, "financial_health": 2.364957803888398, "margin_quality": 0.2937275868611186, "growth_momentum": 0.24762087290535648, "company_age_years": 8.049281314168377, "ebitda": 116788000.0, "spy_multiple": 12.0, "sector_multiple": 21.67351319873235, "sector_premium_over_spy": 0.8061260998943627}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 48.27359696013396, "revenue_cagr_3y": 0.22318195229882987, "revenue_cagr_5y": 0.25082669641207245, "earnings_cagr_3y": 0.24621212210889132, "quarterly_revenue_growth_yoy": 0.2636395027624309, "quarterly_earnings_growth_yoy": 0.45953022142429684, "revenue_growth_qoq": 0.09266326406837543, "gross_margin": 0.4876093045498019, "operating_margin": 0.2617502391037027, "net_margin": 0.16661258368629595, "roa_ttm": 0.19608105187729616, "roe_ttm": -0.14503767021003613, "debt_to_ebitda": 5.730880079860888, "net_debt_to_ebitda": 5.103078508404715, "interest_coverage": 27.48141592920354, "debt_to_equity": 1.4972741154546716, "current_ratio": 1.9729549099982178, "quick_ratio": 1.4234093744430583, "fcf_to_ebitda": 0.5921378888387969, "capex_to_revenue": 0.07599145855457733, "working_capital_to_revenue": 0.14961460724195813, "capital_efficiency": 0.025521690833630012, "financial_health": 1.7190208368687003, "margin_quality": 0.30532404244660016, "growth_momentum": 0.3615848620933639, "company_age_years": 8.301163586584531, "ebitda": 124216000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2024-03-31", "company_multiple": 79.84498796555226, "revenue_cagr_3y": 0.27288428616625526, "revenue_cagr_5y": 0.24853537020458405, "earnings_cagr_3y": 0.2975144801383136, "quarterly_revenue_growth_yoy": 0.3409460913714922, "quarterly_earnings_growth_yoy": 0.8346416491160891, "revenue_growth_qoq": 0.14742989366977027, "gross_margin": 0.4892413007840098, "operating_margin": 0.2931496889340074, "net_margin": 0.19718222911193575, "roa_ttm": 0.20194735731386945, "roe_ttm": -0.19165981780887198, "debt_to_ebitda": 5.177824617054134, "net_debt_to_ebitda": 4.424419494414068, "interest_coverage": 31.63600352112676, "debt_to_equity": 1.7135565945867548, "current_ratio": 2.1676794073247154, "quick_ratio": 1.5948699082824849, "fcf_to_ebitda": 0.5766100421553487, "capex_to_revenue": 0.09589578434311026, "working_capital_to_revenue": 0.1851594072291968, "capital_efficiency": 0.005143769752498736, "financial_health": 1.9036564456519824, "margin_quality": 0.32652440627665097, "growth_momentum": 0.5877938702437906, "company_age_years": 8.802190280629706, "ebitda": 143754000.0, "spy_multiple": 12.0, "sector_multiple": 20.335978487083786, "sector_premium_over_spy": 0.6946648739236487}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 81.60554976815882, "revenue_cagr_3y": 0.28139994547182967, "revenue_cagr_5y": 0.2624025168745914, "earnings_cagr_3y": 0.34436990439768467, "quarterly_revenue_growth_yoy": 0.45278195067787597, "quarterly_earnings_growth_yoy": 0.6985971200791051, "revenue_growth_qoq": 0.06797495009911585, "gross_margin": 0.4783460394735997, "operating_margin": 0.26474158472437204, "net_margin": 0.17652650306039216, "roa_ttm": 0.20927978115227047, "roe_ttm": -0.21611003311689647, "debt_to_ebitda": 4.458554504431709, "net_debt_to_ebitda": 3.8572032370746987, "interest_coverage": 30.939615384615383, "debt_to_equity": 1.639432647454753, "current_ratio": 1.9256648055266394, "quick_ratio": 1.9256648055266394, "fcf_to_ebitda": 0.6786233730716159, "capex_to_revenue": 0.08300207642642064, "working_capital_to_revenue": 0.14341087402341066, "capital_efficiency": -0.003415125982313, "financial_health": 1.8442824914875933, "margin_quality": 0.30653804241945465, "growth_momentum": 0.5756895353784905, "company_age_years": 9.051334702258726, "ebitda": 160886000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2024-09-30", "company_multiple": 74.54353048932482, "revenue_cagr_3y": 0.3517900567728973, "revenue_cagr_5y": 0.26646450468027827, "earnings_cagr_3y": 0.3160120531578614, "quarterly_revenue_growth_yoy": 0.387638338570843, "quarterly_earnings_growth_yoy": 0.3188457793039824, "revenue_growth_qoq": 0.04366758938721507, "gross_margin": 0.4748735369050696, "operating_margin": 0.2450368619921476, "net_margin": 0.15835271818730076, "roa_ttm": 0.20789170768335802, "roe_ttm": -0.2252193462743538, "debt_to_ebitda": 4.157968267218541, "net_debt_to_ebitda": 3.671263688167742, "interest_coverage": 33.626315789473686, "debt_to_equity": 1.6029418994962745, "current_ratio": 1.3982303117982018, "quick_ratio": 1.3982303117982018, "fcf_to_ebitda": 0.8093134612151672, "capex_to_revenue": 0.08140355270259524, "working_capital_to_revenue": 0.0801058467827214, "capital_efficiency": -0.008663819295497893, "financial_health": 1.768240596069853, "margin_quality": 0.292754372361506, "growth_momentum": 0.3532420589374127, "company_age_years": 9.30321697467488, "ebitda": 172503000.0, "spy_multiple": 12.0, "sector_multiple": 19.829865067894143, "sector_premium_over_spy": 0.6524887556578454}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2024-12-31", "company_multiple": 48.90532632519737, "revenue_cagr_3y": 0.30971813672000037, "revenue_cagr_5y": 0.2492446847111054, "earnings_cagr_3y": 0.5712974736570906, "quarterly_revenue_growth_yoy": 0.2736094823583116, "quarterly_earnings_growth_yoy": 0.42197299883065803, "revenue_growth_qoq": -0.004166205122524585, "gross_margin": 0.4813899308495189, "operating_margin": 0.2585572947886863, "net_margin": 0.16532464884038536, "roa_ttm": 0.15178723511195874, "roe_ttm": -0.16092251763654072, "debt_to_ebitda": 6.422552295022663, "net_debt_to_ebitda": 4.741929649096674, "interest_coverage": 29.288251791835464, "debt_to_equity": 1.7869819682468258, "current_ratio": 4.524295826995871, "quick_ratio": 4.524295826995871, "fcf_to_ebitda": 0.5622167131274871, "capex_to_revenue": 0.08297925718312515, "working_capital_to_revenue": 0.4924441561056364, "capital_efficiency": -0.004567641262290992, "financial_health": 2.226477985411039, "margin_quality": 0.3017572914928635, "growth_momentum": 0.34779124059448485, "company_age_years": 9.555099247091034, "ebitda": 187972000.0, "spy_multiple": 12.0, "sector_multiple": 18.846977329822117, "sector_premium_over_spy": 0.5705814441518431}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2018-09-30", "company_multiple": 16.157227692991302, "revenue_cagr_3y": 0.10718357583895277, "revenue_cagr_5y": 0.12174707072839652, "earnings_cagr_3y": 0.12451311286380218, "quarterly_revenue_growth_yoy": 0.10006900928202594, "quarterly_earnings_growth_yoy": -0.06090797704262591, "revenue_growth_qoq": -0.05505397807185528, "gross_margin": 0.1693724299733432, "operating_margin": 0.059610322992961595, "net_margin": 0.048982921148008306, "roa_ttm": 0.11813702327701903, "roe_ttm": 0.16897182741253758, "debt_to_ebitda": 0.006777980961495736, "net_debt_to_ebitda": 0.0, "interest_coverage": 1741.4583333333333, "debt_to_equity": 0.002140879131556645, "current_ratio": 0.7932963149183234, "quick_ratio": 0.7333426307541554, "fcf_to_ebitda": 0.5755473142720421, "capex_to_revenue": 0.06488198136286501, "working_capital_to_revenue": -0.023500665313924276, "capital_efficiency": 0.1435544253447783, "financial_health": 0.11199056381831032, "margin_quality": 0.09265522470477104, "growth_momentum": 0.019580516119700016, "company_age_years": 13.984941820670773, "ebitda": 292565000.0, "spy_multiple": 15.0, "sector_multiple": 12.541277007416962, "sector_premium_over_spy": -0.16391486617220252}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2020-12-31", "company_multiple": 37.689665160403045, "revenue_cagr_3y": 0.05386595974178343, "revenue_cagr_5y": 0.07024779197312281, "earnings_cagr_3y": -0.11929913595783792, "quarterly_revenue_growth_yoy": -0.12030395539119572, "quarterly_earnings_growth_yoy": -0.5420278311390151, "revenue_growth_qoq": 0.010779723852753154, "gross_margin": 0.1395274840161821, "operating_margin": 0.031969203230776705, "net_margin": 0.030641594134068143, "roa_ttm": 0.013442079924788004, "roe_ttm": 0.03369793154753883, "debt_to_ebitda": 1.8192413483398355, "net_debt_to_ebitda": 0.0, "interest_coverage": 95.648322147651, "debt_to_equity": 0.27953595937488207, "current_ratio": 1.0085578628450895, "quick_ratio": 0.9643879933164533, "fcf_to_ebitda": 0.533533076987847, "capex_to_revenue": 0.06438410373446232, "working_capital_to_revenue": 0.0018068297581066526, "capital_efficiency": 0.023570005736163416, "financial_health": -0.04866576416400542, "margin_quality": 0.06737942712700898, "growth_momentum": -0.3311658932651054, "company_age_years": 16.238193018480494, "ebitda": 142516000.0, "spy_multiple": 20.0, "sector_multiple": 26.363663101604278, "sector_premium_over_spy": 0.3181831550802139}, {"ticker": "NKE", "sector": "Consumer Cyclical", "quarter_date": "2016-05-31", "company_multiple": 18.215836948102247, "revenue_cagr_3y": 0.0717312511882926, "revenue_cagr_5y": 0.0741196681761227, "earnings_cagr_3y": 0.08192701968469818, "quarterly_revenue_growth_yoy": 0.05977632086386425, "quarterly_earnings_growth_yoy": -0.021965317919075144, "revenue_growth_qoq": 0.026394422310756973, "gross_margin": 0.45924308588064044, "operating_margin": 0.12372634643377002, "net_margin": 0.10262008733624454, "roa_ttm": 0.17587352074465598, "roe_ttm": 0.3067384565181922, "debt_to_ebitda": 0.3979473276529822, "net_debt_to_ebitda": 0.0, "interest_coverage": 1032.8, "debt_to_equity": 0.1676456191874694, "current_ratio": 2.8042179917879806, "quick_ratio": 1.9012691302724898, "fcf_to_ebitda": 0.3781951975213013, "capex_to_revenue": 0.03530392883617495, "working_capital_to_revenue": 0.29858537188040524, "capital_efficiency": 0.2413059886314241, "financial_health": -0.017194997208732937, "margin_quality": 0.22852983988355166, "growth_momentum": 0.018905501472394552, "company_age_years": 35.493497604380565, "ebitda": 5164000000.0, "spy_multiple": 15.0, "sector_multiple": 14.058770143454517, "sector_premium_over_spy": -0.06274865710303223}, {"ticker": "NKE", "sector": "Consumer Cyclical", "quarter_date": "2016-08-31", "company_multiple": 19.631240425105275, "revenue_cagr_3y": 0.09134069327128547, "revenue_cagr_5y": 0.0830293481831097, "earnings_cagr_3y": 0.17041980024699166, "quarterly_revenue_growth_yoy": 0.07689565010696459, "quarterly_earnings_growth_yoy": 0.05937234944868533, "revenue_growth_qoq": 0.09910237748665696, "gross_margin": 0.45502703895817237, "operating_margin": 0.13530515395651693, "net_margin": 0.1378435051318839, "roa_ttm": 0.18103611268670827, "roe_ttm": 0.31483764899301275, "debt_to_ebitda": 0.41287347102466415, "net_debt_to_ebitda": 0.0, "interest_coverage": 453.3636363636364, "debt_to_equity": 0.16925606247431155, "current_ratio": 2.7203057989931008, "quick_ratio": 1.8073839269065821, "fcf_to_ebitda": 0.44776418688590336, "capex_to_revenue": 0.033098143718014714, "working_capital_to_revenue": 0.2793810374587409, "capital_efficiency": 0.2479368808398605, "financial_health": -0.038145276973659825, "margin_quality": 0.24272523268219107, "growth_momentum": 0.06813399977782496, "company_age_years": 35.74537987679671, "ebitda": 4987000000.0, "spy_multiple": 15.0, "sector_multiple": 14.329360703750204, "sector_premium_over_spy": -0.04470928641665306}, {"ticker": "NKE", "sector": "Consumer Cyclical", "quarter_date": "2016-11-30", "company_multiple": 16.217945925067593, "revenue_cagr_3y": 0.08349005982846469, "revenue_cagr_5y": 0.08082327313897664, "earnings_cagr_3y": 0.16392128807495077, "quarterly_revenue_growth_yoy": 0.06427270361696591, "quarterly_earnings_growth_yoy": 0.07261146496815286, "revenue_growth_qoq": -0.09722988632601258, "gross_margin": 0.44205378973105136, "operating_margin": 0.13581907090464548, "net_margin": 0.10293398533007335, "roa_ttm": 0.17159632703514038, "roe_ttm": 0.3154264383672807, "debt_to_ebitda": 0.683082271147161, "net_debt_to_ebitda": 0.0, "interest_coverage": 258.9, "debt_to_equity": 0.2870242635721821, "current_ratio": 3.064306220095694, "quick_ratio": 2.1010526315789475, "fcf_to_ebitda": 0.5222093472383159, "capex_to_revenue": 0.031029030044455053, "working_capital_to_revenue": 0.3218068442879733, "capital_efficiency": 0.24351138270121053, "financial_health": -0.090280308063826, "margin_quality": 0.2269356153219234, "growth_momentum": 0.06844208429255938, "company_age_years": 35.99452429842574, "ebitda": 5178000000.0, "spy_multiple": 15.0, "sector_multiple": 13.235459822838084, "sector_premium_over_spy": -0.11763601181079442}, {"ticker": "NKE", "sector": "Consumer Cyclical", "quarter_date": "2017-02-28", "company_multiple": 18.081649943417577, "revenue_cagr_3y": 0.06542873693839724, "revenue_cagr_5y": 0.08313911445978794, "earnings_cagr_3y": 0.18713585799970112, "quarterly_revenue_growth_yoy": 0.049800796812749, "quarterly_earnings_growth_yoy": 0.20105263157894737, "revenue_growth_qoq": 0.03080684596577017, "gross_margin": 0.44473434535104367, "operating_margin": 0.148719165085389, "net_margin": 0.1353178368121442, "roa_ttm": 0.17614029025570146, "roe_ttm": 0.32054708379185665, "debt_to_ebitda": 0.6603168615616748, "net_debt_to_ebitda": 0.0, "interest_coverage": 212.08, "debt_to_equity": 0.275192579783053, "current_ratio": 3.0743691899070384, "quick_ratio": 2.1386833617909313, "fcf_to_ebitda": 0.550169747265183, "capex_to_revenue": 0.0300144470324616, "working_capital_to_revenue": 0.3223752100716455, "capital_efficiency": 0.24834368702377907, "financial_health": -0.09923476405275888, "margin_quality": 0.24292378241619228, "growth_momentum": 0.1254267141958482, "company_age_years": 36.24093086926762, "ebitda": 5302000000.0, "spy_multiple": 15.0, "sector_multiple": 14.112372578231671, "sector_premium_over_spy": -0.059175161451221925}, {"ticker": "SE", "sector": "Consumer Cyclical", "quarter_date": "2023-12-31", "company_multiple": 24.761647184556775, "revenue_cagr_3y": 0.33487125401671025, "revenue_cagr_5y": 0.6742737577522981, "earnings_cagr_3y": -0.6440610291862445, "quarterly_revenue_growth_yoy": 0.07955296901364707, "quarterly_earnings_growth_yoy": -1.0553219204401145, "revenue_growth_qoq": 0.12567330570532975, "gross_margin": 0.41607207080777286, "operating_margin": 0.00726100964286832, "net_margin": -0.006336613526945193, "roa_ttm": 0.01316932625282112, "roe_ttm": 0.03771799453910454, "debt_to_ebitda": 3.911684048629642, "net_debt_to_ebitda": 0.0, "interest_coverage": 94.67122864786994, "debt_to_equity": 0.5397881024336794, "current_ratio": 1.458816064975498, "quick_ratio": 1.44205153535092, "fcf_to_ebitda": 2.2437950707325425, "capex_to_revenue": 0.015486104545937981, "working_capital_to_revenue": 0.29560730408360897, "capital_efficiency": 0.02544366039596283, "financial_health": -0.25396490541233846, "margin_quality": 0.13899882230789865, "growth_momentum": -0.48788447571323373, "company_age_years": 6.195756331279945, "ebitda": 920015000.0, "spy_multiple": 12.0, "sector_multiple": 20.587340039569256, "sector_premium_over_spy": 0.7156116699641046}, {"ticker": "SE", "sector": "Consumer Cyclical", "quarter_date": "2024-03-31", "company_multiple": 42.78567664202124, "revenue_cagr_3y": 0.2841050404365244, "revenue_cagr_5y": 0.6038622097955351, "earnings_cagr_3y": -0.6174549293987553, "quarterly_revenue_growth_yoy": 0.2279517569935129, "quarterly_earnings_growth_yoy": -1.2686687482259438, "revenue_growth_qoq": 0.0021902516302570495, "gross_margin": 0.4160720707789806, "operating_margin": 0.019037422787333416, "net_margin": -0.0063366136192070915, "roa_ttm": 0.007317644529678912, "roe_ttm": 0.02095832217266141, "debt_to_ebitda": 4.6939820953090585, "net_debt_to_ebitda": 1.3233870437536297, "interest_coverage": 75.29194542383792, "debt_to_equity": 0.5140214823358923, "current_ratio": 1.4588155046331508, "quick_ratio": 1.442050981447956, "fcf_to_ebitda": 2.739750884824843, "capex_to_revenue": 0.00937523116593125, "working_capital_to_revenue": 0.28082864881668496, "capital_efficiency": 0.014137983351170162, "financial_health": -0.30569856807560936, "margin_quality": 0.1429242933157023, "growth_momentum": -0.5203584956162155, "company_age_years": 6.444900752908967, "ebitda": 730088000.0, "spy_multiple": 12.0, "sector_multiple": 20.335978487083786, "sector_premium_over_spy": 0.6946648739236487}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 70.88365243004418, "revenue_cagr_3y": -0.03157383227642796, "revenue_cagr_5y": 0.01757581959924548, "earnings_cagr_3y": 0.3734432141365125, "quarterly_revenue_growth_yoy": -0.08891213389121339, "quarterly_earnings_growth_yoy": 1.3301775147928994, "revenue_growth_qoq": 0.044782087165133946, "gross_margin": 0.734404898584003, "operating_margin": 0.2632988901645618, "net_margin": 0.7535399923459625, "roa_ttm": 0.5110793960790205, "roe_ttm": 1.3916956432808345, "debt_to_ebitda": 13.596465390279823, "net_debt_to_ebitda": 11.533136966126657, "interest_coverage": 10.446153846153846, "debt_to_equity": 0.9441603599918184, "current_ratio": 1.9712245781047166, "quick_ratio": 1.9712245781047166, "fcf_to_ebitda": 3.25920471281296, "capex_to_revenue": 0.042610364683301344, "working_capital_to_revenue": 0.4308061420345489, "capital_efficiency": 0.9513875196799275, "financial_health": -0.7376256615023736, "margin_quality": 0.5837479270315091, "growth_momentum": 0.620632690450843, "company_age_years": 23.26899383983573, "ebitda": 679000000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2023-03-31", "company_multiple": 27.704725069897485, "revenue_cagr_3y": 0.05641044535095463, "revenue_cagr_5y": -0.00548622455786707, "earnings_cagr_3y": -0.45021695101299664, "quarterly_revenue_growth_yoy": 0.010873942811115585, "quarterly_earnings_growth_yoy": 1.4228187919463087, "revenue_growth_qoq": 0.0, "gross_margin": 0.7211155378486056, "operating_margin": 0.22231075697211156, "net_margin": 0.22589641434262947, "roa_ttm": 0.03194361127774445, "roe_ttm": 0.1186188973454613, "debt_to_ebitda": 7.312208760484623, "net_debt_to_ebitda": 5.3336439888164024, "interest_coverage": 15.779411764705882, "debt_to_equity": 1.4564692778912196, "current_ratio": 2.6818465377417344, "quick_ratio": 2.682470368059888, "fcf_to_ebitda": 1.8490214352283318, "capex_to_revenue": 0.05070250458155162, "working_capital_to_revenue": 0.5489716961922215, "capital_efficiency": 0.07528125431160287, "financial_health": -1.3271364939932007, "margin_quality": 0.38977423638778225, "growth_momentum": 0.7168463673787121, "company_age_years": 24.514715947980836, "ebitda": 1073000000.0, "spy_multiple": 12.0, "sector_multiple": 21.211418685121107, "sector_premium_over_spy": 0.7676182237600921}, {"ticker": "CPNG", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 43.33898477157361, "revenue_cagr_3y": 0.17814287993797406, "revenue_cagr_5y": 0.36097800339716923, "earnings_cagr_3y": -0.47047582560141354, "quarterly_revenue_growth_yoy": 0.25436793422404935, "quarterly_earnings_growth_yoy": -1.5310344827586206, "revenue_growth_qoq": 0.02937868990722519, "gross_margin": 0.2925030725112659, "operating_margin": -0.0034139014065273795, "net_margin": -0.010514816332104328, "roa_ttm": 0.06923330042777229, "roe_ttm": 0.27282157676348545, "debt_to_ebitda": 2.5063451776649748, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.2972972972973, "debt_to_equity": 0.5121887966804979, "current_ratio": 1.121023161109697, "quick_ratio": 0.8675235428862306, "fcf_to_ebitda": 1.901751269035533, "capex_to_revenue": 0.02607435340863103, "working_capital_to_revenue": 0.03498767521430411, "capital_efficiency": 0.17102743859562886, "financial_health": 0.09280547556727958, "margin_quality": 0.09285811825754474, "growth_momentum": -0.6383332742672856, "company_age_years": 3.3045859000684463, "ebitda": 788000000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2017-03-31", "company_multiple": 27.34852222917971, "revenue_cagr_3y": 0.02950341635593312, "revenue_cagr_5y": 0.038264303106015696, "earnings_cagr_3y": 0.17196756000353242, "quarterly_revenue_growth_yoy": 0.0378599077363593, "quarterly_earnings_growth_yoy": -0.35073409461663946, "revenue_growth_qoq": 0.012728307549024681, "gross_margin": 0.10800592653144638, "operating_margin": 0.037398457058192405, "net_margin": 0.0406682675113677, "roa_ttm": 0.01530557899825477, "roe_ttm": 0.12201574185962964, "debt_to_ebitda": 22.8517532874139, "net_debt_to_ebitda": 20.061678146524734, "interest_coverage": 21.802047781569964, "debt_to_equity": 4.767529965054378, "current_ratio": 1.240120914746342, "quick_ratio": 1.1247371418557786, "fcf_to_ebitda": 3.7661239824671258, "capex_to_revenue": 0.07768815099068055, "working_capital_to_revenue": 0.14308089905239252, "capital_efficiency": 0.0686606604289422, "financial_health": -3.085806000582838, "margin_quality": 0.06202421703366883, "growth_momentum": -0.1564370934401401, "company_age_years": 44.82956878850103, "ebitda": 6388000000.0, "spy_multiple": 15.0, "sector_multiple": 19.31340235929217, "sector_premium_over_spy": 0.2875601572861446}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2017-06-30", "company_multiple": 29.78853533629225, "revenue_cagr_3y": 0.021301337591403513, "revenue_cagr_5y": 0.03713624837695484, "earnings_cagr_3y": 0.16012570694068717, "quarterly_revenue_growth_yoy": 0.009319994934785362, "quarterly_earnings_growth_yoy": 0.03908629441624366, "revenue_growth_qoq": 0.018060593674960403, "gross_margin": 0.10809725742102226, "operating_margin": 0.03894311595112037, "net_margin": 0.05136376182470579, "roa_ttm": 0.01540799049577927, "roe_ttm": 0.11825455898771864, "debt_to_ebitda": 24.924718333902355, "net_debt_to_ebitda": 22.15534312051895, "interest_coverage": 20.130584192439862, "debt_to_equity": 4.5282533184468425, "current_ratio": 1.204031856117244, "quick_ratio": 1.0864060064263672, "fcf_to_ebitda": 3.326561966541482, "capex_to_revenue": 0.0667725722024011, "working_capital_to_revenue": 0.1252636787416339, "capital_efficiency": 0.06683127474174895, "financial_health": -2.8880480854816013, "margin_quality": 0.0661347117322828, "growth_momentum": 0.02420314467551451, "company_age_years": 45.07871321013005, "ebitda": 5858000000.0, "spy_multiple": 15.0, "sector_multiple": 19.614034919518478, "sector_premium_over_spy": 0.30760232796789855}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2017-09-30", "company_multiple": 28.464548484367562, "revenue_cagr_3y": 0.014405832088667303, "revenue_cagr_5y": 0.025288951510644253, "earnings_cagr_3y": 0.23477744748975904, "quarterly_revenue_growth_yoy": 0.014133489135575772, "quarterly_earnings_growth_yoy": 0.6426332288401254, "revenue_growth_qoq": -0.08536371164027802, "gross_margin": 0.1074593289621684, "operating_margin": 0.02737922142053716, "net_margin": 0.043126388850785985, "roa_ttm": 0.01762226741432625, "roe_ttm": 0.13322101209459053, "debt_to_ebitda": 23.664815108712904, "net_debt_to_ebitda": 20.873353435962546, "interest_coverage": 21.144295302013422, "debt_to_equity": 4.4861905048438535, "current_ratio": 1.1948024419196202, "quick_ratio": 1.075430303544175, "fcf_to_ebitda": 1.7030630058720837, "capex_to_revenue": 0.04552769558220422, "working_capital_to_revenue": 0.11927010330685771, "capital_efficiency": 0.0754216397544584, "financial_health": -2.876567619911794, "margin_quality": 0.05932164641116385, "growth_momentum": 0.3283833589878506, "company_age_years": 45.3305954825462, "ebitda": 6301000000.0, "spy_multiple": 15.0, "sector_multiple": 18.799995855366124, "sector_premium_over_spy": 0.25333305702440834}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2017-12-31", "company_multiple": 19.856381867115672, "revenue_cagr_3y": 0.048328352309660705, "revenue_cagr_5y": 0.025574341426872094, "earnings_cagr_3y": 2.5915161096319066, "quarterly_revenue_growth_yoy": 0.0691260930304755, "quarterly_earnings_growth_yoy": 4.076628352490421, "revenue_growth_qoq": 0.13374118679871608, "gross_margin": 0.09575085902337512, "operating_margin": 0.021027924309151624, "net_margin": 0.05829260030005323, "roa_ttm": 0.02955687953826103, "roe_ttm": 0.21840068787618228, "debt_to_ebitda": 16.49422706863374, "net_debt_to_ebitda": 14.517318794098781, "interest_coverage": 31.60135135135135, "debt_to_equity": 4.422098022355976, "current_ratio": 1.2251797040169132, "quick_ratio": 1.1165433403805496, "fcf_to_ebitda": 1.1809920889459056, "capex_to_revenue": 0.04496223911823238, "working_capital_to_revenue": 0.13587538909016686, "capital_efficiency": 0.12397878370722165, "financial_health": -2.8708345413483736, "margin_quality": 0.05835712787752665, "growth_momentum": 2.0728772227604484, "company_age_years": 45.582477754962355, "ebitda": 9354000000.0, "spy_multiple": 15.0, "sector_multiple": 14.472987974098057, "sector_premium_over_spy": -0.03513413506012952}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2018-03-31", "company_multiple": 20.479126192060324, "revenue_cagr_3y": 0.07368069299420155, "revenue_cagr_5y": 0.03313138619538769, "earnings_cagr_3y": 0.14614651403309176, "quarterly_revenue_growth_yoy": 0.07185919378736014, "quarterly_earnings_growth_yoy": 0.09045226130653267, "revenue_growth_qoq": 0.015317233702753714, "gross_margin": 0.09218522843728401, "operating_margin": 0.026716556638623417, "net_margin": 0.04137372196668176, "roa_ttm": 0.029053624218837705, "roe_ttm": 0.2132967032967033, "debt_to_ebitda": 17.557551563539587, "net_debt_to_ebitda": 15.568196939454424, "interest_coverage": 31.20415224913495, "debt_to_equity": 4.349835164835165, "current_ratio": 1.2341456577023968, "quick_ratio": 1.11028454714752, "fcf_to_ebitda": 1.125748502994012, "capex_to_revenue": 0.044627135955485654, "working_capital_to_revenue": 0.14653892185551637, "capital_efficiency": 0.1211751637577705, "financial_health": -2.8271250606034313, "margin_quality": 0.053425169014196396, "growth_momentum": 0.0811557275469464, "company_age_years": 45.828884325804246, "ebitda": 9018000000.0, "spy_multiple": 15.0, "sector_multiple": 13.958515789856655, "sector_premium_over_spy": -0.06943228067622298}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 23.347104372546365, "revenue_cagr_3y": 0.022671742950568063, "revenue_cagr_5y": 0.023742379376212153, "earnings_cagr_3y": -0.22395295315606023, "quarterly_revenue_growth_yoy": -0.03853762005767535, "quarterly_earnings_growth_yoy": -0.33986175115207373, "revenue_growth_qoq": -0.0347187328021439, "gross_margin": 0.10026771107034851, "operating_margin": 0.02979525060730752, "net_margin": 0.028407119131426305, "roa_ttm": 0.011725114991207113, "roe_ttm": 0.08481235232705094, "debt_to_ebitda": 21.310410180046027, "net_debt_to_ebitda": 18.48815486665764, "interest_coverage": 27.87547169811321, "debt_to_equity": 4.324962910050003, "current_ratio": 1.2212682769531527, "quick_ratio": 1.096990033959108, "fcf_to_ebitda": 1.0035196967645865, "capex_to_revenue": 0.04812847701312366, "working_capital_to_revenue": 0.13834338241316524, "capital_efficiency": 0.04826873365912902, "financial_health": -2.737919978368039, "margin_quality": 0.05282336026969411, "growth_momentum": -0.18919968560487455, "company_age_years": 46.82819986310746, "ebitda": 7387000000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2022-03-31", "company_multiple": 78.82995045089945, "revenue_cagr_3y": 0.6803880457945051, "revenue_cagr_5y": 0.5282384559850009, "earnings_cagr_3y": 0.7628988976773816, "quarterly_revenue_growth_yoy": 0.6313497822931785, "quarterly_earnings_growth_yoy": 2.911764705882353, "revenue_growth_qoq": 0.05501965021029996, "gross_margin": 0.47731316725978645, "operating_margin": 0.061832740213523134, "net_margin": 0.02891459074733096, "roa_ttm": 0.016501496870180533, "roe_ttm": 0.11447199496538704, "debt_to_ebitda": 4.443764969678439, "net_debt_to_ebitda": 2.439739081689854, "interest_coverage": 112.13142857142857, "debt_to_equity": 2.195091252359975, "current_ratio": 1.3977199743095696, "quick_ratio": 1.359344894026975, "fcf_to_ebitda": 0.4877299597411201, "capex_to_revenue": 0.07735404292771349, "working_capital_to_revenue": 0.31197392971027105, "capital_efficiency": 0.06548674591778379, "financial_health": -1.5174620010439868, "margin_quality": 0.18935349940688018, "growth_momentum": 1.7715572440877656, "company_age_years": 14.639288158795345, "ebitda": 784920000.0, "spy_multiple": 12.0, "sector_multiple": 19.00566276803119, "sector_premium_over_spy": 0.5838052306692658}, {"ticker": "MELI", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 38.37916062174077, "revenue_cagr_3y": 0.6825225070916434, "revenue_cagr_5y": 0.5569218681321326, "earnings_cagr_3y": 0.9647691553205084, "quarterly_revenue_growth_yoy": 0.5249559600704639, "quarterly_earnings_growth_yoy": 0.8088235294117647, "revenue_growth_qoq": 0.1552491103202847, "gross_margin": 0.49441663457835966, "operating_margin": 0.09626492106276473, "net_margin": 0.047362341162880246, "roa_ttm": 0.020695029265309688, "roe_ttm": 0.14993417721518987, "debt_to_ebitda": 4.06063041342977, "net_debt_to_ebitda": 2.5772390391999287, "interest_coverage": 12.272876712328767, "debt_to_equity": 2.30253164556962, "current_ratio": 1.2989887146416532, "quick_ratio": 1.272167668181152, "fcf_to_ebitda": 1.2008092240378605, "capex_to_revenue": 0.06386551330429174, "working_capital_to_revenue": 0.23093208491146358, "capital_efficiency": 0.08531460324024978, "financial_health": -1.475671863613594, "margin_quality": 0.21268129893466822, "growth_momentum": 0.6668897447411143, "company_age_years": 14.888432580424366, "ebitda": 895920000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2022-01-31", "company_multiple": 26.36329044907455, "revenue_cagr_3y": 0.22175975528527103, "revenue_cagr_5y": 0.21932905112369472, "earnings_cagr_3y": 0.25758486861846186, "quarterly_revenue_growth_yoy": 0.23102136393859674, "quarterly_earnings_growth_yoy": 0.3173294687982246, "revenue_growth_qoq": 0.4679275879210243, "gross_margin": 0.5806042234489198, "operating_margin": 0.2773718445192904, "net_margin": 0.20407747263766648, "roa_ttm": 0.19733461636045724, "roe_ttm": 0.35595095848755826, "debt_to_ebitda": 0.11819969917852598, "net_debt_to_ebitda": 0.0, "interest_coverage": 20.105054696341004, "debt_to_equity": 0.06897548435318239, "current_ratio": 1.8606630167632747, "quick_ratio": 1.1729396712809907, "fcf_to_ebitda": 0.6220350166202301, "capex_to_revenue": 0.06305356393079518, "working_capital_to_revenue": 0.19331836997533972, "capital_efficiency": 0.2766427874240077, "financial_health": 0.25490674920556045, "margin_quality": 0.35401784686862553, "growth_momentum": 0.2741754163684107, "company_age_years": 14.516084873374401, "ebitda": 1598955000.0, "spy_multiple": 12.0, "sector_multiple": 15.238438655786188, "sector_premium_over_spy": 0.26986988798218237}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2022-04-30", "company_multiple": 26.98510459372581, "revenue_cagr_3y": 0.272894620436388, "revenue_cagr_5y": 0.2540067331648377, "earnings_cagr_3y": 0.2529088356257527, "quarterly_revenue_growth_yoy": 0.31553937535926424, "quarterly_earnings_growth_yoy": 0.3107287728690085, "revenue_growth_qoq": -0.24219005754978717, "gross_margin": 0.5394564362492353, "operating_margin": 0.1613591386973237, "net_margin": 0.11775789094636815, "roa_ttm": 0.21722758095653336, "roe_ttm": 0.38243811023031804, "debt_to_ebitda": 0.10663523551233937, "net_debt_to_ebitda": 0.0, "interest_coverage": 75991.0, "debt_to_equity": 0.0668177133112198, "current_ratio": 1.908407635817982, "quick_ratio": 0.851941061786027, "fcf_to_ebitda": 0.2931650996948203, "capex_to_revenue": 0.06647420116909243, "working_capital_to_revenue": 0.16502295813348605, "capital_efficiency": 0.2998328455934257, "financial_health": 0.13817047218648, "margin_quality": 0.272857821964309, "growth_momentum": 0.3131340741141364, "company_age_years": 14.759753593429158, "ebitda": 1671802000.0, "spy_multiple": 12.0, "sector_multiple": 13.411816963430978, "sector_premium_over_spy": 0.11765141361924814}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2022-07-31", "company_multiple": 22.131501972171932, "revenue_cagr_3y": 0.28362975389971967, "revenue_cagr_5y": 0.26312789271792925, "earnings_cagr_3y": 0.32312720980549314, "quarterly_revenue_growth_yoy": 0.2879531344571762, "quarterly_earnings_growth_yoy": 0.39143285561867414, "revenue_growth_qoq": 0.15796147788948367, "gross_margin": 0.5649307830316732, "operating_margin": 0.2147417369969299, "net_margin": 0.1549626189833905, "roa_ttm": 0.22391296704886754, "roe_ttm": 0.3855454444295923, "debt_to_ebitda": 0.11038257267058457, "net_debt_to_ebitda": 0.0, "interest_coverage": 86.71002194586686, "debt_to_equity": 0.06867490284477769, "current_ratio": 1.977364335948178, "quick_ratio": 0.7662444810762005, "fcf_to_ebitda": 0.13365661992284542, "capex_to_revenue": 0.07166898563654839, "working_capital_to_revenue": 0.16709102045296031, "capital_efficiency": 0.3047292057392299, "financial_health": 0.10137376488885448, "margin_quality": 0.3115450463373312, "growth_momentum": 0.33969299503792516, "company_age_years": 15.011635865845312, "ebitda": 1777989000.0, "spy_multiple": 12.0, "sector_multiple": 13.255239913167154, "sector_premium_over_spy": 0.10460332609726275}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2022-10-31", "company_multiple": 22.408064969054333, "revenue_cagr_3y": 0.26553749073114563, "revenue_cagr_5y": 0.2457088020890319, "earnings_cagr_3y": 0.26573795463726824, "quarterly_revenue_growth_yoy": 0.2802413919820521, "quarterly_earnings_growth_yoy": 0.36041706605320895, "revenue_growth_qoq": -0.006122586612200855, "gross_margin": 0.5594583198026376, "operating_margin": 0.18979432804007132, "net_margin": 0.13757957530040837, "roa_ttm": 0.22026689840502833, "roe_ttm": 0.38480240220794654, "debt_to_ebitda": 0.10061688080716016, "net_debt_to_ebitda": 0.0, "interest_coverage": 5648.238670694864, "debt_to_equity": 0.06189449605883646, "current_ratio": 1.9913148654216135, "quick_ratio": 0.6746608609539361, "fcf_to_ebitda": 0.04920658098907394, "capex_to_revenue": 0.074879954492579, "working_capital_to_revenue": 0.17560020745084925, "capital_efficiency": 0.3025346503064874, "financial_health": 0.06641458716142355, "margin_quality": 0.2956107410477058, "growth_momentum": 0.3203292290176305, "company_age_years": 15.263518138261464, "ebitda": 1869567000.0, "spy_multiple": 12.0, "sector_multiple": 15.065902611887937, "sector_premium_over_spy": 0.25549188432399483}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2022-03-31", "company_multiple": 40.23160195456749, "revenue_cagr_3y": 0.5067470476746749, "revenue_cagr_5y": 0.42994363856753015, "earnings_cagr_3y": 0.39706535879926586, "quarterly_revenue_growth_yoy": 0.05197531626489614, "quarterly_earnings_growth_yoy": -0.40104753557864864, "revenue_growth_qoq": -0.19225422128764438, "gross_margin": 0.701354817993806, "operating_margin": 0.14555489188041418, "net_margin": 0.14865191466442015, "roa_ttm": 0.11637640430687485, "roe_ttm": 0.6439226613204662, "debt_to_ebitda": 4.646282998040789, "net_debt_to_ebitda": 3.106129356800417, "interest_coverage": 293.66866028708137, "debt_to_equity": 3.370514443753352, "current_ratio": 2.680305460415352, "quick_ratio": 2.680305460415352, "fcf_to_ebitda": 1.077352173257789, "capex_to_revenue": 0.014265816245598528, "working_capital_to_revenue": 0.34436963626940104, "capital_efficiency": 0.3801495328136705, "financial_health": -3.161337426130542, "margin_quality": 0.3318538748462134, "growth_momentum": -0.17453610965687624, "company_age_years": 6.95687885010267, "ebitda": 491014000.0, "spy_multiple": 12.0, "sector_multiple": 19.00566276803119, "sector_premium_over_spy": 0.5838052306692658}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 25.059073627289767, "revenue_cagr_3y": 0.4783702197411088, "revenue_cagr_5y": 0.4190374512312167, "earnings_cagr_3y": 0.5890761464835712, "quarterly_revenue_growth_yoy": 0.10632444696539989, "quarterly_earnings_growth_yoy": -0.2557758462759786, "revenue_growth_qoq": 0.010131787468969351, "gross_margin": 0.7070402556674955, "operating_margin": 0.12400728037119639, "net_margin": 0.12496774248677656, "roa_ttm": 0.11386404590945635, "roe_ttm": 0.7065586320198867, "debt_to_ebitda": 4.69656863551156, "net_debt_to_ebitda": 3.1367427730456803, "interest_coverage": 809.504159733777, "debt_to_equity": 3.9307700909176924, "current_ratio": 2.9344657280918955, "quick_ratio": 2.934465725869189, "fcf_to_ebitda": 1.0900409445193542, "capex_to_revenue": 0.0150660592575961, "working_capital_to_revenue": 0.360534870166104, "capital_efficiency": 0.4102113389646715, "financial_health": -3.707625517845065, "margin_quality": 0.31867175950848947, "growth_momentum": -0.07472569965528936, "company_age_years": 7.2060232717316905, "ebitda": 486512000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2022-01-31", "company_multiple": 20.086090314195275, "revenue_cagr_3y": 0.1824191979202967, "revenue_cagr_5y": 0.20751997974137115, "earnings_cagr_3y": 0.16240196767288007, "quarterly_revenue_growth_yoy": 0.160530870783703, "quarterly_earnings_growth_yoy": 0.13118761951636718, "revenue_growth_qoq": 0.6396613154061993, "gross_margin": 0.398355166751645, "operating_margin": 0.18826656174849346, "net_margin": 0.14071213210054478, "roa_ttm": 0.09679356769404887, "roe_ttm": 0.2488743925647425, "debt_to_ebitda": 0.3519111878135013, "net_debt_to_ebitda": 0.21209741107914382, "interest_coverage": 920.219801980198, "debt_to_equity": 0.14597816268017752, "current_ratio": 1.5415530046805168, "quick_ratio": 0.7661172838349227, "fcf_to_ebitda": 0.08552627331825587, "capex_to_revenue": 0.10116965798492744, "working_capital_to_revenue": 0.11158655139073304, "capital_efficiency": 0.1728339801293957, "financial_health": 0.02255646667546156, "margin_quality": 0.24244462020022775, "growth_momentum": 0.1458592451500351, "company_age_years": 9.535934291581109, "ebitda": 464711000.0, "spy_multiple": 12.0, "sector_multiple": 15.238438655786188, "sector_premium_over_spy": 0.26986988798218237}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2022-04-30", "company_multiple": 19.695611151479714, "revenue_cagr_3y": 0.20586507464371073, "revenue_cagr_5y": 0.2239236769455062, "earnings_cagr_3y": 0.08433984305039188, "quarterly_revenue_growth_yoy": 0.06987519717374541, "quarterly_earnings_growth_yoy": -0.34030970239535446, "revenue_growth_qoq": -0.3580493249238206, "gross_margin": 0.32329314129544273, "operating_margin": 0.06618083915471641, "net_margin": 0.051154166067330004, "roa_ttm": 0.08846722823039875, "roe_ttm": 0.23492881244046776, "debt_to_ebitda": 0.3892049195144758, "net_debt_to_ebitda": 0.12028529791806612, "interest_coverage": 1890.6877637130801, "debt_to_equity": 0.15642069273558626, "current_ratio": 1.5236100385775597, "quick_ratio": 0.6753714330898892, "fcf_to_ebitda": 0.07470101072768376, "capex_to_revenue": 0.09335714312900437, "working_capital_to_revenue": 0.10768627122614335, "capital_efficiency": 0.16169802033543326, "financial_health": 0.040699072541695094, "margin_quality": 0.14687604883916305, "growth_momentum": -0.13521725261080453, "company_age_years": 9.779603011635865, "ebitda": 448093000.0, "spy_multiple": 12.0, "sector_multiple": 13.411816963430978, "sector_premium_over_spy": 0.11765141361924814}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2022-07-31", "company_multiple": 17.67643378948339, "revenue_cagr_3y": 0.17024131593873348, "revenue_cagr_5y": 0.1874635800686386, "earnings_cagr_3y": 0.12767580367138143, "quarterly_revenue_growth_yoy": 0.034603451529183954, "quarterly_earnings_growth_yoy": -0.3623787418454373, "revenue_growth_qoq": 0.045858635763825914, "gross_margin": 0.3416052872734992, "operating_margin": 0.08373260460408984, "net_margin": 0.06180644524738873, "roa_ttm": 0.07725778993502096, "roe_ttm": 0.20509108612647206, "debt_to_ebitda": 0.43622113538109336, "net_debt_to_ebitda": 0.06940988941338959, "interest_coverage": 4450.905263157894, "debt_to_equity": 0.1586556119530596, "current_ratio": 1.5285072868079357, "quick_ratio": 0.6257630570177456, "fcf_to_ebitda": -0.08987172331589552, "capex_to_revenue": 0.0903907296137339, "working_capital_to_revenue": 0.11441579399141631, "capital_efficiency": 0.1411744380307465, "financial_health": 0.05025587886305151, "margin_quality": 0.1623814457083259, "growth_momentum": -0.16388764515812665, "company_age_years": 10.03148528405202, "ebitda": 422836000.0, "spy_multiple": 12.0, "sector_multiple": 13.255239913167154, "sector_premium_over_spy": 0.10460332609726275}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2022-10-31", "company_multiple": 20.451132944001813, "revenue_cagr_3y": 0.19558097317849832, "revenue_cagr_5y": 0.20190674308287204, "earnings_cagr_3y": 0.16585479159197658, "quarterly_revenue_growth_yoy": 0.06153099260258868, "quarterly_earnings_growth_yoy": -0.33217520784216403, "revenue_growth_qoq": -0.03571839677573188, "gross_margin": 0.3221659633445679, "operating_margin": 0.03245410319456029, "net_margin": 0.025031238663388286, "roa_ttm": 0.0728270403623588, "roe_ttm": 0.1945178000959064, "debt_to_ebitda": 0.4771391464854195, "net_debt_to_ebitda": 0.36814192877438817, "interest_coverage": 840.1262939958592, "debt_to_equity": 0.1634579666488812, "current_ratio": 1.4957380636086584, "quick_ratio": 0.3992920215675549, "fcf_to_ebitda": -0.22247468462052192, "capex_to_revenue": 0.0842543566893534, "working_capital_to_revenue": 0.10752879176131712, "capital_efficiency": 0.13367242022913262, "financial_health": 0.013980083541026925, "margin_quality": 0.1265504350675055, "growth_momentum": -0.1353221076197877, "company_age_years": 10.283367556468173, "ebitda": 405781000.0, "spy_multiple": 12.0, "sector_multiple": 15.065902611887937, "sector_premium_over_spy": 0.25549188432399483}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2020-03-31", "company_multiple": 52.93202287348106, "revenue_cagr_3y": 0.1838730569255147, "revenue_cagr_5y": 0.23847966094680784, "earnings_cagr_3y": 0.08968619305334546, "quarterly_revenue_growth_yoy": 0.1536428526834953, "quarterly_earnings_growth_yoy": 0.22555252800484407, "revenue_growth_qoq": 0.04230436581055165, "gross_margin": 0.49182841474853883, "operating_margin": 0.24300093801861605, "net_margin": 0.14604228299300093, "roa_ttm": 0.11652184983608645, "roe_ttm": -0.10823462167648856, "debt_to_ebitda": 6.482030815661981, "net_debt_to_ebitda": 5.865916130569454, "interest_coverage": 12.150542822677926, "debt_to_equity": 1.6085943197272208, "current_ratio": 1.1668543419222361, "quick_ratio": 0.8289947230134023, "fcf_to_ebitda": 0.35803351600349453, "capex_to_revenue": 0.11312717631206565, "working_capital_to_revenue": 0.036496843894735315, "capital_efficiency": 0.004143614079798942, "financial_health": 1.6943595502466575, "margin_quality": 0.2936238785867186, "growth_momentum": 0.18959769034416968, "company_age_years": 4.802190280629706, "ebitda": 50364000.0, "spy_multiple": 20.0, "sector_multiple": 15.268824435565397, "sector_premium_over_spy": -0.2365587782217301}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2022-03-31", "company_multiple": 50.46877389980944, "revenue_cagr_3y": 0.16614974155174966, "revenue_cagr_5y": 0.179292124755289, "earnings_cagr_3y": 0.09511650550710349, "quarterly_revenue_growth_yoy": 0.0780166926014995, "quarterly_earnings_growth_yoy": -0.34072948328267477, "revenue_growth_qoq": 0.057991336702393516, "gross_margin": 0.4903090348402336, "operating_margin": 0.21792533298340003, "net_margin": 0.11385079719178531, "roa_ttm": 0.07524995269034253, "roe_ttm": -0.0899848430203641, "debt_to_ebitda": 9.154097018838485, "net_debt_to_ebitda": 5.483431596986866, "interest_coverage": 18.65243320610687, "debt_to_equity": 1.6872287713889027, "current_ratio": 1.8920276831147005, "quick_ratio": 1.8920276831147005, "fcf_to_ebitda": 0.30672328017290995, "capex_to_revenue": 0.10927479975140356, "working_capital_to_revenue": 0.530749921011607, "capital_efficiency": -0.007367445165010783, "financial_health": 2.2415664929497687, "margin_quality": 0.27402838833847293, "growth_momentum": -0.13135639534058763, "company_age_years": 6.80082135523614, "ebitda": 78191000.0, "spy_multiple": 12.0, "sector_multiple": 19.00566276803119, "sector_premium_over_spy": 0.5838052306692658}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 33.71723663198645, "revenue_cagr_3y": 0.19934118266137246, "revenue_cagr_5y": 0.21548061471372182, "earnings_cagr_3y": 0.3934686767703979, "quarterly_revenue_growth_yoy": 0.1321216216216216, "quarterly_earnings_growth_yoy": 0.17636138613861385, "revenue_growth_qoq": 0.09936355882159963, "gross_margin": 0.4678252981128472, "operating_margin": 0.26706613987132505, "net_margin": 0.15883834465306707, "roa_ttm": 0.10160081545726564, "roe_ttm": -0.09668327436397334, "debt_to_ebitda": 8.664662472780062, "net_debt_to_ebitda": 6.658565206871522, "interest_coverage": 13.808887403942533, "debt_to_equity": 1.7238813873444532, "current_ratio": 3.977575239722776, "quick_ratio": 3.392879521503845, "fcf_to_ebitda": 0.1726590854101137, "capex_to_revenue": 0.10899480849177619, "working_capital_to_revenue": 0.5265854919843919, "capital_efficiency": 0.002458770546646151, "financial_health": 2.1272395183909345, "margin_quality": 0.2979099275457464, "growth_momentum": 0.15424150388011773, "company_age_years": 7.049965776865161, "ebitda": 82660000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "WING", "sector": "Consumer Cyclical", "quarter_date": "2022-09-30", "company_multiple": 49.789586208493496, "revenue_cagr_3y": 0.22938679043058863, "revenue_cagr_5y": 0.2284677909464885, "earnings_cagr_3y": 0.31305276426356143, "quarterly_revenue_growth_yoy": 0.4087316064696583, "quarterly_earnings_growth_yoy": 0.18405668733392383, "revenue_growth_qoq": 0.10617472576005348, "gross_margin": 0.47308787983425415, "operating_margin": 0.2598519509668508, "net_margin": 0.1442506906077348, "roa_ttm": 0.10278175147675629, "roe_ttm": -0.10390412104398469, "debt_to_ebitda": 8.283656740610382, "net_debt_to_ebitda": 6.274776547955356, "interest_coverage": 15.042145593869732, "debt_to_equity": 1.7596729923560488, "current_ratio": 3.6780314895721706, "quick_ratio": 3.6780314895721706, "fcf_to_ebitda": 0.20321400453850785, "capex_to_revenue": 0.09375019249604229, "working_capital_to_revenue": 0.5002925939842677, "capital_efficiency": -0.0005611847836142006, "financial_health": 2.1638499610606283, "margin_quality": 0.2923968404696133, "growth_momentum": 0.29639414690179106, "company_age_years": 7.301848049281314, "ebitda": 86372000.0, "spy_multiple": 12.0, "sector_multiple": 21.02727426169274, "sector_premium_over_spy": 0.7522728551410616}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2016-01-31", "company_multiple": 5.858996618289418, "revenue_cagr_3y": -0.016401784593753632, "revenue_cagr_5y": 0.009171488558801455, "earnings_cagr_3y": 0.14059652983739235, "quarterly_revenue_growth_yoy": -0.005746862213231576, "quarterly_earnings_growth_yoy": 1.540151515151515, "revenue_growth_qoq": 0.2278430704593198, "gross_margin": 0.2789235179876075, "operating_margin": 0.07162674558401924, "net_margin": 0.06593914732266716, "roa_ttm": 0.08352789230539963, "roe_ttm": 0.25955082194952533, "debt_to_ebitda": 0.11483725517824434, "net_debt_to_ebitda": 0.0, "interest_coverage": 46.69078947368421, "debt_to_equity": 0.06290036273828818, "current_ratio": 1.1194739344002536, "quick_ratio": 0.4380446838852797, "fcf_to_ebitda": 0.6208257010004227, "capex_to_revenue": 0.019489056041200787, "working_capital_to_revenue": 0.02043775835196856, "capital_efficiency": 0.1715393571274625, "financial_health": 0.10049177884854205, "margin_quality": 0.1388298036314313, "growth_momentum": 0.7672023264691418, "company_age_years": 32.82135523613963, "ebitda": 7097000000.0, "spy_multiple": 15.0, "sector_multiple": 13.920901085809788, "sector_premium_over_spy": -0.07193992761268075}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2016-04-30", "company_multiple": 8.013923701969425, "revenue_cagr_3y": -0.01028132811903315, "revenue_cagr_5y": 0.0032545546602322784, "earnings_cagr_3y": 0.08266952354924939, "quarterly_revenue_growth_yoy": -0.05391670074186576, "quarterly_earnings_growth_yoy": -0.004724409448818898, "revenue_growth_qoq": -0.25108665495237215, "gross_margin": 0.30939738206964684, "operating_margin": 0.08100765621141022, "net_margin": 0.039021980735984195, "roa_ttm": 0.08419364538438408, "roe_ttm": 0.26783579115185335, "debt_to_ebitda": 1.9588210990221733, "net_debt_to_ebitda": 1.4029747968599366, "interest_coverage": 17.496385542168674, "debt_to_equity": 1.1337584695097649, "current_ratio": 1.1604958815209252, "quick_ratio": 0.4566935685165155, "fcf_to_ebitda": 0.4364412615342239, "capex_to_revenue": 0.01881639263264802, "working_capital_to_revenue": 0.026474705607861436, "capital_efficiency": 0.1760147182681187, "financial_health": -0.9029327596956459, "margin_quality": 0.14314233967234707, "growth_momentum": -0.02932055509534233, "company_age_years": 33.06776180698152, "ebitda": 7261000000.0, "spy_multiple": 15.0, "sector_multiple": 15.194763650177714, "sector_premium_over_spy": 0.012984243345181001}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2016-07-31", "company_multiple": 7.902570859419465, "revenue_cagr_3y": -0.018812884105738004, "revenue_cagr_5y": -0.0008759173554064859, "earnings_cagr_3y": 0.036308914765726286, "quarterly_revenue_growth_yoy": -0.07218683651804671, "quarterly_earnings_growth_yoy": -0.09694555112881806, "revenue_growth_qoq": -0.0016670782909360335, "gross_margin": 0.2781248067289257, "operating_margin": 0.06667078978291793, "net_margin": 0.042055785762879584, "roa_ttm": 0.0881516841879425, "roe_ttm": 0.283925023753995, "debt_to_ebitda": 1.8084803642572567, "net_debt_to_ebitda": 1.5978941377347753, "interest_coverage": 22.892508143322477, "debt_to_equity": 1.0978664593590741, "current_ratio": 1.0454421521403254, "quick_ratio": 0.2610197218940289, "fcf_to_ebitda": 0.44550369948776325, "capex_to_revenue": 0.01971956873917658, "working_capital_to_revenue": 0.006982850120105022, "capital_efficiency": 0.18603835397096874, "financial_health": -1.0022887340877051, "margin_quality": 0.1289504607582411, "growth_momentum": -0.08456619382343239, "company_age_years": 33.319644079397676, "ebitda": 7028000000.0, "spy_multiple": 15.0, "sector_multiple": 15.590192322873264, "sector_premium_over_spy": 0.039346154858217686}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2016-10-31", "company_multiple": 7.069867736579967, "revenue_cagr_3y": -0.01603589673703376, "revenue_cagr_5y": 0.0004751001072262895, "earnings_cagr_3y": 0.21259675052582994, "quarterly_revenue_growth_yoy": -0.06654175892806449, "quarterly_earnings_growth_yoy": 0.10746812386156648, "revenue_growth_qoq": 0.016822314305151832, "gross_margin": 0.2676236238671614, "operating_margin": 0.054072136731342375, "net_margin": 0.03698071893437139, "roa_ttm": 0.08667720125378857, "roe_ttm": 0.30228566266148704, "debt_to_ebitda": 1.7744881018262313, "net_debt_to_ebitda": 1.6041781959048147, "interest_coverage": 50.901408450704224, "debt_to_equity": 1.1587315927364712, "current_ratio": 1.0158202816010125, "quick_ratio": 0.22029742129409904, "fcf_to_ebitda": 0.4803541781959048, "capex_to_revenue": 0.02119775102226261, "working_capital_to_revenue": 0.002839618355293049, "capital_efficiency": 0.1944814319576378, "financial_health": -1.0609832715100405, "margin_quality": 0.11955882651095838, "growth_momentum": 0.020463182466750995, "company_age_years": 33.57152635181382, "ebitda": 7228000000.0, "spy_multiple": 15.0, "sector_multiple": 13.668117101830354, "sector_premium_over_spy": -0.08879219321130971}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2017-01-31", "company_multiple": 5.008434378956252, "revenue_cagr_3y": -0.012964017932628136, "revenue_cagr_5y": -0.0056824021138408565, "earnings_cagr_3y": 0.16253553733365522, "quarterly_revenue_growth_yoy": -0.043281235549801164, "quarterly_earnings_growth_yoy": -0.4270687237026648, "revenue_growth_qoq": 0.2584392676844474, "gross_margin": 0.23982600289995168, "operating_margin": 0.056742387626872885, "net_margin": 0.03948767520541324, "roa_ttm": 0.07312120969250087, "roe_ttm": 0.24988587601570347, "debt_to_ebitda": 0.24166549444366298, "net_debt_to_ebitda": 0.0, "interest_coverage": 50.77857142857143, "debt_to_equity": 0.15685200401716426, "current_ratio": 0.9435001573811772, "quick_ratio": 0.2896600566572238, "fcf_to_ebitda": 0.5470530313686875, "capex_to_revenue": 0.02226027397260274, "working_capital_to_revenue": -0.010331529872222862, "capital_efficiency": 0.16150354285410218, "financial_health": 0.06711014934145494, "margin_quality": 0.1120186885774126, "growth_momentum": -0.235174979626233, "company_age_years": 33.82340862422998, "ebitda": 7109000000.0, "spy_multiple": 15.0, "sector_multiple": 13.78377026379459, "sector_premium_over_spy": -0.08108198241369402}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2017-04-30", "company_multiple": 5.863636934494077, "revenue_cagr_3y": -0.016436821813129, "revenue_cagr_5y": -0.007755581440720971, "earnings_cagr_3y": 0.1766761297692685, "quarterly_revenue_growth_yoy": 0.0016670782909360335, "quarterly_earnings_growth_yoy": 0.07753164556962025, "revenue_growth_qoq": -0.21590140164330596, "gross_margin": 0.2656721937989274, "operating_margin": 0.0620723663933921, "net_margin": 0.04197743943783517, "roa_ttm": 0.07485625235101295, "roe_ttm": 0.2527901279375737, "debt_to_ebitda": 1.8271728271728271, "net_debt_to_ebitda": 1.4446981589838732, "interest_coverage": 50.05, "debt_to_equity": 1.161691316577443, "current_ratio": 0.9473047127178825, "quick_ratio": 0.30285668173014846, "fcf_to_ebitda": 0.6770372484658199, "capex_to_revenue": 0.02514275851157171, "working_capital_to_revenue": -0.00939257511902536, "capital_efficiency": 0.16382319014429333, "financial_health": -0.9338896633220488, "margin_quality": 0.12324066654338489, "growth_momentum": 0.03959936193027814, "company_age_years": 34.06707734428473, "ebitda": 7007000000.0, "spy_multiple": 15.0, "sector_multiple": 15.270864057563152, "sector_premium_over_spy": 0.018057603837543512}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2017-07-31", "company_multiple": 5.9002823411562675, "revenue_cagr_3y": -0.015008296124503384, "revenue_cagr_5y": -0.00173435647477993, "earnings_cagr_3y": 0.421404890066692, "quarterly_revenue_growth_yoy": 0.028758735852557362, "quarterly_earnings_growth_yoy": -0.011764705882352941, "revenue_growth_qoq": 0.02533440177525735, "gross_margin": 0.2821930984730071, "operating_margin": 0.07093904051941806, "net_margin": 0.040399182397499095, "roa_ttm": 0.07434566183161162, "roe_ttm": 0.2503153721391242, "debt_to_ebitda": 1.7524327418431598, "net_debt_to_ebitda": 1.4245850028620493, "interest_coverage": 53.343511450381676, "debt_to_equity": 1.1034420616327265, "current_ratio": 0.9128761096708304, "quick_ratio": 0.26419985859061984, "fcf_to_ebitda": 0.6876073268460218, "capex_to_revenue": 0.029519346173629765, "working_capital_to_revenue": -0.015845573526890325, "capital_efficiency": 0.1623305169853679, "financial_health": -0.9201256738960109, "margin_quality": 0.13117710712997477, "growth_momentum": 0.00849701498510221, "company_age_years": 34.31895961670089, "ebitda": 6988000000.0, "spy_multiple": 15.0, "sector_multiple": 16.641059272152322, "sector_premium_over_spy": 0.10940395147682147}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2017-10-31", "company_multiple": 6.161273840769904, "revenue_cagr_3y": -0.016396405007257142, "revenue_cagr_5y": -0.0006506186381812773, "earnings_cagr_3y": 0.10891823393038824, "quarterly_revenue_growth_yoy": 0.026336597530563836, "quarterly_earnings_growth_yoy": -0.21052631578947367, "revenue_growth_qoq": 0.01442827942767825, "gross_margin": 0.2714234917624748, "operating_margin": 0.050254829915846864, "net_margin": 0.028446130141045394, "roa_ttm": 0.06509776948020045, "roe_ttm": 0.2379455867827961, "debt_to_ebitda": 1.841790609507145, "net_debt_to_ebitda": 1.4444444444444444, "interest_coverage": 27.322709163346612, "debt_to_equity": 1.134147436473018, "current_ratio": 0.956620707596254, "quick_ratio": 0.26814516129032256, "fcf_to_ebitda": 0.6754155730533683, "capex_to_revenue": 0.03425114667499751, "working_capital_to_revenue": -0.009471606481021286, "capital_efficiency": 0.15152167813149828, "financial_health": -0.9456305510626586, "margin_quality": 0.11670815060645569, "growth_momentum": -0.09209485912945492, "company_age_years": 34.57084188911704, "ebitda": 6858000000.0, "spy_multiple": 15.0, "sector_multiple": 16.30290169702631, "sector_premium_over_spy": 0.08686011313508746}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2018-04-30", "company_multiple": 5.81038333836402, "revenue_cagr_3y": -0.006625177353261291, "revenue_cagr_5y": 0.0008962729498300792, "earnings_cagr_3y": 0.041798128640187615, "quarterly_revenue_growth_yoy": 0.034395611169327496, "quarterly_earnings_growth_yoy": 0.05433186490455213, "revenue_growth_qoq": -0.2628920319775103, "gross_margin": 0.27328526309516715, "operating_margin": 0.0620344437161075, "net_margin": 0.04278648471485609, "roa_ttm": 0.07631842585219245, "roe_ttm": 0.2662663559777738, "debt_to_ebitda": 0.042710534258979777, "net_debt_to_ebitda": 0.0, "interest_coverage": 54.760330578512395, "debt_to_equity": 0.02536296827388421, "current_ratio": 0.9030222517436067, "quick_ratio": 0.18465626037861177, "fcf_to_ebitda": 0.49200120736492603, "capex_to_revenue": 0.03934022311956745, "working_capital_to_revenue": -0.01598795428102115, "capital_efficiency": 0.17129239091498313, "financial_health": 0.02722905802871895, "margin_quality": 0.1260353971753769, "growth_momentum": 0.04436373803693981, "company_age_years": 35.06639288158795, "ebitda": 6626000000.0, "spy_multiple": 15.0, "sector_multiple": 18.873690302983192, "sector_premium_over_spy": 0.25824602019887943}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2018-07-31", "company_multiple": 6.403308194774347, "revenue_cagr_3y": 0.006631392699081307, "revenue_cagr_5y": 0.007584036458116117, "earnings_cagr_3y": 0.01996186497936625, "quarterly_revenue_growth_yoy": 0.068654562943369, "quarterly_earnings_growth_yoy": 0.18898809523809523, "revenue_growth_qoq": 0.059293248316548475, "gross_margin": 0.2811656165616562, "operating_margin": 0.06812556255625563, "net_margin": 0.044948244824482446, "roa_ttm": 0.07745774577457745, "roe_ttm": 0.27742455449091075, "debt_to_ebitda": 0.15498812351543942, "net_debt_to_ebitda": 0.0, "interest_coverage": 58.573913043478264, "debt_to_equity": 0.09348974657472911, "current_ratio": 0.8194187206154723, "quick_ratio": 0.17032340789286224, "fcf_to_ebitda": 0.5252375296912114, "capex_to_revenue": 0.042939741498982435, "working_capital_to_revenue": -0.034165801851826896, "capital_efficiency": 0.17744115013274409, "financial_health": 0.029502950295029504, "margin_quality": 0.13141314131413143, "growth_momentum": 0.12882132909073213, "company_age_years": 35.318275154004105, "ebitda": 6736000000.0, "spy_multiple": 15.0, "sector_multiple": 19.61551123419987, "sector_premium_over_spy": 0.3077007489466581}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2018-10-31", "company_multiple": 6.789148014440433, "revenue_cagr_3y": 0.003921091255294051, "revenue_cagr_5y": 0.0064410012259168425, "earnings_cagr_3y": 0.04249187796876286, "quarterly_revenue_growth_yoy": 0.05612184425743748, "quarterly_earnings_growth_yoy": 0.29583333333333334, "revenue_growth_qoq": 0.0025315031503150313, "gross_margin": 0.2668761573424611, "operating_margin": 0.045957017002412885, "net_margin": 0.034902642949329446, "roa_ttm": 0.07435968052877995, "roe_ttm": 0.2924187725631769, "debt_to_ebitda": 0.2308965102286402, "net_debt_to_ebitda": 0.10679903730445246, "interest_coverage": 57.80869565217391, "debt_to_equity": 0.1385379061371841, "current_ratio": 0.832234223990904, "quick_ratio": 0.12768618533257534, "fcf_to_ebitda": 0.4062876052948255, "capex_to_revenue": 0.04467422548706484, "working_capital_to_revenue": -0.039271265836261046, "capital_efficiency": 0.18338922654597842, "financial_health": 0.01893417791242082, "margin_quality": 0.11591193909806781, "growth_momentum": 0.17597758879538541, "company_age_years": 35.57015742642026, "ebitda": 6648000000.0, "spy_multiple": 15.0, "sector_multiple": 23.934255265106835, "sector_premium_over_spy": 0.5956170176737889}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2019-01-31", "company_multiple": 5.7409049636803875, "revenue_cagr_3y": 0.02040452351658062, "revenue_cagr_5y": 0.01322607513026064, "earnings_cagr_3y": -0.17559158154433374, "quarterly_revenue_growth_yoy": 0.009268206975314065, "quarterly_earnings_growth_yoy": -0.2742960944595822, "revenue_growth_qoq": 0.28932158689186915, "gross_margin": 0.23906515210863036, "operating_margin": 0.0489184837010924, "net_margin": 0.03477390433912173, "roa_ttm": 0.07115524340033906, "roe_ttm": 0.2600690448791715, "debt_to_ebitda": 0.1843220338983051, "net_debt_to_ebitda": 0.0, "interest_coverage": 60.62385321100918, "debt_to_equity": 0.10781623439851289, "current_ratio": 0.8338217663514054, "quick_ratio": 0.20127880644731583, "fcf_to_ebitda": 0.3718220338983051, "capex_to_revenue": 0.04665914670559353, "working_capital_to_revenue": -0.03310994625439586, "capital_efficiency": 0.16561214413975528, "financial_health": 0.03768466941147978, "margin_quality": 0.1075858467162815, "growth_momentum": -0.13251394374213407, "company_age_years": 35.82203969883641, "ebitda": 6608000000.0, "spy_multiple": 15.0, "sector_multiple": 20.365977446198706, "sector_premium_over_spy": 0.35773182974658035}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2019-04-30", "company_multiple": 5.967662202380953, "revenue_cagr_3y": 0.028624534525582668, "revenue_cagr_5y": 0.006678525292990178, "earnings_cagr_3y": 0.07948517769931085, "quarterly_revenue_growth_yoy": 0.050414158870150765, "quarterly_earnings_growth_yoy": 0.10724233983286909, "revenue_growth_qoq": -0.2328415371893633, "gross_margin": 0.2721960628581154, "operating_margin": 0.06438985647018779, "net_margin": 0.045101265104668976, "roa_ttm": 0.07422634727590537, "roe_ttm": 0.2712062606818386, "debt_to_ebitda": 0.15714285714285714, "net_debt_to_ebitda": 0.0, "interest_coverage": 53.333333333333336, "debt_to_equity": 0.09498965548259422, "current_ratio": 0.8767278495354635, "quick_ratio": 0.19238613188307274, "fcf_to_ebitda": 0.36279761904761904, "capex_to_revenue": 0.04388393853099041, "working_capital_to_revenue": -0.021417041771105365, "capital_efficiency": 0.172716303978872, "financial_health": 0.02887811122873532, "margin_quality": 0.1272290614776574, "growth_momentum": 0.07882824935150992, "company_age_years": 36.06570841889117, "ebitda": 6720000000.0, "spy_multiple": 15.0, "sector_multiple": 23.312607757227944, "sector_premium_over_spy": 0.554173850481863}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2019-07-31", "company_multiple": 6.351828266820343, "revenue_cagr_3y": 0.04444250804246197, "revenue_cagr_5y": 0.011410737055117304, "earnings_cagr_3y": 0.11317806974085931, "quarterly_revenue_growth_yoy": 0.03634113411341134, "quarterly_earnings_growth_yoy": 0.1739674593241552, "revenue_growth_qoq": 0.045101265104668976, "gross_margin": 0.2842253826946043, "operating_margin": 0.07241341873846488, "net_margin": 0.050917381391814134, "roa_ttm": 0.07587932444786605, "roe_ttm": 0.26647516052720516, "debt_to_ebitda": 0.16611439273879844, "net_debt_to_ebitda": 0.0, "interest_coverage": 57.84166666666667, "debt_to_equity": 0.09741466711726934, "current_ratio": 0.8437064884433305, "quick_ratio": 0.20864661654135339, "fcf_to_ebitda": 0.4332228785477597, "capex_to_revenue": 0.03974130414980415, "working_capital_to_revenue": -0.029213892539721786, "capital_efficiency": 0.1711772424875356, "financial_health": 0.03984025405379397, "margin_quality": 0.13585206094162774, "growth_momentum": 0.10515429671878326, "company_age_years": 36.31759069130732, "ebitda": 6941000000.0, "spy_multiple": 15.0, "sector_multiple": 21.91592501091354, "sector_premium_over_spy": 0.46106166739423604}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2019-10-31", "company_multiple": 7.69825313632562, "revenue_cagr_3y": 0.043197621773440664, "revenue_cagr_5y": 0.010308610465135981, "earnings_cagr_3y": 0.05503016625351975, "quarterly_revenue_growth_yoy": 0.047359856349250884, "quarterly_earnings_growth_yoy": 0.14790996784565916, "revenue_growth_qoq": 0.01319075018999023, "gross_margin": 0.2761853736940798, "operating_margin": 0.05405839807125636, "net_margin": 0.038253415483525316, "roa_ttm": 0.07420955167920258, "roe_ttm": 0.2811606756171503, "debt_to_ebitda": 0.16155561750766656, "net_debt_to_ebitda": 0.02648452746027321, "interest_coverage": 63.48672566371681, "debt_to_equity": 0.1003897791251624, "current_ratio": 0.83122591522158, "quick_ratio": 0.14505057803468208, "fcf_to_ebitda": 0.48257596877613607, "capex_to_revenue": 0.03920660050713725, "working_capital_to_revenue": -0.036078825089135166, "capital_efficiency": 0.17768511364817643, "financial_health": 0.022153128643606686, "margin_quality": 0.1228323957496205, "growth_momentum": 0.09763491209745502, "company_age_years": 36.56947296372348, "ebitda": 7174000000.0, "spy_multiple": 15.0, "sector_multiple": 19.135561051176044, "sector_premium_over_spy": 0.27570407007840303}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2020-01-31", "company_multiple": 7.5019702520314, "revenue_cagr_3y": 0.04186696755032249, "revenue_cagr_5y": 0.014713909887862808, "earnings_cagr_3y": 0.006888385703865074, "quarterly_revenue_growth_yoy": 0.018366192279235756, "quarterly_earnings_growth_yoy": 0.04380475594493116, "revenue_growth_qoq": 0.25362978837396194, "gross_margin": 0.2436856275909227, "operating_margin": 0.051284242916363944, "net_margin": 0.03564254882687294, "roa_ttm": 0.07669650996984502, "roe_ttm": 0.2772754162089073, "debt_to_ebitda": 0.04971766974245972, "net_debt_to_ebitda": 0.0, "interest_coverage": 61.53389830508475, "debt_to_equity": 0.03050790163103186, "current_ratio": 0.8905915648512459, "quick_ratio": 0.2698971491682198, "fcf_to_ebitda": 0.5632832943120782, "capex_to_revenue": 0.038751552238423824, "working_capital_to_revenue": -0.020291116715527507, "capital_efficiency": 0.17698596308937614, "financial_health": 0.06023983730334977, "margin_quality": 0.1102041397780532, "growth_momentum": 0.03108547411208346, "company_age_years": 36.82135523613963, "ebitda": 7261000000.0, "spy_multiple": 20.0, "sector_multiple": 16.2159205070544, "sector_premium_over_spy": -0.18920397464728}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2020-04-30", "company_multiple": 9.940749123074577, "revenue_cagr_3y": 0.06533382108761088, "revenue_cagr_5y": 0.027595003944445695, "earnings_cagr_3y": -0.2528799191731378, "quarterly_revenue_growth_yoy": 0.11278152833720996, "quarterly_earnings_growth_yoy": -0.6427672955974842, "revenue_growth_qoq": -0.16171631266293432, "gross_margin": 0.23084374203415753, "operating_margin": 0.025643640071373947, "net_margin": 0.014478715268926842, "roa_ttm": 0.06182207740034817, "roe_ttm": 0.24800787895066703, "debt_to_ebitda": 2.1718773829495195, "net_debt_to_ebitda": 1.4755223425346957, "interest_coverage": 56.042735042735046, "debt_to_equity": 1.2750470051034113, "current_ratio": 1.0140854843186233, "quick_ratio": 0.4184707188454066, "fcf_to_ebitda": 0.7556809516547202, "capex_to_revenue": 0.03898827729990886, "working_capital_to_revenue": 0.0025343004456873197, "capital_efficiency": 0.1549149781755076, "financial_health": -1.1580993772789703, "margin_quality": 0.09032203245815278, "growth_momentum": -0.2649928836301371, "company_age_years": 37.06776180698152, "ebitda": 6557000000.0, "spy_multiple": 20.0, "sector_multiple": 18.247992995769042, "sector_premium_over_spy": -0.08760035021154788}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2020-07-31", "company_multiple": 9.385898828541, "revenue_cagr_3y": 0.11366082018285728, "revenue_cagr_5y": 0.05683351576688822, "earnings_cagr_3y": 0.35989635751075233, "quarterly_revenue_growth_yoy": 0.247150146563891, "quarterly_earnings_growth_yoy": 0.8017057569296375, "revenue_growth_qoq": 0.1712974764211063, "gross_margin": 0.2942328618063112, "operating_margin": 0.10119695321001088, "net_margin": 0.0735582154515778, "roa_ttm": 0.073375, "roe_ttm": 0.28001272062331056, "debt_to_ebitda": 1.9032215122470713, "net_debt_to_ebitda": 0.9335729499467519, "interest_coverage": 61.57377049180328, "debt_to_equity": 1.136667196692638, "current_ratio": 1.1089227284168135, "quick_ratio": 0.5504027183488548, "fcf_to_ebitda": 0.8485090521831736, "capex_to_revenue": 0.03599357384175585, "working_capital_to_revenue": 0.020447941030547877, "capital_efficiency": 0.1766938603116553, "financial_health": -0.9762512720623311, "margin_quality": 0.15632934348929997, "growth_momentum": 0.5244279517467643, "company_age_years": 37.319644079397676, "ebitda": 7512000000.0, "spy_multiple": 20.0, "sector_multiple": 19.643430239090677, "sector_premium_over_spy": -0.017828488045466218}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2020-10-31", "company_multiple": 9.955556773501728, "revenue_cagr_3y": 0.10281237265952536, "revenue_cagr_5y": 0.05142408180067348, "earnings_cagr_3y": 0.2831149719365711, "quarterly_revenue_growth_yoy": 0.21253683364586123, "quarterly_earnings_growth_yoy": 0.42016806722689076, "revenue_growth_qoq": -0.014929270946681176, "gross_margin": 0.2908271474019088, "operating_margin": 0.08558677978084128, "net_margin": 0.04480381760339343, "roa_ttm": 0.07544264819091609, "roe_ttm": 0.2869584803663939, "debt_to_ebitda": 1.5037531276063387, "net_debt_to_ebitda": 0.7893482664124866, "interest_coverage": 13.280063291139241, "debt_to_equity": 0.947593663187927, "current_ratio": 1.0491811747688176, "quick_ratio": 0.3924678410910782, "fcf_to_ebitda": 0.8779935660669606, "capex_to_revenue": 0.02971079089606301, "working_capital_to_revenue": 0.010742374832150393, "capital_efficiency": 0.181200564278655, "financial_health": -0.8194027475728747, "margin_quality": 0.1404059149287145, "growth_momentum": 0.316352450436376, "company_age_years": 37.57152635181382, "ebitda": 8393000000.0, "spy_multiple": 20.0, "sector_multiple": 16.600890347908717, "sector_premium_over_spy": -0.16995548260456417}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2021-01-31", "company_multiple": 10.926355875084251, "revenue_cagr_3y": 0.07572004964079615, "revenue_cagr_5y": 0.055556937690380837, "earnings_cagr_3y": 0.07819485675469351, "quarterly_revenue_growth_yoy": 0.2111201333390316, "quarterly_earnings_growth_yoy": 0.6546762589928058, "revenue_growth_qoq": 0.25216507599858606, "gross_margin": 0.2573838173541762, "operating_margin": 0.06513991319383182, "net_margin": 0.04869614312431631, "roa_ttm": 0.08523259444270996, "roe_ttm": 0.30249307479224374, "debt_to_ebitda": 1.4481015502134351, "net_debt_to_ebitda": 0.49202426421028983, "interest_coverage": 83.98113207547169, "debt_to_equity": 0.8927285318559557, "current_ratio": 1.0313540372670806, "quick_ratio": 0.5020124223602485, "fcf_to_ebitda": 0.8847450011233431, "capex_to_revenue": 0.028313079167601885, "working_capital_to_revenue": 0.006744263101078441, "capital_efficiency": 0.19386283461747686, "financial_health": -0.6328171931092994, "margin_quality": 0.12373995789077478, "growth_momentum": 0.4328981961659187, "company_age_years": 37.82340862422998, "ebitda": 8902000000.0, "spy_multiple": 20.0, "sector_multiple": 15.581082683640483, "sector_premium_over_spy": -0.22094586581797582}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2023-04-30", "company_multiple": 13.310017924958226, "revenue_cagr_3y": 0.08885461789017968, "revenue_cagr_5y": 0.08576548875008272, "earnings_cagr_3y": 0.49555281659377726, "quarterly_revenue_growth_yoy": 0.0060389352403655144, "quarterly_earnings_growth_yoy": -0.05847373637264618, "revenue_growth_qoq": -0.19343844561235865, "gross_margin": 0.250888555406366, "operating_margin": 0.052444514651291366, "net_margin": 0.03751678382434247, "roa_ttm": 0.05217641418983701, "roe_ttm": 0.23446790176647997, "debt_to_ebitda": 2.4624031596536535, "net_debt_to_ebitda": 2.2617347713808296, "interest_coverage": 44.78231292517007, "debt_to_equity": 1.3968117190866005, "current_ratio": 0.8828006940169026, "quick_ratio": 0.17669446465551017, "fcf_to_ebitda": 0.07534558711833511, "capex_to_revenue": 0.05656526832125339, "working_capital_to_revenue": -0.0191631891060839, "capital_efficiency": 0.1433221579781585, "financial_health": -1.3542469915974162, "margin_quality": 0.11361661796066662, "growth_momentum": -0.026217400566140334, "company_age_years": 40.06570841889117, "ebitda": 6583000000.0, "spy_multiple": 12.0, "sector_multiple": 17.29707450790507, "sector_premium_over_spy": 0.4414228756587557}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2023-07-31", "company_multiple": 10.329386490807353, "revenue_cagr_3y": 0.025433955341454206, "revenue_cagr_5y": 0.06863381420497117, "earnings_cagr_3y": -0.20944287537010653, "quarterly_revenue_growth_yoy": -0.04854629949686984, "quarterly_earnings_growth_yoy": 3.5628415300546448, "revenue_growth_qoq": -0.021680751915330542, "gross_margin": 0.2575788156460663, "operating_margin": 0.04965082953215194, "net_margin": 0.03370605094255843, "roa_ttm": 0.06339510581513363, "roe_ttm": 0.28131776480400333, "debt_to_ebitda": 2.135891286970424, "net_debt_to_ebitda": 1.9204636290967225, "interest_coverage": 53.234042553191486, "debt_to_equity": 1.3371142618849041, "current_ratio": 0.8327126008690254, "quick_ratio": 0.1765983860955928, "fcf_to_ebitda": 0.21755928590460966, "capex_to_revenue": 0.05397748314939634, "working_capital_to_revenue": -0.029942226501740613, "capital_efficiency": 0.17235643530956848, "financial_health": -1.2144794163538342, "margin_quality": 0.11364523204025888, "growth_momentum": 1.7571476152788874, "company_age_years": 40.31759069130732, "ebitda": 7506000000.0, "spy_multiple": 12.0, "sector_multiple": 15.405943535124663, "sector_premium_over_spy": 0.2838286279270552}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2023-10-31", "company_multiple": 8.297040675278556, "revenue_cagr_3y": 0.039183385972973106, "revenue_cagr_5y": 0.07342940936732734, "earnings_cagr_3y": -0.014340092508316249, "quarterly_revenue_growth_yoy": -0.04223546270457802, "quarterly_earnings_growth_yoy": 0.3637640449438202, "revenue_growth_qoq": 0.025229080046825173, "gross_margin": 0.2854161745019293, "operating_margin": 0.05185447673045122, "net_margin": 0.03823135679974801, "roa_ttm": 0.0645930036102367, "roe_ttm": 0.2902349368707048, "debt_to_ebitda": 2.0344696006105316, "net_debt_to_ebitda": 1.79152887306029, "interest_coverage": 73.4766355140187, "debt_to_equity": 1.2781684513345053, "current_ratio": 0.8649893033206213, "quick_ratio": 0.1798902427681146, "fcf_to_ebitda": 0.4631137115237853, "capex_to_revenue": 0.0482467629668438, "working_capital_to_revenue": -0.02715926951575481, "capital_efficiency": 0.17741397024047073, "financial_health": -1.1553397380372101, "margin_quality": 0.1251673360107095, "growth_momentum": 0.1607642911196211, "company_age_years": 40.56947296372348, "ebitda": 7862000000.0, "spy_multiple": 12.0, "sector_multiple": 14.40791307101427, "sector_premium_over_spy": 0.20065942258452263}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2024-01-31", "company_multiple": 8.931300533766535, "revenue_cagr_3y": 0.04045088796037466, "revenue_cagr_5y": 0.06795066498300728, "earnings_cagr_3y": 0.0004828585974878674, "quarterly_revenue_growth_yoy": 0.016690555820990605, "quarterly_earnings_growth_yoy": 0.5776255707762558, "revenue_growth_qoq": 0.2567525001968659, "gross_margin": 0.24731351232808046, "operating_margin": 0.05855446599204236, "net_margin": 0.04329709577367712, "roa_ttm": 0.07475251101958234, "roe_ttm": 0.30807027992852887, "debt_to_ebitda": 1.8991645393362728, "net_debt_to_ebitda": 1.4576467857971687, "interest_coverage": 80.54205607476635, "debt_to_equity": 1.2185080405002977, "current_ratio": 0.9064442602569416, "quick_ratio": 0.29071694985495233, "fcf_to_ebitda": 0.4426781155720585, "capex_to_revenue": 0.04474360406658474, "working_capital_to_revenue": -0.01681376382527092, "capital_efficiency": 0.1914113954740556, "financial_health": -1.0421922215234405, "margin_quality": 0.11638835803126664, "growth_momentum": 0.29715806329862315, "company_age_years": 40.82135523613963, "ebitda": 8618000000.0, "spy_multiple": 12.0, "sector_multiple": 13.376636455450889, "sector_premium_over_spy": 0.11471970462090741}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2024-07-31", "company_multiple": 8.913289775833789, "revenue_cagr_3y": 0.0038537043424817785, "revenue_cagr_5y": 0.06678531158280898, "earnings_cagr_3y": -0.13109203949562043, "quarterly_revenue_growth_yoy": 0.02740887256287087, "quarterly_earnings_growth_yoy": 0.4275449101796407, "revenue_growth_qoq": 0.03754433166197872, "gross_margin": 0.2760883231180261, "operating_margin": 0.06565299387081565, "net_margin": 0.04683325475404684, "roa_ttm": 0.08013215465666577, "roe_ttm": 0.3109709612585765, "debt_to_ebitda": 1.6723892837616183, "net_debt_to_ebitda": 1.289994532531438, "interest_coverage": 83.13636363636364, "debt_to_equity": 1.059948714394622, "current_ratio": 0.896617293835068, "quick_ratio": 0.2659127301841473, "fcf_to_ebitda": 0.5760524876981957, "capex_to_revenue": 0.03069897483690587, "working_capital_to_revenue": -0.019254426840633738, "capital_efficiency": 0.19555155795762114, "financial_health": -0.8838367194540323, "margin_quality": 0.12952485724762952, "growth_momentum": 0.2274768913712558, "company_age_years": 41.319644079397676, "ebitda": 9145000000.0, "spy_multiple": 12.0, "sector_multiple": 13.55361518407504, "sector_premium_over_spy": 0.12946793200625328}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2024-10-31", "company_multiple": 9.050731437423924, "revenue_cagr_3y": 0.0002078678020689395, "revenue_cagr_5y": 0.0657928619603485, "earnings_cagr_3y": -0.16896691701664224, "quarterly_revenue_growth_yoy": 0.010630758327427357, "quarterly_earnings_growth_yoy": -0.12049433573635428, "revenue_growth_qoq": 0.008486562942008486, "gross_margin": 0.2592332865825152, "operating_margin": 0.04554308867071841, "net_margin": 0.03327099890914758, "roa_ttm": 0.07466129059814457, "roe_ttm": 0.30160811650217406, "debt_to_ebitda": 1.7683965917893105, "net_debt_to_ebitda": 1.3885138873519973, "interest_coverage": 86.06666666666666, "debt_to_equity": 1.102974670439644, "current_ratio": 0.943190161527166, "quick_ratio": 0.24729258443465493, "fcf_to_ebitda": 0.5029323890671683, "capex_to_revenue": 0.02623408013386632, "working_capital_to_revenue": -0.011508784977224133, "capital_efficiency": 0.18813470355015932, "financial_health": -0.9314777640084116, "margin_quality": 0.11268245805412708, "growth_momentum": -0.05493178870446346, "company_age_years": 41.57152635181382, "ebitda": 9037000000.0, "spy_multiple": 12.0, "sector_multiple": 12.743651912724165, "sector_premium_over_spy": 0.061970992727013785}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2016-01-31", "company_multiple": 10.863005023427421, "revenue_cagr_3y": 0.0790855273177069, "revenue_cagr_5y": 0.0868579230242208, "earnings_cagr_3y": 0.05824031371575478, "quarterly_revenue_growth_yoy": 0.07043426693222332, "quarterly_earnings_growth_yoy": 0.05854163676833506, "revenue_growth_qoq": 0.043396075979544695, "gross_margin": 0.3181934420263676, "operating_margin": 0.11583812785396765, "net_margin": 0.0711517706468281, "roa_ttm": 0.10349013158333026, "roe_ttm": 0.21664315056724998, "debt_to_ebitda": 1.29582764605987, "net_debt_to_ebitda": 1.2269273368205098, "interest_coverage": 98.49190118152524, "debt_to_equity": 0.5523656551396872, "current_ratio": 1.719992423316142, "quick_ratio": 0.17952381143277496, "fcf_to_ebitda": 0.38090314993157826, "capex_to_revenue": 0.024783585606092368, "working_capital_to_revenue": 0.07054076767913219, "capital_efficiency": 0.16006664107529012, "financial_health": -0.5380793342708846, "margin_quality": 0.16839444684238777, "growth_momentum": 0.0644879518502792, "company_age_years": 6.2149212867898695, "ebitda": 2292399000.0, "spy_multiple": 15.0, "sector_multiple": 13.920901085809788, "sector_premium_over_spy": -0.07193992761268075}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2016-04-30", "company_multiple": 11.19511775731452, "revenue_cagr_3y": 0.07540036833627872, "revenue_cagr_5y": 0.08812870869201817, "earnings_cagr_3y": 0.10273885458643628, "quarterly_revenue_growth_yoy": 0.07049870371514913, "quarterly_earnings_growth_yoy": 0.16541552313068889, "revenue_growth_qoq": -0.0040677609610704725, "gross_margin": 0.3062643293085923, "operating_margin": 0.09130172035267002, "net_margin": 0.056049342200222126, "roa_ttm": 0.10665677304693796, "roe_ttm": 0.2239946566530256, "debt_to_ebitda": 1.272781389886474, "net_debt_to_ebitda": 1.1929186594727077, "interest_coverage": 97.59229267887547, "debt_to_equity": 0.5551181124281626, "current_ratio": 1.7286520043308937, "quick_ratio": 0.20147355778551734, "fcf_to_ebitda": 0.39751289295865744, "capex_to_revenue": 0.024322334936430146, "working_capital_to_revenue": 0.0707569015823167, "capital_efficiency": 0.16532571484998176, "financial_health": -0.5382494889515753, "margin_quality": 0.15120513062049482, "growth_momentum": 0.11795711342291901, "company_age_years": 6.461327857631759, "ebitda": 2350120000.0, "spy_multiple": 15.0, "sector_multiple": 15.194763650177714, "sector_premium_over_spy": 0.012984243345181001}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2016-07-31", "company_multiple": 12.381368186087839, "revenue_cagr_3y": 0.0705465861633523, "revenue_cagr_5y": 0.08564615421675814, "earnings_cagr_3y": 0.07683601325965528, "quarterly_revenue_growth_yoy": 0.058083315541266084, "quarterly_earnings_growth_yoy": 0.08559973649632192, "revenue_growth_qoq": 0.024016832806880804, "gross_margin": 0.311906713247727, "operating_margin": 0.0944190080993848, "net_margin": 0.056847959278108554, "roa_ttm": 0.10597389942818383, "roe_ttm": 0.2274258081070152, "debt_to_ebitda": 1.2792668800443099, "net_debt_to_ebitda": 1.201861497522842, "interest_coverage": 98.16199901445466, "debt_to_equity": 0.564900807465085, "current_ratio": 1.3635518197724061, "quick_ratio": 0.1608314462790771, "fcf_to_ebitda": 0.4554402304846679, "capex_to_revenue": 0.02501352961874008, "working_capital_to_revenue": 0.047052994175660355, "capital_efficiency": 0.16669985376759952, "financial_health": -0.4563235173990222, "margin_quality": 0.15439122687507345, "growth_momentum": 0.07184152601879401, "company_age_years": 6.713210130047912, "ebitda": 2390441000.0, "spy_multiple": 15.0, "sector_multiple": 15.590192322873264, "sector_premium_over_spy": 0.039346154858217686}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2016-10-31", "company_multiple": 9.467800949040685, "revenue_cagr_3y": 0.06680709190365919, "revenue_cagr_5y": 0.08152760551383142, "earnings_cagr_3y": -0.002915160501309244, "quarterly_revenue_growth_yoy": 0.049926702884993394, "quarterly_earnings_growth_yoy": -0.07107977625226491, "revenue_growth_qoq": -0.01332779167828133, "gross_margin": 0.29840250870812923, "operating_margin": 0.07387008604652343, "net_margin": 0.044231901743392754, "roa_ttm": 0.10179778999479402, "roe_ttm": 0.22625242173786222, "debt_to_ebitda": 1.3413484086040586, "net_debt_to_ebitda": 1.2567460568956266, "interest_coverage": 99.12426184193994, "debt_to_equity": 0.5920883306738045, "current_ratio": 1.3408317422583544, "quick_ratio": 0.16226599710312295, "fcf_to_ebitda": 0.5061877057111108, "capex_to_revenue": 0.024633740416444658, "working_capital_to_revenue": 0.0474397687390456, "capital_efficiency": 0.16402510586632812, "financial_health": -0.481758501165968, "margin_quality": 0.13883483216601514, "growth_momentum": -0.01057653668363576, "company_age_years": 6.965092402464066, "ebitda": 2366790000.0, "spy_multiple": 15.0, "sector_multiple": 13.668117101830354, "sector_premium_over_spy": -0.08879219321130971}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2017-01-31", "company_multiple": 9.608045628449116, "revenue_cagr_3y": 0.10170184493272161, "revenue_cagr_5y": 0.0750369436910856, "earnings_cagr_3y": 0.0873397447476405, "quarterly_revenue_growth_yoy": 0.13662123520268254, "quarterly_earnings_growth_yoy": 0.1010194723200638, "revenue_growth_qoq": 0.12955136146814236, "gross_margin": 0.3163037425993211, "operating_margin": 0.1132617969043038, "net_margin": 0.06892312280109684, "roa_ttm": 0.10718823319966643, "roe_ttm": 0.23142156160948701, "debt_to_ebitda": 1.3143784429765326, "net_debt_to_ebitda": 1.2374706349401239, "interest_coverage": 95.77750774175846, "debt_to_equity": 0.5940346566427945, "current_ratio": 1.4022281488711512, "quick_ratio": 0.15974729345109528, "fcf_to_ebitda": 0.4275818742888949, "capex_to_revenue": 0.02548352409954464, "working_capital_to_revenue": 0.04798222990205215, "capital_efficiency": 0.16930489740457672, "financial_health": -0.48527490997318556, "margin_quality": 0.16616288743490723, "growth_momentum": 0.11882035376137318, "company_age_years": 7.216974674880219, "ebitda": 2443380000.0, "spy_multiple": 15.0, "sector_multiple": 13.78377026379459, "sector_premium_over_spy": -0.08108198241369402}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2017-04-30", "company_multiple": 9.288543867846402, "revenue_cagr_3y": 0.07448039949212082, "revenue_cagr_5y": 0.07534299792095256, "earnings_cagr_3y": 0.0791403897188987, "quarterly_revenue_growth_yoy": 0.06536842561066214, "quarterly_earnings_growth_yoy": -0.052977731394261394, "revenue_growth_qoq": -0.06650102192521325, "gross_margin": 0.3028692648795597, "operating_margin": 0.08446108251442833, "net_margin": 0.049823116518483854, "roa_ttm": 0.10473557297995864, "roe_ttm": 0.2234625776897712, "debt_to_ebitda": 1.243558522658323, "net_debt_to_ebitda": 1.159113755702708, "interest_coverage": 97.55207166853303, "debt_to_equity": 0.5486242152797284, "current_ratio": 1.3926047188731523, "quick_ratio": 0.16673854521532175, "fcf_to_ebitda": 0.45371705056428524, "capex_to_revenue": 0.027085784825087476, "working_capital_to_revenue": 0.047329626612868304, "capital_efficiency": 0.16409907533486492, "financial_health": -0.45860090181916685, "margin_quality": 0.14571782130415728, "growth_momentum": 0.006195347108200373, "company_age_years": 7.460643394934976, "ebitda": 2439192000.0, "spy_multiple": 15.0, "sector_multiple": 15.270864057563152, "sector_premium_over_spy": 0.018057603837543512}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2017-07-31", "company_multiple": 9.669460697356666, "revenue_cagr_3y": 0.07253037043004462, "revenue_cagr_5y": 0.08098238257673662, "earnings_cagr_3y": 0.05469371891473984, "quarterly_revenue_growth_yoy": 0.08093895073175626, "quarterly_earnings_growth_yoy": -0.03828486418415884, "revenue_growth_qoq": 0.03898299797223522, "gross_margin": 0.30721144483687796, "operating_margin": 0.08461225004525329, "net_margin": 0.05057782665800777, "roa_ttm": 0.10096368035704503, "roe_ttm": 0.21518244376083046, "debt_to_ebitda": 1.2705716179371598, "net_debt_to_ebitda": 1.1823493720066254, "interest_coverage": 102.22557689068553, "debt_to_equity": 0.5423695225769923, "current_ratio": 1.418004421476046, "quick_ratio": 0.18419384663071767, "fcf_to_ebitda": 0.40837920411195505, "capex_to_revenue": 0.026640687778758963, "working_capital_to_revenue": 0.05153184152380584, "capital_efficiency": 0.15807306205893773, "financial_health": -0.4541184824625304, "margin_quality": 0.147467173846713, "growth_momentum": 0.02132704327379871, "company_age_years": 7.712525667351129, "ebitda": 2427653000.0, "spy_multiple": 15.0, "sector_multiple": 16.641059272152322, "sector_premium_over_spy": 0.10940395147682147}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2017-10-31", "company_multiple": 10.154039544890065, "revenue_cagr_3y": 0.0771014877535432, "revenue_cagr_5y": 0.08288557376148264, "earnings_cagr_3y": 0.02237056446569552, "quarterly_revenue_growth_yoy": 0.10969432685423332, "quarterly_earnings_growth_yoy": 0.07317000616195313, "revenue_growth_qoq": 0.012919879793524876, "gross_margin": 0.29921644499988653, "operating_margin": 0.07070780129974799, "net_margin": 0.042776059242435896, "roa_ttm": 0.10028327023175244, "roe_ttm": 0.21604239439917622, "debt_to_ebitda": 1.2699767741263441, "net_debt_to_ebitda": 1.1779391635104761, "interest_coverage": 102.42150448010003, "debt_to_equity": 0.5433523294548981, "current_ratio": 1.4137536651501155, "quick_ratio": 0.1893041950353427, "fcf_to_ebitda": 0.39896338059345604, "capex_to_revenue": 0.027537107750823932, "working_capital_to_revenue": 0.05205513031640653, "capital_efficiency": 0.15816283231546432, "financial_health": -0.45517111784235076, "margin_quality": 0.13756676851402347, "growth_momentum": 0.09143216650809322, "company_age_years": 7.964407939767283, "ebitda": 2457604000.0, "spy_multiple": 15.0, "sector_multiple": 16.30290169702631, "sector_premium_over_spy": 0.08686011313508746}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2018-01-31", "company_multiple": 12.748979931153514, "revenue_cagr_3y": 0.07462922890534274, "revenue_cagr_5y": 0.07814384846926914, "earnings_cagr_3y": 0.2607554314204492, "quarterly_revenue_growth_yoy": 0.02000001331281828, "quarterly_earnings_growth_yoy": 0.7194501854284169, "revenue_growth_qoq": 0.03825204459782716, "gross_margin": 0.320649339229041, "operating_margin": 0.10171351957465546, "net_margin": 0.11618615169988862, "roa_ttm": 0.122950462777917, "roe_ttm": 0.25122702861711843, "debt_to_ebitda": 1.2480379249398081, "net_debt_to_ebitda": 1.1369996101383946, "interest_coverage": 99.16204866400429, "debt_to_equity": 0.4907066437645267, "current_ratio": 1.4327240446318532, "quick_ratio": 0.21546485217941513, "fcf_to_ebitda": 0.4798129328595207, "capex_to_revenue": 0.027542793613914585, "working_capital_to_revenue": 0.05466217050196526, "capital_efficiency": 0.1870887456975177, "financial_health": -0.4038228348831222, "margin_quality": 0.17951633683452836, "growth_momentum": 0.3697250993706176, "company_age_years": 8.216290212183436, "ebitda": 2408547000.0, "spy_multiple": 15.0, "sector_multiple": 18.72052787869338, "sector_premium_over_spy": 0.24803519191289203}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2018-04-30", "company_multiple": 11.704469457675858, "revenue_cagr_3y": 0.07523523155114442, "revenue_cagr_5y": 0.07628421557559184, "earnings_cagr_3y": 0.12944304066046897, "quarterly_revenue_growth_yoy": 0.08999496401274595, "quarterly_earnings_growth_yoy": 0.30542525823914357, "revenue_growth_qoq": -0.0024419884977904148, "gross_margin": 0.30456460362913307, "operating_margin": 0.08016795587772793, "net_margin": 0.05967032591414814, "roa_ttm": 0.13001625680468543, "roe_ttm": 0.26046186227193674, "debt_to_ebitda": 1.169962778581552, "net_debt_to_ebitda": 1.0535428402988374, "interest_coverage": 98.46151051548057, "debt_to_equity": 0.45760302794052515, "current_ratio": 1.6496983366939475, "quick_ratio": 0.22630964958270833, "fcf_to_ebitda": 0.48078601599631354, "capex_to_revenue": 0.027843361255232096, "working_capital_to_revenue": 0.06843165432818626, "capital_efficiency": 0.19523905953831108, "financial_health": -0.4345702143297727, "margin_quality": 0.14813429514033638, "growth_momentum": 0.19771011112594478, "company_age_years": 8.459958932238193, "ebitda": 2439187000.0, "spy_multiple": 15.0, "sector_multiple": 18.873690302983192, "sector_premium_over_spy": 0.25824602019887943}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2018-07-31", "company_multiple": 11.479932488924145, "revenue_cagr_3y": 0.08134076049279226, "revenue_cagr_5y": 0.07953546293531444, "earnings_cagr_3y": 0.12984879086859857, "quarterly_revenue_growth_yoy": 0.10552021556867734, "quarterly_earnings_growth_yoy": 0.3814806145537565, "revenue_growth_qoq": 0.05378166488210003, "gross_margin": 0.306499812441092, "operating_margin": 0.08465774340482507, "net_margin": 0.06320308400543882, "roa_ttm": 0.13417674930579532, "roe_ttm": 0.27226725058795015, "debt_to_ebitda": 1.1098702531190536, "net_debt_to_ebitda": 1.003909501510598, "interest_coverage": 98.37114455227693, "debt_to_equity": 0.43560828739311314, "current_ratio": 1.5495653641310163, "quick_ratio": 0.2131314087525347, "fcf_to_ebitda": 0.5630964306426952, "capex_to_revenue": 0.02860312566373884, "working_capital_to_revenue": 0.06515775873823428, "capital_efficiency": 0.20322199994687273, "financial_health": -0.4148138850886099, "margin_quality": 0.15145354661711863, "growth_momentum": 0.24350041506121692, "company_age_years": 8.711841204654347, "ebitda": 2503644000.0, "spy_multiple": 15.0, "sector_multiple": 19.61551123419987, "sector_premium_over_spy": 0.3077007489466581}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2018-10-31", "company_multiple": 12.67282232836779, "revenue_cagr_3y": 0.08193896669796863, "revenue_cagr_5y": 0.07929806311615373, "earnings_cagr_3y": 0.09669692221010995, "quarterly_revenue_growth_yoy": 0.08704103898532524, "quarterly_earnings_growth_yoy": 0.32316172539826477, "revenue_growth_qoq": -0.0040114481549775125, "gross_margin": 0.2952972686086805, "operating_margin": 0.0688968629654527, "net_margin": 0.052067624241483625, "roa_ttm": 0.1385857091456526, "roe_ttm": 0.2860947203600819, "debt_to_ebitda": 1.1424386164555613, "net_debt_to_ebitda": 1.0398965012530224, "interest_coverage": 103.40246481737574, "debt_to_equity": 0.45695707665081575, "current_ratio": 1.5526698236392011, "quick_ratio": 0.21837667855281803, "fcf_to_ebitda": 0.5760988383138893, "capex_to_revenue": 0.028232043725737826, "working_capital_to_revenue": 0.06565162291550196, "capital_efficiency": 0.21234021475286724, "financial_health": -0.4367856124725079, "margin_quality": 0.1387539186052056, "growth_momentum": 0.205101382191795, "company_age_years": 8.9637234770705, "ebitda": 2542253000.0, "spy_multiple": 15.0, "sector_multiple": 23.934255265106835, "sector_premium_over_spy": 0.5956170176737889}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2019-01-31", "company_multiple": 12.817570071568653, "revenue_cagr_3y": 0.07944781435433135, "revenue_cagr_5y": 0.08152430487622664, "earnings_cagr_3y": 0.08707109536857316, "quarterly_revenue_growth_yoy": 0.08489825564558928, "quarterly_earnings_growth_yoy": -0.32143845089903184, "revenue_growth_qoq": 0.03620543448484775, "gross_margin": 0.3115411284745171, "operating_margin": 0.09601824653911112, "net_margin": 0.07266990675972798, "roa_ttm": 0.12037772081540511, "roe_ttm": 0.2476818857751115, "debt_to_ebitda": 1.1149165512385864, "net_debt_to_ebitda": 1.023266720401211, "interest_coverage": 102.52667491321176, "debt_to_equity": 0.44639466524802207, "current_ratio": 1.5461674741209546, "quick_ratio": 0.18767998615318962, "fcf_to_ebitda": 0.5484387338626096, "capex_to_revenue": 0.02865868361664798, "working_capital_to_revenue": 0.06427942384330829, "capital_efficiency": 0.1840298032952583, "financial_health": -0.4282563350233193, "margin_quality": 0.1600764272577854, "growth_momentum": -0.11827009762672128, "company_age_years": 9.215605749486652, "ebitda": 2569421000.0, "spy_multiple": 15.0, "sector_multiple": 20.365977446198706, "sector_premium_over_spy": 0.35773182974658035}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2019-04-30", "company_multiple": 13.887928584770776, "revenue_cagr_3y": 0.07947094948187328, "revenue_cagr_5y": 0.07930877942980175, "earnings_cagr_3y": 0.0926731928147293, "quarterly_revenue_growth_yoy": 0.08319978385673443, "quarterly_earnings_growth_yoy": 0.055258022431013125, "revenue_growth_qoq": -0.004003724016734917, "gross_margin": 0.3023131620209914, "operating_margin": 0.07733998068904915, "net_margin": 0.05813109553787189, "roa_ttm": 0.07555442839571609, "roe_ttm": 0.24489792502862992, "debt_to_ebitda": 1.3925729779039124, "net_debt_to_ebitda": 1.2884846334826063, "interest_coverage": 100.43666371033046, "debt_to_equity": 0.5518502453113036, "current_ratio": 1.158478141974304, "quick_ratio": 0.11979884328316716, "fcf_to_ebitda": 0.5584644847010547, "capex_to_revenue": 0.027340377477183254, "working_capital_to_revenue": 0.023993978670888025, "capital_efficiency": 0.160226176712173, "financial_health": -0.4029509887182693, "margin_quality": 0.14592807941597083, "growth_momentum": 0.06922890314387378, "company_age_years": 9.45927446954141, "ebitda": 2604624000.0, "spy_multiple": 15.0, "sector_multiple": 23.312607757227944, "sector_premium_over_spy": 0.554173850481863}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2019-07-31", "company_multiple": 14.32679786456912, "revenue_cagr_3y": 0.08995305266871911, "revenue_cagr_5y": 0.08126015969717337, "earnings_cagr_3y": 0.11645104520026761, "quarterly_revenue_growth_yoy": 0.08356637870386163, "quarterly_earnings_growth_yoy": 0.0474367505899513, "revenue_growth_qoq": 0.05413830355033115, "gross_margin": 0.30779318603794775, "operating_margin": 0.0827550043663819, "net_margin": 0.0610956875730207, "roa_ttm": 0.0743218361887419, "roe_ttm": 0.2413561095010342, "debt_to_ebitda": 1.3170494819357925, "net_debt_to_ebitda": 1.2190693076258432, "interest_coverage": 106.77908101571947, "debt_to_equity": 0.516969963669553, "current_ratio": 1.1407305201204934, "quick_ratio": 0.11583458364156234, "fcf_to_ebitda": 0.5738775149677883, "capex_to_revenue": 0.02461258458195195, "working_capital_to_revenue": 0.02275282111054244, "capital_efficiency": 0.15783897284488804, "financial_health": -0.3694612510574048, "margin_quality": 0.15054795932578344, "growth_momentum": 0.06550156464690647, "company_age_years": 9.711156741957563, "ebitda": 2649189000.0, "spy_multiple": 15.0, "sector_multiple": 21.91592501091354, "sector_premium_over_spy": 0.46106166739423604}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2020-07-31", "company_multiple": 13.708429997245313, "revenue_cagr_3y": 0.1421676767864748, "revenue_cagr_5y": 0.11250539535767401, "earnings_cagr_3y": 0.3876116631349671, "quarterly_revenue_growth_yoy": 0.24384821405168589, "quarterly_earnings_growth_yoy": 0.8464230872923773, "revenue_growth_qoq": 0.027909501495481596, "gross_margin": 0.32452289152270186, "operating_margin": 0.12005965748762615, "net_margin": 0.09069313023440967, "roa_ttm": 0.09049386064759313, "roe_ttm": 0.3179732767669045, "debt_to_ebitda": 1.3950348927201892, "net_debt_to_ebitda": 0.5862266671330689, "interest_coverage": 93.04826323551849, "debt_to_equity": 0.6939484406825328, "current_ratio": 1.40401848910073, "quick_ratio": 0.5925225662091208, "fcf_to_ebitda": 0.8468650115215937, "capex_to_revenue": 0.029280674259491764, "working_capital_to_revenue": 0.06988808961142648, "capital_efficiency": 0.20423356870724882, "financial_health": -0.441364706423716, "margin_quality": 0.17842522641491257, "growth_momentum": 0.5451356506720315, "company_age_years": 10.713210130047912, "ebitda": 3659216000.0, "spy_multiple": 20.0, "sector_multiple": 19.643430239090677, "sector_premium_over_spy": -0.017828488045466218}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2021-01-31", "company_multiple": 12.384048359082897, "revenue_cagr_3y": 0.11139847787996837, "revenue_cagr_5y": 0.09740028134383438, "earnings_cagr_3y": -0.033605886505275295, "quarterly_revenue_growth_yoy": 0.17560000905326084, "quarterly_earnings_growth_yoy": 0.20040826465111675, "revenue_growth_qoq": 0.026208393676540084, "gross_margin": 0.3252346775646489, "operating_margin": 0.10365696265171981, "net_margin": 0.07638495059257065, "roa_ttm": 0.10265973011864535, "roe_ttm": 0.39858206537583557, "debt_to_ebitda": 1.2606082535198577, "net_debt_to_ebitda": 0.9272160681927497, "interest_coverage": 102.53804509784445, "debt_to_equity": 0.7813943894513302, "current_ratio": 1.2107304725113877, "quick_ratio": 0.29185875211857987, "fcf_to_ebitda": 0.6898025237091191, "capex_to_revenue": 0.030461015919150236, "working_capital_to_revenue": 0.03566070291798293, "capital_efficiency": 0.25062089774724045, "financial_health": -0.566924737465738, "margin_quality": 0.16842553026964646, "growth_momentum": 0.1880041368521888, "company_age_years": 11.21697467488022, "ebitda": 4129002000.0, "spy_multiple": 20.0, "sector_multiple": 15.581082683640483, "sector_premium_over_spy": -0.22094586581797582}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2023-07-31", "company_multiple": 11.683993518772457, "revenue_cagr_3y": 0.040978223594295704, "revenue_cagr_5y": 0.08740060006410078, "earnings_cagr_3y": -0.15878968592871634, "quarterly_revenue_growth_yoy": 0.03930397626153056, "quarterly_earnings_growth_yoy": -0.30853354571331654, "revenue_growth_qoq": 0.048523723855892945, "gross_margin": 0.31080336306566814, "operating_margin": 0.0706718260922292, "net_margin": 0.04785895646476928, "roa_ttm": 0.07134322295853963, "roe_ttm": 0.34433448375241454, "debt_to_ebitda": 2.2194057090990857, "net_debt_to_ebitda": 2.1285836233231574, "interest_coverage": 46.087932935722165, "debt_to_equity": 1.3698082079106595, "current_ratio": 1.3944460998998662, "quick_ratio": 0.14625976272149357, "fcf_to_ebitda": 0.024061994618872845, "capex_to_revenue": 0.04302680269192952, "working_capital_to_revenue": 0.06133090915406576, "capital_efficiency": 0.20783885335547708, "financial_health": -1.1467784891727817, "margin_quality": 0.1431113818742222, "growth_momentum": -0.134614784725893, "company_age_years": 13.711156741957563, "ebitda": 3886918000.0, "spy_multiple": 12.0, "sector_multiple": 15.405943535124663, "sector_premium_over_spy": 0.2838286279270552}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2023-10-31", "company_multiple": 9.492975942509673, "revenue_cagr_3y": 0.05739576344837216, "revenue_cagr_5y": 0.08599712780149793, "earnings_cagr_3y": -0.21645764566286174, "quarterly_revenue_growth_yoy": 0.02421485889272259, "quarterly_earnings_growth_yoy": -0.4749841780271283, "revenue_growth_qoq": -0.010422326823075237, "gross_margin": 0.290128348408854, "operating_margin": 0.04471532219347846, "net_margin": 0.028496354786353158, "roa_ttm": 0.06264879773552173, "roe_ttm": 0.29736988451745255, "debt_to_ebitda": 2.362122996130459, "net_debt_to_ebitda": 2.261114980652294, "interest_coverage": 43.96699437348856, "debt_to_equity": 1.32459929533761, "current_ratio": 1.2186486402861905, "quick_ratio": 0.13481668874289277, "fcf_to_ebitda": 0.12589994472084023, "capex_to_revenue": 0.04413569299437991, "working_capital_to_revenue": 0.03801588082714003, "capital_efficiency": 0.18000934112648714, "financial_health": -0.9863559178997343, "margin_quality": 0.12111334179622853, "growth_momentum": -0.22538465956720286, "company_age_years": 13.963039014373717, "ebitda": 3618000000.0, "spy_multiple": 12.0, "sector_multiple": 14.40791307101427, "sector_premium_over_spy": 0.20065942258452263}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2024-10-31", "company_multiple": 8.419660496818496, "revenue_cagr_3y": 0.06134079277389559, "revenue_cagr_5y": 0.07811740266758349, "earnings_cagr_3y": -0.2610358896164028, "quarterly_revenue_growth_yoy": 0.05047883853262227, "quarterly_earnings_growth_yoy": -0.2885725042172556, "revenue_growth_qoq": -0.0026378107492967193, "gross_margin": 0.2883410183682744, "operating_margin": 0.03179695481717944, "net_margin": 0.01929890406256125, "roa_ttm": 0.04246126441752278, "roe_ttm": 0.18193170388902546, "debt_to_ebitda": 2.614261894972813, "net_debt_to_ebitda": 2.431558145964536, "interest_coverage": 43.34022609028873, "debt_to_equity": 1.0469711961114512, "current_ratio": 1.1498895255978423, "quick_ratio": 0.148725504686812, "fcf_to_ebitda": 0.5604757683064391, "capex_to_revenue": 0.03726534696080229, "working_capital_to_revenue": 0.0265351392375364, "capital_efficiency": 0.11219648415327413, "financial_health": -0.7623557544303539, "margin_quality": 0.11314562574933835, "growth_momentum": -0.11904683284231667, "company_age_years": 14.965092402464066, "ebitda": 2940591000.0, "spy_multiple": 12.0, "sector_multiple": 12.743651912724165, "sector_premium_over_spy": 0.061970992727013785}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2022-07-31", "company_multiple": 10.677098140738998, "revenue_cagr_3y": 0.12223735782188294, "revenue_cagr_5y": 0.09375197234699706, "earnings_cagr_3y": -0.42001590528427035, "quarterly_revenue_growth_yoy": 0.03485691573926868, "quarterly_earnings_growth_yoy": -0.899284534947716, "revenue_growth_qoq": 0.034445768772348034, "gross_margin": 0.20443983561854284, "operating_margin": 0.013365595114644545, "net_margin": 0.0070284594999423895, "roa_ttm": 0.08050314465408805, "roe_ttm": 0.3987915407854985, "debt_to_ebitda": 1.7771240291833372, "net_debt_to_ebitda": 1.645681336785126, "interest_coverage": 75.875, "debt_to_equity": 1.4257930513595165, "current_ratio": 0.8221430162619737, "quick_ratio": 0.13958565382045, "fcf_to_ebitda": 0.05024711696869852, "capex_to_revenue": 0.04384590422326271, "working_capital_to_revenue": -0.037012655880580406, "capital_efficiency": 0.23964734271979327, "financial_health": -1.2488211613656948, "margin_quality": 0.07494463007770992, "growth_momentum": -0.4322138096042237, "company_age_years": 39.318275154004105, "ebitda": 8498000000.0, "spy_multiple": 12.0, "sector_multiple": 20.16183614444286, "sector_premium_over_spy": 0.6801530120369048}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2022-10-31", "company_multiple": 12.132611435394004, "revenue_cagr_3y": 0.12418449385462971, "revenue_cagr_5y": 0.0946229372134959, "earnings_cagr_3y": -0.000934579983705941, "quarterly_revenue_growth_yoy": 0.03375955091220957, "quarterly_earnings_growth_yoy": -0.521505376344086, "revenue_growth_qoq": 0.018473710488919614, "gross_margin": 0.2353495738743495, "operating_margin": 0.03872841089071574, "net_margin": 0.02684968700505317, "roa_ttm": 0.0619976625011238, "roe_ttm": 0.3129140575369816, "debt_to_ebitda": 2.1814804988060494, "net_debt_to_ebitda": 2.0549217299018308, "interest_coverage": 60.304, "debt_to_equity": 1.492331427534259, "current_ratio": 0.857461211789934, "quick_ratio": 0.13774544842955053, "fcf_to_ebitda": -0.2393207747413107, "capex_to_revenue": 0.04952125164411659, "working_capital_to_revenue": -0.03118072865407787, "capital_efficiency": 0.1874558600190527, "financial_health": -1.2748873744570575, "margin_quality": 0.10030922392337281, "growth_momentum": -0.24387291271593822, "company_age_years": 39.57015742642026, "ebitda": 7538000000.0, "spy_multiple": 12.0, "sector_multiple": 19.056664908150395, "sector_premium_over_spy": 0.588055409012533}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2023-01-31", "company_multiple": 14.222636460069708, "revenue_cagr_3y": 0.10294637246727922, "revenue_cagr_5y": 0.06638677677556792, "earnings_cagr_3y": 0.016512410293461288, "quarterly_revenue_growth_yoy": 0.012872628726287264, "quarterly_earnings_growth_yoy": -0.4326424870466321, "revenue_growth_qoq": 0.1839128139377027, "gross_margin": 0.21767797419971333, "operating_margin": 0.037267080745341616, "net_margin": 0.02790253225035834, "roa_ttm": 0.05212337114465173, "roe_ttm": 0.2475071225071225, "debt_to_ebitda": 2.4905288680103044, "net_debt_to_ebitda": 2.1527504167298077, "interest_coverage": 51.15503875968992, "debt_to_equity": 1.463230056980057, "current_ratio": 0.9151794871794872, "quick_ratio": 0.22292307692307692, "fcf_to_ebitda": -0.22882254887104106, "capex_to_revenue": 0.05065982404692082, "working_capital_to_revenue": -0.015157624633431085, "capital_efficiency": 0.14981524682588712, "financial_health": -1.3835102625665812, "margin_quality": 0.09428252906513775, "growth_momentum": -0.20988492916017243, "company_age_years": 39.82203969883641, "ebitda": 6599000000.0, "spy_multiple": 12.0, "sector_multiple": 17.015170947587855, "sector_premium_over_spy": 0.4179309122989878}, {"ticker": "TGT", "sector": "Consumer Defensive", "quarter_date": "2024-04-30", "company_multiple": 10.086268888117552, "revenue_cagr_3y": 0.004580111899799011, "revenue_cagr_5y": 0.06833478581628638, "earnings_cagr_3y": -0.2341374664330893, "quarterly_revenue_growth_yoy": -0.03123765895268936, "quarterly_earnings_growth_yoy": -0.008421052631578947, "revenue_growth_qoq": -0.2314608853660829, "gross_margin": 0.26350332232685175, "operating_margin": 0.052831111654641064, "net_margin": 0.038400391341567815, "roa_ttm": 0.07493150933468802, "roe_ttm": 0.2984104046242775, "debt_to_ebitda": 1.862894828184658, "net_debt_to_ebitda": 1.4459099849589263, "interest_coverage": 81.5377358490566, "debt_to_equity": 1.1633670520231214, "current_ratio": 0.8599627372979506, "quick_ratio": 0.2692985548114205, "fcf_to_ebitda": 0.5301399976859886, "capex_to_revenue": 0.036343684639986495, "working_capital_to_revenue": -0.026083041802271598, "capital_efficiency": 0.18667095697948274, "financial_health": -0.9091060454056693, "margin_quality": 0.11824494177435353, "growth_momentum": -0.019829355792134153, "company_age_years": 41.06776180698152, "ebitda": 8643000000.0, "spy_multiple": 12.0, "sector_multiple": 12.400243766449517, "sector_premium_over_spy": 0.03335364720412648}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2019-10-31", "company_multiple": 16.51128913884124, "revenue_cagr_3y": 0.09534241506303576, "revenue_cagr_5y": 0.08154164185481338, "earnings_cagr_3y": 0.15815243725556938, "quarterly_revenue_growth_yoy": 0.08943270719795458, "quarterly_earnings_growth_yoy": 0.09399596578700074, "revenue_growth_qoq": 0.001380742057188216, "gross_margin": 0.2953754709540717, "operating_margin": 0.07028885373773153, "net_margin": 0.052285717595906854, "roa_ttm": 0.0740808707885096, "roe_ttm": 0.24974207672794302, "debt_to_ebitda": 1.3665824010426257, "net_debt_to_ebitda": 1.264712383135412, "interest_coverage": 111.69143587207385, "debt_to_equity": 0.5570674887320735, "current_ratio": 1.124833390219967, "quick_ratio": 0.12697740232106342, "fcf_to_ebitda": 0.5863396702902975, "capex_to_revenue": 0.02574731686763703, "working_capital_to_revenue": 0.020645273055192405, "capital_efficiency": 0.16191147375822632, "financial_health": -0.40320077709481306, "margin_quality": 0.13931668076257, "growth_momentum": 0.09171433649247766, "company_age_years": 9.963039014373717, "ebitda": 2710081000.0, "spy_multiple": 15.0, "sector_multiple": 19.135561051176044, "sector_premium_over_spy": 0.27570407007840303}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2020-01-31", "company_multiple": 15.239323234738386, "revenue_cagr_3y": 0.06002635533548206, "revenue_cagr_5y": 0.07702343125714961, "earnings_cagr_3y": 0.08936767207919027, "quarterly_revenue_growth_yoy": 0.07636805809008951, "quarterly_earnings_growth_yoy": 0.10801235822291569, "revenue_growth_qoq": 0.023779095238960248, "gross_margin": 0.31752957188973685, "operating_margin": 0.10071403403523116, "net_margin": 0.07480633985326453, "roa_ttm": 0.07502951577308543, "roe_ttm": 0.2555098843715032, "debt_to_ebitda": 1.3810647826873779, "net_debt_to_ebitda": 1.2954535415096249, "interest_coverage": 109.79418782023703, "debt_to_equity": 0.5784107422603506, "current_ratio": 1.139605947759026, "quick_ratio": 0.11027036068633407, "fcf_to_ebitda": 0.5176697868411191, "capex_to_revenue": 0.028278581952933368, "working_capital_to_revenue": 0.022854673815529043, "capital_efficiency": 0.1652697000722943, "financial_health": -0.42385213526234927, "margin_quality": 0.1643499819260775, "growth_momentum": 0.0921902081565026, "company_age_years": 10.21492128678987, "ebitda": 2807108000.0, "spy_multiple": 20.0, "sector_multiple": 16.2159205070544, "sector_premium_over_spy": -0.18920397464728}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2020-04-30", "company_multiple": 14.714614890842274, "revenue_cagr_3y": 0.14625449639589827, "revenue_cagr_5y": 0.11425816405781597, "earnings_cagr_3y": 0.3252022843292772, "quarterly_revenue_growth_yoy": 0.27558704762134834, "quarterly_earnings_growth_yoy": 0.6894130847529824, "revenue_growth_qoq": 0.18033969846494138, "gross_margin": 0.3072388789942391, "operating_margin": 0.10259681984231662, "net_margin": 0.07698998952352083, "roa_ttm": 0.07960250661684759, "roe_ttm": 0.27436030523254606, "debt_to_ebitda": 1.5609468573182343, "net_debt_to_ebitda": 0.7192536573465645, "interest_coverage": 104.18210736890434, "debt_to_equity": 0.6878267064329698, "current_ratio": 1.4437649848406888, "quick_ratio": 0.5957084820289278, "fcf_to_ebitda": 0.807286835126266, "capex_to_revenue": 0.028246840849883992, "working_capital_to_revenue": 0.07266093442504958, "capital_efficiency": 0.17698140592469683, "financial_health": -0.4426709701030028, "margin_quality": 0.16227522945335884, "growth_momentum": 0.48250006618716534, "company_age_years": 10.461327857631758, "ebitda": 3176825000.0, "spy_multiple": 20.0, "sector_multiple": 18.247992995769042, "sector_premium_over_spy": -0.08760035021154788}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2020-10-31", "company_multiple": 13.877313819710487, "revenue_cagr_3y": 0.11572939499585555, "revenue_cagr_5y": 0.10105190969733968, "earnings_cagr_3y": 0.31501329265770117, "quarterly_revenue_growth_yoy": 0.17281706235080763, "quarterly_earnings_growth_yoy": 0.5709478867459992, "revenue_growth_qoq": -0.05580407084510897, "gross_margin": 0.31321432382578474, "operating_margin": 0.0942884583136424, "net_margin": 0.07003491013308535, "roa_ttm": 0.09741524652854489, "roe_ttm": 0.36471792575469336, "debt_to_ebitda": 1.30695415609089, "net_debt_to_ebitda": 0.751582452677923, "interest_coverage": 98.275547173557, "debt_to_equity": 0.7409529628364049, "current_ratio": 1.2798440286968986, "quick_ratio": 0.42601632867051487, "fcf_to_ebitda": 0.7565164123598468, "capex_to_revenue": 0.02968271087585619, "working_capital_to_revenue": 0.05069938996841393, "capital_efficiency": 0.23106658614161912, "financial_health": -0.5073506021773041, "margin_quality": 0.15917923075750418, "growth_momentum": 0.3718824745484034, "company_age_years": 10.965092402464066, "ebitda": 3960308000.0, "spy_multiple": 20.0, "sector_multiple": 16.600890347908717, "sector_premium_over_spy": -0.16995548260456417}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2021-04-30", "company_multiple": 13.408447251668573, "revenue_cagr_3y": 0.11170681361458135, "revenue_cagr_5y": 0.09794105045236856, "earnings_cagr_3y": 0.22927972324583346, "quarterly_revenue_growth_yoy": -0.005620558282354548, "quarterly_earnings_growth_yoy": 0.04197581351872408, "revenue_growth_qoq": -0.0016114993551625736, "gross_margin": 0.3280180703071695, "operating_margin": 0.10818401316801263, "net_margin": 0.08067514632844516, "roa_ttm": 0.10628779565377372, "roe_ttm": 0.4291816301795622, "debt_to_ebitda": 1.2494340975255513, "net_debt_to_ebitda": 1.085124770779349, "interest_coverage": 103.67297979797979, "debt_to_equity": 0.8371426857122285, "current_ratio": 1.136649598016931, "quick_ratio": 0.1772736491227938, "fcf_to_ebitda": 0.41374103624569825, "capex_to_revenue": 0.03294600246639743, "working_capital_to_revenue": 0.02155373660871956, "capital_efficiency": 0.26773471291666795, "financial_health": -0.6336574650541752, "margin_quality": 0.17229240993454242, "growth_momentum": 0.018177627618184766, "company_age_years": 11.460643394934976, "ebitda": 4187559000.0, "spy_multiple": 20.0, "sector_multiple": 15.244711595052774, "sector_premium_over_spy": -0.23776442024736133}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2021-07-31", "company_multiple": 14.946990527253485, "revenue_cagr_3y": 0.10316132996271521, "revenue_cagr_5y": 0.09915006231370183, "earnings_cagr_3y": 0.16082936440578322, "quarterly_revenue_growth_yoy": -0.003920089274353395, "quarterly_earnings_growth_yoy": -0.19119071712707322, "revenue_growth_qoq": 0.029667309608754425, "gross_margin": 0.31648512554279107, "operating_margin": 0.09821370562847231, "net_margin": 0.07364212934779066, "roa_ttm": 0.09933262993820419, "roe_ttm": 0.4125330467718243, "debt_to_ebitda": 1.3171756054349946, "net_debt_to_ebitda": 1.2389950933108411, "interest_coverage": 101.75181334009638, "debt_to_equity": 0.861086810050618, "current_ratio": 1.093744501818187, "quick_ratio": 0.13021245887086236, "fcf_to_ebitda": 0.2901506801719011, "capex_to_revenue": 0.03333585719733883, "working_capital_to_revenue": 0.015257069806959454, "capital_efficiency": 0.25593283835501424, "financial_health": -0.665007088501403, "margin_quality": 0.16278032017301802, "growth_momentum": -0.0975554032007133, "company_age_years": 11.71252566735113, "ebitda": 4012074000.0, "spy_multiple": 20.0, "sector_multiple": 17.404655996394286, "sector_premium_over_spy": -0.12976720018028565}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2021-10-31", "company_multiple": 14.382172424835742, "revenue_cagr_3y": 0.09897726246399197, "revenue_cagr_5y": 0.09871002064716894, "earnings_cagr_3y": 0.1338140800075618, "quarterly_revenue_growth_yoy": 0.03880836013842096, "quarterly_earnings_growth_yoy": -0.1518980949395744, "revenue_growth_qoq": -0.01530126824842622, "gross_margin": 0.30752389191671736, "operating_margin": 0.07814047671011391, "net_margin": 0.05717776539331161, "roa_ttm": 0.09429174634108409, "roe_ttm": 0.3949306286260253, "debt_to_ebitda": 1.3478050960150942, "net_debt_to_ebitda": 1.2231764987327038, "interest_coverage": 100.02923618551966, "debt_to_equity": 0.8537707431951367, "current_ratio": 1.0768809471093017, "quick_ratio": 0.15381502548820233, "fcf_to_ebitda": 0.4105039957194004, "capex_to_revenue": 0.0326561473537545, "working_capital_to_revenue": 0.01298673401302543, "capital_efficiency": 0.2446111874835547, "financial_health": -0.6479619296526197, "margin_quality": 0.14761404467338096, "growth_momentum": -0.05654486740057672, "company_age_years": 11.964407939767282, "ebitda": 3920946000.0, "spy_multiple": 20.0, "sector_multiple": 15.574226538980632, "sector_premium_over_spy": -0.22128867305096844}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2023-01-31", "company_multiple": 14.789893810742496, "revenue_cagr_3y": 0.12542869750753782, "revenue_cagr_5y": 0.10728840831762154, "earnings_cagr_3y": 0.07173808719653607, "quarterly_revenue_growth_yoy": 0.17932940243066825, "quarterly_earnings_growth_yoy": 0.10327852662976435, "revenue_growth_qoq": 0.07797406224752086, "gross_margin": 0.30857058679452826, "operating_margin": 0.09146158050837865, "net_margin": 0.06460266667137121, "roa_ttm": 0.08307115885172442, "roe_ttm": 0.4359596533383185, "debt_to_ebitda": 2.047574938979916, "net_debt_to_ebitda": 1.953422898545289, "interest_coverage": 54.168301745569245, "debt_to_equity": 1.4974159889652623, "current_ratio": 1.2875862296204605, "quick_ratio": 0.13931866880624372, "fcf_to_ebitda": 0.10461329601230172, "capex_to_revenue": 0.041236296720112316, "working_capital_to_revenue": 0.04474163375885388, "capital_efficiency": 0.25951540609502144, "financial_health": -1.251709837106026, "margin_quality": 0.15487827799142603, "growth_momentum": 0.1413039645302163, "company_age_years": 13.215605749486652, "ebitda": 4052764000.0, "spy_multiple": 12.0, "sector_multiple": 17.015170947587855, "sector_premium_over_spy": 0.4179309122989878}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2023-04-30", "company_multiple": 13.913579640351069, "revenue_cagr_3y": 0.03411106300593536, "revenue_cagr_5y": 0.0884889977961163, "earnings_cagr_3y": -0.07525013708260941, "quarterly_revenue_growth_yoy": 0.06758727108679893, "quarterly_earnings_growth_yoy": -0.0692599568991255, "revenue_growth_qoq": -0.0842970537710478, "gross_margin": 0.3163359889164228, "operating_margin": 0.07929694122724244, "net_margin": 0.055056111465988045, "roa_ttm": 0.07977846413760224, "roe_ttm": 0.4006084999606588, "debt_to_ebitda": 2.107167640181328, "net_debt_to_ebitda": 2.030376208451267, "interest_coverage": 49.095703172041716, "debt_to_equity": 1.4473726553434725, "current_ratio": 1.3204202351902141, "quick_ratio": 0.11795654221439941, "fcf_to_ebitda": 0.020607048306653563, "capex_to_revenue": 0.04272370553046631, "working_capital_to_revenue": 0.0508576219126778, "capital_efficiency": 0.24019348204913052, "financial_health": -1.1737367853407836, "margin_quality": 0.15022968053655109, "growth_momentum": -0.0008363429061632802, "company_age_years": 13.45927446954141, "ebitda": 4076809000.0, "spy_multiple": 12.0, "sector_multiple": 17.29707450790507, "sector_premium_over_spy": 0.4414228756587557}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2024-01-31", "company_multiple": 11.195815265305107, "revenue_cagr_3y": 0.054210412249284134, "revenue_cagr_5y": 0.08193322377873113, "earnings_cagr_3y": -0.14494206294752787, "quarterly_revenue_growth_yoy": -0.03375439960395601, "quarterly_earnings_growth_yoy": -0.39039347022992255, "revenue_growth_qoq": 0.016962101207726527, "gross_margin": 0.27218706592088826, "operating_margin": 0.05879729947129963, "net_margin": 0.04075796818871485, "roa_ttm": 0.0539451897513511, "roe_ttm": 0.2461467933814769, "debt_to_ebitda": 2.5453809649682118, "net_debt_to_ebitda": 2.3823254760943016, "interest_coverage": 42.72849047551124, "debt_to_equity": 1.2427202720829194, "current_ratio": 1.1910615711284223, "quick_ratio": 0.1511304174836199, "fcf_to_ebitda": 0.20988057089739198, "capex_to_revenue": 0.04394291279021247, "working_capital_to_revenue": 0.03321192974941931, "capital_efficiency": 0.15004599156641402, "financial_health": -0.9058647214706544, "margin_quality": 0.12391411119363425, "growth_momentum": -0.21207393491693927, "company_age_years": 14.21492128678987, "ebitda": 3295093000.0, "spy_multiple": 12.0, "sector_multiple": 13.376636455450889, "sector_premium_over_spy": 0.11471970462090741}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2024-04-30", "company_multiple": 12.235798267362311, "revenue_cagr_3y": 0.05675319676134105, "revenue_cagr_5y": 0.08401823967878563, "earnings_cagr_3y": -0.18765793117047613, "quarterly_revenue_growth_yoy": 0.06113660183550341, "quarterly_earnings_growth_yoy": -0.29367976981997745, "revenue_growth_qoq": 0.005630361736058802, "gross_margin": 0.2783797815235614, "operating_margin": 0.05508400678191019, "net_margin": 0.03664678539615762, "roa_ttm": 0.04870156077013692, "roe_ttm": 0.21573891181925492, "debt_to_ebitda": 2.6826101871838985, "net_debt_to_ebitda": 2.4524074030302314, "interest_coverage": 43.2222605718388, "debt_to_equity": 1.1997544634215782, "current_ratio": 1.2190814864867714, "quick_ratio": 0.17503856599248824, "fcf_to_ebitda": 0.3786457291905563, "capex_to_revenue": 0.04276455284720157, "working_capital_to_revenue": 0.0370607565971228, "capital_efficiency": 0.13222023629469593, "financial_health": -0.8656484328688113, "margin_quality": 0.1233701912338764, "growth_momentum": -0.11627158399223703, "company_age_years": 14.461327857631758, "ebitda": 3130718000.0, "spy_multiple": 12.0, "sector_multiple": 12.400243766449517, "sector_premium_over_spy": 0.03335364720412648}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2024-07-31", "company_multiple": 11.163776596431868, "revenue_cagr_3y": 0.05682971605246179, "revenue_cagr_5y": 0.07898479188056018, "earnings_cagr_3y": -0.16250942092544207, "quarterly_revenue_growth_yoy": 0.04227974146251483, "quarterly_earnings_growth_yoy": -0.20187272707882303, "revenue_growth_qoq": 0.02989099982741614, "gross_margin": 0.29964454733774837, "operating_margin": 0.05386312981490077, "net_margin": 0.03664806758546539, "roa_ttm": 0.04449539373915662, "roe_ttm": 0.1949751509523517, "debt_to_ebitda": 2.7925330075504036, "net_debt_to_ebitda": 2.387504683184824, "interest_coverage": 44.30910024952297, "debt_to_equity": 1.161124470024261, "current_ratio": 1.2216795331084314, "quick_ratio": 0.24137065728708687, "fcf_to_ebitda": 0.5597746638624423, "capex_to_revenue": 0.04103059461837038, "working_capital_to_revenue": 0.03989857796125501, "capital_efficiency": 0.11973527234575417, "financial_health": -0.8203773717344496, "margin_quality": 0.13005191491270485, "growth_momentum": -0.0797964928081541, "company_age_years": 14.713210130047912, "ebitda": 3018779000.0, "spy_multiple": 12.0, "sector_multiple": 13.55361518407504, "sector_premium_over_spy": 0.12946793200625328}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2016-12-31", "company_multiple": 15.529211898495307, "revenue_cagr_3y": 0.020480714455654248, "revenue_cagr_5y": 0.032228976572679535, "earnings_cagr_3y": -0.0034803065745614425, "quarterly_revenue_growth_yoy": 0.026625704045058884, "quarterly_earnings_growth_yoy": -0.04078888390856118, "revenue_growth_qoq": 0.11972076788830716, "gross_margin": 0.80143391521197, "operating_margin": 0.19233167082294264, "net_margin": 0.13341645885286782, "roa_ttm": 0.09642347484837674, "roe_ttm": 0.2850250461376219, "debt_to_ebitda": 2.002780950489149, "net_debt_to_ebitda": 1.3760738938272832, "interest_coverage": 91.53181818181818, "debt_to_equity": 1.0632744529396256, "current_ratio": 1.0742485419470615, "quick_ratio": 0.7875729026469269, "fcf_to_ebitda": 0.5663703630133585, "capex_to_revenue": 0.04482322122400183, "working_capital_to_revenue": 0.02909685472670054, "capital_efficiency": 0.19072426049299934, "financial_health": -0.38572834329983724, "margin_quality": 0.37572734829592686, "growth_momentum": -0.0070815899317511494, "company_age_years": 21.125256673511295, "ebitda": 2013700000.0, "spy_multiple": 15.0, "sector_multiple": 15.683926526068403, "sector_premium_over_spy": 0.045595101737893495}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2017-03-31", "company_multiple": 16.528298261665142, "revenue_cagr_3y": 0.03864716778918065, "revenue_cagr_5y": 0.04909558506635103, "earnings_cagr_3y": 0.11808894789707303, "quarterly_revenue_growth_yoy": 0.07547524938829286, "quarterly_earnings_growth_yoy": 0.12198795180722892, "revenue_growth_qoq": -0.1094139650872818, "gross_margin": 0.7931396569828492, "operating_margin": 0.1494574728736437, "net_margin": 0.10430521526076304, "roa_ttm": 0.09729139362166885, "roe_ttm": 0.27033260500121387, "debt_to_ebitda": 1.8760533538787498, "net_debt_to_ebitda": 1.32758703712621, "interest_coverage": 74.16785714285714, "debt_to_equity": 0.9458606457878126, "current_ratio": 1.7384615384615385, "quick_ratio": 1.2804195804195804, "fcf_to_ebitda": 0.5863148264072808, "capex_to_revenue": 0.04378773874208512, "working_capital_to_revenue": 0.18244171280979243, "capital_efficiency": 0.18381199931144135, "financial_health": -0.7203397483197292, "margin_quality": 0.3489674483724186, "growth_momentum": 0.0987316005977609, "company_age_years": 21.371663244353183, "ebitda": 2076700000.0, "spy_multiple": 15.0, "sector_multiple": 16.61099441514117, "sector_premium_over_spy": 0.10739962767607802}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2017-06-30", "company_multiple": 17.551520146520147, "revenue_cagr_3y": 0.020222123239649337, "revenue_cagr_5y": 0.05151843085946184, "earnings_cagr_3y": -0.03859357255075191, "quarterly_revenue_growth_yoy": 0.09360238824018441, "quarterly_earnings_growth_yoy": 1.4491978609625669, "revenue_growth_qoq": 0.01295064753237662, "gross_margin": 0.7881824464409123, "operating_margin": 0.07947477539737388, "net_margin": 0.07912923289564616, "roa_ttm": 0.10797026279391425, "roe_ttm": 0.28489963503649635, "debt_to_ebitda": 1.6355311355311355, "net_debt_to_ebitda": 1.1153846153846154, "interest_coverage": 68.25, "debt_to_equity": 0.8147810218978102, "current_ratio": 1.7584130357775416, "quick_ratio": 1.234502302515055, "fcf_to_ebitda": 0.5934065934065934, "capex_to_revenue": 0.04262516914749662, "working_capital_to_revenue": 0.1810723951285521, "capital_efficiency": 0.1964349489152053, "financial_health": -0.6734677716529869, "margin_quality": 0.3155954849113108, "growth_momentum": 0.7714001246013756, "company_age_years": 21.620807665982205, "ebitda": 2184000000.0, "spy_multiple": 15.0, "sector_multiple": 17.551520146520147, "sector_premium_over_spy": 0.17010134310134317}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2017-09-30", "company_multiple": 18.20166709021601, "revenue_cagr_3y": 0.07560449625154497, "revenue_cagr_5y": 0.051295321607165656, "earnings_cagr_3y": 0.2324449508503612, "quarterly_revenue_growth_yoy": 0.14275741710296685, "quarterly_earnings_growth_yoy": 0.4523809523809524, "revenue_growth_qoq": 0.13130615065653076, "gross_margin": 0.7828344532681735, "operating_margin": 0.17379352474037874, "net_margin": 0.13042150274893097, "roa_ttm": 0.11326012129159155, "roe_ttm": 0.2921158317480448, "debt_to_ebitda": 1.6666666666666667, "net_debt_to_ebitda": 1.0550614146548072, "interest_coverage": 76.16129032258064, "debt_to_equity": 0.8317480448108222, "current_ratio": 1.7527052832590706, "quick_ratio": 1.269573520050923, "fcf_to_ebitda": 0.6387124099957645, "capex_to_revenue": 0.043734161693779125, "working_capital_to_revenue": 0.19332951851549088, "capital_efficiency": 0.20268797651981818, "financial_health": -0.5967295540221255, "margin_quality": 0.3623498269191611, "growth_momentum": 0.2975691847419596, "company_age_years": 21.872689938398356, "ebitda": 2361000000.0, "spy_multiple": 15.0, "sector_multiple": 18.20166709021601, "sector_premium_over_spy": 0.21344447268106737}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2017-12-31", "company_multiple": 19.99070379338176, "revenue_cagr_3y": 0.07137116585505088, "revenue_cagr_5y": 0.05003736969728445, "earnings_cagr_3y": -0.3439969621962209, "quarterly_revenue_growth_yoy": 0.16708229426433915, "quarterly_earnings_growth_yoy": -0.7126168224299065, "revenue_growth_qoq": 0.14355528405620036, "gross_margin": 0.7988782051282052, "operating_margin": 0.18963675213675213, "net_margin": 0.032852564102564104, "roa_ttm": 0.08544906378927325, "roe_ttm": 0.23592552026286967, "debt_to_ebitda": 1.5282485875706215, "net_debt_to_ebitda": 0.678773204196933, "interest_coverage": 77.4375, "debt_to_equity": 0.8295728368017524, "current_ratio": 1.7558037026153395, "quick_ratio": 1.3311783720246841, "fcf_to_ebitda": 0.7534301856335754, "capex_to_revenue": 0.043777899600595194, "working_capital_to_revenue": 0.2014253269637403, "capital_efficiency": 0.16068729202607146, "financial_health": -0.5720913891276714, "margin_quality": 0.3404558404558405, "growth_momentum": -0.2727672640827837, "company_age_years": 22.12457221081451, "ebitda": 2478000000.0, "spy_multiple": 15.0, "sector_multiple": 19.99070379338176, "sector_premium_over_spy": 0.33271358622545066}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2018-03-31", "company_multiple": 22.47813385214008, "revenue_cagr_3y": 0.09305499319163113, "revenue_cagr_5y": 0.08016633360087799, "earnings_cagr_3y": 0.10986834793709477, "quarterly_revenue_growth_yoy": 0.17955897794889744, "quarterly_earnings_growth_yoy": 0.2483221476510067, "revenue_growth_qoq": -0.0998931623931624, "gross_margin": 0.7973293768545994, "operating_margin": 0.14777448071216617, "net_margin": 0.11038575667655787, "roa_ttm": 0.09011901033510805, "roe_ttm": 0.24432180004245382, "debt_to_ebitda": 1.4237354085603113, "net_debt_to_ebitda": 0.5910505836575876, "interest_coverage": 77.87878787878788, "debt_to_equity": 0.7766928465293993, "current_ratio": 1.8208382526564344, "quick_ratio": 1.3683589138134593, "fcf_to_ebitda": 0.7482490272373541, "capex_to_revenue": 0.041861165487125436, "working_capital_to_revenue": 0.2093811173016112, "capital_efficiency": 0.16722040518878095, "financial_health": -0.5463071515426943, "margin_quality": 0.35182987141444116, "growth_momentum": 0.21394056279995208, "company_age_years": 22.3709787816564, "ebitda": 2570000000.0, "spy_multiple": 15.0, "sector_multiple": 22.47813385214008, "sector_premium_over_spy": 0.4985422568093385}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2018-06-30", "company_multiple": 20.83588556271315, "revenue_cagr_3y": 0.09286306647843667, "revenue_cagr_5y": 0.06478379397320033, "earnings_cagr_3y": 0.06726885931119542, "quarterly_revenue_growth_yoy": 0.13856254319281272, "quarterly_earnings_growth_yoy": -0.18777292576419213, "revenue_growth_qoq": -0.02225519287833828, "gross_margin": 0.7884673748103187, "operating_margin": 0.08406676783004552, "net_margin": 0.056449165402124434, "roa_ttm": 0.08816742261478476, "roe_ttm": 0.2363481228668942, "debt_to_ebitda": 1.3429329291398258, "net_debt_to_ebitda": 0.5164835164835165, "interest_coverage": 82.46875, "debt_to_equity": 0.7559726962457338, "current_ratio": 1.8634441087613294, "quick_ratio": 1.3746223564954683, "fcf_to_ebitda": 0.7366426676771505, "capex_to_revenue": 0.04596945114375502, "working_capital_to_revenue": 0.20887232332090916, "capital_efficiency": 0.16225777274083947, "financial_health": -0.5433870868526949, "margin_quality": 0.3096611026808295, "growth_momentum": -0.024605191285689706, "company_age_years": 22.62012320328542, "ebitda": 2639000000.0, "spy_multiple": 15.0, "sector_multiple": 20.83588556271315, "sector_premium_over_spy": 0.3890590375142098}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2018-09-30", "company_multiple": 20.75468033687294, "revenue_cagr_3y": 0.07525036506688254, "revenue_cagr_5y": 0.05667740913708519, "earnings_cagr_3y": 0.17362682692143117, "quarterly_revenue_growth_yoy": 0.07635919364691508, "quarterly_earnings_growth_yoy": 0.17096018735362997, "revenue_growth_qoq": 0.06949924127465858, "gross_margin": 0.7664585698070374, "operating_margin": 0.18501702610669693, "net_margin": 0.14188422247446084, "roa_ttm": 0.09415610300566053, "roe_ttm": 0.26804357694053565, "debt_to_ebitda": 1.2976931526913218, "net_debt_to_ebitda": 0.7693152691321861, "interest_coverage": 80.32352941176471, "debt_to_equity": 0.8043576940535633, "current_ratio": 1.7538591074936851, "quick_ratio": 1.2820656749929835, "fcf_to_ebitda": 0.6298059318930794, "capex_to_revenue": 0.04600588530826096, "working_capital_to_revenue": 0.19277973157252565, "capital_efficiency": 0.1810998399730981, "financial_health": -0.6477791748179274, "margin_quality": 0.36445327279606504, "growth_momentum": 0.12365969050027253, "company_age_years": 22.872005475701574, "ebitda": 2731000000.0, "spy_multiple": 15.0, "sector_multiple": 20.75468033687294, "sector_premium_over_spy": 0.38364535579152936}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2018-12-31", "company_multiple": 17.728210714285716, "revenue_cagr_3y": 0.08624243486995553, "revenue_cagr_5y": 0.058172603122009114, "earnings_cagr_3y": 0.08694695942581321, "quarterly_revenue_growth_yoy": 0.06971153846153846, "quarterly_earnings_growth_yoy": 3.658536585365854, "revenue_growth_qoq": 0.13649262202043133, "gross_margin": 0.7727840199750312, "operating_margin": 0.19250936329588014, "net_margin": 0.14307116104868914, "roa_ttm": 0.1286683496371095, "roe_ttm": 0.3787738039944264, "debt_to_ebitda": 1.2110714285714286, "net_debt_to_ebitda": 0.5410714285714285, "interest_coverage": 80.0, "debt_to_equity": 0.7875058058522991, "current_ratio": 1.7055084745762712, "quick_ratio": 1.2682733050847457, "fcf_to_ebitda": 0.6207142857142857, "capex_to_revenue": 0.046357615894039736, "working_capital_to_revenue": 0.18768493729744962, "capital_efficiency": 0.25372107681576794, "financial_health": -0.635329378880431, "margin_quality": 0.36945484810653356, "growth_momentum": 1.864124061913696, "company_age_years": 23.123887748117728, "ebitda": 2800000000.0, "spy_multiple": 15.0, "sector_multiple": 17.728210714285716, "sector_premium_over_spy": 0.1818807142857144}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2019-03-31", "company_multiple": 20.072766076115485, "revenue_cagr_3y": 0.12117999452503114, "revenue_cagr_5y": 0.07985624606203778, "earnings_cagr_3y": 0.2784634136450368, "quarterly_revenue_growth_yoy": 0.11097922848664689, "quarterly_earnings_growth_yoy": 0.49193548387096775, "revenue_growth_qoq": -0.0651685393258427, "gross_margin": 0.78125, "operating_margin": 0.18002136752136752, "net_margin": 0.1482371794871795, "roa_ttm": 0.14028304075477535, "roe_ttm": 0.3953792502179599, "debt_to_ebitda": 1.1151574803149606, "net_debt_to_ebitda": 0.16305774278215224, "interest_coverage": 95.25, "debt_to_equity": 0.7408456843940715, "current_ratio": 1.6922713306546915, "quick_ratio": 1.2635310801229025, "fcf_to_ebitda": 0.5564304461942258, "capex_to_revenue": 0.048187808896210875, "working_capital_to_revenue": 0.20105711147721034, "capital_efficiency": 0.2678311454863676, "financial_health": -0.40395644658656027, "margin_quality": 0.3698361823361824, "growth_momentum": 0.3014573561788073, "company_age_years": 23.370294318959616, "ebitda": 3048000000.0, "spy_multiple": 15.0, "sector_multiple": 20.072766076115485, "sector_premium_over_spy": 0.33818440507436565}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2019-06-30", "company_multiple": 22.584615615615615, "revenue_cagr_3y": 0.10701062849455045, "revenue_cagr_5y": 0.05666184671297181, "earnings_cagr_3y": 0.18858254244779493, "quarterly_revenue_growth_yoy": 0.08952959028831563, "quarterly_earnings_growth_yoy": -0.15591397849462366, "revenue_growth_qoq": -0.04113247863247863, "gross_margin": 0.7674094707520891, "operating_margin": 0.06016713091922005, "net_margin": 0.04373259052924791, "roa_ttm": 0.1356795378534509, "roe_ttm": 0.4069767441860465, "debt_to_ebitda": 1.138471805138472, "net_debt_to_ebitda": 0.14180847514180847, "interest_coverage": 93.65625, "debt_to_equity": 0.7779297765617875, "current_ratio": 1.5661237785016286, "quick_ratio": 1.1305103148751356, "fcf_to_ebitda": 0.5915915915915916, "capex_to_revenue": 0.05005718899280091, "working_capital_to_revenue": 0.17540200497880643, "capital_efficiency": 0.2713281410197487, "financial_health": -0.4332380233022593, "margin_quality": 0.29043639740018573, "growth_momentum": -0.033192194103154014, "company_age_years": 23.619438740588638, "ebitda": 2997000000.0, "spy_multiple": 15.0, "sector_multiple": 24.820483533219114, "sector_premium_over_spy": 0.6546989022146077}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2019-09-30", "company_multiple": 23.886042132141718, "revenue_cagr_3y": 0.1077989399486845, "revenue_cagr_5y": 0.08162650941755101, "earnings_cagr_3y": 0.26490102675890426, "quarterly_revenue_growth_yoy": 0.10527809307604995, "quarterly_earnings_growth_yoy": 0.19, "revenue_growth_qoq": 0.08495821727019498, "gross_margin": 0.7668806161745828, "operating_margin": 0.2, "net_margin": 0.1527599486521181, "roa_ttm": 0.12183267448642343, "roe_ttm": 0.41501103752759383, "debt_to_ebitda": 1.2004468560485158, "net_debt_to_ebitda": 0.47941270347909354, "interest_coverage": 97.90625, "debt_to_equity": 0.830242825607064, "current_ratio": 1.5298474945533769, "quick_ratio": 1.0821350762527233, "fcf_to_ebitda": 0.5505904883498245, "capex_to_revenue": 0.04864119732178023, "working_capital_to_revenue": 0.1596429040304582, "capital_efficiency": 0.26842185600700863, "financial_health": -0.49267922445614554, "margin_quality": 0.3732135216089003, "growth_momentum": 0.14763904653802498, "company_age_years": 23.871321013004792, "ebitda": 3133000000.0, "spy_multiple": 15.0, "sector_multiple": 29.659213787076535, "sector_premium_over_spy": 0.9772809191384357}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2019-12-31", "company_multiple": 24.234316281971303, "revenue_cagr_3y": 0.12960816255496987, "revenue_cagr_5y": 0.08717728385207724, "earnings_cagr_3y": 0.09178504726411951, "quarterly_revenue_growth_yoy": 0.15455680399500624, "quarterly_earnings_growth_yoy": -0.027923211169284468, "revenue_growth_qoq": 0.18716302952503208, "gross_margin": 0.7748702422145328, "operating_margin": 0.05644463667820069, "net_margin": 0.12045847750865052, "roa_ttm": 0.10391927301109438, "roe_ttm": 0.40752076956711847, "debt_to_ebitda": 1.7320648783530879, "net_debt_to_ebitda": 0.6104179663131628, "interest_coverage": 84.36842105263158, "debt_to_equity": 1.2140358548316572, "current_ratio": 1.6854431657581264, "quick_ratio": 1.269937411669695, "fcf_to_ebitda": 0.5477230193387399, "capex_to_revenue": 0.04686810067495111, "working_capital_to_revenue": 0.2141550495174415, "capital_efficiency": 0.2557200212891064, "financial_health": -0.8187597220890617, "margin_quality": 0.31725778546712796, "growth_momentum": 0.06331679641286088, "company_age_years": 24.123203285420946, "ebitda": 3206000000.0, "spy_multiple": 15.0, "sector_multiple": 28.850298364502702, "sector_premium_over_spy": 0.9233532243001801}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2016-01-31", "company_multiple": 11.969800274432078, "revenue_cagr_3y": 0.06214523847333675, "revenue_cagr_5y": 0.047801691403411395, "earnings_cagr_3y": -0.6632299982814841, "quarterly_revenue_growth_yoy": 0.05541822821146639, "quarterly_earnings_growth_yoy": -0.9755555555555555, "revenue_growth_qoq": -0.06320334064689645, "gross_margin": 0.3466304019341191, "operating_margin": 0.033167119975823514, "net_margin": 0.0008310667875491085, "roa_ttm": 0.08003017634300444, "roe_ttm": 0.3326365299189966, "debt_to_ebitda": 1.928495197438634, "net_debt_to_ebitda": 1.8667479798749809, "interest_coverage": 45.548611111111114, "debt_to_equity": 1.652599947739744, "current_ratio": 1.006576439191765, "quick_ratio": 0.10512771635531834, "fcf_to_ebitda": 0.5468821466686995, "capex_to_revenue": 0.0202630643441166, "working_capital_to_revenue": 0.0011680463155756438, "capital_efficiency": 0.20633335313100054, "financial_health": -1.495630996267046, "margin_quality": 0.12687619623249724, "growth_momentum": -0.4600686636720446, "company_age_years": 30.584531143052704, "ebitda": 6559000000.0, "spy_multiple": 15.0, "sector_multiple": 13.301312160774534, "sector_premium_over_spy": -0.11324585594836434}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2016-04-30", "company_multiple": 11.467918899348298, "revenue_cagr_3y": 0.055447164535306515, "revenue_cagr_5y": 0.045677307878896345, "earnings_cagr_3y": 0.17856308793167153, "quarterly_revenue_growth_yoy": 0.06086350974930362, "quarterly_earnings_growth_yoy": 0.3135215453194651, "revenue_growth_qoq": 0.15095194922937444, "gross_margin": 0.35492976237363794, "operating_margin": 0.10410922935538926, "net_margin": 0.058028095050544834, "roa_ttm": 0.0741587540683756, "roe_ttm": 0.38227953410981697, "debt_to_ebitda": 2.2309920347574224, "net_debt_to_ebitda": 1.570456191165822, "interest_coverage": 43.70253164556962, "debt_to_equity": 2.1360232945091515, "current_ratio": 1.16656044189505, "quick_ratio": 0.38368387507966856, "fcf_to_ebitda": 0.6304127443881246, "capex_to_revenue": 0.019567284434583884, "working_capital_to_revenue": 0.039234657280597864, "capital_efficiency": 0.22821914408909627, "financial_health": -1.8631735256492339, "margin_quality": 0.17235569559319067, "growth_momentum": 0.18719252753438434, "company_age_years": 30.830937713894592, "ebitda": 6905000000.0, "spy_multiple": 15.0, "sector_multiple": 11.615491345814197, "sector_premium_over_spy": -0.22563391027905355}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2016-07-31", "company_multiple": 12.418304914744233, "revenue_cagr_3y": 0.05139437256889501, "revenue_cagr_5y": 0.046572584084192625, "earnings_cagr_3y": 0.0743861740008378, "quarterly_revenue_growth_yoy": 0.05257090154484667, "quarterly_earnings_growth_yoy": 0.03641207815275311, "revenue_growth_qoq": 0.19863463305763424, "gross_margin": 0.32431544359255204, "operating_margin": 0.11232201533406352, "net_margin": 0.06391018619934283, "roa_ttm": 0.07671848866222478, "roe_ttm": 0.40474468392882973, "debt_to_ebitda": 2.265510818168792, "net_debt_to_ebitda": 1.9806562544777189, "interest_coverage": 40.812865497076025, "debt_to_equity": 2.2871401706928975, "current_ratio": 1.0127436850489266, "quick_ratio": 0.20837442160358036, "fcf_to_ebitda": 0.5919186129818026, "capex_to_revenue": 0.01835389999835686, "working_capital_to_revenue": 0.0027604791403079247, "capital_efficiency": 0.24073158629552727, "financial_health": -2.060057696287037, "margin_quality": 0.16684921504198613, "growth_momentum": 0.04449148984879989, "company_age_years": 31.082819986310746, "ebitda": 6979000000.0, "spy_multiple": 15.0, "sector_multiple": 12.908059008332195, "sector_premium_over_spy": -0.1394627327778537}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2016-10-31", "company_multiple": 10.97457986373959, "revenue_cagr_3y": 0.0634113296816099, "revenue_cagr_5y": 0.05836897023394472, "earnings_cagr_3y": -0.0884151796241418, "quarterly_revenue_growth_yoy": 0.11395003184938779, "quarterly_earnings_growth_yoy": -0.48641304347826086, "revenue_growth_qoq": -0.13806133625410733, "gross_margin": 0.31952474744265835, "operating_margin": 0.05966071542029354, "net_margin": 0.024016773619670882, "roa_ttm": 0.06898501554990105, "roe_ttm": 0.36975299287770874, "debt_to_ebitda": 2.3005299015897047, "net_debt_to_ebitda": 2.1551854655563965, "interest_coverage": 39.550898203592816, "debt_to_equity": 2.302621609334748, "current_ratio": 1.0075199873347582, "quick_ratio": 0.1375761893453653, "fcf_to_ebitda": 0.6561695685087056, "capex_to_revenue": 0.018777313547519568, "working_capital_to_revenue": 0.0015207542941298884, "capital_efficiency": 0.2193690042138049, "financial_health": -2.1542494744043905, "margin_quality": 0.13440074549420758, "growth_momentum": -0.18623150581443654, "company_age_years": 31.3347022587269, "ebitda": 6605000000.0, "spy_multiple": 15.0, "sector_multiple": 11.648095260073829, "sector_premium_over_spy": -0.2234603159950781}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2017-01-31", "company_multiple": 10.559661335841957, "revenue_cagr_3y": 0.10621490874969819, "revenue_cagr_5y": 0.06300410182947513, "earnings_cagr_3y": 0.29398934610938454, "quarterly_revenue_growth_yoy": 0.19250528860682986, "quarterly_earnings_growth_yoy": 59.27272727272727, "revenue_growth_qoq": 0.0028591397166274858, "gross_margin": 0.32045108971109987, "operating_margin": 0.08039787126203751, "net_margin": 0.0420045615813482, "roa_ttm": 0.08986282259939549, "roe_ttm": 0.48057196145477155, "debt_to_ebitda": 2.109797070286252, "net_debt_to_ebitda": 2.03480714957667, "interest_coverage": 46.21739130434783, "debt_to_equity": 2.4400062169723347, "current_ratio": 1.002171371304493, "quick_ratio": 0.12877902121262735, "fcf_to_ebitda": 0.5980378981319715, "capex_to_revenue": 0.017949151760308844, "working_capital_to_revenue": 0.0003998954119691773, "capital_efficiency": 0.2852173920270835, "financial_health": -2.2209603357598704, "margin_quality": 0.14761784085149518, "growth_momentum": 29.732616280667052, "company_age_years": 31.586584531143053, "ebitda": 7441000000.0, "spy_multiple": 15.0, "sector_multiple": 12.172776084560015, "sector_premium_over_spy": -0.18848159436266565}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2017-04-30", "company_multiple": 12.432418450926857, "revenue_cagr_3y": 0.07212784565595842, "revenue_cagr_5y": 0.05091248132757342, "earnings_cagr_3y": -0.01189301994371783, "quarterly_revenue_growth_yoy": 0.10673493501378495, "quarterly_earnings_growth_yoy": -0.3190045248868778, "revenue_growth_qoq": 0.06817029903699949, "gross_margin": 0.3223606168446026, "operating_margin": 0.09246737841043891, "net_margin": 0.035705812574139975, "roa_ttm": 0.07470821258607396, "roe_ttm": 0.5080455613813054, "debt_to_ebitda": 2.308521339272884, "net_debt_to_ebitda": 2.0264405805431815, "interest_coverage": 42.43292682926829, "debt_to_equity": 2.9045380582173204, "current_ratio": 1.0401743156747922, "quick_ratio": 0.20577420672749558, "fcf_to_ebitda": 0.6510992958758443, "capex_to_revenue": 0.01742118452050478, "working_capital_to_revenue": 0.008853142865717329, "capital_efficiency": 0.2913768869836897, "financial_health": -2.7990129116287266, "margin_quality": 0.15017793594306048, "growth_momentum": -0.10613479493654643, "company_age_years": 31.83025325119781, "ebitda": 6959000000.0, "spy_multiple": 15.0, "sector_multiple": 12.432418450926857, "sector_premium_over_spy": -0.17117210327154286}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2017-07-31", "company_multiple": 10.928406593406594, "revenue_cagr_3y": 0.05506796847769069, "revenue_cagr_5y": 0.06470126633976991, "earnings_cagr_3y": 0.10948716533728842, "quarterly_revenue_growth_yoy": 0.06763417305585981, "quarterly_earnings_growth_yoy": 0.2159383033419023, "revenue_growth_qoq": 0.1562870699881376, "gross_margin": 0.3238266222108233, "operating_margin": 0.12218517568607336, "net_margin": 0.07278789433187997, "roa_ttm": 0.08350605432529726, "roe_ttm": 0.553106936416185, "debt_to_ebitda": 2.2093406593406595, "net_debt_to_ebitda": 1.9763736263736265, "interest_coverage": 44.121212121212125, "debt_to_equity": 2.9053468208092488, "current_ratio": 1.0299449541284404, "quick_ratio": 0.19273394495412843, "fcf_to_ebitda": 0.6744505494505495, "capex_to_revenue": 0.01698635787736822, "working_capital_to_revenue": 0.006010784053743481, "capital_efficiency": 0.3183064953707411, "financial_health": -2.805625749184528, "margin_quality": 0.17293323074292555, "growth_momentum": 0.14178623819888106, "company_age_years": 32.082135523613964, "ebitda": 7280000000.0, "spy_multiple": 15.0, "sector_multiple": 12.284347664247163, "sector_premium_over_spy": -0.1810434890501892}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2018-01-31", "company_multiple": 13.439418044525452, "revenue_cagr_3y": 0.07302653362303824, "revenue_cagr_5y": 0.07001952518753529, "earnings_cagr_3y": 0.07176379868969152, "quarterly_revenue_growth_yoy": -0.018373035985808413, "quarterly_earnings_growth_yoy": -0.16440422322775264, "revenue_growth_qoq": -0.07608825283243888, "gross_margin": 0.3136052665547954, "operating_margin": 0.07086614173228346, "net_margin": 0.03575577642958565, "roa_ttm": 0.09767362783712562, "roe_ttm": 0.5869232079005618, "debt_to_ebitda": 2.2126025257127977, "net_debt_to_ebitda": 2.136049993490431, "interest_coverage": 47.41358024691358, "debt_to_equity": 2.8937510641920654, "current_ratio": 1.0558862433862435, "quick_ratio": 0.11400462962962964, "fcf_to_ebitda": 0.5132144252050514, "capex_to_revenue": 0.016365729608417492, "working_capital_to_revenue": 0.009851498856001981, "capital_efficiency": 0.34229841786884374, "financial_health": -2.6334321771384146, "margin_quality": 0.14007572823888817, "growth_momentum": -0.09138862960678053, "company_age_years": 32.58590006844627, "ebitda": 7681000000.0, "spy_multiple": 15.0, "sector_multiple": 15.333311529999404, "sector_premium_over_spy": 0.022220768666626922}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2018-07-31", "company_multiple": 12.08325997952917, "revenue_cagr_3y": 0.06385510465211919, "revenue_cagr_5y": 0.05861637142272458, "earnings_cagr_3y": 0.10518521360575694, "quarterly_revenue_growth_yoy": 0.07145421903052064, "quarterly_earnings_growth_yoy": 0.0711768851303735, "revenue_growth_qoq": 0.2032258064516129, "gross_margin": 0.3135292991191114, "operating_margin": 0.11456338567598622, "net_margin": 0.07276905400229797, "roa_ttm": 0.10602344697480123, "roe_ttm": 0.6805051029233696, "debt_to_ebitda": 2.025460593654043, "net_debt_to_ebitda": 1.7374616171954964, "interest_coverage": 48.85, "debt_to_equity": 2.7384535547483133, "current_ratio": 1.06186132638365, "quick_ratio": 0.24675948151704272, "fcf_to_ebitda": 0.5870010235414534, "capex_to_revenue": 0.01687656001815294, "working_capital_to_revenue": 0.012792148854095757, "capital_efficiency": 0.39326427494908545, "financial_health": -2.523143351099668, "margin_quality": 0.1669539129324652, "growth_momentum": 0.07131555208044707, "company_age_years": 33.08145106091718, "ebitda": 7816000000.0, "spy_multiple": 15.0, "sector_multiple": 14.426739089617188, "sector_premium_over_spy": -0.03821739402552082}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2019-07-31", "company_multiple": 15.360759697408659, "revenue_cagr_3y": 0.04757312473963293, "revenue_cagr_5y": 0.04807986707437073, "earnings_cagr_3y": 0.12823885654811673, "quarterly_revenue_growth_yoy": 0.00497893527384144, "quarterly_earnings_growth_yoy": 0.10263157894736842, "revenue_growth_qoq": 0.1832478439772279, "gross_margin": 0.3062595274390244, "operating_margin": 0.11342416158536585, "net_margin": 0.07983993902439024, "roa_ttm": 0.06209608059958226, "roe_ttm": 0.9571969696969697, "debt_to_ebitda": 2.903428295509416, "net_debt_to_ebitda": 2.6143569934009334, "interest_coverage": 34.516666666666666, "debt_to_equity": 6.8329545454545455, "current_ratio": 1.0606883485948848, "quick_ratio": 0.19362172402904956, "fcf_to_ebitda": 0.4558184451955577, "capex_to_revenue": 0.01611532836548506, "working_capital_to_revenue": 0.013385333240476357, "capital_efficiency": 0.5096465251482759, "financial_health": -6.2202607534988665, "margin_quality": 0.16650787601626016, "growth_momentum": 0.05380525711060493, "company_age_years": 34.0807665982204, "ebitda": 6213000000.0, "spy_multiple": 15.0, "sector_multiple": 15.458605740241577, "sector_premium_over_spy": 0.030573716016105035}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2019-10-31", "company_multiple": 15.194641021876377, "revenue_cagr_3y": 0.03377057268764605, "revenue_cagr_5y": 0.05343931579049843, "earnings_cagr_3y": 0.4052747064217177, "quarterly_revenue_growth_yoy": -0.0015503875968992248, "quarterly_earnings_growth_yoy": 0.6677265500794912, "revenue_growth_qoq": -0.1716844512195122, "gross_margin": 0.30653324131585, "operating_margin": 0.09265010351966874, "net_margin": 0.06032896250287555, "roa_ttm": 0.07411226234785233, "roe_ttm": 1.1989422294548413, "debt_to_ebitda": 2.6934370870650417, "net_debt_to_ebitda": 2.5768609602114227, "interest_coverage": 38.264044943820224, "debt_to_equity": 7.463384865744508, "current_ratio": 1.0397663148111267, "quick_ratio": 0.12919073225785035, "fcf_to_ebitda": 0.33049478784319486, "capex_to_revenue": 0.017486902240552892, "working_capital_to_revenue": 0.008346338200869469, "capital_efficiency": 0.6365272459013468, "financial_health": -6.747729504810686, "margin_quality": 0.15317076911279812, "growth_momentum": 0.333088081241296, "company_age_years": 34.332648870636554, "ebitda": 6811000000.0, "spy_multiple": 15.0, "sector_multiple": 15.710496502262624, "sector_premium_over_spy": 0.0473664334841748}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2020-01-31", "company_multiple": 12.784165876777251, "revenue_cagr_3y": 0.005105666818506327, "revenue_cagr_5y": 0.050277384120269275, "earnings_cagr_3y": -0.08433892772532636, "quarterly_revenue_growth_yoy": 0.024285805585735284, "quarterly_earnings_growth_yoy": 1.6177184466019416, "revenue_growth_qoq": -0.07827237175063262, "gross_margin": 0.28969863355587444, "operating_margin": 0.0713171523054845, "net_margin": 0.03175890684469957, "roa_ttm": 0.10441571114906074, "roe_ttm": 2.1703853955375254, "debt_to_ebitda": 2.3468009478672984, "net_debt_to_ebitda": 2.2619668246445497, "interest_coverage": 45.869565217391305, "debt_to_equity": 10.044117647058824, "current_ratio": 1.0089579765511791, "quick_ratio": 0.14089052825714662, "fcf_to_ebitda": 0.33317535545023697, "capex_to_revenue": 0.020568830736818762, "working_capital_to_revenue": 0.001885014137606032, "capital_efficiency": 1.1374005533432932, "financial_health": -8.48557492130619, "margin_quality": 0.13092489756868617, "growth_momentum": 0.8210021260938385, "company_age_years": 34.5845311430527, "ebitda": 8440000000.0, "spy_multiple": 20.0, "sector_multiple": 15.547386222137732, "sector_premium_over_spy": -0.22263068889311344}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2019-04-30", "company_multiple": 13.207839091014426, "revenue_cagr_3y": 0.07146002237052063, "revenue_cagr_5y": 0.07404458895454935, "earnings_cagr_3y": 0.11262722727199304, "quarterly_revenue_growth_yoy": 0.06777350403741864, "quarterly_earnings_growth_yoy": -0.022617852790623984, "revenue_growth_qoq": -0.16623514694437305, "gross_margin": 0.28452447484986665, "operating_margin": 0.10102833873254732, "net_margin": 0.0754698555712505, "roa_ttm": 0.13533666852475496, "roe_ttm": 0.5930742932191715, "debt_to_ebitda": 0.26559857223587213, "net_debt_to_ebitda": 0.0, "interest_coverage": 346.39849315068494, "debt_to_equity": 0.2617440536098264, "current_ratio": 1.225830224772182, "quick_ratio": 0.45737749731462557, "fcf_to_ebitda": 0.4618621597028365, "capex_to_revenue": 0.029753576170790413, "working_capital_to_revenue": 0.03756636547291492, "capital_efficiency": 0.36420548087196325, "financial_health": 0.09938412732517458, "margin_quality": 0.1536742230512215, "growth_momentum": 0.022577825623397326, "company_age_years": 31.315537303216974, "ebitda": 5057418000.0, "spy_multiple": 15.0, "sector_multiple": 15.183719628685715, "sector_premium_over_spy": 0.012247975245714304}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2019-07-31", "company_multiple": 12.99281443813146, "revenue_cagr_3y": 0.07462463013112042, "revenue_cagr_5y": 0.07175551527459612, "earnings_cagr_3y": 0.10522260435220265, "quarterly_revenue_growth_yoy": 0.04827729590729511, "quarterly_earnings_growth_yoy": 0.026142942514189603, "revenue_growth_qoq": 0.05432566772495213, "gross_margin": 0.281706482255043, "operating_margin": 0.10470724818322082, "net_margin": 0.07759081442333132, "roa_ttm": 0.13401591836947213, "roe_ttm": 0.5776268374906556, "debt_to_ebitda": 0.2656059988314067, "net_debt_to_ebitda": 0.0, "interest_coverage": 342.06214765100674, "debt_to_equity": 0.25529324038794465, "current_ratio": 1.2526781462869092, "quick_ratio": 0.4820001269554433, "fcf_to_ebitda": 0.45082470589943424, "capex_to_revenue": 0.028222760612491966, "working_capital_to_revenue": 0.0416837780801294, "capital_efficiency": 0.35582137793006385, "financial_health": 0.0956632688220803, "margin_quality": 0.15466818162053173, "growth_momentum": 0.037210119210742354, "company_age_years": 31.567419575633128, "ebitda": 5096726000.0, "spy_multiple": 15.0, "sector_multiple": 15.458605740241577, "sector_premium_over_spy": 0.030573716016105035}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2019-10-31", "company_multiple": 13.486190307771286, "revenue_cagr_3y": 0.08021347773891252, "revenue_cagr_5y": 0.07247511584255983, "earnings_cagr_3y": 0.14637013002135268, "quarterly_revenue_growth_yoy": 0.06366683734050468, "quarterly_earnings_growth_yoy": 0.08659854405295879, "revenue_growth_qoq": 0.06846919459769142, "gross_margin": 0.28812599425106883, "operating_margin": 0.10767792896103023, "net_margin": 0.07924950059006822, "roa_ttm": 0.128822888203504, "roe_ttm": 0.5645327803249489, "debt_to_ebitda": 0.2723496444105206, "net_debt_to_ebitda": 0.0, "interest_coverage": 345.69826666666665, "debt_to_equity": 0.25480448286090185, "current_ratio": 1.2195185884380466, "quick_ratio": 0.4032495033265931, "fcf_to_ebitda": 0.43186601649145284, "capex_to_revenue": 0.030633703476721397, "working_capital_to_revenue": 0.04152460802864718, "capital_efficiency": 0.34667783426422644, "financial_health": 0.08482033458845725, "margin_quality": 0.1583511412673891, "growth_momentum": 0.07513269069673173, "company_age_years": 31.81930184804928, "ebitda": 5185474000.0, "spy_multiple": 15.0, "sector_multiple": 15.710496502262624, "sector_premium_over_spy": 0.0473664334841748}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2020-01-31", "company_multiple": 13.161523805809047, "revenue_cagr_3y": 0.08838508626026709, "revenue_cagr_5y": 0.08009258404752773, "earnings_cagr_3y": 0.13253948633384938, "quarterly_revenue_growth_yoy": 0.09697933198769877, "quarterly_earnings_growth_yoy": 0.17022641877134484, "revenue_growth_qoq": 0.16793339491398898, "gross_margin": 0.2838379376431926, "operating_margin": 0.10890362825854044, "net_margin": 0.08067775904271032, "roa_ttm": 0.13552257583070088, "roe_ttm": 0.5501137148440574, "debt_to_ebitda": 0.2646370058552524, "net_debt_to_ebitda": 0.0, "interest_coverage": 363.70536079661713, "debt_to_equity": 0.23725045442227008, "current_ratio": 1.2434006825218764, "quick_ratio": 0.561942825191913, "fcf_to_ebitda": 0.5332303951057711, "capex_to_revenue": 0.02931938237039563, "working_capital_to_revenue": 0.04171862692735382, "capital_efficiency": 0.3428181453373791, "financial_health": 0.13322640713691358, "margin_quality": 0.1578064416481478, "growth_momentum": 0.1336028753795218, "company_age_years": 32.07118412046543, "ebitda": 5332648000.0, "spy_multiple": 20.0, "sector_multiple": 15.547386222137732, "sector_premium_over_spy": -0.22263068889311344}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2020-10-31", "company_multiple": 27.501904874020255, "revenue_cagr_3y": 0.04909946979583135, "revenue_cagr_5y": 0.05466207401630663, "earnings_cagr_3y": 0.10551457453699653, "quarterly_revenue_growth_yoy": -0.03196194858952934, "quarterly_earnings_growth_yoy": 0.046353634051020026, "revenue_growth_qoq": 0.5173866060749223, "gross_margin": 0.30195875594736893, "operating_margin": 0.10564845978008536, "net_margin": 0.08566089196424062, "roa_ttm": 0.023751785968858404, "roe_ttm": 0.13468113206326987, "debt_to_ebitda": 1.2335543648629268, "net_debt_to_ebitda": 0.0, "interest_coverage": 35.890645756457566, "debt_to_equity": 0.43105895067073174, "current_ratio": 1.409294456873603, "quick_ratio": 0.9863932165283907, "fcf_to_ebitda": 2.984619639505612, "capex_to_revenue": 0.019880351664812685, "working_capital_to_revenue": 0.14481080869721374, "capital_efficiency": 0.07921645901606414, "financial_health": 0.3352392010264371, "margin_quality": 0.16442270256389832, "growth_momentum": 0.007195842730745344, "company_age_years": 32.82135523613963, "ebitda": 1945273000.0, "spy_multiple": 20.0, "sector_multiple": 31.35111045261875, "sector_premium_over_spy": 0.5675555226309377}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2021-04-30", "company_multiple": 24.65942564143233, "revenue_cagr_3y": 0.05098666973436217, "revenue_cagr_5y": 0.059858969433059794, "earnings_cagr_3y": -0.09333520077235569, "quarterly_revenue_growth_yoy": 1.2878015953229023, "quarterly_earnings_growth_yoy": 1.6016187242884137, "revenue_growth_qoq": -0.07827218887328306, "gross_margin": 0.2806702832582556, "operating_margin": 0.07594525086150908, "net_margin": 0.052934266354346594, "roa_ttm": 0.0498949653669856, "roe_ttm": 0.2462675189364632, "debt_to_ebitda": 0.5113162962100166, "net_debt_to_ebitda": 0.0, "interest_coverage": 70.3287145969499, "debt_to_equity": 0.2688575443045315, "current_ratio": 1.5157068852900502, "quick_ratio": 0.9994392831464665, "fcf_to_ebitda": 2.0776657885410805, "capex_to_revenue": 0.015411690707339347, "working_capital_to_revenue": 0.13510839094866062, "capital_efficiency": 0.1480812421517244, "financial_health": 0.2896062608786106, "margin_quality": 0.1365166001580371, "growth_momentum": 1.444710159805658, "company_age_years": 33.31690622861054, "ebitda": 3228088000.0, "spy_multiple": 20.0, "sector_multiple": 25.23389668161132, "sector_premium_over_spy": 0.26169483408056604}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2021-07-31", "company_multiple": 18.088741140798735, "revenue_cagr_3y": 0.08978944338400785, "revenue_cagr_5y": 0.08909156939176022, "earnings_cagr_3y": 0.020339486204579593, "quarterly_revenue_growth_yoy": 0.8113126586502589, "quarterly_earnings_growth_yoy": 4.66763607506302, "revenue_growth_qoq": 0.1973301174690019, "gross_margin": 0.29385728964070157, "operating_margin": 0.10973205985594345, "net_margin": 0.06505563480127577, "roa_ttm": 0.08726508980196464, "roe_ttm": 0.3920760915986304, "debt_to_ebitda": 0.37160552830750426, "net_debt_to_ebitda": 0.0, "interest_coverage": 149.63986206896553, "debt_to_equity": 0.25171812991540937, "current_ratio": 1.3332954260969216, "quick_ratio": 0.8267627014303244, "fcf_to_ebitda": 1.0620856142886508, "capex_to_revenue": 0.01626530105584547, "working_capital_to_revenue": 0.07743278577847426, "capital_efficiency": 0.2396705907002975, "financial_health": 0.24687857041161784, "margin_quality": 0.15621499476597359, "growth_momentum": 2.7394743668566393, "company_age_years": 33.568788501026695, "ebitda": 4339556000.0, "spy_multiple": 20.0, "sector_multiple": 18.088741140798735, "sector_premium_over_spy": -0.09556294296006329}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2021-10-31", "company_multiple": 16.24526344357345, "revenue_cagr_3y": 0.08446820111420883, "revenue_cagr_5y": 0.08611228098554169, "earnings_cagr_3y": 0.10304229113973817, "quarterly_revenue_growth_yoy": 0.23866087051580714, "quarterly_earnings_growth_yoy": 0.18039914337407228, "revenue_growth_qoq": 0.03766039806201226, "gross_margin": 0.2949561478755399, "operating_margin": 0.1116917719513976, "net_margin": 0.08163174110210032, "roa_ttm": 0.08872785215622793, "roe_ttm": 0.41399962201932916, "debt_to_ebitda": 0.3441122970322649, "net_debt_to_ebitda": 0.0, "interest_coverage": 212.20345454545455, "debt_to_equity": 0.24926863222822088, "current_ratio": 1.2866496191586474, "quick_ratio": 0.7011182980479812, "fcf_to_ebitda": 0.29604521903936104, "capex_to_revenue": 0.01862359555978042, "working_capital_to_revenue": 0.07115382727653105, "capital_efficiency": 0.25136373708777854, "financial_health": 0.22585212204215718, "margin_quality": 0.16275988697634594, "growth_momentum": 0.20953000694493973, "company_age_years": 33.82067077344285, "ebitda": 4668476000.0, "spy_multiple": 20.0, "sector_multiple": 16.746714422158547, "sector_premium_over_spy": -0.1626642788920727}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2023-01-31", "company_multiple": 16.501989440203765, "revenue_cagr_3y": 0.05956576429060689, "revenue_cagr_5y": 0.057856829967458445, "earnings_cagr_3y": 0.01782012631577312, "quarterly_revenue_growth_yoy": 0.04806166546175185, "quarterly_earnings_growth_yoy": 0.104420955452221, "revenue_growth_qoq": 0.19341102983479905, "gross_margin": 0.26091532146318325, "operating_margin": 0.09062802853287744, "net_margin": 0.07151270034803851, "roa_ttm": 0.12340403541571131, "roe_ttm": 0.5497141734758014, "debt_to_ebitda": 0.376460143486624, "net_debt_to_ebitda": 0.0, "interest_coverage": 280.24215, "debt_to_equity": 0.33155248271527343, "current_ratio": 1.2087336244541484, "quick_ratio": 0.6440562833575934, "fcf_to_ebitda": 0.4687189275417706, "capex_to_revenue": 0.029182257884415468, "working_capital_to_revenue": 0.04307493605044129, "capital_efficiency": 0.3365591044457564, "financial_health": 0.19319905464037532, "margin_quality": 0.14101868344803306, "growth_momentum": 0.07624131045698643, "company_age_years": 35.07186858316222, "ebitda": 5604843000.0, "spy_multiple": 12.0, "sector_multiple": 16.501989440203765, "sector_premium_over_spy": 0.3751657866836471}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2016-01-31", "company_multiple": 11.601887132417403, "revenue_cagr_3y": 0.05598207977763958, "revenue_cagr_5y": 0.08667784981274163, "earnings_cagr_3y": 0.037409202591351276, "quarterly_revenue_growth_yoy": 0.07189242054434698, "quarterly_earnings_growth_yoy": 0.06289381563593932, "revenue_growth_qoq": 0.16812625882412127, "gross_margin": 0.2658283103528258, "operating_margin": 0.12712790927319004, "net_margin": 0.08126215497707281, "roa_ttm": 0.2096192350197233, "roe_ttm": 0.41289025728653544, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 393.6163730569948, "debt_to_equity": 0.0, "current_ratio": 1.4799884206040876, "quick_ratio": 0.5946238162469656, "fcf_to_ebitda": 0.5051034673038476, "capex_to_revenue": 0.030733670915717833, "working_capital_to_revenue": 0.0644345112591718, "capital_efficiency": 0.31125474615312937, "financial_health": 0.15641474361172936, "margin_quality": 0.15807279153436285, "growth_momentum": 0.06739311809014314, "company_age_years": 29.56331279945243, "ebitda": 1899199000.0, "spy_multiple": 15.0, "sector_multiple": 13.301312160774534, "sector_premium_over_spy": -0.11324585594836434}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2016-04-30", "company_multiple": 11.29516625853847, "revenue_cagr_3y": 0.06741359817400827, "revenue_cagr_5y": 0.08287311443340739, "earnings_cagr_3y": 0.0739862777821576, "quarterly_revenue_growth_yoy": 0.05134084464090985, "quarterly_earnings_growth_yoy": 0.02986835810846725, "revenue_growth_qoq": -0.049752270723524526, "gross_margin": 0.2954974028769875, "operating_margin": 0.1542456365257956, "net_margin": 0.09408691176256355, "roa_ttm": 0.20122299247757752, "roe_ttm": 0.4052427286162585, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 387.79363160016123, "debt_to_equity": 0.0, "current_ratio": 1.5015871873600717, "quick_ratio": 0.645768794948415, "fcf_to_ebitda": 0.5413006331876822, "capex_to_revenue": 0.028100266929212397, "working_capital_to_revenue": 0.07263569480580598, "capital_efficiency": 0.303232860546918, "financial_health": 0.1779416316642932, "margin_quality": 0.18127665038844887, "growth_momentum": 0.04060460137468855, "company_age_years": 29.809719370294317, "ebitda": 1924232000.0, "spy_multiple": 15.0, "sector_multiple": 11.615491345814197, "sector_premium_over_spy": -0.22563391027905355}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2016-07-31", "company_multiple": 11.847863473242647, "revenue_cagr_3y": 0.0762956237749044, "revenue_cagr_5y": 0.087691497469647, "earnings_cagr_3y": 0.09772281679891237, "quarterly_revenue_growth_yoy": 0.07164004622221025, "quarterly_earnings_growth_yoy": 0.08995936421034724, "revenue_growth_qoq": 0.029757898604562325, "gross_margin": 0.29207678163246636, "operating_margin": 0.14447437641409694, "net_margin": 0.08862412945700877, "roa_ttm": 0.20260099949289925, "roe_ttm": 0.40253411007791673, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 406.2318900061564, "debt_to_equity": 0.0, "current_ratio": 1.54962850784699, "quick_ratio": 0.6586817696171897, "fcf_to_ebitda": 0.6032412122240812, "capex_to_revenue": 0.026112747006073803, "working_capital_to_revenue": 0.07822973524673034, "capital_efficiency": 0.302567554785408, "financial_health": 0.17860535355164978, "margin_quality": 0.17505842916785738, "growth_momentum": 0.08079970521627874, "company_age_years": 30.06160164271047, "ebitda": 1979568000.0, "spy_multiple": 15.0, "sector_multiple": 12.908059008332195, "sector_premium_over_spy": -0.1394627327778537}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2016-10-31", "company_multiple": 11.648095260073829, "revenue_cagr_3y": 0.08777842275104186, "revenue_cagr_5y": 0.08567357449348179, "earnings_cagr_3y": 0.1252937558398559, "quarterly_revenue_growth_yoy": 0.10917996086752633, "quarterly_earnings_growth_yoy": 0.1339633490373558, "revenue_growth_qoq": -0.029623533088100066, "gross_margin": 0.28528807747594753, "operating_margin": 0.12648642379353656, "net_margin": 0.07922604397530426, "roa_ttm": 0.20210651178239838, "roe_ttm": 0.40809134628812294, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 418.1100390063642, "debt_to_equity": 0.0, "current_ratio": 1.5230197505858225, "quick_ratio": 0.5888050704893789, "fcf_to_ebitda": 0.6341952868830323, "capex_to_revenue": 0.023941795741761238, "working_capital_to_revenue": 0.07832208656475502, "capital_efficiency": 0.30509892903526065, "financial_health": 0.16426720788682078, "margin_quality": 0.16366684841492946, "growth_momentum": 0.12157165495244107, "company_age_years": 30.313483915126625, "ebitda": 2036614000.0, "spy_multiple": 15.0, "sector_multiple": 11.648095260073829, "sector_premium_over_spy": -0.2234603159950781}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2017-01-31", "company_multiple": 11.745018023367017, "revenue_cagr_3y": 0.0859348331753842, "revenue_cagr_5y": 0.07919497991242497, "earnings_cagr_3y": 0.11308064266452478, "quarterly_revenue_growth_yoy": 0.07980740302320159, "quarterly_earnings_growth_yoy": 0.13782125294801276, "revenue_growth_qoq": 0.1371927247563488, "gross_margin": 0.2765103451183679, "operating_margin": 0.13583234714790615, "net_margin": 0.08562805434969024, "roa_ttm": 0.21050670788199913, "roe_ttm": 0.40671291334806153, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 432.82395234182417, "debt_to_equity": 0.0, "current_ratio": 1.6051579851937738, "quick_ratio": 0.7418879022382805, "fcf_to_ebitda": 0.5984711818345343, "capex_to_revenue": 0.023151132799041747, "working_capital_to_revenue": 0.08242504307806543, "capital_efficiency": 0.30860981061503034, "financial_health": 0.2093662671765344, "margin_quality": 0.1659902488719881, "growth_momentum": 0.10881432798560717, "company_age_years": 30.56536618754278, "ebitda": 2106987000.0, "spy_multiple": 15.0, "sector_multiple": 12.172776084560015, "sector_premium_over_spy": -0.18848159436266565}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2017-04-30", "company_multiple": 11.107377635814451, "revenue_cagr_3y": 0.07244766359241628, "revenue_cagr_5y": 0.07005421819480206, "earnings_cagr_3y": 0.09588457039485565, "quarterly_revenue_growth_yoy": 0.07038988408851422, "quarterly_earnings_growth_yoy": 0.10454385928693821, "revenue_growth_qoq": -0.05803983752298329, "gross_margin": 0.29532253679120285, "operating_margin": 0.15171775955267752, "net_margin": 0.09708903472598383, "roa_ttm": 0.20674287206407377, "roe_ttm": 0.41329840813378904, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 440.40177283034427, "debt_to_equity": 0.0, "current_ratio": 1.581616670700611, "quick_ratio": 0.7586094606917501, "fcf_to_ebitda": 0.6162183010678298, "capex_to_revenue": 0.02247957095704274, "working_capital_to_revenue": 0.0861353980540333, "capital_efficiency": 0.3100206400989314, "financial_health": 0.22406349749458623, "margin_quality": 0.18137644368995473, "growth_momentum": 0.08746687168772621, "company_age_years": 30.809034907597535, "ebitda": 2136389000.0, "spy_multiple": 15.0, "sector_multiple": 12.432418450926857, "sector_premium_over_spy": -0.17117210327154286}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2018-01-31", "company_multiple": 12.677786035494979, "revenue_cagr_3y": 0.10283453100875017, "revenue_cagr_5y": 0.08061228980176827, "earnings_cagr_3y": 0.2195080600556112, "quarterly_revenue_growth_yoy": 0.15886692279948653, "quarterly_earnings_growth_yoy": 0.49965066141438874, "revenue_growth_qoq": 0.22196921860533858, "gross_margin": 0.2815335834599782, "operating_margin": 0.14551283910786306, "net_margin": 0.11080838171731887, "roa_ttm": 0.23815813595509722, "roe_ttm": 0.4469056585953272, "debt_to_ebitda": 0.03581233431532454, "net_debt_to_ebitda": 0.0, "interest_coverage": 519.6517739816031, "debt_to_equity": 0.027866322457423126, "current_ratio": 1.6357733224944742, "quick_ratio": 0.7835446599411753, "fcf_to_ebitda": 0.5520455340472789, "capex_to_revenue": 0.026277328781330978, "working_capital_to_revenue": 0.08664861845275879, "capital_efficiency": 0.3425318972752122, "financial_health": 0.22549501918105938, "margin_quality": 0.17928493476172003, "growth_momentum": 0.32925879210693765, "company_age_years": 31.564681724845997, "ebitda": 2372730000.0, "spy_multiple": 15.0, "sector_multiple": 15.333311529999404, "sector_premium_over_spy": 0.022220768666626922}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2018-04-30", "company_multiple": 12.092503728861177, "revenue_cagr_3y": 0.06893482926499939, "revenue_cagr_5y": 0.07157276738841967, "earnings_cagr_3y": 0.14013892782839243, "quarterly_revenue_growth_yoy": 0.0853458519750462, "quarterly_earnings_growth_yoy": 0.3028926726850208, "revenue_growth_qoq": -0.11779986557864362, "gross_margin": 0.29716166581071995, "operating_margin": 0.15102662054678972, "net_margin": 0.11654956962553005, "roa_ttm": 0.24248908291140964, "roe_ttm": 0.4664066053986087, "debt_to_ebitda": 0.035111617933239955, "net_debt_to_ebitda": 0.0, "interest_coverage": 544.012137559002, "debt_to_equity": 0.027147981272010756, "current_ratio": 1.639626891354655, "quick_ratio": 0.739867323325224, "fcf_to_ebitda": 0.5194561853646847, "capex_to_revenue": 0.026028093930174554, "working_capital_to_revenue": 0.0934633620130566, "capital_efficiency": 0.3544478441550092, "financial_health": 0.2163878903195503, "margin_quality": 0.18824595199434657, "growth_momentum": 0.1941192623300335, "company_age_years": 31.808350444900753, "ebitda": 2420310000.0, "spy_multiple": 15.0, "sector_multiple": 13.326712466630525, "sector_premium_over_spy": -0.11155250222463164}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2018-07-31", "company_multiple": 12.883673429074797, "revenue_cagr_3y": 0.07988066559559903, "revenue_cagr_5y": 0.07938062235536991, "earnings_cagr_3y": 0.14613418275341616, "quarterly_revenue_growth_yoy": 0.08926527922956123, "quarterly_earnings_growth_yoy": 0.23019280404626286, "revenue_growth_qoq": 0.04160569845949096, "gross_margin": 0.2865072770300964, "operating_margin": 0.13814131125121257, "net_margin": 0.1041764871749735, "roa_ttm": 0.2570279535245909, "roe_ttm": 0.48133115200919424, "debt_to_ebitda": 0.03490265007001967, "net_debt_to_ebitda": 0.0, "interest_coverage": 573.62308598351, "debt_to_equity": 0.026687412273402395, "current_ratio": 1.7084953747117884, "quick_ratio": 0.8499191414995954, "fcf_to_ebitda": 0.6229040299298161, "capex_to_revenue": 0.02585992422186821, "working_capital_to_revenue": 0.09519015678948492, "capital_efficiency": 0.36917955276689257, "financial_health": 0.23256065472832893, "margin_quality": 0.17627502515209414, "growth_momentum": 0.15972904163791204, "company_age_years": 32.06023271731691, "ebitda": 2435030000.0, "spy_multiple": 15.0, "sector_multiple": 14.426739089617188, "sector_premium_over_spy": -0.03821739402552082}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2018-10-31", "company_multiple": 14.507987588949813, "revenue_cagr_3y": 0.08450095503370503, "revenue_cagr_5y": 0.08158791043625935, "earnings_cagr_3y": 0.1617106400174675, "quarterly_revenue_growth_yoy": 0.06630250167172641, "quarterly_earnings_growth_yoy": 0.23195202022962372, "revenue_growth_qoq": -0.050380344608213216, "gross_margin": 0.28236272850410526, "operating_margin": 0.12415455453109188, "net_margin": 0.09525220813115139, "roa_ttm": 0.2560248001569013, "roe_ttm": 0.5009191560017483, "debt_to_ebitda": 0.03476476511686691, "net_debt_to_ebitda": 0.0, "interest_coverage": 585.0485762144053, "debt_to_equity": 0.02666854503519274, "current_ratio": 1.6087184887940917, "quick_ratio": 0.7300232562889214, "fcf_to_ebitda": 0.6412448188446402, "capex_to_revenue": 0.026627883548128044, "working_capital_to_revenue": 0.09174362697328065, "capital_efficiency": 0.3784719780793248, "financial_health": 0.21636408159573634, "margin_quality": 0.1672564970554495, "growth_momentum": 0.14912726095067508, "company_age_years": 32.31211498973306, "ebitda": 2444918000.0, "spy_multiple": 15.0, "sector_multiple": 15.569524951471962, "sector_premium_over_spy": 0.03796833009813083}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2019-01-31", "company_multiple": 13.563700889207722, "revenue_cagr_3y": 0.08108984614141823, "revenue_cagr_5y": 0.084251599111272, "earnings_cagr_3y": 0.18690858789596732, "quarterly_revenue_growth_yoy": 0.009730552538641224, "quarterly_earnings_growth_yoy": -0.020086656150789688, "revenue_growth_qoq": 0.15713847838972642, "gross_margin": 0.27210577622566945, "operating_margin": 0.13187821554720422, "net_margin": 0.10753622496827668, "roa_ttm": 0.26136611164446794, "roe_ttm": 0.48021142580222437, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 678.4493491794001, "debt_to_equity": 0.0, "current_ratio": 1.6939766626656396, "quick_ratio": 0.8228863728200871, "fcf_to_ebitda": 0.6893357635007757, "capex_to_revenue": 0.0276235103571312, "working_capital_to_revenue": 0.09307112384182084, "capital_efficiency": 0.37078876872334615, "financial_health": 0.2326282321573488, "margin_quality": 0.1705067389137168, "growth_momentum": -0.005178051806074232, "company_age_years": 32.563997262149215, "ebitda": 2397640000.0, "spy_multiple": 15.0, "sector_multiple": 15.253652907351261, "sector_premium_over_spy": 0.01691019382341752}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2019-04-30", "company_multiple": 14.550769686113535, "revenue_cagr_3y": 0.0711759519620343, "revenue_cagr_5y": 0.07209619270933643, "earnings_cagr_3y": 0.13160288333322168, "quarterly_revenue_growth_yoy": 0.05796742423756882, "quarterly_earnings_growth_yoy": 0.006909709935636889, "revenue_growth_qoq": -0.07565538001279645, "gross_margin": 0.28840591238257385, "operating_margin": 0.14136808263723574, "net_margin": 0.11092486465671507, "roa_ttm": 0.1757460393938858, "roe_ttm": 0.4867128830803489, "debt_to_ebitda": 0.223814551989465, "net_debt_to_ebitda": 0.0, "interest_coverage": 847.3546450017661, "debt_to_equity": 0.16431391823661082, "current_ratio": 1.3351418212608313, "quick_ratio": 0.6357914040079259, "fcf_to_ebitda": 0.6977811553066225, "capex_to_revenue": 0.028287673342915844, "working_capital_to_revenue": 0.05721557043106292, "capital_efficiency": 0.33122946123711733, "financial_health": 0.15101932563608395, "margin_quality": 0.18023295322550822, "growth_momentum": 0.03243856708660286, "company_age_years": 32.80766598220397, "ebitda": 2398861000.0, "spy_multiple": 15.0, "sector_multiple": 15.183719628685715, "sector_premium_over_spy": 0.012247975245714304}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2019-07-31", "company_multiple": 15.458605740241577, "revenue_cagr_3y": 0.07755342923097297, "revenue_cagr_5y": 0.07833831213014397, "earnings_cagr_3y": 0.13549200995228583, "quarterly_revenue_growth_yoy": 0.06472653551728953, "quarterly_earnings_growth_yoy": 0.05987868640281045, "revenue_growth_qoq": 0.04826027842498713, "gross_margin": 0.2854413047263616, "operating_margin": 0.13670022807283355, "net_margin": 0.10370215703079674, "roa_ttm": 0.17631920289748182, "roe_ttm": 0.48954331327830536, "debt_to_ebitda": 0.22630749924165064, "net_debt_to_ebitda": 0.0, "interest_coverage": 1015.7270066889632, "debt_to_equity": 0.166807330966209, "current_ratio": 1.3121995604999313, "quick_ratio": 0.627022461678102, "fcf_to_ebitda": 0.6792748163395166, "capex_to_revenue": 0.03146251853191889, "working_capital_to_revenue": 0.054200901972571755, "capital_efficiency": 0.3329312580878936, "financial_health": 0.15100885090352906, "margin_quality": 0.17528122994333062, "growth_momentum": 0.06230261096004999, "company_age_years": 33.059548254620125, "ebitda": 2429619000.0, "spy_multiple": 15.0, "sector_multiple": 15.458605740241577, "sector_premium_over_spy": 0.030573716016105035}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2019-10-31", "company_multiple": 15.710496502262624, "revenue_cagr_3y": 0.07635658761554787, "revenue_cagr_5y": 0.08172528767689968, "earnings_cagr_3y": 0.14897676382419345, "quarterly_revenue_growth_yoy": 0.08437804963252281, "quarterly_earnings_growth_yoy": 0.09708140594129687, "revenue_growth_qoq": -0.03285334266027349, "gross_margin": 0.28128139518751966, "operating_margin": 0.12420510989923143, "net_margin": 0.0963680761068058, "roa_ttm": 0.17486361547524007, "roe_ttm": 0.502471481903418, "debt_to_ebitda": 0.22639705126534485, "net_debt_to_ebitda": 0.0, "interest_coverage": 1067.8591184096801, "debt_to_equity": 0.17072649696546519, "current_ratio": 1.2618480336487023, "quick_ratio": 0.5030602769958274, "fcf_to_ebitda": 0.609363074285742, "capex_to_revenue": 0.033164842646826266, "working_capital_to_revenue": 0.047570281502287926, "capital_efficiency": 0.338667548689329, "financial_health": 0.121360269358839, "margin_quality": 0.1672848603978523, "growth_momentum": 0.09072972778690984, "company_age_years": 33.31143052703628, "ebitda": 2471026000.0, "spy_multiple": 15.0, "sector_multiple": 15.710496502262624, "sector_premium_over_spy": 0.0473664334841748}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2020-01-31", "company_multiple": 15.547386222137732, "revenue_cagr_3y": 0.0793203141923351, "revenue_cagr_5y": 0.07792789474021067, "earnings_cagr_3y": 0.1491663945861097, "quarterly_revenue_growth_yoy": 0.07451377858629377, "quarterly_earnings_growth_yoy": 0.03269239041596765, "revenue_growth_qoq": 0.14661232693108575, "gross_margin": 0.2694511883573943, "operating_margin": 0.13307722198871857, "net_margin": 0.10335078379814408, "roa_ttm": 0.17767038884973171, "roe_ttm": 0.49443432148078337, "debt_to_ebitda": 0.22356391489631355, "net_debt_to_ebitda": 0.0, "interest_coverage": 1146.1280072628235, "debt_to_equity": 0.16803785608033225, "current_ratio": 1.270507717805098, "quick_ratio": 0.5923494060180596, "fcf_to_ebitda": 0.6400452291557752, "capex_to_revenue": 0.03463311127769043, "working_capital_to_revenue": 0.04556959121016532, "capital_efficiency": 0.33605235516525755, "financial_health": 0.14453914785330957, "margin_quality": 0.16862639804808566, "growth_momentum": 0.05360308450113071, "company_age_years": 33.56331279945243, "ebitda": 2524920000.0, "spy_multiple": 20.0, "sector_multiple": 15.547386222137732, "sector_premium_over_spy": -0.22263068889311344}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2020-07-31", "company_multiple": 27.488920642591044, "revenue_cagr_3y": -0.07856036662087018, "revenue_cagr_5y": -0.019880882638645736, "earnings_cagr_3y": -0.5885591340523575, "quarterly_revenue_growth_yoy": -0.3254270429504087, "quarterly_earnings_growth_yoy": -0.9465813467209083, "revenue_growth_qoq": 0.4569660487780523, "gross_margin": 0.2251980845617705, "operating_margin": 0.031696882198165015, "net_margin": 0.008212054030376443, "roa_ttm": 0.04798253349931926, "roe_ttm": 0.1894776051470442, "debt_to_ebitda": 1.2940451506927315, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.05977306497366, "debt_to_equity": 0.48192818147606775, "current_ratio": 1.6959209938751796, "quick_ratio": 1.3413515454134888, "fcf_to_ebitda": 0.6605044755488377, "capex_to_revenue": 0.04341034407726631, "working_capital_to_revenue": 0.1715635725464695, "capital_efficiency": 0.11873006932318173, "financial_health": 0.335008030651165, "margin_quality": 0.08836900693010398, "growth_momentum": -0.6360041948356585, "company_age_years": 34.06160164271047, "ebitda": 1067802000.0, "spy_multiple": 20.0, "sector_multiple": 28.16704223648459, "sector_premium_over_spy": 0.4083521118242295}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2021-04-30", "company_multiple": 25.23389668161132, "revenue_cagr_3y": 0.07963782466846414, "revenue_cagr_5y": 0.07891910700446325, "earnings_cagr_3y": 0.0444041273225253, "quarterly_revenue_growth_yoy": 1.4508309396186951, "quarterly_earnings_growth_yoy": 2.5579253339959847, "revenue_growth_qoq": 0.06268932347939406, "gross_margin": 0.2917760535685816, "operating_margin": 0.14229840923987175, "net_margin": 0.10550720979256346, "roa_ttm": 0.06477395297339186, "roe_ttm": 0.23754325766305, "debt_to_ebitda": 0.4010292747901877, "net_debt_to_ebitda": 0.0, "interest_coverage": 85.95654653876069, "debt_to_equity": 0.1819894815541194, "current_ratio": 1.720900473439785, "quick_ratio": 1.327700685092494, "fcf_to_ebitda": 2.204630349067849, "capex_to_revenue": 0.026480877439300776, "working_capital_to_revenue": 0.20474440860529042, "capital_efficiency": 0.15115860531822095, "financial_health": 0.400646527961655, "margin_quality": 0.17986055753367228, "growth_momentum": 2.0043781368073397, "company_age_years": 34.809034907597535, "ebitda": 1657672000.0, "spy_multiple": 20.0, "sector_multiple": 25.23389668161132, "sector_premium_over_spy": 0.26169483408056604}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2021-07-31", "company_multiple": 17.20966991675453, "revenue_cagr_3y": 0.08731016346031417, "revenue_cagr_5y": 0.08599478804131877, "earnings_cagr_3y": 0.08272400695780546, "quarterly_revenue_growth_yoy": 0.7897539847849602, "quarterly_earnings_growth_yoy": 21.41837891776659, "revenue_growth_qoq": 0.06397008024658553, "gross_margin": 0.2901374700466641, "operating_margin": 0.14075310293042168, "net_margin": 0.1028638240290166, "roa_ttm": 0.09822408257217001, "roe_ttm": 0.3432169070278428, "debt_to_ebitda": 0.2996974915935256, "net_debt_to_ebitda": 0.0, "interest_coverage": 118.7923410557495, "debt_to_equity": 0.1724101981923091, "current_ratio": 1.7694909586526422, "quick_ratio": 1.3656740133619607, "fcf_to_ebitda": 1.3398192608001824, "capex_to_revenue": 0.023654687723121084, "working_capital_to_revenue": 0.19258954886265894, "capital_efficiency": 0.2207204948000064, "financial_health": 0.40824776049379097, "margin_quality": 0.17791813233536746, "growth_momentum": 11.104066451275774, "company_age_years": 35.06091718001369, "ebitda": 2245888000.0, "spy_multiple": 20.0, "sector_multiple": 18.088741140798735, "sector_premium_over_spy": -0.09556294296006329}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2021-10-31", "company_multiple": 13.708787984037013, "revenue_cagr_3y": 0.08823421563571365, "revenue_cagr_5y": 0.0818598070423231, "earnings_cagr_3y": 0.044270575085513686, "quarterly_revenue_growth_yoy": 0.21841258071295075, "quarterly_earnings_growth_yoy": 1.9347469835438311, "revenue_growth_qoq": -0.04795717937287486, "gross_margin": 0.2729316449453617, "operating_margin": 0.11427944333650086, "net_margin": 0.08416800723832184, "roa_ttm": 0.11452841797637121, "roe_ttm": 0.4001155347549481, "debt_to_ebitda": 0.26343692933415963, "net_debt_to_ebitda": 0.0, "interest_coverage": 137.45094000844952, "debt_to_equity": 0.1721387511652014, "current_ratio": 1.7525400949755703, "quick_ratio": 1.2540843360009328, "fcf_to_ebitda": 0.5850145863773647, "capex_to_revenue": 0.024458390414337273, "working_capital_to_revenue": 0.18564632780803544, "capital_efficiency": 0.2573219763656597, "financial_health": 0.37796030018969895, "margin_quality": 0.15712636517339482, "growth_momentum": 1.076579782128391, "company_age_years": 35.31279945242984, "ebitda": 2602771000.0, "spy_multiple": 20.0, "sector_multiple": 16.746714422158547, "sector_premium_over_spy": -0.1626642788920727}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2023-01-31", "company_multiple": 14.833523051197632, "revenue_cagr_3y": 0.057152195711889675, "revenue_cagr_5y": 0.050911167156743264, "earnings_cagr_3y": -0.006687421271487581, "quarterly_revenue_growth_yoy": 0.03855716661332031, "quarterly_earnings_growth_yoy": 0.2186918996134365, "revenue_growth_qoq": 0.14209693638512763, "gross_margin": 0.24702166052865707, "operating_margin": 0.10714638457713131, "net_margin": 0.08573517360469837, "roa_ttm": 0.11270041888089283, "roe_ttm": 0.3525735656742565, "debt_to_ebitda": 0.2663654245029423, "net_debt_to_ebitda": 0.0, "interest_coverage": 120.92173229892958, "debt_to_equity": 0.15295868122407796, "current_ratio": 1.8988591530936025, "quick_ratio": 1.342380025993841, "fcf_to_ebitda": 0.42039483621987644, "capex_to_revenue": 0.03498480864368197, "working_capital_to_revenue": 0.17482364649355747, "capital_efficiency": 0.23263699227757467, "financial_health": 0.3392754111124519, "margin_quality": 0.1466344062368289, "growth_momentum": 0.1286245331133784, "company_age_years": 36.563997262149215, "ebitda": 2462692000.0, "spy_multiple": 12.0, "sector_multiple": 16.501989440203765, "sector_premium_over_spy": 0.3751657866836471}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2023-07-31", "company_multiple": 13.408603805084612, "revenue_cagr_3y": 0.22497445118412118, "revenue_cagr_5y": 0.057132973858601055, "earnings_cagr_3y": 1.7254107070040954, "quarterly_revenue_growth_yoy": 0.07678274251697957, "quarterly_earnings_growth_yoy": 0.16072631379106775, "revenue_growth_qoq": 0.09794210318585103, "gross_margin": 0.276710088644057, "operating_margin": 0.11299913574830721, "net_margin": 0.09044125469487255, "roa_ttm": 0.1148605356486905, "roe_ttm": 0.3606469241091852, "debt_to_ebitda": 0.2572099511437085, "net_debt_to_ebitda": 0.0, "interest_coverage": 138.98480226895703, "debt_to_equity": 0.1499588528359218, "current_ratio": 1.8323445791837147, "quick_ratio": 1.252931372652748, "fcf_to_ebitda": 0.803838274085759, "capex_to_revenue": 0.04030248664306596, "working_capital_to_revenue": 0.17200564871899882, "capital_efficiency": 0.23775372987893784, "financial_health": 0.3276976503402872, "margin_quality": 0.16005015969574557, "growth_momentum": 0.11875452815402365, "company_age_years": 37.059548254620125, "ebitda": 2597209000.0, "spy_multiple": 12.0, "sector_multiple": 16.603233200375424, "sector_premium_over_spy": 0.383602766697952}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2023-10-31", "company_multiple": 12.93818842090847, "revenue_cagr_3y": 0.09466169974139893, "revenue_cagr_5y": 0.06768343548686384, "earnings_cagr_3y": 0.5051059385677268, "quarterly_revenue_growth_yoy": 0.07871226937574485, "quarterly_earnings_growth_yoy": 0.3078360172613409, "revenue_growth_qoq": -0.0020377291964080364, "gross_margin": 0.27626857188920917, "operating_margin": 0.11170108971868985, "net_margin": 0.09083060211592274, "roa_ttm": 0.11995834799048676, "roe_ttm": 0.3735318427669827, "debt_to_ebitda": 0.3395338050673362, "net_debt_to_ebitda": 0.0, "interest_coverage": 150.1082725727756, "debt_to_equity": 0.20285728250500332, "current_ratio": 1.7005168546925826, "quick_ratio": 1.1072363969569332, "fcf_to_ebitda": 0.7325501940196302, "capex_to_revenue": 0.03968726338135073, "working_capital_to_revenue": 0.15771423618905955, "capital_efficiency": 0.24674509537873474, "financial_health": 0.3152979337968497, "margin_quality": 0.15960008790794059, "growth_momentum": 0.19327414331854287, "company_age_years": 37.31143052703628, "ebitda": 2738125000.0, "spy_multiple": 12.0, "sector_multiple": 14.130169262687229, "sector_premium_over_spy": 0.17751410522393574}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2024-01-31", "company_multiple": 15.265977644098308, "revenue_cagr_3y": 0.12324335280263354, "revenue_cagr_5y": 0.07954867862914194, "earnings_cagr_3y": 0.3683206310280698, "quarterly_revenue_growth_yoy": 0.15501231149904943, "quarterly_earnings_growth_yoy": 0.36381287706104337, "revenue_growth_qoq": 0.2228803360265462, "gross_margin": 0.27349783752630347, "operating_margin": 0.12354568309743742, "net_margin": 0.10123418825501233, "roa_ttm": 0.13108431551116148, "roe_ttm": 0.38480692936584415, "debt_to_ebitda": 1.0603827198713656, "net_debt_to_ebitda": 0.0, "interest_coverage": 167.24771573604062, "debt_to_equity": 0.6454823594232864, "current_ratio": 1.7674387380560352, "quick_ratio": 1.2437103958243545, "fcf_to_ebitda": 0.590724991923251, "capex_to_revenue": 0.03743505956070639, "working_capital_to_revenue": 0.15764593910342087, "capital_efficiency": 0.25794562243850283, "financial_health": -0.11315612197820446, "margin_quality": 0.16609256962625107, "growth_momentum": 0.25941259428004637, "company_age_years": 37.56331279945243, "ebitda": 2965302000.0, "spy_multiple": 12.0, "sector_multiple": 15.603805974129333, "sector_premium_over_spy": 0.30031716451077783}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2024-04-30", "company_multiple": 13.360866193750773, "revenue_cagr_3y": 0.024630527960083137, "revenue_cagr_5y": 0.05054042902071232, "earnings_cagr_3y": 0.007988829447194368, "quarterly_revenue_growth_yoy": 0.08084680442638262, "quarterly_earnings_growth_yoy": 0.31466010759959157, "revenue_growth_qoq": -0.1933472489253219, "gross_margin": 0.2814689463936994, "operating_margin": 0.12167658453454841, "net_margin": 0.10044941743290078, "roa_ttm": 0.13741022325618754, "roe_ttm": 0.402453176587, "debt_to_ebitda": 1.0059665282631933, "net_debt_to_ebitda": 0.0, "interest_coverage": 180.84051424600418, "debt_to_equity": 0.6348861104553964, "current_ratio": 1.536646546785223, "quick_ratio": 1.0327729800683607, "fcf_to_ebitda": 0.5567044346112437, "capex_to_revenue": 0.03528431236506357, "working_capital_to_revenue": 0.12641139322716397, "capital_efficiency": 0.26993169992159377, "financial_health": 0.015345835525798435, "margin_quality": 0.16786498278704953, "growth_momentum": 0.1977534560129871, "company_age_years": 37.80971937029432, "ebitda": 3122754000.0, "spy_multiple": 12.0, "sector_multiple": 14.9368401428878, "sector_premium_over_spy": 0.2447366785739833}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2024-07-31", "company_multiple": 14.193030065660567, "revenue_cagr_3y": 0.03241340056399955, "revenue_cagr_5y": 0.05846531894286455, "earnings_cagr_3y": 0.021706803224327276, "quarterly_revenue_growth_yoy": 0.07145304722178036, "quarterly_earnings_growth_yoy": 0.18110140952995504, "revenue_growth_qoq": 0.08839976887926823, "gross_margin": 0.2828528843111486, "operating_margin": 0.12467718792121599, "net_margin": 0.09969666302853947, "roa_ttm": 0.14117352741217634, "roe_ttm": 0.4038856009474261, "debt_to_ebitda": 0.9737901146667045, "net_debt_to_ebitda": 0.0, "interest_coverage": 191.2814788566029, "debt_to_equity": 0.6147296225810501, "current_ratio": 1.5581881483061975, "quick_ratio": 1.047224798122374, "fcf_to_ebitda": 0.5020915295830711, "capex_to_revenue": 0.03475514266956482, "working_capital_to_revenue": 0.12898834946448423, "capital_efficiency": 0.27252956417980123, "financial_health": 0.022973669348645143, "margin_quality": 0.16907557842030138, "growth_momentum": 0.1262772283758677, "company_age_years": 38.06160164271047, "ebitda": 3238778000.0, "spy_multiple": 12.0, "sector_multiple": 15.568068028036343, "sector_premium_over_spy": 0.297339002336362}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2024-10-31", "company_multiple": 13.539839144171811, "revenue_cagr_3y": 0.034964533612402704, "revenue_cagr_5y": 0.05670208157908507, "earnings_cagr_3y": 0.082799164342781, "quarterly_revenue_growth_yoy": 0.02974812019617251, "quarterly_earnings_growth_yoy": 0.09273082107719856, "revenue_growth_qoq": -0.04088212259851927, "gross_margin": 0.28337027941650295, "operating_margin": 0.11914293500315695, "net_margin": 0.09638609333917529, "roa_ttm": 0.14180493956935525, "roe_ttm": 0.4015738606666498, "debt_to_ebitda": 0.8831182020526247, "net_debt_to_ebitda": 0.0, "interest_coverage": 214.26476128613186, "debt_to_equity": 0.5534596416777638, "current_ratio": 1.5744765672839223, "quick_ratio": 0.9842031852522597, "fcf_to_ebitda": 0.5113402449398322, "capex_to_revenue": 0.03467492388335456, "working_capital_to_revenue": 0.13101055719875113, "capital_efficiency": 0.2716894001180025, "financial_health": 0.004060551140698754, "margin_quality": 0.16629976925294507, "growth_momentum": 0.061239470636685535, "company_age_years": 38.313483915126625, "ebitda": 3298606000.0, "spy_multiple": 12.0, "sector_multiple": 15.791287711239098, "sector_premium_over_spy": 0.31594064260325827}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2021-01-31", "company_multiple": 41.22981159193514, "revenue_cagr_3y": 0.2302781943968577, "revenue_cagr_5y": 0.1968453768322591, "earnings_cagr_3y": 0.40172015933259786, "quarterly_revenue_growth_yoy": 0.23761083255634563, "quarterly_earnings_growth_yoy": 0.1067575774861503, "revenue_growth_qoq": 0.5477982434631018, "gross_margin": 0.5855476858142291, "operating_margin": 0.26475441588852594, "net_margin": 0.19070683125668528, "roa_ttm": 0.1407127232412194, "roe_ttm": 0.23017307351070873, "debt_to_ebitda": 0.16042696555414535, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.051987921489683, "debt_to_equity": 0.06491565978755287, "current_ratio": 2.4053803423545426, "quick_ratio": 1.6725382652194687, "fcf_to_ebitda": 0.5545317036702192, "capex_to_revenue": 0.052074568139067856, "working_capital_to_revenue": 0.28197065799158544, "capital_efficiency": 0.18544289837596406, "financial_health": 0.2749003336746141, "margin_quality": 0.34700297765314675, "growth_momentum": 0.17218420502124798, "company_age_years": 13.516769336071183, "ebitda": 1035306000.0, "spy_multiple": 20.0, "sector_multiple": 41.99918295384987, "sector_premium_over_spy": 1.0999591476924935}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2017-04-30", "company_multiple": 12.206995471920845, "revenue_cagr_3y": 0.062212626060724974, "revenue_cagr_5y": 0.06435432277146225, "earnings_cagr_3y": 0.6445508965342148, "quarterly_revenue_growth_yoy": 0.049139410528798555, "quarterly_earnings_growth_yoy": 0.3959588420323079, "revenue_growth_qoq": -0.19662411008744804, "gross_margin": 0.4110451043802816, "operating_margin": 0.09976490494513093, "net_margin": 0.03872745465046712, "roa_ttm": 0.09016795773739691, "roe_ttm": -5.6401437371663246, "debt_to_ebitda": 0.002961674603465648, "net_debt_to_ebitda": 0.0, "interest_coverage": 42.37450051798135, "debt_to_equity": 0.041458883348000394, "current_ratio": 0.9655913524469029, "quick_ratio": 0.19970759616602626, "fcf_to_ebitda": 0.6821945030900255, "capex_to_revenue": 0.037199168915350925, "working_capital_to_revenue": -0.0057741570511906405, "capital_efficiency": -2.7749878897144638, "financial_health": 0.01156297066894685, "margin_quality": 0.18317915465862655, "growth_momentum": 0.22254912628055323, "company_age_years": 3.575633127994524, "ebitda": 572649000.0, "spy_multiple": 15.0, "sector_multiple": 12.432418450926857, "sector_premium_over_spy": -0.17117210327154286}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2018-01-31", "company_multiple": 12.42820265757337, "revenue_cagr_3y": 0.08871439424707694, "revenue_cagr_5y": 0.07786431095437774, "earnings_cagr_3y": 0.3639292110458847, "quarterly_revenue_growth_yoy": 0.14973582600935972, "quarterly_earnings_growth_yoy": 0.9170204123891973, "revenue_growth_qoq": 0.3396369305233661, "gross_margin": 0.4197463623952435, "operating_margin": 0.13891521401900164, "net_margin": 0.12438133073446596, "roa_ttm": 0.13682026173649375, "roe_ttm": 4.435107290202135, "debt_to_ebitda": 0.019675894816283426, "net_debt_to_ebitda": 0.0, "interest_coverage": 43.53474746225924, "debt_to_equity": 0.1517044275935188, "current_ratio": 0.9828532793393537, "quick_ratio": 0.31070147218145977, "fcf_to_ebitda": 0.5067738654774646, "capex_to_revenue": 0.04395970937750421, "working_capital_to_revenue": -0.0031467111885268135, "capital_efficiency": 2.2859637759693143, "financial_health": 0.04738503478170909, "margin_quality": 0.22768096904957036, "growth_momentum": 0.5333781191992785, "company_age_years": 4.331279945242985, "ebitda": 669041999.0, "spy_multiple": 15.0, "sector_multiple": 15.333311529999404, "sector_premium_over_spy": 0.022220768666626922}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2018-04-30", "company_multiple": 13.326712466630525, "revenue_cagr_3y": 0.08780423161572104, "revenue_cagr_5y": 0.07413946166810614, "earnings_cagr_3y": 0.47578392574873973, "quarterly_revenue_growth_yoy": 0.12618887916824123, "quarterly_earnings_growth_yoy": 0.5770699663916896, "revenue_growth_qoq": -0.2130774978529373, "gross_margin": 0.4138098596451137, "operating_margin": 0.10626429060172544, "net_margin": 0.054232382093096256, "roa_ttm": 0.14690494881162125, "roe_ttm": 3.730280126897395, "debt_to_ebitda": 0.01868684772467115, "net_debt_to_ebitda": 0.0, "interest_coverage": 48.05571234763446, "debt_to_equity": 0.11719136163061354, "current_ratio": 1.0084752516605613, "quick_ratio": 0.28795153020796976, "fcf_to_ebitda": 0.5204946289936969, "capex_to_revenue": 0.043954596652086675, "working_capital_to_revenue": 0.0014752197522549242, "capital_efficiency": 1.9385925378545081, "financial_health": 0.02937872463320835, "margin_quality": 0.19143551077997845, "growth_momentum": 0.35162942277996545, "company_age_years": 4.574948665297741, "ebitda": 697816999.0, "spy_multiple": 15.0, "sector_multiple": 13.326712466630525, "sector_premium_over_spy": -0.11155250222463164}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2018-07-31", "company_multiple": 14.426739089617188, "revenue_cagr_3y": 0.09604742187699111, "revenue_cagr_5y": 0.09347787163241894, "earnings_cagr_3y": 0.8671945993700056, "quarterly_revenue_growth_yoy": 0.10052447807856944, "quarterly_earnings_growth_yoy": 0.5128779156539167, "revenue_growth_qoq": -0.01067600702365427, "gross_margin": 0.4175784350947434, "operating_margin": 0.09959139676462701, "net_margin": 0.04709756298304257, "roa_ttm": 0.14984093814928645, "roe_ttm": 2.8646252601227715, "debt_to_ebitda": 0.003813718872597868, "net_debt_to_ebitda": 0.0, "interest_coverage": 49.54337830052808, "debt_to_equity": 0.017972118752976326, "current_ratio": 1.0481247472299076, "quick_ratio": 0.2946792620943514, "fcf_to_ebitda": 0.5682150419276722, "capex_to_revenue": 0.045388646113788504, "working_capital_to_revenue": 0.008410378541926448, "capital_efficiency": 1.507233099136029, "financial_health": 0.030568606448940345, "margin_quality": 0.18808913161413765, "growth_momentum": 0.3067011968662431, "company_age_years": 4.826830937713894, "ebitda": 722391999.0, "spy_multiple": 15.0, "sector_multiple": 14.426739089617188, "sector_premium_over_spy": -0.03821739402552082}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2018-10-31", "company_multiple": 15.569524951471962, "revenue_cagr_3y": 0.10059248858546788, "revenue_cagr_5y": 0.09041093163397873, "earnings_cagr_3y": 0.7194931331219141, "quarterly_revenue_growth_yoy": 0.13594753324860234, "quarterly_earnings_growth_yoy": 0.7123599010673143, "revenue_growth_qoq": 0.08918250148015792, "gross_margin": 0.4259396035730348, "operating_margin": 0.09800921169219444, "net_margin": 0.04683178972283264, "roa_ttm": 0.1469004157891356, "roe_ttm": 2.43608279941877, "debt_to_ebitda": 0.0037303639636182932, "net_debt_to_ebitda": 0.0, "interest_coverage": 51.90850622406639, "debt_to_equity": 0.014479039005496864, "current_ratio": 0.9966018144557915, "quick_ratio": 0.2437166701344453, "fcf_to_ebitda": 0.6053274926491846, "capex_to_revenue": 0.04643780059676548, "working_capital_to_revenue": -0.000721962089799428, "capital_efficiency": 1.2914916076039529, "financial_health": 0.0266227906329886, "margin_quality": 0.19026020166268728, "growth_momentum": 0.4241537171579583, "company_age_years": 5.078713210130048, "ebitda": 750597000.0, "spy_multiple": 15.0, "sector_multiple": 15.569524951471962, "sector_premium_over_spy": 0.03796833009813083}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2019-01-31", "company_multiple": 15.253652907351261, "revenue_cagr_3y": 0.08528922624927882, "revenue_cagr_5y": 0.08085390650218471, "earnings_cagr_3y": 0.23122856380265344, "quarterly_revenue_growth_yoy": 0.02753045935256371, "quarterly_earnings_growth_yoy": -0.23411424037091352, "revenue_growth_qoq": 0.21177933865461518, "gross_margin": 0.41867427315048333, "operating_margin": 0.14077744849203838, "net_margin": 0.0927095533822585, "roa_ttm": 0.13469367739119478, "roe_ttm": 1.2851941371510025, "debt_to_ebitda": 0.003836147689062125, "net_debt_to_ebitda": 0.0, "interest_coverage": 61.33604248813068, "debt_to_equity": 0.009060766632580335, "current_ratio": 1.019361374386692, "quick_ratio": 0.2546335700809943, "fcf_to_ebitda": 0.4399473644851966, "capex_to_revenue": 0.04570058029217195, "working_capital_to_revenue": 0.0036279336171345152, "capital_efficiency": 0.7099439072710987, "financial_health": 0.03646239963210889, "margin_quality": 0.21738709167492673, "growth_momentum": -0.10329189050917491, "company_age_years": 5.330595482546201, "ebitda": 762223000.0, "spy_multiple": 15.0, "sector_multiple": 15.253652907351261, "sector_premium_over_spy": 0.01691019382341752}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2019-04-30", "company_multiple": 15.183719628685715, "revenue_cagr_3y": 0.08234771115052308, "revenue_cagr_5y": 0.07691225012013336, "earnings_cagr_3y": 0.2750589599247646, "quarterly_revenue_growth_yoy": 0.07313898771648497, "quarterly_earnings_growth_yoy": -0.058398314525112606, "revenue_growth_qoq": -0.17814872573459414, "gross_margin": 0.41176233024156883, "operating_margin": 0.09517486479904347, "net_margin": 0.04758498476962295, "roa_ttm": 0.08092846161849421, "roe_ttm": 1.47163864037796, "debt_to_ebitda": 0.36142861065743653, "net_debt_to_ebitda": 0.22408704623644807, "interest_coverage": 57.19415152195049, "debt_to_equity": 0.9922885822192226, "current_ratio": 0.9314757904292762, "quick_ratio": 0.2648937040978056, "fcf_to_ebitda": 0.4000298139374927, "capex_to_revenue": 0.04840488565665135, "working_capital_to_revenue": -0.013601974634087547, "capital_efficiency": 0.7762835509982271, "financial_health": 0.020735645445358056, "margin_quality": 0.18484072660341175, "growth_momentum": 0.007370336595686183, "company_age_years": 5.574264202600959, "ebitda": 764743000.0, "spy_multiple": 15.0, "sector_multiple": 15.183719628685715, "sector_premium_over_spy": 0.012247975245714304}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2023-10-31", "company_multiple": 11.648966588586578, "revenue_cagr_3y": 0.1115489093791695, "revenue_cagr_5y": 0.06873567416135185, "earnings_cagr_3y": 0.8228327537513844, "quarterly_revenue_growth_yoy": 0.12200149079531969, "quarterly_earnings_growth_yoy": 1.8928677828755287, "revenue_growth_qoq": 0.052728372822788624, "gross_margin": 0.43276836207578534, "operating_margin": 0.07304488752659025, "net_margin": 0.021220185815941952, "roa_ttm": 0.03968546912740035, "roe_ttm": 0.34967594617602377, "debt_to_ebitda": 2.347410486756416, "net_debt_to_ebitda": 1.5547736106463488, "interest_coverage": 39.48069105691057, "debt_to_equity": 2.14455316787305, "current_ratio": 1.1331521516686995, "quick_ratio": 0.45314329041183354, "fcf_to_ebitda": 0.5450230379160339, "capex_to_revenue": 0.04643698746347441, "working_capital_to_revenue": 0.027876845559944817, "capital_efficiency": 0.19468070765171205, "financial_health": -1.5611521010031704, "margin_quality": 0.17567781180610587, "growth_momentum": 1.0074346368354241, "company_age_years": 10.078028747433265, "ebitda": 776980000.0, "spy_multiple": 12.0, "sector_multiple": 14.130169262687229, "sector_premium_over_spy": 0.17751410522393574}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2024-01-31", "company_multiple": 15.589102750201803, "revenue_cagr_3y": 0.1107805865060405, "revenue_cagr_5y": 0.09436432402814487, "earnings_cagr_3y": 0.1339601009401945, "quarterly_revenue_growth_yoy": 0.1395495638243264, "quarterly_earnings_growth_yoy": 0.22817494600431965, "revenue_growth_qoq": 0.3642113093612091, "gross_margin": 0.4270275032719106, "operating_margin": 0.12261695178076837, "net_margin": 0.07287365859675485, "roa_ttm": 0.04407111085736826, "roe_ttm": 0.3406942499588738, "debt_to_ebitda": 2.147904776740827, "net_debt_to_ebitda": 1.0558501975556909, "interest_coverage": 42.73316859145696, "debt_to_equity": 1.8256410667929206, "current_ratio": 1.1470031831844265, "quick_ratio": 0.6108002519733476, "fcf_to_ebitda": 0.39059143972545185, "capex_to_revenue": 0.05533614367589061, "working_capital_to_revenue": 0.03068875962104314, "capital_efficiency": 0.19238268040812104, "financial_health": -1.2791650184580787, "margin_quality": 0.2075060378831446, "growth_momentum": 0.183862254914323, "company_age_years": 10.329911019849419, "ebitda": 847356000.0, "spy_multiple": 12.0, "sector_multiple": 15.603805974129333, "sector_premium_over_spy": 0.30031716451077783}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2024-04-30", "company_multiple": 13.991766406401368, "revenue_cagr_3y": 0.02494313390451075, "revenue_cagr_5y": 0.07628169996737766, "earnings_cagr_3y": -0.22857874178770543, "quarterly_revenue_growth_yoy": 0.10517906795320005, "quarterly_earnings_growth_yoy": 1.397520459264688, "revenue_growth_qoq": -0.2438405582352027, "gross_margin": 0.4361746210237042, "operating_margin": 0.08778674792621222, "net_margin": 0.03326619139097372, "roa_ttm": 0.05008477954977952, "roe_ttm": 0.3736719842237834, "debt_to_ebitda": 1.9965461514417269, "net_debt_to_ebitda": 1.1737276957421008, "interest_coverage": 54.188359661240916, "debt_to_equity": 1.7463666806925557, "current_ratio": 1.0671356138923829, "quick_ratio": 0.523203876181149, "fcf_to_ebitda": 0.4358677074027192, "capex_to_revenue": 0.06062970197330381, "working_capital_to_revenue": 0.014161550803714902, "capital_efficiency": 0.21187838188678146, "financial_health": -1.1025126528377687, "margin_quality": 0.18574252011363004, "growth_momentum": 0.751349763608944, "company_age_years": 10.576317590691307, "ebitda": 902182000.0, "spy_multiple": 12.0, "sector_multiple": 14.9368401428878, "sector_premium_over_spy": 0.2447366785739833}, {"ticker": "MCD", "sector": "Consumer Cyclical", "quarter_date": "2016-09-30", "company_multiple": 13.197479190406424, "revenue_cagr_3y": -0.042732798696980545, "revenue_cagr_5y": -0.021629247103315152, "earnings_cagr_3y": -0.05726080178570081, "quarterly_revenue_growth_yoy": -0.028873335248144397, "quarterly_earnings_growth_yoy": -0.02581729300336083, "revenue_growth_qoq": 0.025395051875498804, "gross_margin": 0.4276085366043492, "operating_margin": 0.3327003004311888, "net_margin": 0.19853364673650784, "roa_ttm": 0.14465215209823037, "roe_ttm": -2.893479465550151, "debt_to_ebitda": 2.8307775788159963, "net_debt_to_ebitda": 2.5847848499647297, "interest_coverage": 41.46939693969397, "debt_to_equity": 16.060710547380086, "current_ratio": 0.960998056604195, "quick_ratio": 0.9407822726561976, "fcf_to_ebitda": 0.526886971620815, "capex_to_revenue": 0.06987563316395487, "working_capital_to_revenue": -0.007002402313279298, "capital_efficiency": -1.3744136567259604, "financial_health": 16.082949267704514, "margin_quality": 0.3196141612573486, "growth_momentum": -0.027345314125752612, "company_age_years": 51.44421629021218, "ebitda": 9214500000.0, "spy_multiple": 15.0, "sector_multiple": 16.307580159043678, "sector_premium_over_spy": 0.08717201060291191}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2015-12-31", "company_multiple": 18.698188759731256, "revenue_cagr_3y": 0.12309674986975905, "revenue_cagr_5y": 0.12736226924659988, "earnings_cagr_3y": 0.16739286645803175, "quarterly_revenue_growth_yoy": 0.11873334443704198, "quarterly_earnings_growth_yoy": -0.3005797985962771, "revenue_growth_qoq": 0.09333034914950761, "gross_margin": 0.3128500977016842, "operating_margin": 0.1968921559504978, "net_margin": 0.12796129152321578, "roa_ttm": 0.19018812531386411, "roe_ttm": 0.4115522862158322, "debt_to_ebitda": 0.5007358430201557, "net_debt_to_ebitda": 0.01795883544843767, "interest_coverage": 284.1515151515151, "debt_to_equity": 0.3924935216918833, "current_ratio": 1.0695911857197802, "quick_ratio": 0.7884663242913056, "fcf_to_ebitda": 0.5580036258931428, "capex_to_revenue": 0.0680940556428318, "working_capital_to_revenue": 0.01558810115035727, "capital_efficiency": 0.30087020576484813, "financial_health": -0.15077868004707642, "margin_quality": 0.2125678483917993, "growth_momentum": -0.09092322707961756, "company_age_years": 23.512662559890487, "ebitda": 4688500000.0, "spy_multiple": 15.0, "sector_multiple": 18.698188759731256, "sector_premium_over_spy": 0.24654591731541697}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2016-12-31", "company_multiple": 15.350938798116864, "revenue_cagr_3y": 0.10581674229388094, "revenue_cagr_5y": 0.10781379833880678, "earnings_cagr_3y": 0.11613137687800723, "quarterly_revenue_growth_yoy": 0.0668837815204243, "quarterly_earnings_growth_yoy": 0.09336823734729494, "revenue_growth_qoq": 0.0037995517579492927, "gross_margin": 0.3139248896718938, "operating_margin": 0.1975614435974812, "net_margin": 0.13113781855605366, "roa_ttm": 0.20559594215719146, "roe_ttm": 0.4971707552703309, "debt_to_ebitda": 0.6537062678851657, "net_debt_to_ebitda": 0.2780762484999538, "interest_coverage": 227.58403361344537, "debt_to_equity": 0.6108408377324639, "current_ratio": 1.0497805471539354, "quick_ratio": 0.7726332067404998, "fcf_to_ebitda": 0.5573525339241208, "capex_to_revenue": 0.06532320198567032, "working_capital_to_revenue": 0.010099052838945712, "capital_efficiency": 0.3513833487137612, "financial_health": -0.404431580260131, "margin_quality": 0.21420805060847622, "growth_momentum": 0.08012600943385961, "company_age_years": 24.514715947980836, "ebitda": 5416500000.0, "spy_multiple": 15.0, "sector_multiple": 18.138262504673826, "sector_premium_over_spy": 0.20921750031158837}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2017-03-31", "company_multiple": 15.747925780334313, "revenue_cagr_3y": 0.10972553848791766, "revenue_cagr_5y": 0.1062114542314454, "earnings_cagr_3y": 0.15199543179152442, "quarterly_revenue_growth_yoy": 0.06024192902347192, "quarterly_earnings_growth_yoy": 0.13510693792383932, "revenue_growth_qoq": -0.07655811195032183, "gross_margin": 0.29588213071401587, "operating_margin": 0.17669059312429164, "net_margin": 0.12330940687570835, "roa_ttm": 0.20801383197801504, "roe_ttm": 0.528028545941124, "debt_to_ebitda": 0.7154191535784482, "net_debt_to_ebitda": 0.3252249490596318, "interest_coverage": 242.1703056768559, "debt_to_equity": 0.707850133809099, "current_ratio": 1.229819254518637, "quick_ratio": 0.8989275268118297, "fcf_to_ebitda": 0.5262816236002669, "capex_to_revenue": 0.06416061084541844, "working_capital_to_revenue": 0.04183180819162636, "capital_efficiency": 0.36802118895956953, "financial_health": -0.5513013283401995, "margin_quality": 0.19862737690467194, "growth_momentum": 0.09767443347365562, "company_age_years": 24.761122518822724, "ebitda": 5545700000.0, "spy_multiple": 15.0, "sector_multiple": 19.31340235929217, "sector_premium_over_spy": 0.2875601572861446}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2018-03-31", "company_multiple": 11.776449262435678, "revenue_cagr_3y": 0.09744549320426144, "revenue_cagr_5y": 0.11186869688408696, "earnings_cagr_3y": 0.10077213255354067, "quarterly_revenue_growth_yoy": 0.13936531922931622, "quarterly_earnings_growth_yoy": 0.011182598039215686, "revenue_growth_qoq": -0.006898595584240249, "gross_margin": 0.2863987532743128, "operating_margin": 0.1280712225206406, "net_margin": 0.10943665240889949, "roa_ttm": 0.25012105847836613, "roe_ttm": 0.9319281711665818, "debt_to_ebitda": 0.8967135506003431, "net_debt_to_ebitda": 0.6027855917667239, "interest_coverage": 207.62108262108262, "debt_to_equity": 1.3870776023093905, "current_ratio": 1.0906111432427221, "quick_ratio": 0.8253518411413149, "fcf_to_ebitda": 0.37675471698113205, "capex_to_revenue": 0.07577998150460467, "working_capital_to_revenue": 0.020029575586078166, "capital_efficiency": 0.5910246148224739, "financial_health": -1.1908232830478906, "margin_quality": 0.17463554273461765, "growth_momentum": 0.07527395863426595, "company_age_years": 25.760438056125942, "ebitda": 7287500000.0, "spy_multiple": 15.0, "sector_multiple": 13.958515789856655, "sector_premium_over_spy": -0.06943228067622298}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2018-09-30", "company_multiple": 10.42495913782886, "revenue_cagr_3y": 0.08649466733036992, "revenue_cagr_5y": 0.10681585906676339, "earnings_cagr_3y": 0.05006935479309438, "quarterly_revenue_growth_yoy": 0.10622466349613043, "quarterly_earnings_growth_yoy": -0.041973116916053765, "revenue_growth_qoq": -0.0010617561764099963, "gross_margin": 0.2952598515134209, "operating_margin": 0.15172282505235105, "net_margin": 0.11985214797893268, "roa_ttm": 0.18704359921180308, "roe_ttm": 3.863445917058572, "debt_to_ebitda": 1.3009881341216356, "net_debt_to_ebitda": 0.09423795151665496, "interest_coverage": 113.55399061032864, "debt_to_equity": 8.071911073108167, "current_ratio": 2.198057774181063, "quick_ratio": 1.9516730586538122, "fcf_to_ebitda": 1.3728311351828117, "capex_to_revenue": 0.07995339692710988, "working_capital_to_revenue": 0.2754921235952329, "capital_efficiency": 2.025244758135188, "financial_health": -7.41023973783669, "margin_quality": 0.18894494151490152, "growth_momentum": 0.03212577329003833, "company_age_years": 26.261464750171115, "ebitda": 7256100000.0, "spy_multiple": 15.0, "sector_multiple": 12.541277007416962, "sector_premium_over_spy": -0.16391486617220252}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2018-12-31", "company_multiple": 16.06935169935619, "revenue_cagr_3y": 0.07269856685742937, "revenue_cagr_5y": 0.0936367464102732, "earnings_cagr_3y": 0.03420543957726174, "quarterly_revenue_growth_yoy": 0.09203615588521, "quarterly_earnings_growth_yoy": -0.6619856012798863, "revenue_growth_qoq": 0.05220826194555492, "gross_margin": 0.2819515431121564, "operating_margin": 0.15313522396610732, "net_margin": 0.11467426538212191, "roa_ttm": 0.15157672423716176, "roe_ttm": -1.0498457485528094, "debt_to_ebitda": 1.8536457553525978, "net_debt_to_ebitda": 0.962494385387034, "interest_coverage": 71.24266666666666, "debt_to_equity": 3.433186592256231, "current_ratio": 1.4143344081068632, "quick_ratio": 1.1647535697835099, "fcf_to_ebitda": 1.965919299296302, "capex_to_revenue": 0.07826840306348504, "working_capital_to_revenue": 0.0889613266662447, "capital_efficiency": -0.44913451215782385, "financial_health": 3.4032998667543195, "margin_quality": 0.18325367748679522, "growth_momentum": -0.28497472269733815, "company_age_years": 26.51334702258727, "ebitda": 5343200000.0, "spy_multiple": 15.0, "sector_multiple": 16.117545304777593, "sector_premium_over_spy": 0.0745030203185062}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 18.40875745765529, "revenue_cagr_3y": 0.08090959626170502, "revenue_cagr_5y": 0.10235627070357012, "earnings_cagr_3y": 0.048657619228269944, "quarterly_revenue_growth_yoy": 0.04544248814615869, "quarterly_earnings_growth_yoy": 0.00469625814270565, "revenue_growth_qoq": -0.04927103592805343, "gross_margin": 0.2759003472938042, "operating_margin": 0.1360154775686262, "net_margin": 0.10517134746824403, "roa_ttm": 0.17185223813761558, "roe_ttm": -0.6019178462943477, "debt_to_ebitda": 1.7023772142078724, "net_debt_to_ebitda": 1.3227802508358115, "interest_coverage": 73.25981055480379, "debt_to_equity": 1.8297961047469673, "current_ratio": 0.9391094929267645, "quick_ratio": 0.6654719915045322, "fcf_to_ebitda": 1.938233066735625, "capex_to_revenue": 0.07534683494765679, "working_capital_to_revenue": -0.012566285099305352, "capital_efficiency": -0.21503280407836609, "financial_health": 1.9313957142609648, "margin_quality": 0.1723623907768915, "growth_momentum": 0.02506937314443217, "company_age_years": 26.759753593429156, "ebitda": 5413900000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2016-12-31", "company_multiple": 16.324489479512735, "revenue_cagr_3y": 0.6122496484269262, "revenue_cagr_5y": 0.13867208057592273, "earnings_cagr_3y": 0.406590378658906, "quarterly_revenue_growth_yoy": 0.051466414380321665, "quarterly_earnings_growth_yoy": 0.5595637583892618, "revenue_growth_qoq": 0.03318769173561402, "gross_margin": 0.4851538599964009, "operating_margin": 0.4423249955011697, "net_margin": 0.16726651070721613, "roa_ttm": 0.03218840359949594, "roe_ttm": 0.12313231323132313, "debt_to_ebitda": 4.708803986710963, "net_debt_to_ebitda": 3.9001661129568106, "interest_coverage": 16.500456092341157, "debt_to_equity": 1.700990099009901, "current_ratio": 1.7320558354670852, "quick_ratio": 1.6727513009003057, "fcf_to_ebitda": 0.6839977851605759, "capex_to_revenue": 0.008128708572531236, "working_capital_to_revenue": 0.2137826233778764, "capital_efficiency": 0.07766035841540954, "financial_health": -1.605847037234194, "margin_quality": 0.36491512206826227, "growth_momentum": 0.3055150863847917, "company_age_years": 10.622861054072553, "ebitda": 1806000000.0, "spy_multiple": 15.0, "sector_multiple": 18.138262504673826, "sector_premium_over_spy": 0.20921750031158837}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2020-06-30", "company_multiple": 19.614606320299945, "revenue_cagr_3y": -0.02557415572602384, "revenue_cagr_5y": 0.001110560697517915, "earnings_cagr_3y": -0.1227257050084567, "quarterly_revenue_growth_yoy": -0.25142857142857145, "quarterly_earnings_growth_yoy": -0.2535211267605634, "revenue_growth_qoq": -0.14448979591836736, "gross_margin": 0.3568702290076336, "operating_margin": 0.2318702290076336, "net_margin": 0.10114503816793893, "roa_ttm": 0.0279796511627907, "roe_ttm": 0.26958424507658646, "debt_to_ebitda": 6.716122121049812, "net_debt_to_ebitda": 5.891269416175683, "interest_coverage": 15.056451612903226, "debt_to_equity": 5.487527352297593, "current_ratio": 1.7344236760124612, "quick_ratio": 1.6596573208722742, "fcf_to_ebitda": 0.5945366898768077, "capex_to_revenue": 0.016698656429942418, "working_capital_to_revenue": 0.18099808061420344, "capital_efficiency": 0.1487819481196886, "financial_health": -5.317359406009873, "margin_quality": 0.2299618320610687, "growth_momentum": -0.2524748490945674, "company_age_years": 14.119096509240247, "ebitda": 1867000000.0, "spy_multiple": 20.0, "sector_multiple": 22.33716606498195, "sector_premium_over_spy": 0.11685830324909752}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2020-12-31", "company_multiple": 26.363663101604278, "revenue_cagr_3y": 0.03237641875451547, "revenue_cagr_5y": 0.051392698101214496, "earnings_cagr_3y": -0.24941529830486497, "quarterly_revenue_growth_yoy": -0.08181203515889114, "quarterly_earnings_growth_yoy": -0.4484848484848485, "revenue_growth_qoq": 0.015706806282722512, "gross_margin": 0.5625920471281296, "operating_margin": 0.27466863033873345, "net_margin": 0.06701030927835051, "roa_ttm": 0.021337313957061947, "roe_ttm": 0.2242731887401938, "debt_to_ebitda": 8.452540106951872, "net_debt_to_ebitda": 7.40975935828877, "interest_coverage": 13.008695652173913, "debt_to_equity": 5.835256114443932, "current_ratio": 1.4141161773891318, "quick_ratio": 1.354153653966271, "fcf_to_ebitda": 0.5374331550802139, "capex_to_revenue": 0.02355072463768116, "working_capital_to_revenue": 0.13345410628019325, "capital_efficiency": 0.12280525134862788, "financial_health": -5.652322039175239, "margin_quality": 0.3014236622484045, "growth_momentum": -0.2651484418218698, "company_age_years": 14.622861054072553, "ebitda": 1496000000.0, "spy_multiple": 20.0, "sector_multiple": 26.363663101604278, "sector_premium_over_spy": 0.3181831550802139}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 26.677002583979327, "revenue_cagr_3y": 0.0015923593774846978, "revenue_cagr_5y": 0.06526651753256862, "earnings_cagr_3y": 0.06544353511309597, "quarterly_revenue_growth_yoy": 0.02857142857142857, "quarterly_earnings_growth_yoy": 0.24305555555555555, "revenue_growth_qoq": -0.07216494845360824, "gross_margin": 0.4015873015873016, "operating_margin": 0.35079365079365077, "net_margin": 0.14206349206349206, "roa_ttm": 0.022793892461827888, "roe_ttm": 0.21983122362869198, "debt_to_ebitda": 8.161498708010337, "net_debt_to_ebitda": 7.151808785529716, "interest_coverage": 14.467289719626168, "debt_to_equity": 5.330801687763713, "current_ratio": 1.476159793814433, "quick_ratio": 1.4130154639175259, "fcf_to_ebitda": 0.6059431524547804, "capex_to_revenue": 0.022586448131121328, "working_capital_to_revenue": 0.14771137317609434, "capital_efficiency": 0.12131255804525994, "financial_health": -5.157778660167259, "margin_quality": 0.2981481481481481, "growth_momentum": 0.13581349206349205, "company_age_years": 14.869267624914443, "ebitda": 1548000000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 19.60839119804401, "revenue_cagr_3y": 0.037461947676841634, "revenue_cagr_5y": 0.06823749953802638, "earnings_cagr_3y": 0.03170406616517285, "quarterly_revenue_growth_yoy": 0.13843888070692195, "quarterly_earnings_growth_yoy": 0.967032967032967, "revenue_growth_qoq": 0.03411371237458194, "gross_margin": 0.4087968952134541, "operating_margin": 0.2690815006468305, "net_margin": 0.11578266494178525, "roa_ttm": 0.036049212767788004, "roe_ttm": 0.37460885113991954, "debt_to_ebitda": 6.4312958435207825, "net_debt_to_ebitda": 5.899755501222494, "interest_coverage": 19.29245283018868, "debt_to_equity": 5.879302637460885, "current_ratio": 0.966986155484558, "quick_ratio": 0.9158679446219382, "fcf_to_ebitda": 0.7921760391198044, "capex_to_revenue": 0.01847011674507754, "working_capital_to_revenue": -0.010803275832026485, "capital_efficiency": 0.20532903195385377, "financial_health": -5.727043469026987, "margin_quality": 0.26455368693402326, "growth_momentum": 0.5527359238699445, "company_age_years": 15.62217659137577, "ebitda": 2045000000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2022-12-31", "company_multiple": 20.004765360425736, "revenue_cagr_3y": 0.045250759664767326, "revenue_cagr_5y": 0.06475287521536588, "earnings_cagr_3y": 0.11545103991373296, "quarterly_revenue_growth_yoy": 0.09249676584734799, "quarterly_earnings_growth_yoy": 0.27932960893854747, "revenue_growth_qoq": -0.021436848203939745, "gross_margin": 0.384251036116045, "operating_margin": 0.20485494375370042, "net_margin": 0.13558318531675548, "roa_ttm": 0.04431548404115009, "roe_ttm": 0.40336134453781514, "debt_to_ebitda": 6.33913884857281, "net_debt_to_ebitda": 5.769230769230769, "interest_coverage": 12.158823529411764, "debt_to_equity": 5.243297318927571, "current_ratio": 0.9678638941398866, "quick_ratio": 0.9050094517958412, "fcf_to_ebitda": 0.6724721819061442, "capex_to_revenue": 0.015372790161414296, "working_capital_to_revenue": -0.010453497309761722, "capital_efficiency": 0.22383841428948262, "financial_health": -5.085865736429101, "margin_quality": 0.241563055062167, "growth_momentum": 0.18591318739294774, "company_age_years": 16.621492128678987, "ebitda": 2067000000.0, "spy_multiple": 12.0, "sector_multiple": 20.906069889021367, "sector_premium_over_spy": 0.7421724907517806}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2023-03-31", "company_multiple": 20.633384912959382, "revenue_cagr_3y": 0.09082147307023769, "revenue_cagr_5y": 0.048624300168839785, "earnings_cagr_3y": 0.09487978497197225, "quarterly_revenue_growth_yoy": 0.0957960027567195, "quarterly_earnings_growth_yoy": 0.03278688524590164, "revenue_growth_qoq": -0.0586145648312611, "gross_margin": 0.40628930817610065, "operating_margin": 0.2811320754716981, "net_margin": 0.11886792452830189, "roa_ttm": 0.04501464973808044, "roe_ttm": 0.3937864077669903, "debt_to_ebitda": 6.328336557059961, "net_debt_to_ebitda": 5.828820116054159, "interest_coverage": 11.553072625698324, "debt_to_equity": 5.082330097087379, "current_ratio": 1.0058448459086078, "quick_ratio": 0.9287991498405951, "fcf_to_ebitda": 0.601063829787234, "capex_to_revenue": 0.01625526791089705, "working_capital_to_revenue": 0.0016556291390728477, "capital_efficiency": 0.21940052875253538, "financial_health": -4.933171006707244, "margin_quality": 0.26876310272536685, "growth_momentum": 0.06429144400131057, "company_age_years": 16.867898699520875, "ebitda": 2068000000.0, "spy_multiple": 12.0, "sector_multiple": 21.211418685121107, "sector_premium_over_spy": 0.7676182237600921}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2024-03-31", "company_multiple": 20.29814419795222, "revenue_cagr_3y": 0.11337896588558061, "revenue_cagr_5y": 0.06554838521223405, "earnings_cagr_3y": 0.08715533566761602, "quarterly_revenue_growth_yoy": 0.09371069182389936, "quarterly_earnings_growth_yoy": 0.21693121693121692, "revenue_growth_qoq": -0.04450549450549451, "gross_margin": 0.40023001725129387, "operating_margin": 0.312823461759632, "net_margin": 0.13225991949396204, "roa_ttm": 0.053241317168464634, "roe_ttm": 0.4150455661736469, "debt_to_ebitda": 5.584470989761092, "net_debt_to_ebitda": 5.136945392491468, "interest_coverage": 11.72, "debt_to_equity": 4.413441479458195, "current_ratio": 1.0752937156964657, "quick_ratio": 0.9962916366943867, "fcf_to_ebitda": 0.5321907107508532, "capex_to_revenue": 0.017833476223678705, "working_capital_to_revenue": 0.02020152126621113, "capital_efficiency": 0.23414344167105577, "financial_health": -4.281084129513012, "margin_quality": 0.28177113283496263, "growth_momentum": 0.15532095437755813, "company_age_years": 17.869952087611225, "ebitda": 2344000000.0, "spy_multiple": 12.0, "sector_multiple": 20.335978487083786, "sector_premium_over_spy": 0.6946648739236487}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 18.41914884868421, "revenue_cagr_3y": 0.13092763453088385, "revenue_cagr_5y": 0.08239819622948685, "earnings_cagr_3y": 0.026327791369625153, "quarterly_revenue_growth_yoy": 0.17183098591549295, "quarterly_earnings_growth_yoy": 0.16182572614107885, "revenue_growth_qoq": 0.1960897067280046, "gross_margin": 0.3778846153846154, "operating_margin": 0.31875, "net_margin": 0.1346153846153846, "roa_ttm": 0.051116192974165496, "roe_ttm": 0.41401117319401715, "debt_to_ebitda": 5.713815789473684, "net_debt_to_ebitda": 5.326480263157895, "interest_coverage": 11.92156862745098, "debt_to_equity": 4.529999419452017, "current_ratio": 0.775583603362629, "quick_ratio": 0.7144448949178449, "fcf_to_ebitda": 0.48323465789473685, "capex_to_revenue": 0.018828323836276084, "working_capital_to_revenue": -0.07855774612092027, "capital_efficiency": 0.2325636830840913, "financial_health": -4.229986476908983, "margin_quality": 0.2770833333333333, "growth_momentum": 0.16682835602828588, "company_age_years": 18.119096509240247, "ebitda": 2432000000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2024-09-30", "company_multiple": 18.40464777327935, "revenue_cagr_3y": 0.15290794537545982, "revenue_cagr_5y": 0.09459513369209849, "earnings_cagr_3y": 0.04472684823295614, "quarterly_revenue_growth_yoy": 0.24714207947740882, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": 0.10144230769230769, "gross_margin": 0.3483195111305107, "operating_margin": 0.25185508511567, "net_margin": 0.10999563509384548, "roa_ttm": 0.050656136572135135, "roe_ttm": 0.39245982694684795, "debt_to_ebitda": 5.624696356275304, "net_debt_to_ebitda": 5.148582995951417, "interest_coverage": 11.990291262135923, "debt_to_equity": 4.293263288009888, "current_ratio": 1.0212862318840579, "quick_ratio": 0.9447463768115942, "fcf_to_ebitda": 0.5069743676113361, "capex_to_revenue": 0.021562490416141236, "working_capital_to_revenue": 0.005926860025220681, "capital_efficiency": 0.22155798175949154, "financial_health": -4.146850940855781, "margin_quality": 0.23672341044667536, "growth_momentum": 0.12357103973870441, "company_age_years": 18.3709787816564, "ebitda": 2470000000.0, "spy_multiple": 12.0, "sector_multiple": 19.829865067894143, "sector_premium_over_spy": 0.6524887556578454}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2024-12-31", "company_multiple": 15.838175675675675, "revenue_cagr_3y": 0.14091721039011817, "revenue_cagr_5y": 0.09194494452025137, "earnings_cagr_3y": 0.13105114665668105, "quarterly_revenue_growth_yoy": 0.26153846153846155, "quarterly_earnings_growth_yoy": -0.49015748031496065, "revenue_growth_qoq": 0.002182453077258839, "gross_margin": 0.3240418118466899, "operating_margin": 0.27656794425087106, "net_margin": 0.11280487804878049, "roa_ttm": 0.04145014615134784, "roe_ttm": 0.3282958199356913, "debt_to_ebitda": 5.206456456456457, "net_debt_to_ebitda": 4.7057057057057055, "interest_coverage": 13.731958762886597, "debt_to_equity": 4.459807073954984, "current_ratio": 0.9653130287648054, "quick_ratio": 0.9052453468697124, "fcf_to_ebitda": 0.4880730810810811, "capex_to_revenue": 0.02391036747561266, "working_capital_to_revenue": -0.009754936949797764, "capital_efficiency": 0.18487298304351957, "financial_health": -4.27220936559141, "margin_quality": 0.23780487804878048, "growth_momentum": -0.11430950938824955, "company_age_years": 18.622861054072555, "ebitda": 2664000000.0, "spy_multiple": 12.0, "sector_multiple": 18.846977329822117, "sector_premium_over_spy": 0.5705814441518431}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2016-03-31", "company_multiple": 15.681067906786591, "revenue_cagr_3y": -0.17123871367559085, "revenue_cagr_5y": -0.09861377346159872, "earnings_cagr_3y": 0.02602315264844335, "quarterly_revenue_growth_yoy": -0.4496567505720824, "quarterly_earnings_growth_yoy": 0.0055248618784530384, "revenue_growth_qoq": -0.6347760060744115, "gross_margin": 0.4067914067914068, "operating_margin": 0.24185724185724186, "net_margin": 0.25225225225225223, "roa_ttm": 0.15752341564286584, "roe_ttm": 8.301282051282051, "debt_to_ebitda": 1.9750613246116109, "net_debt_to_ebitda": 1.5932134096484056, "interest_coverage": 58.23809523809524, "debt_to_equity": 30.96794871794872, "current_ratio": 0.42233218588640276, "quick_ratio": 0.3771514629948365, "fcf_to_ebitda": 0.5576451349141456, "capex_to_revenue": 0.07596847224551401, "working_capital_to_revenue": -0.22513835317793057, "capital_efficiency": 4.229402733462458, "financial_health": -15.976132106955609, "margin_quality": 0.3003003003003003, "growth_momentum": -0.22206594434681468, "company_age_years": 18.535249828884325, "ebitda": 2446000000.0, "spy_multiple": 15.0, "sector_multiple": 17.099824266742843, "sector_premium_over_spy": 0.13998828444952283}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2016-06-30", "company_multiple": 16.39873790492217, "revenue_cagr_3y": -0.19604660057108536, "revenue_cagr_5y": -0.11730367621369808, "earnings_cagr_3y": 0.061396503186129214, "quarterly_revenue_growth_yoy": -0.5140096618357488, "quarterly_earnings_growth_yoy": 0.4297872340425532, "revenue_growth_qoq": 0.04573804573804574, "gross_margin": 0.41285619615639496, "operating_margin": 0.27501656726308815, "net_margin": 0.22266401590457258, "roa_ttm": 0.1705767350928641, "roe_ttm": -3.588688946015424, "debt_to_ebitda": 2.256205300799327, "net_debt_to_ebitda": 1.9217501051745898, "interest_coverage": 46.6078431372549, "debt_to_equity": 13.7866323907455, "current_ratio": 0.8244844229925405, "quick_ratio": 0.7125932426502852, "fcf_to_ebitda": 0.5443836769036601, "capex_to_revenue": 0.0808325266214908, "working_capital_to_revenue": -0.03872216844143272, "capital_efficiency": -1.70905610546128, "financial_health": 13.783516083800105, "margin_quality": 0.30351225977468527, "growth_momentum": -0.042111213896597804, "company_age_years": 18.784394250513348, "ebitda": 2377000000.0, "spy_multiple": 15.0, "sector_multiple": 16.858555800186437, "sector_premium_over_spy": 0.12390372001242911}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2018-03-31", "company_multiple": 12.067894056847544, "revenue_cagr_3y": -0.19437131261781337, "revenue_cagr_5y": -0.11567500923350571, "earnings_cagr_3y": 0.061515749129940955, "quarterly_revenue_growth_yoy": -0.032462949894142556, "quarterly_earnings_growth_yoy": 0.5464285714285714, "revenue_growth_qoq": -0.1306277742549144, "gross_margin": 0.44784828592268416, "operating_margin": 0.4033552151714077, "net_margin": 0.31582786287381476, "roa_ttm": 0.3087262200165426, "roe_ttm": -0.2210541901095647, "debt_to_ebitda": 3.0361757105943155, "net_debt_to_ebitda": 2.7189922480620154, "interest_coverage": 28.934579439252335, "debt_to_equity": 1.391767841279242, "current_ratio": 1.703336339044184, "quick_ratio": 1.7159603246167718, "fcf_to_ebitda": 0.20897932816537468, "capex_to_revenue": 0.04869684499314129, "working_capital_to_revenue": 0.1337448559670782, "capital_efficiency": 0.04383601495348895, "financial_health": 1.5857965368315268, "margin_quality": 0.3890104546559689, "growth_momentum": 0.2569828107672144, "company_age_years": 20.53388090349076, "ebitda": 3096000000.0, "spy_multiple": 15.0, "sector_multiple": 13.958515789856655, "sector_premium_over_spy": -0.06943228067622298}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2018-06-30", "company_multiple": 11.284740218088519, "revenue_cagr_3y": -0.23907562260196058, "revenue_cagr_5y": -0.1397634380735382, "earnings_cagr_3y": 0.10954705075578008, "quarterly_revenue_growth_yoy": -0.055248618784530384, "quarterly_earnings_growth_yoy": 0.558252427184466, "revenue_growth_qoq": -0.002188183807439825, "gross_margin": 0.46271929824561403, "operating_margin": 0.32821637426900585, "net_margin": 0.23464912280701755, "roa_ttm": 0.37170596393897365, "roe_ttm": -0.22188491789706086, "debt_to_ebitda": 3.081462475946119, "net_debt_to_ebitda": 2.9810776138550352, "interest_coverage": 27.839285714285715, "debt_to_equity": 1.3257899820615426, "current_ratio": 1.301948051948052, "quick_ratio": 1.3214285714285714, "fcf_to_ebitda": 0.23059653624118023, "capex_to_revenue": 0.04398470097357441, "working_capital_to_revenue": 0.048504867872044506, "capital_efficiency": 0.0749105230209564, "financial_health": 1.3906918360083447, "margin_quality": 0.3418615984405458, "growth_momentum": 0.2515019041999678, "company_age_years": 20.78302532511978, "ebitda": 3118000000.0, "spy_multiple": 15.0, "sector_multiple": 13.660465983224604, "sector_premium_over_spy": -0.08930226778502637}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2018-09-30", "company_multiple": 12.541277007416962, "revenue_cagr_3y": -0.2595921603818626, "revenue_cagr_5y": -0.16689505109566838, "earnings_cagr_3y": 0.025473839407571086, "quarterly_revenue_growth_yoy": -0.031337047353760444, "quarterly_earnings_growth_yoy": 0.0861244019138756, "revenue_growth_qoq": 0.016812865497076022, "gross_margin": 0.47735442127965494, "operating_margin": 0.39755571531272466, "net_margin": 0.32638389647735444, "roa_ttm": 0.3956678700361011, "roe_ttm": -0.22043443282381336, "debt_to_ebitda": 3.128668171557562, "net_debt_to_ebitda": 3.0648178007094486, "interest_coverage": 27.936936936936938, "debt_to_equity": 1.3008849557522124, "current_ratio": 0.9790619765494137, "quick_ratio": 0.9966499162479062, "fcf_to_ebitda": 0.2808771364076105, "capex_to_revenue": 0.04152794813387069, "working_capital_to_revenue": -0.004380585246188891, "capital_efficiency": 0.08761671860614387, "financial_health": 1.3089835449153042, "margin_quality": 0.40043134435657796, "growth_momentum": 0.02739367728005758, "company_age_years": 21.034907597535934, "ebitda": 3101000000.0, "spy_multiple": 15.0, "sector_multiple": 12.541277007416962, "sector_premium_over_spy": -0.16391486617220252}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2018-12-31", "company_multiple": 16.117545304777593, "revenue_cagr_3y": -0.26669135002371314, "revenue_cagr_5y": -0.17908344028972656, "earnings_cagr_3y": 0.06693490728585472, "quarterly_revenue_growth_yoy": -0.012048192771084338, "quarterly_earnings_growth_yoy": -0.23394495412844038, "revenue_growth_qoq": 0.12005751258087707, "gross_margin": 0.47946084724005134, "operating_margin": 0.47560975609756095, "net_margin": 0.21437740693196405, "roa_ttm": 0.37336561743341407, "roe_ttm": -0.19454958364875094, "debt_to_ebitda": 4.123146622734761, "net_debt_to_ebitda": 4.002883031301483, "interest_coverage": 19.901639344262296, "debt_to_equity": 1.2630582891748676, "current_ratio": 0.9277478862413528, "quick_ratio": 0.9438893159108378, "fcf_to_ebitda": 0.38797364085667213, "capex_to_revenue": 0.04113924050632911, "working_capital_to_revenue": -0.016526019690576654, "capital_efficiency": 0.08940801689233156, "financial_health": 1.2932608468527584, "margin_quality": 0.3898160034231921, "growth_momentum": -0.12299657344976236, "company_age_years": 21.286789869952088, "ebitda": 2428000000.0, "spy_multiple": 15.0, "sector_multiple": 16.117545304777593, "sector_premium_over_spy": 0.0745030203185062}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 18.696930022573362, "revenue_cagr_3y": -0.04571726087372707, "revenue_cagr_5y": -0.14371549226664515, "earnings_cagr_3y": -0.10381025664720134, "quarterly_revenue_growth_yoy": -0.08533916849015317, "quarterly_earnings_growth_yoy": -0.394919168591224, "revenue_growth_qoq": -0.1951219512195122, "gross_margin": 0.5087719298245614, "operating_margin": 0.3452950558213716, "net_margin": 0.20893141945773525, "roa_ttm": 0.2889966273187184, "roe_ttm": -0.17345647773279352, "debt_to_ebitda": 4.5187358916478555, "net_debt_to_ebitda": 4.393227990970654, "interest_coverage": 19.26086956521739, "debt_to_equity": 1.2663208502024292, "current_ratio": 0.8937452901281085, "quick_ratio": 0.9080633006782216, "fcf_to_ebitda": 0.4744920993227991, "capex_to_revenue": 0.04236223299228146, "working_capital_to_revenue": -0.025309639203015617, "capital_efficiency": 0.057770074792962436, "financial_health": 1.2821580295758204, "margin_quality": 0.3543328017012228, "growth_momentum": -0.24012916854068858, "company_age_years": 21.533196440793976, "ebitda": 2215000000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 19.821940966010732, "revenue_cagr_3y": -0.046046178833119344, "revenue_cagr_5y": -0.16378922828564146, "earnings_cagr_3y": -0.04898758066425579, "quarterly_revenue_growth_yoy": -0.04239766081871345, "quarterly_earnings_growth_yoy": -0.09968847352024922, "revenue_growth_qoq": 0.044657097288676235, "gross_margin": 0.5122137404580153, "operating_margin": 0.35954198473282445, "net_margin": 0.22061068702290076, "roa_ttm": 0.28647839109970047, "roe_ttm": -0.16750062546910183, "debt_to_ebitda": 4.559033989266547, "net_debt_to_ebitda": 4.446332737030412, "interest_coverage": 18.789915966386555, "debt_to_equity": 1.2752064048036027, "current_ratio": 0.9460370994940978, "quick_ratio": 0.954468802698145, "fcf_to_ebitda": 0.4610912343470483, "capex_to_revenue": 0.040812624705242155, "working_capital_to_revenue": -0.011608924360602213, "capital_efficiency": 0.05948888281529932, "financial_health": 1.2884661891797538, "margin_quality": 0.36412213740458016, "growth_momentum": -0.07104306716948133, "company_age_years": 21.782340862423, "ebitda": 2236000000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2020-06-30", "company_multiple": 22.33716606498195, "revenue_cagr_3y": -0.06122232729452237, "revenue_cagr_5y": -0.17343113432260804, "earnings_cagr_3y": 0.0, "quarterly_revenue_growth_yoy": -0.08549618320610687, "quarterly_earnings_growth_yoy": -0.28719723183391005, "revenue_growth_qoq": -0.05146476642913698, "gross_margin": 0.4582637729549249, "operating_margin": 0.25041736227045075, "net_margin": 0.17195325542570952, "roa_ttm": 0.16072262887400715, "roe_ttm": -0.12728169708929452, "debt_to_ebitda": 7.031287605294826, "net_debt_to_ebitda": 6.283393501805054, "interest_coverage": 12.590909090909092, "debt_to_equity": 1.4412925505673408, "current_ratio": 1.6257627118644067, "quick_ratio": 1.6257627118644067, "fcf_to_ebitda": 0.6191335740072202, "capex_to_revenue": 0.03403713141609028, "working_capital_to_revenue": 0.16800145613396433, "capital_efficiency": 0.016720465892356318, "financial_health": 1.5813487241658264, "margin_quality": 0.29354479688369506, "growth_momentum": -0.18634670752000845, "company_age_years": 22.784394250513348, "ebitda": 1662000000.0, "spy_multiple": 20.0, "sector_multiple": 22.33716606498195, "sector_premium_over_spy": 0.11685830324909752}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2020-09-30", "company_multiple": 21.895218894009215, "revenue_cagr_3y": 0.0027777920470772877, "revenue_cagr_5y": -0.15827371079118657, "earnings_cagr_3y": -0.12191467732848038, "quarterly_revenue_growth_yoy": 0.08140403286034353, "quarterly_earnings_growth_yoy": 0.10980392156862745, "revenue_growth_qoq": 0.20868113522537562, "gross_margin": 0.4993093922651934, "operating_margin": 0.32527624309392267, "net_margin": 0.19544198895027623, "roa_ttm": 0.17488863223890447, "roe_ttm": -0.13385528475817654, "debt_to_ebitda": 6.388824884792626, "net_debt_to_ebitda": 5.749423963133641, "interest_coverage": 10.782608695652174, "debt_to_equity": 1.4005556257103169, "current_ratio": 1.3071474565357373, "quick_ratio": 1.3071474565357373, "fcf_to_ebitda": 0.6330645161290323, "capex_to_revenue": 0.03319650187399607, "working_capital_to_revenue": 0.0851329644833125, "capital_efficiency": 0.020516673740363964, "financial_health": 1.5276260364202732, "margin_quality": 0.3400092081031308, "growth_momentum": 0.09560397721448549, "company_age_years": 23.0362765229295, "ebitda": 1736000000.0, "spy_multiple": 20.0, "sector_multiple": 21.92943558469422, "sector_premium_over_spy": 0.09647177923471117}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2020-12-31", "company_multiple": 25.406623756582796, "revenue_cagr_3y": 0.033923876378405105, "revenue_cagr_5y": -0.15097970552249862, "earnings_cagr_3y": -0.08683232106232397, "quarterly_revenue_growth_yoy": 0.028925619834710745, "quarterly_earnings_growth_yoy": -0.319672131147541, "revenue_growth_qoq": 0.2037292817679558, "gross_margin": 0.46930579460699945, "operating_margin": 0.27653471026965004, "net_margin": 0.19047619047619047, "roa_ttm": 0.1544771018455229, "roe_ttm": -0.11456089215562033, "debt_to_ebitda": 6.332358104154476, "net_debt_to_ebitda": 5.905207723815097, "interest_coverage": 12.946969696969697, "debt_to_equity": 1.3714358129514637, "current_ratio": 1.0083582089552239, "quick_ratio": 1.0083582089552239, "fcf_to_ebitda": 0.6699824458747806, "capex_to_revenue": 0.028308563340410473, "working_capital_to_revenue": 0.0024769992922859165, "capital_efficiency": 0.019958104844951287, "financial_health": 1.4264798324886767, "margin_quality": 0.3121055651176133, "growth_momentum": -0.14537325565641512, "company_age_years": 23.288158795345655, "ebitda": 1709000000.0, "spy_multiple": 20.0, "sector_multiple": 26.363663101604278, "sector_premium_over_spy": 0.3181831550802139}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 20.140804289544235, "revenue_cagr_3y": 0.054044156177933234, "revenue_cagr_5y": 0.012032954198238466, "earnings_cagr_3y": 0.06796554518170383, "quarterly_revenue_growth_yoy": 0.337228714524207, "quarterly_earnings_growth_yoy": 0.8980582524271845, "revenue_growth_qoq": 0.07806191117092867, "gross_margin": 0.49063670411985016, "operating_margin": 0.3539325842696629, "net_margin": 0.24406991260923847, "roa_ttm": 0.23579394583112057, "roe_ttm": -0.16875712656784492, "debt_to_ebitda": 4.762287756925827, "net_debt_to_ebitda": 4.515638963360143, "interest_coverage": 14.075471698113208, "debt_to_equity": 1.35031040162169, "current_ratio": 0.9717586649550706, "quick_ratio": 0.9717586649550706, "fcf_to_ebitda": 0.6876675603217158, "capex_to_revenue": 0.02818920210224558, "working_capital_to_revenue": -0.007007485268354834, "capital_efficiency": 0.033518409631637824, "financial_health": 1.3973489958196184, "margin_quality": 0.36287973366625054, "growth_momentum": 0.6176434834756958, "company_age_years": 23.783709787816566, "ebitda": 2238000000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2022-12-31", "company_multiple": 20.6946295503212, "revenue_cagr_3y": 0.060248429058124886, "revenue_cagr_5y": 0.050656919616732354, "earnings_cagr_3y": -0.08732106026929576, "quarterly_revenue_growth_yoy": 0.06825396825396825, "quarterly_earnings_growth_yoy": 0.12424242424242424, "revenue_growth_qoq": 0.23109756097560977, "gross_margin": 0.46805349182763745, "operating_margin": 0.2862803368003962, "net_margin": 0.18375433382862805, "roa_ttm": 0.22665070133424564, "roe_ttm": -0.1492789544840018, "debt_to_ebitda": 5.109207708779444, "net_debt_to_ebitda": 4.95203426124197, "interest_coverage": 17.043795620437955, "debt_to_equity": 1.3440739071653898, "current_ratio": 0.9663663663663664, "quick_ratio": 0.7009009009009008, "fcf_to_ebitda": 0.4916488222698073, "capex_to_revenue": 0.04077755042385268, "working_capital_to_revenue": -0.008184741303712365, "capital_efficiency": 0.03868587342512192, "financial_health": 1.353111451392408, "margin_quality": 0.31269605415222057, "growth_momentum": 0.09624819624819625, "company_age_years": 25.286789869952088, "ebitda": 2335000000.0, "spy_multiple": 12.0, "sector_multiple": 20.906069889021367, "sector_premium_over_spy": 0.7421724907517806}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2023-03-31", "company_multiple": 21.211418685121107, "revenue_cagr_3y": 0.09207932171340905, "revenue_cagr_5y": 0.037112072032364773, "earnings_cagr_3y": 0.5346678229284632, "quarterly_revenue_growth_yoy": 0.06334841628959276, "quarterly_earnings_growth_yoy": -0.24812030075187969, "revenue_growth_qoq": -0.18524021792966816, "gross_margin": 0.4930091185410334, "operating_margin": 0.31793313069908813, "net_margin": 0.182370820668693, "roa_ttm": 0.21325447903983302, "roe_ttm": -0.1397310234784591, "debt_to_ebitda": 5.080882352941177, "net_debt_to_ebitda": 4.929930795847751, "interest_coverage": 17.784615384615385, "debt_to_equity": 1.3388420332801458, "current_ratio": 0.9942122186495177, "quick_ratio": 1.0096463022508038, "fcf_to_ebitda": 0.5294117647058824, "capex_to_revenue": 0.0430835734870317, "working_capital_to_revenue": -0.0012968299711815562, "capital_efficiency": 0.03676172778068697, "financial_health": 1.3541869483213165, "margin_quality": 0.3311043566362715, "growth_momentum": -0.09238594223114346, "company_age_years": 25.533196440793976, "ebitda": 2312000000.0, "spy_multiple": 12.0, "sector_multiple": 21.211418685121107, "sector_premium_over_spy": 0.7676182237600921}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2023-06-30", "company_multiple": 21.317219655606888, "revenue_cagr_3y": 0.12086357199051401, "revenue_cagr_5y": 0.04281146439295003, "earnings_cagr_3y": 0.2660077194877464, "quarterly_revenue_growth_yoy": 0.03117359413202934, "quarterly_earnings_growth_yoy": 0.8660714285714286, "revenue_growth_qoq": 0.02553191489361702, "gross_margin": 0.5050385299347955, "operating_margin": 0.3396561944279787, "net_margin": 0.24777711914641376, "roa_ttm": 0.24281805745554036, "roe_ttm": -0.1683262209577999, "debt_to_ebitda": 4.8584628307433855, "net_debt_to_ebitda": 4.674926501469971, "interest_coverage": 19.048, "debt_to_equity": 1.3712660028449501, "current_ratio": 1.0188298587760591, "quick_ratio": 1.0410221923335574, "fcf_to_ebitda": 0.5350692986140277, "capex_to_revenue": 0.043484480045773134, "working_capital_to_revenue": 0.004005149477900157, "capital_efficiency": 0.03724591824887023, "financial_health": 1.4016585975420306, "margin_quality": 0.36415728116972934, "growth_momentum": 0.448622511351729, "company_age_years": 25.782340862423, "ebitda": 2381000000.0, "spy_multiple": 12.0, "sector_multiple": 21.67351319873235, "sector_premium_over_spy": 0.8061260998943627}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 19.0600572597137, "revenue_cagr_3y": 0.05658985110940695, "revenue_cagr_5y": 0.0419146565614541, "earnings_cagr_3y": 0.13702225445835214, "quarterly_revenue_growth_yoy": 0.041463414634146344, "quarterly_earnings_growth_yoy": 0.256797583081571, "revenue_growth_qoq": 0.012448132780082987, "gross_margin": 0.5035128805620609, "operating_margin": 0.3588992974238876, "net_margin": 0.24355971896955503, "roa_ttm": 0.24789985175424148, "roe_ttm": -0.18376068376068377, "debt_to_ebitda": 4.713701431492843, "net_debt_to_ebitda": 4.445398773006135, "interest_coverage": 19.404761904761905, "debt_to_equity": 1.4072039072039073, "current_ratio": 1.1336436170212767, "quick_ratio": 1.1542553191489362, "fcf_to_ebitda": 0.5325153374233129, "capex_to_revenue": 0.042498937526561836, "working_capital_to_revenue": 0.02847428814279643, "capital_efficiency": 0.03206958399677885, "financial_health": 1.469715247873706, "margin_quality": 0.3686572989851678, "growth_momentum": 0.14913049885785867, "company_age_years": 26.034223134839152, "ebitda": 2445000000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2023-12-31", "company_multiple": 19.30680354267311, "revenue_cagr_3y": 0.05315783290341192, "revenue_cagr_5y": 0.054974747104745925, "earnings_cagr_3y": 0.1172429831987587, "quarterly_revenue_growth_yoy": 0.008420009905894007, "quarterly_earnings_growth_yoy": 0.24797843665768193, "revenue_growth_qoq": 0.1920374707259953, "gross_margin": 0.47789783889980353, "operating_margin": 0.29911591355599215, "net_margin": 0.2274066797642436, "roa_ttm": 0.2562991494142192, "roe_ttm": -0.20323237465003818, "debt_to_ebitda": 4.521739130434782, "net_debt_to_ebitda": 4.3156199677938805, "interest_coverage": 18.818181818181817, "debt_to_equity": 1.429371341308221, "current_ratio": 1.259984338292874, "quick_ratio": 1.278778386844166, "fcf_to_ebitda": 0.5285829307568438, "capex_to_revenue": 0.04027699265121538, "working_capital_to_revenue": 0.046919163369135104, "capital_efficiency": 0.026533387382090518, "financial_health": 1.49474297001597, "margin_quality": 0.33480681074001306, "growth_momentum": 0.12819922328178798, "company_age_years": 26.286105407255306, "ebitda": 2484000000.0, "spy_multiple": 12.0, "sector_multiple": 20.587340039569256, "sector_premium_over_spy": 0.7156116699641046}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 19.164677613135762, "revenue_cagr_3y": 0.03243630263815178, "revenue_cagr_5y": 0.06119746369161416, "earnings_cagr_3y": -0.02089387148859123, "quarterly_revenue_growth_yoy": 0.045050385299347954, "quarterly_earnings_growth_yoy": -0.12200956937799043, "revenue_growth_qoq": 0.1032540675844806, "gross_margin": 0.49290981281905843, "operating_margin": 0.34429948950652295, "net_margin": 0.2081678956324447, "roa_ttm": 0.2439405785770133, "roe_ttm": -0.20445609436435125, "debt_to_ebitda": 4.470965158189828, "net_debt_to_ebitda": 4.309171005206247, "interest_coverage": 20.636363636363637, "debt_to_equity": 1.4631716906946264, "current_ratio": 1.4392605633802817, "quick_ratio": 1.4392605633802817, "fcf_to_ebitda": 0.5478574289146977, "capex_to_revenue": 0.036875439831104855, "working_capital_to_revenue": 0.07023223082336383, "capital_efficiency": 0.01974224210633102, "financial_health": 1.5232005672846065, "margin_quality": 0.3484590659860087, "growth_momentum": -0.038479592039321234, "company_age_years": 26.784394250513348, "ebitda": 2497000000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2017-05-31", "company_multiple": 12.784740989807712, "revenue_cagr_3y": 0.054473685647709935, "revenue_cagr_5y": -0.01300899021537727, "earnings_cagr_3y": 0.12694186375436, "quarterly_revenue_growth_yoy": 0.08066137861691432, "quarterly_earnings_growth_yoy": -0.11318051575931232, "revenue_growth_qoq": 0.029754617554692074, "gross_margin": 0.2265067714256177, "operating_margin": 0.08797684275819291, "net_margin": 0.06399255660084772, "roa_ttm": 0.08704262199774718, "roe_ttm": 0.22795831945567874, "debt_to_ebitda": 1.1997478196910791, "net_debt_to_ebitda": 0.954817694651676, "interest_coverage": 82.75652173913043, "debt_to_equity": 0.5432744920778417, "current_ratio": 0.6203847347192057, "quick_ratio": 0.48161650636053366, "fcf_to_ebitda": 0.6140590522223389, "capex_to_revenue": 0.0440015620205852, "working_capital_to_revenue": -0.06825472092828652, "capital_efficiency": 0.15750047072671297, "financial_health": -0.4032897658411894, "margin_quality": 0.1261587235948861, "growth_momentum": -0.016259568571199, "company_age_years": 22.072553045859, "ebitda": 951700000.0, "spy_multiple": 15.0, "sector_multiple": 14.529883212195713, "sector_premium_over_spy": -0.03134111918695248}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2017-08-31", "company_multiple": 11.656295352629433, "revenue_cagr_3y": 0.06655463667759687, "revenue_cagr_5y": -0.009895096871104903, "earnings_cagr_3y": -0.3816010032806121, "quarterly_revenue_growth_yoy": 0.1293163789080728, "quarterly_earnings_growth_yoy": 0.07985480943738657, "revenue_growth_qoq": 0.0007753540783624522, "gross_margin": 0.2137286297195393, "operating_margin": 0.09012964206394297, "net_margin": 0.061463767367388046, "roa_ttm": 0.09340480520723653, "roe_ttm": 0.23699421965317918, "debt_to_ebitda": 1.155625764370159, "net_debt_to_ebitda": 1.0060130452507134, "interest_coverage": 65.41333333333333, "debt_to_equity": 0.550784475639967, "current_ratio": 0.3838512278470953, "quick_ratio": 0.2437415560677104, "fcf_to_ebitda": 0.5711373827965757, "capex_to_revenue": 0.04710561560627173, "working_capital_to_revenue": -0.10488507690850796, "capital_efficiency": 0.16519951243020786, "financial_health": -0.4268435349923044, "margin_quality": 0.1217740130502901, "growth_momentum": 0.10458559417272968, "company_age_years": 22.324435318275153, "ebitda": 981200000.0, "spy_multiple": 15.0, "sector_multiple": 14.141987769772662, "sector_premium_over_spy": -0.0572008153484892}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2024-11-30", "company_multiple": 12.61493098915544, "revenue_cagr_3y": 0.08347051149972917, "revenue_cagr_5y": 0.07042945116939481, "earnings_cagr_3y": 0.03644062953422522, "quarterly_revenue_growth_yoy": 0.05965607010596561, "quarterly_earnings_growth_yoy": 0.014144271570014143, "revenue_growth_qoq": 0.04824084149437795, "gross_margin": 0.21200692041522493, "operating_margin": 0.10107266435986159, "net_margin": 0.07442906574394463, "roa_ttm": 0.0833359959102818, "roe_ttm": 0.5037906224346902, "debt_to_ebitda": 1.3127943914996165, "net_debt_to_ebitda": 1.1937780698871727, "interest_coverage": 38.8468085106383, "debt_to_equity": 1.1574194794533779, "current_ratio": 0.36634735526863804, "quick_ratio": 0.23390254060807997, "fcf_to_ebitda": 0.5672034176799211, "capex_to_revenue": 0.054296102460467566, "working_capital_to_revenue": -0.13139190437944226, "capital_efficiency": 0.293563309172486, "financial_health": -1.0071730582846528, "margin_quality": 0.12916955017301038, "growth_momentum": 0.036900170837989875, "company_age_years": 29.574264202600958, "ebitda": 1825800000.0, "spy_multiple": 12.0, "sector_multiple": 15.716400284068065, "sector_premium_over_spy": 0.30970002367233884}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2017-03-31", "company_multiple": 18.975618221258134, "revenue_cagr_3y": 0.46929742193052726, "revenue_cagr_5y": 0.45387744775829963, "earnings_cagr_3y": 0.27568356548233397, "quarterly_revenue_growth_yoy": 0.41694821379119357, "quarterly_earnings_growth_yoy": 0.5506155950752394, "revenue_growth_qoq": 0.0474676202044465, "gross_margin": 0.45753039127545636, "operating_margin": 0.07332994566704452, "net_margin": 0.029537844141291743, "roa_ttm": 0.023857277630944064, "roe_ttm": 0.08233298538622129, "debt_to_ebitda": 0.5117136659436009, "net_debt_to_ebitda": 0.1709110629067245, "interest_coverage": 152.14521452145215, "debt_to_equity": 0.14657272094641616, "current_ratio": 2.908106607440311, "quick_ratio": 2.8767698500832872, "fcf_to_ebitda": 0.044446854663774404, "capex_to_revenue": 0.18359507866102748, "working_capital_to_revenue": 0.18891015223717528, "capital_efficiency": 0.05309513150858268, "financial_health": -0.021519849218639177, "margin_quality": 0.18679939369459755, "growth_momentum": 0.48378190443321645, "company_age_years": 2.1656399726214923, "ebitda": 46100000.0, "spy_multiple": 15.0, "sector_multiple": 19.31340235929217, "sector_premium_over_spy": 0.2875601572861446}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2017-06-30", "company_multiple": 18.139939921072784, "revenue_cagr_3y": 0.4876329792291456, "revenue_cagr_5y": 0.45640361536646235, "earnings_cagr_3y": 0.3578120535392175, "quarterly_revenue_growth_yoy": 0.37375135395354436, "quarterly_earnings_growth_yoy": 0.4793814432989691, "revenue_growth_qoq": 0.1898005185735319, "gross_margin": 0.4837925445705024, "operating_margin": 0.1285316921459547, "net_margin": 0.05342984800035043, "roa_ttm": 0.025649539304391136, "roe_ttm": 0.08777006515294077, "debt_to_ebitda": 0.5614238313077965, "net_debt_to_ebitda": 0.12092356625370584, "interest_coverage": 139.16120218579235, "debt_to_equity": 0.16921419990886874, "current_ratio": 2.814480321382185, "quick_ratio": 2.785241791766092, "fcf_to_ebitda": 0.21023697799069366, "capex_to_revenue": 0.16736466573600123, "working_capital_to_revenue": 0.1901596376102791, "capital_efficiency": 0.05670980222866595, "financial_health": -0.027276664216856594, "margin_quality": 0.22191802823893583, "growth_momentum": 0.4265663986262567, "company_age_years": 2.414784394250513, "ebitda": 50933000.0, "spy_multiple": 15.0, "sector_multiple": 19.614034919518478, "sector_premium_over_spy": 0.30760232796789855}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2017-09-30", "company_multiple": 16.349247460247348, "revenue_cagr_3y": 0.4378757078217941, "revenue_cagr_5y": 0.42555282497699043, "earnings_cagr_3y": 1.1482901523415734, "quarterly_revenue_growth_yoy": 0.2687784140437459, "quarterly_earnings_growth_yoy": 0.32687201274561867, "revenue_growth_qoq": 0.03606158833063209, "gross_margin": 0.4760963544694479, "operating_margin": 0.11214577894280671, "net_margin": 0.05281738523819087, "roa_ttm": 0.026774477986855286, "roe_ttm": 0.06930338513577648, "debt_to_ebitda": 0.6516674028268551, "net_debt_to_ebitda": 0.1568389281507656, "interest_coverage": 114.39157894736842, "debt_to_equity": 0.15277118622129796, "current_ratio": 2.6794962463279295, "quick_ratio": 2.648841257752149, "fcf_to_ebitda": 0.2096216136631331, "capex_to_revenue": 0.16771793001830657, "working_capital_to_revenue": 0.1837949664379586, "capital_efficiency": 0.04803893156131588, "financial_health": -0.011970725613180092, "margin_quality": 0.21368650621681518, "growth_momentum": 0.29782521339468226, "company_age_years": 2.6666666666666665, "ebitda": 54336000.0, "spy_multiple": 15.0, "sector_multiple": 18.799995855366124, "sector_premium_over_spy": 0.25333305702440834}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2017-12-31", "company_multiple": 13.129666035333269, "revenue_cagr_3y": 0.10460334834655649, "revenue_cagr_5y": 0.11982609078379669, "earnings_cagr_3y": 0.15455430652133129, "quarterly_revenue_growth_yoy": 0.12454044686513585, "quarterly_earnings_growth_yoy": 0.38084439083232813, "revenue_growth_qoq": 0.008453174519478933, "gross_margin": 0.17618644005606557, "operating_margin": 0.06872252676690957, "net_margin": 0.052502770255890924, "roa_ttm": 0.09884542804385615, "roe_ttm": 0.15675043708637684, "debt_to_ebitda": 0.18544080981883942, "net_debt_to_ebitda": 0.0, "interest_coverage": 766.0081967213115, "debt_to_equity": 0.06196079272631063, "current_ratio": 0.7790380547760896, "quick_ratio": 0.7296256340947521, "fcf_to_ebitda": 0.44494737104926185, "capex_to_revenue": 0.07282078961726599, "working_capital_to_revenue": -0.032852435942548226, "capital_efficiency": 0.1277979325651165, "financial_health": 0.05146898589887723, "margin_quality": 0.09913724569295534, "growth_momentum": 0.252692418848732, "company_age_years": 13.23750855578371, "ebitda": 280359000.0, "spy_multiple": 15.0, "sector_multiple": 14.472987974098057, "sector_premium_over_spy": -0.03513413506012952}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2018-03-31", "company_multiple": 13.425356255303164, "revenue_cagr_3y": 0.10898810465289244, "revenue_cagr_5y": 0.11781214952501973, "earnings_cagr_3y": 0.19090207197249365, "quarterly_revenue_growth_yoy": 0.10572570047526274, "quarterly_earnings_growth_yoy": 0.5895141782997698, "revenue_growth_qoq": 0.15159170464302227, "gross_margin": 0.19859647445854342, "operating_margin": 0.1033463171394206, "net_margin": 0.08688954206195586, "roa_ttm": 0.11298433077068545, "roe_ttm": 0.17358748693123716, "debt_to_ebitda": 0.17435632573254944, "net_debt_to_ebitda": 0.0, "interest_coverage": 830.5598885793872, "debt_to_equity": 0.05946773245239768, "current_ratio": 0.8534371811713556, "quick_ratio": 0.7985369724532051, "fcf_to_ebitda": 0.46272440981852697, "capex_to_revenue": 0.07057182338619464, "working_capital_to_revenue": -0.019283630541115572, "capital_efficiency": 0.14328590885096132, "financial_health": 0.08783078659432475, "margin_quality": 0.12961077788663997, "growth_momentum": 0.3476199393875163, "company_age_years": 13.483915126625599, "ebitda": 298171000.0, "spy_multiple": 15.0, "sector_multiple": 13.958515789856655, "sector_premium_over_spy": -0.06943228067622298}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2018-12-31", "company_multiple": 15.056271540325563, "revenue_cagr_3y": 0.10070943332422733, "revenue_cagr_5y": 0.1001191427255308, "earnings_cagr_3y": 0.09691020183821109, "quarterly_revenue_growth_yoy": 0.11161012409278706, "quarterly_earnings_growth_yoy": 0.05989237542805227, "revenue_growth_qoq": 0.01903312338650678, "gross_margin": 0.16597129616181888, "operating_margin": 0.0548049881831025, "net_margin": 0.050060074730323874, "roa_ttm": 0.10768909313158317, "roe_ttm": 0.1673331084246628, "debt_to_ebitda": 0.8862705378470218, "net_debt_to_ebitda": 0.1599056978806221, "interest_coverage": 1320.9269406392693, "debt_to_equity": 0.27114150315841573, "current_ratio": 0.8958228393683368, "quick_ratio": 0.8469395703402901, "fcf_to_ebitda": 0.6806068797682546, "capex_to_revenue": 0.06347232434935578, "working_capital_to_revenue": -0.01632709366501604, "capital_efficiency": 0.137511100778123, "financial_health": 0.14081182174525006, "margin_quality": 0.09027878635841509, "growth_momentum": 0.08575124976041967, "company_age_years": 14.236824093086927, "ebitda": 289283000.0, "spy_multiple": 15.0, "sector_multiple": 16.117545304777593, "sector_premium_over_spy": 0.0745030203185062}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 16.5714238207146, "revenue_cagr_3y": 0.10234552672412134, "revenue_cagr_5y": 0.11701024723288711, "earnings_cagr_3y": 0.12286252555698773, "quarterly_revenue_growth_yoy": 0.10021108641798297, "quarterly_earnings_growth_yoy": -0.07610788214370841, "revenue_growth_qoq": 0.13978267471183933, "gross_margin": 0.1854684567801126, "operating_margin": 0.08752432639065867, "net_margin": 0.07296469198155828, "roa_ttm": 0.07950359916406512, "roe_ttm": 0.1582692428194142, "debt_to_ebitda": 1.815236898468118, "net_debt_to_ebitda": 0.9400993484380912, "interest_coverage": 382.06498673740055, "debt_to_equity": 0.537166677110159, "current_ratio": 0.3715084602086671, "quick_ratio": 0.3513560142761349, "fcf_to_ebitda": 0.6760657740812352, "capex_to_revenue": 0.06456122002006069, "working_capital_to_revenue": -0.2168050335826107, "capital_efficiency": 0.11888642099173966, "financial_health": -0.3906877147697335, "margin_quality": 0.11531915838410985, "growth_momentum": 0.012051602137137282, "company_age_years": 14.483230663928817, "ebitda": 288077000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 18.516980398435535, "revenue_cagr_3y": 0.1261969267115095, "revenue_cagr_5y": 0.12052272007553566, "earnings_cagr_3y": 0.19503732522749484, "quarterly_revenue_growth_yoy": 0.8865256860995959, "quarterly_earnings_growth_yoy": 3.249575298781033, "revenue_growth_qoq": 0.12260235389924672, "gross_margin": 0.18310769614191555, "operating_margin": 0.09983221849868934, "net_margin": 0.08397975940933791, "roa_ttm": 0.07693476170350906, "roe_ttm": 0.17997965295390392, "debt_to_ebitda": 0.6020505020470712, "net_debt_to_ebitda": 0.0, "interest_coverage": 358.73641025641024, "debt_to_equity": 0.2011568203202988, "current_ratio": 1.2125120881686007, "quick_ratio": 1.1590865512871815, "fcf_to_ebitda": 0.8800204707120148, "capex_to_revenue": 0.053101286098354405, "working_capital_to_revenue": 0.0343479448667735, "capital_efficiency": 0.1284572073287065, "financial_health": 0.01589940770720563, "margin_quality": 0.12230655801664758, "growth_momentum": 2.0680504924403142, "company_age_years": 16.733744010951405, "ebitda": 349768000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 16.30845548232538, "revenue_cagr_3y": 0.13481049963692682, "revenue_cagr_5y": 0.12526364851869976, "earnings_cagr_3y": 0.21783873202095716, "quarterly_revenue_growth_yoy": 0.37668512401276966, "quarterly_earnings_growth_yoy": 0.7997263085870681, "revenue_growth_qoq": -0.033205828293212634, "gross_margin": 0.16264357961339238, "operating_margin": 0.07100350655911837, "net_margin": 0.06054021955410194, "roa_ttm": 0.08670640923656518, "roe_ttm": 0.19882667057213188, "debt_to_ebitda": 0.5575645483855648, "net_debt_to_ebitda": 0.0, "interest_coverage": 627.5132450331126, "debt_to_equity": 0.1983966938734892, "current_ratio": 1.211918784104683, "quick_ratio": 1.149321623777188, "fcf_to_ebitda": 0.6786775298270794, "capex_to_revenue": 0.05485397877773131, "working_capital_to_revenue": 0.02933585832359484, "capital_efficiency": 0.14276653990434854, "financial_health": 0.00035763971403804384, "margin_quality": 0.09806243524220422, "growth_momentum": 0.5882057162999188, "company_age_years": 16.985626283367555, "ebitda": 379018000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2016-09-30", "company_multiple": 13.236786031370228, "revenue_cagr_3y": -0.17104500301896386, "revenue_cagr_5y": -0.0565499555332184, "earnings_cagr_3y": -0.1568394536606127, "quarterly_revenue_growth_yoy": 0.0562172463077656, "quarterly_earnings_growth_yoy": -0.23376623376623376, "revenue_growth_qoq": -0.005829596412556054, "gross_margin": 0.7753721244925575, "operating_margin": 0.2444745151105097, "net_margin": 0.18628777627424448, "roa_ttm": 0.08813774265925275, "roe_ttm": 0.26499486728259275, "debt_to_ebitda": 2.672684226102397, "net_debt_to_ebitda": 2.146788990825688, "interest_coverage": 375.44444444444446, "debt_to_equity": 1.32438774013785, "current_ratio": 2.599787403667287, "quick_ratio": 2.599787403667287, "fcf_to_ebitda": 0.7774489493933117, "capex_to_revenue": 0.0695037053671682, "working_capital_to_revenue": 0.6759487985627667, "capital_efficiency": 0.17656630497092274, "financial_health": -1.025218768694591, "margin_quality": 0.40204480529243725, "growth_momentum": -0.08877449372923407, "company_age_years": 18.017796030116358, "ebitda": 3379000000.0, "spy_multiple": 15.0, "sector_multiple": 16.307580159043678, "sector_premium_over_spy": 0.08717201060291191}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2018-06-30", "company_multiple": 13.660465983224604, "revenue_cagr_3y": 0.07755759056763178, "revenue_cagr_5y": -0.07397731639853633, "earnings_cagr_3y": 0.9776631069148121, "quarterly_revenue_growth_yoy": 0.09136006614303431, "quarterly_earnings_growth_yoy": 21.137931034482758, "revenue_growth_qoq": 0.023255813953488372, "gross_margin": 0.7738636363636363, "operating_margin": 0.15378787878787878, "net_margin": 0.2431818181818182, "roa_ttm": -0.04302151075537769, "roe_ttm": -0.14441645675902604, "debt_to_ebitda": 2.8592730661696177, "net_debt_to_ebitda": 2.351040695868282, "interest_coverage": 40.74683544303797, "debt_to_equity": 1.2879932829554996, "current_ratio": 2.371165644171779, "quick_ratio": 2.371165644171779, "fcf_to_ebitda": 0.6340478409443927, "capex_to_revenue": 0.06688607104830123, "working_capital_to_revenue": 0.3461426773787629, "capital_efficiency": -0.09371898375720186, "financial_health": -1.2193727006240316, "margin_quality": 0.3902777777777778, "growth_momentum": 10.614645550312897, "company_age_years": 19.76454483230664, "ebitda": 3219000000.0, "spy_multiple": 15.0, "sector_multiple": 13.660465983224604, "sector_premium_over_spy": -0.08930226778502637}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2018-09-30", "company_multiple": 12.195857009054011, "revenue_cagr_3y": 0.08066189932169832, "revenue_cagr_5y": -0.07406217554451022, "earnings_cagr_3y": 0.10183230091811146, "quarterly_revenue_growth_yoy": 0.06044835868694956, "quarterly_earnings_growth_yoy": 0.38653846153846155, "revenue_growth_qoq": 0.003409090909090909, "gross_margin": 0.7704794261985655, "operating_margin": 0.2098905247263118, "net_margin": 0.2721781804454511, "roa_ttm": -0.03513444951801116, "roe_ttm": -0.11993072593447827, "debt_to_ebitda": 2.874492663128317, "net_debt_to_ebitda": 2.2185451139556664, "interest_coverage": 40.54430379746835, "debt_to_equity": 1.3287631692884976, "current_ratio": 1.7381427858212681, "quick_ratio": 1.7381427858212681, "fcf_to_ebitda": 0.5307524196066188, "capex_to_revenue": 0.06802136996756344, "working_capital_to_revenue": 0.28210265216561725, "capital_efficiency": -0.07753258772624472, "financial_health": -1.0168132526434377, "margin_quality": 0.4175160437901095, "growth_momentum": 0.22349341011270557, "company_age_years": 20.016427104722794, "ebitda": 3203000000.0, "spy_multiple": 15.0, "sector_multiple": 12.541277007416962, "sector_premium_over_spy": -0.16391486617220252}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2016-09-30", "company_multiple": 14.473644388398487, "revenue_cagr_3y": 0.0015628950104853434, "revenue_cagr_5y": 0.016942637605513067, "earnings_cagr_3y": -0.09048833085073271, "quarterly_revenue_growth_yoy": -0.057702390939597316, "quarterly_earnings_growth_yoy": -0.5634124087591241, "revenue_growth_qoq": -0.08970495124730911, "gross_margin": 0.0855521241966447, "operating_margin": 0.011629524524942269, "net_margin": 0.02662549035973625, "roa_ttm": 0.03419261756106281, "roe_ttm": 0.2551772328801931, "debt_to_ebitda": 11.536275746111812, "net_debt_to_ebitda": 10.41479613282892, "interest_coverage": 49.97899159663866, "debt_to_equity": 4.3585313174946005, "current_ratio": 1.1606382024487598, "quick_ratio": 1.0460600080728348, "fcf_to_ebitda": 1.9794031105506515, "capex_to_revenue": 0.07475374355430679, "working_capital_to_revenue": 0.0933981759747583, "capital_efficiency": 0.14468492522062795, "financial_health": -2.800263599270808, "margin_quality": 0.04126904636044107, "growth_momentum": -0.3105573998493607, "company_age_years": 44.33127994524298, "ebitda": 11895000000.0, "spy_multiple": 15.0, "sector_multiple": 16.307580159043678, "sector_premium_over_spy": 0.08717201060291191}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2018-06-30", "company_multiple": 11.165815559117249, "revenue_cagr_3y": 0.014608130913970063, "revenue_cagr_5y": 0.005203585695477964, "earnings_cagr_3y": -0.20974397097356634, "quarterly_revenue_growth_yoy": -0.023411035555667075, "quarterly_earnings_growth_yoy": -0.47923790913532, "revenue_growth_qoq": -0.07242784623084439, "gross_margin": 0.08643371017471736, "operating_margin": 0.015056526207605345, "net_margin": 0.02738951695786228, "roa_ttm": 0.02628264988627513, "roe_ttm": 0.18613649460772208, "debt_to_ebitda": 7.782640858093947, "net_debt_to_ebitda": 5.707927505856245, "interest_coverage": 26.9468438538206, "debt_to_equity": 1.7322521335857963, "current_ratio": 1.2125636457553683, "quick_ratio": 1.0801066824089984, "fcf_to_ebitda": 1.1290839600542473, "capex_to_revenue": 0.0471019060104881, "working_capital_to_revenue": 0.12709257765227913, "capital_efficiency": 0.1062095722469986, "financial_health": -0.2707080050430323, "margin_quality": 0.04295991778006167, "growth_momentum": -0.25132447234549354, "company_age_years": 46.078028747433265, "ebitda": 8111000000.0, "spy_multiple": 15.0, "sector_multiple": 13.660465983224604, "sector_premium_over_spy": -0.08930226778502637}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2018-09-30", "company_multiple": 10.892317969271877, "revenue_cagr_3y": -0.00419472435319268, "revenue_cagr_5y": 0.010354946270089815, "earnings_cagr_3y": -0.23250120629813376, "quarterly_revenue_growth_yoy": 0.03333241886368001, "quarterly_earnings_growth_yoy": -0.36959287531806617, "revenue_growth_qoq": -0.03221993833504625, "gross_margin": 0.0994530876652684, "operating_margin": 0.022938459087771465, "net_margin": 0.02631020018053417, "roa_ttm": 0.02394908984190975, "roe_ttm": 0.16949986335064227, "debt_to_ebitda": 8.391583166332666, "net_debt_to_ebitda": 5.911690046760187, "interest_coverage": 21.50862068965517, "debt_to_equity": 1.7166165619021592, "current_ratio": 1.2120633245382586, "quick_ratio": 1.0768654353562006, "fcf_to_ebitda": 1.2064128256513027, "capex_to_revenue": 0.048676745626161096, "working_capital_to_revenue": 0.1256825815814, "capital_efficiency": 0.096724476596276, "financial_health": -0.2575929293781053, "margin_quality": 0.04956724897785802, "growth_momentum": -0.1681302282271931, "company_age_years": 46.32991101984942, "ebitda": 7485000000.0, "spy_multiple": 15.0, "sector_multiple": 12.541277007416962, "sector_premium_over_spy": -0.16391486617220252}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2019-09-30", "company_multiple": 18.387704246604873, "revenue_cagr_3y": 0.009617034486457232, "revenue_cagr_5y": 0.011584157619238589, "earnings_cagr_3y": -0.237056581838353, "quarterly_revenue_growth_yoy": -0.017947220304784156, "quarterly_earnings_growth_yoy": -0.5711402623612513, "revenue_growth_qoq": -0.04794996525364837, "gross_margin": 0.06326034063260341, "operating_margin": -0.007055961070559611, "net_margin": 0.011489591781562584, "roa_ttm": 0.006209399706380226, "roe_ttm": 0.045347817477156355, "debt_to_ebitda": 16.643673205432204, "net_debt_to_ebitda": 14.431666307393835, "interest_coverage": 33.61594202898551, "debt_to_equity": 4.3684404084981185, "current_ratio": 1.168205718207232, "quick_ratio": 1.0425484675083512, "fcf_to_ebitda": 0.929295106704031, "capex_to_revenue": 0.047310384990315105, "working_capital_to_revenue": 0.10550203192849637, "capital_efficiency": 0.02577860859176829, "financial_health": -2.735489559279698, "margin_quality": 0.022564657114535463, "growth_momentum": -0.2945437413330177, "company_age_years": 47.32922655715264, "ebitda": 9278000000.0, "spy_multiple": 15.0, "sector_multiple": 18.885038463757525, "sector_premium_over_spy": 0.2590025642505016}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 16.221807710171852, "revenue_cagr_3y": -0.017866286358268035, "revenue_cagr_5y": -0.0014509394542878695, "earnings_cagr_3y": 0.22729963469016368, "quarterly_revenue_growth_yoy": -0.04847870723447375, "quarterly_earnings_growth_yoy": -0.23186582809224318, "revenue_growth_qoq": 0.3338441985645933, "gross_margin": 0.12019729282851778, "operating_margin": 0.037608945436202114, "net_margin": 0.051340974693831795, "roa_ttm": 0.011346501660222339, "roe_ttm": 0.07834831798431394, "debt_to_ebitda": 13.460938225731537, "net_debt_to_ebitda": 10.912958662331631, "interest_coverage": 24.521640091116172, "debt_to_equity": 3.9599650206323616, "current_ratio": 1.2014421618950277, "quick_ratio": 1.049723136365168, "fcf_to_ebitda": 1.0040873200185787, "capex_to_revenue": 0.04446755562158749, "working_capital_to_revenue": 0.13323180923374067, "capital_efficiency": 0.04484740982226814, "financial_health": -2.549031176009176, "margin_quality": 0.06971573765285057, "growth_momentum": -0.14017226766335847, "company_age_years": 49.3305954825462, "ebitda": 10765000000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2024-03-31", "company_multiple": 16.514492401762432, "revenue_cagr_3y": 0.05695213793604803, "revenue_cagr_5y": 0.011790458914753721, "earnings_cagr_3y": -0.2581090226165531, "quarterly_revenue_growth_yoy": 0.03141727347253701, "quarterly_earnings_growth_yoy": -0.24188958451906659, "revenue_growth_qoq": -0.06929637526652452, "gross_margin": 0.08418075133833602, "operating_margin": 0.0286368843069874, "net_margin": 0.031138228487271196, "roa_ttm": 0.014296076780357292, "roe_ttm": 0.09148588756706322, "debt_to_ebitda": 13.480172646344753, "net_debt_to_ebitda": 11.706860893804514, "interest_coverage": 38.08561643835616, "debt_to_equity": 3.4969209237228833, "current_ratio": 1.1684882661860745, "quick_ratio": 0.9879561265817879, "fcf_to_ebitda": 0.4453736174804424, "capex_to_revenue": 0.0481706423879117, "working_capital_to_revenue": 0.09796950882846744, "capital_efficiency": 0.05289098217371026, "financial_health": -2.252001177634688, "margin_quality": 0.04798528804419821, "growth_momentum": -0.10523615552326479, "company_age_years": 51.83025325119781, "ebitda": 11121000000.0, "spy_multiple": 12.0, "sector_multiple": 20.335978487083786, "sector_premium_over_spy": 0.6946648739236487}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2024-09-30", "company_multiple": 16.99702148155284, "revenue_cagr_3y": 0.08988582507756737, "revenue_cagr_5y": 0.04545178452863752, "earnings_cagr_3y": -0.21329279371979837, "quarterly_revenue_growth_yoy": 0.05467911691513892, "quarterly_earnings_growth_yoy": -0.25604670558799, "revenue_growth_qoq": -0.0337182061579652, "gross_margin": 0.07221404450601784, "operating_margin": 0.019049268334920773, "net_margin": 0.01930903108494242, "roa_ttm": 0.012294153919044617, "roe_ttm": 0.07963443529279025, "debt_to_ebitda": 15.16857720836143, "net_debt_to_ebitda": 12.909738946151624, "interest_coverage": 38.02564102564103, "debt_to_equity": 3.553311519801422, "current_ratio": 1.147318316886166, "quick_ratio": 0.9820059429913056, "fcf_to_ebitda": 0.6170889124361815, "capex_to_revenue": 0.04640943839162102, "working_capital_to_revenue": 0.08789939970340861, "capital_efficiency": 0.04596429460591744, "financial_health": -2.258239591386488, "margin_quality": 0.036857447975293674, "growth_momentum": -0.10068379433642552, "company_age_years": 52.33127994524298, "ebitda": 10381000000.0, "spy_multiple": 12.0, "sector_multiple": 19.829865067894143, "sector_premium_over_spy": 0.6524887556578454}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2017-10-31", "company_multiple": 10.416781257957728, "revenue_cagr_3y": 0.07756550837082954, "revenue_cagr_5y": 0.06793193186380697, "earnings_cagr_3y": 0.1423176126517114, "quarterly_revenue_growth_yoy": 0.06550606772984306, "quarterly_earnings_growth_yoy": 1.306878306878307, "revenue_growth_qoq": -0.13977943062323672, "gross_margin": 0.31932021466905186, "operating_margin": 0.09224806201550388, "net_margin": 0.05199761478831246, "roa_ttm": 0.09667509447299023, "roe_ttm": 0.6192964123998607, "debt_to_ebitda": 2.042016806722689, "net_debt_to_ebitda": 1.947415329768271, "interest_coverage": 48.48148148148148, "debt_to_equity": 2.793103448275862, "current_ratio": 1.0197263065948463, "quick_ratio": 0.11762993157664871, "fcf_to_ebitda": 0.5839062897886428, "capex_to_revenue": 0.016456486090351042, "working_capital_to_revenue": 0.003932722866389006, "capital_efficiency": 0.35798575343642547, "financial_health": -2.69139919737694, "margin_quality": 0.1545219638242894, "growth_momentum": 0.686192187304075, "company_age_years": 32.33401779603012, "ebitda": 7854000000.0, "spy_multiple": 15.0, "sector_multiple": 13.120978622903166, "sector_premium_over_spy": -0.1252680918064556}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2018-04-30", "company_multiple": 10.233094794384396, "revenue_cagr_3y": 0.06528323824255322, "revenue_cagr_5y": 0.06025188294687367, "earnings_cagr_3y": 0.13652927478793475, "quarterly_revenue_growth_yoy": 0.02965599051008304, "quarterly_earnings_growth_yoy": 0.6411960132890365, "revenue_growth_qoq": 0.12043371627726862, "gross_margin": 0.31100230414746544, "operating_margin": 0.08438940092165899, "net_margin": 0.056912442396313365, "roa_ttm": 0.10024321991788059, "roe_ttm": 0.6671888598781549, "debt_to_ebitda": 1.9684432848801092, "net_debt_to_ebitda": 1.774009193688657, "interest_coverage": 49.38036809815951, "debt_to_equity": 2.757876414273281, "current_ratio": 1.016419424369215, "quick_ratio": 0.1793457588436668, "fcf_to_ebitda": 0.5036650515591999, "capex_to_revenue": 0.016565633183350453, "working_capital_to_revenue": 0.0037471606938757796, "capital_efficiency": 0.3837160398980177, "financial_health": -2.5609857652718957, "margin_quality": 0.15076804915514594, "growth_momentum": 0.3354260018995598, "company_age_years": 32.82956878850103, "ebitda": 8049000000.0, "spy_multiple": 15.0, "sector_multiple": 13.326712466630525, "sector_premium_over_spy": -0.11155250222463164}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2018-10-31", "company_multiple": 12.421508349301943, "revenue_cagr_3y": 0.07218736376872203, "revenue_cagr_5y": 0.058790506228406425, "earnings_cagr_3y": -0.05101879662894926, "quarterly_revenue_growth_yoy": 0.038461538461538464, "quarterly_earnings_growth_yoy": -0.2786697247706422, "revenue_growth_qoq": -0.16626771351972425, "gross_margin": 0.2844674131495837, "operating_margin": 0.0549526270456503, "net_margin": 0.03611828883146712, "roa_ttm": 0.1005365946667393, "roe_ttm": 0.6842788283277716, "debt_to_ebitda": 2.1320832192718315, "net_debt_to_ebitda": 1.9037777169449768, "interest_coverage": 45.6625, "debt_to_equity": 2.887838338895069, "current_ratio": 1.0045789368903046, "quick_ratio": 0.18402017386687902, "fcf_to_ebitda": 0.7266630166986039, "capex_to_revenue": 0.01661115561364307, "working_capital_to_revenue": 0.0009696867490197732, "capital_efficiency": 0.39240771149725545, "financial_health": -2.635322898324426, "margin_quality": 0.12517944300890035, "growth_momentum": -0.12010409315455188, "company_age_years": 33.333333333333336, "ebitda": 7306000000.0, "spy_multiple": 15.0, "sector_multiple": 15.569524951471962, "sector_premium_over_spy": 0.03796833009813083}, {"ticker": "LOW", "sector": "Consumer Cyclical", "quarter_date": "2020-04-30", "company_multiple": 10.563405196241018, "revenue_cagr_3y": 0.05281579105264367, "revenue_cagr_5y": 0.06500601404566364, "earnings_cagr_3y": 0.30470293293602935, "quarterly_revenue_growth_yoy": 0.1090130206865453, "quarterly_earnings_growth_yoy": 0.27820267686424477, "revenue_growth_qoq": 0.22761589817183503, "gross_margin": 0.3144599745870394, "operating_margin": 0.11750952986022872, "net_margin": 0.06795425667090216, "roa_ttm": 0.09973381043812184, "roe_ttm": 2.663752913752914, "debt_to_ebitda": 2.466556108347153, "net_debt_to_ebitda": 1.8081813156440023, "interest_coverage": 44.1219512195122, "debt_to_equity": 13.0011655011655, "current_ratio": 1.1965075034106412, "quick_ratio": 0.41708049113233286, "fcf_to_ebitda": 0.553012714206744, "capex_to_revenue": 0.021692178936853757, "working_capital_to_revenue": 0.048608298912016415, "capital_efficiency": 1.381743362095518, "financial_health": -11.64163071902206, "margin_quality": 0.16664125370605676, "growth_momentum": 0.19360784877539503, "company_age_years": 34.83093771389459, "ebitda": 9045000000.0, "spy_multiple": 20.0, "sector_multiple": 20.207940225769555, "sector_premium_over_spy": 0.010397011288477698}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2019-01-31", "company_multiple": 11.63948862972435, "revenue_cagr_3y": 0.07479984406049445, "revenue_cagr_5y": 0.07339991436876003, "earnings_cagr_3y": 0.08084954555241164, "quarterly_revenue_growth_yoy": 0.015201556102153874, "quarterly_earnings_growth_yoy": -0.04073746460634965, "revenue_growth_qoq": 0.1324662043919457, "gross_margin": 0.2780269138895729, "operating_margin": 0.10578206471627541, "net_margin": 0.07562795780483027, "roa_ttm": 0.21358312202215982, "roe_ttm": 0.6060678928005077, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 303.3834203107192, "debt_to_equity": 0.0, "current_ratio": 1.5311244547918836, "quick_ratio": 0.703295239121419, "fcf_to_ebitda": 0.5859179212706158, "capex_to_revenue": 0.028869753557686985, "working_capital_to_revenue": 0.07538175083251367, "capital_efficiency": 0.4098255074113337, "financial_health": 0.21151911670707912, "margin_quality": 0.1531456454702262, "growth_momentum": -0.01276795425209789, "company_age_years": 31.071868583162217, "ebitda": 5057705000.0, "spy_multiple": 15.0, "sector_multiple": 15.253652907351261, "sector_premium_over_spy": 0.01691019382341752}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2017-07-31", "company_multiple": 9.205841944340277, "revenue_cagr_3y": 0.07928087072699408, "revenue_cagr_5y": 0.07950461958594346, "earnings_cagr_3y": 0.09732945338697019, "quarterly_revenue_growth_yoy": 0.07880934963093976, "quarterly_earnings_growth_yoy": 0.1228530077401687, "revenue_growth_qoq": 0.037857761349177614, "gross_margin": 0.29451571175337005, "operating_margin": 0.14931360067000757, "net_margin": 0.0922423135776487, "roa_ttm": 0.214466498104354, "roe_ttm": 0.4164504606526182, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 460.786630229136, "debt_to_equity": 0.0, "current_ratio": 1.642690576781025, "quick_ratio": 0.7633208143858726, "fcf_to_ebitda": 0.5736673354738814, "capex_to_revenue": 0.023979973718542737, "working_capital_to_revenue": 0.08814899455015596, "capital_efficiency": 0.3154584793784861, "financial_health": 0.20871092264563887, "margin_quality": 0.1786905420003421, "growth_momentum": 0.10083117868555423, "company_age_years": 31.06091718001369, "ebitda": 2191962000.0, "spy_multiple": 15.0, "sector_multiple": 12.284347664247163, "sector_premium_over_spy": -0.1810434890501892}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2017-10-31", "company_multiple": 10.28807258003862, "revenue_cagr_3y": 0.08602858255768409, "revenue_cagr_5y": 0.08027348106002141, "earnings_cagr_3y": 0.12506674675343743, "quarterly_revenue_growth_yoy": 0.07846827358912646, "quarterly_earnings_growth_yoy": 0.12227965290783738, "revenue_growth_qoq": -0.02993032702209434, "gross_margin": 0.288307768285803, "operating_margin": 0.13291171181779896, "net_margin": 0.0824444995845467, "roa_ttm": 0.2102615962814493, "roe_ttm": 0.4241965857144906, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 480.8493473143591, "debt_to_equity": 0.0, "current_ratio": 1.5737179767751073, "quick_ratio": 0.6787722456792538, "fcf_to_ebitda": 0.6012236711112416, "capex_to_revenue": 0.025358979881099652, "working_capital_to_revenue": 0.08688927607724899, "capital_efficiency": 0.3172290909979699, "financial_health": 0.19840009793690908, "margin_quality": 0.1678879932293829, "growth_momentum": 0.10037396324848191, "company_age_years": 31.312799452429843, "ebitda": 2247009000.0, "spy_multiple": 15.0, "sector_multiple": 13.120978622903166, "sector_premium_over_spy": -0.1252680918064556}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2017-06-30", "company_multiple": 15.628288972009901, "revenue_cagr_3y": 0.10874615912977159, "revenue_cagr_5y": 0.11375280505042773, "earnings_cagr_3y": 0.10499113608284105, "quarterly_revenue_growth_yoy": 0.08085147002672775, "quarterly_earnings_growth_yoy": -0.08288025460814216, "revenue_growth_qoq": 0.06941820929353985, "gross_margin": 0.31502252053342755, "operating_margin": 0.18443875298065884, "net_margin": 0.12215843857634902, "roa_ttm": 0.19948769856844803, "roe_ttm": 0.4957901221891365, "debt_to_ebitda": 0.742144160748812, "net_debt_to_ebitda": 0.2513326466814839, "interest_coverage": 235.4936170212766, "debt_to_equity": 0.7028613478454324, "current_ratio": 1.368260275673662, "quick_ratio": 1.0311685086303242, "fcf_to_ebitda": 0.5352089770694421, "capex_to_revenue": 0.06410382328255862, "working_capital_to_revenue": 0.06619761067161914, "capital_efficiency": 0.34763891037879224, "financial_health": -0.48646354596794317, "margin_quality": 0.2072065706968118, "growth_momentum": -0.0010143922907072042, "company_age_years": 25.010266940451746, "ebitda": 5534100000.0, "spy_multiple": 15.0, "sector_multiple": 19.614034919518478, "sector_premium_over_spy": 0.30760232796789855}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2017-09-30", "company_multiple": 14.540431607390637, "revenue_cagr_3y": 0.10874609136248226, "revenue_cagr_5y": 0.11115663165872647, "earnings_cagr_3y": 0.10291589822280423, "quarterly_revenue_growth_yoy": -0.002258719708642667, "quarterly_earnings_growth_yoy": -0.015357722562117617, "revenue_growth_qoq": 0.006500044157908682, "gross_margin": 0.2993173402593756, "operating_margin": 0.17945703104434657, "net_margin": 0.13839215204534686, "roa_ttm": 0.20081305340535724, "roe_ttm": 0.5293113887818572, "debt_to_ebitda": 0.7593660994668809, "net_debt_to_ebitda": 0.30981158256043234, "interest_coverage": 245.61434977578475, "debt_to_equity": 0.7631419606979688, "current_ratio": 1.251782879617125, "quick_ratio": 0.928613737057834, "fcf_to_ebitda": 0.48471846929087853, "capex_to_revenue": 0.06787065534446791, "working_capital_to_revenue": 0.047470149687091, "capital_efficiency": 0.36506222109360725, "financial_health": -0.5501622248070994, "margin_quality": 0.20572217444968968, "growth_momentum": -0.008808221135380143, "company_age_years": 25.2621492128679, "ebitda": 5477200000.0, "spy_multiple": 15.0, "sector_multiple": 18.799995855366124, "sector_premium_over_spy": 0.25333305702440834}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2017-12-31", "company_multiple": 11.362368810704341, "revenue_cagr_3y": 0.08136976383104466, "revenue_cagr_5y": 0.09872629679971845, "earnings_cagr_3y": 0.31787577447985393, "quarterly_revenue_growth_yoy": 0.059446353503462473, "quarterly_earnings_growth_yoy": 1.9930832668262837, "revenue_growth_qoq": 0.06587929733429268, "gross_margin": 0.3021222648467985, "operating_margin": 0.1837594876269819, "net_margin": 0.3704825724023248, "roa_ttm": 0.2366930366930367, "roe_ttm": 0.7620173501851498, "debt_to_ebitda": 0.6678530190857841, "net_debt_to_ebitda": 0.170481559464783, "interest_coverage": 284.2277992277992, "debt_to_equity": 0.8547139305644895, "current_ratio": 1.006197833681718, "quick_ratio": 0.8142403999356829, "fcf_to_ebitda": 0.39004279019221627, "capex_to_revenue": 0.07221647783522164, "working_capital_to_revenue": 0.0018655813441865582, "capital_efficiency": 0.4993551934390933, "financial_health": -0.5961681750941326, "margin_quality": 0.28545477495870175, "growth_momentum": 1.026264810164873, "company_age_years": 25.51403148528405, "ebitda": 7361500000.0, "spy_multiple": 15.0, "sector_multiple": 14.472987974098057, "sector_premium_over_spy": -0.03513413506012952}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2018-06-30", "company_multiple": 9.880999443018027, "revenue_cagr_3y": 0.08936763434387118, "revenue_cagr_5y": 0.11056735622155789, "earnings_cagr_3y": 0.10801310659170427, "quarterly_revenue_growth_yoy": 0.11459860461008567, "quarterly_earnings_growth_yoy": 0.23264893001735107, "revenue_growth_qoq": 0.04617195530355781, "gross_margin": 0.30615026226962266, "operating_margin": 0.16452466602221763, "net_margin": 0.1350965881178391, "roa_ttm": 0.2648919515076737, "roe_ttm": 1.1405016663743204, "debt_to_ebitda": 0.9236255450951624, "net_debt_to_ebitda": 0.6665851571096711, "interest_coverage": 162.13876651982378, "debt_to_equity": 1.7036860701130128, "current_ratio": 1.005728078391815, "quick_ratio": 0.7558181425174725, "fcf_to_ebitda": 0.36505413593077124, "capex_to_revenue": 0.07887086808133001, "working_capital_to_revenue": 0.001318730535247013, "capital_efficiency": 0.7026968089409971, "financial_health": -1.4307370776584487, "margin_quality": 0.20192383880322648, "growth_momentum": 0.17362376731371837, "company_age_years": 26.00958247775496, "ebitda": 7361100000.0, "spy_multiple": 15.0, "sector_multiple": 13.660465983224604, "sector_premium_over_spy": -0.08930226778502637}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 13.519629679001813, "revenue_cagr_3y": 0.06728868343701877, "revenue_cagr_5y": 0.059609339512070036, "earnings_cagr_3y": -0.029348362922953286, "quarterly_revenue_growth_yoy": -0.005933488214827177, "quarterly_earnings_growth_yoy": -0.07611456599807305, "revenue_growth_qoq": 0.0643349293471914, "gross_margin": 0.2791230976859522, "operating_margin": 0.16650391160754452, "net_margin": 0.11573530541261151, "roa_ttm": 0.13519284798650363, "roe_ttm": -0.5123593525813679, "debt_to_ebitda": 2.265343393409406, "net_debt_to_ebitda": 1.8415538018556041, "interest_coverage": 53.089879688605805, "debt_to_equity": 2.138809877413346, "current_ratio": 0.8899797372377279, "quick_ratio": 0.6475194457154062, "fcf_to_ebitda": 0.510051189079663, "capex_to_revenue": 0.07344047286145883, "working_capital_to_revenue": -0.023072831850158185, "capital_efficiency": -0.1885832522974321, "financial_health": 2.062860010997022, "margin_quality": 0.18712077156870274, "growth_momentum": -0.04102402710645011, "company_age_years": 32.01095140314853, "ebitda": 7501600000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2015-12-31", "company_multiple": 13.078407046476762, "revenue_cagr_3y": -0.0164833884661314, "revenue_cagr_5y": 0.020945649665206734, "earnings_cagr_3y": -0.06552519266718759, "quarterly_revenue_growth_yoy": -0.011508631473605204, "quarterly_earnings_growth_yoy": 4.1976744186046515, "revenue_growth_qoq": 0.1529034140647797, "gross_margin": 0.24550746646418628, "operating_margin": 0.11161731207289294, "net_margin": 0.06960263224500127, "roa_ttm": 0.16012383900928792, "roe_ttm": 1.4193194291986828, "debt_to_ebitda": 1.4730134932533734, "net_debt_to_ebitda": 1.196776611694153, "interest_coverage": 76.22857142857143, "debt_to_equity": 4.313940724478595, "current_ratio": 0.5466321243523317, "quick_ratio": 0.533678756476684, "fcf_to_ebitda": 0.4370314842578711, "capex_to_revenue": 0.07424647081266691, "working_capital_to_revenue": -0.106829454406715, "capital_efficiency": 0.7897216341039853, "financial_health": -3.2094990365433826, "margin_quality": 0.1422424702606935, "growth_momentum": 2.0930828935655232, "company_age_years": 18.286105407255306, "ebitda": 2668000000.0, "spy_multiple": 15.0, "sector_multiple": 18.698188759731256, "sector_premium_over_spy": 0.24654591731541697}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 21.023876953125, "revenue_cagr_3y": 0.027212868792462652, "revenue_cagr_5y": 0.005890011606044299, "earnings_cagr_3y": -0.09027547845536221, "quarterly_revenue_growth_yoy": 0.17656373713380838, "quarterly_earnings_growth_yoy": 2.927710843373494, "revenue_growth_qoq": -0.1474469305794607, "gross_margin": 0.4899057873485868, "operating_margin": 0.3654104979811575, "net_margin": 0.2193808882907133, "roa_ttm": 0.20666666666666667, "roe_ttm": -0.14496966632962588, "debt_to_ebitda": 5.18701171875, "net_debt_to_ebitda": 4.9130859375, "interest_coverage": 15.633587786259541, "debt_to_equity": 1.3426440849342771, "current_ratio": 0.9830966869506423, "quick_ratio": 0.9830966869506423, "fcf_to_ebitda": 0.59619140625, "capex_to_revenue": 0.02893617021276596, "working_capital_to_revenue": -0.00425531914893617, "capital_efficiency": 0.030848500168520393, "financial_health": 1.393927390484519, "margin_quality": 0.3582323912068192, "growth_momentum": 1.5521372902536512, "company_age_years": 23.534565366187543, "ebitda": 2048000000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2016-02-29", "company_multiple": 10.05201324816655, "revenue_cagr_3y": -0.06472208070679131, "revenue_cagr_5y": -0.01343809207601565, "earnings_cagr_3y": -0.07665897319299109, "quarterly_revenue_growth_yoy": 0.06736379917961755, "quarterly_earnings_growth_yoy": -0.20926756352765322, "revenue_growth_qoq": 0.14837145698657384, "gross_margin": 0.23382949932341002, "operating_margin": 0.11972936400541272, "net_margin": 0.05726657645466847, "roa_ttm": 0.07567915768897576, "roe_ttm": 0.17761443019497444, "debt_to_ebitda": 0.5295718003312042, "net_debt_to_ebitda": 0.27430801987224984, "interest_coverage": 10.173285198555957, "debt_to_equity": 0.23339589198206653, "current_ratio": 0.60769294813088, "quick_ratio": 0.45874614936308383, "fcf_to_ebitda": 3.366335462502957, "capex_to_revenue": 0.034066309673009, "working_capital_to_revenue": -0.06710721203144582, "capital_efficiency": 0.1266467939419751, "financial_health": -0.18128999920002728, "margin_quality": 0.13694181326116375, "growth_momentum": -0.07095188217401784, "company_age_years": 20.82135523613963, "ebitda": 845400000.0, "spy_multiple": 15.0, "sector_multiple": 15.324365571042668, "sector_premium_over_spy": 0.021624371402844567}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2016-05-31", "company_multiple": 9.901703338806787, "revenue_cagr_3y": -0.0799872963653725, "revenue_cagr_5y": -0.020978480530901122, "earnings_cagr_3y": 0.016020461585261714, "quarterly_revenue_growth_yoy": -0.04690411542352127, "quarterly_earnings_growth_yoy": 0.32573599240265905, "revenue_growth_qoq": -0.0310148849797023, "gross_margin": 0.22785163668863814, "operating_margin": 0.10339626857334376, "net_margin": 0.07798011395374818, "roa_ttm": 0.08183127482215337, "roe_ttm": 0.19211065573770492, "debt_to_ebitda": 0.6833059660645867, "net_debt_to_ebitda": 0.3824849480021894, "interest_coverage": 94.17525773195877, "debt_to_equity": 0.31977459016393445, "current_ratio": 0.6910117092073119, "quick_ratio": 0.5432566759329458, "fcf_to_ebitda": 0.601751505199781, "capex_to_revenue": 0.03292709309872359, "working_capital_to_revenue": -0.052902574457344774, "capital_efficiency": 0.13697096527992914, "financial_health": -0.1654438778758998, "margin_quality": 0.1364093397385767, "growth_momentum": 0.1394159384895689, "company_age_years": 21.073237508555785, "ebitda": 913500000.0, "spy_multiple": 15.0, "sector_multiple": 14.058770143454517, "sector_premium_over_spy": -0.06274865710303223}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2016-08-31", "company_multiple": 9.027480982395131, "revenue_cagr_3y": 0.038321194309036466, "revenue_cagr_5y": -0.024622829196321416, "earnings_cagr_3y": 0.16220166725862195, "quarterly_revenue_growth_yoy": 0.016241849436870185, "quarterly_earnings_growth_yoy": 0.27546296296296297, "revenue_growth_qoq": -0.04234163780583175, "gross_margin": 0.2168105459636024, "operating_margin": 0.0940853943070462, "net_margin": 0.06427904806346244, "roa_ttm": 0.09125231677459213, "roe_ttm": 0.22139565869094543, "debt_to_ebitda": 0.6650728102586394, "net_debt_to_ebitda": 0.5404259943490546, "interest_coverage": 92.94949494949495, "debt_to_equity": 0.3397546216621329, "current_ratio": 0.5395283102199452, "quick_ratio": 0.396608073491741, "fcf_to_ebitda": 0.6565963920886764, "capex_to_revenue": 0.03308480225258228, "working_capital_to_revenue": -0.07488974126908876, "capital_efficiency": 0.1563239877327688, "financial_health": -0.21813372171942946, "margin_quality": 0.12505832944470366, "growth_momentum": 0.14585240619991657, "company_age_years": 21.32511978097194, "ebitda": 920200000.0, "spy_multiple": 15.0, "sector_multiple": 14.329360703750204, "sector_premium_over_spy": -0.04470928641665306}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2016-11-30", "company_multiple": 10.252973720608576, "revenue_cagr_3y": 0.03403323055785168, "revenue_cagr_5y": -0.02154762657105258, "earnings_cagr_3y": 0.5894028208632502, "quarterly_revenue_growth_yoy": 0.020947289905519643, "quarterly_earnings_growth_yoy": 0.8402777777777778, "revenue_growth_qoq": -0.04193887074195054, "gross_margin": 0.1954337899543379, "operating_margin": 0.07092846270928463, "net_margin": 0.048401826484018265, "roa_ttm": 0.09751451175508191, "roe_ttm": 0.2347577425272472, "debt_to_ebitda": 0.6366634748377487, "net_debt_to_ebitda": 0.5123949356314501, "interest_coverage": 98.93684210526315, "debt_to_equity": 0.3228660839538146, "current_ratio": 0.5935898549465821, "quick_ratio": 0.4341179536176496, "fcf_to_ebitda": 0.6907117778487073, "capex_to_revenue": 0.03627083750321677, "working_capital_to_revenue": -0.06689446144168358, "capital_efficiency": 0.16613612714116455, "financial_health": -0.211494117697676, "margin_quality": 0.10492135971588028, "growth_momentum": 0.4306125338416487, "company_age_years": 21.574264202600958, "ebitda": 939900000.0, "spy_multiple": 15.0, "sector_multiple": 13.235459822838084, "sector_premium_over_spy": -0.11763601181079442}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2017-02-28", "company_multiple": 10.143095213045765, "revenue_cagr_3y": 0.050948844948922156, "revenue_cagr_5y": -0.027492853542405715, "earnings_cagr_3y": 0.14714390408705036, "quarterly_revenue_growth_yoy": 0.01688768606224628, "quarterly_earnings_growth_yoy": 0.5652173913043478, "revenue_growth_qoq": 0.14380517503805176, "gross_margin": 0.23340607867142174, "operating_margin": 0.12215893969234044, "net_margin": 0.08814605844466919, "roa_ttm": 0.10575238258045215, "roe_ttm": 0.2508617193836172, "debt_to_ebitda": 0.6630194634402946, "net_debt_to_ebitda": 0.2512361914781694, "interest_coverage": 102.20430107526882, "debt_to_equity": 0.3194444444444444, "current_ratio": 0.7182046911776642, "quick_ratio": 0.5818521223926629, "fcf_to_ebitda": 0.6496580746975276, "capex_to_revenue": 0.04069287483275926, "working_capital_to_revenue": -0.049417859887841954, "capital_efficiency": 0.17830705098203467, "financial_health": -0.1397520250361106, "margin_quality": 0.1479036922694771, "growth_momentum": 0.29105253868329706, "company_age_years": 21.82067077344285, "ebitda": 950500000.0, "spy_multiple": 15.0, "sector_multiple": 14.112372578231671, "sector_premium_over_spy": -0.059175161451221925}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2018-02-28", "company_multiple": 12.173789824527008, "revenue_cagr_3y": 0.07133943400417042, "revenue_cagr_5y": -0.011769691277524363, "earnings_cagr_3y": 0.17634285960534823, "quarterly_revenue_growth_yoy": 0.1329110555171129, "quarterly_earnings_growth_yoy": 0.31521739130434784, "revenue_growth_qoq": 0.13122508636726016, "gross_margin": 0.22613230595752679, "operating_margin": 0.10965983837624507, "net_margin": 0.10233038902461944, "roa_ttm": 0.09996883421636386, "roe_ttm": 0.25662384112193515, "debt_to_ebitda": 0.9577492402705617, "net_debt_to_ebitda": 0.8138417802176258, "interest_coverage": 8.696504688832055, "debt_to_equity": 0.4597863428867241, "current_ratio": 0.38814310051107326, "quick_ratio": 0.24640545144804088, "fcf_to_ebitda": 0.545044603470248, "capex_to_revenue": 0.049526685785346296, "working_capital_to_revenue": -0.11393802502347537, "capital_efficiency": 0.1782963376691495, "financial_health": -0.4090608867639804, "margin_quality": 0.1460408444527971, "growth_momentum": 0.22406422341073037, "company_age_years": 22.819986310746064, "ebitda": 1020100000.0, "spy_multiple": 15.0, "sector_multiple": 16.72398175385348, "sector_premium_over_spy": 0.11493211692356531}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2018-05-31", "company_multiple": 11.088789673359859, "revenue_cagr_3y": 0.043477932676282194, "revenue_cagr_5y": -0.014767029108798235, "earnings_cagr_3y": 0.18337489984774247, "quarterly_revenue_growth_yoy": 0.10312209242220614, "quarterly_earnings_growth_yoy": 0.4095315024232633, "revenue_growth_qoq": 0.002678068032324751, "gross_margin": 0.2275432266529216, "operating_margin": 0.10777376880183684, "net_margin": 0.08176748980835012, "roa_ttm": 0.10896592072546439, "roe_ttm": 0.27155093858210316, "debt_to_ebitda": 1.073933561580457, "net_debt_to_ebitda": 0.9380031461090034, "interest_coverage": 81.87121212121212, "debt_to_equity": 0.528795334426827, "current_ratio": 0.39985554351751534, "quick_ratio": 0.2515709642470206, "fcf_to_ebitda": 0.5434440640325715, "capex_to_revenue": 0.05123698964121731, "working_capital_to_revenue": -0.10283288573161223, "capital_efficiency": 0.19025842965378378, "financial_health": -0.39527659537206017, "margin_quality": 0.13902816175436952, "growth_momentum": 0.25632679742273473, "company_age_years": 23.071868583162217, "ebitda": 1080700000.0, "spy_multiple": 15.0, "sector_multiple": 16.791679757162782, "sector_premium_over_spy": 0.1194453171441856}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2018-08-31", "company_multiple": 14.150374273255814, "revenue_cagr_3y": 0.06909360001050846, "revenue_cagr_5y": 0.06122886501614011, "earnings_cagr_3y": 0.24367172006712168, "quarterly_revenue_growth_yoy": 0.06471773152213212, "quarterly_earnings_growth_yoy": 0.39663865546218485, "revenue_growth_qoq": -0.03406588257345017, "gross_margin": 0.21388376831279712, "operating_margin": 0.09173377316386921, "net_margin": 0.08062481808479674, "roa_ttm": 0.1170114064290782, "roe_ttm": 0.28270042194092826, "debt_to_ebitda": 1.0271620639534884, "net_debt_to_ebitda": 0.8892623546511628, "interest_coverage": 84.03053435114504, "debt_to_equity": 0.4969672995780591, "current_ratio": 0.41123612474514837, "quick_ratio": 0.26429056860228045, "fcf_to_ebitda": 0.5527797965116279, "capex_to_revenue": 0.051722036707534065, "working_capital_to_revenue": -0.09502278987008556, "capital_efficiency": 0.19985591418500323, "financial_health": -0.3797332393639898, "margin_quality": 0.12874745318715433, "growth_momentum": 0.23067819349215848, "company_age_years": 23.32375085557837, "ebitda": 1100800000.0, "spy_multiple": 15.0, "sector_multiple": 19.43525327662423, "sector_premium_over_spy": 0.29568355177494876}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2018-11-30", "company_multiple": 13.080972752285435, "revenue_cagr_3y": 0.07046142587758863, "revenue_cagr_5y": 0.05843123242476134, "earnings_cagr_3y": 0.38832569758399305, "quarterly_revenue_growth_yoy": 0.048844007440871647, "quarterly_earnings_growth_yoy": 0.36481700118063753, "revenue_growth_qoq": -0.042689434364994665, "gross_margin": 0.19595621769534813, "operating_margin": 0.07504814026553157, "net_margin": 0.05857910205736293, "roa_ttm": 0.12147696965328336, "roe_ttm": 0.2995600586588455, "debt_to_ebitda": 0.8627851247004527, "net_debt_to_ebitda": 0.7387947102156741, "interest_coverage": 88.0234375, "debt_to_equity": 0.43198684619828465, "current_ratio": 0.40511080632354, "quick_ratio": 0.2539522125171443, "fcf_to_ebitda": 0.5943019437294754, "capex_to_revenue": 0.05460812553481253, "working_capital_to_revenue": -0.09932146601906644, "capital_efficiency": 0.21051851415606443, "financial_health": -0.3868147125382762, "margin_quality": 0.10986115333941421, "growth_momentum": 0.2068305043107546, "company_age_years": 23.572895277207394, "ebitda": 1126700000.0, "spy_multiple": 15.0, "sector_multiple": 17.647999051685304, "sector_premium_over_spy": 0.17653327011235365}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2019-02-28", "company_multiple": 12.735130270826192, "revenue_cagr_3y": 0.06735115722610252, "revenue_cagr_5y": 0.06777253007164208, "earnings_cagr_3y": 0.2833015254390454, "quarterly_revenue_growth_yoy": 0.05548769028378124, "quarterly_earnings_growth_yoy": 0.02662993572084481, "revenue_growth_qoq": 0.13839059491233405, "gross_margin": 0.23040284887602938, "operating_margin": 0.11818384153127087, "net_margin": 0.09953260627643, "roa_ttm": 0.11932675769595283, "roe_ttm": 0.2936045256293993, "debt_to_ebitda": 0.9843160781624957, "net_debt_to_ebitda": 0.7247171751799795, "interest_coverage": 94.09677419354838, "debt_to_equity": 0.49596234399965455, "current_ratio": 0.47626308129461503, "quick_ratio": 0.33106937417700466, "fcf_to_ebitda": 0.60318820706205, "capex_to_revenue": 0.05599258502269649, "working_capital_to_revenue": -0.08979965301708771, "capital_efficiency": 0.20646564166267606, "financial_health": -0.347322785942934, "margin_quality": 0.14937309889457676, "growth_momentum": 0.041058813002313024, "company_age_years": 23.81930184804928, "ebitda": 1166800000.0, "spy_multiple": 15.0, "sector_multiple": 18.805099708440718, "sector_premium_over_spy": 0.25367331389604786}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2019-05-31", "company_multiple": 12.99221483375959, "revenue_cagr_3y": 0.07582756182515582, "revenue_cagr_5y": 0.062011260350864905, "earnings_cagr_3y": 0.142157437710279, "quarterly_revenue_growth_yoy": 0.04451525233119348, "quarterly_earnings_growth_yoy": 0.19197707736389685, "revenue_growth_qoq": -0.007745381704874249, "gross_margin": 0.2260104975102059, "operating_margin": 0.10309093356062984, "net_margin": 0.09331120183033512, "roa_ttm": 0.12106299212598425, "roe_ttm": 0.29816935551283125, "debt_to_ebitda": 0.9964194373401535, "net_debt_to_ebitda": 0.6065643648763853, "interest_coverage": 98.57142857142857, "debt_to_equity": 0.48850622753489925, "current_ratio": 0.6055220134319246, "quick_ratio": 0.46489383352554103, "fcf_to_ebitda": 0.6680306905370844, "capex_to_revenue": 0.055908065425831925, "working_capital_to_revenue": -0.06832816318856928, "capital_efficiency": 0.20961617381940775, "financial_health": -0.3101340129100658, "margin_quality": 0.14080421096705698, "growth_momentum": 0.11824616484754516, "company_age_years": 24.071184120465436, "ebitda": 1173000000.0, "spy_multiple": 15.0, "sector_multiple": 17.695629448926407, "sector_premium_over_spy": 0.17970862992842718}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2019-08-31", "company_multiple": 13.273268390997648, "revenue_cagr_3y": 0.07569042232564382, "revenue_cagr_5y": 0.059837105975204974, "earnings_cagr_3y": 0.1568200594991569, "quarterly_revenue_growth_yoy": 0.035170272630251284, "quarterly_earnings_growth_yoy": 0.026474127557160047, "revenue_growth_qoq": -0.042707819299268764, "gross_margin": 0.21294343689957354, "operating_margin": 0.09442804255119734, "net_margin": 0.07994751394160926, "roa_ttm": 0.07385153557281753, "roe_ttm": 0.3014319909293243, "debt_to_ebitda": 0.9090527376553578, "net_debt_to_ebitda": 0.6144608666442728, "interest_coverage": 107.27927927927928, "debt_to_equity": 0.45458363078990466, "current_ratio": 0.4328425674803048, "quick_ratio": 0.30433940333204185, "fcf_to_ebitda": 0.6789553241518307, "capex_to_revenue": 0.058057299980193176, "working_capital_to_revenue": -0.10233137983665194, "capital_efficiency": 0.18764176325107093, "financial_health": -0.3536107117629821, "margin_quality": 0.12910633113079337, "growth_momentum": 0.030822200093705666, "company_age_years": 24.32306639288159, "ebitda": 1190800000.0, "spy_multiple": 15.0, "sector_multiple": 18.549606100678808, "sector_premium_over_spy": 0.23664040671192055}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2019-11-30", "company_multiple": 12.930147717842324, "revenue_cagr_3y": 0.07778980775015021, "revenue_cagr_5y": 0.05694477460554004, "earnings_cagr_3y": -0.3227069670653686, "quarterly_revenue_growth_yoy": 0.04205938988547684, "quarterly_earnings_growth_yoy": -0.7863321799307958, "revenue_growth_qoq": -0.036318477904306666, "gross_margin": 0.1971892627893406, "operating_margin": 0.07790313168644232, "net_margin": 0.012011281851779809, "roa_ttm": 0.06434561261252014, "roe_ttm": 0.2757179926991248, "debt_to_ebitda": 0.9021576763485477, "net_debt_to_ebitda": 0.7716182572614108, "interest_coverage": 92.6923076923077, "debt_to_equity": 0.4781193649118177, "current_ratio": 0.3438202247191011, "quick_ratio": 0.20757624398073837, "fcf_to_ebitda": 0.6335269709543568, "capex_to_revenue": 0.05887443889267127, "working_capital_to_revenue": -0.11793350950276371, "capital_efficiency": 0.17003180265582246, "financial_health": -0.3920878544574545, "margin_quality": 0.09570122544252091, "growth_momentum": -0.3721363950226595, "company_age_years": 24.57221081451061, "ebitda": 1205000000.0, "spy_multiple": 15.0, "sector_multiple": 19.062746732600075, "sector_premium_over_spy": 0.27084978217333844}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2021-05-31", "company_multiple": 18.185348486372323, "revenue_cagr_3y": 0.022168649609366264, "revenue_cagr_5y": 0.04948485736787034, "earnings_cagr_3y": 0.2829626708396824, "quarterly_revenue_growth_yoy": 0.7945043697346665, "quarterly_earnings_growth_yoy": 1.7677083333333334, "revenue_growth_qoq": 0.31517599538372765, "gross_margin": 0.23666198666198665, "operating_margin": 0.14189189189189189, "net_margin": 0.1616795366795367, "roa_ttm": 0.05905537673257571, "roe_ttm": 0.22370338772173048, "debt_to_ebitda": 1.1202856280800564, "net_debt_to_ebitda": 0.0, "interest_coverage": 58.146198830409354, "debt_to_equity": 0.39596885997653836, "current_ratio": 1.0123356597954878, "quick_ratio": 0.9091056646648271, "fcf_to_ebitda": 0.9302021522679272, "capex_to_revenue": 0.03739525576353858, "working_capital_to_revenue": 0.003168382874056781, "capital_efficiency": 0.1413793822271531, "financial_health": -0.21653399616495356, "margin_quality": 0.1800778050778051, "growth_momentum": 1.281106351534, "company_age_years": 26.072553045859, "ebitda": 994300000.0, "spy_multiple": 20.0, "sector_multiple": 23.135420493509407, "sector_premium_over_spy": 0.15677102467547033}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2021-08-31", "company_multiple": 16.46847995408707, "revenue_cagr_3y": 0.03808363295137096, "revenue_cagr_5y": 0.061083176856053356, "earnings_cagr_3y": 0.11582898315169587, "quarterly_revenue_growth_yoy": 0.5097551394526647, "quarterly_earnings_growth_yoy": 5.39612188365651, "revenue_growth_qoq": 0.011758511758511758, "gross_margin": 0.2196444058976583, "operating_margin": 0.12168256721595837, "net_margin": 0.10013009540329575, "roa_ttm": 0.07817524687668972, "roe_ttm": 0.29941142275832, "debt_to_ebitda": 0.9787652701483971, "net_debt_to_ebitda": 0.2016889399032549, "interest_coverage": 78.18589743589743, "debt_to_equity": 0.43373056241825314, "current_ratio": 0.9667638483965014, "quick_ratio": 0.8437900874635569, "fcf_to_ebitda": 0.7020578830860048, "capex_to_revenue": 0.03886039600235745, "working_capital_to_revenue": -0.007147604298594305, "capital_efficiency": 0.18879333481750488, "financial_health": -0.25041157712412554, "margin_quality": 0.14715235617230413, "growth_momentum": 2.952938511554587, "company_age_years": 26.324435318275153, "ebitda": 1219700000.0, "spy_multiple": 20.0, "sector_multiple": 24.76941988503806, "sector_premium_over_spy": 0.238470994251903}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2021-11-30", "company_multiple": 13.685445573940788, "revenue_cagr_3y": 0.04811871858009842, "revenue_cagr_5y": 0.06705851421538878, "earnings_cagr_3y": 0.18672410151782115, "quarterly_revenue_growth_yoy": 0.37168729248415333, "quarterly_earnings_growth_yoy": 1.0125, "revenue_growth_qoq": -0.014657415437987858, "gross_margin": 0.19729777308335533, "operating_margin": 0.10676877035472229, "net_margin": 0.08502772643253234, "roa_ttm": 0.08855843818788268, "roe_ttm": 0.3622886354699174, "debt_to_ebitda": 0.8812792164428285, "net_debt_to_ebitda": 0.3275209616383468, "interest_coverage": 80.7005988023952, "debt_to_equity": 0.46704679512386943, "current_ratio": 0.8503397540293143, "quick_ratio": 0.7210647498174875, "fcf_to_ebitda": 0.6722564368924835, "capex_to_revenue": 0.039322965170422795, "working_capital_to_revenue": -0.031023002421307507, "capital_efficiency": 0.22542353682890004, "financial_health": -0.29357970252028265, "margin_quality": 0.12969808995686996, "growth_momentum": 0.6920936462420766, "company_age_years": 26.573579739904176, "ebitda": 1347700000.0, "spy_multiple": 20.0, "sector_multiple": 24.193973963366172, "sector_premium_over_spy": 0.20969869816830866}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2022-11-30", "company_multiple": 12.655738907964722, "revenue_cagr_3y": 0.06535321983551201, "revenue_cagr_5y": 0.0573453219962019, "earnings_cagr_3y": 0.9642780504682451, "quarterly_revenue_growth_yoy": 0.09431388082035032, "quarterly_earnings_growth_yoy": -0.031055900621118012, "revenue_growth_qoq": 0.01651608683210008, "gross_margin": 0.17804142368791473, "operating_margin": 0.09378644681278907, "net_margin": 0.07528654735572089, "roa_ttm": 0.09066062860961767, "roe_ttm": 0.44975011133653325, "debt_to_ebitda": 0.6354271864269845, "net_debt_to_ebitda": 0.4733723826836329, "interest_coverage": 75.39593908629442, "debt_to_equity": 0.46701964471275176, "current_ratio": 0.46795006294586655, "quick_ratio": 0.3126311372219891, "fcf_to_ebitda": 0.6064094795664176, "capex_to_revenue": 0.051129762429389845, "working_capital_to_revenue": -0.10158847802572013, "capital_efficiency": 0.2702053699730755, "financial_health": -0.4143103040109651, "margin_quality": 0.11570480595214155, "growth_momentum": 0.03162899009961615, "company_age_years": 27.572895277207394, "ebitda": 1485300000.0, "spy_multiple": 12.0, "sector_multiple": 18.31121114677233, "sector_premium_over_spy": 0.5259342622310275}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2023-02-28", "company_multiple": 11.8691771946874, "revenue_cagr_3y": 0.058921850159195044, "revenue_cagr_5y": 0.05533856201562393, "earnings_cagr_3y": 0.07252887214496129, "quarterly_revenue_growth_yoy": 0.1377353097308996, "quarterly_earnings_growth_yoy": 0.16032388663967612, "revenue_growth_qoq": 0.12053086668007239, "gross_margin": 0.20985571746464718, "operating_margin": 0.1255832316416625, "net_margin": 0.10286411600028712, "roa_ttm": 0.09414018302002898, "roe_ttm": 0.4640637995988062, "debt_to_ebitda": 0.6991253644314869, "net_debt_to_ebitda": 0.5207644962747003, "interest_coverage": 78.75, "debt_to_equity": 0.5279612505504183, "current_ratio": 0.4567780968006563, "quick_ratio": 0.2999384741591468, "fcf_to_ebitda": 0.6066083576287657, "capex_to_revenue": 0.05228789831132469, "working_capital_to_revenue": -0.10264781964211321, "capital_efficiency": 0.2791019913094176, "financial_health": -0.403665797238982, "margin_quality": 0.14610102170219894, "growth_momentum": 0.14902959818528785, "company_age_years": 27.81930184804928, "ebitda": 1543500000.0, "spy_multiple": 12.0, "sector_multiple": 19.266151370963243, "sector_premium_over_spy": 0.6055126142469369}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2023-08-31", "company_multiple": 12.499306024688325, "revenue_cagr_3y": 0.21367321248253646, "revenue_cagr_5y": 0.057837997577590006, "earnings_cagr_3y": 0.753089685717093, "quarterly_revenue_growth_yoy": 0.11630759167654633, "quarterly_earnings_growth_yoy": 0.007772020725388601, "revenue_growth_qoq": -0.013867822318526544, "gross_margin": 0.2042408261920457, "operating_margin": 0.0926170072511536, "net_margin": 0.07122976635171757, "roa_ttm": 0.08726440208710468, "roe_ttm": 0.45782122905027933, "debt_to_ebitda": 0.9657311306270343, "net_debt_to_ebitda": 0.8477553276423263, "interest_coverage": 54.82491582491583, "debt_to_equity": 0.7320763500931099, "current_ratio": 0.3990545315633655, "quick_ratio": 0.26200935918250406, "fcf_to_ebitda": 0.4679727322974882, "capex_to_revenue": 0.05762928993808193, "working_capital_to_revenue": -0.11682741847144992, "capital_efficiency": 0.272542815568692, "financial_health": -0.6706164793463848, "margin_quality": 0.12269586659830561, "growth_momentum": 0.06203980620096747, "company_age_years": 28.32306639288159, "ebitda": 1628300000.0, "spy_multiple": 12.0, "sector_multiple": 18.185935841379788, "sector_premium_over_spy": 0.5154946534483156}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2023-11-30", "company_multiple": 11.97483348968105, "revenue_cagr_3y": 0.18081127333394953, "revenue_cagr_5y": 0.06685048190245824, "earnings_cagr_3y": 0.30243625988701983, "quarterly_revenue_growth_yoy": 0.09684295194047858, "quarterly_earnings_growth_yoy": 0.1330128205128205, "revenue_growth_qoq": -0.0012085255987695012, "gross_margin": 0.2017379826201738, "operating_margin": 0.10211564551021156, "net_margin": 0.07776922230777693, "roa_ttm": 0.08905591718850743, "roe_ttm": 0.4943374025591999, "debt_to_ebitda": 1.0075046904315197, "net_debt_to_ebitda": 0.892765009380863, "interest_coverage": 45.48266666666667, "debt_to_equity": 0.8424768348286513, "current_ratio": 0.3643349009069533, "quick_ratio": 0.233918374202217, "fcf_to_ebitda": 0.5222795497185742, "capex_to_revenue": 0.05662347567896414, "working_capital_to_revenue": -0.13746356611671554, "capital_efficiency": 0.2916966598738537, "financial_health": -0.6535981936608333, "margin_quality": 0.12720761681272078, "growth_momentum": 0.11492788622664954, "company_age_years": 28.57221081451061, "ebitda": 1705600000.0, "spy_multiple": 12.0, "sector_multiple": 18.496053488821737, "sector_premium_over_spy": 0.5413377907351447}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2024-02-29", "company_multiple": 12.397028039505052, "revenue_cagr_3y": 0.19734619028707812, "revenue_cagr_5y": 0.05776762379105671, "earnings_cagr_3y": 0.3446492235311882, "quarterly_revenue_growth_yoy": 0.06769076161079607, "quarterly_earnings_growth_yoy": 0.09176552686671319, "revenue_growth_qoq": 0.09074909250907491, "gross_margin": 0.21702299314239612, "operating_margin": 0.13022724216754067, "net_margin": 0.10518354175070593, "roa_ttm": 0.09108837667940342, "roe_ttm": 0.4743913063414187, "debt_to_ebitda": 0.8692814167328868, "net_debt_to_ebitda": 0.7308434555568168, "interest_coverage": 47.106951871657756, "debt_to_equity": 0.7022330230638727, "current_ratio": 0.385671536701285, "quick_ratio": 0.2544446400281641, "fcf_to_ebitda": 0.5400726529685549, "capex_to_revenue": 0.05713418498977834, "working_capital_to_revenue": -0.12462394100895399, "capital_efficiency": 0.28273984151041104, "financial_health": -0.6079914269025644, "margin_quality": 0.15081125902021425, "growth_momentum": 0.07972814423875463, "company_age_years": 28.82135523613963, "ebitda": 1761800000.0, "spy_multiple": 12.0, "sector_multiple": 17.791281798825683, "sector_premium_over_spy": 0.4826068165688069}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2024-05-31", "company_multiple": 11.043483076577083, "revenue_cagr_3y": 0.0906974949709185, "revenue_cagr_5y": 0.05816444844155311, "earnings_cagr_3y": -0.05792661308369518, "quarterly_revenue_growth_yoy": 0.06800288912964969, "quarterly_earnings_growth_yoy": -0.02221516978736909, "revenue_growth_qoq": -0.005882748420061853, "gross_margin": 0.22206066344300546, "operating_margin": 0.1337030399350759, "net_margin": 0.10418286950934974, "roa_ttm": 0.09075333392210545, "roe_ttm": 0.4582385730211817, "debt_to_ebitda": 0.9979197121331385, "net_debt_to_ebitda": 0.8883953671426965, "interest_coverage": 57.93485342019544, "debt_to_equity": 0.7914827201783724, "current_ratio": 0.3752793614595211, "quick_ratio": 0.24278221208665907, "fcf_to_ebitda": 0.5544810525132127, "capex_to_revenue": 0.05497805092186128, "working_capital_to_revenue": -0.12025460930640913, "capital_efficiency": 0.2744959534716436, "financial_health": -0.6169989773284338, "margin_quality": 0.15331552429581038, "growth_momentum": 0.0228938596711403, "company_age_years": 29.073237508555785, "ebitda": 1778600000.0, "spy_multiple": 12.0, "sector_multiple": 15.562855095241721, "sector_premium_over_spy": 0.29690459127014335}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2024-08-31", "company_multiple": 11.270978110279856, "revenue_cagr_3y": 0.061351295580067244, "revenue_cagr_5y": 0.05257376341485531, "earnings_cagr_3y": -0.035456231947193495, "quarterly_revenue_growth_yoy": 0.00966820479015601, "quarterly_earnings_growth_yoy": 0.06529562982005141, "revenue_growth_qoq": -0.06773070030095019, "gross_margin": 0.20413492927094667, "operating_margin": 0.0976423648893725, "net_margin": 0.07515415306492565, "roa_ttm": 0.0916119941878385, "roe_ttm": 0.4852824555674768, "debt_to_ebitda": 0.9307287337212524, "net_debt_to_ebitda": 0.8240509836519812, "interest_coverage": 47.48684210526316, "debt_to_equity": 0.7834585063208471, "current_ratio": 0.35256162085430376, "quick_ratio": 0.22450208629070417, "fcf_to_ebitda": 0.5512330285397617, "capex_to_revenue": 0.054465505763638275, "working_capital_to_revenue": -0.1318366560386812, "capital_efficiency": 0.2884472248776576, "financial_health": -0.6294069610238748, "margin_quality": 0.1256438157417483, "growth_momentum": 0.03748191730510371, "company_age_years": 29.32511978097194, "ebitda": 1804500000.0, "spy_multiple": 12.0, "sector_multiple": 14.969806900656351, "sector_premium_over_spy": 0.24748390838802936}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2017-12-31", "company_multiple": 6.257226094532782, "revenue_cagr_3y": 0.40352060349978136, "revenue_cagr_5y": 0.445810590162544, "earnings_cagr_3y": 1.0593628498766527, "quarterly_revenue_growth_yoy": 0.3120607061456784, "quarterly_earnings_growth_yoy": -4.1793367346938775, "revenue_growth_qoq": 0.016140113519855406, "gross_margin": 0.4618145127735708, "operating_margin": 0.0607264708329866, "net_margin": -0.1296392610468503, "roa_ttm": -0.000679974330969006, "roe_ttm": -0.001425523100156362, "debt_to_ebitda": 0.18627749945545632, "net_debt_to_ebitda": 0.06916249183184492, "interest_coverage": 368.01603206412824, "debt_to_equity": 0.1523884194067151, "current_ratio": 2.739213496355514, "quick_ratio": 2.702239595579591, "fcf_to_ebitda": 0.05088760618601612, "capex_to_revenue": 0.17149187592319054, "working_capital_to_revenue": 0.16492015272707003, "capital_efficiency": -0.001052748715562684, "financial_health": -0.018973551349748916, "margin_quality": 0.13096724085323566, "growth_momentum": -1.9336380142740994, "company_age_years": 2.91854893908282, "ebitda": 183640000.0, "spy_multiple": 15.0, "sector_multiple": 14.472987974098057, "sector_premium_over_spy": -0.03513413506012952}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2018-06-30", "company_multiple": 10.112199590518607, "revenue_cagr_3y": 0.33887357622341563, "revenue_cagr_5y": 0.4466814679068478, "earnings_cagr_3y": 0.8946693730060715, "quarterly_revenue_growth_yoy": 0.27340225152218667, "quarterly_earnings_growth_yoy": 0.5585160893625744, "revenue_growth_qoq": 0.17319100851527502, "gross_margin": 0.4718873084398273, "operating_margin": 0.11195197881013398, "net_margin": 0.06539275210264701, "roa_ttm": 0.0067929238823628045, "roe_ttm": 0.014217362651931978, "debt_to_ebitda": 0.2336682356417671, "net_debt_to_ebitda": 0.07072524642759145, "interest_coverage": 309.1484502446982, "debt_to_equity": 0.17267505566452326, "current_ratio": 2.6313076645533737, "quick_ratio": 2.599402092675635, "fcf_to_ebitda": 0.026969837684952615, "capex_to_revenue": 0.1795205137106881, "working_capital_to_revenue": 0.15585151042859288, "capital_efficiency": 0.01050514326714739, "financial_health": -0.01398456787519238, "margin_quality": 0.21641067978420278, "growth_momentum": 0.4159591704423805, "company_age_years": 3.4140999315537304, "ebitda": 189508000.0, "spy_multiple": 15.0, "sector_multiple": 13.660465983224604, "sector_premium_over_spy": -0.08930226778502637}, {"ticker": "SHAK", "sector": "Consumer Cyclical", "quarter_date": "2018-09-30", "company_multiple": 9.799130610721924, "revenue_cagr_3y": 0.30957855044079663, "revenue_cagr_5y": 0.39309895127690475, "earnings_cagr_3y": 0.4870910868763929, "quarterly_revenue_growth_yoy": 0.26464712659472145, "quarterly_earnings_growth_yoy": 0.005603362017210326, "revenue_growth_qoq": 0.02893827075557696, "gross_margin": 0.46563641378388093, "operating_margin": 0.07808804232450459, "net_margin": 0.04199854572199888, "roa_ttm": 0.006202707311225989, "roe_ttm": 0.013528242138596361, "debt_to_ebitda": 0.28068193164917515, "net_debt_to_ebitda": 0.12672703289311185, "interest_coverage": 321.4239864864865, "debt_to_equity": 0.1966602842624641, "current_ratio": 2.1294467213114756, "quick_ratio": 2.1012090163934425, "fcf_to_ebitda": -0.004235796156251478, "capex_to_revenue": 0.18669189968945757, "working_capital_to_revenue": 0.12782798871007767, "capital_efficiency": 0.009865474724911175, "financial_health": -0.02369550241838013, "margin_quality": 0.19524100061012814, "growth_momentum": 0.1351252443059659, "company_age_years": 3.6659822039698837, "ebitda": 190283000.0, "spy_multiple": 15.0, "sector_multiple": 12.541277007416962, "sector_premium_over_spy": -0.16391486617220252}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2015-12-31", "company_multiple": 11.456275524663969, "revenue_cagr_3y": 0.13648169700212298, "revenue_cagr_5y": 0.13185068434903946, "earnings_cagr_3y": 0.18179260632697636, "quarterly_revenue_growth_yoy": 0.12344934165790938, "quarterly_earnings_growth_yoy": 0.23592363538585642, "revenue_growth_qoq": 0.037120311169648174, "gross_margin": 0.18271996760214018, "operating_margin": 0.07420034290669549, "net_margin": 0.05058203899628261, "roa_ttm": 0.09382534816298152, "roe_ttm": 0.14469090376936425, "debt_to_ebitda": 0.11937760473533333, "net_debt_to_ebitda": 0.0, "interest_coverage": 449.3382045929019, "debt_to_equity": 0.038368609836006824, "current_ratio": 0.5213994591688033, "quick_ratio": 0.46048581292228086, "fcf_to_ebitda": 0.2530559904847305, "capex_to_revenue": 0.09598211321656686, "working_capital_to_revenue": -0.0679601497868724, "capital_efficiency": 0.11925812596617288, "financial_health": 0.019301304689610187, "margin_quality": 0.10250078316837276, "growth_momentum": 0.1796864885218829, "company_age_years": 11.236139630390143, "ebitda": 215233000.0, "spy_multiple": 15.0, "sector_multiple": 18.698188759731256, "sector_premium_over_spy": 0.24654591731541697}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2016-03-31", "company_multiple": 13.646706937514315, "revenue_cagr_3y": 0.12751493778464273, "revenue_cagr_5y": 0.126828408020351, "earnings_cagr_3y": 0.10793621679863241, "quarterly_revenue_growth_yoy": 0.12022032462029855, "quarterly_earnings_growth_yoy": 0.1022234609191131, "revenue_growth_qoq": 0.13471523117589704, "gross_margin": 0.20801886883945386, "operating_margin": 0.10243444494228594, "net_margin": 0.06903768530856798, "roa_ttm": 0.09437987818547984, "roe_ttm": 0.14488740298783723, "debt_to_ebitda": 0.22751831275627754, "net_debt_to_ebitda": 0.0, "interest_coverage": 730.0295081967213, "debt_to_equity": 0.07325566094077396, "current_ratio": 0.6311416370839121, "quick_ratio": 0.5694251513436572, "fcf_to_ebitda": 0.2736022348074859, "capex_to_revenue": 0.09352943608112323, "working_capital_to_revenue": -0.046187866303537294, "capital_efficiency": 0.11963364058665854, "financial_health": 0.017377721114416364, "margin_quality": 0.12649699969676925, "growth_momentum": 0.11122189276970582, "company_age_years": 11.485284052019164, "ebitda": 222659000.0, "spy_multiple": 15.0, "sector_multiple": 17.099824266742843, "sector_premium_over_spy": 0.13998828444952283}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2016-06-30", "company_multiple": 13.052017838056978, "revenue_cagr_3y": 0.1305457900652378, "revenue_cagr_5y": 0.12722873604828577, "earnings_cagr_3y": 0.1895773806610106, "quarterly_revenue_growth_yoy": 0.11900206290768818, "quarterly_earnings_growth_yoy": 0.5897908979089791, "revenue_growth_qoq": -0.013094524583995236, "gross_margin": 0.19884121318847187, "operating_margin": 0.09784044276033396, "net_margin": 0.06604652442571658, "roa_ttm": 0.10497753915622517, "roe_ttm": 0.15703662403735583, "debt_to_ebitda": 0.20730393903283006, "net_debt_to_ebitda": 0.0, "interest_coverage": 790.2815533980582, "debt_to_equity": 0.07056207965989476, "current_ratio": 0.6668616020029606, "quick_ratio": 0.600874467735156, "fcf_to_ebitda": 0.30911518159518747, "capex_to_revenue": 0.08957657187186817, "working_capital_to_revenue": -0.03804034521994129, "capital_efficiency": 0.1310070815967905, "financial_health": 0.01845282243232514, "margin_quality": 0.12090939345817413, "growth_momentum": 0.35439648040833366, "company_age_years": 11.734428473648187, "ebitda": 244197000.0, "spy_multiple": 15.0, "sector_multiple": 16.858555800186437, "sector_premium_over_spy": 0.12390372001242911}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2016-09-30", "company_multiple": 10.740782187916308, "revenue_cagr_3y": 0.12890597098022272, "revenue_cagr_5y": 0.12334164193495556, "earnings_cagr_3y": 0.14352777879710743, "quarterly_revenue_growth_yoy": 0.0994044589113171, "quarterly_earnings_growth_yoy": 0.2535396933893174, "revenue_growth_qoq": -0.05340128299869499, "gross_margin": 0.18811054798530844, "operating_margin": 0.0798692791459128, "net_margin": 0.053307781586547545, "roa_ttm": 0.10866999470734573, "roe_ttm": 0.16021832814475456, "debt_to_ebitda": 0.20604576443852363, "net_debt_to_ebitda": 0.0, "interest_coverage": 886.1805555555555, "debt_to_equity": 0.07148955260403214, "current_ratio": 0.6408881493522107, "quick_ratio": 0.5718435302830651, "fcf_to_ebitda": 0.37074288848836295, "capex_to_revenue": 0.08326196020618715, "working_capital_to_revenue": -0.03809157014928419, "capital_efficiency": 0.13444416142605015, "financial_health": 0.004076752304617778, "margin_quality": 0.1070958695725896, "growth_momentum": 0.17647207615031726, "company_age_years": 11.986310746064339, "ebitda": 255220000.0, "spy_multiple": 15.0, "sector_multiple": 16.307580159043678, "sector_premium_over_spy": 0.08717201060291191}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2016-12-31", "company_multiple": 13.23312382617833, "revenue_cagr_3y": 0.08832100560166145, "revenue_cagr_5y": 0.11871880031006654, "earnings_cagr_3y": 0.06579100134189275, "quarterly_revenue_growth_yoy": 0.06681838490506238, "quarterly_earnings_growth_yoy": -0.09820729266382386, "revenue_growth_qoq": 0.0063803237708066445, "gross_margin": 0.17818076788182624, "operating_margin": 0.06362360999360442, "net_margin": 0.04275752511811186, "roa_ttm": 0.09796681443865993, "roe_ttm": 0.15408423595023366, "debt_to_ebitda": 0.20603584493595198, "net_debt_to_ebitda": 0.0, "interest_coverage": 722.5014164305949, "debt_to_equity": 0.0700428937413526, "current_ratio": 0.7164209539686685, "quick_ratio": 0.6588665853388045, "fcf_to_ebitda": 0.3620056225812902, "capex_to_revenue": 0.08275322321538905, "working_capital_to_revenue": -0.039818879055454476, "capital_efficiency": 0.1260255251944468, "financial_health": 0.025897312467783346, "margin_quality": 0.09485396766451416, "growth_momentum": -0.01569445387938074, "company_age_years": 12.238193018480493, "ebitda": 255043000.0, "spy_multiple": 15.0, "sector_multiple": 18.138262504673826, "sector_premium_over_spy": 0.20921750031158837}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2017-03-31", "company_multiple": 12.15637160799179, "revenue_cagr_3y": 0.12647300447793297, "revenue_cagr_5y": 0.11809828795650401, "earnings_cagr_3y": 0.090424491241341, "quarterly_revenue_growth_yoy": 0.1011077296681854, "quarterly_earnings_growth_yoy": -0.03596212738459809, "revenue_growth_qoq": 0.17118689525695777, "gross_margin": 0.20542518223102207, "operating_margin": 0.08635407602089888, "net_margin": 0.060443625525378464, "roa_ttm": 0.09543296201314314, "roe_ttm": 0.1485685471556137, "debt_to_ebitda": 0.20647160366637698, "net_debt_to_ebitda": 0.0, "interest_coverage": 765.9969879518072, "debt_to_equity": 0.06823979840486158, "current_ratio": 0.6736374198110825, "quick_ratio": 0.6199893201711659, "fcf_to_ebitda": 0.47143851426009886, "capex_to_revenue": 0.08156386130883411, "working_capital_to_revenue": -0.04427853171147436, "capital_efficiency": 0.12200075458437842, "financial_health": 0.046779107300819994, "margin_quality": 0.11740762792576648, "growth_momentum": 0.03257280114179366, "company_age_years": 12.484599589322382, "ebitda": 254311000.0, "spy_multiple": 15.0, "sector_multiple": 19.31340235929217, "sector_premium_over_spy": 0.2875601572861446}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2017-06-30", "company_multiple": 13.669471979998548, "revenue_cagr_3y": 0.127215966369836, "revenue_cagr_5y": 0.12072452488353758, "earnings_cagr_3y": 0.17644394021522647, "quarterly_revenue_growth_yoy": 0.11291882203110014, "quarterly_earnings_growth_yoy": 0.11831572682636513, "revenue_growth_qoq": -0.002508428955443678, "gross_margin": 0.19524001257368498, "operating_margin": 0.09574013442540732, "net_margin": 0.06636680547167212, "roa_ttm": 0.09863743359562938, "roe_ttm": 0.14835186885180113, "debt_to_ebitda": 0.20057649447016412, "net_debt_to_ebitda": 0.0, "interest_coverage": 690.1873350923482, "debt_to_equity": 0.06579858237144276, "current_ratio": 0.700269690668053, "quick_ratio": 0.6375625487392773, "fcf_to_ebitda": 0.39027681674127707, "capex_to_revenue": 0.08056772977129403, "working_capital_to_revenue": -0.035136016607190894, "capital_efficiency": 0.12349465122371525, "financial_health": 0.031570346249429865, "margin_quality": 0.11911565082358815, "growth_momentum": 0.11561727442873262, "company_age_years": 12.733744010951403, "ebitda": 261581000.0, "spy_multiple": 15.0, "sector_multiple": 19.614034919518478, "sector_premium_over_spy": 0.30760232796789855}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2017-09-30", "company_multiple": 12.730689881492298, "revenue_cagr_3y": 0.1195192962386793, "revenue_cagr_5y": 0.11857554382212032, "earnings_cagr_3y": 0.17989745246270705, "quarterly_revenue_growth_yoy": 0.12222898157741204, "quarterly_earnings_growth_yoy": 0.2079454722492697, "revenue_growth_qoq": -0.0454824798414868, "gross_margin": 0.18448974758883788, "operating_margin": 0.08420057464565676, "net_margin": 0.05737946039551754, "roa_ttm": 0.1019469473142583, "roe_ttm": 0.1510034284262583, "debt_to_ebitda": 0.19171036039025685, "net_debt_to_ebitda": 0.0, "interest_coverage": 542.412, "debt_to_equity": 0.06350344369356441, "current_ratio": 0.6938754097259819, "quick_ratio": 0.6290201411010244, "fcf_to_ebitda": 0.4306578763006718, "capex_to_revenue": 0.07806536323069335, "working_capital_to_revenue": -0.03378157760060023, "capital_efficiency": 0.1264751878702583, "financial_health": 0.030870711214189175, "margin_quality": 0.1086899275433374, "growth_momentum": 0.16508722691334088, "company_age_years": 12.985626283367557, "ebitda": 271206000.0, "spy_multiple": 15.0, "sector_multiple": 18.799995855366124, "sector_premium_over_spy": 0.25333305702440834}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 12.669801738017586, "revenue_cagr_3y": 0.10678253084572153, "revenue_cagr_5y": 0.1177610166569496, "earnings_cagr_3y": 0.10095620343110467, "quarterly_revenue_growth_yoy": 0.0962928117704458, "quarterly_earnings_growth_yoy": 0.013973364686729826, "revenue_growth_qoq": -0.0011294395662952066, "gross_margin": 0.18295865056216912, "operating_margin": 0.07724099340705219, "net_margin": 0.06500895875493601, "roa_ttm": 0.08277385409537732, "roe_ttm": 0.17364500500644328, "debt_to_ebitda": 0.05666790515900866, "net_debt_to_ebitda": 0.0, "interest_coverage": 420.65991316931985, "debt_to_equity": 0.01849016447176411, "current_ratio": 0.6055393870190634, "quick_ratio": 0.5556681937810702, "fcf_to_ebitda": 0.6802522396069851, "capex_to_revenue": 0.06859663309108338, "working_capital_to_revenue": -0.05487800389237577, "capital_efficiency": 0.1282094295509103, "financial_health": 0.07750163068109764, "margin_quality": 0.1084028675747191, "growth_momentum": 0.05513308822858781, "company_age_years": 14.732375085557837, "ebitda": 290676000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2019-09-30", "company_multiple": 11.862791307766775, "revenue_cagr_3y": 0.10536753421673106, "revenue_cagr_5y": 0.11046960784645266, "earnings_cagr_3y": 0.12473541327217053, "quarterly_revenue_growth_yoy": 0.09400348136126271, "quarterly_earnings_growth_yoy": 0.2542832618025751, "revenue_growth_qoq": -0.05702725896890239, "gross_margin": 0.1741044045325901, "operating_margin": 0.06900039816199813, "net_margin": 0.05615928939613122, "roa_ttm": 0.08735794727308883, "roe_ttm": 0.1813227439246064, "debt_to_ebitda": 0.0553358377855092, "net_debt_to_ebitda": 0.0, "interest_coverage": 3736.5555555555557, "debt_to_equity": 0.018734304650577478, "current_ratio": 0.4955638753792074, "quick_ratio": 0.44380507535994607, "fcf_to_ebitda": 0.592395452337764, "capex_to_revenue": 0.0720526145529663, "working_capital_to_revenue": -0.06356479372824335, "capital_efficiency": 0.1343403455988476, "financial_health": 0.053644153978230844, "margin_quality": 0.09975469736357316, "growth_momentum": 0.1741433715819189, "company_age_years": 14.984257357973991, "ebitda": 302661000.0, "spy_multiple": 15.0, "sector_multiple": 18.885038463757525, "sector_premium_over_spy": 0.2590025642505016}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2019-12-31", "company_multiple": 11.771817747682663, "revenue_cagr_3y": 0.14375460934709583, "revenue_cagr_5y": 0.12390217450580354, "earnings_cagr_3y": 0.27232181508542763, "quarterly_revenue_growth_yoy": 0.19693618875348234, "quarterly_earnings_growth_yoy": 0.4072926282473955, "revenue_growth_qoq": 0.11491201234763386, "gross_margin": 0.17740934700057084, "operating_margin": 0.07364616856811143, "net_margin": 0.05885791974496648, "roa_ttm": 0.08794871859505486, "roe_ttm": 0.1904510291552128, "debt_to_ebitda": 0.05284570267060135, "net_debt_to_ebitda": 0.0, "interest_coverage": 27222.333333333332, "debt_to_equity": 0.01884619331567674, "current_ratio": 0.5941685441733378, "quick_ratio": 0.5455922534873687, "fcf_to_ebitda": 0.4896653483047008, "capex_to_revenue": 0.07776753406819553, "working_capital_to_revenue": -0.06143359445722187, "capital_efficiency": 0.13919987387513383, "financial_health": 0.05438642040971685, "margin_quality": 0.10330447843788292, "growth_momentum": 0.3021144085004389, "company_age_years": 15.236139630390143, "ebitda": 326668000.0, "spy_multiple": 15.0, "sector_multiple": 17.73798334416891, "sector_premium_over_spy": 0.18253222294459404}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 14.206084292667306, "revenue_cagr_3y": 0.1391106547543688, "revenue_cagr_5y": 0.1306418674294787, "earnings_cagr_3y": 0.2048970544816382, "quarterly_revenue_growth_yoy": 0.40376401474006607, "quarterly_earnings_growth_yoy": 1.7141030231725407, "revenue_growth_qoq": 0.030661389757440937, "gross_margin": 0.1644945320717385, "operating_margin": 0.07239840729980147, "net_margin": 0.05924389170889228, "roa_ttm": 0.09765075128824117, "roe_ttm": 0.23181971111136312, "debt_to_ebitda": 0.2871573653066847, "net_debt_to_ebitda": 0.0, "interest_coverage": 680.588141025641, "debt_to_equity": 0.1152530327258431, "current_ratio": 0.9358641786682256, "quick_ratio": 0.8833933411277036, "fcf_to_ebitda": 0.6313685137524813, "capex_to_revenue": 0.05793739278845571, "working_capital_to_revenue": -0.011148845853832594, "capital_efficiency": 0.16473523119980216, "financial_health": 0.0391123113692361, "margin_quality": 0.09871227702681075, "growth_momentum": 1.0589335189563034, "company_age_years": 17.23750855578371, "ebitda": 424687000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2022-12-31", "company_multiple": 12.97764313524281, "revenue_cagr_3y": 0.11655318786295998, "revenue_cagr_5y": 0.13118164058061588, "earnings_cagr_3y": 0.11936618041258584, "quarterly_revenue_growth_yoy": 0.12722731261989356, "quarterly_earnings_growth_yoy": 0.12836895472878737, "revenue_growth_qoq": 0.016340514125670242, "gross_margin": 0.15090106376339857, "operating_margin": 0.06820309272938173, "net_margin": 0.05930389320168118, "roa_ttm": 0.1068304783096729, "roe_ttm": 0.2664505973506821, "debt_to_ebitda": 0.1627423673420112, "net_debt_to_ebitda": 0.0, "interest_coverage": 616.0185922974767, "debt_to_equity": 0.07454786409358527, "current_ratio": 0.6086425054830448, "quick_ratio": 0.5503381849971626, "fcf_to_ebitda": 0.5725927107631149, "capex_to_revenue": 0.061301610318913034, "working_capital_to_revenue": -0.0635552049742473, "capital_efficiency": 0.1866405378301775, "financial_health": 0.019461725762788012, "margin_quality": 0.09280268323148716, "growth_momentum": 0.12779813367434045, "company_age_years": 18.236824093086927, "ebitda": 463862000.0, "spy_multiple": 12.0, "sector_multiple": 20.906069889021367, "sector_premium_over_spy": 0.7421724907517806}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2023-03-31", "company_multiple": 14.97285010178261, "revenue_cagr_3y": 0.21637576980694884, "revenue_cagr_5y": 0.13346688539699336, "earnings_cagr_3y": 0.7532640228873526, "quarterly_revenue_growth_yoy": 0.1892381259076078, "quarterly_earnings_growth_yoy": 0.1487327464695088, "revenue_growth_qoq": 0.16327118884152908, "gross_margin": 0.16389323169464795, "operating_margin": 0.08595775046067802, "net_margin": 0.07356116884488179, "roa_ttm": 0.11354275889796009, "roe_ttm": 0.26629095719679163, "debt_to_ebitda": 0.05548462568946975, "net_debt_to_ebitda": 0.0, "interest_coverage": 1428.1347305389222, "debt_to_equity": 0.02508036025654633, "current_ratio": 0.45692724681940766, "quick_ratio": 0.39433223714414944, "fcf_to_ebitda": 0.522250664050298, "capex_to_revenue": 0.0627887311809327, "working_capital_to_revenue": -0.07601048029779696, "capital_efficiency": 0.18991685804737585, "financial_health": 0.06309152216383519, "margin_quality": 0.10780405033340258, "growth_momentum": 0.1689854361885583, "company_age_years": 18.483230663928815, "ebitda": 476997000.0, "spy_multiple": 12.0, "sector_multiple": 21.211418685121107, "sector_premium_over_spy": 0.7676182237600921}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 12.970475024479642, "revenue_cagr_3y": 0.21128608372491375, "revenue_cagr_5y": 0.1353640010097732, "earnings_cagr_3y": 0.297089837550607, "quarterly_revenue_growth_yoy": 0.12932070738086657, "quarterly_earnings_growth_yoy": 0.02342446412527275, "revenue_growth_qoq": -0.042222398678965135, "gross_margin": 0.1509709811081237, "operating_margin": 0.06584253917086842, "net_margin": 0.0568646189175504, "roa_ttm": 0.11479823762526327, "roe_ttm": 0.26478863288029597, "debt_to_ebitda": 0.05511416737791095, "net_debt_to_ebitda": 0.0, "interest_coverage": 994.4899193548387, "debt_to_equity": 0.02462598147027599, "current_ratio": 0.32325898693683586, "quick_ratio": 0.25808744162187003, "fcf_to_ebitda": 0.38840019705352274, "capex_to_revenue": 0.07054574208593561, "working_capital_to_revenue": -0.08486789789226329, "capital_efficiency": 0.1897934352527796, "financial_health": 0.0272249902507013, "margin_quality": 0.09122604639884752, "growth_momentum": 0.07637258575306966, "company_age_years": 18.98425735797399, "ebitda": 493267000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2023-12-31", "company_multiple": 15.828343970518594, "revenue_cagr_3y": 0.22205706612577125, "revenue_cagr_5y": 0.1395558615153374, "earnings_cagr_3y": 0.5473835639034488, "quarterly_revenue_growth_yoy": 0.1533705321986788, "quarterly_earnings_growth_yoy": 0.20980808097679934, "revenue_growth_qoq": 0.0379843316526291, "gross_margin": 0.15775777443593525, "operating_margin": 0.07194761762030848, "net_margin": 0.06220579356402353, "roa_ttm": 0.10914248565177047, "roe_ttm": 0.2670457631067689, "debt_to_ebitda": 0.053418482783350256, "net_debt_to_ebitda": 0.0, "interest_coverage": 2020.224409448819, "debt_to_equity": 0.024009733178471385, "current_ratio": 0.47821000920269263, "quick_ratio": 0.42680371434627346, "fcf_to_ebitda": 0.42474037147974125, "capex_to_revenue": 0.07492629011726219, "working_capital_to_revenue": -0.08397831279935195, "capital_efficiency": 0.1880941243792697, "financial_health": 0.03731900037803718, "margin_quality": 0.0973037285400891, "growth_momentum": 0.18158930658773909, "company_age_years": 19.236139630390145, "ebitda": 513137000.0, "spy_multiple": 12.0, "sector_multiple": 20.587340039569256, "sector_premium_over_spy": 0.7156116699641046}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2015-12-31", "company_multiple": 11.381130676552363, "revenue_cagr_3y": -0.16531815297757746, "revenue_cagr_5y": -0.014296838874111928, "earnings_cagr_3y": -0.14002523960859092, "quarterly_revenue_growth_yoy": -0.5281446860394229, "quarterly_earnings_growth_yoy": -0.533724340175953, "revenue_growth_qoq": 0.10624106717484516, "gross_margin": 0.7876830318690784, "operating_margin": 0.285099052540913, "net_margin": 0.2054263565891473, "roa_ttm": 0.09699184706213101, "roe_ttm": 0.2623175182481752, "debt_to_ebitda": 2.1164658634538154, "net_debt_to_ebitda": 1.5505097312326228, "interest_coverage": 12.078358208955224, "debt_to_equity": 1.0418187347931873, "current_ratio": 3.4927087936367656, "quick_ratio": 3.4927087936367656, "fcf_to_ebitda": 0.901760889712697, "capex_to_revenue": 0.12965549348230912, "working_capital_to_revenue": 0.6565409683426443, "capital_efficiency": 0.1796546826551531, "financial_health": -0.9278616767458292, "margin_quality": 0.4260694803330462, "growth_momentum": -0.5309345131076879, "company_age_years": 17.267624914442163, "ebitda": 3237000000.0, "spy_multiple": 15.0, "sector_multiple": 18.698188759731256, "sector_premium_over_spy": 0.24654591731541697}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2016-03-31", "company_multiple": 10.293241213577652, "revenue_cagr_3y": -0.1707827781048955, "revenue_cagr_5y": -0.03441785914837514, "earnings_cagr_3y": -0.1070658011217448, "quarterly_revenue_growth_yoy": 0.036875303250849104, "quarterly_earnings_growth_yoy": -0.23003194888178913, "revenue_growth_qoq": -0.07967269595176572, "gross_margin": 0.7767898923724847, "operating_margin": 0.28731867103416003, "net_margin": 0.2255498362189986, "roa_ttm": 0.08063035495716034, "roe_ttm": 0.25027703023587144, "debt_to_ebitda": 2.71432862721538, "net_debt_to_ebitda": 1.907479723640733, "interest_coverage": 144.7391304347826, "debt_to_equity": 1.4304258350482824, "current_ratio": 4.605125771238728, "quick_ratio": 4.605125771238728, "fcf_to_ebitda": 0.7729047762090718, "capex_to_revenue": 0.10959852330410706, "working_capital_to_revenue": 0.8763267189663129, "capital_efficiency": 0.16545369259651588, "financial_health": -1.2924911129759562, "margin_quality": 0.4298861332085478, "growth_momentum": -0.09657832281547002, "company_age_years": 17.516769336071185, "ebitda": 3329000000.0, "spy_multiple": 15.0, "sector_multiple": 17.099824266742843, "sector_premium_over_spy": 0.13998828444952283}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2016-06-30", "company_multiple": 9.93258102189781, "revenue_cagr_3y": -0.16835811519555755, "revenue_cagr_5y": -0.04174927568723519, "earnings_cagr_3y": -0.12076879300029209, "quarterly_revenue_growth_yoy": 0.05687203791469194, "quarterly_earnings_growth_yoy": 4.240963855421687, "revenue_growth_qoq": 0.043518951801591016, "gross_margin": 0.7789237668161435, "operating_margin": 0.23811659192825113, "net_margin": 0.19506726457399104, "roa_ttm": 0.09668383934377033, "roe_ttm": 0.29955059662172634, "debt_to_ebitda": 2.6633576642335766, "net_debt_to_ebitda": 2.0791240875912407, "interest_coverage": 428.125, "debt_to_equity": 1.4136060746939407, "current_ratio": 4.494106980961015, "quick_ratio": 4.494106980961015, "fcf_to_ebitda": 0.7164963503649635, "capex_to_revenue": 0.07692307692307693, "working_capital_to_revenue": 0.8771051433773327, "capital_efficiency": 0.19811721798274834, "financial_health": -1.302983310546418, "margin_quality": 0.4040358744394619, "growth_momentum": 2.1489179466681896, "company_age_years": 17.765913757700204, "ebitda": 3425000000.0, "spy_multiple": 15.0, "sector_multiple": 16.858555800186437, "sector_premium_over_spy": 0.12390372001242911}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2016-12-31", "company_multiple": 8.852152259763054, "revenue_cagr_3y": -0.19139621124344386, "revenue_cagr_5y": -0.06657913078625166, "earnings_cagr_3y": 0.9114296663133592, "quarterly_revenue_growth_yoy": 0.031438415159345395, "quarterly_earnings_growth_yoy": 11.444444444444445, "revenue_growth_qoq": 0.08028867839422643, "gross_margin": 0.7749478079331942, "operating_margin": 0.26638830897703547, "net_margin": 2.478496868475992, "roa_ttm": 0.3046924141401434, "roe_ttm": 0.6894392257329918, "debt_to_ebitda": 1.9657744624835454, "net_debt_to_ebitda": 1.5631856077226853, "interest_coverage": 75.96666666666667, "debt_to_equity": 0.8501755384761362, "current_ratio": 2.306992461658435, "quick_ratio": 2.306992461658435, "fcf_to_ebitda": 0.4826678367705134, "capex_to_revenue": 0.06971823142888964, "working_capital_to_revenue": 0.5599732709655864, "capital_efficiency": 0.4970658199365676, "financial_health": -0.6355475593286364, "margin_quality": 1.1732776617954073, "growth_momentum": 5.737941429801895, "company_age_years": 18.269678302532512, "ebitda": 4558000000.0, "spy_multiple": 15.0, "sector_multiple": 18.138262504673826, "sector_premium_over_spy": 0.20921750031158837}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2017-06-30", "company_multiple": 10.571719630380889, "revenue_cagr_3y": -0.16148381362858444, "revenue_cagr_5y": -0.06570828266465623, "earnings_cagr_3y": -0.6499335955001486, "quarterly_revenue_growth_yoy": 0.08475336322869956, "quarterly_earnings_growth_yoy": -0.9333333333333333, "revenue_growth_qoq": 0.05036908380373426, "gross_margin": 0.7684993799090534, "operating_margin": 0.19842910293509713, "net_margin": 0.011988424968995453, "roa_ttm": 0.2697303787796092, "roe_ttm": 0.6460693742374063, "debt_to_ebitda": 2.584178498985801, "net_debt_to_ebitda": 1.98535046202389, "interest_coverage": 246.5, "debt_to_equity": 0.9993027714833537, "current_ratio": 2.3729329852045256, "quick_ratio": 2.3729329852045256, "fcf_to_ebitda": 0.46540455262564795, "capex_to_revenue": 0.06835226055281765, "working_capital_to_revenue": 0.6760231412041997, "capital_efficiency": 0.4578998765085077, "financial_health": -0.709579679570056, "margin_quality": 0.3263056359377153, "growth_momentum": -0.4242899850523169, "company_age_years": 18.765229295003422, "ebitda": 4437000000.0, "spy_multiple": 15.0, "sector_multiple": 19.614034919518478, "sector_premium_over_spy": 0.30760232796789855}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2017-09-30", "company_multiple": 11.11317225950783, "revenue_cagr_3y": 0.051279005315806314, "revenue_cagr_5y": -0.06001575058649378, "earnings_cagr_3y": -0.08238023424521768, "quarterly_revenue_growth_yoy": 0.12674785746504286, "quarterly_earnings_growth_yoy": 0.25907990314769974, "revenue_growth_qoq": 0.032658123191401406, "gross_margin": 0.7770216172938351, "operating_margin": 0.22978382706164932, "net_margin": 0.20816653322658127, "roa_ttm": 0.28986624522992716, "roe_ttm": 0.6664894088451653, "debt_to_ebitda": 2.23668903803132, "net_debt_to_ebitda": 1.8380313199105145, "interest_coverage": 53.855421686746986, "debt_to_equity": 0.8861118496853674, "current_ratio": 2.4633228840125394, "quick_ratio": 2.4633228840125394, "fcf_to_ebitda": 0.4850111856823266, "capex_to_revenue": 0.06344253770150807, "working_capital_to_revenue": 0.48549141965678627, "capital_efficiency": 0.4781778270375462, "financial_health": -0.7510397464639897, "margin_quality": 0.40499065919402183, "growth_momentum": 0.1929138803063713, "company_age_years": 19.017111567419576, "ebitda": 4470000000.0, "spy_multiple": 15.0, "sector_multiple": 18.799995855366124, "sector_premium_over_spy": 0.25333305702440834}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2018-12-31", "company_multiple": 9.004946524064172, "revenue_cagr_3y": 0.07405341959453415, "revenue_cagr_5y": -0.0867948921463575, "earnings_cagr_3y": 0.167970134300222, "quarterly_revenue_growth_yoy": 0.1010332950631458, "quarterly_earnings_growth_yoy": 1.2921953094963476, "revenue_growth_qoq": 0.08607021517553794, "gross_margin": 0.7851929092805006, "operating_margin": 0.23670490093847757, "net_margin": 0.26416405978449775, "roa_ttm": 0.11087251851527236, "roe_ttm": 0.4028021015761821, "debt_to_ebitda": 2.4681818181818183, "net_debt_to_ebitda": 1.8748663101604277, "interest_coverage": 4.611590628853268, "debt_to_equity": 1.469670434644165, "current_ratio": 1.5999101930848676, "quick_ratio": 1.5999101930848676, "fcf_to_ebitda": 0.5366310160427807, "capex_to_revenue": 0.06058068118369626, "working_capital_to_revenue": 0.24865066071096223, "capital_efficiency": 0.25683731004572724, "financial_health": -1.1262877596946919, "margin_quality": 0.4286872900011587, "growth_momentum": 0.6966143022797467, "company_age_years": 20.268309377138944, "ebitda": 3740000000.0, "spy_multiple": 15.0, "sector_multiple": 16.117545304777593, "sector_premium_over_spy": 0.0745030203185062}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 11.172448488092053, "revenue_cagr_3y": 0.04132013638368437, "revenue_cagr_5y": -0.10753996889494744, "earnings_cagr_3y": 0.024300946053418038, "quarterly_revenue_growth_yoy": -0.06472868217054263, "quarterly_earnings_growth_yoy": 0.2727272727272727, "revenue_growth_qoq": -0.16127911018421967, "gross_margin": 0.7766266058847907, "operating_margin": 0.24575217571487776, "net_margin": 0.2146705346042271, "roa_ttm": 0.11827668054995745, "roe_ttm": 0.507591773976552, "debt_to_ebitda": 2.4752475247524752, "net_debt_to_ebitda": 2.0171260369280173, "interest_coverage": 46.7125, "debt_to_equity": 1.7778204881798962, "current_ratio": 1.481111111111111, "quick_ratio": 1.481111111111111, "fcf_to_ebitda": 0.5453572384265454, "capex_to_revenue": 0.06380565270819548, "working_capital_to_revenue": 0.20465072313073068, "capital_efficiency": 0.3129342272632547, "financial_health": -1.4032438404081498, "margin_quality": 0.4123497720679652, "growth_momentum": 0.10399929527836504, "company_age_years": 20.514715947980836, "ebitda": 3737000000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 10.900342166195008, "revenue_cagr_3y": 0.028054607187250058, "revenue_cagr_5y": -0.0999836906528021, "earnings_cagr_3y": -0.0259552003107828, "quarterly_revenue_growth_yoy": -0.0821969696969697, "quarterly_earnings_growth_yoy": -0.37383177570093457, "revenue_growth_qoq": 0.004144218814753419, "gross_margin": 0.7717705323978539, "operating_margin": 0.2302930251754024, "net_margin": 0.16591002888980602, "roa_ttm": 0.11342056781142236, "roe_ttm": 0.5847540185094983, "debt_to_ebitda": 2.3941342937998455, "net_debt_to_ebitda": 2.0028299459737586, "interest_coverage": 353.3636363636364, "debt_to_equity": 2.26643935703848, "current_ratio": 1.313879823382607, "quick_ratio": 1.313879823382607, "fcf_to_ebitda": 0.6321070234113713, "capex_to_revenue": 0.06060606060606061, "working_capital_to_revenue": 0.15778807180081064, "capital_efficiency": 0.34908729316046033, "financial_health": -1.6921535495306634, "margin_quality": 0.38932452882102075, "growth_momentum": -0.22801437269895214, "company_age_years": 20.763860369609855, "ebitda": 3887000000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2019-09-30", "company_multiple": 10.688311758360301, "revenue_cagr_3y": -0.020567466799602974, "revenue_cagr_5y": -0.006311732772529832, "earnings_cagr_3y": -0.09119533555266945, "quarterly_revenue_growth_yoy": -0.2136655341638354, "quarterly_earnings_growth_yoy": -0.5700416088765603, "revenue_growth_qoq": -0.140321914981428, "gross_margin": 0.7455592894863178, "operating_margin": 0.1958713394143063, "net_margin": 0.14882381180988957, "roa_ttm": 0.10633750133589825, "roe_ttm": 0.6085626911314985, "debt_to_ebitda": 2.134573894282632, "net_debt_to_ebitda": 1.889428263214671, "interest_coverage": 50.794520547945204, "debt_to_equity": 2.420489296636086, "current_ratio": 1.4135685210312077, "quick_ratio": 1.4135685210312077, "fcf_to_ebitda": 0.8066343042071198, "capex_to_revenue": 0.05563495304205798, "working_capital_to_revenue": 0.15557370355247038, "capital_efficiency": 0.3574500962336984, "financial_health": -2.163964965639226, "margin_quality": 0.36341814690350455, "growth_momentum": -0.39185357152019784, "company_age_years": 21.01574264202601, "ebitda": 3708000000.0, "spy_multiple": 15.0, "sector_multiple": 18.885038463757525, "sector_premium_over_spy": 0.2590025642505016}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2019-12-31", "company_multiple": 11.988501326259946, "revenue_cagr_3y": 0.056085766630005196, "revenue_cagr_5y": -0.10531543661283582, "earnings_cagr_3y": -0.5458559453136526, "quarterly_revenue_growth_yoy": -0.019464720194647202, "quarterly_earnings_growth_yoy": -0.26842105263157895, "revenue_growth_qoq": 0.3542966874699952, "gross_margin": 0.7695852534562212, "operating_margin": 0.21942573555476783, "net_margin": 0.19709322935129386, "roa_ttm": 0.09827225707054034, "roe_ttm": 0.6222996515679442, "debt_to_ebitda": 2.5722811671087533, "net_debt_to_ebitda": 2.2665782493368702, "interest_coverage": 47.87301587301587, "debt_to_equity": 2.703135888501742, "current_ratio": 1.1574028529267093, "quick_ratio": 1.1574028529267093, "fcf_to_ebitda": 0.8494694960212201, "capex_to_revenue": 0.056673511293634495, "working_capital_to_revenue": 0.06570841889117043, "capital_efficiency": 0.36028595431924226, "financial_health": -2.2970033769573184, "margin_quality": 0.39536807278742764, "growth_momentum": -0.14394288641311306, "company_age_years": 21.267624914442163, "ebitda": 3016000000.0, "spy_multiple": 15.0, "sector_multiple": 17.73798334416891, "sector_premium_over_spy": 0.18253222294459404}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2020-06-30", "company_multiple": 14.227271288382399, "revenue_cagr_3y": -0.011429572453504178, "revenue_cagr_5y": 0.02064626685319082, "earnings_cagr_3y": 1.9519813532614596, "quarterly_revenue_growth_yoy": -0.03549319026000825, "quarterly_earnings_growth_yoy": 0.8557213930348259, "revenue_growth_qoq": 0.09769844997651479, "gross_margin": 0.8215661103979461, "operating_margin": 0.32691484809584936, "net_margin": 0.31921266581086866, "roa_ttm": 0.25102428300189866, "roe_ttm": 1.7312198483804273, "debt_to_ebitda": 2.746755302310858, "net_debt_to_ebitda": 2.4222855333966447, "interest_coverage": 42.689189189189186, "debt_to_equity": 2.9900068917987594, "current_ratio": 1.5758738277919864, "quick_ratio": 1.5758738277919864, "fcf_to_ebitda": 0.9328901551123774, "capex_to_revenue": 0.045784418356456774, "working_capital_to_revenue": 0.28836712913553897, "capital_efficiency": 0.991122065691163, "financial_health": -2.7609843337093394, "margin_quality": 0.4892312081015548, "growth_momentum": 0.4101141013874088, "company_age_years": 21.765913757700204, "ebitda": 3159000000.0, "spy_multiple": 20.0, "sector_multiple": 22.33716606498195, "sector_premium_over_spy": 0.11685830324909752}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2020-09-30", "company_multiple": 12.712434325744308, "revenue_cagr_3y": -0.033109779015356944, "revenue_cagr_5y": 0.014710839768114381, "earnings_cagr_3y": 0.08489634293923176, "quarterly_revenue_growth_yoy": 0.08401344215074412, "quarterly_earnings_growth_yoy": 1.1419354838709677, "revenue_growth_qoq": -0.03380402225074882, "gross_margin": 0.7883082373782108, "operating_margin": 0.29317980513728964, "net_margin": 0.2940655447298494, "roa_ttm": 0.2919494055697302, "roe_ttm": 1.8417808219178082, "debt_to_ebitda": 2.263572679509632, "net_debt_to_ebitda": 1.9457092819614712, "interest_coverage": 51.134328358208954, "debt_to_equity": 2.655821917808219, "current_ratio": 1.7549479166666666, "quick_ratio": 1.4643229166666667, "fcf_to_ebitda": 0.5858143607705779, "capex_to_revenue": 0.04871660555264536, "working_capital_to_revenue": 0.3037192247249869, "capital_efficiency": 1.0668651137437692, "financial_health": -2.590882688236252, "margin_quality": 0.45851786241511666, "growth_momentum": 0.6129744630108559, "company_age_years": 22.017796030116358, "ebitda": 3426000000.0, "spy_multiple": 20.0, "sector_multiple": 21.92943558469422, "sector_premium_over_spy": 0.09647177923471117}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 10.530376901035927, "revenue_cagr_3y": 0.0074380778785925195, "revenue_cagr_5y": 0.04302340473722066, "earnings_cagr_3y": 0.1634682602295079, "quarterly_revenue_growth_yoy": 0.2390793799906059, "quarterly_earnings_growth_yoy": -0.8121336459554513, "revenue_growth_qoq": -0.0801952580195258, "gross_margin": 0.7702805155420773, "operating_margin": 0.31880212282031845, "net_margin": 0.24298711144806673, "roa_ttm": 0.15461000480486894, "roe_ttm": 0.7681697612732096, "debt_to_ebitda": 1.548820806700463, "net_debt_to_ebitda": 1.176327970024245, "interest_coverage": 56.01234567901235, "debt_to_equity": 1.8639257294429707, "current_ratio": 1.3042884990253412, "quick_ratio": 1.0760233918128654, "fcf_to_ebitda": 0.5263389905223717, "capex_to_revenue": 0.047619047619047616, "working_capital_to_revenue": 0.15453915453915454, "capital_efficiency": 0.4613898830390393, "financial_health": -1.462825636786745, "margin_quality": 0.4440232499368208, "growth_momentum": -0.2865271329824227, "company_age_years": 22.5160848733744, "ebitda": 4537000000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 13.089857312722947, "revenue_cagr_3y": 0.003522927939707321, "revenue_cagr_5y": 0.036516434483085725, "earnings_cagr_3y": 1.5570674716988342, "quarterly_revenue_growth_yoy": 0.14163457424047926, "quarterly_earnings_growth_yoy": 13.388739946380698, "revenue_growth_qoq": 0.011372251705837756, "gross_margin": 0.7481259370314842, "operating_margin": 0.27436281859070466, "net_margin": 4.0232383808095955, "roa_ttm": 0.404864406247054, "roe_ttm": 0.989858635525507, "debt_to_ebitda": 2.162187871581451, "net_debt_to_ebitda": 1.6525564803804995, "interest_coverage": 72.5, "debt_to_equity": 0.6985248924400738, "current_ratio": 3.9622753308315226, "quick_ratio": 3.68299427217065, "fcf_to_ebitda": 0.5921521997621879, "capex_to_revenue": 0.04620398773006135, "working_capital_to_revenue": 1.437691717791411, "capital_efficiency": 0.6973615208862805, "financial_health": -0.5727171584892551, "margin_quality": 1.6819090454772614, "growth_momentum": 6.765187260310588, "company_age_years": 22.765229295003422, "ebitda": 4205000000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 13.461831409934772, "revenue_cagr_3y": -0.018981393570680072, "revenue_cagr_5y": 0.02440007059041105, "earnings_cagr_3y": -0.28458799970033744, "quarterly_revenue_growth_yoy": 0.10761736049601417, "quarterly_earnings_growth_yoy": -0.6024096385542169, "revenue_growth_qoq": -0.06259370314842579, "gross_margin": 0.7289084366253499, "operating_margin": 0.2646941223510596, "net_margin": 0.10555777688924431, "roa_ttm": 0.4267013022524524, "roe_ttm": 1.1406121516674281, "debt_to_ebitda": 2.278474661314601, "net_debt_to_ebitda": 1.960863020572002, "interest_coverage": 84.80851063829788, "debt_to_equity": 0.8297852900867976, "current_ratio": 3.352719033232628, "quick_ratio": 3.0562688821752264, "fcf_to_ebitda": 0.6555444054189664, "capex_to_revenue": 0.04768149882903981, "working_capital_to_revenue": 1.1672131147540983, "capital_efficiency": 0.7836567269599403, "financial_health": -0.6627127721309365, "margin_quality": 0.3663867786218846, "growth_momentum": -0.24739613902910138, "company_age_years": 23.017111567419576, "ebitda": 3986000000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2023-06-30", "company_multiple": 14.523744660654959, "revenue_cagr_3y": 0.028154391278315094, "revenue_cagr_5y": -0.007693221737904321, "earnings_cagr_3y": -0.38799858307386004, "quarterly_revenue_growth_yoy": 0.04872006606110652, "quarterly_earnings_growth_yoy": 1.3220338983050848, "revenue_growth_qoq": 0.01195219123505976, "gross_margin": 0.7173228346456693, "operating_margin": 0.20393700787401575, "net_margin": 0.0673228346456693, "roa_ttm": 0.06719783523752255, "roe_ttm": 0.25455580865603644, "debt_to_ebitda": 4.210251542477456, "net_debt_to_ebitda": 3.133839582344566, "interest_coverage": 32.41538461538462, "debt_to_equity": 1.6839407744874715, "current_ratio": 2.452039381153305, "quick_ratio": 2.452039381153305, "fcf_to_ebitda": 1.117702895111533, "capex_to_revenue": 0.05030181086519115, "working_capital_to_revenue": 0.5193158953722334, "capital_efficiency": 0.1608768219467795, "financial_health": -1.351991579652913, "margin_quality": 0.3295275590551181, "growth_momentum": 0.6853769821830956, "company_age_years": 24.763860369609855, "ebitda": 2107000000.0, "spy_multiple": 12.0, "sector_multiple": 21.67351319873235, "sector_premium_over_spy": 0.8061260998943627}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 7.457252661646326, "revenue_cagr_3y": 0.034519521728960445, "revenue_cagr_5y": -0.011511525162417824, "earnings_cagr_3y": 0.2526050091377221, "quarterly_revenue_growth_yoy": 0.05042016806722689, "quarterly_earnings_growth_yoy": 19.91304347826087, "revenue_growth_qoq": -0.015748031496062992, "gross_margin": 0.718, "operating_margin": 0.182, "net_margin": 0.522, "roa_ttm": 0.12816276435045318, "roe_ttm": 0.46024749957619937, "debt_to_ebitda": 2.035055829654635, "net_debt_to_ebitda": 1.3663983380940015, "interest_coverage": 59.246153846153845, "debt_to_equity": 1.3285302593659942, "current_ratio": 2.1568381430363863, "quick_ratio": 2.1568381430363863, "fcf_to_ebitda": 0.6504803947026746, "capex_to_revenue": 0.04801192842942346, "working_capital_to_revenue": 0.5499005964214712, "capital_efficiency": 0.29420513196332626, "financial_health": -1.0605107537172822, "margin_quality": 0.474, "growth_momentum": 9.981731823164049, "company_age_years": 25.01574264202601, "ebitda": 3851000000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2023-12-31", "company_multiple": 7.547309725158563, "revenue_cagr_3y": -0.03829080026538745, "revenue_cagr_5y": -0.023765572287231418, "earnings_cagr_3y": -0.050210671376828, "quarterly_revenue_growth_yoy": 0.016334661354581673, "quarterly_earnings_growth_yoy": 0.07738095238095238, "revenue_growth_qoq": 0.0204, "gross_margin": 0.7236377891023128, "operating_margin": 0.19874558996471972, "net_margin": 0.28381027048216384, "roa_ttm": 0.12798334875115633, "roe_ttm": 0.43261413383364605, "debt_to_ebitda": 2.0721458773784356, "net_debt_to_ebitda": 1.5414904862579282, "interest_coverage": 58.215384615384615, "debt_to_equity": 1.2259224515322076, "current_ratio": 2.4371681415929203, "quick_ratio": 2.4371681415929203, "fcf_to_ebitda": 0.5206131078224101, "capex_to_revenue": 0.045144045144045145, "working_capital_to_revenue": 0.6431046431046431, "capital_efficiency": 0.2802987412924012, "financial_health": -0.9973356671231268, "margin_quality": 0.4020645498497321, "growth_momentum": 0.04685780686776703, "company_age_years": 25.267624914442163, "ebitda": 3784000000.0, "spy_multiple": 12.0, "sector_multiple": 20.587340039569256, "sector_premium_over_spy": 0.7156116699641046}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2024-03-31", "company_multiple": 9.211450660669103, "revenue_cagr_3y": -0.010470636468889127, "revenue_cagr_5y": 0.01158109758167547, "earnings_cagr_3y": -0.11921070630062924, "quarterly_revenue_growth_yoy": 0.018326693227091632, "quarterly_earnings_growth_yoy": -0.2275132275132275, "revenue_growth_qoq": 0.001960015680125441, "gross_margin": 0.7261345852895149, "operating_margin": 0.2468701095461659, "net_margin": 0.17136150234741784, "roa_ttm": 0.12316742926510411, "roe_ttm": 0.42053244061852385, "debt_to_ebitda": 2.205791397244869, "net_debt_to_ebitda": 1.5847624402586449, "interest_coverage": 53.89393939393939, "debt_to_equity": 1.2507572134544875, "current_ratio": 1.9885343015478694, "quick_ratio": 1.9885343015478694, "fcf_to_ebitda": 0.48720832161934213, "capex_to_revenue": 0.04602345520843599, "working_capital_to_revenue": 0.5098058539469794, "capital_efficiency": 0.271849934941814, "financial_health": -0.8810805296179497, "margin_quality": 0.3814553990610328, "growth_momentum": -0.10459326714306794, "company_age_years": 25.516769336071185, "ebitda": 3557000000.0, "spy_multiple": 12.0, "sector_multiple": 20.335978487083786, "sector_premium_over_spy": 0.6946648739236487}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 9.04831096196868, "revenue_cagr_3y": -0.012140805645360908, "revenue_cagr_5y": 0.012006984891543171, "earnings_cagr_3y": -0.7246856748856096, "quarterly_revenue_growth_yoy": 0.012598425196850394, "quarterly_earnings_growth_yoy": 0.30994152046783624, "revenue_growth_qoq": 0.006259780907668232, "gross_margin": 0.7142301710730948, "operating_margin": 0.21345256609642302, "net_margin": 0.08709175738724728, "roa_ttm": 0.13205417607223477, "roe_ttm": 0.48705882352941177, "debt_to_ebitda": 2.1937919463087248, "net_debt_to_ebitda": 1.5794183445190157, "interest_coverage": 55.01538461538462, "debt_to_equity": 1.4199095022624435, "current_ratio": 1.2534919813760994, "quick_ratio": 1.2534919813760994, "fcf_to_ebitda": 0.42589485458612975, "capex_to_revenue": 0.043520974555457316, "working_capital_to_revenue": 0.1444149720011789, "capital_efficiency": 0.3095564998008233, "financial_health": -1.00965371670007, "margin_quality": 0.33825816485225507, "growth_momentum": 0.16126997283234332, "company_age_years": 25.765913757700204, "ebitda": 3576000000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2024-09-30", "company_multiple": 13.982011090573012, "revenue_cagr_3y": 0.009897713654800855, "revenue_cagr_5y": 0.043401166090404786, "earnings_cagr_3y": 0.33914758876936113, "quarterly_revenue_growth_yoy": 0.0304, "quarterly_earnings_growth_yoy": -0.514176245210728, "revenue_growth_qoq": 0.0015552099533437014, "gross_margin": 0.71777950310559, "operating_margin": 0.23097826086956522, "net_margin": 0.24611801242236025, "roa_ttm": 0.1014310820989204, "roe_ttm": 0.3726937269372694, "debt_to_ebitda": 2.7848428835489836, "net_debt_to_ebitda": 2.0913123844731976, "interest_coverage": 42.93650793650794, "debt_to_equity": 1.3898523985239852, "current_ratio": 1.2521723709877637, "quick_ratio": 1.2193651356623514, "fcf_to_ebitda": 0.5146025878003697, "capex_to_revenue": 0.04553876157971721, "working_capital_to_revenue": 0.1386640663091175, "capital_efficiency": 0.2370624045180949, "financial_health": -1.045098541495081, "margin_quality": 0.3982919254658385, "growth_momentum": -0.24188812260536402, "company_age_years": 26.017796030116358, "ebitda": 2705000000.0, "spy_multiple": 12.0, "sector_multiple": 19.829865067894143, "sector_premium_over_spy": 0.6524887556578454}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2024-12-31", "company_multiple": 12.520429919608528, "revenue_cagr_3y": -0.004356237165805132, "revenue_cagr_5y": -0.017778013842546403, "earnings_cagr_3y": -0.2987470745296049, "quarterly_revenue_growth_yoy": 0.01097608780870247, "quarterly_earnings_growth_yoy": -0.062154696132596686, "revenue_growth_qoq": 0.0011645962732919255, "gross_margin": 0.7215975184179915, "operating_margin": 0.21054672353625437, "net_margin": 0.2632803412175262, "roa_ttm": 0.10198812290214304, "roe_ttm": 0.38290034897246994, "debt_to_ebitda": 2.636490737504369, "net_debt_to_ebitda": 1.6721426074799022, "interest_coverage": 44.01538461538462, "debt_to_equity": 1.4623885226832105, "current_ratio": 1.2408986552968186, "quick_ratio": 1.2408986552968186, "fcf_to_ebitda": 0.6836770360013981, "capex_to_revenue": 0.044539531265194984, "working_capital_to_revenue": 0.14285714285714285, "capital_efficiency": 0.2424442359373065, "financial_health": -0.9726873803557643, "margin_quality": 0.3984748610572573, "growth_momentum": -0.02558930416194711, "company_age_years": 26.269678302532512, "ebitda": 2861000000.0, "spy_multiple": 12.0, "sector_multiple": 18.846977329822117, "sector_premium_over_spy": 0.5705814441518431}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2016-03-31", "company_multiple": 12.562800226052557, "revenue_cagr_3y": 0.018983382077126798, "revenue_cagr_5y": 0.026378160248525573, "earnings_cagr_3y": 0.15029255379464335, "quarterly_revenue_growth_yoy": 0.11262536873156342, "quarterly_earnings_growth_yoy": 1.126626192541197, "revenue_growth_qoq": -0.06293011353755186, "gross_margin": 0.13630097035897978, "operating_margin": 0.06498223659791082, "net_margin": 0.06500874913834244, "roa_ttm": 0.039862951350257914, "roe_ttm": 0.31950684006080055, "debt_to_ebitda": 9.876377507770556, "net_debt_to_ebitda": 8.75197795987567, "interest_coverage": 70.78, "debt_to_equity": 4.722513089005235, "current_ratio": 1.6170570658419876, "quick_ratio": 1.5149821342750276, "fcf_to_ebitda": 1.1051850805312236, "capex_to_revenue": 0.0798038806592948, "working_capital_to_revenue": 0.38507328395576884, "capital_efficiency": 0.17968489570552923, "financial_health": -3.0828620643184097, "margin_quality": 0.08876398536507768, "growth_momentum": 0.6196257806363802, "company_age_years": 43.83025325119781, "ebitda": 14156000000.0, "spy_multiple": 15.0, "sector_multiple": 17.099824266742843, "sector_premium_over_spy": 0.13998828444952283}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2016-06-30", "company_multiple": 12.573058037335658, "revenue_cagr_3y": 0.013545272042024381, "revenue_cagr_5y": 0.021350301113411962, "earnings_cagr_3y": 0.16905349119493662, "quarterly_revenue_growth_yoy": 0.059630196173147625, "quarterly_earnings_growth_yoy": -0.08796296296296297, "revenue_growth_qoq": 0.046847658942679886, "gross_margin": 0.11915917437001393, "operating_margin": 0.04865138660250728, "net_margin": 0.0498923641889325, "roa_ttm": 0.03867271923163578, "roe_ttm": 0.2976461899104075, "debt_to_ebitda": 10.162998474613206, "net_debt_to_ebitda": 8.92358538534176, "interest_coverage": 64.93867924528301, "debt_to_equity": 4.4929193025272145, "current_ratio": 1.2388936113099498, "quick_ratio": 1.1289593772369364, "fcf_to_ebitda": 1.466041984455582, "capex_to_revenue": 0.07656268075425134, "working_capital_to_revenue": 0.1372704019331868, "capital_efficiency": 0.16815945457102163, "financial_health": -2.981151222494828, "margin_quality": 0.07256764172048456, "growth_momentum": -0.01416638339490767, "company_age_years": 44.07939767282683, "ebitda": 13767000000.0, "spy_multiple": 15.0, "sector_multiple": 16.858555800186437, "sector_premium_over_spy": 0.12390372001242911}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2019-12-31", "company_multiple": 8.38076577083099, "revenue_cagr_3y": 0.009067088422946235, "revenue_cagr_5y": 0.02057432412986948, "earnings_cagr_3y": 0.2877300697604459, "quarterly_revenue_growth_yoy": -0.04972124518460029, "quarterly_earnings_growth_yoy": -13.413793103448276, "revenue_growth_qoq": 0.07366855907001893, "gross_margin": 0.06382978723404255, "operating_margin": -0.01150698728440136, "net_margin": -0.04209996223089513, "roa_ttm": 0.00018179216127672248, "roe_ttm": 0.0014163025463311738, "debt_to_ebitda": 6.160238389744743, "net_debt_to_ebitda": 4.1919487237152815, "interest_coverage": 34.468992248062015, "debt_to_equity": 1.65083622118427, "current_ratio": 1.1621795133086048, "quick_ratio": 1.0522663351404231, "fcf_to_ebitda": 1.1252670639829079, "capex_to_revenue": 0.04895445798588839, "working_capital_to_revenue": 0.10208466966003849, "capital_efficiency": 0.0007990473538039482, "financial_health": 0.053541016898129755, "margin_quality": 0.0034076125729153536, "growth_momentum": -6.731757174316438, "company_age_years": 47.58110882956879, "ebitda": 8893000000.0, "spy_multiple": 15.0, "sector_multiple": 17.73798334416891, "sector_premium_over_spy": 0.18253222294459404}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2020-09-30", "company_multiple": 16.80666946749291, "revenue_cagr_3y": 0.009511181975311978, "revenue_cagr_5y": -0.0033944003841089865, "earnings_cagr_3y": 0.14906681006220768, "quarterly_revenue_growth_yoy": 0.013814544471478778, "quarterly_earnings_growth_yoy": 4.6117647058823525, "revenue_growth_qoq": 0.9359351608073925, "gross_margin": 0.12311671688754966, "operating_margin": 0.06269166155569185, "net_margin": 0.06359830404522546, "roa_ttm": -0.0006270605478893449, "roe_ttm": -0.004920754716981132, "debt_to_ebitda": 16.553513286419495, "net_debt_to_ebitda": 14.005146518222876, "interest_coverage": 18.96613545816733, "debt_to_equity": 4.757916981132076, "current_ratio": 1.199723054133256, "quick_ratio": 1.0861215770886334, "fcf_to_ebitda": 1.6957252389454889, "capex_to_revenue": 0.04953898569213258, "working_capital_to_revenue": 0.14213143682156035, "capital_efficiency": -0.0027739076324352382, "financial_health": -3.1151131364865985, "margin_quality": 0.08313556082948899, "growth_momentum": 2.3127896251769156, "company_age_years": 48.33127994524298, "ebitda": 9521000000.0, "spy_multiple": 20.0, "sector_multiple": 21.92943558469422, "sector_premium_over_spy": 0.09647177923471117}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 13.946570787906905, "revenue_cagr_3y": -0.047774640622744835, "revenue_cagr_5y": -0.008028623765112597, "earnings_cagr_3y": 0.23398935124750242, "quarterly_revenue_growth_yoy": 0.055594405594405594, "quarterly_earnings_growth_yoy": 2.6367285499247366, "revenue_growth_qoq": 0.007676902536715621, "gross_margin": 0.14648890361046704, "operating_margin": 0.06801369106768246, "net_margin": 0.09004085237937506, "roa_ttm": 0.015244288184526434, "roe_ttm": 0.1175357691852903, "debt_to_ebitda": 11.830279130905435, "net_debt_to_ebitda": 10.142658315935977, "interest_coverage": 27.17016806722689, "debt_to_equity": 4.522910015371881, "current_ratio": 1.208840412099863, "quick_ratio": 1.0736453437171747, "fcf_to_ebitda": 1.848295059151009, "capex_to_revenue": 0.04130118091931934, "working_capital_to_revenue": 0.15251991445308868, "capital_efficiency": 0.06639002868490837, "financial_health": -2.9670742157383474, "margin_quality": 0.10151448235250819, "growth_momentum": 1.3461614777595712, "company_age_years": 48.82956878850103, "ebitda": 12933000000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 15.741352252329259, "revenue_cagr_3y": -0.11747339219195918, "revenue_cagr_5y": -0.07490821855613605, "earnings_cagr_3y": -0.19263753986665633, "quarterly_revenue_growth_yoy": 0.38103350369108463, "quarterly_earnings_growth_yoy": -0.4977618621307073, "revenue_growth_qoq": -0.2615656398365905, "gross_margin": 0.1067209928229665, "operating_margin": -0.0008223684210526315, "net_margin": 0.020970394736842105, "roa_ttm": 0.013760803437786684, "roe_ttm": 0.09866143549503809, "debt_to_ebitda": 12.587144200359004, "net_debt_to_ebitda": 10.625010684673903, "interest_coverage": 25.82560706401766, "debt_to_equity": 4.248124855758135, "current_ratio": 1.2132520305723937, "quick_ratio": 1.0504109063900136, "fcf_to_ebitda": 1.299854688434909, "capex_to_revenue": 0.04154420118299825, "working_capital_to_revenue": 0.1304742987400409, "capital_efficiency": 0.056211119466412385, "financial_health": -2.8185827209685455, "margin_quality": 0.042289673046251995, "growth_momentum": -0.058364179219811324, "company_age_years": 49.07871321013005, "ebitda": 11699000000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2023-06-30", "company_multiple": 14.483868950958103, "revenue_cagr_3y": 0.32395157331973246, "revenue_cagr_5y": 0.029245796359206322, "earnings_cagr_3y": 0.19726323497538178, "quarterly_revenue_growth_yoy": 0.11853694948992287, "quarterly_earnings_growth_yoy": 1.8740629685157422, "revenue_growth_qoq": 0.08390799054829531, "gross_margin": 0.11591849446100458, "operating_margin": 0.054744850291409, "net_margin": 0.04264359122658718, "roa_ttm": 0.015549398287911997, "roe_ttm": 0.09469514847631476, "debt_to_ebitda": 11.663608314387789, "net_debt_to_ebitda": 9.519568041571938, "interest_coverage": 40.248366013071895, "debt_to_equity": 3.2888934679579642, "current_ratio": 1.2048903628174032, "quick_ratio": 1.0296391625006187, "fcf_to_ebitda": 0.430253329002923, "capex_to_revenue": 0.04431777362957031, "working_capital_to_revenue": 0.12187682179261448, "capital_efficiency": 0.055122273382113375, "financial_health": -2.05048441851861, "margin_quality": 0.07110231199300025, "growth_momentum": 0.9962999590028325, "company_age_years": 51.07734428473648, "ebitda": 12316000000.0, "spy_multiple": 12.0, "sector_multiple": 21.67351319873235, "sector_premium_over_spy": 0.8061260998943627}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 11.273727555015526, "revenue_cagr_3y": 0.05312613920410558, "revenue_cagr_5y": 0.030639788696928294, "earnings_cagr_3y": -0.20486000283245231, "quarterly_revenue_growth_yoy": 0.11192627944760357, "quarterly_earnings_growth_yoy": 2.4498186215235793, "revenue_growth_qoq": -0.025648440628197714, "gross_margin": 0.08675601013675487, "operating_margin": 0.025775667222209538, "net_margin": 0.027373804251044496, "roa_ttm": 0.022986276126279036, "roe_ttm": 0.13921333845423944, "debt_to_ebitda": 9.662143917915486, "net_debt_to_ebitda": 7.878223302281626, "interest_coverage": 44.89090909090909, "debt_to_equity": 3.2337392404491334, "current_ratio": 1.210366218534328, "quick_ratio": 1.0275960426058164, "fcf_to_ebitda": 0.3778857837181045, "capex_to_revenue": 0.0459512822278853, "working_capital_to_revenue": 0.12106550037881397, "capital_efficiency": 0.08109980729025924, "financial_health": -2.0256307393106514, "margin_quality": 0.046635160536669634, "growth_momentum": 1.2808724504855915, "company_age_years": 51.32922655715264, "ebitda": 14814000000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2023-12-31", "company_multiple": 14.735779132791327, "revenue_cagr_3y": 0.085322036618793, "revenue_cagr_5y": 0.019199200450899845, "earnings_cagr_3y": -0.4264591905638553, "quarterly_revenue_growth_yoy": 0.044614650332962115, "quarterly_earnings_growth_yoy": -1.4080682699767262, "revenue_growth_qoq": 0.049336773133033494, "gross_margin": 0.055045472346721205, "operating_margin": -0.005330490405117271, "net_margin": -0.011444236543231364, "roa_ttm": 0.01590501628187772, "roe_ttm": 0.10162953264910107, "debt_to_ebitda": 12.678861788617887, "net_debt_to_ebitda": 10.573340108401084, "interest_coverage": 31.913513513513514, "debt_to_equity": 3.5001519650246653, "current_ratio": 1.1964917118909495, "quick_ratio": 1.042341747840561, "fcf_to_ebitda": 0.5658875338753387, "capex_to_revenue": 0.046744725894058155, "working_capital_to_revenue": 0.1132293931018043, "capital_efficiency": 0.0587672744654894, "financial_health": -2.2367170496456765, "margin_quality": 0.012756915132790855, "growth_momentum": -0.681726809821882, "company_age_years": 51.58110882956879, "ebitda": 11808000000.0, "spy_multiple": 12.0, "sector_multiple": 20.587340039569256, "sector_premium_over_spy": 0.7156116699641046}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 16.368773061078272, "revenue_cagr_3y": 0.2135232646580536, "revenue_cagr_5y": 0.0423539189034039, "earnings_cagr_3y": 0.4833438238111565, "quarterly_revenue_growth_yoy": 0.06348712016728211, "quarterly_earnings_growth_yoy": -0.044861763171622326, "revenue_growth_qoq": 0.11760993057016621, "gross_margin": 0.09540244310575637, "operating_margin": 0.03938671352074966, "net_margin": 0.03829902945113788, "roa_ttm": 0.01386910400381798, "roe_ttm": 0.08804829343310304, "debt_to_ebitda": 13.559555794375784, "net_debt_to_ebitda": 11.772613290345692, "interest_coverage": 40.02150537634409, "debt_to_equity": 3.4752450249041704, "current_ratio": 1.165517441466882, "quick_ratio": 0.9993423788478091, "fcf_to_ebitda": 0.4724162636575318, "capex_to_revenue": 0.04824561403508772, "working_capital_to_revenue": 0.09489986027014438, "capital_efficiency": 0.05095869871846051, "financial_health": -2.230887210040575, "margin_quality": 0.05769606202588131, "growth_momentum": 0.009312678497829893, "company_age_years": 52.07939767282683, "ebitda": 11166000000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2024-12-31", "company_multiple": 12.404471059286317, "revenue_cagr_3y": 0.08564065735999926, "revenue_cagr_5y": 0.03953308139188749, "earnings_cagr_3y": -0.4704358458532917, "quarterly_revenue_growth_yoy": 0.04893172620860711, "quarterly_earnings_growth_yoy": 4.467680608365019, "revenue_growth_qoq": 0.04361849510780154, "gross_margin": 0.08313455435481529, "operating_margin": 0.025533591918856693, "net_margin": 0.037833689406981806, "roa_ttm": 0.020613893602995835, "roe_ttm": 0.13112523698003792, "debt_to_ebitda": 11.22028659735881, "net_debt_to_ebitda": 9.609230120820456, "interest_coverage": 48.75342465753425, "debt_to_equity": 3.562663098026096, "current_ratio": 1.1648433917592342, "quick_ratio": 1.024930048007187, "fcf_to_ebitda": 0.47337735318909807, "capex_to_revenue": 0.04694257048953468, "working_capital_to_revenue": 0.0952203338522747, "capital_efficiency": 0.07586956529151688, "financial_health": -2.2296741826754136, "margin_quality": 0.04883394522688459, "growth_momentum": 2.2583061672868134, "company_age_years": 52.58316221765914, "ebitda": 14236000000.0, "spy_multiple": 12.0, "sector_multiple": 18.846977329822117, "sector_premium_over_spy": 0.5705814441518431}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2015-12-31", "company_multiple": 9.797895878524946, "revenue_cagr_3y": 0.002655740469914347, "revenue_cagr_5y": 0.014430255960359961, "earnings_cagr_3y": 0.7377822405223975, "quarterly_revenue_growth_yoy": 0.00010096675669535805, "quarterly_earnings_growth_yoy": 2.1534977352793154, "revenue_growth_qoq": 0.02002934891743686, "gross_margin": 0.12336892052194544, "operating_margin": 0.04691956285808031, "net_margin": 0.15814845662653643, "roa_ttm": 0.04979950647748303, "roe_ttm": 0.24295854129567857, "debt_to_ebitda": 6.222737132715441, "net_debt_to_ebitda": 4.720272135673437, "interest_coverage": 137.05405405405406, "debt_to_equity": 1.5828797873140878, "current_ratio": 1.095342404201244, "quick_ratio": 0.902073943019223, "fcf_to_ebitda": -1.0899230920922895, "capex_to_revenue": 0.15117225445666727, "working_capital_to_revenue": 0.0445666727926698, "capital_efficiency": 0.1463790238865808, "financial_health": -1.0139110803325713, "margin_quality": 0.1094789800021874, "growth_momentum": 1.0767993510180054, "company_age_years": 5.117043121149897, "ebitda": 10142000000.0, "spy_multiple": 15.0, "sector_multiple": 18.698188759731256, "sector_premium_over_spy": 0.24654591731541697}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2016-03-31", "company_multiple": 7.843187203791469, "revenue_cagr_3y": 0.003431439172744133, "revenue_cagr_5y": 0.0058492784303108, "earnings_cagr_3y": 0.18455380533734478, "quarterly_revenue_growth_yoy": 0.04348678315412186, "quarterly_earnings_growth_yoy": 1.0666666666666667, "revenue_growth_qoq": -0.05946341586532394, "gross_margin": 0.12853884341875754, "operating_margin": 0.05291828793774319, "net_margin": 0.05240842613712599, "roa_ttm": 0.05252482589947843, "roe_ttm": 0.2612870126062738, "debt_to_ebitda": 5.2687351895734595, "net_debt_to_ebitda": 4.165802725118484, "interest_coverage": 106.33070866141732, "debt_to_equity": 1.7382243721293853, "current_ratio": 0.9472841959272941, "quick_ratio": 0.7363543014122448, "fcf_to_ebitda": -1.1105598341232228, "capex_to_revenue": 0.17212768584033422, "working_capital_to_revenue": -0.025684008082698218, "capital_efficiency": 0.1569059192528761, "financial_health": -1.1376662809567746, "margin_quality": 0.0779551858312089, "growth_momentum": 0.5550767249103943, "company_age_years": 5.366187542778919, "ebitda": 13504000000.0, "spy_multiple": 15.0, "sector_multiple": 17.099824266742843, "sector_premium_over_spy": 0.13998828444952283}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2016-06-30", "company_multiple": 6.505390107416222, "revenue_cagr_3y": 0.027369477520502006, "revenue_cagr_5y": 0.014789795387786242, "earnings_cagr_3y": 0.2655391715950326, "quarterly_revenue_growth_yoy": 0.10979570455735987, "quarterly_earnings_growth_yoy": 1.5658012533572068, "revenue_growth_qoq": 0.1370454850395814, "gross_margin": 0.13884168790710846, "operating_margin": 0.07165109034267912, "net_margin": 0.06763900689134333, "roa_ttm": 0.059130715755361156, "roe_ttm": 0.28521659408663763, "debt_to_ebitda": 4.844664565511031, "net_debt_to_ebitda": 3.627516562680903, "interest_coverage": 105.76190476190476, "debt_to_equity": 1.7263350905340362, "current_ratio": 0.9814184080059966, "quick_ratio": 0.7838196809699776, "fcf_to_ebitda": -0.9892583778220878, "capex_to_revenue": 0.17214312369940735, "working_capital_to_revenue": -0.008937324874605473, "capital_efficiency": 0.1721736549209994, "financial_health": -1.1498260237791331, "margin_quality": 0.09271059504704364, "growth_momentum": 0.8377984789572833, "company_age_years": 5.61533196440794, "ebitda": 15547000000.0, "spy_multiple": 15.0, "sector_multiple": 16.858555800186437, "sector_premium_over_spy": 0.12390372001242911}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2016-09-30", "company_multiple": 6.206415135727996, "revenue_cagr_3y": 0.03182814825323743, "revenue_cagr_5y": 0.031243692607688445, "earnings_cagr_3y": 0.17325710117230964, "quarterly_revenue_growth_yoy": 0.10251525371366785, "quarterly_earnings_growth_yoy": 1.0404709345106695, "revenue_growth_qoq": 0.010691022373265364, "gross_margin": 0.13405720957384706, "operating_margin": 0.07044950379451255, "net_margin": 0.06475189725627555, "roa_ttm": 0.0636926866933853, "roe_ttm": 0.30988372093023253, "debt_to_ebitda": 4.337811900191938, "net_debt_to_ebitda": 3.4641074856046066, "interest_coverage": 125.75862068965517, "debt_to_equity": 1.768783542039356, "current_ratio": 0.9268310413763857, "quick_ratio": 0.7399163991034107, "fcf_to_ebitda": -0.6928982725527831, "capex_to_revenue": 0.1711036937865168, "working_capital_to_revenue": -0.037258688449744885, "capital_efficiency": 0.1867882038118089, "financial_health": -1.1281614162432285, "margin_quality": 0.08975287020821172, "growth_momentum": 0.5714930941121686, "company_age_years": 5.867214236824093, "ebitda": 18235000000.0, "spy_multiple": 15.0, "sector_multiple": 16.307580159043678, "sector_premium_over_spy": 0.08717201060291191}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2016-12-31", "company_multiple": 5.947425826787412, "revenue_cagr_3y": 0.027502302123509237, "revenue_cagr_5y": 0.029424860401122244, "earnings_cagr_3y": 0.20837271333186136, "quarterly_revenue_growth_yoy": 0.10845258827389516, "quarterly_earnings_growth_yoy": -0.7071496967762528, "revenue_growth_qoq": 0.025522475189725627, "gross_margin": 0.11022815246595928, "operating_margin": 0.03460995491597978, "net_margin": 0.04178241267817296, "roa_ttm": 0.04252334340746087, "roe_ttm": 0.21505155579888677, "debt_to_ebitda": 3.972432080852554, "net_debt_to_ebitda": 3.3240106068944812, "interest_coverage": 190.35238095238094, "debt_to_equity": 1.8112282142531253, "current_ratio": 0.8946009086533382, "quick_ratio": 0.7327338256183891, "fcf_to_ebitda": -0.5836293590834042, "capex_to_revenue": 0.16991224906839764, "working_capital_to_revenue": -0.05396081259766799, "capital_efficiency": 0.12878744960317381, "financial_health": -1.2099038900877703, "margin_quality": 0.06220684002003734, "growth_momentum": -0.29934855425117884, "company_age_years": 6.119096509240246, "ebitda": 19987000000.0, "spy_multiple": 15.0, "sector_multiple": 18.138262504673826, "sector_premium_over_spy": 0.20921750031158837}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2017-03-31", "company_multiple": 6.188378580790114, "revenue_cagr_3y": 0.03270808124652258, "revenue_cagr_5y": 0.017595895103723835, "earnings_cagr_3y": 1.3048499708894363, "quarterly_revenue_growth_yoy": 0.1055950623909835, "quarterly_earnings_growth_yoy": 0.33538146441372246, "revenue_growth_qoq": -0.06188806411949542, "gross_margin": 0.13177184466019418, "operating_margin": 0.06662621359223302, "net_margin": 0.0633009708737864, "roa_ttm": 0.04368416719744533, "roe_ttm": 0.21930740450709127, "debt_to_ebitda": 4.25486800224677, "net_debt_to_ebitda": 3.6527335704924173, "interest_coverage": 145.33333333333334, "debt_to_equity": 1.9773122770381972, "current_ratio": 0.8756270351139663, "quick_ratio": 0.7140719880313298, "fcf_to_ebitda": -0.40146976221681335, "capex_to_revenue": 0.16047324075976865, "working_capital_to_revenue": -0.0663828787834307, "capital_efficiency": 0.1314957858522683, "financial_health": -1.1884973627234363, "margin_quality": 0.08723300970873786, "growth_momentum": 0.22048826340235297, "company_age_years": 6.365503080082136, "ebitda": 21364000000.0, "spy_multiple": 15.0, "sector_multiple": 19.31340235929217, "sector_premium_over_spy": 0.2875601572861446}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2017-06-30", "company_multiple": 5.3298382577687216, "revenue_cagr_3y": -0.022926546241427204, "revenue_cagr_5y": -0.003372487313172745, "earnings_cagr_3y": 0.8142108671291484, "quarterly_revenue_growth_yoy": -0.12715944491645426, "quarterly_earnings_growth_yoy": -0.4207955338450802, "revenue_growth_qoq": -0.10233009708737864, "gross_margin": 0.1378163530175211, "operating_margin": 0.07078736751027472, "net_margin": 0.04488427428077006, "roa_ttm": 0.0369371618809821, "roe_ttm": 0.19498692910964172, "debt_to_ebitda": 3.782008830022075, "net_debt_to_ebitda": 3.0773900492443538, "interest_coverage": 178.45454545454547, "debt_to_equity": 1.9570967245886515, "current_ratio": 0.9021801370008271, "quick_ratio": 0.782474073759888, "fcf_to_ebitda": -0.4252844285956869, "capex_to_revenue": 0.17076039702413795, "working_capital_to_revenue": -0.055933837394726155, "capital_efficiency": 0.11596204549531192, "financial_health": -1.2288124995297656, "margin_quality": 0.08449599826952196, "growth_momentum": -0.27397748938076727, "company_age_years": 6.614647501711157, "ebitda": 23556000000.0, "spy_multiple": 15.0, "sector_multiple": 19.614034919518478, "sector_premium_over_spy": 0.30760232796789855}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2018-03-31", "company_multiple": 3.4048403796376188, "revenue_cagr_3y": 0.0035992609609070136, "revenue_cagr_5y": -0.004293295055551871, "earnings_cagr_3y": 0.034427264283047876, "quarterly_revenue_growth_yoy": -0.12381067961165049, "quarterly_earnings_growth_yoy": -0.5989263803680982, "revenue_growth_qoq": -0.04284767333952008, "gross_margin": 0.08036233690683953, "operating_margin": 0.0146541455441979, "net_margin": 0.02897587190780908, "roa_ttm": -0.02480729314301912, "roe_ttm": -0.15820164441075282, "debt_to_ebitda": 1.7779982743744607, "net_debt_to_ebitda": 1.1629853321829162, "interest_coverage": 154.53333333333333, "debt_to_equity": 1.2016444107528135, "current_ratio": 0.8636176797717491, "quick_ratio": 0.7250592388413366, "fcf_to_ebitda": -0.5267040552200173, "capex_to_revenue": 0.19348986643216706, "working_capital_to_revenue": -0.07811190893291142, "capital_efficiency": -0.09150446877688598, "financial_health": -0.28081941451815756, "margin_quality": 0.04133078478628217, "growth_momentum": -0.36136852998987434, "company_age_years": 7.364818617385352, "ebitda": 23180000000.0, "spy_multiple": 15.0, "sector_multiple": 13.958515789856655, "sector_premium_over_spy": -0.06943228067622298}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2018-06-30", "company_multiple": 3.5074324033873534, "revenue_cagr_3y": -0.012554368340667033, "revenue_cagr_5y": -0.012140221364022596, "earnings_cagr_3y": 0.28859045266444405, "quarterly_revenue_growth_yoy": -0.006056673155959333, "quarterly_earnings_growth_yoy": 0.4397590361445783, "revenue_growth_qoq": 0.01831075653065182, "gross_margin": 0.10046245919477693, "operating_margin": 0.040179542981501636, "net_margin": 0.06501632208922742, "roa_ttm": -0.021478130817184336, "roe_ttm": -0.12979187971587297, "debt_to_ebitda": 1.7323217125908095, "net_debt_to_ebitda": 1.0837811116365044, "interest_coverage": 146.30817610062894, "debt_to_equity": 1.113816644094967, "current_ratio": 0.877434862750959, "quick_ratio": 0.7425148209037015, "fcf_to_ebitda": -0.5035464041611142, "capex_to_revenue": 0.18749349847777694, "working_capital_to_revenue": -0.06824691221037886, "capital_efficiency": -0.07563500526652865, "financial_health": -0.26362962366730647, "margin_quality": 0.06855277475516866, "growth_momentum": 0.2168511814943095, "company_age_years": 7.613963039014374, "ebitda": 23263000000.0, "spy_multiple": 15.0, "sector_multiple": 13.660465983224604, "sector_premium_over_spy": -0.08930226778502637}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2018-09-30", "company_multiple": 3.1968115696887685, "revenue_cagr_3y": -0.026908476891260857, "revenue_cagr_5y": -0.01694070253779789, "earnings_cagr_3y": 0.23082332524831117, "quarterly_revenue_growth_yoy": 0.06447967165333254, "quarterly_earnings_growth_yoy": 1.850050318685005, "revenue_growth_qoq": -0.026360174102285094, "gross_margin": 0.11718029672263977, "operating_margin": 0.04498337570897712, "net_margin": 0.07079992176804224, "roa_ttm": 0.003628533833087444, "roe_ttm": 0.02151808938283282, "debt_to_ebitda": 1.9068420162381596, "net_debt_to_ebitda": 1.1272834912043301, "interest_coverage": 146.88198757763976, "debt_to_equity": 1.1847560494994878, "current_ratio": 0.8898188216272767, "quick_ratio": 0.7550763231727614, "fcf_to_ebitda": -0.4216001353179973, "capex_to_revenue": 0.17821200423598538, "working_capital_to_revenue": -0.06332114918183993, "capital_efficiency": 0.012573311607960132, "financial_health": -0.2921457320219516, "margin_quality": 0.07765453139988637, "growth_momentum": 0.9572649951691687, "company_age_years": 7.865845311430527, "ebitda": 23648000000.0, "spy_multiple": 15.0, "sector_multiple": 12.541277007416962, "sector_premium_over_spy": -0.16391486617220252}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2018-12-31", "company_multiple": 3.1810010740177215, "revenue_cagr_3y": -0.010388286177406392, "revenue_cagr_5y": -0.010524251922820249, "earnings_cagr_3y": -0.31161695192909133, "quarterly_revenue_growth_yoy": 0.0181360201511335, "quarterly_earnings_growth_yoy": 1.3968161522034557, "revenue_growth_qoq": 0.07286748065156044, "gross_margin": 0.0861220344279799, "operating_margin": 0.02158910388291362, "net_margin": 0.05323055287898122, "roa_ttm": 0.03525132071487954, "roe_ttm": 0.20622748327328874, "debt_to_ebitda": 1.992660878904502, "net_debt_to_ebitda": 1.0598764879620515, "interest_coverage": 328.61764705882354, "debt_to_equity": 1.145856922285126, "current_ratio": 0.9155611221226455, "quick_ratio": 0.7961987912983207, "fcf_to_ebitda": -0.45829231182314506, "capex_to_revenue": 0.17339118253099306, "working_capital_to_revenue": -0.04722235445327748, "capital_efficiency": 0.12073940199408414, "financial_health": -0.23350613640424264, "margin_quality": 0.05364723039662491, "growth_momentum": 0.7074760861772946, "company_age_years": 8.11772758384668, "ebitda": 22346000000.0, "spy_multiple": 15.0, "sector_multiple": 16.117545304777593, "sector_premium_over_spy": 0.0745030203185062}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 5.981795393235111, "revenue_cagr_3y": -0.02182442135670548, "revenue_cagr_5y": -0.01390804242586563, "earnings_cagr_3y": 0.03367171826378379, "quarterly_revenue_growth_yoy": -0.03382365162469875, "quarterly_earnings_growth_yoy": 1.0621414913957934, "revenue_growth_qoq": -0.09169509622646423, "gross_margin": 0.09584838580193819, "operating_margin": 0.035667182751304545, "net_margin": 0.06184414243936005, "roa_ttm": 0.03914091587598442, "roe_ttm": 0.22384398380964063, "debt_to_ebitda": 4.444241543888774, "net_debt_to_ebitda": 3.73139655530193, "interest_coverage": 133.12154696132598, "debt_to_equity": 2.6268612780571567, "current_ratio": 0.9388884329976671, "quick_ratio": 0.8086702695098649, "fcf_to_ebitda": -0.4051877982984022, "capex_to_revenue": 0.16793757028828482, "working_capital_to_revenue": -0.03574759305483172, "capital_efficiency": 0.13149244984281253, "financial_health": -1.736995919109182, "margin_quality": 0.06445323699753426, "growth_momentum": 0.5141589198855473, "company_age_years": 8.36413415468857, "ebitda": 24095000000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 5.93426644871271, "revenue_cagr_3y": -0.05234792127361698, "revenue_cagr_5y": -0.018797385357095187, "earnings_cagr_3y": -0.055083635964418676, "quarterly_revenue_growth_yoy": -0.019042437431991296, "quarterly_earnings_growth_yoy": 0.011715481171548118, "revenue_growth_qoq": 0.03388955788749355, "gross_margin": 0.12726012201885745, "operating_margin": 0.06896838602329451, "net_margin": 0.0670549084858569, "roa_ttm": 0.03915939710015958, "roe_ttm": 0.21377522421524664, "debt_to_ebitda": 4.354760931753167, "net_debt_to_ebitda": 3.657090314671026, "interest_coverage": 125.48717948717949, "debt_to_equity": 2.4888125934230194, "current_ratio": 0.9645526371983771, "quick_ratio": 0.8287541224760956, "fcf_to_ebitda": -0.3674295055169595, "capex_to_revenue": 0.16322832258420153, "working_capital_to_revenue": -0.020588721680171986, "capital_efficiency": 0.1264673106577031, "financial_health": -1.6415533194357874, "margin_quality": 0.08776113884266963, "growth_momentum": -0.003663478130221589, "company_age_years": 8.61327857631759, "ebitda": 24470000000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2019-09-30", "company_multiple": 5.658404577033102, "revenue_cagr_3y": -0.060853129278910956, "revenue_cagr_5y": -0.02005751340225803, "earnings_cagr_3y": -0.05354292976683139, "quarterly_revenue_growth_yoy": -0.008884915202145792, "quarterly_earnings_growth_yoy": -0.07221783741120757, "revenue_growth_qoq": -0.01627842484747643, "gross_margin": 0.12155724071829278, "operating_margin": 0.0649508076565275, "net_margin": 0.06627575902799313, "roa_ttm": 0.038742446950490006, "roe_ttm": 0.2013287246936302, "debt_to_ebitda": 4.269145892930118, "net_debt_to_ebitda": 3.4497343686146302, "interest_coverage": 118.7864077669903, "debt_to_equity": 2.3447053014319703, "current_ratio": 0.9562384275744196, "quick_ratio": 0.8162180126287804, "fcf_to_ebitda": -0.23073150796894157, "capex_to_revenue": 0.16037566466404254, "working_capital_to_revenue": -0.025460948829500726, "capital_efficiency": 0.1200355858220601, "financial_health": -1.4776116697373691, "margin_quality": 0.08426126913427112, "growth_momentum": -0.040551376306676684, "company_age_years": 8.865160848733744, "ebitda": 24470000000.0, "spy_multiple": 15.0, "sector_multiple": 18.885038463757525, "sector_premium_over_spy": 0.2590025642505016}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 6.868505020159696, "revenue_cagr_3y": -0.03466021581325163, "revenue_cagr_5y": -0.027147650339679252, "earnings_cagr_3y": 0.4242544721865418, "quarterly_revenue_growth_yoy": -0.007184566938763032, "quarterly_earnings_growth_yoy": 9.27891156462585, "revenue_growth_qoq": -0.13444213444213443, "gross_margin": 0.15643283857855514, "operating_margin": 0.10091149842951284, "net_margin": 0.09305906263472316, "roa_ttm": 0.03840007382209713, "roe_ttm": 0.1893759179198643, "debt_to_ebitda": 4.397462249980236, "net_debt_to_ebitda": 3.543284054075421, "interest_coverage": 101.192, "debt_to_equity": 2.3012018285997975, "current_ratio": 1.0755735492577598, "quick_ratio": 0.9174822792605113, "fcf_to_ebitda": -0.24476243181279153, "capex_to_revenue": 0.18459713701431493, "working_capital_to_revenue": 0.04718200408997955, "capital_efficiency": 0.11388799587098072, "financial_health": -1.4851644845434895, "margin_quality": 0.1168011332142637, "growth_momentum": 4.635863498843544, "company_age_years": 10.365503080082135, "ebitda": 25298000000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 5.900623038239563, "revenue_cagr_3y": -0.024088471632689012, "revenue_cagr_5y": -0.04213219405793811, "earnings_cagr_3y": 0.058691538065234194, "quarterly_revenue_growth_yoy": 1.0364167362021695, "quarterly_earnings_growth_yoy": 4.741424802110818, "revenue_growth_qoq": 0.05213401490423108, "gross_margin": 0.14654491175695847, "operating_margin": 0.08435039658149676, "net_margin": 0.08300406825299265, "roa_ttm": 0.05272473873359718, "roe_ttm": 0.24674369544601213, "debt_to_ebitda": 3.742549529177495, "net_debt_to_ebitda": 2.9689830908906814, "interest_coverage": 121.93004115226337, "debt_to_equity": 2.146122433180437, "current_ratio": 1.104236008073679, "quick_ratio": 0.9291013353651201, "fcf_to_ebitda": -0.02298423841506632, "capex_to_revenue": 0.19359204806680083, "working_capital_to_revenue": 0.055843997737021894, "capital_efficiency": 0.14973421708980467, "financial_health": -1.389622475609396, "margin_quality": 0.10463312553048264, "growth_momentum": 2.8889207691564938, "company_age_years": 10.614647501711156, "ebitda": 29629000000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 6.235734273479031, "revenue_cagr_3y": -0.09216517007412406, "revenue_cagr_5y": -0.08962694159539475, "earnings_cagr_3y": -0.015226730193185545, "quarterly_revenue_growth_yoy": -0.2452367531003382, "quarterly_earnings_growth_yoy": -0.40173053152039556, "revenue_growth_qoq": -0.21623203676061697, "gross_margin": 0.14164083797005117, "operating_margin": 0.06142873146868815, "net_margin": 0.09036931924269016, "roa_ttm": 0.046630365069983276, "roe_ttm": 0.20542936288088642, "debt_to_ebitda": 4.022186946249262, "net_debt_to_ebitda": 3.3811281748375666, "interest_coverage": 117.77391304347826, "debt_to_equity": 2.0120590951061863, "current_ratio": 1.0811663493210657, "quick_ratio": 0.8791677669525093, "fcf_to_ebitda": -0.46784554046072063, "capex_to_revenue": 0.21189417892437643, "working_capital_to_revenue": 0.04460126166582658, "capital_efficiency": 0.12602986397543486, "financial_health": -1.296257110605122, "margin_quality": 0.09781296289380982, "growth_momentum": -0.32348364231036686, "company_age_years": 10.86652977412731, "ebitda": 27088000000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 6.818426865787734, "revenue_cagr_3y": -0.04367795117499007, "revenue_cagr_5y": -0.0522408774485692, "earnings_cagr_3y": -0.05207794810943467, "quarterly_revenue_growth_yoy": -0.1048563356255664, "quarterly_earnings_growth_yoy": -0.3882642304989459, "revenue_growth_qoq": 0.25411703200268865, "gross_margin": 0.11904478323010957, "operating_margin": 0.04525964745116722, "net_margin": 0.05184016198189614, "roa_ttm": 0.04094100147925367, "roe_ttm": 0.16769884841992502, "debt_to_ebitda": 4.2538404698012675, "net_debt_to_ebitda": 3.473418115350212, "interest_coverage": 113.27312775330397, "debt_to_equity": 1.8307947241564007, "current_ratio": 1.1034162993226535, "quick_ratio": 0.9288651757875497, "fcf_to_ebitda": -0.2692412398397698, "capex_to_revenue": 0.17409687883846178, "working_capital_to_revenue": 0.06058864287738969, "capital_efficiency": 0.10431992494958935, "financial_health": -1.1843860760474023, "margin_quality": 0.07204819755439097, "growth_momentum": -0.24656028306225614, "company_age_years": 11.118412046543463, "ebitda": 25713000000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2023-03-31", "company_multiple": 6.145685262281432, "revenue_cagr_3y": 0.06924348116504597, "revenue_cagr_5y": 0.02065833332944833, "earnings_cagr_3y": 1.0121146777404255, "quarterly_revenue_growth_yoy": 0.11134272770227077, "quarterly_earnings_growth_yoy": -0.18509697175910172, "revenue_growth_qoq": -0.07244594970771087, "gross_margin": 0.1281980742778542, "operating_margin": 0.06447417781668126, "net_margin": 0.05989746154808053, "roa_ttm": 0.03517175772647601, "roe_ttm": 0.13439329106859196, "debt_to_ebitda": 4.763572023313905, "net_debt_to_ebitda": 4.004746044962531, "interest_coverage": 102.64957264957265, "debt_to_equity": 1.6374629706484252, "current_ratio": 1.095880689693408, "quick_ratio": 0.8989743305427732, "fcf_to_ebitda": -0.2121565362198168, "capex_to_revenue": 0.13761975861639916, "working_capital_to_revenue": 0.053794948363817346, "capital_efficiency": 0.08478252439753399, "financial_health": -1.0395531281897874, "margin_quality": 0.08418990454753866, "growth_momentum": -0.03687712202841548, "company_age_years": 12.36413415468857, "ebitda": 24020000000.0, "spy_multiple": 12.0, "sector_multiple": 21.211418685121107, "sector_premium_over_spy": 0.7676182237600921}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 5.6645485276748255, "revenue_cagr_3y": 0.0754413211478544, "revenue_cagr_5y": 0.042783107362309725, "earnings_cagr_3y": -0.08842988595154488, "quarterly_revenue_growth_yoy": 0.05354755538579068, "quarterly_earnings_growth_yoy": -0.07291981845688351, "revenue_growth_qoq": -0.013766286008000537, "gross_margin": 0.12136593324420475, "operating_margin": 0.06827400240193968, "net_margin": 0.0694296526251388, "roa_ttm": 0.03558332297971282, "roe_ttm": 0.13459550184625713, "debt_to_ebitda": 4.8414857654869055, "net_debt_to_ebitda": 3.814157129475013, "interest_coverage": 107.21834061135371, "debt_to_equity": 1.5961463578382007, "current_ratio": 1.1435757074984507, "quick_ratio": 0.9603491014253254, "fcf_to_ebitda": -0.0328269457907384, "capex_to_revenue": 0.13783137854638283, "working_capital_to_revenue": 0.08083339632845073, "capital_efficiency": 0.08508941241298497, "financial_health": -0.9876129304437666, "margin_quality": 0.08635652942376108, "growth_momentum": -0.009686131535546417, "company_age_years": 12.865160848733744, "ebitda": 24553000000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2023-12-31", "company_multiple": 6.4998889467291345, "revenue_cagr_3y": 0.04633850883157464, "revenue_cagr_5y": 0.022791896294761527, "earnings_cagr_3y": -0.09621793476596241, "quarterly_revenue_growth_yoy": -0.002992483993690266, "quarterly_earnings_growth_yoy": 0.05102551275637819, "revenue_growth_qoq": -0.02610409915932111, "gross_margin": 0.07699108867121152, "operating_margin": 0.021359268479955326, "net_margin": 0.04888433886316573, "roa_ttm": 0.0370828816687663, "roe_ttm": 0.15751485548953115, "debt_to_ebitda": 5.281146972063161, "net_debt_to_ebitda": 4.463300364393545, "interest_coverage": 103.83783783783784, "debt_to_equity": 1.8937404722645677, "current_ratio": 1.0759489650060883, "quick_ratio": 0.9016570490761819, "fcf_to_ebitda": -0.15963907686968593, "capex_to_revenue": 0.1432129514321295, "working_capital_to_revenue": 0.04174183261368001, "capital_efficiency": 0.09729886857914873, "financial_health": -1.2185318551583755, "margin_quality": 0.04907823200477753, "growth_momentum": 0.024016514381343963, "company_age_years": 13.117043121149898, "ebitda": 23052000000.0, "spy_multiple": 12.0, "sector_multiple": 20.587340039569256, "sector_premium_over_spy": 0.7156116699641046}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2024-03-31", "company_multiple": 6.566656929432876, "revenue_cagr_3y": 0.09822505657762015, "revenue_cagr_5y": 0.04282552195916001, "earnings_cagr_3y": -0.0046543226916995195, "quarterly_revenue_growth_yoy": 0.07575340752782293, "quarterly_earnings_growth_yoy": 0.24425887265135698, "revenue_growth_qoq": 0.0008143511947695387, "gross_margin": 0.137443623006463, "operating_margin": 0.08690193890361278, "net_margin": 0.06927976937741201, "roa_ttm": 0.038725048898915725, "roe_ttm": 0.1608306555752425, "debt_to_ebitda": 5.1010724867504065, "net_debt_to_ebitda": 4.365146267161874, "interest_coverage": 109.42009132420091, "debt_to_equity": 1.8354455088741404, "current_ratio": 1.1600945770726871, "quick_ratio": 0.9690554278305022, "fcf_to_ebitda": -0.17727329633184494, "capex_to_revenue": 0.14435784092273732, "working_capital_to_revenue": 0.0840219361700911, "capital_efficiency": 0.09977785223707912, "financial_health": -1.231490705185661, "margin_quality": 0.0978751104291626, "growth_momentum": 0.16000614008958997, "company_age_years": 13.366187542778919, "ebitda": 23963000000.0, "spy_multiple": 12.0, "sector_multiple": 20.335978487083786, "sector_premium_over_spy": 0.6946648739236487}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 6.271386012426318, "revenue_cagr_3y": 0.11973414357291023, "revenue_cagr_5y": 0.05872989859908739, "earnings_cagr_3y": 0.011273465706159058, "quarterly_revenue_growth_yoy": 0.07198247927235345, "quarterly_earnings_growth_yoy": 0.1430241621200312, "revenue_growth_qoq": 0.11517180452875808, "gross_margin": 0.1301701134089393, "operating_margin": 0.08074132755170113, "net_margin": 0.0611449299533022, "roa_ttm": 0.03915096340067007, "roe_ttm": 0.1614092346247432, "debt_to_ebitda": 5.035685837183368, "net_debt_to_ebitda": 4.13891986617811, "interest_coverage": 121.88349514563107, "debt_to_equity": 1.842204187489983, "current_ratio": 1.1751308159349014, "quick_ratio": 0.990520432452838, "fcf_to_ebitda": -0.26099251234666243, "capex_to_revenue": 0.14562136423870808, "working_capital_to_revenue": 0.09377737349235227, "capital_efficiency": 0.10028009901270662, "financial_health": -1.2075325759479216, "margin_quality": 0.09068545697131421, "growth_momentum": 0.10750332069619231, "company_age_years": 13.61533196440794, "ebitda": 25108000000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2024-09-30", "company_multiple": 6.139063404575915, "revenue_cagr_3y": 0.22108127374341024, "revenue_cagr_5y": 0.06567807277534965, "earnings_cagr_3y": 0.08088459685801808, "quarterly_revenue_growth_yoy": 0.10480161337835082, "quarterly_earnings_growth_yoy": -0.0026109660574412533, "revenue_growth_qoq": 0.01642761841227485, "gross_margin": 0.13118385429485602, "operating_margin": 0.07488309131183854, "net_margin": 0.06267946509147593, "roa_ttm": 0.03826623203785834, "roe_ttm": 0.15605836329033623, "debt_to_ebitda": 5.069630040842222, "net_debt_to_ebitda": 4.128117689043974, "interest_coverage": 122.42233009708738, "debt_to_equity": 1.8023683654049483, "current_ratio": 1.2090443417868704, "quick_ratio": 1.0275604160774332, "fcf_to_ebitda": -0.24953408144652842, "capex_to_revenue": 0.14196270735618471, "working_capital_to_revenue": 0.10921808041944647, "capital_efficiency": 0.09716229766409729, "financial_health": -1.2105006195321346, "margin_quality": 0.08958213689939017, "growth_momentum": 0.051095323660454786, "company_age_years": 13.867214236824093, "ebitda": 25219000000.0, "spy_multiple": 12.0, "sector_multiple": 19.829865067894143, "sector_premium_over_spy": 0.6524887556578454}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2020-10-31", "company_multiple": 35.20031603121725, "revenue_cagr_3y": 0.04092089813993738, "revenue_cagr_5y": 0.06172615070506837, "earnings_cagr_3y": -0.21809483146451758, "quarterly_revenue_growth_yoy": -0.02457914373608285, "quarterly_earnings_growth_yoy": -0.6463044439412076, "revenue_growth_qoq": 0.3984773785791549, "gross_margin": 0.2778232786231169, "operating_margin": 0.10787082944800505, "net_margin": 0.03494385018120878, "roa_ttm": 0.024146294237711828, "roe_ttm": 0.10054033786270258, "debt_to_ebitda": 0.7879376990299688, "net_debt_to_ebitda": 0.0, "interest_coverage": 25.763501891984863, "debt_to_equity": 0.1954669651282843, "current_ratio": 1.6532674688561506, "quick_ratio": 1.2396339178547753, "fcf_to_ebitda": 2.7371329002797267, "capex_to_revenue": 0.03889435327406381, "working_capital_to_revenue": 0.20282546216371222, "capital_efficiency": 0.06234331605020721, "financial_health": 0.35130390068433925, "margin_quality": 0.1402126527507769, "growth_momentum": -0.3354417938386452, "company_age_years": 34.313483915126625, "ebitda": 748945000.0, "spy_multiple": 20.0, "sector_multiple": 31.35111045261875, "sector_premium_over_spy": 0.5675555226309377}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2017-04-30", "company_multiple": 12.510137156134988, "revenue_cagr_3y": 0.10597001997232325, "revenue_cagr_5y": 0.12738043522360942, "earnings_cagr_3y": 0.18075133809537247, "quarterly_revenue_growth_yoy": 0.05003067509424519, "quarterly_earnings_growth_yoy": -0.31079054173283926, "revenue_growth_qoq": -0.34133351900144315, "gross_margin": 0.4937373512176465, "operating_margin": 0.08730038227431113, "net_margin": 0.060053007166922606, "roa_ttm": 0.17975821053926655, "roe_ttm": 0.21465740932427188, "debt_to_ebitda": 0.07437542885659036, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.595116817512103, "debt_to_equity": 0.02831072793608605, "current_ratio": 5.49917222160186, "quick_ratio": 4.023493370490307, "fcf_to_ebitda": 0.4348488865323436, "capex_to_revenue": 0.060251149868963266, "working_capital_to_revenue": 0.39115087352897604, "capital_efficiency": 0.19720780993176923, "financial_health": 0.4338993645818705, "margin_quality": 0.21369691355296008, "growth_momentum": -0.13037993331929704, "company_age_years": 9.760438056125942, "ebitda": 512992000.0, "spy_multiple": 15.0, "sector_multiple": 12.432418450926857, "sector_premium_over_spy": -0.17117210327154286}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2017-10-31", "company_multiple": 14.597574167552661, "revenue_cagr_3y": 0.13856981149502512, "revenue_cagr_5y": 0.1435515823061997, "earnings_cagr_3y": -0.008379785176834242, "quarterly_revenue_growth_yoy": 0.1370312408158467, "quarterly_earnings_growth_yoy": -0.13679431793219593, "revenue_growth_qoq": 0.06533644033084705, "gross_margin": 0.5201173471530715, "operating_margin": 0.1382641538695159, "net_margin": 0.09522178676548985, "roa_ttm": 0.15986291950531517, "roe_ttm": 0.1935134344068288, "debt_to_ebitda": 0.28011529416583963, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.111200624969484, "debt_to_equity": 0.10584784376855727, "current_ratio": 4.9395744397843515, "quick_ratio": 3.2898240480178904, "fcf_to_ebitda": 0.5001778196517714, "capex_to_revenue": 0.05994098757966617, "working_capital_to_revenue": 0.3775500245187962, "capital_efficiency": 0.17668817695607197, "financial_health": 0.3778397383473733, "margin_quality": 0.2512010959293591, "growth_momentum": 0.0001184614418253821, "company_age_years": 10.264202600958248, "ebitda": 537061000.0, "spy_multiple": 15.0, "sector_multiple": 13.120978622903166, "sector_premium_over_spy": -0.1252680918064556}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2018-01-31", "company_multiple": 16.26391194851691, "revenue_cagr_3y": 0.15520091982231743, "revenue_cagr_5y": 0.13854119638166873, "earnings_cagr_3y": 0.02609913368338046, "quarterly_revenue_growth_yoy": 0.17578803453426842, "quarterly_earnings_growth_yoy": -0.12027766555257649, "revenue_growth_qoq": 0.5004442520249816, "gross_margin": 0.5625644647621344, "operating_margin": 0.2759231784599947, "net_margin": 0.12894136748198218, "roa_ttm": 0.12942917202698245, "roe_ttm": 0.1619714958421, "debt_to_ebitda": 0.2967295495229452, "net_debt_to_ebitda": 0.0, "interest_coverage": 217.1329250720461, "debt_to_equity": 0.11199842200180343, "current_ratio": 4.908721180595903, "quick_ratio": 3.7823908570803626, "fcf_to_ebitda": 0.5499244310763304, "capex_to_revenue": 0.059589737356564164, "working_capital_to_revenue": 0.431712291459134, "capital_efficiency": 0.14570033393454124, "financial_health": 0.4956264326491644, "margin_quality": 0.3224763369013704, "growth_momentum": 0.027755184490845963, "company_age_years": 10.516084873374401, "ebitda": 602761000.0, "spy_multiple": 15.0, "sector_multiple": 15.333311529999404, "sector_premium_over_spy": 0.022220768666626922}, {"ticker": "LULU", "sector": "Consumer Cyclical", "quarter_date": "2023-01-31", "company_multiple": 18.96643829425372, "revenue_cagr_3y": 0.2564337917761601, "revenue_cagr_5y": 0.24442561079687186, "earnings_cagr_3y": -0.2619542646024854, "quarterly_revenue_growth_yoy": 0.3018745364853815, "quarterly_earnings_growth_yoy": -0.7242580045293023, "revenue_growth_qoq": 0.492732198855182, "gross_margin": 0.5511213137275699, "operating_margin": 0.11343592230137547, "net_margin": 0.04322438757243389, "roa_ttm": 0.15245125857895023, "roe_ttm": 0.27146858214830477, "debt_to_ebitda": 0.10306194658690183, "net_debt_to_ebitda": 0.0, "interest_coverage": 96.95070625540501, "debt_to_equity": 0.06604803926830516, "current_ratio": 2.1173148603603544, "quick_ratio": 1.1473584604724039, "fcf_to_ebitda": 0.1624465046394031, "capex_to_revenue": 0.07874429228811279, "working_capital_to_revenue": 0.20556701803756555, "capital_efficiency": 0.21195992036362749, "financial_health": 0.2059673931227147, "margin_quality": 0.2359272078671264, "growth_momentum": -0.21119173402196043, "company_age_years": 15.515400410677618, "ebitda": 2017932000.0, "spy_multiple": 12.0, "sector_multiple": 16.501989440203765, "sector_premium_over_spy": 0.3751657866836471}, {"ticker": "ETSY", "sector": "Consumer Cyclical", "quarter_date": "2024-06-30", "company_multiple": 22.10763961125518, "revenue_cagr_3y": 0.06993435584411212, "revenue_cagr_5y": 0.2903505203581953, "earnings_cagr_3y": -0.18594165438444, "quarterly_revenue_growth_yoy": 0.03010132363136771, "quarterly_earnings_growth_yoy": -0.14390696923201163, "revenue_growth_qoq": 0.002867077222217062, "gross_margin": 0.7158254168686304, "operating_margin": 0.10831792234094775, "net_margin": 0.08182233569926799, "roa_ttm": 0.11728540804088741, "roe_ttm": -0.4521682026343473, "debt_to_ebitda": 5.554850827658079, "net_debt_to_ebitda": 3.7148299847313444, "interest_coverage": 119.21698930944814, "debt_to_equity": 3.6094510831564293, "current_ratio": 2.4075148143883363, "quick_ratio": 2.4075148143883363, "fcf_to_ebitda": 1.6728896536681128, "capex_to_revenue": 0.015673874903332295, "working_capital_to_revenue": 0.28658403742050165, "capital_efficiency": -0.16744139729672997, "financial_health": 3.9100680008223474, "margin_quality": 0.30198855830294874, "growth_momentum": -0.05690282280032196, "company_age_years": 9.207392197125257, "ebitda": 412610000.0, "spy_multiple": 12.0, "sector_multiple": 21.197908872898537, "sector_premium_over_spy": 0.7664924060748781}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2019-07-31", "company_multiple": 16.122009406890463, "revenue_cagr_3y": 0.09594169302467126, "revenue_cagr_5y": 0.09721235632556202, "earnings_cagr_3y": 0.6065694456386335, "quarterly_revenue_growth_yoy": 0.10149568962084063, "quarterly_earnings_growth_yoy": 0.19180630522710937, "revenue_growth_qoq": 0.015465961422905166, "gross_margin": 0.41523607283841185, "operating_margin": 0.09475393022876044, "net_margin": 0.050959048730678774, "roa_ttm": 0.08392693696562545, "roe_ttm": 1.3439615151505535, "debt_to_ebitda": 0.36648863845644447, "net_debt_to_ebitda": 0.23952174020942804, "interest_coverage": 56.986155563825825, "debt_to_equity": 0.8903651427791722, "current_ratio": 0.9013055493065647, "quick_ratio": 0.2752172115448924, "fcf_to_ebitda": 0.47682825045160127, "capex_to_revenue": 0.04877888484771449, "working_capital_to_revenue": -0.0187571318382593, "capital_efficiency": 0.7139442260580895, "financial_health": 0.019262501444088174, "margin_quality": 0.18698301726595035, "growth_momentum": 0.146650997423975, "company_age_years": 5.8261464750171115, "ebitda": 765609000.0, "spy_multiple": 15.0, "sector_multiple": 15.458605740241577, "sector_premium_over_spy": 0.030573716016105035}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2019-10-31", "company_multiple": 16.75083966499575, "revenue_cagr_3y": 0.09687423210565393, "revenue_cagr_5y": 0.0899609188860726, "earnings_cagr_3y": 0.43851604588518733, "quarterly_revenue_growth_yoy": 0.0849260005435849, "quarterly_earnings_growth_yoy": 0.25517573423206547, "revenue_growth_qoq": 0.07279803845595294, "gross_margin": 0.42543298444435207, "operating_margin": 0.09760334951396324, "net_margin": 0.05418076995233436, "roa_ttm": 0.08046028142633062, "roe_ttm": 1.1316536768236003, "debt_to_ebitda": 0.38093589344084655, "net_debt_to_ebitda": 0.20074607821638832, "interest_coverage": 64.18725821055232, "debt_to_equity": 0.7585983227269477, "current_ratio": 0.8802590868885314, "quick_ratio": 0.25550338818371704, "fcf_to_ebitda": 0.5222855281600285, "capex_to_revenue": 0.04727605082590683, "working_capital_to_revenue": -0.027256624387260106, "capital_efficiency": 0.6060569791249655, "financial_health": 0.025512806243460157, "margin_quality": 0.19240570130354986, "growth_momentum": 0.17005086738782518, "company_age_years": 6.078028747433265, "ebitda": 779811000.0, "spy_multiple": 15.0, "sector_multiple": 15.710496502262624, "sector_premium_over_spy": 0.0473664334841748}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2020-01-31", "company_multiple": 16.872928322982524, "revenue_cagr_3y": 0.09389942983663735, "revenue_cagr_5y": 0.07997873362001506, "earnings_cagr_3y": 0.18004625052814238, "quarterly_revenue_growth_yoy": 0.10799912898250372, "quarterly_earnings_growth_yoy": 0.11919653270120585, "revenue_growth_qoq": 0.23755025787527845, "gross_margin": 0.42171844739072084, "operating_margin": 0.15962406154955014, "net_margin": 0.09364647316012424, "roa_ttm": 0.08314760883318653, "roe_ttm": 0.8806529975442536, "debt_to_ebitda": 0.3564058449430239, "net_debt_to_ebitda": 0.0, "interest_coverage": 84.50591016548464, "debt_to_equity": 0.5789313243043156, "current_ratio": 0.9695396610303981, "quick_ratio": 0.43787027986163224, "fcf_to_ebitda": 0.655608319812007, "capex_to_revenue": 0.045247038253504665, "working_capital_to_revenue": -0.006119032706387841, "capital_efficiency": 0.48190030318872007, "financial_health": 0.07205651769199045, "margin_quality": 0.2249963273667984, "growth_momentum": 0.11359783084185479, "company_age_years": 6.329911019849418, "ebitda": 857904000.0, "spy_multiple": 20.0, "sector_multiple": 15.547386222137732, "sector_premium_over_spy": -0.22263068889311344}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2021-10-31", "company_multiple": 18.93727602193876, "revenue_cagr_3y": 0.11955079518600331, "revenue_cagr_5y": 0.11285955411757986, "earnings_cagr_3y": -0.4383027041333998, "quarterly_revenue_growth_yoy": 0.3821831922230793, "quarterly_earnings_growth_yoy": 0.6989770459081837, "revenue_growth_qoq": 0.03978131969509026, "gross_margin": 0.41478032966293255, "operating_margin": 0.0871107482449607, "net_margin": 0.0059144769841769605, "roa_ttm": 0.06089688584243621, "roe_ttm": 0.6182933481397364, "debt_to_ebitda": 0.3635308160215086, "net_debt_to_ebitda": 0.0, "interest_coverage": 63.512268498942916, "debt_to_equity": 0.5027727128780829, "current_ratio": 1.3330472061726526, "quick_ratio": 0.8234287651569251, "fcf_to_ebitda": 0.652246453269132, "capex_to_revenue": 0.033145992835831126, "working_capital_to_revenue": 0.07706639180020802, "capital_efficiency": 0.3395951169910863, "financial_health": 0.16287595184661577, "margin_quality": 0.1692685182973567, "growth_momentum": 0.5405801190656314, "company_age_years": 8.07939767282683, "ebitda": 991362999.0, "spy_multiple": 20.0, "sector_multiple": 16.746714422158547, "sector_premium_over_spy": -0.1626642788920727}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2024-07-31", "company_multiple": 18.594112986182257, "revenue_cagr_3y": 0.036244005828319326, "revenue_cagr_5y": 0.08227759777248189, "earnings_cagr_3y": -0.10403832165329963, "quarterly_revenue_growth_yoy": 0.13381001350440447, "quarterly_earnings_growth_yoy": 1.3876731839958565, "revenue_growth_qoq": 0.04406836106151495, "gross_margin": 0.4285651674408922, "operating_margin": 0.07922301225193096, "net_margin": 0.029932841838451123, "roa_ttm": 0.054757591828405935, "roe_ttm": 0.40013846106413214, "debt_to_ebitda": 1.863093572695266, "net_debt_to_ebitda": 1.1767204572284427, "interest_coverage": 57.981244723193825, "debt_to_equity": 1.6735495456104013, "current_ratio": 1.0363843747633288, "quick_ratio": 0.4751601332014477, "fcf_to_ebitda": 0.3544061282756684, "capex_to_revenue": 0.06918132795105528, "working_capital_to_revenue": 0.00774596585654001, "capital_efficiency": 0.22744802644626905, "financial_health": -1.0690227038380464, "margin_quality": 0.17924034051042478, "growth_momentum": 0.7607415987501305, "company_age_years": 10.82819986310746, "ebitda": 961445000.0, "spy_multiple": 12.0, "sector_multiple": 15.568068028036343, "sector_premium_over_spy": 0.297339002336362}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2024-10-31", "company_multiple": 17.008839822703766, "revenue_cagr_3y": 0.031806398260615154, "revenue_cagr_5y": 0.07276646322604252, "earnings_cagr_3y": 0.8807144685524602, "quarterly_revenue_growth_yoy": 0.10554016826321055, "quarterly_earnings_growth_yoy": 0.8660171778130213, "revenue_growth_qoq": 0.026480176188213293, "gross_margin": 0.4393439641659106, "operating_margin": 0.08739145303200122, "net_margin": 0.035817089587200306, "roa_ttm": 0.05570730771326304, "roe_ttm": 0.410234917622267, "debt_to_ebitda": 2.083600098497907, "net_debt_to_ebitda": 1.238685052942625, "interest_coverage": 57.13602341155946, "debt_to_equity": 1.845092879378484, "current_ratio": 1.1690143966198598, "quick_ratio": 0.5430180108740473, "fcf_to_ebitda": 0.787170647623738, "capex_to_revenue": 0.09828127904220474, "working_capital_to_revenue": 0.03713364041837672, "capital_efficiency": 0.23297111266776502, "financial_health": -1.243998566276895, "margin_quality": 0.18751750226170405, "growth_momentum": 0.48577867303811595, "company_age_years": 11.080082135523615, "ebitda": 1015250000.0, "spy_multiple": 12.0, "sector_multiple": 15.791287711239098, "sector_premium_over_spy": 0.31594064260325827}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2020-07-31", "company_multiple": 33.637463394143595, "revenue_cagr_3y": 0.14572792344075425, "revenue_cagr_5y": 0.18521997267878776, "earnings_cagr_3y": 0.20744324496840094, "quarterly_revenue_growth_yoy": 0.0208672735984667, "quarterly_earnings_growth_yoy": 0.026013665845790988, "revenue_growth_qoq": 1.1210160329319707, "gross_margin": 0.3281758231442585, "operating_margin": 0.07777803853465068, "net_margin": 0.06942104151510173, "roa_ttm": 0.0497748528056785, "roe_ttm": 0.13752512241782983, "debt_to_ebitda": 0.7477722607674063, "net_debt_to_ebitda": 0.0, "interest_coverage": 360.904, "debt_to_equity": 0.1863886567535275, "current_ratio": 1.5579926432236553, "quick_ratio": 0.7549816626751467, "fcf_to_ebitda": -0.06296965398000576, "capex_to_revenue": 0.12580568309926182, "working_capital_to_revenue": 0.12079438299291134, "capital_efficiency": 0.09364998761175417, "financial_health": 0.08015910035110664, "margin_quality": 0.15845830106467032, "growth_momentum": 0.02344046972212884, "company_age_years": 8.032854209445585, "ebitda": 180452000.0, "spy_multiple": 20.0, "sector_multiple": 28.16704223648459, "sector_premium_over_spy": 0.4083521118242295}, {"ticker": "FIVE", "sector": "Consumer Cyclical", "quarter_date": "2021-01-31", "company_multiple": 42.76855431576459, "revenue_cagr_3y": 0.19362205620328443, "revenue_cagr_5y": 0.2134237381744113, "earnings_cagr_3y": 0.22526427186379272, "quarterly_revenue_growth_yoy": 0.24942005151863547, "quarterly_earnings_growth_yoy": 0.12288220051823799, "revenue_growth_qoq": 0.8012773439303084, "gross_margin": 0.3971164127783589, "operating_margin": 0.19755996990148092, "net_margin": 0.14436223521107402, "roa_ttm": 0.05329298375216544, "roe_ttm": 0.13988315950134145, "debt_to_ebitda": 0.6383014793796956, "net_debt_to_ebitda": 0.0, "interest_coverage": 311.74965229485395, "debt_to_equity": 0.16223638883030234, "current_ratio": 1.733910987674157, "quick_ratio": 1.088314550003443, "fcf_to_ebitda": 0.7395872370041223, "capex_to_revenue": 0.1020260053197101, "working_capital_to_revenue": 0.16295651119162424, "capital_efficiency": 0.09658807162675345, "financial_health": 0.11611650401551774, "margin_quality": 0.24634620596363796, "growth_momentum": 0.18615112601843672, "company_age_years": 8.536618754277892, "ebitda": 224148000.0, "spy_multiple": 20.0, "sector_multiple": 41.99918295384987, "sector_premium_over_spy": 1.0999591476924935}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2016-03-31", "company_multiple": 18.75627164333852, "revenue_cagr_3y": 0.12046900849506925, "revenue_cagr_5y": 0.12379973029226798, "earnings_cagr_3y": 0.13783123841588796, "quarterly_revenue_growth_yoy": 0.0941601840692451, "quarterly_earnings_growth_yoy": 0.16205293998787634, "revenue_growth_qoq": -0.07077323904345399, "gross_margin": 0.30371304974765684, "operating_margin": 0.1730753825202275, "net_margin": 0.11517664023071376, "roa_ttm": 0.20303688675176126, "roe_ttm": 0.4989400541750088, "debt_to_ebitda": 0.6213582166925868, "net_debt_to_ebitda": 0.3529497148781752, "interest_coverage": 263.5245901639344, "debt_to_equity": 0.5881717897381541, "current_ratio": 0.8925124103695532, "quick_ratio": 0.5953300239014525, "fcf_to_ebitda": 0.5325868325557284, "capex_to_revenue": 0.06771414542695174, "working_capital_to_revenue": -0.02319629811483581, "capital_efficiency": 0.35098847046338505, "financial_health": -0.3770387231548338, "margin_quality": 0.19732169083286602, "growth_momentum": 0.12810656202856072, "company_age_years": 23.761806981519506, "ebitda": 4822500000.0, "spy_multiple": 15.0, "sector_multiple": 17.099824266742843, "sector_premium_over_spy": 0.13998828444952283}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2016-06-30", "company_multiple": 17.3183736954507, "revenue_cagr_3y": 0.11930042522286954, "revenue_cagr_5y": 0.12303781716356332, "earnings_cagr_3y": 0.21755008417599742, "quarterly_revenue_growth_yoy": 0.07309677948045562, "quarterly_earnings_growth_yoy": 0.20328705919897877, "revenue_growth_qoq": 0.049026676279740444, "gross_margin": 0.3146811760213822, "operating_margin": 0.19516991218022145, "net_margin": 0.143967163039328, "roa_ttm": 0.1929633056704161, "roe_ttm": 0.4665140340452305, "debt_to_ebitda": 0.725752508361204, "net_debt_to_ebitda": 0.2942337913527018, "interest_coverage": 227.67889908256882, "debt_to_equity": 0.6295571323709322, "current_ratio": 1.1439272590219542, "quick_ratio": 0.831786488269104, "fcf_to_ebitda": 0.5735785953177257, "capex_to_revenue": 0.06773556860547285, "working_capital_to_revenue": 0.029776554009600623, "capital_efficiency": 0.3297386698578233, "financial_health": -0.40485360751565913, "margin_quality": 0.21793941708031053, "growth_momentum": 0.1381919193397172, "company_age_years": 24.01095140314853, "ebitda": 4963400000.0, "spy_multiple": 15.0, "sector_multiple": 16.858555800186437, "sector_premium_over_spy": 0.12390372001242911}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2016-03-31", "company_multiple": 18.518580626699098, "revenue_cagr_3y": 0.40994089205563755, "revenue_cagr_5y": 0.1072049445385439, "earnings_cagr_3y": 0.48611224741191905, "quarterly_revenue_growth_yoy": -0.01585770920390014, "quarterly_earnings_growth_yoy": 0.945364238410596, "revenue_growth_qoq": -0.13103122043519394, "gross_margin": 0.46390854654327707, "operating_margin": 0.35993467610234076, "net_margin": 0.12792596624931954, "roa_ttm": 0.022804842666103976, "roe_ttm": 0.08823529411764706, "debt_to_ebitda": 6.097581914436972, "net_debt_to_ebitda": 5.506724853340964, "interest_coverage": 13.186792452830188, "debt_to_equity": 1.7396415887659713, "current_ratio": 1.3273857799405244, "quick_ratio": 1.2473641524736416, "fcf_to_ebitda": 0.7403777364429819, "capex_to_revenue": 0.02266310001486105, "working_capital_to_revenue": 0.08998365284589092, "capital_efficiency": 0.055520068391875524, "financial_health": -1.6843168779190787, "margin_quality": 0.3172563962983124, "growth_momentum": 0.4647532646033479, "company_age_years": 9.869952087611225, "ebitda": 1397800000.0, "spy_multiple": 15.0, "sector_multiple": 17.099824266742843, "sector_premium_over_spy": 0.13998828444952283}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2016-06-30", "company_multiple": 17.3957085956572, "revenue_cagr_3y": 0.5519148221232526, "revenue_cagr_5y": 0.1180509728151038, "earnings_cagr_3y": 0.3605092867822197, "quarterly_revenue_growth_yoy": -0.0019190174630589138, "quarterly_earnings_growth_yoy": 1.0178343949044586, "revenue_growth_qoq": 0.13249863908546544, "gross_margin": 0.4713516631417035, "operating_margin": 0.4076139203999231, "net_margin": 0.15227840799846185, "roa_ttm": 0.026786181217249422, "roe_ttm": 0.10246869123354539, "debt_to_ebitda": 5.473532057047411, "net_debt_to_ebitda": 4.832326866246948, "interest_coverage": 14.346543778801843, "debt_to_equity": 1.704497259232585, "current_ratio": 1.4306270166564925, "quick_ratio": 1.3550187494549577, "fcf_to_ebitda": 0.7264550944365926, "capex_to_revenue": 0.017619071219705604, "working_capital_to_revenue": 0.12236705159339842, "capital_efficiency": 0.0646274362253974, "financial_health": -1.6333149744395352, "margin_quality": 0.34374799718002946, "growth_momentum": 0.5079576887206998, "company_age_years": 10.119096509240247, "ebitda": 1556600000.0, "spy_multiple": 15.0, "sector_multiple": 16.858555800186437, "sector_premium_over_spy": 0.12390372001242911}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2016-09-30", "company_multiple": 17.26331926347342, "revenue_cagr_3y": 0.5754339232676238, "revenue_cagr_5y": 0.12098651038115804, "earnings_cagr_3y": 0.31136620376906654, "quarterly_revenue_growth_yoy": 0.05491811317054036, "quarterly_earnings_growth_yoy": 0.3134073441502989, "revenue_growth_qoq": 0.03412805229763507, "gross_margin": 0.4729943292739611, "operating_margin": 0.39090824579343686, "net_margin": 0.14297666635679093, "roa_ttm": 0.02859837235716444, "roe_ttm": 0.10966375641819671, "debt_to_ebitda": 5.209151526273934, "net_debt_to_ebitda": 4.429558940478375, "interest_coverage": 14.614488356927591, "debt_to_equity": 1.7012766467544402, "current_ratio": 1.5776115639969746, "quick_ratio": 1.5060089083116228, "fcf_to_ebitda": 0.6868538569768153, "capex_to_revenue": 0.012367404800312851, "working_capital_to_revenue": 0.16798650828567238, "capital_efficiency": 0.06913106438768057, "financial_health": -1.616078750578593, "margin_quality": 0.33562641380806296, "growth_momentum": 0.18416272866041963, "company_age_years": 10.3709787816564, "ebitda": 1634700000.0, "spy_multiple": 15.0, "sector_multiple": 16.307580159043678, "sector_premium_over_spy": 0.08717201060291191}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2017-03-31", "company_multiple": 19.651186497326204, "revenue_cagr_3y": 0.6074639163404321, "revenue_cagr_5y": 0.1191604863045943, "earnings_cagr_3y": 0.24905005088715515, "quarterly_revenue_growth_yoy": 0.0893848666303756, "quarterly_earnings_growth_yoy": 0.001702127659574468, "revenue_growth_qoq": -0.09969407953931977, "gross_margin": 0.4659204477313612, "operating_margin": 0.33599840095942435, "net_margin": 0.11762942234659204, "roa_ttm": 0.02957392039342247, "roe_ttm": 0.12144279882461988, "debt_to_ebitda": 5.3707664884135475, "net_debt_to_ebitda": 4.856116310160428, "interest_coverage": 16.812620636429806, "debt_to_equity": 1.9014337270988226, "current_ratio": 1.2370381990744372, "quick_ratio": 1.1716997411561692, "fcf_to_ebitda": 0.7403631907308378, "capex_to_revenue": 0.007616074173939781, "working_capital_to_revenue": 0.07147756569455285, "capital_efficiency": 0.07550835960902118, "financial_health": -1.8353502629837306, "margin_quality": 0.3065160903457925, "growth_momentum": 0.045543497144975034, "company_age_years": 10.869267624914443, "ebitda": 1795200000.0, "spy_multiple": 15.0, "sector_multiple": 19.31340235929217, "sector_premium_over_spy": 0.2875601572861446}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2017-06-30", "company_multiple": 21.08812991796417, "revenue_cagr_3y": 0.6307244244537087, "revenue_cagr_5y": 0.15935287548920596, "earnings_cagr_3y": 0.2786545797089923, "quarterly_revenue_growth_yoy": 0.08892520669102096, "quarterly_earnings_growth_yoy": -0.008838383838383838, "revenue_growth_qoq": 0.1320207875274835, "gross_margin": 0.4933345104617286, "operating_margin": 0.36585150525293547, "net_margin": 0.13860686854418647, "roa_ttm": 0.026440704224745985, "roe_ttm": 0.11771242456173964, "debt_to_ebitda": 6.32245102963335, "net_debt_to_ebitda": 4.405212344438864, "interest_coverage": 13.564723694171082, "debt_to_equity": 2.1705527349362965, "current_ratio": 3.4145430397609364, "quick_ratio": 3.340250684817797, "fcf_to_ebitda": 0.6764328366538311, "capex_to_revenue": 0.007545597629849088, "working_capital_to_revenue": 0.6732709934265346, "capital_efficiency": 0.07207656439324281, "financial_health": -2.0080877327257243, "margin_quality": 0.3325976280862835, "growth_momentum": 0.04004341142631856, "company_age_years": 11.118412046543463, "ebitda": 1791900000.0, "spy_multiple": 15.0, "sector_multiple": 19.614034919518478, "sector_premium_over_spy": 0.30760232796789855}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2018-12-31", "company_multiple": 17.05207333461317, "revenue_cagr_3y": 0.09413940079638272, "revenue_cagr_5y": 0.3916944268318725, "earnings_cagr_3y": 0.10995093915928122, "quarterly_revenue_growth_yoy": 0.12177929022848809, "quarterly_earnings_growth_yoy": -0.2425650557620818, "revenue_growth_qoq": 0.006909090909090909, "gross_margin": 0.5827374503430841, "operating_margin": 0.3730588660166125, "net_margin": 0.11773203322499097, "roa_ttm": 0.03038578024924284, "roe_ttm": 0.37988826815642457, "debt_to_ebitda": 5.717988097523517, "net_debt_to_ebitda": 5.279804185064312, "interest_coverage": 13.68988173455979, "debt_to_equity": 7.3954065797641215, "current_ratio": 1.0653409090909092, "quick_ratio": 1.0120738636363635, "fcf_to_ebitda": 0.5178537147245152, "capex_to_revenue": 0.016055259964529077, "working_capital_to_revenue": 0.01717539438065901, "capital_efficiency": 0.2051370242028337, "financial_health": -7.293589504976877, "margin_quality": 0.3578427831948958, "growth_momentum": -0.06039288276679685, "company_age_years": 12.621492128678987, "ebitda": 2083600000.0, "spy_multiple": 15.0, "sector_multiple": 16.117545304777593, "sector_premium_over_spy": 0.0745030203185062}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2019-03-31", "company_multiple": 19.887752669717774, "revenue_cagr_3y": 0.11288814213489728, "revenue_cagr_5y": 0.3935398138068624, "earnings_cagr_3y": 0.047366391660347285, "quarterly_revenue_growth_yoy": 0.009569377990430622, "quarterly_earnings_growth_yoy": -0.08783783783783784, "revenue_growth_qoq": -0.08559046587215602, "gross_margin": 0.5742496050552922, "operating_margin": 0.34281200631911535, "net_margin": 0.1066350710900474, "roa_ttm": 0.0281313107594045, "roe_ttm": 0.34644303065355697, "debt_to_ebitda": 5.701754385964913, "net_debt_to_ebitda": 5.271739130434782, "interest_coverage": 13.709803921568627, "debt_to_equity": 6.917293233082707, "current_ratio": 1.099554234769688, "quick_ratio": 1.0445765230312036, "fcf_to_ebitda": 0.6416857360793288, "capex_to_revenue": 0.015646828723107013, "working_capital_to_revenue": 0.02496041724876595, "capital_efficiency": 0.18728717070648074, "financial_health": -6.751739296798583, "margin_quality": 0.34123222748815163, "growth_momentum": -0.03913422992370361, "company_age_years": 12.867898699520875, "ebitda": 2097600000.0, "spy_multiple": 15.0, "sector_multiple": 18.696930022573362, "sector_premium_over_spy": 0.24646200150489084}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 20.78826799578261, "revenue_cagr_3y": 0.104088099292456, "revenue_cagr_5y": 0.399042709263572, "earnings_cagr_3y": -0.035776476687215175, "quarterly_revenue_growth_yoy": 0.04244229337304542, "quarterly_earnings_growth_yoy": -0.1497005988023952, "revenue_growth_qoq": 0.10584518167456557, "gross_margin": 0.58, "operating_margin": 0.3507142857142857, "net_margin": 0.10142857142857142, "roa_ttm": 0.026421173762945914, "roe_ttm": 0.3091007000538503, "debt_to_ebitda": 5.727020032588901, "net_debt_to_ebitda": 5.234352535224768, "interest_coverage": 13.461935483870969, "debt_to_equity": 6.435110393107162, "current_ratio": 1.1959508315256688, "quick_ratio": 1.1373825018076644, "fcf_to_ebitda": 0.6106584874916131, "capex_to_revenue": 0.014450281080084785, "working_capital_to_revenue": 0.049949313427333886, "capital_efficiency": 0.1677609369083981, "financial_health": -6.273090505058768, "margin_quality": 0.344047619047619, "growth_momentum": -0.05362915271467489, "company_age_years": 13.117043121149898, "ebitda": 2086600000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2019-09-30", "company_multiple": 20.265094512754633, "revenue_cagr_3y": 0.10668014534000059, "revenue_cagr_5y": 0.39207233253057083, "earnings_cagr_3y": 0.09331819069999114, "quarterly_revenue_growth_yoy": 0.06036363636363636, "quarterly_earnings_growth_yoy": 0.5, "revenue_growth_qoq": 0.041428571428571426, "gross_margin": 0.5829903978052127, "operating_margin": 0.39163237311385457, "net_margin": 0.13786008230452676, "roa_ttm": 0.028810283608252055, "roe_ttm": 0.27184054283290926, "debt_to_ebitda": 5.719398054688933, "net_debt_to_ebitda": 4.924756836116718, "interest_coverage": 14.434437086092716, "debt_to_equity": 5.28668363019508, "current_ratio": 1.090032154340836, "quick_ratio": 1.0519062930638494, "fcf_to_ebitda": 0.6139658652963846, "capex_to_revenue": 0.011745484251611146, "working_capital_to_revenue": 0.0355813742398112, "capital_efficiency": 0.15032541322058066, "financial_health": -4.828006221968177, "margin_quality": 0.370827617741198, "growth_momentum": 0.2801818181818182, "company_age_years": 13.36892539356605, "ebitda": 2179600000.0, "spy_multiple": 15.0, "sector_multiple": 18.885038463757525, "sector_premium_over_spy": 0.2590025642505016}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2019-12-31", "company_multiple": 18.685708333333334, "revenue_cagr_3y": 0.09993222832021487, "revenue_cagr_5y": 0.2885828668619741, "earnings_cagr_3y": -0.038974632722007074, "quarterly_revenue_growth_yoy": 0.06825568797399784, "quarterly_earnings_growth_yoy": 0.012269938650306749, "revenue_growth_qoq": 0.01440329218106996, "gross_margin": 0.5821501014198783, "operating_margin": 0.34550371872887087, "net_margin": 0.11156186612576065, "roa_ttm": 0.028756708407871198, "roe_ttm": 0.25823293172690764, "debt_to_ebitda": 5.549074074074074, "net_debt_to_ebitda": 4.839351851851852, "interest_coverage": 15.766423357664234, "debt_to_equity": 4.813654618473896, "current_ratio": 1.289489136817381, "quick_ratio": 1.240164415736935, "fcf_to_ebitda": 0.6546296296296297, "capex_to_revenue": 0.011065500624665358, "working_capital_to_revenue": 0.08798857754774228, "capital_efficiency": 0.14349482006738942, "financial_health": -4.653930031395708, "margin_quality": 0.34640522875817, "growth_momentum": 0.04026281331215229, "company_age_years": 13.620807665982204, "ebitda": 2160000000.0, "spy_multiple": 15.0, "sector_multiple": 17.73798334416891, "sector_premium_over_spy": 0.18253222294459404}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2020-09-30", "company_multiple": 21.96365227537923, "revenue_cagr_3y": 0.034227954884660905, "revenue_cagr_5y": 0.055678793662773396, "earnings_cagr_3y": -0.030052931025085994, "quarterly_revenue_growth_yoy": -0.08299039780521263, "quarterly_earnings_growth_yoy": -0.27860696517412936, "revenue_growth_qoq": 0.27576335877862596, "gross_margin": 0.43754674644727, "operating_margin": 0.3118922961854899, "net_margin": 0.10845175766641735, "roa_ttm": 0.024852438645542093, "roe_ttm": 0.2390098164746052, "debt_to_ebitda": 7.313302217036172, "net_debt_to_ebitda": 6.193698949824971, "interest_coverage": 14.904347826086957, "debt_to_equity": 5.349978659837815, "current_ratio": 1.6533004318322024, "quick_ratio": 1.5996298581122763, "fcf_to_ebitda": 0.6254375729288215, "capex_to_revenue": 0.01984672823737473, "working_capital_to_revenue": 0.20809589310277068, "capital_efficiency": 0.13193112756007364, "financial_health": -5.164515915851516, "margin_quality": 0.28596360009972577, "growth_momentum": -0.180798681489671, "company_age_years": 14.3709787816564, "ebitda": 1714000000.0, "spy_multiple": 20.0, "sector_multiple": 21.92943558469422, "sector_premium_over_spy": 0.09647177923471117}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2021-06-30", "company_multiple": 22.769510022271714, "revenue_cagr_3y": 0.023043949313637402, "revenue_cagr_5y": 0.06691152703457748, "earnings_cagr_3y": 0.1575180294946945, "quarterly_revenue_growth_yoy": 0.37213740458015265, "quarterly_earnings_growth_yoy": 1.4433962264150944, "revenue_growth_qoq": 0.14126984126984127, "gross_margin": 0.42211404728789986, "operating_margin": 0.33936022253129344, "net_margin": 0.18011126564673158, "roa_ttm": 0.02900047330149305, "roe_ttm": 0.2631784459195627, "debt_to_ebitda": 7.030623608017818, "net_debt_to_ebitda": 6.049554565701559, "interest_coverage": 16.943396226415093, "debt_to_equity": 4.930495900039047, "current_ratio": 1.5330503335354762, "quick_ratio": 1.4730139478471802, "fcf_to_ebitda": 0.7494432071269488, "capex_to_revenue": 0.022992768403486002, "working_capital_to_revenue": 0.1629890598924532, "capital_efficiency": 0.14608945961052788, "financial_health": -4.756282543467889, "margin_quality": 0.3138618451553083, "growth_momentum": 0.9077668154976235, "company_age_years": 15.118412046543463, "ebitda": 1796000000.0, "spy_multiple": 20.0, "sector_multiple": 20.140804289544235, "sector_premium_over_spy": 0.007040214477211704}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 20.656516027325274, "revenue_cagr_3y": 0.028283415699370762, "revenue_cagr_5y": 0.06804611546202621, "earnings_cagr_3y": 0.18148757408505567, "quarterly_revenue_growth_yoy": 0.11817501869857891, "quarterly_earnings_growth_yoy": 0.5241379310344828, "revenue_growth_qoq": 0.039638386648122394, "gross_margin": 0.4274247491638796, "operating_margin": 0.3565217391304348, "net_margin": 0.14782608695652175, "roa_ttm": 0.032711095603628754, "roe_ttm": 0.29809220985691576, "debt_to_ebitda": 6.636363636363637, "net_debt_to_ebitda": 5.70467682606411, "interest_coverage": 17.458715596330276, "debt_to_equity": 5.019475357710652, "current_ratio": 1.4748858447488584, "quick_ratio": 1.4200913242009132, "fcf_to_ebitda": 0.7630057803468208, "capex_to_revenue": 0.020897135651234012, "working_capital_to_revenue": 0.14988290398126464, "capital_efficiency": 0.16540165273027224, "financial_health": -4.842782257751368, "margin_quality": 0.3105908584169454, "growth_momentum": 0.32115647486653087, "company_age_years": 15.370294318959617, "ebitda": 1903000000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2023-06-30", "company_multiple": 22.662755980861245, "revenue_cagr_3y": 0.1920076014475951, "revenue_cagr_5y": 0.05736387587632574, "earnings_cagr_3y": 0.31493330598253566, "quarterly_revenue_growth_yoy": 0.08297742525930446, "quarterly_earnings_growth_yoy": 0.0211864406779661, "revenue_growth_qoq": 0.11635220125786164, "gross_margin": 0.40619718309859154, "operating_margin": 0.312112676056338, "net_margin": 0.13577464788732393, "roa_ttm": 0.04404962607530368, "roe_ttm": 0.3570427470217239, "debt_to_ebitda": 6.255502392344497, "net_debt_to_ebitda": 5.675119617224881, "interest_coverage": 11.0, "debt_to_equity": 4.58093903293623, "current_ratio": 1.0863095238095237, "quick_ratio": 1.0014880952380953, "fcf_to_ebitda": 0.5684210526315789, "capex_to_revenue": 0.017699115044247787, "working_capital_to_revenue": 0.02566371681415929, "capital_efficiency": 0.20054618654851378, "financial_health": -4.432847898131251, "margin_quality": 0.28469483568075116, "growth_momentum": 0.05208193296863528, "company_age_years": 17.117043121149898, "ebitda": 2090000000.0, "spy_multiple": 12.0, "sector_multiple": 21.67351319873235, "sector_premium_over_spy": 0.8061260998943627}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 20.10326530612245, "revenue_cagr_3y": 0.1117127410224652, "revenue_cagr_5y": 0.05964719203977609, "earnings_cagr_3y": 0.2022944606538346, "quarterly_revenue_growth_yoy": 0.06431054461181923, "quarterly_earnings_growth_yoy": -0.3, "revenue_growth_qoq": 0.03492957746478873, "gross_margin": 0.4148067501360915, "operating_margin": 0.31682090364725096, "net_margin": 0.1371801850843767, "roa_ttm": 0.039476535078216406, "roe_ttm": 0.31327372764786793, "debt_to_ebitda": 6.212149976269577, "net_debt_to_ebitda": 5.590412909349786, "interest_coverage": 10.805128205128206, "debt_to_equity": 4.501031636863824, "current_ratio": 1.1506518590053114, "quick_ratio": 1.073394495412844, "fcf_to_ebitda": 0.5799715234931182, "capex_to_revenue": 0.017559135103758526, "working_capital_to_revenue": 0.045276447540269917, "capital_efficiency": 0.17637513136304217, "financial_health": -4.366204636722737, "margin_quality": 0.28960261295590634, "growth_momentum": -0.11784472769409038, "company_age_years": 17.36892539356605, "ebitda": 2107000000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2023-12-31", "company_multiple": 21.150464493077266, "revenue_cagr_3y": 0.10253031436559046, "revenue_cagr_5y": 0.05622315870767092, "earnings_cagr_3y": 0.7739475432404679, "quarterly_revenue_growth_yoy": 0.07756068679692125, "quarterly_earnings_growth_yoy": 1.2183406113537119, "revenue_growth_qoq": -0.009254218835057159, "gross_margin": 0.3697802197802198, "operating_margin": 0.2571428571428571, "net_margin": 0.27912087912087913, "roa_ttm": 0.05087426788080886, "roe_ttm": 0.4152128401953943, "debt_to_ebitda": 5.851719517641804, "net_debt_to_ebitda": 5.343010272443055, "interest_coverage": 11.084158415841584, "debt_to_equity": 4.571528262386601, "current_ratio": 1.013526119402985, "quick_ratio": 0.9361007462686567, "fcf_to_ebitda": 0.537293434569004, "capex_to_revenue": 0.01708914839077186, "working_capital_to_revenue": 0.0041298775277698666, "capital_efficiency": 0.23304355403810156, "financial_health": -4.43630256870198, "margin_quality": 0.302014652014652, "growth_momentum": 0.6479506490753165, "company_age_years": 17.620807665982205, "ebitda": 2239000000.0, "spy_multiple": 12.0, "sector_multiple": 20.587340039569256, "sector_premium_over_spy": 0.7156116699641046}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2017-03-31", "company_multiple": 22.615482954545456, "revenue_cagr_3y": -0.19575645783073325, "revenue_cagr_5y": -0.12374843117465706, "earnings_cagr_3y": -0.1113548426530494, "quarterly_revenue_growth_yoy": -0.018018018018018018, "quarterly_earnings_growth_yoy": -0.23076923076923078, "revenue_growth_qoq": -0.2486744432661718, "gross_margin": 0.4326040931545519, "operating_margin": 0.3415666901905434, "net_margin": 0.19760056457304165, "roa_ttm": 0.294983536703467, "roe_ttm": -0.2625862068965517, "debt_to_ebitda": 6.46875, "net_debt_to_ebitda": 6.095880681818182, "interest_coverage": 12.917431192660551, "debt_to_equity": 1.5703448275862069, "current_ratio": 0.8196405648267009, "quick_ratio": 0.7978177150192555, "fcf_to_ebitda": 0.5930397727272727, "capex_to_revenue": 0.13175355450236967, "working_capital_to_revenue": -0.04439178515007899, "capital_efficiency": 0.016198664903457644, "financial_health": 1.604271273718167, "margin_quality": 0.323923782639379, "growth_momentum": -0.1243936243936244, "company_age_years": 19.534565366187543, "ebitda": 1408000000.0, "spy_multiple": 15.0, "sector_multiple": 19.31340235929217, "sector_premium_over_spy": 0.2875601572861446}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2017-09-30", "company_multiple": 21.542231149567368, "revenue_cagr_3y": -0.24630240891602673, "revenue_cagr_5y": -0.16646934162675409, "earnings_cagr_3y": 0.011420236823751928, "quarterly_revenue_growth_yoy": -0.05401844532279315, "quarterly_earnings_growth_yoy": -0.346875, "revenue_growth_qoq": -0.008287292817679558, "gross_margin": 0.4582172701949861, "operating_margin": 0.4477715877437326, "net_margin": 0.29108635097493035, "roa_ttm": 0.2147048038137147, "roe_ttm": -0.1913086097042967, "debt_to_ebitda": 6.088380716934487, "net_debt_to_ebitda": 5.482694684796044, "interest_coverage": 14.844036697247706, "debt_to_equity": 1.6093775526874694, "current_ratio": 1.4248039914468995, "quick_ratio": 1.414112615823236, "fcf_to_ebitda": 0.43139678615574784, "capex_to_revenue": 0.12510101826410214, "working_capital_to_revenue": 0.09633101664780992, "capital_efficiency": 0.011698097054709006, "financial_health": 1.7282878045469416, "margin_quality": 0.39902506963788303, "growth_momentum": -0.20044672266139657, "company_age_years": 20.035592060232716, "ebitda": 1618000000.0, "spy_multiple": 15.0, "sector_multiple": 18.799995855366124, "sector_premium_over_spy": 0.25333305702440834}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2019-09-30", "company_multiple": 22.561269288203086, "revenue_cagr_3y": -0.04096099986353763, "revenue_cagr_5y": -0.16776973808221918, "earnings_cagr_3y": -0.2641543353895829, "quarterly_revenue_growth_yoy": -0.037383177570093455, "quarterly_earnings_growth_yoy": -0.43832599118942733, "revenue_growth_qoq": 0.022137404580152672, "gross_margin": 0.5070948469006722, "operating_margin": 0.35847647498132934, "net_margin": 0.19044062733383121, "roa_ttm": 0.22786328203078154, "roe_ttm": -0.14079288625416822, "debt_to_ebitda": 5.232951717272274, "net_debt_to_ebitda": 4.88899950223992, "interest_coverage": 16.741666666666667, "debt_to_equity": 1.298382116833395, "current_ratio": 1.56838905775076, "quick_ratio": 1.5754812563323202, "fcf_to_ebitda": 0.5311100049776007, "capex_to_revenue": 0.03589086247939938, "working_capital_to_revenue": 0.10272843801501556, "capital_efficiency": 0.04353519788830666, "financial_health": 1.426125033884202, "margin_quality": 0.3520039830719443, "growth_momentum": -0.2378545843797604, "company_age_years": 22.034223134839152, "ebitda": 2009000000.0, "spy_multiple": 15.0, "sector_multiple": 18.885038463757525, "sector_premium_over_spy": 0.2590025642505016}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2019-12-31", "company_multiple": 20.84199391171994, "revenue_cagr_3y": -0.0351556918141378, "revenue_cagr_5y": -0.1577600227190621, "earnings_cagr_3y": 0.22265197448906693, "quarterly_revenue_growth_yoy": 0.08729139922978177, "quarterly_earnings_growth_yoy": 0.46107784431137727, "revenue_growth_qoq": 0.26512322628827484, "gross_margin": 0.48760330578512395, "operating_margin": 0.32231404958677684, "net_margin": 0.28807556080283353, "roa_ttm": 0.24737143949531637, "roe_ttm": -0.16142714570858283, "debt_to_ebitda": 5.357179096905124, "net_debt_to_ebitda": 5.050228310502283, "interest_coverage": 14.931818181818182, "debt_to_equity": 1.317240518962076, "current_ratio": 0.990914990266061, "quick_ratio": 0.9948085658663206, "fcf_to_ebitda": 0.5677321156773212, "capex_to_revenue": 0.0350187600500268, "working_capital_to_revenue": -0.002501340003573343, "capital_efficiency": 0.04297214689336677, "financial_health": 1.370771432665161, "margin_quality": 0.3659976387249115, "growth_momentum": 0.2741846217705795, "company_age_years": 22.286105407255306, "ebitda": 1971000000.0, "spy_multiple": 15.0, "sector_multiple": 17.73798334416891, "sector_premium_over_spy": 0.18253222294459404}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2021-09-30", "company_multiple": 20.253055793991415, "revenue_cagr_3y": 0.04907403206007155, "revenue_cagr_5y": 0.011334339663085391, "earnings_cagr_3y": 0.05162125797380224, "quarterly_revenue_growth_yoy": 0.10911602209944751, "quarterly_earnings_growth_yoy": 0.8657243816254417, "revenue_growth_qoq": 0.0024968789013732834, "gross_margin": 0.4850560398505604, "operating_margin": 0.32814445828144456, "net_margin": 0.3287671232876712, "roa_ttm": 0.24567689671288362, "roe_ttm": -0.20076384468491407, "debt_to_ebitda": 4.829613733905579, "net_debt_to_ebitda": 4.4, "interest_coverage": 18.49206349206349, "debt_to_equity": 1.4325907065563335, "current_ratio": 1.5217712177121772, "quick_ratio": 1.5217712177121772, "fcf_to_ebitda": 0.6630901287553648, "capex_to_revenue": 0.03091502252602144, "working_capital_to_revenue": 0.10983377349697064, "capital_efficiency": 0.022456526013984776, "financial_health": 1.5803863232651236, "margin_quality": 0.3806558738065587, "growth_momentum": 0.4874202018624446, "company_age_years": 24.035592060232716, "ebitda": 2330000000.0, "spy_multiple": 20.0, "sector_multiple": 19.67968798623648, "sector_premium_over_spy": -0.01601560068817598}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2021-12-31", "company_multiple": 21.92623005877414, "revenue_cagr_3y": 0.06650963581243952, "revenue_cagr_5y": 0.00042381875785912904, "earnings_cagr_3y": -0.004008059042816536, "quarterly_revenue_growth_yoy": 0.08433734939759036, "quarterly_earnings_growth_yoy": -0.006024096385542169, "revenue_growth_qoq": 0.17683686176836863, "gross_margin": 0.46190476190476193, "operating_margin": 0.2656084656084656, "net_margin": 0.1746031746031746, "roa_ttm": 0.2639959772041569, "roe_ttm": -0.1881046219992834, "debt_to_ebitda": 4.758186397984887, "net_debt_to_ebitda": 4.554156171284634, "interest_coverage": 18.609375, "debt_to_equity": 1.353636689358653, "current_ratio": 1.0826855123674912, "quick_ratio": 1.0826855123674912, "fcf_to_ebitda": 0.6196473551637279, "capex_to_revenue": 0.03493317132442284, "working_capital_to_revenue": 0.017770352369380314, "capital_efficiency": 0.03794567760243675, "financial_health": 1.4164669902407685, "margin_quality": 0.30070546737213405, "growth_momentum": 0.03915662650602409, "company_age_years": 24.28747433264887, "ebitda": 2382000000.0, "spy_multiple": 20.0, "sector_multiple": 20.814543882855883, "sector_premium_over_spy": 0.04072719414279424}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2024-03-31", "company_multiple": 20.37381277621535, "revenue_cagr_3y": 0.02451736028526308, "revenue_cagr_5y": 0.04967740226706163, "earnings_cagr_3y": -0.012423646457456083, "quarterly_revenue_growth_yoy": -0.02857142857142857, "quarterly_earnings_growth_yoy": 0.04666666666666667, "revenue_growth_qoq": -0.2151277013752456, "gross_margin": 0.5006257822277848, "operating_margin": 0.32540675844806005, "net_margin": 0.1964956195244055, "roa_ttm": 0.2588367609254499, "roe_ttm": -0.20771015987622485, "debt_to_ebitda": 4.494977902772198, "net_debt_to_ebitda": 4.233025311370028, "interest_coverage": 21.273504273504273, "debt_to_equity": 1.442496132026818, "current_ratio": 1.4932659932659933, "quick_ratio": 1.5168350168350169, "fcf_to_ebitda": 0.5383688228204098, "capex_to_revenue": 0.03869682742922179, "working_capital_to_revenue": 0.08336890027030872, "capital_efficiency": 0.025563300524612517, "financial_health": 1.5397738346032128, "margin_quality": 0.3408427200667501, "growth_momentum": 0.009047619047619049, "company_age_years": 26.535249828884325, "ebitda": 2489000000.0, "spy_multiple": 12.0, "sector_multiple": 20.335978487083786, "sector_premium_over_spy": 0.6946648739236487}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2024-09-30", "company_multiple": 20.26186372745491, "revenue_cagr_3y": 0.04372257586362638, "revenue_cagr_5y": 0.06400590752878643, "earnings_cagr_3y": -0.10227535733033055, "quarterly_revenue_growth_yoy": 0.06908665105386416, "quarterly_earnings_growth_yoy": -0.08173076923076923, "revenue_growth_qoq": 0.035734543391945546, "gross_margin": 0.47426067907995617, "operating_margin": 0.3389923329682366, "net_margin": 0.20920043811610076, "roa_ttm": 0.2361863488624052, "roe_ttm": -0.19885327078446702, "debt_to_ebitda": 4.486172344689379, "net_debt_to_ebitda": 4.303006012024048, "interest_coverage": 20.791666666666668, "debt_to_equity": 1.4585613760750586, "current_ratio": 1.370151770657673, "quick_ratio": 1.370151770657673, "fcf_to_ebitda": 0.5478957915831664, "capex_to_revenue": 0.03558078360791915, "working_capital_to_revenue": 0.06077807005399419, "capital_efficiency": 0.018666539038969088, "financial_health": 1.5261660175765606, "margin_quality": 0.34081781672143113, "growth_momentum": -0.006322059088452535, "company_age_years": 27.0362765229295, "ebitda": 2495000000.0, "spy_multiple": 12.0, "sector_multiple": 19.829865067894143, "sector_premium_over_spy": 0.6524887556578454}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2024-12-31", "company_multiple": 19.000109204368176, "revenue_cagr_3y": 0.07714134548521012, "revenue_cagr_5y": 0.06874303502193957, "earnings_cagr_3y": 0.08628089765960167, "quarterly_revenue_growth_yoy": 0.16011787819253437, "quarterly_earnings_growth_yoy": -0.08639308855291576, "revenue_growth_qoq": 0.29353778751369114, "gross_margin": 0.4441151566469094, "operating_margin": 0.2781541066892464, "net_margin": 0.17908552074513123, "roa_ttm": 0.22090084733164858, "roe_ttm": -0.19429916317991633, "debt_to_ebitda": 4.432527301092044, "net_debt_to_ebitda": 4.192277691107645, "interest_coverage": 19.572519083969464, "debt_to_equity": 1.4860094142259415, "current_ratio": 1.4743892828999212, "quick_ratio": 1.4743892828999212, "fcf_to_ebitda": 0.5585023400936038, "capex_to_revenue": 0.03404424427076434, "working_capital_to_revenue": 0.07974566167704332, "capital_efficiency": 0.013300842075866126, "financial_health": 1.5621518238498078, "margin_quality": 0.3004515946937623, "growth_momentum": 0.036862394819809303, "company_age_years": 27.288158795345655, "ebitda": 2564000000.0, "spy_multiple": 12.0, "sector_multiple": 18.846977329822117, "sector_premium_over_spy": 0.5705814441518431}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2018-06-30", "company_multiple": 15.176588701486821, "revenue_cagr_3y": 0.11437254208674141, "revenue_cagr_5y": 0.12311688991233116, "earnings_cagr_3y": 0.2790117352778976, "quarterly_revenue_growth_yoy": 0.11121177122957218, "quarterly_earnings_growth_yoy": 0.17684468215321572, "revenue_growth_qoq": 0.002440636923395544, "gross_margin": 0.1884266182694279, "operating_margin": 0.0862425445420406, "net_margin": 0.07028671231984134, "roa_ttm": 0.12076917153415732, "roe_ttm": 0.1744399255987287, "debt_to_ebitda": 0.00661327650222274, "net_debt_to_ebitda": 0.0, "interest_coverage": 1061.148409893993, "debt_to_equity": 0.002187106642923455, "current_ratio": 0.773199663328483, "quick_ratio": 0.7124810978915233, "fcf_to_ebitda": 0.5609730107723814, "capex_to_revenue": 0.06604369216977407, "working_capital_to_revenue": -0.02714720227105367, "capital_efficiency": 0.147604548566443, "financial_health": 0.11550751667189833, "margin_quality": 0.1149852917104366, "growth_momentum": 0.14402822669139395, "company_age_years": 13.73305954825462, "ebitda": 300305000.0, "spy_multiple": 15.0, "sector_multiple": 13.660465983224604, "sector_premium_over_spy": -0.08930226778502637}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2020-09-30", "company_multiple": 24.104666931990565, "revenue_cagr_3y": 0.053056764396495426, "revenue_cagr_5y": 0.07576860100268412, "earnings_cagr_3y": -0.019554003237471806, "quarterly_revenue_growth_yoy": -0.029676135953106048, "quarterly_earnings_growth_yoy": -0.199857655142208, "revenue_growth_qoq": 0.32483601826100644, "gross_margin": 0.15193802134081133, "operating_margin": 0.05541323066929664, "net_margin": 0.04630971902057242, "roa_ttm": 0.024859107198272768, "roe_ttm": 0.06024037673493437, "debt_to_ebitda": 1.4917836110582385, "net_debt_to_ebitda": 0.0, "interest_coverage": 115.42809587217045, "debt_to_equity": 0.28644414319825984, "current_ratio": 1.0079187289670586, "quick_ratio": 0.9577449155150579, "fcf_to_ebitda": 0.527140904293056, "capex_to_revenue": 0.07521771388749852, "working_capital_to_revenue": 0.0012629900071297175, "capital_efficiency": 0.04254974196660357, "financial_health": -0.06023080648672527, "margin_quality": 0.08455365701022678, "growth_momentum": -0.11476689554765702, "company_age_years": 15.986310746064339, "ebitda": 173373000.0, "spy_multiple": 20.0, "sector_multiple": 21.92943558469422, "sector_premium_over_spy": 0.09647177923471117}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2021-03-31", "company_multiple": 30.95546689295811, "revenue_cagr_3y": 0.08448922879967924, "revenue_cagr_5y": 0.09201999103943415, "earnings_cagr_3y": 0.055580085134227186, "quarterly_revenue_growth_yoy": 0.22697249449828666, "quarterly_earnings_growth_yoy": 3.002121155405827, "revenue_growth_qoq": 0.25492602537034337, "gross_margin": 0.19144947285197014, "operating_margin": 0.10107927641891563, "net_margin": 0.08012450211021584, "roa_ttm": 0.032980876941640265, "roe_ttm": 0.07988559017975667, "debt_to_ebitda": 1.2389933209063735, "net_debt_to_ebitda": 0.0, "interest_coverage": 143.67054794520547, "debt_to_equity": 0.2615584815538319, "current_ratio": 1.1366763485803795, "quick_ratio": 1.090703001393251, "fcf_to_ebitda": 1.1457911221926116, "capex_to_revenue": 0.057494851207354564, "working_capital_to_revenue": 0.027277211624410696, "capital_efficiency": 0.05643323356069847, "financial_health": 0.014722051986273743, "margin_quality": 0.1242177504603672, "growth_momentum": 1.614546824952057, "company_age_years": 16.484599589322382, "ebitda": 209759000.0, "spy_multiple": 20.0, "sector_multiple": 26.677002583979327, "sector_premium_over_spy": 0.3338501291989664}, {"ticker": "NKE", "sector": "Consumer Cyclical", "quarter_date": "2017-05-31", "company_multiple": 16.275025434583714, "revenue_cagr_3y": 0.053313652099898245, "revenue_cagr_5y": 0.060457000393419946, "earnings_cagr_3y": 0.13412475024327564, "quarterly_revenue_growth_yoy": 0.05252304706453178, "quarterly_earnings_growth_yoy": 0.19148936170212766, "revenue_growth_qoq": 0.02905597722960152, "gross_margin": 0.440590065690907, "operating_margin": 0.13345626368560562, "net_margin": 0.11616918289731475, "roa_ttm": 0.18229502558149532, "roe_ttm": 0.3417425646812283, "debt_to_ebitda": 0.6956999085086917, "net_debt_to_ebitda": 0.0, "interest_coverage": 210.19230769230768, "debt_to_equity": 0.3064399129523656, "current_ratio": 2.934051881622214, "quick_ratio": 2.010595542564852, "fcf_to_ebitda": 0.4638609332113449, "capex_to_revenue": 0.032168850072780204, "working_capital_to_revenue": 0.3082096069868996, "capital_efficiency": 0.26201879513136184, "financial_health": -0.11603985485712487, "margin_quality": 0.2300718374246091, "growth_momentum": 0.12200620438332972, "company_age_years": 36.492813141683776, "ebitda": 5465000000.0, "spy_multiple": 15.0, "sector_multiple": 14.529883212195713, "sector_premium_over_spy": -0.03134111918695248}, {"ticker": "NKE", "sector": "Consumer Cyclical", "quarter_date": "2017-08-31", "company_multiple": 16.62768018691589, "revenue_cagr_3y": 0.04351457949954507, "revenue_cagr_5y": 0.06976138798775833, "earnings_cagr_3y": -0.0041754139750307395, "quarterly_revenue_growth_yoy": 0.0009932678512305484, "quarterly_earnings_growth_yoy": -0.23939151321056845, "revenue_growth_qoq": 0.04529215166532211, "gross_margin": 0.4368246968026461, "operating_margin": 0.12194046306504962, "net_margin": 0.10474090407938258, "roa_ttm": 0.16665961855626507, "roe_ttm": 0.3286083548736763, "debt_to_ebitda": 0.7128971962616822, "net_debt_to_ebitda": 0.07495327102803738, "interest_coverage": 214.0, "debt_to_equity": 0.31801884432585675, "current_ratio": 2.673712021136063, "quick_ratio": 1.8132430647291942, "fcf_to_ebitda": 0.4478504672897196, "capex_to_revenue": 0.03195669256963241, "working_capital_to_revenue": 0.29500276492330973, "capital_efficiency": 0.24763398671497067, "financial_health": -0.14517100481828762, "margin_quality": 0.22116868798235942, "growth_momentum": -0.11919912267966895, "company_age_years": 36.74469541409993, "ebitda": 5350000000.0, "spy_multiple": 15.0, "sector_multiple": 14.141987769772662, "sector_premium_over_spy": -0.0572008153484892}, {"ticker": "SE", "sector": "Consumer Cyclical", "quarter_date": "2023-09-30", "company_multiple": 19.236477869575054, "revenue_cagr_3y": 0.3977516998880468, "revenue_cagr_5y": 0.7444266540863185, "earnings_cagr_3y": -0.3001272856490703, "quarterly_revenue_growth_yoy": 0.04886546083890403, "quarterly_earnings_growth_yoy": 0.7470853278292565, "revenue_growth_qoq": 0.0692931394274565, "gross_margin": 0.43541355000712956, "operating_margin": -0.03859018635912135, "net_margin": -0.04349567756077637, "roa_ttm": 0.03893890245329987, "roe_ttm": 0.1085267865771397, "debt_to_ebitda": 2.8905843386850356, "net_debt_to_ebitda": 0.4540756754957015, "interest_coverage": 129.71449111313444, "debt_to_equity": 0.5906520856768448, "current_ratio": 1.7030646341118245, "quick_ratio": 1.6865203405063676, "fcf_to_ebitda": 1.4706998276972345, "capex_to_revenue": 0.02552231590052685, "working_capital_to_revenue": 0.38323191598165246, "capital_efficiency": 0.07373284451521978, "financial_health": -0.3532323884050829, "margin_quality": 0.11777589536241061, "growth_momentum": 0.39797539433408025, "company_age_years": 5.943874058863792, "ebitda": 1321511000.0, "spy_multiple": 12.0, "sector_multiple": 19.0600572597137, "sector_premium_over_spy": 0.5883381049761418}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2018-03-31", "company_multiple": 14.612263749620176, "revenue_cagr_3y": 0.07773975894119745, "revenue_cagr_5y": -0.07196570688271198, "earnings_cagr_3y": -0.13368993798239215, "quarterly_revenue_growth_yoy": 0.12027789839339992, "quarterly_earnings_growth_yoy": -0.6067632850241546, "revenue_growth_qoq": -0.012629161882893225, "gross_margin": 0.7833333333333333, "operating_margin": 0.22441860465116278, "net_margin": 0.15775193798449613, "roa_ttm": -0.06699246589289351, "roe_ttm": -0.21656134807793576, "debt_to_ebitda": 2.804010938924339, "net_debt_to_ebitda": 2.030385900941963, "interest_coverage": 102.84375, "debt_to_equity": 1.2148499210110584, "current_ratio": 2.6335669781931466, "quick_ratio": 2.6335669781931466, "fcf_to_ebitda": 0.7201458523245214, "capex_to_revenue": 0.06815034619188921, "working_capital_to_revenue": 0.4149357072205737, "capital_efficiency": -0.14177690698541462, "financial_health": -1.1085313525460945, "margin_quality": 0.38850129198966404, "growth_momentum": -0.24324269331537732, "company_age_years": 19.515400410677618, "ebitda": 3291000000.0, "spy_multiple": 15.0, "sector_multiple": 13.958515789856655, "sector_premium_over_spy": -0.06943228067622298}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2015-12-31", "company_multiple": 21.181809535472283, "revenue_cagr_3y": 0.03386304611486057, "revenue_cagr_5y": 0.044170217998627415, "earnings_cagr_3y": 0.18439323141571684, "quarterly_revenue_growth_yoy": 0.12213548926679677, "quarterly_earnings_growth_yoy": 50.05769230769231, "revenue_growth_qoq": 0.05523804530201342, "gross_margin": 0.15897741671014384, "operating_margin": 0.058135201609897894, "net_margin": 0.06596109413430722, "roa_ttm": 0.03627875958652884, "roe_ttm": 0.284896306123874, "debt_to_ebitda": 17.7843905624949, "net_debt_to_ebitda": 16.619234223201893, "interest_coverage": 57.778301886792455, "debt_to_equity": 7.60564904685427, "current_ratio": 1.7901356107405675, "quick_ratio": 1.6877630380743767, "fcf_to_ebitda": 1.1165809453832967, "capex_to_revenue": 0.08377351930354779, "working_capital_to_revenue": 0.429318391527033, "capital_efficiency": 0.16058753285520141, "financial_health": -6.079275201300914, "margin_quality": 0.09435790415144966, "growth_momentum": 25.08991389847955, "company_age_years": 43.58110882956879, "ebitda": 12249000000.0, "spy_multiple": 15.0, "sector_multiple": 18.698188759731256, "sector_premium_over_spy": 0.24654591731541697}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2019-06-30", "company_multiple": 20.723025458851392, "revenue_cagr_3y": -0.0053640813402503484, "revenue_cagr_5y": 0.007592783111912471, "earnings_cagr_3y": -0.5780459467054044, "quarterly_revenue_growth_yoy": -0.001721479958890031, "quarterly_earnings_growth_yoy": -0.8611632270168855, "revenue_growth_qoq": -0.03690942442119875, "gross_margin": 0.07245257766453041, "operating_margin": 0.0023164234422052353, "net_margin": 0.0038092296605152756, "roa_ttm": 0.00827281603759192, "roe_ttm": 0.06008809596365349, "debt_to_ebitda": 18.51876850207223, "net_debt_to_ebitda": 15.899822380106572, "interest_coverage": 34.61065573770492, "debt_to_equity": 4.332520708092085, "current_ratio": 1.203561331787581, "quick_ratio": 1.077084223157809, "fcf_to_ebitda": 1.0530491415038485, "capex_to_revenue": 0.048218135061202365, "working_capital_to_revenue": 0.12616763523138402, "capital_efficiency": 0.03418045600062271, "financial_health": -2.7749667018871125, "margin_quality": 0.026192743589083637, "growth_momentum": -0.4314423534878878, "company_age_years": 47.07734428473648, "ebitda": 8445000000.0, "spy_multiple": 15.0, "sector_multiple": 19.821940966010732, "sector_premium_over_spy": 0.3214627310673821}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2020-06-30", "company_multiple": 24.059754915930466, "revenue_cagr_3y": -0.21374454065323079, "revenue_cagr_5y": -0.12264603134967034, "earnings_cagr_3y": -0.18283119968528594, "quarterly_revenue_growth_yoy": -0.5014284611226932, "quarterly_earnings_growth_yoy": 6.547297297297297, "revenue_growth_qoq": -0.4355769230769231, "gross_margin": -0.04098910742863043, "operating_margin": -0.14242940478034175, "net_margin": 0.057663517629446076, "roa_ttm": -0.007881469821729542, "roe_ttm": -0.06887490267324163, "debt_to_ebitda": 25.01695639783414, "net_debt_to_ebitda": 20.601310914790538, "interest_coverage": 15.595555555555556, "debt_to_equity": 5.695853880093433, "current_ratio": 1.3376913127829273, "quick_ratio": 1.2275382625565854, "fcf_to_ebitda": 1.316614420062696, "capex_to_revenue": 0.05394337249608884, "working_capital_to_revenue": 0.2402757753305316, "capital_efficiency": -0.03837818624748559, "financial_health": -3.7743277030516578, "margin_quality": -0.0419183315265087, "growth_momentum": 3.022934418087302, "company_age_years": 48.07939767282683, "ebitda": 7018000000.0, "spy_multiple": 20.0, "sector_multiple": 22.33716606498195, "sector_premium_over_spy": 0.11685830324909752}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2022-01-31", "company_multiple": 15.238438655786188, "revenue_cagr_3y": 0.07580061191125798, "revenue_cagr_5y": 0.07911798929943359, "earnings_cagr_3y": 0.03764656883267192, "quarterly_revenue_growth_yoy": 0.2660241373417854, "quarterly_earnings_growth_yoy": 1.8882874635586426, "revenue_growth_qoq": 0.10552901437851753, "gross_margin": 0.27138394187306125, "operating_margin": 0.0912310110428711, "net_margin": 0.06786336265934324, "roa_ttm": 0.11534433083869154, "roe_ttm": 0.5468624021322672, "debt_to_ebitda": 0.2928873867499009, "net_debt_to_ebitda": 0.0, "interest_coverage": 246.85136622042913, "debt_to_equity": 0.26270198234216224, "current_ratio": 1.2666220863584257, "quick_ratio": 0.6970768055024837, "fcf_to_ebitda": 0.3738037955382312, "capex_to_revenue": 0.021519966783921773, "working_capital_to_revenue": 0.05748714798699616, "capital_efficiency": 0.3311033664854794, "financial_health": 0.21879062576859562, "margin_quality": 0.1434927718584252, "growth_momentum": 1.077155800450214, "company_age_years": 34.072553045859, "ebitda": 5384322000.0, "spy_multiple": 12.0, "sector_multiple": 15.238438655786188, "sector_premium_over_spy": 0.26986988798218237}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2022-04-30", "company_multiple": 12.768411186276513, "revenue_cagr_3y": 0.07127131240337281, "revenue_cagr_5y": 0.07940851619643108, "earnings_cagr_3y": -0.057076310620046145, "quarterly_revenue_growth_yoy": 0.13080037090569416, "quarterly_earnings_growth_yoy": 0.09939505178581462, "revenue_growth_qoq": -0.1767217385881478, "gross_margin": 0.27906365071015254, "operating_margin": 0.09547606522882693, "net_margin": 0.05146414167981764, "roa_ttm": 0.12038601793784634, "roe_ttm": 0.5961792102140314, "debt_to_ebitda": 0.28674592975736424, "net_debt_to_ebitda": 0.0, "interest_coverage": 261.6522380952381, "debt_to_equity": 0.28158321776303563, "current_ratio": 1.2457152599101724, "quick_ratio": 0.5480285060097206, "fcf_to_ebitda": 0.31352047255744947, "capex_to_revenue": 0.02272942517103852, "working_capital_to_revenue": 0.049363074343843585, "capital_efficiency": 0.35828261407593887, "financial_health": 0.15500118657935444, "margin_quality": 0.14200128587293237, "growth_momentum": 0.11509771134575439, "company_age_years": 34.31622176591376, "ebitda": 5494697000.0, "spy_multiple": 12.0, "sector_multiple": 13.411816963430978, "sector_premium_over_spy": 0.11765141361924814}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2022-07-31", "company_multiple": 13.102561896608028, "revenue_cagr_3y": 0.06582033643285934, "revenue_cagr_5y": 0.07219799371320623, "earnings_cagr_3y": 0.021931208788963596, "quarterly_revenue_growth_yoy": -0.019380788193288385, "quarterly_earnings_growth_yoy": 0.03095276581717007, "revenue_growth_qoq": 0.03831316850780291, "gross_margin": 0.2762813476315123, "operating_margin": 0.09262855695347462, "net_margin": 0.06839483239044161, "roa_ttm": 0.12403576354105922, "roe_ttm": 0.6226463866743974, "debt_to_ebitda": 0.3751286635490981, "net_debt_to_ebitda": 0.0, "interest_coverage": 262.9134761904762, "debt_to_equity": 0.3837851970732208, "current_ratio": 1.166317749895315, "quick_ratio": 0.46826148387537386, "fcf_to_ebitda": 0.1492977139138478, "capex_to_revenue": 0.02604700876139296, "working_capital_to_revenue": 0.034000951501047906, "capital_efficiency": 0.3733410751077283, "financial_health": 0.13034821000312802, "margin_quality": 0.14576824565847615, "growth_momentum": 0.005785988811940843, "company_age_years": 34.56810403832991, "ebitda": 5521183000.0, "spy_multiple": 12.0, "sector_multiple": 13.255239913167154, "sector_premium_over_spy": 0.10460332609726275}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2022-04-30", "company_multiple": 12.447073955544358, "revenue_cagr_3y": 0.0450402587375025, "revenue_cagr_5y": 0.0555720983081307, "earnings_cagr_3y": -0.07027784027385153, "quarterly_revenue_growth_yoy": -0.04051743990363324, "quarterly_earnings_growth_yoy": -0.2896958732703855, "revenue_growth_qoq": -0.13694424764607124, "gross_margin": 0.2623188940942974, "operating_margin": 0.10781149754217535, "net_margin": 0.0781068980637419, "roa_ttm": 0.11973637300775641, "roe_ttm": 0.3908720423829219, "debt_to_ebitda": 0.25185654374479344, "net_debt_to_ebitda": 0.0, "interest_coverage": 133.6323646180721, "debt_to_equity": 0.15683649584584908, "current_ratio": 1.8764338820818187, "quick_ratio": 1.1646375911792723, "fcf_to_ebitda": 0.015453273169709509, "capex_to_revenue": 0.028332008773270904, "working_capital_to_revenue": 0.17572698489702596, "capital_efficiency": 0.2553042076953391, "financial_health": 0.3034349884665647, "margin_quality": 0.14941242990007153, "growth_momentum": -0.16510665658700935, "company_age_years": 35.80835044490075, "ebitda": 2524449000.0, "spy_multiple": 12.0, "sector_multiple": 13.411816963430978, "sector_premium_over_spy": 0.11765141361924814}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2022-10-31", "company_multiple": 12.630848746414125, "revenue_cagr_3y": 0.05854354814075813, "revenue_cagr_5y": 0.06521547453193621, "earnings_cagr_3y": -0.026672099653428427, "quarterly_revenue_growth_yoy": -0.0019787777615284242, "quarterly_earnings_growth_yoy": -0.1116640261797782, "revenue_growth_qoq": -0.0038228159709047045, "gross_margin": 0.25001549669706796, "operating_margin": 0.09814414184329433, "net_margin": 0.07491771418132866, "roa_ttm": 0.10929844401891742, "roe_ttm": 0.34526645768025077, "debt_to_ebitda": 0.2798972006743063, "net_debt_to_ebitda": 0.0, "interest_coverage": 112.09496059230953, "debt_to_equity": 0.15838847359537014, "current_ratio": 1.9517148110835596, "quick_ratio": 1.231785129740231, "fcf_to_ebitda": 0.0468903672719401, "capex_to_revenue": 0.0323109403955098, "working_capital_to_revenue": 0.17819235685265686, "capital_efficiency": 0.2272824508495841, "financial_health": 0.2982031809692983, "margin_quality": 0.14102578424056364, "growth_momentum": -0.056821401970653315, "company_age_years": 36.31211498973306, "ebitda": 2346708000.0, "spy_multiple": 12.0, "sector_multiple": 15.065902611887937, "sector_premium_over_spy": 0.25549188432399483}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2022-01-31", "company_multiple": 14.995950550075055, "revenue_cagr_3y": 0.09398623470146639, "revenue_cagr_5y": 0.0911530432190728, "earnings_cagr_3y": -0.1294262978719256, "quarterly_revenue_growth_yoy": 0.1431699008621106, "quarterly_earnings_growth_yoy": -0.22025206097670424, "revenue_growth_qoq": 0.13064875111556007, "gross_margin": 0.398222926574826, "operating_margin": 0.10792189265656076, "net_margin": 0.04672029203831467, "roa_ttm": 0.05766813602006231, "roe_ttm": 0.53765105198858, "debt_to_ebitda": 0.36562256267955334, "net_debt_to_ebitda": 0.0, "interest_coverage": 68.9959437533802, "debt_to_equity": 0.49071759311009616, "current_ratio": 1.3080624979783297, "quick_ratio": 0.7838355718464383, "fcf_to_ebitda": 0.47043077128086946, "capex_to_revenue": 0.037909733636559945, "working_capital_to_revenue": 0.06442763757597533, "capital_efficiency": 0.2976595940043211, "financial_health": 0.15390210864977608, "margin_quality": 0.1842883704232338, "growth_momentum": -0.038541080057296825, "company_age_years": 8.331279945242985, "ebitda": 1020588000.0, "spy_multiple": 12.0, "sector_multiple": 15.238438655786188, "sector_premium_over_spy": 0.26986988798218237}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2022-10-31", "company_multiple": 15.065902611887937, "revenue_cagr_3y": 0.04629141061545794, "revenue_cagr_5y": 0.07137935646830362, "earnings_cagr_3y": -0.4417325848375, "quarterly_revenue_growth_yoy": -0.11442226473353585, "quarterly_earnings_growth_yoy": 0.23232249063807917, "revenue_growth_qoq": 0.02636348582470011, "gross_margin": 0.41244716013299465, "operating_margin": 0.058317068625624024, "net_margin": 0.00823026902970802, "roa_ttm": 0.02345402597475748, "roe_ttm": 0.2607667113387858, "debt_to_ebitda": 0.6525832576579947, "net_debt_to_ebitda": 0.0, "interest_coverage": 35.60607626923961, "debt_to_equity": 0.6334214250823512, "current_ratio": 1.1178507982020955, "quick_ratio": 0.3485364476000701, "fcf_to_ebitda": -0.3583075391992877, "capex_to_revenue": 0.053345445736717186, "working_capital_to_revenue": 0.025868410360405155, "capital_efficiency": 0.14211036865677165, "financial_health": 0.06035096761111369, "margin_quality": 0.1596648325961089, "growth_momentum": 0.058950112952271656, "company_age_years": 9.078713210130047, "ebitda": 619973000.0, "spy_multiple": 12.0, "sector_multiple": 15.065902611887937, "sector_premium_over_spy": 0.25549188432399483}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2020-03-31", "company_multiple": 14.901845991387134, "revenue_cagr_3y": 0.042362196778692685, "revenue_cagr_5y": 0.056108086336633445, "earnings_cagr_3y": -0.20468165354672885, "quarterly_revenue_growth_yoy": -0.04919202651485117, "quarterly_earnings_growth_yoy": -0.5048250904704463, "revenue_growth_qoq": -0.15519014808865594, "gross_margin": 0.21291925880214155, "operating_margin": 0.0812915923078206, "net_margin": 0.05477258702069817, "roa_ttm": 0.12335646623409234, "roe_ttm": -0.4501533844172056, "debt_to_ebitda": 2.519296450905011, "net_debt_to_ebitda": 2.094873529460293, "interest_coverage": 61.095766129032256, "debt_to_equity": 2.027688875313741, "current_ratio": 0.695625347818723, "quick_ratio": 0.5150983570858235, "fcf_to_ebitda": 0.17045885788770274, "capex_to_revenue": 0.06448310004950718, "working_capital_to_revenue": -0.09435993219016757, "capital_efficiency": -0.16339845909155662, "financial_health": 1.6418895775433906, "margin_quality": 0.1163278127102201, "growth_momentum": -0.27700855849264877, "company_age_years": 27.761806981519506, "ebitda": 6060700000.0, "spy_multiple": 20.0, "sector_multiple": 15.268824435565397, "sector_premium_over_spy": -0.2365587782217301}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2022-09-30", "company_multiple": 17.709370295634347, "revenue_cagr_3y": 0.0763843469385308, "revenue_cagr_5y": 0.08106922443305464, "earnings_cagr_3y": 0.03041421099596353, "quarterly_revenue_growth_yoy": 0.03283538119729461, "quarterly_earnings_growth_yoy": -0.5022103831330764, "revenue_growth_qoq": 0.03240451037410584, "gross_margin": 0.2565306267975565, "operating_margin": 0.14208124361198926, "net_margin": 0.10438306672054384, "roa_ttm": 0.11729048122837618, "roe_ttm": -0.37690947097604116, "debt_to_ebitda": 2.608756926427725, "net_debt_to_ebitda": 2.1573940616892475, "interest_coverage": 49.833998403830805, "debt_to_equity": 1.870948475868881, "current_ratio": 0.7669201687099806, "quick_ratio": 0.5290871741078258, "fcf_to_ebitda": 0.4093398673969444, "capex_to_revenue": 0.05709404253603843, "working_capital_to_revenue": -0.0661420203843065, "capital_efficiency": -0.12980949487383248, "financial_health": 1.607626176423884, "margin_quality": 0.1676649790433632, "growth_momentum": -0.2346875009678909, "company_age_years": 30.261464750171115, "ebitda": 6244200000.0, "spy_multiple": 12.0, "sector_multiple": 21.02727426169274, "sector_premium_over_spy": 0.7522728551410616}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2020-03-31", "company_multiple": 13.863390070921985, "revenue_cagr_3y": 0.06977356862803874, "revenue_cagr_5y": 0.055900424737015175, "earnings_cagr_3y": 0.0695358419301253, "quarterly_revenue_growth_yoy": -0.03238546603475513, "quarterly_earnings_growth_yoy": 0.06666666666666667, "revenue_growth_qoq": -0.17173766058147397, "gross_margin": 0.3893877551020408, "operating_margin": 0.31755102040816324, "net_margin": 0.11755102040816326, "roa_ttm": 0.02881258562022184, "roe_ttm": 0.29839816933638447, "debt_to_ebitda": 6.167848699763593, "net_debt_to_ebitda": 4.986761229314421, "interest_coverage": 16.26923076923077, "debt_to_equity": 5.97025171624714, "current_ratio": 2.078125, "quick_ratio": 2.020380434782609, "fcf_to_ebitda": 0.6534278959810875, "capex_to_revenue": 0.013664149586479683, "working_capital_to_revenue": 0.2853290183387271, "capital_efficiency": 0.16360537747830314, "financial_health": -5.757802896245103, "margin_quality": 0.2748299319727891, "growth_momentum": 0.017140600315955767, "company_age_years": 13.869952087611225, "ebitda": 2115000000.0, "spy_multiple": 20.0, "sector_multiple": 15.268824435565397, "sector_premium_over_spy": -0.2365587782217301}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2022-03-31", "company_multiple": 19.00566276803119, "revenue_cagr_3y": 0.04651285858786114, "revenue_cagr_5y": 0.07716288981814534, "earnings_cagr_3y": 0.10672343703223142, "quarterly_revenue_growth_yoy": 0.15158730158730158, "quarterly_earnings_growth_yoy": 0.0223463687150838, "revenue_growth_qoq": -0.06144890038809832, "gross_margin": 0.39972432804962094, "operating_margin": 0.31013094417643006, "net_margin": 0.12611991729841487, "roa_ttm": 0.03633695839806663, "roe_ttm": 0.36768558951965064, "debt_to_ebitda": 6.409356725146199, "net_debt_to_ebitda": 5.973196881091618, "interest_coverage": 18.825688073394495, "debt_to_equity": 5.743231441048035, "current_ratio": 0.9223194748358862, "quick_ratio": 0.8632385120350109, "fcf_to_ebitda": 0.7763157894736842, "capex_to_revenue": 0.01703204047217538, "working_capital_to_revenue": -0.023946037099494097, "capital_efficiency": 0.20201127395885862, "financial_health": -5.5958736149712385, "margin_quality": 0.27865839650815527, "growth_momentum": 0.08696683515119269, "company_age_years": 15.868583162217659, "ebitda": 2052000000.0, "spy_multiple": 12.0, "sector_multiple": 19.00566276803119, "sector_premium_over_spy": 0.5838052306692658}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 16.705161750713607, "revenue_cagr_3y": 0.0539426333189712, "revenue_cagr_5y": 0.0766952834914163, "earnings_cagr_3y": 0.18451678589516685, "quarterly_revenue_growth_yoy": 0.13977746870653684, "quarterly_earnings_growth_yoy": -0.0888030888030888, "revenue_growth_qoq": 0.129565816678153, "gross_margin": 0.40939597315436244, "operating_margin": 0.33007931665649787, "net_margin": 0.14399023794996949, "roa_ttm": 0.03599367144238376, "roe_ttm": 0.3699186991869919, "debt_to_ebitda": 6.248334919124643, "net_debt_to_ebitda": 5.849666983824928, "interest_coverage": 17.66386554621849, "debt_to_equity": 5.932249322493225, "current_ratio": 0.8893930799773114, "quick_ratio": 0.8247305728871243, "fcf_to_ebitda": 0.7431018078020932, "capex_to_revenue": 0.01435328657641494, "working_capital_to_revenue": -0.031805578209101286, "capital_efficiency": 0.20295618531468781, "financial_health": -5.78114782363727, "margin_quality": 0.2944885092536099, "growth_momentum": 0.02548718995172402, "company_age_years": 16.11772758384668, "ebitda": 2102000000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "QSR", "sector": "Consumer Cyclical", "quarter_date": "2022-09-30", "company_multiple": 16.979289055191767, "revenue_cagr_3y": 0.05785892819759897, "revenue_cagr_5y": 0.07386982776557494, "earnings_cagr_3y": 0.2144197302796187, "quarterly_revenue_growth_yoy": 0.15451505016722408, "quarterly_earnings_growth_yoy": 0.6289592760180995, "revenue_growth_qoq": 0.05308114704087859, "gross_margin": 0.4044032444959444, "operating_margin": 0.3250289687137891, "net_margin": 0.2085747392815759, "roa_ttm": 0.0424701866382941, "roe_ttm": 0.41418071768266324, "debt_to_ebitda": 6.129092609915809, "net_debt_to_ebitda": 5.686623012160898, "interest_coverage": 14.847222222222221, "debt_to_equity": 5.665369649805448, "current_ratio": 1.0020833333333334, "quick_ratio": 0.9348958333333334, "fcf_to_ebitda": 0.6782039289055192, "capex_to_revenue": 0.013832128261552971, "working_capital_to_revenue": 0.0006287331027978623, "capital_efficiency": 0.22832545216047867, "financial_health": -5.514914371414868, "margin_quality": 0.3126689841637698, "growth_momentum": 0.3917371630926618, "company_age_years": 16.369609856262834, "ebitda": 2138000000.0, "spy_multiple": 12.0, "sector_multiple": 21.02727426169274, "sector_premium_over_spy": 0.7522728551410616}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 18.991777873439517, "revenue_cagr_3y": 0.07688832320408379, "revenue_cagr_5y": 0.0247146553845623, "earnings_cagr_3y": -0.08142055037885776, "quarterly_revenue_growth_yoy": 0.02122347066167291, "quarterly_earnings_growth_yoy": -0.42710997442455245, "revenue_growth_qoq": 0.057530704589528116, "gross_margin": 0.48655256723716384, "operating_margin": 0.33863080684596575, "net_margin": 0.13691931540342298, "roa_ttm": 0.2557858376511226, "roe_ttm": -0.17285247432306255, "debt_to_ebitda": 4.9987085665088244, "net_debt_to_ebitda": 4.82135170038743, "interest_coverage": 15.695945945945946, "debt_to_equity": 1.3552754435107377, "current_ratio": 1.2079459002535926, "quick_ratio": 1.2079459002535926, "fcf_to_ebitda": 0.5217391304347826, "capex_to_revenue": 0.036382692019763435, "working_capital_to_revenue": 0.03683186105704447, "capital_efficiency": 0.04146668166403003, "financial_health": 1.4180292496964244, "margin_quality": 0.32070089649551753, "growth_momentum": -0.20294325188143977, "company_age_years": 24.78302532511978, "ebitda": 2323000000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2022-09-30", "company_multiple": 18.135551709216788, "revenue_cagr_3y": 0.06992768103905744, "revenue_cagr_5y": 0.026923001811146152, "earnings_cagr_3y": 0.09084389258464265, "quarterly_revenue_growth_yoy": 0.021170610211706103, "quarterly_earnings_growth_yoy": -0.3731060606060606, "revenue_growth_qoq": 0.0024449877750611247, "gross_margin": 0.49634146341463414, "operating_margin": 0.3329268292682927, "net_margin": 0.20182926829268294, "roa_ttm": 0.22218376881813462, "roe_ttm": -0.1503160852259424, "debt_to_ebitda": 5.014712245781047, "net_debt_to_ebitda": 4.837299870186067, "interest_coverage": 18.637096774193548, "debt_to_equity": 1.356708030906111, "current_ratio": 1.2821543408360128, "quick_ratio": 1.297427652733119, "fcf_to_ebitda": 0.49286023366508, "capex_to_revenue": 0.037241173841799494, "working_capital_to_revenue": 0.052286608073886486, "capital_efficiency": 0.035933841796096114, "financial_health": 1.4192256220892632, "margin_quality": 0.34369918699186996, "growth_momentum": -0.17596772519717724, "company_age_years": 25.034907597535934, "ebitda": 2311000000.0, "spy_multiple": 12.0, "sector_multiple": 21.02727426169274, "sector_premium_over_spy": 0.7522728551410616}, {"ticker": "TJX", "sector": "Consumer Cyclical", "quarter_date": "2022-10-31", "company_multiple": 15.132440470616983, "revenue_cagr_3y": 0.05197138602169882, "revenue_cagr_5y": 0.0678588984582078, "earnings_cagr_3y": 0.08673002893557036, "quarterly_revenue_growth_yoy": -0.029116916921549742, "quarterly_earnings_growth_yoy": 0.039100684261974585, "revenue_growth_qoq": 0.027357932956176643, "gross_margin": 0.29119750143831674, "operating_margin": 0.11161338045533, "net_margin": 0.08736746938440043, "roa_ttm": 0.11960567670766432, "roe_ttm": 0.6002461214511032, "debt_to_ebitda": 0.3771110301832749, "net_debt_to_ebitda": 0.0, "interest_coverage": 275.00495, "debt_to_equity": 0.3661542931881625, "current_ratio": 1.1562419410503944, "quick_ratio": 0.41483593592061835, "fcf_to_ebitda": 0.13470666618909952, "capex_to_revenue": 0.029008348384976543, "working_capital_to_revenue": 0.03562311529721069, "capital_efficiency": 0.35992589907938377, "financial_health": 0.11835601307844783, "margin_quality": 0.16339278375934904, "growth_momentum": 0.004991883670212421, "company_age_years": 34.81998631074607, "ebitda": 5500099000.0, "spy_multiple": 12.0, "sector_multiple": 15.065902611887937, "sector_premium_over_spy": 0.25549188432399483}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2022-04-30", "company_multiple": 15.763613784685838, "revenue_cagr_3y": 0.056675751042939426, "revenue_cagr_5y": 0.07354063140438138, "earnings_cagr_3y": -0.4075144619396085, "quarterly_revenue_growth_yoy": -0.12038068978353766, "quarterly_earnings_growth_yoy": -0.9054317955914167, "revenue_growth_qoq": -0.2594014044203674, "gross_margin": 0.4103417587068186, "operating_margin": 0.05994002522633164, "net_margin": 0.008388377631546191, "roa_ttm": 0.03663137800026019, "roe_ttm": 0.3546475907483844, "debt_to_ebitda": 0.4603249132484465, "net_debt_to_ebitda": 0.0, "interest_coverage": 57.88840202656443, "debt_to_equity": 0.5434751646289356, "current_ratio": 1.2612009510285078, "quick_ratio": 0.5343394838727583, "fcf_to_ebitda": 0.058165526931419555, "capex_to_revenue": 0.042908325367311866, "working_capital_to_revenue": 0.04992302889317427, "capital_efficiency": 0.1956394843743223, "financial_health": 0.09043796464748881, "margin_quality": 0.15955672052156547, "growth_momentum": -0.5129062426874772, "company_age_years": 8.574948665297741, "ebitda": 845518000.0, "spy_multiple": 12.0, "sector_multiple": 13.411816963430978, "sector_premium_over_spy": 0.11765141361924814}, {"ticker": "BURL", "sector": "Consumer Cyclical", "quarter_date": "2022-07-31", "company_multiple": 14.027288697811464, "revenue_cagr_3y": 0.061837973686277525, "revenue_cagr_5y": 0.07733669690756462, "earnings_cagr_3y": -0.4789060574785404, "quarterly_revenue_growth_yoy": -0.10284494822215007, "quarterly_earnings_growth_yoy": -0.8833200070206916, "revenue_growth_qoq": 0.03042148304276029, "gross_margin": 0.3903425657627513, "operating_margin": 0.04771388780255295, "net_margin": 0.006022747119615905, "roa_ttm": 0.0242664844495936, "roe_ttm": 0.257770829356484, "debt_to_ebitda": 0.5557668430933446, "net_debt_to_ebitda": 0.0, "interest_coverage": 45.449886621315194, "debt_to_equity": 0.6150735868315146, "current_ratio": 1.2032584444237282, "quick_ratio": 0.41602622665547995, "fcf_to_ebitda": -0.2305169211382728, "capex_to_revenue": 0.04706207642725494, "working_capital_to_revenue": 0.03707624020331265, "capital_efficiency": 0.1410186569030388, "financial_health": 0.06757175205666234, "margin_quality": 0.1480264002283067, "growth_momentum": -0.4930824776214208, "company_age_years": 8.826830937713895, "ebitda": 701519000.0, "spy_multiple": 12.0, "sector_multiple": 13.255239913167154, "sector_premium_over_spy": 0.10460332609726275}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2020-03-31", "company_multiple": 17.72485036702428, "revenue_cagr_3y": -0.037624628904413426, "revenue_cagr_5y": -0.13591964272247148, "earnings_cagr_3y": -0.3332341417433162, "quarterly_revenue_growth_yoy": 0.007177033492822967, "quarterly_earnings_growth_yoy": -0.683206106870229, "revenue_growth_qoq": -0.25442739079102716, "gross_margin": 0.47268408551068886, "operating_margin": 0.19794140934283452, "net_margin": 0.06571654790182106, "roa_ttm": 0.18323746918652423, "roe_ttm": -0.1354964151172682, "debt_to_ebitda": 6.496894409937888, "net_debt_to_ebitda": 5.845285149632976, "interest_coverage": 15.008474576271187, "debt_to_equity": 1.3982257868513792, "current_ratio": 1.3273333333333333, "quick_ratio": 1.3273333333333333, "fcf_to_ebitda": 0.6019198193111237, "capex_to_revenue": 0.033357117374241886, "working_capital_to_revenue": 0.08758473064573671, "capital_efficiency": 0.02387052703462801, "financial_health": 1.5335523715005543, "margin_quality": 0.2454473475851148, "growth_momentum": -0.338014536688703, "company_age_years": 22.535249828884325, "ebitda": 1771000000.0, "spy_multiple": 20.0, "sector_multiple": 15.268824435565397, "sector_premium_over_spy": -0.2365587782217301}, {"ticker": "YUM", "sector": "Consumer Cyclical", "quarter_date": "2022-03-31", "company_multiple": 19.47700339558574, "revenue_cagr_3y": 0.07250071997667562, "revenue_cagr_5y": 0.017710119001439484, "earnings_cagr_3y": 0.1505103628490294, "quarterly_revenue_growth_yoy": 0.04104979811574697, "quarterly_earnings_growth_yoy": 0.22392638036809817, "revenue_growth_qoq": -0.1814814814814815, "gross_margin": 0.4861021331609567, "operating_margin": 0.3290239172592114, "net_margin": 0.2579185520361991, "roa_ttm": 0.2833562585969739, "roe_ttm": -0.19408785773171594, "debt_to_ebitda": 4.840831918505942, "net_debt_to_ebitda": 4.685908319185059, "interest_coverage": 19.966101694915253, "debt_to_equity": 1.3431869037804733, "current_ratio": 1.0414746543778801, "quick_ratio": 1.0414746543778801, "fcf_to_ebitda": 0.597623089983022, "capex_to_revenue": 0.03416102332580888, "working_capital_to_revenue": 0.008126410835214447, "capital_efficiency": 0.04463420043262897, "financial_health": 1.3973474746381678, "margin_quality": 0.3576815341521224, "growth_momentum": 0.13248808924192257, "company_age_years": 24.53388090349076, "ebitda": 2356000000.0, "spy_multiple": 12.0, "sector_multiple": 19.00566276803119, "sector_premium_over_spy": 0.5838052306692658}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2022-01-31", "company_multiple": 11.150067177238421, "revenue_cagr_3y": 0.0692141808952802, "revenue_cagr_5y": 0.0742036877478347, "earnings_cagr_3y": -0.06003513738570976, "quarterly_revenue_growth_yoy": 0.18142063232659658, "quarterly_earnings_growth_yoy": 0.5413984368434323, "revenue_growth_qoq": 0.09751972930180318, "gross_margin": 0.24837685327135994, "operating_margin": 0.09782520148291586, "net_margin": 0.07306266580276773, "roa_ttm": 0.12628714593039897, "roe_ttm": 0.42427777983029763, "debt_to_ebitda": 0.23401320904925652, "net_debt_to_ebitda": 0.0, "interest_coverage": 149.40473549961183, "debt_to_equity": 0.15529784115959164, "current_ratio": 1.7730253581970183, "quick_ratio": 1.2362967442630706, "fcf_to_ebitda": 0.43832554238197124, "capex_to_revenue": 0.029489998120134208, "working_capital_to_revenue": 0.17224598075601055, "capital_efficiency": 0.2752824628803483, "financial_health": 0.36087042647879924, "margin_quality": 0.13975490685234784, "growth_momentum": 0.3614095345850144, "company_age_years": 35.564681724846, "ebitda": 2694365000.0, "spy_multiple": 12.0, "sector_multiple": 15.238438655786188, "sector_premium_over_spy": 0.26986988798218237}, {"ticker": "ROST", "sector": "Consumer Cyclical", "quarter_date": "2022-07-31", "company_multiple": 10.580039370541039, "revenue_cagr_3y": 0.04815934564026447, "revenue_cagr_5y": 0.05957263687869152, "earnings_cagr_3y": -0.02331842985078536, "quarterly_revenue_growth_yoy": -0.046194838931490574, "quarterly_earnings_growth_yoy": -0.22203181334444763, "revenue_growth_qoq": 0.05767441323763587, "gross_margin": 0.25823078244009556, "operating_margin": 0.11267946429954644, "net_margin": 0.08390055529020345, "roa_ttm": 0.11189853779104307, "roe_ttm": 0.3573616454375155, "debt_to_ebitda": 0.27154434176380693, "net_debt_to_ebitda": 0.0, "interest_coverage": 117.14108862251916, "debt_to_equity": 0.15689645939581062, "current_ratio": 1.9163531990976084, "quick_ratio": 1.170978120324907, "fcf_to_ebitda": -0.08788336791745438, "capex_to_revenue": 0.029535960712427582, "working_capital_to_revenue": 0.18043520338578076, "capital_efficiency": 0.23463009161427928, "financial_health": 0.2961830881851956, "margin_quality": 0.15160360067661516, "growth_momentum": -0.1341133261379691, "company_age_years": 36.06023271731691, "ebitda": 2384524000.0, "spy_multiple": 12.0, "sector_multiple": 13.255239913167154, "sector_premium_over_spy": 0.10460332609726275}, {"ticker": "SBUX", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 13.65481940729935, "revenue_cagr_3y": 0.06103372632633919, "revenue_cagr_5y": 0.07558883431487429, "earnings_cagr_3y": -0.1271519509713709, "quarterly_revenue_growth_yoy": 0.08718735409857933, "quarterly_earnings_growth_yoy": -0.20851395873070921, "revenue_growth_qoq": 0.06738173817381739, "gross_margin": 0.27410706617096725, "operating_margin": 0.1589551048453393, "net_margin": 0.11201089557183347, "roa_ttm": 0.14802068460942883, "roe_ttm": -0.48089770957133793, "debt_to_ebitda": 2.2077288813247966, "net_debt_to_ebitda": 1.7785341869951643, "interest_coverage": 60.141348497156784, "debt_to_equity": 1.8859631915998385, "current_ratio": 0.8411287251261544, "quick_ratio": 0.5872845853565648, "fcf_to_ebitda": 0.4104330442769538, "capex_to_revenue": 0.0556455344747802, "working_capital_to_revenue": -0.04173805920682367, "capital_efficiency": -0.16643851248095454, "financial_health": 1.7202834987745887, "margin_quality": 0.1816910221960467, "growth_momentum": -0.06066330231606494, "company_age_years": 30.00958247775496, "ebitda": 7403400000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2020-02-29", "company_multiple": 10.459177812423073, "revenue_cagr_3y": 0.07693057646202939, "revenue_cagr_5y": 0.06274658018616841, "earnings_cagr_3y": 0.11942832692459948, "quarterly_revenue_growth_yoy": 0.04451368795904741, "quarterly_earnings_growth_yoy": 0.0389087656529517, "revenue_growth_qoq": 0.1410717759190819, "gross_margin": 0.22927764756019603, "operating_margin": 0.11860217344981888, "net_margin": 0.09899850841679096, "roa_ttm": 0.06373015952593425, "roe_ttm": 0.271484708696395, "debt_to_ebitda": 0.8987445638795438, "net_debt_to_ebitda": 0.6347747599901534, "interest_coverage": 92.32575757575758, "debt_to_equity": 0.4678370066632496, "current_ratio": 0.4075812488859842, "quick_ratio": 0.27116630027924665, "fcf_to_ebitda": 0.6193484860917371, "capex_to_revenue": 0.058750385014659075, "working_capital_to_revenue": -0.11374759009343022, "capital_efficiency": 0.16760743411116463, "financial_health": -0.3643353676921172, "margin_quality": 0.14895944314226864, "growth_momentum": 0.04171122680599955, "company_age_years": 24.82135523613963, "ebitda": 1218700000.0, "spy_multiple": 20.0, "sector_multiple": 16.67465344295275, "sector_premium_over_spy": -0.16626732785236253}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2022-02-28", "company_multiple": 12.78489297859572, "revenue_cagr_3y": 0.02917258602402306, "revenue_cagr_5y": 0.05444206549900654, "earnings_cagr_3y": 0.03373300986559902, "quarterly_revenue_growth_yoy": 0.4130986728216965, "quarterly_earnings_growth_yoy": 0.9191919191919192, "revenue_growth_qoq": 0.07776604172167943, "gross_margin": 0.20490832618726776, "operating_margin": 0.12283065866307322, "net_margin": 0.10086161133570175, "roa_ttm": 0.10186763870107982, "roe_ttm": 0.4548079447020737, "debt_to_ebitda": 0.7412149096485964, "net_debt_to_ebitda": 0.37094085483763417, "interest_coverage": 85.69714285714285, "debt_to_equity": 0.48630676349636887, "current_ratio": 0.7049396993226499, "quick_ratio": 0.5707362740239, "fcf_to_ebitda": 0.6599319863972795, "capex_to_revenue": 0.04011261188657146, "working_capital_to_revenue": -0.05757390155056252, "capital_efficiency": 0.27833779170157674, "financial_health": -0.34649759595447355, "margin_quality": 0.14286686539534757, "growth_momentum": 0.6661452960068078, "company_age_years": 26.819986310746064, "ebitda": 1499700000.0, "spy_multiple": 12.0, "sector_multiple": 20.413377687775984, "sector_premium_over_spy": 0.7011148073146654}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2022-05-31", "company_multiple": 10.67518747962178, "revenue_cagr_3y": 0.053034606375844895, "revenue_cagr_5y": 0.06114140319169992, "earnings_cagr_3y": 0.10638896964373012, "quarterly_revenue_growth_yoy": 0.142023517023517, "quarterly_earnings_growth_yoy": -0.2355495251017639, "revenue_growth_qoq": 0.06288537710808935, "gross_margin": 0.20684620999654232, "operating_margin": 0.12966306811633177, "net_margin": 0.1082254408544316, "roa_ttm": 0.09400343337477061, "roe_ttm": 0.43344554635610955, "debt_to_ebitda": 0.719595696119987, "net_debt_to_ebitda": 0.44532116074339745, "interest_coverage": 70.99537037037037, "debt_to_equity": 0.5020016377035756, "current_ratio": 0.6383761840324763, "quick_ratio": 0.4919079837618403, "fcf_to_ebitda": 0.5585262471470492, "capex_to_revenue": 0.041495327102803736, "working_capital_to_revenue": -0.06937694704049845, "capital_efficiency": 0.26372448986544006, "financial_health": -0.36838433374205093, "margin_quality": 0.14824490632243523, "growth_momentum": -0.04676300403912345, "company_age_years": 27.071868583162217, "ebitda": 1533500000.0, "spy_multiple": 12.0, "sector_multiple": 18.03498229603178, "sector_premium_over_spy": 0.5029151913359817}, {"ticker": "DRI", "sector": "Consumer Cyclical", "quarter_date": "2022-08-31", "company_multiple": 10.704476247664799, "revenue_cagr_3y": 0.04656622439432612, "revenue_cagr_5y": 0.047874530386812, "earnings_cagr_3y": 0.041980106275119944, "quarterly_revenue_growth_yoy": 0.06075455333911535, "quarterly_earnings_growth_yoy": -0.16414032048505847, "revenue_growth_qoq": -0.060240500979676516, "gross_margin": 0.18539716283062835, "operating_margin": 0.09983238624749602, "net_margin": 0.07890110788602264, "roa_ttm": 0.09135753157921014, "roe_ttm": 0.44324402887457004, "debt_to_ebitda": 0.7297171070189485, "net_debt_to_ebitda": 0.4778489458233253, "interest_coverage": 75.6969696969697, "debt_to_equity": 0.5298677389661354, "current_ratio": 0.5155316934202597, "quick_ratio": 0.36591245274749357, "fcf_to_ebitda": 0.7083666933546837, "capex_to_revenue": 0.04514795140274921, "working_capital_to_revenue": -0.09051084431070307, "capital_efficiency": 0.2673007802268901, "financial_health": -0.3959561286200413, "margin_quality": 0.12137688565471567, "growth_momentum": -0.05169288357297156, "company_age_years": 27.32375085557837, "ebitda": 1498800000.0, "spy_multiple": 12.0, "sector_multiple": 17.46282091558148, "sector_premium_over_spy": 0.4552350762984567}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2020-03-31", "company_multiple": 10.122066421708178, "revenue_cagr_3y": 0.04752107337248557, "revenue_cagr_5y": 0.07231977004545787, "earnings_cagr_3y": -0.2240818463714187, "quarterly_revenue_growth_yoy": -0.05514561082408544, "quarterly_earnings_growth_yoy": -0.6819011708672356, "revenue_growth_qoq": -0.1002622587343741, "gross_margin": 0.12797230446696214, "operating_margin": 0.024198343662455327, "net_margin": 0.024564613715357595, "roa_ttm": 0.06818062358373761, "roe_ttm": 0.15630062524266644, "debt_to_ebitda": 0.7353175206617416, "net_debt_to_ebitda": 0.0, "interest_coverage": 4098.101449275362, "debt_to_equity": 0.2319835500037934, "current_ratio": 0.9733417829833912, "quick_ratio": 0.9079717301301868, "fcf_to_ebitda": 0.23210111433714445, "capex_to_revenue": 0.08055983656104182, "working_capital_to_revenue": -0.003048844422844222, "capital_efficiency": 0.11224062441320203, "financial_health": -0.09975128961857099, "margin_quality": 0.05891175394825835, "growth_momentum": -0.3685233908456605, "company_age_years": 15.485284052019164, "ebitda": 282769000.0, "spy_multiple": 20.0, "sector_multiple": 15.268824435565397, "sector_premium_over_spy": -0.2365587782217301}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2022-03-31", "company_multiple": 12.824161230558097, "revenue_cagr_3y": 0.12659144087889085, "revenue_cagr_5y": 0.11708071064812553, "earnings_cagr_3y": 0.14277749069230583, "quarterly_revenue_growth_yoy": 0.23338774888244118, "quarterly_earnings_growth_yoy": 0.1722837100545596, "revenue_growth_qoq": 0.10261437762537601, "gross_margin": 0.16982215444067056, "operating_margin": 0.09128028144196475, "net_margin": 0.07615500371650838, "roa_ttm": 0.10517535653914956, "roe_ttm": 0.25137382572711764, "debt_to_ebitda": 0.28326852698993593, "net_debt_to_ebitda": 0.0, "interest_coverage": 1101.2594458438286, "debt_to_equity": 0.12144286022475435, "current_ratio": 0.786281733711843, "quick_ratio": 0.7308287219394065, "fcf_to_ebitda": 0.6119098810612992, "capex_to_revenue": 0.05781056934597676, "working_capital_to_revenue": -0.03171548834598854, "capital_efficiency": 0.1782745911331336, "financial_health": 0.035579451543186355, "margin_quality": 0.1124191465330479, "growth_momentum": 0.2028357294685004, "company_age_years": 17.4839151266256, "ebitda": 437200000.0, "spy_multiple": 12.0, "sector_multiple": 19.00566276803119, "sector_premium_over_spy": 0.5838052306692658}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 11.068798043721909, "revenue_cagr_3y": 0.1409642201843586, "revenue_cagr_5y": 0.1259209373570631, "earnings_cagr_3y": 0.17322010959015155, "quarterly_revenue_growth_yoy": 0.1399862926518823, "quarterly_earnings_growth_yoy": -0.04055378908320085, "revenue_growth_qoq": 0.03759040634500135, "gross_margin": 0.17107551585682693, "operating_margin": 0.08385467194219046, "net_margin": 0.0706798515722141, "roa_ttm": 0.10909378313817612, "roe_ttm": 0.26977011200436257, "debt_to_ebitda": 0.2251825519919394, "net_debt_to_ebitda": 0.0, "interest_coverage": 1118.113924050633, "debt_to_equity": 0.1059259211922138, "current_ratio": 0.5316287545486026, "quick_ratio": 0.4713951318834574, "fcf_to_ebitda": 0.5581098368636153, "capex_to_revenue": 0.05936285372559227, "working_capital_to_revenue": -0.06553874481977408, "capital_efficiency": 0.18943194757126935, "financial_health": -0.0021755725391779945, "margin_quality": 0.10853667979041048, "growth_momentum": 0.049716251784340734, "company_age_years": 17.73305954825462, "ebitda": 441655000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "TXRH", "sector": "Consumer Cyclical", "quarter_date": "2022-09-30", "company_multiple": 12.629011168285306, "revenue_cagr_3y": 0.15154222672166862, "revenue_cagr_5y": 0.1294204514686048, "earnings_cagr_3y": 0.19492471405955647, "quarterly_revenue_growth_yoy": 0.1431106528276308, "quarterly_earnings_growth_yoy": 0.18480781659886705, "revenue_growth_qoq": -0.030556135724366246, "gross_margin": 0.15937613888279248, "operating_margin": 0.07579598468938828, "net_margin": 0.06274854071990481, "roa_ttm": 0.11120563573470509, "roe_ttm": 0.26904022709255043, "debt_to_ebitda": 0.21863553163618552, "net_debt_to_ebitda": 0.0, "interest_coverage": 5379.729411764706, "debt_to_equity": 0.1022704140347288, "current_ratio": 0.5378742779134097, "quick_ratio": 0.47406693517267057, "fcf_to_ebitda": 0.6107654660085681, "capex_to_revenue": 0.06046820077847185, "working_capital_to_revenue": -0.06109112181156716, "capital_efficiency": 0.19012293141362777, "financial_health": 0.0016351479399240032, "margin_quality": 0.09930688809736186, "growth_momentum": 0.1639592347132489, "company_age_years": 17.984941820670773, "ebitda": 457277000.0, "spy_multiple": 12.0, "sector_multiple": 21.02727426169274, "sector_premium_over_spy": 0.7522728551410616}, {"ticker": "EBAY", "sector": "Consumer Cyclical", "quarter_date": "2020-03-31", "company_multiple": 10.31190428041793, "revenue_cagr_3y": -0.025846845585647205, "revenue_cagr_5y": 0.006513336920825452, "earnings_cagr_3y": 0.4882968328678168, "quarterly_revenue_growth_yoy": -0.1176958143389971, "quarterly_earnings_growth_yoy": 5.586872586872587, "revenue_growth_qoq": -0.24530308401276144, "gross_margin": 0.7642085486143729, "operating_margin": 0.2653828088304368, "net_margin": 1.602630342883983, "roa_ttm": 0.24723968513920438, "roe_ttm": 2.2127659574468086, "debt_to_ebitda": 2.9453993933265927, "net_debt_to_ebitda": 2.6423997303673743, "interest_coverage": 51.1551724137931, "debt_to_equity": 4.131914893617021, "current_ratio": 1.3370425850631287, "quick_ratio": 1.3370425850631287, "fcf_to_ebitda": 0.9059656218402427, "capex_to_revenue": 0.04949238578680203, "working_capital_to_revenue": 0.16656091370558376, "capital_efficiency": 1.2300028212930065, "financial_health": -3.6045161919613258, "margin_quality": 0.8774072334429309, "growth_momentum": 2.7345883862667946, "company_age_years": 21.516769336071185, "ebitda": 2967000000.0, "spy_multiple": 20.0, "sector_multiple": 15.268824435565397, "sector_premium_over_spy": -0.2365587782217301}, {"ticker": "F", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 8.721429134967597, "revenue_cagr_3y": 0.011341470478844817, "revenue_cagr_5y": 0.0016855236507782312, "earnings_cagr_3y": 0.6517895193446692, "quarterly_revenue_growth_yoy": 0.5023175837320574, "quarterly_earnings_growth_yoy": 0.1889483065953654, "revenue_growth_qoq": 0.16573848474300962, "gross_margin": 0.14000995272455835, "operating_margin": 0.07136103508335406, "net_margin": 0.016596168201045036, "roa_ttm": 0.047490386767308906, "roe_ttm": 0.26423509701374265, "debt_to_ebitda": 7.279740772048465, "net_debt_to_ebitda": 6.179938010707241, "interest_coverage": 56.875, "debt_to_equity": 2.9246530371980346, "current_ratio": 1.1621362143154583, "quick_ratio": 1.0004742516078287, "fcf_to_ebitda": 0.33739081431389123, "capex_to_revenue": 0.043336688577083914, "working_capital_to_revenue": 0.0946921845339026, "capital_efficiency": 0.1558627418905258, "financial_health": -1.8451953336298035, "margin_quality": 0.07598905200298582, "growth_momentum": 0.3456329451637114, "company_age_years": 50.078028747433265, "ebitda": 17745000000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2020-03-31", "company_multiple": 5.961737196015976, "revenue_cagr_3y": -0.07404471050809713, "revenue_cagr_5y": -0.017413894087548787, "earnings_cagr_3y": -0.5169264624372455, "quarterly_revenue_growth_yoy": -0.0621881988646138, "quarterly_earnings_growth_yoy": -0.8636995827538247, "revenue_growth_qoq": 0.06108479854668137, "gross_margin": 0.08031428658778929, "operating_margin": 0.020086214803265157, "net_margin": 0.008988351829771623, "roa_ttm": 0.019742604126119112, "roe_ttm": 0.12138209557998654, "debt_to_ebitda": 6.39567217756206, "net_debt_to_ebitda": 4.448859901916173, "interest_coverage": 102.48186528497409, "debt_to_equity": 3.1535911051280134, "current_ratio": 1.0701813959602156, "quick_ratio": 0.9518906366384787, "fcf_to_ebitda": -0.330097578239547, "capex_to_revenue": 0.17170610359226463, "working_capital_to_revenue": 0.04743536588977404, "capital_efficiency": 0.07056234985305282, "financial_health": -1.8741071611127913, "margin_quality": 0.03646295107360869, "growth_momentum": -0.46294389080921927, "company_age_years": 9.366187542778919, "ebitda": 19779000000.0, "spy_multiple": 20.0, "sector_multiple": 15.268824435565397, "sector_premium_over_spy": -0.2365587782217301}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2022-03-31", "company_multiple": 6.531437088560427, "revenue_cagr_3y": 0.010413573403301513, "revenue_cagr_5y": -0.02673663893373135, "earnings_cagr_3y": 0.10862111756003978, "quarterly_revenue_growth_yoy": 0.10793249984603068, "quarterly_earnings_growth_yoy": -0.02746525479814692, "revenue_growth_qoq": 0.07131372081943783, "gross_margin": 0.1306317574140471, "operating_margin": 0.06103560410239306, "net_margin": 0.08168653937018816, "roa_ttm": 0.03950821497304089, "roe_ttm": 0.1600128834849827, "debt_to_ebitda": 4.546226141680123, "net_debt_to_ebitda": 3.869333002111539, "interest_coverage": 106.8716814159292, "debt_to_equity": 1.7683388356550447, "current_ratio": 1.113619508516121, "quick_ratio": 0.9271070328703412, "fcf_to_ebitda": -0.15505320250072455, "capex_to_revenue": 0.1514914680213625, "working_capital_to_revenue": 0.06925959129255453, "capital_efficiency": 0.09976054922901179, "financial_health": -1.1712911868740847, "margin_quality": 0.09111796696220943, "growth_momentum": 0.04023362252394188, "company_age_years": 11.364818617385353, "ebitda": 24153000000.0, "spy_multiple": 12.0, "sector_multiple": 19.00566276803119, "sector_premium_over_spy": 0.5838052306692658}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2022-06-30", "company_multiple": 6.271488638396851, "revenue_cagr_3y": -0.002790177554386486, "revenue_cagr_5y": -0.0067140396347262765, "earnings_cagr_3y": -0.11220092664430659, "quarterly_revenue_growth_yoy": 0.04659466736909884, "quarterly_earnings_growth_yoy": -0.4033850493653032, "revenue_growth_qoq": -0.00611467800661497, "gross_margin": 0.12329763136553036, "operating_margin": 0.059173914259347295, "net_margin": 0.047316759417209656, "roa_ttm": 0.034680120070843375, "roe_ttm": 0.13747380930043468, "debt_to_ebitda": 4.937690105564502, "net_debt_to_ebitda": 4.1902397566648775, "interest_coverage": 95.53846153846153, "debt_to_equity": 1.7260374644275573, "current_ratio": 1.1473084964356786, "quick_ratio": 0.9349731731277866, "fcf_to_ebitda": -0.23550724637681159, "capex_to_revenue": 0.13060461313691796, "working_capital_to_revenue": 0.08853831537989872, "capital_efficiency": 0.08607696468563902, "financial_health": -1.1549804023661794, "margin_quality": 0.07659610168069576, "growth_momentum": -0.1783951909981022, "company_age_years": 11.613963039014374, "ebitda": 22356000000.0, "spy_multiple": 12.0, "sector_multiple": 19.513954694301123, "sector_premium_over_spy": 0.6261628911917603}, {"ticker": "GM", "sector": "Consumer Cyclical", "quarter_date": "2022-09-30", "company_multiple": 5.864164903968187, "revenue_cagr_3y": 0.0569730205381187, "revenue_cagr_5y": 0.0449382644869476, "earnings_cagr_3y": 0.12022762498228667, "quarterly_revenue_growth_yoy": 0.5642107621643825, "quarterly_earnings_growth_yoy": 0.365702479338843, "revenue_growth_qoq": 0.17139741044212645, "gross_margin": 0.14008785332314744, "operating_margin": 0.08097784568372804, "net_margin": 0.07890087853323148, "roa_ttm": 0.037143657711809434, "roe_ttm": 0.14826561255132684, "debt_to_ebitda": 4.7638125052880955, "net_debt_to_ebitda": 3.8862001861409596, "interest_coverage": 91.26640926640927, "debt_to_equity": 1.7253018324446896, "current_ratio": 1.142646186760927, "quick_ratio": 0.9523388718998175, "fcf_to_ebitda": 0.0478043827735003, "capex_to_revenue": 0.10935398410434073, "working_capital_to_revenue": 0.0833367298417227, "capital_efficiency": 0.09270463513156814, "financial_health": -1.1081378425736306, "margin_quality": 0.09998885918003565, "growth_momentum": 0.4649566207516127, "company_age_years": 11.865845311430528, "ebitda": 23638000000.0, "spy_multiple": 12.0, "sector_multiple": 21.02727426169274, "sector_premium_over_spy": 0.7522728551410616}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2022-01-31", "company_multiple": 13.849102302019864, "revenue_cagr_3y": 0.09167461114327069, "revenue_cagr_5y": 0.07560735618462577, "earnings_cagr_3y": 0.07326873382991206, "quarterly_revenue_growth_yoy": 0.028156554072458526, "quarterly_earnings_growth_yoy": -0.07049473895476108, "revenue_growth_qoq": 0.015685786030940476, "gross_margin": 0.312114226427761, "operating_margin": 0.09208504749725133, "net_margin": 0.06905583897631934, "roa_ttm": 0.09113070955698539, "roe_ttm": 0.38314234493657445, "debt_to_ebitda": 1.3867528432873095, "net_debt_to_ebitda": 1.2974649604310315, "interest_coverage": 100.2958240274243, "debt_to_equity": 0.8552601363209691, "current_ratio": 1.0542677080495444, "quick_ratio": 0.11531641278485295, "fcf_to_ebitda": 0.4648770543483918, "capex_to_revenue": 0.031281296163004756, "working_capital_to_revenue": 0.009482225087110926, "capital_efficiency": 0.23713652724677992, "financial_health": -0.6531554286159148, "margin_quality": 0.15775170430044388, "growth_momentum": -0.021169092441151276, "company_age_years": 12.216290212183436, "ebitda": 3861991000.0, "spy_multiple": 12.0, "sector_multiple": 12.940816958101426, "sector_premium_over_spy": 0.07840141317511873}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2022-04-30", "company_multiple": 16.207953748471844, "revenue_cagr_3y": 0.09732705960594479, "revenue_cagr_5y": 0.09302039215274971, "earnings_cagr_3y": 0.12804587170773107, "quarterly_revenue_growth_yoy": 0.041708070645225956, "quarterly_earnings_growth_yoy": -0.1845698038654428, "revenue_growth_qoq": 0.01154766231040168, "gross_margin": 0.31290742276164873, "operating_margin": 0.08526191153092688, "net_margin": 0.0631510422618128, "roa_ttm": 0.08436392698881465, "roe_ttm": 0.38146317178003847, "debt_to_ebitda": 1.6281882823185747, "net_debt_to_ebitda": 1.537914283370296, "interest_coverage": 93.70186006653897, "debt_to_equity": 1.0153508507077937, "current_ratio": 0.9690771120916027, "quick_ratio": 0.09342431738585506, "fcf_to_ebitda": 0.41370196478213095, "capex_to_revenue": 0.031075614397186854, "working_capital_to_revenue": -0.00621827582595122, "capital_efficiency": 0.23291354938442654, "financial_health": -0.6496951570143777, "margin_quality": 0.1537734588514628, "growth_momentum": -0.07143086661010842, "company_age_years": 12.459958932238193, "ebitda": 3717715000.0, "spy_multiple": 12.0, "sector_multiple": 15.955169128439184, "sector_premium_over_spy": 0.32959742736993203}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2022-07-31", "company_multiple": 23.63157417605154, "revenue_cagr_3y": 0.10664961708921172, "revenue_cagr_5y": 0.12184596659302316, "earnings_cagr_3y": -0.17570785481882079, "quarterly_revenue_growth_yoy": 0.08800834854201081, "quarterly_earnings_growth_yoy": -0.5892841534830872, "revenue_growth_qoq": 0.11266247977455701, "gross_margin": 0.31738279091764976, "operating_margin": 0.03656499043055857, "net_margin": 0.03115483046839432, "roa_ttm": 0.04728524509475356, "roe_ttm": 0.07204123173953832, "debt_to_ebitda": 0.5129902787769212, "net_debt_to_ebitda": 0.0, "interest_coverage": 1277.0650406504064, "debt_to_equity": 0.061408649489823525, "current_ratio": 2.8517818914494395, "quick_ratio": 0.907233818158922, "fcf_to_ebitda": -0.215152884854118, "capex_to_revenue": 0.023476719980272627, "working_capital_to_revenue": 0.26985210205474347, "capital_efficiency": 0.059663238417145936, "financial_health": 0.10833429012107429, "margin_quality": 0.12836753727220088, "growth_momentum": -0.2506379024705382, "company_age_years": 7.041752224503765, "ebitda": 157079000.0, "spy_multiple": 12.0, "sector_multiple": 20.16183614444286, "sector_premium_over_spy": 0.6801530120369048}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2022-10-31", "company_multiple": 21.547866030640318, "revenue_cagr_3y": 0.08529070998747734, "revenue_cagr_5y": 0.11916082751232482, "earnings_cagr_3y": -0.05040300928577335, "quarterly_revenue_growth_yoy": 0.09018558647359623, "quarterly_earnings_growth_yoy": -0.004442527496226008, "revenue_growth_qoq": -0.0760472239779704, "gross_margin": 0.39389387473927934, "operating_margin": 0.0706385502975564, "net_margin": 0.055210585736428175, "roa_ttm": 0.046980349935919374, "roe_ttm": 0.07163904403386029, "debt_to_ebitda": 0.523964564246233, "net_debt_to_ebitda": 0.0, "interest_coverage": 183.0069284064665, "debt_to_equity": 0.06299872090747291, "current_ratio": 2.8325607768653374, "quick_ratio": 0.7558655474180489, "fcf_to_ebitda": -0.006227758007117438, "capex_to_revenue": 0.02491516035887098, "working_capital_to_revenue": 0.25988005769376754, "capital_efficiency": 0.05930969698488983, "financial_health": 0.08983724032270382, "margin_quality": 0.17324767025775464, "growth_momentum": 0.04287152948868511, "company_age_years": 7.293634496919918, "ebitda": 158484000.0, "spy_multiple": 12.0, "sector_multiple": 19.056664908150395, "sector_premium_over_spy": 0.588055409012533}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2022-03-31", "company_multiple": 20.504272782626344, "revenue_cagr_3y": 0.04275100759702499, "revenue_cagr_5y": 0.08241422437566559, "earnings_cagr_3y": 0.0017985650262934971, "quarterly_revenue_growth_yoy": 0.0986024844720497, "quarterly_earnings_growth_yoy": 0.2236842105263158, "revenue_growth_qoq": -0.23361617620509117, "gross_margin": 0.7658421672555948, "operating_margin": 0.17385159010600706, "net_margin": 0.1314487632508834, "roa_ttm": 0.15712346083618148, "roe_ttm": 0.5456910569105691, "debt_to_ebitda": 1.1863202760300386, "net_debt_to_ebitda": 0.4077531966714025, "interest_coverage": 120.17073170731707, "debt_to_equity": 0.9504065040650407, "current_ratio": 1.754710011082379, "quick_ratio": 1.2319911340967862, "fcf_to_ebitda": 0.3884716866247209, "capex_to_revenue": 0.05018772084805654, "working_capital_to_revenue": 0.22559628975265017, "capital_efficiency": 0.35140725887337526, "financial_health": -0.663980812718844, "margin_quality": 0.35704750687082837, "growth_momentum": 0.16114334749918274, "company_age_years": 26.3709787816564, "ebitda": 4927000000.0, "spy_multiple": 12.0, "sector_multiple": 19.473046110191536, "sector_premium_over_spy": 0.6227538425159613}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2022-06-30", "company_multiple": 23.89533638676845, "revenue_cagr_3y": -0.002699947968066052, "revenue_cagr_5y": 0.04235268485831867, "earnings_cagr_3y": -0.30811396686027037, "quarterly_revenue_growth_yoy": -0.09527439024390244, "quarterly_earnings_growth_yoy": -0.9489194499017681, "revenue_growth_qoq": -0.16113074204946998, "gross_margin": 0.7104745857905083, "operating_margin": 0.02218477955630441, "net_margin": 0.014602639707947207, "roa_ttm": 0.11429937828790053, "roe_ttm": 0.4275491949910555, "debt_to_ebitda": 1.469974554707379, "net_debt_to_ebitda": 0.4631043256997455, "interest_coverage": 93.57142857142857, "debt_to_equity": 1.0334525939177102, "current_ratio": 1.5989681857265692, "quick_ratio": 1.0968185726569217, "fcf_to_ebitda": 0.5089058524173028, "capex_to_revenue": 0.05863449286801601, "working_capital_to_revenue": 0.19636917178778823, "capital_efficiency": 0.270924286639478, "financial_health": -0.7309750707735426, "margin_quality": 0.24908733501825328, "growth_momentum": -0.5220969200728353, "company_age_years": 26.62012320328542, "ebitda": 3930000000.0, "spy_multiple": 12.0, "sector_multiple": 22.085833693304536, "sector_premium_over_spy": 0.8404861411087114}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2022-09-30", "company_multiple": 22.046728512960435, "revenue_cagr_3y": 0.0029863658519744263, "revenue_cagr_5y": 0.037200637571260575, "earnings_cagr_3y": -0.06330695021627675, "quarterly_revenue_growth_yoy": -0.1051912568306011, "quarterly_earnings_growth_yoy": -0.29335260115606937, "revenue_growth_qoq": 0.10362257792754845, "gross_margin": 0.7396946564885496, "operating_margin": 0.16819338422391858, "net_margin": 0.12442748091603054, "roa_ttm": 0.10941017559657812, "roe_ttm": 0.3964110929853181, "debt_to_ebitda": 1.558799454297408, "net_debt_to_ebitda": 0.757162346521146, "interest_coverage": 79.67391304347827, "debt_to_equity": 1.03552655428675, "current_ratio": 1.682033769683172, "quick_ratio": 1.1094668943274522, "fcf_to_ebitda": 0.4049113233287858, "capex_to_revenue": 0.05713458755426917, "working_capital_to_revenue": 0.2081041968162084, "capital_efficiency": 0.2529106342909481, "financial_health": -0.7787034092241761, "margin_quality": 0.34410517387616624, "growth_momentum": -0.19927192899333523, "company_age_years": 26.872005475701574, "ebitda": 3665000000.0, "spy_multiple": 12.0, "sector_multiple": 19.24296129168723, "sector_premium_over_spy": 0.6035801076406024}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2022-07-31", "company_multiple": 16.69209811283418, "revenue_cagr_3y": 0.10522299089120635, "revenue_cagr_5y": 0.10091651898384457, "earnings_cagr_3y": 0.16705491237419867, "quarterly_revenue_growth_yoy": 0.08965286112525979, "quarterly_earnings_growth_yoy": 0.06437955539787667, "revenue_growth_qoq": 0.07705792202164877, "gross_margin": 0.3233944211965715, "operating_margin": 0.09690789439483252, "net_margin": 0.07193408074275123, "roa_ttm": 0.08198342760871603, "roe_ttm": 0.37410590077613426, "debt_to_ebitda": 1.6900178306592608, "net_debt_to_ebitda": 1.604163574720883, "interest_coverage": 88.1756926075456, "debt_to_equity": 1.0377972594611513, "current_ratio": 1.0153441632946933, "quick_ratio": 0.09872566767449219, "fcf_to_ebitda": 0.338273341690797, "capex_to_revenue": 0.03425468065275873, "working_capital_to_revenue": 0.0032848085709099484, "capital_efficiency": 0.22804466419242514, "financial_health": -0.6817818921609247, "margin_quality": 0.16407879877805176, "growth_momentum": 0.07701620826156823, "company_age_years": 12.711841204654347, "ebitda": 3800196000.0, "spy_multiple": 12.0, "sector_multiple": 20.16183614444286, "sector_premium_over_spy": 0.6801530120369048}, {"ticker": "DG", "sector": "Consumer Defensive", "quarter_date": "2022-10-31", "company_multiple": 16.56546378566047, "revenue_cagr_3y": 0.10624325019174474, "revenue_cagr_5y": 0.09900495446176993, "earnings_cagr_3y": 0.12908231786422553, "quarterly_revenue_growth_yoy": 0.111184538707529, "quarterly_earnings_growth_yoy": 0.08035628122234519, "revenue_growth_qoq": 0.004156502537261637, "gross_margin": 0.30483129705350015, "operating_margin": 0.07771299215173212, "net_margin": 0.055591448438233465, "roa_ttm": 0.08116227725584148, "roe_ttm": 0.38634098295876174, "debt_to_ebitda": 1.8617714413946396, "net_debt_to_ebitda": 1.7685307975005315, "interest_coverage": 72.47009183882565, "debt_to_equity": 1.1885491595892617, "current_ratio": 1.2328850082128093, "quick_ratio": 0.134144449175851, "fcf_to_ebitda": 0.13315795548223297, "capex_to_revenue": 0.037727571654618014, "working_capital_to_revenue": 0.041725736169580564, "capital_efficiency": 0.2337516301073016, "financial_health": -0.9697594070954366, "margin_quality": 0.14604524588115522, "growth_momentum": 0.09577040996493709, "company_age_years": 12.9637234770705, "ebitda": 3890267000.0, "spy_multiple": 12.0, "sector_multiple": 19.056664908150395, "sector_premium_over_spy": 0.588055409012533}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2022-01-31", "company_multiple": 12.03253161418299, "revenue_cagr_3y": 0.08353702646632333, "revenue_cagr_5y": 0.120791351308557, "earnings_cagr_3y": -0.03578515053098019, "quarterly_revenue_growth_yoy": -0.02836186387933993, "quarterly_earnings_growth_yoy": -0.3082740488710176, "revenue_growth_qoq": 0.306784845379374, "gross_margin": 0.3652528759715446, "operating_margin": 0.11464375866782404, "net_margin": 0.08925139932353557, "roa_ttm": 0.0798383710954217, "roe_ttm": 0.12227520171467178, "debt_to_ebitda": 0.3232568597208622, "net_debt_to_ebitda": 0.0, "interest_coverage": 2428.030612244898, "debt_to_equity": 0.059732393163056896, "current_ratio": 2.7607912849263867, "quick_ratio": 0.9857711533494385, "fcf_to_ebitda": 0.04221108061879326, "capex_to_revenue": 0.01995955493312873, "working_capital_to_revenue": 0.26443886035042885, "capital_efficiency": 0.10105678640504674, "financial_health": 0.12467260809755876, "margin_quality": 0.18971601132096808, "growth_momentum": -0.16831795637517877, "company_age_years": 6.546201232032854, "ebitda": 237947000.0, "spy_multiple": 12.0, "sector_multiple": 12.940816958101426, "sector_premium_over_spy": 0.07840141317511873}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2022-04-30", "company_multiple": 15.702384508406523, "revenue_cagr_3y": 0.07774631954468725, "revenue_cagr_5y": 0.12308430483648092, "earnings_cagr_3y": -0.31356056154014855, "quarterly_revenue_growth_yoy": -0.10127471866905935, "quarterly_earnings_growth_yoy": -0.7732162260050707, "revenue_growth_qoq": -0.18851008211360212, "gross_margin": 0.3475210615099369, "operating_margin": 0.04215990518017242, "net_margin": 0.03079431277756193, "roa_ttm": 0.057672263459692535, "roe_ttm": 0.08811034715743972, "debt_to_ebitda": 0.430407420033875, "net_debt_to_ebitda": 0.0, "interest_coverage": 1695.3853211009175, "debt_to_equity": 0.06106869056805138, "current_ratio": 2.833022149569637, "quick_ratio": 0.8302137483827483, "fcf_to_ebitda": -0.33442101332813845, "capex_to_revenue": 0.0206154165170525, "working_capital_to_revenue": 0.2771852113059691, "capital_efficiency": 0.07289130530856613, "financial_health": 0.10267226941069028, "margin_quality": 0.14015842648922375, "growth_momentum": -0.437245472337065, "company_age_years": 6.789869952087611, "ebitda": 184797000.0, "spy_multiple": 12.0, "sector_multiple": 15.955169128439184, "sector_premium_over_spy": 0.32959742736993203}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2018-04-30", "company_multiple": 26.04291114829053, "revenue_cagr_3y": 0.19282025526197355, "revenue_cagr_5y": 0.18238373317683254, "earnings_cagr_3y": 0.6597205447534202, "quarterly_revenue_growth_yoy": 0.21149638403880458, "quarterly_earnings_growth_yoy": 0.605715490878414, "revenue_growth_qoq": -0.2269050576304641, "gross_margin": 0.4093581248934681, "operating_margin": 0.1305038460283094, "net_margin": 0.11044502228556714, "roa_ttm": 0.13279596996570345, "roe_ttm": 0.16843826259665864, "debt_to_ebitda": 0.15369928096144267, "net_debt_to_ebitda": 0.0, "interest_coverage": 291.0743494423792, "debt_to_equity": 0.029149282742834997, "current_ratio": 2.175791703835861, "quick_ratio": 0.252007136485281, "fcf_to_ebitda": 0.5639535626253209, "capex_to_revenue": 0.018709189463982746, "working_capital_to_revenue": 0.14994369734679858, "capital_efficiency": 0.15061711628118105, "financial_health": 0.00950055844546287, "margin_quality": 0.2167689977357816, "growth_momentum": 0.4086059374586093, "company_age_years": 2.7898699520876113, "ebitda": 156598000.0, "spy_multiple": 15.0, "sector_multiple": 18.873690302983192, "sector_premium_over_spy": 0.25824602019887943}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2018-07-31", "company_multiple": 27.751089979475594, "revenue_cagr_3y": 0.1655822382968155, "revenue_cagr_5y": 0.17294018396009703, "earnings_cagr_3y": 0.6749489781235707, "quarterly_revenue_growth_yoy": 0.13137112450666613, "quarterly_earnings_growth_yoy": 0.5142045454545454, "revenue_growth_qoq": 0.04482137093410798, "gross_margin": 0.3909225333046394, "operating_margin": 0.12101090601114899, "net_margin": 0.10360363487424418, "roa_ttm": 0.1397474547397424, "roe_ttm": 0.17347843930091508, "debt_to_ebitda": 0.13173267266610802, "net_debt_to_ebitda": 0.0, "interest_coverage": 592.3812949640288, "debt_to_equity": 0.02522109438669632, "current_ratio": 2.5075407582757436, "quick_ratio": 0.3125882936886717, "fcf_to_ebitda": 0.6089918752504827, "capex_to_revenue": 0.018003283210572558, "working_capital_to_revenue": 0.17039206919944555, "capital_efficiency": 0.15661294702032874, "financial_health": 0.014159777467733012, "margin_quality": 0.20517902473001084, "growth_momentum": 0.32278783498060576, "company_age_years": 3.0417522245037647, "ebitda": 164682000.0, "spy_multiple": 15.0, "sector_multiple": 19.61551123419987, "sector_premium_over_spy": 0.3077007489466581}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2018-10-31", "company_multiple": 35.195688201845876, "revenue_cagr_3y": 0.17558151155625135, "revenue_cagr_5y": 0.17465128390290152, "earnings_cagr_3y": 0.542498337971149, "quarterly_revenue_growth_yoy": 0.1910413411950478, "quarterly_earnings_growth_yoy": 0.31571413423815076, "revenue_growth_qoq": -0.015591916639476846, "gross_margin": 0.4069801062036769, "operating_margin": 0.10327355556652539, "net_margin": 0.0875052008772734, "roa_ttm": 0.13714501366385848, "roe_ttm": 0.17458511942934934, "debt_to_ebitda": 0.10988370431751293, "net_debt_to_ebitda": 0.10567762951110095, "interest_coverage": 470.38978494623655, "debt_to_equity": 0.021633419966021986, "current_ratio": 2.0324280000471937, "quick_ratio": 0.07197045671743926, "fcf_to_ebitda": 0.3180958367860102, "capex_to_revenue": 0.05547656696387047, "working_capital_to_revenue": 0.14534445300769364, "capital_efficiency": 0.15586506654660393, "financial_health": -0.00952266128658708, "margin_quality": 0.19925295421582523, "growth_momentum": 0.25337773771659927, "company_age_years": 3.293634496919918, "ebitda": 174985000.0, "spy_multiple": 15.0, "sector_multiple": 23.934255265106835, "sector_premium_over_spy": 0.5956170176737889}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2019-01-31", "company_multiple": 27.914384820828758, "revenue_cagr_3y": 0.1740856350397888, "revenue_cagr_5y": 0.19037346747017114, "earnings_cagr_3y": 0.4590321970399629, "quarterly_revenue_growth_yoy": 0.10448062489310818, "quarterly_earnings_growth_yoy": -0.28777799982870356, "revenue_growth_qoq": 0.38901856801337065, "gross_margin": 0.3978559860281164, "operating_margin": 0.15717607518010632, "net_margin": 0.12665573420928378, "roa_ttm": 0.11649063893708644, "roe_ttm": 0.14322676873331833, "debt_to_ebitda": 0.0037084978672040983, "net_debt_to_ebitda": 0.0, "interest_coverage": 2508.123287671233, "debt_to_equity": 0.0007203082367618167, "current_ratio": 2.3742152109989667, "quick_ratio": 0.41120294577339794, "fcf_to_ebitda": 0.28346796436783495, "capex_to_revenue": 0.059754611209970866, "working_capital_to_revenue": 0.1671538944253035, "capital_efficiency": 0.12985870383520237, "financial_health": 0.044347413004820375, "margin_quality": 0.22722926513916883, "growth_momentum": -0.0916486874677977, "company_age_years": 3.5455167693360714, "ebitda": 183093000.0, "spy_multiple": 15.0, "sector_multiple": 20.365977446198706, "sector_premium_over_spy": 0.35773182974658035}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2019-04-30", "company_multiple": 32.73728692968511, "revenue_cagr_3y": 0.1880608003753741, "revenue_cagr_5y": 0.19305652807263307, "earnings_cagr_3y": 0.48814729820949276, "quarterly_revenue_growth_yoy": 0.17812133938253202, "quarterly_earnings_growth_yoy": 0.27132724765219673, "revenue_growth_qoq": -0.17535932415074607, "gross_margin": 0.40859586152548527, "operating_margin": 0.1255456297290475, "net_margin": 0.11918277133727767, "roa_ttm": 0.09685470307337044, "roe_ttm": 0.14496102697758748, "debt_to_ebitda": 0.26701429703236895, "net_debt_to_ebitda": 0.0, "interest_coverage": 1331.8413793103448, "debt_to_equity": 0.052171440828186845, "current_ratio": 1.8589102842162835, "quick_ratio": 0.30739018916319333, "fcf_to_ebitda": 0.2233102212648291, "capex_to_revenue": 0.06941693555636146, "working_capital_to_revenue": 0.14116166547332334, "capital_efficiency": 0.12090786502547896, "financial_health": 0.03913563072241153, "margin_quality": 0.2177747541972702, "growth_momentum": 0.2247242935173644, "company_age_years": 3.789185489390828, "ebitda": 193117000.0, "spy_multiple": 15.0, "sector_multiple": 23.312607757227944, "sector_premium_over_spy": 0.554173850481863}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2019-07-31", "company_multiple": 29.505052157257957, "revenue_cagr_3y": 0.16480693293773108, "revenue_cagr_5y": 0.1690336195633586, "earnings_cagr_3y": 0.24208422514270422, "quarterly_revenue_growth_yoy": 0.15885913820991468, "quarterly_earnings_growth_yoy": -0.15672741892254088, "revenue_growth_qoq": 0.027738614885456234, "gross_margin": 0.3715064472166894, "operating_margin": 0.0921060907851976, "net_margin": 0.07538975334341724, "roa_ttm": 0.08974572325671597, "roe_ttm": 0.13621840075717295, "debt_to_ebitda": 0.29237612321459666, "net_debt_to_ebitda": 0.0, "interest_coverage": 509.4704301075269, "debt_to_equity": 0.054460627301667175, "current_ratio": 2.129671522062421, "quick_ratio": 0.4120724482529779, "fcf_to_ebitda": 0.0944529160049176, "capex_to_revenue": 0.07804475030663965, "working_capital_to_revenue": 0.17452155607558115, "capital_efficiency": 0.11298206200694447, "financial_health": 0.05030710157963555, "margin_quality": 0.17966743044843478, "growth_momentum": 0.0010658596436868978, "company_age_years": 4.041067761806982, "ebitda": 189523000.0, "spy_multiple": 15.0, "sector_multiple": 21.91592501091354, "sector_premium_over_spy": 0.46106166739423604}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2020-07-31", "company_multiple": 25.578430480936042, "revenue_cagr_3y": 0.27622075271285573, "revenue_cagr_5y": 0.23811280688569636, "earnings_cagr_3y": 0.7147223317808313, "quarterly_revenue_growth_yoy": 0.5854102706183637, "quarterly_earnings_growth_yoy": 2.9484704012713547, "revenue_growth_qoq": 0.5150803032948538, "gross_margin": 0.3907744567014224, "operating_margin": 0.17385932331153778, "net_margin": 0.18775847183046704, "roa_ttm": 0.11402379453333623, "roe_ttm": 0.1724736115751942, "debt_to_ebitda": 0.21770896223891661, "net_debt_to_ebitda": 0.0, "interest_coverage": 10065.307692307691, "debt_to_equity": 0.04677464773700323, "current_ratio": 2.7205821481199397, "quick_ratio": 1.3663592562544498, "fcf_to_ebitda": 0.9254713448325933, "capex_to_revenue": 0.03359936025786227, "working_capital_to_revenue": 0.2553023174683507, "capital_efficiency": 0.1432487030542652, "financial_health": 0.16511502923626825, "margin_quality": 0.2507974172811424, "growth_momentum": 1.7669403359448592, "company_age_years": 5.04312114989733, "ebitda": 261698000.0, "spy_multiple": 20.0, "sector_multiple": 19.643430239090677, "sector_premium_over_spy": -0.017828488045466218}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2021-01-31", "company_multiple": 18.77811700819807, "revenue_cagr_3y": 0.13082379843018588, "revenue_cagr_5y": 0.16205105197608027, "earnings_cagr_3y": -0.026354365973696114, "quarterly_revenue_growth_yoy": 0.22094022455738332, "quarterly_earnings_growth_yoy": 0.2858193966631535, "revenue_growth_qoq": 0.24465589721561265, "gross_margin": 0.3968043461822581, "operating_margin": 0.1642401645717122, "net_margin": 0.12536765917679243, "roa_ttm": 0.12099379067779077, "roe_ttm": 0.18181096292478505, "debt_to_ebitda": 0.21601614631612856, "net_debt_to_ebitda": 0.0, "interest_coverage": 4002.8684210526317, "debt_to_equity": 0.049229856444132476, "current_ratio": 2.8498181792555215, "quick_ratio": 1.6034863070656387, "fcf_to_ebitda": 1.0869968246454844, "capex_to_revenue": 0.016900511438113556, "working_capital_to_revenue": 0.29022827576636934, "capital_efficiency": 0.1514023768012879, "financial_health": 0.22241900014388047, "margin_quality": 0.2288040566435876, "growth_momentum": 0.2533798106102684, "company_age_years": 5.546885694729637, "ebitda": 304218000.0, "spy_multiple": 20.0, "sector_multiple": 15.581082683640483, "sector_premium_over_spy": -0.22094586581797582}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2016-12-31", "company_multiple": 45.37699249856152, "revenue_cagr_3y": 0.1170003577925065, "revenue_cagr_5y": 0.12953458300963194, "earnings_cagr_3y": 0.3147142758049728, "quarterly_revenue_growth_yoy": 0.16784391253623537, "quarterly_earnings_growth_yoy": 0.24653673725331912, "revenue_growth_qoq": -0.04338958873233717, "gross_margin": 0.6608332835830796, "operating_margin": 0.333960849867001, "net_margin": 0.22944419016536985, "roa_ttm": 0.17158805249874143, "roe_ttm": 0.21403852408724006, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 225.14674130347862, "debt_to_equity": 0.0, "current_ratio": 3.043568804200693, "quick_ratio": 2.6993809885058937, "fcf_to_ebitda": 0.5292367854631215, "capex_to_revenue": 0.03454359605337849, "working_capital_to_revenue": 0.3153680093054585, "capital_efficiency": 0.19281328829299074, "financial_health": 0.090907580671684, "margin_quality": 0.4080794412051501, "growth_momentum": 0.20719032489477723, "company_age_years": 21.371663244353183, "ebitda": 1126184000.0, "spy_multiple": 15.0, "sector_multiple": 15.683926526068403, "sector_premium_over_spy": 0.045595101737893495}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2017-03-31", "company_multiple": 46.72667518534272, "revenue_cagr_3y": 0.11448274916807777, "revenue_cagr_5y": 0.10298861222690081, "earnings_cagr_3y": 0.2316918640431962, "quarterly_revenue_growth_yoy": 0.09109273051782894, "quarterly_earnings_growth_yoy": 0.08605844627372969, "revenue_growth_qoq": -0.015414618614554934, "gross_margin": 0.6479506727786716, "operating_margin": 0.35607818407698755, "net_margin": 0.23981804119405076, "roa_ttm": 0.16708764900579276, "roe_ttm": 0.20587605439425125, "debt_to_ebitda": 0.001240891051171816, "net_debt_to_ebitda": 0.0, "interest_coverage": 1729.3191489361702, "debt_to_equity": 0.00039997439257429977, "current_ratio": 3.4413227080779185, "quick_ratio": 3.076739374744585, "fcf_to_ebitda": 0.5888335624118985, "capex_to_revenue": 0.03687495440086676, "working_capital_to_revenue": 0.3686473376694962, "capital_efficiency": 0.18648185170002202, "financial_health": 0.13249897062978605, "margin_quality": 0.41461563268323665, "growth_momentum": 0.08857558839577931, "company_age_years": 21.61806981519507, "ebitda": 1137892000.0, "spy_multiple": 15.0, "sector_multiple": 16.61099441514117, "sector_premium_over_spy": 0.10739962767607802}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2017-06-30", "company_multiple": 47.18460377597346, "revenue_cagr_3y": 0.09694733077437467, "revenue_cagr_5y": 0.0888543163492359, "earnings_cagr_3y": 0.1644487934253578, "quarterly_revenue_growth_yoy": 0.09617057890869717, "quarterly_earnings_growth_yoy": 0.20852355077380727, "revenue_growth_qoq": 0.22222312051806517, "gross_margin": 0.6432781224781383, "operating_margin": 0.3859038131650549, "net_margin": 0.24544245855878502, "roa_ttm": 0.16336071728139115, "roe_ttm": 0.20264818723008926, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 470.67698941591533, "debt_to_equity": 0.0, "current_ratio": 3.3502782574295535, "quick_ratio": 3.010631340536129, "fcf_to_ebitda": 0.7195004235040148, "capex_to_revenue": 0.038584326276985444, "working_capital_to_revenue": 0.4133298944227284, "capital_efficiency": 0.1830044522557402, "financial_health": 0.16601905454821822, "margin_quality": 0.42487479806732614, "growth_momentum": 0.1523470648412522, "company_age_years": 21.867214236824093, "ebitda": 1200697000.0, "spy_multiple": 15.0, "sector_multiple": 17.551520146520147, "sector_premium_over_spy": 0.17010134310134317}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2017-09-30", "company_multiple": 51.602472756730904, "revenue_cagr_3y": 0.12663805337353629, "revenue_cagr_5y": 0.10909310965714414, "earnings_cagr_3y": 0.21618840385035099, "quarterly_revenue_growth_yoy": 0.15422473900760705, "quarterly_earnings_growth_yoy": 0.14141398329184995, "revenue_growth_qoq": 0.002654707254582898, "gross_margin": 0.6264145507962827, "operating_margin": 0.3489613799594492, "net_margin": 0.24051651720331269, "roa_ttm": 0.16825649099812143, "roe_ttm": 0.21026316864968894, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 307.67717717717716, "debt_to_equity": 0.0, "current_ratio": 3.2363205305813776, "quick_ratio": 2.8793743851265887, "fcf_to_ebitda": 0.7843003290827489, "capex_to_revenue": 0.03213024780714002, "working_capital_to_revenue": 0.4035112929836028, "capital_efficiency": 0.18925982982390518, "financial_health": 0.09886776249090554, "margin_quality": 0.4052974826530149, "growth_momentum": 0.1478193611497285, "company_age_years": 22.119096509240247, "ebitda": 1229478000.0, "spy_multiple": 15.0, "sector_multiple": 18.20166709021601, "sector_premium_over_spy": 0.21344447268106737}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2017-12-31", "company_multiple": 57.91635866420235, "revenue_cagr_3y": 0.10197382163517088, "revenue_cagr_5y": 0.11438585819202696, "earnings_cagr_3y": 0.17114565215039246, "quarterly_revenue_growth_yoy": 0.0750764495565594, "quarterly_earnings_growth_yoy": 0.16406760452624214, "revenue_growth_qoq": -0.10898693313512396, "gross_margin": 0.6214683688013278, "operating_margin": 0.3296234366419656, "net_margin": 0.24843679621894108, "roa_ttm": 0.17129554257012924, "roe_ttm": 0.21068917429911388, "debt_to_ebitda": 0.001041938839793087, "net_debt_to_ebitda": 0.0, "interest_coverage": 1702.1473396998636, "debt_to_equity": 0.000333743067129594, "current_ratio": 3.7233394782912854, "quick_ratio": 3.266938044190159, "fcf_to_ebitda": 0.7170166245349346, "capex_to_revenue": 0.027642254704226273, "working_capital_to_revenue": 0.45295506590146467, "capital_efficiency": 0.19099235843462156, "financial_health": 0.11033618784507324, "margin_quality": 0.3998428672207448, "growth_momentum": 0.11957202704140077, "company_age_years": 22.3709787816564, "ebitda": 1247674000.0, "spy_multiple": 15.0, "sector_multiple": 19.99070379338176, "sector_premium_over_spy": 0.33271358622545066}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2018-03-31", "company_multiple": 51.479881829346795, "revenue_cagr_3y": 0.10727500534845236, "revenue_cagr_5y": 0.11935737641422994, "earnings_cagr_3y": 2.6579742778116096, "quarterly_revenue_growth_yoy": 0.1465681954763618, "quarterly_earnings_growth_yoy": 0.21390043825148894, "revenue_growth_qoq": 0.0500595418057518, "gross_margin": 0.605528597836932, "operating_margin": 0.3289553319285809, "net_margin": 0.25390136099590915, "roa_ttm": 0.18116562998667549, "roe_ttm": 0.22157793604975942, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 701.4598337950139, "debt_to_equity": 0.0, "current_ratio": 3.8173483489444253, "quick_ratio": 3.31435970802701, "fcf_to_ebitda": 0.6772121456242818, "capex_to_revenue": 0.024795992892099075, "working_capital_to_revenue": 0.4326060578178284, "capital_efficiency": 0.20137178301821745, "financial_health": 0.10787885231888057, "margin_quality": 0.39612843025380734, "growth_momentum": 0.18023431686392538, "company_age_years": 22.61738535249829, "ebitda": 1266135000.0, "spy_multiple": 15.0, "sector_multiple": 22.47813385214008, "sector_premium_over_spy": 0.4985422568093385}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2018-06-30", "company_multiple": 50.33565501360555, "revenue_cagr_3y": 0.13558064938546455, "revenue_cagr_5y": 0.0999453225837188, "earnings_cagr_3y": 0.056580068650698534, "quarterly_revenue_growth_yoy": 0.11995241812080241, "quarterly_earnings_growth_yoy": 0.21327925330027445, "revenue_growth_qoq": 0.19385113306640686, "gross_margin": 0.6105664782901012, "operating_margin": 0.35203317737551837, "net_margin": 0.26589544165461626, "roa_ttm": 0.1995196022958695, "roe_ttm": 0.25137081294588864, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 2681.3382352941176, "debt_to_equity": 0.0, "current_ratio": 2.9772765755146433, "quick_ratio": 2.5286269236029253, "fcf_to_ebitda": 0.6804712308932656, "capex_to_revenue": 0.024343777227895304, "working_capital_to_revenue": 0.33860997455825464, "capital_efficiency": 0.22544520762087908, "financial_health": 0.14523928517173887, "margin_quality": 0.4094983657734119, "growth_momentum": 0.16661583571053842, "company_age_years": 22.86652977412731, "ebitda": 1276317000.0, "spy_multiple": 15.0, "sector_multiple": 20.83588556271315, "sector_premium_over_spy": 0.3890590375142098}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2018-09-30", "company_multiple": 48.84709148133025, "revenue_cagr_3y": 0.10330338547167317, "revenue_cagr_5y": 0.11470490659087473, "earnings_cagr_3y": 0.15320747060128692, "quarterly_revenue_growth_yoy": 0.11730271057180179, "quarterly_earnings_growth_yoy": 0.22395585707493693, "revenue_growth_qoq": 0.0002825156294143067, "gross_margin": 0.5979953944260746, "operating_margin": 0.33417276806802076, "net_margin": 0.2634752401196662, "roa_ttm": 0.19608922274051246, "roe_ttm": 0.2453520398164318, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 435.23192771084337, "debt_to_equity": 0.0, "current_ratio": 3.2797008358192583, "quick_ratio": 2.8804028874310212, "fcf_to_ebitda": 0.7248470364244394, "capex_to_revenue": 0.020683349267553837, "working_capital_to_revenue": 0.4051404851313551, "capital_efficiency": 0.22072063127847213, "financial_health": 0.146512297697624, "margin_quality": 0.3985478008712539, "growth_momentum": 0.17062928382336937, "company_age_years": 23.11841204654346, "ebitda": 1300473000.0, "spy_multiple": 15.0, "sector_multiple": 20.75468033687294, "sector_premium_over_spy": 0.38364535579152936}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2018-12-31", "company_multiple": 40.40036434459522, "revenue_cagr_3y": 0.127135940871268, "revenue_cagr_5y": 0.11311697572756008, "earnings_cagr_3y": 0.19893262970165382, "quarterly_revenue_growth_yoy": 0.1405248317095594, "quarterly_earnings_growth_yoy": 0.1876844060758387, "revenue_growth_qoq": -0.09046803652968037, "gross_margin": 0.5974724906138082, "operating_margin": 0.3316393105612239, "net_margin": 0.258709412159311, "roa_ttm": 0.21935717029634688, "roe_ttm": 0.27500227782484205, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 305.79356751824815, "debt_to_equity": 0.0, "current_ratio": 3.0012226667442965, "quick_ratio": 2.5392625739214334, "fcf_to_ebitda": 0.8107987548849432, "capex_to_revenue": 0.019679899894515213, "working_capital_to_revenue": 0.31598814241707257, "capital_efficiency": 0.24717972406059446, "financial_health": 0.1408279987302544, "margin_quality": 0.395940404444781, "growth_momentum": 0.16410461889269906, "company_age_years": 23.370294318959616, "ebitda": 1340599000.0, "spy_multiple": 15.0, "sector_multiple": 17.728210714285716, "sector_premium_over_spy": 0.1818807142857144}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2019-03-31", "company_multiple": 42.12199486680495, "revenue_cagr_3y": 0.11622849582177386, "revenue_cagr_5y": 0.12027215385470336, "earnings_cagr_3y": 0.16853822968394505, "quarterly_revenue_growth_yoy": 0.11172600041601982, "quarterly_earnings_growth_yoy": 0.2102985420041657, "revenue_growth_qoq": 0.023545005031215174, "gross_margin": 0.6062763810649361, "operating_margin": 0.3292430900505396, "net_margin": 0.2764138348039252, "roa_ttm": 0.2230399984879241, "roe_ttm": 0.280749265982124, "debt_to_ebitda": 0.021036048896450464, "net_debt_to_ebitda": 0.0, "interest_coverage": 500.7381473377097, "debt_to_equity": 0.007808706560470636, "current_ratio": 3.0227965741744485, "quick_ratio": 2.546103472103358, "fcf_to_ebitda": 0.7763921096790734, "capex_to_revenue": 0.018030861138203715, "working_capital_to_revenue": 0.3270745574224538, "capital_efficiency": 0.25189463223502406, "financial_health": 0.12765087913736078, "margin_quality": 0.4039777686398003, "growth_momentum": 0.16101227121009276, "company_age_years": 23.616700889801507, "ebitda": 1373024000.0, "spy_multiple": 15.0, "sector_multiple": 20.072766076115485, "sector_premium_over_spy": 0.33818440507436565}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2019-06-30", "company_multiple": 50.171174232153575, "revenue_cagr_3y": 0.10088433061934188, "revenue_cagr_5y": 0.09946358875255412, "earnings_cagr_3y": 0.16658696582743882, "quarterly_revenue_growth_yoy": 0.08679431385616115, "quarterly_earnings_growth_yoy": 0.08276814405662752, "revenue_growth_qoq": 0.16707769947071377, "gross_margin": 0.5989638103519331, "operating_margin": 0.3432740513294295, "net_margin": 0.26491039767400787, "roa_ttm": 0.2086405844464917, "roe_ttm": 0.2614357403638518, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 470.1557349478641, "debt_to_equity": 0.0, "current_ratio": 3.298041105598866, "quick_ratio": 2.873478384124734, "fcf_to_ebitda": 0.754074517106855, "capex_to_revenue": 0.01537204298488432, "working_capital_to_revenue": 0.4062894538076887, "capital_efficiency": 0.23503816240517175, "financial_health": 0.1747027928152607, "margin_quality": 0.4023827531184569, "growth_momentum": 0.08478122895639434, "company_age_years": 23.865845311430526, "ebitda": 1397773000.0, "spy_multiple": 15.0, "sector_multiple": 24.820483533219114, "sector_premium_over_spy": 0.6546989022146077}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2019-09-30", "company_multiple": 43.282213014123315, "revenue_cagr_3y": 0.1288859130909632, "revenue_cagr_5y": 0.12254201785658791, "earnings_cagr_3y": 0.15972616929528938, "quarterly_revenue_growth_yoy": 0.11554971658006613, "quarterly_earnings_growth_yoy": 0.11649665898488419, "revenue_growth_qoq": 0.026748909691181065, "gross_margin": 0.5936976491230856, "operating_margin": 0.3488452923797854, "net_margin": 0.26369889297330484, "roa_ttm": 0.21255795284976775, "roe_ttm": 0.26582128726103205, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 466.1191925664851, "debt_to_equity": 0.0, "current_ratio": 3.3053866057327195, "quick_ratio": 2.8605001848180382, "fcf_to_ebitda": 0.7512809690683949, "capex_to_revenue": 0.016713881226716795, "working_capital_to_revenue": 0.40082934036183954, "capital_efficiency": 0.2391896200553999, "financial_health": 0.13968578450513355, "margin_quality": 0.4020806114920586, "growth_momentum": 0.11602318778247517, "company_age_years": 24.11772758384668, "ebitda": 1454758000.0, "spy_multiple": 15.0, "sector_multiple": 29.659213787076535, "sector_premium_over_spy": 0.9772809191384357}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2019-12-31", "company_multiple": 46.32542566767024, "revenue_cagr_3y": 0.10507303511427035, "revenue_cagr_5y": 0.10930120811365351, "earnings_cagr_3y": 0.13810657506277857, "quarterly_revenue_growth_yoy": 0.10059833591205652, "quarterly_earnings_growth_yoy": 0.06627576775251247, "revenue_growth_qoq": -0.1026582225997881, "gross_margin": 0.6004368829912525, "operating_margin": 0.3116821961333299, "net_margin": 0.25064146298783135, "roa_ttm": 0.2150988903282727, "roe_ttm": 0.2655862791310391, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 350.4663323782235, "debt_to_equity": 0.0, "current_ratio": 3.5037354578828825, "quick_ratio": 2.9580802817135763, "fcf_to_ebitda": 0.6836054840289886, "capex_to_revenue": 0.02628011347311084, "working_capital_to_revenue": 0.3940212610921823, "capital_efficiency": 0.24034258472965592, "financial_health": 0.15493251723377355, "margin_quality": 0.3875868473708046, "growth_momentum": 0.0834370518322845, "company_age_years": 24.369609856262834, "ebitda": 1467753000.0, "spy_multiple": 15.0, "sector_multiple": 28.850298364502702, "sector_premium_over_spy": 0.9233532243001801}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2020-06-30", "company_multiple": 46.94328903210564, "revenue_cagr_3y": 0.06441763880535167, "revenue_cagr_5y": 0.0953631171346816, "earnings_cagr_3y": 0.11830932033823371, "quarterly_revenue_growth_yoy": -0.009192560085866065, "quarterly_earnings_growth_yoy": 0.06460767318692666, "revenue_growth_qoq": 0.029939826588343627, "gross_margin": 0.6028626121678843, "operating_margin": 0.37230595961590496, "net_margin": 0.28464223289965407, "roa_ttm": 0.22027766498331766, "roe_ttm": 0.27101034219739717, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 862.565144766147, "debt_to_equity": 0.0, "current_ratio": 3.5139620516695933, "quick_ratio": 3.009363354152312, "fcf_to_ebitda": 0.624795777343566, "capex_to_revenue": 0.030538388808705165, "working_capital_to_revenue": 0.3939338846506064, "capital_efficiency": 0.24564400359035743, "financial_health": 0.17738913588148053, "margin_quality": 0.4199369348944811, "growth_momentum": 0.027707556550530296, "company_age_years": 24.867898699520875, "ebitda": 1549167000.0, "spy_multiple": 20.0, "sector_multiple": 17.881650205135998, "sector_premium_over_spy": -0.10591748974320014}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2020-09-30", "company_multiple": 52.43567286751249, "revenue_cagr_3y": 0.11075340218082541, "revenue_cagr_5y": 0.1049773892284942, "earnings_cagr_3y": 0.16699866810376784, "quarterly_revenue_growth_yoy": 0.0994947850917935, "quarterly_earnings_growth_yoy": 0.16302191534274713, "revenue_growth_qoq": 0.13937888062484916, "gross_margin": 0.5909446854124243, "operating_margin": 0.3679516865886476, "net_margin": 0.27893501246026436, "roa_ttm": 0.20935036224374012, "roe_ttm": 0.2576645689508245, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 352.6155866900175, "debt_to_equity": 0.0, "current_ratio": 3.6520833898751945, "quick_ratio": 3.2398693139889088, "fcf_to_ebitda": 0.6788305805749876, "capex_to_revenue": 0.03360152739152147, "working_capital_to_revenue": 0.4643185148932213, "capital_efficiency": 0.2335074655972823, "financial_health": 0.18862579753910494, "margin_quality": 0.41261046148711206, "growth_momentum": 0.1312583502172703, "company_age_years": 25.11978097193703, "ebitda": 1610748000.0, "spy_multiple": 20.0, "sector_multiple": 20.101748974439886, "sector_premium_over_spy": 0.005087448721994292}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2020-12-31", "company_multiple": 57.62615674031522, "revenue_cagr_3y": 0.1386393934824608, "revenue_cagr_5y": 0.13134888440467973, "earnings_cagr_3y": 0.32821769369331144, "quarterly_revenue_growth_yoy": 0.17604791949713233, "quarterly_earnings_growth_yoy": 0.8502788738360646, "revenue_growth_qoq": -0.040180140280271705, "gross_margin": 0.5773592034660695, "operating_margin": 0.33629249935007016, "net_margin": 0.3943347853308958, "roa_ttm": 0.22725431891448844, "roe_ttm": 0.2731316098479711, "debt_to_ebitda": 0.0005867328718567144, "net_debt_to_ebitda": 0.0, "interest_coverage": 1125.665780730897, "debt_to_equity": 0.00019260355832167507, "current_ratio": 4.1880070081121294, "quick_ratio": 3.743886568851768, "fcf_to_ebitda": 0.7493694392451097, "capex_to_revenue": 0.02057913669221191, "working_capital_to_revenue": 0.5199293790900698, "capital_efficiency": 0.25019296438122973, "financial_health": 0.1903058273182264, "margin_quality": 0.43599549604901183, "growth_momentum": 0.5131633966665985, "company_age_years": 25.371663244353183, "ebitda": 1694127000.0, "spy_multiple": 20.0, "sector_multiple": 21.515670492061, "sector_premium_over_spy": 0.07578352460304982}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2021-03-31", "company_multiple": 55.35323205124963, "revenue_cagr_3y": 0.1348948687938396, "revenue_cagr_5y": 0.12830286281679948, "earnings_cagr_3y": 0.1341606023940809, "quarterly_revenue_growth_yoy": 0.17109454221224615, "quarterly_earnings_growth_yoy": 0.13039611239621998, "revenue_growth_qoq": 0.03973390911682269, "gross_margin": 0.5747916090482836, "operating_margin": 0.33296403969718996, "net_margin": 0.25340886433363136, "roa_ttm": 0.22128436025775108, "roe_ttm": 0.26485386679981837, "debt_to_ebitda": 0.0036491902568689624, "net_debt_to_ebitda": 0.0, "interest_coverage": 2291.915678524374, "debt_to_equity": 0.0011627572586697125, "current_ratio": 4.352949378914663, "quick_ratio": 3.88594441859846, "fcf_to_ebitda": 0.722111402627325, "capex_to_revenue": 0.019317594899293085, "working_capital_to_revenue": 0.5533082571029737, "capital_efficiency": 0.24306911352878474, "financial_health": 0.1804121471004226, "margin_quality": 0.387054837693035, "growth_momentum": 0.15074532730423307, "company_age_years": 25.61806981519507, "ebitda": 1739564000.0, "spy_multiple": 20.0, "sector_multiple": 20.807458932641673, "sector_premium_over_spy": 0.040372946632083684}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2021-06-30", "company_multiple": 51.88626238117361, "revenue_cagr_3y": 0.1290056524745884, "revenue_cagr_5y": 0.12055508932982129, "earnings_cagr_3y": 0.14338294805053864, "quarterly_revenue_growth_yoy": 0.3364469748495287, "quarterly_earnings_growth_yoy": 0.2967315307561125, "revenue_growth_qoq": 0.17536195064221718, "gross_margin": 0.5724184539110521, "operating_margin": 0.35978026367811405, "net_margin": 0.27618346655868187, "roa_ttm": 0.2175403585893489, "roe_ttm": 0.2604938652083194, "debt_to_ebitda": 0.005237577326755192, "net_debt_to_ebitda": 0.0, "interest_coverage": 2127.795871559633, "debt_to_equity": 0.0016455851818085452, "current_ratio": 4.4513293680079595, "quick_ratio": 4.019917140548964, "fcf_to_ebitda": 0.7720053162649466, "capex_to_revenue": 0.015127627153705183, "working_capital_to_revenue": 0.5949714425563695, "capital_efficiency": 0.23901711189883415, "financial_health": 0.22403017276427506, "margin_quality": 0.402794061382616, "growth_momentum": 0.3165892528028206, "company_age_years": 25.867214236824093, "ebitda": 1855438000.0, "spy_multiple": 20.0, "sector_multiple": 18.260249795249795, "sector_premium_over_spy": -0.08698751023751028}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2021-09-30", "company_multiple": 50.82111098066456, "revenue_cagr_3y": 0.11551697064006272, "revenue_cagr_5y": 0.12351262036695809, "earnings_cagr_3y": 0.07993437952177285, "quarterly_revenue_growth_yoy": 0.13173941439164544, "quarterly_earnings_growth_yoy": -0.03005574507987827, "revenue_growth_qoq": -0.03514317335803121, "gross_margin": 0.559465516104631, "operating_margin": 0.3150982200648396, "net_margin": 0.23905804586415152, "roa_ttm": 0.20510314376659192, "roe_ttm": 0.24465936492843793, "debt_to_ebitda": 0.002402390650460857, "net_debt_to_ebitda": 0.0, "interest_coverage": 803.42096069869, "debt_to_equity": 0.0007077665529703216, "current_ratio": 4.702300909637003, "quick_ratio": 4.19647301124174, "fcf_to_ebitda": 0.7081655192805438, "capex_to_revenue": 0.007529660673983876, "working_capital_to_revenue": 0.6496704996997698, "capital_efficiency": 0.22488125434751494, "financial_health": 0.22990699395173414, "margin_quality": 0.3712072606778741, "growth_momentum": 0.050841834655883586, "company_age_years": 26.119096509240247, "ebitda": 1839834000.0, "spy_multiple": 20.0, "sector_multiple": 18.43960685337087, "sector_premium_over_spy": -0.07801965733145655}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2023-03-31", "company_multiple": 32.03396556129585, "revenue_cagr_3y": 0.16950953702285276, "revenue_cagr_5y": 0.14830498106405754, "earnings_cagr_3y": 0.12540684642485322, "quarterly_revenue_growth_yoy": 0.11876668506111655, "quarterly_earnings_growth_yoy": 0.3509175637230076, "revenue_growth_qoq": 0.12293951277355016, "gross_margin": 0.5284791015521534, "operating_margin": 0.28551146898341895, "net_margin": 0.23393783145862396, "roa_ttm": 0.14640569890739433, "roe_ttm": 0.17509154388697779, "debt_to_ebitda": 0.0064225057058498155, "net_debt_to_ebitda": 0.0, "interest_coverage": 138.7441581306018, "debt_to_equity": 0.0015056738279137188, "current_ratio": 4.458576804762229, "quick_ratio": 3.6950276671121363, "fcf_to_ebitda": 0.626533167757464, "capex_to_revenue": 0.03485762023548978, "working_capital_to_revenue": 0.6326976570718797, "capital_efficiency": 0.16074862139718604, "financial_health": 0.18912161216377169, "margin_quality": 0.3493094673313988, "growth_momentum": 0.23484212439206206, "company_age_years": 27.616700889801507, "ebitda": 1733747000.0, "spy_multiple": 12.0, "sector_multiple": 24.419701190174727, "sector_premium_over_spy": 1.0349750991812274}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2023-06-30", "company_multiple": 31.342738862967696, "revenue_cagr_3y": 0.19248497647997898, "revenue_cagr_5y": 0.1279739581323891, "earnings_cagr_3y": 0.09950331096666765, "quarterly_revenue_growth_yoy": 0.12064630329978372, "quarterly_earnings_growth_yoy": 0.5140144863915715, "revenue_growth_qoq": 0.09184074682300036, "gross_margin": 0.5251981038954457, "operating_margin": 0.28238059991557773, "net_margin": 0.22311574205603243, "roa_ttm": 0.15495235086963252, "roe_ttm": 0.18304949177857605, "debt_to_ebitda": 0.020449556981103238, "net_debt_to_ebitda": 0.0, "interest_coverage": 124.3052971831915, "debt_to_equity": 0.004914133381215549, "current_ratio": 4.863418431419773, "quick_ratio": 4.13502812709663, "fcf_to_ebitda": 0.7053032779577402, "capex_to_revenue": 0.02856985718957159, "working_capital_to_revenue": 0.6712689437982469, "capital_efficiency": 0.16900092132410427, "financial_health": 0.20184667773107276, "margin_quality": 0.34356481528901867, "growth_momentum": 0.31733039484567765, "company_age_years": 27.865845311430526, "ebitda": 1884344000.0, "spy_multiple": 12.0, "sector_multiple": 20.453085543258858, "sector_premium_over_spy": 0.7044237952715715}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2023-09-30", "company_multiple": 27.467965753774163, "revenue_cagr_3y": 0.1419491740955512, "revenue_cagr_5y": 0.1280399630418767, "earnings_cagr_3y": 0.09199127723777756, "quarterly_revenue_growth_yoy": 0.1426731499255673, "quarterly_earnings_growth_yoy": 0.404194337861018, "revenue_growth_qoq": 0.0005752142497874619, "gross_margin": 0.5300367235839114, "operating_margin": 0.27506427704754455, "net_margin": 0.24390472557526072, "roa_ttm": 0.16809385701914617, "roe_ttm": 0.19886363131194393, "debt_to_ebitda": 0.008260947106394996, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.738175652003306, "debt_to_equity": 0.00207680560853097, "current_ratio": 4.505858490229912, "quick_ratio": 3.756299191891429, "fcf_to_ebitda": 0.702358848752067, "capex_to_revenue": 0.027698274554554845, "working_capital_to_revenue": 0.5969670005850192, "capital_efficiency": 0.18347874416554505, "financial_health": 0.19044284199263545, "margin_quality": 0.3496685754022389, "growth_momentum": 0.27343374389329267, "company_age_years": 28.11772758384668, "ebitda": 1979313000.0, "spy_multiple": 12.0, "sector_multiple": 17.660465970991666, "sector_premium_over_spy": 0.4717054975826389}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2023-12-31", "company_multiple": 29.389711163208826, "revenue_cagr_3y": 0.130871070820874, "revenue_cagr_5y": 0.13359685038781977, "earnings_cagr_3y": -0.08029743530362965, "quarterly_revenue_growth_yoy": 0.14354719415492181, "quarterly_earnings_growth_yoy": 0.21647540059799653, "revenue_growth_qoq": -0.06784380408054189, "gross_margin": 0.542378279275051, "operating_margin": 0.2508276939936698, "net_margin": 0.21211334783724484, "roa_ttm": 0.16837705009083756, "roe_ttm": 0.19820619039795137, "debt_to_ebitda": 0.008832157777179018, "net_debt_to_ebitda": 0.0, "interest_coverage": 123.2134657151722, "debt_to_equity": 0.002131187943141748, "current_ratio": 4.811094879954962, "quick_ratio": 3.9748934525505537, "fcf_to_ebitda": 0.7468977656458927, "capex_to_revenue": 0.03287438548901846, "working_capital_to_revenue": 0.620068663605894, "capital_efficiency": 0.18329162024439447, "financial_health": 0.23720330165977013, "margin_quality": 0.3351064403686552, "growth_momentum": 0.18001129737645916, "company_age_years": 28.369609856262834, "ebitda": 1985585000.0, "spy_multiple": 12.0, "sector_multiple": 23.917156472230417, "sector_premium_over_spy": 0.9930963726858681}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2024-03-31", "company_multiple": 27.924589870698497, "revenue_cagr_3y": 0.1514994788933548, "revenue_cagr_5y": 0.14956113990289155, "earnings_cagr_3y": 0.11934549810159667, "quarterly_revenue_growth_yoy": 0.11782003967202886, "quarterly_earnings_growth_yoy": 0.11222964744718752, "revenue_growth_qoq": 0.09767598323341664, "gross_margin": 0.5408509724090068, "operating_margin": 0.28539390805529785, "net_margin": 0.2327678719055046, "roa_ttm": 0.16593207055687692, "roe_ttm": 0.19534089728716805, "debt_to_ebitda": 0.007405742368156509, "net_debt_to_ebitda": 0.0, "interest_coverage": 20820.33, "debt_to_equity": 0.0017975494617552378, "current_ratio": 4.911601949174335, "quick_ratio": 4.14694652140088, "fcf_to_ebitda": 0.6916758764150231, "capex_to_revenue": 0.036147268567115726, "working_capital_to_revenue": 0.6548444557671833, "capital_efficiency": 0.18063648392202247, "financial_health": 0.2551502436209072, "margin_quality": 0.3530042507899364, "growth_momentum": 0.1150248435596082, "company_age_years": 28.618754277891856, "ebitda": 2082033000.0, "spy_multiple": 12.0, "sector_multiple": 23.02975482343566, "sector_premium_over_spy": 0.9191462352863049}, {"ticker": "CELH", "sector": "Consumer Defensive", "quarter_date": "2019-06-30", "company_multiple": 123.51553836154692, "revenue_cagr_3y": 0.3772155928213423, "revenue_cagr_5y": 0.42643133775336794, "earnings_cagr_3y": 0.003607182823837096, "quarterly_revenue_growth_yoy": 0.7338526597311538, "quarterly_earnings_growth_yoy": 0.5600341987745538, "revenue_growth_qoq": 0.11295861766644921, "gross_margin": 0.42588148105602003, "operating_margin": -0.07000737938989807, "net_margin": -0.09138453593239369, "roa_ttm": 0.11920711812619474, "roe_ttm": 0.21010328591622038, "debt_to_ebitda": 1.625232920186495, "net_debt_to_ebitda": 0.8084691580118036, "interest_coverage": 26.936593295509393, "debt_to_equity": 0.38832594774751045, "current_ratio": 3.480264530449474, "quick_ratio": 2.3484969355577903, "fcf_to_ebitda": -1.760863593588062, "capex_to_revenue": 0.0011699463805158732, "working_capital_to_revenue": 0.37518195887550765, "capital_efficiency": 0.16465520202120756, "financial_health": -0.2718338541749775, "margin_quality": 0.08816318857790943, "growth_momentum": 0.6469434292528538, "company_age_years": 12.405201916495551, "ebitda": 5915653.0, "spy_multiple": 15.0, "sector_multiple": 24.820483533219114, "sector_premium_over_spy": 0.6546989022146077}, {"ticker": "CELH", "sector": "Consumer Defensive", "quarter_date": "2019-09-30", "company_multiple": 52.1349382607462, "revenue_cagr_3y": 0.4530183831808816, "revenue_cagr_5y": 0.42962550810412714, "earnings_cagr_3y": 3.5881727621260078, "quarterly_revenue_growth_yoy": 0.23292830634803466, "quarterly_earnings_growth_yoy": 1.2326012884725321, "revenue_growth_qoq": 0.2668364312980165, "gross_margin": 0.42217164082750913, "operating_margin": 0.07363309174809232, "net_margin": 0.0470548961711278, "roa_ttm": 0.13832622745245202, "roe_ttm": 0.16253637781951044, "debt_to_ebitda": 0.012083324025300593, "net_debt_to_ebitda": 0.0, "interest_coverage": 19.0369091128788, "debt_to_equity": 0.0023143496737255457, "current_ratio": 4.4200996655537725, "quick_ratio": 3.626523666640416, "fcf_to_ebitda": -0.3033753166139358, "capex_to_revenue": 0.0013573058339771675, "working_capital_to_revenue": 0.5762969365331425, "capital_efficiency": 0.15043130263598123, "financial_health": 0.275883237510473, "margin_quality": 0.18095320958224306, "growth_momentum": 0.7327647974102834, "company_age_years": 12.657084188911705, "ebitda": 12131099.0, "spy_multiple": 15.0, "sector_multiple": 29.659213787076535, "sector_premium_over_spy": 0.9772809191384357}, {"ticker": "CELH", "sector": "Consumer Defensive", "quarter_date": "2019-12-31", "company_multiple": 85.31828130345905, "revenue_cagr_3y": 0.5682051637492578, "revenue_cagr_5y": 0.3934627009334839, "earnings_cagr_3y": 0.4088052960407673, "quarterly_revenue_growth_yoy": 0.642678279092069, "quarterly_earnings_growth_yoy": -0.3804667604957565, "revenue_growth_qoq": 0.18073348277628598, "gross_margin": 0.4185073514044301, "operating_margin": -0.0548043302293333, "net_margin": -0.048645082421319076, "roa_ttm": 0.11032321661083933, "roe_ttm": 0.15712918149389363, "debt_to_ebitda": 0.7633229655930641, "net_debt_to_ebitda": 0.0, "interest_coverage": 37.34451152107694, "debt_to_equity": 0.14628901509918477, "current_ratio": 1.930372551113147, "quick_ratio": 1.3572690645595789, "fcf_to_ebitda": 0.07860825770079552, "capex_to_revenue": 0.0012629722196413392, "working_capital_to_revenue": 0.33036118519672214, "capital_efficiency": 0.1337261990523665, "financial_health": 0.2554781008073312, "margin_quality": 0.10501931291792589, "growth_momentum": 0.13110575929815624, "company_age_years": 12.908966461327857, "ebitda": 12161763.0, "spy_multiple": 15.0, "sector_multiple": 28.850298364502702, "sector_premium_over_spy": 0.9233532243001801}, {"ticker": "CELH", "sector": "Consumer Defensive", "quarter_date": "2020-06-30", "company_multiple": 500.56429314176563, "revenue_cagr_3y": 0.4316289990798785, "revenue_cagr_5y": 0.45188272214874314, "earnings_cagr_3y": 0.49033190786105174, "quarterly_revenue_growth_yoy": 0.8631285995615041, "quarterly_earnings_growth_yoy": 2.057720280052535, "revenue_growth_qoq": 0.06572096132789454, "gross_margin": 0.43322291368640653, "operating_margin": 0.04155926244456587, "net_margin": 0.051880088664642714, "roa_ttm": 0.019134097857334328, "roe_ttm": 0.02757721794443609, "debt_to_ebitda": 1.8654953520039328, "net_debt_to_ebitda": 0.0, "interest_coverage": 17.752997008296145, "debt_to_equity": 0.1364796019858156, "current_ratio": 2.0581309164443695, "quick_ratio": 1.2763675047288332, "fcf_to_ebitda": 0.1801866369415891, "capex_to_revenue": 0.0036071534979832784, "working_capital_to_revenue": 0.3096939237201305, "capital_efficiency": 0.02335565790088521, "financial_health": 0.20334680103297606, "margin_quality": 0.17555408826520502, "growth_momentum": 1.4604244398070196, "company_age_years": 13.4072553045859, "ebitda": 5020228.0, "spy_multiple": 20.0, "sector_multiple": 17.881650205135998, "sector_premium_over_spy": -0.10591748974320014}, {"ticker": "CELH", "sector": "Consumer Defensive", "quarter_date": "2023-12-31", "company_multiple": 44.074421787886884, "revenue_cagr_3y": 1.1357271086175702, "revenue_cagr_5y": 0.8829003263720974, "earnings_cagr_3y": 2.1101348037145082, "quarterly_revenue_growth_yoy": 0.9522768649839294, "quarterly_earnings_growth_yoy": 3.3614003675257975, "revenue_growth_qoq": -0.09700148405357148, "gross_margin": 0.4784923798696159, "operating_margin": 0.16965187732957243, "net_margin": 0.14424568624347, "roa_ttm": 0.1476188430586906, "roe_ttm": 0.20835568768097834, "debt_to_ebitda": 0.0038539719279503844, "net_debt_to_ebitda": 0.0, "interest_coverage": 16.815868263473053, "debt_to_equity": 0.0009545000220481237, "current_ratio": 4.355919642243857, "quick_ratio": 3.527054043013163, "fcf_to_ebitda": 0.4591567999050417, "capex_to_revenue": 0.013226718380836623, "working_capital_to_revenue": 0.7043104246237142, "capital_efficiency": 0.17798726536983447, "financial_health": 0.4920482740126894, "margin_quality": 0.26412998114755276, "growth_momentum": 2.1568386162548636, "company_age_years": 16.908966461327857, "ebitda": 269592000.0, "spy_multiple": 12.0, "sector_multiple": 23.917156472230417, "sector_premium_over_spy": 0.9930963726858681}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2020-09-30", "company_multiple": 46.52957264957265, "revenue_cagr_3y": 0.028501856645042567, "revenue_cagr_5y": 0.046736485248312754, "earnings_cagr_3y": 0.06993633882517925, "quarterly_revenue_growth_yoy": -0.08549422336328627, "quarterly_earnings_growth_yoy": -0.12100840336134454, "revenue_growth_qoq": 0.46584362139917695, "gross_margin": 0.7683885457608085, "operating_margin": 0.1979225154407636, "net_margin": 0.14682762492981472, "roa_ttm": 0.03418421493604424, "roe_ttm": 0.13746630727762804, "debt_to_ebitda": 3.2962962962962963, "net_debt_to_ebitda": 0.864957264957265, "interest_coverage": 39.0, "debt_to_equity": 1.2994159928122193, "current_ratio": 1.853920741989882, "quick_ratio": 1.3893338954468804, "fcf_to_ebitda": 1.25014245014245, "capex_to_revenue": 0.043979657617649166, "working_capital_to_revenue": 0.2901654609268677, "capital_efficiency": 0.08582526110683614, "financial_health": -0.8652090237302055, "margin_quality": 0.37104622871046233, "growth_momentum": -0.10325131336231541, "company_age_years": 24.87337440109514, "ebitda": 1755000000.0, "spy_multiple": 20.0, "sector_multiple": 20.101748974439886, "sector_premium_over_spy": 0.005087448721994292}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2020-12-31", "company_multiple": 49.214496240601505, "revenue_cagr_3y": 0.09033047380828374, "revenue_cagr_5y": 0.09203765339211167, "earnings_cagr_3y": 0.9217772331366068, "quarterly_revenue_growth_yoy": 0.0495242214532872, "quarterly_earnings_growth_yoy": 0.5673249551166966, "revenue_growth_qoq": 0.36243683323975295, "gross_margin": 0.7766330105089635, "operating_margin": 0.2190397692149186, "net_margin": 0.17988872862147126, "roa_ttm": 0.047359020158203625, "roe_ttm": 0.17118612802066038, "debt_to_ebitda": 2.892230576441103, "net_debt_to_ebitda": 0.11278195488721804, "interest_coverage": 46.395348837209305, "debt_to_equity": 1.0643792658181148, "current_ratio": 1.898708487084871, "quick_ratio": 1.5083025830258303, "fcf_to_ebitda": 1.2135338345864661, "capex_to_revenue": 0.041014799154334036, "working_capital_to_revenue": 0.3432699083861875, "capital_efficiency": 0.109272574089432, "financial_health": -0.6233100002028722, "margin_quality": 0.3918538361151178, "growth_momentum": 0.30842458828499186, "company_age_years": 25.125256673511295, "ebitda": 1995000000.0, "spy_multiple": 20.0, "sector_multiple": 21.515670492061, "sector_premium_over_spy": 0.07578352460304982}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2022-12-31", "company_multiple": 32.42775594182334, "revenue_cagr_3y": -0.0002884338204415249, "revenue_cagr_5y": 0.042944569440926506, "earnings_cagr_3y": -0.10899458748388446, "quarterly_revenue_growth_yoy": -0.16591442498645964, "quarterly_earnings_growth_yoy": -0.6378676470588235, "revenue_growth_qoq": 0.17557251908396945, "gross_margin": 0.7361471861471861, "operating_margin": 0.12034632034632034, "net_margin": 0.08528138528138528, "roa_ttm": 0.07201775119386426, "roe_ttm": 0.2529650965774314, "debt_to_ebitda": 2.02908832919475, "net_debt_to_ebitda": 0.7076977651649521, "interest_coverage": 54.21153846153846, "debt_to_equity": 0.9691629955947136, "current_ratio": 1.6564102564102565, "quick_ratio": 1.1137046861184792, "fcf_to_ebitda": 0.33522525718339835, "capex_to_revenue": 0.061139642944485206, "working_capital_to_revenue": 0.22695035460992907, "capital_efficiency": 0.16249142388564783, "financial_health": -0.686295033764305, "margin_quality": 0.3139249639249639, "growth_momentum": -0.40189103602264153, "company_age_years": 27.123887748117728, "ebitda": 2819000000.0, "spy_multiple": 12.0, "sector_multiple": 22.13933106739948, "sector_premium_over_spy": 0.8449442556166231}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2023-06-30", "company_multiple": 31.220765442404005, "revenue_cagr_3y": 0.14093316053033544, "revenue_cagr_5y": 0.01837163111166573, "earnings_cagr_3y": -0.5850867333168783, "quarterly_revenue_growth_yoy": 0.013479359730412805, "quarterly_earnings_growth_yoy": -1.6346153846153846, "revenue_growth_qoq": -0.037856571580911755, "gross_margin": 0.6777500692712662, "operating_margin": -0.0013854253255749516, "net_margin": -0.00914380714879468, "roa_ttm": 0.042963912022207985, "roe_ttm": 0.1801253357206804, "debt_to_ebitda": 3.535475792988314, "net_debt_to_ebitda": 1.853923205342237, "interest_coverage": 24.2020202020202, "debt_to_equity": 1.5167412712623098, "current_ratio": 1.4645833333333333, "quick_ratio": 0.9871794871794872, "fcf_to_ebitda": -0.6502504173622704, "capex_to_revenue": 0.20672532998114393, "working_capital_to_revenue": 0.18221244500314268, "capital_efficiency": 0.11154462387144419, "financial_health": -1.102236990841557, "margin_quality": 0.22240694559896554, "growth_momentum": -0.8105680124424859, "company_age_years": 27.619438740588638, "ebitda": 2396000000.0, "spy_multiple": 12.0, "sector_multiple": 20.453085543258858, "sector_premium_over_spy": 0.7044237952715715}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2023-09-30", "company_multiple": 30.51793680297398, "revenue_cagr_3y": -0.004134608390436334, "revenue_cagr_5y": -0.0003407542817809306, "earnings_cagr_3y": -0.6100999104008424, "quarterly_revenue_growth_yoy": -0.10483460559796437, "quarterly_earnings_growth_yoy": -0.9366053169734151, "revenue_growth_qoq": -0.025214740925464118, "gross_margin": 0.6958499147242752, "operating_margin": 0.02785673678226265, "net_margin": 0.008811824900511654, "roa_ttm": 0.024194260485651216, "roe_ttm": 0.1025833021340322, "debt_to_ebitda": 4.484864577801381, "net_debt_to_ebitda": 2.8438661710037176, "interest_coverage": 19.821052631578947, "debt_to_equity": 1.5808685885436167, "current_ratio": 1.451640175853906, "quick_ratio": 0.9675346635103145, "fcf_to_ebitda": -0.7748274030801912, "capex_to_revenue": 0.22144792876500194, "working_capital_to_revenue": 0.1723448186862821, "capital_efficiency": 0.06338878130984171, "financial_health": -1.1904200376375147, "margin_quality": 0.2441728254690165, "growth_momentum": -0.5207199612856898, "company_age_years": 27.871321013004792, "ebitda": 1883000000.0, "spy_multiple": 12.0, "sector_multiple": 17.660465970991666, "sector_premium_over_spy": 0.4717054975826389}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2023-12-31", "company_multiple": 29.493298969072164, "revenue_cagr_3y": -0.04109113925028984, "revenue_cagr_5y": 0.013323123679388482, "earnings_cagr_3y": -0.2895884211876618, "quarterly_revenue_growth_yoy": -0.07380952380952381, "quarterly_earnings_growth_yoy": -0.20558375634517767, "revenue_growth_qoq": 0.21631608868675384, "gross_margin": 0.7303108202851133, "operating_margin": 0.13414349146996962, "net_margin": 0.07314793175975695, "roa_ttm": 0.020057552720869305, "roe_ttm": 0.0817577030812325, "debt_to_ebitda": 4.384536082474227, "net_debt_to_ebitda": 2.3541237113402063, "interest_coverage": 19.79591836734694, "debt_to_equity": 1.4891456582633054, "current_ratio": 1.356099787039854, "quick_ratio": 0.9601460298144204, "fcf_to_ebitda": -0.7628865979381443, "capex_to_revenue": 0.22412086824569505, "working_capital_to_revenue": 0.15445008906775748, "capital_efficiency": 0.0509076279010509, "financial_health": -0.9932857565136608, "margin_quality": 0.3125340811716133, "growth_momentum": -0.13969664007735075, "company_age_years": 28.123203285420946, "ebitda": 1940000000.0, "spy_multiple": 12.0, "sector_multiple": 23.917156472230417, "sector_premium_over_spy": 0.9930963726858681}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2019-10-31", "company_multiple": 21.75983296351085, "revenue_cagr_3y": 0.17426081558627304, "revenue_cagr_5y": 0.16869562442044406, "earnings_cagr_3y": 0.370968306951015, "quarterly_revenue_growth_yoy": 0.15318082128022678, "quarterly_earnings_growth_yoy": 0.08619091751621873, "revenue_growth_qoq": -0.020415437377383074, "gross_margin": 0.40752914700855225, "operating_margin": 0.10925885723546012, "net_margin": 0.08242190008225067, "roa_ttm": 0.09195647884250238, "roe_ttm": 0.13976715570655224, "debt_to_ebitda": 0.2637656147271532, "net_debt_to_ebitda": 0.21188260190664038, "interest_coverage": 1371.0422535211267, "debt_to_equity": 0.05099812401744296, "current_ratio": 2.1400099146593035, "quick_ratio": 0.08620423132072856, "fcf_to_ebitda": 0.08957922419460881, "capex_to_revenue": 0.05508508359051447, "working_capital_to_revenue": 0.15500956003542793, "capital_efficiency": 0.11586181727452731, "financial_health": 0.006107334130737949, "margin_quality": 0.19973663477542103, "growth_momentum": 0.11968586939822276, "company_age_years": 4.292950034223135, "ebitda": 194688000.0, "spy_multiple": 15.0, "sector_multiple": 19.135561051176044, "sector_premium_over_spy": 0.27570407007840303}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2020-01-31", "company_multiple": 17.192517779370416, "revenue_cagr_3y": 0.1423739739722396, "revenue_cagr_5y": 0.16053122604709502, "earnings_cagr_3y": 0.2722428611092387, "quarterly_revenue_growth_yoy": 0.07233952895662725, "quarterly_earnings_growth_yoy": 0.007876698601034193, "revenue_growth_qoq": 0.2916443713327361, "gross_margin": 0.3918746493510183, "operating_margin": 0.15289360866034926, "net_margin": 0.11904192637377466, "roa_ttm": 0.08841363523314374, "roe_ttm": 0.13328170670091652, "debt_to_ebitda": 0.2723964937427642, "net_debt_to_ebitda": 0.0, "interest_coverage": 911.0913242009133, "debt_to_equity": 0.05132852009425008, "current_ratio": 2.449630186291184, "quick_ratio": 0.5557489222006882, "fcf_to_ebitda": 0.1421597862967288, "capex_to_revenue": 0.054664859156979946, "working_capital_to_revenue": 0.18218802882263088, "capital_efficiency": 0.11084767096703013, "financial_health": 0.05585323481747252, "margin_quality": 0.22127006146171405, "growth_momentum": 0.04010811377883072, "company_age_years": 4.544832306639288, "ebitda": 199529000.0, "spy_multiple": 20.0, "sector_multiple": 16.2159205070544, "sector_premium_over_spy": -0.18920397464728}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2020-04-30", "company_multiple": 21.78137110069581, "revenue_cagr_3y": 0.1535425306429541, "revenue_cagr_5y": 0.16546905159830105, "earnings_cagr_3y": 0.20827583467316013, "quarterly_revenue_growth_yoy": 0.07544620044697002, "quarterly_earnings_growth_yoy": -0.13588346204509646, "revenue_growth_qoq": -0.17297026023184853, "gross_margin": 0.40177694833167793, "operating_margin": 0.12302390350437797, "net_margin": 0.09576285983346834, "roa_ttm": 0.08269009214836977, "roe_ttm": 0.12417438097422817, "debt_to_ebitda": 0.3081988115931923, "net_debt_to_ebitda": 0.0, "interest_coverage": 2418.9518072289156, "debt_to_equity": 0.056551990122274326, "current_ratio": 2.4810078720309208, "quick_ratio": 0.6757710546630886, "fcf_to_ebitda": 0.2763867651526849, "capex_to_revenue": 0.04833294711832418, "working_capital_to_revenue": 0.19684052856548578, "capital_efficiency": 0.10343223656129896, "financial_health": 0.07211078866083452, "margin_quality": 0.20685457055650805, "growth_momentum": -0.03021863079906322, "company_age_years": 4.791238877481177, "ebitda": 200773000.0, "spy_multiple": 20.0, "sector_multiple": 18.247992995769042, "sector_premium_over_spy": -0.08760035021154788}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2020-10-31", "company_multiple": 19.324466876106943, "revenue_cagr_3y": 0.20282958420033248, "revenue_cagr_5y": 0.1887451057361762, "earnings_cagr_3y": 0.3381576755144051, "quarterly_revenue_growth_yoy": 0.2670333803191571, "quarterly_earnings_growth_yoy": 0.6766953553939754, "revenue_growth_qoq": -0.21713239614368057, "gross_margin": 0.4138717415331747, "operating_margin": 0.13944862469894928, "net_margin": 0.10907085732488381, "roa_ttm": 0.11818810980707205, "roe_ttm": 0.1801400422099055, "debt_to_ebitda": 0.23253493013972057, "net_debt_to_ebitda": 0.0, "interest_coverage": 3059.8709677419356, "debt_to_equity": 0.05220773585277816, "current_ratio": 2.652455098493627, "quick_ratio": 1.2225014484356895, "fcf_to_ebitda": 1.0143164375474403, "capex_to_revenue": 0.022351644341642527, "working_capital_to_revenue": 0.26601278119533267, "capital_efficiency": 0.14916407600848877, "financial_health": 0.16799128233928642, "margin_quality": 0.22079707451900257, "growth_momentum": 0.47186436785656627, "company_age_years": 5.295003422313484, "ebitda": 284568000.0, "spy_multiple": 20.0, "sector_multiple": 16.600890347908717, "sector_premium_over_spy": -0.16995548260456417}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2021-04-30", "company_multiple": 17.080975938436975, "revenue_cagr_3y": 0.1795170862415354, "revenue_cagr_5y": 0.18491647349265872, "earnings_cagr_3y": 0.21941262272862794, "quarterly_revenue_growth_yoy": 0.29519153430672396, "quarterly_earnings_growth_yoy": 0.6505260640841702, "revenue_growth_qoq": -0.12267456176577227, "gross_margin": 0.40356514590313197, "operating_margin": 0.15739725785207254, "net_margin": 0.12203530670155495, "roa_ttm": 0.12941578896114542, "roe_ttm": 0.19071973876458378, "debt_to_ebitda": 0.18766038290809667, "net_debt_to_ebitda": 0.0, "interest_coverage": 13327.48, "debt_to_equity": 0.04509166749600834, "current_ratio": 3.267386871617912, "quick_ratio": 1.8745823856952395, "fcf_to_ebitda": 0.9975329169505412, "capex_to_revenue": 0.014457491043175815, "working_capital_to_revenue": 0.30242893381103064, "capital_efficiency": 0.1600677638628646, "financial_health": 0.23061909470532688, "margin_quality": 0.2276659034855865, "growth_momentum": 0.4728587991954471, "company_age_years": 5.790554414784395, "ebitda": 333187000.0, "spy_multiple": 20.0, "sector_multiple": 15.244711595052774, "sector_premium_over_spy": -0.23776442024736133}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2021-07-31", "company_multiple": 19.862321465535086, "revenue_cagr_3y": 0.13016784135999715, "revenue_cagr_5y": 0.14506991776162192, "earnings_cagr_3y": 0.04766716955590122, "quarterly_revenue_growth_yoy": -0.2143004233789837, "quarterly_earnings_growth_yoy": -0.6546391233913245, "revenue_growth_qoq": -0.08090971774086614, "gross_margin": 0.3920231989439287, "operating_margin": 0.10990163051449814, "net_margin": 0.08253082011440772, "roa_ttm": 0.09764505971822986, "roe_ttm": 0.14251876544727593, "debt_to_ebitda": 0.25269785413647966, "net_debt_to_ebitda": 0.0, "interest_coverage": 4391.818181818182, "debt_to_equity": 0.052352417315529684, "current_ratio": 3.363051780869834, "quick_ratio": 1.8437097082521567, "fcf_to_ebitda": 0.5613399572207273, "capex_to_revenue": 0.01678937881077643, "working_capital_to_revenue": 0.32303652229224283, "capital_efficiency": 0.12008191258275289, "financial_health": 0.21711661521372813, "margin_quality": 0.19481854985761152, "growth_momentum": -0.4344697733851541, "company_age_years": 6.0424366872005475, "ebitda": 289860000.0, "spy_multiple": 20.0, "sector_multiple": 17.404655996394286, "sector_premium_over_spy": -0.12976720018028565}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2021-10-31", "company_multiple": 16.76628065312552, "revenue_cagr_3y": 0.10580464664397682, "revenue_cagr_5y": 0.13680586492676627, "earnings_cagr_3y": -0.022419327830120794, "quarterly_revenue_growth_yoy": -0.07455680990004392, "quarterly_earnings_growth_yoy": -0.4870234750094033, "revenue_growth_qoq": -0.07789247404906692, "gross_margin": 0.397823133509089, "operating_margin": 0.07878493925478569, "net_margin": 0.06045837277404449, "roa_ttm": 0.09112882552478394, "roe_ttm": 0.14073051535922823, "debt_to_ebitda": 0.283674891322458, "net_debt_to_ebitda": 0.0, "interest_coverage": 3772.6285714285714, "debt_to_equity": 0.05943291444529068, "current_ratio": 2.594775597605209, "quick_ratio": 0.8766151000014567, "fcf_to_ebitda": 0.35500446827524573, "capex_to_revenue": 0.019393275602320178, "working_capital_to_revenue": 0.24774456996769106, "capital_efficiency": 0.11592967044200608, "financial_health": 0.11744183191301798, "margin_quality": 0.17902214851263973, "growth_momentum": -0.2807901424547236, "company_age_years": 6.294318959616701, "ebitda": 264084000.0, "spy_multiple": 20.0, "sector_multiple": 15.574226538980632, "sector_premium_over_spy": -0.22128867305096844}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2023-01-31", "company_multiple": 19.24044808443321, "revenue_cagr_3y": 0.09180921385132335, "revenue_cagr_5y": 0.0904007372048985, "earnings_cagr_3y": 0.0182323223054055, "quarterly_revenue_growth_yoy": 0.09708761112275135, "quarterly_earnings_growth_yoy": 0.18693406667113824, "revenue_growth_qoq": 0.31505817179815915, "gross_margin": 0.3755677177971913, "operating_margin": 0.12313087384432937, "net_margin": 0.09656068055199359, "roa_ttm": 0.050286287923854846, "roe_ttm": 0.07546607403883357, "debt_to_ebitda": 0.524928928765316, "net_debt_to_ebitda": 0.0, "interest_coverage": 82.16163069544365, "debt_to_equity": 0.06602015022733797, "current_ratio": 2.9091385926682993, "quick_ratio": 1.0944019129529283, "fcf_to_ebitda": 0.36588697484632854, "capex_to_revenue": 0.028279554178441375, "working_capital_to_revenue": 0.27094064670726853, "capital_efficiency": 0.0628761809813442, "financial_health": 0.10239654830320864, "margin_quality": 0.1984197573978381, "growth_momentum": 0.1420108388969448, "company_age_years": 7.545516769336071, "ebitda": 171307000.0, "spy_multiple": 12.0, "sector_multiple": 17.015170947587855, "sector_premium_over_spy": 0.4179309122989878}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2023-04-30", "company_multiple": 20.680569375459072, "revenue_cagr_3y": 0.09536910628448347, "revenue_cagr_5y": 0.10736816771424618, "earnings_cagr_3y": -0.02530411477854344, "quarterly_revenue_growth_yoy": 0.12906906404764598, "quarterly_earnings_growth_yoy": 1.4738481194601933, "revenue_growth_qoq": -0.1648541531387496, "gross_margin": 0.38891308798355234, "operating_margin": 0.0839348018311939, "net_margin": 0.06747191574068831, "roa_ttm": 0.05798412080507384, "roe_ttm": 0.08760899913003015, "debt_to_ebitda": 0.4673809756172729, "net_debt_to_ebitda": 0.0, "interest_coverage": 72.78018691588785, "debt_to_equity": 0.06574847755275456, "current_ratio": 2.81535370381686, "quick_ratio": 1.0254014010847803, "fcf_to_ebitda": 0.6200979007329713, "capex_to_revenue": 0.032460280596351046, "working_capital_to_revenue": 0.2687181730005422, "capital_efficiency": 0.072796559967552, "financial_health": 0.06385808182103435, "margin_quality": 0.18010660185181152, "growth_momentum": 0.8014585917539196, "company_age_years": 7.789185489390828, "ebitda": 194687000.0, "spy_multiple": 12.0, "sector_multiple": 17.29707450790507, "sector_premium_over_spy": 0.4414228756587557}, {"ticker": "OLLI", "sector": "Consumer Defensive", "quarter_date": "2024-01-31", "company_multiple": 15.557457645596669, "revenue_cagr_3y": 0.07957659706355513, "revenue_cagr_5y": 0.10498764036952446, "earnings_cagr_3y": 0.05753462379528873, "quarterly_revenue_growth_yoy": 0.1803601017845028, "quarterly_earnings_growth_yoy": 0.4405327004219409, "revenue_growth_qoq": 0.3518362670555151, "gross_margin": 0.39353323604782503, "operating_margin": 0.15299507357280773, "net_margin": 0.11784439146989979, "roa_ttm": 0.07907237620250031, "roe_ttm": 0.12029913169857158, "debt_to_ebitda": 0.33010269716329066, "net_debt_to_ebitda": 0.0, "interest_coverage": 59.4080310880829, "debt_to_equity": 0.06022747163566348, "current_ratio": 2.761607473910715, "quick_ratio": 1.1587286999565838, "fcf_to_ebitda": 0.4720181119130163, "capex_to_revenue": 0.05916500131737769, "working_capital_to_revenue": 0.2643682151482264, "capital_efficiency": 0.09968575395053594, "financial_health": 0.11536121407103324, "margin_quality": 0.22145756703017752, "growth_momentum": 0.31044640110322186, "company_age_years": 8.544832306639288, "ebitda": 275178000.0, "spy_multiple": 12.0, "sector_multiple": 13.376636455450889, "sector_premium_over_spy": 0.11471970462090741}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2024-06-30", "company_multiple": 24.39266098940626, "revenue_cagr_3y": 0.09140873245919678, "revenue_cagr_5y": 0.11475814145562047, "earnings_cagr_3y": 0.017529004949256688, "quarterly_revenue_growth_yoy": 0.02460213449231547, "quarterly_earnings_growth_yoy": 0.027781603446484532, "revenue_growth_qoq": 0.0007893220886968445, "gross_margin": 0.536413558476626, "operating_margin": 0.27736705887676344, "net_margin": 0.22380809819230485, "roa_ttm": 0.20929302718404785, "roe_ttm": 0.28758917638868503, "debt_to_ebitda": 0.3647294032843318, "net_debt_to_ebitda": 0.0, "interest_coverage": 426.3781632653061, "debt_to_equity": 0.12989601834061984, "current_ratio": 3.407340483557844, "quick_ratio": 2.688350855605619, "fcf_to_ebitda": 0.7296746731965923, "capex_to_revenue": 0.03771396881407116, "working_capital_to_revenue": 0.37826129517450374, "capital_efficiency": 0.24844110178636644, "financial_health": 0.0664803473366522, "margin_quality": 0.34586290518189805, "growth_momentum": 0.0261918689694, "company_age_years": 28.867898699520875, "ebitda": 2089253000.0, "spy_multiple": 12.0, "sector_multiple": 20.515554091744548, "sector_premium_over_spy": 0.7096295076453789}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2024-09-30", "company_multiple": 24.511439824204068, "revenue_cagr_3y": 0.10068734611813124, "revenue_cagr_5y": 0.10658889397350801, "earnings_cagr_3y": 0.032274085620237036, "quarterly_revenue_growth_yoy": 0.013439991207029205, "quarterly_earnings_growth_yoy": -0.1806407860497378, "revenue_growth_qoq": -0.010325176773403305, "gross_margin": 0.5315328821838484, "operating_margin": 0.25514241831222456, "net_margin": 0.19719528137830794, "roa_ttm": 0.19933639634231975, "roe_ttm": 0.27776516593418, "debt_to_ebitda": 0.4080762080025391, "net_debt_to_ebitda": 0.0, "interest_coverage": 164.84568, "debt_to_equity": 0.1454943419732152, "current_ratio": 3.130367250695502, "quick_ratio": 2.511693426623748, "fcf_to_ebitda": 0.7723592149942904, "capex_to_revenue": 0.0417848279316498, "working_capital_to_revenue": 0.35794011315414204, "capital_efficiency": 0.23855078113824987, "financial_health": 0.0722518162817454, "margin_quality": 0.3279568606247936, "growth_momentum": -0.08360039742135429, "company_age_years": 29.11978097193703, "ebitda": 2060571000.0, "spy_multiple": 12.0, "sector_multiple": 22.994566740512486, "sector_premium_over_spy": 0.9162138950427072}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2024-12-31", "company_multiple": 24.625925333067524, "revenue_cagr_3y": 0.0833777584360047, "revenue_cagr_5y": 0.12241075986562167, "earnings_cagr_3y": -0.0555214811020327, "quarterly_revenue_growth_yoy": 0.047357159206246086, "quarterly_earnings_growth_yoy": -0.26232563716179946, "revenue_growth_qoq": -0.03664699067982369, "gross_margin": 0.5532131999220768, "operating_margin": 0.21038376063234773, "net_margin": 0.14939562625790476, "roa_ttm": 0.1954956083548201, "roe_ttm": 0.25329295545710623, "debt_to_ebitda": 0.1827197737495981, "net_debt_to_ebitda": 0.0, "interest_coverage": 196.78673076923076, "debt_to_equity": 0.0627674891627969, "current_ratio": 3.3179416483905975, "quick_ratio": 2.64632958518258, "fcf_to_ebitda": 0.7925893025542099, "capex_to_revenue": 0.04089762461080498, "working_capital_to_revenue": 0.3395280665510965, "capital_efficiency": 0.22439428190596317, "financial_health": 0.13586825658388382, "margin_quality": 0.3043308622707765, "growth_momentum": -0.10748423897777669, "company_age_years": 29.371663244353183, "ebitda": 2046582000.0, "spy_multiple": 12.0, "sector_multiple": 21.880428051878646, "sector_premium_over_spy": 0.8233690043232205}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2015-12-31", "company_multiple": 15.872178268807641, "revenue_cagr_3y": 0.021339325688655375, "revenue_cagr_5y": 0.04629665669823746, "earnings_cagr_3y": -0.0009692818480722121, "quarterly_revenue_growth_yoy": 0.026375431105271803, "quarterly_earnings_growth_yoy": 0.02409915079182924, "revenue_growth_qoq": 0.10233887183828977, "gross_margin": 0.8115079365079365, "operating_margin": 0.20161290322580644, "net_margin": 0.1427931387608807, "roa_ttm": 0.1375653977464723, "roe_ttm": 0.3275986458737999, "debt_to_ebitda": 0.9277187397593746, "net_debt_to_ebitda": 0.5213239080567389, "interest_coverage": 125.65294117647059, "debt_to_equity": 0.5498917808979411, "current_ratio": 1.8051948051948052, "quick_ratio": 1.370654190529967, "fcf_to_ebitda": 0.6567576424324704, "capex_to_revenue": 0.04600339828639601, "working_capital_to_revenue": 0.1804345468348939, "capital_efficiency": 0.2325820218101361, "financial_health": -0.3448490443242808, "margin_quality": 0.3853046594982079, "growth_momentum": 0.025237290948550522, "company_age_years": 20.123203285420946, "ebitda": 2136100000.0, "spy_multiple": 15.0, "sector_multiple": 15.757473508249406, "sector_premium_over_spy": 0.050498233883293775}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2016-03-31", "company_multiple": 17.299151777318038, "revenue_cagr_3y": 0.05045560260267434, "revenue_cagr_5y": 0.04169913789702928, "earnings_cagr_3y": 0.14100317282991104, "quarterly_revenue_growth_yoy": 0.029451656655686883, "quarterly_earnings_growth_yoy": -0.02388827636898199, "revenue_growth_qoq": -0.14986559139784947, "gross_margin": 0.8102013928100885, "operating_margin": 0.1445511010728402, "net_margin": 0.0999811782420478, "roa_ttm": 0.13317378038406133, "roe_ttm": 0.308017209717194, "debt_to_ebitda": 0.9052567237163814, "net_debt_to_ebitda": 0.6436900507805153, "interest_coverage": 118.15555555555555, "debt_to_equity": 0.5050894590482187, "current_ratio": 1.747257262604265, "quick_ratio": 1.274520277766364, "fcf_to_ebitda": 0.6332988527365055, "capex_to_revenue": 0.047359161250942514, "working_capital_to_revenue": 0.16324368963412444, "capital_efficiency": 0.22059549505062764, "financial_health": -0.3599294580029997, "margin_quality": 0.3515778907083255, "growth_momentum": 0.002781690143352446, "company_age_years": 20.372347707049965, "ebitda": 2126800000.0, "spy_multiple": 15.0, "sector_multiple": 16.947503291329696, "sector_premium_over_spy": 0.12983355275531294}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2016-06-30", "company_multiple": 17.41226833929534, "revenue_cagr_3y": 0.03204097458773192, "revenue_cagr_5y": 0.051305838394702485, "earnings_cagr_3y": -0.0017762026734156056, "quarterly_revenue_growth_yoy": 0.04828870226588496, "quarterly_earnings_growth_yoy": -0.3888888888888889, "revenue_growth_qoq": -0.0038396386222473177, "gross_margin": 0.8070135661111741, "operating_margin": 0.0543022333068813, "net_margin": 0.03533235082946, "roa_ttm": 0.12084611798380189, "roe_ttm": 0.3120380739081747, "debt_to_ebitda": 1.0986426226294899, "net_debt_to_ebitda": 0.6507080903611506, "interest_coverage": 109.71505376344086, "debt_to_equity": 0.6276595744680851, "current_ratio": 1.5759418127564342, "quick_ratio": 1.1046997389033943, "fcf_to_ebitda": 0.61910128877346, "capex_to_revenue": 0.04664233771076956, "working_capital_to_revenue": 0.13710343357928664, "capital_efficiency": 0.2164420959459883, "financial_health": -0.4356067510457745, "margin_quality": 0.29888271674917183, "growth_momentum": -0.17030009331150198, "company_age_years": 20.621492128678987, "ebitda": 2040700000.0, "spy_multiple": 15.0, "sector_multiple": 17.354544239524188, "sector_premium_over_spy": 0.15696961596827919}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2016-09-30", "company_multiple": 17.303241929885456, "revenue_cagr_3y": 0.023136582655292504, "revenue_cagr_5y": 0.029556641316012433, "earnings_cagr_3y": -0.007482969676548712, "quarterly_revenue_growth_yoy": 0.010688961794898932, "quarterly_earnings_growth_yoy": -0.049466537342386034, "revenue_growth_qoq": 0.08264369119147488, "gross_margin": 0.7919720767888307, "operating_margin": 0.14589877835951134, "net_margin": 0.10261780104712041, "roa_ttm": 0.11759734702610183, "roe_ttm": 0.3006015859994531, "debt_to_ebitda": 1.2396489314226211, "net_debt_to_ebitda": 0.9103981752367729, "interest_coverage": 96.03333333333333, "debt_to_equity": 0.6836204539239814, "current_ratio": 1.622787610619469, "quick_ratio": 1.1449115044247788, "fcf_to_ebitda": 0.5504537115089007, "capex_to_revenue": 0.0460832757735154, "working_capital_to_revenue": 0.1495669730620052, "capital_efficiency": 0.20909946651277744, "financial_health": -0.45070789380662685, "margin_quality": 0.34682955206515415, "growth_momentum": -0.019388787773743553, "company_age_years": 20.87337440109514, "ebitda": 2016700000.0, "spy_multiple": 15.0, "sector_multiple": 16.919521490221783, "sector_premium_over_spy": 0.12796809934811892}, {"ticker": "EL", "sector": "Consumer Defensive", "quarter_date": "2024-03-31", "company_multiple": 26.959719872669396, "revenue_cagr_3y": 0.006513724951169753, "revenue_cagr_5y": 0.010257483921788824, "earnings_cagr_3y": -0.10219290649934987, "quarterly_revenue_growth_yoy": 0.050386563583044525, "quarterly_earnings_growth_yoy": 1.1153846153846154, "revenue_growth_qoq": -0.07922411778452909, "gross_margin": 0.7190355329949238, "operating_margin": 0.13477157360406092, "net_margin": 0.08375634517766498, "roa_ttm": 0.028237885462555064, "roe_ttm": 0.11159470752089136, "debt_to_ebitda": 3.69849931787176, "net_debt_to_ebitda": 2.0154615734424737, "interest_coverage": 23.393617021276597, "debt_to_equity": 1.4159122562674096, "current_ratio": 1.575701624815362, "quick_ratio": 1.1497415066469718, "fcf_to_ebitda": -0.5247839927239655, "capex_to_revenue": 0.2175811286328685, "working_capital_to_revenue": 0.20317998175420304, "capital_efficiency": 0.0699162964917232, "financial_health": -1.1017584025621832, "margin_quality": 0.3125211505922166, "growth_momentum": 0.58288558948383, "company_age_years": 28.372347707049965, "ebitda": 2199000000.0, "spy_multiple": 12.0, "sector_multiple": 23.02975482343566, "sector_premium_over_spy": 0.9191462352863049}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2020-03-31", "company_multiple": 39.47736399475756, "revenue_cagr_3y": 0.12691616943763928, "revenue_cagr_5y": 0.11124107531353133, "earnings_cagr_3y": 0.16142729427800462, "quarterly_revenue_growth_yoy": 0.12273478288905497, "quarterly_earnings_growth_yoy": 0.06635179838231639, "revenue_growth_qoq": 0.04413167047775967, "gross_margin": 0.5999414366107804, "operating_margin": 0.3436484614870393, "net_margin": 0.2625325182163211, "roa_ttm": 0.23049998801597132, "roe_ttm": 0.29067442428801643, "debt_to_ebitda": 0.0033086970339261277, "net_debt_to_ebitda": 0.0, "interest_coverage": 1746.5091743119267, "debt_to_equity": 0.0013017489781567606, "current_ratio": 2.920316845344748, "quick_ratio": 2.418129517733105, "fcf_to_ebitda": 0.6971015577600403, "capex_to_revenue": 0.02776119575855499, "working_capital_to_revenue": 0.3120695865691435, "capital_efficiency": 0.2605872061519939, "financial_health": 0.14377474778741028, "margin_quality": 0.40204080543804693, "growth_momentum": 0.09454329063568567, "company_age_years": 24.618754277891856, "ebitda": 1522956000.0, "spy_multiple": 20.0, "sector_multiple": 22.779594448727835, "sector_premium_over_spy": 0.13897972243639178}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2022-03-31", "company_multiple": 46.17359055612419, "revenue_cagr_3y": 0.17089059721033517, "revenue_cagr_5y": 0.1539561917280956, "earnings_cagr_3y": 0.04008006412500409, "quarterly_revenue_growth_yoy": 0.22089923268393397, "quarterly_earnings_growth_yoy": -0.0665970798936528, "revenue_growth_qoq": 0.06563306115460295, "gross_margin": 0.5114449476943501, "operating_margin": 0.26306851032613493, "net_margin": 0.1937363605593142, "roa_ttm": 0.16567826477054726, "roe_ttm": 0.19754606015839987, "debt_to_ebitda": 0.009554691231661548, "net_debt_to_ebitda": 0.0, "interest_coverage": 250.9417808219178, "debt_to_equity": 0.0025489786027350658, "current_ratio": 4.542170762791793, "quick_ratio": 3.755917733427426, "fcf_to_ebitda": 0.4957614466052542, "capex_to_revenue": 0.012335394677094257, "working_capital_to_revenue": 0.6360446477189475, "capital_efficiency": 0.18161216246447356, "financial_health": 0.12394394891015638, "margin_quality": 0.32274993952659975, "growth_momentum": 0.07715107639514059, "company_age_years": 26.61738535249829, "ebitda": 1831875000.0, "spy_multiple": 12.0, "sector_multiple": 19.473046110191536, "sector_premium_over_spy": 0.6227538425159613}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2022-06-30", "company_multiple": 58.28854311210991, "revenue_cagr_3y": 0.14452815774084016, "revenue_cagr_5y": 0.1278342390557219, "earnings_cagr_3y": -0.02227573106658287, "quarterly_revenue_growth_yoy": 0.132239895918694, "quarterly_earnings_growth_yoy": -0.32296749074950093, "revenue_growth_qoq": 0.09000944306961663, "gross_margin": 0.4711410896173411, "operating_margin": 0.22531263970614887, "net_margin": 0.16514626101035487, "roa_ttm": 0.14997922938828714, "roe_ttm": 0.18006314418568584, "debt_to_ebitda": 0.011885779513795994, "net_debt_to_ebitda": 0.0, "interest_coverage": 248.04748562158974, "debt_to_equity": 0.0029360372133023986, "current_ratio": 4.29461013452718, "quick_ratio": 3.484495358483113, "fcf_to_ebitda": 0.33202715798360294, "capex_to_revenue": 0.023520513991747975, "working_capital_to_revenue": 0.5995591931687422, "capital_efficiency": 0.1650211867869865, "financial_health": 0.13847551538762268, "margin_quality": 0.2871999967779483, "growth_momentum": -0.09536379741540346, "company_age_years": 26.86652977412731, "ebitda": 1682010000.0, "spy_multiple": 12.0, "sector_multiple": 22.085833693304536, "sector_premium_over_spy": 0.8404861411087114}, {"ticker": "MNST", "sector": "Consumer Defensive", "quarter_date": "2022-09-30", "company_multiple": 55.140250758261296, "revenue_cagr_3y": 0.12738043029758161, "revenue_cagr_5y": 0.12298576613810219, "earnings_cagr_3y": 0.025508811306876433, "quarterly_revenue_growth_yoy": 0.15152099489776025, "quarterly_earnings_growth_yoy": -0.043943595142420785, "revenue_growth_qoq": -0.018712468131894686, "gross_margin": 0.5132870689028902, "operating_margin": 0.2573007462971422, "net_margin": 0.19847920871078123, "roa_ttm": 0.14762861518341996, "roe_ttm": 0.17771517776447526, "debt_to_ebitda": 0.008587900736045491, "net_debt_to_ebitda": 0.0, "interest_coverage": 771.860865518846, "debt_to_equity": 0.0020900090378769207, "current_ratio": 4.187055201980535, "quick_ratio": 3.417719442604507, "fcf_to_ebitda": 0.39373399753666816, "capex_to_revenue": 0.02632856855451664, "working_capital_to_revenue": 0.5744624438629611, "capital_efficiency": 0.1626718964739476, "financial_health": 0.15881523083120197, "margin_quality": 0.3230223413036046, "growth_momentum": 0.05378869987766973, "company_age_years": 27.11841204654346, "ebitda": 1658729000.0, "spy_multiple": 12.0, "sector_multiple": 19.24296129168723, "sector_premium_over_spy": 0.6035801076406024}, {"ticker": "CELH", "sector": "Consumer Defensive", "quarter_date": "2022-03-31", "company_multiple": 1916.881383120925, "revenue_cagr_3y": 1.0960079444240165, "revenue_cagr_5y": 0.8594602204491333, "earnings_cagr_3y": -0.16942295452454814, "quarterly_revenue_growth_yoy": 1.6658938742879985, "quarterly_earnings_growth_yoy": 10.417094017094017, "revenue_growth_qoq": 0.2794398350199031, "gross_margin": 0.4040393438690137, "operating_margin": 0.0758389060485201, "net_margin": 0.05007197049209824, "roa_ttm": 0.029166327444435397, "roe_ttm": 0.04392741094966587, "debt_to_ebitda": 0.1052163604030824, "net_debt_to_ebitda": 0.0, "interest_coverage": 3374.0, "debt_to_equity": 0.003109207633761616, "current_ratio": 2.6685040849746313, "quick_ratio": 1.0211452246512336, "fcf_to_ebitda": -11.460794754001185, "capex_to_revenue": 0.00803286513674945, "working_capital_to_revenue": 0.46892675259352407, "capital_efficiency": 0.036546869197050635, "financial_health": 0.0742373315034717, "margin_quality": 0.17665007346987735, "growth_momentum": 6.041493945691008, "company_age_years": 15.156741957563312, "ebitda": 6748000.0, "spy_multiple": 12.0, "sector_multiple": 19.473046110191536, "sector_premium_over_spy": 0.6227538425159613}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 12.605993106419646, "revenue_cagr_3y": 0.0041032265793736755, "revenue_cagr_5y": -0.005371553981193156, "earnings_cagr_3y": 0.10174637131737962, "quarterly_revenue_growth_yoy": 0.3092038281409082, "quarterly_earnings_growth_yoy": 7.671875, "revenue_growth_qoq": -0.0028691066997518612, "gross_margin": 0.32094253052336885, "operating_margin": 0.1639318765067268, "net_margin": 0.12948129714596782, "roa_ttm": 0.028546158381828904, "roe_ttm": 0.1464553465737209, "debt_to_ebitda": 3.803856096510125, "net_debt_to_ebitda": 2.954222317966394, "interest_coverage": 91.92079207920793, "debt_to_equity": 2.3224385111140338, "current_ratio": 1.3632946500255456, "quick_ratio": 0.9637982629005182, "fcf_to_ebitda": 0.2708961654459285, "capex_to_revenue": 0.053279449060805374, "working_capital_to_revenue": 0.20526196416420958, "capital_efficiency": 0.08750075247777489, "financial_health": -1.4223017539579605, "margin_quality": 0.20478523472535448, "growth_momentum": 3.990539414070454, "company_age_years": 56.24093086926762, "ebitda": 9284000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 10.673310001949698, "revenue_cagr_3y": 0.04388998387397103, "revenue_cagr_5y": -0.008487003518188319, "earnings_cagr_3y": 0.2863319326310694, "quarterly_revenue_growth_yoy": 0.23651928338187272, "quarterly_earnings_growth_yoy": 1.128428927680798, "revenue_growth_qoq": 0.08958705964693989, "gross_margin": 0.31453857683248876, "operating_margin": 0.15466419242024124, "net_margin": 0.12183284562129755, "roa_ttm": 0.03965209464848646, "roe_ttm": 0.210498017339875, "debt_to_ebitda": 3.525930980697992, "net_debt_to_ebitda": 2.682296744004679, "interest_coverage": 102.58, "debt_to_equity": 2.4308757308958935, "current_ratio": 1.3654063604240283, "quick_ratio": 0.9677031802120142, "fcf_to_ebitda": 0.20715539091440827, "capex_to_revenue": 0.05353758377459505, "working_capital_to_revenue": 0.20205553058871803, "capital_efficiency": 0.12507505599418073, "financial_health": -1.4832194399264673, "margin_quality": 0.19701187162467584, "growth_momentum": 0.6824741055313354, "company_age_years": 56.49007529089665, "ebitda": 10258000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 10.98934638470773, "revenue_cagr_3y": 0.0721490960524449, "revenue_cagr_5y": 0.0012929348137780128, "earnings_cagr_3y": 0.4564430581481378, "quarterly_revenue_growth_yoy": 0.18373784281082975, "quarterly_earnings_growth_yoy": 0.6307837582625118, "revenue_growth_qoq": -0.03575761901363215, "gross_margin": 0.3185048112509252, "operating_margin": 0.15803108808290156, "net_margin": 0.12783123612139155, "roa_ttm": 0.04858775844212303, "roe_ttm": 0.23974763406940064, "debt_to_ebitda": 3.303444454704959, "net_debt_to_ebitda": 2.5604395604395602, "interest_coverage": 106.16666666666667, "debt_to_equity": 2.256971608832808, "current_ratio": 1.477125187262321, "quick_ratio": 1.0233165597510852, "fcf_to_ebitda": 0.20205005078954658, "capex_to_revenue": 0.05308206321795931, "working_capital_to_revenue": 0.23314438020872438, "capital_efficiency": 0.14416769625576184, "financial_health": -1.5022322247195525, "margin_quality": 0.20145571181840613, "growth_momentum": 0.40726080053667074, "company_age_years": 56.7419575633128, "ebitda": 10829000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 9.906234211476, "revenue_cagr_3y": 0.12486530710069532, "revenue_cagr_5y": 0.0033756675290437244, "earnings_cagr_3y": 0.9075378679971449, "quarterly_revenue_growth_yoy": 0.04720429271327475, "quarterly_earnings_growth_yoy": 0.12972972972972974, "revenue_growth_qoq": -0.061079347371356854, "gross_margin": 0.3173176889945047, "operating_margin": 0.1638942521907025, "net_margin": 0.13968513292737264, "roa_ttm": 0.08082463226888195, "roe_ttm": 0.4121914879834165, "debt_to_ebitda": 3.2282569469505593, "net_debt_to_ebitda": 2.582461205341032, "interest_coverage": 108.66666666666667, "debt_to_equity": 2.3179374230744316, "current_ratio": 1.428581860668906, "quick_ratio": 0.9780195706148678, "fcf_to_ebitda": 0.3643089137495489, "capex_to_revenue": 0.04890744455891124, "working_capital_to_revenue": 0.21214914421008874, "capital_efficiency": 0.24650806012614923, "financial_health": -1.4793303396098316, "margin_quality": 0.20696569137085993, "growth_momentum": 0.08846701122150225, "company_age_years": 57.24024640657084, "ebitda": 11084000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 11.565348564733451, "revenue_cagr_3y": -0.04089280086246183, "revenue_cagr_5y": -0.040879993489610245, "earnings_cagr_3y": -0.17034595188781398, "quarterly_revenue_growth_yoy": -0.30730321507760533, "quarterly_earnings_growth_yoy": -0.717283950617284, "revenue_growth_qoq": -0.05999059708509638, "gross_margin": 0.2735820746223867, "operating_margin": 0.07842352705811743, "net_margin": 0.04581374412323697, "roa_ttm": 0.05409711882558838, "roe_ttm": 0.30158730158730157, "debt_to_ebitda": 4.525131810193321, "net_debt_to_ebitda": 3.4951376684241358, "interest_coverage": 63.69402985074627, "debt_to_equity": 2.8121450415028395, "current_ratio": 1.5006143236494789, "quick_ratio": 1.0499385676350521, "fcf_to_ebitda": 0.38453427065026363, "capex_to_revenue": 0.052477758198306614, "working_capital_to_revenue": 0.2714359393131904, "capital_efficiency": 0.17784221020644497, "financial_health": -1.8443364925673047, "margin_quality": 0.13260644860124704, "growth_momentum": -0.5122935828474446, "company_age_years": 58.49144421629021, "ebitda": 8535000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 10.00127191011236, "revenue_cagr_3y": -0.006211340376051422, "revenue_cagr_5y": -0.019744096470466488, "earnings_cagr_3y": -0.0662660210696252, "quarterly_revenue_growth_yoy": -0.09372294372294372, "quarterly_earnings_growth_yoy": -0.2394736842105263, "revenue_growth_qoq": -0.07530918727915194, "gross_margin": 0.2577024122283258, "operating_margin": 0.09171244327680918, "net_margin": 0.0690231669453069, "roa_ttm": 0.07776162790697674, "roe_ttm": 0.16974329391404672, "debt_to_ebitda": 0.8759550561797753, "net_debt_to_ebitda": 0.3137078651685393, "interest_coverage": 139.0625, "debt_to_equity": 0.28107874242861264, "current_ratio": 1.809192200557103, "quick_ratio": 1.1545961002785516, "fcf_to_ebitda": 0.6813483146067416, "capex_to_revenue": 0.04062570335358991, "working_capital_to_revenue": 0.1961512491559757, "capital_efficiency": 0.12375246091051173, "financial_health": -0.14708689098848643, "margin_quality": 0.13947934081681396, "growth_momentum": -0.16659831396673502, "company_age_years": 31.783709787816566, "ebitda": 2225000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 10.403195497185742, "revenue_cagr_3y": 0.016479769180787418, "revenue_cagr_5y": 0.026662048377690706, "earnings_cagr_3y": -0.0167204672420479, "quarterly_revenue_growth_yoy": 0.12146643109540636, "quarterly_earnings_growth_yoy": 0.04433497536945813, "revenue_growth_qoq": 0.10655916321638702, "gross_margin": 0.246356833398976, "operating_margin": 0.11539976368649074, "net_margin": 0.08349743993698307, "roa_ttm": 0.09145141451414514, "roe_ttm": 0.19845188842920058, "debt_to_ebitda": 0.6742964352720451, "net_debt_to_ebitda": 0.18911819887429643, "interest_coverage": 126.9047619047619, "debt_to_equity": 0.23982383557987455, "current_ratio": 1.7576624438087454, "quick_ratio": 1.148344912137311, "fcf_to_ebitda": 0.5354596622889306, "capex_to_revenue": 0.03268507926131721, "working_capital_to_revenue": 0.20199378983494035, "capital_efficiency": 0.14495165147167285, "financial_health": -0.12920785106689983, "margin_quality": 0.14841801234081659, "growth_momentum": 0.08290070323243225, "company_age_years": 32.53114305270363, "ebitda": 2665000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 10.616482640715413, "revenue_cagr_3y": 0.11681396607945826, "revenue_cagr_5y": 0.0724857139346553, "earnings_cagr_3y": 0.2812563619222739, "quarterly_revenue_growth_yoy": 0.3282051282051282, "quarterly_earnings_growth_yoy": 0.6015228426395939, "revenue_growth_qoq": 0.05959361789172235, "gross_margin": 0.2341055341055341, "operating_margin": 0.10321750321750321, "net_margin": 0.08120978120978121, "roa_ttm": 0.07099244199478531, "roe_ttm": 0.2396657381615599, "debt_to_ebitda": 2.100736454497633, "net_debt_to_ebitda": 1.5481325618095738, "interest_coverage": 43.701149425287355, "debt_to_equity": 0.8899164345403899, "current_ratio": 1.2653007617546626, "quick_ratio": 0.7747132475264863, "fcf_to_ebitda": 0.26354550236717517, "capex_to_revenue": 0.03419534088480444, "working_capital_to_revenue": 0.10792904466766404, "capital_efficiency": 0.1553290900781726, "financial_health": -0.43182769391894577, "margin_quality": 0.1395109395109395, "growth_momentum": 0.46486398542236107, "company_age_years": 38.03422313483915, "ebitda": 3802000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 9.553084672476427, "revenue_cagr_3y": 0.0037319990054198726, "revenue_cagr_5y": -0.020085626653561395, "earnings_cagr_3y": -0.039115927710676845, "quarterly_revenue_growth_yoy": -0.019258326407682033, "quarterly_earnings_growth_yoy": -0.16225619336775077, "revenue_growth_qoq": -0.05201551593157684, "gross_margin": 0.3622146819308391, "operating_margin": 0.11769385105629647, "net_margin": 0.08369231677091939, "roa_ttm": 0.100911011126408, "roe_ttm": 0.2386640417606991, "debt_to_ebitda": 2.198284069478908, "net_debt_to_ebitda": 1.9106930024813895, "interest_coverage": 38.72616851168512, "debt_to_equity": 0.7596123004739922, "current_ratio": 1.770634048722116, "quick_ratio": 1.1833713433910042, "fcf_to_ebitda": 0.5406348387096774, "capex_to_revenue": 0.022174252991276556, "working_capital_to_revenue": 0.15145915701583784, "capital_efficiency": 0.16978752644355355, "financial_health": -0.6761294068434297, "margin_quality": 0.18786694991935168, "growth_momentum": -0.09075725988771641, "company_age_years": 30.49965776865161, "ebitda": 1259375000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 10.40686511060802, "revenue_cagr_3y": -0.027528220316544116, "revenue_cagr_5y": -0.021886145578104976, "earnings_cagr_3y": -0.22078698118450168, "quarterly_revenue_growth_yoy": -0.05434447429643002, "quarterly_earnings_growth_yoy": -0.5257696529998568, "revenue_growth_qoq": -0.04268086864156733, "gross_margin": 0.3632335617987848, "operating_margin": 0.08988376185759117, "net_margin": 0.06124493226479144, "roa_ttm": 0.08458789463633636, "roe_ttm": 0.2054212220058067, "debt_to_ebitda": 2.450329350583522, "net_debt_to_ebitda": 2.2523534615319005, "interest_coverage": 36.948766432558976, "debt_to_equity": 0.8156818589271938, "current_ratio": 1.4226972317594093, "quick_ratio": 0.9072767070048744, "fcf_to_ebitda": 0.5450201818109449, "capex_to_revenue": 0.023826755410068623, "working_capital_to_revenue": 0.1015501342472472, "capital_efficiency": 0.14500455832107154, "financial_health": -0.6787975228603224, "margin_quality": 0.17145408530705578, "growth_momentum": -0.29005706364814343, "company_age_years": 30.748802190280628, "ebitda": 1231059000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 12.190639921593045, "revenue_cagr_3y": 0.001993541509382357, "revenue_cagr_5y": -0.014888973789535798, "earnings_cagr_3y": 0.024595448099284933, "quarterly_revenue_growth_yoy": 0.11779706621511915, "quarterly_earnings_growth_yoy": 0.7336346068682315, "revenue_growth_qoq": 0.019916634841821615, "gross_margin": 0.3646102399287074, "operating_margin": 0.09645786964836779, "net_margin": 0.09498712895092679, "roa_ttm": 0.056824135394246786, "roe_ttm": 0.14715960757977598, "debt_to_ebitda": 2.7952755966039025, "net_debt_to_ebitda": 2.4758594978111392, "interest_coverage": 35.73031393336812, "debt_to_equity": 0.9198093294025546, "current_ratio": 1.1908914398610213, "quick_ratio": 0.7846415341822169, "fcf_to_ebitda": 0.4891971358400498, "capex_to_revenue": 0.024369828619266842, "working_capital_to_revenue": 0.06337695787567313, "capital_efficiency": 0.10199187148701139, "financial_health": -0.6899122553339193, "margin_quality": 0.18535174617600067, "growth_momentum": 0.42571583654167533, "company_age_years": 31.748117727583846, "ebitda": 1300905000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 12.259628789456634, "revenue_cagr_3y": -0.03982380238580385, "revenue_cagr_5y": -0.03144260473123406, "earnings_cagr_3y": -0.08471653269148971, "quarterly_revenue_growth_yoy": 0.030258339782191664, "quarterly_earnings_growth_yoy": 0.386913517626173, "revenue_growth_qoq": -0.04191142247702071, "gross_margin": 0.37649298854418545, "operating_margin": 0.1340174320856052, "net_margin": 0.09442888133852816, "roa_ttm": 0.06097213454985284, "roe_ttm": 0.15409727941570078, "debt_to_ebitda": 2.7309623595935606, "net_debt_to_ebitda": 2.497801661722628, "interest_coverage": 35.02320480883787, "debt_to_equity": 0.8674019026459361, "current_ratio": 1.245667268228078, "quick_ratio": 0.8113919902353853, "fcf_to_ebitda": 0.44182849791685513, "capex_to_revenue": 0.02602826105771547, "working_capital_to_revenue": 0.07734534959092397, "capital_efficiency": 0.10753470698277681, "financial_health": -0.689057641677231, "margin_quality": 0.2016464339894396, "growth_momentum": 0.20858592870418233, "company_age_years": 31.99726214921287, "ebitda": 1293477000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 13.422268876820747, "revenue_cagr_3y": -0.04546080076454384, "revenue_cagr_5y": -0.03583277881701863, "earnings_cagr_3y": -0.08276376464467494, "quarterly_revenue_growth_yoy": 0.02342948055438606, "quarterly_earnings_growth_yoy": 0.37535746133267733, "revenue_growth_qoq": 0.005988358272355185, "gross_margin": 0.37143968760280927, "operating_margin": -0.1368328303128263, "net_margin": 0.10236557909341877, "roa_ttm": 0.06445762522883454, "roe_ttm": 0.1581917772336161, "debt_to_ebitda": 2.6553506777805844, "net_debt_to_ebitda": 2.408855159322449, "interest_coverage": 36.85076016134037, "debt_to_equity": 0.8113628443596238, "current_ratio": 1.3236881106800489, "quick_ratio": 0.8704901497561894, "fcf_to_ebitda": 0.4526762956669499, "capex_to_revenue": 0.02820413937496317, "working_capital_to_revenue": 0.09913334018231383, "capital_efficiency": 0.11132470123122531, "financial_health": -0.6674544583385684, "margin_quality": 0.11232414546113391, "growth_momentum": 0.1993934709435317, "company_age_years": 32.24914442162902, "ebitda": 1306470000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 13.713304339305424, "revenue_cagr_3y": 0.05300202933780107, "revenue_cagr_5y": 0.03780858931918685, "earnings_cagr_3y": 0.20531987930944262, "quarterly_revenue_growth_yoy": 0.13469193081288058, "quarterly_earnings_growth_yoy": 0.8394410593067845, "revenue_growth_qoq": 0.15428931069502652, "gross_margin": 0.3645336312689659, "operating_margin": 0.09881047149900021, "net_margin": 0.14694280567729961, "roa_ttm": 0.07615794959734568, "roe_ttm": 0.185177200114985, "debt_to_ebitda": 2.607986666959058, "net_debt_to_ebitda": 2.056855478315534, "interest_coverage": 37.568792222771464, "debt_to_equity": 0.8139761542989337, "current_ratio": 1.3954963747605185, "quick_ratio": 1.0131807902991612, "fcf_to_ebitda": 0.45673267399106743, "capex_to_revenue": 0.026891222418505525, "working_capital_to_revenue": 0.12423899214265367, "capital_efficiency": 0.13066757485616534, "financial_health": -0.6106568123888708, "margin_quality": 0.20342896948175526, "growth_momentum": 0.4870664950598325, "company_age_years": 32.50102669404517, "ebitda": 1368030000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 11.190874963180226, "revenue_cagr_3y": 0.007425182767413441, "revenue_cagr_5y": -0.014304944167545242, "earnings_cagr_3y": -0.2504826669426935, "quarterly_revenue_growth_yoy": 0.03495108413804536, "quarterly_earnings_growth_yoy": -0.14689317192700144, "revenue_growth_qoq": 0.0979580147660916, "gross_margin": 0.3699673098291858, "operating_margin": 0.1315064729652621, "net_margin": 0.07783742118042772, "roa_ttm": 0.0881315965571327, "roe_ttm": 0.2628868429140274, "debt_to_ebitda": 2.5535453525610894, "net_debt_to_ebitda": 2.3633249979631614, "interest_coverage": 39.73503501945525, "debt_to_equity": 1.1474971229578634, "current_ratio": 1.3494082176405116, "quick_ratio": 0.9281933616953715, "fcf_to_ebitda": 0.44277423681225364, "capex_to_revenue": 0.028121874556483857, "working_capital_to_revenue": 0.08801596116527505, "capital_efficiency": 0.17550921973558006, "financial_health": -1.0186393363440076, "margin_quality": 0.19310373465829186, "growth_momentum": -0.05597104389447804, "company_age_years": 32.99657768651608, "ebitda": 1276488000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 12.954210014312997, "revenue_cagr_3y": -0.0075490890536240585, "revenue_cagr_5y": -0.02071563010138655, "earnings_cagr_3y": -0.05448822784496865, "quarterly_revenue_growth_yoy": -0.0002128420420248602, "quarterly_earnings_growth_yoy": -0.12076886961187623, "revenue_growth_qoq": -0.028191518352210728, "gross_margin": 0.3699890637706356, "operating_margin": 0.125944043818169, "net_margin": 0.09002216432042294, "roa_ttm": 0.08569684593176133, "roe_ttm": 0.2638880700919309, "debt_to_ebitda": 2.615875066282329, "net_debt_to_ebitda": 2.449001479142496, "interest_coverage": 40.205982303154656, "debt_to_equity": 1.193835805372327, "current_ratio": 1.3008741975501308, "quick_ratio": 0.8755560610589297, "fcf_to_ebitda": 0.4456883594276396, "capex_to_revenue": 0.025156493772885227, "working_capital_to_revenue": 0.07898557426972119, "capital_efficiency": 0.17479245801184612, "financial_health": -1.0604188210206753, "margin_quality": 0.19531842396974253, "growth_momentum": -0.060490855826950546, "company_age_years": 33.24845995893224, "ebitda": 1254105000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 13.120442886615768, "revenue_cagr_3y": 0.06406549968301722, "revenue_cagr_5y": 0.011787866877916109, "earnings_cagr_3y": 0.16170382523323057, "quarterly_revenue_growth_yoy": 0.07537872599265547, "quarterly_earnings_growth_yoy": -0.27345673057044806, "revenue_growth_qoq": -0.008854227719987713, "gross_margin": 0.3582347636782488, "operating_margin": 0.1648845983579697, "net_margin": 0.12321491262310202, "roa_ttm": 0.09777214172709651, "roe_ttm": 0.24854993717288723, "debt_to_ebitda": 2.17407897988839, "net_debt_to_ebitda": 1.951544231109688, "interest_coverage": 51.66633460121959, "debt_to_equity": 0.8680859264001254, "current_ratio": 1.2344488860458793, "quick_ratio": 0.7416710357505245, "fcf_to_ebitda": 0.34166657415517043, "capex_to_revenue": 0.025970817415146622, "working_capital_to_revenue": 0.07642034261986946, "capital_efficiency": 0.17316103944999187, "financial_health": -0.651528794721383, "margin_quality": 0.2154447582197735, "growth_momentum": -0.0990390022888963, "company_age_years": 37.50034223134839, "ebitda": 1711499000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 14.78303930809622, "revenue_cagr_3y": 0.05754218987308035, "revenue_cagr_5y": 0.030852047850622677, "earnings_cagr_3y": 0.1761171018781842, "quarterly_revenue_growth_yoy": -0.015624671311123276, "quarterly_earnings_growth_yoy": 0.12399698003255191, "revenue_growth_qoq": 0.07522819322436158, "gross_margin": 0.3731498933637642, "operating_margin": 0.16833471288472507, "net_margin": 0.14069144730374872, "roa_ttm": 0.09312479969842745, "roe_ttm": 0.20695315184941854, "debt_to_ebitda": 2.0967589424200495, "net_debt_to_ebitda": 1.8585368769294677, "interest_coverage": 54.148003106997216, "debt_to_equity": 0.6869562067165955, "current_ratio": 1.4045393720197037, "quick_ratio": 0.8968472555380173, "fcf_to_ebitda": 0.6836273545857453, "capex_to_revenue": 0.023363475814401378, "working_capital_to_revenue": 0.11845568045977736, "capital_efficiency": 0.150038975773923, "financial_health": -0.5507405569603187, "margin_quality": 0.227392017850746, "growth_momentum": 0.05418615436071432, "company_age_years": 38.49965776865161, "ebitda": 1673065000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 12.64317612504642, "revenue_cagr_3y": -0.01378954312464209, "revenue_cagr_5y": 0.014806087569659843, "earnings_cagr_3y": 0.021359643134378548, "quarterly_revenue_growth_yoy": -0.07204657333080645, "quarterly_earnings_growth_yoy": 0.1634047366443884, "revenue_growth_qoq": 0.034539652676434225, "gross_margin": 0.38615042626625246, "operating_margin": 0.16598470223965534, "net_margin": 0.14461443096251916, "roa_ttm": 0.13284536688700432, "roe_ttm": 0.2796725273196867, "debt_to_ebitda": 1.4666496788422505, "net_debt_to_ebitda": 1.3146138915698924, "interest_coverage": 66.79227157595601, "debt_to_equity": 0.5912766426723131, "current_ratio": 1.5303306829528633, "quick_ratio": 0.949865028800572, "fcf_to_ebitda": 0.4997273777905623, "capex_to_revenue": 0.023995509002130766, "working_capital_to_revenue": 0.14332721346650987, "capital_efficiency": 0.20625894710334552, "financial_health": -0.5229218613556318, "margin_quality": 0.2322498531561423, "growth_momentum": 0.04567908165679097, "company_age_years": 38.997946611909654, "ebitda": 2162333000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 13.12419963149499, "revenue_cagr_3y": -0.00576865633720669, "revenue_cagr_5y": 0.01676195626718835, "earnings_cagr_3y": 0.09584909993649249, "quarterly_revenue_growth_yoy": 0.01282355031688681, "quarterly_earnings_growth_yoy": 0.1979168464174659, "revenue_growth_qoq": 0.017836782154186565, "gross_margin": 0.3847596874681756, "operating_margin": 0.1681925565478321, "net_margin": 0.17498999264951284, "roa_ttm": 0.13073186103350196, "roe_ttm": 0.27332489879341854, "debt_to_ebitda": 1.5067224139480302, "net_debt_to_ebitda": 1.3346736346319976, "interest_coverage": 65.86972573839662, "debt_to_equity": 0.5944393812634927, "current_ratio": 1.5691589697231447, "quick_ratio": 1.0605017671308221, "fcf_to_ebitda": 0.48882474303848483, "capex_to_revenue": 0.022044989775051125, "working_capital_to_revenue": 0.17151379736928477, "capital_efficiency": 0.20202837991346023, "financial_health": -0.4954070765949362, "margin_quality": 0.2426474122218402, "growth_momentum": 0.10537019836717636, "company_age_years": 39.2498288843258, "ebitda": 2248002000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 12.16465544698654, "revenue_cagr_3y": -0.010049025137623513, "revenue_cagr_5y": 0.01680328775073625, "earnings_cagr_3y": 0.5818549534752933, "quarterly_revenue_growth_yoy": -0.08352863127131953, "quarterly_earnings_growth_yoy": 3.847003665674302, "revenue_growth_qoq": -0.02706068235510012, "gross_margin": 0.38641232085543764, "operating_margin": 0.15289351695920855, "net_margin": 0.7440843042988476, "roa_ttm": 0.21561207946816574, "roe_ttm": 0.387852682112558, "debt_to_ebitda": 1.3382790610544606, "net_debt_to_ebitda": 0.5095041439262471, "interest_coverage": 78.64715234595816, "debt_to_equity": 0.4283936890386477, "current_ratio": 2.04163071976807, "quick_ratio": 1.5204270195631557, "fcf_to_ebitda": 0.26093370751234596, "capex_to_revenue": 0.021628578388927625, "working_capital_to_revenue": 0.29537785687903123, "capital_efficiency": 0.3017323807903619, "financial_health": -0.21624346202501438, "margin_quality": 0.4277967140378313, "growth_momentum": 1.8817375172014912, "company_age_years": 39.501711156741955, "ebitda": 2226029000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 9.759563669281835, "revenue_cagr_3y": 0.05285384668324489, "revenue_cagr_5y": 0.06662364515844943, "earnings_cagr_3y": 0.43775934955844087, "quarterly_revenue_growth_yoy": -0.0912848158131177, "quarterly_earnings_growth_yoy": -0.08433734939759036, "revenue_growth_qoq": -0.028060734191812417, "gross_margin": 0.3223254894206051, "operating_margin": 0.10816689736998221, "net_margin": 0.10520071188451652, "roa_ttm": 0.06377493474267668, "roe_ttm": 0.13031739760305544, "debt_to_ebitda": 2.549487024743512, "net_debt_to_ebitda": 2.468617984308992, "interest_coverage": 58.14035087719298, "debt_to_equity": 0.5563677070986435, "current_ratio": 1.4304864864864866, "quick_ratio": 0.9282162162162162, "fcf_to_ebitda": 0.5627640313820157, "capex_to_revenue": 0.02426276672260849, "working_capital_to_revenue": 0.09546871253895949, "capital_efficiency": 0.09704616617286606, "financial_health": -0.5037432987561077, "margin_quality": 0.1785643662250346, "growth_momentum": -0.08781108260535403, "company_age_years": 43.58110882956879, "ebitda": 3314000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 11.079431115276476, "revenue_cagr_3y": -0.032078353244291535, "revenue_cagr_5y": 0.044306739729025546, "earnings_cagr_3y": -0.002028403135354906, "quarterly_revenue_growth_yoy": -0.054355919583023084, "quarterly_earnings_growth_yoy": -0.08224299065420561, "revenue_growth_qoq": 0.05547475586952005, "gross_margin": 0.3269685039370079, "operating_margin": 0.12106299212598425, "net_margin": 0.09665354330708661, "roa_ttm": 0.06012069076202093, "roe_ttm": 0.12225848563968668, "debt_to_ebitda": 2.6285535770071853, "net_debt_to_ebitda": 2.527647610121837, "interest_coverage": 56.1578947368421, "debt_to_equity": 0.5492167101827676, "current_ratio": 1.4173588039867109, "quick_ratio": 0.9350083056478405, "fcf_to_ebitda": 0.7316463605123399, "capex_to_revenue": 0.02510792437850444, "working_capital_to_revenue": 0.09973701185927654, "capital_efficiency": 0.09118958820085381, "financial_health": -0.4860420716357098, "margin_quality": 0.18156167979002624, "growth_momentum": -0.06829945511861435, "company_age_years": 44.07939767282683, "ebitda": 3201000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 11.543881743370923, "revenue_cagr_3y": -0.03830740787811082, "revenue_cagr_5y": 0.038783892244215634, "earnings_cagr_3y": 0.00842554287757058, "quarterly_revenue_growth_yoy": -0.04151451085911974, "quarterly_earnings_growth_yoy": 0.1726457399103139, "revenue_growth_qoq": -0.01830708661417323, "gross_margin": 0.32484459594946863, "operating_margin": 0.12933627431321434, "net_margin": 0.10487266893924203, "roa_ttm": 0.062425969203188526, "roe_ttm": 0.1265904959750714, "debt_to_ebitda": 2.569948186528497, "net_debt_to_ebitda": 2.4193843340444987, "interest_coverage": 55.610169491525426, "debt_to_equity": 0.5473902882368216, "current_ratio": 1.5423286180631122, "quick_ratio": 1.0356909684439608, "fcf_to_ebitda": 0.6671746418774763, "capex_to_revenue": 0.02427647088328234, "working_capital_to_revenue": 0.12499373025028841, "capital_efficiency": 0.09450823258912996, "financial_health": -0.4958057794836732, "margin_quality": 0.186351179733975, "growth_momentum": 0.06556561452559709, "company_age_years": 44.33127994524298, "ebitda": 3281000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 11.618522269676632, "revenue_cagr_3y": -0.04150328845146212, "revenue_cagr_5y": 0.0383090152499439, "earnings_cagr_3y": 0.01710316953000235, "quarterly_revenue_growth_yoy": -0.03757168281589875, "quarterly_earnings_growth_yoy": -0.05263157894736842, "revenue_growth_qoq": -0.0240625626629236, "gross_margin": 0.3190877337168687, "operating_margin": 0.13067598109718512, "net_margin": 0.1035545510581467, "roa_ttm": 0.06318419408922055, "roe_ttm": 0.12901926562395113, "debt_to_ebitda": 2.525015253203173, "net_debt_to_ebitda": 2.359365466748017, "interest_coverage": 54.63333333333333, "debt_to_equity": 0.5556152245418541, "current_ratio": 1.2654512306289882, "quick_ratio": 0.8545123062898815, "fcf_to_ebitda": 0.6320927394752898, "capex_to_revenue": 0.025168380007089684, "working_capital_to_revenue": 0.07373271889400922, "capital_efficiency": 0.09610172985658584, "financial_health": -0.43264270250358444, "margin_quality": 0.18443942195740018, "growth_momentum": -0.04510163088163359, "company_age_years": 44.58316221765914, "ebitda": 3278000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 12.506082100814972, "revenue_cagr_3y": -0.040723009386408826, "revenue_cagr_5y": 0.04129428551373859, "earnings_cagr_3y": -0.0038110125800997485, "quarterly_revenue_growth_yoy": 0.007271971743195512, "quarterly_earnings_growth_yoy": 0.07425742574257425, "revenue_growth_qoq": -0.003903842202588864, "gross_margin": 0.3180693069306931, "operating_margin": 0.11035478547854785, "net_margin": 0.08952145214521452, "roa_ttm": 0.06376792656234687, "roe_ttm": 0.1287853796925513, "debt_to_ebitda": 2.4790220344099003, "net_debt_to_ebitda": 2.4120132810141865, "interest_coverage": 54.31147540983606, "debt_to_equity": 0.5418618460117437, "current_ratio": 1.255173654849739, "quick_ratio": 0.8333633255353609, "fcf_to_ebitda": 0.6465439178991851, "capex_to_revenue": 0.02537660499443939, "working_capital_to_revenue": 0.07168132645839652, "capital_efficiency": 0.09627665312744908, "financial_health": -0.4332702359171742, "margin_quality": 0.17264851485148516, "growth_momentum": 0.04076469874288488, "company_age_years": 44.82956878850103, "ebitda": 3313000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 12.851490603644647, "revenue_cagr_3y": 0.013214323562469321, "revenue_cagr_5y": -0.007054421293294921, "earnings_cagr_3y": -0.0229439221537171, "quarterly_revenue_growth_yoy": 0.03857225100748417, "quarterly_earnings_growth_yoy": -0.7030692362598144, "revenue_growth_qoq": -0.01366867140513942, "gross_margin": 0.3361049519586105, "operating_margin": 0.14634146341463414, "net_margin": 0.07686622320768663, "roa_ttm": 0.06807259390413557, "roe_ttm": 0.1285066252835144, "debt_to_ebitda": 2.0805808656036446, "net_debt_to_ebitda": 1.9874715261958997, "interest_coverage": 52.417910447761194, "debt_to_equity": 0.43613465441088695, "current_ratio": 1.4936396430605658, "quick_ratio": 0.955382570723372, "fcf_to_ebitda": 0.6084851936218679, "capex_to_revenue": 0.02714974488601788, "working_capital_to_revenue": 0.12170575293732154, "capital_efficiency": 0.09828960959382499, "financial_health": -0.39547459688618763, "margin_quality": 0.18643754619364375, "growth_momentum": -0.3322484926261651, "company_age_years": 46.32991101984942, "ebitda": 3512000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 10.271146192329072, "revenue_cagr_3y": 0.02582523936132164, "revenue_cagr_5y": -0.0024728474731550154, "earnings_cagr_3y": 0.058536673574915765, "quarterly_revenue_growth_yoy": 0.047189718012660656, "quarterly_earnings_growth_yoy": -0.012519561815336464, "revenue_growth_qoq": 0.00868440502586844, "gross_margin": 0.3284484337790804, "operating_margin": 0.1427001282286133, "net_margin": 0.11558893570250962, "roa_ttm": 0.0689888074102663, "roe_ttm": 0.13317191283292978, "debt_to_ebitda": 2.0983879933296277, "net_debt_to_ebitda": 2.019733185102835, "interest_coverage": 54.515151515151516, "debt_to_equity": 0.4687402992487738, "current_ratio": 1.4726426076833528, "quick_ratio": 0.9322856034148235, "fcf_to_ebitda": 0.5817120622568094, "capex_to_revenue": 0.026146513026979498, "working_capital_to_revenue": 0.11273080660835763, "capital_efficiency": 0.10108036012159805, "financial_health": -0.41288841912742114, "margin_quality": 0.1955791659034011, "growth_momentum": 0.017335078098662096, "company_age_years": 46.58179329226557, "ebitda": 3598000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 11.67209936516699, "revenue_cagr_3y": 0.03297507446953585, "revenue_cagr_5y": -0.006904596150639319, "earnings_cagr_3y": 0.0891717771855638, "quarterly_revenue_growth_yoy": 0.010283755475147592, "quarterly_earnings_growth_yoy": 0.06967213114754098, "revenue_growth_qoq": -0.028210294925810588, "gross_margin": 0.32591894439208297, "operating_margin": 0.12591894439208295, "net_margin": 0.09839773798303487, "roa_ttm": 0.06884893677525357, "roe_ttm": 0.13423273578512906, "debt_to_ebitda": 2.088048578526083, "net_debt_to_ebitda": 2.0044162296439416, "interest_coverage": 54.89393939393939, "debt_to_equity": 0.46602599642703135, "current_ratio": 1.465001891789633, "quick_ratio": 0.9169504351116156, "fcf_to_ebitda": 0.6312448247308861, "capex_to_revenue": 0.02691224668790103, "working_capital_to_revenue": 0.11346535567557586, "capital_efficiency": 0.10154083628019131, "financial_health": -0.40821715752723425, "margin_quality": 0.18341187558906694, "growth_momentum": 0.039977943311344286, "company_age_years": 46.82819986310746, "ebitda": 3623000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 11.725234682713348, "revenue_cagr_3y": 0.028882197140775334, "revenue_cagr_5y": -0.008250149313666744, "earnings_cagr_3y": 0.09008042564577856, "quarterly_revenue_growth_yoy": 0.008383451795152179, "quarterly_earnings_growth_yoy": 0.04262295081967213, "revenue_growth_qoq": 0.04297832233741753, "gross_margin": 0.3316464847279957, "operating_margin": 0.1429604193023676, "net_margin": 0.11494668353515272, "roa_ttm": 0.06838481577967995, "roe_ttm": 0.1352262970685637, "debt_to_ebitda": 2.211706783369803, "net_debt_to_ebitda": 2.099015317286652, "interest_coverage": 58.03174603174603, "debt_to_equity": 0.4958910830369189, "current_ratio": 1.8260674157303372, "quick_ratio": 1.1849438202247191, "fcf_to_ebitda": 0.7297592997811816, "capex_to_revenue": 0.026855221336772768, "working_capital_to_revenue": 0.16933069233958267, "capital_efficiency": 0.10180555642412183, "financial_health": -0.4826842221839901, "margin_quality": 0.19651786252183867, "growth_momentum": 0.025503201307412154, "company_age_years": 47.07734428473648, "ebitda": 3656000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 10.767378343949044, "revenue_cagr_3y": 0.021395783356075837, "revenue_cagr_5y": -0.014892312588125733, "earnings_cagr_3y": 0.0474281970440964, "quarterly_revenue_growth_yoy": -0.01810790835181079, "quarterly_earnings_growth_yoy": 0.44471153846153844, "revenue_growth_qoq": -0.039580697632387495, "gross_margin": 0.33891607075649227, "operating_margin": 0.15205118554761007, "net_margin": 0.11309747835905157, "roa_ttm": 0.07493337513716883, "roe_ttm": 0.15080767289247854, "debt_to_ebitda": 2.043566878980892, "net_debt_to_ebitda": 1.9036942675159236, "interest_coverage": 72.68518518518519, "debt_to_equity": 0.506120646138314, "current_ratio": 1.7189444325252092, "quick_ratio": 1.0965458056211113, "fcf_to_ebitda": 0.6978343949044586, "capex_to_revenue": 0.027532275230206838, "working_capital_to_revenue": 0.15505992318726575, "capital_efficiency": 0.11287052401482368, "financial_health": -0.4884031213126045, "margin_quality": 0.20135491155438465, "growth_momentum": 0.2133018150548638, "company_age_years": 47.32922655715264, "ebitda": 3925000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 12.755746699002964, "revenue_cagr_3y": 0.02478961556054049, "revenue_cagr_5y": -0.012038399349969975, "earnings_cagr_3y": -0.03564715486118575, "quarterly_revenue_growth_yoy": -0.040483605055871036, "quarterly_earnings_growth_yoy": -0.2836767036450079, "revenue_growth_qoq": -0.014301844185171246, "gross_margin": 0.32130584192439865, "operating_margin": 0.1508209240168003, "net_margin": 0.08629247804505537, "roa_ttm": 0.06739826245999085, "roe_ttm": 0.1374829001367989, "debt_to_ebitda": 2.242522231204527, "net_debt_to_ebitda": 2.142818647264888, "interest_coverage": 70.01886792452831, "debt_to_equity": 0.5174729511254819, "current_ratio": 1.700701480904131, "quick_ratio": 1.1541309431021045, "fcf_to_ebitda": 0.7717596335219618, "capex_to_revenue": 0.027442730247779337, "working_capital_to_revenue": 0.1681159420289855, "capital_efficiency": 0.10244058129839487, "financial_health": -0.4749169783172474, "margin_quality": 0.1861397479954181, "growth_momentum": -0.1620801543504395, "company_age_years": 47.58110882956879, "ebitda": 3711000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 10.173286162624821, "revenue_cagr_3y": 0.01376098945972215, "revenue_cagr_5y": 0.020000111549509203, "earnings_cagr_3y": 0.6818097598336994, "quarterly_revenue_growth_yoy": -0.027664134034677577, "quarterly_earnings_growth_yoy": 0.2489539748953975, "revenue_growth_qoq": 0.03860160233066278, "gross_margin": 0.30705269485073133, "operating_margin": 0.1736125025045081, "net_margin": 0.11961530755359648, "roa_ttm": 0.09668261821721146, "roe_ttm": 0.26078871082426297, "debt_to_ebitda": 1.5650369601867462, "net_debt_to_ebitda": 0.857606017377772, "interest_coverage": 91.79761904761905, "debt_to_equity": 0.6600667286550347, "current_ratio": 1.0915573458167764, "quick_ratio": 0.850960753361276, "fcf_to_ebitda": 0.5681493969653741, "capex_to_revenue": 0.027811617117233872, "working_capital_to_revenue": 0.043596588994582824, "capital_efficiency": 0.17873566452073722, "financial_health": -0.19316627884711995, "margin_quality": 0.20009350163627862, "growth_momentum": 0.11064492043035996, "company_age_years": 45.99315537303217, "ebitda": 7711000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 11.229321017642548, "revenue_cagr_3y": 0.006885020576217427, "revenue_cagr_5y": 0.01339753515790032, "earnings_cagr_3y": 0.07973906929170993, "quarterly_revenue_growth_yoy": 0.03353956366004559, "quarterly_earnings_growth_yoy": 0.08960573476702509, "revenue_growth_qoq": -0.04608294930875576, "gross_margin": 0.31243436252888046, "operating_margin": 0.17800882167611845, "net_margin": 0.12770426381012392, "roa_ttm": 0.09665442271418644, "roe_ttm": 0.2675166236192779, "debt_to_ebitda": 1.7843262592687292, "net_debt_to_ebitda": 1.2124776272053184, "interest_coverage": 92.02352941176471, "debt_to_equity": 0.7669945595427817, "current_ratio": 1.2473338016476148, "quick_ratio": 0.9444408966089789, "fcf_to_ebitda": 0.5354129378675531, "capex_to_revenue": 0.028336333247621498, "working_capital_to_revenue": 0.09958858318333762, "capital_efficiency": 0.18208552316673218, "financial_health": -0.4442432243850533, "margin_quality": 0.20604914933837426, "growth_momentum": 0.061572649213535335, "company_age_years": 46.24229979466119, "ebitda": 7822000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 11.2578659125094, "revenue_cagr_3y": 0.010144682654488424, "revenue_cagr_5y": 0.019171440629457637, "earnings_cagr_3y": 0.08911319026223463, "quarterly_revenue_growth_yoy": 0.022097186700767265, "quarterly_earnings_growth_yoy": 0.10469011725293133, "revenue_growth_qoq": 0.04925435832808234, "gross_margin": 0.3172855570013012, "operating_margin": 0.1842658392553298, "net_margin": 0.13201881693524173, "roa_ttm": 0.0975557335730056, "roe_ttm": 0.2659954184646529, "debt_to_ebitda": 1.756455251942843, "net_debt_to_ebitda": 1.1240912509400853, "interest_coverage": 93.85882352941177, "debt_to_equity": 0.7465238932395717, "current_ratio": 1.2808748664445981, "quick_ratio": 0.9868644334108478, "fcf_to_ebitda": 0.5372273752820256, "capex_to_revenue": 0.02915153684856544, "working_capital_to_revenue": 0.11427913875108679, "capital_efficiency": 0.18177557601882927, "financial_health": -0.4132283815970573, "margin_quality": 0.21119007106395757, "growth_momentum": 0.06339365197684929, "company_age_years": 46.49144421629021, "ebitda": 7978000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 11.352281546961326, "revenue_cagr_3y": 0.005395664271594658, "revenue_cagr_5y": 0.010654588632902362, "earnings_cagr_3y": 0.07794225596488169, "quarterly_revenue_growth_yoy": 0.020081157007595465, "quarterly_earnings_growth_yoy": -0.0189873417721519, "revenue_growth_qoq": -0.01871684516064458, "gross_margin": 0.3189514483884129, "operating_margin": 0.18492452060383516, "net_margin": 0.12647898816809466, "roa_ttm": 0.09278138770632609, "roe_ttm": 0.2589234537022563, "debt_to_ebitda": 1.991210447011552, "net_debt_to_ebitda": 1.1837016574585635, "interest_coverage": 97.1219512195122, "debt_to_equity": 0.8263248397686416, "current_ratio": 1.198814033931807, "quick_ratio": 0.9469609619502554, "fcf_to_ebitda": 0.5371672526368659, "capex_to_revenue": 0.028932033893992213, "working_capital_to_revenue": 0.0921397491030306, "capital_efficiency": 0.1758524207042912, "financial_health": -0.3805714306363242, "margin_quality": 0.21011831905344758, "growth_momentum": 0.0005469076177217827, "company_age_years": 46.743326488706366, "ebitda": 7964000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 11.458344378231644, "revenue_cagr_3y": -0.013070843900201745, "revenue_cagr_5y": 0.010583274828868783, "earnings_cagr_3y": 0.029730365902789657, "quarterly_revenue_growth_yoy": 0.00030054097375275494, "quarterly_earnings_growth_yoy": -0.13400335008375208, "revenue_growth_qoq": 0.018461852305181558, "gross_margin": 0.3222834251377066, "operating_margin": 0.1743615423134702, "net_margin": 0.10355533299949925, "roa_ttm": 0.0888154249621394, "roe_ttm": 0.24828333935670402, "debt_to_ebitda": 2.0391675284384694, "net_debt_to_ebitda": 1.0253360910031024, "interest_coverage": 89.95348837209302, "debt_to_equity": 0.8144457638494501, "current_ratio": 1.4119159879982854, "quick_ratio": 1.1445716735043783, "fcf_to_ebitda": 0.5691571871768356, "capex_to_revenue": 0.027861177548216376, "working_capital_to_revenue": 0.171161772937764, "capital_efficiency": 0.16854938215942172, "financial_health": -0.4840940449293635, "margin_quality": 0.20006676681689203, "growth_momentum": -0.06685140455499966, "company_age_years": 46.99520876112252, "ebitda": 7736000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 12.148723174461578, "revenue_cagr_3y": -0.006481984576192756, "revenue_cagr_5y": 0.003944264893139371, "earnings_cagr_3y": 0.09246497892044747, "quarterly_revenue_growth_yoy": -0.00315059861373661, "quarterly_earnings_growth_yoy": 0.09046052631578948, "revenue_growth_qoq": -0.04937406109163746, "gross_margin": 0.3447113358617783, "operating_margin": 0.20185419300463547, "net_margin": 0.13969658659924147, "roa_ttm": 0.08979718505266616, "roe_ttm": 0.24204103724843773, "debt_to_ebitda": 2.022046642028801, "net_debt_to_ebitda": 1.0395055435198164, "interest_coverage": 104.62666666666667, "debt_to_equity": 0.7807410323279044, "current_ratio": 1.3645043689601297, "quick_ratio": 1.0953069845495051, "fcf_to_ebitda": 0.65145915636549, "capex_to_revenue": 0.02722041148910165, "working_capital_to_revenue": 0.16039417396618455, "capital_efficiency": 0.16591911115055194, "financial_health": -0.4094174711768096, "margin_quality": 0.22875403848855172, "growth_momentum": 0.043654963851026435, "company_age_years": 47.24161533196441, "ebitda": 7847000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 12.922126378653113, "revenue_cagr_3y": -0.005722071372662452, "revenue_cagr_5y": 0.013273045378203063, "earnings_cagr_3y": 0.08196658302462301, "quarterly_revenue_growth_yoy": 0.008707837053348013, "quarterly_earnings_growth_yoy": 0.05534495830174375, "revenue_growth_qoq": 0.0617361989043405, "gross_margin": 0.32030164715221277, "operating_margin": 0.17820996229410596, "net_margin": 0.13812264338162333, "roa_ttm": 0.08967449881439965, "roe_ttm": 0.244406364749082, "debt_to_ebitda": 2.0978398983481577, "net_debt_to_ebitda": 1.0969504447268106, "interest_coverage": 99.62025316455696, "debt_to_equity": 0.8083231334149327, "current_ratio": 1.338301540514988, "quick_ratio": 1.079639619598465, "fcf_to_ebitda": 0.6433290978398983, "capex_to_revenue": 0.02594069971289921, "working_capital_to_revenue": 0.154551690845804, "capital_efficiency": 0.16704043178174083, "financial_health": -0.4131637978928935, "margin_quality": 0.21221141760931403, "growth_momentum": 0.03202639767754588, "company_age_years": 47.49075975359343, "ebitda": 7870000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 13.41099810055866, "revenue_cagr_3y": 0.00042851968194312917, "revenue_cagr_5y": 0.016147404930168863, "earnings_cagr_3y": 0.048456643908044494, "quarterly_revenue_growth_yoy": 0.03233374133006936, "quarterly_earnings_growth_yoy": 0.0846774193548387, "revenue_growth_qoq": 0.0042667195872196865, "gross_margin": 0.33998616737476534, "operating_margin": 0.20067187036854064, "net_margin": 0.1328920067187037, "roa_ttm": 0.08978649943630214, "roe_ttm": 0.2418620100597893, "debt_to_ebitda": 2.0835505896958413, "net_debt_to_ebitda": 1.1662321539416511, "interest_coverage": 99.44444444444444, "debt_to_equity": 0.7963841700673816, "current_ratio": 1.3522085048010974, "quick_ratio": 1.091522633744856, "fcf_to_ebitda": 0.6054624456859093, "capex_to_revenue": 0.024170783345095273, "working_capital_to_revenue": 0.16178546224417784, "capital_efficiency": 0.1658242547480457, "financial_health": -0.4133045236178008, "margin_quality": 0.22451668148733658, "growth_momentum": 0.05850558034245403, "company_age_years": 47.742642026009584, "ebitda": 8055000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 12.905490732454075, "revenue_cagr_3y": 0.041056917288722294, "revenue_cagr_5y": 0.02189715779791923, "earnings_cagr_3y": 0.08842589703204018, "quarterly_revenue_growth_yoy": 0.09513274336283185, "quarterly_earnings_growth_yoy": 0.08521870286576169, "revenue_growth_qoq": -0.04131697869593286, "gross_margin": 0.32265512265512264, "operating_margin": 0.18268398268398267, "net_margin": 0.13843193843193843, "roa_ttm": 0.028959112686224323, "roe_ttm": 0.1003125888036374, "debt_to_ebitda": 2.1534385303815355, "net_debt_to_ebitda": 1.2235044747998116, "interest_coverage": 102.3132530120482, "debt_to_equity": 1.039329354930378, "current_ratio": 1.3642761930151959, "quick_ratio": 1.110157291388963, "fcf_to_ebitda": 0.6075129533678757, "capex_to_revenue": 0.024205420276564422, "working_capital_to_revenue": 0.164876800926708, "capital_efficiency": 0.06463585074493086, "financial_health": -0.5943862001686231, "margin_quality": 0.21459034792368126, "growth_momentum": 0.09017572311429678, "company_age_years": 48.24093086926762, "ebitda": 8492000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 12.26496581930608, "revenue_cagr_3y": 0.03758105466922035, "revenue_cagr_5y": 0.024106047333512848, "earnings_cagr_3y": 0.019977901762599837, "quarterly_revenue_growth_yoy": 0.0834490970430641, "quarterly_earnings_growth_yoy": -0.08979885057471264, "revenue_growth_qoq": 0.05040885040885041, "gross_margin": 0.32246542723692645, "operating_margin": 0.18710504624965657, "net_margin": 0.11603626705742284, "roa_ttm": 0.0273972602739726, "roe_ttm": 0.09318181818181819, "debt_to_ebitda": 1.9562578724378794, "net_debt_to_ebitda": 1.0308027023932211, "interest_coverage": 91.92631578947369, "debt_to_equity": 0.9706818181818182, "current_ratio": 1.3752358752358753, "quick_ratio": 1.1092796092796093, "fcf_to_ebitda": 0.6420474063895568, "capex_to_revenue": 0.022919721841146695, "working_capital_to_revenue": 0.1599176876862671, "capital_efficiency": 0.06028953922789539, "financial_health": -0.5754395103726878, "margin_quality": 0.2085355801813353, "growth_momentum": -0.003174876765824272, "company_age_years": 48.49007529089665, "ebitda": 8733000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 11.14022602641594, "revenue_cagr_3y": -0.008520940915648145, "revenue_cagr_5y": -0.013003496048305974, "earnings_cagr_3y": 0.12960216092252552, "quarterly_revenue_growth_yoy": -0.10273909434658304, "quarterly_earnings_growth_yoy": 1.7138116963915389, "revenue_growth_qoq": -0.09598587623118379, "gross_margin": 0.33405283174015826, "operating_margin": 0.19066707780861342, "net_margin": 0.17689382259224998, "roa_ttm": 0.1170962214183096, "roe_ttm": 0.3721122112211221, "debt_to_ebitda": 1.8148645623460935, "net_debt_to_ebitda": 0.7753525856279382, "interest_coverage": 99.26666666666667, "debt_to_equity": 0.8918591859185918, "current_ratio": 1.2873599661805115, "quick_ratio": 1.0587613612344113, "fcf_to_ebitda": 0.627490485784643, "capex_to_revenue": 0.019806243272335846, "working_capital_to_revenue": 0.13008013395526852, "capital_efficiency": 0.24460421631971585, "financial_health": -0.37588383213029214, "margin_quality": 0.2338712440470072, "growth_momentum": 0.8055363010224779, "company_age_years": 48.993839835728956, "ebitda": 8934000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 12.66760531495587, "revenue_cagr_3y": -0.09467669069979201, "revenue_cagr_5y": -0.05216282315670773, "earnings_cagr_3y": -0.08083075160114928, "quarterly_revenue_growth_yoy": -0.19086777753732959, "quarterly_earnings_growth_yoy": -0.29850746268656714, "revenue_growth_qoq": -0.1163889873567293, "gross_margin": 0.31773201390746186, "operating_margin": 0.17317464562717305, "net_margin": 0.14455736828028884, "roa_ttm": 0.09194390289918873, "roe_ttm": 0.32225712238937565, "debt_to_ebitda": 2.670656510700036, "net_debt_to_ebitda": 1.0048361745859025, "interest_coverage": 91.9, "debt_to_equity": 1.217225987766573, "current_ratio": 1.6331814774234472, "quick_ratio": 1.359091171212733, "fcf_to_ebitda": 0.6783943900374804, "capex_to_revenue": 0.025868312041945483, "working_capital_to_revenue": 0.318067263404884, "capital_efficiency": 0.2071005126442822, "financial_health": -0.7527397308150624, "margin_quality": 0.21182134260497457, "growth_momentum": -0.24468762011194836, "company_age_years": 50.49144421629021, "ebitda": 8271000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 12.614823446493599, "revenue_cagr_3y": -0.027826455140860906, "revenue_cagr_5y": -0.01363782410972103, "earnings_cagr_3y": -0.06595113192425572, "quarterly_revenue_growth_yoy": -0.12177212091543263, "quarterly_earnings_growth_yoy": 0.14463176574977818, "revenue_growth_qoq": -0.1113312693498452, "gross_margin": 0.4697603121516165, "operating_margin": 0.24247491638795987, "net_margin": 0.1797658862876254, "roa_ttm": 0.11388895050910623, "roe_ttm": 0.47287464308740906, "debt_to_ebitda": 2.4679901327381653, "net_debt_to_ebitda": 1.9723951603430048, "interest_coverage": 62.13868613138686, "debt_to_equity": 1.9351570415400203, "current_ratio": 1.937105190881626, "quick_ratio": 1.364734962922274, "fcf_to_ebitda": 0.6907083284388582, "capex_to_revenue": 0.05096800944088285, "working_capital_to_revenue": 0.21765062354479636, "capital_efficiency": 0.29338179679825765, "financial_health": -1.6818531628272257, "margin_quality": 0.2973337049424006, "growth_momentum": 0.011429822417172775, "company_age_years": 50.49144421629021, "ebitda": 8513000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 12.80604158346059, "revenue_cagr_3y": 0.007208477525065149, "revenue_cagr_5y": 0.016023822588372427, "earnings_cagr_3y": -0.0037462303861707236, "quarterly_revenue_growth_yoy": 0.044925541233888124, "quarterly_earnings_growth_yoy": -0.10739102969046115, "revenue_growth_qoq": 0.16360089186176144, "gross_margin": 0.4846706586826347, "operating_margin": 0.22862275449101796, "net_margin": 0.16922155688622756, "roa_ttm": 0.10936329588014981, "roe_ttm": 0.41784511784511785, "debt_to_ebitda": 2.331727945495125, "net_debt_to_ebitda": 1.8476447785739458, "interest_coverage": 66.5078125, "debt_to_equity": 1.6708754208754208, "current_ratio": 1.9041835357624832, "quick_ratio": 1.366531713900135, "fcf_to_ebitda": 0.7422765182661811, "capex_to_revenue": 0.0509901614530777, "working_capital_to_revenue": 0.21127648839556004, "capital_efficiency": 0.26360420686263386, "financial_health": -1.460471703151809, "margin_quality": 0.29417165668662676, "growth_momentum": -0.03123274422828651, "company_age_years": 50.743326488706366, "ebitda": 8513000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 11.681221293753287, "revenue_cagr_3y": -0.06300156098377185, "revenue_cagr_5y": -0.038651033385919686, "earnings_cagr_3y": -0.14037511054772, "quarterly_revenue_growth_yoy": 0.04232025557270541, "quarterly_earnings_growth_yoy": -0.1911412609736632, "revenue_growth_qoq": -0.04303981017664118, "gross_margin": 0.27798057717473657, "operating_margin": 0.1362352779117019, "net_margin": 0.06980508299469661, "roa_ttm": 0.029569254578282175, "roe_ttm": 0.13997557997557997, "debt_to_ebitda": 15.50978788055864, "net_debt_to_ebitda": 9.7305557178753, "interest_coverage": 17.807492195629553, "debt_to_equity": 3.2407692307692306, "current_ratio": 1.0756358768406962, "quick_ratio": 0.9143239625167336, "fcf_to_ebitda": -0.5036521942382983, "capex_to_revenue": 0.09551459765028852, "working_capital_to_revenue": 0.10204358073633925, "capital_efficiency": 0.08477241727693108, "financial_health": -1.1614992616359652, "margin_quality": 0.16134031269371168, "growth_momentum": -0.0744105027004789, "company_age_years": 54.743326488706366, "ebitda": 17113000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 9.665923293307086, "revenue_cagr_3y": -0.06056387891560622, "revenue_cagr_5y": -0.0027006614459899048, "earnings_cagr_3y": 0.04580118753660556, "quarterly_revenue_growth_yoy": 0.3805008716356988, "quarterly_earnings_growth_yoy": -0.4180288843040787, "revenue_growth_qoq": 0.11812108271919554, "gross_margin": 0.26780214364913146, "operating_margin": 0.023592460268572132, "net_margin": 0.11294197363557965, "roa_ttm": 0.024178532311062432, "roe_ttm": 0.11649076517150396, "debt_to_ebitda": 12.670708661417322, "net_debt_to_ebitda": 7.820314960629921, "interest_coverage": 19.030969030969032, "debt_to_equity": 3.1843931398416885, "current_ratio": 1.1161431701972242, "quick_ratio": 0.9525200876552228, "fcf_to_ebitda": -0.7038320209973753, "capex_to_revenue": 0.08564911518473338, "working_capital_to_revenue": 0.1328476179335929, "capital_efficiency": 0.0703346487412832, "financial_health": -1.1345473185618462, "margin_quality": 0.13477885918442775, "growth_momentum": -0.018764006334189953, "company_age_years": 54.99520876112252, "ebitda": 19050000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 11.339746437164537, "revenue_cagr_3y": -0.030414660299210916, "revenue_cagr_5y": -0.04170440417438581, "earnings_cagr_3y": -0.331933672492419, "quarterly_revenue_growth_yoy": -0.04109543896651727, "quarterly_earnings_growth_yoy": -0.6365199449793673, "revenue_growth_qoq": 0.08247767857142857, "gross_margin": 0.25686496889713717, "operating_margin": 0.11416984568855895, "net_margin": 0.0363267690827233, "roa_ttm": 0.018756680731364276, "roe_ttm": 0.08998650472334682, "debt_to_ebitda": 14.697390338700721, "net_debt_to_ebitda": 9.515084212474552, "interest_coverage": 13.80664395229983, "debt_to_equity": 3.21497975708502, "current_ratio": 1.064896755162242, "quick_ratio": 0.8967551622418879, "fcf_to_ebitda": -0.519402800913073, "capex_to_revenue": 0.09081313892222705, "working_capital_to_revenue": 0.07490445426146762, "capital_efficiency": 0.05437159272735555, "financial_health": -1.1649276550675618, "margin_quality": 0.1357871945561398, "growth_momentum": -0.33880769197294225, "company_age_years": 55.49075975359343, "ebitda": 16209000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 11.982507065386773, "revenue_cagr_3y": -0.012570084244209245, "revenue_cagr_5y": -0.02868960272317822, "earnings_cagr_3y": -0.27283223899894427, "quarterly_revenue_growth_yoy": 0.0559611543494731, "quarterly_earnings_growth_yoy": -0.32905772076961026, "revenue_growth_qoq": 0.05381998144138571, "gross_margin": 0.22802726412940677, "operating_margin": 0.07341095130939569, "net_margin": 0.044353129178488736, "roa_ttm": 0.015875661375661376, "roe_ttm": 0.07896052631578947, "debt_to_ebitda": 15.236738764570218, "net_debt_to_ebitda": 10.337405722121797, "interest_coverage": 13.021915584415584, "debt_to_equity": 3.2163552631578947, "current_ratio": 1.051094890510949, "quick_ratio": 0.8627737226277372, "fcf_to_ebitda": -0.12553761765255875, "capex_to_revenue": 0.06012190616919098, "working_capital_to_revenue": 0.058770191758739966, "capital_efficiency": 0.04741809384572542, "financial_health": -1.2136819131161236, "margin_quality": 0.11526378153909705, "growth_momentum": -0.13654828321006857, "company_age_years": 55.742642026009584, "ebitda": 16043000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 12.87384030989273, "revenue_cagr_3y": -0.1499054653760814, "revenue_cagr_5y": -0.09316050398098652, "earnings_cagr_3y": -0.6366991417187162, "quarterly_revenue_growth_yoy": -0.12411493073370959, "quarterly_earnings_growth_yoy": -1.0088723987739958, "revenue_growth_qoq": -0.22153312964567468, "gross_margin": 0.26559662585671606, "operating_margin": 0.029055122722746178, "net_margin": -0.003221838205143225, "roa_ttm": -0.0022433962571992627, "roe_ttm": -0.01637635849337502, "debt_to_ebitda": 17.010488676996424, "net_debt_to_ebitda": 9.43408820023838, "interest_coverage": 8.39, "debt_to_equity": 2.1247283013249962, "current_ratio": 1.9624833133960924, "quick_ratio": 1.6759071444669822, "fcf_to_ebitda": -0.19547079856972585, "capex_to_revenue": 0.03594586595635914, "working_capital_to_revenue": 0.7468587725670621, "capital_efficiency": -0.009309877375287141, "financial_health": -1.8620529686141531, "margin_quality": 0.09714330345810634, "growth_momentum": -0.5664936647538527, "company_age_years": 59.24161533196441, "ebitda": 4195000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 10.629299019607844, "revenue_cagr_3y": -0.1563315413772438, "revenue_cagr_5y": -0.09372125192007819, "earnings_cagr_3y": -0.1303299746572556, "quarterly_revenue_growth_yoy": -0.3372222222222222, "quarterly_earnings_growth_yoy": -0.6207605344295992, "revenue_growth_qoq": 0.07252022774947557, "gross_margin": 0.4308466051969824, "operating_margin": 0.17937971500419111, "net_margin": 0.10310142497904443, "roa_ttm": 0.08867855173681309, "roe_ttm": 0.25091003640145604, "debt_to_ebitda": 1.986383442265795, "net_debt_to_ebitda": 1.0816993464052287, "interest_coverage": 68.0, "debt_to_equity": 0.9482579303172127, "current_ratio": 1.2115619652896603, "quick_ratio": 0.9732339281349304, "fcf_to_ebitda": 0.6081154684095861, "capex_to_revenue": 0.03142653430592881, "working_capital_to_revenue": 0.09493775023309384, "capital_efficiency": 0.16979429406913457, "financial_health": -0.375443740410892, "margin_quality": 0.23777591506007265, "growth_momentum": -0.4789913783259107, "company_age_years": 43.83025325119781, "ebitda": 3672000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 10.768239424460432, "revenue_cagr_3y": -0.16646214911813462, "revenue_cagr_5y": -0.10189870256928102, "earnings_cagr_3y": 0.3515888316733389, "quarterly_revenue_growth_yoy": -0.3323641650009086, "quarterly_earnings_growth_yoy": -0.15070921985815602, "revenue_growth_qoq": 0.02654372729812797, "gross_margin": 0.4335873707131192, "operating_margin": 0.19569951007076755, "net_margin": 0.13037561241154055, "roa_ttm": 0.0835522144733267, "roe_ttm": 0.23351474496899127, "debt_to_ebitda": 2.0955395683453237, "net_debt_to_ebitda": 1.0837410071942446, "interest_coverage": 65.56603773584905, "debt_to_equity": 0.9216554866472598, "current_ratio": 1.2274801825606534, "quick_ratio": 0.9933941868844584, "fcf_to_ebitda": 0.72, "capex_to_revenue": 0.03188246769080712, "working_capital_to_revenue": 0.11545964398927092, "capital_efficiency": 0.158533479721159, "financial_health": -0.35488742979719556, "margin_quality": 0.2532208310651424, "growth_momentum": -0.2415366924295323, "company_age_years": 44.07939767282683, "ebitda": 3475000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 13.256775287046173, "revenue_cagr_3y": -0.13307946329499765, "revenue_cagr_5y": -0.07920327855100784, "earnings_cagr_3y": 0.07122876645836707, "quarterly_revenue_growth_yoy": 19.102040816326532, "quarterly_earnings_growth_yoy": 0.1506849315068493, "revenue_growth_qoq": 0.09804407031443427, "gross_margin": 0.40676437429537765, "operating_margin": 0.16865839909808342, "net_margin": 0.11364148816234498, "roa_ttm": 0.07749247026392363, "roe_ttm": 0.17412250516173433, "debt_to_ebitda": 1.4724857685009487, "net_debt_to_ebitda": 0.5041113219481341, "interest_coverage": 63.24, "debt_to_equity": 0.5340674466620785, "current_ratio": 1.6356788899900891, "quick_ratio": 1.2995044598612489, "fcf_to_ebitda": 0.4541429475015813, "capex_to_revenue": 0.031184486373165617, "working_capital_to_revenue": 0.21010220125786164, "capital_efficiency": 0.12580748771282899, "financial_health": -0.2788793416571054, "margin_quality": 0.22968808718526867, "growth_momentum": 9.62636287391669, "company_age_years": 45.3305954825462, "ebitda": 3162000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 12.007190687941405, "revenue_cagr_3y": 0.08432443550155089, "revenue_cagr_5y": -0.05791523799955589, "earnings_cagr_3y": 0.08035663063075882, "quarterly_revenue_growth_yoy": 0.05116696588868941, "quarterly_earnings_growth_yoy": -0.15168539325842698, "revenue_growth_qoq": 0.024945295404814005, "gross_margin": 0.427198975234842, "operating_margin": 0.17719897523484202, "net_margin": 0.12894961571306576, "roa_ttm": 0.10348548107144533, "roe_ttm": 0.25197030268418047, "debt_to_ebitda": 1.6251634841747318, "net_debt_to_ebitda": 1.2058592728223907, "interest_coverage": 76.46, "debt_to_equity": 0.7096516276413478, "current_ratio": 1.1820521067867482, "quick_ratio": 0.8505950466387906, "fcf_to_ebitda": 0.5566309181271253, "capex_to_revenue": 0.03816501722346766, "working_capital_to_revenue": 0.061895128219148124, "capital_efficiency": 0.1777278918778129, "financial_health": -0.42006165289260183, "margin_quality": 0.24444918872758326, "growth_momentum": -0.050259213684868784, "company_age_years": 47.07734428473648, "ebitda": 3823000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 13.707701740294512, "revenue_cagr_3y": 0.08879361264206609, "revenue_cagr_5y": -0.057687803272130966, "earnings_cagr_3y": 0.018012334869888846, "quarterly_revenue_growth_yoy": 0.0009645526886906198, "quarterly_earnings_growth_yoy": -0.2989247311827957, "revenue_growth_qoq": -0.16495674914504124, "gross_margin": 0.42375331245483017, "operating_margin": 0.13587087448807517, "net_margin": 0.07853529270055408, "roa_ttm": 0.10269655466565565, "roe_ttm": 0.25733285833036457, "debt_to_ebitda": 1.6069611780455153, "net_debt_to_ebitda": 1.1692101740294512, "interest_coverage": 91.09756097560975, "debt_to_equity": 0.7127419546372165, "current_ratio": 1.1350157728706625, "quick_ratio": 0.8094637223974763, "fcf_to_ebitda": 0.68380187416332, "capex_to_revenue": 0.030093600348280364, "working_capital_to_revenue": 0.04658249891162386, "capital_efficiency": 0.1800147064980101, "financial_health": -0.39965600271945445, "margin_quality": 0.21271982654781976, "growth_momentum": -0.14898008924705256, "company_age_years": 47.58110882956879, "ebitda": 3735000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 12.210817097993603, "revenue_cagr_3y": -0.010424374832906258, "revenue_cagr_5y": -0.06587657781898992, "earnings_cagr_3y": -0.011429572453504178, "quarterly_revenue_growth_yoy": -0.16438941076003416, "quarterly_earnings_growth_yoy": -0.3394039735099338, "revenue_growth_qoq": -0.05958673714560307, "gross_margin": 0.41338783852835975, "operating_margin": 0.1509964230965764, "net_margin": 0.10194174757281553, "roa_ttm": 0.09015186378278878, "roe_ttm": 0.2501596220150683, "debt_to_ebitda": 2.1009014248328004, "net_debt_to_ebitda": 1.3884850247164873, "interest_coverage": 70.18367346938776, "debt_to_equity": 0.9226152470948793, "current_ratio": 1.3164578111946532, "quick_ratio": 0.9652464494569758, "fcf_to_ebitda": 0.7356789764466415, "capex_to_revenue": 0.030701244330736132, "working_capital_to_revenue": 0.11012908477729969, "capital_efficiency": 0.17015574289892854, "financial_health": -0.589589512411967, "margin_quality": 0.2221086697325839, "growth_momentum": -0.251896692134984, "company_age_years": 48.07939767282683, "ebitda": 3439000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 12.956339774078476, "revenue_cagr_3y": 0.00916047434849232, "revenue_cagr_5y": -0.04751124160665443, "earnings_cagr_3y": 0.127809946079938, "quarterly_revenue_growth_yoy": -0.08308187487427077, "quarterly_earnings_growth_yoy": 0.008368200836820083, "revenue_growth_qoq": 0.16453755748594787, "gross_margin": 0.41290039491004826, "operating_margin": 0.1906537955243528, "net_margin": 0.15862220272049143, "roa_ttm": 0.08587536054540687, "roe_ttm": 0.23378941106484236, "debt_to_ebitda": 2.2253269916765754, "net_debt_to_ebitda": 1.2398929845422118, "interest_coverage": 78.23255813953489, "debt_to_equity": 0.8906603212373587, "current_ratio": 1.5222126188418323, "quick_ratio": 1.1889369057908383, "fcf_to_ebitda": 0.7565398335315101, "capex_to_revenue": 0.03205242776288353, "working_capital_to_revenue": 0.179982126899017, "capital_efficiency": 0.1598323858051246, "financial_health": -0.6077735339379995, "margin_quality": 0.2540587977182975, "growth_momentum": -0.037356837018725345, "company_age_years": 48.33127994524298, "ebitda": 3364000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 15.245535048049746, "revenue_cagr_3y": 0.029271110618129814, "revenue_cagr_5y": 0.04512515735218048, "earnings_cagr_3y": 0.04317694755330814, "quarterly_revenue_growth_yoy": 0.002409058058299205, "quarterly_earnings_growth_yoy": 0.36503067484662577, "revenue_growth_qoq": -0.08709960508995174, "gross_margin": 0.41408315308819993, "operating_margin": 0.15549146839701994, "net_margin": 0.10694544580629656, "roa_ttm": 0.08801419038770167, "roe_ttm": 0.23428892636312534, "debt_to_ebitda": 2.1936122102882987, "net_debt_to_ebitda": 1.57263990955342, "interest_coverage": 84.23809523809524, "debt_to_equity": 0.8725126475548061, "current_ratio": 1.2046737766624842, "quick_ratio": 0.8889585947302384, "fcf_to_ebitda": 0.8256076879592991, "capex_to_revenue": 0.032509675498660316, "working_capital_to_revenue": 0.07770169693361119, "capital_efficiency": 0.1611515583754135, "financial_health": -0.5696080507916286, "margin_quality": 0.2255066890971721, "growth_momentum": 0.1837198664524625, "company_age_years": 48.58316221765914, "ebitda": 3538000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 13.735436940041351, "revenue_cagr_3y": -0.08700656843895471, "revenue_cagr_5y": -0.003759504965605287, "earnings_cagr_3y": 0.24437616966269537, "quarterly_revenue_growth_yoy": -0.24152847873107425, "quarterly_earnings_growth_yoy": 1.0134831460674156, "revenue_growth_qoq": -0.36203759854457246, "gross_margin": 0.44835234474017743, "operating_margin": 0.16951837769328262, "net_margin": 0.28390367553865653, "roa_ttm": 0.10215512444823621, "roe_ttm": 0.26870914235535176, "debt_to_ebitda": 2.047093958189754, "net_debt_to_ebitda": 0.9614059269469332, "interest_coverage": 103.64285714285714, "debt_to_equity": 0.869450678114938, "current_ratio": 2.037141249296567, "quick_ratio": 1.5991371224910897, "fcf_to_ebitda": 0.6237077877325982, "capex_to_revenue": 0.033370088793453656, "working_capital_to_revenue": 0.320875166850444, "capital_efficiency": 0.18543213340179399, "financial_health": -0.675706616369286, "margin_quality": 0.3005914659907056, "growth_momentum": 0.38597733366817066, "company_age_years": 49.582477754962355, "ebitda": 4353000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 12.225639407910702, "revenue_cagr_3y": 0.002717866262192059, "revenue_cagr_5y": -0.02401671525826965, "earnings_cagr_3y": 1.8618302339229675, "quarterly_revenue_growth_yoy": 0.1388167388167388, "quarterly_earnings_growth_yoy": 9.154180238870792, "revenue_growth_qoq": 0.05058572949946752, "gross_margin": 0.5053218449062341, "operating_margin": 0.21084642676127724, "net_margin": 2.36999493157628, "roa_ttm": 0.29916464808819865, "roe_ttm": 0.6457681782642689, "debt_to_ebitda": 2.05168648386314, "net_debt_to_ebitda": 0.0, "interest_coverage": 60.60294117647059, "debt_to_equity": 0.4131645817044566, "current_ratio": 2.382824312065316, "quick_ratio": 2.067583912912005, "fcf_to_ebitda": 0.5112836690123757, "capex_to_revenue": 0.02372984484332218, "working_capital_to_revenue": 0.5564952844539094, "capital_efficiency": 0.4724664131762338, "financial_health": -0.14802709173525153, "margin_quality": 1.0287210677479304, "growth_momentum": 4.646498488843766, "company_age_years": 51.07734428473648, "ebitda": 4121000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 12.64497866219132, "revenue_cagr_3y": 0.03713976780970252, "revenue_cagr_5y": -0.019109506908208118, "earnings_cagr_3y": 0.11534955223780985, "quarterly_revenue_growth_yoy": 0.06446235065295916, "quarterly_earnings_growth_yoy": 0.13458262350936967, "revenue_growth_qoq": 0.023237179487179488, "gross_margin": 0.4051161576611851, "operating_margin": 0.24327851735839207, "net_margin": 0.17384494909945183, "roa_ttm": 0.12123945113702249, "roe_ttm": 0.49722589167767506, "debt_to_ebitda": 1.778710141452889, "net_debt_to_ebitda": 1.3883960680891871, "interest_coverage": 65.171875, "debt_to_equity": 1.960105680317041, "current_ratio": 1.7251198195658304, "quick_ratio": 1.3529743445164928, "fcf_to_ebitda": 0.5504675137856629, "capex_to_revenue": 0.02274107564612997, "working_capital_to_revenue": 0.1735609690262501, "capital_efficiency": 0.3092326714073488, "financial_health": -1.4985579756326977, "margin_quality": 0.274079874706343, "growth_momentum": 0.09952248708116442, "company_age_years": 30.650239561943874, "ebitda": 4171000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 13.130756954612004, "revenue_cagr_3y": 0.025104880288161935, "revenue_cagr_5y": 0.0025097917570076067, "earnings_cagr_3y": 0.07679556840860702, "quarterly_revenue_growth_yoy": -0.0005532503457814661, "quarterly_earnings_growth_yoy": -0.003125, "revenue_growth_qoq": -0.05690420255807883, "gross_margin": 0.40686410185441463, "operating_margin": 0.2460559092167174, "net_margin": 0.17658455577082757, "roa_ttm": 0.12272341536653829, "roe_ttm": 0.5307735742518351, "debt_to_ebitda": 1.8067349926793559, "net_debt_to_ebitda": 1.4189848706686188, "interest_coverage": 64.03125, "debt_to_equity": 2.090344438170525, "current_ratio": 1.6216216216216217, "quick_ratio": 1.2563472563472564, "fcf_to_ebitda": 0.5702781844802343, "capex_to_revenue": 0.024296416278598906, "working_capital_to_revenue": 0.15367483296213807, "capital_efficiency": 0.3267484948091867, "financial_health": -1.6054764422889258, "margin_quality": 0.2765015222806532, "growth_momentum": -0.001839125172890733, "company_age_years": 30.902121834360027, "ebitda": 4098000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 15.373853713853714, "revenue_cagr_3y": 0.024634560104604297, "revenue_cagr_5y": 0.04272227447083887, "earnings_cagr_3y": 0.22204128664608058, "quarterly_revenue_growth_yoy": 0.05603140613847252, "quarterly_earnings_growth_yoy": 2.1391830559757943, "revenue_growth_qoq": 0.13458588957055215, "gross_margin": 0.4370846006533739, "operating_margin": 0.19950433705080545, "net_margin": 0.23375014081333784, "roa_ttm": 0.19113456845041296, "roe_ttm": 0.8748624257098834, "debt_to_ebitda": 0.9904082404082404, "net_debt_to_ebitda": 0.6871101871101871, "interest_coverage": 92.82456140350877, "debt_to_equity": 1.1534778780541493, "current_ratio": 1.3877465183662026, "quick_ratio": 1.0694457425927657, "fcf_to_ebitda": 0.5471555471555472, "capex_to_revenue": 0.017351033290510857, "working_capital_to_revenue": 0.1315918859336093, "capital_efficiency": 0.5329984970801481, "financial_health": -1.0115351261392083, "margin_quality": 0.29011302617250573, "growth_momentum": 1.0976072310571334, "company_age_years": 34.24503764544832, "ebitda": 2116400000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 9.265910851777484, "revenue_cagr_3y": -0.04077506950528653, "revenue_cagr_5y": -0.011499169537775744, "earnings_cagr_3y": 0.00370709530154012, "quarterly_revenue_growth_yoy": -0.13697095974376977, "quarterly_earnings_growth_yoy": -0.31532037178393424, "revenue_growth_qoq": -0.05707150195793609, "gross_margin": 0.20881434363669293, "operating_margin": 0.09251216924959066, "net_margin": 0.06763108970686615, "roa_ttm": 0.0716992066847194, "roe_ttm": 0.17559652173623153, "debt_to_ebitda": 1.9721886632517218, "net_debt_to_ebitda": 1.3460127459659992, "interest_coverage": 48.77519899699682, "debt_to_equity": 0.6874104837140262, "current_ratio": 2.1751670854976926, "quick_ratio": 1.6347504897388159, "fcf_to_ebitda": 0.5648623331657543, "capex_to_revenue": 0.015247324112082078, "working_capital_to_revenue": 0.23421721215136784, "capital_efficiency": 0.12364786421047547, "financial_health": -0.4786320281494287, "margin_quality": 0.12298586753104991, "growth_momentum": -0.226145665763852, "company_age_years": 30.49965776865161, "ebitda": 1672843000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 11.161358230945044, "revenue_cagr_3y": -0.05074991246325622, "revenue_cagr_5y": -0.02679453257671549, "earnings_cagr_3y": -0.0999169845380955, "quarterly_revenue_growth_yoy": -0.1055070168620354, "quarterly_earnings_growth_yoy": -0.34435858346913384, "revenue_growth_qoq": 0.04548915393684926, "gross_margin": 0.21892447497317638, "operating_margin": 0.10017304983092731, "net_margin": 0.06613862016180778, "roa_ttm": 0.06168475138078518, "roe_ttm": 0.1481997415405489, "debt_to_ebitda": 2.087584103749358, "net_debt_to_ebitda": 1.4231189008731382, "interest_coverage": 46.157949325826046, "debt_to_equity": 0.6472675437513884, "current_ratio": 2.1821952884465805, "quick_ratio": 1.683033680860619, "fcf_to_ebitda": 0.6718952234206471, "capex_to_revenue": 0.014626894389913641, "working_capital_to_revenue": 0.25599165092888354, "capital_efficiency": 0.10494224646066705, "financial_health": -0.44673374515397724, "margin_quality": 0.12841204832197048, "growth_momentum": -0.22493280016558462, "company_age_years": 30.748802190280628, "ebitda": 1557600000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 10.452937434327792, "revenue_cagr_3y": -0.04807878071965643, "revenue_cagr_5y": -0.0280853567864624, "earnings_cagr_3y": -0.037489017807521785, "quarterly_revenue_growth_yoy": -0.05958261196982167, "quarterly_earnings_growth_yoy": 0.3473982190422058, "revenue_growth_qoq": 0.045422487286405425, "gross_margin": 0.23153881270818186, "operating_margin": 0.10598312564462405, "net_margin": 0.08176656578124207, "roa_ttm": 0.06692025654036772, "roe_ttm": 0.17634864067685846, "debt_to_ebitda": 1.9194658997534921, "net_debt_to_ebitda": 1.147294102774793, "interest_coverage": 48.360079474247286, "debt_to_equity": 0.6637415838024329, "current_ratio": 2.201148295752092, "quick_ratio": 1.705223418504519, "fcf_to_ebitda": 0.6595682953037103, "capex_to_revenue": 0.013151152920937548, "working_capital_to_revenue": 0.2501459190249097, "capital_efficiency": 0.12163444860861308, "financial_health": -0.48334153196084284, "margin_quality": 0.13976283471134934, "growth_momentum": 0.14390780353619206, "company_age_years": 30.99794661190965, "ebitda": 1582100000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 12.236836911049327, "revenue_cagr_3y": 0.05842422934289826, "revenue_cagr_5y": 0.025436716881078514, "earnings_cagr_3y": 0.08650714979966545, "quarterly_revenue_growth_yoy": 0.2021237270926368, "quarterly_earnings_growth_yoy": 0.533432772035379, "revenue_growth_qoq": 0.11241612580039653, "gross_margin": 0.2505067886070774, "operating_margin": 0.14149916590902847, "net_margin": 0.09760771241450067, "roa_ttm": 0.061638243954543696, "roe_ttm": 0.1704923025923654, "debt_to_ebitda": 2.5666960735092412, "net_debt_to_ebitda": 2.09062463541851, "interest_coverage": 42.26767014498107, "debt_to_equity": 1.0006377810669989, "current_ratio": 1.5855975615908373, "quick_ratio": 1.0917253643063436, "fcf_to_ebitda": 0.507561665886708, "capex_to_revenue": 0.0180828433820873, "working_capital_to_revenue": 0.14695347372280385, "capital_efficiency": 0.11606527327345455, "financial_health": -0.7537317682019724, "margin_quality": 0.1632045556435355, "growth_momentum": 0.3677782495640079, "company_age_years": 32.747433264887064, "ebitda": 2288583000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 10.597961008798332, "revenue_cagr_3y": 0.06677928796154742, "revenue_cagr_5y": 0.021741937976482717, "earnings_cagr_3y": 0.2532723779799717, "quarterly_revenue_growth_yoy": 0.09188133073320523, "quarterly_earnings_growth_yoy": 0.20439815209423637, "revenue_growth_qoq": 0.018104907975296507, "gross_margin": 0.2619387097813556, "operating_margin": 0.1556512324763188, "net_margin": 0.09253651037059293, "roa_ttm": 0.069242491899687, "roe_ttm": 0.1810282009861659, "debt_to_ebitda": 2.0867730324780567, "net_debt_to_ebitda": 1.7406756614536194, "interest_coverage": 44.78601055806938, "debt_to_equity": 0.8459280468188181, "current_ratio": 1.590387814415276, "quick_ratio": 1.083331482919534, "fcf_to_ebitda": 0.5679062914395168, "capex_to_revenue": 0.017316474055528615, "working_capital_to_revenue": 0.1319887610408105, "capital_efficiency": 0.12513534644292645, "financial_health": -0.6833083227294117, "margin_quality": 0.1700421508760891, "growth_momentum": 0.1481397414137208, "company_age_years": 32.99657768651608, "ebitda": 2375450000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 11.873888000196173, "revenue_cagr_3y": 0.06635702627251372, "revenue_cagr_5y": 0.015223064899992034, "earnings_cagr_3y": 0.24438881746569785, "quarterly_revenue_growth_yoy": 0.034072776047203705, "quarterly_earnings_growth_yoy": 0.31645041818939934, "revenue_growth_qoq": -0.0885880910349951, "gross_margin": 0.2554742427630433, "operating_margin": 0.1433356882172073, "net_margin": 0.10798483830340293, "roa_ttm": 0.07462637703028621, "roe_ttm": 0.18866469552789697, "debt_to_ebitda": 2.088449953613451, "net_debt_to_ebitda": 1.6993252494043314, "interest_coverage": 55.18460046460227, "debt_to_equity": 0.8375288869075521, "current_ratio": 1.6013445282650465, "quick_ratio": 1.0685868398598648, "fcf_to_ebitda": 0.5344265846013004, "capex_to_revenue": 0.014596413201466181, "working_capital_to_revenue": 0.13800070541550324, "capital_efficiency": 0.1316455362790916, "financial_health": -0.6451997509881299, "margin_quality": 0.16893158976121783, "growth_momentum": 0.17526159711830153, "company_age_years": 33.24845995893224, "ebitda": 2446830000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 9.642294099239784, "revenue_cagr_3y": 0.08669529502158513, "revenue_cagr_5y": 0.02253130051284491, "earnings_cagr_3y": 0.19433637781167779, "quarterly_revenue_growth_yoy": 0.03007470614918742, "quarterly_earnings_growth_yoy": 4.550971349204936, "revenue_growth_qoq": -0.00208346865772194, "gross_margin": 0.2515448388485748, "operating_margin": 0.13819780561599865, "net_margin": 0.08978483861816307, "roa_ttm": 0.09189454945087393, "roe_ttm": 0.24189895840373063, "debt_to_ebitda": 2.176592496465026, "net_debt_to_ebitda": 1.758115058571299, "interest_coverage": 52.67155604192096, "debt_to_equity": 0.9367983162771966, "current_ratio": 1.5203295359787332, "quick_ratio": 1.0060525504326956, "fcf_to_ebitda": 0.5927865346942901, "capex_to_revenue": 0.013590471737016326, "working_capital_to_revenue": 0.12575773636873522, "capital_efficiency": 0.16689675392730227, "financial_health": -0.671590968242453, "margin_quality": 0.15984249436091216, "growth_momentum": 2.2905230276770614, "company_age_years": 33.50034223134839, "ebitda": 2502847000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 10.793626576693901, "revenue_cagr_3y": 0.09240633675826837, "revenue_cagr_5y": 0.01887332073233683, "earnings_cagr_3y": 0.3002365918808798, "quarterly_revenue_growth_yoy": -0.016554605555645936, "quarterly_earnings_growth_yoy": 0.12366218656844878, "revenue_growth_qoq": 0.06205939151134274, "gross_margin": 0.2504606079211003, "operating_margin": 0.15308616798616306, "net_margin": 0.11152433696594836, "roa_ttm": 0.0938078626121637, "roe_ttm": 0.24159023543846583, "debt_to_ebitda": 2.0820849625253115, "net_debt_to_ebitda": 1.6505766122127739, "interest_coverage": 52.816942894480285, "debt_to_equity": 0.8821185368731799, "current_ratio": 1.5604026543062033, "quick_ratio": 1.0656109553529918, "fcf_to_ebitda": 0.6243011296603792, "capex_to_revenue": 0.013726232390590865, "working_capital_to_revenue": 0.1375757505326039, "capital_efficiency": 0.16769904902531477, "financial_health": -0.641866895905454, "margin_quality": 0.17169037095773723, "growth_momentum": 0.053553790506401425, "company_age_years": 33.74674880219028, "ebitda": 2546252000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 10.203449098873238, "revenue_cagr_3y": 0.07576114094319486, "revenue_cagr_5y": 0.008700260007507232, "earnings_cagr_3y": 0.19600851463592694, "quarterly_revenue_growth_yoy": -0.035628243470753065, "quarterly_earnings_growth_yoy": 0.1710147881423104, "revenue_growth_qoq": -0.0016409411425245923, "gross_margin": 0.2615297108462469, "operating_margin": 0.15614237476527698, "net_margin": 0.11236498928280493, "roa_ttm": 0.08604373178340177, "roe_ttm": 0.25366854473748524, "debt_to_ebitda": 2.7825866876082936, "net_debt_to_ebitda": 1.5221088928054394, "interest_coverage": 51.014579006231024, "debt_to_equity": 1.1921975776794544, "current_ratio": 2.4345300248463326, "quick_ratio": 1.9020893953974478, "fcf_to_ebitda": 0.6009433910559105, "capex_to_revenue": 0.013623225284567584, "working_capital_to_revenue": 0.31572700450073615, "capital_efficiency": 0.1698561382604435, "financial_health": -0.9105539024309175, "margin_quality": 0.17667902496477628, "growth_momentum": 0.06769327233577865, "company_age_years": 33.9958932238193, "ebitda": 2554402000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 11.35882146232363, "revenue_cagr_3y": 0.06723944609449295, "revenue_cagr_5y": 0.003919029861312984, "earnings_cagr_3y": 0.17272001497770884, "quarterly_revenue_growth_yoy": -0.041612752472196944, "quarterly_earnings_growth_yoy": -0.09798222570007266, "revenue_growth_qoq": -0.09424395220709571, "gross_margin": 0.25734358051300477, "operating_margin": 0.14252284667826856, "net_margin": 0.10163349288696304, "roa_ttm": 0.07540405698131837, "roe_ttm": 0.24202787251157035, "debt_to_ebitda": 3.5683383106496014, "net_debt_to_ebitda": 2.14652320184569, "interest_coverage": 36.46922351192178, "debt_to_equity": 1.4932367398569961, "current_ratio": 1.9575263246008012, "quick_ratio": 1.5269507241189533, "fcf_to_ebitda": 0.7120279895156906, "capex_to_revenue": 0.014343579550156145, "working_capital_to_revenue": 0.28081827705905543, "capital_efficiency": 0.15871596474644437, "financial_health": -1.0229926921362409, "margin_quality": 0.16716664002607876, "growth_momentum": -0.0697974890861348, "company_age_years": 34.247775496235455, "ebitda": 2551241000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 14.139685168710583, "revenue_cagr_3y": -0.013466812439288711, "revenue_cagr_5y": 0.02399628218523553, "earnings_cagr_3y": 0.03933675447185547, "quarterly_revenue_growth_yoy": -0.0311802840056608, "quarterly_earnings_growth_yoy": -0.05452673075674687, "revenue_growth_qoq": 0.02212773954843427, "gross_margin": 0.2573071375064231, "operating_margin": 0.14496771437592476, "net_margin": 0.09918434688937453, "roa_ttm": 0.06003573147506886, "roe_ttm": 0.18193728744713555, "debt_to_ebitda": 3.3458901887762194, "net_debt_to_ebitda": 3.0331333650698697, "interest_coverage": 35.988204615058066, "debt_to_equity": 1.2164522579692583, "current_ratio": 1.4630882606123448, "quick_ratio": 0.9235273597953022, "fcf_to_ebitda": 0.8993638650045709, "capex_to_revenue": 0.016507537146796144, "working_capital_to_revenue": 0.1133984801879462, "capital_efficiency": 0.1209865094611022, "financial_health": -1.04346532790893, "margin_quality": 0.1671530662572408, "growth_momentum": -0.04285350738120383, "company_age_years": 35.2498288843258, "ebitda": 2373710000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 15.789043228573325, "revenue_cagr_3y": 0.004061009858555842, "revenue_cagr_5y": 0.047483013698844445, "earnings_cagr_3y": 0.9970784221140825, "quarterly_revenue_growth_yoy": -0.024605385860500963, "quarterly_earnings_growth_yoy": 1.1875935326740807, "revenue_growth_qoq": 0.056140769035517284, "gross_margin": 0.2670566736178176, "operating_margin": 0.16379881620385092, "net_margin": 0.1311015400487411, "roa_ttm": 0.07215731298293894, "roe_ttm": 0.20133656403858044, "debt_to_ebitda": 2.6889467609850946, "net_debt_to_ebitda": 2.478424957801251, "interest_coverage": 42.58682330528655, "debt_to_equity": 1.0150909473173448, "current_ratio": 1.496587085522888, "quick_ratio": 0.9132071106360515, "fcf_to_ebitda": 0.8917147304946349, "capex_to_revenue": 0.015320077479660108, "working_capital_to_revenue": 0.11792220639325666, "capital_efficiency": 0.1367469385107597, "financial_health": -0.9006373975084043, "margin_quality": 0.1873190099568032, "growth_momentum": 0.5814940734067899, "company_age_years": 35.501711156741955, "ebitda": 2682544000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 13.168495951143926, "revenue_cagr_3y": 0.02645602598185781, "revenue_cagr_5y": 0.06525388118469988, "earnings_cagr_3y": 0.0628972005804076, "quarterly_revenue_growth_yoy": 0.16476161880057205, "quarterly_earnings_growth_yoy": 0.4080219961987273, "revenue_growth_qoq": -0.04952424543474412, "gross_margin": 0.33443818168820155, "operating_margin": 0.17039052473830057, "net_margin": 0.11989899035534357, "roa_ttm": 0.09272653860371992, "roe_ttm": 0.221003815785615, "debt_to_ebitda": 2.0264371154090077, "net_debt_to_ebitda": 1.8787399781439518, "interest_coverage": 54.59634372367312, "debt_to_equity": 0.7733387541146097, "current_ratio": 1.7151560210438277, "quick_ratio": 1.025373083868602, "fcf_to_ebitda": 0.6314067894477444, "capex_to_revenue": 0.014519107610133907, "working_capital_to_revenue": 0.15779874729072604, "capital_efficiency": 0.15686517719466747, "financial_health": -0.7140853615692638, "margin_quality": 0.20824256559394858, "growth_momentum": 0.28639180749964965, "company_age_years": 36.24914442162902, "ebitda": 3240293000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 14.816752419750255, "revenue_cagr_3y": 0.12213508726634492, "revenue_cagr_5y": 0.06784791087533382, "earnings_cagr_3y": 0.15087525582354577, "quarterly_revenue_growth_yoy": 0.03126030121859472, "quarterly_earnings_growth_yoy": 0.7241927775431711, "revenue_growth_qoq": -0.0054752069525494445, "gross_margin": 0.35850280038341015, "operating_margin": 0.19401976416666683, "net_margin": 0.1414350748929619, "roa_ttm": 0.08865225668956675, "roe_ttm": 0.23291349991125918, "debt_to_ebitda": 2.444299894825467, "net_debt_to_ebitda": 2.3649338611202735, "interest_coverage": 37.382379155073664, "debt_to_equity": 1.0431127305646553, "current_ratio": 0.8976649953922017, "quick_ratio": 0.48511425725746565, "fcf_to_ebitda": 0.5922412583128412, "capex_to_revenue": 0.020133114812673412, "working_capital_to_revenue": -0.03869723272566291, "capital_efficiency": 0.16078287830041296, "financial_health": -0.7045284510075738, "margin_quality": 0.23131921314767964, "growth_momentum": 0.3777265393808829, "company_age_years": 38.49965776865161, "ebitda": 4823411000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 16.712496340772816, "revenue_cagr_3y": 0.10643300433870784, "revenue_cagr_5y": 0.06593164784010841, "earnings_cagr_3y": 0.15362973523510792, "quarterly_revenue_growth_yoy": 0.002507277743588325, "quarterly_earnings_growth_yoy": 0.2296285766023737, "revenue_growth_qoq": 0.05256415388926698, "gross_margin": 0.3542754982110045, "operating_margin": 0.19815460326394127, "net_margin": 0.14318546038157354, "roa_ttm": 0.09358905658297814, "roe_ttm": 0.2388269645751667, "debt_to_ebitda": 2.291716321336201, "net_debt_to_ebitda": 2.2099946611783015, "interest_coverage": 40.10093589370575, "debt_to_equity": 0.9810294359724375, "current_ratio": 0.86843053298759, "quick_ratio": 0.4973774043483101, "fcf_to_ebitda": 0.5926597953270295, "capex_to_revenue": 0.019732710766725337, "working_capital_to_revenue": -0.05301825207193161, "capital_efficiency": 0.16620801057907242, "financial_health": -0.6152533995791156, "margin_quality": 0.2318718539521731, "growth_momentum": 0.11606792717298102, "company_age_years": 38.74880219028063, "ebitda": 4961769000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 15.033503982131682, "revenue_cagr_3y": 0.09423317018716637, "revenue_cagr_5y": 0.0709667046843605, "earnings_cagr_3y": 0.15854245748206597, "quarterly_revenue_growth_yoy": 0.017832224575510362, "quarterly_earnings_growth_yoy": 0.10720975631774045, "revenue_growth_qoq": 0.022162221176440913, "gross_margin": 0.3593650438660334, "operating_margin": 0.20159057147787227, "net_margin": 0.1513381526042475, "roa_ttm": 0.09707933437554889, "roe_ttm": 0.23560483738696544, "debt_to_ebitda": 2.100162701420321, "net_debt_to_ebitda": 2.0162311621049875, "interest_coverage": 42.15978568913186, "debt_to_equity": 0.874761720785966, "current_ratio": 0.9296235124209848, "quick_ratio": 0.5485648151883095, "fcf_to_ebitda": 0.5934926591449992, "capex_to_revenue": 0.02007626242084264, "working_capital_to_revenue": -0.02582514676908314, "capital_efficiency": 0.16634208588125715, "financial_health": -0.5784589883305141, "margin_quality": 0.23743125598271772, "growth_momentum": 0.0625209904466254, "company_age_years": 38.997946611909654, "ebitda": 5028229000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 10.660707829685288, "revenue_cagr_3y": 0.034592366991707424, "revenue_cagr_5y": 0.03650678311311051, "earnings_cagr_3y": 0.15896895817084977, "quarterly_revenue_growth_yoy": 0.015337796713329275, "quarterly_earnings_growth_yoy": 0.12756849315068494, "revenue_growth_qoq": -0.043792273300470023, "gross_margin": 0.5024577388802302, "operating_margin": 0.2496103584702074, "net_margin": 0.15789473684210525, "roa_ttm": 0.11554096650072825, "roe_ttm": 0.1990189470530967, "debt_to_ebitda": 0.9757159969508875, "net_debt_to_ebitda": 0.8477621692257432, "interest_coverage": 67.5220588235294, "debt_to_equity": 0.3355051299333483, "current_ratio": 2.172433416799454, "quick_ratio": 1.5764853175506488, "fcf_to_ebitda": 0.5306544702167048, "capex_to_revenue": 0.021430887598384577, "working_capital_to_revenue": 0.30365828493942165, "capital_efficiency": 0.15727995677691248, "financial_health": -0.2415880588219071, "margin_quality": 0.3033209447308476, "growth_momentum": 0.0714531449320071, "company_age_years": 31.249828884325805, "ebitda": 918300000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 11.258920702609402, "revenue_cagr_3y": 0.037179449698718114, "revenue_cagr_5y": 0.03851347829934881, "earnings_cagr_3y": 0.15683345369730017, "quarterly_revenue_growth_yoy": 0.04473406128918633, "quarterly_earnings_growth_yoy": 0.11339421613394216, "revenue_growth_qoq": 0.06677856372137633, "gross_margin": 0.49887615194425716, "operating_margin": 0.25590020229265004, "net_margin": 0.16441897055518093, "roa_ttm": 0.11568428184281843, "roe_ttm": 0.20877273421977685, "debt_to_ebitda": 1.0256878870951365, "net_debt_to_ebitda": 0.9468981622499746, "interest_coverage": 75.18320610687023, "debt_to_equity": 0.3859850221610882, "current_ratio": 1.9039919151086406, "quick_ratio": 1.3678625568468923, "fcf_to_ebitda": 0.5005584323281551, "capex_to_revenue": 0.02165928171641791, "working_capital_to_revenue": 0.26075676305970147, "capital_efficiency": 0.16222850803129762, "financial_health": -0.2543942418447568, "margin_quality": 0.30639844159736274, "growth_momentum": 0.07906413871156424, "company_age_years": 31.50171115674196, "ebitda": 984900000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 10.841021280827366, "revenue_cagr_3y": 0.04049661639387381, "revenue_cagr_5y": 0.03827743650113202, "earnings_cagr_3y": 0.13871458185550045, "quarterly_revenue_growth_yoy": 0.06341404938863582, "quarterly_earnings_growth_yoy": 0.10366328916601715, "revenue_growth_qoq": -0.0030343897505057315, "gross_margin": 0.5053545259835419, "operating_margin": 0.25104272348100554, "net_margin": 0.15962123774095366, "roa_ttm": 0.11474435196195006, "roe_ttm": 0.20369763802452961, "debt_to_ebitda": 1.0169053301511535, "net_debt_to_ebitda": 0.8945902943516308, "interest_coverage": 73.4014598540146, "debt_to_equity": 0.3721658114059031, "current_ratio": 2.0320123520329387, "quick_ratio": 1.4588780236747299, "fcf_to_ebitda": 0.5416666666666666, "capex_to_revenue": 0.021071971980593115, "working_capital_to_revenue": 0.2878305055550771, "capital_efficiency": 0.15922099499323983, "financial_health": -0.24970455685619047, "margin_quality": 0.305339495735167, "growth_momentum": 0.08353866927732648, "company_age_years": 31.748117727583846, "ebitda": 1005600000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 11.562552971576228, "revenue_cagr_3y": 0.04363261419382747, "revenue_cagr_5y": 0.052890529043586376, "earnings_cagr_3y": 0.036783030098590075, "quarterly_revenue_growth_yoy": 0.09530231512699483, "quarterly_earnings_growth_yoy": -0.11483253588516747, "revenue_growth_qoq": 0.07833591502544811, "gross_margin": 0.47742663656884876, "operating_margin": 0.21762774471578084, "net_margin": 0.13287502565154935, "roa_ttm": 0.10624678516317083, "roe_ttm": 0.18880124581062324, "debt_to_ebitda": 1.2266666666666666, "net_debt_to_ebitda": 1.1315762273901808, "interest_coverage": 65.81632653061224, "debt_to_equity": 0.4017739259961407, "current_ratio": 1.7759993295902121, "quick_ratio": 1.2406771138858628, "fcf_to_ebitda": 0.5440826873385013, "capex_to_revenue": 0.0222680300523475, "working_capital_to_revenue": 0.2511595107000461, "capital_efficiency": 0.14752401548689703, "financial_health": -0.2375935352481154, "margin_quality": 0.2759764689787263, "growth_momentum": -0.009765110379086318, "company_age_years": 32.50102669404517, "ebitda": 967500000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 10.163857685388766, "revenue_cagr_3y": 0.03871068250545928, "revenue_cagr_5y": 0.0455245767497825, "earnings_cagr_3y": 0.1419517879406207, "quarterly_revenue_growth_yoy": 0.03603212502713263, "quarterly_earnings_growth_yoy": 0.1664490861618799, "revenue_growth_qoq": 0.02041688936397648, "gross_margin": 0.5102660800335219, "operating_margin": 0.26283260004190234, "net_margin": 0.18719882673371047, "roa_ttm": 0.11468133535660091, "roe_ttm": 0.19546101125048493, "debt_to_ebitda": 1.072356586048371, "net_debt_to_ebitda": 0.9601239256446132, "interest_coverage": 81.34959349593495, "debt_to_equity": 0.34688995215311, "current_ratio": 2.3251348435814454, "quick_ratio": 1.6042071197411003, "fcf_to_ebitda": 0.6212272636418149, "capex_to_revenue": 0.02287382247578612, "working_capital_to_revenue": 0.3259652381584185, "capital_efficiency": 0.15507117330354292, "financial_health": -0.28433696009868037, "margin_quality": 0.32009916893637824, "growth_momentum": 0.10124060559450626, "company_age_years": 32.99657768651608, "ebitda": 1000600000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 11.253424044139749, "revenue_cagr_3y": 0.030162435730149317, "revenue_cagr_5y": 0.03581662448634293, "earnings_cagr_3y": 0.11795872715976086, "quarterly_revenue_growth_yoy": -0.006306705023235229, "quarterly_earnings_growth_yoy": 0.22338830584707647, "revenue_growth_qoq": -0.059187094070815, "gross_margin": 0.5054002895000557, "operating_margin": 0.2587685113016368, "net_margin": 0.18171695802249194, "roa_ttm": 0.11847314558900426, "roe_ttm": 0.20048034382505373, "debt_to_ebitda": 1.082560749487655, "net_debt_to_ebitda": 0.9633063335610422, "interest_coverage": 80.0546875, "debt_to_equity": 0.3505561875869043, "current_ratio": 2.3145903010033444, "quick_ratio": 1.592809364548495, "fcf_to_ebitda": 0.6332585146872255, "capex_to_revenue": 0.02476878919953226, "working_capital_to_revenue": 0.33427235037737857, "capital_efficiency": 0.159476744707029, "financial_health": -0.2757509622555713, "margin_quality": 0.3152952529413948, "growth_momentum": 0.10854080041192063, "company_age_years": 33.24845995893224, "ebitda": 1024700000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 11.134608945015762, "revenue_cagr_3y": 0.13773757698982037, "revenue_cagr_5y": 0.04529757374672028, "earnings_cagr_3y": 0.3766001254296354, "quarterly_revenue_growth_yoy": 0.048125989794122824, "quarterly_earnings_growth_yoy": 0.14038876889848811, "revenue_growth_qoq": 0.007016060862214709, "gross_margin": 0.5067573239318391, "operating_margin": 0.2886762360446571, "net_margin": 0.22160664819944598, "roa_ttm": 0.13491646381942907, "roe_ttm": 0.20506190746463182, "debt_to_ebitda": 0.842031523642732, "net_debt_to_ebitda": 0.23166374781085813, "interest_coverage": 109.8076923076923, "debt_to_equity": 0.2526749490235648, "current_ratio": 3.6718279122934634, "quick_ratio": 2.5847448820534136, "fcf_to_ebitda": 0.575061295971979, "capex_to_revenue": 0.019750901202322618, "working_capital_to_revenue": 0.5549895309430786, "capital_efficiency": 0.16998918564203044, "financial_health": -0.1284280839505366, "margin_quality": 0.33901340272531405, "growth_momentum": 0.09425737934630547, "company_age_years": 37.9958932238193, "ebitda": 1427500000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 11.853672650752943, "revenue_cagr_3y": 0.05440201261515565, "revenue_cagr_5y": 0.06344819785299416, "earnings_cagr_3y": 0.048835407325777735, "quarterly_revenue_growth_yoy": 0.08574293832525488, "quarterly_earnings_growth_yoy": 0.010967489228358794, "revenue_growth_qoq": 0.04152637485970819, "gross_margin": 0.5101600985221675, "operating_margin": 0.2554649014778325, "net_margin": 0.19866071428571427, "roa_ttm": 0.13219278695167663, "roe_ttm": 0.19352626017315214, "debt_to_ebitda": 0.805024002104294, "net_debt_to_ebitda": 0.0, "interest_coverage": 123.63414634146342, "debt_to_equity": 0.2269516694165848, "current_ratio": 4.149141965678627, "quick_ratio": 3.1679667186687466, "fcf_to_ebitda": 0.7457092128624976, "capex_to_revenue": 0.016670659639035298, "working_capital_to_revenue": 0.6045160517489219, "capital_efficiency": 0.1628595235624144, "financial_health": -0.047492187745488856, "margin_quality": 0.32142857142857145, "growth_momentum": 0.048355213776806835, "company_age_years": 39.501711156741955, "ebitda": 1520700000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "BA", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 9.85050262018683, "revenue_cagr_3y": 0.0620395009214878, "revenue_cagr_5y": 0.08704884316555006, "earnings_cagr_3y": 0.03295846631067234, "quarterly_revenue_growth_yoy": 0.021806853582554516, "quarterly_earnings_growth_yoy": -0.0875748502994012, "revenue_growth_qoq": -0.03991855088448649, "gross_margin": 0.15619476846942382, "operating_margin": 0.07900318133616119, "net_margin": 0.05386178861788618, "roa_ttm": 0.05526123193550854, "roe_ttm": 1.2512985406876083, "debt_to_ebitda": 1.135110503531556, "net_debt_to_ebitda": 0.23672818409660515, "interest_coverage": 120.24657534246575, "debt_to_equity": 2.464506554538709, "current_ratio": 1.3245350081790093, "quick_ratio": 0.36999414342549025, "fcf_to_ebitda": 0.89792663476874, "capex_to_revenue": 0.027164404691657092, "working_capital_to_revenue": 0.166361274159653, "capital_efficiency": 0.6532798863115584, "financial_health": -2.0709200431494783, "margin_quality": 0.09635324614115708, "growth_momentum": -0.03288399835842334, "company_age_years": 54.24229979466119, "ebitda": 8778000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 11.397803071560832, "revenue_cagr_3y": 0.038322643776451226, "revenue_cagr_5y": 0.06770665573300061, "earnings_cagr_3y": -0.25299781048190584, "quarterly_revenue_growth_yoy": -0.0283116095786602, "quarterly_earnings_growth_yoy": -0.6383981154299175, "revenue_growth_qoq": -0.05878207763227435, "gross_margin": 0.14362365859745446, "operating_margin": 0.14312453206887946, "net_margin": 0.03830796106813077, "roa_ttm": 0.11685280558609648, "roe_ttm": 0.6290104869691621, "debt_to_ebitda": 1.2715390480339832, "net_debt_to_ebitda": 0.9745125803289402, "interest_coverage": 65.11347517730496, "debt_to_equity": 1.2121275049319904, "current_ratio": 1.4213363503261014, "quick_ratio": 1.228137894316518, "fcf_to_ebitda": 0.5580002178411938, "capex_to_revenue": 0.024673308514326194, "working_capital_to_revenue": 0.09542255113268121, "capital_efficiency": 0.37293164627762926, "financial_health": -1.1589033940447173, "margin_quality": 0.1083520505781549, "growth_momentum": -0.33335486250428886, "company_age_years": 44.73921971252567, "ebitda": 9181000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 11.131600021090373, "revenue_cagr_3y": 0.07151118125567879, "revenue_cagr_5y": 0.052116121383462444, "earnings_cagr_3y": 0.17814016585730452, "quarterly_revenue_growth_yoy": 0.04092296852982621, "quarterly_earnings_growth_yoy": 0.14341517857142858, "revenue_growth_qoq": 0.10612677813825805, "gross_margin": 0.13661233008065882, "operating_margin": 0.13847368717919792, "net_margin": 0.1155733543911106, "roa_ttm": 0.12413264403514634, "roe_ttm": 0.5762387079113058, "debt_to_ebitda": 1.2312559316671938, "net_debt_to_ebitda": 0.8512074238110303, "interest_coverage": 64.95205479452055, "debt_to_equity": 1.0654256775253217, "current_ratio": 1.4156604986782881, "quick_ratio": 1.2026862899192685, "fcf_to_ebitda": 0.8118738795739745, "capex_to_revenue": 0.022701509456476344, "working_capital_to_revenue": 0.0867788318119444, "capital_efficiency": 0.3501856759732261, "financial_health": -0.9940351024896709, "margin_quality": 0.13021979055032243, "growth_momentum": 0.0921690735506274, "company_age_years": 44.99110198494182, "ebitda": 9483000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 10.245809917909197, "revenue_cagr_3y": 0.08080115523839204, "revenue_cagr_5y": 0.014997721734465008, "earnings_cagr_3y": -0.4062936114491327, "quarterly_revenue_growth_yoy": 0.1532417757904823, "quarterly_earnings_growth_yoy": 0.7279596977329975, "revenue_growth_qoq": 0.09338662790697674, "gross_margin": 0.24050072006203613, "operating_margin": 0.09859310956020827, "net_margin": 0.037997119751855546, "roa_ttm": 0.039259077124825834, "roe_ttm": 0.13704936794464964, "debt_to_ebitda": 3.8144580331713853, "net_debt_to_ebitda": 3.2991288323002177, "interest_coverage": 30.7680412371134, "debt_to_equity": 1.1844405139676428, "current_ratio": 1.1318222392246875, "quick_ratio": 0.8103800051007396, "fcf_to_ebitda": 0.33673982241581507, "capex_to_revenue": 0.03462435135744905, "working_capital_to_revenue": 0.06219447995788524, "capital_efficiency": 0.08815422253473773, "financial_health": -1.025586586051258, "margin_quality": 0.12569698312469998, "growth_momentum": 0.4406007367617399, "company_age_years": 48.993839835728956, "ebitda": 11938000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 10.402731013842125, "revenue_cagr_3y": 0.12724915414918936, "revenue_cagr_5y": 0.057843964887164034, "earnings_cagr_3y": 0.12698350957532734, "quarterly_revenue_growth_yoy": 0.22942417847452518, "quarterly_earnings_growth_yoy": 2.691011235955056, "revenue_growth_qoq": 0.00878169449598021, "gross_margin": 0.20463462481608632, "operating_margin": 0.1134134379597842, "net_margin": 0.08055419323197646, "roa_ttm": 0.08575677900831274, "roe_ttm": 0.39440576523757176, "debt_to_ebitda": 2.910400299289188, "net_debt_to_ebitda": 2.6150392817059482, "interest_coverage": 37.647887323943664, "debt_to_equity": 1.9004519359960914, "current_ratio": 1.169929900894368, "quick_ratio": 1.0908871162678269, "fcf_to_ebitda": 0.4822297044519267, "capex_to_revenue": 0.041501910616381456, "working_capital_to_revenue": 0.0467187240405383, "capital_efficiency": 0.24008127212294225, "financial_health": -1.6538015747101527, "margin_quality": 0.1328674186692823, "growth_momentum": 1.4602177072147906, "company_age_years": 36.99931553730322, "ebitda": 5346000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 11.089467619392185, "revenue_cagr_3y": 0.11196741442244695, "revenue_cagr_5y": 0.06965740350950611, "earnings_cagr_3y": 0.15783143039134484, "quarterly_revenue_growth_yoy": 0.21588715664439495, "quarterly_earnings_growth_yoy": 0.16779431664411368, "revenue_growth_qoq": 0.0040461010299166255, "gross_margin": 0.20710709488338014, "operating_margin": 0.11429967028941262, "net_margin": 0.10538527292709733, "roa_ttm": 0.08435007924328948, "roe_ttm": 0.3836823435175649, "debt_to_ebitda": 2.7617583212735166, "net_debt_to_ebitda": 2.625180897250362, "interest_coverage": 40.05797101449275, "debt_to_equity": 1.7469962238242362, "current_ratio": 1.183879378755243, "quick_ratio": 1.095680761818388, "fcf_to_ebitda": 0.3478654124457308, "capex_to_revenue": 0.03892357919426923, "working_capital_to_revenue": 0.051412089131192745, "capital_efficiency": 0.2340162113804272, "financial_health": -1.5673438766344525, "margin_quality": 0.14226401269996336, "growth_momentum": 0.19184073664425433, "company_age_years": 37.24572210814511, "ebitda": 5528000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 12.013562762973352, "revenue_cagr_3y": 0.12116941348861587, "revenue_cagr_5y": 0.06964579680590699, "earnings_cagr_3y": 0.18532525056050742, "quarterly_revenue_growth_yoy": 0.18780727630285152, "quarterly_earnings_growth_yoy": 0.24963715529753266, "revenue_growth_qoq": 0.03260471364024912, "gross_margin": 0.20458845789971616, "operating_margin": 0.1118732261116367, "net_margin": 0.10182119205298014, "roa_ttm": 0.08905113177041228, "roe_ttm": 0.38257000217060994, "debt_to_ebitda": 2.693899018232819, "net_debt_to_ebitda": 2.503155680224404, "interest_coverage": 41.63503649635037, "debt_to_equity": 1.6676796179726503, "current_ratio": 1.2457388105456775, "quick_ratio": 1.1464132434089516, "fcf_to_ebitda": 0.4561711079943899, "capex_to_revenue": 0.038952745849297574, "working_capital_to_revenue": 0.06093778507571611, "capital_efficiency": 0.23581056697051112, "financial_health": -1.474359165580338, "margin_quality": 0.13942762535477768, "growth_momentum": 0.21872221580019208, "company_age_years": 37.49486652977413, "ebitda": 5704000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 13.643691666666667, "revenue_cagr_3y": 0.11644817251847517, "revenue_cagr_5y": 0.08722680749641798, "earnings_cagr_3y": 0.15196442332789362, "quarterly_revenue_growth_yoy": 0.07174041297935103, "quarterly_earnings_growth_yoy": 0.05680600214362272, "revenue_growth_qoq": 0.02239981990094552, "gross_margin": 0.20257624132995705, "operating_margin": 0.10844434658152592, "net_margin": 0.10855444236485742, "roa_ttm": 0.05472170106316448, "roe_ttm": 0.23406897869494603, "debt_to_ebitda": 3.4329059829059827, "net_debt_to_ebitda": 2.3655982905982906, "interest_coverage": 30.38961038961039, "debt_to_equity": 1.5349192700869398, "current_ratio": 1.4395093481056485, "quick_ratio": 1.355129092887526, "fcf_to_ebitda": 0.8264957264957264, "capex_to_revenue": 0.0367905290585703, "working_capital_to_revenue": 0.12583550470148408, "capital_efficiency": 0.14439533987905526, "financial_health": -1.2508117303589485, "margin_quality": 0.13985834342544678, "growth_momentum": 0.06427320756148688, "company_age_years": 38.74880219028063, "ebitda": 4680000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 11.519934164934165, "revenue_cagr_3y": 0.02552319341497422, "revenue_cagr_5y": 0.07215527222888118, "earnings_cagr_3y": -0.02418142670514667, "quarterly_revenue_growth_yoy": -0.03996476934933392, "quarterly_earnings_growth_yoy": 0.07809330628803246, "revenue_growth_qoq": -0.04709867774013769, "gross_margin": 0.22178899082568806, "operating_margin": 0.11961009174311926, "net_margin": 0.12190366972477064, "roa_ttm": 0.10921928871676191, "roe_ttm": 0.4050976613821494, "debt_to_ebitda": 2.214137214137214, "net_debt_to_ebitda": 1.5116077616077617, "interest_coverage": 43.72727272727273, "debt_to_equity": 1.1193833756678637, "current_ratio": 1.4659258419321919, "quick_ratio": 1.3670484181880032, "fcf_to_ebitda": 0.424982674982675, "capex_to_revenue": 0.034210526315789476, "working_capital_to_revenue": 0.11033834586466165, "capital_efficiency": 0.25715847504945566, "financial_health": -1.0230990942160232, "margin_quality": 0.154434250764526, "growth_momentum": 0.01906426846934927, "company_age_years": 39.748117727583846, "ebitda": 5772000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 11.03632673661841, "revenue_cagr_3y": 0.02566954317657455, "revenue_cagr_5y": 0.0666904548167484, "earnings_cagr_3y": -0.01008602490524746, "quarterly_revenue_growth_yoy": 0.05729225872456519, "quarterly_earnings_growth_yoy": -0.11832460732984293, "revenue_growth_qoq": -0.072959234526064, "gross_margin": 0.2134179120524675, "operating_margin": 0.10181700892377164, "net_margin": 0.09052790022578218, "roa_ttm": 0.10810505379260464, "roe_ttm": 0.31600158562367864, "debt_to_ebitda": 1.9726391287023508, "net_debt_to_ebitda": 1.6412538185682028, "interest_coverage": 58.36434108527132, "debt_to_equity": 0.9812367864693446, "current_ratio": 1.2219784412858914, "quick_ratio": 1.115615758847658, "fcf_to_ebitda": 0.1576570593704343, "capex_to_revenue": 0.040424729154314665, "working_capital_to_revenue": 0.06271222982806016, "capital_efficiency": 0.21205331970814165, "financial_health": -0.8533597584832754, "margin_quality": 0.13525427373400709, "growth_momentum": -0.03051617430263887, "company_age_years": 41.24572210814511, "ebitda": 7529000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 11.148499658703072, "revenue_cagr_3y": 0.025317875968014825, "revenue_cagr_5y": 0.06109197230949137, "earnings_cagr_3y": -0.06861339189267823, "quarterly_revenue_growth_yoy": 0.0880581752073628, "quarterly_earnings_growth_yoy": -0.1416490486257928, "revenue_growth_qoq": 0.029566713256639073, "gross_margin": 0.21303258145363407, "operating_margin": 0.10098162071846283, "net_margin": 0.0847953216374269, "roa_ttm": 0.10193163629985309, "roe_ttm": 0.30020663825390675, "debt_to_ebitda": 2.1397952218430034, "net_debt_to_ebitda": 1.677815699658703, "interest_coverage": 49.82993197278912, "debt_to_equity": 1.0121399974170218, "current_ratio": 1.2000519165873496, "quick_ratio": 1.0886908367223327, "fcf_to_ebitda": 0.30880546075085324, "capex_to_revenue": 0.04068002428658166, "working_capital_to_revenue": 0.06103323565903751, "capital_efficiency": 0.20106913727687992, "financial_health": -0.8166732897638621, "margin_quality": 0.13293650793650794, "growth_momentum": -0.026795436709215005, "company_age_years": 41.49486652977413, "ebitda": 7325000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 10.934841310851237, "revenue_cagr_3y": 0.024776483347374034, "revenue_cagr_5y": 0.038693343322135254, "earnings_cagr_3y": -0.016847490747130767, "quarterly_revenue_growth_yoy": 0.08962211570616431, "quarterly_earnings_growth_yoy": 0.024043715846994537, "revenue_growth_qoq": 0.02078111946532999, "gross_margin": 0.20879795396419437, "operating_margin": 0.1039386189258312, "net_margin": 0.09585677749360613, "roa_ttm": 0.10404044903777619, "roe_ttm": 0.29325715720743345, "debt_to_ebitda": 2.137612183845526, "net_debt_to_ebitda": 1.8545009518629318, "interest_coverage": 52.156028368794324, "debt_to_equity": 0.9869412355600201, "current_ratio": 1.2760795730228045, "quick_ratio": 1.1445900048520137, "fcf_to_ebitda": 0.2844710361707914, "capex_to_revenue": 0.0414630993925294, "working_capital_to_revenue": 0.07354271681530308, "capital_efficiency": 0.19864880312260483, "financial_health": -0.819585475158527, "margin_quality": 0.13619778346121056, "growth_momentum": 0.056832915776579424, "company_age_years": 41.74674880219028, "ebitda": 7354000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 11.748688564828184, "revenue_cagr_3y": 0.07345513692086136, "revenue_cagr_5y": 0.041477223622285564, "earnings_cagr_3y": -0.22448072860373003, "quarterly_revenue_growth_yoy": 0.0045121263395375075, "quarterly_earnings_growth_yoy": 3.3626168224299064, "revenue_growth_qoq": 0.06902761104441776, "gross_margin": 0.18079730488489612, "operating_margin": 0.10190903986524424, "net_margin": 0.11828560733670222, "roa_ttm": 0.08456411191474705, "roe_ttm": 0.27298888162197515, "debt_to_ebitda": 2.3964770430262776, "net_debt_to_ebitda": 1.767975743574935, "interest_coverage": 43.2875, "debt_to_equity": 1.0855461085676914, "current_ratio": 1.0103340883352208, "quick_ratio": 0.9073471121177803, "fcf_to_ebitda": 0.378429107710078, "capex_to_revenue": 0.04306290059220627, "working_capital_to_revenue": 0.0035581117637023857, "capital_efficiency": 0.1787764967683611, "financial_health": -0.8726988667046394, "margin_quality": 0.13366398402894752, "growth_momentum": 1.683564474384722, "company_age_years": 43.00068446269678, "ebitda": 6926000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 9.336548595493328, "revenue_cagr_3y": 0.0032310402213757694, "revenue_cagr_5y": -0.008398414799521636, "earnings_cagr_3y": 0.03929931351761384, "quarterly_revenue_growth_yoy": -0.039568345323741004, "quarterly_earnings_growth_yoy": -0.10474860335195531, "revenue_growth_qoq": -0.042643104110641566, "gross_margin": 0.18525949705724987, "operating_margin": 0.12359550561797752, "net_margin": 0.085741037988229, "roa_ttm": 0.09116144091855403, "roe_ttm": 0.2731052731052731, "debt_to_ebitda": 0.7438197330999782, "net_debt_to_ebitda": 0.32662437103478453, "interest_coverage": 207.77272727272728, "debt_to_equity": 0.3213003213003213, "current_ratio": 1.1420751831280689, "quick_ratio": 0.48128471383723737, "fcf_to_ebitda": 0.36250273463137167, "capex_to_revenue": 0.017200988415005936, "working_capital_to_revenue": 0.05664131446359231, "capital_efficiency": 0.18213335701191358, "financial_health": -0.21380184045000147, "margin_quality": 0.13153201355448546, "growth_momentum": -0.07215847433784815, "company_age_years": 39.238877481177276, "ebitda": 4571000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 9.911447356525592, "revenue_cagr_3y": -0.002559519767140195, "revenue_cagr_5y": -0.002679635317411, "earnings_cagr_3y": 0.0371448438408879, "quarterly_revenue_growth_yoy": -0.013702106064450647, "quarterly_earnings_growth_yoy": -0.05053191489361702, "revenue_growth_qoq": 0.039860888175494914, "gross_margin": 0.19449446874196039, "operating_margin": 0.13210702341137123, "net_margin": 0.09184461023925906, "roa_ttm": 0.0897730491989046, "roe_ttm": 0.2593906321055025, "debt_to_ebitda": 0.7613560824285398, "net_debt_to_ebitda": 0.3405716818081099, "interest_coverage": 196.2173913043478, "debt_to_equity": 0.3125056844020009, "current_ratio": 1.1854964977338278, "quick_ratio": 0.48372476308199425, "fcf_to_ebitda": 0.33481054730777754, "capex_to_revenue": 0.016520142981354458, "working_capital_to_revenue": 0.07248897046984189, "capital_efficiency": 0.17458184065220356, "financial_health": -0.20389004980544595, "margin_quality": 0.13948203413086355, "growth_momentum": -0.032117010479033835, "company_age_years": 39.488021902806295, "ebitda": 4513000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 11.065625608559964, "revenue_cagr_3y": -0.0033727069013061994, "revenue_cagr_5y": -0.005042317075769631, "earnings_cagr_3y": -0.002052340299539601, "quarterly_revenue_growth_yoy": -0.042156617463097325, "quarterly_earnings_growth_yoy": -0.11732605729877217, "revenue_growth_qoq": -0.015050167224080268, "gross_margin": 0.1940707849027034, "operating_margin": 0.13255844325453833, "net_margin": 0.08449784510905055, "roa_ttm": 0.08467001346883801, "roe_ttm": 0.24441106300256252, "debt_to_ebitda": 0.8662505572893446, "net_debt_to_ebitda": 0.3528756130182791, "interest_coverage": 195.04347826086956, "debt_to_equity": 0.3433772201113369, "current_ratio": 1.286218784158749, "quick_ratio": 0.5404019170940889, "fcf_to_ebitda": 0.27819884083816315, "capex_to_revenue": 0.014748014064331292, "working_capital_to_revenue": 0.1108217215783305, "capital_efficiency": 0.16454053823570025, "financial_health": -0.2727917349046354, "margin_quality": 0.13704235775543075, "growth_momentum": -0.07974133738093475, "company_age_years": 39.73990417522245, "ebitda": 4486000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 12.032399034240562, "revenue_cagr_3y": 0.005154097668264912, "revenue_cagr_5y": -0.020834986629156393, "earnings_cagr_3y": 0.1720632282759167, "quarterly_revenue_growth_yoy": 0.05429632475348956, "quarterly_earnings_growth_yoy": 0.04319371727748691, "revenue_growth_qoq": 0.07522528405380698, "gross_margin": 0.19919834811125955, "operating_margin": 0.13567350904894934, "net_margin": 0.09680553868577675, "roa_ttm": 0.0851484546118277, "roe_ttm": 0.2550109329446064, "debt_to_ebitda": 0.8533801580333626, "net_debt_to_ebitda": 0.3410886742756804, "interest_coverage": 198.08695652173913, "debt_to_equity": 0.35422740524781343, "current_ratio": 1.2024754787482486, "quick_ratio": 0.5170481083605791, "fcf_to_ebitda": 0.39640035118525024, "capex_to_revenue": 0.012588310854206808, "working_capital_to_revenue": 0.08352601156069364, "capital_efficiency": 0.17007969377821705, "financial_health": -0.2012276436493312, "margin_quality": 0.1438924652819952, "growth_momentum": 0.048745021015488235, "company_age_years": 39.9917864476386, "ebitda": 4556000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 12.677977830087737, "revenue_cagr_3y": 0.00801090072057753, "revenue_cagr_5y": -0.0036684579893400127, "earnings_cagr_3y": 0.08643193783085579, "quarterly_revenue_growth_yoy": -0.0046816479400749065, "quarterly_earnings_growth_yoy": 0.19032761310452417, "revenue_growth_qoq": -0.09619822664885218, "gross_margin": 0.20400483805940062, "operating_margin": 0.14057250369573981, "net_margin": 0.10253998118532455, "roa_ttm": 0.08795278672728915, "roe_ttm": 0.276008693187187, "debt_to_ebitda": 0.8322276909907982, "net_debt_to_ebitda": 0.3682858977102504, "interest_coverage": 186.92, "debt_to_equity": 0.36747614098081827, "current_ratio": 1.2619825294341056, "quick_ratio": 0.8197493353589062, "fcf_to_ebitda": 0.4072330408731008, "capex_to_revenue": 0.012506027969779778, "working_capital_to_revenue": 0.11088249477575952, "capital_efficiency": 0.18198073995723807, "financial_health": -0.21706002520320156, "margin_quality": 0.14903910764682166, "growth_momentum": 0.09282298258222463, "company_age_years": 40.238193018480494, "ebitda": 4673000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 13.595355761784512, "revenue_cagr_3y": -0.0074086422522203765, "revenue_cagr_5y": -0.009087283272899205, "earnings_cagr_3y": 0.03156050552259004, "quarterly_revenue_growth_yoy": -0.01005615776413739, "quarterly_earnings_growth_yoy": 0.18083462132921174, "revenue_growth_qoq": -0.012377850162866449, "gross_margin": 0.20659630606860158, "operating_margin": 0.14023746701846965, "net_margin": 0.10079155672823219, "roa_ttm": 0.08801626854556911, "roe_ttm": 0.26573849878934624, "debt_to_ebitda": 1.0273569023569022, "net_debt_to_ebitda": 0.45454545454545453, "interest_coverage": 176.0, "debt_to_equity": 0.42217225873400205, "current_ratio": 1.3687637217048982, "quick_ratio": 0.9311075781664017, "fcf_to_ebitda": 0.4810606060606061, "capex_to_revenue": 0.01361182062142326, "working_capital_to_revenue": 0.15748973455333182, "capital_efficiency": 0.17687738366745767, "financial_health": -0.2661220968765928, "margin_quality": 0.1492084432717678, "growth_momentum": 0.08538923178253717, "company_age_years": 40.73921971252567, "ebitda": 4752000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 13.393804627249358, "revenue_cagr_3y": -0.003399890249955795, "revenue_cagr_5y": 0.004879117671077404, "earnings_cagr_3y": -0.031916021898582114, "quarterly_revenue_growth_yoy": 0.005344345924936232, "quarterly_earnings_growth_yoy": -0.20200752823086573, "revenue_growth_qoq": 0.09195250659630606, "gross_margin": 0.18702428416092787, "operating_margin": 0.12492448954935363, "net_margin": 0.07683943457774556, "roa_ttm": 0.08321426530262331, "roe_ttm": 0.25465675557498907, "debt_to_ebitda": 0.8530419880034276, "net_debt_to_ebitda": 0.21401028277634962, "interest_coverage": 172.88888888888889, "debt_to_equity": 0.3482291211193704, "current_ratio": 1.4007817889169925, "quick_ratio": 0.9943281980531923, "fcf_to_ebitda": 0.7392887746358183, "capex_to_revenue": 0.01381848706938301, "working_capital_to_revenue": 0.1688244600135602, "capital_efficiency": 0.1689355104388062, "financial_health": -0.2628110349556082, "margin_quality": 0.12959606942934235, "growth_momentum": -0.09833159115296475, "company_age_years": 40.99110198494182, "ebitda": 4668000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 11.116630409804673, "revenue_cagr_3y": 0.09944307421138165, "revenue_cagr_5y": 0.05063217979327739, "earnings_cagr_3y": 0.05963633422345782, "quarterly_revenue_growth_yoy": 0.25383593089283557, "quarterly_earnings_growth_yoy": 0.42924528301886794, "revenue_growth_qoq": 0.14119199472179458, "gross_margin": 0.17180574291771053, "operating_margin": 0.11813451532087108, "net_margin": 0.08758913085372905, "roa_ttm": 0.07366543340380549, "roe_ttm": 0.28511762700306853, "debt_to_ebitda": 2.3778245882803524, "net_debt_to_ebitda": 2.193412485637687, "interest_coverage": 46.625, "debt_to_equity": 1.0583873167405387, "current_ratio": 1.2340728679014858, "quick_ratio": 0.8285501051631725, "fcf_to_ebitda": 0.47070088088854845, "capex_to_revenue": 0.019064459978448873, "working_capital_to_revenue": 0.09532229989224436, "capital_efficiency": 0.179391530203437, "financial_health": -0.9542440391794473, "margin_quality": 0.12584312969743688, "growth_momentum": 0.34154060695585176, "company_age_years": 41.99041752224504, "ebitda": 5222000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 11.841066828903033, "revenue_cagr_3y": 0.07398000815392747, "revenue_cagr_5y": 0.049746543022541445, "earnings_cagr_3y": 0.051395420549396276, "quarterly_revenue_growth_yoy": 0.22906436629064367, "quarterly_earnings_growth_yoy": -0.06758448060075094, "revenue_growth_qoq": -0.10763152823280016, "gross_margin": 0.17579095130115538, "operating_margin": 0.10949141561386459, "net_margin": 0.08044487636324371, "roa_ttm": 0.06933383895841233, "roe_ttm": 0.26900441392839625, "debt_to_ebitda": 2.5838637214526394, "net_debt_to_ebitda": 2.4578809434668663, "interest_coverage": 45.65811965811966, "debt_to_equity": 1.128249141736145, "current_ratio": 1.2265635157976855, "quick_ratio": 0.8244701599271876, "fcf_to_ebitda": 0.3897416697865968, "capex_to_revenue": 0.02022732667000712, "working_capital_to_revenue": 0.09190643213164904, "capital_efficiency": 0.1691691264434043, "financial_health": -0.9218194683303113, "margin_quality": 0.12190908109275456, "growth_momentum": 0.08073994284494637, "company_age_years": 42.23682409308692, "ebitda": 5342000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 12.208369393939394, "revenue_cagr_3y": 0.0842894243582144, "revenue_cagr_5y": 0.04719440981537293, "earnings_cagr_3y": 0.12164519174446697, "quarterly_revenue_growth_yoy": 0.07334506267868925, "quarterly_earnings_growth_yoy": 0.07285546415981199, "revenue_growth_qoq": 0.021559392987964415, "gross_margin": 0.183177953078578, "operating_margin": 0.12457739985657207, "net_margin": 0.09353549841204795, "roa_ttm": 0.0691358530786259, "roe_ttm": 0.24961148523643897, "debt_to_ebitda": 2.5667036215816705, "net_debt_to_ebitda": 2.3867331855136733, "interest_coverage": 47.473684210526315, "debt_to_equity": 1.027973062976393, "current_ratio": 1.105557689142481, "quick_ratio": 0.744938827014868, "fcf_to_ebitda": 0.3335181079083518, "capex_to_revenue": 0.021794378128609935, "working_capital_to_revenue": 0.04939032216660249, "capital_efficiency": 0.15937366915753243, "financial_health": -0.6452473524731006, "margin_quality": 0.13376361711573267, "growth_momentum": 0.07310026341925062, "company_age_years": 42.7378507871321, "ebitda": 5412000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 11.3349420394856, "revenue_cagr_3y": 0.09377043856007328, "revenue_cagr_5y": 0.05197471009776655, "earnings_cagr_3y": 0.0857102804410359, "quarterly_revenue_growth_yoy": 0.0380612834842937, "quarterly_earnings_growth_yoy": 0.12211221122112212, "revenue_growth_qoq": 0.1036779018543182, "gross_margin": 0.18165784832451498, "operating_margin": 0.12327114081500046, "net_margin": 0.09468114731272625, "roa_ttm": 0.07133351077987757, "roe_ttm": 0.256610444133461, "debt_to_ebitda": 2.2064843325484516, "net_debt_to_ebitda": 2.0431081325846767, "interest_coverage": 50.19090909090909, "debt_to_equity": 0.897252706783531, "current_ratio": 1.2075471698113207, "quick_ratio": 0.83221236831141, "fcf_to_ebitda": 0.36116645535229125, "capex_to_revenue": 0.02508259212198221, "working_capital_to_revenue": 0.08861499364675984, "capital_efficiency": 0.1639719774566693, "financial_health": -0.645154212089275, "margin_quality": 0.1332033788174139, "growth_momentum": 0.0800867473527079, "company_age_years": 42.98973305954826, "ebitda": 5521000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 10.6539212490392, "revenue_cagr_3y": 0.06473138048695226, "revenue_cagr_5y": 0.032838511621122946, "earnings_cagr_3y": -0.05854536073062788, "quarterly_revenue_growth_yoy": -0.0304552590266876, "quarterly_earnings_growth_yoy": -0.22456575682382135, "revenue_growth_qoq": 0.058863870156589324, "gross_margin": 0.15198618307426598, "operating_margin": 0.0900259067357513, "net_margin": 0.06746545768566493, "roa_ttm": 0.06499143801521245, "roe_ttm": 0.23498920086393088, "debt_to_ebitda": 2.85511145272867, "net_debt_to_ebitda": 2.4131437355880094, "interest_coverage": 39.42424242424242, "debt_to_equity": 1.0696904247660186, "current_ratio": 1.2727327471998073, "quick_ratio": 0.8713115741298326, "fcf_to_ebitda": 0.5055726364335127, "capex_to_revenue": 0.02674656912340779, "working_capital_to_revenue": 0.1174929307079669, "capital_efficiency": 0.14999031943957167, "financial_health": -0.7079830348070979, "margin_quality": 0.10315918249856072, "growth_momentum": -0.12751050792525448, "company_age_years": 43.488021902806295, "ebitda": 5204000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 12.34110167365612, "revenue_cagr_3y": 0.0012322424759481088, "revenue_cagr_5y": 0.03470673736640384, "earnings_cagr_3y": -0.02122775119639775, "quarterly_revenue_growth_yoy": -0.004749568221070812, "quarterly_earnings_growth_yoy": 0.1792, "revenue_growth_qoq": -0.017999786984769412, "gross_margin": 0.1643167028199566, "operating_margin": 0.10401301518438177, "net_margin": 0.07993492407809111, "roa_ttm": 0.06410331555399254, "roe_ttm": 0.21415051236864435, "debt_to_ebitda": 2.77582920320244, "net_debt_to_ebitda": 2.213495996950057, "interest_coverage": 48.12844036697248, "debt_to_equity": 0.9504601527315449, "current_ratio": 1.4404912889660235, "quick_ratio": 1.0531339696949469, "fcf_to_ebitda": 0.7495234464353794, "capex_to_revenue": 0.02250720386282807, "working_capital_to_revenue": 0.1713091560447548, "capital_efficiency": 0.13912691396131843, "financial_health": -0.6919883735658647, "margin_quality": 0.11608821402747649, "growth_momentum": 0.0872252158894646, "company_age_years": 44.48733744010951, "ebitda": 5246000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 12.532037340567294, "revenue_cagr_3y": 0.017080682015715887, "revenue_cagr_5y": 0.045568531769277776, "earnings_cagr_3y": 0.0035129094119024096, "quarterly_revenue_growth_yoy": 0.014526561340260842, "quarterly_earnings_growth_yoy": 0.03117505995203837, "revenue_growth_qoq": 0.03774403470715835, "gross_margin": 0.17035953177257526, "operating_margin": 0.112876254180602, "net_margin": 0.0898829431438127, "roa_ttm": 0.06437609499708001, "roe_ttm": 0.21035557534507984, "debt_to_ebitda": 2.6655244622120695, "net_debt_to_ebitda": 2.0679611650485437, "interest_coverage": 53.06060606060606, "debt_to_equity": 0.890655810699065, "current_ratio": 1.4849356340728568, "quick_ratio": 1.0979868529170091, "fcf_to_ebitda": 0.8193413287645155, "capex_to_revenue": 0.02191008329453153, "working_capital_to_revenue": 0.18319623363857415, "capital_efficiency": 0.13736583517107992, "financial_health": -0.6694457879172687, "margin_quality": 0.12437290969899666, "growth_momentum": 0.022850810646149605, "company_age_years": 44.73921971252567, "ebitda": 5253000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 13.155758422664626, "revenue_cagr_3y": -0.002769918851357467, "revenue_cagr_5y": 0.045654792854688875, "earnings_cagr_3y": 0.015525941109233887, "quarterly_revenue_growth_yoy": -0.018032630474191395, "quarterly_earnings_growth_yoy": -0.0499001996007984, "revenue_growth_qoq": 0.07566889632107024, "gross_margin": 0.17158958414302372, "operating_margin": 0.11523513408472601, "net_margin": 0.09249902837155072, "roa_ttm": 0.06504503424999501, "roe_ttm": 0.18462672184116546, "debt_to_ebitda": 2.2649310872894333, "net_debt_to_ebitda": 1.9580781010719754, "interest_coverage": 56.17204301075269, "debt_to_equity": 0.6707102771951703, "current_ratio": 1.429889826870797, "quick_ratio": 1.0478609243096295, "fcf_to_ebitda": 0.6477794793261868, "capex_to_revenue": 0.02305752683979308, "working_capital_to_revenue": 0.15620369648288232, "capital_efficiency": 0.12483587804558025, "financial_health": -0.5626242315661909, "margin_quality": 0.1264412488664335, "growth_momentum": -0.033966415037494896, "company_age_years": 44.99110198494182, "ebitda": 5224000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 12.767291965122821, "revenue_cagr_3y": 0.030981852661635223, "revenue_cagr_5y": 0.0201993291116076, "earnings_cagr_3y": 0.05981722254952815, "quarterly_revenue_growth_yoy": 0.10479921645445642, "quarterly_earnings_growth_yoy": -0.028720626631853787, "revenue_growth_qoq": 0.027426373848800728, "gross_margin": 0.15435382190701338, "operating_margin": 0.09475965327029157, "net_margin": 0.07328605200945626, "roa_ttm": 0.06408402465941092, "roe_ttm": 0.17291303008522435, "debt_to_ebitda": 1.8858053628351772, "net_debt_to_ebitda": 1.6694168385524095, "interest_coverage": 59.92134831460674, "debt_to_equity": 0.5163261115104221, "current_ratio": 1.3913680989417314, "quick_ratio": 0.9041820731862807, "fcf_to_ebitda": 0.5668479279954998, "capex_to_revenue": 0.027460290266526348, "working_capital_to_revenue": 0.15024841528182287, "capital_efficiency": 0.11849852737231764, "financial_health": -0.4527832021202819, "margin_quality": 0.10746650906225375, "growth_momentum": 0.03803929491130131, "company_age_years": 46.48596851471595, "ebitda": 5333000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 13.05158164173452, "revenue_cagr_3y": 0.038770105430113944, "revenue_cagr_5y": 0.030557491269930237, "earnings_cagr_3y": 0.0007987223842933489, "quarterly_revenue_growth_yoy": 0.05974937343358396, "quarterly_earnings_growth_yoy": -0.07317073170731707, "revenue_growth_qoq": 0.04127265563435776, "gross_margin": 0.15684419638633998, "operating_margin": 0.09999054015703339, "net_margin": 0.07908428720083246, "roa_ttm": 0.06169079869219991, "roe_ttm": 0.16545572981911108, "debt_to_ebitda": 1.811588714258663, "net_debt_to_ebitda": 1.5555765953417913, "interest_coverage": 62.129411764705885, "debt_to_equity": 0.47938066843713983, "current_ratio": 1.4270768074176168, "quick_ratio": 0.9082195213632377, "fcf_to_ebitda": 0.584927097140693, "capex_to_revenue": 0.026390061512483416, "working_capital_to_revenue": 0.16444337233144374, "capital_efficiency": 0.11357326425565549, "financial_health": -0.43813707738803304, "margin_quality": 0.11197300791473526, "growth_momentum": -0.0067106791368665535, "company_age_years": 46.7378507871321, "ebitda": 5281000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 15.119320053373999, "revenue_cagr_3y": 0.0364091371844979, "revenue_cagr_5y": 0.023709069273231798, "earnings_cagr_3y": 0.0009970096334548373, "quarterly_revenue_growth_yoy": 0.07529259976039075, "quarterly_earnings_growth_yoy": 0.01310483870967742, "revenue_growth_qoq": 0.10377447734367609, "gross_margin": 0.164809736030168, "operating_margin": 0.11038738429893727, "net_margin": 0.08613301336990058, "roa_ttm": 0.06048166392993979, "roe_ttm": 0.15564110991126345, "debt_to_ebitda": 1.8272969881814716, "net_debt_to_ebitda": 1.46263820053374, "interest_coverage": 67.25641025641026, "debt_to_equity": 0.45006807831353585, "current_ratio": 1.437134858812074, "quick_ratio": 0.9151046738072055, "fcf_to_ebitda": 0.7255051467784979, "capex_to_revenue": 0.021385314155942466, "working_capital_to_revenue": 0.16992335352006055, "capital_efficiency": 0.10806138692060162, "financial_health": -0.3761028214374737, "margin_quality": 0.12044337789966862, "growth_momentum": 0.04419871923503409, "company_age_years": 46.98973305954826, "ebitda": 5246000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 13.807248840006874, "revenue_cagr_3y": 0.09026058513178414, "revenue_cagr_5y": 0.04364022715043592, "earnings_cagr_3y": 0.06439210988890309, "quarterly_revenue_growth_yoy": 0.14312649982859102, "quarterly_earnings_growth_yoy": 0.14228855721393036, "revenue_growth_qoq": 0.14283266215405707, "gross_margin": 0.15632028789923527, "operating_margin": 0.10668765931923826, "net_margin": 0.08606987554355976, "roa_ttm": 0.067680744452398, "roe_ttm": 0.17141821148529213, "debt_to_ebitda": 1.5605774188004813, "net_debt_to_ebitda": 1.2689465543907887, "interest_coverage": 76.5657894736842, "debt_to_equity": 0.4115940715224584, "current_ratio": 1.3681552962298025, "quick_ratio": 0.8225987432675045, "fcf_to_ebitda": 0.5492352637910294, "capex_to_revenue": 0.019196915080895296, "working_capital_to_revenue": 0.13752200519741806, "capital_efficiency": 0.11954947796884506, "financial_health": -0.29868905130817064, "margin_quality": 0.1163592742540111, "growth_momentum": 0.14270752852126067, "company_age_years": 47.9917864476386, "ebitda": 5819000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 9.601206896551725, "revenue_cagr_3y": 0.16617185562734504, "revenue_cagr_5y": 0.062050208251514194, "earnings_cagr_3y": 0.21013451564074903, "quarterly_revenue_growth_yoy": 0.6082561078348778, "quarterly_earnings_growth_yoy": 0.3333333333333333, "revenue_growth_qoq": 0.09210526315789473, "gross_margin": 0.29544264012572025, "operating_margin": 0.16291251964379255, "net_margin": 0.08800419067574647, "roa_ttm": 0.009050420168067227, "roe_ttm": 0.03199643493761141, "debt_to_ebitda": 0.4591243703990701, "net_debt_to_ebitda": 0.1666020922123208, "interest_coverage": 22.443478260869565, "debt_to_equity": 0.1408199643493761, "current_ratio": 1.4244532803180914, "quick_ratio": 0.9314115308151093, "fcf_to_ebitda": 0.8098605191786129, "capex_to_revenue": 0.01852142744941237, "working_capital_to_revenue": 0.12195296100075685, "capital_efficiency": 0.02052342755283932, "financial_health": 0.025378151260504203, "margin_quality": 0.1821197834817531, "growth_momentum": 0.47079472058410554, "company_age_years": 34.247775496235455, "ebitda": 1032400000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 11.95389209164819, "revenue_cagr_3y": 0.06951462055981605, "revenue_cagr_5y": 0.02294193202617323, "earnings_cagr_3y": 0.0835003029954362, "quarterly_revenue_growth_yoy": -0.1944127708095781, "quarterly_earnings_growth_yoy": -0.00625, "revenue_growth_qoq": -0.08365758754863813, "gross_margin": 0.3467799009200283, "operating_margin": 0.19249823071479122, "net_margin": 0.11252653927813164, "roa_ttm": 0.05465887711654619, "roe_ttm": 0.18480080348175426, "debt_to_ebitda": 0.4449371766444937, "net_debt_to_ebitda": 0.1581670362158167, "interest_coverage": 33.0, "debt_to_equity": 0.20154000669568128, "current_ratio": 1.1089676746611052, "quick_ratio": 0.6418143899895725, "fcf_to_ebitda": 0.36954915003695493, "capex_to_revenue": 0.020532835567622604, "working_capital_to_revenue": 0.03546580688952995, "capital_efficiency": 0.11972984029915022, "financial_health": 0.03841964550945638, "margin_quality": 0.2172682236376504, "growth_momentum": -0.10033138540478906, "company_age_years": 35.748117727583846, "ebitda": 1353000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 12.897818113772455, "revenue_cagr_3y": 0.08372815738204009, "revenue_cagr_5y": 0.0358877940854323, "earnings_cagr_3y": -0.019564942865655133, "quarterly_revenue_growth_yoy": 0.05935127674258109, "quarterly_earnings_growth_yoy": -0.2598870056497175, "revenue_growth_qoq": 0.08634111818825195, "gross_margin": 0.31791530944625407, "operating_margin": 0.14462540716612377, "net_margin": 0.08534201954397394, "roa_ttm": 0.05133928571428571, "roe_ttm": 0.1690046760187041, "debt_to_ebitda": 0.39520958083832336, "net_debt_to_ebitda": 0.07934131736526946, "interest_coverage": 31.80952380952381, "debt_to_equity": 0.17635270541082165, "current_ratio": 1.2245835726593912, "quick_ratio": 0.6835152211372775, "fcf_to_ebitda": 0.3997005988023952, "capex_to_revenue": 0.018899481518648602, "working_capital_to_revenue": 0.06539555109550092, "capital_efficiency": 0.1101719808664949, "financial_health": 0.04281655844155844, "margin_quality": 0.1826275787187839, "growth_momentum": -0.10026786445356821, "company_age_years": 36.0, "ebitda": 1336000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 10.387620564149227, "revenue_cagr_3y": 0.5707345605269258, "revenue_cagr_5y": 0.4230929651757571, "earnings_cagr_3y": 0.1309211616937307, "quarterly_revenue_growth_yoy": 3.7181122448979593, "quarterly_earnings_growth_yoy": 0.23979591836734693, "revenue_growth_qoq": 3.440576230492197, "gross_margin": 0.2561503108948364, "operating_margin": 0.04284941876182752, "net_margin": 0.032846715328467155, "roa_ttm": 0.09170751633986927, "roe_ttm": 0.24896035486553922, "debt_to_ebitda": 1.6019108280254777, "net_debt_to_ebitda": 1.4499545040946316, "interest_coverage": 51.116279069767444, "debt_to_equity": 0.976157471583033, "current_ratio": 1.4227895392278953, "quick_ratio": 1.1531755915317559, "fcf_to_ebitda": 0.5614194722474978, "capex_to_revenue": 0.01311929595827901, "working_capital_to_revenue": 0.055329204693611474, "capital_efficiency": 0.17033393560270424, "financial_health": -0.9118289758838569, "margin_quality": 0.11061548166171037, "growth_momentum": 1.9789540816326532, "company_age_years": 37.24572210814511, "ebitda": 2198000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 10.996403312444047, "revenue_cagr_3y": -0.006874886849926987, "revenue_cagr_5y": 0.07005138222735874, "earnings_cagr_3y": 0.18760386903079396, "quarterly_revenue_growth_yoy": 0.11944777911164466, "quarterly_earnings_growth_yoy": 0.2350230414746544, "revenue_growth_qoq": -0.747904839145715, "gross_margin": 0.3442359249329759, "operating_margin": 0.15710455764075068, "net_margin": 0.14369973190348526, "roa_ttm": 0.09380251062567956, "roe_ttm": 0.28218852215283974, "debt_to_ebitda": 1.576544315129812, "net_debt_to_ebitda": 1.3393017009847807, "interest_coverage": 57.282051282051285, "debt_to_equity": 1.047279214986619, "current_ratio": 1.13668430335097, "quick_ratio": 0.9779541446208113, "fcf_to_ebitda": 0.4583706356311549, "capex_to_revenue": 0.012909951086520727, "working_capital_to_revenue": 0.0248576697939219, "capital_efficiency": 0.18799551638925965, "financial_health": -0.7692007967088367, "margin_quality": 0.21501340482573728, "growth_momentum": 0.17723541029314951, "company_age_years": 37.49486652977413, "ebitda": 2234000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 14.370721255544183, "revenue_cagr_3y": 0.46721888512987775, "revenue_cagr_5y": 0.19768245427606712, "earnings_cagr_3y": 0.3888995107503528, "quarterly_revenue_growth_yoy": 0.007221846084405326, "quarterly_earnings_growth_yoy": -0.006993006993006993, "revenue_growth_qoq": 0.0040494938132733405, "gross_margin": 0.29374859959668387, "operating_margin": 0.11068787810889537, "net_margin": 0.0954514900291284, "roa_ttm": 0.035509489837124784, "roe_ttm": 0.06188711115281753, "debt_to_ebitda": 2.3640395769361993, "net_debt_to_ebitda": 1.906516547253497, "interest_coverage": 44.40909090909091, "debt_to_equity": 0.32510674236381554, "current_ratio": 1.3701243034719246, "quick_ratio": 1.1785255036433777, "fcf_to_ebitda": 0.90992835209826, "capex_to_revenue": 0.015408907764347163, "working_capital_to_revenue": 0.09403245126864859, "capital_efficiency": 0.04869830049497116, "financial_health": -0.2576626058045536, "margin_quality": 0.16662932257823587, "growth_momentum": 0.00011441954569916656, "company_age_years": 38.74880219028063, "ebitda": 2931000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 13.656811133200796, "revenue_cagr_3y": 0.37701314679418085, "revenue_cagr_5y": 0.24590283570866633, "earnings_cagr_3y": 0.2908851787977318, "quarterly_revenue_growth_yoy": -0.06652360515021459, "quarterly_earnings_growth_yoy": 1.5077720207253886, "revenue_growth_qoq": 0.028611965003546937, "gross_margin": 0.2981609195402299, "operating_margin": 0.12758620689655173, "net_margin": 0.11126436781609196, "roa_ttm": 0.05318505286813219, "roe_ttm": 0.09608077863946286, "debt_to_ebitda": 2.0053961942629934, "net_debt_to_ebitda": 1.7381425731326328, "interest_coverage": 52.55223880597015, "debt_to_equity": 0.36751158070056733, "current_ratio": 1.3972753241045923, "quick_ratio": 1.1814985717424742, "fcf_to_ebitda": 0.6660039761431411, "capex_to_revenue": 0.019198383294038397, "working_capital_to_revenue": 0.10149320758953632, "capital_efficiency": 0.07463291575379752, "financial_health": -0.33972383158289376, "margin_quality": 0.17900383141762452, "growth_momentum": 0.7206242077875871, "company_age_years": 40.0, "ebitda": 3521000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 11.499617812269031, "revenue_cagr_3y": 0.0093278420831433, "revenue_cagr_5y": 0.03605863300891987, "earnings_cagr_3y": 0.020413775479336982, "quarterly_revenue_growth_yoy": 0.026488180005696384, "quarterly_earnings_growth_yoy": -0.13559322033898305, "revenue_growth_qoq": 0.16521176850953767, "gross_margin": 0.16870144284128746, "operating_margin": 0.07352941176470588, "net_margin": 0.04245283018867924, "roa_ttm": 0.05635499207606973, "roe_ttm": 0.156458993312214, "debt_to_ebitda": 2.959349593495935, "net_debt_to_ebitda": 2.124907612712491, "interest_coverage": 31.46511627906977, "debt_to_equity": 0.7046814501935939, "current_ratio": 2.051685393258427, "quick_ratio": 0.8893882646691635, "fcf_to_ebitda": 0.6718403547671841, "capex_to_revenue": 0.029042329194801424, "working_capital_to_revenue": 0.305815726421259, "capital_efficiency": 0.10640699269414186, "financial_health": -0.5694025507190109, "margin_quality": 0.0948945615982242, "growth_momentum": -0.05455252016664333, "company_age_years": 32.681724845995895, "ebitda": 1353000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 11.919784914800552, "revenue_cagr_3y": 0.005220512236888242, "revenue_cagr_5y": 0.03481905945084285, "earnings_cagr_3y": 0.0, "quarterly_revenue_growth_yoy": 0.07167025530605968, "quarterly_earnings_growth_yoy": -0.6223277909738717, "revenue_growth_qoq": -0.033296337402885685, "gross_margin": 0.17221584385763491, "operating_margin": 0.07606199770378874, "net_margin": 0.04563719862227325, "roa_ttm": 0.039496062992125984, "roe_ttm": 0.1077689927810244, "debt_to_ebitda": 2.916093535075653, "net_debt_to_ebitda": 2.0261348005502064, "interest_coverage": 33.04545454545455, "debt_to_equity": 0.7287727741491922, "current_ratio": 2.0757238307349666, "quick_ratio": 0.9576837416481069, "fcf_to_ebitda": 0.5612104539202201, "capex_to_revenue": 0.029701556475796087, "working_capital_to_revenue": 0.3103669855776096, "capital_efficiency": 0.07363252788657519, "financial_health": -0.584696507986347, "margin_quality": 0.0979716800612323, "growth_momentum": -0.27532876783390603, "company_age_years": 32.93360711841205, "ebitda": 1454000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 12.688057902695595, "revenue_cagr_3y": 0.04693612915258494, "revenue_cagr_5y": 0.055882255862978125, "earnings_cagr_3y": 0.10283493686618028, "quarterly_revenue_growth_yoy": 0.033851276359600446, "quarterly_earnings_growth_yoy": 0.46405228758169936, "revenue_growth_qoq": 0.1304611650485437, "gross_margin": 0.17525496511003757, "operating_margin": 0.07595276435856146, "net_margin": 0.06011808910359635, "roa_ttm": 0.032009891468608324, "roe_ttm": 0.08690787019768743, "debt_to_ebitda": 2.0243261012491782, "net_debt_to_ebitda": 1.5437212360289283, "interest_coverage": 36.214285714285715, "debt_to_equity": 0.5742260350615442, "current_ratio": 2.2696496909037385, "quick_ratio": 1.1142184280247276, "fcf_to_ebitda": 0.43918474687705455, "capex_to_revenue": 0.028988500998416305, "working_capital_to_revenue": 0.29697720856572335, "capital_efficiency": 0.059458880833147876, "financial_health": -0.5223346155436646, "margin_quality": 0.10377527285739846, "growth_momentum": 0.2489517819706499, "company_age_years": 33.68104038329911, "ebitda": 1521000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 11.095867199211046, "revenue_cagr_3y": 0.020009007695324765, "revenue_cagr_5y": 0.01230402968682709, "earnings_cagr_3y": 0.08166202806354583, "quarterly_revenue_growth_yoy": 0.0, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": 0.1304611650485437, "gross_margin": 0.17525496511003757, "operating_margin": 0.07595276435856146, "net_margin": 0.06011808910359635, "roa_ttm": 0.03149499864828332, "roe_ttm": 0.08733133433283358, "debt_to_ebitda": 2.675871137409599, "net_debt_to_ebitda": 2.1124260355029585, "interest_coverage": 35.372093023255815, "debt_to_equity": 0.762743628185907, "current_ratio": 2.1715563006426377, "quick_ratio": 0.9670298966191674, "fcf_to_ebitda": 0.43918474687705455, "capex_to_revenue": 0.028988500998416305, "working_capital_to_revenue": 0.28871445293672104, "capital_efficiency": 0.059413166490558444, "financial_health": -0.6191778907788604, "margin_quality": 0.10377527285739846, "growth_momentum": 0.0, "company_age_years": 34.680355920602324, "ebitda": 1521000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 11.917721351545651, "revenue_cagr_3y": -0.039591223468101844, "revenue_cagr_5y": -0.037280963997155525, "earnings_cagr_3y": -0.05591358988684669, "quarterly_revenue_growth_yoy": -0.09408235614944097, "quarterly_earnings_growth_yoy": -0.1228813559322034, "revenue_growth_qoq": 0.11103678929765887, "gross_margin": 0.17188440698374474, "operating_margin": 0.07375075255869958, "net_margin": 0.062311860325105356, "roa_ttm": 0.04578653409439637, "roe_ttm": 0.10487839167721075, "debt_to_ebitda": 2.6153846153846154, "net_debt_to_ebitda": 1.2041696621135873, "interest_coverage": 126.45454545454545, "debt_to_equity": 0.5114578939969071, "current_ratio": 2.0166212534059946, "quick_ratio": 1.0493188010899182, "fcf_to_ebitda": 0.8792235801581596, "capex_to_revenue": 0.03028589888547892, "working_capital_to_revenue": 0.30132450331125826, "capital_efficiency": 0.07533246288580356, "financial_health": -0.3899925921617321, "margin_quality": 0.10264900662251657, "growth_momentum": -0.10848185604082218, "company_age_years": 38.18480492813142, "ebitda": 1391000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 11.513076927921624, "revenue_cagr_3y": -0.01171601488248053, "revenue_cagr_5y": -0.01857806918590943, "earnings_cagr_3y": 0.025419155321439568, "quarterly_revenue_growth_yoy": 0.042375824939215004, "quarterly_earnings_growth_yoy": 0.1286549707602339, "revenue_growth_qoq": -0.09662853702588801, "gross_margin": 0.1696101299566811, "operating_margin": 0.06797734088637121, "net_margin": 0.06431189603465512, "roa_ttm": 0.046849264930153116, "roe_ttm": 0.1095890410958904, "debt_to_ebitda": 2.484254723582925, "net_debt_to_ebitda": 1.2813156053184045, "interest_coverage": 71.45, "debt_to_equity": 0.5065639269406392, "current_ratio": 1.7556539986010724, "quick_ratio": 0.8384238750291443, "fcf_to_ebitda": 0.9013296011196641, "capex_to_revenue": 0.029590531030070377, "working_capital_to_revenue": 0.25919705694177864, "capital_efficiency": 0.07821915301302176, "financial_health": -0.3507603148492772, "margin_quality": 0.10063312229256915, "growth_momentum": 0.08551539784972445, "company_age_years": 38.431211498973305, "ebitda": 1429000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 10.56917256462585, "revenue_cagr_3y": -0.007598128674380589, "revenue_cagr_5y": -0.03278334181559084, "earnings_cagr_3y": 0.0, "quarterly_revenue_growth_yoy": -0.011595111250391726, "quarterly_earnings_growth_yoy": 0.18579234972677597, "revenue_growth_qoq": 0.050983005664778404, "gross_margin": 0.16265060240963855, "operating_margin": 0.07450856055802156, "net_margin": 0.06880152187698162, "roa_ttm": 0.048650288140734, "roe_ttm": 0.11401762866079045, "debt_to_ebitda": 2.405442176870748, "net_debt_to_ebitda": 1.2523809523809524, "interest_coverage": 77.36842105263158, "debt_to_equity": 0.5027011657662781, "current_ratio": 1.7222979109900092, "quick_ratio": 0.7895095367847411, "fcf_to_ebitda": 0.7333333333333333, "capex_to_revenue": 0.028956445014839176, "working_capital_to_revenue": 0.255153605518569, "capital_efficiency": 0.08133395840076223, "financial_health": -0.34912693655125776, "margin_quality": 0.1019868949482139, "growth_momentum": 0.08709861923819212, "company_age_years": 38.680355920602324, "ebitda": 1470000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 11.599983408190225, "revenue_cagr_3y": -0.018866544246739725, "revenue_cagr_5y": -0.024475695890989413, "earnings_cagr_3y": 0.0075190793209780615, "quarterly_revenue_growth_yoy": 0.0294314381270903, "quarterly_earnings_growth_yoy": 0.21621621621621623, "revenue_growth_qoq": -0.024096385542168676, "gross_margin": 0.16049382716049382, "operating_margin": 0.07667316439246263, "net_margin": 0.07309941520467836, "roa_ttm": 0.05105505699733204, "roe_ttm": 0.11914532333380501, "debt_to_ebitda": 2.381770145310436, "net_debt_to_ebitda": 1.2780713342140027, "interest_coverage": 79.6842105263158, "debt_to_equity": 0.5102589500495259, "current_ratio": 1.7289719626168225, "quick_ratio": 0.7700022794620469, "fcf_to_ebitda": 0.6756935270805813, "capex_to_revenue": 0.028912783751493427, "working_capital_to_revenue": 0.25471923536439667, "capital_efficiency": 0.08510019016556852, "financial_health": -0.35842061195842123, "margin_quality": 0.10342213558587827, "growth_momentum": 0.12282382717165327, "company_age_years": 38.93223819301848, "ebitda": 1514000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 14.5624055013369, "revenue_cagr_3y": 0.028810297135482, "revenue_cagr_5y": -0.01707831436876084, "earnings_cagr_3y": 0.5632236647861943, "quarterly_revenue_growth_yoy": 0.007664111962679107, "quarterly_earnings_growth_yoy": -0.010362694300518135, "revenue_growth_qoq": -0.16831683168316833, "gross_margin": 0.16302910052910052, "operating_margin": 0.062169312169312166, "net_margin": 0.06316137566137567, "roa_ttm": 0.05233337394906787, "roe_ttm": 0.12393593997980089, "debt_to_ebitda": 2.3509358288770055, "net_debt_to_ebitda": 1.3709893048128343, "interest_coverage": 74.8, "debt_to_equity": 0.5074303852257972, "current_ratio": 1.8120591581342436, "quick_ratio": 0.8411831626848691, "fcf_to_ebitda": 0.696524064171123, "capex_to_revenue": 0.02854483400558486, "working_capital_to_revenue": 0.27683834936394663, "capital_efficiency": 0.08813465696443437, "financial_health": -0.3666086660382274, "margin_quality": 0.0961199294532628, "growth_momentum": -0.001349291168919514, "company_age_years": 39.43326488706366, "ebitda": 1496000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 12.634763369221027, "revenue_cagr_3y": 0.06920180185874925, "revenue_cagr_5y": 0.008781896094280928, "earnings_cagr_3y": 0.3274499227048049, "quarterly_revenue_growth_yoy": 0.08609486679662118, "quarterly_earnings_growth_yoy": 0.19555555555555557, "revenue_growth_qoq": -0.023656542056074766, "gross_margin": 0.1687107388573138, "operating_margin": 0.07807358659886329, "net_margin": 0.08046664672449895, "roa_ttm": 0.057682956479455386, "roe_ttm": 0.13652711840023019, "debt_to_ebitda": 2.2685243825205825, "net_debt_to_ebitda": 1.415452818239392, "interest_coverage": 60.73076923076923, "debt_to_equity": 0.5153215364695727, "current_ratio": 1.832989217710484, "quick_ratio": 0.8212892865336087, "fcf_to_ebitda": 0.5433818872704244, "capex_to_revenue": 0.02874804498398749, "working_capital_to_revenue": 0.2704252625307217, "capital_efficiency": 0.09710503743984278, "financial_health": -0.3820874757248851, "margin_quality": 0.10908365739355869, "growth_momentum": 0.14082521117608837, "company_age_years": 39.93429158110883, "ebitda": 1579000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 11.092673624678664, "revenue_cagr_3y": 0.020048074870552712, "revenue_cagr_5y": 0.007461161653422144, "earnings_cagr_3y": -0.056842123960353375, "quarterly_revenue_growth_yoy": 0.0704070407040704, "quarterly_earnings_growth_yoy": -0.12389380530973451, "revenue_growth_qoq": 0.16422375112174695, "gross_margin": 0.16521068859198357, "operating_margin": 0.08093525179856115, "net_margin": 0.050873586844809866, "roa_ttm": 0.054697707566219264, "roe_ttm": 0.12784564131038312, "debt_to_ebitda": 2.3059125964010283, "net_debt_to_ebitda": 1.3798200514138816, "interest_coverage": 59.84615384615385, "debt_to_equity": 0.4980566352026652, "current_ratio": 1.7639963586709149, "quick_ratio": 0.8375056895766955, "fcf_to_ebitda": 0.5552699228791774, "capex_to_revenue": 0.029379522034641527, "working_capital_to_revenue": 0.2453409340057005, "capital_efficiency": 0.0912716744383012, "financial_health": -0.36292059768830176, "margin_quality": 0.09900650907845153, "growth_momentum": -0.026743382302832054, "company_age_years": 40.186173853524984, "ebitda": 1556000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 9.53498937300744, "revenue_cagr_3y": 0.003355729847985822, "revenue_cagr_5y": 0.01694622536846868, "earnings_cagr_3y": 0.3263524026321307, "quarterly_revenue_growth_yoy": -0.025787965616045846, "quarterly_earnings_growth_yoy": -0.14743589743589744, "revenue_growth_qoq": -0.035734543391945546, "gross_margin": 0.21588235294117647, "operating_margin": 0.12764705882352942, "net_margin": 0.07823529411764706, "roa_ttm": 0.07339136371394436, "roe_ttm": 0.2667493796526055, "debt_to_ebitda": 1.9585547290116896, "net_debt_to_ebitda": 1.053134962805526, "interest_coverage": 52.27777777777778, "debt_to_equity": 1.1433002481389578, "current_ratio": 1.925503943908852, "quick_ratio": 1.6801051709027168, "fcf_to_ebitda": 0.7056323060573858, "capex_to_revenue": 0.03125, "working_capital_to_revenue": 0.14732142857142858, "capital_efficiency": 0.17007037168327493, "financial_health": -0.6461459687266139, "margin_quality": 0.14058823529411765, "growth_momentum": -0.08661193152597164, "company_age_years": 5.27583846680356, "ebitda": 941000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 10.339682041216879, "revenue_cagr_3y": 0.026478005571690444, "revenue_cagr_5y": 0.019150309327415016, "earnings_cagr_3y": 0.09757654410427974, "quarterly_revenue_growth_yoy": -0.02212138400453772, "quarterly_earnings_growth_yoy": -0.125, "revenue_growth_qoq": -0.10301768990634755, "gross_margin": 0.1687935034802784, "operating_margin": 0.09396751740139211, "net_margin": 0.06902552204176333, "roa_ttm": 0.08918832210458774, "roe_ttm": 0.33943833943833945, "debt_to_ebitda": 1.8184494602551522, "net_debt_to_ebitda": 1.2217860647693817, "interest_coverage": 56.611111111111114, "debt_to_equity": 1.1312576312576312, "current_ratio": 1.6205813040062844, "quick_ratio": 1.4399057344854673, "fcf_to_ebitda": 0.549558390578999, "capex_to_revenue": 0.04353393085787452, "working_capital_to_revenue": 0.11239152084222506, "capital_efficiency": 0.21431333077146358, "financial_health": -0.683911105470297, "margin_quality": 0.11059551430781128, "growth_momentum": -0.07356069200226886, "company_age_years": 6.026009582477755, "ebitda": 1019000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 11.844915750915751, "revenue_cagr_3y": 0.06077508673541132, "revenue_cagr_5y": 0.03709302020171923, "earnings_cagr_3y": 0.21488484703527377, "quarterly_revenue_growth_yoy": 0.08700696055684455, "quarterly_earnings_growth_yoy": 0.31092436974789917, "revenue_growth_qoq": -0.061122244488977955, "gross_margin": 0.2022411953041622, "operating_margin": 0.09978655282817503, "net_margin": 0.0832443970117396, "roa_ttm": 0.0809284818067754, "roe_ttm": 0.30034924330616997, "debt_to_ebitda": 1.7536630036630036, "net_debt_to_ebitda": 1.27014652014652, "interest_coverage": 72.8, "debt_to_equity": 1.1146682188591386, "current_ratio": 1.5105946684894054, "quick_ratio": 1.3820915926179085, "fcf_to_ebitda": 0.4001831501831502, "capex_to_revenue": 0.05256224476353576, "working_capital_to_revenue": 0.09840600711368726, "capital_efficiency": 0.1906388625564727, "financial_health": -0.6622418469727135, "margin_quality": 0.12842404838135893, "growth_momentum": 0.19896566515237185, "company_age_years": 7.025325119780972, "ebitda": 1092000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 10.656756164383562, "revenue_cagr_3y": 0.08775928421850732, "revenue_cagr_5y": 0.04943196454058718, "earnings_cagr_3y": -0.012691726788869095, "quarterly_revenue_growth_yoy": 0.08316831683168317, "quarterly_earnings_growth_yoy": -0.46443514644351463, "revenue_growth_qoq": 0.051923076923076926, "gross_margin": 0.16179159049360145, "operating_margin": 0.07769652650822668, "net_margin": 0.05850091407678245, "roa_ttm": 0.0950207468879668, "roe_ttm": 0.42199017199017197, "debt_to_ebitda": 2.1360730593607307, "net_debt_to_ebitda": 2.1095890410958904, "interest_coverage": 60.833333333333336, "debt_to_equity": 1.4367321867321867, "current_ratio": 1.1161934805467928, "quick_ratio": 1.0499474237644584, "fcf_to_ebitda": 0.0018264840182648401, "capex_to_revenue": 0.0608187134502924, "working_capital_to_revenue": 0.02584795321637427, "capital_efficiency": 0.2585054594390694, "financial_health": -1.0389864779906275, "margin_quality": 0.09932967702620353, "growth_momentum": -0.19063341480591572, "company_age_years": 8.27378507871321, "ebitda": 1095000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 10.868143569292124, "revenue_cagr_3y": 0.09653978982473199, "revenue_cagr_5y": 0.05263401897069442, "earnings_cagr_3y": 0.12904776239529592, "quarterly_revenue_growth_yoy": 0.06529044647143543, "quarterly_earnings_growth_yoy": -0.32751091703056767, "revenue_growth_qoq": 0.01416819012797075, "gross_margin": 0.1879224876070302, "operating_margin": 0.09373591707976565, "net_margin": 0.0694006309148265, "roa_ttm": 0.08518930957683742, "roe_ttm": 0.3589442815249267, "debt_to_ebitda": 2.2003988035892323, "net_debt_to_ebitda": 2.168494516450648, "interest_coverage": 55.72222222222222, "debt_to_equity": 1.2944281524926686, "current_ratio": 1.0384615384615385, "quick_ratio": 0.9671794871794872, "fcf_to_ebitda": 0.4576271186440678, "capex_to_revenue": 0.059751323969606265, "working_capital_to_revenue": 0.008634584388671426, "capital_efficiency": 0.22206679555088205, "financial_health": -0.9040500558425696, "margin_quality": 0.11701967853387413, "growth_momentum": -0.1311102352795661, "company_age_years": 8.525667351129364, "ebitda": 1003000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 12.287567346938776, "revenue_cagr_3y": 0.07863532708485099, "revenue_cagr_5y": 0.0459215657478671, "earnings_cagr_3y": -0.08888468367454905, "quarterly_revenue_growth_yoy": 0.09686221009549795, "quarterly_earnings_growth_yoy": -0.2971698113207547, "revenue_growth_qoq": 0.08697611536728256, "gross_margin": 0.1791044776119403, "operating_margin": 0.08623548922056384, "net_margin": 0.061774461028192375, "roa_ttm": 0.07808277627648984, "roe_ttm": 0.34571788413098237, "debt_to_ebitda": 1.9448979591836735, "net_debt_to_ebitda": 1.8683673469387756, "interest_coverage": 54.44444444444444, "debt_to_equity": 1.2002518891687657, "current_ratio": 0.9444444444444444, "quick_ratio": 0.8724867724867725, "fcf_to_ebitda": 0.373469387755102, "capex_to_revenue": 0.059557253624002694, "working_capital_to_revenue": -0.011799078548151478, "capital_efficiency": 0.2119003302037361, "financial_health": -0.7991566316424529, "margin_quality": 0.10903814262023219, "growth_momentum": -0.10015380061262838, "company_age_years": 8.777549623545516, "ebitda": 980000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 10.482849413886385, "revenue_cagr_3y": 0.11197342112491127, "revenue_cagr_5y": 0.06649081586207273, "earnings_cagr_3y": 0.3486186489960914, "quarterly_revenue_growth_yoy": 0.04695717505634861, "quarterly_earnings_growth_yoy": -0.2696629213483146, "revenue_growth_qoq": 0.04225878833208676, "gross_margin": 0.13957660566917832, "operating_margin": 0.054180121994976675, "net_margin": 0.04664513814137065, "roa_ttm": 0.04788654572244221, "roe_ttm": 0.1426220515633571, "debt_to_ebitda": 2.5969341749323713, "net_debt_to_ebitda": 2.314697926059513, "interest_coverage": 46.208333333333336, "debt_to_equity": 0.7899067471201316, "current_ratio": 0.9624188588998975, "quick_ratio": 0.8975059788179023, "fcf_to_ebitda": 0.32642019837691616, "capex_to_revenue": 0.026883200293604918, "working_capital_to_revenue": -0.010092669052206625, "capital_efficiency": 0.09525429864289967, "financial_health": -0.6283345129513062, "margin_quality": 0.08013395526850854, "growth_momentum": -0.111352873145983, "company_age_years": 12.27378507871321, "ebitda": 1109000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 10.498034120214243, "revenue_cagr_3y": 0.0238426708302788, "revenue_cagr_5y": 0.027616497955840646, "earnings_cagr_3y": 0.029345766864147693, "quarterly_revenue_growth_yoy": 0.031551835157759174, "quarterly_earnings_growth_yoy": 0.1023391812865497, "revenue_growth_qoq": -0.10190606702379469, "gross_margin": 0.4553336107643224, "operating_margin": 0.12643917325565265, "net_margin": 0.07844361215147733, "roa_ttm": 0.1263531454248366, "roe_ttm": 2.0142450142450143, "debt_to_ebitda": 1.531243800833168, "net_debt_to_ebitda": 1.1457052172188058, "interest_coverage": 108.40860215053763, "debt_to_equity": 6.283272283272283, "current_ratio": 1.25355919985583, "quick_ratio": 1.25355919985583, "fcf_to_ebitda": 0.48680817298155127, "capex_to_revenue": 0.04151078157948439, "working_capital_to_revenue": 0.047853887490646896, "capital_efficiency": 1.0702990798349254, "financial_health": -4.609348533751108, "margin_quality": 0.2200721320571508, "growth_momentum": 0.06694550822215443, "company_age_years": 16.38877481177276, "ebitda": 10082000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 10.507627450980392, "revenue_cagr_3y": 0.026956181439042437, "revenue_cagr_5y": 0.020909826243479257, "earnings_cagr_3y": 0.05817472441989335, "quarterly_revenue_growth_yoy": 0.037885775097552324, "quarterly_earnings_growth_yoy": 0.03170731707317073, "revenue_growth_qoq": 0.014634484671937856, "gross_margin": 0.21416364754938821, "operating_margin": 0.13931232483423336, "net_margin": 0.08674550550276848, "roa_ttm": 0.13010250658598294, "roe_ttm": 1.8994668697638994, "debt_to_ebitda": 1.4084313725490196, "net_debt_to_ebitda": 1.108529411764706, "interest_coverage": 108.51063829787235, "debt_to_equity": 5.47067783701447, "current_ratio": 1.317438008232105, "quick_ratio": 1.317438008232105, "fcf_to_ebitda": 0.5392156862745098, "capex_to_revenue": 0.04017661532239038, "working_capital_to_revenue": 0.05328794364488186, "capital_efficiency": 1.0147846881749412, "financial_health": -4.3185362426075615, "margin_quality": 0.1467404926287967, "growth_momentum": 0.03479654608536153, "company_age_years": 16.637919233401778, "ebitda": 10200000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 10.61152720889409, "revenue_cagr_3y": 0.03162960416880045, "revenue_cagr_5y": 0.024295512934263686, "earnings_cagr_3y": 0.050023529597823746, "quarterly_revenue_growth_yoy": 0.04270562618529185, "quarterly_earnings_growth_yoy": 0.010342084327764518, "revenue_growth_qoq": 0.014765192426003144, "gross_margin": 0.2052542943752105, "operating_margin": 0.13142472212866285, "net_margin": 0.0855506904681711, "roa_ttm": 0.1304313807313129, "roe_ttm": 1.8231862923806053, "debt_to_ebitda": 1.4946362395162864, "net_debt_to_ebitda": 1.1729081334113516, "interest_coverage": 183.10714285714286, "debt_to_equity": 5.587313160772877, "current_ratio": 1.1803655064744236, "quick_ratio": 1.1803655064744236, "fcf_to_ebitda": 0.371562317144529, "capex_to_revenue": 0.04283855469922931, "working_capital_to_revenue": 0.03276281987121743, "capital_efficiency": 0.9768088365559591, "financial_health": -4.108635943830962, "margin_quality": 0.14074323565734814, "growth_momentum": 0.026523855256528183, "company_age_years": 16.889801505817932, "ebitda": 10254000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 11.19342171844955, "revenue_cagr_3y": 0.07067809879188514, "revenue_cagr_5y": 0.0501155165637579, "earnings_cagr_3y": 0.09443920307568465, "quarterly_revenue_growth_yoy": 0.12197514715500327, "quarterly_earnings_growth_yoy": 0.1614853195164076, "revenue_growth_qoq": -0.09591567852437417, "gross_margin": 0.16461672981638006, "operating_margin": 0.09105217137860681, "net_margin": 0.07840279801807053, "roa_ttm": 0.11433969053616409, "roe_ttm": 3.6974545454545455, "debt_to_ebitda": 2.337010424046149, "net_debt_to_ebitda": 1.9783422730492866, "interest_coverage": 68.1448275862069, "debt_to_equity": 16.79418181818182, "current_ratio": 1.2216342272849583, "quick_ratio": 1.9296797919095883, "fcf_to_ebitda": -0.05252504807205748, "capex_to_revenue": 0.08540017590149517, "working_capital_to_revenue": 0.0362210495455878, "capital_efficiency": 1.9058971179953548, "financial_health": -14.763204161078216, "margin_quality": 0.11135723307101913, "growth_momentum": 0.14173023333570545, "company_age_years": 18.38740588637919, "ebitda": 9881000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 11.426506644689399, "revenue_cagr_3y": 0.0743001885224901, "revenue_cagr_5y": 0.052874547946869965, "earnings_cagr_3y": 0.0648140691441601, "quarterly_revenue_growth_yoy": 0.09773869346733668, "quarterly_earnings_growth_yoy": 0.07297687861271676, "revenue_growth_qoq": 0.018711745846691927, "gross_margin": 0.17767223620965897, "operating_margin": 0.10259784847791256, "net_margin": 0.0849736781872282, "roa_ttm": 0.114654047719081, "roe_ttm": 2.2007640067911716, "debt_to_ebitda": 2.339651797671783, "net_debt_to_ebitda": 1.9055320902441537, "interest_coverage": 68.84397163120568, "debt_to_equity": 9.639643463497453, "current_ratio": 1.1110755185392809, "quick_ratio": 1.725314326899976, "fcf_to_ebitda": -0.0009271659627073246, "capex_to_revenue": 0.08694966750745242, "working_capital_to_revenue": 0.019877894978216005, "capital_efficiency": 1.1577090272551263, "financial_health": -8.446715459893957, "margin_quality": 0.12174792095826659, "growth_momentum": 0.08535778604002672, "company_age_years": 18.636550308008214, "ebitda": 9707000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 9.667191614877112, "revenue_cagr_3y": 0.06601240768725125, "revenue_cagr_5y": 0.09707508077961391, "earnings_cagr_3y": 0.11607310983423091, "quarterly_revenue_growth_yoy": 0.007147512505351004, "quarterly_earnings_growth_yoy": 0.05837397784345367, "revenue_growth_qoq": 0.021759300697008623, "gross_margin": 0.18467565074968462, "operating_margin": 0.11899519745344737, "net_margin": 0.0720196913662119, "roa_ttm": 0.11748305476016253, "roe_ttm": 0.32855334555566496, "debt_to_ebitda": 1.897898697452039, "net_debt_to_ebitda": 1.89262483264528, "interest_coverage": 241.2326857142857, "debt_to_equity": 1.5403744524559504, "current_ratio": 1.6140863270706984, "quick_ratio": 1.5705283640454757, "fcf_to_ebitda": 0.1404083597295036, "capex_to_revenue": 0.11718866916433164, "working_capital_to_revenue": 0.05283915724978449, "capital_efficiency": 0.22301820015791374, "financial_health": -0.7713570844795783, "margin_quality": 0.12523017985644797, "growth_momentum": 0.032760745174402334, "company_age_years": 25.765913757700204, "ebitda": 1055393000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 9.821956565215896, "revenue_cagr_3y": 0.057792954030404076, "revenue_cagr_5y": 0.08842225043395469, "earnings_cagr_3y": 0.10920137932516316, "quarterly_revenue_growth_yoy": 0.06147287144662473, "quarterly_earnings_growth_yoy": 0.08882652395248662, "revenue_growth_qoq": -0.0569414841935454, "gross_margin": 0.18187402205255143, "operating_margin": 0.10982447969270863, "net_margin": 0.06547865130907587, "roa_ttm": 0.11916991801270796, "roe_ttm": 0.33854892386165714, "debt_to_ebitda": 0.8942445701868866, "net_debt_to_ebitda": 0.888670808539613, "interest_coverage": 166.87938528407327, "debt_to_equity": 0.7475009330679273, "current_ratio": 1.4055817493637144, "quick_ratio": 1.4055817493637144, "fcf_to_ebitda": 0.2054915319193665, "capex_to_revenue": 0.1118116790186639, "working_capital_to_revenue": 0.03752713833164069, "capital_efficiency": 0.22885942093718253, "financial_health": -0.7458609135256383, "margin_quality": 0.11905905101811198, "growth_momentum": 0.07514969769955568, "company_age_years": 26.015058179329227, "ebitda": 1075037000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 9.367958540244585, "revenue_cagr_3y": 0.05309441764939882, "revenue_cagr_5y": 0.0703043439511426, "earnings_cagr_3y": 0.061899343754767244, "quarterly_revenue_growth_yoy": 0.048747465026620876, "quarterly_earnings_growth_yoy": 0.015393689747531886, "revenue_growth_qoq": 0.05646191041870542, "gross_margin": 0.1772708303148061, "operating_margin": 0.10884778325550176, "net_margin": 0.0650212442400308, "roa_ttm": 0.11819041890384609, "roe_ttm": 0.31679359153270387, "debt_to_ebitda": 0.8835354927763291, "net_debt_to_ebitda": 0.8731304172917832, "interest_coverage": 168.81588785046728, "debt_to_equity": 0.6941834460010512, "current_ratio": 1.496262094819039, "quick_ratio": 1.496262094819039, "fcf_to_ebitda": 0.18357756703739997, "capex_to_revenue": 0.10941914241408025, "working_capital_to_revenue": 0.043187109555021246, "capital_efficiency": 0.21749200521827497, "financial_health": -0.6911334352366255, "margin_quality": 0.1170466192701129, "growth_momentum": 0.03207057738707638, "company_age_years": 26.26420260095825, "ebitda": 1083798000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 9.405415294568487, "revenue_cagr_3y": 0.055963684629035004, "revenue_cagr_5y": 0.07616732129396775, "earnings_cagr_3y": 0.06940728096631066, "quarterly_revenue_growth_yoy": 0.06565735514915279, "quarterly_earnings_growth_yoy": -0.04962697261570797, "revenue_growth_qoq": 0.04683082501458181, "gross_margin": 0.18023977632390684, "operating_margin": 0.10822821160269457, "net_margin": 0.06472328245967993, "roa_ttm": 0.1156245827741278, "roe_ttm": 0.3113741198180903, "debt_to_ebitda": 0.8756338560064729, "net_debt_to_ebitda": 0.8705481619219674, "interest_coverage": 166.18797224363917, "debt_to_equity": 0.6813281225746038, "current_ratio": 1.4020271451039785, "quick_ratio": 1.4020271434396558, "fcf_to_ebitda": 0.1837660487933423, "capex_to_revenue": 0.10259004382679215, "working_capital_to_revenue": 0.037419145362062096, "capital_efficiency": 0.21349935129610906, "financial_health": -0.6798586832135753, "margin_quality": 0.11773042346209377, "growth_momentum": 0.00801519126672241, "company_age_years": 26.5160848733744, "ebitda": 1077729000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 11.887815446318635, "revenue_cagr_3y": 0.05294553353139286, "revenue_cagr_5y": 0.07390641105580209, "earnings_cagr_3y": 0.08567494687574584, "quarterly_revenue_growth_yoy": 0.061718737951221916, "quarterly_earnings_growth_yoy": 0.006946764315388239, "revenue_growth_qoq": 0.017982928550346344, "gross_margin": 0.18394398342418808, "operating_margin": 0.11293085315927026, "net_margin": 0.06830433767057782, "roa_ttm": 0.11284704992546334, "roe_ttm": 0.30556673297686593, "debt_to_ebitda": 1.822052630655246, "net_debt_to_ebitda": 1.8161621871769933, "interest_coverage": 182.04153354632587, "debt_to_equity": 1.3949582090164427, "current_ratio": 1.6500172734473963, "quick_ratio": 1.617604260085774, "fcf_to_ebitda": 0.19925438827416564, "capex_to_revenue": 0.09738906154397427, "working_capital_to_revenue": 0.05683004042890055, "capital_efficiency": 0.20920689145116464, "financial_health": -0.6958136513911053, "margin_quality": 0.12172639141801206, "growth_momentum": 0.03433275113330508, "company_age_years": 26.767967145790553, "ebitda": 1082601000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 10.502082276388963, "revenue_cagr_3y": 0.050104457719406525, "revenue_cagr_5y": 0.0691994868271204, "earnings_cagr_3y": 0.14362401666322544, "quarterly_revenue_growth_yoy": 0.06570629392586701, "quarterly_earnings_growth_yoy": 0.026014505784331354, "revenue_growth_qoq": -0.053399586999190035, "gross_margin": 0.16546768330634598, "operating_margin": 0.09169706069024612, "net_margin": 0.06303992614589868, "roa_ttm": 0.11529136867622623, "roe_ttm": 0.3167644834124466, "debt_to_ebitda": 0.8900880857204123, "net_debt_to_ebitda": 0.8786070713909154, "interest_coverage": 156.65791403843332, "debt_to_equity": 0.692678099590904, "current_ratio": 1.5231081369080601, "quick_ratio": 1.5231081369080601, "fcf_to_ebitda": 0.23827341875035699, "capex_to_revenue": 0.0872036184410685, "working_capital_to_revenue": 0.0460968117784133, "capital_efficiency": 0.21602792604433643, "financial_health": -0.6894261856667661, "margin_quality": 0.10673489004749692, "growth_momentum": 0.04586039985509918, "company_age_years": 27.014373716632445, "ebitda": 1067937000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 11.343044144948486, "revenue_cagr_3y": 0.03716003449616867, "revenue_cagr_5y": 0.06589997084004429, "earnings_cagr_3y": 0.015672496972930272, "quarterly_revenue_growth_yoy": 0.0692799992074431, "quarterly_earnings_growth_yoy": -0.06801192256049367, "revenue_growth_qoq": 0.06000461588133257, "gross_margin": 0.17012881352006323, "operating_margin": 0.09474409568508003, "net_margin": 0.05667273722215627, "roa_ttm": 0.11315743087914351, "roe_ttm": 0.3037192739186245, "debt_to_ebitda": 1.7821880211064345, "net_debt_to_ebitda": 1.775315675353939, "interest_coverage": 143.16853780603273, "debt_to_equity": 1.3400013212845443, "current_ratio": 1.4937723239246692, "quick_ratio": 1.4937723222801813, "fcf_to_ebitda": 0.3399978270009306, "capex_to_revenue": 0.06849839105622896, "working_capital_to_revenue": 0.04436585983556828, "capital_efficiency": 0.20843835239888403, "financial_health": -0.6680754979668201, "margin_quality": 0.10718188214243318, "growth_momentum": 0.0006340383234747157, "company_age_years": 27.263518138261464, "ebitda": 1058445000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 12.769937994924037, "revenue_cagr_3y": 0.11678324929657591, "revenue_cagr_5y": 0.09005197740892945, "earnings_cagr_3y": 0.04424992975502917, "quarterly_revenue_growth_yoy": 0.19878437656984574, "quarterly_earnings_growth_yoy": 0.3060716242466504, "revenue_growth_qoq": 0.03306783878838369, "gross_margin": 0.1639304720874665, "operating_margin": 0.07905292882484975, "net_margin": 0.059332235174860616, "roa_ttm": 0.1665111779283224, "roe_ttm": 0.37788105036196673, "debt_to_ebitda": 0.9477941541362711, "net_debt_to_ebitda": 0.9410708082548189, "interest_coverage": 113.28742094167252, "debt_to_equity": 0.5140609965115464, "current_ratio": 1.10705556380189, "quick_ratio": 1.10705556380189, "fcf_to_ebitda": 0.11466995611703071, "capex_to_revenue": 0.1055613288554193, "working_capital_to_revenue": 0.015665378574552153, "capital_efficiency": 0.27219611414514455, "financial_health": -0.3929296718277705, "margin_quality": 0.10077187869572563, "growth_momentum": 0.2524280004082481, "company_age_years": 28.514715947980836, "ebitda": 1128456000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 10.078048471691476, "revenue_cagr_3y": 0.12658923790157162, "revenue_cagr_5y": 0.09471484268135155, "earnings_cagr_3y": -0.08757446527086954, "quarterly_revenue_growth_yoy": 0.16465108332998352, "quarterly_earnings_growth_yoy": -0.7698432678357777, "revenue_growth_qoq": 0.04891119397581638, "gross_margin": 0.12933366467602192, "operating_margin": 0.05295399772719624, "net_margin": 0.0382601575085791, "roa_ttm": 0.09615454488498515, "roe_ttm": 0.23298216794265114, "debt_to_ebitda": 1.0286151116649076, "net_debt_to_ebitda": 1.0218120069427474, "interest_coverage": 97.49842904520858, "debt_to_equity": 0.5468319926296193, "current_ratio": 1.111386270397856, "quick_ratio": 1.0951352758313688, "fcf_to_ebitda": 0.08252434571587908, "capex_to_revenue": 0.11557336764298584, "working_capital_to_revenue": 0.017485223811746987, "capital_efficiency": 0.16456835641381815, "financial_health": -0.42603417011186206, "margin_quality": 0.07351593997059909, "growth_momentum": -0.3025960922528971, "company_age_years": 28.76659822039699, "ebitda": 1117137000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 11.15917745984513, "revenue_cagr_3y": 0.10980761089380064, "revenue_cagr_5y": 0.08233228785207092, "earnings_cagr_3y": 0.06113295788584838, "quarterly_revenue_growth_yoy": 0.07256890175516939, "quarterly_earnings_growth_yoy": 0.012349545462240355, "revenue_growth_qoq": -0.09846011936965506, "gross_margin": 0.1633578624319077, "operating_margin": 0.08029901987292469, "net_margin": 0.05723557362151235, "roa_ttm": 0.09222881289239515, "roe_ttm": 0.22282059240463134, "debt_to_ebitda": 1.1703249364439388, "net_debt_to_ebitda": 1.1240064113337662, "interest_coverage": 86.74119542699302, "debt_to_equity": 0.6003592036170842, "current_ratio": 1.444238557001457, "quick_ratio": 1.444238557001457, "fcf_to_ebitda": 0.02632821995262265, "capex_to_revenue": 0.11959449335423725, "working_capital_to_revenue": 0.05048778838809646, "capital_efficiency": 0.15752470264851326, "financial_health": -0.5730541756825961, "margin_quality": 0.10029748530878158, "growth_momentum": 0.042459223608704875, "company_age_years": 29.013004791238878, "ebitda": 1130498000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 10.03662906651264, "revenue_cagr_3y": 0.11878963484169103, "revenue_cagr_5y": 0.07879328844959477, "earnings_cagr_3y": 0.08365982949333772, "quarterly_revenue_growth_yoy": 0.05732512960331964, "quarterly_earnings_growth_yoy": -0.1188180835069765, "revenue_growth_qoq": 0.08232091181823359, "gross_margin": 0.17600094090722382, "operating_margin": 0.08537716098047131, "net_margin": 0.05908658601452835, "roa_ttm": 0.0872620873279455, "roe_ttm": 0.22152043968312543, "debt_to_ebitda": 1.2561807437686052, "net_debt_to_ebitda": 1.2500715333007508, "interest_coverage": 76.22773149088938, "debt_to_equity": 0.6620174809258972, "current_ratio": 1.3041312379771686, "quick_ratio": 1.3041312379771686, "fcf_to_ebitda": 0.023487803794375085, "capex_to_revenue": 0.12828617045671095, "working_capital_to_revenue": 0.036360683491919475, "capital_efficiency": 0.15439126350553548, "financial_health": -0.6413145051905146, "margin_quality": 0.1068215626340745, "growth_momentum": -0.030746476951828427, "company_age_years": 29.2621492128679, "ebitda": 1125350000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 11.593653120427406, "revenue_cagr_3y": 0.11817470011131515, "revenue_cagr_5y": 0.08101139456096851, "earnings_cagr_3y": 0.026653617923642292, "quarterly_revenue_growth_yoy": 0.06964557236985013, "quarterly_earnings_growth_yoy": -0.09686522767142094, "revenue_growth_qoq": 0.04510562435251832, "gross_margin": 0.15689396952184323, "operating_margin": 0.07101782828325563, "net_margin": 0.05009603750116345, "roa_ttm": 0.08546160405485212, "roe_ttm": 0.20676358230005817, "debt_to_ebitda": 1.175081630264833, "net_debt_to_ebitda": 1.1089749737577725, "interest_coverage": 91.97434652423728, "debt_to_equity": 0.5998701902454033, "current_ratio": 1.2869070830046585, "quick_ratio": 1.2869070820744468, "fcf_to_ebitda": 0.18117387444380995, "capex_to_revenue": 0.11534925697260731, "working_capital_to_revenue": 0.034145870549651625, "capital_efficiency": 0.14611259317745515, "financial_health": -0.5669666451220413, "margin_quality": 0.09266927843542076, "growth_momentum": -0.01360982765078541, "company_age_years": 29.51403148528405, "ebitda": 1136527000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 11.227105506979697, "revenue_cagr_3y": 0.12497345162030116, "revenue_cagr_5y": 0.08769185769520682, "earnings_cagr_3y": 0.07164406782069355, "quarterly_revenue_growth_yoy": 0.05715704521705966, "quarterly_earnings_growth_yoy": 0.6314204846584951, "revenue_growth_qoq": 0.036664748737128015, "gross_margin": 0.16161175485844112, "operating_margin": 0.08369304781451262, "net_margin": 0.05904364445013984, "roa_ttm": 0.0943764903980256, "roe_ttm": 0.22775182849447448, "debt_to_ebitda": 1.0853761650376927, "net_debt_to_ebitda": 1.0570297491585163, "interest_coverage": 96.64402003757044, "debt_to_equity": 0.5911437392287439, "current_ratio": 1.4301483153530816, "quick_ratio": 1.4097711259106787, "fcf_to_ebitda": 0.1978029098000849, "capex_to_revenue": 0.0931905128246813, "working_capital_to_revenue": 0.0486110754995741, "capital_efficiency": 0.16106415944625005, "financial_health": -0.5651610960053833, "margin_quality": 0.10144948237436452, "growth_momentum": 0.3442887649377774, "company_age_years": 29.765913757700204, "ebitda": 1234724000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 11.396141380019651, "revenue_cagr_3y": 0.07503873122016391, "revenue_cagr_5y": 0.06857975084335854, "earnings_cagr_3y": 0.07534073278125852, "quarterly_revenue_growth_yoy": -0.05132277495117496, "quarterly_earnings_growth_yoy": -0.08931177179289547, "revenue_growth_qoq": -0.0593000079795653, "gross_margin": 0.16377116975278866, "operating_margin": 0.08164858524972117, "net_margin": 0.05672051242255565, "roa_ttm": 0.08816176512955846, "roe_ttm": 0.20478885480978884, "debt_to_ebitda": 1.1102170166419583, "net_debt_to_ebitda": 0.8851330365038038, "interest_coverage": 95.19652051802153, "debt_to_equity": 0.5666281725734396, "current_ratio": 1.5913522657265717, "quick_ratio": 1.591352264696368, "fcf_to_ebitda": 0.4018450635085709, "capex_to_revenue": 0.06940113514787592, "working_capital_to_revenue": 0.0621202673222817, "capital_efficiency": 0.14647530996967364, "financial_health": -0.49722220748571677, "margin_quality": 0.10071342247502184, "growth_momentum": -0.07031727337203522, "company_age_years": 30.26420260095825, "ebitda": 1220229000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 11.778450066033813, "revenue_cagr_3y": 0.10283896546671545, "revenue_cagr_5y": 0.09279923230848941, "earnings_cagr_3y": 0.07725955141015328, "quarterly_revenue_growth_yoy": 0.046056962507298, "quarterly_earnings_growth_yoy": 0.05984291867240942, "revenue_growth_qoq": 0.15238353577342742, "gross_margin": 0.14612037987108714, "operating_margin": 0.0709813417306937, "net_margin": 0.050756251812419946, "roa_ttm": 0.08594889620495506, "roe_ttm": 0.19968610096228065, "debt_to_ebitda": 1.094201752956523, "net_debt_to_ebitda": 0.8359450942431, "interest_coverage": 103.69558638083228, "debt_to_equity": 0.5425906479956775, "current_ratio": 1.57801871970919, "quick_ratio": 1.5780187187963006, "fcf_to_ebitda": 0.30827048162930426, "capex_to_revenue": 0.07396394040374384, "working_capital_to_revenue": 0.06772472001749874, "capital_efficiency": 0.14281749858361786, "financial_health": -0.4688557849550218, "margin_quality": 0.08928599113806694, "growth_momentum": 0.05294994058985371, "company_age_years": 30.5160848733744, "ebitda": 1233459000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 14.406773566651632, "revenue_cagr_3y": 0.10352860752919457, "revenue_cagr_5y": 0.11361157609956152, "earnings_cagr_3y": 0.07460570527024912, "quarterly_revenue_growth_yoy": 0.14789510466822106, "quarterly_earnings_growth_yoy": 0.3984585153671519, "revenue_growth_qoq": -0.043651640164637434, "gross_margin": 0.15095817694103736, "operating_margin": 0.07931252193820902, "net_margin": 0.05599604911714345, "roa_ttm": 0.08889210181536837, "roe_ttm": 0.2012467735903538, "debt_to_ebitda": 1.0362618253017464, "net_debt_to_ebitda": 0.6113386114784672, "interest_coverage": 108.22862608117099, "debt_to_equity": 0.4954067976309171, "current_ratio": 1.8278455075445816, "quick_ratio": 1.8278455075445816, "fcf_to_ebitda": 0.4286716548544924, "capex_to_revenue": 0.06822869736874163, "working_capital_to_revenue": 0.09681260995576754, "capital_efficiency": 0.1450694377028611, "financial_health": -0.3883738670970796, "margin_quality": 0.09542224933212995, "growth_momentum": 0.27317681001768646, "company_age_years": 31.014373716632445, "ebitda": 1301341000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 13.214061681739308, "revenue_cagr_3y": 0.1078419251884124, "revenue_cagr_5y": 0.12484848460482656, "earnings_cagr_3y": 0.04318912821762022, "quarterly_revenue_growth_yoy": 0.3555213455799453, "quarterly_earnings_growth_yoy": 0.4146658120922283, "revenue_growth_qoq": 0.11084968808115962, "gross_margin": 0.1507562655370534, "operating_margin": 0.08305201882841591, "net_margin": 0.05919535684936923, "roa_ttm": 0.09461232369831771, "roe_ttm": 0.2137424134378077, "debt_to_ebitda": 0.9864102901196055, "net_debt_to_ebitda": 0.5717331129151635, "interest_coverage": 114.17008043784725, "debt_to_equity": 0.4851923596334156, "current_ratio": 1.7985834713905997, "quick_ratio": 1.7985834705765027, "fcf_to_ebitda": 0.3259017255517778, "capex_to_revenue": 0.06547294725918425, "working_capital_to_revenue": 0.09136369165406037, "capital_efficiency": 0.1541773685680627, "financial_health": -0.37539894762631437, "margin_quality": 0.09766788040494617, "growth_momentum": 0.3850935788360868, "company_age_years": 31.263518138261464, "ebitda": 1376777000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 12.532303829625825, "revenue_cagr_3y": 0.12482042369301949, "revenue_cagr_5y": 0.13215980853790654, "earnings_cagr_3y": 0.1508204373268951, "quarterly_revenue_growth_yoy": 0.27190404295531323, "quarterly_earnings_growth_yoy": 0.5923136992414101, "revenue_growth_qoq": 0.0812970839336123, "gross_margin": 0.15511388280126126, "operating_margin": 0.08707324952970162, "net_margin": 0.0635424311532772, "roa_ttm": 0.1032679838911501, "roe_ttm": 0.23016821411607855, "debt_to_ebitda": 0.8771686375775918, "net_debt_to_ebitda": 0.5197285697605277, "interest_coverage": 123.70652083159389, "debt_to_equity": 0.4447435313055655, "current_ratio": 1.3773013576938722, "quick_ratio": 1.3773013570858317, "fcf_to_ebitda": 0.290365427875864, "capex_to_revenue": 0.06586906124761514, "working_capital_to_revenue": 0.05438872158894443, "capital_efficiency": 0.16671809900361434, "financial_health": -0.24203356715491653, "margin_quality": 0.1019098544947467, "growth_momentum": 0.43210887109836166, "company_age_years": 31.515400410677618, "ebitda": 1481633000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 10.046617024051729, "revenue_cagr_3y": 0.12292734035390285, "revenue_cagr_5y": 0.10637081371775903, "earnings_cagr_3y": 0.23561912459430934, "quarterly_revenue_growth_yoy": -0.07424207157738318, "quarterly_earnings_growth_yoy": -0.18722695982739135, "revenue_growth_qoq": -0.1150897271005052, "gross_margin": 0.17498981294208427, "operating_margin": 0.08592086668640087, "net_margin": 0.06123629391736655, "roa_ttm": 0.11858117206275107, "roe_ttm": 0.2432722533563352, "debt_to_ebitda": 0.6375187045608831, "net_debt_to_ebitda": 0.6105060835396783, "interest_coverage": 131.6780039218338, "debt_to_equity": 0.3269353982004919, "current_ratio": 1.1674963884941327, "quick_ratio": 1.1674963879071345, "fcf_to_ebitda": 0.14375475637598298, "capex_to_revenue": 0.11630175996576846, "working_capital_to_revenue": 0.0196045358711464, "capital_efficiency": 0.18092671270954314, "financial_health": -0.2544045837018194, "margin_quality": 0.1073823245152839, "growth_momentum": -0.13073451570238726, "company_age_years": 33.01300479123888, "ebitda": 1947386000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 10.63825196988899, "revenue_cagr_3y": 0.13445762626814362, "revenue_cagr_5y": 0.07929054662367419, "earnings_cagr_3y": 0.15917314208558975, "quarterly_revenue_growth_yoy": -0.1836881099623404, "quarterly_earnings_growth_yoy": -0.2576544399276265, "revenue_growth_qoq": -0.030023953519767846, "gross_margin": 0.17695809550016073, "operating_margin": 0.08641703773483116, "net_margin": 0.060509036676293315, "roa_ttm": 0.10402920463468017, "roe_ttm": 0.21933074858579782, "debt_to_ebitda": 0.7656780487184596, "net_debt_to_ebitda": 0.6088874948606985, "interest_coverage": 129.23966036702274, "debt_to_equity": 0.36942265990409323, "current_ratio": 1.2086802327816868, "quick_ratio": 1.2086802322162435, "fcf_to_ebitda": 0.08351153110919904, "capex_to_revenue": 0.13949541122115452, "working_capital_to_revenue": 0.026646469445324904, "capital_efficiency": 0.161679976610239, "financial_health": -0.2696753040635021, "margin_quality": 0.10796138997042841, "growth_momentum": -0.22067127494498345, "company_age_years": 33.2621492128679, "ebitda": 1887416000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 11.773110459621105, "revenue_cagr_3y": 0.08564393356708, "revenue_cagr_5y": 0.07441358858928626, "earnings_cagr_3y": 0.14306390984651274, "quarterly_revenue_growth_yoy": -0.17573184911797204, "quarterly_earnings_growth_yoy": -0.30421854466890885, "revenue_growth_qoq": 0.009937359203453464, "gross_margin": 0.16868984399224593, "operating_margin": 0.07640166599604963, "net_margin": 0.059243246865352636, "roa_ttm": 0.09268563008020878, "roe_ttm": 0.1931394474306526, "debt_to_ebitda": 0.8084895287460334, "net_debt_to_ebitda": 0.7664333755770292, "interest_coverage": 142.06562847608453, "debt_to_equity": 0.35977434121881424, "current_ratio": 1.1074141857908262, "quick_ratio": 1.1074141852287367, "fcf_to_ebitda": -0.03378787251725075, "capex_to_revenue": 0.15266888319047062, "working_capital_to_revenue": 0.014503946921222328, "capital_efficiency": 0.1429125387554307, "financial_health": -0.2885992577805658, "margin_quality": 0.10144491895121606, "growth_momentum": -0.23997519689344043, "company_age_years": 33.51403148528405, "ebitda": 1788038000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 12.894122625552617, "revenue_cagr_3y": 0.06465156735387345, "revenue_cagr_5y": 0.07345385833893858, "earnings_cagr_3y": -0.0010226440296631223, "quarterly_revenue_growth_yoy": -0.09478269256377783, "quarterly_earnings_growth_yoy": -0.23729402939846897, "revenue_growth_qoq": 0.0442348059409189, "gross_margin": 0.16858577698163363, "operating_margin": 0.061530386678455465, "net_margin": 0.0464736366880659, "roa_ttm": 0.08271024996510612, "roe_ttm": 0.1774680670741306, "debt_to_ebitda": 0.9638797013756252, "net_debt_to_ebitda": 0.9332005960525037, "interest_coverage": 106.47722636112837, "debt_to_equity": 0.4083983509748869, "current_ratio": 1.3502182444061963, "quick_ratio": 1.3211745266781412, "fcf_to_ebitda": -0.06775640063424035, "capex_to_revenue": 0.14516598835589237, "working_capital_to_revenue": 0.03964967128915681, "capital_efficiency": 0.13008915851961836, "financial_health": -0.3170863513088752, "margin_quality": 0.09219660011605167, "growth_momentum": -0.1660383609811234, "company_age_years": 33.765913757700204, "ebitda": 1738773000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 11.91791632935899, "revenue_cagr_3y": -0.03460530414487406, "revenue_cagr_5y": 0.051275840262889005, "earnings_cagr_3y": -0.13741108076639585, "quarterly_revenue_growth_yoy": -0.047629310279592496, "quarterly_earnings_growth_yoy": 0.012498778780082717, "revenue_growth_qoq": 0.02548000095170706, "gross_margin": 0.16856145601185882, "operating_margin": 0.06580295631633881, "net_margin": 0.049407757819541896, "roa_ttm": 0.0669498040066494, "roe_ttm": 0.1422058261230214, "debt_to_ebitda": 0.9850751120382427, "net_debt_to_ebitda": 0.9557048079080964, "interest_coverage": 105.86175633644365, "debt_to_equity": 0.3925270986086703, "current_ratio": 1.0553878334247098, "quick_ratio": 1.0305600581630951, "fcf_to_ebitda": 0.3861923375781486, "capex_to_revenue": 0.07159413611335293, "working_capital_to_revenue": 0.00768937070232531, "capital_efficiency": 0.1045778150648354, "financial_health": -0.2380324933007393, "margin_quality": 0.09459072338257984, "growth_momentum": -0.01756526574975489, "company_age_years": 34.76796714579056, "ebitda": 1599677000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 12.555899055022298, "revenue_cagr_3y": 0.01933127306191995, "revenue_cagr_5y": 0.046508407154923104, "earnings_cagr_3y": -0.021614036314275498, "quarterly_revenue_growth_yoy": 0.12433612213807084, "quarterly_earnings_growth_yoy": -0.22376825773988399, "revenue_growth_qoq": 0.08634910874418945, "gross_margin": 0.07805056471424128, "operating_margin": 0.04900784847944134, "net_margin": 0.029938129680233357, "roa_ttm": 0.12216226929195446, "roe_ttm": 0.3623086311179712, "debt_to_ebitda": 1.561196700314217, "net_debt_to_ebitda": 1.2433942882536817, "interest_coverage": 91.75885994876174, "debt_to_equity": 1.003583586098797, "current_ratio": 1.2712264964444944, "quick_ratio": 1.2712264958881643, "fcf_to_ebitda": 0.40917662579092295, "capex_to_revenue": 0.005788121824956361, "working_capital_to_revenue": 0.03508437613702832, "capital_efficiency": 0.24223545020496282, "financial_health": -0.49198719516672174, "margin_quality": 0.052332180957971985, "growth_momentum": -0.04971606780090657, "company_age_years": 19.707049965776864, "ebitda": 859597000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 12.044590424616274, "revenue_cagr_3y": 0.05809017151729945, "revenue_cagr_5y": 0.022171068590966403, "earnings_cagr_3y": 0.057417707897226444, "quarterly_revenue_growth_yoy": -0.08587320455833286, "quarterly_earnings_growth_yoy": 0.06293548123621696, "revenue_growth_qoq": 0.04202110785586517, "gross_margin": 0.09116003724890248, "operating_margin": 0.058210364200120754, "net_margin": 0.043281382712006634, "roa_ttm": 0.1481632899661387, "roe_ttm": 0.4182537209721384, "debt_to_ebitda": 1.2966959495638, "net_debt_to_ebitda": 0.9587804467472588, "interest_coverage": 158.95192743764173, "debt_to_equity": 0.8216862300075152, "current_ratio": 1.8087954609246562, "quick_ratio": 1.808795460256359, "fcf_to_ebitda": 0.8327413033409513, "capex_to_revenue": 0.004061689046603146, "working_capital_to_revenue": 0.07521713367513871, "capital_efficiency": 0.28320850546913856, "financial_health": -0.6797906605772456, "margin_quality": 0.06421726138700996, "growth_momentum": -0.011468861661057948, "company_age_years": 21.7056810403833, "ebitda": 1051467000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 12.533602886912083, "revenue_cagr_3y": 0.047419347601006745, "revenue_cagr_5y": 0.021481584126884723, "earnings_cagr_3y": 0.044175175198441385, "quarterly_revenue_growth_yoy": -0.1015326545352874, "quarterly_earnings_growth_yoy": -0.1648767730748458, "revenue_growth_qoq": -0.013484307364844813, "gross_margin": 0.08113518935555111, "operating_margin": 0.05214681447626793, "net_margin": 0.03809361297797897, "roa_ttm": 0.1434282264675732, "roe_ttm": 0.3974739046653629, "debt_to_ebitda": 1.3537707214106034, "net_debt_to_ebitda": 0.9724491536856138, "interest_coverage": 76.48983308042489, "debt_to_equity": 0.8157242620865748, "current_ratio": 1.8709233408174935, "quick_ratio": 1.8709233408174935, "fcf_to_ebitda": 0.8160049834546133, "capex_to_revenue": 0.0041667704734034364, "working_capital_to_revenue": 0.07978911581573889, "capital_efficiency": 0.27045106556646803, "financial_health": -0.6660537255560108, "margin_quality": 0.057125205603266005, "growth_momentum": -0.1332047138050666, "company_age_years": 21.95756331279945, "ebitda": 1008136000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 12.951699693966365, "revenue_cagr_3y": 0.035644921082018, "revenue_cagr_5y": 0.024727848390748486, "earnings_cagr_3y": -0.06770301592071548, "quarterly_revenue_growth_yoy": -0.08327444689442104, "quarterly_earnings_growth_yoy": -0.47044616617686347, "revenue_growth_qoq": -0.01628730551754971, "gross_margin": 0.07378274369247463, "operating_margin": 0.03606492033640135, "net_margin": 0.02612641254666749, "roa_ttm": 0.12431815145677927, "roe_ttm": 0.34533886384993384, "debt_to_ebitda": 1.4561731757306904, "net_debt_to_ebitda": 0.9532021225819132, "interest_coverage": 82.56908382789318, "debt_to_equity": 0.7760757273766558, "current_ratio": 1.6966924972269315, "quick_ratio": 1.6966924965842736, "fcf_to_ebitda": 0.8590886374484095, "capex_to_revenue": 0.004602695266235858, "working_capital_to_revenue": 0.07081089738481472, "capital_efficiency": 0.23482850765335656, "financial_health": -0.5573755779523342, "margin_quality": 0.04532469219184782, "growth_momentum": -0.27686030653564225, "company_age_years": 22.209445585215605, "ebitda": 890425000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 14.519793805166367, "revenue_cagr_3y": 0.08968064294458511, "revenue_cagr_5y": 0.10889866847920215, "earnings_cagr_3y": 0.06781414228952842, "quarterly_revenue_growth_yoy": 0.5250719021700481, "quarterly_earnings_growth_yoy": 0.346327263632511, "revenue_growth_qoq": 0.1517229133433905, "gross_margin": 0.06981639792030185, "operating_margin": 0.04710227833440514, "net_margin": 0.035025952848559645, "roa_ttm": 0.11028916303962845, "roe_ttm": 0.34174811270768085, "debt_to_ebitda": 1.497621673033608, "net_debt_to_ebitda": 1.3170099240670383, "interest_coverage": 70.88723420019264, "debt_to_equity": 0.7517021042194557, "current_ratio": 1.4392948597247348, "quick_ratio": 1.4392948597247348, "fcf_to_ebitda": 0.028574414824957015, "capex_to_revenue": 0.003077152990654993, "working_capital_to_revenue": 0.05945225766288642, "capital_efficiency": 0.22601863787365464, "financial_health": -0.5456128826859591, "margin_quality": 0.05064820970108888, "growth_momentum": 0.4356995829012795, "company_age_years": 23.707049965776864, "ebitda": 956765000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 12.055977201002937, "revenue_cagr_3y": 0.13429757240639684, "revenue_cagr_5y": 0.13294309581802577, "earnings_cagr_3y": 0.11989905763867958, "quarterly_revenue_growth_yoy": 0.4826015432683204, "quarterly_earnings_growth_yoy": 0.8095276461411128, "revenue_growth_qoq": 0.13211733239636303, "gross_margin": 0.07093448834912938, "operating_margin": 0.0496143250908609, "net_margin": 0.039442054570026155, "roa_ttm": 0.11540200944899635, "roe_ttm": 0.39058540086118515, "debt_to_ebitda": 1.637234708184712, "net_debt_to_ebitda": 1.452130783669853, "interest_coverage": 65.70549753931101, "debt_to_equity": 0.9188127947508714, "current_ratio": 1.3625711283322257, "quick_ratio": 1.3625711280246935, "fcf_to_ebitda": 0.1049786031047192, "capex_to_revenue": 0.003135404677749733, "working_capital_to_revenue": 0.05574394240837548, "capital_efficiency": 0.25299370515509073, "financial_health": -0.5300776653961575, "margin_quality": 0.053330289336672144, "growth_momentum": 0.6460645947047166, "company_age_years": 23.958932238193018, "ebitda": 1094785000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 13.636922386601976, "revenue_cagr_3y": 0.16256879205624197, "revenue_cagr_5y": 0.13744356152112513, "earnings_cagr_3y": 0.07129152887903945, "quarterly_revenue_growth_yoy": 0.42914970858028617, "quarterly_earnings_growth_yoy": 0.5567462975366525, "revenue_growth_qoq": 0.03802116801664193, "gross_margin": 0.06711122745410228, "operating_margin": 0.04420374022893184, "net_margin": 0.03538963076343833, "roa_ttm": 0.12012401054507953, "roe_ttm": 0.41754330260038164, "debt_to_ebitda": 1.6916787330818064, "net_debt_to_ebitda": 1.4722989482404056, "interest_coverage": 63.77687792151321, "debt_to_equity": 0.981713547524301, "current_ratio": 1.44427512264223, "quick_ratio": 1.4442751223415993, "fcf_to_ebitda": 0.020482082758420853, "capex_to_revenue": 0.003069932315355401, "working_capital_to_revenue": 0.06396858160919998, "capital_efficiency": 0.26883365657273056, "financial_health": -0.6526391322415634, "margin_quality": 0.04890153281549081, "growth_momentum": 0.4929480030584693, "company_age_years": 24.210814510609172, "ebitda": 1173367000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 11.573542073948332, "revenue_cagr_3y": 0.06618904568549522, "revenue_cagr_5y": 0.03275302617577358, "earnings_cagr_3y": 0.1370854057650699, "quarterly_revenue_growth_yoy": -0.3234005574862385, "quarterly_earnings_growth_yoy": -0.5750255226596831, "revenue_growth_qoq": -0.08982969795064795, "gross_margin": 0.06560183187435355, "operating_margin": 0.03491858697608458, "net_margin": 0.024913100894036217, "roa_ttm": 0.14030117321087487, "roe_ttm": 0.5683175183221514, "debt_to_ebitda": 1.6533311923168093, "net_debt_to_ebitda": 1.450138528866765, "interest_coverage": 50.085574468085106, "debt_to_equity": 1.4087200699586213, "current_ratio": 1.097283189070881, "quick_ratio": 1.097283189070881, "fcf_to_ebitda": 1.520312894272016, "capex_to_revenue": 0.005744977557250374, "working_capital_to_revenue": 0.012750028431899176, "capital_efficiency": 0.35430934576651313, "financial_health": -0.6234528653430217, "margin_quality": 0.04181117324815812, "growth_momentum": -0.4492130400729608, "company_age_years": 25.456536618754278, "ebitda": 1177011000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 9.703679159239918, "revenue_cagr_3y": 0.01357140357978115, "revenue_cagr_5y": 0.0017743242328671638, "earnings_cagr_3y": 0.10769335370429545, "quarterly_revenue_growth_yoy": -0.09758371352815137, "quarterly_earnings_growth_yoy": 0.1516185186303217, "revenue_growth_qoq": -0.03337366441151749, "gross_margin": 0.13545430112747545, "operating_margin": 0.11150836882862711, "net_margin": 0.07169997136987924, "roa_ttm": 0.17821449132105566, "roe_ttm": 0.270227477300438, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 321.5316296606619, "debt_to_equity": 0.0, "current_ratio": 2.2946029188284287, "quick_ratio": 2.294602917667491, "fcf_to_ebitda": 0.6779566277869852, "capex_to_revenue": 0.006707793330504099, "working_capital_to_revenue": 0.16853529106651238, "capital_efficiency": 0.22422098431074683, "financial_health": 0.31485938640703437, "margin_quality": 0.10622088044199392, "growth_momentum": 0.02701740255108516, "company_age_years": 25.765913757700204, "ebitda": 767496000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 10.555558402055878, "revenue_cagr_3y": 0.001240081103037749, "revenue_cagr_5y": -0.005870074017148341, "earnings_cagr_3y": 0.06341514531864734, "quarterly_revenue_growth_yoy": -0.15442622051759555, "quarterly_earnings_growth_yoy": -0.09484180536812116, "revenue_growth_qoq": -0.11135613426962808, "gross_margin": 0.13784269270031413, "operating_margin": 0.10703489388581516, "net_margin": 0.06809017026772471, "roa_ttm": 0.1668454773461485, "roe_ttm": 0.25128719893932894, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 269.96725440806046, "debt_to_equity": 0.0, "current_ratio": 2.443168717777661, "quick_ratio": 2.4218640824423727, "fcf_to_ebitda": 0.8228018004929096, "capex_to_revenue": 0.007703090705296891, "working_capital_to_revenue": 0.19395200499309642, "capital_efficiency": 0.20906633814273873, "financial_health": 0.37836352217358155, "margin_quality": 0.10432258561795134, "growth_momentum": -0.12463401294285836, "company_age_years": 26.015058179329227, "ebitda": 750239000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 10.715822177337804, "revenue_cagr_3y": -0.0062613041190469065, "revenue_cagr_5y": -0.01380800775430635, "earnings_cagr_3y": 0.07926174889268833, "quarterly_revenue_growth_yoy": -0.12792327523878944, "quarterly_earnings_growth_yoy": -0.014504076086956521, "revenue_growth_qoq": 0.039966950352209984, "gross_margin": 0.14972165806649296, "operating_margin": 0.12125024743011624, "net_margin": 0.07867057493268545, "roa_ttm": 0.16452615271183071, "roe_ttm": 0.2507974762305628, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 258.342214532872, "debt_to_equity": 0.0, "current_ratio": 2.3789520662710033, "quick_ratio": 2.356935928037887, "fcf_to_ebitda": 0.723611689652817, "capex_to_revenue": 0.00803427479597192, "working_capital_to_revenue": 0.20074597932094257, "capital_efficiency": 0.20766181447119675, "financial_health": 0.3621034465180571, "margin_quality": 0.11654749347643156, "growth_momentum": -0.07121367566287298, "company_age_years": 26.26420260095825, "ebitda": 746609000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 11.586038267629771, "revenue_cagr_3y": 0.005266652350238488, "revenue_cagr_5y": -0.00553591397473796, "earnings_cagr_3y": 0.05201323095246524, "quarterly_revenue_growth_yoy": -0.053858339812950996, "quarterly_earnings_growth_yoy": -0.09068548727918181, "revenue_growth_qoq": 0.05913240832883666, "gross_margin": 0.13766181897779944, "operating_margin": 0.10705558265072702, "net_margin": 0.06885651122572155, "roa_ttm": 0.15447667333499893, "roe_ttm": 0.2349440538613673, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 247.05403556771546, "debt_to_equity": 0.0, "current_ratio": 2.4101728754942844, "quick_ratio": 2.3890722765317958, "fcf_to_ebitda": 0.7200471769940171, "capex_to_revenue": 0.008666692772655991, "working_capital_to_revenue": 0.2161314856241091, "capital_efficiency": 0.1947103635981831, "financial_health": 0.3705668887983035, "margin_quality": 0.10452463761808267, "growth_momentum": -0.07227191354606641, "company_age_years": 26.5160848733744, "ebitda": 722386000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 12.076423505388732, "revenue_cagr_3y": 0.001583762398652544, "revenue_cagr_5y": 0.01799580356044239, "earnings_cagr_3y": 0.09820494739541297, "quarterly_revenue_growth_yoy": 0.028683998017818336, "quarterly_earnings_growth_yoy": -0.033718075299915246, "revenue_growth_qoq": 0.05095577683990082, "gross_margin": 0.13356885811083632, "operating_margin": 0.10487775021665559, "net_margin": 0.06735050459590002, "roa_ttm": 0.15436292110957475, "roe_ttm": 0.2335455520270102, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 240.026447941078, "debt_to_equity": 0.0, "current_ratio": 2.3857458241525444, "quick_ratio": 2.3857458241525444, "fcf_to_ebitda": 0.6552438842388477, "capex_to_revenue": 0.009727064627518659, "working_capital_to_revenue": 0.21132177453170586, "capital_efficiency": 0.19395423656829247, "financial_health": 0.3491508564888882, "margin_quality": 0.10193237097446399, "growth_momentum": -0.002517038641048455, "company_age_years": 26.767967145790553, "ebitda": 716959000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 12.923388982911776, "revenue_cagr_3y": 0.033952559781276426, "revenue_cagr_5y": 0.05582757971393848, "earnings_cagr_3y": 0.08340586226220204, "quarterly_revenue_growth_yoy": 0.2000670492876984, "quarterly_earnings_growth_yoy": 0.45492365757419795, "revenue_growth_qoq": -0.024776332446429444, "gross_margin": 0.13218628219744566, "operating_margin": 0.1039863838012104, "net_margin": 0.07317843972426766, "roa_ttm": 0.16553343039227314, "roe_ttm": 0.2686442677303863, "debt_to_ebitda": 0.11551118733158873, "net_debt_to_ebitda": 0.0, "interest_coverage": 185.04149281409366, "debt_to_equity": 0.046582694651949585, "current_ratio": 2.2004610966392826, "quick_ratio": 2.2004610958051716, "fcf_to_ebitda": 0.5416545049350532, "capex_to_revenue": 0.013284918917887193, "working_capital_to_revenue": 0.19905871001668307, "capital_efficiency": 0.21708884906132972, "financial_health": 0.352656093530203, "margin_quality": 0.10311703524097456, "growth_momentum": 0.32749535343094816, "company_age_years": 28.01368925393566, "ebitda": 798269000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 14.914676938748501, "revenue_cagr_3y": 0.18566057466998642, "revenue_cagr_5y": 0.14702001585266866, "earnings_cagr_3y": 0.059572743245366766, "quarterly_revenue_growth_yoy": 0.549769895561779, "quarterly_earnings_growth_yoy": 0.4463393676361359, "revenue_growth_qoq": 0.34932961157876674, "gross_margin": 0.10836277305101497, "operating_margin": 0.0889221466192602, "net_margin": 0.06267220499383439, "roa_ttm": 0.14127642337305527, "roe_ttm": 0.2617424859106713, "debt_to_ebitda": 0.07419720953362556, "net_debt_to_ebitda": 0.0, "interest_coverage": 645.5637540453074, "debt_to_equity": 0.027824849782131924, "current_ratio": 2.093742191804412, "quick_ratio": 1.9207677797070641, "fcf_to_ebitda": 0.6090549791657476, "capex_to_revenue": 0.0048361061202991445, "working_capital_to_revenue": 0.21061276230329382, "capital_efficiency": 0.20150945464186326, "financial_health": 0.31005379398044, "margin_quality": 0.08665237488803652, "growth_momentum": 0.49805463159895746, "company_age_years": 30.767967145790553, "ebitda": 997396000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 13.688363741368732, "revenue_cagr_3y": 0.19933240504455285, "revenue_cagr_5y": 0.17661344594364614, "earnings_cagr_3y": 0.283965865442233, "quarterly_revenue_growth_yoy": 0.6819394026071265, "quarterly_earnings_growth_yoy": 1.3476427123520565, "revenue_growth_qoq": 0.009350029092625618, "gross_margin": 0.13791460601096656, "operating_margin": 0.12051787846768496, "net_margin": 0.089789359826436, "roa_ttm": 0.15783986682302484, "roe_ttm": 0.2995052862918178, "debt_to_ebitda": 0.06218678089795398, "net_debt_to_ebitda": 0.0, "interest_coverage": 629.0765673175745, "debt_to_equity": 0.026481201783501704, "current_ratio": 2.047448727165377, "quick_ratio": 1.8707557373001273, "fcf_to_ebitda": 0.650187921250336, "capex_to_revenue": 0.004475907589632055, "working_capital_to_revenue": 0.20661525248613855, "capital_efficiency": 0.2286725765574213, "financial_health": 0.3287615006937676, "margin_quality": 0.11607394810169584, "growth_momentum": 1.0147910574795915, "company_age_years": 31.014373716632445, "ebitda": 1224183000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 14.53374388786579, "revenue_cagr_3y": 0.22619931998499299, "revenue_cagr_5y": 0.19594595315496877, "earnings_cagr_3y": 0.3103855391301844, "quarterly_revenue_growth_yoy": 0.4968794041503427, "quarterly_earnings_growth_yoy": 0.720638062968744, "revenue_growth_qoq": 0.12825760749276297, "gross_margin": 0.13056826188740495, "operating_margin": 0.11378066456032028, "net_margin": 0.08765969732561615, "roa_ttm": 0.16688904115134606, "roe_ttm": 0.32262829709422514, "debt_to_ebitda": 0.05788126150986312, "net_debt_to_ebitda": 0.0, "interest_coverage": 633.3491773308958, "debt_to_equity": 0.026046825183944945, "current_ratio": 2.0059592165863385, "quick_ratio": 1.7908109765470022, "fcf_to_ebitda": 0.4728598149185145, "capex_to_revenue": 0.0027772607959198475, "working_capital_to_revenue": 0.2028292817009895, "capital_efficiency": 0.2447586691227856, "financial_health": 0.28121500289509577, "margin_quality": 0.11066954125778046, "growth_momentum": 0.6087587335595434, "company_age_years": 31.263518138261464, "ebitda": 1385768000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 11.540504189804501, "revenue_cagr_3y": 0.2735680080294989, "revenue_cagr_5y": 0.225529520824711, "earnings_cagr_3y": 0.30197756737126125, "quarterly_revenue_growth_yoy": 0.8389905450346636, "quarterly_earnings_growth_yoy": 0.876920342695249, "revenue_growth_qoq": 0.19677187592561343, "gross_margin": 0.1284194217483037, "operating_margin": 0.11336129027627642, "net_margin": 0.08313181352087776, "roa_ttm": 0.1641064368618827, "roe_ttm": 0.33981806998271763, "debt_to_ebitda": 0.05021223652492468, "net_debt_to_ebitda": 0.0, "interest_coverage": 658.1486596263201, "debt_to_equity": 0.02380845085589511, "current_ratio": 1.8658441719417174, "quick_ratio": 1.6088777163177816, "fcf_to_ebitda": 0.4137063199457899, "capex_to_revenue": 0.002442859239294584, "working_capital_to_revenue": 0.19837613233352652, "capital_efficiency": 0.25196225342230016, "financial_health": 0.25720852022848395, "margin_quality": 0.1083041751818193, "growth_momentum": 0.8579554438649564, "company_age_years": 31.515400410677618, "ebitda": 1620362000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 11.285031279226432, "revenue_cagr_3y": -0.024270225845680504, "revenue_cagr_5y": 0.027299352870573612, "earnings_cagr_3y": 0.02291338154593281, "quarterly_revenue_growth_yoy": -0.513447708953901, "quarterly_earnings_growth_yoy": -0.47909635923293764, "revenue_growth_qoq": -0.13609446001660888, "gross_margin": 0.1421139483299937, "operating_margin": 0.11094844429204662, "net_margin": 0.0878668709750008, "roa_ttm": 0.2314388129814813, "roe_ttm": 0.4132723405787008, "debt_to_ebitda": 0.06730672764281015, "net_debt_to_ebitda": 0.0, "interest_coverage": 3759.926582278481, "debt_to_equity": 0.039109804173193964, "current_ratio": 2.205389501788036, "quick_ratio": 2.0941095188609764, "fcf_to_ebitda": 1.2167487784234947, "capex_to_revenue": 0.004341637771085267, "working_capital_to_revenue": 0.15063601934628915, "capital_efficiency": 0.3223555767800911, "financial_health": 0.3721674218455579, "margin_quality": 0.11364308786568038, "growth_momentum": -0.49627203409341936, "company_age_years": 33.2621492128679, "ebitda": 1485171000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 14.576373626373627, "revenue_cagr_3y": -0.13263297788331685, "revenue_cagr_5y": -0.13276118490469224, "earnings_cagr_3y": -0.012988483125714434, "quarterly_revenue_growth_yoy": 0.08450704225352113, "quarterly_earnings_growth_yoy": 3.5454545454545454, "revenue_growth_qoq": 0.03022794846382557, "gross_margin": 0.12746512746512748, "operating_margin": 0.09475709475709476, "net_margin": 0.07215007215007214, "roa_ttm": 0.04644844093673179, "roe_ttm": 0.23949299533022014, "debt_to_ebitda": 3.2261904761904763, "net_debt_to_ebitda": 2.9972527472527473, "interest_coverage": 19.5, "debt_to_equity": 2.3502334889926617, "current_ratio": 1.0038910505836576, "quick_ratio": 1.0045395590142672, "fcf_to_ebitda": -0.7692307692307693, "capex_to_revenue": 0.2088062866408881, "working_capital_to_revenue": 0.0007484096295372333, "capital_efficiency": 0.14297071813347598, "financial_health": -2.1891352763661565, "margin_quality": 0.09812409812409813, "growth_momentum": 1.8149807938540332, "company_age_years": 20.73100616016427, "ebitda": 1092000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 13.166666666666666, "revenue_cagr_3y": -0.012183070518684835, "revenue_cagr_5y": 0.02031177855938826, "earnings_cagr_3y": 0.10179164034892763, "quarterly_revenue_growth_yoy": 0.3259423503325942, "quarterly_earnings_growth_yoy": 1.3507014028056112, "revenue_growth_qoq": 0.06292214717383576, "gross_margin": 0.442809364548495, "operating_margin": 0.442809364548495, "net_margin": 0.3923076923076923, "roa_ttm": 0.08434337123578659, "roe_ttm": 0.25122822688700314, "debt_to_ebitda": 2.493290637389448, "net_debt_to_ebitda": 2.037968892955169, "interest_coverage": 36.232044198895025, "debt_to_equity": 1.2171356260235224, "current_ratio": 2.343926191696566, "quick_ratio": 2.1957970271655562, "fcf_to_ebitda": 0.4420555047270509, "capex_to_revenue": 0.14003192621496985, "working_capital_to_revenue": 0.2325292656970557, "capital_efficiency": 0.16778579906139485, "financial_health": -1.1334321741152933, "margin_quality": 0.4259754738015608, "growth_momentum": 0.8383218765691027, "company_age_years": 40.65434633812457, "ebitda": 6558000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 11.754591451003199, "revenue_cagr_3y": 0.01707135079166755, "revenue_cagr_5y": 0.03967621150244116, "earnings_cagr_3y": 0.026863253532772635, "quarterly_revenue_growth_yoy": 0.243202416918429, "quarterly_earnings_growth_yoy": 0.31521739130434784, "revenue_growth_qoq": 0.10100334448160535, "gross_margin": 0.41798298906439857, "operating_margin": 0.41798298906439857, "net_margin": 0.29404617253948967, "roa_ttm": 0.08988512048643126, "roe_ttm": 0.2738384451867598, "debt_to_ebitda": 2.3771445187554523, "net_debt_to_ebitda": 2.06033730735679, "interest_coverage": 38.85875706214689, "debt_to_equity": 1.2412693592468873, "current_ratio": 1.7182539682539681, "quick_ratio": 1.5846560846560847, "fcf_to_ebitda": 0.48226228554812445, "capex_to_revenue": 0.13733221476510066, "working_capital_to_revenue": 0.13666107382550335, "capital_efficiency": 0.18186178283659554, "financial_health": -1.1709506485525876, "margin_quality": 0.37667071688942894, "growth_momentum": 0.2792099041113884, "company_age_years": 40.90622861054072, "ebitda": 6878000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 10.508298145193313, "revenue_cagr_3y": 0.08940075379001944, "revenue_cagr_5y": 0.05433226408441105, "earnings_cagr_3y": 0.09706190167831319, "quarterly_revenue_growth_yoy": 0.0884155237817333, "quarterly_earnings_growth_yoy": 0.08993576017130621, "revenue_growth_qoq": -0.04236200256739409, "gross_margin": 0.37640750670241285, "operating_margin": 0.37640750670241285, "net_margin": 0.27292225201072384, "roa_ttm": 0.09939874021759877, "roe_ttm": 0.329980198019802, "debt_to_ebitda": 2.357236154649948, "net_debt_to_ebitda": 2.101489028213166, "interest_coverage": 38.472361809045225, "debt_to_equity": 1.4294653465346534, "current_ratio": 1.557668959935249, "quick_ratio": 1.4196681505463375, "fcf_to_ebitda": 0.4553291536050157, "capex_to_revenue": 0.1436073520500909, "working_capital_to_revenue": 0.09277587019457349, "capital_efficiency": 0.21468946911870038, "financial_health": -1.3707880197830815, "margin_quality": 0.34191242180518316, "growth_momentum": 0.08917564197651975, "company_age_years": 42.157426420260094, "ebitda": 7656000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 9.922333248795333, "revenue_cagr_3y": 0.09085351188360002, "revenue_cagr_5y": 0.05201832945587315, "earnings_cagr_3y": 0.08628089765960167, "quarterly_revenue_growth_yoy": 0.08584822736595371, "quarterly_earnings_growth_yoy": 0.1490104772991851, "revenue_growth_qoq": -0.006434316353887399, "gross_margin": 0.39071775499190503, "operating_margin": 0.39071775499190503, "net_margin": 0.2663248785752833, "roa_ttm": 0.10352476011379526, "roe_ttm": 0.3481433436030485, "debt_to_ebitda": 2.27263504945473, "net_debt_to_ebitda": 2.1089272127821457, "interest_coverage": 39.233830845771145, "debt_to_equity": 1.4530565915355926, "current_ratio": 1.4454976303317535, "quick_ratio": 1.2757432141318397, "fcf_to_ebitda": 0.42176008115647984, "capex_to_revenue": 0.14822395351908094, "working_capital_to_revenue": 0.06826884986134953, "capital_efficiency": 0.22583405185842187, "financial_health": -1.4210398141516747, "margin_quality": 0.3492534628530311, "growth_momentum": 0.1174293523325694, "company_age_years": 42.403832991101986, "ebitda": 7886000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 11.185394719729484, "revenue_cagr_3y": 0.17935873593084573, "revenue_cagr_5y": 0.0358300537706302, "earnings_cagr_3y": 0.25400187041284794, "quarterly_revenue_growth_yoy": -0.03040629095674967, "quarterly_earnings_growth_yoy": -0.16468590831918506, "revenue_growth_qoq": -0.0018888289260658392, "gross_margin": 0.3898350905650176, "operating_margin": 0.3898350905650176, "net_margin": 0.2660178426601784, "roa_ttm": 0.0994735182085062, "roe_ttm": 0.33403943294769434, "debt_to_ebitda": 2.329041487839771, "net_debt_to_ebitda": 2.2047080244505137, "interest_coverage": 38.25373134328358, "debt_to_equity": 1.4590190646895878, "current_ratio": 1.4165450121654501, "quick_ratio": 1.2087591240875912, "fcf_to_ebitda": 0.4207309142931461, "capex_to_revenue": 0.15548902195608783, "working_capital_to_revenue": 0.05695276114437791, "capital_efficiency": 0.21675647557810027, "financial_health": -1.4350100213391466, "margin_quality": 0.34856267459673784, "growth_momentum": -0.09754609963796737, "company_age_years": 42.652977412731005, "ebitda": 7689000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 10.613433743077131, "revenue_cagr_3y": 0.10492081854828106, "revenue_cagr_5y": 0.026836215515941175, "earnings_cagr_3y": 0.040041911525952045, "quarterly_revenue_growth_yoy": -0.08292682926829269, "quarterly_earnings_growth_yoy": -0.25472547254725475, "revenue_growth_qoq": -0.03433360367666937, "gross_margin": 0.3524636058230683, "operating_margin": 0.3524636058230683, "net_margin": 0.23180291153415453, "roa_ttm": 0.09120669056152927, "roe_ttm": 0.3194142259414226, "debt_to_ebitda": 2.493853843036607, "net_debt_to_ebitda": 2.3101445359989192, "interest_coverage": 36.467980295566505, "debt_to_equity": 1.5449372384937239, "current_ratio": 1.1448534423994547, "quick_ratio": 0.9993183367416496, "fcf_to_ebitda": 0.4223963258138592, "capex_to_revenue": 0.1554361868497994, "working_capital_to_revenue": 0.028897803766913716, "capital_efficiency": 0.20531045825147592, "financial_health": -1.4656619826737252, "margin_quality": 0.31224337439343036, "growth_momentum": -0.16882615090777373, "company_age_years": 42.90485968514716, "ebitda": 7403000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 11.293210787792761, "revenue_cagr_3y": 0.010777314154244877, "revenue_cagr_5y": 0.04171027774664671, "earnings_cagr_3y": -0.07760055536467492, "quarterly_revenue_growth_yoy": -0.03831521739130435, "quarterly_earnings_growth_yoy": -0.1689342403628118, "revenue_growth_qoq": -0.022105554020447636, "gross_margin": 0.3421870584910992, "operating_margin": 0.3421870584910992, "net_margin": 0.20712065555241593, "roa_ttm": 0.08114301749134786, "roe_ttm": 0.2775555911054231, "debt_to_ebitda": 2.626401703335699, "net_debt_to_ebitda": 2.4939673527324344, "interest_coverage": 34.033816425120776, "debt_to_equity": 1.480003199488082, "current_ratio": 0.8608058608058609, "quick_ratio": 0.7344322344322345, "fcf_to_ebitda": 0.385805535841022, "capex_to_revenue": 0.17393397524071527, "working_capital_to_revenue": -0.031361760660247595, "capital_efficiency": 0.17934930429838547, "financial_health": -1.4097135385286255, "margin_quality": 0.2971649241782048, "growth_momentum": -0.10362472887705806, "company_age_years": 44.158795345653665, "ebitda": 7045000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 9.11867041986741, "revenue_cagr_3y": -0.044618081555671485, "revenue_cagr_5y": -0.0036494297213808258, "earnings_cagr_3y": -0.039842404983021606, "quarterly_revenue_growth_yoy": -0.12138515380364708, "quarterly_earnings_growth_yoy": -0.18687707641196014, "revenue_growth_qoq": -0.012217850486643197, "gross_margin": 0.3991614255765199, "operating_margin": 0.3480083857442348, "net_margin": 0.20524109014675052, "roa_ttm": 0.07855988507811097, "roe_ttm": 0.21422975222798943, "debt_to_ebitda": 1.5980216773650426, "net_debt_to_ebitda": 1.405450910238872, "interest_coverage": 54.93063583815029, "debt_to_equity": 0.7436098325335423, "current_ratio": 1.4752827140549274, "quick_ratio": 1.2620355411954767, "fcf_to_ebitda": 0.32231926759970536, "capex_to_revenue": 0.19799695615886886, "working_capital_to_revenue": 0.07221758554666405, "capital_efficiency": 0.1463948186530502, "financial_health": -0.6907219334811558, "margin_quality": 0.3174703004891684, "growth_momentum": -0.1541311151078036, "company_age_years": 38.46132785763176, "ebitda": 9503000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 10.244866738660907, "revenue_cagr_3y": -0.024458399912681505, "revenue_cagr_5y": 0.002845938981880236, "earnings_cagr_3y": -0.0058259405404252895, "quarterly_revenue_growth_yoy": -0.06975907946781733, "quarterly_earnings_growth_yoy": -0.13, "revenue_growth_qoq": 0.08469601677148847, "gross_margin": 0.4311944337069965, "operating_margin": 0.37881716273676075, "net_margin": 0.2185929648241206, "roa_ttm": 0.07470029304679869, "roe_ttm": 0.2073555511733386, "debt_to_ebitda": 1.6859611231101512, "net_debt_to_ebitda": 1.479805615550756, "interest_coverage": 50.32608695652174, "debt_to_equity": 0.7696706763951884, "current_ratio": 1.4129567086275714, "quick_ratio": 1.2011053116364754, "fcf_to_ebitda": 0.351511879049676, "capex_to_revenue": 0.1967369000550523, "working_capital_to_revenue": 0.06731394825083829, "capital_efficiency": 0.14102792211006865, "financial_health": -0.7157009738859426, "margin_quality": 0.3428681870892927, "growth_momentum": -0.09987953973390867, "company_age_years": 38.71321013004791, "ebitda": 9260000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 10.636684854994629, "revenue_cagr_3y": -0.028137771917546517, "revenue_cagr_5y": 0.002338295220089437, "earnings_cagr_3y": -0.008591489872228575, "quarterly_revenue_growth_yoy": -0.007680491551459293, "quarterly_earnings_growth_yoy": 0.024171888988361683, "revenue_growth_qoq": -0.0011596443757247777, "gross_margin": 0.42530959752321984, "operating_margin": 0.38022445820433437, "net_margin": 0.22136222910216719, "roa_ttm": 0.07597185828637065, "roe_ttm": 0.21237206502107164, "debt_to_ebitda": 1.6119226638023632, "net_debt_to_ebitda": 1.4747583243823845, "interest_coverage": 53.50574712643678, "debt_to_equity": 0.7529098936383705, "current_ratio": 0.987912087912088, "quick_ratio": 0.7909340659340659, "fcf_to_ebitda": 0.4317937701396348, "capex_to_revenue": 0.17576851712552027, "working_capital_to_revenue": -0.0022065092021463315, "capital_efficiency": 0.14417196165372115, "financial_health": -0.69196160913148, "margin_quality": 0.34229876160990713, "growth_momentum": 0.008245698718451195, "company_age_years": 38.965092402464066, "ebitda": 9310000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 10.636081875066285, "revenue_cagr_3y": -0.03085849779589267, "revenue_cagr_5y": 0.0007812509533040579, "earnings_cagr_3y": -0.004926188266672238, "quarterly_revenue_growth_yoy": 0.06274591012632015, "quarterly_earnings_growth_yoy": 0.09499489274770173, "revenue_growth_qoq": -0.00696594427244582, "gross_margin": 0.40003897116134063, "operating_margin": 0.3493764614185503, "net_margin": 0.2088854247856586, "roa_ttm": 0.0773881932021467, "roe_ttm": 0.21933782893069007, "debt_to_ebitda": 1.594336621062679, "net_debt_to_ebitda": 1.483084102237777, "interest_coverage": 54.81976744186046, "debt_to_equity": 0.7622065608680221, "current_ratio": 0.9324324324324325, "quick_ratio": 0.7349272349272349, "fcf_to_ebitda": 0.38243716194718425, "capex_to_revenue": 0.1792629915036554, "working_capital_to_revenue": -0.01284331159849832, "capital_efficiency": 0.1483630110664184, "financial_health": -0.7067831986428856, "margin_quality": 0.31943361912184987, "growth_momentum": 0.07887040143701093, "company_age_years": 39.21149897330596, "ebitda": 9429000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 10.452899642674835, "revenue_cagr_3y": -0.04433013742653924, "revenue_cagr_5y": 0.0011084382991763952, "earnings_cagr_3y": -0.03282395028807217, "quarterly_revenue_growth_yoy": 0.10062893081761007, "quarterly_earnings_growth_yoy": 0.1930541368743616, "revenue_growth_qoq": 0.02299298519095869, "gross_margin": 0.4236190476190476, "operating_margin": 0.3819047619047619, "net_margin": 0.22247619047619047, "roa_ttm": 0.0799426325294805, "roe_ttm": 0.2301809839408616, "debt_to_ebitda": 1.6089841755997958, "net_debt_to_ebitda": 1.4776927003573253, "interest_coverage": 54.720670391061454, "debt_to_equity": 0.8034667346418557, "current_ratio": 1.135936582501468, "quick_ratio": 0.9227833235466824, "fcf_to_ebitda": 0.40377743746809597, "capex_to_revenue": 0.1690793283149971, "working_capital_to_revenue": 0.022341246863539856, "capital_efficiency": 0.15506180823517104, "financial_health": -0.7536256874867041, "margin_quality": 0.3426666666666667, "growth_momentum": 0.14684153384598583, "company_age_years": 39.460643394934976, "ebitda": 9795000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 8.523728028204482, "revenue_cagr_3y": -0.021056249809188965, "revenue_cagr_5y": 0.010319906596906847, "earnings_cagr_3y": -0.04386536559226384, "quarterly_revenue_growth_yoy": -0.12264808362369338, "quarterly_earnings_growth_yoy": -0.29354207436399216, "revenue_growth_qoq": -0.07187615186140804, "gross_margin": 0.35544082605242255, "operating_margin": 0.2549642573471009, "net_margin": 0.14336775218427322, "roa_ttm": 0.0454173963806188, "roe_ttm": 0.12766655726944537, "debt_to_ebitda": 2.6121883656509697, "net_debt_to_ebitda": 2.334928229665072, "interest_coverage": 27.964788732394368, "debt_to_equity": 0.8510830324909747, "current_ratio": 1.1801882563872703, "quick_ratio": 1.058718063648588, "fcf_to_ebitda": 0.12389826240241752, "capex_to_revenue": 0.2269051469888688, "working_capital_to_revenue": 0.03824564741699172, "capital_efficiency": 0.08654197682503209, "financial_health": -0.761512888851082, "margin_quality": 0.25125761186126555, "growth_momentum": -0.20809507899384277, "company_age_years": 33.57973990417522, "ebitda": 3971000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 9.936485074626866, "revenue_cagr_3y": -0.047455304375385476, "revenue_cagr_5y": -0.02298467447147412, "earnings_cagr_3y": -0.06747892604424366, "quarterly_revenue_growth_yoy": -0.011119936457505957, "quarterly_earnings_growth_yoy": 0.1523545706371191, "revenue_growth_qoq": -0.01347068145800317, "gross_margin": 0.30562248995983937, "operating_margin": 0.30562248995983937, "net_margin": 0.1670682730923695, "roa_ttm": 0.047804654362031414, "roe_ttm": 0.13441856716899026, "debt_to_ebitda": 2.5257583052479537, "net_debt_to_ebitda": 2.2956186807896004, "interest_coverage": 29.253521126760564, "debt_to_equity": 0.8455153517608187, "current_ratio": 0.9794784095767421, "quick_ratio": 0.8696023941855494, "fcf_to_ebitda": 0.27611940298507465, "capex_to_revenue": 0.1908373786407767, "working_capital_to_revenue": -0.0048543689320388345, "capital_efficiency": 0.09111161076551083, "financial_health": -0.7657351849562949, "margin_quality": 0.25943775100401606, "growth_momentum": 0.07061731708980658, "company_age_years": 34.58179329226557, "ebitda": 4154000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 10.597329078014184, "revenue_cagr_3y": 0.022232134440702378, "revenue_cagr_5y": 0.006760227068773439, "earnings_cagr_3y": 0.17920727752367638, "quarterly_revenue_growth_yoy": 0.09897610921501707, "quarterly_earnings_growth_yoy": 0.42857142857142855, "revenue_growth_qoq": 0.0666175929333824, "gross_margin": 0.35403726708074534, "operating_margin": 0.35403726708074534, "net_margin": 0.24499654934437542, "roa_ttm": 0.160277187884207, "roe_ttm": 0.3463977293314814, "debt_to_ebitda": 2.0113475177304965, "net_debt_to_ebitda": 1.9242147922998987, "interest_coverage": 37.67175572519084, "debt_to_equity": 0.5994323328703424, "current_ratio": 0.8095238095238095, "quick_ratio": 0.6989795918367347, "fcf_to_ebitda": 0.3702127659574468, "capex_to_revenue": 0.15300346905240095, "working_capital_to_revenue": -0.040898301990140586, "capital_efficiency": 0.2533374586078442, "financial_health": -0.5572220721562647, "margin_quality": 0.31769036116862204, "growth_momentum": 0.2637737688932228, "company_age_years": 36.0766598220397, "ebitda": 4935000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 12.24570215287379, "revenue_cagr_3y": 0.027961337297489397, "revenue_cagr_5y": 0.00856313247526752, "earnings_cagr_3y": 0.15806488329974488, "quarterly_revenue_growth_yoy": 0.10374531835205993, "quarterly_earnings_growth_yoy": 0.38735177865612647, "revenue_growth_qoq": 0.016908212560386472, "gross_margin": 0.3461146929080421, "operating_margin": 0.3461146929080421, "net_margin": 0.23820834747200542, "roa_ttm": 0.16331699796266724, "roe_ttm": 0.3832041343669251, "debt_to_ebitda": 2.254592139047995, "net_debt_to_ebitda": 2.110606359865692, "interest_coverage": 35.65492957746479, "debt_to_equity": 0.7374031007751938, "current_ratio": 0.8639901679639492, "quick_ratio": 0.754608766898812, "fcf_to_ebitda": 0.3827770096780565, "capex_to_revenue": 0.1543940877927166, "working_capital_to_revenue": -0.029561036417059924, "capital_efficiency": 0.27326056616479616, "financial_health": -0.6850328784727246, "margin_quality": 0.31014591109602985, "growth_momentum": 0.2455485485040932, "company_age_years": 36.328542094455855, "ebitda": 5063000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 10.1338124024961, "revenue_cagr_3y": 0.047725732795723674, "revenue_cagr_5y": 0.0010391432197938144, "earnings_cagr_3y": 0.2481783252532379, "quarterly_revenue_growth_yoy": 0.08505058074185089, "quarterly_earnings_growth_yoy": -0.8230846774193549, "revenue_growth_qoq": -0.017305734645402103, "gross_margin": 0.3722375690607735, "operating_margin": 0.3722375690607735, "net_margin": 0.24240331491712708, "roa_ttm": 0.07356715141146279, "roe_ttm": 0.17354511131363104, "debt_to_ebitda": 2.2279641185647425, "net_debt_to_ebitda": 2.158151326053042, "interest_coverage": 34.648648648648646, "debt_to_equity": 0.7437182658508007, "current_ratio": 0.7186414511771517, "quick_ratio": 0.6387495175607873, "fcf_to_ebitda": 0.3461388455538221, "capex_to_revenue": 0.17027404433583523, "working_capital_to_revenue": -0.0636236690521906, "capital_efficiency": 0.12355613136254692, "financial_health": -0.6957584270196763, "margin_quality": 0.3289594843462247, "growth_momentum": -0.369017048338752, "company_age_years": 36.580424366872, "ebitda": 5128000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 11.89835582359593, "revenue_cagr_3y": 0.05479401772352355, "revenue_cagr_5y": 0.01098685196876703, "earnings_cagr_3y": 0.20492283389117705, "quarterly_revenue_growth_yoy": 0.04527051895472948, "quarterly_earnings_growth_yoy": 0.22644927536231885, "revenue_growth_qoq": -0.019337016574585635, "gross_margin": 0.3401408450704225, "operating_margin": 0.3401408450704225, "net_margin": 0.23838028169014083, "roa_ttm": 0.07530624359181912, "roe_ttm": 0.18204944230643794, "debt_to_ebitda": 2.14926498303807, "net_debt_to_ebitda": 2.07180550320392, "interest_coverage": 35.61073825503356, "debt_to_equity": 0.7438523253538581, "current_ratio": 0.6662045060658579, "quick_ratio": 0.5871750433275563, "fcf_to_ebitda": 0.33094609875612513, "capex_to_revenue": 0.1757188498402556, "working_capital_to_revenue": -0.08315344098091702, "capital_efficiency": 0.12867784294912854, "financial_health": -0.6782979898317825, "margin_quality": 0.30622065727699527, "growth_momentum": 0.13585989715852417, "company_age_years": 36.82683093771389, "ebitda": 5306000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 12.127263413722192, "revenue_cagr_3y": 0.06027153964900123, "revenue_cagr_5y": -0.007813457628780496, "earnings_cagr_3y": 0.2125343709408376, "quarterly_revenue_growth_yoy": 0.009316770186335404, "quarterly_earnings_growth_yoy": 0.016901408450704224, "revenue_growth_qoq": 0.02992957746478873, "gross_margin": 0.3641025641025641, "operating_margin": 0.3641025641025641, "net_margin": 0.24683760683760683, "roa_ttm": 0.07540621973528462, "roe_ttm": 0.18307099470968585, "debt_to_ebitda": 2.1456346980744065, "net_debt_to_ebitda": 2.094410170125257, "interest_coverage": 34.96078431372549, "debt_to_equity": 0.7495917967474365, "current_ratio": 0.780905752753978, "quick_ratio": 0.6764585883312934, "fcf_to_ebitda": 0.3286595625350533, "capex_to_revenue": 0.18039283252929014, "working_capital_to_revenue": -0.04626119917298415, "capital_efficiency": 0.12923860722248523, "financial_health": -0.7160303364955449, "margin_quality": 0.325014245014245, "growth_momentum": 0.013109089318519814, "company_age_years": 37.07597535934291, "ebitda": 5349000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 11.050898817345598, "revenue_cagr_3y": 0.040225017500074456, "revenue_cagr_5y": -0.012341928473369568, "earnings_cagr_3y": 0.1261662623637172, "quarterly_revenue_growth_yoy": -0.03596878181201221, "quarterly_earnings_growth_yoy": -0.0641025641025641, "revenue_growth_qoq": -0.028717948717948718, "gross_margin": 0.3393171418514608, "operating_margin": 0.3393171418514608, "net_margin": 0.23125659978880675, "roa_ttm": 0.07354666666666666, "roe_ttm": 0.1809948812180076, "debt_to_ebitda": 2.2218884925849447, "net_debt_to_ebitda": 2.137037732307115, "interest_coverage": 35.513333333333335, "debt_to_equity": 0.7767423546397165, "current_ratio": 0.7301702281781963, "quick_ratio": 0.633828323071351, "fcf_to_ebitda": 0.32288342406607845, "capex_to_revenue": 0.18422882976873586, "working_capital_to_revenue": -0.06477134411406713, "capital_efficiency": 0.12727077394233713, "financial_health": -0.7154043382771142, "margin_quality": 0.3032969611639094, "growth_momentum": -0.050035672957288155, "company_age_years": 37.327857631759066, "ebitda": 5327000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 11.942940569463023, "revenue_cagr_3y": 0.026087296782452807, "revenue_cagr_5y": -0.012870623144346283, "earnings_cagr_3y": 0.16984134465958256, "quarterly_revenue_growth_yoy": -0.07113259668508287, "quarterly_earnings_growth_yoy": -0.05128205128205128, "revenue_growth_qoq": -0.05315029919042591, "gross_margin": 0.3576208178438662, "operating_margin": 0.3576208178438662, "net_margin": 0.24758364312267658, "roa_ttm": 0.0717770218600849, "roe_ttm": 0.17926765015806112, "debt_to_ebitda": 2.3491305178673803, "net_debt_to_ebitda": 2.2382954328301166, "interest_coverage": 34.42763157894737, "debt_to_equity": 0.8096022128556375, "current_ratio": 0.9047826086956522, "quick_ratio": 0.798695652173913, "fcf_to_ebitda": 0.3579208866806803, "capex_to_revenue": 0.178735835694051, "working_capital_to_revenue": -0.01938739376770538, "capital_efficiency": 0.125522336009073, "financial_health": -0.7671083803081987, "margin_quality": 0.32094175960346966, "growth_momentum": -0.061207323983567076, "company_age_years": 37.57973990417522, "ebitda": 5233000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 12.892262978142076, "revenue_cagr_3y": -0.0753047150100854, "revenue_cagr_5y": -0.051294860974853806, "earnings_cagr_3y": -0.0760611557758063, "quarterly_revenue_growth_yoy": -0.28717948717948716, "quarterly_earnings_growth_yoy": -0.45706371191135736, "revenue_growth_qoq": -0.2057142857142857, "gross_margin": 0.29256594724220625, "operating_margin": 0.29256594724220625, "net_margin": 0.1880095923261391, "roa_ttm": 0.05521310784468679, "roe_ttm": 0.14104030684341565, "debt_to_ebitda": 2.890938069216758, "net_debt_to_ebitda": 2.6306921675774135, "interest_coverage": 28.153846153846153, "debt_to_equity": 0.8543839580109011, "current_ratio": 1.2144702842377262, "quick_ratio": 1.0816537467700258, "fcf_to_ebitda": 0.4378415300546448, "capex_to_revenue": 0.17332291768381994, "working_capital_to_revenue": 0.04052338638804804, "capital_efficiency": 0.09812670734405121, "financial_health": -0.818555232653951, "margin_quality": 0.2577138289368505, "growth_momentum": -0.37212159954542223, "company_age_years": 38.078028747433265, "ebitda": 4392000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 14.803530966767372, "revenue_cagr_3y": -0.011519349451250327, "revenue_cagr_5y": 0.02665769829155873, "earnings_cagr_3y": 0.048757752885020045, "quarterly_revenue_growth_yoy": 0.3424460431654676, "quarterly_earnings_growth_yoy": 1.0892857142857142, "revenue_growth_qoq": 0.06062902614626753, "gross_margin": 0.39299749910682386, "operating_margin": 0.39299749910682386, "net_margin": 0.29260450160771706, "roa_ttm": 0.07049594880528462, "roe_ttm": 0.1908220996018719, "debt_to_ebitda": 2.5900679758308156, "net_debt_to_ebitda": 2.2747356495468276, "interest_coverage": 32.8944099378882, "debt_to_equity": 0.9580917790039812, "current_ratio": 1.0772532188841202, "quick_ratio": 0.9892703862660944, "fcf_to_ebitda": 0.4890483383685801, "capex_to_revenue": 0.1317866311685842, "working_capital_to_revenue": 0.02053817628601312, "capital_efficiency": 0.13065902420357828, "financial_health": -0.8417997603774854, "margin_quality": 0.3595331666071216, "growth_momentum": 0.7158658787255909, "company_age_years": 39.07734428473648, "ebitda": 5296000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 12.8016873092802, "revenue_cagr_3y": -0.01086296756579097, "revenue_cagr_5y": 0.024736095438155692, "earnings_cagr_3y": 0.023652664845830396, "quarterly_revenue_growth_yoy": 0.1380686352753392, "quarterly_earnings_growth_yoy": 0.3233743409490334, "revenue_growth_qoq": 0.01893533404787424, "gross_margin": 0.3965638148667602, "operating_margin": 0.3965638148667602, "net_margin": 0.26402524544179523, "roa_ttm": 0.0755362138638483, "roe_ttm": 0.2099805573558004, "debt_to_ebitda": 2.4828576557171065, "net_debt_to_ebitda": 2.219888709387902, "interest_coverage": 33.96951219512195, "debt_to_equity": 0.9960394613667459, "current_ratio": 1.129460580912863, "quick_ratio": 1.0319502074688798, "fcf_to_ebitda": 0.48770418237300306, "capex_to_revenue": 0.1349535119212004, "working_capital_to_revenue": 0.02872134769400718, "capital_efficiency": 0.14275838560982435, "financial_health": -0.91790856139587, "margin_quality": 0.3523842917251052, "growth_momentum": 0.2307214881121863, "company_age_years": 39.32922655715264, "ebitda": 5571000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 11.859853384080754, "revenue_cagr_3y": 0.06364525365769058, "revenue_cagr_5y": 0.03934283177845521, "earnings_cagr_3y": 0.058565219772736654, "quarterly_revenue_growth_yoy": 0.1349929873772791, "quarterly_earnings_growth_yoy": 0.039473684210526314, "revenue_growth_qoq": -0.03170804666467245, "gross_margin": 0.3571207908557306, "operating_margin": 0.3571207908557306, "net_margin": 0.24405313561940067, "roa_ttm": 0.0840941236980841, "roe_ttm": 0.2568130055760622, "debt_to_ebitda": 2.5278835015720666, "net_debt_to_ebitda": 2.4524242925699156, "interest_coverage": 34.14124293785311, "debt_to_equity": 1.1997172700856042, "current_ratio": 0.7576443941109853, "quick_ratio": 0.6621366553416383, "fcf_to_ebitda": 0.37630316068178055, "capex_to_revenue": 0.15284425264809728, "working_capital_to_revenue": -0.050372695174578264, "capital_efficiency": 0.17045356463707315, "financial_health": -1.1253971215074856, "margin_quality": 0.31943157244362064, "growth_momentum": 0.08723333579390272, "company_age_years": 40.580424366872, "ebitda": 6043000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 10.929831275004348, "revenue_cagr_3y": 0.06063058988532344, "revenue_cagr_5y": 0.028836641401166485, "earnings_cagr_3y": 0.0694331620383406, "quarterly_revenue_growth_yoy": 0.07444253859348199, "quarterly_earnings_growth_yoy": -0.33712660028449504, "revenue_growth_qoq": -0.03243744207599629, "gross_margin": 0.2260536398467433, "operating_margin": 0.2260536398467433, "net_margin": 0.14878671775223498, "roa_ttm": 0.0774336848017565, "roe_ttm": 0.2383122495482046, "debt_to_ebitda": 2.6070620977561316, "net_debt_to_ebitda": 2.511045399199861, "interest_coverage": 32.85142857142857, "debt_to_equity": 1.17765380686729, "current_ratio": 0.7514164305949008, "quick_ratio": 0.6586402266288952, "fcf_to_ebitda": 0.4198991128891981, "capex_to_revenue": 0.15329424471532171, "working_capital_to_revenue": -0.054158308902947074, "capital_efficiency": 0.15787296717498056, "financial_health": -1.1318960651665, "margin_quality": 0.20029799914857385, "growth_momentum": -0.13134203084550652, "company_age_years": 40.82683093771389, "ebitda": 5749000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 12.751943259385666, "revenue_cagr_3y": 0.05837732880352564, "revenue_cagr_5y": 0.0016234949883375815, "earnings_cagr_3y": -0.05643488339449976, "quarterly_revenue_growth_yoy": -0.11127729584205803, "quarterly_earnings_growth_yoy": -0.5010438413361169, "revenue_growth_qoq": -0.0030201342281879194, "gross_margin": 0.2517670817906429, "operating_margin": 0.2517670817906429, "net_margin": 0.16088858970043757, "roa_ttm": 0.05130219200274921, "roe_ttm": 0.16567578279825604, "debt_to_ebitda": 3.537542662116041, "net_debt_to_ebitda": 3.2162969283276452, "interest_coverage": 25.75824175824176, "debt_to_equity": 1.3146254458977409, "current_ratio": 1.0782429649965684, "quick_ratio": 0.9742621825669183, "fcf_to_ebitda": 0.24360068259385664, "capex_to_revenue": 0.175487012987013, "working_capital_to_revenue": 0.018506493506493506, "capital_efficiency": 0.10848898740050263, "financial_health": -1.2455537745152363, "margin_quality": 0.22147425109390775, "growth_momentum": -0.30616056858908747, "company_age_years": 41.327857631759066, "ebitda": 4688000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 15.037062313175444, "revenue_cagr_3y": 0.028364911671965976, "revenue_cagr_5y": 0.008007481619423773, "earnings_cagr_3y": -0.03455427898816188, "quarterly_revenue_growth_yoy": 0.021476510067114093, "quarterly_earnings_growth_yoy": 1.0702247191011236, "revenue_growth_qoq": 0.013315579227696404, "gross_margin": 0.3623521681997372, "operating_margin": 0.3623521681997372, "net_margin": 0.24211563731931668, "roa_ttm": 0.04217773391606749, "roe_ttm": 0.13830033130441483, "debt_to_ebitda": 4.045067831685445, "net_debt_to_ebitda": 3.8935387445389744, "interest_coverage": 21.318627450980394, "debt_to_equity": 1.3554202943215965, "current_ratio": 0.6283065175893101, "quick_ratio": 0.5443141532587946, "fcf_to_ebitda": -0.22097033800873764, "capex_to_revenue": 0.3447734039034072, "working_capital_to_revenue": -0.11271915315911346, "capital_efficiency": 0.09023903261024116, "financial_health": -1.2894694064914682, "margin_quality": 0.32227332457293034, "growth_momentum": 0.5458506145841189, "company_age_years": 42.078028747433265, "ebitda": 4349000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 13.954821016166282, "revenue_cagr_3y": 0.02273761447034639, "revenue_cagr_5y": 0.014364857604966419, "earnings_cagr_3y": 0.13431647199133123, "quarterly_revenue_growth_yoy": 0.026926960619320095, "quarterly_earnings_growth_yoy": 1.299163179916318, "revenue_growth_qoq": 0.0022996057818659658, "gross_margin": 0.4116683054736152, "operating_margin": 0.4116683054736152, "net_margin": 0.3602097672894133, "roa_ttm": 0.05585481447231534, "roe_ttm": 0.17526296699310845, "debt_to_ebitda": 3.3100461893764432, "net_debt_to_ebitda": 3.1224018475750577, "interest_coverage": 25.59605911330049, "debt_to_equity": 1.2476605005440697, "current_ratio": 0.731574653249932, "quick_ratio": 0.6532499320097905, "fcf_to_ebitda": -0.08237105465742879, "capex_to_revenue": 0.34521853434111077, "working_capital_to_revenue": -0.08108774235951363, "capital_efficiency": 0.11555889073271189, "financial_health": -1.1848586003819492, "margin_quality": 0.3945154594122146, "growth_momentum": 0.663045070267819, "company_age_years": 42.32991101984942, "ebitda": 5196000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 12.535170340681363, "revenue_cagr_3y": 0.019711745856366036, "revenue_cagr_5y": 0.023683966933206735, "earnings_cagr_3y": -0.011985175834997475, "quarterly_revenue_growth_yoy": -0.015945330296127564, "quarterly_earnings_growth_yoy": 0.3908918406072106, "revenue_growth_qoq": -0.008849557522123894, "gross_margin": 0.36144179894179895, "operating_margin": 0.36144179894179895, "net_margin": 0.24239417989417988, "roa_ttm": 0.06002472414266746, "roe_ttm": 0.1832797427652733, "debt_to_ebitda": 3.1493896884678447, "net_debt_to_ebitda": 2.8504281289852433, "interest_coverage": 27.582914572864322, "debt_to_equity": 1.2083741087655528, "current_ratio": 0.8992947813822285, "quick_ratio": 0.8211565585331453, "fcf_to_ebitda": 0.005101111313536163, "capex_to_revenue": 0.3319310401715747, "working_capital_to_revenue": -0.029448156396931453, "capital_efficiency": 0.12165223345397039, "financial_health": -1.1263502763029933, "margin_quality": 0.32175925925925924, "growth_momentum": 0.18747325515554153, "company_age_years": 42.58179329226557, "ebitda": 5489000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 13.797570003562523, "revenue_cagr_3y": -0.10529868643812279, "revenue_cagr_5y": -0.0608387561942666, "earnings_cagr_3y": -0.3247018816957362, "quarterly_revenue_growth_yoy": -0.25515666824122185, "quarterly_earnings_growth_yoy": -0.7823293172690763, "revenue_growth_qoq": -0.14224841341795105, "gross_margin": 0.26286861853926646, "operating_margin": 0.052214353662403554, "net_margin": 0.028643906563788183, "roa_ttm": 0.019730036906023728, "roe_ttm": 0.0985583056902271, "debt_to_ebitda": 6.8334520840755255, "net_debt_to_ebitda": 5.7850017812611325, "interest_coverage": 43.51937984496124, "debt_to_equity": 2.447244194947691, "current_ratio": 1.2873545679954224, "quick_ratio": 0.9116536334159833, "fcf_to_ebitda": 0.4845030281439259, "capex_to_revenue": 0.07253826822024217, "working_capital_to_revenue": 0.17210418094585334, "capital_efficiency": 0.05914417129812541, "financial_health": -1.4858192511398067, "margin_quality": 0.11457562625515273, "growth_momentum": -0.518742992755149, "company_age_years": 54.24229979466119, "ebitda": 5614000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 14.608008820709491, "revenue_cagr_3y": -0.10900386780100946, "revenue_cagr_5y": -0.061833488017659644, "earnings_cagr_3y": -0.16945375548950303, "quarterly_revenue_growth_yoy": -0.16034748721279532, "quarterly_earnings_growth_yoy": -0.314214463840399, "revenue_growth_qoq": 0.09311912060035937, "gross_margin": 0.26832334171340166, "operating_margin": 0.07590408044865597, "net_margin": 0.05318120286211565, "roa_ttm": 0.016513409961685824, "roe_ttm": 0.08488707983193278, "debt_to_ebitda": 7.3486097794822625, "net_debt_to_ebitda": 6.051581975071908, "interest_coverage": 40.11538461538461, "debt_to_equity": 2.515953256302521, "current_ratio": 1.2362873854982894, "quick_ratio": 0.8883493359820476, "fcf_to_ebitda": 0.5227229146692234, "capex_to_revenue": 0.08122981217849025, "working_capital_to_revenue": 0.1536786696973322, "capital_efficiency": 0.0507002448968093, "financial_health": -1.487931530849888, "margin_quality": 0.13246954167472444, "growth_momentum": -0.23728097552659716, "company_age_years": 54.49144421629021, "ebitda": 5215000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 17.300351255968444, "revenue_cagr_3y": -0.11959609301969909, "revenue_cagr_5y": -0.10234244439136286, "earnings_cagr_3y": -0.33119666039987994, "quarterly_revenue_growth_yoy": -0.16438606093778507, "quarterly_earnings_growth_yoy": -0.4937388193202147, "revenue_growth_qoq": -0.11429123960549217, "gross_margin": 0.27139737991266377, "operating_margin": 0.052510917030567685, "net_margin": 0.030895196506550218, "roa_ttm": 0.01331116986466323, "roe_ttm": 0.06500479386385427, "debt_to_ebitda": 7.703965123520864, "net_debt_to_ebitda": 6.434917998754411, "interest_coverage": 38.846774193548384, "debt_to_equity": 2.3720038350910833, "current_ratio": 1.2652827204428627, "quick_ratio": 0.8905100830367735, "fcf_to_ebitda": 0.5235623832260743, "capex_to_revenue": 0.0816142824994374, "working_capital_to_revenue": 0.16775435701247718, "capital_efficiency": 0.03915798186425875, "financial_health": -1.4298643650632048, "margin_quality": 0.11826783114992723, "growth_momentum": -0.3290624401289999, "company_age_years": 54.743326488706366, "ebitda": 4817000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 23.509599551318004, "revenue_cagr_3y": -0.09476838173882263, "revenue_cagr_5y": -0.09276625496936863, "earnings_cagr_3y": -0.4072701905821474, "quarterly_revenue_growth_yoy": 0.03815664306098721, "quarterly_earnings_growth_yoy": -0.2915129151291513, "revenue_growth_qoq": 0.025903488614998957, "gross_margin": 0.29138668295662795, "operating_margin": 0.03868865811443698, "net_margin": 0.019547953573610263, "roa_ttm": -0.0018826806277321435, "roe_ttm": -0.010744774801295261, "debt_to_ebitda": 10.735277621985418, "net_debt_to_ebitda": 8.079080201906898, "interest_coverage": 29.47107438016529, "debt_to_equity": 2.8173388283779808, "current_ratio": 1.2863397865026236, "quick_ratio": 0.9576985706531572, "fcf_to_ebitda": 1.1146943353897925, "capex_to_revenue": 0.0693351843282431, "working_capital_to_revenue": 0.20342948223559051, "capital_efficiency": -0.006313727714513702, "financial_health": -1.6238837757181588, "margin_quality": 0.11654109821489174, "growth_momentum": -0.12667813603408204, "company_age_years": 55.24161533196441, "ebitda": 3566000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 23.06408419984783, "revenue_cagr_3y": -0.07138163876601922, "revenue_cagr_5y": -0.08193446377625235, "earnings_cagr_3y": -0.07059937537739358, "quarterly_revenue_growth_yoy": 0.09562947205569522, "quarterly_earnings_growth_yoy": 0.4581818181818182, "revenue_growth_qoq": 0.15363469761759316, "gross_margin": 0.2959138646191863, "operating_margin": 0.10449210131497662, "net_margin": 0.0707792780866649, "roa_ttm": 0.001350146478155649, "roe_ttm": 0.007566564351488329, "debt_to_ebitda": 9.432411869135176, "net_debt_to_ebitda": 6.837433426325133, "interest_coverage": 32.858333333333334, "debt_to_equity": 2.6548647298165466, "current_ratio": 1.3148615504923045, "quick_ratio": 0.9811609142288416, "fcf_to_ebitda": 1.0887648998224702, "capex_to_revenue": 0.0613483089728483, "working_capital_to_revenue": 0.2220773685661995, "capital_efficiency": 0.004458355414821989, "financial_health": -1.5696512383604335, "margin_quality": 0.1570617480069426, "growth_momentum": 0.2769056451187567, "company_age_years": 55.49075975359343, "ebitda": 3943000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 20.085660313678776, "revenue_cagr_3y": -0.055582139961781296, "revenue_cagr_5y": -0.07044907389631061, "earnings_cagr_3y": 0.013580707820725069, "quarterly_revenue_growth_yoy": 0.24596069868995632, "quarterly_earnings_growth_yoy": 2.7420494699646643, "revenue_growth_qoq": 0.007236784043773718, "gross_margin": 0.3129764303864015, "operating_margin": 0.1322176465434154, "net_margin": 0.09278892491019014, "roa_ttm": 0.011227087576374745, "roe_ttm": 0.05644077558072567, "debt_to_ebitda": 7.1320230295811, "net_debt_to_ebitda": 5.227913440540004, "interest_coverage": 43.422413793103445, "debt_to_equity": 2.298841748256223, "current_ratio": 1.4355480060224683, "quick_ratio": 1.0413079566073429, "fcf_to_ebitda": 0.8824697240420886, "capex_to_revenue": 0.05612244897959184, "working_capital_to_revenue": 0.2677266255339345, "capital_efficiency": 0.033833931578550205, "financial_health": -1.467151547168154, "margin_quality": 0.17932766728000235, "growth_momentum": 1.4940050843273103, "company_age_years": 55.742642026009584, "ebitda": 5037000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 15.059390149515188, "revenue_cagr_3y": 0.02062920651774358, "revenue_cagr_5y": -0.00878662070068481, "earnings_cagr_3y": 0.020862248545190587, "quarterly_revenue_growth_yoy": 0.05317673696365143, "quarterly_earnings_growth_yoy": -0.19576216380720507, "revenue_growth_qoq": -0.04654246938831919, "gross_margin": 0.36152455099471986, "operating_margin": 0.09748039868804707, "net_margin": 0.06128689432772269, "roa_ttm": 0.06289484842244278, "roe_ttm": 0.19191084398578584, "debt_to_ebitda": 2.8878877674102745, "net_debt_to_ebitda": 2.674395293245329, "interest_coverage": 35.78593435613682, "debt_to_equity": 1.1585115242437496, "current_ratio": 1.2992128087309096, "quick_ratio": 0.8737730633276526, "fcf_to_ebitda": 0.5483919144603389, "capex_to_revenue": 0.021154214513383143, "working_capital_to_revenue": 0.08228947774354292, "capital_efficiency": 0.1274028462041143, "financial_health": -1.0084128755198227, "margin_quality": 0.1734306146701632, "growth_momentum": -0.07129271342177682, "company_age_years": 33.74674880219028, "ebitda": 1138279000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 15.361823907188025, "revenue_cagr_3y": 0.024001290118465857, "revenue_cagr_5y": -0.01598518744375077, "earnings_cagr_3y": 0.18750246373507284, "quarterly_revenue_growth_yoy": 0.007014093812670528, "quarterly_earnings_growth_yoy": 0.41530734000671626, "revenue_growth_qoq": 0.0498325271328077, "gross_margin": 0.3714534551716292, "operating_margin": 0.15240408989642715, "net_margin": 0.10939655581855917, "roa_ttm": 0.06867144102415096, "roe_ttm": 0.20392850604902224, "debt_to_ebitda": 2.8128547786793976, "net_debt_to_ebitda": 2.539310414105677, "interest_coverage": 36.993008754802545, "debt_to_equity": 1.1180676831329512, "current_ratio": 1.34173744255453, "quick_ratio": 0.9073558332885789, "fcf_to_ebitda": 0.5721322305044114, "capex_to_revenue": 0.0233680625667671, "working_capital_to_revenue": 0.0942122581860556, "capital_efficiency": 0.1362999735365866, "financial_health": -0.9604157476062538, "margin_quality": 0.2110847002955385, "growth_momentum": 0.2111607169096934, "company_age_years": 33.9958932238193, "ebitda": 1174676000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 17.61770804763623, "revenue_cagr_3y": -0.04589136695969631, "revenue_cagr_5y": -0.027494324016194338, "earnings_cagr_3y": -0.3171915173252128, "quarterly_revenue_growth_yoy": -0.14828754234098607, "quarterly_earnings_growth_yoy": -0.2579034941763727, "revenue_growth_qoq": 0.1737551867219917, "gross_margin": 0.32589482987185153, "operating_margin": 0.13853292090145825, "net_margin": 0.09854175872735307, "roa_ttm": 0.0447635952880426, "roe_ttm": 0.09581376070737772, "debt_to_ebitda": 2.9595813785636955, "net_debt_to_ebitda": 2.8047636232407074, "interest_coverage": 30.788888888888888, "debt_to_equity": 0.5665239016302847, "current_ratio": 1.493712316968131, "quick_ratio": 1.1326442721791559, "fcf_to_ebitda": 0.9025622518946229, "capex_to_revenue": 0.023738388831549787, "working_capital_to_revenue": 0.15568471943071324, "capital_efficiency": 0.07028867799771016, "financial_health": -0.466121432600065, "margin_quality": 0.18765650316688762, "growth_momentum": -0.2030955182586794, "company_age_years": 48.33127994524298, "ebitda": 2771000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 19.29906049083996, "revenue_cagr_3y": -0.0348331222488486, "revenue_cagr_5y": -0.01508126192687087, "earnings_cagr_3y": -0.09413339309977975, "quarterly_revenue_growth_yoy": -0.10519282168766705, "quarterly_earnings_growth_yoy": 0.05088495575221239, "revenue_growth_qoq": 0.035572249226690236, "gross_margin": 0.3211009174311927, "operating_margin": 0.13697461062513336, "net_margin": 0.10134414337529336, "roa_ttm": 0.04430618401206637, "roe_ttm": 0.09444072337575352, "debt_to_ebitda": 2.785343933632907, "net_debt_to_ebitda": 2.6339440027652956, "interest_coverage": 17.858024691358025, "debt_to_equity": 0.5397186872069658, "current_ratio": 1.560618942356742, "quick_ratio": 1.2020064614861419, "fcf_to_ebitda": 0.8831662633944003, "capex_to_revenue": 0.021782954418187925, "working_capital_to_revenue": 0.1846231380893717, "capital_efficiency": 0.06937345369390994, "financial_health": -0.4557612498345724, "margin_quality": 0.1864732238105398, "growth_momentum": -0.02715393296772733, "company_age_years": 48.58316221765914, "ebitda": 2893000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 23.143118836466833, "revenue_cagr_3y": -0.03682471879226068, "revenue_cagr_5y": -0.005079387964764148, "earnings_cagr_3y": -0.020926674195473116, "quarterly_revenue_growth_yoy": -0.020254750469826686, "quarterly_earnings_growth_yoy": 0.045662100456621, "revenue_growth_qoq": 0.0010667804565820354, "gross_margin": 0.3205456095481671, "operating_margin": 0.13277919863597612, "net_margin": 0.09761295822676896, "roa_ttm": 0.04196009389671362, "roe_ttm": 0.09536512170723574, "debt_to_ebitda": 3.603405462930117, "net_debt_to_ebitda": 3.4778290173820503, "interest_coverage": 74.1842105263158, "debt_to_equity": 0.6774258086028676, "current_ratio": 1.5050904117915211, "quick_ratio": 1.1405561464822975, "fcf_to_ebitda": 0.8815182688896772, "capex_to_revenue": 0.022296041889533248, "working_capital_to_revenue": 0.18715162434547605, "capital_efficiency": 0.06866260780197468, "financial_health": -0.5686056737222267, "margin_quality": 0.18364592213697073, "growth_momentum": 0.012703674993397158, "company_age_years": 48.82956878850103, "ebitda": 2819000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 20.595740034662047, "revenue_cagr_3y": -0.016804721784758336, "revenue_cagr_5y": 0.005259347438211881, "earnings_cagr_3y": -0.060406016329662804, "quarterly_revenue_growth_yoy": 0.3524377593360996, "quarterly_earnings_growth_yoy": 8.92156862745098, "revenue_growth_qoq": 0.11146632566069906, "gross_margin": 0.31831255992329816, "operating_margin": 0.13998082454458294, "net_margin": 0.09702780441035475, "roa_ttm": 0.05121725899358765, "roe_ttm": 0.12233904465212876, "debt_to_ebitda": 3.4956672443674175, "net_debt_to_ebitda": 3.4150779896013863, "interest_coverage": 28.146341463414632, "debt_to_equity": 0.785436137071651, "current_ratio": 1.0991466427127778, "quick_ratio": 0.7995733213563889, "fcf_to_ebitda": 0.6649335644136337, "capex_to_revenue": 0.024006276150627615, "working_capital_to_revenue": 0.046182008368200834, "capital_efficiency": 0.08677815182285821, "financial_health": -0.5584239751469517, "margin_quality": 0.18510706295941196, "growth_momentum": 4.63700319339354, "company_age_years": 49.07871321013005, "ebitda": 3462000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 17.174410634048925, "revenue_cagr_3y": -0.0310738376541001, "revenue_cagr_5y": -0.0025799513478266256, "earnings_cagr_3y": 0.14776357566636578, "quarterly_revenue_growth_yoy": 0.08771542200618648, "quarterly_earnings_growth_yoy": 0.4103139013452915, "revenue_growth_qoq": -0.05599232981783318, "gross_margin": 0.32134877107454807, "operating_margin": 0.16433069266707293, "net_margin": 0.1277676213690839, "roa_ttm": 0.06059540553211439, "roe_ttm": 0.12948469100244192, "debt_to_ebitda": 2.2626060908637045, "net_debt_to_ebitda": 2.194957563654518, "interest_coverage": 801.2, "debt_to_equity": 0.5675286456702774, "current_ratio": 1.265979032803517, "quick_ratio": 0.7921880284071694, "fcf_to_ebitda": 0.44957563654518223, "capex_to_revenue": 0.026131065225188297, "working_capital_to_revenue": 0.08059640313572783, "capital_efficiency": 0.09504004826727816, "financial_health": -0.5255262149137342, "margin_quality": 0.2044823617035683, "growth_momentum": 0.249014661675739, "company_age_years": 49.3305954825462, "ebitda": 4006000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 19.506627037873088, "revenue_cagr_3y": -0.042109830111657365, "revenue_cagr_5y": -0.002851639616242463, "earnings_cagr_3y": -0.044184476048808374, "quarterly_revenue_growth_yoy": 0.023682526136121186, "quarterly_earnings_growth_yoy": 0.16, "revenue_growth_qoq": -0.025391021734714605, "gross_margin": 0.3270112546894539, "operating_margin": 0.14756148395164653, "net_margin": 0.11483951646519383, "roa_ttm": 0.06300878713962442, "roe_ttm": 0.13062816060439894, "debt_to_ebitda": 2.1517431652871832, "net_debt_to_ebitda": 2.077251065964384, "interest_coverage": 97.2439024390244, "debt_to_equity": 0.5226954243587401, "current_ratio": 1.0414586799778147, "quick_ratio": 0.629783693843594, "fcf_to_ebitda": 0.3982944569852019, "capex_to_revenue": 0.0292948848583656, "working_capital_to_revenue": 0.015233340126350112, "capital_efficiency": 0.09681847387201167, "financial_health": -0.40746611721463655, "margin_quality": 0.19647075170209807, "growth_momentum": 0.09184126306806059, "company_age_years": 49.582477754962355, "ebitda": 3987000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 17.949592788703985, "revenue_cagr_3y": 0.009206066286669978, "revenue_cagr_5y": 0.006476097130303948, "earnings_cagr_3y": 0.1684198952399576, "quarterly_revenue_growth_yoy": 0.12213422259274698, "quarterly_earnings_growth_yoy": 0.308529945553539, "revenue_growth_qoq": 0.013363448146056842, "gross_margin": 0.34193907875185736, "operating_margin": 0.162332838038633, "net_margin": 0.1339153046062407, "roa_ttm": 0.0702540679417642, "roe_ttm": 0.14444183589623194, "debt_to_ebitda": 2.182299546142209, "net_debt_to_ebitda": 2.1081694402420577, "interest_coverage": 54.32876712328767, "debt_to_equity": 0.5079821575302266, "current_ratio": 1.3775157232704403, "quick_ratio": 0.8382075471698113, "fcf_to_ebitda": 0.48789712556732223, "capex_to_revenue": 0.02881649961449499, "working_capital_to_revenue": 0.11569969159599075, "capital_efficiency": 0.10734795191899807, "financial_health": -0.47998611154720333, "margin_quality": 0.21272907379891035, "growth_momentum": 0.215332084073143, "company_age_years": 50.58179329226557, "ebitda": 3966000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 18.638654914271914, "revenue_cagr_3y": 0.04614319957705715, "revenue_cagr_5y": 0.008684263671023373, "earnings_cagr_3y": 0.13357133720526004, "quarterly_revenue_growth_yoy": 0.13214949411521784, "quarterly_earnings_growth_yoy": 0.19924812030075187, "revenue_growth_qoq": 0.01838781575037147, "gross_margin": 0.34360751413459784, "operating_margin": 0.14608790807951852, "net_margin": 0.1163596571220135, "roa_ttm": 0.07227524847256243, "roe_ttm": 0.14711444781935928, "debt_to_ebitda": 2.1241246075827096, "net_debt_to_ebitda": 2.0673750301859455, "interest_coverage": 66.79032258064517, "debt_to_equity": 0.5040976560261333, "current_ratio": 1.5012321340561854, "quick_ratio": 0.9091506489239363, "fcf_to_ebitda": 0.5353779280367061, "capex_to_revenue": 0.028468586387434554, "working_capital_to_revenue": 0.1426234106207928, "capital_efficiency": 0.10969484814596087, "financial_health": -0.49203666812824026, "margin_quality": 0.20201835977870994, "growth_momentum": 0.16569880720798486, "company_age_years": 50.82819986310746, "ebitda": 4141000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 20.552747933884298, "revenue_cagr_3y": 0.15009843144016122, "revenue_cagr_5y": 0.013447882696236757, "earnings_cagr_3y": 1.443435727774347, "quarterly_revenue_growth_yoy": 0.1254796623177283, "quarterly_earnings_growth_yoy": 0.23793677204658903, "revenue_growth_qoq": 0.06985227065475105, "gross_margin": 0.3612342311626321, "operating_margin": 0.17269007841800205, "net_margin": 0.1268325946130242, "roa_ttm": 0.07369537432355261, "roe_ttm": 0.1509497019996658, "debt_to_ebitda": 2.1349862258953167, "net_debt_to_ebitda": 2.0539485766758494, "interest_coverage": 83.76923076923077, "debt_to_equity": 0.5180192725449786, "current_ratio": 1.5320446096654274, "quick_ratio": 0.9863197026022305, "fcf_to_ebitda": 0.6212121212121212, "capex_to_revenue": 0.028576612537421754, "working_capital_to_revenue": 0.16229701533157942, "capital_efficiency": 0.1123225381616092, "financial_health": -0.4807921436416397, "margin_quality": 0.2202523013978861, "growth_momentum": 0.18170821718215868, "company_age_years": 51.07734428473648, "ebitda": 4356000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 19.843329411764707, "revenue_cagr_3y": 0.09115787699320754, "revenue_cagr_5y": 0.016725948570306848, "earnings_cagr_3y": 0.2594500513276583, "quarterly_revenue_growth_yoy": 0.1067193675889328, "quarterly_earnings_growth_yoy": 0.46787479406919275, "revenue_growth_qoq": 0.002386634844868735, "gross_margin": 0.373469387755102, "operating_margin": 0.18452380952380953, "net_margin": 0.15153061224489797, "roa_ttm": 0.08029177505430556, "roe_ttm": 0.1628678670510798, "debt_to_ebitda": 1.9220588235294118, "net_debt_to_ebitda": 1.8489495798319329, "interest_coverage": 91.53846153846153, "debt_to_equity": 0.49768808137953546, "current_ratio": 1.4522015073383578, "quick_ratio": 0.9612587597514214, "fcf_to_ebitda": 0.5859243697478992, "capex_to_revenue": 0.031972759032414984, "working_capital_to_revenue": 0.15124043691681777, "capital_efficiency": 0.12157982105269269, "financial_health": -0.4340118833491657, "margin_quality": 0.23650793650793653, "growth_momentum": 0.2872970808290628, "company_age_years": 51.32922655715264, "ebitda": 4760000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 21.206042997789833, "revenue_cagr_3y": 0.08381135002839546, "revenue_cagr_5y": 0.017955020683801504, "earnings_cagr_3y": 0.25770677283594434, "quarterly_revenue_growth_yoy": 0.10828380386329867, "quarterly_earnings_growth_yoy": 0.3106796116504854, "revenue_growth_qoq": 0.01479591836734694, "gross_margin": 0.3745600804424334, "operating_margin": 0.18066029830735714, "net_margin": 0.1583710407239819, "roa_ttm": 0.0837323064113239, "roe_ttm": 0.1690481193528052, "debt_to_ebitda": 1.8623668876833435, "net_debt_to_ebitda": 1.764315852923448, "interest_coverage": 84.35593220338983, "debt_to_equity": 0.48691952090775376, "current_ratio": 1.5070349812830772, "quick_ratio": 1.02439654059636, "fcf_to_ebitda": 0.5760498292143862, "capex_to_revenue": 0.03263493705811347, "working_capital_to_revenue": 0.1693395413002242, "capital_efficiency": 0.12639021288206453, "financial_health": -0.4203764233734618, "margin_quality": 0.23786380649125746, "growth_momentum": 0.20948170775689204, "company_age_years": 51.58110882956879, "ebitda": 4977000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 20.70460793260793, "revenue_cagr_3y": -0.11256866483686878, "revenue_cagr_5y": -0.05203910852529525, "earnings_cagr_3y": -0.09091008510408571, "quarterly_revenue_growth_yoy": -0.24864864864864866, "quarterly_earnings_growth_yoy": 1.1673731910539396, "revenue_growth_qoq": 0.039727393617021274, "gross_margin": 0.4246203037569944, "operating_margin": 0.2041566746602718, "net_margin": 0.18305355715427657, "roa_ttm": 0.02173963160200106, "roe_ttm": 0.24080694586312565, "debt_to_ebitda": 4.651456651456652, "net_debt_to_ebitda": 1.1123201123201123, "interest_coverage": 9.015822784810126, "debt_to_equity": 3.3840653728294177, "current_ratio": 1.3604043220634368, "quick_ratio": 1.0773788776577204, "fcf_to_ebitda": 1.5012285012285012, "capex_to_revenue": 0.049202685690306336, "working_capital_to_revenue": 0.18079451671562458, "capital_efficiency": 0.13127328873256336, "financial_health": -2.77597658936427, "margin_quality": 0.27061017852384756, "growth_momentum": 0.45936227120264544, "company_age_years": 54.49144421629021, "ebitda": 2849000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 18.270670031863702, "revenue_cagr_3y": -0.1383477397777777, "revenue_cagr_5y": -0.1019948707775965, "earnings_cagr_3y": 0.1624803108011177, "quarterly_revenue_growth_yoy": -0.4402636965110191, "quarterly_earnings_growth_yoy": 0.22302018633540371, "revenue_growth_qoq": -0.15578448616246096, "gross_margin": -0.07381266210298057, "operating_margin": -0.6812789659424295, "net_margin": 0.26791105063990817, "roa_ttm": -0.01242344352058406, "roe_ttm": -0.06231943031536114, "debt_to_ebitda": 22.484458317076342, "net_debt_to_ebitda": 15.81909220965015, "interest_coverage": 12.451821862348178, "debt_to_equity": 3.5174567650050865, "current_ratio": 0.8363453815261044, "quick_ratio": 0.7233935742971888, "fcf_to_ebitda": 1.4154636493692287, "capex_to_revenue": 0.09924377602175206, "working_capital_to_revenue": -0.30777655044797536, "capital_efficiency": -0.0373714369179726, "financial_health": -1.2922941805460626, "margin_quality": -0.16239352580183397, "growth_momentum": -0.10862175508780769, "company_age_years": 53.99315537303217, "ebitda": 15378000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 16.34206970174747, "revenue_cagr_3y": -0.05825673044535795, "revenue_cagr_5y": -0.06197185825805607, "earnings_cagr_3y": -0.5986624494254373, "quarterly_revenue_growth_yoy": 0.06663601180212285, "quarterly_earnings_growth_yoy": 1.016798054962057, "revenue_growth_qoq": 0.18355372252221608, "gross_margin": 0.268537146141687, "operating_margin": 0.10331944244862767, "net_margin": 0.008190832016094267, "roa_ttm": 0.01660536564257897, "roe_ttm": 0.08424807903402853, "debt_to_ebitda": 20.99047431349363, "net_debt_to_ebitda": 13.8954802259887, "interest_coverage": 8.768433179723502, "debt_to_equity": 3.5073216245883643, "current_ratio": 0.9235294117647059, "quick_ratio": 0.7957219251336899, "fcf_to_ebitda": 1.1648272237550914, "capex_to_revenue": 0.08412595207133569, "working_capital_to_revenue": -0.13282556195430056, "capital_efficiency": 0.05042672233830375, "financial_health": -1.2319441405847376, "margin_quality": 0.12668247353546966, "growth_momentum": 0.5417170333820899, "company_age_years": 54.24229979466119, "ebitda": 15222000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 113.51368963296845, "revenue_cagr_3y": 0.021148494858016065, "revenue_cagr_5y": -0.035705682479531764, "earnings_cagr_3y": -0.5611704583205055, "quarterly_revenue_growth_yoy": 0.0337797619047619, "quarterly_earnings_growth_yoy": -12.819277108433734, "revenue_growth_qoq": -0.1420544011855877, "gross_margin": 0.24748092701885707, "operating_margin": 0.07769540808982295, "net_margin": -0.04127681013387074, "roa_ttm": -0.023378944428930466, "roe_ttm": -0.1495, "debt_to_ebitda": 148.70186735350933, "net_debt_to_ebitda": 104.0785576303928, "interest_coverage": 1.2113884555382215, "debt_to_equity": 4.1238214285714285, "current_ratio": 1.000788643533123, "quick_ratio": 0.8383280757097792, "fcf_to_ebitda": 2.0218931101094655, "capex_to_revenue": 0.06976162485304785, "working_capital_to_revenue": 0.0008337710631414826, "capital_efficiency": -0.08643947221446523, "financial_health": -1.6838714943950213, "margin_quality": 0.0946331749916031, "growth_momentum": -6.392748673264486, "company_age_years": 56.24093086926762, "ebitda": 1553000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 24.29747479274031, "revenue_cagr_3y": -0.060084304462244775, "revenue_cagr_5y": -0.07623824312565952, "earnings_cagr_3y": 0.4505662159974404, "quarterly_revenue_growth_yoy": 0.06956308296514482, "quarterly_earnings_growth_yoy": 1.6180806675938804, "revenue_growth_qoq": 0.5055628498376062, "gross_margin": 0.2900812411070822, "operating_margin": 0.05640978565199431, "net_margin": 0.10198742369302795, "roa_ttm": 0.001932740626207963, "roe_ttm": 0.010832146248812916, "debt_to_ebitda": 7.244454402868026, "net_debt_to_ebitda": 3.7019941743222047, "interest_coverage": 10.728365384615385, "debt_to_equity": 0.9595204178537512, "current_ratio": 1.1811523832645463, "quick_ratio": 0.8798858946346201, "fcf_to_ebitda": 0.9930539995518709, "capex_to_revenue": 0.02353314303837615, "working_capital_to_revenue": 0.1419917538851887, "capital_efficiency": 0.006382443437510439, "financial_health": -0.7648408997039995, "margin_quality": 0.14949281681736815, "growth_momentum": 0.8438218752795126, "company_age_years": 60.993839835728956, "ebitda": 4463000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 18.57290940665702, "revenue_cagr_3y": -0.06684339169832187, "revenue_cagr_5y": -0.02437797739696801, "earnings_cagr_3y": 0.9265260736951124, "quarterly_revenue_growth_yoy": 0.06875792141951838, "quarterly_earnings_growth_yoy": 1.6015625, "revenue_growth_qoq": -0.3707089552238806, "gross_margin": 0.4802846131040617, "operating_margin": 0.13993477616365255, "net_margin": 0.6910761932997331, "roa_ttm": 0.1287492066995944, "roe_ttm": 0.43497716043628226, "debt_to_ebitda": 2.9180897250361792, "net_debt_to_ebitda": 2.2607814761215628, "interest_coverage": 50.80882352941177, "debt_to_equity": 0.9398713526615083, "current_ratio": 1.1029411764705883, "quick_ratio": 0.8579656862745098, "fcf_to_ebitda": 0.6781476121562953, "capex_to_revenue": 0.030602362967267094, "working_capital_to_revenue": 0.05423203563819485, "capital_efficiency": 0.2818631835679383, "financial_health": -0.6979402493752354, "margin_quality": 0.4370985275224825, "growth_momentum": 0.8351602107097592, "company_age_years": 50.58179329226557, "ebitda": 3455000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 15.76022312483076, "revenue_cagr_3y": -0.03363505108555498, "revenue_cagr_5y": -0.02431817482930687, "earnings_cagr_3y": 0.15277587606658072, "quarterly_revenue_growth_yoy": 0.14129443938012762, "quarterly_earnings_growth_yoy": 0.17507418397626112, "revenue_growth_qoq": 0.1135487696412689, "gross_margin": 0.47949946751863687, "operating_margin": 0.18157614483493079, "net_margin": 0.2108626198083067, "roa_ttm": 0.13234846598611227, "roe_ttm": 0.4211267605633803, "debt_to_ebitda": 2.779582994855131, "net_debt_to_ebitda": 2.225561873815326, "interest_coverage": 52.014084507042256, "debt_to_equity": 0.9036091549295775, "current_ratio": 1.1902238707113526, "quick_ratio": 0.9207842098291165, "fcf_to_ebitda": 0.545897644191714, "capex_to_revenue": 0.02676444778738874, "working_capital_to_revenue": 0.09000877522878276, "capital_efficiency": 0.2767376132747463, "financial_health": -0.6629400458690394, "margin_quality": 0.2906460773872915, "growth_momentum": 0.15818431167819436, "company_age_years": 50.82819986310746, "ebitda": 3693000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 17.906290792540794, "revenue_cagr_3y": -0.10687538676604658, "revenue_cagr_5y": -0.05675709750098612, "earnings_cagr_3y": -0.18394857541672316, "quarterly_revenue_growth_yoy": -0.2895538930451649, "quarterly_earnings_growth_yoy": -0.48796147672552165, "revenue_growth_qoq": -0.2057001239157373, "gross_margin": 0.36466458658346335, "operating_margin": 0.1751170046801872, "net_margin": 0.12441497659906396, "roa_ttm": 0.15326368926593284, "roe_ttm": 0.9274501484938481, "debt_to_ebitda": 2.2636946386946386, "net_debt_to_ebitda": 1.7357226107226107, "interest_coverage": 67.29411764705883, "debt_to_equity": 3.296139159949088, "current_ratio": 2.746816846229187, "quick_ratio": 2.175318315377081, "fcf_to_ebitda": 0.8033216783216783, "capex_to_revenue": 0.02260596546310832, "working_capital_to_revenue": 0.27998430141287284, "capital_efficiency": 0.5403569188798905, "financial_health": -3.1674000906243642, "margin_quality": 0.22139885595423817, "growth_momentum": -0.38875768488534324, "company_age_years": 32.65160848733744, "ebitda": 3432000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 20.10094495961711, "revenue_cagr_3y": -0.029247246463717014, "revenue_cagr_5y": -0.002818466524617813, "earnings_cagr_3y": -0.031169795055372762, "quarterly_revenue_growth_yoy": -0.049439494107502154, "quarterly_earnings_growth_yoy": -0.11818181818181818, "revenue_growth_qoq": 0.28978159126365055, "gross_margin": 0.40792258844874507, "operating_margin": 0.2385848200786211, "net_margin": 0.17599032355609315, "roa_ttm": 0.14109772423025435, "roe_ttm": 0.7818991097922848, "debt_to_ebitda": 2.3766078372719113, "net_debt_to_ebitda": 1.727789410708944, "interest_coverage": 64.28846153846153, "debt_to_equity": 2.946958456973294, "current_ratio": 2.3744094488188976, "quick_ratio": 1.9220472440944882, "fcf_to_ebitda": 0.7651809751720012, "capex_to_revenue": 0.019891788669637173, "working_capital_to_revenue": 0.2777689369828135, "capital_efficiency": 0.4614984170112696, "financial_health": -2.670843015980837, "margin_quality": 0.2741659106944864, "growth_momentum": -0.08381065614466017, "company_age_years": 32.903490759753595, "ebitda": 3343000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 21.907103926096998, "revenue_cagr_3y": -0.01813308929303037, "revenue_cagr_5y": 0.01597496769650708, "earnings_cagr_3y": 0.009620843955915781, "quarterly_revenue_growth_yoy": 0.09789343246592318, "quarterly_earnings_growth_yoy": 0.1855123674911661, "revenue_growth_qoq": 0.019856115107913668, "gross_margin": 0.41506772009029347, "operating_margin": 0.2553611738148984, "net_margin": 0.18933408577878102, "roa_ttm": 0.14135223137330014, "roe_ttm": 0.67623701893708, "debt_to_ebitda": 2.2947459584295613, "net_debt_to_ebitda": 1.5776558891454966, "interest_coverage": 66.61538461538461, "debt_to_equity": 2.427916921197312, "current_ratio": 2.5014925373134327, "quick_ratio": 2.0194029850746267, "fcf_to_ebitda": 0.7384526558891455, "capex_to_revenue": 0.018929402637703645, "working_capital_to_revenue": 0.3121799844840962, "capital_efficiency": 0.40879462515519005, "financial_health": -2.1624237417215872, "margin_quality": 0.2865876598946577, "growth_momentum": 0.14170289997854463, "company_age_years": 33.40177960301163, "ebitda": 3464000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 19.479144750254843, "revenue_cagr_3y": -0.013672556859124274, "revenue_cagr_5y": 0.013890273853023105, "earnings_cagr_3y": 0.05182258319258759, "quarterly_revenue_growth_yoy": 0.43369734789391573, "quarterly_earnings_growth_yoy": 1.4294670846394983, "revenue_growth_qoq": 0.03724604966139955, "gross_margin": 0.4028835690968444, "operating_margin": 0.24292709466811752, "net_margin": 0.21082698585418932, "roa_ttm": 0.17137355584082156, "roe_ttm": 0.7585227272727273, "debt_to_ebitda": 1.9490316004077473, "net_debt_to_ebitda": 1.4245667686034658, "interest_coverage": 75.46153846153847, "debt_to_equity": 2.172727272727273, "current_ratio": 2.1989864864864863, "quick_ratio": 1.7260135135135135, "fcf_to_ebitda": 0.5998980632008155, "capex_to_revenue": 0.01899728610198543, "working_capital_to_revenue": 0.25346379088701615, "capital_efficiency": 0.46494814155677444, "financial_health": -1.8724530283580347, "margin_quality": 0.28554588320638374, "growth_momentum": 0.931582216266707, "company_age_years": 33.65092402464066, "ebitda": 3924000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 17.825469803724207, "revenue_cagr_3y": -0.005286687523355371, "revenue_cagr_5y": 0.003466583142315516, "earnings_cagr_3y": 0.0005221933063932482, "quarterly_revenue_growth_yoy": 0.07529482915028728, "quarterly_earnings_growth_yoy": 0.0979381443298969, "revenue_growth_qoq": -0.03264417845484222, "gross_margin": 0.40101237345331836, "operating_margin": 0.2376265466816648, "net_margin": 0.1796962879640045, "roa_ttm": 0.17574273377585872, "roe_ttm": 0.7809278350515464, "debt_to_ebitda": 1.9001006542526422, "net_debt_to_ebitda": 1.4001006542526422, "interest_coverage": 81.10204081632654, "debt_to_equity": 2.1623711340206184, "current_ratio": 2.195260347129506, "quick_ratio": 1.6865821094793056, "fcf_to_ebitda": 0.5714645193759437, "capex_to_revenue": 0.019998596589713, "working_capital_to_revenue": 0.2512806118868851, "capital_efficiency": 0.47833528441370254, "financial_health": -1.8685104708348919, "margin_quality": 0.2727784026996625, "growth_momentum": 0.08661648674009209, "company_age_years": 33.90280629705681, "ebitda": 3974000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 21.321229050279328, "revenue_cagr_3y": 0.009134189642322044, "revenue_cagr_5y": 0.015957930267267884, "earnings_cagr_3y": 0.0010970935841685403, "quarterly_revenue_growth_yoy": 0.05870503597122302, "quarterly_earnings_growth_yoy": -0.0514018691588785, "revenue_growth_qoq": 0.03458942632170978, "gross_margin": 0.39548790432182657, "operating_margin": 0.22669203587931502, "net_margin": 0.16553411253057895, "roa_ttm": 0.16756857622690802, "roe_ttm": 0.7431724137931035, "debt_to_ebitda": 1.967496190959878, "net_debt_to_ebitda": 1.579735906551549, "interest_coverage": 80.36734693877551, "debt_to_equity": 2.1373793103448278, "current_ratio": 1.8368876080691643, "quick_ratio": 1.3487031700288183, "fcf_to_ebitda": 0.574149314372778, "capex_to_revenue": 0.02047734347976479, "working_capital_to_revenue": 0.20089934278796265, "capital_efficiency": 0.45537049501000576, "financial_health": -1.8109506276904468, "margin_quality": 0.26257135091057354, "growth_momentum": 0.003651583406172259, "company_age_years": 34.15468856947297, "ebitda": 3938000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 16.82163187429854, "revenue_cagr_3y": 0.04608071499605537, "revenue_cagr_5y": 0.0181753621974432, "earnings_cagr_3y": 0.12266388622091107, "quarterly_revenue_growth_yoy": 0.07936939385702636, "quarterly_earnings_growth_yoy": 0.48932676518883417, "revenue_growth_qoq": -0.009972575417601595, "gross_margin": 0.41047595064215564, "operating_margin": 0.24830017627801562, "net_margin": 0.22840594308738352, "roa_ttm": 0.19673194138244066, "roe_ttm": 0.9825129533678757, "debt_to_ebitda": 1.754882154882155, "net_debt_to_ebitda": 1.595959595959596, "interest_coverage": 79.55357142857143, "debt_to_equity": 2.531735751295337, "current_ratio": 1.405829596412556, "quick_ratio": 0.9452914798206278, "fcf_to_ebitda": 0.4345679012345679, "capex_to_revenue": 0.02585990459452674, "working_capital_to_revenue": 0.11360783329148882, "capital_efficiency": 0.5896224473751581, "financial_health": -1.9531200549245644, "margin_quality": 0.2957273566691849, "growth_momentum": 0.2843480795229303, "company_age_years": 35.15400410677618, "ebitda": 4455000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 18.08384096438841, "revenue_cagr_3y": 0.07579162761489999, "revenue_cagr_5y": 0.014276663224177089, "earnings_cagr_3y": 0.08050619245040158, "quarterly_revenue_growth_yoy": 0.02030972328002031, "quarterly_earnings_growth_yoy": 0.07854984894259819, "revenue_growth_qoq": 0.012087635356333417, "gross_margin": 0.40980343368997263, "operating_margin": 0.2418512067678527, "net_margin": 0.1776561333665091, "roa_ttm": 0.193832045725771, "roe_ttm": 0.9954838709677419, "debt_to_ebitda": 1.8535722185357222, "net_debt_to_ebitda": 1.6007520460075204, "interest_coverage": 75.35, "debt_to_equity": 2.703225806451613, "current_ratio": 1.1951393852751966, "quick_ratio": 0.8377412437455325, "fcf_to_ebitda": 0.5091793850917938, "capex_to_revenue": 0.02816637521858606, "working_capital_to_revenue": 0.06819885086185361, "capital_efficiency": 0.5946579583467565, "financial_health": -1.7056273819726837, "margin_quality": 0.2764369246081115, "growth_momentum": 0.04942978611130925, "company_age_years": 35.40041067761807, "ebitda": 4521000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 18.138032187907786, "revenue_cagr_3y": 0.16690186675226415, "revenue_cagr_5y": 0.012375845161580079, "earnings_cagr_3y": 0.3320695095112127, "quarterly_revenue_growth_yoy": 0.015706806282722512, "quarterly_earnings_growth_yoy": 0.02168021680216802, "revenue_growth_qoq": 0.01368499626772829, "gross_margin": 0.4172803141875307, "operating_margin": 0.24791359842906235, "net_margin": 0.18507609229258715, "roa_ttm": 0.19818553539483771, "roe_ttm": 1.002909796314258, "debt_to_ebitda": 1.788168769030013, "net_debt_to_ebitda": 1.5876468029578077, "interest_coverage": 66.6376811594203, "debt_to_equity": 2.658260588425477, "current_ratio": 1.5851485148514852, "quick_ratio": 1.1096534653465346, "fcf_to_ebitda": 0.5626359286646369, "capex_to_revenue": 0.028304821150855364, "working_capital_to_revenue": 0.1470606531881804, "capital_efficiency": 0.6005476658545478, "financial_health": -2.1871332338365925, "margin_quality": 0.28342333496972677, "growth_momentum": 0.018693511542445265, "company_age_years": 35.64955509924709, "ebitda": 4598000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 16.47940180102916, "revenue_cagr_3y": 0.06821712102062305, "revenue_cagr_5y": 0.022136665470746664, "earnings_cagr_3y": 0.09874801941026723, "quarterly_revenue_growth_yoy": 0.004986287708800797, "quarterly_earnings_growth_yoy": 0.061898211829436035, "revenue_growth_qoq": -0.01055473735886107, "gross_margin": 0.41801041925080623, "operating_margin": 0.2654428181592657, "net_margin": 0.19151575291490947, "roa_ttm": 0.20441701851250407, "roe_ttm": 1.0479520479520479, "debt_to_ebitda": 1.729416809605489, "net_debt_to_ebitda": 1.5171526586620927, "interest_coverage": 69.61194029850746, "debt_to_equity": 2.685980685980686, "current_ratio": 1.579105976896032, "quick_ratio": 1.1273229532898041, "fcf_to_ebitda": 0.6069897084048027, "capex_to_revenue": 0.02982292637465051, "working_capital_to_revenue": 0.14327430879155018, "capital_efficiency": 0.626184533232276, "financial_health": -2.2060896773465792, "margin_quality": 0.2916563301083271, "growth_momentum": 0.033442249769118415, "company_age_years": 35.90143737166324, "ebitda": 4664000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 19.18535548617306, "revenue_cagr_3y": 0.04653036166272684, "revenue_cagr_5y": 0.021563708326279185, "earnings_cagr_3y": 0.0375157761863838, "quarterly_revenue_growth_yoy": 0.0030219088390833542, "quarterly_earnings_growth_yoy": -0.20948180815876516, "revenue_growth_qoq": -0.011907715207144629, "gross_margin": 0.4132563394426312, "operating_margin": 0.24805423047953803, "net_margin": 0.1800150640220939, "roa_ttm": 0.19055290630235855, "roe_ttm": 0.9817397078353254, "debt_to_ebitda": 1.8336306868867083, "net_debt_to_ebitda": 1.5961195361284568, "interest_coverage": 64.05714285714286, "debt_to_equity": 2.729747675962815, "current_ratio": 1.3336898395721926, "quick_ratio": 0.9685561497326203, "fcf_to_ebitda": 0.687778768956289, "capex_to_revenue": 0.02824858757062147, "working_capital_to_revenue": 0.09685230024213075, "capital_efficiency": 0.586146307068842, "financial_health": -2.035951695216813, "margin_quality": 0.280441877981421, "growth_momentum": -0.1032299496598409, "company_age_years": 36.153319644079396, "ebitda": 4484000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 14.68624658441666, "revenue_cagr_3y": -0.02159336479587226, "revenue_cagr_5y": 0.002282789558034848, "earnings_cagr_3y": 0.027186231955284912, "quarterly_revenue_growth_yoy": 0.045002102902004765, "quarterly_earnings_growth_yoy": 0.1574123989218329, "revenue_growth_qoq": -0.03131903833658219, "gross_margin": 0.4318486718540381, "operating_margin": 0.18386101422055273, "net_margin": 0.14401663536356318, "roa_ttm": 0.1069732038397023, "roe_ttm": 0.37024930477630874, "debt_to_ebitda": 1.5728243769147967, "net_debt_to_ebitda": 0.2524633601059866, "interest_coverage": 64.58288770053476, "debt_to_equity": 0.9267209835585696, "current_ratio": 2.0360270429692817, "quick_ratio": 1.7902354916284768, "fcf_to_ebitda": 0.792580938974911, "capex_to_revenue": 0.01953197288067159, "working_capital_to_revenue": 0.38412879998654126, "capital_efficiency": 0.2386112543080055, "financial_health": -0.3806336690659272, "margin_quality": 0.25324210714605133, "growth_momentum": 0.10120725091191883, "company_age_years": 29.998631074606433, "ebitda": 1207700000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 17.00740105107571, "revenue_cagr_3y": -0.009503760204507716, "revenue_cagr_5y": -0.0007441725485810569, "earnings_cagr_3y": 0.016727325676382687, "quarterly_revenue_growth_yoy": 0.07984447684510171, "quarterly_earnings_growth_yoy": 0.12797619047619047, "revenue_growth_qoq": 0.04326536088006439, "gross_margin": 0.42441972609785894, "operating_margin": 0.16151224844081527, "net_margin": 0.12184144538031248, "roa_ttm": 0.11046001415428167, "roe_ttm": 0.3550823550823551, "debt_to_ebitda": 1.5301363113811792, "net_debt_to_ebitda": 0.3470192149778289, "interest_coverage": 64.43386243386243, "debt_to_equity": 0.8478478478478478, "current_ratio": 2.1316283203317865, "quick_ratio": 1.8634343833316875, "fcf_to_ebitda": 0.8442272951223517, "capex_to_revenue": 0.021735901371490816, "working_capital_to_revenue": 0.3782740010892707, "capital_efficiency": 0.23277118461831836, "financial_health": -0.36026567389624714, "margin_quality": 0.2359244733063289, "growth_momentum": 0.10391033366064609, "company_age_years": 30.245037645448324, "ebitda": 1217800000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 17.16536895469542, "revenue_cagr_3y": -0.010125417410167148, "revenue_cagr_5y": 0.005012305513816484, "earnings_cagr_3y": 0.027922791982461836, "quarterly_revenue_growth_yoy": 0.08541383989145183, "quarterly_earnings_growth_yoy": 0.1356020942408377, "revenue_growth_qoq": 0.028676139651514176, "gross_margin": 0.4241515094693418, "operating_margin": 0.18244890305644101, "net_margin": 0.13557097318582412, "roa_ttm": 0.11174554777908668, "roe_ttm": 0.3702020202020202, "debt_to_ebitda": 1.4824173171320512, "net_debt_to_ebitda": 0.23561599742496178, "interest_coverage": 65.06282722513089, "debt_to_equity": 0.845821854912764, "current_ratio": 2.02918677716055, "quick_ratio": 1.7625899280575539, "fcf_to_ebitda": 0.8562806791663313, "capex_to_revenue": 0.021827000808407437, "working_capital_to_revenue": 0.36544866612772836, "capital_efficiency": 0.24097378399055344, "financial_health": -0.35634220637275926, "margin_quality": 0.247390461903869, "growth_momentum": 0.11050796706614477, "company_age_years": 30.494182067077343, "ebitda": 1242700000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 18.373924366471734, "revenue_cagr_3y": -0.02175936888136354, "revenue_cagr_5y": 0.00048030761829020996, "earnings_cagr_3y": -0.06299203767145778, "quarterly_revenue_growth_yoy": 0.08382066276803118, "quarterly_earnings_growth_yoy": 0.10475161987041037, "revenue_growth_qoq": 0.042565160322520154, "gross_margin": 0.3880095923261391, "operating_margin": 0.1327937649880096, "net_margin": 0.12266187050359713, "roa_ttm": 0.11529385481100855, "roe_ttm": 0.3099939930920559, "debt_to_ebitda": 1.4376608187134503, "net_debt_to_ebitda": 0.3375438596491228, "interest_coverage": 65.76923076923077, "debt_to_equity": 0.6922210542123441, "current_ratio": 2.060164041383167, "quick_ratio": 1.7997949482710411, "fcf_to_ebitda": 0.6957504873294347, "capex_to_revenue": 0.022442191954387077, "working_capital_to_revenue": 0.3602945834653152, "capital_efficiency": 0.21264392395153223, "financial_health": -0.2698055362211582, "margin_quality": 0.21448840927258192, "growth_momentum": 0.09428614131922078, "company_age_years": 30.746064339493497, "ebitda": 1282500000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 16.138571941155366, "revenue_cagr_3y": 0.020965674016814928, "revenue_cagr_5y": 0.016223583503709227, "earnings_cagr_3y": 0.033493493141619535, "quarterly_revenue_growth_yoy": 0.06114575966051566, "quarterly_earnings_growth_yoy": 0.2, "revenue_growth_qoq": 0.04053968854422798, "gross_margin": 0.4311076102762967, "operating_margin": 0.1963766359670383, "net_margin": 0.1377847794474067, "roa_ttm": 0.06332903463522475, "roe_ttm": 0.21184264585045193, "debt_to_ebitda": 1.1039110154287766, "net_debt_to_ebitda": 0.07491926803013993, "interest_coverage": 80.54913294797687, "debt_to_equity": 0.790006162695152, "current_ratio": 2.0986793055703483, "quick_ratio": 1.7949195867504526, "fcf_to_ebitda": 0.6356655902404018, "capex_to_revenue": 0.0200633417379005, "working_capital_to_revenue": 0.3171852899575672, "capital_efficiency": 0.13758584024283835, "financial_health": -0.411434140856817, "margin_quality": 0.2550896752302472, "growth_momentum": 0.13057287983025784, "company_age_years": 31.24435318275154, "ebitda": 1393500000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 15.522833711649703, "revenue_cagr_3y": 0.02543928012578056, "revenue_cagr_5y": 0.00898615962072924, "earnings_cagr_3y": -0.012280220477710713, "quarterly_revenue_growth_yoy": 0.061628851803237704, "quarterly_earnings_growth_yoy": -0.08437067773167359, "revenue_growth_qoq": 0.029144449830344157, "gross_margin": 0.44032970267883426, "operating_margin": 0.20494554018251399, "net_margin": 0.11692670002943774, "roa_ttm": 0.06752775113060162, "roe_ttm": 0.27295388450353136, "debt_to_ebitda": 0.8990993629640477, "net_debt_to_ebitda": 0.21073442190817895, "interest_coverage": 82.76969696969697, "debt_to_equity": 0.8502285002077274, "current_ratio": 1.9250684306569343, "quick_ratio": 1.5998517335766422, "fcf_to_ebitda": 0.6745991066852164, "capex_to_revenue": 0.01859760714826594, "working_capital_to_revenue": 0.24567620778434046, "capital_efficiency": 0.1702408178170665, "financial_health": -0.6886323511831679, "margin_quality": 0.25406731429692864, "growth_momentum": -0.011370912964217942, "company_age_years": 31.49349760438056, "ebitda": 1365700000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 14.057706712762892, "revenue_cagr_3y": 0.04813851318443452, "revenue_cagr_5y": 0.00632765598467433, "earnings_cagr_3y": -0.24353203049859384, "quarterly_revenue_growth_yoy": 0.03568501355526133, "quarterly_earnings_growth_yoy": 1.339678510998308, "revenue_growth_qoq": -0.049693393497628136, "gross_margin": 0.44798198088512814, "operating_margin": 0.21288123211785476, "net_margin": 0.04888293662872101, "roa_ttm": 0.14357920274960406, "roe_ttm": 0.668759318841717, "debt_to_ebitda": 1.3444972630365888, "net_debt_to_ebitda": 0.8890809564966868, "interest_coverage": 67.07246376811594, "debt_to_equity": 1.4648826806874362, "current_ratio": 1.2085190907084529, "quick_ratio": 0.9316707128669168, "fcf_to_ebitda": 0.8397435897435898, "capex_to_revenue": 0.019850599684533198, "working_capital_to_revenue": 0.0702955269188417, "capital_efficiency": 0.4061692607956605, "financial_health": -0.8629431267290338, "margin_quality": 0.23658204987723463, "growth_momentum": 0.6876817622767847, "company_age_years": 31.99726214921287, "ebitda": 1388400000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 15.504284375418395, "revenue_cagr_3y": 0.04774331554746514, "revenue_cagr_5y": 0.006914038107773912, "earnings_cagr_3y": 0.2722982769485649, "quarterly_revenue_growth_yoy": 0.0037566650508967523, "quarterly_earnings_growth_yoy": 0.5215479331574319, "revenue_growth_qoq": 0.008461678943203262, "gross_margin": 0.4251478932753833, "operating_margin": 0.19274417481588796, "net_margin": 0.20886152360255947, "roa_ttm": 0.15522368968053468, "roe_ttm": 0.7264835740477438, "debt_to_ebitda": 1.4935734368724058, "net_debt_to_ebitda": 0.971415182755389, "interest_coverage": 63.029535864978904, "debt_to_equity": 1.6696101174885878, "current_ratio": 1.5902558897376997, "quick_ratio": 1.2347881831294407, "fcf_to_ebitda": 0.6101887802918731, "capex_to_revenue": 0.022329923882017128, "working_capital_to_revenue": 0.16426320171265463, "capital_efficiency": 0.44085363186413923, "financial_health": -1.3213662757921745, "margin_quality": 0.27558453056461024, "growth_momentum": 0.2626522991041643, "company_age_years": 32.24366872005476, "ebitda": 1493800000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 17.829611608306543, "revenue_cagr_3y": 0.03966633662996788, "revenue_cagr_5y": -0.005940632229530229, "earnings_cagr_3y": -0.6476713074760692, "quarterly_revenue_growth_yoy": 0.0005206525511975009, "quarterly_earnings_growth_yoy": -0.9765828274067649, "revenue_growth_qoq": 0.03873873873873874, "gross_margin": 0.4141659439144261, "operating_margin": 0.18016767851980342, "net_margin": 0.0046834345186470075, "roa_ttm": 0.1138230001635858, "roe_ttm": 1.7214250371103414, "debt_to_ebitda": 1.960987053610218, "net_debt_to_ebitda": 1.0761143452949866, "interest_coverage": 42.62592592592593, "debt_to_equity": 5.583621969322118, "current_ratio": 1.5415634035522512, "quick_ratio": 1.2443205287071457, "fcf_to_ebitda": 0.9116343730993136, "capex_to_revenue": 0.01983925423526248, "working_capital_to_revenue": 0.15669724222414771, "capital_efficiency": 0.9176240186369636, "financial_health": -4.6735823501524525, "margin_quality": 0.1996723523176255, "growth_momentum": -0.4880310874277837, "company_age_years": 32.74469541409993, "ebitda": 1150900000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 18.22038084163093, "revenue_cagr_3y": 0.0415383916216856, "revenue_cagr_5y": 0.013598666076077182, "earnings_cagr_3y": 0.13110538399175775, "quarterly_revenue_growth_yoy": 0.02538503682960979, "quarterly_earnings_growth_yoy": 2.8692403486924034, "revenue_growth_qoq": -0.0260769008383926, "gross_margin": 0.4142721443837568, "operating_margin": 0.17495844217525527, "net_margin": 0.18445737354547614, "roa_ttm": 0.13030571617496026, "roe_ttm": 1.2917712691771268, "debt_to_ebitda": 1.7183661603314195, "net_debt_to_ebitda": 1.0452067737480921, "interest_coverage": 57.329166666666666, "debt_to_equity": 3.297489539748954, "current_ratio": 1.4546553808948004, "quick_ratio": 1.1522128174123338, "fcf_to_ebitda": 0.7800712261065484, "capex_to_revenue": 0.018974092494989235, "working_capital_to_revenue": 0.13955905278004602, "capital_efficiency": 0.7110384926760436, "financial_health": -2.593543656209977, "margin_quality": 0.25789598670149605, "growth_momentum": 1.4473126927610065, "company_age_years": 32.99657768651608, "ebitda": 1375900000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 22.66615093690906, "revenue_cagr_3y": -0.04465451291282818, "revenue_cagr_5y": -0.024004757056175996, "earnings_cagr_3y": 0.13579019085187372, "quarterly_revenue_growth_yoy": -0.16216216216216217, "quarterly_earnings_growth_yoy": 0.21576128538638104, "revenue_growth_qoq": -0.1702355460385439, "gross_margin": 0.39268817204301076, "operating_margin": 0.1278136200716846, "net_margin": 0.2278136200716846, "roa_ttm": 0.10489119312367828, "roe_ttm": 0.9977936404931862, "debt_to_ebitda": 2.137184115523466, "net_debt_to_ebitda": 1.3551658930720303, "interest_coverage": 46.536, "debt_to_equity": 3.226995457495133, "current_ratio": 1.31238570982561, "quick_ratio": 1.011417867178092, "fcf_to_ebitda": 0.9916623689186866, "capex_to_revenue": 0.017873376373245403, "working_capital_to_revenue": 0.10791821389500932, "capital_efficiency": 0.5513424168084322, "financial_health": -2.4383633666569, "margin_quality": 0.24943847072879333, "growth_momentum": 0.026799561612109432, "company_age_years": 33.49486652977413, "ebitda": 1163400000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 19.2752035172316, "revenue_cagr_3y": -0.020001717912315753, "revenue_cagr_5y": -0.0047224647453635304, "earnings_cagr_3y": 0.08826542985871177, "quarterly_revenue_growth_yoy": -0.09228100607111882, "quarterly_earnings_growth_yoy": 31.555555555555557, "revenue_growth_qoq": 0.1253763440860215, "gross_margin": 0.40703229505064015, "operating_margin": 0.18134913051786739, "net_margin": 0.1679724823237149, "roa_ttm": 0.14101064049444575, "roe_ttm": 0.9966919634170072, "debt_to_ebitda": 1.481350163097433, "net_debt_to_ebitda": 0.9817047227343639, "interest_coverage": 55.0859375, "debt_to_equity": 2.032496594668223, "current_ratio": 1.483211840070687, "quick_ratio": 1.1607024519549372, "fcf_to_ebitda": 0.7137994610693519, "capex_to_revenue": 0.01799225969512677, "working_capital_to_revenue": 0.13821972987915646, "capital_efficiency": 0.5688513019557264, "financial_health": -1.824298636145234, "margin_quality": 0.2521179692974075, "growth_momentum": 15.73163727474222, "company_age_years": 33.74674880219028, "ebitda": 1410200000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 20.94248078305591, "revenue_cagr_3y": 0.014932679432411389, "revenue_cagr_5y": 0.032650880346335454, "earnings_cagr_3y": -0.39003296467037396, "quarterly_revenue_growth_yoy": 0.1511561245939232, "quarterly_earnings_growth_yoy": -0.7023132347364429, "revenue_growth_qoq": -0.022130837075915805, "gross_margin": 0.39929172200088536, "operating_margin": 0.15172642762284197, "net_margin": 0.0434373616644533, "roa_ttm": 0.12690625700829783, "roe_ttm": 0.5683377971208571, "debt_to_ebitda": 2.2512857379859534, "net_debt_to_ebitda": 1.8850854393629375, "interest_coverage": 70.91372549019607, "debt_to_equity": 1.7036324070974223, "current_ratio": 1.0237952008555578, "quick_ratio": 0.7570683777822338, "fcf_to_ebitda": 0.6308134712160592, "capex_to_revenue": 0.01719676935172611, "working_capital_to_revenue": 0.010177971553141305, "capital_efficiency": 0.34762202706457745, "financial_health": -1.3879874887814052, "margin_quality": 0.1981518370960602, "growth_momentum": -0.27557855507125983, "company_age_years": 34.7460643394935, "ebitda": 1808300000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 31.556251771039953, "revenue_cagr_3y": 0.041813998086214, "revenue_cagr_5y": 0.044965344592366785, "earnings_cagr_3y": 0.4434459620383606, "quarterly_revenue_growth_yoy": 0.18705265848670757, "quarterly_earnings_growth_yoy": -0.5929546603741783, "revenue_growth_qoq": 0.02783311199645861, "gross_margin": 0.40371467025572005, "operating_margin": 0.16285329744279947, "net_margin": 0.1300134589502019, "roa_ttm": 0.09366768125250156, "roe_ttm": 0.4017326040959719, "debt_to_ebitda": 2.950340039671295, "net_debt_to_ebitda": 2.5677954094644377, "interest_coverage": 49.184668989547035, "debt_to_equity": 1.6626212623258414, "current_ratio": 1.0748773206135684, "quick_ratio": 0.7767063587385471, "fcf_to_ebitda": 0.5470388211958062, "capex_to_revenue": 0.01787821409950331, "working_capital_to_revenue": 0.029938805191954118, "capital_efficiency": 0.24770014267423673, "financial_health": -1.334661660531636, "margin_quality": 0.23219380888290717, "growth_momentum": -0.20295100094373536, "company_age_years": 34.997946611909654, "ebitda": 1411600000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 20.571652500615915, "revenue_cagr_3y": 0.0555522786235878, "revenue_cagr_5y": 0.04546809085594905, "earnings_cagr_3y": 0.07315715065554551, "quarterly_revenue_growth_yoy": 0.06648721399730821, "quarterly_earnings_growth_yoy": 0.5900621118012422, "revenue_growth_qoq": -0.0683346658514791, "gross_margin": 0.41070166582534073, "operating_margin": 0.17370015143866735, "net_margin": 0.19384149419485108, "roa_ttm": 0.09638737914581427, "roe_ttm": 0.36870454233566624, "debt_to_ebitda": 2.5319044099531904, "net_debt_to_ebitda": 2.248583394924858, "interest_coverage": 47.61290322580645, "debt_to_equity": 1.41031974749554, "current_ratio": 1.0301064937144688, "quick_ratio": 0.6910080871166626, "fcf_to_ebitda": 0.47622567134762256, "capex_to_revenue": 0.01626160637272312, "working_capital_to_revenue": 0.014308184078339845, "capital_efficiency": 0.23254596074074024, "financial_health": -0.9423102800921624, "margin_quality": 0.25941443715295304, "growth_momentum": 0.3282746628992752, "company_age_years": 35.997262149212865, "ebitda": 1623600000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 19.36837434865604, "revenue_cagr_3y": 0.10587131592766674, "revenue_cagr_5y": 0.06617572305089992, "earnings_cagr_3y": 0.3145424818247504, "quarterly_revenue_growth_yoy": 0.257507881201261, "quarterly_earnings_growth_yoy": 4.571428571428571, "revenue_growth_qoq": 0.14775365976779403, "gross_margin": 0.4065180102915952, "operating_margin": 0.18590843119145006, "net_margin": 0.1320754716981132, "roa_ttm": 0.11518776538699636, "roe_ttm": 0.4186658215813659, "debt_to_ebitda": 2.1023061445596656, "net_debt_to_ebitda": 1.8670484445132332, "interest_coverage": 55.53868194842407, "debt_to_equity": 1.291364284582475, "current_ratio": 1.0808602603974486, "quick_ratio": 0.7307205735069316, "fcf_to_ebitda": 0.4555022442346386, "capex_to_revenue": 0.013749820342068701, "working_capital_to_revenue": 0.03674603554831601, "capital_efficiency": 0.26692679348418114, "financial_health": -0.8691619270767126, "margin_quality": 0.2415006377270528, "growth_momentum": 2.414468226314916, "company_age_years": 36.24366872005476, "ebitda": 1938300000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 19.991237709658762, "revenue_cagr_3y": 0.17044492300380742, "revenue_cagr_5y": 0.05660417055602962, "earnings_cagr_3y": 0.0798772630446769, "quarterly_revenue_growth_yoy": 0.1364698709480744, "quarterly_earnings_growth_yoy": 0.3434038267875126, "revenue_growth_qoq": -0.016229053964903022, "gross_margin": 0.4055793991416309, "operating_margin": 0.18141988555078684, "net_margin": 0.17891630901287553, "roa_ttm": 0.12120954075941175, "roe_ttm": 0.42575975113663556, "debt_to_ebitda": 1.8492866782340467, "net_debt_to_ebitda": 1.6355311355311355, "interest_coverage": 61.93432835820896, "debt_to_equity": 1.1476728882507776, "current_ratio": 1.122128451594809, "quick_ratio": 0.7562020346243085, "fcf_to_ebitda": 0.3838442259494891, "capex_to_revenue": 0.016024971570470423, "working_capital_to_revenue": 0.055582631298011095, "capital_efficiency": 0.27348464594802363, "financial_health": -0.819765490520459, "margin_quality": 0.2553051979017644, "growth_momentum": 0.23993684886779348, "company_age_years": 36.492813141683776, "ebitda": 2074800000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 17.578986147359966, "revenue_cagr_3y": 0.1774791451109199, "revenue_cagr_5y": 0.08195059600938914, "earnings_cagr_3y": -0.09803376547667553, "quarterly_revenue_growth_yoy": 0.2053332079198608, "quarterly_earnings_growth_yoy": -0.4290351136028327, "revenue_growth_qoq": 0.14578862660944206, "gross_margin": 0.4118381520933318, "operating_margin": 0.19661321159623862, "net_margin": 0.07550040969214562, "roa_ttm": 0.11305732484076433, "roe_ttm": 0.3588274932614555, "debt_to_ebitda": 1.5306163420999799, "net_debt_to_ebitda": 0.9926721541859065, "interest_coverage": 64.27096774193548, "debt_to_equity": 0.8562443845462714, "current_ratio": 1.4592458324666449, "quick_ratio": 1.0417793361661665, "fcf_to_ebitda": 0.6093655892391087, "capex_to_revenue": 0.017726188372503976, "working_capital_to_revenue": 0.1706904930199682, "capital_efficiency": 0.2359424090511099, "financial_health": -0.709008129650931, "margin_quality": 0.22798392446057203, "growth_momentum": -0.11185095284148595, "company_age_years": 36.74469541409993, "ebitda": 1992400000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 21.520801065128147, "revenue_cagr_3y": 0.09455983177287419, "revenue_cagr_5y": 0.045499476896908586, "earnings_cagr_3y": -0.2870571730429624, "quarterly_revenue_growth_yoy": 0.035840484603735484, "quarterly_earnings_growth_yoy": -0.4401041666666667, "revenue_growth_qoq": -0.19934449256701392, "gross_margin": 0.38742690058479534, "operating_margin": 0.13693957115009747, "net_margin": 0.10477582846003898, "roa_ttm": 0.09785322898008524, "roe_ttm": 0.30739806524932783, "debt_to_ebitda": 1.9225563075557528, "net_debt_to_ebitda": 1.678741817374903, "interest_coverage": 54.624242424242425, "debt_to_equity": 0.9606120242813981, "current_ratio": 1.2491769609471746, "quick_ratio": 0.803980790721556, "fcf_to_ebitda": 0.6305891490069899, "capex_to_revenue": 0.022377101277752207, "working_capital_to_revenue": 0.09040699585771583, "capital_efficiency": 0.20262564711470654, "financial_health": -0.7548008716610263, "margin_quality": 0.20971410006497726, "growth_momentum": -0.2021318410314656, "company_age_years": 36.99657768651608, "ebitda": 1802600000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 21.042379403291868, "revenue_cagr_3y": 0.035333018110795145, "revenue_cagr_5y": 0.042582148525942776, "earnings_cagr_3y": -0.05082549666834191, "quarterly_revenue_growth_yoy": -0.0830650929899857, "quarterly_earnings_growth_yoy": -0.42028985507246375, "revenue_growth_qoq": -0.03527751646284102, "gross_margin": 0.38761579717211114, "operating_margin": 0.14334470989761092, "net_margin": 0.11311555338859093, "roa_ttm": 0.08101996675187244, "roe_ttm": 0.2725741949063355, "debt_to_ebitda": 2.3709636889056416, "net_debt_to_ebitda": 2.1154667671818066, "interest_coverage": 38.82439024390244, "debt_to_equity": 1.134828757855489, "current_ratio": 1.0352034622895445, "quick_ratio": 0.6772576133424817, "fcf_to_ebitda": 0.6586254554592286, "capex_to_revenue": 0.02534150752397093, "working_capital_to_revenue": 0.015173057018391929, "capital_efficiency": 0.17679708082910398, "financial_health": -0.7332027761122978, "margin_quality": 0.214692020152771, "growth_momentum": -0.2516774740312247, "company_age_years": 37.49486652977413, "ebitda": 1591800000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 21.49821942217131, "revenue_cagr_3y": 0.04045099437910138, "revenue_cagr_5y": 0.03311842761026651, "earnings_cagr_3y": 0.4495614801731851, "quarterly_revenue_growth_yoy": -0.2057825119981271, "quarterly_earnings_growth_yoy": 0.23565891472868217, "revenue_growth_qoq": -0.007557289127254997, "gross_margin": 0.3785802014247114, "operating_margin": 0.13937607467452715, "net_margin": 0.11746499631540162, "roa_ttm": 0.08476598320883895, "roe_ttm": 0.2721607637995598, "debt_to_ebitda": 2.3732976963217514, "net_debt_to_ebitda": 2.0735649739086166, "interest_coverage": 38.23357664233577, "debt_to_equity": 1.0660606580339023, "current_ratio": 1.0769444213213464, "quick_ratio": 0.7181386830933155, "fcf_to_ebitda": 0.40696194476263203, "capex_to_revenue": 0.02716437776030008, "working_capital_to_revenue": 0.03355314901082945, "capital_efficiency": 0.17846337350419936, "financial_health": -0.6902222310980457, "margin_quality": 0.21180709080488005, "growth_momentum": 0.014938201365277529, "company_age_years": 37.74674880219028, "ebitda": 1571400000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 23.305779534762152, "revenue_cagr_3y": 0.004377400802110243, "revenue_cagr_5y": 0.02243304463529827, "earnings_cagr_3y": -0.08665771920741161, "quarterly_revenue_growth_yoy": -0.08284600389863547, "quarterly_earnings_growth_yoy": -0.14418604651162792, "revenue_growth_qoq": -0.0754114468189634, "gross_margin": 0.3831030818278427, "operating_margin": 0.18172157279489903, "net_margin": 0.09776833156216791, "roa_ttm": 0.08416483918128655, "roe_ttm": 0.2721122599704579, "debt_to_ebitda": 2.418322007318348, "net_debt_to_ebitda": 2.110559330893884, "interest_coverage": 40.27368421052632, "debt_to_equity": 1.0933530280649926, "current_ratio": 1.0782508630609897, "quick_ratio": 0.7232451093210587, "fcf_to_ebitda": 0.6323836905384214, "capex_to_revenue": 0.028117857804682192, "working_capital_to_revenue": 0.033603063808759034, "capital_efficiency": 0.17813854957587222, "financial_health": -0.7144220989141984, "margin_quality": 0.22086432872830322, "growth_momentum": -0.1135160252051317, "company_age_years": 37.998631074606436, "ebitda": 1530400000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 15.711392532657259, "revenue_cagr_3y": -0.024335483561767735, "revenue_cagr_5y": -0.016723267299743938, "earnings_cagr_3y": -0.005159839429088264, "quarterly_revenue_growth_yoy": 0.10268943123346172, "quarterly_earnings_growth_yoy": 0.27575313762801734, "revenue_growth_qoq": 0.16786518216986346, "gross_margin": 0.2390694996279422, "operating_margin": 0.11529816401256886, "net_margin": 0.07651887267608144, "roa_ttm": 0.06080800984879089, "roe_ttm": 0.19651532778773462, "debt_to_ebitda": 3.5055166429238587, "net_debt_to_ebitda": 3.029170815119374, "interest_coverage": 40.909265996148086, "debt_to_equity": 1.2718553800299823, "current_ratio": 1.5152512382558823, "quick_ratio": 1.0105198034011482, "fcf_to_ebitda": 0.635736500745995, "capex_to_revenue": 0.015999601052163998, "working_capital_to_revenue": 0.13669994597146234, "capital_efficiency": 0.12866166881826274, "financial_health": -1.054704952060435, "margin_quality": 0.14362884543886414, "growth_momentum": 0.18922128443073954, "company_age_years": 31.748117727583846, "ebitda": 1720521000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 19.38157516255843, "revenue_cagr_3y": 0.10149490689061214, "revenue_cagr_5y": 0.06760226623631005, "earnings_cagr_3y": 0.24591530970767228, "quarterly_revenue_growth_yoy": 0.22230702456217416, "quarterly_earnings_growth_yoy": 0.01994176344818159, "revenue_growth_qoq": 0.10443172623160929, "gross_margin": 0.30760580481221594, "operating_margin": 0.13327447890406693, "net_margin": 0.08459400818557157, "roa_ttm": 0.04129686663431505, "roe_ttm": 0.1352033493592838, "debt_to_ebitda": 5.316926555369226, "net_debt_to_ebitda": 5.030205188065674, "interest_coverage": 17.946505502582845, "debt_to_equity": 1.5039285032362981, "current_ratio": 1.277307600392257, "quick_ratio": 0.7345225297949312, "fcf_to_ebitda": 0.8351680649005006, "capex_to_revenue": 0.01805060644094145, "working_capital_to_revenue": 0.09205068966851852, "capital_efficiency": 0.08825010799679943, "financial_health": -1.2652271814983689, "margin_quality": 0.17515809730061815, "growth_momentum": 0.12112439400517788, "company_age_years": 37.50034223134839, "ebitda": 2636898000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 18.083859237624118, "revenue_cagr_3y": 0.10986145606490338, "revenue_cagr_5y": 0.06184689168479718, "earnings_cagr_3y": 0.17178207717434346, "quarterly_revenue_growth_yoy": 0.2386651093007099, "quarterly_earnings_growth_yoy": 0.6975276366895727, "revenue_growth_qoq": 0.08275286423344173, "gross_margin": 0.3409814754631134, "operating_margin": 0.1716478996535725, "net_margin": 0.11673806939021053, "roa_ttm": 0.049260435446941836, "roe_ttm": 0.15368289092949533, "debt_to_ebitda": 4.281825685160567, "net_debt_to_ebitda": 4.110992785698908, "interest_coverage": 20.5978301632312, "debt_to_equity": 1.3704954465650108, "current_ratio": 1.2496894959355886, "quick_ratio": 0.7197094625260596, "fcf_to_ebitda": 0.748836851260698, "capex_to_revenue": 0.018933823235813815, "working_capital_to_revenue": 0.07959676121985013, "capital_efficiency": 0.10147166318821858, "financial_health": -1.149221112929542, "margin_quality": 0.20978914816896546, "growth_momentum": 0.4680963729951413, "company_age_years": 37.74674880219028, "ebitda": 3130726000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 15.443859739855771, "revenue_cagr_3y": 0.1726044496895971, "revenue_cagr_5y": 0.05947234870888907, "earnings_cagr_3y": 0.3383863122566857, "quarterly_revenue_growth_yoy": 0.21684513609906034, "quarterly_earnings_growth_yoy": 4.502992292227803, "revenue_growth_qoq": 0.006772079938123127, "gross_margin": 0.36074383092589535, "operating_margin": 0.2010206943052542, "net_margin": 0.1391216503010336, "roa_ttm": 0.06952710529990316, "roe_ttm": 0.20173967220328137, "debt_to_ebitda": 3.084891975005404, "net_debt_to_ebitda": 2.968176347487768, "interest_coverage": 25.902682343360308, "debt_to_equity": 1.2161901048989783, "current_ratio": 0.8835038272248128, "quick_ratio": 0.5075839940429482, "fcf_to_ebitda": 0.6384191212591618, "capex_to_revenue": 0.019970790750935972, "working_capital_to_revenue": -0.04726629060265529, "capital_efficiency": 0.13563338875159225, "financial_health": -0.8359264037733345, "margin_quality": 0.23362872517739441, "growth_momentum": 2.3599187141634315, "company_age_years": 37.9958932238193, "ebitda": 4071280000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 17.265173958612742, "revenue_cagr_3y": 0.07434566414426391, "revenue_cagr_5y": 0.06277139284383959, "earnings_cagr_3y": 0.3474399726608357, "quarterly_revenue_growth_yoy": -0.01625282335607506, "quarterly_earnings_growth_yoy": 0.3911279737068656, "revenue_growth_qoq": -0.03291018078362409, "gross_margin": 0.36498050749874594, "operating_margin": 0.20350470723505054, "net_margin": 0.20000493400972844, "roa_ttm": 0.11172039451937807, "roe_ttm": 0.24076580702155184, "debt_to_ebitda": 1.7001934268712535, "net_debt_to_ebitda": 1.6258188579728503, "interest_coverage": 52.75462788436737, "debt_to_equity": 0.6891949897218085, "current_ratio": 1.0603229407089116, "quick_ratio": 0.5914993943003606, "fcf_to_ebitda": 0.6202949280262486, "capex_to_revenue": 0.02071997294721633, "working_capital_to_revenue": 0.018142232863305283, "capital_efficiency": 0.17624310077046496, "financial_health": -0.4942947167889608, "margin_quality": 0.2561633829145083, "growth_momentum": 0.18743757517539525, "company_age_years": 39.501711156741955, "ebitda": 5317772000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 13.057103347889374, "revenue_cagr_3y": 0.041818612401506305, "revenue_cagr_5y": 0.05356982081071893, "earnings_cagr_3y": 0.15808828233158057, "quarterly_revenue_growth_yoy": -0.006648005598320504, "quarterly_earnings_growth_yoy": 0.13080895008605853, "revenue_growth_qoq": 0.03676202069385271, "gross_margin": 0.48409064224492193, "operating_margin": 0.24339556181754138, "net_margin": 0.15427967594223319, "roa_ttm": 0.10668835944638838, "roe_ttm": 0.19840842209972231, "debt_to_ebitda": 1.0675642891800097, "net_debt_to_ebitda": 0.9549975739932072, "interest_coverage": 63.41538461538462, "debt_to_equity": 0.3647780494881253, "current_ratio": 2.8317673378076065, "quick_ratio": 2.089336316181954, "fcf_to_ebitda": 0.504730713245997, "capex_to_revenue": 0.023979957050823193, "working_capital_to_revenue": 0.3663206871868289, "capital_efficiency": 0.15254839077305535, "financial_health": -0.33646930763882577, "margin_quality": 0.2939219600015655, "growth_momentum": 0.06208047224386901, "company_age_years": 30.49965776865161, "ebitda": 824400000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 12.708963981042654, "revenue_cagr_3y": 0.022046670132112034, "revenue_cagr_5y": 0.0019154245308439233, "earnings_cagr_3y": 0.1792063045554919, "quarterly_revenue_growth_yoy": 0.03088587390263368, "quarterly_earnings_growth_yoy": 0.032079646017699116, "revenue_growth_qoq": 0.28399602385685885, "gross_margin": 0.10660370054966324, "operating_margin": 0.09917163428040567, "net_margin": 0.07223039405434699, "roa_ttm": 0.07337974271291321, "roe_ttm": 1.1640297061672586, "debt_to_ebitda": 2.432859399684044, "net_debt_to_ebitda": 2.2606635071090047, "interest_coverage": 44.57746478873239, "debt_to_equity": 4.972554084597998, "current_ratio": 1.1523084584192929, "quick_ratio": 0.7993170662303478, "fcf_to_ebitda": 0.6575039494470775, "capex_to_revenue": 0.020992153092933313, "working_capital_to_revenue": 0.04786389752073506, "capital_efficiency": 0.618704724440086, "financial_health": -4.596799175357992, "margin_quality": 0.0926685762948053, "growth_momentum": 0.0314827599601664, "company_age_years": 38.98973305954826, "ebitda": 6330000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 14.567928420710924, "revenue_cagr_3y": 0.004913869502197299, "revenue_cagr_5y": 0.0004497727008321295, "earnings_cagr_3y": 0.05928021186743204, "quarterly_revenue_growth_yoy": -0.0056686421025508886, "quarterly_earnings_growth_yoy": 0.09903121636167922, "revenue_growth_qoq": 0.1166087962962963, "gross_margin": 0.1062451412282975, "operating_margin": 0.11876997495033255, "net_margin": 0.08819210503584694, "roa_ttm": 0.07167513093159816, "roe_ttm": 1.205538872205539, "debt_to_ebitda": 2.403668235676027, "net_debt_to_ebitda": 2.197695179354001, "interest_coverage": 37.339393939393936, "debt_to_equity": 4.941274607941275, "current_ratio": 1.030650849631292, "quick_ratio": 0.7013145238858609, "fcf_to_ebitda": 0.8123681220581075, "capex_to_revenue": 0.022616980544054137, "working_capital_to_revenue": 0.010640666043364054, "capital_efficiency": 0.6386070015685685, "financial_health": -4.748599198309562, "margin_quality": 0.10440240707149233, "growth_momentum": 0.04668128712956417, "company_age_years": 39.488021902806295, "ebitda": 6161000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 34.22829897228278, "revenue_cagr_3y": -0.00566218110288097, "revenue_cagr_5y": 0.014047119727842894, "earnings_cagr_3y": -0.4166658141965981, "quarterly_revenue_growth_yoy": 0.2976389010796103, "quarterly_earnings_growth_yoy": -0.7700348432055749, "revenue_growth_qoq": 0.049403747870528106, "gross_margin": 0.13000541125541126, "operating_margin": 0.0005411255411255411, "net_margin": 0.017857142857142856, "roa_ttm": -0.015461917868952395, "roe_ttm": -0.0367218005528013, "debt_to_ebitda": 10.208969168483339, "net_debt_to_ebitda": 7.094363126751791, "interest_coverage": 9.019662921348315, "debt_to_equity": 0.47940157065765804, "current_ratio": 1.2235251110736178, "quick_ratio": 0.946740903211293, "fcf_to_ebitda": 0.8315166614761756, "capex_to_revenue": 0.04587614979024747, "working_capital_to_revenue": 0.15296540045414309, "capital_efficiency": -0.026091859210876846, "financial_health": -0.39537026661307706, "margin_quality": 0.049467893217893216, "growth_momentum": -0.23619797106298232, "company_age_years": 50.743326488706366, "ebitda": 3211000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 15.991974975938403, "revenue_cagr_3y": 0.04176556985297619, "revenue_cagr_5y": 0.019869525743031913, "earnings_cagr_3y": 0.1515064074995669, "quarterly_revenue_growth_yoy": 0.07467687888942078, "quarterly_earnings_growth_yoy": 0.1546875, "revenue_growth_qoq": 0.015224600542659028, "gross_margin": 0.2323682256867112, "operating_margin": 0.12680029695619896, "net_margin": 0.1097253155159614, "roa_ttm": 0.06075585572639747, "roe_ttm": 0.2752604166666667, "debt_to_ebitda": 3.7526467757459097, "net_debt_to_ebitda": 1.2576997112608277, "interest_coverage": 29.062937062937063, "debt_to_equity": 2.0307291666666667, "current_ratio": 2.5186282151208106, "quick_ratio": 2.4508183943881527, "fcf_to_ebitda": 0.4326275264677575, "capex_to_revenue": 0.03871188763275094, "working_capital_to_revenue": 0.3708271478055651, "capital_efficiency": 0.16800813619653207, "financial_health": -1.575955746754802, "margin_quality": 0.1562979460529572, "growth_momentum": 0.1146821894447104, "company_age_years": 36.24640657084189, "ebitda": 4156000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 15.515813636363637, "revenue_cagr_3y": 0.06484690438637597, "revenue_cagr_5y": 0.024940019683185044, "earnings_cagr_3y": 0.09070733458734215, "quarterly_revenue_growth_yoy": 0.11670588235294117, "quarterly_earnings_growth_yoy": 0.24818840579710144, "revenue_growth_qoq": 0.057015590200445436, "gross_margin": 0.21941283888186544, "operating_margin": 0.11560612445568198, "net_margin": 0.09678325607529148, "roa_ttm": 0.060222590828829796, "roe_ttm": 0.27361127993193146, "debt_to_ebitda": 3.5995454545454546, "net_debt_to_ebitda": 3.2497727272727275, "interest_coverage": 30.555555555555557, "debt_to_equity": 1.9251245897654066, "current_ratio": 1.241159198263756, "quick_ratio": 1.153070343418869, "fcf_to_ebitda": 0.49636363636363634, "capex_to_revenue": 0.036979455857856745, "working_capital_to_revenue": 0.06992411623172312, "capital_efficiency": 0.16691693538038063, "financial_health": -1.7075801497535001, "margin_quality": 0.14393407313761297, "growth_momentum": 0.1824471440750213, "company_age_years": 36.49555099247091, "ebitda": 4400000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 19.753774059492564, "revenue_cagr_3y": 0.04657395051434521, "revenue_cagr_5y": 0.03356384312873684, "earnings_cagr_3y": -0.01173966357408196, "quarterly_revenue_growth_yoy": 0.022608695652173914, "quarterly_earnings_growth_yoy": 0.09498399146211313, "revenue_growth_qoq": -0.02172636523781562, "gross_margin": 0.21068427370948378, "operating_margin": 0.11204481792717087, "net_margin": 0.10264105642256903, "roa_ttm": 0.049183043757377455, "roe_ttm": 0.16103878491998916, "debt_to_ebitda": 3.5603674540682415, "net_debt_to_ebitda": 2.832895888013998, "interest_coverage": 28.39751552795031, "debt_to_equity": 1.1037428803905613, "current_ratio": 1.0939622929547363, "quick_ratio": 0.9683230287764293, "fcf_to_ebitda": 0.5437445319335084, "capex_to_revenue": 0.042796144931072345, "working_capital_to_revenue": 0.0300353787971209, "capital_efficiency": 0.1051109143386833, "financial_health": -0.927122487643235, "margin_quality": 0.14179004935307457, "growth_momentum": 0.05879634355714352, "company_age_years": 42.74880219028063, "ebitda": 4572000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 17.415610144927538, "revenue_cagr_3y": -0.05218849850807239, "revenue_cagr_5y": 0.05285584087479078, "earnings_cagr_3y": 0.12903124981375957, "quarterly_revenue_growth_yoy": 0.09129511677282377, "quarterly_earnings_growth_yoy": 0.33962264150943394, "revenue_growth_qoq": -0.0744297719087635, "gross_margin": 0.3450064850843061, "operating_margin": 0.19520103761348898, "net_margin": 0.13813229571984437, "roa_ttm": 0.07654970168874507, "roe_ttm": 0.23335388409371147, "debt_to_ebitda": 2.905072463768116, "net_debt_to_ebitda": 2.684057971014493, "interest_coverage": 31.363636363636363, "debt_to_equity": 1.2358199753390875, "current_ratio": 1.1697341513292434, "quick_ratio": 0.9585889570552147, "fcf_to_ebitda": 0.4557971014492754, "capex_to_revenue": 0.02281730312153383, "working_capital_to_revenue": 0.05260655997464744, "capital_efficiency": 0.15495179289122826, "financial_health": -1.0203290432555996, "margin_quality": 0.2261132728058798, "growth_momentum": 0.21545887914112885, "company_age_years": 36.747433264887064, "ebitda": 1380000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 20.547675843350135, "revenue_cagr_3y": 0.3619381552929135, "revenue_cagr_5y": 0.30853081116821657, "earnings_cagr_3y": 0.38924583418290837, "quarterly_revenue_growth_yoy": 1.8735408560311284, "quarterly_earnings_growth_yoy": 1.0140845070422535, "revenue_growth_qoq": 1.3758713136729221, "gross_margin": 0.2683367185736854, "operating_margin": 0.12457684495599188, "net_margin": 0.09681787406905891, "roa_ttm": 0.029912445117724087, "roe_ttm": 0.05115707197119396, "debt_to_ebitda": 2.701046917409849, "net_debt_to_ebitda": 2.312911981388135, "interest_coverage": 38.492537313432834, "debt_to_equity": 0.3058885522329074, "current_ratio": 1.4894022891055532, "quick_ratio": 1.205595591352268, "fcf_to_ebitda": 0.3625436215587437, "capex_to_revenue": 0.013932291666666667, "working_capital_to_revenue": 0.15032552083333334, "capital_efficiency": 0.040534758544459024, "financial_health": -0.2512491805660759, "margin_quality": 0.16324381253291206, "growth_momentum": 1.443812681536691, "company_age_years": 37.74674880219028, "ebitda": 2579000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 17.41310486608827, "revenue_cagr_3y": -0.017838391146443033, "revenue_cagr_5y": 0.24426670957062968, "earnings_cagr_3y": 0.01913940386733204, "quarterly_revenue_growth_yoy": 0.05241379310344828, "quarterly_earnings_growth_yoy": -0.14049586776859505, "revenue_growth_qoq": 0.07819123881300047, "gross_margin": 0.27566622979467015, "operating_margin": 0.14089121887287026, "net_margin": 0.09086937527304499, "roa_ttm": 0.03167879727956091, "roe_ttm": 0.0573341251417157, "debt_to_ebitda": 2.6574877404752923, "net_debt_to_ebitda": 2.3255375330064125, "interest_coverage": 35.82432432432432, "debt_to_equity": 0.3803379582141122, "current_ratio": 1.1693213296398892, "quick_ratio": 0.9458102493074793, "fcf_to_ebitda": 0.7189739720860053, "capex_to_revenue": 0.014769663579885125, "working_capital_to_revenue": 0.05732036103622084, "capital_efficiency": 0.04450646121063831, "financial_health": -0.30981882052840554, "margin_quality": 0.1691422746468618, "growth_momentum": -0.044041037332573384, "company_age_years": 40.99931553730322, "ebitda": 2651000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 18.13523374063855, "revenue_cagr_3y": -0.011295872603996893, "revenue_cagr_5y": 0.23313811715331267, "earnings_cagr_3y": 0.15803954226787398, "quarterly_revenue_growth_yoy": 0.08969047038752133, "quarterly_earnings_growth_yoy": -0.2905263157894737, "revenue_growth_qoq": -0.023372651813018785, "gross_margin": 0.26079176917915453, "operating_margin": 0.09684634309997764, "net_margin": 0.07537463654663386, "roa_ttm": 0.02602303771087391, "roe_ttm": 0.05047525401507703, "debt_to_ebitda": 3.5605045329128893, "net_debt_to_ebitda": 3.345683878596768, "interest_coverage": 24.872549019607842, "debt_to_equity": 0.49344477220583416, "current_ratio": 1.1380263371809463, "quick_ratio": 0.8874979678101121, "fcf_to_ebitda": 0.8675601103665747, "capex_to_revenue": 0.015375788869764774, "working_capital_to_revenue": 0.04870912220309811, "capital_efficiency": 0.03824914586297547, "financial_health": -0.4336840178046611, "margin_quality": 0.144337582941922, "growth_momentum": -0.10041792270097619, "company_age_years": 41.24572210814511, "ebitda": 2537000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 19.86939817232376, "revenue_cagr_3y": 0.018262139379791265, "revenue_cagr_5y": 0.23014161710389347, "earnings_cagr_3y": 0.07237413488906053, "quarterly_revenue_growth_yoy": 0.13494558645707377, "quarterly_earnings_growth_yoy": -0.25902335456475584, "revenue_growth_qoq": 0.04965332140460747, "gross_margin": 0.22735989772000853, "operating_margin": 0.11122949073087578, "net_margin": 0.07436607713616024, "roa_ttm": 0.022679712685934054, "roe_ttm": 0.043520729324940305, "debt_to_ebitda": 3.8337684943429067, "net_debt_to_ebitda": 3.67449956483899, "interest_coverage": 20.7027027027027, "debt_to_equity": 0.4780768395919253, "current_ratio": 1.0857505151371056, "quick_ratio": 0.8392772230147408, "fcf_to_ebitda": 0.79852045256745, "capex_to_revenue": 0.01662219257282633, "working_capital_to_revenue": 0.030075605959528573, "capital_efficiency": 0.03310022100543718, "financial_health": -0.4165546169030593, "margin_quality": 0.13765182186234817, "growth_momentum": -0.06203888405384103, "company_age_years": 41.49486652977413, "ebitda": 2298000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 20.69116159334126, "revenue_cagr_3y": -0.07751411842049993, "revenue_cagr_5y": -0.033975652938251, "earnings_cagr_3y": -0.10236404777179586, "quarterly_revenue_growth_yoy": -0.16078551702976374, "quarterly_earnings_growth_yoy": -0.4772727272727273, "revenue_growth_qoq": 0.1063915857605178, "gross_margin": 0.1473491773308958, "operating_margin": 0.05301645338208409, "net_margin": 0.04204753199268738, "roa_ttm": 0.017813871242386536, "roe_ttm": 0.04505549113798244, "debt_to_ebitda": 4.48513674197384, "net_debt_to_ebitda": 1.8906064209274673, "interest_coverage": 25.484848484848484, "debt_to_equity": 0.6248136491634918, "current_ratio": 2.6576015727391873, "quick_ratio": 1.4551114023591087, "fcf_to_ebitda": 0.8513674197384067, "capex_to_revenue": 0.022797237706963975, "working_capital_to_revenue": 0.4209168816041268, "capital_efficiency": 0.031434681190184485, "financial_health": -0.480750209866237, "margin_quality": 0.08080438756855576, "growth_momentum": -0.3190291221512455, "company_age_years": 36.93360711841205, "ebitda": 841000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 22.626973825635435, "revenue_cagr_3y": 0.11681141907450487, "revenue_cagr_5y": 0.12984375758189537, "earnings_cagr_3y": 0.22301316240240454, "quarterly_revenue_growth_yoy": 0.01875603288546671, "quarterly_earnings_growth_yoy": 0.03370593539337904, "revenue_growth_qoq": -0.05760551346164208, "gross_margin": 0.2363389837891997, "operating_margin": 0.1550862270818926, "net_margin": 0.09832119928339224, "roa_ttm": 0.12353111934949224, "roe_ttm": 0.1808638893720131, "debt_to_ebitda": 0.20255991038042903, "net_debt_to_ebitda": 0.18519309081550783, "interest_coverage": 504.63712757830405, "debt_to_equity": 0.07942660644399951, "current_ratio": 1.3375169059782341, "quick_ratio": 2.5465063314202423, "fcf_to_ebitda": 0.13900267950406467, "capex_to_revenue": 0.15544760839740523, "working_capital_to_revenue": 0.032407024258168875, "capital_efficiency": 0.15219750436075266, "financial_health": -0.05905222033725739, "margin_quality": 0.16324880338482817, "growth_momentum": 0.026230984139422875, "company_age_years": 24.186173853524984, "ebitda": 660570000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 26.666950493876953, "revenue_cagr_3y": 0.095427979885363, "revenue_cagr_5y": 0.10859203766222114, "earnings_cagr_3y": 0.14128845971773196, "quarterly_revenue_growth_yoy": 0.016499938958269, "quarterly_earnings_growth_yoy": -0.03581024886443605, "revenue_growth_qoq": -0.03653692218053506, "gross_margin": 0.23448249551737732, "operating_margin": 0.14065756436396212, "net_margin": 0.08518042821233432, "roa_ttm": 0.12023781127754986, "roe_ttm": 0.17788347303614238, "debt_to_ebitda": 0.18925012420662546, "net_debt_to_ebitda": 0.17847850281560187, "interest_coverage": 559.7658495350803, "debt_to_equity": 0.07370685700439222, "current_ratio": 1.1002434851480247, "quick_ratio": 2.0785278275370254, "fcf_to_ebitda": 0.059617670110222995, "capex_to_revenue": 0.17098256326388353, "working_capital_to_revenue": 0.010858498691323187, "capital_efficiency": 0.1490606421568461, "financial_health": -0.05581714368330596, "margin_quality": 0.15344016269789126, "growth_momentum": -0.009655154953083526, "company_age_years": 24.435318275154003, "ebitda": 662203000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 16.473582338720963, "revenue_cagr_3y": 0.07970878841700357, "revenue_cagr_5y": 0.08979615244433936, "earnings_cagr_3y": 0.13259450229554148, "quarterly_revenue_growth_yoy": 0.015200688291957766, "quarterly_earnings_growth_yoy": -0.05140950376606114, "revenue_growth_qoq": -0.04711536127143626, "gross_margin": 0.2339695710826054, "operating_margin": 0.15212715457707668, "net_margin": 0.09187006696721906, "roa_ttm": 0.1096950687381386, "roe_ttm": 0.15977296373405186, "debt_to_ebitda": 0.6948492525893663, "net_debt_to_ebitda": 0.6797090144778248, "interest_coverage": 704.1781970649895, "debt_to_equity": 0.252161079713347, "current_ratio": 1.3256211976330048, "quick_ratio": 2.4844821851744063, "fcf_to_ebitda": 0.21977534512478678, "capex_to_revenue": 0.13970871634692364, "working_capital_to_revenue": 0.031417504898016625, "capital_efficiency": 0.13473401623609524, "financial_health": -0.05293546675180122, "margin_quality": 0.15932226420896706, "growth_momentum": -0.018104407737051686, "company_age_years": 25.188227241615333, "ebitda": 671786000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 30.920896344436812, "revenue_cagr_3y": 0.06728536235493121, "revenue_cagr_5y": 0.08689999268580695, "earnings_cagr_3y": 0.12761577037400818, "quarterly_revenue_growth_yoy": 0.06550916800544838, "quarterly_earnings_growth_yoy": 0.09134942357136933, "revenue_growth_qoq": 0.011207689563895094, "gross_margin": 0.23366653582567737, "operating_margin": 0.14337962275360167, "net_margin": 0.08724618616197408, "roa_ttm": 0.10975260563713793, "roe_ttm": 0.1577866545020512, "debt_to_ebitda": 0.1384837631432024, "net_debt_to_ebitda": 0.06916753765665065, "interest_coverage": 1152.942857142857, "debt_to_equity": 0.049754813516340264, "current_ratio": 1.2696924892094927, "quick_ratio": 2.2789700852786114, "fcf_to_ebitda": 0.2235492368086927, "capex_to_revenue": 0.11674062174937785, "working_capital_to_revenue": 0.029721055472895573, "capital_efficiency": 0.13376963006959458, "financial_health": -0.006245363996457549, "margin_quality": 0.15476411491375106, "growth_momentum": 0.07842929578840885, "company_age_years": 25.43463381245722, "ebitda": 686001000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 32.89964731604093, "revenue_cagr_3y": 0.06111429215442943, "revenue_cagr_5y": 0.0893753597921918, "earnings_cagr_3y": 0.10046602452420306, "quarterly_revenue_growth_yoy": 0.11182563688470881, "quarterly_earnings_growth_yoy": 0.20924460608443504, "revenue_growth_qoq": 0.11379983450382974, "gross_margin": 0.2811449294688015, "operating_margin": 0.1910104868129042, "net_margin": 0.11717656135404661, "roa_ttm": 0.1120703556583027, "roe_ttm": 0.15971070616977195, "debt_to_ebitda": 0.13236470237448342, "net_debt_to_ebitda": 0.08522475526463187, "interest_coverage": 1117.9345794392523, "debt_to_equity": 0.04766704917382968, "current_ratio": 1.2909381260706716, "quick_ratio": 2.3658198077872306, "fcf_to_ebitda": 0.2802509077431958, "capex_to_revenue": 0.09951648706409934, "working_capital_to_revenue": 0.03209178194549822, "capital_efficiency": 0.13589053091403733, "financial_health": -0.010666930885298815, "margin_quality": 0.19644399254525077, "growth_momentum": 0.16053512148457194, "company_age_years": 25.683778234086244, "ebitda": 717714000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 36.38990749290038, "revenue_cagr_3y": 0.05493456931888807, "revenue_cagr_5y": 0.09660028661005327, "earnings_cagr_3y": 0.09508831430600728, "quarterly_revenue_growth_yoy": 0.11548010441969254, "quarterly_earnings_growth_yoy": 0.1955223706196469, "revenue_growth_qoq": 0.03937912543218813, "gross_margin": 0.2737199981213924, "operating_margin": 0.18771757196842564, "net_margin": 0.11719991248437835, "roa_ttm": 0.11333414519462683, "roe_ttm": 0.16053302897534086, "debt_to_ebitda": 0.1269579929411356, "net_debt_to_ebitda": 0.022597186343596438, "interest_coverage": 1348.2504504504504, "debt_to_equity": 0.045519536026556576, "current_ratio": 1.442700527767546, "quick_ratio": 2.5656813318749667, "fcf_to_ebitda": 0.2509865972451452, "capex_to_revenue": 0.11070325483007769, "working_capital_to_revenue": 0.04900687358706746, "capital_efficiency": 0.13693358708498385, "financial_health": 0.004854389626466685, "margin_quality": 0.19287916085806547, "growth_momentum": 0.1555012375196697, "company_age_years": 25.935660506502394, "ebitda": 748279000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 41.43830027215346, "revenue_cagr_3y": 0.07314115591153891, "revenue_cagr_5y": 0.1106263658560942, "earnings_cagr_3y": 0.41333190013445953, "quarterly_revenue_growth_yoy": 0.19494648254480795, "quarterly_earnings_growth_yoy": 1.8790997066164556, "revenue_growth_qoq": 0.0207677777561407, "gross_margin": 0.25146192924161476, "operating_margin": 0.16098559448422597, "net_margin": 0.22135140503435577, "roa_ttm": 0.15114404006747437, "roe_ttm": 0.2036907065626518, "debt_to_ebitda": 0.12121227586893253, "net_debt_to_ebitda": 0.0, "interest_coverage": 2165.0524861878453, "debt_to_equity": 0.04172423879616348, "current_ratio": 1.6654455645793038, "quick_ratio": 2.8498414751217065, "fcf_to_ebitda": 0.19670710903618377, "capex_to_revenue": 0.11379161862379814, "working_capital_to_revenue": 0.06956408839252533, "capital_efficiency": 0.17741737331506308, "financial_health": 0.021775778374296718, "margin_quality": 0.21126630958673218, "growth_momentum": 1.0370230945806318, "company_age_years": 26.187542778918548, "ebitda": 783749000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 43.784950288233105, "revenue_cagr_3y": 0.09933404519046496, "revenue_cagr_5y": 0.11431155267098836, "earnings_cagr_3y": 0.20476267334704268, "quarterly_revenue_growth_yoy": 0.22666079650336296, "quarterly_earnings_growth_yoy": 0.6617977869649806, "revenue_growth_qoq": 0.038045509175562806, "gross_margin": 0.2514021318457979, "operating_margin": 0.16144515794253098, "net_margin": 0.11819528226416726, "roa_ttm": 0.16135952753240773, "roe_ttm": 0.2150778102478812, "debt_to_ebitda": 0.0544338157379048, "net_debt_to_ebitda": 0.0, "interest_coverage": 75153.81818181818, "debt_to_equity": 0.019077893342705526, "current_ratio": 1.7824405925539772, "quick_ratio": 2.9944075184268066, "fcf_to_ebitda": 0.25528975724937464, "capex_to_revenue": 0.12062387575530542, "working_capital_to_revenue": 0.07655490054507803, "capital_efficiency": 0.18821866889014446, "financial_health": 0.03179258901037037, "margin_quality": 0.17701419068416535, "growth_momentum": 0.4442292917341718, "company_age_years": 26.43394934976044, "ebitda": 826692000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 41.01138753361873, "revenue_cagr_3y": 0.10685196118958817, "revenue_cagr_5y": 0.11852780083497594, "earnings_cagr_3y": 0.24070021961376287, "quarterly_revenue_growth_yoy": 0.23048366971777995, "quarterly_earnings_growth_yoy": 0.6606108638663659, "revenue_growth_qoq": 0.11727097792480162, "gross_margin": 0.2926024046490656, "operating_margin": 0.2133347137585172, "net_margin": 0.1581367356298706, "roa_ttm": 0.17233269157461334, "roe_ttm": 0.23058792909573575, "debt_to_ebitda": 0.0503903008748876, "net_debt_to_ebitda": 0.0, "interest_coverage": 81184.45454545454, "debt_to_equity": 0.01813016734950249, "current_ratio": 1.7676096320033192, "quick_ratio": 3.0348780714157035, "fcf_to_ebitda": 0.2647114483404234, "capex_to_revenue": 0.13057355809964052, "working_capital_to_revenue": 0.07554433407420899, "capital_efficiency": 0.20146031033517453, "financial_health": 0.024196700821774223, "margin_quality": 0.22135795134581782, "growth_momentum": 0.4455472667920729, "company_age_years": 26.68309377138946, "ebitda": 893029000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 41.11442963912828, "revenue_cagr_3y": 0.10728620409579914, "revenue_cagr_5y": 0.11412921227131889, "earnings_cagr_3y": 0.27152676498452144, "quarterly_revenue_growth_yoy": 0.21219789069023937, "quarterly_earnings_growth_yoy": 0.695193228688156, "revenue_growth_qoq": 0.023933282889758857, "gross_margin": 0.29360641749028804, "operating_margin": 0.21581731055448092, "net_margin": 0.16389774274663518, "roa_ttm": 0.18440855962436148, "roe_ttm": 0.2458829652432696, "debt_to_ebitda": 0.046712770440989315, "net_debt_to_ebitda": 0.0, "interest_coverage": 33218.41379310345, "debt_to_equity": 0.01719570856254576, "current_ratio": 1.9210968473501684, "quick_ratio": 3.2514808653164375, "fcf_to_ebitda": 0.27046486473019743, "capex_to_revenue": 0.14410696574193396, "working_capital_to_revenue": 0.08543226127392226, "capital_efficiency": 0.21514576243381556, "financial_health": 0.033664747596146835, "margin_quality": 0.2244404902638014, "growth_momentum": 0.4536955596891977, "company_age_years": 26.934976043805612, "ebitda": 963334000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 14.620277579945299, "revenue_cagr_3y": 0.11816045935138386, "revenue_cagr_5y": 0.11628754588598245, "earnings_cagr_3y": 0.3021344618332169, "quarterly_revenue_growth_yoy": 0.1524233069282709, "quarterly_earnings_growth_yoy": -0.1915893536121673, "revenue_growth_qoq": -0.029567212513690273, "gross_margin": 0.29074905739748225, "operating_margin": 0.21310314875981554, "net_margin": 0.1552752633054967, "roa_ttm": 0.17083770181393135, "roe_ttm": 0.2259547999371755, "debt_to_ebitda": 0.3548432736585604, "net_debt_to_ebitda": 0.17293957606597715, "interest_coverage": 7580.13768115942, "debt_to_equity": 0.13847765495994566, "current_ratio": 1.9797186683560768, "quick_ratio": 3.2923567271789467, "fcf_to_ebitda": 0.29809408455928393, "capex_to_revenue": 0.14548377164944437, "working_capital_to_revenue": 0.08643010909576514, "capital_efficiency": 0.1983962508755534, "financial_health": 0.03688385977034546, "margin_quality": 0.21970915648759815, "growth_momentum": -0.019583023341948197, "company_age_years": 27.186858316221766, "ebitda": 1046059000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 33.17070259839124, "revenue_cagr_3y": 0.11867230721428346, "revenue_cagr_5y": 0.09819288604262999, "earnings_cagr_3y": 0.30286256005048995, "quarterly_revenue_growth_yoy": 0.07109251691855312, "quarterly_earnings_growth_yoy": 0.21942140067500207, "revenue_growth_qoq": -0.035213215131496944, "gross_margin": 0.26577087593436294, "operating_margin": 0.1800860330526796, "net_margin": 0.13456340547163756, "roa_ttm": 0.16999213291857923, "roe_ttm": 0.22728291625923025, "debt_to_ebitda": 0.05088810770642522, "net_debt_to_ebitda": 0.0, "interest_coverage": 8923.467213114754, "debt_to_equity": 0.019997321658362724, "current_ratio": 2.188655749605618, "quick_ratio": 3.4599852019377084, "fcf_to_ebitda": 0.30915811412714495, "capex_to_revenue": 0.13589994979872036, "working_capital_to_revenue": 0.10359592520374346, "capital_efficiency": 0.19863752458890474, "financial_health": 0.0595190580487769, "margin_quality": 0.1934734381528934, "growth_momentum": 0.14525695879677758, "company_age_years": 27.433264887063654, "ebitda": 1088663000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 32.55325284402975, "revenue_cagr_3y": 0.1197657554056002, "revenue_cagr_5y": 0.08574108170059969, "earnings_cagr_3y": 0.28841621217269675, "quarterly_revenue_growth_yoy": 0.02628742387503411, "quarterly_earnings_growth_yoy": 0.06509049524578729, "revenue_growth_qoq": 0.07053418410911785, "gross_margin": 0.3004093654364333, "operating_margin": 0.22107713455508143, "net_margin": 0.1641157536868345, "roa_ttm": 0.17035025113716087, "roe_ttm": 0.22880094050888247, "debt_to_ebitda": 0.050033806626098715, "net_debt_to_ebitda": 0.0, "interest_coverage": 6932.8125, "debt_to_equity": 0.019832159186131067, "current_ratio": 1.9202548529545072, "quick_ratio": 3.1068362233071314, "fcf_to_ebitda": 0.3708172188415596, "capex_to_revenue": 0.12715172392953192, "working_capital_to_revenue": 0.08589490224518781, "capital_efficiency": 0.19957559582302167, "financial_health": 0.04483450025841898, "margin_quality": 0.22853408455944976, "growth_momentum": 0.0456889595604107, "company_age_years": 27.682409308692677, "ebitda": 1109250000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 36.70964310742521, "revenue_cagr_3y": 0.10238905296950662, "revenue_cagr_5y": 0.07113419460938752, "earnings_cagr_3y": 0.2423468387509955, "quarterly_revenue_growth_yoy": -0.009238041149727896, "quarterly_earnings_growth_yoy": -0.05386815188939242, "revenue_growth_qoq": -0.011510692338587265, "gross_margin": 0.2967284304458838, "operating_margin": 0.20747345861585167, "net_margin": 0.15651476407711523, "roa_ttm": 0.16209795556386802, "roe_ttm": 0.21685751090898592, "debt_to_ebitda": 0.05046108019325597, "net_debt_to_ebitda": 0.0, "interest_coverage": 367940.3333333333, "debt_to_equity": 0.019143998614208214, "current_ratio": 2.03339699946077, "quick_ratio": 3.137244180596782, "fcf_to_ebitda": 0.43800308202145094, "capex_to_revenue": 0.11842836992581991, "working_capital_to_revenue": 0.09937751538764805, "capital_efficiency": 0.18947773323642697, "financial_health": 0.06733197831843639, "margin_quality": 0.2202388843796169, "growth_momentum": -0.031553096519560155, "company_age_years": 27.93429158110883, "ebitda": 1103821000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 21.065819813785996, "revenue_cagr_3y": 0.1061088065054232, "revenue_cagr_5y": 0.06955501758153915, "earnings_cagr_3y": 0.28102671651311883, "quarterly_revenue_growth_yoy": -0.01727260688021937, "quarterly_earnings_growth_yoy": -0.09679604161571313, "revenue_growth_qoq": -0.037436919206033245, "gross_margin": 0.27462579493185735, "operating_margin": 0.18654665152605118, "net_margin": 0.14271020980850294, "roa_ttm": 0.1540501876078695, "roe_ttm": 0.19979699530985806, "debt_to_ebitda": 0.34992166099106964, "net_debt_to_ebitda": 0.0, "interest_coverage": 11717.467391304348, "debt_to_equity": 0.12244487241119519, "current_ratio": 2.367848996817679, "quick_ratio": 3.482794979308084, "fcf_to_ebitda": 0.46805169168660316, "capex_to_revenue": 0.11664931903762152, "working_capital_to_revenue": 0.1218630988552025, "capital_efficiency": 0.17692359145886377, "financial_health": 0.08639767394966824, "margin_quality": 0.2012942187554705, "growth_momentum": -0.05703432424796625, "company_age_years": 28.186173853524984, "ebitda": 1078007000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 37.95503836398149, "revenue_cagr_3y": 0.021861412817366865, "revenue_cagr_5y": 0.032936805274194514, "earnings_cagr_3y": 0.14517413425420078, "quarterly_revenue_growth_yoy": -0.1550497517597434, "quarterly_earnings_growth_yoy": -0.15089732984052576, "revenue_growth_qoq": -0.09232056262938491, "gross_margin": 0.3070418763459457, "operating_margin": 0.22223139665926514, "net_margin": 0.16492228383972507, "roa_ttm": 0.1443874894976211, "roe_ttm": 0.19752265573343955, "debt_to_ebitda": 0.13830364905268924, "net_debt_to_ebitda": 0.0, "interest_coverage": 1369.7529411764706, "debt_to_equity": 0.04859163618855257, "current_ratio": 1.9599776596907161, "quick_ratio": 2.760879771092773, "fcf_to_ebitda": 0.6381800639588647, "capex_to_revenue": 0.09375153029366161, "working_capital_to_revenue": 0.12036728570243302, "capital_efficiency": 0.17095507261553033, "financial_health": 0.09360939225496603, "margin_quality": 0.23139851894831198, "growth_momentum": -0.1529735408001346, "company_age_years": 28.684462696783026, "ebitda": 1047861000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 38.50117138327028, "revenue_cagr_3y": 0.06622454390556509, "revenue_cagr_5y": 0.06304202545053195, "earnings_cagr_3y": 0.2542308307402674, "quarterly_revenue_growth_yoy": 0.009260274861057726, "quarterly_earnings_growth_yoy": 0.23015984253408003, "revenue_growth_qoq": 0.18071210988496, "gross_margin": 0.33345524237217977, "operating_margin": 0.2553890410389296, "net_margin": 0.19077158026245408, "roa_ttm": 0.14668220983843464, "roe_ttm": 0.1977000996268173, "debt_to_ebitda": 0.13160800652378038, "net_debt_to_ebitda": 0.0, "interest_coverage": 1028.1998132586368, "debt_to_equity": 0.045706286013801424, "current_ratio": 2.5340004629547193, "quick_ratio": 3.564350706005947, "fcf_to_ebitda": 0.5878639886233407, "capex_to_revenue": 0.06972355481446722, "working_capital_to_revenue": 0.1744412603968771, "capital_efficiency": 0.17219115473262597, "financial_health": 0.06685400324758978, "margin_quality": 0.2598719545578545, "growth_momentum": 0.11971005869756889, "company_age_years": 28.93634496919918, "ebitda": 1101202000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 19.64977628293941, "revenue_cagr_3y": 0.06399798093418552, "revenue_cagr_5y": 0.07880898294278338, "earnings_cagr_3y": -0.01269621078216876, "quarterly_revenue_growth_yoy": 0.06359752121965188, "quarterly_earnings_growth_yoy": 0.3180581014275399, "revenue_growth_qoq": 0.014386211615190811, "gross_margin": 0.3089467099066601, "operating_margin": 0.2369150419838474, "net_margin": 0.17685293961462248, "roa_ttm": 0.15395259314186582, "roe_ttm": 0.2022320376347448, "debt_to_ebitda": 0.2670046914223789, "net_debt_to_ebitda": 0.0, "interest_coverage": 1378.7044917257683, "debt_to_equity": 0.09362688979426917, "current_ratio": 3.332187173371211, "quick_ratio": 4.549516254388551, "fcf_to_ebitda": 0.6069553423229399, "capex_to_revenue": 0.056058223783096384, "working_capital_to_revenue": 0.21673251345099995, "capital_efficiency": 0.1780923153883053, "financial_health": 0.06183001732179771, "margin_quality": 0.24090489716837668, "growth_momentum": 0.1908278113235959, "company_age_years": 29.188227241615333, "ebitda": 1166384000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 44.75996719720181, "revenue_cagr_3y": 0.06789516131209483, "revenue_cagr_5y": 0.09742160653208654, "earnings_cagr_3y": 0.2216914295278931, "quarterly_revenue_growth_yoy": 0.14093181440684488, "quarterly_earnings_growth_yoy": 0.49694767114441685, "revenue_growth_qoq": 0.049493706382308746, "gross_margin": 0.31779337159292154, "operating_margin": 0.23937275579996717, "net_margin": 0.17696968082981585, "roa_ttm": 0.16978107996506323, "roe_ttm": 0.23147970326296077, "debt_to_ebitda": 0.07969590591042415, "net_debt_to_ebitda": 0.0, "interest_coverage": 2473.2820512820513, "debt_to_equity": 0.03130877150001081, "current_ratio": 2.3805243431115746, "quick_ratio": 3.364597888148958, "fcf_to_ebitda": 0.6503356582458367, "capex_to_revenue": 0.05387768758966656, "working_capital_to_revenue": 0.17076340545172689, "capital_efficiency": 0.200630391614012, "financial_health": 0.04955314901540983, "margin_quality": 0.24471193607423483, "growth_momentum": 0.31893974277563086, "company_age_years": 29.43463381245722, "ebitda": 1253954000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 41.4761665272185, "revenue_cagr_3y": 0.08481729528063009, "revenue_cagr_5y": 0.11798626480812024, "earnings_cagr_3y": 0.18153413097718363, "quarterly_revenue_growth_yoy": 0.472209638366008, "quarterly_earnings_growth_yoy": 0.8238625215655763, "revenue_growth_qoq": 0.17123074259996537, "gross_margin": 0.35049025738038775, "operating_margin": 0.2774302737058789, "net_margin": 0.20431572014439797, "roa_ttm": 0.18979937130136734, "roe_ttm": 0.2529510242542128, "debt_to_ebitda": 0.07051599114625265, "net_debt_to_ebitda": 0.0, "interest_coverage": 3047.8559139784948, "debt_to_equity": 0.02937327951215297, "current_ratio": 2.7200540228788137, "quick_ratio": 3.964936994054164, "fcf_to_ebitda": 0.4332585642789255, "capex_to_revenue": 0.06795487210318168, "working_capital_to_revenue": 0.1811252438296276, "capital_efficiency": 0.22137519777779008, "financial_health": 0.07741021730311398, "margin_quality": 0.2774120837435549, "growth_momentum": 0.6480360799657922, "company_age_years": 29.683778234086244, "ebitda": 1417253000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 43.25357658881888, "revenue_cagr_3y": 0.09779269079526753, "revenue_cagr_5y": 0.12336081676910071, "earnings_cagr_3y": 0.18229125471175212, "quarterly_revenue_growth_yoy": 0.3230873038823776, "quarterly_earnings_growth_yoy": 0.41990805873144826, "revenue_growth_qoq": 0.061115999663485694, "gross_margin": 0.3475992931660817, "operating_margin": 0.27385528761197847, "net_margin": 0.20473184452510845, "roa_ttm": 0.2049374393035516, "roe_ttm": 0.27644128567577164, "debt_to_ebitda": 0.06530054073549436, "net_debt_to_ebitda": 0.0, "interest_coverage": 4125.358490566037, "debt_to_equity": 0.02922397100732244, "current_ratio": 2.393549582530868, "quick_ratio": 3.6176933543705583, "fcf_to_ebitda": 0.4415991291780246, "capex_to_revenue": 0.09011539918107217, "working_capital_to_revenue": 0.15135325557659035, "capital_efficiency": 0.2406893624896616, "financial_health": 0.04442705042719476, "margin_quality": 0.27539547510105616, "growth_momentum": 0.37149768130691296, "company_age_years": 29.935660506502394, "ebitda": 1530508000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 25.051114155527817, "revenue_cagr_3y": 0.11154624228759324, "revenue_cagr_5y": 0.13592228169123066, "earnings_cagr_3y": 0.20471511654865715, "quarterly_revenue_growth_yoy": 0.3139299918296163, "quarterly_earnings_growth_yoy": 0.46869863879640944, "revenue_growth_qoq": 0.007365472277339459, "gross_margin": 0.33180653422747985, "operating_margin": 0.26411095622529884, "net_margin": 0.1976845595231849, "roa_ttm": 0.21453190098441496, "roe_ttm": 0.2810949052491068, "debt_to_ebitda": 0.21126346659557194, "net_debt_to_ebitda": 0.0, "interest_coverage": 4297.864583333333, "debt_to_equity": 0.09475089318543065, "current_ratio": 2.980796322544234, "quick_ratio": 4.271313604776902, "fcf_to_ebitda": 0.4014402743610562, "capex_to_revenue": 0.10465043277360164, "working_capital_to_revenue": 0.17494208884985868, "capital_efficiency": 0.24781340311676087, "financial_health": 0.06877596785694012, "margin_quality": 0.2645340166586545, "growth_momentum": 0.39131431531301286, "company_age_years": 30.187542778918548, "ebitda": 1650380000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 29.757430384466875, "revenue_cagr_3y": 0.13910364874788028, "revenue_cagr_5y": 0.10852875929936534, "earnings_cagr_3y": 0.31020218876686045, "quarterly_revenue_growth_yoy": 0.057645647417180604, "quarterly_earnings_growth_yoy": 0.16184371928868102, "revenue_growth_qoq": -0.06985826437777874, "gross_margin": 0.353734332042377, "operating_margin": 0.2884231583760095, "net_margin": 0.21716022227600276, "roa_ttm": 0.2846187231456968, "roe_ttm": 0.37700254344678513, "debt_to_ebitda": 0.04724276599133342, "net_debt_to_ebitda": 0.0, "interest_coverage": 7556.939285714286, "debt_to_equity": 0.027365253576799035, "current_ratio": 1.7624619426832744, "quick_ratio": 2.9046608769840296, "fcf_to_ebitda": 0.4331090204225728, "capex_to_revenue": 0.12382403603022775, "working_capital_to_revenue": 0.06452748105175064, "capital_efficiency": 0.33081063329624094, "financial_health": 0.016615096125491526, "margin_quality": 0.2864392375647964, "growth_momentum": 0.1097446833529308, "company_age_years": 31.186858316221766, "ebitda": 2115943000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 35.81212265485035, "revenue_cagr_3y": 0.13460051561848108, "revenue_cagr_5y": 0.092876327921811, "earnings_cagr_3y": 0.28871785259355964, "quarterly_revenue_growth_yoy": -0.03682945073733704, "quarterly_earnings_growth_yoy": -0.04908407311401797, "revenue_growth_qoq": -0.033199947172912844, "gross_margin": 0.34054693870758374, "operating_margin": 0.2656122584832498, "net_margin": 0.1976498749077757, "roa_ttm": 0.2748480559554319, "roe_ttm": 0.36365844485745225, "debt_to_ebitda": 0.04751832079465452, "net_debt_to_ebitda": 0.0, "interest_coverage": 10518.785, "debt_to_equity": 0.026682777707934795, "current_ratio": 1.5749227419581402, "quick_ratio": 2.5931117432223627, "fcf_to_ebitda": 0.3812479292998193, "capex_to_revenue": 0.14765203749984085, "working_capital_to_revenue": 0.052769304680646834, "capital_efficiency": 0.31925325040644204, "financial_health": 0.020539807016039323, "margin_quality": 0.2679363573662031, "growth_momentum": -0.0429567619256775, "company_age_years": 31.433264887063654, "ebitda": 2103757000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 40.791168475949235, "revenue_cagr_3y": 0.16393882303273632, "revenue_cagr_5y": 0.06457955539875515, "earnings_cagr_3y": 0.2552896059509038, "quarterly_revenue_growth_yoy": -0.15248391554039467, "quarterly_earnings_growth_yoy": -0.22260275793851275, "revenue_growth_qoq": -0.020072309407711895, "gross_margin": 0.3514002727165298, "operating_margin": 0.27709952455050246, "net_margin": 0.2068810328979351, "roa_ttm": 0.2568281711820929, "roe_ttm": 0.3336947600948321, "debt_to_ebitda": 0.04001705365998164, "net_debt_to_ebitda": 0.012424451986040818, "interest_coverage": 22453.91011235955, "debt_to_equity": 0.020868807304734952, "current_ratio": 1.4524510057294173, "quick_ratio": 2.5831182979535523, "fcf_to_ebitda": 0.32388693343368036, "capex_to_revenue": 0.15653369685517976, "working_capital_to_revenue": 0.03824625580228391, "capital_efficiency": 0.2952614656384625, "financial_health": -0.004574783242541663, "margin_quality": 0.2784602767216558, "growth_momentum": -0.18754333673945373, "company_age_years": 31.682409308692677, "ebitda": 1998398000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 45.685681998195975, "revenue_cagr_3y": 0.12714401516449536, "revenue_cagr_5y": 0.07443994550882471, "earnings_cagr_3y": 0.18895818174298795, "quarterly_revenue_growth_yoy": -0.05513097917926781, "quarterly_earnings_growth_yoy": -0.10099072339500956, "revenue_growth_qoq": 0.0722394527554347, "gross_margin": 0.3668794550435333, "operating_margin": 0.29368821674188944, "net_margin": 0.2239108757012744, "roa_ttm": 0.23412823177150466, "roe_ttm": 0.3053355756151118, "debt_to_ebitda": 0.040709761098543545, "net_debt_to_ebitda": 0.0, "interest_coverage": 21827.68888888889, "debt_to_equity": 0.01968288924553847, "current_ratio": 1.7275568027518784, "quick_ratio": 2.9291988775233095, "fcf_to_ebitda": 0.29120047320121434, "capex_to_revenue": 0.15723097282771956, "working_capital_to_revenue": 0.06855136610260103, "capital_efficiency": 0.26973190369330824, "financial_health": 0.0242290370269962, "margin_quality": 0.29482618249556575, "growth_momentum": -0.07806085128713869, "company_age_years": 31.93429158110883, "ebitda": 1964492000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 44.894900145416344, "revenue_cagr_3y": 0.11690079209529602, "revenue_cagr_5y": 0.07807961712512124, "earnings_cagr_3y": 0.19360719417756767, "quarterly_revenue_growth_yoy": 0.002608505026953211, "quarterly_earnings_growth_yoy": -0.0034390252184892368, "revenue_growth_qoq": -0.013018741787805134, "gross_margin": 0.35342516131189194, "operating_margin": 0.2815091437932533, "net_margin": 0.21585035605630035, "roa_ttm": 0.22485733509929354, "roe_ttm": 0.29111249888733903, "debt_to_ebitda": 0.04055077707492085, "net_debt_to_ebitda": 0.0, "interest_coverage": 23203.15294117647, "debt_to_equity": 0.018783595608165792, "current_ratio": 2.099175996680486, "quick_ratio": 2.132011280473251, "fcf_to_ebitda": 0.41162053027276213, "capex_to_revenue": 0.12909808678670448, "working_capital_to_revenue": 0.10205582807946334, "capital_efficiency": 0.25798491699331627, "financial_health": 0.06460887740638781, "margin_quality": 0.2835948870538152, "growth_momentum": -0.00041526009576801286, "company_age_years": 32.186173853524984, "ebitda": 1972268000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 23.738267043526733, "revenue_cagr_3y": 0.09029962744417253, "revenue_cagr_5y": 0.08063565412087237, "earnings_cagr_3y": 0.13605573207381072, "quarterly_revenue_growth_yoy": 0.012437800595782922, "quarterly_earnings_growth_yoy": 0.025491337997038992, "revenue_growth_qoq": -0.02372170773294106, "gross_margin": 0.34516767312319313, "operating_margin": 0.2646621093602854, "net_margin": 0.2001982092676188, "roa_ttm": 0.2206139553055939, "roe_ttm": 0.2832509813962396, "debt_to_ebitda": 0.040202651927369826, "net_debt_to_ebitda": 0.0, "interest_coverage": 53768.13513513513, "debt_to_equity": 0.01817051247070124, "current_ratio": 2.29475152267948, "quick_ratio": 3.534479565042112, "fcf_to_ebitda": 0.47027602503441956, "capex_to_revenue": 0.10912207480206366, "working_capital_to_revenue": 0.12117185854938632, "capital_efficiency": 0.25193246835091676, "financial_health": 0.08917583560499281, "margin_quality": 0.2700093305836991, "growth_momentum": 0.01896456929641096, "company_age_years": 32.435318275154, "ebitda": 1989421000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 19.150690548856364, "revenue_cagr_3y": 0.043385503813303306, "revenue_cagr_5y": 0.07158601737833847, "earnings_cagr_3y": 0.061072629397563416, "quarterly_revenue_growth_yoy": 0.06050712254341068, "quarterly_earnings_growth_yoy": 0.1015282423844412, "revenue_growth_qoq": 0.0264534718469556, "gross_margin": 0.35852477185181525, "operating_margin": 0.2813717515948854, "net_margin": 0.2148833286514886, "roa_ttm": 0.23889726106362305, "roe_ttm": 0.31042858786171545, "debt_to_ebitda": 0.029560172739471993, "net_debt_to_ebitda": 0.0, "interest_coverage": 15489.946564885497, "debt_to_equity": 0.014587663753414177, "current_ratio": 1.4601667287798912, "quick_ratio": 1.4601667287798912, "fcf_to_ebitda": 0.5135687614177725, "capex_to_revenue": 0.10646464074543055, "working_capital_to_revenue": 0.04260907394586268, "capital_efficiency": 0.27466292446266927, "financial_health": 0.004182813016399748, "margin_quality": 0.2849266173660631, "growth_momentum": 0.08101768246392595, "company_age_years": 32.68446269678302, "ebitda": 2029183000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 21.493521434171665, "revenue_cagr_3y": 0.016433852541320126, "revenue_cagr_5y": 0.06995572987667553, "earnings_cagr_3y": 0.02489653169331718, "quarterly_revenue_growth_yoy": -0.029741096842359517, "quarterly_earnings_growth_yoy": -0.09050449914084537, "revenue_growth_qoq": -0.01900717756824762, "gross_margin": 0.35041840933036145, "operating_margin": 0.273335596047098, "net_margin": 0.20988824053146113, "roa_ttm": 0.22959506110676872, "roe_ttm": 0.29832891894610297, "debt_to_ebitda": 0.030166909990107807, "net_debt_to_ebitda": 0.0, "interest_coverage": 104654.57894736843, "debt_to_equity": 0.014365118517915387, "current_ratio": 1.327827956212291, "quick_ratio": 1.327827956212291, "fcf_to_ebitda": 0.4971603324621298, "capex_to_revenue": 0.11922378328343627, "working_capital_to_revenue": 0.030631791782336864, "capital_efficiency": 0.26396199002643583, "financial_health": 0.0040929570544199784, "margin_quality": 0.2778807486363069, "growth_momentum": -0.060122797991602445, "company_age_years": 32.936344969199176, "ebitda": 1988437000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 20.048131687329327, "revenue_cagr_3y": -0.005831283791892794, "revenue_cagr_5y": 0.0654816246903227, "earnings_cagr_3y": -0.01908708615946264, "quarterly_revenue_growth_yoy": -0.07336498278225402, "quarterly_earnings_growth_yoy": -0.18484580951938417, "revenue_growth_qoq": -0.05739448283273625, "gross_margin": 0.3364874021253704, "operating_margin": 0.24102540789664526, "net_margin": 0.1898820128601725, "roa_ttm": 0.2159875587168652, "roe_ttm": 0.2794318317820245, "debt_to_ebitda": 0.03153252364794718, "net_debt_to_ebitda": 0.0, "interest_coverage": 76095.4, "debt_to_equity": 0.014132584835088823, "current_ratio": 1.333292015784537, "quick_ratio": 1.333292015784537, "fcf_to_ebitda": 0.46676408823660825, "capex_to_revenue": 0.13264715442121067, "working_capital_to_revenue": 0.03098192374299418, "capital_efficiency": 0.24770969524944486, "financial_health": 0.0103695331346774, "margin_quality": 0.2557982742940627, "growth_momentum": -0.1291053961508191, "company_age_years": 33.18822724161533, "ebitda": 1902385000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 16.358431450214244, "revenue_cagr_3y": 0.059452759575211234, "revenue_cagr_5y": 0.05564297883782454, "earnings_cagr_3y": 0.10149197862382997, "quarterly_revenue_growth_yoy": 0.14939482449397898, "quarterly_earnings_growth_yoy": 0.16560452162516381, "revenue_growth_qoq": -0.008702237949222508, "gross_margin": 0.07582247287932954, "operating_margin": 0.048807398721176606, "net_margin": 0.03625099259246427, "roa_ttm": 0.12189816740703323, "roe_ttm": 0.35368754849555994, "debt_to_ebitda": 1.6038317957077752, "net_debt_to_ebitda": 1.203409602155843, "interest_coverage": 81.63859813084112, "debt_to_equity": 0.9436427709285283, "current_ratio": 1.299137589562828, "quick_ratio": 1.2991375890614267, "fcf_to_ebitda": 0.4941851080611723, "capex_to_revenue": 0.003685925924384681, "working_capital_to_revenue": 0.03879188654151979, "capital_efficiency": 0.2377928579512966, "financial_health": -0.42396426763859585, "margin_quality": 0.05362695473099014, "growth_momentum": 0.1574996730595714, "company_age_years": 20.45722108145106, "ebitda": 873533000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 15.624655530772946, "revenue_cagr_3y": -0.00743808108011601, "revenue_cagr_5y": 0.00462588660151475, "earnings_cagr_3y": 0.09024959261886312, "quarterly_revenue_growth_yoy": -0.0718868001760113, "quarterly_earnings_growth_yoy": -0.14919612247310557, "revenue_growth_qoq": -0.04656021748180293, "gross_margin": 0.08654446743329237, "operating_margin": 0.05203831695171184, "net_margin": 0.03967616045444046, "roa_ttm": 0.09699858403639355, "roe_ttm": 0.2746449040325571, "debt_to_ebitda": 1.57035095431136, "net_debt_to_ebitda": 1.0789009545827024, "interest_coverage": 72.18450690431887, "debt_to_equity": 0.679134532789463, "current_ratio": 1.556087678829674, "quick_ratio": 1.5560876782320812, "fcf_to_ebitda": 1.113312602770949, "capex_to_revenue": 0.004239403083559072, "working_capital_to_revenue": 0.06169783518601127, "capital_efficiency": 0.18582174403447532, "financial_health": -0.566169864699287, "margin_quality": 0.059419648279814885, "growth_momentum": -0.11054146132455844, "company_age_years": 22.70773442847365, "ebitda": 737076000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 21.228597268396097, "revenue_cagr_3y": 0.03737176355657157, "revenue_cagr_5y": 0.04321778781635688, "earnings_cagr_3y": 0.04632488618871333, "quarterly_revenue_growth_yoy": 0.09560564835436132, "quarterly_earnings_growth_yoy": -0.07056108486391548, "revenue_growth_qoq": 0.16454777848894359, "gross_margin": 0.06778285362620716, "operating_margin": 0.03982176671085022, "net_margin": 0.03231608596856656, "roa_ttm": 0.09019401210442579, "roe_ttm": 0.2443311719750459, "debt_to_ebitda": 1.7285202914693354, "net_debt_to_ebitda": 1.3706045069480461, "interest_coverage": 94.5299397186872, "debt_to_equity": 0.6511074492395744, "current_ratio": 1.6199506070202996, "quick_ratio": 1.6199506070202996, "fcf_to_ebitda": 0.6927172344990407, "capex_to_revenue": 0.00386920441292397, "working_capital_to_revenue": 0.07065700686946717, "capital_efficiency": 0.16726259203973584, "financial_health": -0.5337215248131701, "margin_quality": 0.04664023543520798, "growth_momentum": 0.012522281745222921, "company_age_years": 22.9596167008898, "ebitda": 705666000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 17.576609636392895, "revenue_cagr_3y": 0.009087618845464274, "revenue_cagr_5y": 0.0022790173827329507, "earnings_cagr_3y": -0.15645889601141616, "quarterly_revenue_growth_yoy": -0.2783443628461463, "quarterly_earnings_growth_yoy": -0.6370694160267142, "revenue_growth_qoq": -0.01827874991858622, "gross_margin": 0.0671078062118898, "operating_margin": 0.026150936528888304, "net_margin": 0.01887777785456447, "roa_ttm": 0.07340606322283813, "roe_ttm": 0.27791075507054047, "debt_to_ebitda": 2.469391981691509, "net_debt_to_ebitda": 2.2090487570847066, "interest_coverage": 32.34837092731829, "debt_to_equity": 1.179970012473444, "current_ratio": 1.1168880822088942, "quick_ratio": 1.1168880818314706, "fcf_to_ebitda": 2.0295769737351823, "capex_to_revenue": 0.005195815908974694, "working_capital_to_revenue": 0.016793756778574614, "capital_efficiency": 0.1756584091466893, "financial_health": -0.6226518545287214, "margin_quality": 0.037378840198447526, "growth_momentum": -0.45770688943643023, "company_age_years": 25.95756331279945, "ebitda": 671164000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 19.300742301073026, "revenue_cagr_3y": -0.024600550947720734, "revenue_cagr_5y": 0.004026452142149584, "earnings_cagr_3y": -0.4060323983717624, "quarterly_revenue_growth_yoy": -0.16675820993084223, "quarterly_earnings_growth_yoy": -0.678011913548803, "revenue_growth_qoq": -0.027445790515154236, "gross_margin": 0.06082659246919683, "operating_margin": 0.025445730783415093, "net_margin": 0.0073362929893670764, "roa_ttm": 0.06222231153163084, "roe_ttm": 0.2291743762057719, "debt_to_ebitda": 2.6971309925813896, "net_debt_to_ebitda": 2.4599636240368192, "interest_coverage": 16.08409132611602, "debt_to_equity": 1.166519700824066, "current_ratio": 1.4038517675255227, "quick_ratio": 1.4038517675255227, "fcf_to_ebitda": 1.0754230824391453, "capex_to_revenue": 0.004095998265103919, "working_capital_to_revenue": 0.04709480205743854, "capital_efficiency": 0.14569834386870137, "financial_health": -0.9734117303288212, "margin_quality": 0.03120287208065967, "growth_momentum": -0.4223850617398226, "company_age_years": 26.209445585215605, "ebitda": 613592000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 19.207289943181088, "revenue_cagr_3y": -0.06770269429523634, "revenue_cagr_5y": 0.027805438326443888, "earnings_cagr_3y": -0.13310086749514127, "quarterly_revenue_growth_yoy": 0.013906377774400614, "quarterly_earnings_growth_yoy": 0.2973303465000617, "revenue_growth_qoq": 0.016099726424542604, "gross_margin": 0.0727552266743514, "operating_margin": 0.0397225466325612, "net_margin": 0.028159982227567434, "roa_ttm": 0.06024240858610835, "roe_ttm": 0.21985433393293746, "debt_to_ebitda": 2.698559967678633, "net_debt_to_ebitda": 2.5171274385316864, "interest_coverage": 27.237379912663755, "debt_to_equity": 1.1143692471271636, "current_ratio": 1.4166097424798805, "quick_ratio": 1.41660974203429, "fcf_to_ebitda": 0.5179819667295138, "capex_to_revenue": 0.0035847711749228575, "working_capital_to_revenue": 0.05355310765322441, "capital_efficiency": 0.1400483712595229, "financial_health": -0.9202989863636692, "margin_quality": 0.046879251844826685, "growth_momentum": 0.15561836213723115, "company_age_years": 26.70773442847365, "ebitda": 623736000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 21.60289955382098, "revenue_cagr_3y": -0.09487787071346943, "revenue_cagr_5y": 0.03791084993120397, "earnings_cagr_3y": -0.2671722680674773, "quarterly_revenue_growth_yoy": 0.06993985298419961, "quarterly_earnings_growth_yoy": 0.1864574308411329, "revenue_growth_qoq": 0.03597601613793977, "gross_margin": 0.0804570256344893, "operating_margin": 0.03877996168056907, "net_margin": 0.02093358776275712, "roa_ttm": 0.06188046186282535, "roe_ttm": 0.2117945253422728, "debt_to_ebitda": 2.375208533881583, "net_debt_to_ebitda": 2.183983145961376, "interest_coverage": 18.98288407474781, "debt_to_equity": 0.9974561999334173, "current_ratio": 1.490061972379071, "quick_ratio": 1.490061972379071, "fcf_to_ebitda": 0.3453204924376068, "capex_to_revenue": 0.002851563267518803, "working_capital_to_revenue": 0.06182510070409686, "capital_efficiency": 0.13683749360254907, "financial_health": -0.837085677731519, "margin_quality": 0.04672352502593849, "growth_momentum": 0.12819864191266625, "company_age_years": 26.9596167008898, "ebitda": 688737000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 18.19106998424901, "revenue_cagr_3y": -0.13660873594298217, "revenue_cagr_5y": 0.019830318539497682, "earnings_cagr_3y": -0.13425869403489565, "quarterly_revenue_growth_yoy": -0.00881856856898349, "quarterly_earnings_growth_yoy": 3.8205210990217284, "revenue_growth_qoq": -0.09903564129068318, "gross_margin": 0.07891735903739758, "operating_margin": 0.043922128844043576, "net_margin": 0.03567939634703546, "roa_ttm": 0.08790043500041336, "roe_ttm": 0.2704275308919422, "debt_to_ebitda": 1.8928475886107416, "net_debt_to_ebitda": 1.702632516465462, "interest_coverage": 49.92188925081433, "debt_to_equity": 0.8423043219974321, "current_ratio": 1.2773046387411404, "quick_ratio": 1.2773046387411404, "fcf_to_ebitda": 0.6001010046965879, "capex_to_revenue": 0.0027772141719279867, "working_capital_to_revenue": 0.03637272780818186, "capital_efficiency": 0.1791639829461778, "financial_health": -0.5078119975497067, "margin_quality": 0.052839628076158864, "growth_momentum": 1.9058512652263724, "company_age_years": 27.211498973305954, "ebitda": 766301000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 15.114017158359728, "revenue_cagr_3y": 0.12507253324033019, "revenue_cagr_5y": 0.06252552404780021, "earnings_cagr_3y": 0.1309134518812931, "quarterly_revenue_growth_yoy": 0.08940969507006022, "quarterly_earnings_growth_yoy": 0.029530112313179847, "revenue_growth_qoq": -0.09641540939623734, "gross_margin": 0.11994152622879323, "operating_margin": 0.09286943745479694, "net_margin": 0.06915617476984492, "roa_ttm": 0.17079907502569372, "roe_ttm": 0.29290344447739697, "debt_to_ebitda": 0.41213442608979733, "net_debt_to_ebitda": 0.0, "interest_coverage": 138.36161152964297, "debt_to_equity": 0.16390854269937438, "current_ratio": 2.2224399333185114, "quick_ratio": 2.115320373279519, "fcf_to_ebitda": 0.6908997722634925, "capex_to_revenue": 0.005191738977865777, "working_capital_to_revenue": 0.18076097818031794, "capital_efficiency": 0.23185125975154536, "financial_health": 0.1901988855087561, "margin_quality": 0.09398904615114502, "growth_momentum": 0.05946990369162003, "company_age_years": 29.013004791238878, "ebitda": 844836000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 20.548502775919733, "revenue_cagr_3y": 2.134706585200061, "revenue_cagr_5y": 1.4047927244588219, "earnings_cagr_3y": 0.8787675672745028, "quarterly_revenue_growth_yoy": 3.023266619960083, "quarterly_earnings_growth_yoy": -5.176911544227886, "revenue_growth_qoq": 0.41492739511451676, "gross_margin": 0.01750344084734606, "operating_margin": -0.011369756447848722, "net_margin": -0.018490814433606607, "roa_ttm": -0.015130663123259934, "roe_ttm": -0.07040594751757388, "debt_to_ebitda": 18.185284280936454, "net_debt_to_ebitda": 17.216053511705685, "interest_coverage": 3.1210855949895615, "debt_to_equity": 2.001177726252254, "current_ratio": 1.0975356294536818, "quick_ratio": 1.0793868764845607, "fcf_to_ebitda": -0.5290969899665552, "capex_to_revenue": 0.032663448420610766, "working_capital_to_revenue": 0.034473711827054256, "capital_efficiency": -0.04276830532041691, "financial_health": -1.9176034119604775, "margin_quality": -0.004119043344703089, "growth_momentum": -1.0768224621339018, "company_age_years": 12.232717316906228, "ebitda": 299000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 123.37551020408164, "revenue_cagr_3y": -0.20973783165598237, "revenue_cagr_5y": -0.14574823690592986, "earnings_cagr_3y": -0.15251230762522283, "quarterly_revenue_growth_yoy": 0.006863780359028511, "quarterly_earnings_growth_yoy": -0.9713114754098361, "revenue_growth_qoq": 1.9398718580581567, "gross_margin": 0.08390141583639224, "operating_margin": 0.030414263240692185, "net_margin": 0.007341373885684321, "roa_ttm": 0.030245746691871456, "roe_ttm": 0.1819905213270142, "debt_to_ebitda": 54.16326530612245, "net_debt_to_ebitda": 47.857142857142854, "interest_coverage": 1.1666666666666667, "debt_to_equity": 2.5156398104265403, "current_ratio": 1.0122897800776196, "quick_ratio": 1.0019404915912031, "fcf_to_ebitda": 2.3877551020408165, "capex_to_revenue": 0.15034874709377422, "working_capital_to_revenue": 0.0049082924308964096, "capital_efficiency": 0.10611813400944284, "financial_health": -2.3001384172945465, "margin_quality": 0.04055235098758958, "growth_momentum": -0.4822238475254038, "company_age_years": 19.479808350444902, "ebitda": 49000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 2788.385, "revenue_cagr_3y": -0.09541968081420871, "revenue_cagr_5y": -0.14506082515248986, "earnings_cagr_3y": -0.03335847899742972, "quarterly_revenue_growth_yoy": 0.017471736896197326, "quarterly_earnings_growth_yoy": -0.35877862595419846, "revenue_growth_qoq": 0.03286384976525822, "gross_margin": 0.1101010101010101, "operating_margin": 0.07777777777777778, "net_margin": 0.04242424242424243, "roa_ttm": 0.005756067205973864, "roe_ttm": 0.030910609857978277, "debt_to_ebitda": 656.0, "net_debt_to_ebitda": 567.25, "interest_coverage": 0.0975609756097561, "debt_to_equity": 2.1921470342522973, "current_ratio": 1.0597897503285152, "quick_ratio": 1.0604467805519053, "fcf_to_ebitda": 30.5, "capex_to_revenue": 0.16450331125827813, "working_capital_to_revenue": 0.024105960264900663, "capital_efficiency": 0.018333338531976072, "financial_health": -1.9890502287662737, "margin_quality": 0.07676767676767676, "growth_momentum": -0.17065344452900055, "company_age_years": 19.980835044490075, "ebitda": 4000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 17.624675180673137, "revenue_cagr_3y": -0.012049365987475746, "revenue_cagr_5y": -0.002498246783157687, "earnings_cagr_3y": 0.01701508997869028, "quarterly_revenue_growth_yoy": -0.1287593984962406, "quarterly_earnings_growth_yoy": -0.05091649694501019, "revenue_growth_qoq": -0.05375978223885675, "gross_margin": 0.28443006112909025, "operating_margin": 0.28443006112909025, "net_margin": 0.1675656238763035, "roa_ttm": 0.05616598647221667, "roe_ttm": 0.16866643812135756, "debt_to_ebitda": 2.2099938054924633, "net_debt_to_ebitda": 2.080322114391906, "interest_coverage": 34.59285714285714, "debt_to_equity": 0.9172951662667124, "current_ratio": 1.5194672131147542, "quick_ratio": 1.3401639344262295, "fcf_to_ebitda": 0.16683873632046253, "capex_to_revenue": 0.21691643383286766, "working_capital_to_revenue": 0.08585217170434341, "capital_efficiency": 0.11241621229678711, "financial_health": -0.8976581905212961, "margin_quality": 0.24547524871149465, "growth_momentum": -0.0898379477206254, "company_age_years": 35.15674195756331, "ebitda": 4843000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 17.85714975609756, "revenue_cagr_3y": -0.03988374119777116, "revenue_cagr_5y": -0.014055055511867476, "earnings_cagr_3y": -0.0812180863102292, "quarterly_revenue_growth_yoy": -0.1351172778328378, "quarterly_earnings_growth_yoy": -0.19457013574660634, "revenue_growth_qoq": -0.05861201006832075, "gross_margin": 0.2689075630252101, "operating_margin": 0.2689075630252101, "net_margin": 0.1359816653934301, "roa_ttm": 0.05437734758740249, "roe_ttm": 0.16215750473892815, "debt_to_ebitda": 2.2345705196182397, "net_debt_to_ebitda": 2.0795334040296924, "interest_coverage": 32.97202797202797, "debt_to_equity": 0.9078063070825435, "current_ratio": 1.541371158392435, "quick_ratio": 1.322695035460993, "fcf_to_ebitda": 0.22163308589607636, "capex_to_revenue": 0.20952464479915806, "working_capital_to_revenue": 0.08033678302052272, "capital_efficiency": 0.10826742616316531, "financial_health": -0.8849619972094459, "margin_quality": 0.22459893048128343, "growth_momentum": -0.16484370678972207, "company_age_years": 35.40588637919233, "ebitda": 4715000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 18.529002720491444, "revenue_cagr_3y": -0.041328243128627484, "revenue_cagr_5y": -0.021797620654647076, "earnings_cagr_3y": -0.059550652087050016, "quarterly_revenue_growth_yoy": -0.1174934725848564, "quarterly_earnings_growth_yoy": -0.19529837251356238, "revenue_growth_qoq": 0.03284950343773873, "gross_margin": 0.3106508875739645, "operating_margin": 0.3106508875739645, "net_margin": 0.16457100591715976, "roa_ttm": 0.05134587554269175, "roe_ttm": 0.1526021505376344, "debt_to_ebitda": 2.3117595436595, "net_debt_to_ebitda": 2.187582272926722, "interest_coverage": 32.326241134751776, "debt_to_equity": 0.9064086021505376, "current_ratio": 0.9763365468886941, "quick_ratio": 0.8014899211218229, "fcf_to_ebitda": 0.22817025010969724, "capex_to_revenue": 0.21191813077341062, "working_capital_to_revenue": -0.004890418402463322, "capital_efficiency": 0.10197401304016307, "financial_health": -0.835660955759924, "margin_quality": 0.2619575936883629, "growth_momentum": -0.1563959225492094, "company_age_years": 35.65503080082136, "ebitda": 4558000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 21.387457292129834, "revenue_cagr_3y": -0.033212688978795035, "revenue_cagr_5y": -0.017692346319469476, "earnings_cagr_3y": -0.005793033672726988, "quarterly_revenue_growth_yoy": -0.0779176590677101, "quarterly_earnings_growth_yoy": -0.10256410256410256, "revenue_growth_qoq": 0.0022189349112426036, "gross_margin": 0.3103321033210332, "operating_margin": 0.3103321033210332, "net_margin": 0.16789667896678967, "roa_ttm": 0.049652547504397224, "roe_ttm": 0.14755784061696658, "debt_to_ebitda": 2.3385949310804803, "net_debt_to_ebitda": 2.2045353490440194, "interest_coverage": 32.35971223021583, "debt_to_equity": 0.9013710368466152, "current_ratio": 0.9558108705258507, "quick_ratio": 0.7803800265134777, "fcf_to_ebitda": 0.2452200978212539, "capex_to_revenue": 0.20743549431240174, "working_capital_to_revenue": -0.009248127254231018, "capital_efficiency": 0.09860519406068191, "financial_health": -0.8299137293120872, "margin_quality": 0.2628536285362854, "growth_momentum": -0.09024088081590634, "company_age_years": 35.90691307323751, "ebitda": 4498000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 13.412429752066116, "revenue_cagr_3y": 0.0683473776131478, "revenue_cagr_5y": 0.20599390922757554, "earnings_cagr_3y": 0.6033719537534743, "quarterly_revenue_growth_yoy": -0.026214833759590793, "quarterly_earnings_growth_yoy": -0.12886597938144329, "revenue_growth_qoq": -0.017419354838709676, "gross_margin": 0.42547603414313856, "operating_margin": 0.2606697307944846, "net_margin": 0.11096520026263952, "roa_ttm": 0.04841512869320533, "roe_ttm": 0.39634146341463417, "debt_to_ebitda": 7.494949494949495, "net_debt_to_ebitda": 7.330578512396694, "interest_coverage": 10.177570093457945, "debt_to_equity": 5.529810298102981, "current_ratio": 1.0494728304947283, "quick_ratio": 0.9935117599351176, "fcf_to_ebitda": 0.32966023875114786, "capex_to_revenue": 0.2812446278150249, "working_capital_to_revenue": 0.010486505071342616, "capital_efficiency": 0.22237829605391973, "financial_health": -5.103749483865773, "margin_quality": 0.26570365506675425, "growth_momentum": -0.07754040657051704, "company_age_years": 18.034223134839152, "ebitda": 1089000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 51.27917018804257, "revenue_cagr_3y": 0.06813104375502044, "revenue_cagr_5y": 0.09969916781155219, "earnings_cagr_3y": 0.04268394662510122, "quarterly_revenue_growth_yoy": -0.0037365560634555965, "quarterly_earnings_growth_yoy": -0.05479301636104096, "revenue_growth_qoq": -0.0728028133634765, "gross_margin": 0.49910651684613994, "operating_margin": 0.1941312948841181, "net_margin": 0.1212666329285116, "roa_ttm": 0.2038968403079691, "roe_ttm": 0.2866619404215537, "debt_to_ebitda": 0.39936888774123525, "net_debt_to_ebitda": 0.2582012862960669, "interest_coverage": 903.998021760633, "debt_to_equity": 0.2026326702711225, "current_ratio": 4.461221011560538, "quick_ratio": 2.0138839015344376, "fcf_to_ebitda": 0.42866177503605263, "capex_to_revenue": 0.04010351528628624, "working_capital_to_revenue": 0.3338194819738617, "capital_efficiency": 0.24527939036476137, "financial_health": -0.11723904092488749, "margin_quality": 0.2715014815529232, "growth_momentum": -0.02926478621224828, "company_age_years": 25.765913757700204, "ebitda": 913942000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 62.14275617602561, "revenue_cagr_3y": 0.06960844067937533, "revenue_cagr_5y": 0.09023957812274075, "earnings_cagr_3y": 0.04989826179480139, "quarterly_revenue_growth_yoy": 0.03501773282129659, "quarterly_earnings_growth_yoy": -0.011018290675987023, "revenue_growth_qoq": 0.06925388467402765, "gross_margin": 0.49812506334245465, "operating_margin": 0.20391202999898653, "net_margin": 0.12790108442282355, "roa_ttm": 0.19485345172377128, "roe_ttm": 0.28265095977991916, "debt_to_ebitda": 0.40417943382107957, "net_debt_to_ebitda": 0.23971991457613048, "interest_coverage": 661.9197396963124, "debt_to_equity": 0.2030873670875515, "current_ratio": 4.399548886781038, "quick_ratio": 1.996962703492642, "fcf_to_ebitda": 0.4230447819888905, "capex_to_revenue": 0.03611133176342769, "working_capital_to_revenue": 0.34989942525054, "capital_efficiency": 0.23875220575184522, "financial_health": -0.1419430910482036, "margin_quality": 0.2766460592547549, "growth_momentum": 0.011999721072654783, "company_age_years": 26.015058179329227, "ebitda": 915435000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 57.10529758414124, "revenue_cagr_3y": 0.06167724450711032, "revenue_cagr_5y": 0.0764634199916574, "earnings_cagr_3y": 0.02810158084967007, "quarterly_revenue_growth_yoy": 0.01650887378272987, "quarterly_earnings_growth_yoy": -0.06310337211539147, "revenue_growth_qoq": 0.027972027972027972, "gross_margin": 0.4945331755890762, "operating_margin": 0.20625061618850438, "net_margin": 0.12964606132307996, "roa_ttm": 0.18750370488926826, "roe_ttm": 0.270906912783795, "debt_to_ebitda": 0.47578055672963937, "net_debt_to_ebitda": 0.30377150140853176, "interest_coverage": 609.0148247978436, "debt_to_equity": 0.2301727580370439, "current_ratio": 4.355506807204596, "quick_ratio": 1.9597672077085087, "fcf_to_ebitda": 0.4185972661427917, "capex_to_revenue": 0.03976200312168047, "working_capital_to_revenue": 0.35205635661563295, "capital_efficiency": 0.22920530883653162, "financial_health": -0.13638663889018254, "margin_quality": 0.2768099510335535, "growth_momentum": -0.023297249166330795, "company_age_years": 26.26420260095825, "ebitda": 903778000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 54.48953084969752, "revenue_cagr_3y": 0.0567849790169499, "revenue_cagr_5y": 0.06870120060826856, "earnings_cagr_3y": 0.020656798988426317, "quarterly_revenue_growth_yoy": 0.017957297161517206, "quarterly_earnings_growth_yoy": -0.07028880390346828, "revenue_growth_qoq": -0.0011613920930691117, "gross_margin": 0.4933601283951982, "operating_margin": 0.20027203041686983, "net_margin": 0.12525638570675596, "roa_ttm": 0.18183842476820825, "roe_ttm": 0.26004531508439227, "debt_to_ebitda": 0.49871454924049696, "net_debt_to_ebitda": 0.33398969397978695, "interest_coverage": 495.7188888888889, "debt_to_equity": 0.2330699555543451, "current_ratio": 5.369525621856735, "quick_ratio": 2.4488574751181793, "fcf_to_ebitda": 0.36864867409172314, "capex_to_revenue": 0.050201490253155075, "working_capital_to_revenue": 0.3674443060111788, "capital_efficiency": 0.22094186992630027, "financial_health": -0.1726347352722935, "margin_quality": 0.27296284817294136, "growth_momentum": -0.02616575337097554, "company_age_years": 26.5160848733744, "ebitda": 892294000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 60.696742613970954, "revenue_cagr_3y": 0.05219420602113045, "revenue_cagr_5y": 0.063188132712229, "earnings_cagr_3y": 0.04980200062603779, "quarterly_revenue_growth_yoy": 0.027258550942627437, "quarterly_earnings_growth_yoy": 0.025924006291106663, "revenue_growth_qoq": -0.06433085057870622, "gross_margin": 0.4978031472223658, "operating_margin": 0.19252131184549348, "net_margin": 0.1211090915420377, "roa_ttm": 0.18712128365264283, "roe_ttm": 0.258344912352943, "debt_to_ebitda": 0.4333285185720159, "net_debt_to_ebitda": 0.3080687992355641, "interest_coverage": 499.4506104328524, "debt_to_equity": 0.20174911307986057, "current_ratio": 6.242726125001814, "quick_ratio": 2.6402932768353384, "fcf_to_ebitda": 0.36099487783469075, "capex_to_revenue": 0.04780557834808026, "working_capital_to_revenue": 0.3647402405157507, "capital_efficiency": 0.2227330980027929, "financial_health": -0.15408621566420747, "margin_quality": 0.27047785020329895, "growth_momentum": 0.02659127861686705, "company_age_years": 26.767967145790553, "ebitda": 900010000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 65.17205342854966, "revenue_cagr_3y": 0.06127559170378616, "revenue_cagr_5y": 0.06383981669407479, "earnings_cagr_3y": 0.062349400970221014, "quarterly_revenue_growth_yoy": 0.061822235735279216, "quarterly_earnings_growth_yoy": 0.06339144215530904, "revenue_growth_qoq": 0.10523056668780005, "gross_margin": 0.49441634055550254, "operating_margin": 0.20282523623174573, "net_margin": 0.12809010212847188, "roa_ttm": 0.18210055986218776, "roe_ttm": 0.256045314628854, "debt_to_ebitda": 0.3973394585297351, "net_debt_to_ebitda": 0.2511403098159175, "interest_coverage": 540.3588235294118, "debt_to_equity": 0.1841852954533986, "current_ratio": 4.899080086580087, "quick_ratio": 2.173430735930736, "fcf_to_ebitda": 0.41630071521102535, "capex_to_revenue": 0.04497263159045992, "working_capital_to_revenue": 0.3582091184615526, "capital_efficiency": 0.21907293724552088, "financial_health": -0.13048657526154725, "margin_quality": 0.2751105596385734, "growth_momentum": 0.06260683894529412, "company_age_years": 27.014373716632445, "ebitda": 918610000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 53.03710605568421, "revenue_cagr_3y": 0.05690188464948753, "revenue_cagr_5y": 0.0685935519019032, "earnings_cagr_3y": 0.04491075479796325, "quarterly_revenue_growth_yoy": 0.10568865227250321, "quarterly_earnings_growth_yoy": 0.132319391634981, "revenue_growth_qoq": 0.0704400114536604, "gross_margin": 0.4979937583593402, "operating_margin": 0.21176995095853768, "net_margin": 0.13276861346411056, "roa_ttm": 0.18405169390474854, "roe_ttm": 0.2635224704996234, "debt_to_ebitda": 0.4663054982133688, "net_debt_to_ebitda": 0.3456947951923379, "interest_coverage": 433.7772727272727, "debt_to_equity": 0.2234496610595029, "current_ratio": 5.471516213847502, "quick_ratio": 2.42068361086766, "fcf_to_ebitda": 0.4203225367019103, "capex_to_revenue": 0.03828515769796108, "working_capital_to_revenue": 0.3705811897481738, "capital_efficiency": 0.22378708220218596, "financial_health": -0.17866474531206672, "margin_quality": 0.2808441075939962, "growth_momentum": 0.1190040219537421, "company_age_years": 27.263518138261464, "ebitda": 954310000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 53.50236982479634, "revenue_cagr_3y": 0.04919334696193256, "revenue_cagr_5y": 0.07135476645949224, "earnings_cagr_3y": 0.023893120043156912, "quarterly_revenue_growth_yoy": 0.11812792536338171, "quarterly_earnings_growth_yoy": 0.1276595744680851, "revenue_growth_qoq": 0.01007579135086937, "gross_margin": 0.4907309322033898, "operating_margin": 0.20171257062146894, "net_margin": 0.1263241525423729, "roa_ttm": 0.18645057899090156, "roe_ttm": 0.26699156097320237, "debt_to_ebitda": 0.44637875237138713, "net_debt_to_ebitda": 0.3110448306296984, "interest_coverage": 379.1192307692308, "debt_to_equity": 0.21714454917830528, "current_ratio": 5.355715871254162, "quick_ratio": 2.450610432852386, "fcf_to_ebitda": 0.48534051597325784, "capex_to_revenue": 0.02592408799450911, "working_capital_to_revenue": 0.36936931213495133, "capital_efficiency": 0.22672106998205196, "financial_health": -0.16722183178166036, "margin_quality": 0.2729225517890772, "growth_momentum": 0.1228937499157334, "company_age_years": 27.515400410677618, "ebitda": 985710000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 62.6123969889065, "revenue_cagr_3y": 0.05527612428360973, "revenue_cagr_5y": 0.07527500546015786, "earnings_cagr_3y": 0.08781595929800767, "quarterly_revenue_growth_yoy": 0.14827094763736792, "quarterly_earnings_growth_yoy": 0.32746831583990244, "revenue_growth_qoq": -0.0391066384180791, "gross_margin": 0.4880110243454295, "operating_margin": 0.18677078548461185, "net_margin": 0.14000918695452458, "roa_ttm": 0.19879745748153238, "roe_ttm": 0.27593113643950595, "debt_to_ebitda": 0.411053882725832, "net_debt_to_ebitda": 0.29526545166402535, "interest_coverage": 388.3076923076923, "debt_to_equity": 0.19791120225094186, "current_ratio": 5.514814814814815, "quick_ratio": 2.4011396011396013, "fcf_to_ebitda": 0.4608755942947702, "capex_to_revenue": 0.027308962532741145, "working_capital_to_revenue": 0.360938389705045, "capital_efficiency": 0.23736429696051917, "financial_health": -0.1563155987443576, "margin_quality": 0.2715969989281886, "growth_momentum": 0.23786963173863518, "company_age_years": 27.76728268309377, "ebitda": 1009600000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 61.035002765155184, "revenue_cagr_3y": 0.07545283676139136, "revenue_cagr_5y": 0.0801900099583599, "earnings_cagr_3y": 0.10953778673911052, "quarterly_revenue_growth_yoy": 0.13181254175813686, "quarterly_earnings_growth_yoy": 0.29880774962742174, "revenue_growth_qoq": 0.08938906752411575, "gross_margin": 0.48709731826614944, "operating_margin": 0.19775678866587956, "net_margin": 0.14698937426210154, "roa_ttm": 0.20421837866385, "roe_ttm": 0.2848526703499079, "debt_to_ebitda": 0.3915691772213091, "net_debt_to_ebitda": 0.2590157594508363, "interest_coverage": 383.0740740740741, "debt_to_equity": 0.18646408839779005, "current_ratio": 5.112406947890819, "quick_ratio": 2.2962779156327544, "fcf_to_ebitda": 0.39089239098907475, "capex_to_revenue": 0.028750607251689264, "working_capital_to_revenue": 0.36596299076977434, "capital_efficiency": 0.24453552450687896, "financial_health": -0.13517928203542115, "margin_quality": 0.2772811603980435, "growth_momentum": 0.2153101456927793, "company_age_years": 28.01368925393566, "ebitda": 1034300000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 52.05272837078652, "revenue_cagr_3y": 0.08312002069768121, "revenue_cagr_5y": 0.0838750534961974, "earnings_cagr_3y": 0.14591730765359334, "quarterly_revenue_growth_yoy": 0.13053945608559964, "quarterly_earnings_growth_yoy": 0.41840161182001345, "revenue_growth_qoq": 0.06923595884634845, "gross_margin": 0.4871835318242764, "operating_margin": 0.21216184241659436, "net_margin": 0.16657465099771276, "roa_ttm": 0.21967033321505758, "roe_ttm": 0.3058474804634869, "debt_to_ebitda": 0.397940074906367, "net_debt_to_ebitda": 0.2710674157303371, "interest_coverage": 333.75, "debt_to_equity": 0.19087397826282224, "current_ratio": 5.618635170603675, "quick_ratio": 2.5650918635170603, "fcf_to_ebitda": 0.449812734082397, "capex_to_revenue": 0.026331550802139038, "working_capital_to_revenue": 0.37640641711229944, "capital_efficiency": 0.2627589068392723, "financial_health": -0.14604292268015115, "margin_quality": 0.28864000841286114, "growth_momentum": 0.2744705339528065, "company_age_years": 28.262833675564682, "ebitda": 1068000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 60.545116746671496, "revenue_cagr_3y": 0.087434998762705, "revenue_cagr_5y": 0.08314862047296834, "earnings_cagr_3y": 0.13124791835214067, "quarterly_revenue_growth_yoy": 0.12976694915254236, "quarterly_earnings_growth_yoy": 0.3808525506638714, "revenue_growth_qoq": 0.009385598233299156, "gross_margin": 0.4811689326457259, "operating_margin": 0.20495389904672606, "net_margin": 0.15439912486325988, "roa_ttm": 0.23028272644729014, "roe_ttm": 0.3176282604940404, "debt_to_ebitda": 0.3532288741961779, "net_debt_to_ebitda": 0.2357576306493977, "interest_coverage": 368.03333333333336, "debt_to_equity": 0.16842287096216962, "current_ratio": 5.3484739245373705, "quick_ratio": 2.477289113193944, "fcf_to_ebitda": 0.44488723847477585, "capex_to_revenue": 0.027851513894649522, "working_capital_to_revenue": 0.37523849025300704, "capital_efficiency": 0.2739554934706653, "financial_health": -0.12673457691533263, "margin_quality": 0.2801739855185706, "growth_momentum": 0.2553097499082069, "company_age_years": 28.514715947980836, "ebitda": 1104100000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 52.922576902794866, "revenue_cagr_3y": 0.10100290009907353, "revenue_cagr_5y": 0.08641228610299923, "earnings_cagr_3y": 0.14685613960398625, "quarterly_revenue_growth_yoy": 0.13146531924666974, "quarterly_earnings_growth_yoy": 0.10761154855643044, "revenue_growth_qoq": -0.03766213470854821, "gross_margin": 0.4772653458915232, "operating_margin": 0.18950958103280285, "net_margin": 0.13705748619681715, "roa_ttm": 0.22637362637362637, "roe_ttm": 0.32652972597385677, "debt_to_ebitda": 0.43944454209878714, "net_debt_to_ebitda": 0.2924942872209527, "interest_coverage": 307.5135135135135, "debt_to_equity": 0.21713640508967733, "current_ratio": 5.295381801554641, "quick_ratio": 2.371970736168267, "fcf_to_ebitda": 0.4375988750219722, "capex_to_revenue": 0.03550784475639967, "working_capital_to_revenue": 0.37840124065980546, "capital_efficiency": 0.27645167617374156, "financial_health": -0.16549488426564235, "margin_quality": 0.2679441377070477, "growth_momentum": 0.11953843390155008, "company_age_years": 28.76659822039699, "ebitda": 1137800000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 64.90532715594759, "revenue_cagr_3y": 0.09888272614511551, "revenue_cagr_5y": 0.08357094275138732, "earnings_cagr_3y": 0.15430894245509386, "quarterly_revenue_growth_yoy": 0.10414909765559116, "quarterly_earnings_growth_yoy": 0.11359724612736662, "revenue_growth_qoq": 0.06308866515102306, "gross_margin": 0.47712518139463833, "operating_margin": 0.1996486672267624, "net_margin": 0.14824715496830368, "roa_ttm": 0.21132044471219671, "roe_ttm": 0.32191723677623896, "debt_to_ebitda": 0.4973880277468528, "net_debt_to_ebitda": 0.33861437012931406, "interest_coverage": 291.925, "debt_to_equity": 0.24228266310695812, "current_ratio": 4.307969707897584, "quick_ratio": 1.9749368914532996, "fcf_to_ebitda": 0.4454911364220262, "capex_to_revenue": 0.03914632708407027, "working_capital_to_revenue": 0.3605313838776874, "capital_efficiency": 0.2666188407442178, "financial_health": -0.15138302772077766, "margin_quality": 0.2750070011965681, "growth_momentum": 0.10887317189147888, "company_age_years": 29.013004791238878, "ebitda": 1167700000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 32.25373672133933, "revenue_cagr_3y": 0.10496591120670606, "revenue_cagr_5y": 0.07573069478817351, "earnings_cagr_3y": 0.15875945860814178, "quarterly_revenue_growth_yoy": 0.07926492625601388, "quarterly_earnings_growth_yoy": -0.03125, "revenue_growth_qoq": 0.045138623692049185, "gross_margin": 0.46857643963753287, "operating_margin": 0.20096463022508038, "net_margin": 0.1495176848874598, "roa_ttm": 0.20367905441380044, "roe_ttm": 0.30558773015936413, "debt_to_ebitda": 0.5057363814056259, "net_debt_to_ebitda": 0.3570153820005099, "interest_coverage": 318.02702702702703, "debt_to_equity": 0.23768822143228022, "current_ratio": 4.67569615457473, "quick_ratio": 2.1265391172570562, "fcf_to_ebitda": 0.3882043001614685, "capex_to_revenue": 0.046019540960860264, "working_capital_to_revenue": 0.37393767705382436, "capital_efficiency": 0.25463339228658227, "financial_health": -0.15191905289084942, "margin_quality": 0.273019584916691, "growth_momentum": 0.024007463128006938, "company_age_years": 29.2621492128679, "ebitda": 1176700000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 31.598845512178844, "revenue_cagr_3y": 0.1082676864076233, "revenue_cagr_5y": 0.07053734121141186, "earnings_cagr_3y": 0.18935659684131334, "quarterly_revenue_growth_yoy": 0.07759024847632442, "quarterly_earnings_growth_yoy": 0.08046558704453441, "revenue_growth_qoq": 0.00781935106693949, "gross_margin": 0.4721194982234791, "operating_margin": 0.20440867232252918, "net_margin": 0.15481110869407586, "roa_ttm": 0.20476115568140107, "roe_ttm": 0.30204586765672736, "debt_to_ebitda": 0.45095095095095095, "net_debt_to_ebitda": 0.2914581247914581, "interest_coverage": 333.0, "debt_to_equity": 0.20907297830374755, "current_ratio": 4.505134210052243, "quick_ratio": 2.0646730318861466, "fcf_to_ebitda": 0.42108775442108776, "capex_to_revenue": 0.04982603433930868, "working_capital_to_revenue": 0.3679184630512064, "capital_efficiency": 0.2534035116690642, "financial_health": -0.12081170363378953, "margin_quality": 0.277113093080028, "growth_momentum": 0.07902791776042942, "company_age_years": 29.51403148528405, "ebitda": 1198800000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 35.48399237337313, "revenue_cagr_3y": 0.10439460600940942, "revenue_cagr_5y": 0.06631460609214468, "earnings_cagr_3y": 0.15892300329109377, "quarterly_revenue_growth_yoy": 0.03678142253978565, "quarterly_earnings_growth_yoy": 0.05864928909952607, "revenue_growth_qoq": -0.07410630121093467, "gross_margin": 0.4686349753308795, "operating_margin": 0.18709374265799986, "net_margin": 0.13994831231889732, "roa_ttm": 0.20813705623832207, "roe_ttm": 0.2967061824729892, "debt_to_ebitda": 0.3667412749730581, "net_debt_to_ebitda": 0.22175246621901684, "interest_coverage": 463.96153846153845, "debt_to_equity": 0.16596638655462184, "current_ratio": 4.511107031393427, "quick_ratio": 2.002570222140628, "fcf_to_ebitda": 0.4943214789024289, "capex_to_revenue": 0.046196823968352174, "working_capital_to_revenue": 0.35856909837448675, "capital_efficiency": 0.25242161935565566, "financial_health": -0.082273793488026, "margin_quality": 0.2652256767692589, "growth_momentum": 0.04771535581965586, "company_age_years": 29.765913757700204, "ebitda": 1206300000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 39.24481393507522, "revenue_cagr_3y": 0.10398537623423332, "revenue_cagr_5y": 0.08624251710777386, "earnings_cagr_3y": 0.1706861597274285, "quarterly_revenue_growth_yoy": 0.102747734580532, "quarterly_earnings_growth_yoy": 0.16764418377321602, "revenue_growth_qoq": 0.10387710314557425, "gross_margin": 0.4450629555997349, "operating_margin": 0.2094102054340623, "net_margin": 0.1583167660702452, "roa_ttm": 0.20407813570938999, "roe_ttm": 0.2995688106360043, "debt_to_ebitda": 0.3972288202692003, "net_debt_to_ebitda": 0.2376880443388757, "interest_coverage": 526.25, "debt_to_equity": 0.18027308659719726, "current_ratio": 4.128465072073499, "quick_ratio": 1.9084428956122288, "fcf_to_ebitda": 0.6240696753760887, "capex_to_revenue": 0.038557483731019526, "working_capital_to_revenue": 0.3570137382501808, "capital_efficiency": 0.25182347317269715, "financial_health": -0.09620201986582663, "margin_quality": 0.27092997570134747, "growth_momentum": 0.13519595917687402, "company_age_years": 30.26420260095825, "ebitda": 1263000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 40.87866509803922, "revenue_cagr_3y": 0.07653223734013537, "revenue_cagr_5y": 0.07265592138583088, "earnings_cagr_3y": 0.1567638257544497, "quarterly_revenue_growth_yoy": 0.02479878181422667, "quarterly_earnings_growth_yoy": 0.03747072599531616, "revenue_growth_qoq": -0.06341948310139164, "gross_margin": 0.45326540720300007, "operating_margin": 0.20526427510082784, "net_margin": 0.15672539446685063, "roa_ttm": 0.2048629703548654, "roe_ttm": 0.2916897698918769, "debt_to_ebitda": 0.3916862745098039, "net_debt_to_ebitda": 0.13145098039215686, "interest_coverage": 490.38461538461536, "debt_to_equity": 0.17306626004990297, "current_ratio": 4.389220563847429, "quick_ratio": 2.162686567164179, "fcf_to_ebitda": 0.6647843137254902, "capex_to_revenue": 0.03334411268010492, "working_capital_to_revenue": 0.36716251661815963, "capital_efficiency": 0.24827637012337114, "financial_health": -0.04573272240322056, "margin_quality": 0.27175169225689283, "growth_momentum": 0.031134753904771415, "company_age_years": 30.5160848733744, "ebitda": 1275000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 43.33547210300429, "revenue_cagr_3y": 0.07652415476980878, "revenue_cagr_5y": 0.08033661539105608, "earnings_cagr_3y": 0.08767098221770575, "quarterly_revenue_growth_yoy": 0.06351319602161484, "quarterly_earnings_growth_yoy": 0.09736989367655288, "revenue_growth_qoq": -0.0391282813273898, "gross_margin": 0.4556701030927835, "operating_margin": 0.1946980854197349, "net_margin": 0.14440353460972016, "roa_ttm": 0.21668726511463668, "roe_ttm": 0.3143202107419874, "debt_to_ebitda": 0.3821275291232373, "net_debt_to_ebitda": 0.19382280809319435, "interest_coverage": 521.92, "debt_to_equity": 0.18242353285526122, "current_ratio": 4.079647462053207, "quick_ratio": 1.8966867961481966, "fcf_to_ebitda": 0.7155885959534029, "capex_to_revenue": 0.029766437058417295, "working_capital_to_revenue": 0.3341242717758929, "capital_efficiency": 0.26550373792831206, "financial_health": -0.07157119762793526, "margin_quality": 0.26492390770741286, "growth_momentum": 0.08044154484908386, "company_age_years": 30.767967145790553, "ebitda": 1304800000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 44.14018677397312, "revenue_cagr_3y": 0.06117286142093392, "revenue_cagr_5y": 0.07507049864638149, "earnings_cagr_3y": 0.06509168258596576, "quarterly_revenue_growth_yoy": 0.036576444769568395, "quarterly_earnings_growth_yoy": 0.039486673247778874, "revenue_growth_qoq": 0.04344624447717231, "gross_margin": 0.45405786873676784, "operating_margin": 0.19781227946365562, "net_margin": 0.14862385321100918, "roa_ttm": 0.21281661103475358, "roe_ttm": 0.3111565651128575, "debt_to_ebitda": 0.3781793333839496, "net_debt_to_ebitda": 0.12466783084048288, "interest_coverage": 548.7916666666666, "debt_to_equity": 0.17874188107797753, "current_ratio": 3.953720508166969, "quick_ratio": 1.9795825771324864, "fcf_to_ebitda": 0.7467162705944879, "capex_to_revenue": 0.026679304231829112, "working_capital_to_revenue": 0.34279395503133064, "capital_efficiency": 0.26198658807380554, "financial_health": -0.04902857783610745, "margin_quality": 0.26683133380381086, "growth_momentum": 0.03803155900867364, "company_age_years": 31.014373716632445, "ebitda": 1317100000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 45.58164192668888, "revenue_cagr_3y": 0.05944067886862392, "revenue_cagr_5y": 0.08250447872969313, "earnings_cagr_3y": 0.04309702491227596, "quarterly_revenue_growth_yoy": -0.0008614976805831676, "quarterly_earnings_growth_yoy": 0.0033486814566764337, "revenue_growth_qoq": 0.06400846859562456, "gross_margin": 0.46474762883862836, "operating_margin": 0.2107846388538834, "net_margin": 0.15898388273529215, "roa_ttm": 0.20829933278932464, "roe_ttm": 0.30127048042210497, "debt_to_ebitda": 0.3785216601029991, "net_debt_to_ebitda": 0.13480763405028778, "interest_coverage": 507.84615384615387, "debt_to_equity": 0.17349347403499027, "current_ratio": 4.160719778529683, "quick_ratio": 2.11842509996924, "fcf_to_ebitda": 0.6898667070584671, "capex_to_revenue": 0.025526685393258426, "working_capital_to_revenue": 0.3607970505617977, "capital_efficiency": 0.2547849066057148, "financial_health": -0.04946768068033605, "margin_quality": 0.2781720501426013, "growth_momentum": 0.001243591888046633, "company_age_years": 31.263518138261464, "ebitda": 1320400000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 44.28021771327014, "revenue_cagr_3y": 0.06689480293789418, "revenue_cagr_5y": 0.08935399813396794, "earnings_cagr_3y": 0.07210505016349766, "quarterly_revenue_growth_yoy": 0.0996957475412156, "quarterly_earnings_growth_yoy": 0.09932279909706546, "revenue_growth_qoq": 0.030841679379186842, "gross_margin": 0.46338952515763737, "operating_margin": 0.20486423883670055, "net_margin": 0.15667224295457471, "roa_ttm": 0.21075192421551214, "roe_ttm": 0.30016527810571053, "debt_to_ebitda": 0.33886255924170616, "net_debt_to_ebitda": 0.15336196682464456, "interest_coverage": 562.6666666666666, "debt_to_equity": 0.15434951259823929, "current_ratio": 4.181584905660378, "quick_ratio": 2.0667169811320756, "fcf_to_ebitda": 0.5742002369668247, "capex_to_revenue": 0.027291884390686836, "working_capital_to_revenue": 0.3611163460055852, "capital_efficiency": 0.25545860116061136, "financial_health": -0.051984700257218436, "margin_quality": 0.27497533564963755, "growth_momentum": 0.09950927331914053, "company_age_years": 31.515400410677618, "ebitda": 1350400000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 53.493390001440716, "revenue_cagr_3y": 0.07544179866656031, "revenue_cagr_5y": 0.10075146448959749, "earnings_cagr_3y": 0.11055088486039222, "quarterly_revenue_growth_yoy": 0.1280559646539028, "quarterly_earnings_growth_yoy": 0.17899031106578275, "revenue_growth_qoq": -0.014348217732595548, "gross_margin": 0.46536980220641033, "operating_margin": 0.19642274299889026, "net_margin": 0.1509236895358705, "roa_ttm": 0.21516631774831357, "roe_ttm": 0.3040562750640983, "debt_to_ebitda": 0.34634778850309755, "net_debt_to_ebitda": 0.17619939489987033, "interest_coverage": 578.4166666666666, "debt_to_equity": 0.15804352113602, "current_ratio": 4.187335092348285, "quick_ratio": 1.9539724420990912, "fcf_to_ebitda": 0.44193920184411467, "capex_to_revenue": 0.026053104412058294, "working_capital_to_revenue": 0.3617488520662807, "capital_efficiency": 0.25961129640620595, "financial_health": -0.05353112056108194, "margin_quality": 0.2709054115803904, "growth_momentum": 0.15352313785984278, "company_age_years": 31.76728268309377, "ebitda": 1388200000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 33.49475259059415, "revenue_cagr_3y": 0.09914631183616374, "revenue_cagr_5y": 0.09269509834041534, "earnings_cagr_3y": 0.11182031036109641, "quarterly_revenue_growth_yoy": 0.10686076114628892, "quarterly_earnings_growth_yoy": 0.06228373702422145, "revenue_growth_qoq": -0.059254327563249, "gross_margin": 0.453172918141071, "operating_margin": 0.1963316820004718, "net_margin": 0.14484548242510026, "roa_ttm": 0.23895264476981928, "roe_ttm": 0.34360773899848257, "debt_to_ebitda": 0.3966521552517015, "net_debt_to_ebitda": 0.2555644122876939, "interest_coverage": 326.18, "debt_to_equity": 0.20450809307030854, "current_ratio": 3.9564446695365914, "quick_ratio": 1.7938718662952646, "fcf_to_ebitda": 0.47041510822245386, "capex_to_revenue": 0.024897216611514606, "working_capital_to_revenue": 0.33449367541937053, "capital_efficiency": 0.29128019188415094, "financial_health": -0.0610720856129622, "margin_quality": 0.26478336085554766, "growth_momentum": 0.08457224908525518, "company_age_years": 32.766598220396986, "ebitda": 1630900000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 37.20677144571086, "revenue_cagr_3y": 0.10792767837577788, "revenue_cagr_5y": 0.09410313128801717, "earnings_cagr_3y": 0.1335567207155277, "quarterly_revenue_growth_yoy": 0.09095710345636993, "quarterly_earnings_growth_yoy": 0.09458456973293769, "revenue_growth_qoq": 0.09642604387827318, "gross_margin": 0.45721047818837074, "operating_margin": 0.21150018826313807, "net_margin": 0.15873272013339787, "roa_ttm": 0.24304129342363995, "roe_ttm": 0.34012107870115577, "debt_to_ebitda": 0.29478104379124176, "net_debt_to_ebitda": 0.15092981403719255, "interest_coverage": 427.43589743589746, "debt_to_equity": 0.15024766097963677, "current_ratio": 3.662534754402224, "quick_ratio": 1.7488415199258573, "fcf_to_ebitda": 0.5563887222555489, "capex_to_revenue": 0.024104152360665387, "working_capital_to_revenue": 0.32208472889835615, "capital_efficiency": 0.29158118606239786, "financial_health": -0.008758462403130433, "margin_quality": 0.2758144621949689, "growth_momentum": 0.09277083659465381, "company_age_years": 33.01300479123888, "ebitda": 1667000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 40.352525, "revenue_cagr_3y": 0.07661736705803257, "revenue_cagr_5y": 0.08232496567235814, "earnings_cagr_3y": 0.07646530808830243, "quarterly_revenue_growth_yoy": 0.05875407623973912, "quarterly_earnings_growth_yoy": 0.03796586555207245, "revenue_growth_qoq": 0.012909472325318702, "gross_margin": 0.45536615155860016, "operating_margin": 0.20970739737666613, "net_margin": 0.15824969465243482, "roa_ttm": 0.24543349064848802, "roe_ttm": 0.33225863700899194, "debt_to_ebitda": 0.26494047619047617, "net_debt_to_ebitda": 0.1199404761904762, "interest_coverage": 579.3103448275862, "debt_to_equity": 0.13165522953147185, "current_ratio": 4.25875644854738, "quick_ratio": 2.1335867499321206, "fcf_to_ebitda": 0.6369047619047619, "capex_to_revenue": 0.0249164387724096, "working_capital_to_revenue": 0.33153780282312645, "capital_efficiency": 0.28884606382874, "financial_health": -0.0059326351640939315, "margin_quality": 0.2744410811959004, "growth_momentum": 0.04835997089590578, "company_age_years": 33.2621492128679, "ebitda": 1680000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 37.12196837804228, "revenue_cagr_3y": 0.09309507344128076, "revenue_cagr_5y": 0.07600233255774524, "earnings_cagr_3y": 0.10084942070713332, "quarterly_revenue_growth_yoy": 0.024134487350199733, "quarterly_earnings_growth_yoy": 0.03829936753338018, "revenue_growth_qoq": -0.019754659869364345, "gross_margin": 0.4591798038897015, "operating_margin": 0.209491305054445, "net_margin": 0.16008451162034779, "roa_ttm": 0.2467475960492538, "roe_ttm": 0.32717936883401605, "debt_to_ebitda": 0.21140522295256706, "net_debt_to_ebitda": 0.03523420382542784, "interest_coverage": 804.1428571428571, "debt_to_equity": 0.10298274966826285, "current_ratio": 4.712681539152568, "quick_ratio": 2.44617457703249, "fcf_to_ebitda": 0.7113756143779238, "capex_to_revenue": 0.024616609690130017, "working_capital_to_revenue": 0.34044510345016954, "capital_efficiency": 0.28696348244163494, "financial_health": 0.00702833367823117, "margin_quality": 0.2762518735214981, "growth_momentum": 0.031216927441789957, "company_age_years": 33.51403148528405, "ebitda": 1688700000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 43.51390912812116, "revenue_cagr_3y": 0.08998979768520754, "revenue_cagr_5y": 0.07383975407098231, "earnings_cagr_3y": 0.1075216099916998, "quarterly_revenue_growth_yoy": 0.037154989384288746, "quarterly_earnings_growth_yoy": 0.08469055374592833, "revenue_growth_qoq": -0.04729400292540224, "gross_margin": 0.45456613215057434, "operating_margin": 0.20118275901285113, "net_margin": 0.15148413510747186, "roa_ttm": 0.25880033162293575, "roe_ttm": 0.3448996655518395, "debt_to_ebitda": 0.20829191275364015, "net_debt_to_ebitda": 0.07888427577334658, "interest_coverage": 900.0526315789474, "debt_to_equity": 0.1063664596273292, "current_ratio": 4.5681233933161955, "quick_ratio": 2.2655375774988658, "fcf_to_ebitda": 0.7367405414888019, "capex_to_revenue": 0.02352076442484381, "working_capital_to_revenue": 0.32117821606980007, "capital_efficiency": 0.3018499985873876, "financial_health": -0.010136294131785462, "margin_quality": 0.2690776754236324, "growth_momentum": 0.060922771565108544, "company_age_years": 33.765913757700204, "ebitda": 1710100000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 51.561234768852174, "revenue_cagr_3y": 0.10176108096591885, "revenue_cagr_5y": 0.07675920400759817, "earnings_cagr_3y": 0.12229446902056118, "quarterly_revenue_growth_yoy": 0.019364208487978055, "quarterly_earnings_growth_yoy": 0.00881057268722467, "revenue_growth_qoq": 0.0776185602183555, "gross_margin": 0.4546461928130442, "operating_margin": 0.20589942483246268, "net_margin": 0.15708933565511055, "roa_ttm": 0.2553886204690361, "roe_ttm": 0.33757144523504024, "debt_to_ebitda": 0.1742544090935724, "net_debt_to_ebitda": 0.03533134118474249, "interest_coverage": 853.35, "debt_to_equity": 0.08672576694272717, "current_ratio": 4.833829753879918, "quick_ratio": 2.4881642890735227, "fcf_to_ebitda": 0.6971934141911291, "capex_to_revenue": 0.025722296720711933, "working_capital_to_revenue": 0.33126092080133285, "capital_efficiency": 0.29648003285203817, "financial_health": -0.006013862416896672, "margin_quality": 0.27254498443353914, "growth_momentum": 0.014087390587601362, "company_age_years": 34.01505817932922, "ebitda": 1706700000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 42.02754476504534, "revenue_cagr_3y": 0.08319995591530605, "revenue_cagr_5y": 0.06965950352133188, "earnings_cagr_3y": 0.06885361265784007, "quarterly_revenue_growth_yoy": 0.017577398969783865, "quarterly_earnings_growth_yoy": -0.01778523489932886, "revenue_growth_qoq": 0.011133977098833835, "gross_margin": 0.4506314580941447, "operating_margin": 0.20191003026823923, "net_margin": 0.15275023483978709, "roa_ttm": 0.25030954708374065, "roe_ttm": 0.32964297974596635, "debt_to_ebitda": 0.19620774938169827, "net_debt_to_ebitda": 0.045754328112118714, "interest_coverage": 943.4444444444445, "debt_to_equity": 0.09531983064423848, "current_ratio": 4.388702928870293, "quick_ratio": 2.29023709902371, "fcf_to_ebitda": 0.6745966317277117, "capex_to_revenue": 0.025634456161169394, "working_capital_to_revenue": 0.3276382858221635, "capital_efficiency": 0.2899762634148535, "financial_health": 0.019742008861971652, "margin_quality": 0.26843057440072365, "growth_momentum": -0.00010391796477249651, "company_age_years": 34.26420260095825, "ebitda": 1698200000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 48.278293069772914, "revenue_cagr_3y": 0.0711673141307736, "revenue_cagr_5y": 0.06732483880018059, "earnings_cagr_3y": 0.0697632397418968, "quarterly_revenue_growth_yoy": 0.03483395633566282, "quarterly_earnings_growth_yoy": 0.008798646362098138, "revenue_growth_qoq": -0.0031311971610479073, "gross_margin": 0.44948172966181554, "operating_margin": 0.20317244267615955, "net_margin": 0.1560569573866611, "roa_ttm": 0.24373206145534357, "roe_ttm": 0.32103741591149165, "debt_to_ebitda": 0.19955288857512649, "net_debt_to_ebitda": 0.027650311801388397, "interest_coverage": 944.3333333333334, "debt_to_equity": 0.09429032078723523, "current_ratio": 4.396574973031283, "quick_ratio": 2.2936893203883497, "fcf_to_ebitda": 0.6129544652312037, "capex_to_revenue": 0.027085199395730005, "working_capital_to_revenue": 0.33674683493536184, "capital_efficiency": 0.2823847386834176, "financial_health": 0.026919067770642423, "margin_quality": 0.2695703765748787, "growth_momentum": 0.02181630134888048, "company_age_years": 34.5160848733744, "ebitda": 1699800000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 48.944338304924244, "revenue_cagr_3y": 0.059996628317055656, "revenue_cagr_5y": 0.07398297315645586, "earnings_cagr_3y": 0.04270085678378166, "quarterly_revenue_growth_yoy": 0.037472989878312296, "quarterly_earnings_growth_yoy": -0.01614114114114114, "revenue_growth_qoq": -0.04486441210344467, "gross_margin": 0.44845163058372156, "operating_margin": 0.1889832830912579, "net_margin": 0.1436557961085229, "roa_ttm": 0.2449127288207748, "roe_ttm": 0.3181705057655615, "debt_to_ebitda": 0.1768465909090909, "net_debt_to_ebitda": 0.025449810606060608, "interest_coverage": 993.8823529411765, "debt_to_equity": 0.08262588833890994, "current_ratio": 4.67457429777325, "quick_ratio": 2.2804540823752, "fcf_to_ebitda": 0.5603693181818182, "capex_to_revenue": 0.030015902464882057, "working_capital_to_revenue": 0.3345878611184734, "capital_efficiency": 0.2815416172931682, "financial_health": 0.01988298523523293, "margin_quality": 0.2603635699278341, "growth_momentum": 0.010665924368585577, "company_age_years": 34.76796714579056, "ebitda": 1689600000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "BE", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 1089.250274122807, "revenue_cagr_3y": 0.046328360443812944, "revenue_cagr_5y": 0.37950503984712625, "earnings_cagr_3y": 0.11998943352655145, "quarterly_revenue_growth_yoy": 0.238087033101679, "quarterly_earnings_growth_yoy": 0.6722932494173722, "revenue_growth_qoq": -0.2220645021592946, "gross_margin": 0.2769333065301767, "operating_margin": -0.07897137732143686, "net_margin": -0.1282891854417624, "roa_ttm": -0.07337958273557772, "roe_ttm": -17.57310231023102, "debt_to_ebitda": 116.01929824561404, "net_debt_to_ebitda": 76.38793859649122, "interest_coverage": 0.309551286402824, "debt_to_equity": 87.3016501650165, "current_ratio": 1.5826139699112935, "quick_ratio": 1.1678598893064867, "fcf_to_ebitda": -43.479166666666664, "capex_to_revenue": 0.04628076314855902, "working_capital_to_revenue": 0.2587489703026258, "capital_efficiency": -8.823240946483299, "financial_health": -64.2370257420612, "margin_quality": 0.02322424792232582, "growth_momentum": 0.4551901412595256, "company_age_years": 2.6830937713894594, "ebitda": 4560000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 14.958307567127747, "revenue_cagr_3y": -0.04691048030716927, "revenue_cagr_5y": -0.02055011335124446, "earnings_cagr_3y": -0.14238276380142234, "quarterly_revenue_growth_yoy": -0.2255055651356012, "quarterly_earnings_growth_yoy": -0.5528781793842035, "revenue_growth_qoq": -0.011603481044313293, "gross_margin": 0.28590223661572717, "operating_margin": 0.09968626657220929, "net_margin": 0.06760449347232061, "roa_ttm": 0.043210278729753325, "roe_ttm": 0.221820857582447, "debt_to_ebitda": 5.170328180092216, "net_debt_to_ebitda": 3.9065636018443177, "interest_coverage": 54.62222222222222, "debt_to_equity": 2.5504047093451065, "current_ratio": 1.542717591480503, "quick_ratio": 1.084194090799904, "fcf_to_ebitda": 0.5946569026308652, "capex_to_revenue": 0.05277504180314726, "working_capital_to_revenue": 0.31051148727580913, "capital_efficiency": 0.13251556815610016, "financial_health": -1.6249700064603052, "margin_quality": 0.1510643322200857, "growth_momentum": -0.3891918722599023, "company_age_years": 58.743326488706366, "ebitda": 7374000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 11.427112719686807, "revenue_cagr_3y": -0.04438642736156739, "revenue_cagr_5y": -0.03305446570990345, "earnings_cagr_3y": -0.2896759210832748, "quarterly_revenue_growth_yoy": -0.04110192718414582, "quarterly_earnings_growth_yoy": -0.6441292915678889, "revenue_growth_qoq": 0.03949520210223557, "gross_margin": 0.37430834141293745, "operating_margin": 0.11492428892071314, "net_margin": 0.07014578867313628, "roa_ttm": 0.06075992984591315, "roe_ttm": 0.1469057431399925, "debt_to_ebitda": 2.4900422709899512, "net_debt_to_ebitda": 2.274772403202808, "interest_coverage": 35.08718434530329, "debt_to_equity": 0.7946778647372524, "current_ratio": 1.4507460830411731, "quick_ratio": 0.9423799674097321, "fcf_to_ebitda": 0.5746357185646426, "capex_to_revenue": 0.022845614655121634, "working_capital_to_revenue": 0.10888098603993639, "capital_efficiency": 0.10383283649295283, "financial_health": -0.6735915707163005, "margin_quality": 0.1864594730022623, "growth_momentum": -0.34261560937601737, "company_age_years": 30.99794661190965, "ebitda": 1185210000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 12.508706190456827, "revenue_cagr_3y": -0.04164544249001756, "revenue_cagr_5y": -0.04399676074152148, "earnings_cagr_3y": -0.21519361008577864, "quarterly_revenue_growth_yoy": -0.04465193764537795, "quarterly_earnings_growth_yoy": -0.3009919504777053, "revenue_growth_qoq": 0.01270084116832558, "gross_margin": 0.36995063132296463, "operating_margin": 0.12340471130947327, "net_margin": 0.07617216206230021, "roa_ttm": 0.05265004302407229, "roe_ttm": 0.1292076856079601, "debt_to_ebitda": 2.7646779608281284, "net_debt_to_ebitda": 2.3096748759415977, "interest_coverage": 33.48196158513126, "debt_to_equity": 0.8255010689118214, "current_ratio": 1.4483681469389569, "quick_ratio": 1.0103697851640685, "fcf_to_ebitda": 0.6263044473633501, "capex_to_revenue": 0.0236537698437829, "working_capital_to_revenue": 0.1263445687001647, "capital_efficiency": 0.09092886431601618, "financial_health": -0.6344867004636681, "margin_quality": 0.1898425015649127, "growth_momentum": -0.1728219440615416, "company_age_years": 31.249828884325805, "ebitda": 1131322000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 12.654243494326035, "revenue_cagr_3y": -0.06981974448268635, "revenue_cagr_5y": -0.00551968066389652, "earnings_cagr_3y": -0.05988441607060935, "quarterly_revenue_growth_yoy": 0.04919213973799127, "quarterly_earnings_growth_yoy": 0.13634408602150538, "revenue_growth_qoq": 0.04110523532832132, "gross_margin": 0.3485475778152614, "operating_margin": 0.09228661371087442, "net_margin": 0.09064428297358604, "roa_ttm": 0.050305699164817363, "roe_ttm": 0.13392789939116984, "debt_to_ebitda": 3.05206275411472, "net_debt_to_ebitda": 2.757790322906904, "interest_coverage": 33.40763057862875, "debt_to_equity": 0.9530076484059724, "current_ratio": 1.3344158019458665, "quick_ratio": 0.8857847012706165, "fcf_to_ebitda": 0.5872620677099839, "capex_to_revenue": 0.024315084521797696, "working_capital_to_revenue": 0.09550196325118754, "capital_efficiency": 0.0921167992779936, "financial_health": -0.8093939851273028, "margin_quality": 0.17715949149990728, "growth_momentum": 0.09276811287974833, "company_age_years": 31.50171115674196, "ebitda": 1186472000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 14.89612327464032, "revenue_cagr_3y": -0.015357536800237437, "revenue_cagr_5y": -0.014749309114813203, "earnings_cagr_3y": -0.14394416688137723, "quarterly_revenue_growth_yoy": -0.09689186774693775, "quarterly_earnings_growth_yoy": -0.23693881460925298, "revenue_growth_qoq": -0.18824221611767003, "gross_margin": 0.3681014074255452, "operating_margin": 0.10246441440313714, "net_margin": 0.08025726779066125, "roa_ttm": 0.07311487009439403, "roe_ttm": 0.17339598373410964, "debt_to_ebitda": 2.783152940646259, "net_debt_to_ebitda": 2.487617971505762, "interest_coverage": 34.70179015276343, "debt_to_equity": 0.777901045118096, "current_ratio": 1.4188291963617978, "quick_ratio": 0.9512243654197755, "fcf_to_ebitda": 0.45538469957756805, "capex_to_revenue": 0.0298080390686327, "working_capital_to_revenue": 0.12204199990056377, "capital_efficiency": 0.12325542691425184, "financial_health": -0.6471892229049742, "margin_quality": 0.18360769653978118, "growth_momentum": -0.16691534117809537, "company_age_years": 32.747433264887064, "ebitda": 1242567000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 11.646096207759733, "revenue_cagr_3y": 0.02200523480796468, "revenue_cagr_5y": -0.03918198675226792, "earnings_cagr_3y": -0.0006020428576279935, "quarterly_revenue_growth_yoy": -0.10334295279458403, "quarterly_earnings_growth_yoy": -0.522449131044905, "revenue_growth_qoq": 0.035221983709539245, "gross_margin": 0.3565444042123884, "operating_margin": 0.811217004339534, "net_margin": 0.07826031675834047, "roa_ttm": 0.0681668192925673, "roe_ttm": 0.20597211798028364, "debt_to_ebitda": 2.7780243052476403, "net_debt_to_ebitda": 2.430135802783487, "interest_coverage": 35.57491800718413, "debt_to_equity": 1.1427806748809715, "current_ratio": 1.3701024558653971, "quick_ratio": 0.9603468494670905, "fcf_to_ebitda": 0.5387991019649128, "capex_to_revenue": 0.02445525089822569, "working_capital_to_revenue": 0.09672791563300276, "capital_efficiency": 0.13706946863642547, "financial_health": -1.0158430062828732, "margin_quality": 0.415340575103421, "growth_momentum": -0.3128960419197445, "company_age_years": 33.50034223134839, "ebitda": 1138931000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 14.042167419590555, "revenue_cagr_3y": 0.022443033511915678, "revenue_cagr_5y": -0.019047116216002413, "earnings_cagr_3y": 0.16560659391429167, "quarterly_revenue_growth_yoy": 0.04460447876076669, "quarterly_earnings_growth_yoy": 0.30959600775563395, "revenue_growth_qoq": 0.008084691827386666, "gross_margin": 0.36896477104328224, "operating_margin": 0.1548819538224281, "net_margin": 0.11285866507427363, "roa_ttm": 0.07513466195256112, "roe_ttm": 0.21585223964531258, "debt_to_ebitda": 2.4960973108707676, "net_debt_to_ebitda": 2.221143233172252, "interest_coverage": 39.43027698185291, "debt_to_equity": 1.024451533862687, "current_ratio": 1.416747475212321, "quick_ratio": 0.9693897229061273, "fcf_to_ebitda": 0.6253870593982261, "capex_to_revenue": 0.024228711764051173, "working_capital_to_revenue": 0.10609702586893449, "capital_efficiency": 0.14549345079893686, "financial_health": -0.92462737860837, "margin_quality": 0.2122351299799947, "growth_momentum": 0.1771002432582003, "company_age_years": 34.247775496235455, "ebitda": 1238505000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 15.819669587161211, "revenue_cagr_3y": -0.00044490207617975397, "revenue_cagr_5y": 0.005462724627816495, "earnings_cagr_3y": 0.01419305712190333, "quarterly_revenue_growth_yoy": -0.01844219022084635, "quarterly_earnings_growth_yoy": 0.1875622487974062, "revenue_growth_qoq": -0.027258408684385692, "gross_margin": 0.3668163071521619, "operating_margin": 0.1397237761666692, "net_margin": 0.09468520023496428, "roa_ttm": 0.07819595115137856, "roe_ttm": 0.22353907131033482, "debt_to_ebitda": 2.5076270189523284, "net_debt_to_ebitda": 2.1875492501091762, "interest_coverage": 40.235816637489464, "debt_to_equity": 1.0262446169369464, "current_ratio": 1.4563364232400762, "quick_ratio": 0.9956557294140035, "fcf_to_ebitda": 0.6111461155059084, "capex_to_revenue": 0.0261762343098345, "working_capital_to_revenue": 0.11189666157866497, "capital_efficiency": 0.15086751123085668, "financial_health": -0.938698493997311, "margin_quality": 0.20040842785126514, "growth_momentum": 0.08456002928827994, "company_age_years": 34.49965776865161, "ebitda": 1241114000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 13.855703237822514, "revenue_cagr_3y": -0.047964255448506465, "revenue_cagr_5y": -0.0314196154477161, "earnings_cagr_3y": -0.08721965529791464, "quarterly_revenue_growth_yoy": -0.17204946578848251, "quarterly_earnings_growth_yoy": -0.3701390817073479, "revenue_growth_qoq": -0.0946677383647586, "gross_margin": 0.36793436390014506, "operating_margin": 0.12330648523354512, "net_margin": 0.08322310604165624, "roa_ttm": 0.07407978356251768, "roe_ttm": 0.21853604127751594, "debt_to_ebitda": 2.8815740915020003, "net_debt_to_ebitda": 2.348116263414899, "interest_coverage": 42.37577931803142, "debt_to_equity": 1.1347594631799625, "current_ratio": 1.324390505832968, "quick_ratio": 0.9052456734701795, "fcf_to_ebitda": 0.7272932007617632, "capex_to_revenue": 0.025885399274842333, "working_capital_to_revenue": 0.10149187809204434, "capital_efficiency": 0.1463079124200168, "financial_health": -0.9000924209103612, "margin_quality": 0.1914879850584488, "growth_momentum": -0.27109427374791517, "company_age_years": 34.997946611909654, "ebitda": 1216651000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 15.264586964543067, "revenue_cagr_3y": 9.172726883832638e-05, "revenue_cagr_5y": -0.004439147539871957, "earnings_cagr_3y": 0.038358110724391103, "quarterly_revenue_growth_yoy": -0.04223256425497646, "quarterly_earnings_growth_yoy": -0.027698222381872372, "revenue_growth_qoq": 0.16614537995897743, "gross_margin": 0.37679207164168177, "operating_margin": 0.1583852708070214, "net_margin": 0.11457132136254644, "roa_ttm": 0.07450135327612341, "roe_ttm": 0.20621693859175996, "debt_to_ebitda": 2.595869728161862, "net_debt_to_ebitda": 2.2421930714284533, "interest_coverage": 43.59883133746934, "debt_to_equity": 0.9665154334573366, "current_ratio": 1.4747660599047425, "quick_ratio": 1.0000418938037365, "fcf_to_ebitda": 0.7239268523926687, "capex_to_revenue": 0.025916014756191794, "working_capital_to_revenue": 0.12556043539120393, "capital_efficiency": 0.1403591459339417, "financial_health": -0.8910643119390985, "margin_quality": 0.21658288793708322, "growth_momentum": -0.034965393318424416, "company_age_years": 35.2498288843258, "ebitda": 1208734000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 17.031947795204434, "revenue_cagr_3y": -0.040809247395425574, "revenue_cagr_5y": 0.009926083305758837, "earnings_cagr_3y": -0.14992239146207598, "quarterly_revenue_growth_yoy": 0.002703891497412971, "quarterly_earnings_growth_yoy": 0.08317769239005009, "revenue_growth_qoq": 0.018380603298372777, "gross_margin": 0.3659024146394891, "operating_margin": 0.13813209465341864, "net_margin": 0.1022843309611939, "roa_ttm": 0.07467717153510778, "roe_ttm": 0.2018596639526631, "debt_to_ebitda": 2.561536988875026, "net_debt_to_ebitda": 2.1453239254268195, "interest_coverage": 43.660905291492526, "debt_to_equity": 0.9326269067654566, "current_ratio": 1.5063204581555765, "quick_ratio": 1.0256412763299705, "fcf_to_ebitda": 0.7618246449726702, "capex_to_revenue": 0.024790237830203357, "working_capital_to_revenue": 0.13172061833459012, "capital_efficiency": 0.13826841774388543, "financial_health": -0.862142549269689, "margin_quality": 0.20210628008470055, "growth_momentum": 0.04294079194373153, "company_age_years": 35.501711156741955, "ebitda": 1232722000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 17.083215688902666, "revenue_cagr_3y": 0.04482221664310382, "revenue_cagr_5y": 0.028598727929539658, "earnings_cagr_3y": 0.20986813082597333, "quarterly_revenue_growth_yoy": 0.1280010918276579, "quarterly_earnings_growth_yoy": 0.32045791047146854, "revenue_growth_qoq": 0.04915271373126113, "gross_margin": 0.3862881383970564, "operating_margin": 0.16732685511705384, "net_margin": 0.12461527671969767, "roa_ttm": 0.07981334699904313, "roe_ttm": 0.2114634321994179, "debt_to_ebitda": 2.355384016675285, "net_debt_to_ebitda": 1.9467938383085277, "interest_coverage": 48.953547328785, "debt_to_equity": 0.8838761708577869, "current_ratio": 1.5856399990537142, "quick_ratio": 1.0783592303992087, "fcf_to_ebitda": 0.799151765961125, "capex_to_revenue": 0.02273583534835076, "working_capital_to_revenue": 0.15077797509818405, "capital_efficiency": 0.14563838959923053, "financial_health": -0.817593242873836, "margin_quality": 0.22607675674460262, "growth_momentum": 0.22422950114956322, "company_age_years": 35.748117727583846, "ebitda": 1313081000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 16.448123407822813, "revenue_cagr_3y": 0.0415513500046385, "revenue_cagr_5y": 0.03796235854349672, "earnings_cagr_3y": 0.23636298281429458, "quarterly_revenue_growth_yoy": 0.3551960244801307, "quarterly_earnings_growth_yoy": 1.1200327012166775, "revenue_growth_qoq": 0.08767862964900174, "gross_margin": 0.3800665066674017, "operating_margin": 0.16938232277193804, "net_margin": 0.13019201880614822, "roa_ttm": 0.09134818276220145, "roe_ttm": 0.23651817651904766, "debt_to_ebitda": 2.1018817897455353, "net_debt_to_ebitda": 1.6959591268625183, "interest_coverage": 55.566632909493265, "debt_to_equity": 0.8372152424217004, "current_ratio": 1.609085042634128, "quick_ratio": 1.094819058057411, "fcf_to_ebitda": 0.6983932088706967, "capex_to_revenue": 0.02150608564120921, "working_capital_to_revenue": 0.1559082165411566, "capital_efficiency": 0.16393317964062457, "financial_health": -0.7665382528046499, "margin_quality": 0.2265469494151627, "growth_momentum": 0.7376143628484041, "company_age_years": 35.997262149212865, "ebitda": 1481462000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 16.008013511824448, "revenue_cagr_3y": 0.04920896041486911, "revenue_cagr_5y": 0.03397559911994308, "earnings_cagr_3y": 0.18800957316862932, "quarterly_revenue_growth_yoy": 0.15444706038474915, "quarterly_earnings_growth_yoy": 0.31680479281078383, "revenue_growth_qoq": -0.0065989852712735695, "gross_margin": 0.3738743447974477, "operating_margin": 0.16946502175874475, "net_margin": 0.13068426458514698, "roa_ttm": 0.09523786923596658, "roe_ttm": 0.24233892746269226, "debt_to_ebitda": 1.9854728657823302, "net_debt_to_ebitda": 1.5116975351176034, "interest_coverage": 59.021488291151215, "debt_to_equity": 0.7959174863778317, "current_ratio": 1.644870757537461, "quick_ratio": 1.1185030418055708, "fcf_to_ebitda": 0.6686635280091532, "capex_to_revenue": 0.021210703335153663, "working_capital_to_revenue": 0.1680299226991742, "capital_efficiency": 0.1687883983493294, "financial_health": -0.7116736862540326, "margin_quality": 0.22467454371377982, "growth_momentum": 0.2356259265977665, "company_age_years": 36.24914442162902, "ebitda": 1560115000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 16.24550929521919, "revenue_cagr_3y": 0.03217462060179743, "revenue_cagr_5y": 0.02271063541421281, "earnings_cagr_3y": 0.3684440719431521, "quarterly_revenue_growth_yoy": 0.11730295047714265, "quarterly_earnings_growth_yoy": 0.9921639045391146, "revenue_growth_qoq": -0.014385594784441518, "gross_margin": 0.36269570965723, "operating_margin": 0.1421662096232974, "net_margin": 0.18237412874798603, "roa_ttm": 0.10802175049143918, "roe_ttm": 0.26824453733212905, "debt_to_ebitda": 1.7623982622513727, "net_debt_to_ebitda": 1.5479038184622438, "interest_coverage": 68.07317627452466, "debt_to_equity": 0.7560522330916514, "current_ratio": 1.3605533561358034, "quick_ratio": 0.8312580182292373, "fcf_to_ebitda": 0.5254642045593646, "capex_to_revenue": 0.02168499348874762, "working_capital_to_revenue": 0.10261283525488103, "capital_efficiency": 0.18813314391178412, "financial_health": -0.6834832004528926, "margin_quality": 0.22907868267617118, "growth_momentum": 0.5547334275081286, "company_age_years": 36.50102669404517, "ebitda": 1797268000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 14.212724353986745, "revenue_cagr_3y": 0.07879349681168413, "revenue_cagr_5y": 0.048881745384905084, "earnings_cagr_3y": 0.09045751566230953, "quarterly_revenue_growth_yoy": 0.01321798663775689, "quarterly_earnings_growth_yoy": 0.010705142094069059, "revenue_growth_qoq": -0.028121977523173587, "gross_margin": 0.35931252323807866, "operating_margin": 0.1513234822317983, "net_margin": 0.10994298764371534, "roa_ttm": 0.09882758757923096, "roe_ttm": 0.23938625657176305, "debt_to_ebitda": 2.0107870865032127, "net_debt_to_ebitda": 1.8531916112136644, "interest_coverage": 50.5243759864383, "debt_to_equity": 0.7792582592189637, "current_ratio": 1.3218494131735667, "quick_ratio": 0.7615863388895245, "fcf_to_ebitda": 0.46531870989985774, "capex_to_revenue": 0.02565326453596338, "working_capital_to_revenue": 0.09459134573138799, "capital_efficiency": 0.169106922075497, "financial_health": -0.6386852174711203, "margin_quality": 0.20685966437119743, "growth_momentum": 0.011961564365912974, "company_age_years": 37.74674880219028, "ebitda": 1728641000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 14.025000073373041, "revenue_cagr_3y": 0.11890938387117433, "revenue_cagr_5y": 0.03153730252668363, "earnings_cagr_3y": 0.24752503892860078, "quarterly_revenue_growth_yoy": -0.02715921277241322, "quarterly_earnings_growth_yoy": -0.16359135136628247, "revenue_growth_qoq": 0.010131201049723837, "gross_margin": 0.3613356786341131, "operating_margin": 0.15451557698113316, "net_margin": 0.11534718102020584, "roa_ttm": 0.09360271065145934, "roe_ttm": 0.21887495026388296, "debt_to_ebitda": 2.009099431036092, "net_debt_to_ebitda": 1.8413528110385924, "interest_coverage": 50.39708318542184, "debt_to_equity": 0.7341636449629513, "current_ratio": 1.4086393443163967, "quick_ratio": 0.8326473043971856, "fcf_to_ebitda": 0.4877646051972766, "capex_to_revenue": 0.024637173879421433, "working_capital_to_revenue": 0.11686091361599683, "capital_efficiency": 0.15623883045767115, "financial_health": -0.612246908119981, "margin_quality": 0.210399478878484, "growth_momentum": -0.09537528206934784, "company_age_years": 37.9958932238193, "ebitda": 1703623000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 13.498534978964354, "revenue_cagr_3y": 0.0385662231085353, "revenue_cagr_5y": 0.02306424438244381, "earnings_cagr_3y": 0.13096456325102457, "quarterly_revenue_growth_yoy": -0.09260243405546333, "quarterly_earnings_growth_yoy": 0.013030283960199422, "revenue_growth_qoq": -0.06745342809770648, "gross_margin": 0.37753800497133416, "operating_margin": 0.17184343769594798, "net_margin": 0.14795182666914483, "roa_ttm": 0.09507380405222564, "roe_ttm": 0.2119286083807553, "debt_to_ebitda": 1.8920692495365434, "net_debt_to_ebitda": 1.7216961309781096, "interest_coverage": 51.42931242088363, "debt_to_equity": 0.6521889291257114, "current_ratio": 1.5800848348554242, "quick_ratio": 0.9951169678852535, "fcf_to_ebitda": 0.5836028825557829, "capex_to_revenue": 0.02253369028641546, "working_capital_to_revenue": 0.15333348315117176, "capital_efficiency": 0.15350120621649047, "financial_health": -0.5830174226315517, "margin_quality": 0.23244442311214233, "growth_momentum": -0.03978607504763195, "company_age_years": 38.247775496235455, "ebitda": 1665744000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 11.461232766615147, "revenue_cagr_3y": -0.03222637898577674, "revenue_cagr_5y": 0.048233191662195196, "earnings_cagr_3y": 0.022421221297145078, "quarterly_revenue_growth_yoy": -0.07849894696534558, "quarterly_earnings_growth_yoy": -0.13304721030042918, "revenue_growth_qoq": -0.04824995056357524, "gross_margin": 0.3162268855183877, "operating_margin": 0.09993766881362975, "net_margin": 0.08393933097859962, "roa_ttm": 0.06069721052464934, "roe_ttm": 0.12352600038662286, "debt_to_ebitda": 2.6723338485316845, "net_debt_to_ebitda": 2.5693972179289024, "interest_coverage": 56.75438596491228, "debt_to_equity": 0.5570590888588183, "current_ratio": 1.3964555953803266, "quick_ratio": 0.9203504579848666, "fcf_to_ebitda": 0.6707882534775889, "capex_to_revenue": 0.02504279775006114, "working_capital_to_revenue": 0.09738322328197603, "capital_efficiency": 0.0921116054556361, "financial_health": -0.47737438905727697, "margin_quality": 0.166701295103539, "growth_momentum": -0.10577307863288737, "company_age_years": 43.83025325119781, "ebitda": 3235000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 13.002569365031597, "revenue_cagr_3y": -0.038139185856466806, "revenue_cagr_5y": 0.04756538793274001, "earnings_cagr_3y": 0.44505551039715585, "quarterly_revenue_growth_yoy": 0.010236220472440945, "quarterly_earnings_growth_yoy": 0.05091649694501019, "revenue_growth_qoq": 0.05858085808580858, "gross_margin": 0.328332034294622, "operating_margin": 0.12568199532346064, "net_margin": 0.10054559625876851, "roa_ttm": 0.06305214479349386, "roe_ttm": 0.1271219135802469, "debt_to_ebitda": 2.5895275353596148, "net_debt_to_ebitda": 2.495636473066506, "interest_coverage": 55.38333333333333, "debt_to_equity": 0.5533050411522634, "current_ratio": 1.1867173878586146, "quick_ratio": 0.8074179743223966, "fcf_to_ebitda": 0.5946433945230214, "capex_to_revenue": 0.025057981244327922, "working_capital_to_revenue": 0.059392961581123324, "capital_efficiency": 0.09508702918687038, "financial_health": -0.3928272116798668, "margin_quality": 0.18485320862561705, "growth_momentum": 0.030576358708725566, "company_age_years": 45.07871321013005, "ebitda": 3323000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 14.613881953867029, "revenue_cagr_3y": -0.09088925147810212, "revenue_cagr_5y": -0.06416301629647336, "earnings_cagr_3y": -0.5376472005981705, "quarterly_revenue_growth_yoy": -0.3030905476233508, "quarterly_earnings_growth_yoy": -0.9198113207547169, "revenue_growth_qoq": -0.1948214658592608, "gross_margin": 0.254149377593361, "operating_margin": 0.1174792531120332, "net_margin": 0.013226141078838174, "roa_ttm": 0.05081059707394227, "roe_ttm": 0.10868339441781788, "debt_to_ebitda": 2.8046132971506106, "net_debt_to_ebitda": 2.705563093622795, "interest_coverage": 35.095238095238095, "debt_to_equity": 0.5827459825204399, "current_ratio": 1.4962652577883038, "quick_ratio": 1.1067589724904354, "fcf_to_ebitda": 0.8850067842605156, "capex_to_revenue": 0.025576913059332188, "working_capital_to_revenue": 0.1418971714330364, "capital_efficiency": 0.07974699574588007, "financial_health": -0.4771276442956285, "margin_quality": 0.12828492392807747, "growth_momentum": -0.6114509341890338, "company_age_years": 48.07939767282683, "ebitda": 2948000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 12.029617945352584, "revenue_cagr_3y": -0.004032301860978138, "revenue_cagr_5y": 0.01697250966177255, "earnings_cagr_3y": 0.015565408186972718, "quarterly_revenue_growth_yoy": -0.05454074361963985, "quarterly_earnings_growth_yoy": -0.11959287531806616, "revenue_growth_qoq": -0.05368257261410788, "gross_margin": 0.47560975609756095, "operating_margin": 0.20553576322280076, "net_margin": 0.14223074815017814, "roa_ttm": 0.1477168531083807, "roe_ttm": 0.42287164231341323, "debt_to_ebitda": 1.2882710893688103, "net_debt_to_ebitda": 1.073738217396492, "interest_coverage": 186.24444444444444, "debt_to_equity": 0.9447020736722372, "current_ratio": 1.5434110705254285, "quick_ratio": 1.049171115481877, "fcf_to_ebitda": 0.5916955017301038, "capex_to_revenue": 0.048259232344586116, "working_capital_to_revenue": 0.12776640021140254, "capital_efficiency": 0.28529424771089695, "financial_health": -0.7109043209767096, "margin_quality": 0.27445875582351326, "growth_momentum": -0.08706680946885301, "company_age_years": 45.99315537303217, "ebitda": 8381000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 13.253928439690151, "revenue_cagr_3y": 0.012047807442260083, "revenue_cagr_5y": -0.0036145822773674396, "earnings_cagr_3y": 0.06003119159344328, "quarterly_revenue_growth_yoy": -0.019749754661432778, "quarterly_earnings_growth_yoy": 0.02592352559948153, "revenue_growth_qoq": -0.022029127401786808, "gross_margin": 0.475910399199099, "operating_margin": 0.25165811537980226, "net_margin": 0.1980978600926042, "roa_ttm": 0.1162867215041128, "roe_ttm": 0.4623434871986545, "debt_to_ebitda": 2.419771302102545, "net_debt_to_ebitda": 1.469199557358908, "interest_coverage": 74.61467889908256, "debt_to_equity": 1.83890861521211, "current_ratio": 2.3040531901291397, "quick_ratio": 1.7917146144994247, "fcf_to_ebitda": 0.6514201401696791, "capex_to_revenue": 0.05292461682827651, "working_capital_to_revenue": 0.31901782921488897, "capital_efficiency": 0.28931510435138363, "financial_health": -1.4515539953106276, "margin_quality": 0.3085554582238352, "growth_momentum": 0.003086885469024376, "company_age_years": 49.74127310061601, "ebitda": 8133000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 13.056741284831526, "revenue_cagr_3y": -0.04605974809524338, "revenue_cagr_5y": -0.03156947994455983, "earnings_cagr_3y": -0.024535798743479775, "quarterly_revenue_growth_yoy": 0.06672291359066301, "quarterly_earnings_growth_yoy": 3.138235294117647, "revenue_growth_qoq": 0.09009915217703693, "gross_margin": 0.26235829158977064, "operating_margin": 0.20524650672291062, "net_margin": 0.09583443184814132, "roa_ttm": 0.029745952677459525, "roe_ttm": 0.14050588235294117, "debt_to_ebitda": 16.306109362247874, "net_debt_to_ebitda": 10.954587851230034, "interest_coverage": 12.936651583710407, "debt_to_equity": 3.290764705882353, "current_ratio": 0.982108626198083, "quick_ratio": 0.8242811501597445, "fcf_to_ebitda": 0.3906960475690801, "capex_to_revenue": 0.09378593986746746, "working_capital_to_revenue": -0.025557239087971667, "capital_efficiency": 0.08512591751520035, "financial_health": -1.222122115595927, "margin_quality": 0.18781307672027417, "growth_momentum": 1.602479103854155, "company_age_years": 54.49144421629021, "ebitda": 17154000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 13.0319, "revenue_cagr_3y": -0.16908936897980054, "revenue_cagr_5y": -0.0953915026167873, "earnings_cagr_3y": -0.12547512321502396, "quarterly_revenue_growth_yoy": -0.036260113874737786, "quarterly_earnings_growth_yoy": -0.11461318051575932, "revenue_growth_qoq": 14.126530612244897, "gross_margin": 0.4244402985074627, "operating_margin": 0.16200248756218905, "net_margin": 0.0960820895522388, "roa_ttm": 0.09129414458245091, "roe_ttm": 0.2067937248800726, "debt_to_ebitda": 1.4796363636363636, "net_debt_to_ebitda": 0.0, "interest_coverage": 52.88461538461539, "debt_to_equity": 0.5275508881109815, "current_ratio": 2.1410998552822, "quick_ratio": 1.8328509406657019, "fcf_to_ebitda": 0.8109090909090909, "capex_to_revenue": 0.03931924882629108, "working_capital_to_revenue": 0.46273474178403756, "capital_efficiency": 0.14904393473126176, "financial_health": -0.257025746868792, "margin_quality": 0.22750829187396351, "growth_momentum": -0.07543664719524855, "company_age_years": 44.58316221765914, "ebitda": 2750000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 13.647706927820094, "revenue_cagr_3y": -0.14962663782636, "revenue_cagr_5y": -0.09597333269537134, "earnings_cagr_3y": -0.18879271585585555, "quarterly_revenue_growth_yoy": -0.0013970382788488405, "quarterly_earnings_growth_yoy": -0.2086720867208672, "revenue_growth_qoq": 0.11131840796019901, "gross_margin": 0.4356463346390599, "operating_margin": 0.18690542809177393, "net_margin": 0.0817011751538892, "roa_ttm": 0.08786247612432714, "roe_ttm": 0.18960779415438422, "debt_to_ebitda": 1.4755168661588682, "net_debt_to_ebitda": 0.0, "interest_coverage": 55.14, "debt_to_equity": 0.5081189108168873, "current_ratio": 2.5049058605144525, "quick_ratio": 2.1519490851233094, "fcf_to_ebitda": 0.613347841857091, "capex_to_revenue": 0.038555631666503574, "working_capital_to_revenue": 0.5553380957040807, "capital_efficiency": 0.13873513513935568, "financial_health": -0.18498308649713158, "margin_quality": 0.23475097929490765, "growth_momentum": -0.10503456249985803, "company_age_years": 44.82956878850103, "ebitda": 2757000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 14.751133990507485, "revenue_cagr_3y": -0.13827448088016925, "revenue_cagr_5y": -0.09032518861140149, "earnings_cagr_3y": -0.17217305639145375, "quarterly_revenue_growth_yoy": 0.09934676102340773, "quarterly_earnings_growth_yoy": -0.13778705636743216, "revenue_growth_qoq": 0.1301063234471181, "gross_margin": 0.41544936865560783, "operating_margin": 0.17479574152017827, "net_margin": 0.1022530329289428, "roa_ttm": 0.07483764560354603, "roe_ttm": 0.18227466733617875, "debt_to_ebitda": 1.8838992332968236, "net_debt_to_ebitda": 0.737495436290617, "interest_coverage": 55.89795918367347, "debt_to_equity": 0.6477529500376601, "current_ratio": 1.5929236499068902, "quick_ratio": 1.240782122905028, "fcf_to_ebitda": 0.5921869295363271, "capex_to_revenue": 0.03713151927437642, "working_capital_to_revenue": 0.30083144368858655, "capital_efficiency": 0.1285561564698624, "financial_health": -0.31481178008287614, "margin_quality": 0.23083271436824296, "growth_momentum": -0.019220147672012217, "company_age_years": 45.07871321013005, "ebitda": 2739000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 14.499828809376927, "revenue_cagr_3y": -0.11933670017047171, "revenue_cagr_5y": -0.07228166792117774, "earnings_cagr_3y": -0.09278771787288431, "quarterly_revenue_growth_yoy": 0.1865671641791045, "quarterly_earnings_growth_yoy": 0.2686084142394822, "revenue_growth_qoq": -0.1395715896279594, "gross_margin": 0.4229559748427673, "operating_margin": 0.14753668763102726, "net_margin": 0.10272536687631027, "roa_ttm": 0.08062241917615066, "roe_ttm": 0.19175949215474908, "debt_to_ebitda": 1.6866132017273288, "net_debt_to_ebitda": 0.7316471314003702, "interest_coverage": 66.16326530612245, "debt_to_equity": 0.6549287339801174, "current_ratio": 1.3165374677002584, "quick_ratio": 1.0185723514211886, "fcf_to_ebitda": 0.5086366440468847, "capex_to_revenue": 0.029752899646999495, "working_capital_to_revenue": 0.12355017650025214, "capital_efficiency": 0.13619095566544986, "financial_health": -0.24833308947714905, "margin_quality": 0.2244060097833683, "growth_momentum": 0.22758778920929335, "company_age_years": 45.582477754962355, "ebitda": 3242000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 13.639929119905494, "revenue_cagr_3y": -0.07686847426510579, "revenue_cagr_5y": -0.06548204559769344, "earnings_cagr_3y": -0.20875423358871892, "quarterly_revenue_growth_yoy": 0.18858421936205932, "quarterly_earnings_growth_yoy": 0.6506849315068494, "revenue_growth_qoq": 0.11320754716981132, "gross_margin": 0.4277306967984934, "operating_margin": 0.1720809792843691, "net_margin": 0.11346516007532957, "roa_ttm": 0.09052312357846853, "roe_ttm": 0.21090438059349975, "debt_to_ebitda": 1.5327820437093915, "net_debt_to_ebitda": 0.8109864146485528, "interest_coverage": 67.72, "debt_to_equity": 0.6111634479510127, "current_ratio": 1.2994112699747686, "quick_ratio": 0.9803195962994112, "fcf_to_ebitda": 0.5818074424099232, "capex_to_revenue": 0.028782198572983433, "working_capital_to_revenue": 0.1076309106300641, "capital_efficiency": 0.15071375208598414, "financial_health": -0.2717853107909557, "margin_quality": 0.237758945386064, "growth_momentum": 0.41963457543445437, "company_age_years": 45.828884325804246, "ebitda": 3386000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 13.08548602089805, "revenue_cagr_3y": -0.06792994282998666, "revenue_cagr_5y": -0.06821352660208146, "earnings_cagr_3y": 0.08077086812117984, "quarterly_revenue_growth_yoy": 0.10324337707353305, "quarterly_earnings_growth_yoy": 0.7239709443099274, "revenue_growth_qoq": 0.04896421845574388, "gross_margin": 0.4358168761220826, "operating_margin": 0.1878366247755835, "net_margin": 0.15978456014362658, "roa_ttm": 0.102015912529897, "roe_ttm": 0.2484250564602401, "debt_to_ebitda": 1.6910477266308952, "net_debt_to_ebitda": 0.727760519627224, "interest_coverage": 72.26530612244898, "debt_to_equity": 0.7117556163080946, "current_ratio": 1.2332470520563705, "quick_ratio": 0.9736842105263158, "fcf_to_ebitda": 0.630330415136967, "capex_to_revenue": 0.02890002948982601, "working_capital_to_revenue": 0.0956649955765261, "capital_efficiency": 0.17522048449506855, "financial_health": -0.2050719850981971, "margin_quality": 0.2611460203470975, "growth_momentum": 0.4136071606917302, "company_age_years": 46.078028747433265, "ebitda": 3541000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 14.510320920043812, "revenue_cagr_3y": -0.056188227971424864, "revenue_cagr_5y": -0.06422527340467488, "earnings_cagr_3y": -0.016207774804321673, "quarterly_revenue_growth_yoy": 0.10214205186020293, "quarterly_earnings_growth_yoy": 0.22420634920634921, "revenue_growth_qoq": 0.09694793536804308, "gross_margin": 0.4224631751227496, "operating_margin": 0.16939443535188217, "net_margin": 0.12622749590834698, "roa_ttm": 0.10804315841098577, "roe_ttm": 0.2462277858500056, "debt_to_ebitda": 1.303395399780942, "net_debt_to_ebitda": 1.004107338444688, "interest_coverage": 67.62962962962963, "debt_to_equity": 0.532021906784397, "current_ratio": 1.0738157040882543, "quick_ratio": 0.7796885139519792, "fcf_to_ebitda": 0.622946330777656, "capex_to_revenue": 0.035443474264705885, "working_capital_to_revenue": 0.026137408088235295, "capital_efficiency": 0.17713547213049569, "financial_health": -0.29701561146993194, "margin_quality": 0.2393617021276596, "growth_momentum": 0.16317420053327608, "company_age_years": 46.32991101984942, "ebitda": 3652000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 11.247749067661161, "revenue_cagr_3y": 0.07512578119560143, "revenue_cagr_5y": -0.058508966248517535, "earnings_cagr_3y": 0.10037954492057377, "quarterly_revenue_growth_yoy": 0.08674004192872117, "quarterly_earnings_growth_yoy": 0.18622448979591838, "revenue_growth_qoq": -0.15159574468085107, "gross_margin": 0.42464432119604534, "operating_margin": 0.15119363395225463, "net_margin": 0.11212925006028454, "roa_ttm": 0.11141025013461256, "roe_ttm": 0.27634774162214665, "debt_to_ebitda": 1.5879062333510923, "net_debt_to_ebitda": 1.25546084176878, "interest_coverage": 78.20833333333333, "debt_to_equity": 0.7237736765420106, "current_ratio": 0.8830238726790451, "quick_ratio": 0.6204244031830238, "fcf_to_ebitda": 0.5572722429408631, "capex_to_revenue": 0.0381081233440442, "working_capital_to_revenue": -0.04972095383054287, "capital_efficiency": 0.1938789958783796, "financial_health": -0.25957574404924993, "margin_quality": 0.2293224017361948, "growth_momentum": 0.13648226586231976, "company_age_years": 46.58179329226557, "ebitda": 3754000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 12.747519926101873, "revenue_cagr_3y": 0.08488782119194305, "revenue_cagr_5y": -0.046944660382632675, "earnings_cagr_3y": 0.12113779254529744, "quarterly_revenue_growth_yoy": 0.07580037664783427, "quarterly_earnings_growth_yoy": 0.07883817427385892, "revenue_growth_qoq": 0.10200144682903303, "gross_margin": 0.4212253829321663, "operating_margin": 0.16039387308533917, "net_margin": 0.1137855579868709, "roa_ttm": 0.10981918276303924, "roe_ttm": 0.27140511376964577, "debt_to_ebitda": 1.6724729480073899, "net_debt_to_ebitda": 1.3072050673000792, "interest_coverage": 68.89090909090909, "debt_to_equity": 0.7432559230588788, "current_ratio": 1.065236818588025, "quick_ratio": 0.756478999106345, "fcf_to_ebitda": 0.5560833993138031, "capex_to_revenue": 0.03859144011959471, "working_capital_to_revenue": 0.024251148884336417, "capital_efficiency": 0.1906121482663425, "financial_health": -0.37837079161099074, "margin_quality": 0.2318016046681255, "growth_momentum": 0.0773192754608466, "company_age_years": 46.82819986310746, "ebitda": 3789000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 16.47413185595568, "revenue_cagr_3y": 0.014158295310947144, "revenue_cagr_5y": 0.043633497808209354, "earnings_cagr_3y": 0.05189391063262905, "quarterly_revenue_growth_yoy": 0.06463238827486785, "quarterly_earnings_growth_yoy": 0.0851063829787234, "revenue_growth_qoq": 0.06488824801730353, "gross_margin": 0.42022116903633494, "operating_margin": 0.16565109456104718, "net_margin": 0.12660798916723087, "roa_ttm": 0.08941176470588236, "roe_ttm": 0.2330777656078861, "debt_to_ebitda": 2.057894736842105, "net_debt_to_ebitda": 1.4091412742382272, "interest_coverage": 85.95238095238095, "debt_to_equity": 0.8136911281489595, "current_ratio": 1.2648554178582778, "quick_ratio": 0.9445503654273911, "fcf_to_ebitda": 0.8728531855955679, "capex_to_revenue": 0.0313525550867323, "working_capital_to_revenue": 0.09769104547585561, "capital_efficiency": 0.16124476515688424, "financial_health": -0.5393841523465903, "margin_quality": 0.23749341758820433, "growth_momentum": 0.07486938562679563, "company_age_years": 48.82956878850103, "ebitda": 3610000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 15.827455465587045, "revenue_cagr_3y": 0.01771254043876458, "revenue_cagr_5y": 0.050355422016100215, "earnings_cagr_3y": -0.04149176366668539, "quarterly_revenue_growth_yoy": 0.20005109862033726, "quarterly_earnings_growth_yoy": 0.5714285714285714, "revenue_growth_qoq": 0.06003159557661927, "gross_margin": 0.421971471151799, "operating_margin": 0.17841175218224398, "net_margin": 0.13348946135831383, "roa_ttm": 0.09622610684528672, "roe_ttm": 0.25357873210633947, "debt_to_ebitda": 1.888663967611336, "net_debt_to_ebitda": 1.1649797570850202, "interest_coverage": 98.8, "debt_to_equity": 0.8033580884727155, "current_ratio": 1.3142428785607196, "quick_ratio": 0.9973013493253373, "fcf_to_ebitda": 0.8577935222672065, "capex_to_revenue": 0.03132179077716143, "working_capital_to_revenue": 0.11744270745783605, "capital_efficiency": 0.1749024194758131, "financial_health": -0.5112161444240113, "margin_quality": 0.24462422823078558, "growth_momentum": 0.3857398350244543, "company_age_years": 49.07871321013005, "ebitda": 3952000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 13.760153179905961, "revenue_cagr_3y": -0.03546869209828074, "revenue_cagr_5y": -0.03501975597234397, "earnings_cagr_3y": 0.009589626164225873, "quarterly_revenue_growth_yoy": -0.23694029850746268, "quarterly_earnings_growth_yoy": 0.005405405405405406, "revenue_growth_qoq": 0.03649265078560568, "gross_margin": 0.4919315403422983, "operating_margin": 0.18899755501222493, "net_margin": 0.18190709046454767, "roa_ttm": 0.3092453095026435, "roe_ttm": 0.6389385663879357, "debt_to_ebitda": 2.0185597624350406, "net_debt_to_ebitda": 0.02623113090819104, "interest_coverage": 74.83333333333333, "debt_to_equity": 0.39426748513702936, "current_ratio": 2.7462241653418125, "quick_ratio": 2.3475755166931638, "fcf_to_ebitda": 0.0678049987626825, "capex_to_revenue": 0.02393669634025717, "working_capital_to_revenue": 0.5794263105835806, "capital_efficiency": 0.4740919379452896, "financial_health": -0.17948320624906627, "margin_quality": 0.2876120619396903, "growth_momentum": -0.11576744655102864, "company_age_years": 51.32922655715264, "ebitda": 4041000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 16.298914652567976, "revenue_cagr_3y": -0.0035372913965114883, "revenue_cagr_5y": -0.0014510339260747074, "earnings_cagr_3y": -0.3166506623596719, "quarterly_revenue_growth_yoy": 0.2205751556477913, "quarterly_earnings_growth_yoy": -0.939081939081939, "revenue_growth_qoq": 0.006601466992665036, "gross_margin": 0.4653874180228322, "operating_margin": 0.08865678892397377, "net_margin": 0.034491134321107605, "roa_ttm": 0.23713800442886934, "roe_ttm": 0.533520363741898, "debt_to_ebitda": 2.773413897280967, "net_debt_to_ebitda": 2.2507552870090635, "interest_coverage": 47.285714285714285, "debt_to_equity": 0.5328431846764051, "current_ratio": 1.1160334835801675, "quick_ratio": 0.8028332260141662, "fcf_to_ebitda": 0.06369587109768379, "capex_to_revenue": 0.02394870827833302, "working_capital_to_revenue": 0.0566346093406248, "capital_efficiency": 0.3853291840853837, "financial_health": -0.32452664722428226, "margin_quality": 0.19617844708930451, "growth_momentum": -0.3592533917170739, "company_age_years": 51.58110882956879, "ebitda": 3972000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 17.469061079545455, "revenue_cagr_3y": -0.004154754060733401, "revenue_cagr_5y": -0.00863810329214676, "earnings_cagr_3y": -0.03700295412180976, "quarterly_revenue_growth_yoy": 0.1650692225772098, "quarterly_earnings_growth_yoy": -0.36742424242424243, "revenue_growth_qoq": 0.0629098858392033, "gross_margin": 0.5219378427787934, "operating_margin": 0.16339122486288848, "net_margin": 0.11448811700182815, "roa_ttm": 0.23124461670973298, "roe_ttm": 0.5138277511961723, "debt_to_ebitda": 2.586174242424242, "net_debt_to_ebitda": 2.037405303030303, "interest_coverage": 46.93333333333333, "debt_to_equity": 0.5226794258373205, "current_ratio": 1.1754958246346556, "quick_ratio": 0.8679540709812108, "fcf_to_ebitda": 0.21496212121212122, "capex_to_revenue": 0.024260390828241274, "working_capital_to_revenue": 0.08137213382539779, "capital_efficiency": 0.3725361839529526, "financial_health": -0.31439235273996596, "margin_quality": 0.26660572821450335, "growth_momentum": -0.10117750992351632, "company_age_years": 51.83025325119781, "ebitda": 4224000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 17.244435146443514, "revenue_cagr_3y": -0.02302260160395231, "revenue_cagr_5y": -0.01333108761556312, "earnings_cagr_3y": -0.19342866074169984, "quarterly_revenue_growth_yoy": 0.10998479472883933, "quarterly_earnings_growth_yoy": -0.9648203592814372, "revenue_growth_qoq": 0.0009140767824497258, "gross_margin": 0.528310502283105, "operating_margin": 0.1817351598173516, "net_margin": 0.07511415525114155, "roa_ttm": 0.0376439618295492, "roe_ttm": 0.08250396653685273, "debt_to_ebitda": 2.523997046517352, "net_debt_to_ebitda": 1.9584051193699237, "interest_coverage": 46.17045454545455, "debt_to_equity": 0.49305255060339437, "current_ratio": 1.161749209694415, "quick_ratio": 0.8584035827186512, "fcf_to_ebitda": 0.29165641151858235, "capex_to_revenue": 0.024759771266874963, "working_capital_to_revenue": 0.07239285503743442, "capital_efficiency": 0.06007396418320096, "financial_health": -0.2914801175753238, "margin_quality": 0.26171993911719943, "growth_momentum": -0.4274177822762989, "company_age_years": 52.07939767282683, "ebitda": 4063000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 16.340835079171743, "revenue_cagr_3y": -0.02260821610678221, "revenue_cagr_5y": -0.014581208499561238, "earnings_cagr_3y": 0.141286933889317, "quarterly_revenue_growth_yoy": 0.1293398533007335, "quarterly_earnings_growth_yoy": 0.3387096774193548, "revenue_growth_qoq": 0.0545662100456621, "gross_margin": 0.5133145702533016, "operating_margin": 0.17103269105867072, "net_margin": 0.21563108898029876, "roa_ttm": 0.04447859693531619, "roe_ttm": 0.09095951192457016, "debt_to_ebitda": 1.9110840438489647, "net_debt_to_ebitda": 1.0370280146163215, "interest_coverage": 51.962025316455694, "debt_to_equity": 0.3625901275651692, "current_ratio": 1.7749912922326716, "quick_ratio": 1.395332636711947, "fcf_to_ebitda": 0.7096224116930573, "capex_to_revenue": 0.023953807454836495, "working_capital_to_revenue": 0.2544020123485022, "capital_efficiency": 0.06771905442994318, "financial_health": -0.24960675915466718, "margin_quality": 0.299992783430757, "growth_momentum": 0.23402476536004416, "company_age_years": 52.33127994524298, "ebitda": 4105000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 16.306737807509712, "revenue_cagr_3y": 0.0977577076738152, "revenue_cagr_5y": 0.001153682827014002, "earnings_cagr_3y": -0.13247376185164395, "quarterly_revenue_growth_yoy": 0.014087928102987613, "quarterly_earnings_growth_yoy": 3.119718309859155, "revenue_growth_qoq": -0.09612470231651872, "gross_margin": 0.5353293413173653, "operating_margin": 0.18730538922155687, "net_margin": 0.14011976047904193, "roa_ttm": 0.056582961746069, "roe_ttm": 0.11766715470961445, "debt_to_ebitda": 1.6450151057401812, "net_debt_to_ebitda": 1.0334484246870954, "interest_coverage": 89.11538461538461, "debt_to_equity": 0.3720351390922401, "current_ratio": 1.543135280295401, "quick_ratio": 1.1738838536421619, "fcf_to_ebitda": 0.7054380664652568, "capex_to_revenue": 0.024216524216524215, "working_capital_to_revenue": 0.1843874643874644, "capital_efficiency": 0.08712505822784172, "financial_health": -0.2534995519877986, "margin_quality": 0.2875848303393214, "growth_momentum": 1.5669031189810714, "company_age_years": 52.58316221765914, "ebitda": 4634000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 11.388643073200242, "revenue_cagr_3y": -0.08110620815541414, "revenue_cagr_5y": -0.04713740791976673, "earnings_cagr_3y": -0.22825005478564042, "quarterly_revenue_growth_yoy": -0.06535388127853882, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": -0.02355396541443053, "gross_margin": 0.4073282442748092, "operating_margin": 0.20732824427480917, "net_margin": 0.13740458015267176, "roa_ttm": 0.12073240511157735, "roe_ttm": 0.3635145482388974, "debt_to_ebitda": 2.2450090744101634, "net_debt_to_ebitda": 1.3103448275862069, "interest_coverage": 57.0, "debt_to_equity": 1.420750382848392, "current_ratio": 2.8378378378378377, "quick_ratio": 2.379222972972973, "fcf_to_ebitda": 0.6094978826376286, "capex_to_revenue": 0.021186124580380456, "working_capital_to_revenue": 0.32465497948526667, "capital_efficiency": 0.24212347667523737, "financial_health": -1.1236088430019286, "margin_quality": 0.2506870229007634, "growth_momentum": -0.03267694063926941, "company_age_years": 28.1533196440794, "ebitda": 3306000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 12.562437237237237, "revenue_cagr_3y": -0.06528142556005889, "revenue_cagr_5y": -0.05687176848583264, "earnings_cagr_3y": 0.0975244324080613, "quarterly_revenue_growth_yoy": -0.020347097546379412, "quarterly_earnings_growth_yoy": 0.021834061135371178, "revenue_growth_qoq": -0.0003053435114503817, "gross_margin": 0.42089187538179595, "operating_margin": 0.22052535125229078, "net_margin": 0.14294441050702505, "roa_ttm": 0.12366392433763036, "roe_ttm": 0.3658489842851667, "debt_to_ebitda": 2.103003003003003, "net_debt_to_ebitda": 1.367867867867868, "interest_coverage": 57.41379310344828, "debt_to_equity": 1.3420850900728247, "current_ratio": 2.297864506627393, "quick_ratio": 1.880338733431517, "fcf_to_ebitda": 0.624024024024024, "capex_to_revenue": 0.019344680212941442, "working_capital_to_revenue": 0.2643023168628627, "capital_efficiency": 0.24475645431139853, "financial_health": -1.0589362547853038, "margin_quality": 0.26145387904703726, "growth_momentum": 0.000743481794495883, "company_age_years": 28.40246406570842, "ebitda": 3330000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 12.437403363824137, "revenue_cagr_3y": -0.0665944098091622, "revenue_cagr_5y": -0.05756496819119994, "earnings_cagr_3y": 0.04128301283656044, "quarterly_revenue_growth_yoy": -0.0008736167734420501, "quarterly_earnings_growth_yoy": 0.09375, "revenue_growth_qoq": 0.04795357361026267, "gross_margin": 0.4266977557563393, "operating_margin": 0.2308364908190032, "net_margin": 0.1530166132322938, "roa_ttm": 0.1283668374720799, "roe_ttm": 0.3950667205822887, "debt_to_ebitda": 2.1138979049867217, "net_debt_to_ebitda": 1.4190026556506343, "interest_coverage": 58.43103448275862, "debt_to_equity": 1.4484431864132632, "current_ratio": 2.183781869688385, "quick_ratio": 1.778328611898017, "fcf_to_ebitda": 0.6388315137208617, "capex_to_revenue": 0.019349032548372582, "working_capital_to_revenue": 0.2507124643767812, "capital_efficiency": 0.26171677902718427, "financial_health": -1.1190462832250108, "margin_quality": 0.27018361993587875, "growth_momentum": 0.04643819161327897, "company_age_years": 28.65160848733744, "ebitda": 3389000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 13.764588471465443, "revenue_cagr_3y": -0.006866927171374271, "revenue_cagr_5y": -0.052658516700906044, "earnings_cagr_3y": 0.057803782739953125, "quarterly_revenue_growth_yoy": 0.04203935599284436, "quarterly_earnings_growth_yoy": 0.046966731898238745, "revenue_growth_qoq": 0.018653453803555816, "gross_margin": 0.4040057224606581, "operating_margin": 0.2311874105865522, "net_margin": 0.1530758226037196, "roa_ttm": 0.1259150805270864, "roe_ttm": 0.41311612364243944, "debt_to_ebitda": 2.206194436478348, "net_debt_to_ebitda": 1.5468884427874965, "interest_coverage": 60.12068965517241, "debt_to_equity": 1.6067251461988303, "current_ratio": 1.7742398164084912, "quick_ratio": 1.4394721744119334, "fcf_to_ebitda": 0.5919128190421565, "capex_to_revenue": 0.020556586270871986, "working_capital_to_revenue": 0.20029684601113174, "capital_efficiency": 0.2695156020847629, "financial_health": -1.1754970558145743, "margin_quality": 0.26275631855030995, "growth_momentum": 0.044503043945541554, "company_age_years": 28.903490759753595, "ebitda": 3487000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 13.429878686700055, "revenue_cagr_3y": -0.014754226811107274, "revenue_cagr_5y": -0.04679261548106495, "earnings_cagr_3y": 0.07510099900484501, "quarterly_revenue_growth_yoy": 0.03786259541984733, "quarterly_earnings_growth_yoy": 0.12666666666666668, "revenue_growth_qoq": -0.027467811158798282, "gross_margin": 0.3939393939393939, "operating_margin": 0.2182994998528979, "net_margin": 0.14916151809355693, "roa_ttm": 0.13387277152818894, "roe_ttm": 0.4783732957216737, "debt_to_ebitda": 2.1783528102392875, "net_debt_to_ebitda": 1.4905397885364495, "interest_coverage": 57.04761904761905, "debt_to_equity": 1.8403855195110483, "current_ratio": 2.2184782608695652, "quick_ratio": 1.828623188405797, "fcf_to_ebitda": 0.5645520311630495, "capex_to_revenue": 0.020075005515111405, "working_capital_to_revenue": 0.24729759541142732, "capital_efficiency": 0.3061230336249313, "financial_health": -1.5244971263767908, "margin_quality": 0.2538001372952829, "growth_momentum": 0.082264631043257, "company_age_years": 29.155373032169745, "ebitda": 3594000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 14.018204780010864, "revenue_cagr_3y": -0.009237967893549137, "revenue_cagr_5y": -0.05257261889182341, "earnings_cagr_3y": 0.042560379354431355, "quarterly_revenue_growth_yoy": 0.06017104459376909, "quarterly_earnings_growth_yoy": 0.1452991452991453, "revenue_growth_qoq": 0.02118270079435128, "gross_margin": 0.40737539613944107, "operating_margin": 0.2330740420628061, "net_margin": 0.15442235666954768, "roa_ttm": 0.1354240453345354, "roe_ttm": 0.4680614288893835, "debt_to_ebitda": 2.1390548614883214, "net_debt_to_ebitda": 1.461977186311787, "interest_coverage": 57.53125, "debt_to_equity": 1.752949031827287, "current_ratio": 2.236521739130435, "quick_ratio": 1.8337391304347825, "fcf_to_ebitda": 0.5448126018468223, "capex_to_revenue": 0.02029573789504204, "working_capital_to_revenue": 0.2576833864888373, "capital_efficiency": 0.3017427371119594, "financial_health": -1.443067261116981, "margin_quality": 0.26495726495726496, "growth_momentum": 0.1027350949464572, "company_age_years": 29.401779603011637, "ebitda": 3682000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 14.665882586800954, "revenue_cagr_3y": -0.01087338135749949, "revenue_cagr_5y": -0.050155675085417184, "earnings_cagr_3y": -0.2672489894789716, "quarterly_revenue_growth_yoy": 0.04896531623433401, "quarterly_earnings_growth_yoy": 0.1180952380952381, "revenue_growth_qoq": 0.036876980697205415, "gross_margin": 0.405668241178105, "operating_margin": 0.24284523478744097, "net_margin": 0.1631008613503751, "roa_ttm": 0.1359753799773898, "roe_ttm": 0.4537832739467617, "debt_to_ebitda": 2.133845746090644, "net_debt_to_ebitda": 1.4723032069970845, "interest_coverage": 58.04615384615385, "debt_to_equity": 1.68748690002096, "current_ratio": 2.3248407643312103, "quick_ratio": 1.9005661712668083, "fcf_to_ebitda": 0.5094089583885503, "capex_to_revenue": 0.020982526496705813, "working_capital_to_revenue": 0.26811801775995414, "capital_efficiency": 0.29487932696207575, "financial_health": -1.3858893061545503, "margin_quality": 0.27053811243864034, "growth_momentum": 0.08353027716478606, "company_age_years": 29.650924024640656, "ebitda": 3773000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 14.42872161265629, "revenue_cagr_3y": -0.007000865968106229, "revenue_cagr_5y": -0.04289439899587588, "earnings_cagr_3y": 0.06421281502151355, "quarterly_revenue_growth_yoy": 0.034334763948497854, "quarterly_earnings_growth_yoy": 0.19626168224299065, "revenue_growth_qoq": 0.004445679355376493, "gross_margin": 0.4066390041493776, "operating_margin": 0.26583679114799447, "net_margin": 0.17704011065006917, "roa_ttm": 0.13914429324506558, "roe_ttm": 0.4519211626518017, "debt_to_ebitda": 2.076294973207451, "net_debt_to_ebitda": 1.3656545036999235, "interest_coverage": 60.292307692307695, "debt_to_equity": 1.6199482381047183, "current_ratio": 2.410882455528427, "quick_ratio": 1.9836065573770492, "fcf_to_ebitda": 0.5310028068384792, "capex_to_revenue": 0.0205907412666856, "working_capital_to_revenue": 0.2872053393922181, "capital_efficiency": 0.29553272794843366, "financial_health": -1.310275186026099, "margin_quality": 0.2831719686491471, "growth_momentum": 0.11529822309574425, "company_age_years": 29.90280629705681, "ebitda": 3919000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 14.484016605616606, "revenue_cagr_3y": 0.03858759612893414, "revenue_cagr_5y": -0.013584343613625371, "earnings_cagr_3y": 0.12493485345257138, "quarterly_revenue_growth_yoy": 0.07865168539325842, "quarterly_earnings_growth_yoy": 0.21641791044776118, "revenue_growth_qoq": 0.03168917057040507, "gross_margin": 0.4046474358974359, "operating_margin": 0.24118589743589744, "net_margin": 0.17414529914529914, "roa_ttm": 0.11155107343933676, "roe_ttm": 0.43351767251743206, "debt_to_ebitda": 1.8434676434676434, "net_debt_to_ebitda": 1.3697191697191697, "interest_coverage": 62.04545454545455, "debt_to_equity": 1.8150997836018274, "current_ratio": 2.195897435897436, "quick_ratio": 1.7394871794871796, "fcf_to_ebitda": 0.525030525030525, "capex_to_revenue": 0.022417220813052717, "working_capital_to_revenue": 0.23980256392678412, "capital_efficiency": 0.2725343729783844, "financial_health": -1.536380567665156, "margin_quality": 0.27332621082621084, "growth_momentum": 0.1475347979205098, "company_age_years": 30.401095140314855, "ebitda": 4095000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 11.645526264591439, "revenue_cagr_3y": 0.030126534551284445, "revenue_cagr_5y": 0.0014588772636088265, "earnings_cagr_3y": 0.10490615389917202, "quarterly_revenue_growth_yoy": -0.01350234224304216, "quarterly_earnings_growth_yoy": 8.986842105263158, "revenue_growth_qoq": -0.009133683919180737, "gross_margin": 0.4016759776536313, "operating_margin": 0.24022346368715083, "net_margin": 0.16955307262569833, "roa_ttm": 0.17236045729657026, "roe_ttm": 0.7876459741856177, "debt_to_ebitda": 1.7947470817120623, "net_debt_to_ebitda": 1.428988326848249, "interest_coverage": 65.26984126984127, "debt_to_equity": 2.267977873386601, "current_ratio": 1.6312817617165443, "quick_ratio": 1.259175607001694, "fcf_to_ebitda": 0.5950875486381323, "capex_to_revenue": 0.02464788732394366, "working_capital_to_revenue": 0.15140845070422534, "capital_efficiency": 0.48000321574109395, "financial_health": -1.7516533166566708, "margin_quality": 0.2704841713221601, "growth_momentum": 4.486669881510058, "company_age_years": 31.15400410677618, "ebitda": 4112000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 13.56708627935723, "revenue_cagr_3y": 0.027538478546024203, "revenue_cagr_5y": -0.0009544680809104866, "earnings_cagr_3y": 0.08453313690507835, "quarterly_revenue_growth_yoy": -0.05128205128205128, "quarterly_earnings_growth_yoy": -0.0843558282208589, "revenue_growth_qoq": -0.00782122905027933, "gross_margin": 0.40822072072072074, "operating_margin": 0.23620495495495494, "net_margin": 0.16807432432432431, "roa_ttm": 0.1636434816651442, "roe_ttm": 0.7847309136420526, "debt_to_ebitda": 1.9137206427688505, "net_debt_to_ebitda": 1.4798516687268233, "interest_coverage": 64.2063492063492, "debt_to_equity": 2.422090112640801, "current_ratio": 1.5337036101994446, "quick_ratio": 1.1938904317091643, "fcf_to_ebitda": 0.6284301606922126, "capex_to_revenue": 0.023806256860592755, "working_capital_to_revenue": 0.14503293084522503, "capital_efficiency": 0.4741871976535984, "financial_health": -1.75689046418293, "margin_quality": 0.2708333333333333, "growth_momentum": -0.06781893975145509, "company_age_years": 31.40041067761807, "ebitda": 4045000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 14.054631126831733, "revenue_cagr_3y": 0.017002579991611366, "revenue_cagr_5y": -0.005986824970394045, "earnings_cagr_3y": 0.0587081291159659, "quarterly_revenue_growth_yoy": -0.05794831636648395, "quarterly_earnings_growth_yoy": -0.06456456456456457, "revenue_growth_qoq": 0.016047297297297296, "gross_margin": 0.4070379606539207, "operating_margin": 0.24134109171515655, "net_margin": 0.17262399556663896, "roa_ttm": 0.16230987028379534, "roe_ttm": 0.7974765448075056, "debt_to_ebitda": 1.9729661445174331, "net_debt_to_ebitda": 1.549267306720566, "interest_coverage": 71.96363636363637, "debt_to_equity": 2.526366871562601, "current_ratio": 2.8743144424131626, "quick_ratio": 2.300274223034735, "fcf_to_ebitda": 0.6611925214754927, "capex_to_revenue": 0.023477776229622403, "working_capital_to_revenue": 0.28570433328688866, "capital_efficiency": 0.47989320754565046, "financial_health": -2.4159434831382907, "margin_quality": 0.2736676826452388, "growth_momentum": -0.06125644046552425, "company_age_years": 31.64955509924709, "ebitda": 3958000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 14.338092338914256, "revenue_cagr_3y": -0.001528324093416522, "revenue_cagr_5y": -0.011814340183644245, "earnings_cagr_3y": 0.0724985602284749, "quarterly_revenue_growth_yoy": -0.03708829227788541, "quarterly_earnings_growth_yoy": 0.034482758620689655, "revenue_growth_qoq": -0.03602105846494874, "gross_margin": 0.4121874101753377, "operating_margin": 0.24949698189134809, "net_margin": 0.18970968669157803, "roa_ttm": 0.16624331550802138, "roe_ttm": 0.8385030343897505, "debt_to_ebitda": 1.9388635210553018, "net_debt_to_ebitda": 1.475900558092339, "interest_coverage": 75.8076923076923, "debt_to_equity": 2.576871207012812, "current_ratio": 2.8092667566351777, "quick_ratio": 2.2654071075123707, "fcf_to_ebitda": 0.6859462201927955, "capex_to_revenue": 0.022925457102672294, "working_capital_to_revenue": 0.28284106891701827, "capital_efficiency": 0.5023731749488859, "financial_health": -2.454879228403186, "margin_quality": 0.28379802625275463, "growth_momentum": -0.0013027668285978782, "company_age_years": 31.901437371663246, "ebitda": 3942000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 16.22122668360864, "revenue_cagr_3y": 0.006818171036886644, "revenue_cagr_5y": -0.0020057468133940493, "earnings_cagr_3y": 0.08130951202939962, "quarterly_revenue_growth_yoy": -0.03100558659217877, "quarterly_earnings_growth_yoy": 0.05601317957166392, "revenue_growth_qoq": -0.002874389192296637, "gross_margin": 0.40645719227443067, "operating_margin": 0.23753243009512828, "net_margin": 0.1847794753531277, "roa_ttm": 0.16730820281391026, "roe_ttm": 0.8331130204890945, "debt_to_ebitda": 1.9844980940279542, "net_debt_to_ebitda": 1.4810673443456162, "interest_coverage": 77.15686274509804, "debt_to_equity": 2.580634500991408, "current_ratio": 2.90297121634169, "quick_ratio": 2.3625812441968432, "fcf_to_ebitda": 0.6782719186785261, "capex_to_revenue": 0.023105818980792402, "working_capital_to_revenue": 0.29052377914806155, "capital_efficiency": 0.5002106116515024, "financial_health": -2.4309880250289893, "margin_quality": 0.2762563659075622, "growth_momentum": 0.012503796489742576, "company_age_years": 32.153319644079396, "ebitda": 3935000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 18.723885418910186, "revenue_cagr_3y": 0.038823145300198814, "revenue_cagr_5y": 0.022654942375562648, "earnings_cagr_3y": 0.06869504025861128, "quarterly_revenue_growth_yoy": -0.011445633242100024, "quarterly_earnings_growth_yoy": 0.14705882352941177, "revenue_growth_qoq": -0.0025106703489831783, "gross_margin": 0.4538132393657186, "operating_margin": 0.2836647369745784, "net_margin": 0.20614145482003524, "roa_ttm": 0.19561745352328627, "roe_ttm": 1.013907284768212, "debt_to_ebitda": 1.7930217531768253, "net_debt_to_ebitda": 1.5864742623303898, "interest_coverage": 65.3943661971831, "debt_to_equity": 2.756622516556291, "current_ratio": 1.31523534269199, "quick_ratio": 0.9384805945499587, "fcf_to_ebitda": 0.6381649795390911, "capex_to_revenue": 0.027208766577423573, "working_capital_to_revenue": 0.09507502646161509, "capital_efficiency": 0.6047623691457491, "financial_health": -2.011250345341413, "margin_quality": 0.3145398103867774, "growth_momentum": 0.06780659514365588, "company_age_years": 36.40246406570842, "ebitda": 4643000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 16.47141624040921, "revenue_cagr_3y": 0.03086558776308035, "revenue_cagr_5y": 0.022160159396463097, "earnings_cagr_3y": -0.006929629272242499, "quarterly_revenue_growth_yoy": -0.011536573392243496, "quarterly_earnings_growth_yoy": 0.006631299734748011, "revenue_growth_qoq": 0.013591744273848478, "gross_margin": 0.4320834368015893, "operating_margin": 0.26173330022349145, "net_margin": 0.18847777501862428, "roa_ttm": 0.1968928548500995, "roe_ttm": 1.0357987166497804, "debt_to_ebitda": 1.805839727195226, "net_debt_to_ebitda": 1.6221227621483376, "interest_coverage": 62.56, "debt_to_equity": 2.861533265788585, "current_ratio": 1.302248126561199, "quick_ratio": 0.9236053288925895, "fcf_to_ebitda": 0.6029411764705882, "capex_to_revenue": 0.029224428624953166, "working_capital_to_revenue": 0.0906706631697265, "capital_efficiency": 0.6163457857499399, "financial_health": -2.1158879388525116, "margin_quality": 0.294098170681235, "growth_momentum": -0.0024526368287477425, "company_age_years": 36.65160848733744, "ebitda": 4692000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 16.87797821782178, "revenue_cagr_3y": 0.03704352888615903, "revenue_cagr_5y": 0.026548933711698197, "earnings_cagr_3y": 0.21988542846497383, "quarterly_revenue_growth_yoy": -0.01612503100967502, "quarterly_earnings_growth_yoy": 0.5025906735751295, "revenue_growth_qoq": -0.015147752669481004, "gross_margin": 0.43116490166414523, "operating_margin": 0.2652546646495209, "net_margin": 0.2924861321230459, "roa_ttm": 0.21833923154701718, "roe_ttm": 1.018873488646417, "debt_to_ebitda": 1.6526732673267326, "net_debt_to_ebitda": 1.4651485148514851, "interest_coverage": 73.18840579710145, "debt_to_equity": 2.4612208787968153, "current_ratio": 1.3624378647071536, "quick_ratio": 0.9697428139183056, "fcf_to_ebitda": 0.5457425742574258, "capex_to_revenue": 0.028214935105649257, "working_capital_to_revenue": 0.10514765816038624, "capital_efficiency": 0.6186063600967171, "financial_health": -1.8799949510972809, "margin_quality": 0.32963523281223733, "growth_momentum": 0.24323282128272727, "company_age_years": 36.903490759753595, "ebitda": 5050000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 16.051507342862738, "revenue_cagr_3y": 0.022416635346345748, "revenue_cagr_5y": 0.025372915946589192, "earnings_cagr_3y": 0.07188449853527024, "quarterly_revenue_growth_yoy": -0.012804418779814211, "quarterly_earnings_growth_yoy": 0.04602510460251046, "revenue_growth_qoq": -0.008572869389813415, "gross_margin": 0.42878942014242116, "operating_margin": 0.26220752797558494, "net_margin": 0.19074262461851474, "roa_ttm": 0.23149930311276298, "roe_ttm": 1.051869722557298, "debt_to_ebitda": 1.5508126101429411, "net_debt_to_ebitda": 1.365185040140983, "interest_coverage": 75.1029411764706, "debt_to_equity": 2.388419782870929, "current_ratio": 1.3593314763231197, "quick_ratio": 0.9867688022284122, "fcf_to_ebitda": 0.5568827100058743, "capex_to_revenue": 0.02748773430620204, "working_capital_to_revenue": 0.09737073845766762, "capital_efficiency": 0.6416845128350305, "financial_health": -1.839372956003594, "margin_quality": 0.2939131909121736, "growth_momentum": 0.016610342911348126, "company_age_years": 37.15537303216975, "ebitda": 5107000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 10.461802036285693, "revenue_cagr_3y": -0.014213051255648868, "revenue_cagr_5y": 0.00874877947514352, "earnings_cagr_3y": 0.04748254452484346, "quarterly_revenue_growth_yoy": -0.0938770325203252, "quarterly_earnings_growth_yoy": -0.13398692810457516, "revenue_growth_qoq": -0.11253499222395023, "gross_margin": 0.42948268610682744, "operating_margin": 0.1772045422683303, "net_margin": 0.13002944062806673, "roa_ttm": 0.12444506752651993, "roe_ttm": 0.3572099262240107, "debt_to_ebitda": 1.2660950777003752, "net_debt_to_ebitda": 0.15670213580341422, "interest_coverage": 75.07471264367815, "debt_to_equity": 0.7395036887994635, "current_ratio": 2.860488651149342, "quick_ratio": 2.454098597657944, "fcf_to_ebitda": 0.7511291433820715, "capex_to_revenue": 0.019983441827243063, "working_capital_to_revenue": 0.4178178925666791, "capital_efficiency": 0.24082749687526533, "financial_health": -0.44177357241255844, "margin_quality": 0.24557222300107484, "growth_momentum": -0.11393198031245018, "company_age_years": 28.996577686516083, "ebitda": 1306300000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 12.217960468637921, "revenue_cagr_3y": -0.018395145500584853, "revenue_cagr_5y": -0.0032724924846750936, "earnings_cagr_3y": -0.01520051209736828, "quarterly_revenue_growth_yoy": -0.07125354655661593, "quarterly_earnings_growth_yoy": -0.18446601941747573, "revenue_growth_qoq": 0.00960325248843404, "gross_margin": 0.412483510379782, "operating_margin": 0.16343817260292995, "net_margin": 0.1166423661737138, "roa_ttm": 0.11635268212123065, "roe_ttm": 0.3434284166817115, "debt_to_ebitda": 1.4272734518211525, "net_debt_to_ebitda": 0.3144177891129354, "interest_coverage": 71.28977272727273, "debt_to_equity": 0.8082686405488355, "current_ratio": 2.699847165924646, "quick_ratio": 2.321283806232972, "fcf_to_ebitda": 0.7301346935522436, "capex_to_revenue": 0.019422771753504365, "working_capital_to_revenue": 0.42285440359693205, "capital_efficiency": 0.22989054940147108, "financial_health": -0.4694606782453561, "margin_quality": 0.23085468305214193, "growth_momentum": -0.12785978298704584, "company_age_years": 29.245722108145106, "ebitda": 1254700000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 12.55197519784613, "revenue_cagr_3y": -0.03182768646737144, "revenue_cagr_5y": -0.005629576386117385, "earnings_cagr_3y": -0.021229707090121064, "quarterly_revenue_growth_yoy": -0.06424581005586592, "quarterly_earnings_growth_yoy": -0.0732654051431344, "revenue_growth_qoq": 0.02339790321460807, "gross_margin": 0.41845318860244235, "operating_margin": 0.18324287652645863, "net_margin": 0.12957937584803256, "roa_ttm": 0.10878539025920038, "roe_ttm": 0.35157686324423704, "debt_to_ebitda": 1.5303907970955373, "net_debt_to_ebitda": 0.299012809007098, "interest_coverage": 67.7182320441989, "debt_to_equity": 0.8842690802809597, "current_ratio": 2.444477137644913, "quick_ratio": 2.117107044076973, "fcf_to_ebitda": 0.7377009056049604, "capex_to_revenue": 0.02002219084123462, "working_capital_to_revenue": 0.4126487795037321, "capital_efficiency": 0.2301811267517187, "financial_health": -0.49723770577483073, "margin_quality": 0.2437584803256445, "growth_momentum": -0.06875560759950017, "company_age_years": 29.49486652977413, "ebitda": 1225700000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 13.752091690544413, "revenue_cagr_3y": -0.03558100361628502, "revenue_cagr_5y": -0.01434513460734943, "earnings_cagr_3y": -0.0489595603530264, "quarterly_revenue_growth_yoy": -0.042612752721617415, "quarterly_earnings_growth_yoy": -0.07998012916045703, "revenue_growth_qoq": 0.044097693351424695, "gross_margin": 0.42092267706302794, "operating_margin": 0.15964912280701754, "net_margin": 0.12033788174139051, "roa_ttm": 0.10275728045964062, "roe_ttm": 0.36666499170895933, "debt_to_ebitda": 1.6559076352604079, "net_debt_to_ebitda": 0.36954323276588574, "interest_coverage": 65.1978021978022, "debt_to_equity": 0.9873373197326768, "current_ratio": 2.1180221671137205, "quick_ratio": 1.851510703982995, "fcf_to_ebitda": 0.6998145963256363, "capex_to_revenue": 0.019881290498137725, "working_capital_to_revenue": 0.3757036684297352, "capital_efficiency": 0.23471113608429997, "financial_health": -0.5469719254963679, "margin_quality": 0.23363656053714532, "growth_momentum": -0.06129644094103723, "company_age_years": 29.746748802190282, "ebitda": 1186600000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 15.542358454475899, "revenue_cagr_3y": 0.02450600670082892, "revenue_cagr_5y": 0.0014992571097043328, "earnings_cagr_3y": 0.19775758296092572, "quarterly_revenue_growth_yoy": 0.03633093525179856, "quarterly_earnings_growth_yoy": 0.6906158357771262, "revenue_growth_qoq": 0.017721518987341773, "gross_margin": 0.4250260326275599, "operating_margin": 0.1848895059585792, "net_margin": 0.2001041305102395, "roa_ttm": 0.08551580964548068, "roe_ttm": 0.33106646058732614, "debt_to_ebitda": 1.1324917112981383, "net_debt_to_ebitda": 0.7379495026778883, "interest_coverage": 81.6875, "debt_to_equity": 1.0981143740340031, "current_ratio": 1.2654566587688318, "quick_ratio": 1.0054539764853145, "fcf_to_ebitda": 0.7488523335883703, "capex_to_revenue": 0.018833663485203194, "working_capital_to_revenue": 0.08911099105588571, "capital_efficiency": 0.2082911351164034, "financial_health": -0.6586469551876163, "margin_quality": 0.2700065563654595, "growth_momentum": 0.36347338551446234, "company_age_years": 31.745379876796715, "ebitda": 1568400000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 13.37495057713156, "revenue_cagr_3y": 0.04145118413262017, "revenue_cagr_5y": 0.001872332979740099, "earnings_cagr_3y": 0.11025841112793433, "quarterly_revenue_growth_yoy": -0.01972328525169267, "quarterly_earnings_growth_yoy": 0.3162134944612286, "revenue_growth_qoq": 0.0050706265845708075, "gross_margin": 0.4350750750750751, "operating_margin": 0.21807807807807808, "net_margin": 0.15699699699699698, "roa_ttm": 0.16782490095473143, "roe_ttm": 0.8937310851707739, "debt_to_ebitda": 1.4287991837255276, "net_debt_to_ebitda": 0.9257700401760092, "interest_coverage": 59.62357414448669, "debt_to_equity": 1.9373108517077389, "current_ratio": 1.5087323943661972, "quick_ratio": 1.1725992317541614, "fcf_to_ebitda": 0.5829985332568076, "capex_to_revenue": 0.023248517085269465, "working_capital_to_revenue": 0.14841100270435836, "capital_efficiency": 0.5307779930627526, "financial_health": -1.5503493881113555, "margin_quality": 0.27005005005005006, "growth_momentum": 0.14824510460476797, "company_age_years": 32.492813141683776, "ebitda": 1568100000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 16.53873770648334, "revenue_cagr_3y": 0.028537124500390254, "revenue_cagr_5y": 0.04627439390333299, "earnings_cagr_3y": 0.1095754773706441, "quarterly_revenue_growth_yoy": 0.32480286738351255, "quarterly_earnings_growth_yoy": -0.14631843926998112, "revenue_growth_qoq": 0.04094851864368593, "gross_margin": 0.418213300146096, "operating_margin": 0.18159190519993507, "net_margin": 0.1467994156160381, "roa_ttm": 0.18001656343679648, "roe_ttm": 0.6799876630243215, "debt_to_ebitda": 0.998520003819345, "net_debt_to_ebitda": 0.5622553232120692, "interest_coverage": 95.64383561643835, "debt_to_equity": 0.9215280225590412, "current_ratio": 1.3378658958596263, "quick_ratio": 1.0388796156821236, "fcf_to_ebitda": 0.6130526114771316, "capex_to_revenue": 0.014589683643573733, "working_capital_to_revenue": 0.1227989701399781, "capital_efficiency": 0.430002113230559, "financial_health": -0.7645334496836917, "margin_quality": 0.24886820698735637, "growth_momentum": 0.08924221405676572, "company_age_years": 34.49418206707735, "ebitda": 2094600000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 20.06496526999776, "revenue_cagr_3y": 0.061913189228453014, "revenue_cagr_5y": 0.051160712553963705, "earnings_cagr_3y": -0.13779372357549724, "quarterly_revenue_growth_yoy": -0.06496019703566873, "quarterly_earnings_growth_yoy": -0.11421911421911422, "revenue_growth_qoq": 0.036062378167641324, "gross_margin": 0.3918156161806209, "operating_margin": 0.1561618062088429, "net_margin": 0.1251175917215428, "roa_ttm": 0.09454311929833821, "roe_ttm": 0.3032791511457275, "debt_to_ebitda": 2.105870490701322, "net_debt_to_ebitda": 1.8424266188662335, "interest_coverage": 44.63, "debt_to_equity": 1.0608985212777966, "current_ratio": 1.1110450985687281, "quick_ratio": 0.7371050499594923, "fcf_to_ebitda": 0.5882254089177683, "capex_to_revenue": 0.02491729507557615, "working_capital_to_revenue": 0.04580237700079085, "capital_efficiency": 0.19891113522203285, "financial_health": -0.6879699796502505, "margin_quality": 0.22436500470366885, "growth_momentum": -0.08958965562739148, "company_age_years": 37.24572210814511, "ebitda": 1785200000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 11.92323144171303, "revenue_cagr_3y": -0.05262715266546014, "revenue_cagr_5y": -0.03238074340057351, "earnings_cagr_3y": -0.04900544991792066, "quarterly_revenue_growth_yoy": -0.04398804188268554, "quarterly_earnings_growth_yoy": 0.0777062027510796, "revenue_growth_qoq": -0.07237340006425105, "gross_margin": 0.23518563276781168, "operating_margin": 0.11844166392345097, "net_margin": 0.07660188303074116, "roa_ttm": 0.06866568417415746, "roe_ttm": 0.17687568279172272, "debt_to_ebitda": 2.0490619871769806, "net_debt_to_ebitda": 1.1699863646626547, "interest_coverage": 46.43276326578423, "debt_to_equity": 0.6991107273263657, "current_ratio": 2.1176319180447094, "quick_ratio": 1.6172899298302728, "fcf_to_ebitda": 0.7212797035291684, "capex_to_revenue": 0.012751038405146416, "working_capital_to_revenue": 0.248131297990411, "capital_efficiency": 0.1227706834829401, "financial_health": -0.45443677311035446, "margin_quality": 0.14340972657400128, "growth_momentum": 0.01685908043419703, "company_age_years": 31.249828884325805, "ebitda": 1585586000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 12.47131418683539, "revenue_cagr_3y": -0.04907431980010524, "revenue_cagr_5y": -0.02979200376556279, "earnings_cagr_3y": -0.016025367826309256, "quarterly_revenue_growth_yoy": -0.012857084776333443, "quarterly_earnings_growth_yoy": 0.318736269141227, "revenue_growth_qoq": -0.02636658621115798, "gross_margin": 0.23697957618754503, "operating_margin": 0.11144172316650716, "net_margin": 0.09034919821896328, "roa_ttm": 0.07503776334933653, "roe_ttm": 0.1944281313132094, "debt_to_ebitda": 1.9464057297501538, "net_debt_to_ebitda": 1.031436252077239, "interest_coverage": 49.69686640354025, "debt_to_equity": 0.7144997613583381, "current_ratio": 2.1636344071303175, "quick_ratio": 1.6517373511321911, "fcf_to_ebitda": 0.6552673726972881, "capex_to_revenue": 0.01297743253197616, "working_capital_to_revenue": 0.2520025000558048, "capital_efficiency": 0.13473294733127297, "financial_health": -0.45644404615019557, "margin_quality": 0.1462568325243385, "growth_momentum": 0.15293959218244677, "company_age_years": 31.50171115674196, "ebitda": 1662062000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 14.48607365551539, "revenue_cagr_3y": -0.002766375362696749, "revenue_cagr_5y": 0.0049093713146599605, "earnings_cagr_3y": -0.008636978269576545, "quarterly_revenue_growth_yoy": 0.18229984951727168, "quarterly_earnings_growth_yoy": 0.21302668365068073, "revenue_growth_qoq": 0.12089842741859212, "gross_margin": 0.24383923520080727, "operating_margin": 0.1315290892668062, "net_margin": 0.08389160005697553, "roa_ttm": 0.06348728823626021, "roe_ttm": 0.18690186289507338, "debt_to_ebitda": 3.1795162881992476, "net_debt_to_ebitda": 2.7002425383441313, "interest_coverage": 34.976528311894974, "debt_to_equity": 1.1156882566663036, "current_ratio": 1.4075132661534928, "quick_ratio": 0.9512241376264039, "fcf_to_ebitda": 0.5950925794532433, "capex_to_revenue": 0.016937627023058344, "working_capital_to_revenue": 0.11504049441896594, "capital_efficiency": 0.1251945755656668, "financial_health": -0.8668983296543173, "margin_quality": 0.15308664150819634, "growth_momentum": 0.1976632665839762, "company_age_years": 31.99726214921287, "ebitda": 1846306000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 14.49510201202488, "revenue_cagr_3y": 0.009563794713002949, "revenue_cagr_5y": 0.009144982807679058, "earnings_cagr_3y": 0.0062775496126019625, "quarterly_revenue_growth_yoy": 0.22657321141425618, "quarterly_earnings_growth_yoy": 0.35819901108366764, "revenue_growth_qoq": -0.03763673983292899, "gross_margin": 0.2527667802693355, "operating_margin": 0.13623968726622762, "net_margin": 0.08482217026372126, "roa_ttm": 0.0672977702575868, "roe_ttm": 0.1916183705162409, "debt_to_ebitda": 2.9831882020211773, "net_debt_to_ebitda": 2.5432854389945607, "interest_coverage": 37.13087480160583, "debt_to_equity": 1.0737131986953705, "current_ratio": 1.4434493834082658, "quick_ratio": 0.9511101996928867, "fcf_to_ebitda": 0.5913779126838531, "capex_to_revenue": 0.01980565388900904, "working_capital_to_revenue": 0.12153303434904518, "capital_efficiency": 0.12945807038691384, "financial_health": -0.8110355580865598, "margin_quality": 0.1579428792664281, "growth_momentum": 0.2923861112489619, "company_age_years": 32.24914442162902, "ebitda": 1988544000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 15.3930329608444, "revenue_cagr_3y": 0.024456090998129287, "revenue_cagr_5y": 0.019161952210480004, "earnings_cagr_3y": -0.4054804587931202, "quarterly_revenue_growth_yoy": 0.2620443132479957, "quarterly_earnings_growth_yoy": -0.7672696380099874, "revenue_growth_qoq": 0.0017897844382671487, "gross_margin": 0.24323955483074153, "operating_margin": 0.12557195551155512, "net_margin": 0.0166610644224462, "roa_ttm": 0.0547149449793272, "roe_ttm": 0.1584383214643738, "debt_to_ebitda": 2.8902130836690025, "net_debt_to_ebitda": 2.4003821061149884, "interest_coverage": 39.37456947659646, "debt_to_equity": 1.0967065519087038, "current_ratio": 1.4942913523266368, "quick_ratio": 0.9910659543777417, "fcf_to_ebitda": 0.5152247347029691, "capex_to_revenue": 0.02076093232857211, "working_capital_to_revenue": 0.1309785905623982, "capital_efficiency": 0.1065766332218505, "financial_health": -0.806122730010353, "margin_quality": 0.12849085825491427, "growth_momentum": -0.25261266238099583, "company_age_years": 32.50102669404517, "ebitda": 2092089000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 14.579386929167857, "revenue_cagr_3y": 0.09410294334053115, "revenue_cagr_5y": 0.02215321819897964, "earnings_cagr_3y": -0.053710711762294916, "quarterly_revenue_growth_yoy": 0.007467933163308655, "quarterly_earnings_growth_yoy": -0.34408170990289894, "revenue_growth_qoq": 0.04902158067554733, "gross_margin": 0.2352470315674159, "operating_margin": 0.12603867267166652, "net_margin": 0.05845497993981659, "roa_ttm": 0.06502037232579812, "roe_ttm": 0.21615326590497103, "debt_to_ebitda": 3.984883222175745, "net_debt_to_ebitda": 3.597107408447813, "interest_coverage": 29.50413193229663, "debt_to_equity": 1.539536900638608, "current_ratio": 1.3837648938359697, "quick_ratio": 0.8914158512016996, "fcf_to_ebitda": 0.7342951316778887, "capex_to_revenue": 0.015438965121216324, "working_capital_to_revenue": 0.11055397786285505, "capital_efficiency": 0.14058681911538456, "financial_health": -1.2410317829680857, "margin_quality": 0.13991356139296632, "growth_momentum": -0.16830688836979513, "company_age_years": 34.49965776865161, "ebitda": 2445627000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 13.399412163184879, "revenue_cagr_3y": -0.03308198217343339, "revenue_cagr_5y": 0.0010216000895266752, "earnings_cagr_3y": 0.0027325636844219847, "quarterly_revenue_growth_yoy": -0.14148272957492217, "quarterly_earnings_growth_yoy": -0.2851368730479515, "revenue_growth_qoq": -0.14634407870286342, "gross_margin": 0.260352850389625, "operating_margin": 0.15410192295584102, "net_margin": 0.09356315867573371, "roa_ttm": 0.06065748101356649, "roe_ttm": 0.1937205085283587, "debt_to_ebitda": 3.5880578496802173, "net_debt_to_ebitda": 3.297378768521137, "interest_coverage": 31.634482018538144, "debt_to_equity": 1.358837420976024, "current_ratio": 1.599165029048337, "quick_ratio": 0.9752888237829508, "fcf_to_ebitda": 0.7795204974390657, "capex_to_revenue": 0.016982998820052105, "working_capital_to_revenue": 0.13773810705982686, "capital_efficiency": 0.1271889947709626, "financial_health": -1.1943698931476672, "margin_quality": 0.16933931067373323, "growth_momentum": -0.21330980131143684, "company_age_years": 34.997946611909654, "ebitda": 2358319000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 16.926470466257033, "revenue_cagr_3y": -0.0002903381673385885, "revenue_cagr_5y": 0.0578030378455503, "earnings_cagr_3y": 0.08944212794278372, "quarterly_revenue_growth_yoy": 0.011855450687548076, "quarterly_earnings_growth_yoy": 0.2885912436385816, "revenue_growth_qoq": 0.0980159177937252, "gross_margin": 0.27588122336390375, "operating_margin": 0.17209447335869862, "net_margin": 0.12632082739195682, "roa_ttm": 0.07744759405340693, "roe_ttm": 0.20787851847122144, "debt_to_ebitda": 2.397734775600942, "net_debt_to_ebitda": 2.2240325663259677, "interest_coverage": 46.33596909419694, "debt_to_equity": 0.9142466615495627, "current_ratio": 1.6627065971118804, "quick_ratio": 1.0376227464041754, "fcf_to_ebitda": 0.8782115484296021, "capex_to_revenue": 0.013738863507642493, "working_capital_to_revenue": 0.1485239096654945, "capital_efficiency": 0.14266305626231418, "financial_health": -0.8643570271758726, "margin_quality": 0.19143217470485308, "growth_momentum": 0.15022334716306482, "company_age_years": 35.748117727583846, "ebitda": 2818617000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 14.961194316030504, "revenue_cagr_3y": 0.012196661706466605, "revenue_cagr_5y": 0.06008223186708306, "earnings_cagr_3y": 0.12635318719914412, "quarterly_revenue_growth_yoy": 0.2525676271268489, "quarterly_earnings_growth_yoy": 0.7070195728333942, "revenue_growth_qoq": 0.05673371724724437, "gross_margin": 0.28725173780693425, "operating_margin": 0.1839732509461667, "net_margin": 0.12750939725461993, "roa_ttm": 0.08582369771694885, "roe_ttm": 0.20787011001145828, "debt_to_ebitda": 2.129955595176021, "net_debt_to_ebitda": 1.8928203144306621, "interest_coverage": 51.30532045537522, "debt_to_equity": 0.7840719564074045, "current_ratio": 1.8139010361042764, "quick_ratio": 1.1387387643415814, "fcf_to_ebitda": 0.76500118386987, "capex_to_revenue": 0.014633556459459535, "working_capital_to_revenue": 0.1756558569911149, "capital_efficiency": 0.14684690386420357, "financial_health": -0.7476947074604842, "margin_quality": 0.1995781286692403, "growth_momentum": 0.47979359998012155, "company_age_years": 35.997262149212865, "ebitda": 3091556000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 15.751790960339891, "revenue_cagr_3y": 0.032760140931939796, "revenue_cagr_5y": 0.0744552847848925, "earnings_cagr_3y": 0.07542462772770597, "quarterly_revenue_growth_yoy": 0.12095149190847929, "quarterly_earnings_growth_yoy": -0.133190701667315, "revenue_growth_qoq": 0.01641619332791008, "gross_margin": 0.27711670301052665, "operating_margin": 0.17757374665976394, "net_margin": 0.10137819054641294, "roa_ttm": 0.08112879945614014, "roe_ttm": 0.20752723960780722, "debt_to_ebitda": 2.6872825094086292, "net_debt_to_ebitda": 2.544374677887393, "interest_coverage": 51.25897979139505, "debt_to_equity": 0.9654024942313504, "current_ratio": 1.504072760181615, "quick_ratio": 1.0652120945142844, "fcf_to_ebitda": 0.6370957357616291, "capex_to_revenue": 0.014559736928696942, "working_capital_to_revenue": 0.1732969392223054, "capital_efficiency": 0.1443280195319737, "financial_health": -0.6938608926991993, "margin_quality": 0.18535621340556785, "growth_momentum": -0.006119604879417859, "company_age_years": 36.50102669404517, "ebitda": 3145251000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 13.919376213132283, "revenue_cagr_3y": 0.14484635729627615, "revenue_cagr_5y": 0.06857527935329166, "earnings_cagr_3y": 0.26643362708989393, "quarterly_revenue_growth_yoy": 0.14522694922361806, "quarterly_earnings_growth_yoy": 0.6772292332947631, "revenue_growth_qoq": -0.04875545115006192, "gross_margin": 0.36269073796572576, "operating_margin": 0.18472412928098017, "net_margin": 0.13426067274431625, "roa_ttm": 0.07928075681594225, "roe_ttm": 0.22205851146697772, "debt_to_ebitda": 2.714043645150884, "net_debt_to_ebitda": 2.614096476715707, "interest_coverage": 33.40298807151144, "debt_to_equity": 1.1538142208204114, "current_ratio": 0.8907715034297389, "quick_ratio": 0.49573747733158596, "fcf_to_ebitda": 0.618392687024964, "capex_to_revenue": 0.020068082638805152, "working_capital_to_revenue": -0.042554113695760856, "capital_efficiency": 0.15066963414145998, "financial_health": -0.7984363040040822, "margin_quality": 0.2272251799970074, "growth_momentum": 0.4112280912591906, "company_age_years": 38.247775496235455, "ebitda": 4491633000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 18.29295955347267, "revenue_cagr_3y": 0.09230928037864361, "revenue_cagr_5y": 0.0801980228409731, "earnings_cagr_3y": 0.15681254344653728, "quarterly_revenue_growth_yoy": 0.011654696205539859, "quarterly_earnings_growth_yoy": 0.07312696000626895, "revenue_growth_qoq": -0.054528838988859255, "gross_margin": 0.36943534073520634, "operating_margin": 0.198368306258748, "net_margin": 0.14241889859347012, "roa_ttm": 0.0976934603365074, "roe_ttm": 0.22431200986666047, "debt_to_ebitda": 2.0175024582883028, "net_debt_to_ebitda": 1.9440274583774069, "interest_coverage": 44.656621658664264, "debt_to_equity": 0.7903347062884447, "current_ratio": 0.9585271523828602, "quick_ratio": 0.5671073844069866, "fcf_to_ebitda": 0.6100034018037084, "capex_to_revenue": 0.019897226582752354, "working_capital_to_revenue": -0.015227031264025371, "capital_efficiency": 0.16100273510158394, "financial_health": -0.5050996094619932, "margin_quality": 0.23674084852914148, "growth_momentum": 0.0423908281059044, "company_age_years": 39.2498288843258, "ebitda": 5050262000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 11.911493644067797, "revenue_cagr_3y": 0.03995361480208337, "revenue_cagr_5y": 0.03757547584000398, "earnings_cagr_3y": 0.1571742826231548, "quarterly_revenue_growth_yoy": 0.007731336071514858, "quarterly_earnings_growth_yoy": 0.16108597285067874, "revenue_growth_qoq": -0.02054714101209346, "gross_margin": 0.49784224406617117, "operating_margin": 0.24262766722608486, "net_margin": 0.15380004795013186, "roa_ttm": 0.11191506626994861, "roe_ttm": 0.1972508044972389, "debt_to_ebitda": 1.0421374764595104, "net_debt_to_ebitda": 0.9170197740112994, "interest_coverage": 64.85496183206106, "debt_to_equity": 0.3517540026220651, "current_ratio": 2.199593884376493, "quick_ratio": 1.5885093167701863, "fcf_to_ebitda": 0.5628531073446328, "capex_to_revenue": 0.024351035960943082, "working_capital_to_revenue": 0.2989699928554418, "capital_efficiency": 0.15458293538359374, "financial_health": -0.25993726757146296, "margin_quality": 0.2980899864141293, "growth_momentum": 0.0844086544610968, "company_age_years": 30.748802190280628, "ebitda": 849600000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 11.576181672943056, "revenue_cagr_3y": 0.045133794527468574, "revenue_cagr_5y": 0.03719912676192294, "earnings_cagr_3y": 0.16590175694579345, "quarterly_revenue_growth_yoy": 0.024066682319793378, "quarterly_earnings_growth_yoy": 0.1675, "revenue_growth_qoq": 0.04567250059937665, "gross_margin": 0.4944399862432649, "operating_margin": 0.24750659176888684, "net_margin": 0.16060988192135733, "roa_ttm": 0.11467004062062995, "roe_ttm": 0.19995355318160707, "debt_to_ebitda": 1.0151774506447564, "net_debt_to_ebitda": 0.8783521625014264, "interest_coverage": 67.93023255813954, "debt_to_equity": 0.3443257470196625, "current_ratio": 2.171374985347556, "quick_ratio": 1.5769546360332904, "fcf_to_ebitda": 0.5558598653429191, "capex_to_revenue": 0.022102553481078202, "working_capital_to_revenue": 0.2956771311063112, "capital_efficiency": 0.15731179690111852, "financial_health": -0.25020875602994935, "margin_quality": 0.30085215331116966, "growth_momentum": 0.0957833411598967, "company_age_years": 30.99794661190965, "ebitda": 876300000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "BA", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 10.482128179495724, "revenue_cagr_3y": 0.018646932173534747, "revenue_cagr_5y": 0.07330554144933221, "earnings_cagr_3y": 0.016099338575610966, "quarterly_revenue_growth_yoy": -0.03657838809874121, "quarterly_earnings_growth_yoy": -0.30013642564802184, "revenue_growth_qoq": -0.08804982784633834, "gross_margin": 0.12433716540109448, "operating_margin": 0.04925126203707632, "net_margin": 0.04352437110253256, "roa_ttm": 0.05482586221506652, "roe_ttm": 0.8170481452249408, "debt_to_ebitda": 1.1067421970454292, "net_debt_to_ebitda": 0.0, "interest_coverage": 125.04166666666667, "debt_to_equity": 1.5728492501973166, "current_ratio": 1.3535269380306276, "quick_ratio": 0.4161112433547568, "fcf_to_ebitda": 0.767855159391314, "capex_to_revenue": 0.02549056328942714, "working_capital_to_revenue": 0.1854256403853757, "capital_efficiency": 0.43593700372000366, "financial_health": -1.2583439747022895, "margin_quality": 0.07237093284690112, "growth_momentum": -0.16835740687338152, "company_age_years": 53.99315537303217, "ebitda": 9003000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "BA", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 12.947931308197221, "revenue_cagr_3y": 0.02595122481805623, "revenue_cagr_5y": 0.061561751711669555, "earnings_cagr_3y": 0.25262545467131337, "quarterly_revenue_growth_yoy": -0.07547680761344733, "quarterly_earnings_growth_yoy": 0.33568075117370894, "revenue_growth_qoq": -0.03461926883457887, "gross_margin": 0.1671269562306469, "operating_margin": 0.09264373587747929, "net_margin": 0.09523809523809523, "roa_ttm": 0.04819561551433389, "roe_ttm": 2.052178075634275, "debt_to_ebitda": 1.5960921996641735, "net_debt_to_ebitda": 0.22439322240879256, "interest_coverage": 80.87654320987654, "debt_to_equity": 5.005265677357587, "current_ratio": 1.2835282228959146, "quick_ratio": 0.4033285899894822, "fcf_to_ebitda": 1.2439322240879256, "capex_to_revenue": 0.027799447595353053, "working_capital_to_revenue": 0.14493242530940986, "capital_efficiency": 1.0501868455743044, "financial_health": -4.60170553161169, "margin_quality": 0.11833626244874047, "growth_momentum": 0.1301019717801308, "company_age_years": 54.743326488706366, "ebitda": 6551000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "BA", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 12.89300051948052, "revenue_cagr_3y": -0.007042685987277197, "revenue_cagr_5y": 0.035541276710016945, "earnings_cagr_3y": 0.09773361001141878, "quarterly_revenue_growth_yoy": -0.012174945912696728, "quarterly_earnings_growth_yoy": 0.5896686159844055, "revenue_growth_qoq": -0.025608837559628422, "gross_margin": 0.16413295542385983, "operating_margin": 0.09005410976552435, "net_margin": 0.07004208537318561, "roa_ttm": 0.05435736746780448, "roe_ttm": 5.9877600979192165, "debt_to_ebitda": 1.2924675324675325, "net_debt_to_ebitda": 0.1494805194805195, "interest_coverage": 97.46835443037975, "debt_to_equity": 12.181150550795593, "current_ratio": 1.2464195954841026, "quick_ratio": 0.3847488730203056, "fcf_to_ebitda": 1.0241558441558443, "capex_to_revenue": 0.02763003457719597, "working_capital_to_revenue": 0.1306320119275465, "capital_efficiency": 3.0210587326935103, "financial_health": -11.613346162266337, "margin_quality": 0.10807638352085659, "growth_momentum": 0.28874683503585435, "company_age_years": 54.99520876112252, "ebitda": 7700000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 13.264590747330962, "revenue_cagr_3y": -0.021601475192283948, "revenue_cagr_5y": -0.0050349286512354485, "earnings_cagr_3y": 0.014250620069429454, "quarterly_revenue_growth_yoy": 0.025417861734744338, "quarterly_earnings_growth_yoy": -0.09567198177676538, "revenue_growth_qoq": -0.1973368429201827, "gross_margin": 0.10561342592592593, "operating_margin": 0.11168981481481481, "net_margin": 0.07658179012345678, "roa_ttm": 0.07019817377088401, "roe_ttm": 1.1082782499213095, "debt_to_ebitda": 2.47104496926561, "net_debt_to_ebitda": 2.236169524425752, "interest_coverage": 37.46666666666667, "debt_to_equity": 4.808309726156752, "current_ratio": 1.0573363733905579, "quick_ratio": 0.7070815450643777, "fcf_to_ebitda": 0.7659333549013264, "capex_to_revenue": 0.02160576153640971, "working_capital_to_revenue": 0.01900506801813817, "capital_efficiency": 0.5892382118460968, "financial_health": -4.4784483926605585, "margin_quality": 0.09796167695473251, "growth_momentum": -0.03512706002101052, "company_age_years": 39.238877481177276, "ebitda": 6182000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 12.951090084643289, "revenue_cagr_3y": 0.005957214544477285, "revenue_cagr_5y": -0.009554553546279987, "earnings_cagr_3y": 0.3999002508198657, "quarterly_revenue_growth_yoy": 0.14821073558648112, "quarterly_earnings_growth_yoy": 1.76878612716763, "revenue_growth_qoq": -0.0022458322536062884, "gross_margin": 0.11981646610683058, "operating_margin": 0.13747727469483162, "net_margin": 0.2073413557267769, "roa_ttm": 0.10552124581956955, "roe_ttm": 2.2139474817046922, "debt_to_ebitda": 2.4425634824667473, "net_debt_to_ebitda": 2.004987908101572, "interest_coverage": 40.839506172839506, "debt_to_equity": 6.956521739130435, "current_ratio": 1.1861351819757366, "quick_ratio": 0.8497746967071057, "fcf_to_ebitda": 0.7191656590084643, "capex_to_revenue": 0.0229677030142417, "working_capital_to_revenue": 0.057850171288216665, "capital_efficiency": 1.159734363762131, "financial_health": -6.098156867909053, "margin_quality": 0.15487836550947973, "growth_momentum": 0.9584984313770555, "company_age_years": 39.73990417522245, "ebitda": 6616000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 13.008765227675932, "revenue_cagr_3y": 0.06041173181392212, "revenue_cagr_5y": 0.02405416082157452, "earnings_cagr_3y": 0.26506364179274056, "quarterly_revenue_growth_yoy": 0.06464349307114656, "quarterly_earnings_growth_yoy": 0.05894962486602358, "revenue_growth_qoq": 0.1905462730499524, "gross_margin": 0.09838568935427575, "operating_margin": 0.10383944153577661, "net_margin": 0.07184409540430482, "roa_ttm": 0.10873112161653349, "roe_ttm": 3.4401058901389807, "debt_to_ebitda": 2.3722649319929037, "net_debt_to_ebitda": 2.100680070963927, "interest_coverage": 39.55555555555556, "debt_to_equity": 10.619457313037723, "current_ratio": 1.2045925689682666, "quick_ratio": 0.8322436612980386, "fcf_to_ebitda": 0.6099940863394441, "capex_to_revenue": 0.02249830680663732, "working_capital_to_revenue": 0.054309177108025734, "capital_efficiency": 1.774418505877757, "financial_health": -9.41359239179595, "margin_quality": 0.09135640876478572, "growth_momentum": 0.06179655896858507, "company_age_years": 39.9917864476386, "ebitda": 6764000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 13.570206367924529, "revenue_cagr_3y": 0.012579740690464636, "revenue_cagr_5y": -0.004214962641164166, "earnings_cagr_3y": -0.06485067496094665, "quarterly_revenue_growth_yoy": 0.06645447530864197, "quarterly_earnings_growth_yoy": -0.03904282115869018, "revenue_growth_qoq": -0.19597149505526468, "gross_margin": 0.10427783304693859, "operating_margin": 0.10391607126707063, "net_margin": 0.06900605950981278, "roa_ttm": 0.10580309607666476, "roe_ttm": 3.4841537424140254, "debt_to_ebitda": 2.347140330188679, "net_debt_to_ebitda": 2.0204893867924527, "interest_coverage": 43.76774193548387, "debt_to_equity": 10.73701955495617, "current_ratio": 1.2198279032139443, "quick_ratio": 0.846657350886225, "fcf_to_ebitda": 0.6205778301886793, "capex_to_revenue": 0.022571291486743018, "working_capital_to_revenue": 0.0623526712143021, "capital_efficiency": 1.794978419245345, "financial_health": -9.581056544570687, "margin_quality": 0.092399987941274, "growth_momentum": 0.013705827074975897, "company_age_years": 40.238193018480494, "ebitda": 6784000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 13.671061070911723, "revenue_cagr_3y": 0.035765543907951836, "revenue_cagr_5y": 0.01054610935425826, "earnings_cagr_3y": 0.019490180891173825, "quarterly_revenue_growth_yoy": 0.08516886930983847, "quarterly_earnings_growth_yoy": -0.07737512242899118, "revenue_growth_qoq": 0.1362033101202858, "gross_margin": 0.1318156491283929, "operating_margin": 0.11820425057709145, "net_margin": 0.07498209026506408, "roa_ttm": 0.10445279300363368, "roe_ttm": 4.0221343873517785, "debt_to_ebitda": 2.326917510853835, "net_debt_to_ebitda": 1.972069464544139, "interest_coverage": 43.1875, "debt_to_equity": 12.710671936758894, "current_ratio": 1.2144270947877722, "quick_ratio": 0.8522102485155048, "fcf_to_ebitda": 0.5982633863965268, "capex_to_revenue": 0.02299531917503015, "working_capital_to_revenue": 0.05978782985507839, "capital_efficiency": 2.063293590177706, "financial_health": -11.240571384846806, "margin_quality": 0.10833399665684947, "growth_momentum": 0.003896873440423644, "company_age_years": 40.48733744010951, "ebitda": 6910000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 15.213163325471697, "revenue_cagr_3y": 0.035523565505038546, "revenue_cagr_5y": 0.00782991337394523, "earnings_cagr_3y": 0.018788910030664185, "quarterly_revenue_growth_yoy": 0.0683923469829452, "quarterly_earnings_growth_yoy": -0.6079331941544885, "revenue_growth_qoq": -0.017670938470110642, "gross_margin": 0.12964913702293168, "operating_margin": 0.11571185479296653, "net_margin": 0.07608783729033304, "roa_ttm": 0.07420422506435664, "roe_ttm": 1.73117254528122, "debt_to_ebitda": 2.382517688679245, "net_debt_to_ebitda": 1.9489976415094339, "interest_coverage": 41.876543209876544, "debt_to_equity": 7.704003813155386, "current_ratio": 1.315194130235402, "quick_ratio": 0.9481045551819015, "fcf_to_ebitda": 0.6761497641509434, "capex_to_revenue": 0.0222477018083801, "working_capital_to_revenue": 0.0829561684066542, "capital_efficiency": 0.9026883851727884, "financial_health": -6.740676004999497, "margin_quality": 0.10714960970207708, "growth_momentum": -0.2697704235857717, "company_age_years": 40.73921971252567, "ebitda": 6784000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 14.489449873854733, "revenue_cagr_3y": 0.047910259741771544, "revenue_cagr_5y": 0.010005533960270263, "earnings_cagr_3y": 0.09634257836472027, "quarterly_revenue_growth_yoy": 0.05227457719091978, "quarterly_earnings_growth_yoy": 0.5163826998689384, "revenue_growth_qoq": -0.2313536367840391, "gross_margin": 0.14250107434464976, "operating_margin": 0.14825956166738288, "net_margin": 0.09944134078212291, "roa_ttm": 0.05137882231848008, "roe_ttm": -21.585585585585587, "debt_to_ebitda": 1.8885938122427302, "net_debt_to_ebitda": 1.5708405258265834, "interest_coverage": 48.58709677419355, "debt_to_equity": 128.13513513513513, "current_ratio": 1.2749391727493917, "quick_ratio": 1.0462287104622872, "fcf_to_ebitda": 0.5602177665648652, "capex_to_revenue": 0.02366669246845731, "working_capital_to_revenue": 0.07434785974146606, "capital_efficiency": -10.767103381633554, "financial_health": 121.42969286995104, "margin_quality": 0.13006732559805184, "growth_momentum": 0.28432863852992907, "company_age_years": 41.23750855578371, "ebitda": 7531000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 12.868632873109796, "revenue_cagr_3y": 0.04791251079032954, "revenue_cagr_5y": 0.032680775422943675, "earnings_cagr_3y": 0.07775819444084697, "quarterly_revenue_growth_yoy": 0.0664650163177585, "quarterly_earnings_growth_yoy": 0.2346072186836518, "revenue_growth_qoq": 0.15152556940266437, "gross_margin": 0.1380056724884311, "operating_margin": 0.13397522018211674, "net_margin": 0.08680400059710404, "roa_ttm": 0.05799445983379501, "roe_ttm": 6.290865384615385, "debt_to_ebitda": 1.8710059171597633, "net_debt_to_ebitda": 1.7157133464825773, "interest_coverage": 46.09090909090909, "debt_to_equity": 34.20432692307692, "current_ratio": 1.1889633311721057, "quick_ratio": 0.9701030185145162, "fcf_to_ebitda": 0.34411571334648255, "capex_to_revenue": 0.023023747405305554, "working_capital_to_revenue": 0.04995143874616747, "capital_efficiency": 3.17442992222459, "financial_health": -32.37527056253995, "margin_quality": 0.11959496442255062, "growth_momentum": 0.15053611750070517, "company_age_years": 41.48665297741273, "ebitda": 7605000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 14.395504562737642, "revenue_cagr_3y": 0.12485046568885383, "revenue_cagr_5y": 0.047611508348984755, "earnings_cagr_3y": 0.19415915672519057, "quarterly_revenue_growth_yoy": 0.16019771493395998, "quarterly_earnings_growth_yoy": 0.5686900958466453, "revenue_growth_qoq": 0.06866696521868935, "gross_margin": 0.1341667830702612, "operating_margin": 0.1371001536527448, "net_margin": 0.10287749685710294, "roa_ttm": 0.0692603582811298, "roe_ttm": 3.341463414634146, "debt_to_ebitda": 1.8664131812420786, "net_debt_to_ebitda": 1.752724968314322, "interest_coverage": 44.57627118644068, "debt_to_equity": 15.61611876988335, "current_ratio": 1.1088529334385688, "quick_ratio": 0.9082478295185478, "fcf_to_ebitda": 0.14030418250950571, "capex_to_revenue": 0.024335633533989137, "working_capital_to_revenue": 0.030373660255469094, "capital_efficiency": 1.705361886457638, "financial_health": -14.281450037568368, "margin_quality": 0.12471481119336965, "growth_momentum": 0.36444390539030264, "company_age_years": 41.738535249828885, "ebitda": 7890000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 11.489150906482326, "revenue_cagr_3y": 0.03715616420743251, "revenue_cagr_5y": 0.04556338288706785, "earnings_cagr_3y": 0.10329032325423237, "quarterly_revenue_growth_yoy": -0.047961947545748826, "quarterly_earnings_growth_yoy": 2.9517133956386292, "revenue_growth_qoq": 0.006495320575499371, "gross_margin": 0.13475817084171812, "operating_margin": 0.12844355006592187, "net_margin": 0.08694747068211783, "roa_ttm": 0.11244317675372137, "roe_ttm": 3.619799139167862, "debt_to_ebitda": 1.839572192513369, "net_debt_to_ebitda": 1.7388809182209468, "interest_coverage": 44.83625730994152, "debt_to_equity": 10.117647058823529, "current_ratio": 1.1184192248923461, "quick_ratio": 0.9102653146270315, "fcf_to_ebitda": 0.24259814790661274, "capex_to_revenue": 0.023771437074513596, "working_capital_to_revenue": 0.03171384993117816, "capital_efficiency": 1.8661211579607917, "financial_health": -9.02440392739157, "margin_quality": 0.11671639719658594, "growth_momentum": 1.4518757240464402, "company_age_years": 41.99041752224504, "ebitda": 7667000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 12.029959714493105, "revenue_cagr_3y": 0.11406620776990772, "revenue_cagr_5y": 0.06124504840159517, "earnings_cagr_3y": 0.28988114961449774, "quarterly_revenue_growth_yoy": 0.23214439192092823, "quarterly_earnings_growth_yoy": 0.4727744165946413, "revenue_growth_qoq": -0.00520435778224967, "gross_margin": 0.15262276785714285, "operating_margin": 0.15924944196428573, "net_margin": 0.11886160714285714, "roa_ttm": 0.11729301233118027, "roe_ttm": 2.268965517241379, "debt_to_ebitda": 1.6841277522380838, "net_debt_to_ebitda": 1.5642390515364142, "interest_coverage": 48.33918128654971, "debt_to_equity": 5.647464503042596, "current_ratio": 1.1706161137440758, "quick_ratio": 0.957345971563981, "fcf_to_ebitda": 0.34151947737720784, "capex_to_revenue": 0.023838619981226643, "working_capital_to_revenue": 0.04654375431698635, "capital_efficiency": 1.1931292647862797, "financial_health": -5.099298483440595, "margin_quality": 0.14357793898809526, "growth_momentum": 0.35245940425778477, "company_age_years": 42.23682409308692, "ebitda": 8266000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 11.088784363533728, "revenue_cagr_3y": -0.04198963563754676, "revenue_cagr_5y": -0.07931062359582508, "earnings_cagr_3y": -0.04860289515445326, "quarterly_revenue_growth_yoy": -0.06777996070726916, "quarterly_earnings_growth_yoy": -0.09288537549407115, "revenue_growth_qoq": -0.047666833918715505, "gross_margin": 0.23112047769582017, "operating_margin": 0.12100456621004566, "net_margin": 0.08061116965226554, "roa_ttm": 0.0813772797906273, "roe_ttm": 0.360376675117711, "debt_to_ebitda": 2.1481795088907707, "net_debt_to_ebitda": 1.493649449618967, "interest_coverage": 47.24, "debt_to_equity": 1.3783049619703007, "current_ratio": 1.1607110133773135, "quick_ratio": 1.0128275609309145, "fcf_to_ebitda": 0.47727914197008187, "capex_to_revenue": 0.02002040295842897, "working_capital_to_revenue": 0.03727790529626796, "capital_efficiency": 0.22087697745416915, "financial_health": -1.0670667516184769, "margin_quality": 0.14424540451937715, "growth_momentum": -0.08033266810067016, "company_age_years": 33.998631074606436, "ebitda": 3543000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 12.115191100969765, "revenue_cagr_3y": -0.008148347158734137, "revenue_cagr_5y": -0.024255042918626013, "earnings_cagr_3y": 0.043731147688792715, "quarterly_revenue_growth_yoy": -0.00016786973308712439, "quarterly_earnings_growth_yoy": 0.1487603305785124, "revenue_growth_qoq": 0.0460133473832104, "gross_margin": 0.2342175957018133, "operating_margin": 0.12407656145063801, "net_margin": 0.09335124244459368, "roa_ttm": 0.08615718881878577, "roe_ttm": 0.36683864081124357, "debt_to_ebitda": 2.127210496292071, "net_debt_to_ebitda": 1.7629777524244152, "interest_coverage": 46.13157894736842, "debt_to_equity": 1.3268101761252447, "current_ratio": 1.151564076690212, "quick_ratio": 0.9703329969727548, "fcf_to_ebitda": 0.6001140901312036, "capex_to_revenue": 0.02771519659936238, "working_capital_to_revenue": 0.03192348565356004, "capital_efficiency": 0.22649791481501466, "financial_health": -1.0829173951211557, "margin_quality": 0.15054846653234835, "growth_momentum": 0.07429623042271263, "company_age_years": 34.247775496235455, "ebitda": 3506000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 13.424495544696752, "revenue_cagr_3y": -0.01581931564202943, "revenue_cagr_5y": -0.017687925930607307, "earnings_cagr_3y": 0.01942881948550923, "quarterly_revenue_growth_yoy": 0.017639077340569877, "quarterly_earnings_growth_yoy": -0.026365348399246705, "revenue_growth_qoq": 0.007387508394895903, "gross_margin": 0.23616666666666666, "operating_margin": 0.13283333333333333, "net_margin": 0.08616666666666667, "roa_ttm": 0.08504630206386778, "roe_ttm": 0.36049991198732617, "debt_to_ebitda": 2.155504455303248, "net_debt_to_ebitda": 1.828111526300661, "interest_coverage": 47.013513513513516, "debt_to_equity": 1.320014082027812, "current_ratio": 1.1337517160227495, "quick_ratio": 0.942929986271818, "fcf_to_ebitda": 0.5817763725208394, "capex_to_revenue": 0.030047822590884083, "working_capital_to_revenue": 0.028862838038004147, "capital_efficiency": 0.22277310702559697, "financial_health": -1.0769751952208528, "margin_quality": 0.15172222222222223, "growth_momentum": -0.004363135529338414, "company_age_years": 34.496919917864474, "ebitda": 3479000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 12.745583900226757, "revenue_cagr_3y": 0.0026678408118387953, "revenue_cagr_5y": -0.014222179613276764, "earnings_cagr_3y": 0.06597421802911452, "quarterly_revenue_growth_yoy": 0.029436360595417294, "quarterly_earnings_growth_yoy": 0.16666666666666666, "revenue_growth_qoq": 0.025833333333333333, "gross_margin": 0.24175467099918765, "operating_margin": 0.13419983753046305, "net_margin": 0.09780666125101543, "roa_ttm": 0.08854771784232365, "roe_ttm": 0.37003641408011095, "debt_to_ebitda": 2.1666666666666665, "net_debt_to_ebitda": 1.8540249433106577, "interest_coverage": 47.67567567567568, "debt_to_equity": 1.3254725160395353, "current_ratio": 1.1302389345867607, "quick_ratio": 0.9741480611045829, "fcf_to_ebitda": 0.6150793650793651, "capex_to_revenue": 0.031295946229783655, "working_capital_to_revenue": 0.02793530770846461, "capital_efficiency": 0.22929206596121732, "financial_health": -1.0617406016633486, "margin_quality": 0.15792038992688873, "growth_momentum": 0.09805151363104198, "company_age_years": 34.74880219028063, "ebitda": 3528000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 12.708738797814208, "revenue_cagr_3y": 0.012828077674936766, "revenue_cagr_5y": -0.0033734366500977053, "earnings_cagr_3y": 0.03175631472431428, "quarterly_revenue_growth_yoy": 0.12346329469617141, "quarterly_earnings_growth_yoy": 0.1437908496732026, "revenue_growth_qoq": 0.039317627944760354, "gross_margin": 0.23088947944348914, "operating_margin": 0.1299046428013131, "net_margin": 0.082069720181335, "roa_ttm": 0.0858905286171625, "roe_ttm": 0.4183304810800532, "debt_to_ebitda": 2.2950819672131146, "net_debt_to_ebitda": 1.6008196721311476, "interest_coverage": 47.532467532467535, "debt_to_equity": 1.5972618368511124, "current_ratio": 1.2177619893428064, "quick_ratio": 1.0728241563055063, "fcf_to_ebitda": 0.5172131147540984, "capex_to_revenue": 0.037538762852945974, "working_capital_to_revenue": 0.050024481801860615, "capital_efficiency": 0.25211050484860786, "financial_health": -1.242876682839457, "margin_quality": 0.14762128080871242, "growth_momentum": 0.133627072184687, "company_age_years": 35.00068446269678, "ebitda": 3660000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 12.926612851832182, "revenue_cagr_3y": 0.02333409401210096, "revenue_cagr_5y": 0.002216675576069971, "earnings_cagr_3y": 0.03395222014387733, "quarterly_revenue_growth_yoy": 0.05221625251846877, "quarterly_earnings_growth_yoy": 0.1510791366906475, "revenue_growth_qoq": -0.020322025949663904, "gross_margin": 0.2407850646242221, "operating_margin": 0.1327588958034147, "net_margin": 0.10212222754108824, "roa_ttm": 0.08987526069334592, "roe_ttm": 0.41093918675782654, "debt_to_ebitda": 2.1776420605416886, "net_debt_to_ebitda": 1.8050982474774295, "interest_coverage": 50.21333333333333, "debt_to_equity": 1.4755307664627564, "current_ratio": 1.2708978328173375, "quick_ratio": 1.0903637770897834, "fcf_to_ebitda": 0.42379182156133827, "capex_to_revenue": 0.03376445465167815, "working_capital_to_revenue": 0.05640839679277972, "capital_efficiency": 0.2504072237255862, "financial_health": -1.2150331294910206, "margin_quality": 0.15855539598957502, "growth_momentum": 0.10164769460455814, "company_age_years": 35.24709103353867, "ebitda": 3766000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 13.262809499091617, "revenue_cagr_3y": 0.01821241134323337, "revenue_cagr_5y": 0.003199102496230788, "earnings_cagr_3y": 0.026059925563026276, "quarterly_revenue_growth_yoy": 0.0625, "quarterly_earnings_growth_yoy": 0.06769825918762089, "revenue_growth_qoq": 0.01723312589755864, "gross_margin": 0.23858823529411766, "operating_margin": 0.13411764705882354, "net_margin": 0.08658823529411765, "roa_ttm": 0.08983845349242629, "roe_ttm": 0.39178915357323874, "debt_to_ebitda": 1.928886581884246, "net_debt_to_ebitda": 1.5699454970153128, "interest_coverage": 50.69736842105263, "debt_to_equity": 1.2556175029565806, "current_ratio": 1.1096023278370515, "quick_ratio": 0.9416424183640478, "fcf_to_ebitda": 0.37762782247599275, "capex_to_revenue": 0.03500833531793284, "working_capital_to_revenue": 0.026911169326030007, "capital_efficiency": 0.24081380353283252, "financial_health": -0.9971065825321026, "margin_quality": 0.1530980392156863, "growth_momentum": 0.06509912959381045, "company_age_years": 35.49623545516769, "ebitda": 3853000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 14.509911019141233, "revenue_cagr_3y": 0.02937593094370161, "revenue_cagr_5y": 0.008066573897650642, "earnings_cagr_3y": 0.10891823393038824, "quarterly_revenue_growth_yoy": 0.060438667749796914, "quarterly_earnings_growth_yoy": 0.07142857142857142, "revenue_growth_qoq": 0.02384313725490196, "gross_margin": 0.23149992339512793, "operating_margin": 0.12946223379806956, "net_margin": 0.0988202849701241, "roa_ttm": 0.08908837174216422, "roe_ttm": 0.36377637455721545, "debt_to_ebitda": 1.9493016037247801, "net_debt_to_ebitda": 1.463528194516296, "interest_coverage": 52.95890410958904, "debt_to_equity": 1.1606345294933005, "current_ratio": 1.2061904761904763, "quick_ratio": 1.0463492063492064, "fcf_to_ebitda": 0.4073978272115882, "capex_to_revenue": 0.037628099820073535, "working_capital_to_revenue": 0.050809669091762495, "capital_efficiency": 0.22643237314968984, "financial_health": -0.8881996283810315, "margin_quality": 0.1532608140544405, "growth_momentum": 0.06593361958918417, "company_age_years": 35.748117727583846, "ebitda": 3866000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 14.961446649484536, "revenue_cagr_3y": 0.027918809048880888, "revenue_cagr_5y": 0.004832620567803314, "earnings_cagr_3y": -0.2940783603634105, "quarterly_revenue_growth_yoy": 0.037048616539002655, "quarterly_earnings_growth_yoy": -0.660952380952381, "revenue_growth_qoq": 0.01639344262295082, "gross_margin": 0.21299366897799216, "operating_margin": 0.11561652095266807, "net_margin": 0.02683147422369611, "roa_ttm": 0.05770827963456196, "roe_ttm": 0.2858967082860386, "debt_to_ebitda": 4.067268041237114, "net_debt_to_ebitda": 1.1742268041237114, "interest_coverage": 28.529411764705884, "debt_to_equity": 2.2390749148694664, "current_ratio": 2.347307968413496, "quick_ratio": 2.235319454414932, "fcf_to_ebitda": 0.43427835051546393, "capex_to_revenue": 0.03596481029337674, "working_capital_to_revenue": 0.36367864201836997, "capital_efficiency": 0.17180249396030028, "financial_health": -1.7215142747953904, "margin_quality": 0.11848055471811876, "growth_momentum": -0.3119518822066891, "company_age_years": 36.0, "ebitda": 3880000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 13.658144752243464, "revenue_cagr_3y": 0.10581842955099274, "revenue_cagr_5y": 0.05775392333449547, "earnings_cagr_3y": 0.3039435014879981, "quarterly_revenue_growth_yoy": 0.2387007813696951, "quarterly_earnings_growth_yoy": 0.7736434108527132, "revenue_growth_qoq": 0.13569321533923304, "gross_margin": 0.24675324675324675, "operating_margin": 0.14570191713048855, "net_margin": 0.1414965986394558, "roa_ttm": 0.07247713675776823, "roe_ttm": 0.3020982093815226, "debt_to_ebitda": 3.030433086227078, "net_debt_to_ebitda": 2.7908700741318766, "interest_coverage": 38.54135338345865, "debt_to_equity": 1.7064703943754806, "current_ratio": 1.2603557656424929, "quick_ratio": 1.170916780694116, "fcf_to_ebitda": 0.388802184939524, "capex_to_revenue": 0.037237951912644805, "working_capital_to_revenue": 0.07325097119658419, "capital_efficiency": 0.18728767306964542, "financial_health": -1.4933964022405193, "margin_quality": 0.1779839208410637, "growth_momentum": 0.5061720961112042, "company_age_years": 36.747433264887064, "ebitda": 5126000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 14.34707456382002, "revenue_cagr_3y": 0.11250989701287128, "revenue_cagr_5y": 0.07208599915029001, "earnings_cagr_3y": 0.15725318350299755, "quarterly_revenue_growth_yoy": 0.04823747680890538, "quarterly_earnings_growth_yoy": -0.18444055944055945, "revenue_growth_qoq": 0.002246925260170293, "gross_margin": 0.20377581120943952, "operating_margin": 0.11221238938053098, "net_margin": 0.11008849557522124, "roa_ttm": 0.08172021798633887, "roe_ttm": 0.34056109341280444, "debt_to_ebitda": 2.8595041322314048, "net_debt_to_ebitda": 2.6525252525252525, "interest_coverage": 44.26829268292683, "debt_to_equity": 1.6000411057445278, "current_ratio": 1.2875475285171103, "quick_ratio": 1.1913022813688212, "fcf_to_ebitda": 0.5425160697887971, "capex_to_revenue": 0.03774492126457507, "working_capital_to_revenue": 0.07272508714989782, "capital_efficiency": 0.21114065569957166, "financial_health": -1.3930292673068287, "margin_quality": 0.14202556538839725, "growth_momentum": -0.06810154131582703, "company_age_years": 37.74674880219028, "ebitda": 5445000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 14.139953550692274, "revenue_cagr_3y": 0.11697328716258815, "revenue_cagr_5y": 0.0854509798105425, "earnings_cagr_3y": 0.2210749671552923, "quarterly_revenue_growth_yoy": 0.05061494796594134, "quarterly_earnings_growth_yoy": 0.1672473867595819, "revenue_growth_qoq": 0.03062645011600928, "gross_margin": 0.2055380459252589, "operating_margin": 0.11188653759567763, "net_margin": 0.11312471859522738, "roa_ttm": 0.055135135135135134, "roe_ttm": 0.24680807248764416, "debt_to_ebitda": 3.5868691380080393, "net_debt_to_ebitda": 2.6538633318445735, "interest_coverage": 29.07792207792208, "debt_to_equity": 1.653830313014827, "current_ratio": 1.3548884548164901, "quick_ratio": 1.2693533463555053, "fcf_to_ebitda": 0.8213488164359088, "capex_to_revenue": 0.03657060518731989, "working_capital_to_revenue": 0.09948126801152737, "capital_efficiency": 0.15097160381138966, "financial_health": -1.3720824826894964, "margin_quality": 0.1435164340387213, "growth_momentum": 0.10893116736276162, "company_age_years": 38.496919917864474, "ebitda": 4478000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 19.261988714877937, "revenue_cagr_3y": 0.0343359260469176, "revenue_cagr_5y": 0.04352157907319887, "earnings_cagr_3y": -0.2451757863574041, "quarterly_revenue_growth_yoy": 0.08945274701644984, "quarterly_earnings_growth_yoy": 0.12114014251781473, "revenue_growth_qoq": -0.04747132919721752, "gross_margin": 0.21050034540609888, "operating_margin": 0.10569426625875851, "net_margin": 0.09316095924208033, "roa_ttm": 0.045129449161403656, "roe_ttm": 0.1517260774801378, "debt_to_ebitda": 3.759557807461999, "net_debt_to_ebitda": 3.0545831414094886, "interest_coverage": 29.73972602739726, "debt_to_equity": 1.1477184841453982, "current_ratio": 1.1267133719159306, "quick_ratio": 1.0223880597014925, "fcf_to_ebitda": 0.49170888991248274, "capex_to_revenue": 0.04326803250087234, "working_capital_to_revenue": 0.04147350580728777, "capital_efficiency": 0.09842776332077073, "financial_health": -0.9724766405603035, "margin_quality": 0.13645185696897924, "growth_momentum": 0.10529644476713229, "company_age_years": 42.247775496235455, "ebitda": 4342000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 17.29487466427932, "revenue_cagr_3y": 0.037446669930691456, "revenue_cagr_5y": 0.038580549322934754, "earnings_cagr_3y": -0.032205761327453564, "quarterly_revenue_growth_yoy": 0.06704260651629072, "quarterly_earnings_growth_yoy": 0.15763546798029557, "revenue_growth_qoq": 0.0083884338300602, "gross_margin": 0.21442552358582892, "operating_margin": 0.10667449598747308, "net_margin": 0.09199451947543551, "roa_ttm": 0.04795468848332284, "roe_ttm": 0.15984896161107615, "debt_to_ebitda": 3.6472694717994627, "net_debt_to_ebitda": 2.9149507609668754, "interest_coverage": 29.01298701298701, "debt_to_equity": 1.1395007342143906, "current_ratio": 1.1052835450883174, "quick_ratio": 0.9887666563371552, "fcf_to_ebitda": 0.5875111906893464, "capex_to_revenue": 0.042979099205181046, "working_capital_to_revenue": 0.03333823962319694, "capital_efficiency": 0.1039018250471995, "financial_health": -0.9596811411789384, "margin_quality": 0.1376981796829125, "growth_momentum": 0.11233903724829314, "company_age_years": 42.496919917864474, "ebitda": 4468000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 13.301855746760145, "revenue_cagr_3y": 0.00888522884136167, "revenue_cagr_5y": -0.006315056826276644, "earnings_cagr_3y": 0.1145379245315179, "quarterly_revenue_growth_yoy": -0.012734756881914073, "quarterly_earnings_growth_yoy": 0.049019607843137254, "revenue_growth_qoq": 0.031447386104018274, "gross_margin": 0.20338762214983713, "operating_margin": 0.1390228013029316, "net_margin": 0.09758957654723127, "roa_ttm": 0.08747373716450152, "roe_ttm": 0.2699050401753105, "debt_to_ebitda": 0.8451242829827916, "net_debt_to_ebitda": 0.4508179307414489, "interest_coverage": 196.125, "debt_to_equity": 0.36322132943754565, "current_ratio": 1.2683107457602014, "quick_ratio": 0.8358883211138266, "fcf_to_ebitda": 0.4087529211812195, "capex_to_revenue": 0.013255498935689867, "working_capital_to_revenue": 0.11684835193188416, "capital_efficiency": 0.178689388669906, "financial_health": -0.21799557134867664, "margin_quality": 0.14666666666666667, "growth_momentum": 0.01814242548061159, "company_age_years": 40.48733744010951, "ebitda": 4707000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 14.835780034572169, "revenue_cagr_3y": -0.010778660351950742, "revenue_cagr_5y": 0.003513846608481863, "earnings_cagr_3y": 0.03723680561152776, "quarterly_revenue_growth_yoy": 0.012632710657169735, "quarterly_earnings_growth_yoy": 0.047182175622542594, "revenue_growth_qoq": -0.08964600700736983, "gross_margin": 0.20504313205043131, "operating_margin": 0.13377571333775715, "net_margin": 0.10603848706038486, "roa_ttm": 0.07920685671296918, "roe_ttm": 0.2503821980635298, "debt_to_ebitda": 1.3999567847882455, "net_debt_to_ebitda": 0.46391529818496113, "interest_coverage": 171.40740740740742, "debt_to_equity": 0.5502802785799219, "current_ratio": 1.3426059572234614, "quick_ratio": 0.9789397716835061, "fcf_to_ebitda": 0.5142610198789974, "capex_to_revenue": 0.015128593040847202, "working_capital_to_revenue": 0.16808832523256187, "capital_efficiency": 0.16479452738824948, "financial_health": -0.2217257215774524, "margin_quality": 0.1482857774828578, "growth_momentum": 0.029907443139856164, "company_age_years": 41.23750855578371, "ebitda": 4628000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 14.368413406893653, "revenue_cagr_3y": 0.05235758793447176, "revenue_cagr_5y": 0.032353833415071254, "earnings_cagr_3y": 0.01484932800541161, "quarterly_revenue_growth_yoy": 0.1968729641693811, "quarterly_earnings_growth_yoy": 0.049399198931909215, "revenue_growth_qoq": 0.21911081619110817, "gross_margin": 0.1850642281733072, "operating_margin": 0.11844110603091661, "net_margin": 0.08556499020248204, "roa_ttm": 0.06330590430946725, "roe_ttm": 0.2488744372186093, "debt_to_ebitda": 3.0008406893652797, "net_debt_to_ebitda": 2.609499789827659, "interest_coverage": 46.19417475728155, "debt_to_equity": 1.190428547607137, "current_ratio": 1.1963434501900683, "quick_ratio": 0.8409461171785434, "fcf_to_ebitda": 0.5477091214796133, "capex_to_revenue": 0.017005341027687398, "working_capital_to_revenue": 0.09988335686659709, "capital_efficiency": 0.15609017076403828, "financial_health": -0.9107358013923826, "margin_quality": 0.1296901081355686, "growth_momentum": 0.12313608155064516, "company_age_years": 41.48665297741273, "ebitda": 4758000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 14.88831312006479, "revenue_cagr_3y": 0.043911307870452054, "revenue_cagr_5y": 0.032901543406924416, "earnings_cagr_3y": 0.051014066328594954, "quarterly_revenue_growth_yoy": 0.19973614775725593, "quarterly_earnings_growth_yoy": 0.11387434554973822, "revenue_growth_qoq": -0.010015240583496626, "gross_margin": 0.18550692764460083, "operating_margin": 0.12480756542775456, "net_margin": 0.093578183417638, "roa_ttm": 0.06541319762366118, "roe_ttm": 0.2408467267738142, "debt_to_ebitda": 2.6485118445029356, "net_debt_to_ebitda": 2.444017007491395, "interest_coverage": 43.324561403508774, "debt_to_equity": 1.0255586044688358, "current_ratio": 1.272101472369176, "quick_ratio": 0.873924405634521, "fcf_to_ebitda": 0.5015185260174124, "capex_to_revenue": 0.017658101607415228, "working_capital_to_revenue": 0.12521999296022526, "capital_efficiency": 0.1531299621987377, "financial_health": -0.8724960598313495, "margin_quality": 0.13463089216333113, "growth_momentum": 0.15680524665349707, "company_age_years": 41.738535249828885, "ebitda": 4939000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 12.472944527736132, "revenue_cagr_3y": 0.07117900435644864, "revenue_cagr_5y": 0.0503535789332239, "earnings_cagr_3y": 0.04122745255510951, "quarterly_revenue_growth_yoy": 0.04016982364467668, "quarterly_earnings_growth_yoy": 0.02544529262086514, "revenue_growth_qoq": 0.031746031746031744, "gross_margin": 0.17645211930926216, "operating_margin": 0.1140763997906855, "net_margin": 0.08435374149659863, "roa_ttm": 0.06887298747763863, "roe_ttm": 0.2571251067795294, "debt_to_ebitda": 2.6564842578710643, "net_debt_to_ebitda": 2.5249250374812595, "interest_coverage": 44.84033613445378, "debt_to_equity": 1.1007998757474566, "current_ratio": 1.0856556011990675, "quick_ratio": 0.7259353835905407, "fcf_to_ebitda": 0.29610194902548725, "capex_to_revenue": 0.02018909318846636, "working_capital_to_revenue": 0.04029983284580025, "capital_efficiency": 0.162999047128584, "financial_health": -0.6823766222098985, "margin_quality": 0.1249607535321821, "growth_momentum": 0.032807558132770906, "company_age_years": 42.48596851471595, "ebitda": 5336000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 14.746392769723215, "revenue_cagr_3y": 0.0024076396292036506, "revenue_cagr_5y": 0.05564856494509507, "earnings_cagr_3y": -0.009235356031701558, "quarterly_revenue_growth_yoy": 0.05431403031480762, "quarterly_earnings_growth_yoy": 0.04201680672268908, "revenue_growth_qoq": 0.08781954887218045, "gross_margin": 0.16874020827573497, "operating_margin": 0.11307713574785734, "net_margin": 0.09142014560869965, "roa_ttm": 0.06571677813317825, "roe_ttm": 0.18257216716932356, "debt_to_ebitda": 2.03050273018264, "net_debt_to_ebitda": 1.796648465449068, "interest_coverage": 62.48235294117647, "debt_to_equity": 0.5807841447651875, "current_ratio": 1.3729874193338114, "quick_ratio": 0.9608891206570628, "fcf_to_ebitda": 0.6524195066842402, "capex_to_revenue": 0.02826908924810313, "working_capital_to_revenue": 0.14520262897454767, "capital_efficiency": 0.1241444726512509, "financial_health": -0.47371513354119477, "margin_quality": 0.12441249654409732, "growth_momentum": 0.04816541851874835, "company_age_years": 45.99041752224504, "ebitda": 5311000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 13.424053728053792, "revenue_cagr_3y": 0.04139181735269726, "revenue_cagr_5y": 0.05570730949507019, "earnings_cagr_3y": 0.011205414457198026, "quarterly_revenue_growth_yoy": 0.05206558773424191, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": -0.08939268270205511, "gross_margin": 0.15423540127517457, "operating_margin": 0.09492966298957595, "net_margin": 0.0738791620281348, "roa_ttm": 0.06507217444717445, "roe_ttm": 0.17760779588201395, "debt_to_ebitda": 2.0128875607022785, "net_debt_to_ebitda": 1.6322375793799029, "interest_coverage": 58.83516483516483, "debt_to_equity": 0.5646251375281606, "current_ratio": 1.3942133815551536, "quick_ratio": 0.9417463187806768, "fcf_to_ebitda": 0.5489353754202465, "capex_to_revenue": 0.028423902145578505, "working_capital_to_revenue": 0.15299779426508922, "capital_efficiency": 0.1213399851645942, "financial_health": -0.44524099746486057, "margin_quality": 0.1076814087642951, "growth_momentum": 0.026032793867120953, "company_age_years": 46.23682409308692, "ebitda": 5354000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 16.758775792831674, "revenue_cagr_3y": 0.04553911567781732, "revenue_cagr_5y": 0.029903329467906747, "earnings_cagr_3y": 0.041128912642713455, "quarterly_revenue_growth_yoy": 0.08602368181358162, "quarterly_earnings_growth_yoy": 0.09452054794520548, "revenue_growth_qoq": -0.08030510798765855, "gross_margin": 0.15497157767216477, "operating_margin": 0.09654272667971298, "net_margin": 0.0744571801323269, "roa_ttm": 0.06125330340658147, "roe_ttm": 0.15805698271835592, "debt_to_ebitda": 1.7982735972978046, "net_debt_to_ebitda": 1.603865640833177, "interest_coverage": 64.98780487804878, "debt_to_equity": 0.44759458197104157, "current_ratio": 1.441095890410959, "quick_ratio": 0.8699821322215604, "fcf_to_ebitda": 0.3880653030587352, "capex_to_revenue": 0.020917397152265666, "working_capital_to_revenue": 0.17174528083113028, "capital_efficiency": 0.1096551430624687, "financial_health": -0.3900284546163808, "margin_quality": 0.10865716149473487, "growth_momentum": 0.09027211487939354, "company_age_years": 47.238877481177276, "ebitda": 5329000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 15.932736696186517, "revenue_cagr_3y": 0.09108927981770609, "revenue_cagr_5y": 0.04620362187810967, "earnings_cagr_3y": 0.07084602879842605, "quarterly_revenue_growth_yoy": 0.17966903073286053, "quarterly_earnings_growth_yoy": 0.2163978494623656, "revenue_growth_qoq": 0.11601901034386357, "gross_margin": 0.15030060120240482, "operating_margin": 0.09652638610554443, "net_margin": 0.07556780227120909, "roa_ttm": 0.06394069478013059, "roe_ttm": 0.16087311671809765, "debt_to_ebitda": 1.7296222664015906, "net_debt_to_ebitda": 1.483462859208386, "interest_coverage": 65.86904761904762, "debt_to_equity": 0.43428934470865854, "current_ratio": 1.3316536123130853, "quick_ratio": 0.8011173796352085, "fcf_to_ebitda": 0.3907464305078619, "capex_to_revenue": 0.019823788546255508, "working_capital_to_revenue": 0.13471721621501356, "capital_efficiency": 0.11240690574911412, "financial_health": -0.30475852799229813, "margin_quality": 0.10746492985971945, "growth_momentum": 0.19803344009761306, "company_age_years": 47.488021902806295, "ebitda": 5533000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 16.141058761249337, "revenue_cagr_3y": 0.06846992139712249, "revenue_cagr_5y": 0.036388896009420746, "earnings_cagr_3y": 0.026427232101898346, "quarterly_revenue_growth_yoy": 0.1040582726326743, "quarterly_earnings_growth_yoy": 0.11244019138755981, "revenue_growth_qoq": -0.02546760187040748, "gross_margin": 0.15559934881329793, "operating_margin": 0.10119098620512382, "net_margin": 0.07968468854425499, "roa_ttm": 0.06349455611390285, "roe_ttm": 0.1584033430548905, "debt_to_ebitda": 1.6924298570672314, "net_debt_to_ebitda": 1.3216869595906122, "interest_coverage": 69.10975609756098, "debt_to_equity": 0.417490097070474, "current_ratio": 1.316306181929744, "quick_ratio": 0.7977706192156261, "fcf_to_ebitda": 0.40285865537321336, "capex_to_revenue": 0.018785562263823132, "working_capital_to_revenue": 0.1343439169526126, "capital_efficiency": 0.11094894958439669, "financial_health": -0.2794512269495205, "margin_quality": 0.11215834118755891, "growth_momentum": 0.10824923201011705, "company_age_years": 47.73990417522245, "ebitda": 5667000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 14.817483246463143, "revenue_cagr_3y": 0.0972319531444239, "revenue_cagr_5y": 0.05430328468115886, "earnings_cagr_3y": 0.15867554829548336, "quarterly_revenue_growth_yoy": 0.05305574210879785, "quarterly_earnings_growth_yoy": 1.3058823529411765, "revenue_growth_qoq": 0.021498371335504887, "gross_margin": 0.34183673469387754, "operating_margin": 0.19196428571428573, "net_margin": 0.125, "roa_ttm": 0.06127110228401192, "roe_ttm": 0.19668473063436404, "debt_to_ebitda": 0.616530156366344, "net_debt_to_ebitda": 0.2866716306775875, "interest_coverage": 32.75609756097561, "debt_to_equity": 0.26394644564870895, "current_ratio": 1.124883504193849, "quick_ratio": 0.6761416589002796, "fcf_to_ebitda": 0.14221891288160834, "capex_to_revenue": 0.019643446682073292, "working_capital_to_revenue": 0.044239022779795314, "capital_efficiency": 0.128977916459188, "financial_health": 0.043992055610724924, "margin_quality": 0.21960034013605442, "growth_momentum": 0.6794690475249872, "company_age_years": 36.24640657084189, "ebitda": 1343000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 16.3010830078125, "revenue_cagr_3y": 0.4940077375267582, "revenue_cagr_5y": 0.3199452684794417, "earnings_cagr_3y": 0.3045871446027151, "quarterly_revenue_growth_yoy": 1.900360144057623, "quarterly_earnings_growth_yoy": 0.7466666666666667, "revenue_growth_qoq": 0.09049875874520424, "gross_margin": 0.27897350993377484, "operating_margin": 0.1388658940397351, "net_margin": 0.08133278145695365, "roa_ttm": 0.034771494156928213, "roe_ttm": 0.059016248284411384, "debt_to_ebitda": 2.263671875, "net_debt_to_ebitda": 1.9954427083333333, "interest_coverage": 45.1764705882353, "debt_to_equity": 0.30787621198034265, "current_ratio": 1.5744574706909453, "quick_ratio": 1.2703916188575706, "fcf_to_ebitda": 0.4518229166666667, "capex_to_revenue": 0.01441217748029796, "working_capital_to_revenue": 0.12431177804167116, "capital_efficiency": 0.0468938712206698, "financial_health": -0.2748710088751245, "margin_quality": 0.1663907284768212, "growth_momentum": 1.323513405362145, "company_age_years": 37.998631074606436, "ebitda": 3072000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 15.002906294706724, "revenue_cagr_3y": 0.42318862474765595, "revenue_cagr_5y": 0.23699987128154754, "earnings_cagr_3y": 0.2927217225059573, "quarterly_revenue_growth_yoy": 1.383378016085791, "quarterly_earnings_growth_yoy": 0.055970149253731345, "revenue_growth_qoq": -0.03912667531344574, "gross_margin": 0.2857142857142857, "operating_margin": 0.08233970753655794, "net_margin": 0.06366704161979753, "roa_ttm": 0.034925499313114235, "roe_ttm": 0.05981359153017826, "debt_to_ebitda": 2.482474964234621, "net_debt_to_ebitda": 1.7861230329041489, "interest_coverage": 41.11764705882353, "debt_to_equity": 0.31404397792055017, "current_ratio": 1.5099193372574669, "quick_ratio": 1.3226509701329845, "fcf_to_ebitda": 0.7128040057224606, "capex_to_revenue": 0.015326715392167558, "working_capital_to_revenue": 0.12757717901167231, "capital_efficiency": 0.047369545421646245, "financial_health": -0.23238329236473138, "margin_quality": 0.14390701162354705, "growth_momentum": 0.7196740826697612, "company_age_years": 38.496919917864474, "ebitda": 2796000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 17.26526108374384, "revenue_cagr_3y": 0.4479687163982491, "revenue_cagr_5y": 0.2166590689167609, "earnings_cagr_3y": 0.1378770490013439, "quarterly_revenue_growth_yoy": -0.03559602649006623, "quarterly_earnings_growth_yoy": -0.5089058524173028, "revenue_growth_qoq": 0.04414071252520726, "gross_margin": 0.3002145922746781, "operating_margin": 0.1257510729613734, "net_margin": 0.04141630901287554, "roa_ttm": 0.030275974025974026, "roe_ttm": 0.053995367689635206, "debt_to_ebitda": 2.621447517999242, "net_debt_to_ebitda": 2.1379310344827585, "interest_coverage": 38.80882352941177, "debt_to_equity": 0.3338158656629994, "current_ratio": 1.5724056603773584, "quick_ratio": 1.3429245283018867, "fcf_to_ebitda": 0.9177718832891246, "capex_to_revenue": 0.020226448279652632, "working_capital_to_revenue": 0.13339562493129603, "capital_efficiency": 0.04213567085780462, "financial_health": -0.2988095238095238, "margin_quality": 0.155793991416309, "growth_momentum": -0.2722509394536845, "company_age_years": 39.00068446269678, "ebitda": 2639000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 16.338777027027028, "revenue_cagr_3y": 0.42810997000286166, "revenue_cagr_5y": 0.19059763803612584, "earnings_cagr_3y": 0.33658503390744166, "quarterly_revenue_growth_yoy": -0.012753999135322092, "quarterly_earnings_growth_yoy": 1.1566820276497696, "revenue_growth_qoq": -0.019957081545064377, "gross_margin": 0.2964747098751916, "operating_margin": 0.1256842566236041, "net_margin": 0.10247427195095249, "roa_ttm": 0.03744192402295709, "roe_ttm": 0.06726567486620513, "debt_to_ebitda": 2.391891891891892, "net_debt_to_ebitda": 2.062162162162162, "interest_coverage": 42.89855072463768, "debt_to_equity": 0.3476211518633083, "current_ratio": 1.7816119120775231, "quick_ratio": 1.567950839045143, "fcf_to_ebitda": 0.8550675675675675, "capex_to_revenue": 0.021339950372208438, "working_capital_to_revenue": 0.1823545629997243, "capital_efficiency": 0.052353799444581114, "financial_health": -0.3202598107724083, "margin_quality": 0.17487774614991605, "growth_momentum": 0.5719640142572238, "company_age_years": 39.24709103353867, "ebitda": 2960000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 15.70001269035533, "revenue_cagr_3y": 0.40978196388923505, "revenue_cagr_5y": 0.19644511450721103, "earnings_cagr_3y": 0.23926287408362823, "quarterly_revenue_growth_yoy": 0.05016872890888639, "quarterly_earnings_growth_yoy": 0.45936395759717313, "revenue_growth_qoq": 0.022115174074885044, "gross_margin": 0.3035561268209083, "operating_margin": 0.11696658097686376, "net_margin": 0.08847472150814054, "roa_ttm": 0.04159272404614019, "roe_ttm": 0.07551729346020239, "debt_to_ebitda": 2.2446065989847717, "net_debt_to_ebitda": 1.6008883248730965, "interest_coverage": 48.49230769230769, "debt_to_equity": 0.35618990082062124, "current_ratio": 1.7000448028673836, "quick_ratio": 1.5047043010752688, "fcf_to_ebitda": 0.7766497461928934, "capex_to_revenue": 0.021135199912844536, "working_capital_to_revenue": 0.17022551476195663, "capital_efficiency": 0.058555008753171295, "financial_health": -0.2992239813552471, "margin_quality": 0.16966580976863754, "growth_momentum": 0.25476634325302977, "company_age_years": 39.49623545516769, "ebitda": 3152000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 15.73137, "revenue_cagr_3y": 0.3997520229241822, "revenue_cagr_5y": 0.19245395742367521, "earnings_cagr_3y": 0.31196371619299823, "quarterly_revenue_growth_yoy": -0.05243110015684517, "quarterly_earnings_growth_yoy": 0.12910798122065728, "revenue_growth_qoq": -0.09404455869751499, "gross_margin": 0.30929297706313547, "operating_margin": 0.12981792385906835, "net_margin": 0.11373847245211634, "roa_ttm": 0.044405734193843166, "roe_ttm": 0.07980907411209197, "debt_to_ebitda": 2.208125, "net_debt_to_ebitda": 1.85625, "interest_coverage": 47.76119402985075, "debt_to_equity": 0.36265653869841924, "current_ratio": 1.536285648040807, "quick_ratio": 1.2988638998377, "fcf_to_ebitda": 0.681875, "capex_to_revenue": 0.021021849481350694, "working_capital_to_revenue": 0.1276208342529243, "capital_efficiency": 0.06210740415296757, "financial_health": -0.32983443280406255, "margin_quality": 0.1842831244581067, "growth_momentum": 0.038338440531906055, "company_age_years": 39.748117727583846, "ebitda": 3200000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 14.494882814954446, "revenue_cagr_3y": 0.032679474557000265, "revenue_cagr_5y": 0.2609208604952915, "earnings_cagr_3y": -0.03484649623017411, "quarterly_revenue_growth_yoy": 0.1575600565237871, "quarterly_earnings_growth_yoy": 2.276666666666667, "revenue_growth_qoq": 0.04730449605795866, "gross_margin": 0.22828077314343845, "operating_margin": 0.10885045778229908, "net_margin": 0.07792472024415056, "roa_ttm": 0.035112193507199775, "roe_ttm": 0.07977009024495058, "debt_to_ebitda": 4.252591894439209, "net_debt_to_ebitda": 4.095821551994973, "interest_coverage": 20.0188679245283, "debt_to_equity": 0.7271164589600344, "current_ratio": 0.8843433152558359, "quick_ratio": 0.6912284838481491, "fcf_to_ebitda": 0.5359723531259818, "capex_to_revenue": 0.0205284879669829, "working_capital_to_revenue": -0.052580800771828265, "capital_efficiency": 0.05744114187607517, "financial_health": -0.5866113271169406, "margin_quality": 0.13835198372329605, "growth_momentum": 1.217113361595227, "company_age_years": 41.74674880219028, "ebitda": 3183000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 18.030434129692832, "revenue_cagr_3y": 0.04644991435609369, "revenue_cagr_5y": 0.26233101265421976, "earnings_cagr_3y": -0.06452268749394718, "quarterly_revenue_growth_yoy": 0.16644823066841416, "quarterly_earnings_growth_yoy": -0.6201923076923077, "revenue_growth_qoq": 0.08646998982706001, "gross_margin": 0.22378277153558052, "operating_margin": 0.10430711610486891, "net_margin": 0.02958801498127341, "roa_ttm": 0.029433636385443905, "roe_ttm": 0.0653876898481215, "debt_to_ebitda": 4.520477815699659, "net_debt_to_ebitda": 4.329351535836177, "interest_coverage": 17.13450292397661, "debt_to_equity": 0.7058353317346123, "current_ratio": 0.9885057471264368, "quick_ratio": 0.8045977011494253, "fcf_to_ebitda": 0.5621160409556314, "capex_to_revenue": 0.0231216849477316, "working_capital_to_revenue": -0.004737628096194449, "capital_efficiency": 0.0474106631167827, "financial_health": -0.5812907761444069, "margin_quality": 0.11922596754057428, "growth_momentum": -0.22687203851194676, "company_age_years": 41.998631074606436, "ebitda": 2930000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 17.72793313273153, "revenue_cagr_3y": 0.04495283167129349, "revenue_cagr_5y": -0.06768783882901086, "earnings_cagr_3y": -0.15437036542762672, "quarterly_revenue_growth_yoy": 0.16551107134869156, "quarterly_earnings_growth_yoy": -0.16023738872403562, "revenue_growth_qoq": -0.024157303370786518, "gross_margin": 0.220878909998081, "operating_margin": 0.0802149299558626, "net_margin": 0.05430819420456726, "roa_ttm": 0.02805146355462024, "roe_ttm": 0.06284153005464481, "debt_to_ebitda": 4.583082581076563, "net_debt_to_ebitda": 4.423604145770645, "interest_coverage": 16.994318181818183, "debt_to_equity": 0.7343833708346726, "current_ratio": 0.9797321322745052, "quick_ratio": 0.8047884319070759, "fcf_to_ebitda": 0.38415245737211634, "capex_to_revenue": 0.024455578153678256, "working_capital_to_revenue": -0.008482563619227144, "capital_efficiency": 0.04544649680463252, "financial_health": -0.5853999119294027, "margin_quality": 0.11846734471950361, "growth_momentum": 0.00263684131232797, "company_age_years": 42.247775496235455, "ebitda": 2991000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 17.55843472709863, "revenue_cagr_3y": 0.043168242872796636, "revenue_cagr_5y": 0.2322618881641061, "earnings_cagr_3y": -0.0394713027893584, "quarterly_revenue_growth_yoy": 0.12912848923929257, "quarterly_earnings_growth_yoy": 0.04871060171919771, "revenue_growth_qoq": 0.01688735367491844, "gross_margin": 0.22004151726740895, "operating_margin": 0.0964332892998679, "net_margin": 0.06906963578033591, "roa_ttm": 0.028566627457570156, "roe_ttm": 0.06316348195329087, "debt_to_ebitda": 4.22981168209384, "net_debt_to_ebitda": 4.055218640280881, "interest_coverage": 18.21511627906977, "debt_to_equity": 0.7033970276008492, "current_ratio": 0.8960026723082062, "quick_ratio": 0.7365549493374902, "fcf_to_ebitda": 0.4739865943185445, "capex_to_revenue": 0.023934505176980495, "working_capital_to_revenue": -0.044979532867806406, "capital_efficiency": 0.045865054705430515, "financial_health": -0.5459453867182537, "margin_quality": 0.12851481411587093, "growth_momentum": 0.08891954547924513, "company_age_years": 42.496919917864474, "ebitda": 3133000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 18.117222047738693, "revenue_cagr_3y": 0.0776077764998333, "revenue_cagr_5y": 0.03615235186185739, "earnings_cagr_3y": -0.05961656219434752, "quarterly_revenue_growth_yoy": 0.07670396744659207, "quarterly_earnings_growth_yoy": 0.044386422976501305, "revenue_growth_qoq": -0.001321003963011889, "gross_margin": 0.23148148148148148, "operating_margin": 0.0982615268329554, "net_margin": 0.07558578987150416, "roa_ttm": 0.02881424717706319, "roe_ttm": 0.0635330034740499, "debt_to_ebitda": 4.0546482412060305, "net_debt_to_ebitda": 3.8853643216080402, "interest_coverage": 19.180722891566266, "debt_to_equity": 0.6795452152858196, "current_ratio": 1.04126426690079, "quick_ratio": 0.8657970650946946, "fcf_to_ebitda": 0.5628140703517588, "capex_to_revenue": 0.020196764733705422, "working_capital_to_revenue": 0.015561441680068112, "capital_efficiency": 0.04617362532555655, "financial_health": -0.5710362289222854, "margin_quality": 0.13510959939531367, "growth_momentum": 0.060545195211546686, "company_age_years": 42.74880219028063, "ebitda": 3184000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 14.558654310586913, "revenue_cagr_3y": 0.08283411218222136, "revenue_cagr_5y": 0.027092655098262197, "earnings_cagr_3y": -0.02182262504881638, "quarterly_revenue_growth_yoy": 0.034269662921348316, "quarterly_earnings_growth_yoy": 1.8670886075949367, "revenue_growth_qoq": 0.04365079365079365, "gross_margin": 0.2178164041281912, "operating_margin": 0.11026615969581749, "net_margin": 0.08202064095600217, "roa_ttm": 0.03576105330825457, "roe_ttm": 0.07697038023982782, "debt_to_ebitda": 3.476270710474586, "net_debt_to_ebitda": 3.303566413928672, "interest_coverage": 22.11801242236025, "debt_to_equity": 0.6343650712309111, "current_ratio": 1.0766409013494038, "quick_ratio": 0.9023974846063146, "fcf_to_ebitda": 0.6040438079191238, "capex_to_revenue": 0.01913247362250879, "working_capital_to_revenue": 0.02743259085580305, "capital_efficiency": 0.05636571677404119, "financial_health": -0.5532062154813285, "margin_quality": 0.1367010682600036, "growth_momentum": 0.9506791352581425, "company_age_years": 43.00068446269678, "ebitda": 3561000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 13.600131793708087, "revenue_cagr_3y": 0.0309011136604167, "revenue_cagr_5y": 0.037089666171356894, "earnings_cagr_3y": -0.03329309911755485, "quarterly_revenue_growth_yoy": 0.0, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": -0.06494900697799248, "gross_margin": 0.17221584385763491, "operating_margin": 0.07606199770378874, "net_margin": 0.04563719862227325, "roa_ttm": 0.03176767332469834, "roe_ttm": 0.08406999819592278, "debt_to_ebitda": 1.8520710059171597, "net_debt_to_ebitda": 1.0019723865877712, "interest_coverage": 37.09756097560975, "debt_to_equity": 0.5082085513259967, "current_ratio": 2.2906806894536955, "quick_ratio": 1.1133508618171195, "fcf_to_ebitda": 0.43918474687705455, "capex_to_revenue": 0.028988500998416305, "working_capital_to_revenue": 0.3042071197411003, "capital_efficiency": 0.057918835760310566, "financial_health": -0.41843981400282454, "margin_quality": 0.0979716800612323, "growth_momentum": 0.0, "company_age_years": 33.93292265571527, "ebitda": 1521000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 14.076764934057408, "revenue_cagr_3y": 0.03529296224757439, "revenue_cagr_5y": 0.03083431966584027, "earnings_cagr_3y": 0.08325339995131964, "quarterly_revenue_growth_yoy": 0.060479955611041754, "quarterly_earnings_growth_yoy": 0.023872679045092837, "revenue_growth_qoq": -0.08993512290935063, "gross_margin": 0.19156311314584695, "operating_margin": 0.11504251144538914, "net_margin": 0.07573577501635055, "roa_ttm": 0.0900990099009901, "roe_ttm": 6.175, "debt_to_ebitda": 2.2291181794672874, "net_debt_to_ebitda": 1.8816912335143523, "interest_coverage": 83.16129032258064, "debt_to_equity": 30.785714285714285, "current_ratio": 1.0077152375942486, "quick_ratio": 1.5753989128528845, "fcf_to_ebitda": 0.07318334626325317, "capex_to_revenue": 0.056460651344107854, "working_capital_to_revenue": 0.0014293835783318444, "capital_efficiency": 3.132549504950495, "financial_health": -23.033561006476585, "margin_quality": 0.12744713320252887, "growth_momentum": 0.04217631732806729, "company_age_years": 17.388090349075977, "ebitda": 7734000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 14.059419485108531, "revenue_cagr_3y": 0.03719398041031163, "revenue_cagr_5y": 0.035854759989013996, "earnings_cagr_3y": 0.4499735468467312, "quarterly_revenue_growth_yoy": 0.08824936769430583, "quarterly_earnings_growth_yoy": 0.09062253743104808, "revenue_growth_qoq": 0.041203400915631135, "gross_margin": 0.20025125628140703, "operating_margin": 0.12751256281407036, "net_margin": 0.08693467336683416, "roa_ttm": 0.08994562481119726, "roe_ttm": 2.804552590266876, "debt_to_ebitda": 2.2809187279151946, "net_debt_to_ebitda": 1.8336698637051994, "interest_coverage": 77.68627450980392, "debt_to_equity": 14.186813186813186, "current_ratio": 1.1183901822775673, "quick_ratio": 1.7097094387294711, "fcf_to_ebitda": 0.04921756688541141, "capex_to_revenue": 0.06381252386407026, "working_capital_to_revenue": 0.020873106783759705, "capital_efficiency": 1.4472491075390366, "financial_health": -11.101522246040853, "margin_quality": 0.1382328308207705, "growth_momentum": 0.08943595256267695, "company_age_years": 17.637234770704996, "ebitda": 7924000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 11.73727779040691, "revenue_cagr_3y": 0.07305903020494298, "revenue_cagr_5y": 0.05781970713359286, "earnings_cagr_3y": -0.30181038913369473, "quarterly_revenue_growth_yoy": 0.045375494071146244, "quarterly_earnings_growth_yoy": -0.5866788321167883, "revenue_growth_qoq": 0.13712451272643889, "gross_margin": 0.17876588021778583, "operating_margin": 0.10042347247428918, "net_margin": 0.022837265577737447, "roa_ttm": 0.09661416846478049, "roe_ttm": 1.5775436285808364, "debt_to_ebitda": 2.5842236872016366, "net_debt_to_ebitda": 2.1040009092975676, "interest_coverage": 62.84285714285714, "debt_to_equity": 7.486335199209747, "current_ratio": 1.116703343508199, "quick_ratio": 1.0868176332789097, "fcf_to_ebitda": 0.7306205955899068, "capex_to_revenue": 0.08737189025322968, "working_capital_to_revenue": 0.022861592802213847, "capital_efficiency": 0.8370788985228085, "financial_health": -6.477526027860771, "margin_quality": 0.10067553942327083, "growth_momentum": -0.270651669022821, "company_age_years": 19.140314852840522, "ebitda": 8798000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 13.85857209573847, "revenue_cagr_3y": 0.05927793318722019, "revenue_cagr_5y": 0.04458412002096712, "earnings_cagr_3y": -0.00592957906653091, "quarterly_revenue_growth_yoy": -0.0010492567764500147, "quarterly_earnings_growth_yoy": -0.17397769516728626, "revenue_growth_qoq": -0.13606573906029443, "gross_margin": 0.15819571686993056, "operating_margin": 0.08000233413082804, "net_margin": 0.06483048374861411, "roa_ttm": 0.08753193369316763, "roe_ttm": 1.3076040172166428, "debt_to_ebitda": 2.762171628721541, "net_debt_to_ebitda": 2.2485697606538237, "interest_coverage": 53.19875776397515, "debt_to_equity": 6.788522238163558, "current_ratio": 1.1283215989098343, "quick_ratio": 1.7687940040881218, "fcf_to_ebitda": 0.5441914769410391, "capex_to_revenue": 0.08707384585425564, "working_capital_to_revenue": 0.023576704268843975, "capital_efficiency": 0.6975679754549052, "financial_health": -5.762561791201949, "margin_quality": 0.10100951158312423, "growth_momentum": -0.08751347597186813, "company_age_years": 19.38672142368241, "ebitda": 8565000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 12.293275959050511, "revenue_cagr_3y": 0.07174546059606146, "revenue_cagr_5y": 0.04767190914188002, "earnings_cagr_3y": 0.0991224899387928, "quarterly_revenue_growth_yoy": 0.030498970016021972, "quarterly_earnings_growth_yoy": 0.13468013468013468, "revenue_growth_qoq": 0.050884052051117463, "gross_margin": 0.1934032983508246, "operating_margin": 0.11683047365206285, "net_margin": 0.0935643289466378, "roa_ttm": 0.09011688483907022, "roe_ttm": 1.075514356771422, "debt_to_ebitda": 2.684891438857014, "net_debt_to_ebitda": 2.2267971650354372, "interest_coverage": 57.72077922077922, "debt_to_equity": 5.395885145828623, "current_ratio": 1.0887552262891513, "quick_ratio": 1.724858798503631, "fcf_to_ebitda": 0.3850826864664192, "capex_to_revenue": 0.08691630077596443, "working_capital_to_revenue": 0.016706707535967747, "capital_efficiency": 0.5828156208052462, "financial_health": -4.54121837517451, "margin_quality": 0.13459936698317507, "growth_momentum": 0.08258955234807833, "company_age_years": 19.63586584531143, "ebitda": 8889000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 13.134831947134556, "revenue_cagr_3y": 0.08595172747741509, "revenue_cagr_5y": 0.07661867533672084, "earnings_cagr_3y": 0.08504743218886146, "quarterly_revenue_growth_yoy": 0.1321006163584874, "quarterly_earnings_growth_yoy": 0.04925816023738872, "revenue_growth_qoq": 0.13449446330198653, "gross_margin": 0.18849323131253679, "operating_margin": 0.11050618010594468, "net_margin": 0.08671767706494016, "roa_ttm": 0.07053193032212321, "roe_ttm": 1.0032088012835205, "debt_to_ebitda": 3.131138202119175, "net_debt_to_ebitda": 2.127036572860886, "interest_coverage": 49.30898876404494, "debt_to_equity": 6.298876919550768, "current_ratio": 1.2430704935160715, "quick_ratio": 1.2450371827177187, "fcf_to_ebitda": 0.5463142303748434, "capex_to_revenue": 0.0723972513937508, "working_capital_to_revenue": 0.05127706469596784, "capital_efficiency": 0.5368703658028219, "financial_health": -5.175198327404049, "margin_quality": 0.1285723628278072, "growth_momentum": 0.09067938829793806, "company_age_years": 20.637919233401778, "ebitda": 8777000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 11.791421725046444, "revenue_cagr_3y": 0.08569321912527084, "revenue_cagr_5y": 0.09482584601789612, "earnings_cagr_3y": 0.11791570304266163, "quarterly_revenue_growth_yoy": -0.00881190210338896, "quarterly_earnings_growth_yoy": -0.048916727043260805, "revenue_growth_qoq": 0.06740112443534496, "gross_margin": 0.2645575066021564, "operating_margin": 0.17663465420585492, "net_margin": 0.10773660209018644, "roa_ttm": 0.11213804636585731, "roe_ttm": 0.17124257005377866, "debt_to_ebitda": 0.4056055468975556, "net_debt_to_ebitda": 0.3894724431229868, "interest_coverage": 621.765977443609, "debt_to_equity": 0.1540571683156607, "current_ratio": 1.2763264927870506, "quick_ratio": 2.4003967722781114, "fcf_to_ebitda": 0.09907959834270262, "capex_to_revenue": 0.17678910551945543, "working_capital_to_revenue": 0.027041388358378, "capital_efficiency": 0.14169030820981798, "financial_health": -0.12133801631474968, "margin_quality": 0.18297625429939923, "growth_momentum": -0.028864314573324883, "company_age_years": 24.684462696783026, "ebitda": 661559000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 13.11098019106238, "revenue_cagr_3y": 0.08279809981480013, "revenue_cagr_5y": 0.09617608196014982, "earnings_cagr_3y": 0.12473354596421293, "quarterly_revenue_growth_yoy": 0.0040245088354454416, "quarterly_earnings_growth_yoy": 0.014377489095391618, "revenue_growth_qoq": 0.035973975259287694, "gross_margin": 0.26110034231565876, "operating_margin": 0.17557126081795427, "net_margin": 0.10935317801564251, "roa_ttm": 0.11156452144058818, "roe_ttm": 0.16698197633086606, "debt_to_ebitda": 0.3642785866897604, "net_debt_to_ebitda": 0.3417832089250344, "interest_coverage": 590.1202475685234, "debt_to_equity": 0.1355630828419688, "current_ratio": 1.4468127030865436, "quick_ratio": 2.7213782744800614, "fcf_to_ebitda": 0.21061361109696056, "capex_to_revenue": 0.15137982069897135, "working_capital_to_revenue": 0.04032444500664519, "capital_efficiency": 0.13927324888572712, "financial_health": -0.10209107975175084, "margin_quality": 0.18200826038308518, "growth_momentum": 0.00920099896541853, "company_age_years": 24.93634496919918, "ebitda": 667426000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 13.82434194025439, "revenue_cagr_3y": 0.04806961133287091, "revenue_cagr_5y": 0.07303465396682851, "earnings_cagr_3y": -0.00664801296706663, "quarterly_revenue_growth_yoy": 0.09030502307088538, "quarterly_earnings_growth_yoy": -0.08261366232579392, "revenue_growth_qoq": 0.06741443556862961, "gross_margin": 0.16539813186324345, "operating_margin": 0.08949653182765575, "net_margin": 0.054458388984307785, "roa_ttm": 0.10323629728537025, "roe_ttm": 0.28432101197714627, "debt_to_ebitda": 2.0768166030386483, "net_debt_to_ebitda": 2.069444298301414, "interest_coverage": 125.80012033694344, "debt_to_equity": 1.4749634843101422, "current_ratio": 1.4764702862465255, "quick_ratio": 1.4764702862465255, "fcf_to_ebitda": 0.31661977866824054, "capex_to_revenue": 0.06758718231379983, "working_capital_to_revenue": 0.046938437264873234, "capital_efficiency": 0.19377865463125826, "financial_health": -0.7350710994443215, "margin_quality": 0.10311768422506899, "growth_momentum": 0.0038456803725457275, "company_age_years": 27.515400410677618, "ebitda": 1045399000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 14.779161821541932, "revenue_cagr_3y": 0.0733252542748899, "revenue_cagr_5y": 0.08262374380566673, "earnings_cagr_3y": 0.5172923015441353, "quarterly_revenue_growth_yoy": 0.15635578497462613, "quarterly_earnings_growth_yoy": 2.2776463983122937, "revenue_growth_qoq": 0.07965241242227399, "gross_margin": 0.16633788238131608, "operating_margin": 0.07326697350966757, "net_margin": 0.19360604172528842, "roa_ttm": 0.15782927622992388, "roe_ttm": 0.3731058948255474, "debt_to_ebitda": 2.1564341734637367, "net_debt_to_ebitda": 2.1419315522330584, "interest_coverage": 160.8464240102171, "debt_to_equity": 1.1812474685006729, "current_ratio": 1.5181064588692939, "quick_ratio": 1.4923952624187515, "fcf_to_ebitda": 0.32576805731175473, "capex_to_revenue": 0.07329064462435637, "working_capital_to_revenue": 0.0579845768180476, "capital_efficiency": 0.26546758552773564, "financial_health": -0.5868826386198719, "margin_quality": 0.14440363253875735, "growth_momentum": 1.21700109164346, "company_age_years": 27.76728268309377, "ebitda": 1007542000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 13.438598643889234, "revenue_cagr_3y": 0.10596724528341217, "revenue_cagr_5y": 0.08568535861743776, "earnings_cagr_3y": 0.08720774303550494, "quarterly_revenue_growth_yoy": 0.1958600700484545, "quarterly_earnings_growth_yoy": 0.15033787073279975, "revenue_growth_qoq": -0.02106112071391245, "gross_margin": 0.1640573952454645, "operating_margin": 0.08663232806962164, "net_margin": 0.060640217221140054, "roa_ttm": 0.15842357365208462, "roe_ttm": 0.36113239766286526, "debt_to_ebitda": 0.9612660622419084, "net_debt_to_ebitda": 0.9544585938281004, "interest_coverage": 113.6722027972028, "debt_to_equity": 0.5146678208580988, "current_ratio": 1.1304803102869354, "quick_ratio": 1.1304803093779627, "fcf_to_ebitda": 0.18924512269207402, "capex_to_revenue": 0.08447066544816155, "working_capital_to_revenue": 0.01911754090679901, "capital_efficiency": 0.25977798565747495, "financial_health": -0.3856366102155499, "margin_quality": 0.10377664684540873, "growth_momentum": 0.1730989703906271, "company_age_years": 28.01368925393566, "ebitda": 1040328000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 13.06015929121918, "revenue_cagr_3y": 0.11575598237074347, "revenue_cagr_5y": 0.09115823842298165, "earnings_cagr_3y": 0.13609836815151222, "quarterly_revenue_growth_yoy": 0.23864058161519242, "quarterly_earnings_growth_yoy": 0.5495407125851904, "revenue_growth_qoq": 0.09792505562698736, "gross_margin": 0.17651623845795308, "operating_margin": 0.10042509982342439, "net_margin": 0.07089765580331618, "roa_ttm": 0.16462104970253263, "roe_ttm": 0.3715452536242932, "debt_to_ebitda": 0.9087728626212701, "net_debt_to_ebitda": 0.8950365268437714, "interest_coverage": 112.21704718417047, "debt_to_equity": 0.4942607366519095, "current_ratio": 1.1285103540068206, "quick_ratio": 1.1285103540068206, "fcf_to_ebitda": 0.1616124076430126, "capex_to_revenue": 0.0962043317527623, "working_capital_to_revenue": 0.01879666688802573, "capital_efficiency": 0.2680831516634129, "financial_health": -0.36827889152299864, "margin_quality": 0.11594633136156456, "growth_momentum": 0.3940906471001914, "company_age_years": 28.262833675564682, "ebitda": 1105899000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 14.181165180810371, "revenue_cagr_3y": 0.14692776818964504, "revenue_cagr_5y": 0.15233592878744462, "earnings_cagr_3y": 0.39782637786898456, "quarterly_revenue_growth_yoy": 0.277361403129397, "quarterly_earnings_growth_yoy": 0.5727142272753836, "revenue_growth_qoq": 0.11198093876517896, "gross_margin": 0.1568011287482796, "operating_margin": 0.0922235271610774, "net_margin": 0.0692625131864119, "roa_ttm": 0.10940641877565002, "roe_ttm": 0.24401889014617925, "debt_to_ebitda": 0.8479916612397356, "net_debt_to_ebitda": 0.6262054648571906, "interest_coverage": 165.32082087243478, "debt_to_equity": 0.43601963682269895, "current_ratio": 1.3320091350601295, "quick_ratio": 1.3175364246068455, "fcf_to_ebitda": 0.17237367726352928, "capex_to_revenue": 0.07787142363823646, "working_capital_to_revenue": 0.04719171171129711, "capital_efficiency": 0.17671265446091464, "financial_health": -0.25205009063236017, "margin_quality": 0.10609572303192295, "growth_momentum": 0.42503781520239026, "company_age_years": 31.76728268309377, "ebitda": 1603116000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 10.477159829094028, "revenue_cagr_3y": 0.026231401013766975, "revenue_cagr_5y": 0.06666109717498503, "earnings_cagr_3y": -0.20964239227626336, "quarterly_revenue_growth_yoy": -0.043592551178034566, "quarterly_earnings_growth_yoy": 0.12072919156772646, "revenue_growth_qoq": -0.06094898505609266, "gross_margin": 0.09423882064983978, "operating_margin": 0.06682928181389805, "net_margin": 0.03942348030258626, "roa_ttm": 0.16006334714878165, "roe_ttm": 0.4479669187602445, "debt_to_ebitda": 1.0273391159909118, "net_debt_to_ebitda": 0.8454146611024538, "interest_coverage": 68.64516368495286, "debt_to_equity": 0.8349409608852132, "current_ratio": 1.194740842346077, "quick_ratio": 1.194740842346077, "fcf_to_ebitda": 0.7285391562193488, "capex_to_revenue": 0.0033126834175269313, "working_capital_to_revenue": 0.020933455149136797, "capital_efficiency": 0.3040151329545131, "financial_health": -0.38661280982036433, "margin_quality": 0.06683052758877468, "growth_momentum": 0.03856832019484595, "company_age_years": 18.209445585215605, "ebitda": 924719000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 12.154705797461316, "revenue_cagr_3y": 0.008792307910928443, "revenue_cagr_5y": 0.05379370444177245, "earnings_cagr_3y": 0.04803780199823593, "quarterly_revenue_growth_yoy": -0.06875327563172356, "quarterly_earnings_growth_yoy": 0.11727525451744994, "revenue_growth_qoq": -0.042639759590364305, "gross_margin": 0.09298741063188225, "operating_margin": 0.0647220849573333, "net_margin": 0.03870045736046505, "roa_ttm": 0.16513141771115142, "roe_ttm": 0.4381468124845822, "debt_to_ebitda": 1.029310955900923, "net_debt_to_ebitda": 0.8389351194531282, "interest_coverage": 107.43023255813954, "debt_to_equity": 0.813890851363393, "current_ratio": 1.2431834000823583, "quick_ratio": 1.2431833993535244, "fcf_to_ebitda": 0.7070305121723979, "capex_to_revenue": 0.00421167054125865, "working_capital_to_revenue": 0.025183602524451214, "capital_efficiency": 0.3016391150978668, "financial_health": -0.362797622143076, "margin_quality": 0.06546998431656019, "growth_momentum": 0.024260989442863187, "company_age_years": 18.458590006844627, "ebitda": 942378000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 12.00675081025533, "revenue_cagr_3y": 0.0011622825361599087, "revenue_cagr_5y": 0.04034427260885587, "earnings_cagr_3y": 0.08549866531235484, "quarterly_revenue_growth_yoy": -0.06920759089760255, "quarterly_earnings_growth_yoy": 0.042869220453617865, "revenue_growth_qoq": 0.07345549348182448, "gross_margin": 0.09817861462460235, "operating_margin": 0.07083798395086159, "net_margin": 0.043364009478319664, "roa_ttm": 0.15767601154947494, "roe_ttm": 0.41815907003262487, "debt_to_ebitda": 1.0171009986561619, "net_debt_to_ebitda": 0.7988374482885826, "interest_coverage": 151.44054269752593, "debt_to_equity": 0.7641506445788857, "current_ratio": 1.259910275656623, "quick_ratio": 1.2599102749861377, "fcf_to_ebitda": 0.6802329319385524, "capex_to_revenue": 0.00530714507078321, "working_capital_to_revenue": 0.02981015534701806, "capital_efficiency": 0.2879175407910499, "financial_health": -0.3340999899948729, "margin_quality": 0.07079353601792787, "growth_momentum": -0.013169185221992341, "company_age_years": 18.70773442847365, "ebitda": 948775000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 11.924800631789665, "revenue_cagr_3y": 0.003913211488925539, "revenue_cagr_5y": 0.04483711170550997, "earnings_cagr_3y": 0.06195560740209127, "quarterly_revenue_growth_yoy": -0.018571015365051957, "quarterly_earnings_growth_yoy": -0.07461701761432096, "revenue_growth_qoq": 0.016974968641478225, "gross_margin": 0.08986922164139564, "operating_margin": 0.06295664104102983, "net_margin": 0.03844977909584552, "roa_ttm": 0.14128145211516618, "roe_ttm": 0.4077163539731284, "debt_to_ebitda": 1.319819814966649, "net_debt_to_ebitda": 1.077997580150772, "interest_coverage": 124.98747643415028, "debt_to_equity": 0.9648199094723262, "current_ratio": 1.0932054597238134, "quick_ratio": 1.0932054591681954, "fcf_to_ebitda": 0.5901792476919314, "capex_to_revenue": 0.006409593107295655, "working_capital_to_revenue": 0.012963464268307414, "capital_efficiency": 0.27449890304414726, "financial_health": -0.33254716638740045, "margin_quality": 0.06375854725942366, "growth_momentum": -0.04659401648968646, "company_age_years": 18.9596167008898, "ebitda": 928157000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 12.50522762552072, "revenue_cagr_3y": 0.026975155227707548, "revenue_cagr_5y": 0.058641455276411625, "earnings_cagr_3y": 0.09578694946126354, "quarterly_revenue_growth_yoy": 0.06357251484262905, "quarterly_earnings_growth_yoy": -0.033811807272698544, "revenue_growth_qoq": 0.017647598721479585, "gross_margin": 0.0882029883088456, "operating_margin": 0.056681234855306406, "net_margin": 0.035813732164949964, "roa_ttm": 0.1405541851353978, "roe_ttm": 0.4081450287674097, "debt_to_ebitda": 1.3593510195132645, "net_debt_to_ebitda": 1.0878469633852226, "interest_coverage": 292.5593329057088, "debt_to_equity": 0.9858114699164525, "current_ratio": 1.0896886547033189, "quick_ratio": 1.0896886547033189, "fcf_to_ebitda": 0.4801260688445516, "capex_to_revenue": 0.0069563395489779575, "working_capital_to_revenue": 0.012353841894651362, "capital_efficiency": 0.27434960695140376, "financial_health": -0.3296986691598519, "margin_quality": 0.06023265177636732, "growth_momentum": 0.014880353784965251, "company_age_years": 19.211498973305954, "ebitda": 912200000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 13.205682218707885, "revenue_cagr_3y": 0.028110647822837898, "revenue_cagr_5y": 0.05998887421843291, "earnings_cagr_3y": 0.09419920948065497, "quarterly_revenue_growth_yoy": 0.1109916481860594, "quarterly_earnings_growth_yoy": 0.02620142397215941, "revenue_growth_qoq": 4.392418685349087e-05, "gross_margin": 0.08142073862596537, "operating_margin": 0.05503693129826873, "net_margin": 0.03574686138867538, "roa_ttm": 0.13679449666079055, "roe_ttm": 0.39251554480140194, "debt_to_ebitda": 1.3675032698767704, "net_debt_to_ebitda": 1.1140806518138167, "interest_coverage": 97.4803268114384, "debt_to_equity": 0.9423394641128254, "current_ratio": 1.1146515305744695, "quick_ratio": 1.1146515300418085, "fcf_to_ebitda": 0.4715923252187454, "capex_to_revenue": 0.006698406707305091, "working_capital_to_revenue": 0.015960956858040005, "capital_efficiency": 0.26465502073109626, "financial_health": -0.31911500236210827, "margin_quality": 0.0574015104376365, "growth_momentum": 0.0685965360791094, "company_age_years": 19.457905544147845, "ebitda": 906762000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 14.018906113642547, "revenue_cagr_3y": 0.02959849813911508, "revenue_cagr_5y": 0.05611143621584258, "earnings_cagr_3y": -0.015700911014882912, "quarterly_revenue_growth_yoy": 0.12774982909951088, "quarterly_earnings_growth_yoy": -0.07627801717456677, "revenue_growth_qoq": 0.02006270589522746, "gross_margin": 0.0794413773622647, "operating_margin": 0.05138526037197998, "net_margin": 0.03149360369575402, "roa_ttm": 0.11367021842193244, "roe_ttm": 0.35032014023433894, "debt_to_ebitda": 1.7300650923741698, "net_debt_to_ebitda": 1.3799218231988892, "interest_coverage": 80.99017550553224, "debt_to_equity": 1.0842328628102222, "current_ratio": 1.2358875941322116, "quick_ratio": 1.2358875931253153, "fcf_to_ebitda": 0.3582436011734764, "capex_to_revenue": 0.004659407204502977, "working_capital_to_revenue": 0.03270911676295461, "capital_efficiency": 0.23199517932813568, "financial_health": -0.48235537153923974, "margin_quality": 0.054106747143332905, "growth_momentum": 0.025735905962472057, "company_age_years": 19.958932238193018, "ebitda": 849101000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 15.745045663152462, "revenue_cagr_3y": 0.056569527108211615, "revenue_cagr_5y": 0.059149920847597626, "earnings_cagr_3y": 0.10539678637422067, "quarterly_revenue_growth_yoy": 0.1595358677589148, "quarterly_earnings_growth_yoy": 0.24736106227974783, "revenue_growth_qoq": 0.046330366016101146, "gross_margin": 0.08087558267037663, "operating_margin": 0.05325439304043198, "net_margin": 0.03852632440237932, "roa_ttm": 0.11919565308744394, "roe_ttm": 0.35412573777218226, "debt_to_ebitda": 1.6876013712769096, "net_debt_to_ebitda": 1.3029780116484813, "interest_coverage": 49.59981716375271, "debt_to_equity": 1.0275329739890373, "current_ratio": 1.2633964443867491, "quick_ratio": 1.2633964438835914, "fcf_to_ebitda": 0.37156719994102033, "capex_to_revenue": 0.0038969345056754216, "working_capital_to_revenue": 0.035205704609069105, "capital_efficiency": 0.2366606954298131, "financial_health": -0.4472156807873551, "margin_quality": 0.057552100037729315, "growth_momentum": 0.2034484650193313, "company_age_years": 20.210814510609172, "ebitda": 868096000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 14.100670999207248, "revenue_cagr_3y": 0.06448156537802952, "revenue_cagr_5y": 0.05393786595099437, "earnings_cagr_3y": 0.05072135939676259, "quarterly_revenue_growth_yoy": 0.15256502798638713, "quarterly_earnings_growth_yoy": 0.4329843073349479, "revenue_growth_qoq": 0.08934542268707804, "gross_margin": 0.07737374583054356, "operating_margin": 0.0512175175284966, "net_margin": 0.037222082035305123, "roa_ttm": 0.12871444983073166, "roe_ttm": 0.3775638783552974, "debt_to_ebitda": 1.5428003767490157, "net_debt_to_ebitda": 1.2022624677499114, "interest_coverage": 177.84964898595945, "debt_to_equity": 0.9268159659166135, "current_ratio": 1.8092786446360563, "quick_ratio": 1.8092786446360563, "fcf_to_ebitda": 0.5305867350575046, "capex_to_revenue": 0.003452864523576126, "working_capital_to_revenue": 0.07738366211471114, "capital_efficiency": 0.2531391640930145, "financial_health": -0.8136015908313396, "margin_quality": 0.055271115131448424, "growth_momentum": 0.2927746676606675, "company_age_years": 20.706365503080082, "ebitda": 912013000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 15.316084489470992, "revenue_cagr_3y": 0.07871351330958909, "revenue_cagr_5y": 0.052905992269572044, "earnings_cagr_3y": 0.08051386938128746, "quarterly_revenue_growth_yoy": 0.13408787694701294, "quarterly_earnings_growth_yoy": 0.47580252714244964, "revenue_growth_qoq": 0.003709743390901435, "gross_margin": 0.08358652345115217, "operating_margin": 0.05731098115053939, "net_margin": 0.04098301451571565, "roa_ttm": 0.1402069836504462, "roe_ttm": 0.40208719120287656, "debt_to_ebitda": 1.3921426577171734, "net_debt_to_ebitda": 1.0830540508842417, "interest_coverage": 147.63729696598222, "debt_to_equity": 0.8561856449911049, "current_ratio": 1.851122394300391, "quick_ratio": 1.851122394300391, "fcf_to_ebitda": 0.65379701312221, "capex_to_revenue": 0.0037144480810548802, "working_capital_to_revenue": 0.07838868781168233, "capital_efficiency": 0.2711470874266614, "financial_health": -0.7899004397191117, "margin_quality": 0.060626839705802404, "growth_momentum": 0.3049452020447313, "company_age_years": 20.958247775496236, "ebitda": 963481000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 12.560865037291387, "revenue_cagr_3y": 0.08822860080216977, "revenue_cagr_5y": 0.05588014330595614, "earnings_cagr_3y": 0.13921269449181106, "quarterly_revenue_growth_yoy": 0.04498273391541866, "quarterly_earnings_growth_yoy": 0.22676263142714806, "revenue_growth_qoq": -0.03587968032805983, "gross_margin": 0.09049669543160457, "operating_margin": 0.06175028540992211, "net_margin": 0.0452281684368043, "roa_ttm": 0.15008881034789626, "roe_ttm": 0.41659483150448845, "debt_to_ebitda": 1.334591579005801, "net_debt_to_ebitda": 0.9592837912316665, "interest_coverage": 106.68485617597293, "debt_to_equity": 0.8440617972561998, "current_ratio": 1.9207631496878232, "quick_ratio": 1.9207631489901438, "fcf_to_ebitda": 0.7226569469831842, "capex_to_revenue": 0.003840438905929179, "working_capital_to_revenue": 0.07935405875184262, "capital_efficiency": 0.28334182092619237, "financial_health": -0.7554110736538324, "margin_quality": 0.06582504975944366, "growth_momentum": 0.13587268267128336, "company_age_years": 21.21013004791239, "ebitda": 1008812000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 12.737018950269457, "revenue_cagr_3y": 0.06862465311779409, "revenue_cagr_5y": 0.03604082454432955, "earnings_cagr_3y": 0.10792781647173189, "quarterly_revenue_growth_yoy": -0.044357323606415464, "quarterly_earnings_growth_yoy": 0.13697407534944517, "revenue_growth_qoq": -0.09345253688578867, "gross_margin": 0.0902913993084898, "operating_margin": 0.05986068495232205, "net_margin": 0.04312955019846929, "roa_ttm": 0.14561025102161942, "roe_ttm": 0.4139006063921392, "debt_to_ebitda": 1.3904122077044725, "net_debt_to_ebitda": 0.9629343169919086, "interest_coverage": 60.79906651108518, "debt_to_equity": 0.8767863939666978, "current_ratio": 1.9083882646551917, "quick_ratio": 1.9083882639557266, "fcf_to_ebitda": 0.7551933794967066, "capex_to_revenue": 0.003783969853658507, "working_capital_to_revenue": 0.078913876146127, "capital_efficiency": 0.2797554287068793, "financial_health": -0.7170008124102657, "margin_quality": 0.06442721148642704, "growth_momentum": 0.04630837587151485, "company_age_years": 21.456536618754278, "ebitda": 1042096000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 17.796747230627293, "revenue_cagr_3y": 0.04735953418843453, "revenue_cagr_5y": 0.07218007659984615, "earnings_cagr_3y": -0.010486091241484918, "quarterly_revenue_growth_yoy": 0.1993306138201673, "quarterly_earnings_growth_yoy": 0.49140314410832847, "revenue_growth_qoq": 0.07684434766142775, "gross_margin": 0.072825913978211, "operating_margin": 0.045456463767504306, "net_margin": 0.032488967902068205, "roa_ttm": 0.09844393496593677, "roe_ttm": 0.26938247267322823, "debt_to_ebitda": 1.4961064264930741, "net_debt_to_ebitda": 1.181528913089762, "interest_coverage": 64.40580071470124, "debt_to_equity": 0.6167640016958051, "current_ratio": 1.5989834388921864, "quick_ratio": 1.5989834388921864, "fcf_to_ebitda": 0.5744320931102781, "capex_to_revenue": 0.003332427146462792, "working_capital_to_revenue": 0.06799295321447271, "capital_efficiency": 0.1839132038195825, "financial_health": -0.534171942291409, "margin_quality": 0.05025711521592784, "growth_momentum": 0.3453668789642479, "company_age_years": 23.211498973305954, "ebitda": 774995000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 15.934594866457378, "revenue_cagr_3y": 0.0696419771404102, "revenue_cagr_5y": 0.09339999894608764, "earnings_cagr_3y": 0.06791933477812884, "quarterly_revenue_growth_yoy": 0.2625121944553073, "quarterly_earnings_growth_yoy": 1.2177078801218233, "revenue_growth_qoq": 0.05592255946430471, "gross_margin": 0.07109790046314751, "operating_margin": 0.04648940260444238, "net_margin": 0.03607612946980861, "roa_ttm": 0.10748982020050306, "roe_ttm": 0.3220127321301347, "debt_to_ebitda": 1.5879187040772993, "net_debt_to_ebitda": 1.3427975070091431, "interest_coverage": 78.84271758436945, "debt_to_equity": 0.7545845249966947, "current_ratio": 1.482071635229064, "quick_ratio": 1.482071635229064, "fcf_to_ebitda": 0.37305650456368716, "capex_to_revenue": 0.003069400284215354, "working_capital_to_revenue": 0.06446612387435126, "capital_efficiency": 0.2147512761653189, "financial_health": -0.5464533886384136, "margin_quality": 0.05122114417913284, "growth_momentum": 0.7401100372885653, "company_age_years": 23.457905544147845, "ebitda": 887769000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 15.310895984487624, "revenue_cagr_3y": 0.06819838593732208, "revenue_cagr_5y": 0.0067291137050415895, "earnings_cagr_3y": -0.12232191151116789, "quarterly_revenue_growth_yoy": -0.34958119284104155, "quarterly_earnings_growth_yoy": -0.7205049040021827, "revenue_growth_qoq": -0.04115949319877615, "gross_margin": 0.06518054862030785, "operating_margin": 0.02999260943820875, "net_margin": 0.02200795322145271, "roa_ttm": 0.09882927022395403, "roe_ttm": 0.38483920908114433, "debt_to_ebitda": 2.1462200450466487, "net_debt_to_ebitda": 1.8968317823330747, "interest_coverage": 36.3225, "debt_to_equity": 1.3029118072309989, "current_ratio": 1.1050135597037978, "quick_ratio": 1.1050135593416746, "fcf_to_ebitda": 2.0978530453955346, "capex_to_revenue": 0.005487995634061972, "working_capital_to_revenue": 0.014416285211324495, "capital_efficiency": 0.2418342396525492, "financial_health": -0.6242500018330898, "margin_quality": 0.039060370426656436, "growth_momentum": -0.5350430484216121, "company_age_years": 25.7056810403833, "ebitda": 842682000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 18.00016119062829, "revenue_cagr_3y": -0.027943176144885618, "revenue_cagr_5y": 0.03299673225223754, "earnings_cagr_3y": -0.18765388693517115, "quarterly_revenue_growth_yoy": -0.04322924233520612, "quarterly_earnings_growth_yoy": -0.19137269237799306, "revenue_growth_qoq": 0.04510400207300669, "gross_margin": 0.06315103355135211, "operating_margin": 0.028813245485189053, "net_margin": 0.021055632751181864, "roa_ttm": 0.055397866408581145, "roe_ttm": 0.2119883020488198, "debt_to_ebitda": 3.0656503047359243, "net_debt_to_ebitda": 2.8552910098585955, "interest_coverage": 26.20769230769231, "debt_to_equity": 1.2416793357174924, "current_ratio": 1.3736975033043337, "quick_ratio": 1.3736975028646352, "fcf_to_ebitda": 0.6500112225694504, "capex_to_revenue": 0.003885651181542838, "working_capital_to_revenue": 0.04885272727314532, "capital_efficiency": 0.13369308422870047, "financial_health": -0.971288460801292, "margin_quality": 0.03767330392924101, "growth_momentum": -0.11730096735659959, "company_age_years": 26.458590006844627, "ebitda": 579190000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 12.826453876897359, "revenue_cagr_3y": 0.011812491474155307, "revenue_cagr_5y": 0.018274670865898734, "earnings_cagr_3y": 0.03621184467705252, "quarterly_revenue_growth_yoy": 0.08929326768522748, "quarterly_earnings_growth_yoy": -0.03437422347386731, "revenue_growth_qoq": -0.05899792144613269, "gross_margin": 0.12618209965232743, "operating_margin": 0.09456408902281488, "net_margin": 0.060359891582078426, "roa_ttm": 0.1472712308700911, "roe_ttm": 0.21934828744068438, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 259.7026632615834, "debt_to_equity": 0.0, "current_ratio": 2.5914821256705842, "quick_ratio": 2.5914821245916073, "fcf_to_ebitda": 0.6051640455436226, "capex_to_revenue": 0.009324469930022297, "working_capital_to_revenue": 0.2369580398853149, "capital_efficiency": 0.18330975915538775, "financial_health": 0.39826211217827145, "margin_quality": 0.09370202675240691, "growth_momentum": 0.027459522105680086, "company_age_years": 27.014373716632445, "ebitda": 711845000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 13.064480453122128, "revenue_cagr_3y": 0.015018581170349599, "revenue_cagr_5y": 0.02130913756224606, "earnings_cagr_3y": 0.06035358912047606, "quarterly_revenue_growth_yoy": 0.1336224311330808, "quarterly_earnings_growth_yoy": -0.062049770792403404, "revenue_growth_qoq": 0.08228876238405522, "gross_margin": 0.12192881690196433, "operating_margin": 0.10060522197551963, "net_margin": 0.06509141118198578, "roa_ttm": 0.139040663553393, "roe_ttm": 0.21271213719301726, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 207.5801775147929, "debt_to_equity": 0.0, "current_ratio": 2.475389174372746, "quick_ratio": 2.475389173380334, "fcf_to_ebitda": 0.5698860210854578, "capex_to_revenue": 0.010144021656192987, "working_capital_to_revenue": 0.2315031956712529, "capital_efficiency": 0.17587640037320512, "financial_health": 0.36883890065886893, "margin_quality": 0.09587515001982323, "growth_momentum": 0.03578633017033871, "company_age_years": 27.263518138261464, "ebitda": 701621000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 13.647171357582627, "revenue_cagr_3y": 0.018625525073631133, "revenue_cagr_5y": 0.033061692190448744, "earnings_cagr_3y": 0.05512575011360776, "quarterly_revenue_growth_yoy": 0.15346449103107154, "quarterly_earnings_growth_yoy": 0.11788326935053588, "revenue_growth_qoq": 0.07767065184697051, "gross_margin": 0.131667671013658, "operating_margin": 0.10370576295413408, "net_margin": 0.06673247636455243, "roa_ttm": 0.14108334601439418, "roe_ttm": 0.21889147791990204, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 209.5362950058072, "debt_to_equity": 0.0, "current_ratio": 2.340887167372641, "quick_ratio": 2.34088716644332, "fcf_to_ebitda": 0.48183797251549587, "capex_to_revenue": 0.013051850730997312, "working_capital_to_revenue": 0.21659518216688403, "capital_efficiency": 0.17998741196714813, "financial_health": 0.33674945362821174, "margin_quality": 0.10070197011078151, "growth_momentum": 0.1356738801908037, "company_age_years": 27.515400410677618, "ebitda": 721643000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 14.187039437277372, "revenue_cagr_3y": 0.024378032936570593, "revenue_cagr_5y": 0.044016538695485385, "earnings_cagr_3y": 0.18880081418780903, "quarterly_revenue_growth_yoy": 0.15795547765630719, "quarterly_earnings_growth_yoy": 0.5097838864273443, "revenue_growth_qoq": 0.05504764821886552, "gross_margin": 0.12983946846775302, "operating_margin": 0.10466710599877667, "net_margin": 0.08781400368470961, "roa_ttm": 0.1569918973579792, "roe_ttm": 0.2456726332901241, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 205.9824127507557, "debt_to_equity": 0.0, "current_ratio": 2.324954556640219, "quick_ratio": 2.324954555725406, "fcf_to_ebitda": 0.5251317421988607, "capex_to_revenue": 0.013728755078061561, "working_capital_to_revenue": 0.20926800779315205, "capital_efficiency": 0.20133226532405163, "financial_health": 0.3372140844681823, "margin_quality": 0.10744019271707976, "growth_momentum": 0.33386968204182577, "company_age_years": 27.76728268309377, "ebitda": 749570000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 14.867928484064835, "revenue_cagr_3y": 0.0498882700275467, "revenue_cagr_5y": 0.054236945463799646, "earnings_cagr_3y": 0.06088340489265853, "quarterly_revenue_growth_yoy": 0.17059354330228388, "quarterly_earnings_growth_yoy": 0.2917198739561419, "revenue_growth_qoq": 0.05570787731183619, "gross_margin": 0.12257663753685075, "operating_margin": 0.09378210311924187, "net_margin": 0.07182669845455489, "roa_ttm": 0.17987782300487226, "roe_ttm": 0.2982015629564091, "debt_to_ebitda": 0.1036892732231119, "net_debt_to_ebitda": 0.0, "interest_coverage": 158.18882204541043, "debt_to_equity": 0.04472650379520699, "current_ratio": 2.0674004836032065, "quick_ratio": 1.957639971199889, "fcf_to_ebitda": 0.6231943440876309, "capex_to_revenue": 0.011680614549566369, "working_capital_to_revenue": 0.17615501483761653, "capital_efficiency": 0.23903969298064068, "financial_health": 0.3258566051419291, "margin_quality": 0.0960618130368825, "growth_momentum": 0.2311567086292129, "company_age_years": 28.262833675564682, "ebitda": 815147000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 14.397263585791183, "revenue_cagr_3y": 0.0818562107300429, "revenue_cagr_5y": 0.06335740078418772, "earnings_cagr_3y": 0.11202593103529201, "quarterly_revenue_growth_yoy": 0.16024106547343586, "quarterly_earnings_growth_yoy": 0.3528017761073647, "revenue_growth_qoq": 0.06813996410836148, "gross_margin": 0.1234847176901184, "operating_margin": 0.09715884716351013, "net_margin": 0.07780780670193936, "roa_ttm": 0.18170684898644596, "roe_ttm": 0.3098173734270897, "debt_to_ebitda": 0.06353269611240779, "net_debt_to_ebitda": 0.0, "interest_coverage": 176.9704506802721, "debt_to_equity": 0.027041453609148763, "current_ratio": 1.9938561186176376, "quick_ratio": 1.8718278754932964, "fcf_to_ebitda": 0.6391649418777156, "capex_to_revenue": 0.008335961212377176, "working_capital_to_revenue": 0.17542037629006865, "capital_efficiency": 0.24576211120676783, "financial_health": 0.29705289672544083, "margin_quality": 0.09948379051852263, "growth_momentum": 0.2565214207904003, "company_age_years": 28.514715947980836, "ebitda": 832469000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 13.049386361338472, "revenue_cagr_3y": 0.1188370324582444, "revenue_cagr_5y": 0.06467257674593752, "earnings_cagr_3y": 0.16122598567459834, "quarterly_revenue_growth_yoy": 0.1757815807646167, "quarterly_earnings_growth_yoy": 0.07332586678804794, "revenue_growth_qoq": 0.06917918053398771, "gross_margin": 0.12391455168351004, "operating_margin": 0.0970689261078808, "net_margin": 0.08016203278140023, "roa_ttm": 0.18651018129410277, "roe_ttm": 0.31114715945638244, "debt_to_ebitda": 0.05160466598164551, "net_debt_to_ebitda": 0.0, "interest_coverage": 170.73103171417102, "debt_to_equity": 0.022092390018713152, "current_ratio": 2.061151352952393, "quick_ratio": 2.061151352198722, "fcf_to_ebitda": 0.6176124112666386, "capex_to_revenue": 0.005833358420272376, "working_capital_to_revenue": 0.17300489717529258, "capital_efficiency": 0.2488286703752426, "financial_health": 0.27869016662548474, "margin_quality": 0.10038183685759701, "growth_momentum": 0.12455372377633231, "company_age_years": 28.76659822039699, "ebitda": 850582000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 14.352508275135651, "revenue_cagr_3y": 0.11330942449601311, "revenue_cagr_5y": 0.04944634837927708, "earnings_cagr_3y": 0.09686668358822437, "quarterly_revenue_growth_yoy": 0.03985575913676165, "quarterly_earnings_growth_yoy": 0.08921446605739483, "revenue_growth_qoq": 0.007686934636798774, "gross_margin": 0.12368471083657279, "operating_margin": 0.09442080115780326, "net_margin": 0.07523608761929652, "roa_ttm": 0.1740476392860962, "roe_ttm": 0.3094872531232737, "debt_to_ebitda": 0.07186289666109126, "net_debt_to_ebitda": 0.0, "interest_coverage": 130.8400859422959, "debt_to_equity": 0.02987216311477528, "current_ratio": 2.1202827606699928, "quick_ratio": 2.0079518618726637, "fcf_to_ebitda": 0.692007778979396, "capex_to_revenue": 0.0052476839540672865, "working_capital_to_revenue": 0.17091508718382606, "capital_efficiency": 0.24176744620468493, "financial_health": 0.29686124722031043, "margin_quality": 0.09778053320455753, "growth_momentum": 0.06453511259707824, "company_age_years": 29.2621492128679, "ebitda": 852554000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 13.723871749857604, "revenue_cagr_3y": 0.09917218470677724, "revenue_cagr_5y": 0.040033491355467854, "earnings_cagr_3y": 0.1419873338719253, "quarterly_revenue_growth_yoy": -0.007696034380594056, "quarterly_earnings_growth_yoy": -0.01518820839377474, "revenue_growth_qoq": 0.019294755939219258, "gross_margin": 0.12707008441553747, "operating_margin": 0.09954912511958668, "net_margin": 0.07722033587889274, "roa_ttm": 0.17058870030187892, "roe_ttm": 0.2864380250839795, "debt_to_ebitda": 0.07232973996521641, "net_debt_to_ebitda": 0.0, "interest_coverage": 155.42646791492456, "debt_to_equity": 0.02801595553109222, "current_ratio": 2.3396804287985833, "quick_ratio": 2.2292617519977425, "fcf_to_ebitda": 0.7730564057819815, "capex_to_revenue": 0.005710558419102275, "working_capital_to_revenue": 0.18953041579080865, "capital_efficiency": 0.2285133626929292, "financial_health": 0.328068371567102, "margin_quality": 0.10127984847133897, "growth_momentum": -0.011442121387184399, "company_age_years": 29.51403148528405, "ebitda": 855001000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 15.121070126045383, "revenue_cagr_3y": 0.07589178813661923, "revenue_cagr_5y": 0.029435017895451665, "earnings_cagr_3y": 0.0748444972228266, "quarterly_revenue_growth_yoy": -0.08528191798432365, "quarterly_earnings_growth_yoy": -0.23371463646001897, "revenue_growth_qoq": -0.014417393022644956, "gross_margin": 0.11702587018402975, "operating_margin": 0.08818836338065499, "net_margin": 0.06715401569042823, "roa_ttm": 0.15991699630865974, "roe_ttm": 0.26896923410544193, "debt_to_ebitda": 0.07994574642692034, "net_debt_to_ebitda": 0.0, "interest_coverage": 174.70982905982905, "debt_to_equity": 0.029779574565791417, "current_ratio": 2.3708639257462436, "quick_ratio": 2.2580667249841224, "fcf_to_ebitda": 0.8865897299796244, "capex_to_revenue": 0.005751626887699797, "working_capital_to_revenue": 0.19590477609362497, "capital_efficiency": 0.21444311520705084, "financial_health": 0.33329622490847494, "margin_quality": 0.09078941641837097, "growth_momentum": -0.1594982772221713, "company_age_years": 29.765913757700204, "ebitda": 817642000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 13.916017841508722, "revenue_cagr_3y": 0.12971139171655666, "revenue_cagr_5y": 0.07345818086786293, "earnings_cagr_3y": 0.19094589084912195, "quarterly_revenue_growth_yoy": 0.18446790814800113, "quarterly_earnings_growth_yoy": 0.20058896891262756, "revenue_growth_qoq": 0.26774469678168367, "gross_margin": 0.12401091959696037, "operating_margin": 0.10270343804721374, "net_margin": 0.07626007951629935, "roa_ttm": 0.15845983008138467, "roe_ttm": 0.27963270187178285, "debt_to_ebitda": 0.08251106220865573, "net_debt_to_ebitda": 0.0, "interest_coverage": 330.2930832356389, "debt_to_equity": 0.032300226296107945, "current_ratio": 2.219035626197044, "quick_ratio": 2.104187741495215, "fcf_to_ebitda": 0.7401919026998888, "capex_to_revenue": 0.006266173572569194, "working_capital_to_revenue": 0.1862031050887624, "capital_efficiency": 0.21904626597658378, "financial_health": 0.309816315619983, "margin_quality": 0.10099147905349115, "growth_momentum": 0.19252843853031434, "company_age_years": 30.26420260095825, "ebitda": 845220000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 15.725860325697925, "revenue_cagr_3y": 0.09230784607334885, "revenue_cagr_5y": 0.07299849036476869, "earnings_cagr_3y": 0.16734602647142105, "quarterly_revenue_growth_yoy": 0.13198898236262294, "quarterly_earnings_growth_yoy": 0.19401951055105135, "revenue_growth_qoq": -0.025866023413593422, "gross_margin": 0.12876456169825773, "operating_margin": 0.10726938540383606, "net_margin": 0.08145184192364073, "roa_ttm": 0.14565518747731473, "roe_ttm": 0.25373247072675814, "debt_to_ebitda": 0.07913721367215462, "net_debt_to_ebitda": 0.0, "interest_coverage": 594.468085106383, "debt_to_equity": 0.028279048724055556, "current_ratio": 2.278268038922756, "quick_ratio": 2.1230266691966637, "fcf_to_ebitda": 0.706947924123121, "capex_to_revenue": 0.0053405487058317625, "working_capital_to_revenue": 0.21974075746709737, "capital_efficiency": 0.19969382910203642, "financial_health": 0.33623766047179865, "margin_quality": 0.10582859634191151, "growth_momentum": 0.16300424645683714, "company_age_years": 30.5160848733744, "ebitda": 894080000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 13.225887807437664, "revenue_cagr_3y": -0.02305198716220125, "revenue_cagr_5y": 0.009299963813510947, "earnings_cagr_3y": -0.03605197690378481, "quarterly_revenue_growth_yoy": -0.4979533009670011, "quarterly_earnings_growth_yoy": -0.5863127068702032, "revenue_growth_qoq": -0.022212727123360088, "gross_margin": 0.13762139834639345, "operating_margin": 0.09866159878465809, "net_margin": 0.07824334326787978, "roa_ttm": 0.17767988220494826, "roe_ttm": 0.32671159700857105, "debt_to_ebitda": 0.08563241747218207, "net_debt_to_ebitda": 0.0, "interest_coverage": 728.5034353529045, "debt_to_equity": 0.04011438761657656, "current_ratio": 2.1066713855954697, "quick_ratio": 1.9724410558803152, "fcf_to_ebitda": 1.1442785685746963, "capex_to_revenue": 0.004484574062942295, "working_capital_to_revenue": 0.17630866973691378, "capital_efficiency": 0.2521957396067597, "financial_health": 0.35810062687290267, "margin_quality": 0.10484211346631045, "growth_momentum": -0.5421330039186021, "company_age_years": 33.51403148528405, "ebitda": 1166334000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 16.72882448796386, "revenue_cagr_3y": -0.10424928911759723, "revenue_cagr_5y": 0.003744535244740721, "earnings_cagr_3y": -0.07202705692228495, "quarterly_revenue_growth_yoy": -0.3381521231267042, "quarterly_earnings_growth_yoy": -0.27616793447527316, "revenue_growth_qoq": 0.040076237408110775, "gross_margin": 0.12074934760695558, "operating_margin": 0.087540961151443, "net_margin": 0.06968181131704371, "roa_ttm": 0.16642678769152278, "roe_ttm": 0.31496768255694774, "debt_to_ebitda": 0.09733224046915098, "net_debt_to_ebitda": 0.0, "interest_coverage": 6445.471698113208, "debt_to_equity": 0.041729872194448514, "current_ratio": 2.0154727847492273, "quick_ratio": 2.0154727847492273, "fcf_to_ebitda": 0.9893123737595504, "capex_to_revenue": 0.004227261828085904, "working_capital_to_revenue": 0.18610360522617475, "capital_efficiency": 0.24069723512423524, "financial_health": 0.3344268071441566, "margin_quality": 0.09265737335848075, "growth_momentum": -0.3071600288009887, "company_age_years": 33.765913757700204, "ebitda": 1024830000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 13.139529718711781, "revenue_cagr_3y": 2.1448527480507162, "revenue_cagr_5y": 1.4339633579229711, "earnings_cagr_3y": 0.15655480540766464, "quarterly_revenue_growth_yoy": 4.0436699857752485, "quarterly_earnings_growth_yoy": -0.5306122448979592, "revenue_growth_qoq": 0.060888037819400394, "gross_margin": 0.13943650054996193, "operating_margin": 0.017598781622810727, "net_margin": -0.006345714527455791, "roa_ttm": -0.015811249731979067, "roe_ttm": -0.07303741746148203, "debt_to_ebitda": 11.33754586220954, "net_debt_to_ebitda": 10.768854463921729, "interest_coverage": 5.269602577873255, "debt_to_equity": 2.0404255319148934, "current_ratio": 1.1209775516974456, "quick_ratio": 1.1023259242876626, "fcf_to_ebitda": -0.6153689359967387, "capex_to_revenue": 0.033661701334811146, "working_capital_to_revenue": 0.03135898489379795, "capital_efficiency": -0.04442433359673055, "financial_health": -1.9511011230127364, "margin_quality": 0.050229855881772284, "growth_momentum": 1.7565288704386446, "company_age_years": 12.48186173853525, "ebitda": 490600000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 15.841627906976743, "revenue_cagr_3y": -0.25357984017956536, "revenue_cagr_5y": -0.15064507605812827, "earnings_cagr_3y": -0.22582467187444066, "quarterly_revenue_growth_yoy": 1.9561360275998028, "quarterly_earnings_growth_yoy": 1.6170212765957446, "revenue_growth_qoq": -0.020202020202020204, "gross_margin": 0.10257731958762886, "operating_margin": 0.06134020618556701, "net_margin": 0.029896907216494847, "roa_ttm": 0.025226908702616124, "roe_ttm": 0.14928909952606634, "debt_to_ebitda": 4.098837209302325, "net_debt_to_ebitda": 3.619767441860465, "interest_coverage": 20.476190476190474, "debt_to_equity": 2.7843601895734595, "current_ratio": 1.0018867924528303, "quick_ratio": 1.0018867924528303, "fcf_to_ebitda": -0.8290697674418605, "capex_to_revenue": 0.19795971074380164, "working_capital_to_revenue": 0.00038739669421487604, "capital_efficiency": 0.08725800411434123, "financial_health": -2.579289209174357, "margin_quality": 0.06460481099656358, "growth_momentum": 1.7865786520977736, "company_age_years": 20.23271731690623, "ebitda": 860000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 18.634755463059314, "revenue_cagr_3y": -0.12273308874192601, "revenue_cagr_5y": -0.133028563784647, "earnings_cagr_3y": -0.1647964708301649, "quarterly_revenue_growth_yoy": 0.058206607236497114, "quarterly_earnings_growth_yoy": 3.7857142857142856, "revenue_growth_qoq": 0.04020618556701031, "gross_margin": 0.10703666997026759, "operating_margin": 0.06838453914767097, "net_margin": 0.033201189296333006, "roa_ttm": 0.03182954097066947, "roe_ttm": 0.1816816816816817, "debt_to_ebitda": 3.6576482830385015, "net_debt_to_ebitda": 3.4193548387096775, "interest_coverage": 16.56896551724138, "debt_to_equity": 2.638888888888889, "current_ratio": 0.9420468557336621, "quick_ratio": 0.9426633785450061, "fcf_to_ebitda": -0.7471383975026015, "capex_to_revenue": 0.20560152768936982, "working_capital_to_revenue": -0.011966900063653724, "capital_efficiency": 0.10675561132617559, "financial_health": -2.4646250551485327, "margin_quality": 0.06954079947142386, "growth_momentum": 1.9219604464753914, "company_age_years": 20.48186173853525, "ebitda": 961000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 16.02529510961214, "revenue_cagr_3y": -0.16996776870917318, "revenue_cagr_5y": -0.1421041427276616, "earnings_cagr_3y": -0.14970985759143862, "quarterly_revenue_growth_yoy": -0.009278350515463918, "quarterly_earnings_growth_yoy": 0.29310344827586204, "revenue_growth_qoq": -0.06380905991232343, "gross_margin": 0.09729448491155047, "operating_margin": 0.07752341311134235, "net_margin": 0.03902185223725286, "roa_ttm": 0.050181535269709546, "roe_ttm": 0.241875, "debt_to_ebitda": 2.9629005059021924, "net_debt_to_ebitda": 2.7554806070826308, "interest_coverage": 22.37735849056604, "debt_to_equity": 2.19625, "current_ratio": 1.0598591549295775, "quick_ratio": 1.0598591549295775, "fcf_to_ebitda": 0.012647554806070826, "capex_to_revenue": 0.09774529236868186, "working_capital_to_revenue": 0.010530227948463826, "capital_efficiency": 0.14602826763485477, "financial_health": -2.0462266597510372, "margin_quality": 0.0712799167533819, "growth_momentum": 0.14191254888019905, "company_age_years": 21.234770704996578, "ebitda": 1186000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 13.74400112787255, "revenue_cagr_3y": 0.02925560602211963, "revenue_cagr_5y": 0.02445730246410993, "earnings_cagr_3y": 0.03476032178167765, "quarterly_revenue_growth_yoy": 0.21309734513274337, "quarterly_earnings_growth_yoy": 0.22894736842105262, "revenue_growth_qoq": 0.04100850546780073, "gross_margin": 0.3930551502772104, "operating_margin": 0.3930551502772104, "net_margin": 0.2725415815582142, "roa_ttm": 0.09328662011793443, "roe_ttm": 0.2800740740740741, "debt_to_ebitda": 2.307345269984492, "net_debt_to_ebitda": 1.9916819399407868, "interest_coverage": 39.40555555555556, "debt_to_equity": 1.2122962962962962, "current_ratio": 1.734437975817286, "quick_ratio": 1.5826242722794448, "fcf_to_ebitda": 0.4663752995911462, "capex_to_revenue": 0.1430282702443699, "working_capital_to_revenue": 0.13096949369110367, "capital_efficiency": 0.18668034709600426, "financial_health": -1.1436472220166183, "margin_quality": 0.35288396070421163, "growth_momentum": 0.221022356776898, "company_age_years": 41.158110882956876, "ebitda": 7093000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 15.532121830985915, "revenue_cagr_3y": -0.020908526641886582, "revenue_cagr_5y": -0.015748116421545055, "earnings_cagr_3y": 0.03988963598768103, "quarterly_revenue_growth_yoy": -0.11791622668074622, "quarterly_earnings_growth_yoy": -0.1339421613394216, "revenue_growth_qoq": 0.20191846522781776, "gross_margin": 0.33519553072625696, "operating_margin": 0.33519553072625696, "net_margin": 0.22705506783719073, "roa_ttm": 0.05259435815500668, "roe_ttm": 0.1343952881333244, "debt_to_ebitda": 2.9866197183098593, "net_debt_to_ebitda": 2.667605633802817, "interest_coverage": 27.483870967741936, "debt_to_equity": 0.8515494277491467, "current_ratio": 1.286284289276808, "quick_ratio": 1.1630922693266832, "fcf_to_ebitda": 0.4892018779342723, "capex_to_revenue": 0.15929739551786795, "working_capital_to_revenue": 0.057944679991924083, "capital_efficiency": 0.09349482314416555, "financial_health": -0.8099971800516765, "margin_quality": 0.2991487097632349, "growth_momentum": -0.1259291940100839, "company_age_years": 38.32991101984942, "ebitda": 4260000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 16.749655836621027, "revenue_cagr_3y": -0.012136200710808787, "revenue_cagr_5y": 0.0043308707666951385, "earnings_cagr_3y": -0.4470104145608249, "quarterly_revenue_growth_yoy": -0.043494423791821564, "quarterly_earnings_growth_yoy": 0.0075075075075075074, "revenue_growth_qoq": 0.026735833998403832, "gross_margin": 0.38243295763699964, "operating_margin": 0.38243295763699964, "net_margin": 0.26078507578701904, "roa_ttm": 0.05302671092144776, "roe_ttm": 0.1360962747616794, "debt_to_ebitda": 2.9635646321652356, "net_debt_to_ebitda": 2.7048038988164307, "interest_coverage": 26.93125, "debt_to_equity": 0.8633628557906835, "current_ratio": 1.0731481481481482, "quick_ratio": 0.9708333333333333, "fcf_to_ebitda": 0.4973311673242051, "capex_to_revenue": 0.1526202880784554, "working_capital_to_revenue": 0.016140565941362754, "capital_efficiency": 0.09456149284156358, "financial_health": -0.7888287801730898, "margin_quality": 0.3418836636870061, "growth_momentum": -0.01799345814215703, "company_age_years": 38.58179329226557, "ebitda": 4309000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 16.757467201012446, "revenue_cagr_3y": -0.009662440033855746, "revenue_cagr_5y": 0.017477478025045068, "earnings_cagr_3y": 0.06829696726388312, "quarterly_revenue_growth_yoy": 0.005333333333333333, "quarterly_earnings_growth_yoy": 0.7664041994750657, "revenue_growth_qoq": 0.02565099106101827, "gross_margin": 0.38309965896172793, "operating_margin": 0.38309965896172793, "net_margin": 0.25502084122773777, "roa_ttm": 0.06075862614334291, "roe_ttm": 0.157413098408796, "debt_to_ebitda": 2.6612529002320184, "net_debt_to_ebitda": 2.4507487871757014, "interest_coverage": 30.391025641025642, "debt_to_equity": 0.8616403742402513, "current_ratio": 1.0240106714095154, "quick_ratio": 0.9168519341929746, "fcf_to_ebitda": 0.4859734233284117, "capex_to_revenue": 0.14209935733958992, "working_capital_to_revenue": 0.005508517800673263, "capital_efficiency": 0.10908586227606945, "financial_health": -0.8011193021387922, "margin_quality": 0.34040671971706454, "growth_momentum": 0.3858687664041995, "company_age_years": 38.82819986310746, "ebitda": 4741000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 15.000067484662576, "revenue_cagr_3y": -0.0050903241561212065, "revenue_cagr_5y": 0.02751941071341557, "earnings_cagr_3y": 0.026814895282988083, "quarterly_revenue_growth_yoy": 0.10843373493975904, "quarterly_earnings_growth_yoy": 0.13263785394932937, "revenue_growth_qoq": 0.0, "gross_margin": 0.39375876577840113, "operating_margin": 0.39375876577840113, "net_margin": 0.2664796633941094, "roa_ttm": 0.07806614189592913, "roe_ttm": 0.22029176746572832, "debt_to_ebitda": 2.4403155127081506, "net_debt_to_ebitda": 2.2932515337423314, "interest_coverage": 34.57575757575758, "debt_to_equity": 1.020599662781321, "current_ratio": 0.859579531931773, "quick_ratio": 0.7731059103530346, "fcf_to_ebitda": 0.48816827344434705, "capex_to_revenue": 0.13193322563274099, "working_capital_to_revenue": -0.031771674744211095, "capital_efficiency": 0.14917895468082873, "financial_health": -0.952252652667703, "margin_quality": 0.35133239831697055, "growth_momentum": 0.12053579444454421, "company_age_years": 39.58110882956879, "ebitda": 5705000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 12.88881369117075, "revenue_cagr_3y": 0.12642790728178177, "revenue_cagr_5y": 0.0055960912704275945, "earnings_cagr_3y": -0.03160030575086015, "quarterly_revenue_growth_yoy": -0.08307692307692308, "quarterly_earnings_growth_yoy": -0.5653235653235653, "revenue_growth_qoq": -0.04853128991060025, "gross_margin": 0.18691275167785235, "operating_margin": 0.18691275167785235, "net_margin": 0.11946308724832215, "roa_ttm": 0.06545936170754693, "roe_ttm": 0.20332278481012658, "debt_to_ebitda": 2.942240373395566, "net_debt_to_ebitda": 2.834111240762349, "interest_coverage": 30.24705882352941, "debt_to_equity": 1.1969145569620254, "current_ratio": 0.6801741460147355, "quick_ratio": 0.5890823844608172, "fcf_to_ebitda": 0.3885647607934656, "capex_to_revenue": 0.1622281752284904, "working_capital_to_revenue": -0.07524424834541443, "capital_efficiency": 0.13439107325883676, "financial_health": -1.1404269713655997, "margin_quality": 0.1644295302013423, "growth_momentum": -0.3242002442002442, "company_age_years": 41.07597535934291, "ebitda": 5142000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 15.9467267281106, "revenue_cagr_3y": 0.06098096263124364, "revenue_cagr_5y": 0.011935427210207239, "earnings_cagr_3y": -0.07736619065896011, "quarterly_revenue_growth_yoy": -0.050664195242508495, "quarterly_earnings_growth_yoy": -0.3329113924050633, "revenue_growth_qoq": 0.03433187478963312, "gross_margin": 0.25870484868206967, "operating_margin": 0.25870484868206967, "net_margin": 0.17149365440937195, "roa_ttm": 0.04386343993085566, "roe_ttm": 0.14294656130193256, "debt_to_ebitda": 3.9824884792626727, "net_debt_to_ebitda": 3.6211981566820275, "interest_coverage": 22.256410256410255, "debt_to_equity": 1.3523198497770128, "current_ratio": 1.2427811550151975, "quick_ratio": 1.1424772036474165, "fcf_to_ebitda": 0.1912442396313364, "capex_to_revenue": 0.19323790720631787, "working_capital_to_revenue": 0.052566633761105624, "capital_efficiency": 0.09340500061639412, "financial_health": -1.3061463144767982, "margin_quality": 0.2296344505911704, "growth_momentum": -0.19178779382378588, "company_age_years": 41.57973990417522, "ebitda": 4340000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 19.36089005235602, "revenue_cagr_3y": 0.04412744816237524, "revenue_cagr_5y": 0.011291408456205465, "earnings_cagr_3y": -0.5713656860912192, "quarterly_revenue_growth_yoy": -0.04086845466155811, "quarterly_earnings_growth_yoy": -0.8862660944206009, "revenue_growth_qoq": -0.02245362837617963, "gross_margin": 0.10386151797603196, "operating_margin": 0.10386151797603196, "net_margin": 0.017643142476697737, "roa_ttm": 0.03356437523737182, "roe_ttm": 0.1127951499680919, "debt_to_ebitda": 4.602879581151832, "net_debt_to_ebitda": 4.432198952879581, "interest_coverage": 19.00497512437811, "debt_to_equity": 1.4026005105296746, "current_ratio": 0.683492892370177, "quick_ratio": 0.6051639106469394, "fcf_to_ebitda": -0.3337696335078534, "capex_to_revenue": 0.3425340871300299, "working_capital_to_revenue": -0.0907050216162288, "capital_efficiency": 0.07317976260273186, "financial_health": -1.3548966822115163, "margin_quality": 0.07512205947625389, "growth_momentum": -0.4635672745410795, "company_age_years": 41.828884325804246, "ebitda": 3820000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 12.706883593448941, "revenue_cagr_3y": 0.059968282814200524, "revenue_cagr_5y": 0.20158340409403164, "earnings_cagr_3y": 0.6362745573513664, "quarterly_revenue_growth_yoy": -0.0038022813688212928, "quarterly_earnings_growth_yoy": -0.2, "revenue_growth_qoq": -0.13985554826001312, "gross_margin": 0.3816793893129771, "operating_margin": 0.19389312977099238, "net_margin": 0.07022900763358779, "roa_ttm": 0.047691785471826204, "roe_ttm": 0.374417055296469, "debt_to_ebitda": 7.46917148362235, "net_debt_to_ebitda": 7.258188824662813, "interest_coverage": 9.700934579439252, "debt_to_equity": 5.165223184543637, "current_ratio": 0.9617575264442636, "quick_ratio": 0.9015459723352319, "fcf_to_ebitda": 0.4913294797687861, "capex_to_revenue": 0.2432897453544391, "working_capital_to_revenue": -0.008086717136958018, "capital_efficiency": 0.21105442038414762, "financial_health": -4.780216278082094, "margin_quality": 0.2152671755725191, "growth_momentum": -0.10190114068441065, "company_age_years": 18.28336755646817, "ebitda": 1038000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 13.472121934197407, "revenue_cagr_3y": 0.05620671285459622, "revenue_cagr_5y": 0.17703312830961604, "earnings_cagr_3y": 0.1731194499894131, "quarterly_revenue_growth_yoy": -0.005598320503848845, "quarterly_earnings_growth_yoy": 0.5581395348837209, "revenue_growth_qoq": 0.08473282442748091, "gross_margin": 0.4152005629838142, "operating_margin": 0.2441942294159043, "net_margin": 0.09429978888106967, "roa_ttm": 0.05033003300330033, "roe_ttm": 0.40612516644474034, "debt_to_ebitda": 7.817547357926221, "net_debt_to_ebitda": 7.55333998005982, "interest_coverage": 7.598484848484849, "debt_to_equity": 5.220372836218376, "current_ratio": 0.8381962864721485, "quick_ratio": 0.7911140583554377, "fcf_to_ebitda": 0.6560319042871385, "capex_to_revenue": 0.22984148862853204, "working_capital_to_revenue": -0.04203997243280496, "capital_efficiency": 0.22822759972402035, "financial_health": -4.815019467992072, "margin_quality": 0.2512315270935961, "growth_momentum": 0.276270607189936, "company_age_years": 18.532511978097194, "ebitda": 1003000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 12.034940240863788, "revenue_cagr_3y": 0.04777062038918167, "revenue_cagr_5y": 0.1616154035480959, "earnings_cagr_3y": 0.09354129979287684, "quarterly_revenue_growth_yoy": -0.027096774193548386, "quarterly_earnings_growth_yoy": -0.13023255813953488, "revenue_growth_qoq": 0.061224489795918366, "gross_margin": 0.39920424403183025, "operating_margin": 0.28050397877984085, "net_margin": 0.1240053050397878, "roa_ttm": 0.04741344195519348, "roe_ttm": 0.37816764132553604, "debt_to_ebitda": 6.646179401993355, "net_debt_to_ebitda": 6.399501661129568, "interest_coverage": 10.945454545454545, "debt_to_equity": 5.199480181936322, "current_ratio": 0.9535211267605633, "quick_ratio": 0.9028169014084507, "fcf_to_ebitda": 0.6004983388704319, "capex_to_revenue": 0.23342589378687956, "working_capital_to_revenue": -0.011454356126345018, "capital_efficiency": 0.21279054164036476, "financial_health": -4.779573161613395, "margin_quality": 0.26790450928381965, "growth_momentum": -0.07866466616654164, "company_age_years": 18.784394250513348, "ebitda": 1204000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 9.703248776952346, "revenue_cagr_3y": 0.11748232383377899, "revenue_cagr_5y": 0.003954466195538187, "earnings_cagr_3y": 0.4334551469531118, "quarterly_revenue_growth_yoy": 0.030047819570337593, "quarterly_earnings_growth_yoy": -0.050966608084358524, "revenue_growth_qoq": 0.07173622456557255, "gross_margin": 0.29787971175166295, "operating_margin": 0.153339800443459, "net_margin": 0.11225055432372505, "roa_ttm": 0.07925543334133128, "roe_ttm": 0.42299656264743546, "debt_to_ebitda": 3.2866461315455697, "net_debt_to_ebitda": 2.610889653922812, "interest_coverage": 107.16504854368932, "debt_to_equity": 2.4451034575722854, "current_ratio": 1.4346133044889129, "quick_ratio": 1.0016946096989363, "fcf_to_ebitda": 0.4141148758833122, "capex_to_revenue": 0.04686995515695067, "working_capital_to_revenue": 0.2162152466367713, "capital_efficiency": 0.2511259979943834, "financial_health": -1.5748758126367275, "margin_quality": 0.18782335550628235, "growth_momentum": -0.010459394257010465, "company_age_years": 57.489390828199866, "ebitda": 11038000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 9.290270081061164, "revenue_cagr_3y": 0.11676649205626521, "revenue_cagr_5y": -0.0119587623655667, "earnings_cagr_3y": 0.7412243049776917, "quarterly_revenue_growth_yoy": -0.055662472242783124, "quarterly_earnings_growth_yoy": -0.1349160393746381, "revenue_growth_qoq": -0.11599223946784923, "gross_margin": 0.31352876626430476, "operating_margin": 0.1583320269634739, "net_margin": 0.11710299419971783, "roa_ttm": 0.07748131242547408, "roe_ttm": 0.40415997859818087, "debt_to_ebitda": 3.4917096536477525, "net_debt_to_ebitda": 2.7606853352984526, "interest_coverage": 107.48514851485149, "debt_to_equity": 2.53517924023542, "current_ratio": 1.4396529539355172, "quick_ratio": 0.9918752987022535, "fcf_to_ebitda": 0.36090641120117906, "capex_to_revenue": 0.04805629295610749, "working_capital_to_revenue": 0.21744427070075276, "capital_efficiency": 0.24082064551182747, "financial_health": -1.6095902427538786, "margin_quality": 0.19632126247583215, "growth_momentum": -0.09528925580871062, "company_age_years": 57.74127310061601, "ebitda": 10856000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 6.046361751152074, "revenue_cagr_3y": 0.03553498266221333, "revenue_cagr_5y": 0.028612321491457315, "earnings_cagr_3y": -0.24153914731760662, "quarterly_revenue_growth_yoy": -0.06365422396856582, "quarterly_earnings_growth_yoy": -0.6373873873873874, "revenue_growth_qoq": 0.0316017316017316, "gross_margin": 0.25430130088124214, "operating_margin": 0.04804867813680235, "net_margin": 0.03378094838438943, "roa_ttm": 0.09244086163605128, "roe_ttm": 0.18890089116932218, "debt_to_ebitda": 0.629416282642089, "net_debt_to_ebitda": 0.0, "interest_coverage": 144.66666666666666, "debt_to_equity": 0.22130704833918444, "current_ratio": 2.089666053115961, "quick_ratio": 1.3778595845385222, "fcf_to_ebitda": 0.4838709677419355, "capex_to_revenue": 0.04181057038199895, "working_capital_to_revenue": 0.21684981684981686, "capital_efficiency": 0.14067087640268672, "financial_health": -0.09974373854436598, "margin_quality": 0.11204364246747799, "growth_momentum": -0.3505208056779766, "company_age_years": 31.033538672142367, "ebitda": 2604000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 7.848250197941409, "revenue_cagr_3y": 0.0304263954530668, "revenue_cagr_5y": 0.02139620987264279, "earnings_cagr_3y": 0.04412375049987616, "quarterly_revenue_growth_yoy": -0.08876619239753664, "quarterly_earnings_growth_yoy": -0.17054263565891473, "revenue_growth_qoq": -0.09966428871170793, "gross_margin": 0.24609648100675832, "operating_margin": 0.109531577720811, "net_margin": 0.07480773712421347, "roa_ttm": 0.0899035543265664, "roe_ttm": 0.1926300578034682, "debt_to_ebitda": 0.7244655581947743, "net_debt_to_ebitda": 0.36223277909738716, "interest_coverage": 132.94736842105263, "debt_to_equity": 0.26445086705202314, "current_ratio": 1.9065611437324483, "quick_ratio": 1.202195557824866, "fcf_to_ebitda": 0.5439429928741093, "capex_to_revenue": 0.041461587845067406, "working_capital_to_revenue": 0.18997432056494756, "capital_efficiency": 0.1412668060650173, "financial_health": -0.17152525212752395, "margin_quality": 0.14347859861726092, "growth_momentum": -0.1296544140282257, "company_age_years": 31.28268309377139, "ebitda": 2526000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 8.258375676801332, "revenue_cagr_3y": 0.00022094565456054482, "revenue_cagr_5y": -0.00491777184031017, "earnings_cagr_3y": -0.006483164421236753, "quarterly_revenue_growth_yoy": -0.0971086739780658, "quarterly_earnings_growth_yoy": -0.13800424628450106, "revenue_growth_qoq": 0.055231880680494054, "gross_margin": 0.26435512367491165, "operating_margin": 0.1252208480565371, "net_margin": 0.0896643109540636, "roa_ttm": 0.08442077230359521, "roe_ttm": 0.18481270951756304, "debt_to_ebitda": 0.7792586422324032, "net_debt_to_ebitda": 0.34402332361516036, "interest_coverage": 150.0625, "debt_to_equity": 0.27270077248214547, "current_ratio": 1.8385542168674698, "quick_ratio": 1.169156626506024, "fcf_to_ebitda": 0.6155768429820908, "capex_to_revenue": 0.040977753364460315, "working_capital_to_revenue": 0.19115627574842076, "capital_efficiency": 0.13461674091057912, "financial_health": -0.16566877453003925, "margin_quality": 0.1597467608951708, "growth_momentum": -0.11755646013128343, "company_age_years": 31.531827515400412, "ebitda": 2401000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 9.375336892052193, "revenue_cagr_3y": -0.006214064988204093, "revenue_cagr_5y": -0.017596917738371243, "earnings_cagr_3y": -0.04353440861380542, "quarterly_revenue_growth_yoy": -0.05518254301300881, "quarterly_earnings_growth_yoy": 1.3478260869565217, "revenue_growth_qoq": 0.07547169811320754, "gross_margin": 0.24872307350655118, "operating_margin": 0.11259160559626916, "net_margin": 0.08394403730846102, "roa_ttm": 0.0928652321630804, "roe_ttm": 0.20276363636363637, "debt_to_ebitda": 0.7338869118228549, "net_debt_to_ebitda": 0.29102412020561486, "interest_coverage": 140.5, "debt_to_equity": 0.26996363636363635, "current_ratio": 1.781965317919075, "quick_ratio": 1.1634682080924856, "fcf_to_ebitda": 0.5302491103202847, "capex_to_revenue": 0.033925409789251244, "working_capital_to_revenue": 0.19315780455765605, "capital_efficiency": 0.14781443426335839, "financial_health": -0.1534607760369668, "margin_quality": 0.14841957213709378, "growth_momentum": 0.6463217719717564, "company_age_years": 32.035592060232716, "ebitda": 2529000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 9.92547673531655, "revenue_cagr_3y": 0.01365738387123483, "revenue_cagr_5y": 0.005178642968332703, "earnings_cagr_3y": 0.05420764630005981, "quarterly_revenue_growth_yoy": 0.06944768119319505, "quarterly_earnings_growth_yoy": 0.2336448598130841, "revenue_growth_qoq": 0.019098378858538753, "gross_margin": 0.24667683591196338, "operating_margin": 0.1176726955763783, "net_margin": 0.08629331008934409, "roa_ttm": 0.09396187795829603, "roe_ttm": 0.20502442428471737, "debt_to_ebitda": 0.7418001525553013, "net_debt_to_ebitda": 0.2376048817696415, "interest_coverage": 145.66666666666666, "debt_to_equity": 0.27145847871598044, "current_ratio": 1.75010725010725, "quick_ratio": 1.1293436293436294, "fcf_to_ebitda": 0.5465293668954996, "capex_to_revenue": 0.03470545291177627, "working_capital_to_revenue": 0.1963834447127534, "capital_efficiency": 0.14949315112150668, "financial_health": -0.1353988359508831, "margin_quality": 0.15021428052589528, "growth_momentum": 0.15154627050313957, "company_age_years": 32.28199863107461, "ebitda": 2622000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 9.926816005471956, "revenue_cagr_3y": 0.026231585984225925, "revenue_cagr_5y": 0.051167027942054855, "earnings_cagr_3y": 0.02310281173110118, "quarterly_revenue_growth_yoy": 0.2622402674946262, "quarterly_earnings_growth_yoy": 0.5674740484429066, "revenue_growth_qoq": 0.040764080346593144, "gross_margin": 0.25373699148533585, "operating_margin": 0.11769157994323558, "net_margin": 0.08571428571428572, "roa_ttm": 0.09176300578034682, "roe_ttm": 0.21641106304889238, "debt_to_ebitda": 0.771203830369357, "net_debt_to_ebitda": 0.33002735978112174, "interest_coverage": 162.44444444444446, "debt_to_equity": 0.295582645169747, "current_ratio": 1.5727683223341438, "quick_ratio": 1.0263980548801668, "fcf_to_ebitda": 0.5181258549931601, "capex_to_revenue": 0.02986378822924698, "working_capital_to_revenue": 0.16951940375224878, "capital_efficiency": 0.1540870344146196, "financial_health": -0.13999369434725245, "margin_quality": 0.1523809523809524, "growth_momentum": 0.41485715796876643, "company_age_years": 32.78302532511978, "ebitda": 2924000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 9.232500165289256, "revenue_cagr_3y": 0.057569299139693, "revenue_cagr_5y": 0.07267836451542409, "earnings_cagr_3y": -0.05653860980242176, "quarterly_revenue_growth_yoy": 0.21377206363042056, "quarterly_earnings_growth_yoy": -0.17929292929292928, "revenue_growth_qoq": 0.01716581446311176, "gross_margin": 0.21543985637342908, "operating_margin": 0.09515260323159784, "net_margin": 0.05834829443447038, "roa_ttm": 0.050456720313179645, "roe_ttm": 0.125507167974033, "debt_to_ebitda": 0.7527272727272727, "net_debt_to_ebitda": 0.3537190082644628, "interest_coverage": 126.04166666666667, "debt_to_equity": 0.30795239383283746, "current_ratio": 1.5776748971193415, "quick_ratio": 0.992798353909465, "fcf_to_ebitda": 0.40165289256198344, "capex_to_revenue": 0.026437479564669065, "working_capital_to_revenue": 0.15736372553598954, "capital_efficiency": 0.08798194414360633, "financial_health": -0.14684321063491165, "margin_quality": 0.12298025134649909, "growth_momentum": 0.01723956716874564, "company_age_years": 33.281314168377826, "ebitda": 3025000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 7.284098828001267, "revenue_cagr_3y": 0.0693266805277748, "revenue_cagr_5y": 0.06266582132807796, "earnings_cagr_3y": 0.04984503428502651, "quarterly_revenue_growth_yoy": 0.2075620322961796, "quarterly_earnings_growth_yoy": 0.28537735849056606, "revenue_growth_qoq": 0.10089766606822262, "gross_margin": 0.23483365949119372, "operating_margin": 0.1177429876060013, "net_margin": 0.08887801696020874, "roa_ttm": 0.05545863071636267, "roe_ttm": 0.1437183175777504, "debt_to_ebitda": 0.779854292049414, "net_debt_to_ebitda": 0.3623693379790941, "interest_coverage": 112.75, "debt_to_equity": 0.33730648033977256, "current_ratio": 1.6112385321100917, "quick_ratio": 1.0281782437745741, "fcf_to_ebitda": 0.42382008235666774, "capex_to_revenue": 0.026087343631749988, "working_capital_to_revenue": 0.16609535680897475, "capital_efficiency": 0.09958847414705653, "financial_health": -0.14349973962517976, "margin_quality": 0.14715155468580127, "growth_momentum": 0.24646969539337282, "company_age_years": 33.530458590006845, "ebitda": 3157000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 7.516497165025365, "revenue_cagr_3y": 0.08756340286209774, "revenue_cagr_5y": 0.06855523378461914, "earnings_cagr_3y": 0.2211644869056193, "quarterly_revenue_growth_yoy": 0.12450331125827814, "quarterly_earnings_growth_yoy": 0.5275938189845475, "revenue_growth_qoq": -0.030821917808219176, "gross_margin": 0.2609793033821302, "operating_margin": 0.13511694430422347, "net_margin": 0.11643950866565708, "roa_ttm": 0.06781802864363942, "roe_ttm": 0.17911277986371854, "debt_to_ebitda": 0.7356013130408833, "net_debt_to_ebitda": 0.3709340495374515, "interest_coverage": 111.7, "debt_to_equity": 0.34278959810874704, "current_ratio": 1.5372506234413965, "quick_ratio": 0.940149625935162, "fcf_to_ebitda": 0.4571769621008654, "capex_to_revenue": 0.02863197958565806, "working_capital_to_revenue": 0.14908524717789023, "capital_efficiency": 0.12346540425367898, "financial_health": -0.15301214590408752, "margin_quality": 0.17084525211733692, "growth_momentum": 0.32604856512141284, "company_age_years": 33.782340862423, "ebitda": 3351000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 6.386201265094881, "revenue_cagr_3y": 0.08727896191598994, "revenue_cagr_5y": 0.05952379992438139, "earnings_cagr_3y": 0.5320898282021729, "quarterly_revenue_growth_yoy": 0.11869978086194302, "quarterly_earnings_growth_yoy": 3.113138686131387, "revenue_growth_qoq": 0.030792529025744572, "gross_margin": 0.2523669604962455, "operating_margin": 0.11932745674175645, "net_margin": 0.09451518119490696, "roa_ttm": 0.11231770013639703, "roe_ttm": 0.29137180185084377, "debt_to_ebitda": 0.7205290396779759, "net_debt_to_ebitda": 0.3458884416331225, "interest_coverage": 108.6875, "debt_to_equity": 0.3410451823625476, "current_ratio": 1.537907268170426, "quick_ratio": 0.9490914786967418, "fcf_to_ebitda": 0.4583093732029902, "capex_to_revenue": 0.03298136384670397, "working_capital_to_revenue": 0.14446173909385385, "capital_efficiency": 0.2018447509936204, "financial_health": -0.14898215986831953, "margin_quality": 0.15540319947763628, "growth_momentum": 1.615919233496665, "company_age_years": 34.03422313483915, "ebitda": 3478000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 7.036851482550513, "revenue_cagr_3y": 0.11847785463421001, "revenue_cagr_5y": 0.06384715903558513, "earnings_cagr_3y": 0.27351138545660447, "quarterly_revenue_growth_yoy": 0.07791741472172352, "quarterly_earnings_growth_yoy": 1.04, "revenue_growth_qoq": -0.019915115899444988, "gross_margin": 0.2551632245169887, "operating_margin": 0.13307794803464357, "net_margin": 0.11042638241172552, "roa_ttm": 0.12491182102186839, "roe_ttm": 0.3170076726342711, "debt_to_ebitda": 0.668066124376804, "net_debt_to_ebitda": 0.31960115455261084, "interest_coverage": 119.09375, "debt_to_equity": 0.32557544757033247, "current_ratio": 1.570094912089622, "quick_ratio": 0.9643690679943986, "fcf_to_ebitda": 0.5460509052742063, "capex_to_revenue": 0.034125180747779385, "working_capital_to_revenue": 0.15137368312332164, "capital_efficiency": 0.22095974682806974, "financial_health": -0.13832771934689952, "margin_quality": 0.16622251832111926, "growth_momentum": 0.5589587073608617, "company_age_years": 34.280629705681044, "ebitda": 3811000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 7.115528700906346, "revenue_cagr_3y": 0.11169229181750095, "revenue_cagr_5y": 0.051702108431005644, "earnings_cagr_3y": 0.1846568766524872, "quarterly_revenue_growth_yoy": 0.01451402478799739, "quarterly_earnings_growth_yoy": 0.23853211009174313, "revenue_growth_qoq": 0.03614257161892072, "gross_margin": 0.26378395756309275, "operating_margin": 0.13631248995338371, "net_margin": 0.10850345603600707, "roa_ttm": 0.12881406141996643, "roe_ttm": 0.3151727470403479, "debt_to_ebitda": 0.5911379657603223, "net_debt_to_ebitda": 0.2394259818731118, "interest_coverage": 136.9655172413793, "debt_to_equity": 0.2836433921237014, "current_ratio": 1.661631419939577, "quick_ratio": 1.0421370647161712, "fcf_to_ebitda": 0.5755287009063444, "capex_to_revenue": 0.034535276199884744, "working_capital_to_revenue": 0.17127685848357618, "capital_efficiency": 0.22199340423015718, "financial_health": -0.12720862299341967, "margin_quality": 0.16953330118416118, "growth_momentum": 0.12652306743987027, "company_age_years": 34.52977412731006, "ebitda": 3972000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 6.762695542046605, "revenue_cagr_3y": 0.1126897744827493, "revenue_cagr_5y": 0.033578051998504055, "earnings_cagr_3y": 0.2911127819666721, "quarterly_revenue_growth_yoy": -0.02944640753828033, "quarterly_earnings_growth_yoy": -0.10115606936416185, "revenue_growth_qoq": -0.0728178749397203, "gross_margin": 0.2590152565880721, "operating_margin": 0.12118585298196949, "net_margin": 0.10783633841886268, "roa_ttm": 0.12479111373242897, "roe_ttm": 0.32509603072983356, "debt_to_ebitda": 0.705420466058764, "net_debt_to_ebitda": 0.3102836879432624, "interest_coverage": 151.84615384615384, "debt_to_equity": 0.3565941101152369, "current_ratio": 1.5208921933085502, "quick_ratio": 0.9527137546468402, "fcf_to_ebitda": 0.6382978723404256, "capex_to_revenue": 0.033707865168539325, "working_capital_to_revenue": 0.14523819395497325, "capital_efficiency": 0.22494357223113126, "financial_health": -0.13062478784128054, "margin_quality": 0.16267914932963476, "growth_momentum": -0.0653012384512211, "company_age_years": 34.78165639972622, "ebitda": 3948000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 7.923237621023513, "revenue_cagr_3y": 0.0739700929624616, "revenue_cagr_5y": 0.018479156655440754, "earnings_cagr_3y": -0.0741446261869596, "quarterly_revenue_growth_yoy": -0.08945478289258897, "quarterly_earnings_growth_yoy": -0.48186528497409326, "revenue_growth_qoq": -0.03294036061026352, "gross_margin": 0.23538902832556471, "operating_margin": 0.06346360702760846, "net_margin": 0.053782717820007174, "roa_ttm": 0.1145057506206617, "roe_ttm": 0.30105235113893697, "debt_to_ebitda": 0.6910096818810512, "net_debt_to_ebitda": 0.37869986168741354, "interest_coverage": 164.3181818181818, "debt_to_equity": 0.3327560943119755, "current_ratio": 1.499520766773163, "quick_ratio": 0.9426517571884984, "fcf_to_ebitda": 0.6655601659751037, "capex_to_revenue": 0.03287938568580035, "working_capital_to_revenue": 0.1326630181154809, "capital_efficiency": 0.20777905087979934, "financial_health": -0.15273518271868922, "margin_quality": 0.11754511772439345, "growth_momentum": -0.2856600339333411, "company_age_years": 35.03353867214237, "ebitda": 3615000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 9.547269612881124, "revenue_cagr_3y": -0.08799365325536601, "revenue_cagr_5y": -0.05140011379115428, "earnings_cagr_3y": -0.13334201688330272, "quarterly_revenue_growth_yoy": -0.3808069442211863, "quarterly_earnings_growth_yoy": -0.5911111111111111, "revenue_growth_qoq": -0.23129115944921175, "gross_margin": 0.23104880581516096, "operating_margin": 0.08722741433021806, "net_margin": 0.07165109034267912, "roa_ttm": 0.08412917199960618, "roe_ttm": 0.23762513904338153, "debt_to_ebitda": 1.3624528948269956, "net_debt_to_ebitda": 0.762589928057554, "interest_coverage": 126.91304347826087, "debt_to_equity": 0.5529755283648499, "current_ratio": 1.4219201850780798, "quick_ratio": 0.8934355118565644, "fcf_to_ebitda": 0.5638917437478589, "capex_to_revenue": 0.03325251125736058, "working_capital_to_revenue": 0.14439111287050324, "capital_efficiency": 0.16087715552149384, "financial_health": -0.14169539070847975, "margin_quality": 0.12997577016268605, "growth_momentum": -0.48595902766614874, "company_age_years": 35.53182751540041, "ebitda": 2919000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 11.53321254846669, "revenue_cagr_3y": -0.010645887643921492, "revenue_cagr_5y": 0.0206848326142679, "earnings_cagr_3y": 0.03414120142450683, "quarterly_revenue_growth_yoy": -0.11269070735090153, "quarterly_earnings_growth_yoy": -0.1945337620578778, "revenue_growth_qoq": 0.32866043613707163, "gross_margin": 0.26357952325127004, "operating_margin": 0.13091051191871825, "net_margin": 0.09788980070339977, "roa_ttm": 0.07362759643916914, "roe_ttm": 0.20623376623376624, "debt_to_ebitda": 1.4962989072964399, "net_debt_to_ebitda": 0.450475854776172, "interest_coverage": 113.48, "debt_to_equity": 0.5512987012987013, "current_ratio": 1.9376423191452092, "quick_ratio": 1.3298300928358733, "fcf_to_ebitda": 0.6298907296439902, "capex_to_revenue": 0.03226136305537093, "working_capital_to_revenue": 0.2736847487090342, "capital_efficiency": 0.1399306813364677, "financial_health": -0.3311363877220702, "margin_quality": 0.16412661195779601, "growth_momentum": -0.15361223470438967, "company_age_years": 35.78370978781656, "ebitda": 2837000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 12.225512322858902, "revenue_cagr_3y": 0.030310754735209278, "revenue_cagr_5y": 0.07260613339963395, "earnings_cagr_3y": 0.22879089223517846, "quarterly_revenue_growth_yoy": 0.2157254041109559, "quarterly_earnings_growth_yoy": 0.18003913894324852, "revenue_growth_qoq": 0.04493996569468268, "gross_margin": 0.24392646093237033, "operating_margin": 0.1329612606697308, "net_margin": 0.0989822718319107, "roa_ttm": 0.08191795139796185, "roe_ttm": 0.23196448390677027, "debt_to_ebitda": 1.2988293284041899, "net_debt_to_ebitda": 0.38755391250770177, "interest_coverage": 115.92857142857143, "debt_to_equity": 0.519916142557652, "current_ratio": 1.82012012012012, "quick_ratio": 1.2566066066066066, "fcf_to_ebitda": 0.6444855206407887, "capex_to_revenue": 0.028240474822898716, "working_capital_to_revenue": 0.26143978556385217, "capital_efficiency": 0.15694121765236607, "financial_health": -0.31759602950948285, "margin_quality": 0.15862333114467062, "growth_momentum": 0.1978822715271022, "company_age_years": 36.28199863107461, "ebitda": 3246000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 10.159674475619722, "revenue_cagr_3y": -0.0011428581385686254, "revenue_cagr_5y": 0.061796215576289004, "earnings_cagr_3y": 0.032567019338693104, "quarterly_revenue_growth_yoy": 0.5864485981308412, "quarterly_earnings_growth_yoy": 1.173913043478261, "revenue_growth_qoq": 0.003118844386080105, "gross_margin": 0.24185894288987073, "operating_margin": 0.12027491408934708, "net_margin": 0.09818360333824251, "roa_ttm": 0.09753184713375797, "roe_ttm": 0.2803203661327231, "debt_to_ebitda": 1.1056932715881231, "net_debt_to_ebitda": 0.42985562517025333, "interest_coverage": 126.58620689655173, "debt_to_equity": 0.5160183066361556, "current_ratio": 1.806632344033919, "quick_ratio": 1.1894306480920653, "fcf_to_ebitda": 0.7311359302642332, "capex_to_revenue": 0.027471815472333808, "working_capital_to_revenue": 0.23009805192000346, "capital_efficiency": 0.18892610663324053, "financial_health": -0.35046857717079555, "margin_quality": 0.15343915343915343, "growth_momentum": 0.8801808208045511, "company_age_years": 36.53114305270363, "ebitda": 3671000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 9.290356029532404, "revenue_cagr_3y": 0.0014002482723975973, "revenue_cagr_5y": 0.07345828120431963, "earnings_cagr_3y": -0.08276971131252353, "quarterly_revenue_growth_yoy": 0.16608050019538884, "quarterly_earnings_growth_yoy": 0.0658682634730539, "revenue_growth_qoq": -0.023400425462281133, "gross_margin": 0.2369302949061662, "operating_margin": 0.11159517426273459, "net_margin": 0.08947721179624665, "roa_ttm": 0.09703854658977583, "roe_ttm": 0.2769116555308092, "debt_to_ebitda": 1.112660650806672, "net_debt_to_ebitda": 0.4049767569045666, "interest_coverage": 130.60714285714286, "debt_to_equity": 0.5034644889878743, "current_ratio": 1.7956566098236408, "quick_ratio": 1.165719282903367, "fcf_to_ebitda": 0.5452556740497676, "capex_to_revenue": 0.02799883338194242, "working_capital_to_revenue": 0.22744885629765427, "capital_efficiency": 0.18697510106029253, "financial_health": -0.33346739260394764, "margin_quality": 0.14600089365504917, "growth_momentum": 0.11597438183422137, "company_age_years": 36.78302532511978, "ebitda": 3657000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 9.301915437003405, "revenue_cagr_3y": -0.015249315852398304, "revenue_cagr_5y": 0.053733491713988446, "earnings_cagr_3y": -0.1204256567868266, "quarterly_revenue_growth_yoy": 0.003430531732418525, "quarterly_earnings_growth_yoy": -0.21357285429141717, "revenue_growth_qoq": -0.019772117962466487, "gross_margin": 0.22512820512820514, "operating_margin": 0.08461538461538462, "net_margin": 0.06735042735042734, "roa_ttm": 0.08987768873892872, "roe_ttm": 0.25147510030682085, "debt_to_ebitda": 1.2165153234960273, "net_debt_to_ebitda": 0.4809875141884222, "interest_coverage": 135.53846153846155, "debt_to_equity": 0.5059004012272834, "current_ratio": 1.7375776397515528, "quick_ratio": 1.1228119706380575, "fcf_to_ebitda": 0.41713961407491484, "capex_to_revenue": 0.03272136880229799, "working_capital_to_revenue": 0.2175180050788893, "capital_efficiency": 0.17067639452287478, "financial_health": -0.31302975822937995, "margin_quality": 0.12569800569800568, "growth_momentum": -0.10507116127949932, "company_age_years": 37.034907597535934, "ebitda": 3524000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 9.056604355716878, "revenue_cagr_3y": 0.19040704587113133, "revenue_cagr_5y": 0.08700398132137122, "earnings_cagr_3y": 0.15629522017365027, "quarterly_revenue_growth_yoy": 0.32388410336726703, "quarterly_earnings_growth_yoy": 0.8899521531100478, "revenue_growth_qoq": 0.0879021879021879, "gross_margin": 0.2400331243345558, "operating_margin": 0.12137702590796166, "net_margin": 0.09345794392523364, "roa_ttm": 0.0802659625234626, "roe_ttm": 0.2621843499948041, "debt_to_ebitda": 1.7887931034482758, "net_debt_to_ebitda": 1.3396098003629764, "interest_coverage": 50.666666666666664, "debt_to_equity": 0.8193910422945028, "current_ratio": 1.2889373479828903, "quick_ratio": 0.7959406189717353, "fcf_to_ebitda": 0.28470961887477314, "capex_to_revenue": 0.03443699820847986, "working_capital_to_revenue": 0.1142923495454847, "capital_efficiency": 0.17122515625913337, "financial_health": -0.3951820029055233, "margin_quality": 0.15162269805591702, "growth_momentum": 0.6069181282386574, "company_age_years": 38.280629705681044, "ebitda": 4408000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 8.797144084174361, "revenue_cagr_3y": 0.30890755287916316, "revenue_cagr_5y": 0.0709327767680108, "earnings_cagr_3y": 0.3766001254296354, "quarterly_revenue_growth_yoy": 0.3115699969632554, "quarterly_earnings_growth_yoy": 0.02564102564102564, "revenue_growth_qoq": 0.021885721045782562, "gross_margin": 0.24866867330400555, "operating_margin": 0.11542023616577912, "net_margin": 0.08335262792313035, "roa_ttm": 0.08006932409012131, "roe_ttm": 0.24581600077391894, "debt_to_ebitda": 1.6824135709684347, "net_debt_to_ebitda": 1.295469186171355, "interest_coverage": 47.04040404040404, "debt_to_equity": 0.7579568540195415, "current_ratio": 1.3952014486192847, "quick_ratio": 0.8496152105024898, "fcf_to_ebitda": 0.23147949323598882, "capex_to_revenue": 0.03413679567621296, "working_capital_to_revenue": 0.13558427036093681, "capital_efficiency": 0.16294266243202013, "financial_health": -0.43552644861396095, "margin_quality": 0.14914717913097167, "growth_momentum": 0.16860551130214052, "company_age_years": 38.52977412731006, "ebitda": 4657000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 7.56076898481215, "revenue_cagr_3y": 0.18102639153392208, "revenue_cagr_5y": 0.07244411851215138, "earnings_cagr_3y": 0.09401187939472422, "quarterly_revenue_growth_yoy": 0.14973407882176462, "quarterly_earnings_growth_yoy": 0.64, "revenue_growth_qoq": -0.023963880527899977, "gross_margin": 0.2456410864666113, "operating_margin": 0.1126793974617483, "net_margin": 0.07780808919463883, "roa_ttm": 0.08714210050783562, "roe_ttm": 0.2624319759804841, "debt_to_ebitda": 1.518185451638689, "net_debt_to_ebitda": 1.0411670663469224, "interest_coverage": 51.58762886597938, "debt_to_equity": 0.7127978982923625, "current_ratio": 1.4301635808017257, "quick_ratio": 0.8993348912457307, "fcf_to_ebitda": 0.43305355715427657, "capex_to_revenue": 0.03475309383635708, "working_capital_to_revenue": 0.14375826024270094, "capital_efficiency": 0.17478703824415986, "financial_health": -0.39007153635723735, "margin_quality": 0.1453761910409995, "growth_momentum": 0.3948670394108823, "company_age_years": 38.78165639972622, "ebitda": 5004000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 10.91923383671543, "revenue_cagr_3y": 0.11316144606335787, "revenue_cagr_5y": 0.06954419767414932, "earnings_cagr_3y": 0.4895782722886104, "quarterly_revenue_growth_yoy": -0.0059150597421033955, "quarterly_earnings_growth_yoy": 1.5227848101265822, "revenue_growth_qoq": -0.016387685824651763, "gross_margin": 0.2428894442461026, "operating_margin": 0.10984172319409735, "net_margin": 0.23717719861954065, "roa_ttm": 0.06089169573004053, "roe_ttm": 0.21374214183302084, "debt_to_ebitda": 1.6432279377064654, "net_debt_to_ebitda": 1.043652666352053, "interest_coverage": 47.61797752808989, "debt_to_equity": 0.7680599977941988, "current_ratio": 1.336642135889098, "quick_ratio": 0.8439157966797878, "fcf_to_ebitda": 0.6035865974516281, "capex_to_revenue": 0.034955166838159635, "working_capital_to_revenue": 0.11565485815081582, "capital_efficiency": 0.13731691878153068, "financial_health": -0.5566460792922241, "margin_quality": 0.19663612201991354, "growth_momentum": 0.7584348751922394, "company_age_years": 39.28268309377139, "ebitda": 4238000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 10.180474311069593, "revenue_cagr_3y": 0.12907895421125692, "revenue_cagr_5y": 0.07172905278234132, "earnings_cagr_3y": 0.0656022367666107, "quarterly_revenue_growth_yoy": 0.018291271127575826, "quarterly_earnings_growth_yoy": 0.008333333333333333, "revenue_growth_qoq": 0.0467690110674759, "gross_margin": 0.24931787175989087, "operating_margin": 0.11880400181900864, "net_margin": 0.082537517053206, "roa_ttm": 0.06206896551724138, "roe_ttm": 0.20353889645063344, "debt_to_ebitda": 1.7828117702008408, "net_debt_to_ebitda": 1.4114899579635685, "interest_coverage": 39.28440366972477, "debt_to_equity": 0.7992880326667364, "current_ratio": 1.3426058865757358, "quick_ratio": 0.8170315865039484, "fcf_to_ebitda": 0.2814105558150397, "capex_to_revenue": 0.035349544962397214, "working_capital_to_revenue": 0.11172563134638457, "capital_efficiency": 0.13280393098393742, "financial_health": -0.5173417679880263, "margin_quality": 0.1502197968773685, "growth_momentum": 0.01331230223045458, "company_age_years": 39.53182751540041, "ebitda": 4282000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 11.414317649707339, "revenue_cagr_3y": 0.12316971998382642, "revenue_cagr_5y": 0.07951316862482738, "earnings_cagr_3y": 0.14851257562979892, "quarterly_revenue_growth_yoy": 0.0029652473016249553, "quarterly_earnings_growth_yoy": 0.23323170731707318, "revenue_growth_qoq": -0.03865393360618463, "gross_margin": 0.25674077578051085, "operating_margin": 0.12417218543046357, "net_margin": 0.0956717123935667, "roa_ttm": 0.06542493448146762, "roe_ttm": 0.20329617062530295, "debt_to_ebitda": 1.7379558757316524, "net_debt_to_ebitda": 1.3478162989644304, "interest_coverage": 53.51807228915663, "debt_to_equity": 0.7484246243334949, "current_ratio": 1.3200034473842972, "quick_ratio": 0.791347065414117, "fcf_to_ebitda": 0.07586672669968483, "capex_to_revenue": 0.03470963214223054, "working_capital_to_revenue": 0.10857360079536815, "capital_efficiency": 0.13436055255338528, "financial_health": -0.4167023333810624, "margin_quality": 0.15886155786818038, "growth_momentum": 0.11809847730934907, "company_age_years": 39.78370978781656, "ebitda": 4442000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 8.482840012622278, "revenue_cagr_3y": 0.13027002290417045, "revenue_cagr_5y": 0.08653769263571465, "earnings_cagr_3y": 0.019905702414125592, "quarterly_revenue_growth_yoy": -0.011237270279761208, "quarterly_earnings_growth_yoy": 1.2921034241788958, "revenue_growth_qoq": -0.0010643330179754022, "gross_margin": 0.2407955487155203, "operating_margin": 0.08665798508346158, "net_margin": 0.04948502426897123, "roa_ttm": 0.12511097019657577, "roe_ttm": 0.38418849187031445, "debt_to_ebitda": 1.1342694856421585, "net_debt_to_ebitda": 0.8706216472073209, "interest_coverage": 71.21348314606742, "debt_to_equity": 0.6999318469477168, "current_ratio": 1.3131564892291259, "quick_ratio": 0.8020295531422468, "fcf_to_ebitda": 0.04402019564531398, "capex_to_revenue": 0.0354231423376928, "working_capital_to_revenue": 0.10316110492053251, "capital_efficiency": 0.2546497310334451, "financial_health": -0.4127970891812231, "margin_quality": 0.12564618602265104, "growth_momentum": 0.6404330769495673, "company_age_years": 40.035592060232716, "ebitda": 6338000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 12.805558504608637, "revenue_cagr_3y": 0.002814845506749819, "revenue_cagr_5y": 0.01778873656416291, "earnings_cagr_3y": 0.39523680984715237, "quarterly_revenue_growth_yoy": -0.09394027867897566, "quarterly_earnings_growth_yoy": 1.76593575822272, "revenue_growth_qoq": -0.1054433156342351, "gross_margin": 0.370111996534515, "operating_margin": 0.13494900247860747, "net_margin": 0.3356238377380066, "roa_ttm": 0.12183790601060329, "roe_ttm": 0.2834304187273378, "debt_to_ebitda": 1.8315882145246414, "net_debt_to_ebitda": 1.39954982160113, "interest_coverage": 59.19098033823732, "debt_to_equity": 0.7651019280196676, "current_ratio": 1.3101109590257451, "quick_ratio": 0.8927250886683744, "fcf_to_ebitda": 0.49847710547833196, "capex_to_revenue": 0.02344585418222438, "working_capital_to_revenue": 0.11499840332803594, "capital_efficiency": 0.20263416236897056, "financial_health": -0.49947616397629085, "margin_quality": 0.280228278917043, "growth_momentum": 0.8359977397718722, "company_age_years": 38.74880219028063, "ebitda": 2152480000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 9.488728172817282, "revenue_cagr_3y": -0.031039615933823428, "revenue_cagr_5y": 0.05697519515910199, "earnings_cagr_3y": 0.32519731722250267, "quarterly_revenue_growth_yoy": 0.04491678363745739, "quarterly_earnings_growth_yoy": 1.678776290630975, "revenue_growth_qoq": 0.01539360872954014, "gross_margin": 0.3362118595279217, "operating_margin": 0.13509882939934753, "net_margin": 0.2688543465745538, "roa_ttm": 0.08724216959511077, "roe_ttm": 0.1720605074428976, "debt_to_ebitda": 1.973897389738974, "net_debt_to_ebitda": 1.7959045904590458, "interest_coverage": 74.06666666666666, "debt_to_equity": 0.5286566624480202, "current_ratio": 1.4320338983050847, "quick_ratio": 1.015593220338983, "fcf_to_ebitda": 0.4327182718271827, "capex_to_revenue": 0.02502742048060624, "working_capital_to_revenue": 0.12708146375511017, "capital_efficiency": 0.12965133851900418, "financial_health": -0.4141462397486731, "margin_quality": 0.24672167850060767, "growth_momentum": 0.8618465371342162, "company_age_years": 45.3305954825462, "ebitda": 4444000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 9.329311160220994, "revenue_cagr_3y": -0.02154501078129034, "revenue_cagr_5y": 0.03767130485431491, "earnings_cagr_3y": 0.03222627234571984, "quarterly_revenue_growth_yoy": 0.07109102116293405, "quarterly_earnings_growth_yoy": 0.26785714285714285, "revenue_growth_qoq": 0.00038380349261178274, "gross_margin": 0.32284672933051983, "operating_margin": 0.13888356032994437, "net_margin": 0.1225781699597161, "roa_ttm": 0.09171779141104294, "roe_ttm": 0.1733031936474816, "debt_to_ebitda": 1.7129281767955802, "net_debt_to_ebitda": 1.5889502762430938, "interest_coverage": 69.61538461538461, "debt_to_equity": 0.44925520199385616, "current_ratio": 1.6382266009852218, "quick_ratio": 1.1219704433497537, "fcf_to_ebitda": 0.47425414364640883, "capex_to_revenue": 0.025485198980592042, "working_capital_to_revenue": 0.15874338365026466, "capital_efficiency": 0.13251049252926228, "financial_health": -0.39819742738792824, "margin_quality": 0.1947694865400601, "growth_momentum": 0.16947408201003844, "company_age_years": 45.582477754962355, "ebitda": 4525000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 9.24423426724138, "revenue_cagr_3y": 0.0017837841206764793, "revenue_cagr_5y": -0.0022321651255339248, "earnings_cagr_3y": 0.015495418620197654, "quarterly_revenue_growth_yoy": 0.08312706270627063, "quarterly_earnings_growth_yoy": 0.12442396313364056, "revenue_growth_qoq": 0.0072894686361020524, "gross_margin": 0.3203199390592268, "operating_margin": 0.12131022662350029, "net_margin": 0.09293467910874119, "roa_ttm": 0.0931798702093792, "roe_ttm": 0.17633088107513178, "debt_to_ebitda": 1.705603448275862, "net_debt_to_ebitda": 1.6372844827586206, "interest_coverage": 66.28571428571429, "debt_to_equity": 0.458437119851706, "current_ratio": 1.5064862861378798, "quick_ratio": 0.9977761304670126, "fcf_to_ebitda": 0.43254310344827585, "capex_to_revenue": 0.025712500600759358, "working_capital_to_revenue": 0.13135002643341184, "capital_efficiency": 0.13475537564225548, "financial_health": -0.38895239970521805, "margin_quality": 0.17818828159715608, "growth_momentum": 0.1037755129199556, "company_age_years": 45.828884325804246, "ebitda": 4640000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 8.421849863703082, "revenue_cagr_3y": 0.0070854436160654455, "revenue_cagr_5y": -0.004139811011529049, "earnings_cagr_3y": 0.04470101742942889, "quarterly_revenue_growth_yoy": 0.0691738113795791, "quarterly_earnings_growth_yoy": 0.1821705426356589, "revenue_growth_qoq": 0.0449438202247191, "gross_margin": 0.3316930927647166, "operating_margin": 0.14106068890103882, "net_margin": 0.11117186076180062, "roa_ttm": 0.09847795386788012, "roe_ttm": 0.18801677651288196, "debt_to_ebitda": 1.6221430069196896, "net_debt_to_ebitda": 1.5684629901446845, "interest_coverage": 70.13235294117646, "debt_to_equity": 0.46351108448172557, "current_ratio": 1.468906627065157, "quick_ratio": 0.9578615184703917, "fcf_to_ebitda": 0.40113231285384776, "capex_to_revenue": 0.026179000094509026, "working_capital_to_revenue": 0.11936489934788773, "capital_efficiency": 0.14324736519038103, "financial_health": -0.3996353700457207, "margin_quality": 0.19464188080918535, "growth_momentum": 0.125672177007619, "company_age_years": 46.078028747433265, "ebitda": 4769000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 9.420402389486261, "revenue_cagr_3y": -0.0013168197611896915, "revenue_cagr_5y": 0.0022179245076807685, "earnings_cagr_3y": -0.17657415145038136, "quarterly_revenue_growth_yoy": -0.06189038550859266, "quarterly_earnings_growth_yoy": -0.5959671396564601, "revenue_growth_qoq": -0.06265227984684998, "gross_margin": 0.4324792672360441, "operating_margin": 0.07822750340388662, "net_margin": 0.06696373313528903, "roa_ttm": 0.12435690453126681, "roe_ttm": 0.3924059231082733, "debt_to_ebitda": 1.935483870967742, "net_debt_to_ebitda": 1.498805256869773, "interest_coverage": 72.78260869565217, "debt_to_equity": 1.100393968210841, "current_ratio": 1.5423711015436312, "quick_ratio": 0.9782631523679512, "fcf_to_ebitda": 0.45902031063321386, "capex_to_revenue": 0.0510970229921996, "working_capital_to_revenue": 0.1508954395395717, "capital_efficiency": 0.2583814138197701, "financial_health": -0.872347385040186, "margin_quality": 0.1925568345917399, "growth_momentum": -0.32892876258252635, "company_age_years": 52.993839835728956, "ebitda": 8370000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 8.843657013915006, "revenue_cagr_3y": -0.001819614458086427, "revenue_cagr_5y": -0.006040152513289376, "earnings_cagr_3y": -0.089257155020939, "quarterly_revenue_growth_yoy": -0.09038396194359496, "quarterly_earnings_growth_yoy": -0.24865280985373364, "revenue_growth_qoq": -0.005941329372447085, "gross_margin": 0.4256007969119661, "operating_margin": 0.15452621093263605, "net_margin": 0.12152907483501432, "roa_ttm": 0.11632470246982042, "roe_ttm": 0.3565171917897764, "debt_to_ebitda": 2.033721950607998, "net_debt_to_ebitda": 1.5543437382474614, "interest_coverage": 64.85365853658537, "debt_to_equity": 1.0604654203163812, "current_ratio": 1.417487684729064, "quick_ratio": 0.9148351648351648, "fcf_to_ebitda": 0.5083364673436129, "capex_to_revenue": 0.05384224223026532, "working_capital_to_revenue": 0.13182375639376626, "capital_efficiency": 0.23642094712979841, "financial_health": -0.7648256210211647, "margin_quality": 0.23388536089320547, "growth_momentum": -0.1695183858986643, "company_age_years": 53.24024640657084, "ebitda": 7977000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 11.392972638526055, "revenue_cagr_3y": -0.11046298521972975, "revenue_cagr_5y": -0.04662200968913521, "earnings_cagr_3y": -0.014624741853900503, "quarterly_revenue_growth_yoy": -0.242781520692974, "quarterly_earnings_growth_yoy": 1.6612048192771085, "revenue_growth_qoq": 0.006235011990407674, "gross_margin": 0.41992373689227835, "operating_margin": 0.21178900540197013, "net_margin": 0.21798538290435335, "roa_ttm": 0.1074006116207951, "roe_ttm": 0.9457130547177941, "debt_to_ebitda": 1.8365186305513543, "net_debt_to_ebitda": 1.004674824694074, "interest_coverage": 26.543795620437955, "debt_to_equity": 2.8774235243429556, "current_ratio": 1.4308664735317356, "quick_ratio": 1.0762882977789483, "fcf_to_ebitda": 0.10160868967413722, "capex_to_revenue": 0.04695612912935511, "working_capital_to_revenue": 0.18466400782602152, "capital_efficiency": 0.5265568331692946, "financial_health": -2.290376393176515, "margin_quality": 0.2832327083995339, "growth_momentum": 0.7092116492920673, "company_age_years": 54.743326488706366, "ebitda": 7273000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 10.615335190217392, "revenue_cagr_3y": -0.11300027820375957, "revenue_cagr_5y": -0.058197120098844146, "earnings_cagr_3y": -0.18382441203087074, "quarterly_revenue_growth_yoy": -0.24996880069886435, "quarterly_earnings_growth_yoy": -0.22962962962962963, "revenue_growth_qoq": -0.04512233873530346, "gross_margin": 0.37803660565723796, "operating_margin": 0.18186356073211316, "net_margin": 0.1211314475873544, "roa_ttm": 0.10467041236079061, "roe_ttm": 1.086153045288912, "debt_to_ebitda": 1.7944293478260869, "net_debt_to_ebitda": 1.0335597826086957, "interest_coverage": 29.55823293172691, "debt_to_equity": 3.437532535137949, "current_ratio": 1.4111584932480454, "quick_ratio": 1.0826226012793176, "fcf_to_ebitda": 0.08668478260869565, "capex_to_revenue": 0.04805696846388606, "working_capital_to_revenue": 0.18832146490335708, "capital_efficiency": 0.5954117288248514, "financial_health": -2.7551637478118183, "margin_quality": 0.22701053799223517, "growth_momentum": -0.239799215164247, "company_age_years": 54.99520876112252, "ebitda": 7360000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "GE", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 7.909654479545455, "revenue_cagr_3y": -0.06855246694231665, "revenue_cagr_5y": -0.0898791364916669, "earnings_cagr_3y": -0.416635285926404, "quarterly_revenue_growth_yoy": -0.21157486703326422, "quarterly_earnings_growth_yoy": -0.04336399474375821, "revenue_growth_qoq": 0.12320205479452055, "gross_margin": 0.2728104276240567, "operating_margin": 0.10469547983840231, "net_margin": 0.027746017226922784, "roa_ttm": -0.018721804511278195, "roe_ttm": -0.17597173144876324, "debt_to_ebitda": 14.519181818181819, "net_debt_to_ebitda": 6.801, "interest_coverage": 9.523809523809524, "debt_to_equity": 5.643498233215547, "current_ratio": 1.3822894168466522, "quick_ratio": 1.2300215982721383, "fcf_to_ebitda": 0.17981818181818182, "capex_to_revenue": 0.06954932624746621, "working_capital_to_revenue": 0.3717979687647695, "capital_efficiency": -0.09734676798002072, "financial_health": -2.112311166609102, "margin_quality": 0.1350839748964606, "growth_momentum": -0.1274694308885112, "company_age_years": 57.99315537303217, "ebitda": 11000000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 7.362243831033041, "revenue_cagr_3y": -0.15612877594678665, "revenue_cagr_5y": -0.0962512361204878, "earnings_cagr_3y": -0.08394153685107464, "quarterly_revenue_growth_yoy": -0.4027206013960981, "quarterly_earnings_growth_yoy": -0.3352380952380952, "revenue_growth_qoq": -0.4260405916752666, "gross_margin": 0.4237338927180102, "operating_margin": 0.15373089601438417, "net_margin": 0.10458495654779743, "roa_ttm": 0.11757609502598367, "roe_ttm": 0.33986051502145925, "debt_to_ebitda": 1.5583437892095358, "net_debt_to_ebitda": 0.9081974069427018, "interest_coverage": 90.22641509433963, "debt_to_equity": 0.9994635193133047, "current_ratio": 1.1819068519873202, "quick_ratio": 0.9498902706656913, "fcf_to_ebitda": 0.3810121288163948, "capex_to_revenue": 0.031066121472025532, "working_capital_to_revenue": 0.07439912236960207, "capital_efficiency": 0.22871830502372145, "financial_health": -0.3979921005508983, "margin_quality": 0.22734991509339728, "growth_momentum": -0.36897934831709667, "company_age_years": 43.58110882956879, "ebitda": 4782000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 10.076803118908382, "revenue_cagr_3y": 0.03689580315382557, "revenue_cagr_5y": 0.045418399610477334, "earnings_cagr_3y": 0.1302672063444672, "quarterly_revenue_growth_yoy": 0.05628797432076121, "quarterly_earnings_growth_yoy": 0.09350463954318344, "revenue_growth_qoq": 0.03866531394431293, "gross_margin": 0.502713262426742, "operating_margin": 0.2586281745170393, "net_margin": 0.1662687215107445, "roa_ttm": 0.11304296343075922, "roe_ttm": 0.2006375004378437, "debt_to_ebitda": 1.0777777777777777, "net_debt_to_ebitda": 0.9910331384015595, "interest_coverage": 72.76595744680851, "debt_to_equity": 0.3873340572349294, "current_ratio": 1.8943006146395978, "quick_ratio": 1.3342335630471223, "fcf_to_ebitda": 0.501364522417154, "capex_to_revenue": 0.019448533574906578, "working_capital_to_revenue": 0.2718548295776243, "capital_efficiency": 0.15684023193430147, "financial_health": -0.24710347692998805, "margin_quality": 0.3092033861515086, "growth_momentum": 0.07489630693197233, "company_age_years": 31.99726214921287, "ebitda": 1026000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 9.535541395077342, "revenue_cagr_3y": 0.038783937806202484, "revenue_cagr_5y": 0.04898017285264267, "earnings_cagr_3y": 0.0875745203382925, "quarterly_revenue_growth_yoy": 0.0835631219278264, "quarterly_earnings_growth_yoy": 0.012908124525436599, "revenue_growth_qoq": -0.01910136748426308, "gross_margin": 0.49657003761894225, "operating_margin": 0.23091391900863023, "net_margin": 0.14759902633325958, "roa_ttm": 0.10929949393097675, "roe_ttm": 0.19662536792388255, "debt_to_ebitda": 1.1756007393715342, "net_debt_to_ebitda": 1.0840548691506955, "interest_coverage": 71.88111888111888, "debt_to_equity": 0.41358066945033883, "current_ratio": 1.7549067713444553, "quick_ratio": 1.2234216552175334, "fcf_to_ebitda": 0.4782566397509485, "capex_to_revenue": 0.020848949224063742, "working_capital_to_revenue": 0.25626717747980343, "capital_efficiency": 0.15296243092742964, "financial_health": -0.24049968738664299, "margin_quality": 0.2916943276536107, "growth_momentum": 0.048235623226631504, "company_age_years": 32.24914442162902, "ebitda": 1027900000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 9.66190969051243, "revenue_cagr_3y": 0.04161235656819362, "revenue_cagr_5y": 0.047521878921215954, "earnings_cagr_3y": 0.1383481571043923, "quarterly_revenue_growth_yoy": 0.05455980160072145, "quarterly_earnings_growth_yoy": 0.15112994350282485, "revenue_growth_qoq": -0.04011902318900062, "gross_margin": 0.5041154462854088, "operating_margin": 0.2507749866381614, "net_margin": 0.1742383752004276, "roa_ttm": 0.10890251241161426, "roe_ttm": 0.1877817049839489, "debt_to_ebitda": 1.1075596144089295, "net_debt_to_ebitda": 1.008625063419584, "interest_coverage": 69.8936170212766, "debt_to_equity": 0.3539349524952171, "current_ratio": 2.278688524590164, "quick_ratio": 1.5653635981504834, "fcf_to_ebitda": 0.5748351090816844, "capex_to_revenue": 0.021818863277380664, "working_capital_to_revenue": 0.3257569673118625, "capital_efficiency": 0.14834210869778158, "financial_health": -0.28851637448830675, "margin_quality": 0.30970960270799924, "growth_momentum": 0.10284487255177316, "company_age_years": 32.747433264887064, "ebitda": 985500000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 8.739391122913505, "revenue_cagr_3y": 0.0379890666730458, "revenue_cagr_5y": 0.036160085380926965, "earnings_cagr_3y": 0.1002234431262854, "quarterly_revenue_growth_yoy": -0.022675969628565565, "quarterly_earnings_growth_yoy": 0.35135135135135137, "revenue_growth_qoq": 0.06057231934083064, "gross_margin": 0.48020997375328084, "operating_margin": 0.25007874015748033, "net_margin": 0.1837270341207349, "roa_ttm": 0.12653775288008784, "roe_ttm": 0.21940751258551697, "debt_to_ebitda": 1.0738808801213962, "net_debt_to_ebitda": 0.9402503793626708, "interest_coverage": 83.02362204724409, "debt_to_equity": 0.3653995094875436, "current_ratio": 2.3286764705882352, "quick_ratio": 1.6209033613445378, "fcf_to_ebitda": 0.6388467374810318, "capex_to_revenue": 0.024300264656347742, "working_capital_to_revenue": 0.3381452669286497, "capital_efficiency": 0.1729726327328024, "financial_health": -0.27905623992512824, "margin_quality": 0.3046719160104987, "growth_momentum": 0.1643376908613929, "company_age_years": 33.50034223134839, "ebitda": 1054400000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 9.281021938871179, "revenue_cagr_3y": 0.03380779071078832, "revenue_cagr_5y": 0.031971741131522124, "earnings_cagr_3y": 0.11510671369633574, "quarterly_revenue_growth_yoy": -0.01475146980224479, "quarterly_earnings_growth_yoy": 0.09141104294478528, "revenue_growth_qoq": -0.03233595800524934, "gross_margin": 0.5116632309862211, "operating_margin": 0.27069545405229467, "net_margin": 0.19301291092546383, "roa_ttm": 0.12653663333879692, "roe_ttm": 0.21728796597448086, "debt_to_ebitda": 1.0211888243015188, "net_debt_to_ebitda": 0.8745546596662291, "interest_coverage": 85.328, "debt_to_equity": 0.340630472854641, "current_ratio": 2.4201923076923078, "quick_ratio": 1.6648504273504274, "fcf_to_ebitda": 0.6007875492218263, "capex_to_revenue": 0.02498054683517132, "working_capital_to_revenue": 0.3566771311277469, "capital_efficiency": 0.1719122996566389, "financial_health": -0.2675823084828054, "margin_quality": 0.32512386532132653, "growth_momentum": 0.038329786571270244, "company_age_years": 33.74674880219028, "ebitda": 1066600000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 9.562412210881169, "revenue_cagr_3y": 0.029320308331236777, "revenue_cagr_5y": 0.028525178481243696, "earnings_cagr_3y": 0.08792627562292177, "quarterly_revenue_growth_yoy": -0.0034569453174104338, "quarterly_earnings_growth_yoy": 0.009513150531617236, "revenue_growth_qoq": 0.03211457090159488, "gross_margin": 0.4980552927572795, "operating_margin": 0.26332387259539575, "net_margin": 0.1896352359928519, "roa_ttm": 0.1255995960616006, "roe_ttm": 0.21182445789361637, "debt_to_ebitda": 1.0451353122951588, "net_debt_to_ebitda": 0.8915628804195149, "interest_coverage": 86.12096774193549, "debt_to_equity": 0.3394361485356285, "current_ratio": 2.4780833691448216, "quick_ratio": 1.6983240223463687, "fcf_to_ebitda": 0.5543590223803727, "capex_to_revenue": 0.026990009668063166, "working_capital_to_revenue": 0.3694811472768289, "capital_efficiency": 0.16871202697760848, "financial_health": -0.25870792517337615, "margin_quality": 0.31700480044850904, "growth_momentum": 0.003028102607103401, "company_age_years": 33.9958932238193, "ebitda": 1067900000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 9.108211764240892, "revenue_cagr_3y": 0.026354450672512186, "revenue_cagr_5y": 0.022639854766285383, "earnings_cagr_3y": 0.0771628134098441, "quarterly_revenue_growth_yoy": 0.004119808484578554, "quarterly_earnings_growth_yoy": 0.00857843137254902, "revenue_growth_qoq": -0.05203405865657521, "gross_margin": 0.4968950986915059, "operating_margin": 0.2536039033045021, "net_margin": 0.18252384120647594, "roa_ttm": 0.12470516760774784, "roe_ttm": 0.211241600581149, "debt_to_ebitda": 1.1049920389622554, "net_debt_to_ebitda": 0.9481127657581717, "interest_coverage": 88.975, "debt_to_equity": 0.35710394091652037, "current_ratio": 2.3713766286233713, "quick_ratio": 1.6103423896576103, "fcf_to_ebitda": 0.5559614123817552, "capex_to_revenue": 0.02688273012636493, "working_capital_to_revenue": 0.36428513937702894, "capital_efficiency": 0.16797338409444842, "financial_health": -0.2568610130052169, "margin_quality": 0.31100761440082797, "growth_momentum": 0.006349119928563787, "company_age_years": 34.247775496235455, "ebitda": 1067700000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 9.750409026798307, "revenue_cagr_3y": 0.023923013254299574, "revenue_cagr_5y": 0.0218382771204646, "earnings_cagr_3y": 0.05255524623056251, "quarterly_revenue_growth_yoy": 0.0028346456692913387, "quarterly_earnings_growth_yoy": -0.025142857142857144, "revenue_growth_qoq": 0.059214903526280775, "gross_margin": 0.4716289782244556, "operating_margin": 0.24455611390284757, "net_margin": 0.17860134003350084, "roa_ttm": 0.12180556775270045, "roe_ttm": 0.20342612419700215, "debt_to_ebitda": 1.099482839680301, "net_debt_to_ebitda": 0.9259990597085096, "interest_coverage": 85.08, "debt_to_equity": 0.34299375201666127, "current_ratio": 2.512135922330097, "quick_ratio": 1.7096876319121992, "fcf_to_ebitda": 0.5408556652562294, "capex_to_revenue": 0.026648793565683646, "working_capital_to_revenue": 0.38415549597855225, "capital_efficiency": 0.1626158459748513, "financial_health": -0.24535121809916088, "margin_quality": 0.29826214405360135, "growth_momentum": -0.011154105736782903, "company_age_years": 34.49965776865161, "ebitda": 1063500000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 9.180072535443456, "revenue_cagr_3y": -0.042477747025191914, "revenue_cagr_5y": -0.010282065893102321, "earnings_cagr_3y": -0.1290887196245376, "quarterly_revenue_growth_yoy": -0.1496898980342689, "quarterly_earnings_growth_yoy": -0.43902439024390244, "revenue_growth_qoq": -0.050809669091762495, "gross_margin": 0.4954876993447892, "operating_margin": 0.1887748794659414, "net_margin": 0.12510817159104956, "roa_ttm": 0.0938251410812137, "roe_ttm": 0.16451085553675396, "debt_to_ebitda": 1.592262886031432, "net_debt_to_ebitda": 0.8381140784701615, "interest_coverage": 65.93478260869566, "debt_to_equity": 0.4155218401353716, "current_ratio": 3.3426573426573425, "quick_ratio": 2.3973957077405355, "fcf_to_ebitda": 0.7853610286844708, "capex_to_revenue": 0.022796395781814048, "working_capital_to_revenue": 0.5522867456865922, "capital_efficiency": 0.12916799830898384, "financial_health": -0.2998081142603305, "margin_quality": 0.2697902501339267, "growth_momentum": -0.29435714413908565, "company_age_years": 34.997946611909654, "ebitda": 909900000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 9.369495447241563, "revenue_cagr_3y": 0.013751175824446626, "revenue_cagr_5y": 0.02766549868084267, "earnings_cagr_3y": 0.1044110650708383, "quarterly_revenue_growth_yoy": 0.044133954313595035, "quarterly_earnings_growth_yoy": 0.09173754556500607, "revenue_growth_qoq": 0.16404994436889603, "gross_margin": 0.49861937128292266, "operating_margin": 0.26688615123194565, "net_margin": 0.19084536958368734, "roa_ttm": 0.0939275001595507, "roe_ttm": 0.16266924564796906, "debt_to_ebitda": 1.5760042849491163, "net_debt_to_ebitda": 0.7324049276914837, "interest_coverage": 65.7394366197183, "debt_to_equity": 0.40652113843603205, "current_ratio": 2.6304386750223814, "quick_ratio": 1.9461056401074306, "fcf_to_ebitda": 0.8859132297803963, "capex_to_revenue": 0.017060625649962056, "working_capital_to_revenue": 0.511874982433458, "capital_efficiency": 0.1282983729037599, "financial_health": -0.20090811641094553, "margin_quality": 0.3187836306995186, "growth_momentum": 0.06793574993930056, "company_age_years": 35.2498288843258, "ebitda": 933500000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 10.049556750177503, "revenue_cagr_3y": 0.03303062697131143, "revenue_cagr_5y": 0.04755267569806798, "earnings_cagr_3y": 0.17279711920492802, "quarterly_revenue_growth_yoy": 0.12479061976549413, "quarterly_earnings_growth_yoy": 0.22450175849941384, "revenue_growth_qoq": 0.14103653355989804, "gross_margin": 0.4804542069992554, "operating_margin": 0.26591586001489204, "net_margin": 0.19443410275502607, "roa_ttm": 0.09561862351882634, "roe_ttm": 0.1639258542706999, "debt_to_ebitda": 1.4909220002028603, "net_debt_to_ebitda": 0.5543158535348413, "interest_coverage": 62.39873417721519, "debt_to_equity": 0.38429762869617506, "current_ratio": 2.646579105502618, "quick_ratio": 2.0057515666580823, "fcf_to_ebitda": 0.9564864590729283, "capex_to_revenue": 0.017840145767044683, "working_capital_to_revenue": 0.5216338962769573, "capital_efficiency": 0.1297722388947631, "financial_health": -0.16823367683590126, "margin_quality": 0.3136013899230578, "growth_momentum": 0.174646189132454, "company_age_years": 35.501711156741955, "ebitda": 985900000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 12.509409433962265, "revenue_cagr_3y": 0.03078997600072042, "revenue_cagr_5y": 0.0419738821985296, "earnings_cagr_3y": 0.057197740171612166, "quarterly_revenue_growth_yoy": 0.202299929593992, "quarterly_earnings_growth_yoy": 0.4037900874635568, "revenue_growth_qoq": -0.04635145197319434, "gross_margin": 0.5012687878196369, "operating_margin": 0.25980870583642396, "net_margin": 0.18797579543236384, "roa_ttm": 0.10225518843185735, "roe_ttm": 0.1760577915376677, "debt_to_ebitda": 1.3686792452830188, "net_debt_to_ebitda": 0.5152830188679245, "interest_coverage": 74.12587412587412, "debt_to_equity": 0.37430340557275543, "current_ratio": 2.473462442265619, "quick_ratio": 1.8818572238878535, "fcf_to_ebitda": 0.9875471698113207, "capex_to_revenue": 0.017586699571372905, "working_capital_to_revenue": 0.47237303545915055, "capital_efficiency": 0.13915648998476254, "financial_health": -0.1694798995889894, "margin_quality": 0.3163510963628083, "growth_momentum": 0.3030450085287744, "company_age_years": 35.748117727583846, "ebitda": 1060000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 10.698189404165278, "revenue_cagr_3y": 0.042449387264166694, "revenue_cagr_5y": 0.04391250147638415, "earnings_cagr_3y": 0.05191244729283251, "quarterly_revenue_growth_yoy": 0.3368772406972432, "quarterly_earnings_growth_yoy": 1.0553359683794465, "revenue_growth_qoq": 0.055436267811829004, "gross_margin": 0.5022193452931385, "operating_margin": 0.26447198076567413, "net_margin": 0.19234325873867208, "roa_ttm": 0.11620236763060252, "roe_ttm": 0.19713243742818604, "debt_to_ebitda": 1.208430523158947, "net_debt_to_ebitda": 0.4037820726424525, "interest_coverage": 83.94405594405595, "debt_to_equity": 0.3623420092921017, "current_ratio": 2.5772850012273953, "quick_ratio": 1.9546681940921364, "fcf_to_ebitda": 0.8537987337554148, "capex_to_revenue": 0.01800097040271713, "working_capital_to_revenue": 0.4676370693837943, "capital_efficiency": 0.15666740252939426, "financial_health": -0.15315413122710472, "margin_quality": 0.3196781949324949, "growth_momentum": 0.6961066045383448, "company_age_years": 35.997262149212865, "ebitda": 1200400000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 9.760368795486139, "revenue_cagr_3y": 0.04933874030770746, "revenue_cagr_5y": 0.04464983284202595, "earnings_cagr_3y": 0.06330930943659996, "quarterly_revenue_growth_yoy": 0.10206032285471538, "quarterly_earnings_growth_yoy": 0.09181969949916527, "revenue_growth_qoq": -0.04041057887923063, "gross_margin": 0.5017827888599788, "operating_margin": 0.2620217789341814, "net_margin": 0.18907198612315698, "roa_ttm": 0.12243006275737361, "roe_ttm": 0.19907098559533515, "debt_to_ebitda": 0.9813557936053643, "net_debt_to_ebitda": 0.3799165917082345, "interest_coverage": 92.64393939393939, "debt_to_equity": 0.296518666765498, "current_ratio": 3.0359293661324895, "quick_ratio": 2.2299683576605083, "fcf_to_ebitda": 0.8023550576498487, "capex_to_revenue": 0.019037007183328986, "working_capital_to_revenue": 0.4728669306085678, "capital_efficiency": 0.16075052417635438, "financial_health": -0.18045667556851758, "margin_quality": 0.3176255179724391, "growth_momentum": 0.09694001117694032, "company_age_years": 36.24914442162902, "ebitda": 1222900000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 9.783186053984576, "revenue_cagr_3y": 0.051794227478498156, "revenue_cagr_5y": 0.04489580684979644, "earnings_cagr_3y": 0.08528211265356767, "quarterly_revenue_growth_yoy": 0.031552494415487714, "quarterly_earnings_growth_yoy": 0.07084729535662997, "revenue_growth_qoq": 0.06803507757540715, "gross_margin": 0.48127763240999727, "operating_margin": 0.27014346296129205, "net_margin": 0.2018406568618605, "roa_ttm": 0.12138112638134828, "roe_ttm": 0.19620268299098495, "debt_to_ebitda": 0.9799967866323908, "net_debt_to_ebitda": 0.3533901028277635, "interest_coverage": 110.15929203539822, "debt_to_equity": 0.29170951003132545, "current_ratio": 3.1087354917532073, "quick_ratio": 2.2903685603746693, "fcf_to_ebitda": 0.7201960154241646, "capex_to_revenue": 0.016486359360301035, "working_capital_to_revenue": 0.4871119473189087, "capital_efficiency": 0.1587919046861666, "financial_health": -0.16747212081972512, "margin_quality": 0.3177539174110499, "growth_momentum": 0.05119989488605884, "company_age_years": 36.50102669404517, "ebitda": 1244800000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 9.50034002518705, "revenue_cagr_3y": 0.06563542654964793, "revenue_cagr_5y": 0.03471029774716272, "earnings_cagr_3y": 0.11878261108812116, "quarterly_revenue_growth_yoy": 0.0429486601100785, "quarterly_earnings_growth_yoy": 0.06794814483683505, "revenue_growth_qoq": 0.048435374149659864, "gross_margin": 0.4850765637165845, "operating_margin": 0.26983303053897395, "net_margin": 0.2066787784410416, "roa_ttm": 0.13075091785222578, "roe_ttm": 0.2034454287818267, "debt_to_ebitda": 0.9040669679235499, "net_debt_to_ebitda": 0.3431365286317505, "interest_coverage": 112.49166666666666, "debt_to_equity": 0.27233168946511055, "current_ratio": 3.4673734046932894, "quick_ratio": 2.404075751337999, "fcf_to_ebitda": 0.4378102081635677, "capex_to_revenue": 0.018741096866096867, "working_capital_to_revenue": 0.5335870726495726, "capital_efficiency": 0.16709817331702626, "financial_health": -0.155571025111573, "margin_quality": 0.3205294575655333, "growth_momentum": 0.055448402473456775, "company_age_years": 37.50034223134839, "ebitda": 1349900000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 9.877718194145181, "revenue_cagr_3y": 0.1155295307402402, "revenue_cagr_5y": 0.048064933737743454, "earnings_cagr_3y": 0.2192905971057113, "quarterly_revenue_growth_yoy": 0.07760976498451448, "quarterly_earnings_growth_yoy": 0.14397424103035877, "revenue_growth_qoq": 0.02344493468293105, "gross_margin": 0.49839391377852915, "operating_margin": 0.27565511411665256, "net_margin": 0.2102282333051564, "roa_ttm": 0.13233973279443134, "roe_ttm": 0.20454644050149667, "debt_to_ebitda": 0.8657640789284171, "net_debt_to_ebitda": 0.2653031830620769, "interest_coverage": 108.484375, "debt_to_equity": 0.26076959784824955, "current_ratio": 3.4846846846846846, "quick_ratio": 2.4345345345345346, "fcf_to_ebitda": 0.5011522396658505, "capex_to_revenue": 0.019003931847968544, "working_capital_to_revenue": 0.5422018348623853, "capital_efficiency": 0.168443086647964, "financial_health": -0.139807122322137, "margin_quality": 0.3280924204001127, "growth_momentum": 0.11079200300743663, "company_age_years": 37.74674880219028, "ebitda": 1388600000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 9.600418428422424, "revenue_cagr_3y": 0.07179023362228043, "revenue_cagr_5y": 0.052383978822032606, "earnings_cagr_3y": 0.10597580770617165, "quarterly_revenue_growth_yoy": 0.051519274376417235, "quarterly_earnings_growth_yoy": 0.08575256811076373, "revenue_growth_qoq": -0.02686141190296315, "gross_margin": 0.49874924523419306, "operating_margin": 0.2713706547054257, "net_margin": 0.20969550590873803, "roa_ttm": 0.13618005832181043, "roe_ttm": 0.20593350171835534, "debt_to_ebitda": 0.8246071502092912, "net_debt_to_ebitda": 0.16633500308790228, "interest_coverage": 113.8515625, "debt_to_equity": 0.24878887002608588, "current_ratio": 3.671453304817191, "quick_ratio": 2.619513188715755, "fcf_to_ebitda": 0.6665065532148494, "capex_to_revenue": 0.020599211003305258, "working_capital_to_revenue": 0.5593560081032093, "capital_efficiency": 0.1710567800200829, "financial_health": -0.11387363977793033, "margin_quality": 0.3266051352827856, "growth_momentum": 0.06863592124359048, "company_age_years": 38.247775496235455, "ebitda": 1457300000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 10.670249119956674, "revenue_cagr_3y": 0.03655973074723429, "revenue_cagr_5y": 0.04668693403367108, "earnings_cagr_3y": 0.06914709010709941, "quarterly_revenue_growth_yoy": 0.03521065836144995, "quarterly_earnings_growth_yoy": 0.06864796986186689, "revenue_growth_qoq": 0.032174588113516776, "gross_margin": 0.48270098612736084, "operating_margin": 0.2722714357345813, "net_margin": 0.2133545044292161, "roa_ttm": 0.1340110538244377, "roe_ttm": 0.1993768856111845, "debt_to_ebitda": 0.8285946385052803, "net_debt_to_ebitda": 0.15062279989168698, "interest_coverage": 114.51162790697674, "debt_to_equity": 0.2413582316171396, "current_ratio": 3.878504672897196, "quick_ratio": 2.810216652506372, "fcf_to_ebitda": 0.7170322231248307, "capex_to_revenue": 0.020083717390385183, "working_capital_to_revenue": 0.5729990275252632, "capital_efficiency": 0.16669396971781109, "financial_health": -0.10085034941136864, "margin_quality": 0.32277564209705273, "growth_momentum": 0.05192931411165842, "company_age_years": 38.49965776865161, "ebitda": 1477200000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 10.645897550596196, "revenue_cagr_3y": 0.048876719366143684, "revenue_cagr_5y": 0.05106027077559028, "earnings_cagr_3y": 0.1101324022744572, "quarterly_revenue_growth_yoy": -0.000591715976331361, "quarterly_earnings_growth_yoy": 0.05950944913550463, "revenue_growth_qoq": -0.011950526491726558, "gross_margin": 0.5046942400405988, "operating_margin": 0.28689841833713947, "net_margin": 0.22287067580140404, "roa_ttm": 0.1338107163353681, "roe_ttm": 0.1995526162225248, "debt_to_ebitda": 0.8039255091103966, "net_debt_to_ebitda": 0.052987674169346195, "interest_coverage": 119.424, "debt_to_equity": 0.23343707449912468, "current_ratio": 3.815398605638072, "quick_ratio": 2.834798423764777, "fcf_to_ebitda": 0.7418944265809218, "capex_to_revenue": 0.01983296331536103, "working_capital_to_revenue": 0.5891531874405328, "capital_efficiency": 0.16668166627894643, "financial_health": -0.08426560283665271, "margin_quality": 0.33815444472638073, "growth_momentum": 0.029458866579586632, "company_age_years": 38.74880219028063, "ebitda": 1492800000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 9.13409672879888, "revenue_cagr_3y": 0.057782938868912836, "revenue_cagr_5y": 0.06113761223941738, "earnings_cagr_3y": 0.09246814768077383, "quarterly_revenue_growth_yoy": 0.07437253420632922, "quarterly_earnings_growth_yoy": 0.02727272727272727, "revenue_growth_qoq": 0.08255095999323353, "gross_margin": 0.5215251191499336, "operating_margin": 0.27384951949371045, "net_margin": 0.2118915540276584, "roa_ttm": 0.13313315893246047, "roe_ttm": 0.19542969562832227, "debt_to_ebitda": 0.7999467057491173, "net_debt_to_ebitda": 0.0, "interest_coverage": 122.04065040650407, "debt_to_equity": 0.22715320734729394, "current_ratio": 4.0607304494263765, "quick_ratio": 3.0450478896958213, "fcf_to_ebitda": 0.7600426354007062, "capex_to_revenue": 0.018928623316244994, "working_capital_to_revenue": 0.6035574188995663, "capital_efficiency": 0.16428142728039136, "financial_health": -0.06532812629278936, "margin_quality": 0.3357553975571008, "growth_momentum": 0.050822630739528245, "company_age_years": 38.997946611909654, "ebitda": 1501100000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 10.148568596352101, "revenue_cagr_3y": 0.06327264534885435, "revenue_cagr_5y": 0.06703607300034653, "earnings_cagr_3y": 0.0857151630880848, "quarterly_revenue_growth_yoy": 0.07599413439144312, "quarterly_earnings_growth_yoy": 0.03290826820238585, "revenue_growth_qoq": -0.02539260879756231, "gross_margin": 0.5286996953663621, "operating_margin": 0.25982042648709314, "net_margin": 0.2012987012987013, "roa_ttm": 0.13090163831365598, "roe_ttm": 0.19015525114155252, "debt_to_ebitda": 0.7927570711075865, "net_debt_to_ebitda": 0.0, "interest_coverage": 121.056, "debt_to_equity": 0.21910502283105024, "current_ratio": 4.183082392304475, "quick_ratio": 3.1418862400669174, "fcf_to_ebitda": 0.7496695744118425, "capex_to_revenue": 0.017630752924870572, "working_capital_to_revenue": 0.6205005910888264, "capital_efficiency": 0.16052844472760425, "financial_health": -0.051366725176023253, "margin_quality": 0.3299396077173855, "growth_momentum": 0.054451201296914484, "company_age_years": 39.2498288843258, "ebitda": 1513200000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 7.564887331536388, "revenue_cagr_3y": -0.045480085746075094, "revenue_cagr_5y": -0.007091360941206548, "earnings_cagr_3y": 0.1680413543298831, "quarterly_revenue_growth_yoy": -0.15862555895504823, "quarterly_earnings_growth_yoy": 1.2253903598099118, "revenue_growth_qoq": 0.03713373948360894, "gross_margin": 0.25503496503496503, "operating_margin": 0.027412587412587414, "net_margin": 0.22923076923076924, "roa_ttm": 0.0869644735037264, "roe_ttm": 0.27809050369179034, "debt_to_ebitda": 0.11913746630727763, "net_debt_to_ebitda": 0.0, "interest_coverage": 38.970588235294116, "debt_to_equity": 0.04039037941369983, "current_ratio": 1.1807410027411795, "quick_ratio": 0.8210717127951189, "fcf_to_ebitda": 0.45110512129380054, "capex_to_revenue": 0.036311522675621585, "working_capital_to_revenue": 0.06933279061090193, "capital_efficiency": 0.18252748859775836, "financial_health": 0.0808719308673586, "margin_quality": 0.17055944055944053, "growth_momentum": 0.5333824004274318, "company_age_years": 45.99315537303217, "ebitda": 9275000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 7.974841218756912, "revenue_cagr_3y": -0.024728503934903556, "revenue_cagr_5y": 0.00019476824058672904, "earnings_cagr_3y": -0.02015055282389777, "quarterly_revenue_growth_yoy": -0.08142493638676845, "quarterly_earnings_growth_yoy": -0.16479663394109398, "revenue_growth_qoq": -0.06594405594405595, "gross_margin": 0.2772329115819421, "operating_margin": 0.14561653065808192, "net_margin": 0.08916672905592574, "roa_ttm": 0.08324395118040893, "roe_ttm": 0.26004302895637144, "debt_to_ebitda": 0.15074098650740986, "net_debt_to_ebitda": 0.0, "interest_coverage": 37.518672199170126, "debt_to_equity": 0.04807251437237682, "current_ratio": 1.3412756419626761, "quick_ratio": 0.9267650928226867, "fcf_to_ebitda": 0.17009511170095112, "capex_to_revenue": 0.03539409463809755, "working_capital_to_revenue": 0.12122261068226661, "capital_efficiency": 0.1716434900683902, "financial_health": 0.08146007158099153, "margin_quality": 0.17067205709864988, "growth_momentum": -0.12311078516393122, "company_age_years": 46.24229979466119, "ebitda": 9042000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 8.412947921298354, "revenue_cagr_3y": -0.024153171816028607, "revenue_cagr_5y": -0.0026942346423405317, "earnings_cagr_3y": -0.04166949413530319, "quarterly_revenue_growth_yoy": -0.0893283536398702, "quarterly_earnings_growth_yoy": -0.10959792477302205, "revenue_growth_qoq": 0.11357340720221606, "gross_margin": 0.27786741965846445, "operating_margin": 0.15711980637353773, "net_margin": 0.09230872663708485, "roa_ttm": 0.08050961108627626, "roe_ttm": 0.24764523891371606, "debt_to_ebitda": 0.26756336149399734, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.274193548387096, "debt_to_equity": 0.08274321072533516, "current_ratio": 1.2608754451607087, "quick_ratio": 0.8665644863183519, "fcf_to_ebitda": 0.1724099599822143, "capex_to_revenue": 0.03615121007120155, "working_capital_to_revenue": 0.10275395514835135, "capital_efficiency": 0.16407742499999617, "financial_health": 0.07582700044702727, "margin_quality": 0.17576531755636235, "growth_momentum": -0.09946313920644612, "company_age_years": 46.49144421629021, "ebitda": 8996000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 8.330181952364978, "revenue_cagr_3y": -0.02375655906601426, "revenue_cagr_5y": -0.005712004727537523, "earnings_cagr_3y": 0.011960655422921462, "quarterly_revenue_growth_yoy": 0.04337104728749638, "quarterly_earnings_growth_yoy": 0.08957415565345081, "revenue_growth_qoq": -0.03280892833131639, "gross_margin": 0.28249687195884887, "operating_margin": 0.14562769359099123, "net_margin": 0.10315584596135131, "roa_ttm": 0.08134396304767827, "roe_ttm": 0.25100215849522045, "debt_to_ebitda": 0.2767527675276753, "net_debt_to_ebitda": 0.0, "interest_coverage": 35.48809523809524, "debt_to_equity": 0.08479802651865556, "current_ratio": 1.2664921698238765, "quick_ratio": 0.8636262809990684, "fcf_to_ebitda": 0.28614558872861456, "capex_to_revenue": 0.0361579141557004, "working_capital_to_revenue": 0.10553964544863573, "capital_efficiency": 0.16617306077144936, "financial_health": 0.0789123048566543, "margin_quality": 0.17709347050373048, "growth_momentum": 0.0664726014704736, "company_age_years": 46.743326488706366, "ebitda": 8943000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 7.6310897035881435, "revenue_cagr_3y": -0.04295045911093642, "revenue_cagr_5y": -0.0037023095429181696, "earnings_cagr_3y": -0.11589819651918676, "quarterly_revenue_growth_yoy": 0.027342657342657343, "quarterly_earnings_growth_yoy": -0.6915802318486882, "revenue_growth_qoq": 0.02120116780202975, "gross_margin": 0.2753386427064189, "operating_margin": 0.10727656388264924, "net_margin": 0.06881764345517664, "roa_ttm": 0.056395335874969345, "roe_ttm": 0.18343667283077705, "debt_to_ebitda": 0.21489859594383776, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.419047619047618, "debt_to_equity": 0.07991587802313355, "current_ratio": 1.3032959006664842, "quick_ratio": 0.9059618369396513, "fcf_to_ebitda": 0.17121684867394696, "capex_to_revenue": 0.03627765756962379, "working_capital_to_revenue": 0.11593494800027919, "capital_efficiency": 0.1199160043528732, "financial_health": 0.07978284618643124, "margin_quality": 0.15047761668141493, "growth_momentum": -0.3321187872530154, "company_age_years": 46.99520876112252, "ebitda": 10256000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 7.608460814752093, "revenue_cagr_3y": -0.021364222886846695, "revenue_cagr_5y": 0.021525753589022534, "earnings_cagr_3y": 0.04544408506969244, "quarterly_revenue_growth_yoy": 0.03466347233660253, "quarterly_earnings_growth_yoy": 0.163727959697733, "revenue_growth_qoq": -0.059287999455448916, "gross_margin": 0.2723589001447178, "operating_margin": 0.1256150506512301, "net_margin": 0.10028943560057887, "roa_ttm": 0.058136832903632724, "roe_ttm": 0.19040371095165615, "debt_to_ebitda": 0.3465989274626023, "net_debt_to_ebitda": 0.0, "interest_coverage": 45.03813559322034, "debt_to_equity": 0.1335072841922157, "current_ratio": 1.2351428812273455, "quick_ratio": 0.8395431172553317, "fcf_to_ebitda": 0.3894063411421582, "capex_to_revenue": 0.036713922210105415, "working_capital_to_revenue": 0.09657094389918817, "capital_efficiency": 0.12427027192764444, "financial_health": 0.07918294180784084, "margin_quality": 0.16608779546550892, "growth_momentum": 0.09919571601716776, "company_age_years": 47.24161533196441, "ebitda": 10629000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 7.980023829707074, "revenue_cagr_3y": -0.03841406814130388, "revenue_cagr_5y": 0.020547501108661326, "earnings_cagr_3y": -0.05030568688478676, "quarterly_revenue_growth_yoy": 0.02763210972166196, "quarterly_earnings_growth_yoy": 0.04806991988346686, "revenue_growth_qoq": 0.10600578871201158, "gross_margin": 0.26961072947333986, "operating_margin": 0.12508995747464835, "net_margin": 0.09414458619561662, "roa_ttm": 0.05612228751068117, "roe_ttm": 0.18704732437943886, "debt_to_ebitda": 0.25835923518884807, "net_debt_to_ebitda": 0.0, "interest_coverage": 42.298804780876495, "debt_to_equity": 0.09644188172421067, "current_ratio": 1.37250721183996, "quick_ratio": 0.960282620510891, "fcf_to_ebitda": 0.43976641235753977, "capex_to_revenue": 0.03776081949743907, "working_capital_to_revenue": 0.15314014643704238, "capital_efficiency": 0.12158480594506002, "financial_health": 0.09858322871942021, "margin_quality": 0.1629484243812016, "growth_momentum": 0.037851014802564406, "company_age_years": 47.49075975359343, "ebitda": 10617000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 7.6890876511715796, "revenue_cagr_3y": 0.00960206936203889, "revenue_cagr_5y": -5.319007503301609e-05, "earnings_cagr_3y": -0.10481258014429562, "quarterly_revenue_growth_yoy": 0.04532184067843737, "quarterly_earnings_growth_yoy": -0.10377358490566038, "revenue_growth_qoq": -0.016159633627739613, "gross_margin": 0.2614709402846123, "operating_margin": 0.1169038435962229, "net_margin": 0.08844261204947466, "roa_ttm": 0.05361590833610096, "roe_ttm": 0.17288578026170476, "debt_to_ebitda": 0.3020597127739985, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.02325581395349, "debt_to_equity": 0.10699106455607242, "current_ratio": 1.3055170501802051, "quick_ratio": 0.9061745019604737, "fcf_to_ebitda": 0.2522675736961451, "capex_to_revenue": 0.03805622599177346, "working_capital_to_revenue": 0.13111466159023694, "capital_efficiency": 0.11325084429890286, "financial_health": 0.08845690800398538, "margin_quality": 0.15560579864343663, "growth_momentum": -0.029225872113611506, "company_age_years": 47.742642026009584, "ebitda": 10584000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 8.142897307692309, "revenue_cagr_3y": -0.027024025371538363, "revenue_cagr_5y": -0.009773822663346143, "earnings_cagr_3y": -0.3540544361643767, "quarterly_revenue_growth_yoy": 0.06561840582669662, "quarterly_earnings_growth_yoy": -0.6073194856577646, "revenue_growth_qoq": 0.04102939220641043, "gross_margin": 0.24656659214308527, "operating_margin": 0.09645480677099968, "net_margin": 0.025359310124560844, "roa_ttm": 0.04696657036731325, "roe_ttm": 0.15373184734886863, "debt_to_ebitda": 0.22857142857142856, "net_debt_to_ebitda": 0.0, "interest_coverage": 40.14705882352941, "debt_to_equity": 0.08429584599797366, "current_ratio": 1.347136238776598, "quick_ratio": 0.9420277971382887, "fcf_to_ebitda": 0.29642857142857143, "capex_to_revenue": 0.04003478377203251, "working_capital_to_revenue": 0.1415933643265661, "capital_efficiency": 0.10034920885809094, "financial_health": 0.092705323978539, "margin_quality": 0.12279356967954859, "growth_momentum": -0.270850539915534, "company_age_years": 47.99452429842574, "ebitda": 10920000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 8.193958506224066, "revenue_cagr_3y": 0.01521780864687372, "revenue_cagr_5y": 0.01108559962135569, "earnings_cagr_3y": -0.031112208671635, "quarterly_revenue_growth_yoy": 0.10094066570188133, "quarterly_earnings_growth_yoy": -0.06421356421356421, "revenue_growth_qoq": -0.02810603641009262, "gross_margin": 0.2611896155110089, "operating_margin": 0.11429510351626684, "net_margin": 0.08524482418665791, "roa_ttm": 0.045181668168335375, "roe_ttm": 0.14616493089670532, "debt_to_ebitda": 0.20230520977408945, "net_debt_to_ebitda": 0.0, "interest_coverage": 42.36328125, "debt_to_equity": 0.07185432632475273, "current_ratio": 1.3230290540267506, "quick_ratio": 0.9618539620964157, "fcf_to_ebitda": 0.24970032272936837, "capex_to_revenue": 0.03894236268854281, "working_capital_to_revenue": 0.1306358570424722, "capital_efficiency": 0.09567329953252035, "financial_health": 0.07761771226677736, "margin_quality": 0.15357651440464457, "growth_momentum": 0.01836355074415856, "company_age_years": 48.24093086926762, "ebitda": 10845000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "RTX", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 7.165154445109951, "revenue_cagr_3y": 0.007514966897492981, "revenue_cagr_5y": 0.008573455298998667, "earnings_cagr_3y": 0.09921300895446117, "quarterly_revenue_growth_yoy": 0.0928361138370952, "quarterly_earnings_growth_yoy": 0.4232105628908965, "revenue_growth_qoq": 0.09786395004929346, "gross_margin": 0.25915948275862066, "operating_margin": 0.1206896551724138, "net_margin": 0.12260536398467432, "roa_ttm": 0.0499364963719245, "roe_ttm": 0.1617140670832802, "debt_to_ebitda": 0.09095576281338238, "net_debt_to_ebitda": 0.0, "interest_coverage": 45.298449612403104, "debt_to_equity": 0.03389236066828211, "current_ratio": 1.4582734960906334, "quick_ratio": 1.1000877612892932, "fcf_to_ebitda": 0.23350731582099768, "capex_to_revenue": 0.03702165719031496, "working_capital_to_revenue": 0.1834792052641666, "capital_efficiency": 0.10582528172760236, "financial_health": 0.1089702566728037, "margin_quality": 0.16748483397190295, "growth_momentum": 0.2580233383639958, "company_age_years": 48.49007529089665, "ebitda": 11687000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 10.94958768790265, "revenue_cagr_3y": 0.1546360502230435, "revenue_cagr_5y": 0.12392846038844274, "earnings_cagr_3y": 0.22847025642222718, "quarterly_revenue_growth_yoy": 0.17096663226694186, "quarterly_earnings_growth_yoy": 1.8068459657701712, "revenue_growth_qoq": 0.12429813938126169, "gross_margin": 0.2046611829220525, "operating_margin": 0.1128084606345476, "net_margin": 0.03231492361927144, "roa_ttm": 0.0717128786345544, "roe_ttm": 0.30144626146138576, "debt_to_ebitda": 2.7319255547602004, "net_debt_to_ebitda": 1.8537938439513242, "interest_coverage": 34.925, "debt_to_equity": 1.4430475470271291, "current_ratio": 1.6016701461377871, "quick_ratio": 1.5224425887265136, "fcf_to_ebitda": 0.516284896206156, "capex_to_revenue": 0.03858800510883448, "working_capital_to_revenue": 0.15663469116008588, "capital_efficiency": 0.18657957004797007, "financial_health": -1.2377014861213749, "margin_quality": 0.1165948557252905, "growth_momentum": 0.9889062990185565, "company_age_years": 39.00068446269678, "ebitda": 5588000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 11.076235754985754, "revenue_cagr_3y": 0.10782681071387934, "revenue_cagr_5y": 0.08983237483589068, "earnings_cagr_3y": 0.43746306798147927, "quarterly_revenue_growth_yoy": 0.06229698375870069, "quarterly_earnings_growth_yoy": 1.5288018433179724, "revenue_growth_qoq": -0.10330983157070113, "gross_margin": 0.19001856503221579, "operating_margin": 0.3081795347821339, "net_margin": 0.23970732772742165, "roa_ttm": 0.10902155807160273, "roe_ttm": 0.4290736342042755, "debt_to_ebitda": 2.2802706552706553, "net_debt_to_ebitda": 1.6540242165242165, "interest_coverage": 36.23225806451613, "debt_to_equity": 1.2167220902612828, "current_ratio": 1.4644436476634397, "quick_ratio": 1.3616588980518705, "fcf_to_ebitda": 0.6907051282051282, "capex_to_revenue": 0.036238482965502465, "working_capital_to_revenue": 0.10408185129633597, "capital_efficiency": 0.2690475961379391, "financial_health": -1.1278270698063655, "margin_quality": 0.24596847584725712, "growth_momentum": 0.7955494135383365, "company_age_years": 39.24709103353867, "ebitda": 5616000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 11.869035858674636, "revenue_cagr_3y": 0.08730116694419321, "revenue_cagr_5y": 0.08808659770045058, "earnings_cagr_3y": 0.14600499746409845, "quarterly_revenue_growth_yoy": 0.03005402971634399, "quarterly_earnings_growth_yoy": 0.031840796019900496, "revenue_growth_qoq": -0.0006552364311455717, "gross_margin": 0.22325428914872691, "operating_margin": 0.11408589225221287, "net_margin": 0.11332094853021528, "roa_ttm": 0.10792083906791325, "roe_ttm": 0.4070891514500537, "debt_to_ebitda": 2.2446827210406046, "net_debt_to_ebitda": 1.5519423448760767, "interest_coverage": 41.830882352941174, "debt_to_equity": 1.1430361618331544, "current_ratio": 1.485508089861483, "quick_ratio": 1.3850541264113607, "fcf_to_ebitda": 0.45860432413429425, "capex_to_revenue": 0.03494402042390235, "working_capital_to_revenue": 0.11092200090418318, "capital_efficiency": 0.25750499525898346, "financial_health": -1.048981948623975, "margin_quality": 0.15022037664371837, "growth_momentum": 0.03094741286812224, "company_age_years": 39.49623545516769, "ebitda": 5689000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 8.1658907764223, "revenue_cagr_3y": 0.01936273341968464, "revenue_cagr_5y": 0.0619337525543866, "earnings_cagr_3y": 0.6037425075893887, "quarterly_revenue_growth_yoy": -0.15403446925186057, "quarterly_earnings_growth_yoy": 7.212121212121212, "revenue_growth_qoq": -0.009288990825688074, "gross_margin": 0.17953466836439402, "operating_margin": 0.08588957055214724, "net_margin": 0.31369371455029516, "roa_ttm": 0.16451772000281828, "roe_ttm": 0.5419309917994739, "debt_to_ebitda": 1.489795918367347, "net_debt_to_ebitda": 1.0873332573252765, "interest_coverage": 65.94736842105263, "debt_to_equity": 1.0109082469441435, "current_ratio": 1.3038824763903463, "quick_ratio": 1.2187827911857292, "fcf_to_ebitda": 0.24535400752479763, "capex_to_revenue": 0.039672526424986684, "working_capital_to_revenue": 0.08119550284576779, "capital_efficiency": 0.3532243559011461, "financial_health": -0.9055681271394618, "margin_quality": 0.19303931782227882, "growth_momentum": 3.5290433714346756, "company_age_years": 40.0, "ebitda": 8771000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 10.259153222046622, "revenue_cagr_3y": 0.07554729677283678, "revenue_cagr_5y": 0.03361480230019409, "earnings_cagr_3y": 0.0296530193447897, "quarterly_revenue_growth_yoy": -0.0338080114742342, "quarterly_earnings_growth_yoy": -0.08652792990142388, "revenue_growth_qoq": 0.018026770293609672, "gross_margin": 0.1679567384158626, "operating_margin": 0.11366769165517973, "net_margin": 0.08843176757501856, "roa_ttm": 0.06337299534402484, "roe_ttm": 0.21643109540636044, "debt_to_ebitda": 2.6945871197155276, "net_debt_to_ebitda": 2.404385618332675, "interest_coverage": 42.898305084745765, "debt_to_equity": 0.9268823049741778, "current_ratio": 1.2943548387096775, "quick_ratio": 0.8972084367245657, "fcf_to_ebitda": 0.5308178585539313, "capex_to_revenue": 0.026244864850720882, "working_capital_to_revenue": 0.12415940550017009, "capital_efficiency": 0.13990204537519263, "financial_health": -0.6488083327486003, "margin_quality": 0.1233520658820203, "growth_momentum": -0.060167970687829045, "company_age_years": 43.73990417522245, "ebitda": 5062000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 10.437298431372549, "revenue_cagr_3y": 0.08187376285492487, "revenue_cagr_5y": 0.06062402305361503, "earnings_cagr_3y": 0.16359952501390684, "quarterly_revenue_growth_yoy": -0.027104799034623595, "quarterly_earnings_growth_yoy": -0.01764705882352941, "revenue_growth_qoq": 0.11133495917718164, "gross_margin": 0.17650987501192633, "operating_margin": 0.12088541169735713, "net_margin": 0.09560156473618929, "roa_ttm": 0.061725267014890464, "roe_ttm": 0.20222208032692676, "debt_to_ebitda": 2.6133333333333333, "net_debt_to_ebitda": 2.059607843137255, "interest_coverage": 42.5, "debt_to_equity": 0.8510312240597663, "current_ratio": 1.3494738160861939, "quick_ratio": 0.9896016036081182, "fcf_to_ebitda": 0.5668627450980392, "capex_to_revenue": 0.025497692814765986, "working_capital_to_revenue": 0.14710613052076466, "capital_efficiency": 0.13197367367090862, "financial_health": -0.5831694154776074, "margin_quality": 0.13099895048182425, "growth_momentum": -0.022375928929076503, "company_age_years": 43.9917864476386, "ebitda": 5100000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 12.392210492572323, "revenue_cagr_3y": 0.07608198499042973, "revenue_cagr_5y": 0.046622361246263955, "earnings_cagr_3y": -0.03950414991195983, "quarterly_revenue_growth_yoy": 0.07315121728197509, "quarterly_earnings_growth_yoy": 0.0028328611898017, "revenue_growth_qoq": -0.10418853162866139, "gross_margin": 0.15944190009585685, "operating_margin": 0.09990414314623496, "net_margin": 0.07540739162850144, "roa_ttm": 0.06342693593259012, "roe_ttm": 0.20658409387222945, "debt_to_ebitda": 2.6249022673964033, "net_debt_to_ebitda": 2.2709147771696636, "interest_coverage": 41.59349593495935, "debt_to_equity": 0.8754237288135593, "current_ratio": 1.346796013990629, "quick_ratio": 0.9714248003695638, "fcf_to_ebitda": 0.705824863174355, "capex_to_revenue": 0.023752106832620253, "working_capital_to_revenue": 0.13626345131596007, "capital_efficiency": 0.13500551490240978, "financial_health": -0.6153177145089974, "margin_quality": 0.11158447829019776, "growth_momentum": 0.03799203923588839, "company_age_years": 44.238193018480494, "ebitda": 5116000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 6.787840209561232, "revenue_cagr_3y": 0.11879863897777376, "revenue_cagr_5y": 0.026893557920015576, "earnings_cagr_3y": 0.4232318906510313, "quarterly_revenue_growth_yoy": 0.24063334853717339, "quarterly_earnings_growth_yoy": 3.841918294849023, "revenue_growth_qoq": -0.0026191723415400735, "gross_margin": 0.28991596638655465, "operating_margin": 0.17489495798319327, "net_margin": 0.08403361344537816, "roa_ttm": 0.02697976517611791, "roe_ttm": 0.10602094240837696, "debt_to_ebitda": 0.2599869024230517, "net_debt_to_ebitda": 0.0, "interest_coverage": 34.70454545454545, "debt_to_equity": 0.12990837696335078, "current_ratio": 1.3245835436648157, "quick_ratio": 0.8869257950530035, "fcf_to_ebitda": 0.5055664702030125, "capex_to_revenue": 0.020618556701030927, "working_capital_to_revenue": 0.08722192078133478, "capital_efficiency": 0.06650035379224743, "financial_health": 0.040552918644350074, "margin_quality": 0.1829481792717087, "growth_momentum": 2.041275821693098, "company_age_years": 34.496919917864474, "ebitda": 1527000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 7.6194586614173225, "revenue_cagr_3y": 0.1374437353008402, "revenue_cagr_5y": 0.055937284948829546, "earnings_cagr_3y": 0.0834605775641557, "quarterly_revenue_growth_yoy": -0.03147432357813363, "quarterly_earnings_growth_yoy": 0.08108108108108109, "revenue_growth_qoq": -0.07878151260504201, "gross_margin": 0.3112884834663626, "operating_margin": 0.16248574686431014, "net_margin": 0.09122006841505131, "roa_ttm": 0.028527763627101375, "roe_ttm": 0.11005568293481821, "debt_to_ebitda": 0.2618110236220472, "net_debt_to_ebitda": 0.07545931758530183, "interest_coverage": 34.63636363636363, "debt_to_equity": 0.13069112348509662, "current_ratio": 1.306573275862069, "quick_ratio": 0.7882543103448276, "fcf_to_ebitda": 0.494750656167979, "capex_to_revenue": 0.020369104579630894, "working_capital_to_revenue": 0.07778537252221462, "capital_efficiency": 0.0692917232809598, "financial_health": 0.024112752589573783, "margin_quality": 0.18833143291524138, "growth_momentum": 0.024803378751473728, "company_age_years": 34.74880219028063, "ebitda": 1524000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 8.780341563786008, "revenue_cagr_3y": 0.058092504065903716, "revenue_cagr_5y": 0.020342926460003685, "earnings_cagr_3y": 0.09126958969324006, "quarterly_revenue_growth_yoy": -0.17105263157894737, "quarterly_earnings_growth_yoy": 2.164473684210526, "revenue_growth_qoq": -0.17388825541619157, "gross_margin": 0.34575569358178054, "operating_margin": 0.20013802622498275, "net_margin": 0.12215320910973085, "roa_ttm": 0.057238767429850235, "roe_ttm": 0.2106430155210643, "debt_to_ebitda": 0.21467764060356653, "net_debt_to_ebitda": 0.0, "interest_coverage": 33.13636363636363, "debt_to_equity": 0.09914475768134305, "current_ratio": 1.5687687687687688, "quick_ratio": 0.9675675675675676, "fcf_to_ebitda": 0.4663923182441701, "capex_to_revenue": 0.021664766248574687, "working_capital_to_revenue": 0.13497719498289623, "capital_efficiency": 0.13394089147545726, "financial_health": 0.031072473747632983, "margin_quality": 0.22268230963883137, "growth_momentum": 0.9967105263157894, "company_age_years": 35.00068446269678, "ebitda": 1458000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 9.932225, "revenue_cagr_3y": 0.05515333655492305, "revenue_cagr_5y": 0.016976553289296925, "earnings_cagr_3y": -0.15603745696169735, "quarterly_revenue_growth_yoy": -0.22001047668936616, "quarterly_earnings_growth_yoy": -0.49404761904761907, "revenue_growth_qoq": 0.027605244996549344, "gross_margin": 0.3525856279382136, "operating_margin": 0.1900604432505037, "net_margin": 0.05708529214237743, "roa_ttm": 0.052399387773476185, "roe_ttm": 0.1997254632807138, "debt_to_ebitda": 0.25285714285714284, "net_debt_to_ebitda": 0.037142857142857144, "interest_coverage": 33.333333333333336, "debt_to_equity": 0.12148249828414551, "current_ratio": 1.6605080831408776, "quick_ratio": 1.1443418013856812, "fcf_to_ebitda": 0.5421428571428571, "capex_to_revenue": 0.02228623408126137, "working_capital_to_revenue": 0.17343844754396603, "capital_efficiency": 0.12606242552709498, "financial_health": 0.027190060322319257, "margin_quality": 0.19991045444369826, "growth_momentum": -0.3570290478684926, "company_age_years": 35.24709103353867, "ebitda": 1400000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 9.831929978118161, "revenue_cagr_3y": 0.050693953721523854, "revenue_cagr_5y": 0.07402053688749466, "earnings_cagr_3y": -0.0010157447315127799, "quarterly_revenue_growth_yoy": -0.19012605042016806, "quarterly_earnings_growth_yoy": -0.18125, "revenue_growth_qoq": 0.035594358629952985, "gross_margin": 0.33916990920881973, "operating_margin": 0.19130998702983137, "net_margin": 0.08495460440985733, "roa_ttm": 0.054806739345887014, "roe_ttm": 0.18886612021857924, "debt_to_ebitda": 0.462436177972283, "net_debt_to_ebitda": 0.10940919037199125, "interest_coverage": 32.642857142857146, "debt_to_equity": 0.21653005464480873, "current_ratio": 1.0763239875389408, "quick_ratio": 0.6396677050882659, "fcf_to_ebitda": 0.3282275711159737, "capex_to_revenue": 0.01908886750080205, "working_capital_to_revenue": 0.02358036573628489, "capital_efficiency": 0.12183642978223312, "financial_health": 0.047968285431119924, "margin_quality": 0.20514483354950283, "growth_momentum": -0.18568802521008404, "company_age_years": 35.49623545516769, "ebitda": 1371000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 1.0033923581100548, "revenue_cagr_3y": 0.05278623910756153, "revenue_cagr_5y": 0.04640085389366444, "earnings_cagr_3y": 0.15154851934891322, "quarterly_revenue_growth_yoy": -0.042236328125, "quarterly_earnings_growth_yoy": 0.0660377358490566, "revenue_growth_qoq": 0.23364779874213837, "gross_margin": 0.1712974764211063, "operating_margin": 1.0, "net_margin": 0.05760897272495539, "roa_ttm": 0.047389175958661954, "roe_ttm": 0.1404109589041096, "debt_to_ebitda": 0.24884759435321233, "net_debt_to_ebitda": 0.17646211466436185, "interest_coverage": 322.8837209302326, "debt_to_equity": 0.6960112812248187, "current_ratio": 2.0105485232067513, "quick_ratio": 0.9177215189873418, "fcf_to_ebitda": 0.048545087870930564, "capex_to_revenue": 0.03128957759070253, "working_capital_to_revenue": 0.28548014601802874, "capital_efficiency": 0.09390006743138578, "financial_health": -0.574901104651889, "margin_quality": 0.40963548304868724, "growth_momentum": 0.011900703862028301, "company_age_years": 31.184120465434635, "ebitda": 13884000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 0.6769953693526515, "revenue_cagr_3y": 0.03886676771236708, "revenue_cagr_5y": 0.05245086519763098, "earnings_cagr_3y": 0.08022634764326919, "quarterly_revenue_growth_yoy": 0.04165310771233322, "quarterly_earnings_growth_yoy": 0.171875, "revenue_growth_qoq": -0.18404282436910527, "gross_margin": 0.1768197438300531, "operating_margin": 1.0, "net_margin": 0.046860356138706656, "roa_ttm": 0.047619047619047616, "roe_ttm": 0.14411705752655843, "debt_to_ebitda": 0.022054100349725218, "net_debt_to_ebitda": 0.0, "interest_coverage": 325.83720930232556, "debt_to_equity": 0.0619362597714973, "current_ratio": 2.02682486458602, "quick_ratio": 0.872066030435904, "fcf_to_ebitda": 0.03811291128399115, "capex_to_revenue": 0.031658180208102724, "working_capital_to_revenue": 0.29377905689617, "capital_efficiency": 0.09586805257280302, "financial_health": 0.05152659116497781, "margin_quality": 0.40789336665625325, "growth_momentum": 0.10676405385616661, "company_age_years": 31.433264887063654, "ebitda": 14011000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 0.9203944926115274, "revenue_cagr_3y": 0.07338406993682534, "revenue_cagr_5y": 0.05176155664255755, "earnings_cagr_3y": 0.16135485803128846, "quarterly_revenue_growth_yoy": 0.08130582075762242, "quarterly_earnings_growth_yoy": 0.059880239520958084, "revenue_growth_qoq": 0.09684473601999376, "gross_margin": 0.17715750498433494, "operating_margin": 1.0, "net_margin": 0.050412987752776986, "roa_ttm": 0.04849008913130238, "roe_ttm": 0.14057076745082916, "debt_to_ebitda": 0.2777505427550949, "net_debt_to_ebitda": 0.2257160865606835, "interest_coverage": 324.52272727272725, "debt_to_equity": 0.7647512533744697, "current_ratio": 2.1192536506219577, "quick_ratio": 0.8766901027582477, "fcf_to_ebitda": 0.028363330765459768, "capex_to_revenue": 0.03286283025696706, "working_capital_to_revenue": 0.2996018820123055, "capital_efficiency": 0.09453042829106577, "financial_health": -0.6617240797449935, "margin_quality": 0.40919016424570404, "growth_momentum": 0.07059303013929025, "company_age_years": 31.682409308692677, "ebitda": 14279000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 1.1964021739130435, "revenue_cagr_3y": 0.0383412778754042, "revenue_cagr_5y": 0.029291947792417172, "earnings_cagr_3y": 0.6201266542908166, "quarterly_revenue_growth_yoy": 0.02232704402515723, "quarterly_earnings_growth_yoy": 1.3920454545454546, "revenue_growth_qoq": -0.07405297636001139, "gross_margin": 0.18148262073208243, "operating_margin": 0.08212857582282375, "net_margin": 0.12949861581051983, "roa_ttm": 0.06421836882705875, "roe_ttm": 0.17235887453548043, "debt_to_ebitda": 0.30043567173468483, "net_debt_to_ebitda": 0.23472926113630302, "interest_coverage": 249.93333333333334, "debt_to_equity": 0.5979472659706246, "current_ratio": 2.2060773480662985, "quick_ratio": 0.8825966850828729, "fcf_to_ebitda": 0.03369787498888593, "capex_to_revenue": 0.03168659081088866, "working_capital_to_revenue": 0.31441739881895436, "capital_efficiency": 0.11828862168126959, "financial_health": -0.5269261235120343, "margin_quality": 0.13103660412180865, "growth_momentum": 0.7071862492853059, "company_age_years": 31.93429158110883, "ebitda": 11247000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 2.0892163472349328, "revenue_cagr_3y": 0.02945296607538106, "revenue_cagr_5y": 0.03286313817745978, "earnings_cagr_3y": 0.08617324459827991, "quarterly_revenue_growth_yoy": -0.024980881978078, "quarterly_earnings_growth_yoy": -0.05309734513274336, "revenue_growth_qoq": 0.17656105813595815, "gross_margin": 0.18274509803921568, "operating_margin": 0.08993464052287582, "net_margin": 0.055947712418300655, "roa_ttm": 0.06263836437036073, "roe_ttm": 0.1725870111230714, "debt_to_ebitda": 0.52503595241208, "net_debt_to_ebitda": 0.35534056739443065, "interest_coverage": 182.11904761904762, "debt_to_equity": 0.7204879799067098, "current_ratio": 2.0932442846134087, "quick_ratio": 0.9465707680452093, "fcf_to_ebitda": 0.0741273369067852, "capex_to_revenue": 0.03234696837829997, "working_capital_to_revenue": 0.3086742094574993, "capital_efficiency": 0.11761268774671607, "financial_health": -0.5708479778376836, "margin_quality": 0.10954248366013071, "growth_momentum": -0.03903911355541068, "company_age_years": 32.186173853524984, "ebitda": 7649000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 2.7016014973958336, "revenue_cagr_3y": 0.02801034320828011, "revenue_cagr_5y": 0.016071671867711856, "earnings_cagr_3y": 0.05917441771583287, "quarterly_revenue_growth_yoy": -0.033739456419868794, "quarterly_earnings_growth_yoy": -0.32666666666666666, "revenue_growth_qoq": -0.19137254901960785, "gross_margin": 0.16456514710636921, "operating_margin": 0.06466214031684449, "net_margin": 0.032654380860006466, "roa_ttm": 0.058141756352289374, "roe_ttm": 0.1635614475098531, "debt_to_ebitda": 0.10026041666666667, "net_debt_to_ebitda": 0.0, "interest_coverage": 109.71428571428571, "debt_to_equity": 0.0827660336796847, "current_ratio": 2.029579915485956, "quick_ratio": 0.8590604026845637, "fcf_to_ebitda": 0.11610243055555555, "capex_to_revenue": 0.031725146198830406, "working_capital_to_revenue": 0.30277777777777776, "capital_efficiency": 0.11085160193107124, "financial_health": 0.06349105266509585, "margin_quality": 0.08729388942774004, "growth_momentum": -0.18020306154326773, "company_age_years": 32.43258042436687, "ebitda": 4608000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 9.96531653585927, "revenue_cagr_3y": 0.023626563784314714, "revenue_cagr_5y": 0.029144169845721102, "earnings_cagr_3y": 0.1387208644533735, "quarterly_revenue_growth_yoy": 0.06563207242159716, "quarterly_earnings_growth_yoy": 0.8712871287128713, "revenue_growth_qoq": -0.1794871794871795, "gross_margin": 0.1720266990291262, "operating_margin": 0.07281553398058252, "net_margin": 0.05734223300970874, "roa_ttm": 0.026389631213254945, "roe_ttm": 0.06939564300773014, "debt_to_ebitda": 0.010825439783491205, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.048780487804876, "debt_to_equity": 0.0028109627547434997, "current_ratio": 2.3141236189907435, "quick_ratio": 1.0928635413556285, "fcf_to_ebitda": 0.43504736129905275, "capex_to_revenue": 0.029442399833344908, "working_capital_to_revenue": 0.3056037775154503, "capital_efficiency": 0.04789263711049255, "financial_health": 0.055852485301977554, "margin_quality": 0.10072815533980582, "growth_momentum": 0.46845960056723424, "company_age_years": 33.43189596167009, "ebitda": 1478000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 8.692440341880342, "revenue_cagr_3y": 0.009796457874023501, "revenue_cagr_5y": 0.02972189481564147, "earnings_cagr_3y": 0.08008229825529067, "quarterly_revenue_growth_yoy": 0.0, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": -0.1794871794871795, "gross_margin": 0.1720266990291262, "operating_margin": 0.07281553398058252, "net_margin": 0.05734223300970874, "roa_ttm": 0.03218232044198895, "roe_ttm": 0.08905025797821517, "debt_to_ebitda": 0.23865877712031558, "net_debt_to_ebitda": 0.0, "interest_coverage": 36.214285714285715, "debt_to_equity": 0.0693674756353908, "current_ratio": 2.1675407925407923, "quick_ratio": 0.9883449883449883, "fcf_to_ebitda": 0.43918474687705455, "capex_to_revenue": 0.028988500998416305, "working_capital_to_revenue": 0.27590718171176754, "capital_efficiency": 0.060616289210102064, "financial_health": 0.05124309392265193, "margin_quality": 0.10072815533980582, "growth_momentum": 0.0, "company_age_years": 34.431211498973305, "ebitda": 1521000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 7.738267121447028, "revenue_cagr_3y": -0.00525674520803554, "revenue_cagr_5y": -0.01378598114854801, "earnings_cagr_3y": 0.10173065352705835, "quarterly_revenue_growth_yoy": -0.08151549942594719, "quarterly_earnings_growth_yoy": 2.540880503144654, "revenue_growth_qoq": -0.14117015566290927, "gross_margin": 0.1603125, "operating_margin": 0.064375, "net_margin": 0.1759375, "roa_ttm": 0.057761253485592884, "roe_ttm": 0.1595744680851064, "debt_to_ebitda": 1.972609819121447, "net_debt_to_ebitda": 1.4284237726098192, "interest_coverage": 43.97727272727273, "debt_to_equity": 0.7001100513573001, "current_ratio": 2.148964418481147, "quick_ratio": 0.9710568242166755, "fcf_to_ebitda": 0.47080103359173125, "capex_to_revenue": 0.0266872673642812, "working_capital_to_revenue": 0.3038836996980125, "capital_efficiency": 0.10866786078534964, "financial_health": -0.5260170653887142, "margin_quality": 0.13354166666666667, "growth_momentum": 1.2296825018593533, "company_age_years": 34.93223819301848, "ebitda": 1935000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 6.874976044287871, "revenue_cagr_3y": -0.006579137841035809, "revenue_cagr_5y": -0.01749614300422153, "earnings_cagr_3y": 0.04754762827785286, "quarterly_revenue_growth_yoy": -0.06646751306945482, "quarterly_earnings_growth_yoy": 3.3207547169811322, "revenue_growth_qoq": 0.171875, "gross_margin": 0.172, "operating_margin": 0.09973333333333333, "net_margin": 0.0656, "roa_ttm": 0.081369023838061, "roe_ttm": 0.22145704965567234, "debt_to_ebitda": 2.113236034222446, "net_debt_to_ebitda": 1.4302969300452943, "interest_coverage": 47.30952380952381, "debt_to_equity": 0.7609641174338528, "current_ratio": 2.0600624024961, "quick_ratio": 1.002080083203328, "fcf_to_ebitda": 0.3714141922496225, "capex_to_revenue": 0.026409962782708275, "working_capital_to_revenue": 0.2917978814772402, "capital_efficiency": 0.15141303674686668, "financial_health": -0.5689386099010534, "margin_quality": 0.11244444444444444, "growth_momentum": 1.6271436019558387, "company_age_years": 35.18412046543463, "ebitda": 1987000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 3.242940618712274, "revenue_cagr_3y": -0.036160484144457605, "revenue_cagr_5y": -0.0012349528275392707, "earnings_cagr_3y": 0.12354231713167407, "quarterly_revenue_growth_yoy": -0.1339237788513151, "quarterly_earnings_growth_yoy": -0.03125, "revenue_growth_qoq": 0.037954326149887425, "gross_margin": 0.17601487449643632, "operating_margin": 0.08552835450883173, "net_margin": 0.06724511930585683, "roa_ttm": 0.07788766078469395, "roe_ttm": 0.21802062601773115, "debt_to_ebitda": 0.556841046277666, "net_debt_to_ebitda": 0.0, "interest_coverage": 47.333333333333336, "debt_to_equity": 0.20028948796815632, "current_ratio": 2.1920432220039294, "quick_ratio": 1.1453831041257367, "fcf_to_ebitda": 0.1529175050301811, "capex_to_revenue": 0.025967183501430076, "working_capital_to_revenue": 0.365346981785338, "capital_efficiency": 0.14795414340121255, "financial_health": 0.1516385495443087, "margin_quality": 0.1095961161037083, "growth_momentum": -0.08258688942565755, "company_age_years": 35.68240930869268, "ebitda": 1988000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 6.504562409261577, "revenue_cagr_3y": -0.02200776929661641, "revenue_cagr_5y": 0.004919903789049274, "earnings_cagr_3y": 0.11431639107222535, "quarterly_revenue_growth_yoy": 0.0184375, "quarterly_earnings_growth_yoy": -0.6092362344582594, "revenue_growth_qoq": 0.009916330957545709, "gross_margin": 0.15710340595274624, "operating_margin": 0.07885854556612458, "net_margin": 0.06750536974532065, "roa_ttm": 0.05434714078557468, "roe_ttm": 0.1501480578296464, "debt_to_ebitda": 2.9561952440550687, "net_debt_to_ebitda": 1.2853566958698373, "interest_coverage": 37.16279069767442, "debt_to_equity": 0.8228531614701271, "current_ratio": 2.333249812077174, "quick_ratio": 1.2678526685041343, "fcf_to_ebitda": 0.17647058823529413, "capex_to_revenue": 0.026376920194829526, "working_capital_to_revenue": 0.39872611464968155, "capital_efficiency": 0.10224759930761054, "financial_health": -0.5048902292506948, "margin_quality": 0.1011557737547305, "growth_momentum": -0.2953993672291297, "company_age_years": 35.93429158110883, "ebitda": 1598000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 8.030048221574344, "revenue_cagr_3y": -0.05551247600726661, "revenue_cagr_5y": -0.028018405628344012, "earnings_cagr_3y": -0.358047738148607, "quarterly_revenue_growth_yoy": -0.10678674815053071, "quarterly_earnings_growth_yoy": -0.7206703910614525, "revenue_growth_qoq": -0.3117719950433705, "gross_margin": 0.14043932301044293, "operating_margin": 0.045732805185451926, "net_margin": 0.018005041411595247, "roa_ttm": 0.04450499545867393, "roe_ttm": 0.11440960640426952, "debt_to_ebitda": 0.18731778425655976, "net_debt_to_ebitda": 0.0, "interest_coverage": 34.3, "debt_to_equity": 0.04286190793862575, "current_ratio": 2.637528017931476, "quick_ratio": 1.4511687479987192, "fcf_to_ebitda": 0.3680758017492711, "capex_to_revenue": 0.02481576176868702, "working_capital_to_revenue": 0.38456910813656187, "capital_efficiency": 0.07945730093147173, "financial_health": 0.13481250810951084, "margin_quality": 0.06805905653583004, "growth_momentum": -0.4137285696059916, "company_age_years": 36.43258042436687, "ebitda": 1372000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 12.290722745874588, "revenue_cagr_3y": -0.034111982242302274, "revenue_cagr_5y": -0.019732941543708304, "earnings_cagr_3y": 0.043322213857507785, "quarterly_revenue_growth_yoy": 0.09452137266706803, "quarterly_earnings_growth_yoy": 0.09178743961352658, "revenue_growth_qoq": 0.18128654970760233, "gross_margin": 0.1520902090209021, "operating_margin": 0.05720572057205721, "net_margin": 0.06215621562156216, "roa_ttm": 0.051079734219269105, "roe_ttm": 0.12322885358522971, "debt_to_ebitda": 2.557095709570957, "net_debt_to_ebitda": 1.1174917491749174, "interest_coverage": 79.73684210526316, "debt_to_equity": 0.5544582796622298, "current_ratio": 1.9198264047510278, "quick_ratio": 1.025810872544541, "fcf_to_ebitda": 0.7485148514851485, "capex_to_revenue": 0.027507964876835808, "working_capital_to_revenue": 0.31292252700287515, "capital_efficiency": 0.08715429390224941, "financial_health": -0.373973261007, "margin_quality": 0.09048404840484048, "growth_momentum": 0.0931544061402973, "company_age_years": 39.18412046543463, "ebitda": 1515000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 7.167903055848261, "revenue_cagr_3y": 0.0147742469533243, "revenue_cagr_5y": 0.018753354642473408, "earnings_cagr_3y": 0.0, "quarterly_revenue_growth_yoy": -0.011416709911779968, "quarterly_earnings_growth_yoy": -0.038461538461538464, "revenue_growth_qoq": 0.058333333333333334, "gross_margin": 0.18635170603674542, "operating_margin": 0.07559055118110236, "net_margin": 0.026246719160104987, "roa_ttm": 0.06706507304116865, "roe_ttm": 0.27114093959731544, "debt_to_ebitda": 1.957850368809273, "net_debt_to_ebitda": 1.0158061116965227, "interest_coverage": 14.828125, "debt_to_equity": 1.246979865771812, "current_ratio": 1.792778649921507, "quick_ratio": 1.5690737833594977, "fcf_to_ebitda": 0.6743940990516333, "capex_to_revenue": 0.02678062678062678, "working_capital_to_revenue": 0.14387464387464388, "capital_efficiency": 0.16910300631924205, "financial_health": -0.7059560416053905, "margin_quality": 0.09606299212598428, "growth_momentum": -0.024939124186659216, "company_age_years": 4.777549623545517, "ebitda": 949000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 7.6137067745197164, "revenue_cagr_3y": 0.04117507035520429, "revenue_cagr_5y": 0.00921116154563184, "earnings_cagr_3y": 0.4566730228453515, "quarterly_revenue_growth_yoy": 0.12292993630573248, "quarterly_earnings_growth_yoy": 0.5632183908045977, "revenue_growth_qoq": -0.07454068241469816, "gross_margin": 0.19001701644923427, "operating_margin": 0.11230856494611458, "net_margin": 0.07714123652864435, "roa_ttm": 0.07683175033921302, "roe_ttm": 0.2978303747534517, "debt_to_ebitda": 1.852376137512639, "net_debt_to_ebitda": 1.050556117290192, "interest_coverage": 52.05263157894737, "debt_to_equity": 1.2044707429322814, "current_ratio": 1.9073593073593074, "quick_ratio": 1.6623376623376624, "fcf_to_ebitda": 0.6875631951466128, "capex_to_revenue": 0.028420906696242896, "working_capital_to_revenue": 0.14529322057396368, "capital_efficiency": 0.18733106254633236, "financial_health": -0.703766335080916, "margin_quality": 0.12648893930799773, "growth_momentum": 0.34307416355516507, "company_age_years": 5.026694045174538, "ebitda": 989000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 8.87941548527808, "revenue_cagr_3y": 0.009280336683155754, "revenue_cagr_5y": 0.011052408381143186, "earnings_cagr_3y": 0.15747484738540463, "quarterly_revenue_growth_yoy": -0.065, "quarterly_earnings_growth_yoy": -0.036036036036036036, "revenue_growth_qoq": -0.01, "gross_margin": 0.18775995246583482, "operating_margin": 0.10041592394533572, "net_margin": 0.06357694592988711, "roa_ttm": 0.07090545938748335, "roe_ttm": 0.25786924939467315, "debt_to_ebitda": 2.0261723009814614, "net_debt_to_ebitda": 0.9825517993456925, "interest_coverage": 48.26315789473684, "debt_to_equity": 1.1246973365617434, "current_ratio": 1.9087947882736156, "quick_ratio": 1.6905537459283388, "fcf_to_ebitda": 0.6990185387131952, "capex_to_revenue": 0.03503049212877606, "working_capital_to_revenue": 0.15827542192596794, "capital_efficiency": 0.16438735439107827, "financial_health": -0.6137148047961878, "margin_quality": 0.11725094078035254, "growth_momentum": -0.050518018018018016, "company_age_years": 5.5277207392197125, "ebitda": 917000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 9.282564176245211, "revenue_cagr_3y": -0.0027595862956582007, "revenue_cagr_5y": 0.020682763587228647, "earnings_cagr_3y": 0.29362463657876225, "quarterly_revenue_growth_yoy": 0.008923884514435695, "quarterly_earnings_growth_yoy": 2.94, "revenue_growth_qoq": 0.14200831847890671, "gross_margin": 0.2299687825182102, "operating_margin": 0.13215400624349635, "net_margin": 0.10249739854318418, "roa_ttm": 0.09020780856423173, "roe_ttm": 0.3466424682395644, "debt_to_ebitda": 1.803639846743295, "net_debt_to_ebitda": 1.1139846743295019, "interest_coverage": 58.0, "debt_to_equity": 1.1391409558378705, "current_ratio": 1.5949367088607596, "quick_ratio": 1.4385703648548027, "fcf_to_ebitda": 0.514367816091954, "capex_to_revenue": 0.04032258064516129, "working_capital_to_revenue": 0.11304470854555744, "capital_efficiency": 0.21842513840189806, "financial_health": -0.6597896199719311, "margin_quality": 0.15487339576829692, "growth_momentum": 1.4744619422572178, "company_age_years": 5.779603011635865, "ebitda": 1044000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 9.492904716073147, "revenue_cagr_3y": 0.026258130886931408, "revenue_cagr_5y": 0.015436962350982908, "earnings_cagr_3y": 0.13703136514059433, "quarterly_revenue_growth_yoy": 0.09294117647058824, "quarterly_earnings_growth_yoy": 0.10526315789473684, "revenue_growth_qoq": 0.0777262180974478, "gross_margin": 0.19860064585575887, "operating_margin": 0.12917115177610333, "net_margin": 0.07911733046286329, "roa_ttm": 0.09208400646203554, "roe_ttm": 0.34545454545454546, "debt_to_ebitda": 1.8190567853705486, "net_debt_to_ebitda": 1.2868142444658326, "interest_coverage": 61.11764705882353, "debt_to_equity": 1.1454545454545455, "current_ratio": 1.6303127506014434, "quick_ratio": 1.466720128307939, "fcf_to_ebitda": 0.5255052935514918, "capex_to_revenue": 0.04689021844997913, "working_capital_to_revenue": 0.10936412967858633, "capital_efficiency": 0.2187692759582905, "financial_health": -0.6870259950066089, "margin_quality": 0.1356297093649085, "growth_momentum": 0.09910216718266254, "company_age_years": 6.275154004106776, "ebitda": 1039000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 10.579060523938573, "revenue_cagr_3y": 0.027576554183933233, "revenue_cagr_5y": 0.03142105715734145, "earnings_cagr_3y": 0.15781279626515854, "quarterly_revenue_growth_yoy": 0.10695187165775401, "quarterly_earnings_growth_yoy": 0.3925233644859813, "revenue_growth_qoq": 0.002691065662002153, "gross_margin": 0.19592055823939883, "operating_margin": 0.12560386473429952, "net_margin": 0.07997852925389157, "roa_ttm": 0.09915748541801685, "roe_ttm": 0.3574766355140187, "debt_to_ebitda": 1.7226738934056007, "net_debt_to_ebitda": 1.2719060523938572, "interest_coverage": 61.5, "debt_to_equity": 1.1139018691588785, "current_ratio": 1.5207843137254902, "quick_ratio": 1.3772549019607843, "fcf_to_ebitda": 0.3224932249322493, "capex_to_revenue": 0.04995249083751867, "working_capital_to_revenue": 0.09013166825030541, "capital_efficiency": 0.22831706046601777, "financial_health": -0.6679827802375516, "margin_quality": 0.13383431740919663, "growth_momentum": 0.24973761807186765, "company_age_years": 6.52703627652293, "ebitda": 1107000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 11.221506196377502, "revenue_cagr_3y": 0.011795959496047725, "revenue_cagr_5y": 0.018297725367855122, "earnings_cagr_3y": 0.07166457967424877, "quarterly_revenue_growth_yoy": 0.03850156087408949, "quarterly_earnings_growth_yoy": -0.6751269035532995, "revenue_growth_qoq": 0.07139023081052066, "gross_margin": 0.19939879759519039, "operating_margin": 0.11472945891783567, "net_margin": 0.03206412825651302, "roa_ttm": 0.07514904298713523, "roe_ttm": 0.2724687144482366, "debt_to_ebitda": 1.8236415633937082, "net_debt_to_ebitda": 1.1553860819828408, "interest_coverage": 25.585365853658537, "debt_to_equity": 1.0881683731513083, "current_ratio": 1.578001437814522, "quick_ratio": 1.4464414090582316, "fcf_to_ebitda": 0.41182078169685415, "capex_to_revenue": 0.05133718586211531, "working_capital_to_revenue": 0.10804999328047306, "capital_efficiency": 0.1738088787176859, "financial_health": -0.6175532497814464, "margin_quality": 0.11539746158984636, "growth_momentum": -0.318312671339605, "company_age_years": 6.778918548939083, "ebitda": 1049000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 9.789619173262972, "revenue_cagr_3y": 0.0499903621818818, "revenue_cagr_5y": 0.037178368961656716, "earnings_cagr_3y": 0.15281008611129532, "quarterly_revenue_growth_yoy": 0.08719052744886975, "quarterly_earnings_growth_yoy": 0.6258503401360545, "revenue_growth_qoq": 0.07790821771611527, "gross_margin": 0.22376237623762377, "operating_margin": 0.12029702970297029, "net_margin": 0.11831683168316831, "roa_ttm": 0.09537254901960784, "roe_ttm": 0.3578575632725132, "debt_to_ebitda": 1.693051890941073, "net_debt_to_ebitda": 1.3430079155672823, "interest_coverage": 75.8, "debt_to_equity": 1.1330194231901118, "current_ratio": 1.4261100066269052, "quick_ratio": 1.310801855533466, "fcf_to_ebitda": 0.41072999120492526, "capex_to_revenue": 0.05443054301560686, "working_capital_to_revenue": 0.08293563781761899, "capital_efficiency": 0.22661505614606053, "financial_health": -0.6915415527011275, "margin_quality": 0.15412541254125411, "growth_momentum": 0.3565204337924621, "company_age_years": 7.274469541409993, "ebitda": 1137000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 10.733735755573905, "revenue_cagr_3y": 0.049878208767876187, "revenue_cagr_5y": 0.049368728878497414, "earnings_cagr_3y": 0.2730266668779695, "quarterly_revenue_growth_yoy": 0.11808910359634997, "quarterly_earnings_growth_yoy": 0.5369127516778524, "revenue_growth_qoq": 0.031188118811881188, "gross_margin": 0.23523763802208353, "operating_margin": 0.13538166106577051, "net_margin": 0.1099375900144023, "roa_ttm": 0.11098564284562026, "roe_ttm": 0.376986301369863, "debt_to_ebitda": 1.587118084227911, "net_debt_to_ebitda": 1.5309661436829067, "interest_coverage": 86.5, "debt_to_equity": 1.0531506849315069, "current_ratio": 1.1397915389331699, "quick_ratio": 1.029429797670141, "fcf_to_ebitda": 0.20891824938067713, "capex_to_revenue": 0.056064216731468705, "working_capital_to_revenue": 0.028596513232158536, "capital_efficiency": 0.24398597210774164, "financial_health": -0.6914962422131719, "margin_quality": 0.16018562970075212, "growth_momentum": 0.32750092763710115, "company_age_years": 7.526351813826146, "ebitda": 1211000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 7.732008116883117, "revenue_cagr_3y": 0.04900304726252669, "revenue_cagr_5y": 0.025591213144557923, "earnings_cagr_3y": 0.6185344669132911, "quarterly_revenue_growth_yoy": 0.10170340681362726, "quarterly_earnings_growth_yoy": 2.3125, "revenue_growth_qoq": 0.0556889102256361, "gross_margin": 0.21373351523419737, "operating_margin": 0.09458844929513416, "net_margin": 0.0964074579354252, "roa_ttm": 0.13097289675701082, "roe_ttm": 0.5514511873350924, "debt_to_ebitda": 1.531655844155844, "net_debt_to_ebitda": 1.3368506493506493, "interest_coverage": 88.0, "debt_to_equity": 1.2447229551451187, "current_ratio": 0.9540732640787315, "quick_ratio": 0.8840896664844177, "fcf_to_ebitda": 0.36607142857142855, "capex_to_revenue": 0.05662915851272016, "working_capital_to_revenue": -0.010273972602739725, "capital_efficiency": 0.3412120420460516, "financial_health": -0.8087061939344986, "margin_quality": 0.13490980748825224, "growth_momentum": 1.2071017034068137, "company_age_years": 7.7782340862423, "ebitda": 1232000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 9.133739276703112, "revenue_cagr_3y": 0.05666423374175511, "revenue_cagr_5y": 0.054666140843475874, "earnings_cagr_3y": -0.0462211238660184, "quarterly_revenue_growth_yoy": 0.10992529348986126, "quarterly_earnings_growth_yoy": -0.24358974358974358, "revenue_growth_qoq": -0.05411550704865848, "gross_margin": 0.1576923076923077, "operating_margin": 0.07548076923076923, "net_margin": 0.05673076923076923, "roa_ttm": 0.114, "roe_ttm": 0.510556621880998, "debt_to_ebitda": 1.7796467619848613, "net_debt_to_ebitda": 1.736753574432296, "interest_coverage": 74.3125, "debt_to_equity": 1.3538067818298145, "current_ratio": 0.9806122448979592, "quick_ratio": 0.9158163265306123, "fcf_to_ebitda": 0.25820016820857866, "capex_to_revenue": 0.05941302791696493, "working_capital_to_revenue": -0.004533524218563589, "capital_efficiency": 0.312278310940499, "financial_health": -0.9498480029247783, "margin_quality": 0.09663461538461539, "growth_momentum": -0.06683222504994116, "company_age_years": 8.02464065708419, "ebitda": 1189000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 9.728793174767322, "revenue_cagr_3y": 0.029443888501668347, "revenue_cagr_5y": 0.03041379302171121, "earnings_cagr_3y": -0.28826305213086234, "quarterly_revenue_growth_yoy": -0.07358318098720293, "quarterly_earnings_growth_yoy": -0.5859375, "revenue_growth_qoq": -0.1042863455589925, "gross_margin": 0.1302417365564874, "operating_margin": 0.0246669955599408, "net_margin": 0.026147015293537246, "roa_ttm": 0.06413215109923479, "roe_ttm": 0.3146603098927294, "debt_to_ebitda": 3.0372285418821097, "net_debt_to_ebitda": 2.3846949327817994, "interest_coverage": 38.68, "debt_to_equity": 1.7502979737783075, "current_ratio": 1.2956480605487228, "quick_ratio": 1.2199621570482497, "fcf_to_ebitda": 0.7776628748707343, "capex_to_revenue": 0.0499943952471696, "working_capital_to_revenue": 0.07005941038000224, "capital_efficiency": 0.1893962304959821, "financial_health": -1.2797338597958998, "margin_quality": 0.06035191580332181, "growth_momentum": -0.3297603404936015, "company_age_years": 9.27583846680356, "ebitda": 967000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 7.8824652777777775, "revenue_cagr_3y": 0.07493820805737617, "revenue_cagr_5y": 0.051521531379282504, "earnings_cagr_3y": 0.14214761007936016, "quarterly_revenue_growth_yoy": 0.04281207751239297, "quarterly_earnings_growth_yoy": 0.44155844155844154, "revenue_growth_qoq": 0.1415885545140602, "gross_margin": 0.18841832324978391, "operating_margin": 0.09334485738980121, "net_margin": 0.09593777009507347, "roa_ttm": 0.07057430432208407, "roe_ttm": 0.3170212765957447, "debt_to_ebitda": 2.9375, "net_debt_to_ebitda": 2.199404761904762, "interest_coverage": 37.333333333333336, "debt_to_equity": 1.575, "current_ratio": 1.290192566054635, "quick_ratio": 1.2221227048813255, "fcf_to_ebitda": 0.6507936507936508, "capex_to_revenue": 0.04447648624667258, "working_capital_to_revenue": 0.07187222715173026, "capital_efficiency": 0.19379779045891438, "financial_health": -1.1236026605192548, "margin_quality": 0.12590031691155287, "growth_momentum": 0.24218525953541725, "company_age_years": 9.527720739219713, "ebitda": 1008000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 7.469246797608881, "revenue_cagr_3y": 0.1136756985521552, "revenue_cagr_5y": 0.07673382705706211, "earnings_cagr_3y": 0.5727986378890719, "quarterly_revenue_growth_yoy": 0.14303482587064675, "quarterly_earnings_growth_yoy": 0.6711409395973155, "revenue_growth_qoq": 0.19144338807260156, "gross_margin": 0.19840406238665215, "operating_margin": 0.10554951033732318, "net_margin": 0.09031556039173014, "roa_ttm": 0.08532548731151159, "roe_ttm": 0.3661230931088901, "debt_to_ebitda": 1.995730145175064, "net_debt_to_ebitda": 1.5584970111016225, "interest_coverage": 25.456521739130434, "debt_to_equity": 1.2293529721199368, "current_ratio": 1.0979335130278527, "quick_ratio": 1.036388140161725, "fcf_to_ebitda": 0.6319385140905209, "capex_to_revenue": 0.03770964640529858, "working_capital_to_revenue": 0.023288110244631982, "capital_efficiency": 0.22572429021020082, "financial_health": -0.8241334561466878, "margin_quality": 0.1314230443719018, "growth_momentum": 0.4070878827339811, "company_age_years": 9.779603011635865, "ebitda": 1171000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 8.96330701754386, "revenue_cagr_3y": 0.06723823941126894, "revenue_cagr_5y": 0.05259252486586741, "earnings_cagr_3y": -0.017394843217379163, "quarterly_revenue_growth_yoy": 0.006628369421122404, "quarterly_earnings_growth_yoy": -0.13953488372093023, "revenue_growth_qoq": -0.17373957199854914, "gross_margin": 0.15013169446883232, "operating_margin": 0.05970149253731343, "net_margin": 0.0649692712906058, "roa_ttm": 0.08181154127100074, "roe_ttm": 0.3395654370894391, "debt_to_ebitda": 2.06140350877193, "net_debt_to_ebitda": 1.7043859649122808, "interest_coverage": 54.285714285714285, "debt_to_equity": 1.187468418393128, "current_ratio": 1.0668122270742357, "quick_ratio": 1.0048034934497816, "fcf_to_ebitda": 0.6368421052631579, "capex_to_revenue": 0.036476109215017066, "working_capital_to_revenue": 0.01631825938566553, "capital_efficiency": 0.21068848918021993, "financial_health": -0.8034064888536844, "margin_quality": 0.09160081943225051, "growth_momentum": -0.06645325714990391, "company_age_years": 10.026009582477755, "ebitda": 1140000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 8.52372159090909, "revenue_cagr_3y": 0.033671955500017114, "revenue_cagr_5y": 0.05586921995769423, "earnings_cagr_3y": -0.18580092786995028, "quarterly_revenue_growth_yoy": 0.10064134188455846, "quarterly_earnings_growth_yoy": 1.4339622641509433, "revenue_growth_qoq": -0.020632133450395083, "gross_margin": 0.14432989690721648, "operating_margin": 0.052891080233079334, "net_margin": 0.057821604661586735, "roa_ttm": 0.09198229217904574, "roe_ttm": 0.3618771165940977, "debt_to_ebitda": 1.9123376623376624, "net_debt_to_ebitda": 1.62987012987013, "interest_coverage": 68.44444444444444, "debt_to_equity": 1.1398161586840831, "current_ratio": 1.0913801224682054, "quick_ratio": 1.0259067357512954, "fcf_to_ebitda": 0.5081168831168831, "capex_to_revenue": 0.03517745302713988, "working_capital_to_revenue": 0.02025052192066806, "capital_efficiency": 0.22692970438657173, "financial_health": -0.7743323693170096, "margin_quality": 0.08501419393396085, "growth_momentum": 0.7673018030177509, "company_age_years": 10.275154004106776, "ebitda": 1232000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 9.72848835202761, "revenue_cagr_3y": 0.03924612129040206, "revenue_cagr_5y": 0.06795284780520983, "earnings_cagr_3y": -0.13736458450263123, "quarterly_revenue_growth_yoy": 0.010371650821089023, "quarterly_earnings_growth_yoy": -0.33783783783783783, "revenue_growth_qoq": 0.04796055580457194, "gross_margin": 0.14157399486740804, "operating_margin": 0.04491017964071856, "net_margin": 0.06287425149700598, "roa_ttm": 0.06471153846153846, "roe_ttm": 0.3074463225216994, "debt_to_ebitda": 3.4943917169974115, "net_debt_to_ebitda": 3.015530629853322, "interest_coverage": 48.291666666666664, "debt_to_equity": 1.8501598903608953, "current_ratio": 1.1432078559738135, "quick_ratio": 1.084697217675941, "fcf_to_ebitda": 0.640207075064711, "capex_to_revenue": 0.0363390254060808, "working_capital_to_revenue": 0.03644314868804665, "capital_efficiency": 0.18607893049161894, "financial_health": -1.4637657254805496, "margin_quality": 0.0831194753350442, "growth_momentum": -0.1637330935083744, "company_age_years": 10.52703627652293, "ebitda": 1159000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 10.865810756972111, "revenue_cagr_3y": 0.06776180252786412, "revenue_cagr_5y": 0.06851100028651724, "earnings_cagr_3y": -0.17279123334476054, "quarterly_revenue_growth_yoy": -0.029017047515415305, "quarterly_earnings_growth_yoy": -0.5180722891566265, "revenue_growth_qoq": 0.14499572284003423, "gross_margin": 0.13933507657825925, "operating_margin": 0.04146432573776616, "net_margin": 0.04482629809488233, "roa_ttm": 0.051190364166745085, "roe_ttm": 0.19373219373219372, "debt_to_ebitda": 4.031872509960159, "net_debt_to_ebitda": 3.4073705179282867, "interest_coverage": 38.61538461538461, "debt_to_equity": 1.4415954415954415, "current_ratio": 1.1495673671199012, "quick_ratio": 1.0832303255047384, "fcf_to_ebitda": 0.42729083665338646, "capex_to_revenue": 0.034754304913901725, "working_capital_to_revenue": 0.0381142377152457, "capital_efficiency": 0.1224612789494694, "financial_health": -1.1155007658018856, "margin_quality": 0.07520856680363591, "growth_momentum": -0.2735446683360209, "company_age_years": 10.778918548939084, "ebitda": 1004000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 9.913713316369805, "revenue_cagr_3y": 0.05247713832052847, "revenue_cagr_5y": 0.07095434182946114, "earnings_cagr_3y": -0.06192056699862791, "quarterly_revenue_growth_yoy": 0.05042958535674262, "quarterly_earnings_growth_yoy": 0.025, "revenue_growth_qoq": 0.07083015993907082, "gross_margin": 0.1205547652916074, "operating_margin": 0.03662873399715505, "net_margin": 0.043741109530583216, "roa_ttm": 0.053329649074329924, "roe_ttm": 0.16595012897678418, "debt_to_ebitda": 2.463952502120441, "net_debt_to_ebitda": 2.0678541136556405, "interest_coverage": 51.26086956521739, "debt_to_equity": 0.8326167956434508, "current_ratio": 0.94853195164076, "quick_ratio": 0.8853195164075993, "fcf_to_ebitda": 0.40882103477523324, "capex_to_revenue": 0.02660172349194455, "working_capital_to_revenue": -0.01395653802922443, "capital_efficiency": 0.10963988902555705, "financial_health": -0.675243656473418, "margin_quality": 0.06697486960644856, "growth_momentum": 0.037714792678371314, "company_age_years": 11.7782340862423, "ebitda": 1179000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 9.311939862542955, "revenue_cagr_3y": 0.05720437004544032, "revenue_cagr_5y": 0.07368865267735081, "earnings_cagr_3y": -0.09143970358393017, "quarterly_revenue_growth_yoy": 0.03804347826086957, "quarterly_earnings_growth_yoy": -0.07857142857142857, "revenue_growth_qoq": -0.04907539118065434, "gross_margin": 0.13089005235602094, "operating_margin": 0.048616305160807775, "net_margin": 0.04824233358264772, "roa_ttm": 0.05235505576550834, "roe_ttm": 0.15941622228459162, "debt_to_ebitda": 2.488831615120275, "net_debt_to_ebitda": 2.2156357388316152, "interest_coverage": 48.5, "debt_to_equity": 0.8130788661240528, "current_ratio": 0.9598883850715033, "quick_ratio": 0.8936170212765957, "fcf_to_ebitda": 0.47766323024054985, "capex_to_revenue": 0.026359754965658067, "working_capital_to_revenue": -0.010673844440319288, "capital_efficiency": 0.10588563902504998, "financial_health": -0.6717831259392223, "margin_quality": 0.07591623036649214, "growth_momentum": -0.0202639751552795, "company_age_years": 12.02464065708419, "ebitda": 1164000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 9.354214729370009, "revenue_cagr_3y": 0.06763572743309165, "revenue_cagr_5y": 0.062156903381000994, "earnings_cagr_3y": -0.1264195352637011, "quarterly_revenue_growth_yoy": 0.07235338918507235, "quarterly_earnings_growth_yoy": 0.07246376811594203, "revenue_growth_qoq": 0.010405453893074991, "gross_margin": 0.14772727272727273, "operating_margin": 0.05788352272727273, "net_margin": 0.052556818181818184, "roa_ttm": 0.04990113925242444, "roe_ttm": 0.14197696222877043, "debt_to_ebitda": 2.1898846495119786, "net_debt_to_ebitda": 2.093167701863354, "interest_coverage": 51.22727272727273, "debt_to_equity": 0.661130458076614, "current_ratio": 0.9183528576499822, "quick_ratio": 0.8494852680156194, "fcf_to_ebitda": 0.6566104702750666, "capex_to_revenue": 0.02425827396519073, "working_capital_to_revenue": -0.020741275137523673, "capital_efficiency": 0.09593905074059744, "financial_health": -0.5825581004410465, "margin_quality": 0.08605587121212122, "growth_momentum": 0.07240857865050719, "company_age_years": 12.525667351129364, "ebitda": 1127000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 9.515604633204633, "revenue_cagr_3y": 0.04839952676785497, "revenue_cagr_5y": 0.07636209940944916, "earnings_cagr_3y": 0.03240572754271964, "quarterly_revenue_growth_yoy": 0.129800853485064, "quarterly_earnings_growth_yoy": 1.2276422764227641, "revenue_growth_qoq": 0.12819602272727273, "gross_margin": 0.15454831602140384, "operating_margin": 0.09820585457979225, "net_margin": 0.08624488511174064, "roa_ttm": 0.06072224699063754, "roe_ttm": 0.16638162716833618, "debt_to_ebitda": 1.888030888030888, "net_debt_to_ebitda": 1.555984555984556, "interest_coverage": 51.8, "debt_to_equity": 0.5973613486440263, "current_ratio": 0.9498680738786279, "quick_ratio": 0.8885224274406333, "fcf_to_ebitda": 0.5235521235521235, "capex_to_revenue": 0.025493277457656713, "working_capital_to_revenue": -0.013270473197136371, "capital_efficiency": 0.11355193707948685, "financial_health": -0.5025820210642029, "margin_quality": 0.11299968523764559, "growth_momentum": 0.6787215649539141, "company_age_years": 12.777549623545516, "ebitda": 1295000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 10.557580398162328, "revenue_cagr_3y": 0.07183116829494463, "revenue_cagr_5y": 0.06163176887277744, "earnings_cagr_3y": 0.01113677312282868, "quarterly_revenue_growth_yoy": 0.04899027673896784, "quarterly_earnings_growth_yoy": 0.18604651162790697, "revenue_growth_qoq": -0.11709159584513693, "gross_margin": 0.13368983957219252, "operating_margin": 0.050980392156862744, "net_margin": 0.05454545454545454, "roa_ttm": 0.06313244380764753, "roe_ttm": 0.17086766844401358, "debt_to_ebitda": 1.8667687595712097, "net_debt_to_ebitda": 1.8591117917304747, "interest_coverage": 62.19047619047619, "debt_to_equity": 0.590887057682986, "current_ratio": 0.9609905020352781, "quick_ratio": 0.8934871099050203, "fcf_to_ebitda": 0.34686064318529863, "capex_to_revenue": 0.027967198964177816, "working_capital_to_revenue": -0.009926629261976695, "capital_efficiency": 0.11700005612583056, "financial_health": -0.5407913681337502, "margin_quality": 0.07973856209150328, "growth_momentum": 0.1175183941834374, "company_age_years": 13.026694045174539, "ebitda": 1306000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 9.208176077265973, "revenue_cagr_3y": 0.10093012298124426, "revenue_cagr_5y": 0.06352157207903342, "earnings_cagr_3y": 0.10277132376215103, "quarterly_revenue_growth_yoy": 0.06817366343738787, "quarterly_earnings_growth_yoy": 0.33076923076923076, "revenue_growth_qoq": 0.061319073083778965, "gross_margin": 0.14511252939200536, "operating_margin": 0.05945582801477998, "net_margin": 0.05811219348337252, "roa_ttm": 0.06613616268788683, "roe_ttm": 0.1790330301579703, "debt_to_ebitda": 1.973997028231798, "net_debt_to_ebitda": 1.9658246656760772, "interest_coverage": 56.083333333333336, "debt_to_equity": 0.6359502154140737, "current_ratio": 0.8172888015717092, "quick_ratio": 0.7617176536626439, "fcf_to_ebitda": 0.2526002971768202, "capex_to_revenue": 0.029384288747346072, "working_capital_to_revenue": -0.055286624203821653, "capital_efficiency": 0.12258459642292857, "financial_health": -0.40951089429325177, "margin_quality": 0.08756018363005262, "growth_momentum": 0.19947144710330933, "company_age_years": 13.27583846680356, "ebitda": 1346000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 10.292036306235202, "revenue_cagr_3y": 0.05546396627239969, "revenue_cagr_5y": 0.04376682106817742, "earnings_cagr_3y": -0.11759489289195812, "quarterly_revenue_growth_yoy": -0.023792613636363636, "quarterly_earnings_growth_yoy": -0.31756756756756754, "revenue_growth_qoq": -0.07658716829022506, "gross_margin": 0.11713350309203346, "operating_margin": 0.025463805020007276, "net_margin": 0.03674063295743907, "roa_ttm": 0.0632557300126331, "roe_ttm": 0.1667856293123959, "debt_to_ebitda": 2.0576164167324387, "net_debt_to_ebitda": 2.0497237569060776, "interest_coverage": 55.08695652173913, "debt_to_equity": 0.6202712348322627, "current_ratio": 0.7880695443645084, "quick_ratio": 0.7266187050359713, "fcf_to_ebitda": 0.3441199684293607, "capex_to_revenue": 0.039118551417833956, "working_capital_to_revenue": -0.06038606081311924, "capital_efficiency": 0.1150206796625145, "financial_health": -0.40571195890835704, "margin_quality": 0.059779313689826606, "growth_momentum": -0.1706800906019656, "company_age_years": 13.527720739219713, "ebitda": 1267000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 9.173615601503759, "revenue_cagr_3y": 0.03916342435112563, "revenue_cagr_5y": 0.04487544926521636, "earnings_cagr_3y": 0.008264837609052167, "quarterly_revenue_growth_yoy": -0.05445388731507712, "quarterly_earnings_growth_yoy": -0.551094890510949, "revenue_growth_qoq": 0.09276100400145508, "gross_margin": 0.10685752330226365, "operating_margin": 0.03661784287616511, "net_margin": 0.04094540612516644, "roa_ttm": 0.04530104604233589, "roe_ttm": 0.1178739819974282, "debt_to_ebitda": 3.0103383458646618, "net_debt_to_ebitda": 2.2293233082706765, "interest_coverage": 39.407407407407405, "debt_to_equity": 0.686455207886841, "current_ratio": 1.0792377131394182, "quick_ratio": 1.0096957539284521, "fcf_to_ebitda": 0.26221804511278196, "capex_to_revenue": 0.03849154746423927, "working_capital_to_revenue": 0.020546163849154746, "capital_efficiency": 0.08158751401988204, "financial_health": -0.5102083311488638, "margin_quality": 0.06147359076786507, "growth_momentum": -0.30277438891301306, "company_age_years": 13.779603011635865, "ebitda": 1064000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 12.754899917806895, "revenue_cagr_3y": 0.11215012780388234, "revenue_cagr_5y": 0.11049917838481194, "earnings_cagr_3y": -0.2633782793810042, "quarterly_revenue_growth_yoy": 0.11726168345969082, "quarterly_earnings_growth_yoy": 0.06449583897813044, "revenue_growth_qoq": 0.1072301450785291, "gross_margin": 0.14538115143926256, "operating_margin": 0.0758650113308777, "net_margin": 0.05625514126704197, "roa_ttm": 0.08508786900737406, "roe_ttm": 0.19461851640182176, "debt_to_ebitda": 1.2539525213943818, "net_debt_to_ebitda": 1.0014891456751922, "interest_coverage": 119.97099767981439, "debt_to_equity": 0.598479772996664, "current_ratio": 1.6524555868607966, "quick_ratio": 1.6313187774321671, "fcf_to_ebitda": 0.3096858934068236, "capex_to_revenue": 0.0766397892030923, "working_capital_to_revenue": 0.07624981658419268, "capital_efficiency": 0.1398531927045979, "financial_health": -0.4493789611777515, "margin_quality": 0.09250043467906073, "growth_momentum": 0.09087876121891063, "company_age_years": 30.767967145790553, "ebitda": 1240980000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 9.89193205141563, "revenue_cagr_3y": 0.14202299793590467, "revenue_cagr_5y": 0.12894290503154782, "earnings_cagr_3y": 0.11639509088145128, "quarterly_revenue_growth_yoy": 0.04365234941896859, "quarterly_earnings_growth_yoy": -0.16888720072334223, "revenue_growth_qoq": -0.04914600559576912, "gross_margin": 0.17034503847247742, "operating_margin": 0.07725402795138785, "net_margin": 0.055157219021586344, "roa_ttm": 0.12520140872121235, "roe_ttm": 0.26436142128435725, "debt_to_ebitda": 0.6816596885807898, "net_debt_to_ebitda": 0.6553960211254427, "interest_coverage": 176.70408436857628, "debt_to_equity": 0.36755475121414827, "current_ratio": 1.382153522025773, "quick_ratio": 1.3562632035714126, "fcf_to_ebitda": 0.11940771072588616, "capex_to_revenue": 0.10400945754080312, "working_capital_to_revenue": 0.0404553152730738, "capital_efficiency": 0.19478141500278479, "financial_health": -0.3373939677411466, "margin_quality": 0.10091876181515053, "growth_momentum": -0.06261742565218682, "company_age_years": 32.766598220396986, "ebitda": 1977142000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 13.129066986120709, "revenue_cagr_3y": 0.03987514562826244, "revenue_cagr_5y": 0.0709614451358136, "earnings_cagr_3y": -0.045495019956408034, "quarterly_revenue_growth_yoy": -0.0884283072639606, "quarterly_earnings_growth_yoy": -0.3553406011083694, "revenue_growth_qoq": -0.10887789179468724, "gross_margin": 0.16936373323242757, "operating_margin": 0.06602205637837759, "net_margin": 0.043306031485723, "roa_ttm": 0.07807640515638294, "roe_ttm": 0.1579315726097468, "debt_to_ebitda": 0.8664348940996622, "net_debt_to_ebitda": 0.827835199721921, "interest_coverage": 106.25835516646431, "debt_to_equity": 0.34579715828727275, "current_ratio": 1.2626814785645446, "quick_ratio": 1.2626814785645446, "fcf_to_ebitda": 0.07154038549779684, "capex_to_revenue": 0.12790928117634473, "working_capital_to_revenue": 0.03233206936372685, "capital_efficiency": 0.11800398888306488, "financial_health": -0.3203641086481719, "margin_quality": 0.09289727369884271, "growth_momentum": -0.221884454186165, "company_age_years": 34.01505817932922, "ebitda": 1662837000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 11.152248413593332, "revenue_cagr_3y": 0.0023229371923623177, "revenue_cagr_5y": 0.05305139652832902, "earnings_cagr_3y": -0.07587237017366211, "quarterly_revenue_growth_yoy": -0.06510135436022783, "quarterly_earnings_growth_yoy": -0.28318878197011904, "revenue_growth_qoq": -0.005202443885039441, "gross_margin": 0.17163949007831159, "operating_margin": 0.07023937364380259, "net_margin": 0.04639385936008823, "roa_ttm": 0.07180853340016832, "roe_ttm": 0.14826609250843228, "debt_to_ebitda": 0.9722243889471651, "net_debt_to_ebitda": 0.9388363709430328, "interest_coverage": 79.34057827507674, "debt_to_equity": 0.38224031623190996, "current_ratio": 1.2100906757047285, "quick_ratio": 1.2100906757047285, "fcf_to_ebitda": 0.12804075578416757, "capex_to_revenue": 0.10284818486662226, "working_capital_to_revenue": 0.026924329869839402, "capital_efficiency": 0.1100373129543003, "financial_health": -0.357677080725174, "margin_quality": 0.09609090769406747, "growth_momentum": -0.17414506816517344, "company_age_years": 34.26420260095825, "ebitda": 1602521000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 11.994356196547901, "revenue_cagr_3y": -0.008190438199159322, "revenue_cagr_5y": 0.05355912030818755, "earnings_cagr_3y": -0.08702713655421768, "quarterly_revenue_growth_yoy": -0.030211587314180343, "quarterly_earnings_growth_yoy": -0.18868276859217525, "revenue_growth_qoq": 0.04762751883524517, "gross_margin": 0.17323773674935328, "operating_margin": 0.07304286495113864, "net_margin": 0.04956242660529677, "roa_ttm": 0.06833658621538684, "roe_ttm": 0.14223399824709554, "debt_to_ebitda": 0.9666422951069941, "net_debt_to_ebitda": 0.8909398989768361, "interest_coverage": 76.3905835863332, "debt_to_equity": 0.3830548735093937, "current_ratio": 0.9436453100622353, "quick_ratio": 0.9436453100622353, "fcf_to_ebitda": 0.27479448719105265, "capex_to_revenue": 0.07717118086255134, "working_capital_to_revenue": -0.009395602519911294, "capital_efficiency": 0.1052852922312412, "financial_health": -0.24364867571133755, "margin_quality": 0.09861434276859622, "growth_momentum": -0.1094471779531778, "company_age_years": 34.5160848733744, "ebitda": 1585181000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 9.459221541118511, "revenue_cagr_3y": 0.10129871216557018, "revenue_cagr_5y": 0.05054042597802377, "earnings_cagr_3y": -0.009895182126997137, "quarterly_revenue_growth_yoy": -0.22071063488411294, "quarterly_earnings_growth_yoy": -0.5819476918530365, "revenue_growth_qoq": -0.1576883972007735, "gross_margin": 0.06727374028014804, "operating_margin": 0.032374145445438075, "net_margin": 0.018984882236810812, "roa_ttm": 0.15795010348364716, "roe_ttm": 0.6949229434721764, "debt_to_ebitda": 1.5059497277791754, "net_debt_to_ebitda": 1.3459845037872602, "interest_coverage": 54.82088709677419, "debt_to_equity": 1.5127772416881062, "current_ratio": 1.0801678798814993, "quick_ratio": 1.0801678795805532, "fcf_to_ebitda": 1.119241694727257, "capex_to_revenue": 0.005203018631088256, "working_capital_to_revenue": 0.010786332140525275, "capital_efficiency": 0.4264365234779118, "financial_health": -0.6432710433894319, "margin_quality": 0.039544255987465644, "growth_momentum": -0.4013291633685747, "company_age_years": 25.21013004791239, "ebitda": 1359558000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 10.824014412655472, "revenue_cagr_3y": 0.3414320425780246, "revenue_cagr_5y": 0.26865901073941756, "earnings_cagr_3y": 0.3620455233556137, "quarterly_revenue_growth_yoy": 0.7027525662724963, "quarterly_earnings_growth_yoy": 1.2798912496223944, "revenue_growth_qoq": 0.2493671949900689, "gross_margin": 0.12940949083481165, "operating_margin": 0.11554658404775234, "net_margin": 0.08391460661414592, "roa_ttm": 0.1860059403970786, "roe_ttm": 0.4050713908378658, "debt_to_ebitda": 0.041832811564398935, "net_debt_to_ebitda": 0.0, "interest_coverage": 886.7652645861601, "debt_to_equity": 0.023471379848936564, "current_ratio": 1.780600150766297, "quick_ratio": 1.5156545492750577, "fcf_to_ebitda": 0.4245230379090888, "capex_to_revenue": 0.0021936613131453794, "working_capital_to_revenue": 0.17603685704441735, "capital_efficiency": 0.2955386656174722, "financial_health": 0.22716269757575924, "margin_quality": 0.1096235604989033, "growth_momentum": 0.9913219079474453, "company_age_years": 31.76728268309377, "ebitda": 1960638000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 7.501849962455779, "revenue_cagr_3y": 0.18947917136527304, "revenue_cagr_5y": 0.12599610524391336, "earnings_cagr_3y": 0.16881589763870153, "quarterly_revenue_growth_yoy": -0.3622481002412189, "quarterly_earnings_growth_yoy": -0.5157674369302523, "revenue_growth_qoq": -0.21104703969101446, "gross_margin": 0.1269395454577153, "operating_margin": 0.09580221343542752, "net_margin": 0.06371472206531517, "roa_ttm": 0.24280744571888335, "roe_ttm": 0.43645975380873636, "debt_to_ebitda": 0.0493472982352926, "net_debt_to_ebitda": 0.0, "interest_coverage": 87.10788941335132, "debt_to_equity": 0.030746094640518504, "current_ratio": 2.199559894939522, "quick_ratio": 2.074176202682012, "fcf_to_ebitda": 1.0542577210786932, "capex_to_revenue": 0.005085967757316907, "working_capital_to_revenue": 0.14433372439940662, "capital_efficiency": 0.33963359976380986, "financial_health": 0.36385922810286286, "margin_quality": 0.09548549365281933, "growth_momentum": -0.4390077685857356, "company_age_years": 32.766598220396986, "ebitda": 1937715000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 8.523966019372947, "revenue_cagr_3y": 0.10879537412669937, "revenue_cagr_5y": 0.06933188126865297, "earnings_cagr_3y": 0.22701244365171314, "quarterly_revenue_growth_yoy": -0.4441630873499077, "quarterly_earnings_growth_yoy": -0.34699473287317, "revenue_growth_qoq": -0.2466750234198298, "gross_margin": 0.1352879303275606, "operating_margin": 0.1064453332171046, "net_margin": 0.08717579222931209, "roa_ttm": 0.23202684180650368, "roe_ttm": 0.39314730159073125, "debt_to_ebitda": 0.05645226017721844, "net_debt_to_ebitda": 0.0, "interest_coverage": 659.4661625708885, "debt_to_equity": 0.03128811957667351, "current_ratio": 2.4186792920225266, "quick_ratio": 2.30750669296886, "fcf_to_ebitda": 1.2495660120347098, "capex_to_revenue": 0.0055026892428618815, "working_capital_to_revenue": 0.16646838327085933, "capital_efficiency": 0.31258707169861744, "financial_health": 0.4408363911107144, "margin_quality": 0.10963635192465909, "growth_momentum": -0.3955789101115389, "company_age_years": 33.01300479123888, "ebitda": 1744288000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 4.947260313886497, "revenue_cagr_3y": 0.04787131792653665, "revenue_cagr_5y": 0.48797955499719503, "earnings_cagr_3y": 0.4255505344882313, "quarterly_revenue_growth_yoy": -0.028650011460004583, "quarterly_earnings_growth_yoy": -0.09395973154362416, "revenue_growth_qoq": 0.028640776699029126, "gross_margin": 0.1682397357243983, "operating_margin": 0.06087777253421425, "net_margin": 0.031854648419065594, "roa_ttm": 0.02671510409389409, "roe_ttm": 0.15265469061876247, "debt_to_ebitda": 3.943447453811006, "net_debt_to_ebitda": 3.614330176809483, "interest_coverage": 20.97361111111111, "debt_to_equity": 2.377245508982036, "current_ratio": 1.032416235358213, "quick_ratio": 1.032416235358213, "fcf_to_ebitda": 0.3302430302628965, "capex_to_revenue": 0.030400599464930716, "working_capital_to_revenue": 0.006966438159689496, "capital_efficiency": 0.08968489735632829, "financial_health": -2.014779746082796, "margin_quality": 0.08699071889255938, "growth_momentum": -0.06130487150181437, "company_age_years": 15.728952772073923, "ebitda": 1510100000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 4.978693906441027, "revenue_cagr_3y": 0.03804455192938905, "revenue_cagr_5y": 0.4436307425524826, "earnings_cagr_3y": 1.0495356095164823, "quarterly_revenue_growth_yoy": -0.041753171856978084, "quarterly_earnings_growth_yoy": 0.1926605504587156, "revenue_growth_qoq": -0.019820670127418595, "gross_margin": 0.16490129995185362, "operating_margin": 0.05512758786711603, "net_margin": 0.031295137217140105, "roa_ttm": 0.028988215004311584, "roe_ttm": 0.1568429237947123, "debt_to_ebitda": 3.628466636638569, "net_debt_to_ebitda": 3.3549964609741973, "interest_coverage": 20.721333333333334, "debt_to_equity": 2.192457231726283, "current_ratio": 1.068288119738073, "quick_ratio": 1.068288119738073, "fcf_to_ebitda": 0.293996525320121, "capex_to_revenue": 0.03259589725990924, "working_capital_to_revenue": 0.012957889816518646, "capital_efficiency": 0.09291556939951194, "financial_health": -1.960517157600122, "margin_quality": 0.08377467501203657, "growth_momentum": 0.07545368930086876, "company_age_years": 15.980835044490075, "ebitda": 1554100000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 5.1216111875, "revenue_cagr_3y": 0.0400272433924338, "revenue_cagr_5y": 0.37855907597269933, "earnings_cagr_3y": 0.5312843284668183, "quarterly_revenue_growth_yoy": -0.057622638930028024, "quarterly_earnings_growth_yoy": 0.17067833698030635, "revenue_growth_qoq": -0.004333172845450169, "gross_margin": 0.15715667311411993, "operating_margin": 0.0488394584139265, "net_margin": 0.025870406189555127, "roa_ttm": 0.029657417893544733, "roe_ttm": 0.15275246080933286, "debt_to_ebitda": 3.58375, "net_debt_to_ebitda": 3.348125, "interest_coverage": 21.62162162162162, "debt_to_equity": 2.090411957710536, "current_ratio": 1.0257826887661141, "quick_ratio": 1.0257826887661141, "fcf_to_ebitda": 0.11875, "capex_to_revenue": 0.03610043248438251, "working_capital_to_revenue": 0.005045651129264777, "capital_efficiency": 0.0912049393514388, "financial_health": -1.8624878409739771, "margin_quality": 0.0772888459058672, "growth_momentum": 0.05652784902513916, "company_age_years": 16.23271731690623, "ebitda": 1600000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 7.883064849074976, "revenue_cagr_3y": -0.1171247187199872, "revenue_cagr_5y": 0.025191746953324268, "earnings_cagr_3y": 0.1416534946769723, "quarterly_revenue_growth_yoy": -0.35604236880115553, "quarterly_earnings_growth_yoy": -0.2846153846153846, "revenue_growth_qoq": -0.23615077098800685, "gross_margin": 0.15065420560747664, "operating_margin": 0.04074766355140187, "net_margin": 0.034766355140186916, "roa_ttm": 0.005843124801524293, "roe_ttm": 0.03473008682521706, "debt_to_ebitda": 6.948393378773126, "net_debt_to_ebitda": 4.976630963972736, "interest_coverage": 12.679012345679013, "debt_to_equity": 2.6938467346168364, "current_ratio": 1.393640350877193, "quick_ratio": 1.393640350877193, "fcf_to_ebitda": 0.6144109055501461, "capex_to_revenue": 0.03371658319813783, "working_capital_to_revenue": 0.10129082316428017, "capital_efficiency": 0.020286605813370676, "financial_health": -2.342131418999554, "margin_quality": 0.07538940809968848, "growth_momentum": -0.32032887670827004, "company_age_years": 16.982888432580424, "ebitda": 1027000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 8.724078833490122, "revenue_cagr_3y": 0.036122709096054306, "revenue_cagr_5y": 0.06896587834201151, "earnings_cagr_3y": -0.15132990261455925, "quarterly_revenue_growth_yoy": 0.12790135396518376, "quarterly_earnings_growth_yoy": 0.16822429906542055, "revenue_growth_qoq": 0.7439252336448599, "gross_margin": 0.1594855305466238, "operating_margin": 0.04887459807073955, "net_margin": 0.02679528403001072, "roa_ttm": 0.006799777461828522, "roe_ttm": 0.04060538944259875, "debt_to_ebitda": 6.398871119473189, "net_debt_to_ebitda": 4.770460959548448, "interest_coverage": 12.505882352941176, "debt_to_equity": 2.510889627168697, "current_ratio": 1.042046115093974, "quick_ratio": 1.042046115093974, "fcf_to_ebitda": 0.5475070555032926, "capex_to_revenue": 0.02536379708962328, "working_capital_to_revenue": 0.014755881952944376, "capital_efficiency": 0.023702583452213634, "financial_health": -1.8749083739171588, "margin_quality": 0.07838513754912468, "growth_momentum": 0.14806282651530217, "company_age_years": 17.234770704996578, "ebitda": 1063000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 9.554824254090471, "revenue_cagr_3y": -0.10662276756950972, "revenue_cagr_5y": -0.03358250015331199, "earnings_cagr_3y": 0.16356770833651435, "quarterly_revenue_growth_yoy": -0.22644927536231885, "quarterly_earnings_growth_yoy": 4.0, "revenue_growth_qoq": -0.3592711682743837, "gross_margin": 0.16159250585480095, "operating_margin": 0.046503847440615594, "net_margin": 0.038474406155904986, "roa_ttm": 0.013143340490597956, "roe_ttm": 0.07276657060518732, "debt_to_ebitda": 5.5659287776708375, "net_debt_to_ebitda": 4.960538979788258, "interest_coverage": 15.984615384615385, "debt_to_equity": 2.0832132564841497, "current_ratio": 1.0227490421455938, "quick_ratio": 1.0227490421455938, "fcf_to_ebitda": 0.6159769008662175, "capex_to_revenue": 0.02226881642686718, "working_capital_to_revenue": 0.006868628443351891, "capital_efficiency": 0.04295495554789264, "financial_health": -1.8185835460167863, "margin_quality": 0.0821902531504405, "growth_momentum": 1.8867753623188406, "company_age_years": 17.481177275838466, "ebitda": 1039000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 8.174111188811189, "revenue_cagr_3y": -0.09949349823302511, "revenue_cagr_5y": -0.028591865975366115, "earnings_cagr_3y": 0.01542092785018001, "quarterly_revenue_growth_yoy": -0.09023415191319246, "quarterly_earnings_growth_yoy": 2.1908396946564888, "revenue_growth_qoq": 0.06590833054533289, "gross_margin": 0.1638418079096045, "operating_margin": 0.05994978028876334, "net_margin": 0.04896421845574388, "roa_ttm": 0.031418658442559755, "roe_ttm": 0.16706525452681928, "debt_to_ebitda": 4.550893550893551, "net_debt_to_ebitda": 3.9285159285159286, "interest_coverage": 22.189655172413794, "debt_to_equity": 2.001024940211821, "current_ratio": 1.019876627827279, "quick_ratio": 1.019876627827279, "fcf_to_ebitda": 0.6581196581196581, "capex_to_revenue": 0.018719940806511282, "working_capital_to_revenue": 0.006437291897891232, "capital_efficiency": 0.09924195648468952, "financial_health": -1.7186068267708798, "margin_quality": 0.09091860221803726, "growth_momentum": 1.0503027713716482, "company_age_years": 17.730321697467488, "ebitda": 1287000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 8.01035515041021, "revenue_cagr_3y": -0.08510565698618622, "revenue_cagr_5y": -0.01778983151338287, "earnings_cagr_3y": 0.10104367131600056, "quarterly_revenue_growth_yoy": -0.2795284030010718, "quarterly_earnings_growth_yoy": -0.024, "revenue_growth_qoq": 0.02782874617737003, "gross_margin": 0.15144302290984826, "operating_margin": 0.051770306456411785, "net_margin": 0.03629872061886343, "roa_ttm": 0.03854537111391534, "roe_ttm": 0.29525483304042177, "debt_to_ebitda": 3.3536918869644485, "net_debt_to_ebitda": 3.1458523245214223, "interest_coverage": 31.34285714285714, "debt_to_equity": 3.23286467486819, "current_ratio": 1.054552590266876, "quick_ratio": 1.044348508634223, "fcf_to_ebitda": 0.37192342752962626, "capex_to_revenue": 0.024441667968139933, "working_capital_to_revenue": 0.010854287052943933, "capital_efficiency": 0.16690010207716854, "financial_health": -3.061717674672826, "margin_quality": 0.07983734999504116, "growth_momentum": -0.1517642015005359, "company_age_years": 18.234086242299796, "ebitda": 1097000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 11.778681818181818, "revenue_cagr_3y": 0.09213532742821884, "revenue_cagr_5y": 0.032049879637126466, "earnings_cagr_3y": 0.050876461174901966, "quarterly_revenue_growth_yoy": -0.013404825737265416, "quarterly_earnings_growth_yoy": -0.13359528487229863, "revenue_growth_qoq": 0.030235162374020158, "gross_margin": 0.3551630434782609, "operating_margin": 0.3551630434782609, "net_margin": 0.23967391304347826, "roa_ttm": 0.0856644170351408, "roe_ttm": 0.30351253298153036, "debt_to_ebitda": 2.562121212121212, "net_debt_to_ebitda": 2.375757575757576, "interest_coverage": 35.588235294117645, "debt_to_equity": 1.5337236147757256, "current_ratio": 1.0496277915632755, "quick_ratio": 0.9112903225806451, "fcf_to_ebitda": 0.4493112947658402, "capex_to_revenue": 0.15528416456300745, "working_capital_to_revenue": 0.010916285733779082, "capital_efficiency": 0.1945884750083356, "financial_health": -1.4506204357768167, "margin_quality": 0.3166666666666667, "growth_momentum": -0.07350005530478203, "company_age_years": 43.15674195756331, "ebitda": 7260000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 12.472777622377622, "revenue_cagr_3y": 0.09378516419758376, "revenue_cagr_5y": 0.04086244012432849, "earnings_cagr_3y": 0.07619918056709007, "quarterly_revenue_growth_yoy": -0.006745817593092283, "quarterly_earnings_growth_yoy": -0.10840932117527863, "revenue_growth_qoq": 0.0002717391304347826, "gross_margin": 0.3632165172507471, "operating_margin": 0.3632165172507471, "net_margin": 0.23906547133930997, "roa_ttm": 0.08371003630401687, "roe_ttm": 0.28371834563785026, "debt_to_ebitda": 2.5875524475524476, "net_debt_to_ebitda": 2.38013986013986, "interest_coverage": 34.04761904761905, "debt_to_equity": 1.4686830197666112, "current_ratio": 1.1481481481481481, "quick_ratio": 0.9990079365079365, "fcf_to_ebitda": 0.42153846153846153, "capex_to_revenue": 0.16108529250956807, "working_capital_to_revenue": 0.0306178239475123, "capital_efficiency": 0.18371419097093356, "financial_health": -1.389731396274966, "margin_quality": 0.32183283528026807, "growth_momentum": -0.057577569384185456, "company_age_years": 43.40588637919233, "ebitda": 7150000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 11.591215136650316, "revenue_cagr_3y": 0.0736992067605986, "revenue_cagr_5y": 0.03870243828517528, "earnings_cagr_3y": -0.06364020402000903, "quarterly_revenue_growth_yoy": 0.0005406866720735334, "quarterly_earnings_growth_yoy": -0.021341463414634148, "revenue_growth_qoq": 0.0054333061668024995, "gross_margin": 0.3869224533909754, "operating_margin": 0.3869224533909754, "net_margin": 0.2601999459605512, "roa_ttm": 0.08387233841650536, "roe_ttm": 0.2816265060240964, "debt_to_ebitda": 2.5939733707077783, "net_debt_to_ebitda": 2.4204625087596354, "interest_coverage": 34.13875598086124, "debt_to_equity": 1.467025998731769, "current_ratio": 1.1610076670317635, "quick_ratio": 1.0087623220153341, "fcf_to_ebitda": 0.4065872459705676, "capex_to_revenue": 0.15901325679923467, "working_capital_to_revenue": 0.03013530135301353, "capital_efficiency": 0.18274942222030088, "financial_health": -1.393651408578362, "margin_quality": 0.34468161758083404, "growth_momentum": -0.010400388371280307, "company_age_years": 43.65503080082136, "ebitda": 7135000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 11.597566708143232, "revenue_cagr_3y": 0.03207102488644731, "revenue_cagr_5y": 0.03975921474522326, "earnings_cagr_3y": -0.026160497457040632, "quarterly_revenue_growth_yoy": 0.013157894736842105, "quarterly_earnings_growth_yoy": 0.07971014492753623, "revenue_growth_qoq": -0.022156174007025128, "gross_margin": 0.3746891406465875, "operating_margin": 0.3746891406465875, "net_margin": 0.24702956617850236, "roa_ttm": 0.08402795514174928, "roe_ttm": 0.27987007965354577, "debt_to_ebitda": 2.5633900179731786, "net_debt_to_ebitda": 2.3360984377160237, "interest_coverage": 35.11165048543689, "debt_to_equity": 1.4338411569097518, "current_ratio": 1.3923705722070845, "quick_ratio": 1.2308291163876994, "fcf_to_ebitda": 0.41075625604866584, "capex_to_revenue": 0.1619099516381718, "working_capital_to_revenue": 0.06866017301273755, "capital_efficiency": 0.18194901739764752, "financial_health": -1.3952058491642538, "margin_quality": 0.3321359491572258, "growth_momentum": 0.046434019832189165, "company_age_years": 43.90691307323751, "ebitda": 7233000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2015-12-31", "company_multiple": 7.971650337837838, "revenue_cagr_3y": -0.0026738095522708116, "revenue_cagr_5y": 0.03382368391565871, "earnings_cagr_3y": 0.025410607868244783, "quarterly_revenue_growth_yoy": -0.15358361774744028, "quarterly_earnings_growth_yoy": -0.2194269741439553, "revenue_growth_qoq": -0.06364617044228695, "gross_margin": 0.41340245775729645, "operating_margin": 0.3682795698924731, "net_margin": 0.21447772657450076, "roa_ttm": 0.0873992673992674, "roe_ttm": 0.23050912955270023, "debt_to_ebitda": 1.4110691573926868, "net_debt_to_ebitda": 1.2728537360890302, "interest_coverage": 61.36585365853659, "debt_to_equity": 0.6859723698193412, "current_ratio": 1.2882096069868996, "quick_ratio": 1.0586400499064255, "fcf_to_ebitda": 0.26768680445151033, "capex_to_revenue": 0.21317562921193783, "working_capital_to_revenue": 0.04236006051437216, "capital_efficiency": 0.1589541984759838, "financial_health": -0.6318032994281666, "margin_quality": 0.3320532514080901, "growth_momentum": -0.18650529594569779, "company_age_years": 37.96303901437371, "ebitda": 10064000000.0, "spy_multiple": 15.0, "sector_multiple": 10.173286162624821, "sector_premium_over_spy": -0.32178092249167856}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 8.16300306591722, "revenue_cagr_3y": -0.029935724546852893, "revenue_cagr_5y": 0.014663815149001946, "earnings_cagr_3y": 0.007604854826187557, "quarterly_revenue_growth_yoy": -0.13982899893124331, "quarterly_earnings_growth_yoy": -0.14943527367506515, "revenue_growth_qoq": -0.0727726574500768, "gross_margin": 0.4009111617312073, "operating_margin": 0.34934769103334024, "net_margin": 0.20273348519362186, "roa_ttm": 0.08247866312845155, "roe_ttm": 0.22466422466422467, "debt_to_ebitda": 1.5526826775677056, "net_debt_to_ebitda": 1.2795094532447624, "interest_coverage": 58.59281437125748, "debt_to_equity": 0.7420268620268621, "current_ratio": 1.5463948889564954, "quick_ratio": 1.3285670824459994, "fcf_to_ebitda": 0.32876852324987227, "capex_to_revenue": 0.20144569145900704, "working_capital_to_revenue": 0.08540992961765265, "capital_efficiency": 0.15357144389633812, "financial_health": -0.6744658870578687, "margin_quality": 0.31766411265272315, "growth_momentum": -0.14463213630315425, "company_age_years": 38.21218343600274, "ebitda": 9785000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 10.830680370818218, "revenue_cagr_3y": -0.04360808944417327, "revenue_cagr_5y": 0.0024213358632734217, "earnings_cagr_3y": -0.044799400082702445, "quarterly_revenue_growth_yoy": 0.04522613065326633, "quarterly_earnings_growth_yoy": 0.05570291777188329, "revenue_growth_qoq": 0.030095238095238095, "gross_margin": 0.4145710059171598, "operating_margin": 0.3720414201183432, "net_margin": 0.22078402366863906, "roa_ttm": 0.07976026621600432, "roe_ttm": 0.2390475693175291, "debt_to_ebitda": 1.6961910519951633, "net_debt_to_ebitda": 1.5100765820233777, "interest_coverage": 55.13333333333333, "debt_to_equity": 0.8789619341026578, "current_ratio": 1.1613155833985904, "quick_ratio": 0.9676324719394414, "fcf_to_ebitda": 0.4207980652962515, "capex_to_revenue": 0.15650348315678977, "working_capital_to_revenue": 0.029487546521614658, "capital_efficiency": 0.1594039177667667, "financial_health": -0.799630967131341, "margin_quality": 0.3357988165680474, "growth_momentum": 0.050464524212574816, "company_age_years": 39.71252566735113, "ebitda": 9924000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2016-03-31", "company_multiple": 8.320494505494505, "revenue_cagr_3y": -0.04031809229283645, "revenue_cagr_5y": -0.015755911744627094, "earnings_cagr_3y": -0.049031458694185015, "quarterly_revenue_growth_yoy": -0.057265290222049084, "quarterly_earnings_growth_yoy": 0.24838709677419354, "revenue_growth_qoq": -0.03891977760127085, "gross_margin": 0.37892561983471074, "operating_margin": 0.2987603305785124, "net_margin": 0.15991735537190083, "roa_ttm": 0.04833505993784224, "roe_ttm": 0.13360058905342387, "debt_to_ebitda": 2.3877899877899877, "net_debt_to_ebitda": 2.243956043956044, "interest_coverage": 29.46043165467626, "debt_to_equity": 0.7999672748097848, "current_ratio": 1.0737302020753687, "quick_ratio": 0.9016930638995084, "fcf_to_ebitda": 0.1855921855921856, "capex_to_revenue": 0.23070243149363182, "working_capital_to_revenue": 0.013025858741798534, "capital_efficiency": 0.09096782449563305, "financial_health": -0.7743522048717986, "margin_quality": 0.27920110192837466, "growth_momentum": 0.09556090327607222, "company_age_years": 33.828884325804246, "ebitda": 4095000000.0, "spy_multiple": 15.0, "sector_multiple": 11.229321017642548, "sector_premium_over_spy": -0.2513785988238302}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2016-06-30", "company_multiple": 8.560098005417386, "revenue_cagr_3y": -0.04324191147282397, "revenue_cagr_5y": -0.030562814123180404, "earnings_cagr_3y": -0.04500589646267994, "quarterly_revenue_growth_yoy": -0.09546627349797272, "quarterly_earnings_growth_yoy": -0.06466512702078522, "revenue_growth_qoq": 0.014049586776859505, "gross_margin": 0.35900570497147516, "operating_margin": 0.31377343113284434, "net_margin": 0.16503667481662593, "roa_ttm": 0.04674666511329877, "roe_ttm": 0.13077487166951846, "debt_to_ebitda": 2.5557744397931543, "net_debt_to_ebitda": 2.3425264713124845, "interest_coverage": 29.42753623188406, "debt_to_equity": 0.8456775034628861, "current_ratio": 1.0626483151400095, "quick_ratio": 0.9174181300427148, "fcf_to_ebitda": 0.09972913075597144, "capex_to_revenue": 0.2405739732805542, "working_capital_to_revenue": 0.013062840178129639, "capital_efficiency": 0.08876076839140862, "financial_health": -0.7756408733031652, "margin_quality": 0.2792719369736485, "growth_momentum": -0.08006570025937898, "company_age_years": 34.078028747433265, "ebitda": 4061000000.0, "spy_multiple": 15.0, "sector_multiple": 11.2578659125094, "sector_premium_over_spy": -0.24947560583270667}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2016-09-30", "company_multiple": 9.335441414885777, "revenue_cagr_3y": -0.03674437734063862, "revenue_cagr_5y": -0.0266515049090702, "earnings_cagr_3y": -0.01545191645575128, "quarterly_revenue_growth_yoy": -0.06966457795798009, "quarterly_earnings_growth_yoy": 0.017699115044247787, "revenue_growth_qoq": 0.02852485737571312, "gross_margin": 0.3248811410459588, "operating_margin": 0.3248811410459588, "net_margin": 0.18225039619651348, "roa_ttm": 0.04657542157542158, "roe_ttm": 0.13012262020006454, "debt_to_ebitda": 2.550970277573078, "net_debt_to_ebitda": 2.3092606239253253, "interest_coverage": 28.270833333333332, "debt_to_equity": 0.8377702484672475, "current_ratio": 1.0380824372759856, "quick_ratio": 0.9032258064516129, "fcf_to_ebitda": 0.2697126013264554, "capex_to_revenue": 0.19281968535699878, "working_capital_to_revenue": 0.008572004840661557, "capital_efficiency": 0.08834902088774306, "financial_health": -0.7649880687150774, "margin_quality": 0.277337559429477, "growth_momentum": -0.02598273145686615, "company_age_years": 34.32991101984942, "ebitda": 4071000000.0, "spy_multiple": 15.0, "sector_multiple": 11.681221293753287, "sector_premium_over_spy": -0.22125191374978082}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 9.971385123966941, "revenue_cagr_3y": -0.01433619168949063, "revenue_cagr_5y": -0.015839922629128367, "earnings_cagr_3y": 0.05571500082693981, "quarterly_revenue_growth_yoy": 0.0640495867768595, "quarterly_earnings_growth_yoy": 0.11886304909560723, "revenue_growth_qoq": 0.03413654618473896, "gross_margin": 0.30019417475728155, "operating_margin": 0.30019417475728155, "net_margin": 0.16815533980582525, "roa_ttm": 0.04876938398065159, "roe_ttm": 0.1368244591681967, "debt_to_ebitda": 2.455489964580874, "net_debt_to_ebitda": 2.2299881936245574, "interest_coverage": 29.823943661971832, "debt_to_equity": 0.8301269258401852, "current_ratio": 0.9525173966434711, "quick_ratio": 0.8374948833401555, "fcf_to_ebitda": 0.2536009445100354, "capex_to_revenue": 0.1918749377675993, "working_capital_to_revenue": -0.011550333565667628, "capital_efficiency": 0.09279692157442414, "financial_health": -0.7590486211470518, "margin_quality": 0.25618122977346275, "growth_momentum": 0.09145631793623336, "company_age_years": 34.82819986310746, "ebitda": 4235000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 10.175882486905033, "revenue_cagr_3y": -0.04650817611333102, "revenue_cagr_5y": -0.017065285961309296, "earnings_cagr_3y": -0.040142658274885945, "quarterly_revenue_growth_yoy": 0.0745721271393643, "quarterly_earnings_growth_yoy": 0.2271604938271605, "revenue_growth_qoq": 0.024077669902912623, "gross_margin": 0.3306788016685628, "operating_margin": 0.3306788016685628, "net_margin": 0.18847174819871065, "roa_ttm": 0.05171525113109215, "roe_ttm": 0.14263149581424736, "debt_to_ebitda": 2.3122295604645866, "net_debt_to_ebitda": 2.1660214074242767, "interest_coverage": 31.364285714285714, "debt_to_equity": 0.8018480492813141, "current_ratio": 0.8262910798122066, "quick_ratio": 0.7029449423815621, "fcf_to_ebitda": 0.3051696652243225, "capex_to_revenue": 0.1797379229415216, "working_capital_to_revenue": -0.03980050850772541, "capital_efficiency": 0.09717337347266976, "financial_health": -0.7360783434592159, "margin_quality": 0.2832764505119454, "growth_momentum": 0.1508663104832624, "company_age_years": 35.07734428473648, "ebitda": 4391000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 10.649292568623075, "revenue_cagr_3y": -0.04054552808459777, "revenue_cagr_5y": -0.0017139977087732294, "earnings_cagr_3y": -0.03265905735067698, "quarterly_revenue_growth_yoy": 0.05784469096671949, "quarterly_earnings_growth_yoy": 0.1, "revenue_growth_qoq": 0.012514220705346985, "gross_margin": 0.3352059925093633, "operating_margin": 0.3352059925093633, "net_margin": 0.1895131086142322, "roa_ttm": 0.05268398145250761, "roe_ttm": 0.14551740394437024, "debt_to_ebitda": 2.267351037714796, "net_debt_to_ebitda": 2.105779959830395, "interest_coverage": 33.440298507462686, "debt_to_equity": 0.7983028207747309, "current_ratio": 0.8284293410692084, "quick_ratio": 0.7268959801077497, "fcf_to_ebitda": 0.2876590046864539, "capex_to_revenue": 0.18299267258002314, "working_capital_to_revenue": -0.03991515618974161, "capital_efficiency": 0.09910069269843892, "financial_health": -0.7305632716720108, "margin_quality": 0.2866416978776529, "growth_momentum": 0.07892234548335975, "company_age_years": 35.32922655715264, "ebitda": 4481000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 10.80249735896894, "revenue_cagr_3y": -0.02391218261033856, "revenue_cagr_5y": -0.0011202417975604284, "earnings_cagr_3y": 0.980235861140925, "quarterly_revenue_growth_yoy": 0.07188755020080322, "quarterly_earnings_growth_yoy": 8.538461538461538, "revenue_growth_qoq": -0.0003745318352059925, "gross_margin": 0.37392281753465717, "operating_margin": 0.37392281753465717, "net_margin": 1.4866991382540278, "roa_ttm": 0.15132592198482261, "roe_ttm": 0.3303380402225075, "debt_to_ebitda": 2.137333615043313, "net_debt_to_ebitda": 1.9915487006127193, "interest_coverage": 35.32089552238806, "debt_to_equity": 0.6183752063084541, "current_ratio": 0.8444007858546169, "quick_ratio": 0.7571709233791748, "fcf_to_ebitda": 0.3232622015634904, "capex_to_revenue": 0.16330205667709222, "working_capital_to_revenue": -0.037531987489337504, "capital_efficiency": 0.24083198110366505, "financial_health": -0.5562635271216883, "margin_quality": 0.7448482577744473, "growth_momentum": 4.30517454433117, "company_age_years": 35.58110882956879, "ebitda": 4733000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 10.084429555416406, "revenue_cagr_3y": 0.019110453980628606, "revenue_cagr_5y": -0.001538694278637287, "earnings_cagr_3y": 0.21206467641165472, "quarterly_revenue_growth_yoy": 0.055145631067961165, "quarterly_earnings_growth_yoy": 0.2748267898383372, "revenue_growth_qoq": 0.01798426376920195, "gross_margin": 0.30732425469267577, "operating_margin": 0.30732425469267577, "net_margin": 0.20316525579683475, "roa_ttm": 0.1527293844367015, "roe_ttm": 0.3363990741868681, "debt_to_ebitda": 2.205593821749113, "net_debt_to_ebitda": 1.981840951784596, "interest_coverage": 35.22794117647059, "debt_to_equity": 0.6436228529662565, "current_ratio": 1.038107202680067, "quick_ratio": 0.9355108877721943, "fcf_to_ebitda": 0.324566896263828, "capex_to_revenue": 0.1559898999345366, "working_capital_to_revenue": 0.008510240344150379, "capital_efficiency": 0.2445642293117848, "financial_health": -0.574387781748149, "margin_quality": 0.2726045883940621, "growth_momentum": 0.16498621045314918, "company_age_years": 35.827515400410675, "ebitda": 4791000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2016-12-31", "company_multiple": 7.8171215574548905, "revenue_cagr_3y": 0.044114026277879415, "revenue_cagr_5y": 0.1534325820945166, "earnings_cagr_3y": 0.03004088908500635, "quarterly_revenue_growth_yoy": 0.0, "quarterly_earnings_growth_yoy": -0.09467455621301775, "revenue_growth_qoq": 0.009946949602122016, "gross_margin": 0.39461588969139855, "operating_margin": 0.2724885095206829, "net_margin": 0.10045961917268549, "roa_ttm": 0.04721388054721388, "roe_ttm": 0.3434466019417476, "debt_to_ebitda": 3.6989553656220324, "net_debt_to_ebitda": 3.550807217473884, "interest_coverage": 13.0, "debt_to_equity": 4.726941747572815, "current_ratio": 1.1494932432432432, "quick_ratio": 1.0920608108108107, "fcf_to_ebitda": 0.29154795821462487, "capex_to_revenue": 0.23238458868448456, "working_capital_to_revenue": 0.03071850052065255, "capital_efficiency": 0.19533024124448073, "financial_health": -4.338658439993392, "margin_quality": 0.2558546727949223, "growth_momentum": -0.047337278106508875, "company_age_years": 19.0362765229295, "ebitda": 2106000000.0, "spy_multiple": 15.0, "sector_multiple": 12.076423505388732, "sector_premium_over_spy": -0.1949050996407512}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2017-03-31", "company_multiple": 7.523774500212675, "revenue_cagr_3y": 0.048024574697685285, "revenue_cagr_5y": 0.15630171567119322, "earnings_cagr_3y": 0.2201833162381932, "quarterly_revenue_growth_yoy": 0.035114503816793895, "quarterly_earnings_growth_yoy": 0.18478260869565216, "revenue_growth_qoq": -0.10965200262639527, "gross_margin": 0.33702064896755163, "operating_margin": 0.19469026548672566, "net_margin": 0.0803834808259587, "roa_ttm": 0.0493148367450516, "roe_ttm": 0.33257273245864233, "debt_to_ebitda": 3.125903870693322, "net_debt_to_ebitda": 2.982560612505317, "interest_coverage": 25.01063829787234, "debt_to_equity": 4.192241871078152, "current_ratio": 1.0022779043280183, "quick_ratio": 0.9453302961275627, "fcf_to_ebitda": 0.21905572096980008, "capex_to_revenue": 0.2508608815426997, "working_capital_to_revenue": 0.0005165289256198347, "capital_efficiency": 0.19094378460184697, "financial_health": -3.8345856676275187, "margin_quality": 0.204031465093412, "growth_momentum": 0.10994855625622303, "company_age_years": 19.28268309377139, "ebitda": 2351000000.0, "spy_multiple": 15.0, "sector_multiple": 12.677977830087737, "sector_premium_over_spy": -0.15480147799415078}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2017-06-30", "company_multiple": 6.736887605850654, "revenue_cagr_3y": 0.04511095608269189, "revenue_cagr_5y": 0.09969217181255052, "earnings_cagr_3y": 0.14471424255333187, "quarterly_revenue_growth_yoy": 0.12385643912737508, "quarterly_earnings_growth_yoy": 0.05223880597014925, "revenue_growth_qoq": 0.17772861356932154, "gross_margin": 0.37319974953036944, "operating_margin": 0.2366938008766437, "net_margin": 0.08829054477144646, "roa_ttm": 0.044414333032219214, "roe_ttm": 0.3028747433264887, "debt_to_ebitda": 3.162047729022325, "net_debt_to_ebitda": 3.0319476520400306, "interest_coverage": 22.991150442477878, "debt_to_equity": 4.217145790554415, "current_ratio": 0.8503440366972477, "quick_ratio": 0.8056192660550459, "fcf_to_ebitda": 0.1924557351809084, "capex_to_revenue": 0.2578542780748663, "working_capital_to_revenue": -0.04361631016042781, "capital_efficiency": 0.17364453817935396, "financial_health": -3.8611061646778917, "margin_quality": 0.2327280317261532, "growth_momentum": 0.08804762254876217, "company_age_years": 19.531827515400412, "ebitda": 2598000000.0, "spy_multiple": 15.0, "sector_multiple": 12.922126378653113, "sector_premium_over_spy": -0.13852490808979245}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2017-09-30", "company_multiple": 7.489903759398496, "revenue_cagr_3y": 0.045797985882997105, "revenue_cagr_5y": 0.07695460773537, "earnings_cagr_3y": 0.012008008359053246, "quarterly_revenue_growth_yoy": 0.17108753315649866, "quarterly_earnings_growth_yoy": 0.06417112299465241, "revenue_growth_qoq": 0.1058234189104571, "gross_margin": 0.4043035107587769, "operating_margin": 0.27010192525481314, "net_margin": 0.11268403171007928, "roa_ttm": 0.04380093131548312, "roe_ttm": 0.2722749886928991, "debt_to_ebitda": 3.1469924812030077, "net_debt_to_ebitda": 3.025187969924812, "interest_coverage": 20.30534351145038, "debt_to_equity": 3.7860696517412937, "current_ratio": 0.9244218838127467, "quick_ratio": 0.8781725888324873, "fcf_to_ebitda": 0.14586466165413534, "capex_to_revenue": 0.2725088112784364, "working_capital_to_revenue": -0.021467478372316565, "capital_efficiency": 0.15803796000419112, "financial_health": -3.448610608719552, "margin_quality": 0.2623631559078898, "growth_momentum": 0.11762932807557554, "company_age_years": 19.783709787816566, "ebitda": 2660000000.0, "spy_multiple": 15.0, "sector_multiple": 13.595355761784512, "sector_premium_over_spy": -0.09364294921436589}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2017-12-31", "company_multiple": 8.38476187126275, "revenue_cagr_3y": 0.07112184889896711, "revenue_cagr_5y": 0.09002934280241592, "earnings_cagr_3y": 0.6659561690948133, "quarterly_revenue_growth_yoy": 0.26198292843072885, "quarterly_earnings_growth_yoy": 4.862745098039215, "revenue_growth_qoq": 0.08833522083805209, "gross_margin": 0.3959417273673257, "operating_margin": 0.26326742976066597, "net_margin": 0.4667013527575442, "roa_ttm": 0.0895542248835662, "roe_ttm": 0.433354797166774, "debt_to_ebitda": 3.3204361589869857, "net_debt_to_ebitda": 3.196623285262047, "interest_coverage": 22.563492063492063, "debt_to_equity": 3.039278815196394, "current_ratio": 1.0623501199040768, "quick_ratio": 1.0173860911270982, "fcf_to_ebitda": 0.11994372142103411, "capex_to_revenue": 0.28444511368769765, "working_capital_to_revenue": 0.01566029212468002, "capital_efficiency": 0.2614545110251701, "financial_health": -2.783083714519876, "margin_quality": 0.3753035032951786, "growth_momentum": 2.562364013234972, "company_age_years": 20.035592060232716, "ebitda": 2843000000.0, "spy_multiple": 15.0, "sector_multiple": 14.056680565301344, "sector_premium_over_spy": -0.06288796231324378}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2018-03-31", "company_multiple": 7.830154765858519, "revenue_cagr_3y": 0.0965820015660741, "revenue_cagr_5y": 0.09529544505462928, "earnings_cagr_3y": 0.1674843917172204, "quarterly_revenue_growth_yoy": 0.27876106194690264, "quarterly_earnings_growth_yoy": 0.6788990825688074, "revenue_growth_qoq": -0.09781477627471384, "gross_margin": 0.33160322952710497, "operating_margin": 0.1978085351787774, "net_margin": 0.10553633217993079, "roa_ttm": 0.09667755991285402, "roe_ttm": 0.4643557880967953, "debt_to_ebitda": 3.034872135503155, "net_debt_to_ebitda": 2.942544005313849, "interest_coverage": 27.623853211009173, "debt_to_equity": 2.988227599738391, "current_ratio": 0.9689213893967094, "quick_ratio": 0.9177330895795247, "fcf_to_ebitda": 0.09564928595151112, "capex_to_revenue": 0.2793845277105001, "working_capital_to_revenue": -0.007265992306596381, "capital_efficiency": 0.28051667400482466, "financial_health": -2.7318905125454007, "margin_quality": 0.21164936562860437, "growth_momentum": 0.478830072257855, "company_age_years": 20.281998631074607, "ebitda": 3011000000.0, "spy_multiple": 15.0, "sector_multiple": 13.180993813400505, "sector_premium_over_spy": -0.12126707910663304}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2018-06-30", "company_multiple": 6.628837964519141, "revenue_cagr_3y": 0.09787551635384673, "revenue_cagr_5y": 0.09412979359510887, "earnings_cagr_3y": 0.46427204434309166, "quarterly_revenue_growth_yoy": 0.18409517845961176, "quarterly_earnings_growth_yoy": 0.9148936170212766, "revenue_growth_qoq": 0.09054209919261823, "gross_margin": 0.37810682178741406, "operating_margin": 0.25171866737176096, "net_margin": 0.1427815970386039, "roa_ttm": 0.10252846174212338, "roe_ttm": 0.4895701643489254, "debt_to_ebitda": 2.796763149704326, "net_debt_to_ebitda": 2.7603485838779958, "interest_coverage": 28.6875, "debt_to_equity": 2.8400758533501897, "current_ratio": 0.6756393001345895, "quick_ratio": 0.6334679228353521, "fcf_to_ebitda": 0.09803921568627451, "capex_to_revenue": 0.30452618624367567, "working_capital_to_revenue": -0.09886503486941065, "capital_efficiency": 0.2960493130455244, "financial_health": -2.547881548677587, "margin_quality": 0.25753569539925963, "growth_momentum": 0.5494943977404442, "company_age_years": 20.531143052703626, "ebitda": 3213000000.0, "spy_multiple": 15.0, "sector_multiple": 12.688057902695595, "sector_premium_over_spy": -0.15412947315362702}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2018-09-30", "company_multiple": 6.8590573842120595, "revenue_cagr_3y": 0.10933144014384966, "revenue_cagr_5y": 0.1004811154263312, "earnings_cagr_3y": 0.15700505888486438, "quarterly_revenue_growth_yoy": 0.19818799546998866, "quarterly_earnings_growth_yoy": 0.6733668341708543, "revenue_growth_qoq": 0.11898466419883659, "gross_margin": 0.40784499054820417, "operating_margin": 0.2826086956521739, "net_margin": 0.15737240075614367, "roa_ttm": 0.10291060291060292, "roe_ttm": 0.5047990401919616, "debt_to_ebitda": 2.9356248179434896, "net_debt_to_ebitda": 2.9166909408680453, "interest_coverage": 29.093220338983052, "debt_to_equity": 3.0227954409118176, "current_ratio": 0.8107331097268807, "quick_ratio": 0.7609008145663632, "fcf_to_ebitda": 0.050684532478881446, "capex_to_revenue": 0.31488972987080777, "working_capital_to_revenue": -0.05154639175257732, "capital_efficiency": 0.3038548215512823, "financial_health": -2.7500746273638756, "margin_quality": 0.2826086956521739, "growth_momentum": 0.4357774148204215, "company_age_years": 20.78302532511978, "ebitda": 3433000000.0, "spy_multiple": 15.0, "sector_multiple": 13.433682134736221, "sector_premium_over_spy": -0.10442119101758529}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2018-12-31", "company_multiple": 5.507080462937449, "revenue_cagr_3y": 0.1482940994885562, "revenue_cagr_5y": 0.11501481523285939, "earnings_cagr_3y": 0.22412282651888593, "quarterly_revenue_growth_yoy": 0.19979188345473464, "quarterly_earnings_growth_yoy": -0.6544035674470458, "revenue_growth_qoq": 0.08979206049149338, "gross_margin": 0.39158716392020815, "operating_margin": 0.2606244579358196, "net_margin": 0.1344319167389419, "roa_ttm": 0.0604422875420504, "roe_ttm": 0.32206876285630326, "debt_to_ebitda": 3.2163130338936345, "net_debt_to_ebitda": 3.2044640396803525, "interest_coverage": 25.556338028169016, "debt_to_equity": 3.4299147810755217, "current_ratio": 0.8322306238185255, "quick_ratio": 0.780718336483932, "fcf_to_ebitda": 0.15486359878754477, "capex_to_revenue": 0.28470237355536226, "working_capital_to_revenue": -0.0441158195600845, "capital_efficiency": 0.19125552519917682, "financial_health": -3.1621893146306768, "margin_quality": 0.2622145128649899, "growth_momentum": -0.22730584199615556, "company_age_years": 21.034907597535934, "ebitda": 3629000000.0, "spy_multiple": 15.0, "sector_multiple": 11.19398754703855, "sector_premium_over_spy": -0.2537341635307634}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2019-03-31", "company_multiple": 5.558659009296148, "revenue_cagr_3y": 0.17350025269871816, "revenue_cagr_5y": 0.1243851820060704, "earnings_cagr_3y": 0.23903452271046843, "quarterly_revenue_growth_yoy": 0.22087658592848905, "quarterly_earnings_growth_yoy": -0.04371584699453552, "revenue_growth_qoq": -0.08196010407632263, "gross_margin": 0.3103448275862069, "operating_margin": 0.1780821917808219, "net_margin": 0.08266414737836561, "roa_ttm": 0.05853868503174432, "roe_ttm": 0.32237037037037036, "debt_to_ebitda": 3.061354581673307, "net_debt_to_ebitda": 3.047543160690571, "interest_coverage": 24.933774834437084, "debt_to_equity": 3.415111111111111, "current_ratio": 0.7685433422698839, "quick_ratio": 0.7135835567470956, "fcf_to_ebitda": 0.15962815405046482, "capex_to_revenue": 0.2701067615658363, "working_capital_to_revenue": -0.06144721233689205, "capital_efficiency": 0.19045452770105734, "financial_health": -3.136757750756244, "margin_quality": 0.1903637222484648, "growth_momentum": 0.08858036946697677, "company_age_years": 21.281314168377822, "ebitda": 3765000000.0, "spy_multiple": 15.0, "sector_multiple": 11.964157769044517, "sector_premium_over_spy": -0.2023894820636989}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2019-06-30", "company_multiple": 5.627869476891823, "revenue_cagr_3y": 0.17241257557663414, "revenue_cagr_5y": 0.1035793198505428, "earnings_cagr_3y": 0.26304741767484563, "quarterly_revenue_growth_yoy": 0.21099947117927023, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": 0.08171941426547001, "gross_margin": 0.3519650655021834, "operating_margin": 0.2336244541484716, "net_margin": 0.11790393013100436, "roa_ttm": 0.05712185646033496, "roe_ttm": 0.312823461759632, "debt_to_ebitda": 2.969781615033012, "net_debt_to_ebitda": 2.9507364144235653, "interest_coverage": 21.877777777777776, "debt_to_equity": 3.3625646923519263, "current_ratio": 0.7258382642998028, "quick_ratio": 0.6725838264299803, "fcf_to_ebitda": 0.14804469273743018, "capex_to_revenue": 0.25042473666326875, "working_capital_to_revenue": -0.07871786159247933, "capital_efficiency": 0.18497265910998348, "financial_health": -3.0725431080822947, "margin_quality": 0.23449781659388647, "growth_momentum": 0.10549973558963512, "company_age_years": 21.530458590006845, "ebitda": 3938000000.0, "spy_multiple": 15.0, "sector_multiple": 12.21026968638635, "sector_premium_over_spy": -0.18598202090757665}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2019-09-30", "company_multiple": 5.144112792617776, "revenue_cagr_3y": 0.1816340890948247, "revenue_cagr_5y": 0.10012140803506586, "earnings_cagr_3y": 0.2787286144830394, "quarterly_revenue_growth_yoy": 0.17580340264650285, "quarterly_earnings_growth_yoy": 0.17417417417417416, "revenue_growth_qoq": 0.08646288209606987, "gross_margin": 0.3741961414790997, "operating_margin": 0.2644694533762058, "net_margin": 0.15715434083601287, "roa_ttm": 0.05905694408657562, "roe_ttm": 0.31397260273972605, "debt_to_ebitda": 2.832442933462846, "net_debt_to_ebitda": 2.817872753763963, "interest_coverage": 28.01360544217687, "debt_to_equity": 3.1956164383561645, "current_ratio": 0.7116912599318955, "quick_ratio": 0.6625047294740825, "fcf_to_ebitda": 0.23943661971830985, "capex_to_revenue": 0.25279860884686445, "working_capital_to_revenue": -0.08281708509944571, "capital_efficiency": 0.18651477341315084, "financial_health": -2.9259491092890197, "margin_quality": 0.2652733118971061, "growth_momentum": 0.1749887884103385, "company_age_years": 21.782340862423, "ebitda": 4118000000.0, "spy_multiple": 15.0, "sector_multiple": 12.67548824444241, "sector_premium_over_spy": -0.15496745037050597}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2019-12-31", "company_multiple": 5.7448709523809525, "revenue_cagr_3y": 0.1726709130684767, "revenue_cagr_5y": 0.09445604100344673, "earnings_cagr_3y": 0.3023921097774065, "quarterly_revenue_growth_yoy": 0.06504770164787511, "quarterly_earnings_growth_yoy": 0.09032258064516129, "revenue_growth_qoq": -0.012861736334405145, "gross_margin": 0.3538273615635179, "operating_margin": 0.24470684039087948, "net_margin": 0.13762214983713356, "roa_ttm": 0.06188719030047443, "roe_ttm": 0.30652741514360315, "debt_to_ebitda": 2.763333333333333, "net_debt_to_ebitda": 2.750952380952381, "interest_coverage": 24.705882352941178, "debt_to_equity": 3.0302872062663186, "current_ratio": 0.83803457688808, "quick_ratio": 0.7834394904458599, "fcf_to_ebitda": 0.16047619047619047, "capex_to_revenue": 0.2513100203186825, "working_capital_to_revenue": -0.038070794567425945, "capital_efficiency": 0.18420730272203878, "financial_health": -2.7207575242481257, "margin_quality": 0.24538545059717695, "growth_momentum": 0.0776851411465182, "company_age_years": 22.034223134839152, "ebitda": 4200000000.0, "spy_multiple": 15.0, "sector_multiple": 13.810544263318349, "sector_premium_over_spy": -0.07929704911211011}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2020-06-30", "company_multiple": 5.192369511593488, "revenue_cagr_3y": 0.0668195464622161, "revenue_cagr_5y": 0.06294089470047681, "earnings_cagr_3y": 0.14561559272303026, "quarterly_revenue_growth_yoy": -0.15327510917030568, "quarterly_earnings_growth_yoy": -0.21481481481481482, "revenue_growth_qoq": -0.08752941176470588, "gross_margin": 0.31253223310985045, "operating_margin": 0.19804022692109335, "net_margin": 0.10933470861268695, "roa_ttm": 0.06223463687150838, "roe_ttm": 0.28512925518300486, "debt_to_ebitda": 2.5666008880118403, "net_debt_to_ebitda": 2.5352738036507154, "interest_coverage": 31.184615384615384, "debt_to_equity": 2.66316867161505, "current_ratio": 0.8443519000520562, "quick_ratio": 0.7886517438833941, "fcf_to_ebitda": 0.32461766156882094, "capex_to_revenue": 0.1752886323268206, "working_capital_to_revenue": -0.03319271758436945, "capital_efficiency": 0.17368194602725662, "financial_health": -2.4497773084551007, "margin_quality": 0.20663572288121024, "growth_momentum": -0.18404496199256026, "company_age_years": 22.532511978097194, "ebitda": 4054000000.0, "spy_multiple": 20.0, "sector_multiple": 13.013547462638316, "sector_premium_over_spy": -0.34932262686808424}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2020-09-30", "company_multiple": 5.731101456682852, "revenue_cagr_3y": 0.07387243472495575, "revenue_cagr_5y": 0.07128103587204149, "earnings_cagr_3y": 0.014853653470747297, "quarterly_revenue_growth_yoy": -0.12098070739549839, "quarterly_earnings_growth_yoy": -0.4680306905370844, "revenue_growth_qoq": 0.12790097988653945, "gross_margin": 0.3653406492912666, "operating_margin": 0.25925925925925924, "net_margin": 0.09510745313214448, "roa_ttm": 0.05198793835157472, "roe_ttm": 0.2237442922374429, "debt_to_ebitda": 2.5468949654996167, "net_debt_to_ebitda": 2.502427804753386, "interest_coverage": 14.075539568345324, "debt_to_equity": 2.395097332372026, "current_ratio": 0.9018789144050104, "quick_ratio": 0.8455114822546973, "fcf_to_ebitda": 0.4040378226424738, "capex_to_revenue": 0.131962788560928, "working_capital_to_revenue": -0.021591822671413807, "capital_efficiency": 0.13786611529450882, "financial_health": -2.217152213317908, "margin_quality": 0.23990245389422346, "growth_momentum": -0.2945056989662914, "company_age_years": 22.784394250513348, "ebitda": 3913000000.0, "spy_multiple": 20.0, "sector_multiple": 14.664514411335965, "sector_premium_over_spy": -0.26677427943320176}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2020-12-31", "company_multiple": 6.998062863180137, "revenue_cagr_3y": 0.058433671153577116, "revenue_cagr_5y": 0.08394908815748936, "earnings_cagr_3y": -0.30818814148220064, "quarterly_revenue_growth_yoy": -0.07206840390879479, "quarterly_earnings_growth_yoy": -0.12130177514792899, "revenue_growth_qoq": 0.04206675811614083, "gross_margin": 0.33962264150943394, "operating_margin": 0.22641509433962265, "net_margin": 0.1303203159280386, "roa_ttm": 0.04980971569285874, "roe_ttm": 0.19581958195819582, "debt_to_ebitda": 2.6043317485472794, "net_debt_to_ebitda": 2.5509772847332277, "interest_coverage": 30.288, "debt_to_equity": 2.1694169416941693, "current_ratio": 1.0671957671957673, "quick_ratio": 1.001058201058201, "fcf_to_ebitda": 0.39619651347068147, "capex_to_revenue": 0.13575615474794842, "working_capital_to_revenue": 0.01488862837045721, "capital_efficiency": 0.12281464882552728, "financial_health": -1.964052409270477, "margin_quality": 0.23211935059236508, "growth_momentum": -0.09668508952836188, "company_age_years": 23.0362765229295, "ebitda": 3786000000.0, "spy_multiple": 20.0, "sector_multiple": 16.05999355985416, "sector_premium_over_spy": -0.197000322007292}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2021-03-31", "company_multiple": 8.757697950775816, "revenue_cagr_3y": 0.0585914927672071, "revenue_cagr_5y": 0.09444161732711498, "earnings_cagr_3y": 0.035177878670357154, "quarterly_revenue_growth_yoy": -0.032, "quarterly_earnings_growth_yoy": 0.17341040462427745, "revenue_growth_qoq": -0.09741114523913998, "gross_margin": 0.30286825473991247, "operating_margin": 0.18133203694701022, "net_margin": 0.09868740884783665, "roa_ttm": 0.0524455592292783, "roe_ttm": 0.19388830347734456, "debt_to_ebitda": 2.42964151952916, "net_debt_to_ebitda": 2.3552701979668274, "interest_coverage": 37.75757575757576, "debt_to_equity": 1.9140147523709168, "current_ratio": 1.0885388375882672, "quick_ratio": 1.026615969581749, "fcf_to_ebitda": 0.41760299625468167, "capex_to_revenue": 0.14311037579768376, "working_capital_to_revenue": 0.019262585677144884, "capital_efficiency": 0.12316693135331143, "financial_health": -1.7748794012839755, "margin_quality": 0.19429590017825313, "growth_momentum": 0.07070520231213873, "company_age_years": 23.28268309377139, "ebitda": 3738000000.0, "spy_multiple": 20.0, "sector_multiple": 15.899756921194935, "sector_premium_over_spy": -0.20501215394025318}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2021-06-30", "company_multiple": 8.623317666928516, "revenue_cagr_3y": 0.06542989513929309, "revenue_cagr_5y": 0.09985242661882454, "earnings_cagr_3y": 0.027624899480540144, "quarterly_revenue_growth_yoy": 0.17947395564724083, "quarterly_earnings_growth_yoy": 0.38207547169811323, "revenue_growth_qoq": 0.1118133203694701, "gross_margin": 0.34324442501093133, "operating_margin": 0.21163095758635767, "net_margin": 0.12811543506777437, "roa_ttm": 0.050964818491930144, "roe_ttm": 0.19650569297212406, "debt_to_ebitda": 2.6370777690494895, "net_debt_to_ebitda": 2.549096622152396, "interest_coverage": 38.19, "debt_to_equity": 1.9770318021201414, "current_ratio": 0.8466981132075472, "quick_ratio": 0.7783018867924528, "fcf_to_ebitda": 0.30557737627651216, "capex_to_revenue": 0.22292849035187287, "working_capital_to_revenue": -0.04426787741203178, "capital_efficiency": 0.1237352557320271, "financial_health": -1.792669135361362, "margin_quality": 0.22766360588835444, "growth_momentum": 0.28077471367267703, "company_age_years": 23.531827515400412, "ebitda": 3819000000.0, "spy_multiple": 20.0, "sector_multiple": 14.882362641398938, "sector_premium_over_spy": -0.2558818679300531}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2021-09-30", "company_multiple": 8.878299874245473, "revenue_cagr_3y": 0.07052383591237965, "revenue_cagr_5y": 0.11475818377293856, "earnings_cagr_3y": 0.07092656464233116, "quarterly_revenue_growth_yoy": 0.18701417466849565, "quarterly_earnings_growth_yoy": 0.9663461538461539, "revenue_growth_qoq": 0.135111499781373, "gross_margin": 0.3871340523882897, "operating_margin": 0.2615562403697997, "net_margin": 0.15755007704160245, "roa_ttm": 0.0591943267999606, "roe_ttm": 0.21922305307313514, "debt_to_ebitda": 2.541247484909457, "net_debt_to_ebitda": 2.460764587525151, "interest_coverage": 30.12121212121212, "debt_to_equity": 1.8427867955498816, "current_ratio": 0.7994186046511628, "quick_ratio": 0.7390988372093024, "fcf_to_ebitda": 0.17932595573440643, "capex_to_revenue": 0.2904870376396572, "working_capital_to_revenue": -0.05987634233647901, "capital_efficiency": 0.13920868993654786, "financial_health": -1.6650727725008536, "margin_quality": 0.2687467899332306, "growth_momentum": 0.5766801642573247, "company_age_years": 23.783709787816566, "ebitda": 3976000000.0, "spy_multiple": 20.0, "sector_multiple": 13.529933004072142, "sector_premium_over_spy": -0.32350334979639295}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2021-12-31", "company_multiple": 7.9865838231836355, "revenue_cagr_3y": 0.06378383419940836, "revenue_cagr_5y": 0.12757103626160737, "earnings_cagr_3y": 0.15769580833783636, "quarterly_revenue_growth_yoy": 0.2180781044317683, "quarterly_earnings_growth_yoy": 0.6195286195286195, "revenue_growth_qoq": 0.06933744221879815, "gross_margin": 0.38472622478386165, "operating_margin": 0.2687319884726225, "net_margin": 0.1732708933717579, "roa_ttm": 0.06830277942046127, "roe_ttm": 0.2313470205307962, "debt_to_ebitda": 2.3247119680225725, "net_debt_to_ebitda": 2.2908535151657654, "interest_coverage": 45.73118279569893, "debt_to_equity": 1.6503087965281256, "current_ratio": 0.8263542066845947, "quick_ratio": 0.7633499807913946, "fcf_to_ebitda": 0.11544791911591817, "capex_to_revenue": 0.32914779744750927, "working_capital_to_revenue": -0.04652120214079868, "capital_efficiency": 0.14982489997562873, "financial_health": -1.4582683210702116, "margin_quality": 0.27557636887608067, "growth_momentum": 0.4188033619801939, "company_age_years": 24.035592060232716, "ebitda": 4253000000.0, "spy_multiple": 20.0, "sector_multiple": 13.735436940041351, "sector_premium_over_spy": -0.3132281529979324}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2022-12-31", "company_multiple": 6.640431185944363, "revenue_cagr_3y": 0.10302734773432398, "revenue_cagr_5y": 0.11390143629791405, "earnings_cagr_3y": 0.236501704292418, "quarterly_revenue_growth_yoy": 0.1873198847262248, "quarterly_earnings_growth_yoy": 0.3284823284823285, "revenue_growth_qoq": 0.08030154047853164, "gross_margin": 0.4253640776699029, "operating_margin": 0.3106796116504854, "net_margin": 0.19387135922330098, "roa_ttm": 0.08704461812016706, "roe_ttm": 0.2980741999433588, "debt_to_ebitda": 2.1195095168374816, "net_debt_to_ebitda": 2.1001098096632504, "interest_coverage": 41.39393939393939, "debt_to_equity": 1.6399037099971678, "current_ratio": 1.1137014314928426, "quick_ratio": 1.0188139059304704, "fcf_to_ebitda": 0.1359809663250366, "capex_to_revenue": 0.3169558495103934, "working_capital_to_revenue": 0.02387905858099983, "capital_efficiency": 0.19255940903176294, "financial_health": -1.5828441699023141, "margin_quality": 0.30997168284789645, "growth_momentum": 0.2579011066042767, "company_age_years": 25.034907597535934, "ebitda": 5464000000.0, "spy_multiple": 12.0, "sector_multiple": 13.120442886615768, "sector_premium_over_spy": 0.09337024055131393}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2023-03-31", "company_multiple": 6.759544406077348, "revenue_cagr_3y": 0.15626881620505806, "revenue_cagr_5y": 0.1363111184928858, "earnings_cagr_3y": 0.37629060815848225, "quarterly_revenue_growth_yoy": 0.30150554675118857, "quarterly_earnings_growth_yoy": 0.22888283378746593, "revenue_growth_qoq": -0.003337378640776699, "gross_margin": 0.34185692541856927, "operating_margin": 0.22557077625570776, "net_margin": 0.13729071537290716, "roa_ttm": 0.08887896382313533, "roe_ttm": 0.30701262272089763, "debt_to_ebitda": 2.0110497237569063, "net_debt_to_ebitda": 1.993957182320442, "interest_coverage": 38.61333333333334, "debt_to_equity": 1.6336605890603086, "current_ratio": 1.15, "quick_ratio": 1.0526315789473684, "fcf_to_ebitda": 0.0799378453038674, "capex_to_revenue": 0.3243570104007095, "working_capital_to_revenue": 0.027573974038539062, "capital_efficiency": 0.19794579327201647, "financial_health": -1.607761554540916, "margin_quality": 0.23490613901572807, "growth_momentum": 0.2651941902693272, "company_age_years": 25.281314168377822, "ebitda": 5792000000.0, "spy_multiple": 12.0, "sector_multiple": 12.380313517103952, "sector_premium_over_spy": 0.03169279309199591}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2023-06-30", "company_multiple": 6.88714502113134, "revenue_cagr_3y": 0.22380776598736363, "revenue_cagr_5y": 0.13450177296788546, "earnings_cagr_3y": 0.4073988980452403, "quarterly_revenue_growth_yoy": 0.28256946950559364, "quarterly_earnings_growth_yoy": 0.19878296146044624, "revenue_growth_qoq": 0.08188736681887367, "gross_margin": 0.37169386606640403, "operating_margin": 0.26533483398987057, "net_margin": 0.16629150253235792, "roa_ttm": 0.08966517682114013, "roe_ttm": 0.3084704612894524, "debt_to_ebitda": 1.9403446033810143, "net_debt_to_ebitda": 1.903446033810143, "interest_coverage": 38.2111801242236, "debt_to_equity": 1.6100620447801457, "current_ratio": 0.7448818897637796, "quick_ratio": 0.6897637795275591, "fcf_to_ebitda": 0.029421326397919376, "capex_to_revenue": 0.3367207644471409, "working_capital_to_revenue": -0.07371454573032003, "capital_efficiency": 0.19906781905529625, "financial_health": -1.4063955204074443, "margin_quality": 0.26777340086287754, "growth_momentum": 0.24067621548301993, "company_age_years": 25.530458590006845, "ebitda": 6152000000.0, "spy_multiple": 12.0, "sector_multiple": 12.812026379198969, "sector_premium_over_spy": 0.06766886493324731}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2023-09-30", "company_multiple": 6.504664180188533, "revenue_cagr_3y": 0.19850191555621866, "revenue_cagr_5y": 0.12214728602377956, "earnings_cagr_3y": 0.5007119127789272, "quarterly_revenue_growth_yoy": 0.23402163225172073, "quarterly_earnings_growth_yoy": 0.16006600660066006, "revenue_growth_qoq": 0.05936972425436128, "gross_margin": 0.39256308100929616, "operating_margin": 0.2932270916334661, "net_margin": 0.18671978751660026, "roa_ttm": 0.09228863425209043, "roe_ttm": 0.3073749355337803, "debt_to_ebitda": 1.8587544428990883, "net_debt_to_ebitda": 1.8148663266883016, "interest_coverage": 39.69938650306749, "debt_to_equity": 1.5507993811242908, "current_ratio": 0.8107813776204738, "quick_ratio": 0.756057718486251, "fcf_to_ebitda": 0.022253129346314324, "capex_to_revenue": 0.31633093525179856, "working_capital_to_revenue": -0.05, "capital_efficiency": 0.19983178489293538, "financial_health": -1.353111093045219, "margin_quality": 0.29083665338645415, "growth_momentum": 0.1970438194261904, "company_age_years": 25.782340862423, "ebitda": 6471000000.0, "spy_multiple": 12.0, "sector_multiple": 13.157182665658857, "sector_premium_over_spy": 0.09643188880490472}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2023-12-31", "company_multiple": 7.587426588199789, "revenue_cagr_3y": 0.17826739349207, "revenue_cagr_5y": 0.10083776557143165, "earnings_cagr_3y": 0.3173599064556649, "quarterly_revenue_growth_yoy": 0.13106796116504854, "quarterly_earnings_growth_yoy": 0.06259780907668232, "revenue_growth_qoq": -0.009827357237715804, "gross_margin": 0.3916309012875536, "operating_margin": 0.2862124463519313, "net_margin": 0.1821351931330472, "roa_ttm": 0.09472820352495213, "roe_ttm": 0.2981549815498155, "debt_to_ebitda": 1.7756149087068054, "net_debt_to_ebitda": 1.7208389920024143, "interest_coverage": 41.161490683229815, "debt_to_equity": 1.4473554735547356, "current_ratio": 0.8064338740720374, "quick_ratio": 0.750068737970855, "fcf_to_ebitda": 0.0956692319299834, "capex_to_revenue": 0.28397990510745186, "working_capital_to_revenue": -0.049120848451018696, "capital_efficiency": 0.19644159253738383, "financial_health": -1.2223455823600402, "margin_quality": 0.2866595135908441, "growth_momentum": 0.09683288512086544, "company_age_years": 26.034223134839152, "ebitda": 6627000000.0, "spy_multiple": 12.0, "sector_multiple": 15.48918646271991, "sector_premium_over_spy": 0.29076553855999254}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2024-03-31", "company_multiple": 8.892019395335018, "revenue_cagr_3y": 0.1921278399593962, "revenue_cagr_5y": 0.10483235708176575, "earnings_cagr_3y": 0.38729157730378594, "quarterly_revenue_growth_yoy": 0.060882800608828, "quarterly_earnings_growth_yoy": 0.2017738359201774, "revenue_growth_qoq": -0.0651824034334764, "gross_margin": 0.3563845050215208, "operating_margin": 0.24476327116212337, "net_margin": 0.15552367288378766, "roa_ttm": 0.09434316152749643, "roe_ttm": 0.30972906403940886, "debt_to_ebitda": 1.8429653840439757, "net_debt_to_ebitda": 1.779230426385381, "interest_coverage": 42.06875, "debt_to_equity": 1.5277093596059113, "current_ratio": 0.8944708680142688, "quick_ratio": 0.832639714625446, "fcf_to_ebitda": 0.15228049324023177, "capex_to_revenue": 0.2593586567575007, "working_capital_to_revenue": -0.024428846683181942, "capital_efficiency": 0.20203611278345265, "financial_health": -1.377749634394725, "margin_quality": 0.2522238163558106, "growth_momentum": 0.1313283182645027, "company_age_years": 26.28336755646817, "ebitda": 6731000000.0, "spy_multiple": 12.0, "sector_multiple": 16.735636066802243, "sector_premium_over_spy": 0.394636338900187}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2024-06-30", "company_multiple": 8.081692995459207, "revenue_cagr_3y": 0.1816083378860065, "revenue_cagr_5y": 0.10502032082025159, "earnings_cagr_3y": 0.2947815384904715, "quarterly_revenue_growth_yoy": 0.061620709060213844, "quarterly_earnings_growth_yoy": 0.07614213197969544, "revenue_growth_qoq": 0.08263988522238164, "gross_margin": 0.37344288364696526, "operating_margin": 0.26636628677445007, "net_margin": 0.16856612774980123, "roa_ttm": 0.09270995545576359, "roe_ttm": 0.30914140804250695, "debt_to_ebitda": 1.8879449245642304, "net_debt_to_ebitda": 1.8195400615204336, "interest_coverage": 39.46242774566474, "debt_to_equity": 1.5564545344765126, "current_ratio": 0.8110355253212396, "quick_ratio": 0.7558578987150416, "fcf_to_ebitda": 0.13124359162150287, "capex_to_revenue": 0.26262626262626265, "working_capital_to_revenue": -0.0508440105755542, "capital_efficiency": 0.20092568174913528, "financial_health": -1.3742240122858742, "margin_quality": 0.2694584327237388, "growth_momentum": 0.06888142051995463, "company_age_years": 26.532511978097194, "ebitda": 6827000000.0, "spy_multiple": 12.0, "sector_multiple": 15.406784943934877, "sector_premium_over_spy": 0.2838987453279065}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2024-09-30", "company_multiple": 9.651281388767957, "revenue_cagr_3y": 0.15423776978280568, "revenue_cagr_5y": 0.0991780098759425, "earnings_cagr_3y": 0.20070591445757202, "quarterly_revenue_growth_yoy": 0.060292164674634795, "quarterly_earnings_growth_yoy": 0.007112375533428165, "revenue_growth_qoq": 0.058043996819507025, "gross_margin": 0.3855210420841683, "operating_margin": 0.281312625250501, "net_margin": 0.17735470941883769, "roa_ttm": 0.09027875545544137, "roe_ttm": 0.29891621023190773, "debt_to_ebitda": 1.9436946742127412, "net_debt_to_ebitda": 1.8741837178929037, "interest_coverage": 38.71348314606742, "debt_to_equity": 1.5608903391213145, "current_ratio": 0.8248882265275708, "quick_ratio": 0.7724788872329856, "fcf_to_ebitda": 0.1078217965462197, "capex_to_revenue": 0.2783415676325277, "working_capital_to_revenue": -0.04706903458405662, "capital_efficiency": 0.19459748284367456, "financial_health": -1.3680610988432105, "margin_quality": 0.28139612558450233, "growth_momentum": 0.03370227010403148, "company_age_years": 26.784394250513348, "ebitda": 6891000000.0, "spy_multiple": 12.0, "sector_multiple": 15.346890947246157, "sector_premium_over_spy": 0.27890757893717977}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2024-12-31", "company_multiple": 8.574385763391579, "revenue_cagr_3y": 0.13835612360060212, "revenue_cagr_5y": 0.1076565212614744, "earnings_cagr_3y": 0.12726160545572673, "quarterly_revenue_growth_yoy": 0.0984442060085837, "quarterly_earnings_growth_yoy": 0.014727540500736377, "revenue_growth_qoq": 0.025801603206412827, "gross_margin": 0.37191697191697193, "operating_margin": 0.26544566544566545, "net_margin": 0.16825396825396827, "roa_ttm": 0.09143202073642723, "roe_ttm": 0.298654604500116, "debt_to_ebitda": 1.9621884846748783, "net_debt_to_ebitda": 1.896734460040103, "interest_coverage": 38.78888888888889, "debt_to_equity": 1.5889584783112967, "current_ratio": 0.9777309659945832, "quick_ratio": 0.9175443876015649, "fcf_to_ebitda": 0.06001145803494701, "capex_to_revenue": 0.26894753991528186, "working_capital_to_revenue": -0.004822417725643532, "capital_efficiency": 0.19504331261827162, "financial_health": -1.4020054642139306, "margin_quality": 0.26853886853886855, "growth_momentum": 0.05658587325466004, "company_age_years": 27.0362765229295, "ebitda": 6982000000.0, "spy_multiple": 12.0, "sector_multiple": 13.807248840006874, "sector_premium_over_spy": 0.15060407000057285}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 9.351986058554074, "revenue_cagr_3y": 0.02686303752597774, "revenue_cagr_5y": -0.034898307673150275, "earnings_cagr_3y": 0.7850092454803892, "quarterly_revenue_growth_yoy": -0.21023317986038914, "quarterly_earnings_growth_yoy": -0.4194577352472089, "revenue_growth_qoq": -0.19088557516737675, "gross_margin": 0.3003291020216267, "operating_margin": 0.1320169252468265, "net_margin": 0.10267983074753173, "roa_ttm": 0.0698869475847893, "roe_ttm": 0.3736000563499331, "debt_to_ebitda": 3.6937860983867754, "net_debt_to_ebitda": 2.9837681736705837, "interest_coverage": 89.66071428571429, "debt_to_equity": 2.6127350848770865, "current_ratio": 1.4174837833760747, "quick_ratio": 0.9744305325086741, "fcf_to_ebitda": 0.42332204740091617, "capex_to_revenue": 0.05238478290725735, "working_capital_to_revenue": 0.21719084149188722, "capital_efficiency": 0.2217435019673612, "financial_health": -1.622542578603313, "margin_quality": 0.178341952671995, "growth_momentum": -0.314845457553799, "company_age_years": 58.24229979466119, "ebitda": 10042000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 11.324231099964171, "revenue_cagr_3y": -0.004291300969499701, "revenue_cagr_5y": 0.04686585991669112, "earnings_cagr_3y": 0.010788538659268765, "quarterly_revenue_growth_yoy": 0.10536116067964932, "quarterly_earnings_growth_yoy": 0.18400566171266808, "revenue_growth_qoq": 0.04842151740378247, "gross_margin": 0.2914297746894083, "operating_margin": 0.13644977890082122, "net_margin": 0.11742823050466765, "roa_ttm": 0.08329737260655677, "roe_ttm": 0.4295797036942837, "debt_to_ebitda": 3.310820494446435, "net_debt_to_ebitda": 2.7721246864922966, "interest_coverage": 103.37037037037037, "debt_to_equity": 2.3502257264576842, "current_ratio": 1.449504540275524, "quick_ratio": 0.901184269585333, "fcf_to_ebitda": 0.27337871730562524, "capex_to_revenue": 0.048971886509596343, "working_capital_to_revenue": 0.24095426699487332, "capital_efficiency": 0.2564385381504202, "financial_health": -1.5929839923482225, "margin_quality": 0.1817692613649657, "growth_momentum": 0.14468341119615868, "company_age_years": 60.49007529089665, "ebitda": 11164000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "CAT", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 9.810723361344538, "revenue_cagr_3y": 0.05530574618619033, "revenue_cagr_5y": 0.056096340758811314, "earnings_cagr_3y": 0.109594092158255, "quarterly_revenue_growth_yoy": 0.20948616600790515, "quarterly_earnings_growth_yoy": 0.43127629733520334, "revenue_growth_qoq": 0.05243209096651927, "gross_margin": 0.30952380952380953, "operating_margin": 0.1617313592103508, "net_margin": 0.13612111511271174, "roa_ttm": 0.09110460157959138, "roe_ttm": 0.47277275351164133, "debt_to_ebitda": 3.069327731092437, "net_debt_to_ebitda": 2.5360504201680674, "interest_coverage": 109.1743119266055, "debt_to_equity": 2.342697710217433, "current_ratio": 1.4097410767498841, "quick_ratio": 0.8514999006688299, "fcf_to_ebitda": 0.316218487394958, "capex_to_revenue": 0.0472557745285018, "working_capital_to_revenue": 0.21853146853146854, "capital_efficiency": 0.28193867754561636, "financial_health": -1.557700497585724, "margin_quality": 0.2024587612822907, "growth_momentum": 0.32038123167155425, "company_age_years": 60.7419575633128, "ebitda": 11900000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 10.182369194591416, "revenue_cagr_3y": 0.08330848415747538, "revenue_cagr_5y": 0.06769531895269987, "earnings_cagr_3y": -0.13684285696469511, "quarterly_revenue_growth_yoy": 0.22871983914209115, "quarterly_earnings_growth_yoy": -0.250936329588015, "revenue_growth_qoq": 0.11342241117522016, "gross_margin": 0.22391926905768444, "operating_margin": 0.08536751670530479, "net_margin": 0.054547933996999864, "roa_ttm": 0.06429507205482213, "roe_ttm": 0.22840095465393795, "debt_to_ebitda": 2.4223985890652555, "net_debt_to_ebitda": 1.687830687830688, "interest_coverage": 55.77049180327869, "debt_to_equity": 0.9834128878281623, "current_ratio": 1.3673314339981006, "quick_ratio": 0.8409306742640076, "fcf_to_ebitda": 0.2915931804820694, "capex_to_revenue": 0.03383803624684561, "working_capital_to_revenue": 0.1478932476867783, "capital_efficiency": 0.14634801335438002, "financial_health": -0.5664116080454343, "margin_quality": 0.12127823991999637, "growth_momentum": -0.011108245222961916, "company_age_years": 37.782340862423, "ebitda": 3402000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 11.284415304204051, "revenue_cagr_3y": 0.060349712248495724, "revenue_cagr_5y": 0.04438481389745563, "earnings_cagr_3y": 0.13498813135649645, "quarterly_revenue_growth_yoy": 0.0625291631145911, "quarterly_earnings_growth_yoy": 0.0949309661711555, "revenue_growth_qoq": 0.052056117717180314, "gross_margin": 0.36192040172046797, "operating_margin": 0.16530667549908162, "net_margin": 0.134162221506776, "roa_ttm": 0.10569700208773213, "roe_ttm": 0.2602953203161975, "debt_to_ebitda": 1.8449986951166333, "net_debt_to_ebitda": 1.5594364676945787, "interest_coverage": 66.87016932824484, "debt_to_equity": 0.7587468494525379, "current_ratio": 1.4095410056778148, "quick_ratio": 0.8672313734110263, "fcf_to_ebitda": 0.3780299751933638, "capex_to_revenue": 0.024191785955912058, "working_capital_to_revenue": 0.12695859880361932, "capital_efficiency": 0.18299616120196482, "financial_health": -0.621359284858356, "margin_quality": 0.22046309957544186, "growth_momentum": 0.0787300646428733, "company_age_years": 36.99657768651608, "ebitda": 1804759000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 11.021246635539686, "revenue_cagr_3y": -0.004073224295225719, "revenue_cagr_5y": -0.017200419934256805, "earnings_cagr_3y": 0.0030628062612172435, "quarterly_revenue_growth_yoy": -0.09726672950047126, "quarterly_earnings_growth_yoy": -0.16091954022988506, "revenue_growth_qoq": -0.08571974035891562, "gross_margin": 0.31050323658383794, "operating_margin": 0.12549592816872, "net_margin": 0.0914595949049906, "roa_ttm": 0.06895769168422759, "roe_ttm": 0.14931554931554933, "debt_to_ebitda": 2.3150233452348257, "net_debt_to_ebitda": 2.2493820379016753, "interest_coverage": 107.08823529411765, "debt_to_equity": 0.5917163917163917, "current_ratio": 1.7536407766990292, "quick_ratio": 1.279126213592233, "fcf_to_ebitda": 0.7341389728096677, "capex_to_revenue": 0.026348567596052506, "working_capital_to_revenue": 0.17849956884162116, "capital_efficiency": 0.10913662049988845, "financial_health": -0.542760530992011, "margin_quality": 0.17581958655251617, "growth_momentum": -0.12909313486517815, "company_age_years": 47.83025325119781, "ebitda": 3641000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "HON", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 10.84079674020415, "revenue_cagr_3y": -0.037526301372809545, "revenue_cagr_5y": -0.016838974413507457, "earnings_cagr_3y": 0.06038306207109678, "quarterly_revenue_growth_yoy": -0.04738856371004052, "quarterly_earnings_growth_yoy": 0.11652542372881355, "revenue_growth_qoq": -0.10868878357030015, "gross_margin": 0.3447949899562803, "operating_margin": 0.20347394540942929, "net_margin": 0.18681318681318682, "roa_ttm": 0.10985336630559715, "roe_ttm": 0.35751530265245973, "debt_to_ebitda": 1.7684118099001207, "net_debt_to_ebitda": 0.9209746460322686, "interest_coverage": 124.8082191780822, "debt_to_equity": 0.9131716164135116, "current_ratio": 1.301317833918398, "quick_ratio": 1.0375208609080968, "fcf_to_ebitda": 0.6437273625288114, "capex_to_revenue": 0.023067383216205044, "working_capital_to_revenue": 0.14430205319002343, "capital_efficiency": 0.23368433447902845, "financial_health": -0.5196993947319554, "margin_quality": 0.24502737405963212, "growth_momentum": 0.03456843000938652, "company_age_years": 50.24229979466119, "ebitda": 9111000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 9.145645204381513, "revenue_cagr_3y": 0.05208099599741445, "revenue_cagr_5y": -0.05074768881030456, "earnings_cagr_3y": 0.20976931267020404, "quarterly_revenue_growth_yoy": -0.08927789934354485, "quarterly_earnings_growth_yoy": -0.0057692307692307696, "revenue_growth_qoq": 0.0026499638641291254, "gross_margin": 0.4204709274387314, "operating_margin": 0.18164344065353197, "net_margin": 0.12421912542047092, "roa_ttm": 0.09967297683202063, "roe_ttm": 0.2878808035120394, "debt_to_ebitda": 2.0574405557039808, "net_debt_to_ebitda": 1.3673523911301095, "interest_coverage": 89.11904761904762, "debt_to_equity": 1.0244778502061993, "current_ratio": 1.0115869017632242, "quick_ratio": 0.7523929471032745, "fcf_to_ebitda": 0.6991717873363612, "capex_to_revenue": 0.030331700801424756, "working_capital_to_revenue": 0.005120213713268032, "capital_efficiency": 0.19377689017203, "financial_health": -0.40783395690876456, "margin_quality": 0.24211116450424477, "growth_momentum": -0.047523565056387815, "company_age_years": 47.83025325119781, "ebitda": 3743000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 10.382256446942767, "revenue_cagr_3y": 0.05880858503623054, "revenue_cagr_5y": 0.03203993428166019, "earnings_cagr_3y": 0.15448249797131686, "quarterly_revenue_growth_yoy": 0.004044454833847591, "quarterly_earnings_growth_yoy": -0.10697924366805431, "revenue_growth_qoq": 0.05845040586350842, "gross_margin": 0.2554915255702198, "operating_margin": 0.14710276920683485, "net_margin": 0.09919236869171398, "roa_ttm": 0.06502699692810508, "roe_ttm": 0.21033912061486756, "debt_to_ebitda": 3.752736242157585, "net_debt_to_ebitda": 3.466089991416436, "interest_coverage": 30.133362223735528, "debt_to_equity": 1.4506238097582747, "current_ratio": 1.4921092582253581, "quick_ratio": 0.9445912725061377, "fcf_to_ebitda": 0.6968267932108898, "capex_to_revenue": 0.016355776546272245, "working_capital_to_revenue": 0.1271643337715132, "capital_efficiency": 0.13768305877148632, "financial_health": -1.2519479101466184, "margin_quality": 0.16726222115625622, "growth_momentum": -0.05146739441710336, "company_age_years": 34.74880219028063, "ebitda": 2433721000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 9.843338273857029, "revenue_cagr_3y": 0.013418937462727376, "revenue_cagr_5y": 0.0666215806135364, "earnings_cagr_3y": 0.03188031676593206, "quarterly_revenue_growth_yoy": -0.038247186099879794, "quarterly_earnings_growth_yoy": -0.08775313404050145, "revenue_growth_qoq": 0.0004547004660679777, "gross_margin": 0.22258834223383706, "operating_margin": 0.1083967730939666, "net_margin": 0.10748778547892285, "roa_ttm": 0.13537242925991316, "roe_ttm": 0.41564720533294264, "debt_to_ebitda": 1.4648272716907993, "net_debt_to_ebitda": 1.3315471439972637, "interest_coverage": 66.95419847328245, "debt_to_equity": 0.9411764705882353, "current_ratio": 1.2964572192513368, "quick_ratio": 1.195187165775401, "fcf_to_ebitda": 0.04936723292669023, "capex_to_revenue": 0.042537975226707096, "working_capital_to_revenue": 0.07612209285693852, "capital_efficiency": 0.2755098172964279, "financial_health": -0.9122604623613231, "margin_quality": 0.14615763360224218, "growth_momentum": -0.06300016007019062, "company_age_years": 40.49555099247091, "ebitda": 8771000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 9.7995458881005, "revenue_cagr_3y": 0.019139692935608243, "revenue_cagr_5y": 0.06567664686845776, "earnings_cagr_3y": -0.006472673274562246, "quarterly_revenue_growth_yoy": 0.028784403669724772, "quarterly_earnings_growth_yoy": -0.13922859830667922, "revenue_growth_qoq": 0.01931598681967958, "gross_margin": 0.20265299297737152, "operating_margin": 0.09408092743283915, "net_margin": 0.101995318247687, "roa_ttm": 0.12931458123698314, "roe_ttm": 0.39632790647636806, "debt_to_ebitda": 1.4972664883098756, "net_debt_to_ebitda": 1.3034779574270094, "interest_coverage": 70.4672131147541, "debt_to_equity": 0.9231872624255899, "current_ratio": 1.1374398816130227, "quick_ratio": 1.045967443581206, "fcf_to_ebitda": 0.06467372339188089, "capex_to_revenue": 0.043626448534423996, "working_capital_to_revenue": 0.042206316746194045, "capital_efficiency": 0.2628212438566756, "financial_health": -0.8075317024610492, "margin_quality": 0.1329097462192992, "growth_momentum": -0.05522209731847722, "company_age_years": 40.747433264887064, "ebitda": 8597000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 9.40916498440653, "revenue_cagr_3y": 0.05546143793815461, "revenue_cagr_5y": 0.02364912102450467, "earnings_cagr_3y": -0.02554889063640986, "quarterly_revenue_growth_yoy": -0.05528560630601447, "quarterly_earnings_growth_yoy": -0.052348993288590606, "revenue_growth_qoq": -0.1878771001578019, "gross_margin": 0.16676191564750256, "operating_margin": 0.10675505772088238, "net_margin": 0.08069493656417877, "roa_ttm": 0.06414075591137591, "roe_ttm": 0.2609848484848485, "debt_to_ebitda": 3.3492937075765914, "net_debt_to_ebitda": 2.3714914694551457, "interest_coverage": 50.94392523364486, "debt_to_equity": 1.3831060606060606, "current_ratio": 1.341702819956616, "quick_ratio": 0.9701193058568329, "fcf_to_ebitda": 0.38873601174096495, "capex_to_revenue": 0.025516246974612494, "working_capital_to_revenue": 0.1622380143158762, "capital_efficiency": 0.1625628021981122, "financial_health": -0.8818997224149896, "margin_quality": 0.11807063664418789, "growth_momentum": -0.05381729979730254, "company_age_years": 43.238877481177276, "ebitda": 5451000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 12.152090868217055, "revenue_cagr_3y": -0.05035493022547366, "revenue_cagr_5y": -0.024048121392505006, "earnings_cagr_3y": -0.06516630610389007, "quarterly_revenue_growth_yoy": 0.29085760517799353, "quarterly_earnings_growth_yoy": 2.989130434782609, "revenue_growth_qoq": 0.10837096213963182, "gross_margin": 0.16640551551237856, "operating_margin": 0.06800376057662175, "net_margin": 0.05734879348166719, "roa_ttm": 0.044398261855280556, "roe_ttm": 0.10366122629025143, "debt_to_ebitda": 2.764341085271318, "net_debt_to_ebitda": 1.3372093023255813, "interest_coverage": 35.833333333333336, "debt_to_equity": 0.5243346566681371, "current_ratio": 2.2996545768566494, "quick_ratio": 1.2233736327000575, "fcf_to_ebitda": 1.0410852713178294, "capex_to_revenue": 0.02798268120590122, "working_capital_to_revenue": 0.36201090442591405, "capital_efficiency": 0.074029744072766, "financial_health": -0.4073661053779196, "margin_quality": 0.09725268985688917, "growth_momentum": 1.6399940199803011, "company_age_years": 37.68104038329911, "ebitda": 1290000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 10.747331936416185, "revenue_cagr_3y": -0.022371763476487283, "revenue_cagr_5y": -0.030118649770665695, "earnings_cagr_3y": -0.30993853180667597, "quarterly_revenue_growth_yoy": 0.09323583180987204, "quarterly_earnings_growth_yoy": 0.6086956521739131, "revenue_growth_qoq": -0.06298965841429019, "gross_margin": 0.16856187290969898, "operating_margin": 0.07391304347826087, "net_margin": 0.061872909698996656, "roa_ttm": 0.04857107044372023, "roe_ttm": 0.11461106181603076, "debt_to_ebitda": 2.574421965317919, "net_debt_to_ebitda": 1.2131502890173411, "interest_coverage": 41.93939393939394, "debt_to_equity": 0.5269151138716356, "current_ratio": 2.2183622828784118, "quick_ratio": 1.1659773917838434, "fcf_to_ebitda": 0.9913294797687862, "capex_to_revenue": 0.029072051543961655, "working_capital_to_revenue": 0.3472145831696393, "capital_efficiency": 0.08159106612987549, "financial_health": -0.40780521174430506, "margin_quality": 0.10144927536231885, "growth_momentum": 0.35096574199189257, "company_age_years": 37.93292265571527, "ebitda": 1384000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 10.16999290150843, "revenue_cagr_3y": 0.06754677070863235, "revenue_cagr_5y": 0.07456444917037874, "earnings_cagr_3y": 0.11618627389613434, "quarterly_revenue_growth_yoy": 0.1931869116987898, "quarterly_earnings_growth_yoy": 0.3798449612403101, "revenue_growth_qoq": 0.033385093167701864, "gross_margin": 0.14650638617580766, "operating_margin": 0.06123215627347859, "net_margin": 0.06686701728024042, "roa_ttm": 0.05526166635178538, "roe_ttm": 0.19817073170731708, "debt_to_ebitda": 2.7524401064773736, "net_debt_to_ebitda": 2.419698314108252, "interest_coverage": 43.34615384615385, "debt_to_equity": 1.0508130081300813, "current_ratio": 1.1524315488353085, "quick_ratio": 1.0723334695545566, "fcf_to_ebitda": 0.4489795918367347, "capex_to_revenue": 0.029162196430313078, "working_capital_to_revenue": 0.03637959621574174, "capital_efficiency": 0.12671619902955122, "financial_health": -1.015388863032783, "margin_quality": 0.09153518657650889, "growth_momentum": 0.2865159364695499, "company_age_years": 11.274469541409994, "ebitda": 1127000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 10.093610634648371, "revenue_cagr_3y": 0.057740515577661355, "revenue_cagr_5y": 0.07106634556394842, "earnings_cagr_3y": -0.03590583321188423, "quarterly_revenue_growth_yoy": 0.12318220701454234, "quarterly_earnings_growth_yoy": -0.061224489795918366, "revenue_growth_qoq": -0.013523666416228399, "gross_margin": 0.13785224676313784, "operating_margin": 0.04493526275704494, "net_margin": 0.05255140898705255, "roa_ttm": 0.05426283560998587, "roe_ttm": 0.1889763779527559, "debt_to_ebitda": 2.576329331046312, "net_debt_to_ebitda": 2.47598627787307, "interest_coverage": 43.18518518518518, "debt_to_equity": 0.9855643044619422, "current_ratio": 0.9740663900414938, "quick_ratio": 0.9139004149377593, "fcf_to_ebitda": 0.12178387650085763, "capex_to_revenue": 0.027891091926762167, "working_capital_to_revenue": -0.007115074471112798, "capital_efficiency": 0.12161960678137089, "financial_health": -0.8436366541676402, "margin_quality": 0.07844630616907844, "growth_momentum": 0.030978858609311988, "company_age_years": 11.526351813826146, "ebitda": 1166000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 9.06274013971027, "revenue_cagr_3y": 0.11868972684306578, "revenue_cagr_5y": 0.0963142922914948, "earnings_cagr_3y": 0.006872358958173841, "quarterly_revenue_growth_yoy": 0.09149910486416954, "quarterly_earnings_growth_yoy": -0.1234688673171629, "revenue_growth_qoq": -0.06917332939371666, "gross_margin": 0.14872155964549685, "operating_margin": 0.06784428097540102, "net_margin": 0.04596317299083753, "roa_ttm": 0.09322473690725834, "roe_ttm": 0.2197463391894035, "debt_to_ebitda": 1.094510222554157, "net_debt_to_ebitda": 1.0551754090442307, "interest_coverage": 102.34587902957793, "debt_to_equity": 0.5907138832588947, "current_ratio": 1.5372838077978745, "quick_ratio": 1.5140744862411148, "fcf_to_ebitda": 0.2707326874134929, "capex_to_revenue": 0.08157693468552622, "working_capital_to_revenue": 0.052219878979818855, "capital_efficiency": 0.15648553804833093, "financial_health": -0.5617726351052158, "margin_quality": 0.0875096712039118, "growth_momentum": -0.015984881226496682, "company_age_years": 30.015058179329227, "ebitda": 1231835000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 12.895704622005129, "revenue_cagr_3y": 0.1862975600270842, "revenue_cagr_5y": 0.16449410791816543, "earnings_cagr_3y": 0.2671187199183822, "quarterly_revenue_growth_yoy": 0.33246350761549476, "quarterly_earnings_growth_yoy": 0.6597206117075699, "revenue_growth_qoq": -0.0023972174776399346, "gross_margin": 0.15749294556995552, "operating_margin": 0.09582501573702598, "net_margin": 0.06974884967786393, "roa_ttm": 0.1219471266894873, "roe_ttm": 0.26356659910952435, "debt_to_ebitda": 0.7448936688386284, "net_debt_to_ebitda": 0.6618775905009604, "interest_coverage": 138.3263944064834, "debt_to_equity": 0.3985939016616352, "current_ratio": 1.2717873291758417, "quick_ratio": 1.2725717615549692, "fcf_to_ebitda": 0.0016651579344000146, "capex_to_revenue": 0.08805497401934742, "working_capital_to_revenue": 0.03720198138762017, "capital_efficiency": 0.19275686289950583, "financial_health": -0.2700924867606616, "margin_quality": 0.10768893699494847, "growth_momentum": 0.49609205966153236, "company_age_years": 32.01368925393566, "ebitda": 1740976000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 8.84435587629966, "revenue_cagr_3y": 0.17539276995686692, "revenue_cagr_5y": 0.15799318473131851, "earnings_cagr_3y": 0.3152048365679265, "quarterly_revenue_growth_yoy": 0.2205044371491841, "quarterly_earnings_growth_yoy": 0.34806259351745744, "revenue_growth_qoq": 0.00018892350604503101, "gross_margin": 0.169276575278831, "operating_margin": 0.09437304484822147, "net_margin": 0.0701834191926179, "roa_ttm": 0.13594159718034937, "roe_ttm": 0.28822441755734274, "debt_to_ebitda": 0.6260486246765476, "net_debt_to_ebitda": 0.5836008111662705, "interest_coverage": 146.49528093201593, "debt_to_equity": 0.35485743809964254, "current_ratio": 1.4342517344961498, "quick_ratio": 1.4342517344961498, "fcf_to_ebitda": 0.07385257168800198, "capex_to_revenue": 0.09976756571087461, "working_capital_to_revenue": 0.04444966451925157, "capital_efficiency": 0.21208300736884605, "financial_health": -0.34350934814974105, "margin_quality": 0.11127767977322345, "growth_momentum": 0.28428351533332075, "company_age_years": 32.51471594798083, "ebitda": 1986769000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 12.532338304807217, "revenue_cagr_3y": 0.22025820499048954, "revenue_cagr_5y": 0.14821706344256924, "earnings_cagr_3y": 0.18665812790215575, "quarterly_revenue_growth_yoy": 0.4188465588882628, "quarterly_earnings_growth_yoy": 0.5599549926430282, "revenue_growth_qoq": 0.048310111217610745, "gross_margin": 0.07230610304971292, "operating_margin": 0.05068608894456872, "net_margin": 0.03966400589910171, "roa_ttm": 0.12514900939168006, "roe_ttm": 0.44919451281840816, "debt_to_ebitda": 1.7256727323282255, "net_debt_to_ebitda": 1.5381348863074642, "interest_coverage": 91.34471567659094, "debt_to_equity": 1.0662185003879738, "current_ratio": 1.4908015722340684, "quick_ratio": 1.4908015719516785, "fcf_to_ebitda": 0.0417650148294612, "capex_to_revenue": 0.003330582966097855, "working_capital_to_revenue": 0.06920493097496709, "capital_efficiency": 0.2871717611050441, "financial_health": -0.7282777897413232, "margin_quality": 0.05421873263112779, "growth_momentum": 0.48940077576564545, "company_age_years": 24.45722108145106, "ebitda": 1294720000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 10.181582321990604, "revenue_cagr_3y": 0.20260001149141527, "revenue_cagr_5y": 0.12877426053417618, "earnings_cagr_3y": 0.2719997100205427, "quarterly_revenue_growth_yoy": 0.22877492939285263, "quarterly_earnings_growth_yoy": 0.7967222081748706, "revenue_growth_qoq": -0.0025642782454632536, "gross_margin": 0.08632068221181956, "operating_margin": 0.06908387542794524, "net_margin": 0.05121516222388109, "roa_ttm": 0.14692496981872732, "roe_ttm": 0.5338510973657862, "debt_to_ebitda": 1.5562340686095262, "net_debt_to_ebitda": 1.3973855566030586, "interest_coverage": 88.47682352941176, "debt_to_equity": 1.1404813354024406, "current_ratio": 1.4826812020368645, "quick_ratio": 1.482681201749982, "fcf_to_ebitda": 0.09520472626264373, "capex_to_revenue": 0.004188329092552831, "working_capital_to_revenue": 0.06377967587606521, "capital_efficiency": 0.3403880335922568, "financial_health": -0.7446343677533658, "margin_quality": 0.06887323995454862, "growth_momentum": 0.5127485687838617, "company_age_years": 24.706365503080082, "ebitda": 1504106000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 9.673556393286601, "revenue_cagr_3y": 0.15976579411922143, "revenue_cagr_5y": 0.09711455938663338, "earnings_cagr_3y": 0.15408734255986856, "quarterly_revenue_growth_yoy": -0.0396441716909907, "quarterly_earnings_growth_yoy": -0.0860341708054547, "revenue_growth_qoq": -0.11518745012668283, "gross_margin": 0.07474994081832956, "operating_margin": 0.04781230632964589, "net_margin": 0.03753680567931248, "roa_ttm": 0.15810819759459527, "roe_ttm": 0.6404708979285999, "debt_to_ebitda": 1.531798193065882, "net_debt_to_ebitda": 1.4052169569663486, "interest_coverage": 92.75701227147508, "debt_to_equity": 1.3527865752720765, "current_ratio": 1.3198949172908334, "quick_ratio": 1.319894916993115, "fcf_to_ebitda": 0.5626895441490636, "capex_to_revenue": 0.004554285354787367, "working_capital_to_revenue": 0.04111825765933206, "capital_efficiency": 0.3992895477615976, "financial_health": -0.8185010238839295, "margin_quality": 0.05336635094242931, "growth_momentum": -0.06283917124822269, "company_age_years": 24.958247775496236, "ebitda": 1481515000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 13.232056202878685, "revenue_cagr_3y": 0.04242716157681392, "revenue_cagr_5y": 0.035335601261109684, "earnings_cagr_3y": 0.009893796363048102, "quarterly_revenue_growth_yoy": 0.21329541414859582, "quarterly_earnings_growth_yoy": 0.21671388101983002, "revenue_growth_qoq": -0.004085205719288007, "gross_margin": 0.36771169059478465, "operating_margin": 0.36771169059478465, "net_margin": 0.25168473483738646, "roa_ttm": 0.09725106298823297, "roe_ttm": 0.29814323607427057, "debt_to_ebitda": 2.239342015078821, "net_debt_to_ebitda": 1.973954763536669, "interest_coverage": 40.754189944134076, "debt_to_equity": 1.238044713906783, "current_ratio": 1.4590291262135922, "quick_ratio": 1.3227184466019417, "fcf_to_ebitda": 0.4592186429061001, "capex_to_revenue": 0.1383935375704923, "working_capital_to_revenue": 0.09007773205304069, "capital_efficiency": 0.19769714953125178, "financial_health": -1.1661612711562077, "margin_quality": 0.3290360386756519, "growth_momentum": 0.21500464758421292, "company_age_years": 41.40451745379877, "ebitda": 7295000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 10.68213526043087, "revenue_cagr_3y": 0.07616055819136602, "revenue_cagr_5y": 0.053990013217132704, "earnings_cagr_3y": 0.10630619912764372, "quarterly_revenue_growth_yoy": 0.27591973244147155, "quarterly_earnings_growth_yoy": 0.004262574595055414, "revenue_growth_qoq": 0.11778493993554058, "gross_margin": 0.4125819134993447, "operating_margin": 0.4125819134993447, "net_margin": 0.308781127129751, "roa_ttm": 0.09758212356934054, "roe_ttm": 0.2997488775587855, "debt_to_ebitda": 2.210253613307881, "net_debt_to_ebitda": 2.1115353149713663, "interest_coverage": 42.888888888888886, "debt_to_equity": 1.2335438703295032, "current_ratio": 1.1633932302549101, "quick_ratio": 1.0050146259924781, "fcf_to_ebitda": 0.46113989637305697, "capex_to_revenue": 0.13250161325016133, "working_capital_to_revenue": 0.02803470280347028, "capital_efficiency": 0.198665500564063, "financial_health": -1.197648924259923, "margin_quality": 0.37798165137614675, "growth_momentum": 0.14009115351826348, "company_age_years": 41.65366187542779, "ebitda": 7334000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "CSX", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 9.643656229180547, "revenue_cagr_3y": 0.09360609712063472, "revenue_cagr_5y": 0.07264578588079118, "earnings_cagr_3y": 0.09080410778964221, "quarterly_revenue_growth_yoy": 0.18317132442284326, "quarterly_earnings_growth_yoy": 0.14772727272727273, "revenue_growth_qoq": 0.020969855832241154, "gross_margin": 0.39152759948652116, "operating_margin": 0.39152759948652116, "net_margin": 0.2852374839537869, "roa_ttm": 0.096633682117324, "roe_ttm": 0.3168516649848638, "debt_to_ebitda": 2.4050632911392404, "net_debt_to_ebitda": 2.0971352431712194, "interest_coverage": 38.8860103626943, "debt_to_equity": 1.4010711790731973, "current_ratio": 1.7185007974481659, "quick_ratio": 1.5729665071770336, "fcf_to_ebitda": 0.46995336442371755, "capex_to_revenue": 0.13800687285223368, "working_capital_to_revenue": 0.12384879725085911, "capital_efficiency": 0.20674267355109388, "financial_health": -1.3343312360438513, "margin_quality": 0.3560975609756098, "growth_momentum": 0.165449298575058, "company_age_years": 41.90554414784394, "ebitda": 7505000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 10.23832434674409, "revenue_cagr_3y": 0.006431044911618722, "revenue_cagr_5y": 0.004478597907078052, "earnings_cagr_3y": -0.04174956198745705, "quarterly_revenue_growth_yoy": -0.07570422535211267, "quarterly_earnings_growth_yoy": -0.43722304283604135, "revenue_growth_qoq": -0.024163568773234202, "gross_margin": 0.36304761904761906, "operating_margin": 0.36304761904761906, "net_margin": 0.14514285714285713, "roa_ttm": 0.06480047011058283, "roe_ttm": 0.16299381886589626, "debt_to_ebitda": 2.531522189962671, "net_debt_to_ebitda": 2.405433430111987, "interest_coverage": 31.31168831168831, "debt_to_equity": 0.8201424348293469, "current_ratio": 0.8953488372093024, "quick_ratio": 0.7768336314847942, "fcf_to_ebitda": 0.42472003318125257, "capex_to_revenue": 0.17308907138344914, "working_capital_to_revenue": -0.021117227687031857, "capital_efficiency": 0.11389714448823954, "financial_health": -0.7770277549556484, "margin_quality": 0.2904126984126984, "growth_momentum": -0.256463634094077, "company_age_years": 37.828884325804246, "ebitda": 4822000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 14.166437554131301, "revenue_cagr_3y": 0.008726444558103896, "revenue_cagr_5y": 0.025114237026082842, "earnings_cagr_3y": 0.012641104711119233, "quarterly_revenue_growth_yoy": 0.10458507010231148, "quarterly_earnings_growth_yoy": 0.04457652303120357, "revenue_growth_qoq": 0.02208976157082749, "gross_margin": 0.37015437392795886, "operating_margin": 0.37015437392795886, "net_margin": 0.2411663807890223, "roa_ttm": 0.07710678082365793, "roe_ttm": 0.225466161503603, "debt_to_ebitda": 2.571280097003291, "net_debt_to_ebitda": 2.299151221202148, "interest_coverage": 34.36309523809524, "debt_to_equity": 1.102741252507243, "current_ratio": 0.9580552907530981, "quick_ratio": 0.8741658722592945, "fcf_to_ebitda": 0.4573012298631561, "capex_to_revenue": 0.139604133823787, "working_capital_to_revenue": -0.011560693641618497, "capital_efficiency": 0.15128647116363048, "financial_health": -0.977173793895177, "margin_quality": 0.32715837621498, "growth_momentum": 0.07458079656675752, "company_age_years": 39.827515400410675, "ebitda": 5773000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 11.609519527235355, "revenue_cagr_3y": 0.03574416865128627, "revenue_cagr_5y": 0.04268865025213553, "earnings_cagr_3y": 0.04291497007660183, "quarterly_revenue_growth_yoy": 0.16112897463379777, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": 0.11492281303602059, "gross_margin": 0.38246153846153846, "operating_margin": 0.38246153846153846, "net_margin": 0.252, "roa_ttm": 0.0771557860484035, "roe_ttm": 0.23072829557549035, "debt_to_ebitda": 2.578622816032888, "net_debt_to_ebitda": 2.3629667694415897, "interest_coverage": 34.34117647058824, "debt_to_equity": 1.1444427550554965, "current_ratio": 1.0950555768493675, "quick_ratio": 0.9842851667305481, "fcf_to_ebitda": 0.4263446385748544, "capex_to_revenue": 0.14154520178616564, "working_capital_to_revenue": 0.02089476788271969, "capital_efficiency": 0.15394204081194693, "financial_health": -1.0664428362884086, "margin_quality": 0.338974358974359, "growth_momentum": 0.08056448731689889, "company_age_years": 40.0766598220397, "ebitda": 5838000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "NSC", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 10.54333836098542, "revenue_cagr_3y": 0.055735311125210574, "revenue_cagr_5y": 0.045983955908148966, "earnings_cagr_3y": 0.1339660347779652, "quarterly_revenue_growth_yoy": 0.17215988779803645, "quarterly_earnings_growth_yoy": 0.27224435590969454, "revenue_growth_qoq": 0.028615384615384615, "gross_margin": 0.3754113072090936, "operating_margin": 0.3754113072090936, "net_margin": 0.2865689500448699, "roa_ttm": 0.08243016333384216, "roe_ttm": 0.24877149877149876, "debt_to_ebitda": 2.5252220546338195, "net_debt_to_ebitda": 2.3217697335344396, "interest_coverage": 33.71186440677966, "debt_to_equity": 1.156941031941032, "current_ratio": 0.9703359542530379, "quick_ratio": 0.8716940671908506, "fcf_to_ebitda": 0.4422657952069717, "capex_to_revenue": 0.13972491909385112, "working_capital_to_revenue": -0.006715210355987055, "capital_efficiency": 0.16560083105267046, "financial_health": -1.0796024593965747, "margin_quality": 0.3457971881543524, "growth_momentum": 0.2222021218538655, "company_age_years": 40.328542094455855, "ebitda": 5967000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 6.434900496060695, "revenue_cagr_3y": 0.02975864909973036, "revenue_cagr_5y": 0.012509583301838045, "earnings_cagr_3y": 0.08870087358565337, "quarterly_revenue_growth_yoy": -0.16538974017321786, "quarterly_earnings_growth_yoy": -0.22926093514328807, "revenue_growth_qoq": -0.10164933667981356, "gross_margin": 0.25823188984234685, "operating_margin": 0.12652165236479745, "net_margin": 0.10197565356216325, "roa_ttm": 0.10500099621438534, "roe_ttm": 0.2982456140350877, "debt_to_ebitda": 1.0172162241027138, "net_debt_to_ebitda": 0.5237817332944266, "interest_coverage": 149.0, "debt_to_equity": 0.4932088285229202, "current_ratio": 1.4021770266399312, "quick_ratio": 0.889573188198224, "fcf_to_ebitda": 0.7058651882112635, "capex_to_revenue": 0.03228806803082647, "working_capital_to_revenue": 0.12436885463725751, "capital_efficiency": 0.20162330512473653, "financial_health": -0.13931280150707448, "margin_quality": 0.16224306525643586, "growth_momentum": -0.19732533765825297, "company_age_years": 35.28268309377139, "ebitda": 3427000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 9.495980903304032, "revenue_cagr_3y": 0.020720270089092274, "revenue_cagr_5y": 0.06828853810483504, "earnings_cagr_3y": -0.1425260841344328, "quarterly_revenue_growth_yoy": 0.04809586342744583, "quarterly_earnings_growth_yoy": -0.3067993366500829, "revenue_growth_qoq": 0.09145299145299145, "gross_margin": 0.2399373531714957, "operating_margin": 0.09459671104150352, "net_margin": 0.06546593578700079, "roa_ttm": 0.08067324434126523, "roe_ttm": 0.23067804646752016, "debt_to_ebitda": 1.2888754167929675, "net_debt_to_ebitda": 0.5989693846620188, "interest_coverage": 194.05882352941177, "debt_to_equity": 0.5040303461356093, "current_ratio": 1.6767838125665602, "quick_ratio": 1.06629392971246, "fcf_to_ebitda": 0.3873901182176417, "capex_to_revenue": 0.03302624002632228, "working_capital_to_revenue": 0.20909763922020236, "capital_efficiency": 0.1556756454043927, "financial_health": -0.32077194995299896, "margin_quality": 0.13333333333333333, "growth_momentum": -0.12935173661131855, "company_age_years": 37.281314168377826, "ebitda": 3299000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "CMI", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 8.746822485207101, "revenue_cagr_3y": 0.019186920661108386, "revenue_cagr_5y": 0.05338178904898827, "earnings_cagr_3y": 0.013159403820177218, "quarterly_revenue_growth_yoy": 0.07772868597610866, "quarterly_earnings_growth_yoy": 0.17, "revenue_growth_qoq": 0.03148003132341425, "gross_margin": 0.2620710598238688, "operating_margin": 0.13619799574855754, "net_margin": 0.10658973580321895, "roa_ttm": 0.0836703844425379, "roe_ttm": 0.23437857633325704, "debt_to_ebitda": 1.3446745562130178, "net_debt_to_ebitda": 0.6162721893491124, "interest_coverage": 99.41176470588235, "debt_to_equity": 0.5201419089036393, "current_ratio": 1.66366836136097, "quick_ratio": 1.0424977186807456, "fcf_to_ebitda": 0.36597633136094676, "capex_to_revenue": 0.03336157166485135, "working_capital_to_revenue": 0.20537335108314173, "capital_efficiency": 0.15902448038789746, "financial_health": -0.29882067622340763, "margin_quality": 0.16828626379188175, "growth_momentum": 0.12386434298805434, "company_age_years": 37.530458590006845, "ebitda": 3380000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 11.11959686450168, "revenue_cagr_3y": 0.039380138687865385, "revenue_cagr_5y": 0.028143014156140733, "earnings_cagr_3y": 0.13390624977649535, "quarterly_revenue_growth_yoy": -0.0024855948480397693, "quarterly_earnings_growth_yoy": -0.2001231527093596, "revenue_growth_qoq": 0.025197398978169996, "gross_margin": 0.45339223015063995, "operating_margin": 0.18586476384641523, "net_margin": 0.1471287801563031, "roa_ttm": 0.12203685530476502, "roe_ttm": 0.37481580709979906, "debt_to_ebitda": 1.8968645016797312, "net_debt_to_ebitda": 1.5332586786114222, "interest_coverage": 79.02654867256638, "debt_to_equity": 1.1345612860013397, "current_ratio": 1.5791083916083917, "quick_ratio": 1.0010926573426573, "fcf_to_ebitda": 0.5666293393057111, "capex_to_revenue": 0.04859479806413268, "working_capital_to_revenue": 0.1500014151076897, "capital_efficiency": 0.24842633120228202, "financial_health": -0.920549516031014, "margin_quality": 0.2621285913844527, "growth_momentum": -0.10130437377869968, "company_age_years": 52.24093086926762, "ebitda": 8930000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 8.033932560365919, "revenue_cagr_3y": 0.025538376528528195, "revenue_cagr_5y": 0.010708003000387656, "earnings_cagr_3y": 0.3458540153682459, "quarterly_revenue_growth_yoy": -0.03612167300380228, "quarterly_earnings_growth_yoy": 1.691073919107392, "revenue_growth_qoq": -0.009538037232820042, "gross_margin": 0.4514444831186913, "operating_margin": 0.4821905093398306, "net_margin": 0.4477317554240631, "roa_ttm": 0.14238998613998613, "roe_ttm": 0.4669744318181818, "debt_to_ebitda": 1.6962025316455696, "net_debt_to_ebitda": 1.33411339219232, "interest_coverage": 88.68867924528301, "debt_to_equity": 1.1325284090909091, "current_ratio": 1.5608299276956932, "quick_ratio": 0.9724405323273604, "fcf_to_ebitda": 0.4121901925327093, "capex_to_revenue": 0.05175191300845751, "working_capital_to_revenue": 0.15396122202404924, "capital_efficiency": 0.304682208979084, "financial_health": -0.9098758012820514, "margin_quality": 0.46045558262752834, "growth_momentum": 0.8274761230517949, "company_age_years": 52.7419575633128, "ebitda": 9401000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 6.8324431256182, "revenue_cagr_3y": -0.013289726131313628, "revenue_cagr_5y": 0.005826842740739302, "earnings_cagr_3y": -0.010466991098009748, "quarterly_revenue_growth_yoy": -0.07540414451556905, "quarterly_earnings_growth_yoy": -0.22878021360314785, "revenue_growth_qoq": -0.10783082077051927, "gross_margin": 0.49471954940154894, "operating_margin": 0.22975827270593757, "net_margin": 0.16099507157944146, "roa_ttm": 0.1173193393598476, "roe_ttm": 0.1959595353165431, "debt_to_ebitda": 1.0962413452027695, "net_debt_to_ebitda": 0.9124629080118695, "interest_coverage": 88.6842105263158, "debt_to_equity": 0.33269294269504396, "current_ratio": 2.4982102180279857, "quick_ratio": 1.67664605705608, "fcf_to_ebitda": 0.5838773491592483, "capex_to_revenue": 0.02633520010927469, "working_capital_to_revenue": 0.3773255019806037, "capital_efficiency": 0.15663943733819535, "financial_health": -0.2512421846416766, "margin_quality": 0.29515763122897604, "growth_momentum": -0.15209217905935846, "company_age_years": 34.74880219028063, "ebitda": 1011000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 9.230234622754677, "revenue_cagr_3y": 0.060013052476660445, "revenue_cagr_5y": 0.043542471922390025, "earnings_cagr_3y": 0.06912347088823179, "quarterly_revenue_growth_yoy": 0.07144251415186414, "quarterly_earnings_growth_yoy": 0.12876427829698858, "revenue_growth_qoq": -0.00947396914192908, "gross_margin": 0.48670067407542356, "operating_margin": 0.26735288759336856, "net_margin": 0.19803242849335034, "roa_ttm": 0.12259252813551456, "roe_ttm": 0.19665914431286788, "debt_to_ebitda": 0.9418213139143372, "net_debt_to_ebitda": 0.49166079398637536, "interest_coverage": 106.425, "debt_to_equity": 0.27983156131493847, "current_ratio": 3.1598476711258665, "quick_ratio": 2.316082413826775, "fcf_to_ebitda": 0.6030851147130217, "capex_to_revenue": 0.01641542587626006, "working_capital_to_revenue": 0.5113983168408397, "capital_efficiency": 0.15962583622419121, "financial_health": -0.19189477715116288, "margin_quality": 0.31736199672071413, "growth_momentum": 0.10010339622442636, "company_age_years": 36.747433264887064, "ebitda": 1277100000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 8.46269265220813, "revenue_cagr_3y": 0.0611172751876039, "revenue_cagr_5y": 0.042874116718766286, "earnings_cagr_3y": 0.08668787345114515, "quarterly_revenue_growth_yoy": 0.05104494174218605, "quarterly_earnings_growth_yoy": 0.11298076923076923, "revenue_growth_qoq": 0.03534341410092913, "gross_margin": 0.4869787084286468, "operating_margin": 0.2744149216962872, "net_margin": 0.2036776350519092, "roa_ttm": 0.12656789475984442, "roe_ttm": 0.20090648413652762, "debt_to_ebitda": 0.9185513447432763, "net_debt_to_ebitda": 0.29744804400978, "interest_coverage": 108.16528925619835, "debt_to_equity": 0.27800388493201367, "current_ratio": 3.2762397322786736, "quick_ratio": 2.370347834905182, "fcf_to_ebitda": 0.5117665036674817, "capex_to_revenue": 0.016893434389553465, "working_capital_to_revenue": 0.5124189571728609, "capital_efficiency": 0.16373718944818602, "financial_health": -0.1552321497201764, "margin_quality": 0.3216904217256144, "growth_momentum": 0.08201285548647765, "company_age_years": 36.99657768651608, "ebitda": 1308800000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "SNA", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 8.48621322153178, "revenue_cagr_3y": 0.06927510520099145, "revenue_cagr_5y": 0.04054592370692833, "earnings_cagr_3y": 0.10800423640416601, "quarterly_revenue_growth_yoy": 0.062445793581960105, "quarterly_earnings_growth_yoy": 0.14118246687054026, "revenue_growth_qoq": -0.03000175963399613, "gross_margin": 0.48308390022675735, "operating_margin": 0.26294784580498864, "net_margin": 0.20308390022675737, "roa_ttm": 0.1311535366834906, "roe_ttm": 0.2076577411285092, "debt_to_ebitda": 0.8993786029797111, "net_debt_to_ebitda": 0.33091263008160515, "interest_coverage": 109.48360655737704, "debt_to_equity": 0.27825905679607155, "current_ratio": 3.2909914443885255, "quick_ratio": 2.3296426774031205, "fcf_to_ebitda": 0.45631504080257546, "capex_to_revenue": 0.017502024655808513, "working_capital_to_revenue": 0.5120354539728246, "capital_efficiency": 0.1694056389059999, "financial_health": -0.16307732514883336, "margin_quality": 0.3163718820861678, "growth_momentum": 0.10181413022625019, "company_age_years": 37.24845995893224, "ebitda": 1335700000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 9.119874773960216, "revenue_cagr_3y": 0.02416022898438719, "revenue_cagr_5y": 0.07017543888205546, "earnings_cagr_3y": 0.034342076590953896, "quarterly_revenue_growth_yoy": -0.0393141858687343, "quarterly_earnings_growth_yoy": -0.5649202733485194, "revenue_growth_qoq": 0.018289153837249682, "gross_margin": 0.21291349323633058, "operating_margin": 0.101966579515744, "net_margin": 0.10855973627372968, "roa_ttm": 0.13757964823520988, "roe_ttm": 0.43388274253029274, "debt_to_ebitda": 1.4502712477396023, "net_debt_to_ebitda": 1.2045660036166366, "interest_coverage": 66.52631578947368, "debt_to_equity": 0.9657560021073229, "current_ratio": 1.3057627118644068, "quick_ratio": 1.2110734463276835, "fcf_to_ebitda": 0.19111663652802893, "capex_to_revenue": 0.041181635369756706, "working_capital_to_revenue": 0.07664202566063387, "capital_efficiency": 0.2857311953827513, "financial_health": -0.9133474445251792, "margin_quality": 0.1411466030086014, "growth_momentum": -0.3021172296086268, "company_age_years": 40.24640657084189, "ebitda": 8848000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 4.487506210207175, "revenue_cagr_3y": 0.0017213589649236472, "revenue_cagr_5y": 0.0023320846747263424, "earnings_cagr_3y": 0.2101630424203178, "quarterly_revenue_growth_yoy": -0.056735436893203886, "quarterly_earnings_growth_yoy": -0.05291005291005291, "revenue_growth_qoq": -0.17093333333333333, "gross_margin": 0.17111611450627212, "operating_margin": 0.07237053715020907, "net_margin": 0.05757478288838855, "roa_ttm": 0.07600652201178978, "roe_ttm": 0.21900975786049873, "debt_to_ebitda": 2.5371399696816574, "net_debt_to_ebitda": 1.3011622031328953, "interest_coverage": 49.475, "debt_to_equity": 0.9073003252620166, "current_ratio": 2.074418604651163, "quick_ratio": 1.1032115171650054, "fcf_to_ebitda": 0.3158160687215765, "capex_to_revenue": 0.02546245919477693, "working_capital_to_revenue": 0.3519042437431991, "capital_efficiency": 0.14750813993614426, "financial_health": -0.5016488608939522, "margin_quality": 0.10035381151495659, "growth_momentum": -0.0548227449016284, "company_age_years": 35.43326488706366, "ebitda": 1979000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 8.682760683760684, "revenue_cagr_3y": 0.09492010609541501, "revenue_cagr_5y": 0.07586302070501927, "earnings_cagr_3y": 0.1306473308932703, "quarterly_revenue_growth_yoy": 0.08798076923076924, "quarterly_earnings_growth_yoy": 0.4576271186440678, "revenue_growth_qoq": -0.061774461028192375, "gross_margin": 0.18692001767565178, "operating_margin": 0.09235528060097216, "net_margin": 0.0760053026955369, "roa_ttm": 0.07918581746552857, "roe_ttm": 0.3670115642118077, "debt_to_ebitda": 1.6666666666666667, "net_debt_to_ebitda": 1.6400759734093067, "interest_coverage": 65.8125, "debt_to_equity": 1.0681679853925745, "current_ratio": 1.0274038461538462, "quick_ratio": 0.9533653846153847, "fcf_to_ebitda": 0.43874643874643876, "capex_to_revenue": 0.05406298172208764, "working_capital_to_revenue": 0.006276150627615063, "capital_efficiency": 0.22309869083866812, "financial_health": -1.010930472059782, "margin_quality": 0.11842686699072029, "growth_momentum": 0.2728039439374185, "company_age_years": 9.026694045174539, "ebitda": 1053000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "HII", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 10.49090909090909, "revenue_cagr_3y": 0.07389257897671331, "revenue_cagr_5y": 0.0836317455795268, "earnings_cagr_3y": 0.05864091808676575, "quarterly_revenue_growth_yoy": 0.13081650570676032, "quarterly_earnings_growth_yoy": -0.05405405405405406, "revenue_growth_qoq": -0.037728800896525964, "gross_margin": 0.13548136645962733, "operating_margin": 0.05124223602484472, "net_margin": 0.05434782608695652, "roa_ttm": 0.05077199962110448, "roe_ttm": 0.18993621545003544, "debt_to_ebitda": 3.094777562862669, "net_debt_to_ebitda": 2.7756286266924564, "interest_coverage": 39.76923076923077, "debt_to_equity": 1.1339475549255846, "current_ratio": 1.150764147046675, "quick_ratio": 1.0731102850061958, "fcf_to_ebitda": 0.30947775628626695, "capex_to_revenue": 0.03196904907350845, "working_capital_to_revenue": 0.037161474241498675, "capital_efficiency": 0.12035410753556997, "financial_health": -1.102688674561845, "margin_quality": 0.08035714285714286, "growth_momentum": 0.03838122582635313, "company_age_years": 11.025325119780971, "ebitda": 1034000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "JBHT", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 9.497664200761955, "revenue_cagr_3y": 0.19273069608182425, "revenue_cagr_5y": 0.17315719807563368, "earnings_cagr_3y": 0.24089827021567145, "quarterly_revenue_growth_yoy": 0.31947860829261754, "quarterly_earnings_growth_yoy": 0.4831495916636656, "revenue_growth_qoq": 0.10002442248841079, "gross_margin": 0.16981669468814853, "operating_margin": 0.09200783211710026, "net_margin": 0.06653807707662111, "roa_ttm": 0.12970657817196185, "roe_ttm": 0.28293036948278183, "debt_to_ebitda": 0.6927593917399408, "net_debt_to_ebitda": 0.6265594989717824, "interest_coverage": 145.67146861859524, "debt_to_equity": 0.3897765442436142, "current_ratio": 1.2202345907762564, "quick_ratio": 1.2202345907762564, "fcf_to_ebitda": 0.016624142773370366, "capex_to_revenue": 0.09368464256946801, "working_capital_to_revenue": 0.02948567154282214, "capital_efficiency": 0.20631847382737184, "financial_health": -0.2674471319414144, "margin_quality": 0.10945420129395665, "growth_momentum": 0.4013140999781416, "company_age_years": 32.26283367556468, "ebitda": 1870713000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 7.524831558442891, "revenue_cagr_3y": 0.32172565078769044, "revenue_cagr_5y": 0.24728052264445788, "earnings_cagr_3y": 0.35313106638011416, "quarterly_revenue_growth_yoy": 0.45813081073645906, "quarterly_earnings_growth_yoy": 0.2050309867000905, "revenue_growth_qoq": -0.13565575798276722, "gross_margin": 0.1169187732001686, "operating_margin": 0.0989988204012694, "net_margin": 0.07420387805410375, "roa_ttm": 0.18531703082192255, "roe_ttm": 0.38361452591877176, "debt_to_ebitda": 0.04156551248709567, "net_debt_to_ebitda": 0.0, "interest_coverage": 4069.1709741550694, "debt_to_equity": 0.02213565517126538, "current_ratio": 1.8707096668110346, "quick_ratio": 1.6510854998371831, "fcf_to_ebitda": 0.43214775504899616, "capex_to_revenue": 0.0023496587774914607, "working_capital_to_revenue": 0.18015219860809345, "capital_efficiency": 0.28446577837034714, "financial_health": 0.26893261469687063, "margin_quality": 0.0967071572185139, "growth_momentum": 0.3315808987182748, "company_age_years": 32.01368925393566, "ebitda": 2046793000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 6.6783489184954945, "revenue_cagr_3y": 0.3125851396740953, "revenue_cagr_5y": 0.2244818017627639, "earnings_cagr_3y": 0.3511944268744125, "quarterly_revenue_growth_yoy": 0.2754761376334719, "quarterly_earnings_growth_yoy": 0.19417963663029597, "revenue_growth_qoq": -0.0130750651009005, "gross_margin": 0.12779711651089476, "operating_margin": 0.10991694675485825, "net_margin": 0.08207242958982576, "roa_ttm": 0.20863800752654954, "roe_ttm": 0.43566126411531897, "debt_to_ebitda": 0.04104737134612849, "net_debt_to_ebitda": 0.0, "interest_coverage": 37010.224137931036, "debt_to_equity": 0.02499455357467049, "current_ratio": 1.8557685486003497, "quick_ratio": 1.6371925960975249, "fcf_to_ebitda": 0.6433790662691996, "capex_to_revenue": 0.003892228154831948, "working_capital_to_revenue": 0.15377180070771998, "capital_efficiency": 0.32214963582093425, "financial_health": 0.2685685183087081, "margin_quality": 0.10659549761852626, "growth_momentum": 0.23482788713188393, "company_age_years": 32.26283367556468, "ebitda": 2146593000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 5.627429015872669, "revenue_cagr_3y": 0.28106396518818055, "revenue_cagr_5y": 0.19338639120389778, "earnings_cagr_3y": 0.3724610590531312, "quarterly_revenue_growth_yoy": 0.009928781798553039, "quarterly_earnings_growth_yoy": 0.1535670123764858, "revenue_growth_qoq": -0.052389670741414006, "gross_margin": 0.13769140235104466, "operating_margin": 0.12079444383567171, "net_margin": 0.0949553270339874, "roa_ttm": 0.24077922659706522, "roe_ttm": 0.4568847675881201, "debt_to_ebitda": 0.040340071334969994, "net_debt_to_ebitda": 0.0, "interest_coverage": 4669.608510638298, "debt_to_equity": 0.025425164695679143, "current_ratio": 2.064685819861432, "quick_ratio": 1.8799523325635104, "fcf_to_ebitda": 0.8511479389588448, "capex_to_revenue": 0.004201859771674687, "working_capital_to_revenue": 0.1514396619086235, "capital_efficiency": 0.34883199709259266, "financial_health": 0.3260727237395661, "margin_quality": 0.11781372440690126, "growth_momentum": 0.08174789708751941, "company_age_years": 32.51471594798083, "ebitda": 2194716000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 4.52210012755102, "revenue_cagr_3y": 0.029670808101811996, "revenue_cagr_5y": 0.4061004866368334, "earnings_cagr_3y": 0.025926097476786536, "quarterly_revenue_growth_yoy": -0.062135922330097085, "quarterly_earnings_growth_yoy": -0.5106382978723404, "revenue_growth_qoq": -0.06576402321083172, "gross_margin": 0.15683229813664595, "operating_margin": 0.02096273291925466, "net_margin": 0.005952380952380952, "roa_ttm": 0.027125394863342946, "roe_ttm": 0.15321955003878976, "debt_to_ebitda": 4.133928571428571, "net_debt_to_ebitda": 3.4151785714285716, "interest_coverage": 21.77777777777778, "debt_to_equity": 2.5143522110162917, "current_ratio": 1.1834564254062039, "quick_ratio": 1.1834564254062039, "fcf_to_ebitda": 0.28380102040816324, "capex_to_revenue": 0.03794533918984871, "working_capital_to_revenue": 0.03788433382137628, "capital_efficiency": 0.09017247245106635, "financial_health": -2.1592243177536057, "margin_quality": 0.061249137336093856, "growth_momentum": -0.28638711010121876, "company_age_years": 16.48186173853525, "ebitda": 1568000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 7.6908850299401195, "revenue_cagr_3y": -0.22821869764772285, "revenue_cagr_5y": -0.11755507132858045, "earnings_cagr_3y": 1.1815942889389035, "quarterly_revenue_growth_yoy": -0.3663432586149214, "quarterly_earnings_growth_yoy": 3.243478260869565, "revenue_growth_qoq": -0.436477238916989, "gross_margin": 0.07761351636747624, "operating_margin": 0.03326293558606125, "net_margin": 0.2576557550158395, "roa_ttm": 0.07607296137339056, "roe_ttm": 0.44367959949937424, "debt_to_ebitda": 3.68562874251497, "net_debt_to_ebitda": 2.683632734530938, "interest_coverage": 27.08108108108108, "debt_to_equity": 2.3110137672090114, "current_ratio": 1.0358391608391608, "quick_ratio": 1.0288461538461537, "fcf_to_ebitda": 0.38622754491017963, "capex_to_revenue": 0.0309111092135599, "working_capital_to_revenue": 0.010502945948253779, "capital_efficiency": 0.2598762804363824, "financial_health": -1.692650147448259, "margin_quality": 0.12284406898979232, "growth_momentum": 1.4385675011273218, "company_age_years": 18.480492813141684, "ebitda": 1002000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 6.349848128342246, "revenue_cagr_3y": -0.21539278623593716, "revenue_cagr_5y": -0.11451936141896457, "earnings_cagr_3y": 0.014600599793947788, "quarterly_revenue_growth_yoy": -0.35750156936597616, "quarterly_earnings_growth_yoy": -0.09615384615384616, "revenue_growth_qoq": 0.08078141499472016, "gross_margin": 0.1172447484123107, "operating_margin": 0.08353688324377137, "net_margin": 0.06888128969223253, "roa_ttm": 0.08032407407407408, "roe_ttm": 0.4065612185120094, "debt_to_ebitda": 3.2663101604278073, "net_debt_to_ebitda": 2.8, "interest_coverage": 30.161290322580644, "debt_to_equity": 1.789103690685413, "current_ratio": 1.1070615034168565, "quick_ratio": 1.0998481397114654, "fcf_to_ebitda": 0.16898395721925133, "capex_to_revenue": 0.039727582292849034, "working_capital_to_revenue": 0.026674233825198637, "capital_efficiency": 0.24344264629304174, "financial_health": -1.6232335806808567, "margin_quality": 0.0898876404494382, "growth_momentum": -0.22682770775991115, "company_age_years": 18.729637234770706, "ebitda": 935000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "XPO", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 5.662179086294416, "revenue_cagr_3y": -0.22334981879341043, "revenue_cagr_5y": -0.1292300675863095, "earnings_cagr_3y": 0.002557555895540853, "quarterly_revenue_growth_yoy": -0.40489296636085625, "quarterly_earnings_growth_yoy": 3.2982456140350878, "revenue_growth_qoq": -0.04934049829018075, "gross_margin": 0.10431654676258993, "operating_margin": 0.07142857142857142, "net_margin": 0.06731757451181912, "roa_ttm": 0.1037280959661296, "roe_ttm": 0.49384098544232924, "debt_to_ebitda": 3.099492385786802, "net_debt_to_ebitda": 2.547208121827411, "interest_coverage": 28.142857142857142, "debt_to_equity": 1.7094064949608063, "current_ratio": 1.1592956592956594, "quick_ratio": 1.1523341523341524, "fcf_to_ebitda": 0.3035532994923858, "capex_to_revenue": 0.049199826989619375, "working_capital_to_revenue": 0.042063148788927335, "capital_efficiency": 0.29878454070422944, "financial_health": -1.5306474402881851, "margin_quality": 0.08102089756766016, "growth_momentum": 1.4466763238371159, "company_age_years": 18.981519507186857, "ebitda": 985000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 4.440367472735894, "revenue_cagr_3y": 0.16153708851569037, "revenue_cagr_5y": 0.10074478432379319, "earnings_cagr_3y": 0.16646900060853587, "quarterly_revenue_growth_yoy": 0.003778932451582428, "quarterly_earnings_growth_yoy": -0.011428571428571429, "revenue_growth_qoq": -0.13477198697068404, "gross_margin": 0.29505882352941176, "operating_margin": 0.16941176470588235, "net_margin": 0.08141176470588235, "roa_ttm": 0.06211575153699385, "roe_ttm": 0.32242090784044014, "debt_to_ebitda": 2.749407302038881, "net_debt_to_ebitda": 2.6277856804172592, "interest_coverage": 31.014705882352942, "debt_to_equity": 3.1903713892709766, "current_ratio": 1.1092184368737474, "quick_ratio": 1.0516032064128256, "fcf_to_ebitda": 0.16334755808440019, "capex_to_revenue": 0.24703493963030237, "working_capital_to_revenue": 0.023293086868255156, "capital_efficiency": 0.192268329688717, "financial_health": -2.9282443962383713, "margin_quality": 0.1819607843137255, "growth_momentum": -0.0038248194884945, "company_age_years": 22.28336755646817, "ebitda": 4218000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 7.785290499778859, "revenue_cagr_3y": 0.060366904099222296, "revenue_cagr_5y": 0.1323115367173231, "earnings_cagr_3y": 0.2799981398782492, "quarterly_revenue_growth_yoy": 0.22702965483714146, "quarterly_earnings_growth_yoy": 0.8078817733990148, "revenue_growth_qoq": -0.09077809798270893, "gross_margin": 0.35459587955625993, "operating_margin": 0.2266244057052298, "net_margin": 0.1454041204437401, "roa_ttm": 0.0768506123258466, "roe_ttm": 0.25476660092044706, "debt_to_ebitda": 2.098186643078284, "net_debt_to_ebitda": 2.0758513931888545, "interest_coverage": 48.1063829787234, "debt_to_equity": 1.559500328731098, "current_ratio": 0.7739699653446284, "quick_ratio": 0.7050442818636888, "fcf_to_ebitda": 0.0875718708536046, "capex_to_revenue": 0.33595207699106355, "working_capital_to_revenue": -0.057645094765786116, "capital_efficiency": 0.16580860662314684, "financial_health": -1.396701716648169, "margin_quality": 0.2422081352350766, "growth_momentum": 0.5174557141180781, "company_age_years": 24.281998631074607, "ebitda": 4522000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 5.597354854308741, "revenue_cagr_3y": 0.06561505557900693, "revenue_cagr_5y": 0.11651952444140123, "earnings_cagr_3y": 0.2222528305772029, "quarterly_revenue_growth_yoy": 0.21163095758635767, "quarterly_earnings_growth_yoy": 0.6825938566552902, "revenue_growth_qoq": 0.09786053882725831, "gross_margin": 0.3821725009022014, "operating_margin": 0.25839047275351856, "net_margin": 0.17791411042944785, "roa_ttm": 0.08405379442843419, "roe_ttm": 0.2894475686404234, "debt_to_ebitda": 2.029551560239719, "net_debt_to_ebitda": 2.015499070055797, "interest_coverage": 42.823008849557525, "debt_to_equity": 1.6243797552100563, "current_ratio": 1.069698467622343, "quick_ratio": 0.9713297083539298, "fcf_to_ebitda": 0.07873527588344699, "capex_to_revenue": 0.3200524983594263, "working_capital_to_revenue": 0.013218336926971032, "capital_efficiency": 0.1867506815344288, "financial_health": -1.6111897482731654, "margin_quality": 0.2728256946950559, "growth_momentum": 0.4471124071208239, "company_age_years": 24.531143052703626, "ebitda": 4839000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "URI", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 5.606690653148762, "revenue_cagr_3y": 0.07036182296740967, "revenue_cagr_5y": 0.11555323942276208, "earnings_cagr_3y": 0.1572627002312057, "quarterly_revenue_growth_yoy": 0.17526964560862865, "quarterly_earnings_growth_yoy": 0.48166259168704156, "revenue_growth_qoq": 0.10104655359076146, "gross_margin": 0.41822353326778106, "operating_margin": 0.30154047853162896, "net_margin": 0.19862340216322516, "roa_ttm": 0.09090060226901349, "roe_ttm": 0.3064693845427357, "debt_to_ebitda": 1.9321505166699162, "net_debt_to_ebitda": 1.917332813413921, "interest_coverage": 48.386792452830186, "debt_to_equity": 1.5598929639540375, "current_ratio": 1.0278268551236749, "quick_ratio": 0.9425795053003534, "fcf_to_ebitda": 0.09046597777344512, "capex_to_revenue": 0.30444164718575795, "working_capital_to_revenue": 0.005664448840136666, "capital_efficiency": 0.1986849934058746, "financial_health": -1.5317893842102717, "margin_quality": 0.30612913798754504, "growth_momentum": 0.3284661186478351, "company_age_years": 24.78302532511978, "ebitda": 5129000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 11.571754442895557, "revenue_cagr_3y": -0.02981964520397906, "revenue_cagr_5y": -0.007042474073966298, "earnings_cagr_3y": 0.007742645105428991, "quarterly_revenue_growth_yoy": -0.039900113465259165, "quarterly_earnings_growth_yoy": 0.6676505368714819, "revenue_growth_qoq": -0.06738608991157301, "gross_margin": 0.3697255756401655, "operating_margin": 0.13605694412656505, "net_margin": 0.10645259275854968, "roa_ttm": 0.08368412655590131, "roe_ttm": 0.25111442653541255, "debt_to_ebitda": 2.6379472413294027, "net_debt_to_ebitda": 2.2502883216405007, "interest_coverage": 48.143244829103715, "debt_to_equity": 1.1618210737747514, "current_ratio": 1.2920408659252154, "quick_ratio": 0.8851983970289745, "fcf_to_ebitda": 0.6145714786291582, "capex_to_revenue": 0.026862664004180217, "working_capital_to_revenue": 0.0865415158429782, "capital_efficiency": 0.16739927654565692, "financial_health": -0.9371765203782016, "margin_quality": 0.20407837084176006, "growth_momentum": 0.3138752117031114, "company_age_years": 34.74880219028063, "ebitda": 1312770000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 14.316708718936717, "revenue_cagr_3y": 0.05960214544077891, "revenue_cagr_5y": 0.02502368229935925, "earnings_cagr_3y": 0.2885529638457649, "quarterly_revenue_growth_yoy": 0.0985062912863155, "quarterly_earnings_growth_yoy": -0.028423028839750997, "revenue_growth_qoq": 0.03150256254288709, "gross_margin": 0.3621977863454426, "operating_margin": 0.1458895921391919, "net_margin": 0.11021633109979477, "roa_ttm": 0.10638958191502237, "roe_ttm": 0.25802766702018765, "debt_to_ebitda": 1.73058294901118, "net_debt_to_ebitda": 1.5684581697786093, "interest_coverage": 67.3639273877674, "debt_to_equity": 0.7149104249272942, "current_ratio": 1.4386275981097698, "quick_ratio": 0.8501127319951471, "fcf_to_ebitda": 0.431487040204132, "capex_to_revenue": 0.023555072554582016, "working_capital_to_revenue": 0.12180844562055429, "capital_efficiency": 0.182208624467605, "financial_health": -0.6610864466534487, "margin_quality": 0.20610123652814308, "growth_momentum": 0.03504163122328225, "company_age_years": 36.747433264887064, "ebitda": 1788647000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "DOV", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 10.900322365384447, "revenue_cagr_3y": 0.057438243361397134, "revenue_cagr_5y": 0.043097477977854126, "earnings_cagr_3y": 0.11560010817087818, "quarterly_revenue_growth_yoy": 0.06937727329706793, "quarterly_earnings_growth_yoy": 0.08443409818165273, "revenue_growth_qoq": -0.00019641314393053274, "gross_margin": 0.35803791055052353, "operating_margin": 0.17162236232278225, "net_margin": 0.13252429815997935, "roa_ttm": 0.10932639125991178, "roe_ttm": 0.2917709109476162, "debt_to_ebitda": 1.9766267950917467, "net_debt_to_ebitda": 1.8100708021632543, "interest_coverage": 61.674846419819396, "debt_to_equity": 0.9098307221529348, "current_ratio": 1.169031700172462, "quick_ratio": 0.6816945991247437, "fcf_to_ebitda": 0.3146107840490477, "capex_to_revenue": 0.025884580568265054, "working_capital_to_revenue": 0.05842099835106893, "capital_efficiency": 0.200548651103764, "financial_health": -0.6834658159561603, "margin_quality": 0.22072819034442837, "growth_momentum": 0.07690568573936032, "company_age_years": 37.24845995893224, "ebitda": 1837232000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 14.526273190869354, "revenue_cagr_3y": -0.01972503311458862, "revenue_cagr_5y": 0.0030984327523067012, "earnings_cagr_3y": -0.018690992113947758, "quarterly_revenue_growth_yoy": -0.0005752636625119846, "quarterly_earnings_growth_yoy": 0.18774703557312253, "revenue_growth_qoq": 0.07619244270080529, "gross_margin": 0.3303914044512663, "operating_margin": 0.1509976976208749, "net_margin": 0.11531082118188796, "roa_ttm": 0.06579808266719768, "roe_ttm": 0.1412087912087912, "debt_to_ebitda": 2.3552695483244293, "net_debt_to_ebitda": 2.266877124817873, "interest_coverage": 686.3333333333334, "debt_to_equity": 0.5921245421245421, "current_ratio": 0.96801872074883, "quick_ratio": 0.5841319367060397, "fcf_to_ebitda": 0.26493443419135504, "capex_to_revenue": 0.028165453074433657, "working_capital_to_revenue": -0.014512540453074433, "capital_efficiency": 0.10350343693799444, "financial_health": -0.3728564981957296, "margin_quality": 0.1988999744180097, "growth_momentum": 0.09358588595530527, "company_age_years": 50.078028747433265, "ebitda": 4118000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 11.707927383658332, "revenue_cagr_3y": 0.016637721312814158, "revenue_cagr_5y": 0.01278575901266188, "earnings_cagr_3y": -0.007872342774533414, "quarterly_revenue_growth_yoy": 0.02696171944550426, "quarterly_earnings_growth_yoy": 0.4500561167227834, "revenue_growth_qoq": -0.004438416964615954, "gross_margin": 0.4911455108359133, "operating_margin": 0.20594427244582042, "net_margin": 0.16, "roa_ttm": 0.10756946247727862, "roe_ttm": 0.48989849216517195, "debt_to_ebitda": 2.720301471467879, "net_debt_to_ebitda": 2.211508553654743, "interest_coverage": 67.95934959349593, "debt_to_equity": 2.2409579185966297, "current_ratio": 1.6520691920297788, "quick_ratio": 1.1903875629516094, "fcf_to_ebitda": 0.6693384376121546, "capex_to_revenue": 0.050698652157784095, "working_capital_to_revenue": 0.184122666007172, "capital_efficiency": 0.2987339773212253, "financial_health": -1.8047844205969017, "margin_quality": 0.2856965944272446, "growth_momentum": 0.23850891808414382, "company_age_years": 50.24229979466119, "ebitda": 8359000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "MMM", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 12.455462105114039, "revenue_cagr_3y": 0.02120897459704807, "revenue_cagr_5y": 0.02186519922946384, "earnings_cagr_3y": -0.5894271485435694, "quarterly_revenue_growth_yoy": -0.02770949720670391, "quarterly_earnings_growth_yoy": -0.9488188976377953, "revenue_growth_qoq": -0.014384414996035792, "gross_margin": 0.4147322454608136, "operating_margin": 0.012640772236267524, "net_margin": 0.008963456676626062, "roa_ttm": 0.09094096506990403, "roe_ttm": 0.30199388735264154, "debt_to_ebitda": 2.3419747839637344, "net_debt_to_ebitda": 1.9563677574727298, "interest_coverage": 55.1484375, "debt_to_equity": 1.2030272158346675, "current_ratio": 1.4666531932093776, "quick_ratio": 0.8962206952303962, "fcf_to_ebitda": 0.610568069131605, "capex_to_revenue": 0.04865327062847371, "working_capital_to_revenue": 0.13162320079806186, "capital_efficiency": 0.19646742621127278, "financial_health": -0.9605086746690127, "margin_quality": 0.1454454914579024, "growth_momentum": -0.4882641974222496, "company_age_years": 52.49007529089665, "ebitda": 7059000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 15.383854933726068, "revenue_cagr_3y": -0.10366457545903329, "revenue_cagr_5y": -0.01636342977555616, "earnings_cagr_3y": 0.09031549550685858, "quarterly_revenue_growth_yoy": -0.25727826675693977, "quarterly_earnings_growth_yoy": 0.2014260249554367, "revenue_growth_qoq": 0.04277566539923954, "gross_margin": 0.44849589790337285, "operating_margin": 0.16134913400182316, "net_margin": 0.20480097234883013, "roa_ttm": 0.09719632505000508, "roe_ttm": 0.27111111111111114, "debt_to_ebitda": 2.7285223367697595, "net_debt_to_ebitda": 1.0277368679430534, "interest_coverage": 74.07272727272728, "debt_to_equity": 1.051158392434988, "current_ratio": 1.6772794846382557, "quick_ratio": 1.3800792864222002, "fcf_to_ebitda": 0.5746195385370643, "capex_to_revenue": 0.03629358026225841, "working_capital_to_revenue": 0.33975514262631284, "capital_efficiency": 0.1841537180805581, "financial_health": -0.5407921549260408, "margin_quality": 0.27154866808467537, "growth_momentum": -0.027926120900751528, "company_age_years": 49.828884325804246, "ebitda": 4074000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 15.008294169099617, "revenue_cagr_3y": 0.03482866041347288, "revenue_cagr_5y": 0.05550659939442881, "earnings_cagr_3y": -0.054064006617739135, "quarterly_revenue_growth_yoy": 0.09077186555574715, "quarterly_earnings_growth_yoy": -0.26445622613520864, "revenue_growth_qoq": 0.06845379100450245, "gross_margin": 0.2834768219456454, "operating_margin": 0.18254878943183794, "net_margin": 0.08518233833457281, "roa_ttm": 0.07503850022975944, "roe_ttm": 0.18881610506228552, "debt_to_ebitda": 2.739301339092234, "net_debt_to_ebitda": 2.5821664683348935, "interest_coverage": 47.04283095207991, "debt_to_equity": 0.9100040112207035, "current_ratio": 1.5221389751610235, "quick_ratio": 1.0911445579011383, "fcf_to_ebitda": 0.6750482278815277, "capex_to_revenue": 0.014889163030312529, "working_capital_to_revenue": 0.18058556309568854, "capital_efficiency": 0.13192730264602248, "financial_health": -0.6745389123825718, "margin_quality": 0.18373598323735205, "growth_momentum": -0.08684218028973074, "company_age_years": 36.747433264887064, "ebitda": 2976494000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "LMT", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 11.61394590467881, "revenue_cagr_3y": 0.12279790584197192, "revenue_cagr_5y": 0.09131367230991949, "earnings_cagr_3y": 0.3104343011574122, "quarterly_revenue_growth_yoy": 0.09172712053571429, "quarterly_earnings_growth_yoy": 0.007629107981220657, "revenue_growth_qoq": -0.014296510895578788, "gross_margin": 0.13360168679317616, "operating_margin": 0.13558239090153984, "net_margin": 0.10970545013098204, "roa_ttm": 0.12676656920077972, "roe_ttm": 1.8116656993615787, "debt_to_ebitda": 1.3839022794197842, "net_debt_to_ebitda": 1.167084742065656, "interest_coverage": 61.9527027027027, "debt_to_equity": 3.6822402785838655, "current_ratio": 1.2280858676207513, "quick_ratio": 1.001980577561973, "fcf_to_ebitda": 0.7055295015814156, "capex_to_revenue": 0.024424558705645624, "working_capital_to_revenue": 0.058402997038951694, "capital_efficiency": 0.9692161342811793, "financial_health": -3.279133749067107, "margin_quality": 0.12629650927523267, "growth_momentum": 0.04967811425846747, "company_age_years": 43.238877481177276, "ebitda": 9169000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 14.807285094924447, "revenue_cagr_3y": 0.004693054345101144, "revenue_cagr_5y": 0.047672045177779454, "earnings_cagr_3y": -0.006756963113278114, "quarterly_revenue_growth_yoy": 0.00031952284588348065, "quarterly_earnings_growth_yoy": 0.031073446327683617, "revenue_growth_qoq": -0.08744656043528955, "gross_margin": 0.1633304940374787, "operating_margin": 0.09667802385008518, "net_margin": 0.07772572402044294, "roa_ttm": 0.06445082160547212, "roe_ttm": 0.1820250915954258, "debt_to_ebitda": 2.2911662146454863, "net_debt_to_ebitda": 1.7280123982952345, "interest_coverage": 52.673469387755105, "debt_to_equity": 0.6565449095148218, "current_ratio": 1.4814762040467369, "quick_ratio": 1.0862068965517242, "fcf_to_ebitda": 1.0348702053467649, "capex_to_revenue": 0.02323767935121647, "working_capital_to_revenue": 0.17566022042004575, "capital_efficiency": 0.12323795660044895, "financial_health": -0.5252414448064973, "margin_quality": 0.11257808063600228, "growth_momentum": 0.01569648458678355, "company_age_years": 45.23750855578371, "ebitda": 5162000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 13.793990858966918, "revenue_cagr_3y": -0.012934771136226875, "revenue_cagr_5y": 0.03666389574958995, "earnings_cagr_3y": -0.01682405879811688, "quarterly_revenue_growth_yoy": -0.0033622559652928415, "quarterly_earnings_growth_yoy": 0.03934871099050204, "revenue_growth_qoq": -0.021614139693356047, "gross_margin": 0.17325062574817718, "operating_margin": 0.10643160300359125, "net_margin": 0.08336053977581892, "roa_ttm": 0.06552960519799529, "roe_ttm": 0.1903227662389966, "debt_to_ebitda": 2.28438769587928, "net_debt_to_ebitda": 1.8543238537434708, "interest_coverage": 54.410526315789475, "debt_to_equity": 0.6793625222944595, "current_ratio": 1.396511943539631, "quick_ratio": 0.9786237785016286, "fcf_to_ebitda": 0.9351905591023408, "capex_to_revenue": 0.024609141281444293, "working_capital_to_revenue": 0.15199916755547463, "capital_efficiency": 0.12792618571849595, "financial_health": -0.5164031903201096, "margin_quality": 0.12101425617586244, "growth_momentum": 0.017993227512604598, "company_age_years": 45.48665297741273, "ebitda": 5169000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 15.6810287258248, "revenue_cagr_3y": -0.17839628056643764, "revenue_cagr_5y": 0.2247328418810688, "earnings_cagr_3y": 0.25034284148729546, "quarterly_revenue_growth_yoy": -0.10159842347273922, "quarterly_earnings_growth_yoy": 0.014957264957264958, "revenue_growth_qoq": -0.0567816091954023, "gross_margin": 0.29514989032415306, "operating_margin": 0.12624908603460883, "net_margin": 0.1157689495491104, "roa_ttm": 0.05379746835443038, "roe_ttm": 0.09620976116303219, "debt_to_ebitda": 2.0079635949943118, "net_debt_to_ebitda": 1.8936291240045506, "interest_coverage": 51.705882352941174, "debt_to_equity": 0.36656282450674976, "current_ratio": 1.319189360354655, "quick_ratio": 1.0890859193582436, "fcf_to_ebitda": 0.4934584755403868, "capex_to_revenue": 0.019020172910662825, "working_capital_to_revenue": 0.08714697406340058, "capital_efficiency": 0.07500361475873128, "financial_health": -0.34113261998074623, "margin_quality": 0.1790559753026241, "growth_momentum": -0.04332057925773713, "company_age_years": 40.24640657084189, "ebitda": 3516000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "UPS", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 11.904390415785764, "revenue_cagr_3y": 0.05532992434368955, "revenue_cagr_5y": 0.05155418419083713, "earnings_cagr_3y": -0.05896397111897145, "quarterly_revenue_growth_yoy": 0.0486666277644862, "quarterly_earnings_growth_yoy": -0.13141314131413143, "revenue_growth_qoq": -0.1240068242749208, "gross_margin": 0.14540092371042235, "operating_margin": 0.05859440209225975, "net_margin": 0.05369762394969673, "roa_ttm": 0.07051482059282371, "roe_ttm": 1.2961062481134924, "debt_to_ebitda": 3.4210711768851305, "net_debt_to_ebitda": 2.369274136715997, "interest_coverage": 52.55555555555556, "debt_to_equity": 8.791729550256566, "current_ratio": 1.223589549413101, "quick_ratio": 1.7364003534014893, "fcf_to_ebitda": 0.36563307493540054, "capex_to_revenue": 0.07757755749086968, "working_capital_to_revenue": 0.047397359232652404, "capital_efficiency": 0.683310534353158, "financial_health": -7.156294029097653, "margin_quality": 0.08589764991745961, "growth_momentum": -0.04137325677482261, "company_age_years": 20.38877481177276, "ebitda": 8514000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "CHRW", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 13.146619484279132, "revenue_cagr_3y": 0.03669178390632699, "revenue_cagr_5y": 0.02883304398617903, "earnings_cagr_3y": -0.1381717135932552, "quarterly_revenue_growth_yoy": 0.01434150580745946, "quarterly_earnings_growth_yoy": -0.516985190496205, "revenue_growth_qoq": 0.003079619310336101, "gross_margin": 0.06247897507705634, "operating_margin": 0.028762094586923338, "net_margin": 0.02053767035443815, "roa_ttm": 0.10175194706620025, "roe_ttm": 0.31083133075171476, "debt_to_ebitda": 1.9144731070711658, "net_debt_to_ebitda": 1.5344527754699748, "interest_coverage": 50.90281061203047, "debt_to_equity": 0.9350281453552918, "current_ratio": 1.444341381650944, "quick_ratio": 1.444341381650944, "fcf_to_ebitda": 0.729775475135071, "capex_to_revenue": 0.004641123466524718, "working_capital_to_revenue": 0.05219670818247062, "capital_efficiency": 0.20629163890895752, "financial_health": -0.6276978859982727, "margin_quality": 0.03725958000613928, "growth_momentum": -0.25132184234437277, "company_age_years": 22.458590006844627, "ebitda": 775148000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "EXPD", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 13.180373761833064, "revenue_cagr_3y": 0.07169521168457593, "revenue_cagr_5y": 0.025420603989739554, "earnings_cagr_3y": 0.09468595448975936, "quarterly_revenue_growth_yoy": -0.058506938686201486, "quarterly_earnings_growth_yoy": -0.12423138318814021, "revenue_growth_qoq": -0.06996632176674046, "gross_margin": 0.11457811915047553, "operating_margin": 0.08363111137284264, "net_margin": 0.0643284693332436, "roa_ttm": 0.1632607941898029, "roe_ttm": 0.2816189848073969, "debt_to_ebitda": 0.0808612276324485, "net_debt_to_ebitda": 0.0, "interest_coverage": 164.0031204493447, "debt_to_equity": 0.03132878515199975, "current_ratio": 2.2592017791918066, "quick_ratio": 2.134987896595691, "fcf_to_ebitda": 0.7658121956509882, "capex_to_revenue": 0.005425431714263409, "working_capital_to_revenue": 0.18115870709556958, "capital_efficiency": 0.22243988949859989, "financial_health": 0.31680440300435875, "margin_quality": 0.08751256661885393, "growth_momentum": -0.09136916093717085, "company_age_years": 30.015058179329227, "ebitda": 788363000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "UNP", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 11.271718966144885, "revenue_cagr_3y": 0.006261055125961201, "revenue_cagr_5y": -0.014108217585797722, "earnings_cagr_3y": 0.11199004528465784, "quarterly_revenue_growth_yoy": -0.0287890044576523, "quarterly_earnings_growth_yoy": 0.05966930265995687, "revenue_growth_qoq": 0.003261703760552571, "gross_margin": 0.46681965959074395, "operating_margin": 0.40982979537196407, "net_margin": 0.2818894626123542, "roa_ttm": 0.09647036132184647, "roe_ttm": 0.3753361265711963, "debt_to_ebitda": 2.566618128867856, "net_debt_to_ebitda": 2.4637786676374227, "interest_coverage": 39.52517985611511, "debt_to_equity": 1.7636170345819524, "current_ratio": 0.8196509372979961, "quick_ratio": 0.6705451411333764, "fcf_to_ebitda": 0.48207135056425193, "capex_to_revenue": 0.16276156451538068, "working_capital_to_revenue": -0.03883450099754095, "capital_efficiency": 0.2359032439465214, "financial_health": -1.630577385664096, "margin_quality": 0.3861796391916874, "growth_momentum": 0.015440149101152283, "company_age_years": 42.21218343600274, "ebitda": 10988000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 17.04146511627907, "revenue_cagr_3y": -0.029915213829705523, "revenue_cagr_5y": -0.0002063557749018008, "earnings_cagr_3y": 0.006345347444846272, "quarterly_revenue_growth_yoy": 0.032182438192668375, "quarterly_earnings_growth_yoy": 0.1615720524017467, "revenue_growth_qoq": 0.009378907878282617, "gross_margin": 0.32459219492050384, "operating_margin": 0.1371051001445385, "net_margin": 0.10984926698327482, "roa_ttm": 0.06299704612588049, "roe_ttm": 0.13345367027677496, "debt_to_ebitda": 2.327277131782946, "net_debt_to_ebitda": 2.2698643410852712, "interest_coverage": 172.0, "debt_to_equity": 0.5780385078219014, "current_ratio": 0.9924903100775194, "quick_ratio": 0.5907218992248062, "fcf_to_ebitda": 0.3328488372093023, "capex_to_revenue": 0.028869002477374995, "working_capital_to_revenue": -0.003134637747105516, "capital_efficiency": 0.09822535820132772, "financial_health": -0.40018794957168413, "margin_quality": 0.19051552068277236, "growth_momentum": 0.09687724529720754, "company_age_years": 49.828884325804246, "ebitda": 4128000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "ETN", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 16.75950606632516, "revenue_cagr_3y": -6.273132191358943e-05, "revenue_cagr_5y": 0.003884499495081961, "earnings_cagr_3y": 0.0033167738701276317, "quarterly_revenue_growth_yoy": 0.07921998781230957, "quarterly_earnings_growth_yoy": -0.034976152623211444, "revenue_growth_qoq": 0.019378357636224097, "gross_margin": 0.3333333333333333, "operating_margin": 0.1727837380011293, "net_margin": 0.1142480707698099, "roa_ttm": 0.06666860668141078, "roe_ttm": 0.1425815285038586, "debt_to_ebitda": 2.4286869776220006, "net_debt_to_ebitda": 2.36640603936371, "interest_coverage": 100.24324324324324, "debt_to_equity": 0.5606173761513568, "current_ratio": 1.2836314444611454, "quick_ratio": 0.7683751690966482, "fcf_to_ebitda": 0.42868697762200053, "capex_to_revenue": 0.02737280571258554, "working_capital_to_revenue": 0.09357334126747992, "capital_efficiency": 0.1046250675926347, "financial_health": -0.4962651528698294, "margin_quality": 0.20678838070142416, "growth_momentum": 0.022121917594549064, "company_age_years": 50.32991101984942, "ebitda": 3709000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 15.404065270601034, "revenue_cagr_3y": -0.09559674335785384, "revenue_cagr_5y": -0.030191743550245675, "earnings_cagr_3y": 0.15099710297549396, "quarterly_revenue_growth_yoy": -0.26229508196721313, "quarterly_earnings_growth_yoy": 0.4688995215311005, "revenue_growth_qoq": 0.0528714676390155, "gross_margin": 0.4577200577200577, "operating_margin": 0.17287157287157287, "net_margin": 0.2658008658008658, "roa_ttm": 0.08533556503428541, "roe_ttm": 0.30644692195831313, "debt_to_ebitda": 3.194995920587435, "net_debt_to_ebitda": 2.5072069621974435, "interest_coverage": 60.278688524590166, "debt_to_equity": 1.1389238972370335, "current_ratio": 1.0638901497957332, "quick_ratio": 0.8007262823422605, "fcf_to_ebitda": 0.5422899102529236, "capex_to_revenue": 0.038091392422101085, "working_capital_to_revenue": 0.037889494582407965, "capital_efficiency": 0.19589124349629927, "financial_health": -0.7428749611051877, "margin_quality": 0.2987974987974988, "growth_momentum": 0.10330221978194368, "company_age_years": 50.078028747433265, "ebitda": 3677000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "EMR", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 13.472792862684251, "revenue_cagr_3y": 0.025432337137292205, "revenue_cagr_5y": 0.03861414524271245, "earnings_cagr_3y": 0.010580362202028404, "quarterly_revenue_growth_yoy": 0.08348494036789973, "quarterly_earnings_growth_yoy": 0.1044776119402985, "revenue_growth_qoq": 0.5468975468975469, "gross_margin": 0.43227611940298505, "operating_margin": 0.1953358208955224, "net_margin": 0.13805970149253732, "roa_ttm": 0.09057524108544517, "roe_ttm": 0.3117522192203782, "debt_to_ebitda": 2.6826997672614428, "net_debt_to_ebitda": 2.21618825963279, "interest_coverage": 55.24285714285714, "debt_to_equity": 1.0009648784253184, "current_ratio": 1.0937379452230938, "quick_ratio": 0.8697441172688698, "fcf_to_ebitda": 0.6183087664856478, "capex_to_revenue": 0.03476951283394447, "working_capital_to_revenue": 0.047734415924567834, "capital_efficiency": 0.2011637301529117, "financial_health": -0.7463212143679854, "margin_quality": 0.2552238805970149, "growth_momentum": 0.09398127615409912, "company_age_years": 50.32991101984942, "ebitda": 3867000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 13.386785085447954, "revenue_cagr_3y": -0.023903016166560542, "revenue_cagr_5y": -0.006917300525506209, "earnings_cagr_3y": 0.018319078553963974, "quarterly_revenue_growth_yoy": -0.09121621621621621, "quarterly_earnings_growth_yoy": -0.051926298157453935, "revenue_growth_qoq": -0.06947247045258, "gross_margin": 0.40923172242874845, "operating_margin": 0.23574969021065675, "net_margin": 0.17534076827757125, "roa_ttm": 0.17598416849247298, "roe_ttm": 1.090670170827858, "debt_to_ebitda": 1.9922320041429311, "net_debt_to_ebitda": 1.6219575349559814, "interest_coverage": 75.72549019607843, "debt_to_equity": 3.3701270258431886, "current_ratio": 2.7096456692913384, "quick_ratio": 2.126476377952756, "fcf_to_ebitda": 0.6949766960124288, "capex_to_revenue": 0.022415669205658323, "working_capital_to_revenue": 0.25201305767138193, "capital_efficiency": 0.6333271696601656, "financial_health": -3.267307732016864, "margin_quality": 0.2734407269723255, "growth_momentum": -0.07157125718683507, "company_age_years": 32.40246406570842, "ebitda": 3862000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 18.356397357723576, "revenue_cagr_3y": 0.03507306623281092, "revenue_cagr_5y": 0.025619509392392326, "earnings_cagr_3y": 0.03504973722041105, "quarterly_revenue_growth_yoy": 0.11145598194130925, "quarterly_earnings_growth_yoy": -0.013412816691505217, "revenue_growth_qoq": 0.0706713780918728, "gross_margin": 0.3927392739273927, "operating_margin": 0.2272150291952272, "net_margin": 0.16806296014216807, "roa_ttm": 0.16486552867493554, "roe_ttm": 0.7497905612957274, "debt_to_ebitda": 1.9964430894308942, "net_debt_to_ebitda": 1.6671747967479675, "interest_coverage": 82.0, "debt_to_equity": 2.194359117564926, "current_ratio": 1.7319854847071021, "quick_ratio": 1.2439087610160704, "fcf_to_ebitda": 0.5002540650406504, "capex_to_revenue": 0.020336700336700337, "working_capital_to_revenue": 0.19016835016835018, "capital_efficiency": 0.45732804498533147, "financial_health": -1.8240806447635969, "margin_quality": 0.26267242108826266, "growth_momentum": 0.04902158262490201, "company_age_years": 34.40109514031485, "ebitda": 3936000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 15.994933282980867, "revenue_cagr_3y": 0.0358302582675627, "revenue_cagr_5y": 0.02191356264683675, "earnings_cagr_3y": 0.05809039426935936, "quarterly_revenue_growth_yoy": 0.0911316648531012, "quarterly_earnings_growth_yoy": -0.04774193548387097, "revenue_growth_qoq": 0.01827875095201828, "gross_margin": 0.3951633009224632, "operating_margin": 0.23086512091747693, "net_margin": 0.18399401645474944, "roa_ttm": 0.16902846929656581, "roe_ttm": 0.7838957963291888, "debt_to_ebitda": 1.9234642497482377, "net_debt_to_ebitda": 1.7021651560926485, "interest_coverage": 84.51063829787235, "debt_to_equity": 2.261693309650681, "current_ratio": 1.483698183511877, "quick_ratio": 1.0237540754541221, "fcf_to_ebitda": 0.4813695871097684, "capex_to_revenue": 0.020085610800131708, "working_capital_to_revenue": 0.13677971682581494, "capital_efficiency": 0.4764621328128773, "financial_health": -1.7541339766017026, "margin_quality": 0.27000747943156317, "growth_momentum": 0.021694864684615116, "company_age_years": 34.65023956194388, "ebitda": 3972000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "ITW", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 15.228250484966052, "revenue_cagr_3y": 0.048574787467335456, "revenue_cagr_5y": 0.021007358427536316, "earnings_cagr_3y": 0.03275385582367529, "quarterly_revenue_growth_yoy": 0.1279527559055118, "quarterly_earnings_growth_yoy": 0.13771517996870108, "revenue_growth_qoq": 0.0, "gross_margin": 0.4006482174021441, "operating_margin": 0.24507604088755922, "net_margin": 0.181251558214909, "roa_ttm": 0.1796926310258768, "roe_ttm": 0.9080650514437438, "debt_to_ebitda": 1.8496605237633366, "net_debt_to_ebitda": 1.6619786614936953, "interest_coverage": 79.3076923076923, "debt_to_equity": 2.5316959840690343, "current_ratio": 1.4107468123861566, "quick_ratio": 0.9537795992714025, "fcf_to_ebitda": 0.47914645974781767, "capex_to_revenue": 0.021419437340153454, "working_capital_to_revenue": 0.1153452685421995, "capital_efficiency": 0.5438788412348103, "financial_health": -1.9206229200152813, "margin_quality": 0.2756586055015375, "growth_momentum": 0.13283396793710645, "company_age_years": 34.902121834360024, "ebitda": 4124000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 16.67633711790393, "revenue_cagr_3y": 0.026285996598716554, "revenue_cagr_5y": 0.01627845294604735, "earnings_cagr_3y": -0.11310117345829995, "quarterly_revenue_growth_yoy": 0.014849692140528795, "quarterly_earnings_growth_yoy": -0.6179190751445087, "revenue_growth_qoq": -0.00189978627404417, "gross_margin": 0.41143231025458005, "operating_margin": 0.20235546038543897, "net_margin": 0.0786343088270283, "roa_ttm": 0.10687229031338603, "roe_ttm": 1.1475515463917525, "debt_to_ebitda": 1.8690829694323143, "net_debt_to_ebitda": 1.3085589519650656, "interest_coverage": 48.723404255319146, "debt_to_equity": 3.447326030927835, "current_ratio": 1.5653802497162315, "quick_ratio": 1.2083995459704882, "fcf_to_ebitda": 1.0185152838427947, "capex_to_revenue": 0.016050058431088296, "working_capital_to_revenue": 0.14736468395437938, "capital_efficiency": 0.6272119183525693, "financial_health": -3.0773658348931776, "margin_quality": 0.2308073598223491, "growth_momentum": -0.30153469150198997, "company_age_years": 33.24572210814511, "ebitda": 1145000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 37.714947879038085, "revenue_cagr_3y": 0.029599357905125467, "revenue_cagr_5y": 0.03057986898113252, "earnings_cagr_3y": -0.4619315155371083, "quarterly_revenue_growth_yoy": 0.01841838458938831, "quarterly_earnings_growth_yoy": -0.8701204819277109, "revenue_growth_qoq": -0.026594885598923285, "gross_margin": 0.3672916320999945, "operating_margin": 0.13030252751507107, "net_margin": 0.02981029810298103, "roa_ttm": 0.06021184265783211, "roe_ttm": 0.2451181521161006, "debt_to_ebitda": 4.32810403550418, "net_debt_to_ebitda": 3.8708845082051813, "interest_coverage": 32.18936877076412, "debt_to_equity": 1.593154015652306, "current_ratio": 1.084984806447351, "quick_ratio": 0.7774144536926939, "fcf_to_ebitda": 0.6132727835689957, "capex_to_revenue": 0.020516603149885942, "working_capital_to_revenue": 0.0351459520004371, "capital_efficiency": 0.15266499738696637, "financial_health": -1.275427261216654, "margin_quality": 0.17580148590601555, "growth_momentum": -0.4258510486691613, "company_age_years": 35.24435318275154, "ebitda": 968900000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 26.39820832515217, "revenue_cagr_3y": 0.057348929374726465, "revenue_cagr_5y": 0.04230609609167968, "earnings_cagr_3y": 0.04453173673923705, "quarterly_revenue_growth_yoy": 0.06498566094908284, "quarterly_earnings_growth_yoy": 0.098046443051972, "revenue_growth_qoq": 0.08854598750069133, "gross_margin": 0.4034142871659384, "operating_margin": 0.17899603698811095, "net_margin": 0.15135656945432374, "roa_ttm": 0.0622042796692562, "roe_ttm": 0.28094680495148877, "debt_to_ebitda": 4.0766738660907125, "net_debt_to_ebitda": 3.6025917926565874, "interest_coverage": 34.06688963210702, "debt_to_equity": 1.7365757778521245, "current_ratio": 1.0643362184566623, "quick_ratio": 0.7628916250152383, "fcf_to_ebitda": 0.4749656391125074, "capex_to_revenue": 0.019352237602472785, "working_capital_to_revenue": 0.02836984276306948, "capital_efficiency": 0.17157554231037248, "financial_health": -1.4039734748141837, "margin_quality": 0.24458896453612436, "growth_momentum": 0.08151605200052742, "company_age_years": 35.493497604380565, "ebitda": 1018600000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "ROK", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 19.76325964153707, "revenue_cagr_3y": 0.07127587380158995, "revenue_cagr_5y": 0.049749553474894403, "earnings_cagr_3y": 2.4715933675964123, "quarterly_revenue_growth_yoy": 0.17657149181053564, "quarterly_earnings_growth_yoy": 3.3171974522292995, "revenue_growth_qoq": 0.0803272025200691, "gross_margin": 0.4168743827305648, "operating_margin": 0.20585053849409773, "net_margin": 0.15938484691718008, "roa_ttm": 0.08664615613410542, "roe_ttm": 0.342016436747872, "debt_to_ebitda": 2.7334542157751587, "net_debt_to_ebitda": 2.3912406722923496, "interest_coverage": 43.850152905198776, "debt_to_equity": 1.4380319929556795, "current_ratio": 1.010777672022843, "quick_ratio": 0.7156654162700856, "fcf_to_ebitda": 0.47562591533579746, "capex_to_revenue": 0.018182755376863702, "working_capital_to_revenue": 0.004961276272212987, "capital_efficiency": 0.21433129644098872, "financial_health": -1.0065623991531236, "margin_quality": 0.2607032560472809, "growth_momentum": 1.7468844720199175, "company_age_years": 35.74537987679671, "ebitda": 1433900000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 17.606712666486665, "revenue_cagr_3y": 0.04389330696797855, "revenue_cagr_5y": 0.03675861409905323, "earnings_cagr_3y": -0.32216683045128625, "quarterly_revenue_growth_yoy": 0.05783545755113392, "quarterly_earnings_growth_yoy": -0.7447844958230403, "revenue_growth_qoq": 0.02482510834142728, "gross_margin": 0.27974641771685205, "operating_margin": 0.1811911270557176, "net_margin": 0.030763172925752515, "roa_ttm": 0.05071723292022342, "roe_ttm": 0.14871195345484992, "debt_to_ebitda": 4.703554583535458, "net_debt_to_ebitda": 4.484031046372897, "interest_coverage": 34.24633085449698, "debt_to_equity": 1.2974819990617101, "current_ratio": 2.055980576579049, "quick_ratio": 1.6780265211753314, "fcf_to_ebitda": 0.9061553564170808, "capex_to_revenue": 0.014503195388512942, "working_capital_to_revenue": 0.39008188829278845, "capital_efficiency": 0.09971459318753667, "financial_health": -1.0819487314854697, "margin_quality": 0.16390023923277405, "growth_momentum": -0.34347451913595317, "company_age_years": 36.99657768651608, "ebitda": 2440736000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "PH", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 18.42613555613312, "revenue_cagr_3y": 0.0827570238460158, "revenue_cagr_5y": 0.04697673673191183, "earnings_cagr_3y": 0.04616786921142757, "quarterly_revenue_growth_yoy": 0.12489764960166727, "quarterly_earnings_growth_yoy": -0.13990695035209472, "revenue_growth_qoq": 0.010731805860407008, "gross_margin": 0.3395689588981224, "operating_margin": 0.14210890018959194, "net_margin": 0.09167437437614803, "roa_ttm": 0.04181902484290804, "roe_ttm": 0.1429594291414537, "debt_to_ebitda": 5.724438193265288, "net_debt_to_ebitda": 5.518520826347217, "interest_coverage": 20.708711818938145, "debt_to_equity": 1.5936026858024077, "current_ratio": 1.303547487882608, "quick_ratio": 0.7342897640682139, "fcf_to_ebitda": 0.905701162845039, "capex_to_revenue": 0.01625048510327296, "working_capital_to_revenue": 0.10220196779563318, "capital_efficiency": 0.09238922699218087, "financial_health": -1.379963972113956, "margin_quality": 0.19111741115462078, "growth_momentum": -0.007504650375213723, "company_age_years": 37.24845995893224, "ebitda": 2439362000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "NOC", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 15.098370826426711, "revenue_cagr_3y": 0.11211369889698641, "revenue_cagr_5y": 0.07670302484891844, "earnings_cagr_3y": 0.10691239442655243, "quarterly_revenue_growth_yoy": 0.05263157894736842, "quarterly_earnings_growth_yoy": 0.005793742757821553, "revenue_growth_qoq": -0.011581240683407866, "gross_margin": 0.19976798143851507, "operating_margin": 0.10835266821345707, "net_margin": 0.10069605568445476, "roa_ttm": 0.052149156308589684, "roe_ttm": 0.24862061355109247, "debt_to_ebitda": 3.8098508169547713, "net_debt_to_ebitda": 3.033625384797537, "interest_coverage": 33.784, "debt_to_equity": 1.7754358861178547, "current_ratio": 1.28996757394124, "quick_ratio": 1.21283285840621, "fcf_to_ebitda": 0.7021075065119583, "capex_to_revenue": 0.036531279178338004, "working_capital_to_revenue": 0.08610527544351074, "capital_efficiency": 0.1503848849298411, "financial_health": -1.5020333860574853, "margin_quality": 0.13627223511214231, "growth_momentum": 0.029212660852594986, "company_age_years": 38.247775496235455, "ebitda": 4223000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "GD", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 13.076413655437921, "revenue_cagr_3y": 0.007255228754129872, "revenue_cagr_5y": 0.05644949474967276, "earnings_cagr_3y": -0.004032301860978138, "quarterly_revenue_growth_yoy": 0.0425376254180602, "quarterly_earnings_growth_yoy": 0.04883720930232558, "revenue_growth_qoq": 0.08553705517466537, "gross_margin": 0.16691729323308271, "operating_margin": 0.11007518796992481, "net_margin": 0.09042606516290727, "roa_ttm": 0.0655372094843102, "roe_ttm": 0.18979094668857288, "debt_to_ebitda": 2.2691049085659287, "net_debt_to_ebitda": 1.7886429258902792, "interest_coverage": 60.406976744186046, "debt_to_equity": 0.667837516288029, "current_ratio": 1.3414011111820678, "quick_ratio": 0.941822594035379, "fcf_to_ebitda": 0.8829643888354187, "capex_to_revenue": 0.025870057660626028, "working_capital_to_revenue": 0.13761326194398682, "capital_efficiency": 0.12766407808644153, "financial_health": -0.4745963228605632, "margin_quality": 0.12247284878863825, "growth_momentum": 0.04568741736019289, "company_age_years": 45.738535249828885, "ebitda": 5195000000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 18.367644054269753, "revenue_cagr_3y": 0.4591624450983969, "revenue_cagr_5y": 0.31265616286490894, "earnings_cagr_3y": 0.3667222646738859, "quarterly_revenue_growth_yoy": -0.3746958637469586, "quarterly_earnings_growth_yoy": -0.10699588477366255, "revenue_growth_qoq": -0.04263245033112583, "gross_margin": 0.287073065283182, "operating_margin": 0.11889321227842628, "net_margin": 0.046908776480760916, "roa_ttm": 0.03429996063508726, "roe_ttm": 0.059685816056260846, "debt_to_ebitda": 2.8699122106943338, "net_debt_to_ebitda": 2.605347166799681, "interest_coverage": 36.85294117647059, "debt_to_equity": 0.3284318202575578, "current_ratio": 1.407573687292602, "quick_ratio": 1.2143275424555924, "fcf_to_ebitda": 0.6005586592178771, "capex_to_revenue": 0.017646312047733908, "working_capital_to_revenue": 0.13253776818585755, "capital_efficiency": 0.046992888345674055, "financial_health": -0.2700242175646847, "margin_quality": 0.15095835134745642, "growth_momentum": -0.2408458742603106, "company_age_years": 38.247775496235455, "ebitda": 2506000000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "LHX", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 14.820216006646358, "revenue_cagr_3y": 0.30396387312241924, "revenue_cagr_5y": 0.2180867750908151, "earnings_cagr_3y": 0.2067816682829562, "quarterly_revenue_growth_yoy": -0.11418166238217652, "quarterly_earnings_growth_yoy": 0.14043583535108958, "revenue_growth_qoq": 0.007799171338045333, "gross_margin": 0.2969770253929867, "operating_margin": 0.12333736396614269, "net_margin": 0.11390568319226119, "roa_ttm": 0.05597867479055598, "roe_ttm": 0.10012574662055958, "debt_to_ebitda": 1.9512600387704238, "net_debt_to_ebitda": 1.8349487676543894, "interest_coverage": 53.8955223880597, "debt_to_equity": 0.3691711201928115, "current_ratio": 1.266994266994267, "quick_ratio": 1.0128992628992628, "fcf_to_ebitda": 0.4882304070894489, "capex_to_revenue": 0.019682464173158113, "working_capital_to_revenue": 0.07754058393292501, "capital_efficiency": 0.07805221070555778, "financial_health": -0.34303598648278466, "margin_quality": 0.1780733575171302, "growth_momentum": 0.013127086484456534, "company_age_years": 40.49555099247091, "ebitda": 3611000000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "TXT", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 19.279962416666667, "revenue_cagr_3y": -0.044087470834603404, "revenue_cagr_5y": -0.014237372649091418, "earnings_cagr_3y": -0.0328108066303997, "quarterly_revenue_growth_yoy": 0.036730284479654304, "quarterly_earnings_growth_yoy": 2.42, "revenue_growth_qoq": -0.214889555494955, "gross_margin": 0.1663772143105245, "operating_margin": 0.06286905175408128, "net_margin": 0.05939562348037513, "roa_ttm": 0.02702532838916473, "roe_ttm": 0.06216567876246928, "debt_to_ebitda": 3.8072916666666665, "net_debt_to_ebitda": 1.5927083333333334, "interest_coverage": 24.0, "debt_to_equity": 0.5284082694809888, "current_ratio": 2.463889721306563, "quick_ratio": 1.3661971830985915, "fcf_to_ebitda": 1.0666666666666667, "capex_to_revenue": 0.027227090955500723, "working_capital_to_revenue": 0.41563856036756575, "capital_efficiency": 0.044595503575817, "financial_health": -0.39377801853517147, "margin_quality": 0.0962139631816603, "growth_momentum": 1.2283651422398272, "company_age_years": 37.43189596167009, "ebitda": 960000000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 28.81512959331372, "revenue_cagr_3y": 0.09399889612326984, "revenue_cagr_5y": 0.07236600953087158, "earnings_cagr_3y": 0.2649850113537957, "quarterly_revenue_growth_yoy": -0.0034498002587854846, "quarterly_earnings_growth_yoy": -0.0010950848690773536, "revenue_growth_qoq": -0.021642756781073438, "gross_margin": 0.2723949830052544, "operating_margin": 0.18551415688641676, "net_margin": 0.1348813608760295, "roa_ttm": 0.15638480035252986, "roe_ttm": 0.20403249416703773, "debt_to_ebitda": 0.041641180721798975, "net_debt_to_ebitda": 0.0, "interest_coverage": 10806.61, "debt_to_equity": 0.014920181999695628, "current_ratio": 1.9402654712289427, "quick_ratio": 2.9386731108231476, "fcf_to_ebitda": 0.4820531137886904, "capex_to_revenue": 0.11223318450746317, "working_capital_to_revenue": 0.09808599912365586, "capital_efficiency": 0.1802086472597838, "financial_health": 0.09071747650436368, "margin_quality": 0.19759683358923355, "growth_momentum": -0.0022724425639314193, "company_age_years": 28.435318275154003, "ebitda": 1080661000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 38.36515951393469, "revenue_cagr_3y": 0.14755886386390804, "revenue_cagr_5y": 0.14703132180519596, "earnings_cagr_3y": 0.3100419044872178, "quarterly_revenue_growth_yoy": 0.3291256663249047, "quarterly_earnings_growth_yoy": 0.5035739545242502, "revenue_growth_qoq": 0.061631160315324195, "gross_margin": 0.3378753472964309, "operating_margin": 0.27090323787134, "net_margin": 0.20019702393673863, "roa_ttm": 0.24028183329274877, "roe_ttm": 0.32391309125920165, "debt_to_ebitda": 0.05586788592892357, "net_debt_to_ebitda": 0.0, "interest_coverage": 24507.671232876713, "debt_to_equity": 0.028530471351782757, "current_ratio": 2.2139057304233005, "quick_ratio": 3.3915650989636985, "fcf_to_ebitda": 0.39025298201290065, "capex_to_revenue": 0.1053540433755049, "working_capital_to_revenue": 0.12481773448563939, "capital_efficiency": 0.2820974622759752, "financial_health": 0.026972688950166357, "margin_quality": 0.2696585363681699, "growth_momentum": 0.41634981042457747, "company_age_years": 30.43394934976044, "ebitda": 1789060000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 30.0649623437529, "revenue_cagr_3y": 0.16276303598719655, "revenue_cagr_5y": 0.14700075190804118, "earnings_cagr_3y": 0.29275532832680073, "quarterly_revenue_growth_yoy": 0.2637840123873643, "quarterly_earnings_growth_yoy": 0.395072261625664, "revenue_growth_qoq": 0.11365142124385552, "gross_margin": 0.36824836516640996, "operating_margin": 0.3050799785060764, "net_margin": 0.225541066348096, "roa_ttm": 0.25892854349108974, "roe_ttm": 0.34908005981165013, "debt_to_ebitda": 0.05160310088404932, "net_debt_to_ebitda": 0.0, "interest_coverage": 9093.877934272301, "debt_to_equity": 0.028110181901323153, "current_ratio": 1.9247569956286275, "quick_ratio": 3.0412669657326425, "fcf_to_ebitda": 0.4405465989604522, "capex_to_revenue": 0.11163452121225104, "working_capital_to_revenue": 0.09722161786551327, "capital_efficiency": 0.30400430165136993, "financial_health": 0.018427911086832033, "margin_quality": 0.29962313667352747, "growth_momentum": 0.3294281370065142, "company_age_years": 30.68309377138946, "ebitda": 1936996000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "ODFL", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 26.86679533410848, "revenue_cagr_3y": 0.15218778268661426, "revenue_cagr_5y": 0.1293343266406477, "earnings_cagr_3y": 0.3199749944262944, "quarterly_revenue_growth_yoy": 0.14545522075703227, "quarterly_earnings_growth_yoy": 0.3166651548664848, "revenue_growth_qoq": -0.038236874553209454, "gross_margin": 0.3794661062923632, "operating_margin": 0.30933659248358475, "net_margin": 0.23533288852583728, "roa_ttm": 0.2768503840779583, "roe_ttm": 0.3743598535202084, "debt_to_ebitda": 0.0486906345579342, "net_debt_to_ebitda": 0.0, "interest_coverage": 2059.1183550651954, "debt_to_equity": 0.028092811754356874, "current_ratio": 1.738073004894209, "quick_ratio": 2.7607014876581153, "fcf_to_ebitda": 0.4871323627907475, "capex_to_revenue": 0.10846339145487714, "working_capital_to_revenue": 0.07636949454066631, "capital_efficiency": 0.3256051187990834, "financial_health": 0.022572598385059654, "margin_quality": 0.3080451957672617, "growth_momentum": 0.23106018781175852, "company_age_years": 30.934976043805612, "ebitda": 2052941000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2020-03-31", "company_multiple": 29.831705515430073, "revenue_cagr_3y": 0.09272410507538731, "revenue_cagr_5y": 0.07474698481906916, "earnings_cagr_3y": 0.14717315380256624, "quarterly_revenue_growth_yoy": 0.04406935003436951, "quarterly_earnings_growth_yoy": 0.04379185986604843, "revenue_growth_qoq": 0.070561516171979, "gross_margin": 0.4658376005852231, "operating_margin": 0.19846378931967812, "net_margin": 0.14820775420629115, "roa_ttm": 0.20316669631738124, "roe_ttm": 0.30091093879394715, "debt_to_ebitda": 0.4525607353906763, "net_debt_to_ebitda": 0.32066644780039394, "interest_coverage": 553.8181818181819, "debt_to_equity": 0.20755853346382594, "current_ratio": 4.245864920744315, "quick_ratio": 1.9276361130254998, "fcf_to_ebitda": 0.5237196323046619, "capex_to_revenue": 0.04466372370812776, "working_capital_to_revenue": 0.34942686500723374, "capital_efficiency": 0.2520388175556642, "financial_health": -0.12858534582555972, "margin_quality": 0.2708363813703975, "growth_momentum": 0.043930604950208965, "company_age_years": 30.015058179329227, "ebitda": 1218400000.0, "spy_multiple": 20.0, "sector_multiple": 11.146482800842286, "sector_premium_over_spy": -0.4426758599578857}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2022-03-31", "company_multiple": 46.897595204032974, "revenue_cagr_3y": 0.09182232309206251, "revenue_cagr_5y": 0.10217771691987143, "earnings_cagr_3y": 0.11574457571328178, "quarterly_revenue_growth_yoy": 0.20261115031757235, "quarterly_earnings_growth_yoy": 0.2801519468186135, "revenue_growth_qoq": 0.11240942620275475, "gross_margin": 0.4655243236899243, "operating_margin": 0.21008156798309957, "net_margin": 0.15820667801185376, "roa_ttm": 0.22029686345624286, "roe_ttm": 0.31317632081476765, "debt_to_ebitda": 0.3108522378908645, "net_debt_to_ebitda": 0.15130458478097963, "interest_coverage": 611.625, "debt_to_equity": 0.14522597071928708, "current_ratio": 4.069751844399732, "quick_ratio": 1.922468142186452, "fcf_to_ebitda": 0.38551672457251857, "capex_to_revenue": 0.02531002397624605, "working_capital_to_revenue": 0.3633750932850633, "capital_efficiency": 0.26673659213550527, "financial_health": -0.05259619964168826, "margin_quality": 0.2779375232282925, "growth_momentum": 0.2413815485680929, "company_age_years": 32.01368925393566, "ebitda": 1467900000.0, "spy_multiple": 12.0, "sector_multiple": 14.166437554131301, "sector_premium_over_spy": 0.18053646284427516}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2022-06-30", "company_multiple": 37.77893173527879, "revenue_cagr_3y": 0.09132743760994044, "revenue_cagr_5y": 0.09661909045145234, "earnings_cagr_3y": 0.1195474911076293, "quarterly_revenue_growth_yoy": 0.17967765470584335, "quarterly_earnings_growth_yoy": 0.19774718397997496, "revenue_growth_qoq": 0.043718091661287484, "gross_margin": 0.46530979422017316, "operating_margin": 0.21556280220398066, "net_margin": 0.161419093669178, "roa_ttm": 0.2245933410273719, "roe_ttm": 0.3244722685374524, "debt_to_ebitda": 0.38985148514851486, "net_debt_to_ebitda": 0.22837415320479415, "interest_coverage": 548.2857142857143, "debt_to_equity": 0.18828451882845187, "current_ratio": 3.713427561837456, "quick_ratio": 1.7520612485276796, "fcf_to_ebitda": 0.34699062011464304, "capex_to_revenue": 0.02623005724028742, "working_capital_to_revenue": 0.35070332480818417, "capital_efficiency": 0.27453280478241215, "financial_health": -0.043542480129847544, "margin_quality": 0.28076389669777724, "growth_momentum": 0.18871241934290917, "company_age_years": 32.26283367556468, "ebitda": 1535200000.0, "spy_multiple": 12.0, "sector_multiple": 12.152090868217055, "sector_premium_over_spy": 0.01267423901808784}, {"ticker": "FAST", "sector": "Industrials", "quarter_date": "2022-09-30", "company_multiple": 33.38836609490422, "revenue_cagr_3y": 0.09333136404275577, "revenue_cagr_5y": 0.09733590009666693, "earnings_cagr_3y": 0.100556489026699, "quarterly_revenue_growth_yoy": 0.159696306781624, "quarterly_earnings_growth_yoy": 0.16878850102669404, "revenue_growth_qoq": 0.013381311143596086, "gross_margin": 0.45855525965379496, "operating_margin": 0.2103861517976032, "net_margin": 0.1579005770084332, "roa_ttm": 0.23177162121277609, "roe_ttm": 0.3392698975072757, "debt_to_ebitda": 0.40547139101039187, "net_debt_to_ebitda": 0.26054839113559536, "interest_coverage": 389.609756097561, "debt_to_equity": 0.2048905478932051, "current_ratio": 3.981559930226763, "quick_ratio": 1.8907301270869674, "fcf_to_ebitda": 0.38975835733066233, "capex_to_revenue": 0.025363062930908023, "working_capital_to_revenue": 0.351034179257738, "capital_efficiency": 0.2855207593600259, "financial_health": -0.07799291115192244, "margin_quality": 0.27561399615327714, "growth_momentum": 0.164242403904159, "company_age_years": 32.51471594798083, "ebitda": 1597400000.0, "spy_multiple": 12.0, "sector_multiple": 10.747331936416185, "sector_premium_over_spy": -0.10438900529865125}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 17.539935771883016, "revenue_cagr_3y": 0.12108350791813072, "revenue_cagr_5y": 0.07897035120699836, "earnings_cagr_3y": 1.9441722842879416, "quarterly_revenue_growth_yoy": 0.13543621618829527, "quarterly_earnings_growth_yoy": 1.337865916204203, "revenue_growth_qoq": -0.17446507328159006, "gross_margin": 0.29620137993782697, "operating_margin": 0.20184419417113328, "net_margin": 0.10368547215920026, "roa_ttm": 0.026642592685390053, "roe_ttm": 0.049655964229619404, "debt_to_ebitda": 2.4396139907414933, "net_debt_to_ebitda": 2.089697632650648, "interest_coverage": 22.145674768802685, "debt_to_equity": 0.44462963844364, "current_ratio": 3.068332206439421, "quick_ratio": 2.086454923771992, "fcf_to_ebitda": 0.26375656878469167, "capex_to_revenue": 0.08452562853922689, "working_capital_to_revenue": 0.21363919675785706, "capital_efficiency": 0.03814927845750473, "financial_health": -0.41038308408418245, "margin_quality": 0.20057701542272013, "growth_momentum": 0.7366510661962491, "company_age_years": 27.98631074606434, "ebitda": 811794000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 19.64060045092898, "revenue_cagr_3y": 0.09005481612786959, "revenue_cagr_5y": 0.06390455590307198, "earnings_cagr_3y": 0.630456619793297, "quarterly_revenue_growth_yoy": 0.06890742596434313, "quarterly_earnings_growth_yoy": 1.5893650595905486, "revenue_growth_qoq": 0.2677746154906138, "gross_margin": 0.3053682752854493, "operating_margin": 0.223432707130353, "net_margin": 0.1303362683876362, "roa_ttm": 0.042982043791200436, "roe_ttm": 0.07954893264195033, "debt_to_ebitda": 2.12967591762114, "net_debt_to_ebitda": 2.0309592069321467, "interest_coverage": 27.92928929289293, "debt_to_equity": 0.4426236864388901, "current_ratio": 3.0762689447453693, "quick_ratio": 2.030615189462483, "fcf_to_ebitda": 0.21587123925982338, "capex_to_revenue": 0.09433792273330344, "working_capital_to_revenue": 0.19148099214425868, "capital_efficiency": 0.06126548821657538, "financial_health": -0.43150870549819254, "margin_quality": 0.21971241693447952, "growth_momentum": 0.8291362427774459, "company_age_years": 28.484599589322382, "ebitda": 930967000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 18.167007996588346, "revenue_cagr_3y": 0.07409409619562735, "revenue_cagr_5y": 0.05792662874976551, "earnings_cagr_3y": 0.50863172653027, "quarterly_revenue_growth_yoy": -0.029197080291970802, "quarterly_earnings_growth_yoy": 0.14715883849602196, "revenue_growth_qoq": 0.0536304966947979, "gross_margin": 0.3017527327553713, "operating_margin": 0.22524252583966511, "net_margin": 0.1408772591108378, "roa_ttm": 0.04481229851096274, "roe_ttm": 0.08315885763004638, "debt_to_ebitda": 2.083724164444225, "net_debt_to_ebitda": 1.9415386683836975, "interest_coverage": 28.739690877256535, "debt_to_equity": 0.44044920370251134, "current_ratio": 2.9834391763089063, "quick_ratio": 2.0468064237265593, "fcf_to_ebitda": 0.2159614550366532, "capex_to_revenue": 0.10117115621063368, "working_capital_to_revenue": 0.2001261959117445, "capital_efficiency": 0.06398557807050456, "financial_health": -0.4242244227061397, "margin_quality": 0.22262417256862474, "growth_momentum": 0.05898087910202558, "company_age_years": 28.736481861738536, "ebitda": 952031000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 19.539555848218306, "revenue_cagr_3y": 0.08670526410399049, "revenue_cagr_5y": 0.07269914617119477, "earnings_cagr_3y": 1.471162434185521, "quarterly_revenue_growth_yoy": 0.018300798450923556, "quarterly_earnings_growth_yoy": 0.541850418504185, "revenue_growth_qoq": -0.13407463249151905, "gross_margin": 0.27458435188218666, "operating_margin": 0.1990884035492466, "net_margin": 0.15699436638433675, "roa_ttm": 0.05000017742765388, "roe_ttm": 0.09244641196585832, "debt_to_ebitda": 2.0758583940352633, "net_debt_to_ebitda": 1.8047296207970152, "interest_coverage": 28.190709479400308, "debt_to_equity": 0.4336576069508074, "current_ratio": 3.008395031216084, "quick_ratio": 2.079928756407088, "fcf_to_ebitda": 0.3082450634098746, "capex_to_revenue": 0.09746185772296737, "working_capital_to_revenue": 0.20809415400870718, "capital_efficiency": 0.07122329469675609, "financial_health": -0.4029932407884365, "margin_quality": 0.21022237393859, "growth_momentum": 0.2800756084775543, "company_age_years": 28.98836413415469, "ebitda": 955214000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 18.916887123178938, "revenue_cagr_3y": 0.11081579891891957, "revenue_cagr_5y": 0.07998396015017151, "earnings_cagr_3y": -0.05948594491888293, "quarterly_revenue_growth_yoy": 0.04319436936220731, "quarterly_earnings_growth_yoy": 1.3737581906573664, "revenue_growth_qoq": -0.09810830563109554, "gross_margin": 0.2009594476507885, "operating_margin": 0.08938968257193952, "net_margin": 0.057055001219313936, "roa_ttm": 0.051313972355095716, "roe_ttm": 0.09925452816461654, "debt_to_ebitda": 2.4074659352107552, "net_debt_to_ebitda": 2.1108903973674202, "interest_coverage": 28.39441248972884, "debt_to_equity": 0.5152643548287557, "current_ratio": 3.208003369373064, "quick_ratio": 2.2010734334909032, "fcf_to_ebitda": 0.3317565277065798, "capex_to_revenue": 0.10340921096294425, "working_capital_to_revenue": 0.2198083617013588, "capital_efficiency": 0.07528425025985613, "financial_health": -0.4824172345662316, "margin_quality": 0.11580137714734733, "growth_momentum": 0.7084762800097868, "company_age_years": 29.234770704996578, "ebitda": 967568000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 20.192733612229524, "revenue_cagr_3y": 0.09219774869747854, "revenue_cagr_5y": 0.08228801800144958, "earnings_cagr_3y": 0.37746091256575043, "quarterly_revenue_growth_yoy": 0.07727431871031798, "quarterly_earnings_growth_yoy": -0.03664531028233728, "revenue_growth_qoq": 0.309191340838888, "gross_margin": 0.2813614768865394, "operating_margin": 0.18623679740153654, "net_margin": 0.11655346573363615, "roa_ttm": 0.04499884143201232, "roe_ttm": 0.09650716281074917, "debt_to_ebitda": 3.4941323887322584, "net_debt_to_ebitda": 2.3104485493102507, "interest_coverage": 24.82062150565596, "debt_to_equity": 0.7246835360522057, "current_ratio": 2.3599357523766114, "quick_ratio": 1.9549542932383372, "fcf_to_ebitda": 0.2680619857785992, "capex_to_revenue": 0.11932780151410911, "working_capital_to_revenue": 0.3403485343472449, "capital_efficiency": 0.07075300212138075, "financial_health": -0.4959680162901721, "margin_quality": 0.19471724667390403, "growth_momentum": 0.02031450421399035, "company_age_years": 29.4839151266256, "ebitda": 954477000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 18.88750596983846, "revenue_cagr_3y": 0.07811799380873374, "revenue_cagr_5y": 0.0847540275203118, "earnings_cagr_3y": 0.1749576298436193, "quarterly_revenue_growth_yoy": 0.0858759696073958, "quarterly_earnings_growth_yoy": -0.23548836816312735, "revenue_growth_qoq": 0.062043360112848445, "gross_margin": 0.2774767861954938, "operating_margin": 0.20779654978693085, "net_margin": 0.09918471931050547, "roa_ttm": 0.04350847210195126, "roe_ttm": 0.08765832524747424, "debt_to_ebitda": 2.916071064128238, "net_debt_to_ebitda": 2.1896797680232143, "interest_coverage": 11.765690325568922, "debt_to_equity": 0.6007924213053458, "current_ratio": 4.22280933722344, "quick_ratio": 3.338528737076957, "fcf_to_ebitda": 0.2788051828039645, "capex_to_revenue": 0.11346486060996677, "working_capital_to_revenue": 0.3521792074552668, "capital_efficiency": 0.06558339867471275, "financial_health": -0.5254811591632731, "margin_quality": 0.19481935176431006, "growth_momentum": -0.07480619927786578, "company_age_years": 29.73579739904175, "ebitda": 965269000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 21.41021386647719, "revenue_cagr_3y": 0.0898915368466553, "revenue_cagr_5y": 0.0994619346841763, "earnings_cagr_3y": 1.0499798315948596, "quarterly_revenue_growth_yoy": 0.11972406967446911, "quarterly_earnings_growth_yoy": 1.389939584975046, "revenue_growth_qoq": -0.10708266535125581, "gross_margin": 0.24889359481938433, "operating_margin": 0.1547166722933227, "net_margin": 0.3350888500138109, "roa_ttm": 0.06325006778089301, "roe_ttm": 0.12098972547808938, "debt_to_ebitda": 3.368620373601517, "net_debt_to_ebitda": 3.2197368476373467, "interest_coverage": 6.749826179496275, "debt_to_equity": 0.6449857141218376, "current_ratio": 1.4883877851658276, "quick_ratio": 1.0036462379804054, "fcf_to_ebitda": 0.19457045916072097, "capex_to_revenue": 0.1181313709805115, "working_capital_to_revenue": 0.09953715604159684, "capital_efficiency": 0.09211989662949119, "financial_health": -0.5513166424921672, "margin_quality": 0.24623303904217264, "growth_momentum": 0.7548318273247575, "company_age_years": 29.987679671457904, "ebitda": 951388000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 19.98873398914778, "revenue_cagr_3y": 0.10267575034888177, "revenue_cagr_5y": 0.10191901720033081, "earnings_cagr_3y": 0.49104225094670606, "quarterly_revenue_growth_yoy": 0.16433263514503335, "quarterly_earnings_growth_yoy": 0.3288940310806649, "revenue_growth_qoq": 0.40454946551913806, "gross_margin": 0.2692861148305505, "operating_margin": 0.19185335845239473, "net_margin": 0.13302659415356902, "roa_ttm": 0.06589844937176885, "roe_ttm": 0.12921804634079787, "debt_to_ebitda": 3.0763284067160996, "net_debt_to_ebitda": 3.0223330610307553, "interest_coverage": 30.673174106605703, "debt_to_equity": 0.6248078428404403, "current_ratio": 1.457511493035196, "quick_ratio": 0.9601402322751036, "fcf_to_ebitda": 0.34276585541419574, "capex_to_revenue": 0.10073058497684663, "working_capital_to_revenue": 0.08999789184434542, "capital_efficiency": 0.09755824785628336, "financial_health": -0.5475064052865475, "margin_quality": 0.1980553558121714, "growth_momentum": 0.2466133331128491, "company_age_years": 30.483230663928815, "ebitda": 1019699000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 17.081119193201665, "revenue_cagr_3y": 0.06096315301883881, "revenue_cagr_5y": 0.08797612131356769, "earnings_cagr_3y": 0.1310809399293853, "quarterly_revenue_growth_yoy": 0.13289486304654635, "quarterly_earnings_growth_yoy": 0.6499599370043931, "revenue_growth_qoq": 0.033367467926952527, "gross_margin": 0.27668346238541136, "operating_margin": 0.2009229178912705, "net_margin": 0.144453663409926, "roa_ttm": 0.07283865796984194, "roe_ttm": 0.13978964158849108, "debt_to_ebitda": 2.830248855318753, "net_debt_to_ebitda": 2.7941113301110563, "interest_coverage": 31.36667958386741, "debt_to_equity": 0.5787551724332265, "current_ratio": 1.703195903912864, "quick_ratio": 1.1113026223358415, "fcf_to_ebitda": 0.3581013401656248, "capex_to_revenue": 0.10321320165755685, "working_capital_to_revenue": 0.11363800209348006, "capital_efficiency": 0.1063141497791665, "financial_health": -0.5360334845698095, "margin_quality": 0.20735334789553597, "growth_momentum": 0.3914274000254697, "company_age_years": 30.73511293634497, "ebitda": 1052258000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 14.491207055808825, "revenue_cagr_3y": 0.08269835511603718, "revenue_cagr_5y": 0.09849056685732682, "earnings_cagr_3y": 0.11742538195942931, "quarterly_revenue_growth_yoy": 0.11310294734472986, "quarterly_earnings_growth_yoy": -0.6213600532444298, "revenue_growth_qoq": -0.12268212227573523, "gross_margin": 0.25300745280304987, "operating_margin": 0.1713979267439734, "net_margin": 0.11398588480093232, "roa_ttm": 0.052461063879342525, "roe_ttm": 0.0991377313780403, "debt_to_ebitda": 2.629657620271726, "net_debt_to_ebitda": 2.5935072545423847, "interest_coverage": 33.78314980325168, "debt_to_equity": 0.5597605798147688, "current_ratio": 1.7909634055265122, "quick_ratio": 1.0784416231018172, "fcf_to_ebitda": 0.3283835043019811, "capex_to_revenue": 0.10702761136597969, "working_capital_to_revenue": 0.10874041638022948, "capital_efficiency": 0.07579939762869141, "financial_health": -0.5301214493395529, "margin_quality": 0.17946375478265186, "growth_momentum": -0.25412855294984993, "company_age_years": 30.986995208761122, "ebitda": 1107513000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 16.646886290188473, "revenue_cagr_3y": 0.09706041524917253, "revenue_cagr_5y": 0.11647887170294924, "earnings_cagr_3y": 0.4955283032057851, "quarterly_revenue_growth_yoy": 0.1662274100791832, "quarterly_earnings_growth_yoy": 0.19479416372524963, "revenue_growth_qoq": -0.08412871870424715, "gross_margin": 0.19234609552729473, "operating_margin": 0.10479864246355534, "net_margin": 0.06352062345523532, "roa_ttm": 0.05109561640781085, "roe_ttm": 0.1008439569892638, "debt_to_ebitda": 2.6035901600544102, "net_debt_to_ebitda": 2.5764571937378964, "interest_coverage": 34.509959312564526, "debt_to_equity": 0.567183143324333, "current_ratio": 1.643176922015685, "quick_ratio": 0.9921877724159992, "fcf_to_ebitda": 0.34627042693200744, "capex_to_revenue": 0.10219416712744972, "working_capital_to_revenue": 0.0937575277806876, "capital_efficiency": 0.07596978669853732, "financial_health": -0.5299699517642913, "margin_quality": 0.12022178714869514, "growth_momentum": 0.18051078690221642, "company_age_years": 31.23340177960301, "ebitda": 1136551000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 17.8501814754465, "revenue_cagr_3y": 0.11537400292894251, "revenue_cagr_5y": 0.1090926201045348, "earnings_cagr_3y": 0.16573259886233904, "quarterly_revenue_growth_yoy": 0.10626246197353499, "quarterly_earnings_growth_yoy": 0.2374289078746273, "revenue_growth_qoq": 0.3323305011184021, "gross_margin": 0.2790592928125861, "operating_margin": 0.20793684029760137, "net_margin": 0.14879918534709366, "roa_ttm": 0.053815733280512756, "roe_ttm": 0.1050052248490956, "debt_to_ebitda": 2.454130870164004, "net_debt_to_ebitda": 2.4322443461284284, "interest_coverage": 36.00308763432723, "debt_to_equity": 0.5434010612038059, "current_ratio": 1.891256321693581, "quick_ratio": 1.2260498984309542, "fcf_to_ebitda": 0.3457097166379958, "capex_to_revenue": 0.096241819072456, "working_capital_to_revenue": 0.12712197929816138, "capital_efficiency": 0.07941047906480417, "financial_health": -0.5154076685070567, "margin_quality": 0.21193177281909373, "growth_momentum": 0.17184568492408114, "company_age_years": 31.482546201232033, "ebitda": 1189362000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 18.351940796866472, "revenue_cagr_3y": 0.12063063898892268, "revenue_cagr_5y": 0.10184683266445016, "earnings_cagr_3y": 0.1494891056282852, "quarterly_revenue_growth_yoy": 0.1439779325381371, "quarterly_earnings_growth_yoy": 0.2040848223007407, "revenue_growth_qoq": 0.06859775157002956, "gross_margin": 0.28238994951922736, "operating_margin": 0.21383209821548144, "net_margin": 0.15204354794827588, "roa_ttm": 0.056983931095395464, "roe_ttm": 0.10836631188225553, "debt_to_ebitda": 2.2338363245256363, "net_debt_to_ebitda": 2.1612683404501234, "interest_coverage": 38.695530639500575, "debt_to_equity": 0.5021602280233675, "current_ratio": 2.473905440850091, "quick_ratio": 1.6712287309166722, "fcf_to_ebitda": 0.3840915658008797, "capex_to_revenue": 0.08854133245345992, "working_capital_to_revenue": 0.16331159731384695, "capital_efficiency": 0.0826751214888255, "financial_health": -0.4935777377708317, "margin_quality": 0.21608853189432822, "growth_momentum": 0.17403137741943892, "company_age_years": 31.734428473648187, "ebitda": 1245880000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 17.213048192685193, "revenue_cagr_3y": 0.10759166469670767, "revenue_cagr_5y": 0.0945499175907496, "earnings_cagr_3y": 0.009733341006593399, "quarterly_revenue_growth_yoy": 0.09016614171998084, "quarterly_earnings_growth_yoy": 0.13764493396332908, "revenue_growth_qoq": -0.163950441160508, "gross_margin": 0.24708553372586312, "operating_margin": 0.16319662235531365, "net_margin": 0.11895018513647491, "roa_ttm": 0.05800309950620695, "roe_ttm": 0.10986814499194839, "debt_to_ebitda": 2.2054999275220544, "net_debt_to_ebitda": 1.9903719187961848, "interest_coverage": 41.04603830022434, "debt_to_equity": 0.49527051292837937, "current_ratio": 2.5754691791628623, "quick_ratio": 1.7197192487158373, "fcf_to_ebitda": 0.4752873968377437, "capex_to_revenue": 0.07792371147448127, "working_capital_to_revenue": 0.1711798272424009, "capital_efficiency": 0.08393562224907766, "financial_health": -0.4697618609686278, "margin_quality": 0.1764107804058839, "growth_momentum": 0.11390553784165497, "company_age_years": 31.98631074606434, "ebitda": 1262453000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 17.13208250428494, "revenue_cagr_3y": 0.06330170035735239, "revenue_cagr_5y": 0.06510230529887995, "earnings_cagr_3y": -0.2955224601394708, "quarterly_revenue_growth_yoy": -0.009301506046442615, "quarterly_earnings_growth_yoy": -0.18835094583005535, "revenue_growth_qoq": -0.10288726534289139, "gross_margin": 0.2576258234272444, "operating_margin": 0.16715753893860963, "net_margin": 0.0974522580266339, "roa_ttm": 0.05001152999874646, "roe_ttm": 0.09697211023177874, "debt_to_ebitda": 2.575382041166757, "net_debt_to_ebitda": 1.637630389075675, "interest_coverage": 37.674536654468184, "debt_to_equity": 0.5454581653476681, "current_ratio": 2.173074720870312, "quick_ratio": 1.744994751407577, "fcf_to_ebitda": 0.5547430446103759, "capex_to_revenue": 0.07457421781220905, "working_capital_to_revenue": 0.2531004816725985, "capital_efficiency": 0.07349182011526259, "financial_health": -0.3575163569453992, "margin_quality": 0.17407854013082932, "growth_momentum": -0.09882622593824898, "company_age_years": 32.988364134154686, "ebitda": 1276564000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 17.139910273871816, "revenue_cagr_3y": 0.07728709806509504, "revenue_cagr_5y": 0.07196487033620791, "earnings_cagr_3y": 0.447262340735578, "quarterly_revenue_growth_yoy": 0.018163588571559277, "quarterly_earnings_growth_yoy": 1.665206279664111, "revenue_growth_qoq": -0.09090058113263423, "gross_margin": 0.21464008237386503, "operating_margin": 0.23354862866236076, "net_margin": 0.1503323036600206, "roa_ttm": 0.060428527560806015, "roe_ttm": 0.11160285262589914, "debt_to_ebitda": 1.9445568403794078, "net_debt_to_ebitda": 1.4408017468211245, "interest_coverage": 43.320815709969786, "debt_to_equity": 0.45440474062214964, "current_ratio": 3.5221054082568566, "quick_ratio": 2.742175143189887, "fcf_to_ebitda": 0.5836815050222502, "capex_to_revenue": 0.06566891255001145, "working_capital_to_revenue": 0.29269584756323164, "capital_efficiency": 0.08601569009335258, "financial_health": -0.38814973429128374, "margin_quality": 0.1995070048987488, "growth_momentum": 0.8416849341178351, "company_age_years": 33.23477070499658, "ebitda": 1433919000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 17.634631434007083, "revenue_cagr_3y": 0.04281534047485702, "revenue_cagr_5y": 0.0730133423639232, "earnings_cagr_3y": 0.06948810821563, "quarterly_revenue_growth_yoy": 0.02905317278793263, "quarterly_earnings_growth_yoy": -0.06962785114045618, "revenue_growth_qoq": 0.2739867078535992, "gross_margin": 0.29272593681116826, "operating_margin": 0.2112417340191036, "net_margin": 0.1434974283614989, "roa_ttm": 0.05792104711189422, "roe_ttm": 0.1064983260271983, "debt_to_ebitda": 1.9517604067031746, "net_debt_to_ebitda": 1.3508466559455112, "interest_coverage": 34.2226618705036, "debt_to_equity": 0.4425993939724267, "current_ratio": 3.6719955944563574, "quick_ratio": 2.9199776385284815, "fcf_to_ebitda": 0.4984706587203986, "capex_to_revenue": 0.06739441903225865, "working_capital_to_revenue": 0.32581996777166433, "capital_efficiency": 0.08220968656954626, "financial_health": -0.3660342905316991, "margin_quality": 0.21582169973059026, "growth_momentum": -0.020287339176261774, "company_age_years": 33.4839151266256, "ebitda": 1427085000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 18.607198249334207, "revenue_cagr_3y": 0.06934352989303072, "revenue_cagr_5y": 0.0850863833896045, "earnings_cagr_3y": -0.004205938323425751, "quarterly_revenue_growth_yoy": 0.15773080182305385, "quarterly_earnings_growth_yoy": -0.1145614351212285, "revenue_growth_qoq": 0.11425422483468038, "gross_margin": 0.259874711506759, "operating_margin": 0.1730300032970656, "net_margin": 0.11665018133860863, "roa_ttm": 0.04729090483768193, "roe_ttm": 0.10073266856496742, "debt_to_ebitda": 2.7460806807076996, "net_debt_to_ebitda": 2.650207421675441, "interest_coverage": 38.45741847826087, "debt_to_equity": 0.6047750905759607, "current_ratio": 1.9601114643324402, "quick_ratio": 1.3758362391395849, "fcf_to_ebitda": 0.42779104218174674, "capex_to_revenue": 0.08040646610500966, "working_capital_to_revenue": 0.16436952039272637, "capital_efficiency": 0.07401178670132467, "financial_health": -0.5929596754132376, "margin_quality": 0.18318496538081108, "growth_momentum": 0.021584683350912674, "company_age_years": 33.73579739904175, "ebitda": 1415233000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 21.114030896853926, "revenue_cagr_3y": 0.13865792076146, "revenue_cagr_5y": 0.12970547169666724, "earnings_cagr_3y": 0.03644214473177931, "quarterly_revenue_growth_yoy": 0.3669279451698083, "quarterly_earnings_growth_yoy": 0.20575804676994008, "revenue_growth_qoq": 0.05921727662380481, "gross_margin": 0.2189555768743506, "operating_margin": 0.13159783677176723, "net_margin": 0.08596198849158596, "roa_ttm": 0.04903168988350167, "roe_ttm": 0.10250282658517952, "debt_to_ebitda": 2.6108501008676366, "net_debt_to_ebitda": 2.452718715892406, "interest_coverage": 41.16637119113573, "debt_to_equity": 0.5928189457601223, "current_ratio": 2.1982321591056806, "quick_ratio": 1.5206031457168854, "fcf_to_ebitda": 0.3772274656047415, "capex_to_revenue": 0.08127190723947304, "working_capital_to_revenue": 0.16602717925081723, "capital_efficiency": 0.07576725823434059, "financial_health": -0.5748493478420624, "margin_quality": 0.14550513404590126, "growth_momentum": 0.2863429959698742, "company_age_years": 33.987679671457904, "ebitda": 1486106000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 17.625756991577656, "revenue_cagr_3y": 0.1344729772077624, "revenue_cagr_5y": 0.12119744087835094, "earnings_cagr_3y": -0.05412672923503681, "quarterly_revenue_growth_yoy": 0.07819010485568414, "quarterly_earnings_growth_yoy": -0.13529015577813022, "revenue_growth_qoq": -0.17066513431978164, "gross_margin": 0.20203244991050293, "operating_margin": 0.1105722039378717, "net_margin": 0.06894162480512732, "roa_ttm": 0.0404366824498054, "roe_ttm": 0.08307594607857287, "debt_to_ebitda": 2.57376836926264, "net_debt_to_ebitda": 2.469282061241665, "interest_coverage": 31.915289256198346, "debt_to_equity": 0.5738100049071962, "current_ratio": 1.9882918670290612, "quick_ratio": 1.3827095964875602, "fcf_to_ebitda": 0.34673399365572605, "capex_to_revenue": 0.08374343832020997, "working_capital_to_revenue": 0.12923775153105863, "capital_efficiency": 0.061756314264189135, "financial_health": -0.547966340681527, "margin_quality": 0.12718209288450066, "growth_momentum": -0.02855002546122304, "company_age_years": 34.98699520876112, "ebitda": 1544700000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 16.753782080417032, "revenue_cagr_3y": 0.1626482163521663, "revenue_cagr_5y": 0.14052382162267252, "earnings_cagr_3y": 0.2605619263259289, "quarterly_revenue_growth_yoy": 0.0702927240864542, "quarterly_earnings_growth_yoy": 0.3148148148148148, "revenue_growth_qoq": -0.0478665049945147, "gross_margin": 0.18314129775621588, "operating_margin": 0.11352334748332323, "net_margin": 0.0731958762886598, "roa_ttm": 0.04294269334867762, "roe_ttm": 0.08651905709255893, "debt_to_ebitda": 2.4352468282879034, "net_debt_to_ebitda": 2.3475694008290415, "interest_coverage": 32.49387755102041, "debt_to_equity": 0.5549528403154474, "current_ratio": 2.368212445501387, "quick_ratio": 1.5945303210463733, "fcf_to_ebitda": 0.344240673282251, "capex_to_revenue": 0.08699400552300128, "working_capital_to_revenue": 0.1395029298848252, "capital_efficiency": 0.06473087522061827, "financial_health": -0.5449643216719046, "margin_quality": 0.12328684050939964, "growth_momentum": 0.19255376945063452, "company_age_years": 35.233401779603014, "ebitda": 1592200000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 19.330882319369934, "revenue_cagr_3y": 0.1690135488080664, "revenue_cagr_5y": 0.11976943873759849, "earnings_cagr_3y": 0.13706020382144257, "quarterly_revenue_growth_yoy": 0.08115437752648007, "quarterly_earnings_growth_yoy": 0.6476241324079017, "revenue_growth_qoq": 0.28132201334141904, "gross_margin": 0.27606607032987834, "operating_margin": 0.21349803587486393, "net_margin": 0.14605518481707605, "roa_ttm": 0.05063626723223754, "roe_ttm": 0.10076916668980646, "debt_to_ebitda": 2.210763611459879, "net_debt_to_ebitda": 2.1160255678575504, "interest_coverage": 37.520342612419704, "debt_to_equity": 0.5378196762280287, "current_ratio": 2.57620068070087, "quick_ratio": 1.8266733896382201, "fcf_to_ebitda": 0.3730167789065175, "capex_to_revenue": 0.08923649120955936, "working_capital_to_revenue": 0.1649147333852099, "capital_efficiency": 0.075702716961022, "financial_health": -0.526169076966667, "margin_quality": 0.21187309700727278, "growth_momentum": 0.3643892549671909, "company_age_years": 35.48254620123203, "ebitda": 1752200000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 16.350770193233767, "revenue_cagr_3y": 0.18611063061888267, "revenue_cagr_5y": 0.12001528357038227, "earnings_cagr_3y": 0.11440207507464861, "quarterly_revenue_growth_yoy": 0.046688694153138914, "quarterly_earnings_growth_yoy": 0.5612648221343873, "revenue_growth_qoq": 0.03450234275166832, "gross_margin": 0.2703815536645622, "operating_margin": 0.19164607923872268, "net_margin": 0.1264983072559246, "roa_ttm": 0.05644129817721692, "roe_ttm": 0.11090503454022525, "debt_to_ebitda": 2.0741930303516942, "net_debt_to_ebitda": 1.8921899255928483, "interest_coverage": 40.087982832618025, "debt_to_equity": 0.5207644544794775, "current_ratio": 3.1256653552418423, "quick_ratio": 2.4654015274242074, "fcf_to_ebitda": 0.3354210160055672, "capex_to_revenue": 0.10788322308453566, "working_capital_to_revenue": 0.2392051669357779, "capital_efficiency": 0.08367316635872109, "financial_health": -0.49744223695945344, "margin_quality": 0.19617531338640315, "growth_momentum": 0.3039767581437631, "company_age_years": 35.73442847364819, "ebitda": 1868100000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 16.265180493054196, "revenue_cagr_3y": 0.16001295453458453, "revenue_cagr_5y": 0.1101062353439104, "earnings_cagr_3y": 0.2569140143419606, "quarterly_revenue_growth_yoy": 0.05912581557826664, "quarterly_earnings_growth_yoy": 0.9045226130653267, "revenue_growth_qoq": -0.16081068716259492, "gross_margin": 0.2574279016518563, "operating_margin": 0.20176634138363408, "net_margin": 0.1239709971106144, "roa_ttm": 0.06415641736045705, "roe_ttm": 0.12470267525456344, "debt_to_ebitda": 1.8967912345920563, "net_debt_to_ebitda": 1.4413519859127373, "interest_coverage": 54.663101604278076, "debt_to_equity": 0.5181869203837828, "current_ratio": 3.1656218655967905, "quick_ratio": 2.3938064192577735, "fcf_to_ebitda": 0.32488749755429464, "capex_to_revenue": 0.11213055769725007, "working_capital_to_revenue": 0.2219609354921614, "capital_efficiency": 0.09442954630751024, "financial_health": -0.45410806103750245, "margin_quality": 0.19438841338203494, "growth_momentum": 0.4818242143217967, "company_age_years": 35.98631074606434, "ebitda": 2044400000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 19.17107637008223, "revenue_cagr_3y": 0.13103833808305732, "revenue_cagr_5y": 0.09176362862160303, "earnings_cagr_3y": -0.13846094890961558, "quarterly_revenue_growth_yoy": -0.06264402668283808, "quarterly_earnings_growth_yoy": -0.1491300745650373, "revenue_growth_qoq": -0.1573352232459249, "gross_margin": 0.1972569062560652, "operating_margin": 0.1118587047939445, "net_margin": 0.06644238856181665, "roa_ttm": 0.06579013579279558, "roe_ttm": 0.12215859795245532, "debt_to_ebitda": 1.6402580136885125, "net_debt_to_ebitda": 1.4962824363582647, "interest_coverage": 51.94117647058823, "debt_to_equity": 0.4446402114283426, "current_ratio": 2.7400172364263145, "quick_ratio": 1.8103993105429474, "fcf_to_ebitda": 0.32355113496479393, "capex_to_revenue": 0.10832562803599567, "working_capital_to_revenue": 0.15776107934936903, "capital_efficiency": 0.09397436687262545, "financial_health": -0.42355398436891334, "margin_quality": 0.1251859998706088, "growth_momentum": -0.10588705062393769, "company_age_years": 36.23545516769336, "ebitda": 2030900000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 17.642143385799574, "revenue_cagr_3y": 0.1396264731067527, "revenue_cagr_5y": 0.08695190763248428, "earnings_cagr_3y": 0.16399064813689046, "quarterly_revenue_growth_yoy": -0.04661839178380425, "quarterly_earnings_growth_yoy": -0.0019442644199611147, "revenue_growth_qoq": 0.30322831079769685, "gross_margin": 0.29398332009531375, "operating_margin": 0.22517871326449562, "net_margin": 0.1528991262907069, "roa_ttm": 0.06433414929236657, "roe_ttm": 0.11869751988890763, "debt_to_ebitda": 1.6910248186707455, "net_debt_to_ebitda": 1.6362559826318646, "interest_coverage": 50.41542288557214, "debt_to_equity": 0.4447847585428212, "current_ratio": 2.48054718875502, "quick_ratio": 1.6644076305220883, "fcf_to_ebitda": 0.267232446834756, "capex_to_revenue": 0.11374370069391308, "working_capital_to_revenue": 0.15562913907284767, "capital_efficiency": 0.0915158345906371, "financial_health": -0.4245828082685555, "margin_quality": 0.2240203865501721, "growth_momentum": -0.024281328101882684, "company_age_years": 36.48459958932238, "ebitda": 2026700000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 18.59364696214884, "revenue_cagr_3y": 0.09734842220616424, "revenue_cagr_5y": 0.0715033776138303, "earnings_cagr_3y": 0.05479121834662526, "quarterly_revenue_growth_yoy": -0.08321895873364443, "quarterly_earnings_growth_yoy": -0.2491862567811935, "revenue_growth_qoq": -0.005212470214455918, "gross_margin": 0.2820500024951345, "operating_margin": 0.16822196716403015, "net_margin": 0.1035979839313339, "roa_ttm": 0.058925995861175175, "roe_ttm": 0.107472359893252, "debt_to_ebitda": 1.7100816599044733, "net_debt_to_ebitda": 1.487596939037543, "interest_coverage": 50.705729166666664, "debt_to_equity": 0.4231414410979794, "current_ratio": 2.858674589846273, "quick_ratio": 2.0219609869525903, "fcf_to_ebitda": 0.4128190642493965, "capex_to_revenue": 0.08749307273292513, "working_capital_to_revenue": 0.19447710960626088, "capital_efficiency": 0.08319917787721359, "financial_health": -0.3928937438211582, "margin_quality": 0.1846233178634995, "growth_momentum": -0.16620260775741896, "company_age_years": 36.73648186173853, "ebitda": 1947100000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 19.681448404684975, "revenue_cagr_3y": 0.04890782781979741, "revenue_cagr_5y": 0.09340189160701207, "earnings_cagr_3y": 0.28604650743241766, "quarterly_revenue_growth_yoy": 0.010576241618055935, "quarterly_earnings_growth_yoy": 0.29155672823219, "revenue_growth_qoq": -0.07495384001197665, "gross_margin": 0.28979878081674487, "operating_margin": 0.2163241085396774, "net_margin": 0.15843987700275125, "roa_ttm": 0.05331836677423881, "roe_ttm": 0.11233463897716355, "debt_to_ebitda": 2.679422455573506, "net_debt_to_ebitda": 2.3968598546042004, "interest_coverage": 26.949659863945577, "debt_to_equity": 0.6537334023107433, "current_ratio": 1.828504559761117, "quick_ratio": 1.2782664837381972, "fcf_to_ebitda": 0.40695678513731826, "capex_to_revenue": 0.08135945104277606, "working_capital_to_revenue": 0.13839869501327906, "capital_efficiency": 0.08282650287570117, "financial_health": -0.5716804277560333, "margin_quality": 0.22152092211972452, "growth_momentum": 0.15106648492512295, "company_age_years": 36.988364134154686, "ebitda": 1980800000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 16.021617219659547, "revenue_cagr_3y": 0.20301382174529348, "revenue_cagr_5y": 0.16145804766701533, "earnings_cagr_3y": 0.4349504694321975, "quarterly_revenue_growth_yoy": 0.060644505919673894, "quarterly_earnings_growth_yoy": 0.489565281066172, "revenue_growth_qoq": 0.2390717276039831, "gross_margin": 0.25317866198436917, "operating_margin": 0.19528127551678198, "net_margin": 0.12488718896385749, "roa_ttm": 0.05084466920722961, "roe_ttm": 0.09163557954598685, "debt_to_ebitda": 2.043181825980238, "net_debt_to_ebitda": 2.0104746295048743, "interest_coverage": 43.081846851286095, "debt_to_equity": 0.44509315173072955, "current_ratio": 1.864896177552011, "quick_ratio": 1.0256780207578406, "fcf_to_ebitda": 0.2918038711979714, "capex_to_revenue": 0.10853471193015019, "working_capital_to_revenue": 0.14090115539895207, "capital_efficiency": 0.07124012437660823, "financial_health": -0.3800208152420574, "margin_quality": 0.19111570882166953, "growth_momentum": 0.27510489349292294, "company_age_years": 22.368240930869266, "ebitda": 874303000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 16.123202564384258, "revenue_cagr_3y": 0.20299200865698275, "revenue_cagr_5y": 0.23548295904984995, "earnings_cagr_3y": 0.3999313143131551, "quarterly_revenue_growth_yoy": 0.12344829709338398, "quarterly_earnings_growth_yoy": 0.188435415038769, "revenue_growth_qoq": -0.14048904747798943, "gross_margin": 0.23720430220854435, "operating_margin": 0.16384015851351422, "net_margin": 0.10419312510868821, "roa_ttm": 0.058264694582383966, "roe_ttm": 0.10275054601739429, "debt_to_ebitda": 1.7312766374696213, "net_debt_to_ebitda": 1.6799006526982196, "interest_coverage": 46.86766758096338, "debt_to_equity": 0.4072941933507859, "current_ratio": 1.9875756511302847, "quick_ratio": 1.0332480771623234, "fcf_to_ebitda": 0.3070279283376987, "capex_to_revenue": 0.10141203347275075, "working_capital_to_revenue": 0.14135444391722105, "capital_efficiency": 0.08050762029988913, "financial_health": -0.3569533348571838, "margin_quality": 0.1684125286102489, "growth_momentum": 0.1559418560660765, "company_age_years": 22.872005475701574, "ebitda": 973957000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 15.870282648713193, "revenue_cagr_3y": 0.1669664745219548, "revenue_cagr_5y": 0.14277459827546712, "earnings_cagr_3y": 0.3370783651332916, "quarterly_revenue_growth_yoy": 0.08822897417164467, "quarterly_earnings_growth_yoy": 0.1657244453183889, "revenue_growth_qoq": 0.26031007549839486, "gross_margin": 0.2577224397380783, "operating_margin": 0.2001384077839334, "net_margin": 0.1337807139284116, "roa_ttm": 0.0589356374386963, "roe_ttm": 0.10552076328127476, "debt_to_ebitda": 1.7933807276660316, "net_debt_to_ebitda": 1.7565023263661188, "interest_coverage": 41.412310251611565, "debt_to_equity": 0.4254102951304395, "current_ratio": 2.3287268984232443, "quick_ratio": 1.299643475412904, "fcf_to_ebitda": 0.3143140056981659, "capex_to_revenue": 0.09918868189911415, "working_capital_to_revenue": 0.1792813765514448, "capital_efficiency": 0.08222820035998553, "financial_health": -0.38626070018215425, "margin_quality": 0.19721385381680778, "growth_momentum": 0.1269767097450168, "company_age_years": 23.367556468172484, "ebitda": 995759000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 15.43362641267119, "revenue_cagr_3y": 0.04257564677287129, "revenue_cagr_5y": 0.1399841063281675, "earnings_cagr_3y": 0.8067270039651429, "quarterly_revenue_growth_yoy": 0.02283163735817836, "quarterly_earnings_growth_yoy": 2.81532470159822, "revenue_growth_qoq": -0.1077967734699356, "gross_margin": 0.26698389865612615, "operating_margin": 0.18899346507597287, "net_margin": 0.38865692988403655, "roa_ttm": 0.07932623045999054, "roe_ttm": 0.1524365330370117, "debt_to_ebitda": 3.0044383704669717, "net_debt_to_ebitda": 1.5689510578347858, "interest_coverage": 42.967036247334754, "debt_to_equity": 0.646893537909223, "current_ratio": 3.79011719695311, "quick_ratio": 2.9249815619346142, "fcf_to_ebitda": 0.24541747181604978, "capex_to_revenue": 0.1034712841181634, "working_capital_to_revenue": 0.48843741654778994, "capital_efficiency": 0.11588138174850113, "financial_health": -0.42196399194160733, "margin_quality": 0.28154476453871186, "growth_momentum": 1.419078169478199, "company_age_years": 23.871321013004792, "ebitda": 1007577000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 14.952085128872266, "revenue_cagr_3y": 0.050735689648393256, "revenue_cagr_5y": 0.15874973593447383, "earnings_cagr_3y": 0.17834802786648107, "quarterly_revenue_growth_yoy": -0.04959951840295594, "quarterly_earnings_growth_yoy": -0.7632399489771815, "revenue_growth_qoq": -0.17359898936400414, "gross_margin": 0.13764519877706347, "operating_margin": 0.04872918339559404, "net_margin": 0.012497443903022928, "roa_ttm": 0.07610943166388208, "roe_ttm": 0.1456243063915683, "debt_to_ebitda": 3.0775957394910156, "net_debt_to_ebitda": 1.6319771932677454, "interest_coverage": 28.042294867044774, "debt_to_equity": 0.6474978777452995, "current_ratio": 3.9969492103431907, "quick_ratio": 3.0648239036896734, "fcf_to_ebitda": 0.28890560208147004, "capex_to_revenue": 0.10308766793297616, "working_capital_to_revenue": 0.4972174492792332, "capital_efficiency": 0.11086686902772519, "financial_health": -0.42438884701489255, "margin_quality": 0.06629060869189347, "growth_momentum": -0.40641973369006873, "company_age_years": 24.11772758384668, "ebitda": 983920000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 16.52976512831183, "revenue_cagr_3y": 0.0927755327947446, "revenue_cagr_5y": 0.16457370116590941, "earnings_cagr_3y": 0.31277459460880874, "quarterly_revenue_growth_yoy": 0.13058379500603653, "quarterly_earnings_growth_yoy": 0.30291188439615124, "revenue_growth_qoq": 0.49924813342576846, "gross_margin": 0.2627380337540741, "operating_margin": 0.21952124204613593, "net_margin": 0.15417210369568274, "roa_ttm": 0.07545563332260748, "roe_ttm": 0.14950692151541628, "debt_to_ebitda": 3.072308372171599, "net_debt_to_ebitda": 3.040067918844807, "interest_coverage": 31.777046495405052, "debt_to_equity": 0.6645930750159803, "current_ratio": 2.0548373859346554, "quick_ratio": 1.1369320000620475, "fcf_to_ebitda": 0.270879365785357, "capex_to_revenue": 0.0941526114817124, "working_capital_to_revenue": 0.18412269726631872, "capital_efficiency": 0.11248127741901187, "financial_health": -0.5949951055363334, "margin_quality": 0.2121437931652976, "growth_momentum": 0.2167478397010939, "company_age_years": 24.366872005475702, "ebitda": 1047721000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 13.710824388829552, "revenue_cagr_3y": 0.04064233256335403, "revenue_cagr_5y": 0.12886034195772011, "earnings_cagr_3y": 0.15310355178669321, "quarterly_revenue_growth_yoy": 0.12126884195739392, "quarterly_earnings_growth_yoy": 0.189216475525583, "revenue_growth_qoq": 0.014335459908200496, "gross_margin": 0.2566199862254436, "operating_margin": 0.1973221606375652, "net_margin": 0.14776573415106098, "roa_ttm": 0.07851382708965036, "roe_ttm": 0.15240816990910222, "debt_to_ebitda": 2.9732447636789074, "net_debt_to_ebitda": 2.923258982869349, "interest_coverage": 30.43664711852938, "debt_to_equity": 0.6498161515359981, "current_ratio": 1.8827932691934368, "quick_ratio": 1.0398958956160718, "fcf_to_ebitda": 0.2939092769333236, "capex_to_revenue": 0.08671661272730524, "working_capital_to_revenue": 0.16262198937901193, "capital_efficiency": 0.1154609984993763, "financial_health": -0.5672474644354917, "margin_quality": 0.20056929367135656, "growth_momentum": 0.15524265874148846, "company_age_years": 24.618754277891856, "ebitda": 1079527000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 13.137986195389066, "revenue_cagr_3y": 0.06501283899747712, "revenue_cagr_5y": 0.13360025092783734, "earnings_cagr_3y": 0.042974560924871064, "quarterly_revenue_growth_yoy": 0.05125309383623328, "quarterly_earnings_growth_yoy": -0.7497845873223342, "revenue_growth_qoq": -0.16350890426683284, "gross_margin": 0.22277983725047, "operating_margin": 0.14412703951508404, "net_margin": 0.09250669954852786, "roa_ttm": 0.049207236635467055, "roe_ttm": 0.09501819505094614, "debt_to_ebitda": 2.951654538523605, "net_debt_to_ebitda": 2.909183178314445, "interest_coverage": 31.51724651939302, "debt_to_equity": 0.6308505175481158, "current_ratio": 1.7361128765730265, "quick_ratio": 0.8933519766111605, "fcf_to_ebitda": 0.31138790540521366, "capex_to_revenue": 0.08857929464818996, "working_capital_to_revenue": 0.13644294123953146, "capital_efficiency": 0.0721127158432066, "financial_health": -0.5473044152353369, "margin_quality": 0.15313785877136063, "growth_momentum": -0.34926574674305044, "company_age_years": 24.870636550308006, "ebitda": 1057183000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 14.6286830444976, "revenue_cagr_3y": 0.05985147841768068, "revenue_cagr_5y": 0.16981398297622863, "earnings_cagr_3y": -0.015760260470113585, "quarterly_revenue_growth_yoy": 0.17081710315659274, "quarterly_earnings_growth_yoy": 3.280155642023346, "revenue_growth_qoq": -0.07960847583555672, "gross_margin": 0.1521831735889244, "operating_margin": 0.07369542066027689, "net_margin": 0.045686900958466455, "roa_ttm": 0.050045245977795284, "roe_ttm": 0.10113175051292375, "debt_to_ebitda": 2.939352732210934, "net_debt_to_ebitda": 2.9051673807488805, "interest_coverage": 33.2151367781155, "debt_to_equity": 0.6459681840468146, "current_ratio": 1.8084003289174104, "quick_ratio": 0.9555169560092762, "fcf_to_ebitda": 0.2820710153388886, "capex_to_revenue": 0.09353357400985698, "working_capital_to_revenue": 0.13979399994659072, "capital_efficiency": 0.07558849824535951, "financial_health": -0.5596292338490159, "margin_quality": 0.09052183173588924, "growth_momentum": 1.7254863725899694, "company_age_years": 25.117043121149898, "ebitda": 1092778000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 15.825581405915061, "revenue_cagr_3y": 0.09396751696466987, "revenue_cagr_5y": 0.13839669640851837, "earnings_cagr_3y": 0.15794546088887684, "quarterly_revenue_growth_yoy": 0.06411910149924775, "quarterly_earnings_growth_yoy": 0.02224116260377501, "revenue_growth_qoq": 0.36261980830670926, "gross_margin": 0.2789370847987495, "operating_margin": 0.22344665885111373, "net_margin": 0.14810472840953498, "roa_ttm": 0.04988342286639543, "roe_ttm": 0.09951180141998209, "debt_to_ebitda": 2.878811862834275, "net_debt_to_ebitda": 2.830110342859791, "interest_coverage": 33.04741741741742, "debt_to_equity": 0.6218181368530161, "current_ratio": 1.864620732265001, "quick_ratio": 1.0785231617969, "fcf_to_ebitda": 0.3686858177211923, "capex_to_revenue": 0.08861648167329766, "working_capital_to_revenue": 0.15945444488755725, "capital_efficiency": 0.07469761214318876, "financial_health": -0.5309577762501867, "margin_quality": 0.21682949068646606, "growth_momentum": 0.04318013205151138, "company_age_years": 25.366187542778917, "ebitda": 1100479000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 16.64709870095041, "revenue_cagr_3y": 0.08760983757370555, "revenue_cagr_5y": 0.0718823666183579, "earnings_cagr_3y": 0.15948697263519307, "quarterly_revenue_growth_yoy": 0.1644419664819127, "quarterly_earnings_growth_yoy": 0.3794174929669683, "revenue_growth_qoq": 0.10996483001172333, "gross_margin": 0.296155471060414, "operating_margin": 0.24313476975073933, "net_margin": 0.17504576820166173, "roa_ttm": 0.05627992802845605, "roe_ttm": 0.10852131999188226, "debt_to_ebitda": 2.462193137402596, "net_debt_to_ebitda": 2.421562038019591, "interest_coverage": 37.28746913580247, "debt_to_equity": 0.5610384211761209, "current_ratio": 2.290913260433509, "quick_ratio": 1.3479045896699768, "fcf_to_ebitda": 0.42761775792681816, "capex_to_revenue": 0.08516977547147213, "working_capital_to_revenue": 0.1909061288479428, "capital_efficiency": 0.08240062401016915, "financial_health": -0.5106322954627712, "margin_quality": 0.23811200300427168, "growth_momentum": 0.2719297297244405, "company_age_years": 25.61806981519507, "ebitda": 1208114000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 16.274653648758235, "revenue_cagr_3y": 0.050656027465844966, "revenue_cagr_5y": 0.05142923627646745, "earnings_cagr_3y": 0.09837116931542322, "quarterly_revenue_growth_yoy": 0.07862437243804755, "quarterly_earnings_growth_yoy": 0.38803945876643675, "revenue_growth_qoq": -0.22515702013800873, "gross_margin": 0.23498226151184262, "operating_margin": 0.16769323320296028, "net_margin": 0.1190432484696919, "roa_ttm": 0.06040497058707411, "roe_ttm": 0.11437523360992749, "debt_to_ebitda": 2.26257674212325, "net_debt_to_ebitda": 2.2457653238079303, "interest_coverage": 40.79526453298498, "debt_to_equity": 0.5282013904462884, "current_ratio": 1.7014907573047109, "quick_ratio": 0.8776386404293381, "fcf_to_ebitda": 0.4583913393977189, "capex_to_revenue": 0.08303250468651222, "working_capital_to_revenue": 0.12411555533798173, "capital_efficiency": 0.0873901020985008, "financial_health": -0.4527377726610517, "margin_quality": 0.17390624772816496, "growth_momentum": 0.23333191560224215, "company_age_years": 25.869952087611225, "ebitda": 1249151000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 16.871087650213862, "revenue_cagr_3y": 0.04645980046616782, "revenue_cagr_5y": 0.07112002336685652, "earnings_cagr_3y": 0.06796256396680223, "quarterly_revenue_growth_yoy": 0.0844482921454431, "quarterly_earnings_growth_yoy": 0.03768382352941176, "revenue_growth_qoq": 0.4025855048859935, "gross_margin": 0.27948327164525727, "operating_margin": 0.22316568691487046, "net_margin": 0.16387255969228537, "roa_ttm": 0.06847484206680864, "roe_ttm": 0.1254509541455133, "debt_to_ebitda": 1.9786815126620951, "net_debt_to_ebitda": 1.9426301853486319, "interest_coverage": 52.41637010676157, "debt_to_equity": 0.4757505019670579, "current_ratio": 2.132321899736148, "quick_ratio": 1.1704485488126648, "fcf_to_ebitda": 0.4895783827822663, "capex_to_revenue": 0.08166539814452924, "working_capital_to_revenue": 0.17655771090037645, "capital_efficiency": 0.09696289810616096, "financial_health": -0.42413628187032537, "margin_quality": 0.22217383941747104, "growth_momentum": 0.061066057837427426, "company_age_years": 27.367556468172484, "ebitda": 1472900000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 16.72401798685576, "revenue_cagr_3y": 0.08487626581106023, "revenue_cagr_5y": 0.07124407127947485, "earnings_cagr_3y": 0.1220641014129904, "quarterly_revenue_growth_yoy": 0.17852277887089452, "quarterly_earnings_growth_yoy": -0.13519021739130435, "revenue_growth_qoq": 0.13019812758545612, "gross_margin": 0.2837603544596417, "operating_margin": 0.22917870673601748, "net_margin": 0.16348808835805562, "roa_ttm": 0.05285720503111808, "roe_ttm": 0.11464938089019651, "debt_to_ebitda": 3.574403320650294, "net_debt_to_ebitda": 1.92694569353165, "interest_coverage": 32.62979683972912, "debt_to_equity": 0.8129139854308595, "current_ratio": 6.654524284763806, "quick_ratio": 5.461077844311378, "fcf_to_ebitda": 0.49546869595295745, "capex_to_revenue": 0.08439927803499961, "working_capital_to_revenue": 0.666934787726595, "capital_efficiency": 0.0837532929606573, "financial_health": -0.6295717096889851, "margin_quality": 0.22547571651790496, "growth_momentum": 0.021666280739795082, "company_age_years": 27.619438740588638, "ebitda": 1445500000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 22.426997723980964, "revenue_cagr_3y": 0.13619159598342612, "revenue_cagr_5y": 0.09540124833488828, "earnings_cagr_3y": 0.18438608605957407, "quarterly_revenue_growth_yoy": 0.2685656154628688, "quarterly_earnings_growth_yoy": -0.1431693989071038, "revenue_growth_qoq": -0.03910614525139665, "gross_margin": 0.23168938786420742, "operating_margin": 0.14040363539160652, "net_margin": 0.10478481689387864, "roa_ttm": 0.04880844855137914, "roe_ttm": 0.10745533529123838, "debt_to_ebitda": 3.5552107041864955, "net_debt_to_ebitda": 3.376991516656321, "interest_coverage": 33.876168224299064, "debt_to_equity": 0.7884697748409202, "current_ratio": 2.6914695721498805, "quick_ratio": 1.6914695721498805, "fcf_to_ebitda": 0.4928615766604593, "capex_to_revenue": 0.07814924270410048, "working_capital_to_revenue": 0.23513114148503877, "capital_efficiency": 0.07813189192130876, "financial_health": -0.7622719873991065, "margin_quality": 0.15895928004989754, "growth_momentum": 0.06269810827788248, "company_age_years": 27.871321013004792, "ebitda": 1449900000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 14.602588188664289, "revenue_cagr_3y": 0.10295234091729477, "revenue_cagr_5y": 0.08755079780149844, "earnings_cagr_3y": 0.11909829004509098, "quarterly_revenue_growth_yoy": -0.013298583266506282, "quarterly_earnings_growth_yoy": 0.17091836734693877, "revenue_growth_qoq": -0.18501959485566044, "gross_margin": 0.23989163562478835, "operating_margin": 0.17764984761259736, "net_margin": 0.12434812055536743, "roa_ttm": 0.05781133283534308, "roe_ttm": 0.12088417823024894, "debt_to_ebitda": 2.88324556933356, "net_debt_to_ebitda": 2.6805390408244154, "interest_coverage": 41.45774647887324, "debt_to_equity": 0.7101457360016735, "current_ratio": 1.9901079136690647, "quick_ratio": 1.3857221914775872, "fcf_to_ebitda": 0.2884321386104977, "capex_to_revenue": 0.0782053987371565, "working_capital_to_revenue": 0.2323274952521629, "capital_efficiency": 0.089347755532796, "financial_health": -0.5815063130187296, "margin_quality": 0.18062986793091773, "growth_momentum": 0.07880989204021624, "company_age_years": 28.870636550308006, "ebitda": 1766100000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 14.15304694884991, "revenue_cagr_3y": 0.12215840306846748, "revenue_cagr_5y": 0.11042294204149927, "earnings_cagr_3y": 0.671713573541336, "quarterly_revenue_growth_yoy": 0.10009749756256094, "quarterly_earnings_growth_yoy": 4.654205607476635, "revenue_growth_qoq": -0.0829664747714189, "gross_margin": 0.22378138847858198, "operating_margin": 0.1447562776957164, "net_margin": 0.08936484490398819, "roa_ttm": 0.06489869651935075, "roe_ttm": 0.13468989547038326, "debt_to_ebitda": 2.6756118054826175, "net_debt_to_ebitda": 2.555141266673669, "interest_coverage": 45.338095238095235, "debt_to_equity": 0.7100905923344948, "current_ratio": 2.1179969879518072, "quick_ratio": 1.4036144578313252, "fcf_to_ebitda": 0.2446696775548787, "capex_to_revenue": 0.0820986966692659, "working_capital_to_revenue": 0.23627046897627269, "capital_efficiency": 0.099794295994867, "financial_health": -0.5897514126147196, "margin_quality": 0.15263417035942886, "growth_momentum": 2.377151552519598, "company_age_years": 29.117043121149898, "ebitda": 1904200000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 17.67879811260736, "revenue_cagr_3y": 0.12745798025276667, "revenue_cagr_5y": 0.08655566123664493, "earnings_cagr_3y": 0.16942790007852948, "quarterly_revenue_growth_yoy": 0.10921605652677104, "quarterly_earnings_growth_yoy": -0.0504774897680764, "revenue_growth_qoq": 0.344903988183161, "gross_margin": 0.3075233388248215, "operating_margin": 0.2542559033498078, "net_margin": 0.19110378912685339, "roa_ttm": 0.06217286930513833, "roe_ttm": 0.1277303903733948, "debt_to_ebitda": 2.7018873926412894, "net_debt_to_ebitda": 2.4784222245785177, "interest_coverage": 44.90952380952381, "debt_to_equity": 0.6867310776030507, "current_ratio": 2.2131863560732112, "quick_ratio": 1.5513033832501386, "fcf_to_ebitda": 0.35468136995016436, "capex_to_revenue": 0.08579341502661221, "working_capital_to_revenue": 0.27074823616784255, "capital_efficiency": 0.09495162983926655, "financial_health": -0.5575904568188365, "margin_quality": 0.25096101043382757, "growth_momentum": 0.029369283379347317, "company_age_years": 29.366187542778917, "ebitda": 1886200000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 14.15791107016438, "revenue_cagr_3y": 0.1470005262759504, "revenue_cagr_5y": 0.10331290744678823, "earnings_cagr_3y": 0.12305083849043652, "quarterly_revenue_growth_yoy": 0.10062372357454324, "quarterly_earnings_growth_yoy": 0.41212326447680325, "revenue_growth_qoq": 0.09500274574409664, "gross_margin": 0.33901705115346037, "operating_margin": 0.2843530591775326, "net_margin": 0.2091273821464393, "roa_ttm": 0.07169958036707826, "roe_ttm": 0.13708426786286446, "debt_to_ebitda": 2.131455171410561, "net_debt_to_ebitda": 1.8174368423604714, "interest_coverage": 50.3, "debt_to_equity": 0.5633707145145787, "current_ratio": 2.469021119971957, "quick_ratio": 1.5987205328192096, "fcf_to_ebitda": 0.3715269359453038, "capex_to_revenue": 0.0958242419682492, "working_capital_to_revenue": 0.25224588067113085, "capital_efficiency": 0.10439192411497136, "financial_health": -0.46215750111529685, "margin_quality": 0.2774991641591441, "growth_momentum": 0.2563734940256732, "company_age_years": 29.61806981519507, "ebitda": 2062300000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 15.676617877197828, "revenue_cagr_3y": 0.10883884372304631, "revenue_cagr_5y": 0.09529073806050925, "earnings_cagr_3y": 0.15572840543156086, "quarterly_revenue_growth_yoy": 0.08919742634608872, "quarterly_earnings_growth_yoy": 0.5386710239651417, "revenue_growth_qoq": -0.1934804413239719, "gross_margin": 0.3005845044148738, "operating_margin": 0.23013306802636488, "net_margin": 0.17566223106578785, "roa_ttm": 0.07725619834710744, "roe_ttm": 0.14544436146377893, "debt_to_ebitda": 2.0245788456227563, "net_debt_to_ebitda": 1.4391052195526097, "interest_coverage": 54.04477611940298, "debt_to_equity": 0.5474981329350261, "current_ratio": 3.3495726495726497, "quick_ratio": 2.5042735042735043, "fcf_to_ebitda": 0.40417011875172604, "capex_to_revenue": 0.09595408133152335, "working_capital_to_revenue": 0.4056247417812666, "capital_efficiency": 0.11135027990544319, "financial_health": -0.4070135971707022, "margin_quality": 0.23545993450234215, "growth_momentum": 0.3139342251556152, "company_age_years": 29.869952087611225, "ebitda": 2172600000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 27.650621603063207, "revenue_cagr_3y": -0.010200998423949614, "revenue_cagr_5y": -0.0288685924111165, "earnings_cagr_3y": 0.09172651639028362, "quarterly_revenue_growth_yoy": -0.1495207418062112, "quarterly_earnings_growth_yoy": 1.0394980657325834, "revenue_growth_qoq": 0.09443787294647672, "gross_margin": 0.1355515215347605, "operating_margin": 0.075785289275088, "net_margin": 0.03602880834502478, "roa_ttm": -0.015384935514223106, "roe_ttm": -0.03618970789512327, "debt_to_ebitda": 10.079947549938122, "net_debt_to_ebitda": 6.289922372356645, "interest_coverage": 6.958642658531977, "debt_to_equity": 0.9562378160826054, "current_ratio": 4.121906972183179, "quick_ratio": 2.5368399782481434, "fcf_to_ebitda": 3.816661429419364, "capex_to_revenue": 0.014936040438638653, "working_capital_to_revenue": 0.288296808697035, "capital_efficiency": -0.025787321704673186, "financial_health": -0.7950096899390376, "margin_quality": 0.08245520638495776, "growth_momentum": 0.4449886619631861, "company_age_years": 19.356605065023956, "ebitda": 257769000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 17.260254651853884, "revenue_cagr_3y": 0.039595989764530826, "revenue_cagr_5y": -0.005427463239812469, "earnings_cagr_3y": 0.698797656325173, "quarterly_revenue_growth_yoy": 0.009423907248204121, "quarterly_earnings_growth_yoy": 3.499809825673534, "revenue_growth_qoq": 0.16229302113764363, "gross_margin": 0.1879453649435595, "operating_margin": 0.12654861747258514, "net_margin": 0.07014618296735711, "roa_ttm": 0.0018227135081714402, "roe_ttm": 0.004261175801006899, "debt_to_ebitda": 5.923359850043433, "net_debt_to_ebitda": 3.5170461299318796, "interest_coverage": 11.937455656824756, "debt_to_equity": 0.9137453950985194, "current_ratio": 3.9147369690871945, "quick_ratio": 2.405907672248288, "fcf_to_ebitda": 1.87379874731404, "capex_to_revenue": 0.01665801762980261, "working_capital_to_revenue": 0.3108224358205883, "capital_efficiency": 0.0030419446545891693, "financial_health": -0.7486005773665128, "margin_quality": 0.12821338846116725, "growth_momentum": 1.754616866460869, "company_age_years": 19.60574948665298, "ebitda": 437460000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 14.197266066577896, "revenue_cagr_3y": -0.004141993066336558, "revenue_cagr_5y": 0.010769456019953383, "earnings_cagr_3y": -0.5219180663975731, "quarterly_revenue_growth_yoy": 0.11686838124054463, "quarterly_earnings_growth_yoy": -0.9187192118226601, "revenue_growth_qoq": 0.010609171800136893, "gross_margin": 0.3335590924483576, "operating_margin": 0.219776498476126, "net_margin": 0.011175076193701321, "roa_ttm": 0.06101976903503621, "roe_ttm": 0.2072116982386175, "debt_to_ebitda": 2.396804260985353, "net_debt_to_ebitda": 2.232490013315579, "interest_coverage": 110.44117647058823, "debt_to_equity": 1.4955134596211366, "current_ratio": 0.9933474448140308, "quick_ratio": 0.8076806773510735, "fcf_to_ebitda": 0.4607190412782956, "capex_to_revenue": 0.11462796187811489, "working_capital_to_revenue": -0.0019235813587479235, "capital_efficiency": 0.13411573363682686, "financial_health": -1.2630949878881654, "margin_quality": 0.1881702223727283, "growth_momentum": -0.40092541529105774, "company_age_years": 15.969883641341546, "ebitda": 3755000000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 13.122908276762402, "revenue_cagr_3y": 0.026610012840935005, "revenue_cagr_5y": 0.006494052410487505, "earnings_cagr_3y": 0.03557815740166426, "quarterly_revenue_growth_yoy": 0.09347507331378299, "quarterly_earnings_growth_yoy": 0.18766066838046272, "revenue_growth_qoq": 0.01015916017609211, "gross_margin": 0.33892054978209857, "operating_margin": 0.22695273214884346, "net_margin": 0.15487763995977205, "roa_ttm": 0.0641025641025641, "roe_ttm": 0.20728643216080403, "debt_to_ebitda": 2.308616187989556, "net_debt_to_ebitda": 2.166318537859008, "interest_coverage": 35.794392523364486, "debt_to_equity": 1.3885050251256281, "current_ratio": 0.94199207696661, "quick_ratio": 0.7668364459535937, "fcf_to_ebitda": 0.4464751958224543, "capex_to_revenue": 0.11195689360246322, "working_capital_to_revenue": -0.017533356140951077, "capital_efficiency": 0.13569449813168405, "financial_health": -1.1255434612846673, "margin_quality": 0.24025030729690466, "growth_momentum": 0.14056787084712286, "company_age_years": 16.216290212183434, "ebitda": 3830000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 13.996914752398236, "revenue_cagr_3y": 0.03594588133346899, "revenue_cagr_5y": 0.001982831174038635, "earnings_cagr_3y": 0.15939166439144525, "quarterly_revenue_growth_yoy": 0.07410021171489062, "quarterly_earnings_growth_yoy": 0.18226600985221675, "revenue_growth_qoq": 0.020449212202480724, "gross_margin": 0.3373850197109067, "operating_margin": 0.22864651773981604, "net_margin": 0.15768725361366623, "roa_ttm": 0.07027626537608389, "roe_ttm": 0.23129251700680273, "debt_to_ebitda": 2.1928960331864142, "net_debt_to_ebitda": 2.0687062483795695, "interest_coverage": 3857.0, "debt_to_equity": 1.4033515845362534, "current_ratio": 0.9649283318084781, "quick_ratio": 0.7801158889905458, "fcf_to_ebitda": 0.45968369198859216, "capex_to_revenue": 0.11216602251722399, "working_capital_to_revenue": -0.009662241640060494, "capital_efficiency": 0.15078439119144332, "financial_health": -1.1752878581972974, "margin_quality": 0.241239597021463, "growth_momentum": 0.12818311078355368, "company_age_years": 16.465434633812457, "ebitda": 3857000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 14.599948797435898, "revenue_cagr_3y": 0.040299986452555725, "revenue_cagr_5y": 0.0007291053019695681, "earnings_cagr_3y": 0.047575945541915576, "quarterly_revenue_growth_yoy": 0.03490759753593429, "quarterly_earnings_growth_yoy": 0.10023866348448687, "revenue_growth_qoq": -0.006570302233902759, "gross_margin": 0.33201058201058203, "operating_margin": 0.22718253968253968, "net_margin": 0.15244708994708994, "roa_ttm": 0.07187546924270484, "roe_ttm": 0.23042362002567393, "debt_to_ebitda": 2.131282051282051, "net_debt_to_ebitda": 1.9774358974358974, "interest_coverage": 68.42105263157895, "debt_to_equity": 1.3337612323491657, "current_ratio": 0.8562176165803109, "quick_ratio": 0.6950777202072539, "fcf_to_ebitda": 0.45897435897435895, "capex_to_revenue": 0.11621126291236254, "working_capital_to_revenue": -0.04623458847050983, "capital_efficiency": 0.1511495446341894, "financial_health": -1.0314254630391435, "margin_quality": 0.23721340388007053, "growth_momentum": 0.06757313051021058, "company_age_years": 16.71731690622861, "ebitda": 3900000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 11.666248625780806, "revenue_cagr_3y": 0.3086665803186126, "revenue_cagr_5y": 0.140805432064685, "earnings_cagr_3y": 0.9180978012010246, "quarterly_revenue_growth_yoy": 0.9695225194717236, "quarterly_earnings_growth_yoy": 89.24242424242425, "revenue_growth_qoq": 0.9232804232804233, "gross_margin": 0.1623108665749656, "operating_margin": 0.03163686382393398, "net_margin": 0.5120357634112792, "roa_ttm": 0.04691281348381984, "roe_ttm": 0.08490968292115668, "debt_to_ebitda": 2.0508233957978423, "net_debt_to_ebitda": 1.4168086314593982, "interest_coverage": 97.83333333333333, "debt_to_equity": 0.27998294441429566, "current_ratio": 1.3331275084902747, "quick_ratio": 1.2056962025316456, "fcf_to_ebitda": 0.25823395797842136, "capex_to_revenue": 0.12665635299656958, "working_capital_to_revenue": 0.290307392210937, "capital_efficiency": 0.06591124820248825, "financial_health": -0.19033498258763612, "margin_quality": 0.2353278312700596, "growth_momentum": 45.10597338094799, "company_age_years": 16.969199178644764, "ebitda": 7044000000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 12.932172386152128, "revenue_cagr_3y": 0.4040083272249344, "revenue_cagr_5y": 0.18072336565541436, "earnings_cagr_3y": 0.13243560355147554, "quarterly_revenue_growth_yoy": 1.3278578612135434, "quarterly_earnings_growth_yoy": 0.11904761904761904, "revenue_growth_qoq": 0.1939477303988996, "gross_margin": 0.23113479262672812, "operating_margin": 0.097926267281106, "net_margin": 0.07445276497695852, "roa_ttm": 0.04840628103141607, "roe_ttm": 0.08668295065950171, "debt_to_ebitda": 1.6184390122844026, "net_debt_to_ebitda": 0.8998635066385408, "interest_coverage": 33.028688524590166, "debt_to_equity": 0.25487054225696143, "current_ratio": 1.3543985637342908, "quick_ratio": 1.2047576301615799, "fcf_to_ebitda": 0.21640402034991935, "capex_to_revenue": 0.1275228383258976, "working_capital_to_revenue": 0.20968769917144678, "capital_efficiency": 0.06754461584545889, "financial_health": -0.1733294998488905, "margin_quality": 0.13450460829493088, "growth_momentum": 0.7234527401305813, "company_age_years": 17.215605749486652, "ebitda": 8059000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 14.534486529006884, "revenue_cagr_3y": -0.04697588667619823, "revenue_cagr_5y": -0.028577673785425306, "earnings_cagr_3y": -0.21905522294800794, "quarterly_revenue_growth_yoy": 0.17747675962815404, "quarterly_earnings_growth_yoy": -0.48432288192128087, "revenue_growth_qoq": 0.006127729108982797, "gross_margin": 0.2908959667959939, "operating_margin": 0.2078408373184156, "net_margin": 0.06974645854010647, "roa_ttm": 0.15680330389701683, "roe_ttm": 0.2795023151547189, "debt_to_ebitda": 1.3818289085545723, "net_debt_to_ebitda": 0.3109931170108161, "interest_coverage": 85.31879194630872, "debt_to_equity": 0.34392528853778154, "current_ratio": 2.9239462764795805, "quick_ratio": 2.7342760428041055, "fcf_to_ebitda": 0.2191150442477876, "capex_to_revenue": 0.12404801858784045, "working_capital_to_revenue": 0.4135207763709119, "capital_efficiency": 0.21815280952586785, "financial_health": -0.18477156795735206, "margin_quality": 0.18949442088483867, "growth_momentum": -0.1534230611465634, "company_age_years": 30.99794661190965, "ebitda": 2542500000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 13.460361327386801, "revenue_cagr_3y": -0.03708702814959086, "revenue_cagr_5y": -0.027968469115391748, "earnings_cagr_3y": 0.12816054632835194, "quarterly_revenue_growth_yoy": 0.08868238977829403, "quarterly_earnings_growth_yoy": -0.8045070422535211, "revenue_growth_qoq": -0.027474510511594333, "gross_margin": 0.30115507723709234, "operating_margin": 0.21125388504894002, "net_margin": 0.1931623138655657, "roa_ttm": 0.0616711054448412, "roe_ttm": 0.10789354302132163, "debt_to_ebitda": 1.3479854864313252, "net_debt_to_ebitda": 0.1888275757804823, "interest_coverage": 87.03289473684211, "debt_to_equity": 0.33707281112959325, "current_ratio": 3.0795525880271644, "quick_ratio": 2.8855789533755636, "fcf_to_ebitda": 0.4741477057978683, "capex_to_revenue": 0.12417646855920803, "working_capital_to_revenue": 0.4189806031756982, "capital_efficiency": 0.08478232423308142, "financial_health": -0.1596650483600334, "margin_quality": 0.23519042538386603, "growth_momentum": -0.35791232623761354, "company_age_years": 31.24435318275154, "ebitda": 2645800000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 11.361419520762764, "revenue_cagr_3y": 0.06019180343701036, "revenue_cagr_5y": -0.026642597010019586, "earnings_cagr_3y": -0.014983183893226948, "quarterly_revenue_growth_yoy": 0.0033384462690607235, "quarterly_earnings_growth_yoy": 1.2477360931435963, "revenue_growth_qoq": -0.032580799512810475, "gross_margin": 0.3057553956834532, "operating_margin": 0.2045863309352518, "net_margin": 0.15625, "roa_ttm": 0.08832410406436109, "roe_ttm": 0.1553538119435077, "debt_to_ebitda": 1.1846066992849078, "net_debt_to_ebitda": 0.26775185045790995, "interest_coverage": 85.4798927613941, "debt_to_equity": 0.3470582289647061, "current_ratio": 2.2096375081397874, "quick_ratio": 2.034512698068157, "fcf_to_ebitda": 0.28882825241500437, "capex_to_revenue": 0.19190834228428214, "working_capital_to_revenue": 0.31176154672395273, "capital_efficiency": 0.12183895800393439, "financial_health": -0.15268918870603287, "margin_quality": 0.22219724220623502, "growth_momentum": 0.6255372697063285, "company_age_years": 31.99726214921287, "ebitda": 3188400000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 15.458732872631956, "revenue_cagr_3y": 0.05121884405315669, "revenue_cagr_5y": -0.03331713825339622, "earnings_cagr_3y": 0.12059043478584797, "quarterly_revenue_growth_yoy": -0.015493581230633024, "quarterly_earnings_growth_yoy": 0.02975311247098544, "revenue_growth_qoq": 0.016592768661150982, "gross_margin": 0.3408273381294964, "operating_margin": 0.25616007194244605, "net_margin": 0.21942446043165467, "roa_ttm": 0.08753372687756951, "roe_ttm": 0.1501567700968725, "debt_to_ebitda": 1.1377636125342547, "net_debt_to_ebitda": 0.33447515786965326, "interest_coverage": 98.16374269005848, "debt_to_equity": 0.3354704420301947, "current_ratio": 2.2806236080178173, "quick_ratio": 2.091174832962138, "fcf_to_ebitda": 0.23141308233051353, "capex_to_revenue": 0.21465986166140621, "working_capital_to_revenue": 0.30891142300718555, "capital_efficiency": 0.118845248487221, "financial_health": -0.14941054039577895, "margin_quality": 0.2721372901678657, "growth_momentum": 0.007129765620176208, "company_age_years": 32.492813141683776, "ebitda": 3357200000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 14.34827629441769, "revenue_cagr_3y": -0.024950835180118758, "revenue_cagr_5y": -0.03132271265834208, "earnings_cagr_3y": 0.08496268934001727, "quarterly_revenue_growth_yoy": -0.006829353168906868, "quarterly_earnings_growth_yoy": 0.11106204460145727, "revenue_growth_qoq": 0.026618705035971222, "gross_margin": 0.34705676243868255, "operating_margin": 0.2641906096706377, "net_margin": 0.22039243167484232, "roa_ttm": 0.0929112908334565, "roe_ttm": 0.1592241441702251, "debt_to_ebitda": 0.9477673610121676, "net_debt_to_ebitda": 0.3069842988630211, "interest_coverage": 116.58803986710963, "debt_to_equity": 0.3008974451762322, "current_ratio": 2.5362732714591685, "quick_ratio": 2.323027074523587, "fcf_to_ebitda": 0.27931496309805376, "capex_to_revenue": 0.22308804897464934, "working_capital_to_revenue": 0.3136485441029723, "capital_efficiency": 0.12606771750184081, "financial_health": -0.17326726318056296, "margin_quality": 0.2772132679280542, "growth_momentum": 0.0521163457162752, "company_age_years": 32.74469541409993, "ebitda": 3509300000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 14.59199374039095, "revenue_cagr_3y": 0.06198388507201469, "revenue_cagr_5y": -0.02513917001823507, "earnings_cagr_3y": 0.16628155122511967, "quarterly_revenue_growth_yoy": 0.013803956834532375, "quarterly_earnings_growth_yoy": 0.36863309352517987, "revenue_growth_qoq": -0.012482480728801681, "gross_margin": 0.34066616401295075, "operating_margin": 0.2488135893910498, "net_margin": 0.2109371535015745, "roa_ttm": 0.09607869079362495, "roe_ttm": 0.1633869851159571, "debt_to_ebitda": 0.917307269931913, "net_debt_to_ebitda": 0.25672633428508673, "interest_coverage": 194.7807486631016, "debt_to_equity": 0.2891311872620284, "current_ratio": 2.5946673996701484, "quick_ratio": 2.374436503573392, "fcf_to_ebitda": 0.2601855919174171, "capex_to_revenue": 0.22727272727272727, "working_capital_to_revenue": 0.3241150442477876, "capital_efficiency": 0.129732837954791, "financial_health": -0.1601512635327199, "margin_quality": 0.2668056356351917, "growth_momentum": 0.19121852517985613, "company_age_years": 32.99657768651608, "ebitda": 3642400000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 18.565701836959736, "revenue_cagr_3y": 0.01739788670693687, "revenue_cagr_5y": -0.0107879498350818, "earnings_cagr_3y": 0.01271024929029263, "quarterly_revenue_growth_yoy": 0.016161527680448495, "quarterly_earnings_growth_yoy": -0.03259141494435612, "revenue_growth_qoq": 0.12342630253728452, "gross_margin": 0.3248135856213094, "operating_margin": 0.2414551096935477, "net_margin": 0.20981854230421101, "roa_ttm": 0.07496275105786995, "roe_ttm": 0.15618636070133612, "debt_to_ebitda": 2.1458540652483795, "net_debt_to_ebitda": 0.7330356902719131, "interest_coverage": 94.84948979591837, "debt_to_equity": 0.6604827894501565, "current_ratio": 3.593702155832333, "quick_ratio": 3.4262010179169944, "fcf_to_ebitda": 0.20324897124875607, "capex_to_revenue": 0.2833011528516423, "working_capital_to_revenue": 0.7077673520544697, "capital_efficiency": 0.11557455587960304, "financial_health": -0.4063714142895037, "margin_quality": 0.25869574587302274, "growth_momentum": -0.008214943631953813, "company_age_years": 33.74674880219028, "ebitda": 3718100000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 17.29124983326664, "revenue_cagr_3y": 0.05091194374927466, "revenue_cagr_5y": 0.07078043160909475, "earnings_cagr_3y": 0.04347186180741258, "quarterly_revenue_growth_yoy": 0.12890854126246445, "quarterly_earnings_growth_yoy": -0.009836751778987024, "revenue_growth_qoq": 0.05338497810710677, "gross_margin": 0.30235811350919267, "operating_margin": 0.219224620303757, "net_margin": 0.18908872901678658, "roa_ttm": 0.07218957983707266, "roe_ttm": 0.14838679260109067, "debt_to_ebitda": 2.135360810991063, "net_debt_to_ebitda": 0.5917300253434707, "interest_coverage": 103.83656509695291, "debt_to_equity": 0.6289701560560105, "current_ratio": 2.9053489759395505, "quick_ratio": 2.7627427586664015, "fcf_to_ebitda": 0.2152861144457783, "capex_to_revenue": 0.30296356275303643, "working_capital_to_revenue": 0.6206963562753036, "capital_efficiency": 0.11028818621908167, "financial_health": -0.3379554181629144, "margin_quality": 0.23689048760991213, "growth_momentum": 0.05953589474173872, "company_age_years": 34.24503764544832, "ebitda": 3748500000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 17.472656553870088, "revenue_cagr_3y": 0.04860959280130861, "revenue_cagr_5y": 0.06350728185192, "earnings_cagr_3y": 0.040342572146860656, "quarterly_revenue_growth_yoy": 0.2612337788107689, "quarterly_earnings_growth_yoy": 0.19507278835386338, "revenue_growth_qoq": 0.04104716227018385, "gross_margin": 0.3082120781663915, "operating_margin": 0.2215610243022229, "net_margin": 0.20486044458094982, "roa_ttm": 0.07525112276732147, "roe_ttm": 0.15099863180181763, "debt_to_ebitda": 1.9878387138597173, "net_debt_to_ebitda": 0.8750162064047712, "interest_coverage": 108.32865168539325, "debt_to_equity": 0.5859633567481216, "current_ratio": 3.1058544362463385, "quick_ratio": 2.9400467168440176, "fcf_to_ebitda": 0.37741475431090366, "capex_to_revenue": 0.2358294225668231, "working_capital_to_revenue": 0.5794429708222811, "capital_efficiency": 0.11312487728456955, "financial_health": -0.38427672829660775, "margin_quality": 0.2448778490165214, "growth_momentum": 0.22815328358231615, "company_age_years": 34.49418206707735, "ebitda": 3856500000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 15.16972043823196, "revenue_cagr_3y": 0.07313776863770816, "revenue_cagr_5y": 0.028974048479731396, "earnings_cagr_3y": 0.10459753083633849, "quarterly_revenue_growth_yoy": 0.22455928623766216, "quarterly_earnings_growth_yoy": 0.25390304026294164, "revenue_growth_qoq": 0.0907590125542289, "gross_margin": 0.2938298546337686, "operating_margin": 0.21706381331174546, "net_margin": 0.21484636232445178, "roa_ttm": 0.07815199261333175, "roe_ttm": 0.15503297709698147, "debt_to_ebitda": 1.9432817025563531, "net_debt_to_ebitda": 0.8177559501322251, "interest_coverage": 118.87724550898204, "debt_to_equity": 0.5698649157662282, "current_ratio": 2.992497588510593, "quick_ratio": 2.8303383230324033, "fcf_to_ebitda": 0.22105528270998615, "capex_to_revenue": 0.23870967741935484, "working_capital_to_revenue": 0.5402693015596242, "capital_efficiency": 0.11659248485515661, "financial_health": -0.3617163814715013, "margin_quality": 0.24191334342332194, "growth_momentum": 0.23923116325030191, "company_age_years": 34.7460643394935, "ebitda": 3970500000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 17.841442100838258, "revenue_cagr_3y": 0.10420236852694087, "revenue_cagr_5y": 0.0972590315920383, "earnings_cagr_3y": 0.1726842867083873, "quarterly_revenue_growth_yoy": 0.26060963287302125, "quarterly_earnings_growth_yoy": 0.16265560165975104, "revenue_growth_qoq": 0.053887578754707684, "gross_margin": 0.2573642375258834, "operating_margin": 0.17467103065927458, "net_margin": 0.1871618462360564, "roa_ttm": 0.08027560985500622, "roe_ttm": 0.15750338153069418, "debt_to_ebitda": 1.8243861427758958, "net_debt_to_ebitda": 1.094013501149823, "interest_coverage": 132.59344262295082, "debt_to_equity": 0.5336670259166298, "current_ratio": 2.4651153948519067, "quick_ratio": 2.279875289912931, "fcf_to_ebitda": 0.21972750426547316, "capex_to_revenue": 0.2251690732955584, "working_capital_to_revenue": 0.35216596600255895, "capital_efficiency": 0.1188894956928502, "financial_health": -0.4103313225318256, "margin_quality": 0.2063990381404048, "growth_momentum": 0.21163261726638616, "company_age_years": 34.997946611909654, "ebitda": 4044100000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 17.19115401697015, "revenue_cagr_3y": 0.1208254294319071, "revenue_cagr_5y": 0.07449171860894421, "earnings_cagr_3y": 0.06357634389849576, "quarterly_revenue_growth_yoy": 0.060283214214147354, "quarterly_earnings_growth_yoy": 0.021056388294075662, "revenue_growth_qoq": -0.11072829131652662, "gross_margin": 0.2842473304564211, "operating_margin": 0.20537373610104892, "net_margin": 0.18023750275616593, "roa_ttm": 0.0801993047672597, "roe_ttm": 0.162740300092568, "debt_to_ebitda": 1.883499684439354, "net_debt_to_ebitda": 1.1516327341576869, "interest_coverage": 103.8373786407767, "debt_to_equity": 0.5782127916071672, "current_ratio": 1.9289877628246208, "quick_ratio": 1.7351155055082548, "fcf_to_ebitda": 0.015754657441387532, "capex_to_revenue": 0.24045934886754508, "working_capital_to_revenue": 0.23636744803596524, "capital_efficiency": 0.12146980242991386, "financial_health": -0.4269484974237415, "margin_quality": 0.22328618977121198, "growth_momentum": 0.04066980125411151, "company_age_years": 35.997262149212865, "ebitda": 4278100000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 16.864240801561234, "revenue_cagr_3y": 0.1302599383154368, "revenue_cagr_5y": 0.08221872901561156, "earnings_cagr_3y": -0.027245997261254207, "quarterly_revenue_growth_yoy": 0.08658449628195987, "quarterly_earnings_growth_yoy": -0.1709707822808671, "revenue_growth_qoq": 0.008000755976942704, "gross_margin": 0.2866472922721165, "operating_margin": 0.14368300990594043, "net_margin": 0.13743320521233712, "roa_ttm": 0.0739653614355504, "roe_ttm": 0.15486936542825236, "debt_to_ebitda": 2.175472416583369, "net_debt_to_ebitda": 1.6417963729830072, "interest_coverage": 102.73349633251834, "debt_to_equity": 0.6502137527297042, "current_ratio": 2.0449622931484326, "quick_ratio": 1.8142178062118017, "fcf_to_ebitda": -0.012090056642391355, "capex_to_revenue": 0.25384304977120625, "working_capital_to_revenue": 0.22260375663349602, "capital_efficiency": 0.11441736343190137, "financial_health": -0.5612010942663866, "margin_quality": 0.18925450246346467, "growth_momentum": -0.04219314299945361, "company_age_years": 36.24366872005476, "ebitda": 4201800000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 17.535189265536722, "revenue_cagr_3y": 0.1367886143109931, "revenue_cagr_5y": 0.06075968630549622, "earnings_cagr_3y": 0.10080672807437518, "quarterly_revenue_growth_yoy": -0.04872542564199041, "quarterly_earnings_growth_yoy": 0.02319189142758976, "revenue_growth_qoq": -0.05193587700384363, "gross_margin": 0.31747915224628365, "operating_margin": 0.2123339595899667, "net_margin": 0.19631497412571278, "roa_ttm": 0.0708288203818361, "roe_ttm": 0.15495119536002264, "debt_to_ebitda": 2.2108992467043316, "net_debt_to_ebitda": 1.825376647834275, "interest_coverage": 89.62025316455696, "debt_to_equity": 0.6643018814542369, "current_ratio": 1.3562327431162449, "quick_ratio": 1.1880588697216101, "fcf_to_ebitda": -0.1719632768361582, "capex_to_revenue": 0.30441415550093615, "working_capital_to_revenue": 0.10835445768836632, "capital_efficiency": 0.11289000787092937, "financial_health": -0.5564153828120391, "margin_quality": 0.24204269532065437, "growth_momentum": -0.012766767107200323, "company_age_years": 36.492813141683776, "ebitda": 4248000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 16.27925852156987, "revenue_cagr_3y": 0.11212510021974986, "revenue_cagr_5y": 0.06779900143886053, "earnings_cagr_3y": 0.12471884659513455, "quarterly_revenue_growth_yoy": -0.10607843137254902, "quarterly_earnings_growth_yoy": 0.18778940147487566, "revenue_growth_qoq": 0.05188041794390059, "gross_margin": 0.30836962993137595, "operating_margin": 0.23144173220944442, "net_margin": 0.21702754363425564, "roa_ttm": 0.0718756347160378, "roe_ttm": 0.1607081723480217, "debt_to_ebitda": 2.3540129464487802, "net_debt_to_ebitda": 1.9880267982436286, "interest_coverage": 92.04583333333333, "debt_to_equity": 0.7266521808997478, "current_ratio": 1.3348991221315263, "quick_ratio": 1.1675907387442888, "fcf_to_ebitda": -0.32142048798153094, "capex_to_revenue": 0.36717460317460315, "working_capital_to_revenue": 0.10354761904761904, "capital_efficiency": 0.11629190353202976, "financial_health": -0.6084097402530494, "margin_quality": 0.25227963525835867, "growth_momentum": 0.04085548505116332, "company_age_years": 36.74469541409993, "ebitda": 4418200000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 15.828195773081202, "revenue_cagr_3y": 0.08060510863034298, "revenue_cagr_5y": 0.06148360362096339, "earnings_cagr_3y": 0.08125479550287329, "quarterly_revenue_growth_yoy": -0.05594229376004032, "quarterly_earnings_growth_yoy": 0.06483746941628801, "revenue_growth_qoq": -0.06085294394134052, "gross_margin": 0.31070034366554333, "operating_margin": 0.22258182910146476, "net_margin": 0.20329651996930367, "roa_ttm": 0.06850595869653146, "roe_ttm": 0.1571505412492436, "debt_to_ebitda": 2.6935928809788656, "net_debt_to_ebitda": 2.2569744160177976, "interest_coverage": 84.01869158878505, "debt_to_equity": 0.8140724803334902, "current_ratio": 1.8112015901513208, "quick_ratio": 1.583803539369069, "fcf_to_ebitda": -0.4725472747497219, "capex_to_revenue": 0.42163350077279754, "working_capital_to_revenue": 0.20368849819680576, "capital_efficiency": 0.11282824997288754, "financial_health": -0.7407888276544865, "margin_quality": 0.2455262309121039, "growth_momentum": 0.004447587828123847, "company_age_years": 36.99657768651608, "ebitda": 4495000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 13.965039245460574, "revenue_cagr_3y": 0.05407129415701961, "revenue_cagr_5y": 0.06018559592072048, "earnings_cagr_3y": 0.06557059078115968, "quarterly_revenue_growth_yoy": -0.08434111434017687, "quarterly_earnings_growth_yoy": 0.3015006821282401, "revenue_growth_qoq": -0.022321577524940777, "gross_margin": 0.32035355948399424, "operating_margin": 0.2174595590744659, "net_margin": 0.19534502764316428, "roa_ttm": 0.06875788172608757, "roe_ttm": 0.1656161572813711, "debt_to_ebitda": 2.913296404816391, "net_debt_to_ebitda": 2.3711315952691576, "interest_coverage": 78.0584307178631, "debt_to_equity": 0.9133866187455577, "current_ratio": 1.4915784289583847, "quick_ratio": 1.3139867027825658, "fcf_to_ebitda": -0.5611138439164189, "capex_to_revenue": 0.48551326887471713, "working_capital_to_revenue": 0.16427072618802716, "capital_efficiency": 0.11718701950372934, "financial_health": -0.7675955197480784, "margin_quality": 0.24438604873387482, "growth_momentum": 0.10857978389403161, "company_age_years": 37.24572210814511, "ebitda": 4675700000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 13.898237228860486, "revenue_cagr_3y": 0.046510098832883706, "revenue_cagr_5y": 0.06064644242414707, "earnings_cagr_3y": 0.09292212133190536, "quarterly_revenue_growth_yoy": -0.01601898546425393, "quarterly_earnings_growth_yoy": 0.16957689724647415, "revenue_growth_qoq": 0.018804177189270358, "gross_margin": 0.3280742303956051, "operating_margin": 0.24707734566040265, "net_margin": 0.23334338257461562, "roa_ttm": 0.06953208039097428, "roe_ttm": 0.1702436214100773, "debt_to_ebitda": 2.921166576460302, "net_debt_to_ebitda": 2.4266205920313086, "interest_coverage": 86.24416517055656, "debt_to_equity": 0.9292378801825009, "current_ratio": 1.2688345066487876, "quick_ratio": 1.0999664767013073, "fcf_to_ebitda": -0.5187143511386819, "capex_to_revenue": 0.510942753988384, "working_capital_to_revenue": 0.09938119118631185, "capital_efficiency": 0.11988785090052578, "financial_health": -0.7888327582382687, "margin_quality": 0.26949831954354114, "growth_momentum": 0.07677895589111011, "company_age_years": 37.49486652977413, "ebitda": 4803800000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 40.333173879083056, "revenue_cagr_3y": 0.05440447729142517, "revenue_cagr_5y": 0.0656089592855933, "earnings_cagr_3y": 0.18942154070517847, "quarterly_revenue_growth_yoy": 0.013693405339431745, "quarterly_earnings_growth_yoy": 0.49323178487069225, "revenue_growth_qoq": -0.1737434908328403, "gross_margin": 0.5076560817877321, "operating_margin": 0.1222393031395272, "net_margin": 0.07572690735914514, "roa_ttm": 0.18158824019019415, "roe_ttm": 1.2090965653120715, "debt_to_ebitda": 1.084815494616578, "net_debt_to_ebitda": 0.9711040035902376, "interest_coverage": 92.50260736196319, "debt_to_equity": 2.261538638798954, "current_ratio": 1.2405952025786946, "quick_ratio": 0.7650596981407273, "fcf_to_ebitda": 0.6704741092247994, "capex_to_revenue": 0.020666171398173998, "working_capital_to_revenue": 0.04544555821062739, "capital_efficiency": 0.6953424027511328, "financial_health": -2.1768343780095307, "margin_quality": 0.23520743076213482, "growth_momentum": 0.25346259510506197, "company_age_years": 30.49965776865161, "ebitda": 1809351000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 44.365643744905825, "revenue_cagr_3y": 0.05902611780310041, "revenue_cagr_5y": 0.06764359980833579, "earnings_cagr_3y": 0.12581623978374967, "quarterly_revenue_growth_yoy": 0.05050026854029982, "quarterly_earnings_growth_yoy": 0.2592779292593696, "revenue_growth_qoq": -0.01173771287370479, "gross_margin": 0.4901838522096142, "operating_margin": 0.09376796797543457, "net_margin": 0.0640537928162286, "roa_ttm": 0.17941016267965088, "roe_ttm": 1.082443149288136, "debt_to_ebitda": 1.1054127410130896, "net_debt_to_ebitda": 1.0671779952393547, "interest_coverage": 71.70558060003108, "debt_to_equity": 2.0379507665191547, "current_ratio": 1.2767059098075146, "quick_ratio": 0.7695986981124486, "fcf_to_ebitda": 0.6487549915236233, "capex_to_revenue": 0.021236593002696317, "working_capital_to_revenue": 0.05461585945234093, "capital_efficiency": 0.6309266559838934, "financial_health": -1.895520967386409, "margin_quality": 0.21600187100042578, "growth_momentum": 0.1548890988998347, "company_age_years": 30.748802190280628, "ebitda": 1845128000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 44.60362376778066, "revenue_cagr_3y": 0.0586032923525146, "revenue_cagr_5y": 0.06455808432300159, "earnings_cagr_3y": 0.1393075494034579, "quarterly_revenue_growth_yoy": 0.027899783502584017, "quarterly_earnings_growth_yoy": 0.08514974253583545, "revenue_growth_qoq": 0.2507750510484751, "gross_margin": 0.5081187442246915, "operating_margin": 0.1799377237325382, "net_margin": 0.1174285026517887, "roa_ttm": 0.1669747874071906, "roe_ttm": 0.8928077238697318, "debt_to_ebitda": 1.0343971612591663, "net_debt_to_ebitda": 0.8230369487735358, "interest_coverage": 46.603796663241845, "debt_to_equity": 1.5807421454177626, "current_ratio": 1.327108314639612, "quick_ratio": 0.8881984052341657, "fcf_to_ebitda": 0.7073477614995775, "capex_to_revenue": 0.02258608553967255, "working_capital_to_revenue": 0.07434606330673403, "capital_efficiency": 0.5298912556384612, "financial_health": -1.4710963918644817, "margin_quality": 0.2684949902030061, "growth_momentum": 0.05652476301920973, "company_age_years": 30.99794661190965, "ebitda": 1905070000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 41.6635713611266, "revenue_cagr_3y": 0.048215336974867906, "revenue_cagr_5y": 0.057056103717312956, "earnings_cagr_3y": 0.13966211600693912, "quarterly_revenue_growth_yoy": 0.04034438510477321, "quarterly_earnings_growth_yoy": 0.03731271223264721, "revenue_growth_qoq": 0.018616721410767118, "gross_margin": 0.4989919078190264, "operating_margin": 0.17608924878531906, "net_margin": 0.11792574513746462, "roa_ttm": 0.16290088237959885, "roe_ttm": 0.7052966516729744, "debt_to_ebitda": 1.0227007678660893, "net_debt_to_ebitda": 0.6564308850140211, "interest_coverage": 41.46414906724887, "debt_to_equity": 1.2277743598473636, "current_ratio": 1.473972765001449, "quick_ratio": 1.0317639628159077, "fcf_to_ebitda": 0.6579396123290235, "capex_to_revenue": 0.021361482707886983, "working_capital_to_revenue": 0.10211201661436285, "capital_efficiency": 0.43409876702628664, "financial_health": -1.0936667354598533, "margin_quality": 0.2643356339139367, "growth_momentum": 0.03882854866871021, "company_age_years": 31.249828884325805, "ebitda": 1918173000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 39.703040855729704, "revenue_cagr_3y": 0.04234460425873454, "revenue_cagr_5y": 0.06090686925767064, "earnings_cagr_3y": 0.20684957933825854, "quarterly_revenue_growth_yoy": 0.06833881338986929, "quarterly_earnings_growth_yoy": 0.029365538080897192, "revenue_growth_qoq": -0.1515099122965901, "gross_margin": 0.49897307940692687, "operating_margin": 0.11562784469582486, "net_margin": 0.07296437025779211, "roa_ttm": 0.1677452021252507, "roe_ttm": 0.603001638060498, "debt_to_ebitda": 1.0031499032320546, "net_debt_to_ebitda": 0.5460039488103476, "interest_coverage": 44.87087924754484, "debt_to_equity": 1.0394470733975674, "current_ratio": 1.2821026877408606, "quick_ratio": 0.9044927874835774, "fcf_to_ebitda": 0.5494970481538053, "capex_to_revenue": 0.02016143929258084, "working_capital_to_revenue": 0.06731998931812995, "capital_efficiency": 0.38537342009287434, "financial_health": -0.513085120804516, "margin_quality": 0.2291884314535146, "growth_momentum": 0.04885217573538324, "company_age_years": 31.50171115674196, "ebitda": 1946409000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 43.61324872706176, "revenue_cagr_3y": 0.05277807084048658, "revenue_cagr_5y": 0.05266750818664345, "earnings_cagr_3y": 0.2766597466846068, "quarterly_revenue_growth_yoy": 0.07278991959670927, "quarterly_earnings_growth_yoy": 0.4504961304252893, "revenue_growth_qoq": -0.007620235959938057, "gross_margin": 0.4863689877586879, "operating_margin": 0.11781869039001053, "net_margin": 0.08660575283363034, "roa_ttm": 0.1726993492397877, "roe_ttm": 0.5843944125692981, "debt_to_ebitda": 0.9585554520037278, "net_debt_to_ebitda": 0.45931181635355867, "interest_coverage": 88.0001726593862, "debt_to_equity": 0.9461868448446994, "current_ratio": 1.3190409533576364, "quick_ratio": 0.8945131714779371, "fcf_to_ebitda": 0.6739299553637121, "capex_to_revenue": 0.018974231013708005, "working_capital_to_revenue": 0.07785972972602677, "capital_efficiency": 0.3785468809045429, "financial_health": -0.44095718675271545, "margin_quality": 0.2302644769941096, "growth_momentum": 0.2616430250109993, "company_age_years": 31.748117727583846, "ebitda": 2038700000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 54.173959358993095, "revenue_cagr_3y": 0.07076652392698946, "revenue_cagr_5y": 0.07742839985882699, "earnings_cagr_3y": 0.03272637285664581, "quarterly_revenue_growth_yoy": 0.16036278643588728, "quarterly_earnings_growth_yoy": -0.1559339159507385, "revenue_growth_qoq": 0.35287701434098157, "gross_margin": 0.4643206559636085, "operating_margin": 0.1474403055610058, "net_margin": 0.08541933397701226, "roa_ttm": 0.055413619026868144, "roe_ttm": 0.4800925035337019, "debt_to_ebitda": 5.600333460713704, "net_debt_to_ebitda": 5.49808077538135, "interest_coverage": 34.67497721211303, "debt_to_equity": 4.810973712603397, "current_ratio": 1.1690998823915626, "quick_ratio": 0.7223330546666079, "fcf_to_ebitda": 0.5725505850166609, "capex_to_revenue": 0.01660767034228219, "working_capital_to_revenue": 0.05590203305816578, "capital_efficiency": 0.26775306128028503, "financial_health": -4.485936099442746, "margin_quality": 0.2323934318338755, "growth_momentum": 0.002214435242574392, "company_age_years": 31.99726214921287, "ebitda": 2054215000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 22.64271034216761, "revenue_cagr_3y": 0.04064058197058018, "revenue_cagr_5y": 0.10814059727563885, "earnings_cagr_3y": 0.17131533060533521, "quarterly_revenue_growth_yoy": 0.16850564726324935, "quarterly_earnings_growth_yoy": 0.08843765732505454, "revenue_growth_qoq": 0.1554553264604811, "gross_margin": 0.448232276292799, "operating_margin": 0.16604706494665228, "net_margin": 0.12056210268039703, "roa_ttm": 0.10580128267607555, "roe_ttm": 0.764328967751021, "debt_to_ebitda": 2.602347236762356, "net_debt_to_ebitda": 2.5418480357044464, "interest_coverage": 42.20697674418604, "debt_to_equity": 3.3255879453598083, "current_ratio": 0.8377003101576634, "quick_ratio": 0.5462651848022745, "fcf_to_ebitda": 0.8877624111521296, "capex_to_revenue": 0.015926257711179427, "working_capital_to_revenue": -0.05113809882525398, "capital_efficiency": 0.4350651252135483, "financial_health": -2.6663153585027852, "margin_quality": 0.24494714797328276, "growth_momentum": 0.12847165229415194, "company_age_years": 35.997262149212865, "ebitda": 3629800000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 24.899648109556416, "revenue_cagr_3y": 0.028436751182196573, "revenue_cagr_5y": 0.09432230224244331, "earnings_cagr_3y": 0.12360442570728547, "quarterly_revenue_growth_yoy": 0.004783101011284214, "quarterly_earnings_growth_yoy": -0.2884669878152451, "revenue_growth_qoq": -0.04332874828060523, "gross_margin": 0.4157226960965279, "operating_margin": 0.1348436862455554, "net_margin": 0.09757708823129384, "roa_ttm": 0.09487572697549261, "roe_ttm": 0.7312939077426309, "debt_to_ebitda": 2.791068770467401, "net_debt_to_ebitda": 2.697796963381959, "interest_coverage": 39.194865810968494, "debt_to_equity": 3.4848158197970487, "current_ratio": 0.8301921741143783, "quick_ratio": 0.5498803735432585, "fcf_to_ebitda": 0.7554033938672224, "capex_to_revenue": 0.01820418579351644, "working_capital_to_revenue": -0.05592411279376554, "capital_efficiency": 0.4130848173590618, "financial_health": -2.8116765648726805, "margin_quality": 0.21604782352445906, "growth_momentum": -0.14184194340198045, "company_age_years": 36.24914442162902, "ebitda": 3359000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 32.65012706359517, "revenue_cagr_3y": 0.054242204824086704, "revenue_cagr_5y": 0.11344771144867627, "earnings_cagr_3y": 0.4438916473128065, "quarterly_revenue_growth_yoy": 0.06088486900730707, "quarterly_earnings_growth_yoy": -0.25307125307125306, "revenue_growth_qoq": -0.07472749528824295, "gross_margin": 0.3947208164465257, "operating_margin": 0.07832678860166734, "net_margin": 0.06383738266731064, "roa_ttm": 0.09021275772135852, "roe_ttm": 0.764976202199245, "debt_to_ebitda": 3.1764948192274787, "net_debt_to_ebitda": 3.12398998700846, "interest_coverage": 36.06742857142857, "debt_to_equity": 4.11320367634991, "current_ratio": 0.8835912230090043, "quick_ratio": 0.5466386921933736, "fcf_to_ebitda": 0.5933648087708736, "capex_to_revenue": 0.01865166511236124, "working_capital_to_revenue": -0.03338246944034977, "capital_efficiency": 0.42759447996030175, "financial_health": -3.5168879004071365, "margin_quality": 0.17896166257183455, "growth_momentum": -0.09609319203197299, "company_age_years": 36.50102669404517, "ebitda": 3155900000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 20.478683148849086, "revenue_cagr_3y": 0.0832920726772104, "revenue_cagr_5y": 0.056188762892659616, "earnings_cagr_3y": 0.15823064309859491, "quarterly_revenue_growth_yoy": 0.0983599672413431, "quarterly_earnings_growth_yoy": 0.27072368421052634, "revenue_growth_qoq": -0.13508284552038893, "gross_margin": 0.42707198164611415, "operating_margin": 0.11727368320428257, "net_margin": 0.07385527196252749, "roa_ttm": 0.08940869257324953, "roe_ttm": 0.6512040230811386, "debt_to_ebitda": 3.101551480959097, "net_debt_to_ebitda": 3.045472496473907, "interest_coverage": 31.793721973094172, "debt_to_equity": 3.5443731665645855, "current_ratio": 0.9911084268626168, "quick_ratio": 0.5504722599694667, "fcf_to_ebitda": 0.35977433004231313, "capex_to_revenue": 0.02909851053551192, "working_capital_to_revenue": -0.0023928953582344945, "capital_efficiency": 0.37030635782719407, "financial_health": -3.0829777423333686, "margin_quality": 0.2060669789376414, "growth_momentum": 0.18454182572593472, "company_age_years": 37.50034223134839, "ebitda": 3545000000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 18.692447858023698, "revenue_cagr_3y": 0.09487014546258066, "revenue_cagr_5y": 0.06539173129614007, "earnings_cagr_3y": 0.14062735968698337, "quarterly_revenue_growth_yoy": 0.0887630784003841, "quarterly_earnings_growth_yoy": 0.28748651564185546, "revenue_growth_qoq": 0.04051237931364114, "gross_margin": 0.444822137292371, "operating_margin": 0.13097163016316332, "net_margin": 0.08771865353520505, "roa_ttm": 0.09194592280986948, "roe_ttm": 0.6715611974232664, "debt_to_ebitda": 3.0843386413597127, "net_debt_to_ebitda": 3.0437510053080263, "interest_coverage": 32.95229681978799, "debt_to_equity": 3.6330680813439433, "current_ratio": 0.9979067554709801, "quick_ratio": 0.5685061845861085, "fcf_to_ebitda": 0.3307329365717656, "capex_to_revenue": 0.033112612094225544, "working_capital_to_revenue": -0.0005842621035206218, "capital_efficiency": 0.3817535601165679, "financial_health": -3.0227268116272734, "margin_quality": 0.22117080699691313, "growth_momentum": 0.18812479702111978, "company_age_years": 37.74674880219028, "ebitda": 3730200000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 19.662891476609026, "revenue_cagr_3y": 0.10670110591832271, "revenue_cagr_5y": 0.05504867912334599, "earnings_cagr_3y": 0.10025748473893503, "quarterly_revenue_growth_yoy": 0.0627181853788124, "quarterly_earnings_growth_yoy": 0.37342100709465303, "revenue_growth_qoq": 0.1466632368072909, "gross_margin": 0.4602602313880076, "operating_margin": 0.17762715123545814, "net_margin": 0.12718328365862258, "roa_ttm": 0.10111758129335538, "roe_ttm": 0.6451213131007133, "debt_to_ebitda": 2.6848089976713077, "net_debt_to_ebitda": 2.6329336570381012, "interest_coverage": 34.918685121107266, "debt_to_equity": 2.984632755914186, "current_ratio": 1.00181413765361, "quick_ratio": 0.6170592039879478, "fcf_to_ebitda": 0.43355794480503396, "capex_to_revenue": 0.03591758162789786, "working_capital_to_revenue": 0.0005008514474606832, "capital_efficiency": 0.3731194471970343, "financial_health": -2.4959043355591586, "margin_quality": 0.25502355542736277, "growth_momentum": 0.21806959623673272, "company_age_years": 37.9958932238193, "ebitda": 4036600000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 18.042942720212032, "revenue_cagr_3y": 0.06093037318752215, "revenue_cagr_5y": 0.05269901837268387, "earnings_cagr_3y": 0.025642679365838195, "quarterly_revenue_growth_yoy": 0.01145947018553428, "quarterly_earnings_growth_yoy": 0.11151656692453657, "revenue_growth_qoq": -0.019853860205749446, "gross_margin": 0.4767603446302745, "operating_margin": 0.18155214413000473, "net_margin": 0.12449523435839586, "roa_ttm": 0.10514899258840661, "roe_ttm": 0.6399206349206349, "debt_to_ebitda": 2.4833321367889534, "net_debt_to_ebitda": 2.3628640486275634, "interest_coverage": 38.30155820348304, "debt_to_equity": 2.74526455026455, "current_ratio": 0.9359222128276362, "quick_ratio": 0.5970678825945163, "fcf_to_ebitda": 0.5842965515590973, "capex_to_revenue": 0.03485423487420865, "working_capital_to_revenue": -0.018427977177792636, "capital_efficiency": 0.37253481375452074, "financial_health": -2.226582933336829, "margin_quality": 0.26093590770622505, "growth_momentum": 0.061488018555035426, "company_age_years": 38.247775496235455, "ebitda": 4178700000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 21.723537841417862, "revenue_cagr_3y": 0.05374857392253585, "revenue_cagr_5y": 0.052622837044718596, "earnings_cagr_3y": -0.04346726937510492, "quarterly_revenue_growth_yoy": 0.004148742950004779, "quarterly_earnings_growth_yoy": -0.07791871602381568, "revenue_growth_qoq": -0.14133437964915724, "gross_margin": 0.48526331822855184, "operating_margin": 0.1284414150260843, "net_margin": 0.06781919957351205, "roa_ttm": 0.10406719408915066, "roe_ttm": 0.642876365789332, "debt_to_ebitda": 2.4820357117038965, "net_debt_to_ebitda": 2.415335309284561, "interest_coverage": 43.86786469344609, "debt_to_equity": 2.7720006458905218, "current_ratio": 0.831897267198841, "quick_ratio": 0.4803301694608339, "fcf_to_ebitda": 0.6345936046651727, "capex_to_revenue": 0.038539122588593565, "working_capital_to_revenue": -0.048325734538150866, "capital_efficiency": 0.37347177993924136, "financial_health": -2.2426105599558643, "margin_quality": 0.2271746442760494, "growth_momentum": -0.03688498653690545, "company_age_years": 38.49965776865161, "ebitda": 4149900000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 23.395553636123708, "revenue_cagr_3y": 0.04853025464994176, "revenue_cagr_5y": 0.058415988652044115, "earnings_cagr_3y": 0.07242714443618148, "quarterly_revenue_growth_yoy": -0.013799059238571219, "quarterly_earnings_growth_yoy": 0.05823209049015501, "revenue_growth_qoq": 0.021914626251856365, "gross_margin": 0.4715592569820953, "operating_margin": 0.13522627764425316, "net_margin": 0.09412553797998995, "roa_ttm": 0.10314963654756468, "roe_ttm": 0.6897280018266404, "debt_to_ebitda": 2.684541375752777, "net_debt_to_ebitda": 2.6413781520669883, "interest_coverage": 39.208842897460016, "debt_to_equity": 3.1934526357850275, "current_ratio": 0.7807042159417384, "quick_ratio": 0.46293846462216875, "fcf_to_ebitda": 0.5788286667146525, "capex_to_revenue": 0.0418813759966575, "working_capital_to_revenue": -0.07142421921242297, "capital_efficiency": 0.39643881918710255, "financial_health": -2.31258262485921, "margin_quality": 0.23363702420211277, "growth_momentum": 0.022216515625791893, "company_age_years": 38.74880219028063, "ebitda": 4167900000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 19.84464549260913, "revenue_cagr_3y": 0.052450709771797666, "revenue_cagr_5y": 0.05154634705834171, "earnings_cagr_3y": 0.111189393874638, "quarterly_revenue_growth_yoy": 0.004951446976252284, "quarterly_earnings_growth_yoy": 0.12120448532191004, "revenue_growth_qoq": 0.16846459113520765, "gross_margin": 0.48846368492386194, "operating_margin": 0.19636450609901937, "net_margin": 0.14189587817906402, "roa_ttm": 0.10587343052161456, "roe_ttm": 0.669758515912362, "debt_to_ebitda": 2.4975363760438594, "net_debt_to_ebitda": 2.4512711374308913, "interest_coverage": 37.525173611111114, "debt_to_equity": 2.8777120315581852, "current_ratio": 0.8103554496022286, "quick_ratio": 0.5037768194358878, "fcf_to_ebitda": 0.5469013856438965, "capex_to_revenue": 0.0437723023161811, "working_capital_to_revenue": -0.061544613325104205, "capital_efficiency": 0.3878159732169883, "financial_health": -2.158746360663766, "margin_quality": 0.27557468973398175, "growth_momentum": 0.06307796614908116, "company_age_years": 38.997946611909654, "ebitda": 4322900000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 24.72577747556703, "revenue_cagr_3y": 0.061881430184115294, "revenue_cagr_5y": 0.04830466338476369, "earnings_cagr_3y": 0.17090599203439694, "quarterly_revenue_growth_yoy": 0.007487697614726895, "quarterly_earnings_growth_yoy": 0.058699934340118186, "revenue_growth_qoq": -0.017380212070477557, "gross_margin": 0.4912778904665314, "operating_margin": 0.18354563894523326, "net_margin": 0.1308235294117647, "roa_ttm": 0.10670343745697441, "roe_ttm": 0.6153605543658719, "debt_to_ebitda": 2.4438733173520193, "net_debt_to_ebitda": 2.3889682832380603, "interest_coverage": 40.54579439252336, "debt_to_equity": 2.55106951228315, "current_ratio": 0.8276831853257782, "quick_ratio": 0.5135561989997368, "fcf_to_ebitda": 0.4720173335791997, "capex_to_revenue": 0.047259635196391, "working_capital_to_revenue": -0.05395276205348429, "capital_efficiency": 0.36103199591142315, "financial_health": -1.9571223387312067, "margin_quality": 0.2685490196078431, "growth_momentum": 0.03309381597742254, "company_age_years": 39.2498288843258, "ebitda": 4338400000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 21.48966113770455, "revenue_cagr_3y": 0.03613406712044287, "revenue_cagr_5y": 0.0518358570978803, "earnings_cagr_3y": 0.16453543359724132, "quarterly_revenue_growth_yoy": 0.008567838239214044, "quarterly_earnings_growth_yoy": 0.34783829309376757, "revenue_growth_qoq": -0.1404137931034483, "gross_margin": 0.48576606509099146, "operating_margin": 0.1271426413954542, "net_margin": 0.09063278713282488, "roa_ttm": 0.11346191278149674, "roe_ttm": 0.661877962085308, "debt_to_ebitda": 2.305465879995547, "net_debt_to_ebitda": 2.2586218412557053, "interest_coverage": 43.649173955296405, "debt_to_equity": 2.5560327804107423, "current_ratio": 0.7932204385565527, "quick_ratio": 0.4571650975957231, "fcf_to_ebitda": 0.4638094177891573, "capex_to_revenue": 0.04632335433036777, "working_capital_to_revenue": -0.06095200987077083, "capital_efficiency": 0.3876699374334024, "financial_health": -2.009461972823868, "margin_quality": 0.23451383120642352, "growth_momentum": 0.1782030656664908, "company_age_years": 39.501711156741955, "ebitda": 4491500000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 15.441307681583718, "revenue_cagr_3y": -0.017797747399325825, "revenue_cagr_5y": 0.02379335281614603, "earnings_cagr_3y": 0.09895910650198703, "quarterly_revenue_growth_yoy": 0.020727061406340803, "quarterly_earnings_growth_yoy": 0.09835355285961872, "revenue_growth_qoq": -0.056830046836311564, "gross_margin": 0.46625126518218624, "operating_margin": 0.118895495951417, "net_margin": 0.08018092105263158, "roa_ttm": 0.06514591895125631, "roe_ttm": 0.18390753957764266, "debt_to_ebitda": 2.6282587480830895, "net_debt_to_ebitda": 2.5543357033319394, "interest_coverage": 43.276018099547514, "debt_to_equity": 1.1074397156871383, "current_ratio": 1.0242551066511307, "quick_ratio": 0.6846122749863268, "fcf_to_ebitda": 0.38941168269901016, "capex_to_revenue": 0.05868200045396081, "working_capital_to_revenue": 0.0077173337368540516, "capital_efficiency": 0.12452672926444949, "financial_health": -0.8468392827494976, "margin_quality": 0.2217758940620783, "growth_momentum": 0.05954030713297976, "company_age_years": 29.234770704996578, "ebitda": 2869200000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 16.456265717422873, "revenue_cagr_3y": -0.01021172856421837, "revenue_cagr_5y": 0.03179883556330565, "earnings_cagr_3y": -0.018094656048397773, "quarterly_revenue_growth_yoy": 0.043048354033522244, "quarterly_earnings_growth_yoy": 0.14086687306501547, "revenue_growth_qoq": 0.0943825910931174, "gross_margin": 0.41829479768786126, "operating_margin": 0.16277456647398844, "net_margin": 0.08520231213872832, "roa_ttm": 0.06600796992327156, "roe_ttm": 0.1862363975316849, "debt_to_ebitda": 2.7201855984132046, "net_debt_to_ebitda": 2.627846845889562, "interest_coverage": 45.75850891410049, "debt_to_equity": 1.1098602540572569, "current_ratio": 1.0494859207113745, "quick_ratio": 0.7091283808818081, "fcf_to_ebitda": 0.3951050189494563, "capex_to_revenue": 0.06056228386652495, "working_capital_to_revenue": 0.015995748439347895, "capital_efficiency": 0.12612218372747822, "financial_health": -0.8406289021300447, "margin_quality": 0.22209055876685935, "growth_momentum": 0.09195761354926886, "company_age_years": 29.4839151266256, "ebitda": 2823300000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 15.822888530113719, "revenue_cagr_3y": -0.011905132677150099, "revenue_cagr_5y": 0.03348332788554309, "earnings_cagr_3y": 0.025210900772824507, "quarterly_revenue_growth_yoy": 0.05268598092200467, "quarterly_earnings_growth_yoy": 0.051055867415129644, "revenue_growth_qoq": 0.030202312138728322, "gross_margin": 0.421124982465984, "operating_margin": 0.19612848926918222, "net_margin": 0.11031000140272128, "roa_ttm": 0.06586190051720578, "roe_ttm": 0.18107804992869309, "debt_to_ebitda": 2.6524989470728624, "net_debt_to_ebitda": 2.579109925593149, "interest_coverage": 43.10438794409059, "debt_to_equity": 1.0464118078728384, "current_ratio": 1.2283713996699144, "quick_ratio": 0.8266783793856146, "fcf_to_ebitda": 0.36954232767092515, "capex_to_revenue": 0.06204665317398177, "working_capital_to_revenue": 0.063368837807094, "capital_efficiency": 0.12346997522294943, "financial_health": -0.8873137263835927, "margin_quality": 0.24252115771262917, "growth_momentum": 0.05187092416856716, "company_age_years": 29.73579739904175, "ebitda": 2849200000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 15.915998631074606, "revenue_cagr_3y": -0.00288814207150756, "revenue_cagr_5y": 0.036798824671639085, "earnings_cagr_3y": 0.18805277879412974, "quarterly_revenue_growth_yoy": 0.08857134333701262, "quarterly_earnings_growth_yoy": 0.5358995358995359, "revenue_growth_qoq": 0.023705989619862533, "gross_margin": 0.4219786242806248, "operating_margin": 0.17911756645656343, "net_margin": 0.1541792271855303, "roa_ttm": 0.07534665170520578, "roe_ttm": 0.19742731508827197, "debt_to_ebitda": 2.5060574948665297, "net_debt_to_ebitda": 2.433709787816564, "interest_coverage": 42.47093023255814, "debt_to_equity": 0.9611734593423902, "current_ratio": 1.3393554402937233, "quick_ratio": 0.918031353808497, "fcf_to_ebitda": 0.4184462696783025, "capex_to_revenue": 0.06278234345975092, "working_capital_to_revenue": 0.08417720146583689, "capital_efficiency": 0.13638698339673888, "financial_health": -0.8765007256103902, "margin_quality": 0.2517584726409062, "growth_momentum": 0.31223543961827427, "company_age_years": 29.987679671457904, "ebitda": 2922000000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 16.07398486288352, "revenue_cagr_3y": 0.017219575006093724, "revenue_cagr_5y": 0.03860045587523575, "earnings_cagr_3y": 0.01946993252624374, "quarterly_revenue_growth_yoy": 0.09783021255060728, "quarterly_earnings_growth_yoy": -0.02445759368836292, "revenue_growth_qoq": -0.048807892573307754, "gross_margin": 0.40349765190584574, "operating_margin": 0.12913077299835776, "net_margin": 0.07124953182171771, "roa_ttm": 0.07421114430522734, "roe_ttm": 0.19706617550322325, "debt_to_ebitda": 2.5168001629106707, "net_debt_to_ebitda": 2.4572359489546565, "interest_coverage": 42.63965267727931, "debt_to_equity": 0.975595316405736, "current_ratio": 1.1541629004720297, "quick_ratio": 0.7670483077232098, "fcf_to_ebitda": 0.42370350257941897, "capex_to_revenue": 0.06394049942026526, "working_capital_to_revenue": 0.04340940584259495, "capital_efficiency": 0.1356386599042253, "financial_health": -0.832997005935913, "margin_quality": 0.2012926522419737, "growth_momentum": 0.03668630943112218, "company_age_years": 30.234086242299796, "ebitda": 2946400000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 15.839186115117347, "revenue_cagr_3y": 0.028722646808617247, "revenue_cagr_5y": 0.020243402522989395, "earnings_cagr_3y": 0.05169643623833631, "quarterly_revenue_growth_yoy": 0.06635838150289017, "quarterly_earnings_growth_yoy": 0.19165535956580732, "revenue_growth_qoq": 0.06300959405341554, "gross_margin": 0.41961188204683436, "operating_margin": 0.11399609713790113, "net_margin": 0.09521357328707719, "roa_ttm": 0.07790853866356583, "roe_ttm": 0.19802535193324416, "debt_to_ebitda": 2.3658056903107383, "net_debt_to_ebitda": 2.3480398583977973, "interest_coverage": 40.354497354497354, "debt_to_equity": 0.9194980572010956, "current_ratio": 1.2715657596997627, "quick_ratio": 0.8417407141674486, "fcf_to_ebitda": 0.36528123770814214, "capex_to_revenue": 0.0628148045081397, "working_capital_to_revenue": 0.06846389314039238, "capital_efficiency": 0.137966945298405, "financial_health": -0.805373113131881, "margin_quality": 0.20960718415727086, "growth_momentum": 0.12900687053434873, "company_age_years": 30.483230663928815, "ebitda": 3050800000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 17.551170480095227, "revenue_cagr_3y": 0.02828554449407772, "revenue_cagr_5y": 0.014672161867489653, "earnings_cagr_3y": 0.19088137721658693, "quarterly_revenue_growth_yoy": 0.05125543554495722, "quarterly_earnings_growth_yoy": 0.10732451678535096, "revenue_growth_qoq": 0.015611448395490026, "gross_margin": 0.41687126387702816, "operating_margin": 0.15422181895815543, "net_margin": 0.1161934244235696, "roa_ttm": 0.07997956178052959, "roe_ttm": 0.20135193078921482, "debt_to_ebitda": 2.348961777542653, "net_debt_to_ebitda": 2.281642639862452, "interest_coverage": 38.87403598971722, "debt_to_equity": 0.89593159633768, "current_ratio": 1.3433338904674355, "quick_ratio": 0.9009972700428993, "fcf_to_ebitda": 0.3928382489088745, "capex_to_revenue": 0.06242486277796479, "working_capital_to_revenue": 0.08466891534482403, "capital_efficiency": 0.14066574628487222, "financial_health": -0.7887012228391596, "margin_quality": 0.2290955024195844, "growth_momentum": 0.0792899761651541, "company_age_years": 30.73511293634497, "ebitda": 3024400000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 16.480438509726344, "revenue_cagr_3y": 0.03294894600879039, "revenue_cagr_5y": 0.011046940107205971, "earnings_cagr_3y": 0.23667675172491798, "quarterly_revenue_growth_yoy": 0.03055631679912305, "quarterly_earnings_growth_yoy": -0.2977248489157483, "revenue_growth_qoq": 0.0035493168232280103, "gross_margin": 0.41178034835793115, "operating_margin": 0.14221513070070468, "net_margin": 0.10506581571599521, "roa_ttm": 0.0711898179282174, "roe_ttm": 0.17856607357057178, "debt_to_ebitda": 2.322518958127267, "net_debt_to_ebitda": 2.28470161556215, "interest_coverage": 44.866863905325445, "debt_to_equity": 0.8801729308276689, "current_ratio": 1.2691827653570653, "quick_ratio": 0.8496038636856956, "fcf_to_ebitda": 0.4716782063963073, "capex_to_revenue": 0.05775078060020998, "working_capital_to_revenue": 0.06763611077023765, "capital_efficiency": 0.12487794574939459, "financial_health": -0.7815463795552292, "margin_quality": 0.21968709825821034, "growth_momentum": -0.1335842660583126, "company_age_years": 30.986995208761122, "ebitda": 3033000000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 19.452173102094243, "revenue_cagr_3y": 0.042109678621040425, "revenue_cagr_5y": 0.009919336127526268, "earnings_cagr_3y": 0.08708365126965689, "quarterly_revenue_growth_yoy": 0.009939785070154715, "quarterly_earnings_growth_yoy": 0.19894864536999596, "revenue_growth_qoq": -0.0678367238399149, "gross_margin": 0.40163747361214125, "operating_margin": 0.11630627032578308, "net_margin": 0.08458378501740173, "roa_ttm": 0.07063877367686691, "roe_ttm": 0.17982653545318525, "debt_to_ebitda": 2.388612565445026, "net_debt_to_ebitda": 2.362761780104712, "interest_coverage": 48.740031897926634, "debt_to_equity": 0.8879535805953265, "current_ratio": 1.1431665062560155, "quick_ratio": 0.74720885466795, "fcf_to_ebitda": 0.43776178010471206, "capex_to_revenue": 0.05650662803430662, "working_capital_to_revenue": 0.040468757439109826, "capital_efficiency": 0.12523265456502608, "financial_health": -0.7270874160788441, "margin_quality": 0.20084250965177533, "growth_momentum": 0.10444421522007534, "company_age_years": 31.23340177960301, "ebitda": 3056000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 21.93688670555726, "revenue_cagr_3y": -0.015109166181578204, "revenue_cagr_5y": -0.023443554271305178, "earnings_cagr_3y": 0.1256955272993765, "quarterly_revenue_growth_yoy": -0.14107220294882913, "quarterly_earnings_growth_yoy": 0.04924565898092798, "revenue_growth_qoq": -0.09593769612597706, "gross_margin": 0.4392098703101827, "operating_margin": 0.14433119813196177, "net_margin": 0.11631062446751443, "roa_ttm": 0.0718085617161843, "roe_ttm": 0.18182702360979405, "debt_to_ebitda": 2.458909016477331, "net_debt_to_ebitda": 2.429672841401426, "interest_coverage": 47.66341463414634, "debt_to_equity": 0.8762856517616164, "current_ratio": 1.175836422220607, "quick_ratio": 0.782082031155365, "fcf_to_ebitda": 0.5473339473953536, "capex_to_revenue": 0.0567683434163952, "working_capital_to_revenue": 0.0511768272905473, "capital_efficiency": 0.12681779266298918, "financial_health": -0.7237647628477674, "margin_quality": 0.23328389763655297, "growth_momentum": -0.04591327198395058, "company_age_years": 31.482546201232033, "ebitda": 2931300000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 22.3153237980355, "revenue_cagr_3y": -0.016219029177495736, "revenue_cagr_5y": -0.0268977677097626, "earnings_cagr_3y": 0.0745809634678849, "quarterly_revenue_growth_yoy": -0.13962425277540563, "quarterly_earnings_growth_yoy": 0.06614607257694075, "revenue_growth_qoq": 0.01732353033984412, "gross_margin": 0.4499379652605459, "operating_margin": 0.1759925558312655, "net_margin": 0.14398263027295286, "roa_ttm": 0.07316323983950546, "roe_ttm": 0.1779240636343476, "debt_to_ebitda": 2.3772876098569706, "net_debt_to_ebitda": 2.3304497673617095, "interest_coverage": 62.939262472885034, "debt_to_equity": 0.8050818772832848, "current_ratio": 1.2425309350682485, "quick_ratio": 0.8377088914402347, "fcf_to_ebitda": 0.57335860761675, "capex_to_revenue": 0.05588988945017937, "working_capital_to_revenue": 0.0695951387363643, "capital_efficiency": 0.12554365173692653, "financial_health": -0.6899187949393859, "margin_quality": 0.25663771712158806, "growth_momentum": -0.036739090099232444, "company_age_years": 31.734428473648187, "ebitda": 2901500000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 22.425140633923473, "revenue_cagr_3y": -0.010846820521385192, "revenue_cagr_5y": -0.024936095100056566, "earnings_cagr_3y": 0.054570903659476366, "quarterly_revenue_growth_yoy": -0.1372955723972876, "quarterly_earnings_growth_yoy": 0.08731966590736523, "revenue_growth_qoq": 0.006265508684863524, "gross_margin": 0.4464582948030331, "operating_margin": 0.16672831514703162, "net_margin": 0.13242093582393194, "roa_ttm": 0.07469895683091268, "roe_ttm": 0.1794871794871795, "debt_to_ebitda": 2.3116076527698457, "net_debt_to_ebitda": 2.2692033123929183, "interest_coverage": 39.459154929577466, "debt_to_equity": 0.745650697154963, "current_ratio": 1.3299179199030464, "quick_ratio": 1.0320057290805928, "fcf_to_ebitda": 0.5782766990291263, "capex_to_revenue": 0.06091594573413378, "working_capital_to_revenue": 0.09113804621576997, "capital_efficiency": 0.12709306815904609, "financial_health": -0.6820786648246546, "margin_quality": 0.24853584859133218, "growth_momentum": -0.024987953244961184, "company_age_years": 31.98631074606434, "ebitda": 2801600000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 27.861545466485705, "revenue_cagr_3y": -0.05390303445860567, "revenue_cagr_5y": -0.02615917434552517, "earnings_cagr_3y": -0.14449048039160028, "quarterly_revenue_growth_yoy": -0.06370967741935483, "quarterly_earnings_growth_yoy": -0.46962516156828954, "revenue_growth_qoq": 0.12395278698290949, "gross_margin": 0.4158881600742066, "operating_margin": 0.19363280991187967, "net_margin": 0.08156098853773272, "roa_ttm": -0.059445988583806245, "roe_ttm": -0.17886178861788618, "debt_to_ebitda": 3.0819141018344207, "net_debt_to_ebitda": 2.628912919749573, "interest_coverage": 36.78099838969404, "debt_to_equity": 1.1703659367882022, "current_ratio": 1.6070048931238734, "quick_ratio": 1.1924414112799382, "fcf_to_ebitda": 0.621207477781183, "capex_to_revenue": 0.051173438270212465, "working_capital_to_revenue": 0.15753899624867368, "capital_efficiency": -0.11915388860084622, "financial_health": -1.0513924368654166, "margin_quality": 0.23036065284127302, "growth_momentum": -0.26666741949382217, "company_age_years": 32.73648186173853, "ebitda": 2284100000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 31.13248134755344, "revenue_cagr_3y": -0.05644683889861335, "revenue_cagr_5y": -0.021202632710213054, "earnings_cagr_3y": -0.1888175711130693, "quarterly_revenue_growth_yoy": -0.05514456568645583, "quarterly_earnings_growth_yoy": -0.3009776536312849, "revenue_growth_qoq": 0.015470748028887564, "gross_margin": 0.4197305320849509, "operating_margin": 0.15561282745571395, "net_margin": 0.09796757250513816, "roa_ttm": -0.06648460774577954, "roe_ttm": -0.19542690342982244, "debt_to_ebitda": 3.1181397903602326, "net_debt_to_ebitda": 2.5413100196823364, "interest_coverage": 31.846938775510203, "debt_to_equity": 1.104710938133463, "current_ratio": 1.74524248004911, "quick_ratio": 1.306936771025169, "fcf_to_ebitda": 0.6276376619215452, "capex_to_revenue": 0.04147512340757578, "working_capital_to_revenue": 0.18534036742379265, "capital_efficiency": -0.13095575558780098, "financial_health": -1.012012898816101, "margin_quality": 0.22443697734860102, "growth_momentum": -0.17806110965887037, "company_age_years": 32.988364134154686, "ebitda": 2184700000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 31.796925252144405, "revenue_cagr_3y": -0.05976898705015221, "revenue_cagr_5y": -0.014107177904429391, "earnings_cagr_3y": -0.0783619164166165, "quarterly_revenue_growth_yoy": -0.04489174336224591, "quarterly_earnings_growth_yoy": -0.3168666196189132, "revenue_growth_qoq": -0.05881969138420383, "gross_margin": 0.4137261698440208, "operating_margin": 0.12013864818024264, "net_margin": 0.06710571923743501, "roa_ttm": -0.07111670080898062, "roe_ttm": -0.20579120512372265, "debt_to_ebitda": 3.2202846639645584, "net_debt_to_ebitda": 2.659675747007258, "interest_coverage": 32.9472049689441, "debt_to_equity": 1.085898638017895, "current_ratio": 1.8056237290512587, "quick_ratio": 1.3333567071032888, "fcf_to_ebitda": 0.6378075219153548, "capex_to_revenue": 0.0369296243543322, "working_capital_to_revenue": 0.19715820362775213, "capital_efficiency": -0.13845395296635163, "financial_health": -0.997208682990117, "margin_quality": 0.20032351242056615, "growth_momentum": -0.18087918149057958, "company_age_years": 33.23477070499658, "ebitda": 2121800000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 26.755402810400955, "revenue_cagr_3y": -0.0500671546365935, "revenue_cagr_5y": -0.009493640220077482, "earnings_cagr_3y": -0.04000798627638824, "quarterly_revenue_growth_yoy": 0.1776073276985516, "quarterly_earnings_growth_yoy": 1.1527272727272728, "revenue_growth_qoq": 0.09625649913344887, "gross_margin": 0.41698548708382077, "operating_margin": 0.1521484807284915, "net_margin": 0.09827046510892591, "roa_ttm": 0.056702115605626505, "roe_ttm": 0.15663799913550253, "debt_to_ebitda": 2.82095026167223, "net_debt_to_ebitda": 2.243046112003956, "interest_coverage": 38.8272, "debt_to_equity": 1.0203455008868552, "current_ratio": 1.9051487692254279, "quick_ratio": 1.41266534735965, "fcf_to_ebitda": 0.583467260065109, "capex_to_revenue": 0.03989580929143724, "working_capital_to_revenue": 0.21490157934650006, "capital_efficiency": 0.10667005737056451, "financial_health": -0.9243026220143138, "margin_quality": 0.2224681443070794, "growth_momentum": 0.6651673002129121, "company_age_years": 33.4839151266256, "ebitda": 2426700000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 25.575418374917028, "revenue_cagr_3y": -0.03946775430320748, "revenue_cagr_5y": -0.0038870455826249817, "earnings_cagr_3y": -0.0933449348375387, "quarterly_revenue_growth_yoy": 0.10011263499635592, "quarterly_earnings_growth_yoy": 0.318034118602762, "revenue_growth_qoq": 0.04998893350618143, "gross_margin": 0.4100216815225247, "operating_margin": 0.13993615996145506, "net_margin": 0.09771741748976151, "roa_ttm": 0.06299159888877733, "roe_ttm": 0.1628614696762097, "debt_to_ebitda": 2.3685916207879427, "net_debt_to_ebitda": 2.018000078091445, "interest_coverage": 29.13651877133106, "debt_to_equity": 0.8749116607773851, "current_ratio": 1.7228536880290206, "quick_ratio": 1.2467092762135084, "fcf_to_ebitda": 0.5936121197922768, "capex_to_revenue": 0.04427447763354727, "working_capital_to_revenue": 0.1682751853817819, "capital_efficiency": 0.11292653428249352, "financial_health": -0.8054388143669037, "margin_quality": 0.21589175299124708, "growth_momentum": 0.20907337679955895, "company_age_years": 33.73579739904175, "ebitda": 2561100000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 30.33427465767017, "revenue_cagr_3y": -0.03640186850118032, "revenue_cagr_5y": 0.0007446911833999259, "earnings_cagr_3y": -0.08668661604296701, "quarterly_revenue_growth_yoy": 0.0976413401624637, "quarterly_earnings_growth_yoy": 0.002331002331002331, "revenue_growth_qoq": 0.013189592869188147, "gross_margin": 0.39856149319384176, "operating_margin": 0.1144563989775902, "net_margin": 0.0894608571598407, "roa_ttm": 0.053281084955485135, "roe_ttm": 0.1564048614379447, "debt_to_ebitda": 3.5218495733280415, "net_debt_to_ebitda": 3.3790037705894025, "interest_coverage": 1799.642857142857, "debt_to_equity": 1.2282744110074473, "current_ratio": 1.3191207925250479, "quick_ratio": 0.899273893954745, "fcf_to_ebitda": 0.5631672950982338, "capex_to_revenue": 0.05049830756060975, "working_capital_to_revenue": 0.08905137005128366, "capital_efficiency": 0.10484297319671491, "financial_health": -1.1384784466938072, "margin_quality": 0.20082624977709088, "growth_momentum": 0.04998617124673302, "company_age_years": 33.987679671457904, "ebitda": 2519500000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 19.493604801694715, "revenue_cagr_3y": 0.042077794272151525, "revenue_cagr_5y": 0.0012138214144574722, "earnings_cagr_3y": -0.14938626284408996, "quarterly_revenue_growth_yoy": 0.09112524520002378, "quarterly_earnings_growth_yoy": -0.1215946877076412, "revenue_growth_qoq": 0.0005178099365001499, "gross_margin": 0.3872303334059708, "operating_margin": 0.14853453911527567, "net_margin": 0.07202004766833733, "roa_ttm": 0.05086119738356247, "roe_ttm": 0.15086856165614074, "debt_to_ebitda": 3.4085363461613905, "net_debt_to_ebitda": 3.1737083676591737, "interest_coverage": 33.80769230769231, "debt_to_equity": 1.2007434944237918, "current_ratio": 1.3049116473494204, "quick_ratio": 0.879108873266198, "fcf_to_ebitda": 0.421952846102546, "capex_to_revenue": 0.050240347340672974, "working_capital_to_revenue": 0.09048619236245224, "capital_efficiency": 0.1008648795198516, "financial_health": -1.0880859066374635, "margin_quality": 0.20259497339652796, "growth_momentum": -0.01523472125380871, "company_age_years": 34.98699520876112, "ebitda": 2549100000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 21.061587692074784, "revenue_cagr_3y": 0.057441941916605455, "revenue_cagr_5y": 0.005736339814963687, "earnings_cagr_3y": -0.06265312624054309, "quarterly_revenue_growth_yoy": 0.09333578228793583, "quarterly_earnings_growth_yoy": 0.35776614310645727, "revenue_growth_qoq": -0.027130093702331663, "gross_margin": 0.381985664688095, "operating_margin": 0.11328256243700302, "net_margin": 0.06534886325456378, "roa_ttm": 0.0542644048184834, "roe_ttm": 0.1570218674600365, "debt_to_ebitda": 3.30909847854061, "net_debt_to_ebitda": 3.150367118310499, "interest_coverage": 32.379901960784316, "debt_to_equity": 1.19050407123989, "current_ratio": 1.174447612259444, "quick_ratio": 0.789714005702067, "fcf_to_ebitda": 0.40825826962379835, "capex_to_revenue": 0.050908388361036935, "working_capital_to_revenue": 0.05404099995169982, "capital_efficiency": 0.10564313613925995, "financial_health": -1.0044336542644103, "margin_quality": 0.18687236345988725, "growth_momentum": 0.22555096269719654, "company_age_years": 35.233401779603014, "ebitda": 2642200000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 20.09590839367888, "revenue_cagr_3y": 0.09452847578034262, "revenue_cagr_5y": 0.011011225707652006, "earnings_cagr_3y": 0.17949953001417196, "quarterly_revenue_growth_yoy": 0.07870711034802279, "quarterly_earnings_growth_yoy": 0.16392970325554596, "revenue_growth_qoq": 0.02751745800991667, "gross_margin": 0.41231904196457897, "operating_margin": 0.15757560445668375, "net_margin": 0.10206917460397666, "roa_ttm": 0.05634067000333972, "roe_ttm": 0.1579696758510993, "debt_to_ebitda": 3.1160774801127245, "net_debt_to_ebitda": 2.758891306674277, "interest_coverage": 30.240560949298814, "debt_to_equity": 1.1205136098925061, "current_ratio": 1.2584284316922074, "quick_ratio": 0.9245516791653081, "fcf_to_ebitda": 0.6076766667855742, "capex_to_revenue": 0.04749883744104165, "working_capital_to_revenue": 0.07898093403308311, "capital_efficiency": 0.10715517292721952, "financial_health": -0.9145926496995649, "margin_quality": 0.2239879403417465, "growth_momentum": 0.12131840680178438, "company_age_years": 35.73442847364819, "ebitda": 2803300000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 21.205974355593646, "revenue_cagr_3y": 0.08713199922243797, "revenue_cagr_5y": 0.009287387031148286, "earnings_cagr_3y": 0.10502312880408016, "quarterly_revenue_growth_yoy": 0.07278274133798213, "quarterly_earnings_growth_yoy": 0.5325264808340638, "revenue_growth_qoq": -0.004977135494302822, "gross_margin": 0.4210593134267723, "operating_margin": 0.1557739183424741, "net_margin": 0.10288442006906358, "roa_ttm": 0.0628152664487838, "roe_ttm": 0.17058435988911955, "debt_to_ebitda": 2.7384468323554616, "net_debt_to_ebitda": 2.435361592721999, "interest_coverage": 31.602083333333333, "debt_to_equity": 1.0327171926858678, "current_ratio": 1.2987482166689677, "quick_ratio": 0.9542316719591329, "fcf_to_ebitda": 0.5395873162370625, "capex_to_revenue": 0.050573752300883804, "working_capital_to_revenue": 0.0847443244866255, "capital_efficiency": 0.11669981316895167, "financial_health": -0.8965911956329088, "margin_quality": 0.22657255061277, "growth_momentum": 0.302654611086023, "company_age_years": 35.98631074606434, "ebitda": 3033800000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 22.639530341202452, "revenue_cagr_3y": 0.09152866584172692, "revenue_cagr_5y": 0.013684333316352104, "earnings_cagr_3y": 0.2863695577790768, "quarterly_revenue_growth_yoy": 0.050481576884309556, "quarterly_earnings_growth_yoy": 0.7656383890317052, "revenue_growth_qoq": -0.04735425553524274, "gross_margin": 0.43322050161251635, "operating_margin": 0.14568618566592925, "net_margin": 0.1098376822409979, "roa_ttm": 0.07282202972040284, "roe_ttm": 0.1890172565077508, "debt_to_ebitda": 2.3856178656962457, "net_debt_to_ebitda": 2.236353457124195, "interest_coverage": 34.2031914893617, "debt_to_equity": 0.9347275031685678, "current_ratio": 1.4081489286968738, "quick_ratio": 0.9850584961227743, "fcf_to_ebitda": 0.6408509844172809, "capex_to_revenue": 0.05177897487177833, "working_capital_to_revenue": 0.09745492080900615, "capital_efficiency": 0.13091964311407683, "financial_health": -0.8949632658165257, "margin_quality": 0.22958145650648118, "growth_momentum": 0.4080599829580074, "company_age_years": 36.23545516769336, "ebitda": 3215100000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 22.118210013291982, "revenue_cagr_3y": 0.08015438923943274, "revenue_cagr_5y": 0.04692582258739164, "earnings_cagr_3y": 0.16458361081903572, "quarterly_revenue_growth_yoy": 0.03470834090496093, "quarterly_earnings_growth_yoy": 0.48892932969366093, "revenue_growth_qoq": 0.062341746848263546, "gross_margin": 0.4376285814641979, "operating_margin": 0.168774148226203, "net_margin": 0.12316222590195193, "roa_ttm": 0.07977895609874289, "roe_ttm": 0.20660279460385644, "debt_to_ebitda": 2.2675232609658837, "net_debt_to_ebitda": 2.1540983606557376, "interest_coverage": 42.42481203007519, "debt_to_equity": 0.9263098197263315, "current_ratio": 1.4950358665141907, "quick_ratio": 1.103649027965485, "fcf_to_ebitda": 0.6123763107369665, "capex_to_revenue": 0.052928835501656626, "working_capital_to_revenue": 0.12182906704532372, "capital_efficiency": 0.14319087535129965, "financial_health": -0.8917778465235578, "margin_quality": 0.24318831853078426, "growth_momentum": 0.26181883529931094, "company_age_years": 36.48459958932238, "ebitda": 3385500000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 20.597715321849503, "revenue_cagr_3y": 0.06386076707478083, "revenue_cagr_5y": 0.04399979513447838, "earnings_cagr_3y": 0.31417343297680045, "quarterly_revenue_growth_yoy": 0.010206917460397666, "quarterly_earnings_growth_yoy": 0.823019801980198, "revenue_growth_qoq": 0.0031863114054894877, "gross_margin": 0.43401275478304363, "operating_margin": 0.17686632487182694, "net_margin": 0.1841940727772915, "roa_ttm": 0.09251366416910993, "roe_ttm": 0.23920774936240904, "debt_to_ebitda": 2.008599922289859, "net_debt_to_ebitda": 1.6819323921771792, "interest_coverage": 44.94179278230501, "debt_to_equity": 0.907157397225017, "current_ratio": 1.2992503875475143, "quick_ratio": 0.9653436962476907, "fcf_to_ebitda": 0.5186633855718171, "capex_to_revenue": 0.05725185969657918, "working_capital_to_revenue": 0.08990341061334899, "capital_efficiency": 0.16586070676575948, "financial_health": -0.7588817264363756, "margin_quality": 0.265024384144054, "growth_momentum": 0.41661335972029784, "company_age_years": 36.73648186173853, "ebitda": 3860500000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 19.11399843953186, "revenue_cagr_3y": 0.05981547259910891, "revenue_cagr_5y": 0.0430456531350738, "earnings_cagr_3y": 0.16252135511299137, "quarterly_revenue_growth_yoy": 0.016961202518789357, "quarterly_earnings_growth_yoy": 0.16707798617966435, "revenue_growth_qoq": 0.0016756283606352382, "gross_margin": 0.43391091580944774, "operating_margin": 0.17125237191650855, "net_margin": 0.1180715070408469, "roa_ttm": 0.09444523928750269, "roe_ttm": 0.23799544829761823, "debt_to_ebitda": 2.0053836150845252, "net_debt_to_ebitda": 1.7030169050715214, "interest_coverage": 48.856416772554006, "debt_to_equity": 0.8687329592825436, "current_ratio": 1.3193395817061528, "quick_ratio": 0.9836631085654778, "fcf_to_ebitda": 0.473185955786736, "capex_to_revenue": 0.06317735398376256, "working_capital_to_revenue": 0.09350502496601319, "capital_efficiency": 0.16622034379256045, "financial_health": -0.7309581206751363, "margin_quality": 0.24107826492226772, "growth_momentum": 0.09201959434922685, "company_age_years": 36.988364134154686, "ebitda": 3845000000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 14.090388117637474, "revenue_cagr_3y": -0.23160771815188685, "revenue_cagr_5y": -0.1666999381715294, "earnings_cagr_3y": 0.13035629641734992, "quarterly_revenue_growth_yoy": -0.5766228133583924, "quarterly_earnings_growth_yoy": 0.33992395437262357, "revenue_growth_qoq": -0.7277080427708043, "gross_margin": 0.2571282226395766, "operating_margin": 0.07990438791190028, "net_margin": 0.30083660577087246, "roa_ttm": 0.011250647125694492, "roe_ttm": 0.021452850542427387, "debt_to_ebitda": 6.3486391408998335, "net_debt_to_ebitda": 4.637104239955564, "interest_coverage": 15.002777777777778, "debt_to_equity": 0.3489548350328713, "current_ratio": 1.7039131981501245, "quick_ratio": 1.147883315546069, "fcf_to_ebitda": -1.1786706165524903, "capex_to_revenue": 0.06042652141366844, "working_capital_to_revenue": 0.31514485482663607, "capital_efficiency": 0.016351748834060938, "financial_health": -0.22430963766860065, "margin_quality": 0.2126230721074498, "growth_momentum": -0.1183494294928844, "company_age_years": 0, "ebitda": 5401000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 21.13287799732257, "revenue_cagr_3y": -0.22130899322061592, "revenue_cagr_5y": -0.16178366004163036, "earnings_cagr_3y": -0.28671030598227765, "quarterly_revenue_growth_yoy": -0.6298684381920021, "quarterly_earnings_growth_yoy": -0.023483365949119372, "revenue_growth_qoq": -0.02970804165955267, "gross_margin": 0.29157135315854305, "operating_margin": 0.1164877705437269, "net_margin": 0.08780573640682739, "roa_ttm": 0.011363328327541434, "roe_ttm": 0.021368131307982464, "debt_to_ebitda": 9.507975128413085, "net_debt_to_ebitda": 7.632062719653961, "interest_coverage": 10.218232044198896, "debt_to_equity": 0.3585482719951065, "current_ratio": 1.6403540462427746, "quick_ratio": 1.0463872832369943, "fcf_to_ebitda": -2.5996215193295487, "capex_to_revenue": 0.07553279614428797, "working_capital_to_revenue": 0.3337035921379622, "capital_efficiency": 0.01636572981776195, "financial_health": -0.24064551945924204, "margin_quality": 0.16528828670303244, "growth_momentum": -0.32667590207056074, "company_age_years": 0, "ebitda": 3699000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 12.002261798502122, "revenue_cagr_3y": -0.21915557024664367, "revenue_cagr_5y": -0.17623605501591777, "earnings_cagr_3y": -0.48969342353412515, "quarterly_revenue_growth_yoy": -0.7280474434366591, "quarterly_earnings_growth_yoy": 1.3800475059382422, "revenue_growth_qoq": -0.039767728312511, "gross_margin": 0.2855048561480667, "operating_margin": 0.10426974528129009, "net_margin": 0.0879604178119846, "roa_ttm": 0.020416954741264693, "roe_ttm": 0.040593839549121824, "debt_to_ebitda": 7.161689344407139, "net_debt_to_ebitda": 4.779289627142605, "interest_coverage": 102.89090909090909, "debt_to_equity": 0.4285457486967464, "current_ratio": 2.0069997976937084, "quick_ratio": 1.8408254096702408, "fcf_to_ebitda": 0.16310302173528893, "capex_to_revenue": 0.10031942244267276, "working_capital_to_revenue": 0.646324044978835, "capital_efficiency": 0.030505397145193257, "financial_health": -0.3272158913801614, "margin_quality": 0.15924500641378045, "growth_momentum": 0.3260000312507916, "company_age_years": 0, "ebitda": 5659000000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 18.91946206231555, "revenue_cagr_3y": -0.2032215575772216, "revenue_cagr_5y": -0.17839327560397755, "earnings_cagr_3y": 0.2697645820871235, "quarterly_revenue_growth_yoy": -0.7483031148303115, "quarterly_earnings_growth_yoy": -0.5264116575591985, "revenue_growth_qoq": -0.007879787428990287, "gross_margin": 0.2838936091614333, "operating_margin": 0.1004802364240857, "net_margin": 0.09604728481714074, "roa_ttm": 0.017182601364702163, "roe_ttm": 0.03527540997793258, "debt_to_ebitda": 11.147835269271383, "net_debt_to_ebitda": 8.100580781414994, "interest_coverage": 25.08609271523179, "debt_to_equity": 0.45679546536281423, "current_ratio": 1.7231630510846745, "quick_ratio": 1.1421973407977606, "fcf_to_ebitda": 0.7188489968321014, "capex_to_revenue": 0.18856811387265182, "working_capital_to_revenue": 0.9222256927401722, "capital_efficiency": 0.026229005671317373, "financial_health": -0.3127452439819586, "margin_quality": 0.16014037680088658, "growth_momentum": -0.637357386194755, "company_age_years": 0, "ebitda": 3788000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 21.236676008623345, "revenue_cagr_3y": -0.24235084864554235, "revenue_cagr_5y": -0.1773912867065982, "earnings_cagr_3y": -0.22526891050042175, "quarterly_revenue_growth_yoy": -0.045222593700510294, "quarterly_earnings_growth_yoy": -0.2545090180360721, "revenue_growth_qoq": -0.007681053401609363, "gross_margin": 0.30372281607077034, "operating_margin": 0.14338370807224474, "net_margin": 0.06855879100626612, "roa_ttm": 0.01142343729944808, "roe_ttm": 0.01937403250773994, "debt_to_ebitda": 5.464736680012319, "net_debt_to_ebitda": 4.815829996920234, "interest_coverage": 18.34463276836158, "debt_to_equity": 0.4291795665634675, "current_ratio": 1.6154776299879081, "quick_ratio": 0.9646311970979444, "fcf_to_ebitda": 0.7979673544810595, "capex_to_revenue": 0.1560303239145417, "working_capital_to_revenue": 0.18708936365724788, "capital_efficiency": 0.01539873490359401, "financial_health": -0.3474665630347913, "margin_quality": 0.17188843838309376, "growth_momentum": -0.1498658058682912, "company_age_years": 0.3258042436687201, "ebitda": 3247000000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 19.57649117737473, "revenue_cagr_3y": -0.2631370577209824, "revenue_cagr_5y": -0.18399743726455697, "earnings_cagr_3y": 0.4919202180007929, "quarterly_revenue_growth_yoy": -0.04636247022173355, "quarterly_earnings_growth_yoy": -0.6333333333333333, "revenue_growth_qoq": -0.04091411721341688, "gross_margin": 0.28843197540353577, "operating_margin": 0.1191391237509608, "net_margin": 0.033820138355111454, "roa_ttm": 0.007161796068937691, "roe_ttm": 0.012125795984092518, "debt_to_ebitda": 5.40608668920996, "net_debt_to_ebitda": 4.93267752843529, "interest_coverage": 18.588571428571427, "debt_to_equity": 0.4290628735940664, "current_ratio": 1.198058950395399, "quick_ratio": 0.6805655403786245, "fcf_to_ebitda": -0.32677528435290504, "capex_to_revenue": 0.11491260691706955, "working_capital_to_revenue": 0.07684083302342878, "capital_efficiency": 0.009643796026515104, "financial_health": -0.31003581080326714, "margin_quality": 0.14713041250320266, "growth_momentum": -0.33984790177753343, "company_age_years": 0.5776865160848734, "ebitda": 3253000000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 105.12153022857143, "revenue_cagr_3y": -0.48042892368945145, "revenue_cagr_5y": -0.22372793666696755, "earnings_cagr_3y": 0.6999502068473271, "quarterly_revenue_growth_yoy": -0.1779291553133515, "quarterly_earnings_growth_yoy": 9.756493506493506, "revenue_growth_qoq": -0.19546666666666668, "gross_margin": 0.3417301955585018, "operating_margin": 0.16473317865429235, "net_margin": 1.7878687437852172, "roa_ttm": 0.06399046104928457, "roe_ttm": 0.11251287332646756, "debt_to_ebitda": 24.224761904761905, "net_debt_to_ebitda": 15.874285714285714, "interest_coverage": 3.595890410958904, "debt_to_equity": 0.4677799028983375, "current_ratio": 2.212811011116993, "quick_ratio": 1.771836950767602, "fcf_to_ebitda": 5.255238095238095, "capex_to_revenue": 0.07278041651443186, "working_capital_to_revenue": 0.5022287175739861, "capital_efficiency": 0.08825166718787607, "financial_health": -0.299016041878719, "margin_quality": 0.7647773726660038, "growth_momentum": 4.789282175590077, "company_age_years": 1.8261464750171115, "ebitda": 525000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 14.709720086021505, "revenue_cagr_3y": -0.19075101594781463, "revenue_cagr_5y": -0.23634671266922425, "earnings_cagr_3y": -0.3526477464784211, "quarterly_revenue_growth_yoy": -0.05624809972636059, "quarterly_earnings_growth_yoy": 1.1928974979822438, "revenue_growth_qoq": 0.02883659264169705, "gross_margin": 0.3279639175257732, "operating_margin": 0.15786082474226804, "net_margin": 0.15399484536082475, "roa_ttm": 0.13122014005541133, "roe_ttm": 0.22379729880567029, "debt_to_ebitda": 3.2940092165898616, "net_debt_to_ebitda": 2.076804915514593, "interest_coverage": 25.232558139534884, "debt_to_equity": 0.39892845183614245, "current_ratio": 2.662944162436548, "quick_ratio": 1.9923857868020305, "fcf_to_ebitda": 0.7431643625192013, "capex_to_revenue": 0.07214814814814814, "working_capital_to_revenue": 0.48533333333333334, "capital_efficiency": 0.1775087194305408, "financial_health": -0.3089608810487645, "margin_quality": 0.21327319587628865, "growth_momentum": 0.5683246991279416, "company_age_years": 2.0752908966461328, "ebitda": 3255000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 13.559273473108478, "revenue_cagr_3y": -0.17431918317480088, "revenue_cagr_5y": -0.23829330154436845, "earnings_cagr_3y": -0.07808247520075384, "quarterly_revenue_growth_yoy": -0.11848994213281897, "quarterly_earnings_growth_yoy": 5.949367088607595, "revenue_growth_qoq": 0.030605670103092782, "gross_margin": 0.3154110659581119, "operating_margin": 0.14410753360425133, "net_margin": 0.12222569552985307, "roa_ttm": 0.14093230468325546, "roe_ttm": 0.2434949123268126, "debt_to_ebitda": 3.259799453053783, "net_debt_to_ebitda": 2.752354907323002, "interest_coverage": 28.617391304347827, "debt_to_equity": 0.40280854578905867, "current_ratio": 2.0130300876569533, "quick_ratio": 1.3392561004501302, "fcf_to_ebitda": 0.6022485566697052, "capex_to_revenue": 0.07490436113236419, "working_capital_to_revenue": 0.32716143840856926, "capital_efficiency": 0.19221360850503405, "financial_health": -0.3627988395220747, "margin_quality": 0.19391476503073876, "growth_momentum": 2.9154385732373878, "company_age_years": 2.327173169062286, "ebitda": 3291000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 16.435552022070755, "revenue_cagr_3y": -0.15899575632687724, "revenue_cagr_5y": -0.24240992744018064, "earnings_cagr_3y": -0.2481527018975126, "quarterly_revenue_growth_yoy": -0.1344, "quarterly_earnings_growth_yoy": -0.08108108108108109, "revenue_growth_qoq": 0.01469209127852454, "gross_margin": 0.2991373998767714, "operating_margin": 0.13000616142945162, "net_margin": 0.06284658040665435, "roa_ttm": 0.14148817467783928, "roe_ttm": 0.24465630083607612, "debt_to_ebitda": 3.4995131450827652, "net_debt_to_ebitda": 2.859461213891594, "interest_coverage": 22.822222222222223, "debt_to_equity": 0.4078992168879809, "current_ratio": 1.6355708781180287, "quick_ratio": 1.2125329547759076, "fcf_to_ebitda": 0.451152223304122, "capex_to_revenue": 0.0709056183351902, "working_capital_to_revenue": 0.2494031513608149, "capital_efficiency": 0.1930722377569577, "financial_health": -0.35908011597718603, "margin_quality": 0.16399671390429246, "growth_momentum": -0.10774054054054054, "company_age_years": 2.5790554414784395, "ebitda": 3081000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 12.11206243902439, "revenue_cagr_3y": -0.15822735535959231, "revenue_cagr_5y": -0.31151864902510584, "earnings_cagr_3y": 1.8689366399662561, "quarterly_revenue_growth_yoy": -0.04374614910659273, "quarterly_earnings_growth_yoy": 19.372549019607842, "revenue_growth_qoq": -0.06421465179378957, "gross_margin": 0.29413659793814434, "operating_margin": 0.14594072164948454, "net_margin": 1.3389175257731958, "roa_ttm": 0.14020070124531495, "roe_ttm": 0.21822424630208137, "debt_to_ebitda": 2.625691056910569, "net_debt_to_ebitda": 1.4347967479674797, "interest_coverage": 25.204918032786885, "debt_to_equity": 0.3038879897625052, "current_ratio": 3.0190195553174393, "quick_ratio": 2.395124564693276, "fcf_to_ebitda": -0.05040650406504065, "capex_to_revenue": 0.057079204117692246, "working_capital_to_revenue": 0.5790120611508028, "capital_efficiency": 0.17921247377369814, "financial_health": -0.20404627850845763, "margin_quality": 0.5929982817869416, "growth_momentum": 9.664401435250625, "company_age_years": 3.578370978781656, "ebitda": 3075000000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 19.56766468829194, "revenue_cagr_3y": -0.009593452540605063, "revenue_cagr_5y": -0.11549658627483794, "earnings_cagr_3y": -0.6727721285582458, "quarterly_revenue_growth_yoy": -0.02882703777335984, "quarterly_earnings_growth_yoy": -0.26459143968871596, "revenue_growth_qoq": 0.011387163561076604, "gross_margin": 0.2947799385875128, "operating_margin": 0.12111907198908223, "net_margin": 0.06448311156601842, "roa_ttm": 0.0094122013945966, "roe_ttm": 0.015052578018995929, "debt_to_ebitda": 3.9457678661936137, "net_debt_to_ebitda": 2.9655347187024836, "interest_coverage": 20.552083333333332, "debt_to_equity": 0.33009667571234735, "current_ratio": 2.3308047493403694, "quick_ratio": 1.6134564643799472, "fcf_to_ebitda": -0.18297009630005068, "capex_to_revenue": 0.19581003255153995, "working_capital_to_revenue": 0.33678324013020616, "capital_efficiency": 0.012232389706796264, "financial_health": -0.27487671161962496, "margin_quality": 0.16012737404753782, "growth_momentum": -0.1467092387310379, "company_age_years": 4.826830937713894, "ebitda": 1973000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 20.178732088082903, "revenue_cagr_3y": 0.007143860905117094, "revenue_cagr_5y": -0.10324553604931064, "earnings_cagr_3y": -0.28055538119757784, "quarterly_revenue_growth_yoy": 0.024886877828054297, "quarterly_earnings_growth_yoy": 2.3587786259541983, "revenue_growth_qoq": 0.08188331627430911, "gross_margin": 0.3229265216020183, "operating_margin": 0.1488489435509303, "net_margin": 0.056133711762850834, "roa_ttm": 0.018165403660438267, "roe_ttm": 0.02845511034926077, "debt_to_ebitda": 3.7357512953367875, "net_debt_to_ebitda": 2.95699481865285, "interest_coverage": 19.494949494949495, "debt_to_equity": 0.3089779301478466, "current_ratio": 2.212132089016511, "quick_ratio": 1.4353912419239052, "fcf_to_ebitda": -0.09896373056994819, "capex_to_revenue": 0.1935644385470227, "working_capital_to_revenue": 0.28006302869464256, "capital_efficiency": 0.023310257004849518, "financial_health": -0.2639598326426938, "margin_quality": 0.1759697256385998, "growth_momentum": 1.1918327518911263, "company_age_years": 5.075975359342916, "ebitda": 1930000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 21.136636318897636, "revenue_cagr_3y": -0.03642587395358432, "revenue_cagr_5y": -0.12009057823541758, "earnings_cagr_3y": 0.0518283682862164, "quarterly_revenue_growth_yoy": -0.06409417920209287, "quarterly_earnings_growth_yoy": 0.4263322884012539, "revenue_growth_qoq": -0.09744560075685904, "gross_margin": 0.34626135569531796, "operating_margin": 0.17330538085255065, "net_margin": 0.15897973445143257, "roa_ttm": 0.021355543098155415, "roe_ttm": 0.03304146704113663, "debt_to_ebitda": 3.5497047244094486, "net_debt_to_ebitda": 2.7401574803149606, "interest_coverage": 23.35632183908046, "debt_to_equity": 0.2979101272096481, "current_ratio": 2.27929203539823, "quick_ratio": 1.487433628318584, "fcf_to_ebitda": 0.7578740157480315, "capex_to_revenue": 0.048052604957005564, "working_capital_to_revenue": 0.3046703759905581, "capital_efficiency": 0.027198505069646023, "financial_health": -0.25019802300433536, "margin_quality": 0.22618215699976707, "growth_momentum": 0.18111905459958053, "company_age_years": 5.327857631759069, "ebitda": 2032000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 13.477335473515248, "revenue_cagr_3y": 0.0067389191607512, "revenue_cagr_5y": 0.0787275514815009, "earnings_cagr_3y": -0.24697088796619804, "quarterly_revenue_growth_yoy": -0.10387858347386172, "quarterly_earnings_growth_yoy": -0.21651785714285715, "revenue_growth_qoq": -0.1559720457433291, "gross_margin": 0.22581859239744073, "operating_margin": 0.1840421528039142, "net_margin": 0.13210387655250283, "roa_ttm": -0.013993850002605931, "roe_ttm": -0.027713268307787583, "debt_to_ebitda": 1.8195826645264848, "net_debt_to_ebitda": 0.9666131621187801, "interest_coverage": 47.92307692307692, "debt_to_equity": 0.2925117407235382, "current_ratio": 2.3833575581395348, "quick_ratio": 1.6667877906976745, "fcf_to_ebitda": 0.25264847512038524, "capex_to_revenue": 0.19070526587062966, "working_capital_to_revenue": 0.3270337599862555, "capital_efficiency": -0.02085355915519676, "financial_health": -0.21831782412303252, "margin_quality": 0.18065487391795262, "growth_momentum": -0.16019822030835945, "company_age_years": 45.210130047912386, "ebitda": 3115000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 12.489194699286442, "revenue_cagr_3y": 0.05205720074601672, "revenue_cagr_5y": 0.10152471178214317, "earnings_cagr_3y": -0.2333606883438366, "quarterly_revenue_growth_yoy": -0.14479924122668353, "quarterly_earnings_growth_yoy": -0.599483204134367, "revenue_growth_qoq": 0.018065487391795258, "gross_margin": 0.2011090573012939, "operating_margin": 0.15637707948243992, "net_margin": 0.05730129390018484, "roa_ttm": -0.02016626019458212, "roe_ttm": -0.04, "debt_to_ebitda": 1.926605504587156, "net_debt_to_ebitda": 0.9653414882772681, "interest_coverage": 60.06122448979592, "debt_to_equity": 0.2949284785435631, "current_ratio": 2.2777571481619012, "quick_ratio": 1.5466023022651318, "fcf_to_ebitda": 0.10533469249065579, "capex_to_revenue": 0.20718948403827236, "working_capital_to_revenue": 0.3076991862648663, "capital_efficiency": -0.03008313009729106, "financial_health": -0.21574726906310426, "margin_quality": 0.13826247689463955, "growth_momentum": -0.37214122268052524, "company_age_years": 45.45927446954141, "ebitda": 2943000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 24.346895, "revenue_cagr_3y": 0.11222174850133304, "revenue_cagr_5y": 0.17321932848073285, "earnings_cagr_3y": -0.3328367841651999, "quarterly_revenue_growth_yoy": 0.5058336469702672, "quarterly_earnings_growth_yoy": -0.5270655270655271, "revenue_growth_qoq": 0.02066326530612245, "gross_margin": 0.27243189202699325, "operating_margin": 0.23269182704323918, "net_margin": 0.04148962759310172, "roa_ttm": -0.04826963043281829, "roe_ttm": -0.09245413637937003, "debt_to_ebitda": 4.516, "net_debt_to_ebitda": 3.345, "interest_coverage": 21.50537634408602, "debt_to_equity": 0.3126341294565594, "current_ratio": 2.1535935789857716, "quick_ratio": 1.7650492520977745, "fcf_to_ebitda": 0.034, "capex_to_revenue": 0.22791371293543716, "working_capital_to_revenue": 0.48204893665675735, "capital_efficiency": -0.07036188340609416, "financial_health": -0.2668833117945533, "margin_quality": 0.18220444888777806, "growth_momentum": -0.010615940047629946, "company_age_years": 46.21218343600274, "ebitda": 2000000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 18.505027266530334, "revenue_cagr_3y": 0.12398043575774809, "revenue_cagr_5y": 0.1384784706082256, "earnings_cagr_3y": 0.09482630837791572, "quarterly_revenue_growth_yoy": 0.5937153419593346, "quarterly_earnings_growth_yoy": 4.503225806451613, "revenue_growth_qoq": 0.07748062984253937, "gross_margin": 0.3252145673857574, "operating_margin": 0.2860125260960334, "net_margin": 0.19786592437949432, "roa_ttm": -0.03543589927799131, "roe_ttm": -0.06715681268933592, "debt_to_ebitda": 2.997955010224949, "net_debt_to_ebitda": 2.10906612133606, "interest_coverage": 28.485436893203882, "debt_to_equity": 0.2993975288471357, "current_ratio": 2.105722260990928, "quick_ratio": 1.730983949755757, "fcf_to_ebitda": 0.22119972733469667, "capex_to_revenue": 0.21555178268251274, "working_capital_to_revenue": 0.4304244482173175, "capital_efficiency": -0.05129635598366361, "financial_health": -0.2490168223916404, "margin_quality": 0.2696976726204284, "growth_momentum": 2.5484705742054734, "company_age_years": 46.46132785763176, "ebitda": 2934000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 17.124629724208376, "revenue_cagr_3y": 0.16543325755899363, "revenue_cagr_5y": 0.11170552829883573, "earnings_cagr_3y": 5.748437376430561, "quarterly_revenue_growth_yoy": 0.8451664661050943, "quarterly_earnings_growth_yoy": 4.8354430379746836, "revenue_growth_qoq": 0.06703781025284157, "gross_margin": 0.3158695652173913, "operating_margin": 0.2793478260869565, "net_margin": 0.20043478260869566, "roa_ttm": -0.021522029372496664, "roe_ttm": -0.040690630048465265, "debt_to_ebitda": 2.2119509703779365, "net_debt_to_ebitda": 1.4417773237997957, "interest_coverage": 45.53488372093023, "debt_to_equity": 0.2915320409262251, "current_ratio": 1.9627028714107366, "quick_ratio": 1.623283395755306, "fcf_to_ebitda": 0.26072522982635343, "capex_to_revenue": 0.20478849809885932, "working_capital_to_revenue": 0.3665042775665399, "capital_efficiency": -0.031106329710480964, "financial_health": -0.2340731565979554, "margin_quality": 0.2652173913043478, "growth_momentum": 2.8403047520398887, "company_age_years": 46.71321013004791, "ebitda": 3916000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 14.14564106523461, "revenue_cagr_3y": 0.10604163009435474, "revenue_cagr_5y": 0.0898884917178755, "earnings_cagr_3y": 0.3786437047329094, "quarterly_revenue_growth_yoy": 0.5543031177848391, "quarterly_earnings_growth_yoy": 10.414955694834665, "revenue_growth_qoq": 0.027908734240569753, "gross_margin": 0.35000693285236895, "operating_margin": 0.20324650965816202, "net_margin": 0.1872966497662715, "roa_ttm": 0.034831566547901024, "roe_ttm": 0.10290893045459797, "debt_to_ebitda": 5.507494845685102, "net_debt_to_ebitda": 5.201904737394448, "interest_coverage": 22.038505167632973, "debt_to_equity": 1.1836370664627986, "current_ratio": 1.1325663317220114, "quick_ratio": 0.8178927867828303, "fcf_to_ebitda": 0.19021638114192738, "capex_to_revenue": 0.06234678549078625, "working_capital_to_revenue": 0.0586957920870038, "capital_efficiency": 0.0688702485012495, "financial_health": -0.9532752946721506, "margin_quality": 0.24685003075893416, "growth_momentum": 5.484629406309752, "company_age_years": 21.867214236824093, "ebitda": 699414000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 18.539428041142365, "revenue_cagr_3y": 0.03214486062383015, "revenue_cagr_5y": 0.0028942398621207843, "earnings_cagr_3y": -0.03269206787839196, "quarterly_revenue_growth_yoy": -0.1656289938271177, "quarterly_earnings_growth_yoy": -0.7755646709263495, "revenue_growth_qoq": 0.03647142416260559, "gross_margin": 0.35327665314522416, "operating_margin": 0.1685517745681471, "net_margin": 0.07092594413506854, "roa_ttm": 0.06335492124583993, "roe_ttm": 0.12829699458636837, "debt_to_ebitda": 2.5555621865013176, "net_debt_to_ebitda": 0.68384114773714, "interest_coverage": 9.782931706391487, "debt_to_equity": 0.47087461778408096, "current_ratio": 1.9787739031596585, "quick_ratio": 1.5491722732868247, "fcf_to_ebitda": 0.6722829119533076, "capex_to_revenue": 0.07026737246335321, "working_capital_to_revenue": 0.43117552346688887, "capital_efficiency": 0.09582595791610415, "financial_health": -0.2141145561655666, "margin_quality": 0.19758479061614662, "growth_momentum": -0.4705968323767336, "company_age_years": 23.11567419575633, "ebitda": 670258000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 18.83189972276895, "revenue_cagr_3y": 0.06828750246688786, "revenue_cagr_5y": 0.014843855183546584, "earnings_cagr_3y": 0.6635157249184862, "quarterly_revenue_growth_yoy": 0.10149149817652657, "quarterly_earnings_growth_yoy": 1.328227786583487, "revenue_growth_qoq": 0.02104387013321552, "gross_margin": 0.3690621193666261, "operating_margin": 0.18723296322318644, "net_margin": 0.1401585333763757, "roa_ttm": 0.12134631579943414, "roe_ttm": 0.2352821052799515, "debt_to_ebitda": 2.593155933464548, "net_debt_to_ebitda": 1.0825692477557487, "interest_coverage": 45.6882796435915, "debt_to_equity": 0.45962646543449187, "current_ratio": 2.2410624787782796, "quick_ratio": 1.665769339468232, "fcf_to_ebitda": 0.3473444025730882, "capex_to_revenue": 0.06936333490629491, "working_capital_to_revenue": 0.43444558086766266, "capital_efficiency": 0.17831421053969282, "financial_health": -0.23987735593748685, "margin_quality": 0.23215120532206276, "growth_momentum": 0.7148596423800068, "company_age_years": 23.364818617385353, "ebitda": 666592000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 23.333530968033468, "revenue_cagr_3y": 0.055238726770497903, "revenue_cagr_5y": 0.026842862065078466, "earnings_cagr_3y": 0.17692409089875882, "quarterly_revenue_growth_yoy": 0.15421170930108102, "quarterly_earnings_growth_yoy": -0.07448136016222118, "revenue_growth_qoq": 0.023883091129563872, "gross_margin": 0.3653482869807357, "operating_margin": 0.19529558888597445, "net_margin": 0.15720670953520227, "roa_ttm": 0.11634601836959844, "roe_ttm": 0.22450542074407662, "debt_to_ebitda": 2.608528781540166, "net_debt_to_ebitda": 1.0847776336311823, "interest_coverage": 43.44161600810537, "debt_to_equity": 0.4589925821126859, "current_ratio": 2.1099620404762574, "quick_ratio": 1.5567411925654817, "fcf_to_ebitda": 0.1646283690217629, "capex_to_revenue": 0.08343702612508683, "working_capital_to_revenue": 0.4206023549199854, "capital_efficiency": 0.17042571955683752, "financial_health": -0.22197549990221177, "margin_quality": 0.23928352846730414, "growth_momentum": 0.03986517456942992, "company_age_years": 23.616700889801507, "ebitda": 686030000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 19.817763017141893, "revenue_cagr_3y": 0.1274297126033579, "revenue_cagr_5y": 0.045224127470596676, "earnings_cagr_3y": 1.276539426038077, "quarterly_revenue_growth_yoy": 0.23129669635615907, "quarterly_earnings_growth_yoy": -1.3626799980069424, "revenue_growth_qoq": 0.136346053471742, "gross_margin": 0.3579073641653134, "operating_margin": 0.20689237096768553, "net_margin": -0.25456843116430733, "roa_ttm": 0.007076714422769758, "roe_ttm": 0.014927001925950641, "debt_to_ebitda": 2.4205376009780313, "net_debt_to_ebitda": 0.9222647007677756, "interest_coverage": 46.1304162868429, "debt_to_equity": 0.5000265338685101, "current_ratio": 2.0630455690405314, "quick_ratio": 1.5694418885442472, "fcf_to_ebitda": -0.018079876059841175, "capex_to_revenue": 0.1034197532793225, "working_capital_to_revenue": 0.4155755123086899, "capital_efficiency": 0.0110018581743602, "financial_health": -0.23844508482687665, "margin_quality": 0.10341043465623055, "growth_momentum": -0.5656916508253916, "company_age_years": 23.86858316221766, "ebitda": 759076000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 14.04435872037336, "revenue_cagr_3y": -0.024242973949002544, "revenue_cagr_5y": 0.050700397275943, "earnings_cagr_3y": 0.45117035728317956, "quarterly_revenue_growth_yoy": 0.1378910150499333, "quarterly_earnings_growth_yoy": 1.5727842539980084, "revenue_growth_qoq": -0.04215488890624618, "gross_margin": 0.37118821268480057, "operating_margin": 0.22226941843581471, "net_margin": 0.16036434935962582, "roa_ttm": 0.01791833083212243, "roe_ttm": 0.035627882988493044, "debt_to_ebitda": 1.8578273734979793, "net_debt_to_ebitda": 0.9866169590680077, "interest_coverage": 58.68762003250111, "debt_to_equity": 0.3884072615128766, "current_ratio": 2.484548719011118, "quick_ratio": 1.7173744907119675, "fcf_to_ebitda": -0.06598633376672251, "capex_to_revenue": 0.12466333411318532, "working_capital_to_revenue": 0.4066996432650112, "capital_efficiency": 0.026773106910307737, "financial_health": -0.2864844963016688, "margin_quality": 0.25127399349341367, "growth_momentum": 0.8553376345239708, "company_age_years": 24.11498973305955, "ebitda": 794513000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 23.030592922152366, "revenue_cagr_3y": 0.0030988461605503392, "revenue_cagr_5y": -0.008487456004924288, "earnings_cagr_3y": -0.10117601210427352, "quarterly_revenue_growth_yoy": 0.12241539159092908, "quarterly_earnings_growth_yoy": -0.10752397298608261, "revenue_growth_qoq": -0.05670951501853501, "gross_margin": 0.3179667933210417, "operating_margin": 0.1879485005866457, "net_margin": 0.11537204672424999, "roa_ttm": 0.035396142892599264, "roe_ttm": 0.06338542638292186, "debt_to_ebitda": 2.595365874544518, "net_debt_to_ebitda": 1.8670305835920415, "interest_coverage": 17.829930267535662, "debt_to_equity": 0.3533784028355919, "current_ratio": 2.1079269367305318, "quick_ratio": 1.3885199778443567, "fcf_to_ebitda": -0.017665861891354055, "capex_to_revenue": 0.2533523019362574, "working_capital_to_revenue": 0.32805888135977546, "capital_efficiency": 0.04939078463776056, "financial_health": -0.29789294689540574, "margin_quality": 0.20709578021064579, "growth_momentum": 0.007445709302423234, "company_age_years": 27.11567419575633, "ebitda": 782413000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 17.438780164730545, "revenue_cagr_3y": -0.03225054055595511, "revenue_cagr_5y": 0.02945851821642309, "earnings_cagr_3y": 0.11970478817501484, "quarterly_revenue_growth_yoy": 0.012887916874441298, "quarterly_earnings_growth_yoy": 3.958890030832477, "revenue_growth_qoq": -0.06679802385411153, "gross_margin": 0.3209953275375503, "operating_margin": 0.7007827925199251, "net_margin": 0.5486525321231793, "roa_ttm": 0.0651308529853775, "roe_ttm": 0.11405521227712244, "debt_to_ebitda": 1.653673717626901, "net_debt_to_ebitda": 0.967999680296525, "interest_coverage": 167.94085570469798, "debt_to_equity": 0.32215282045443155, "current_ratio": 2.1842753988108776, "quick_ratio": 1.4405022499106535, "fcf_to_ebitda": 0.12359286761528682, "capex_to_revenue": 0.2565342768894606, "working_capital_to_revenue": 0.3612118411917248, "capital_efficiency": 0.08959303263124997, "financial_health": -0.245773397360544, "margin_quality": 0.5234768840602183, "growth_momentum": 1.985888973853459, "company_age_years": 27.364818617385353, "ebitda": 1201113000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "MP", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 41.08125815441666, "revenue_cagr_3y": -0.06714318698004229, "revenue_cagr_5y": 0.30784396269517345, "earnings_cagr_3y": 0.007593616879284282, "quarterly_revenue_growth_yoy": -0.4912852664576802, "quarterly_earnings_growth_yoy": -0.5596710016823777, "revenue_growth_qoq": 0.18150709865307607, "gross_margin": -0.1087626324870594, "operating_margin": -0.6661736915619094, "net_margin": 0.338694437597568, "roa_ttm": 0.0014226612218404197, "roe_ttm": 0.0029435185461883675, "debt_to_ebitda": 11.133783398307502, "net_debt_to_ebitda": 7.601882666159551, "interest_coverage": 29.44907245362268, "debt_to_equity": 0.8233343939023726, "current_ratio": 10.285821880869582, "quick_ratio": 9.27686757294553, "fcf_to_ebitda": -3.247016734810307, "capex_to_revenue": 1.1591055520299958, "working_capital_to_revenue": 4.837755354141133, "capital_efficiency": 0.002183089884014394, "financial_health": -0.6960745865492818, "margin_quality": -0.14541396215046695, "growth_momentum": -0.525478134070029, "company_age_years": 3.7727583846680357, "ebitda": 84136000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 19.24673880597015, "revenue_cagr_3y": -0.08613086832970906, "revenue_cagr_5y": -0.0832237921845772, "earnings_cagr_3y": -0.7874909513778798, "quarterly_revenue_growth_yoy": -0.008818342151675485, "quarterly_earnings_growth_yoy": -0.9361702127659575, "revenue_growth_qoq": 0.08389585342333655, "gross_margin": 0.17170818505338079, "operating_margin": 0.12811387900355872, "net_margin": 0.0026690391459074734, "roa_ttm": -0.02477236207820032, "roe_ttm": -0.11314984709480122, "debt_to_ebitda": 10.789179104477611, "net_debt_to_ebitda": 7.0559701492537314, "interest_coverage": 6.7, "debt_to_equity": 1.7685015290519879, "current_ratio": 1.8563497571131158, "quick_ratio": 1.6308119361554476, "fcf_to_ebitda": 0.6361940298507462, "capex_to_revenue": 0.27427184466019416, "working_capital_to_revenue": 0.33279395900755127, "capital_efficiency": -0.06896110458650077, "financial_health": -1.3907990299897297, "margin_quality": 0.10083036773428233, "growth_momentum": -0.47249427745881645, "company_age_years": 11.885010266940451, "ebitda": 536000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 21.144573888624464, "revenue_cagr_3y": 0.6729590750054673, "revenue_cagr_5y": 0.30468493485470427, "earnings_cagr_3y": 0.5030579769094936, "quarterly_revenue_growth_yoy": 6.236607142857143, "quarterly_earnings_growth_yoy": 6.044776119402985, "revenue_growth_qoq": 1.2108565193671577, "gross_margin": 0.26292412091301665, "operating_margin": 0.14201110425663171, "net_margin": 0.17470697100555213, "roa_ttm": 0.0295729764181007, "roe_ttm": 0.05873417721518987, "debt_to_ebitda": 5.741551642075202, "net_debt_to_ebitda": 4.810566396953831, "interest_coverage": 15.796992481203008, "debt_to_equity": 0.5089873417721519, "current_ratio": 1.1564058304564633, "quick_ratio": 0.7642884541618719, "fcf_to_ebitda": -0.007615421227986673, "capex_to_revenue": 0.06751384353258555, "working_capital_to_revenue": 0.11578872639500214, "capital_efficiency": 0.044153576816645286, "financial_health": -0.2785292575291849, "margin_quality": 0.1932140653917335, "growth_momentum": 6.140691631130064, "company_age_years": 0.49007529089664614, "ebitda": 2101000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 17.655713791398913, "revenue_cagr_3y": 0.4058318413134263, "revenue_cagr_5y": 0.1954274676192529, "earnings_cagr_3y": 1.5161802937799287, "quarterly_revenue_growth_yoy": 2.4801110083256246, "quarterly_earnings_growth_yoy": 43.13157894736842, "revenue_growth_qoq": -0.05714285714285714, "gross_margin": 0.33466241360978205, "operating_margin": 0.14513556618819776, "net_margin": 0.8511430090377459, "roa_ttm": 0.07852402092215727, "roe_ttm": 0.14628454452405323, "debt_to_ebitda": 4.559070687098369, "net_debt_to_ebitda": 3.41522491349481, "interest_coverage": 14.529044853409406, "debt_to_equity": 0.37760491299897647, "current_ratio": 1.3991601679664067, "quick_ratio": 0.8092381523695261, "fcf_to_ebitda": 0.3198220464656451, "capex_to_revenue": 0.0719663986067715, "working_capital_to_revenue": 0.17041438303539416, "capital_efficiency": 0.11240428272310525, "financial_health": -0.25993321944254577, "margin_quality": 0.44364699627857523, "growth_momentum": 22.80584497784702, "company_age_years": 0.9938398357289527, "ebitda": 2023000000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 19.97396833958724, "revenue_cagr_3y": 0.45434226630764485, "revenue_cagr_5y": 0.1722584699096179, "earnings_cagr_3y": -0.182337279017031, "quarterly_revenue_growth_yoy": 0.014457174031642117, "quarterly_earnings_growth_yoy": 42.0, "revenue_growth_qoq": -0.011430090377458799, "gross_margin": 0.2621672492605539, "operating_margin": 0.04732454961011025, "net_margin": 0.011024468943264318, "roa_ttm": 0.07813513163013876, "roe_ttm": 0.152525209906755, "debt_to_ebitda": 5.049718574108818, "net_debt_to_ebitda": 4.874765478424015, "interest_coverage": 17.333333333333332, "debt_to_equity": 0.4542424370279735, "current_ratio": 1.1709871971219976, "quick_ratio": 0.47688075335943286, "fcf_to_ebitda": 0.17917448405253283, "capex_to_revenue": 0.07636902329382918, "working_capital_to_revenue": 0.08255006129955048, "capital_efficiency": 0.11533017076844687, "financial_health": -0.3259744627202593, "margin_quality": 0.10683875593797615, "growth_momentum": 21.00722858701582, "company_age_years": 1.2402464065708418, "ebitda": 2132000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 17.60963906899418, "revenue_cagr_3y": 1.0210657210787608, "revenue_cagr_5y": 0.3565934302240561, "earnings_cagr_3y": 0.9211766777121466, "quarterly_revenue_growth_yoy": 0.07254780999383097, "quarterly_earnings_growth_yoy": -0.3940677966101695, "revenue_growth_qoq": 1.3374563054584565, "gross_margin": 0.265961118141033, "operating_margin": 0.1489704359829748, "net_margin": 0.09870010353157713, "roa_ttm": 0.06688399772458758, "roe_ttm": 0.13147821599071008, "debt_to_ebitda": 4.84123025768911, "net_debt_to_ebitda": 4.585203657522859, "interest_coverage": 16.825174825174827, "debt_to_equity": 0.500967700313965, "current_ratio": 1.3514033064206075, "quick_ratio": 0.7944380366525695, "fcf_to_ebitda": 0.36159600997506236, "capex_to_revenue": 0.07825828208688752, "working_capital_to_revenue": 0.13598492362626463, "capital_efficiency": 0.09918110685764883, "financial_health": -0.38770960293195866, "margin_quality": 0.17121055255186166, "growth_momentum": -0.16075999330816926, "company_age_years": 1.4893908281998631, "ebitda": 2406000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 32.839238221048, "revenue_cagr_3y": -0.0690956821054689, "revenue_cagr_5y": 0.0009541522914147116, "earnings_cagr_3y": -0.28275230473460766, "quarterly_revenue_growth_yoy": 0.21140430694570822, "quarterly_earnings_growth_yoy": 2.032051282051282, "revenue_growth_qoq": -0.11175358612253976, "gross_margin": 0.35227841762643963, "operating_margin": 0.12518778167250877, "net_margin": 0.06046569854782173, "roa_ttm": 0.09140272909364046, "roe_ttm": 0.291568911296361, "debt_to_ebitda": 9.248789079700572, "net_debt_to_ebitda": 8.96565389696169, "interest_coverage": 10.91826923076923, "debt_to_equity": 1.0484700244596417, "current_ratio": 2.0362433680148833, "quick_ratio": 1.4471852821608213, "fcf_to_ebitda": -0.3240863055922501, "capex_to_revenue": 0.03319769314089991, "working_capital_to_revenue": 0.44026464474955357, "capital_efficiency": 0.1914858201950007, "financial_health": -0.9814021163090415, "margin_quality": 0.17931063261559002, "growth_momentum": 1.1217277944984951, "company_age_years": 30.748802190280628, "ebitda": 227100000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 40.44402372713792, "revenue_cagr_3y": -0.054745598580586585, "revenue_cagr_5y": -0.0004683034687877896, "earnings_cagr_3y": -0.17941823314946903, "quarterly_revenue_growth_yoy": -0.08657423063916131, "quarterly_earnings_growth_yoy": -0.9121648929004446, "revenue_growth_qoq": 0.014396594892338507, "gross_margin": 0.3718375910156732, "operating_margin": 0.14463778847340492, "net_margin": 0.08046402566950513, "roa_ttm": -0.014803731176976219, "roe_ttm": -0.045545815172143594, "debt_to_ebitda": 10.094414236282748, "net_debt_to_ebitda": 9.63173504695996, "interest_coverage": 10.115, "debt_to_equity": 1.0000979479896175, "current_ratio": 2.1409792482091428, "quick_ratio": 1.48969795436083, "fcf_to_ebitda": -0.2921403855659911, "capex_to_revenue": 0.029498966787457698, "working_capital_to_revenue": 0.46269952981342277, "capital_efficiency": -0.030174773174559907, "financial_health": -0.9591445436313055, "margin_quality": 0.19897980171952778, "growth_momentum": -0.49936956176980296, "company_age_years": 30.99794661190965, "ebitda": 202300000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 25.97823437985701, "revenue_cagr_3y": -0.055100643454471854, "revenue_cagr_5y": -0.012951512044021674, "earnings_cagr_3y": 0.6451358389047026, "quarterly_revenue_growth_yoy": -0.02768749247622487, "quarterly_earnings_growth_yoy": 34.208333333333336, "revenue_growth_qoq": -0.0032086881401949896, "gross_margin": 0.3306920886467748, "operating_margin": 0.1473319301720936, "net_margin": 0.09867525071189798, "roa_ttm": -0.0017552900254436535, "roe_ttm": -0.005139812326118734, "debt_to_ebitda": 6.143922909543052, "net_debt_to_ebitda": 5.737643767485235, "interest_coverage": 20.88961038961039, "debt_to_equity": 0.9320035837223558, "current_ratio": 2.142496943765281, "quick_ratio": 1.517955378973105, "fcf_to_ebitda": 0.6739198010568853, "capex_to_revenue": 0.037333011670335634, "working_capital_to_revenue": 0.4509212629293447, "capital_efficiency": -0.003447551175781194, "financial_health": -0.8811547263520632, "margin_quality": 0.19223308984358878, "growth_momentum": 17.090322920428555, "company_age_years": 31.249828884325805, "ebitda": 321700000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 19.58377464177289, "revenue_cagr_3y": -0.08520604691426836, "revenue_cagr_5y": -0.009649550448097344, "earnings_cagr_3y": -0.16283844150755744, "quarterly_revenue_growth_yoy": -0.03747359057044368, "quarterly_earnings_growth_yoy": 1.0779029887310143, "revenue_growth_qoq": 0.07168503157112789, "gross_margin": 0.46337800369685767, "operating_margin": 0.2428373382624769, "net_margin": 0.018368761552680222, "roa_ttm": 0.034059257570081276, "roe_ttm": 0.10491721023582538, "debt_to_ebitda": 3.9216904991126795, "net_debt_to_ebitda": 3.7886886343250232, "interest_coverage": 22.347222175925925, "debt_to_equity": 0.9498243853487205, "current_ratio": 1.9810874704491725, "quick_ratio": 1.4919343623974413, "fcf_to_ebitda": 0.760306610234735, "capex_to_revenue": 0.039848891055325374, "working_capital_to_revenue": 0.42986838898367047, "capital_efficiency": 0.06948823390295333, "financial_health": -0.8921017380975776, "margin_quality": 0.24152803450400492, "growth_momentum": 0.5202146990802853, "company_age_years": 31.50171115674196, "ebitda": 482699999.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 24.149311689923472, "revenue_cagr_3y": -0.1271866625186595, "revenue_cagr_5y": -0.062140634253430305, "earnings_cagr_3y": -0.11861575370240152, "quarterly_revenue_growth_yoy": -0.18943601135381957, "quarterly_earnings_growth_yoy": 0.14570552147239263, "revenue_growth_qoq": 0.10201342281879194, "gross_margin": 0.36144945188794153, "operating_margin": 0.1492082825822168, "net_margin": 0.11373325213154689, "roa_ttm": 0.007703490800929098, "roe_ttm": 0.02274633640894064, "debt_to_ebitda": 3.722987074933223, "net_debt_to_ebitda": 3.4868585804899013, "interest_coverage": 27.87209296511628, "debt_to_equity": 0.8806434104702225, "current_ratio": 2.260717296841559, "quick_ratio": 1.9064141643426942, "fcf_to_ebitda": 0.9113475196315134, "capex_to_revenue": 0.03297905061344451, "working_capital_to_revenue": 0.6643313625645056, "capital_efficiency": 0.01522491360493487, "financial_health": -0.7667452560800654, "margin_quality": 0.20813032886723506, "growth_momentum": -0.02186524494071347, "company_age_years": 31.99726214921287, "ebitda": 479399999.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 32.20264410351907, "revenue_cagr_3y": -0.1399863762030501, "revenue_cagr_5y": -0.06460816767165967, "earnings_cagr_3y": -0.0065556115571696605, "quarterly_revenue_growth_yoy": -0.19995047666212704, "quarterly_earnings_growth_yoy": -0.3074027603513174, "revenue_growth_qoq": -0.016138855054811205, "gross_margin": 0.3977096874032807, "operating_margin": 0.19142680284741567, "net_margin": 0.08542246982358404, "roa_ttm": 0.003566239598467838, "roe_ttm": 0.010116148370176097, "debt_to_ebitda": 3.997892281025509, "net_debt_to_ebitda": 3.7782201493635132, "interest_coverage": 23.206521684782608, "debt_to_equity": 0.7995035593855376, "current_ratio": 2.191953882006623, "quick_ratio": 1.8149147553047957, "fcf_to_ebitda": 0.852693210427853, "capex_to_revenue": 0.023656225132026334, "working_capital_to_revenue": 0.7030311799175287, "capital_efficiency": 0.0068411939843219674, "financial_health": -0.6836983623842413, "margin_quality": 0.2248529866914268, "growth_momentum": -0.25367661850672224, "company_age_years": 32.24914442162902, "ebitda": 426999999.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 42.300784632034635, "revenue_cagr_3y": 0.03334310327376677, "revenue_cagr_5y": -0.004113706214745161, "earnings_cagr_3y": 0.9064794265705287, "quarterly_revenue_growth_yoy": 0.13170055452865065, "quarterly_earnings_growth_yoy": 32.339622641509436, "revenue_growth_qoq": 0.5159393376663571, "gross_margin": 0.42619436504695796, "operating_margin": 0.20436913025724784, "net_margin": 0.5411392405063291, "roa_ttm": 0.05819927658234035, "roe_ttm": 0.19792397768830114, "debt_to_ebitda": 8.619047619047619, "net_debt_to_ebitda": 7.853354978354979, "interest_coverage": 13.29496402877698, "debt_to_equity": 1.176757415684681, "current_ratio": 1.6532542771793246, "quick_ratio": 1.2040372951932652, "fcf_to_ebitda": 0.6758658008658008, "capex_to_revenue": 0.029771416660876814, "working_capital_to_revenue": 0.5013895643715696, "capital_efficiency": 0.12806162713532074, "financial_health": -1.0748713511539434, "margin_quality": 0.39056757860351166, "growth_momentum": 16.235661598019043, "company_age_years": 32.50102669404517, "ebitda": 369600000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 20.78353384508025, "revenue_cagr_3y": 0.12476899006995801, "revenue_cagr_5y": 0.05641017032585616, "earnings_cagr_3y": -0.44094632696138314, "quarterly_revenue_growth_yoy": 0.9218940316686967, "quarterly_earnings_growth_yoy": 0.7362784471218207, "revenue_growth_qoq": 0.042619971917072765, "gross_margin": 0.4181256428741187, "operating_margin": 0.22300562465341045, "net_margin": 0.10274895032876495, "roa_ttm": 0.1010680990306847, "roe_ttm": 0.3246190964074429, "debt_to_ebitda": 4.281088625261689, "net_debt_to_ebitda": 3.825540823447313, "interest_coverage": 20.828488372093023, "debt_to_equity": 1.0137819347588988, "current_ratio": 1.6309275824041172, "quick_ratio": 1.2393497528897603, "fcf_to_ebitda": 0.21032798325191904, "capex_to_revenue": 0.028813311213037963, "working_capital_to_revenue": 0.3768663999219284, "capital_efficiency": 0.2128435977190638, "financial_health": -0.9225228634427572, "margin_quality": 0.2479600726187647, "growth_momentum": 0.8290862393952587, "company_age_years": 32.99657768651608, "ebitda": 716500000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 15.578684149988497, "revenue_cagr_3y": 0.14276836813713367, "revenue_cagr_5y": 0.048264311555319406, "earnings_cagr_3y": 0.6467752762259251, "quarterly_revenue_growth_yoy": -0.015363013132898323, "quarterly_earnings_growth_yoy": -0.19273952095808383, "revenue_growth_qoq": 0.08431871930143715, "gross_margin": 0.4544081872326147, "operating_margin": 0.2531666806475967, "net_margin": 0.1809411962083718, "roa_ttm": 0.04530464508345063, "roe_ttm": 0.1614012465076295, "debt_to_ebitda": 3.610305958132045, "net_debt_to_ebitda": 3.484357027835289, "interest_coverage": 25.2, "debt_to_equity": 1.1242925711010818, "current_ratio": 1.2596176893576223, "quick_ratio": 0.9189237775647172, "fcf_to_ebitda": 0.020933977455716585, "capex_to_revenue": 0.032989061750991415, "working_capital_to_revenue": 0.1888046367716913, "capital_efficiency": 0.10335294579554007, "financial_health": -0.7573120619667719, "margin_quality": 0.2961720213628611, "growth_momentum": -0.10405126704549107, "company_age_years": 33.74674880219028, "ebitda": 869400000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 14.39593144113532, "revenue_cagr_3y": 0.14177139806974215, "revenue_cagr_5y": 0.04074146776205745, "earnings_cagr_3y": 0.3884042844671125, "quarterly_revenue_growth_yoy": -0.04452190446011249, "quarterly_earnings_growth_yoy": 0.3454124903623747, "revenue_growth_qoq": 0.011743981209630064, "gross_margin": 0.45593234391841475, "operating_margin": 0.24840394660475915, "net_margin": 0.14468120388027528, "roa_ttm": 0.05042495801313044, "roe_ttm": 0.1772514222333536, "debt_to_ebitda": 3.2365580651609034, "net_debt_to_ebitda": 3.153208075154907, "interest_coverage": 25.331645569620253, "debt_to_equity": 1.158717664317149, "current_ratio": 1.2683817838457014, "quick_ratio": 0.9113030556329526, "fcf_to_ebitda": -0.18918648810713573, "capex_to_revenue": 0.030618547604341306, "working_capital_to_revenue": 0.19123356569310862, "capital_efficiency": 0.11383819012324202, "financial_health": -0.7587298813013424, "margin_quality": 0.2830058314678164, "growth_momentum": 0.1504452929511311, "company_age_years": 33.9958932238193, "ebitda": 1000600000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 13.923859483003504, "revenue_cagr_3y": 0.0788774459061321, "revenue_cagr_5y": -0.0003151902602197554, "earnings_cagr_3y": 0.0428856773153945, "quarterly_revenue_growth_yoy": -0.020567786790266513, "quarterly_earnings_growth_yoy": 0.24175824175824176, "revenue_growth_qoq": -0.15902495647127105, "gross_margin": 0.42107857635807944, "operating_margin": 0.17440599428177067, "net_margin": 0.0891255052745736, "roa_ttm": 0.052326648850445745, "roe_ttm": 0.19364336403442547, "debt_to_ebitda": 3.395511788656377, "net_debt_to_ebitda": 2.9981062399394, "interest_coverage": 25.38701923076923, "debt_to_equity": 1.3536161860184206, "current_ratio": 1.6171326591314694, "quick_ratio": 1.1541542732500496, "fcf_to_ebitda": -0.13332070826626266, "capex_to_revenue": 0.02766018750415568, "working_capital_to_revenue": 0.3448879629424411, "capital_efficiency": 0.12298500644243561, "financial_health": -1.1018375098936837, "margin_quality": 0.22820335863814126, "growth_momentum": 0.11059522748398762, "company_age_years": 34.247775496235455, "ebitda": 1056100000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 17.200502683188603, "revenue_cagr_3y": -0.004174779047957156, "revenue_cagr_5y": 0.08400071842792634, "earnings_cagr_3y": -0.1191780950480138, "quarterly_revenue_growth_yoy": -0.04352, "quarterly_earnings_growth_yoy": -0.11445198836081474, "revenue_growth_qoq": 0.03766707168894289, "gross_margin": 0.44663767146202743, "operating_margin": 0.2390431582469053, "net_margin": 0.1527266644362663, "roa_ttm": 0.050646148532614434, "roe_ttm": 0.17546367081034367, "debt_to_ebitda": 3.542589520928871, "net_debt_to_ebitda": 3.1360132695872767, "interest_coverage": 31.632716049382715, "debt_to_equity": 1.2068071528285582, "current_ratio": 1.3807579657406586, "quick_ratio": 1.0095559302979202, "fcf_to_ebitda": 0.5819104302858815, "capex_to_revenue": 0.0167186171720034, "working_capital_to_revenue": 0.28053272881836216, "capital_efficiency": 0.11305490967147905, "financial_health": -0.8346483297533585, "margin_quality": 0.2794691647150664, "growth_momentum": -0.07898599418040737, "company_age_years": 35.748117727583846, "ebitda": 1024900000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 16.445355110642783, "revenue_cagr_3y": -0.0053895805691654974, "revenue_cagr_5y": 0.08916869769996438, "earnings_cagr_3y": 0.16086225450110958, "quarterly_revenue_growth_yoy": 0.07504544274214489, "quarterly_earnings_growth_yoy": 0.10032537960954446, "revenue_growth_qoq": 0.038808966209434595, "gross_margin": 0.4433977455716586, "operating_margin": 0.2605475040257649, "net_margin": 0.16336553945249596, "roa_ttm": 0.0499355699545791, "roe_ttm": 0.17565178255698075, "debt_to_ebitda": 3.6800459814158444, "net_debt_to_ebitda": 2.9821822013602834, "interest_coverage": 32.02147239263804, "debt_to_equity": 1.2349631915645995, "current_ratio": 1.3529350514122087, "quick_ratio": 0.988988676298321, "fcf_to_ebitda": 0.5544592393907463, "capex_to_revenue": 0.019446346055108678, "working_capital_to_revenue": 0.2900479205887387, "capital_efficiency": 0.11279367625577992, "financial_health": -0.7791483287682908, "margin_quality": 0.2891035963499731, "growth_momentum": 0.08768541117584468, "company_age_years": 35.997262149212865, "ebitda": 1043900000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 13.871520648527767, "revenue_cagr_3y": 0.04858609656715518, "revenue_cagr_5y": 0.08131156708642462, "earnings_cagr_3y": 0.2982593692818363, "quarterly_revenue_growth_yoy": 0.10086667895998525, "quarterly_earnings_growth_yoy": 0.42998204667863554, "revenue_growth_qoq": -0.03864734299516908, "gross_margin": 0.42705192629815747, "operating_margin": 0.20536013400335007, "net_margin": 0.13341708542713568, "roa_ttm": 0.057088240379627675, "roe_ttm": 0.19604803061291812, "debt_to_ebitda": 3.1844017890421172, "net_debt_to_ebitda": 2.8666604547148715, "interest_coverage": 32.42296072507553, "debt_to_equity": 1.1273668931846672, "current_ratio": 1.3794491772668922, "quick_ratio": 0.9562667755864162, "fcf_to_ebitda": 0.4999068207230712, "capex_to_revenue": 0.02265981019273381, "working_capital_to_revenue": 0.27187591454492244, "capital_efficiency": 0.12656813549627288, "financial_health": -0.8353903957505697, "margin_quality": 0.25527638190954777, "growth_momentum": 0.26542436281931037, "company_age_years": 36.24914442162902, "ebitda": 1073200000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 14.12771980348975, "revenue_cagr_3y": 0.08740235182759393, "revenue_cagr_5y": 0.10306691255886591, "earnings_cagr_3y": 0.8039389430848165, "quarterly_revenue_growth_yoy": 0.22687033501128276, "quarterly_earnings_growth_yoy": 2.8424242424242423, "revenue_growth_qoq": 0.18391959798994975, "gross_margin": 0.42055744199207695, "operating_margin": 0.22241086587436332, "net_margin": 0.13455008488964346, "roa_ttm": 0.0688647159681817, "roe_ttm": 0.2352526966040393, "debt_to_ebitda": 2.707098085719126, "net_debt_to_ebitda": 2.269354565475182, "interest_coverage": 35.775757575757574, "debt_to_equity": 1.022949140607496, "current_ratio": 1.4356162827031786, "quick_ratio": 1.0032951737067863, "fcf_to_ebitda": 0.6098593935287142, "capex_to_revenue": 0.019840640608895583, "working_capital_to_revenue": 0.30395227146594783, "capital_efficiency": 0.1520587062861105, "financial_health": -0.8259190559195889, "margin_quality": 0.25917279758536127, "growth_momentum": 1.5346472887177625, "company_age_years": 36.50102669404517, "ebitda": 1180600000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 14.633133631772267, "revenue_cagr_3y": 0.02453955126949614, "revenue_cagr_5y": 0.021155618554588695, "earnings_cagr_3y": -0.016768455213537536, "quarterly_revenue_growth_yoy": -0.004811963281018655, "quarterly_earnings_growth_yoy": -0.054966248794599805, "revenue_growth_qoq": -0.17120838471023428, "gross_margin": 0.43531949713605594, "operating_margin": 0.23848843264152347, "net_margin": 0.1458007885144685, "roa_ttm": 0.06180479198097527, "roe_ttm": 0.20892039069928256, "debt_to_ebitda": 3.223599632690542, "net_debt_to_ebitda": 2.8452708907254363, "interest_coverage": 25.424124513618676, "debt_to_equity": 1.2137609127841646, "current_ratio": 1.2899342373026583, "quick_ratio": 0.8805989332305122, "fcf_to_ebitda": 0.14416896235078053, "capex_to_revenue": 0.023965630283998757, "working_capital_to_revenue": 0.23353117774940474, "capital_efficiency": 0.1353625913401289, "financial_health": -0.6303460250127311, "margin_quality": 0.2732029060973493, "growth_momentum": -0.02988910603780923, "company_age_years": 37.74674880219028, "ebitda": 1306800000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 13.893530182776223, "revenue_cagr_3y": -0.04239642367906982, "revenue_cagr_5y": -0.042766489517173545, "earnings_cagr_3y": -0.4510750459320143, "quarterly_revenue_growth_yoy": -0.3014528678647662, "quarterly_earnings_growth_yoy": -0.7727272727272727, "revenue_growth_qoq": -0.24533214312281484, "gross_margin": 0.46170527353376045, "operating_margin": 0.17033021192705766, "net_margin": 0.030064070970921637, "roa_ttm": 0.051992603562673094, "roe_ttm": 0.1853265732180137, "debt_to_ebitda": 3.8735386135353203, "net_debt_to_ebitda": 3.0983863000164664, "interest_coverage": 18.831007751937985, "debt_to_equity": 1.4031613480465255, "current_ratio": 1.4397500402049304, "quick_ratio": 0.96365474303306, "fcf_to_ebitda": 0.10274987650255228, "capex_to_revenue": 0.02695035460992908, "working_capital_to_revenue": 0.3572415080253826, "capital_efficiency": 0.1186595883903434, "financial_health": -0.8225070293057302, "margin_quality": 0.22069985214391327, "growth_momentum": -0.5370900702960195, "company_age_years": 37.9958932238193, "ebitda": 1214600000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 22.39151693692685, "revenue_cagr_3y": -0.05793465537814391, "revenue_cagr_5y": -0.0294983627212545, "earnings_cagr_3y": 0.13299776760679682, "quarterly_revenue_growth_yoy": 0.023558403154263184, "quarterly_earnings_growth_yoy": 8.675409836065574, "revenue_growth_qoq": 0.13115468409586056, "gross_margin": 0.3766371340523883, "operating_margin": 0.14474191063174113, "net_margin": 0.28418721109399075, "roa_ttm": 0.11437097611844328, "roe_ttm": 0.30429442470500506, "debt_to_ebitda": 8.695679157940209, "net_debt_to_ebitda": 7.720901401118258, "interest_coverage": 7.605345896226415, "debt_to_equity": 0.9225117340000877, "current_ratio": 1.4788680423490677, "quick_ratio": 1.0715562998495642, "fcf_to_ebitda": 0.8310936548089594, "capex_to_revenue": 0.02171677602585447, "working_capital_to_revenue": 0.41305944569581826, "capital_efficiency": 0.20933270041172417, "financial_health": -0.6247716268073795, "margin_quality": 0.26852208525937343, "growth_momentum": 4.349484119609919, "company_age_years": 38.997946611909654, "ebitda": 483699999.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 23.113292042459392, "revenue_cagr_3y": -0.03727380549922554, "revenue_cagr_5y": 0.00987879552381088, "earnings_cagr_3y": -0.2590542521812782, "quarterly_revenue_growth_yoy": 0.08503920969548834, "quarterly_earnings_growth_yoy": 19.514285714285716, "revenue_growth_qoq": 0.026001540832049308, "gross_margin": 0.36089731556223015, "operating_margin": 0.1467993241974845, "net_margin": 0.06082222639384269, "roa_ttm": 0.11913706040740832, "roe_ttm": 0.31592082989713094, "debt_to_ebitda": 7.886068606638381, "net_debt_to_ebitda": 7.078666938730221, "interest_coverage": 8.792163526405451, "debt_to_equity": 0.8832848647944789, "current_ratio": 1.4813008583212575, "quick_ratio": 1.0933563705272544, "fcf_to_ebitda": 0.955241234170202, "capex_to_revenue": 0.017130929244943496, "working_capital_to_revenue": 0.41438134312243574, "capital_efficiency": 0.21752894515226961, "financial_health": -0.6227826852104615, "margin_quality": 0.18950628871785247, "growth_momentum": 9.799662461990602, "company_age_years": 39.2498288843258, "ebitda": 516099999.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 20.43274962962963, "revenue_cagr_3y": -0.026350030025581006, "revenue_cagr_5y": -0.005752466907570586, "earnings_cagr_3y": 0.10208493749856062, "quarterly_revenue_growth_yoy": -0.07548701298701299, "quarterly_earnings_growth_yoy": 0.08280254777070063, "revenue_growth_qoq": -0.06639344262295081, "gross_margin": 0.44103014340064384, "operating_margin": 0.12145156570090723, "net_margin": 0.09950248756218906, "roa_ttm": 0.05535476507513791, "roe_ttm": 0.18089515126398673, "debt_to_ebitda": 3.2711111111111113, "net_debt_to_ebitda": 1.922962962962963, "interest_coverage": 46.55172413793103, "debt_to_equity": 0.9150435142975549, "current_ratio": 1.5457324241711732, "quick_ratio": 1.1897484128850224, "fcf_to_ebitda": 0.6837037037037037, "capex_to_revenue": 0.028170988086895585, "working_capital_to_revenue": 0.1626489138051857, "capital_efficiency": 0.11812495816956231, "financial_health": -0.6693061459335244, "margin_quality": 0.22066139888791336, "growth_momentum": 0.0036577673918438205, "company_age_years": 33.738535249828885, "ebitda": 1350000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 22.60400388256525, "revenue_cagr_3y": -0.013944932360237527, "revenue_cagr_5y": 0.009016838517121872, "earnings_cagr_3y": -0.3560430293791971, "quarterly_revenue_growth_yoy": 0.02198768689533861, "quarterly_earnings_growth_yoy": -0.02881844380403458, "revenue_growth_qoq": 0.02019315188762072, "gross_margin": 0.4535283993115318, "operating_margin": 0.1310958118187034, "net_margin": 0.09667240390131956, "roa_ttm": 0.053423300730469234, "roe_ttm": 0.16621725731895223, "debt_to_ebitda": 3.2967934377330352, "net_debt_to_ebitda": 2.29082774049217, "interest_coverage": 53.64, "debt_to_equity": 0.851502311248074, "current_ratio": 1.555347531008659, "quick_ratio": 1.1511818394570559, "fcf_to_ebitda": 0.6607009694258016, "capex_to_revenue": 0.027117462530498432, "working_capital_to_revenue": 0.1654234925060997, "capital_efficiency": 0.10982027902471073, "financial_health": -0.6516607630371236, "margin_quality": 0.22709887167718493, "growth_momentum": -0.0034153784543479847, "company_age_years": 33.98494182067078, "ebitda": 1341000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 23.029685902118334, "revenue_cagr_3y": -0.023237069230252816, "revenue_cagr_5y": 0.01517844132971402, "earnings_cagr_3y": 0.08717166275342736, "quarterly_revenue_growth_yoy": 0.005817028027498678, "quarterly_earnings_growth_yoy": 0.34054054054054056, "revenue_growth_qoq": 0.09122203098106713, "gross_margin": 0.45241850683491064, "operating_margin": 0.16298633017875921, "net_margin": 0.13038906414300735, "roa_ttm": 0.05825528656417506, "roe_ttm": 0.17566607460035524, "debt_to_ebitda": 3.372534696859021, "net_debt_to_ebitda": 2.2264426588750914, "interest_coverage": 52.65384615384615, "debt_to_equity": 0.8200710479573712, "current_ratio": 1.6088718757036704, "quick_ratio": 1.2112136906102229, "fcf_to_ebitda": 1.0423666910153397, "capex_to_revenue": 0.02568385884318229, "working_capital_to_revenue": 0.1882090902763277, "capital_efficiency": 0.11696068058226515, "financial_health": -0.6177051785976032, "margin_quality": 0.24859796705222573, "growth_momentum": 0.17317878428401962, "company_age_years": 34.234086242299796, "ebitda": 1369000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 13.146206600942993, "revenue_cagr_3y": 0.008165800396941592, "revenue_cagr_5y": 0.0022684343762486847, "earnings_cagr_3y": -0.04427128532412894, "quarterly_revenue_growth_yoy": 0.010858050847457628, "quarterly_earnings_growth_yoy": -0.380327868852459, "revenue_growth_qoq": -0.07601065117404987, "gross_margin": 0.40974587372281895, "operating_margin": 0.12182342153523709, "net_margin": 0.09903065234477339, "roa_ttm": 0.07381265701638952, "roe_ttm": 0.24779116465863454, "debt_to_ebitda": 2.1594513501928847, "net_debt_to_ebitda": 1.6866695242177454, "interest_coverage": 75.25806451612904, "debt_to_equity": 1.0116465863453816, "current_ratio": 1.7139588100686498, "quick_ratio": 1.2151029748283753, "fcf_to_ebitda": 0.35319331333047577, "capex_to_revenue": 0.024592823308026736, "working_capital_to_revenue": 0.1822075141132957, "capital_efficiency": 0.16080191083751202, "financial_health": -0.9426577466703758, "margin_quality": 0.2101999825342765, "growth_momentum": -0.1847349090025007, "company_age_years": 35.48528405201917, "ebitda": 2333000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 12.40413951473137, "revenue_cagr_3y": -0.004620886805124957, "revenue_cagr_5y": -0.0030985592637845505, "earnings_cagr_3y": -0.06338016081876985, "quarterly_revenue_growth_yoy": -0.010048886474741989, "quarterly_earnings_growth_yoy": 0.7086092715231788, "revenue_growth_qoq": -0.045061566675399525, "gross_margin": 0.39972565157750345, "operating_margin": 0.10150891632373114, "net_margin": 0.07078189300411522, "roa_ttm": 0.08373399937558539, "roe_ttm": 0.2896328293736501, "debt_to_ebitda": 2.1733102253032928, "net_debt_to_ebitda": 1.7824956672443675, "interest_coverage": 76.93333333333334, "debt_to_equity": 1.0833693304535637, "current_ratio": 1.3631374342556597, "quick_ratio": 0.9554081865995884, "fcf_to_ebitda": 0.45753899480069327, "capex_to_revenue": 0.02673344607779368, "working_capital_to_revenue": 0.10329127097697412, "capital_efficiency": 0.18668341437461775, "financial_health": -0.8864423808942615, "margin_quality": 0.19067215363511658, "growth_momentum": 0.3492801925242184, "company_age_years": 35.73716632443532, "ebitda": 2308000000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 13.810650477016479, "revenue_cagr_3y": 0.020396177890683154, "revenue_cagr_5y": -0.0006609391103566953, "earnings_cagr_3y": -0.03481986890194666, "quarterly_revenue_growth_yoy": -0.041523406506215284, "quarterly_earnings_growth_yoy": -0.0658682634730539, "revenue_growth_qoq": -0.005761316872427984, "gross_margin": 0.4279801324503311, "operating_margin": 0.12113686534216335, "net_margin": 0.08609271523178808, "roa_ttm": 0.07593114961717806, "roe_ttm": 0.2689641109298532, "debt_to_ebitda": 2.362098872506505, "net_debt_to_ebitda": 2.0221162185602775, "interest_coverage": 74.38709677419355, "debt_to_equity": 1.110725938009788, "current_ratio": 1.3969049694856146, "quick_ratio": 0.9686137750653879, "fcf_to_ebitda": 0.5403295750216826, "capex_to_revenue": 0.025169218637050666, "working_capital_to_revenue": 0.11966879148320957, "capital_efficiency": 0.17244763027351562, "financial_health": -0.8981788899633307, "margin_quality": 0.21173657100809418, "growth_momentum": -0.053695834989634594, "company_age_years": 35.983572895277206, "ebitda": 2306000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 15.021653302961276, "revenue_cagr_3y": 0.02088968521291279, "revenue_cagr_5y": -0.002858034339363713, "earnings_cagr_3y": -0.09748230270909253, "quarterly_revenue_growth_yoy": -0.02590171871217623, "quarterly_earnings_growth_yoy": -0.2668463611859838, "revenue_growth_qoq": 0.11037527593818984, "gross_margin": 0.43141153081510936, "operating_margin": 0.1404075546719682, "net_margin": 0.06759443339960239, "roa_ttm": 0.06794764689501531, "roe_ttm": 0.24020476471746408, "debt_to_ebitda": 2.5813211845102506, "net_debt_to_ebitda": 2.1425968109339406, "interest_coverage": 62.714285714285715, "debt_to_equity": 1.1155739318763536, "current_ratio": 1.4252018699532512, "quick_ratio": 1.0118997025074372, "fcf_to_ebitda": 0.6341685649202734, "capex_to_revenue": 0.028193249503639974, "working_capital_to_revenue": 0.13242885506287227, "capital_efficiency": 0.1540762058062397, "financial_health": -0.9002938533575522, "margin_quality": 0.2131378396288933, "growth_momentum": -0.14637403994908002, "company_age_years": 36.23271731690623, "ebitda": 2195000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 15.562809895833333, "revenue_cagr_3y": 0.02428126990477031, "revenue_cagr_5y": -0.001895491564605889, "earnings_cagr_3y": -0.04946529476776218, "quarterly_revenue_growth_yoy": 0.007407407407407408, "quarterly_earnings_growth_yoy": 0.13178294573643412, "revenue_growth_qoq": -0.040250914793518035, "gross_margin": 0.42510893246187365, "operating_margin": 0.11546840958605664, "net_margin": 0.07952069716775599, "roa_ttm": 0.07019426248023493, "roe_ttm": 0.23523845571536714, "debt_to_ebitda": 2.2664930555555554, "net_debt_to_ebitda": 1.7387152777777777, "interest_coverage": 69.81818181818181, "debt_to_equity": 0.9882664647993944, "current_ratio": 1.4102857142857144, "quick_ratio": 1.0194285714285714, "fcf_to_ebitda": 0.7235243055555556, "capex_to_revenue": 0.02726792552489106, "working_capital_to_revenue": 0.11851313878251683, "capital_efficiency": 0.15271635909780104, "financial_health": -0.7903387991279853, "margin_quality": 0.20669934640522877, "growth_momentum": 0.06959517657192077, "company_age_years": 36.73648186173853, "ebitda": 2304000000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 19.170677949228473, "revenue_cagr_3y": 0.006744201651035064, "revenue_cagr_5y": 0.0032792877003688936, "earnings_cagr_3y": 0.2167386925055268, "quarterly_revenue_growth_yoy": 0.023148148148148147, "quarterly_earnings_growth_yoy": -0.0684931506849315, "revenue_growth_qoq": 0.01953867028493894, "gross_margin": 0.4303965930263508, "operating_margin": 0.13574660633484162, "net_margin": 0.07239819004524888, "roa_ttm": 0.054152178359582734, "roe_ttm": 0.18614870803304623, "debt_to_ebitda": 2.951219512195122, "net_debt_to_ebitda": 2.042309606769537, "interest_coverage": 64.80645161290323, "debt_to_equity": 1.0421866760414835, "current_ratio": 1.4115448504983388, "quick_ratio": 1.0512873754152825, "fcf_to_ebitda": 0.9089099054255849, "capex_to_revenue": 0.021974844585803094, "working_capital_to_revenue": 0.1432702038455978, "capital_efficiency": 0.12015044319631449, "financial_health": -0.8155742129879925, "margin_quality": 0.21284712980214707, "growth_momentum": -0.022672501268391678, "company_age_years": 37.738535249828885, "ebitda": 2009000000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 18.51903978052126, "revenue_cagr_3y": 0.008739410087766464, "revenue_cagr_5y": 0.026153627341042096, "earnings_cagr_3y": 0.04211371363788796, "quarterly_revenue_growth_yoy": 0.14924489191590168, "quarterly_earnings_growth_yoy": 0.5555555555555556, "revenue_growth_qoq": 0.033005057226510516, "gross_margin": 0.4248904921412007, "operating_margin": 0.13578974491110538, "net_margin": 0.09739757794382892, "roa_ttm": 0.05928794875614479, "roe_ttm": 0.20448706970371638, "debt_to_ebitda": 2.9250114311842705, "net_debt_to_ebitda": 2.0983081847279377, "interest_coverage": 72.9, "debt_to_equity": 1.0955643089570133, "current_ratio": 1.4333984375, "quick_ratio": 1.0595703125, "fcf_to_ebitda": 0.8774577046181985, "capex_to_revenue": 0.02420142279257916, "working_capital_to_revenue": 0.154763565350816, "capital_efficiency": 0.1318875092299306, "financial_health": -0.824079055768778, "margin_quality": 0.21935927166537836, "growth_momentum": 0.35240022373572866, "company_age_years": 37.98494182067078, "ebitda": 2187000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 17.632372460496615, "revenue_cagr_3y": 0.018069026288369816, "revenue_cagr_5y": 0.028805006258720622, "earnings_cagr_3y": 0.05123816669944725, "quarterly_revenue_growth_yoy": 0.445771144278607, "quarterly_earnings_growth_yoy": 3.2254901960784315, "revenue_growth_qoq": 0.12316413295542386, "gross_margin": 0.3968800183528332, "operating_margin": 0.12181693048864418, "net_margin": 0.09887588896535902, "roa_ttm": 0.06813403122623361, "roe_ttm": 0.24399231015700096, "debt_to_ebitda": 2.7656132430398794, "net_debt_to_ebitda": 2.3160270880361176, "interest_coverage": 85.74193548387096, "debt_to_equity": 1.1776674142902916, "current_ratio": 1.3567784256559767, "quick_ratio": 0.9511661807580175, "fcf_to_ebitda": 0.7656132430398797, "capex_to_revenue": 0.022573651319984695, "working_capital_to_revenue": 0.12485652340262722, "capital_efficiency": 0.1560631706916173, "financial_health": -0.9697693484290323, "margin_quality": 0.20585761260227883, "growth_momentum": 1.8356306701785192, "company_age_years": 38.234086242299796, "ebitda": 2658000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 15.793377217185652, "revenue_cagr_3y": 0.04629142119009999, "revenue_cagr_5y": 0.03619099461316044, "earnings_cagr_3y": -0.030929110849087893, "quarterly_revenue_growth_yoy": 0.1864314789687924, "quarterly_earnings_growth_yoy": -0.22171945701357465, "revenue_growth_qoq": 0.0029823353980270705, "gross_margin": 0.37488563586459284, "operating_margin": 0.09812442817932296, "net_margin": 0.07868252516010979, "roa_ttm": 0.0651190421788603, "roe_ttm": 0.22789061250599713, "debt_to_ebitda": 2.75522270398108, "net_debt_to_ebitda": 2.2759164367363027, "interest_coverage": 84.56666666666666, "debt_to_equity": 1.1178634255557331, "current_ratio": 1.3362621270364268, "quick_ratio": 0.9245835621453414, "fcf_to_ebitda": 0.6771777690185258, "capex_to_revenue": 0.02162624473089376, "working_capital_to_revenue": 0.11222432647076791, "capital_efficiency": 0.1465048273424287, "financial_health": -0.9186841095417827, "margin_quality": 0.18389752973467519, "growth_momentum": -0.01764398902239113, "company_age_years": 38.48596851471595, "ebitda": 2537000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 18.82885382458951, "revenue_cagr_3y": 0.04754373404875145, "revenue_cagr_5y": 0.04163078982609836, "earnings_cagr_3y": 0.03494064298457289, "quarterly_revenue_growth_yoy": 0.11525153047644397, "quarterly_earnings_growth_yoy": 0.051470588235294115, "revenue_growth_qoq": -0.04162854528819762, "gross_margin": 0.3575178997613365, "operating_margin": 0.047494033412887826, "net_margin": 0.06825775656324583, "roa_ttm": 0.06739731160133015, "roe_ttm": 0.22892141266306076, "debt_to_ebitda": 2.712454945935122, "net_debt_to_ebitda": 2.3099719663596314, "interest_coverage": 83.23333333333333, "debt_to_equity": 1.0774737511931276, "current_ratio": 1.4204425711275026, "quick_ratio": 0.9629083245521601, "fcf_to_ebitda": 0.4769723668402083, "capex_to_revenue": 0.022080704678014523, "working_capital_to_revenue": 0.11873586477800262, "capital_efficiency": 0.14815936213219547, "financial_health": -0.9984275370829038, "margin_quality": 0.1577565632458234, "growth_momentum": 0.08336105935586904, "company_age_years": 38.7378507871321, "ebitda": 2497000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 16.960078020932446, "revenue_cagr_3y": 0.044554080436150834, "revenue_cagr_5y": 0.02594088099525793, "earnings_cagr_3y": -0.06588997029238919, "quarterly_revenue_growth_yoy": -0.0011933174224343676, "quarterly_earnings_growth_yoy": -0.16783216783216784, "revenue_growth_qoq": -0.06333930170098478, "gross_margin": 0.3732377538829152, "operating_margin": 0.08745519713261649, "net_margin": 0.05686977299880526, "roa_ttm": 0.04946008484381026, "roe_ttm": 0.15564320388349515, "debt_to_ebitda": 3.329686013320647, "net_debt_to_ebitda": 2.806850618458611, "interest_coverage": 39.660377358490564, "debt_to_equity": 1.061741504854369, "current_ratio": 1.5193814869730988, "quick_ratio": 1.0381275153569158, "fcf_to_ebitda": 0.21170313986679354, "capex_to_revenue": 0.029345116700657148, "working_capital_to_revenue": 0.13890777249036937, "capital_efficiency": 0.1025516443636527, "financial_health": -0.9335196117066487, "margin_quality": 0.17252090800477896, "growth_momentum": -0.0845127426273011, "company_age_years": 39.73716632443532, "ebitda": 2102000000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 15.74565664160401, "revenue_cagr_3y": 0.09055527630368587, "revenue_cagr_5y": 0.029848845876136565, "earnings_cagr_3y": 0.0280144464850538, "quarterly_revenue_growth_yoy": 0.016713091922005572, "quarterly_earnings_growth_yoy": 13.666666666666666, "revenue_growth_qoq": 0.04659498207885305, "gross_margin": 0.40730593607305937, "operating_margin": 0.08333333333333333, "net_margin": 0.06027397260273973, "roa_ttm": 0.05755916557310285, "roe_ttm": 0.17810137216465977, "debt_to_ebitda": 3.1228070175438596, "net_debt_to_ebitda": 2.527151211361738, "interest_coverage": 40.57627118644068, "debt_to_equity": 1.0467656118734248, "current_ratio": 1.6830320460147905, "quick_ratio": 1.1491372226787182, "fcf_to_ebitda": 0.379281537176274, "capex_to_revenue": 0.025050778605280974, "working_capital_to_revenue": 0.18759873617693523, "capital_efficiency": 0.11783026886888132, "financial_health": -0.92707118519094, "margin_quality": 0.18363774733637747, "growth_momentum": 6.841689879294336, "company_age_years": 39.983572895277206, "ebitda": 2394000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 16.456749498997997, "revenue_cagr_3y": 0.17347359314460165, "revenue_cagr_5y": 0.03354744314049407, "earnings_cagr_3y": 0.6873245915384154, "quarterly_revenue_growth_yoy": 0.03858452355574504, "quarterly_earnings_growth_yoy": 0.1111111111111111, "revenue_growth_qoq": 0.11232876712328767, "gross_margin": 0.41174055829228245, "operating_margin": 0.14244663382594416, "net_margin": 0.10057471264367816, "roa_ttm": 0.061117794022392896, "roe_ttm": 0.1734961912266877, "debt_to_ebitda": 2.8440881763527055, "net_debt_to_ebitda": 2.3519038076152303, "interest_coverage": 37.23880597014925, "debt_to_equity": 0.9319674284213292, "current_ratio": 1.4896602658788773, "quick_ratio": 1.026957163958641, "fcf_to_ebitda": 0.4905811623246493, "capex_to_revenue": 0.02770175928511589, "working_capital_to_revenue": 0.14811505166154706, "capital_efficiency": 0.1173069926245403, "financial_health": -0.744209401386881, "margin_quality": 0.21825396825396826, "growth_momentum": 0.07484781733342807, "company_age_years": 40.23271731690623, "ebitda": 2495000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 13.539112448288831, "revenue_cagr_3y": 0.08015208002950325, "revenue_cagr_5y": 0.04000160665691932, "earnings_cagr_3y": -0.01221496281156531, "quarterly_revenue_growth_yoy": 0.03939122649955237, "quarterly_earnings_growth_yoy": 0.2948328267477204, "revenue_growth_qoq": -0.046798029556650245, "gross_margin": 0.4074074074074074, "operating_margin": 0.1281223083548665, "net_margin": 0.0917312661498708, "roa_ttm": 0.06595042091065532, "roe_ttm": 0.1829441362404851, "debt_to_ebitda": 2.4035351635953366, "net_debt_to_ebitda": 1.9454682211357652, "interest_coverage": 41.546875, "debt_to_equity": 0.8245387691910722, "current_ratio": 1.4807843137254901, "quick_ratio": 1.046078431372549, "fcf_to_ebitda": 0.5900714554343738, "capex_to_revenue": 0.02936784469885515, "working_capital_to_revenue": 0.13561196836458161, "capital_efficiency": 0.12444727857557022, "financial_health": -0.6653228305589397, "margin_quality": 0.20908699397071487, "growth_momentum": 0.1671120266236364, "company_age_years": 40.48459958932238, "ebitda": 2659000000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 15.73725616921269, "revenue_cagr_3y": 0.05006460708773641, "revenue_cagr_5y": 0.03599663517143248, "earnings_cagr_3y": -0.30834232286874586, "quarterly_revenue_growth_yoy": 0.03942652329749104, "quarterly_earnings_growth_yoy": -0.6218487394957983, "revenue_growth_qoq": -0.06330749354005168, "gross_margin": 0.4181609195402299, "operating_margin": 0.10206896551724139, "net_margin": 0.020689655172413793, "roa_ttm": 0.05866863768651545, "roe_ttm": 0.16215526046986722, "debt_to_ebitda": 2.421464943204074, "net_debt_to_ebitda": 1.836662749706228, "interest_coverage": 44.78947368421053, "debt_to_equity": 0.7893258426966292, "current_ratio": 1.4703205381875741, "quick_ratio": 1.087653343886031, "fcf_to_ebitda": 0.7293380336858598, "capex_to_revenue": 0.030088786583360737, "working_capital_to_revenue": 0.1302751287953524, "capital_efficiency": 0.11041194907819134, "financial_health": -0.6649418591455347, "margin_quality": 0.1803065134099617, "growth_momentum": -0.2912111080991536, "company_age_years": 40.73648186173853, "ebitda": 2553000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 14.30660904449307, "revenue_cagr_3y": 0.03564630502144084, "revenue_cagr_5y": 0.03532801738498059, "earnings_cagr_3y": 0.01903569577626607, "quarterly_revenue_growth_yoy": -0.015753424657534248, "quarterly_earnings_growth_yoy": 0.5151515151515151, "revenue_growth_qoq": -0.00896551724137931, "gross_margin": 0.4328462073764788, "operating_margin": 0.12804453723034098, "net_margin": 0.09278589654372535, "roa_ttm": 0.06429780033840947, "roe_ttm": 0.1770557864248835, "debt_to_ebitda": 2.349744711889132, "net_debt_to_ebitda": 1.9190371991247264, "interest_coverage": 49.85454545454545, "debt_to_equity": 0.8113587709356505, "current_ratio": 1.551891563827635, "quick_ratio": 1.080315597815092, "fcf_to_ebitda": 0.5765864332603938, "capex_to_revenue": 0.037684986521428175, "working_capital_to_revenue": 0.15007977113935192, "capital_efficiency": 0.1206767933816465, "financial_health": -0.6940082995477571, "margin_quality": 0.2178922137168484, "growth_momentum": 0.24969904524699044, "company_age_years": 40.98562628336756, "ebitda": 2742000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 15.96536763631048, "revenue_cagr_3y": 0.025530911129463707, "revenue_cagr_5y": -0.22732206092414886, "earnings_cagr_3y": 2.034944906057874, "quarterly_revenue_growth_yoy": 0.13319157162188286, "quarterly_earnings_growth_yoy": -1.3929961089494163, "revenue_growth_qoq": 0.06941530602937153, "gross_margin": 0.36369839645172297, "operating_margin": 0.08606277720914364, "net_margin": -0.05245649948822927, "roa_ttm": 0.005371622610579316, "roe_ttm": 0.028759501606457172, "debt_to_ebitda": 5.723724601666423, "net_debt_to_ebitda": 4.598450518929981, "interest_coverage": 18.050131926121374, "debt_to_equity": 3.0684115664916543, "current_ratio": 2.1397153945666236, "quick_ratio": 1.5773424505636666, "fcf_to_ebitda": 0.6066364566583833, "capex_to_revenue": 0.028558373315055976, "working_capital_to_revenue": 0.28179118117432034, "capital_efficiency": 0.017065562108518242, "financial_health": -2.9261960815819164, "margin_quality": 0.1324348913908791, "growth_momentum": -0.6299022686637668, "company_age_years": 3.134839151266256, "ebitda": 684100000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 15.310426015336551, "revenue_cagr_3y": 0.05520839031899394, "revenue_cagr_5y": 0.019849497022094154, "earnings_cagr_3y": 0.15726693452707163, "quarterly_revenue_growth_yoy": 0.15616059978297325, "quarterly_earnings_growth_yoy": 0.0904836193447738, "revenue_growth_qoq": -0.000341180484476288, "gross_margin": 0.3378839590443686, "operating_margin": 0.10238907849829351, "net_margin": 0.05964163822525597, "roa_ttm": 0.0061173964360768055, "roe_ttm": 0.0299000984944421, "debt_to_ebitda": 5.6252485089463224, "net_debt_to_ebitda": 4.772649815393354, "interest_coverage": 17.873096446700508, "debt_to_equity": 2.7869002392007878, "current_ratio": 2.258852378616969, "quick_ratio": 1.6293281020107897, "fcf_to_ebitda": 0.5559500142005113, "capex_to_revenue": 0.029149119132141202, "working_capital_to_revenue": 0.28298017771701983, "capital_efficiency": 0.01800874746525945, "financial_health": -2.6710717936175365, "margin_quality": 0.1666382252559727, "growth_momentum": 0.12332210956387352, "company_age_years": 3.381245722108145, "ebitda": 704200000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 11.036021100226074, "revenue_cagr_3y": 0.04911936396244454, "revenue_cagr_5y": 0.01045930657636851, "earnings_cagr_3y": 0.2500518113239423, "quarterly_revenue_growth_yoy": -0.005629477993858751, "quarterly_earnings_growth_yoy": 2.2260162601626017, "revenue_growth_qoq": 0.017277486910994764, "gross_margin": 0.33316177732029506, "operating_margin": 0.10962429233144622, "net_margin": 0.06467661691542288, "roa_ttm": 0.031022963883937264, "roe_ttm": 0.17185295826072525, "debt_to_ebitda": 4.87704094448631, "net_debt_to_ebitda": 4.005903039437327, "interest_coverage": 19.37226277372263, "debt_to_equity": 3.2222222222222223, "current_ratio": 2.2194887564866423, "quick_ratio": 1.6304055352681146, "fcf_to_ebitda": 0.44297915096709367, "capex_to_revenue": 0.0305366269165247, "working_capital_to_revenue": 0.27022998296422485, "capital_efficiency": 0.10143796107233126, "financial_health": -3.0698622970057796, "margin_quality": 0.1691542288557214, "growth_momentum": 1.1101933910843715, "company_age_years": 4.134154688569473, "ebitda": 796200000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 12.197103323419112, "revenue_cagr_3y": 0.0519231584733304, "revenue_cagr_5y": 0.012017963325517078, "earnings_cagr_3y": 0.11989442678788897, "quarterly_revenue_growth_yoy": -0.044965870307167234, "quarterly_earnings_growth_yoy": -0.3791130185979971, "revenue_growth_qoq": -0.03988677303139475, "gross_margin": 0.32877691414276783, "operating_margin": 0.08809077101760028, "net_margin": 0.03877423389618512, "roa_ttm": 0.02706266670662631, "roe_ttm": 0.1497264135300945, "debt_to_ebitda": 4.981895771369455, "net_debt_to_ebitda": 4.333893702314755, "interest_coverage": 18.723970944309926, "debt_to_equity": 3.1939147736693747, "current_ratio": 2.213999021047479, "quick_ratio": 1.6003915810083211, "fcf_to_ebitda": 0.4329496961075908, "capex_to_revenue": 0.026791290676889283, "working_capital_to_revenue": 0.26707298688432796, "capital_efficiency": 0.0883945401183604, "financial_health": -3.082761942687927, "margin_quality": 0.15188063968551774, "growth_momentum": -0.2120394444525822, "company_age_years": 4.380561259411362, "ebitda": 773300000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 13.157270891189095, "revenue_cagr_3y": 0.026355751153954277, "revenue_cagr_5y": 0.00405756700389448, "earnings_cagr_3y": 0.24737120124748602, "quarterly_revenue_growth_yoy": -0.045124566903151295, "quarterly_earnings_growth_yoy": 0.3137516688918558, "revenue_growth_qoq": 0.034128473152863395, "gross_margin": 0.3534341252699784, "operating_margin": 0.136414686825054, "net_margin": 0.08501079913606911, "roa_ttm": 0.03049500216647492, "roe_ttm": 0.16295409181636727, "debt_to_ebitda": 4.867583943448624, "net_debt_to_ebitda": 4.1388538247917195, "interest_coverage": 19.321951219512194, "debt_to_equity": 3.0787225548902195, "current_ratio": 2.3195224719101124, "quick_ratio": 1.706661316211878, "fcf_to_ebitda": 0.4139106286291341, "capex_to_revenue": 0.025280041842827877, "working_capital_to_revenue": 0.2866451641023406, "capital_efficiency": 0.09672454699142109, "financial_health": -2.957576751053467, "margin_quality": 0.19161987041036718, "growth_momentum": 0.13431355099435224, "company_age_years": 4.629705681040384, "ebitda": 792200000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 12.42602827763496, "revenue_cagr_3y": 0.04032238992781423, "revenue_cagr_5y": 0.010735943439323048, "earnings_cagr_3y": 0.01496284629002087, "quarterly_revenue_growth_yoy": 0.0874956032360183, "quarterly_earnings_growth_yoy": -0.18045112781954886, "revenue_growth_qoq": -0.001614595947364172, "gross_margin": 0.3003962157354249, "operating_margin": 0.08878466887684969, "net_margin": 0.035255114417401145, "roa_ttm": 0.027141885766092475, "roe_ttm": 0.13181974544203645, "debt_to_ebitda": 5.290345615538418, "net_debt_to_ebitda": 4.368894601542417, "interest_coverage": 18.093023255813954, "debt_to_equity": 2.548538011695906, "current_ratio": 1.9319127564930405, "quick_ratio": 1.336705409671402, "fcf_to_ebitda": 0.20408454727220793, "capex_to_revenue": 0.030894275653099663, "working_capital_to_revenue": 0.26592826140365244, "capital_efficiency": 0.07948081560406446, "financial_health": -2.429550973655674, "margin_quality": 0.14147866634322526, "growth_momentum": -0.046477762291765284, "company_age_years": 8.134154688569472, "ebitda": 700200000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 13.469684426229508, "revenue_cagr_3y": 0.09294142363283808, "revenue_cagr_5y": 0.018421319980623574, "earnings_cagr_3y": 0.05330248954899042, "quarterly_revenue_growth_yoy": 0.09360361127672259, "quarterly_earnings_growth_yoy": 0.46987951807228917, "revenue_growth_qoq": 0.038246947521630145, "gross_margin": 0.29750778816199375, "operating_margin": 0.09735202492211838, "net_margin": 0.04750778816199377, "roa_ttm": 0.030154558180727365, "roe_ttm": 0.13445003502961594, "debt_to_ebitda": 4.982377049180328, "net_debt_to_ebitda": 4.279234972677596, "interest_coverage": 15.25, "debt_to_equity": 2.3228456786191964, "current_ratio": 2.050402438071423, "quick_ratio": 1.426349925763851, "fcf_to_ebitda": 0.1848360655737705, "capex_to_revenue": 0.030114330336583707, "working_capital_to_revenue": 0.2691468273832169, "capital_efficiency": 0.08230229660517166, "financial_health": -2.222828281400568, "margin_quality": 0.14745586708203529, "growth_momentum": 0.2817415646745059, "company_age_years": 8.380561259411362, "ebitda": 732000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 15.95728695652174, "revenue_cagr_3y": -0.08040188307852592, "revenue_cagr_5y": -0.06426339064947784, "earnings_cagr_3y": -0.4794856654251808, "quarterly_revenue_growth_yoy": -0.013784461152882205, "quarterly_earnings_growth_yoy": 0.15789473684210525, "revenue_growth_qoq": 0.0707482993197279, "gross_margin": 0.15438373570520966, "operating_margin": 0.021601016518424398, "net_margin": 0.01397712833545108, "roa_ttm": -0.0023233565668990025, "roe_ttm": -0.005459216441875401, "debt_to_ebitda": 5.718840579710145, "net_debt_to_ebitda": 4.747826086956522, "interest_coverage": 17.25, "debt_to_equity": 0.6335902376364804, "current_ratio": 1.3036437246963564, "quick_ratio": 0.7698091382301908, "fcf_to_ebitda": 0.24057971014492754, "capex_to_revenue": 0.03779606920880228, "working_capital_to_revenue": 0.088190828153872, "capital_efficiency": -0.003891286504387202, "financial_health": -0.3858154381158455, "margin_quality": 0.06332062685302838, "growth_momentum": 0.07205513784461152, "company_age_years": 19.381245722108144, "ebitda": 345000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 13.92232383808096, "revenue_cagr_3y": 0.023085027917231216, "revenue_cagr_5y": 0.03664991257560235, "earnings_cagr_3y": -0.052010995378166114, "quarterly_revenue_growth_yoy": 0.28180961357210177, "quarterly_earnings_growth_yoy": 1.1801242236024845, "revenue_growth_qoq": 0.023325808878856283, "gross_margin": 0.2400735294117647, "operating_margin": 0.14191176470588235, "net_margin": 0.12904411764705884, "roa_ttm": 0.03142874715542161, "roe_ttm": 0.08349673202614379, "debt_to_ebitda": 4.113943028485757, "net_debt_to_ebitda": 3.576461769115442, "interest_coverage": 26.68, "debt_to_equity": 0.8967320261437909, "current_ratio": 1.5660134918085449, "quick_ratio": 1.0424028268551238, "fcf_to_ebitda": 0.8673163418290855, "capex_to_revenue": 0.043883378418996095, "working_capital_to_revenue": 0.17653541729285643, "capital_efficiency": 0.0574627395907827, "financial_health": -0.681718340410359, "margin_quality": 0.17034313725490194, "growth_momentum": 0.7309669185872931, "company_age_years": 27.972621492128678, "ebitda": 1334000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 12.630429134487178, "revenue_cagr_3y": 0.2502100103766378, "revenue_cagr_5y": 0.09038299679242079, "earnings_cagr_3y": -0.2526426679676065, "quarterly_revenue_growth_yoy": 0.12411347517730496, "quarterly_earnings_growth_yoy": -0.8187250996015937, "revenue_growth_qoq": 0.21507666098807496, "gross_margin": 0.2211706975113915, "operating_margin": 0.08797756747283561, "net_margin": 0.0318962495618647, "roa_ttm": 0.0568417018014565, "roe_ttm": 0.26196785020314434, "debt_to_ebitda": 7.34319526627219, "net_debt_to_ebitda": 6.767751479289941, "interest_coverage": 11.142857142857142, "debt_to_equity": 2.630630630630631, "current_ratio": 1.6743702934302778, "quick_ratio": 0.9605297325370034, "fcf_to_ebitda": 0.4437869822485207, "capex_to_revenue": 0.057068482178614335, "working_capital_to_revenue": 0.26001201441730076, "capital_efficiency": 0.1594047760023004, "financial_health": -2.3216365848408778, "margin_quality": 0.11368150484869727, "growth_momentum": -0.34730581221214435, "company_age_years": 18.187542778918548, "ebitda": 2028000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 13.631018508851422, "revenue_cagr_3y": 0.3281499885082244, "revenue_cagr_5y": 0.08673631291308337, "earnings_cagr_3y": 0.2715876493172984, "quarterly_revenue_growth_yoy": 0.12429605792437651, "quarterly_earnings_growth_yoy": -0.4930875576036866, "revenue_growth_qoq": -0.020329477742726955, "gross_margin": 0.24543828264758497, "operating_margin": 0.11985688729874776, "net_margin": 0.07871198568872988, "roa_ttm": 0.04947561308433077, "roe_ttm": 0.22564011379800852, "debt_to_ebitda": 7.6448893572181245, "net_debt_to_ebitda": 6.962065331928345, "interest_coverage": 10.428571428571429, "debt_to_equity": 2.580014224751067, "current_ratio": 1.5940846506884243, "quick_ratio": 0.9530851606323304, "fcf_to_ebitda": 0.6037934668071654, "capex_to_revenue": 0.05739535787122463, "working_capital_to_revenue": 0.22627949888316987, "capital_efficiency": 0.13755786344116966, "financial_health": -2.241256920555744, "margin_quality": 0.14800238521168754, "growth_momentum": -0.18439574983965507, "company_age_years": 18.43668720054757, "ebitda": 1898000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 21.764773343373495, "revenue_cagr_3y": -0.14695245055151984, "revenue_cagr_5y": -0.11272593042338108, "earnings_cagr_3y": -0.04878982012672628, "quarterly_revenue_growth_yoy": 0.030326594090202177, "quarterly_earnings_growth_yoy": 0.8948948948948949, "revenue_growth_qoq": -0.01340282948622487, "gross_margin": 0.0830188679245283, "operating_margin": -0.024150943396226414, "net_margin": -0.03962264150943396, "roa_ttm": -0.048034934497816595, "roe_ttm": -0.19349164467897978, "debt_to_ebitda": 9.129518072289157, "net_debt_to_ebitda": 4.566265060240964, "interest_coverage": 5.824561403508772, "debt_to_equity": 1.3328935795954266, "current_ratio": 1.8687258687258688, "quick_ratio": 1.193908193908194, "fcf_to_ebitda": 1.2680722891566265, "capex_to_revenue": 0.029821654809472763, "working_capital_to_revenue": 0.19734918623915798, "capital_efficiency": -0.12076328958839819, "financial_health": -1.1455128795996514, "margin_quality": 0.006415094339622641, "growth_momentum": 0.4626107444925486, "company_age_years": 25.72210814510609, "ebitda": 332000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 15.53069146031746, "revenue_cagr_3y": 0.021424505020930074, "revenue_cagr_5y": -0.0705813463757855, "earnings_cagr_3y": 0.8639740900969479, "quarterly_revenue_growth_yoy": -0.23489569222432946, "quarterly_earnings_growth_yoy": -2.1486486486486487, "revenue_growth_qoq": -0.07983056370153144, "gross_margin": 0.015226628895184136, "operating_margin": -0.06019830028328612, "net_margin": -0.24079320113314448, "roa_ttm": -0.055140427724813194, "roe_ttm": -0.15735294117647058, "debt_to_ebitda": 11.749206349206348, "net_debt_to_ebitda": 9.371428571428572, "interest_coverage": 5.833333333333333, "debt_to_equity": 0.9071078431372549, "current_ratio": 1.4270209580838322, "quick_ratio": 0.7589820359281437, "fcf_to_ebitda": -1.8095238095238095, "capex_to_revenue": 0.09677668702172064, "working_capital_to_revenue": 0.08819664528097704, "capital_efficiency": -0.10624668445064189, "financial_health": -0.824640089223012, "margin_quality": -0.09525495750708217, "growth_momentum": -1.191772170436489, "company_age_years": 28.720054757015742, "ebitda": 315000000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 122.37478295918368, "revenue_cagr_3y": 0.05178652238204173, "revenue_cagr_5y": 0.09373172683960562, "earnings_cagr_3y": 0.7162858781925616, "quarterly_revenue_growth_yoy": 0.3333333333333333, "quarterly_earnings_growth_yoy": 1.2327365728900255, "revenue_growth_qoq": 0.4301327088212334, "gross_margin": 0.15938864628820962, "operating_margin": 0.05867903930131004, "net_margin": 0.024836244541484715, "roa_ttm": -0.046497378991081764, "roe_ttm": -0.1476118435271234, "debt_to_ebitda": 60.10204081632653, "net_debt_to_ebitda": 52.41836734693877, "interest_coverage": 1.065217391304348, "debt_to_equity": 1.2729630430084289, "current_ratio": 1.3517811704834606, "quick_ratio": 0.7951653944020356, "fcf_to_ebitda": -1.9183673469387754, "capex_to_revenue": 0.05433048700384724, "working_capital_to_revenue": 0.10378155203152857, "capital_efficiency": -0.09705461125910259, "financial_health": -1.199439549211096, "margin_quality": 0.0809679767103348, "growth_momentum": 0.7830349531116794, "company_age_years": 29.968514715947983, "ebitda": 98000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 42.54455644760213, "revenue_cagr_3y": 0.5542192980508442, "revenue_cagr_5y": 0.3650433026369646, "earnings_cagr_3y": -0.41385010205848394, "quarterly_revenue_growth_yoy": 3.223928103351432, "quarterly_earnings_growth_yoy": 0.012658227848101266, "revenue_growth_qoq": 0.370595382746051, "gross_margin": 0.1077127659574468, "operating_margin": 0.047429078014184396, "net_margin": 0.028368794326241134, "roa_ttm": -0.007274461868701926, "roe_ttm": -0.06016075743379851, "debt_to_ebitda": 19.932504440497336, "net_debt_to_ebitda": 19.534635879218474, "interest_coverage": 4.021428571428571, "debt_to_equity": 2.7669017209921596, "current_ratio": 1.808808467053602, "quick_ratio": 0.501877773984295, "fcf_to_ebitda": -2.7921847246891653, "capex_to_revenue": 0.098061190182674, "working_capital_to_revenue": 0.44248944674810414, "capital_efficiency": -0.033717609651250216, "financial_health": -2.651243793761306, "margin_quality": 0.061170212765957445, "growth_momentum": 1.6182931655997668, "company_age_years": 33.15537303216975, "ebitda": 281500000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 13.500599317330549, "revenue_cagr_3y": 0.10045762334589847, "revenue_cagr_5y": 0.10695238053594802, "earnings_cagr_3y": 0.10286350535905742, "quarterly_revenue_growth_yoy": 0.05291562260727679, "quarterly_earnings_growth_yoy": -0.04804183320431602, "revenue_growth_qoq": -0.11542365565290115, "gross_margin": 0.1922559333309189, "operating_margin": 0.10703059923258885, "net_margin": 0.05743003044102314, "roa_ttm": 0.05782292893415628, "roe_ttm": 0.10994385658367688, "debt_to_ebitda": 2.2035201379577662, "net_debt_to_ebitda": 2.1085626367019867, "interest_coverage": 41.08000519936308, "debt_to_equity": 0.49828775638486916, "current_ratio": 2.684137942633221, "quick_ratio": 1.6945000378408832, "fcf_to_ebitda": 0.4316780774509455, "capex_to_revenue": 0.08124016175569078, "working_capital_to_revenue": 0.16080503685991945, "capital_efficiency": 0.08388339275891658, "financial_health": -0.4869899655335823, "margin_quality": 0.11890552100151029, "growth_momentum": 0.0024368947014803827, "company_age_years": 32.23545516769336, "ebitda": 1264155000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 20.001056482364493, "revenue_cagr_3y": 0.15632166267487202, "revenue_cagr_5y": 0.14370093770096282, "earnings_cagr_3y": 0.13191881098383695, "quarterly_revenue_growth_yoy": 0.44219788448937564, "quarterly_earnings_growth_yoy": -0.42839352428393523, "revenue_growth_qoq": -0.04084098703669233, "gross_margin": 0.1744661517492049, "operating_margin": 0.09541117673784644, "net_margin": 0.059583306289349, "roa_ttm": 0.04343768036476971, "roe_ttm": 0.09156707678737092, "debt_to_ebitda": 2.8020729592634486, "net_debt_to_ebitda": 2.7153709732174676, "interest_coverage": 39.54891364902507, "debt_to_equity": 0.6050522409623895, "current_ratio": 1.862439789402935, "quick_ratio": 1.2748963817631904, "fcf_to_ebitda": 0.3572234516546627, "capex_to_revenue": 0.08481695502516971, "working_capital_to_revenue": 0.12779477410833723, "capital_efficiency": 0.0675023785760703, "financial_health": -0.5803695193167788, "margin_quality": 0.10982021159213345, "growth_momentum": 0.006902180102720201, "company_age_years": 34.234086242299796, "ebitda": 1419806000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 15.612050946069214, "revenue_cagr_3y": 0.1375374975383601, "revenue_cagr_5y": 0.1364922597341458, "earnings_cagr_3y": -0.017616516591022147, "quarterly_revenue_growth_yoy": 0.43592946362968404, "quarterly_earnings_growth_yoy": -0.0409626216077829, "revenue_growth_qoq": 0.268449406114104, "gross_margin": 0.22831704446604922, "operating_margin": 0.15739651025942794, "net_margin": 0.09583994269047741, "roa_ttm": 0.04189126679124211, "roe_ttm": 0.08839044204073739, "debt_to_ebitda": 2.76123768242017, "net_debt_to_ebitda": 2.6789500452002515, "interest_coverage": 37.9019638242894, "debt_to_equity": 0.6026096918659148, "current_ratio": 1.8454289322840765, "quick_ratio": 1.3361507820849121, "fcf_to_ebitda": 0.26578906822033727, "capex_to_revenue": 0.08306079827398911, "working_capital_to_revenue": 0.13149379031077232, "capital_efficiency": 0.06514085441598974, "financial_health": -0.5678380211309594, "margin_quality": 0.16051783247198487, "growth_momentum": 0.19748342101095057, "company_age_years": 34.483230663928815, "ebitda": 1466806000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 16.30506530626543, "revenue_cagr_3y": 0.13752649698088804, "revenue_cagr_5y": 0.13788497766574337, "earnings_cagr_3y": -0.06363016582302783, "quarterly_revenue_growth_yoy": 0.37705242334322453, "quarterly_earnings_growth_yoy": 0.0011305822498586771, "revenue_growth_qoq": 0.06856675024305378, "gross_margin": 0.23602930613417614, "operating_margin": 0.1462433558396782, "net_margin": 0.0848058229181631, "roa_ttm": 0.04066017597394601, "roe_ttm": 0.08668421897107516, "debt_to_ebitda": 2.7159803464923264, "net_debt_to_ebitda": 2.636577476831099, "interest_coverage": 33.43830802603037, "debt_to_equity": 0.610688915792698, "current_ratio": 1.7125871559633028, "quick_ratio": 1.314788990825688, "fcf_to_ebitda": 0.2934169571834297, "capex_to_revenue": 0.08110044462816654, "working_capital_to_revenue": 0.1350422269491097, "capital_efficiency": 0.06367219747251059, "financial_health": -0.5567319089766094, "margin_quality": 0.15569282829733913, "growth_momentum": 0.1890915027965416, "company_age_years": 34.73511293634497, "ebitda": 1541506000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 20.161380602192313, "revenue_cagr_3y": 0.0943946595530436, "revenue_cagr_5y": 0.078409041028632, "earnings_cagr_3y": -0.20691665974378504, "quarterly_revenue_growth_yoy": 0.2528501628664495, "quarterly_earnings_growth_yoy": -0.6722817764165391, "revenue_growth_qoq": -0.17749264902432504, "gross_margin": 0.12682807929801754, "operating_margin": 0.048667533311667205, "net_margin": 0.017387065323366917, "roa_ttm": 0.046245128673243686, "roe_ttm": 0.10244365287996392, "debt_to_ebitda": 3.577147217982517, "net_debt_to_ebitda": 3.445608436242542, "interest_coverage": 35.590123456790124, "debt_to_equity": 0.8020190079173731, "current_ratio": 2.7879085425725907, "quick_ratio": 1.6904194136625053, "fcf_to_ebitda": 0.4600388511169696, "capex_to_revenue": 0.07993077140435151, "working_capital_to_revenue": 0.22509889799378355, "capital_efficiency": 0.0743443907766038, "financial_health": -0.7803373423823153, "margin_quality": 0.06429422597768389, "growth_momentum": -0.20971580677504478, "company_age_years": 28.11772758384668, "ebitda": 1441400000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 13.9883982263257, "revenue_cagr_3y": 0.08663703496348973, "revenue_cagr_5y": 0.09071001445117699, "earnings_cagr_3y": 0.24591454216163466, "quarterly_revenue_growth_yoy": 0.19145075840046447, "quarterly_earnings_growth_yoy": 0.6231178033658105, "revenue_growth_qoq": 0.3338479038024049, "gross_margin": 0.25899981726259363, "operating_margin": 0.2915270755923738, "net_margin": 0.22324419808734847, "roa_ttm": 0.054961905547762466, "roe_ttm": 0.11806499261447563, "debt_to_ebitda": 3.0970661483326247, "net_debt_to_ebitda": 2.628075077446395, "interest_coverage": 38.19721577726218, "debt_to_equity": 0.7531314623338257, "current_ratio": 3.6252955082742315, "quick_ratio": 2.528368794326241, "fcf_to_ebitda": 0.33523659114377696, "capex_to_revenue": 0.07269413789612231, "working_capital_to_revenue": 0.3372987749316594, "capital_efficiency": 0.08651344908111905, "financial_health": -0.6920044476063706, "margin_quality": 0.25792369698077194, "growth_momentum": 0.40728428088313745, "company_age_years": 28.366872005475702, "ebitda": 1646300000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 14.695715206185566, "revenue_cagr_3y": 0.08454004423150518, "revenue_cagr_5y": 0.10742130866390931, "earnings_cagr_3y": 0.059060509393490834, "quarterly_revenue_growth_yoy": 0.16335966095164708, "quarterly_earnings_growth_yoy": 0.1598586017282011, "revenue_growth_qoq": 0.10355119693001158, "gross_margin": 0.26924987580725285, "operating_margin": 0.22404371584699453, "net_margin": 0.16299608102886792, "roa_ttm": 0.05702763803743457, "roe_ttm": 0.12111250486612743, "debt_to_ebitda": 2.983598875351453, "net_debt_to_ebitda": 2.9041119962511717, "interest_coverage": 39.88785046728972, "debt_to_equity": 0.7344031604596508, "current_ratio": 2.00556455589209, "quick_ratio": 1.4255828696203423, "fcf_to_ebitda": 0.2970946579194002, "capex_to_revenue": 0.06648221855483287, "working_capital_to_revenue": 0.2309808109245057, "capital_efficiency": 0.089070071451781, "financial_health": -0.6165208445081268, "margin_quality": 0.2187632242277051, "growth_momentum": 0.1616091313399241, "company_age_years": 28.618754277891856, "ebitda": 1707200000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 13.212382552018049, "revenue_cagr_3y": 0.3518142809099234, "revenue_cagr_5y": 0.19572617994808938, "earnings_cagr_3y": 0.13780631598062598, "quarterly_revenue_growth_yoy": -0.02952188940092166, "quarterly_earnings_growth_yoy": 0.10831721470019343, "revenue_growth_qoq": -0.048163841807909606, "gross_margin": 0.2602760053420389, "operating_margin": 0.12598308354355245, "net_margin": 0.08502745214423504, "roa_ttm": 0.027747158316443244, "roe_ttm": 0.05228247275326067, "debt_to_ebitda": 2.1151917773878166, "net_debt_to_ebitda": 1.6120581599398345, "interest_coverage": 194.58536585365854, "debt_to_equity": 0.37687600500268, "current_ratio": 0.7432537120723047, "quick_ratio": 0.6342156229825694, "fcf_to_ebitda": 0.3462020556530459, "capex_to_revenue": 0.12996467187667274, "working_capital_to_revenue": -0.14191913785105092, "capital_efficiency": 0.04001481553485196, "financial_health": -0.17622621357463564, "margin_quality": 0.1570955136766088, "growth_momentum": 0.03939766264963589, "company_age_years": 18.217659137577, "ebitda": 7978000000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 14.777663485416566, "revenue_cagr_3y": 0.10417377045987708, "revenue_cagr_5y": 0.08263629953679996, "earnings_cagr_3y": 0.07985300964160769, "quarterly_revenue_growth_yoy": 0.17709832134292566, "quarterly_earnings_growth_yoy": 0.12132741492284929, "revenue_growth_qoq": -0.01639837018235255, "gross_margin": 0.2694305796068045, "operating_margin": 0.1907914841601304, "net_margin": 0.1801297069709008, "roa_ttm": 0.08141801185441007, "roe_ttm": 0.16014933608501553, "debt_to_ebitda": 1.8117300482056775, "net_debt_to_ebitda": 1.2399084579052442, "interest_coverage": 127.16408668730651, "debt_to_equity": 0.5332459100973838, "current_ratio": 1.949829958503635, "quick_ratio": 1.7914885650993728, "fcf_to_ebitda": 0.09492623070555582, "capex_to_revenue": 0.234517044206902, "working_capital_to_revenue": 0.2673933474453452, "capital_efficiency": 0.12078367396971279, "financial_health": -0.397994205733071, "margin_quality": 0.21345059024594523, "growth_momentum": 0.14921286813288748, "company_age_years": 35.24435318275154, "ebitda": 4107400000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 13.836867785314768, "revenue_cagr_3y": 0.12768255830868025, "revenue_cagr_5y": 0.0849109486536821, "earnings_cagr_3y": 0.06053724660067572, "quarterly_revenue_growth_yoy": 0.22444043459899413, "quarterly_earnings_growth_yoy": 0.09089205397301349, "revenue_growth_qoq": 0.08291738820413569, "gross_margin": 0.2656382278242875, "operating_margin": 0.1967202834477785, "net_margin": 0.1825165396795535, "roa_ttm": 0.08306595365418895, "roe_ttm": 0.16735684078599228, "debt_to_ebitda": 1.805593240509342, "net_debt_to_ebitda": 1.1017017731762466, "interest_coverage": 128.4862385321101, "debt_to_equity": 0.5560140429056208, "current_ratio": 1.8689424403416597, "quick_ratio": 1.7180721477002554, "fcf_to_ebitda": 0.06759490658098298, "capex_to_revenue": 0.23020627083385548, "working_capital_to_revenue": 0.24732449434822928, "capital_efficiency": 0.12521139722009061, "financial_health": -0.3931224236562523, "margin_quality": 0.21495835031720648, "growth_momentum": 0.15766624428600381, "company_age_years": 35.493497604380565, "ebitda": 4201500000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 13.462785875103686, "revenue_cagr_3y": 0.16066820262332304, "revenue_cagr_5y": 0.10135366444315119, "earnings_cagr_3y": 0.05035023351496615, "quarterly_revenue_growth_yoy": 0.25655555946640385, "quarterly_earnings_growth_yoy": -0.04472477064220184, "revenue_growth_qoq": 0.11936788637004986, "gross_margin": 0.2657703081232493, "operating_margin": 0.17549019607843136, "net_margin": 0.16333333333333333, "roa_ttm": 0.08296742496120268, "roe_ttm": 0.17164485696895923, "debt_to_ebitda": 1.8331081881739542, "net_debt_to_ebitda": 1.1906150017774617, "interest_coverage": 129.83076923076922, "debt_to_equity": 0.588466220328667, "current_ratio": 1.812828207051763, "quick_ratio": 1.6644641929713198, "fcf_to_ebitda": 0.0719753525299206, "capex_to_revenue": 0.23045847573748288, "working_capital_to_revenue": 0.22184335281054604, "capital_efficiency": 0.12730614096508097, "financial_health": -0.439393838234489, "margin_quality": 0.201531279178338, "growth_momentum": 0.105915394412101, "company_age_years": 35.74537987679671, "ebitda": 4219500000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 24.51162301982584, "revenue_cagr_3y": 0.07348106203103666, "revenue_cagr_5y": 0.12601962416855783, "earnings_cagr_3y": 0.1478181466905284, "quarterly_revenue_growth_yoy": 0.07360395189003437, "quarterly_earnings_growth_yoy": -0.0947265625, "revenue_growth_qoq": 0.04968396295751874, "gross_margin": 0.41068677856242625, "operating_margin": 0.11338948126512893, "net_margin": 0.07417928661451978, "roa_ttm": 0.08401133895372381, "roe_ttm": 0.8170791746855839, "debt_to_ebitda": 3.537386330773433, "net_debt_to_ebitda": 3.4085022974840142, "interest_coverage": 34.08652792990142, "debt_to_equity": 4.927136015754375, "current_ratio": 0.8753505630582042, "quick_ratio": 0.5404495836389525, "fcf_to_ebitda": 0.5337874746955432, "capex_to_revenue": 0.020406855520448755, "working_capital_to_revenue": -0.04272130840476554, "capital_efficiency": 0.45054525681965385, "financial_health": -3.8271759665844676, "margin_quality": 0.19941851548069167, "growth_momentum": -0.010561305304982817, "company_age_years": 36.747433264887064, "ebitda": 3112100000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 22.831144992919945, "revenue_cagr_3y": 0.06379913862458153, "revenue_cagr_5y": 0.09467330671971363, "earnings_cagr_3y": 0.07055897267334754, "quarterly_revenue_growth_yoy": 0.09154615413212387, "quarterly_earnings_growth_yoy": -0.10900400863398088, "revenue_growth_qoq": 0.17476543901414368, "gross_margin": 0.4170427260187661, "operating_margin": 0.1442875874870153, "net_margin": 0.09841118471467739, "roa_ttm": 0.07957719654647029, "roe_ttm": 0.7888609188168659, "debt_to_ebitda": 3.6303553199196497, "net_debt_to_ebitda": 3.5274146277208813, "interest_coverage": 31.665276329509908, "debt_to_equity": 4.955632473253619, "current_ratio": 0.8695923980995249, "quick_ratio": 0.5345641966047068, "fcf_to_ebitda": 0.4039253136628577, "capex_to_revenue": 0.02196363776359734, "working_capital_to_revenue": -0.04517367828371784, "capital_efficiency": 0.43421905768166813, "financial_health": -3.8488115335940467, "margin_quality": 0.21991383274015294, "growth_momentum": -0.008728927250928505, "company_age_years": 36.99657768651608, "ebitda": 3036700000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "SHW", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 19.32321068927165, "revenue_cagr_3y": 0.0750197688718699, "revenue_cagr_5y": 0.06056146226384618, "earnings_cagr_3y": 0.05921686072620824, "quarterly_revenue_growth_yoy": 0.17500534322964229, "quarterly_earnings_growth_yoy": 0.36419753086419754, "revenue_growth_qoq": 0.029817958891745995, "gross_margin": 0.42818401296424907, "operating_margin": 0.16091212752587888, "net_margin": 0.11328835532625592, "roa_ttm": 0.08710857779895531, "roe_ttm": 0.745938871352683, "debt_to_ebitda": 3.292391859801004, "net_debt_to_ebitda": 3.2531637959539483, "interest_coverage": 31.89549376797699, "debt_to_equity": 4.216182924012626, "current_ratio": 1.003477690288714, "quick_ratio": 0.5855314960629922, "fcf_to_ebitda": 0.2820212222322422, "capex_to_revenue": 0.024658102903530824, "working_capital_to_revenue": 0.0009778372270012224, "capital_efficiency": 0.41652372457581915, "financial_health": -3.6852954763706154, "margin_quality": 0.23412816527212796, "growth_momentum": 0.2696014370469199, "company_age_years": 37.24845995893224, "ebitda": 3326700000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 18.750906658954523, "revenue_cagr_3y": -0.015092529177478387, "revenue_cagr_5y": -0.01739482124532865, "earnings_cagr_3y": 0.03786442875213614, "quarterly_revenue_growth_yoy": -0.13830090717179208, "quarterly_earnings_growth_yoy": -0.04418212478920742, "revenue_growth_qoq": -0.06892300104802417, "gross_margin": 0.43279480897834866, "operating_margin": 0.12676289478911473, "net_margin": 0.09382241938687678, "roa_ttm": 0.06919550931977296, "roe_ttm": 0.17521905215311548, "debt_to_ebitda": 2.86848384064782, "net_debt_to_ebitda": 2.2676957559106357, "interest_coverage": 43.83835182250396, "debt_to_equity": 0.8994230398657916, "current_ratio": 1.5119791421994644, "quick_ratio": 1.1526753417578803, "fcf_to_ebitda": 0.5929072373653387, "capex_to_revenue": 0.06117128433626431, "working_capital_to_revenue": 0.17220075999968398, "capital_efficiency": 0.12220728073644421, "financial_health": -0.6900512813960926, "margin_quality": 0.21779337438478005, "growth_momentum": -0.09124151598049975, "company_age_years": 32.23545516769336, "ebitda": 2766200000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 23.945650044166065, "revenue_cagr_3y": -0.023233948765435386, "revenue_cagr_5y": 0.006561849710440937, "earnings_cagr_3y": -0.1661580769947978, "quarterly_revenue_growth_yoy": 0.1323050259965338, "quarterly_earnings_growth_yoy": -0.11208677685950413, "revenue_growth_qoq": -0.029097069488200678, "gross_margin": 0.3814859032050693, "operating_margin": 0.09287660329996633, "net_margin": 0.05262191202130591, "roa_ttm": 0.052603098655730235, "roe_ttm": 0.15649005874378671, "debt_to_ebitda": 3.561993094033566, "net_debt_to_ebitda": 3.522083032201076, "interest_coverage": 42.72041166380789, "debt_to_equity": 1.2527536150022593, "current_ratio": 1.2680031944482693, "quick_ratio": 0.8301710131357916, "fcf_to_ebitda": 0.5007227174174897, "capex_to_revenue": 0.05258181596364413, "working_capital_to_revenue": 0.07420624027815903, "capital_efficiency": 0.10454657869975847, "financial_health": -1.1627015571559773, "margin_quality": 0.17566147284211386, "growth_momentum": 0.01010912456851483, "company_age_years": 34.234086242299796, "ebitda": 2490600000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 21.07118998245334, "revenue_cagr_3y": 0.041533607341920575, "revenue_cagr_5y": 0.006875890142312047, "earnings_cagr_3y": -0.05780803133982226, "quarterly_revenue_growth_yoy": 0.1321339361937585, "quarterly_earnings_growth_yoy": -0.008043758043758044, "revenue_growth_qoq": 0.0960908562157529, "gross_margin": 0.38272915153884823, "operating_margin": 0.0999553147517176, "net_margin": 0.08610288778417025, "roa_ttm": 0.05224536468275719, "roe_ttm": 0.15587729438633097, "debt_to_ebitda": 3.547375977029829, "net_debt_to_ebitda": 3.4975673951188386, "interest_coverage": 41.37953795379538, "debt_to_equity": 1.2540389657991937, "current_ratio": 1.288754598003153, "quick_ratio": 0.8366526537046768, "fcf_to_ebitda": 0.41521773807624823, "capex_to_revenue": 0.05282759538007936, "working_capital_to_revenue": 0.08121069705232511, "capital_efficiency": 0.10406132953454408, "financial_health": -1.1455630994300423, "margin_quality": 0.1895957846915787, "growth_momentum": 0.062045089075000226, "company_age_years": 34.483230663928815, "ebitda": 2507600000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 19.725385071793045, "revenue_cagr_3y": 0.04406946838457282, "revenue_cagr_5y": 0.005812249275287673, "earnings_cagr_3y": -0.09235401157283707, "quarterly_revenue_growth_yoy": 0.10494459166465912, "quarterly_earnings_growth_yoy": 0.06964560862865947, "revenue_growth_qoq": 0.02477238451656147, "gross_margin": 0.3766658490720301, "operating_margin": 0.10980295969258441, "net_margin": 0.09459569945221159, "roa_ttm": 0.05363407329942482, "roe_ttm": 0.1597570299889559, "debt_to_ebitda": 3.4148965626359717, "net_debt_to_ebitda": 3.3702385190459236, "interest_coverage": 34.77441540577717, "debt_to_equity": 1.222382691926486, "current_ratio": 1.3517747793123558, "quick_ratio": 0.8738965617792859, "fcf_to_ebitda": 0.33262133618132195, "capex_to_revenue": 0.05253148142811861, "working_capital_to_revenue": 0.0955969224562718, "capital_efficiency": 0.10669555164419037, "financial_health": -1.131141066858856, "margin_quality": 0.1936881694056087, "growth_momentum": 0.0872951001466593, "company_age_years": 34.73511293634497, "ebitda": 2528100000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 15.802542293547308, "revenue_cagr_3y": -0.1543574875089352, "revenue_cagr_5y": -0.24359166729637904, "earnings_cagr_3y": -0.02094859996530629, "quarterly_revenue_growth_yoy": 0.08518395757374876, "quarterly_earnings_growth_yoy": -0.9095291064145347, "revenue_growth_qoq": 0.00862600123228589, "gross_margin": 0.30879657910812464, "operating_margin": 0.1463042150274893, "net_margin": 0.14905314599877825, "roa_ttm": 0.03438856211310114, "roe_ttm": 0.059634779951100246, "debt_to_ebitda": 3.721832163156135, "net_debt_to_ebitda": 3.1628217987295217, "interest_coverage": 24.925, "debt_to_equity": 0.4252750611246944, "current_ratio": 2.8197969543147208, "quick_ratio": 2.382858258492776, "fcf_to_ebitda": 0.4189234369775995, "capex_to_revenue": 0.06698900413319817, "working_capital_to_revenue": 0.7268969819854948, "capital_efficiency": 0.04701167103210069, "financial_health": -0.36941612693587117, "margin_quality": 0.20138464671146405, "growth_momentum": -0.41217257442039296, "company_age_years": 2.8254620123203287, "ebitda": 2991000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 11.208452998729353, "revenue_cagr_3y": -0.151297996571213, "revenue_cagr_5y": -0.26395428785417796, "earnings_cagr_3y": -0.004500510951830905, "quarterly_revenue_growth_yoy": 0.036886527039699905, "quarterly_earnings_growth_yoy": -0.061381074168797956, "revenue_growth_qoq": -0.0015051173991571343, "gross_margin": 0.3243895085921013, "operating_margin": 0.17817304793488092, "net_margin": 0.1106421465179379, "roa_ttm": 0.04186035964534343, "roe_ttm": 0.0741097595246698, "debt_to_ebitda": 3.7639771283354513, "net_debt_to_ebitda": 3.1969504447268107, "interest_coverage": 24.59375, "debt_to_equity": 0.47569151712232527, "current_ratio": 2.3860991020951112, "quick_ratio": 1.9938476887263052, "fcf_to_ebitda": 0.1883735705209657, "capex_to_revenue": 0.05638726346986853, "working_capital_to_revenue": 0.6334827874458545, "capital_efficiency": 0.05798505958500662, "financial_health": -0.38354633701658963, "margin_quality": 0.20440156768164006, "growth_momentum": -0.012247273564549025, "company_age_years": 3.326488706365503, "ebitda": 3148000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 25.951979341868174, "revenue_cagr_3y": 0.1810022659088859, "revenue_cagr_5y": 0.12477646288007782, "earnings_cagr_3y": 0.7268432624438632, "quarterly_revenue_growth_yoy": 0.019601100412654747, "quarterly_earnings_growth_yoy": -0.19856887298747763, "revenue_growth_qoq": -0.12536873156342182, "gross_margin": 0.2981450252951096, "operating_margin": 0.2603709949409781, "net_margin": 0.15109612141652615, "roa_ttm": 0.008443364317390324, "roe_ttm": 0.015711688190591638, "debt_to_ebitda": 2.2820216538499154, "net_debt_to_ebitda": 0.5626571908434183, "interest_coverage": 40.07482258064516, "debt_to_equity": 0.26434798825120054, "current_ratio": 2.9205626810095158, "quick_ratio": 2.194042201075714, "fcf_to_ebitda": 0.9824364827244522, "capex_to_revenue": 0.13751321460518826, "working_capital_to_revenue": 0.3774904448239408, "capital_efficiency": 0.012077526253990981, "financial_health": -0.15246648102356555, "margin_quality": 0.23653738055087128, "growth_momentum": -0.08948388628741144, "company_age_years": 44.21081451060917, "ebitda": 2484639000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 16.724646052564985, "revenue_cagr_3y": -0.004449447064704959, "revenue_cagr_5y": 0.07395240340058207, "earnings_cagr_3y": -0.5392762758980083, "quarterly_revenue_growth_yoy": -0.08017894012388162, "quarterly_earnings_growth_yoy": 70.0, "revenue_growth_qoq": -0.15491621877963957, "gross_margin": 0.186307519640853, "operating_margin": 0.12906846240179573, "net_margin": 0.07968574635241302, "roa_ttm": 0.007255447972817617, "roe_ttm": 0.013384231113624582, "debt_to_ebitda": 2.6295029018326654, "net_debt_to_ebitda": 1.2095806214504845, "interest_coverage": 39.15707272727273, "debt_to_equity": 0.2668834535086479, "current_ratio": 2.719449225473322, "quick_ratio": 1.9905335628227194, "fcf_to_ebitda": 0.7350349803286438, "capex_to_revenue": 0.15798539906488393, "working_capital_to_revenue": 0.32778279058321713, "capital_efficiency": 0.010319839543221099, "financial_health": -0.18432965905246135, "margin_quality": 0.1316872427983539, "growth_momentum": 34.95991052993806, "company_age_years": 44.71184120465435, "ebitda": 2153639000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 19.289637601313988, "revenue_cagr_3y": 0.10666424104338956, "revenue_cagr_5y": 0.0932660313103908, "earnings_cagr_3y": 0.23791435688072826, "quarterly_revenue_growth_yoy": 0.3598700576757736, "quarterly_earnings_growth_yoy": 1.6483167323390155, "revenue_growth_qoq": 0.26115293601907397, "gross_margin": 0.3981722543024559, "operating_margin": 0.27664383610232257, "net_margin": 0.22468449838968263, "roa_ttm": 0.024647562232076956, "roe_ttm": 0.0482919713040195, "debt_to_ebitda": 1.7122895998063135, "net_debt_to_ebitda": 1.3936113724778114, "interest_coverage": 52.23453330459151, "debt_to_equity": 0.4272630693715031, "current_ratio": 1.1108452374273654, "quick_ratio": 0.6288528044470266, "fcf_to_ebitda": -0.4217619417069722, "capex_to_revenue": 0.2773228722527116, "working_capital_to_revenue": 0.06429113880069293, "capital_efficiency": 0.03646976676804823, "financial_health": -0.30021303186222537, "margin_quality": 0.2998335295981537, "growth_momentum": 1.0040933950073945, "company_age_years": 28.11498973305955, "ebitda": 1453896000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 19.842232539993805, "revenue_cagr_3y": 0.18683722665903169, "revenue_cagr_5y": 0.14948829908311723, "earnings_cagr_3y": 0.3817340474291213, "quarterly_revenue_growth_yoy": 0.9118757559155235, "quarterly_earnings_growth_yoy": -0.04198539802166745, "revenue_growth_qoq": 0.3120122937445909, "gross_margin": 0.3926241878678799, "operating_margin": 0.2933887900253651, "net_margin": 0.27492222523356086, "roa_ttm": 0.021049718439619166, "roe_ttm": 0.04330951469699641, "debt_to_ebitda": 2.5285410765236676, "net_debt_to_ebitda": 1.847885285562798, "interest_coverage": 33.01709770822768, "debt_to_equity": 0.5680967434425075, "current_ratio": 1.8802196926413293, "quick_ratio": 1.1976296497512013, "fcf_to_ebitda": -0.7611470121606833, "capex_to_revenue": 0.2445375685783147, "working_capital_to_revenue": 0.36202886781464194, "capital_efficiency": 0.03217961656830779, "financial_health": -0.4524734369005106, "margin_quality": 0.32031173437560195, "growth_momentum": 0.434945178946928, "company_age_years": 28.36413415468857, "ebitda": 1367204999.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 15.482589033491735, "revenue_cagr_3y": 0.3347127241886745, "revenue_cagr_5y": 0.22611234867166452, "earnings_cagr_3y": 0.7952416397111897, "quarterly_revenue_growth_yoy": 1.518529532872764, "quarterly_earnings_growth_yoy": 3.2842627316494433, "revenue_growth_qoq": 0.4137705436562622, "gross_margin": 0.4990015799751889, "operating_margin": 0.4259369300675732, "net_margin": 0.4289190436011005, "roa_ttm": 0.11234383883373629, "roe_ttm": 0.23074869932074155, "debt_to_ebitda": 1.5736260654520648, "net_debt_to_ebitda": 0.9279183915282657, "interest_coverage": 72.12727759253646, "debt_to_equity": 0.5005422838840538, "current_ratio": 1.7271123908790809, "quick_ratio": 1.0782656089287932, "fcf_to_ebitda": -0.14363042148053445, "capex_to_revenue": 0.19967747299015076, "working_capital_to_revenue": 0.32342450740435486, "capital_efficiency": 0.1715462690772389, "financial_health": -0.3632325258790713, "margin_quality": 0.4512858512146209, "growth_momentum": 2.4013961322611035, "company_age_years": 28.61601642710472, "ebitda": 2141530999.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 16.44414158561504, "revenue_cagr_3y": 0.04254014665396544, "revenue_cagr_5y": 0.17779297180673304, "earnings_cagr_3y": -0.012994584300915046, "quarterly_revenue_growth_yoy": 0.12980930076948813, "quarterly_earnings_growth_yoy": 0.13581599123767799, "revenue_growth_qoq": -0.04442558007923034, "gross_margin": 0.43959135327213505, "operating_margin": 0.24652058039680189, "net_margin": 0.1535386437666568, "roa_ttm": 0.06967573912405546, "roe_ttm": 0.2483737046843843, "debt_to_ebitda": 3.102819779321618, "net_debt_to_ebitda": 2.8044135676338375, "interest_coverage": 40.919732441471574, "debt_to_equity": 1.2409859108888235, "current_ratio": 1.3836471417752592, "quick_ratio": 0.9682448489280026, "fcf_to_ebitda": 0.31785860237024927, "capex_to_revenue": 0.024113529728482425, "working_capital_to_revenue": 0.2824975001922929, "capital_efficiency": 0.15902472190421987, "financial_health": -0.8597232144319809, "margin_quality": 0.2798835258118646, "growth_momentum": 0.13281264600358306, "company_age_years": 36.747433264887064, "ebitda": 1223500000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 14.445339253055295, "revenue_cagr_3y": 0.06387598748199785, "revenue_cagr_5y": 0.17199197691427814, "earnings_cagr_3y": -0.08380968861608518, "quarterly_revenue_growth_yoy": 0.16932367149758454, "quarterly_earnings_growth_yoy": -0.338590438639724, "revenue_growth_qoq": 0.07514065738821439, "gross_margin": 0.4286993045514012, "operating_margin": 0.23776079322454038, "net_margin": 0.09240515045100875, "roa_ttm": 0.06257583165824596, "roe_ttm": 0.2223258806498311, "debt_to_ebitda": 3.3411674215878984, "net_debt_to_ebitda": 2.83565507221605, "interest_coverage": 33.14730878186969, "debt_to_equity": 1.2576805533215376, "current_ratio": 1.3842988684547257, "quick_ratio": 0.9852723486464109, "fcf_to_ebitda": 0.28330911887872834, "capex_to_revenue": 0.023453527270038996, "working_capital_to_revenue": 0.2830872160718576, "capital_efficiency": 0.14245085615403852, "financial_health": -0.825226456005341, "margin_quality": 0.25295508274231676, "growth_momentum": -0.08463338357106973, "company_age_years": 36.99657768651608, "ebitda": 1170100000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 14.263554936100867, "revenue_cagr_3y": 0.10732948185510272, "revenue_cagr_5y": 0.16339183659076317, "earnings_cagr_3y": 0.1020610326564062, "quarterly_revenue_growth_yoy": 0.15343383584589615, "quarterly_earnings_growth_yoy": -0.24042686754551162, "revenue_growth_qoq": -0.05171107897817255, "gross_margin": 0.35245425501016553, "operating_margin": 0.16482718559395876, "net_margin": 0.0878594249201278, "roa_ttm": 0.060642656088883105, "roe_ttm": 0.20475503418857036, "debt_to_ebitda": 3.0717042628012696, "net_debt_to_ebitda": 2.75967064070675, "interest_coverage": 27.892344497607656, "debt_to_equity": 1.1232984128975598, "current_ratio": 1.4070260448213203, "quick_ratio": 0.9303177137822807, "fcf_to_ebitda": 0.3496011664808303, "capex_to_revenue": 0.023615009206457035, "working_capital_to_revenue": 0.26428788501760847, "capital_efficiency": 0.13269884513872673, "financial_health": -0.8232710365121519, "margin_quality": 0.20171362184141736, "growth_momentum": -0.04349651584980774, "company_age_years": 37.24845995893224, "ebitda": 1165900000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 17.975083173996175, "revenue_cagr_3y": 0.059324870273394836, "revenue_cagr_5y": 0.043253048328517396, "earnings_cagr_3y": -0.6135980551127863, "quarterly_revenue_growth_yoy": 0.11002318989951043, "quarterly_earnings_growth_yoy": -0.9523809523809523, "revenue_growth_qoq": 0.028162291169451074, "gross_margin": 0.3737233054781801, "operating_margin": 0.0872794800371402, "net_margin": 0.004178272980501393, "roa_ttm": 0.04929641812865497, "roe_ttm": 0.17352846574461242, "debt_to_ebitda": 3.510038240917782, "net_debt_to_ebitda": 3.051147227533461, "interest_coverage": 69.73333333333333, "debt_to_equity": 1.1809263428755228, "current_ratio": 1.4746713070378963, "quick_ratio": 1.003093580819799, "fcf_to_ebitda": 0.38049713193116635, "capex_to_revenue": 0.028150211852109815, "working_capital_to_revenue": 0.14249230947820535, "capital_efficiency": 0.11141244193663369, "financial_health": -1.0552075750650347, "margin_quality": 0.15506035283194056, "growth_momentum": -0.42117888124072095, "company_age_years": 38.98425735797399, "ebitda": 2092000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 16.141707129094414, "revenue_cagr_3y": 0.05245245853510161, "revenue_cagr_5y": 0.04280951439984193, "earnings_cagr_3y": 0.17478004741474296, "quarterly_revenue_growth_yoy": 0.07616425785730672, "quarterly_earnings_growth_yoy": 0.02320185614849188, "revenue_growth_qoq": 0.08890436397400185, "gross_margin": 0.3702835216371776, "operating_margin": 0.10637390748241313, "net_margin": 0.0940098060115114, "roa_ttm": 0.05048210643426664, "roe_ttm": 0.17615658362989323, "debt_to_ebitda": 3.503853564547206, "net_debt_to_ebitda": 3.0553949903660884, "interest_coverage": 54.63157894736842, "debt_to_equity": 1.1766418634746036, "current_ratio": 1.5016456921587609, "quick_ratio": 1.021297192642788, "fcf_to_ebitda": 0.16955684007707128, "capex_to_revenue": 0.028073572120038724, "working_capital_to_revenue": 0.14754285063492967, "capital_efficiency": 0.11331934503207994, "financial_health": -1.0513100126258543, "margin_quality": 0.19022241171036738, "growth_momentum": 0.0496830570028993, "company_age_years": 39.233401779603014, "ebitda": 2076000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 15.612368318756074, "revenue_cagr_3y": 0.053067152208549295, "revenue_cagr_5y": 0.0342278675198906, "earnings_cagr_3y": -0.03577894365320067, "quarterly_revenue_growth_yoy": 0.021957913998170174, "quarterly_earnings_growth_yoy": -0.0436046511627907, "revenue_growth_qoq": -0.04753783841398423, "gross_margin": 0.36862130707251567, "operating_margin": 0.10541629364368846, "net_margin": 0.07363473589973142, "roa_ttm": 0.05146635997699828, "roe_ttm": 0.17799138216771626, "debt_to_ebitda": 3.3867832847424686, "net_debt_to_ebitda": 2.8867832847424686, "interest_coverage": 44.73913043478261, "debt_to_equity": 1.15512098110706, "current_ratio": 1.5205034510759237, "quick_ratio": 1.031059683313033, "fcf_to_ebitda": 0.152089407191448, "capex_to_revenue": 0.029393441694512093, "working_capital_to_revenue": 0.14521153083762814, "capital_efficiency": 0.11472887107235727, "financial_health": -1.0242730812533842, "margin_quality": 0.1825574455386452, "growth_momentum": -0.010823368582310262, "company_age_years": 39.48528405201917, "ebitda": 2058000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 11.320680366564844, "revenue_cagr_3y": 0.021810270646969387, "revenue_cagr_5y": 0.024413444047021837, "earnings_cagr_3y": -0.23473033744847627, "quarterly_revenue_growth_yoy": 0.09593539226127086, "quarterly_earnings_growth_yoy": -0.6511075949367089, "revenue_growth_qoq": 0.051784345456094026, "gross_margin": 0.2822090857559317, "operating_margin": 0.08389343266661269, "net_margin": 0.03571139363511215, "roa_ttm": 0.029945553539019964, "roe_ttm": 0.15676368571859448, "debt_to_ebitda": 5.232157733962788, "net_debt_to_ebitda": 4.523743404609831, "interest_coverage": 21.498507462686568, "debt_to_equity": 2.841351229075554, "current_ratio": 1.9334033298335083, "quick_ratio": 1.3338083095845208, "fcf_to_ebitda": 0.3422660372118856, "capex_to_revenue": 0.028760680072495038, "working_capital_to_revenue": 0.26853370156209544, "capital_efficiency": 0.09335461962880721, "financial_health": -2.721489814514219, "margin_quality": 0.1339379706858855, "growth_momentum": -0.277586101337719, "company_age_years": 7.630390143737166, "ebitda": 720200000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 11.097927724449464, "revenue_cagr_3y": 0.038180432058800395, "revenue_cagr_5y": 0.024725030603830467, "earnings_cagr_3y": -0.01603172413278131, "quarterly_revenue_growth_yoy": 0.1378835201175822, "quarterly_earnings_growth_yoy": -0.09696092619392185, "revenue_growth_qoq": 0.0030771722406672604, "gross_margin": 0.29232259627028334, "operating_margin": 0.09970129974973763, "net_margin": 0.05037539355776217, "roa_ttm": 0.029505792638216746, "roe_ttm": 0.15801460771224377, "debt_to_ebitda": 5.265386787125918, "net_debt_to_ebitda": 4.521880293619424, "interest_coverage": 20.24, "debt_to_equity": 2.929396057488416, "current_ratio": 1.977031933022153, "quick_ratio": 1.3625250055567903, "fcf_to_ebitda": 0.26312817617165446, "capex_to_revenue": 0.027252398169240737, "working_capital_to_revenue": 0.27559614620995215, "capital_efficiency": 0.09376020017523026, "financial_health": -2.7997724227122953, "margin_quality": 0.14746642985926103, "growth_momentum": 0.020461296961830175, "company_age_years": 7.882272416153319, "ebitda": 708400000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 18.502591836734695, "revenue_cagr_3y": -0.09611834281894005, "revenue_cagr_5y": -0.04609533469164162, "earnings_cagr_3y": -0.3543532364184495, "quarterly_revenue_growth_yoy": -0.28066558680606685, "quarterly_earnings_growth_yoy": -0.5582255083179297, "revenue_growth_qoq": -0.042532340258722066, "gross_margin": 0.14698055271238486, "operating_margin": 0.09447287615148414, "net_margin": 0.024462640736949846, "roa_ttm": -0.027617572421975413, "roe_ttm": -0.12986207965287463, "debt_to_ebitda": 9.286734693877552, "net_debt_to_ebitda": 7.433163265306122, "interest_coverage": 8.412017167381974, "debt_to_equity": 1.4103517743685108, "current_ratio": 1.6309684380900997, "quick_ratio": 1.0623145400593472, "fcf_to_ebitda": 1.971938775510204, "capex_to_revenue": 0.046057673883885805, "working_capital_to_revenue": 0.16806380532669093, "capital_efficiency": -0.07873982603742502, "financial_health": -1.1755288528498786, "margin_quality": 0.08863868986693962, "growth_momentum": -0.41944554756199826, "company_age_years": 1.0321697467488022, "ebitda": 1960000000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 13.78451931767311, "revenue_cagr_3y": 0.08664369082254253, "revenue_cagr_5y": 0.08119885690200634, "earnings_cagr_3y": 0.20444556413881787, "quarterly_revenue_growth_yoy": -0.003846553617507807, "quarterly_earnings_growth_yoy": 0.0625537816742425, "revenue_growth_qoq": 0.2605052028035477, "gross_margin": 0.2998083284501824, "operating_margin": 0.22599550120031, "net_margin": 0.15871765306315333, "roa_ttm": 0.055004402247128714, "roe_ttm": 0.1087723066241672, "debt_to_ebitda": 2.5316210695664303, "net_debt_to_ebitda": 1.9023009539601172, "interest_coverage": 38.22386169523473, "debt_to_equity": 0.5700183773811616, "current_ratio": 1.9543797394750801, "quick_ratio": 1.5197415352505754, "fcf_to_ebitda": 0.5596881927306097, "capex_to_revenue": 0.07663751698656567, "working_capital_to_revenue": 0.199199393496971, "capital_efficiency": 0.08188835443564796, "financial_health": -0.41161675054548597, "margin_quality": 0.22817382757121527, "growth_momentum": 0.029353614028367347, "company_age_years": 32.48459958932238, "ebitda": 1297853000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "VMC", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 15.676651066509272, "revenue_cagr_3y": 0.06164157897820188, "revenue_cagr_5y": 0.047536129662894, "earnings_cagr_3y": 0.22539053250908658, "quarterly_revenue_growth_yoy": -0.07673472149584355, "quarterly_earnings_growth_yoy": -0.07382494332747679, "revenue_growth_qoq": -0.009591138498761885, "gross_margin": 0.29048088007389933, "operating_margin": 0.21994518623701226, "net_margin": 0.15252273091633647, "roa_ttm": 0.05272018120305598, "roe_ttm": 0.10307333302745855, "debt_to_ebitda": 2.5423153624677233, "net_debt_to_ebitda": 1.7036973146585268, "interest_coverage": 36.12771784696216, "debt_to_equity": 0.5543710967230016, "current_ratio": 2.117345379397753, "quick_ratio": 1.6916383227107759, "fcf_to_ebitda": 0.5954327380519555, "capex_to_revenue": 0.07111750771745853, "working_capital_to_revenue": 0.24557818950795413, "capital_efficiency": 0.07789675711525726, "financial_health": -0.3749058900671747, "margin_quality": 0.2209829324090827, "growth_momentum": -0.07527983241166017, "company_age_years": 32.73648186173853, "ebitda": 1292722000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 13.71531666127089, "revenue_cagr_3y": 0.18771501377753097, "revenue_cagr_5y": 0.14562054246061873, "earnings_cagr_3y": 0.5690619978883218, "quarterly_revenue_growth_yoy": -0.013798893706363932, "quarterly_earnings_growth_yoy": 0.300680165741537, "revenue_growth_qoq": -0.21962875456572378, "gross_margin": 0.21887121753915667, "operating_margin": 0.16264640829027324, "net_margin": 0.09849554085223479, "roa_ttm": 0.04150749445463393, "roe_ttm": 0.07117889701583621, "debt_to_ebitda": 2.0998373306301383, "net_debt_to_ebitda": 1.8763872008661546, "interest_coverage": 39.786517447078076, "debt_to_equity": 0.39006315554937737, "current_ratio": 2.949983363243131, "quick_ratio": 1.6704776658357379, "fcf_to_ebitda": 0.338234201434038, "capex_to_revenue": 0.08990694069987577, "working_capital_to_revenue": 0.20199538305630824, "capital_efficiency": 0.056343195735235066, "financial_health": -0.3587233296379984, "margin_quality": 0.16000438889388824, "growth_momentum": 0.14344063601758653, "company_age_years": 21.869952087611225, "ebitda": 753676000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 13.827816133514084, "revenue_cagr_3y": 0.18385864341515146, "revenue_cagr_5y": 0.17051914032119941, "earnings_cagr_3y": 0.3045291481494501, "quarterly_revenue_growth_yoy": 0.020006486492480012, "quarterly_earnings_growth_yoy": 0.35676002177907845, "revenue_growth_qoq": 0.12954390574829786, "gross_margin": 0.2657004568344444, "operating_margin": 0.21982858970143157, "net_margin": 0.14446857100410274, "roa_ttm": 0.05556746053274019, "roe_ttm": 0.09852587533666794, "debt_to_ebitda": 1.8603697527181189, "net_debt_to_ebitda": 1.7963830096749642, "interest_coverage": 46.12183975106962, "debt_to_equity": 0.42439640246248556, "current_ratio": 1.9697470656306828, "quick_ratio": 1.12960819970243, "fcf_to_ebitda": 0.2993978710440486, "capex_to_revenue": 0.10533508108383145, "working_capital_to_revenue": 0.157922126031333, "capital_efficiency": 0.07704666793470406, "financial_health": -0.3613351043953219, "margin_quality": 0.20999920584665954, "growth_momentum": 0.18838325413577922, "company_age_years": 22.62012320328542, "ebitda": 948634000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 15.087259365293887, "revenue_cagr_3y": 0.02715505958346709, "revenue_cagr_5y": 0.12927763548715987, "earnings_cagr_3y": 0.4127788696877077, "quarterly_revenue_growth_yoy": -0.014647146800301838, "quarterly_earnings_growth_yoy": -0.04974322638090282, "revenue_growth_qoq": 0.022762062727310337, "gross_margin": 0.26815244931655957, "operating_margin": 0.20865801502576004, "net_margin": 0.1393229214549172, "roa_ttm": 0.057490598715306436, "roe_ttm": 0.10043795964232718, "debt_to_ebitda": 1.7673773075491452, "net_debt_to_ebitda": 1.7312635161393854, "interest_coverage": 42.142647249470635, "debt_to_equity": 0.3979448289523901, "current_ratio": 2.727813909409331, "quick_ratio": 1.497450389858763, "fcf_to_ebitda": 0.27909206407149956, "capex_to_revenue": 0.10409185761410572, "working_capital_to_revenue": 0.20524857185599135, "capital_efficiency": 0.0789642791788168, "financial_health": -0.3745693594815107, "margin_quality": 0.20537779526574562, "growth_momentum": -0.03219518659060233, "company_age_years": 23.619438740588638, "ebitda": 975223000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 14.43120002855511, "revenue_cagr_3y": 0.06720951760908145, "revenue_cagr_5y": 0.06910721993000646, "earnings_cagr_3y": -0.21422237203615402, "quarterly_revenue_growth_yoy": 0.07194265524812074, "quarterly_earnings_growth_yoy": 0.396957228681135, "revenue_growth_qoq": -0.10731042833358559, "gross_margin": 0.27585622244828756, "operating_margin": 0.20396744659206512, "net_margin": 0.15513733468972532, "roa_ttm": 0.06813284439739906, "roe_ttm": 0.1223253525189622, "debt_to_ebitda": 1.9091947458595089, "net_debt_to_ebitda": 1.7612078812107368, "interest_coverage": 49.32394366197183, "debt_to_equity": 0.4538034717390935, "current_ratio": 3.3412777889044665, "quick_ratio": 1.9212898057280192, "fcf_to_ebitda": 0.49286122215876643, "capex_to_revenue": 0.07604972726119498, "working_capital_to_revenue": 0.2471563279631274, "capital_efficiency": 0.09522909845818063, "financial_health": -0.4259647274250384, "margin_quality": 0.21165366791002602, "growth_momentum": 0.23444994196462787, "company_age_years": 26.872005475701574, "ebitda": 1400800000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 16.020687525730754, "revenue_cagr_3y": 0.0699675497411476, "revenue_cagr_5y": 0.044892370944422666, "earnings_cagr_3y": 0.8676915344992133, "quarterly_revenue_growth_yoy": 0.02525568774786057, "quarterly_earnings_growth_yoy": 1.5212355212355213, "revenue_growth_qoq": -0.16717531366564936, "gross_margin": 0.1778298045602606, "operating_margin": 0.10107899022801303, "net_margin": 0.06646986970684039, "roa_ttm": 0.07132738547559409, "roe_ttm": 0.128283867919753, "debt_to_ebitda": 1.8345684094963635, "net_debt_to_ebitda": 1.6191848497324002, "interest_coverage": 53.18978102189781, "debt_to_equity": 0.45112794641199994, "current_ratio": 3.73373440285205, "quick_ratio": 2.196301247771836, "fcf_to_ebitda": 0.5279264443529573, "capex_to_revenue": 0.07696676482961716, "working_capital_to_revenue": 0.25807740849810684, "capital_efficiency": 0.09980562669767354, "financial_health": -0.41371552385958466, "margin_quality": 0.11512622149837133, "growth_momentum": 0.7732456044916909, "company_age_years": 27.11841204654346, "ebitda": 1457400000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 11.022803782787129, "revenue_cagr_3y": 0.08582614243335707, "revenue_cagr_5y": 0.06633007451072959, "earnings_cagr_3y": 0.09196268468798796, "quarterly_revenue_growth_yoy": -0.03130148270181219, "quarterly_earnings_growth_yoy": -0.15517241379310345, "revenue_growth_qoq": 0.41007194244604317, "gross_margin": 0.29308390022675734, "operating_margin": 0.2256235827664399, "net_margin": 0.16666666666666666, "roa_ttm": 0.12480866956468499, "roe_ttm": 0.23065173116089613, "debt_to_ebitda": 1.3085112710402664, "net_debt_to_ebitda": 1.2760958781894962, "interest_coverage": 84.065, "debt_to_equity": 0.4978501923512107, "current_ratio": 1.8637123745819397, "quick_ratio": 0.939799331103679, "fcf_to_ebitda": 0.14482840659013857, "capex_to_revenue": 0.10516532672429427, "working_capital_to_revenue": 0.1561083237623164, "capital_efficiency": 0.17773020036279055, "financial_health": -0.43992064650944634, "margin_quality": 0.2284580498866213, "growth_momentum": -0.09323694824745782, "company_age_years": 30.368240930869266, "ebitda": 3362600000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 10.92284301977232, "revenue_cagr_3y": 0.0291264820225956, "revenue_cagr_5y": 0.08187765252648505, "earnings_cagr_3y": 0.23310603716523493, "quarterly_revenue_growth_yoy": 0.014177341126725532, "quarterly_earnings_growth_yoy": 0.04070796460176991, "revenue_growth_qoq": -0.13658020116463737, "gross_margin": 0.30042918454935624, "operating_margin": 0.2446351931330472, "net_margin": 0.18025751072961374, "roa_ttm": 0.10985140341221794, "roe_ttm": 0.21114989950280336, "debt_to_ebitda": 1.6384062312762133, "net_debt_to_ebitda": 1.4376872378669863, "interest_coverage": 66.76, "debt_to_equity": 0.5785464931767693, "current_ratio": 2.501968503937008, "quick_ratio": 1.404527559055118, "fcf_to_ebitda": 0.18094667465548234, "capex_to_revenue": 0.13083397092578425, "working_capital_to_revenue": 0.23351185921958684, "capital_efficiency": 0.16050065145751063, "financial_health": -0.5225251644712616, "margin_quality": 0.24177396280400573, "growth_momentum": 0.02744265286424772, "company_age_years": 30.872005475701574, "ebitda": 3338000000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 13.094015009732953, "revenue_cagr_3y": 0.03201795098278648, "revenue_cagr_5y": 0.005599409825198576, "earnings_cagr_3y": 0.3989798308250567, "quarterly_revenue_growth_yoy": 0.07708505153714422, "quarterly_earnings_growth_yoy": 1.5965818169820347, "revenue_growth_qoq": 0.038246911164671014, "gross_margin": 0.1944039670491265, "operating_margin": 0.1350847804464834, "net_margin": 0.07490422641114353, "roa_ttm": 0.016038748522665427, "roe_ttm": 0.036705005568261014, "debt_to_ebitda": 4.41350978328184, "net_debt_to_ebitda": 2.619628322298103, "interest_coverage": 16.19251913036272, "debt_to_equity": 0.8722401874361285, "current_ratio": 3.9498711140605933, "quick_ratio": 2.3435820846655324, "fcf_to_ebitda": 1.4026815524274379, "capex_to_revenue": 0.02027620565925124, "working_capital_to_revenue": 0.31411498051842435, "capital_efficiency": 0.02637187704546322, "financial_health": -0.7118792140169614, "margin_quality": 0.1347976579689178, "growth_momentum": 0.8368334342595894, "company_age_years": 19.857631759069132, "ebitda": 586153000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 12.903551823671497, "revenue_cagr_3y": -0.04229522726067758, "revenue_cagr_5y": -0.011117123416930275, "earnings_cagr_3y": -0.05030847156911633, "quarterly_revenue_growth_yoy": 0.018882466281310212, "quarterly_earnings_growth_yoy": -0.037914691943127965, "revenue_growth_qoq": -0.026509572901325478, "gross_margin": 0.3332072617246596, "operating_margin": 0.2216338880484115, "net_margin": 0.1535552193645991, "roa_ttm": 0.07759155803848541, "roe_ttm": 0.29874526986656047, "debt_to_ebitda": 2.8728864734299515, "net_debt_to_ebitda": 2.714673913043478, "interest_coverage": 87.15789473684211, "debt_to_equity": 1.8950408285202152, "current_ratio": 1.162227602905569, "quick_ratio": 0.9402744148506861, "fcf_to_ebitda": 0.39492753623188404, "capex_to_revenue": 0.13907347636225556, "working_capital_to_revenue": 0.03816214163660528, "capital_efficiency": 0.18816841395252293, "financial_health": -1.7488357299919688, "margin_quality": 0.23613212304589007, "growth_momentum": -0.009516112830908877, "company_age_years": 14.97056810403833, "ebitda": 3312000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 12.502254630168899, "revenue_cagr_3y": -0.033967329674055136, "revenue_cagr_5y": -0.008014771505207019, "earnings_cagr_3y": -0.045980622853219466, "quarterly_revenue_growth_yoy": 0.08728577122359506, "quarterly_earnings_growth_yoy": 0.09269662921348315, "revenue_growth_qoq": 0.03177004538577912, "gross_margin": 0.3284457478005865, "operating_margin": 0.21774193548387097, "net_margin": 0.14259530791788858, "roa_ttm": 0.07795575896262395, "roe_ttm": 0.2772653282691264, "debt_to_ebitda": 2.728013977868375, "net_debt_to_ebitda": 2.5768782760629003, "interest_coverage": 28.616666666666667, "debt_to_equity": 1.6943389401338398, "current_ratio": 1.3401511783014672, "quick_ratio": 1.0907069808803913, "fcf_to_ebitda": 0.42719860221316247, "capex_to_revenue": 0.13661303822189155, "working_capital_to_revenue": 0.07114293685483121, "capital_efficiency": 0.1776105436158752, "financial_health": -1.5918029048416649, "margin_quality": 0.229594330400782, "growth_momentum": 0.0899912002185391, "company_age_years": 15.21697467488022, "ebitda": 3434000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 13.477616447180074, "revenue_cagr_3y": -0.03081449914670442, "revenue_cagr_5y": 0.0016310986655110327, "earnings_cagr_3y": -0.04558691619083666, "quarterly_revenue_growth_yoy": 0.06341463414634146, "quarterly_earnings_growth_yoy": 0.017543859649122806, "revenue_growth_qoq": 0.038856304985337244, "gross_margin": 0.3327452364149612, "operating_margin": 0.21700776287932252, "net_margin": 0.1432604093154552, "roa_ttm": 0.07713498622589532, "roe_ttm": 0.26519717582228347, "debt_to_ebitda": 2.681649012310335, "net_debt_to_ebitda": 2.528485542513599, "interest_coverage": 51.36764705882353, "debt_to_equity": 1.6130532116411227, "current_ratio": 1.0249753532697996, "quick_ratio": 0.8383174498849819, "fcf_to_ebitda": 0.4259948468365302, "capex_to_revenue": 0.1315693096502472, "working_capital_to_revenue": 0.006958432521516206, "capital_efficiency": 0.1711660810240894, "financial_health": -1.381331226667505, "margin_quality": 0.2310044695365796, "growth_momentum": 0.040479246897732135, "company_age_years": 15.46611909650924, "ebitda": 3493000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 13.382003776261937, "revenue_cagr_3y": -0.024113692019812283, "revenue_cagr_5y": 0.010449820246066999, "earnings_cagr_3y": -0.04229472101615972, "quarterly_revenue_growth_yoy": 0.07584683357879234, "quarterly_earnings_growth_yoy": 0.2359882005899705, "revenue_growth_qoq": 0.031051517290049402, "gross_margin": 0.3326488706365503, "operating_margin": 0.22210814510609173, "net_margin": 0.1433949349760438, "roa_ttm": 0.07950920245398772, "roe_ttm": 0.25895140664961636, "debt_to_ebitda": 2.5203274215552525, "net_debt_to_ebitda": 2.3547066848567533, "interest_coverage": 61.083333333333336, "debt_to_equity": 1.476502557544757, "current_ratio": 1.1098562628336757, "quick_ratio": 0.9089664613278576, "fcf_to_ebitda": 0.4229195088676671, "capex_to_revenue": 0.12410136592379584, "working_capital_to_revenue": 0.028846153846153848, "capital_efficiency": 0.16923030455180205, "financial_health": -1.287823678471122, "margin_quality": 0.23271731690622863, "growth_momentum": 0.15591751708438142, "company_age_years": 15.718001368925394, "ebitda": 3665000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 12.508993717705662, "revenue_cagr_3y": -0.1002714324006242, "revenue_cagr_5y": -0.04839886687002781, "earnings_cagr_3y": 0.09320990026669063, "quarterly_revenue_growth_yoy": -0.2712043111527648, "quarterly_earnings_growth_yoy": 0.12014787430683918, "revenue_growth_qoq": -0.23805829999183473, "gross_margin": 0.3056314633231528, "operating_margin": 0.199592777152655, "net_margin": 0.19482398328243047, "roa_ttm": 0.07629647225135136, "roe_ttm": 0.1787541909299453, "debt_to_ebitda": 2.162670532693952, "net_debt_to_ebitda": 2.058919742760492, "interest_coverage": 121.17567567567568, "debt_to_equity": 0.7897001533846425, "current_ratio": 0.7779084089127757, "quick_ratio": 0.591591087224275, "fcf_to_ebitda": 0.3738894464889781, "capex_to_revenue": 0.16509064823268554, "working_capital_to_revenue": -0.08623538107038825, "capital_efficiency": 0.12752533159064833, "financial_health": -0.509206280347028, "margin_quality": 0.23334940791941275, "growth_momentum": -0.0755282184229628, "company_age_years": 28.996577686516083, "ebitda": 2690100000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 13.846575132902435, "revenue_cagr_3y": -0.09080209774771364, "revenue_cagr_5y": -0.05776066543301073, "earnings_cagr_3y": 0.06339499254317427, "quarterly_revenue_growth_yoy": -0.22496154157558093, "quarterly_earnings_growth_yoy": 0.08782936010037641, "revenue_growth_qoq": 0.07713514121750872, "gross_margin": 0.3104204753199269, "operating_margin": 0.20611125620266388, "net_margin": 0.18114390180203707, "roa_ttm": 0.0340445459068692, "roe_ttm": 0.0825503165185795, "debt_to_ebitda": 2.1737484223811525, "net_debt_to_ebitda": 1.9768615902397981, "interest_coverage": 74.4928774928775, "debt_to_equity": 0.8067249552899765, "current_ratio": 0.9234469376041979, "quick_ratio": 0.7564295280002187, "fcf_to_ebitda": 0.5230045511913413, "capex_to_revenue": 0.15025725560717318, "working_capital_to_revenue": -0.0349792696937909, "capital_efficiency": 0.05829743121272435, "financial_health": -0.5270519090310856, "margin_quality": 0.23255854444154264, "growth_momentum": -0.06856609073760225, "company_age_years": 29.49486652977413, "ebitda": 2614700000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 14.0234003927235, "revenue_cagr_3y": -0.016176233551425834, "revenue_cagr_5y": -0.011617937777234744, "earnings_cagr_3y": 0.4217380578787373, "quarterly_revenue_growth_yoy": 0.0055523801747366704, "quarterly_earnings_growth_yoy": 0.14368650217706821, "revenue_growth_qoq": 0.28649778009924265, "gross_margin": 0.3306130734876167, "operating_margin": 0.22208688591149006, "net_margin": 0.15996751928542427, "roa_ttm": 0.03500549127497421, "roe_ttm": 0.0891434544324538, "debt_to_ebitda": 2.304212515282872, "net_debt_to_ebitda": 1.8250898447630692, "interest_coverage": 82.79447852760737, "debt_to_equity": 0.8784818351319283, "current_ratio": 1.3150071578690872, "quick_ratio": 1.2373366635192349, "fcf_to_ebitda": 0.611388981512356, "capex_to_revenue": 0.12590385478482022, "working_capital_to_revenue": 0.12893332668428664, "capital_efficiency": 0.06207447285371401, "financial_health": -0.6229556677665258, "margin_quality": 0.23755582622817703, "growth_momentum": 0.07461944117590244, "company_age_years": 29.746748802190282, "ebitda": 2699100000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 13.301702882148785, "revenue_cagr_3y": -0.09568314006194678, "revenue_cagr_5y": -0.04923599926145927, "earnings_cagr_3y": 0.010907472494201098, "quarterly_revenue_growth_yoy": 0.008680276482880566, "quarterly_earnings_growth_yoy": -0.17546754675467546, "revenue_growth_qoq": -0.2356881851400731, "gross_margin": 0.2998140770252324, "operating_margin": 0.1743957503320053, "net_margin": 0.1592563081009296, "roa_ttm": 0.03555357791955478, "roe_ttm": 0.07921524820219228, "debt_to_ebitda": 1.6290931039686132, "net_debt_to_ebitda": 1.3818092651275087, "interest_coverage": 89.85762711864406, "debt_to_equity": 0.6030021643510438, "current_ratio": 1.2112772202880742, "quick_ratio": 1.0984026213393405, "fcf_to_ebitda": 0.6423721140787687, "capex_to_revenue": 0.11178988230024635, "working_capital_to_revenue": 0.07701495508497773, "capital_efficiency": 0.05738441306087353, "financial_health": -0.41818011812223205, "margin_quality": 0.21115537848605578, "growth_momentum": -0.08339363513589745, "company_age_years": 29.998631074606433, "ebitda": 2650800000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 13.364341248331378, "revenue_cagr_3y": -0.0695992000890705, "revenue_cagr_5y": -0.019385977505327445, "earnings_cagr_3y": -0.3128025932000391, "quarterly_revenue_growth_yoy": 0.10833115696004178, "quarterly_earnings_growth_yoy": -0.7061707035755479, "revenue_growth_qoq": 0.07161254482096864, "gross_margin": 0.2995899901032094, "operating_margin": 0.12191903482727744, "net_margin": 0.04802299825627975, "roa_ttm": 0.16386987644086973, "roe_ttm": 0.31083464366155283, "debt_to_ebitda": 1.5881234577889245, "net_debt_to_ebitda": 0.644553213866753, "interest_coverage": 82.95637583892618, "debt_to_equity": 0.41710934511920444, "current_ratio": 2.1975176722012164, "quick_ratio": 2.076976820647707, "fcf_to_ebitda": 0.28360503215889327, "capex_to_revenue": 0.11998816217815922, "working_capital_to_revenue": 0.3449304527966854, "capital_efficiency": 0.2373522600512113, "financial_health": -0.2270270491044916, "margin_quality": 0.15651067439558888, "growth_momentum": -0.29891977330775304, "company_age_years": 30.494182067077343, "ebitda": 2472100000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 14.140571071800208, "revenue_cagr_3y": -0.06287984230763011, "revenue_cagr_5y": -0.03301747405547606, "earnings_cagr_3y": 0.6517863444077256, "quarterly_revenue_growth_yoy": -0.10552172147787252, "quarterly_earnings_growth_yoy": 0.18959390862944162, "revenue_growth_qoq": 0.0382675903671238, "gross_margin": 0.29857927465843587, "operating_margin": 0.20684490036766376, "net_margin": 0.21274567654668422, "roa_ttm": 0.162471841968463, "roe_ttm": 0.2974757589577839, "debt_to_ebitda": 1.6494484911550469, "net_debt_to_ebitda": 0.2868678459937565, "interest_coverage": 78.00324675324676, "debt_to_equity": 0.3928932600979556, "current_ratio": 2.3610687022900763, "quick_ratio": 2.2263157894736842, "fcf_to_ebitda": 0.21985431841831427, "capex_to_revenue": 0.12698470858371194, "working_capital_to_revenue": 0.4137598319409839, "capital_efficiency": 0.22997380046312343, "financial_health": -0.16006655792894395, "margin_quality": 0.23938995052426126, "growth_momentum": 0.04203609357578455, "company_age_years": 30.746064339493497, "ebitda": 2402500000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 11.630285271930692, "revenue_cagr_3y": -0.029352878006520533, "revenue_cagr_5y": -0.02373610748569077, "earnings_cagr_3y": 0.14127279604071652, "quarterly_revenue_growth_yoy": 0.06461190442527923, "quarterly_earnings_growth_yoy": 3.650637880274779, "revenue_growth_qoq": 0.04791946931391195, "gross_margin": 0.31589198760513504, "operating_margin": 0.2283311199645861, "net_margin": 0.20978308986277114, "roa_ttm": 0.07880870561282932, "roe_ttm": 0.14434484074003434, "debt_to_ebitda": 1.2820107388740654, "net_debt_to_ebitda": 0.2982178739664657, "interest_coverage": 86.98280802292264, "debt_to_equity": 0.37114247568186154, "current_ratio": 2.3961986918191296, "quick_ratio": 2.2435301924353017, "fcf_to_ebitda": 0.38936653819547384, "capex_to_revenue": 0.15745268495879744, "working_capital_to_revenue": 0.33343520782396086, "capital_efficiency": 0.11157677317643183, "financial_health": -0.20654634914954517, "margin_quality": 0.2513353991441641, "growth_momentum": 1.8576248923500291, "company_age_years": 31.49349760438056, "ebitda": 3035700000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 12.341950773377832, "revenue_cagr_3y": -0.02091561948263998, "revenue_cagr_5y": -0.0232992538313046, "earnings_cagr_3y": 0.09547977723777867, "quarterly_revenue_growth_yoy": 0.043484181380781625, "quarterly_earnings_growth_yoy": -0.03371026242799232, "revenue_growth_qoq": 0.017662682602921646, "gross_margin": 0.3188916438296577, "operating_margin": 0.23215450867806342, "net_margin": 0.1970072643438166, "roa_ttm": 0.07809868445065517, "roe_ttm": 0.13795072530508865, "debt_to_ebitda": 1.2271997946216546, "net_debt_to_ebitda": 0.3314613952891342, "interest_coverage": 88.02824858757062, "debt_to_equity": 0.35221736127101083, "current_ratio": 2.173459350810418, "quick_ratio": 2.004062780652611, "fcf_to_ebitda": 0.31239971760477503, "capex_to_revenue": 0.17562876531320687, "working_capital_to_revenue": 0.3072607556381716, "capital_efficiency": 0.10802470487787191, "financial_health": -0.16422273768960535, "margin_quality": 0.24935113895051253, "growth_momentum": 0.004886959476394653, "company_age_years": 31.745379876796715, "ebitda": 3116200000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 15.48924694454822, "revenue_cagr_3y": -0.008987647355140349, "revenue_cagr_5y": -0.03518066134579201, "earnings_cagr_3y": 0.6363734571901023, "quarterly_revenue_growth_yoy": -0.07140287769784173, "quarterly_earnings_growth_yoy": -0.08504098360655737, "revenue_growth_qoq": -0.06817669088119839, "gross_margin": 0.3487797791981406, "operating_margin": 0.2610885144295952, "net_margin": 0.2162018206469107, "roa_ttm": 0.07679333067012077, "roe_ttm": 0.16322592265401867, "debt_to_ebitda": 2.2055558520574263, "net_debt_to_ebitda": 1.1591236590702887, "interest_coverage": 116.74143302180686, "debt_to_equity": 0.7088847529440018, "current_ratio": 3.4760710150521033, "quick_ratio": 3.3174835970667695, "fcf_to_ebitda": 0.12072370176655815, "capex_to_revenue": 0.28656144408916706, "working_capital_to_revenue": 0.7274304374447241, "capital_efficiency": 0.12000962666206971, "financial_health": -0.4729176358239615, "margin_quality": 0.2753567047582155, "growth_momentum": -0.07822193065219955, "company_age_years": 33.49486652977413, "ebitda": 3747400000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 16.804220403593423, "revenue_cagr_3y": 0.023303089271051958, "revenue_cagr_5y": 0.04940648991013896, "earnings_cagr_3y": 0.4608731807655708, "quarterly_revenue_growth_yoy": 0.053443917150840466, "quarterly_earnings_growth_yoy": 0.01345668629100084, "revenue_growth_qoq": 0.023748976337226845, "gross_margin": 0.3127315594476255, "operating_margin": 0.22697036039070395, "net_margin": 0.20293027955540585, "roa_ttm": 0.07256565253889705, "roe_ttm": 0.14925573181115773, "debt_to_ebitda": 2.1344333964225735, "net_debt_to_ebitda": 0.5915016127742383, "interest_coverage": 102.21525885558583, "debt_to_equity": 0.6312797628433567, "current_ratio": 2.9504671958203557, "quick_ratio": 2.8088348571619948, "fcf_to_ebitda": 0.172446885079839, "capex_to_revenue": 0.3036159878798681, "working_capital_to_revenue": 0.6487723910524908, "capital_efficiency": 0.11091069217502739, "financial_health": -0.3372521001620992, "margin_quality": 0.24754406646457847, "growth_momentum": 0.03345030172092065, "company_age_years": 33.998631074606436, "ebitda": 3751300000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 11.967920999522423, "revenue_cagr_3y": 0.03909333167644102, "revenue_cagr_5y": 0.06900871934038144, "earnings_cagr_3y": 0.4727621178183523, "quarterly_revenue_growth_yoy": -0.0011907373170808135, "quarterly_earnings_growth_yoy": 1.8153335258446435, "revenue_growth_qoq": 0.06773188624258869, "gross_margin": 0.33979607843137255, "operating_margin": 0.7605960784313726, "net_margin": 0.6117333333333334, "roa_ttm": 0.0967337635756268, "roe_ttm": 0.22470577876911338, "debt_to_ebitda": 2.207360847930243, "net_debt_to_ebitda": 1.7483169262528693, "interest_coverage": 130.6056338028169, "debt_to_equity": 0.8410295541924692, "current_ratio": 1.5223944875107667, "quick_ratio": 1.3391233610871853, "fcf_to_ebitda": -0.4852798447104497, "capex_to_revenue": 0.5617061016024661, "working_capital_to_revenue": 0.1804447897124817, "capital_efficiency": 0.16071977117237007, "financial_health": -0.7190600566208966, "margin_quality": 0.5707084967320261, "growth_momentum": 0.9070713942637814, "company_age_years": 37.74674880219028, "ebitda": 6491100000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 11.831475510235329, "revenue_cagr_3y": -0.007029459159001217, "revenue_cagr_5y": 0.05390199529237982, "earnings_cagr_3y": 0.03281570417193369, "quarterly_revenue_growth_yoy": -0.02188782489740082, "quarterly_earnings_growth_yoy": 0.013293943870014771, "revenue_growth_qoq": -0.08031372549019608, "gross_margin": 0.31212689749275113, "operating_margin": 0.2195463073511854, "net_margin": 0.21060890329183013, "roa_ttm": 0.09586627750067471, "roe_ttm": 0.22982452987305524, "debt_to_ebitda": 2.215561986128336, "net_debt_to_ebitda": 1.9329995559842603, "interest_coverage": 153.31690140845072, "debt_to_equity": 0.8668967128556281, "current_ratio": 1.112758348234707, "quick_ratio": 0.959100927350605, "fcf_to_ebitda": -0.5568569809991886, "capex_to_revenue": 0.6206157297768914, "working_capital_to_revenue": 0.04506211309152852, "capital_efficiency": 0.16284540368686498, "financial_health": -0.748913572547724, "margin_quality": 0.2474273693785889, "growth_momentum": -0.004296940513693025, "company_age_years": 37.998631074606436, "ebitda": 6531300000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 13.780671421713189, "revenue_cagr_3y": 0.03857025489070254, "revenue_cagr_5y": 0.16712701873221825, "earnings_cagr_3y": -0.03352261750926866, "quarterly_revenue_growth_yoy": -0.0730276026950663, "quarterly_earnings_growth_yoy": -0.3773472429210134, "revenue_growth_qoq": -0.009981429897864439, "gross_margin": 0.46315943728018755, "operating_margin": 0.09460726846424385, "net_margin": 0.061225087924970695, "roa_ttm": 0.05375582699002773, "roe_ttm": 0.14502380642266893, "debt_to_ebitda": 2.2170975927576984, "net_debt_to_ebitda": 2.1852753583430493, "interest_coverage": 46.80898876404494, "debt_to_equity": 0.9356864788202435, "current_ratio": 0.9334858534128117, "quick_ratio": 0.6421165309377886, "fcf_to_ebitda": 0.4062135655990673, "capex_to_revenue": 0.060184125624764676, "working_capital_to_revenue": -0.0233959143897055, "capital_efficiency": 0.09938981670634833, "financial_health": -0.6115576083995405, "margin_quality": 0.2063305978898007, "growth_momentum": -0.22518742280803986, "company_age_years": 27.98631074606434, "ebitda": 2916200000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 13.770720038715476, "revenue_cagr_3y": 0.025492713775822073, "revenue_cagr_5y": 0.15326188884978786, "earnings_cagr_3y": 0.13083950673592382, "quarterly_revenue_growth_yoy": -0.06071081999029597, "quarterly_earnings_growth_yoy": -0.011139674378748929, "revenue_growth_qoq": -0.09220398593200468, "gross_margin": 0.4733001872538258, "operating_margin": 0.11993930393233034, "net_margin": 0.07451410860721895, "roa_ttm": 0.054493015952632784, "roe_ttm": 0.1518673838393047, "debt_to_ebitda": 2.364202011822047, "net_debt_to_ebitda": 2.2713885720211553, "interest_coverage": 43.76550680786687, "debt_to_equity": 1.0392013857234024, "current_ratio": 1.0085106382978724, "quick_ratio": 0.6752734703690347, "fcf_to_ebitda": 0.5425351723184348, "capex_to_revenue": 0.05922112567347826, "working_capital_to_revenue": 0.0026526987838050493, "capital_efficiency": 0.10318019989596874, "financial_health": -0.7576589932917819, "margin_quality": 0.22258453326445837, "growth_momentum": -0.035925247184522446, "company_age_years": 28.23545516769336, "ebitda": 2892900000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 14.581454507439801, "revenue_cagr_3y": -0.0020614901152145038, "revenue_cagr_5y": 0.14320964772736566, "earnings_cagr_3y": 0.06635797157169043, "quarterly_revenue_growth_yoy": -0.02121507184798324, "quarterly_earnings_growth_yoy": -0.14437086092715232, "revenue_growth_qoq": 0.07096274294569639, "gross_margin": 0.46183528276860003, "operating_margin": 0.1243518630170023, "net_margin": 0.07789702158446883, "roa_ttm": 0.052451082602636, "roe_ttm": 0.1448223619422771, "debt_to_ebitda": 2.3859288427361744, "net_debt_to_ebitda": 2.3275952190124403, "interest_coverage": 43.946401225114855, "debt_to_equity": 1.0373305052647526, "current_ratio": 0.9662608531521328, "quick_ratio": 0.6520620989052472, "fcf_to_ebitda": 0.5013416036519497, "capex_to_revenue": 0.060219995479544944, "working_capital_to_revenue": -0.010773751224289911, "capital_efficiency": 0.09863672227245655, "financial_health": -0.7630288394100901, "margin_quality": 0.22136138912335704, "growth_momentum": -0.08279296638756778, "company_age_years": 28.484599589322382, "ebitda": 2869700000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 14.78303076708896, "revenue_cagr_3y": -0.009455757937260612, "revenue_cagr_5y": 0.142944148513797, "earnings_cagr_3y": 0.06695392132729827, "quarterly_revenue_growth_yoy": -0.01749651810584958, "quarterly_earnings_growth_yoy": 0.45112490302560126, "revenue_growth_qoq": 0.020770529362112624, "gross_margin": 0.48548477599598355, "operating_margin": 0.17244027051770475, "net_margin": 0.11048108443341897, "roa_ttm": 0.05833895575336801, "roe_ttm": 0.15607895656224524, "debt_to_ebitda": 2.3188779061673395, "net_debt_to_ebitda": 2.25602116107476, "interest_coverage": 42.005847953216374, "debt_to_equity": 0.9698672411785256, "current_ratio": 0.9995208433157643, "quick_ratio": 0.6779108768567321, "fcf_to_ebitda": 0.46867604065153834, "capex_to_revenue": 0.05674086295760897, "working_capital_to_revenue": -0.00015136951569323453, "capital_efficiency": 0.10720895615780662, "financial_health": -0.7313228726282012, "margin_quality": 0.2561353769823691, "growth_momentum": 0.21681419245987585, "company_age_years": 28.736481861738536, "ebitda": 2873200000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "ECL", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 14.304493911587175, "revenue_cagr_3y": -0.019812131837880997, "revenue_cagr_5y": 0.12680819504556395, "earnings_cagr_3y": 0.0845957759913274, "quarterly_revenue_growth_yoy": -0.017555685814771394, "quarterly_earnings_growth_yoy": 0.7534705600765916, "revenue_growth_qoq": -0.010041050175718378, "gross_margin": 0.48354762686077385, "operating_margin": 0.1590346350049223, "net_margin": 0.10927478297186838, "roa_ttm": 0.06708055558586376, "roe_ttm": 0.17817449392125892, "debt_to_ebitda": 2.333135619831827, "net_debt_to_ebitda": 2.2189037367851783, "interest_coverage": 40.48163841807909, "debt_to_equity": 0.9689759603541465, "current_ratio": 1.4173014506193284, "quick_ratio": 0.9803272173279459, "fcf_to_ebitda": 0.4127211192910226, "capex_to_revenue": 0.05753907913143969, "working_capital_to_revenue": 0.09579709263426799, "capital_efficiency": 0.12262752475356134, "financial_health": -0.8726779549390609, "margin_quality": 0.25061901494585487, "growth_momentum": 0.3679574371309101, "company_age_years": 28.98836413415469, "ebitda": 2866100000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 12.178876434841323, "revenue_cagr_3y": -0.020166812215094976, "revenue_cagr_5y": -0.11982502407021678, "earnings_cagr_3y": -0.6246901195300442, "quarterly_revenue_growth_yoy": -0.06863335340156532, "quarterly_earnings_growth_yoy": -1.1664548919949174, "revenue_growth_qoq": 0.025182239893969515, "gross_margin": 0.2967032967032967, "operating_margin": 0.14059469941822883, "net_margin": -0.042340012928248225, "roa_ttm": 0.11395445743559575, "roe_ttm": 0.1779657772843854, "debt_to_ebitda": 2.7261985145172183, "net_debt_to_ebitda": 1.0769750168804861, "interest_coverage": 30.224489795918366, "debt_to_equity": 0.30911457336446807, "current_ratio": 2.9759293928857984, "quick_ratio": 2.3498261567263974, "fcf_to_ebitda": -0.03882511816340311, "capex_to_revenue": 0.05681002154312615, "working_capital_to_revenue": 0.5894837628660337, "capital_efficiency": 0.14596011735999057, "financial_health": -0.17789124409834617, "margin_quality": 0.13165266106442577, "growth_momentum": -0.6175441226982413, "company_age_years": 4.073921971252567, "ebitda": 2962000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 13.28298432601881, "revenue_cagr_3y": 0.023316199834585438, "revenue_cagr_5y": -0.05479845829020935, "earnings_cagr_3y": -0.011076860392669863, "quarterly_revenue_growth_yoy": 0.045835662381218556, "quarterly_earnings_growth_yoy": -0.0593607305936073, "revenue_growth_qoq": -0.0021333333333333334, "gross_margin": 0.21859967931587387, "operating_margin": 0.16461785141635488, "net_margin": 0.11010154997327633, "roa_ttm": 0.005087348819351123, "roe_ttm": 0.009516968935176872, "debt_to_ebitda": 2.5391849529780566, "net_debt_to_ebitda": 0.6777429467084639, "interest_coverage": 29.537037037037038, "debt_to_equity": 0.36362003950439936, "current_ratio": 4.1808695652173915, "quick_ratio": 2.9582608695652173, "fcf_to_ebitda": 0.852037617554859, "capex_to_revenue": 0.11936560934891485, "working_capital_to_revenue": 0.5089037284362827, "capital_efficiency": 0.007302158877263997, "financial_health": -0.22076714780256737, "margin_quality": 0.1644396935685017, "growth_momentum": -0.006762534106194373, "company_age_years": 39.71252566735113, "ebitda": 1595000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 14.858016431924883, "revenue_cagr_3y": -0.0778043983328287, "revenue_cagr_5y": -0.07459460540887419, "earnings_cagr_3y": -0.422050250164796, "quarterly_revenue_growth_yoy": -0.211864406779661, "quarterly_earnings_growth_yoy": 1.6666666666666667, "revenue_growth_qoq": -0.05102040816326531, "gross_margin": 0.1515782171349289, "operating_margin": 0.12140131807145335, "net_margin": 0.01734304543877905, "roa_ttm": -0.016082525478498633, "roe_ttm": -0.07225820862184498, "debt_to_ebitda": 5.818075117370892, "net_debt_to_ebitda": 4.958333333333333, "interest_coverage": 14.817391304347826, "debt_to_equity": 1.1072146526691982, "current_ratio": 2.4621472814865797, "quick_ratio": 1.1510667584308327, "fcf_to_ebitda": -0.9882629107981221, "capex_to_revenue": 0.19545910881149123, "working_capital_to_revenue": 0.32813344659819293, "capital_efficiency": -0.044170367050171806, "financial_health": -1.0607476687403472, "margin_quality": 0.09677419354838711, "growth_momentum": 0.7274011299435028, "company_age_years": 24.974674880219027, "ebitda": 1704000000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 14.118066517043586, "revenue_cagr_3y": 0.002753070081478848, "revenue_cagr_5y": -0.019851270051901904, "earnings_cagr_3y": 0.12309511190422873, "quarterly_revenue_growth_yoy": -0.27741127154889056, "quarterly_earnings_growth_yoy": 0.9607903107413751, "revenue_growth_qoq": -0.022884180677008398, "gross_margin": 0.36539502454090916, "operating_margin": 0.19098943441231786, "net_margin": 0.19605204813382057, "roa_ttm": 0.02296885029856515, "roe_ttm": 0.06542454097002082, "debt_to_ebitda": 3.7708208753715526, "net_debt_to_ebitda": 3.5154496946136784, "interest_coverage": 57.36504452527279, "debt_to_equity": 1.0455619877648588, "current_ratio": 1.446558151024206, "quick_ratio": 0.9776056476671428, "fcf_to_ebitda": 0.3190393367317378, "capex_to_revenue": 0.06552620509584853, "working_capital_to_revenue": 0.15416974448941487, "capital_efficiency": 0.04419669563429299, "financial_health": -0.8991845105971438, "margin_quality": 0.2508121690290159, "growth_momentum": 0.3416895195962423, "company_age_years": 22.61738535249829, "ebitda": 914743000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 11.230254912991299, "revenue_cagr_3y": -0.04928889757997956, "revenue_cagr_5y": 0.03697265220932433, "earnings_cagr_3y": 0.2565757377494722, "quarterly_revenue_growth_yoy": 0.03031266476434228, "quarterly_earnings_growth_yoy": 0.09332603016769192, "revenue_growth_qoq": -0.0891536690425051, "gross_margin": 0.36070423839084126, "operating_margin": 0.21055663273965347, "net_margin": 0.16682138687595469, "roa_ttm": 0.04615880847233176, "roe_ttm": 0.09793575459838973, "debt_to_ebitda": 1.5918401215121512, "net_debt_to_ebitda": 0.9906306255625562, "interest_coverage": 82.11887896519865, "debt_to_equity": 0.4811187459689349, "current_ratio": 1.8274716528439436, "quick_ratio": 1.1820633198137727, "fcf_to_ebitda": 0.003953832883288329, "capex_to_revenue": 0.18177340050256113, "working_capital_to_revenue": 0.2816541026384459, "capital_efficiency": 0.07204728153536075, "financial_health": -0.3143760785543418, "margin_quality": 0.24602741933548314, "growth_momentum": 0.0618193474660171, "company_age_years": 24.61601642710472, "ebitda": 1066560000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 8.968056382682258, "revenue_cagr_3y": -0.0031102790206555264, "revenue_cagr_5y": 0.05901503857815449, "earnings_cagr_3y": -0.09397967193293888, "quarterly_revenue_growth_yoy": 0.07450550193579074, "quarterly_earnings_growth_yoy": 1.5934806700676845, "revenue_growth_qoq": 0.18508694332868744, "gross_margin": 0.34760154887875544, "operating_margin": 0.18965736102567107, "net_margin": 0.1406055556098032, "roa_ttm": 0.09147874202979447, "roe_ttm": 0.19344488261999412, "debt_to_ebitda": 1.62741314215254, "net_debt_to_ebitda": 1.0974285267091937, "interest_coverage": 83.35088696205553, "debt_to_equity": 0.47560873907803514, "current_ratio": 1.689035331266011, "quick_ratio": 1.0969494739991532, "fcf_to_ebitda": -0.14680799080744109, "capex_to_revenue": 0.20740781344908812, "working_capital_to_revenue": 0.2415585416080238, "capital_efficiency": 0.1424618123248943, "financial_health": -0.3166547785325987, "margin_quality": 0.22595482183807655, "growth_momentum": 0.8339930860017376, "company_age_years": 24.867898699520875, "ebitda": 1047804000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 9.756409611188865, "revenue_cagr_3y": -0.013008039783820813, "revenue_cagr_5y": 0.0484813766092238, "earnings_cagr_3y": -0.16348790187430318, "quarterly_revenue_growth_yoy": 0.0127003793683037, "quarterly_earnings_growth_yoy": 0.01372950819672131, "revenue_growth_qoq": -0.09724975290197777, "gross_margin": 0.34070215752634414, "operating_margin": 0.18646882932082148, "net_margin": 0.16052731520652258, "roa_ttm": 0.08834525760310362, "roe_ttm": 0.18935705777945763, "debt_to_ebitda": 1.7550324912469193, "net_debt_to_ebitda": 1.3165311882984387, "interest_coverage": 84.30438582552041, "debt_to_equity": 0.5070934249459599, "current_ratio": 1.5546784479001965, "quick_ratio": 0.9630665526513643, "fcf_to_ebitda": -0.2872433568476658, "capex_to_revenue": 0.23167468397242855, "working_capital_to_revenue": 0.20942522046975454, "capital_efficiency": 0.13885115769128062, "financial_health": -0.32046318998202494, "margin_quality": 0.2292327673512294, "growth_momentum": 0.013214943782512506, "company_age_years": 25.114305270362767, "ebitda": 1061055000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 10.404909127727434, "revenue_cagr_3y": 0.10388661792439802, "revenue_cagr_5y": 0.06489801796202643, "earnings_cagr_3y": 0.06542775147967483, "quarterly_revenue_growth_yoy": 0.13114659246954027, "quarterly_earnings_growth_yoy": 0.1951905661104474, "revenue_growth_qoq": -0.00599399809276743, "gross_margin": 0.35222285497989764, "operating_margin": 0.21159151437856566, "net_margin": 0.1762665857343077, "roa_ttm": 0.07030961838841811, "roe_ttm": 0.14920479523447966, "debt_to_ebitda": 2.2679592973219256, "net_debt_to_ebitda": 1.9022806662279148, "interest_coverage": 78.243788260713, "debt_to_equity": 0.5137822720828743, "current_ratio": 1.3859361136695132, "quick_ratio": 0.8213359713996833, "fcf_to_ebitda": -0.37038102382607013, "capex_to_revenue": 0.23781647161539288, "working_capital_to_revenue": 0.15589010510543796, "capital_efficiency": 0.10975720681144888, "financial_health": -0.32117754548089456, "margin_quality": 0.2466936516975903, "growth_momentum": 0.16316857928999384, "company_age_years": 25.61533196440794, "ebitda": 869132000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 14.967281011752535, "revenue_cagr_3y": -0.003544299875810064, "revenue_cagr_5y": -0.037700790059762235, "earnings_cagr_3y": -0.06084127440057763, "quarterly_revenue_growth_yoy": -0.15104228829424823, "quarterly_earnings_growth_yoy": -0.3660862836138518, "revenue_growth_qoq": -0.022486777680489078, "gross_margin": 0.3401618492156579, "operating_margin": 0.19338356978743232, "net_margin": 0.1316176352447822, "roa_ttm": 0.03728700487481263, "roe_ttm": 0.09249236523429404, "debt_to_ebitda": 4.283704538093005, "net_debt_to_ebitda": 3.435171308539079, "interest_coverage": 43.03302647318875, "debt_to_equity": 0.8592538790816026, "current_ratio": 1.3808880420204386, "quick_ratio": 0.8674261613317468, "fcf_to_ebitda": -0.03536516976151686, "capex_to_revenue": 0.26669465069212656, "working_capital_to_revenue": 0.18945442253493325, "capital_efficiency": 0.06488968505455334, "financial_health": -0.6442615140648459, "margin_quality": 0.22172101808262412, "growth_momentum": -0.25856428595405, "company_age_years": 26.61738535249829, "ebitda": 827396000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 13.19733906399236, "revenue_cagr_3y": -0.033292266138739035, "revenue_cagr_5y": -0.057969269413991276, "earnings_cagr_3y": 0.24961521237844186, "quarterly_revenue_growth_yoy": 0.2675893886966551, "quarterly_earnings_growth_yoy": 2.453125, "revenue_growth_qoq": 0.2632183908045977, "gross_margin": 0.1392174704276615, "operating_margin": 0.09190172884440401, "net_margin": 0.42311191992720654, "roa_ttm": 0.02659139864814677, "roe_ttm": 0.10002794076557697, "debt_to_ebitda": 4.4832855778414515, "net_debt_to_ebitda": 3.6857688634192933, "interest_coverage": 14.14864864864865, "debt_to_equity": 1.3115395361832913, "current_ratio": 2.5258620689655173, "quick_ratio": 2.0517241379310347, "fcf_to_ebitda": 1.1060171919770774, "capex_to_revenue": 0.11452784503631962, "working_capital_to_revenue": 0.21428571428571427, "capital_efficiency": 0.06330966970686187, "financial_health": -1.2489588832426946, "margin_quality": 0.21807703973309067, "growth_momentum": 1.3603571943483275, "company_age_years": 12.388774811772759, "ebitda": 1047000000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 11.056045534150613, "revenue_cagr_3y": 0.0011870690566788689, "revenue_cagr_5y": -0.06461889033839407, "earnings_cagr_3y": -0.3515006827519721, "quarterly_revenue_growth_yoy": -0.07714561234329798, "quarterly_earnings_growth_yoy": 3.739130434782609, "revenue_growth_qoq": -0.1292083712465878, "gross_margin": 0.19644723092998956, "operating_margin": 0.13897596656217345, "net_margin": 0.06583072100313479, "roa_ttm": 0.03283537938174826, "roe_ttm": 0.12353923205342238, "debt_to_ebitda": 4.118213660245184, "net_debt_to_ebitda": 3.2985989492119088, "interest_coverage": 19.033333333333335, "debt_to_equity": 1.308569838619922, "current_ratio": 2.6517571884984026, "quick_ratio": 2.011182108626198, "fcf_to_ebitda": 0.9719789842381786, "capex_to_revenue": 0.11037037037037037, "working_capital_to_revenue": 0.2553086419753086, "capital_efficiency": 0.07818730571758532, "financial_health": -1.2365668939761145, "margin_quality": 0.13375130616509925, "growth_momentum": 1.8309924112196554, "company_age_years": 12.635181382614647, "ebitda": 1142000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 12.378562808557323, "revenue_cagr_3y": -0.10411781458866254, "revenue_cagr_5y": -0.09056763852153948, "earnings_cagr_3y": -0.26832129352377987, "quarterly_revenue_growth_yoy": 0.04777260241251642, "quarterly_earnings_growth_yoy": 10.53921568627451, "revenue_growth_qoq": 0.11184335593435143, "gross_margin": 0.10959762908925111, "operating_margin": 0.053915422318477145, "net_margin": 0.05545423458338083, "roa_ttm": 0.008455435555249823, "roe_ttm": 0.015118746220313445, "debt_to_ebitda": 4.286889742183215, "net_debt_to_ebitda": 3.562150301700494, "interest_coverage": 20.575620767494357, "debt_to_equity": 0.40051864987033753, "current_ratio": 1.7826923076923078, "quick_ratio": 0.8833867521367521, "fcf_to_ebitda": 0.008447613823368075, "capex_to_revenue": 0.1116692318455296, "working_capital_to_revenue": 0.20500909472505946, "capital_efficiency": 0.011787090887781633, "financial_health": -0.3516002663425557, "margin_quality": 0.0729890953303697, "growth_momentum": 5.293494144343513, "company_age_years": 12.678986995208762, "ebitda": 911500000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 11.047603453408753, "revenue_cagr_3y": -0.03938690754037866, "revenue_cagr_5y": -0.039139689315176196, "earnings_cagr_3y": -0.44189937126552026, "quarterly_revenue_growth_yoy": 0.2566966830046734, "quarterly_earnings_growth_yoy": -0.302158273381295, "revenue_growth_qoq": 0.14030097740083777, "gross_margin": 0.13360544217687076, "operating_margin": 0.08902494331065759, "net_margin": 0.030793650793650793, "roa_ttm": -0.004578880282380625, "roe_ttm": -0.00916009572005806, "debt_to_ebitda": 3.7346680559690384, "net_debt_to_ebitda": 2.964126228044061, "interest_coverage": 24.122082585278278, "debt_to_equity": 0.4921246714526696, "current_ratio": 1.6071524914254884, "quick_ratio": 0.7715518902462523, "fcf_to_ebitda": 0.3204078594819887, "capex_to_revenue": 0.10373201548311707, "working_capital_to_revenue": 0.19177398544197483, "capital_efficiency": -0.006869488001219342, "financial_health": -0.41377171971848326, "margin_quality": 0.08447467876039305, "growth_momentum": -0.02273079518831078, "company_age_years": 13.678302532511978, "ebitda": 1343600000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 12.255213920406435, "revenue_cagr_3y": 0.06400439869061891, "revenue_cagr_5y": 0.5611009342216156, "earnings_cagr_3y": -0.07850672733387054, "quarterly_revenue_growth_yoy": 0.15798837623057763, "quarterly_earnings_growth_yoy": 0.44836601307189544, "revenue_growth_qoq": 1.095963933018463, "gross_margin": 0.29519614872477723, "operating_margin": 0.16583017515108062, "net_margin": 0.11348970603298167, "roa_ttm": 0.019531566577518436, "roe_ttm": 0.041519510724437936, "debt_to_ebitda": 2.9768557719446798, "net_debt_to_ebitda": 2.4705052215636467, "interest_coverage": 28.344, "debt_to_equity": 0.45425962615212334, "current_ratio": 1.4038442083965605, "quick_ratio": 0.9105715730905413, "fcf_to_ebitda": 0.6438046852949478, "capex_to_revenue": 0.07147566926018727, "working_capital_to_revenue": 0.17548024088970943, "capital_efficiency": 0.030525538650978186, "financial_health": -0.3956011852856016, "margin_quality": 0.19150534330294652, "growth_momentum": 0.30317719465123655, "company_age_years": 3.490759753593429, "ebitda": 3543000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 14.878198803079787, "revenue_cagr_3y": 0.20712953615730112, "revenue_cagr_5y": 0.05425201272115188, "earnings_cagr_3y": 0.3514918724551106, "quarterly_revenue_growth_yoy": -0.04211922726142111, "quarterly_earnings_growth_yoy": 0.05673352435530086, "revenue_growth_qoq": -0.07576, "gross_margin": 0.46567990998009173, "operating_margin": 0.2793213883839695, "net_margin": 0.15961222193369687, "roa_ttm": 0.047810120375836776, "roe_ttm": 0.169300545673588, "debt_to_ebitda": 3.26458180783619, "net_debt_to_ebitda": 2.9502934729918318, "interest_coverage": 26.791154766584768, "debt_to_equity": 1.2613209552831124, "current_ratio": 1.5983450743598344, "quick_ratio": 1.1739908308173992, "fcf_to_ebitda": 0.4940388852659931, "capex_to_revenue": 0.017674196971994197, "working_capital_to_revenue": 0.34770083822478287, "capital_efficiency": 0.10855533302471237, "financial_health": -1.0384530635705072, "margin_quality": 0.3015378400992527, "growth_momentum": 0.007307148546939875, "company_age_years": 34.997946611909654, "ebitda": 1090399999.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 15.006717364713982, "revenue_cagr_3y": 0.18841342392436533, "revenue_cagr_5y": 0.05478775132783409, "earnings_cagr_3y": 0.2637137309597035, "quarterly_revenue_growth_yoy": 0.06930888297347924, "quarterly_earnings_growth_yoy": 0.2323008849557522, "revenue_growth_qoq": -0.06119622608846187, "gross_margin": 0.4418218698137562, "operating_margin": 0.22081873501751798, "net_margin": 0.10271067674718791, "roa_ttm": 0.05104275393463089, "roe_ttm": 0.16940057734759723, "debt_to_ebitda": 2.9011430638517086, "net_debt_to_ebitda": 2.635827828751409, "interest_coverage": 31.54366194366197, "debt_to_equity": 1.1033112582781457, "current_ratio": 1.6953933201030276, "quick_ratio": 1.2074906050753704, "fcf_to_ebitda": 0.5659939279924933, "capex_to_revenue": 0.015424987199180748, "working_capital_to_revenue": 0.35136115378050864, "capital_efficiency": 0.11022166564111406, "financial_health": -0.998057269823075, "margin_quality": 0.2551170938594874, "growth_momentum": 0.15080488396461572, "company_age_years": 35.2498288843258, "ebitda": 1119799999.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 16.648701566751104, "revenue_cagr_3y": 0.0555845655797369, "revenue_cagr_5y": 0.050811109164990764, "earnings_cagr_3y": -0.5463205251479097, "quarterly_revenue_growth_yoy": -0.03766808652802138, "quarterly_earnings_growth_yoy": 16.46875, "revenue_growth_qoq": 0.06232712520744975, "gross_margin": 0.4499218885610137, "operating_margin": 0.23468147890991148, "net_margin": 0.04296129144245791, "roa_ttm": 0.05414081520458651, "roe_ttm": 0.18620433520156662, "debt_to_ebitda": 3.0897832817337463, "net_debt_to_ebitda": 2.556055915189042, "interest_coverage": 31.166666666666668, "debt_to_equity": 1.1119589438854751, "current_ratio": 1.5466949452103216, "quick_ratio": 1.1594202898550725, "fcf_to_ebitda": 0.5447040060043156, "capex_to_revenue": 0.014476206889123457, "working_capital_to_revenue": 0.3331681781952134, "capital_efficiency": 0.12017257520307656, "financial_health": -0.9332454944752496, "margin_quality": 0.24252155297112768, "growth_momentum": 8.215540956735989, "company_age_years": 35.501711156741955, "ebitda": 1065900000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "FMC", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 14.720758076825236, "revenue_cagr_3y": -0.0017678634171747198, "revenue_cagr_5y": 0.008354767501671523, "earnings_cagr_3y": 1.8101637080747874, "quarterly_revenue_growth_yoy": -0.293403205918619, "quarterly_earnings_growth_yoy": 3.0105878057685285, "revenue_growth_qoq": 0.16722680517364294, "gross_margin": 0.37152080970246926, "operating_margin": 0.14789285402669924, "net_margin": 0.9584678474827677, "roa_ttm": 0.11080645972732303, "roe_ttm": 0.2995987213493845, "debt_to_ebitda": 5.06486899007886, "net_debt_to_ebitda": 4.680234037140677, "interest_coverage": 13.865961199294533, "debt_to_equity": 0.9027636083339001, "current_ratio": 1.5154227973763517, "quick_ratio": 1.0058795721798734, "fcf_to_ebitda": -0.6617908929025693, "capex_to_revenue": 0.029843095301774092, "working_capital_to_revenue": 0.3888071676918962, "capital_efficiency": 0.20520259053835377, "financial_health": -0.6601277491112043, "margin_quality": 0.4926271704039788, "growth_momentum": 1.3585922999249547, "company_age_years": 38.49965776865161, "ebitda": 786200000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 11.970356940509914, "revenue_cagr_3y": 0.004366867621415915, "revenue_cagr_5y": 0.01809605393191105, "earnings_cagr_3y": 0.11421225352389075, "quarterly_revenue_growth_yoy": -0.002967359050445104, "quarterly_earnings_growth_yoy": 2.783132530120482, "revenue_growth_qoq": -0.007785234899328859, "gross_margin": 0.4337121212121212, "operating_margin": 0.11661255411255411, "net_margin": 0.08495670995670995, "roa_ttm": 0.08233778402436168, "roe_ttm": 0.28215934176199076, "debt_to_ebitda": 1.7494941319303925, "net_debt_to_ebitda": 1.218939700526103, "interest_coverage": 77.21875, "debt_to_equity": 0.8675496688741722, "current_ratio": 1.4296059637912673, "quick_ratio": 1.0762513312034079, "fcf_to_ebitda": 0.5507891541885876, "capex_to_revenue": 0.03135085292761641, "working_capital_to_revenue": 0.13284594612395442, "capital_efficiency": 0.1822485628931762, "financial_health": -0.7343835167468198, "margin_quality": 0.21176046176046173, "growth_momentum": 1.3900825855350183, "company_age_years": 32.73648186173853, "ebitda": 2471000000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 13.434708190781627, "revenue_cagr_3y": 0.031494467854642716, "revenue_cagr_5y": -0.007003731737765473, "earnings_cagr_3y": -0.47587185979422786, "quarterly_revenue_growth_yoy": -0.0685417804478427, "quarterly_earnings_growth_yoy": 0.07763975155279502, "revenue_growth_qoq": -0.07711038961038962, "gross_margin": 0.4673116388155966, "operating_margin": 0.13896218117854, "net_margin": 0.10172969803576663, "roa_ttm": 0.08264510539994224, "roe_ttm": 0.27727184654136794, "debt_to_ebitda": 1.717969379532635, "net_debt_to_ebitda": 1.3517324738114425, "interest_coverage": 80.06451612903226, "debt_to_equity": 0.8261964735516373, "current_ratio": 1.474539069359087, "quick_ratio": 1.0656277436347674, "fcf_to_ebitda": 0.7429492344883158, "capex_to_revenue": 0.032212697562282344, "working_capital_to_revenue": 0.14478971336726493, "capital_efficiency": 0.1799584759706551, "financial_health": -0.7663357251399534, "margin_quality": 0.23600117267663442, "growth_momentum": 0.0045489855524761605, "company_age_years": 32.98562628336756, "ebitda": 2482000000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 13.163720086393088, "revenue_cagr_3y": -0.013654464936386557, "revenue_cagr_5y": 0.020719660336987467, "earnings_cagr_3y": 0.18028070783991845, "quarterly_revenue_growth_yoy": 0.03169398907103825, "quarterly_earnings_growth_yoy": 4.315217391304348, "revenue_growth_qoq": -0.007360672975814932, "gross_margin": 0.4427966101694915, "operating_margin": 0.1448622881355932, "net_margin": 0.16154661016949154, "roa_ttm": 0.10122055066704513, "roe_ttm": 0.3021009827177228, "debt_to_ebitda": 2.0323974082073435, "net_debt_to_ebitda": 1.0444924406047515, "interest_coverage": 85.74074074074075, "debt_to_equity": 0.7971873941036937, "current_ratio": 1.653962754439151, "quick_ratio": 1.2631009094846253, "fcf_to_ebitda": 0.5421166306695464, "capex_to_revenue": 0.024235310363874888, "working_capital_to_revenue": 0.20852033418490645, "capital_efficiency": 0.20166076669238397, "financial_health": -0.5629834654835875, "margin_quality": 0.24973516949152544, "growth_momentum": 2.173455690187693, "company_age_years": 34.48596851471595, "ebitda": 2315000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 12.687937725470817, "revenue_cagr_3y": -0.002253071800732309, "revenue_cagr_5y": 0.0018571244433094325, "earnings_cagr_3y": 0.22076748010113478, "quarterly_revenue_growth_yoy": 0.07755340942347089, "quarterly_earnings_growth_yoy": -0.5558823529411765, "revenue_growth_qoq": -0.02489406779661017, "gross_margin": 0.4244975556762629, "operating_margin": 0.10347637153720804, "net_margin": 0.041010320478001086, "roa_ttm": 0.09638408513725964, "roe_ttm": 0.28679381072328175, "debt_to_ebitda": 1.6132295719844358, "net_debt_to_ebitda": 1.0544747081712063, "interest_coverage": 95.18518518518519, "debt_to_equity": 0.7459517812162648, "current_ratio": 1.6629011553273427, "quick_ratio": 1.218741976893453, "fcf_to_ebitda": 0.47003891050583657, "capex_to_revenue": 0.024410089503661515, "working_capital_to_revenue": 0.17507458638459453, "capital_efficiency": 0.1915889479302707, "financial_health": -0.6569624010495244, "margin_quality": 0.18966141589715735, "growth_momentum": -0.2391644717588528, "company_age_years": 34.7378507871321, "ebitda": 2570000000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 12.47684251660805, "revenue_cagr_3y": 0.010716709825963067, "revenue_cagr_5y": 0.03998034972613684, "earnings_cagr_3y": 0.012271162873722208, "quarterly_revenue_growth_yoy": 0.08462421113023523, "quarterly_earnings_growth_yoy": -0.008902077151335312, "revenue_growth_qoq": 0.026887561108093427, "gross_margin": 0.42316847394869084, "operating_margin": 0.12139645596403068, "net_margin": 0.08833641893678922, "roa_ttm": 0.09068627450980392, "roe_ttm": 0.29760568649457536, "debt_to_ebitda": 2.0390777647518563, "net_debt_to_ebitda": 1.5130910511918718, "interest_coverage": 98.42307692307692, "debt_to_equity": 0.9760568649457538, "current_ratio": 1.7642679900744418, "quick_ratio": 1.2771712158808932, "fcf_to_ebitda": 0.37514654161781946, "capex_to_revenue": 0.024662633783154957, "working_capital_to_revenue": 0.2047463936714751, "capital_efficiency": 0.19414598050218965, "financial_health": -0.8957814196072289, "margin_quality": 0.21096711628317025, "growth_momentum": 0.03786106698944996, "company_age_years": 34.98425735797399, "ebitda": 2559000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 12.357709515859765, "revenue_cagr_3y": 0.0025139997123757585, "revenue_cagr_5y": 0.012459269497911318, "earnings_cagr_3y": 0.0325585081655102, "quarterly_revenue_growth_yoy": 0.0859621451104101, "quarterly_earnings_growth_yoy": -0.25201612903225806, "revenue_growth_qoq": 0.09256810367627612, "gross_margin": 0.4241103848946986, "operating_margin": 0.1374969740982813, "net_margin": 0.08980876301137738, "roa_ttm": 0.0872930808622127, "roe_ttm": 0.3001638001638002, "debt_to_ebitda": 2.116026711185309, "net_debt_to_ebitda": 1.6903171953255425, "interest_coverage": 77.29032258064517, "debt_to_equity": 1.038083538083538, "current_ratio": 1.6997776130467013, "quick_ratio": 1.2164566345441068, "fcf_to_ebitda": 0.3797996661101836, "capex_to_revenue": 0.02231620039037085, "working_capital_to_revenue": 0.18425504229017567, "capital_efficiency": 0.19372844051300644, "financial_health": -0.9728430564443427, "margin_quality": 0.21713870733478577, "growth_momentum": -0.08302699196092397, "company_age_years": 35.233401779603014, "ebitda": 2396000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 14.843519677093845, "revenue_cagr_3y": -0.07455857415142353, "revenue_cagr_5y": -0.05962582903843927, "earnings_cagr_3y": -0.40974523949475405, "quarterly_revenue_growth_yoy": -0.2507455268389662, "quarterly_earnings_growth_yoy": -0.625, "revenue_growth_qoq": -0.10719573586023097, "gross_margin": 0.4351575456053068, "operating_margin": 0.11177446102819237, "net_margin": 0.03383084577114428, "roa_ttm": 0.055255916345624656, "roe_ttm": 0.2077814569536424, "debt_to_ebitda": 3.265388496468214, "net_debt_to_ebitda": 2.1291624621594347, "interest_coverage": 48.34146341463415, "debt_to_equity": 1.3394039735099337, "current_ratio": 1.3521207489491784, "quick_ratio": 1.0261750095529232, "fcf_to_ebitda": 0.781029263370333, "capex_to_revenue": 0.02678185745140389, "working_capital_to_revenue": 0.13268538516918646, "capital_efficiency": 0.1315186866496335, "financial_health": -0.8307365909529936, "margin_quality": 0.19358761746821448, "growth_momentum": -0.4378727634194831, "company_age_years": 37.23477070499658, "ebitda": 1982000000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 15.779947901591896, "revenue_cagr_3y": -0.00809860239584237, "revenue_cagr_5y": -0.0021569357018575985, "earnings_cagr_3y": -0.10181841893032928, "quarterly_revenue_growth_yoy": -0.03685311029796132, "quarterly_earnings_growth_yoy": 0.20435967302452315, "revenue_growth_qoq": 0.2222222222222222, "gross_margin": 0.45020352781546813, "operating_margin": 0.16255088195386702, "net_margin": 0.11994572591587517, "roa_ttm": 0.05896174863387978, "roe_ttm": 0.2032015065913371, "debt_to_ebitda": 2.738543174143753, "net_debt_to_ebitda": 1.7698986975397974, "interest_coverage": 60.970588235294116, "debt_to_equity": 1.069114877589454, "current_ratio": 1.5178842401907653, "quick_ratio": 1.1554303056579232, "fcf_to_ebitda": 0.7785817655571635, "capex_to_revenue": 0.02611098989017383, "working_capital_to_revenue": 0.17375809149756347, "capital_efficiency": 0.13108162761260844, "financial_health": -0.7995010959834522, "margin_quality": 0.24423337856173677, "growth_momentum": 0.08375328136328092, "company_age_years": 37.48665297741273, "ebitda": 2073000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 12.692676911818515, "revenue_cagr_3y": -0.009573659630553455, "revenue_cagr_5y": 0.010273795794482732, "earnings_cagr_3y": 0.07000436852683234, "quarterly_revenue_growth_yoy": -0.1307471264367816, "quarterly_earnings_growth_yoy": 0.07755102040816327, "revenue_growth_qoq": -0.017629320343307817, "gross_margin": 0.4214876033057851, "operating_margin": 0.1641086186540732, "net_margin": 0.12467532467532468, "roa_ttm": 0.06645496801509504, "roe_ttm": 0.1859147676065405, "debt_to_ebitda": 2.4141968532747895, "net_debt_to_ebitda": 2.000365898280278, "interest_coverage": 44.08064516129032, "debt_to_equity": 0.8494914381357024, "current_ratio": 1.4897607655502392, "quick_ratio": 1.0497607655502392, "fcf_to_ebitda": 0.5184778631540432, "capex_to_revenue": 0.03865450399087799, "working_capital_to_revenue": 0.1458950969213227, "capital_efficiency": 0.12618486781081778, "financial_health": -0.690192566777447, "margin_quality": 0.23675718221172767, "growth_momentum": -0.02659805301430917, "company_age_years": 41.23477070499658, "ebitda": 2733000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 13.02979914224446, "revenue_cagr_3y": 0.01524372768994331, "revenue_cagr_5y": 0.036404348573622514, "earnings_cagr_3y": 0.10805794015300685, "quarterly_revenue_growth_yoy": -0.014857881136950904, "quarterly_earnings_growth_yoy": 0.09859154929577464, "revenue_growth_qoq": 0.08028335301062574, "gross_margin": 0.41792349726775957, "operating_margin": 0.1346448087431694, "net_margin": 0.10229508196721311, "roa_ttm": 0.0679842620550828, "roe_ttm": 0.19080636877247048, "debt_to_ebitda": 2.3849177984274483, "net_debt_to_ebitda": 1.9378127233738385, "interest_coverage": 41.76119402985075, "debt_to_equity": 0.8568310220852594, "current_ratio": 1.58386709367494, "quick_ratio": 1.1309047237790233, "fcf_to_ebitda": 0.45639742673338096, "capex_to_revenue": 0.039780207200503695, "working_capital_to_revenue": 0.16696239482571118, "capital_efficiency": 0.12939531541377663, "financial_health": -0.7309025435360129, "margin_quality": 0.21828779599271406, "growth_momentum": 0.04186683407941187, "company_age_years": 41.48665297741273, "ebitda": 2798000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 14.330641496241915, "revenue_cagr_3y": -0.15830892331235635, "revenue_cagr_5y": -0.09930579193564104, "earnings_cagr_3y": 0.5848530523201196, "quarterly_revenue_growth_yoy": -0.43611231101511877, "quarterly_earnings_growth_yoy": -1.8414634146341464, "revenue_growth_qoq": -0.3363497712252161, "gross_margin": 0.23517695725448137, "operating_margin": -0.0988202849701241, "net_margin": -0.1268576681476942, "roa_ttm": 0.011486668866028851, "roe_ttm": 0.06314401121094716, "debt_to_ebitda": 7.029015906310086, "net_debt_to_ebitda": 5.059954553399756, "interest_coverage": 15.847645429362881, "debt_to_equity": 3.3148957217047235, "current_ratio": 2.8809385526774305, "quick_ratio": 2.254501103496341, "fcf_to_ebitda": 0.6888655829400454, "capex_to_revenue": 0.028035193669304456, "working_capital_to_revenue": 0.4215170762182424, "capital_efficiency": 0.03731534003848801, "financial_health": -3.111924701592535, "margin_quality": 0.003166334712221025, "growth_momentum": -1.1387878628246326, "company_age_years": 5.631759069130732, "ebitda": 572100000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 16.75551935540375, "revenue_cagr_3y": -0.03183308164711729, "revenue_cagr_5y": 0.020367869979299513, "earnings_cagr_3y": -0.3986571695949298, "quarterly_revenue_growth_yoy": 0.08144382308083375, "quarterly_earnings_growth_yoy": -0.7088122605363985, "revenue_growth_qoq": -0.010144253140995811, "gross_margin": 0.35643098909364423, "operating_margin": 0.04945468221135765, "net_margin": 0.01429108687476495, "roa_ttm": 0.012049908842297175, "roe_ttm": 0.0622333382832377, "debt_to_ebitda": 6.814153091609739, "net_debt_to_ebitda": 4.595025398493607, "interest_coverage": 17.04179104477612, "debt_to_equity": 2.8617036949107724, "current_ratio": 2.429039576506176, "quick_ratio": 1.9398369884883624, "fcf_to_ebitda": 0.8031178840427395, "capex_to_revenue": 0.023888728815779133, "working_capital_to_revenue": 0.4454776436074076, "capital_efficiency": 0.03714162356276744, "financial_health": -2.6223311191567102, "margin_quality": 0.1400589193932556, "growth_momentum": -0.31368421872778235, "company_age_years": 6.381930184804928, "ebitda": 570900000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 13.394044489383216, "revenue_cagr_3y": -0.008245301431593965, "revenue_cagr_5y": 0.019090786958769534, "earnings_cagr_3y": -0.10974703492650173, "quarterly_revenue_growth_yoy": 0.0583527221963704, "quarterly_earnings_growth_yoy": -0.23672883787661406, "revenue_growth_qoq": 0.04464449751975014, "gross_margin": 0.29238480478367923, "operating_margin": 0.08327470981357721, "net_margin": 0.04678156876538867, "roa_ttm": 0.0365654270354154, "roe_ttm": 0.17677004487909437, "debt_to_ebitda": 4.874620829120324, "net_debt_to_ebitda": 3.8121840242669363, "interest_coverage": 23.617910447761194, "debt_to_equity": 2.5834282269408533, "current_ratio": 1.9294329163233201, "quick_ratio": 1.4277473968087497, "fcf_to_ebitda": 0.5523255813953488, "capex_to_revenue": 0.02753498482858566, "working_capital_to_revenue": 0.28094289207916306, "capital_efficiency": 0.10666773595725489, "financial_health": -2.3953508651994917, "margin_quality": 0.14081369445421504, "growth_momentum": -0.08918805784012182, "company_age_years": 7.134839151266256, "ebitda": 791200000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 11.30622064237654, "revenue_cagr_3y": 0.0842693072329781, "revenue_cagr_5y": 0.02695403536433094, "earnings_cagr_3y": -0.04436323536459208, "quarterly_revenue_growth_yoy": 0.05675304754985065, "quarterly_earnings_growth_yoy": 0.15384615384615385, "revenue_growth_qoq": 0.011591962905718702, "gross_margin": 0.32314744079449964, "operating_margin": 0.12452253628724216, "net_margin": 0.05500381970970206, "roa_ttm": 0.033962264150943396, "roe_ttm": 0.14812044136899197, "debt_to_ebitda": 4.497397486352672, "net_debt_to_ebitda": 3.728322965596039, "interest_coverage": 14.321818181818182, "debt_to_equity": 2.2084658063711737, "current_ratio": 2.0509460354855333, "quick_ratio": 1.498785246263712, "fcf_to_ebitda": 0.49028818077948455, "capex_to_revenue": 0.028963444385893006, "working_capital_to_revenue": 0.2786072564748131, "capital_efficiency": 0.09104135275996768, "financial_health": -2.101924586899586, "margin_quality": 0.16755793226381463, "growth_momentum": 0.10529960069800226, "company_age_years": 8.881587953456537, "ebitda": 787700000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 12.531857022505717, "revenue_cagr_3y": 0.06754284935990573, "revenue_cagr_5y": 0.029431739976024662, "earnings_cagr_3y": 0.3920241064542762, "quarterly_revenue_growth_yoy": 0.00778816199376947, "quarterly_earnings_growth_yoy": -0.32786885245901637, "revenue_growth_qoq": -0.002543744700531874, "gross_margin": 0.3315301391035549, "operating_margin": 0.09350850077279753, "net_margin": 0.03168469860896445, "roa_ttm": 0.03485682042601213, "roe_ttm": 0.14274985557481223, "debt_to_ebitda": 4.12444337465399, "net_debt_to_ebitda": 3.369839932603201, "interest_coverage": 15.387037037037038, "debt_to_equity": 1.9797804737146159, "current_ratio": 2.0720720720720722, "quick_ratio": 1.5082582582582582, "fcf_to_ebitda": 0.6539896497773499, "capex_to_revenue": 0.02264020175962112, "working_capital_to_revenue": 0.2749167356525422, "capital_efficiency": 0.08880333800041218, "financial_health": -1.8797795691472106, "margin_quality": 0.15224111282843897, "growth_momentum": -0.16004034523262345, "company_age_years": 9.382614647501711, "ebitda": 830900000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 11.220276953511375, "revenue_cagr_3y": 0.06235460204623178, "revenue_cagr_5y": 0.03139938916924989, "earnings_cagr_3y": -0.03951559842442376, "quarterly_revenue_growth_yoy": 0.04404945904173107, "quarterly_earnings_growth_yoy": 0.8360655737704918, "revenue_growth_qoq": 0.04404945904173107, "gross_margin": 0.3404885270170244, "operating_margin": 0.15173945225758698, "net_margin": 0.08290155440414508, "roa_ttm": 0.04080208048179578, "roe_ttm": 0.16813310772701637, "debt_to_ebitda": 3.965270908891087, "net_debt_to_ebitda": 3.0387954720298933, "interest_coverage": 18.198, "debt_to_equity": 2.0349689791314156, "current_ratio": 2.257677902621723, "quick_ratio": 1.699625468164794, "fcf_to_ebitda": 0.5862182657434883, "capex_to_revenue": 0.020680593376878106, "working_capital_to_revenue": 0.3197303524841468, "capital_efficiency": 0.10446759410440608, "financial_health": -1.9083040478979565, "margin_quality": 0.19170984455958548, "growth_momentum": 0.44005751640611146, "company_age_years": 9.631759069130732, "ebitda": 909900000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 14.431885365853658, "revenue_cagr_3y": -0.11371690610123097, "revenue_cagr_5y": -0.10558220494106718, "earnings_cagr_3y": -0.3113879245213629, "quarterly_revenue_growth_yoy": -0.1049199762892709, "quarterly_earnings_growth_yoy": 0.6, "revenue_growth_qoq": 0.21090617481956697, "gross_margin": 0.1847682119205298, "operating_margin": 0.0390728476821192, "net_margin": 0.031788079470198675, "roa_ttm": 0.12276151661109053, "roe_ttm": 0.308504034761018, "debt_to_ebitda": 5.2926829268292686, "net_debt_to_ebitda": 2.44390243902439, "interest_coverage": 17.083333333333332, "debt_to_equity": 0.6734947237740534, "current_ratio": 1.5622071837584592, "quick_ratio": 1.135866736074961, "fcf_to_ebitda": 0.16097560975609757, "capex_to_revenue": 0.04378225403695688, "working_capital_to_revenue": 0.17979024471449975, "capital_efficiency": 0.21563277568605427, "financial_health": -0.3389892663190657, "margin_quality": 0.08520971302428255, "growth_momentum": 0.24754001185536453, "company_age_years": 15.633127994524298, "ebitda": 410000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 11.42964509394572, "revenue_cagr_3y": -0.0008837830498852339, "revenue_cagr_5y": -0.09229494494723378, "earnings_cagr_3y": 0.12858935886850031, "quarterly_revenue_growth_yoy": -0.25111884634510195, "quarterly_earnings_growth_yoy": -0.31, "revenue_growth_qoq": -0.05639097744360902, "gross_margin": 0.15338645418326693, "operating_margin": 0.017928286852589643, "net_margin": 0.045816733067729085, "roa_ttm": 0.020355543493011264, "roe_ttm": 0.04374453193350831, "debt_to_ebitda": 3.4488517745302714, "net_debt_to_ebitda": 2.4133611691022963, "interest_coverage": 31.933333333333334, "debt_to_equity": 0.48177311169437154, "current_ratio": 1.8835562549173879, "quick_ratio": 1.1431943351691582, "fcf_to_ebitda": 0.2630480167014614, "capex_to_revenue": 0.03664674425920101, "working_capital_to_revenue": 0.1766278703994967, "capital_efficiency": 0.03205003771325979, "financial_health": -0.3680949106946288, "margin_quality": 0.07237715803452856, "growth_momentum": -0.280559423172551, "company_age_years": 18.63107460643395, "ebitda": 479000000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 11.592970827970827, "revenue_cagr_3y": -0.03237259020610295, "revenue_cagr_5y": -0.04542498801254169, "earnings_cagr_3y": -0.1955012955655765, "quarterly_revenue_growth_yoy": -0.09163783646949625, "quarterly_earnings_growth_yoy": 6.548387096774194, "revenue_growth_qoq": 0.013558045381790791, "gross_margin": 0.12540640966093822, "operating_margin": 0.06539712029725964, "net_margin": 0.04793311658151417, "roa_ttm": 0.020368260876957343, "roe_ttm": 0.06502035278154682, "debt_to_ebitda": 3.575075075075075, "net_debt_to_ebitda": 2.7764907764907765, "interest_coverage": 23.66497461928934, "debt_to_equity": 0.9045861601085482, "current_ratio": 1.7999804859010635, "quick_ratio": 1.178163723290077, "fcf_to_ebitda": 0.5145860145860146, "capex_to_revenue": 0.06261484748254319, "working_capital_to_revenue": 0.18832690187431092, "capital_efficiency": 0.04269430682925208, "financial_health": -0.8143139142176125, "margin_quality": 0.07957888217990401, "growth_momentum": 3.228374630152349, "company_age_years": 5.032169746748802, "ebitda": 4662000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 8.40691508976225, "revenue_cagr_3y": 0.020163165111095394, "revenue_cagr_5y": 0.0059165580445550425, "earnings_cagr_3y": -0.05921398070270367, "quarterly_revenue_growth_yoy": -0.08832565284178187, "quarterly_earnings_growth_yoy": -0.2793103448275862, "revenue_growth_qoq": 0.0038054968287526427, "gross_margin": 0.2405223251895535, "operating_margin": 0.13732097725358045, "net_margin": 0.08803706823925864, "roa_ttm": 0.06105983741825072, "roe_ttm": 0.1709738148211535, "debt_to_ebitda": 3.1639980591945656, "net_debt_to_ebitda": 3.069383794274624, "interest_coverage": 36.1578947368421, "debt_to_equity": 1.1160362827314736, "current_ratio": 1.5097789115646258, "quick_ratio": 0.7852891156462585, "fcf_to_ebitda": 0.5177098495875788, "capex_to_revenue": 0.051152446421350584, "working_capital_to_revenue": 0.12120905782450465, "capital_efficiency": 0.11601682611970211, "financial_health": -0.9468354778093524, "margin_quality": 0.15529345689413085, "growth_momentum": -0.18381799883468403, "company_age_years": 25.470225872689937, "ebitda": 2061000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 14.356271963330787, "revenue_cagr_3y": -0.024070865184270263, "revenue_cagr_5y": -0.0032571035077524346, "earnings_cagr_3y": -0.6195263232223243, "quarterly_revenue_growth_yoy": -0.004547521600727604, "quarterly_earnings_growth_yoy": 0.23076923076923078, "revenue_growth_qoq": 0.03157398680490104, "gross_margin": 0.2444038373686615, "operating_margin": 0.13887619917770672, "net_margin": 0.014618547281863865, "roa_ttm": 0.029720823229496984, "roe_ttm": 0.07936244396480159, "debt_to_ebitda": 4.291825821237586, "net_debt_to_ebitda": 3.8609625668449197, "interest_coverage": 25.173076923076923, "debt_to_equity": 0.9327577619126681, "current_ratio": 1.737487733071639, "quick_ratio": 1.0608439646712464, "fcf_to_ebitda": 0.8189457601222307, "capex_to_revenue": 0.04525047258979206, "working_capital_to_revenue": 0.17757561436672967, "capital_efficiency": 0.05454163359714929, "financial_health": -0.8397451316926847, "margin_quality": 0.13263286127607735, "growth_momentum": 0.11311085458425159, "company_age_years": 27.225188227241617, "ebitda": 1309000000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 15.02724776119403, "revenue_cagr_3y": -0.024938305806585404, "revenue_cagr_5y": 0.0154372556539486, "earnings_cagr_3y": -0.018739790673837686, "quarterly_revenue_growth_yoy": 0.08008948545861297, "quarterly_earnings_growth_yoy": 0.06201550387596899, "revenue_growth_qoq": 0.1027866605756053, "gross_margin": 0.2514498757249379, "operating_margin": 0.1512013256006628, "net_margin": 0.11350455675227837, "roa_ttm": 0.03050324174127817, "roe_ttm": 0.0792555751644473, "debt_to_ebitda": 4.122388059701493, "net_debt_to_ebitda": 3.719402985074627, "interest_coverage": 26.274509803921568, "debt_to_equity": 0.8862506016364512, "current_ratio": 1.8834325396825398, "quick_ratio": 1.1369047619047619, "fcf_to_ebitda": 0.8365671641791045, "capex_to_revenue": 0.04385051486752285, "working_capital_to_revenue": 0.20606270970727755, "capital_efficiency": 0.05487940845286274, "financial_health": -0.8009255876818537, "margin_quality": 0.172051919359293, "growth_momentum": 0.07105249466729098, "company_age_years": 27.471594798083505, "ebitda": 1340000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 15.029247730220494, "revenue_cagr_3y": -0.04361954886629238, "revenue_cagr_5y": -0.024452001752367947, "earnings_cagr_3y": 0.2186572961807527, "quarterly_revenue_growth_yoy": -0.031724137931034485, "quarterly_earnings_growth_yoy": 0.08898305084745763, "revenue_growth_qoq": 0.05247376311844078, "gross_margin": 0.2777777777777778, "operating_margin": 0.20441595441595442, "net_margin": 0.18304843304843305, "roa_ttm": 0.03872735938989514, "roe_ttm": 0.12287334593572778, "debt_to_ebitda": 3.376134889753567, "net_debt_to_ebitda": 2.4474708171206228, "interest_coverage": 23.363636363636363, "debt_to_equity": 0.9841209829867675, "current_ratio": 2.2858447488584477, "quick_ratio": 1.6767123287671233, "fcf_to_ebitda": 0.5849546044098574, "capex_to_revenue": 0.07604832977967306, "working_capital_to_revenue": 0.2501776830135039, "capital_efficiency": 0.08080035266281146, "financial_health": -0.8549452985199695, "margin_quality": 0.22174738841405506, "growth_momentum": 0.02862945645821157, "company_age_years": 11.189596167008897, "ebitda": 771000000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 14.255521739130435, "revenue_cagr_3y": -0.06503755843887693, "revenue_cagr_5y": -0.05076293773557339, "earnings_cagr_3y": 0.18444130531216163, "quarterly_revenue_growth_yoy": -0.08530805687203792, "quarterly_earnings_growth_yoy": 0.07804878048780488, "revenue_growth_qoq": -0.03774928774928775, "gross_margin": 0.25018504811250925, "operating_margin": 0.17986676535899335, "net_margin": 0.16358253145817914, "roa_ttm": 0.04134335596508244, "roe_ttm": 0.13105303612605687, "debt_to_ebitda": 3.208695652173913, "net_debt_to_ebitda": 2.2956521739130435, "interest_coverage": 26.833333333333332, "debt_to_equity": 0.9926979246733282, "current_ratio": 2.2594296228150874, "quick_ratio": 1.674333026678933, "fcf_to_ebitda": 0.7751552795031056, "capex_to_revenue": 0.05834242093784078, "working_capital_to_revenue": 0.24881861141403125, "capital_efficiency": 0.08619819604556966, "financial_health": -0.8578513618189694, "margin_quality": 0.19787811497656058, "growth_momentum": -0.0036296381921165216, "company_age_years": 11.43874058863792, "ebitda": 805000000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 13.303242990654205, "revenue_cagr_3y": -0.06833700001351162, "revenue_cagr_5y": -0.060449044992488155, "earnings_cagr_3y": 0.150599766277294, "quarterly_revenue_growth_yoy": -0.06369426751592357, "quarterly_earnings_growth_yoy": 0.6273291925465838, "revenue_growth_qoq": -0.02072538860103627, "gross_margin": 0.26832955404383974, "operating_margin": 0.18594104308390022, "net_margin": 0.1980347694633409, "roa_ttm": 0.0504739065890145, "roe_ttm": 0.16309963099630997, "debt_to_ebitda": 3.522196261682243, "net_debt_to_ebitda": 2.0595794392523366, "interest_coverage": 30.571428571428573, "debt_to_equity": 1.1125461254612545, "current_ratio": 2.7122040072859743, "quick_ratio": 2.1183970856102006, "fcf_to_ebitda": 0.9357476635514018, "capex_to_revenue": 0.0508130081300813, "working_capital_to_revenue": 0.3473762010347376, "capital_efficiency": 0.10678676879266225, "financial_health": -0.9356264487619181, "margin_quality": 0.21743512219702696, "growth_momentum": 0.28181746251533013, "company_age_years": 11.690622861054072, "ebitda": 856000000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 11.49802946708464, "revenue_cagr_3y": 0.06230146302476869, "revenue_cagr_5y": -0.02160309544119665, "earnings_cagr_3y": 0.0012706493973100308, "quarterly_revenue_growth_yoy": -0.10446075663466968, "quarterly_earnings_growth_yoy": -0.34413965087281795, "revenue_growth_qoq": -0.0037688442211055275, "gross_margin": 0.2610340479192938, "operating_margin": 0.16393442622950818, "net_margin": 0.16582597730138715, "roa_ttm": 0.09645209262800085, "roe_ttm": 0.33054240990171097, "debt_to_ebitda": 2.3561128526645767, "net_debt_to_ebitda": 2.044514106583072, "interest_coverage": 59.074074074074076, "debt_to_equity": 1.3680378594830724, "current_ratio": 1.8545335942596217, "quick_ratio": 1.2061317677756034, "fcf_to_ebitda": 0.7347962382445141, "capex_to_revenue": 0.048672566371681415, "working_capital_to_revenue": 0.1998779371376259, "capital_efficiency": 0.21349725126485591, "financial_health": -1.1699947850481616, "margin_quality": 0.19693148381672973, "growth_momentum": -0.22430020375374382, "company_age_years": 14.688569472963723, "ebitda": 1595000000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 12.581362577107608, "revenue_cagr_3y": 0.02986454915480019, "revenue_cagr_5y": -0.01685091229480773, "earnings_cagr_3y": -0.3546685596629836, "quarterly_revenue_growth_yoy": -0.1521610420367081, "quarterly_earnings_growth_yoy": -0.5656565656565656, "revenue_growth_qoq": -0.09709962168978563, "gross_margin": 0.2206703910614525, "operating_margin": 0.04748603351955307, "net_margin": 0.030027932960893854, "roa_ttm": 0.0899113550021106, "roe_ttm": 0.33984842441164737, "debt_to_ebitda": 2.696367374914325, "net_debt_to_ebitda": 2.379026730637423, "interest_coverage": 52.107142857142854, "debt_to_equity": 1.569206222576785, "current_ratio": 1.5763968072976056, "quick_ratio": 0.9846066134549601, "fcf_to_ebitda": 0.7429746401644962, "capex_to_revenue": 0.058758138796252184, "working_capital_to_revenue": 0.16055264411624584, "capital_efficiency": 0.214879889706879, "financial_health": -1.3109323021752686, "margin_quality": 0.09939478584729981, "growth_momentum": -0.35890880384663687, "company_age_years": 14.940451745379876, "ebitda": 1459000000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 10.598354166666667, "revenue_cagr_3y": 0.17919335957739113, "revenue_cagr_5y": 0.0806783806837188, "earnings_cagr_3y": 1.6128168578151643, "quarterly_revenue_growth_yoy": 0.03208791208791209, "quarterly_earnings_growth_yoy": 0.4637404580152672, "revenue_growth_qoq": 0.020425901781833986, "gross_margin": 0.1635434412265758, "operating_margin": 0.02385008517887564, "net_margin": 0.3266609880749574, "roa_ttm": 0.07209196102314251, "roe_ttm": 0.33599432322157174, "debt_to_ebitda": 6.407118055555555, "net_debt_to_ebitda": 5.752604166666667, "interest_coverage": 13.714285714285714, "debt_to_equity": 2.618768848678375, "current_ratio": 1.6251229105211407, "quick_ratio": 0.9348574237954769, "fcf_to_ebitda": 0.5811631944444444, "capex_to_revenue": 0.056135635273441536, "working_capital_to_revenue": 0.26289672283676213, "capital_efficiency": 0.20404314212235714, "financial_health": -2.3149616722382156, "margin_quality": 0.17135150482680295, "growth_momentum": 0.24791418505158963, "company_age_years": 17.94113620807666, "ebitda": 2304000000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 10.9360518925762, "revenue_cagr_3y": 0.2450120147524104, "revenue_cagr_5y": 0.08984771010309545, "earnings_cagr_3y": 0.6624045689417526, "quarterly_revenue_growth_yoy": 0.18339852238157323, "quarterly_earnings_growth_yoy": 3.979057591623037, "revenue_growth_qoq": -0.025760286225402506, "gross_margin": 0.24715387440323172, "operating_margin": 0.3092177745134043, "net_margin": 0.34924715387440325, "roa_ttm": 0.07945023102827159, "roe_ttm": 0.31258665845016176, "debt_to_ebitda": 5.767014613778706, "net_debt_to_ebitda": 5.200417536534447, "interest_coverage": 13.087431693989071, "debt_to_equity": 2.1278693575720227, "current_ratio": 1.6280420353982301, "quick_ratio": 0.9817477876106194, "fcf_to_ebitda": 0.42881002087682674, "capex_to_revenue": 0.054389401996454895, "working_capital_to_revenue": 0.21186677861740835, "capital_efficiency": 0.19601844473921667, "financial_health": -1.840408405867705, "margin_quality": 0.3018729342636797, "growth_momentum": 2.081228057002305, "company_age_years": 18.688569472963724, "ebitda": 2395000000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 12.58986228184015, "revenue_cagr_3y": 0.053301473528361676, "revenue_cagr_5y": 0.10795713745832214, "earnings_cagr_3y": -0.38797500719910727, "quarterly_revenue_growth_yoy": -0.027543150936467132, "quarterly_earnings_growth_yoy": -0.8780231335436383, "revenue_growth_qoq": -0.001131648434552999, "gross_margin": 0.2348942598187311, "operating_margin": 0.09365558912386707, "net_margin": 0.04380664652567976, "roa_ttm": 0.042097945311293065, "roe_ttm": 0.1498487764641188, "debt_to_ebitda": 6.047397769516729, "net_debt_to_ebitda": 5.669609665427509, "interest_coverage": 12.733727810650887, "debt_to_equity": 1.789111905416552, "current_ratio": 1.3719644145227219, "quick_ratio": 0.7559509497475355, "fcf_to_ebitda": 0.39219330855018586, "capex_to_revenue": 0.043706460540127876, "working_capital_to_revenue": 0.14762859051436206, "capital_efficiency": 0.09597336088770593, "financial_health": -1.5253779037996327, "margin_quality": 0.12411883182275933, "growth_momentum": -0.45278314224005267, "company_age_years": 19.690622861054074, "ebitda": 2152000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 13.804522935779817, "revenue_cagr_3y": -0.3553777253139754, "revenue_cagr_5y": -0.23723525679367674, "earnings_cagr_3y": 0.0031056099996944475, "quarterly_revenue_growth_yoy": -0.3150224215246637, "quarterly_earnings_growth_yoy": 1.1421426691234535, "revenue_growth_qoq": -0.3581932773109244, "gross_margin": 0.1011456628477905, "operating_margin": -0.0009819967266775777, "net_margin": 0.353518821603928, "roa_ttm": 0.06282139638445634, "roe_ttm": -0.06373023555985802, "debt_to_ebitda": 11.712844036697248, "net_debt_to_ebitda": 11.438073394495413, "interest_coverage": 3.8380281690140845, "debt_to_equity": 1.3732386791438098, "current_ratio": 1.800818553888131, "quick_ratio": 0.6434743065029559, "fcf_to_ebitda": 0.29495412844036695, "capex_to_revenue": 0.04020717642033319, "working_capital_to_revenue": 0.18806065783853054, "capital_efficiency": -0.00045441958770083696, "financial_health": 1.3757909985744312, "margin_quality": 0.15122749590834697, "growth_momentum": 0.4135601237993949, "company_age_years": 28.40246406570842, "ebitda": 218000000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 13.318743102134146, "revenue_cagr_3y": -0.30662319892788137, "revenue_cagr_5y": -0.22767974965488846, "earnings_cagr_3y": -0.5557585909627248, "quarterly_revenue_growth_yoy": -0.003814495081308974, "quarterly_earnings_growth_yoy": -0.7873754152823921, "revenue_growth_qoq": 0.6242225859247136, "gross_margin": 0.18440145102781136, "operating_margin": 0.1505441354292624, "net_margin": 0.025796049979846837, "roa_ttm": 0.03841166936790924, "roe_ttm": -0.038837603102638334, "debt_to_ebitda": 9.743140243902438, "net_debt_to_ebitda": 9.330792682926829, "interest_coverage": 5.175542406311637, "debt_to_equity": 1.396514994264489, "current_ratio": 2.0717894177080565, "quick_ratio": 0.7604360542408933, "fcf_to_ebitda": 0.7629573170731707, "capex_to_revenue": 0.035597840611470415, "working_capital_to_revenue": 0.2154578010583142, "capital_efficiency": -0.0002129668673645467, "financial_health": 1.4450283311018979, "margin_quality": 0.1202472121456402, "growth_momentum": -0.3955949551818505, "company_age_years": 28.65160848733744, "ebitda": 262400000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 11.871094099686196, "revenue_cagr_3y": 0.04326689520618654, "revenue_cagr_5y": 0.0674609996760922, "earnings_cagr_3y": -0.15107337844016844, "quarterly_revenue_growth_yoy": 0.020447284345047924, "quarterly_earnings_growth_yoy": -0.3962703962703963, "revenue_growth_qoq": -0.12925105776640447, "gross_margin": 0.14861198079732832, "operating_margin": 0.060321436025881865, "net_margin": 0.027029847630974744, "roa_ttm": 0.05664822819277567, "roe_ttm": 0.11232966452075742, "debt_to_ebitda": 2.6748637647778017, "net_debt_to_ebitda": 2.332914768406171, "interest_coverage": 41.609093959731545, "debt_to_equity": 0.6261586965961222, "current_ratio": 1.7041651171439196, "quick_ratio": 1.0529007065823726, "fcf_to_ebitda": 0.47372839733183003, "capex_to_revenue": 0.07723336665033041, "working_capital_to_revenue": 0.15917342463703668, "capital_efficiency": 0.08448894635676654, "financial_health": -0.45499733273884246, "margin_quality": 0.0786544214847283, "growth_momentum": -0.18791155596267417, "company_age_years": 26.119096509240247, "ebitda": 1239951000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 12.056376919201295, "revenue_cagr_3y": 0.03827837220093144, "revenue_cagr_5y": -0.01698472275844065, "earnings_cagr_3y": -0.392393822505514, "quarterly_revenue_growth_yoy": 0.013073090460300772, "quarterly_earnings_growth_yoy": 0.13410871113220982, "revenue_growth_qoq": -0.017031090610724265, "gross_margin": 0.34119929612417094, "operating_margin": 0.2604340567612688, "net_margin": 0.2155845327798583, "roa_ttm": 0.09971694049596948, "roe_ttm": 0.1710004484738698, "debt_to_ebitda": 0.8784174378828459, "net_debt_to_ebitda": 0.2897032696030336, "interest_coverage": 195.39378238341968, "debt_to_equity": 0.29129696884425643, "current_ratio": 2.5947755824893464, "quick_ratio": 2.373567989374066, "fcf_to_ebitda": 0.2561056455676063, "capex_to_revenue": 0.21795014590897951, "working_capital_to_revenue": 0.32095520260185784, "capital_efficiency": 0.13535869448491963, "financial_health": -0.17152580262897277, "margin_quality": 0.2724059618884327, "growth_momentum": 0.0735909007962553, "company_age_years": 33.24572210814511, "ebitda": 3771100000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 10.992202166064981, "revenue_cagr_3y": -0.0105332017446782, "revenue_cagr_5y": -0.016073756930846894, "earnings_cagr_3y": -0.10327600516445523, "quarterly_revenue_growth_yoy": -0.06815673289183223, "quarterly_earnings_growth_yoy": -0.22115384615384615, "revenue_growth_qoq": -0.08033769063180828, "gross_margin": 0.43500148060408644, "operating_margin": 0.09890435297601421, "net_margin": 0.07195735860230974, "roa_ttm": 0.0649911426040744, "roe_ttm": 0.24857082362904934, "debt_to_ebitda": 2.8759025270758123, "net_debt_to_ebitda": 2.0248194945848375, "interest_coverage": 69.25, "debt_to_equity": 1.349354224010163, "current_ratio": 1.3601539942252165, "quick_ratio": 1.0023099133782483, "fcf_to_ebitda": 0.7148014440433214, "capex_to_revenue": 0.02704879522115578, "working_capital_to_revenue": 0.1255788979126116, "capital_efficiency": 0.15678098311656186, "financial_health": -0.9015218808435511, "margin_quality": 0.20195439739413681, "growth_momentum": -0.14465528952283918, "company_age_years": 36.98562628336756, "ebitda": 2216000000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 11.304135495078171, "revenue_cagr_3y": 0.04498349284540781, "revenue_cagr_5y": 0.03408629693958698, "earnings_cagr_3y": 0.03985757229636855, "quarterly_revenue_growth_yoy": 0.12220381110190555, "quarterly_earnings_growth_yoy": -0.14233576642335766, "revenue_growth_qoq": 0.006688963210702341, "gross_margin": 0.20007382798080472, "operating_margin": 0.1037283130306386, "net_margin": 0.08674787744555186, "roa_ttm": 0.05175249905099329, "roe_ttm": 0.13880875615136604, "debt_to_ebitda": 3.1053850607990734, "net_debt_to_ebitda": 2.823393167342212, "interest_coverage": 36.744680851063826, "debt_to_equity": 0.9100627863566944, "current_ratio": 1.5717474489795917, "quick_ratio": 1.0389030612244898, "fcf_to_ebitda": 0.47712796757382747, "capex_to_revenue": 0.055297828910744105, "working_capital_to_revenue": 0.16635739469289293, "capital_efficiency": 0.09528062760117967, "financial_health": -0.7122739317224915, "margin_quality": 0.13018333948566504, "growth_momentum": -0.010065977660726054, "company_age_years": 28.470910335386723, "ebitda": 1727000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 10.78956834532374, "revenue_cagr_3y": -0.08029220297763706, "revenue_cagr_5y": -0.04241770147384627, "earnings_cagr_3y": 0.22850558292370016, "quarterly_revenue_growth_yoy": 1.2872611464968153, "quarterly_earnings_growth_yoy": -1.3574660633484164, "revenue_growth_qoq": -0.32765399737876805, "gross_margin": 0.00835421888053467, "operating_margin": -0.2199944305207463, "net_margin": -0.14508493455861876, "roa_ttm": 0.029487337724268706, "roe_ttm": 0.29096545615589015, "debt_to_ebitda": 8.810751398880896, "net_debt_to_ebitda": 8.437250199840127, "interest_coverage": 16.141935483870967, "debt_to_equity": 4.881421612046059, "current_ratio": 2.2363583309016635, "quick_ratio": 0.6688065363291509, "fcf_to_ebitda": -0.293365307753797, "capex_to_revenue": 0.3010948905109489, "working_capital_to_revenue": 0.7731751824817519, "capital_efficiency": 0.16022639694007942, "financial_health": -4.803098955845369, "margin_quality": -0.1189083820662768, "growth_momentum": -0.03510245842580051, "company_age_years": 32.40246406570842, "ebitda": 500400000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 12.162502503797588, "revenue_cagr_3y": 0.061093983494737714, "revenue_cagr_5y": 0.0663759393733867, "earnings_cagr_3y": 0.1521420540056162, "quarterly_revenue_growth_yoy": -0.006955842125830403, "quarterly_earnings_growth_yoy": 0.14828496042216358, "revenue_growth_qoq": 0.32602796910874554, "gross_margin": 0.2994648197701873, "operating_margin": 0.24114591531559892, "net_margin": 0.1712576735400598, "roa_ttm": 0.06092924334578452, "roe_ttm": 0.11347434940175921, "debt_to_ebitda": 2.1868967016899563, "net_debt_to_ebitda": 2.132261305279369, "interest_coverage": 41.123429487179486, "debt_to_equity": 0.5109905119192876, "current_ratio": 2.6660507307240047, "quick_ratio": 1.4685032756593315, "fcf_to_ebitda": 0.5017727276624234, "capex_to_revenue": 0.0761779513845024, "working_capital_to_revenue": 0.20882497107022482, "capital_efficiency": 0.08720179637377187, "financial_health": -0.47110056354829255, "margin_quality": 0.2372894695419487, "growth_momentum": 0.07066455914816659, "company_age_years": 26.368240930869266, "ebitda": 1283051000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 12.830166390056618, "revenue_cagr_3y": 0.06701567402256314, "revenue_cagr_5y": 0.04073802349472633, "earnings_cagr_3y": 0.2477601440515429, "quarterly_revenue_growth_yoy": -0.06956766652584143, "quarterly_earnings_growth_yoy": 0.1842316975060338, "revenue_growth_qoq": 0.039981111286006614, "gross_margin": 0.30611472680490387, "operating_margin": 0.3031633116391706, "net_margin": 0.2227940063568942, "roa_ttm": 0.06409902830749181, "roe_ttm": 0.11620092418872907, "debt_to_ebitda": 1.9915179531203622, "net_debt_to_ebitda": 1.904778199904631, "interest_coverage": 46.83801393728223, "debt_to_equity": 0.46506497116253215, "current_ratio": 3.265112603713947, "quick_ratio": 1.8536151718688265, "fcf_to_ebitda": 0.47535765270027697, "capex_to_revenue": 0.07768879584538188, "working_capital_to_revenue": 0.24654713595915567, "capital_efficiency": 0.09014997624811044, "financial_health": -0.4448754138959664, "margin_quality": 0.27735734826698955, "growth_momentum": 0.057332015490096186, "company_age_years": 26.62012320328542, "ebitda": 1344251000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 11.470651538191602, "revenue_cagr_3y": 0.0839010873528867, "revenue_cagr_5y": 0.05905458187732826, "earnings_cagr_3y": 1.520002875780726, "quarterly_revenue_growth_yoy": -0.07607090103397342, "quarterly_earnings_growth_yoy": 7.636363636363637, "revenue_growth_qoq": -0.22211167765203332, "gross_margin": 0.21742605915267785, "operating_margin": 1.1358912869704236, "net_margin": 0.8353317346123101, "roa_ttm": 0.12884852216748768, "roe_ttm": 0.23577464788732394, "debt_to_ebitda": 1.2864077669902914, "net_debt_to_ebitda": 0.5120481927710844, "interest_coverage": 85.49, "debt_to_equity": 0.4956619718309859, "current_ratio": 3.1616515045486353, "quick_ratio": 2.4079776067179846, "fcf_to_ebitda": 0.2525149140250322, "capex_to_revenue": 0.10134547960804291, "working_capital_to_revenue": 0.4628270054838033, "capital_efficiency": 0.1823115850274058, "financial_health": -0.28167820717407893, "margin_quality": 0.7295496935784705, "growth_momentum": 3.7801463676648317, "company_age_years": 30.119096509240247, "ebitda": 3419600000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "MLM", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 11.232328056768559, "revenue_cagr_3y": 0.0664812508148207, "revenue_cagr_5y": 0.05870871947164469, "earnings_cagr_3y": 0.12551013106411935, "quarterly_revenue_growth_yoy": -0.05265797392176529, "quarterly_earnings_growth_yoy": -0.12949640287769784, "revenue_growth_qoq": 0.07086167800453515, "gross_margin": 0.31709899417681314, "operating_margin": 0.25886712546320806, "net_margin": 0.19216516675489678, "roa_ttm": 0.12049911955795738, "roe_ttm": 0.21643581633765951, "debt_to_ebitda": 1.2424187287724406, "net_debt_to_ebitda": 1.2266496846191168, "interest_coverage": 86.77894736842106, "debt_to_equity": 0.44683171556331114, "current_ratio": 2.3353474320241694, "quick_ratio": 1.2386706948640482, "fcf_to_ebitda": 0.15790271712760795, "capex_to_revenue": 0.124105525014588, "working_capital_to_revenue": 0.20361782500537454, "capital_efficiency": 0.16846746794780845, "financial_health": -0.42742385925123, "margin_quality": 0.2560437621316393, "growth_momentum": -0.09107718839973157, "company_age_years": 30.62012320328542, "ebitda": 3297600000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 10.529393520485566, "revenue_cagr_3y": -0.06535427497690749, "revenue_cagr_5y": -0.05126464180912982, "earnings_cagr_3y": 0.01091093219307826, "quarterly_revenue_growth_yoy": -0.1554434200716455, "quarterly_earnings_growth_yoy": 0.2927501853224611, "revenue_growth_qoq": 0.07488703864046567, "gross_margin": 0.08477420459169722, "operating_margin": 0.05523773433782542, "net_margin": 0.02346769383804826, "roa_ttm": 0.02611353137844645, "roe_ttm": 0.05061719783886499, "debt_to_ebitda": 2.678184198056317, "net_debt_to_ebitda": 1.2832433570834716, "interest_coverage": 34.47870139739097, "debt_to_equity": 0.5890458290535958, "current_ratio": 3.8746098714301382, "quick_ratio": 2.5793127028055713, "fcf_to_ebitda": 1.0817420659069399, "capex_to_revenue": 0.02394713638716652, "working_capital_to_revenue": 0.2828246573304462, "capital_efficiency": 0.03836536460865572, "financial_health": -0.4258279552970622, "margin_quality": 0.05449321092252363, "growth_momentum": 0.06865338262540781, "company_age_years": 32.580424366872, "ebitda": 1633394000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 10.181837371872696, "revenue_cagr_3y": -0.030941278712537157, "revenue_cagr_5y": -0.03629435275530235, "earnings_cagr_3y": 0.420337583411988, "quarterly_revenue_growth_yoy": -0.02566476248786892, "quarterly_earnings_growth_yoy": 0.952390143472946, "revenue_growth_qoq": 0.14269550669936504, "gross_margin": 0.13784536710873782, "operating_margin": 0.09975782967149437, "net_margin": 0.05717876513387907, "roa_ttm": 0.03312193044187566, "roe_ttm": 0.06526887625081482, "debt_to_ebitda": 2.4156463603253004, "net_debt_to_ebitda": 1.428241502990792, "interest_coverage": 41.49021321618327, "debt_to_equity": 0.5753430626228996, "current_ratio": 3.37713495321542, "quick_ratio": 2.1953134845783397, "fcf_to_ebitda": 0.7774944979405389, "capex_to_revenue": 0.027245178931286487, "working_capital_to_revenue": 0.2942032112224987, "capital_efficiency": 0.04919540334634524, "financial_health": -0.45336546915490583, "margin_quality": 0.0982606539713704, "growth_momentum": 0.46336269049253853, "company_age_years": 32.82956878850103, "ebitda": 1803870000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 10.186662327247214, "revenue_cagr_3y": 0.008237089718907908, "revenue_cagr_5y": 0.005561192053148867, "earnings_cagr_3y": -0.28459242903630877, "quarterly_revenue_growth_yoy": 0.2008427160496931, "quarterly_earnings_growth_yoy": 1.079024162944886, "revenue_growth_qoq": -0.09075957378968358, "gross_margin": 0.1622226781590666, "operating_margin": 0.029322787234977984, "net_margin": 0.010474218516107015, "roa_ttm": 0.05948489133730984, "roe_ttm": 0.13054745099111043, "debt_to_ebitda": 2.3421198295900045, "net_debt_to_ebitda": 1.5058875321854077, "interest_coverage": 27.836980276079558, "debt_to_equity": 0.8051964113671926, "current_ratio": 4.110007505453729, "quick_ratio": 2.3210285978830414, "fcf_to_ebitda": 0.6483867794120716, "capex_to_revenue": 0.025479905193562285, "working_capital_to_revenue": 0.28504936731631253, "capital_efficiency": 0.09501617116421013, "financial_health": -0.672959589574818, "margin_quality": 0.0673398946367172, "growth_momentum": 0.6399334394972895, "company_age_years": 20.109514031485283, "ebitda": 1006279000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 8.746585534514391, "revenue_cagr_3y": 0.08343618514859563, "revenue_cagr_5y": 0.07715316863328803, "earnings_cagr_3y": 0.9484657052987024, "quarterly_revenue_growth_yoy": 0.0995090819418499, "quarterly_earnings_growth_yoy": 0.13312617955651165, "revenue_growth_qoq": 0.11444399885468691, "gross_margin": 0.1779716768278047, "operating_margin": 0.1241983582161202, "net_margin": 0.08738937160962028, "roa_ttm": 0.12039258761134136, "roe_ttm": 0.24187351381658959, "debt_to_ebitda": 1.7385926761839885, "net_debt_to_ebitda": 1.0133733427692435, "interest_coverage": 42.618071231502384, "debt_to_equity": 0.6809393096934669, "current_ratio": 4.243141947626461, "quick_ratio": 2.384208936496503, "fcf_to_ebitda": 0.3701986102140294, "capex_to_revenue": 0.017787588383435353, "working_capital_to_revenue": 0.28559154596429714, "capital_efficiency": 0.18113305071396546, "financial_health": -0.5367789544671198, "margin_quality": 0.12985313555118175, "growth_momentum": 0.11631763074918078, "company_age_years": 21.35523613963039, "ebitda": 1359346000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 11.160971555296177, "revenue_cagr_3y": -0.024909733559624114, "revenue_cagr_5y": -0.0021441349050842495, "earnings_cagr_3y": 0.006400174214088228, "quarterly_revenue_growth_yoy": -0.13210702341137123, "quarterly_earnings_growth_yoy": 0.3973509933774834, "revenue_growth_qoq": -0.033879374534623974, "gross_margin": 0.4504816955684008, "operating_margin": 0.24046242774566473, "net_margin": 0.16262042389210019, "roa_ttm": 0.08444784103935804, "roe_ttm": 0.3524720893141946, "debt_to_ebitda": 2.6936095710533996, "net_debt_to_ebitda": 2.6507149110008754, "interest_coverage": 81.5952380952381, "debt_to_equity": 2.1032125768967873, "current_ratio": 1.387216059165346, "quick_ratio": 1.1067089276281035, "fcf_to_ebitda": 0.3329442661219726, "capex_to_revenue": 0.1430029695619896, "working_capital_to_revenue": 0.06802152932442465, "capital_efficiency": 0.21845996517677632, "financial_health": -2.036860484138404, "margin_quality": 0.2845215157353886, "growth_momentum": 0.1326219849830561, "company_age_years": 13.96851471594798, "ebitda": 3427000000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 12.523653220996122, "revenue_cagr_3y": -0.04581081291592759, "revenue_cagr_5y": -0.014712295262298669, "earnings_cagr_3y": -0.030775433380790918, "quarterly_revenue_growth_yoy": -0.08995284729778745, "quarterly_earnings_growth_yoy": -0.14423076923076922, "revenue_growth_qoq": -0.03314065510597303, "gross_margin": 0.44958150657632523, "operating_margin": 0.22080510163411718, "net_margin": 0.14188919888401755, "roa_ttm": 0.07816031537450722, "roe_ttm": 0.30421440261865795, "debt_to_ebitda": 2.804652549955264, "net_debt_to_ebitda": 2.7387414255890246, "interest_coverage": 51.58461538461538, "debt_to_equity": 1.9238952536824878, "current_ratio": 1.595330739299611, "quick_ratio": 1.2879377431906616, "fcf_to_ebitda": 0.37399343871160157, "capex_to_revenue": 0.13934270516717326, "working_capital_to_revenue": 0.10172872340425532, "capital_efficiency": 0.1911873589965826, "financial_health": -1.875044916779756, "margin_quality": 0.27075860236481997, "growth_momentum": -0.11709180826427834, "company_age_years": 14.217659137577002, "ebitda": 3353000000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 12.04579605369515, "revenue_cagr_3y": -0.04019135981352273, "revenue_cagr_5y": -0.013886287921980878, "earnings_cagr_3y": -0.035717478383063606, "quarterly_revenue_growth_yoy": -0.026661796932067203, "quarterly_earnings_growth_yoy": 0.29545454545454547, "revenue_growth_qoq": 0.06217616580310881, "gross_margin": 0.449155722326454, "operating_margin": 0.22063789868667918, "net_margin": 0.149718574108818, "roa_ttm": 0.07965271818686588, "roe_ttm": 0.3070038910505837, "debt_to_ebitda": 2.8741339491916857, "net_debt_to_ebitda": 2.7104503464203233, "interest_coverage": 78.72727272727273, "debt_to_equity": 1.936964980544747, "current_ratio": 1.3275020341741253, "quick_ratio": 1.1000813669650122, "fcf_to_ebitda": 0.36200923787528866, "capex_to_revenue": 0.14079387852702058, "working_capital_to_revenue": 0.07699665231946437, "capital_efficiency": 0.19332830461872477, "financial_health": -1.7593172798117307, "margin_quality": 0.2731707317073171, "growth_momentum": 0.13439637426123913, "company_age_years": 14.466803559206022, "ebitda": 3464000000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "LIN", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 13.086954487369985, "revenue_cagr_3y": -0.03400055259784196, "revenue_cagr_5y": -0.012752047702489389, "earnings_cagr_3y": -0.08670048067949021, "quarterly_revenue_growth_yoy": 0.011169024571854059, "quarterly_earnings_growth_yoy": -0.1546134663341646, "revenue_growth_qoq": 0.019136960600375234, "gross_margin": 0.33100147275405006, "operating_margin": 0.21575846833578793, "net_margin": 0.1248159057437408, "roa_ttm": 0.07623453686010258, "roe_ttm": 0.2890371782650143, "debt_to_ebitda": 2.92481426448737, "net_debt_to_ebitda": 2.738484398216939, "interest_coverage": 101.96969696969697, "debt_to_equity": 1.8764537654909437, "current_ratio": 1.3401807723911257, "quick_ratio": 1.1191454396055875, "fcf_to_ebitda": 0.4145616641901932, "capex_to_revenue": 0.13762517882689557, "working_capital_to_revenue": 0.07896995708154507, "capital_efficiency": 0.18263585756255843, "financial_health": -1.7272882024297314, "margin_quality": 0.22385861561119294, "growth_momentum": -0.07172222088115526, "company_age_years": 14.718685831622176, "ebitda": 3365000000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "APD", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 11.82772230307101, "revenue_cagr_3y": -0.08465973133025584, "revenue_cagr_5y": -0.03320412834855346, "earnings_cagr_3y": 0.9585838994745219, "quarterly_revenue_growth_yoy": 0.1140429841341285, "quarterly_earnings_growth_yoy": 5.500316923727023, "revenue_growth_qoq": 0.051845949535192566, "gross_margin": 0.29104590677238523, "operating_margin": 0.19978788950053028, "net_margin": 1.075703247310742, "roa_ttm": 0.17741096158688416, "roe_ttm": 0.3402880631935948, "debt_to_ebitda": 1.4340833613194521, "net_debt_to_ebitda": 0.7365573342288891, "interest_coverage": 87.8655737704918, "debt_to_equity": 0.41247558331723444, "current_ratio": 2.034392652653422, "quick_ratio": 1.9103485378319178, "fcf_to_ebitda": 0.35863278480540317, "capex_to_revenue": 0.11746216672127766, "working_capital_to_revenue": 0.3266707928301841, "capital_efficiency": 0.25884951239023946, "financial_health": -0.2496222838799526, "margin_quality": 0.5221790145278858, "growth_momentum": 2.8071799539305755, "company_age_years": 30.245037645448324, "ebitda": 2679900000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 10.767896629213483, "revenue_cagr_3y": -0.033735830731890015, "revenue_cagr_5y": -0.08199457708787472, "earnings_cagr_3y": -0.18055398498960062, "quarterly_revenue_growth_yoy": -0.12001967535661584, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": -0.12217860647693818, "gross_margin": 0.22023476802683062, "operating_margin": 0.16321967579653437, "net_margin": 0.12241475684740079, "roa_ttm": 0.0016610605871849177, "roe_ttm": 0.0036029544226265538, "debt_to_ebitda": 2.2993258426966294, "net_debt_to_ebitda": 1.3559550561797753, "interest_coverage": 33.208955223880594, "debt_to_equity": 0.4608178706539362, "current_ratio": 2.8048107255520507, "quick_ratio": 2.2551261829652995, "fcf_to_ebitda": 0.5092134831460674, "capex_to_revenue": 0.1683387622149837, "working_capital_to_revenue": 0.5963517915309446, "capital_efficiency": 0.0026320075049057357, "financial_health": -0.3228520589823733, "margin_quality": 0.16862306689025527, "growth_momentum": -0.06000983767830792, "company_age_years": 38.71321013004791, "ebitda": 2225000000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 12.623662626795687, "revenue_cagr_3y": -0.061138276530183555, "revenue_cagr_5y": -0.08277926610049802, "earnings_cagr_3y": -0.3494677562342172, "quarterly_revenue_growth_yoy": -0.011563876651982379, "quarterly_earnings_growth_yoy": -0.2637795275590551, "revenue_growth_qoq": 0.003353828954723309, "gross_margin": 0.14818941504178273, "operating_margin": 0.10027855153203342, "net_margin": -0.1788300835654596, "roa_ttm": -0.0012838191241500642, "roe_ttm": -0.002518421789012219, "debt_to_ebitda": 2.931472081218274, "net_debt_to_ebitda": 1.1827411167512691, "interest_coverage": 63.04, "debt_to_equity": 0.43092995056431305, "current_ratio": 2.6725714285714286, "quick_ratio": 1.884, "fcf_to_ebitda": 1.0488578680203047, "capex_to_revenue": 0.14802717533315912, "working_capital_to_revenue": 0.38241442383067675, "capital_efficiency": -0.0019011204565811417, "financial_health": -0.24662534509455175, "margin_quality": 0.023212627669452184, "growth_momentum": -0.13767170210551874, "company_age_years": 38.965092402464066, "ebitda": 1576000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 12.051081926203878, "revenue_cagr_3y": -0.022616493144028027, "revenue_cagr_5y": -0.0929847579025449, "earnings_cagr_3y": -0.22805573706383586, "quarterly_revenue_growth_yoy": -0.18946850393700787, "quarterly_earnings_growth_yoy": -0.11538461538461539, "revenue_growth_qoq": -0.08245125348189415, "gross_margin": 0.20947176684881602, "operating_margin": 0.1572556162720097, "net_margin": 0.02792956891317547, "roa_ttm": -0.0015737517287424292, "roe_ttm": -0.0030683403068340305, "debt_to_ebitda": 2.889931207004378, "net_debt_to_ebitda": 1.0644152595372107, "interest_coverage": 24.6, "debt_to_equity": 0.4296606229660623, "current_ratio": 3.091373801916933, "quick_ratio": 2.1725239616613417, "fcf_to_ebitda": 1.0137585991244529, "capex_to_revenue": 0.13977163296189296, "working_capital_to_revenue": 0.45026826248452334, "capital_efficiency": -0.00232104601778823, "financial_health": -0.23727056382338907, "margin_quality": 0.13155231734466707, "growth_momentum": -0.15242655966081164, "company_age_years": 39.21149897330596, "ebitda": 1599000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 12.088935214881333, "revenue_cagr_3y": 0.02035709212317771, "revenue_cagr_5y": -0.033997521459766644, "earnings_cagr_3y": -0.009346341206145081, "quarterly_revenue_growth_yoy": -0.07998037291462218, "quarterly_earnings_growth_yoy": 6.608695652173913, "revenue_growth_qoq": 0.1384335154826958, "gross_margin": 0.24746666666666667, "operating_margin": 0.19413333333333332, "net_margin": 0.09333333333333334, "roa_ttm": 0.005628606565131019, "roe_ttm": 0.010889458272327965, "debt_to_ebitda": 2.9653624118024373, "net_debt_to_ebitda": 0.9737010904425915, "interest_coverage": 25.557377049180328, "debt_to_equity": 0.42304172767203513, "current_ratio": 3.2430025445292623, "quick_ratio": 2.2977099236641223, "fcf_to_ebitda": 0.9499679281590764, "capex_to_revenue": 0.12735716296087812, "working_capital_to_revenue": 0.49620039403321137, "capital_efficiency": 0.008259032418729492, "financial_health": -0.22337751920258095, "margin_quality": 0.17831111111111111, "growth_momentum": 3.2643576396296456, "company_age_years": 39.460643394934976, "ebitda": 1559000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 8.404435864435865, "revenue_cagr_3y": -0.039605641023767735, "revenue_cagr_5y": 0.004048715456574481, "earnings_cagr_3y": 0.18714919675472186, "quarterly_revenue_growth_yoy": -0.010445299615173173, "quarterly_earnings_growth_yoy": -0.546875, "revenue_growth_qoq": -0.11764705882352941, "gross_margin": 0.24333333333333335, "operating_margin": 0.19277777777777777, "net_margin": 0.04833333333333333, "roa_ttm": 0.011302681992337164, "roe_ttm": 0.022478331269644727, "debt_to_ebitda": 1.7674817674817676, "net_debt_to_ebitda": 0.24667524667524668, "interest_coverage": 38.21311475409836, "debt_to_equity": 0.39241832555481476, "current_ratio": 2.9735537190082644, "quick_ratio": 2.2170798898071626, "fcf_to_ebitda": 0.47576147576147576, "capex_to_revenue": 0.14165401076901837, "working_capital_to_revenue": 0.4945464586497308, "capital_efficiency": 0.016890506630990947, "financial_health": -0.15596561559046493, "margin_quality": 0.16148148148148148, "growth_momentum": -0.2786601498075866, "company_age_years": 41.210130047912386, "ebitda": 2331000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 10.78498478187352, "revenue_cagr_3y": -0.0724505239551475, "revenue_cagr_5y": 0.07518837440024417, "earnings_cagr_3y": -0.426810303054332, "quarterly_revenue_growth_yoy": -0.06734006734006734, "quarterly_earnings_growth_yoy": -0.25821596244131456, "revenue_growth_qoq": -0.07837338262476895, "gross_margin": 0.1596470116325712, "operating_margin": 0.10629763337344565, "net_margin": 0.06337745687926194, "roa_ttm": -0.021636382732906207, "roe_ttm": -0.043200167767641816, "debt_to_ebitda": 1.9171457558336151, "net_debt_to_ebitda": 0.838349678728441, "interest_coverage": 61.604166666666664, "debt_to_equity": 0.2972108629548076, "current_ratio": 2.1207264957264957, "quick_ratio": 1.4241452991452992, "fcf_to_ebitda": 0.25870815015218124, "capex_to_revenue": 0.21739525583931654, "working_capital_to_revenue": 0.28601290557120784, "capital_efficiency": -0.03241827525027401, "financial_health": -0.2085204786245538, "margin_quality": 0.1097740339617596, "growth_momentum": -0.16277801489069094, "company_age_years": 45.711156741957566, "ebitda": 2957000000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 11.93178761061947, "revenue_cagr_3y": -0.03336937392463191, "revenue_cagr_5y": -0.06127510394541569, "earnings_cagr_3y": -0.7038490772461249, "quarterly_revenue_growth_yoy": 0.02387979608264019, "quarterly_earnings_growth_yoy": -0.9416058394160584, "revenue_growth_qoq": 0.18804483188044832, "gross_margin": 0.10455974842767296, "operating_margin": 0.07337526205450734, "net_margin": 0.0020964360587002098, "roa_ttm": -0.006150604033423999, "roe_ttm": -0.026995052699505268, "debt_to_ebitda": 4.367256637168142, "net_debt_to_ebitda": 3.4734513274336285, "interest_coverage": 16.02836879432624, "debt_to_equity": 1.0615186061518607, "current_ratio": 2.4306637581801183, "quick_ratio": 1.1972577126830788, "fcf_to_ebitda": -0.5176991150442478, "capex_to_revenue": 0.18473112287545276, "working_capital_to_revenue": 0.3197966007244358, "capital_efficiency": -0.016572828366464634, "financial_health": -1.006749770574999, "margin_quality": 0.060010482180293506, "growth_momentum": -0.45886302166670906, "company_age_years": 24.476386036960985, "ebitda": 2260000000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 11.522510396975425, "revenue_cagr_3y": -0.0360513658177648, "revenue_cagr_5y": 0.0024869204893380736, "earnings_cagr_3y": 0.05963349792258299, "quarterly_revenue_growth_yoy": 0.1603362391033624, "quarterly_earnings_growth_yoy": 2.5450236966824646, "revenue_growth_qoq": 0.29275060700659034, "gross_margin": 0.2390662731419372, "operating_margin": 0.2141132277971559, "net_margin": 0.08746981486450228, "roa_ttm": -0.0026764641475461692, "roe_ttm": -0.012020544202819365, "debt_to_ebitda": 3.7920604914933835, "net_debt_to_ebitda": 2.883553875236295, "interest_coverage": 22.041666666666668, "debt_to_equity": 1.096055075947984, "current_ratio": 2.6069121447028425, "quick_ratio": 1.3498062015503876, "fcf_to_ebitda": -0.16559546313799622, "capex_to_revenue": 0.17067736185383245, "working_capital_to_revenue": 0.36950386215092096, "capital_efficiency": -0.007348504175182767, "financial_health": -1.0324504493653843, "margin_quality": 0.1802164386011985, "growth_momentum": 1.3526799678929136, "company_age_years": 25.22655715263518, "ebitda": 2645000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 11.40092101878055, "revenue_cagr_3y": -0.04257034327164333, "revenue_cagr_5y": 0.02169904305279835, "earnings_cagr_3y": -0.11574450561187322, "quarterly_revenue_growth_yoy": 0.10718029350104821, "quarterly_earnings_growth_yoy": 87.5, "revenue_growth_qoq": 0.13361953313657096, "gross_margin": 0.27455621301775146, "operating_margin": 0.2276923076923077, "net_margin": 0.16757396449704143, "roa_ttm": 0.013999620349278664, "roe_ttm": 0.057990957342244936, "debt_to_ebitda": 2.508103936197582, "net_debt_to_ebitda": 1.5672755338307178, "interest_coverage": 16.470338983050848, "debt_to_equity": 0.9582268527619422, "current_ratio": 2.722563652326602, "quick_ratio": 1.5832601697395376, "fcf_to_ebitda": 0.27167481348083355, "capex_to_revenue": 0.14135370864268723, "working_capital_to_revenue": 0.4242773733150724, "capital_efficiency": 0.0359952888457618, "financial_health": -0.86437607217558, "margin_quality": 0.22327416173570017, "growth_momentum": 43.80359014675052, "company_age_years": 25.478439425051334, "ebitda": 3887000000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 12.376606730260356, "revenue_cagr_3y": 0.10487090336705784, "revenue_cagr_5y": 0.044371981777912906, "earnings_cagr_3y": 0.39537940559317875, "quarterly_revenue_growth_yoy": -0.021490178696613765, "quarterly_earnings_growth_yoy": 4.292496810854691, "revenue_growth_qoq": -0.06981758536813445, "gross_margin": 0.3898761032496031, "operating_margin": 0.2805610828774737, "net_margin": 0.263677521787663, "roa_ttm": 0.05508833169049837, "roe_ttm": 0.14687350383653386, "debt_to_ebitda": 4.212843280946184, "net_debt_to_ebitda": 3.9166831928897734, "interest_coverage": 33.74840600372262, "debt_to_equity": 1.0140665846586665, "current_ratio": 1.3185810441287147, "quick_ratio": 0.8849585910678166, "fcf_to_ebitda": 0.3034308439169613, "capex_to_revenue": 0.06305265850092323, "working_capital_to_revenue": 0.10744979323183555, "capital_efficiency": 0.10098091776351611, "financial_health": -0.8504039191802193, "margin_quality": 0.3113715693049133, "growth_momentum": 2.1355033160790384, "company_age_years": 22.116358658453116, "ebitda": 852181000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 12.242546050527265, "revenue_cagr_3y": 0.0022585266235219947, "revenue_cagr_5y": -0.0030536940941980895, "earnings_cagr_3y": 0.5688248501361122, "quarterly_revenue_growth_yoy": -0.25119282680874894, "quarterly_earnings_growth_yoy": 2.4552831531345407, "revenue_growth_qoq": 0.06520542499350163, "gross_margin": 0.345890002942633, "operating_margin": 0.1196460227802858, "net_margin": 0.8642584923670971, "roa_ttm": 0.07887007399763295, "roe_ttm": 0.169608559754755, "debt_to_ebitda": 2.9372934265956205, "net_debt_to_ebitda": 0.12336259970692301, "interest_coverage": 44.02674526499645, "debt_to_equity": 0.624301263062369, "current_ratio": 2.9002800624154133, "quick_ratio": 2.5053482009958747, "fcf_to_ebitda": 0.6654347680551044, "capex_to_revenue": 0.06815508475457391, "working_capital_to_revenue": 0.7508569032262536, "capital_efficiency": 0.12423931687619397, "financial_health": -0.28095810853174025, "margin_quality": 0.44326483936333866, "growth_momentum": 1.1020451631628958, "company_age_years": 22.869267624914443, "ebitda": 806614000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 10.66953256221575, "revenue_cagr_3y": -0.028582384382405568, "revenue_cagr_5y": 0.061289631418674606, "earnings_cagr_3y": 0.7967184122234403, "quarterly_revenue_growth_yoy": 0.1581752927740357, "quarterly_earnings_growth_yoy": 1.927051377585089, "revenue_growth_qoq": 0.03924520677824176, "gross_margin": 0.364639279331611, "operating_margin": 0.4571517577534859, "net_margin": 0.35422205149705926, "roa_ttm": 0.044376345368351194, "roe_ttm": 0.09056941024091558, "debt_to_ebitda": 1.5463881504569557, "net_debt_to_ebitda": 0.6770438556772679, "interest_coverage": 78.49646828975052, "debt_to_equity": 0.4373552892914617, "current_ratio": 2.19175912316963, "quick_ratio": 1.5528545275286298, "fcf_to_ebitda": 0.07792991017880956, "capex_to_revenue": 0.1523293588690081, "working_capital_to_revenue": 0.37753933965460296, "capital_efficiency": 0.06747287780463339, "financial_health": -0.2603872693028796, "margin_quality": 0.39200436286071877, "growth_momentum": 1.0426133351795623, "company_age_years": 24.36413415468857, "ebitda": 1044631000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 11.063102239265605, "revenue_cagr_3y": 0.12524455560275105, "revenue_cagr_5y": 0.10644363565230175, "earnings_cagr_3y": -0.46851877708061174, "quarterly_revenue_growth_yoy": 0.0768851870296051, "quarterly_earnings_growth_yoy": -0.30251705299546283, "revenue_growth_qoq": 0.1282380047900135, "gross_margin": 0.34215526656215617, "operating_margin": 0.1401269842549196, "net_margin": 0.09106818300885383, "roa_ttm": 0.05407518591425517, "roe_ttm": 0.13560378917922308, "debt_to_ebitda": 3.280338033563956, "net_debt_to_ebitda": 2.6131613711992445, "interest_coverage": 41.02508928571429, "debt_to_equity": 0.7666109733613071, "current_ratio": 1.5792159807408963, "quick_ratio": 1.0334486400245282, "fcf_to_ebitda": -0.1440995383922295, "capex_to_revenue": 0.23730695735001714, "working_capital_to_revenue": 0.22736581632667274, "capital_efficiency": 0.09483948754673913, "financial_health": -0.6509100470112137, "margin_quality": 0.19111681127530988, "growth_momentum": -0.11281593298292886, "company_age_years": 25.867214236824093, "ebitda": 918962000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 13.114126644447927, "revenue_cagr_3y": 0.01196907100918465, "revenue_cagr_5y": -0.03885464997488397, "earnings_cagr_3y": -0.06074072696852029, "quarterly_revenue_growth_yoy": -0.1367185204937111, "quarterly_earnings_growth_yoy": -0.44471393922100155, "revenue_growth_qoq": 0.03411270293498636, "gross_margin": 0.30542412855719986, "operating_margin": 0.14684922040340345, "net_margin": 0.11206611094314632, "roa_ttm": 0.04309519143722383, "roe_ttm": 0.10890596331643008, "debt_to_ebitda": 4.225596179136223, "net_debt_to_ebitda": 3.351212772927319, "interest_coverage": 47.195384270669955, "debt_to_equity": 0.8846377860250985, "current_ratio": 1.6134601348673954, "quick_ratio": 1.0143228864240856, "fcf_to_ebitda": -0.1509236444431784, "capex_to_revenue": 0.2533656474199345, "working_capital_to_revenue": 0.25823794406561973, "capital_efficiency": 0.07600057737682696, "financial_health": -0.7058498456384152, "margin_quality": 0.1881131533012499, "growth_momentum": -0.29071622985735635, "company_age_years": 26.365503080082135, "ebitda": 842532000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 9.835351797761337, "revenue_cagr_3y": 0.3821917148463332, "revenue_cagr_5y": 0.2503067637543699, "earnings_cagr_3y": 1.1015675155559568, "quarterly_revenue_growth_yoy": 1.9310738936529024, "quarterly_earnings_growth_yoy": 220.4003661087866, "revenue_growth_qoq": 0.2529743451229919, "gross_margin": 0.38204021552260264, "operating_margin": 0.31782372839451534, "net_margin": 0.3201045563907824, "roa_ttm": 0.15503863029470666, "roe_ttm": 0.3001966645817223, "debt_to_ebitda": 1.1593972046888348, "net_debt_to_ebitda": 0.6191276935665105, "interest_coverage": 115.42926074295936, "debt_to_equity": 0.40301269243821614, "current_ratio": 1.8923344089689402, "quick_ratio": 1.1349394293719661, "fcf_to_ebitda": 0.23288239466026517, "capex_to_revenue": 0.1723535621898268, "working_capital_to_revenue": 0.3341348702149587, "capital_efficiency": 0.22761764743821447, "financial_health": -0.3057552122121827, "margin_quality": 0.33998950010263346, "growth_momentum": 111.16572000121975, "company_age_years": 28.867898699520875, "ebitda": 2774803999.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 7.747045571903337, "revenue_cagr_3y": 0.5171770393814157, "revenue_cagr_5y": 0.25717944818782223, "earnings_cagr_3y": 1.26067270614455, "quarterly_revenue_growth_yoy": 1.2880091653306471, "quarterly_earnings_growth_yoy": 3.8881732397201074, "revenue_growth_qoq": -0.015538474569416455, "gross_margin": 0.4947346228197866, "operating_margin": 0.42699821567815854, "net_margin": 0.48002288148599437, "roa_ttm": 0.1925236891664358, "roe_ttm": 0.36705223801618087, "debt_to_ebitda": 0.9050284582620611, "net_debt_to_ebitda": 0.46119820146200385, "interest_coverage": 133.51353770026515, "debt_to_equity": 0.351205152433018, "current_ratio": 1.8992508349334978, "quick_ratio": 0.9918356669440507, "fcf_to_ebitda": 0.27330681288014597, "capex_to_revenue": 0.16478026880884497, "working_capital_to_revenue": 0.35932288477295515, "capital_efficiency": 0.2797879635913083, "financial_health": -0.2606316483481823, "margin_quality": 0.46725190666131317, "growth_momentum": 2.5880912025253773, "company_age_years": 29.114305270362767, "ebitda": 3575091999.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 8.746877652889825, "revenue_cagr_3y": 0.45711352150938467, "revenue_cagr_5y": 0.24330311814001893, "earnings_cagr_3y": 0.45458221334418814, "quarterly_revenue_growth_yoy": 0.10459435750464312, "quarterly_earnings_growth_yoy": -0.6628088027953166, "revenue_growth_qoq": -0.025143131985199497, "gross_margin": 0.023774818271995624, "operating_margin": -0.060596486793883485, "net_margin": 0.13093288484875765, "roa_ttm": 0.16046635571202023, "roe_ttm": 0.30614261834556417, "debt_to_ebitda": 1.4489316356950794, "net_debt_to_ebitda": 0.8145677292154239, "interest_coverage": 86.07803763807446, "debt_to_equity": 0.3696090500782243, "current_ratio": 1.8077786448793032, "quick_ratio": 0.9441188021550574, "fcf_to_ebitda": 0.18412327746578894, "capex_to_revenue": 0.19337197996845987, "working_capital_to_revenue": 0.3221964020297073, "capital_efficiency": 0.2333044870287922, "financial_health": -0.2683872967644102, "margin_quality": 0.031370405442289924, "growth_momentum": -0.27910722264533677, "company_age_years": 29.61533196440794, "ebitda": 2524841000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 10.760865671641792, "revenue_cagr_3y": -0.0029314468466083987, "revenue_cagr_5y": -0.05389157381683385, "earnings_cagr_3y": -0.25084269733886433, "quarterly_revenue_growth_yoy": 0.15658362989323843, "quarterly_earnings_growth_yoy": 48.333333333333336, "revenue_growth_qoq": 0.35841170323928945, "gross_margin": 0.23846153846153847, "operating_margin": 0.1976923076923077, "net_margin": 0.11384615384615385, "roa_ttm": 0.04535304535304535, "roe_ttm": 0.1656355455568054, "debt_to_ebitda": 3.52089552238806, "net_debt_to_ebitda": 2.9776119402985075, "interest_coverage": 21.9672131147541, "debt_to_equity": 1.3267716535433072, "current_ratio": 2.796680497925311, "quick_ratio": 2.263485477178423, "fcf_to_ebitda": 0.4544776119402985, "capex_to_revenue": 0.1024609559867487, "working_capital_to_revenue": 0.2049219119734974, "capital_efficiency": 0.10549429545492538, "financial_health": -1.2642476559799394, "margin_quality": 0.18333333333333335, "growth_momentum": 24.24495848161329, "company_age_years": 12.88432580424367, "ebitda": 1340000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 10.861613114754098, "revenue_cagr_3y": 0.03893589007666143, "revenue_cagr_5y": -0.010614953123978643, "earnings_cagr_3y": -0.30663872564936534, "quarterly_revenue_growth_yoy": 0.19540229885057472, "quarterly_earnings_growth_yoy": 1.3448275862068966, "revenue_growth_qoq": -0.2, "gross_margin": 0.16634615384615384, "operating_margin": 0.11538461538461539, "net_margin": 0.028846153846153848, "roa_ttm": 0.053663727576771056, "roe_ttm": 0.20547147846332944, "debt_to_ebitda": 3.08, "net_debt_to_ebitda": 2.4098360655737703, "interest_coverage": 25.847457627118644, "debt_to_equity": 1.3669965075669384, "current_ratio": 2.0266497461928936, "quick_ratio": 1.6916243654822336, "fcf_to_ebitda": 0.6636065573770492, "capex_to_revenue": 0.1048680618744313, "working_capital_to_revenue": 0.1840309372156506, "capital_efficiency": 0.12956760302005024, "financial_health": -1.2893133211880998, "margin_quality": 0.10352564102564103, "growth_momentum": 0.7701149425287357, "company_age_years": 13.136208076659821, "ebitda": 1525000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 8.466509638554216, "revenue_cagr_3y": 0.004816342587387057, "revenue_cagr_5y": -0.031184827895968992, "earnings_cagr_3y": 0.2273923214913922, "quarterly_revenue_growth_yoy": 0.03002729754322111, "quarterly_earnings_growth_yoy": -0.8946236559139785, "revenue_growth_qoq": 0.08846153846153847, "gross_margin": 0.20759717314487633, "operating_margin": 0.1625441696113074, "net_margin": 0.04328621908127209, "roa_ttm": 0.02290498380854593, "roe_ttm": 0.09803921568627451, "debt_to_ebitda": 2.8331325301204817, "net_debt_to_ebitda": 2.422289156626506, "interest_coverage": 27.21311475409836, "debt_to_equity": 1.5899256254225829, "current_ratio": 1.8070921985815602, "quick_ratio": 1.3687943262411348, "fcf_to_ebitda": 0.6475903614457831, "capex_to_revenue": 0.09528110182885527, "working_capital_to_revenue": 0.1284714382479115, "capital_efficiency": 0.06047209974741022, "financial_health": -1.53436909081617, "margin_quality": 0.13780918727915192, "growth_momentum": -0.4322981791853787, "company_age_years": 13.388090349075975, "ebitda": 1660000000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 8.121931449188214, "revenue_cagr_3y": -0.0009970096341136436, "revenue_cagr_5y": -0.024400646073837406, "earnings_cagr_3y": 0.5127124705236672, "quarterly_revenue_growth_yoy": 0.04597701149425287, "quarterly_earnings_growth_yoy": 0.42857142857142855, "revenue_growth_qoq": -0.1157243816254417, "gross_margin": 0.2217782217782218, "operating_margin": 0.16383616383616384, "net_margin": 0.0899100899100899, "roa_ttm": 0.02449389584299181, "roe_ttm": 0.10727580372250423, "debt_to_ebitda": 2.877330126277811, "net_debt_to_ebitda": 2.4738424533974746, "interest_coverage": 27.716666666666665, "debt_to_equity": 1.619289340101523, "current_ratio": 1.7094430992736078, "quick_ratio": 1.1694915254237288, "fcf_to_ebitda": 0.6536380036079374, "capex_to_revenue": 0.09702660406885759, "working_capital_to_revenue": 0.13100827185334227, "capital_efficiency": 0.06588484978274801, "financial_health": -1.538677834022468, "margin_quality": 0.15850815850815853, "growth_momentum": 0.2372742200328407, "company_age_years": 13.634496919917865, "ebitda": 1663000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 10.79166184858192, "revenue_cagr_3y": -0.03309010832819004, "revenue_cagr_5y": -0.029031919665983064, "earnings_cagr_3y": -0.476474754170609, "quarterly_revenue_growth_yoy": 0.2253342627209936, "quarterly_earnings_growth_yoy": 48.0, "revenue_growth_qoq": -0.07562502987714517, "gross_margin": 0.1252003930289083, "operating_margin": 0.041733464342969435, "net_margin": 0.02187516160728138, "roa_ttm": -0.003129232409068907, "roe_ttm": -0.006121472979435677, "debt_to_ebitda": 4.020392218142042, "net_debt_to_ebitda": 3.5051957184155014, "interest_coverage": 21.87863247863248, "debt_to_equity": 0.4921759923481588, "current_ratio": 1.7299707273136682, "quick_ratio": 0.8027020941229452, "fcf_to_ebitda": -0.07899054613641691, "capex_to_revenue": 0.10555054732775274, "working_capital_to_revenue": 0.20874436574372182, "capital_efficiency": -0.004625352694252292, "financial_health": -0.42907906994650274, "margin_quality": 0.0629363396597197, "growth_momentum": 24.112667131360496, "company_age_years": 13.429158110882957, "ebitda": 1279900000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 10.813270377733598, "revenue_cagr_3y": 0.11620394457773653, "revenue_cagr_5y": 0.08935553958031939, "earnings_cagr_3y": 0.15651625229568533, "quarterly_revenue_growth_yoy": 0.4752619911326078, "quarterly_earnings_growth_yoy": 0.08791208791208792, "revenue_growth_qoq": 0.3279365079365079, "gross_margin": 0.16922236262422732, "operating_margin": 0.1343191830880093, "net_margin": 0.08452580171442232, "roa_ttm": -0.0035954483778845637, "roe_ttm": -0.0070295740116457246, "debt_to_ebitda": 3.0550033134526178, "net_debt_to_ebitda": 2.372498343273691, "interest_coverage": 26.152512998266896, "debt_to_equity": 0.4415032178976402, "current_ratio": 1.6695971867007673, "quick_ratio": 0.8875079923273658, "fcf_to_ebitda": 0.5138502319416832, "capex_to_revenue": 0.09778680380403332, "working_capital_to_revenue": 0.1829517289571664, "capital_efficiency": -0.005312511194765144, "financial_health": -0.38273179737999274, "margin_quality": 0.129355782475553, "growth_momentum": 0.28158703952234787, "company_age_years": 13.930184804928132, "ebitda": 1509000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 8.903158914728682, "revenue_cagr_3y": 0.05227683330232602, "revenue_cagr_5y": 0.13635206867907135, "earnings_cagr_3y": -0.10184901049950823, "quarterly_revenue_growth_yoy": 0.20488551077967398, "quarterly_earnings_growth_yoy": 1.260496404546509, "revenue_growth_qoq": -0.13920289607595368, "gross_margin": 0.1849633009323547, "operating_margin": 0.10236064272961715, "net_margin": 0.04455465185479072, "roa_ttm": 0.02336076981192095, "roe_ttm": 0.045204043357410094, "debt_to_ebitda": 2.5598352713178296, "net_debt_to_ebitda": 2.046451065891473, "interest_coverage": 37.6127562642369, "debt_to_equity": 0.40652861800659784, "current_ratio": 1.705922615452752, "quick_ratio": 0.7918830776663849, "fcf_to_ebitda": 0.27573885658914726, "capex_to_revenue": 0.09955879131768068, "working_capital_to_revenue": 0.18287734815850135, "capital_efficiency": 0.034282406584665526, "financial_health": -0.3607880303566654, "margin_quality": 0.11062619850558753, "growth_momentum": 0.7326909576630916, "company_age_years": 14.182067077344286, "ebitda": 1651200000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 8.140673838256976, "revenue_cagr_3y": 0.043061357616716034, "revenue_cagr_5y": -0.008865921168258017, "earnings_cagr_3y": -0.20138479444034296, "quarterly_revenue_growth_yoy": -0.01758287221389047, "quarterly_earnings_growth_yoy": 2.0921985815602837, "revenue_growth_qoq": -0.24630033723467565, "gross_margin": 0.16292046112544087, "operating_margin": 0.10638521871874507, "net_margin": 0.06885297678580829, "roa_ttm": 0.02731679163426313, "roe_ttm": 0.05268271516432102, "debt_to_ebitda": 2.461311636542347, "net_debt_to_ebitda": 2.2512968929175994, "interest_coverage": 33.357012750455375, "debt_to_equity": 0.42517828170395805, "current_ratio": 1.7296429167361922, "quick_ratio": 0.6566827965960287, "fcf_to_ebitda": 0.1420848577513242, "capex_to_revenue": 0.10939675295447647, "working_capital_to_revenue": 0.18308856625459266, "capital_efficiency": 0.03999975339929208, "financial_health": -0.3788041949831842, "margin_quality": 0.11271955220999808, "growth_momentum": 1.0373078546731966, "company_age_years": 14.428473648186174, "ebitda": 1831300000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 9.456704431185896, "revenue_cagr_3y": 0.09137951400547561, "revenue_cagr_5y": -0.02257687170640932, "earnings_cagr_3y": 1.8377929182583697, "quarterly_revenue_growth_yoy": -0.0127437641723356, "quarterly_earnings_growth_yoy": -4.43298969072165, "revenue_growth_qoq": 0.1459177764910249, "gross_margin": 0.10436859754697046, "operating_margin": -0.11112131930727182, "net_margin": -0.10707887362763563, "roa_ttm": 0.012473418297899138, "roe_ttm": 0.024587033323784972, "debt_to_ebitda": 3.1905208822149227, "net_debt_to_ebitda": 2.9210967352684856, "interest_coverage": 28.092278719397363, "debt_to_equity": 0.45443521436073714, "current_ratio": 1.6735130001187226, "quick_ratio": 0.599509280145633, "fcf_to_ebitda": -0.12629885365690152, "capex_to_revenue": 0.1253516986519968, "working_capital_to_revenue": 0.1786734136816025, "capital_efficiency": 0.018530225810842054, "financial_health": -0.41423749883250655, "margin_quality": -0.037943865129312325, "growth_momentum": -2.2228667274469927, "company_age_years": 14.677618069815194, "ebitda": 1491700000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 9.607144254183847, "revenue_cagr_3y": 0.5424740081723369, "revenue_cagr_5y": 0.20499338506886167, "earnings_cagr_3y": 0.2029420267128983, "quarterly_revenue_growth_yoy": 0.04486215538847118, "quarterly_earnings_growth_yoy": 1.1350574712643677, "revenue_growth_qoq": -0.5204187277119522, "gross_margin": 0.27344686975293836, "operating_margin": 0.07867594147277525, "net_margin": 0.03382106020628448, "roa_ttm": 0.09337647758040019, "roe_ttm": 0.18382735309412376, "debt_to_ebitda": 2.8042687363570216, "net_debt_to_ebitda": 2.6665049721076888, "interest_coverage": 28.047619047619047, "debt_to_equity": 0.501040041601664, "current_ratio": 1.275780635003936, "quick_ratio": 0.7676462870637628, "fcf_to_ebitda": 0.3461072034926025, "capex_to_revenue": 0.0878434842451949, "working_capital_to_revenue": 0.10332792606793492, "capital_efficiency": 0.13860191533726196, "financial_health": -0.3582284692254978, "margin_quality": 0.12864795714399938, "growth_momentum": 0.5899598133264194, "company_age_years": 1.7412731006160165, "ebitda": 4123000000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "PPG", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 11.940085195001894, "revenue_cagr_3y": -0.008746551241635148, "revenue_cagr_5y": -0.010452044077401967, "earnings_cagr_3y": 0.02758032835988322, "quarterly_revenue_growth_yoy": -0.0775609756097561, "quarterly_earnings_growth_yoy": 0.09792284866468842, "revenue_growth_qoq": 0.10876575784227499, "gross_margin": 0.47435219460602857, "operating_margin": 0.16922263352723427, "net_margin": 0.09783183500793231, "roa_ttm": 0.08487940630797773, "roe_ttm": 0.2738496071829405, "debt_to_ebitda": 1.9356304430140099, "net_debt_to_ebitda": 1.327906096175691, "interest_coverage": 85.19354838709677, "debt_to_equity": 0.9562289562289562, "current_ratio": 1.6244571428571428, "quick_ratio": 1.2123428571428572, "fcf_to_ebitda": 0.4331692540704279, "capex_to_revenue": 0.032982071985767074, "working_capital_to_revenue": 0.18694402627617354, "capital_efficiency": 0.17936450674545912, "financial_health": -0.7348544496361957, "margin_quality": 0.2471355543803984, "growth_momentum": 0.010180936527466163, "company_age_years": 33.23477070499658, "ebitda": 2641000000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 13.702620689655172, "revenue_cagr_3y": -0.021562896623261052, "revenue_cagr_5y": 0.004300724921631804, "earnings_cagr_3y": 0.14540885088067323, "quarterly_revenue_growth_yoy": -0.07235772357723577, "quarterly_earnings_growth_yoy": 0.2595419847328244, "revenue_growth_qoq": 0.5733108625708595, "gross_margin": 0.38251046840003894, "operating_margin": 0.1379881195832116, "net_margin": 0.08033888401986561, "roa_ttm": 0.013302067789383927, "roe_ttm": 0.06986638799731283, "debt_to_ebitda": 6.999310344827586, "net_debt_to_ebitda": 4.681724137931035, "interest_coverage": 14.57286432160804, "debt_to_equity": 3.0302306486526835, "current_ratio": 2.6758355238452873, "quick_ratio": 2.1719864814119414, "fcf_to_ebitda": 0.723103448275862, "capex_to_revenue": 0.02520271168416855, "working_capital_to_revenue": 0.474571314635119, "capital_efficiency": 0.04158422789334838, "financial_health": -2.8028467531616683, "margin_quality": 0.20027915733437207, "growth_momentum": 0.09359213057779432, "company_age_years": 5.883641341546886, "ebitda": 580000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 11.667443951564561, "revenue_cagr_3y": -0.0240576004563825, "revenue_cagr_5y": 0.010285034695594941, "earnings_cagr_3y": 0.19057041236149974, "quarterly_revenue_growth_yoy": 0.726367396966447, "quarterly_earnings_growth_yoy": 2.526570048309179, "revenue_growth_qoq": 0.059420834900338476, "gross_margin": 0.3319133830315939, "operating_margin": 0.16897408590699325, "net_margin": 0.1121760738374157, "roa_ttm": 0.04075235109717868, "roe_ttm": 0.1974064368742861, "debt_to_ebitda": 4.62042920513128, "net_debt_to_ebitda": 3.131998561323582, "interest_coverage": 24.973053892215567, "debt_to_equity": 2.589464489686219, "current_ratio": 2.5063311955270513, "quick_ratio": 2.0010689031409306, "fcf_to_ebitda": 0.6700635415417816, "capex_to_revenue": 0.023300246982618015, "working_capital_to_revenue": 0.42686052472156205, "capital_efficiency": 0.11907939398573239, "financial_health": -2.3900465026863693, "margin_quality": 0.2043545142586676, "growth_momentum": 1.626468722637813, "company_age_years": 6.631074606433949, "ebitda": 834100000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 12.292419717976063, "revenue_cagr_3y": 0.06482441266483163, "revenue_cagr_5y": 0.02160562009951894, "earnings_cagr_3y": 0.016002709851850705, "quarterly_revenue_growth_yoy": 0.04900137462602086, "quarterly_earnings_growth_yoy": 0.676605504587156, "revenue_growth_qoq": -0.008938120702826586, "gross_margin": 0.32644723656825714, "operating_margin": 0.12425807446234487, "net_margin": 0.05634779927541818, "roa_ttm": 0.036729417912294934, "roe_ttm": 0.15463440050946564, "debt_to_ebitda": 4.229648062566655, "net_debt_to_ebitda": 3.400402891337836, "interest_coverage": 15.232851985559567, "debt_to_equity": 2.066462108493024, "current_ratio": 1.9763922942206655, "quick_ratio": 1.45723292469352, "fcf_to_ebitda": 0.5183078563810878, "capex_to_revenue": 0.026541673900044364, "working_capital_to_revenue": 0.268850182281118, "capital_efficiency": 0.0956819092108803, "financial_health": -1.9176058237257663, "margin_quality": 0.16901770343534006, "growth_momentum": 0.3628034396065884, "company_age_years": 9.13347022587269, "ebitda": 843900000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 11.554352779829095, "revenue_cagr_3y": 0.06635514102647355, "revenue_cagr_5y": 0.0358223129951174, "earnings_cagr_3y": 0.13487433720984643, "quarterly_revenue_growth_yoy": 0.008403361344537815, "quarterly_earnings_growth_yoy": 0.4027777777777778, "revenue_growth_qoq": -0.0229459659511473, "gross_margin": 0.35, "operating_margin": 0.1462121212121212, "net_margin": 0.07651515151515151, "roa_ttm": 0.04361333333333333, "roe_ttm": 0.17170603674540683, "debt_to_ebitda": 3.7187467032387382, "net_debt_to_ebitda": 3.120582339909273, "interest_coverage": 17.553703703703704, "debt_to_equity": 1.8503937007874016, "current_ratio": 1.9957805907172996, "quick_ratio": 1.420534458509142, "fcf_to_ebitda": 0.5437282413756725, "capex_to_revenue": 0.021017425840411986, "working_capital_to_revenue": 0.2690838606692891, "capital_efficiency": 0.10765968503937008, "financial_health": -1.7642950131233595, "margin_quality": 0.19090909090909092, "growth_momentum": 0.20559056956115782, "company_age_years": 9.883641341546886, "ebitda": 947900000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 10.560087665647298, "revenue_cagr_3y": 0.04854871790440485, "revenue_cagr_5y": 0.036020701584414505, "earnings_cagr_3y": 0.3706807439545108, "quarterly_revenue_growth_yoy": 0.010560394665844446, "quarterly_earnings_growth_yoy": 0.8741450068399452, "revenue_growth_qoq": -0.006818181818181818, "gross_margin": 0.34096109839816935, "operating_margin": 0.14263920671243327, "net_margin": 0.10450038138825324, "roa_ttm": 0.05393847427231342, "roe_ttm": 0.2044979079497908, "debt_to_ebitda": 3.514780835881753, "net_debt_to_ebitda": 2.9102956167176353, "interest_coverage": 20.872340425531913, "debt_to_equity": 1.8033472803347281, "current_ratio": 2.011078286558346, "quick_ratio": 1.4689807976366323, "fcf_to_ebitda": 0.44240570846075433, "capex_to_revenue": 0.026535253980288095, "working_capital_to_revenue": 0.25947687642153144, "capital_efficiency": 0.12921819111105212, "financial_health": -1.696961303564595, "margin_quality": 0.19603356216628529, "growth_momentum": 0.44235270075289485, "company_age_years": 10.13552361396304, "ebitda": 981000000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 7.430293153326905, "revenue_cagr_3y": -0.04767172468082592, "revenue_cagr_5y": -0.0588781228205959, "earnings_cagr_3y": 0.28564079532911757, "quarterly_revenue_growth_yoy": -0.11372549019607843, "quarterly_earnings_growth_yoy": -0.5656934306569343, "revenue_growth_qoq": -0.09033989266547406, "gross_margin": 0.19518190757128812, "operating_margin": 0.07128810226155359, "net_margin": 0.058505408062930184, "roa_ttm": 0.021064814814814814, "roe_ttm": 0.06946564885496183, "debt_to_ebitda": 2.6123432979749275, "net_debt_to_ebitda": 2.184185149469624, "interest_coverage": 34.56666666666667, "debt_to_equity": 1.033969465648855, "current_ratio": 1.8253783469150175, "quick_ratio": 1.1105937136204889, "fcf_to_ebitda": 0.6663452266152362, "capex_to_revenue": 0.03597280105286247, "working_capital_to_revenue": 0.1555165606492652, "capital_efficiency": 0.04526523183488832, "financial_health": -0.8352523324851568, "margin_quality": 0.10832513929859063, "growth_momentum": -0.3397094604265064, "company_age_years": 14.130047912388775, "ebitda": 1037000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 9.078957605985037, "revenue_cagr_3y": -0.10624780724698268, "revenue_cagr_5y": -0.10169469320952107, "earnings_cagr_3y": -0.18294205935675623, "quarterly_revenue_growth_yoy": -0.3097381342062193, "quarterly_earnings_growth_yoy": 3.727272727272727, "revenue_growth_qoq": -0.2310847766636281, "gross_margin": 0.2015411973918198, "operating_margin": 0.09010077059869591, "net_margin": 0.01778304682868998, "roa_ttm": -0.009981515711645102, "roe_ttm": -0.03263497179693795, "debt_to_ebitda": 3.0049875311720697, "net_debt_to_ebitda": 2.483790523690773, "interest_coverage": 29.703703703703702, "debt_to_equity": 0.9709911361804996, "current_ratio": 1.95748031496063, "quick_ratio": 1.453018372703412, "fcf_to_ebitda": 0.7668329177057357, "capex_to_revenue": 0.03852288062814379, "working_capital_to_revenue": 0.22377622377622378, "capital_efficiency": -0.021308243754291526, "financial_health": -0.8364840033701678, "margin_quality": 0.1031416716064019, "growth_momentum": 1.7087672965332539, "company_age_years": 14.63107460643395, "ebitda": 802000000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 11.60015047432123, "revenue_cagr_3y": -0.07335671802290322, "revenue_cagr_5y": -0.040546392234514284, "earnings_cagr_3y": -0.5267967938921665, "quarterly_revenue_growth_yoy": -0.2231139646869984, "quarterly_earnings_growth_yoy": -0.8836967808930426, "revenue_growth_qoq": 0.22178146411828345, "gross_margin": 0.1314935064935065, "operating_margin": 0.003394332939787485, "net_margin": 0.01652892561983471, "roa_ttm": 0.036683464271182194, "roe_ttm": 0.16041609635915685, "debt_to_ebitda": 4.702976774615636, "net_debt_to_ebitda": 3.8985933922145897, "interest_coverage": 25.057377049180328, "debt_to_equity": 1.9678346564467561, "current_ratio": 2.249895441237976, "quick_ratio": 1.412379757423672, "fcf_to_ebitda": 0.49035001635590447, "capex_to_revenue": 0.08587247722807644, "working_capital_to_revenue": 0.2135024111448473, "capital_efficiency": 0.09854978031516952, "financial_health": -1.8062802313675785, "margin_quality": 0.05047225501770957, "growth_momentum": -0.5534053727900206, "company_age_years": 10.425735797399042, "ebitda": 3057000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 13.684695177434032, "revenue_cagr_3y": -0.045778327333974245, "revenue_cagr_5y": 0.023375719210653623, "earnings_cagr_3y": -0.23348083323459046, "quarterly_revenue_growth_yoy": -0.029587969189387456, "quarterly_earnings_growth_yoy": 0.4099173553719008, "revenue_growth_qoq": 0.17134002361275089, "gross_margin": 0.1543404308932846, "operating_margin": 0.11251102431649238, "net_margin": 0.10747133677711981, "roa_ttm": 0.04010959523204248, "roe_ttm": 0.1781457784468699, "debt_to_ebitda": 4.933879284197755, "net_debt_to_ebitda": 4.399150743099788, "interest_coverage": 17.352631578947367, "debt_to_equity": 2.0407728014050934, "current_ratio": 2.114503816793893, "quick_ratio": 1.3249727371864777, "fcf_to_ebitda": 0.4419168941461935, "capex_to_revenue": 0.07015457788347206, "working_capital_to_revenue": 0.22094908658523402, "capital_efficiency": 0.1091276868394562, "financial_health": -1.8679036288343398, "margin_quality": 0.12477426399563225, "growth_momentum": 0.1901646930912567, "company_age_years": 10.677618069815194, "ebitda": 3297000000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 11.505478158205431, "revenue_cagr_3y": -0.023946919148777668, "revenue_cagr_5y": 0.061367212982639474, "earnings_cagr_3y": -0.04624301137569031, "quarterly_revenue_growth_yoy": 0.2119028556178276, "quarterly_earnings_growth_yoy": 6.52112676056338, "revenue_growth_qoq": 0.1442610558145395, "gross_margin": 0.15459149966967628, "operating_margin": 0.11979740145342435, "net_margin": 0.1175952433384717, "roa_ttm": 0.06562972080792256, "roe_ttm": 0.2665909090909091, "debt_to_ebitda": 3.642266824085006, "net_debt_to_ebitda": 3.2994096812278633, "interest_coverage": 38.5, "debt_to_equity": 1.7528409090909092, "current_ratio": 1.7402181818181819, "quick_ratio": 1.0664727272727272, "fcf_to_ebitda": 0.42644628099173554, "capex_to_revenue": 0.05545141610715381, "working_capital_to_revenue": 0.1734433045908456, "capital_efficiency": 0.16611031494941583, "financial_health": -1.525857343224671, "margin_quality": 0.13066138148719078, "growth_momentum": 3.3665148080906038, "company_age_years": 10.924024640657084, "ebitda": 4235000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 8.707794117647058, "revenue_cagr_3y": 0.2294289183853142, "revenue_cagr_5y": 0.0019519961216809545, "earnings_cagr_3y": 0.3163901522846353, "quarterly_revenue_growth_yoy": -0.30543199892168754, "quarterly_earnings_growth_yoy": -0.5654290931223371, "revenue_growth_qoq": 0.005757782765687518, "gross_margin": 0.1395303706578692, "operating_margin": 0.09809819522608189, "net_margin": 0.06928003104987386, "roa_ttm": 0.05743805032303792, "roe_ttm": 0.16294176784471426, "debt_to_ebitda": 2.587344028520499, "net_debt_to_ebitda": 2.037433155080214, "interest_coverage": 39.02608695652174, "debt_to_equity": 0.8979970613254968, "current_ratio": 1.8088926891834116, "quick_ratio": 1.0685478124554653, "fcf_to_ebitda": 0.7185828877005348, "capex_to_revenue": 0.03638773280011161, "working_capital_to_revenue": 0.1319723778743984, "capital_efficiency": 0.11018990908387609, "financial_health": -0.7274003313597657, "margin_quality": 0.10230286564460832, "growth_momentum": -0.43543054602201237, "company_age_years": 13.17180013689254, "ebitda": 4488000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 9.328351405178136, "revenue_cagr_3y": -0.029411187789093685, "revenue_cagr_5y": -0.011040850403695845, "earnings_cagr_3y": -0.23882727453118247, "quarterly_revenue_growth_yoy": -0.18961647311408217, "quarterly_earnings_growth_yoy": -0.00211864406779661, "revenue_growth_qoq": -0.16366200020143015, "gross_margin": 0.1329479768786127, "operating_margin": 0.07839595375722544, "net_margin": 0.056719653179190754, "roa_ttm": 0.057694408038444736, "roe_ttm": 0.16280144849372064, "debt_to_ebitda": 2.477096702810356, "net_debt_to_ebitda": 1.965036512502766, "interest_coverage": 35.58267716535433, "debt_to_equity": 0.8624701440788967, "current_ratio": 2.1151634631181206, "quick_ratio": 1.3178905864958108, "fcf_to_ebitda": 0.5939367116618721, "capex_to_revenue": 0.04243693187621285, "working_capital_to_revenue": 0.17332243897456848, "capital_efficiency": 0.11024792826608268, "financial_health": -0.7861124025297308, "margin_quality": 0.08935452793834298, "growth_momentum": -0.09586755859093939, "company_age_years": 13.924709103353868, "ebitda": 4519000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 10.942744796183868, "revenue_cagr_3y": -0.07709014110655721, "revenue_cagr_5y": -0.0018042106193697505, "earnings_cagr_3y": -0.3864817756954124, "quarterly_revenue_growth_yoy": -0.044220665499124345, "quarterly_earnings_growth_yoy": -0.09484536082474226, "revenue_growth_qoq": 0.013934045517882025, "gross_margin": 0.11378836463582226, "operating_margin": 0.06010077874484654, "net_margin": 0.040219880897847, "roa_ttm": 0.019683559443666062, "roe_ttm": 0.06288896167703897, "debt_to_ebitda": 3.6186036426712924, "net_debt_to_ebitda": 2.894189071986123, "interest_coverage": 24.146596858638745, "debt_to_equity": 0.9110710776285621, "current_ratio": 1.7513581684128832, "quick_ratio": 1.1247574699262708, "fcf_to_ebitda": 0.3811795316565481, "capex_to_revenue": 0.06637075596662871, "working_capital_to_revenue": 0.1799865213450768, "capital_efficiency": 0.04128626056035252, "financial_health": -0.8172455191997986, "margin_quality": 0.07136967475950527, "growth_momentum": -0.0695330131619333, "company_age_years": 5.281314168377824, "ebitda": 4612000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 11.373165907612231, "revenue_cagr_3y": -0.09826077823298751, "revenue_cagr_5y": 0.0021276788178685724, "earnings_cagr_3y": -0.497144483184622, "quarterly_revenue_growth_yoy": 0.013886300093196646, "quarterly_earnings_growth_yoy": -0.2913907284768212, "revenue_growth_qoq": -0.003298213467704993, "gross_margin": 0.08962220792352238, "operating_margin": 0.034102399117565955, "net_margin": 0.019670925636547477, "roa_ttm": 0.017915775648689153, "roe_ttm": 0.05810714870842663, "debt_to_ebitda": 3.6623292127521143, "net_debt_to_ebitda": 3.0370852309694207, "interest_coverage": 23.406091370558375, "debt_to_equity": 0.9222325378187974, "current_ratio": 1.6603860718573935, "quick_ratio": 1.0377759305440104, "fcf_to_ebitda": 0.14985903274777707, "capex_to_revenue": 0.07098193608151922, "working_capital_to_revenue": 0.16558591940713294, "capital_efficiency": 0.03801146217855789, "financial_health": -0.8342037316990951, "margin_quality": 0.047798510892545276, "growth_momentum": -0.13875221419181227, "company_age_years": 5.533196440793977, "ebitda": 4611000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 10.325814084507043, "revenue_cagr_3y": 0.02150188168784939, "revenue_cagr_5y": 0.024515839234749537, "earnings_cagr_3y": 0.1925244604677332, "quarterly_revenue_growth_yoy": 0.13662156263640332, "quarterly_earnings_growth_yoy": 0.04316546762589928, "revenue_growth_qoq": 0.10573248407643313, "gross_margin": 0.25614439324116745, "operating_margin": 0.16167434715821813, "net_margin": 0.11136712749615975, "roa_ttm": 0.09079799584504461, "roe_ttm": 0.2679891794409378, "debt_to_ebitda": 3.23943661971831, "net_debt_to_ebitda": 3.148356807511737, "interest_coverage": 35.5, "debt_to_equity": 1.2443642921550946, "current_ratio": 1.716609167077378, "quick_ratio": 0.9891572203055693, "fcf_to_ebitda": 0.4347417840375587, "capex_to_revenue": 0.06553373359112649, "working_capital_to_revenue": 0.1479597028594688, "capital_efficiency": 0.1793935876429912, "financial_health": -1.1262886273605786, "margin_quality": 0.1763952892985151, "growth_momentum": 0.0898935151311513, "company_age_years": 24.470910335386723, "ebitda": 2130000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 9.481052631578947, "revenue_cagr_3y": 0.010418773189670993, "revenue_cagr_5y": 0.013794467090649132, "earnings_cagr_3y": 0.050188676071553306, "quarterly_revenue_growth_yoy": 0.08468244084682441, "quarterly_earnings_growth_yoy": 0.1780821917808219, "revenue_growth_qoq": 0.0034562211981566822, "gross_margin": 0.25181783390738616, "operating_margin": 0.15652506697282817, "net_margin": 0.1316494450822809, "roa_ttm": 0.09458794587945879, "roe_ttm": 0.26996664911356855, "debt_to_ebitda": 3.0376588021778583, "net_debt_to_ebitda": 2.9500907441016335, "interest_coverage": 34.98412698412698, "debt_to_equity": 1.1751799192557486, "current_ratio": 1.6914893617021276, "quick_ratio": 0.9506769825918762, "fcf_to_ebitda": 0.43920145190562615, "capex_to_revenue": 0.061210248230485494, "working_capital_to_revenue": 0.14255806998305254, "capital_efficiency": 0.18227729749651367, "financial_health": -1.0471087909931234, "margin_quality": 0.1799974486541651, "growth_momentum": 0.13138231631382316, "company_age_years": 24.720054757015742, "ebitda": 2204000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 8.954089420097388, "revenue_cagr_3y": 0.012511386157827209, "revenue_cagr_5y": 0.01671174833847533, "earnings_cagr_3y": 0.17188703691339935, "quarterly_revenue_growth_yoy": 0.03294021960146401, "quarterly_earnings_growth_yoy": 0.2755417956656347, "revenue_growth_qoq": -0.027937236892460773, "gross_margin": 0.2543307086614173, "operating_margin": 0.16181102362204725, "net_margin": 0.16220472440944883, "roa_ttm": 0.09943772154993277, "roe_ttm": 0.27483108108108106, "debt_to_ebitda": 2.933156263833555, "net_debt_to_ebitda": 2.8477202301903497, "interest_coverage": 38.94827586206897, "debt_to_equity": 1.1192567567567568, "current_ratio": 1.693915466790525, "quick_ratio": 0.9391546679052485, "fcf_to_ebitda": 0.3793714032757857, "capex_to_revenue": 0.058544303797468354, "working_capital_to_revenue": 0.14774525316455697, "capital_efficiency": 0.1871344013155069, "financial_health": -0.9844881597769387, "margin_quality": 0.19278215223097114, "growth_momentum": 0.15424100763354937, "company_age_years": 24.971937029431896, "ebitda": 2259000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 7.572343269678622, "revenue_cagr_3y": 0.020548643809678246, "revenue_cagr_5y": 0.00867809079291848, "earnings_cagr_3y": -0.35034057416598563, "quarterly_revenue_growth_yoy": 0.004246284501061571, "quarterly_earnings_growth_yoy": -0.9414802065404475, "revenue_growth_qoq": -0.0688976377952756, "gross_margin": 0.19365750528541226, "operating_margin": 0.09809725158562368, "net_margin": 0.01437632135306554, "roa_ttm": 0.06752110034385746, "roe_ttm": 0.18611063243150094, "debt_to_ebitda": 2.872845831392641, "net_debt_to_ebitda": 2.767582673497904, "interest_coverage": 37.666666666666664, "debt_to_equity": 1.062898500775461, "current_ratio": 1.8179362506753107, "quick_ratio": 0.9627228525121556, "fcf_to_ebitda": 0.47275267815556593, "capex_to_revenue": 0.05216360403082395, "working_capital_to_revenue": 0.1495751827702035, "capital_efficiency": 0.1268158663876792, "financial_health": -1.0068941930360475, "margin_quality": 0.10204369274136715, "growth_momentum": -0.46861696101969297, "company_age_years": 25.22381930184805, "ebitda": 2147000000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 8.883394453004623, "revenue_cagr_3y": 0.008489614804865875, "revenue_cagr_5y": -0.00860200603174932, "earnings_cagr_3y": 0.003906289659725282, "quarterly_revenue_growth_yoy": -0.09835438193647149, "quarterly_earnings_growth_yoy": -0.25, "revenue_growth_qoq": -0.007582139848357203, "gross_margin": 0.25042444821731746, "operating_margin": 0.15619694397283532, "net_margin": 0.10950764006791172, "roa_ttm": 0.0561638779527559, "roe_ttm": 0.15556312830124383, "debt_to_ebitda": 3.2927580893682586, "net_debt_to_ebitda": 3.1972265023112483, "interest_coverage": 35.4, "debt_to_equity": 1.0923496336684273, "current_ratio": 1.5795148247978437, "quick_ratio": 0.8023360287511231, "fcf_to_ebitda": 0.5495634309193631, "capex_to_revenue": 0.050025947067981316, "working_capital_to_revenue": 0.13388687078360145, "capital_efficiency": 0.10586350312699987, "financial_health": -0.9468133102595648, "margin_quality": 0.17204301075268816, "growth_momentum": -0.17417719096823575, "company_age_years": 25.71937029431896, "ebitda": 1947000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 9.02712680756396, "revenue_cagr_3y": 0.006703785131644713, "revenue_cagr_5y": -0.008001028354087225, "earnings_cagr_3y": 0.046641338811786115, "quarterly_revenue_growth_yoy": -0.08740157480314961, "quarterly_earnings_growth_yoy": -0.35436893203883496, "revenue_growth_qoq": -0.016129032258064516, "gross_margin": 0.25064710957722175, "operating_margin": 0.1548748921484038, "net_margin": 0.11475409836065574, "roa_ttm": 0.04753051992315796, "roe_ttm": 0.12740863787375414, "debt_to_ebitda": 3.4838709677419355, "net_debt_to_ebitda": 3.368743047830923, "interest_coverage": 32.69090909090909, "debt_to_equity": 1.040531561461794, "current_ratio": 1.6538461538461537, "quick_ratio": 0.8389423076923077, "fcf_to_ebitda": 0.6218020022246941, "capex_to_revenue": 0.04833740571549984, "working_capital_to_revenue": 0.14448103686391162, "capital_efficiency": 0.08746957889845605, "financial_health": -0.9119231674303724, "margin_quality": 0.1734253666954271, "growth_momentum": -0.2208852534209923, "company_age_years": 25.971252566735114, "ebitda": 1798000000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 12.211513471901462, "revenue_cagr_3y": -0.04794446202253366, "revenue_cagr_5y": -0.028098433666267186, "earnings_cagr_3y": -0.20711941315946703, "quarterly_revenue_growth_yoy": -0.08455565142364108, "quarterly_earnings_growth_yoy": -0.39473684210526316, "revenue_growth_qoq": 0.10636079249217935, "gross_margin": 0.24175306314797362, "operating_margin": 0.13760603204524033, "net_margin": 0.07587181903864279, "roa_ttm": 0.02948341557873696, "roe_ttm": 0.07769547325102881, "debt_to_ebitda": 4.515011547344111, "net_debt_to_ebitda": 4.014626635873749, "interest_coverage": 24.055555555555557, "debt_to_equity": 0.9654320987654321, "current_ratio": 1.975405254332029, "quick_ratio": 1.2275013974287312, "fcf_to_ebitda": 1.0200153964588146, "capex_to_revenue": 0.046613169695539296, "working_capital_to_revenue": 0.2059240028321926, "capital_efficiency": 0.053589444414882885, "financial_health": -0.8639245876869158, "margin_quality": 0.1517436380772856, "growth_momentum": -0.23964624676445212, "company_age_years": 26.973305954825463, "ebitda": 1299000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 11.5753233995585, "revenue_cagr_3y": 0.04398482084434607, "revenue_cagr_5y": 0.04397666829938318, "earnings_cagr_3y": 1.231880619052721, "quarterly_revenue_growth_yoy": 0.22932846048423938, "quarterly_earnings_growth_yoy": 10.8125, "revenue_growth_qoq": -0.010661764705882353, "gross_margin": 0.21070234113712374, "operating_margin": 0.10850984764028242, "net_margin": 0.14046822742474915, "roa_ttm": 0.055222630324118824, "roe_ttm": 0.15024544179523142, "debt_to_ebitda": 2.847130242825607, "net_debt_to_ebitda": 2.5938189845474615, "interest_coverage": 36.97959183673469, "debt_to_equity": 0.90445301542777, "current_ratio": 1.5637832379670145, "quick_ratio": 1.0575563783237967, "fcf_to_ebitda": 0.5745033112582781, "capex_to_revenue": 0.05513688829533531, "working_capital_to_revenue": 0.15978250500810837, "capital_efficiency": 0.10273403605967513, "financial_health": -0.7439156381351114, "margin_quality": 0.15322680540071842, "growth_momentum": 5.52091423024212, "company_age_years": 28.22450376454483, "ebitda": 1812000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 8.883683241252301, "revenue_cagr_3y": 0.023977119548658, "revenue_cagr_5y": 0.0005090356416912467, "earnings_cagr_3y": -0.6624468094104181, "quarterly_revenue_growth_yoy": -0.12263099219620958, "quarterly_earnings_growth_yoy": -0.9973544973544973, "revenue_growth_qoq": -0.12263099219620958, "gross_margin": 0.15332486234646336, "operating_margin": 0.054637865311308764, "net_margin": 0.00042354934349851756, "roa_ttm": 0.05406695302379491, "roe_ttm": 0.15389093731806713, "debt_to_ebitda": 3.162062615101289, "net_debt_to_ebitda": 2.8594229588704727, "interest_coverage": 31.941176470588236, "debt_to_equity": 0.9996118765767514, "current_ratio": 1.162103968009843, "quick_ratio": 0.5795139956936327, "fcf_to_ebitda": 0.2154696132596685, "capex_to_revenue": 0.05923113431419079, "working_capital_to_revenue": 0.05002373042240152, "capital_efficiency": 0.10397894517093102, "financial_health": -0.7474855168530761, "margin_quality": 0.06946209233375689, "growth_momentum": -0.5599927447753534, "company_age_years": 29.22381930184805, "ebitda": 1629000000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 9.665920867900446, "revenue_cagr_3y": 0.025021215315684797, "revenue_cagr_5y": -0.01561038796778702, "earnings_cagr_3y": -0.19617465151803004, "quarterly_revenue_growth_yoy": -0.11148025101513473, "quarterly_earnings_growth_yoy": -0.4297872340425532, "revenue_growth_qoq": 0.019483269800931808, "gross_margin": 0.2276692978811799, "operating_margin": 0.12255920232654757, "net_margin": 0.055670959700872456, "roa_ttm": 0.04618567710071414, "roe_ttm": 0.13338473400154202, "debt_to_ebitda": 3.6056158264199105, "net_debt_to_ebitda": 3.223356732610083, "interest_coverage": 28.490909090909092, "debt_to_equity": 1.0890516576715497, "current_ratio": 1.3372601817569842, "quick_ratio": 0.6829350387075059, "fcf_to_ebitda": 0.17294192724952137, "capex_to_revenue": 0.06694029121469755, "working_capital_to_revenue": 0.09791849897390795, "capital_efficiency": 0.08978520555112808, "financial_health": -0.8536219743465622, "margin_quality": 0.1352998199695333, "growth_momentum": -0.270633742528844, "company_age_years": 29.470225872689937, "ebitda": 1567000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 10.21733152173913, "revenue_cagr_3y": 0.06578892787797552, "revenue_cagr_5y": -0.023337391388010942, "earnings_cagr_3y": 1.1597412008516557, "quarterly_revenue_growth_yoy": -0.16294160057678442, "quarterly_earnings_growth_yoy": 0.0625, "revenue_growth_qoq": -0.035313668466971336, "gross_margin": 0.25150732127476316, "operating_margin": 0.14599483204134367, "net_margin": 0.11714039621016366, "roa_ttm": 0.047931758174801976, "roe_ttm": 0.13406551789433818, "debt_to_ebitda": 3.6936141304347827, "net_debt_to_ebitda": 3.4150815217391304, "interest_coverage": 25.82456140350877, "debt_to_equity": 1.0295398598750236, "current_ratio": 1.3171869393613205, "quick_ratio": 0.6139217796914245, "fcf_to_ebitda": 0.2269021739130435, "capex_to_revenue": 0.08046212043758307, "working_capital_to_revenue": 0.09037930681934363, "capital_efficiency": 0.09099863803457008, "financial_health": -0.8419645520296986, "margin_quality": 0.17154751650875685, "growth_momentum": -0.05022080028839221, "company_age_years": 29.71937029431896, "ebitda": 1472000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 9.883923240938167, "revenue_cagr_3y": 0.021826153784408664, "revenue_cagr_5y": -0.022743559734001773, "earnings_cagr_3y": 0.03402580105142139, "quarterly_revenue_growth_yoy": -0.15867707172054998, "quarterly_earnings_growth_yoy": -0.40863787375415284, "revenue_growth_qoq": -0.024978466838931956, "gross_margin": 0.2124558303886926, "operating_margin": 0.11528268551236749, "net_margin": 0.07862190812720848, "roa_ttm": 0.040084966424558034, "roe_ttm": 0.109304932735426, "debt_to_ebitda": 3.707178393745558, "net_debt_to_ebitda": 3.3951670220326937, "interest_coverage": 23.847457627118644, "debt_to_equity": 0.9745889387144993, "current_ratio": 1.3640535372848948, "quick_ratio": 0.7059273422562141, "fcf_to_ebitda": 0.3695806680881308, "capex_to_revenue": 0.09183237117810562, "working_capital_to_revenue": 0.10177464186444302, "capital_efficiency": 0.07469494957999202, "financial_health": -0.8249266186956041, "margin_quality": 0.1354534746760895, "growth_momentum": -0.2836574727373514, "company_age_years": 29.971252566735114, "ebitda": 1407000000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 10.804536977491962, "revenue_cagr_3y": -0.06734624074223794, "revenue_cagr_5y": -0.04073227592572648, "earnings_cagr_3y": -0.37456706856011945, "quarterly_revenue_growth_yoy": -0.017241379310344827, "quarterly_earnings_growth_yoy": 1.5369127516778522, "revenue_growth_qoq": -0.009070294784580499, "gross_margin": 0.24561403508771928, "operating_margin": 0.08924485125858124, "net_margin": 0.12204424103737604, "roa_ttm": 0.10769414861792509, "roe_ttm": 0.34775888717156106, "debt_to_ebitda": 2.418006430868167, "net_debt_to_ebitda": 1.905144694533762, "interest_coverage": 42.89655172413793, "debt_to_equity": 1.1622874806800618, "current_ratio": 2.2952646239554317, "quick_ratio": 1.626740947075209, "fcf_to_ebitda": 0.520096463022508, "capex_to_revenue": 0.045648543329003526, "working_capital_to_revenue": 0.25886064204861753, "capital_efficiency": 0.22772651789474307, "financial_health": -1.040349241230639, "margin_quality": 0.15230104246122553, "growth_momentum": 0.7598356861837537, "company_age_years": 11.942505133470226, "ebitda": 1244000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 11.985618066561015, "revenue_cagr_3y": -0.04801648105392442, "revenue_cagr_5y": -0.020678480839268265, "earnings_cagr_3y": -0.022616493144028027, "quarterly_revenue_growth_yoy": 0.04772079772079772, "quarterly_earnings_growth_yoy": -0.28793774319066145, "revenue_growth_qoq": 0.12204424103737604, "gross_margin": 0.23929299796057105, "operating_margin": 0.13052345343303876, "net_margin": 0.12440516655336506, "roa_ttm": 0.09966216216216216, "roe_ttm": 0.3163538873994638, "debt_to_ebitda": 2.3438985736925515, "net_debt_to_ebitda": 1.9469096671949286, "interest_coverage": 43.51724137931034, "debt_to_equity": 1.13289927230946, "current_ratio": 2.3536945812807883, "quick_ratio": 1.6472906403940886, "fcf_to_ebitda": 0.4437400950871632, "capex_to_revenue": 0.0436217008797654, "working_capital_to_revenue": 0.25183284457478006, "capital_efficiency": 0.20800802478081298, "financial_health": -1.0314699633566924, "margin_quality": 0.16474053931565827, "growth_momentum": -0.12010847273493186, "company_age_years": 12.188911704312115, "ebitda": 1262000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 11.655829285870357, "revenue_cagr_3y": -0.051400179517742006, "revenue_cagr_5y": -0.02052709386127416, "earnings_cagr_3y": -0.0374187335661752, "quarterly_revenue_growth_yoy": 0.11769059955588453, "quarterly_earnings_growth_yoy": 0.04524886877828054, "revenue_growth_qoq": 0.026512576478585997, "gross_margin": 0.24304635761589405, "operating_margin": 0.15894039735099338, "net_margin": 0.15298013245033112, "roa_ttm": 0.09411234943149836, "roe_ttm": 0.3103192279138827, "debt_to_ebitda": 2.41442097596504, "net_debt_to_ebitda": 2.042243262927895, "interest_coverage": 45.766666666666666, "debt_to_equity": 1.230512249443207, "current_ratio": 1.8139044943820224, "quick_ratio": 1.2724719101123596, "fcf_to_ebitda": 0.3736343772760379, "capex_to_revenue": 0.04167408726625111, "working_capital_to_revenue": 0.2064113980409617, "capital_efficiency": 0.20221578867269055, "financial_health": -1.0304476632249935, "margin_quality": 0.18498896247240618, "growth_momentum": 0.08146973416708253, "company_age_years": 12.438056125941136, "ebitda": 1373000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 12.388752347883369, "revenue_cagr_3y": -0.03981560918939586, "revenue_cagr_5y": -0.005403005066799471, "earnings_cagr_3y": -0.03691938964326824, "quarterly_revenue_growth_yoy": 0.1836734693877551, "quarterly_earnings_growth_yoy": -0.13740458015267176, "revenue_growth_qoq": 0.03708609271523179, "gross_margin": 0.24584929757343552, "operating_margin": 0.16091954022988506, "net_margin": 0.14431673052362706, "roa_ttm": 0.08828073273008166, "roe_ttm": 0.2946593001841621, "debt_to_ebitda": 2.439884809215263, "net_debt_to_ebitda": 2.1079913606911447, "interest_coverage": 43.40625, "debt_to_equity": 1.2482504604051565, "current_ratio": 1.6858064516129032, "quick_ratio": 1.1638709677419354, "fcf_to_ebitda": 0.32973362131029516, "capex_to_revenue": 0.04096961420279959, "working_capital_to_revenue": 0.18146124957323317, "capital_efficiency": 0.19147001645712186, "financial_health": -1.037157693694309, "margin_quality": 0.1836951894423159, "growth_momentum": 0.023134444617541675, "company_age_years": 12.68993839835729, "ebitda": 1389000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 9.90452600818235, "revenue_cagr_3y": 0.08479116345294768, "revenue_cagr_5y": 0.028931057817551453, "earnings_cagr_3y": 0.15433414097552056, "quarterly_revenue_growth_yoy": 0.25832766825288916, "quarterly_earnings_growth_yoy": 0.9836065573770492, "revenue_growth_qoq": 0.16195856873822975, "gross_margin": 0.2782279848730416, "operating_margin": 0.18530524041058888, "net_margin": 0.19611021069692058, "roa_ttm": 0.10460122699386504, "roe_ttm": 0.3144789425146019, "debt_to_ebitda": 2.202220923436587, "net_debt_to_ebitda": 1.9158386908240794, "interest_coverage": 51.84848484848485, "debt_to_equity": 1.1583154011681525, "current_ratio": 1.8764044943820224, "quick_ratio": 1.280274656679151, "fcf_to_ebitda": 0.2706019871420222, "capex_to_revenue": 0.0446319018404908, "working_capital_to_revenue": 0.21533742331288344, "capital_efficiency": 0.20954008475423347, "financial_health": -0.9775645196474295, "margin_quality": 0.21988114532685035, "growth_momentum": 0.6209671128149692, "company_age_years": 13.188227241615332, "ebitda": 1711000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 9.561526790450928, "revenue_cagr_3y": 0.07677957037615069, "revenue_cagr_5y": 0.02210994191918858, "earnings_cagr_3y": 0.18832397827166036, "quarterly_revenue_growth_yoy": 0.22119205298013245, "quarterly_earnings_growth_yoy": 0.48917748917748916, "revenue_growth_qoq": -0.0037817396002160996, "gross_margin": 0.28253796095444683, "operating_margin": 0.19414316702819956, "net_margin": 0.18655097613882862, "roa_ttm": 0.11604862600878538, "roe_ttm": 0.336094674556213, "debt_to_ebitda": 1.906631299734748, "net_debt_to_ebitda": 1.5310344827586206, "interest_coverage": 58.90625, "debt_to_equity": 1.0633136094674556, "current_ratio": 1.9583850931677018, "quick_ratio": 1.3888198757763974, "fcf_to_ebitda": 0.38461538461538464, "capex_to_revenue": 0.04610446454625036, "working_capital_to_revenue": 0.22512401517362124, "capital_efficiency": 0.2260716502824992, "financial_health": -0.8827035055046089, "margin_quality": 0.2210773680404917, "growth_momentum": 0.3551847710788108, "company_age_years": 13.437371663244353, "ebitda": 1885000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 8.808684789292634, "revenue_cagr_3y": 0.07818213904326887, "revenue_cagr_5y": 0.015984429886528373, "earnings_cagr_3y": 0.35552073589832633, "quarterly_revenue_growth_yoy": 0.13090676883780333, "quarterly_earnings_growth_yoy": 0.7743362831858407, "revenue_growth_qoq": -0.039587852494577004, "gross_margin": 0.29136081309994355, "operating_margin": 0.2111801242236025, "net_margin": 0.2264257481648786, "roa_ttm": 0.1334486970684039, "roe_ttm": 0.37023439706297656, "debt_to_ebitda": 1.6593992248062015, "net_debt_to_ebitda": 1.318798449612403, "interest_coverage": 68.8, "debt_to_equity": 0.9672408924032759, "current_ratio": 2.0757180156657964, "quick_ratio": 1.4014360313315928, "fcf_to_ebitda": 0.44670542635658916, "capex_to_revenue": 0.04689049440430656, "working_capital_to_revenue": 0.233460830145913, "capital_efficiency": 0.25184154706569023, "financial_health": -0.8310104492556714, "margin_quality": 0.24298889516280822, "growth_momentum": 0.45262152601182204, "company_age_years": 13.689253935660506, "ebitda": 2064000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 8.386739851030928, "revenue_cagr_3y": 0.06312090536644188, "revenue_cagr_5y": -0.002120410181711496, "earnings_cagr_3y": 0.09454156680360604, "quarterly_revenue_growth_yoy": -0.08860075634792004, "quarterly_earnings_growth_yoy": -0.07162534435261708, "revenue_growth_qoq": -0.0011841326228537595, "gross_margin": 0.2685240071132187, "operating_margin": 0.1896858328393598, "net_margin": 0.1997628927089508, "roa_ttm": 0.12335491957384584, "roe_ttm": 0.38759435510338036, "debt_to_ebitda": 1.9237113402061856, "net_debt_to_ebitda": 1.6963917525773196, "interest_coverage": 62.58064516129032, "debt_to_equity": 1.2248112897932393, "current_ratio": 1.5828759604829856, "quick_ratio": 1.0290889132821075, "fcf_to_ebitda": 0.7175257731958763, "capex_to_revenue": 0.047203547418109, "working_capital_to_revenue": 0.1519095980546417, "capital_efficiency": 0.2554746373386131, "financial_health": -0.9165238983794654, "margin_quality": 0.21932424422050978, "growth_momentum": -0.08011305035026856, "company_age_years": 14.18754277891855, "ebitda": 1940000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 9.873535276073904, "revenue_cagr_3y": 0.0562399055995062, "revenue_cagr_5y": -0.020863938034268004, "earnings_cagr_3y": -0.01843739589070792, "quarterly_revenue_growth_yoy": -0.13665943600867678, "quarterly_earnings_growth_yoy": -0.39244186046511625, "revenue_growth_qoq": -0.056312981624184945, "gross_margin": 0.2657035175879397, "operating_margin": 0.11683417085427136, "net_margin": 0.13128140703517588, "roa_ttm": 0.11003576688407321, "roe_ttm": 0.36522346368715086, "debt_to_ebitda": 2.1905311778290995, "net_debt_to_ebitda": 1.9070438799076213, "interest_coverage": 52.484848484848484, "debt_to_equity": 1.3247206703910615, "current_ratio": 2.0426136363636362, "quick_ratio": 1.3245738636363635, "fcf_to_ebitda": 0.7188221709006929, "capex_to_revenue": 0.04689123015284167, "working_capital_to_revenue": 0.2178364742543404, "capital_efficiency": 0.23762961528561205, "financial_health": -1.1508623780100071, "margin_quality": 0.17127303182579565, "growth_momentum": -0.2645506482368965, "company_age_years": 14.43668720054757, "ebitda": 1732000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 10.817262166405024, "revenue_cagr_3y": -0.07554062263785699, "revenue_cagr_5y": -0.041809215495522634, "earnings_cagr_3y": -0.22626792786606165, "quarterly_revenue_growth_yoy": -0.2506281407035176, "quarterly_earnings_growth_yoy": -0.4880382775119617, "revenue_growth_qoq": -0.18287671232876712, "gross_margin": 0.20284995808885165, "operating_margin": 0.06957250628667226, "net_margin": 0.08968985750209556, "roa_ttm": 0.0663791289711761, "roe_ttm": 0.25371934057096907, "debt_to_ebitda": 3.1891679748822606, "net_debt_to_ebitda": 2.7660910518053377, "interest_coverage": 47.18518518518518, "debt_to_equity": 1.6336952151186168, "current_ratio": 1.1976127320954908, "quick_ratio": 0.7418213969938108, "fcf_to_ebitda": 0.728414442700157, "capex_to_revenue": 0.07635337682948333, "working_capital_to_revenue": 0.07882207723505555, "capital_efficiency": 0.16004923477107258, "financial_health": -1.145148587085836, "margin_quality": 0.12070410729253983, "growth_momentum": -0.36933320910773965, "company_age_years": 15.43874058863792, "ebitda": 1274000000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 13.684823232323232, "revenue_cagr_3y": -0.03414540116138043, "revenue_cagr_5y": -0.0002832460446053897, "earnings_cagr_3y": -0.02884779156837647, "quarterly_revenue_growth_yoy": -0.11034047919293821, "quarterly_earnings_growth_yoy": -0.21292775665399238, "revenue_growth_qoq": 0.18273260687342832, "gross_margin": 0.23175053153791636, "operating_margin": 0.13040396881644223, "net_margin": 0.1467044649184975, "roa_ttm": 0.058859658102159894, "roe_ttm": 0.2292663476874003, "debt_to_ebitda": 3.475589225589226, "net_debt_to_ebitda": 2.957912457912458, "interest_coverage": 42.42857142857143, "debt_to_equity": 1.6463317384370015, "current_ratio": 1.1502698215026983, "quick_ratio": 0.7347447073474471, "fcf_to_ebitda": 0.8181818181818182, "capex_to_revenue": 0.0769650655021834, "working_capital_to_revenue": 0.06586608442503639, "capital_efficiency": 0.1440630028947801, "financial_health": -1.1890393774010586, "margin_quality": 0.16961965509095203, "growth_momentum": -0.1616341179234653, "company_age_years": 15.690622861054072, "ebitda": 1188000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 11.06145610687023, "revenue_cagr_3y": 0.1731799753709602, "revenue_cagr_5y": 0.08749405365294671, "earnings_cagr_3y": -0.216816968499563, "quarterly_revenue_growth_yoy": 0.09412265758091994, "quarterly_earnings_growth_yoy": -0.08996088657105607, "revenue_growth_qoq": -0.056555269922879174, "gross_margin": 0.23861424678863372, "operating_margin": 0.1008174386920981, "net_margin": 0.2717010509926041, "roa_ttm": 0.07369252171297515, "roe_ttm": 0.2764067127344521, "debt_to_ebitda": 5.2568702290076335, "net_debt_to_ebitda": 4.56793893129771, "interest_coverage": 14.719101123595506, "debt_to_equity": 1.9423212522916373, "current_ratio": 1.5270137524557956, "quick_ratio": 0.9481827111984283, "fcf_to_ebitda": 0.5080152671755725, "capex_to_revenue": 0.051919561243144424, "working_capital_to_revenue": 0.19616087751371114, "capital_efficiency": 0.17504961722371362, "financial_health": -1.6668693732931508, "margin_quality": 0.20371091215777862, "growth_momentum": 0.002080885504931934, "company_age_years": 18.940451745379878, "ebitda": 2620000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 11.44213388549034, "revenue_cagr_3y": 0.1324152991673475, "revenue_cagr_5y": 0.09128543243581277, "earnings_cagr_3y": -0.27837788725061907, "quarterly_revenue_growth_yoy": -0.0848229933403435, "quarterly_earnings_growth_yoy": 0.32967032967032966, "revenue_growth_qoq": 0.01634877384196185, "gross_margin": 0.2121792416698583, "operating_margin": 0.08042895442359249, "net_margin": 0.04634239754883186, "roa_ttm": 0.07644143971113587, "roe_ttm": 0.2814311978503748, "debt_to_ebitda": 5.030832095096582, "net_debt_to_ebitda": 4.4799405646359585, "interest_coverage": 15.928994082840237, "debt_to_equity": 1.9152877952199123, "current_ratio": 1.2071065989847716, "quick_ratio": 0.7291370558375635, "fcf_to_ebitda": 0.5776374442793462, "capex_to_revenue": 0.05057020003739016, "working_capital_to_revenue": 0.09534492428491306, "capital_efficiency": 0.17893631878075533, "financial_health": -1.501229287851163, "margin_quality": 0.11298353121409421, "growth_momentum": 0.12242366816499309, "company_age_years": 19.189596167008897, "ebitda": 2692000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 9.880510406176912, "revenue_cagr_3y": 0.06445509865909949, "revenue_cagr_5y": 0.10737147658959656, "earnings_cagr_3y": -0.3395350007692812, "quarterly_revenue_growth_yoy": -0.05152057245080501, "quarterly_earnings_growth_yoy": -0.29545454545454547, "revenue_growth_qoq": 0.015319800842589047, "gross_margin": 0.24179554884949075, "operating_margin": 0.09430403621274991, "net_margin": 0.05846850245190494, "roa_ttm": 0.0745777157911049, "roe_ttm": 0.2686296399665085, "debt_to_ebitda": 4.9179160419790104, "net_debt_to_ebitda": 4.47376311844078, "interest_coverage": 15.333333333333334, "debt_to_equity": 1.8310075355847055, "current_ratio": 1.2762645914396886, "quick_ratio": 0.743623000432339, "fcf_to_ebitda": 0.421664167916042, "capex_to_revenue": 0.04747015349630472, "working_capital_to_revenue": 0.12109152927799886, "capital_efficiency": 0.1716036778788067, "financial_health": -1.4972114106686711, "margin_quality": 0.13152269583804854, "growth_momentum": -0.17348755895267523, "company_age_years": 19.43874058863792, "ebitda": 2668000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 10.286972937062938, "revenue_cagr_3y": -0.3232711823330673, "revenue_cagr_5y": -0.19683052537219015, "earnings_cagr_3y": -0.6659951606137118, "quarterly_revenue_growth_yoy": -0.6294854829921382, "quarterly_earnings_growth_yoy": 0.9517561404912392, "revenue_growth_qoq": -0.19757248819959541, "gross_margin": 0.09096638655462184, "operating_margin": 0.051470588235294115, "net_margin": -0.12668067226890756, "roa_ttm": -0.3510423986882174, "roe_ttm": 0.37816695265973554, "debt_to_ebitda": 10.389160839160839, "net_debt_to_ebitda": 9.391958041958041, "interest_coverage": 4.742951907131012, "debt_to_equity": 1.4995962450792368, "current_ratio": 1.6939446366782007, "quick_ratio": 0.9326989619377163, "fcf_to_ebitda": -0.15, "capex_to_revenue": 0.04013311478666865, "working_capital_to_revenue": 0.1992251527343168, "capital_efficiency": 0.01356227698575907, "financial_health": 1.4959844709936871, "margin_quality": 0.005252100840336134, "growth_momentum": 0.1611353287495505, "company_age_years": 28.1533196440794, "ebitda": 286000000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 10.605913331493237, "revenue_cagr_3y": -0.20766322331052434, "revenue_cagr_5y": -0.14626725650980787, "earnings_cagr_3y": 0.2224455643727754, "quarterly_revenue_growth_yoy": 0.5840336134453782, "quarterly_earnings_growth_yoy": 2.3117744610281923, "revenue_growth_qoq": 0.362732694740647, "gross_margin": 0.24071618037135278, "operating_margin": 0.1746684350132626, "net_margin": 0.10490716180371353, "roa_ttm": 0.09049326888091896, "roe_ttm": -0.11889640101072185, "debt_to_ebitda": 6.0518906983163125, "net_debt_to_ebitda": 5.15926028153464, "interest_coverage": 8.178329571106095, "debt_to_equity": 1.4973707573584647, "current_ratio": 2.1084121708003067, "quick_ratio": 1.4185630273587317, "fcf_to_ebitda": 0.6455975710736959, "capex_to_revenue": 0.03276434329065908, "working_capital_to_revenue": 0.20554765291607396, "capital_efficiency": -0.014201566064901444, "financial_health": 1.6535157093309034, "margin_quality": 0.1734305923961096, "growth_momentum": 1.4479040372367853, "company_age_years": 29.155373032169745, "ebitda": 362300000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 12.47991500956023, "revenue_cagr_3y": -0.21105635511623444, "revenue_cagr_5y": -0.1825604310676815, "earnings_cagr_3y": -0.26336842313826214, "quarterly_revenue_growth_yoy": 0.5109656301145663, "quarterly_earnings_growth_yoy": -1.260185185185185, "revenue_growth_qoq": -0.3877984084880637, "gross_margin": 0.20732235701906412, "operating_margin": 0.1774263431542461, "net_margin": -0.06087521663778163, "roa_ttm": 0.019733084073323987, "roe_ttm": -0.04577761715455969, "debt_to_ebitda": 7.982552581261951, "net_debt_to_ebitda": 7.2767686424474185, "interest_coverage": 9.77570093457944, "debt_to_equity": 4.023491145645103, "current_ratio": 2.629162625282897, "quick_ratio": 1.558357581635952, "fcf_to_ebitda": 0.7595602294455067, "capex_to_revenue": 0.038232307624387445, "working_capital_to_revenue": 0.22246258443335834, "capital_efficiency": -0.013022266540617852, "financial_health": 2.1325059723704918, "margin_quality": 0.1079578278451762, "growth_momentum": -0.3746097775353094, "company_age_years": 29.401779603011637, "ebitda": 418400000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 11.05672258347979, "revenue_cagr_3y": -0.19731665041755386, "revenue_cagr_5y": -0.18932994981920648, "earnings_cagr_3y": 0.4288946407170635, "quarterly_revenue_growth_yoy": 0.14731962918178154, "quarterly_earnings_growth_yoy": 1.484375, "revenue_growth_qoq": 0.23331889081455806, "gross_margin": 0.25487440716669596, "operating_margin": 0.2012998419111189, "net_margin": 0.0558580713156508, "roa_ttm": 0.028077434609132555, "roe_ttm": -0.07223419085033582, "debt_to_ebitda": 7.191564147627417, "net_debt_to_ebitda": 6.485281195079086, "interest_coverage": 15.122923588039868, "debt_to_equity": 4.148523634520339, "current_ratio": 2.1976772320348417, "quick_ratio": 1.2995402855068958, "fcf_to_ebitda": 0.6410369068541301, "capex_to_revenue": 0.042040886151740654, "working_capital_to_revenue": 0.21170130869899922, "capital_efficiency": -0.022078378120601632, "financial_health": 2.2009467375334633, "margin_quality": 0.17067744013115524, "growth_momentum": 0.8158473145908908, "company_age_years": 29.650924024640656, "ebitda": 455200000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 10.909635991820041, "revenue_cagr_3y": -0.09095589082024058, "revenue_cagr_5y": -0.017920789664143788, "earnings_cagr_3y": -0.6039816505093352, "quarterly_revenue_growth_yoy": -0.08545979778526722, "quarterly_earnings_growth_yoy": -0.6910656620021528, "revenue_growth_qoq": -0.06480398793771924, "gross_margin": 1.0, "operating_margin": 0.043629902605948935, "net_margin": 0.01888654909186628, "roa_ttm": -0.013277090846642624, "roe_ttm": -0.023204772266826743, "debt_to_ebitda": 4.604907975460122, "net_debt_to_ebitda": 2.521472392638037, "interest_coverage": 305.625, "debt_to_equity": 0.21120657312223307, "current_ratio": 1.459564870071895, "quick_ratio": 0.5914665664207509, "fcf_to_ebitda": -0.09467150756646217, "capex_to_revenue": 0.1143364648276305, "working_capital_to_revenue": 0.1570352767385475, "capital_efficiency": -0.018240931556734685, "financial_health": -0.11233515498687224, "margin_quality": 0.3541721505659385, "growth_momentum": -0.38826272989371, "company_age_years": 27.145790554414784, "ebitda": 2445000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 5.16530802294156, "revenue_cagr_3y": 0.06339878167792645, "revenue_cagr_5y": 0.015568172939305347, "earnings_cagr_3y": -0.013630784270874052, "quarterly_revenue_growth_yoy": -0.21612900323773782, "quarterly_earnings_growth_yoy": -0.6208396611233135, "revenue_growth_qoq": -0.08795115709534149, "gross_margin": 0.14240643965102726, "operating_margin": 0.09024890723412002, "net_margin": 0.059777311231990884, "roa_ttm": 0.10319230914007836, "roe_ttm": 0.20205928993963232, "debt_to_ebitda": 1.609788073241803, "net_debt_to_ebitda": 0.8529021707830617, "interest_coverage": 48.31385813203995, "debt_to_equity": 0.6008402025222346, "current_ratio": 3.9992240929099, "quick_ratio": 2.241476212976549, "fcf_to_ebitda": 0.7408249609671173, "capex_to_revenue": 0.03236320262114715, "working_capital_to_revenue": 0.27363015212248065, "capital_efficiency": 0.15262579953985533, "financial_health": -0.4363150826718113, "margin_quality": 0.09747755270571272, "growth_momentum": -0.4184843321805256, "company_age_years": 22.855578370978783, "ebitda": 1514108000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 7.256281939857466, "revenue_cagr_3y": 0.05798889782862515, "revenue_cagr_5y": -0.06284688672860139, "earnings_cagr_3y": 0.00383680074902637, "quarterly_revenue_growth_yoy": -0.1411127523387494, "quarterly_earnings_growth_yoy": -0.1347708894878706, "revenue_growth_qoq": -0.03603006189213086, "gross_margin": 0.16659023159825728, "operating_margin": 0.12886952533822518, "net_margin": 0.11041045631735841, "roa_ttm": 0.11529521152952116, "roe_ttm": 0.44016227180527384, "debt_to_ebitda": 2.098035807404832, "net_debt_to_ebitda": 2.0152963671128106, "interest_coverage": 66.8953488372093, "debt_to_equity": 1.5301724137931034, "current_ratio": 1.303465078505685, "quick_ratio": 0.7016783974011911, "fcf_to_ebitda": 0.4093516426212411, "capex_to_revenue": 0.07511856368563685, "working_capital_to_revenue": 0.06329042457091237, "capital_efficiency": 0.27772874166739747, "financial_health": -1.2047816337134576, "margin_quality": 0.13529007108461363, "growth_momentum": -0.13794182091331, "company_age_years": 9.423682409308693, "ebitda": 5753000000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 6.810498049455125, "revenue_cagr_3y": -0.11947999367975293, "revenue_cagr_5y": 0.06634918171796689, "earnings_cagr_3y": -0.4958772755811275, "quarterly_revenue_growth_yoy": -0.08163326229721186, "quarterly_earnings_growth_yoy": -0.6345398962820171, "revenue_growth_qoq": -0.04951196642737394, "gross_margin": 0.08859069603432083, "operating_margin": 0.05468989489914968, "net_margin": 0.04056653972781049, "roa_ttm": 0.059723040659988215, "roe_ttm": 0.09988173844486055, "debt_to_ebitda": 1.506970658998113, "net_debt_to_ebitda": 0.7136873915450451, "interest_coverage": 85.78286315386822, "debt_to_equity": 0.3330541046614763, "current_ratio": 2.5065300381756077, "quick_ratio": 1.4806108097247337, "fcf_to_ebitda": 0.17970385429094232, "capex_to_revenue": 0.10324156720894248, "working_capital_to_revenue": 0.24396636335728042, "capital_efficiency": 0.07980238955242439, "financial_health": -0.1657898021070232, "margin_quality": 0.06128237688709367, "growth_momentum": -0.3580865792896145, "company_age_years": 41.333333333333336, "ebitda": 4485157000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 6.584734454230051, "revenue_cagr_3y": -0.09260362348849838, "revenue_cagr_5y": -0.05440797945792253, "earnings_cagr_3y": -0.09337731381959413, "quarterly_revenue_growth_yoy": -0.21742789023421064, "quarterly_earnings_growth_yoy": -0.12890094979647218, "revenue_growth_qoq": -0.22614644970414202, "gross_margin": 0.14139784946236558, "operating_margin": 0.097610513739546, "net_margin": 0.15340501792114694, "roa_ttm": 0.05459775005531256, "roe_ttm": 0.0962708066581306, "debt_to_ebitda": 2.059140645850013, "net_debt_to_ebitda": 1.4945823325326928, "interest_coverage": 58.91509433962264, "debt_to_equity": 0.3859034891165173, "current_ratio": 2.1810615664443587, "quick_ratio": 1.317918756545224, "fcf_to_ebitda": 0.21969575660528423, "capex_to_revenue": 0.11938032312400655, "working_capital_to_revenue": 0.25418139545918245, "capital_efficiency": 0.07543427835672159, "financial_health": -0.3175166085767672, "margin_quality": 0.13080446037435287, "growth_momentum": -0.1731644200153414, "company_age_years": 11.430527036276523, "ebitda": 1873500000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 8.451504959034066, "revenue_cagr_3y": 0.07749776201881287, "revenue_cagr_5y": 0.022675009369228727, "earnings_cagr_3y": -0.4013577660749207, "quarterly_revenue_growth_yoy": -0.027140897511267883, "quarterly_earnings_growth_yoy": -0.47863247863247865, "revenue_growth_qoq": -0.06550588235294118, "gross_margin": 0.09960721119951657, "operating_margin": 0.031725249269815695, "net_margin": 0.018430859099607212, "roa_ttm": 0.057135135135135136, "roe_ttm": 0.1634957463263728, "debt_to_ebitda": 2.499353169469599, "net_debt_to_ebitda": 1.7684346701164295, "interest_coverage": 38.33057851239669, "debt_to_equity": 0.8965197215777262, "current_ratio": 1.8394405594405594, "quick_ratio": 1.173006993006993, "fcf_to_ebitda": 0.7354463130659767, "capex_to_revenue": 0.03724426496703724, "working_capital_to_revenue": 0.146009195514146, "capital_efficiency": 0.11031544073075396, "financial_health": -0.7075276436529337, "margin_quality": 0.049921106522979826, "growth_momentum": -0.25288668807187326, "company_age_years": 13.675564681724847, "ebitda": 4638000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 8.043343393448657, "revenue_cagr_3y": 0.10437673839871064, "revenue_cagr_5y": 0.1165437422298905, "earnings_cagr_3y": 0.742737718322477, "quarterly_revenue_growth_yoy": 0.4299182903834067, "quarterly_earnings_growth_yoy": -0.6393668272539573, "revenue_growth_qoq": 0.003971756398940865, "gross_margin": 0.3169230769230769, "operating_margin": 0.22725274725274724, "net_margin": 0.23032967032967033, "roa_ttm": 0.15782881002087681, "roe_ttm": 0.45118166626879924, "debt_to_ebitda": 1.4736842105263157, "net_debt_to_ebitda": 1.276407802723592, "interest_coverage": 129.38095238095238, "debt_to_equity": 0.9558367152064932, "current_ratio": 1.5197604790419161, "quick_ratio": 0.911377245508982, "fcf_to_ebitda": 0.47478836952521164, "capex_to_revenue": 0.05470305728007497, "working_capital_to_revenue": 0.1525125922455195, "capital_efficiency": 0.30450523814483804, "financial_health": -0.7134162592055643, "margin_quality": 0.25816849816849813, "growth_momentum": -0.10472426843527533, "company_age_years": 16.941820670773442, "ebitda": 2717000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 6.516583945455955, "revenue_cagr_3y": 0.1080371959119586, "revenue_cagr_5y": 0.15663992678604544, "earnings_cagr_3y": 0.3016558361534687, "quarterly_revenue_growth_yoy": 1.0310937104979403, "quarterly_earnings_growth_yoy": 12.778271691112316, "revenue_growth_qoq": 0.25252795298369424, "gross_margin": 0.2814264246292366, "operating_margin": 0.23738696877200152, "net_margin": 0.17068654083596574, "roa_ttm": 0.13188220241609888, "roe_ttm": 0.2474876321795257, "debt_to_ebitda": 1.125136747466087, "net_debt_to_ebitda": 0.5566064034669906, "interest_coverage": 127.15905047662038, "debt_to_equity": 0.4397110064992772, "current_ratio": 3.107240814958956, "quick_ratio": 1.7565146458072913, "fcf_to_ebitda": 0.36789270771363247, "capex_to_revenue": 0.05648464958824272, "working_capital_to_revenue": 0.3145298401546892, "capital_efficiency": 0.18968491729781228, "financial_health": -0.312113841461543, "margin_quality": 0.2298333114124013, "growth_momentum": 6.904682700805128, "company_age_years": 37.828884325804246, "ebitda": 4788937000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 6.239339807259166, "revenue_cagr_3y": 0.05298162971992104, "revenue_cagr_5y": 0.11857419458818996, "earnings_cagr_3y": 0.145381924199391, "quarterly_revenue_growth_yoy": 0.4354818391769893, "quarterly_earnings_growth_yoy": 60.983870967741936, "revenue_growth_qoq": 0.22062341557467777, "gross_margin": 0.252881296437138, "operating_margin": 0.20523021119756626, "net_margin": 0.10878722283975896, "roa_ttm": 0.08508407845741527, "roe_ttm": 0.17213350735096541, "debt_to_ebitda": 1.4964738027544955, "net_debt_to_ebitda": 1.185282280397297, "interest_coverage": 49.6025641025641, "debt_to_equity": 0.3889390042608729, "current_ratio": 1.3160967234225212, "quick_ratio": 0.665474316783517, "fcf_to_ebitda": 0.25270464867259906, "capex_to_revenue": 0.11942991488818823, "working_capital_to_revenue": 0.10065793070768558, "capital_efficiency": 0.12860879290419033, "financial_health": -0.3388652425965862, "margin_quality": 0.18896624349148775, "growth_momentum": 30.70967640345946, "company_age_years": 16.930869267624914, "ebitda": 2708300000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 7.0791282481139985, "revenue_cagr_3y": -0.03890926129351624, "revenue_cagr_5y": -0.038164963102955585, "earnings_cagr_3y": 0.3367050715052522, "quarterly_revenue_growth_yoy": 0.17916612882406094, "quarterly_earnings_growth_yoy": 1.4823066841415464, "revenue_growth_qoq": 0.07268670737435416, "gross_margin": 0.1759168035030104, "operating_margin": 0.14679802955665025, "net_margin": 0.2073344280240832, "roa_ttm": 0.18617873769365795, "roe_ttm": 0.5452005810705107, "debt_to_ebitda": 1.2041072925398155, "net_debt_to_ebitda": 0.9913383626711372, "interest_coverage": 75.34736842105264, "debt_to_equity": 0.9631243714381496, "current_ratio": 2.45719070546368, "quick_ratio": 1.5744190914800085, "fcf_to_ebitda": 0.5111763062307907, "capex_to_revenue": 0.044861384990140356, "working_capital_to_revenue": 0.2018617329776128, "capital_efficiency": 0.3656896593820843, "financial_health": -0.8971858065309192, "margin_quality": 0.1766830870279146, "growth_momentum": 0.8307364064828037, "company_age_years": 7.676933607118412, "ebitda": 7158000000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 7.977741241548863, "revenue_cagr_3y": 0.2209613234885015, "revenue_cagr_5y": 0.08297770876212884, "earnings_cagr_3y": 0.3057002934891131, "quarterly_revenue_growth_yoy": 0.3069306930693069, "quarterly_earnings_growth_yoy": 0.8895348837209303, "revenue_growth_qoq": 0.04401650618982118, "gross_margin": 0.3573781291172596, "operating_margin": 0.3214756258234519, "net_margin": 0.21409749670619235, "roa_ttm": 0.07060501020232564, "roe_ttm": 0.12358535220964757, "debt_to_ebitda": 0.8617086662569146, "net_debt_to_ebitda": 0.15749846342962506, "interest_coverage": 92.97142857142858, "debt_to_equity": 0.2413184732561642, "current_ratio": 2.6713311804808035, "quick_ratio": 1.990670972371726, "fcf_to_ebitda": 0.5547019053472649, "capex_to_revenue": 0.12128036030239665, "working_capital_to_revenue": 0.3746179829499759, "capital_efficiency": 0.0970951812059866, "financial_health": -0.10201412270775534, "margin_quality": 0.2976504172156346, "growth_momentum": 0.5982327883951186, "company_age_years": 43.460643394934976, "ebitda": 6508000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 5.171855858788183, "revenue_cagr_3y": 0.11394900048918943, "revenue_cagr_5y": 0.07533652887576037, "earnings_cagr_3y": -0.1683694902315973, "quarterly_revenue_growth_yoy": -0.1966083000137874, "quarterly_earnings_growth_yoy": -0.8775396604508767, "revenue_growth_qoq": 0.9083019485835926, "gross_margin": 0.27166638064183973, "operating_margin": 0.1707568216921229, "net_margin": 0.03775527715805732, "roa_ttm": 0.06861254311463857, "roe_ttm": 0.14559477432809978, "debt_to_ebitda": 1.5980220330495745, "net_debt_to_ebitda": 1.5057586379569354, "interest_coverage": 39.15686274509804, "debt_to_equity": 0.5023019714319443, "current_ratio": 1.255868728900055, "quick_ratio": 0.7799324801758656, "fcf_to_ebitda": 0.5212819228843265, "capex_to_revenue": 0.08467236126874142, "working_capital_to_revenue": 0.09733588196642973, "capital_efficiency": 0.10710365872136918, "financial_health": -0.3600788438629198, "margin_quality": 0.16005949316400664, "growth_momentum": -0.5370739802323321, "company_age_years": 5.489390828199863, "ebitda": 7988000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2018-12-31", "company_multiple": 5.903995807175925, "revenue_cagr_3y": 0.07872849792267322, "revenue_cagr_5y": -0.04438707302299949, "earnings_cagr_3y": -0.045198728677949274, "quarterly_revenue_growth_yoy": -0.028352490421455937, "quarterly_earnings_growth_yoy": -0.6346356916578669, "revenue_growth_qoq": -0.12594780896110291, "gross_margin": 0.12933753943217666, "operating_margin": 0.08945470932852637, "net_margin": 0.07796304641730509, "roa_ttm": 0.1658533135299526, "roe_ttm": 0.45724870819927854, "debt_to_ebitda": 1.3645833333333333, "net_debt_to_ebitda": 1.3165509259259258, "interest_coverage": 78.54545454545455, "debt_to_equity": 0.9195671248903188, "current_ratio": 1.9165608561581715, "quick_ratio": 1.0975875204063124, "fcf_to_ebitda": 0.4869791666666667, "capex_to_revenue": 0.05396882371038868, "working_capital_to_revenue": 0.12955081530099477, "capital_efficiency": 0.31155101086461556, "financial_health": -0.8210565384533675, "margin_quality": 0.09891843172600272, "growth_momentum": -0.33149409103966143, "company_age_years": 8.676249144421629, "ebitda": 6912000000.0, "spy_multiple": 15.0, "sector_multiple": 8.903158914728682, "sector_premium_over_spy": -0.4064560723514212}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 7.284956035171862, "revenue_cagr_3y": -0.0906003864355901, "revenue_cagr_5y": -0.04573256544358684, "earnings_cagr_3y": -0.0787309205968405, "quarterly_revenue_growth_yoy": -0.08209902666102412, "quarterly_earnings_growth_yoy": 1.6727272727272726, "revenue_growth_qoq": -0.17087155963302753, "gross_margin": 0.21853388658367912, "operating_margin": 0.10281235592438911, "net_margin": 0.0677731673582296, "roa_ttm": 0.05188820995692678, "roe_ttm": 0.19992280972597454, "debt_to_ebitda": 2.2973621103117505, "net_debt_to_ebitda": 1.9368505195843326, "interest_coverage": 32.07692307692308, "debt_to_equity": 1.109224237746044, "current_ratio": 1.8663430420711975, "quick_ratio": 1.5155339805825243, "fcf_to_ebitda": 0.5171862509992007, "capex_to_revenue": 0.03482226137423567, "working_capital_to_revenue": 0.27743807648460983, "capital_efficiency": 0.12590550984145066, "financial_health": -1.0528548474513968, "margin_quality": 0.12970646995543259, "growth_momentum": 0.7953141230331242, "company_age_years": 12.632443531827516, "ebitda": 1251000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 6.5198619566756335, "revenue_cagr_3y": 0.18221906665200405, "revenue_cagr_5y": 0.11014862863008146, "earnings_cagr_3y": 0.8731211998601096, "quarterly_revenue_growth_yoy": 0.3192971872592988, "quarterly_earnings_growth_yoy": 1.599374910282008, "revenue_growth_qoq": 0.04304187799807476, "gross_margin": 0.2128341854485137, "operating_margin": 0.1649028228842328, "net_margin": 0.12358281110838465, "roa_ttm": 0.1658177711028769, "roe_ttm": 0.3205707417977435, "debt_to_ebitda": 1.2597444694846276, "net_debt_to_ebitda": 0.7890531936524022, "interest_coverage": 59.52972116603296, "debt_to_equity": 0.5867355286669932, "current_ratio": 3.935995770079025, "quick_ratio": 2.1698494281508864, "fcf_to_ebitda": 0.4804998834336301, "capex_to_revenue": 0.018985064187191775, "working_capital_to_revenue": 0.273831113199376, "capital_efficiency": 0.24319425645031018, "financial_health": -0.4696750081740073, "margin_quality": 0.16710660648037703, "growth_momentum": 0.9593360487706535, "company_age_years": 21.856262833675565, "ebitda": 1878758000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 8.444678820791312, "revenue_cagr_3y": -0.10857718737165911, "revenue_cagr_5y": -0.16099573067340123, "earnings_cagr_3y": -0.07207359831822902, "quarterly_revenue_growth_yoy": -0.23294556943846043, "quarterly_earnings_growth_yoy": -0.8963084495488105, "revenue_growth_qoq": -0.03869690424766019, "gross_margin": 0.23759595581351806, "operating_margin": 0.1529676090619734, "net_margin": 0.1183299007676465, "roa_ttm": 0.08356641360808266, "roe_ttm": 0.818105616093881, "debt_to_ebitda": 4.672420480993018, "net_debt_to_ebitda": 3.98855702094647, "interest_coverage": 20.874493927125506, "debt_to_equity": 6.731209835149483, "current_ratio": 2.193209574987787, "quick_ratio": 1.4179286761113825, "fcf_to_ebitda": -0.1813421256788208, "capex_to_revenue": 0.3296648072767476, "working_capital_to_revenue": 0.2454897231016634, "capital_efficiency": 0.45083601485098185, "financial_health": -5.805485429853264, "margin_quality": 0.16963115521437933, "growth_momentum": -0.5646270094936354, "company_age_years": 32.153319644079396, "ebitda": 515600000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 5.4118908178081035, "revenue_cagr_3y": 0.08398465789488663, "revenue_cagr_5y": -0.00846814627912229, "earnings_cagr_3y": -0.033267874388052565, "quarterly_revenue_growth_yoy": -0.18950781955212853, "quarterly_earnings_growth_yoy": -0.5918506965210307, "revenue_growth_qoq": -0.07318267037947512, "gross_margin": 0.10476910796262862, "operating_margin": 0.0756171376641458, "net_margin": 0.05033047842237042, "roa_ttm": 0.09756123129113303, "roe_ttm": 0.1727903032688053, "debt_to_ebitda": 1.2974125475805138, "net_debt_to_ebitda": 0.7960810066794063, "interest_coverage": 82.60533876869428, "debt_to_equity": 0.4176648836970491, "current_ratio": 3.35820243906306, "quick_ratio": 1.7833861112539748, "fcf_to_ebitda": 0.37763231277268494, "capex_to_revenue": 0.05651657584584277, "working_capital_to_revenue": 0.2567379289753596, "capital_efficiency": 0.13517576727996916, "financial_health": -0.3192097786634285, "margin_quality": 0.07690557468304828, "growth_momentum": -0.39067925803657966, "company_age_years": 36.07939767282683, "ebitda": 3363772000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 10.46105543859649, "revenue_cagr_3y": -0.07316178042046106, "revenue_cagr_5y": -0.054105538368890316, "earnings_cagr_3y": -0.5478037349831038, "quarterly_revenue_growth_yoy": -0.18590831918505943, "quarterly_earnings_growth_yoy": -0.8953488372093024, "revenue_growth_qoq": -0.141834451901566, "gross_margin": 0.20072992700729927, "operating_margin": 0.09280500521376434, "net_margin": 0.014077163712200209, "roa_ttm": 0.0361234583359419, "roe_ttm": 0.09583125726623484, "debt_to_ebitda": 4.303859649122807, "net_debt_to_ebitda": 3.809824561403509, "interest_coverage": 25.90909090909091, "debt_to_equity": 1.0186015612024582, "current_ratio": 1.8775292864749733, "quick_ratio": 1.1219382321618743, "fcf_to_ebitda": 0.8891228070175439, "capex_to_revenue": 0.04925028835063437, "working_capital_to_revenue": 0.190080738177624, "capital_efficiency": 0.06597735780108838, "financial_health": -0.8579352574426661, "margin_quality": 0.10253736531108794, "growth_momentum": -0.5406285781971809, "company_age_years": 26.72142368240931, "ebitda": 1425000000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 2.1138065099457504, "revenue_cagr_3y": 0.02982203032920605, "revenue_cagr_5y": 0.06852236178266602, "earnings_cagr_3y": 0.7258064678056864, "quarterly_revenue_growth_yoy": 0.5248756218905473, "quarterly_earnings_growth_yoy": 18.704980842911876, "revenue_growth_qoq": 0.04580468386496407, "gross_margin": 0.9708339512580948, "operating_margin": 0.2642246280092936, "net_margin": 0.22843442582431164, "roa_ttm": 0.13756229353736477, "roe_ttm": 0.2571950080652008, "debt_to_ebitda": 0.4661505424954792, "net_debt_to_ebitda": 0.21858047016274865, "interest_coverage": 285.4193548387097, "debt_to_equity": 0.17507852958655234, "current_ratio": 1.4160727241688362, "quick_ratio": 0.6134607997951432, "fcf_to_ebitda": 0.26198010849909587, "capex_to_revenue": 0.03618350512516262, "working_capital_to_revenue": 0.13937297173655092, "capital_efficiency": 0.19737865080128278, "financial_health": -0.08722718097520593, "margin_quality": 0.4878310016972333, "growth_momentum": 9.614928232401212, "company_age_years": 24.145106091718002, "ebitda": 17696000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 7.800573684210526, "revenue_cagr_3y": 0.04468875578833398, "revenue_cagr_5y": 0.11732404829990428, "earnings_cagr_3y": -0.17313210441113214, "quarterly_revenue_growth_yoy": 0.07383681726230613, "quarterly_earnings_growth_yoy": 0.8047337278106509, "revenue_growth_qoq": 0.02576489533011272, "gross_margin": 0.3081632653061224, "operating_margin": 0.28445839874411305, "net_margin": 0.09576138147566719, "roa_ttm": 0.03503248833165553, "roe_ttm": 0.10997471845552746, "debt_to_ebitda": 0.9922105263157894, "net_debt_to_ebitda": 0.4371578947368421, "interest_coverage": 107.95454545454545, "debt_to_equity": 0.541599632268444, "current_ratio": 2.399282920469361, "quick_ratio": 1.3441981747066494, "fcf_to_ebitda": 0.1576842105263158, "capex_to_revenue": 0.20249927826122818, "working_capital_to_revenue": 0.3541056625561925, "capital_efficiency": 0.07250360339359149, "financial_health": -0.4009586214290163, "margin_quality": 0.2294610151753009, "growth_momentum": 0.43928527253647853, "company_age_years": 28.974674880219027, "ebitda": 9500000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 9.516519675925926, "revenue_cagr_3y": 0.004434986913509853, "revenue_cagr_5y": -0.013110694993785588, "earnings_cagr_3y": -0.4121663280698106, "quarterly_revenue_growth_yoy": -0.07019027484143764, "quarterly_earnings_growth_yoy": -0.23529411764705882, "revenue_growth_qoq": -0.05133735979292493, "gross_margin": 0.23010459299681674, "operating_margin": 0.12278308321964529, "net_margin": 0.01182355616189177, "roa_ttm": 0.04741379310344827, "roe_ttm": 0.12739174219536759, "debt_to_ebitda": 3.346064814814815, "net_debt_to_ebitda": 3.228009259259259, "interest_coverage": 32.0, "debt_to_equity": 0.9704598858677409, "current_ratio": 1.8563443264393515, "quick_ratio": 0.927333705980995, "fcf_to_ebitda": 0.6244212962962963, "capex_to_revenue": 0.04596085216827079, "working_capital_to_revenue": 0.16567535416891965, "capital_efficiency": 0.08740276764940794, "financial_health": -0.929015351337423, "margin_quality": 0.12157041079278459, "growth_momentum": -0.15274219624424823, "company_age_years": 26.223134839151268, "ebitda": 1728000000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 8.852568588182228, "revenue_cagr_3y": 0.049791132020281514, "revenue_cagr_5y": 0.07700173033913615, "earnings_cagr_3y": 0.07551826120985794, "quarterly_revenue_growth_yoy": -0.1175700016374652, "quarterly_earnings_growth_yoy": -0.723292469352014, "revenue_growth_qoq": -0.04855225988700565, "gross_margin": 0.2852106142141399, "operating_margin": 0.0777509742067174, "net_margin": 0.02931898311375023, "roa_ttm": 0.015788557482431246, "roe_ttm": 0.033863663687732935, "debt_to_ebitda": 2.842580063148399, "net_debt_to_ebitda": 2.7307171853856564, "interest_coverage": 24.77094972067039, "debt_to_equity": 0.5051096060593917, "current_ratio": 1.1530958188190477, "quick_ratio": 0.5292481997714286, "fcf_to_ebitda": 0.6456923770861525, "capex_to_revenue": 0.09083209824264239, "working_capital_to_revenue": 0.07090770774225422, "capital_efficiency": 0.024826110585082092, "financial_health": -0.3478036910608457, "margin_quality": 0.13076019051153584, "growth_momentum": -0.4204312354947396, "company_age_years": 6.242299794661191, "ebitda": 4434000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 7.276478287650138, "revenue_cagr_3y": 0.042429306294722746, "revenue_cagr_5y": 0.09547378216235836, "earnings_cagr_3y": 0.07556490179877273, "quarterly_revenue_growth_yoy": 1.084565452578435, "quarterly_earnings_growth_yoy": 5.575079872204473, "revenue_growth_qoq": 0.2729574983483814, "gross_margin": 0.2495458870339936, "operating_margin": 0.21849320992993684, "net_margin": 0.17801228267450914, "roa_ttm": 0.10979897474435707, "roe_ttm": 0.3887305207145572, "debt_to_ebitda": 2.1824761318139823, "net_debt_to_ebitda": 1.9698182938096704, "interest_coverage": 49.95384615384615, "debt_to_equity": 1.346731280881794, "current_ratio": 1.9555724033358606, "quick_ratio": 1.221683093252464, "fcf_to_ebitda": 0.39621188789651984, "capex_to_revenue": 0.041577101482068106, "working_capital_to_revenue": 0.1782441452653015, "capital_efficiency": 0.24926474772945714, "financial_health": -1.2440069655711814, "margin_quality": 0.21535045987947984, "growth_momentum": 3.3298226623914537, "company_age_years": 11.173169062286105, "ebitda": 6494000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 8.234355378041634, "revenue_cagr_3y": -0.019514294532660736, "revenue_cagr_5y": -0.010361763941794333, "earnings_cagr_3y": 0.4759107009497532, "quarterly_revenue_growth_yoy": 0.2959441550919696, "quarterly_earnings_growth_yoy": 3.079395843846048, "revenue_growth_qoq": 0.2170182619249455, "gross_margin": 0.1578861346587531, "operating_margin": 0.12124658294115338, "net_margin": 0.07387202012635459, "roa_ttm": 0.06692889528870345, "roe_ttm": 0.13062748900513313, "debt_to_ebitda": 1.6492136089050284, "net_debt_to_ebitda": 1.026159667064933, "interest_coverage": 57.466501079913606, "debt_to_equity": 0.5394699523224854, "current_ratio": 2.4237799334413044, "quick_ratio": 1.344008871673651, "fcf_to_ebitda": 0.3091473330880344, "capex_to_revenue": 0.035745772480207536, "working_capital_to_revenue": 0.23344471904886402, "capital_efficiency": 0.0987781921469183, "financial_health": -0.3553630285397959, "margin_quality": 0.11766824590875369, "growth_momentum": 1.6876699994690088, "company_age_years": 33.57973990417522, "ebitda": 2660699000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 6.498061429033301, "revenue_cagr_3y": 0.02778694961962569, "revenue_cagr_5y": 0.03043608740964654, "earnings_cagr_3y": 0.12559975306424587, "quarterly_revenue_growth_yoy": 0.6620780464448168, "quarterly_earnings_growth_yoy": 9.448888888888888, "revenue_growth_qoq": 0.1685743140885373, "gross_margin": 0.2200936262153403, "operating_margin": 0.17198415556355778, "net_margin": 0.13691033489377025, "roa_ttm": 0.06642598109053231, "roe_ttm": 0.26346882424709434, "debt_to_ebitda": 1.739734885224701, "net_debt_to_ebitda": 1.3635089988145275, "interest_coverage": 50.42934782608695, "debt_to_equity": 1.0366018108264303, "current_ratio": 1.6535586610334743, "quick_ratio": 1.0887227819304517, "fcf_to_ebitda": 0.3945468261666128, "capex_to_revenue": 0.03137382266969795, "working_capital_to_revenue": 0.174169102522464, "capital_efficiency": 0.16494740266881333, "financial_health": -0.9126594843710325, "margin_quality": 0.17632937222422276, "growth_momentum": 5.0554834676668525, "company_age_years": 2.2806297056810405, "ebitda": 9279000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 9.237248411497731, "revenue_cagr_3y": -0.0726490042515695, "revenue_cagr_5y": 0.021120051748852342, "earnings_cagr_3y": -0.0961277645699431, "quarterly_revenue_growth_yoy": 0.21617195496417604, "quarterly_earnings_growth_yoy": 3.1464435146443517, "revenue_growth_qoq": 0.10984494675882682, "gross_margin": 0.1467766369298098, "operating_margin": 0.09964652415418279, "net_margin": 0.08340346742972564, "roa_ttm": 0.03271174942502109, "roe_ttm": 0.14118403199314433, "debt_to_ebitda": 2.609531013615734, "net_debt_to_ebitda": 1.984266263237519, "interest_coverage": 39.81927710843374, "debt_to_equity": 1.231807469827894, "current_ratio": 1.6877752333979215, "quick_ratio": 1.1454993834771887, "fcf_to_ebitda": 0.516338880484115, "capex_to_revenue": 0.031559010183499776, "working_capital_to_revenue": 0.19208441973729523, "capital_efficiency": 0.08694789070908271, "financial_health": -1.0885096903972311, "margin_quality": 0.10994220950457274, "growth_momentum": 1.6813077348042638, "company_age_years": 2.0314852840520192, "ebitda": 6610000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 1.8782121197689992, "revenue_cagr_3y": -0.0938112178928, "revenue_cagr_5y": -0.06191354052620002, "earnings_cagr_3y": -0.2631937002719227, "quarterly_revenue_growth_yoy": -0.13476151980598222, "quarterly_earnings_growth_yoy": -0.8281461434370772, "revenue_growth_qoq": -0.06621880998080615, "gross_margin": 0.2571241707932355, "operating_margin": 0.14444548257497897, "net_margin": 0.023731664019433805, "roa_ttm": 0.09440385739333723, "roe_ttm": 0.2523926715887339, "debt_to_ebitda": 0.7859167404782994, "net_debt_to_ebitda": 0.2004428697962799, "interest_coverage": 56.169154228855724, "debt_to_equity": 0.34661510215242786, "current_ratio": 1.997431946584489, "quick_ratio": 1.3727101523711693, "fcf_to_ebitda": 0.22028343666961914, "capex_to_revenue": 0.08299547876292161, "working_capital_to_revenue": 0.24733077200653775, "capital_efficiency": 0.17339826449103557, "financial_health": -0.2208533279616302, "margin_quality": 0.14176710579588278, "growth_momentum": -0.48145383162152966, "company_age_years": 0, "ebitda": 11290000000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 3.077884888637284, "revenue_cagr_3y": 0.22289526680965643, "revenue_cagr_5y": 0.22686245916924075, "earnings_cagr_3y": 0.5925233948397539, "quarterly_revenue_growth_yoy": 1.0415827805531581, "quarterly_earnings_growth_yoy": 4.805406642781472, "revenue_growth_qoq": 0.043702125351395206, "gross_margin": 0.3317549975455014, "operating_margin": 0.2691053103222445, "net_margin": 0.20534276644113902, "roa_ttm": 0.25648439730676165, "roe_ttm": 0.5097936583542187, "debt_to_ebitda": 0.6731516632668189, "net_debt_to_ebitda": 0.40356208110566, "interest_coverage": 373.9610958015886, "debt_to_equity": 0.49263328395700884, "current_ratio": 3.098284568026223, "quick_ratio": 1.5129477872772765, "fcf_to_ebitda": 0.2596260629762207, "capex_to_revenue": 0.054660611608003756, "working_capital_to_revenue": 0.2538808236255931, "capital_efficiency": 0.3831390278304902, "financial_health": -0.3779587803014896, "margin_quality": 0.26873435810296165, "growth_momentum": 2.923494711667315, "company_age_years": 25.1088295687885, "ebitda": 4613932000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 4.007284759022559, "revenue_cagr_3y": -0.024811074811574185, "revenue_cagr_5y": -0.009537322345583576, "earnings_cagr_3y": 0.10789795205801234, "quarterly_revenue_growth_yoy": 0.1574631860776439, "quarterly_earnings_growth_yoy": -0.5900872817955112, "revenue_growth_qoq": 0.04628649220995311, "gross_margin": 0.21078502240855862, "operating_margin": 0.1292467832875524, "net_margin": 0.0950556599681943, "roa_ttm": 0.0371077364523934, "roe_ttm": 0.1073853840470075, "debt_to_ebitda": 1.482563376656801, "net_debt_to_ebitda": 0.6824089563762707, "interest_coverage": 34.38495575221239, "debt_to_equity": 0.4053692692023504, "current_ratio": 1.9312681510164569, "quick_ratio": 1.3234045721945045, "fcf_to_ebitda": -0.06176811221207052, "capex_to_revenue": 0.06827309236947791, "working_capital_to_revenue": 0.23803269951845296, "capital_efficiency": 0.07224656024970044, "financial_health": -0.2792768932624952, "margin_quality": 0.1450291552214351, "growth_momentum": -0.21631204785893365, "company_age_years": 0, "ebitda": 7771000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 6.024217188540972, "revenue_cagr_3y": 0.0018287210948149113, "revenue_cagr_5y": -0.03231143718100149, "earnings_cagr_3y": -0.25680026752087504, "quarterly_revenue_growth_yoy": -0.11993946273174423, "quarterly_earnings_growth_yoy": -0.14416058394160583, "revenue_growth_qoq": 0.11888400219901045, "gross_margin": 1.0, "operating_margin": 0.06583957744748803, "net_margin": 0.05760963026655202, "roa_ttm": 0.008276507118231155, "roe_ttm": 0.014200145546826892, "debt_to_ebitda": 2.269820119920053, "net_debt_to_ebitda": 1.0624028425494114, "interest_coverage": 71.47619047619048, "debt_to_equity": 0.1907223227780784, "current_ratio": 1.5498360816166756, "quick_ratio": 0.6508783089494544, "fcf_to_ebitda": 0.39962872840328667, "capex_to_revenue": 0.0919486601217149, "working_capital_to_revenue": 0.17011323725323968, "capital_efficiency": 0.011238326332529023, "financial_health": -0.09664053327606847, "margin_quality": 0.3744830692380134, "growth_momentum": -0.13205002333667504, "company_age_years": 26.64476386036961, "ebitda": 4503000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 6.857932534524949, "revenue_cagr_3y": -0.12134084843552218, "revenue_cagr_5y": -0.09592074068636647, "earnings_cagr_3y": 0.06436702641550252, "quarterly_revenue_growth_yoy": -0.21725668886552169, "quarterly_earnings_growth_yoy": 0.42857142857142855, "revenue_growth_qoq": -0.041627923610614403, "gross_margin": 0.06918426748264796, "operating_margin": 0.020523919695499663, "net_margin": -0.031047093066646766, "roa_ttm": -0.09971394610692408, "roe_ttm": -0.29843627834245506, "debt_to_ebitda": 6.9008885850991115, "net_debt_to_ebitda": 5.92241968557758, "interest_coverage": 8.813253012048193, "debt_to_equity": 0.7893666927286943, "current_ratio": 1.1951219512195121, "quick_ratio": 0.500863371465573, "fcf_to_ebitda": -0.05878332194121668, "capex_to_revenue": 0.04256669840792529, "working_capital_to_revenue": 0.06040862693997561, "capital_efficiency": -0.19907511222468957, "financial_health": -0.6001724175770207, "margin_quality": 0.019553698037166948, "growth_momentum": 0.10565736985295343, "company_age_years": 18.64476386036961, "ebitda": 2926000000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 7.837990859449193, "revenue_cagr_3y": -0.11255587728738403, "revenue_cagr_5y": 0.07480692816020307, "earnings_cagr_3y": -0.5451741441959014, "quarterly_revenue_growth_yoy": -0.10328389830508475, "quarterly_earnings_growth_yoy": -0.3430232558139535, "revenue_growth_qoq": -0.05029917726252805, "gross_margin": 0.3112817483756645, "operating_margin": 0.09273479031305375, "net_margin": 0.02224847410907659, "roa_ttm": 0.013001543209876544, "roe_ttm": 0.027615028475437373, "debt_to_ebitda": 2.8034188034188032, "net_debt_to_ebitda": 2.6009021842355176, "interest_coverage": 22.227272318535007, "debt_to_equity": 0.48379563240054085, "current_ratio": 1.1450394354503943, "quick_ratio": 0.6346201743462018, "fcf_to_ebitda": 0.33760683760683763, "capex_to_revenue": 0.08135684583397505, "working_capital_to_revenue": 0.06726474665023872, "capital_efficiency": 0.02030828584265696, "financial_health": -0.3474165453001998, "margin_quality": 0.14208833759926495, "growth_momentum": -0.2231535770595191, "company_age_years": 6.995208761122519, "ebitda": 4212000000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 9.0708940397351, "revenue_cagr_3y": -0.014571985180629077, "revenue_cagr_5y": -0.005450844272825828, "earnings_cagr_3y": -0.15554250663633729, "quarterly_revenue_growth_yoy": -0.0402991275446614, "quarterly_earnings_growth_yoy": 0.23134328358208955, "revenue_growth_qoq": 0.047619047619047616, "gross_margin": 0.23030303030303031, "operating_margin": 0.12207792207792208, "net_margin": 0.07142857142857142, "roa_ttm": 0.06272036886357472, "roe_ttm": 0.1670278078728783, "debt_to_ebitda": 2.803532008830022, "net_debt_to_ebitda": 2.5281456953642385, "interest_coverage": 34.18867924528302, "debt_to_equity": 0.917298663777537, "current_ratio": 1.3896103896103895, "quick_ratio": 0.713903743315508, "fcf_to_ebitda": 0.2858719646799117, "capex_to_revenue": 0.09251730579057246, "working_capital_to_revenue": 0.11207559608834194, "capital_efficiency": 0.11487408836822652, "financial_health": -0.7498413211949924, "margin_quality": 0.1412698412698413, "growth_momentum": 0.09552207801871407, "company_age_years": 30.472279260780287, "ebitda": 1812000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 8.58473145245559, "revenue_cagr_3y": -0.009499710661825644, "revenue_cagr_5y": 0.04628506652066977, "earnings_cagr_3y": -0.09013053708087992, "quarterly_revenue_growth_yoy": -0.07151614221495708, "quarterly_earnings_growth_yoy": -0.09375, "revenue_growth_qoq": -0.0108837614279495, "gross_margin": 0.2869718309859155, "operating_margin": 0.1835387323943662, "net_margin": 0.10211267605633803, "roa_ttm": 0.055652398476338044, "roe_ttm": 0.19396939693969398, "debt_to_ebitda": 3.452455590386625, "net_debt_to_ebitda": 3.344305120167189, "interest_coverage": 26.95774647887324, "debt_to_equity": 1.486948694869487, "current_ratio": 1.314596554850408, "quick_ratio": 0.6477787851314597, "fcf_to_ebitda": 0.5005224660397074, "capex_to_revenue": 0.0663344407530454, "working_capital_to_revenue": 0.07685492801771872, "capital_efficiency": 0.12481089770801601, "financial_health": -1.3216941827826014, "margin_quality": 0.1908744131455399, "growth_momentum": -0.08263307110747854, "company_age_years": 22.973305954825463, "ebitda": 1914000000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 4.535178914967295, "revenue_cagr_3y": -0.059133688799774875, "revenue_cagr_5y": -0.05163379511152244, "earnings_cagr_3y": 1.9404200166223822, "quarterly_revenue_growth_yoy": 0.16963982907142372, "quarterly_earnings_growth_yoy": 0.18884892086330934, "revenue_growth_qoq": 0.07198806415516598, "gross_margin": 0.11169102296450939, "operating_margin": 0.0806077476223614, "net_margin": 0.07666434701925308, "roa_ttm": 0.04182420820034373, "roe_ttm": 0.1001263702354013, "debt_to_ebitda": 1.8155700910606642, "net_debt_to_ebitda": 1.5529049634474799, "interest_coverage": 37.666666666666664, "debt_to_equity": 0.4160225703118112, "current_ratio": 1.230475302889096, "quick_ratio": 0.4169617893755825, "fcf_to_ebitda": 0.12325253302552264, "capex_to_revenue": 0.04006195646912664, "working_capital_to_revenue": 0.07980122299488536, "capital_efficiency": 0.07097528921787252, "financial_health": -0.2752085486972402, "margin_quality": 0.08965437253537462, "growth_momentum": 0.17924437496736653, "company_age_years": 19.89322381930185, "ebitda": 7797000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 8.193558539655896, "revenue_cagr_3y": 0.16176560260549633, "revenue_cagr_5y": 0.009089767240315627, "earnings_cagr_3y": 0.8806706633066026, "quarterly_revenue_growth_yoy": -0.1326530612244898, "quarterly_earnings_growth_yoy": 0.30701754385964913, "revenue_growth_qoq": 0.030952843004075296, "gross_margin": 0.13628235294117647, "operating_margin": 0.09543529411764706, "net_margin": 0.07011764705882353, "roa_ttm": 0.061884745762711864, "roe_ttm": 0.17281332828474064, "debt_to_ebitda": 2.3302559798573226, "net_debt_to_ebitda": 1.7358371800251784, "interest_coverage": 38.128, "debt_to_equity": 0.8410450586898902, "current_ratio": 1.8897142857142857, "quick_ratio": 1.1881428571428572, "fcf_to_ebitda": 0.7389844733529165, "capex_to_revenue": 0.03672917069398801, "working_capital_to_revenue": 0.15049294413299827, "capital_efficiency": 0.11734903702372625, "financial_health": -0.6965920407652468, "margin_quality": 0.10061176470588236, "growth_momentum": 0.08718224131757966, "company_age_years": 13.423682409308693, "ebitda": 4766000000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 7.65033685469404, "revenue_cagr_3y": 0.02577472352993415, "revenue_cagr_5y": 0.15771106773814259, "earnings_cagr_3y": -0.2803140151273743, "quarterly_revenue_growth_yoy": 0.1383776414451261, "quarterly_earnings_growth_yoy": 0.15812917594654788, "revenue_growth_qoq": 0.04866562009419152, "gross_margin": 0.2970059880239521, "operating_margin": 0.27649700598802396, "net_margin": 0.07784431137724551, "roa_ttm": 0.035830324909747295, "roe_ttm": 0.11311830408023707, "debt_to_ebitda": 0.9646202910105641, "net_debt_to_ebitda": 0.46631453059597366, "interest_coverage": 139.36111111111111, "debt_to_equity": 0.5515728288124003, "current_ratio": 2.3283175924443733, "quick_ratio": 1.2969425324155595, "fcf_to_ebitda": 0.2105840143512059, "capex_to_revenue": 0.196775609561435, "working_capital_to_revenue": 0.3311385131090626, "capital_efficiency": 0.07447431449499219, "financial_health": -0.417497463378426, "margin_quality": 0.21711576846307387, "growth_momentum": 0.14825340869583697, "company_age_years": 29.22655715263518, "ebitda": 10034000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 8.721116304347825, "revenue_cagr_3y": -0.05967088609754623, "revenue_cagr_5y": -0.04508182590978982, "earnings_cagr_3y": -0.0492618848096521, "quarterly_revenue_growth_yoy": -0.10424564063684609, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": -0.07114779874213836, "gross_margin": 0.1684299619128227, "operating_margin": 0.04993652137113838, "net_margin": 0.023275497249259414, "roa_ttm": 0.020809724940764395, "roe_ttm": 0.12720403022670027, "debt_to_ebitda": 4.952173913043478, "net_debt_to_ebitda": 4.475, "interest_coverage": 17.692307692307693, "debt_to_equity": 2.8690176322418135, "current_ratio": 2.1145891559530465, "quick_ratio": 1.3074343208496366, "fcf_to_ebitda": 0.5836956521739131, "capex_to_revenue": 0.052011673962893475, "working_capital_to_revenue": 0.20783823222847614, "capital_efficiency": 0.07400687758373233, "financial_health": -2.768376919821293, "margin_quality": 0.08054732684440684, "growth_momentum": -0.052122820318423045, "company_age_years": 11.633127994524298, "ebitda": 920000000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 6.499238555673062, "revenue_cagr_3y": -0.11398287888473646, "revenue_cagr_5y": -0.07506515400033875, "earnings_cagr_3y": -0.13379873491361594, "quarterly_revenue_growth_yoy": 0.09560175364163484, "quarterly_earnings_growth_yoy": -0.04025157232704402, "revenue_growth_qoq": 0.05186693822131704, "gross_margin": 0.17129211307602943, "operating_margin": 0.13527817219568866, "net_margin": 0.09848973796308248, "roa_ttm": 0.16363791485368143, "roe_ttm": 0.6342592592592593, "debt_to_ebitda": 1.3568514881402025, "net_debt_to_ebitda": 1.224656292491313, "interest_coverage": 77.87058823529412, "debt_to_equity": 1.4849537037037037, "current_ratio": 2.11431718061674, "quick_ratio": 1.275330396475771, "fcf_to_ebitda": 0.5080827919625321, "capex_to_revenue": 0.07685981564609533, "working_capital_to_revenue": 0.17335435013535277, "capital_efficiency": 0.39894858705647035, "financial_health": -1.349082563449405, "margin_quality": 0.13502000774493353, "growth_momentum": 0.02767509065729541, "company_age_years": 6.677618069815195, "ebitda": 6619000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 9.335996582816778, "revenue_cagr_3y": -0.015862907351177125, "revenue_cagr_5y": 0.031234718177695964, "earnings_cagr_3y": -0.08676900083713046, "quarterly_revenue_growth_yoy": -0.09818680640980643, "quarterly_earnings_growth_yoy": -0.2967520025015362, "revenue_growth_qoq": 0.13880552935244236, "gross_margin": 0.10190728009155918, "operating_margin": 0.0683207655906298, "net_margin": 0.03924849227672302, "roa_ttm": 0.022052558606550848, "roe_ttm": 0.041781469857452826, "debt_to_ebitda": 3.1707317912787243, "net_debt_to_ebitda": 1.5260672099582548, "interest_coverage": 41.22314987819588, "debt_to_equity": 0.53642243458669, "current_ratio": 3.7778055403984756, "quick_ratio": 2.40389922028235, "fcf_to_ebitda": 0.701717082932673, "capex_to_revenue": 0.08353899579683509, "working_capital_to_revenue": 0.32944065889810825, "capital_efficiency": 0.031917014232001835, "financial_health": -0.38235627399527466, "margin_quality": 0.06982551265297067, "growth_momentum": -0.19746940445567132, "company_age_years": 37.08145106091718, "ebitda": 1742956000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 6.504437592170532, "revenue_cagr_3y": 0.060671341353092156, "revenue_cagr_5y": -0.017511457366844563, "earnings_cagr_3y": 0.01824706630204198, "quarterly_revenue_growth_yoy": 0.15860023724792408, "quarterly_earnings_growth_yoy": 0.5445420326223338, "revenue_growth_qoq": 0.06918445539135194, "gross_margin": 0.17968670011262414, "operating_margin": 0.15296406265997747, "net_margin": 0.1260366540391113, "roa_ttm": 0.19753866745984533, "roe_ttm": 0.546155427631579, "debt_to_ebitda": 1.154712427939402, "net_debt_to_ebitda": 0.9080305671001475, "interest_coverage": 81.96703296703296, "debt_to_equity": 0.8853824013157895, "current_ratio": 2.624619399739017, "quick_ratio": 1.6987820791648542, "fcf_to_ebitda": 0.5421638289314922, "capex_to_revenue": 0.04341029005332068, "working_capital_to_revenue": 0.208536891767399, "capital_efficiency": 0.3718470475457122, "financial_health": -0.8085414652736467, "margin_quality": 0.1528958056039043, "growth_momentum": 0.3515711349351289, "company_age_years": 7.923340177960301, "ebitda": 7459000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 5.84609, "revenue_cagr_3y": -0.05573908222850732, "revenue_cagr_5y": -0.04470241413974174, "earnings_cagr_3y": -0.27771584824375595, "quarterly_revenue_growth_yoy": 0.6230954290296712, "quarterly_earnings_growth_yoy": 3.5161290322580645, "revenue_growth_qoq": 0.10179640718562874, "gross_margin": 0.21294466403162055, "operating_margin": 0.10326086956521739, "net_margin": 0.07707509881422925, "roa_ttm": 0.07406536562426523, "roe_ttm": 0.16903675878722835, "debt_to_ebitda": 1.345, "net_debt_to_ebitda": 0.92, "interest_coverage": 66.66666666666667, "debt_to_equity": 0.43305607727394685, "current_ratio": 1.8798017348203222, "quick_ratio": 1.140644361833953, "fcf_to_ebitda": -0.06916666666666667, "capex_to_revenue": 0.04361414973717858, "working_capital_to_revenue": 0.2017332007387413, "capital_efficiency": 0.1215510622057468, "financial_health": -0.3481453549952365, "margin_quality": 0.1310935441370224, "growth_momentum": 2.069612230643868, "company_age_years": 16.380561259411362, "ebitda": 1200000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 6.442997669541311, "revenue_cagr_3y": 0.13050647224948775, "revenue_cagr_5y": 0.17147328232666426, "earnings_cagr_3y": 0.2466849948915224, "quarterly_revenue_growth_yoy": 1.132119247196564, "quarterly_earnings_growth_yoy": 8.302360389954435, "revenue_growth_qoq": 0.2597505442790817, "gross_margin": 0.2686694848373281, "operating_margin": 0.21403562755357525, "net_margin": 0.15727716878656522, "roa_ttm": 0.13294095597862554, "roe_ttm": 0.2830182740870028, "debt_to_ebitda": 1.373712196302716, "net_debt_to_ebitda": 0.8817610246244145, "interest_coverage": 151.9621425694724, "debt_to_equity": 0.6195060510578047, "current_ratio": 2.8425553854916603, "quick_ratio": 1.5026505672845656, "fcf_to_ebitda": -0.05243576220487188, "capex_to_revenue": 0.09719322743610677, "working_capital_to_revenue": 0.2637048946598751, "capital_efficiency": 0.20797961503281417, "financial_health": -0.496668367219893, "margin_quality": 0.2133274270591562, "growth_momentum": 4.7172398185755, "company_age_years": 24.605065023956193, "ebitda": 2263932000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 7.188140017334574, "revenue_cagr_3y": 0.012337962989213747, "revenue_cagr_5y": 0.10829020983789417, "earnings_cagr_3y": -0.1521711079481598, "quarterly_revenue_growth_yoy": -0.08835668870027924, "quarterly_earnings_growth_yoy": -0.47297831443393545, "revenue_growth_qoq": -0.013073915802780696, "gross_margin": 0.167256252058764, "operating_margin": 0.12069224549144181, "net_margin": 0.09238761361247187, "roa_ttm": 0.13368764638967384, "roe_ttm": 0.22051845993761973, "debt_to_ebitda": 0.9653694212107234, "net_debt_to_ebitda": 0.7007987993942143, "interest_coverage": 246.64541237518674, "debt_to_equity": 0.33167443764071236, "current_ratio": 2.349067678933957, "quick_ratio": 1.191803918143099, "fcf_to_ebitda": 0.2707403661299366, "capex_to_revenue": 0.10286934282729317, "working_capital_to_revenue": 0.19744508177249312, "capital_efficiency": 0.17710305316364677, "financial_health": -0.18723857337079208, "margin_quality": 0.12677870372089256, "growth_momentum": -0.28066750156710735, "company_age_years": 27.60574948665298, "ebitda": 3137083000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 8.435224896669098, "revenue_cagr_3y": 0.9186400546604325, "revenue_cagr_5y": 0.5901602102283812, "earnings_cagr_3y": 0.6779635008891536, "quarterly_revenue_growth_yoy": 3.617003752173515, "quarterly_earnings_growth_yoy": 7.295399515738499, "revenue_growth_qoq": 0.2459866633736725, "gross_margin": 0.23726461843409316, "operating_margin": 0.21149653121902875, "net_margin": 0.15460852329038652, "roa_ttm": 0.04930688605883016, "roe_ttm": 0.2203475195164946, "debt_to_ebitda": 2.610260150741551, "net_debt_to_ebitda": 2.574762946754194, "interest_coverage": 24.194117647058825, "debt_to_equity": 1.3518005540166205, "current_ratio": 2.2016075016744807, "quick_ratio": 0.768251841929002, "fcf_to_ebitda": -0.1798687089715536, "capex_to_revenue": 0.041558941212680826, "working_capital_to_revenue": 0.2760849492151431, "capital_efficiency": 0.13482720278766236, "financial_health": -1.3476869509511409, "margin_quality": 0.2011232243145028, "growth_momentum": 5.456201633956007, "company_age_years": 33.65092402464066, "ebitda": 2056500000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 8.482410100306888, "revenue_cagr_3y": 0.036429562742865906, "revenue_cagr_5y": 0.1033154619926755, "earnings_cagr_3y": -0.14894327175381572, "quarterly_revenue_growth_yoy": 0.10682045242184056, "quarterly_earnings_growth_yoy": 0.5469878525838995, "revenue_growth_qoq": 0.11601565449590533, "gross_margin": 0.1700158962343032, "operating_margin": 0.09947159917654816, "net_margin": 0.07221272890481288, "roa_ttm": 0.059448309773330536, "roe_ttm": 0.12676667670081038, "debt_to_ebitda": 2.755132558536031, "net_debt_to_ebitda": 1.5398190639918163, "interest_coverage": 55.73314856973176, "debt_to_equity": 0.7140526801750176, "current_ratio": 3.382976627499331, "quick_ratio": 1.9184333807069822, "fcf_to_ebitda": -0.18738544981814048, "capex_to_revenue": 0.12477813320901919, "working_capital_to_revenue": 0.3124163540586755, "capital_efficiency": 0.09310749323707046, "financial_health": -0.5463446176237826, "margin_quality": 0.11390007477188809, "growth_momentum": 0.32690415250287, "company_age_years": 24.109514031485283, "ebitda": 1126144000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 1.7428787728279787, "revenue_cagr_3y": -0.03151527733672699, "revenue_cagr_5y": -0.037572710261379316, "earnings_cagr_3y": 0.05618518381381099, "quarterly_revenue_growth_yoy": 0.036556995679627786, "quarterly_earnings_growth_yoy": -0.41818181818181815, "revenue_growth_qoq": 0.043842034805890225, "gross_margin": 0.21906059634498237, "operating_margin": 0.12864700224430908, "net_margin": 0.06412311638345623, "roa_ttm": 0.09766322683072039, "roe_ttm": 0.27118994317203376, "debt_to_ebitda": 0.7306222041480277, "net_debt_to_ebitda": 0.15868239121594144, "interest_coverage": 55.88636363636363, "debt_to_equity": 0.3093852247287756, "current_ratio": 1.9579612801264323, "quick_ratio": 1.3247728170683524, "fcf_to_ebitda": 0.15648637657584383, "capex_to_revenue": 0.08861846200072972, "working_capital_to_revenue": 0.26018929882171143, "capital_efficiency": 0.18442658500137707, "financial_health": -0.19223614272596595, "margin_quality": 0.1372769049909159, "growth_momentum": -0.1908124112510952, "company_age_years": 0, "ebitda": 12295000000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 9.209919241573033, "revenue_cagr_3y": 0.18634884715754896, "revenue_cagr_5y": 0.08971951720908233, "earnings_cagr_3y": 0.596975475580461, "quarterly_revenue_growth_yoy": 0.15319306016980436, "quarterly_earnings_growth_yoy": -0.6147842056932966, "revenue_growth_qoq": 0.3448127421437796, "gross_margin": 0.3767605633802817, "operating_margin": 0.3072983354673495, "net_margin": 0.2685659411011524, "roa_ttm": 0.06337698207195877, "roe_ttm": 0.11341070561758086, "debt_to_ebitda": 1.0791783707865168, "net_debt_to_ebitda": 0.23156601123595505, "interest_coverage": 73.02564102564102, "debt_to_equity": 0.2712589912183928, "current_ratio": 2.8338882722900482, "quick_ratio": 2.1724010358860526, "fcf_to_ebitda": 0.5384480337078652, "capex_to_revenue": 0.12111857635736335, "working_capital_to_revenue": 0.45006355547485016, "capital_efficiency": 0.08839384384476981, "financial_health": -0.1227210842938944, "margin_quality": 0.31754161331626124, "growth_momentum": -0.23079557276174612, "company_age_years": 42.71321013004791, "ebitda": 5696000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 8.103310457142857, "revenue_cagr_3y": 0.9598388187798461, "revenue_cagr_5y": 0.37251280294249334, "earnings_cagr_3y": 0.5613075479000615, "quarterly_revenue_growth_yoy": -0.03013919245369838, "quarterly_earnings_growth_yoy": -0.10839160839160839, "revenue_growth_qoq": 1.0083373034778467, "gross_margin": 0.25738346578104615, "operating_margin": 0.13509666706203297, "net_margin": 0.09073656742972364, "roa_ttm": 0.01721721302901613, "roe_ttm": 0.036117084302453153, "debt_to_ebitda": 3.287714285714286, "net_debt_to_ebitda": 2.8834285714285715, "interest_coverage": 25.179856115107913, "debt_to_equity": 0.5049809101680783, "current_ratio": 1.3403940325703223, "quick_ratio": 0.8622024826329575, "fcf_to_ebitda": 0.6382857142857142, "capex_to_revenue": 0.0985299178917351, "working_capital_to_revenue": 0.1469590442007965, "capital_efficiency": 0.026667148665734643, "financial_health": -0.41064912914477786, "margin_quality": 0.1610722334242676, "growth_momentum": -0.06926540042265339, "company_age_years": 2.4914442162902124, "ebitda": 3500000000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 8.390284974093264, "revenue_cagr_3y": -0.03587540430827729, "revenue_cagr_5y": -0.03253308739691119, "earnings_cagr_3y": 0.1206584689329877, "quarterly_revenue_growth_yoy": 0.048407643312101914, "quarterly_earnings_growth_yoy": 0.35714285714285715, "revenue_growth_qoq": 0.030897703549060542, "gross_margin": 0.18874038072093965, "operating_margin": 0.06561360874848117, "net_margin": 0.03078169299311462, "roa_ttm": 0.036467116357504215, "roe_ttm": 0.23829201101928374, "debt_to_ebitda": 3.64594127806563, "net_debt_to_ebitda": 3.2512953367875648, "interest_coverage": 24.125, "debt_to_equity": 2.9077134986225897, "current_ratio": 2.0673854447439353, "quick_ratio": 1.2663072776280324, "fcf_to_ebitda": 0.6018998272884283, "capex_to_revenue": 0.04052809333742708, "working_capital_to_revenue": 0.2026404666871354, "capital_efficiency": 0.137379563688394, "financial_health": -2.8175363747857234, "margin_quality": 0.09504522748751182, "growth_momentum": 0.20277525022747953, "company_age_years": 12.131416837782341, "ebitda": 1158000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 8.143672621520565, "revenue_cagr_3y": -0.09118654489564215, "revenue_cagr_5y": -0.008315761456192727, "earnings_cagr_3y": -0.23454656400945562, "quarterly_revenue_growth_yoy": -0.15796623326217737, "quarterly_earnings_growth_yoy": 0.2927170868347339, "revenue_growth_qoq": 0.04503853564547206, "gross_margin": 0.16524544825996773, "operating_margin": 0.11511869094261351, "net_margin": 0.10636091265268495, "roa_ttm": 0.06264839197064537, "roe_ttm": 0.1726522418023645, "debt_to_ebitda": 2.3244702949729956, "net_debt_to_ebitda": 1.7347320315745742, "interest_coverage": 40.11666666666667, "debt_to_equity": 0.8320321213473121, "current_ratio": 2.1003741662599644, "quick_ratio": 1.275093541564991, "fcf_to_ebitda": 0.5315745741587038, "capex_to_revenue": 0.04915281329923274, "working_capital_to_revenue": 0.1802003410059676, "capital_efficiency": 0.11765031688650493, "financial_health": -0.7425714742170488, "margin_quality": 0.12890835061842207, "growth_momentum": 0.06737542678627827, "company_age_years": 14.173853524982889, "ebitda": 4814000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 6.078017446471055, "revenue_cagr_3y": -0.13948505553939305, "revenue_cagr_5y": -0.07795293307303519, "earnings_cagr_3y": 0.07948517769931085, "quarterly_revenue_growth_yoy": -0.3128279883381924, "quarterly_earnings_growth_yoy": 0.0025220680958385876, "revenue_growth_qoq": -0.15154787616990642, "gross_margin": 0.18087964927167302, "operating_margin": 0.14877669353698203, "net_margin": 0.11243105642766228, "roa_ttm": 0.19668673375225204, "roe_ttm": 0.6833587786259542, "debt_to_ebitda": 1.0610626486915147, "net_debt_to_ebitda": 0.9389373513084853, "interest_coverage": 98.25974025974025, "debt_to_equity": 1.225648854961832, "current_ratio": 2.250862267187859, "quick_ratio": 1.3193837663830765, "fcf_to_ebitda": 0.5818133756278087, "capex_to_revenue": 0.04398961356346418, "working_capital_to_revenue": 0.16618298457308692, "capital_efficiency": 0.44002275618910314, "financial_health": -1.1305421467499137, "margin_quality": 0.1473624664121058, "growth_momentum": -0.1551529601211769, "company_age_years": 5.675564681724846, "ebitda": 7566000000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 7.670974191203199, "revenue_cagr_3y": -0.0438209471544353, "revenue_cagr_5y": -0.03497681059349922, "earnings_cagr_3y": 0.5947163675196641, "quarterly_revenue_growth_yoy": -0.1104, "quarterly_earnings_growth_yoy": 0.6685714285714286, "revenue_growth_qoq": -0.08301264431006047, "gross_margin": 0.19964028776978418, "operating_margin": 0.13788968824940048, "net_margin": 0.1750599520383693, "roa_ttm": 0.0071653352699104335, "roe_ttm": 0.013687228336261906, "debt_to_ebitda": 1.4740094511086876, "net_debt_to_ebitda": 0.3373318793166121, "interest_coverage": 59.80434782608695, "debt_to_equity": 0.3750115601590678, "current_ratio": 4.599074074074074, "quick_ratio": 3.2953703703703705, "fcf_to_ebitda": 0.4020356234096692, "capex_to_revenue": 0.13613283930286812, "working_capital_to_revenue": 0.533415671744202, "capital_efficiency": 0.01042628180308617, "financial_health": -0.22241738882541018, "margin_quality": 0.170863309352518, "growth_momentum": 0.27908571428571427, "company_age_years": 40.459958932238195, "ebitda": 2751000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 7.72893346413475, "revenue_cagr_3y": -0.032106190838026905, "revenue_cagr_5y": 0.014915782854170168, "earnings_cagr_3y": 0.012491839993160614, "quarterly_revenue_growth_yoy": 0.20508918390503458, "quarterly_earnings_growth_yoy": -0.16577150121709652, "revenue_growth_qoq": -0.0008989773263308952, "gross_margin": 0.11198276557377715, "operating_margin": 0.07856147162627074, "net_margin": 0.049118811044314856, "roa_ttm": 0.06611833347330082, "roe_ttm": 0.12809032947980611, "debt_to_ebitda": 1.632610592312579, "net_debt_to_ebitda": 1.046775880149423, "interest_coverage": 56.48942693349573, "debt_to_equity": 0.5155346820385173, "current_ratio": 2.1096101045545086, "quick_ratio": 1.1189666839733525, "fcf_to_ebitda": 0.2835247090889017, "capex_to_revenue": 0.02980215679532603, "working_capital_to_revenue": 0.20637458443845907, "capital_efficiency": 0.09710433147655347, "financial_health": -0.285009865229471, "margin_quality": 0.07988768274812091, "growth_momentum": 0.01965884134396903, "company_age_years": 34.0807665982204, "ebitda": 2690083000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 4.7802111508594365, "revenue_cagr_3y": 0.055038743022034486, "revenue_cagr_5y": 0.035155097823381665, "earnings_cagr_3y": 0.18438134119079286, "quarterly_revenue_growth_yoy": 0.5276976935749588, "quarterly_earnings_growth_yoy": 68.32, "revenue_growth_qoq": 0.0685631976953547, "gross_margin": 0.2102850980656467, "operating_margin": 0.16896946822133854, "net_margin": 0.1134326346296421, "roa_ttm": 0.09410678715444784, "roe_ttm": 0.35348865502767807, "debt_to_ebitda": 1.267515923566879, "net_debt_to_ebitda": 1.0135241252944769, "interest_coverage": 65.86781609195403, "debt_to_equity": 0.8836912220938014, "current_ratio": 1.5940748847025716, "quick_ratio": 1.0382240287657312, "fcf_to_ebitda": 0.40301893377541226, "capex_to_revenue": 0.02816215162736309, "working_capital_to_revenue": 0.14811927499512764, "capital_efficiency": 0.22379772109106294, "financial_health": -0.777299412180954, "margin_quality": 0.1642290669722091, "growth_momentum": 34.42384884678748, "company_age_years": 2.532511978097194, "ebitda": 11461000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 9.317902876001886, "revenue_cagr_3y": 0.000850702239266532, "revenue_cagr_5y": 0.016591026607028825, "earnings_cagr_3y": 2.311453923870506, "quarterly_revenue_growth_yoy": 0.08525345622119816, "quarterly_earnings_growth_yoy": 3.5390625, "revenue_growth_qoq": -0.0422936152907686, "gross_margin": 0.23906581740976646, "operating_margin": 0.13630573248407643, "net_margin": 0.24670912951167728, "roa_ttm": 0.09213075817238578, "roe_ttm": 0.2682926829268293, "debt_to_ebitda": 3.0834512022630833, "net_debt_to_ebitda": 2.9933993399339935, "interest_coverage": 53.025, "debt_to_equity": 1.190389515835457, "current_ratio": 1.5857719475277496, "quick_ratio": 0.8244197780020182, "fcf_to_ebitda": 0.4752475247524752, "capex_to_revenue": 0.06821526171957115, "working_capital_to_revenue": 0.12203069161236073, "capital_efficiency": 0.18021172054960755, "financial_health": -1.1069186886976212, "margin_quality": 0.20736022646850674, "growth_momentum": 1.812157978110599, "company_age_years": 24.22450376454483, "ebitda": 2121000000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 7.993339600877551, "revenue_cagr_3y": -0.05152357330862167, "revenue_cagr_5y": 0.11433184366876747, "earnings_cagr_3y": -0.31546506753291126, "quarterly_revenue_growth_yoy": -0.053507510371028744, "quarterly_earnings_growth_yoy": -0.4494027148537323, "revenue_growth_qoq": -0.06281933776767169, "gross_margin": 0.13939904851075002, "operating_margin": 0.09108062322430709, "net_margin": 0.07319902847212385, "roa_ttm": 0.11201347703782821, "roe_ttm": 0.1931520799092485, "debt_to_ebitda": 1.314358967589185, "net_debt_to_ebitda": 0.9521460511438744, "interest_coverage": 164.1848163552223, "debt_to_equity": 0.40564699539789784, "current_ratio": 2.3933386224991606, "quick_ratio": 1.262375682317249, "fcf_to_ebitda": 0.15430824686322495, "capex_to_revenue": 0.10779862778203715, "working_capital_to_revenue": 0.209549106438364, "capital_efficiency": 0.15258277847353835, "financial_health": -0.24369609977010143, "margin_quality": 0.10122623340239366, "growth_momentum": -0.2514551126123805, "company_age_years": 27.857631759069132, "ebitda": 2802799000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 1.5089010664464024, "revenue_cagr_3y": 0.150576762753605, "revenue_cagr_5y": 0.16232878568032882, "earnings_cagr_3y": 0.21773278723656198, "quarterly_revenue_growth_yoy": 1.1943793911007026, "quarterly_earnings_growth_yoy": 20.816326530612244, "revenue_growth_qoq": -0.05734406438631791, "gross_margin": 0.3062966915688367, "operating_margin": 0.19156883671291355, "net_margin": 0.19014585556741373, "roa_ttm": 0.23428378985181858, "roe_ttm": 0.4632630410654828, "debt_to_ebitda": 0.7248531571218796, "net_debt_to_ebitda": 0.2619309838472834, "interest_coverage": 87.87096774193549, "debt_to_equity": 0.43829078801331856, "current_ratio": 1.8566978193146417, "quick_ratio": 1.282969885773624, "fcf_to_ebitda": 0.5923274596182085, "capex_to_revenue": 0.04256473489519112, "working_capital_to_revenue": 0.16276202219482122, "capital_efficiency": 0.3487734154586507, "financial_health": -0.2871876879802764, "margin_quality": 0.2293371279497213, "growth_momentum": 11.005352960856474, "company_age_years": 30.72142368240931, "ebitda": 5448000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 8.703776924520511, "revenue_cagr_3y": 0.005866092701675374, "revenue_cagr_5y": 0.02727426437179714, "earnings_cagr_3y": 0.22179063101115148, "quarterly_revenue_growth_yoy": 0.28706662238553, "quarterly_earnings_growth_yoy": 1.3965384398549228, "revenue_growth_qoq": -0.01504588774296597, "gross_margin": 0.10222593674248792, "operating_margin": 0.06921510161953433, "net_margin": 0.07512889978807336, "roa_ttm": 0.0829573004871204, "roe_ttm": 0.15037676924548657, "debt_to_ebitda": 1.4244172953496228, "net_debt_to_ebitda": 1.0681871410877153, "interest_coverage": 58.177570093457945, "debt_to_equity": 0.43426700610914065, "current_ratio": 2.4159257198123454, "quick_ratio": 1.1904477683799426, "fcf_to_ebitda": 0.22774574935255038, "capex_to_revenue": 0.02214824687630741, "working_capital_to_revenue": 0.19749053852549672, "capital_efficiency": 0.11666703486630348, "financial_health": -0.31109340146657527, "margin_quality": 0.0821899793833652, "growth_momentum": 0.8418025311202264, "company_age_years": 34.332648870636554, "ebitda": 2664300000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 7.432592557699253, "revenue_cagr_3y": 0.09056093582744906, "revenue_cagr_5y": 0.005064324816914212, "earnings_cagr_3y": -0.12261379014209373, "quarterly_revenue_growth_yoy": -0.18490461387153892, "quarterly_earnings_growth_yoy": -0.8326098903657889, "revenue_growth_qoq": -0.060894112583360756, "gross_margin": 0.0848031059994006, "operating_margin": 0.05319047357371156, "net_margin": 0.021010977550330823, "roa_ttm": 0.06918496090362179, "roe_ttm": 0.12253247918055708, "debt_to_ebitda": 1.610221330946629, "net_debt_to_ebitda": 1.0364981841755214, "interest_coverage": 71.0971771835628, "debt_to_equity": 0.41582397377992725, "current_ratio": 3.33893043761319, "quick_ratio": 1.7794956030869715, "fcf_to_ebitda": 0.4980226692059049, "capex_to_revenue": 0.06539918928172464, "working_capital_to_revenue": 0.25510789434330855, "capital_efficiency": 0.09585872004208944, "financial_health": -0.3233160095289823, "margin_quality": 0.05300151904114766, "growth_momentum": -0.508757252118664, "company_age_years": 36.33127994524298, "ebitda": 2674818000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 7.403818757921419, "revenue_cagr_3y": 0.0234298697457489, "revenue_cagr_5y": 0.1087729320566242, "earnings_cagr_3y": 0.0744034577574102, "quarterly_revenue_growth_yoy": 0.937911897329171, "quarterly_earnings_growth_yoy": 20.58, "revenue_growth_qoq": 0.2022810415321713, "gross_margin": 0.3660282799355647, "operating_margin": 0.34454984786110615, "net_margin": 0.19312690173617325, "roa_ttm": 0.06221938550928779, "roe_ttm": 0.2353675797185913, "debt_to_ebitda": 1.2287705956907478, "net_debt_to_ebitda": 0.42864385297845375, "interest_coverage": 54.791666666666664, "debt_to_equity": 0.8071767546415786, "current_ratio": 2.27953681925095, "quick_ratio": 1.516374163198842, "fcf_to_ebitda": 0.5585551330798479, "capex_to_revenue": 0.089464423182668, "working_capital_to_revenue": 0.3888705597712526, "capital_efficiency": 0.14879348261393954, "financial_health": -0.580231401800162, "margin_quality": 0.30123500984428137, "growth_momentum": 10.758955948664585, "company_age_years": 25.973990417522245, "ebitda": 7890000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 8.06165267489712, "revenue_cagr_3y": 0.16928550959522615, "revenue_cagr_5y": 0.07432118465355853, "earnings_cagr_3y": 0.42791884876850905, "quarterly_revenue_growth_yoy": 0.11674347158218126, "quarterly_earnings_growth_yoy": -0.3199513381995134, "revenue_growth_qoq": -0.13606654783125371, "gross_margin": 0.35316368638239337, "operating_margin": 0.3174002751031637, "net_margin": 0.1922283356258597, "roa_ttm": 0.062489345639626916, "roe_ttm": 0.11095256626453928, "debt_to_ebitda": 1.0133333333333334, "net_debt_to_ebitda": 0.10502057613168725, "interest_coverage": 79.9342105263158, "debt_to_equity": 0.2661823842262291, "current_ratio": 2.4034482758620688, "quick_ratio": 1.8686781609195402, "fcf_to_ebitda": 0.5619753086419753, "capex_to_revenue": 0.1171401757529221, "working_capital_to_revenue": 0.4166879959047863, "capital_efficiency": 0.0867209559520831, "financial_health": -0.081299762777888, "margin_quality": 0.28759743237047225, "growth_momentum": -0.10160393330866606, "company_age_years": 43.21149897330596, "ebitda": 6075000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 9.472685452793835, "revenue_cagr_3y": 0.006314511862917982, "revenue_cagr_5y": 0.017111253765436762, "earnings_cagr_3y": 0.15432404570037694, "quarterly_revenue_growth_yoy": 0.08230633802816902, "quarterly_earnings_growth_yoy": 0.3922413793103448, "revenue_growth_qoq": 0.020755500207555, "gross_margin": 0.27653517690117935, "operating_margin": 0.1793411956079707, "net_margin": 0.1313542090280602, "roa_ttm": 0.06371692461308039, "roe_ttm": 0.2032649810869998, "debt_to_ebitda": 3.224470134874759, "net_debt_to_ebitda": 3.1305394990366087, "interest_coverage": 33.483870967741936, "debt_to_equity": 1.3326697192912602, "current_ratio": 1.8322981366459627, "quick_ratio": 0.9424054206662902, "fcf_to_ebitda": 0.3448940269749518, "capex_to_revenue": 0.07385571872655161, "working_capital_to_revenue": 0.15800192946725267, "capital_efficiency": 0.1334909528500401, "financial_health": -1.2470383987029607, "margin_quality": 0.19574352717907006, "growth_momentum": 0.2372738586692569, "company_age_years": 23.972621492128678, "ebitda": 2076000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 8.320327026290574, "revenue_cagr_3y": 0.04922711416123238, "revenue_cagr_5y": 0.045943026394803965, "earnings_cagr_3y": 0.2864467239268631, "quarterly_revenue_growth_yoy": 0.18124296532144343, "quarterly_earnings_growth_yoy": 0.08427191851742281, "revenue_growth_qoq": 0.009502511595226111, "gross_margin": 0.16418401151117654, "operating_margin": 0.11099292263418552, "net_margin": 0.0643877158345603, "roa_ttm": 0.07978240304161988, "roe_ttm": 0.1727262370335797, "debt_to_ebitda": 1.942852841033228, "net_debt_to_ebitda": 1.1991632251101203, "interest_coverage": 36.08234668871239, "debt_to_equity": 0.7706442743592132, "current_ratio": 4.085550552084956, "quick_ratio": 2.3029820628929554, "fcf_to_ebitda": 0.413630773284411, "capex_to_revenue": 0.025050844605341197, "working_capital_to_revenue": 0.27999193235951575, "capital_efficiency": 0.1262543200375998, "financial_health": -0.6279064944713365, "margin_quality": 0.1131882166599741, "growth_momentum": 0.13275744191943312, "company_age_years": 20.605065023956193, "ebitda": 1222073000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 8.289865779256795, "revenue_cagr_3y": -0.05861440346836433, "revenue_cagr_5y": 0.004149145894240425, "earnings_cagr_3y": -0.04425790782437666, "quarterly_revenue_growth_yoy": 0.018140589569160998, "quarterly_earnings_growth_yoy": 0.06451612903225806, "revenue_growth_qoq": -0.08887987012987013, "gross_margin": 0.2467706013363029, "operating_margin": 0.16837416481069042, "net_margin": 0.14699331848552338, "roa_ttm": 0.05948859528035233, "roe_ttm": 0.1566014881467382, "debt_to_ebitda": 2.7825845812534666, "net_debt_to_ebitda": 2.3183582917359957, "interest_coverage": 32.19642857142857, "debt_to_equity": 0.8681432773836304, "current_ratio": 1.5144017725258494, "quick_ratio": 0.7802806499261448, "fcf_to_ebitda": 0.38158624514697725, "capex_to_revenue": 0.06384566190577702, "working_capital_to_revenue": 0.14847580473246644, "capital_efficiency": 0.10804504171354526, "financial_health": -0.7352564001287275, "margin_quality": 0.18737936154417226, "growth_momentum": 0.04132835930070953, "company_age_years": 31.225188227241617, "ebitda": 1803000000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 8.17438105489774, "revenue_cagr_3y": -0.03488983357344444, "revenue_cagr_5y": -0.028122787265568272, "earnings_cagr_3y": 0.22783628894727448, "quarterly_revenue_growth_yoy": -0.07153284671532846, "quarterly_earnings_growth_yoy": 2.0, "revenue_growth_qoq": 0.08025477707006369, "gross_margin": 0.17963836477987422, "operating_margin": 0.06918238993710692, "net_margin": 0.03419811320754717, "roa_ttm": 0.020766937390767966, "roe_ttm": 0.11826697892271663, "debt_to_ebitda": 5.111948331539289, "net_debt_to_ebitda": 4.69967707212056, "interest_coverage": 18.58, "debt_to_equity": 2.780444964871194, "current_ratio": 2.2445233866193015, "quick_ratio": 1.3433984606275904, "fcf_to_ebitda": 0.302475780409042, "capex_to_revenue": 0.056338028169014086, "working_capital_to_revenue": 0.21299017124328706, "capital_efficiency": 0.0695169581567423, "financial_health": -2.684863940132358, "margin_quality": 0.09433962264150943, "growth_momentum": 0.9642335766423358, "company_age_years": 11.381245722108146, "ebitda": 929000000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 3.811707468557528, "revenue_cagr_3y": 0.18402465822486835, "revenue_cagr_5y": 0.09008571589244108, "earnings_cagr_3y": 0.9819042767433221, "quarterly_revenue_growth_yoy": -0.36833485325045134, "quarterly_earnings_growth_yoy": -0.6437880104257168, "revenue_growth_qoq": -0.05834697444718808, "gross_margin": 0.16826753093694755, "operating_margin": 0.10878020035356512, "net_margin": 0.10872127283441367, "roa_ttm": 0.09372001970596625, "roe_ttm": 0.17482466747279324, "debt_to_ebitda": 0.951244759588013, "net_debt_to_ebitda": 0.7892189845246105, "interest_coverage": 81.69556025369978, "debt_to_equity": 0.29631600161225313, "current_ratio": 1.1802496177212052, "quick_ratio": 0.5296111088151424, "fcf_to_ebitda": 0.4503390093680451, "capex_to_revenue": 0.07879677444274755, "working_capital_to_revenue": 0.05183591730498392, "capital_efficiency": 0.13427234358937973, "financial_health": -0.16829183951164953, "margin_quality": 0.1285896680416421, "growth_momentum": -0.506061431838084, "company_age_years": 18.677618069815196, "ebitda": 3864200000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 6.860153398926655, "revenue_cagr_3y": 0.08297724748514423, "revenue_cagr_5y": 0.10833513503029946, "earnings_cagr_3y": 0.8603877007094847, "quarterly_revenue_growth_yoy": 0.36973639164669636, "quarterly_earnings_growth_yoy": 8.223628691983123, "revenue_growth_qoq": 0.21923294588829392, "gross_margin": 0.26861141857392795, "operating_margin": 0.17281393937229977, "net_margin": 0.15610383118506088, "roa_ttm": 0.06592311453652176, "roe_ttm": 0.13693170826078546, "debt_to_ebitda": 2.0240608228980324, "net_debt_to_ebitda": 1.390071556350626, "interest_coverage": 51.050228310502284, "debt_to_equity": 0.43778293673824725, "current_ratio": 1.2053457067594673, "quick_ratio": 0.6750283960463037, "fcf_to_ebitda": 0.30286225402504474, "capex_to_revenue": 0.12435718095544798, "working_capital_to_revenue": 0.08551128644318537, "capital_efficiency": 0.1014274113986536, "financial_health": -0.3178007332869436, "margin_quality": 0.1991763963770962, "growth_momentum": 4.29668254181491, "company_age_years": 16.67898699520876, "ebitda": 2236000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 8.621513274471116, "revenue_cagr_3y": 0.08171163864197739, "revenue_cagr_5y": 0.041188507723911805, "earnings_cagr_3y": 0.7361880536044685, "quarterly_revenue_growth_yoy": 0.1564303216972827, "quarterly_earnings_growth_yoy": -0.007615818637249197, "revenue_growth_qoq": 0.09349181749486679, "gross_margin": 0.13045103107363148, "operating_margin": 0.0975943081869378, "net_margin": 0.0633928589066304, "roa_ttm": 0.081348488820281, "roe_ttm": 0.1461046184464463, "debt_to_ebitda": 1.4538692131304898, "net_debt_to_ebitda": 1.16428614960348, "interest_coverage": 65.34272487430933, "debt_to_equity": 0.4252327895181242, "current_ratio": 2.4886673995221087, "quick_ratio": 1.1849594017537204, "fcf_to_ebitda": 0.1572725818370192, "capex_to_revenue": 0.02505151832368013, "working_capital_to_revenue": 0.2015952101990928, "capital_efficiency": 0.11372655363336365, "financial_health": -0.31412215091877027, "margin_quality": 0.09714606605573324, "growth_momentum": 0.07440725153001675, "company_age_years": 34.57905544147844, "ebitda": 2625340000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 4.407659624900003, "revenue_cagr_3y": 0.15220799074476776, "revenue_cagr_5y": 0.1917430973320895, "earnings_cagr_3y": 0.4649012885275492, "quarterly_revenue_growth_yoy": 1.0927976282275018, "quarterly_earnings_growth_yoy": 9.952102990977949, "revenue_growth_qoq": 0.17340204369835402, "gross_margin": 0.33028210482794756, "operating_margin": 0.279246167759584, "net_margin": 0.20539660589129122, "roa_ttm": 0.19870531164197858, "roe_ttm": 0.369348974708177, "debt_to_ebitda": 0.7668045418305888, "net_debt_to_ebitda": 0.5281113943655855, "interest_coverage": 168.3399152773982, "debt_to_equity": 0.4222613935386202, "current_ratio": 2.527060931936996, "quick_ratio": 1.343403231491419, "fcf_to_ebitda": 0.3436966318873826, "capex_to_revenue": 0.05007160388560944, "working_capital_to_revenue": 0.23347111507094007, "capital_efficiency": 0.2840271431750778, "financial_health": -0.2980644885844032, "margin_quality": 0.2716416261596076, "growth_momentum": 5.522450309602725, "company_age_years": 38.0807665982204, "ebitda": 7391469000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 7.196752511673978, "revenue_cagr_3y": -0.09094899788597921, "revenue_cagr_5y": -0.030800629967687065, "earnings_cagr_3y": -0.6000820176360904, "quarterly_revenue_growth_yoy": 0.05285234899328859, "quarterly_earnings_growth_yoy": -0.8874458874458875, "revenue_growth_qoq": -0.10019716795124574, "gross_margin": 0.21613545816733068, "operating_margin": 0.09661354581673307, "net_margin": 0.025896414342629483, "roa_ttm": 0.03173737244079328, "roe_ttm": 0.12234042553191489, "debt_to_ebitda": 3.921748974104995, "net_debt_to_ebitda": 2.0192443752653175, "interest_coverage": 37.194736842105264, "debt_to_equity": 1.3713508164275112, "current_ratio": 2.765121759622938, "quick_ratio": 2.526315789473684, "fcf_to_ebitda": -1.1898259516060563, "capex_to_revenue": 0.6195654667676141, "working_capital_to_revenue": 0.5155206827723863, "capital_efficiency": 0.07703889898635408, "financial_health": -1.1977792164367713, "margin_quality": 0.11288180610889774, "growth_momentum": -0.41729676922629944, "company_age_years": 10.636550308008214, "ebitda": 1413400000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 8.766138461538462, "revenue_cagr_3y": -0.13649564970961614, "revenue_cagr_5y": 0.045843898816102735, "earnings_cagr_3y": -0.6097337793124048, "quarterly_revenue_growth_yoy": -0.13337846987136087, "quarterly_earnings_growth_yoy": -0.6020066889632107, "revenue_growth_qoq": -0.06728200145737187, "gross_margin": 0.10208333333333333, "operating_margin": 0.009375, "net_margin": 0.030989583333333334, "roa_ttm": 0.019047157466194932, "roe_ttm": 0.0339436863016065, "debt_to_ebitda": 3.2802741812642804, "net_debt_to_ebitda": 1.92993145468393, "interest_coverage": 262.6, "debt_to_equity": 0.37199861806875106, "current_ratio": 1.6703360370799536, "quick_ratio": 1.0796639629200464, "fcf_to_ebitda": -1.0045696877380046, "capex_to_revenue": 0.14848689460438277, "working_capital_to_revenue": 0.14204161807132773, "capital_efficiency": 0.026495421883900715, "financial_health": -0.26542571421723055, "margin_quality": 0.047482638888888894, "growth_momentum": -0.36769257941728584, "company_age_years": 33.47022587268994, "ebitda": 1313000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 7.407668731659602, "revenue_cagr_3y": -0.05644417018856296, "revenue_cagr_5y": -0.03361890128268119, "earnings_cagr_3y": -0.4988789200137148, "quarterly_revenue_growth_yoy": -0.12667956573148448, "quarterly_earnings_growth_yoy": -0.7290322580645161, "revenue_growth_qoq": -0.0020267780370961798, "gross_margin": 1.0, "operating_margin": 0.06437319219644286, "net_margin": 0.03101729337189981, "roa_ttm": -0.006549473290257245, "roe_ttm": -0.011397594054095472, "debt_to_ebitda": 3.34757091620476, "net_debt_to_ebitda": 1.4228888164329965, "interest_coverage": 5.898076923076923, "debt_to_equity": 0.19667075319898858, "current_ratio": 1.5270363439377523, "quick_ratio": 0.6558652614990643, "fcf_to_ebitda": -0.1550283130094555, "capex_to_revenue": 0.11357730408640639, "working_capital_to_revenue": 0.16800891693747155, "capital_efficiency": -0.008973533672176359, "financial_health": -0.08654357669833052, "margin_quality": 0.3651301618561142, "growth_momentum": -0.4278559118980003, "company_age_years": 26.89390828199863, "ebitda": 3067000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 5.085417287700877, "revenue_cagr_3y": 0.11566358574560898, "revenue_cagr_5y": 0.021886131557538713, "earnings_cagr_3y": 0.16765081031228202, "quarterly_revenue_growth_yoy": -0.08741800904968972, "quarterly_earnings_growth_yoy": -0.4318381615738114, "revenue_growth_qoq": -0.03290968903445579, "gross_margin": 0.1315291454219871, "operating_margin": 0.09608469219567346, "net_margin": 0.06555018956964959, "roa_ttm": 0.12160728392936743, "roe_ttm": 0.21399597717323948, "debt_to_ebitda": 1.0977051790099426, "net_debt_to_ebitda": 0.7317198670707745, "interest_coverage": 93.25094748885658, "debt_to_equity": 0.4169025321247055, "current_ratio": 3.557027895147651, "quick_ratio": 1.7637268139071607, "fcf_to_ebitda": 0.36814038904880353, "capex_to_revenue": 0.05077733355876321, "working_capital_to_revenue": 0.24317282268139886, "capital_efficiency": 0.16780163055130345, "financial_health": -0.3320802780371692, "margin_quality": 0.09772134239577006, "growth_momentum": -0.2596280853117505, "company_age_years": 35.827515400410675, "ebitda": 3912157000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 6.871872533779744, "revenue_cagr_3y": 0.16334958022854118, "revenue_cagr_5y": 0.03068459963727399, "earnings_cagr_3y": 0.11260988378831338, "quarterly_revenue_growth_yoy": 0.094980406792312, "quarterly_earnings_growth_yoy": 0.12531328320802004, "revenue_growth_qoq": -0.01078894133513149, "gross_margin": 0.2987389229720518, "operating_margin": 0.26192910702113154, "net_margin": 0.07651670074982958, "roa_ttm": 0.041453686493184635, "roe_ttm": 0.1300808068533933, "debt_to_ebitda": 1.1245964366854, "net_debt_to_ebitda": 0.43764199449958147, "interest_coverage": 87.11458333333333, "debt_to_equity": 0.5714198918524819, "current_ratio": 2.896502057613169, "quick_ratio": 1.6724279835390947, "fcf_to_ebitda": 0.0620590697118259, "capex_to_revenue": 0.2017178902160784, "working_capital_to_revenue": 0.41233838858318794, "capital_efficiency": 0.08576724667328897, "financial_health": -0.4580596596510739, "margin_quality": 0.212394910247671, "growth_momentum": 0.11014684500016603, "company_age_years": 28.22450376454483, "ebitda": 8363000000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 7.502076694099107, "revenue_cagr_3y": 0.01825265405983667, "revenue_cagr_5y": -0.04488213877262537, "earnings_cagr_3y": -0.07442784901705479, "quarterly_revenue_growth_yoy": -0.07852636322667868, "quarterly_earnings_growth_yoy": -0.12572254335260116, "revenue_growth_qoq": -0.06225636321944508, "gross_margin": 0.13877002078493703, "operating_margin": 0.0975669397236826, "net_margin": 0.07396992297346863, "roa_ttm": 0.11122063413832758, "roe_ttm": 0.42081054201889606, "debt_to_ebitda": 2.1598669234810015, "net_debt_to_ebitda": 2.0096305375590964, "interest_coverage": 64.89772727272727, "debt_to_equity": 1.5334410740924913, "current_ratio": 1.8295498268564832, "quick_ratio": 0.9469026548672567, "fcf_to_ebitda": 0.39695324811766763, "capex_to_revenue": 0.07757652547009532, "working_capital_to_revenue": 0.12416851441241686, "capital_efficiency": 0.2660155880786118, "financial_health": -1.4156178230182492, "margin_quality": 0.10343562782736275, "growth_momentum": -0.10212445328963993, "company_age_years": 9.675564681724847, "ebitda": 5711000000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 6.06997600286533, "revenue_cagr_3y": 0.11940012405431344, "revenue_cagr_5y": 0.07988286842403602, "earnings_cagr_3y": 0.08711359664944718, "quarterly_revenue_growth_yoy": -0.26938369781312127, "quarterly_earnings_growth_yoy": -0.6535714285714286, "revenue_growth_qoq": -0.06429026098026734, "gross_margin": 0.28095238095238095, "operating_margin": 0.22108843537414966, "net_margin": 0.13197278911564625, "roa_ttm": 0.08361590072866315, "roe_ttm": 0.2130514705882353, "debt_to_ebitda": 1.090974212034384, "net_debt_to_ebitda": 0.455945558739255, "interest_coverage": 75.45945945945945, "debt_to_equity": 0.5599264705882353, "current_ratio": 3.9405797101449274, "quick_ratio": 3.5478260869565217, "fcf_to_ebitda": 0.17836676217765043, "capex_to_revenue": 0.28822466743307606, "working_capital_to_revenue": 0.33322384628017737, "capital_efficiency": 0.14833368565844923, "financial_health": -0.41785920982273583, "margin_quality": 0.21133786848072564, "growth_momentum": -0.46147756319227495, "company_age_years": 18.636550308008214, "ebitda": 2792000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 4.929667139861079, "revenue_cagr_3y": 0.17947232237281052, "revenue_cagr_5y": 0.036000952974705624, "earnings_cagr_3y": 0.789689001430063, "quarterly_revenue_growth_yoy": 0.09485726559010735, "quarterly_earnings_growth_yoy": 0.415979693935943, "revenue_growth_qoq": -0.03164924893787751, "gross_margin": 0.14694886875096774, "operating_margin": 0.11730311726621159, "net_margin": 0.08198603030136023, "roa_ttm": 0.13811603422581611, "roe_ttm": 0.24698594282034025, "debt_to_ebitda": 1.006030015714728, "net_debt_to_ebitda": 0.6436432464641862, "interest_coverage": 115.46665047757811, "debt_to_equity": 0.42566231940844307, "current_ratio": 3.3684939535010505, "quick_ratio": 1.6374962763067973, "fcf_to_ebitda": 0.42473579978618625, "capex_to_revenue": 0.04294171581205497, "working_capital_to_revenue": 0.23763285742125448, "capital_efficiency": 0.19255098852307817, "financial_health": -0.33285621544996213, "margin_quality": 0.11541267210617985, "growth_momentum": 0.2554184797630252, "company_age_years": 35.578370978781656, "ebitda": 4279425000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 5.653913353115727, "revenue_cagr_3y": 0.02318317926493285, "revenue_cagr_5y": -0.016958984307500202, "earnings_cagr_3y": 2.986062604767829, "quarterly_revenue_growth_yoy": -0.19840213049267644, "quarterly_earnings_growth_yoy": -0.3286219081272085, "revenue_growth_qoq": 0.2399588053553038, "gross_margin": 0.27740863787375414, "operating_margin": 0.2350498338870432, "net_margin": 0.15780730897009967, "roa_ttm": 0.031631799163179916, "roe_ttm": 0.13156978767838495, "debt_to_ebitda": 2.4041543026706234, "net_debt_to_ebitda": 2.0700296735905046, "interest_coverage": 34.38775510204081, "debt_to_equity": 1.410024364775496, "current_ratio": 1.8471544715447155, "quick_ratio": 1.4032520325203253, "fcf_to_ebitda": 0.6884272997032641, "capex_to_revenue": 0.08681370248709526, "working_capital_to_revenue": 0.12224307836696387, "capital_efficiency": 0.08160079342078244, "financial_health": -1.330889117698031, "margin_quality": 0.22342192691029902, "growth_momentum": -0.26351201930994245, "company_age_years": 14.885694729637235, "ebitda": 1685000000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 5.897629586651405, "revenue_cagr_3y": -0.04316495890441663, "revenue_cagr_5y": 0.008752925592626859, "earnings_cagr_3y": -0.21138675021935027, "quarterly_revenue_growth_yoy": -0.2440737552404517, "quarterly_earnings_growth_yoy": -0.6114502166730141, "revenue_growth_qoq": -0.18670925400955302, "gross_margin": 0.13581164157083137, "operating_margin": 0.07584855119001292, "net_margin": 0.03604823557218266, "roa_ttm": 0.06321297170248577, "roe_ttm": 0.1291379289548278, "debt_to_ebitda": 2.3757316117632827, "net_debt_to_ebitda": 1.06416973568197, "interest_coverage": 41.18742329073713, "debt_to_equity": 0.6539166515891683, "current_ratio": 3.600525718425068, "quick_ratio": 2.195666050459645, "fcf_to_ebitda": 0.6230773006221001, "capex_to_revenue": 0.08795315031373979, "working_capital_to_revenue": 0.30385066861531507, "capital_efficiency": 0.09617545032865679, "financial_health": -0.45937068329072195, "margin_quality": 0.082569476111009, "growth_momentum": -0.4277619859567329, "company_age_years": 23.60574948665298, "ebitda": 1140974000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 6.453808092485549, "revenue_cagr_3y": 0.11664826295231667, "revenue_cagr_5y": 0.14226984350351768, "earnings_cagr_3y": 0.6785034814989077, "quarterly_revenue_growth_yoy": 1.4031563845050214, "quarterly_earnings_growth_yoy": 2.7181663837011882, "revenue_growth_qoq": 0.3714519650655022, "gross_margin": 0.26805970149253733, "operating_margin": 0.191044776119403, "net_margin": 0.20139303482587065, "roa_ttm": 0.05707535438945536, "roe_ttm": 0.1568962570500769, "debt_to_ebitda": 3.2497109826589594, "net_debt_to_ebitda": 2.4815028901734104, "interest_coverage": 20.595238095238095, "debt_to_equity": 0.9608613912151769, "current_ratio": 1.266681644574253, "quick_ratio": 0.8366659177712874, "fcf_to_ebitda": 0.6063583815028901, "capex_to_revenue": 0.04076226914870135, "working_capital_to_revenue": 0.08733720844676625, "capital_efficiency": 0.10698580571976612, "financial_health": -0.7382566194204065, "margin_quality": 0.22016583747927032, "growth_momentum": 2.060661384103105, "company_age_years": 30.217659137577, "ebitda": 1730000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 8.097423542354235, "revenue_cagr_3y": -0.07151372396774869, "revenue_cagr_5y": -0.04846745053236712, "earnings_cagr_3y": -0.3284023365494704, "quarterly_revenue_growth_yoy": 0.15317011927181418, "quarterly_earnings_growth_yoy": -0.8822695035460993, "revenue_growth_qoq": 0.1013189448441247, "gross_margin": 0.21339139902014154, "operating_margin": 0.06859009254218836, "net_margin": 0.045182362547632006, "roa_ttm": 0.04963855421686747, "roe_ttm": 0.11563289362896435, "debt_to_ebitda": 1.7777777777777777, "net_debt_to_ebitda": 1.0374037403740375, "interest_coverage": 47.8421052631579, "debt_to_equity": 0.4535503788941903, "current_ratio": 1.8727621483375958, "quick_ratio": 1.229539641943734, "fcf_to_ebitda": 0.027502750275027504, "capex_to_revenue": 0.04567230916640051, "working_capital_to_revenue": 0.21798147556691153, "capital_efficiency": 0.0826357239229159, "financial_health": -0.34271583104802034, "margin_quality": 0.10905461803665396, "growth_momentum": -0.3645496921371426, "company_age_years": 16.13141683778234, "ebitda": 909000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 7.4686357872928175, "revenue_cagr_3y": 0.07736260086249969, "revenue_cagr_5y": -0.13666019549911912, "earnings_cagr_3y": 2.456659734041441, "quarterly_revenue_growth_yoy": 0.06214203894616266, "quarterly_earnings_growth_yoy": 7.198501872659176, "revenue_growth_qoq": 0.03849923001539969, "gross_margin": 0.35265570234564575, "operating_margin": 0.30399029387975196, "net_margin": 0.5901860339714209, "roa_ttm": 0.267648, "roe_ttm": -9.703016241299304, "debt_to_ebitda": 3.2363259668508286, "net_debt_to_ebitda": 1.9972375690607735, "interest_coverage": 24.54237288135593, "debt_to_equity": 27.182134570765662, "current_ratio": 4.335697399527187, "quick_ratio": 3.610454426057263, "fcf_to_ebitda": 0.08328729281767956, "capex_to_revenue": 0.11824912891986063, "working_capital_to_revenue": 0.5530923344947736, "capital_efficiency": -4.717684120649652, "financial_health": 26.96920657076566, "margin_quality": 0.41561067673227287, "growth_momentum": 3.6303219558026694, "company_age_years": 30.902121834360027, "ebitda": 724000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 6.4840194753577105, "revenue_cagr_3y": 0.12768560361559134, "revenue_cagr_5y": -0.1365715347853631, "earnings_cagr_3y": 0.39974909056905417, "quarterly_revenue_growth_yoy": 0.2546987528543826, "quarterly_earnings_growth_yoy": 4.1918238993710695, "revenue_growth_qoq": 1.9887029288702929, "gross_margin": 0.3982920341593168, "operating_margin": 0.35587288254234917, "net_margin": 0.23113537729245415, "roa_ttm": 0.1481238735048337, "roe_ttm": -1.475677440417891, "debt_to_ebitda": 3.7220985691573927, "net_debt_to_ebitda": 2.4462639109697935, "interest_coverage": 20.16025641025641, "debt_to_equity": 7.643486777668952, "current_ratio": 3.257317329964203, "quick_ratio": 2.5308485997052013, "fcf_to_ebitda": 0.006836248012718601, "capex_to_revenue": 0.09797567255615733, "working_capital_to_revenue": 0.4758945218858208, "capital_efficiency": -0.6637767834565287, "financial_health": 7.762169223733461, "margin_quality": 0.32843343133137337, "growth_momentum": 2.223261326112726, "company_age_years": 30.650239561943874, "ebitda": 629000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 7.176165586452018, "revenue_cagr_3y": -0.07133291329462677, "revenue_cagr_5y": 0.00288722076979675, "earnings_cagr_3y": 0.05122877655715974, "quarterly_revenue_growth_yoy": -0.08572901895062524, "quarterly_earnings_growth_yoy": 1.6413390010626994, "revenue_growth_qoq": 0.06919945725915876, "gross_margin": 0.16003948110547095, "operating_margin": 0.14086294416243655, "net_margin": 0.08509588268471517, "roa_ttm": -0.008933359333105835, "roe_ttm": -0.019577991452991453, "debt_to_ebitda": 2.576207401212628, "net_debt_to_ebitda": 1.4116663182103282, "interest_coverage": 54.35227272727273, "debt_to_equity": 0.32911324786324786, "current_ratio": 1.234084792870693, "quick_ratio": 0.6902104380817929, "fcf_to_ebitda": 0.3435082584152206, "capex_to_revenue": 0.045785620424253805, "working_capital_to_revenue": 0.09960578186596583, "capital_efficiency": -0.014255675393048645, "financial_health": -0.19426899676086168, "margin_quality": 0.12866610265087422, "growth_momentum": 0.7778049910560371, "company_age_years": 23.397672826830938, "ebitda": 4783000000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 5.336992669408189, "revenue_cagr_3y": 0.14215027447142337, "revenue_cagr_5y": 0.03917068149700609, "earnings_cagr_3y": -0.12174789314982426, "quarterly_revenue_growth_yoy": -0.3365803496307376, "quarterly_earnings_growth_yoy": -1.0049899013900438, "revenue_growth_qoq": 0.04546258102533883, "gross_margin": 0.11543556069103514, "operating_margin": 0.04109009948426007, "net_margin": -0.0011836654172420597, "roa_ttm": 0.05839042305247546, "roe_ttm": 0.10977320066720331, "debt_to_ebitda": 1.3282674772036474, "net_debt_to_ebitda": 1.1169318791346325, "interest_coverage": 69.39205955334988, "debt_to_equity": 0.30824958714720796, "current_ratio": 1.0980559163596875, "quick_ratio": 0.5756872431488619, "fcf_to_ebitda": 0.5152154478812802, "capex_to_revenue": 0.09209536927980623, "working_capital_to_revenue": 0.03064300401253668, "capital_efficiency": 0.08408181185983939, "financial_health": -0.1732600866485809, "margin_quality": 0.05178066491935105, "growth_momentum": -0.6707851255103907, "company_age_years": 18.92950034223135, "ebitda": 2796500000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 6.405239857857019, "revenue_cagr_3y": -0.027773387126887483, "revenue_cagr_5y": 0.06497332000961276, "earnings_cagr_3y": -0.24516333799882428, "quarterly_revenue_growth_yoy": -0.151865706434858, "quarterly_earnings_growth_yoy": -0.5584800123720878, "revenue_growth_qoq": -0.00737372496005899, "gross_margin": 0.14782716355082332, "operating_margin": 0.11142751021418844, "net_margin": 0.07988324873096447, "roa_ttm": 0.09995438087653365, "roe_ttm": 0.16488329084940906, "debt_to_ebitda": 1.105792042489514, "net_debt_to_ebitda": 0.3615167244543011, "interest_coverage": 93.0280447761194, "debt_to_equity": 0.33258183634299665, "current_ratio": 2.930597556842274, "quick_ratio": 1.8503177938449757, "fcf_to_ebitda": 0.5296529902152761, "capex_to_revenue": 0.08038201468589894, "working_capital_to_revenue": 0.2872894571130717, "capital_efficiency": 0.13241883586297135, "financial_health": -0.13686603075714415, "margin_quality": 0.11304597416532541, "growth_momentum": -0.3551728594034729, "company_age_years": 40.82956878850103, "ebitda": 6232879000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 6.670465959821429, "revenue_cagr_3y": 0.03139740697286442, "revenue_cagr_5y": -0.07906397963016876, "earnings_cagr_3y": -0.45721295500601433, "quarterly_revenue_growth_yoy": -0.29815809669992327, "quarterly_earnings_growth_yoy": -1.0862068965517242, "revenue_growth_qoq": -0.0032697547683923707, "gross_margin": 0.07572443958447239, "operating_margin": 0.04291962821213778, "net_margin": -0.02050300710770913, "roa_ttm": 0.01569877817261354, "roe_ttm": 0.0664332063034298, "debt_to_ebitda": 2.7667410714285716, "net_debt_to_ebitda": 2.034877232142857, "interest_coverage": 27.151515151515152, "debt_to_equity": 1.0213204243485425, "current_ratio": 2.6567255021302496, "quick_ratio": 1.3247108947048083, "fcf_to_ebitda": -0.023158482142857144, "capex_to_revenue": 0.14633540372670809, "working_capital_to_revenue": 0.3381366459627329, "capital_efficiency": 0.041065992238021674, "financial_health": -0.9570667375702805, "margin_quality": 0.03271368689630035, "growth_momentum": -0.6921824966258238, "company_age_years": 23.972621492128678, "ebitda": 3584000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 4.898195296523517, "revenue_cagr_3y": -0.04207721556510802, "revenue_cagr_5y": -0.022087050459289825, "earnings_cagr_3y": 2.7977070024337976, "quarterly_revenue_growth_yoy": 0.21455622116642567, "quarterly_earnings_growth_yoy": 0.7720588235294118, "revenue_growth_qoq": 0.022906518209232198, "gross_margin": 0.10907647825840468, "operating_margin": 0.06995861443392483, "net_margin": 0.06831453030217133, "roa_ttm": 0.046525937145020825, "roe_ttm": 0.10809919173035684, "debt_to_ebitda": 1.910659509202454, "net_debt_to_ebitda": 1.5300357873210635, "interest_coverage": 38.165853658536584, "debt_to_equity": 0.4109803705943806, "current_ratio": 1.2137880296014194, "quick_ratio": 0.4443242307525858, "fcf_to_ebitda": 0.09534764826175869, "capex_to_revenue": 0.039711191335740074, "working_capital_to_revenue": 0.07588908518319379, "capital_efficiency": 0.07731256443768883, "financial_health": -0.2172779336789053, "margin_quality": 0.08244987433150028, "growth_momentum": 0.49330752234791875, "company_age_years": 20.145106091718002, "ebitda": 7824000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 8.616367955085295, "revenue_cagr_3y": -0.0667742549069561, "revenue_cagr_5y": 0.034259585165011375, "earnings_cagr_3y": -0.3132678244069018, "quarterly_revenue_growth_yoy": -0.02851764705882353, "quarterly_earnings_growth_yoy": -0.2348993288590604, "revenue_growth_qoq": 0.18944457248213875, "gross_margin": 0.12032551831040496, "operating_margin": 0.07769812051927921, "net_margin": 0.055221856229412905, "roa_ttm": 0.057617475780264604, "roe_ttm": 0.15653251676873725, "debt_to_ebitda": 2.431440293673073, "net_debt_to_ebitda": 1.865471820341179, "interest_coverage": 39.24576271186441, "debt_to_equity": 0.820939049285506, "current_ratio": 2.126147171700317, "quick_ratio": 1.2482896712831637, "fcf_to_ebitda": 0.34312243575901535, "capex_to_revenue": 0.04885451078344479, "working_capital_to_revenue": 0.18126393253296808, "capital_efficiency": 0.10707499627450093, "financial_health": -0.741269013809739, "margin_quality": 0.08441516501969902, "growth_momentum": -0.13170848795894197, "company_age_years": 14.425735797399042, "ebitda": 4631000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 7.885515923566879, "revenue_cagr_3y": -0.04335152799914088, "revenue_cagr_5y": -0.02134495680979087, "earnings_cagr_3y": 0.11958353577897118, "quarterly_revenue_growth_yoy": 0.02830188679245283, "quarterly_earnings_growth_yoy": 0.9195402298850575, "revenue_growth_qoq": 0.05953827460510328, "gross_margin": 0.19915902140672784, "operating_margin": 0.10512232415902141, "net_margin": 0.06383792048929664, "roa_ttm": 0.0439719240297275, "roe_ttm": 0.2555488902219556, "debt_to_ebitda": 3.2770700636942673, "net_debt_to_ebitda": 2.8718152866242037, "interest_coverage": 26.72340425531915, "debt_to_equity": 2.469106178764247, "current_ratio": 2.1136484333510355, "quick_ratio": 1.3064259160913436, "fcf_to_ebitda": 0.5254777070063694, "capex_to_revenue": 0.038504520979376206, "working_capital_to_revenue": 0.21304480341359341, "capital_efficiency": 0.14976040712584154, "financial_health": -2.39017223392646, "margin_quality": 0.12270642201834864, "growth_momentum": 0.47392105833875514, "company_age_years": 12.380561259411362, "ebitda": 1256000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 9.05663476461459, "revenue_cagr_3y": -0.014181018977634352, "revenue_cagr_5y": 0.04721267788600603, "earnings_cagr_3y": -0.2821319518068388, "quarterly_revenue_growth_yoy": -0.024719101123595506, "quarterly_earnings_growth_yoy": 0.03225806451612903, "revenue_growth_qoq": -0.0448943661971831, "gross_margin": 0.24147465437788018, "operating_margin": 0.1423963133640553, "net_margin": 0.05898617511520737, "roa_ttm": 0.05602639580772466, "roe_ttm": 0.19053905390539053, "debt_to_ebitda": 3.411277806518365, "net_debt_to_ebitda": 3.3176409725814797, "interest_coverage": 28.014492753623188, "debt_to_equity": 1.450825082508251, "current_ratio": 1.596657381615599, "quick_ratio": 0.8144846796657381, "fcf_to_ebitda": 0.3947232281427832, "capex_to_revenue": 0.06974930362116992, "working_capital_to_revenue": 0.11933147632311977, "capital_efficiency": 0.12328272485655759, "financial_health": -1.3768489509881312, "margin_quality": 0.14761904761904762, "growth_momentum": 0.003769481696266763, "company_age_years": 23.225188227241617, "ebitda": 1933000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 5.7922290679304895, "revenue_cagr_3y": 0.07659357898108787, "revenue_cagr_5y": 0.02242015571173761, "earnings_cagr_3y": -0.1659656953996561, "quarterly_revenue_growth_yoy": -0.20452065471551054, "quarterly_earnings_growth_yoy": -0.5151933701657458, "revenue_growth_qoq": -0.16685714285714287, "gross_margin": 0.0832843425436018, "operating_margin": 0.04771702919851068, "net_margin": 0.03439153439153439, "roa_ttm": 0.10675099683761859, "roe_ttm": 0.30772889417360283, "debt_to_ebitda": 1.8428120063191153, "net_debt_to_ebitda": 1.503001579778831, "interest_coverage": 74.47058823529412, "debt_to_equity": 0.9246928260007927, "current_ratio": 1.7522189349112427, "quick_ratio": 1.0415680473372781, "fcf_to_ebitda": 0.668088467614534, "capex_to_revenue": 0.03746209193078433, "working_capital_to_revenue": 0.10079086638520544, "capital_efficiency": 0.2072399455056107, "financial_health": -0.7763629959794066, "margin_quality": 0.055130968711215624, "growth_momentum": -0.3598570124406282, "company_age_years": 12.676249144421629, "ebitda": 6330000000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 8.161533991462422, "revenue_cagr_3y": 0.08972501525263987, "revenue_cagr_5y": 0.03624340416587435, "earnings_cagr_3y": 0.7330715896362043, "quarterly_revenue_growth_yoy": 0.36002678457084675, "quarterly_earnings_growth_yoy": 2.2009340580518675, "revenue_growth_qoq": 0.23951688373680255, "gross_margin": 0.19937117222415524, "operating_margin": 0.14127343113972712, "net_margin": 0.08479674151344303, "roa_ttm": 0.07759431446882363, "roe_ttm": 0.17138857378757563, "debt_to_ebitda": 1.9447698047315647, "net_debt_to_ebitda": 1.1469394356747997, "interest_coverage": 35.67006151944191, "debt_to_equity": 0.7764645841316113, "current_ratio": 3.681406823098836, "quick_ratio": 2.1367308527909223, "fcf_to_ebitda": 0.486903572233147, "capex_to_revenue": 0.025241360567271106, "working_capital_to_revenue": 0.2812364648173304, "capital_efficiency": 0.12449144412819962, "financial_health": -0.6312721701293332, "margin_quality": 0.14181378162577513, "growth_momentum": 1.2804804213113572, "company_age_years": 20.355920602327174, "ebitda": 1211819000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 4.265614801498273, "revenue_cagr_3y": 0.2386058691211419, "revenue_cagr_5y": 0.13447433020182897, "earnings_cagr_3y": 0.5039731132475946, "quarterly_revenue_growth_yoy": -0.12149154509361206, "quarterly_earnings_growth_yoy": -0.4226903674233263, "revenue_growth_qoq": 0.013865524366868361, "gross_margin": 0.2158343629922795, "operating_margin": 0.1707183388559566, "net_margin": 0.13024385239452416, "roa_ttm": 0.2388263233697334, "roe_ttm": 0.4073648642732075, "debt_to_ebitda": 0.6230207533136544, "net_debt_to_ebitda": 0.29633834019899635, "interest_coverage": 218.28115697338606, "debt_to_equity": 0.36715164640130066, "current_ratio": 4.15400654528916, "quick_ratio": 2.512272691818828, "fcf_to_ebitda": 0.6919251009698233, "capex_to_revenue": 0.04521346707512825, "working_capital_to_revenue": 0.26603008013592244, "capital_efficiency": 0.32309559382147046, "financial_health": -0.248712520573992, "margin_quality": 0.17226551808092008, "growth_momentum": -0.2720909562584692, "company_age_years": 26.354551676933607, "ebitda": 4912854000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 1.64036027065332, "revenue_cagr_3y": -0.06403959451710306, "revenue_cagr_5y": -0.05721045169845451, "earnings_cagr_3y": 0.09776034606285333, "quarterly_revenue_growth_yoy": -0.07420604182804028, "quarterly_earnings_growth_yoy": 1.6295081967213114, "revenue_growth_qoq": 0.11669625338690087, "gross_margin": 0.22397925033467203, "operating_margin": 0.11454149933065595, "net_margin": 0.2684069611780455, "roa_ttm": 0.10363819243412983, "roe_ttm": 0.29198921758363283, "debt_to_ebitda": 0.6551304480109531, "net_debt_to_ebitda": 0.09918612611242109, "interest_coverage": 63.20673076923077, "debt_to_equity": 0.2976568979817528, "current_ratio": 2.04254328080118, "quick_ratio": 1.4050151385761975, "fcf_to_ebitda": 0.2515402753479881, "capex_to_revenue": 0.08476155396182264, "working_capital_to_revenue": 0.2909670010616861, "capital_efficiency": 0.19781370500888135, "financial_health": -0.19093015848744943, "margin_quality": 0.20230923694779115, "growth_momentum": 0.7776510774466355, "company_age_years": 0, "ebitda": 13147000000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 7.709754336942601, "revenue_cagr_3y": 0.11132768077434174, "revenue_cagr_5y": 0.09244289181098098, "earnings_cagr_3y": -0.18236544805694654, "quarterly_revenue_growth_yoy": 0.06501377410468319, "quarterly_earnings_growth_yoy": -0.44396551724137934, "revenue_growth_qoq": -0.011758691206543968, "gross_margin": 0.3136747715123297, "operating_margin": 0.27918606656320055, "net_margin": 0.06673564407656493, "roa_ttm": 0.03489125052374967, "roe_ttm": 0.10974660037141316, "debt_to_ebitda": 1.1067644661776692, "net_debt_to_ebitda": 0.5528000931423914, "interest_coverage": 88.54639175257732, "debt_to_equity": 0.5694602528005751, "current_ratio": 2.4187446259673258, "quick_ratio": 1.3766122098022355, "fcf_to_ebitda": 0.05297473512632437, "capex_to_revenue": 0.21244550138723742, "working_capital_to_revenue": 0.36332408508389485, "capital_efficiency": 0.07231892544758142, "financial_health": -0.42792249062388177, "margin_quality": 0.2198654940506984, "growth_momentum": -0.18947587156834808, "company_age_years": 28.476386036960985, "ebitda": 8589000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 6.058761968981794, "revenue_cagr_3y": -0.14182376928850493, "revenue_cagr_5y": -0.11257995501051155, "earnings_cagr_3y": 0.04561260779245302, "quarterly_revenue_growth_yoy": -0.1761759315821625, "quarterly_earnings_growth_yoy": -0.11663807890222985, "revenue_growth_qoq": -0.04638664969594117, "gross_margin": 0.2338721637253448, "operating_margin": 0.20169064214741214, "net_margin": 0.1527510010381136, "roa_ttm": 0.18411674868488037, "roe_ttm": 0.6841109709962169, "debt_to_ebitda": 1.2275118004045853, "net_debt_to_ebitda": 1.049763991908294, "interest_coverage": 90.42682926829268, "debt_to_equity": 1.4347414880201765, "current_ratio": 2.324701643773925, "quick_ratio": 1.4289574420175637, "fcf_to_ebitda": 0.5412002697235334, "capex_to_revenue": 0.053078963346435304, "working_capital_to_revenue": 0.1879973156936056, "capital_efficiency": 0.4341138598405486, "financial_health": -1.2845653969090223, "margin_quality": 0.1961046023036235, "growth_momentum": -0.1464070052421962, "company_age_years": 5.924709103353867, "ebitda": 7415000000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 3.3886581105510487, "revenue_cagr_3y": 0.27107063966019784, "revenue_cagr_5y": 0.15613953494052635, "earnings_cagr_3y": 0.7356315243755513, "quarterly_revenue_growth_yoy": -0.09120717078884967, "quarterly_earnings_growth_yoy": -0.4178256862646205, "revenue_growth_qoq": -0.14604791083472657, "gross_margin": 0.20461837433206936, "operating_margin": 0.1572736971506253, "net_margin": 0.1315429438821189, "roa_ttm": 0.27278802009945774, "roe_ttm": 0.47509279112836006, "debt_to_ebitda": 0.5586104592682772, "net_debt_to_ebitda": 0.26236276355973076, "interest_coverage": 230.42586459861664, "debt_to_equity": 0.377667917903236, "current_ratio": 3.7583196542235973, "quick_ratio": 2.218207387112901, "fcf_to_ebitda": 0.6461023113591904, "capex_to_revenue": 0.04082975731212221, "working_capital_to_revenue": 0.25182062402681954, "capital_efficiency": 0.3739404056139089, "financial_health": -0.2556147445283014, "margin_quality": 0.16447833845493784, "growth_momentum": -0.2545164285267351, "company_age_years": 26.10814510609172, "ebitda": 5496809000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 7.189745046760996, "revenue_cagr_3y": -0.10296973326060876, "revenue_cagr_5y": 0.0637829418071576, "earnings_cagr_3y": -0.5095455781327023, "quarterly_revenue_growth_yoy": -0.1517818635854358, "quarterly_earnings_growth_yoy": -0.7810699199128169, "revenue_growth_qoq": -0.07835087284883001, "gross_margin": 0.10181592013067962, "operating_margin": 0.06895029123500838, "net_margin": 0.03357128272363839, "roa_ttm": 0.07352684319492662, "roe_ttm": 0.12335195213096285, "debt_to_ebitda": 1.3035682181903026, "net_debt_to_ebitda": 0.5027618133907231, "interest_coverage": 81.42335107684778, "debt_to_equity": 0.33893982950499635, "current_ratio": 2.5918672914702654, "quick_ratio": 1.609175457839367, "fcf_to_ebitda": 0.32954014111614344, "capex_to_revenue": 0.09603028005473127, "working_capital_to_revenue": 0.2647869406359295, "capital_efficiency": 0.09843939766294474, "financial_health": -0.15356888709446884, "margin_quality": 0.06811249802977547, "growth_momentum": -0.46642589174912635, "company_age_years": 41.08145106091718, "ebitda": 5323133000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 6.569259757738896, "revenue_cagr_3y": 0.06809236478263747, "revenue_cagr_5y": -0.018556205491347066, "earnings_cagr_3y": -0.020677788417013176, "quarterly_revenue_growth_yoy": 0.1924612494128699, "quarterly_earnings_growth_yoy": 0.052980132450331126, "revenue_growth_qoq": -0.0049970605526161085, "gross_margin": 0.16307237813884787, "operating_margin": 0.1296898079763663, "net_margin": 0.10960118168389955, "roa_ttm": 0.2053247839420128, "roe_ttm": 0.5335023542194857, "debt_to_ebitda": 1.1783310901749664, "net_debt_to_ebitda": 1.1082099596231494, "interest_coverage": 82.55555555555556, "debt_to_equity": 0.7927381383556682, "current_ratio": 1.8236142262095483, "quick_ratio": 1.087311759051586, "fcf_to_ebitda": 0.5179004037685061, "capex_to_revenue": 0.04604844255405853, "working_capital_to_revenue": 0.13093752387744187, "capital_efficiency": 0.36941356908074924, "financial_health": -0.6661071076719051, "margin_quality": 0.13412112259970457, "growth_momentum": 0.12272069093160051, "company_age_years": 8.424366872005475, "ebitda": 7430000000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 7.403022977501196, "revenue_cagr_3y": -0.0631594024805251, "revenue_cagr_5y": 0.004142196301395007, "earnings_cagr_3y": -0.30994822736261163, "quarterly_revenue_growth_yoy": -0.20781782825578446, "quarterly_earnings_growth_yoy": 30.095238095238095, "revenue_growth_qoq": -0.0020237165376695305, "gross_margin": 0.14827991034899854, "operating_margin": 0.04105446654096553, "net_margin": 0.04347362054857875, "roa_ttm": 0.015937007603566936, "roe_ttm": 0.031434717070609554, "debt_to_ebitda": 2.4652943992340832, "net_debt_to_ebitda": 2.2848252752513165, "interest_coverage": 33.027667984189726, "debt_to_equity": 0.34889826058973966, "current_ratio": 1.1905069808654836, "quick_ratio": 0.49050458605742747, "fcf_to_ebitda": 0.18034944949736717, "capex_to_revenue": 0.1149226633148284, "working_capital_to_revenue": 0.0694371704898572, "capital_efficiency": 0.023685862337088245, "financial_health": -0.25781994307201295, "margin_quality": 0.07760266581284761, "growth_momentum": 14.943710133491155, "company_age_years": 19.9315537303217, "ebitda": 1671200000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 8.557875560538116, "revenue_cagr_3y": -0.12878618918795703, "revenue_cagr_5y": -0.08843820440663697, "earnings_cagr_3y": -0.544769472142758, "quarterly_revenue_growth_yoy": -0.1353412123522684, "quarterly_earnings_growth_yoy": -0.8664772727272727, "revenue_growth_qoq": 0.1294820717131474, "gross_margin": 0.46472663139329806, "operating_margin": 0.20987654320987653, "net_margin": 0.04144620811287478, "roa_ttm": 0.012022585966247938, "roe_ttm": 0.04756526104417671, "debt_to_ebitda": 5.176569506726457, "net_debt_to_ebitda": 3.3006352765321374, "interest_coverage": 17.547540983606556, "debt_to_equity": 1.3908132530120483, "current_ratio": 4.364812419146184, "quick_ratio": 4.0659767141009056, "fcf_to_ebitda": -1.5559603886397608, "capex_to_revenue": 0.6735865301827226, "working_capital_to_revenue": 0.6220702190758634, "capital_efficiency": 0.029793923505212323, "financial_health": -1.2631672483615466, "margin_quality": 0.23868312757201648, "growth_momentum": -0.5009092425397705, "company_age_years": 10.885694729637235, "ebitda": 1070400000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 6.358011737326723, "revenue_cagr_3y": -0.011649967520638405, "revenue_cagr_5y": -0.004658658548717498, "earnings_cagr_3y": -0.2338058912962554, "quarterly_revenue_growth_yoy": -0.09055747078113176, "quarterly_earnings_growth_yoy": -0.5702800110895481, "revenue_growth_qoq": 0.027404417003087152, "gross_margin": 0.16433986686390534, "operating_margin": 0.09444341715976332, "net_margin": 0.07165310650887574, "roa_ttm": 0.05745330913601801, "roe_ttm": 0.10495394364128496, "debt_to_ebitda": 1.9526459577051503, "net_debt_to_ebitda": 1.3069412121825357, "interest_coverage": 62.353312302839115, "debt_to_equity": 0.40491827356847604, "current_ratio": 2.023482888248792, "quick_ratio": 1.2601669677293366, "fcf_to_ebitda": 0.408428614793079, "capex_to_revenue": 0.11245264353085337, "working_capital_to_revenue": 0.23567501939226332, "capital_efficiency": 0.08120362638865149, "financial_health": -0.32443346390261457, "margin_quality": 0.11014546351084814, "growth_momentum": -0.3304187409353399, "company_age_years": 11.181382614647502, "ebitda": 1976600000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 4.54129798037864, "revenue_cagr_3y": 0.34375791985832005, "revenue_cagr_5y": 0.10457232005400785, "earnings_cagr_3y": 1.2074782707075347, "quarterly_revenue_growth_yoy": -0.18208115465972452, "quarterly_earnings_growth_yoy": -0.3285897115796401, "revenue_growth_qoq": 0.03850726905836378, "gross_margin": 0.2571729937047758, "operating_margin": 0.20932948679852725, "net_margin": 0.15981230431967697, "roa_ttm": 0.20606997390010046, "roe_ttm": 0.3443513842413335, "debt_to_ebitda": 0.6970263491900475, "net_debt_to_ebitda": 0.3618036491603732, "interest_coverage": 211.92863677950595, "debt_to_equity": 0.3522857130061003, "current_ratio": 4.204609345464985, "quick_ratio": 2.474109952331818, "fcf_to_ebitda": 0.6841762168828767, "capex_to_revenue": 0.05720621547238206, "working_capital_to_revenue": 0.27561075900009924, "capital_efficiency": 0.27521067907071695, "financial_health": -0.24436573576208187, "margin_quality": 0.20877159494099332, "growth_momentum": -0.2553354331196823, "company_age_years": 26.60369609856263, "ebitda": 4401122000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 3.7988777217947374, "revenue_cagr_3y": 0.021494637834577723, "revenue_cagr_5y": 0.02400137348053555, "earnings_cagr_3y": -0.1829905063145124, "quarterly_revenue_growth_yoy": 0.2306829111894838, "quarterly_earnings_growth_yoy": -0.36125, "revenue_growth_qoq": 0.10987422292901547, "gross_margin": 0.21466718770353002, "operating_margin": 0.11632147974469194, "net_margin": 0.03328122964699753, "roa_ttm": 0.013917502405214404, "roe_ttm": 0.02683931381500981, "debt_to_ebitda": 0.8749691129231529, "net_debt_to_ebitda": 0.0, "interest_coverage": 28.3006993006993, "debt_to_equity": 0.06879334796883803, "current_ratio": 2.008981596891268, "quick_ratio": 1.3764205586919862, "fcf_to_ebitda": 0.15023474178403756, "capex_to_revenue": 0.05774401356984319, "working_capital_to_revenue": 0.49665265171337314, "capital_efficiency": 0.020378408110112108, "financial_health": 0.06622776750769417, "margin_quality": 0.12142329903173983, "growth_momentum": -0.0652835444052581, "company_age_years": 0, "ebitda": 8094000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 5.632310088449532, "revenue_cagr_3y": 0.1356695301982649, "revenue_cagr_5y": 0.04120896271190233, "earnings_cagr_3y": 0.2557042405458585, "quarterly_revenue_growth_yoy": -0.11685352379127084, "quarterly_earnings_growth_yoy": -0.37454936678418105, "revenue_growth_qoq": -0.12211412345137145, "gross_margin": 0.1808958910023206, "operating_margin": 0.13481897859843772, "net_margin": 0.10193988446538796, "roa_ttm": 0.1280362478777589, "roe_ttm": 0.21608409742120344, "debt_to_ebitda": 0.865372528616025, "net_debt_to_ebitda": 0.03511758584807492, "interest_coverage": 129.78155913433943, "debt_to_equity": 0.317716523400191, "current_ratio": 3.566050054406964, "quick_ratio": 2.352121871599565, "fcf_to_ebitda": 0.6370673777315297, "capex_to_revenue": 0.06378282537304834, "working_capital_to_revenue": 0.33966123177968544, "capital_efficiency": 0.17206017264948117, "financial_health": -0.12788284872454728, "margin_quality": 0.1392182513553821, "growth_momentum": -0.24570144528772594, "company_age_years": 40.33127994524298, "ebitda": 7688000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 5.891672043117349, "revenue_cagr_3y": 0.060284120358602866, "revenue_cagr_5y": 0.10223568643400283, "earnings_cagr_3y": 0.16075690997874514, "quarterly_revenue_growth_yoy": 0.8424140821458508, "quarterly_earnings_growth_yoy": 4.02803738317757, "revenue_growth_qoq": 0.22246941045606228, "gross_margin": 0.34622383985441313, "operating_margin": 0.25796178343949044, "net_margin": 0.24476797088262056, "roa_ttm": 0.22459893048128343, "roe_ttm": 0.6635071090047393, "debt_to_ebitda": 1.1021200358315915, "net_debt_to_ebitda": 0.7873992236488504, "interest_coverage": 139.54166666666666, "debt_to_equity": 0.9718272775144813, "current_ratio": 1.9074682949741664, "quick_ratio": 1.3823391263503992, "fcf_to_ebitda": 0.2654523738429382, "capex_to_revenue": 0.05130037153472421, "working_capital_to_revenue": 0.2760788796799085, "capital_efficiency": 0.44405301974301137, "financial_health": -0.7370242711474939, "margin_quality": 0.2829845313921747, "growth_momentum": 2.4352257326617104, "company_age_years": 16.438056125941138, "ebitda": 3349000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 4.881317039355518, "revenue_cagr_3y": 0.30073637085005256, "revenue_cagr_5y": 0.08068763375937649, "earnings_cagr_3y": 1.3764815332847924, "quarterly_revenue_growth_yoy": -0.19256628146367527, "quarterly_earnings_growth_yoy": -0.4269631463042783, "revenue_growth_qoq": 0.09337288948998734, "gross_margin": 0.26269103760310547, "operating_margin": 0.21508253059667828, "net_margin": 0.1534510885772681, "roa_ttm": 0.16601252082240112, "roe_ttm": 0.27771740740141204, "debt_to_ebitda": 0.7538325858337831, "net_debt_to_ebitda": 0.24475153286503723, "interest_coverage": 145.7126928263658, "debt_to_equity": 0.33473085339300085, "current_ratio": 3.818642246815448, "quick_ratio": 2.412029047688737, "fcf_to_ebitda": 0.7256853847416189, "capex_to_revenue": 0.05435930591711286, "working_capital_to_revenue": 0.3013067961252655, "capital_efficiency": 0.2218649641119066, "financial_health": -0.19667472055871188, "margin_quality": 0.21040821892568395, "growth_momentum": -0.30976471388397675, "company_age_years": 39.827515400410675, "ebitda": 8860206000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 8.215898684851437, "revenue_cagr_3y": -0.1293401842894638, "revenue_cagr_5y": -0.09518616799013169, "earnings_cagr_3y": -0.34833072663617404, "quarterly_revenue_growth_yoy": -0.3870468611847922, "quarterly_earnings_growth_yoy": -0.687624750499002, "revenue_growth_qoq": -0.25994128636242325, "gross_margin": 0.11756220699603318, "operating_margin": 0.061125135232600075, "net_margin": 0.05643707176343311, "roa_ttm": 0.06413874005262991, "roe_ttm": 0.27493884207665126, "debt_to_ebitda": 3.49147588894301, "net_debt_to_ebitda": 2.869946419873356, "interest_coverage": 32.848, "debt_to_equity": 1.9483555313944005, "current_ratio": 2.362344983089064, "quick_ratio": 1.512739571589628, "fcf_to_ebitda": 0.5433511933755479, "capex_to_revenue": 0.09087872816539194, "working_capital_to_revenue": 0.20179686717210513, "capital_efficiency": 0.1695387910646406, "financial_health": -1.7774748699662966, "margin_quality": 0.07837480466402212, "growth_momentum": -0.5373358058418971, "company_age_years": 10.173853524982889, "ebitda": 4106000000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 8.988848949236576, "revenue_cagr_3y": 0.05908366143557986, "revenue_cagr_5y": 0.0653317970296361, "earnings_cagr_3y": 0.5473060003220331, "quarterly_revenue_growth_yoy": 0.2775151548857127, "quarterly_earnings_growth_yoy": 1.77192118226601, "revenue_growth_qoq": -0.06523154553593229, "gross_margin": 0.18932567149884638, "operating_margin": 0.13634582734752515, "net_margin": 0.06821644682425668, "roa_ttm": 0.051542299556328226, "roe_ttm": 0.10658548242970844, "debt_to_ebitda": 2.5612710575243676, "net_debt_to_ebitda": 2.1713899374612655, "interest_coverage": 35.92914979757085, "debt_to_equity": 0.47235094865027744, "current_ratio": 1.1109687034277198, "quick_ratio": 0.5563636363636364, "fcf_to_ebitda": 0.2906079215730464, "capex_to_revenue": 0.1302406134608472, "working_capital_to_revenue": 0.04055246331979043, "capital_efficiency": 0.07906389099301833, "financial_health": -0.3778147419954252, "margin_quality": 0.1312959818902094, "growth_momentum": 1.0247181685758613, "company_age_years": 16.42984257357974, "ebitda": 1774900000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 7.473597413096201, "revenue_cagr_3y": -0.042670812319684503, "revenue_cagr_5y": -0.032101970806300506, "earnings_cagr_3y": 1.4258695754976571, "quarterly_revenue_growth_yoy": -0.08103975535168195, "quarterly_earnings_growth_yoy": 1.4790419161676647, "revenue_growth_qoq": 0.04749455337690632, "gross_margin": 0.23086522462562395, "operating_margin": 0.12437603993344426, "net_margin": 0.17221297836938437, "roa_ttm": 0.09779265424280803, "roe_ttm": 0.35280678851174935, "debt_to_ebitda": 2.074373484236055, "net_debt_to_ebitda": 1.744543249797898, "interest_coverage": 42.6551724137931, "debt_to_equity": 0.837467362924282, "current_ratio": 1.9341426403641881, "quick_ratio": 1.5766312594840668, "fcf_to_ebitda": 0.9547291835084882, "capex_to_revenue": 0.031970014331385736, "working_capital_to_revenue": 0.3393231176276045, "capital_efficiency": 0.2252997213772787, "financial_health": -0.7173331039034109, "margin_quality": 0.17581808097615084, "growth_momentum": 0.6990010804079914, "company_age_years": 13.379876796714578, "ebitda": 1237000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 7.52080907020087, "revenue_cagr_3y": -0.18775381398937607, "revenue_cagr_5y": -0.2684221931101747, "earnings_cagr_3y": -0.5194822570546137, "quarterly_revenue_growth_yoy": -0.48223570190641246, "quarterly_earnings_growth_yoy": -2.0, "revenue_growth_qoq": -0.6022632717590282, "gross_margin": -0.01506276150627615, "operating_margin": -0.16736401673640167, "net_margin": -0.3527196652719665, "roa_ttm": 0.11132068881204374, "roe_ttm": -0.6571134020618556, "debt_to_ebitda": 4.87140194657279, "net_debt_to_ebitda": 3.2424932698281217, "interest_coverage": 14.904320987654321, "debt_to_equity": 4.850309278350515, "current_ratio": 3.3240762532360555, "quick_ratio": 2.36832195810779, "fcf_to_ebitda": 0.0519776351211431, "capex_to_revenue": 0.09451508825204023, "working_capital_to_revenue": 0.4685424179161131, "capital_efficiency": -0.27289635662490597, "financial_health": 5.033931623654624, "margin_quality": -0.1783821478382148, "growth_momentum": -1.2411178509532061, "company_age_years": 30.401095140314855, "ebitda": 482900000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 8.653561136363637, "revenue_cagr_3y": 0.013241885257767594, "revenue_cagr_5y": 0.031598263740309385, "earnings_cagr_3y": -0.2969703260964225, "quarterly_revenue_growth_yoy": -0.12853955723356789, "quarterly_earnings_growth_yoy": -0.125, "revenue_growth_qoq": 0.8845796993876415, "gross_margin": 0.28672705789680974, "operating_margin": 0.08310358408822371, "net_margin": 0.03790862544308783, "roa_ttm": 0.014910378638955921, "roe_ttm": 0.031440283360528516, "debt_to_ebitda": 2.9535885167464113, "net_debt_to_ebitda": 2.713397129186603, "interest_coverage": 25.80246913580247, "debt_to_equity": 0.491343972619095, "current_ratio": 1.2601944089048533, "quick_ratio": 0.8176248658424526, "fcf_to_ebitda": 0.6401913875598086, "capex_to_revenue": 0.08662444113263786, "working_capital_to_revenue": 0.11605019631147541, "capital_efficiency": 0.02317533099974222, "financial_health": -0.3551103837368301, "margin_quality": 0.13591308914270708, "growth_momentum": -0.12676977861678396, "company_age_years": 6.491444216290212, "ebitda": 4180000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 7.778320689211778, "revenue_cagr_3y": 0.2718976551245722, "revenue_cagr_5y": 0.02621733623241873, "earnings_cagr_3y": 0.8908143891965616, "quarterly_revenue_growth_yoy": -0.04028474356900178, "quarterly_earnings_growth_yoy": -0.5956937799043063, "revenue_growth_qoq": 0.16131558339859045, "gross_margin": 0.30225893459204317, "operating_margin": 0.27039784221173296, "net_margin": 0.05697909642616318, "roa_ttm": 0.041074901290588724, "roe_ttm": 0.1290581409702506, "debt_to_ebitda": 1.220907805066221, "net_debt_to_ebitda": 0.3615790150443616, "interest_coverage": 45.47953216374269, "debt_to_equity": 0.5860387606468337, "current_ratio": 2.9358813700918964, "quick_ratio": 1.7224310776942355, "fcf_to_ebitda": 0.04924778192104925, "capex_to_revenue": 0.19076176524446073, "working_capital_to_revenue": 0.42432704632851126, "capital_efficiency": 0.08506652113041965, "financial_health": -0.45247648587834793, "margin_quality": 0.20987862440997976, "growth_momentum": -0.31798926173665404, "company_age_years": 27.972621492128678, "ebitda": 7777000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 6.563275632490013, "revenue_cagr_3y": 0.037267135548337826, "revenue_cagr_5y": -0.01670677952534816, "earnings_cagr_3y": 0.07537834818158684, "quarterly_revenue_growth_yoy": 0.21456622634773295, "quarterly_earnings_growth_yoy": 0.4624226348364279, "revenue_growth_qoq": 0.04494727142418348, "gross_margin": 0.18773270625122476, "operating_margin": 0.1593180482069371, "net_margin": 0.1620615324319028, "roa_ttm": 0.21596417866262074, "roe_ttm": 0.5504621769477457, "debt_to_ebitda": 1.1468708388814914, "net_debt_to_ebitda": 0.8294274300932091, "interest_coverage": 82.52747252747253, "debt_to_equity": 0.8123938879456706, "current_ratio": 2.265455879655109, "quick_ratio": 1.5140341221794167, "fcf_to_ebitda": 0.5402130492676431, "capex_to_revenue": 0.043695513502019986, "working_capital_to_revenue": 0.18334042100786732, "capital_efficiency": 0.3832131778051832, "financial_health": -0.6251348256209927, "margin_quality": 0.16970409563002153, "growth_momentum": 0.33849443059208045, "company_age_years": 8.172484599589323, "ebitda": 7510000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 6.637355965721819, "revenue_cagr_3y": -0.008891077512099943, "revenue_cagr_5y": -0.01797337254538678, "earnings_cagr_3y": -0.3147017971531034, "quarterly_revenue_growth_yoy": -0.18400770712909442, "quarterly_earnings_growth_yoy": -1.4307692307692308, "revenue_growth_qoq": -0.29651162790697677, "gross_margin": 0.11097992916174734, "operating_margin": 0.053128689492325853, "net_margin": -0.03305785123966942, "roa_ttm": 0.02388735227558461, "roe_ttm": 0.10084925690021232, "debt_to_ebitda": 2.6717205009887937, "net_debt_to_ebitda": 2.3071852340145025, "interest_coverage": 31.604166666666668, "debt_to_equity": 1.4341825902335457, "current_ratio": 1.7195301027900147, "quick_ratio": 1.2819383259911894, "fcf_to_ebitda": 0.6123928806855636, "capex_to_revenue": 0.07713092606239254, "working_capital_to_revenue": 0.1203635470400393, "capital_efficiency": 0.062368304587898465, "financial_health": -1.35492404040857, "margin_quality": 0.04368358913813459, "growth_momentum": -0.8073884689491626, "company_age_years": 15.137577002053389, "ebitda": 1517000000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 6.385035514583648, "revenue_cagr_3y": -0.11485772138668848, "revenue_cagr_5y": -0.05665226469756113, "earnings_cagr_3y": -0.013480278857966654, "quarterly_revenue_growth_yoy": 0.1466975982532751, "quarterly_earnings_growth_yoy": 0.03666361136571952, "revenue_growth_qoq": -0.003202846975088968, "gross_margin": 0.2144472212305129, "operating_margin": 0.18767106985600382, "net_margin": 0.13459478757586577, "roa_ttm": 0.15104900903889212, "roe_ttm": 0.530585493737256, "debt_to_ebitda": 1.3690494181653317, "net_debt_to_ebitda": 1.2581230164727217, "interest_coverage": 69.65263157894736, "debt_to_equity": 1.3193999417419167, "current_ratio": 2.438876785282014, "quick_ratio": 1.4688937303316387, "fcf_to_ebitda": 0.49901768172888017, "capex_to_revenue": 0.06201283455939897, "working_capital_to_revenue": 0.186069807481609, "capital_efficiency": 0.34081725138807406, "financial_health": -1.2069679885141862, "margin_quality": 0.1789043595541275, "growth_momentum": 0.09168060480949732, "company_age_years": 7.173169062286106, "ebitda": 6617000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 6.166898537264918, "revenue_cagr_3y": -0.02687604720148462, "revenue_cagr_5y": -0.05886328428964771, "earnings_cagr_3y": -0.7140595247965613, "quarterly_revenue_growth_yoy": -0.1387911486433654, "quarterly_earnings_growth_yoy": -0.9437359339834959, "revenue_growth_qoq": -0.18907377411279636, "gross_margin": 0.13528236789540585, "operating_margin": 0.07808244053023425, "net_margin": 0.006809515162520429, "roa_ttm": 0.036647197521922054, "roe_ttm": 0.1327675729998325, "debt_to_ebitda": 2.0957743208729975, "net_debt_to_ebitda": 1.8118179707452984, "interest_coverage": 36.345991561181435, "debt_to_equity": 1.0079280888839262, "current_ratio": 1.605945713054718, "quick_ratio": 1.016458423093494, "fcf_to_ebitda": 0.19967494775946135, "capex_to_revenue": 0.044061622777703514, "working_capital_to_revenue": 0.11749766074054271, "capital_efficiency": 0.08470738526087727, "financial_health": -0.8997734537853517, "margin_quality": 0.07339144119605351, "growth_momentum": -0.5412635413134306, "company_age_years": 0.2792607802874743, "ebitda": 8614000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 4.5454929186337125, "revenue_cagr_3y": 0.11034261597525297, "revenue_cagr_5y": 0.06005417611917463, "earnings_cagr_3y": 0.11026823793489537, "quarterly_revenue_growth_yoy": -0.10354551411168006, "quarterly_earnings_growth_yoy": -0.46391906171626907, "revenue_growth_qoq": -0.016653445421101108, "gross_margin": 0.15201722423448347, "operating_margin": 0.1028805113850674, "net_margin": 0.07013208735559995, "roa_ttm": 0.13578781849737728, "roe_ttm": 0.26251977492871187, "debt_to_ebitda": 1.3325503565654249, "net_debt_to_ebitda": 0.7987938133127271, "interest_coverage": 56.3752977940039, "debt_to_equity": 0.5973807291935765, "current_ratio": 4.346380609590639, "quick_ratio": 2.3990014431760245, "fcf_to_ebitda": 0.6483651335322972, "capex_to_revenue": 0.023314377354435263, "working_capital_to_revenue": 0.2644269857364531, "capital_efficiency": 0.19915379671304456, "financial_health": -0.45586575562633325, "margin_quality": 0.10834327432505027, "growth_momentum": -0.28373228791397453, "company_age_years": 22.60369609856263, "ebitda": 1822106000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 5.785619658119658, "revenue_cagr_3y": -0.1565673346982508, "revenue_cagr_5y": 0.077561077204791, "earnings_cagr_3y": -0.22513107901206408, "quarterly_revenue_growth_yoy": -0.02991725015913431, "quarterly_earnings_growth_yoy": 0.19708029197080293, "revenue_growth_qoq": 0.11240875912408758, "gross_margin": 0.3431758530183727, "operating_margin": 0.291994750656168, "net_margin": 0.2152230971128609, "roa_ttm": 0.09045002227833061, "roe_ttm": 0.24433299899699099, "debt_to_ebitda": 1.0886752136752136, "net_debt_to_ebitda": 0.5138888888888888, "interest_coverage": 59.744680851063826, "debt_to_equity": 0.6132397191574724, "current_ratio": 3.0806845965770173, "quick_ratio": 2.6968215158924207, "fcf_to_ebitda": 0.6235754985754985, "capex_to_revenue": 0.0876010781671159, "working_capital_to_revenue": 0.28672506738544473, "capital_efficiency": 0.1673915106376608, "financial_health": -0.4761305452075818, "margin_quality": 0.28346456692913385, "growth_momentum": 0.08358152090583432, "company_age_years": 19.38945927446954, "ebitda": 2808000000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 9.612137931034482, "revenue_cagr_3y": -0.006958882825466639, "revenue_cagr_5y": 0.05388270175212195, "earnings_cagr_3y": 0.0, "quarterly_revenue_growth_yoy": 0.048759251197213756, "quarterly_earnings_growth_yoy": 0.1450980392156863, "revenue_growth_qoq": 0.0515058926233086, "gross_margin": 0.26567040265670405, "operating_margin": 0.16645911166459113, "net_margin": 0.12121212121212122, "roa_ttm": 0.05825607617138562, "roe_ttm": 0.19326683291770574, "debt_to_ebitda": 3.489350912778905, "net_debt_to_ebitda": 3.3767748478701827, "interest_coverage": 32.32786885245902, "debt_to_equity": 1.4299667497921862, "current_ratio": 2.043859649122807, "quick_ratio": 1.0789473684210527, "fcf_to_ebitda": 0.332657200811359, "capex_to_revenue": 0.07339750601618902, "working_capital_to_revenue": 0.18223583460949463, "capital_efficiency": 0.12576145454454568, "financial_health": -1.372003935288314, "margin_quality": 0.18444721184447213, "growth_momentum": 0.09692864520645002, "company_age_years": 23.720739219712527, "ebitda": 1972000000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 4.7441336024919085, "revenue_cagr_3y": 0.1739781627714403, "revenue_cagr_5y": 0.09012593296216331, "earnings_cagr_3y": 0.48229523388857354, "quarterly_revenue_growth_yoy": 0.08201622581729154, "quarterly_earnings_growth_yoy": -0.10205624233688272, "revenue_growth_qoq": -0.029772801467823184, "gross_margin": 0.15388819972776657, "operating_margin": 0.10358428854614214, "net_margin": 0.07252270238710032, "roa_ttm": 0.1571998692160459, "roe_ttm": 0.3081641202052538, "debt_to_ebitda": 1.1950135331675462, "net_debt_to_ebitda": 0.8066616747368441, "interest_coverage": 65.48280958807274, "debt_to_equity": 0.6076141603862767, "current_ratio": 4.016479079643901, "quick_ratio": 2.1545324945917117, "fcf_to_ebitda": 0.5769835070040766, "capex_to_revenue": 0.020208719295471633, "working_capital_to_revenue": 0.2514083662702001, "capital_efficiency": 0.23268199471064985, "financial_health": -0.48668753724280245, "margin_quality": 0.10999839688700301, "growth_momentum": -0.010020008259795592, "company_age_years": 22.354551676933607, "ebitda": 2037956000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2017-06-30", "company_multiple": 7.6784682988656865, "revenue_cagr_3y": -0.007381534449194649, "revenue_cagr_5y": 0.002750007585444081, "earnings_cagr_3y": 0.2999069444534619, "quarterly_revenue_growth_yoy": 0.2188052019750472, "quarterly_earnings_growth_yoy": 0.325998484149476, "revenue_growth_qoq": 0.07467842836164554, "gross_margin": 0.13713172510695645, "operating_margin": 0.10423924237004589, "net_margin": 0.06220760772123355, "roa_ttm": 0.07085511606509762, "roe_ttm": 0.13628508314069426, "debt_to_ebitda": 1.5672957356686383, "net_debt_to_ebitda": 1.0264747170656632, "interest_coverage": 58.75229685693262, "debt_to_equity": 0.5228431437502276, "current_ratio": 2.160009334479293, "quick_ratio": 1.1596313241548297, "fcf_to_ebitda": 0.23821305231999537, "capex_to_revenue": 0.03107647306352534, "working_capital_to_revenue": 0.21151750846451461, "capital_efficiency": 0.10357009960289594, "financial_health": -0.29305443083171706, "margin_quality": 0.10119285839941196, "growth_momentum": 0.2724018430622616, "company_age_years": 33.828884325804246, "ebitda": 2794553000.0, "spy_multiple": 15.0, "sector_multiple": 12.233749011719329, "sector_premium_over_spy": -0.18441673255204472}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 7.919203637465899, "revenue_cagr_3y": 0.24540935314978518, "revenue_cagr_5y": 0.4701914694565721, "earnings_cagr_3y": -0.2788251714883868, "quarterly_revenue_growth_yoy": 0.7720068276030236, "quarterly_earnings_growth_yoy": 2.800632911392405, "revenue_growth_qoq": 0.20634130146082338, "gross_margin": 0.4411724232833356, "operating_margin": 0.25141048575753405, "net_margin": 0.165267648273015, "roa_ttm": 0.06311806862313328, "roe_ttm": 0.13330796549974633, "debt_to_ebitda": 1.5022734161867233, "net_debt_to_ebitda": 1.4266444377083964, "interest_coverage": 26.91175676966608, "debt_to_equity": 0.41907661085743275, "current_ratio": 1.11275415896488, "quick_ratio": 0.6041951297918509, "fcf_to_ebitda": 0.30615337981206425, "capex_to_revenue": 0.06733545034642033, "working_capital_to_revenue": 0.050627886836027716, "capital_efficiency": 0.09821301706143981, "financial_health": -0.30799660395834083, "margin_quality": 0.2859501857712949, "growth_momentum": 1.7863198694977143, "company_age_years": 3.994524298425736, "ebitda": 6598000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 6.5964734904270985, "revenue_cagr_3y": -0.0004186728561367259, "revenue_cagr_5y": 0.03586431001718382, "earnings_cagr_3y": 0.9271840477148674, "quarterly_revenue_growth_yoy": 0.11103351955307263, "quarterly_earnings_growth_yoy": 32.7906976744186, "revenue_growth_qoq": 0.12756909992912827, "gross_margin": 0.2363293526084224, "operating_margin": 0.12759270898805783, "net_margin": 0.9132620993086109, "roa_ttm": 0.18195984966541387, "roe_ttm": 0.5629608621667612, "debt_to_ebitda": 1.384020618556701, "net_debt_to_ebitda": 1.0324005891016201, "interest_coverage": 104.46153846153847, "debt_to_equity": 1.0660805445263755, "current_ratio": 1.907247845919919, "quick_ratio": 1.4115560060821084, "fcf_to_ebitda": 0.3604565537555228, "capex_to_revenue": 0.06436781609195402, "working_capital_to_revenue": 0.3165340406719717, "capital_efficiency": 0.37246035591608756, "financial_health": -0.8276589651293039, "margin_quality": 0.42572805363503036, "growth_momentum": 16.45086559698584, "company_age_years": 15.942505133470226, "ebitda": 2716000000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 6.928533366576436, "revenue_cagr_3y": 0.14415004062180348, "revenue_cagr_5y": -0.07555845223555013, "earnings_cagr_3y": 1.3246559786978, "quarterly_revenue_growth_yoy": 0.040459190816183675, "quarterly_earnings_growth_yoy": -0.02604482132041187, "revenue_growth_qoq": 3.7337579617834393, "gross_margin": 0.3538751345532831, "operating_margin": 0.3051668460710441, "net_margin": 0.2163616792249731, "roa_ttm": 0.3495225745608865, "roe_ttm": 4.152661064425771, "debt_to_ebitda": 3.0611198176378402, "net_debt_to_ebitda": 2.5237213278244766, "interest_coverage": 26.89272030651341, "debt_to_equity": 7.523109243697479, "current_ratio": 2.5592135345221765, "quick_ratio": 1.8052126200274348, "fcf_to_ebitda": 0.27966946858526853, "capex_to_revenue": 0.20638925715263226, "working_capital_to_revenue": 0.2916648847453278, "capital_efficiency": 2.2510918194933285, "financial_health": -7.257533975514053, "margin_quality": 0.29180121994976677, "growth_momentum": 0.007207184747885903, "company_age_years": 31.64955509924709, "ebitda": 701900000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 2.7840570975416337, "revenue_cagr_3y": 0.35470281409259696, "revenue_cagr_5y": 0.18867185277804288, "earnings_cagr_3y": 1.5006059137416115, "quarterly_revenue_growth_yoy": 0.026771653543307086, "quarterly_earnings_growth_yoy": 0.2198581560283688, "revenue_growth_qoq": 0.12365359758724688, "gross_margin": 0.5161042944785276, "operating_margin": 0.48274539877300615, "net_margin": 0.32975460122699385, "roa_ttm": 0.25133328325696686, "roe_ttm": 0.6624430805781033, "debt_to_ebitda": 0.48501189532117367, "net_debt_to_ebitda": 0.11657414750198256, "interest_coverage": 233.5185185185185, "debt_to_equity": 0.6054246683824985, "current_ratio": 3.691457286432161, "quick_ratio": 3.215075376884422, "fcf_to_ebitda": 0.5381443298969072, "capex_to_revenue": 0.04130162703379224, "working_capital_to_revenue": 0.23940640085821563, "capital_efficiency": 0.4568881819175351, "financial_health": -0.4125213738518059, "margin_quality": 0.4428680981595092, "growth_momentum": 0.12331490478583795, "company_age_years": 17.388090349075977, "ebitda": 6305000000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 4.262753638814016, "revenue_cagr_3y": 0.057918726653888086, "revenue_cagr_5y": -0.00197840237150515, "earnings_cagr_3y": 1.184113827651109, "quarterly_revenue_growth_yoy": 0.15970772442588727, "quarterly_earnings_growth_yoy": 0.41074130105900153, "revenue_growth_qoq": 0.042322526842489314, "gross_margin": 0.15646564656465647, "operating_margin": 0.11806180618061807, "net_margin": 0.09325932593259326, "roa_ttm": 0.060956257761832486, "roe_ttm": 0.1314732142857143, "debt_to_ebitda": 1.4212398921832885, "net_debt_to_ebitda": 1.1039353099730458, "interest_coverage": 58.333333333333336, "debt_to_equity": 0.3269345238095238, "current_ratio": 1.383744991854885, "quick_ratio": 0.6024743538942456, "fcf_to_ebitda": 0.2155256064690027, "capex_to_revenue": 0.040800719144540004, "working_capital_to_revenue": 0.11694148900487032, "capital_efficiency": 0.0962147360237734, "financial_health": -0.18009690244019966, "margin_quality": 0.1225955928926226, "growth_momentum": 0.2852245127424444, "company_age_years": 20.892539356605067, "ebitda": 9275000000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 6.652181085043988, "revenue_cagr_3y": -0.03938312147016643, "revenue_cagr_5y": -0.0321245614846295, "earnings_cagr_3y": 2.7983372226581835, "quarterly_revenue_growth_yoy": -0.07047387606318348, "quarterly_earnings_growth_yoy": 2.6052631578947367, "revenue_growth_qoq": 0.04176123467998184, "gross_margin": 0.23529411764705882, "operating_margin": 0.1289760348583878, "net_margin": 0.11938997821350762, "roa_ttm": 0.07792207792207792, "roe_ttm": 0.22127885380737597, "debt_to_ebitda": 1.7111436950146628, "net_debt_to_ebitda": 1.3790322580645162, "interest_coverage": 50.51851851851852, "debt_to_equity": 0.6192624038206421, "current_ratio": 1.9448674992385013, "quick_ratio": 1.5784343588181542, "fcf_to_ebitda": 0.718475073313783, "capex_to_revenue": 0.033286653021652485, "working_capital_to_revenue": 0.33415921577076374, "capital_efficiency": 0.14960046586472694, "financial_health": -0.5673862167273965, "margin_quality": 0.16122004357298472, "growth_momentum": 1.2673946409157766, "company_age_years": 13.130732375085557, "ebitda": 1364000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 6.955652390438247, "revenue_cagr_3y": 1.4521678063851224, "revenue_cagr_5y": 0.8582049502434483, "earnings_cagr_3y": 0.030415487018552012, "quarterly_revenue_growth_yoy": -0.11083123425692695, "quarterly_earnings_growth_yoy": -1.0711610486891385, "revenue_growth_qoq": 0.04976209357652656, "gross_margin": 0.018696883852691217, "operating_margin": -0.0058545797922568464, "net_margin": -0.01076487252124646, "roa_ttm": 0.02557366502251769, "roe_ttm": 0.06120877710766072, "debt_to_ebitda": 2.2838645418326693, "net_debt_to_ebitda": 2.2544820717131473, "interest_coverage": 26.07792207792208, "debt_to_equity": 0.5884768381881176, "current_ratio": 2.1514450867052024, "quick_ratio": 0.7286127167630058, "fcf_to_ebitda": 0.4760956175298805, "capex_to_revenue": 0.04008240404854673, "working_capital_to_revenue": 0.17842267902727396, "capital_efficiency": 0.043391221065089206, "financial_health": -0.5818489907704333, "margin_quality": 0.0006924771797293042, "growth_momentum": -0.5909961414730327, "company_age_years": 35.40041067761807, "ebitda": 2008000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 9.411407689575228, "revenue_cagr_3y": -0.06847408371487984, "revenue_cagr_5y": -0.03909721775967989, "earnings_cagr_3y": -0.02054897442405923, "quarterly_revenue_growth_yoy": 0.1445954581708114, "quarterly_earnings_growth_yoy": 3.573909258005224, "revenue_growth_qoq": -0.07778080273439503, "gross_margin": 0.13859667214114965, "operating_margin": 0.09914753756946097, "net_margin": 0.04034815285484431, "roa_ttm": 0.05215719520284339, "roe_ttm": 0.10076517808363468, "debt_to_ebitda": 1.9178820236910437, "net_debt_to_ebitda": 1.0173032389321555, "interest_coverage": 51.85758634070625, "debt_to_equity": 0.5529409450542617, "current_ratio": 2.722378895766718, "quick_ratio": 1.684724803616453, "fcf_to_ebitda": 0.5031641906146985, "capex_to_revenue": 0.037317093244979276, "working_capital_to_revenue": 0.2539731006467005, "capital_efficiency": 0.07646118664323903, "financial_health": -0.3401236517783208, "margin_quality": 0.09269745418848498, "growth_momentum": 1.8592523580880176, "company_age_years": 33.333333333333336, "ebitda": 2271829000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 5.193462134518029, "revenue_cagr_3y": 0.07049942257561392, "revenue_cagr_5y": 0.09873813150539323, "earnings_cagr_3y": 0.358834209621103, "quarterly_revenue_growth_yoy": 0.6605849208478669, "quarterly_earnings_growth_yoy": 3.2791411042944785, "revenue_growth_qoq": 0.10775013424020047, "gross_margin": 0.42365487154629183, "operating_margin": 0.40507351753110354, "net_margin": 0.22539990305380514, "roa_ttm": 0.08304026259138479, "roe_ttm": 0.29176963978132253, "debt_to_ebitda": 0.9985535695836347, "net_debt_to_ebitda": 0.2059097014154355, "interest_coverage": 70.1376811594203, "debt_to_equity": 0.72380738410844, "current_ratio": 2.497012493210212, "quick_ratio": 1.7510411008509867, "fcf_to_ebitda": 0.5196817853083996, "capex_to_revenue": 0.08388221619527315, "working_capital_to_revenue": 0.4004261913986827, "capital_efficiency": 0.18740495118635367, "financial_health": -0.4931086516944384, "margin_quality": 0.3513760973770668, "growth_momentum": 1.9698630125711727, "company_age_years": 26.2258726899384, "ebitda": 9679000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 7.970801037275603, "revenue_cagr_3y": -0.09994815855649974, "revenue_cagr_5y": 0.10501799076042162, "earnings_cagr_3y": -0.42502054720893423, "quarterly_revenue_growth_yoy": -0.08534110576712982, "quarterly_earnings_growth_yoy": -0.5114125438989323, "revenue_growth_qoq": -0.10813418509011048, "gross_margin": 0.11408012834253324, "operating_margin": 0.06133614039582267, "net_margin": 0.053534507292870244, "roa_ttm": 0.10291998792385763, "roe_ttm": 0.17204887194691643, "debt_to_ebitda": 1.2830952272217335, "net_debt_to_ebitda": 1.0490076981575651, "interest_coverage": 172.7234378215241, "debt_to_equity": 0.36164128150349323, "current_ratio": 2.5255188941789273, "quick_ratio": 1.0776635916865334, "fcf_to_ebitda": -0.00933349482851396, "capex_to_revenue": 0.10649740399158741, "working_capital_to_revenue": 0.18704002590592342, "capital_efficiency": 0.13748442993538704, "financial_health": -0.27438098045351145, "margin_quality": 0.07631692534374206, "growth_momentum": -0.2983768248330311, "company_age_years": 28.109514031485283, "ebitda": 2518135000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 9.53836036472202, "revenue_cagr_3y": 0.00753980213713179, "revenue_cagr_5y": -0.08735536506324548, "earnings_cagr_3y": -0.3195097680167105, "quarterly_revenue_growth_yoy": -0.07280930895274282, "quarterly_earnings_growth_yoy": -0.755, "revenue_growth_qoq": 0.16577093037143198, "gross_margin": 0.1092613461735478, "operating_margin": 0.03570330908718369, "net_margin": 0.020079909845302734, "roa_ttm": 0.025534084063209603, "roe_ttm": 0.04481177630709486, "debt_to_ebitda": 3.1281368514483985, "net_debt_to_ebitda": 2.60082304526749, "interest_coverage": 36.774480712166174, "debt_to_equity": 0.3941057468459951, "current_ratio": 1.7784881922243994, "quick_ratio": 1.005001546870166, "fcf_to_ebitda": 0.2420721374969741, "capex_to_revenue": 0.12483922829581993, "working_capital_to_revenue": 0.20227759914255092, "capital_efficiency": 0.03517293018515223, "financial_health": -0.31290278551965045, "margin_quality": 0.055014855035344735, "growth_momentum": -0.4139046544763714, "company_age_years": 11.931553730321697, "ebitda": 1239300000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 6.924694867079084, "revenue_cagr_3y": 0.07280892304610043, "revenue_cagr_5y": -0.05673982902133179, "earnings_cagr_3y": -0.027967042363170824, "quarterly_revenue_growth_yoy": -0.11346266901822458, "quarterly_earnings_growth_yoy": -0.3941958887545345, "revenue_growth_qoq": 0.030758714969241284, "gross_margin": 0.16644562334217505, "operating_margin": 0.13008399646330682, "net_margin": 0.11074270557029178, "roa_ttm": 0.11619774790670816, "roe_ttm": 0.33784161925193545, "debt_to_ebitda": 1.739174051162013, "net_debt_to_ebitda": 1.5253302123390737, "interest_coverage": 73.8395061728395, "debt_to_equity": 0.970245312937226, "current_ratio": 1.4709472008490316, "quick_ratio": 0.8494295569116477, "fcf_to_ebitda": 0.3644875438889818, "capex_to_revenue": 0.06514366334753235, "working_capital_to_revenue": 0.09631820278373172, "capital_efficiency": 0.2270196835793218, "financial_health": -0.666551519622447, "margin_quality": 0.13575744179192453, "growth_momentum": -0.2538292788863795, "company_age_years": 9.17180013689254, "ebitda": 5981000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 8.274133849557522, "revenue_cagr_3y": 0.0024305123705985476, "revenue_cagr_5y": -0.01391241784475905, "earnings_cagr_3y": 1.1317547458203991, "quarterly_revenue_growth_yoy": -0.06607369758576874, "quarterly_earnings_growth_yoy": 309.0, "revenue_growth_qoq": -0.026060070671378093, "gross_margin": 0.2036281179138322, "operating_margin": 0.09115646258503401, "net_margin": 0.14058956916099774, "roa_ttm": 0.06109478575821773, "roe_ttm": 0.16379626236716746, "debt_to_ebitda": 2.6803097345132745, "net_debt_to_ebitda": 2.377212389380531, "interest_coverage": 33.48148148148148, "debt_to_equity": 0.8878710150238183, "current_ratio": 1.3513198757763976, "quick_ratio": 0.6979813664596274, "fcf_to_ebitda": 0.29922566371681414, "capex_to_revenue": 0.09056316590563165, "working_capital_to_revenue": 0.09839095455533811, "capital_efficiency": 0.11244552406269259, "financial_health": -0.7513008578245555, "margin_quality": 0.14512471655328799, "growth_momentum": 154.46696315120712, "company_age_years": 30.223134839151268, "ebitda": 1808000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 6.587878019497961, "revenue_cagr_3y": 0.0714660289419553, "revenue_cagr_5y": -0.01362748064734065, "earnings_cagr_3y": 0.8239203656852885, "quarterly_revenue_growth_yoy": -0.19067375783947887, "quarterly_earnings_growth_yoy": -0.5502844402305151, "revenue_growth_qoq": -0.06990891803810681, "gross_margin": 0.1346308988697113, "operating_margin": 0.07742375529530303, "net_margin": 0.051665903609741486, "roa_ttm": 0.08109256364819446, "roe_ttm": 0.16465415421727186, "debt_to_ebitda": 2.065958808422672, "net_debt_to_ebitda": 1.0221839741356968, "interest_coverage": 40.94805395705711, "debt_to_equity": 0.6708673611339422, "current_ratio": 4.2247277733739415, "quick_ratio": 2.5469227116771864, "fcf_to_ebitda": 0.7135085676637278, "capex_to_revenue": 0.043186372544419774, "working_capital_to_revenue": 0.31020829353794954, "capital_efficiency": 0.12287335893273316, "financial_health": -0.48201562066836046, "margin_quality": 0.08790685259158527, "growth_momentum": -0.370479099034997, "company_age_years": 23.107460643394933, "ebitda": 1323523000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 6.692037415382015, "revenue_cagr_3y": -0.1020348451407942, "revenue_cagr_5y": -0.07547688427946153, "earnings_cagr_3y": 0.18806457223863005, "quarterly_revenue_growth_yoy": -0.25327137745019496, "quarterly_earnings_growth_yoy": -6.001047120418848, "revenue_growth_qoq": -0.1031496568092886, "gross_margin": -3.663185752092125, "operating_margin": -0.3813031971961948, "net_margin": -0.4782204420284672, "roa_ttm": -0.10340160841162845, "roe_ttm": -0.31441911997467553, "debt_to_ebitda": 7.554791905307369, "net_debt_to_ebitda": 5.988545246277205, "interest_coverage": 8.39423076923077, "debt_to_equity": 0.7829218106995884, "current_ratio": 1.237514550191231, "quick_ratio": 0.4934316279585389, "fcf_to_ebitda": -0.21229476899579994, "capex_to_revenue": 0.042577621189719715, "working_capital_to_revenue": 0.06739752744660102, "capital_efficiency": -0.20891036419315198, "financial_health": -0.6382159553502239, "margin_quality": -1.5075697971055957, "growth_momentum": -3.1271592489345217, "company_age_years": 18.39561943874059, "ebitda": 2619000000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 5.164945590855916, "revenue_cagr_3y": 0.08562653064744086, "revenue_cagr_5y": 0.11362766762053078, "earnings_cagr_3y": 0.0806093345143244, "quarterly_revenue_growth_yoy": 0.6059532246633593, "quarterly_earnings_growth_yoy": 1.4444444444444444, "revenue_growth_qoq": 0.030937215650591446, "gross_margin": 0.3155339805825243, "operating_margin": 0.23654015887025595, "net_margin": 0.22330097087378642, "roa_ttm": 0.2433739100405767, "roe_ttm": 0.7193161520796122, "debt_to_ebitda": 1.0362221625972632, "net_debt_to_ebitda": 0.6766836597799839, "interest_coverage": 128.51724137931035, "debt_to_equity": 0.9854554733350345, "current_ratio": 2.4034216335540837, "quick_ratio": 1.7637969094922736, "fcf_to_ebitda": 0.2838744298363295, "capex_to_revenue": 0.049535209474086336, "working_capital_to_revenue": 0.3238252896982045, "capital_efficiency": 0.48134503106009446, "financial_health": -0.8345556264243005, "margin_quality": 0.2584583701088556, "growth_momentum": 1.0251988345539018, "company_age_years": 16.689938398357288, "ebitda": 3727000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 6.954226942524121, "revenue_cagr_3y": 0.050593537248367904, "revenue_cagr_5y": 0.0594366210658559, "earnings_cagr_3y": -0.035782552056598305, "quarterly_revenue_growth_yoy": -0.06578430719703145, "quarterly_earnings_growth_yoy": -0.2566565951808204, "revenue_growth_qoq": 0.05613177492568983, "gross_margin": 0.18716971856949735, "operating_margin": 0.14477080004915815, "net_margin": 0.10382708614968662, "roa_ttm": 0.1247505159135667, "roe_ttm": 0.20455971337768142, "debt_to_ebitda": 0.9343726628586889, "net_debt_to_ebitda": 0.3128043568268938, "interest_coverage": 170.5273488372093, "debt_to_equity": 0.331088577482446, "current_ratio": 4.016120512038477, "quick_ratio": 2.4830125047449574, "fcf_to_ebitda": 0.547185502264112, "capex_to_revenue": 0.06890315520743083, "working_capital_to_revenue": 0.32209649858147177, "capital_efficiency": 0.16465511464562405, "financial_health": -0.18691743204772812, "margin_quality": 0.14525586825611403, "growth_momentum": -0.16122045118892592, "company_age_years": 40.580424366872, "ebitda": 7332676000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 9.552575835475578, "revenue_cagr_3y": -0.0020286970658407455, "revenue_cagr_5y": 0.046991193360684136, "earnings_cagr_3y": 0.06062768306853328, "quarterly_revenue_growth_yoy": 0.024597495527728087, "quarterly_earnings_growth_yoy": 0.10756972111553785, "revenue_growth_qoq": 0.05576036866359447, "gross_margin": 0.27062418158009605, "operating_margin": 0.17110432125709296, "net_margin": 0.12134439109559145, "roa_ttm": 0.05668041891463028, "roe_ttm": 0.1920017200602021, "debt_to_ebitda": 3.5388174807197945, "net_debt_to_ebitda": 3.4375321336760924, "interest_coverage": 31.885245901639344, "debt_to_equity": 1.4798967963878735, "current_ratio": 1.93341478313989, "quick_ratio": 1.0201588271227855, "fcf_to_ebitda": 0.3809768637532134, "capex_to_revenue": 0.07187153931339978, "working_capital_to_revenue": 0.16921373200442968, "capital_efficiency": 0.12434106948741619, "financial_health": -1.4018155341879364, "margin_quality": 0.18769096464426016, "growth_momentum": 0.06608360832163297, "company_age_years": 23.471594798083505, "ebitda": 1945000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 6.314862329803328, "revenue_cagr_3y": -0.1291567361991507, "revenue_cagr_5y": -0.10062369935702409, "earnings_cagr_3y": 0.03727992392106105, "quarterly_revenue_growth_yoy": -0.11627069834413246, "quarterly_earnings_growth_yoy": -0.19662447257383966, "revenue_growth_qoq": 0.005049126637554585, "gross_margin": 0.19850644942294637, "operating_margin": 0.16958587915818057, "net_margin": 0.1292600135777325, "roa_ttm": 0.16516503693582135, "roe_ttm": 0.63597500822098, "debt_to_ebitda": 1.3748865355521938, "net_debt_to_ebitda": 1.2629349470499243, "interest_coverage": 91.80555555555556, "debt_to_equity": 1.4942453140414338, "current_ratio": 2.2164733178654292, "quick_ratio": 1.2849187935034803, "fcf_to_ebitda": 0.437821482602118, "capex_to_revenue": 0.07573578419335601, "working_capital_to_revenue": 0.18391973901147088, "capital_efficiency": 0.4005700225784007, "financial_health": -1.3600492094751464, "margin_quality": 0.16578411405295315, "growth_momentum": -0.15644758545898607, "company_age_years": 6.425735797399041, "ebitda": 6610000000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 4.638401507365536, "revenue_cagr_3y": -0.14044487867163635, "revenue_cagr_5y": 0.01984197407544852, "earnings_cagr_3y": 0.323394425813712, "quarterly_revenue_growth_yoy": 0.34167756398281335, "quarterly_earnings_growth_yoy": 0.4045307443365696, "revenue_growth_qoq": -0.03187976005931118, "gross_margin": 0.1718184349763297, "operating_margin": 0.1258006126427179, "net_margin": 0.12085769980506822, "roa_ttm": 0.100190506429592, "roe_ttm": 0.3474263693916873, "debt_to_ebitda": 1.2834874957177116, "net_debt_to_ebitda": 1.0275779376498801, "interest_coverage": 70.76363636363637, "debt_to_equity": 0.8249931186347371, "current_ratio": 1.5762891274761832, "quick_ratio": 1.0189021624073793, "fcf_to_ebitda": 0.4012504282288455, "capex_to_revenue": 0.04227914422936981, "working_capital_to_revenue": 0.13866249454227914, "capital_efficiency": 0.22380843791063965, "financial_health": -0.7386910666616502, "margin_quality": 0.13949224914137195, "growth_momentum": 0.37310415415969145, "company_age_years": 2.784394250513347, "ebitda": 11676000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 9.162701862769383, "revenue_cagr_3y": -0.038899480941530395, "revenue_cagr_5y": 0.051070629755375796, "earnings_cagr_3y": -0.7071909808421006, "quarterly_revenue_growth_yoy": -0.05025750310779613, "quarterly_earnings_growth_yoy": -0.76, "revenue_growth_qoq": -0.4734147302087436, "gross_margin": 0.28047868362004486, "operating_margin": 0.04955123410620793, "net_margin": 0.0033657442034405387, "roa_ttm": 0.014120321319180906, "roe_ttm": 0.02935992950412561, "debt_to_ebitda": 3.40029725043349, "net_debt_to_ebitda": 3.271488729254397, "interest_coverage": 21.940217391304348, "debt_to_equity": 0.5498277657614355, "current_ratio": 1.2662225061604453, "quick_ratio": 0.8199324632654924, "fcf_to_ebitda": 0.5754272974981421, "capex_to_revenue": 0.08430922167413488, "working_capital_to_revenue": 0.1098392137666152, "capital_efficiency": 0.02174012541165326, "financial_health": -0.3658139856087811, "margin_quality": 0.11113188730989777, "growth_momentum": -0.40512875155389805, "company_age_years": 6.743326488706366, "ebitda": 4037000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2016-09-30", "company_multiple": 9.570337203813057, "revenue_cagr_3y": -0.045980354156098024, "revenue_cagr_5y": -0.03965139115295124, "earnings_cagr_3y": 0.2743953424206045, "quarterly_revenue_growth_yoy": 0.015316953156468065, "quarterly_earnings_growth_yoy": 0.3446457204192783, "revenue_growth_qoq": 0.010472535972256636, "gross_margin": 0.15902062264173814, "operating_margin": 0.11957687176183315, "net_margin": 0.07095483791567643, "roa_ttm": 0.03786999842989917, "roe_ttm": 0.0740697267823491, "debt_to_ebitda": 2.2610741409439883, "net_debt_to_ebitda": 1.3786694673811317, "interest_coverage": 41.52900965197016, "debt_to_equity": 0.5652909199474172, "current_ratio": 3.529348370570881, "quick_ratio": 2.2976138367025953, "fcf_to_ebitda": 0.6021891538225819, "capex_to_revenue": 0.02664018893964126, "working_capital_to_revenue": 0.3056941818708928, "capital_efficiency": 0.05596986260612413, "financial_health": -0.44864275766541006, "margin_quality": 0.1165174441064159, "growth_momentum": 0.1799813367878732, "company_age_years": 33.08145106091718, "ebitda": 1931888000.0, "spy_multiple": 15.0, "sector_multiple": 13.090484748551468, "sector_premium_over_spy": -0.12730101676323546}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 7.944804469273743, "revenue_cagr_3y": 0.03074154637750892, "revenue_cagr_5y": 0.008615212087573099, "earnings_cagr_3y": 0.3382753108066505, "quarterly_revenue_growth_yoy": 0.07929969104016478, "quarterly_earnings_growth_yoy": 1.2205882352941178, "revenue_growth_qoq": -0.04900181488203267, "gross_margin": 0.16603053435114504, "operating_margin": 0.11354961832061068, "net_margin": 0.14408396946564886, "roa_ttm": 0.0333028057613854, "roe_ttm": 0.13205678441729943, "debt_to_ebitda": 2.359404096834264, "net_debt_to_ebitda": 1.8603351955307263, "interest_coverage": 33.5625, "debt_to_equity": 1.254869593925388, "current_ratio": 1.6711560044893379, "quick_ratio": 1.245791245791246, "fcf_to_ebitda": 0.7473618870266915, "capex_to_revenue": 0.0745060699833373, "working_capital_to_revenue": 0.14234706022375626, "capital_efficiency": 0.08267979508934241, "financial_health": -1.1588784617731975, "margin_quality": 0.1412213740458015, "growth_momentum": 0.6499439631671413, "company_age_years": 15.63586584531143, "ebitda": 1611000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 8.764247173338276, "revenue_cagr_3y": 0.10827850759682778, "revenue_cagr_5y": 0.15275921668132986, "earnings_cagr_3y": 0.23680288515004722, "quarterly_revenue_growth_yoy": 0.37648906838569374, "quarterly_earnings_growth_yoy": 1.297998291875734, "revenue_growth_qoq": 0.3626540368169857, "gross_margin": 0.22577065883653347, "operating_margin": 0.1676351359548067, "net_margin": 0.12145442768246997, "roa_ttm": 0.07839624340534303, "roe_ttm": 0.16790524937447027, "debt_to_ebitda": 2.1500093360182193, "net_debt_to_ebitda": 1.2857057578590878, "interest_coverage": 83.42446001505589, "debt_to_equity": 0.6550142192762972, "current_ratio": 2.9478319444686907, "quick_ratio": 1.6129242367966559, "fcf_to_ebitda": -0.1752263029992566, "capex_to_revenue": 0.12206844796494251, "working_capital_to_revenue": 0.3060943551207509, "capital_efficiency": 0.12315074638990664, "financial_health": -0.514893222378979, "margin_quality": 0.1716200741579367, "growth_momentum": 0.8372436801307139, "company_age_years": 24.355920602327174, "ebitda": 1440657000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 7.881776405322416, "revenue_cagr_3y": 0.11363915419149317, "revenue_cagr_5y": 0.08527772838857439, "earnings_cagr_3y": -0.18351704754148235, "quarterly_revenue_growth_yoy": -0.2481083233771406, "quarterly_earnings_growth_yoy": -0.8453237410071942, "revenue_growth_qoq": 0.005860415556739478, "gross_margin": 0.3121468926553672, "operating_margin": 0.0824505649717514, "net_margin": 0.03036723163841808, "roa_ttm": 0.02384879334205388, "roe_ttm": 0.05000795038956909, "debt_to_ebitda": 2.367860798362334, "net_debt_to_ebitda": 2.1752302968270216, "interest_coverage": 22.317452999775202, "debt_to_equity": 0.4598107807282557, "current_ratio": 1.16904545829552, "quick_ratio": 0.6463163105354344, "fcf_to_ebitda": 0.49027635619242577, "capex_to_revenue": 0.09192593612334801, "working_capital_to_revenue": 0.07051899779735683, "capital_efficiency": 0.03692837186581148, "financial_health": -0.33646991040330415, "margin_quality": 0.14165489642184556, "growth_momentum": -0.5467160321921674, "company_age_years": 5.993155373032169, "ebitda": 4885000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2020-06-30", "company_multiple": 8.346814321489793, "revenue_cagr_3y": -0.057874237674034656, "revenue_cagr_5y": -0.0013946935012063566, "earnings_cagr_3y": -0.30325711210576234, "quarterly_revenue_growth_yoy": -0.2660589763951271, "quarterly_earnings_growth_yoy": -0.7182773886561634, "revenue_growth_qoq": -0.230610470176307, "gross_margin": 0.08734279480119964, "operating_margin": 0.05452399252560369, "net_margin": 0.02516138216248169, "roa_ttm": 0.027286952735977074, "roe_ttm": 0.05022805699364972, "debt_to_ebitda": 2.9645775183683467, "net_debt_to_ebitda": 1.4257086785990345, "interest_coverage": 46.65481736981647, "debt_to_equity": 0.5270594282194291, "current_ratio": 4.394298736207646, "quick_ratio": 2.6776611953560185, "fcf_to_ebitda": 0.7541342228632055, "capex_to_revenue": 0.07809380534479184, "working_capital_to_revenue": 0.3246039216384786, "capital_efficiency": 0.0387575048648134, "financial_health": -0.36919189703014854, "margin_quality": 0.05567605649642834, "growth_momentum": -0.49216818252564526, "company_age_years": 36.82956878850103, "ebitda": 1812493000.0, "spy_multiple": 20.0, "sector_multiple": 13.114126644447927, "sector_premium_over_spy": -0.3442936677776036}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 2.9073424028180086, "revenue_cagr_3y": -0.03303142272724402, "revenue_cagr_5y": -0.01596603666524976, "earnings_cagr_3y": -0.6301960642274282, "quarterly_revenue_growth_yoy": 0.13479322980282674, "quarterly_earnings_growth_yoy": -0.9853266888150609, "revenue_growth_qoq": 0.04256171849951908, "gross_margin": 0.20965633889444146, "operating_margin": 0.11686015222572461, "net_margin": 0.004074728992081187, "roa_ttm": 0.054269220610984645, "roe_ttm": 0.1660445607419094, "debt_to_ebitda": 1.114904143475572, "net_debt_to_ebitda": 0.2977118119975263, "interest_coverage": 35.30567685589519, "debt_to_equity": 0.346865740562589, "current_ratio": 1.8771025071405902, "quick_ratio": 1.292922881624881, "fcf_to_ebitda": 0.18503401360544217, "capex_to_revenue": 0.08473555195479662, "working_capital_to_revenue": 0.2296522497818771, "capital_efficiency": 0.11015689067644702, "financial_health": -0.22886825338537287, "margin_quality": 0.11019707337074908, "growth_momentum": -0.4252667295061171, "company_age_years": 0, "ebitda": 8085000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 2.653679583257174, "revenue_cagr_3y": 0.27488080458821695, "revenue_cagr_5y": 0.16022764082210506, "earnings_cagr_3y": 1.0194186901644837, "quarterly_revenue_growth_yoy": -0.298465829846583, "quarterly_earnings_growth_yoy": -0.36579841449603623, "revenue_growth_qoq": -0.2285276073619632, "gross_margin": 0.4517892644135189, "operating_margin": 0.4150099403578529, "net_margin": 0.2783300198807157, "roa_ttm": 0.22563069114793252, "roe_ttm": 0.5543737392261141, "debt_to_ebitda": 0.5611405593127399, "net_debt_to_ebitda": 0.04478157558033266, "interest_coverage": 136.775, "debt_to_equity": 0.5629928479735925, "current_ratio": 4.464037122969837, "quick_ratio": 3.965197215777262, "fcf_to_ebitda": 0.5395722902577226, "capex_to_revenue": 0.044433688286544044, "working_capital_to_revenue": 0.28906098741529523, "capital_efficiency": 0.3900022151870233, "financial_health": -0.33306841152886035, "margin_quality": 0.3817097415506958, "growth_momentum": -0.3321321221713096, "company_age_years": 17.634496919917865, "ebitda": 5471000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 5.694237314356435, "revenue_cagr_3y": 0.1507629435851181, "revenue_cagr_5y": 0.15581482710214556, "earnings_cagr_3y": 0.8089938268326249, "quarterly_revenue_growth_yoy": 0.5630341010824449, "quarterly_earnings_growth_yoy": -0.1970044691387849, "revenue_growth_qoq": 0.123559351781431, "gross_margin": 0.299036709190315, "operating_margin": 0.2524602967977089, "net_margin": 0.1730799271023171, "roa_ttm": 0.07399575248225664, "roe_ttm": 0.15377071132863704, "debt_to_ebitda": 1.34322400990099, "net_debt_to_ebitda": 1.1051361386138614, "interest_coverage": 69.50537634408602, "debt_to_equity": 0.40939825161965654, "current_ratio": 1.112357438275473, "quick_ratio": 0.5397292893846347, "fcf_to_ebitda": 0.277970297029703, "capex_to_revenue": 0.10427759884765404, "working_capital_to_revenue": 0.043528573971871105, "capital_efficiency": 0.11388323190544683, "financial_health": -0.284032606599178, "margin_quality": 0.24152564436344703, "growth_momentum": 0.18301481597183, "company_age_years": 17.182751540041068, "ebitda": 3232000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 3.1811155628878938, "revenue_cagr_3y": -0.011039173367606736, "revenue_cagr_5y": 0.05581442993161656, "earnings_cagr_3y": 0.2901530341672254, "quarterly_revenue_growth_yoy": 0.7622995626822158, "quarterly_earnings_growth_yoy": 8.164579606440071, "revenue_growth_qoq": 0.19452849996912247, "gross_margin": 0.9679470609522824, "operating_margin": 0.22912681590239364, "net_margin": 0.20705164659049785, "roa_ttm": 0.08470687394643192, "roe_ttm": 0.16384014491112872, "debt_to_ebitda": 0.6777437347788514, "net_debt_to_ebitda": 0.3579228533270485, "interest_coverage": 167.48684210526315, "debt_to_equity": 0.19533567304426583, "current_ratio": 1.2829464129865595, "quick_ratio": 0.5722639204049572, "fcf_to_ebitda": 0.32359179825595097, "capex_to_revenue": 0.037722668529514496, "working_capital_to_revenue": 0.1029435112564697, "capital_efficiency": 0.12427350942878032, "financial_health": -0.08792607848146966, "margin_quality": 0.4680418411483913, "growth_momentum": 4.463439584561144, "company_age_years": 23.89322381930185, "ebitda": 12729000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 7.067411746776265, "revenue_cagr_3y": 0.09814283529956636, "revenue_cagr_5y": 0.10748509875166179, "earnings_cagr_3y": 0.10701721057632807, "quarterly_revenue_growth_yoy": -0.04071011929601983, "quarterly_earnings_growth_yoy": -0.08358412703393953, "revenue_growth_qoq": 0.10879612077507965, "gross_margin": 0.20894703305472961, "operating_margin": 0.15998605028586474, "net_margin": 0.12442280075236424, "roa_ttm": 0.15955632455454438, "roe_ttm": 0.2642752618709388, "debt_to_ebitda": 0.8327116657511597, "net_debt_to_ebitda": 0.5478023447941645, "interest_coverage": 304.57939555852397, "debt_to_equity": 0.33485509029135374, "current_ratio": 2.870117598744314, "quick_ratio": 1.553203512997115, "fcf_to_ebitda": 0.366056401805577, "capex_to_revenue": 0.09711147700597432, "working_capital_to_revenue": 0.23116508272454572, "capital_efficiency": 0.2119157932127416, "financial_health": -0.21876166057512336, "margin_quality": 0.16445196136431953, "growth_momentum": -0.06214712316497968, "company_age_years": 27.356605065023956, "ebitda": 3648252000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 6.157951366472993, "revenue_cagr_3y": 0.12580499880909124, "revenue_cagr_5y": 0.024939804352436035, "earnings_cagr_3y": 3.431047621693634, "quarterly_revenue_growth_yoy": -0.08240647118301314, "quarterly_earnings_growth_yoy": -0.37013574660633486, "revenue_growth_qoq": 0.016047770106363126, "gross_margin": 0.2549127640036731, "operating_margin": 0.2224058769513315, "net_margin": 0.1278236914600551, "roa_ttm": 0.06758264341494921, "roe_ttm": 0.2219864995178399, "debt_to_ebitda": 1.1467613514095114, "net_debt_to_ebitda": 0.2702819023025608, "interest_coverage": 67.83941605839416, "debt_to_equity": 0.6851816136290582, "current_ratio": 2.460677698975571, "quick_ratio": 1.644286840031521, "fcf_to_ebitda": 0.17968581880783302, "capex_to_revenue": 0.1485525865022268, "working_capital_to_revenue": 0.39688249400479614, "capital_efficiency": 0.14478457146639456, "financial_health": -0.45663724634268277, "margin_quality": 0.20171411080501989, "growth_momentum": -0.226271108894674, "company_age_years": 27.477070499657767, "ebitda": 9294000000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 7.549431642963017, "revenue_cagr_3y": 0.14028154833658268, "revenue_cagr_5y": 0.06727327061683575, "earnings_cagr_3y": 0.7620213531611735, "quarterly_revenue_growth_yoy": 0.24851447475239957, "quarterly_earnings_growth_yoy": 1.1131185735143363, "revenue_growth_qoq": 0.1602528473521838, "gross_margin": 0.18056505304163248, "operating_margin": 0.14428751106291599, "net_margin": 0.10528676595095263, "roa_ttm": 0.0956791467555123, "roe_ttm": 0.17813832259710904, "debt_to_ebitda": 1.4230187915946826, "net_debt_to_ebitda": 0.9301156278289358, "interest_coverage": 85.33176763532441, "debt_to_equity": 0.4578284075363419, "current_ratio": 3.0546291007366757, "quick_ratio": 1.5517281750656013, "fcf_to_ebitda": 0.31643062496062285, "capex_to_revenue": 0.02784927693514492, "working_capital_to_revenue": 0.25349891291075155, "capital_efficiency": 0.13690873467631068, "financial_health": -0.36634078743480814, "margin_quality": 0.14337977668516702, "growth_momentum": 0.6808165241333679, "company_age_years": 34.82819986310746, "ebitda": 3015710000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 7.376058220432077, "revenue_cagr_3y": 0.10992682879697102, "revenue_cagr_5y": 0.009641305464482608, "earnings_cagr_3y": 0.4923976325031394, "quarterly_revenue_growth_yoy": -0.2211750399027134, "quarterly_earnings_growth_yoy": -0.6418816388467374, "revenue_growth_qoq": 0.004017244757985499, "gross_margin": 0.13496633160925148, "operating_margin": 0.06958134088025764, "net_margin": 0.046062262125500145, "roa_ttm": 0.0837401737691353, "roe_ttm": 0.23866048266645704, "debt_to_ebitda": 2.082753570120835, "net_debt_to_ebitda": 1.75503478579275, "interest_coverage": 47.08620689655172, "debt_to_equity": 0.8942693184498074, "current_ratio": 1.8461538461538463, "quick_ratio": 1.0541992937202518, "fcf_to_ebitda": 0.6047235444891981, "capex_to_revenue": 0.03777791800761448, "working_capital_to_revenue": 0.11592099451000189, "capital_efficiency": 0.16120032821779617, "financial_health": -0.7839739346839127, "margin_quality": 0.08353664487166974, "growth_momentum": -0.4315283393747254, "company_age_years": 12.922655715263518, "ebitda": 5462000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2017-12-31", "company_multiple": 6.928724108818011, "revenue_cagr_3y": -0.08367217345399514, "revenue_cagr_5y": -0.06931896301874763, "earnings_cagr_3y": -0.1669172470582586, "quarterly_revenue_growth_yoy": 0.18226415094339624, "quarterly_earnings_growth_yoy": 2.5142857142857142, "revenue_growth_qoq": -0.0354064039408867, "gross_margin": 0.12256623045004787, "operating_margin": 0.04851579955314395, "net_margin": 0.05075007979572295, "roa_ttm": 0.03924153315757453, "roe_ttm": 0.11656626506024097, "debt_to_ebitda": 2.5356472795497185, "net_debt_to_ebitda": 1.0787992495309568, "interest_coverage": 19.381818181818183, "debt_to_equity": 0.814156626506024, "current_ratio": 1.7475192943770672, "quick_ratio": 1.1087835354649027, "fcf_to_ebitda": 0.27861163227016883, "capex_to_revenue": 0.04122448979591837, "working_capital_to_revenue": 0.16604081632653062, "capital_efficiency": 0.07790389910890774, "financial_health": -0.6557798828654713, "margin_quality": 0.07394403659963826, "growth_momentum": 1.3482749326145553, "company_age_years": 26.72142368240931, "ebitda": 1066000000.0, "spy_multiple": 15.0, "sector_multiple": 11.71864897146649, "sector_premium_over_spy": -0.21875673523556738}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 7.657129095674967, "revenue_cagr_3y": 0.0009090914097404923, "revenue_cagr_5y": -0.0024858901844990733, "earnings_cagr_3y": -0.4280534650344574, "quarterly_revenue_growth_yoy": 0.05052430886558627, "quarterly_earnings_growth_yoy": 0.5818181818181818, "revenue_growth_qoq": 0.3010625737898465, "gross_margin": 0.16878402903811252, "operating_margin": 0.12159709618874773, "net_margin": 0.07894736842105263, "roa_ttm": 0.026366131581136154, "roe_ttm": 0.10848733744010951, "debt_to_ebitda": 2.6533420707732636, "net_debt_to_ebitda": 2.2057667103538665, "interest_coverage": 40.1578947368421, "debt_to_equity": 1.3856947296372348, "current_ratio": 1.5088300220750552, "quick_ratio": 1.1920529801324504, "fcf_to_ebitda": 0.6041939711664482, "capex_to_revenue": 0.07492725509214355, "working_capital_to_revenue": 0.11178467507274491, "capital_efficiency": 0.06742673451062284, "financial_health": -1.2135549801506957, "margin_quality": 0.12310949788263763, "growth_momentum": 0.316171245341884, "company_age_years": 15.38945927446954, "ebitda": 1526000000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2019-12-31", "company_multiple": 9.426428571428572, "revenue_cagr_3y": -0.11555194700857219, "revenue_cagr_5y": -0.10901445189562009, "earnings_cagr_3y": 0.33273627782233306, "quarterly_revenue_growth_yoy": -0.25894454382826476, "quarterly_earnings_growth_yoy": 1.8911764705882352, "revenue_growth_qoq": -0.01778304682868998, "gross_margin": 0.18708509354254677, "operating_margin": 0.030175015087507542, "net_margin": 0.1828605914302957, "roa_ttm": 0.06754807692307692, "roe_ttm": 0.2091551916635653, "debt_to_ebitda": 3.100765306122449, "net_debt_to_ebitda": 2.431122448979592, "interest_coverage": 31.36, "debt_to_equity": 0.9047264607368812, "current_ratio": 1.870019920318725, "quick_ratio": 1.4148406374501992, "fcf_to_ebitda": 0.7946428571428571, "capex_to_revenue": 0.03618594823032224, "working_capital_to_revenue": 0.23071843634442685, "capital_efficiency": 0.13835163429332112, "financial_health": -0.7470962844607941, "margin_quality": 0.13337356668678332, "growth_momentum": 0.8161159633799853, "company_age_years": 14.882956878850102, "ebitda": 784000000.0, "spy_multiple": 15.0, "sector_multiple": 11.93178761061947, "sector_premium_over_spy": -0.20454749262536864}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 6.02387306924451, "revenue_cagr_3y": 0.08264498099667739, "revenue_cagr_5y": -0.012463673730949698, "earnings_cagr_3y": 0.28663249642839994, "quarterly_revenue_growth_yoy": -0.08839519430834285, "quarterly_earnings_growth_yoy": -0.5968703427719821, "revenue_growth_qoq": -0.3995048191705721, "gross_margin": 0.12627006331909882, "operating_margin": 0.07929612722721249, "net_margin": 0.03983213076130172, "roa_ttm": 0.0455999097031491, "roe_ttm": 0.13483646072832456, "debt_to_ebitda": 2.135441840916255, "net_debt_to_ebitda": 1.8234737837553852, "interest_coverage": 39.489626556016596, "debt_to_equity": 0.753652747904769, "current_ratio": 1.6692252650751318, "quick_ratio": 1.0507383074221037, "fcf_to_ebitda": 0.29736261426920246, "capex_to_revenue": 0.04224072180841569, "working_capital_to_revenue": 0.16695065154244357, "capital_efficiency": 0.09021818521573682, "financial_health": -0.5991219841004949, "margin_quality": 0.08179944043587101, "growth_momentum": -0.3426327685401625, "company_age_years": 0.030116358658453114, "ebitda": 9517000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 5.103475240020212, "revenue_cagr_3y": -0.0549655830526421, "revenue_cagr_5y": 0.03860637923465715, "earnings_cagr_3y": 0.24223372712936686, "quarterly_revenue_growth_yoy": 0.09087846941525195, "quarterly_earnings_growth_yoy": 3.0401785714285716, "revenue_growth_qoq": 0.14163846587704457, "gross_margin": 0.20020996726980794, "operating_margin": 0.16309516457728648, "net_margin": 0.14111035632680788, "roa_ttm": 0.031942999916316994, "roe_ttm": 0.0668, "debt_to_ebitda": 1.435699848408287, "net_debt_to_ebitda": 0.7441889843355229, "interest_coverage": 86.98901098901099, "debt_to_equity": 0.284125, "current_ratio": 1.2684661454000998, "quick_ratio": 0.7183081018133423, "fcf_to_ebitda": 0.28764527539161194, "capex_to_revenue": 0.04042549296032516, "working_capital_to_revenue": 0.11818231750855929, "capital_efficiency": 0.049371499958158496, "financial_health": -0.14835988714748533, "margin_quality": 0.16813849605796746, "growth_momentum": 1.5655285204219118, "company_age_years": 23.644079397672826, "ebitda": 7916000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 5.92208312707161, "revenue_cagr_3y": 0.20251426489393953, "revenue_cagr_5y": 0.08382255821136697, "earnings_cagr_3y": -0.09431751565652402, "quarterly_revenue_growth_yoy": 0.6268340644380578, "quarterly_earnings_growth_yoy": 0.2420814479638009, "revenue_growth_qoq": 0.07196252367188279, "gross_margin": 0.2514179451417945, "operating_margin": 0.13602975360297537, "net_margin": 0.05104602510460251, "roa_ttm": 0.008631216840486174, "roe_ttm": 0.01640331819079597, "debt_to_ebitda": 0.68249099879984, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.425714285714285, "debt_to_equity": 0.05054315623148331, "current_ratio": 1.8684675207574106, "quick_ratio": 1.2126084833001465, "fcf_to_ebitda": -1.2098946526203493, "capex_to_revenue": 0.05340286021140693, "working_capital_to_revenue": 0.3266632751116387, "capital_efficiency": 0.012517267515641072, "financial_health": 0.05342416636787379, "margin_quality": 0.14616457461645746, "growth_momentum": 0.43445775620092936, "company_age_years": 0, "ebitda": 7499000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 8.190712270007902, "revenue_cagr_3y": 0.10147076806923394, "revenue_cagr_5y": 0.11092593889604663, "earnings_cagr_3y": -0.13134121978482582, "quarterly_revenue_growth_yoy": 0.2157400156617071, "quarterly_earnings_growth_yoy": -0.2887537993920973, "revenue_growth_qoq": 0.07087428867046043, "gross_margin": 0.2806763285024155, "operating_margin": 0.2466988727858293, "net_margin": 0.07536231884057971, "roa_ttm": 0.03029632089745009, "roe_ttm": 0.09674188416897425, "debt_to_ebitda": 1.0638898295518682, "net_debt_to_ebitda": 0.4760130940286714, "interest_coverage": 99.53932584269663, "debt_to_equity": 0.5552937017616214, "current_ratio": 2.3540047581284695, "quick_ratio": 1.4060269627279935, "fcf_to_ebitda": 0.13184332317417316, "capex_to_revenue": 0.20819858036876812, "working_capital_to_revenue": 0.35856188836154396, "capital_efficiency": 0.06351910253321218, "financial_health": -0.4138943423463587, "margin_quality": 0.20091250670960817, "growth_momentum": -0.03650689186519508, "company_age_years": 28.725530458590008, "ebitda": 8859000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 7.323789987789988, "revenue_cagr_3y": 0.002712868050338102, "revenue_cagr_5y": -0.06890805352387064, "earnings_cagr_3y": -0.39905585996905424, "quarterly_revenue_growth_yoy": -0.26733576642335766, "quarterly_earnings_growth_yoy": -0.31390134529147984, "revenue_growth_qoq": -0.02666666666666667, "gross_margin": 0.16749688667496887, "operating_margin": 0.03798256537982565, "net_margin": 0.09526774595267747, "roa_ttm": 0.050238309931727426, "roe_ttm": 0.10364071219771459, "debt_to_ebitda": 1.9145299145299146, "net_debt_to_ebitda": 1.1636141636141637, "interest_coverage": 45.5, "debt_to_equity": 0.41668881211799097, "current_ratio": 2.081727062451812, "quick_ratio": 1.2737085582112568, "fcf_to_ebitda": 0.5091575091575091, "capex_to_revenue": 0.03469140782573618, "working_capital_to_revenue": 0.18865133790506924, "capital_efficiency": 0.07693951106472101, "financial_health": -0.3217878823034332, "margin_quality": 0.10024906600249066, "growth_momentum": -0.29061855585741875, "company_age_years": 18.130047912388775, "ebitda": 819000000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2019-09-30", "company_multiple": 6.814449818621523, "revenue_cagr_3y": -0.04818712996491581, "revenue_cagr_5y": -0.05660822547099642, "earnings_cagr_3y": -0.2545885464403739, "quarterly_revenue_growth_yoy": -0.14801329745132183, "quarterly_earnings_growth_yoy": -0.6712734452122409, "revenue_growth_qoq": -0.022698383875068093, "gross_margin": 0.11956521739130435, "operating_margin": 0.06549609810479376, "net_margin": 0.030936454849498328, "roa_ttm": 0.026148420777060845, "roe_ttm": 0.09759181562158745, "debt_to_ebitda": 2.437054950960634, "net_debt_to_ebitda": 2.0577724036006986, "interest_coverage": 31.94420600858369, "debt_to_equity": 1.042531179952871, "current_ratio": 1.6917239532184627, "quick_ratio": 1.1189179537541292, "fcf_to_ebitda": 0.38129786376461106, "capex_to_revenue": 0.043326779123115666, "working_capital_to_revenue": 0.13363689675394114, "capital_efficiency": 0.06187011819932414, "financial_health": -0.9235941683128314, "margin_quality": 0.07199925678186549, "growth_momentum": -0.40964337133178136, "company_age_years": 0.5311430527036276, "ebitda": 7443000000.0, "spy_multiple": 15.0, "sector_multiple": 10.176551447386391, "sector_premium_over_spy": -0.32156323684090726}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 6.134769137547969, "revenue_cagr_3y": 0.08623031618275756, "revenue_cagr_5y": 0.04556486820017325, "earnings_cagr_3y": -0.2386974872829798, "quarterly_revenue_growth_yoy": -0.29719054738580325, "quarterly_earnings_growth_yoy": -0.3017966360856269, "revenue_growth_qoq": -0.112391849618127, "gross_margin": 0.17764724559453882, "operating_margin": 0.08842673440228607, "net_margin": 0.11598666454992856, "roa_ttm": 0.05057570073981452, "roe_ttm": 0.09478283510439212, "debt_to_ebitda": 1.5458291254292063, "net_debt_to_ebitda": 1.404928297313674, "interest_coverage": 48.349609375, "debt_to_equity": 0.31136189809767134, "current_ratio": 1.2249270723081291, "quick_ratio": 0.5735601621189044, "fcf_to_ebitda": 0.4058977984245607, "capex_to_revenue": 0.10239411219252195, "working_capital_to_revenue": 0.06361664999525413, "capital_efficiency": 0.07267926792210332, "financial_health": -0.24779758391733736, "margin_quality": 0.12735354818225117, "growth_momentum": -0.2994935917357151, "company_age_years": 19.1813826146475, "ebitda": 2475500000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 6.171481806653009, "revenue_cagr_3y": 0.16769489913668756, "revenue_cagr_5y": 0.0702966491139716, "earnings_cagr_3y": 1.0054595357287397, "quarterly_revenue_growth_yoy": 0.40449704142011833, "quarterly_earnings_growth_yoy": 0.5607344632768362, "revenue_growth_qoq": -0.041202132816286964, "gross_margin": 0.36990225817323896, "operating_margin": 0.3473205257836198, "net_margin": 0.1862150320188743, "roa_ttm": 0.08939652659197868, "roe_ttm": 0.3070815450643777, "debt_to_ebitda": 0.9255682372451468, "net_debt_to_ebitda": 0.13852307091991026, "interest_coverage": 59.94736842105263, "debt_to_equity": 0.678683834048641, "current_ratio": 2.516972165648337, "quick_ratio": 1.753733876442634, "fcf_to_ebitda": 0.5462881670080968, "capex_to_revenue": 0.09460124345842466, "working_capital_to_revenue": 0.3997853021425057, "capital_efficiency": 0.19823903582817817, "financial_health": -0.48134989274408024, "margin_quality": 0.3011459386585777, "growth_momentum": 0.48261575234847726, "company_age_years": 26.477754962354553, "ebitda": 10251000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 7.0445676516329705, "revenue_cagr_3y": -0.08859280849048434, "revenue_cagr_5y": -0.06399903142055474, "earnings_cagr_3y": -0.0551950260578844, "quarterly_revenue_growth_yoy": 0.2501853774284443, "quarterly_earnings_growth_yoy": -0.2262135922330097, "revenue_growth_qoq": 0.08816315993287724, "gross_margin": 0.17069988137603795, "operating_margin": 0.1435349940688019, "net_margin": 0.09454329774614473, "roa_ttm": 0.1515903736115786, "roe_ttm": 0.5575673166202414, "debt_to_ebitda": 1.404665629860031, "net_debt_to_ebitda": 1.3292379471228617, "interest_coverage": 31.06280193236715, "debt_to_equity": 1.3977096874032806, "current_ratio": 2.210778716601964, "quick_ratio": 1.3258734870975108, "fcf_to_ebitda": 0.4326594090202177, "capex_to_revenue": 0.06922578555231616, "working_capital_to_revenue": 0.17175251052802074, "capital_efficiency": 0.35457884511591, "financial_health": -1.2824418283164576, "margin_quality": 0.13625939106366153, "growth_momentum": 0.011985892597717304, "company_age_years": 6.924024640657084, "ebitda": 6430000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 6.585182926829268, "revenue_cagr_3y": -0.09937794426554636, "revenue_cagr_5y": -0.011870048991549198, "earnings_cagr_3y": -0.2129456037787243, "quarterly_revenue_growth_yoy": 0.07658473479948254, "quarterly_earnings_growth_yoy": 0.2511415525114155, "revenue_growth_qoq": 0.13193688792165398, "gross_margin": 0.27565489065128573, "operating_margin": 0.23335736601778417, "net_margin": 0.06584955539533766, "roa_ttm": 0.027701127869906503, "roe_ttm": 0.1482862469525312, "debt_to_ebitda": 3.2190766550522647, "net_debt_to_ebitda": 2.139590592334495, "interest_coverage": 28.171779141104295, "debt_to_equity": 2.119891008174387, "current_ratio": 2.021025919883995, "quick_ratio": 1.3219140837411636, "fcf_to_ebitda": 0.5725174216027874, "capex_to_revenue": 0.09941711965420132, "working_capital_to_revenue": 0.3689174143689829, "capital_efficiency": 0.08799368741121885, "financial_health": -1.6694378864616373, "margin_quality": 0.1916206040214692, "growth_momentum": 0.16386314365544902, "company_age_years": 22.2258726899384, "ebitda": 4592000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 9.484676939240064, "revenue_cagr_3y": -0.04104171982835403, "revenue_cagr_5y": -0.04549471614494793, "earnings_cagr_3y": 0.04059490226918183, "quarterly_revenue_growth_yoy": 0.016699108697879314, "quarterly_earnings_growth_yoy": 4.803571428571429, "revenue_growth_qoq": 0.13119799384475095, "gross_margin": 0.12132204756146715, "operating_margin": 0.10776904474002419, "net_margin": 0.114621120515921, "roa_ttm": 0.01886188360454078, "roe_ttm": 0.03320084633485595, "debt_to_ebitda": 3.42768341796533, "net_debt_to_ebitda": 2.827350726667834, "interest_coverage": 26.439814814814813, "debt_to_equity": 0.38708943861106165, "current_ratio": 1.7786384234376647, "quick_ratio": 0.9006744651701971, "fcf_to_ebitda": 0.04044825774820522, "capex_to_revenue": 0.11132932196779764, "working_capital_to_revenue": 0.20581926569725334, "capital_efficiency": 0.026031364969698365, "financial_health": -0.3295113660649216, "margin_quality": 0.11457073760580411, "growth_momentum": 2.410135268634654, "company_age_years": 12.930869267624914, "ebitda": 1142200000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 7.694936265933516, "revenue_cagr_3y": -0.13673407420465866, "revenue_cagr_5y": -0.06980529059708829, "earnings_cagr_3y": -0.27668238054284333, "quarterly_revenue_growth_yoy": -0.0107958050586058, "quarterly_earnings_growth_yoy": 1.046249700455308, "revenue_growth_qoq": -0.24094674556213017, "gross_margin": 0.18833801060180855, "operating_margin": 0.1387589647645775, "net_margin": 0.060180854381041475, "roa_ttm": 0.006862423447069116, "roe_ttm": 0.039727761949984175, "debt_to_ebitda": 3.839790052486878, "net_debt_to_ebitda": 2.839790052486878, "interest_coverage": 23.95808383233533, "debt_to_equity": 2.4316239316239314, "current_ratio": 2.017141676992978, "quick_ratio": 1.2399834779016936, "fcf_to_ebitda": 0.40139965008747813, "capex_to_revenue": 0.14865696124666802, "working_capital_to_revenue": 0.33661403868498396, "capital_efficiency": 0.023295092698526646, "financial_health": -1.9695920199255719, "margin_quality": 0.12909260991580918, "growth_momentum": 0.517726947698351, "company_age_years": 21.724845995893222, "ebitda": 4001000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 8.031920057950066, "revenue_cagr_3y": 0.014657319287168846, "revenue_cagr_5y": 0.0760857389988343, "earnings_cagr_3y": 0.18901035306253222, "quarterly_revenue_growth_yoy": 0.162789878694719, "quarterly_earnings_growth_yoy": -0.026296562196229917, "revenue_growth_qoq": 0.022027673671529916, "gross_margin": 0.16228244294179134, "operating_margin": 0.11091798171550744, "net_margin": 0.06272371655353114, "roa_ttm": 0.0758569099795036, "roe_ttm": 0.17006981294639623, "debt_to_ebitda": 2.090743334999893, "net_debt_to_ebitda": 1.1815906237057352, "interest_coverage": 35.46472774087837, "debt_to_equity": 0.8162217265619338, "current_ratio": 3.349318208881334, "quick_ratio": 1.954591952023808, "fcf_to_ebitda": 0.45564229364776854, "capex_to_revenue": 0.022247329449175093, "working_capital_to_revenue": 0.27495222713612794, "capital_efficiency": 0.12296336146294992, "financial_health": -0.5990770993674045, "margin_quality": 0.1119747137369433, "growth_momentum": 0.06824665824924454, "company_age_years": 20.856947296372347, "ebitda": 1212078000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2019-03-31", "company_multiple": 6.538810339458113, "revenue_cagr_3y": 0.09189481982028846, "revenue_cagr_5y": -0.04645526830823965, "earnings_cagr_3y": -0.07507441127539838, "quarterly_revenue_growth_yoy": -0.10125934268455002, "quarterly_earnings_growth_yoy": -0.3379366368805849, "revenue_growth_qoq": -0.011041009463722398, "gross_margin": 0.151742993848257, "operating_margin": 0.11585782638414217, "net_margin": 0.09284575074048758, "roa_ttm": 0.14299575094516379, "roe_ttm": 0.42158216610771354, "debt_to_ebitda": 1.542198691996263, "net_debt_to_ebitda": 1.4894113983182808, "interest_coverage": 69.80434782608695, "debt_to_equity": 0.9769185243637798, "current_ratio": 1.4669138619509412, "quick_ratio": 0.8257273245864233, "fcf_to_ebitda": 0.4433198380566802, "capex_to_revenue": 0.05984479810601079, "working_capital_to_revenue": 0.08612389846113376, "capital_efficiency": 0.28228895852643865, "financial_health": -0.7306189737697265, "margin_quality": 0.12014885699096224, "growth_momentum": -0.21959798978256745, "company_age_years": 8.922655715263518, "ebitda": 6422000000.0, "spy_multiple": 15.0, "sector_multiple": 8.405675477099058, "sector_premium_over_spy": -0.4396216348600628}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2022-12-31", "company_multiple": 3.140665441141638, "revenue_cagr_3y": 0.19348263558640766, "revenue_cagr_5y": 0.11367743316854972, "earnings_cagr_3y": 1.2667065456041762, "quarterly_revenue_growth_yoy": -0.15827776819369974, "quarterly_earnings_growth_yoy": -0.43949974535558495, "revenue_growth_qoq": -0.1692067856073206, "gross_margin": 0.24042842490264738, "operating_margin": 0.19196153671568267, "net_margin": 0.14394077640923453, "roa_ttm": 0.23341032617480537, "roe_ttm": 0.41168118242964014, "debt_to_ebitda": 0.5816173505694919, "net_debt_to_ebitda": 0.20952236249980336, "interest_coverage": 202.71935790809135, "debt_to_equity": 0.3633701434300239, "current_ratio": 3.3931992284070374, "quick_ratio": 2.133648779234985, "fcf_to_ebitda": 0.7061580503113111, "capex_to_revenue": 0.046923180932609956, "working_capital_to_revenue": 0.24961031586005236, "capital_efficiency": 0.32254575430222276, "financial_health": -0.22734985987351133, "margin_quality": 0.19211024600918822, "growth_momentum": -0.29888875677464233, "company_age_years": 39.331964407939765, "ebitda": 11504729000.0, "spy_multiple": 12.0, "sector_multiple": 9.835351797761337, "sector_premium_over_spy": -0.18038735018655527}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 9.249552924029878, "revenue_cagr_3y": 0.08013012356400351, "revenue_cagr_5y": 0.13560369894513924, "earnings_cagr_3y": 0.3872644581389926, "quarterly_revenue_growth_yoy": 0.24763861055978686, "quarterly_earnings_growth_yoy": 45.35443411539029, "revenue_growth_qoq": 0.3340430851008212, "gross_margin": 0.2312105786688024, "operating_margin": 0.189723021059862, "net_margin": 0.13430428921184415, "roa_ttm": 0.07752528668444326, "roe_ttm": 0.1433880131804697, "debt_to_ebitda": 1.81841303677874, "net_debt_to_ebitda": 0.9804676472741575, "interest_coverage": 71.67720283134001, "debt_to_equity": 0.46648615736194926, "current_ratio": 3.5042316877667528, "quick_ratio": 2.036397564540813, "fcf_to_ebitda": 0.540046958828447, "capex_to_revenue": 0.06688376214869261, "working_capital_to_revenue": 0.3454637628276675, "capital_efficiency": 0.11045664993245649, "financial_health": -0.34441509241401563, "margin_quality": 0.18507929631350284, "growth_momentum": 22.80103636297504, "company_age_years": 37.57973990417522, "ebitda": 2936615000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 8.971787141905397, "revenue_cagr_3y": -0.023001429147508357, "revenue_cagr_5y": 0.07466209867846696, "earnings_cagr_3y": 0.007102510733605127, "quarterly_revenue_growth_yoy": 0.5296247531270573, "quarterly_earnings_growth_yoy": 2.445344129554656, "revenue_growth_qoq": 0.09988165680473372, "gross_margin": 0.3131052291801162, "operating_margin": 0.2905100064557779, "net_margin": 0.15364751452550032, "roa_ttm": 0.04119790115253305, "roe_ttm": 0.16465201465201465, "debt_to_ebitda": 1.6337441705529647, "net_debt_to_ebitda": 0.8709193870752832, "interest_coverage": 42.58156028368794, "debt_to_equity": 0.8982600732600733, "current_ratio": 2.3543699848189115, "quick_ratio": 1.4554326610279766, "fcf_to_ebitda": 0.40123251165889406, "capex_to_revenue": 0.11116134866296344, "working_capital_to_revenue": 0.40337165740860353, "capital_efficiency": 0.10292495790227385, "financial_health": -0.7332444398394264, "margin_quality": 0.2524209167204648, "growth_momentum": 1.4874844413408566, "company_age_years": 25.724845995893222, "ebitda": 6004000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 7.612477866666667, "revenue_cagr_3y": 0.09821058686320194, "revenue_cagr_5y": 0.003947792603274269, "earnings_cagr_3y": 0.8192659556189572, "quarterly_revenue_growth_yoy": 0.15538461538461537, "quarterly_earnings_growth_yoy": 0.9121621621621622, "revenue_growth_qoq": 0.5004995004995005, "gross_margin": 0.33155792276964047, "operating_margin": 0.29027962716378164, "net_margin": 0.18841544607190414, "roa_ttm": 0.035139547539454245, "roe_ttm": 0.14742335290280495, "debt_to_ebitda": 2.554666666666667, "net_debt_to_ebitda": 2.0970666666666666, "interest_coverage": 31.779661016949152, "debt_to_equity": 1.5622961513372473, "current_ratio": 1.4280230326295584, "quick_ratio": 1.1497120921305182, "fcf_to_ebitda": 0.6192, "capex_to_revenue": 0.09219251336898396, "working_capital_to_revenue": 0.09540106951871657, "capital_efficiency": 0.0912814502211296, "financial_health": -1.3041385408443307, "margin_quality": 0.2700843320017754, "growth_momentum": 0.5337733887733888, "company_age_years": 13.883641341546886, "ebitda": 1875000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 3.3380217105232903, "revenue_cagr_3y": 0.9727748367456746, "revenue_cagr_5y": 0.4795563890806087, "earnings_cagr_3y": 0.13577572691537565, "quarterly_revenue_growth_yoy": 1.3696808510638299, "quarterly_earnings_growth_yoy": 12.953125, "revenue_growth_qoq": -0.10959360426382411, "gross_margin": 0.23830901608679386, "operating_margin": 0.20931537598204264, "net_margin": 0.16704077815188925, "roa_ttm": 0.1574703557312253, "roe_ttm": 0.517492206442674, "debt_to_ebitda": 1.0673934588701686, "net_debt_to_ebitda": 1.0578790882061446, "interest_coverage": 63.860759493670884, "debt_to_equity": 0.9326290266712851, "current_ratio": 2.1491154170176916, "quick_ratio": 0.6922212861555743, "fcf_to_ebitda": 0.4122893954410307, "capex_to_revenue": 0.03448444531402856, "working_capital_to_revenue": 0.20015652514185092, "capital_efficiency": 0.33748128108694964, "financial_health": -0.9046404284710937, "margin_quality": 0.20488839007357526, "growth_momentum": 7.161402925531915, "company_age_years": 34.15468856947297, "ebitda": 5045000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 2.9943847874720357, "revenue_cagr_3y": 0.1381267305361389, "revenue_cagr_5y": 0.06426799232624747, "earnings_cagr_3y": 0.4050302396832073, "quarterly_revenue_growth_yoy": -0.476246680436707, "quarterly_earnings_growth_yoy": -0.5476394849785408, "revenue_growth_qoq": -0.11779324055666004, "gross_margin": 0.4529577464788732, "operating_margin": 0.41295774647887323, "net_margin": 0.29690140845070423, "roa_ttm": 0.1761837925685159, "roe_ttm": 0.4109235010337698, "debt_to_ebitda": 0.6861297539149888, "net_debt_to_ebitda": 0.0, "interest_coverage": 124.16666666666667, "debt_to_equity": 0.5284286698828394, "current_ratio": 6.546623794212219, "quick_ratio": 6.033762057877814, "fcf_to_ebitda": 0.6143176733780761, "capex_to_revenue": 0.0559889857732905, "working_capital_to_revenue": 0.395823772372648, "capital_efficiency": 0.2935536468011428, "financial_health": -0.27340645672500724, "margin_quality": 0.3876056338028169, "growth_momentum": -0.5119430827076239, "company_age_years": 17.883641341546884, "ebitda": 4470000000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 2.026798154385965, "revenue_cagr_3y": 0.16945024841518408, "revenue_cagr_5y": 0.1729684350990457, "earnings_cagr_3y": 0.9019117494592286, "quarterly_revenue_growth_yoy": 1.5487179487179488, "quarterly_earnings_growth_yoy": 9.555555555555555, "revenue_growth_qoq": 0.18686567164179105, "gross_margin": 0.34926224010731055, "operating_margin": 0.2870556673373575, "net_margin": 0.33568075117370894, "roa_ttm": 0.18196503778918827, "roe_ttm": 0.39843355229914096, "debt_to_ebitda": 1.0276023391812865, "net_debt_to_ebitda": 0.5494736842105263, "interest_coverage": 57.0, "debt_to_equity": 0.5549519959575543, "current_ratio": 1.6870967741935483, "quick_ratio": 1.1694789081885857, "fcf_to_ebitda": 0.5375438596491228, "capex_to_revenue": 0.03450479233226837, "working_capital_to_revenue": 0.16084809758931165, "capital_efficiency": 0.29019929504416464, "financial_health": -0.42174115351326236, "margin_quality": 0.32399955287279236, "growth_momentum": 5.552136752136752, "company_age_years": 30.469541409993155, "ebitda": 4275000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2016-03-31", "company_multiple": 8.6053828125, "revenue_cagr_3y": -0.010365709827674041, "revenue_cagr_5y": 0.04927804470193742, "earnings_cagr_3y": 0.00536923042999593, "quarterly_revenue_growth_yoy": -0.08473188702415063, "quarterly_earnings_growth_yoy": 0.4678362573099415, "revenue_growth_qoq": 0.004943820224719101, "gross_margin": 0.28354203935599287, "operating_margin": 0.17844364937388194, "net_margin": 0.11225402504472272, "roa_ttm": 0.05942622950819672, "roe_ttm": 0.22074215033301617, "debt_to_ebitda": 3.4560546875, "net_debt_to_ebitda": 3.357421875, "interest_coverage": 29.257142857142856, "debt_to_equity": 1.6836346336822074, "current_ratio": 1.550081212777477, "quick_ratio": 0.7417433676231727, "fcf_to_ebitda": 0.45751953125, "capex_to_revenue": 0.06725982417116831, "working_capital_to_revenue": 0.10761571867386929, "capital_efficiency": 0.14008418992060645, "financial_health": -1.5486725415685296, "margin_quality": 0.19141323792486584, "growth_momentum": 0.19155218514289543, "company_age_years": 22.472279260780287, "ebitda": 2048000000.0, "spy_multiple": 15.0, "sector_multiple": 12.979180705888876, "sector_premium_over_spy": -0.13472128627407498}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 4.953994490358126, "revenue_cagr_3y": 0.12546379866792678, "revenue_cagr_5y": 0.06774107915585215, "earnings_cagr_3y": 0.46580805322731367, "quarterly_revenue_growth_yoy": -0.3976226993865031, "quarterly_earnings_growth_yoy": -0.6813953488372093, "revenue_growth_qoq": 0.23409269442262373, "gross_margin": 0.3481858688733291, "operating_margin": 0.29980903882877147, "net_margin": 0.17441120305537874, "roa_ttm": 0.10607957707289928, "roe_ttm": 0.266748294560084, "debt_to_ebitda": 0.9378634833180288, "net_debt_to_ebitda": 0.31588613406795224, "interest_coverage": 93.34285714285714, "debt_to_equity": 0.5359454259226867, "current_ratio": 3.8125, "quick_ratio": 3.43875, "fcf_to_ebitda": 0.31558004285277014, "capex_to_revenue": 0.25999095159101193, "working_capital_to_revenue": 0.3393153370532348, "capital_efficiency": 0.18641393581649163, "financial_health": -0.3778067132079985, "margin_quality": 0.27413537025249307, "growth_momentum": -0.5395090241118562, "company_age_years": 18.38740588637919, "ebitda": 3267000000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2018-06-30", "company_multiple": 7.824250233556062, "revenue_cagr_3y": 0.15515108212672035, "revenue_cagr_5y": 0.11400544512938571, "earnings_cagr_3y": 1.2563987342378495, "quarterly_revenue_growth_yoy": 0.29271725672600724, "quarterly_earnings_growth_yoy": 1.354589334320776, "revenue_growth_qoq": 0.18689453218760502, "gross_margin": 0.21099392498038358, "operating_margin": 0.1623953858972181, "net_margin": 0.11727748521691299, "roa_ttm": 0.13964795354693524, "roe_ttm": 0.279689435308052, "debt_to_ebitda": 1.4792776330988724, "net_debt_to_ebitda": 1.029673633096376, "interest_coverage": 50.850437928408226, "debt_to_equity": 0.6326140965219733, "current_ratio": 3.606380586933891, "quick_ratio": 1.9181766998618912, "fcf_to_ebitda": 0.45951351692056724, "capex_to_revenue": 0.017738053309918476, "working_capital_to_revenue": 0.26341505142940397, "capital_efficiency": 0.20966869442749364, "financial_health": -0.5317377749519803, "margin_quality": 0.16355559869817157, "growth_momentum": 0.8236532955233916, "company_age_years": 21.60438056125941, "ebitda": 1602399000.0, "spy_multiple": 15.0, "sector_multiple": 10.760865671641792, "sector_premium_over_spy": -0.2826089552238805}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2020-12-31", "company_multiple": 10.550554251833587, "revenue_cagr_3y": 0.01086068350948377, "revenue_cagr_5y": 0.08759046756584099, "earnings_cagr_3y": 0.012126869446259292, "quarterly_revenue_growth_yoy": 0.025002991184676717, "quarterly_earnings_growth_yoy": 2.678890403717203, "revenue_growth_qoq": 0.0673899544639161, "gross_margin": 0.13660085303290556, "operating_margin": 0.10730096928644282, "net_margin": 0.07541156889043936, "roa_ttm": 0.03574071643019759, "roe_ttm": 0.0666714556434925, "debt_to_ebitda": 2.9875415147651876, "net_debt_to_ebitda": 1.5108991467411643, "interest_coverage": 47.18285955604825, "debt_to_equity": 0.4950176875452153, "current_ratio": 3.6107943345535913, "quick_ratio": 2.252621144200985, "fcf_to_ebitda": 0.6453608351229598, "capex_to_revenue": 0.07662587914849397, "working_capital_to_revenue": 0.34066129623452396, "capital_efficiency": 0.051206086036845046, "financial_health": -0.3574802498489295, "margin_quality": 0.10643779706992924, "growth_momentum": 1.35194669745094, "company_age_years": 37.333333333333336, "ebitda": 1787617000.0, "spy_multiple": 20.0, "sector_multiple": 14.02048357038241, "sector_premium_over_spy": -0.29897582148087953}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 7.444855832241154, "revenue_cagr_3y": 0.05265457845934707, "revenue_cagr_5y": 0.07119985708430909, "earnings_cagr_3y": -0.3392713388036601, "quarterly_revenue_growth_yoy": -0.2566101600865633, "quarterly_earnings_growth_yoy": -0.8960441582336707, "revenue_growth_qoq": -0.149261787585331, "gross_margin": 0.1489885795327312, "operating_margin": 0.0645293722475181, "net_margin": 0.01686944838396656, "roa_ttm": 0.03389585974730031, "roe_ttm": 0.0645067352253534, "debt_to_ebitda": 2.3274019558423227, "net_debt_to_ebitda": 2.156467385825184, "interest_coverage": 34.085910652920965, "debt_to_equity": 0.38415329189859304, "current_ratio": 1.1578947368421053, "quick_ratio": 0.5104467217192319, "fcf_to_ebitda": 0.3600665389656215, "capex_to_revenue": 0.11462509396141318, "working_capital_to_revenue": 0.04970558757203709, "capital_efficiency": 0.04920129748632686, "financial_health": -0.2532274768930885, "margin_quality": 0.07679580005473861, "growth_momentum": -0.576327159160117, "company_age_years": 19.430527036276523, "ebitda": 1983800000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 4.929322014454514, "revenue_cagr_3y": 0.07739411189555323, "revenue_cagr_5y": 0.11513178272180569, "earnings_cagr_3y": 0.16503552360650997, "quarterly_revenue_growth_yoy": 0.8742621015348289, "quarterly_earnings_growth_yoy": 14.714285714285714, "revenue_growth_qoq": 0.0985208891964363, "gross_margin": 0.20401574803149605, "operating_margin": 0.17700787401574802, "net_margin": 0.13858267716535433, "roa_ttm": 0.14844032900522477, "roe_ttm": 0.48635593220338985, "debt_to_ebitda": 1.5505334404038087, "net_debt_to_ebitda": 1.3333715727888036, "interest_coverage": 69.18253968253968, "debt_to_equity": 1.1454237288135594, "current_ratio": 1.8879589632829374, "quick_ratio": 1.2154427645788337, "fcf_to_ebitda": 0.4359297923597568, "capex_to_revenue": 0.037766472868217056, "working_capital_to_revenue": 0.15935077519379845, "capital_efficiency": 0.3173981306043073, "financial_health": -1.0480710924492056, "margin_quality": 0.17320209973753278, "growth_momentum": 7.794273907910271, "company_age_years": 11.425051334702259, "ebitda": 8717000000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2021-03-31", "company_multiple": 7.0404079020987655, "revenue_cagr_3y": -0.009636963146625765, "revenue_cagr_5y": 0.05071399266073384, "earnings_cagr_3y": -0.039162932924924454, "quarterly_revenue_growth_yoy": 0.23150684931506849, "quarterly_earnings_growth_yoy": 0.47706422018348627, "revenue_growth_qoq": 0.13010685103708358, "gross_margin": 0.26974416017797553, "operating_margin": 0.18131256952169078, "net_margin": 0.17908787541713014, "roa_ttm": 0.19421718110821867, "roe_ttm": 0.5897797854319593, "debt_to_ebitda": 1.2938271604938272, "net_debt_to_ebitda": 1.0148148148148148, "interest_coverage": 113.4, "debt_to_equity": 1.0355731225296443, "current_ratio": 1.917312661498708, "quick_ratio": 1.3875968992248062, "fcf_to_ebitda": 0.30440917107583776, "capex_to_revenue": 0.05623227098281328, "working_capital_to_revenue": 0.2961788753545803, "capital_efficiency": 0.391998483270089, "financial_health": -0.8115528181295316, "margin_quality": 0.21004820170559882, "growth_momentum": 0.3542855347492774, "company_age_years": 16.188911704312115, "ebitda": 2835000000.0, "spy_multiple": 20.0, "sector_multiple": 14.075797530031586, "sector_premium_over_spy": -0.2962101234984207}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 6.592129700690713, "revenue_cagr_3y": 0.3091691513848218, "revenue_cagr_5y": 0.23983223566629586, "earnings_cagr_3y": 1.4321910106113758, "quarterly_revenue_growth_yoy": 1.3049001814882033, "quarterly_earnings_growth_yoy": 7.103448275862069, "revenue_growth_qoq": 0.8649045521292217, "gross_margin": 0.4377952755905512, "operating_margin": 0.415748031496063, "net_margin": 0.27755905511811024, "roa_ttm": 0.0741010101010101, "roe_ttm": 0.28602620087336245, "debt_to_ebitda": 1.3637759017651574, "net_debt_to_ebitda": 0.7390636991557943, "interest_coverage": 59.22727272727273, "debt_to_equity": 1.1085464753587024, "current_ratio": 1.8107541899441342, "quick_ratio": 1.5258379888268156, "fcf_to_ebitda": 0.9013814274750576, "capex_to_revenue": 0.08014683389415724, "working_capital_to_revenue": 0.17757724074640563, "capital_efficiency": 0.18006360548718628, "financial_health": -0.9492304706453177, "margin_quality": 0.37703412073490816, "growth_momentum": 4.204174228675137, "company_age_years": 16.38877481177276, "ebitda": 2606000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2017-09-30", "company_multiple": 6.854346553490414, "revenue_cagr_3y": -0.10965680449847537, "revenue_cagr_5y": -0.05454855672345271, "earnings_cagr_3y": -0.05637787453627208, "quarterly_revenue_growth_yoy": 0.15627970128988458, "quarterly_earnings_growth_yoy": 0.11029411764705882, "revenue_growth_qoq": 0.013447578245864572, "gross_margin": 0.18518083607327385, "operating_margin": 0.15641146077970877, "net_margin": 0.1241193048379521, "roa_ttm": 0.14847680545101613, "roe_ttm": 0.5116025116025116, "debt_to_ebitda": 1.304697790136104, "net_debt_to_ebitda": 1.128494072881604, "interest_coverage": 72.69148936170212, "debt_to_equity": 1.2168987168987169, "current_ratio": 2.398525585429315, "quick_ratio": 1.4928447528187336, "fcf_to_ebitda": 0.5450021952290356, "capex_to_revenue": 0.05175852066715011, "working_capital_to_revenue": 0.19488759970993474, "capital_efficiency": 0.33003965852676387, "financial_health": -1.1167862734039495, "margin_quality": 0.1552372005636449, "growth_momentum": 0.13328690946847171, "company_age_years": 7.425051334702259, "ebitda": 6833000000.0, "spy_multiple": 15.0, "sector_multiple": 12.776236217138228, "sector_premium_over_spy": -0.14825091885745145}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 5.45764591874767, "revenue_cagr_3y": -0.0033698654875573553, "revenue_cagr_5y": 0.009151852568010321, "earnings_cagr_3y": 0.19519305557184685, "quarterly_revenue_growth_yoy": -0.1143661971830986, "quarterly_earnings_growth_yoy": -0.2030360531309298, "revenue_growth_qoq": 0.06938775510204082, "gross_margin": 0.43193384223918574, "operating_margin": 0.383587786259542, "net_margin": 0.26717557251908397, "roa_ttm": 0.07637023593466424, "roe_ttm": 0.19267399267399268, "debt_to_ebitda": 1.1360417443160642, "net_debt_to_ebitda": 0.45806932538203504, "interest_coverage": 72.51351351351352, "debt_to_equity": 0.5582417582417583, "current_ratio": 4.699664429530201, "quick_ratio": 4.192953020134228, "fcf_to_ebitda": 0.1013790532985464, "capex_to_revenue": 0.2962962962962963, "working_capital_to_revenue": 0.3746177370030581, "capital_efficiency": 0.13452211430432848, "financial_health": -0.4119052272591292, "margin_quality": 0.36089906700593727, "growth_momentum": -0.15870112515701418, "company_age_years": 18.885694729637233, "ebitda": 2683000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2015-12-31", "company_multiple": 8.939820974960687, "revenue_cagr_3y": -0.09014677472740362, "revenue_cagr_5y": -0.020507282723845055, "earnings_cagr_3y": -0.6167337666839892, "quarterly_revenue_growth_yoy": -0.08277846280312372, "quarterly_earnings_growth_yoy": -0.8887956357532522, "revenue_growth_qoq": 0.20314858744878153, "gross_margin": 0.2512995160423015, "operating_margin": 0.12287148234450618, "net_margin": 0.02374977594550995, "roa_ttm": 0.05491054957649404, "roe_ttm": 0.17334952418715305, "debt_to_ebitda": 3.3858715374380064, "net_debt_to_ebitda": 3.212894641345107, "interest_coverage": 41.335, "debt_to_equity": 1.3873413957176843, "current_ratio": 0.9275016458196181, "quick_ratio": 0.6631830151415404, "fcf_to_ebitda": -0.7654530059271804, "capex_to_revenue": 0.5731495021238076, "working_capital_to_revenue": -0.020448900958614766, "capital_efficiency": 0.11413003688182355, "financial_health": -1.3635274721123856, "margin_quality": 0.13264025811077254, "growth_momentum": -0.48578704927818794, "company_age_years": 10.387405886379192, "ebitda": 1653400000.0, "spy_multiple": 15.0, "sector_multiple": 11.565664247903046, "sector_premium_over_spy": -0.22895571680646365}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 4.98091723539962, "revenue_cagr_3y": 0.21212383234380683, "revenue_cagr_5y": 0.05414724225935519, "earnings_cagr_3y": 0.8071575458821592, "quarterly_revenue_growth_yoy": -0.16422838167350823, "quarterly_earnings_growth_yoy": -0.32369427468591794, "revenue_growth_qoq": -0.07844197404753164, "gross_margin": 0.21893288384663442, "operating_margin": 0.1748688759744642, "net_margin": 0.13006787764180827, "roa_ttm": 0.14576766062447105, "roe_ttm": 0.24407329584397167, "debt_to_ebitda": 0.8428914404760238, "net_debt_to_ebitda": 0.10414098647996911, "interest_coverage": 125.27785504314568, "debt_to_equity": 0.32647075106139695, "current_ratio": 3.7230396596704645, "quick_ratio": 2.498354516780241, "fcf_to_ebitda": 0.7709413761943456, "capex_to_revenue": 0.05636235541373378, "working_capital_to_revenue": 0.32644752077361744, "capital_efficiency": 0.19492047823422137, "financial_health": -0.15260851072184953, "margin_quality": 0.17462321248763565, "growth_momentum": -0.24396132817971308, "company_age_years": 40.07939767282683, "ebitda": 7926831000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 6.353501637266294, "revenue_cagr_3y": -0.0030426151553849534, "revenue_cagr_5y": 0.09031953173794816, "earnings_cagr_3y": -0.3717544395942919, "quarterly_revenue_growth_yoy": 0.01396792550439731, "quarterly_earnings_growth_yoy": -0.29198966408268734, "revenue_growth_qoq": -0.11976047904191617, "gross_margin": 0.25476190476190474, "operating_margin": 0.23078231292517007, "net_margin": 0.04659863945578231, "roa_ttm": 0.03413068844807468, "roe_ttm": 0.10647858483590239, "debt_to_ebitda": 0.9555297348684906, "net_debt_to_ebitda": 0.5411429175029048, "interest_coverage": 135.24285714285713, "debt_to_equity": 0.514532734201695, "current_ratio": 2.4192139737991267, "quick_ratio": 1.180494905385735, "fcf_to_ebitda": 0.24844195626914545, "capex_to_revenue": 0.19124900556881463, "working_capital_to_revenue": 0.31026252983293556, "capital_efficiency": 0.07030463664198854, "financial_health": -0.4351015301023427, "margin_quality": 0.1773809523809524, "growth_momentum": -0.13901086928914502, "company_age_years": 29.478439425051334, "ebitda": 9467000000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2021-06-30", "company_multiple": 8.033505388542258, "revenue_cagr_3y": 0.06897869227319675, "revenue_cagr_5y": 0.06966426852403873, "earnings_cagr_3y": 0.18456200163693293, "quarterly_revenue_growth_yoy": 0.31893687707641194, "quarterly_earnings_growth_yoy": 0.29473684210526313, "revenue_growth_qoq": 0.5152671755725191, "gross_margin": 0.3167506297229219, "operating_margin": 0.27896725440806047, "net_margin": 0.15491183879093198, "roa_ttm": 0.037977846256350464, "roe_ttm": 0.14048059149722736, "debt_to_ebitda": 2.153148043108338, "net_debt_to_ebitda": 1.7124220079410097, "interest_coverage": 38.32608695652174, "debt_to_equity": 1.1694393099199014, "current_ratio": 2.4401244167962677, "quick_ratio": 1.989113530326594, "fcf_to_ebitda": 0.48099829835507657, "capex_to_revenue": 0.08091603053435115, "working_capital_to_revenue": 0.2019629225736096, "capital_efficiency": 0.08922921887678892, "financial_health": -1.0791571265088178, "margin_quality": 0.2502099076406381, "growth_momentum": 0.3068368595908375, "company_age_years": 15.885010266940451, "ebitda": 1763000000.0, "spy_multiple": 20.0, "sector_multiple": 11.667443951564561, "sector_premium_over_spy": -0.416627802421772}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2023-06-30", "company_multiple": 7.99863010872779, "revenue_cagr_3y": 0.45843580090704306, "revenue_cagr_5y": 0.22652915037332133, "earnings_cagr_3y": 0.9653905241920799, "quarterly_revenue_growth_yoy": 0.6019202578006249, "quarterly_earnings_growth_yoy": 0.5980485430448924, "revenue_growth_qoq": -0.08141142803106054, "gross_margin": 0.2356296330673912, "operating_margin": 0.05906615081491357, "net_margin": 0.2742577599264194, "roa_ttm": 0.18968539903466664, "roe_ttm": 0.36930319768842734, "debt_to_ebitda": 0.9975376069671138, "net_debt_to_ebitda": 0.5436100077918083, "interest_coverage": 137.78840364389882, "debt_to_equity": 0.3581686526628963, "current_ratio": 1.7370976156893851, "quick_ratio": 0.8845724107092301, "fcf_to_ebitda": 0.2735052411686691, "capex_to_revenue": 0.17368259561378319, "working_capital_to_revenue": 0.3273507550533078, "capital_efficiency": 0.279494298361547, "financial_health": -0.2738186556404527, "margin_quality": 0.1896511812695747, "growth_momentum": 0.5999844004227586, "company_age_years": 29.363449691991786, "ebitda": 3524214000.0, "spy_multiple": 12.0, "sector_multiple": 10.21733152173913, "sector_premium_over_spy": -0.14855570652173922}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 4.168255402649041, "revenue_cagr_3y": 1.0077884497434195, "revenue_cagr_5y": 0.6110017147090705, "earnings_cagr_3y": 0.42768114382637634, "quarterly_revenue_growth_yoy": 2.6476306196840826, "quarterly_earnings_growth_yoy": 128.4, "revenue_growth_qoq": 0.19008919722497522, "gross_margin": 0.29563624250499665, "operating_margin": 0.2746502331778814, "net_margin": 0.21219187208527648, "roa_ttm": 0.11950625484335216, "roe_ttm": 0.5402902902902903, "debt_to_ebitda": 1.381322454881103, "net_debt_to_ebitda": 1.3704784281325038, "interest_coverage": 47.81604938271605, "debt_to_equity": 1.3388388388388388, "current_ratio": 2.1793229643183896, "quick_ratio": 0.805428484293992, "fcf_to_ebitda": 0.21200072293511657, "capex_to_revenue": 0.035674772386769624, "working_capital_to_revenue": 0.22283047136106948, "capital_efficiency": 0.32989827256682125, "financial_health": -1.336514029805295, "margin_quality": 0.26082611592271815, "growth_momentum": 65.52381530984205, "company_age_years": 33.90280629705681, "ebitda": 3873100000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2016-06-30", "company_multiple": 8.495086206896552, "revenue_cagr_3y": -0.019930088764014586, "revenue_cagr_5y": 0.04032713914558661, "earnings_cagr_3y": -0.011495271292505826, "quarterly_revenue_growth_yoy": -0.09317015396762732, "quarterly_earnings_growth_yoy": -0.1414141414141414, "revenue_growth_qoq": 0.02728085867620751, "gross_margin": 0.26338702655637786, "operating_margin": 0.16369177187636047, "net_margin": 0.1110143665650849, "roa_ttm": 0.05686048004107303, "roe_ttm": 0.2025142857142857, "debt_to_ebitda": 3.4898580121703855, "net_debt_to_ebitda": 3.36815415821501, "interest_coverage": 27.774647887323944, "debt_to_equity": 1.5730285714285714, "current_ratio": 1.33851073549566, "quick_ratio": 0.678391959798995, "fcf_to_ebitda": 0.4345841784989858, "capex_to_revenue": 0.06713742531233026, "working_capital_to_revenue": 0.08049972840847365, "capital_efficiency": 0.12968738287767936, "financial_health": -1.3747690412013862, "margin_quality": 0.17936438833260773, "growth_momentum": -0.11729214769088436, "company_age_years": 22.72142368240931, "ebitda": 1972000000.0, "spy_multiple": 15.0, "sector_multiple": 12.398975329479153, "sector_premium_over_spy": -0.17340164470138975}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2016-12-31", "company_multiple": 7.4186879432624115, "revenue_cagr_3y": -0.03976083353290483, "revenue_cagr_5y": -0.018695192354540868, "earnings_cagr_3y": 0.4615332643659422, "quarterly_revenue_growth_yoy": 0.027015437392795882, "quarterly_earnings_growth_yoy": 31.0, "revenue_growth_qoq": 0.013542107490478206, "gross_margin": 0.169937369519833, "operating_margin": 0.08977035490605428, "net_margin": 0.05344467640918581, "roa_ttm": 0.035477201001197084, "roe_ttm": 0.2222222222222222, "debt_to_ebitda": 3.7189716312056738, "net_debt_to_ebitda": 3.3421985815602837, "interest_coverage": 22.56, "debt_to_equity": 2.859577368779823, "current_ratio": 1.999437570303712, "quick_ratio": 1.2435320584926883, "fcf_to_ebitda": 0.5913120567375887, "capex_to_revenue": 0.043595319457388426, "working_capital_to_revenue": 0.18401159780470125, "capital_efficiency": 0.12884971161170966, "financial_health": -2.772426621053313, "margin_quality": 0.10438413361169104, "growth_momentum": 15.513507718696397, "company_age_years": 11.885010266940451, "ebitda": 1128000000.0, "spy_multiple": 15.0, "sector_multiple": 12.623662626795687, "sector_premium_over_spy": -0.1584224915469542}, {"ticker": "DD", "sector": "Basic Materials", "quarter_date": "2017-03-31", "company_multiple": 3.1540511663535997, "revenue_cagr_3y": -0.029416414547522973, "revenue_cagr_5y": -0.02122296829652437, "earnings_cagr_3y": -0.0554486082425919, "quarterly_revenue_growth_yoy": 0.23535457348406988, "quarterly_earnings_growth_yoy": 2.4803149606299213, "revenue_growth_qoq": 0.016529561005612363, "gross_margin": 0.21819694448646196, "operating_margin": 0.12963243079715625, "net_margin": 0.06685826652548782, "roa_ttm": 0.06117929430395407, "roe_ttm": 0.1827420546932742, "debt_to_ebitda": 0.9849518241853416, "net_debt_to_ebitda": 0.351845837393093, "interest_coverage": 42.178082191780824, "debt_to_equity": 0.3362158167036216, "current_ratio": 1.867657090881528, "quick_ratio": 1.2453573864928371, "fcf_to_ebitda": 0.22366569232434774, "capex_to_revenue": 0.07592237992774938, "working_capital_to_revenue": 0.22597074441834297, "capital_efficiency": 0.12196067449861414, "financial_health": -0.2269466911772102, "margin_quality": 0.1382292139363687, "growth_momentum": 1.3578347670569957, "company_age_years": 0, "ebitda": 9237000000.0, "spy_multiple": 15.0, "sector_multiple": 12.491084819864565, "sector_premium_over_spy": -0.167261012009029}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2021-09-30", "company_multiple": 4.054779210533522, "revenue_cagr_3y": 0.16433841397209292, "revenue_cagr_5y": 0.19348320386398732, "earnings_cagr_3y": 0.35485421780326787, "quarterly_revenue_growth_yoy": 1.183035070738689, "quarterly_earnings_growth_yoy": 8.893482320281997, "revenue_growth_qoq": 0.1395155720501251, "gross_margin": 0.3145712271003528, "operating_margin": 0.25982118150544936, "net_margin": 0.19471441081951335, "roa_ttm": 0.200364684940211, "roe_ttm": 0.41216735028243956, "debt_to_ebitda": 0.895612469577975, "net_debt_to_ebitda": 0.5764030547587708, "interest_coverage": 270.1941120906801, "debt_to_equity": 0.5481939312323308, "current_ratio": 2.9146687734783177, "quick_ratio": 1.5054366741972527, "fcf_to_ebitda": 0.13789560285572283, "capex_to_revenue": 0.07292331101278912, "working_capital_to_revenue": 0.2505365478687836, "capital_efficiency": 0.30626601761132527, "financial_health": -0.4433952585248231, "margin_quality": 0.2563689398084385, "growth_momentum": 5.038258695510343, "company_age_years": 24.856947296372347, "ebitda": 3432546000.0, "spy_multiple": 20.0, "sector_multiple": 9.111279556650246, "sector_premium_over_spy": -0.5444360221674878}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2024-12-31", "company_multiple": 7.527232796486091, "revenue_cagr_3y": -0.09830919658175685, "revenue_cagr_5y": 0.06283396513318662, "earnings_cagr_3y": -0.36652147337612484, "quarterly_revenue_growth_yoy": -0.10592157485315129, "quarterly_earnings_growth_yoy": -0.5373665480427047, "revenue_growth_qoq": 0.0017787897114803087, "gross_margin": 0.10721261408430698, "operating_margin": 0.035477112113356295, "net_margin": 0.06001633580737952, "roa_ttm": 0.007629558541266794, "roe_ttm": 0.015232007245871943, "debt_to_ebitda": 2.71729581768413, "net_debt_to_ebitda": 2.5436374053090587, "interest_coverage": 26.18166666666667, "debt_to_equity": 0.37175155019856476, "current_ratio": 1.07839282717618, "quick_ratio": 0.4674561887181454, "fcf_to_ebitda": 0.030173785727926665, "capex_to_revenue": 0.11254360412845686, "working_capital_to_revenue": 0.029399072176070774, "capital_efficiency": 0.011430782893569368, "financial_health": -0.27830917195746996, "margin_quality": 0.06756868733501427, "growth_momentum": -0.321644061447928, "company_age_years": 20.18343600273785, "ebitda": 1570900000.0, "spy_multiple": 12.0, "sector_multiple": 10.560087665647298, "sector_premium_over_spy": -0.11999269452939176}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 3.461036177003526, "revenue_cagr_3y": 0.18076276750683618, "revenue_cagr_5y": 0.21239982624464893, "earnings_cagr_3y": 0.5151185843920414, "quarterly_revenue_growth_yoy": 0.970399929278306, "quarterly_earnings_growth_yoy": 4.647981062296272, "revenue_growth_qoq": 0.004963433836347764, "gross_margin": 0.3399325499603837, "operating_margin": 0.29149082456390196, "net_margin": 0.21616074312754066, "roa_ttm": 0.26338090216377047, "roe_ttm": 0.48523938654955995, "debt_to_ebitda": 0.5557792107614165, "net_debt_to_ebitda": 0.3245773444543709, "interest_coverage": 252.04627667438766, "debt_to_equity": 0.405583135570795, "current_ratio": 2.481778558358619, "quick_ratio": 1.3162364542067893, "fcf_to_ebitda": 0.4505810310012903, "capex_to_revenue": 0.0444576173641777, "working_capital_to_revenue": 0.20946597898872707, "capital_efficiency": 0.3743101443566652, "financial_health": -0.2623927869261016, "margin_quality": 0.28252803921727543, "growth_momentum": 2.809190495787289, "company_age_years": 38.332648870636554, "ebitda": 10228542000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 4.746242814440101, "revenue_cagr_3y": 0.13067152318159803, "revenue_cagr_5y": 0.10616170713509243, "earnings_cagr_3y": 0.015182580844955718, "quarterly_revenue_growth_yoy": 0.6164797782537482, "quarterly_earnings_growth_yoy": -0.15123094958968347, "revenue_growth_qoq": 0.010236220472440945, "gross_margin": 0.14777864380358535, "operating_margin": 0.07100545596258769, "net_margin": 0.05643024162120031, "roa_ttm": 0.1526862990582984, "roe_ttm": 0.47309833024118736, "debt_to_ebitda": 1.373879052655783, "net_debt_to_ebitda": 1.204644745918602, "interest_coverage": 56.849673202614376, "debt_to_equity": 1.0077584752909428, "current_ratio": 1.6897648686030429, "quick_ratio": 1.0118948824343015, "fcf_to_ebitda": 0.6594619452747759, "capex_to_revenue": 0.0424273926320577, "working_capital_to_revenue": 0.10800684382647868, "capital_efficiency": 0.3128923146497429, "financial_health": -0.9083261300674828, "margin_quality": 0.09173811379579111, "growth_momentum": 0.23262441433203238, "company_age_years": 11.676933607118412, "ebitda": 8698000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2024-03-31", "company_multiple": 6.507787906026557, "revenue_cagr_3y": 0.045729884530484544, "revenue_cagr_5y": 0.03670219030347721, "earnings_cagr_3y": 0.23400875054559167, "quarterly_revenue_growth_yoy": -0.06263982102908278, "quarterly_earnings_growth_yoy": -0.1407035175879397, "revenue_growth_qoq": 0.0111003861003861, "gross_margin": 0.07947494033412889, "operating_margin": 0.054176610978520286, "net_margin": 0.040811455847255367, "roa_ttm": 0.04240023474178404, "roe_ttm": 0.07741762657380123, "debt_to_ebitda": 2.207865168539326, "net_debt_to_ebitda": 1.0689479060265576, "interest_coverage": 979.0, "debt_to_equity": 0.38601660862577014, "current_ratio": 1.713180362860192, "quick_ratio": 1.1376734258271077, "fcf_to_ebitda": -0.29877425944841673, "capex_to_revenue": 0.13931244021830866, "working_capital_to_revenue": 0.1503966691048219, "capital_efficiency": 0.05990893065779264, "financial_health": -0.2554397095733313, "margin_quality": 0.05815433571996818, "growth_momentum": -0.10167166930851124, "company_age_years": 32.969199178644764, "ebitda": 1958000000.0, "spy_multiple": 12.0, "sector_multiple": 11.531811183081214, "sector_premium_over_spy": -0.03901573474323217}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2021-12-31", "company_multiple": 1.8699621632529513, "revenue_cagr_3y": 0.0431955795335901, "revenue_cagr_5y": 0.08052265850365758, "earnings_cagr_3y": 0.502309317361574, "quarterly_revenue_growth_yoy": 0.46686407219402143, "quarterly_earnings_growth_yoy": 2.3512841756420877, "revenue_growth_qoq": 0.028523406989964903, "gross_margin": 0.23483610496972027, "operating_margin": 0.21907142170527732, "net_margin": 0.1944150725752187, "roa_ttm": 0.1652377585292558, "roe_ttm": 0.3045656335274712, "debt_to_ebitda": 0.42382201594188273, "net_debt_to_ebitda": 0.2111794975279992, "interest_coverage": 404.53061224489795, "debt_to_equity": 0.1710788905632713, "current_ratio": 1.4457317830098895, "quick_ratio": 0.6240327719617661, "fcf_to_ebitda": 0.3479467258601554, "capex_to_revenue": 0.039283801961578144, "working_capital_to_revenue": 0.1406798918650664, "capital_efficiency": 0.23490169602836347, "financial_health": -0.08555393675617945, "margin_quality": 0.21610753308340544, "growth_momentum": 1.4090741239180546, "company_age_years": 24.396988364134156, "ebitda": 19822000000.0, "spy_multiple": 20.0, "sector_multiple": 11.5753233995585, "sector_premium_over_spy": -0.42123383002207504}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2024-06-30", "company_multiple": 7.729678349451967, "revenue_cagr_3y": -0.06427492635260268, "revenue_cagr_5y": 0.03036933595092428, "earnings_cagr_3y": -0.4345118276345563, "quarterly_revenue_growth_yoy": -0.17791533546325877, "quarterly_earnings_growth_yoy": -0.6163522012578616, "revenue_growth_qoq": -0.017422434367541765, "gross_margin": 0.06922516395433569, "operating_margin": 0.03910614525139665, "net_margin": 0.044449842118047124, "roa_ttm": 0.028066222570532914, "roe_ttm": 0.05029404020012288, "debt_to_ebitda": 2.7852998065764023, "net_debt_to_ebitda": 1.4693745970341714, "interest_coverage": 775.5, "debt_to_equity": 0.37918019836741856, "current_ratio": 1.7216435185185186, "quick_ratio": 1.1371527777777777, "fcf_to_ebitda": -0.5428755641521599, "capex_to_revenue": 0.14773131145598864, "working_capital_to_revenue": 0.14773131145598864, "capital_efficiency": 0.0391801313853279, "financial_health": -0.25796847411805135, "margin_quality": 0.050927050441259815, "growth_momentum": -0.3971337683605602, "company_age_years": 33.21834360027378, "ebitda": 1551000000.0, "spy_multiple": 12.0, "sector_multiple": 10.982774289485498, "sector_premium_over_spy": -0.08476880920954188}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2024-09-30", "company_multiple": 9.191293688054252, "revenue_cagr_3y": -0.032411718822217495, "revenue_cagr_5y": 0.01229118344006408, "earnings_cagr_3y": -0.19957287765510556, "quarterly_revenue_growth_yoy": 0.08833922261484099, "quarterly_earnings_growth_yoy": 0.011235955056179775, "revenue_growth_qoq": 0.04274227676682184, "gross_margin": 0.24553571428571427, "operating_margin": 0.14488636363636365, "net_margin": 0.07305194805194805, "roa_ttm": 0.05876494023904383, "roe_ttm": 0.1565263530244075, "debt_to_ebitda": 2.6364110589462704, "net_debt_to_ebitda": 2.311945748565467, "interest_coverage": 36.16981132075472, "debt_to_equity": 0.8938804386275203, "current_ratio": 1.5200772200772201, "quick_ratio": 0.784942084942085, "fcf_to_ebitda": 0.31038080333854984, "capex_to_revenue": 0.0646542496253479, "working_capital_to_revenue": 0.14418754014129737, "capital_efficiency": 0.10764564663172567, "financial_health": -0.773343038646029, "margin_quality": 0.15449134199134198, "growth_momentum": 0.049787588835510384, "company_age_years": 30.973305954825463, "ebitda": 1917000000.0, "spy_multiple": 12.0, "sector_multiple": 11.554352779829095, "sector_premium_over_spy": -0.03713726834757536}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2018-09-30", "company_multiple": 6.373495723664559, "revenue_cagr_3y": 0.16853234553811558, "revenue_cagr_5y": 0.06413935828275874, "earnings_cagr_3y": 0.4384753441293363, "quarterly_revenue_growth_yoy": 0.30407145524946533, "quarterly_earnings_growth_yoy": 1.6534711557393187, "revenue_growth_qoq": 0.04355948683547822, "gross_margin": 0.19135439727258247, "operating_margin": 0.15663562141864038, "net_margin": 0.0999449438032263, "roa_ttm": 0.11633215206481495, "roe_ttm": 0.2134020387990895, "debt_to_ebitda": 1.202021193615494, "net_debt_to_ebitda": 0.6600907239997319, "interest_coverage": 79.60255866395767, "debt_to_equity": 0.4376561520738527, "current_ratio": 3.150004184927494, "quick_ratio": 1.68769649124994, "fcf_to_ebitda": 0.39526533249899937, "capex_to_revenue": 0.032726745948232806, "working_capital_to_revenue": 0.2529595235412345, "capital_efficiency": 0.16486709543195222, "financial_health": -0.324697422106753, "margin_quality": 0.14931165416481637, "growth_momentum": 0.9787713054943921, "company_age_years": 35.08008213552361, "ebitda": 3565319000.0, "spy_multiple": 15.0, "sector_multiple": 10.861613114754098, "sector_premium_over_spy": -0.2758924590163935}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2020-09-30", "company_multiple": 7.0732240238726, "revenue_cagr_3y": -0.015596383437946115, "revenue_cagr_5y": 0.03622524513815417, "earnings_cagr_3y": -0.1322409575655077, "quarterly_revenue_growth_yoy": -0.07757222940069533, "quarterly_earnings_growth_yoy": -0.3370120756315873, "revenue_growth_qoq": 0.11293818235643806, "gross_margin": 0.12562681480261126, "operating_margin": 0.06686711011347021, "net_margin": 0.0429644865009576, "roa_ttm": 0.05621129703131607, "roe_ttm": 0.11530180903807333, "debt_to_ebitda": 2.5577661207778917, "net_debt_to_ebitda": 1.3652481335420554, "interest_coverage": 56.093720316622694, "debt_to_equity": 0.6471615256940724, "current_ratio": 3.2790091763721176, "quick_ratio": 1.910195231825033, "fcf_to_ebitda": 0.23047274820880245, "capex_to_revenue": 0.10835391259420821, "working_capital_to_revenue": 0.2865393506375587, "capital_efficiency": 0.0857565530346947, "financial_health": -0.48049154696632745, "margin_quality": 0.07848613713901302, "growth_momentum": -0.2072921525161413, "company_age_years": 23.857631759069132, "ebitda": 1062976000.0, "spy_multiple": 20.0, "sector_multiple": 13.702620689655172, "sector_premium_over_spy": -0.3148689655172414}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2019-06-30", "company_multiple": 7.050187187187187, "revenue_cagr_3y": -0.04813979126955059, "revenue_cagr_5y": -0.05990616203999555, "earnings_cagr_3y": 0.08132890145545502, "quarterly_revenue_growth_yoy": -0.08735440931780367, "quarterly_earnings_growth_yoy": -0.7342995169082126, "revenue_growth_qoq": 0.07866273352999016, "gross_margin": 0.19735642661804922, "operating_margin": 0.09252506836827712, "net_margin": 0.05013673655423884, "roa_ttm": -0.014352941176470587, "roe_ttm": -0.04672539256989659, "debt_to_ebitda": 2.6276276276276276, "net_debt_to_ebitda": 2.1781781781781784, "interest_coverage": 34.44827586206897, "debt_to_equity": 1.0053619302949062, "current_ratio": 1.8260606060606062, "quick_ratio": 1.163030303030303, "fcf_to_ebitda": 0.5005005005005005, "capex_to_revenue": 0.03816793893129771, "working_capital_to_revenue": 0.1530085316569376, "capital_efficiency": -0.03053916687318359, "financial_health": -0.8192561335526167, "margin_quality": 0.11333941051352171, "growth_momentum": -0.41082696311300815, "company_age_years": 14.379192334017796, "ebitda": 999000000.0, "spy_multiple": 15.0, "sector_multiple": 10.191280830596753, "sector_premium_over_spy": -0.3205812779602165}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2018-03-31", "company_multiple": 7.725538298623367, "revenue_cagr_3y": -0.026561326664995666, "revenue_cagr_5y": -0.035294279058953326, "earnings_cagr_3y": 0.01613180803746528, "quarterly_revenue_growth_yoy": 0.10443230115361263, "quarterly_earnings_growth_yoy": 3.1739130434782608, "revenue_growth_qoq": -0.05702436495593572, "gross_margin": 0.2319956019791094, "operating_margin": 0.17811984606926884, "net_margin": 0.10555250137438153, "roa_ttm": 0.0015134501781965532, "roe_ttm": 0.0029314420803782507, "debt_to_ebitda": 1.4454641722555595, "net_debt_to_ebitda": 0.3473349805859513, "interest_coverage": 56.66, "debt_to_equity": 0.3872340425531915, "current_ratio": 4.181202370872143, "quick_ratio": 3.0829805249788316, "fcf_to_ebitda": 0.461701376632545, "capex_to_revenue": 0.12236455831331731, "working_capital_to_revenue": 0.5013344008540166, "capital_efficiency": 0.002222446129287402, "financial_health": -0.23469005549086486, "margin_quality": 0.17188931647425323, "growth_momentum": 1.6391726723159368, "company_age_years": 40.21081451060917, "ebitda": 2833000000.0, "spy_multiple": 15.0, "sector_multiple": 10.79166184858192, "sector_premium_over_spy": -0.2805558767612053}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2023-03-31", "company_multiple": 4.1079131518417045, "revenue_cagr_3y": 0.1569518218026189, "revenue_cagr_5y": 0.09359634538625539, "earnings_cagr_3y": 2.8236275577156724, "quarterly_revenue_growth_yoy": -0.16994701943586382, "quarterly_earnings_growth_yoy": -0.45547126944528155, "revenue_growth_qoq": -0.0016020255031089106, "gross_margin": 0.22941522253782443, "operating_margin": 0.18465105545592528, "net_margin": 0.1304873260328956, "roa_ttm": 0.20561439590602235, "roe_ttm": 0.34864537866702044, "debt_to_ebitda": 0.6498747731728082, "net_debt_to_ebitda": 0.27968052132236493, "interest_coverage": 163.7626910436808, "debt_to_equity": 0.35078158238508234, "current_ratio": 3.7380180890562253, "quick_ratio": 2.2782427400951453, "fcf_to_ebitda": 0.6600222913396849, "capex_to_revenue": 0.051144996377346465, "working_capital_to_revenue": 0.26394828584995433, "capital_efficiency": 0.2771298872865214, "financial_health": -0.23007476187841824, "margin_quality": 0.18151786800888178, "growth_momentum": -0.3127091444405727, "company_age_years": 39.578370978781656, "ebitda": 10264973000.0, "spy_multiple": 12.0, "sector_multiple": 9.665920867900446, "sector_premium_over_spy": -0.19450659434162942}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2023-12-31", "company_multiple": 5.580947067031213, "revenue_cagr_3y": 0.17626037980553244, "revenue_cagr_5y": 0.07830654421321959, "earnings_cagr_3y": 0.31204612456498504, "quarterly_revenue_growth_yoy": -0.12284060189541153, "quarterly_earnings_growth_yoy": -0.33171513899039795, "revenue_growth_qoq": -0.07709387522326407, "gross_margin": 0.17264610694466392, "operating_margin": 0.12248622450437861, "net_margin": 0.10021913709071832, "roa_ttm": 0.16439582464137714, "roe_ttm": 0.2764152839409988, "debt_to_ebitda": 0.82262683450341, "net_debt_to_ebitda": 0.4473789594054051, "interest_coverage": 252.33058465697871, "debt_to_equity": 0.3463597252902049, "current_ratio": 2.9103621495727814, "quick_ratio": 1.669253816839715, "fcf_to_ebitda": 0.4987698323516546, "capex_to_revenue": 0.08820841320252344, "working_capital_to_revenue": 0.23705533868119058, "capital_efficiency": 0.22040555429118797, "financial_health": -0.20051532690278637, "margin_quality": 0.13178382284658696, "growth_momentum": -0.22727787044290473, "company_age_years": 27.107460643394933, "ebitda": 3733231000.0, "spy_multiple": 12.0, "sector_multiple": 12.480452488687783, "sector_premium_over_spy": 0.0400377073906486}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2023-09-30", "company_multiple": 4.846614414053509, "revenue_cagr_3y": 0.25316345567038057, "revenue_cagr_5y": 0.07309958280420226, "earnings_cagr_3y": 0.7929464594124558, "quarterly_revenue_growth_yoy": -0.188376715211882, "quarterly_earnings_growth_yoy": -0.3687200940584584, "revenue_growth_qoq": -0.0973256612543613, "gross_margin": 0.20754461956762255, "operating_margin": 0.15991735005691013, "net_margin": 0.1258312246828413, "roa_ttm": 0.17827609646649104, "roe_ttm": 0.29925963073176187, "debt_to_ebitda": 0.7837565310490878, "net_debt_to_ebitda": 0.33669205608174785, "interest_coverage": 214.4458865055661, "debt_to_equity": 0.3480135851492123, "current_ratio": 3.768080518062925, "quick_ratio": 2.234683276540534, "fcf_to_ebitda": 0.5853488750756201, "capex_to_revenue": 0.07670451790730229, "working_capital_to_revenue": 0.2738896585445359, "capital_efficiency": 0.23876786359912644, "financial_health": -0.22007887963963318, "margin_quality": 0.16443106476912467, "growth_momentum": -0.2785484046351702, "company_age_years": 26.855578370978783, "ebitda": 3949021000.0, "spy_multiple": 12.0, "sector_multiple": 10.78498478187352, "sector_premium_over_spy": -0.10125126817720664}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 6.479002091555201, "revenue_cagr_3y": 0.05314046376183601, "revenue_cagr_5y": 0.050351807566128004, "earnings_cagr_3y": -0.6147977846146186, "quarterly_revenue_growth_yoy": -0.0774669718847677, "quarterly_earnings_growth_yoy": -0.9593248212420824, "revenue_growth_qoq": 0.09598896749761192, "gross_margin": 0.11188305394929215, "operating_margin": 0.08461015049418269, "net_margin": 0.003614826067499156, "roa_ttm": 0.04419933414533847, "roe_ttm": 0.07766051900610964, "debt_to_ebitda": 2.0030398627176695, "net_debt_to_ebitda": 1.4264813947899577, "interest_coverage": 45.374338179678965, "debt_to_equity": 0.42542803035816357, "current_ratio": 3.5370729460211345, "quick_ratio": 1.7901880128298744, "fcf_to_ebitda": 0.34952494331223255, "capex_to_revenue": 0.072572913766786, "working_capital_to_revenue": 0.2545005281334073, "capital_efficiency": 0.060929926575724054, "financial_health": -0.3476049787891317, "margin_quality": 0.06670267683699134, "growth_momentum": -0.518395896563425, "company_age_years": 36.580424366872, "ebitda": 2159637000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 3.669690884044567, "revenue_cagr_3y": 0.19841520626704612, "revenue_cagr_5y": 0.1685835852891111, "earnings_cagr_3y": 0.610318590540676, "quarterly_revenue_growth_yoy": 0.4953787440467199, "quarterly_earnings_growth_yoy": 1.2146987793283759, "revenue_growth_qoq": 0.012433893982601233, "gross_margin": 0.3295574254079896, "operating_margin": 0.2795650588633756, "net_margin": 0.1989085016489598, "roa_ttm": 0.2775158604440184, "roe_ttm": 0.5226112399686357, "debt_to_ebitda": 0.5753876820777764, "net_debt_to_ebitda": 0.2614816520069676, "interest_coverage": 269.24984118341047, "debt_to_equity": 0.44910126316035937, "current_ratio": 2.8792025844227562, "quick_ratio": 1.6626307623832866, "fcf_to_ebitda": 0.5406695419810278, "capex_to_revenue": 0.04394788388942455, "working_capital_to_revenue": 0.24142883994654565, "capital_efficiency": 0.400063550206327, "financial_health": -0.2719018488544199, "margin_quality": 0.2693436619734417, "growth_momentum": 0.8550387616875479, "company_age_years": 38.57905544147844, "ebitda": 11867456000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 2.4535920073187922, "revenue_cagr_3y": 0.2600101528750387, "revenue_cagr_5y": 0.17911868610542725, "earnings_cagr_3y": 0.8756313991520721, "quarterly_revenue_growth_yoy": 0.3419335445327906, "quarterly_earnings_growth_yoy": 0.6999104114673321, "revenue_growth_qoq": 0.12400238552628244, "gross_margin": 0.3479818599795124, "operating_margin": 0.300229751661668, "net_margin": 0.21621922266308782, "roa_ttm": 0.2840705184973174, "roe_ttm": 0.5352052789029264, "debt_to_ebitda": 0.5485188227524548, "net_debt_to_ebitda": 0.3990876579991167, "interest_coverage": 211.0119186321126, "debt_to_equity": 0.43735621981166356, "current_ratio": 2.618638673936656, "quick_ratio": 1.3910038082169338, "fcf_to_ebitda": 0.5366968927738863, "capex_to_revenue": 0.04395179366574367, "working_capital_to_revenue": 0.20189761568793824, "capital_efficiency": 0.4096378987001219, "financial_health": -0.33070538732431626, "margin_quality": 0.2881436114347561, "growth_momentum": 0.5209219780000613, "company_age_years": 38.82819986310746, "ebitda": 13402211000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "NUE", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 2.4330378003276, "revenue_cagr_3y": 0.2432447830724418, "revenue_cagr_5y": 0.15224287391411018, "earnings_cagr_3y": 0.8308432458462218, "quarterly_revenue_growth_yoy": 0.018183646373204573, "quarterly_earnings_growth_yoy": -0.2032034163227983, "revenue_growth_qoq": -0.10968857110541767, "gross_margin": 0.27077967250926244, "operating_margin": 0.22444395664883143, "net_margin": 0.16073653751563577, "roa_ttm": 0.26706912519755116, "roe_ttm": 0.4837027302830506, "debt_to_ebitda": 0.5195234520024731, "net_debt_to_ebitda": 0.2834106398570935, "interest_coverage": 236.70908391211128, "debt_to_equity": 0.37895300533524745, "current_ratio": 3.0993482638179017, "quick_ratio": 1.7940549069760965, "fcf_to_ebitda": 0.6428677048145471, "capex_to_revenue": 0.04275552782368879, "working_capital_to_revenue": 0.22534668161412844, "capital_efficiency": 0.3753859277403009, "financial_health": -0.27857276644988366, "margin_quality": 0.2186533888912432, "growth_momentum": -0.09250988497479687, "company_age_years": 39.08008213552361, "ebitda": 12916978000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 4.843474415724692, "revenue_cagr_3y": 0.02831048167849315, "revenue_cagr_5y": 0.04692795184682552, "earnings_cagr_3y": -0.022890249702377408, "quarterly_revenue_growth_yoy": -0.08601263205717256, "quarterly_earnings_growth_yoy": -0.08314083238714225, "revenue_growth_qoq": 0.09569584834626559, "gross_margin": 0.1612477185352025, "operating_margin": 0.10628169779814377, "net_margin": 0.07275057279328959, "roa_ttm": 0.07838478557561286, "roe_ttm": 0.15901564740322535, "debt_to_ebitda": 2.0865961229102297, "net_debt_to_ebitda": 1.1374681377708193, "interest_coverage": 46.45768942503301, "debt_to_equity": 0.6602894937335998, "current_ratio": 4.015593378048307, "quick_ratio": 2.421616330012019, "fcf_to_ebitda": 0.6230124037987306, "capex_to_revenue": 0.06016479474610121, "working_capital_to_revenue": 0.3043483024372531, "capital_efficiency": 0.11870021648941911, "financial_health": -0.4951952379983888, "margin_quality": 0.11342666304221194, "growth_momentum": -0.0845767322221574, "company_age_years": 23.356605065023956, "ebitda": 1301698000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 3.2718662756161407, "revenue_cagr_3y": 0.25506017668892755, "revenue_cagr_5y": 0.18654782782571933, "earnings_cagr_3y": 0.7547072952935583, "quarterly_revenue_growth_yoy": 0.5713780720347053, "quarterly_earnings_growth_yoy": 1.5642579563166221, "revenue_growth_qoq": 0.048815993953290525, "gross_margin": 0.32002591787072737, "operating_margin": 0.2683829984800451, "net_margin": 0.1981957671786685, "roa_ttm": 0.2977405284377593, "roe_ttm": 0.5581982191025902, "debt_to_ebitda": 0.5592359800393473, "net_debt_to_ebitda": 0.3431479264573111, "interest_coverage": 330.2435659007739, "debt_to_equity": 0.4420365478262593, "current_ratio": 3.419820954862755, "quick_ratio": 1.7376542944142623, "fcf_to_ebitda": 0.3460973363391785, "capex_to_revenue": 0.041876260603876204, "working_capital_to_revenue": 0.24757515052616563, "capital_efficiency": 0.42796937377017474, "financial_health": -0.34111130518487964, "margin_quality": 0.2622015611764803, "growth_momentum": 1.0678180141756637, "company_age_years": 25.35523613963039, "ebitda": 5504830000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 2.3361003264687867, "revenue_cagr_3y": 0.308912976367945, "revenue_cagr_5y": 0.21046663226648388, "earnings_cagr_3y": 0.8395686386803827, "quarterly_revenue_growth_yoy": 0.39136606030311905, "quarterly_earnings_growth_yoy": 0.7222974521957423, "revenue_growth_qoq": 0.11543757861448908, "gross_margin": 0.30313519756866303, "operating_margin": 0.2604369504760918, "net_margin": 0.1946849753045207, "roa_ttm": 0.32052252995249, "roe_ttm": 0.579144894251028, "debt_to_ebitda": 0.4924570330371937, "net_debt_to_ebitda": 0.32975819209185586, "interest_coverage": 241.16071219854288, "debt_to_equity": 0.4017008708614839, "current_ratio": 3.5224617961443716, "quick_ratio": 1.8661161956734997, "fcf_to_ebitda": 0.39304415341706583, "capex_to_revenue": 0.033479902938116854, "working_capital_to_revenue": 0.2503925190669346, "capital_efficiency": 0.449833712101759, "financial_health": -0.32335811030116485, "margin_quality": 0.2527523744497585, "growth_momentum": 0.5568317562494307, "company_age_years": 25.60438056125941, "ebitda": 6189872000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "STLD", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 2.36938863632687, "revenue_cagr_3y": 0.30777695067119537, "revenue_cagr_5y": 0.18259939834584227, "earnings_cagr_3y": 0.822476226445102, "quarterly_revenue_growth_yoy": 0.11072859869567131, "quarterly_earnings_growth_yoy": -0.0771506404659843, "revenue_growth_qoq": -0.09032384025567539, "gross_margin": 0.25911268931669673, "operating_margin": 0.2158363835917184, "net_margin": 0.16177855646090641, "roa_ttm": 0.30740374686300914, "roe_ttm": 0.5417426280454177, "debt_to_ebitda": 0.4959485951093586, "net_debt_to_ebitda": 0.26383096375672843, "interest_coverage": 241.43800055233362, "debt_to_equity": 0.3807566932575401, "current_ratio": 3.665880953140571, "quick_ratio": 2.0816929373987754, "fcf_to_ebitda": 0.5346040649839233, "capex_to_revenue": 0.0338200540739597, "working_capital_to_revenue": 0.249813674514437, "capital_efficiency": 0.42457318745421346, "financial_health": -0.276757880001922, "margin_quality": 0.2122425431231072, "growth_momentum": 0.016788979114843505, "company_age_years": 25.856262833675565, "ebitda": 6119729000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "NEM", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 5.559715989775632, "revenue_cagr_3y": 0.16497282168168326, "revenue_cagr_5y": 0.05717482824628339, "earnings_cagr_3y": 1.6143957485676546, "quarterly_revenue_growth_yoy": 0.44666666666666666, "quarterly_earnings_growth_yoy": 8.448275862068966, "revenue_growth_qoq": -0.12116098548768141, "gross_margin": 0.24001536098310292, "operating_margin": 0.19393241167434716, "net_margin": 0.315668202764977, "roa_ttm": 0.0891710118642787, "roe_ttm": 0.16234064019077318, "debt_to_ebitda": 0.8845498437943766, "net_debt_to_ebitda": 0.35785288270377735, "interest_coverage": 75.72043010752688, "debt_to_equity": 0.285655324222691, "current_ratio": 3.3068647540983607, "quick_ratio": 2.8094262295081966, "fcf_to_ebitda": 0.2364385117864243, "capex_to_revenue": 0.14871794871794872, "working_capital_to_revenue": 0.42763532763532763, "capital_efficiency": 0.12575582602752594, "financial_health": -0.18310134953269847, "margin_quality": 0.24987199180747569, "growth_momentum": 4.447471264367817, "company_age_years": 42.21218343600274, "ebitda": 7042000000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "FCX", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 6.39744106005851, "revenue_cagr_3y": 0.2015898797209077, "revenue_cagr_5y": 0.14700993067440837, "earnings_cagr_3y": 2.8342782799615844, "quarterly_revenue_growth_yoy": 0.37013126748439856, "quarterly_earnings_growth_yoy": 1.1316526610644257, "revenue_growth_qoq": 0.07296932928884395, "gross_margin": 0.43081514056855663, "operating_margin": 0.41024030155489244, "net_margin": 0.2390450761740223, "roa_ttm": 0.10446019003931847, "roe_ttm": 0.34313197901251175, "debt_to_ebitda": 0.8278265358802271, "net_debt_to_ebitda": 0.11039408019273791, "interest_coverage": 91.51181102362204, "debt_to_equity": 0.6471814879591014, "current_ratio": 2.370932754880694, "quick_ratio": 1.6808180973039974, "fcf_to_ebitda": 0.5044742729306487, "capex_to_revenue": 0.10250446484196536, "working_capital_to_revenue": 0.3674876438094447, "capital_efficiency": 0.2237960845259151, "financial_health": -0.3846125375768398, "margin_quality": 0.36003350609915713, "growth_momentum": 0.7508919642744122, "company_age_years": 26.72416153319644, "ebitda": 11622000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 5.555217626784835, "revenue_cagr_3y": 0.4203052417165165, "revenue_cagr_5y": 0.2256319624638976, "earnings_cagr_3y": 1.1407834141580042, "quarterly_revenue_growth_yoy": 1.7366412213740459, "quarterly_earnings_growth_yoy": 4.847682119205298, "revenue_growth_qoq": 0.12913385826771653, "gross_margin": 0.5746164574616457, "operating_margin": 0.5523012552301255, "net_margin": 0.3078800557880056, "roa_ttm": 0.11964881729792483, "roe_ttm": 0.4120439780109945, "debt_to_ebitda": 0.8739537173806007, "net_debt_to_ebitda": 0.22968980797636632, "interest_coverage": 16.854771784232366, "debt_to_equity": 0.887056471764118, "current_ratio": 1.7172351885098742, "quick_ratio": 1.4982046678635548, "fcf_to_ebitda": 0.7781880846873461, "capex_to_revenue": 0.06281407035175879, "working_capital_to_revenue": 0.19119406556592486, "capital_efficiency": 0.26584639765445967, "financial_health": -0.5504944523819937, "margin_quality": 0.47826592282659225, "growth_momentum": 3.292161670289672, "company_age_years": 16.635181382614647, "ebitda": 4062000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 3.461179854775647, "revenue_cagr_3y": 0.3115973948667743, "revenue_cagr_5y": 0.2469844893278459, "earnings_cagr_3y": 0.6026788163482446, "quarterly_revenue_growth_yoy": 1.1341309823677581, "quarterly_earnings_growth_yoy": 3.7357723577235773, "revenue_growth_qoq": 0.1816596931659693, "gross_margin": 0.5851283564473296, "operating_margin": 0.5635880790793745, "net_margin": 0.34375922100914724, "roa_ttm": 0.19131341726886686, "roe_ttm": 0.5595990411854435, "debt_to_ebitda": 0.5680506423384845, "net_debt_to_ebitda": 0.12679203127909142, "interest_coverage": 65.5, "debt_to_equity": 0.6648507300065374, "current_ratio": 3.407474931631723, "quick_ratio": 2.9544211485870555, "fcf_to_ebitda": 0.7384099795196425, "capex_to_revenue": 0.047347179840535485, "working_capital_to_revenue": 0.25996653213899007, "capital_efficiency": 0.37545622922715516, "financial_health": -0.469329734870109, "margin_quality": 0.4974918855119504, "growth_momentum": 2.4349516700456677, "company_age_years": 16.88432580424367, "ebitda": 5371000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "CF", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 3.247970583507475, "revenue_cagr_3y": 0.3076532443526303, "revenue_cagr_5y": 0.2168335561103094, "earnings_cagr_3y": 0.8888041050678013, "quarterly_revenue_growth_yoy": 0.7041116005873715, "quarterly_earnings_growth_yoy": 3.3675675675675674, "revenue_growth_qoq": -0.31513720861611094, "gross_margin": 0.3942266264541146, "operating_margin": 0.3657906074967686, "net_margin": 0.1887117621714778, "roa_ttm": 0.24028614457831327, "roe_ttm": 0.718046804680468, "debt_to_ebitda": 0.4920430798906928, "net_debt_to_ebitda": 0.13968815303005946, "interest_coverage": 135.2391304347826, "debt_to_equity": 0.6887938793879388, "current_ratio": 2.664735698769008, "quick_ratio": 2.3026792179580013, "fcf_to_ebitda": 0.6895997428066227, "capex_to_revenue": 0.041374347904299336, "working_capital_to_revenue": 0.20678179528692212, "capital_efficiency": 0.47916647462939066, "financial_health": -0.5021314782080618, "margin_quality": 0.3162429987074537, "growth_momentum": 2.0358395840774692, "company_age_years": 17.136208076659823, "ebitda": 6221000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "MOS", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 6.176040322756992, "revenue_cagr_3y": 0.2733621261086814, "revenue_cagr_5y": 0.19972375356791128, "earnings_cagr_3y": 1.0829071503353522, "quarterly_revenue_growth_yoy": 0.7075007618301337, "quarterly_earnings_growth_yoy": 6.5430759412890875, "revenue_growth_qoq": 0.02116636292632127, "gross_margin": 0.3669020727634296, "operating_margin": 0.32016928842770825, "net_margin": 0.3013537975167631, "roa_ttm": 0.11338806562752154, "roe_ttm": 0.2282014709925763, "debt_to_ebitda": 0.9870547331132055, "net_debt_to_ebitda": 0.7942096171087446, "interest_coverage": 104.17084282460137, "debt_to_equity": 0.38784540830354686, "current_ratio": 1.2323376289169983, "quick_ratio": 0.5738464279351505, "fcf_to_ebitda": 0.2370164658546719, "capex_to_revenue": 0.09229327878935248, "working_capital_to_revenue": 0.08394003976370631, "capital_efficiency": 0.17079476831004892, "financial_health": -0.2525608469248144, "margin_quality": 0.3294750529026336, "growth_momentum": 3.6252883515596106, "company_age_years": 17.429158110882955, "ebitda": 4573100000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 8.252619461445784, "revenue_cagr_3y": 0.27216708920553834, "revenue_cagr_5y": 0.47092582175459197, "earnings_cagr_3y": 2.2271695786369317, "quarterly_revenue_growth_yoy": 0.6438385573207385, "quarterly_earnings_growth_yoy": 9.850393700787402, "revenue_growth_qoq": 0.05366726296958855, "gross_margin": 0.4253624134778634, "operating_margin": 0.26106830351312527, "net_margin": 0.1799660441426146, "roa_ttm": 0.08267627844109034, "roe_ttm": 0.17984318850049003, "debt_to_ebitda": 1.373012048192771, "net_debt_to_ebitda": 1.3034939759036144, "interest_coverage": 76.14678899082568, "debt_to_equity": 0.4653707938582163, "current_ratio": 1.1433848220282068, "quick_ratio": 0.5343854936198791, "fcf_to_ebitda": 0.25506024096385543, "capex_to_revenue": 0.06053205691771678, "working_capital_to_revenue": 0.06951906483019114, "capital_efficiency": 0.13125973347079017, "financial_health": -0.2962163309888, "margin_quality": 0.28879892037786775, "growth_momentum": 5.24711612905407, "company_age_years": 4.240930869267625, "ebitda": 8300000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 4.640280414734673, "revenue_cagr_3y": 0.1861128141737176, "revenue_cagr_5y": 0.6690368680282852, "earnings_cagr_3y": 0.6118451239938358, "quarterly_revenue_growth_yoy": 0.4858137867458773, "quarterly_earnings_growth_yoy": 2.2427797833935017, "revenue_growth_qoq": 0.8944756432022986, "gross_margin": 0.4135530125465325, "operating_margin": 0.3408934234110023, "net_margin": 0.24769061078174548, "roa_ttm": 0.12472164388521771, "roe_ttm": 0.25928713914712637, "debt_to_ebitda": 0.926498368538554, "net_debt_to_ebitda": 0.8654473639017688, "interest_coverage": 89.58461538461539, "debt_to_equity": 0.40611238661598104, "current_ratio": 1.21023611831863, "quick_ratio": 0.7457836014530358, "fcf_to_ebitda": 0.23012193027648978, "capex_to_revenue": 0.05325210131437919, "working_capital_to_revenue": 0.09141422688554184, "capital_efficiency": 0.19200439151617205, "financial_health": -0.2527003868514638, "margin_quality": 0.3340456822464268, "growth_momentum": 1.3642967850696894, "company_age_years": 4.490075290896646, "ebitda": 11646000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "NTR", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 4.416720255610972, "revenue_cagr_3y": 0.2523199898466948, "revenue_cagr_5y": 0.4600661581035608, "earnings_cagr_3y": 1.236338429828714, "quarterly_revenue_growth_yoy": 0.35922974767596283, "quarterly_earnings_growth_yoy": 1.199442119944212, "revenue_growth_qoq": -0.43554391286364263, "gross_margin": 0.39838788470933073, "operating_margin": 0.2335124572545188, "net_margin": 0.19259892525647287, "roa_ttm": 0.14396923305588585, "roe_ttm": 0.29822198275862066, "debt_to_ebitda": 0.99696072319202, "net_debt_to_ebitda": 0.9328241895261845, "interest_coverage": 94.3529411764706, "debt_to_equity": 0.4923414408866995, "current_ratio": 1.1488336888460744, "quick_ratio": 0.6984793229202505, "fcf_to_ebitda": 0.3880143391521197, "capex_to_revenue": 0.05401669413578606, "working_capital_to_revenue": 0.05749906959434313, "capital_efficiency": 0.22109560790725324, "financial_health": -0.25487567946322404, "margin_quality": 0.2748330890734408, "growth_momentum": 0.7793359338100874, "company_age_years": 4.741957563312799, "ebitda": 12832000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 6.177525641025641, "revenue_cagr_3y": -0.13589822889008407, "revenue_cagr_5y": -0.09256245302202049, "earnings_cagr_3y": 1.1011570184555586, "quarterly_revenue_growth_yoy": -0.2168141592920354, "quarterly_earnings_growth_yoy": 4.92436974789916, "revenue_growth_qoq": -0.03862401931200966, "gross_margin": 0.1864406779661017, "operating_margin": 0.03389830508474576, "net_margin": 0.4425612052730697, "roa_ttm": 0.1357294868763301, "roe_ttm": 0.3539932161578785, "debt_to_ebitda": 3.5705128205128207, "net_debt_to_ebitda": 1.016025641025641, "interest_coverage": 34.666666666666664, "debt_to_equity": 0.687018193031144, "current_ratio": 2.1273957158962795, "quick_ratio": 1.5591882750845547, "fcf_to_ebitda": 0.9423076923076923, "capex_to_revenue": 0.03716168840274856, "working_capital_to_revenue": 0.28046557285093254, "capital_efficiency": 0.2448613515171043, "financial_health": -0.4433617576886959, "margin_quality": 0.22096672944130571, "growth_momentum": 2.3537777943035625, "company_age_years": 15.132101300479125, "ebitda": 624000000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 4.973460762331839, "revenue_cagr_3y": 0.025250210377666837, "revenue_cagr_5y": -0.023518787278954734, "earnings_cagr_3y": 0.23287572224819253, "quarterly_revenue_growth_yoy": 0.19324986390854654, "quarterly_earnings_growth_yoy": 1.6867469879518073, "revenue_growth_qoq": -0.04984828781967924, "gross_margin": 0.23494525547445255, "operating_margin": 0.12910583941605838, "net_margin": 0.10173357664233576, "roa_ttm": 0.12603701340140397, "roe_ttm": 0.272852866682017, "debt_to_ebitda": 0.8968609865470852, "net_debt_to_ebitda": 0.4445067264573991, "interest_coverage": 127.42857142857143, "debt_to_equity": 0.3684089339166475, "current_ratio": 1.8829084041548632, "quick_ratio": 1.2304060434372048, "fcf_to_ebitda": 0.4232062780269058, "capex_to_revenue": 0.03468677494199536, "working_capital_to_revenue": 0.21693735498839908, "capital_efficiency": 0.19944494004171048, "financial_health": -0.26622798594250724, "margin_quality": 0.15526155717761556, "growth_momentum": 0.9399984259301769, "company_age_years": 17.130732375085557, "ebitda": 1784000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 3.6794671689989236, "revenue_cagr_3y": -0.0036596850694292637, "revenue_cagr_5y": -0.03669370384095039, "earnings_cagr_3y": 0.2750113591662138, "quarterly_revenue_growth_yoy": 0.07213438735177866, "quarterly_earnings_growth_yoy": 0.46153846153846156, "revenue_growth_qoq": -0.010036496350364963, "gross_margin": 0.22672811059907835, "operating_margin": 0.12811059907834102, "net_margin": 0.10506912442396313, "roa_ttm": 0.14413484692122464, "roe_ttm": 0.30311068242102723, "debt_to_ebitda": 0.8482238966630786, "net_debt_to_ebitda": 0.5209903121636168, "interest_coverage": 116.125, "debt_to_equity": 0.38003375934410416, "current_ratio": 2.118988902589396, "quick_ratio": 1.2552404438964242, "fcf_to_ebitda": 0.5382131324004306, "capex_to_revenue": 0.03331051791010723, "working_capital_to_revenue": 0.20704996577686516, "capital_efficiency": 0.22362276467112593, "financial_health": -0.2939195880372351, "margin_quality": 0.1533026113671275, "growth_momentum": 0.2668364244451201, "company_age_years": 17.37987679671458, "ebitda": 1858000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "HUN", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 3.347320498301246, "revenue_cagr_3y": 0.060308710887255534, "revenue_cagr_5y": -0.01501298851914823, "earnings_cagr_3y": 0.49380158218572157, "quarterly_revenue_growth_yoy": -0.04101096804959466, "quarterly_earnings_growth_yoy": -0.5215311004784688, "revenue_growth_qoq": -0.07327188940092166, "gross_margin": 0.1735454997513675, "operating_margin": 0.06862257583291895, "net_margin": 0.04972650422675286, "roa_ttm": 0.1411706837186424, "roe_ttm": 0.3041865394806571, "debt_to_ebitda": 0.8708946772366931, "net_debt_to_ebitda": 0.5792751981879954, "interest_coverage": 110.375, "debt_to_equity": 0.4075251722310546, "current_ratio": 2.0037617554858933, "quick_ratio": 1.3272727272727274, "fcf_to_ebitda": 0.6296715741789355, "capex_to_revenue": 0.03248847926267281, "working_capital_to_revenue": 0.18444700460829494, "capital_efficiency": 0.22267861159964975, "financial_health": -0.32776692522504275, "margin_quality": 0.09729819327034643, "growth_momentum": -0.28127103426403177, "company_age_years": 17.631759069130734, "ebitda": 1766000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 5.813118148599269, "revenue_cagr_3y": -0.03847177308092342, "revenue_cagr_5y": -0.017485426323610276, "earnings_cagr_3y": -0.43730031202836306, "quarterly_revenue_growth_yoy": -0.14627477785372522, "quarterly_earnings_growth_yoy": -0.8257668711656442, "revenue_growth_qoq": -0.08375106981293556, "gross_margin": 0.08353349346143582, "operating_margin": 0.040565785962103015, "net_margin": 0.01894849212703496, "roa_ttm": 0.08720257234726689, "roe_ttm": 0.3702894593118514, "debt_to_ebitda": 2.7720259845716604, "net_debt_to_ebitda": 2.448030856678847, "interest_coverage": 55.348314606741575, "debt_to_equity": 1.864418350628072, "current_ratio": 1.7554790798768338, "quick_ratio": 1.035863068284731, "fcf_to_ebitda": 0.42448233861144946, "capex_to_revenue": 0.08237897317824358, "working_capital_to_revenue": 0.12471967227820471, "capital_efficiency": 0.22874601582955917, "financial_health": -1.6088400554227742, "margin_quality": 0.047682590516857935, "growth_momentum": -0.4860208245096847, "company_age_years": 9.924709103353868, "ebitda": 4926000000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 4.748360889083544, "revenue_cagr_3y": 0.14442437542120223, "revenue_cagr_5y": 0.09311501553285995, "earnings_cagr_3y": 0.17377791492416872, "quarterly_revenue_growth_yoy": 0.44868971592160317, "quarterly_earnings_growth_yoy": 0.2340823970037453, "revenue_growth_qoq": 0.0254871395167576, "gross_margin": 0.1536064452382762, "operating_margin": 0.12624458463175495, "net_margin": 0.10017481188720834, "roa_ttm": 0.15480530459132455, "roe_ttm": 0.4614899984249488, "debt_to_ebitda": 1.2398992663965838, "net_debt_to_ebitda": 1.0444541771597504, "interest_coverage": 123.41891891891892, "debt_to_equity": 0.8917939833044574, "current_ratio": 1.7629659105982225, "quick_ratio": 1.1025334925056374, "fcf_to_ebitda": 0.7183838826234534, "capex_to_revenue": 0.04109616303136443, "working_capital_to_revenue": 0.11447221779971342, "capital_efficiency": 0.30814765150813667, "financial_health": -0.8329049938060219, "margin_quality": 0.1266752805857465, "growth_momentum": 0.3413860564626742, "company_age_years": 11.9233401779603, "ebitda": 9133000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 4.613577398469688, "revenue_cagr_3y": 0.1792546342284338, "revenue_cagr_5y": 0.12043895716501996, "earnings_cagr_3y": 0.179206725010004, "quarterly_revenue_growth_yoy": 0.28345298849580486, "quarterly_earnings_growth_yoy": -0.20165208940719145, "revenue_growth_qoq": 0.1277646879987839, "gross_margin": 0.17327133036797412, "operating_margin": 0.14429168351529856, "net_margin": 0.1107292087882464, "roa_ttm": 0.14706676750216077, "roe_ttm": 0.4452166802943581, "debt_to_ebitda": 1.3507945850500294, "net_debt_to_ebitda": 1.2263684520306062, "interest_coverage": 146.4655172413793, "debt_to_equity": 0.9382665576451349, "current_ratio": 1.6784267607474193, "quick_ratio": 1.0124134326407945, "fcf_to_ebitda": 0.7247792819305474, "capex_to_revenue": 0.04046707146193368, "working_capital_to_revenue": 0.0970014012143858, "capital_efficiency": 0.29614172389825943, "financial_health": -0.8759480889194501, "margin_quality": 0.1427640742238397, "growth_momentum": 0.0409004495443067, "company_age_years": 12.172484599589323, "ebitda": 8495000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "LYB", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 4.980132986412258, "revenue_cagr_3y": 0.11988476227787537, "revenue_cagr_5y": 0.07542489859261625, "earnings_cagr_3y": -0.16037984316251086, "quarterly_revenue_growth_yoy": -0.03543307086614173, "quarterly_earnings_growth_yoy": -0.6761363636363636, "revenue_growth_qoq": -0.17441703733656827, "gross_margin": 0.09485714285714286, "operating_margin": 0.06628571428571428, "net_margin": 0.04653061224489796, "roa_ttm": 0.11660409416020388, "roe_ttm": 0.34902797145435155, "debt_to_ebitda": 1.6357328707718994, "net_debt_to_ebitda": 1.4217982075744435, "interest_coverage": 98.82857142857142, "debt_to_equity": 0.9282257403002214, "current_ratio": 1.6148807964369924, "quick_ratio": 0.9398742467906733, "fcf_to_ebitda": 0.7954611159294593, "capex_to_revenue": 0.03939707960433349, "working_capital_to_revenue": 0.08844088553933113, "capital_efficiency": 0.23281603280727772, "financial_health": -0.8162216457070741, "margin_quality": 0.06922448979591837, "growth_momentum": -0.3557847172512527, "company_age_years": 12.424366872005475, "ebitda": 6918000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 4.73135498392283, "revenue_cagr_3y": 0.039684438583098336, "revenue_cagr_5y": 0.029014993116581955, "earnings_cagr_3y": 0.4260734446512804, "quarterly_revenue_growth_yoy": 0.28463221679851874, "quarterly_earnings_growth_yoy": 0.5832492431886983, "revenue_growth_qoq": 0.06265664160401002, "gross_margin": 0.18560010482180295, "operating_margin": 0.13869234800838576, "net_margin": 0.10279088050314465, "roa_ttm": 0.10877082182047841, "roe_ttm": 0.3648834745762712, "debt_to_ebitda": 1.194614147909968, "net_debt_to_ebitda": 0.9419614147909968, "interest_coverage": 76.31901840490798, "debt_to_equity": 0.7871292372881356, "current_ratio": 1.6979469894285277, "quick_ratio": 1.1034931821663858, "fcf_to_ebitda": 0.5267684887459807, "capex_to_revenue": 0.04027420736932305, "working_capital_to_revenue": 0.1561439588688946, "capital_efficiency": 0.2368271481983748, "financial_health": -0.6976207528437031, "margin_quality": 0.14236111111111113, "growth_momentum": 0.43394072999360855, "company_age_years": 3.030800821355236, "ebitda": 12440000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 4.0921808466572775, "revenue_cagr_3y": 0.12456837831199374, "revenue_cagr_5y": 0.025158414235106674, "earnings_cagr_3y": 1.8082522985145868, "quarterly_revenue_growth_yoy": 0.12812387468491176, "quarterly_earnings_growth_yoy": -0.1262493424513414, "revenue_growth_qoq": 0.02620545073375262, "gross_margin": 0.16362359550561797, "operating_margin": 0.12199948927477017, "net_margin": 0.10603932584269662, "roa_ttm": 0.10699515633297395, "roe_ttm": 0.35044536973594054, "debt_to_ebitda": 1.1607157650567477, "net_debt_to_ebitda": 0.9646259630519427, "interest_coverage": 74.05521472392638, "debt_to_equity": 0.7384704580192906, "current_ratio": 1.6356600796453529, "quick_ratio": 1.0176572244345932, "fcf_to_ebitda": 0.5290365338414381, "capex_to_revenue": 0.03936536446639725, "working_capital_to_revenue": 0.14069750037419548, "capital_efficiency": 0.22872026303445725, "financial_health": -0.6505205625748103, "margin_quality": 0.13055413687436157, "growth_momentum": 0.0009372661167851848, "company_age_years": 3.2799452429842573, "ebitda": 12071000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "DOW", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 4.009039832480223, "revenue_cagr_3y": 0.09455031710868944, "revenue_cagr_5y": 0.0069731474582435116, "earnings_cagr_3y": 0.30436779744364983, "quarterly_revenue_growth_yoy": -0.04866212846262721, "quarterly_earnings_growth_yoy": -0.5609031491384433, "revenue_growth_qoq": -0.09888917262512768, "gross_margin": 0.11037902940134608, "operating_margin": 0.0716259298618491, "net_margin": 0.052355650017711655, "roa_ttm": 0.09579058716859479, "roe_ttm": 0.3148976099795772, "debt_to_ebitda": 1.2793857608189856, "net_debt_to_ebitda": 1.0731503024662634, "interest_coverage": 70.6907894736842, "debt_to_equity": 0.7587900866589391, "current_ratio": 1.605927730410069, "quick_ratio": 0.9911490052781161, "fcf_to_ebitda": 0.512982782689623, "capex_to_revenue": 0.04140926153483596, "working_capital_to_revenue": 0.12560809332233575, "capital_efficiency": 0.205344098574086, "financial_health": -0.6759894964733586, "margin_quality": 0.07812020309363561, "growth_momentum": -0.30478263880053524, "company_age_years": 3.5318275154004106, "ebitda": 10745000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 6.806236498010233, "revenue_cagr_3y": -0.008215128347084155, "revenue_cagr_5y": -0.01763967956534762, "earnings_cagr_3y": -0.024580043648473993, "quarterly_revenue_growth_yoy": -0.05855096882898062, "quarterly_earnings_growth_yoy": 0.23444976076555024, "revenue_growth_qoq": 0.01637107776261937, "gross_margin": 0.25592841163310964, "operating_margin": 0.15704697986577182, "net_margin": 0.11543624161073826, "roa_ttm": 0.049073792894017615, "roe_ttm": 0.13209089422919731, "debt_to_ebitda": 3.5781694144400227, "net_debt_to_ebitda": 3.191586128482092, "interest_coverage": 33.18867924528302, "debt_to_equity": 1.0289357528200098, "current_ratio": 1.663498920086393, "quick_ratio": 0.9468682505399568, "fcf_to_ebitda": 0.7163160886867538, "capex_to_revenue": 0.0461133069828722, "working_capital_to_revenue": 0.1686429512516469, "capital_efficiency": 0.09058234356160746, "financial_health": -0.8413224737320598, "margin_quality": 0.1761372110365399, "growth_momentum": 0.08794939596828481, "company_age_years": 26.472279260780287, "ebitda": 1759000000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 6.440167591044421, "revenue_cagr_3y": 0.14584404415772934, "revenue_cagr_5y": 0.11525913450183656, "earnings_cagr_3y": 0.1420661829638603, "quarterly_revenue_growth_yoy": 0.41156840934371525, "quarterly_earnings_growth_yoy": 0.5590062111801242, "revenue_growth_qoq": 0.1156043956043956, "gross_margin": 0.29353821907013394, "operating_margin": 0.20921985815602837, "net_margin": 0.19779353821907014, "roa_ttm": 0.16658619024625784, "roe_ttm": 0.449316257868461, "debt_to_ebitda": 1.368599525262801, "net_debt_to_ebitda": 1.1634452356731095, "interest_coverage": 84.25714285714285, "debt_to_equity": 0.8760581723464294, "current_ratio": 1.644479248238058, "quick_ratio": 1.0379796397807362, "fcf_to_ebitda": 0.4899966090200068, "capex_to_revenue": 0.055190255470518486, "working_capital_to_revenue": 0.17742804786029967, "capital_efficiency": 0.3079512240573594, "financial_health": -0.6311467992971178, "margin_quality": 0.23351720514841082, "growth_momentum": 0.48528731026191974, "company_age_years": 17.188227241615333, "ebitda": 2949000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 5.527940671950711, "revenue_cagr_3y": 0.16016391583389944, "revenue_cagr_5y": 0.10485385516354362, "earnings_cagr_3y": 0.2757957403909237, "quarterly_revenue_growth_yoy": 0.13102820746132848, "quarterly_earnings_growth_yoy": -0.19330855018587362, "revenue_growth_qoq": -0.02048857368006304, "gross_margin": 0.2835880933226066, "operating_margin": 0.19428801287208367, "net_margin": 0.1745776347546259, "roa_ttm": 0.1546448517265791, "roe_ttm": 0.4028688524590164, "debt_to_ebitda": 1.345019090593544, "net_debt_to_ebitda": 1.0732384588684485, "interest_coverage": 60.020833333333336, "debt_to_equity": 0.7940573770491803, "current_ratio": 1.7183044315992293, "quick_ratio": 1.058188824662813, "fcf_to_ebitda": 0.5203054494967025, "capex_to_revenue": 0.05499215891270256, "working_capital_to_revenue": 0.1948771562990068, "capital_efficiency": 0.27875685209279777, "financial_health": -0.5576717971664477, "margin_quality": 0.2174845803164387, "growth_momentum": -0.031140171362272567, "company_age_years": 17.437371663244353, "ebitda": 2881000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 4.611607830323056, "revenue_cagr_3y": 0.1320644309333241, "revenue_cagr_5y": 0.08000302568989714, "earnings_cagr_3y": -0.10113899581005359, "quarterly_revenue_growth_yoy": 0.015445719329214475, "quarterly_earnings_growth_yoy": -0.6225296442687747, "revenue_growth_qoq": -0.07441673370876911, "gross_margin": 0.23728813559322035, "operating_margin": 0.1338548457192525, "net_margin": 0.08300738809213386, "roa_ttm": 0.07737732577213291, "roe_ttm": 0.3335353535353535, "debt_to_ebitda": 4.544787077826725, "net_debt_to_ebitda": 0.9944933920704846, "interest_coverage": 17.68831168831169, "debt_to_equity": 2.501010101010101, "current_ratio": 4.7317073170731705, "quick_ratio": 4.113701578192252, "fcf_to_ebitda": 0.5, "capex_to_revenue": 0.058645833333333335, "working_capital_to_revenue": 1.08375, "capital_efficiency": 0.20545633965374321, "financial_health": -1.8416992723315075, "margin_quality": 0.15138345646820223, "growth_momentum": -0.3035419624697801, "company_age_years": 17.689253935660506, "ebitda": 2724000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 1.8965891458688575, "revenue_cagr_3y": 0.1436591051861671, "revenue_cagr_5y": 0.1394451976293496, "earnings_cagr_3y": 1.5372208703400814, "quarterly_revenue_growth_yoy": 0.4284934497816594, "quarterly_earnings_growth_yoy": 8.692307692307692, "revenue_growth_qoq": -0.06901458555674138, "gross_margin": 0.2695834925487199, "operating_margin": 0.21245701184562477, "net_margin": 0.16851356515093618, "roa_ttm": 0.258270911360799, "roe_ttm": 0.5119612291194061, "debt_to_ebitda": 0.6251743915671989, "net_debt_to_ebitda": 0.18090218570764222, "interest_coverage": 129.02, "debt_to_equity": 0.4158589399876263, "current_ratio": 1.902383654937571, "quick_ratio": 1.2978433598183883, "fcf_to_ebitda": 0.5695241047899551, "capex_to_revenue": 0.04925612268253605, "working_capital_to_revenue": 0.18196383611810482, "capital_efficiency": 0.3851160702401025, "financial_health": -0.2548132331320571, "margin_quality": 0.2168513565150936, "growth_momentum": 4.560400571044675, "company_age_years": 30.967830253251197, "ebitda": 6451000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "X", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 0.9161965615189116, "revenue_cagr_3y": 0.21063010287216088, "revenue_cagr_5y": 0.14877141811650407, "earnings_cagr_3y": 1.4318865681234527, "quarterly_revenue_growth_yoy": 0.2517412935323383, "quarterly_earnings_growth_yoy": -0.03359683794466403, "revenue_growth_qoq": 0.20175773786778756, "gross_margin": 0.2589825119236884, "operating_margin": 0.23354531001589826, "net_margin": 0.15548489666136725, "roa_ttm": 0.24831302245946218, "roe_ttm": 0.4835261816042361, "debt_to_ebitda": 0.6023321871729705, "net_debt_to_ebitda": 0.14860218268799522, "interest_coverage": 171.51282051282053, "debt_to_equity": 0.39507746616983724, "current_ratio": 1.9778896672504378, "quick_ratio": 1.3180823117338003, "fcf_to_ebitda": 0.5118851846314846, "capex_to_revenue": 0.0536131544785807, "working_capital_to_revenue": 0.19329294677628733, "capital_efficiency": 0.36591960203184914, "financial_health": -0.22655298589785478, "margin_quality": 0.2160042395336513, "growth_momentum": 0.10907222779383714, "company_age_years": 31.21697467488022, "ebitda": 6689000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 2.126107764390897, "revenue_cagr_3y": 1.0429575157919078, "revenue_cagr_5y": 0.6192298624722243, "earnings_cagr_3y": 0.5475810568666133, "quarterly_revenue_growth_yoy": 0.2560951437066402, "quarterly_earnings_growth_yoy": -0.2358974358974359, "revenue_growth_qoq": 0.06414777497900924, "gross_margin": 0.15480511282941456, "operating_margin": 0.13255483667350482, "net_margin": 0.09405081268739152, "roa_ttm": 0.17785318628674085, "roe_ttm": 0.5296477931341953, "debt_to_ebitda": 0.7811244979919679, "net_debt_to_ebitda": 0.7732597054886211, "interest_coverage": 93.375, "debt_to_equity": 0.6937137761925992, "current_ratio": 2.199147228492601, "quick_ratio": 0.7484324053172812, "fcf_to_ebitda": 0.5314591700133868, "capex_to_revenue": 0.03701040521106505, "working_capital_to_revenue": 0.20222485407325946, "capital_efficiency": 0.3537504897104681, "financial_health": -0.6913683497741152, "margin_quality": 0.12713692073010363, "growth_momentum": 0.010098853904602162, "company_age_years": 34.65023956194388, "ebitda": 5976000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "CLF", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 2.5271162790697677, "revenue_cagr_3y": 1.166900232267698, "revenue_cagr_5y": 0.5192699606402389, "earnings_cagr_3y": 0.18693399386533938, "quarterly_revenue_growth_yoy": -0.058461025982678216, "quarterly_earnings_growth_yoy": -0.880690737833595, "revenue_growth_qoq": -0.10793750986271106, "gross_margin": 0.06156023350433398, "operating_margin": 0.03307978064744384, "net_margin": 0.026888377852467716, "roa_ttm": 0.1240349451442503, "roe_ttm": 0.348458904109589, "debt_to_ebitda": 0.991140642303433, "net_debt_to_ebitda": 0.9787375415282392, "interest_coverage": 70.546875, "debt_to_equity": 0.6385559360730594, "current_ratio": 2.3254189944134076, "quick_ratio": 0.7773743016759777, "fcf_to_ebitda": 0.4702104097452935, "capex_to_revenue": 0.04070241724271178, "working_capital_to_revenue": 0.2037267614099867, "capital_efficiency": 0.23624692462691965, "financial_health": -0.6357115638666392, "margin_quality": 0.040509464001415176, "growth_momentum": -0.4695758819081366, "company_age_years": 34.902121834360024, "ebitda": 4515000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "MT", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 1.5432610172562162, "revenue_cagr_3y": 0.044033558839980946, "revenue_cagr_5y": 0.06302873511494012, "earnings_cagr_3y": 1.1518295669468013, "quarterly_revenue_growth_yoy": 0.34848391280182794, "quarterly_earnings_growth_yoy": 0.8052516411378556, "revenue_growth_qoq": 0.04950495049504951, "gross_margin": 0.9703700311412347, "operating_margin": 0.20301337241252976, "net_margin": 0.18890822494962448, "roa_ttm": 0.1722684335223951, "roe_ttm": 0.31220491468084316, "debt_to_ebitda": 0.3950360070655374, "net_debt_to_ebitda": 0.14276008877213642, "interest_coverage": 432.921568627451, "debt_to_equity": 0.1621249860589613, "current_ratio": 1.554589334967821, "quick_ratio": 0.705255899479007, "fcf_to_ebitda": 0.36342225644277365, "capex_to_revenue": 0.035492738463035495, "working_capital_to_revenue": 0.1760892305446761, "capital_efficiency": 0.24223667410161914, "financial_health": -0.06014322648259698, "margin_quality": 0.4540972095011297, "growth_momentum": 0.5768677769698418, "company_age_years": 24.643394934976044, "ebitda": 22079000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2017-03-31", "company_multiple": 21.20536374486715, "revenue_cagr_3y": -0.15530433255893705, "revenue_cagr_5y": -0.004154674674344716, "earnings_cagr_3y": -0.6492616712900611, "quarterly_revenue_growth_yoy": 0.9124356598413532, "quarterly_earnings_growth_yoy": 1.0604460591467137, "revenue_growth_qoq": 0.0885182295582893, "gross_margin": 0.5631198231629461, "operating_margin": 0.04240893253836429, "net_margin": 0.01122431950324406, "roa_ttm": -0.020416045831069138, "roe_ttm": -0.042819005514770685, "debt_to_ebitda": 2.394131956783141, "net_debt_to_ebitda": 1.8641617318543917, "interest_coverage": 40.805607215269525, "debt_to_equity": 0.501613377894149, "current_ratio": 1.6703072381148294, "quick_ratio": 1.5156847392750123, "fcf_to_ebitda": 0.0032053863100465936, "capex_to_revenue": 0.34076224530729116, "working_capital_to_revenue": 0.15700793991119472, "capital_efficiency": -0.03161752567291991, "financial_health": -0.44819814905334265, "margin_quality": 0.20558435840151815, "growth_momentum": 0.9864408594940335, "company_age_years": 27.488021902806295, "ebitda": 2918213000.0, "spy_multiple": 15.0, "sector_multiple": 17.125012020791768, "sector_premium_over_spy": 0.14166746805278452}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2016-03-31", "company_multiple": 17.388204770755888, "revenue_cagr_3y": -0.15136384653325785, "revenue_cagr_5y": -0.056404035561115506, "earnings_cagr_3y": -0.26446389001999315, "quarterly_revenue_growth_yoy": -0.36377829820452773, "quarterly_earnings_growth_yoy": -0.48615384615384616, "revenue_growth_qoq": -0.15805785123966942, "gross_margin": 0.16257668711656442, "operating_margin": 0.10889570552147239, "net_margin": 0.07684049079754601, "roa_ttm": 0.02311219102992436, "roe_ttm": 0.045193585791453376, "debt_to_ebitda": 3.3282218091697646, "net_debt_to_ebitda": 3.0060408921933086, "interest_coverage": 48.54135338345865, "debt_to_equity": 0.6076812127039792, "current_ratio": 2.150621118012422, "quick_ratio": 1.8701863354037267, "fcf_to_ebitda": 0.7910470879801735, "capex_to_revenue": 0.09150759150759151, "working_capital_to_revenue": 0.4668304668304668, "capital_efficiency": 0.034152888410688864, "financial_health": -0.45728892778590324, "margin_quality": 0.1161042944785276, "growth_momentum": -0.4249660721791869, "company_age_years": 34.247775496235455, "ebitda": 6456000000.0, "spy_multiple": 15.0, "sector_multiple": 10.157075740722652, "sector_premium_over_spy": -0.3228616172851565}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 17.31404490925869, "revenue_cagr_3y": -0.14496695613055388, "revenue_cagr_5y": -0.0571259728089617, "earnings_cagr_3y": -0.3460745784021818, "quarterly_revenue_growth_yoy": 0.1262288075224391, "quarterly_earnings_growth_yoy": 2.096590909090909, "revenue_growth_qoq": 0.059367461806486194, "gross_margin": 0.14016445287792537, "operating_margin": 0.10170777988614801, "net_margin": 0.068943706514864, "roa_ttm": 0.007421604208294254, "roe_ttm": 0.013797286028352665, "debt_to_ebitda": 2.6391879421716395, "net_debt_to_ebitda": 2.3792679175638267, "interest_coverage": 45.7887323943662, "debt_to_equity": 0.4336289894625123, "current_ratio": 1.5301982480405716, "quick_ratio": 1.1991701244813278, "fcf_to_ebitda": 0.45109197170101506, "capex_to_revenue": 0.08485426314355761, "working_capital_to_revenue": 0.23494960501225823, "capital_efficiency": 0.010609445118323459, "financial_health": -0.3780846436702708, "margin_quality": 0.10360531309297911, "growth_momentum": 1.111409858306674, "company_age_years": 35.748117727583846, "ebitda": 6502000000.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2018-03-31", "company_multiple": 27.334612621857364, "revenue_cagr_3y": -0.08583962587617089, "revenue_cagr_5y": -0.06000691833760863, "earnings_cagr_3y": -0.18644878895285233, "quarterly_revenue_growth_yoy": 0.1356251813170873, "quarterly_earnings_growth_yoy": 0.8817204301075269, "revenue_growth_qoq": -0.042792517422667806, "gross_margin": 0.1311789500574786, "operating_margin": 0.09503129390726785, "net_margin": 0.06705837271682207, "roa_ttm": -0.017613811242620108, "roe_ttm": -0.03409706424006066, "debt_to_ebitda": 4.64648537711647, "net_debt_to_ebitda": 4.168034889687019, "interest_coverage": 27.25874125874126, "debt_to_equity": 0.49052107030657566, "current_ratio": 1.1149120098795924, "quick_ratio": 0.8571781414016671, "fcf_to_ebitda": 0.823242688558235, "capex_to_revenue": 0.07541035856573705, "working_capital_to_revenue": 0.05931474103585657, "capital_efficiency": -0.025855437741340387, "financial_health": -0.3402280642919571, "margin_quality": 0.09775620556052284, "growth_momentum": 0.5086728057123071, "company_age_years": 36.24640657084189, "ebitda": 3898000000.0, "spy_multiple": 15.0, "sector_multiple": 11.317127947195477, "sector_premium_over_spy": -0.2455248035203016}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2018-06-30", "company_multiple": 27.813407878017788, "revenue_cagr_3y": -0.02687174559167127, "revenue_cagr_5y": -0.0577999780926397, "earnings_cagr_3y": -0.2740600206079703, "quarterly_revenue_growth_yoy": 0.11270436880192977, "quarterly_earnings_growth_yoy": 6.8108108108108105, "revenue_growth_qoq": 0.060544130795759356, "gross_margin": 0.13537275683487895, "operating_margin": 0.10056606046007467, "net_margin": 0.051788510177044444, "roa_ttm": -0.010761730999486858, "roe_ttm": -0.020694002850564632, "debt_to_ebitda": 4.472935196950445, "net_debt_to_ebitda": 4.101651842439645, "interest_coverage": 27.32638888888889, "debt_to_equity": 0.48243065453349415, "current_ratio": 1.1217310500464623, "quick_ratio": 0.8482676224611708, "fcf_to_ebitda": 0.8574332909783989, "capex_to_revenue": 0.07232431090141545, "working_capital_to_revenue": 0.056928234417680655, "capital_efficiency": -0.015727866925025744, "financial_health": -0.3592045834871898, "margin_quality": 0.0959091091573327, "growth_momentum": 3.46175758980637, "company_age_years": 36.49555099247091, "ebitda": 3935000000.0, "spy_multiple": 15.0, "sector_multiple": 12.558074120818645, "sector_premium_over_spy": -0.16279505861209032}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2018-09-30", "company_multiple": 25.660171717171718, "revenue_cagr_3y": 0.0012574675303202998, "revenue_cagr_5y": -0.060334741302796036, "earnings_cagr_3y": -0.13324466145863334, "quarterly_revenue_growth_yoy": 0.07577482605945604, "quarterly_earnings_growth_yoy": 0.181651376146789, "revenue_growth_qoq": 0.02420811754787426, "gross_margin": 0.138758231420508, "operating_margin": 0.10559736594543744, "net_margin": 0.07572906867356538, "roa_ttm": -0.009365274248351084, "roe_ttm": -0.01795636821503846, "debt_to_ebitda": 4.387373737373737, "net_debt_to_ebitda": 4.010353535353535, "interest_coverage": 26.93877551020408, "debt_to_equity": 0.4755700325732899, "current_ratio": 1.128972602739726, "quick_ratio": 0.8476027397260274, "fcf_to_ebitda": 0.8467171717171718, "capex_to_revenue": 0.06948042053938748, "working_capital_to_revenue": 0.05738229468230992, "capital_efficiency": -0.013660821231694771, "financial_health": -0.36625284009747155, "margin_quality": 0.10669488867983694, "growth_momentum": 0.1287131011031225, "company_age_years": 36.747433264887064, "ebitda": 3960000000.0, "spy_multiple": 15.0, "sector_multiple": 11.164886032003228, "sector_premium_over_spy": -0.25567426453311815}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2019-03-31", "company_multiple": 11.638170130064285, "revenue_cagr_3y": 0.06514279726090355, "revenue_cagr_5y": -0.06857329416302049, "earnings_cagr_3y": -0.05634164378765638, "quarterly_revenue_growth_yoy": 0.006386511687316388, "quarterly_earnings_growth_yoy": -0.1980952380952381, "revenue_growth_qoq": -0.03679706601466993, "gross_margin": 0.11765452468587384, "operating_margin": 0.08148242162711004, "net_margin": 0.05343317679908618, "roa_ttm": 0.028910282845807083, "roe_ttm": 0.056311109880065366, "debt_to_ebitda": 2.473912393481836, "net_debt_to_ebitda": 2.2900284048437736, "interest_coverage": 45.50340136054422, "debt_to_equity": 0.4583552613356231, "current_ratio": 1.3484654184833718, "quick_ratio": 0.9873471830383859, "fcf_to_ebitda": 0.48333084168037077, "capex_to_revenue": 0.06809468751901661, "working_capital_to_revenue": 0.12401874277368709, "capital_efficiency": 0.042610696362936226, "financial_health": -0.43812188810469876, "margin_quality": 0.08419004103735668, "growth_momentum": -0.09585436320396086, "company_age_years": 37.24572210814511, "ebitda": 6689000000.0, "spy_multiple": 15.0, "sector_multiple": 8.388913748923699, "sector_premium_over_spy": -0.4407390834050867}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 12.04500429922614, "revenue_cagr_3y": -0.11738775690154268, "revenue_cagr_5y": -0.03587893842616785, "earnings_cagr_3y": -0.05123437619188054, "quarterly_revenue_growth_yoy": 0.11201977938379612, "quarterly_earnings_growth_yoy": 7.7073170731707314, "revenue_growth_qoq": 0.03780617678381257, "gross_margin": 0.1684624593808791, "operating_margin": 0.13083632632119035, "net_margin": 0.09406533264922182, "roa_ttm": 0.04030410838734831, "roe_ttm": 0.12378386469091453, "debt_to_ebitda": 3.30932932072227, "net_debt_to_ebitda": 2.972055030094583, "interest_coverage": 35.784615384615385, "debt_to_equity": 1.1521478820535849, "current_ratio": 1.2724191063174115, "quick_ratio": 0.9338469440164355, "fcf_to_ebitda": 0.5608340498710233, "capex_to_revenue": 0.0444324518798345, "working_capital_to_revenue": 0.11926605504587157, "capital_efficiency": 0.08204398653913142, "financial_health": -1.037204951359548, "margin_quality": 0.13112137278376376, "growth_momentum": 3.9096684262772636, "company_age_years": 39.748117727583846, "ebitda": 4652000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 10.978645212554628, "revenue_cagr_3y": -0.08701841596842208, "revenue_cagr_5y": -0.026153275044806468, "earnings_cagr_3y": 0.03760183735366196, "quarterly_revenue_growth_yoy": 0.12527114967462039, "quarterly_earnings_growth_yoy": 0.606951871657754, "revenue_growth_qoq": 0.064648537711647, "gross_margin": 0.1749397590361446, "operating_margin": 0.13429718875502009, "net_margin": 0.09654618473895582, "roa_ttm": 0.045313290453132905, "roe_ttm": 0.125366568914956, "debt_to_ebitda": 2.819825188716726, "net_debt_to_ebitda": 2.470798569725864, "interest_coverage": 36.74452554744526, "debt_to_equity": 0.9460810450546521, "current_ratio": 1.2215464813205907, "quick_ratio": 0.9056858770151559, "fcf_to_ebitda": 0.6895113230035756, "capex_to_revenue": 0.051463212525622574, "working_capital_to_revenue": 0.10009158707313882, "capital_efficiency": 0.08533992968404445, "financial_health": -0.8431710703232064, "margin_quality": 0.13526104417670684, "growth_momentum": 0.3661115106661872, "company_age_years": 40.0, "ebitda": 5034000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2022-12-31", "company_multiple": 13.633020217729394, "revenue_cagr_3y": -0.014343464664353434, "revenue_cagr_5y": -0.007445921049724857, "earnings_cagr_3y": 0.472874686163286, "quarterly_revenue_growth_yoy": 0.2657028112449799, "quarterly_earnings_growth_yoy": 0.7703826955074875, "revenue_growth_qoq": 0.0537648789621506, "gross_margin": 0.1993907856326945, "operating_margin": 0.16423403985277318, "net_margin": 0.13504251808605153, "roa_ttm": 0.07974962327576214, "roe_ttm": 0.19451512581283573, "debt_to_ebitda": 1.9013996889580094, "net_debt_to_ebitda": 1.6440124416796267, "interest_coverage": 53.14049586776859, "debt_to_equity": 0.6913203279615493, "current_ratio": 1.2483774338492262, "quick_ratio": 0.9156265601597604, "fcf_to_ebitda": 0.32379471228615864, "capex_to_revenue": 0.058310490904560176, "working_capital_to_revenue": 0.1062617920330355, "capital_efficiency": 0.13713237454429894, "financial_health": -0.5606708187034289, "margin_quality": 0.16622244785717308, "growth_momentum": 0.5180427533762337, "company_age_years": 40.99931553730322, "ebitda": 6430000000.0, "spy_multiple": 12.0, "sector_multiple": 6.987785875860565, "sector_premium_over_spy": -0.4176845103449529}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2023-12-31", "company_multiple": 11.299228088984187, "revenue_cagr_3y": 0.17568914050363826, "revenue_cagr_5y": 0.019063572637496806, "earnings_cagr_3y": 0.4379520192938804, "quarterly_revenue_growth_yoy": 0.14100774209925118, "quarterly_earnings_growth_yoy": 0.045112781954887216, "revenue_growth_qoq": 0.08182912154031288, "gross_margin": 0.19977753058954395, "operating_margin": 0.16829810901001113, "net_margin": 0.12369299221357064, "roa_ttm": 0.08762015972642159, "roe_ttm": 0.20813314180989648, "debt_to_ebitda": 1.6034575180916644, "net_debt_to_ebitda": 1.2148217636022514, "interest_coverage": 57.4, "debt_to_equity": 0.5926494625786319, "current_ratio": 1.3227323628219485, "quick_ratio": 0.9952220977976857, "fcf_to_ebitda": 0.6021173948003217, "capex_to_revenue": 0.06470499471857552, "working_capital_to_revenue": 0.13046627433227706, "capital_efficiency": 0.14787665076815903, "financial_health": -0.47655427422567226, "margin_quality": 0.1639228772710419, "growth_momentum": 0.0930602620270692, "company_age_years": 41.998631074606436, "ebitda": 7462000000.0, "spy_multiple": 12.0, "sector_multiple": 6.358514587996477, "sector_premium_over_spy": -0.4701237843336269}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2024-03-31", "company_multiple": 11.609067741516057, "revenue_cagr_3y": 0.18585805998260985, "revenue_cagr_5y": 0.020256595342143635, "earnings_cagr_3y": 0.5286217035478242, "quarterly_revenue_growth_yoy": 0.12590486039296794, "quarterly_earnings_growth_yoy": 0.14346895074946467, "revenue_growth_qoq": -0.03114571746384872, "gross_margin": 0.19517795637198623, "operating_margin": 0.16039035591274398, "net_margin": 0.12261768082663604, "roa_ttm": 0.09060514877967235, "roe_ttm": 0.20910493827160495, "debt_to_ebitda": 1.5823690027304642, "net_debt_to_ebitda": 1.2198673774541673, "interest_coverage": 68.06194690265487, "debt_to_equity": 0.5869020061728395, "current_ratio": 1.3743303051479152, "quick_ratio": 1.021119652146906, "fcf_to_ebitda": 0.5882199973995579, "capex_to_revenue": 0.061860506024802836, "working_capital_to_revenue": 0.14134099504529596, "capital_efficiency": 0.14985504352563866, "financial_health": -0.45968170715851253, "margin_quality": 0.15939533103712208, "growth_momentum": 0.13468690557121632, "company_age_years": 42.247775496235455, "ebitda": 7691000000.0, "spy_multiple": 12.0, "sector_multiple": 7.087813178242647, "sector_premium_over_spy": -0.4093489018131128}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2024-06-30", "company_multiple": 9.710498996990973, "revenue_cagr_3y": 0.17497135308449407, "revenue_cagr_5y": 0.020208968621006518, "earnings_cagr_3y": 0.37154219279848855, "quarterly_revenue_growth_yoy": 0.12841091492776885, "quarterly_earnings_growth_yoy": 0.07647628267182963, "revenue_growth_qoq": 0.049253731343283584, "gross_margin": 0.20538352117299485, "operating_margin": 0.1745267534741219, "net_margin": 0.121676332202648, "roa_ttm": 0.08942134364936301, "roe_ttm": 0.20952968534953254, "debt_to_ebitda": 1.6535857572718153, "net_debt_to_ebitda": 1.2833500501504513, "interest_coverage": 60.42424242424242, "debt_to_equity": 0.6259313748754212, "current_ratio": 1.4922233862519139, "quick_ratio": 1.1292610202272544, "fcf_to_ebitda": 0.5388665997993982, "capex_to_revenue": 0.06156647415289197, "working_capital_to_revenue": 0.173774502830806, "capital_efficiency": 0.14947551449944776, "financial_health": -0.5170966313278252, "margin_quality": 0.16719553561658826, "growth_momentum": 0.10244359879979924, "company_age_years": 42.496919917864474, "ebitda": 7976000000.0, "spy_multiple": 12.0, "sector_multiple": 6.928331690188399, "sector_premium_over_spy": -0.42263902581763346}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 8.571530161844041, "revenue_cagr_3y": 0.16137281247067992, "revenue_cagr_5y": 0.014069842590498816, "earnings_cagr_3y": 0.29193500768236413, "quarterly_revenue_growth_yoy": 0.10216606498194945, "quarterly_earnings_growth_yoy": 0.05609973285841496, "revenue_growth_qoq": 0.00218842324105482, "gross_margin": 0.2098482367070641, "operating_margin": 0.17960476034501582, "net_margin": 0.1294901190086254, "roa_ttm": 0.0899648417880462, "roe_ttm": 0.20817256287480823, "debt_to_ebitda": 1.5844776851397744, "net_debt_to_ebitda": 1.2061059342815106, "interest_coverage": 59.970588235294116, "debt_to_equity": 0.6007624006322346, "current_ratio": 1.4805102763997164, "quick_ratio": 1.1204031813528623, "fcf_to_ebitda": 0.6196665031878372, "capex_to_revenue": 0.06055891993999667, "working_capital_to_revenue": 0.1695094171898439, "capital_efficiency": 0.14906870233142722, "financial_health": -0.4895327789613252, "margin_quality": 0.17298103868690176, "growth_momentum": 0.0791328989201822, "company_age_years": 42.74880219028063, "ebitda": 8156000000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2024-12-31", "company_multiple": 7.880312306357666, "revenue_cagr_3y": 0.14252380793068786, "revenue_cagr_5y": 0.024443873923309933, "earnings_cagr_3y": 0.22136803324324394, "quarterly_revenue_growth_yoy": 0.03270300333704116, "quarterly_earnings_growth_yoy": -0.015287769784172662, "revenue_growth_qoq": 0.013647778141718529, "gross_margin": 0.21122361051271005, "operating_margin": 0.18192589401120207, "net_margin": 0.11794485135717363, "roa_ttm": 0.09116174517216716, "roe_ttm": 0.21112162801703738, "debt_to_ebitda": 1.4963440327178088, "net_debt_to_ebitda": 1.0571322344776304, "interest_coverage": 61.595419847328245, "debt_to_equity": 0.5714150496923806, "current_ratio": 1.4495355553820934, "quick_ratio": 1.1080321598626182, "fcf_to_ebitda": 0.543066055273268, "capex_to_revenue": 0.06117050589661634, "working_capital_to_revenue": 0.1586851096660421, "capital_efficiency": 0.15114168659460225, "financial_health": -0.44925274170402213, "margin_quality": 0.17036478529369525, "growth_momentum": 0.008707616776434248, "company_age_years": 43.00068446269678, "ebitda": 8069000000.0, "spy_multiple": 12.0, "sector_multiple": 6.438778095489484, "sector_premium_over_spy": -0.4634351587092097}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2017-06-30", "company_multiple": 23.542236372898625, "revenue_cagr_3y": -0.14927401675207663, "revenue_cagr_5y": -0.07281140072705161, "earnings_cagr_3y": -0.6692709397208543, "quarterly_revenue_growth_yoy": 0.2925684485006519, "quarterly_earnings_growth_yoy": 1.0087281795511223, "revenue_growth_qoq": 0.15844823556905818, "gross_margin": 0.09743796651200323, "operating_margin": 0.029453298365947147, "net_margin": 0.005648577768811782, "roa_ttm": -0.005804540967423494, "roe_ttm": -0.016485365033082875, "debt_to_ebitda": 5.681100356597045, "net_debt_to_ebitda": 4.59144167091187, "interest_coverage": 16.223140495867767, "debt_to_equity": 1.2506448357070763, "current_ratio": 2.52212389380531, "quick_ratio": 1.960914454277286, "fcf_to_ebitda": 0.7682119205298014, "capex_to_revenue": 0.05517846693973084, "working_capital_to_revenue": 0.3623171445289643, "capital_efficiency": -0.011144953000253185, "financial_health": -1.128502007268745, "margin_quality": 0.04417994754892072, "growth_momentum": 0.6506483140258871, "company_age_years": 45.07871321013005, "ebitda": 1963000000.0, "spy_multiple": 15.0, "sector_multiple": 16.3957767630597, "sector_premium_over_spy": 0.09305178420397997}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 19.800559131134353, "revenue_cagr_3y": -0.1447042461572331, "revenue_cagr_5y": -0.052023683109727714, "earnings_cagr_3y": -0.32804156124613626, "quarterly_revenue_growth_yoy": 0.42029741716671015, "quarterly_earnings_growth_yoy": 59.833333333333336, "revenue_growth_qoq": 0.09824490619326205, "gross_margin": 0.12803085966201322, "operating_margin": 0.11792799412196914, "net_margin": 0.06704628949301984, "roa_ttm": 0.008220240403257077, "roe_ttm": 0.023000976456547684, "debt_to_ebitda": 4.399839098954144, "net_debt_to_ebitda": 3.6363636363636362, "interest_coverage": 17.144827586206898, "debt_to_equity": 1.1867201909515026, "current_ratio": 2.204738100412954, "quick_ratio": 1.6735492284286024, "fcf_to_ebitda": 0.5667739340305712, "capex_to_revenue": 0.059194695470830436, "working_capital_to_revenue": 0.2964012619646008, "capital_efficiency": 0.01561060842990238, "financial_health": -1.0572507609491255, "margin_quality": 0.10433504775900072, "growth_momentum": 30.126815375250022, "company_age_years": 45.3305954825462, "ebitda": 2486000000.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2019-12-31", "company_multiple": 27.170465753424658, "revenue_cagr_3y": 0.08886068845068018, "revenue_cagr_5y": -0.099569313807509, "earnings_cagr_3y": 1.23029440579031, "quarterly_revenue_growth_yoy": -0.12550539083557952, "quarterly_earnings_growth_yoy": -3.4894578313253013, "revenue_growth_qoq": -0.06468468468468469, "gross_margin": 0.11654787131573878, "operating_margin": -0.3182431130803313, "net_margin": -0.31843575418994413, "roa_ttm": -0.044567915829294244, "roe_ttm": -0.14116325511732403, "debt_to_ebitda": 9.621004566210045, "net_debt_to_ebitda": 7.5497716894977165, "interest_coverage": 7.5, "debt_to_equity": 1.3149026460309536, "current_ratio": 2.2984829848298483, "quick_ratio": 1.654981549815498, "fcf_to_ebitda": 0.8356164383561644, "capex_to_revenue": 0.06827918600499822, "working_capital_to_revenue": 0.2826669046769011, "capital_efficiency": -0.09286558547330914, "financial_health": -1.1981963808041336, "margin_quality": -0.1733769986515122, "growth_momentum": -1.8074816110804404, "company_age_years": 47.58110882956879, "ebitda": 1095000000.0, "spy_multiple": 15.0, "sector_multiple": 8.771052182274868, "sector_premium_over_spy": -0.41526318784834215}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 16.146806039488965, "revenue_cagr_3y": -0.15513667583031043, "revenue_cagr_5y": -0.0067663068883956345, "earnings_cagr_3y": -0.2369816444482553, "quarterly_revenue_growth_yoy": 0.15988735919899874, "quarterly_earnings_growth_yoy": 1.1354415274463008, "revenue_growth_qoq": 0.07418139669660968, "gross_margin": 0.1308335581332614, "operating_margin": 0.11707580253574319, "net_margin": 0.06123550040463987, "roa_ttm": 0.006932160443658269, "roe_ttm": 0.026752767527675275, "debt_to_ebitda": 5.740998838559814, "net_debt_to_ebitda": 4.197444831591173, "interest_coverage": 12.850746268656716, "debt_to_equity": 1.8239852398523986, "current_ratio": 2.290493770189202, "quick_ratio": 1.7471158283341024, "fcf_to_ebitda": 0.5818815331010453, "capex_to_revenue": 0.04996260284218399, "working_capital_to_revenue": 0.41832460732984295, "capital_efficiency": 0.016842463985666772, "financial_health": -1.5563211618156245, "margin_quality": 0.10304828702454816, "growth_momentum": 0.6476644433226497, "company_age_years": 49.07871321013005, "ebitda": 1722000000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 12.84602658788774, "revenue_cagr_3y": -0.1448273640266785, "revenue_cagr_5y": 0.0014048653156788493, "earnings_cagr_3y": -0.18440557466609653, "quarterly_revenue_growth_yoy": 0.29747899159663865, "quarterly_earnings_growth_yoy": 14.882352941176471, "revenue_growth_qoq": 0.04127326679255463, "gross_margin": 0.1305699481865285, "operating_margin": 0.11554404145077721, "net_margin": 0.061139896373056994, "roa_ttm": 0.018929845422116526, "roe_ttm": 0.07005808836472452, "debt_to_ebitda": 4.625307730182176, "net_debt_to_ebitda": 3.3293943870014773, "interest_coverage": 15.50381679389313, "debt_to_equity": 1.6535821158246788, "current_ratio": 2.3900152052711605, "quick_ratio": 1.7934617334009124, "fcf_to_ebitda": 0.5741014278680453, "capex_to_revenue": 0.049175727814801826, "working_capital_to_revenue": 0.3847772711329358, "capital_efficiency": 0.04449396689342052, "financial_health": -1.4810469929072878, "margin_quality": 0.10241796200345422, "growth_momentum": 7.589915966386555, "company_age_years": 49.3305954825462, "ebitda": 2031000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 9.989392923649907, "revenue_cagr_3y": -0.10350380079616983, "revenue_cagr_5y": 0.012420744872787326, "earnings_cagr_3y": 0.07461536061959473, "quarterly_revenue_growth_yoy": 0.321285140562249, "quarterly_earnings_growth_yoy": 4.506382978723404, "revenue_growth_qoq": 0.10803108808290156, "gross_margin": 0.14238952536824878, "operating_margin": 0.1285948094458733, "net_margin": 0.19265840542436288, "roa_ttm": 0.06527485327718292, "roe_ttm": 0.21704156115000744, "debt_to_ebitda": 3.491247672253259, "net_debt_to_ebitda": 2.357541899441341, "interest_coverage": 20.813953488372093, "debt_to_equity": 1.3963950543721138, "current_ratio": 2.309103576405016, "quick_ratio": 1.7607988852763585, "fcf_to_ebitda": 0.41415270018621975, "capex_to_revenue": 0.05223929388689114, "working_capital_to_revenue": 0.3685518143184047, "capital_efficiency": 0.14115820721359518, "financial_health": -1.223226956239103, "margin_quality": 0.15454758007949498, "growth_momentum": 2.4138340596428263, "company_age_years": 49.582477754962355, "ebitda": 2685000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2016-09-30", "company_multiple": 59.1282722513089, "revenue_cagr_3y": 0.061517744511744965, "revenue_cagr_5y": 0.12229620583872403, "earnings_cagr_3y": -0.37732459318769174, "quarterly_revenue_growth_yoy": 0.23103057757644394, "quarterly_earnings_growth_yoy": -0.9660493827160493, "revenue_growth_qoq": 0.07837301587301587, "gross_margin": 0.06439742410303588, "operating_margin": -0.04231830726770929, "net_margin": 0.020239190432382703, "roa_ttm": -0.0695865237366003, "roe_ttm": -0.10890614514428147, "debt_to_ebitda": 5.603839441535777, "net_debt_to_ebitda": 4.048865619546248, "interest_coverage": 11.46, "debt_to_equity": 0.30783242258652094, "current_ratio": 2.5083514887436458, "quick_ratio": 2.392883079157589, "fcf_to_ebitda": -0.8760907504363001, "capex_to_revenue": 0.5444255800792304, "working_capital_to_revenue": 0.5877192982456141, "capital_efficiency": -0.08924633444044089, "financial_health": -0.20675753434331023, "margin_quality": 0.014106102422569764, "growth_momentum": -0.3675094025698027, "company_age_years": 19.145790554414784, "ebitda": 573000000.0, "spy_multiple": 15.0, "sector_multiple": 14.322852120014817, "sector_premium_over_spy": -0.04514319199901218}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2016-12-31", "company_multiple": 35.66728462377317, "revenue_cagr_3y": 0.08802137117902453, "revenue_cagr_5y": 0.12966643488091623, "earnings_cagr_3y": -0.6819377313374986, "quarterly_revenue_growth_yoy": 0.5154894671623296, "quarterly_earnings_growth_yoy": 0.9293739967897271, "revenue_growth_qoq": 0.125114995400184, "gross_margin": 0.16189697465249386, "operating_margin": 0.06295993458708095, "net_margin": -0.035977105478331974, "roa_ttm": -0.03384166717297527, "roe_ttm": -0.05350110460090289, "debt_to_ebitda": 3.50381679389313, "net_debt_to_ebitda": 2.2846237731733914, "interest_coverage": 19.934782608695652, "debt_to_equity": 0.30861588704255116, "current_ratio": 2.106002554278416, "quick_ratio": 1.9904214559386972, "fcf_to_ebitda": -0.3914940021810251, "capex_to_revenue": 0.47012658227848103, "working_capital_to_revenue": 0.43848101265822786, "capital_efficiency": -0.043671385886939085, "financial_health": -0.19410418213981456, "margin_quality": 0.06295993458708095, "growth_momentum": 0.7224317319760283, "company_age_years": 19.397672826830938, "ebitda": 917000000.0, "spy_multiple": 15.0, "sector_multiple": 20.964927752834072, "sector_premium_over_spy": 0.3976618501889382}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2019-09-30", "company_multiple": 10.740855878467636, "revenue_cagr_3y": 0.29768769649063254, "revenue_cagr_5y": -0.0077578643463181995, "earnings_cagr_3y": 0.487993908400264, "quarterly_revenue_growth_yoy": 0.11310557807373094, "quarterly_earnings_growth_yoy": -1.4266523374529823, "revenue_growth_qoq": 0.5432164838105432, "gross_margin": 0.27050459511010927, "operating_margin": 0.12294087046991503, "net_margin": -0.13767990289578638, "roa_ttm": 0.009334917053960763, "roe_ttm": 0.032455654101995565, "debt_to_ebitda": 6.41215323645971, "net_debt_to_ebitda": 5.772787318361955, "interest_coverage": 19.868766404199476, "debt_to_equity": 1.3453436807095345, "current_ratio": 1.3342676944639102, "quick_ratio": 1.2322736828693381, "fcf_to_ebitda": 0.30145310435931305, "capex_to_revenue": 0.30463720676486633, "working_capital_to_revenue": 0.2862520458265139, "capital_efficiency": 0.020895285577978165, "financial_health": -1.280236029542344, "margin_quality": 0.08525518756141263, "growth_momentum": -0.6567733796896257, "company_age_years": 37.74674880219028, "ebitda": 7570000000.0, "spy_multiple": 15.0, "sector_multiple": 7.249979073675366, "sector_premium_over_spy": -0.5166680617549756}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2019-12-31", "company_multiple": 26.644329896907216, "revenue_cagr_3y": 0.009083899575749621, "revenue_cagr_5y": -0.12456727015993097, "earnings_cagr_3y": -0.7556583436126829, "quarterly_revenue_growth_yoy": -0.10652173913043478, "quarterly_earnings_growth_yoy": -1.0512820512820513, "revenue_growth_qoq": -0.012810248198558846, "gross_margin": 0.24736415247364152, "operating_margin": 0.059205190592051905, "net_margin": -0.016220600162206, "roa_ttm": 0.0237095579155347, "roe_ttm": 0.03949642063687978, "debt_to_ebitda": 9.451890034364261, "net_debt_to_ebitda": 7.97766323024055, "interest_coverage": 7.461538461538462, "debt_to_equity": 0.45264543734057433, "current_ratio": 1.2234957020057307, "quick_ratio": 1.1822349570200572, "fcf_to_ebitda": 0.34192439862542956, "capex_to_revenue": 0.5036539601027059, "working_capital_to_revenue": 0.07702942919217855, "capital_efficiency": 0.03160298927620724, "financial_health": -0.41026460256655606, "margin_quality": 0.09678291430116248, "growth_momentum": -0.578901895206243, "company_age_years": 49.99315537303217, "ebitda": 582000000.0, "spy_multiple": 15.0, "sector_multiple": 8.771052182274868, "sector_premium_over_spy": -0.41526318784834215}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2020-06-30", "company_multiple": 51.123958333333334, "revenue_cagr_3y": -0.20977831396093038, "revenue_cagr_5y": -0.19942511374222782, "earnings_cagr_3y": 0.7539430494506347, "quarterly_revenue_growth_yoy": -0.6451846488052136, "quarterly_earnings_growth_yoy": -5.658385093167702, "revenue_growth_qoq": -0.521484375, "gross_margin": -0.6959183673469388, "operating_margin": -1.4346938775510205, "net_margin": -1.530612244897959, "roa_ttm": -0.03506220714170302, "roe_ttm": -0.05825503355704698, "debt_to_ebitda": 28.661458333333332, "net_debt_to_ebitda": 25.942708333333332, "interest_coverage": 2.782608695652174, "debt_to_equity": 0.4924384787472036, "current_ratio": 1.3192488262910798, "quick_ratio": 1.2469483568075117, "fcf_to_ebitda": -0.453125, "capex_to_revenue": 0.5590590590590591, "working_capital_to_revenue": 0.08508508508508508, "capital_efficiency": -0.046658620349375, "financial_health": -0.4643240822372666, "margin_quality": -1.220408163265306, "growth_momentum": -3.1517848709864578, "company_age_years": 50.49144421629021, "ebitda": 192000000.0, "spy_multiple": 20.0, "sector_multiple": 7.7833941764078745, "sector_premium_over_spy": -0.6108302911796063}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2021-03-31", "company_multiple": 61.983024390243905, "revenue_cagr_3y": -0.08511284156471877, "revenue_cagr_5y": 0.08800735818340577, "earnings_cagr_3y": -0.35170314898968535, "quarterly_revenue_growth_yoy": 0.1494140625, "quarterly_earnings_growth_yoy": 3.108695652173913, "revenue_growth_qoq": 0.4318734793187348, "gross_margin": 0.3466440101954121, "operating_margin": 0.0994052676295667, "net_margin": 0.08241291418861513, "roa_ttm": -0.07173805736850765, "roe_ttm": -0.12257520382344672, "debt_to_ebitda": 26.365853658536587, "net_debt_to_ebitda": 20.878048780487806, "interest_coverage": 15.76923076923077, "debt_to_equity": 0.5065129791022397, "current_ratio": 1.1321748288572933, "quick_ratio": 1.091100579252238, "fcf_to_ebitda": 2.2536585365853656, "capex_to_revenue": 0.2867692307692308, "working_capital_to_revenue": 0.07723076923076923, "capital_efficiency": -0.09715663059597718, "financial_health": -0.3979557035278556, "margin_quality": 0.1761540640045313, "growth_momentum": 1.6290548573369565, "company_age_years": 51.24161533196441, "ebitda": 205000000.0, "spy_multiple": 20.0, "sector_multiple": 15.87385993485342, "sector_premium_over_spy": -0.20630700325732898}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 28.624132553606238, "revenue_cagr_3y": -0.046597393020868516, "revenue_cagr_5y": 0.05510525451234849, "earnings_cagr_3y": -0.44967879185089554, "quarterly_revenue_growth_yoy": 1.5591836734693878, "quarterly_earnings_growth_yoy": 1.0213333333333334, "revenue_growth_qoq": 0.06542056074766354, "gross_margin": 0.34210526315789475, "operating_margin": 0.08373205741626795, "net_margin": 0.012759170653907496, "roa_ttm": -0.03044943820224719, "roe_ttm": -0.0509685913108896, "debt_to_ebitda": 9.567251461988304, "net_debt_to_ebitda": 7.6764132553606235, "interest_coverage": 8.694915254237289, "debt_to_equity": 0.46153846153846156, "current_ratio": 1.3174603174603174, "quick_ratio": 1.267936507936508, "fcf_to_ebitda": 2.2612085769980506, "capex_to_revenue": 0.2192326856003986, "working_capital_to_revenue": 0.1245640259093174, "capital_efficiency": -0.04070901475656839, "financial_health": -0.40394082580148893, "margin_quality": 0.14619883040935672, "growth_momentum": 1.2902585034013607, "company_age_years": 51.49075975359343, "ebitda": 513000000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 11.191266614542611, "revenue_cagr_3y": -0.022160634697878767, "revenue_cagr_5y": 0.055050481872017665, "earnings_cagr_3y": -0.10189309492976462, "quarterly_revenue_growth_yoy": 0.8896189224704336, "quarterly_earnings_growth_yoy": 1.5804416403785488, "revenue_growth_qoq": 0.1467304625199362, "gross_margin": 0.39360222531293465, "operating_margin": 0.24130737134909597, "net_margin": 0.12795549374130738, "roa_ttm": -0.002389138162111765, "roe_ttm": -0.0037977028529084847, "debt_to_ebitda": 3.137607505863956, "net_debt_to_ebitda": 2.758405003909304, "interest_coverage": 22.43859649122807, "debt_to_equity": 0.37171174509077437, "current_ratio": 0.9874701670644391, "quick_ratio": 0.9415274463007159, "fcf_to_ebitda": 1.1618451915559032, "capex_to_revenue": 0.2185035173736943, "working_capital_to_revenue": -0.004476657429119591, "capital_efficiency": -0.0030934205075101246, "financial_health": -0.34011542042421555, "margin_quality": 0.25428836346777933, "growth_momentum": 1.2350302814244913, "company_age_years": 51.742642026009584, "ebitda": 1279000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2018-06-30", "company_multiple": 17.528243500317057, "revenue_cagr_3y": -0.10776813880126956, "revenue_cagr_5y": -0.04855517672580911, "earnings_cagr_3y": -0.4675827803030046, "quarterly_revenue_growth_yoy": 0.18427518427518427, "quarterly_earnings_growth_yoy": -2.0, "revenue_growth_qoq": 0.07637338097364894, "gross_margin": 0.18713692946058091, "operating_margin": 0.13112033195020747, "net_margin": -0.17634854771784234, "roa_ttm": -0.007236187797935457, "roe_ttm": -0.02632892438233092, "debt_to_ebitda": 3.84717818642993, "net_debt_to_ebitda": 2.9213696892834498, "interest_coverage": 23.191176470588236, "debt_to_equity": 0.7570501622161218, "current_ratio": 1.6497552823206398, "quick_ratio": 0.36480840396323266, "fcf_to_ebitda": -0.11857958148383006, "capex_to_revenue": 0.3234056365203611, "working_capital_to_revenue": 0.5873529795062814, "capital_efficiency": -0.01678255609013319, "financial_health": -0.6724153459180582, "margin_quality": 0.047302904564315344, "growth_momentum": -0.9078624078624079, "company_age_years": 26.286105407255306, "ebitda": 1577000000.0, "spy_multiple": 15.0, "sector_multiple": 12.558074120818645, "sector_premium_over_spy": -0.16279505861209032}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2016-12-31", "company_multiple": 140.59121575310746, "revenue_cagr_3y": 0.34576981486616565, "revenue_cagr_5y": 0.671699736898894, "earnings_cagr_3y": 0.08350414071934864, "quarterly_revenue_growth_yoy": 0.6183270208094609, "quarterly_earnings_growth_yoy": 1.136588957840872, "revenue_growth_qoq": 0.30170054386446304, "gross_margin": 0.5274306531468229, "operating_margin": 0.47066676756102305, "net_margin": 0.13835859295613256, "roa_ttm": -0.030849321828595355, "roe_ttm": -0.044634400569904434, "debt_to_ebitda": 20.742993164514754, "net_debt_to_ebitda": 0.0, "interest_coverage": 5.181704741793051, "debt_to_equity": 0.3028480076333442, "current_ratio": 8.560948113613131, "quick_ratio": 8.551475575851955, "fcf_to_ebitda": -15.914028490450697, "capex_to_revenue": 2.2598201124249915, "working_capital_to_revenue": 3.0028514134701303, "capital_efficiency": -0.037741861199249896, "financial_health": 0.012427490541981168, "margin_quality": 0.3788186712213262, "growth_momentum": 0.8774579893251665, "company_age_years": 4.219028062970568, "ebitda": 53983000.0, "spy_multiple": 15.0, "sector_multiple": 20.964927752834072, "sector_premium_over_spy": 0.3976618501889382}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2017-03-31", "company_multiple": 42.23696535339851, "revenue_cagr_3y": 0.3389046061734702, "revenue_cagr_5y": 0.7044712413661463, "earnings_cagr_3y": 0.7943208162433268, "quarterly_revenue_growth_yoy": 1.6889267383774762, "quarterly_earnings_growth_yoy": 5.140526251823044, "revenue_growth_qoq": 0.27143104231076903, "gross_margin": 0.554678399863963, "operating_margin": 0.49487735407898653, "net_margin": 0.5793181141861157, "roa_ttm": 0.0006516790429690567, "roe_ttm": 0.0008923298967919763, "debt_to_ebitda": 3.9163094476646023, "net_debt_to_ebitda": 3.767568619817014, "interest_coverage": 20.59002044989775, "debt_to_equity": 0.2119119054779511, "current_ratio": 0.81441723447058, "quick_ratio": 0.8020150039538, "fcf_to_ebitda": -10.310587852037838, "capex_to_revenue": 4.490670602321088, "working_capital_to_revenue": -0.0671180222151096, "capital_efficiency": 0.0007720044698805164, "financial_health": -0.20603407763676548, "margin_quality": 0.5429579560430217, "growth_momentum": 3.41472649510026, "company_age_years": 4.465434633812457, "ebitda": 251713000.0, "spy_multiple": 15.0, "sector_multiple": 17.125012020791768, "sector_premium_over_spy": 0.14166746805278452}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2017-12-31", "company_multiple": 15.976493981506115, "revenue_cagr_3y": 0.4476427747637497, "revenue_cagr_5y": 0.718861498185968, "earnings_cagr_3y": 0.051014788101848785, "quarterly_revenue_growth_yoy": 1.15766544872765, "quarterly_earnings_growth_yoy": 3.4753105711383703, "revenue_growth_qoq": 0.325112115066074, "gross_margin": 0.5640590790442742, "operating_margin": 0.5352360005410903, "net_margin": 0.2869757561486395, "roa_ttm": 0.062059185547263314, "roe_ttm": 0.09177428133194795, "debt_to_ebitda": 1.7411145376181894, "net_debt_to_ebitda": 1.6110442775146847, "interest_coverage": 79.37036356959236, "debt_to_equity": 0.2864390297743422, "current_ratio": 0.6210315398629785, "quick_ratio": 0.6052581447383917, "fcf_to_ebitda": -2.791447561717613, "capex_to_revenue": 2.7398613073816436, "working_capital_to_revenue": -0.18158244344296914, "capital_efficiency": 0.07691673343960563, "financial_health": -0.26666919370395226, "margin_quality": 0.4620902785780014, "growth_momentum": 2.31648800993301, "company_age_years": 5.218343600273785, "ebitda": 864502000.0, "spy_multiple": 15.0, "sector_multiple": 13.192646505508895, "sector_premium_over_spy": -0.12049023296607364}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2018-03-31", "company_multiple": 14.164216955403523, "revenue_cagr_3y": 0.6778936294894404, "revenue_cagr_5y": 0.7533171822903852, "earnings_cagr_3y": 2.0318100925905034, "quarterly_revenue_growth_yoy": 1.0363048930833652, "quarterly_earnings_growth_yoy": 0.19612835998326889, "revenue_growth_qoq": 0.19991783443638933, "gross_margin": 0.5949895615866388, "operating_margin": 0.55741127348643, "net_margin": 0.34029227557411273, "roa_ttm": 0.06188388218781824, "roe_ttm": 0.09395979349033419, "debt_to_ebitda": 1.7938529368715257, "net_debt_to_ebitda": 1.7216775181541286, "interest_coverage": 71.73692857142858, "debt_to_equity": 0.3325769607000668, "current_ratio": 0.5339543961505295, "quick_ratio": 0.5192045656509805, "fcf_to_ebitda": -0.786873068961294, "capex_to_revenue": 1.2713038544918458, "working_capital_to_revenue": -0.1954618771313862, "capital_efficiency": 0.07792183783907622, "financial_health": -0.30536186136131555, "margin_quality": 0.49756437021572725, "growth_momentum": 0.616216626533317, "company_age_years": 5.464750171115674, "ebitda": 1004317000.0, "spy_multiple": 15.0, "sector_multiple": 11.317127947195477, "sector_premium_over_spy": -0.2455248035203016}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 11.570963349585568, "revenue_cagr_3y": 0.5264632763898782, "revenue_cagr_5y": 0.6813917459963603, "earnings_cagr_3y": 0.6049013712918028, "quarterly_revenue_growth_yoy": 1.6527777777777777, "quarterly_earnings_growth_yoy": 1.583108715184187, "revenue_growth_qoq": 0.13622843545508626, "gross_margin": 0.6397905759162303, "operating_margin": 0.6094240837696335, "net_margin": 0.33979057591623035, "roa_ttm": 0.019479658995538673, "roe_ttm": 0.03840459810154141, "debt_to_ebitda": 3.386153096050707, "net_debt_to_ebitda": 3.1633349585568014, "interest_coverage": 35.98245614035088, "debt_to_equity": 0.6048071061569277, "current_ratio": 0.7334669338677354, "quick_ratio": 0.7069138276553106, "fcf_to_ebitda": 0.6903949293027791, "capex_to_revenue": 0.3181818181818182, "working_capital_to_revenue": -0.09595959595959595, "capital_efficiency": 0.028942128548540044, "financial_health": -0.5828789970344967, "margin_quality": 0.5296684118673648, "growth_momentum": 1.6179432464809822, "company_age_years": 8.966461327857632, "ebitda": 2051000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2024-12-31", "company_multiple": 7.865158964524152, "revenue_cagr_3y": 0.22269162399453446, "revenue_cagr_5y": 0.27336403024864575, "earnings_cagr_3y": 0.0072420658974481356, "quarterly_revenue_growth_yoy": 0.6671177266576455, "quarterly_earnings_growth_yoy": 0.11875, "revenue_growth_qoq": 0.40212443095599393, "gross_margin": 0.41125541125541126, "operating_margin": 0.38203463203463206, "net_margin": 0.2905844155844156, "roa_ttm": 0.049604707840456515, "roe_ttm": 0.08845664617341531, "debt_to_ebitda": 1.627045424793821, "net_debt_to_ebitda": 1.6059693677182878, "interest_coverage": 224.6764705882353, "debt_to_equity": 0.3293671825312699, "current_ratio": 0.438578258158387, "quick_ratio": 0.41446684680939516, "fcf_to_ebitda": -0.7034952218876817, "capex_to_revenue": 1.0693096253288579, "working_capital_to_revenue": -0.24503311258278146, "capital_efficiency": 0.06903067700693591, "financial_health": -0.3175936622473566, "margin_quality": 0.3612914862914864, "growth_momentum": 0.39293386332882274, "company_age_years": 12.219028062970569, "ebitda": 7639000000.0, "spy_multiple": 12.0, "sector_multiple": 6.438778095489484, "sector_premium_over_spy": -0.4634351587092097}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 13.46744541484716, "revenue_cagr_3y": -0.04330179096217357, "revenue_cagr_5y": 0.09301356813420547, "earnings_cagr_3y": 0.30777222148122463, "quarterly_revenue_growth_yoy": -0.0018198362147406734, "quarterly_earnings_growth_yoy": -0.5513016845329249, "revenue_growth_qoq": 0.07696838798350678, "gross_margin": 0.21969006381039197, "operating_margin": 0.10464904284412033, "net_margin": 0.05341841385597083, "roa_ttm": -0.006195541473350685, "roe_ttm": -0.014767363452461227, "debt_to_ebitda": 3.671943231441048, "net_debt_to_ebitda": 1.5687772925764192, "interest_coverage": 19.48936170212766, "debt_to_equity": 0.45360755225893457, "current_ratio": 1.6504163014899211, "quick_ratio": 1.2145048203330413, "fcf_to_ebitda": 1.0, "capex_to_revenue": 0.02638766949565896, "working_capital_to_revenue": 0.28958150424348844, "capital_efficiency": -0.010481452462905955, "financial_health": -0.34190839319537913, "margin_quality": 0.12591917350349438, "growth_momentum": -0.2765607603738328, "company_age_years": 4.490075290896646, "ebitda": 1832000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2022-12-31", "company_multiple": 25.44252434456929, "revenue_cagr_3y": -0.023773780246037934, "revenue_cagr_5y": 0.004880124647431927, "earnings_cagr_3y": 0.5593492062253487, "quarterly_revenue_growth_yoy": 0.07657247037374658, "quarterly_earnings_growth_yoy": -0.378839590443686, "revenue_growth_qoq": 0.09983237101881169, "gross_margin": 0.22641828958509738, "operating_margin": 0.11227773073666385, "net_margin": 0.030821337849280272, "roa_ttm": -0.01755361165559814, "roe_ttm": -0.041684035014589414, "debt_to_ebitda": 4.987265917602996, "net_debt_to_ebitda": 3.1235955056179776, "interest_coverage": 20.859375, "debt_to_equity": 0.4625538418785605, "current_ratio": 1.3174431202600216, "quick_ratio": 0.9033044420368364, "fcf_to_ebitda": 0.8359550561797753, "capex_to_revenue": 0.03649083002457931, "working_capital_to_revenue": 0.16619398752127057, "capital_efficiency": -0.029618823335093775, "financial_health": -0.3426619059801942, "margin_quality": 0.12317245272368049, "growth_momentum": -0.1511335600349697, "company_age_years": 5.489390828199863, "ebitda": 1335000000.0, "spy_multiple": 12.0, "sector_multiple": 6.987785875860565, "sector_premium_over_spy": -0.4176845103449529}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2023-12-31", "company_multiple": 9.57231624147512, "revenue_cagr_3y": 0.07545012417842356, "revenue_cagr_5y": 0.01760059905494815, "earnings_cagr_3y": -0.12330910044983623, "quarterly_revenue_growth_yoy": 0.15749364944961897, "quarterly_earnings_growth_yoy": 1.4175824175824177, "revenue_growth_qoq": 0.029212468001806956, "gross_margin": 0.2117044623262619, "operating_margin": 0.09524506217995611, "net_margin": 0.06437454279444038, "roa_ttm": 0.05261875761266748, "roe_ttm": 0.12649661634565332, "debt_to_ebitda": 1.5208385956049508, "net_debt_to_ebitda": 0.8524880020207123, "interest_coverage": 87.97777777777777, "debt_to_equity": 0.3917881311816762, "current_ratio": 1.2547917789238703, "quick_ratio": 0.8626741590331768, "fcf_to_ebitda": 0.5657994443041172, "capex_to_revenue": 0.04618340063511977, "working_capital_to_revenue": 0.12976829889834163, "capital_efficiency": 0.0895576869791604, "financial_health": -0.31053775470931266, "margin_quality": 0.12377468910021945, "growth_momentum": 0.7875380335160183, "company_age_years": 6.48870636550308, "ebitda": 3959000000.0, "spy_multiple": 12.0, "sector_multiple": 6.358514587996477, "sector_premium_over_spy": -0.4701237843336269}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 9.176353706716245, "revenue_cagr_3y": 0.1069454451380325, "revenue_cagr_5y": 0.03267927633060741, "earnings_cagr_3y": 3.574878812719504, "quarterly_revenue_growth_yoy": 0.040204788435476584, "quarterly_earnings_growth_yoy": 0.47876447876447875, "revenue_growth_qoq": -0.032357473035439135, "gross_margin": 0.22321945570353213, "operating_margin": 0.13462651997683844, "net_margin": 0.11088592935726693, "roa_ttm": 0.05968558486544098, "roe_ttm": 0.13836555685959603, "debt_to_ebitda": 1.4027422728329073, "net_debt_to_ebitda": 0.7836393214036719, "interest_coverage": 78.23636363636363, "debt_to_equity": 0.37284575946630427, "current_ratio": 1.2953870211102423, "quick_ratio": 0.8845973416731822, "fcf_to_ebitda": 0.49941900999302813, "capex_to_revenue": 0.04692307692307692, "working_capital_to_revenue": 0.13838827838827839, "capital_efficiency": 0.09902557086251851, "financial_health": -0.29865048846709275, "margin_quality": 0.15624396834587917, "growth_momentum": 0.25948463359997764, "company_age_years": 7.238877481177276, "ebitda": 4303000000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2024-12-31", "company_multiple": 9.486517391304348, "revenue_cagr_3y": 0.10317831393146193, "revenue_cagr_5y": 0.03017037440822401, "earnings_cagr_3y": 0.590555135584647, "quarterly_revenue_growth_yoy": 0.07739575713240673, "quarterly_earnings_growth_yoy": 1.6795454545454545, "revenue_growth_qoq": 0.06601042269832079, "gross_margin": 0.20776751765344922, "operating_margin": 0.0903041825095057, "net_margin": 0.16010320478001086, "roa_ttm": 0.07765294684982926, "roe_ttm": 0.1763243563184374, "debt_to_ebitda": 1.3093478260869564, "net_debt_to_ebitda": 0.5780434782608695, "interest_coverage": 83.63636363636364, "debt_to_equity": 0.3564960047351287, "current_ratio": 1.324840274035871, "quick_ratio": 0.9434993457008698, "fcf_to_ebitda": 0.4465217391304348, "capex_to_revenue": 0.045923317402709406, "working_capital_to_revenue": 0.15164037514822667, "capital_efficiency": 0.12698865158413333, "financial_health": -0.26567032360464776, "margin_quality": 0.15272496831432192, "growth_momentum": 0.8784706058389306, "company_age_years": 7.490759753593429, "ebitda": 4600000000.0, "spy_multiple": 12.0, "sector_multiple": 6.438778095489484, "sector_premium_over_spy": -0.4634351587092097}, {"ticker": "NOV", "sector": "Energy", "quarter_date": "2018-06-30", "company_multiple": 30.91023890784983, "revenue_cagr_3y": -0.18630015711472958, "revenue_cagr_5y": -0.17768434399730149, "earnings_cagr_3y": -0.5637141447922129, "quarterly_revenue_growth_yoy": 0.1965909090909091, "quarterly_earnings_growth_yoy": 1.32, "revenue_growth_qoq": 0.17391304347826086, "gross_margin": 0.16809116809116809, "operating_margin": 0.024216524216524215, "net_margin": 0.011396011396011397, "roa_ttm": -0.004251442453689645, "roe_ttm": -0.0060431654676258995, "debt_to_ebitda": 4.6331058020477816, "net_debt_to_ebitda": 2.6928327645051193, "interest_coverage": 25.47826086956522, "debt_to_equity": 0.19532374100719424, "current_ratio": 3.1941659070191433, "quick_ratio": 1.7547857793983592, "fcf_to_ebitda": 0.7747440273037542, "capex_to_revenue": 0.027142857142857142, "working_capital_to_revenue": 0.6251948051948052, "capital_efficiency": -0.005147303960657773, "financial_health": -0.1372018910835498, "margin_quality": 0.06790123456790123, "growth_momentum": 0.7582954545454546, "company_age_years": 21.67008898015058, "ebitda": 586000000.0, "spy_multiple": 15.0, "sector_multiple": 12.558074120818645, "sector_premium_over_spy": -0.16279505861209032}, {"ticker": "NOV", "sector": "Energy", "quarter_date": "2018-09-30", "company_multiple": 28.318356589147285, "revenue_cagr_3y": -0.1329420157709973, "revenue_cagr_5y": -0.17640669182600088, "earnings_cagr_3y": -0.8138386867578787, "quarterly_revenue_growth_yoy": 0.1756683033278778, "quarterly_earnings_growth_yoy": 1.0384615384615385, "revenue_growth_qoq": 0.023266856600189935, "gross_margin": 0.18375870069605568, "operating_margin": 0.035266821345707654, "net_margin": 0.0004640371229698376, "roa_ttm": -0.0028653295128939827, "roe_ttm": -0.004098950093484826, "debt_to_ebitda": 4.207751937984496, "net_debt_to_ebitda": 2.2031007751937985, "interest_coverage": 26.875, "debt_to_equity": 0.19516755357399684, "current_ratio": 3.172671353251318, "quick_ratio": 1.7768014059753954, "fcf_to_ebitda": 0.5937984496124031, "capex_to_revenue": 0.029668411867364748, "working_capital_to_revenue": 0.6164298180004987, "capital_efficiency": -0.0034821398031894043, "financial_health": -0.129594524435053, "margin_quality": 0.07316318638824439, "growth_momentum": 0.6070649208947082, "company_age_years": 21.921971252566735, "ebitda": 645000000.0, "spy_multiple": 15.0, "sector_multiple": 11.164886032003228, "sector_premium_over_spy": -0.25567426453311815}, {"ticker": "NOV", "sector": "Energy", "quarter_date": "2019-03-31", "company_multiple": 14.472366790582404, "revenue_cagr_3y": -0.03945291998509304, "revenue_cagr_5y": -0.1960669695597671, "earnings_cagr_3y": -0.1350694149371685, "quarterly_revenue_growth_yoy": 0.08138238573021182, "quarterly_earnings_growth_yoy": -0.1323529411764706, "revenue_growth_qoq": -0.19166666666666668, "gross_margin": 0.1324742268041237, "operating_margin": -0.02422680412371134, "net_margin": -0.039690721649484534, "roa_ttm": -0.001999800019998, "roe_ttm": -0.002905920813657828, "debt_to_ebitda": 3.2193308550185873, "net_debt_to_ebitda": 1.6456009913258984, "interest_coverage": 32.28, "debt_to_equity": 0.1887395568470759, "current_ratio": 3.299096528768426, "quick_ratio": 1.8102710413694723, "fcf_to_ebitda": 0.4510532837670384, "capex_to_revenue": 0.02883385652831066, "working_capital_to_revenue": 0.5621439367515405, "capital_efficiency": -0.002452860416827914, "financial_health": -0.11689138387287315, "margin_quality": 0.022852233676975947, "growth_momentum": -0.025485277723129383, "company_age_years": 22.420260095824776, "ebitda": 807000000.0, "spy_multiple": 15.0, "sector_multiple": 8.388913748923699, "sector_premium_over_spy": -0.4407390834050867}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2020-12-31", "company_multiple": 23.154341463414635, "revenue_cagr_3y": -0.2425861735998649, "revenue_cagr_5y": 0.033890255499706035, "earnings_cagr_3y": -0.3655686378691384, "quarterly_revenue_growth_yoy": -0.5705967586132875, "quarterly_earnings_growth_yoy": 0.9837199668599834, "revenue_growth_qoq": -0.07363241678726483, "gross_margin": 0.08629631944010498, "operating_margin": -0.0344310441792164, "net_margin": -0.024557895394613508, "roa_ttm": -0.16694595939591522, "roe_ttm": -0.7913918443984401, "debt_to_ebitda": 13.544065040650407, "net_debt_to_ebitda": 9.416585365853658, "interest_coverage": 5.6422018348623855, "debt_to_equity": 1.0025516344903953, "current_ratio": 1.0988459175051848, "quick_ratio": 0.9693140794223827, "fcf_to_ebitda": 1.3034146341463415, "capex_to_revenue": 0.0392153860288488, "working_capital_to_revenue": 0.15764248307965578, "capital_efficiency": -0.47916890189717765, "financial_health": -0.7341869176589029, "margin_quality": 0.009102459955425022, "growth_momentum": 0.20656160412334795, "company_age_years": 19.548254620123203, "ebitda": 307500000.0, "spy_multiple": 20.0, "sector_multiple": 12.23141623175586, "sector_premium_over_spy": -0.38842918841220697}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2022-12-31", "company_multiple": 8.721531435530522, "revenue_cagr_3y": -0.22725025904543128, "revenue_cagr_5y": -0.14128273548028825, "earnings_cagr_3y": -0.6975317927511069, "quarterly_revenue_growth_yoy": 0.128930611173111, "quarterly_earnings_growth_yoy": 0.5709698137443803, "revenue_growth_qoq": -0.007674552798615118, "gross_margin": 0.1550851892771995, "operating_margin": 0.041460719893004594, "net_margin": -0.03884398441588649, "roa_ttm": -0.014474339019302649, "roe_ttm": -0.042188753780630826, "debt_to_ebitda": 2.0803775308266097, "net_debt_to_ebitda": 0.4711523824021921, "interest_coverage": 19.320588235294117, "debt_to_equity": 0.42176408863650394, "current_ratio": 1.1950985794025346, "quick_ratio": 0.9460268787581151, "fcf_to_ebitda": 0.2956309940630233, "capex_to_revenue": 0.023477110189273977, "working_capital_to_revenue": 0.12108776781598941, "capital_efficiency": -0.02833154639996674, "financial_health": -0.19647694129977727, "margin_quality": 0.0525673082514392, "growth_momentum": 0.34995021245874564, "company_age_years": 21.54688569472964, "ebitda": 656900000.0, "spy_multiple": 12.0, "sector_multiple": 6.987785875860565, "sector_premium_over_spy": -0.4176845103449529}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2024-03-31", "company_multiple": 10.955525187292208, "revenue_cagr_3y": 0.0775692618475814, "revenue_cagr_5y": -0.06858537989794156, "earnings_cagr_3y": -0.24716904708944065, "quarterly_revenue_growth_yoy": 0.18900663794107372, "quarterly_earnings_growth_yoy": 391.75, "revenue_growth_qoq": -0.018552340670960298, "gross_margin": 0.1671890303623898, "operating_margin": 0.08036238981390793, "net_margin": 0.07693437806072478, "roa_ttm": 0.01976080187485559, "roe_ttm": 0.05974915998536212, "debt_to_ebitda": 1.1245512299774936, "net_debt_to_ebitda": 0.4831077975541819, "interest_coverage": 41.14772723484848, "debt_to_equity": 0.4064007452011045, "current_ratio": 1.1553682578895106, "quick_ratio": 0.8550461381966141, "fcf_to_ebitda": 0.6590260523419185, "capex_to_revenue": 0.02697596820295153, "working_capital_to_revenue": 0.07869524148337156, "capital_efficiency": 0.03975498093010885, "financial_health": -0.2184862360390529, "margin_quality": 0.10816193274567416, "growth_momentum": 195.96950331897054, "company_age_years": 22.795345653661876, "ebitda": 1086299999.0, "spy_multiple": 12.0, "sector_multiple": 7.087813178242647, "sector_premium_over_spy": -0.4093489018131128}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2019-06-30", "company_multiple": 10.715223058210606, "revenue_cagr_3y": 0.23359200367657662, "revenue_cagr_5y": -0.06291480163757424, "earnings_cagr_3y": 0.9395556360402055, "quarterly_revenue_growth_yoy": 0.060261499956848194, "quarterly_earnings_growth_yoy": -18.31605894105894, "revenue_growth_qoq": -0.045631100284656834, "gross_margin": 0.14557090820292629, "operating_margin": -0.24401212836531613, "net_margin": -0.22483843866192618, "roa_ttm": -0.012273248844952987, "roe_ttm": -0.01767498059854644, "debt_to_ebitda": 0.9108915843904645, "net_debt_to_ebitda": 0.2906472847463719, "interest_coverage": 86.26290554578871, "debt_to_equity": 0.1200597110563133, "current_ratio": 2.8582936859517676, "quick_ratio": 2.4738736985501606, "fcf_to_ebitda": 0.5520827350592037, "capex_to_revenue": 0.19235594717990068, "working_capital_to_revenue": 0.25496993428229625, "capital_efficiency": -0.014974114721749714, "financial_health": -0.06329296772847223, "margin_quality": -0.10775988627477201, "growth_momentum": -9.127898720551046, "company_age_years": 38.704996577686515, "ebitda": 539747000.0, "spy_multiple": 15.0, "sector_multiple": 8.058293169186854, "sector_premium_over_spy": -0.4627804553875431}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2020-06-30", "company_multiple": 259.6002509606148, "revenue_cagr_3y": -0.13977462668191898, "revenue_cagr_5y": -0.13614067541940134, "earnings_cagr_3y": 0.28199586583827396, "quarterly_revenue_growth_yoy": -0.5386976833426844, "quarterly_earnings_growth_yoy": 0.7030701499195128, "revenue_growth_qoq": -0.4991406778938796, "gross_margin": 0.012780274385248484, "operating_margin": -0.13451431164215222, "net_margin": -0.14472340908231557, "roa_ttm": -0.07993892380307138, "roe_ttm": -0.11680693227469385, "debt_to_ebitda": 59.085134486071084, "net_debt_to_ebitda": 7.90297790585975, "interest_coverage": 1.359673469387755, "debt_to_equity": 0.1448918554665013, "current_ratio": 4.090334356043557, "quick_ratio": 3.6235738147641916, "fcf_to_ebitda": 56.056796349663784, "capex_to_revenue": 0.07937472626212913, "working_capital_to_revenue": 0.33791196138546353, "capital_efficiency": -0.09837292803888262, "financial_health": -0.05552338260070329, "margin_quality": -0.08881914877973977, "growth_momentum": 0.08218623328841418, "company_age_years": 39.70704996577687, "ebitda": 8328000.0, "spy_multiple": 20.0, "sector_multiple": 7.7833941764078745, "sector_premium_over_spy": -0.6108302911796063}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2021-03-31", "company_multiple": 55.51605247376312, "revenue_cagr_3y": -0.19955003142821115, "revenue_cagr_5y": -0.07535331780589194, "earnings_cagr_3y": 1.1698430256561463, "quarterly_revenue_growth_yoy": -0.5325871671409115, "quarterly_earnings_growth_yoy": 0.7121124060890586, "revenue_growth_qoq": 0.20210490427272026, "gross_margin": -0.149349531182999, "operating_margin": -0.300218454879107, "net_margin": -0.4097531493630369, "roa_ttm": -0.06474177568773506, "roe_ttm": -0.09632661585318397, "debt_to_ebitda": 9.026368065967016, "net_debt_to_ebitda": 1.0195652173913043, "interest_coverage": 9.265497482201772, "debt_to_equity": 0.15619146634428296, "current_ratio": 3.889353465578709, "quick_ratio": 3.5057968307214145, "fcf_to_ebitda": 5.393796851574213, "capex_to_revenue": 0.07229874393711166, "working_capital_to_revenue": 0.6805694551194135, "capital_efficiency": -0.08053419577045952, "financial_health": -0.06307173758486513, "margin_quality": -0.2864403784750476, "growth_momentum": 0.08976261947407355, "company_age_years": 40.45722108145106, "ebitda": 53360000.0, "spy_multiple": 20.0, "sector_multiple": 15.87385993485342, "sector_premium_over_spy": -0.20630700325732898}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 116.56433116111843, "revenue_cagr_3y": -0.20000759658834566, "revenue_cagr_5y": -0.019445252297449755, "earnings_cagr_3y": 0.9111892035869535, "quarterly_revenue_growth_yoy": 0.046788545644748616, "quarterly_earnings_growth_yoy": -0.21713477030263445, "revenue_growth_qoq": 0.12169321101660865, "gross_margin": -0.09009882214121663, "operating_margin": -0.23256464978793726, "net_margin": -0.16827457083256825, "roa_ttm": -0.06829711575573073, "roe_ttm": -0.10206931264829663, "debt_to_ebitda": 15.440981027896376, "net_debt_to_ebitda": 3.5456004622644537, "interest_coverage": 5.224048297836659, "debt_to_equity": 0.15991252389119742, "current_ratio": 3.7072721173308807, "quick_ratio": 3.3660106822062485, "fcf_to_ebitda": 3.641648743218516, "capex_to_revenue": 0.06371765088252566, "working_capital_to_revenue": 0.663179529984451, "capital_efficiency": -0.08518321420201369, "financial_health": -0.07748104290612083, "margin_quality": -0.16364601425390737, "growth_momentum": -0.08517311232894292, "company_age_years": 40.70636550308008, "ebitda": 31151000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2022-12-31", "company_multiple": 8.760480423270444, "revenue_cagr_3y": 0.05396668682138195, "revenue_cagr_5y": 0.04991340008390255, "earnings_cagr_3y": 0.4807733475566527, "quarterly_revenue_growth_yoy": 0.7561459507738261, "quarterly_earnings_growth_yoy": 2.8585317767125407, "revenue_growth_qoq": 0.1398709395373591, "gross_margin": 0.26930938792752457, "operating_margin": 0.19234280616477475, "net_margin": 0.1336131966533127, "roa_ttm": 0.03475505049131339, "roe_ttm": 0.0558564301703553, "debt_to_ebitda": 0.8534130580692215, "net_debt_to_ebitda": 0.4931647670739356, "interest_coverage": 146.08243398392653, "debt_to_equity": 0.19777898799516966, "current_ratio": 2.2970200459568413, "quick_ratio": 2.103735111410202, "fcf_to_ebitda": 0.19487290726497944, "capex_to_revenue": 0.1262369664965242, "working_capital_to_revenue": 0.2571104597730749, "capital_efficiency": 0.04530574033083434, "financial_health": -0.1458311421038334, "margin_quality": 0.198421796915204, "growth_momentum": 1.8073388637431833, "company_age_years": 42.209445585215605, "ebitda": 636189000.0, "spy_multiple": 12.0, "sector_multiple": 6.987785875860565, "sector_premium_over_spy": -0.4176845103449529}, {"ticker": "CHX", "sector": "Energy", "quarter_date": "2023-12-31", "company_multiple": 8.226094852361248, "revenue_cagr_3y": 0.10144418026553947, "revenue_cagr_5y": 0.24837472779752678, "earnings_cagr_3y": 1.1892822922220052, "quarterly_revenue_growth_yoy": -0.042906918360205104, "quarterly_earnings_growth_yoy": 0.1376571319097514, "revenue_growth_qoq": 0.004013692522635544, "gross_margin": 0.2991007413452316, "operating_margin": 0.17388493516541167, "net_margin": 0.08181611034862833, "roa_ttm": 0.0969361156577625, "roe_ttm": 0.18742328324452381, "debt_to_ebitda": 0.8582562637077693, "net_debt_to_ebitda": 0.4685545123545491, "interest_coverage": 53.62514484356895, "debt_to_equity": 0.3790365389455703, "current_ratio": 1.8210396947169527, "quick_ratio": 1.1547354260433422, "fcf_to_ebitda": 0.5374350400293872, "capex_to_revenue": 0.037869400537745276, "working_capital_to_revenue": 0.1710003365896945, "capital_efficiency": 0.14217969945114317, "financial_health": -0.26543854120300014, "margin_quality": 0.18493392895309055, "growth_momentum": 0.04737510677477315, "company_age_years": 5.678302532511978, "ebitda": 740456000.0, "spy_multiple": 12.0, "sector_multiple": 6.358514587996477, "sector_premium_over_spy": -0.4701237843336269}, {"ticker": "CHX", "sector": "Energy", "quarter_date": "2024-03-31", "company_multiple": 9.434382737038966, "revenue_cagr_3y": 0.10422927877856725, "revenue_cagr_5y": 0.25039432942207807, "earnings_cagr_3y": 1.6945445085029363, "quarterly_revenue_growth_yoy": -0.027633345178505336, "quarterly_earnings_growth_yoy": 0.7774192532896808, "revenue_growth_qoq": -0.022695020428061957, "gross_margin": 0.3244666488096723, "operating_margin": 0.13749524205083605, "net_margin": 0.12245741161058883, "roa_ttm": 0.10942960605173296, "roe_ttm": 0.2125909768290808, "debt_to_ebitda": 0.8269320681337597, "net_debt_to_ebitda": 0.31420613331349817, "interest_coverage": 54.027412988876925, "debt_to_equity": 0.3639798113142465, "current_ratio": 1.8287621423872606, "quick_ratio": 1.1557830655122132, "fcf_to_ebitda": 0.6291839781529928, "capex_to_revenue": 0.03957740444401096, "working_capital_to_revenue": 0.1792488851388194, "capital_efficiency": 0.16101029144040688, "financial_health": -0.23085892718141243, "margin_quality": 0.1948064341570324, "growth_momentum": 0.3748929540555877, "company_age_years": 5.927446954141, "ebitda": 752872000.0, "spy_multiple": 12.0, "sector_multiple": 7.087813178242647, "sector_premium_over_spy": -0.4093489018131128}, {"ticker": "CHX", "sector": "Energy", "quarter_date": "2024-06-30", "company_multiple": 8.947531227948044, "revenue_cagr_3y": 0.060394324327307514, "revenue_cagr_5y": 0.23890250830279536, "earnings_cagr_3y": 0.9355180972812926, "quarterly_revenue_growth_yoy": -0.0359680552557738, "quarterly_earnings_growth_yoy": -0.4512458636491748, "revenue_growth_qoq": -0.03130649217419028, "gross_margin": 0.31833081077208286, "operating_margin": 0.11632179224245247, "net_margin": 0.05884993596575287, "roa_ttm": 0.09740586257425501, "roe_ttm": 0.1835945804240884, "debt_to_ebitda": 0.8741500437130088, "net_debt_to_ebitda": 0.33940058111788374, "interest_coverage": 47.69334025030802, "debt_to_equity": 0.36840223361248714, "current_ratio": 1.985950350760267, "quick_ratio": 1.245266969445036, "fcf_to_ebitda": 0.5748022717167995, "capex_to_revenue": 0.04065183084776455, "working_capital_to_revenue": 0.19397926489239206, "capital_efficiency": 0.1405002214991717, "financial_health": -0.22015511241850577, "margin_quality": 0.16450084632676273, "growth_momentum": -0.2436069594524743, "company_age_years": 6.176591375770021, "ebitda": 735479000.0, "spy_multiple": 12.0, "sector_multiple": 6.928331690188399, "sector_premium_over_spy": -0.42263902581763346}, {"ticker": "CHX", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 8.357255366505504, "revenue_cagr_3y": 0.03451767097826708, "revenue_cagr_5y": 0.26633556881664133, "earnings_cagr_3y": 0.08211344306899271, "quarterly_revenue_growth_yoy": -0.03538050805345489, "quarterly_earnings_growth_yoy": -0.07338729394808971, "revenue_growth_qoq": 0.014845422223018297, "gross_margin": 0.3284701163664202, "operating_margin": 0.12935877679025473, "net_margin": 0.07943229865873609, "roa_ttm": 0.09317041975805736, "roe_ttm": 0.17345326873577283, "debt_to_ebitda": 0.8542762423015503, "net_debt_to_ebitda": 0.31768223226770886, "interest_coverage": 51.294192544387066, "debt_to_equity": 0.3414383429513148, "current_ratio": 1.9430940331214046, "quick_ratio": 1.2043378285998385, "fcf_to_ebitda": 0.5772934002256097, "capex_to_revenue": 0.03621933263693012, "working_capital_to_revenue": 0.19044190684984127, "capital_efficiency": 0.13331184424691508, "financial_health": -0.21118282355212312, "margin_quality": 0.17908706393847038, "growth_momentum": -0.0543839010007723, "company_age_years": 6.4284736481861735, "ebitda": 725146000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2022-12-31", "company_multiple": 11.851672070047393, "revenue_cagr_3y": -0.08536219650527488, "revenue_cagr_5y": -0.007422569777427501, "earnings_cagr_3y": 0.9003457448405139, "quarterly_revenue_growth_yoy": -0.024154589371980676, "quarterly_earnings_growth_yoy": -0.34615384615384615, "revenue_growth_qoq": -0.12301013024602026, "gross_margin": 0.3201320132013201, "operating_margin": -0.10231023102310231, "net_margin": -0.5775577557755776, "roa_ttm": -0.03038755137991779, "roe_ttm": -0.057547956630525435, "debt_to_ebitda": 8.760663507109005, "net_debt_to_ebitda": 7.951421800947867, "interest_coverage": 3.209125475285171, "debt_to_equity": 0.6852006301547586, "current_ratio": 1.2888318356867778, "quick_ratio": 1.0397946084724006, "fcf_to_ebitda": -0.3187203791469194, "capex_to_revenue": 0.2784466019417476, "working_capital_to_revenue": 0.17475728155339806, "capital_efficiency": -0.04396775400522161, "financial_health": -0.580794136802961, "margin_quality": -0.11991199119911992, "growth_momentum": -0.1851542177629134, "company_age_years": 29.596167008898014, "ebitda": 844000000.0, "spy_multiple": 12.0, "sector_multiple": 6.987785875860565, "sector_premium_over_spy": -0.4176845103449529}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2023-03-31", "company_multiple": 12.843839285714285, "revenue_cagr_3y": -0.0508511913263876, "revenue_cagr_5y": -0.004559460510900171, "earnings_cagr_3y": 0.05857661383354995, "quarterly_revenue_growth_yoy": 0.1075085324232082, "quarterly_earnings_growth_yoy": -1.6571428571428573, "revenue_growth_qoq": 0.07095709570957096, "gross_margin": 0.3697996918335901, "operating_margin": -0.24191063174114022, "net_margin": -0.7164869029275809, "roa_ttm": -0.04511240962662177, "roe_ttm": -0.08824099186361875, "debt_to_ebitda": 8.510044642857142, "net_debt_to_ebitda": 7.676339285714286, "interest_coverage": 3.5983935742971886, "debt_to_equity": 0.7385703215807826, "current_ratio": 1.9287749287749287, "quick_ratio": 1.5584045584045585, "fcf_to_ebitda": -0.3236607142857143, "capex_to_revenue": 0.2623199393479909, "working_capital_to_revenue": 0.3707354056103108, "capital_efficiency": -0.06667670074512026, "financial_health": -0.674167280210321, "margin_quality": -0.19619928094504366, "growth_momentum": -0.7748171623598246, "company_age_years": 29.842573579739906, "ebitda": 896000000.0, "spy_multiple": 12.0, "sector_multiple": 4.84509456278845, "sector_premium_over_spy": -0.5962421197676291}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2023-06-30", "company_multiple": 13.811327944572747, "revenue_cagr_3y": -0.07796333067374783, "revenue_cagr_5y": -0.01594337975950144, "earnings_cagr_3y": -0.3075700380857129, "quarterly_revenue_growth_yoy": 0.05346820809248555, "quarterly_earnings_growth_yoy": -1.4264705882352942, "revenue_growth_qoq": 0.12326656394453005, "gross_margin": 0.33607681755829905, "operating_margin": -0.05761316872427984, "net_margin": -0.22633744855967078, "roa_ttm": -0.04986889625488547, "roe_ttm": -0.09688581314878893, "debt_to_ebitda": 8.599307159353348, "net_debt_to_ebitda": 7.651270207852194, "interest_coverage": 5.154761904761905, "debt_to_equity": 0.7157823913879278, "current_ratio": 1.9588080631025417, "quick_ratio": 1.6108676599474145, "fcf_to_ebitda": -0.1558891454965358, "capex_to_revenue": 0.2441121495327103, "working_capital_to_revenue": 0.40897196261682245, "capital_efficiency": -0.0733773547018372, "financial_health": -0.6470027216678323, "margin_quality": 0.017375400091449472, "growth_momentum": -0.6865011900714043, "company_age_years": 30.091718001368925, "ebitda": 866000000.0, "spy_multiple": 12.0, "sector_multiple": 5.381828326944926, "sector_premium_over_spy": -0.5515143060879228}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2023-12-31", "company_multiple": 16.17943425150273, "revenue_cagr_3y": 0.024054426313447452, "revenue_cagr_5y": -0.0018787035587165546, "earnings_cagr_3y": 0.4112713933253358, "quarterly_revenue_growth_yoy": 0.22277227722772278, "quarterly_earnings_growth_yoy": 0.7028571428571428, "revenue_growth_qoq": 0.03927068723702665, "gross_margin": 0.26720647773279355, "operating_margin": -0.09581646423751687, "net_margin": -0.14035087719298245, "roa_ttm": -0.04710180705045917, "roe_ttm": -0.09159865578492558, "debt_to_ebitda": 10.202185792349727, "net_debt_to_ebitda": 9.16120218579235, "interest_coverage": 244.0, "debt_to_equity": 0.7170427268362938, "current_ratio": 1.521832498210451, "quick_ratio": 1.2168933428775948, "fcf_to_ebitda": -0.3592896174863388, "capex_to_revenue": 0.1507768361581921, "working_capital_to_revenue": 0.2574152542372881, "capital_efficiency": -0.06935023141769238, "financial_health": -0.6386139997073177, "margin_quality": 0.010346378767431405, "growth_momentum": 0.4628147100424328, "company_age_years": 30.595482546201232, "ebitda": 732000000.0, "spy_multiple": 12.0, "sector_multiple": 6.358514587996477, "sector_premium_over_spy": -0.4701237843336269}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2024-06-30", "company_multiple": 13.87575360419397, "revenue_cagr_3y": 0.09487978497197225, "revenue_cagr_5y": 0.025809671066457263, "earnings_cagr_3y": 0.06093626702436605, "quarterly_revenue_growth_yoy": 0.18106995884773663, "quarterly_earnings_growth_yoy": 0.2545454545454545, "revenue_growth_qoq": 0.12844036697247707, "gross_margin": 0.3797909407665505, "operating_margin": -0.06852497096399536, "net_margin": -0.14285714285714285, "roa_ttm": -0.017170971709717098, "roe_ttm": -0.0325924542398207, "debt_to_ebitda": 9.568807339449542, "net_debt_to_ebitda": 8.422018348623853, "interest_coverage": 10.31081081081081, "debt_to_equity": 0.6818266716473664, "current_ratio": 1.357279084551812, "quick_ratio": 1.077558804831532, "fcf_to_ebitda": -0.44036697247706424, "capex_to_revenue": 0.1419753086419753, "working_capital_to_revenue": 0.1825860948667966, "capital_efficiency": -0.024881712974768898, "financial_health": -0.5896540894807529, "margin_quality": 0.05613627564847077, "growth_momentum": 0.21780770669659558, "company_age_years": 31.093771389459274, "ebitda": 763000000.0, "spy_multiple": 12.0, "sector_multiple": 6.928331690188399, "sector_premium_over_spy": -0.42263902581763346}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 10.774789029535865, "revenue_cagr_3y": 0.14835985392417572, "revenue_cagr_5y": 0.0387199070105575, "earnings_cagr_3y": 0.5604907507078847, "quarterly_revenue_growth_yoy": 0.32959326788218796, "quarterly_earnings_growth_yoy": -1.2454545454545454, "revenue_growth_qoq": 0.10104529616724739, "gross_margin": 0.4061181434599156, "operating_margin": -0.5116033755274262, "net_margin": -0.5210970464135021, "roa_ttm": -0.031932342388518706, "roe_ttm": -0.06091718001368925, "debt_to_ebitda": 7.341772151898734, "net_debt_to_ebitda": 6.4978902953586495, "interest_coverage": 11.85, "debt_to_equity": 0.6805514813728366, "current_ratio": 1.6373165618448637, "quick_ratio": 1.3403214535290007, "fcf_to_ebitda": -0.11181434599156118, "capex_to_revenue": 0.13431934802293993, "working_capital_to_revenue": 0.27527920313914883, "capital_efficiency": -0.046424761201103976, "financial_health": -0.5948612322924659, "margin_quality": -0.2088607594936709, "growth_momentum": -0.4579306387861787, "company_age_years": 31.345653661875428, "ebitda": 948000000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 17.79569126566642, "revenue_cagr_3y": -0.3010296824421945, "revenue_cagr_5y": 0.08515211298222325, "earnings_cagr_3y": 1.1285099479729817, "quarterly_revenue_growth_yoy": 0.16532470644620179, "quarterly_earnings_growth_yoy": 0.31279434850863425, "revenue_growth_qoq": 0.21103727654205182, "gross_margin": -0.299875931371541, "operating_margin": -0.3749820066215633, "net_margin": -0.35407198722298766, "roa_ttm": -0.1393808491572268, "roe_ttm": -0.23696186958467502, "debt_to_ebitda": 6.302863329123236, "net_debt_to_ebitda": 4.799150578078807, "interest_coverage": 13.462070254110612, "debt_to_equity": 0.5024182435635667, "current_ratio": 1.7312816458931042, "quick_ratio": 1.616238815327686, "fcf_to_ebitda": 0.16148038140709794, "capex_to_revenue": 0.08374893951459696, "working_capital_to_revenue": 0.22341031286271204, "capital_efficiency": -0.18817135937095092, "financial_health": -0.4284098449291574, "margin_quality": -0.3429766417386973, "growth_momentum": 0.23905952747741802, "company_age_years": 27.65776865160849, "ebitda": 144098000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 15.937389573059782, "revenue_cagr_3y": -0.2555623281591197, "revenue_cagr_5y": 0.11665546172630359, "earnings_cagr_3y": 0.034160015631412355, "quarterly_revenue_growth_yoy": 0.7277361797036801, "quarterly_earnings_growth_yoy": 0.2596801384342304, "revenue_growth_qoq": 0.22658290320590593, "gross_margin": -0.19069533509367534, "operating_margin": -0.25150257764365647, "net_margin": -0.23191248585439456, "roa_ttm": -0.13231214434112365, "roe_ttm": -0.23136102732601432, "debt_to_ebitda": 5.986432319822789, "net_debt_to_ebitda": 4.725363255188418, "interest_coverage": 14.198633342694, "debt_to_equity": 0.5262067227036847, "current_ratio": 1.604053723044778, "quick_ratio": 1.5009871653745475, "fcf_to_ebitda": -0.35668890588328367, "capex_to_revenue": 0.0911247097101015, "working_capital_to_revenue": 0.18416863942328024, "capital_efficiency": -0.181836585833569, "financial_health": -0.4593710459358726, "margin_quality": -0.2247034661972421, "growth_momentum": 0.49370815906895527, "company_age_years": 27.90965092402464, "ebitda": 151684000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 14.93318832968636, "revenue_cagr_3y": -0.1631348568112747, "revenue_cagr_5y": 0.13571505225175273, "earnings_cagr_3y": 0.2159665083959652, "quarterly_revenue_growth_yoy": 1.112730467706215, "quarterly_earnings_growth_yoy": -2.39655674148338, "revenue_growth_qoq": 0.303471785629462, "gross_margin": -0.6936824346774764, "operating_margin": -0.7734392584669009, "net_margin": -0.775627930108276, "roa_ttm": -0.2212909520705594, "roe_ttm": -0.4066792710969396, "debt_to_ebitda": 5.013648431801605, "net_debt_to_ebitda": 4.327877461706783, "interest_coverage": 16.194953694953696, "debt_to_equity": 0.5338433923355703, "current_ratio": 1.3391051570139474, "quick_ratio": 1.2419187203024873, "fcf_to_ebitda": -0.4132691466083151, "capex_to_revenue": 0.1225571649739404, "working_capital_to_revenue": 0.10891022717140686, "capital_efficiency": -0.3139851115837495, "financial_health": -0.4898289629101382, "margin_quality": -0.7475832077508843, "growth_momentum": -0.6419131368885824, "company_age_years": 28.161533196440793, "ebitda": 171375000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 8.937781633978886, "revenue_cagr_3y": 0.5594416579506631, "revenue_cagr_5y": 0.17794310284204107, "earnings_cagr_3y": 1.2761611663480181, "quarterly_revenue_growth_yoy": 0.34185507567338835, "quarterly_earnings_growth_yoy": -19576.22, "revenue_growth_qoq": 0.006696365656574647, "gross_margin": -0.021636106694409612, "operating_margin": -0.7298945935152834, "net_margin": -0.7211502613426544, "roa_ttm": -0.14328391695257808, "roe_ttm": -0.23988448474745566, "debt_to_ebitda": 2.714540396224664, "net_debt_to_ebitda": 2.4698320610027995, "interest_coverage": 25.754474708171205, "debt_to_equity": 0.35307809070254936, "current_ratio": 1.5170631009713398, "quick_ratio": 1.3158170647319087, "fcf_to_ebitda": 1.2281389009395174, "capex_to_revenue": 0.1281546692440966, "working_capital_to_revenue": 0.07652429021396726, "capital_efficiency": -0.19158420085001687, "financial_health": -0.3233290927601445, "margin_quality": -0.4908936538507825, "growth_momentum": -9787.939072462164, "company_age_years": 30.910335386721425, "ebitda": 463323000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2024-12-31", "company_multiple": 14.325452539229092, "revenue_cagr_3y": 0.3556174478579095, "revenue_cagr_5y": 0.1874241525536171, "earnings_cagr_3y": -0.477603968839442, "quarterly_revenue_growth_yoy": -0.2664757116157941, "quarterly_earnings_growth_yoy": -1.8326392251815982, "revenue_growth_qoq": -0.1437399334817738, "gross_margin": 0.04119745124275579, "operating_margin": -0.026963304607468153, "net_margin": -0.04438554901108735, "roa_ttm": -0.1659443973788482, "roe_ttm": -0.2793076853607354, "debt_to_ebitda": 4.246808193769378, "net_debt_to_ebitda": 3.4372402214971367, "interest_coverage": 16.66820874471086, "debt_to_equity": 0.36201906444731885, "current_ratio": 1.5383916493367522, "quick_ratio": 1.340025392135089, "fcf_to_ebitda": 1.682721598678599, "capex_to_revenue": 0.12614303211786138, "working_capital_to_revenue": 0.08429332504758819, "capital_efficiency": -0.2226260413697918, "financial_health": -0.3109406852865213, "margin_quality": -0.010050467458599903, "growth_momentum": -1.0495574683986961, "company_age_years": 31.16221765913758, "ebitda": 295444000.0, "spy_multiple": 12.0, "sector_multiple": 6.438778095489484, "sector_premium_over_spy": -0.4634351587092097}, {"ticker": "COP", "sector": "Energy", "quarter_date": "2017-03-31", "company_multiple": 11.09811566705562, "revenue_cagr_3y": -0.21464223735418686, "revenue_cagr_5y": -0.1254184450522332, "earnings_cagr_3y": -0.34889773328001505, "quarterly_revenue_growth_yoy": 0.45811364967779733, "quarterly_earnings_growth_yoy": 1.3989108236895849, "revenue_growth_qoq": 0.08975481611208407, "gross_margin": 0.0649524574795768, "operating_margin": 0.01299049149591536, "net_margin": 0.07847863934645775, "roa_ttm": -0.017732713446170983, "roe_ttm": -0.04412638248522049, "debt_to_ebitda": 3.4273304810060936, "net_debt_to_ebitda": 3.024244781537664, "interest_coverage": 18.81219512195122, "debt_to_equity": 0.7477441801261562, "current_ratio": 1.4254584108424129, "quick_ratio": 1.2796970502258835, "fcf_to_ebitda": 0.23026059898872034, "capex_to_revenue": 0.1532737524452457, "working_capital_to_revenue": 0.12281845728970887, "capital_efficiency": -0.030929547965695733, "financial_health": -0.6814304654303472, "margin_quality": 0.05214052944064997, "growth_momentum": 0.9285122366836911, "company_age_years": 35.24709103353867, "ebitda": 7713000000.0, "spy_multiple": 15.0, "sector_multiple": 17.125012020791768, "sector_premium_over_spy": 0.14166746805278452}, {"ticker": "COP", "sector": "Energy", "quarter_date": "2021-03-31", "company_multiple": 9.885998818027211, "revenue_cagr_3y": 0.04896272510300004, "revenue_cagr_5y": 0.14560871398316633, "earnings_cagr_3y": 0.034108657430410805, "quarterly_revenue_growth_yoy": 0.653575519554901, "quarterly_earnings_growth_yoy": 1.5646923519263944, "revenue_growth_qoq": 0.836604870956016, "gross_margin": 0.22325581395348837, "operating_margin": 0.15586343394359228, "net_margin": 0.09717961405244928, "roa_ttm": 0.00031939697850458335, "roe_ttm": 0.0006700391972930416, "debt_to_ebitda": 1.8669825072886297, "net_debt_to_ebitda": 1.5036443148688046, "interest_coverage": 28.583333333333332, "debt_to_equity": 0.5148916211598379, "current_ratio": 2.248602310846068, "quick_ratio": 2.0618710398807307, "fcf_to_ebitda": 0.06207482993197279, "capex_to_revenue": 0.18744233050661277, "working_capital_to_revenue": 0.2943890329100576, "capital_efficiency": 0.0004947180878988125, "financial_health": -0.44638808986825773, "margin_quality": 0.15876628731650996, "growth_momentum": 1.1091339357406478, "company_age_years": 39.24709103353867, "ebitda": 8232000000.0, "spy_multiple": 20.0, "sector_multiple": 15.87385993485342, "sector_premium_over_spy": -0.20630700325732898}, {"ticker": "COP", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 7.967779980021644, "revenue_cagr_3y": 0.042440490755078386, "revenue_cagr_5y": 0.12543695524732534, "earnings_cagr_3y": 0.08435144262509842, "quarterly_revenue_growth_yoy": 2.4498035012504467, "quarterly_earnings_growth_yoy": 7.042307692307692, "revenue_growth_qoq": -0.04443344878772885, "gross_margin": 0.3337821043910522, "operating_margin": 0.2822079536039768, "net_margin": 0.21654929577464788, "roa_ttm": 0.021673711696310435, "roe_ttm": 0.04180594452976782, "debt_to_ebitda": 1.6656954965454092, "net_debt_to_ebitda": 1.1077166403063348, "interest_coverage": 42.448763250883395, "debt_to_equity": 0.4519378444303912, "current_ratio": 2.1069938650306748, "quick_ratio": 1.967361963190184, "fcf_to_ebitda": 0.3509531341047199, "capex_to_revenue": 0.15717855213398163, "working_capital_to_revenue": 0.3046326310102647, "capital_efficiency": 0.031739828113039124, "financial_health": -0.34623549291297406, "margin_quality": 0.27751311792322564, "growth_momentum": 4.746055596779069, "company_age_years": 39.49623545516769, "ebitda": 12013000000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "COP", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 6.137951586709093, "revenue_cagr_3y": 0.0760492259219665, "revenue_cagr_5y": 0.13019234098077037, "earnings_cagr_3y": 0.08529888367952032, "quarterly_revenue_growth_yoy": 1.7128417183551574, "quarterly_earnings_growth_yoy": 6.286666666666667, "revenue_growth_qoq": 0.222970173985087, "gross_margin": 0.3471081378609535, "operating_margin": 0.30214243373698024, "net_margin": 0.2014565162164451, "roa_ttm": 0.0536057912581325, "roe_ttm": 0.10608636518191092, "debt_to_ebitda": 1.203524660384286, "net_debt_to_ebitda": 0.5960102802594541, "interest_coverage": 58.364285714285714, "debt_to_equity": 0.4458347500850051, "current_ratio": 1.9313809933964974, "quick_ratio": 1.8315628289788497, "fcf_to_ebitda": 0.4880063639701383, "capex_to_revenue": 0.1301521363832542, "working_capital_to_revenue": 0.2625161847216228, "capital_efficiency": 0.07984607822002171, "financial_health": -0.31126258094438597, "margin_quality": 0.2835690292714596, "growth_momentum": 3.9997541925109124, "company_age_years": 39.748117727583846, "ebitda": 16342000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "COP", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 5.22728483736368, "revenue_cagr_3y": 0.14639178192230973, "revenue_cagr_5y": 0.16151875121446224, "earnings_cagr_3y": 0.12036895701626715, "quarterly_revenue_growth_yoy": 1.632860777898946, "quarterly_earnings_growth_yoy": 4.402849740932642, "revenue_growth_qoq": 0.22669150647810993, "gross_margin": 0.35544663813337013, "operating_margin": 0.3110589534723181, "net_margin": 0.18134750793869944, "roa_ttm": 0.08911218715875624, "roe_ttm": 0.17792802713297803, "debt_to_ebitda": 0.9451872925557137, "net_debt_to_ebitda": 0.7067804646752015, "interest_coverage": 76.69090909090909, "debt_to_equity": 0.4390168700171784, "current_ratio": 1.3351634639381083, "quick_ratio": 1.2346726561850097, "fcf_to_ebitda": 0.5534376481744903, "capex_to_revenue": 0.1155984019454577, "working_capital_to_revenue": 0.087480458572173, "capital_efficiency": 0.13352010714586715, "financial_health": -0.3571292961102839, "margin_quality": 0.28261769984812923, "growth_momentum": 3.017855259415794, "company_age_years": 40.0, "ebitda": 21090000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2021-03-31", "company_multiple": 12.242548940221559, "revenue_cagr_3y": -0.002720288791745351, "revenue_cagr_5y": 0.2269531553034434, "earnings_cagr_3y": 0.01966085066027623, "quarterly_revenue_growth_yoy": 0.06302158273381295, "quarterly_earnings_growth_yoy": 66.7, "revenue_growth_qoq": 0.28101937793227383, "gross_margin": 0.6456415809420682, "operating_margin": 0.2523010286951814, "net_margin": 0.18327016783974012, "roa_ttm": 0.0017269635896159908, "roe_ttm": 0.003008669685001445, "debt_to_ebitda": 1.4929064833098196, "net_debt_to_ebitda": 0.5565926800048087, "interest_coverage": 76.9881914893617, "debt_to_equity": 0.2601868798766978, "current_ratio": 1.8692632850241546, "quick_ratio": 1.6995772946859904, "fcf_to_ebitda": 0.4421764045052502, "capex_to_revenue": 0.2668420329260623, "working_capital_to_revenue": 0.28528561410379144, "capital_efficiency": 0.002367816637308718, "financial_health": -0.15168588886399617, "margin_quality": 0.3604042591589966, "growth_momentum": 33.38151079136691, "company_age_years": 31.488021902806295, "ebitda": 3618445000.0, "spy_multiple": 20.0, "sector_multiple": 15.87385993485342, "sector_premium_over_spy": -0.20630700325732898}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 8.253621551094456, "revenue_cagr_3y": -0.02026341781505292, "revenue_cagr_5y": 0.17955998673005524, "earnings_cagr_3y": 0.09189459855753457, "quarterly_revenue_growth_yoy": 2.4178364987613543, "quarterly_earnings_growth_yoy": 1.9967032967032967, "revenue_growth_qoq": 0.1204656199242014, "gross_margin": 0.6830152210678908, "operating_margin": 0.2829185793669969, "net_margin": 0.21913505677699927, "roa_ttm": 0.05095475125389725, "roe_ttm": 0.09000842871509986, "debt_to_ebitda": 0.8837480250006368, "net_debt_to_ebitda": 0.24616112708273594, "interest_coverage": 135.23211111111112, "debt_to_equity": 0.25755471481250897, "current_ratio": 1.7328835582208895, "quick_ratio": 1.6039480259870065, "fcf_to_ebitda": 0.4102395141193454, "capex_to_revenue": 0.25095169674801326, "working_capital_to_revenue": 0.22527502870470853, "capital_efficiency": 0.07048158998449855, "financial_health": -0.13837889782516766, "margin_quality": 0.3950229524039623, "growth_momentum": 2.2072698977323255, "company_age_years": 31.737166324435318, "ebitda": 6085445000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 6.254747800316835, "revenue_cagr_3y": 0.005896993225350977, "revenue_cagr_5y": 0.19105949547755974, "earnings_cagr_3y": -0.027611187204797605, "quarterly_revenue_growth_yoy": 1.069040382110291, "quarterly_earnings_growth_yoy": 27.071428571428573, "revenue_growth_qoq": 0.1512442618990094, "gross_margin": 0.7183630640083946, "operating_margin": 0.3087093389296957, "net_margin": 0.229800629590766, "roa_ttm": 0.08114887549768643, "roe_ttm": 0.13859251091201472, "debt_to_ebitda": 0.7000637192336213, "net_debt_to_ebitda": 0.14009100697911483, "interest_coverage": 159.71760416666666, "debt_to_equity": 0.24658855961405926, "current_ratio": 2.109357060849598, "quick_ratio": 1.9598163030998852, "fcf_to_ebitda": 0.4003258355078527, "capex_to_revenue": 0.23751758615252738, "working_capital_to_revenue": 0.24965053769170853, "capital_efficiency": 0.10987069320485057, "financial_health": -0.11786615211660097, "margin_quality": 0.4189576775096187, "growth_momentum": 14.070234476769432, "company_age_years": 31.98904859685147, "ebitda": 7666445000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 5.337589633271871, "revenue_cagr_3y": 0.11418739470531136, "revenue_cagr_5y": 0.2096041535215729, "earnings_cagr_3y": 0.305190684046174, "quarterly_revenue_growth_yoy": 1.0959613211214572, "quarterly_earnings_growth_yoy": 4.882074045977965, "revenue_growth_qoq": 0.2684155299055614, "gross_margin": 0.7488418266048974, "operating_margin": 0.4182660489741893, "net_margin": 0.32842488418266047, "roa_ttm": 0.12197928653624857, "roe_ttm": 0.2102795311091073, "debt_to_ebitda": 0.5479409956976029, "net_debt_to_ebitda": 0.014341323499282934, "interest_coverage": 256.89473684210526, "debt_to_equity": 0.24116321009918845, "current_ratio": 2.1237011380504702, "quick_ratio": 1.979218208807521, "fcf_to_ebitda": 0.5061462814996927, "capex_to_revenue": 0.20652290526767514, "working_capital_to_revenue": 0.24364338590280013, "capital_efficiency": 0.16612940882267793, "financial_health": -0.09244161196785453, "margin_quality": 0.4985109199205824, "growth_momentum": 2.989017683549711, "company_age_years": 32.24093086926762, "ebitda": 9762000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2022-12-31", "company_multiple": 5.207323242794941, "revenue_cagr_3y": 0.16698530742181505, "revenue_cagr_5y": 0.14367370156662007, "earnings_cagr_3y": 0.5293847829517502, "quarterly_revenue_growth_yoy": 0.11168100595632031, "quarterly_earnings_growth_yoy": 0.14710327455919395, "revenue_growth_qoq": -0.11510601870143554, "gross_margin": 0.7931239767822592, "operating_margin": 0.42461675844619734, "net_margin": 0.33888971573150767, "roa_ttm": 0.18754683232215805, "roe_ttm": 0.3131280519794988, "debt_to_ebitda": 0.35655539429124333, "net_debt_to_ebitda": 0.0, "interest_coverage": 344.5, "debt_to_equity": 0.20820049235239518, "current_ratio": 1.9000544168329403, "quick_ratio": 1.708144385996735, "fcf_to_ebitda": 0.42110719469210034, "capex_to_revenue": 0.1945373900863746, "working_capital_to_revenue": 0.19305890592171815, "capital_efficiency": 0.2503374421508284, "financial_health": -0.0001248541640259948, "margin_quality": 0.5188768169866548, "growth_momentum": 0.12939214025775714, "company_age_years": 33.24024640657084, "ebitda": 14469000000.0, "spy_multiple": 12.0, "sector_multiple": 6.987785875860565, "sector_premium_over_spy": -0.4176845103449529}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2024-03-31", "company_multiple": 5.540073678670777, "revenue_cagr_3y": 0.1645456332401798, "revenue_cagr_5y": 0.07627727786172156, "earnings_cagr_3y": 0.3825278564359922, "quarterly_revenue_growth_yoy": 0.04570711597060405, "quarterly_earnings_growth_yoy": -0.11566979733069699, "revenue_growth_qoq": -0.03250414593698176, "gross_margin": 0.67723688721289, "operating_margin": 0.38926979773740145, "net_margin": 0.30665066849502914, "roa_ttm": 0.16430038396285382, "roe_ttm": 0.25701913675094284, "debt_to_ebitda": 0.3089241410420269, "net_debt_to_ebitda": 0.0, "interest_coverage": 403.06060606060606, "debt_to_equity": 0.14349071099315547, "current_ratio": 2.323426164287386, "quick_ratio": 2.0533582962789607, "fcf_to_ebitda": 0.34523720021051046, "capex_to_revenue": 0.27290182190553397, "working_capital_to_revenue": 0.24128514741647822, "capital_efficiency": 0.21065976035689832, "financial_health": -0.01306294359264537, "margin_quality": 0.45771911781510694, "growth_momentum": -0.03498134068004647, "company_age_years": 34.48870636550308, "ebitda": 13301000000.0, "spy_multiple": 12.0, "sector_multiple": 7.087813178242647, "sector_premium_over_spy": -0.4093489018131128}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2024-06-30", "company_multiple": 5.225605414153303, "revenue_cagr_3y": 0.1335741990126149, "revenue_cagr_5y": 0.060882227380835374, "earnings_cagr_3y": 0.23053264365177495, "quarterly_revenue_growth_yoy": 0.10421245421245422, "quarterly_earnings_growth_yoy": 0.08821635544108178, "revenue_growth_qoq": 0.03342475145697635, "gross_margin": 0.7019406203350472, "operating_margin": 0.3532924199701443, "net_margin": 0.28031182617349476, "roa_ttm": 0.1657748098354856, "roe_ttm": 0.25710758256455984, "debt_to_ebitda": 0.3006473444166544, "net_debt_to_ebitda": 0.0, "interest_coverage": 377.6111111111111, "debt_to_equity": 0.14016255701498678, "current_ratio": 2.11819360414866, "quick_ratio": 1.887208297320657, "fcf_to_ebitda": 0.3718552302486391, "capex_to_revenue": 0.27264017329001083, "working_capital_to_revenue": 0.2155711072231942, "capital_efficiency": 0.21144119620002272, "financial_health": 0.008633233144151362, "margin_quality": 0.4451816221595621, "growth_momentum": 0.09621440482676799, "company_age_years": 34.7378507871321, "ebitda": 13594000000.0, "spy_multiple": 12.0, "sector_multiple": 6.928331690188399, "sector_premium_over_spy": -0.42263902581763346}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 5.1054912293909505, "revenue_cagr_3y": 0.07168800659697272, "revenue_cagr_5y": 0.06968625852515675, "earnings_cagr_3y": 0.15175632858976984, "quarterly_revenue_growth_yoy": -0.040569278586618684, "quarterly_earnings_growth_yoy": -0.17586206896551723, "revenue_growth_qoq": -0.027201857687842095, "gross_margin": 0.6815004262574595, "operating_margin": 0.35618073316283033, "net_margin": 0.28525149190110827, "roa_ttm": 0.15470954042165933, "roe_ttm": 0.24142828159870156, "debt_to_ebitda": 0.3097191899420312, "net_debt_to_ebitda": 0.0, "interest_coverage": 428.48387096774195, "debt_to_equity": 0.13910867654020423, "current_ratio": 2.3070812528370404, "quick_ratio": 2.0714934180662734, "fcf_to_ebitda": 0.44831739817812244, "capex_to_revenue": 0.2748126946712686, "working_capital_to_revenue": 0.24240255913797457, "capital_efficiency": 0.19806891101018043, "financial_health": 0.006121453321996817, "margin_quality": 0.44097755044046605, "growth_momentum": -0.10821567377606796, "company_age_years": 34.98973305954826, "ebitda": 13283000000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 5.745244996549344, "revenue_cagr_3y": 0.36260629708661885, "revenue_cagr_5y": 0.3545007867041563, "earnings_cagr_3y": 0.3304335126669813, "quarterly_revenue_growth_yoy": 1.7658730158730158, "quarterly_earnings_growth_yoy": 16.74418604651163, "revenue_growth_qoq": 0.12396694214876033, "gross_margin": 0.43149210903873747, "operating_margin": 0.40907460545193686, "net_margin": 0.1368364418938307, "roa_ttm": 0.057537149221700036, "roe_ttm": 0.0927442308534396, "debt_to_ebitda": 0.8112491373360938, "net_debt_to_ebitda": 0.3687600644122383, "interest_coverage": 149.89655172413794, "debt_to_equity": 0.3088409160572755, "current_ratio": 1.5155904738521975, "quick_ratio": 1.4249938620181684, "fcf_to_ebitda": 0.3325281803542673, "capex_to_revenue": 0.17733631785114717, "working_capital_to_revenue": 0.11751538891997762, "capital_efficiency": 0.07514069003756982, "financial_health": -0.18835127615293862, "margin_quality": 0.32580105212816834, "growth_momentum": 9.255029531192323, "company_age_years": 24.396988364134156, "ebitda": 8694000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2022-12-31", "company_multiple": 4.710279142300195, "revenue_cagr_3y": 0.2512747314121051, "revenue_cagr_5y": 0.2397039214541168, "earnings_cagr_3y": 0.6267926640929538, "quarterly_revenue_growth_yoy": -0.07209469153515065, "quarterly_earnings_growth_yoy": 0.9410222804718218, "revenue_growth_qoq": -0.14578174013538056, "gross_margin": 0.40819482025512177, "operating_margin": 0.39099342868187087, "net_margin": 0.2862388867413993, "roa_ttm": 0.21950195858981533, "roe_ttm": 0.3480324741582006, "debt_to_ebitda": 0.39212475633528265, "net_debt_to_ebitda": 0.3116569200779727, "interest_coverage": 458.0357142857143, "debt_to_equity": 0.2231045650148618, "current_ratio": 0.9585798816568047, "quick_ratio": 0.8494983277591973, "fcf_to_ebitda": 0.5796491228070175, "capex_to_revenue": 0.16076774802116228, "working_capital_to_revenue": -0.006602961079440594, "capital_efficiency": 0.283767216374008, "financial_health": -0.15412465706027892, "margin_quality": 0.3618090452261306, "growth_momentum": 0.43446379446833555, "company_age_years": 25.39630390143737, "ebitda": 12825000000.0, "spy_multiple": 12.0, "sector_multiple": 6.987785875860565, "sector_premium_over_spy": -0.4176845103449529}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2017-06-30", "company_multiple": 12.891351097178683, "revenue_cagr_3y": -0.15902094422686486, "revenue_cagr_5y": -0.11947779896930766, "earnings_cagr_3y": -0.293329034508755, "quarterly_revenue_growth_yoy": 0.20624259186092453, "quarterly_earnings_growth_yoy": 4.633093525179856, "revenue_growth_qoq": 0.0366723259762309, "gross_margin": 0.18670160497870947, "operating_margin": 0.0461840812315755, "net_margin": 0.16541107107762856, "roa_ttm": 0.002596350817016817, "roe_ttm": 0.0051813471502590676, "debt_to_ebitda": 2.368941403424162, "net_debt_to_ebitda": 1.8340969375452134, "interest_coverage": 48.22093023255814, "debt_to_equity": 0.46698673765270715, "current_ratio": 1.2634955406039743, "quick_ratio": 1.1195431074949147, "fcf_to_ebitda": 0.22811671087533156, "capex_to_revenue": 0.2593335659455687, "working_capital_to_revenue": 0.14689462665736217, "capital_efficiency": 0.0038888489836379422, "financial_health": -0.39038692400800223, "margin_quality": 0.13276558576263783, "growth_momentum": 2.41966805852039, "company_age_years": 35.49623545516769, "ebitda": 4147000000.0, "spy_multiple": 15.0, "sector_multiple": 16.3957767630597, "sector_premium_over_spy": 0.09305178420397997}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2019-03-31", "company_multiple": 6.153308051948053, "revenue_cagr_3y": 0.24165583857959883, "revenue_cagr_5y": -0.03937381092008141, "earnings_cagr_3y": 1.0042644052350949, "quarterly_revenue_growth_yoy": 0.0745637228979376, "quarterly_earnings_growth_yoy": -0.10921985815602837, "revenue_growth_qoq": -0.14657706845863083, "gross_margin": 0.33095472440944884, "operating_margin": 0.2106299212598425, "net_margin": 0.1545275590551181, "roa_ttm": 0.0909643983776476, "roe_ttm": 0.1901017140704464, "debt_to_ebitda": 1.097038961038961, "net_debt_to_ebitda": 0.9150129870129871, "interest_coverage": 98.21428571428571, "debt_to_equity": 0.4972216990016952, "current_ratio": 1.2299323338198223, "quick_ratio": 1.0330370173809207, "fcf_to_ebitda": 0.25506493506493505, "capex_to_revenue": 0.2840057319223986, "working_capital_to_revenue": 0.0955136684303351, "capital_efficiency": 0.140533056224047, "financial_health": -0.44098047131610757, "margin_quality": 0.23203740157480315, "growth_momentum": -0.017328067629045388, "company_age_years": 37.24572210814511, "ebitda": 9625000000.0, "spy_multiple": 15.0, "sector_multiple": 8.388913748923699, "sector_premium_over_spy": -0.4407390834050867}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 5.719625209918009, "revenue_cagr_3y": 0.09920658603402699, "revenue_cagr_5y": 0.21127410692134774, "earnings_cagr_3y": -0.23812365902907728, "quarterly_revenue_growth_yoy": 0.7133964143426295, "quarterly_earnings_growth_yoy": 1.2302097902097902, "revenue_growth_qoq": 0.1276630612913799, "gross_margin": 0.3525650341520128, "operating_margin": 0.2384827786658916, "net_margin": 0.11960470861793344, "roa_ttm": -0.004382375458697432, "roe_ttm": -0.01759126794892174, "debt_to_ebitda": 3.124567815864862, "net_debt_to_ebitda": 2.9211696137508643, "interest_coverage": 22.5456570155902, "debt_to_equity": 1.6759391723626345, "current_ratio": 1.0847030462415077, "quick_ratio": 0.8904229673460443, "fcf_to_ebitda": 0.6319272942803517, "capex_to_revenue": 0.10337088540749868, "working_capital_to_revenue": 0.0340168984333744, "capital_efficiency": -0.010986821703809586, "financial_health": -1.5933904191214259, "margin_quality": 0.23688417381194596, "growth_momentum": 0.9718031022762098, "company_age_years": 39.748117727583846, "ebitda": 10123000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 3.9759968763620512, "revenue_cagr_3y": 0.17848394448844918, "revenue_cagr_5y": 0.22486131536526632, "earnings_cagr_3y": 0.294130518851734, "quarterly_revenue_growth_yoy": 0.7107111501316945, "quarterly_earnings_growth_yoy": 2.3741007194244603, "revenue_growth_qoq": 0.13268420287748875, "gross_margin": 0.3933795227097768, "operating_margin": 0.28496279189119833, "net_margin": 0.1960482422376187, "roa_ttm": 0.03075856922010768, "roe_ttm": 0.11354356274905299, "debt_to_ebitda": 2.1283597268632866, "net_debt_to_ebitda": 1.9275751852389946, "interest_coverage": 35.75584415584416, "debt_to_equity": 1.4413833817090569, "current_ratio": 1.2266938971648247, "quick_ratio": 1.004925516578568, "fcf_to_ebitda": 0.561964259770449, "capex_to_revenue": 0.1039211154764656, "working_capital_to_revenue": 0.07268315229951468, "capital_efficiency": 0.07215106598458033, "financial_health": -1.3862469472779368, "margin_quality": 0.2914635189461979, "growth_momentum": 1.5424059347780774, "company_age_years": 40.0, "ebitda": 13766000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 5.34536602426838, "revenue_cagr_3y": 0.009881209792498957, "revenue_cagr_5y": 0.04208344431249089, "earnings_cagr_3y": 0.11080140776564895, "quarterly_revenue_growth_yoy": -0.02544004400440044, "quarterly_earnings_growth_yoy": -0.17543859649122806, "revenue_growth_qoq": 0.030836363636363637, "gross_margin": 0.36701001834344577, "operating_margin": 0.24594327642161704, "net_margin": 0.15916466770142515, "roa_ttm": 0.05080241949582182, "roe_ttm": 0.125713791313376, "debt_to_ebitda": 1.881513204853676, "net_debt_to_ebitda": 1.755960028551035, "interest_coverage": 44.90384615384615, "debt_to_equity": 0.7602237988117898, "current_ratio": 1.0013625406141913, "quick_ratio": 0.7629179331306991, "fcf_to_ebitda": 0.33126338329764454, "capex_to_revenue": 0.2428218361561387, "working_capital_to_revenue": 0.0004724867340263139, "capital_efficiency": 0.08825810540459891, "financial_health": -0.6948770675923701, "margin_quality": 0.257372654155496, "growth_momentum": -0.10043932024781425, "company_age_years": 42.74880219028063, "ebitda": 14010000000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2017-06-30", "company_multiple": 5.4522437011294524, "revenue_cagr_3y": -0.232998952219858, "revenue_cagr_5y": 0.014464578886642654, "earnings_cagr_3y": -0.14290613644725492, "quarterly_revenue_growth_yoy": -0.18207395498392284, "quarterly_earnings_growth_yoy": 1.2707006369426752, "revenue_growth_qoq": -0.3861236802413273, "gross_margin": 0.142997542997543, "operating_margin": 0.05405405405405406, "net_margin": 0.20884520884520885, "roa_ttm": 0.0862982024315656, "roe_ttm": 0.33541092912016235, "debt_to_ebitda": 2.293440486533449, "net_debt_to_ebitda": 1.7788879235447437, "interest_coverage": 39.689655172413794, "debt_to_equity": 1.5305116683577331, "current_ratio": 1.613744075829384, "quick_ratio": 1.6141390205371249, "fcf_to_ebitda": 0.06733275412684622, "capex_to_revenue": 0.23318063415072307, "working_capital_to_revenue": 0.13958501751549449, "capital_efficiency": 0.21085456577586398, "financial_health": -1.4420173500822364, "margin_quality": 0.1352989352989353, "growth_momentum": 0.5443133409793762, "company_age_years": 25.286789869952088, "ebitda": 4604000000.0, "spy_multiple": 15.0, "sector_multiple": 16.3957767630597, "sector_premium_over_spy": 0.09305178420397997}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 7.595952247191011, "revenue_cagr_3y": -0.2698587384394655, "revenue_cagr_5y": -0.0078061082077165445, "earnings_cagr_3y": -0.3923123928337333, "quarterly_revenue_growth_yoy": -0.25927246790299574, "quarterly_earnings_growth_yoy": -0.770392749244713, "revenue_growth_qoq": 0.020638820638820637, "gross_margin": 0.16514203177660086, "operating_margin": 0.08329321136254213, "net_margin": 0.1097737120847376, "roa_ttm": 0.05620668384193911, "roe_ttm": 0.21728152616075186, "debt_to_ebitda": 2.922191011235955, "net_debt_to_ebitda": 2.141011235955056, "interest_coverage": 28.031496062992126, "debt_to_equity": 1.4592509468368635, "current_ratio": 1.6320621468926553, "quick_ratio": 1.632415254237288, "fcf_to_ebitda": 0.012078651685393259, "capex_to_revenue": 0.2799346530847588, "working_capital_to_revenue": 0.17201614453200076, "capital_efficiency": 0.13674410500134548, "financial_health": -1.355534731028182, "margin_quality": 0.11940298507462688, "growth_momentum": -0.5148326085738544, "company_age_years": 25.53867214236824, "ebitda": 3560000000.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2019-09-30", "company_multiple": 3.7202968568102444, "revenue_cagr_3y": -0.1485228075024061, "revenue_cagr_5y": -0.20160786619642457, "earnings_cagr_3y": -0.5211945521700103, "quarterly_revenue_growth_yoy": -0.31635071090047395, "quarterly_earnings_growth_yoy": -0.9570358691367757, "revenue_growth_qoq": -0.08894736842105264, "gross_margin": 0.2045060658578856, "operating_margin": 0.14269208549971116, "net_margin": 0.06296938186019642, "roa_ttm": 0.09976379046825067, "roe_ttm": 0.21950473861204525, "debt_to_ebitda": 1.3265424912689174, "net_debt_to_ebitda": 0.9263678696158324, "interest_coverage": 57.266666666666666, "debt_to_equity": 0.6967288291042495, "current_ratio": 1.7165259348612787, "quick_ratio": 1.534981905910736, "fcf_to_ebitda": -0.05355064027939464, "capex_to_revenue": 0.36305836322138896, "working_capital_to_revenue": 0.19367460058689273, "capital_efficiency": 0.15963426454014795, "financial_health": -0.598298604920772, "margin_quality": 0.13672251107259772, "growth_momentum": -0.6366932900186248, "company_age_years": 27.537303216974674, "ebitda": 3436000000.0, "spy_multiple": 15.0, "sector_multiple": 7.249979073675366, "sector_premium_over_spy": -0.5166680617549756}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2024-03-31", "company_multiple": 5.174349700931979, "revenue_cagr_3y": 0.0659051071066048, "revenue_cagr_5y": 0.5299145787751598, "earnings_cagr_3y": 0.40914457204057153, "quarterly_revenue_growth_yoy": -0.09470603884011705, "quarterly_earnings_growth_yoy": -0.40100502512562813, "revenue_growth_qoq": -0.10939544621826747, "gross_margin": 0.23156038789303557, "operating_margin": 0.1980605348222157, "net_margin": 0.17513958272112842, "roa_ttm": 0.1340379533989911, "roe_ttm": 0.27517054327278706, "debt_to_ebitda": 0.8550563360689943, "net_debt_to_ebitda": 0.6952288218111002, "interest_coverage": 80.7752808988764, "debt_to_equity": 0.5052190350949289, "current_ratio": 1.0404164115125536, "quick_ratio": 0.9687691365584813, "fcf_to_ebitda": 0.3879538183335652, "capex_to_revenue": 0.25911370104350184, "working_capital_to_revenue": 0.008944301395853097, "capital_efficiency": 0.20460424833588908, "financial_health": -0.4198497702552916, "margin_quality": 0.20158683514545991, "growth_momentum": -0.24785553198287258, "company_age_years": 32.03832991101985, "ebitda": 7189000000.0, "spy_multiple": 12.0, "sector_multiple": 7.087813178242647, "sector_premium_over_spy": -0.4093489018131128}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2024-06-30", "company_multiple": 4.685003351655718, "revenue_cagr_3y": 0.07091985074803908, "revenue_cagr_5y": 0.15062652087646322, "earnings_cagr_3y": 0.4883354532847628, "quarterly_revenue_growth_yoy": 0.09705124534783853, "quarterly_earnings_growth_yoy": 0.22318840579710145, "revenue_growth_qoq": 0.12606523655598, "gross_margin": 0.3040187891440501, "operating_margin": 0.27426931106471814, "net_margin": 0.22025052192066805, "roa_ttm": 0.1391781257451713, "roe_ttm": 0.2790215919050275, "debt_to_ebitda": 0.8231666443222952, "net_debt_to_ebitda": 0.6664432229521383, "interest_coverage": 82.87777777777778, "debt_to_equity": 0.48920404748625607, "current_ratio": 1.1137267904509285, "quick_ratio": 1.028183023872679, "fcf_to_ebitda": 0.4017964874648076, "capex_to_revenue": 0.24885738888520897, "working_capital_to_revenue": 0.0227197456448301, "capital_efficiency": 0.2090998588250994, "financial_health": -0.40489951146369946, "margin_quality": 0.26617954070981215, "growth_momentum": 0.16011982557246998, "company_age_years": 32.28747433264887, "ebitda": 7459000000.0, "spy_multiple": 12.0, "sector_multiple": 6.928331690188399, "sector_premium_over_spy": -0.42263902581763346}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 4.29672230253647, "revenue_cagr_3y": 0.027974490769924865, "revenue_cagr_5y": 0.1898975299641239, "earnings_cagr_3y": -0.010450925685646983, "quarterly_revenue_growth_yoy": 0.02177678792378124, "quarterly_earnings_growth_yoy": -0.1076923076923077, "revenue_growth_qoq": 0.07750521920668059, "gross_margin": 0.343666747396464, "operating_margin": 0.31533058852022283, "net_margin": 0.19665778638895617, "roa_ttm": 0.11248058685523576, "roe_ttm": 0.23842543951810605, "debt_to_ebitda": 1.1825469838349323, "net_debt_to_ebitda": 1.093704823235642, "interest_coverage": 77.64285714285714, "debt_to_equity": 0.6302444491139595, "current_ratio": 1.1121816930488644, "quick_ratio": 1.011355815554026, "fcf_to_ebitda": -0.08397949796293863, "capex_to_revenue": 0.48277905828119855, "working_capital_to_revenue": 0.021468554494567006, "capital_efficiency": 0.1754530131866709, "financial_health": -0.5999220704949221, "margin_quality": 0.285218374101881, "growth_momentum": -0.04295775988426323, "company_age_years": 32.539356605065024, "ebitda": 7609000000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2024-12-31", "company_multiple": 3.845750811688311, "revenue_cagr_3y": -0.0037780761611517777, "revenue_cagr_5y": 0.19775226647620903, "earnings_cagr_3y": -0.2485640612954586, "quarterly_revenue_growth_yoy": 0.09997382884061765, "quarterly_earnings_growth_yoy": -0.4453125, "revenue_growth_qoq": 0.01792201501574231, "gross_margin": 0.22293599809659767, "operating_margin": 0.18605757792053296, "net_margin": 0.15203426124197003, "roa_ttm": 0.09482108301354587, "roe_ttm": 0.1994343267108168, "debt_to_ebitda": 1.2017045454545454, "net_debt_to_ebitda": 1.0872564935064934, "interest_coverage": 53.17985611510792, "debt_to_equity": 0.6127897350993378, "current_ratio": 1.0356603203384709, "quick_ratio": 0.946811725596857, "fcf_to_ebitda": -0.1139069264069264, "capex_to_revenue": 0.478769191237875, "working_capital_to_revenue": 0.007580137470289716, "capital_efficiency": 0.14712770486218132, "financial_health": -0.5515845172908957, "margin_quality": 0.1870092790863669, "growth_momentum": -0.17266933557969116, "company_age_years": 32.79123887748118, "ebitda": 7392000000.0, "spy_multiple": 12.0, "sector_multiple": 6.438778095489484, "sector_premium_over_spy": -0.4634351587092097}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 9.451051930758988, "revenue_cagr_3y": -0.025013640042794272, "revenue_cagr_5y": 0.09130586400020335, "earnings_cagr_3y": 0.5296254609467408, "quarterly_revenue_growth_yoy": 0.08572635135135136, "quarterly_earnings_growth_yoy": 0.6616915422885572, "revenue_growth_qoq": 0.07528230865746549, "gross_margin": 0.1898094126798911, "operating_margin": 0.037728510307273436, "net_margin": -0.013224426293271101, "roa_ttm": -0.0010090266983010172, "roe_ttm": -0.002663786897048236, "debt_to_ebitda": 3.006213936972925, "net_debt_to_ebitda": 1.2694185530403905, "interest_coverage": 34.66153846153846, "debt_to_equity": 0.48761699064074876, "current_ratio": 1.5820499745028047, "quick_ratio": 1.1524732279449261, "fcf_to_ebitda": 0.5264092321349312, "capex_to_revenue": 0.029069767441860465, "working_capital_to_revenue": 0.27882548368184484, "capital_efficiency": -0.0018364067976746265, "financial_health": -0.37723389328395573, "margin_quality": 0.07143783223129781, "growth_momentum": 0.37370894681995426, "company_age_years": 3.9863107460643397, "ebitda": 2253000000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2015-12-31", "company_multiple": 5.899302248305471, "revenue_cagr_3y": -0.23561649906094695, "revenue_cagr_5y": -0.0931025534698936, "earnings_cagr_3y": -0.17179265894726536, "quarterly_revenue_growth_yoy": -0.48314344780039975, "quarterly_earnings_growth_yoy": 0.14257531770315282, "revenue_growth_qoq": -0.534677611089013, "gross_margin": 0.34233945264339444, "operating_margin": 0.15056522039575596, "net_margin": 0.08177663750677819, "roa_ttm": 0.002966647683721085, "roe_ttm": 0.00893905016990751, "debt_to_ebitda": 2.677898181882652, "net_debt_to_ebitda": 0.0, "interest_coverage": 79.29689256146996, "debt_to_equity": 0.6229147486997458, "current_ratio": 0.9149709104336431, "quick_ratio": 0.8560678486008984, "fcf_to_ebitda": 0.5385754066772094, "capex_to_revenue": 0.04782645897399803, "working_capital_to_revenue": -0.0674226454771011, "capital_efficiency": 0.005952848926814297, "financial_health": -0.14245084658090082, "margin_quality": 0.19156043684864288, "growth_momentum": -0.17028406504862348, "company_age_years": 14.546201232032855, "ebitda": 1153682243.0, "spy_multiple": 15.0, "sector_multiple": 8.34454425106166, "sector_premium_over_spy": -0.44369704992922265}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2016-03-31", "company_multiple": 0.9639110064334485, "revenue_cagr_3y": -0.021283556166211026, "revenue_cagr_5y": 0.034770054801743555, "earnings_cagr_3y": -0.06757177836069839, "quarterly_revenue_growth_yoy": -0.22333928286478524, "quarterly_earnings_growth_yoy": 0.3049198125694049, "revenue_growth_qoq": 0.7758745089428684, "gross_margin": 0.1662717712100428, "operating_margin": 0.09647919524462735, "net_margin": 0.05017250696263042, "roa_ttm": 0.004178696064974582, "roe_ttm": 0.013769272788710573, "debt_to_ebitda": 2.2030075070811708, "net_debt_to_ebitda": 0.0, "interest_coverage": 90.52255263157895, "debt_to_equity": 0.5034620381857972, "current_ratio": 0.972534174014335, "quick_ratio": 0.5795323790025266, "fcf_to_ebitda": 0.16415846373015755, "capex_to_revenue": 0.04752141842264603, "working_capital_to_revenue": -0.028766728969726044, "capital_efficiency": 0.008973984426842578, "financial_health": -0.05010583636756777, "margin_quality": 0.10430782447243353, "growth_momentum": 0.04079026485230984, "company_age_years": 14.795345653661876, "ebitda": 1203949950.0, "spy_multiple": 15.0, "sector_multiple": 10.157075740722652, "sector_premium_over_spy": -0.3228616172851565}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2016-06-30", "company_multiple": 0.6632932420676286, "revenue_cagr_3y": -0.08853855173343217, "revenue_cagr_5y": -0.0032029906294814836, "earnings_cagr_3y": -0.21022216736155674, "quarterly_revenue_growth_yoy": -0.13247875123444147, "quarterly_earnings_growth_yoy": 1.3042228744266613, "revenue_growth_qoq": -0.014631915866483767, "gross_margin": 0.18709133094283906, "operating_margin": 0.11584053997047036, "net_margin": 0.04387260071714828, "roa_ttm": 0.029809430106856702, "roe_ttm": 0.09883164675651052, "debt_to_ebitda": 1.905003083945816, "net_debt_to_ebitda": 0.0, "interest_coverage": 173.70898285714287, "debt_to_equity": 0.48578651939814593, "current_ratio": 0.9808680465827766, "quick_ratio": 0.5758057474698317, "fcf_to_ebitda": 0.6597386262317482, "capex_to_revenue": 0.04310309931232553, "working_capital_to_revenue": -0.021023706824687044, "capital_efficiency": 0.06432053843168362, "financial_health": -0.039646319205491776, "margin_quality": 0.1156014905434859, "growth_momentum": 0.5858720615961099, "company_age_years": 15.044490075290897, "ebitda": 1337559168.0, "spy_multiple": 15.0, "sector_multiple": 13.257567150238831, "sector_premium_over_spy": -0.1161621899840779}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2016-09-30", "company_multiple": 1.3290135969742733, "revenue_cagr_3y": -0.09876316047192812, "revenue_cagr_5y": 0.005885844114600802, "earnings_cagr_3y": 0.14204250817483866, "quarterly_revenue_growth_yoy": -0.18395078394090658, "quarterly_earnings_growth_yoy": 0.6532368598189469, "revenue_growth_qoq": 0.002193630035857414, "gross_margin": 0.18718693437723619, "operating_margin": 0.11773372058761628, "net_margin": 0.1272887990907943, "roa_ttm": 0.03683944885527584, "roe_ttm": 0.11803613321298556, "debt_to_ebitda": 2.013518330314613, "net_debt_to_ebitda": 0.0, "interest_coverage": 281.67778960943645, "debt_to_equity": 0.48274226828900235, "current_ratio": 1.006221758792409, "quick_ratio": 0.5831189897828375, "fcf_to_ebitda": 0.3156441735551351, "capex_to_revenue": 0.021639940558885584, "working_capital_to_revenue": 0.007082186403809157, "capital_efficiency": 0.0774377910341307, "financial_health": -0.05590670333050396, "margin_quality": 0.1440698180185489, "growth_momentum": 0.23464303793902014, "company_age_years": 15.29637234770705, "ebitda": 1295636709.0, "spy_multiple": 15.0, "sector_multiple": 14.322852120014817, "sector_premium_over_spy": -0.04514319199901218}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2017-06-30", "company_multiple": 7.091175365812014, "revenue_cagr_3y": 0.02403839298224142, "revenue_cagr_5y": 0.08155511440539964, "earnings_cagr_3y": -0.08590117141194975, "quarterly_revenue_growth_yoy": 0.6220206707445687, "quarterly_earnings_growth_yoy": 0.5855769230769231, "revenue_growth_qoq": 0.13488783943329397, "gross_margin": 0.1776332899869961, "operating_margin": 0.09516254876462939, "net_margin": 0.042886866059817945, "roa_ttm": 0.010662331284187709, "roe_ttm": 0.02323041501859614, "debt_to_ebitda": 2.892956898084817, "net_debt_to_ebitda": 0.0, "interest_coverage": 18.37309291262136, "debt_to_equity": 0.2828015231123443, "current_ratio": 1.2115337786126765, "quick_ratio": 1.0396229040562166, "fcf_to_ebitda": -0.10985975785450272, "capex_to_revenue": 0.030140010330805395, "working_capital_to_revenue": 0.2086664836484678, "capital_efficiency": 0.016946373151391924, "financial_health": -0.00045942369307325204, "margin_quality": 0.10522756827048114, "growth_momentum": 0.6037987969107459, "company_age_years": 16.043805612594113, "ebitda": 1324699999.0, "spy_multiple": 15.0, "sector_multiple": 16.3957767630597, "sector_premium_over_spy": 0.09305178420397997}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 6.817761618621946, "revenue_cagr_3y": 0.05118662158004872, "revenue_cagr_5y": 0.09105477810223528, "earnings_cagr_3y": -0.10019407557991722, "quarterly_revenue_growth_yoy": 0.7430231085574778, "quarterly_earnings_growth_yoy": -0.5998677248677249, "revenue_growth_qoq": 0.07695708686605982, "gross_margin": 0.16245260696043193, "operating_margin": 0.08143157262465445, "net_margin": 0.02922070082088935, "roa_ttm": 0.0045024672440445255, "roe_ttm": 0.009716375078299125, "debt_to_ebitda": 2.5510190095045764, "net_debt_to_ebitda": 0.0, "interest_coverage": 16.886442630359213, "debt_to_equity": 0.27077658164231505, "current_ratio": 1.220491477714266, "quick_ratio": 1.0866648246326005, "fcf_to_ebitda": 0.023517486902846007, "capex_to_revenue": 0.027892750371631754, "working_capital_to_revenue": 0.19026047566536483, "capital_efficiency": 0.007109421161171825, "financial_health": 0.0020526082357631426, "margin_quality": 0.09103496013532525, "growth_momentum": 0.07157769184487645, "company_age_years": 16.295687885010267, "ebitda": 1457299999.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2018-03-31", "company_multiple": 5.728179132872735, "revenue_cagr_3y": 0.0029729699292457834, "revenue_cagr_5y": 0.04021090071098832, "earnings_cagr_3y": 0.00929709666512335, "quarterly_revenue_growth_yoy": -0.07756788665879576, "quarterly_earnings_growth_yoy": 6.0855614973262036, "revenue_growth_qoq": -0.15145262014661962, "gross_margin": 0.19217970049916805, "operating_margin": 0.0820427492640471, "net_margin": 0.030430052476641496, "roa_ttm": 0.007960655921592272, "roe_ttm": 0.017120112174050704, "debt_to_ebitda": 1.9761690197256434, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.85354691075515, "debt_to_equity": 0.2975627775139275, "current_ratio": 1.2826292268297195, "quick_ratio": 1.1403312335089137, "fcf_to_ebitda": -0.20006007810153198, "capex_to_revenue": 0.01741910626651294, "working_capital_to_revenue": 0.19621335533734485, "capital_efficiency": 0.012540384047821488, "financial_health": -0.06357225378230619, "margin_quality": 0.1015508340799522, "growth_momentum": 3.003996805333704, "company_age_years": 16.79397672826831, "ebitda": 1997400000.0, "spy_multiple": 15.0, "sector_multiple": 11.317127947195477, "sector_premium_over_spy": -0.2455248035203016}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2018-09-30", "company_multiple": 7.392047837669331, "revenue_cagr_3y": 0.025950847612155492, "revenue_cagr_5y": -0.006344080892004111, "earnings_cagr_3y": -0.09207024967156885, "quarterly_revenue_growth_yoy": -0.24079306412634766, "quarterly_earnings_growth_yoy": 0.13140495867768595, "revenue_growth_qoq": 0.061771758586916144, "gross_margin": 0.18617596539220052, "operating_margin": 0.09418538074941155, "net_margin": 0.04354602710096062, "roa_ttm": 0.0068942235558889725, "roe_ttm": 0.01435399225290516, "debt_to_ebitda": 2.4200532789208187, "net_debt_to_ebitda": 0.0, "interest_coverage": 16.64433962264151, "debt_to_equity": 0.33344527052355366, "current_ratio": 1.3286758284689986, "quick_ratio": 1.1698189088569195, "fcf_to_ebitda": -0.4270815620926146, "capex_to_revenue": 0.02636897985735195, "working_capital_to_revenue": 0.2215149191893378, "capital_efficiency": 0.010624107904397067, "financial_health": -0.10541746793377091, "margin_quality": 0.10796912441419089, "growth_momentum": -0.05469405272433085, "company_age_years": 17.295003422313485, "ebitda": 1764300000.0, "spy_multiple": 15.0, "sector_multiple": 11.164886032003228, "sector_premium_over_spy": -0.25567426453311815}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2019-12-31", "company_multiple": 5.783279710687118, "revenue_cagr_3y": 0.2209276209137212, "revenue_cagr_5y": 0.07293986962261423, "earnings_cagr_3y": 1.6227710669524051, "quarterly_revenue_growth_yoy": 0.12151670177550407, "quarterly_earnings_growth_yoy": -0.06847253574115876, "revenue_growth_qoq": 0.11744775269107373, "gross_margin": 0.1769883009552431, "operating_margin": 0.0800418589674788, "net_margin": -0.6477406890630031, "roa_ttm": -0.10269231423371941, "roe_ttm": -0.3153290770697061, "debt_to_ebitda": 3.0425240054869684, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.130188679245283, "debt_to_equity": 0.6370817176504381, "current_ratio": 1.1724137931034482, "quick_ratio": 1.008788368973408, "fcf_to_ebitda": 0.24691358024691357, "capex_to_revenue": 0.03388743465258667, "working_capital_to_revenue": 0.13035923365475685, "capital_efficiency": -0.20901069565171276, "financial_health": -0.29894670313082966, "margin_quality": -0.1302368430467604, "growth_momentum": 0.026522083017172654, "company_age_years": 18.546201232032853, "ebitda": 1603800000.0, "spy_multiple": 15.0, "sector_multiple": 8.771052182274868, "sector_premium_over_spy": -0.41526318784834215}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2020-06-30", "company_multiple": 3.0232969195945283, "revenue_cagr_3y": -0.25029438900528833, "revenue_cagr_5y": -0.09925521197356235, "earnings_cagr_3y": -0.5860113810197725, "quarterly_revenue_growth_yoy": -0.5282161784403937, "quarterly_earnings_growth_yoy": -0.8793814432989691, "revenue_growth_qoq": 0.023758372298748894, "gross_margin": 0.10461671398592766, "operating_margin": -0.008270583878533515, "net_margin": 0.007221330699913591, "roa_ttm": -0.2948546523496509, "roe_ttm": -1.3951607060925841, "debt_to_ebitda": 4.738805235705147, "net_debt_to_ebitda": 0.005511268575927566, "interest_coverage": 22.33186813186813, "debt_to_equity": 1.1627586873053053, "current_ratio": 1.1600489007436146, "quick_ratio": 0.9933216133204009, "fcf_to_ebitda": 0.23757504182659187, "capex_to_revenue": 0.03385388759535106, "working_capital_to_revenue": 0.15432501680516722, "capital_efficiency": -0.8450076792211175, "financial_health": -0.7163448075846832, "margin_quality": 0.03452248693576925, "growth_momentum": -0.7037988108696813, "company_age_years": 19.044490075290895, "ebitda": 1016100000.0, "spy_multiple": 20.0, "sector_multiple": 7.7833941764078745, "sector_premium_over_spy": -0.6108302911796063}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2015-12-31", "company_multiple": 5.520972769333634, "revenue_cagr_3y": -0.16718414139782622, "revenue_cagr_5y": -0.03881803888027069, "earnings_cagr_3y": -0.5354372271335176, "quarterly_revenue_growth_yoy": -0.5382794569296365, "quarterly_earnings_growth_yoy": -0.9211887195752603, "revenue_growth_qoq": -0.13824698380173464, "gross_margin": 0.1415894737489418, "operating_margin": 0.07926665532431275, "net_margin": 0.03280126761054183, "roa_ttm": 0.0329840059442316, "roe_ttm": 0.04868959295015851, "debt_to_ebitda": 0.5283001622375065, "net_debt_to_ebitda": 0.0, "interest_coverage": 222.49093722369585, "debt_to_equity": 0.1100885598451274, "current_ratio": 3.6123094987646467, "quick_ratio": 3.3010445460994644, "fcf_to_ebitda": 0.4553429589617594, "capex_to_revenue": 0.338476521958807, "working_capital_to_revenue": 0.41124687729016374, "capital_efficiency": 0.04083679944719505, "financial_health": 0.016966298796721194, "margin_quality": 0.08455246556126544, "growth_momentum": -0.7297340882524483, "company_age_years": 35.20876112251882, "ebitda": 1006549000.0, "spy_multiple": 15.0, "sector_multiple": 8.34454425106166, "sector_premium_over_spy": -0.44369704992922265}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2016-03-31", "company_multiple": 7.439374530637738, "revenue_cagr_3y": -0.1944612411249248, "revenue_cagr_5y": -0.06229347665786533, "earnings_cagr_3y": -0.48031070986975344, "quarterly_revenue_growth_yoy": -0.5037766745333231, "quarterly_earnings_growth_yoy": -0.8581956305128496, "revenue_growth_qoq": -0.10178601077796932, "gross_margin": 0.17130201213626023, "operating_margin": 0.09498369432507742, "net_margin": 0.04839213950081129, "roa_ttm": 0.015210164118543423, "roe_ttm": 0.02234436753727442, "debt_to_ebitda": 0.6593539096792103, "net_debt_to_ebitda": 0.0, "interest_coverage": 141.04981646565287, "debt_to_equity": 0.11126137052759248, "current_ratio": 3.9328491253016202, "quick_ratio": 3.5836995863495344, "fcf_to_ebitda": 0.6792015822620101, "capex_to_revenue": 0.25587287542486853, "working_capital_to_revenue": 0.5061008196698457, "capital_efficiency": 0.018777265827908923, "financial_health": 0.024753276075353686, "margin_quality": 0.10489261532071631, "growth_momentum": -0.6809861525230864, "company_age_years": 35.45790554414784, "ebitda": 806946000.0, "spy_multiple": 15.0, "sector_multiple": 10.157075740722652, "sector_premium_over_spy": -0.3228616172851565}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2015-12-31", "company_multiple": 3.551756129887343, "revenue_cagr_3y": -0.07331478054221408, "revenue_cagr_5y": -0.03040462881460948, "earnings_cagr_3y": 0.10244971415224913, "quarterly_revenue_growth_yoy": -0.17255252570406795, "quarterly_earnings_growth_yoy": 1.8267929634641407, "revenue_growth_qoq": 0.15111940298507462, "gross_margin": 0.3371150729335494, "operating_margin": 0.39708265802269044, "net_margin": 0.3300918422474338, "roa_ttm": 0.030042918454935622, "roe_ttm": 0.054559249551662296, "debt_to_ebitda": 2.8131212723658052, "net_debt_to_ebitda": 2.0381047051027172, "interest_coverage": 34.689655172413794, "debt_to_equity": 0.5855980135191061, "current_ratio": 1.7928062944923193, "quick_ratio": 1.5548894717122517, "fcf_to_ebitda": 0.4784625579854208, "capex_to_revenue": 0.2709179528838343, "working_capital_to_revenue": 0.28648795017600864, "capital_efficiency": 0.04230108400329896, "financial_health": -0.42137090097035607, "margin_quality": 0.3547631910678912, "growth_momentum": 0.8271202188800364, "company_age_years": 22.595482546201232, "ebitda": 3018000000.0, "spy_multiple": 15.0, "sector_multiple": 8.34454425106166, "sector_premium_over_spy": -0.44369704992922265}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2016-03-31", "company_multiple": 3.6560603653693406, "revenue_cagr_3y": -0.1517323457968207, "revenue_cagr_5y": -0.08958207602470358, "earnings_cagr_3y": -0.0811778879432713, "quarterly_revenue_growth_yoy": -0.3436123348017621, "quarterly_earnings_growth_yoy": 1.515527950310559, "revenue_growth_qoq": -0.2755267423014587, "gross_margin": 0.3400447427293065, "operating_margin": 0.3161819537658464, "net_margin": 0.18568232662192394, "roa_ttm": 0.05803010097161364, "roe_ttm": 0.10319826534760808, "debt_to_ebitda": 3.357029388403495, "net_debt_to_ebitda": 2.334789515488483, "interest_coverage": 28.292134831460675, "debt_to_equity": 0.5727740886298957, "current_ratio": 1.8160741885625966, "quick_ratio": 1.5745749613601236, "fcf_to_ebitda": 0.5488482922954726, "capex_to_revenue": 0.3243566726511071, "working_capital_to_revenue": 0.31597845601436264, "capital_efficiency": 0.08061418315961086, "financial_health": -0.3933864337920341, "margin_quality": 0.2806363410390256, "growth_momentum": 0.5859578077543984, "company_age_years": 22.844626967830255, "ebitda": 2518000000.0, "spy_multiple": 15.0, "sector_multiple": 10.157075740722652, "sector_premium_over_spy": -0.3228616172851565}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2016-06-30", "company_multiple": 4.533703703703703, "revenue_cagr_3y": -0.2672633978760346, "revenue_cagr_5y": -0.1657769831228808, "earnings_cagr_3y": -0.36935622015156744, "quarterly_revenue_growth_yoy": -0.4994692144373673, "quarterly_earnings_growth_yoy": -0.7748538011695907, "revenue_growth_qoq": -0.29679343773303507, "gross_margin": 0.7136797454931071, "operating_margin": 0.1728525980911983, "net_margin": 0.0816542948038176, "roa_ttm": 0.04868609466310616, "roe_ttm": 0.08478802992518704, "debt_to_ebitda": 3.5808278867102397, "net_debt_to_ebitda": 2.6427015250544663, "interest_coverage": 24.157894736842106, "debt_to_equity": 0.553885556379322, "current_ratio": 1.8776716689404274, "quick_ratio": 1.6061846293769895, "fcf_to_ebitda": 0.006535947712418301, "capex_to_revenue": 0.42329792791224097, "working_capital_to_revenue": 0.3360612920076615, "capital_efficiency": 0.0667370622941466, "financial_health": -0.39891668704693617, "margin_quality": 0.3227288794627076, "growth_momentum": -0.637161507803479, "company_age_years": 23.093771389459274, "ebitda": 2295000000.0, "spy_multiple": 15.0, "sector_multiple": 13.257567150238831, "sector_premium_over_spy": -0.1161621899840779}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2016-09-30", "company_multiple": 4.66242746615087, "revenue_cagr_3y": -0.29325555538571413, "revenue_cagr_5y": -0.16629879653438528, "earnings_cagr_3y": -0.251461263330091, "quarterly_revenue_growth_yoy": -0.43843283582089554, "quarterly_earnings_growth_yoy": -0.2866043613707165, "revenue_growth_qoq": -0.042417815482502653, "gross_margin": 0.5503875968992248, "operating_margin": 0.25359911406423036, "net_margin": 0.25359911406423036, "roa_ttm": 0.04455994191156801, "roe_ttm": 0.07730045080880403, "debt_to_ebitda": 4.0062862669245645, "net_debt_to_ebitda": 2.7809477756286265, "interest_coverage": 18.972477064220183, "debt_to_equity": 0.5492574913815964, "current_ratio": 1.9475281873373806, "quick_ratio": 1.6938421509106678, "fcf_to_ebitda": 0.24226305609284332, "capex_to_revenue": 0.3447796744739976, "working_capital_to_revenue": 0.4337038507344184, "capital_efficiency": 0.06093019636018602, "financial_health": -0.3798907795559146, "margin_quality": 0.35252860834256183, "growth_momentum": -0.36251859859580604, "company_age_years": 23.345653661875428, "ebitda": 2068000000.0, "spy_multiple": 15.0, "sector_multiple": 14.322852120014817, "sector_premium_over_spy": -0.04514319199901218}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2016-12-31", "company_multiple": 6.9346559206447616, "revenue_cagr_3y": -0.2525018245645335, "revenue_cagr_5y": -0.16655496526446856, "earnings_cagr_3y": -0.014515841764638826, "quarterly_revenue_growth_yoy": -0.4737979470556456, "quarterly_earnings_growth_yoy": -0.6350245499181669, "revenue_growth_qoq": 0.07862679955703211, "gross_margin": 0.16324435318275154, "operating_margin": 0.324435318275154, "net_margin": 0.22895277207392198, "roa_ttm": 0.028933764736509354, "roe_ttm": 0.04923427414251361, "debt_to_ebitda": 5.262864228146311, "net_debt_to_ebitda": 3.370737755734656, "interest_coverage": 14.274336283185841, "debt_to_equity": 0.5372104796861157, "current_ratio": 2.5682619647355165, "quick_ratio": 2.285642317380353, "fcf_to_ebitda": 0.35151890886546805, "capex_to_revenue": 0.32299927901946646, "working_capital_to_revenue": 0.7481374669550589, "capital_efficiency": 0.03908401943951148, "financial_health": -0.37630775306841746, "margin_quality": 0.23887748117727584, "growth_momentum": -0.5544112484869063, "company_age_years": 23.59753593429158, "ebitda": 1613000000.0, "spy_multiple": 15.0, "sector_multiple": 20.964927752834072, "sector_premium_over_spy": 0.3976618501889382}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2017-03-31", "company_multiple": 6.519526248399488, "revenue_cagr_3y": -0.30506133070777963, "revenue_cagr_5y": -0.19561219715908462, "earnings_cagr_3y": -0.4156242532033313, "quarterly_revenue_growth_yoy": -0.4146159582401193, "quarterly_earnings_growth_yoy": -0.6345381526104418, "revenue_growth_qoq": -0.19404517453798767, "gross_margin": 0.510828025477707, "operating_margin": 0.21528662420382166, "net_margin": 0.1159235668789809, "roa_ttm": 0.023206198300707415, "roe_ttm": 0.0389937106918239, "debt_to_ebitda": 5.391165172855314, "net_debt_to_ebitda": 3.41101152368758, "interest_coverage": 12.299212598425196, "debt_to_equity": 0.529622641509434, "current_ratio": 1.9909697683549274, "quick_ratio": 1.773851590106007, "fcf_to_ebitda": 0.23431498079385404, "capex_to_revenue": 0.3045769764216366, "working_capital_to_revenue": 0.7001386962552011, "capital_efficiency": 0.031099954496265656, "financial_health": -0.32052032213724896, "margin_quality": 0.28067940552016984, "growth_momentum": -0.5245770554252805, "company_age_years": 23.84394250513347, "ebitda": 1562000000.0, "spy_multiple": 15.0, "sector_multiple": 17.125012020791768, "sector_premium_over_spy": 0.14166746805278452}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 7.574879725085911, "revenue_cagr_3y": -0.29130097622331863, "revenue_cagr_5y": -0.19831398635223008, "earnings_cagr_3y": -0.13860690576996182, "quarterly_revenue_growth_yoy": -0.10520487264673312, "quarterly_earnings_growth_yoy": -7.187772925764192, "revenue_growth_qoq": 0.0758988015978695, "gross_margin": 0.4752475247524752, "operating_margin": -1.4195544554455446, "net_margin": -1.7537128712871286, "roa_ttm": -0.12445969430952275, "roe_ttm": -0.21822017345105085, "debt_to_ebitda": 6.2946735395189, "net_debt_to_ebitda": 3.9604810996563575, "interest_coverage": 10.392857142857142, "debt_to_equity": 0.5724665989530432, "current_ratio": 2.3612732095490716, "quick_ratio": 2.1294429708222813, "fcf_to_ebitda": 0.7405498281786942, "capex_to_revenue": 0.19831223628691982, "working_capital_to_revenue": 0.7733574442435202, "capital_efficiency": -0.1713399338802868, "financial_health": -0.38685727109427437, "margin_quality": -0.8993399339933994, "growth_momentum": -3.6464888992054627, "company_age_years": 24.344969199178646, "ebitda": 1164000000.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2017-12-31", "company_multiple": 7.81160554197229, "revenue_cagr_3y": -0.34486889403408794, "revenue_cagr_5y": -0.23014632547364222, "earnings_cagr_3y": -0.46843116204684687, "quarterly_revenue_growth_yoy": -0.3542094455852156, "quarterly_earnings_growth_yoy": -1.4977578475336324, "revenue_growth_qoq": -0.22153465346534654, "gross_margin": 0.3465818759936407, "operating_margin": 0.02384737678855326, "net_margin": -0.17647058823529413, "roa_ttm": -0.1395359214636323, "roe_ttm": -0.24608483513024318, "debt_to_ebitda": 6.052159739201304, "net_debt_to_ebitda": 3.9991850040749797, "interest_coverage": 9.975609756097562, "debt_to_equity": 0.5844022979460141, "current_ratio": 3.364499634769905, "quick_ratio": 3.0591672753834915, "fcf_to_ebitda": 0.5273023634881826, "capex_to_revenue": 0.16717120753447695, "working_capital_to_revenue": 1.0887991927346115, "capital_efficiency": -0.19281037829693776, "financial_health": -0.4499620229209555, "margin_quality": 0.06465288818229994, "growth_momentum": -0.925983646559424, "company_age_years": 24.5968514715948, "ebitda": 1227000000.0, "spy_multiple": 15.0, "sector_multiple": 13.192646505508895, "sector_premium_over_spy": -0.12049023296607364}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2020-12-31", "company_multiple": 6.882169491525424, "revenue_cagr_3y": 0.03133434763042242, "revenue_cagr_5y": -0.17910325352277223, "earnings_cagr_3y": -0.30663872564936534, "quarterly_revenue_growth_yoy": -0.12878787878787878, "quarterly_earnings_growth_yoy": 0.27450980392156865, "revenue_growth_qoq": -0.1073738680465718, "gross_margin": 0.35797101449275365, "operating_margin": -0.04927536231884058, "net_margin": -0.0536231884057971, "roa_ttm": -0.026004402861860208, "roe_ttm": -0.049597620713785866, "debt_to_ebitda": 6.654237288135593, "net_debt_to_ebitda": 5.676271186440678, "interest_coverage": 10.085470085470085, "debt_to_equity": 0.6868439468159552, "current_ratio": 1.976911976911977, "quick_ratio": 1.6637806637806638, "fcf_to_ebitda": 0.11271186440677966, "capex_to_revenue": 0.0840736040609137, "working_capital_to_revenue": 0.42956852791878175, "capital_efficiency": -0.03780101178782304, "financial_health": -0.5858073113747402, "margin_quality": 0.08502415458937197, "growth_momentum": 0.07286096256684493, "company_age_years": 27.59753593429158, "ebitda": 1180000000.0, "spy_multiple": 20.0, "sector_multiple": 12.23141623175586, "sector_premium_over_spy": -0.38842918841220697}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2021-03-31", "company_multiple": 7.342023509655752, "revenue_cagr_3y": -0.005552865596811785, "revenue_cagr_5y": -0.134041896396757, "earnings_cagr_3y": -0.22171504842316447, "quarterly_revenue_growth_yoy": -0.13965744400527008, "quarterly_earnings_growth_yoy": 0.7474489795918368, "revenue_growth_qoq": -0.0536231884057971, "gross_margin": 0.333843797856049, "operating_margin": -0.10260336906584992, "net_margin": -0.15160796324655437, "roa_ttm": -0.012827715355805243, "roe_ttm": -0.024170783345095273, "debt_to_ebitda": 6.397984886649874, "net_debt_to_ebitda": 5.5029387069689335, "interest_coverage": 10.356521739130434, "debt_to_equity": 0.6721947776993649, "current_ratio": 1.9639293937068303, "quick_ratio": 1.6316193399846508, "fcf_to_ebitda": 0.27287993282955497, "capex_to_revenue": 0.07124097176625083, "working_capital_to_revenue": 0.412344057780696, "capital_efficiency": -0.018499249350450258, "financial_health": -0.5760639928741155, "margin_quality": 0.0265441551812149, "growth_momentum": 0.3038957677932833, "company_age_years": 27.84394250513347, "ebitda": 1191000000.0, "spy_multiple": 20.0, "sector_multiple": 15.87385993485342, "sector_premium_over_spy": -0.20630700325732898}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 9.180667976424361, "revenue_cagr_3y": -0.06007705972152755, "revenue_cagr_5y": -0.07000967743947428, "earnings_cagr_3y": -0.5506199505193212, "quarterly_revenue_growth_yoy": -0.2946236559139785, "quarterly_earnings_growth_yoy": 0.7927565392354124, "revenue_growth_qoq": 0.004594180704441042, "gross_margin": 0.3384146341463415, "operating_margin": -0.003048780487804878, "net_margin": -0.15701219512195122, "roa_ttm": 0.005660911406736484, "roe_ttm": 0.010611956137247965, "debt_to_ebitda": 7.393909626719057, "net_debt_to_ebitda": 6.423379174852652, "interest_coverage": 8.852173913043478, "debt_to_equity": 0.6656349487088786, "current_ratio": 1.9848369977255496, "quick_ratio": 1.6565579984836998, "fcf_to_ebitda": 0.3889980353634578, "capex_to_revenue": 0.07647907647907648, "working_capital_to_revenue": 0.4686147186147186, "capital_efficiency": 0.008136433771992226, "financial_health": -0.571626707380374, "margin_quality": 0.059451219512195126, "growth_momentum": 0.24906644166071698, "company_age_years": 28.093086926762492, "ebitda": 1018000000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2018-06-30", "company_multiple": 7.976000781855595, "revenue_cagr_3y": 0.2180812238837393, "revenue_cagr_5y": 0.053210923470353055, "earnings_cagr_3y": -0.17349952637076027, "quarterly_revenue_growth_yoy": 0.4752048564709782, "quarterly_earnings_growth_yoy": 0.8837867742775319, "revenue_growth_qoq": 0.05592685784340381, "gross_margin": 0.023731943849497554, "operating_margin": -0.010538167501152832, "net_margin": -0.01253835944467462, "roa_ttm": 0.01956721459055188, "roe_ttm": 0.030023923167537683, "debt_to_ebitda": 2.9960010228384837, "net_debt_to_ebitda": 2.672136085714936, "interest_coverage": 58.967474540143684, "debt_to_equity": 0.5767114677351644, "current_ratio": 1.6761056855275214, "quick_ratio": 1.5411502754548372, "fcf_to_ebitda": -0.1506397426302747, "capex_to_revenue": 0.2226087843860066, "working_capital_to_revenue": 0.12965603230965222, "capital_efficiency": 0.024795568879044782, "financial_health": -0.24772617285051632, "margin_quality": 0.00021847230122336707, "growth_momentum": 0.6794958153742551, "company_age_years": 24.657084188911703, "ebitda": 746941000.0, "spy_multiple": 15.0, "sector_multiple": 12.558074120818645, "sector_premium_over_spy": -0.16279505861209032}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2018-09-30", "company_multiple": 6.062768372950036, "revenue_cagr_3y": 0.2712450091571488, "revenue_cagr_5y": 0.03485444556048467, "earnings_cagr_3y": -0.3075112114483355, "quarterly_revenue_growth_yoy": 0.266411577412192, "quarterly_earnings_growth_yoy": -1.2222156415647487, "revenue_growth_qoq": 0.01528525850344913, "gross_margin": -0.05560025729759141, "operating_margin": -0.0925452864510685, "net_margin": -0.08650594020828194, "roa_ttm": 0.012926245656743659, "roe_ttm": 0.02003234252722793, "debt_to_ebitda": 1.41610509784269, "net_debt_to_ebitda": 1.1452460588941744, "interest_coverage": 63.84914350355527, "debt_to_equity": 0.2979693121447974, "current_ratio": 1.656780692978068, "quick_ratio": 1.5425591085016193, "fcf_to_ebitda": -0.07543941574063176, "capex_to_revenue": 0.21631066112101216, "working_capital_to_revenue": 0.12027595276510264, "capital_efficiency": 0.016479294091985792, "financial_health": -0.2611936879203635, "margin_quality": -0.07821716131898061, "growth_momentum": -0.47790203207627835, "company_age_years": 24.908966461327857, "ebitda": 790197000.0, "spy_multiple": 15.0, "sector_multiple": 11.164886032003228, "sector_premium_over_spy": -0.25567426453311815}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2018-12-31", "company_multiple": 5.168731106012634, "revenue_cagr_3y": 0.3296738172024254, "revenue_cagr_5y": 0.03855311428405139, "earnings_cagr_3y": 0.5082343465283494, "quarterly_revenue_growth_yoy": 0.010926747733490488, "quarterly_earnings_growth_yoy": -2.0299229281174194, "revenue_growth_qoq": -0.08247010298820258, "gross_margin": 0.032492521393024824, "operating_margin": -0.2648325181515622, "net_margin": -0.25284538851693034, "roa_ttm": -0.058762134209503485, "roe_ttm": -0.09169250044859066, "debt_to_ebitda": 1.8620799233342928, "net_debt_to_ebitda": 1.4544123543592806, "interest_coverage": 46.5570100697134, "debt_to_equity": 0.31927815844193413, "current_ratio": 1.8053735778505688, "quick_ratio": 1.6807735276905889, "fcf_to_ebitda": 0.1484266726118083, "capex_to_revenue": 0.19280390093528788, "working_capital_to_revenue": 0.12740648699112142, "capital_efficiency": -0.07522731732904707, "financial_health": -0.2744819970734472, "margin_quality": -0.16172846175848923, "growth_momentum": -1.0094980901919643, "company_age_years": 25.16084873374401, "ebitda": 601051000.0, "spy_multiple": 15.0, "sector_multiple": 7.32363844612216, "sector_premium_over_spy": -0.5117574369251894}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2019-03-31", "company_multiple": 6.542952637750674, "revenue_cagr_3y": 0.3782926808551519, "revenue_cagr_5y": 0.007553621652937936, "earnings_cagr_3y": -0.2596160563159772, "quarterly_revenue_growth_yoy": -0.12975490753419577, "quarterly_earnings_growth_yoy": 0.16860853647906557, "revenue_growth_qoq": -0.11529304455000836, "gross_margin": 0.0006191677873698292, "operating_margin": -0.03320642287171724, "net_margin": -0.04063501621055113, "roa_ttm": -0.05879891619433983, "roe_ttm": -0.09273693213988844, "debt_to_ebitda": 1.8845855720371265, "net_debt_to_ebitda": 1.4723422086482978, "interest_coverage": 46.501232285890325, "debt_to_equity": 0.33433342079568806, "current_ratio": 1.8149593667711355, "quick_ratio": 1.6860931453679684, "fcf_to_ebitda": 0.21143577376890615, "capex_to_revenue": 0.1976651798073497, "working_capital_to_revenue": 0.12929003191802368, "capital_efficiency": -0.07576792416711414, "financial_health": -0.28254733240163543, "margin_quality": -0.02440742376496618, "growth_momentum": 0.019426814472434897, "company_age_years": 25.4072553045859, "ebitda": 603772000.0, "spy_multiple": 15.0, "sector_multiple": 8.388913748923699, "sector_premium_over_spy": -0.4407390834050867}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2019-06-30", "company_multiple": 5.956591335350583, "revenue_cagr_3y": 0.5161217185267231, "revenue_cagr_5y": -0.02251905441734736, "earnings_cagr_3y": -0.1680327352796811, "quarterly_revenue_growth_yoy": -0.20909320730602585, "quarterly_earnings_growth_yoy": -3.615607206198077, "revenue_growth_qoq": -0.040339633412906806, "gross_margin": -0.0008375692733420642, "operating_margin": -0.0712155852996234, "net_margin": -0.07317188667658135, "roa_ttm": -0.06825246740859546, "roe_ttm": -0.10808980600071195, "debt_to_ebitda": 2.032019977207692, "net_debt_to_ebitda": 1.575612945173425, "interest_coverage": 42.09941344563092, "debt_to_equity": 0.3470085663013668, "current_ratio": 1.9099148164852653, "quick_ratio": 1.7639476304345976, "fcf_to_ebitda": 0.45870233889089346, "capex_to_revenue": 0.17708604758373253, "working_capital_to_revenue": 0.1405358764072892, "capital_efficiency": -0.08817113670465371, "financial_health": -0.2923168887198189, "margin_quality": -0.04840834708318228, "growth_momentum": -1.9123502067520515, "company_age_years": 25.65639972621492, "ebitda": 559838000.0, "spy_multiple": 15.0, "sector_multiple": 8.058293169186854, "sector_premium_over_spy": -0.4627804553875431}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2019-09-30", "company_multiple": 5.687016805209885, "revenue_cagr_3y": 0.42657277938483174, "revenue_cagr_5y": -0.06681017763567587, "earnings_cagr_3y": 0.4597296182295134, "quarterly_revenue_growth_yoy": -0.310124291336495, "quarterly_earnings_growth_yoy": -2.4876335918552277, "revenue_growth_qoq": -0.11440811524716432, "gross_margin": -0.4269782706048271, "operating_margin": -0.5134998295602655, "net_margin": -0.43732663605435357, "roa_ttm": -0.11738296450082478, "roe_ttm": -0.18383675627406995, "debt_to_ebitda": 2.2225655173655334, "net_debt_to_ebitda": 1.8516514921712206, "interest_coverage": 21.42755195525339, "debt_to_equity": 0.335603703177657, "current_ratio": 1.543916255371897, "quick_ratio": 1.4588454579841315, "fcf_to_ebitda": 0.8586836669021977, "capex_to_revenue": 0.16010308813855623, "working_capital_to_revenue": 0.08603966730646193, "capital_efficiency": -0.15060986038744736, "financial_health": -0.2938045978779704, "margin_quality": -0.45926824540648203, "growth_momentum": -1.3988789415958613, "company_age_years": 25.908281998631075, "ebitda": 444386000.0, "spy_multiple": 15.0, "sector_multiple": 7.249979073675366, "sector_premium_over_spy": -0.5166680617549756}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2019-12-31", "company_multiple": 5.246553484809803, "revenue_cagr_3y": 0.2586635502059531, "revenue_cagr_5y": -0.11390686880640999, "earnings_cagr_3y": 0.032235267035094495, "quarterly_revenue_growth_yoy": -0.381487479536697, "quarterly_earnings_growth_yoy": 0.5730512946648182, "revenue_growth_qoq": -0.17738264722985303, "gross_margin": -0.10406116632845619, "operating_margin": -0.16811599501926683, "net_margin": -0.1745348844295212, "roa_ttm": -0.09588736861191792, "roe_ttm": -0.1502329176106888, "debt_to_ebitda": 1.806460504748902, "net_debt_to_ebitda": 1.4842215093627555, "interest_coverage": 19.179860199410992, "debt_to_equity": 0.3446033695414346, "current_ratio": 1.577163868378091, "quick_ratio": 1.4864079560261807, "fcf_to_ebitda": 0.6450718347744688, "capex_to_revenue": 0.14065411009497367, "working_capital_to_revenue": 0.09358254896921299, "capital_efficiency": -0.12306014311130337, "financial_health": -0.30186299576410835, "margin_quality": -0.1489040152590814, "growth_momentum": 0.0957819075640606, "company_age_years": 26.16016427104723, "ebitda": 540546000.0, "spy_multiple": 15.0, "sector_multiple": 8.771052182274868, "sector_premium_over_spy": -0.41526318784834215}, {"ticker": "COP", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 13.63436161055505, "revenue_cagr_3y": -0.17957037220328165, "revenue_cagr_5y": -0.13951725955443373, "earnings_cagr_3y": -0.46245577428319806, "quarterly_revenue_growth_yoy": 0.04169269206745784, "quarterly_earnings_growth_yoy": 1.4038461538461537, "revenue_growth_qoq": -0.008619408530242236, "gross_margin": 0.1284664967770949, "operating_margin": 0.08244640983360815, "net_margin": 0.06295907660020986, "roa_ttm": -0.03298112501836738, "roe_ttm": -0.08095081967213115, "debt_to_ebitda": 3.82238398544131, "net_debt_to_ebitda": 2.564695177434031, "interest_coverage": 16.16176470588235, "debt_to_equity": 0.6886557377049181, "current_ratio": 2.3775066610573554, "quick_ratio": 2.2340485205441034, "fcf_to_ebitda": 0.3610555050045496, "capex_to_revenue": 0.1462895486850175, "working_capital_to_revenue": 0.35437786355929146, "capital_efficiency": -0.05696597234524926, "financial_health": -0.5526986311899146, "margin_quality": 0.0912906610703043, "growth_momentum": 0.7227694229568058, "company_age_years": 35.748117727583846, "ebitda": 5495000000.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2020-12-31", "company_multiple": 11.076816736410432, "revenue_cagr_3y": -0.056556837175957275, "revenue_cagr_5y": 0.10047368251469502, "earnings_cagr_3y": -0.482178547255634, "quarterly_revenue_growth_yoy": -0.3179240833522954, "quarterly_earnings_growth_yoy": -0.4698273898268871, "revenue_growth_qoq": 0.2521237516283109, "gross_margin": 0.5663010756193299, "operating_margin": 0.16911328421256322, "net_margin": 0.1170277437448004, "roa_ttm": -0.016884066471163247, "roe_ttm": -0.029777232037593353, "debt_to_ebitda": 2.1320314884813767, "net_debt_to_ebitda": 0.9706626151905933, "interest_coverage": 53.96067468609401, "debt_to_equity": 0.30102379153228465, "current_ratio": 1.6942196531791907, "quick_ratio": 1.51242774566474, "fcf_to_ebitda": 0.5383263938432449, "capex_to_revenue": 0.3509395307699328, "working_capital_to_revenue": 0.24329862698339785, "capital_efficiency": -0.023330649254378298, "financial_health": -0.15504795071116806, "margin_quality": 0.2841473678588978, "growth_momentum": -0.39387573658959124, "company_age_years": 31.241615331964407, "ebitda": 2866445000.0, "spy_multiple": 20.0, "sector_multiple": 12.23141623175586, "sector_premium_over_spy": -0.38842918841220697}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2023-03-31", "company_multiple": 4.023971051356589, "revenue_cagr_3y": 0.17093786682707468, "revenue_cagr_5y": 0.0841817295110372, "earnings_cagr_3y": 4.870367556966068, "quarterly_revenue_growth_yoy": 0.4007029876977153, "quarterly_earnings_growth_yoy": 4.187179487179487, "revenue_growth_qoq": -0.16966810537282334, "gross_margin": 0.7218139451514608, "operating_margin": 0.4610145187309554, "net_margin": 0.36260978670012545, "roa_ttm": 0.228933577087142, "roe_ttm": 0.36908083467599323, "debt_to_ebitda": 0.25278585271317827, "net_debt_to_ebitda": 0.0, "interest_coverage": 393.14285714285717, "debt_to_equity": 0.16402719377529767, "current_ratio": 2.172185430463576, "quick_ratio": 1.9046830652790918, "fcf_to_ebitda": 0.47874273255813954, "capex_to_revenue": 0.20569272474173933, "working_capital_to_revenue": 0.18155176203384862, "capital_efficiency": 0.2990072058815676, "financial_health": -0.02650345305522868, "margin_quality": 0.5151460835275139, "growth_momentum": 2.2939412374386015, "company_age_years": 33.48665297741273, "ebitda": 16512000000.0, "spy_multiple": 12.0, "sector_multiple": 4.84509456278845, "sector_premium_over_spy": -0.5962421197676291}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2023-12-31", "company_multiple": 5.174352914697277, "revenue_cagr_3y": 0.27876882508729883, "revenue_cagr_5y": 0.06653107983303785, "earnings_cagr_3y": 0.8060459077399278, "quarterly_revenue_growth_yoy": -0.10254502158059235, "quarterly_earnings_growth_yoy": -0.12692138779095302, "revenue_growth_qoq": -0.013577621462457059, "gross_margin": 0.7535655058043118, "operating_margin": 0.415257048092869, "net_margin": 0.3296849087893864, "roa_ttm": 0.17315365848097225, "roe_ttm": 0.2703453186187255, "debt_to_ebitda": 0.2982219221246905, "net_debt_to_ebitda": 0.0, "interest_coverage": 380.8285714285714, "debt_to_equity": 0.14150943396226415, "current_ratio": 2.4386352479135986, "quick_ratio": 2.1256750122729504, "fcf_to_ebitda": 0.38675069397554207, "capex_to_revenue": 0.2668018290052627, "working_capital_to_revenue": 0.25282546803554484, "capital_efficiency": 0.22174948854984888, "financial_health": -0.0071730210468400335, "margin_quality": 0.4995024875621891, "growth_momentum": -0.1147332046857727, "company_age_years": 34.23956194387406, "ebitda": 13329000000.0, "spy_multiple": 12.0, "sector_multiple": 6.358514587996477, "sector_premium_over_spy": -0.4701237843336269}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2024-12-31", "company_multiple": 5.35224486521181, "revenue_cagr_3y": -0.022219592549223677, "revenue_cagr_5y": 0.05971234658972069, "earnings_cagr_3y": -0.14263529791684326, "quarterly_revenue_growth_yoy": -0.06301824212271974, "quarterly_earnings_growth_yoy": -0.37072434607645877, "revenue_growth_qoq": -0.03665814151747655, "gross_margin": 0.976637168141593, "operating_margin": 0.28176991150442476, "net_margin": 0.22141592920353984, "roa_ttm": 0.1356970287797228, "roe_ttm": 0.21815270348540083, "debt_to_ebitda": 0.40396341463414637, "net_debt_to_ebitda": 0.0, "interest_coverage": 328.0, "debt_to_equity": 0.1715444107526149, "current_ratio": 2.0974971983563693, "quick_ratio": 1.9135225999252896, "fcf_to_ebitda": 0.46301347881899874, "capex_to_revenue": 0.2725639490118915, "working_capital_to_revenue": 0.25134742065189497, "capital_efficiency": 0.1769248661325618, "financial_health": 0.0076120265358324835, "margin_quality": 0.4932743362831859, "growth_momentum": -0.21687129409958925, "company_age_years": 35.24161533196441, "ebitda": 12464000000.0, "spy_multiple": 12.0, "sector_multiple": 6.438778095489484, "sector_premium_over_spy": -0.4634351587092097}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 6.391394446712944, "revenue_cagr_3y": 0.13855226497438378, "revenue_cagr_5y": 0.005242050265872766, "earnings_cagr_3y": 0.3424806513258509, "quarterly_revenue_growth_yoy": -0.0184355616815989, "quarterly_earnings_growth_yoy": -0.20251396648044692, "revenue_growth_qoq": -0.023315618035316305, "gross_margin": 0.18781814990345796, "operating_margin": 0.15288748464103916, "net_margin": 0.10022819027558363, "roa_ttm": 0.10054873475188504, "roe_ttm": 0.24737762237762237, "debt_to_ebitda": 1.610861576153532, "net_debt_to_ebitda": 1.1661902817476522, "interest_coverage": 43.34513274336283, "debt_to_equity": 0.7663170163170163, "current_ratio": 2.205677655677656, "quick_ratio": 1.6206959706959707, "fcf_to_ebitda": 0.490812576561862, "capex_to_revenue": 0.061327092272352966, "working_capital_to_revenue": 0.28531183634551205, "capital_efficiency": 0.1739631785647537, "financial_health": -0.6559570133698672, "margin_quality": 0.14697794160669356, "growth_momentum": -0.11047476408102291, "company_age_years": 52.33127994524298, "ebitda": 4898000000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2024-12-31", "company_multiple": 6.129491916859123, "revenue_cagr_3y": 0.0946481237263388, "revenue_cagr_5y": 0.015646009438017527, "earnings_cagr_3y": -0.09291225121568425, "quarterly_revenue_growth_yoy": -0.02247778358599059, "quarterly_earnings_growth_yoy": -0.06959152798789713, "revenue_growth_qoq": -0.015271195365982097, "gross_margin": 0.18288770053475936, "operating_margin": 0.1661319073083779, "net_margin": 0.10962566844919786, "roa_ttm": 0.09774494860671434, "roe_ttm": 0.23805444507900247, "debt_to_ebitda": 1.6384631534747007, "net_debt_to_ebitda": 1.0888095737980266, "interest_coverage": 43.69724770642202, "debt_to_equity": 0.7428136303064915, "current_ratio": 2.0466115702479337, "quick_ratio": 1.5441322314049586, "fcf_to_ebitda": 0.5087129960109175, "capex_to_revenue": 0.0628486750348675, "working_capital_to_revenue": 0.27597629009762903, "capital_efficiency": 0.1678996968428584, "financial_health": -0.5791977414287404, "margin_quality": 0.1528817587641117, "growth_momentum": -0.04603465578694386, "company_age_years": 52.58316221765914, "ebitda": 4763000000.0, "spy_multiple": 12.0, "sector_multiple": 6.438778095489484, "sector_premium_over_spy": -0.4634351587092097}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2018-09-30", "company_multiple": 9.698355835583559, "revenue_cagr_3y": 0.4067180444087515, "revenue_cagr_5y": 0.22018820310028375, "earnings_cagr_3y": -0.14081054408737126, "quarterly_revenue_growth_yoy": 0.5596446700507615, "quarterly_earnings_growth_yoy": 18.869565217391305, "revenue_growth_qoq": 0.03233935321293574, "gross_margin": 0.3425549227013832, "operating_margin": 0.29170056956875506, "net_margin": 0.16720911310008138, "roa_ttm": 0.07323568575233022, "roe_ttm": 0.11098032621489827, "debt_to_ebitda": 0.8304830483048304, "net_debt_to_ebitda": 0.5547554755475548, "interest_coverage": 111.1, "debt_to_equity": 0.23272238103245335, "current_ratio": 1.195505617977528, "quick_ratio": 1.0746067415730336, "fcf_to_ebitda": -0.010501050105010502, "capex_to_revenue": 0.3530530082755536, "working_capital_to_revenue": 0.04864683515991948, "capital_efficiency": 0.09210800598361424, "financial_health": -0.14121017463701968, "margin_quality": 0.26715486845673986, "growth_momentum": 9.714604943721033, "company_age_years": 21.144421629021217, "ebitda": 3333000000.0, "spy_multiple": 15.0, "sector_multiple": 11.164886032003228, "sector_premium_over_spy": -0.25567426453311815}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2020-09-30", "company_multiple": 7.900024307243559, "revenue_cagr_3y": 0.05621394441862382, "revenue_cagr_5y": 0.16029986050687017, "earnings_cagr_3y": -0.04551878276086441, "quarterly_revenue_growth_yoy": -0.2281795511221945, "quarterly_earnings_growth_yoy": -1.0865800865800865, "revenue_growth_qoq": 0.6275197195442594, "gross_margin": 0.12924071082390953, "operating_margin": 0.07539041464728057, "net_margin": -0.010770059235325794, "roa_ttm": 0.009168994045423408, "roe_ttm": 0.01493049596704994, "debt_to_ebitda": 1.6465726786582402, "net_debt_to_ebitda": 1.0024307243558581, "interest_coverage": 97.95238095238095, "debt_to_equity": 0.29062982666895487, "current_ratio": 1.433649289099526, "quick_ratio": 1.3204976303317535, "fcf_to_ebitda": 0.22702965483714146, "capex_to_revenue": 0.249052163681527, "working_capital_to_revenue": 0.09569878415479148, "capital_efficiency": 0.012049745006236675, "financial_health": -0.20030048387406432, "margin_quality": 0.06462035541195478, "growth_momentum": -0.6573798188511405, "company_age_years": 23.145790554414784, "ebitda": 2057000000.0, "spy_multiple": 20.0, "sector_multiple": 7.900024307243559, "sector_premium_over_spy": -0.6049987846378221}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2020-12-31", "company_multiple": 12.084944670937682, "revenue_cagr_3y": 0.04492389215468506, "revenue_cagr_5y": 0.200945774976949, "earnings_cagr_3y": -0.5986262770721942, "quarterly_revenue_growth_yoy": -0.23665278303672851, "quarterly_earnings_growth_yoy": -0.875, "revenue_growth_qoq": 0.08562197092084006, "gross_margin": 0.1736111111111111, "operating_margin": 0.12648809523809523, "net_margin": 0.02132936507936508, "roa_ttm": -0.006604607623901399, "roe_ttm": -0.01097761258535742, "debt_to_ebitda": 1.9801980198019802, "net_debt_to_ebitda": 1.1403610949330227, "interest_coverage": 47.69444444444444, "debt_to_equity": 0.29388884086783645, "current_ratio": 1.3614900314795384, "quick_ratio": 1.2439664218258133, "fcf_to_ebitda": 0.2789749563191613, "capex_to_revenue": 0.2280751708428246, "working_capital_to_revenue": 0.09809225512528474, "capital_efficiency": -0.008791110104629409, "financial_health": -0.19815284705561917, "margin_quality": 0.10714285714285714, "growth_momentum": -0.5558263915183642, "company_age_years": 23.397672826830938, "ebitda": 1717000000.0, "spy_multiple": 20.0, "sector_multiple": 12.23141623175586, "sector_premium_over_spy": -0.38842918841220697}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 10.948033472803347, "revenue_cagr_3y": 0.21484886740728637, "revenue_cagr_5y": 0.33466762074074863, "earnings_cagr_3y": 0.7923103815859427, "quarterly_revenue_growth_yoy": 2.7414548641542504, "quarterly_earnings_growth_yoy": 1.8656036446469249, "revenue_growth_qoq": 0.39327676240208875, "gross_margin": 0.3572265167486531, "operating_margin": 0.3368470367767627, "net_margin": 0.08901382056687748, "roa_ttm": 0.009052849064810787, "roe_ttm": 0.014709780015902466, "debt_to_ebitda": 1.6385402138540215, "net_debt_to_ebitda": 1.6169223616922361, "interest_coverage": 70.52459016393442, "debt_to_equity": 0.3113790970933828, "current_ratio": 0.5520711443950386, "quick_ratio": 0.47016147905452843, "fcf_to_ebitda": 0.23477452347745234, "capex_to_revenue": 0.15714795645190077, "working_capital_to_revenue": -0.1708013564162056, "capital_efficiency": 0.011881314540356626, "financial_health": -0.3034174817631023, "margin_quality": 0.26102912469743106, "growth_momentum": 2.303529254400588, "company_age_years": 23.89322381930185, "ebitda": 4302000000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 7.660353032659409, "revenue_cagr_3y": 0.2637537272749666, "revenue_cagr_5y": 0.3547773791941662, "earnings_cagr_3y": 0.36487063324701907, "quarterly_revenue_growth_yoy": 1.6715131933225633, "quarterly_earnings_growth_yoy": 53.25, "revenue_growth_qoq": 0.16209885219020848, "gross_margin": 0.40173352146744606, "operating_margin": 0.3848014513202983, "net_margin": 0.2106430155210643, "roa_ttm": 0.03723135103464806, "roe_ttm": 0.06027680765748286, "debt_to_ebitda": 1.0954898911353033, "net_debt_to_ebitda": 1.0051321928460342, "interest_coverage": 156.82926829268294, "debt_to_equity": 0.30371232699521405, "current_ratio": 0.6264608599779493, "quick_ratio": 0.5514884233737597, "fcf_to_ebitda": 0.2917573872472784, "capex_to_revenue": 0.17442348008385744, "working_capital_to_revenue": -0.11837875611460517, "capital_efficiency": 0.04875407934606546, "financial_health": -0.2727604036045368, "margin_quality": 0.33239266276960294, "growth_momentum": 27.46075659666128, "company_age_years": 24.145106091718002, "ebitda": 6430000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2023-03-31", "company_multiple": 4.627956334094948, "revenue_cagr_3y": 0.3175268730813223, "revenue_cagr_5y": 0.14498641278402236, "earnings_cagr_3y": 0.6157293755601947, "quarterly_revenue_growth_yoy": -0.25215552301935906, "quarterly_earnings_growth_yoy": -0.3932304629168741, "revenue_growth_qoq": -0.11151913413219947, "gross_margin": 0.3882967152490755, "operating_margin": 0.35697193822057866, "net_margin": 0.26517293887317817, "roa_ttm": 0.1953806530227921, "roe_ttm": 0.32306071984613977, "debt_to_ebitda": 0.5116357789625117, "net_debt_to_ebitda": 0.41076415333841076, "interest_coverage": 181.8, "debt_to_equity": 0.2768568550233538, "current_ratio": 0.8820838627700127, "quick_ratio": 0.7583227445997459, "fcf_to_ebitda": 0.583989168147584, "capex_to_revenue": 0.18319975474094513, "working_capital_to_revenue": -0.02032146454692769, "capital_efficiency": 0.25922068643446594, "financial_health": -0.20025195868080337, "margin_quality": 0.33681386411427744, "growth_momentum": -0.3226929929681166, "company_age_years": 25.642710472279262, "ebitda": 11817000000.0, "spy_multiple": 12.0, "sector_multiple": 4.84509456278845, "sector_premium_over_spy": -0.5962421197676291}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2023-12-31", "company_multiple": 6.262388059701492, "revenue_cagr_3y": 0.3604325943003617, "revenue_cagr_5y": 0.18157693477545567, "earnings_cagr_3y": 2.0870288624612496, "quarterly_revenue_growth_yoy": -0.018940858136838035, "quarterly_earnings_growth_yoy": -0.14584740040513167, "revenue_growth_qoq": -0.012643454580820852, "gross_margin": 0.35106382978723405, "operating_margin": 0.2982663514578408, "net_margin": 0.2492119779353822, "roa_ttm": 0.13334061672083686, "roe_ttm": 0.21069440248586596, "debt_to_ebitda": 0.5341151385927505, "net_debt_to_ebitda": 0.5085287846481876, "interest_coverage": 335.0, "debt_to_equity": 0.21621854904837945, "current_ratio": 0.8759246805648958, "quick_ratio": 0.7158708809683927, "fcf_to_ebitda": 0.4133262260127932, "capex_to_revenue": 0.23593475792298957, "working_capital_to_revenue": -0.019046144317126045, "capital_efficiency": 0.1720175096033514, "financial_health": -0.2009025491062181, "margin_quality": 0.2995140530601524, "growth_momentum": -0.08239412927098486, "company_age_years": 26.39561943874059, "ebitda": 9380000000.0, "spy_multiple": 12.0, "sector_multiple": 6.358514587996477, "sector_premium_over_spy": -0.4701237843336269}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2017-03-31", "company_multiple": 16.999123877917416, "revenue_cagr_3y": -0.15995754143310503, "revenue_cagr_5y": -0.14021223190763576, "earnings_cagr_3y": -0.5617482215464253, "quarterly_revenue_growth_yoy": 0.3871879415920867, "quarterly_earnings_growth_yoy": 0.5, "revenue_growth_qoq": 0.04174036080650867, "gross_margin": 0.19219015280135823, "operating_margin": 0.0767402376910017, "net_margin": 0.03972835314091681, "roa_ttm": -0.012598610620511009, "roe_ttm": -0.025380710659898477, "debt_to_ebitda": 2.938958707360862, "net_debt_to_ebitda": 2.4919210053859966, "interest_coverage": 41.25925925925926, "debt_to_equity": 0.4659613833673324, "current_ratio": 1.202276707530648, "quick_ratio": 1.0556042031523643, "fcf_to_ebitda": 0.11609814482345901, "capex_to_revenue": 0.25690001827819414, "working_capital_to_revenue": 0.12666788521294095, "capital_efficiency": -0.018989660640204742, "financial_health": -0.4070591785131405, "margin_quality": 0.10288624787775892, "growth_momentum": 0.44359397079604335, "company_age_years": 35.24709103353867, "ebitda": 3342000000.0, "spy_multiple": 15.0, "sector_multiple": 17.125012020791768, "sector_premium_over_spy": 0.14166746805278452}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 12.291783505154637, "revenue_cagr_3y": -0.20727138924677035, "revenue_cagr_5y": -0.1291868975323911, "earnings_cagr_3y": -0.46115363607878, "quarterly_revenue_growth_yoy": 0.13186813186813187, "quarterly_earnings_growth_yoy": 1.7842323651452283, "revenue_growth_qoq": -0.021618080576482148, "gross_margin": 0.2099096083026448, "operating_margin": 0.06662202879142953, "net_margin": 0.06327418814864412, "roa_ttm": 0.013005815216079917, "roe_ttm": 0.026077700904736562, "debt_to_ebitda": 2.1103951890034365, "net_debt_to_ebitda": 1.7225085910652922, "interest_coverage": 51.16483516483517, "debt_to_equity": 0.4753979389423775, "current_ratio": 1.107356177302735, "quick_ratio": 0.9490726186733731, "fcf_to_ebitda": 0.07474226804123711, "capex_to_revenue": 0.33923129021334236, "working_capital_to_revenue": 0.05782255333559092, "capital_efficiency": 0.01954175806040824, "financial_health": -0.40762919546815, "margin_quality": 0.11326860841423948, "growth_momentum": 0.9580502485066801, "company_age_years": 35.748117727583846, "ebitda": 4656000000.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 12.764772468953904, "revenue_cagr_3y": 0.1383143938065141, "revenue_cagr_5y": 0.19243856060316178, "earnings_cagr_3y": -0.5037850057009136, "quarterly_revenue_growth_yoy": 0.8407239819004525, "quarterly_earnings_growth_yoy": 1.0126675685647522, "revenue_growth_qoq": 0.1768563162970106, "gross_margin": 0.23041625696492954, "operating_margin": 0.12078007210750574, "net_margin": 0.016879711569977057, "roa_ttm": -0.05917159763313609, "roe_ttm": -0.2592633194474896, "debt_to_ebitda": 7.577773100399916, "net_debt_to_ebitda": 6.616080825089455, "interest_coverage": 12.34025974025974, "debt_to_equity": 1.9733611050208288, "current_ratio": 1.3398706446901731, "quick_ratio": 1.1482370123096182, "fcf_to_ebitda": 0.9534834771627025, "capex_to_revenue": 0.09819225540057405, "working_capital_to_revenue": 0.16405659902311295, "capital_efficiency": -0.15921745854031283, "financial_health": -1.8623776781110541, "margin_quality": 0.12269201354747077, "growth_momentum": 0.9266957752326024, "company_age_years": 39.49623545516769, "ebitda": 4751000000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2024-06-30", "company_multiple": 5.600375619211716, "revenue_cagr_3y": 0.040559295172799326, "revenue_cagr_5y": 0.12966564392686197, "earnings_cagr_3y": 1.2382826064143124, "quarterly_revenue_growth_yoy": 0.04135110572553772, "quarterly_earnings_growth_yoy": 0.3492990654205608, "revenue_growth_qoq": 0.10655078062127797, "gross_margin": 0.3669818181818182, "operating_margin": 0.24072727272727273, "net_margin": 0.168, "roa_ttm": 0.060341660543717854, "roe_ttm": 0.1434811094125355, "debt_to_ebitda": 1.4040491061813483, "net_debt_to_ebitda": 1.2715916433340513, "interest_coverage": 55.273809523809526, "debt_to_equity": 0.6101456961906842, "current_ratio": 1.0405196412001236, "quick_ratio": 0.7504897412104341, "fcf_to_ebitda": 0.29600114868260463, "capex_to_revenue": 0.23993645979999279, "working_capital_to_revenue": 0.01418823784252139, "capital_efficiency": 0.10191138497812668, "financial_health": -0.5311227188171281, "margin_quality": 0.258569696969697, "growth_momentum": 0.19532508557304926, "company_age_years": 42.496919917864474, "ebitda": 13929000000.0, "spy_multiple": 12.0, "sector_multiple": 6.928331690188399, "sector_premium_over_spy": -0.42263902581763346}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2017-03-31", "company_multiple": 15.213811659192825, "revenue_cagr_3y": -0.03812400767367918, "revenue_cagr_5y": 0.07104876079972366, "earnings_cagr_3y": 0.2036525655826118, "quarterly_revenue_growth_yoy": 0.559266227657573, "quarterly_earnings_growth_yoy": 1.1848821989528795, "revenue_growth_qoq": 0.11278952668680765, "gross_margin": 0.22473604826546004, "operating_margin": 0.1450980392156863, "net_margin": 0.17043740573152338, "roa_ttm": 0.012206321267314609, "roe_ttm": 0.0493349829879369, "debt_to_ebitda": 7.773916292974589, "net_debt_to_ebitda": 6.982062780269058, "interest_coverage": 21.070866141732285, "debt_to_equity": 3.2172904423136406, "current_ratio": 1.5283400809716599, "quick_ratio": 1.528744939271255, "fcf_to_ebitda": 0.0257847533632287, "capex_to_revenue": 0.20386673571551872, "working_capital_to_revenue": 0.11263593992749871, "capital_efficiency": 0.030770652127625753, "financial_health": -1.5243926759634274, "margin_quality": 0.1800904977375566, "growth_momentum": 0.8720742133052262, "company_age_years": 25.037645448323065, "ebitda": 2676000000.0, "spy_multiple": 15.0, "sector_multiple": 17.125012020791768, "sector_premium_over_spy": 0.14166746805278452}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2018-03-31", "company_multiple": 11.039949415727513, "revenue_cagr_3y": -0.11815896799102288, "revenue_cagr_5y": 0.025721447566108946, "earnings_cagr_3y": -0.6203109028160536, "quarterly_revenue_growth_yoy": -0.3245852187028658, "quarterly_earnings_growth_yoy": -1.3486725663716814, "revenue_growth_qoq": -0.11885081005922245, "gross_margin": 0.16748548459133542, "operating_margin": 0.07860652076820009, "net_margin": -0.08798570790531487, "roa_ttm": 0.021796970937372085, "roe_ttm": 0.07175743964065132, "debt_to_ebitda": 4.401234567901234, "net_debt_to_ebitda": 3.77336860670194, "interest_coverage": 5.262180974477959, "debt_to_equity": 1.120943290286356, "current_ratio": 1.0439402642159679, "quick_ratio": 1.0442274554853532, "fcf_to_ebitda": -0.001763668430335097, "capex_to_revenue": 0.35076473644619127, "working_capital_to_revenue": 0.01720647793403888, "capital_efficiency": 0.0467772052890117, "financial_health": -1.0326161850475322, "margin_quality": 0.05270209915140688, "growth_momentum": -0.8366288925372736, "company_age_years": 26.036960985626283, "ebitda": 2268000000.0, "spy_multiple": 15.0, "sector_multiple": 11.317127947195477, "sector_premium_over_spy": -0.2455248035203016}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2019-03-31", "company_multiple": 7.404944, "revenue_cagr_3y": -0.4241346807847135, "revenue_cagr_5y": -0.35808141260359494, "earnings_cagr_3y": -0.5301398235574228, "quarterly_revenue_growth_yoy": -0.8186690486824475, "quarterly_earnings_growth_yoy": -0.6091370558375635, "revenue_growth_qoq": -0.8063900810681927, "gross_margin": -2.4408866995073892, "operating_margin": -2.773399014778325, "net_margin": -0.7807881773399015, "roa_ttm": 0.1628588814515683, "roe_ttm": 0.3746977217767596, "debt_to_ebitda": 2.4604, "net_debt_to_ebitda": 1.9296, "interest_coverage": 35.2112676056338, "debt_to_equity": 0.7828687794323533, "current_ratio": 1.3734756097560976, "quick_ratio": 1.3734756097560976, "fcf_to_ebitda": -0.0524, "capex_to_revenue": 0.3234385493619879, "working_capital_to_revenue": 0.0987239758226998, "capital_efficiency": 0.26877830161416394, "financial_health": -0.7009331533979533, "margin_quality": -1.9983579638752051, "growth_momentum": -0.7139030522600055, "company_age_years": 27.0362765229295, "ebitda": 2500000000.0, "spy_multiple": 15.0, "sector_multiple": 8.388913748923699, "sector_premium_over_spy": -0.4407390834050867}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 8.443271696987772, "revenue_cagr_3y": 0.1450155624521008, "revenue_cagr_5y": 0.06273252418724296, "earnings_cagr_3y": -0.3087403871066067, "quarterly_revenue_growth_yoy": 2.959375, "quarterly_earnings_growth_yoy": 10.108695652173912, "revenue_growth_qoq": 0.21826923076923077, "gross_margin": 0.39463299131807417, "operating_margin": 0.3696395685345962, "net_margin": 0.22046829781636412, "roa_ttm": 0.057225625682670846, "roe_ttm": 0.13502913491707755, "debt_to_ebitda": 1.9445272889949299, "net_debt_to_ebitda": 1.2523113629585445, "interest_coverage": 38.54022988505747, "debt_to_equity": 0.7306140744060959, "current_ratio": 1.2059914407988588, "quick_ratio": 1.2059914407988588, "fcf_to_ebitda": 0.5809722636444975, "capex_to_revenue": 0.15637559371574716, "working_capital_to_revenue": 0.0659481183777859, "capital_efficiency": 0.0961273802998742, "financial_health": -0.6172518395619822, "margin_quality": 0.3282469525563448, "growth_momentum": 6.534035326086956, "company_age_years": 29.53867214236824, "ebitda": 3353000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 6.512396160236293, "revenue_cagr_3y": 0.2656031822974527, "revenue_cagr_5y": 0.07370288575639039, "earnings_cagr_3y": 0.09438042021099369, "quarterly_revenue_growth_yoy": 2.493015612161052, "quarterly_earnings_growth_yoy": 15.764705882352942, "revenue_growth_qoq": 0.11838989739542226, "gross_margin": 0.42295930369324863, "operating_margin": 0.40061162079510704, "net_margin": 0.3542695836273818, "roa_ttm": 0.13379310344827586, "roe_ttm": 0.3037141006262146, "debt_to_ebitda": 1.4589256045781798, "net_debt_to_ebitda": 1.0396898652390623, "interest_coverage": 62.98837209302326, "debt_to_equity": 0.8532714316562298, "current_ratio": 1.3764172335600906, "quick_ratio": 1.33948817622287, "fcf_to_ebitda": 0.5338748384714787, "capex_to_revenue": 0.143541696466886, "working_capital_to_revenue": 0.08310685166642827, "capital_efficiency": 0.21875360203724525, "financial_health": -0.6190425224621027, "margin_quality": 0.3926135027052458, "growth_momentum": 9.128860747256997, "company_age_years": 29.790554414784395, "ebitda": 5417000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2017-06-30", "company_multiple": 16.241121439655355, "revenue_cagr_3y": 0.2849266394439762, "revenue_cagr_5y": 0.7583437224082672, "earnings_cagr_3y": 0.7871169889202803, "quarterly_revenue_growth_yoy": 1.3953308499951105, "quarterly_earnings_growth_yoy": 2.0187471863142323, "revenue_growth_qoq": 0.14540662330485057, "gross_margin": 0.5364950228998567, "operating_margin": 0.49105903486568137, "net_margin": 0.5879176347454294, "roa_ttm": 0.04688310062974945, "roe_ttm": 0.0660171902165881, "debt_to_ebitda": 1.8948709974148472, "net_debt_to_ebitda": 1.867574678995098, "interest_coverage": 73.70539721043056, "debt_to_equity": 0.2390213516040272, "current_ratio": 0.684901877053898, "quick_ratio": 0.6696620312780429, "fcf_to_ebitda": -4.526360825471737, "capex_to_revenue": 4.033873242230469, "working_capital_to_revenue": -0.12241902268194425, "capital_efficiency": 0.05645014542316877, "financial_health": -0.2365761176653948, "margin_quality": 0.5384905641703225, "growth_momentum": 1.7070390181546715, "company_age_years": 4.714579055441479, "ebitda": 607701000.0, "spy_multiple": 15.0, "sector_multiple": 16.3957767630597, "sector_premium_over_spy": 0.09305178420397997}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 5.943355192396847, "revenue_cagr_3y": 0.47370278606229044, "revenue_cagr_5y": 0.6133041488615267, "earnings_cagr_3y": 0.5077009028414359, "quarterly_revenue_growth_yoy": 1.6293888166449935, "quarterly_earnings_growth_yoy": 2.422192151556157, "revenue_growth_qoq": 0.05863874345549738, "gross_margin": -0.002472799208704253, "operating_margin": 0.0004945598417408506, "net_margin": 0.5197823936696341, "roa_ttm": 0.09743209013887676, "roe_ttm": 0.18456320317670416, "debt_to_ebitda": 1.5700046360686137, "net_debt_to_ebitda": 1.4184051923968475, "interest_coverage": 148.75862068965517, "debt_to_equity": 0.560307743216413, "current_ratio": 1.0055632823365785, "quick_ratio": 0.9624478442280946, "fcf_to_ebitda": 0.3776077885952712, "capex_to_revenue": 0.34059143739885245, "working_capital_to_revenue": 0.001176989848462557, "capital_efficiency": 0.14099764665779047, "financial_health": -0.5209091028905619, "margin_quality": 0.1726013847675569, "growth_momentum": 2.0257904841005754, "company_age_years": 9.218343600273785, "ebitda": 4314000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2024-03-31", "company_multiple": 6.580508532124682, "revenue_cagr_3y": 0.23273562379444646, "revenue_cagr_5y": 0.20750672975032103, "earnings_cagr_3y": 0.516978805481733, "quarterly_revenue_growth_yoy": 0.1522077922077922, "quarterly_earnings_growth_yoy": 0.07865168539325842, "revenue_growth_qoq": 0.0004510599909788002, "gross_margin": 0.5338142470694319, "operating_margin": 0.5040577096483319, "net_margin": 0.3462578899909829, "roa_ttm": 0.10774671606601549, "roe_ttm": 0.1887315634218289, "debt_to_ebitda": 1.0623409669211197, "net_debt_to_ebitda": 0.9193702290076335, "interest_coverage": 161.23076923076923, "debt_to_equity": 0.39410029498525073, "current_ratio": 0.9197355996222851, "quick_ratio": 0.892823418319169, "fcf_to_ebitda": 0.3005725190839695, "capex_to_revenue": 0.4530710835058661, "working_capital_to_revenue": -0.019553715205889118, "capital_efficiency": 0.1482391397439222, "financial_health": -0.36081189002186803, "margin_quality": 0.4613766155695822, "growth_momentum": 0.11542973880052532, "company_age_years": 11.46611909650924, "ebitda": 6288000000.0, "spy_multiple": 12.0, "sector_multiple": 7.087813178242647, "sector_premium_over_spy": -0.4093489018131128}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2024-06-30", "company_multiple": 6.159541693907875, "revenue_cagr_3y": 0.13732730973959284, "revenue_cagr_5y": 0.19354741043117585, "earnings_cagr_3y": 0.3909825752776306, "quarterly_revenue_growth_yoy": 0.28869202709744657, "quarterly_earnings_growth_yoy": 0.5053956834532374, "revenue_growth_qoq": 0.11496844003606853, "gross_margin": 0.490497371613425, "operating_margin": 0.46744844318641326, "net_margin": 0.3384553174282248, "roa_ttm": 0.09765131745096389, "roe_ttm": 0.19944979367262725, "debt_to_ebitda": 1.787221396731055, "net_debt_to_ebitda": 0.7607726597325408, "interest_coverage": 152.95454545454547, "debt_to_equity": 0.6893626776707932, "current_ratio": 3.661675245671502, "quick_ratio": 3.6359382311651847, "fcf_to_ebitda": 0.3083209509658247, "capex_to_revenue": 0.40765570934256057, "working_capital_to_revenue": 0.6150519031141869, "capital_efficiency": 0.14855055556179558, "financial_health": -0.492768168749085, "margin_quality": 0.4321337107426877, "growth_momentum": 0.397043855275342, "company_age_years": 11.715263518138261, "ebitda": 6730000000.0, "spy_multiple": 12.0, "sector_multiple": 6.928331690188399, "sector_premium_over_spy": -0.42263902581763346}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 8.990501309390199, "revenue_cagr_3y": -0.03485791376412051, "revenue_cagr_5y": 0.10988601173125079, "earnings_cagr_3y": -0.14941925943401968, "quarterly_revenue_growth_yoy": 0.008714596949891068, "quarterly_earnings_growth_yoy": 1.0470588235294118, "revenue_growth_qoq": -0.009529366005445352, "gross_margin": 0.19831140781464757, "operating_margin": 0.07421951698409582, "net_margin": 0.0015707834282348322, "roa_ttm": 0.003941630325394163, "roe_ttm": 0.009970301230377598, "debt_to_ebitda": 2.5304900860456416, "net_debt_to_ebitda": 1.0617283950617284, "interest_coverage": 39.8955223880597, "debt_to_equity": 0.4782916136331495, "current_ratio": 1.5915116527688689, "quick_ratio": 1.1521274321146033, "fcf_to_ebitda": 0.5383464272353161, "capex_to_revenue": 0.02627730109204368, "working_capital_to_revenue": 0.26974453978159124, "capital_efficiency": 0.00695596577788588, "financial_health": -0.36458113472252096, "margin_quality": 0.09136723607565943, "growth_momentum": 0.5278867102396514, "company_age_years": 4.238193018480493, "ebitda": 2673000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2019-03-31", "company_multiple": 7.492501970902315, "revenue_cagr_3y": 0.06585879251257443, "revenue_cagr_5y": -0.030519943401502436, "earnings_cagr_3y": -0.4426264716592798, "quarterly_revenue_growth_yoy": -0.06789965442211698, "quarterly_earnings_growth_yoy": -0.7802313354363828, "revenue_growth_qoq": -0.12338248570568763, "gross_margin": 0.1720219704771713, "operating_margin": 0.05609337452797803, "net_margin": 0.007174733951253003, "roa_ttm": -0.07786998778770109, "roe_ttm": -0.192967020217158, "debt_to_ebitda": 3.1371031319429514, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.819727891156463, "debt_to_equity": 0.42321637483442426, "current_ratio": 1.1686243963234149, "quick_ratio": 1.0157864672586592, "fcf_to_ebitda": -0.2547839174371103, "capex_to_revenue": 0.03995721474470654, "working_capital_to_revenue": 0.13156466002738904, "capital_efficiency": -0.13541850400242955, "financial_health": -0.1664266459297732, "margin_quality": 0.07843002631880078, "growth_momentum": -0.4240654949292499, "company_age_years": 17.793292265571527, "ebitda": 1395300000.0, "spy_multiple": 15.0, "sector_multiple": 8.388913748923699, "sector_premium_over_spy": -0.4407390834050867}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2019-06-30", "company_multiple": 7.542697032069584, "revenue_cagr_3y": 0.13151906226315835, "revenue_cagr_5y": -0.008310781689152558, "earnings_cagr_3y": -0.022958978106841332, "quarterly_revenue_growth_yoy": 0.15985004559424498, "quarterly_earnings_growth_yoy": -0.08230842005676443, "revenue_growth_qoq": 0.17892207346378305, "gross_margin": 0.20062896744511094, "operating_margin": 0.09775202376099237, "net_margin": 0.028245297303593268, "roa_ttm": -0.07856871283713601, "roe_ttm": -0.19396009521413504, "debt_to_ebitda": 2.8579111612774715, "net_debt_to_ebitda": 0.0, "interest_coverage": 10.711948790896159, "debt_to_equity": 0.4164941071739593, "current_ratio": 1.1803316347840616, "quick_ratio": 1.0169680895497453, "fcf_to_ebitda": -0.005643715556735941, "capex_to_revenue": 0.03931637271734041, "working_capital_to_revenue": 0.13477446542843766, "capital_efficiency": -0.13626440402563553, "financial_health": -0.1769898307621744, "margin_quality": 0.10887542950323219, "growth_momentum": 0.038770812768740275, "company_age_years": 18.04243668720055, "ebitda": 1506100000.0, "spy_multiple": 15.0, "sector_multiple": 8.058293169186854, "sector_premium_over_spy": -0.4627804553875431}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2021-03-31", "company_multiple": 14.885754691324449, "revenue_cagr_3y": -0.19471901131318903, "revenue_cagr_5y": -0.07467192899262654, "earnings_cagr_3y": 0.57024621684864, "quarterly_revenue_growth_yoy": 0.03121445722229243, "quarterly_earnings_growth_yoy": 1.1130800651085655, "revenue_growth_qoq": 0.019808785852652628, "gross_margin": 0.11691176470588235, "operating_margin": 0.01636029411764706, "net_margin": 0.22561274509803922, "roa_ttm": 0.030155389369038558, "roe_ttm": 0.09214307216551271, "debt_to_ebitda": 7.462061463149307, "net_debt_to_ebitda": 5.414740277400054, "interest_coverage": 9.525906735751295, "debt_to_equity": 0.7508825702635396, "current_ratio": 1.6178544674915403, "quick_ratio": 1.2961537468033995, "fcf_to_ebitda": 1.7731846614087572, "capex_to_revenue": 0.034164133738601825, "working_capital_to_revenue": 0.36351063829787233, "capital_efficiency": 0.06114923076727563, "financial_health": -0.5987612220240432, "margin_quality": 0.11962826797385621, "growth_momentum": 0.5721472611654289, "company_age_years": 19.794661190965094, "ebitda": 367700000.0, "spy_multiple": 20.0, "sector_multiple": 15.87385993485342, "sector_premium_over_spy": -0.20630700325732898}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 6.746909673542961, "revenue_cagr_3y": -0.22894557549075845, "revenue_cagr_5y": -0.05745124879606789, "earnings_cagr_3y": -0.5900115991574185, "quarterly_revenue_growth_yoy": -0.04811597825407736, "quarterly_earnings_growth_yoy": -2.9618320610687023, "revenue_growth_qoq": -0.035519817652273016, "gross_margin": 0.125648263638154, "operating_margin": 0.010700452963959824, "net_margin": -0.10221230223856102, "roa_ttm": 0.0013273320625542659, "roe_ttm": 0.003908660769389015, "debt_to_ebitda": 4.015421590226317, "net_debt_to_ebitda": 1.3568996595233327, "interest_coverage": 12.67258883248731, "debt_to_equity": 0.5892085696652658, "current_ratio": 1.3867542447686796, "quick_ratio": 1.1188535230281946, "fcf_to_ebitda": 1.1808531944722611, "capex_to_revenue": 0.02993675333801827, "working_capital_to_revenue": 0.23263840087452176, "capital_efficiency": 0.0026179964159716404, "financial_health": -0.3751525689572265, "margin_quality": 0.011378804787850938, "growth_momentum": -1.5049740196613899, "company_age_years": 20.54757015742642, "ebitda": 499300000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2018-03-31", "company_multiple": 10.153321033210332, "revenue_cagr_3y": -0.31245693755113946, "revenue_cagr_5y": -0.21283168521522255, "earnings_cagr_3y": -0.24242775583535425, "quarterly_revenue_growth_yoy": -0.15414012738853503, "quarterly_earnings_growth_yoy": -3.3076923076923075, "revenue_growth_qoq": 0.05564387917329094, "gross_margin": 0.3614457831325301, "operating_margin": -0.006024096385542169, "net_margin": -0.31626506024096385, "roa_ttm": -0.1334111694882273, "roe_ttm": -0.25536352800953516, "debt_to_ebitda": 8.654981549815497, "net_debt_to_ebitda": 6.1531365313653135, "interest_coverage": 7.374149659863946, "debt_to_equity": 0.6988974970202623, "current_ratio": 1.5033090668431501, "quick_ratio": 1.3520847121111847, "fcf_to_ebitda": 0.5857933579335793, "capex_to_revenue": 0.15007012622720897, "working_capital_to_revenue": 0.5333099579242637, "capital_efficiency": -0.19438734874888122, "financial_health": -0.4511436852868098, "margin_quality": 0.013052208835341361, "growth_momentum": -1.7309162175404214, "company_age_years": 24.843258042436688, "ebitda": 1084000000.0, "spy_multiple": 15.0, "sector_multiple": 11.317127947195477, "sector_premium_over_spy": -0.2455248035203016}, {"ticker": "COP", "sector": "Energy", "quarter_date": "2018-03-31", "company_multiple": 11.488478692318417, "revenue_cagr_3y": 0.043008810827841026, "revenue_cagr_5y": -0.09175757880409985, "earnings_cagr_3y": 0.48347883280651494, "quarterly_revenue_growth_yoy": 0.17249229945091737, "quarterly_earnings_growth_yoy": 0.515358361774744, "revenue_growth_qoq": 0.07265376133300662, "gross_margin": 0.27298686464877214, "operating_margin": 0.2407766990291262, "net_margin": 0.10142775556824672, "roa_ttm": -0.007818796216437853, "roe_ttm": -0.0181038433837491, "debt_to_ebitda": 2.3764115432873276, "net_debt_to_ebitda": 1.6815837167154608, "interest_coverage": 26.371323529411764, "debt_to_equity": 0.558043606364172, "current_ratio": 1.8549725699817132, "quick_ratio": 1.7068504712336474, "fcf_to_ebitda": 0.35215391049769973, "capex_to_revenue": 0.17020153709140087, "working_capital_to_revenue": 0.20048157799254543, "capital_efficiency": -0.012961319800093477, "financial_health": -0.47654292722665004, "margin_quality": 0.20506377308204835, "growth_momentum": 0.3439253306128307, "company_age_years": 36.24640657084189, "ebitda": 7173000000.0, "spy_multiple": 15.0, "sector_multiple": 11.317127947195477, "sector_premium_over_spy": -0.2455248035203016}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2017-06-30", "company_multiple": 17.156997569246734, "revenue_cagr_3y": -0.16161261647083225, "revenue_cagr_5y": -9.830767687901698e-05, "earnings_cagr_3y": -0.6804281240362978, "quarterly_revenue_growth_yoy": 0.4317588487519392, "quarterly_earnings_growth_yoy": 1.078798050301137, "revenue_growth_qoq": 0.02145991331331741, "gross_margin": 0.5548199999537602, "operating_margin": 0.049287020560534474, "net_margin": 0.008883054109062772, "roa_ttm": -0.009594917812107778, "roe_ttm": -0.020197651872448832, "debt_to_ebitda": 2.0774552466359713, "net_debt_to_ebitda": 1.587010114014965, "interest_coverage": 47.76326814650704, "debt_to_equity": 0.5025857601022607, "current_ratio": 1.2428572058301686, "quick_ratio": 1.1193573413796067, "fcf_to_ebitda": 0.05131966858500426, "capex_to_revenue": 0.35612630652055444, "working_capital_to_revenue": 0.06990232564729428, "capital_efficiency": -0.014896284842278305, "financial_health": -0.4025963847526637, "margin_quality": 0.20433002487445248, "growth_momentum": 0.7552784495265381, "company_age_years": 27.737166324435318, "ebitda": 3363155000.0, "spy_multiple": 15.0, "sector_multiple": 16.3957767630597, "sector_premium_over_spy": 0.09305178420397997}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 16.51167603426437, "revenue_cagr_3y": -0.16758451071928804, "revenue_cagr_5y": -0.01709841823554825, "earnings_cagr_3y": -0.5500390672004447, "quarterly_revenue_growth_yoy": 0.3261287636984665, "quarterly_earnings_growth_yoy": 1.529163157894737, "revenue_growth_qoq": 0.01581864127381447, "gross_margin": 0.5710692363074678, "operating_margin": 0.08149401908339902, "net_margin": 0.038138348194269214, "roa_ttm": 0.0003387917607537917, "roe_ttm": 0.0007009635789121655, "debt_to_ebitda": 1.714025097146783, "net_debt_to_ebitda": 1.4869544215204276, "interest_coverage": 53.94053443733534, "debt_to_equity": 0.4587620231881826, "current_ratio": 1.267858977699328, "quick_ratio": 1.1100552104013535, "fcf_to_ebitda": -0.017689838768543763, "capex_to_revenue": 0.3768479864619936, "working_capital_to_revenue": 0.05778103390765171, "capital_efficiency": 0.0005198776698329785, "financial_health": -0.4289150898705932, "margin_quality": 0.230233867861712, "growth_momentum": 0.9276459607966017, "company_age_years": 27.98904859685147, "ebitda": 3726320000.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2017-12-31", "company_multiple": 15.662885871177537, "revenue_cagr_3y": -0.0015037389642543753, "revenue_cagr_5y": 0.048369875801526296, "earnings_cagr_3y": 0.7616138807652351, "quarterly_revenue_growth_yoy": 0.4712479097392974, "quarterly_earnings_growth_yoy": 18.073648420816006, "revenue_growth_qoq": 0.3026047163019143, "gross_margin": 0.6485152666754029, "operating_margin": 0.13859025320694826, "net_margin": 0.7077761761237059, "roa_ttm": 0.0865676347576338, "roe_ttm": 0.15860318745500368, "debt_to_ebitda": 1.4700017790805444, "net_debt_to_ebitda": 1.278001933743174, "interest_coverage": 68.57329314099934, "debt_to_equity": 0.39224736943242305, "current_ratio": 1.2031030892204193, "quick_ratio": 1.025573262125478, "fcf_to_ebitda": 0.0324731682202359, "capex_to_revenue": 0.36803945179974473, "working_capital_to_revenue": 0.04939916890788113, "capital_efficiency": 0.12258541110631874, "financial_health": -0.3424068219441857, "margin_quality": 0.49829389866868573, "growth_momentum": 9.272448165277652, "company_age_years": 28.240930869267626, "ebitda": 4344941000.0, "spy_multiple": 15.0, "sector_multiple": 13.192646505508895, "sector_premium_over_spy": -0.12049023296607364}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2018-06-30", "company_multiple": 13.275187674055655, "revenue_cagr_3y": 0.20601020166788464, "revenue_cagr_5y": 0.040228087058085116, "earnings_cagr_3y": 4.094948392360605, "quarterly_revenue_growth_yoy": 0.6959080844924757, "quarterly_earnings_growth_yoy": 29.223007851472694, "revenue_growth_qoq": 0.18173885048805, "gross_margin": 0.7108839186369603, "operating_margin": 0.21924454967925525, "net_margin": 0.15830611136192865, "roa_ttm": 0.12047498502759846, "roe_ttm": 0.22153573887914746, "debt_to_ebitda": 1.100209037762896, "net_debt_to_ebitda": 0.9278264039349572, "interest_coverage": 92.18687346321165, "debt_to_equity": 0.36870569160884176, "current_ratio": 0.9847697426826746, "quick_ratio": 0.8286266193594538, "fcf_to_ebitda": 0.08665184628936598, "capex_to_revenue": 0.37165582225869037, "working_capital_to_revenue": -0.004610499475825046, "capital_efficiency": 0.17100536195337296, "financial_health": -0.26494772926417864, "margin_quality": 0.3628115265593814, "growth_momentum": 14.959457967982585, "company_age_years": 28.736481861738536, "ebitda": 5848704000.0, "spy_multiple": 15.0, "sector_multiple": 12.558074120818645, "sector_premium_over_spy": -0.16279505861209032}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2021-06-30", "company_multiple": 15.047887713997985, "revenue_cagr_3y": -0.12125958366961875, "revenue_cagr_5y": -0.04691364249026797, "earnings_cagr_3y": 0.0007745936482121962, "quarterly_revenue_growth_yoy": 0.05190440627333831, "quarterly_earnings_growth_yoy": 1.1255096097845079, "revenue_growth_qoq": 0.07869040781160253, "gross_margin": 0.15370962016329429, "operating_margin": 0.11750088746893858, "net_margin": 0.07649982250621229, "roa_ttm": 0.024982888432580425, "roe_ttm": 0.08008149192916471, "debt_to_ebitda": 3.9584592145015107, "net_debt_to_ebitda": 3.596173212487412, "interest_coverage": 29.205882352941178, "debt_to_equity": 1.2320169252468265, "current_ratio": 1.3748861566484518, "quick_ratio": 1.002959927140255, "fcf_to_ebitda": 0.5224068479355488, "capex_to_revenue": 0.04300826904420936, "working_capital_to_revenue": 0.15212269598558692, "capital_efficiency": 0.052532190180872566, "financial_health": -1.1940195571803558, "margin_quality": 0.11590344337948172, "growth_momentum": 0.5887070080289231, "company_age_years": 39.49623545516769, "ebitda": 3972000000.0, "spy_multiple": 20.0, "sector_multiple": 12.764772468953904, "sector_premium_over_spy": -0.3617613765523048}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2018-06-30", "company_multiple": 13.56825307950728, "revenue_cagr_3y": 0.012678580996332345, "revenue_cagr_5y": -0.034247076245063734, "earnings_cagr_3y": 1.1151558855764905, "quarterly_revenue_growth_yoy": 0.2400645551745007, "quarterly_earnings_growth_yoy": 17.25, "revenue_growth_qoq": 0.07090592334494773, "gross_margin": 0.13892955913453717, "operating_margin": 0.1283552952659834, "net_margin": 0.08312998210509191, "roa_ttm": 0.003803609547836212, "roe_ttm": 0.011107333106653065, "debt_to_ebitda": 3.0433930571108623, "net_debt_to_ebitda": 2.467245240761478, "interest_coverage": 23.813333333333333, "debt_to_equity": 1.2321205939023008, "current_ratio": 2.239279420403368, "quick_ratio": 1.7229293127080478, "fcf_to_ebitda": 0.5033594624860023, "capex_to_revenue": 0.07936917193072923, "working_capital_to_revenue": 0.2719694039792016, "capital_efficiency": 0.0074554713272446385, "financial_health": -1.1019217740165774, "margin_quality": 0.11680494550187083, "growth_momentum": 8.745032277587251, "company_age_years": 46.078028747433265, "ebitda": 3572000000.0, "spy_multiple": 15.0, "sector_multiple": 12.558074120818645, "sector_premium_over_spy": -0.16279505861209032}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2019-09-30", "company_multiple": 7.32736690647482, "revenue_cagr_3y": 0.1313180630490729, "revenue_cagr_5y": -0.08600301549775491, "earnings_cagr_3y": 2.6634498876414496, "quarterly_revenue_growth_yoy": -0.10077770576798445, "quarterly_earnings_growth_yoy": -0.3218390804597701, "revenue_growth_qoq": -0.06408094435075885, "gross_margin": 0.10612612612612612, "operating_margin": 0.09657657657657658, "net_margin": 0.05315315315315315, "roa_ttm": 0.044271902646608685, "roe_ttm": 0.12170343766033863, "debt_to_ebitda": 3.0276258992805754, "net_debt_to_ebitda": 2.5755395683453237, "interest_coverage": 23.639455782312925, "debt_to_equity": 1.079630579784505, "current_ratio": 2.391304347826087, "quick_ratio": 1.670929241261722, "fcf_to_ebitda": 0.11194244604316547, "capex_to_revenue": 0.07519543903597806, "working_capital_to_revenue": 0.28195050317453463, "capital_efficiency": 0.08298767015347366, "financial_health": -0.9996428275997049, "margin_quality": 0.08528528528528528, "growth_momentum": -0.21130839311387728, "company_age_years": 47.32922655715264, "ebitda": 3475000000.0, "spy_multiple": 15.0, "sector_multiple": 7.249979073675366, "sector_premium_over_spy": -0.5166680617549756}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2024-03-31", "company_multiple": 8.463701668701669, "revenue_cagr_3y": 0.18921619482640462, "revenue_cagr_5y": 0.002324880233068649, "earnings_cagr_3y": 0.5275938488312593, "quarterly_revenue_growth_yoy": 0.02237097058305443, "quarterly_earnings_growth_yoy": -0.06912442396313365, "revenue_growth_qoq": 0.011326014985189058, "gross_margin": 0.18642315644383184, "operating_margin": 0.1700551343900758, "net_margin": 0.10441075120606479, "roa_ttm": 0.10517563072929342, "roe_ttm": 0.2690950601909506, "debt_to_ebitda": 1.6084656084656084, "net_debt_to_ebitda": 1.2236467236467237, "interest_coverage": 43.10526315789474, "debt_to_equity": 0.8202573682025737, "current_ratio": 2.123628927309909, "quick_ratio": 1.5179401375720394, "fcf_to_ebitda": 0.48473748473748474, "capex_to_revenue": 0.0622596673147548, "working_capital_to_revenue": 0.2611363145387773, "capital_efficiency": 0.187135345460122, "financial_health": -0.7158472259811786, "margin_quality": 0.1536296806799908, "growth_momentum": -0.02337672669003961, "company_age_years": 51.83025325119781, "ebitda": 4914000000.0, "spy_multiple": 12.0, "sector_multiple": 7.087813178242647, "sector_premium_over_spy": -0.4093489018131128}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2024-06-30", "company_multiple": 6.976332084401498, "revenue_cagr_3y": 0.16311626820517855, "revenue_cagr_5y": -0.003293118798218031, "earnings_cagr_3y": 0.4617512009888116, "quarterly_revenue_growth_yoy": 0.006036564332528458, "quarterly_earnings_growth_yoy": 0.16229508196721312, "revenue_growth_qoq": 0.0049965541006202615, "gross_margin": 0.19252528715926626, "operating_margin": 0.17692439567975313, "net_margin": 0.12154980284587691, "roa_ttm": 0.10702926208651399, "roe_ttm": 0.2692, "debt_to_ebitda": 1.5570893314928023, "net_debt_to_ebitda": 1.135476237428515, "interest_coverage": 44.48245614035088, "debt_to_equity": 0.7896, "current_ratio": 2.130200860832138, "quick_ratio": 1.5416068866571018, "fcf_to_ebitda": 0.46677183987379217, "capex_to_revenue": 0.06406384814495254, "working_capital_to_revenue": 0.2718723037100949, "capital_efficiency": 0.18811463104325699, "financial_health": -0.6787968193384224, "margin_quality": 0.16366649522829876, "growth_momentum": 0.0841658231498708, "company_age_years": 52.07939767282683, "ebitda": 5071000000.0, "spy_multiple": 12.0, "sector_multiple": 6.928331690188399, "sector_premium_over_spy": -0.42263902581763346}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2017-06-30", "company_multiple": 19.439813581890814, "revenue_cagr_3y": 0.03351483724570703, "revenue_cagr_5y": 0.1489713765971341, "earnings_cagr_3y": 5.153449493663682, "quarterly_revenue_growth_yoy": 0.2748015873015873, "quarterly_earnings_growth_yoy": 1.8694029850746268, "revenue_growth_qoq": -0.006187161639597835, "gross_margin": 0.16731517509727625, "operating_margin": 0.08015564202334631, "net_margin": 0.18132295719844357, "roa_ttm": 0.010386577346198758, "roe_ttm": 0.01594790978578843, "debt_to_ebitda": 1.8175765645805593, "net_debt_to_ebitda": 1.378162450066578, "interest_coverage": 42.91428571428571, "debt_to_equity": 0.25762008115504387, "current_ratio": 1.9666238767650834, "quick_ratio": 1.8433889602053914, "fcf_to_ebitda": -0.09254327563249001, "capex_to_revenue": 0.40098199672667756, "working_capital_to_revenue": 0.30810147299509, "capital_efficiency": 0.013167243565993594, "financial_health": -0.17468663415912564, "margin_quality": 0.1429312581063554, "growth_momentum": 1.072102286188107, "company_age_years": 19.89322381930185, "ebitda": 1502000000.0, "spy_multiple": 15.0, "sector_multiple": 16.3957767630597, "sector_premium_over_spy": 0.09305178420397997}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2017-12-31", "company_multiple": 15.34176904176904, "revenue_cagr_3y": 0.21879007962522978, "revenue_cagr_5y": 0.1726920626456101, "earnings_cagr_3y": 0.15553062052219402, "quarterly_revenue_growth_yoy": 0.4448078495502862, "quarterly_earnings_growth_yoy": 16.113636363636363, "revenue_growth_qoq": 0.12119289340101523, "gross_margin": 0.29315223542727786, "operating_margin": 0.22976796830786644, "net_margin": 0.3763440860215054, "roa_ttm": 0.04899135446685879, "roe_ttm": 0.07385406507669119, "debt_to_ebitda": 1.3425061425061424, "net_debt_to_ebitda": 0.9022113022113022, "interest_coverage": 58.142857142857146, "debt_to_equity": 0.24222005496941218, "current_ratio": 1.4144736842105263, "quick_ratio": 1.3148496240601504, "fcf_to_ebitda": -0.13513513513513514, "capex_to_revenue": 0.39942577267353485, "working_capital_to_revenue": 0.14896132410065868, "capital_efficiency": 0.06142270977177499, "financial_health": -0.1497149783526777, "margin_quality": 0.29975476325221656, "growth_momentum": 8.279222106593325, "company_age_years": 20.396988364134156, "ebitda": 2035000000.0, "spy_multiple": 15.0, "sector_multiple": 13.192646505508895, "sector_premium_over_spy": -0.12049023296607364}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2019-06-30", "company_multiple": 9.305179609989736, "revenue_cagr_3y": 0.33140843272298226, "revenue_cagr_5y": 0.15368777944118217, "earnings_cagr_3y": -0.1424674045940455, "quarterly_revenue_growth_yoy": -0.0008399832003359933, "quarterly_earnings_growth_yoy": -3.5606060606060606, "revenue_growth_qoq": 0.06016042780748663, "gross_margin": 0.24253888188314418, "operating_margin": 0.19756200084068937, "net_margin": -0.07103825136612021, "roa_ttm": 0.050590964321219484, "roe_ttm": 0.07713034691815426, "debt_to_ebitda": 0.8303113239822101, "net_debt_to_ebitda": 0.61033185083818, "interest_coverage": 73.075, "debt_to_equity": 0.20436173795890872, "current_ratio": 0.8613861386138614, "quick_ratio": 0.7627722772277228, "fcf_to_ebitda": -0.08894970920287376, "capex_to_revenue": 0.37070543887991386, "working_capital_to_revenue": -0.03769520732364028, "capital_efficiency": 0.06386065561968687, "financial_health": -0.11916862143024591, "margin_quality": 0.12302087711923777, "growth_momentum": -1.7807230219031982, "company_age_years": 21.89185489390828, "ebitda": 2923000000.0, "spy_multiple": 15.0, "sector_multiple": 8.058293169186854, "sector_premium_over_spy": -0.4627804553875431}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2019-09-30", "company_multiple": 8.127815482502651, "revenue_cagr_3y": 0.30323287341581273, "revenue_cagr_5y": 0.15530385467143737, "earnings_cagr_3y": 1.1897595699439445, "quarterly_revenue_growth_yoy": -0.02115541090317331, "quarterly_earnings_growth_yoy": -0.43795620437956206, "revenue_growth_qoq": 0.011349306431273645, "gross_margin": 0.2202826267664173, "operating_margin": 0.18121363258520365, "net_margin": 0.09600997506234414, "roa_ttm": 0.04071246819338423, "roe_ttm": 0.0620782726045884, "debt_to_ebitda": 0.8579003181336161, "net_debt_to_ebitda": 0.703428773418169, "interest_coverage": 11.270916334661354, "debt_to_equity": 0.20470647773279352, "current_ratio": 0.7817073170731708, "quick_ratio": 0.6817073170731708, "fcf_to_ebitda": -0.07140332272887946, "capex_to_revenue": 0.36878587674645297, "working_capital_to_revenue": -0.05816094443842738, "capital_efficiency": 0.05139537039898631, "financial_health": -0.13085396256348447, "margin_quality": 0.1658354114713217, "growth_momentum": -0.22955580764136768, "company_age_years": 22.143737166324435, "ebitda": 2829000000.0, "spy_multiple": 15.0, "sector_multiple": 7.249979073675366, "sector_premium_over_spy": -0.5166680617549756}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2018-06-30", "company_multiple": 12.596654896634979, "revenue_cagr_3y": 0.06045865347486035, "revenue_cagr_5y": -0.07048006176454813, "earnings_cagr_3y": 0.6856664209383423, "quarterly_revenue_growth_yoy": 0.3550605961349492, "quarterly_earnings_growth_yoy": 0.6693069306930693, "revenue_growth_qoq": 0.09386567953463776, "gross_margin": 0.41189267585206674, "operating_margin": 0.2869228909838047, "net_margin": 0.2037708484408992, "roa_ttm": 0.0506501463680305, "roe_ttm": 0.10663609001003296, "debt_to_ebitda": 3.112117096725517, "net_debt_to_ebitda": 2.9065942357024293, "interest_coverage": 68.31958762886597, "debt_to_equity": 0.9853327600210214, "current_ratio": 1.3604852686308493, "quick_ratio": 1.1937360732854667, "fcf_to_ebitda": 0.03908254111966199, "capex_to_revenue": 0.3485849384604687, "working_capital_to_revenue": 0.20248939573047772, "capital_efficiency": 0.07864311818903173, "financial_health": -0.46175889822141686, "margin_quality": 0.30086213842559023, "growth_momentum": 0.5121837634140093, "company_age_years": 36.49555099247091, "ebitda": 6627000000.0, "spy_multiple": 15.0, "sector_multiple": 12.558074120818645, "sector_premium_over_spy": -0.16279505861209032}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2019-12-31", "company_multiple": 9.752080806731668, "revenue_cagr_3y": 0.2001591582316733, "revenue_cagr_5y": 0.38672353935672654, "earnings_cagr_3y": 0.6113545856446221, "quarterly_revenue_growth_yoy": 0.02624947501049979, "quarterly_earnings_growth_yoy": -2.6141843971631205, "revenue_growth_qoq": -0.15259233570313854, "gross_margin": -0.01596071209330878, "operating_margin": -0.2754245958665848, "net_margin": -0.23286269695109474, "roa_ttm": -0.006269241533725161, "roe_ttm": -0.019630754849263847, "debt_to_ebitda": 5.231334312808869, "net_debt_to_ebitda": 4.8263657005476155, "interest_coverage": 17.25115207373272, "debt_to_equity": 1.1441633559242814, "current_ratio": 0.9788614623051709, "quick_ratio": 0.8820656900127098, "fcf_to_ebitda": 0.1051155335915587, "capex_to_revenue": 0.35697642915199135, "working_capital_to_revenue": -0.017122730967217555, "capital_efficiency": -0.012949998191494505, "financial_health": -1.097473302523551, "margin_quality": -0.17474933497032943, "growth_momentum": -1.2939674610763103, "company_age_years": 37.998631074606436, "ebitda": 7487000000.0, "spy_multiple": 15.0, "sector_multiple": 8.771052182274868, "sector_premium_over_spy": -0.41526318784834215}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 7.7087284894837484, "revenue_cagr_3y": 0.07867248407073557, "revenue_cagr_5y": 0.07615128432252094, "earnings_cagr_3y": 0.18502277347737905, "quarterly_revenue_growth_yoy": 1.1070559610705597, "quarterly_earnings_growth_yoy": 2.9201183431952664, "revenue_growth_qoq": 0.20445062586926285, "gross_margin": 0.5028868360277137, "operating_margin": 0.4266743648960739, "net_margin": 0.37471131639722866, "roa_ttm": 0.05566670589619866, "roe_ttm": 0.0885270447314243, "debt_to_ebitda": 1.9187380497131932, "net_debt_to_ebitda": 1.6414913957934991, "interest_coverage": 16.47244094488189, "debt_to_equity": 0.3756316676024705, "current_ratio": 1.112400733048259, "quick_ratio": 1.0653634697617593, "fcf_to_ebitda": 1.0482791586998088, "capex_to_revenue": 0.18675236564899125, "working_capital_to_revenue": 0.03285127655775754, "capital_efficiency": 0.07209687531381148, "financial_health": -0.3381330808898632, "margin_quality": 0.4347575057736721, "growth_momentum": 2.013587152132913, "company_age_years": 51.99452429842574, "ebitda": 2092000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2017-09-30", "company_multiple": 14.834844787193834, "revenue_cagr_3y": 0.2937190901429596, "revenue_cagr_5y": 0.7809513968208364, "earnings_cagr_3y": 0.18631199852273883, "quarterly_revenue_growth_yoy": 1.1195446454327347, "quarterly_earnings_growth_yoy": 33.74618834080717, "revenue_growth_qoq": 0.11809571175130087, "gross_margin": 0.5141326393430107, "operating_margin": 0.4734857412208343, "net_margin": 0.24240090555114804, "roa_ttm": 0.053968621630700396, "roe_ttm": 0.08028988465856896, "debt_to_ebitda": 1.7279249335172608, "net_debt_to_ebitda": 1.6867117753244998, "interest_coverage": 79.7320496083551, "debt_to_equity": 0.2585262835561907, "current_ratio": 0.46419087345582194, "quick_ratio": 0.45261567417035226, "fcf_to_ebitda": -3.2120761853302717, "capex_to_revenue": 3.1262310417799863, "working_capital_to_revenue": -0.2258113346163045, "capital_efficiency": 0.06712925314463468, "financial_health": -0.2523395001018429, "margin_quality": 0.41000642870499765, "growth_momentum": 17.432866493119953, "company_age_years": 4.9664613278576315, "ebitda": 732897000.0, "spy_multiple": 15.0, "sector_multiple": 13.790128359940288, "sector_premium_over_spy": -0.0806581093373141}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2024-09-30", "company_multiple": 7.186610393511565, "revenue_cagr_3y": 0.11336444016028602, "revenue_cagr_5y": 0.22007957853456261, "earnings_cagr_3y": 0.005109950757948845, "quarterly_revenue_growth_yoy": 0.1264957264957265, "quarterly_earnings_growth_yoy": -0.2797814207650273, "revenue_growth_qoq": 0.06591184795794582, "gross_margin": 0.3979514415781487, "operating_margin": 0.26934749620637327, "net_margin": 0.25, "roa_ttm": 0.04903645793724429, "roe_ttm": 0.08613641828528681, "debt_to_ebitda": 1.9409732652448182, "net_debt_to_ebitda": 1.8854010213277261, "interest_coverage": 369.8888888888889, "debt_to_equity": 0.3452670389270352, "current_ratio": 0.4530584808424826, "quick_ratio": 0.42482634998879676, "fcf_to_ebitda": -0.8562631420847101, "capex_to_revenue": 1.1941533948030176, "working_capital_to_revenue": -0.25576278290025145, "capital_efficiency": 0.06758643811126555, "financial_health": -0.312922154397858, "margin_quality": 0.30576631259484066, "growth_momentum": -0.07664284713465042, "company_age_years": 11.967145790554415, "ebitda": 6658000000.0, "spy_multiple": 12.0, "sector_multiple": 6.907360491007021, "sector_premium_over_spy": -0.4243866257494149}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2017-12-31", "company_multiple": 15.825925366931791, "revenue_cagr_3y": -0.18876399673720767, "revenue_cagr_5y": -0.07755202382533055, "earnings_cagr_3y": 0.35049213966648773, "quarterly_revenue_growth_yoy": 0.5303914919015709, "quarterly_earnings_growth_yoy": 15.263069332344637, "revenue_growth_qoq": 0.059708362138928134, "gross_margin": 0.08462701675450773, "operating_margin": 0.00624017217202311, "net_margin": 0.8865760068925538, "roa_ttm": 0.0639658691098028, "roe_ttm": 0.08865489559619637, "debt_to_ebitda": 2.0392620634188803, "net_debt_to_ebitda": 1.246031926528874, "interest_coverage": 83.78191581500087, "debt_to_equity": 0.21487163288202424, "current_ratio": 3.2784445781168308, "quick_ratio": 2.887548417200263, "fcf_to_ebitda": -0.1000138523341183, "capex_to_revenue": 0.2035447781713976, "working_capital_to_revenue": 0.4052437759906571, "capital_efficiency": 0.07631038235299958, "financial_health": -0.047131162125830454, "margin_quality": 0.3258143986063615, "growth_momentum": 7.8967304121231034, "company_age_years": 37.210130047912386, "ebitda": 483673000.0, "spy_multiple": 15.0, "sector_multiple": 13.192646505508895, "sector_premium_over_spy": -0.12049023296607364}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2018-12-31", "company_multiple": 8.732562785071414, "revenue_cagr_3y": 0.14929883218964846, "revenue_cagr_5y": -0.03590172670244385, "earnings_cagr_3y": 0.05814955466672922, "quarterly_revenue_growth_yoy": 0.31291449723181, "quarterly_earnings_growth_yoy": -0.9620900369121747, "revenue_growth_qoq": 0.06281778064793886, "gross_margin": 0.1488945419782392, "operating_margin": 0.07330427573393393, "net_margin": 0.025599583039651742, "roa_ttm": 0.0002481958602232526, "roe_ttm": 0.0003525002554182179, "debt_to_ebitda": 0.778113174044768, "net_debt_to_ebitda": 0.41591374256257896, "interest_coverage": 133.6362288135593, "debt_to_equity": 0.11344845105609076, "current_ratio": 2.702026104329214, "quick_ratio": 2.287445615980804, "fcf_to_ebitda": 0.17568880863335357, "capex_to_revenue": 0.21434961383808493, "working_capital_to_revenue": 0.2465797650630927, "capital_efficiency": 0.00030034805782073527, "financial_health": -0.07626594442112372, "margin_quality": 0.08259946691727496, "growth_momentum": -0.32458776984018234, "company_age_years": 38.209445585215605, "ebitda": 630763000.0, "spy_multiple": 15.0, "sector_multiple": 7.32363844612216, "sector_premium_over_spy": -0.5117574369251894}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2019-03-31", "company_multiple": 8.969751842341095, "revenue_cagr_3y": 0.18049485320955116, "revenue_cagr_5y": -0.042014262868823926, "earnings_cagr_3y": 0.42136279457678527, "quarterly_revenue_growth_yoy": 0.2482908617381607, "quarterly_earnings_growth_yoy": 6.125936526643657, "revenue_growth_qoq": -0.026640633650104373, "gross_margin": 0.18639750966889915, "operating_margin": 0.13198810323110471, "net_margin": 0.0844690012595926, "roa_ttm": 0.012091179159718789, "roe_ttm": 0.017203412201119803, "debt_to_ebitda": 0.6731184003902557, "net_debt_to_ebitda": 0.33889073115385776, "interest_coverage": 118.33598183881952, "debt_to_equity": 0.11374628932390439, "current_ratio": 2.804346720826744, "quick_ratio": 2.372120404488008, "fcf_to_ebitda": 0.20717670305216107, "capex_to_revenue": 0.21564903783642062, "working_capital_to_revenue": 0.24020585908263967, "capital_efficiency": 0.014647295680419295, "financial_health": -0.07405070158306948, "margin_quality": 0.13428487138653217, "growth_momentum": 3.187113694190909, "company_age_years": 38.455852156057496, "ebitda": 729778000.0, "spy_multiple": 15.0, "sector_multiple": 8.388913748923699, "sector_premium_over_spy": -0.4407390834050867}, {"ticker": "CHX", "sector": "Energy", "quarter_date": "2024-12-31", "company_multiple": 7.413198181725346, "revenue_cagr_3y": 0.03519304575916582, "revenue_cagr_5y": 0.29777815636138394, "earnings_cagr_3y": 0.23962614416689654, "quarterly_revenue_growth_yoy": -0.03340345819798528, "quarterly_earnings_growth_yoy": 0.07212622088655146, "revenue_growth_qoq": 0.006071483332653086, "gross_margin": 0.34196310018124265, "operating_margin": 0.13942526454518842, "net_margin": 0.09074851129943193, "roa_ttm": 0.09228897497933868, "roe_ttm": 0.1734508136481234, "debt_to_ebitda": 0.847934776158743, "net_debt_to_ebitda": 0.14734013852338324, "interest_coverage": 58.5570101010101, "debt_to_equity": 0.33277604380761433, "current_ratio": 1.9900149133701162, "quick_ratio": 1.3578114502107212, "fcf_to_ebitda": 0.6187474383938022, "capex_to_revenue": 0.03888570750055793, "working_capital_to_revenue": 0.21409703897899357, "capital_efficiency": 0.13286989431373103, "financial_health": -0.17402610635577265, "margin_quality": 0.19071229200862103, "growth_momentum": 0.019361381344283092, "company_age_years": 6.680355920602327, "ebitda": 724643000.0, "spy_multiple": 12.0, "sector_multiple": 6.438778095489484, "sector_premium_over_spy": -0.4634351587092097}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2020-06-30", "company_multiple": 7.94180402930403, "revenue_cagr_3y": 0.07386001183610436, "revenue_cagr_5y": -0.1316787888062959, "earnings_cagr_3y": -0.33499757647881445, "quarterly_revenue_growth_yoy": 0.22691292875989447, "quarterly_earnings_growth_yoy": -1.3894230769230769, "revenue_growth_qoq": 0.22529644268774704, "gross_margin": 0.43548387096774194, "operating_margin": -0.2838709677419355, "net_margin": -0.5344086021505376, "roa_ttm": -0.07732749178532311, "roe_ttm": -0.16073217375466714, "debt_to_ebitda": 8.294871794871796, "net_debt_to_ebitda": 6.9111721611721615, "interest_coverage": 7.137254901960785, "debt_to_equity": 0.8248793370366998, "current_ratio": 2.0680100755667508, "quick_ratio": 1.7802267002518892, "fcf_to_ebitda": -0.11446886446886446, "capex_to_revenue": 0.1231240428790199, "working_capital_to_revenue": 0.519448698315467, "capital_efficiency": -0.11902983276999513, "financial_health": -0.7060436222957248, "margin_quality": -0.12759856630824373, "growth_momentum": -0.5812550740815912, "company_age_years": 27.093771389459274, "ebitda": 1092000000.0, "spy_multiple": 20.0, "sector_multiple": 7.7833941764078745, "sector_premium_over_spy": -0.6108302911796063}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2021-09-30", "company_multiple": 9.412310126582279, "revenue_cagr_3y": -0.08456385062120275, "revenue_cagr_5y": -0.07065425133493797, "earnings_cagr_3y": -0.3175460557796148, "quarterly_revenue_growth_yoy": -0.19016817593790428, "quarterly_earnings_growth_yoy": -1.3621169916434541, "revenue_growth_qoq": -0.04573170731707317, "gross_margin": 0.36421725239616615, "operating_margin": 0.3003194888178914, "net_margin": -0.20766773162939298, "roa_ttm": -0.01759153318077803, "roe_ttm": -0.03276214152534849, "debt_to_ebitda": 7.751054852320675, "net_debt_to_ebitda": 6.801687763713081, "interest_coverage": 8.618181818181819, "debt_to_equity": 0.6524016691822783, "current_ratio": 1.9104367135455218, "quick_ratio": 1.5899333826794966, "fcf_to_ebitda": 0.510548523206751, "capex_to_revenue": 0.0700952380952381, "working_capital_to_revenue": 0.4685714285714286, "capital_efficiency": -0.02517683735306326, "financial_health": -0.558443373139526, "margin_quality": 0.15228966986155482, "growth_momentum": -0.7761425837906792, "company_age_years": 28.344969199178646, "ebitda": 948000000.0, "spy_multiple": 20.0, "sector_multiple": 9.201405717986239, "sector_premium_over_spy": -0.539929714100688}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2021-12-31", "company_multiple": 8.649763440860214, "revenue_cagr_3y": -0.06013963755852891, "revenue_cagr_5y": -0.08608347803546845, "earnings_cagr_3y": 0.024202883031432476, "quarterly_revenue_growth_yoy": -0.1, "quarterly_earnings_growth_yoy": -6.027027027027027, "revenue_growth_qoq": -0.007987220447284345, "gross_margin": 0.32689210950080516, "operating_margin": -0.06924315619967794, "net_margin": -0.41867954911433175, "roa_ttm": -0.028625308253952902, "roe_ttm": -0.05283355644801428, "debt_to_ebitda": 7.7612903225806456, "net_debt_to_ebitda": 6.711827956989247, "interest_coverage": 8.69158878504673, "debt_to_equity": 0.6441767068273092, "current_ratio": 1.8756715272448197, "quick_ratio": 1.5748273215656179, "fcf_to_ebitda": 0.3946236559139785, "capex_to_revenue": 0.081377151799687, "working_capital_to_revenue": 0.44640062597809077, "capital_efficiency": -0.04072943235098359, "financial_health": -0.5469166966529949, "margin_quality": -0.053676865271068165, "growth_momentum": -3.0635135135135134, "company_age_years": 28.5968514715948, "ebitda": 930000000.0, "spy_multiple": 20.0, "sector_multiple": 7.2278190815133545, "sector_premium_over_spy": -0.6386090459243323}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2017-12-31", "company_multiple": 13.733219858843878, "revenue_cagr_3y": -0.04403302563344902, "revenue_cagr_5y": 0.038203348240825497, "earnings_cagr_3y": 0.5078794488030158, "quarterly_revenue_growth_yoy": 2.1890460008019863, "quarterly_earnings_growth_yoy": 3.501241647679271, "revenue_growth_qoq": 0.1494111584273616, "gross_margin": 0.01047839925622417, "operating_margin": -0.057092669692913045, "net_margin": 0.24818183896542, "roa_ttm": 0.0010262454904237926, "roe_ttm": 0.0014839950754464604, "debt_to_ebitda": 3.5027691735719206, "net_debt_to_ebitda": 3.4162327520190416, "interest_coverage": 46.94233140472351, "debt_to_equity": 0.4352966847650454, "current_ratio": 1.3672402745995422, "quick_ratio": 1.2406187643020594, "fcf_to_ebitda": -0.5382279309696856, "capex_to_revenue": 0.240629206121822, "working_capital_to_revenue": 0.08512172187701024, "capital_efficiency": 0.0012551202829351265, "financial_health": -0.2102114486661318, "margin_quality": 0.06718918950957704, "growth_momentum": 2.845143824240629, "company_age_years": 24.161533196440793, "ebitda": 494913000.0, "spy_multiple": 15.0, "sector_multiple": 13.192646505508895, "sector_premium_over_spy": -0.12049023296607364}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2021-03-31", "company_multiple": 16.517264157842988, "revenue_cagr_3y": -0.3322444466713055, "revenue_cagr_5y": -0.021756302717771625, "earnings_cagr_3y": 0.45682446145328903, "quarterly_revenue_growth_yoy": -0.45971201564381614, "quarterly_earnings_growth_yoy": 0.7552159771072088, "revenue_growth_qoq": 0.09115900743203156, "gross_margin": -0.3930784587990653, "operating_margin": -0.48780761137098483, "net_margin": -0.4416778386993679, "roa_ttm": -0.1498760026508256, "roe_ttm": -0.24861229215760722, "debt_to_ebitda": 7.3834908458544275, "net_debt_to_ebitda": 5.6433174331011955, "interest_coverage": 12.294834648816066, "debt_to_equity": 0.4751755357592987, "current_ratio": 1.7909424814515538, "quick_ratio": 1.6647065305222948, "fcf_to_ebitda": 0.9923126305268205, "capex_to_revenue": 0.10016415538302378, "working_capital_to_revenue": 0.23425810795963234, "capital_efficiency": -0.19924414740421642, "financial_health": -0.40404457540896976, "margin_quality": -0.440854636289806, "growth_momentum": 0.14775198073169632, "company_age_years": 27.408624229979466, "ebitda": 123059000.0, "spy_multiple": 20.0, "sector_multiple": 15.87385993485342, "sector_premium_over_spy": -0.20630700325732898}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2020-03-31", "company_multiple": 3.454523109819125, "revenue_cagr_3y": 0.1100358316902974, "revenue_cagr_5y": 0.09274505571971825, "earnings_cagr_3y": -0.29482205415120466, "quarterly_revenue_growth_yoy": -0.1397805809241207, "quarterly_earnings_growth_yoy": -0.9842625262422375, "revenue_growth_qoq": -0.17804823473144765, "gross_margin": 0.580431654676259, "operating_margin": 0.01669064748201439, "net_margin": 0.0028776978417266188, "roa_ttm": 0.056052486889278344, "roe_ttm": 0.0982495426902042, "debt_to_ebitda": 0.816049422145976, "net_debt_to_ebitda": 0.38821652596424416, "interest_coverage": 150.98584444444444, "debt_to_equity": 0.25823761945071594, "current_ratio": 1.5077891787036084, "quick_ratio": 1.3539224406162957, "fcf_to_ebitda": 0.4458715261460125, "capex_to_revenue": 0.3731387684969097, "working_capital_to_revenue": 0.13348171161368402, "capital_efficiency": 0.07715101478974126, "financial_health": -0.14181015337563438, "margin_quality": 0.20000000000000004, "growth_momentum": -0.5620215535831792, "company_age_years": 30.48870636550308, "ebitda": 6794363000.0, "spy_multiple": 20.0, "sector_multiple": 6.149335914252214, "sector_premium_over_spy": -0.6925332042873893}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 4.642605220343778, "revenue_cagr_3y": 0.21938960684619668, "revenue_cagr_5y": 0.23562422927530213, "earnings_cagr_3y": 0.6678778313195641, "quarterly_revenue_growth_yoy": 0.5934942287513116, "quarterly_earnings_growth_yoy": 1.606392694063927, "revenue_growth_qoq": 0.025111381125961927, "gross_margin": 0.8145660476754906, "operating_margin": 0.482549716844462, "net_margin": 0.3758725141577769, "roa_ttm": 0.18442956998542742, "roe_ttm": 0.3130948886745776, "debt_to_ebitda": 0.3762467284430926, "net_debt_to_ebitda": 0.0033246091815802505, "interest_coverage": 344.8048780487805, "debt_to_equity": 0.2230282192125456, "current_ratio": 1.7753219631047685, "quick_ratio": 1.623564218586843, "fcf_to_ebitda": 0.43594822098040603, "capex_to_revenue": 0.1858792504095577, "working_capital_to_revenue": 0.1780077516282415, "capital_efficiency": 0.2487622293300025, "financial_health": -0.029205045369970595, "margin_quality": 0.5576627595592432, "growth_momentum": 1.0999434614076193, "company_age_years": 32.988364134154686, "ebitda": 14137000000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 6.188681046351538, "revenue_cagr_3y": 0.39920104291633574, "revenue_cagr_5y": 0.3658812321170184, "earnings_cagr_3y": 0.7904847682588618, "quarterly_revenue_growth_yoy": 1.0062010443864229, "quarterly_earnings_growth_yoy": 29.7, "revenue_growth_qoq": 0.10240315638450502, "gross_margin": 0.44590857328778266, "operating_margin": 0.439075972018871, "net_margin": 0.32682609402960794, "roa_ttm": 0.11386326641345632, "roe_ttm": 0.17732803785702214, "debt_to_ebitda": 0.532629646626893, "net_debt_to_ebitda": 0.31372189077558515, "interest_coverage": 294.4594594594595, "debt_to_equity": 0.2451833699509887, "current_ratio": 1.540680473372781, "quick_ratio": 1.4191321499013807, "fcf_to_ebitda": 0.42634235888022026, "capex_to_revenue": 0.1728630745000716, "working_capital_to_revenue": 0.10466281678041331, "capital_efficiency": 0.14559565213523923, "financial_health": -0.16539542620282327, "margin_quality": 0.40393687977875387, "growth_momentum": 15.35310052219321, "company_age_years": 24.643394934976044, "ebitda": 10895000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "PXD", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 4.43653215348234, "revenue_cagr_3y": 0.36036040749165665, "revenue_cagr_5y": 0.30900188546514196, "earnings_cagr_3y": 1.0479054226706936, "quarterly_revenue_growth_yoy": 0.22092320096754686, "quarterly_earnings_growth_yoy": 0.8985645933014355, "revenue_growth_qoq": -0.13533190578158458, "gross_margin": 0.4335479610368169, "operating_margin": 0.4107644048208684, "net_margin": 0.32755489516262176, "roa_ttm": 0.19937895149107593, "roe_ttm": 0.31055819425683034, "debt_to_ebitda": 0.4075062933862232, "net_debt_to_ebitda": 0.30711724769242504, "interest_coverage": 312.1190476190476, "debt_to_equity": 0.23277702732145192, "current_ratio": 1.0270983213429257, "quick_ratio": 0.926378896882494, "fcf_to_ebitda": 0.5490121290716302, "capex_to_revenue": 0.15267298769416987, "working_capital_to_revenue": 0.004559209199112366, "capital_efficiency": 0.25496857287395314, "financial_health": -0.14741929916593557, "margin_quality": 0.39062242034010236, "growth_momentum": 0.5597438971344911, "company_age_years": 25.144421629021217, "ebitda": 13109000000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 5.090889028134595, "revenue_cagr_3y": 0.26434908834910353, "revenue_cagr_5y": 0.22770459097002904, "earnings_cagr_3y": 0.9755516128650275, "quarterly_revenue_growth_yoy": 0.584185149469624, "quarterly_earnings_growth_yoy": 34.16438356164384, "revenue_growth_qoq": 0.05388760585065435, "gross_margin": 0.4511809106403701, "operating_margin": 0.3501339177014853, "net_margin": 0.589481373265157, "roa_ttm": 0.09829969550807038, "roe_ttm": 0.29292969847833944, "debt_to_ebitda": 1.6633247697224136, "net_debt_to_ebitda": 1.5437057459740586, "interest_coverage": 43.01617250673854, "debt_to_equity": 1.0657646444774562, "current_ratio": 1.1560919540229886, "quick_ratio": 0.9944827586206897, "fcf_to_ebitda": 0.610752553418134, "capex_to_revenue": 0.10403228588182539, "working_capital_to_revenue": 0.04684212341761236, "capital_efficiency": 0.1956146969932049, "financial_health": -1.0127429457808859, "margin_quality": 0.46359873386900413, "growth_momentum": 17.374284355556732, "company_age_years": 40.24640657084189, "ebitda": 15959000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "OXY", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 4.071576025744167, "revenue_cagr_3y": 0.4044309398901722, "revenue_cagr_5y": 0.2766136736864768, "earnings_cagr_3y": 0.8066780637473698, "quarterly_revenue_growth_yoy": 0.6964929531301213, "quarterly_earnings_growth_yoy": 35.18446601941748, "revenue_growth_qoq": 0.26028731434136837, "gross_margin": 0.518064142194745, "operating_margin": 0.42523183925811436, "net_margin": 0.3600270479134467, "roa_ttm": 0.14712817127228142, "roe_ttm": 0.3923823212360762, "debt_to_ebitda": 1.1253016894609815, "net_debt_to_ebitda": 1.0568181818181819, "interest_coverage": 174.4561403508772, "debt_to_equity": 0.8041681638519583, "current_ratio": 1.0696813977389517, "quick_ratio": 0.9089414182939363, "fcf_to_ebitda": 0.5771319388576026, "capex_to_revenue": 0.09927499172708402, "working_capital_to_revenue": 0.020396498300291808, "capital_efficiency": 0.2697552462541788, "financial_health": -0.7629285935314246, "margin_quality": 0.4344410097887687, "growth_momentum": 17.940479486273798, "company_age_years": 40.49555099247091, "ebitda": 19888000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 4.427258426966292, "revenue_cagr_3y": 0.4886472367517669, "revenue_cagr_5y": 0.252313074746469, "earnings_cagr_3y": 0.5744684932722977, "quarterly_revenue_growth_yoy": 1.008974358974359, "quarterly_earnings_growth_yoy": 6.546875, "revenue_growth_qoq": 0.29530894812977887, "gross_margin": 0.5266432673899171, "operating_margin": 0.513241863433312, "net_margin": 0.30823229100191446, "roa_ttm": 0.22699836164525308, "roe_ttm": 0.5218037661050545, "debt_to_ebitda": 0.7288764044943821, "net_debt_to_ebitda": 0.3404494382022472, "interest_coverage": 103.48837209302326, "debt_to_equity": 0.6429137760158573, "current_ratio": 1.551294577430386, "quick_ratio": 1.551294577430386, "fcf_to_ebitda": 0.6201123595505618, "capex_to_revenue": 0.11535048802129548, "working_capital_to_revenue": 0.117803643196409, "capital_efficiency": 0.3744010638751538, "financial_health": -0.4912897999234791, "margin_quality": 0.4493724739417145, "growth_momentum": 3.7779246794871795, "company_age_years": 30.286105407255306, "ebitda": 8900000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "DVN", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 4.322818417764107, "revenue_cagr_3y": 0.441415899849801, "revenue_cagr_5y": 0.20073093376440898, "earnings_cagr_3y": 1.5896517908695982, "quarterly_revenue_growth_yoy": 0.3638516179952644, "quarterly_earnings_growth_yoy": 1.2589498806682577, "revenue_growth_qoq": -0.17294192724952137, "gross_margin": 0.451195987654321, "operating_margin": 0.43287037037037035, "net_margin": 0.36516203703703703, "roa_ttm": 0.268285435327079, "roe_ttm": 0.5812563230019314, "debt_to_ebitda": 0.6450062481976353, "net_debt_to_ebitda": 0.5310967990002884, "interest_coverage": 120.96511627906976, "debt_to_equity": 0.6171249885036328, "current_ratio": 1.158670520231214, "quick_ratio": 1.158670520231214, "fcf_to_ebitda": 0.3283668172642507, "capex_to_revenue": 0.23459254210885017, "working_capital_to_revenue": 0.026725732645312042, "capital_efficiency": 0.4247708791645052, "financial_health": -0.5433688803979237, "margin_quality": 0.41640946502057613, "growth_momentum": 0.8114007493317611, "company_age_years": 30.537987679671456, "ebitda": 10403000000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 5.944704373522459, "revenue_cagr_3y": 0.40728128892792803, "revenue_cagr_5y": 0.5923288171063579, "earnings_cagr_3y": 3.270831978319353, "quarterly_revenue_growth_yoy": 1.0337837837837838, "quarterly_earnings_growth_yoy": 2.540909090909091, "revenue_growth_qoq": 0.19090009891196835, "gross_margin": 0.7180232558139535, "operating_margin": 0.6893687707641196, "net_margin": 0.3235049833887043, "roa_ttm": 0.11958338691011958, "roe_ttm": 0.21894373381464333, "debt_to_ebitda": 1.1520882584712373, "net_debt_to_ebitda": 1.1227344365642238, "interest_coverage": 126.9, "debt_to_equity": 0.4589186219885427, "current_ratio": 0.719551282051282, "quick_ratio": 0.6864316239316239, "fcf_to_ebitda": 0.42907801418439717, "capex_to_revenue": 0.2984665253709014, "working_capital_to_revenue": -0.06545318538835557, "capital_efficiency": 0.16926356036238144, "financial_health": -0.4490009185221389, "margin_quality": 0.5769656699889258, "growth_momentum": 1.7873464373464374, "company_age_years": 9.464750171115675, "ebitda": 5076000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 4.137103483353884, "revenue_cagr_3y": 0.39437669182359714, "revenue_cagr_5y": 0.593465765602218, "earnings_cagr_3y": 0.5949458471288431, "quarterly_revenue_growth_yoy": 0.6466389054134444, "quarterly_earnings_growth_yoy": 3.553054662379421, "revenue_growth_qoq": 0.14950166112956811, "gross_margin": 0.7369942196531792, "operating_margin": 0.7145953757225434, "net_margin": 0.5115606936416185, "roa_ttm": 0.1661122483793927, "roe_ttm": 0.29250525683388406, "debt_to_ebitda": 0.840937114673243, "net_debt_to_ebitda": 0.8343094944512947, "interest_coverage": 166.35897435897436, "debt_to_equity": 0.40973265244818263, "current_ratio": 0.7323170731707317, "quick_ratio": 0.6926829268292682, "fcf_to_ebitda": 0.4344944512946979, "capex_to_revenue": 0.2751427316644708, "working_capital_to_revenue": -0.048199385155906896, "capital_efficiency": 0.22930875260663838, "financial_health": -0.4037684378637982, "margin_quality": 0.6543834296724471, "growth_momentum": 2.0998467838964325, "company_age_years": 9.713894592744696, "ebitda": 6488000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "FANG", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 3.6740392913934996, "revenue_cagr_3y": 0.35711600134911303, "revenue_cagr_5y": 0.5190946343071354, "earnings_cagr_3y": 0.47627736583781366, "quarterly_revenue_growth_yoy": 0.27591623036649215, "quarterly_earnings_growth_yoy": 0.8243451463790447, "revenue_growth_qoq": -0.11958092485549134, "gross_margin": 0.693885925318014, "operating_margin": 0.6622897004513746, "net_margin": 0.48584324989741484, "roa_ttm": 0.18579876693369124, "roe_ttm": 0.32001733728238096, "debt_to_ebitda": 0.7472450829962338, "net_debt_to_ebitda": 0.7434788673455154, "interest_coverage": 166.72093023255815, "debt_to_equity": 0.3869825904789424, "current_ratio": 0.6144219308700835, "quick_ratio": 0.5792610250297974, "fcf_to_ebitda": 0.4497140465894825, "capex_to_revenue": 0.2934094447327452, "working_capital_to_revenue": -0.06715101193565128, "capital_efficiency": 0.25290805210803613, "financial_health": -0.3851277958784834, "margin_quality": 0.6140062918889345, "growth_momentum": 0.5501306883727684, "company_age_years": 9.96577686516085, "ebitda": 7169000000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2020-03-31", "company_multiple": 2.0280289330922243, "revenue_cagr_3y": -0.22409374450091102, "revenue_cagr_5y": -0.12567638917302892, "earnings_cagr_3y": 4.584085284973026, "quarterly_revenue_growth_yoy": -0.4567112941984209, "quarterly_earnings_growth_yoy": -156.79425837320574, "revenue_growth_qoq": -0.5753461414618439, "gross_margin": 0.11278908125868824, "operating_margin": -0.026664981675723492, "net_margin": -2.0574371287754327, "roa_ttm": -0.28564403139364497, "roe_ttm": -1.4032639779114486, "debt_to_ebitda": 3.4625678119349006, "net_debt_to_ebitda": 0.0, "interest_coverage": 42.14939024390244, "debt_to_equity": 1.1801104427571245, "current_ratio": 1.135914965529161, "quick_ratio": 0.979672767076988, "fcf_to_ebitda": 0.29309222423146475, "capex_to_revenue": 0.029117371902605414, "working_capital_to_revenue": 0.11718976379908434, "capital_efficiency": -0.8444540046525468, "financial_health": -0.6918049883324899, "margin_quality": -0.657104343064156, "growth_momentum": -78.62548483370207, "company_age_years": 18.795345653661876, "ebitda": 1382500000.0, "spy_multiple": 20.0, "sector_multiple": 6.149335914252214, "sector_premium_over_spy": -0.6925332042873893}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 7.632616341411109, "revenue_cagr_3y": -0.004697916318501361, "revenue_cagr_5y": 0.0940906289632617, "earnings_cagr_3y": -0.15016774864984828, "quarterly_revenue_growth_yoy": 0.07823497563616676, "quarterly_earnings_growth_yoy": -0.4239290989660266, "revenue_growth_qoq": -0.34099933818663136, "gross_margin": 0.6141099673612854, "operating_margin": 0.13708260105448156, "net_margin": 0.09791614361034397, "roa_ttm": 0.11489093629419639, "roe_ttm": 0.2032033426183844, "debt_to_ebitda": 0.5706626635213382, "net_debt_to_ebitda": 0.14078919150761313, "interest_coverage": 194.29166666666666, "debt_to_equity": 0.24707520891364904, "current_ratio": 1.3536079182630907, "quick_ratio": 1.2600574712643677, "fcf_to_ebitda": 0.4082135963971692, "capex_to_revenue": 0.20822988748613386, "working_capital_to_revenue": 0.11700385610902753, "capital_efficiency": 0.1590471394562904, "financial_health": -0.07192739132472505, "margin_quality": 0.283036237342037, "growth_momentum": -0.1728470616649299, "company_age_years": 32.48733744010951, "ebitda": 9326000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "EOG", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 5.63009974017266, "revenue_cagr_3y": 0.18189159283597367, "revenue_cagr_5y": 0.23337584962590308, "earnings_cagr_3y": 0.38202284677890175, "quarterly_revenue_growth_yoy": 0.789562696303455, "quarterly_earnings_growth_yoy": 1.4674751929437706, "revenue_growth_qoq": 0.8596535274918403, "gross_margin": 0.8127447009585527, "operating_margin": 0.39192655596057785, "net_margin": 0.3021466180639935, "roa_ttm": 0.14966307454311858, "roe_ttm": 0.25582646109716745, "debt_to_ebitda": 0.4448076439527282, "net_debt_to_ebitda": 0.18724331573212638, "interest_coverage": 248.5625, "debt_to_equity": 0.23785406955898172, "current_ratio": 1.413488210818308, "quick_ratio": 1.285367545076283, "fcf_to_ebitda": 0.32646048109965636, "capex_to_revenue": 0.19563944321816298, "working_capital_to_revenue": 0.1074372719491869, "capital_efficiency": 0.202744767820143, "financial_health": -0.09014161917451073, "margin_quality": 0.5022726249943746, "growth_momentum": 1.1285189446236128, "company_age_years": 32.73648186173853, "ebitda": 11931000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 8.096017897091723, "revenue_cagr_3y": 0.13638642378546662, "revenue_cagr_5y": 0.12253652844537366, "earnings_cagr_3y": 0.9569337097244985, "quarterly_revenue_growth_yoy": 0.49617672047578587, "quarterly_earnings_growth_yoy": 12.443298969072165, "revenue_growth_qoq": 0.01674364896073903, "gross_margin": 0.5684270300965361, "operating_margin": 0.3094832481544577, "net_margin": 0.740488358886996, "roa_ttm": 0.11973750069517825, "roe_ttm": 0.1894245996832659, "debt_to_ebitda": 1.4966442953020134, "net_debt_to_ebitda": 1.2427293064876956, "interest_coverage": 121.9090909090909, "debt_to_equity": 0.3531585430230512, "current_ratio": 1.103414151410193, "quick_ratio": 1.0648193963384462, "fcf_to_ebitda": 0.9377330350484713, "capex_to_revenue": 0.18900565885206144, "working_capital_to_revenue": 0.033791430881164104, "capital_efficiency": 0.15458105018922208, "financial_health": -0.30595917212670076, "margin_quality": 0.53946621237933, "growth_momentum": 6.4697378447739755, "company_age_years": 52.24093086926762, "ebitda": 2682000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 5.503655660377358, "revenue_cagr_3y": 0.16222050416793898, "revenue_cagr_5y": 0.16902017385600043, "earnings_cagr_3y": 0.8171205928321397, "quarterly_revenue_growth_yoy": 0.7288676236044657, "quarterly_earnings_growth_yoy": 59.375, "revenue_growth_qoq": 0.23111868256672347, "gross_margin": 0.6351476014760148, "operating_margin": 0.3533210332103321, "net_margin": 0.4455719557195572, "roa_ttm": 0.16969266105217107, "roe_ttm": 0.269077349982657, "debt_to_ebitda": 1.173938679245283, "net_debt_to_ebitda": 0.8313679245283019, "interest_coverage": 62.81481481481482, "debt_to_equity": 0.3453000346860909, "current_ratio": 1.1813209928481279, "quick_ratio": 1.1421960454354227, "fcf_to_ebitda": 1.0191627358490567, "capex_to_revenue": 0.17608113818847726, "working_capital_to_revenue": 0.06071277644738696, "capital_efficiency": 0.21938500551741402, "financial_health": -0.2580808955665652, "margin_quality": 0.4780135301353014, "growth_momentum": 30.051933811802233, "company_age_years": 52.49007529089665, "ebitda": 3392000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 4.889124898401517, "revenue_cagr_3y": 0.1714769739208606, "revenue_cagr_5y": 0.11560773326421114, "earnings_cagr_3y": 0.7044307891440527, "quarterly_revenue_growth_yoy": 0.3963838664812239, "quarterly_earnings_growth_yoy": 3.4402173913043477, "revenue_growth_qoq": -0.07380073800738007, "gross_margin": 0.5756972111553785, "operating_margin": 0.1852589641434263, "net_margin": 0.4068725099601594, "roa_ttm": 0.20920595811401052, "roe_ttm": 0.33395905962277644, "debt_to_ebitda": 1.0785694933622325, "net_debt_to_ebitda": 0.7781089135735573, "interest_coverage": 70.98076923076923, "debt_to_equity": 0.3558594797532851, "current_ratio": 1.0843274372686138, "quick_ratio": 1.0419580419580419, "fcf_to_ebitda": 1.0988891899214306, "capex_to_revenue": 0.18137958012778718, "working_capital_to_revenue": 0.026730994914591213, "capital_efficiency": 0.27158250886839347, "financial_health": -0.25782389369418607, "margin_quality": 0.3892762284196547, "growth_momentum": 1.9183006288927857, "company_age_years": 52.7419575633128, "ebitda": 3691000000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 13.599647326507394, "revenue_cagr_3y": -0.08874423177831481, "revenue_cagr_5y": -0.028631225634159874, "earnings_cagr_3y": 0.06601347247918876, "quarterly_revenue_growth_yoy": 0.141489565383879, "quarterly_earnings_growth_yoy": 0.705685618729097, "revenue_growth_qoq": -0.04224899598393574, "gross_margin": 0.15917477356591747, "operating_margin": 0.11925528346192553, "net_margin": 0.08554176450855418, "roa_ttm": 0.049848690637882144, "roe_ttm": 0.13631328598423145, "debt_to_ebitda": 2.670838073568449, "net_debt_to_ebitda": 2.367463026166098, "interest_coverage": 42.8780487804878, "debt_to_equity": 0.9178341043852218, "current_ratio": 1.2390613313388184, "quick_ratio": 0.8913612565445026, "fcf_to_ebitda": 0.571482745544179, "capex_to_revenue": 0.05657427750549265, "working_capital_to_revenue": 0.10803616697650836, "capital_efficiency": 0.0930809883110568, "financial_health": -0.8195668634750608, "margin_quality": 0.1213239405121324, "growth_momentum": 0.423587592056488, "company_age_years": 40.24640657084189, "ebitda": 5274000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "SLB", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 10.769880911874788, "revenue_cagr_3y": -0.06435874839022226, "revenue_cagr_5y": -0.01918936523882364, "earnings_cagr_3y": 0.24915932633990168, "quarterly_revenue_growth_yoy": 0.20216542421015266, "quarterly_earnings_growth_yoy": 1.2250580046403712, "revenue_growth_qoq": 0.13602817846360282, "gross_margin": 0.17791229883360402, "operating_margin": 0.14247748412815592, "net_margin": 0.1415916137605197, "roa_ttm": 0.061176360707030614, "roe_ttm": 0.16049004594180705, "debt_to_ebitda": 2.3557332425995234, "net_debt_to_ebitda": 2.033684926845866, "interest_coverage": 47.403225806451616, "debt_to_equity": 0.848208269525268, "current_ratio": 1.352735519228952, "quick_ratio": 0.9777945762071246, "fcf_to_ebitda": 0.3623681524328003, "capex_to_revenue": 0.05687910670375297, "working_capital_to_revenue": 0.15048171886967388, "capital_efficiency": 0.11083320332441883, "financial_health": -0.7488157572306203, "margin_quality": 0.15399379890742654, "growth_momentum": 0.713611714425262, "company_age_years": 40.49555099247091, "ebitda": 5878000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 14.621859548548906, "revenue_cagr_3y": -0.09276136304376903, "revenue_cagr_5y": 0.00023359030813274728, "earnings_cagr_3y": 0.2005236506007686, "quarterly_revenue_growth_yoy": 0.2413793103448276, "quarterly_earnings_growth_yoy": 0.5470588235294118, "revenue_growth_qoq": 0.0016366612111292963, "gross_margin": 0.13655462184873948, "operating_margin": 0.119281045751634, "net_margin": 0.061391223155929035, "roa_ttm": 0.0702215376251529, "roe_ttm": 0.2208921191392333, "debt_to_ebitda": 3.141168040128986, "net_debt_to_ebitda": 2.369401648154783, "interest_coverage": 22.150793650793652, "debt_to_equity": 1.2493943280604247, "current_ratio": 2.1865436543654364, "quick_ratio": 1.6064356435643565, "fcf_to_ebitda": 0.27731995700465784, "capex_to_revenue": 0.054811507936507936, "working_capital_to_revenue": 0.3269469246031746, "capital_efficiency": 0.14555682838219308, "financial_health": -1.1180339252987617, "margin_quality": 0.1057422969187675, "growth_momentum": 0.3942190669371197, "company_age_years": 49.828884325804246, "ebitda": 2791000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 12.81823637028906, "revenue_cagr_3y": -0.05063782753170509, "revenue_cagr_5y": 0.004676649979965308, "earnings_cagr_3y": 0.13271785112236145, "quarterly_revenue_growth_yoy": 0.3687618019962234, "quarterly_earnings_growth_yoy": -0.5198237885462555, "revenue_growth_qoq": 0.18440709617180207, "gross_margin": 0.1547102877414269, "operating_margin": 0.0737091052424123, "net_margin": 0.02148206543161214, "roa_ttm": 0.06380040098017375, "roe_ttm": 0.2008415147265077, "debt_to_ebitda": 3.2023417489937795, "net_debt_to_ebitda": 2.387852177094768, "interest_coverage": 21.864, "debt_to_equity": 1.2274894810659187, "current_ratio": 2.1531682752832566, "quick_ratio": 1.5963071758287872, "fcf_to_ebitda": 0.2601536772777168, "capex_to_revenue": 0.05224349814232638, "working_capital_to_revenue": 0.3141468991140326, "capital_efficiency": 0.13232095785334075, "financial_health": -1.0964764109368794, "margin_quality": 0.08330048613848377, "growth_momentum": -0.07553099327501608, "company_age_years": 50.078028747433265, "ebitda": 2733000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "HAL", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 9.145024, "revenue_cagr_3y": -0.011728614184701946, "revenue_cagr_5y": -0.0032168085269993485, "earnings_cagr_3y": 0.22628748083203143, "quarterly_revenue_growth_yoy": 0.3878238341968912, "quarterly_earnings_growth_yoy": 1.305084745762712, "revenue_growth_qoq": 0.05577453685455262, "gross_margin": 0.1689378383423558, "operating_margin": 0.15792421131230167, "net_margin": 0.10154937464999067, "roa_ttm": 0.07711740460045206, "roe_ttm": 0.22831649389843853, "debt_to_ebitda": 2.60832, "net_debt_to_ebitda": 1.97568, "interest_coverage": 25.201612903225808, "debt_to_equity": 1.069544679175961, "current_ratio": 2.0956119162640903, "quick_ratio": 1.5235507246376812, "fcf_to_ebitda": 0.25088, "capex_to_revenue": 0.05144271272114575, "working_capital_to_revenue": 0.2865943555181129, "capital_efficiency": 0.1527169492494453, "financial_health": -0.952530884044729, "margin_quality": 0.14280380810154938, "growth_momentum": 0.8464542899798015, "company_age_years": 50.32991101984942, "ebitda": 3125000000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "MRO", "sector": "Energy", "quarter_date": "2020-03-31", "company_multiple": 30.532468619246863, "revenue_cagr_3y": 0.012001145333592422, "revenue_cagr_5y": -0.07151859343133837, "earnings_cagr_3y": -0.7898579469478749, "quarterly_revenue_growth_yoy": -0.14666666666666667, "quarterly_earnings_growth_yoy": -1.264367816091954, "revenue_growth_qoq": -0.16950527169505272, "gross_margin": 0.07421875, "operating_margin": 0.0146484375, "net_margin": -0.044921875, "roa_ttm": 0.013187927973624143, "roe_ttm": 0.021742766348887773, "debt_to_ebitda": 23.02092050209205, "net_debt_to_ebitda": 19.602510460251047, "interest_coverage": 3.734375, "debt_to_equity": 0.46011038635223284, "current_ratio": 1.323855755894591, "quick_ratio": 1.2697642163661582, "fcf_to_ebitda": 1.5899581589958158, "capex_to_revenue": 0.5228156333128708, "working_capital_to_revenue": 0.09555964804583589, "capital_efficiency": 0.01746534716125596, "financial_health": -0.4186698588351139, "margin_quality": 0.0146484375, "growth_momentum": -0.7055172413793104, "company_age_years": 50.24229979466119, "ebitda": 239000000.0, "spy_multiple": 20.0, "sector_multiple": 6.149335914252214, "sector_premium_over_spy": -0.6925332042873893}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 15.02398418972332, "revenue_cagr_3y": -0.048631197268723336, "revenue_cagr_5y": -0.020879986938765582, "earnings_cagr_3y": 0.3103706971044482, "quarterly_revenue_growth_yoy": 0.011083228774571309, "quarterly_earnings_growth_yoy": 1.1592920353982301, "revenue_growth_qoq": -0.11850501367365543, "gross_margin": 0.20062047569803515, "operating_margin": 0.05770423991726991, "net_margin": 0.014891416752843847, "roa_ttm": 0.00871577984797394, "roe_ttm": 0.019421803362200712, "debt_to_ebitda": 2.642292490118577, "net_debt_to_ebitda": 1.3810276679841897, "interest_coverage": 39.53125, "debt_to_equity": 0.4256877228731533, "current_ratio": 1.608728943338438, "quick_ratio": 1.1546707503828484, "fcf_to_ebitda": 0.4857707509881423, "capex_to_revenue": 0.026173680369739723, "working_capital_to_revenue": 0.2707370469472148, "capital_efficiency": 0.014068791605087325, "financial_health": -0.33227193070081934, "margin_quality": 0.0910720441227163, "growth_momentum": 0.5851876320864007, "company_age_years": 4.736481861738535, "ebitda": 2530000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "BKR", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 18.127705555555554, "revenue_cagr_3y": -0.05570971408909897, "revenue_cagr_5y": 0.10853445865887323, "earnings_cagr_3y": 3.530654896083492, "quarterly_revenue_growth_yoy": -0.018475301439128743, "quarterly_earnings_growth_yoy": -11.308823529411764, "revenue_growth_qoq": 0.04384694932781799, "gross_margin": 0.19219338220725182, "operating_margin": -0.0049534376857539135, "net_margin": -0.16584109371904102, "roa_ttm": -0.013746926199152668, "roe_ttm": -0.031178605026206153, "debt_to_ebitda": 3.6994444444444445, "net_debt_to_ebitda": 2.0727777777777776, "interest_coverage": 30.0, "debt_to_equity": 0.44745329928773014, "current_ratio": 1.51456, "quick_ratio": 1.0823466666666666, "fcf_to_ebitda": 0.5505555555555556, "capex_to_revenue": 0.028885630498533724, "working_capital_to_revenue": 0.23577712609970675, "capital_efficiency": -0.02246276561267941, "financial_health": -0.35842081549029475, "margin_quality": 0.007132950267485634, "growth_momentum": -5.663649415425446, "company_age_years": 4.985626283367557, "ebitda": 1800000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "NOV", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 34.43995689655173, "revenue_cagr_3y": -0.07248044327269576, "revenue_cagr_5y": -0.022663210390045707, "earnings_cagr_3y": -0.13404944867956092, "quarterly_revenue_growth_yoy": 0.23939151321056845, "quarterly_earnings_growth_yoy": 0.5652173913043478, "revenue_growth_qoq": 0.02043506921555702, "gross_margin": 0.14276485788113696, "operating_margin": -0.00904392764857881, "net_margin": -0.03229974160206718, "roa_ttm": -0.019365644300219826, "roe_ttm": -0.03740396279822079, "debt_to_ebitda": 7.788793103448276, "net_debt_to_ebitda": 1.728448275862069, "interest_coverage": 12.210526315789474, "debt_to_equity": 0.3653457339264052, "current_ratio": 2.500757958564932, "quick_ratio": 1.7731177362304194, "fcf_to_ebitda": 0.07327586206896551, "capex_to_revenue": 0.033997252747252744, "working_capital_to_revenue": 0.5099587912087912, "capital_efficiency": -0.028384803549220308, "financial_health": -0.19835284614081217, "margin_quality": 0.03380706287683032, "growth_momentum": 0.40230445225745814, "company_age_years": 25.420944558521562, "ebitda": 232000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 8.217330545391183, "revenue_cagr_3y": -0.19604840571650772, "revenue_cagr_5y": -0.15988108266453227, "earnings_cagr_3y": -0.5577764963642198, "quarterly_revenue_growth_yoy": 0.09725212105862986, "quarterly_earnings_growth_yoy": 0.6801242236024845, "revenue_growth_qoq": 0.009201024924295365, "gross_margin": 0.14922100403923833, "operating_margin": 0.04720138488170802, "net_margin": -0.005943450663589152, "roa_ttm": -0.024903685877976353, "roe_ttm": -0.07168959928818838, "debt_to_ebitda": 2.7041296393099845, "net_debt_to_ebitda": 1.4643666143927514, "interest_coverage": 16.35042735042735, "debt_to_equity": 0.49315199084813627, "current_ratio": 1.2728002139609522, "quick_ratio": 0.9830168494249799, "fcf_to_ebitda": 0.1993378637393274, "capex_to_revenue": 0.023708513929517713, "working_capital_to_revenue": 0.15621889023325625, "capital_efficiency": -0.04829664258308237, "financial_health": -0.2820990856825568, "margin_quality": 0.06349297941911906, "growth_momentum": 0.3886881723305572, "company_age_years": 21.295003422313485, "ebitda": 573900000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "HP", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 9.28392282220472, "revenue_cagr_3y": -0.009183532137969519, "revenue_cagr_5y": 0.03471230685489601, "earnings_cagr_3y": 0.031332665729187026, "quarterly_revenue_growth_yoy": 0.8362976902739037, "quarterly_earnings_growth_yoy": 1.5680992088945906, "revenue_growth_qoq": 0.14739028738734317, "gross_margin": 0.19242965666242168, "operating_margin": 0.10720508385445376, "net_margin": 0.07154555764637306, "roa_ttm": 0.0012345992529370765, "roe_ttm": 0.0019689224841184434, "debt_to_ebitda": 1.224361392571218, "net_debt_to_ebitda": 0.6322980160647355, "interest_coverage": 104.75872428934596, "debt_to_equity": 0.20068617581374898, "current_ratio": 2.527534763557154, "quick_ratio": 2.304751652693701, "fcf_to_ebitda": -0.037461586486385125, "capex_to_revenue": 0.12185566970252712, "working_capital_to_revenue": 0.2929103462745951, "capital_efficiency": 0.00160176086852776, "financial_health": -0.13535702211239942, "margin_quality": 0.12372676605441617, "growth_momentum": 1.2021984495842473, "company_age_years": 41.95756331279945, "ebitda": 453291000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "CHX", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 11.688943675716766, "revenue_cagr_3y": 0.42116714596065297, "revenue_cagr_5y": 0.30331404851732624, "earnings_cagr_3y": 0.18089886703540303, "quarterly_revenue_growth_yoy": 0.26438191353914803, "quarterly_earnings_growth_yoy": 5.358627858627859, "revenue_growth_qoq": 0.053293518783183016, "gross_margin": 0.23974548477989746, "operating_margin": 0.06458727885814587, "net_margin": 0.04238302000092383, "roa_ttm": 0.04038084753611567, "roe_ttm": 0.08047455936204652, "debt_to_ebitda": 1.5488489629880735, "net_debt_to_ebitda": 1.184977451796152, "interest_coverage": 42.83507876441081, "debt_to_equity": 0.420637183488066, "current_ratio": 1.8455765589782118, "quick_ratio": 1.093612622088655, "fcf_to_ebitda": 0.2165408281713869, "capex_to_revenue": 0.027481663432698762, "working_capital_to_revenue": 0.21603212715236994, "capital_efficiency": 0.06042770344908109, "financial_health": -0.3361009461461044, "margin_quality": 0.11557192787965571, "growth_momentum": 2.8115048860835032, "company_age_years": 3.9260780287474333, "ebitda": 486735000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "CHX", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 9.419731170530815, "revenue_cagr_3y": 0.44975551874424813, "revenue_cagr_5y": 0.2948929678883696, "earnings_cagr_3y": 0.04764038307709306, "quarterly_revenue_growth_yoy": 0.24480359650387362, "quarterly_earnings_growth_yoy": 2.771310344827586, "revenue_growth_qoq": 0.07692272160376923, "gross_margin": 0.22720819411262616, "operating_margin": 0.04102203368747936, "net_margin": 0.02931891585850744, "roa_ttm": 0.04744840753406363, "roe_ttm": 0.09086937551463485, "debt_to_ebitda": 1.4639259428242102, "net_debt_to_ebitda": 1.1291758217568968, "interest_coverage": 46.42099396191361, "debt_to_equity": 0.404549855916068, "current_ratio": 1.9519941357151678, "quick_ratio": 1.1459789942804632, "fcf_to_ebitda": 0.23184290465498816, "capex_to_revenue": 0.026846931293324362, "working_capital_to_revenue": 0.20842881822796705, "capital_efficiency": 0.06915889152434924, "financial_health": -0.33571579974266613, "margin_quality": 0.09918304788620431, "growth_momentum": 1.5080569706657299, "company_age_years": 4.175222450376454, "ebitda": 499722000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "CHX", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 9.995717534537256, "revenue_cagr_3y": 0.5424398535351109, "revenue_cagr_5y": 0.31616101003077923, "earnings_cagr_3y": 0.3115420180073012, "quarterly_revenue_growth_yoy": 0.24765475674322318, "quarterly_earnings_growth_yoy": -0.594073344126135, "revenue_growth_qoq": 0.09542319520637549, "gross_margin": 0.19239477622971118, "operating_margin": 0.047892392133215736, "net_margin": 0.022581128292877273, "roa_ttm": 0.038368921881520406, "roe_ttm": 0.07632084438640405, "debt_to_ebitda": 1.4942175047590056, "net_debt_to_ebitda": 1.0806924436033007, "interest_coverage": 39.58014667365113, "debt_to_equity": 0.39598441794695227, "current_ratio": 1.853742115668246, "quick_ratio": 1.1372391502180939, "fcf_to_ebitda": 0.473136708642972, "capex_to_revenue": 0.025311086205788858, "working_capital_to_revenue": 0.18674095432533513, "capital_efficiency": 0.05734488313396223, "financial_health": -0.321380339966445, "margin_quality": 0.08762276555193473, "growth_momentum": -0.1732092936914559, "company_age_years": 4.427104722792608, "ebitda": 453351000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 10.671121495327103, "revenue_cagr_3y": -0.08059098726178548, "revenue_cagr_5y": -0.056796091259900705, "earnings_cagr_3y": 0.007737251497420994, "quarterly_revenue_growth_yoy": -0.10260336906584992, "quarterly_earnings_growth_yoy": -0.7676767676767676, "revenue_growth_qoq": -0.05636070853462158, "gross_margin": 0.29692832764505117, "operating_margin": -0.08532423208191127, "net_margin": -0.2986348122866894, "roa_ttm": -0.03280459657221431, "roe_ttm": -0.06001796945193172, "debt_to_ebitda": 8.190420560747663, "net_debt_to_ebitda": 7.126168224299065, "interest_coverage": 8.392156862745098, "debt_to_equity": 0.6299191374663072, "current_ratio": 1.6856508875739644, "quick_ratio": 1.4001479289940828, "fcf_to_ebitda": 0.2605140186915888, "capex_to_revenue": 0.10245078344716754, "working_capital_to_revenue": 0.3724387304138208, "capital_efficiency": -0.046411283012073014, "financial_health": -0.5280382751179303, "margin_quality": -0.029010238907849834, "growth_momentum": -0.43514006837130875, "company_age_years": 28.843258042436688, "ebitda": 856000000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 10.206914153132251, "revenue_cagr_3y": -0.029909400216990067, "revenue_cagr_5y": -0.01623077731630873, "earnings_cagr_3y": -0.3111121487307772, "quarterly_revenue_growth_yoy": 0.054878048780487805, "quarterly_earnings_growth_yoy": 0.33980582524271846, "revenue_growth_qoq": 0.18088737201365188, "gross_margin": 0.37427745664739887, "operating_margin": 0.04046242774566474, "net_margin": -0.09826589595375723, "roa_ttm": -0.030802919708029196, "roe_ttm": -0.05664936459638446, "debt_to_ebitda": 8.379350348027842, "net_debt_to_ebitda": 7.533642691415313, "interest_coverage": 8.62, "debt_to_equity": 0.6464113119742259, "current_ratio": 1.4911937377690803, "quick_ratio": 1.2374429223744292, "fcf_to_ebitda": 0.042923433874709975, "capex_to_revenue": 0.1302970297029703, "working_capital_to_revenue": 0.2982178217821782, "capital_efficiency": -0.043726142152206826, "financial_health": -0.5351358928900379, "margin_quality": 0.10549132947976879, "growth_momentum": 0.19734193701160313, "company_age_years": 29.09240246406571, "ebitda": 862000000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "RIG", "sector": "Energy", "quarter_date": "2022-09-30", "company_multiple": 8.960380313199105, "revenue_cagr_3y": -0.041216257056692074, "revenue_cagr_5y": -0.030800152078050536, "earnings_cagr_3y": -0.6762314246620793, "quarterly_revenue_growth_yoy": 0.10383386581469649, "quarterly_earnings_growth_yoy": 0.7846153846153846, "revenue_growth_qoq": -0.001445086705202312, "gross_margin": 0.40520984081041966, "operating_margin": 0.07670043415340087, "net_margin": -0.04052098408104197, "roa_ttm": -0.025750448571844237, "roe_ttm": -0.04728406055209261, "debt_to_ebitda": 8.054809843400447, "net_debt_to_ebitda": 6.987695749440716, "interest_coverage": 9.3125, "debt_to_equity": 0.6412288512911843, "current_ratio": 1.6405315614617941, "quick_ratio": 1.3760797342192692, "fcf_to_ebitda": 0.08501118568232663, "capex_to_revenue": 0.14633204633204633, "working_capital_to_revenue": 0.3722007722007722, "capital_efficiency": -0.03651725456196842, "financial_health": -0.5281799372580227, "margin_quality": 0.14712976362759286, "growth_momentum": 0.4442246252150405, "company_age_years": 29.34428473648186, "ebitda": 894000000.0, "spy_multiple": 12.0, "sector_multiple": 5.82421094175774, "sector_premium_over_spy": -0.5146490881868551}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2020-03-31", "company_multiple": 30.670352958194705, "revenue_cagr_3y": 0.1347624035942354, "revenue_cagr_5y": -0.07477508869874272, "earnings_cagr_3y": 0.8984117557593663, "quarterly_revenue_growth_yoy": -0.3667347845906747, "quarterly_earnings_growth_yoy": -14.192632976864472, "revenue_growth_qoq": -0.09419110821313151, "gross_margin": -0.15136558225897961, "operating_margin": -1.1087240736712511, "net_margin": -0.9748725688285302, "roa_ttm": -0.21492247080576, "roe_ttm": -0.34966305756501026, "debt_to_ebitda": 23.536838806114083, "net_debt_to_ebitda": 19.867423694488643, "interest_coverage": 3.6954739843193156, "debt_to_equity": 0.41038457803692724, "current_ratio": 1.650399963870589, "quick_ratio": 1.5540304051574734, "fcf_to_ebitda": 6.860576691258016, "capex_to_revenue": 0.13609357266476257, "working_capital_to_revenue": 0.10414966997990002, "capital_efficiency": -0.2822927641853851, "financial_health": -0.3670687869953309, "margin_quality": -0.7449874082529204, "growth_momentum": -7.279683880727573, "company_age_years": 26.409308692676248, "ebitda": 41478000.0, "spy_multiple": 20.0, "sector_multiple": 6.149335914252214, "sector_premium_over_spy": -0.6925332042873893}, {"ticker": "PTEN", "sector": "Energy", "quarter_date": "2022-03-31", "company_multiple": 17.590920385018745, "revenue_cagr_3y": -0.102323553464852, "revenue_cagr_5y": 0.10789278620225695, "earnings_cagr_3y": 0.0018952431830152605, "quarterly_revenue_growth_yoy": 1.1142120707760377, "quarterly_earnings_growth_yoy": 0.7295725146363696, "revenue_growth_qoq": 0.09192420893775469, "gross_margin": 0.01811042944785276, "operating_margin": -0.03706699386503067, "net_margin": -0.056494723926380365, "roa_ttm": -0.19969407718476243, "roe_ttm": -0.3658967247394715, "debt_to_ebitda": 3.6470718110062372, "net_debt_to_ebitda": 3.442147409360524, "interest_coverage": 22.292569805963087, "debt_to_equity": 0.5447850223790337, "current_ratio": 1.3451183805341007, "quick_ratio": 1.2307713665505577, "fcf_to_ebitda": -0.5183274527536823, "capex_to_revenue": 0.1492592863729732, "working_capital_to_revenue": 0.08411364437502422, "capital_efficiency": -0.28279540096211697, "financial_health": -0.5239992785706172, "margin_quality": -0.025150429447852757, "growth_momentum": 0.9218922927062037, "company_age_years": 28.407939767282684, "ebitda": 235521000.0, "spy_multiple": 12.0, "sector_multiple": 8.676128791780185, "sector_premium_over_spy": -0.2769892673516513}, {"ticker": "FTI", "sector": "Energy", "quarter_date": "2022-06-30", "company_multiple": 7.987491046182846, "revenue_cagr_3y": -0.20628406654363673, "revenue_cagr_5y": -0.14889154055048892, "earnings_cagr_3y": -0.7212921591567683, "quarterly_revenue_growth_yoy": 0.02900287631831256, "quarterly_earnings_growth_yoy": 1.0125748502994012, "revenue_growth_qoq": 0.10374084072502893, "gross_margin": 0.13906359189378056, "operating_margin": 0.04903331003959935, "net_margin": 0.001222921034241789, "roa_ttm": -0.026649869173369513, "roe_ttm": -0.07456166777128397, "debt_to_ebitda": 3.4835061262959472, "net_debt_to_ebitda": 2.1924599434495757, "interest_coverage": 16.735015772870664, "debt_to_equity": 0.5567271193589203, "current_ratio": 1.286401304170629, "quick_ratio": 0.9825838880586877, "fcf_to_ebitda": 0.0412818096135721, "capex_to_revenue": 0.02685195351098703, "working_capital_to_revenue": 0.16533086563044058, "capital_efficiency": -0.05060576847232674, "financial_health": -0.33918861663538646, "margin_quality": 0.0631066076558739, "growth_momentum": 0.5207888633088569, "company_age_years": 21.04312114989733, "ebitda": 530500000.0, "spy_multiple": 12.0, "sector_multiple": 6.808795393177753, "sector_premium_over_spy": -0.43260038390185385}, {"ticker": "ALB", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 9.690354140562963, "revenue_cagr_3y": 0.00768798977788987, "revenue_cagr_5y": -0.035326100904269464, "earnings_cagr_3y": 0.2792151405702632, "quarterly_revenue_growth_yoy": -0.11203344935005, "quarterly_earnings_growth_yoy": -0.1973886156218883, "revenue_growth_qoq": -0.2556197887491386, "gross_margin": 0.3285100393181249, "operating_margin": 0.16788907010266024, "net_margin": 0.14509673882884772, "roa_ttm": 0.05147051506158126, "roe_ttm": 0.13070203125112817, "debt_to_ebitda": 3.5594759538490264, "net_debt_to_ebitda": 2.937229636861392, "interest_coverage": 52.65513769618004, "debt_to_equity": 0.8160553728154999, "current_ratio": 1.8066342757220482, "quick_ratio": 1.0911665937367447, "fcf_to_ebitda": -0.03450862800056688, "capex_to_revenue": 0.24317574926892221, "working_capital_to_revenue": 0.27522819008480043, "capital_efficiency": 0.09108627315635472, "financial_health": -0.7445488916833464, "margin_quality": 0.2138319494165443, "growth_momentum": -0.15471103248596915, "company_age_years": 26.116358658453116, "ebitda": 889082000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 8.610074506395133, "revenue_cagr_3y": -0.010030899727354048, "revenue_cagr_5y": -0.0028229102614738544, "earnings_cagr_3y": -0.06616354364365773, "quarterly_revenue_growth_yoy": -0.12132582864290181, "quarterly_earnings_growth_yoy": 0.20276497695852536, "revenue_growth_qoq": -0.1046067006554989, "gross_margin": 0.3423487544483986, "operating_margin": 0.06619217081850534, "net_margin": 0.0530757498729029, "roa_ttm": 0.04033986887195456, "roe_ttm": 0.19969016266460107, "debt_to_ebitda": 4.370669315782938, "net_debt_to_ebitda": 3.5510989693282005, "interest_coverage": 22.063013698630137, "debt_to_equity": 2.726336173508908, "current_ratio": 2.1736497220015885, "quick_ratio": 1.5818109610802225, "fcf_to_ebitda": 0.640134111511238, "capex_to_revenue": 0.02638965580710473, "working_capital_to_revenue": 0.2719722068838579, "capital_efficiency": 0.12001501576827782, "financial_health": -2.5919224497129147, "margin_quality": 0.15387222504660228, "growth_momentum": 0.04071957415781177, "company_age_years": 5.382614647501711, "ebitda": 805300000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "AXTA", "sector": "Basic Materials", "quarter_date": "2022-03-31", "company_multiple": 10.635820388349515, "revenue_cagr_3y": 0.016060406135790295, "revenue_cagr_5y": 0.029814798352570282, "earnings_cagr_3y": -0.014811223223619607, "quarterly_revenue_growth_yoy": 0.10389244076720572, "quarterly_earnings_growth_yoy": 1.730263157894737, "revenue_growth_qoq": 0.03244811818501583, "gross_margin": 0.28677284728728386, "operating_margin": 0.07350310876415979, "net_margin": 0.035346222638616816, "roa_ttm": 0.04098001835769258, "roe_ttm": 0.2109931656245456, "debt_to_ebitda": 4.630218446601941, "net_debt_to_ebitda": 3.9180825242718447, "interest_coverage": 25.2760736196319, "debt_to_equity": 2.7739566671513742, "current_ratio": 1.8708550185873607, "quick_ratio": 1.3028252788104089, "fcf_to_ebitda": 0.4160194174757282, "capex_to_revenue": 0.029226588905825437, "working_capital_to_revenue": 0.25875361742549763, "capital_efficiency": 0.12598659199111908, "financial_health": -2.635763508377005, "margin_quality": 0.1318740595633535, "growth_momentum": 0.9170777993309713, "company_age_years": 7.381245722108145, "ebitda": 824000000.0, "spy_multiple": 12.0, "sector_multiple": 10.635820388349515, "sector_premium_over_spy": -0.11368163430420708}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2022-06-30", "company_multiple": 7.268616933638444, "revenue_cagr_3y": 0.055950897230029994, "revenue_cagr_5y": 0.02861755351046824, "earnings_cagr_3y": -0.0025906851819536003, "quarterly_revenue_growth_yoy": 0.0436418359668924, "quarterly_earnings_growth_yoy": 2.7534246575342465, "revenue_growth_qoq": 0.02399409376153562, "gross_margin": 0.22566690699351116, "operating_margin": 0.13554434030281182, "net_margin": 0.09228550829127613, "roa_ttm": 0.08201680672268907, "roe_ttm": 0.22919406349802743, "debt_to_ebitda": 2.2842105263157895, "net_debt_to_ebitda": 2.0755148741418763, "interest_coverage": 48.55555555555556, "debt_to_equity": 0.9376291564907008, "current_ratio": 1.2716010165184244, "quick_ratio": 0.6915501905972046, "fcf_to_ebitda": 0.28237986270022886, "capex_to_revenue": 0.057095648981090506, "working_capital_to_revenue": 0.07848356893702955, "capital_efficiency": 0.15560543511035824, "financial_health": -0.7230548515479835, "margin_quality": 0.15116558519586637, "growth_momentum": 1.3985332467505693, "company_age_years": 28.720054757015742, "ebitda": 2185000000.0, "spy_multiple": 12.0, "sector_multiple": 7.268616933638444, "sector_premium_over_spy": -0.39428192219679636}, {"ticker": "EMN", "sector": "Basic Materials", "quarter_date": "2022-09-30", "company_multiple": 6.235185272045028, "revenue_cagr_3y": 0.05099364186958133, "revenue_cagr_5y": 0.018195172945218108, "earnings_cagr_3y": 0.042065344470325394, "quarterly_revenue_growth_yoy": -0.010661764705882353, "quarterly_earnings_growth_yoy": -0.14245014245014245, "revenue_growth_qoq": -0.029920692141312183, "gross_margin": 0.1939799331103679, "operating_margin": 0.10590858416945373, "net_margin": 0.1118543292456336, "roa_ttm": 0.07807807807807808, "roe_ttm": 0.2173105497771174, "debt_to_ebitda": 2.375703564727955, "net_debt_to_ebitda": 2.1594746716697935, "interest_coverage": 47.37777777777778, "debt_to_equity": 0.9407503714710252, "current_ratio": 1.2800124727159339, "quick_ratio": 0.6641721234798877, "fcf_to_ebitda": 0.13367729831144465, "capex_to_revenue": 0.06102162908421537, "working_capital_to_revenue": 0.08265071329958583, "capital_efficiency": 0.14769431392759774, "financial_health": -0.708277507324065, "margin_quality": 0.13724761550848508, "growth_momentum": -0.0765559535780124, "company_age_years": 28.971937029431896, "ebitda": 2132000000.0, "spy_multiple": 12.0, "sector_multiple": 6.235185272045028, "sector_premium_over_spy": -0.480401227329581}, {"ticker": "CE", "sector": "Basic Materials", "quarter_date": "2020-03-31", "company_multiple": 9.057480586080587, "revenue_cagr_3y": -0.002498874568227838, "revenue_cagr_5y": 0.0013755210199626333, "earnings_cagr_3y": 0.060071441310801665, "quarterly_revenue_growth_yoy": -0.13455838767042086, "quarterly_earnings_growth_yoy": -0.35311572700296734, "revenue_growth_qoq": 0.019553072625698324, "gross_margin": 0.23835616438356164, "operating_margin": 0.13287671232876713, "net_margin": 0.14931506849315068, "roa_ttm": 0.07679413305395495, "roe_ttm": 0.2994281045751634, "debt_to_ebitda": 3.0285714285714285, "net_debt_to_ebitda": 2.610989010989011, "interest_coverage": 48.75, "debt_to_equity": 1.6887254901960784, "current_ratio": 1.4808091286307055, "quick_ratio": 0.9434647302904564, "fcf_to_ebitda": 0.7296703296703296, "capex_to_revenue": 0.06754530477759473, "working_capital_to_revenue": 0.15271828665568368, "capital_efficiency": 0.18811111881455916, "financial_health": -1.3111979032926249, "margin_quality": 0.1735159817351598, "growth_momentum": -0.24383705733669409, "company_age_years": 15.189596167008897, "ebitda": 1365000000.0, "spy_multiple": 20.0, "sector_multiple": 10.239961242943352, "sector_premium_over_spy": -0.4880019378528324}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 21.776437885831015, "revenue_cagr_3y": 0.22911086418429116, "revenue_cagr_5y": 0.1724360042799833, "earnings_cagr_3y": 0.9797652202959686, "quarterly_revenue_growth_yoy": 0.018508453696029277, "quarterly_earnings_growth_yoy": 0.10171537157824456, "revenue_growth_qoq": -7.559099933524386e-05, "gross_margin": 0.5963780280374871, "operating_margin": 0.25910106613600736, "net_margin": 0.09539193560938733, "roa_ttm": 0.010061693931292557, "roe_ttm": 0.021529187471454457, "debt_to_ebitda": 7.9351737570963685, "net_debt_to_ebitda": 7.391959904035725, "interest_coverage": 12.227986197441647, "debt_to_equity": 1.0069700560565746, "current_ratio": 4.179869079140924, "quick_ratio": 4.931991552137183, "fcf_to_ebitda": 0.4794555690158911, "capex_to_revenue": 0.0996605203712957, "working_capital_to_revenue": 0.33867891113601734, "capital_efficiency": 0.01579544070137351, "financial_health": -0.7175298667014666, "margin_quality": 0.31695700992762726, "growth_momentum": 0.060111912637136916, "company_age_years": 3.4086242299794662, "ebitda": 1052475000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 23.784192521393546, "revenue_cagr_3y": 0.11443117434793293, "revenue_cagr_5y": 0.09040161376730049, "earnings_cagr_3y": 0.5261580855381882, "quarterly_revenue_growth_yoy": 0.11681386108029936, "quarterly_earnings_growth_yoy": 0.9602444005056562, "revenue_growth_qoq": 0.04404267495524065, "gross_margin": 0.5399984410477165, "operating_margin": 0.49334302230558985, "net_margin": 0.30412393167765894, "roa_ttm": 0.026762210313306434, "roe_ttm": 0.04863861427792319, "debt_to_ebitda": 9.105718007646605, "net_debt_to_ebitda": 8.767394170788277, "interest_coverage": 21.051446407669584, "debt_to_equity": 1.0064911091310864, "current_ratio": 1.5330441767685696, "quick_ratio": 1.533044174846838, "fcf_to_ebitda": 0.7426102244204149, "capex_to_revenue": 0.09548720345244405, "working_capital_to_revenue": 0.18103988429195395, "capital_efficiency": 0.03770041229561481, "financial_health": -0.62060995530439, "margin_quality": 0.44582179834365515, "growth_momentum": 0.5385291307929778, "company_age_years": 9.661875427789186, "ebitda": 755368000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 25.154257823361487, "revenue_cagr_3y": 0.12113505802398339, "revenue_cagr_5y": 0.08382779927017259, "earnings_cagr_3y": 0.5157430555464935, "quarterly_revenue_growth_yoy": 0.09304844753451459, "quarterly_earnings_growth_yoy": 0.5331812964417326, "revenue_growth_qoq": -0.005418616404704013, "gross_margin": 0.5515234560660147, "operating_margin": 0.4993502684882745, "net_margin": 0.2566439471315744, "roa_ttm": 0.029362493150295495, "roe_ttm": 0.05357123084015145, "debt_to_ebitda": 8.857600366891164, "net_debt_to_ebitda": 8.600466085755656, "interest_coverage": 22.277924463322236, "debt_to_equity": 1.0017713808495052, "current_ratio": 1.2911703026488082, "quick_ratio": -0.31956193175506686, "fcf_to_ebitda": 0.7080497055080052, "capex_to_revenue": 0.09744067584448628, "working_capital_to_revenue": 0.11048636994157635, "capital_efficiency": 0.041466861995223474, "financial_health": -0.621926500315194, "margin_quality": 0.4358392238952879, "growth_momentum": 0.3131148719881236, "company_age_years": 9.911019849418206, "ebitda": 776252000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 24.092463486245038, "revenue_cagr_3y": 0.11049147666039172, "revenue_cagr_5y": 0.08530640635026066, "earnings_cagr_3y": 0.28779767772343345, "quarterly_revenue_growth_yoy": 0.07678224432942571, "quarterly_earnings_growth_yoy": 0.4316894522241287, "revenue_growth_qoq": 0.06610828521443668, "gross_margin": 0.5228208879835522, "operating_margin": 0.47744233418781734, "net_margin": 0.1840160114964062, "roa_ttm": 0.03113912417789513, "roe_ttm": 0.05697096300051423, "debt_to_ebitda": 8.702010170482813, "net_debt_to_ebitda": 8.61401030213955, "interest_coverage": 22.975858759198395, "debt_to_equity": 1.001356944013495, "current_ratio": 1.0548789435069699, "quick_ratio": -0.31637832422155426, "fcf_to_ebitda": 0.6248048885158615, "capex_to_revenue": 0.6163306125671576, "working_capital_to_revenue": 0.021794953736949157, "capital_efficiency": 0.04405504358920468, "financial_health": -0.6317912559665485, "margin_quality": 0.3947597445559253, "growth_momentum": 0.2542358482767772, "company_age_years": 10.16290212183436, "ebitda": 789933000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 24.65739235703708, "revenue_cagr_3y": 0.11280700254432197, "revenue_cagr_5y": 0.08616908616170527, "earnings_cagr_3y": 0.2515249479642405, "quarterly_revenue_growth_yoy": 0.0727989163249555, "quarterly_earnings_growth_yoy": -0.11996967799347417, "revenue_growth_qoq": -0.030922676708632028, "gross_margin": 0.5640133412617427, "operating_margin": 0.5168172819748591, "net_margin": 0.19601524016473473, "roa_ttm": 0.032334840916968074, "roe_ttm": 0.054562854752994036, "debt_to_ebitda": 8.523168762356466, "net_debt_to_ebitda": 8.449513679244113, "interest_coverage": 16.343509284034702, "debt_to_equity": 0.9862718808001235, "current_ratio": 0.02375185283250394, "quick_ratio": 0.02375185283250394, "fcf_to_ebitda": 0.6850797139377222, "capex_to_revenue": 0.5982822176576199, "working_capital_to_revenue": -1.503346565205207, "capital_efficiency": 0.043448847834981055, "financial_health": -0.6223809888378505, "margin_quality": 0.42561528780044555, "growth_momentum": -0.023585380834259338, "company_age_years": 10.414784394250514, "ebitda": 806258000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 22.184164901136334, "revenue_cagr_3y": 0.1065884100663177, "revenue_cagr_5y": 0.08692013836136736, "earnings_cagr_3y": 0.36856852438255694, "quarterly_revenue_growth_yoy": 0.06500328134311283, "quarterly_earnings_growth_yoy": -0.06759762217757605, "revenue_growth_qoq": 0.036456000998392295, "gross_margin": 0.5498742784290116, "operating_margin": 0.4963157087037103, "net_margin": 0.2662582191214836, "roa_ttm": 0.02915048335988801, "roe_ttm": 0.053009727636717095, "debt_to_ebitda": 6.078576470459153, "net_debt_to_ebitda": 5.926399933680455, "interest_coverage": 21.263213832076108, "debt_to_equity": 0.7105280295675239, "current_ratio": 0.8101343131412135, "quick_ratio": 0.8101343131412135, "fcf_to_ebitda": 0.6846091108914005, "capex_to_revenue": 0.584115257324077, "working_capital_to_revenue": -0.04674144278996058, "capital_efficiency": 0.04108010549830255, "financial_health": -0.6319223408338852, "margin_quality": 0.43748273541806854, "growth_momentum": -0.0012971704172316106, "company_age_years": 10.663928815879535, "ebitda": 820271000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 22.038754272521174, "revenue_cagr_3y": 0.10526260642018492, "revenue_cagr_5y": 0.08483268802407817, "earnings_cagr_3y": 0.25312631439210875, "quarterly_revenue_growth_yoy": 0.07065134952015938, "quarterly_earnings_growth_yoy": -0.05799142983795498, "revenue_growth_qoq": -0.00014401907662523166, "gross_margin": 0.5636561556952401, "operating_margin": 0.5105432426433433, "net_margin": 0.22580721332533638, "roa_ttm": 0.0275185396205936, "roe_ttm": 0.05211344833152412, "debt_to_ebitda": 6.520694521589671, "net_debt_to_ebitda": 5.664426210358942, "interest_coverage": 21.69103883344537, "debt_to_equity": 0.7787218614709371, "current_ratio": 2.072856637516847, "quick_ratio": 2.072856637516847, "fcf_to_ebitda": 0.7509267360059884, "capex_to_revenue": 0.5686331787888778, "working_capital_to_revenue": 0.2856797084540805, "capital_efficiency": 0.03981599397605886, "financial_health": -0.6566758512253096, "margin_quality": 0.4333355372213066, "growth_momentum": 0.006329959841102198, "company_age_years": 10.913073237508556, "ebitda": 838966000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 24.116571711130053, "revenue_cagr_3y": 0.04851110230545763, "revenue_cagr_5y": 0.06448327523582242, "earnings_cagr_3y": 0.3309429626319109, "quarterly_revenue_growth_yoy": 0.06856556325378496, "quarterly_earnings_growth_yoy": -0.7002911101325897, "revenue_growth_qoq": 0.011230372066784474, "gross_margin": 0.2669752801350707, "operating_margin": 0.19393881177657174, "net_margin": 0.09052620689909965, "roa_ttm": 0.018333087179358262, "roe_ttm": 0.04945876237969577, "debt_to_ebitda": 5.464243182000422, "net_debt_to_ebitda": 5.462694412848696, "interest_coverage": 20.077455130880686, "debt_to_equity": 1.2478302682078086, "current_ratio": 0.2317069472662765, "quick_ratio": 0.2317069472662765, "fcf_to_ebitda": 0.6372256985795277, "capex_to_revenue": 0.12837580704116697, "working_capital_to_revenue": -0.1904556076852025, "capital_efficiency": 0.03389592477952702, "financial_health": -1.2171801614283755, "margin_quality": 0.18381343293691402, "growth_momentum": -0.3158627734394024, "company_age_years": 29.065023956194388, "ebitda": 673438000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 24.226888280442573, "revenue_cagr_3y": 0.05614709178670285, "revenue_cagr_5y": 0.06668368459701135, "earnings_cagr_3y": 0.25671853292572466, "quarterly_revenue_growth_yoy": 0.08302437409285332, "quarterly_earnings_growth_yoy": 0.7289937381680501, "revenue_growth_qoq": 0.03929095255160286, "gross_margin": 0.2724415942667823, "operating_margin": 0.23079684900536068, "net_margin": 0.1266192216360715, "roa_ttm": 0.019624957882298805, "roe_ttm": 0.05454356202134397, "debt_to_ebitda": 6.107161896475987, "net_debt_to_ebitda": 6.105767303402892, "interest_coverage": 20.438475172153296, "debt_to_equity": 1.4565542733379353, "current_ratio": 0.2278145842514378, "quick_ratio": 0.2278145842514378, "fcf_to_ebitda": 0.6304996509963309, "capex_to_revenue": 0.13675086941145265, "working_capital_to_revenue": -0.1920386224986001, "capital_efficiency": 0.03708425995182139, "financial_health": -1.3122095287338873, "margin_quality": 0.20995255496940488, "growth_momentum": 0.40600905613045174, "company_age_years": 29.31416837782341, "ebitda": 703431000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 31.408142924709523, "revenue_cagr_3y": 0.06226794403040792, "revenue_cagr_5y": 0.054502087836393764, "earnings_cagr_3y": -0.17139712368722804, "quarterly_revenue_growth_yoy": 0.013317884760590518, "quarterly_earnings_growth_yoy": -0.7971300479479324, "revenue_growth_qoq": 0.03286546952803368, "gross_margin": 0.6772743039942444, "operating_margin": 0.11494212264090342, "net_margin": 0.03764276629366497, "roa_ttm": 0.0015340845108476218, "roe_ttm": 0.0054653463924116555, "debt_to_ebitda": 9.106406785005273, "net_debt_to_ebitda": 9.101248540155481, "interest_coverage": 18.453366851203253, "debt_to_equity": 2.136798873672453, "current_ratio": 1.2694929562747315, "quick_ratio": 0.4815444223540314, "fcf_to_ebitda": 0.6758203828734026, "capex_to_revenue": 0.14359007424807196, "working_capital_to_revenue": 0.07998827962720073, "capital_efficiency": 0.0034997154516296387, "financial_health": -1.9578421146540563, "margin_quality": 0.2766197309762709, "growth_momentum": -0.39190608159367096, "company_age_years": 31.315537303216974, "ebitda": 653323000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 32.458797894464574, "revenue_cagr_3y": 0.07406728384741412, "revenue_cagr_5y": 0.06274958711263001, "earnings_cagr_3y": -0.015998820770300903, "quarterly_revenue_growth_yoy": 0.06362322767091122, "quarterly_earnings_growth_yoy": 1.7019954073956767, "revenue_growth_qoq": 0.059168518827806826, "gross_margin": 0.668802498711223, "operating_margin": 0.10058525639081785, "net_margin": 0.05376777754192316, "roa_ttm": 0.005596427270674937, "roe_ttm": 0.018796216730977332, "debt_to_ebitda": 8.741636353636002, "net_debt_to_ebitda": 8.740056161485827, "interest_coverage": 18.5373804734217, "debt_to_equity": 1.898972999208509, "current_ratio": 1.0477203358791052, "quick_ratio": 0.14914877165375692, "fcf_to_ebitda": 0.6708666380259937, "capex_to_revenue": 0.1442628297038499, "working_capital_to_revenue": 0.014128357683845766, "capital_efficiency": 0.012196322000826133, "financial_health": -1.7832355998593443, "margin_quality": 0.274385177547988, "growth_momentum": 0.882809317533294, "company_age_years": 31.567419575633128, "ebitda": 672703000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 26.341296893111284, "revenue_cagr_3y": 0.04404713515000669, "revenue_cagr_5y": 0.02635111286223646, "earnings_cagr_3y": -0.3081682078870518, "quarterly_revenue_growth_yoy": -0.007238262968712637, "quarterly_earnings_growth_yoy": -0.6925252482613788, "revenue_growth_qoq": -0.015681861802416822, "gross_margin": 0.5906352034379134, "operating_margin": 0.20123951459354475, "net_margin": 0.1113957347239958, "roa_ttm": 0.01717555555308606, "roe_ttm": 0.03589242664166356, "debt_to_ebitda": 10.180963921261153, "net_debt_to_ebitda": 9.467431721254025, "interest_coverage": 24.47819042871386, "debt_to_equity": 1.7414184135701856, "current_ratio": 1.364455326760987, "quick_ratio": 1.364455326760987, "fcf_to_ebitda": 0.15625578076128702, "capex_to_revenue": 0.40930432625017127, "working_capital_to_revenue": 0.11379171269077452, "capital_efficiency": 0.02653399109737481, "financial_health": -0.8608167491213853, "margin_quality": 0.3010901509184846, "growth_momentum": -0.34988175561504575, "company_age_years": 27.444216290212182, "ebitda": 589239000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 29.108071122299513, "revenue_cagr_3y": 0.05068579456539091, "revenue_cagr_5y": 0.03890670798342333, "earnings_cagr_3y": -0.07168223327744416, "quarterly_revenue_growth_yoy": 0.0063525137374519985, "quarterly_earnings_growth_yoy": -0.2751186754660183, "revenue_growth_qoq": 0.022993339807458497, "gross_margin": 0.5956616635771094, "operating_margin": 0.20265128864438198, "net_margin": 0.1169945583926329, "roa_ttm": 0.01573261272857263, "roe_ttm": 0.032814373085901634, "debt_to_ebitda": 10.878552208383633, "net_debt_to_ebitda": 10.306039848956553, "interest_coverage": 24.629884960243615, "debt_to_equity": 1.8599990546031286, "current_ratio": 1.2909476835847664, "quick_ratio": 1.2909476835847664, "fcf_to_ebitda": 0.1531263898452646, "capex_to_revenue": 0.3902514141207392, "working_capital_to_revenue": 0.0769574357787372, "capital_efficiency": 0.024273492907237133, "financial_health": -0.8830681574726235, "margin_quality": 0.3051025035380414, "growth_momentum": -0.13438308086428316, "company_age_years": 27.690622861054074, "ebitda": 582349000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 32.01969411721835, "revenue_cagr_3y": 0.052558932967980754, "revenue_cagr_5y": 0.04539431343805034, "earnings_cagr_3y": -0.07758581555031341, "quarterly_revenue_growth_yoy": 0.10307838983895996, "quarterly_earnings_growth_yoy": 0.8324413088432064, "revenue_growth_qoq": 0.03346812772827842, "gross_margin": 0.6006625127023791, "operating_margin": 0.19357521797463503, "net_margin": 0.10895657865710989, "roa_ttm": 0.016823123467152253, "roe_ttm": 0.03373960967027151, "debt_to_ebitda": 10.496422229878355, "net_debt_to_ebitda": 9.876017014284578, "interest_coverage": 25.06759674472679, "debt_to_equity": 1.7042961981216387, "current_ratio": 1.2919803399018293, "quick_ratio": 1.2919803399018293, "fcf_to_ebitda": 0.16066009858744335, "capex_to_revenue": 0.38812039956466793, "working_capital_to_revenue": 0.08405997576925159, "capital_efficiency": 0.025281366568711883, "financial_health": -0.8019201088066769, "margin_quality": 0.30106476977804136, "growth_momentum": 0.4677598493410832, "company_age_years": 27.939767282683093, "ebitda": 603728000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 34.09570789897141, "revenue_cagr_3y": 0.06752725259507164, "revenue_cagr_5y": 0.059572301640043124, "earnings_cagr_3y": -0.08606579082527543, "quarterly_revenue_growth_yoy": 0.10691288983557942, "quarterly_earnings_growth_yoy": -0.15566321703981884, "revenue_growth_qoq": 0.06367282287549318, "gross_margin": 0.5992690307007106, "operating_margin": 0.18049501920919322, "net_margin": 0.1001359942882399, "roa_ttm": 0.015616544621886714, "roe_ttm": 0.030864418177353012, "debt_to_ebitda": 10.230776307443506, "net_debt_to_ebitda": 9.53962881726053, "interest_coverage": 24.79637411453956, "debt_to_equity": 1.630077005465858, "current_ratio": 1.2299535197439098, "quick_ratio": 1.2299535170241758, "fcf_to_ebitda": 0.20904408904641317, "capex_to_revenue": 0.37510945420654224, "working_capital_to_revenue": 0.07687936168761793, "capital_efficiency": 0.023240481399619862, "financial_health": -0.7593202974268013, "margin_quality": 0.29330001473271455, "growth_momentum": -0.024375163602119707, "company_age_years": 28.191649555099247, "ebitda": 619587000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 24.09759963752501, "revenue_cagr_3y": 0.09879575449846856, "revenue_cagr_5y": 0.09846744052008671, "earnings_cagr_3y": 0.16456655388402663, "quarterly_revenue_growth_yoy": 0.11332254669410452, "quarterly_earnings_growth_yoy": 0.3340307588711326, "revenue_growth_qoq": 0.034412801830834616, "gross_margin": 0.9389443088341117, "operating_margin": 0.5082443243548319, "net_margin": 0.3130726792995922, "roa_ttm": 0.024829999642198, "roe_ttm": 0.04902281405253952, "debt_to_ebitda": 5.807602487803949, "net_debt_to_ebitda": 5.805121472085883, "interest_coverage": 17.25182804912882, "debt_to_equity": 0.8786973025071096, "current_ratio": 0.20013752894468329, "quick_ratio": 0.2001375280551041, "fcf_to_ebitda": 0.7775339349472215, "capex_to_revenue": 1.2151142159148565, "working_capital_to_revenue": -0.6592431454320966, "capital_efficiency": 0.03692640684736876, "financial_health": -0.7735458723973331, "margin_quality": 0.586753770829512, "growth_momentum": 0.22367665278261856, "company_age_years": 24.449007529089666, "ebitda": 1207973000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 35.740432928046225, "revenue_cagr_3y": 0.25767974562793916, "revenue_cagr_5y": 0.18812543293560813, "earnings_cagr_3y": -0.6378397879072528, "quarterly_revenue_growth_yoy": 0.6300911795941407, "quarterly_earnings_growth_yoy": -0.9657342005070761, "revenue_growth_qoq": 0.39112986358189883, "gross_margin": 0.9358622571907346, "operating_margin": 0.40211327332861824, "net_margin": 0.0059295497298613945, "roa_ttm": 0.008332795904593642, "roe_ttm": 0.014348066589884138, "debt_to_ebitda": 9.596635412497855, "net_debt_to_ebitda": 9.435944697024308, "interest_coverage": 15.973674545111624, "debt_to_equity": 0.6164091961169339, "current_ratio": 0.5220142210823584, "quick_ratio": -0.00990261728430638, "fcf_to_ebitda": 0.8098009411051149, "capex_to_revenue": 0.009186569697319862, "working_capital_to_revenue": -0.5111218640840273, "capital_efficiency": 0.01134043124723889, "financial_health": -0.548490084497815, "margin_quality": 0.44796836008307145, "growth_momentum": -0.1678215104564677, "company_age_years": 27.20328542094456, "ebitda": 1609172000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 26.669320858027028, "revenue_cagr_3y": 0.47991059359724586, "revenue_cagr_5y": 0.3262848449996447, "earnings_cagr_3y": 0.8295903869609058, "quarterly_revenue_growth_yoy": 1.0093904800680666, "quarterly_earnings_growth_yoy": 1.1459966818128529, "revenue_growth_qoq": 0.024433731669378865, "gross_margin": 0.9918535509529735, "operating_margin": 0.9883557213478009, "net_margin": 0.7845801955043863, "roa_ttm": 0.02974345793489676, "roe_ttm": 0.0509552975641933, "debt_to_ebitda": 8.202237680098058, "net_debt_to_ebitda": 8.078041203653617, "interest_coverage": 9.934966839702591, "debt_to_equity": 0.6290996791822533, "current_ratio": 30.077258468308496, "quick_ratio": 30.0896378835715, "fcf_to_ebitda": 1.1541017596378245, "capex_to_revenue": 0.000721345085567446, "working_capital_to_revenue": 6.636402472106516, "capital_efficiency": 0.04034937774954503, "financial_health": -0.6208599750040003, "margin_quality": 0.9215964892683868, "growth_momentum": 1.0776935809404597, "company_age_years": 5.204654346338125, "ebitda": 1682278000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 28.957750835001516, "revenue_cagr_3y": 0.07894441571073174, "revenue_cagr_5y": 0.026555192407793138, "earnings_cagr_3y": 0.6249382217875312, "quarterly_revenue_growth_yoy": 0.1374531212194532, "quarterly_earnings_growth_yoy": 6.184422424736174, "revenue_growth_qoq": 0.04330367359960053, "gross_margin": 0.7316814571077209, "operating_margin": 0.2738957024628577, "net_margin": 1.2603483231960648, "roa_ttm": 0.07881712996039993, "roe_ttm": 0.17718229197629948, "debt_to_ebitda": 14.68267211409002, "net_debt_to_ebitda": 14.423863974634525, "interest_coverage": 13.041993161419006, "debt_to_equity": 2.130792858133682, "current_ratio": 3.439556527929711, "quick_ratio": 1.883844697956278, "fcf_to_ebitda": 0.4096136462324568, "capex_to_revenue": 0.6465615730277373, "working_capital_to_revenue": 0.24083001862408068, "capital_efficiency": 0.1279997109683497, "financial_health": -1.0486888177305873, "margin_quality": 0.7553084942555479, "growth_momentum": 3.1609377729778134, "company_age_years": 24.10677618069815, "ebitda": 732334000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 26.60675456362484, "revenue_cagr_3y": 0.0580021556562762, "revenue_cagr_5y": 0.04887767452354419, "earnings_cagr_3y": 0.5844284954892744, "quarterly_revenue_growth_yoy": -0.008749885227894893, "quarterly_earnings_growth_yoy": 0.6016456692913386, "revenue_growth_qoq": -0.01922598098263134, "gross_margin": 0.753876660445713, "operating_margin": 0.18411392578768251, "net_margin": 0.6978297562849929, "roa_ttm": 0.07030061711142976, "roe_ttm": 0.15071054944678589, "debt_to_ebitda": 7.668458582805583, "net_debt_to_ebitda": 7.169418063046494, "interest_coverage": 13.4101111353236, "debt_to_equity": 0.9768306252372214, "current_ratio": 4.632482435797598, "quick_ratio": 4.709499644865091, "fcf_to_ebitda": 1.0183298396139033, "capex_to_revenue": 0.29761227632599907, "working_capital_to_revenue": 0.3603581500617178, "capital_efficiency": 0.11050558327910782, "financial_health": -0.9467668771553395, "margin_quality": 0.5452734475061295, "growth_momentum": 0.29644789203172184, "company_age_years": 24.605065023956193, "ebitda": 676929000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 33.551804109148655, "revenue_cagr_3y": 0.06251788507731404, "revenue_cagr_5y": 0.026345807179197545, "earnings_cagr_3y": 0.08306853734129893, "quarterly_revenue_growth_yoy": -0.012776282115199256, "quarterly_earnings_growth_yoy": -0.793584405104417, "revenue_growth_qoq": 0.04191864625573531, "gross_margin": 0.7242261620194865, "operating_margin": 0.24178691427686466, "net_margin": 0.26352238524573607, "roa_ttm": 0.03373372749452389, "roe_ttm": 0.07207762199591754, "debt_to_ebitda": 16.45207779260717, "net_debt_to_ebitda": 16.220729541122335, "interest_coverage": 14.300833584879374, "debt_to_equity": 1.9277907224295248, "current_ratio": 2.8558911634555924, "quick_ratio": 0.16527060562011614, "fcf_to_ebitda": 1.051305906535865, "capex_to_revenue": 0.19198115463720286, "working_capital_to_revenue": 0.1973792099706865, "capital_efficiency": 0.05290567474522072, "financial_health": -0.9512080604472166, "margin_quality": 0.4098451538473624, "growth_momentum": -0.4031803436098081, "company_age_years": 25.1088295687885, "ebitda": 615894000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 31.47865082460396, "revenue_cagr_3y": 0.05946180229193776, "revenue_cagr_5y": 0.04879716968824188, "earnings_cagr_3y": -0.040994771133155194, "quarterly_revenue_growth_yoy": -0.012160079676449014, "quarterly_earnings_growth_yoy": -0.45468435752204844, "revenue_growth_qoq": -0.011574744298478922, "gross_margin": 0.7435794378516833, "operating_margin": 0.31553401365178413, "net_margin": 0.26136286224232597, "roa_ttm": 0.027992378306675808, "roe_ttm": 0.06042021861960515, "debt_to_ebitda": 16.587180163545238, "net_debt_to_ebitda": 16.31618961926293, "interest_coverage": 13.294027795705865, "debt_to_equity": 1.9668215534023432, "current_ratio": 2.998034969521976, "quick_ratio": 2.998034961501444, "fcf_to_ebitda": 1.0803582265391232, "capex_to_revenue": 0.2257556259627923, "working_capital_to_revenue": 0.2134335979602083, "capital_efficiency": 0.044206298463140475, "financial_health": -0.9685238845966012, "margin_quality": 0.44015877124859787, "growth_momentum": -0.23342221859924872, "company_age_years": 25.35523613963039, "ebitda": 617933000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 28.574945787381132, "revenue_cagr_3y": 0.04522122713362742, "revenue_cagr_5y": 0.04769397024190103, "earnings_cagr_3y": 0.17014257592349646, "quarterly_revenue_growth_yoy": 0.01951366780107586, "quarterly_earnings_growth_yoy": -0.29493778544705496, "revenue_growth_qoq": 0.012221207951278663, "gross_margin": 0.7410726303604598, "operating_margin": 0.22179112714351093, "net_margin": 0.48259617196543464, "roa_ttm": 0.022051388091002846, "roe_ttm": 0.048721327281836736, "debt_to_ebitda": 16.709979926993157, "net_debt_to_ebitda": 16.488170876314626, "interest_coverage": 13.997504881753091, "debt_to_equity": 2.0607330115154427, "current_ratio": 2.8632568435742987, "quick_ratio": 2.8632568435742987, "fcf_to_ebitda": 1.12700710692945, "capex_to_revenue": 0.23740648974392642, "working_capital_to_revenue": 0.19806951518758323, "capital_efficiency": 0.03538635768641979, "financial_health": -1.017985900271803, "margin_quality": 0.48181997648980174, "growth_momentum": -0.13771205882298954, "company_age_years": 25.60438056125941, "ebitda": 645145000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 27.44082780701379, "revenue_cagr_3y": 0.040092770126249455, "revenue_cagr_5y": 0.04922068585157602, "earnings_cagr_3y": -0.14656638304526037, "quarterly_revenue_growth_yoy": 0.034268054834500274, "quarterly_earnings_growth_yoy": 3.7794235847973363, "revenue_growth_qoq": -0.00784383664898915, "gross_margin": 0.7479217894147773, "operating_margin": 0.3386355542742797, "net_margin": 0.4104868659804304, "roa_ttm": 0.03584373283715487, "roe_ttm": 0.08045756533441568, "debt_to_ebitda": 15.833856729274519, "net_debt_to_ebitda": 15.61053922617265, "interest_coverage": 14.837487832747895, "debt_to_equity": 2.129644150804131, "current_ratio": 3.0435791352316053, "quick_ratio": 3.1644520159000566, "fcf_to_ebitda": 0.9871589726037165, "capex_to_revenue": 0.265825043229737, "working_capital_to_revenue": 0.21300908564349946, "capital_efficiency": 0.05815064908578528, "financial_health": -1.0514410486397556, "margin_quality": 0.4990147365564958, "growth_momentum": 1.9068458198159184, "company_age_years": 25.856262833675565, "ebitda": 701190000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 26.343360854589356, "revenue_cagr_3y": 0.060209662691041776, "revenue_cagr_5y": 0.056447200062919256, "earnings_cagr_3y": 0.1716643197056298, "quarterly_revenue_growth_yoy": 0.06127073050844034, "quarterly_earnings_growth_yoy": 0.0846141070356317, "revenue_growth_qoq": 0.06912106360969322, "gross_margin": 0.7316995796653184, "operating_margin": 0.2508874613371401, "net_margin": 0.2693187405821239, "roa_ttm": 0.03621939171313579, "roe_ttm": 0.07898697203908463, "debt_to_ebitda": 15.674319406776752, "net_debt_to_ebitda": 15.33314594848204, "interest_coverage": 13.411656371100793, "debt_to_equity": 2.031397541527599, "current_ratio": 3.5950485677931914, "quick_ratio": 3.768837476336778, "fcf_to_ebitda": 0.9512012656344765, "capex_to_revenue": 0.2577850060874359, "working_capital_to_revenue": 0.27854058096289747, "capital_efficiency": 0.05760318187611021, "financial_health": -0.9954234770345848, "margin_quality": 0.4173019271948608, "growth_momentum": 0.07294241877203603, "company_age_years": 26.10814510609172, "ebitda": 699096000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 26.55057583220904, "revenue_cagr_3y": 0.08403161535453862, "revenue_cagr_5y": 0.04950211728278453, "earnings_cagr_3y": 0.3163734316973086, "quarterly_revenue_growth_yoy": 0.10532437147532558, "quarterly_earnings_growth_yoy": 0.06172839506172839, "revenue_growth_qoq": 0.0056229544503777346, "gross_margin": 0.7523705815418874, "operating_margin": 0.6523473345487024, "net_margin": 0.2451701312843352, "roa_ttm": 0.03946511316543607, "roe_ttm": 0.08080789899739518, "debt_to_ebitda": 5.806165092656108, "net_debt_to_ebitda": 5.734166449401741, "interest_coverage": 17.650136264129028, "debt_to_equity": 1.058633736332102, "current_ratio": 0.4046414532108856, "quick_ratio": 0.3490138805882204, "fcf_to_ebitda": 0.6616615577768609, "capex_to_revenue": 0.6145757964195013, "working_capital_to_revenue": -0.45387849920025153, "capital_efficiency": 0.06013650608141563, "financial_health": -0.9093430298424124, "margin_quality": 0.5499626824583084, "growth_momentum": 0.08352638326852699, "company_age_years": 22.6694045174538, "ebitda": 395063000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 27.581180593385792, "revenue_cagr_3y": 0.23437539042208289, "revenue_cagr_5y": 0.1587972800483206, "earnings_cagr_3y": 0.17194969121475023, "quarterly_revenue_growth_yoy": 0.6587647281937087, "quarterly_earnings_growth_yoy": 0.2349785407725322, "revenue_growth_qoq": 0.3196137692056864, "gross_margin": 0.7603643806819229, "operating_margin": 0.16893912851057552, "net_margin": 0.18253333087462428, "roa_ttm": 0.0089194899656408, "roe_ttm": 0.014917174789003338, "debt_to_ebitda": 6.880502763992987, "net_debt_to_ebitda": 6.675460374860634, "interest_coverage": 15.205496962658566, "debt_to_equity": 0.5249922074460057, "current_ratio": 1.1340977513774944, "quick_ratio": 1.0431952998839578, "fcf_to_ebitda": 0.4033636821958786, "capex_to_revenue": 0.2658121686246298, "working_capital_to_revenue": 0.04149450527375702, "capital_efficiency": 0.01191833237732207, "financial_health": -0.5148347940245985, "margin_quality": 0.3706122800223742, "growth_momentum": 0.44687163448312045, "company_age_years": 23.668720054757017, "ebitda": 510630999.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 25.599764486993745, "revenue_cagr_3y": 0.24853755096314623, "revenue_cagr_5y": 0.17506636853255753, "earnings_cagr_3y": 0.05687640051054643, "quarterly_revenue_growth_yoy": 0.5452612376364621, "quarterly_earnings_growth_yoy": 4.9420111626147, "revenue_growth_qoq": -0.00030610927732394104, "gross_margin": 0.7515881975341435, "operating_margin": 0.23408297732622058, "net_margin": 0.2317292722698128, "roa_ttm": 0.013677083160014912, "roe_ttm": 0.0230570656005599, "debt_to_ebitda": 7.167196025735849, "net_debt_to_ebitda": 7.113636177436791, "interest_coverage": 17.302997277923964, "debt_to_equity": 0.6216810892095201, "current_ratio": 0.2718713831484119, "quick_ratio": 0.24422737321051788, "fcf_to_ebitda": 0.39118214192404005, "capex_to_revenue": 0.25817082110615175, "working_capital_to_revenue": -0.6974156464582834, "capital_efficiency": 0.018367074380287406, "financial_health": -0.5312674454113447, "margin_quality": 0.4058001490433923, "growth_momentum": 2.7436362001255814, "company_age_years": 23.920602327173167, "ebitda": 572088999.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 24.349531889804414, "revenue_cagr_3y": 0.2628150197577235, "revenue_cagr_5y": 0.18057524631361033, "earnings_cagr_3y": 0.026217367729577168, "quarterly_revenue_growth_yoy": 0.8327126223539022, "quarterly_earnings_growth_yoy": 0.3926848019891057, "revenue_growth_qoq": -0.02328618544834761, "gross_margin": 0.7348857412653447, "operating_margin": 0.29650613786591123, "net_margin": 0.32158262511803587, "roa_ttm": 0.01580020163253256, "roe_ttm": 0.026311511028306415, "debt_to_ebitda": 6.420103322222988, "net_debt_to_ebitda": 6.344946100890889, "interest_coverage": 18.591850565930958, "debt_to_equity": 0.6303356578819173, "current_ratio": 0.2938907307357268, "quick_ratio": 0.26165407045559763, "fcf_to_ebitda": 0.2174173107979126, "capex_to_revenue": 0.3242643935877048, "working_capital_to_revenue": -0.5980778918048655, "capital_efficiency": 0.021055856330419488, "financial_health": -0.5327698362384388, "margin_quality": 0.4509915014164306, "growth_momentum": 0.612698712171504, "company_age_years": 24.17248459958932, "ebitda": 657035999.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 25.425205598911322, "revenue_cagr_3y": 0.2391917596156703, "revenue_cagr_5y": 0.17006591974321417, "earnings_cagr_3y": 0.08220558558716395, "quarterly_revenue_growth_yoy": 0.03786534879861329, "quarterly_earnings_growth_yoy": -0.0333784575596549, "revenue_growth_qoq": 0.017055003198490747, "gross_margin": 0.7392008869557801, "operating_margin": 0.2693559620769548, "net_margin": 0.17000341136838515, "roa_ttm": 0.022219549211079145, "roe_ttm": 0.038059006449043364, "debt_to_ebitda": 10.849279306801455, "net_debt_to_ebitda": 10.797690726803122, "interest_coverage": 18.916206987128973, "debt_to_equity": 1.196826029013036, "current_ratio": 0.8238242540377771, "quick_ratio": 0.8935532411716397, "fcf_to_ebitda": 0.3061793540144972, "capex_to_revenue": 0.3434611583877022, "working_capital_to_revenue": -0.058831702953697586, "capital_efficiency": 0.030139277830061255, "financial_health": -1.1705259664656034, "margin_quality": 0.3928534201337066, "growth_momentum": 0.002243445619479194, "company_age_years": 24.66803559206023, "ebitda": 720140000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 25.508836940148207, "revenue_cagr_3y": 0.23504222199757674, "revenue_cagr_5y": 0.15813043410858874, "earnings_cagr_3y": 0.05725553970388253, "quarterly_revenue_growth_yoy": 0.026739269982513227, "quarterly_earnings_growth_yoy": 0.10999315428334899, "revenue_growth_qoq": -0.011022984094494905, "gross_margin": 0.7280514534152563, "operating_margin": 0.3340878876073443, "net_margin": 0.2505192052028314, "roa_ttm": 0.023094990246024474, "roe_ttm": 0.039213500296525206, "debt_to_ebitda": 10.45546291749204, "net_debt_to_ebitda": 10.399781218444968, "interest_coverage": 19.795849262697978, "debt_to_equity": 1.1638984326700443, "current_ratio": 0.6743265573770492, "quick_ratio": 0.7446268852459016, "fcf_to_ebitda": 0.40346850152567715, "capex_to_revenue": 0.3237507548823292, "working_capital_to_revenue": -0.11275603565314916, "capital_efficiency": 0.03115424527127484, "financial_health": -1.137981550658324, "margin_quality": 0.4375528487418106, "growth_momentum": 0.0683662121329311, "company_age_years": 24.919917864476385, "ebitda": 724924000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 25.237016016142423, "revenue_cagr_3y": 0.207604793939413, "revenue_cagr_5y": 0.1527201725487708, "earnings_cagr_3y": 0.1939361423044581, "quarterly_revenue_growth_yoy": 0.03456538474048856, "quarterly_earnings_growth_yoy": 0.7175465248765667, "revenue_growth_qoq": 0.005963592915378128, "gross_margin": 0.7387207998407026, "operating_margin": 0.27796700168030825, "net_margin": 0.31596083239885836, "roa_ttm": 0.026041415175205064, "roe_ttm": 0.045178362368213244, "debt_to_ebitda": 10.045321303538275, "net_debt_to_ebitda": 9.987844819942664, "interest_coverage": 19.71851655629139, "debt_to_equity": 1.1774264076608938, "current_ratio": 0.7439001574920999, "quick_ratio": 0.7844093025787205, "fcf_to_ebitda": 0.6648244027867711, "capex_to_revenue": 0.20114653276003747, "working_capital_to_revenue": -0.06659566808398472, "capital_efficiency": 0.035609888771709154, "financial_health": -1.15622222882208, "margin_quality": 0.44421621130662303, "growth_momentum": 0.3760559548085276, "company_age_years": 25.418206707734427, "ebitda": 744374000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 27.941944810610284, "revenue_cagr_3y": 0.07177408414623954, "revenue_cagr_5y": 0.06837010960490564, "earnings_cagr_3y": 0.21708790843071313, "quarterly_revenue_growth_yoy": 0.0914518332889209, "quarterly_earnings_growth_yoy": 0.9325976906888118, "revenue_growth_qoq": 0.039162870036490834, "gross_margin": 0.6776688639893614, "operating_margin": 0.39434410177292256, "net_margin": 0.352994956027573, "roa_ttm": 0.042799563247741264, "roe_ttm": 0.12635259284904155, "debt_to_ebitda": 5.89333753057758, "net_debt_to_ebitda": 5.847329612651194, "interest_coverage": 19.71142327745939, "debt_to_equity": 1.6203561955559402, "current_ratio": 1.289061030698097, "quick_ratio": 1.289061030698097, "fcf_to_ebitda": 0.16898717435833535, "capex_to_revenue": 0.37974253103444566, "working_capital_to_revenue": 0.10948748138470885, "capital_efficiency": 0.0845760780483914, "financial_health": -1.5839150397825055, "margin_quality": 0.47500264059661895, "growth_momentum": 0.5120247619888664, "company_age_years": 42.6611909650924, "ebitda": 457443000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 29.69959771600994, "revenue_cagr_3y": 0.08069335698878288, "revenue_cagr_5y": 0.07579420702596829, "earnings_cagr_3y": 0.3054807252453291, "quarterly_revenue_growth_yoy": 0.0733365080739426, "quarterly_earnings_growth_yoy": 0.6661975490408348, "revenue_growth_qoq": 0.030320975341156426, "gross_margin": 0.6691959424030977, "operating_margin": 0.3878211591981608, "net_margin": 0.3879875368047433, "roa_ttm": 0.04701785616385037, "roe_ttm": 0.12991610020965513, "debt_to_ebitda": 6.41291326265672, "net_debt_to_ebitda": 6.370780826279562, "interest_coverage": 19.720721480045516, "debt_to_equity": 1.6178012249380171, "current_ratio": 1.499869396612349, "quick_ratio": 1.499869396612349, "fcf_to_ebitda": 0.19928710789331408, "capex_to_revenue": 0.37633784076328863, "working_capital_to_revenue": 0.16419734834284627, "capital_efficiency": 0.08846697818675275, "financial_health": -1.4297879537139362, "margin_quality": 0.4816682128020006, "growth_momentum": 0.36976702855738874, "company_age_years": 42.91033538672142, "ebitda": 467953000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 29.197043641199226, "revenue_cagr_3y": 0.0794867076157113, "revenue_cagr_5y": 0.07755210026427184, "earnings_cagr_3y": 0.1422184617612514, "quarterly_revenue_growth_yoy": 0.09103884581259886, "quarterly_earnings_growth_yoy": 0.2821094609460946, "revenue_growth_qoq": -0.0018301536724075343, "gross_margin": 0.69504649436057, "operating_margin": 0.4047610629302812, "net_margin": 0.28255741712588583, "roa_ttm": 0.04881922756389748, "roe_ttm": 0.13166910895916753, "debt_to_ebitda": 5.560833736299162, "net_debt_to_ebitda": 5.523313588007737, "interest_coverage": 21.484784208475823, "debt_to_equity": 1.4346816278091779, "current_ratio": 1.0599804436386235, "quick_ratio": 1.0599804436386235, "fcf_to_ebitda": 0.16696083172147003, "capex_to_revenue": 0.39085809808754607, "working_capital_to_revenue": 0.02718051270921502, "capital_efficiency": 0.0902441682615325, "financial_health": -1.3817095159925523, "margin_quality": 0.460788324805579, "growth_momentum": 0.18657415337934674, "company_age_years": 43.15947980835045, "ebitda": 496320000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 27.68170413295689, "revenue_cagr_3y": 0.08148050966746112, "revenue_cagr_5y": 0.07880500621072195, "earnings_cagr_3y": -0.01704186455526513, "quarterly_revenue_growth_yoy": 0.08585602314684862, "quarterly_earnings_growth_yoy": 0.12450664480332527, "revenue_growth_qoq": 0.016041943418812918, "gross_margin": 0.6840229273651923, "operating_margin": 0.3999910517655364, "net_margin": 0.29318890220076854, "roa_ttm": 0.04813985118957738, "roe_ttm": 0.13171202773877294, "debt_to_ebitda": 6.125200676963471, "net_debt_to_ebitda": 5.924956701226601, "interest_coverage": 20.80319170813968, "debt_to_equity": 1.5704712854021665, "current_ratio": 1.7327621138558789, "quick_ratio": 1.7327621138558789, "fcf_to_ebitda": 0.012204718182321448, "capex_to_revenue": 0.48289786313480315, "working_capital_to_revenue": 0.25180097444394794, "capital_efficiency": 0.08992593946417515, "financial_health": -1.4054648640577243, "margin_quality": 0.45906762711049903, "growth_momentum": 0.10518133397508694, "company_age_years": 43.4113620807666, "ebitda": 505788000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 25.738831834315853, "revenue_cagr_3y": 0.07599132653590401, "revenue_cagr_5y": 0.07607369790401108, "earnings_cagr_3y": 0.2681687124934884, "quarterly_revenue_growth_yoy": 0.06026793830873683, "quarterly_earnings_growth_yoy": -0.14593695735350384, "revenue_growth_qoq": 0.014675104520349777, "gross_margin": 0.6861333895124664, "operating_margin": 0.40898245545272377, "net_margin": 0.2843431695809592, "roa_ttm": 0.04608097794710543, "roe_ttm": 0.12642577424467544, "debt_to_ebitda": 5.975881740724344, "net_debt_to_ebitda": 5.930507335865353, "interest_coverage": 21.592553771330344, "debt_to_equity": 1.5569138573595929, "current_ratio": 1.3077749489603807, "quick_ratio": 1.3077749489603807, "fcf_to_ebitda": -0.035001669889942605, "capex_to_revenue": 0.5455151068312892, "working_capital_to_revenue": 0.11114770500167791, "capital_efficiency": 0.08625337609589043, "financial_health": -1.4113866611735923, "margin_quality": 0.4598196715153831, "growth_momentum": -0.042834509522383504, "company_age_years": 43.663244353182755, "ebitda": 515004000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 24.510146836197933, "revenue_cagr_3y": 0.06678169189847649, "revenue_cagr_5y": 0.0722963045026741, "earnings_cagr_3y": 0.13183877454304538, "quarterly_revenue_growth_yoy": 0.0456025894405679, "quarterly_earnings_growth_yoy": -0.26983301929699177, "revenue_growth_qoq": 0.01606984503378097, "gross_margin": 0.6807979208154724, "operating_margin": 0.3931934673487986, "net_margin": 0.2709401173639875, "roa_ttm": 0.04051218132314982, "roe_ttm": 0.11563098604626754, "debt_to_ebitda": 6.174630329072114, "net_debt_to_ebitda": 6.1361876108630495, "interest_coverage": 22.02070881387322, "debt_to_equity": 1.6301064948538926, "current_ratio": 0.789754288829829, "quick_ratio": 0.789754288829829, "fcf_to_ebitda": -0.12421822435622974, "capex_to_revenue": 0.6227196916988637, "working_capital_to_revenue": -0.128913593770817, "capital_efficiency": 0.07807158368470868, "financial_health": -1.5170483658839773, "margin_quality": 0.4483105018427529, "growth_momentum": -0.11211521492821194, "company_age_years": 43.90965092402464, "ebitda": 523168000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 26.009510689381504, "revenue_cagr_3y": 0.036576072868137244, "revenue_cagr_5y": 0.06794150670143373, "earnings_cagr_3y": 0.19874524598831655, "quarterly_revenue_growth_yoy": 0.05350206720915538, "quarterly_earnings_growth_yoy": 0.3745286633194201, "revenue_growth_qoq": 0.03903496839747686, "gross_margin": 0.6363899303858842, "operating_margin": 0.3633543256503584, "net_margin": 0.207539271160149, "roa_ttm": 0.024044379346659293, "roe_ttm": 0.07973652881634377, "debt_to_ebitda": 13.665533060689414, "net_debt_to_ebitda": 13.336841838270582, "interest_coverage": 15.746497377631565, "debt_to_equity": 3.521149138325123, "current_ratio": 2.790046671276651, "quick_ratio": 2.9710784474240266, "fcf_to_ebitda": 0.3852275677844088, "capex_to_revenue": 0.35753035573692843, "working_capital_to_revenue": 0.36438098135839375, "capital_efficiency": 0.05189045408150153, "financial_health": -1.7350356687238984, "margin_quality": 0.4024278423987972, "growth_momentum": 0.21401536526428774, "company_age_years": 20.032854209445585, "ebitda": 1498169000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 25.58537714034658, "revenue_cagr_3y": 0.02053472104785592, "revenue_cagr_5y": 0.0691057793070089, "earnings_cagr_3y": -0.02735527983488295, "quarterly_revenue_growth_yoy": 0.05195544665306096, "quarterly_earnings_growth_yoy": 0.5119608782233873, "revenue_growth_qoq": 0.0012254398263376704, "gross_margin": 0.6262984406548763, "operating_margin": 0.3553667866786679, "net_margin": 0.18239290145230738, "roa_ttm": 0.026114795552926433, "roe_ttm": 0.08656122397479374, "debt_to_ebitda": 13.442665670196998, "net_debt_to_ebitda": 13.118864471149774, "interest_coverage": 16.545429850486787, "debt_to_equity": 3.513905917340776, "current_ratio": 2.688412430131862, "quick_ratio": 2.949356186055563, "fcf_to_ebitda": 0.41894807215298524, "capex_to_revenue": 0.3928149976692937, "working_capital_to_revenue": 0.3627790846596162, "capital_efficiency": 0.05633800976386009, "financial_health": -1.7314173375522888, "margin_quality": 0.38801937626195054, "growth_momentum": 0.28195816243822414, "company_age_years": 20.28473648186174, "ebitda": 1522709000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 25.669421186190096, "revenue_cagr_3y": -0.025102713993883197, "revenue_cagr_5y": -0.027342551290957418, "earnings_cagr_3y": -0.036092665206709174, "quarterly_revenue_growth_yoy": 0.008924531067756964, "quarterly_earnings_growth_yoy": -0.5777114863570432, "revenue_growth_qoq": 0.01847973646792385, "gross_margin": 0.588080802656993, "operating_margin": 0.29872693648264287, "net_margin": 0.14621042108538101, "roa_ttm": 0.02352487268430795, "roe_ttm": 0.07769587248297176, "debt_to_ebitda": 9.885863074879408, "net_debt_to_ebitda": 8.691908328221333, "interest_coverage": 12.612773584485561, "debt_to_equity": 1.7733593568288955, "current_ratio": 4.482883313918012, "quick_ratio": 4.488194791146613, "fcf_to_ebitda": 0.7086530356457229, "capex_to_revenue": 0.3081444384512465, "working_capital_to_revenue": 0.7974326886478115, "capital_efficiency": 0.05061037258363985, "financial_health": -1.6902029797117737, "margin_quality": 0.34433938674167225, "growth_momentum": -0.2843934776446431, "company_age_years": 28.736481861738536, "ebitda": 1132955000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 23.314883554235205, "revenue_cagr_3y": -0.05871399232513208, "revenue_cagr_5y": -0.04230711401460707, "earnings_cagr_3y": -0.23362535666893525, "quarterly_revenue_growth_yoy": 0.013410390395094606, "quarterly_earnings_growth_yoy": 1.5495578814400432, "revenue_growth_qoq": 0.0025256065883464194, "gross_margin": 0.5319984468649306, "operating_margin": 0.24782257456060447, "net_margin": 0.20799312498504832, "roa_ttm": 0.026189360049366752, "roe_ttm": 0.1007683589046121, "debt_to_ebitda": 12.220211509805651, "net_debt_to_ebitda": 11.65419326567214, "interest_coverage": 13.356281200757426, "debt_to_equity": 2.7604289677286573, "current_ratio": 3.5715669620490984, "quick_ratio": 3.624471599448898, "fcf_to_ebitda": 0.7957553291369778, "capex_to_revenue": 0.40102323775719595, "working_capital_to_revenue": 0.6072916088957906, "capital_efficiency": 0.06347885947698942, "financial_health": -2.151790542905122, "margin_quality": 0.3292713821368611, "growth_momentum": 0.7814841359175689, "company_age_years": 30.986995208761122, "ebitda": 1008653000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 45.49599852252366, "revenue_cagr_3y": -0.10858584071792854, "revenue_cagr_5y": -0.09122970152627341, "earnings_cagr_3y": 0.28522398842834606, "quarterly_revenue_growth_yoy": -0.14522014163209848, "quarterly_earnings_growth_yoy": 0.17468846461643991, "revenue_growth_qoq": 0.009420053077456426, "gross_margin": 0.4973932632764615, "operating_margin": 0.1301605097150617, "net_margin": 0.054082220765993734, "roa_ttm": -0.018206658760467627, "roe_ttm": -0.04637950667310202, "debt_to_ebitda": 23.238936217031846, "net_debt_to_ebitda": 18.09576875923423, "interest_coverage": 7.009298431165169, "debt_to_equity": 1.166400516763657, "current_ratio": 2.611580530964664, "quick_ratio": 2.613467257841088, "fcf_to_ebitda": 0.9453333752475559, "capex_to_revenue": 0.31022703355756065, "working_capital_to_revenue": 1.109008088036321, "capital_efficiency": -0.03229308271678483, "financial_health": -0.9743399780701306, "margin_quality": 0.22721199791917235, "growth_momentum": 0.014734161492170716, "company_age_years": 33.23477070499658, "ebitda": 318110000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 25.980382273988578, "revenue_cagr_3y": 0.0010419584657082037, "revenue_cagr_5y": -0.03628586345875484, "earnings_cagr_3y": 0.05764379502586214, "quarterly_revenue_growth_yoy": 0.008578924750638952, "quarterly_earnings_growth_yoy": -0.5072964029804556, "revenue_growth_qoq": -0.002275473217881595, "gross_margin": 0.4869674809328068, "operating_margin": 0.1547128091621199, "net_margin": 0.046413842748635976, "roa_ttm": -0.022603217296900804, "roe_ttm": -0.06462276549151456, "debt_to_ebitda": 20.8070181171077, "net_debt_to_ebitda": 18.567622456366124, "interest_coverage": 4.959313921021141, "debt_to_equity": 1.4544504985564772, "current_ratio": 2.0238882251427053, "quick_ratio": 2.146404392103317, "fcf_to_ebitda": 1.8092023244591007, "capex_to_revenue": 0.20416479098430637, "working_capital_to_revenue": 0.5986363142453548, "capital_efficiency": -0.043612991394207684, "financial_health": -1.2986724049513296, "margin_quality": 0.22936471094785424, "growth_momentum": -0.24935873911490836, "company_age_years": 35.233401779603014, "ebitda": 397856000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 27.792436226432248, "revenue_cagr_3y": 0.07408477707417505, "revenue_cagr_5y": -0.03611150590464485, "earnings_cagr_3y": 0.01339165403427911, "quarterly_revenue_growth_yoy": -0.014069881577768013, "quarterly_earnings_growth_yoy": 1.9348012704953215, "revenue_growth_qoq": -0.04522831151729934, "gross_margin": 0.48173039612412555, "operating_margin": 0.15758711293916783, "net_margin": 0.15160921961440815, "roa_ttm": -0.019861549670467354, "roe_ttm": -0.056235680701565385, "debt_to_ebitda": 20.121001011467083, "net_debt_to_ebitda": 17.847218465524882, "interest_coverage": 5.356747147849168, "debt_to_equity": 1.5234339572831654, "current_ratio": 1.9667870756806436, "quick_ratio": 2.2123263548839103, "fcf_to_ebitda": 1.3391096816719892, "capex_to_revenue": 0.7290720216802288, "working_capital_to_revenue": 0.5652771667702703, "capital_efficiency": -0.03804861518601637, "financial_health": -1.3636770129981475, "margin_quality": 0.26364224289256716, "growth_momentum": 0.9603656944587767, "company_age_years": 35.73442847364819, "ebitda": 439955000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 24.18616516248886, "revenue_cagr_3y": 0.1822643021461119, "revenue_cagr_5y": 0.19925747571716634, "earnings_cagr_3y": 0.14778140728876332, "quarterly_revenue_growth_yoy": 0.6019342790483468, "quarterly_earnings_growth_yoy": 0.054239039026567966, "revenue_growth_qoq": 0.2942863772833075, "gross_margin": 0.7522722892860415, "operating_margin": 0.48335471091299115, "net_margin": 0.3208003323529133, "roa_ttm": 0.03144340111561261, "roe_ttm": 0.05385252232675643, "debt_to_ebitda": 4.402207522144259, "net_debt_to_ebitda": 4.249034104459814, "interest_coverage": 44.09721026347512, "debt_to_equity": 0.48947105548230607, "current_ratio": 1.9890760123821651, "quick_ratio": 1.9890760123821651, "fcf_to_ebitda": 0.6707394529730001, "capex_to_revenue": 0.28242354884485277, "working_capital_to_revenue": 0.30951795885023087, "capital_efficiency": 0.04264796172118452, "financial_health": -0.47595698063090486, "margin_quality": 0.5188091108506486, "growth_momentum": 0.32808665903745743, "company_age_years": 26.33264887063655, "ebitda": 3585015000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 25.922423930262312, "revenue_cagr_3y": 0.21554289092425005, "revenue_cagr_5y": 0.13273621599850904, "earnings_cagr_3y": -0.29878035357241406, "quarterly_revenue_growth_yoy": 0.1492197359106159, "quarterly_earnings_growth_yoy": -0.3305392505960464, "revenue_growth_qoq": -0.14481283033889256, "gross_margin": 0.7309860884968502, "operating_margin": 0.5139766137500658, "net_margin": 0.2795544403120506, "roa_ttm": 0.0284598716081131, "roe_ttm": 0.049440830851936346, "debt_to_ebitda": 4.6375257393552785, "net_debt_to_ebitda": 4.37419645037766, "interest_coverage": 41.2396825946845, "debt_to_equity": 0.5158665521186834, "current_ratio": 2.3276210956140404, "quick_ratio": 2.3276210956140404, "fcf_to_ebitda": 0.7669874143235171, "capex_to_revenue": 0.2797611164912257, "working_capital_to_revenue": 0.37044689409542725, "capital_efficiency": 0.03895035123002472, "financial_health": -0.4977671094914115, "margin_quality": 0.5081723808529889, "growth_momentum": -0.09065975734271524, "company_age_years": 26.584531143052704, "ebitda": 3570408000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 25.71802821228687, "revenue_cagr_3y": 0.08095474634077804, "revenue_cagr_5y": 0.12156307494511132, "earnings_cagr_3y": -0.27488792070723367, "quarterly_revenue_growth_yoy": 0.020522920184365447, "quarterly_earnings_growth_yoy": -0.9302184515647108, "revenue_growth_qoq": 0.054884875537037435, "gross_margin": 0.5413956263703401, "operating_margin": 0.11758269552980896, "net_margin": 0.03576893462473117, "roa_ttm": 0.009741189782421791, "roe_ttm": 0.020767612482114964, "debt_to_ebitda": 6.310630875624829, "net_debt_to_ebitda": 5.502377091355576, "interest_coverage": 21.742082178945584, "debt_to_equity": 0.799513190908209, "current_ratio": 0.7928484578009188, "quick_ratio": 0.2928795966246894, "fcf_to_ebitda": -0.15589536117039754, "capex_to_revenue": 0.5748975403302576, "working_capital_to_revenue": -0.1642298922613457, "capital_efficiency": 0.015254401132268378, "financial_health": -0.6673759112049716, "margin_quality": 0.23158241884162675, "growth_momentum": -0.4548477656901727, "company_age_years": 19.920602327173167, "ebitda": 2691735000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 25.545744947205446, "revenue_cagr_3y": 0.08920875207823231, "revenue_cagr_5y": 0.12765567278000534, "earnings_cagr_3y": -0.4379722251731344, "quarterly_revenue_growth_yoy": 0.04835069678944598, "quarterly_earnings_growth_yoy": 5.696185093606499, "revenue_growth_qoq": 0.003247592603202596, "gross_margin": 0.5384730566029325, "operating_margin": 0.10051244478926248, "net_margin": 0.1320245260338389, "roa_ttm": 0.013304812053878384, "roe_ttm": 0.02823237074736707, "debt_to_ebitda": 5.828455009554629, "net_debt_to_ebitda": 4.478640174075572, "interest_coverage": 27.37889289874167, "debt_to_equity": 0.7832270880433949, "current_ratio": 1.1085971725811534, "quick_ratio": 1.1085971725811534, "fcf_to_ebitda": 0.3301148647706192, "capex_to_revenue": 0.8871464246058663, "working_capital_to_revenue": 0.09043598450972175, "capital_efficiency": 0.020768591400622725, "financial_health": -0.622240976937405, "margin_quality": 0.2570033424753446, "growth_momentum": 2.8722678951979725, "company_age_years": 20.17248459958932, "ebitda": 2867720000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 25.472892216767683, "revenue_cagr_3y": 0.2078673786351204, "revenue_cagr_5y": 0.1799384696520816, "earnings_cagr_3y": 0.5931373361834245, "quarterly_revenue_growth_yoy": 0.1842411522359552, "quarterly_earnings_growth_yoy": 0.02446825166066516, "revenue_growth_qoq": 0.12310997604065191, "gross_margin": 0.5103219085145547, "operating_margin": 0.17337899384952096, "net_margin": 0.042952079900902176, "roa_ttm": 0.011506679919928748, "roe_ttm": 0.030821181290327227, "debt_to_ebitda": 4.86603245818626, "net_debt_to_ebitda": 4.194197769218089, "interest_coverage": 13.30111221249643, "debt_to_equity": 1.1810591687522791, "current_ratio": 1.694671693687668, "quick_ratio": 1.6946716927714431, "fcf_to_ebitda": -0.06586244332574835, "capex_to_revenue": 0.3326094586803026, "working_capital_to_revenue": 0.1952450371066233, "capital_efficiency": 0.021163930605127987, "financial_health": -1.0978074653641703, "margin_quality": 0.24221766075499263, "growth_momentum": 0.10435470194831017, "company_age_years": 16.88432580424367, "ebitda": 1583391000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 24.861864076265803, "revenue_cagr_3y": 0.2291836963095759, "revenue_cagr_5y": 0.18712478642278008, "earnings_cagr_3y": 0.2309178224911188, "quarterly_revenue_growth_yoy": 0.24612404777457186, "quarterly_earnings_growth_yoy": 0.5529640427599611, "revenue_growth_qoq": 0.0804935386681245, "gross_margin": 0.4945936727876757, "operating_margin": 0.1951493628613656, "net_margin": 0.0693419286081886, "roa_ttm": 0.01253609253321518, "roe_ttm": 0.03508244987899362, "debt_to_ebitda": 4.986771790567773, "net_debt_to_ebitda": 4.038435185448614, "interest_coverage": 13.848639064911186, "debt_to_equity": 1.2860230713839056, "current_ratio": 2.112880244573863, "quick_ratio": 2.112880243709278, "fcf_to_ebitda": -0.052576768423947574, "capex_to_revenue": 0.32411002677302575, "working_capital_to_revenue": 0.3131183934043875, "capital_efficiency": 0.0238092712061044, "financial_health": -1.176521446276704, "margin_quality": 0.2530283214190766, "growth_momentum": 0.3995440452672665, "company_age_years": 17.136208076659823, "ebitda": 1687152000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 28.28891726168143, "revenue_cagr_3y": 0.11294780572970597, "revenue_cagr_5y": 0.1717374282058366, "earnings_cagr_3y": 0.42772127542508565, "quarterly_revenue_growth_yoy": 0.06147683318928762, "quarterly_earnings_growth_yoy": -0.07122701651953987, "revenue_growth_qoq": 0.017707342534865722, "gross_margin": 0.49708629425741147, "operating_margin": 0.19215289081647022, "net_margin": 0.09067552942921026, "roa_ttm": 0.017916296514579585, "roe_ttm": 0.04793295906540833, "debt_to_ebitda": 5.114544784203549, "net_debt_to_ebitda": 3.1673143802174852, "interest_coverage": 22.65267330383481, "debt_to_equity": 1.209852641630761, "current_ratio": 1.5512894827000878, "quick_ratio": 1.5118192963223178, "fcf_to_ebitda": -0.013873413847857988, "capex_to_revenue": 0.37605505560862257, "working_capital_to_revenue": 0.37105803015322397, "capital_efficiency": 0.03292462778999396, "financial_health": -0.7926369417150141, "margin_quality": 0.2599715715010307, "growth_momentum": -0.004875091665126126, "company_age_years": 19.88501026694045, "ebitda": 2457362000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 31.804813922332617, "revenue_cagr_3y": 0.09666853326608238, "revenue_cagr_5y": 0.172218155804013, "earnings_cagr_3y": -0.058475843543187245, "quarterly_revenue_growth_yoy": 0.0880270043885711, "quarterly_earnings_growth_yoy": -0.4481836988001655, "revenue_growth_qoq": 0.03377000940738892, "gross_margin": 0.4946731966150074, "operating_margin": 0.18973303144495177, "net_margin": 0.04387975261997398, "roa_ttm": 0.01678642814685668, "roe_ttm": 0.04204109697272044, "debt_to_ebitda": 4.501107369087265, "net_debt_to_ebitda": 3.3968506047425038, "interest_coverage": 24.01657375471244, "debt_to_equity": 1.0213877394959783, "current_ratio": 1.0652879484471638, "quick_ratio": 0.9875983323248642, "fcf_to_ebitda": -0.003918896747278126, "capex_to_revenue": 0.36959941485739284, "working_capital_to_revenue": 0.042355335709335876, "capital_efficiency": 0.02941376255978856, "financial_health": -0.6959560049591116, "margin_quality": 0.24276199355997774, "growth_momentum": -0.1800783472057972, "company_age_years": 20.136892539356605, "ebitda": 2395317000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 31.246234827753767, "revenue_cagr_3y": 0.09228462333713239, "revenue_cagr_5y": 0.1644858363727404, "earnings_cagr_3y": -0.07872236781023112, "quarterly_revenue_growth_yoy": 0.10371630084642607, "quarterly_earnings_growth_yoy": -0.5920316812672507, "revenue_growth_qoq": 0.029180788897245433, "gross_margin": 0.468878567113032, "operating_margin": 0.14615677236008862, "net_margin": 0.032602462095178426, "roa_ttm": 0.01367577108796934, "roe_ttm": 0.03477312556681463, "debt_to_ebitda": 4.616205894137405, "net_debt_to_ebitda": 3.9321360067517457, "interest_coverage": 25.805834213305175, "debt_to_equity": 1.0184228155984378, "current_ratio": 1.288630695147549, "quick_ratio": 1.288630695147549, "fcf_to_ebitda": 0.011645908459289192, "capex_to_revenue": 0.3805096069130097, "working_capital_to_revenue": 0.09742445876458375, "capital_efficiency": 0.024224448327391984, "financial_health": -0.9097583203539499, "margin_quality": 0.21587926718943304, "growth_momentum": -0.2441576902104123, "company_age_years": 20.38877481177276, "ebitda": 2346060000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 29.147328104882153, "revenue_cagr_3y": 0.09493133892099448, "revenue_cagr_5y": 0.13586186269339962, "earnings_cagr_3y": 0.35469231407493274, "quarterly_revenue_growth_yoy": 0.10489276185808374, "quarterly_earnings_growth_yoy": 0.31626708869284126, "revenue_growth_qoq": 0.020426247430655676, "gross_margin": 0.49173905307055354, "operating_margin": 0.18649753393347634, "net_margin": 0.09796724943360667, "roa_ttm": 0.014911855222702062, "roe_ttm": 0.038513131623319416, "debt_to_ebitda": 4.713801421858552, "net_debt_to_ebitda": 3.9915458952126093, "interest_coverage": 27.06375932471761, "debt_to_equity": 1.0816933498247208, "current_ratio": 1.5541819827877703, "quick_ratio": 1.5541819822423892, "fcf_to_ebitda": -0.1075384048073734, "capex_to_revenue": 0.3975828230814396, "working_capital_to_revenue": 0.16522372845694203, "capital_efficiency": 0.026712493423010738, "financial_health": -0.9677466635305727, "margin_quality": 0.25873461214587884, "growth_momentum": 0.2105799252754625, "company_age_years": 20.635181382614647, "ebitda": 2427105000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 35.17429956411827, "revenue_cagr_3y": 0.09523636847431938, "revenue_cagr_5y": 0.1298348167740444, "earnings_cagr_3y": 0.0035417218161306607, "quarterly_revenue_growth_yoy": 0.12774322657794834, "quarterly_earnings_growth_yoy": -0.48734471583748423, "revenue_growth_qoq": 0.038754711590512664, "gross_margin": 0.4781892239608811, "operating_margin": 0.16807455611522637, "net_margin": 0.04121974595863851, "roa_ttm": 0.01225841612793991, "roe_ttm": 0.03215919790142688, "debt_to_ebitda": 5.107395833733059, "net_debt_to_ebitda": 4.340039763601424, "interest_coverage": 26.886783368297966, "debt_to_equity": 1.12513206252738, "current_ratio": 1.870093995916527, "quick_ratio": 1.7352021628030898, "fcf_to_ebitda": -0.19049519455640304, "capex_to_revenue": 0.41898099754412566, "working_capital_to_revenue": 0.23110164069446099, "capital_efficiency": 0.022208807014683394, "financial_health": -1.0287600971589677, "margin_quality": 0.22916117534491534, "growth_momentum": -0.17980074462976794, "company_age_years": 20.88432580424367, "ebitda": 2345361000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 32.92605736220095, "revenue_cagr_3y": 0.09276442762682846, "revenue_cagr_5y": 0.12619649488611495, "earnings_cagr_3y": 0.06836481517243898, "quarterly_revenue_growth_yoy": 0.10225843830008152, "quarterly_earnings_growth_yoy": 1.2825438241336393, "revenue_growth_qoq": 0.010408831794556912, "gross_margin": 0.47130928332306576, "operating_margin": 0.16841275185413354, "net_margin": 0.09086567620357502, "roa_ttm": 0.015406818668782112, "roe_ttm": 0.04048827663180639, "debt_to_ebitda": 4.787803849113344, "net_debt_to_ebitda": 4.234243437332795, "interest_coverage": 31.55855490670484, "debt_to_equity": 1.1286074822569112, "current_ratio": 1.627816741674976, "quick_ratio": 1.4956931980488857, "fcf_to_ebitda": -0.1714700639458409, "capex_to_revenue": 0.4263545631987808, "working_capital_to_revenue": 0.1722131239186888, "capital_efficiency": 0.027947547650294252, "financial_health": -1.0442678472892781, "margin_quality": 0.24352923712692476, "growth_momentum": 0.6924011312168604, "company_age_years": 21.136208076659823, "ebitda": 2491327000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 33.491019065675786, "revenue_cagr_3y": 0.09209095628569597, "revenue_cagr_5y": 0.12601773475606892, "earnings_cagr_3y": 0.03863746541951962, "quarterly_revenue_growth_yoy": 0.09095430962557101, "quarterly_earnings_growth_yoy": 1.4174216574498961, "revenue_growth_qoq": 0.018626102570714956, "gross_margin": 0.46645174750260493, "operating_margin": 0.1463479955789397, "net_margin": 0.07224307861446877, "roa_ttm": 0.017915985910231202, "roe_ttm": 0.045964641692646684, "debt_to_ebitda": 4.572932091504173, "net_debt_to_ebitda": 3.9823259232606163, "interest_coverage": 32.424545352562106, "debt_to_equity": 1.0931435730772843, "current_ratio": 1.841336053211985, "quick_ratio": 1.6693541658104778, "fcf_to_ebitda": -0.0785392361735793, "capex_to_revenue": 0.414663048371217, "working_capital_to_revenue": 0.20362285674844402, "capital_efficiency": 0.03194031380143894, "financial_health": -1.0082522008782875, "margin_quality": 0.22834760723200445, "growth_momentum": 0.7541879835377335, "company_age_years": 21.388090349075977, "ebitda": 2601324000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 24.6078336186486, "revenue_cagr_3y": 0.09700564177963167, "revenue_cagr_5y": 0.09283681591235782, "earnings_cagr_3y": 0.00994908929023497, "quarterly_revenue_growth_yoy": 0.0963836852092561, "quarterly_earnings_growth_yoy": 0.04452682641919626, "revenue_growth_qoq": 0.0163995612440979, "gross_margin": 0.4811435474344481, "operating_margin": 0.15084093016791877, "net_margin": 0.06882611867899265, "roa_ttm": 0.023237471388856134, "roe_ttm": 0.061215633698204916, "debt_to_ebitda": 4.467295067548189, "net_debt_to_ebitda": 3.81483883509234, "interest_coverage": 31.01819532908705, "debt_to_equity": 1.1344594621607609, "current_ratio": 1.7979973867131445, "quick_ratio": 1.7521310473057143, "fcf_to_ebitda": 0.2344962924986841, "capex_to_revenue": 0.31364051600520715, "working_capital_to_revenue": 0.2019738114759459, "capital_efficiency": 0.04222655254353053, "financial_health": -1.0454201814997168, "margin_quality": 0.2336035320937865, "growth_momentum": 0.07045525581422618, "company_age_years": 22.38740588637919, "ebitda": 2921914000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 25.314447807038523, "revenue_cagr_3y": 0.11421819400959854, "revenue_cagr_5y": 0.1044606656687661, "earnings_cagr_3y": 0.2966940656174779, "quarterly_revenue_growth_yoy": 0.15207267791982113, "quarterly_earnings_growth_yoy": 0.7564918991136159, "revenue_growth_qoq": 0.06807832824205105, "gross_margin": 0.49644456610895055, "operating_margin": 0.19217209010669054, "net_margin": 0.12961607119175222, "roa_ttm": 0.026088342856945525, "roe_ttm": 0.06782681389250421, "debt_to_ebitda": 4.4173239238154824, "net_debt_to_ebitda": 3.563273793441347, "interest_coverage": 31.898680412371135, "debt_to_equity": 1.1362461933812218, "current_ratio": 2.276396800277285, "quick_ratio": 2.276396800277285, "fcf_to_ebitda": 0.21421401266639348, "capex_to_revenue": 0.3182049051750217, "working_capital_to_revenue": 0.2974669274746053, "capital_efficiency": 0.04695757837472487, "financial_health": -1.0262380469884764, "margin_quality": 0.2727442424691311, "growth_momentum": 0.45428228851671854, "company_age_years": 22.633812457221083, "ebitda": 3094172000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 26.934019584291566, "revenue_cagr_3y": 0.11143813128882907, "revenue_cagr_5y": 0.09848427419818728, "earnings_cagr_3y": 0.1580013207293347, "quarterly_revenue_growth_yoy": 0.1107523082798706, "quarterly_earnings_growth_yoy": -0.04309316666820758, "revenue_growth_qoq": 0.010108552208502715, "gross_margin": 0.47463149174993363, "operating_margin": 0.16448607020978911, "net_margin": 0.10255607389586248, "roa_ttm": 0.025551094665638374, "roe_ttm": 0.0670793985649997, "debt_to_ebitda": 4.327995788269798, "net_debt_to_ebitda": 3.584730447045712, "interest_coverage": 31.51199, "debt_to_equity": 1.134252525488583, "current_ratio": 2.019177792590771, "quick_ratio": 2.019177792051463, "fcf_to_ebitda": 0.14254986752661447, "capex_to_revenue": 0.32975868260861857, "working_capital_to_revenue": 0.24453395592537952, "capital_efficiency": 0.046315246615319036, "financial_health": -1.0351359518988066, "margin_quality": 0.24722454528519508, "growth_momentum": 0.033829570805831516, "company_age_years": 22.882956878850102, "ebitda": 3151199000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 24.625532371076062, "revenue_cagr_3y": 0.10688482744947048, "revenue_cagr_5y": 0.09931132913671203, "earnings_cagr_3y": 0.6051460130123949, "quarterly_revenue_growth_yoy": 0.1197239684265255, "quarterly_earnings_growth_yoy": 0.30210049715070797, "revenue_growth_qoq": 0.021116642423137443, "gross_margin": 0.48131274168740873, "operating_margin": 0.18485902679728097, "net_margin": 0.13381367568642863, "roa_ttm": 0.027475712019358806, "roe_ttm": 0.07323677088125029, "debt_to_ebitda": 4.27210358053901, "net_debt_to_ebitda": 3.5454490253107283, "interest_coverage": 31.807019607843138, "debt_to_equity": 1.1659955628405223, "current_ratio": 2.0517497310807307, "quick_ratio": 2.0517497310807307, "fcf_to_ebitda": 0.10765874840798492, "capex_to_revenue": 0.3287699100659597, "working_capital_to_revenue": 0.2505744485872289, "capital_efficiency": 0.05035624145030455, "financial_health": -1.068270021372036, "margin_quality": 0.26666181472370615, "growth_momentum": 0.21091223278861673, "company_age_years": 23.134839151266256, "ebitda": 3244316000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 26.141703291391206, "revenue_cagr_3y": 0.10502338958028634, "revenue_cagr_5y": 0.10006122356454039, "earnings_cagr_3y": 0.6463823604498584, "quarterly_revenue_growth_yoy": 0.12809398961431867, "quarterly_earnings_growth_yoy": 0.7673399967381934, "revenue_growth_qoq": 0.02399722468862656, "gross_margin": 0.48269050442812067, "operating_margin": 0.16414015898685091, "net_margin": 0.10782714337767219, "roa_ttm": 0.02968858534194971, "roe_ttm": 0.07761726319160861, "debt_to_ebitda": 4.152083306148256, "net_debt_to_ebitda": 3.530484159304948, "interest_coverage": 32.679297946367136, "debt_to_equity": 1.121035231003283, "current_ratio": 1.1283997469955724, "quick_ratio": 9.582542694497154e-05, "fcf_to_ebitda": 0.13273810865410735, "capex_to_revenue": 0.3396399375877489, "working_capital_to_revenue": 0.04958393460978176, "capital_efficiency": 0.05365292426677916, "financial_health": -0.9547513396953634, "margin_quality": 0.2515526022642146, "growth_momentum": 0.447716993176256, "company_age_years": 23.38672142368241, "ebitda": 3371948000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 25.958049726938082, "revenue_cagr_3y": 0.10045527357746775, "revenue_cagr_5y": 0.0930510244016256, "earnings_cagr_3y": 0.13892096574341384, "quarterly_revenue_growth_yoy": 0.06445321785659058, "quarterly_earnings_growth_yoy": -0.10810810810810811, "revenue_growth_qoq": 0.007823305404576854, "gross_margin": 0.48707099200752235, "operating_margin": 0.17113305124588624, "net_margin": 0.10860366713681241, "roa_ttm": 0.029475592572877855, "roe_ttm": 0.07653971867631515, "debt_to_ebitda": 4.086547200367757, "net_debt_to_ebitda": 3.6388710704472773, "interest_coverage": 32.797576923076925, "debt_to_equity": 1.1333441743231156, "current_ratio": 1.0954686959529574, "quick_ratio": 1.0954686959529574, "fcf_to_ebitda": 0.056390188299557775, "capex_to_revenue": 0.35571046854204685, "working_capital_to_revenue": 0.03318533395808332, "capital_efficiency": 0.0530076556245965, "financial_health": -0.9792624903707908, "margin_quality": 0.2556025701300737, "growth_momentum": -0.021827445125758765, "company_age_years": 23.63586584531143, "ebitda": 3410948000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 23.90736206723747, "revenue_cagr_3y": 0.09201795193080375, "revenue_cagr_5y": 0.09285367295680991, "earnings_cagr_3y": 0.6392025664755328, "quarterly_revenue_growth_yoy": 0.06965489633414057, "quarterly_earnings_growth_yoy": 0.45410628019323673, "revenue_growth_qoq": 0.015044663845792195, "gross_margin": 0.4988420565076424, "operating_margin": 0.20194534506716072, "net_margin": 0.1394163964798518, "roa_ttm": 0.03151403177695258, "roe_ttm": 0.08432660042352175, "debt_to_ebitda": 4.114643570232447, "net_debt_to_ebitda": 3.553543013580154, "interest_coverage": 32.29043636363637, "debt_to_equity": 1.1903404463267633, "current_ratio": 1.2154498044328552, "quick_ratio": 1.2154498044328552, "fcf_to_ebitda": 0.09943980035743767, "capex_to_revenue": 0.35096096148291245, "working_capital_to_revenue": 0.07815530772085762, "capital_efficiency": 0.057920316100237165, "financial_health": -1.025508061834044, "margin_quality": 0.280067932684885, "growth_momentum": 0.26188058826368865, "company_age_years": 23.88501026694045, "ebitda": 3551948000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 26.95677208323709, "revenue_cagr_3y": 0.0952666570627887, "revenue_cagr_5y": 0.09520783339895633, "earnings_cagr_3y": 0.24958378602650222, "quarterly_revenue_growth_yoy": 0.0679126456189381, "quarterly_earnings_growth_yoy": 0.07689072278584741, "revenue_growth_qoq": 0.019453450671607225, "gross_margin": 0.5011358473421172, "operating_margin": 0.1930940481599273, "net_margin": 0.13493866424352566, "roa_ttm": 0.029814549353801005, "roe_ttm": 0.07775743302914336, "debt_to_ebitda": 4.277291302448749, "net_debt_to_ebitda": 3.5175651103956596, "interest_coverage": 31.230324786324786, "debt_to_equity": 1.1502060641742715, "current_ratio": 1.1567505720823799, "quick_ratio": 1.1567505720823799, "fcf_to_ebitda": 0.06009089346646422, "capex_to_revenue": 0.35763000103867537, "working_capital_to_revenue": 0.07967442587015813, "capital_efficiency": 0.05378599119147218, "financial_health": -0.8839121077393011, "margin_quality": 0.27638951991519006, "growth_momentum": 0.07240168420239276, "company_age_years": 24.136892539356605, "ebitda": 3653948000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 22.00113556068716, "revenue_cagr_3y": 0.18535285406487034, "revenue_cagr_5y": 0.17745967837999999, "earnings_cagr_3y": 0.060571083644802126, "quarterly_revenue_growth_yoy": 0.2507480199471986, "quarterly_earnings_growth_yoy": 0.1639412997903564, "revenue_growth_qoq": 0.19400728087370483, "gross_margin": 0.7462826586612881, "operating_margin": 0.18241943805994654, "net_margin": 0.13021248651437684, "roa_ttm": 0.03745486270993384, "roe_ttm": 0.23170480313337455, "debt_to_ebitda": 5.133232399697199, "net_debt_to_ebitda": 4.838074772288833, "interest_coverage": 19.612547892720308, "debt_to_equity": 3.93941267967242, "current_ratio": 0.5085609501268684, "quick_ratio": 0.4880487856883942, "fcf_to_ebitda": 0.692315205977876, "capex_to_revenue": 0.12274028574884746, "working_capital_to_revenue": -0.30978078251636404, "capital_efficiency": 0.1345798329216542, "financial_health": -3.386539754867084, "margin_quality": 0.35297152774520385, "growth_momentum": 0.20734465986877748, "company_age_years": 20.57221081451061, "ebitda": 4095100000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 24.680110845010333, "revenue_cagr_3y": 0.12049077749641257, "revenue_cagr_5y": 0.13003487493130006, "earnings_cagr_3y": 0.13035461932660874, "quarterly_revenue_growth_yoy": 0.04110690090710759, "quarterly_earnings_growth_yoy": 0.39340813464235624, "revenue_growth_qoq": -0.14939725127820255, "gross_margin": 0.7003418991948825, "operating_margin": 0.339086798279475, "net_margin": 0.2191463549134223, "roa_ttm": 0.03464451226404431, "roe_ttm": 0.25221619599775574, "debt_to_ebitda": 5.035161058083095, "net_debt_to_ebitda": 4.80180682319608, "interest_coverage": 20.75132530120482, "debt_to_equity": 4.054778380400225, "current_ratio": 0.46744033182982386, "quick_ratio": 0.4105260772002992, "fcf_to_ebitda": 0.6516872198611208, "capex_to_revenue": 0.12453905241157129, "working_capital_to_revenue": -0.3127920444107193, "capital_efficiency": 0.14343035413090002, "financial_health": -3.5435347468137746, "margin_quality": 0.4195250174625933, "growth_momentum": 0.21725751777473193, "company_age_years": 20.8186173853525, "ebitda": 4305900000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 24.747821228468364, "revenue_cagr_3y": 0.09423873966781282, "revenue_cagr_5y": 0.12871358077330997, "earnings_cagr_3y": 0.3176917151025389, "quarterly_revenue_growth_yoy": 0.06103655455106968, "quarterly_earnings_growth_yoy": 0.39908705575480924, "revenue_growth_qoq": 0.04202051395169295, "gross_margin": 0.7018945808636748, "operating_margin": 0.36192845046570704, "net_margin": 0.22708509737510585, "roa_ttm": 0.0376477694144505, "roe_ttm": 0.2685531720675491, "debt_to_ebitda": 4.829494533070442, "net_debt_to_ebitda": 4.562376770030472, "interest_coverage": 21.824938875305623, "debt_to_equity": 3.93518941122775, "current_ratio": 0.46299983407997347, "quick_ratio": 0.40036502405840385, "fcf_to_ebitda": 0.6465316364939954, "capex_to_revenue": 0.12500656133536298, "working_capital_to_revenue": -0.33977219043619755, "capital_efficiency": 0.1531004707409998, "financial_health": -3.368100153090672, "margin_quality": 0.43030270956816263, "growth_momentum": 0.23006180515293945, "company_age_years": 21.06776180698152, "ebitda": 4463200000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 25.834420840841407, "revenue_cagr_3y": 0.08848508612850559, "revenue_cagr_5y": 0.134780667424522, "earnings_cagr_3y": 0.23529478178390728, "quarterly_revenue_growth_yoy": 0.09414729767572108, "quarterly_earnings_growth_yoy": 0.3589533932951758, "revenue_growth_qoq": 0.03386960203217612, "gross_margin": 0.7134009009009009, "operating_margin": 0.3727989352989353, "net_margin": 0.25522113022113024, "roa_ttm": 0.04077370049253063, "roe_ttm": 0.3058354324097397, "debt_to_ebitda": 4.759455534603464, "net_debt_to_ebitda": 4.466285194095845, "interest_coverage": 22.91952309985097, "debt_to_equity": 4.190271734982063, "current_ratio": 0.49337845176922757, "quick_ratio": 0.43094372728412084, "fcf_to_ebitda": 0.6490885839998266, "capex_to_revenue": 0.131912435000321, "working_capital_to_revenue": -0.3114078448995314, "capital_efficiency": 0.17330456645113518, "financial_health": -3.5988994358240767, "margin_quality": 0.4471403221403221, "growth_momentum": 0.22655034548544845, "company_age_years": 21.319644079397673, "ebitda": 4613700000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 23.308226728026774, "revenue_cagr_3y": 0.13155868927019831, "revenue_cagr_5y": 0.0924997281696045, "earnings_cagr_3y": 0.021645695179220326, "quarterly_revenue_growth_yoy": 0.03642074561567513, "quarterly_earnings_growth_yoy": -0.4703852148741928, "revenue_growth_qoq": 0.0016261925411968777, "gross_margin": 0.7015189234044088, "operating_margin": 0.31522170509073855, "net_margin": 0.17162752101598297, "roa_ttm": 0.01446492920049642, "roe_ttm": 0.18724837410963147, "debt_to_ebitda": 7.201160506402794, "net_debt_to_ebitda": 6.834509604190919, "interest_coverage": 15.79316288422867, "debt_to_equity": 7.662801951068443, "current_ratio": 0.5315563769727247, "quick_ratio": 0.5122514691655717, "fcf_to_ebitda": 0.43600844004656575, "capex_to_revenue": 0.1832456895761951, "working_capital_to_revenue": -0.297222273118713, "capital_efficiency": 0.10085665165506394, "financial_health": -6.8585063599186356, "margin_quality": 0.39612271650371017, "growth_momentum": -0.21698223462925884, "company_age_years": 25.06776180698152, "ebitda": 5497600000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 21.152747144658285, "revenue_cagr_3y": 0.0779268524319725, "revenue_cagr_5y": 0.07143552903634243, "earnings_cagr_3y": 0.0811616510495361, "quarterly_revenue_growth_yoy": -0.05629795994759498, "quarterly_earnings_growth_yoy": -0.301059902346076, "revenue_growth_qoq": -0.09041382545008479, "gross_margin": 0.7469358613303717, "operating_margin": 0.36214350878584745, "net_margin": 0.23279520844076, "roa_ttm": 0.010884498804319681, "roe_ttm": 0.15763351201111772, "debt_to_ebitda": 7.301423962620981, "net_debt_to_ebitda": 6.908554900433864, "interest_coverage": 15.12875175315568, "debt_to_equity": 8.68671828469327, "current_ratio": 0.5604990755164733, "quick_ratio": 0.5440913127666079, "fcf_to_ebitda": 0.5254199577261097, "capex_to_revenue": 0.1794426381792847, "working_capital_to_revenue": -0.28042731072921506, "capital_efficiency": 0.0842590054077187, "financial_health": -7.785959727940618, "margin_quality": 0.44729152618565976, "growth_momentum": -0.17867893114683547, "company_age_years": 25.319644079397673, "ebitda": 5393400000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 26.773184164071886, "revenue_cagr_3y": 0.08565250352704079, "revenue_cagr_5y": 0.12929460355430056, "earnings_cagr_3y": -0.04635038348925535, "quarterly_revenue_growth_yoy": 0.1992162074202647, "quarterly_earnings_growth_yoy": -0.21334295565712452, "revenue_growth_qoq": 0.16471307619943557, "gross_margin": 0.645748693552165, "operating_margin": 0.21680895573019732, "net_margin": 0.07923818139230589, "roa_ttm": 0.013787458500108598, "roe_ttm": 0.03601231866439744, "debt_to_ebitda": 7.074807186463474, "net_debt_to_ebitda": 6.937333411556203, "interest_coverage": 14.406095276539114, "debt_to_equity": 1.309617392009077, "current_ratio": 0.8777089783281734, "quick_ratio": 0.6583351393188854, "fcf_to_ebitda": 0.3573070376065203, "capex_to_revenue": 0.2819852172974611, "working_capital_to_revenue": -0.036279388026424254, "capital_efficiency": 0.02489988858225302, "financial_health": -1.2905545716230806, "margin_quality": 0.31393194355822274, "growth_momentum": -0.007063374118429916, "company_age_years": 19.381245722108144, "ebitda": 2284072000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 25.298861289534376, "revenue_cagr_3y": 0.12991681951712253, "revenue_cagr_5y": 0.11909883579393132, "earnings_cagr_3y": -0.024447107530210843, "quarterly_revenue_growth_yoy": 0.2785433070866142, "quarterly_earnings_growth_yoy": -0.0431264583927882, "revenue_growth_qoq": 0.04919674660162024, "gross_margin": 0.6666666666666666, "operating_margin": 0.2686682063125481, "net_margin": 0.08775981524249422, "roa_ttm": 0.013619162790697675, "roe_ttm": 0.03422833541147132, "debt_to_ebitda": 6.588086049290565, "net_debt_to_ebitda": 6.496038613062702, "interest_coverage": 15.127037974683544, "debt_to_equity": 1.2270885286783042, "current_ratio": 0.9048020219039595, "quick_ratio": 0.6562763268744735, "fcf_to_ebitda": 0.298919028380735, "capex_to_revenue": 0.28797543816527926, "working_capital_to_revenue": -0.02436347720721245, "capital_efficiency": 0.023923749101084496, "financial_health": -1.2101359005586807, "margin_quality": 0.3410315627405697, "growth_momentum": 0.11770842434691299, "company_age_years": 19.627652292950035, "ebitda": 2390072000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 23.681678358404923, "revenue_cagr_3y": 0.13927079366797246, "revenue_cagr_5y": 0.1259558700866943, "earnings_cagr_3y": 0.05221470590674282, "quarterly_revenue_growth_yoy": 0.2813102119460501, "quarterly_earnings_growth_yoy": 0.6055086786663575, "revenue_growth_qoq": 0.02386451116243264, "gross_margin": 0.6586466165413534, "operating_margin": 0.2593984962406015, "net_margin": 0.13533834586466165, "roa_ttm": 0.01566392784333107, "roe_ttm": 0.040355244310042976, "debt_to_ebitda": 6.235072713858774, "net_debt_to_ebitda": 6.154574783358967, "interest_coverage": 16.299821656050955, "debt_to_equity": 1.2697755849116663, "current_ratio": 0.9051321928460342, "quick_ratio": 0.6547433903576982, "fcf_to_ebitda": 0.3100213671205812, "capex_to_revenue": 0.28959106223212966, "working_capital_to_revenue": -0.024745998551750577, "capital_efficiency": 0.02800958607668702, "financial_health": -1.2544995143256505, "margin_quality": 0.3511278195488721, "growth_momentum": 0.4434094453062038, "company_age_years": 19.876796714579054, "ebitda": 2559072000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 21.734311377245508, "revenue_cagr_3y": 0.14478040000077352, "revenue_cagr_5y": 0.12189007616678738, "earnings_cagr_3y": 0.14724592068747056, "quarterly_revenue_growth_yoy": 0.14612023358560364, "quarterly_earnings_growth_yoy": 1.1711652939737422, "revenue_growth_qoq": 0.032, "gross_margin": 0.6575052854122622, "operating_margin": 0.26849894291754756, "net_margin": 0.15010570824524314, "roa_ttm": 0.02048104511324095, "roe_ttm": 0.057989802091435484, "debt_to_ebitda": 5.876012680521311, "net_debt_to_ebitda": 5.778443113772455, "interest_coverage": 17.52469135802469, "debt_to_equity": 1.4417077175697866, "current_ratio": 0.8160690571049137, "quick_ratio": 0.6148738379814077, "fcf_to_ebitda": 0.26805213103205355, "capex_to_revenue": 0.3210400147519823, "working_capital_to_revenue": -0.051078738705513556, "capital_efficiency": 0.03923542360233822, "financial_health": -1.4240055442163568, "margin_quality": 0.3587033121916843, "growth_momentum": 0.6586427637796729, "company_age_years": 20.380561259411362, "ebitda": 2839000000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 25.69248841826605, "revenue_cagr_3y": 0.09216734160935225, "revenue_cagr_5y": 0.06809164191125605, "earnings_cagr_3y": 0.18591624607273594, "quarterly_revenue_growth_yoy": -0.05214940098661029, "quarterly_earnings_growth_yoy": -0.023474178403755867, "revenue_growth_qoq": -0.09244264507422402, "gross_margin": 0.6423791821561339, "operating_margin": 0.2245353159851301, "net_margin": 0.1546468401486989, "roa_ttm": 0.022336635723015315, "roe_ttm": 0.08189531890552007, "debt_to_ebitda": 6.0953011250827265, "net_debt_to_ebitda": 6.0304434149569826, "interest_coverage": 17.46820809248555, "debt_to_equity": 1.756125464772619, "current_ratio": 0.6270833333333333, "quick_ratio": 0.5, "fcf_to_ebitda": 0.21211118464592985, "capex_to_revenue": 0.3620204153467089, "working_capital_to_revenue": -0.12601196761703626, "capital_efficiency": 0.05211597731426769, "financial_health": -1.712989012100892, "margin_quality": 0.3405204460966543, "growth_momentum": -0.037811789695183076, "company_age_years": 21.37987679671458, "ebitda": 3022000000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 29.400809114927345, "revenue_cagr_3y": 0.1152914671657208, "revenue_cagr_5y": 0.09869803704660329, "earnings_cagr_3y": 0.21280240460376776, "quarterly_revenue_growth_yoy": -0.0048375950241879755, "quarterly_earnings_growth_yoy": -0.07407407407407407, "revenue_growth_qoq": 0.013370865587614356, "gross_margin": 0.6625, "operating_margin": 0.2659722222222222, "net_margin": 0.1388888888888889, "roa_ttm": 0.02041514877386861, "roe_ttm": 0.08497862812945248, "debt_to_ebitda": 7.073976221928666, "net_debt_to_ebitda": 6.243725231175693, "interest_coverage": 17.204545454545453, "debt_to_equity": 2.179930795847751, "current_ratio": 1.7494908350305498, "quick_ratio": 1.6013238289205702, "fcf_to_ebitda": 0.31704095112285335, "capex_to_revenue": 0.33755274261603374, "working_capital_to_revenue": 0.2587904360056259, "capital_efficiency": 0.05269688845166054, "financial_health": -2.077146356281208, "margin_quality": 0.355787037037037, "growth_momentum": -0.03945583454913102, "company_age_years": 21.87816563997262, "ebitda": 3028000000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 30.667510976021614, "revenue_cagr_3y": 0.11813741911808728, "revenue_cagr_5y": 0.10109579006853853, "earnings_cagr_3y": 0.12330214454925081, "quarterly_revenue_growth_yoy": 0.002699055330634278, "quarterly_earnings_growth_yoy": -0.32644628099173556, "revenue_growth_qoq": 0.03194444444444444, "gross_margin": 0.6722745625841184, "operating_margin": 0.2920592193808883, "net_margin": 0.10969044414535666, "roa_ttm": 0.01949156912287939, "roe_ttm": 0.07956219743211955, "debt_to_ebitda": 6.62613981762918, "net_debt_to_ebitda": 6.544410672070247, "interest_coverage": 18.27777777777778, "debt_to_equity": 2.064828457166912, "current_ratio": 0.6150649350649351, "quick_ratio": 0.4664935064935065, "fcf_to_ebitda": 0.37825059101654845, "capex_to_revenue": 0.3086788475052706, "working_capital_to_revenue": -0.13018271257905834, "capital_efficiency": 0.04952688327749947, "financial_health": -2.0133354616331185, "margin_quality": 0.35800807537012114, "growth_momentum": -0.16187361283055063, "company_age_years": 22.130047912388775, "ebitda": 2961000000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 26.360080597014925, "revenue_cagr_3y": 0.0643942766205623, "revenue_cagr_5y": 0.09559185161583139, "earnings_cagr_3y": 0.7300513711460903, "quarterly_revenue_growth_yoy": 0.1100371747211896, "quarterly_earnings_growth_yoy": 1.4423076923076923, "revenue_growth_qoq": 0.004710632570659489, "gross_margin": 0.6503683858004019, "operating_margin": 0.45679839249832555, "net_margin": 0.3402545210984595, "roa_ttm": 0.02723895996698308, "roe_ttm": 0.11161610823380193, "debt_to_ebitda": 5.853432835820896, "net_debt_to_ebitda": 5.784179104477612, "interest_coverage": 20.80745341614907, "debt_to_equity": 2.072613888595286, "current_ratio": 0.5606907059421026, "quick_ratio": 0.4393092940578974, "fcf_to_ebitda": 0.4271641791044776, "capex_to_revenue": 0.27808219178082194, "working_capital_to_revenue": -0.1481164383561644, "capital_efficiency": 0.0694275341003925, "financial_health": -2.0182203125693188, "margin_quality": 0.48247376646572904, "growth_momentum": 0.776172433514441, "company_age_years": 22.38193018480493, "ebitda": 3350000000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 28.709295047098145, "revenue_cagr_3y": 0.04561651523694099, "revenue_cagr_5y": 0.09708483563546322, "earnings_cagr_3y": -0.20168483238393786, "quarterly_revenue_growth_yoy": 0.045038705137227304, "quarterly_earnings_growth_yoy": -0.6864864864864865, "revenue_growth_qoq": -0.0053583389149363695, "gross_margin": 0.6888888888888889, "operating_margin": 0.30168350168350166, "net_margin": 0.039057239057239054, "roa_ttm": 0.023972956234516927, "roe_ttm": 0.10411296649109045, "debt_to_ebitda": 6.139167426314191, "net_debt_to_ebitda": 6.061987237921604, "interest_coverage": 19.706586826347305, "debt_to_equity": 2.2642608988008517, "current_ratio": 0.6083807553026384, "quick_ratio": 0.45628556647697877, "fcf_to_ebitda": 0.45791552719538137, "capex_to_revenue": 0.2505081300813008, "working_capital_to_revenue": -0.1282181571815718, "capital_efficiency": 0.06404296136280369, "financial_health": -2.202680061954035, "margin_quality": 0.3432098765432099, "growth_momentum": -0.3207238906746296, "company_age_years": 22.628336755646817, "ebitda": 3291000000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 30.70263774912075, "revenue_cagr_3y": 0.059765453003317814, "revenue_cagr_5y": 0.10464885780769517, "earnings_cagr_3y": 0.22882862803633341, "quarterly_revenue_growth_yoy": 0.09930555555555555, "quarterly_earnings_growth_yoy": 0.67, "revenue_growth_qoq": 0.06599326599326599, "gross_margin": 0.687934301958307, "operating_margin": 0.31901452937460517, "net_margin": 0.21099178774478838, "roa_ttm": 0.027275293151669103, "roe_ttm": 0.12200160679444508, "debt_to_ebitda": 5.985638921453693, "net_debt_to_ebitda": 5.886283704572098, "interest_coverage": 22.155844155844157, "debt_to_equity": 2.3439687822793527, "current_ratio": 0.6585728444003964, "quick_ratio": 0.49554013875123887, "fcf_to_ebitda": 0.48212192262602577, "capex_to_revenue": 0.22688936662808004, "working_capital_to_revenue": -0.11394079708946585, "capital_efficiency": 0.07463844997305709, "financial_health": -2.2883291006637894, "margin_quality": 0.40598020635923354, "growth_momentum": 0.3846527777777778, "company_age_years": 22.87748117727584, "ebitda": 3412000000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 32.19883101851852, "revenue_cagr_3y": 0.05240855530012878, "revenue_cagr_5y": 0.09884428995944528, "earnings_cagr_3y": 0.1834003697898765, "quarterly_revenue_growth_yoy": 0.10783657066309445, "quarterly_earnings_growth_yoy": -0.3051181102362205, "revenue_growth_qoq": 0.022249690976514216, "gross_margin": 0.6831922611850061, "operating_margin": 0.3162031438935913, "net_margin": 0.21342200725513905, "roa_ttm": 0.02807377049180328, "roe_ttm": 0.13271978687333494, "debt_to_ebitda": 6.070023148148148, "net_debt_to_ebitda": 5.985532407407407, "interest_coverage": 21.873417721518987, "debt_to_equity": 2.5403245337854203, "current_ratio": 0.6189536031589339, "quick_ratio": 0.4837117472852912, "fcf_to_ebitda": 0.43344907407407407, "capex_to_revenue": 0.19384858044164038, "working_capital_to_revenue": -0.12176656151419558, "capital_efficiency": 0.08039677868256911, "financial_health": -2.481864158550675, "margin_quality": 0.4042724707779121, "growth_momentum": -0.09864076978656303, "company_age_years": 23.381245722108144, "ebitda": 3456000000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 25.63137485521765, "revenue_cagr_3y": 0.37193792734552256, "revenue_cagr_5y": 0.3379474169104375, "earnings_cagr_3y": 0.6357404902864208, "quarterly_revenue_growth_yoy": 0.285413030831879, "quarterly_earnings_growth_yoy": 2.9221052631578948, "revenue_growth_qoq": 0.016591425367340484, "gross_margin": 0.7391525711376364, "operating_margin": 0.5844034621259263, "net_margin": 0.1580867794308989, "roa_ttm": 0.019144378944974127, "roe_ttm": 0.03119754254113517, "debt_to_ebitda": 6.632320473717122, "net_debt_to_ebitda": 6.483313977973174, "interest_coverage": 19.599549774887443, "debt_to_equity": 0.5535481479587924, "current_ratio": 0.8421916897046291, "quick_ratio": 0.8317986239580951, "fcf_to_ebitda": 0.3782207532000153, "capex_to_revenue": 0.23680637412154398, "working_capital_to_revenue": -0.05663896390683517, "capital_efficiency": 0.025170960743054648, "financial_health": -0.5367000051056015, "margin_quality": 0.49388093756482054, "growth_momentum": 1.6037591469948869, "company_age_years": 3.698836413415469, "ebitda": 78359000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 29.69479778273646, "revenue_cagr_3y": 0.34861080873430605, "revenue_cagr_5y": 0.3489780885330982, "earnings_cagr_3y": 5.420833223304934, "quarterly_revenue_growth_yoy": 0.20171197072660743, "quarterly_earnings_growth_yoy": 0.5616615484079521, "revenue_growth_qoq": 0.04039146914069129, "gross_margin": 0.7407427546082322, "operating_margin": 0.6009189277363928, "net_margin": 0.5253656679897776, "roa_ttm": 0.021251990908088658, "roe_ttm": 0.03416080274115934, "debt_to_ebitda": 6.991854751191913, "net_debt_to_ebitda": 6.831900598700174, "interest_coverage": 19.063458856345886, "debt_to_equity": 0.5405108095752051, "current_ratio": 0.6751306945481703, "quick_ratio": 0.7689960311533127, "fcf_to_ebitda": 0.3639877577398154, "capex_to_revenue": 0.238959890454727, "working_capital_to_revenue": -0.10858247275631883, "capital_efficiency": 0.027706396824624, "financial_health": -0.5226518726465156, "margin_quality": 0.6223424501114675, "growth_momentum": 0.38168675956727977, "company_age_years": 3.9479808350444903, "ebitda": 82011000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 31.16790684388319, "revenue_cagr_3y": 0.3219934426148021, "revenue_cagr_5y": 0.3666950181253976, "earnings_cagr_3y": 3.5668741200657506, "quarterly_revenue_growth_yoy": 0.3192627311153924, "quarterly_earnings_growth_yoy": 0.6581822547724817, "revenue_growth_qoq": 0.05863079443457394, "gross_margin": 0.7351351351351352, "operating_margin": 0.6163905841325196, "net_margin": 0.30102441150828246, "roa_ttm": 0.019282239566386424, "roe_ttm": 0.030381046620787645, "debt_to_ebitda": 7.232065245987898, "net_debt_to_ebitda": 7.162399368587214, "interest_coverage": 16.854380986165307, "debt_to_equity": 0.5128383652501481, "current_ratio": 0.7007912789513007, "quick_ratio": 0.6587651973103308, "fcf_to_ebitda": 0.361347013943699, "capex_to_revenue": 0.2622354435871216, "working_capital_to_revenue": -0.10920640823029965, "capital_efficiency": 0.024831643093587034, "financial_health": -0.49622059173798344, "margin_quality": 0.5508500435919791, "growth_momentum": 0.48872249294393705, "company_age_years": 4.4517453798767965, "ebitda": 95025000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 28.34759147537824, "revenue_cagr_3y": 0.31509317011998816, "revenue_cagr_5y": 0.3858130771015691, "earnings_cagr_3y": 4.766656016140171, "quarterly_revenue_growth_yoy": 0.372857385302936, "quarterly_earnings_growth_yoy": 1.6419753086419753, "revenue_growth_qoq": 0.05789014821272886, "gross_margin": 0.7535849678589088, "operating_margin": 0.6264422284489863, "net_margin": 0.30422778968188563, "roa_ttm": 0.023034225602346223, "roe_ttm": 0.03561767454545325, "debt_to_ebitda": 6.525970897176448, "net_debt_to_ebitda": 6.375397513732293, "interest_coverage": 17.7323991797676, "debt_to_equity": 0.4834791076626298, "current_ratio": 0.8908241221019837, "quick_ratio": 0.8158361367515702, "fcf_to_ebitda": 0.30540618675917897, "capex_to_revenue": 0.29266573849670846, "working_capital_to_revenue": -0.03774557830144898, "capital_efficiency": 0.029325950073899737, "financial_health": -0.4635689294374007, "margin_quality": 0.5614183286632602, "growth_momentum": 1.0074163469724557, "company_age_years": 4.698151950718686, "ebitda": 103770000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 29.01057375765374, "revenue_cagr_3y": 0.3157439535070219, "revenue_cagr_5y": 0.36751039075935243, "earnings_cagr_3y": 2.4455310144912685, "quarterly_revenue_growth_yoy": 0.4071012995486923, "quarterly_earnings_growth_yoy": -0.6020492651624922, "revenue_growth_qoq": 0.0663425086533707, "gross_margin": 0.7531687147383879, "operating_margin": 0.6267485895355128, "net_margin": 0.14858180694025813, "roa_ttm": 0.014643740437356141, "roe_ttm": 0.022365080190987437, "debt_to_ebitda": 7.196761025823054, "net_debt_to_ebitda": 5.752941698464815, "interest_coverage": 17.465902045877247, "debt_to_equity": 0.4741379461542644, "current_ratio": 3.0491851225972084, "quick_ratio": 3.2610045009180575, "fcf_to_ebitda": 0.3424704942763333, "capex_to_revenue": 0.2738680076618244, "working_capital_to_revenue": 0.6654653291893347, "capital_efficiency": 0.018504410314171788, "financial_health": -0.38032157693347585, "margin_quality": 0.509499703738053, "growth_momentum": -0.09747398280689998, "company_age_years": 4.947296372347707, "ebitda": 112690000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 29.307707876833764, "revenue_cagr_3y": 0.3259894702317683, "revenue_cagr_5y": 0.36131245519594724, "earnings_cagr_3y": 1.4596327593387515, "quarterly_revenue_growth_yoy": 0.27354115231085163, "quarterly_earnings_growth_yoy": 3.438631790744467, "revenue_growth_qoq": 0.06642708091815441, "gross_margin": 0.7591404862847411, "operating_margin": 0.6443635177736711, "net_margin": 0.15987244990397506, "roa_ttm": 0.01689536794664944, "roe_ttm": 0.025699364568948172, "debt_to_ebitda": 6.675410457915179, "net_debt_to_ebitda": 5.158889062976737, "interest_coverage": 18.783612143742257, "debt_to_equity": 0.46137401064770195, "current_ratio": 2.854335447746054, "quick_ratio": 3.041670597941491, "fcf_to_ebitda": 0.37155202981849966, "capex_to_revenue": 0.27019953716118905, "working_capital_to_revenue": 0.6808696602206926, "capital_efficiency": 0.021297366257798808, "financial_health": -0.36266429427844094, "margin_quality": 0.521125484654129, "growth_momentum": 1.8560864715276593, "company_age_years": 5.19917864476386, "ebitda": 121267000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 26.416165393257558, "revenue_cagr_3y": 0.29641452490753517, "revenue_cagr_5y": 0.35161029415519396, "earnings_cagr_3y": 1.449375483734899, "quarterly_revenue_growth_yoy": 0.24254577157802965, "quarterly_earnings_growth_yoy": 0.08102237347042213, "revenue_growth_qoq": 0.03286589122006015, "gross_margin": 0.7607002525961268, "operating_margin": 0.6473301992702779, "net_margin": 0.26189306763962955, "roa_ttm": 0.016576478332379734, "roe_ttm": 0.024630961988045375, "debt_to_ebitda": 6.281984071754427, "net_debt_to_ebitda": 4.885548596613315, "interest_coverage": 19.430588942307693, "debt_to_equity": 0.43305346107391207, "current_ratio": 3.1236136679987427, "quick_ratio": 3.2548755332046158, "fcf_to_ebitda": 0.34658625222299544, "capex_to_revenue": 0.27271828851638164, "working_capital_to_revenue": 0.6677129707191732, "capital_efficiency": 0.020603720160212554, "financial_health": -0.34016349578393634, "margin_quality": 0.5566411731686781, "growth_momentum": 0.16178407252422589, "company_age_years": 5.451060917180014, "ebitda": 129330000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 29.778545493402387, "revenue_cagr_3y": 0.2995459860101035, "revenue_cagr_5y": 0.345448655590471, "earnings_cagr_3y": 0.9469071393854915, "quarterly_revenue_growth_yoy": 0.24367479808801715, "quarterly_earnings_growth_yoy": -0.28782337803061087, "revenue_growth_qoq": 0.05885138927869773, "gross_margin": 0.7711843347746136, "operating_margin": 0.6491393734572503, "net_margin": 0.1742126799529513, "roa_ttm": 0.013815738351778463, "roe_ttm": 0.01994395160217045, "debt_to_ebitda": 5.925149482811295, "net_debt_to_ebitda": 3.913314517654247, "interest_coverage": 21.244629887188996, "debt_to_equity": 0.3871645746747938, "current_ratio": 3.7330689516795315, "quick_ratio": 3.802657979840899, "fcf_to_ebitda": 0.4434074806872572, "capex_to_revenue": 0.23538589788740244, "working_capital_to_revenue": 1.032279634987362, "capital_efficiency": 0.016879844976974458, "financial_health": -0.27118103222154033, "margin_quality": 0.5315121293949384, "growth_momentum": -0.02207428997129686, "company_age_years": 5.6974674880219025, "ebitda": 137474000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 33.600249747669984, "revenue_cagr_3y": 0.2813304808887851, "revenue_cagr_5y": 0.3383465960209653, "earnings_cagr_3y": 0.07529872197881526, "quarterly_revenue_growth_yoy": 0.2441069634438519, "quarterly_earnings_growth_yoy": 1.0006501950585176, "revenue_growth_qoq": 0.06671305269784471, "gross_margin": 0.7648858518403479, "operating_margin": 0.6510482994253766, "net_margin": 0.2389346171765802, "roa_ttm": 0.015206681323635111, "roe_ttm": 0.02157148870858224, "debt_to_ebitda": 5.541312988757304, "net_debt_to_ebitda": 4.3672114158706785, "interest_coverage": 23.448920863309354, "debt_to_equity": 0.3530855852235628, "current_ratio": 2.7358764186633038, "quick_ratio": 2.6776796973518286, "fcf_to_ebitda": 0.4464011781309443, "capex_to_revenue": 0.2267265936570235, "working_capital_to_revenue": 0.5809330885611192, "capital_efficiency": 0.018389085016108676, "financial_health": -0.2764171476425453, "margin_quality": 0.5516229228141015, "growth_momentum": 0.6223785792511848, "company_age_years": 5.946611909650924, "ebitda": 146673000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 35.951965738359604, "revenue_cagr_3y": 0.26902931959703813, "revenue_cagr_5y": 0.3042222945607478, "earnings_cagr_3y": 0.606496683716657, "quarterly_revenue_growth_yoy": 0.23312316556147408, "quarterly_earnings_growth_yoy": 0.4086582048957389, "revenue_growth_qoq": 0.05701195837863022, "gross_margin": 0.7624924699901559, "operating_margin": 0.651386256446423, "net_margin": 0.18263028753618077, "roa_ttm": 0.015207026964984521, "roe_ttm": 0.021989831854848367, "debt_to_ebitda": 5.964980419228511, "net_debt_to_ebitda": 4.690727036948625, "interest_coverage": 22.844362564480473, "debt_to_equity": 0.3817249183963826, "current_ratio": 2.655233609026675, "quick_ratio": 2.5630497891219806, "fcf_to_ebitda": 0.504609707159401, "capex_to_revenue": 0.2051900953478877, "working_capital_to_revenue": 0.6048226337152052, "capital_efficiency": 0.018598429409916444, "financial_health": -0.30214960944082875, "margin_quality": 0.5321696713242532, "growth_momentum": 0.3208906852286065, "company_age_years": 6.198494182067077, "ebitda": 154999000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 36.03633052070813, "revenue_cagr_3y": 0.28852147467259415, "revenue_cagr_5y": 0.30234581371935954, "earnings_cagr_3y": 0.41601281863307915, "quarterly_revenue_growth_yoy": 0.3050624473758069, "quarterly_earnings_growth_yoy": 0.5839249832551909, "revenue_growth_qoq": 0.0931223461306769, "gross_margin": 0.7559644618879287, "operating_margin": 0.6455866342289547, "net_margin": 0.31785373459320687, "roa_ttm": 0.017033646253993957, "roe_ttm": 0.024246755995379038, "debt_to_ebitda": 5.591043892657176, "net_debt_to_ebitda": 5.1147478603311125, "interest_coverage": 22.48275393807713, "debt_to_equity": 0.3621306349286454, "current_ratio": 1.4247373015259164, "quick_ratio": 1.433201109355491, "fcf_to_ebitda": 0.5577635099629749, "capex_to_revenue": 0.17652210034691426, "working_capital_to_revenue": 0.14385527650226598, "capital_efficiency": 0.020640201124686498, "financial_health": -0.317244064583577, "margin_quality": 0.57313494357003, "growth_momentum": 0.4444937153154989, "company_age_years": 6.450376454483231, "ebitda": 165563000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 30.808701522857977, "revenue_cagr_3y": 0.2953716141689846, "revenue_cagr_5y": 0.28609894660292334, "earnings_cagr_3y": -0.07716302263129904, "quarterly_revenue_growth_yoy": 0.24165243050163068, "quarterly_earnings_growth_yoy": -0.012869678258043549, "revenue_growth_qoq": 0.029222451081359423, "gross_margin": 0.7638023764853034, "operating_margin": 0.65140712945591, "net_margin": 0.18995622263914946, "roa_ttm": 0.015841025608936053, "roe_ttm": 0.02274629551937375, "debt_to_ebitda": 5.344736245832479, "net_debt_to_ebitda": 3.972432321619318, "interest_coverage": 24.954496499730748, "debt_to_equity": 0.3423732175675218, "current_ratio": 3.655704779680273, "quick_ratio": 3.655704779680273, "fcf_to_ebitda": 0.4907532288171254, "capex_to_revenue": 0.19386850611483222, "working_capital_to_revenue": 0.8724382685194442, "capital_efficiency": 0.0192936605641549, "financial_health": -0.2600348730853009, "margin_quality": 0.5350552428601208, "growth_momentum": 0.11439137612179356, "company_age_years": 6.9486652977412735, "ebitda": 185362000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 33.05550256480049, "revenue_cagr_3y": 0.24609671764860153, "revenue_cagr_5y": 0.2878120955685006, "earnings_cagr_3y": 1.4619593095329853, "quarterly_revenue_growth_yoy": 0.23207123021994974, "quarterly_earnings_growth_yoy": 1.3866452131938858, "revenue_growth_qoq": 0.048855534709193245, "gross_margin": 0.7533390574317879, "operating_margin": 0.6396441518794124, "net_margin": 0.3537731348979202, "roa_ttm": 0.019916350178239058, "roe_ttm": 0.0286798848191295, "debt_to_ebitda": 5.096530570161872, "net_debt_to_ebitda": 3.840633054954119, "interest_coverage": 26.576243321002877, "debt_to_equity": 0.34137992594528876, "current_ratio": 3.0157185561550133, "quick_ratio": 3.0157185561550133, "fcf_to_ebitda": 0.55884627281163, "capex_to_revenue": 0.2219541921901958, "working_capital_to_revenue": 0.7108441363154312, "capital_efficiency": 0.02429811749868428, "financial_health": -0.26184661214505095, "margin_quality": 0.5822521147363735, "growth_momentum": 0.8093582217069177, "company_age_years": 7.200547570157426, "ebitda": 193980000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 42.11727083713116, "revenue_cagr_3y": 0.2455183889963708, "revenue_cagr_5y": 0.2764209982117667, "earnings_cagr_3y": 0.07159829651003102, "quarterly_revenue_growth_yoy": 0.1915348324574255, "quarterly_earnings_growth_yoy": -0.2813345737483085, "revenue_growth_qoq": 0.05715750810913948, "gross_margin": 0.751446716827037, "operating_margin": 0.6504529097902966, "net_margin": 0.19171113041320262, "roa_ttm": 0.015431289629489895, "roe_ttm": 0.023543815199401196, "debt_to_ebitda": 12.401799307276553, "net_debt_to_ebitda": 11.533219685958802, "interest_coverage": 23.402167646719704, "debt_to_equity": 0.7756692236177103, "current_ratio": 2.019768200291004, "quick_ratio": 2.0197681919288213, "fcf_to_ebitda": 0.513526829484596, "capex_to_revenue": 0.23858421554818485, "working_capital_to_revenue": 0.36939433867963106, "capital_efficiency": 0.019487552414445546, "financial_health": -0.34457440442728127, "margin_quality": 0.5312035856768454, "growth_momentum": -0.0448998706454415, "company_age_years": 7.452429842573579, "ebitda": 202967000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 41.61974980586861, "revenue_cagr_3y": 0.2714574753142529, "revenue_cagr_5y": 0.29394175683322454, "earnings_cagr_3y": 0.24759934747732837, "quarterly_revenue_growth_yoy": 0.2842816683831102, "quarterly_earnings_growth_yoy": 0.9700446581930608, "revenue_growth_qoq": 0.12537084456677458, "gross_margin": 0.7636899451700531, "operating_margin": 0.6486172228180789, "net_margin": 0.2874211882160721, "roa_ttm": 0.01785479355703141, "roe_ttm": 0.026944960805354343, "debt_to_ebitda": 11.605574771671096, "net_debt_to_ebitda": 11.03477323704294, "interest_coverage": 22.264253486464316, "debt_to_equity": 0.7500529094229376, "current_ratio": 1.5407858721102794, "quick_ratio": 1.5407858638657126, "fcf_to_ebitda": 0.3987269771233552, "capex_to_revenue": 0.24503290575722989, "working_capital_to_revenue": 0.18622841535639859, "capital_efficiency": 0.02239987718119288, "financial_health": -0.342723014220475, "margin_quality": 0.5665761187347348, "growth_momentum": 0.6271631632880855, "company_age_years": 7.698836413415469, "ebitda": 217121000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 43.34218680490331, "revenue_cagr_3y": 0.26335224201061447, "revenue_cagr_5y": 0.2780263955207045, "earnings_cagr_3y": 0.4679820271589745, "quarterly_revenue_growth_yoy": 0.30531582238899313, "quarterly_earnings_growth_yoy": 0.6018305129386976, "revenue_growth_qoq": 0.046079207722301854, "gross_margin": 0.7647087006515907, "operating_margin": 0.6622269068608663, "net_margin": 0.23310655423533921, "roa_ttm": 0.018926544981641657, "roe_ttm": 0.028088385040459032, "debt_to_ebitda": 10.725556096531564, "net_debt_to_ebitda": 10.450448141002298, "interest_coverage": 24.333576462003546, "debt_to_equity": 0.7056305569342055, "current_ratio": 1.0099783912148856, "quick_ratio": 1.0099783838398737, "fcf_to_ebitda": 0.5074968320859901, "capex_to_revenue": 0.2523073165032871, "working_capital_to_revenue": 0.0035924041760039085, "capital_efficiency": 0.023507465011050346, "financial_health": -0.3313689011682423, "margin_quality": 0.5533473872492655, "growth_momentum": 0.45357316766384537, "company_age_years": 7.94798083504449, "ebitda": 233431999.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 42.077846191867735, "revenue_cagr_3y": 0.27871887717904675, "revenue_cagr_5y": 0.2821733572881613, "earnings_cagr_3y": 0.6271298613795901, "quarterly_revenue_growth_yoy": 0.37620444571646633, "quarterly_earnings_growth_yoy": 0.28136587339041325, "revenue_growth_qoq": 0.10581640475277884, "gross_margin": 0.7616959697754825, "operating_margin": 0.6593936032858765, "net_margin": 0.32939351663301647, "roa_ttm": 0.017354308659544387, "roe_ttm": 0.025473544390791986, "debt_to_ebitda": 11.292962157532168, "net_debt_to_ebitda": 11.05747598732208, "interest_coverage": 24.4985133787283, "debt_to_equity": 0.680356298021295, "current_ratio": 0.7210610119126865, "quick_ratio": 0.7210610065873908, "fcf_to_ebitda": 0.48333894632657765, "capex_to_revenue": 0.2274073620383414, "working_capital_to_revenue": -0.12832731058982055, "capital_efficiency": 0.021413926525168187, "financial_health": -0.3173710873431018, "margin_quality": 0.5834943632314585, "growth_momentum": 0.3287851595534398, "company_age_years": 8.199863107460644, "ebitda": 255445999.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 54.90478858683379, "revenue_cagr_3y": 0.32533234266817157, "revenue_cagr_5y": 0.30714454777449474, "earnings_cagr_3y": 0.3560199443550782, "quarterly_revenue_growth_yoy": 0.49705016413044706, "quarterly_earnings_growth_yoy": 1.190467784642542, "revenue_growth_qoq": 0.14998743533530323, "gross_margin": 0.7581982036289108, "operating_margin": 0.6451036756284285, "net_margin": 0.2805096750859003, "roa_ttm": 0.018911352252894597, "roe_ttm": 0.02680298517382616, "debt_to_ebitda": 10.457696028911597, "net_debt_to_ebitda": 10.300491802594964, "interest_coverage": 26.99025745152889, "debt_to_equity": 0.6115787825846328, "current_ratio": 0.7368426919946937, "quick_ratio": 0.7368426919946937, "fcf_to_ebitda": 0.4609875359567544, "capex_to_revenue": 0.22659528832163595, "working_capital_to_revenue": -0.10439635767007638, "capital_efficiency": 0.02285716871336038, "financial_health": -0.2860291661267297, "margin_quality": 0.5612705181144132, "growth_momentum": 0.8437589743864945, "company_age_years": 8.451745379876797, "ebitda": 279807999.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 36.65744794686248, "revenue_cagr_3y": 0.33893937878276525, "revenue_cagr_5y": 0.31233673719201893, "earnings_cagr_3y": 0.22317212945700038, "quarterly_revenue_growth_yoy": 0.34567333775393333, "quarterly_earnings_growth_yoy": 0.16251645311198862, "revenue_growth_qoq": 0.09732898302272854, "gross_margin": 0.764512534506991, "operating_margin": 0.6540173696853634, "net_margin": 0.24233006881799907, "roa_ttm": 0.018099025594098376, "roe_ttm": 0.025558271254051815, "debt_to_ebitda": 10.475704804317292, "net_debt_to_ebitda": 10.37984776904255, "interest_coverage": 28.073079736649596, "debt_to_equity": 0.613113316002073, "current_ratio": 0.786624574874751, "quick_ratio": 0.8499952840918548, "fcf_to_ebitda": 0.5018774803978538, "capex_to_revenue": 0.21402747764589578, "working_capital_to_revenue": -0.06092958853239206, "capital_efficiency": 0.021828648424075094, "financial_health": -0.29134499769481337, "margin_quality": 0.553619991003451, "growth_momentum": 0.254094895432961, "company_age_years": 9.451060917180014, "ebitda": 383759000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 38.82009178541319, "revenue_cagr_3y": 0.3383965427364446, "revenue_cagr_5y": 0.30857895231754395, "earnings_cagr_3y": 0.607911264542472, "quarterly_revenue_growth_yoy": 0.3231499374786859, "quarterly_earnings_growth_yoy": 0.3035591175456739, "revenue_growth_qoq": 0.042830665165997525, "gross_margin": 0.77004982924891, "operating_margin": 0.6723404712300521, "net_margin": 0.3248888507055564, "roa_ttm": 0.017743083040624975, "roe_ttm": 0.025278883239789007, "debt_to_ebitda": 11.143147505717275, "net_debt_to_ebitda": 10.528739001511687, "interest_coverage": 30.128019852565505, "debt_to_equity": 0.6400233817912283, "current_ratio": 1.6341746991814314, "quick_ratio": 1.663869712966723, "fcf_to_ebitda": 0.4931295786658398, "capex_to_revenue": 0.22470178280093633, "working_capital_to_revenue": 0.2192472749627598, "capital_efficiency": 0.02151098314020699, "financial_health": -0.2856177052463093, "margin_quality": 0.5890930503948395, "growth_momentum": 0.3133545275121799, "company_age_years": 9.697467488021903, "ebitda": 412784000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 33.379876866347495, "revenue_cagr_3y": 0.3478439069040624, "revenue_cagr_5y": 0.30483414428688604, "earnings_cagr_3y": 0.5281186170463656, "quarterly_revenue_growth_yoy": 0.31282608404082674, "quarterly_earnings_growth_yoy": 0.4035637512625936, "revenue_growth_qoq": 0.051171631693120556, "gross_margin": 0.7736583472104451, "operating_margin": 0.680347966449741, "net_margin": 0.27682539358213376, "roa_ttm": 0.019290610242459705, "roe_ttm": 0.027445069095468646, "debt_to_ebitda": 10.252347399468244, "net_debt_to_ebitda": 9.947600274599338, "interest_coverage": 26.030093131548313, "debt_to_equity": 0.6379054337775149, "current_ratio": 0.8379816877200381, "quick_ratio": 0.901458078552397, "fcf_to_ebitda": 0.4371965822668757, "capex_to_revenue": 0.2377373723967838, "working_capital_to_revenue": -0.07011126226262761, "capital_efficiency": 0.023367839668964177, "financial_health": -0.29654577032478857, "margin_quality": 0.5769439024141066, "growth_momentum": 0.3581949176517102, "company_age_years": 9.946611909650924, "ebitda": 447197000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 25.734350291993433, "revenue_cagr_3y": 0.3479943156771912, "revenue_cagr_5y": 0.3005926373101382, "earnings_cagr_3y": 0.2573250221362102, "quarterly_revenue_growth_yoy": 0.26207549140690767, "quarterly_earnings_growth_yoy": 0.5011710794297353, "revenue_growth_qoq": 0.049206705965285084, "gross_margin": 0.7658946732944172, "operating_margin": 0.6754609321369627, "net_margin": 0.28708026816099397, "roa_ttm": 0.02050983108994746, "roe_ttm": 0.029033772092477345, "debt_to_ebitda": 4.671511579194316, "net_debt_to_ebitda": 4.497094728198941, "interest_coverage": 29.93341275315067, "debt_to_equity": 0.29847430232397854, "current_ratio": 0.6188162682616166, "quick_ratio": 0.6886114760030888, "fcf_to_ebitda": 0.34819902473356124, "capex_to_revenue": 0.27687117813856094, "working_capital_to_revenue": -0.17464111709321817, "capital_efficiency": 0.0247718015912124, "financial_health": -0.2902568075687152, "margin_quality": 0.5761452911974579, "growth_momentum": 0.38162328541832147, "company_age_years": 10.198494182067078, "ebitda": 477408000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 27.595158359066584, "revenue_cagr_3y": 0.3339549562390838, "revenue_cagr_5y": 0.2984711543067293, "earnings_cagr_3y": 0.5586360266796426, "quarterly_revenue_growth_yoy": 0.1782772542234317, "quarterly_earnings_growth_yoy": 0.4869561198789195, "revenue_growth_qoq": 0.024469447270921475, "gross_margin": 0.7659070927884044, "operating_margin": 0.67091837947012, "net_margin": 0.30581442319116076, "roa_ttm": 0.021776735939784603, "roe_ttm": 0.030644849172458005, "debt_to_ebitda": 4.390147769982214, "net_debt_to_ebitda": 4.324199662411314, "interest_coverage": 34.80617707618394, "debt_to_equity": 0.28664630740871827, "current_ratio": 0.7253551348166682, "quick_ratio": 0.7493484042875604, "fcf_to_ebitda": 0.31744379108939397, "capex_to_revenue": 0.33411295194691576, "working_capital_to_revenue": -0.14198208631957343, "capital_efficiency": 0.026210792556121305, "financial_health": -0.28352924863913576, "margin_quality": 0.5808799651498951, "growth_momentum": 0.33261668705117564, "company_age_years": 10.45037645448323, "ebitda": 507126000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 26.417015010705704, "revenue_cagr_3y": 0.2898712146990685, "revenue_cagr_5y": 0.2881532913474687, "earnings_cagr_3y": 0.288719222011973, "quarterly_revenue_growth_yoy": 0.14959513735260638, "quarterly_earnings_growth_yoy": 0.014296102865831488, "revenue_growth_qoq": 0.017445645717001308, "gross_margin": 0.7782209849787012, "operating_margin": 0.6848983633510201, "net_margin": 0.28665178237799865, "roa_ttm": 0.019293968729654006, "roe_ttm": 0.029733079268918817, "debt_to_ebitda": 7.227786370529113, "net_debt_to_ebitda": 6.58987397368157, "interest_coverage": 36.004566832526756, "debt_to_equity": 0.4752048839315709, "current_ratio": 1.3851073056846959, "quick_ratio": 1.4227154146733867, "fcf_to_ebitda": 0.26422173968191465, "capex_to_revenue": 0.3660350302657427, "working_capital_to_revenue": 0.20756922122937776, "capital_efficiency": 0.024513523999286413, "financial_health": -0.3896431894456954, "margin_quality": 0.58325704356924, "growth_momentum": 0.08194562010921894, "company_age_years": 10.699520876112253, "ebitda": 528223000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 23.125061517890934, "revenue_cagr_3y": 0.3154903617634728, "revenue_cagr_5y": 0.29836180605519624, "earnings_cagr_3y": 0.5022642937770714, "quarterly_revenue_growth_yoy": 0.21355598009868926, "quarterly_earnings_growth_yoy": 0.5218939715461407, "revenue_growth_qoq": 0.10965641581346686, "gross_margin": 0.7815197854975102, "operating_margin": 0.7002521330285849, "net_margin": 0.34716066219646174, "roa_ttm": 0.021600893647187883, "roe_ttm": 0.03328870567111884, "debt_to_ebitda": 6.0995283591468334, "net_debt_to_ebitda": 5.875115143206015, "interest_coverage": 19.716035477967058, "debt_to_equity": 0.42573232249290244, "current_ratio": 0.9244010788513406, "quick_ratio": 0.9244010788513406, "fcf_to_ebitda": 0.21561591796805266, "capex_to_revenue": 0.39135301379953497, "working_capital_to_revenue": -0.03844987798172435, "capital_efficiency": 0.027444799659153363, "financial_health": -0.4070845640669052, "margin_quality": 0.6096441935741856, "growth_momentum": 0.367724975822415, "company_age_years": 10.948665297741274, "ebitda": 560172000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 30.295869562542084, "revenue_cagr_3y": 0.2796920567714527, "revenue_cagr_5y": 0.2886264435791426, "earnings_cagr_3y": 0.21255593034802378, "quarterly_revenue_growth_yoy": 0.17743026986499447, "quarterly_earnings_growth_yoy": 0.14930637994776652, "revenue_growth_qoq": 0.017973422905801586, "gross_margin": 0.7731296750371108, "operating_margin": 0.6866024652357108, "net_margin": 0.28022311995798926, "roa_ttm": 0.02221910546136479, "roe_ttm": 0.034194112999123116, "debt_to_ebitda": 11.656433414718745, "net_debt_to_ebitda": 11.551296612417282, "interest_coverage": 21.512362838332113, "debt_to_equity": 0.8494639017603213, "current_ratio": 0.7872292152776079, "quick_ratio": 0.0, "fcf_to_ebitda": 0.1603575970674048, "capex_to_revenue": 0.42517786084649706, "working_capital_to_revenue": -0.10582153402283566, "capital_efficiency": 0.028206609230243953, "financial_health": -0.4101302862042821, "margin_quality": 0.5799850867436036, "growth_momentum": 0.16336832490638048, "company_age_years": 11.200547570157427, "ebitda": 588148000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 57.36672374350037, "revenue_cagr_3y": -0.014865579934172701, "revenue_cagr_5y": 0.0005527921470838137, "earnings_cagr_3y": -0.45799764873860127, "quarterly_revenue_growth_yoy": -0.1667395649842691, "quarterly_earnings_growth_yoy": -0.7694176947570612, "revenue_growth_qoq": -0.0633960162231044, "gross_margin": 0.40975785123808905, "operating_margin": 0.14612013163958595, "net_margin": 0.06840707304620197, "roa_ttm": 0.022432722156484564, "roe_ttm": 0.04684547852068989, "debt_to_ebitda": 37.62769770678113, "net_debt_to_ebitda": 36.118718917533876, "interest_coverage": 11.47272254795277, "debt_to_equity": 3.3647600165024376, "current_ratio": 3.8937265629352074, "quick_ratio": 3.8937265629352074, "fcf_to_ebitda": 0.8772351416433202, "capex_to_revenue": 0.003934432820964573, "working_capital_to_revenue": 0.6764327656787331, "capital_efficiency": 0.03463910033858723, "financial_health": -0.854004616015013, "margin_quality": 0.20809501864129232, "growth_momentum": -0.4680786298706652, "company_age_years": 20.240930869267626, "ebitda": 1412774000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 36.09875382718594, "revenue_cagr_3y": 0.007050861822575971, "revenue_cagr_5y": 0.013244643213273566, "earnings_cagr_3y": -0.4593060398157105, "quarterly_revenue_growth_yoy": -0.04050310761853031, "quarterly_earnings_growth_yoy": -0.8535141648907089, "revenue_growth_qoq": 0.08430746754426391, "gross_margin": 0.4333140516126984, "operating_margin": 0.18772077717091307, "net_margin": 0.023153055123970295, "roa_ttm": 0.018246981705312103, "roe_ttm": 0.03687817539785004, "debt_to_ebitda": 11.360743754904455, "net_debt_to_ebitda": 10.990651902441977, "interest_coverage": 11.343449865539762, "debt_to_equity": 0.990304417351122, "current_ratio": 2.740275304559202, "quick_ratio": 2.740275304559202, "fcf_to_ebitda": 0.8463296124931454, "capex_to_revenue": 0.004052082296329335, "working_capital_to_revenue": 0.4266376309396798, "capital_efficiency": 0.02756257855158107, "financial_health": -0.8296114605304559, "margin_quality": 0.21472929463586057, "growth_momentum": -0.44700863625461956, "company_age_years": 20.490075290896645, "ebitda": 1387769000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 31.04398693247065, "revenue_cagr_3y": 0.00021222956575916996, "revenue_cagr_5y": 0.02764429116506517, "earnings_cagr_3y": 0.3317849681852427, "quarterly_revenue_growth_yoy": 0.19434772336437015, "quarterly_earnings_growth_yoy": -0.44818403796243683, "revenue_growth_qoq": 0.08765217421975166, "gross_margin": 0.40865772437807313, "operating_margin": 0.16565204525462823, "net_margin": 0.1456571528174695, "roa_ttm": 0.013177857543415814, "roe_ttm": 0.026163179082882414, "debt_to_ebitda": 8.696464959744503, "net_debt_to_ebitda": 8.503071887316416, "interest_coverage": 12.829002138391473, "debt_to_equity": 0.8106056720066763, "current_ratio": 1.8768357094634844, "quick_ratio": 1.8768357087414393, "fcf_to_ebitda": 0.7818263367338175, "capex_to_revenue": 0.004031926945413029, "working_capital_to_revenue": 0.26806916945616116, "capital_efficiency": 0.019670518313149116, "financial_health": -0.7842698976842903, "margin_quality": 0.23998897415005693, "growth_momentum": -0.12691815729903333, "company_age_years": 20.7419575633128, "ebitda": 1571835000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 24.12091194649429, "revenue_cagr_3y": 0.07335472792557196, "revenue_cagr_5y": 0.07247482871458044, "earnings_cagr_3y": -0.5642483103589016, "quarterly_revenue_growth_yoy": 0.11687974331501548, "quarterly_earnings_growth_yoy": -0.5854178441663302, "revenue_growth_qoq": 0.02837703626602461, "gross_margin": 0.3829503481946643, "operating_margin": 0.13538390966331196, "net_margin": 0.0165402934898647, "roa_ttm": 0.002726718518879711, "roe_ttm": 0.005133079243579678, "debt_to_ebitda": 7.425090280357368, "net_debt_to_ebitda": 7.15132826052824, "interest_coverage": 14.466790856145648, "debt_to_equity": 0.7585706387691212, "current_ratio": 2.0437371302905882, "quick_ratio": 1.3289124738169398, "fcf_to_ebitda": 0.64378559037418, "capex_to_revenue": 0.005952178480147674, "working_capital_to_revenue": 0.267415262243079, "capital_efficiency": 0.0039298988812296945, "financial_health": -0.7168015240948274, "margin_quality": 0.178291517115947, "growth_momentum": -0.23426905042565738, "company_age_years": 22.239561943874058, "ebitda": 2089048000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 24.984455948862138, "revenue_cagr_3y": 0.10196455888255174, "revenue_cagr_5y": 0.07330389403587323, "earnings_cagr_3y": -0.1685193905271335, "quarterly_revenue_growth_yoy": 0.12285541869298214, "quarterly_earnings_growth_yoy": 0.14764323264724227, "revenue_growth_qoq": 0.01897304962345754, "gross_margin": 0.3938586164120086, "operating_margin": 0.1481021093855708, "net_margin": 0.06514929836785327, "roa_ttm": 0.002950718891097986, "roe_ttm": 0.005575152865383247, "debt_to_ebitda": 7.473730650705389, "net_debt_to_ebitda": 6.46879944769067, "interest_coverage": 14.395544089748388, "debt_to_equity": 0.7729369993766871, "current_ratio": 3.1154029027231154, "quick_ratio": 1.2798949000531639, "fcf_to_ebitda": 0.6205499928407724, "capex_to_revenue": 0.006680797297443233, "working_capital_to_revenue": 0.5299678673775834, "capital_efficiency": 0.004262935878240616, "financial_health": -0.6991344328504204, "margin_quality": 0.20237000805514418, "growth_momentum": 0.13524932567011222, "company_age_years": 22.48870636550308, "ebitda": 2192974000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 24.959718982923544, "revenue_cagr_3y": 0.16347160712526443, "revenue_cagr_5y": 0.05701855896078656, "earnings_cagr_3y": -0.2684435128302698, "quarterly_revenue_growth_yoy": 0.10763170080627588, "quarterly_earnings_growth_yoy": 19.837003103295405, "revenue_growth_qoq": 0.028412403151749054, "gross_margin": 0.388102315658747, "operating_margin": 0.14864912221378573, "net_margin": 0.0783690483143615, "roa_ttm": 0.006060660330735291, "roe_ttm": 0.010998283700522209, "debt_to_ebitda": 7.093605496277641, "net_debt_to_ebitda": 5.952802262133563, "interest_coverage": 14.459343776352439, "debt_to_equity": 0.6994548583961444, "current_ratio": 3.365888692698246, "quick_ratio": 1.3945708821858218, "fcf_to_ebitda": 0.6357085735745687, "capex_to_revenue": 0.007323273044010297, "working_capital_to_revenue": 0.6176343598260878, "capital_efficiency": 0.00852947201562875, "financial_health": -0.6278370105056292, "margin_quality": 0.20504016206229805, "growth_momentum": 9.972317402050841, "company_age_years": 22.740588637919235, "ebitda": 2263350000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 27.21658632882292, "revenue_cagr_3y": 0.15441148638480118, "revenue_cagr_5y": 0.06840416531753601, "earnings_cagr_3y": -0.19974002569610538, "quarterly_revenue_growth_yoy": 0.13822790278264568, "quarterly_earnings_growth_yoy": 23.508315450643778, "revenue_growth_qoq": 0.05620168025895539, "gross_margin": 0.39690991991031166, "operating_margin": 0.14802360256328914, "net_margin": 0.04884370839879414, "roa_ttm": 0.007727272500062824, "roe_ttm": 0.013387221162212368, "debt_to_ebitda": 7.303105230497562, "net_debt_to_ebitda": 6.472803411755397, "interest_coverage": 15.533724947274445, "debt_to_equity": 0.6902574186431503, "current_ratio": 4.510600751689665, "quick_ratio": 4.510600751689665, "fcf_to_ebitda": 0.652077164311506, "capex_to_revenue": 0.03392037116305362, "working_capital_to_revenue": 0.5960557751028019, "capital_efficiency": 0.010557246831137596, "financial_health": -0.5741054786652203, "margin_quality": 0.19792574362413165, "growth_momentum": 11.823271676713212, "company_age_years": 22.99247091033539, "ebitda": 2401110000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 25.71906085895384, "revenue_cagr_3y": 0.2051346644057197, "revenue_cagr_5y": 0.07680056479386677, "earnings_cagr_3y": 0.2112648501451566, "quarterly_revenue_growth_yoy": 0.179390638398762, "quarterly_earnings_growth_yoy": 3.9525182097923888, "revenue_growth_qoq": 0.06556713848897726, "gross_margin": 0.4007871779043915, "operating_margin": 0.17124642874701598, "net_margin": 0.06945629551128325, "roa_ttm": 0.0099109196263331, "roe_ttm": 0.016029037086362493, "debt_to_ebitda": 5.72015003174931, "net_debt_to_ebitda": 4.778711841211669, "interest_coverage": 17.22167691660218, "debt_to_equity": 0.5268045240256233, "current_ratio": 3.8290713438161457, "quick_ratio": 3.8290713431115293, "fcf_to_ebitda": 0.6333275917862505, "capex_to_revenue": 0.050604498782832734, "working_capital_to_revenue": 0.5942351500857227, "capital_efficiency": 0.012969978356347797, "financial_health": -0.46204241581842764, "margin_quality": 0.21382996738756357, "growth_momentum": 2.065954424095575, "company_age_years": 23.241615331964407, "ebitda": 2537063000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 29.646652505628232, "revenue_cagr_3y": 0.16491238121389507, "revenue_cagr_5y": 0.06361482173117272, "earnings_cagr_3y": 1.132730127502838, "quarterly_revenue_growth_yoy": 0.13349726036578194, "quarterly_earnings_growth_yoy": 1.4719914596273291, "revenue_growth_qoq": -0.020678032765392578, "gross_margin": 0.3801115277924202, "operating_margin": 0.13312995715489778, "net_margin": 0.14208107491506006, "roa_ttm": 0.013028546158879255, "roe_ttm": 0.02047322882401025, "debt_to_ebitda": 5.61929475469859, "net_debt_to_ebitda": 4.509189282548699, "interest_coverage": 18.74646990046768, "debt_to_equity": 0.4850544024994663, "current_ratio": 4.074540164032294, "quick_ratio": 4.074540164032294, "fcf_to_ebitda": 0.6557116521518022, "capex_to_revenue": 0.07106119841654718, "working_capital_to_revenue": 0.6688987402212833, "capital_efficiency": 0.016750887491444752, "financial_health": -0.4199553310797033, "margin_quality": 0.21844085328745932, "growth_momentum": 0.8027443599965556, "company_age_years": 23.49075975359343, "ebitda": 2501229000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 34.326285214346896, "revenue_cagr_3y": 0.17697104237806371, "revenue_cagr_5y": 0.09768947634379788, "earnings_cagr_3y": 0.3579049476807197, "quarterly_revenue_growth_yoy": 0.23640499589618422, "quarterly_earnings_growth_yoy": 2.5290578175256924, "revenue_growth_qoq": 0.12177971448126523, "gross_margin": 0.39698297809707933, "operating_margin": 0.1553820480384435, "net_margin": 0.223687952995839, "roa_ttm": 0.018703796391439112, "roe_ttm": 0.030184331713680637, "debt_to_ebitda": 5.952589510442791, "net_debt_to_ebitda": 4.614561806625765, "interest_coverage": 19.16092053218267, "debt_to_equity": 0.5228289076639068, "current_ratio": 4.10385231226409, "quick_ratio": 1.6220127679799183, "fcf_to_ebitda": 0.7072302713706956, "capex_to_revenue": 0.06757883077097171, "working_capital_to_revenue": 0.731901932611313, "capital_efficiency": 0.024444064052559875, "financial_health": -0.44684091252497304, "margin_quality": 0.25868432637712063, "growth_momentum": 1.3827314067109382, "company_age_years": 23.742642026009584, "ebitda": 2664326000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 33.087910450715825, "revenue_cagr_3y": 0.19635068257416077, "revenue_cagr_5y": 0.12040397149372883, "earnings_cagr_3y": 0.26925377011988916, "quarterly_revenue_growth_yoy": 0.29179329537722015, "quarterly_earnings_growth_yoy": 0.42974103514437917, "revenue_growth_qoq": 0.10351725660548489, "gross_margin": 0.36496134929378815, "operating_margin": 0.12665039979993106, "net_margin": 0.05405961964370605, "roa_ttm": 0.018644194373249216, "roe_ttm": 0.029780754963167094, "debt_to_ebitda": 5.578971369913503, "net_debt_to_ebitda": 4.316854045011114, "interest_coverage": 17.98636619645366, "debt_to_equity": 0.48504681782018694, "current_ratio": 5.2774536765634545, "quick_ratio": 5.2774536765634545, "fcf_to_ebitda": 0.7410342017668129, "capex_to_revenue": 0.041691612706398505, "working_capital_to_revenue": 0.7460423972747338, "capital_efficiency": 0.024212474668208153, "financial_health": -0.41634991237874186, "margin_quality": 0.18189045624580844, "growth_momentum": 0.36076716526079966, "company_age_years": 23.994524298425734, "ebitda": 2778336000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 30.657784693075822, "revenue_cagr_3y": -0.01692446383293511, "revenue_cagr_5y": -0.02640579422138778, "earnings_cagr_3y": 0.5359723054602976, "quarterly_revenue_growth_yoy": 0.19478079222367434, "quarterly_earnings_growth_yoy": -0.4776121542210119, "revenue_growth_qoq": 4.600328973381625, "gross_margin": 0.6007674465598889, "operating_margin": 0.20004349010270692, "net_margin": 0.32021894411302154, "roa_ttm": 0.01844625279865125, "roe_ttm": 0.04143239346131251, "debt_to_ebitda": 7.740155661359317, "net_debt_to_ebitda": 7.694482012987449, "interest_coverage": 15.894904254637833, "debt_to_equity": 0.8519501257883392, "current_ratio": 1.0931545050129474, "quick_ratio": 1.0976408832790447, "fcf_to_ebitda": 1.055804395855298, "capex_to_revenue": 0.030852425521945035, "working_capital_to_revenue": 0.165564117538628, "capital_efficiency": 0.029939323129981876, "financial_health": -0.6962424678758712, "margin_quality": 0.3736766269252058, "growth_momentum": -0.14141568099866877, "company_age_years": 33.40177960301163, "ebitda": 744565000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 27.014346728790525, "revenue_cagr_3y": 0.09116463354047544, "revenue_cagr_5y": 0.07828602260726014, "earnings_cagr_3y": 0.1435551116281526, "quarterly_revenue_growth_yoy": 0.0830390225163265, "quarterly_earnings_growth_yoy": 0.12098757545753618, "revenue_growth_qoq": 0.004030656622848046, "gross_margin": 0.716753897604718, "operating_margin": 0.5072443632250493, "net_margin": 0.5163128937242761, "roa_ttm": 0.13367345144200612, "roe_ttm": 0.1486761841338366, "debt_to_ebitda": 0.20242024202420242, "net_debt_to_ebitda": 0.030395111122365433, "interest_coverage": 2221.36875, "debt_to_equity": 0.03975348682903282, "current_ratio": 1.1109677653814005, "quick_ratio": 1.1109677653814005, "fcf_to_ebitda": 0.8454038754259058, "capex_to_revenue": 0.12454526326451874, "working_capital_to_revenue": 0.012573071844183673, "capital_efficiency": 0.14117481778792135, "financial_health": -0.006830469401068191, "margin_quality": 0.5801037181846812, "growth_momentum": 0.10201329898693134, "company_age_years": 35.36481861738535, "ebitda": 1777095000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 33.71201552530967, "revenue_cagr_3y": 0.25213426047517484, "revenue_cagr_5y": 0.2564370049425355, "earnings_cagr_3y": -0.3822174077069671, "quarterly_revenue_growth_yoy": 0.36403751674854845, "quarterly_earnings_growth_yoy": -0.8109693764167296, "revenue_growth_qoq": 0.1401493280238925, "gross_margin": 0.4934950405141101, "operating_margin": 0.17597879994411847, "net_margin": 0.03713502374965074, "roa_ttm": 0.031108604644689442, "roe_ttm": 0.09040978384233803, "debt_to_ebitda": 7.760974790221221, "net_debt_to_ebitda": 7.588885811326238, "interest_coverage": 13.876815475252828, "debt_to_equity": 1.636335089611345, "current_ratio": 0.8993185351814483, "quick_ratio": 0.9941198848787588, "fcf_to_ebitda": 0.8172041301899815, "capex_to_revenue": 0.009287446468190496, "working_capital_to_revenue": -0.01532051128777115, "capital_efficiency": 0.06075919424351373, "financial_health": -1.606618013365471, "margin_quality": 0.23553628806929308, "growth_momentum": -0.22346592983409058, "company_age_years": 11.383983572895277, "ebitda": 440464000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 33.060523753103105, "revenue_cagr_3y": 0.23951935169532956, "revenue_cagr_5y": 0.25538139114801983, "earnings_cagr_3y": 0.3808672465550611, "quarterly_revenue_growth_yoy": 0.3209767695843098, "quarterly_earnings_growth_yoy": 0.5371575629860321, "revenue_growth_qoq": 0.013869970662196144, "gross_margin": 0.7182872373865902, "operating_margin": 0.4031640636774274, "net_margin": 0.35493233089181986, "roa_ttm": 0.03459903633807196, "roe_ttm": 0.1015728896317512, "debt_to_ebitda": 7.43695317487139, "net_debt_to_ebitda": 7.333162271204403, "interest_coverage": 14.707842415316643, "debt_to_equity": 1.6634903703205974, "current_ratio": 0.50487292085258, "quick_ratio": 0.50487292085258, "fcf_to_ebitda": 0.7682191597928897, "capex_to_revenue": 0.008347335644204219, "working_capital_to_revenue": -0.1123471006403854, "capital_efficiency": 0.06808596298491158, "financial_health": -1.6014541374976017, "margin_quality": 0.49212787731861257, "growth_momentum": 0.42906716628517094, "company_age_years": 11.633127994524298, "ebitda": 479358000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 30.263351899050665, "revenue_cagr_3y": 0.24229763479116828, "revenue_cagr_5y": 0.25978824061015904, "earnings_cagr_3y": 0.34136445602685717, "quarterly_revenue_growth_yoy": 0.31118123911236306, "quarterly_earnings_growth_yoy": 0.500570662512002, "revenue_growth_qoq": 0.06630409976187708, "gross_margin": 0.7319762065331077, "operating_margin": 0.4454288841057864, "net_margin": 0.3344896236739342, "roa_ttm": 0.037977819076040475, "roe_ttm": 0.11600094008295239, "debt_to_ebitda": 7.0231321548403844, "net_debt_to_ebitda": 6.944769117428132, "interest_coverage": 15.391163856412666, "debt_to_equity": 1.7400717924516256, "current_ratio": 0.3168459941513941, "quick_ratio": 0.3168459941513941, "fcf_to_ebitda": 0.7954941921495726, "capex_to_revenue": 0.007601503594117518, "working_capital_to_revenue": -0.13454639379217867, "capital_efficiency": 0.07698937957949643, "financial_health": -1.6921019911287014, "margin_quality": 0.5039649047709428, "growth_momentum": 0.40587595081218253, "company_age_years": 11.88227241615332, "ebitda": 523946000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 25.605330634842034, "revenue_cagr_3y": 0.24083047521433976, "revenue_cagr_5y": 0.25403044720161305, "earnings_cagr_3y": 0.5938837116937998, "quarterly_revenue_growth_yoy": 0.29819810851169737, "quarterly_earnings_growth_yoy": 0.6470752673142778, "revenue_growth_qoq": 0.05321223917845504, "gross_margin": 0.7378646360541088, "operating_margin": 0.4705530505199227, "net_margin": 0.45182663108493604, "roa_ttm": 0.043251346473538635, "roe_ttm": 0.13261758774909885, "debt_to_ebitda": 6.852473860694124, "net_debt_to_ebitda": 6.8194159509896854, "interest_coverage": 16.27751389008838, "debt_to_equity": 1.7621257889437363, "current_ratio": 0.1649718776772079, "quick_ratio": 0.1649718776772079, "fcf_to_ebitda": 0.8167737234539255, "capex_to_revenue": 0.00554485381467793, "working_capital_to_revenue": -0.23117822729672652, "capital_efficiency": 0.08793446711131875, "financial_health": -1.6838585086529512, "margin_quality": 0.5534147725529892, "growth_momentum": 0.4726366879129876, "company_age_years": 12.134154688569472, "ebitda": 565432000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 34.23459367847478, "revenue_cagr_3y": 0.11919222261401496, "revenue_cagr_5y": 0.10556861849100208, "earnings_cagr_3y": 0.38318817967124397, "quarterly_revenue_growth_yoy": 0.2111539625554269, "quarterly_earnings_growth_yoy": 0.7176141897780284, "revenue_growth_qoq": 0.03674654840082044, "gross_margin": 0.8083895756153028, "operating_margin": 0.7147347137145582, "net_margin": 0.6144866669111984, "roa_ttm": 0.07890245976004338, "roe_ttm": 0.265189494868596, "debt_to_ebitda": 5.385008288456358, "net_debt_to_ebitda": 5.320719875483342, "interest_coverage": 24.273947957347843, "debt_to_equity": 1.9116812599791562, "current_ratio": 0.10284437017710331, "quick_ratio": -0.3020866093374384, "fcf_to_ebitda": 0.8575678035500263, "capex_to_revenue": 0.002273066123300947, "working_capital_to_revenue": -0.41291218348532666, "capital_efficiency": 0.1720459773143197, "financial_health": -1.733223694951857, "margin_quality": 0.7125369854136864, "growth_momentum": 0.4643840761667276, "company_age_years": 17.385352498288842, "ebitda": 1106358000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 21.60427141313262, "revenue_cagr_3y": 0.2983794042677268, "revenue_cagr_5y": 0.1969620300014261, "earnings_cagr_3y": 0.180616966524773, "quarterly_revenue_growth_yoy": 0.4960798037843274, "quarterly_earnings_growth_yoy": -0.14544068673266608, "revenue_growth_qoq": 0.4544773559011894, "gross_margin": 0.7322367205406531, "operating_margin": 0.3928725410410745, "net_margin": 0.24682961221475683, "roa_ttm": 0.028644364485424467, "roe_ttm": 0.05443471234778881, "debt_to_ebitda": 6.861504119566736, "net_debt_to_ebitda": 6.726103787645748, "interest_coverage": 12.172649416214815, "debt_to_equity": 0.7533870702458898, "current_ratio": 0.19252357761527353, "quick_ratio": 0.19252357761527353, "fcf_to_ebitda": 0.823988527487481, "capex_to_revenue": 0.005544721323522435, "working_capital_to_revenue": -0.39091557550472616, "capital_efficiency": 0.04153953841660664, "financial_health": -0.702708113851762, "margin_quality": 0.4573129579321615, "growth_momentum": 0.17531955852583067, "company_age_years": 19.132101300479125, "ebitda": 1596163000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 25.766843680293956, "revenue_cagr_3y": 0.3123347309615896, "revenue_cagr_5y": 0.2120756115939868, "earnings_cagr_3y": 0.11467314990219979, "quarterly_revenue_growth_yoy": 0.5723223426242491, "quarterly_earnings_growth_yoy": 0.05813179281308137, "revenue_growth_qoq": 0.06674293682026847, "gross_margin": 0.8288712504929319, "operating_margin": 0.4096623247711629, "net_margin": 0.26551860119139026, "roa_ttm": 0.029253727255370742, "roe_ttm": 0.05581282810182892, "debt_to_ebitda": 6.146421748910948, "net_debt_to_ebitda": 6.091153458187531, "interest_coverage": 12.782382348116927, "debt_to_equity": 0.7655346033794501, "current_ratio": 0.8548474742710238, "quick_ratio": 0.8548474742710238, "fcf_to_ebitda": 0.754766835678069, "capex_to_revenue": 0.01898298292326924, "working_capital_to_revenue": -0.06036758354145324, "capital_efficiency": 0.04253327767859983, "financial_health": -0.714535619947197, "margin_quality": 0.5013507254851617, "growth_momentum": 0.3152270677186652, "company_age_years": 19.38398357289528, "ebitda": 1792384000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 21.82877681642661, "revenue_cagr_3y": 0.3058265470232828, "revenue_cagr_5y": 0.20989733980817804, "earnings_cagr_3y": 0.016860515956427458, "quarterly_revenue_growth_yoy": 0.5867109505118291, "quarterly_earnings_growth_yoy": 0.0856223001059581, "revenue_growth_qoq": 0.0006621564679419219, "gross_margin": 0.7466097678952447, "operating_margin": 0.41228856319962287, "net_margin": 0.2616328605137095, "roa_ttm": 0.029839971586732517, "roe_ttm": 0.05735492492644984, "debt_to_ebitda": 5.612879354960741, "net_debt_to_ebitda": 5.587316032211718, "interest_coverage": 13.84372388433896, "debt_to_equity": 0.7804095335497976, "current_ratio": 0.9967544161978223, "quick_ratio": 0.9967544161978223, "fcf_to_ebitda": 0.7537004841416446, "capex_to_revenue": 0.030223196068951092, "working_capital_to_revenue": -0.0011463273290881846, "capital_efficiency": 0.043597448256591176, "financial_health": -0.7351947406695623, "margin_quality": 0.473510397202859, "growth_momentum": 0.3361666253088936, "company_age_years": 19.633127994524298, "ebitda": 1987848000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 18.413712911330105, "revenue_cagr_3y": 0.3495785896445065, "revenue_cagr_5y": 0.25384320798795845, "earnings_cagr_3y": 0.21921646590168264, "quarterly_revenue_growth_yoy": 0.2576272273971859, "quarterly_earnings_growth_yoy": -0.12451222407899394, "revenue_growth_qoq": 0.07921016434790804, "gross_margin": 0.90708149979641, "operating_margin": 0.4075676630314804, "net_margin": 0.19173277211159678, "roa_ttm": 0.016066178212769736, "roe_ttm": 0.027847578080500434, "debt_to_ebitda": 6.0539665838473695, "net_debt_to_ebitda": 5.9757339560867555, "interest_coverage": 18.233769665890716, "debt_to_equity": 0.6303724108602674, "current_ratio": 1.2842972740798293, "quick_ratio": 1.2756247108978735, "fcf_to_ebitda": 0.8440275280367016, "capex_to_revenue": 2.354883002491108, "working_capital_to_revenue": 0.153922878377503, "capital_efficiency": 0.021956878146635085, "financial_health": -0.5938758278438189, "margin_quality": 0.5021273116464958, "growth_momentum": 0.06655750165909599, "company_age_years": 28.698151950718685, "ebitda": 3242803000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 24.654802638973248, "revenue_cagr_3y": 0.04171039363133566, "revenue_cagr_5y": 0.006258380928386931, "earnings_cagr_3y": 0.08639311669518213, "quarterly_revenue_growth_yoy": 0.049402098742929265, "quarterly_earnings_growth_yoy": 0.24271763353913006, "revenue_growth_qoq": 0.02352347118352371, "gross_margin": 0.6723902382064456, "operating_margin": 0.5376255254553947, "net_margin": 0.38986746847267634, "roa_ttm": 0.03789293616393915, "roe_ttm": 0.07834906403410669, "debt_to_ebitda": 5.236445969940303, "net_debt_to_ebitda": 5.219687709463697, "interest_coverage": 19.982114596909327, "debt_to_equity": 0.8830656423346568, "current_ratio": 0.10601746488475382, "quick_ratio": 0.10601746488475382, "fcf_to_ebitda": 0.7090473176126249, "capex_to_revenue": 0.07068876976744098, "working_capital_to_revenue": -0.2671984555747377, "capital_efficiency": 0.05812100009902292, "financial_health": -0.8468963459126707, "margin_quality": 0.5332944107115055, "growth_momentum": 0.14605986614102967, "company_age_years": 26.135523613963038, "ebitda": 1717183000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 20.91795624337555, "revenue_cagr_3y": -0.02123508237155014, "revenue_cagr_5y": 0.008237497850929643, "earnings_cagr_3y": 0.030010128971023065, "quarterly_revenue_growth_yoy": 0.04605670045279609, "quarterly_earnings_growth_yoy": 0.554934203387133, "revenue_growth_qoq": 0.020410810743222967, "gross_margin": 0.6627552012890834, "operating_margin": 0.5198654549854718, "net_margin": 0.32922019339314135, "roa_ttm": 0.03241092096007477, "roe_ttm": 0.06504762284395839, "debt_to_ebitda": 5.406040276680084, "net_debt_to_ebitda": 5.3858253533552665, "interest_coverage": 14.67563995360505, "debt_to_equity": 0.8620837788449214, "current_ratio": 0.09265600661485586, "quick_ratio": 0.09265600661485586, "fcf_to_ebitda": 0.6971645805380435, "capex_to_revenue": 0.08176592428008973, "working_capital_to_revenue": -0.33996858857883855, "capital_efficiency": 0.04872927190201658, "financial_health": -0.8116894583928319, "margin_quality": 0.5039469498892322, "growth_momentum": 0.3004954519199645, "company_age_years": 25.136208076659823, "ebitda": 1632210000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 20.364315000672345, "revenue_cagr_3y": 0.09264760434376318, "revenue_cagr_5y": 0.06861629176007611, "earnings_cagr_3y": 0.8633119733350665, "quarterly_revenue_growth_yoy": 0.02273942046674102, "quarterly_earnings_growth_yoy": 0.4266923053811255, "revenue_growth_qoq": -0.0010030750004110963, "gross_margin": 0.2677566170661048, "operating_margin": 0.2019933500131683, "net_margin": 0.9770172175401632, "roa_ttm": 0.03811638755432586, "roe_ttm": 0.09463549631277259, "debt_to_ebitda": 5.230291065119861, "net_debt_to_ebitda": 5.227063799616151, "interest_coverage": 22.339102235876428, "debt_to_equity": 1.1065975668501928, "current_ratio": 1.414218086242058, "quick_ratio": 0.15422559579465056, "fcf_to_ebitda": 0.6733218830605234, "capex_to_revenue": 0.10031765015976271, "working_capital_to_revenue": 0.11722947385090132, "capital_efficiency": 0.06637594193354922, "financial_health": -1.0994201139542574, "margin_quality": 0.4822557282064788, "growth_momentum": 0.22471586292393328, "company_age_years": 26.819986310746064, "ebitda": 654424000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 21.444918132794356, "revenue_cagr_3y": -0.016451438944065644, "revenue_cagr_5y": 0.011176491352187012, "earnings_cagr_3y": 0.5602556507815348, "quarterly_revenue_growth_yoy": -0.18159290913341336, "quarterly_earnings_growth_yoy": -0.44804501285015835, "revenue_growth_qoq": -0.12621855365866452, "gross_margin": 0.385411986614405, "operating_margin": 0.10519756921313152, "net_margin": 0.3152596170232544, "roa_ttm": 0.03194185583454924, "roe_ttm": 0.06452986905658686, "debt_to_ebitda": 9.233628690903613, "net_debt_to_ebitda": 8.321835139875546, "interest_coverage": 14.08787274431122, "debt_to_equity": 1.0082578867949923, "current_ratio": 3.5696209217106727, "quick_ratio": 3.5696209217106727, "fcf_to_ebitda": 0.805936715589706, "capex_to_revenue": 0.003829616547531503, "working_capital_to_revenue": 0.5661115535016599, "capital_efficiency": 0.04823586244556805, "financial_health": -0.8062759474315901, "margin_quality": 0.26862305761693034, "growth_momentum": -0.31481896099178586, "company_age_years": 19.742642026009584, "ebitda": 1758885000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 18.284774849221094, "revenue_cagr_3y": 0.0805402462630962, "revenue_cagr_5y": 0.08946832574163, "earnings_cagr_3y": 0.06453007642569064, "quarterly_revenue_growth_yoy": 0.04639751776887831, "quarterly_earnings_growth_yoy": 0.8925793567374396, "revenue_growth_qoq": 0.023358385378074168, "gross_margin": 0.7166155225321519, "operating_margin": 0.4428162603868565, "net_margin": 0.3104161638451195, "roa_ttm": 0.03781262435865111, "roe_ttm": 0.6456172199170125, "debt_to_ebitda": 5.6698299271116195, "net_debt_to_ebitda": 5.313662998427898, "interest_coverage": 19.14887794198139, "debt_to_equity": 10.288329875518672, "current_ratio": 0.5972244400249684, "quick_ratio": 0.5972244400249684, "fcf_to_ebitda": 0.4898385022152351, "capex_to_revenue": 0.1482675553784572, "working_capital_to_revenue": -0.2512723913712847, "capital_efficiency": 0.3417149221378318, "financial_health": -9.204679004981802, "margin_quality": 0.4899493155880426, "growth_momentum": 0.469488437253159, "company_age_years": 26.069815195071868, "ebitda": 6997000000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 23.708898335178493, "revenue_cagr_3y": 0.08010262336836127, "revenue_cagr_5y": 0.09241022096209162, "earnings_cagr_3y": 0.5119740120691749, "quarterly_revenue_growth_yoy": 0.10619747801836359, "quarterly_earnings_growth_yoy": -0.7933797708825053, "revenue_growth_qoq": 0.016911185401273343, "gross_margin": 0.24080976271640717, "operating_margin": 0.1744658397058454, "net_margin": 0.07515515985024247, "roa_ttm": 0.027338075989194334, "roe_ttm": 0.07060328315702168, "debt_to_ebitda": 6.483083714550303, "net_debt_to_ebitda": 6.474089431064135, "interest_coverage": 18.725992567964013, "debt_to_equity": 1.2639245034065503, "current_ratio": 1.1992249606278496, "quick_ratio": 0.30113399310658484, "fcf_to_ebitda": 0.5599676922969802, "capex_to_revenue": 0.12801943762974147, "working_capital_to_revenue": 0.05683319322685241, "capital_efficiency": 0.04897067957310801, "financial_health": -1.1752823527677316, "margin_quality": 0.16347692075749834, "growth_momentum": -0.3435911464320709, "company_age_years": 26.316221765913756, "ebitda": 574476000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 21.269666161187565, "revenue_cagr_3y": 0.09008155945488694, "revenue_cagr_5y": 0.0827801087531308, "earnings_cagr_3y": 0.08926932680562438, "quarterly_revenue_growth_yoy": 0.07154306544810558, "quarterly_earnings_growth_yoy": 0.08168319747443811, "revenue_growth_qoq": 0.045664692488662666, "gross_margin": 0.7306378063418724, "operating_margin": 0.5322326237883549, "net_margin": 0.5538808833020683, "roa_ttm": 0.14224202897919058, "roe_ttm": 0.1548984862118385, "debt_to_ebitda": 0.2386789784218519, "net_debt_to_ebitda": 0.2076156317375722, "interest_coverage": 1508.4496314496314, "debt_to_equity": 0.04852314480814724, "current_ratio": 0.16548271214286128, "quick_ratio": 0.16548271214286128, "fcf_to_ebitda": 0.8581319425328358, "capex_to_revenue": 0.13264100328296907, "working_capital_to_revenue": -0.1145628346301617, "capital_efficiency": 0.14857025759551454, "financial_health": -0.041762486802295606, "margin_quality": 0.6055837711440986, "growth_momentum": 0.07661313146127186, "company_age_years": 35.865845311430526, "ebitda": 1841817000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 27.90755354066917, "revenue_cagr_3y": 0.10650023726832392, "revenue_cagr_5y": 0.10037324919415669, "earnings_cagr_3y": 0.13030518571320027, "quarterly_revenue_growth_yoy": 0.20686173554122003, "quarterly_earnings_growth_yoy": 0.6426923883413713, "revenue_growth_qoq": 0.08733641381876822, "gross_margin": 0.7616073317219136, "operating_margin": 0.5378006260294191, "net_margin": 0.44686236622008, "roa_ttm": 0.07359370142716204, "roe_ttm": 0.2388138624709661, "debt_to_ebitda": 5.353488791266948, "net_debt_to_ebitda": 5.290628421535033, "interest_coverage": 26.292563650113436, "debt_to_equity": 1.8664017613706443, "current_ratio": 0.20225943713141065, "quick_ratio": 0.9639858660760943, "fcf_to_ebitda": 0.8729303008745707, "capex_to_revenue": 0.0043972925092800215, "working_capital_to_revenue": -0.20903309771130835, "capital_efficiency": 0.15620378194906406, "financial_health": -1.801488576140643, "margin_quality": 0.5820901079904709, "growth_momentum": 0.42477706194129566, "company_age_years": 17.13347022587269, "ebitda": 1043026000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 20.9392660190691, "revenue_cagr_3y": 0.07916518426174601, "revenue_cagr_5y": 0.1148426092937771, "earnings_cagr_3y": 0.3771415055130558, "quarterly_revenue_growth_yoy": 0.07578391908804925, "quarterly_earnings_growth_yoy": 0.2866441030981515, "revenue_growth_qoq": 0.040380777912264056, "gross_margin": 0.6848135733915242, "operating_margin": 0.3674701447015099, "net_margin": 0.31078438154411164, "roa_ttm": 0.044578944128503606, "roe_ttm": 0.09920237399296122, "debt_to_ebitda": 4.748908140250154, "net_debt_to_ebitda": 4.720450584375641, "interest_coverage": 21.515385463769714, "debt_to_equity": 1.0445039120260624, "current_ratio": 0.03022544808642242, "quick_ratio": 0.03022544808642242, "fcf_to_ebitda": 0.8353419110108673, "capex_to_revenue": 0.16876536469858539, "working_capital_to_revenue": -0.7972021307868987, "capital_efficiency": 0.07189065906073241, "financial_health": -0.8967272490590972, "margin_quality": 0.4543560332123819, "growth_momentum": 0.1812140110931004, "company_age_years": 14.685831622176591, "ebitda": 390160000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 20.577697246995857, "revenue_cagr_3y": 0.08252682747183027, "revenue_cagr_5y": 0.07933632971364757, "earnings_cagr_3y": 0.11737830765286716, "quarterly_revenue_growth_yoy": 0.06908735824594227, "quarterly_earnings_growth_yoy": 0.13824039175768246, "revenue_growth_qoq": -0.017674787528575823, "gross_margin": 0.777156918580286, "operating_margin": 0.574695245975374, "net_margin": 0.6351271899998004, "roa_ttm": 0.14348741374670815, "roe_ttm": 0.15444006583148373, "debt_to_ebitda": 0.20675534770698903, "net_debt_to_ebitda": 0.1099736928485961, "interest_coverage": 2108.847777777778, "debt_to_equity": 0.041693343859004174, "current_ratio": 0.616537164146542, "quick_ratio": 0.616537164146542, "fcf_to_ebitda": 0.8398398704295078, "capex_to_revenue": 0.1372170577481626, "working_capital_to_revenue": -0.04461816586989743, "capital_efficiency": 0.14896373978909594, "financial_health": -0.023383975263268728, "margin_quality": 0.6623264515184868, "growth_momentum": 0.10366387500181237, "company_age_years": 36.11772758384668, "ebitda": 1897963000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 20.352765805450854, "revenue_cagr_3y": 0.02167703857404124, "revenue_cagr_5y": 0.04364465070159507, "earnings_cagr_3y": -0.13515204150540727, "quarterly_revenue_growth_yoy": 0.06566678414633616, "quarterly_earnings_growth_yoy": -0.5545352259941584, "revenue_growth_qoq": 0.013024775613186086, "gross_margin": 0.6156116920287932, "operating_margin": 0.245207599247098, "net_margin": 0.16003658352353228, "roa_ttm": 0.024969025269527587, "roe_ttm": 0.046163056534933446, "debt_to_ebitda": 5.057859378397192, "net_debt_to_ebitda": 4.995048663778691, "interest_coverage": 24.825463781920444, "debt_to_equity": 0.8228963076867284, "current_ratio": 0.24084560074726835, "quick_ratio": 0.2408455971267822, "fcf_to_ebitda": 0.26404142313461604, "capex_to_revenue": 0.3763521406383413, "working_capital_to_revenue": -0.21967721489148825, "capital_efficiency": 0.03556604090223052, "financial_health": -0.6845844117397971, "margin_quality": 0.3402852915998078, "growth_momentum": -0.24443422092391112, "company_age_years": 25.44284736481862, "ebitda": 547327000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 20.03274878235456, "revenue_cagr_3y": -0.020483789232804805, "revenue_cagr_5y": -0.03119913648384287, "earnings_cagr_3y": -0.08252907463766546, "quarterly_revenue_growth_yoy": 0.01274148216176185, "quarterly_earnings_growth_yoy": 1.6810413757076301, "revenue_growth_qoq": -0.027280418638172533, "gross_margin": 0.5797570419812901, "operating_margin": 0.2520214287555086, "net_margin": 0.10289313970569286, "roa_ttm": 0.05135179173205846, "roe_ttm": 0.15560400350380396, "debt_to_ebitda": 7.552001865232686, "net_debt_to_ebitda": 6.499751255063483, "interest_coverage": 16.54182687798931, "debt_to_equity": 1.557580440086078, "current_ratio": 4.796692225990056, "quick_ratio": 4.8399413535267275, "fcf_to_ebitda": 0.4708869209770644, "capex_to_revenue": 0.46080668636160593, "working_capital_to_revenue": 0.8559669341407542, "capital_efficiency": 0.10347789761793122, "financial_health": -1.4630551710444615, "margin_quality": 0.3115572034808305, "growth_momentum": 0.8468914289346959, "company_age_years": 29.234770704996578, "ebitda": 1411084000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 23.61591369038673, "revenue_cagr_3y": 0.28829653451040427, "revenue_cagr_5y": 0.22533218505099617, "earnings_cagr_3y": -0.022327086321573764, "quarterly_revenue_growth_yoy": 0.08057421231280323, "quarterly_earnings_growth_yoy": 0.502417673075601, "revenue_growth_qoq": 0.02357349420069032, "gross_margin": 0.6981477712192143, "operating_margin": 0.3323865103548004, "net_margin": 0.19917003624256086, "roa_ttm": 0.024664791467592376, "roe_ttm": 0.049329420896499006, "debt_to_ebitda": 9.073144235841644, "net_debt_to_ebitda": 8.876286424096566, "interest_coverage": 17.487361755419542, "debt_to_equity": 1.4773820594427176, "current_ratio": 1.3301980467780314, "quick_ratio": 1.3301980467780314, "fcf_to_ebitda": 0.660478852867277, "capex_to_revenue": 0.043090548079538514, "working_capital_to_revenue": 0.08549990632659957, "capital_efficiency": 0.03699710618204569, "financial_health": -0.9069416375694684, "margin_quality": 0.4099014392721918, "growth_momentum": 0.29149594269420215, "company_age_years": 22.31895961670089, "ebitda": 991411000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 18.93385885197249, "revenue_cagr_3y": 0.07610036811734333, "revenue_cagr_5y": 0.058774431006245464, "earnings_cagr_3y": 0.08417083399175063, "quarterly_revenue_growth_yoy": 0.03636000669037072, "quarterly_earnings_growth_yoy": -0.03672555528326687, "revenue_growth_qoq": 0.027841842495331153, "gross_margin": 0.7024781341107872, "operating_margin": 0.634740733027905, "net_margin": 0.225106726364015, "roa_ttm": 0.03231030181583044, "roe_ttm": 0.05954481059750934, "debt_to_ebitda": 4.691349091408256, "net_debt_to_ebitda": 4.631457694644645, "interest_coverage": 19.487609646849013, "debt_to_equity": 0.6556520337303801, "current_ratio": 0.7296491159015268, "quick_ratio": 0.7296491159015268, "fcf_to_ebitda": 0.7942731638487216, "capex_to_revenue": 0.24773513577876805, "working_capital_to_revenue": -0.08224089680574154, "capital_efficiency": 0.045927556206669884, "financial_health": -0.6414434825102173, "margin_quality": 0.5207751978342358, "growth_momentum": -0.00018277429644807455, "company_age_years": 31.173169062286107, "ebitda": 939751000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 21.91186476610969, "revenue_cagr_3y": 0.21262203828865922, "revenue_cagr_5y": 0.19282758562815028, "earnings_cagr_3y": 0.2339523348137067, "quarterly_revenue_growth_yoy": 0.22808046833422033, "quarterly_earnings_growth_yoy": 0.20181216999025992, "revenue_growth_qoq": 0.11883197431901242, "gross_margin": 0.6812492069556318, "operating_margin": 0.30009561601606405, "net_margin": 0.1300419420798529, "roa_ttm": 0.025972832055278238, "roe_ttm": 0.11787233068798106, "debt_to_ebitda": 6.117113304218036, "net_debt_to_ebitda": 5.982941307390804, "interest_coverage": 17.162058018486942, "debt_to_equity": 2.7632737212510787, "current_ratio": 0.7976415034509501, "quick_ratio": 0.711413956370713, "fcf_to_ebitda": 0.5624080614709054, "capex_to_revenue": 0.1404127275931209, "working_capital_to_revenue": -0.06382485033504946, "capital_efficiency": 0.07192258137162964, "financial_health": -2.703552309546354, "margin_quality": 0.37046225501718294, "growth_momentum": 0.2149463191622401, "company_age_years": 18.069815195071868, "ebitda": 3059789000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 21.643304802990617, "revenue_cagr_3y": 0.19389967996997326, "revenue_cagr_5y": 0.2600985761224037, "earnings_cagr_3y": 0.4441868406681275, "quarterly_revenue_growth_yoy": 0.4445502719046617, "quarterly_earnings_growth_yoy": 0.6517972044901443, "revenue_growth_qoq": 0.16060972343341223, "gross_margin": 0.9670390370361928, "operating_margin": 0.8619917649796122, "net_margin": 0.4969753214325842, "roa_ttm": 0.025898626360314835, "roe_ttm": 0.053312677049541644, "debt_to_ebitda": 9.50012974480818, "net_debt_to_ebitda": 7.523837905486313, "interest_coverage": 10.505068574836017, "debt_to_equity": 1.0001752976324718, "current_ratio": 15.484234396495237, "quick_ratio": 15.484234396495237, "fcf_to_ebitda": 0.7357963222752915, "capex_to_revenue": 0.40648580956319763, "working_capital_to_revenue": 4.917226975269681, "capital_efficiency": 0.03960565170492824, "financial_health": -0.8983034543261209, "margin_quality": 0.7753353744827963, "growth_momentum": 0.548173738197403, "company_age_years": 14.480492813141684, "ebitda": 739914000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 20.542310292382084, "revenue_cagr_3y": -0.019676484255973237, "revenue_cagr_5y": 0.007215399953745205, "earnings_cagr_3y": -0.26527038467886255, "quarterly_revenue_growth_yoy": 0.04461859979101358, "quarterly_earnings_growth_yoy": -0.42051917711091047, "revenue_growth_qoq": 0.01072958661392445, "gross_margin": 0.6612890117035111, "operating_margin": 0.34010671951585475, "net_margin": 0.17755639191757527, "roa_ttm": 0.028867254692628096, "roe_ttm": 0.05770540583245016, "debt_to_ebitda": 5.434898755076185, "net_debt_to_ebitda": 5.413521006346974, "interest_coverage": 17.147964007606422, "debt_to_equity": 0.8593645628610922, "current_ratio": 0.11657651182069066, "quick_ratio": 0.11657651182069066, "fcf_to_ebitda": 0.7337188807766293, "capex_to_revenue": 0.08501770419164045, "working_capital_to_revenue": -0.2664589638597116, "capital_efficiency": 0.04328633026253913, "financial_health": -0.8237989614127699, "margin_quality": 0.39298404104564705, "growth_momentum": -0.18795028865994845, "company_age_years": 24.88432580424367, "ebitda": 1614155000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 23.934556905490414, "revenue_cagr_3y": 0.07442594576651618, "revenue_cagr_5y": 0.09821997150728401, "earnings_cagr_3y": -0.13360342934564806, "quarterly_revenue_growth_yoy": 0.18607484816391812, "quarterly_earnings_growth_yoy": -0.17064801213668215, "revenue_growth_qoq": 0.0415496232467212, "gross_margin": 0.46764417130400515, "operating_margin": 0.2536827263222394, "net_margin": 0.10460074091115824, "roa_ttm": 0.018333480800165388, "roe_ttm": 0.04053038273148307, "debt_to_ebitda": 7.535342618639313, "net_debt_to_ebitda": 7.401719956710129, "interest_coverage": 14.225901398086828, "debt_to_equity": 1.0104269211518524, "current_ratio": 0.6332469682529389, "quick_ratio": 0.6332469679134091, "fcf_to_ebitda": 0.7909338954119899, "capex_to_revenue": 0.0019264124317287358, "working_capital_to_revenue": -0.21397123435396545, "capital_efficiency": 0.029431931765824232, "financial_health": -0.8776634320592233, "margin_quality": 0.27530921284580095, "growth_momentum": 0.007713418013617981, "company_age_years": 18.48870636550308, "ebitda": 2010632000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 21.803076198222985, "revenue_cagr_3y": 0.1500502526968308, "revenue_cagr_5y": 0.12170679088319813, "earnings_cagr_3y": 0.22033861223801088, "quarterly_revenue_growth_yoy": 0.1340876907340846, "quarterly_earnings_growth_yoy": -0.034378950578721354, "revenue_growth_qoq": -0.008412045353576326, "gross_margin": 0.7540590819218669, "operating_margin": 0.5133718382016343, "net_margin": 0.3823942495933613, "roa_ttm": 0.07028849134514426, "roe_ttm": 0.26212717849663714, "debt_to_ebitda": 5.228636487788458, "net_debt_to_ebitda": 5.194440462717126, "interest_coverage": 17.506323424761856, "debt_to_equity": 2.253626665330601, "current_ratio": 2.213324925206781, "quick_ratio": 2.213324925206781, "fcf_to_ebitda": 0.8654344944050194, "capex_to_revenue": 0.009266671075372082, "working_capital_to_revenue": 0.20415151996699393, "capital_efficiency": 0.1662078349208907, "financial_health": -2.2206273093174076, "margin_quality": 0.5499417232389542, "growth_momentum": 0.04985437007768163, "company_age_years": 18.63107460643395, "ebitda": 1402239000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 17.969270650371854, "revenue_cagr_3y": 0.10978181016335165, "revenue_cagr_5y": 0.04277906587843727, "earnings_cagr_3y": 0.9265041868250814, "quarterly_revenue_growth_yoy": 0.08869662878571564, "quarterly_earnings_growth_yoy": 0.03587659001119003, "revenue_growth_qoq": 0.052248279753216643, "gross_margin": 0.7103408080896388, "operating_margin": 0.6494266439364136, "net_margin": 0.2643703282773091, "roa_ttm": 0.029887216435861043, "roe_ttm": 0.05240766280399393, "debt_to_ebitda": 5.011975996275284, "net_debt_to_ebitda": 4.920385429266117, "interest_coverage": 20.773604216774984, "debt_to_equity": 0.5762841751082084, "current_ratio": 0.6613261893105041, "quick_ratio": 0.7101202922887564, "fcf_to_ebitda": 0.8377482220147461, "capex_to_revenue": 0.11346543763357814, "working_capital_to_revenue": -0.11275403647797018, "capital_efficiency": 0.041147439619927485, "financial_health": -0.5593732952444127, "margin_quality": 0.5413792601011205, "growth_momentum": 0.06228660939845283, "company_age_years": 29.919233401779604, "ebitda": 811874000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 24.70805253629619, "revenue_cagr_3y": 0.1541346056642281, "revenue_cagr_5y": 0.16324934805985492, "earnings_cagr_3y": 0.9504835230376254, "quarterly_revenue_growth_yoy": 0.15158686095512008, "quarterly_earnings_growth_yoy": 0.5481917853051874, "revenue_growth_qoq": 0.06439754019062681, "gross_margin": 0.6711584970677963, "operating_margin": 0.26095031851161027, "net_margin": 0.1495502900589602, "roa_ttm": 0.025492868569273717, "roe_ttm": 0.05035708767784623, "debt_to_ebitda": 5.074665436086756, "net_debt_to_ebitda": 5.062514642717688, "interest_coverage": 21.989696354695184, "debt_to_equity": 0.8398236914471083, "current_ratio": 0.04063872046832532, "quick_ratio": 0.0504390549864102, "fcf_to_ebitda": 0.854083987078911, "capex_to_revenue": 0.2913453928654649, "working_capital_to_revenue": -0.6164930231191181, "capital_efficiency": 0.03792497812355997, "financial_health": -0.750686672772475, "margin_quality": 0.360553035212789, "growth_momentum": 0.34988932313015375, "company_age_years": 11.68788501026694, "ebitda": 281710000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 18.137859489046402, "revenue_cagr_3y": -0.038011067857419256, "revenue_cagr_5y": -0.07628685327067353, "earnings_cagr_3y": 0.38509302599150685, "quarterly_revenue_growth_yoy": -0.16886406125716333, "quarterly_earnings_growth_yoy": 4.788041479738178, "revenue_growth_qoq": 0.07218137061938727, "gross_margin": 0.5647923555716555, "operating_margin": 0.16482319567063752, "net_margin": 0.12606747128321735, "roa_ttm": 0.020117317257931266, "roe_ttm": 0.04624005078132209, "debt_to_ebitda": 6.039582313395277, "net_debt_to_ebitda": 5.412866352461441, "interest_coverage": 21.274446856246467, "debt_to_equity": 0.9923178599718567, "current_ratio": 1.7534453831184185, "quick_ratio": 1.7632643271556663, "fcf_to_ebitda": 0.673340026699156, "capex_to_revenue": 0.015725484395799436, "working_capital_to_revenue": 0.35649755953261353, "capital_efficiency": 0.033178684019626675, "financial_health": -0.9030948373789974, "margin_quality": 0.28522767417517014, "growth_momentum": 2.3095887092405074, "company_age_years": 32.65160848733744, "ebitda": 1166329000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 21.92295788829111, "revenue_cagr_3y": -0.020911282311671164, "revenue_cagr_5y": 0.02407927366617102, "earnings_cagr_3y": 0.20269039730491922, "quarterly_revenue_growth_yoy": 0.029111792914102905, "quarterly_earnings_growth_yoy": -0.10417704339720069, "revenue_growth_qoq": 0.01387187551729846, "gross_margin": 0.6597309299895506, "operating_margin": 0.3437663270637409, "net_margin": 0.32007739028213167, "roa_ttm": 0.03999447582750529, "roe_ttm": 0.08020490733933855, "debt_to_ebitda": 5.759824019975416, "net_debt_to_ebitda": 5.735587892666835, "interest_coverage": 17.060345961589057, "debt_to_equity": 0.8711029244920439, "current_ratio": 0.27398253969781794, "quick_ratio": 0.27398253969781794, "fcf_to_ebitda": 0.6204953630792778, "capex_to_revenue": 0.0946571103925922, "working_capital_to_revenue": -0.3417047513264252, "capital_efficiency": 0.06009969158342192, "financial_health": -0.794996871401119, "margin_quality": 0.4411915491118077, "growth_momentum": -0.03753262524154889, "company_age_years": 23.88501026694045, "ebitda": 1556313000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 22.06754174458754, "revenue_cagr_3y": 0.07074405170433895, "revenue_cagr_5y": 0.18597196815956685, "earnings_cagr_3y": 0.1443053396148899, "quarterly_revenue_growth_yoy": 0.03533350824677106, "quarterly_earnings_growth_yoy": -0.4919760398739411, "revenue_growth_qoq": 0.006349546750747687, "gross_margin": 0.8690213243869779, "operating_margin": 0.31834530820290563, "net_margin": 0.26181912427466847, "roa_ttm": 0.02728957426467058, "roe_ttm": 0.05417260122161679, "debt_to_ebitda": 9.301079091250664, "net_debt_to_ebitda": 9.188458760348782, "interest_coverage": 22.510125590127778, "debt_to_equity": 1.803512701740194, "current_ratio": 1.3095891869476775, "quick_ratio": 1.3575687443611972, "fcf_to_ebitda": 0.5961383983519687, "capex_to_revenue": 0.0545506087588588, "working_capital_to_revenue": 0.08031473741595493, "capital_efficiency": 0.040731087743143685, "financial_health": -0.8945415597311346, "margin_quality": 0.4830619189548506, "growth_momentum": -0.22832126581358503, "company_age_years": 23.81656399726215, "ebitda": 1234928000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 19.605442893855113, "revenue_cagr_3y": 0.0438012597418429, "revenue_cagr_5y": 0.036642786598748645, "earnings_cagr_3y": 0.01365216832180649, "quarterly_revenue_growth_yoy": 0.059567530612066016, "quarterly_earnings_growth_yoy": 0.12209167054443927, "revenue_growth_qoq": 0.01955442726233801, "gross_margin": 0.6059229846548373, "operating_margin": 0.24497249451958472, "net_margin": 0.15958142035819167, "roa_ttm": 0.03292570783254013, "roe_ttm": 0.06001100892828789, "debt_to_ebitda": 4.518753456296151, "net_debt_to_ebitda": 4.5041509795763925, "interest_coverage": 27.50548622557099, "debt_to_equity": 0.7760674014577421, "current_ratio": 0.1444445223635675, "quick_ratio": 0.1994943828104181, "fcf_to_ebitda": 0.2142278698600703, "capex_to_revenue": 0.3742858572321226, "working_capital_to_revenue": -0.25973772983767524, "capital_efficiency": 0.04646835838041401, "financial_health": -0.6630437185130871, "margin_quality": 0.3368256331775379, "growth_momentum": 0.09082960057825265, "company_age_years": 25.190965092402465, "ebitda": 584079000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 24.318168671641114, "revenue_cagr_3y": 0.09405283017362409, "revenue_cagr_5y": 0.13977620154646608, "earnings_cagr_3y": 0.1801393779507947, "quarterly_revenue_growth_yoy": 0.07001268571339626, "quarterly_earnings_growth_yoy": -0.4430299460879808, "revenue_growth_qoq": 0.029993022140790082, "gross_margin": 0.6376602878817633, "operating_margin": 0.2402149190209152, "net_margin": 0.08941936328525606, "roa_ttm": 0.016600043858473097, "roe_ttm": 0.05292541046329703, "debt_to_ebitda": 6.488923423501047, "net_debt_to_ebitda": 6.383263176199107, "interest_coverage": 15.249139990444338, "debt_to_equity": 1.788378665479231, "current_ratio": 0.9333888150654593, "quick_ratio": 0.616795895721742, "fcf_to_ebitda": 0.4752726780912873, "capex_to_revenue": 0.23426425040204896, "working_capital_to_revenue": -0.015515314023637925, "capital_efficiency": 0.03476272716088506, "financial_health": -1.7648033871939788, "margin_quality": 0.3224315233959782, "growth_momentum": -0.18650863018729227, "company_age_years": 17.87816563997262, "ebitda": 1914987000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 20.460448970886212, "revenue_cagr_3y": 0.06232196654233113, "revenue_cagr_5y": 0.08261887780750632, "earnings_cagr_3y": 0.07929093980909352, "quarterly_revenue_growth_yoy": 0.03558755186223709, "quarterly_earnings_growth_yoy": 0.11237367746833041, "revenue_growth_qoq": 0.054087419938395345, "gross_margin": 0.6689298097104491, "operating_margin": 0.6098310469983882, "net_margin": 0.2718728619965908, "roa_ttm": 0.04104111384436661, "roe_ttm": 0.0952148679326124, "debt_to_ebitda": 4.881379724263475, "net_debt_to_ebitda": 4.8716999288213865, "interest_coverage": 21.239517488411295, "debt_to_equity": 1.1334690882956264, "current_ratio": 0.02372392945680041, "quick_ratio": 0.02372392945680041, "fcf_to_ebitda": 0.8426035004005347, "capex_to_revenue": 0.2518274211546809, "working_capital_to_revenue": -0.41520570596955075, "capital_efficiency": 0.0681279908884895, "financial_health": -1.1110197996232722, "margin_quality": 0.5168779062351426, "growth_momentum": 0.07398061466528374, "company_age_years": 15.939767282683095, "ebitda": 403211000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 20.25157385779467, "revenue_cagr_3y": 0.10106969543892963, "revenue_cagr_5y": 0.06782903691121644, "earnings_cagr_3y": 0.475664867916022, "quarterly_revenue_growth_yoy": 0.0772869190741073, "quarterly_earnings_growth_yoy": 0.24243216207204205, "revenue_growth_qoq": 0.01776941463662717, "gross_margin": 0.6045984822743232, "operating_margin": 0.2955400984722805, "net_margin": 0.2296309621368085, "roa_ttm": 0.02361401027005615, "roe_ttm": 0.04271828538753602, "debt_to_ebitda": 5.528648914134404, "net_debt_to_ebitda": 5.233751877397909, "interest_coverage": 17.867980922098567, "debt_to_equity": 0.7577687060122599, "current_ratio": 2.569301079505161, "quick_ratio": 3.1067436932098587, "fcf_to_ebitda": 0.6055136774221103, "capex_to_revenue": 0.09389667145977827, "working_capital_to_revenue": 0.16179595026964994, "capital_efficiency": 0.03316614782879608, "financial_health": -0.7352821603539244, "margin_quality": 0.37658984762780406, "growth_momentum": 0.15985954057307467, "company_age_years": 6.406570841889117, "ebitda": 1404870000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 21.71934377403342, "revenue_cagr_3y": 0.074400236297121, "revenue_cagr_5y": 0.0763572151991756, "earnings_cagr_3y": 0.060524570469362216, "quarterly_revenue_growth_yoy": 0.0541401127766078, "quarterly_earnings_growth_yoy": -0.41412476469651704, "revenue_growth_qoq": 0.02156939466967835, "gross_margin": 0.6909942416421113, "operating_margin": 0.4068151449600223, "net_margin": 0.27228371337915064, "roa_ttm": 0.037872848437332955, "roe_ttm": 0.10297559749646483, "debt_to_ebitda": 5.7385408655526815, "net_debt_to_ebitda": 5.665353422358946, "interest_coverage": 20.31243343037705, "debt_to_equity": 1.4201813241882522, "current_ratio": 1.681776386579282, "quick_ratio": 1.6822100492353842, "fcf_to_ebitda": 0.14975704397678807, "capex_to_revenue": 0.4408943637121868, "working_capital_to_revenue": 0.23129432300498773, "capital_efficiency": 0.07042422296689889, "financial_health": -1.402056743234929, "margin_quality": 0.4566976999937615, "growth_momentum": -0.17999232595995462, "company_age_years": 45.40999315537303, "ebitda": 572120000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 28.49923023243463, "revenue_cagr_3y": 0.004724729945833728, "revenue_cagr_5y": -0.0242146672730591, "earnings_cagr_3y": 0.45365819932574203, "quarterly_revenue_growth_yoy": 0.1656529411908684, "quarterly_earnings_growth_yoy": 4.364035258028191, "revenue_growth_qoq": 0.04604240065366942, "gross_margin": 0.6007626438881399, "operating_margin": 0.19015492253873065, "net_margin": 0.580130103015719, "roa_ttm": 0.035238066000249785, "roe_ttm": 0.07335586392290797, "debt_to_ebitda": 6.222929251883846, "net_debt_to_ebitda": 6.103219057194061, "interest_coverage": 20.931387502908404, "debt_to_equity": 0.7318049366857317, "current_ratio": 0.6403289612072768, "quick_ratio": 0.6460077490449404, "fcf_to_ebitda": 0.9858642099581669, "capex_to_revenue": 0.028969783294333095, "working_capital_to_revenue": -0.4314237460575847, "capital_efficiency": 0.054296964961578875, "financial_health": -0.6204651529131254, "margin_quality": 0.45701588981419655, "growth_momentum": 2.2648440996095296, "company_age_years": 33.65092402464066, "ebitda": 809647000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 20.18329527197503, "revenue_cagr_3y": 0.16443354793785026, "revenue_cagr_5y": 0.11809316084880428, "earnings_cagr_3y": 0.2536230033086946, "quarterly_revenue_growth_yoy": 0.08133509763427031, "quarterly_earnings_growth_yoy": -0.12685437219876022, "revenue_growth_qoq": 0.02198283838669147, "gross_margin": 0.7634206312900275, "operating_margin": 0.5210029734675206, "net_margin": 0.38580741079597436, "roa_ttm": 0.06658712786341107, "roe_ttm": 0.25289807843163753, "debt_to_ebitda": 5.249791030972258, "net_debt_to_ebitda": 5.2143072843134854, "interest_coverage": 16.524394479692493, "debt_to_equity": 2.3013663708029233, "current_ratio": 1.4566821526122882, "quick_ratio": 1.4566821526122882, "fcf_to_ebitda": 0.8464237044095443, "capex_to_revenue": 0.009306520227945604, "working_capital_to_revenue": 0.12310408392859563, "capital_efficiency": 0.1597426031475243, "financial_health": -2.212728761689485, "margin_quality": 0.5567436718511741, "growth_momentum": -0.022759637282244956, "company_age_years": 18.88021902806297, "ebitda": 1427245000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 20.345984144785664, "revenue_cagr_3y": 0.07515623834689378, "revenue_cagr_5y": 0.09543158037979294, "earnings_cagr_3y": 0.8100939710514083, "quarterly_revenue_growth_yoy": 0.1183515923709505, "quarterly_earnings_growth_yoy": 1.1203862220091763, "revenue_growth_qoq": -0.0002677302480132914, "gross_margin": 0.2365166725482982, "operating_margin": 0.1656467667294875, "net_margin": 0.07749737829402652, "roa_ttm": 0.009639486856861511, "roe_ttm": 0.026963969232566307, "debt_to_ebitda": 6.249253725120696, "net_debt_to_ebitda": 6.248032169033345, "interest_coverage": 21.933885053266884, "debt_to_equity": 1.5291732839841068, "current_ratio": 0.26433580803743145, "quick_ratio": 0.06291263363665583, "fcf_to_ebitda": 0.6008346605074669, "capex_to_revenue": 0.1606789645751759, "working_capital_to_revenue": -0.1790373470268371, "capital_efficiency": 0.01830172804471391, "financial_health": -1.4222615822911235, "margin_quality": 0.15988693919060407, "growth_momentum": 0.6193689071900634, "company_age_years": 33.06502395619439, "ebitda": 959432000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 23.022977232576253, "revenue_cagr_3y": 0.16710443618871484, "revenue_cagr_5y": 0.18377368533702731, "earnings_cagr_3y": 0.19821981883980233, "quarterly_revenue_growth_yoy": 0.07290211227089669, "quarterly_earnings_growth_yoy": 0.09402182052788627, "revenue_growth_qoq": 0.03860496329761106, "gross_margin": 0.73836438606191, "operating_margin": 0.48199785506358206, "net_margin": 0.3162782022501848, "roa_ttm": 0.06373934870587723, "roe_ttm": 0.21016332543393326, "debt_to_ebitda": 5.996612228475335, "net_debt_to_ebitda": 5.933171789805993, "interest_coverage": 17.41652628978281, "debt_to_equity": 1.985520186169645, "current_ratio": 0.1723388920893092, "quick_ratio": 0.571611690096237, "fcf_to_ebitda": 0.8281005782553299, "capex_to_revenue": 0.005096988057453518, "working_capital_to_revenue": -0.2853101176373496, "capital_efficiency": 0.13695133706990525, "financial_health": -1.8724008650942918, "margin_quality": 0.5122134811252257, "growth_momentum": 0.08346196639939148, "company_age_years": 13.880903490759753, "ebitda": 775436000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 18.67176209848903, "revenue_cagr_3y": 0.07353808580266485, "revenue_cagr_5y": 0.12150454103252128, "earnings_cagr_3y": 0.2667633283997164, "quarterly_revenue_growth_yoy": 0.16340458322907508, "quarterly_earnings_growth_yoy": 0.18900068029646605, "revenue_growth_qoq": 0.034995823746335926, "gross_margin": 0.6800438525534025, "operating_margin": 0.31669765910349695, "net_margin": 0.3160238828923652, "roa_ttm": 0.020225854430766164, "roe_ttm": 0.038562139176668266, "debt_to_ebitda": 6.7008653685478485, "net_debt_to_ebitda": 6.155508161485833, "interest_coverage": 15.088893934324362, "debt_to_equity": 0.7942866621475596, "current_ratio": 3.5816023533003096, "quick_ratio": 3.5816023533003096, "fcf_to_ebitda": 0.6273704184449342, "capex_to_revenue": 0.1592846190551464, "working_capital_to_revenue": 0.36534554990785534, "capital_efficiency": 0.029393996803717216, "financial_health": -0.760380924767122, "margin_quality": 0.43758846484975483, "growth_momentum": 0.17620263176277057, "company_age_years": 33.1088295687885, "ebitda": 1262699000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 19.24622317035503, "revenue_cagr_3y": 0.1039060791213735, "revenue_cagr_5y": 0.07612091733868676, "earnings_cagr_3y": 0.22368671634459303, "quarterly_revenue_growth_yoy": 0.07671996909470954, "quarterly_earnings_growth_yoy": 0.28809211311299365, "revenue_growth_qoq": 0.010726976906078243, "gross_margin": 0.5934975757663126, "operating_margin": 0.28028370021191024, "net_margin": 0.20749902694287073, "roa_ttm": 0.02702621569455897, "roe_ttm": 0.05114922049304788, "debt_to_ebitda": 6.011876198674492, "net_debt_to_ebitda": 5.553588108625747, "interest_coverage": 16.97711246099346, "debt_to_equity": 0.9049639862106735, "current_ratio": 5.705259484520664, "quick_ratio": 0.30315569071239845, "fcf_to_ebitda": 0.5795409649051657, "capex_to_revenue": 0.09090326023587764, "working_capital_to_revenue": 0.38804281418489167, "capital_efficiency": 0.039087718093803424, "financial_health": -0.8050298282972306, "margin_quality": 0.3604267676403645, "growth_momentum": 0.1824060411038516, "company_age_years": 6.910335386721424, "ebitda": 1528772000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 19.83006719824363, "revenue_cagr_3y": 0.08928408646428321, "revenue_cagr_5y": 0.04692961445412425, "earnings_cagr_3y": -0.1718266310934865, "quarterly_revenue_growth_yoy": 0.050923486668789625, "quarterly_earnings_growth_yoy": -0.3098175433446672, "revenue_growth_qoq": 0.018491735392272526, "gross_margin": 0.6409968583041453, "operating_margin": 0.32901860914190795, "net_margin": 0.34975159805024786, "roa_ttm": 0.039995332040692055, "roe_ttm": 0.0716589388028474, "debt_to_ebitda": 4.713215217925446, "net_debt_to_ebitda": 4.4242106194306, "interest_coverage": 33.08532184028873, "debt_to_equity": 0.7580502957289762, "current_ratio": 1.08606308464263, "quick_ratio": 1.08606308464263, "fcf_to_ebitda": 0.7709357545153576, "capex_to_revenue": 0.05439878362968281, "working_capital_to_revenue": 0.021345961622390223, "capital_efficiency": 0.05582713542176973, "financial_health": -0.6872565319119005, "margin_quality": 0.4399223551654337, "growth_momentum": -0.1294470283379388, "company_age_years": 30.308008213552363, "ebitda": 1888444000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 18.420724179603468, "revenue_cagr_3y": 0.10389842319241405, "revenue_cagr_5y": 0.07301712134145522, "earnings_cagr_3y": 0.5922555690596061, "quarterly_revenue_growth_yoy": 0.08620037807183364, "quarterly_earnings_growth_yoy": 0.6648101137927986, "revenue_growth_qoq": 0.028853777324725337, "gross_margin": 0.590595682335133, "operating_margin": 0.27747998607727115, "net_margin": 0.21340305490573827, "roa_ttm": 0.025197318962850372, "roe_ttm": 0.04791966390895951, "debt_to_ebitda": 5.782676639074774, "net_debt_to_ebitda": 5.266757406921335, "interest_coverage": 17.042658181147388, "debt_to_equity": 0.8351104623205734, "current_ratio": 3.2973686712944725, "quick_ratio": 3.661480988412373, "fcf_to_ebitda": 0.6228328548273184, "capex_to_revenue": 0.09150960740734226, "working_capital_to_revenue": 0.35412659305057015, "capital_efficiency": 0.03655849143590494, "financial_health": -0.7958565109807721, "margin_quality": 0.36049290777271414, "growth_momentum": 0.37550524593231616, "company_age_years": 6.658453114305271, "ebitda": 1478212000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 19.23064739129044, "revenue_cagr_3y": 0.22331106082905006, "revenue_cagr_5y": 0.15742060495313592, "earnings_cagr_3y": 0.015801604992218055, "quarterly_revenue_growth_yoy": 0.3519976606020317, "quarterly_earnings_growth_yoy": 0.276389188153894, "revenue_growth_qoq": 0.01766776722788453, "gross_margin": 0.6444849859209423, "operating_margin": 0.19320148098789847, "net_margin": 0.14324500784558175, "roa_ttm": 0.012572933164370895, "roe_ttm": 0.02646303325453042, "debt_to_ebitda": 5.039121797922391, "net_debt_to_ebitda": 5.024518607154584, "interest_coverage": 19.887273293780105, "debt_to_equity": 0.7528112120997272, "current_ratio": 0.19362248763971118, "quick_ratio": 0.20717583292734154, "fcf_to_ebitda": 0.6797168404100383, "capex_to_revenue": 0.5235731280029958, "working_capital_to_revenue": -0.5979661556412105, "capital_efficiency": 0.019517983209450657, "financial_health": -0.6589197288375557, "margin_quality": 0.32697715825147416, "growth_momentum": 0.3141934243779628, "company_age_years": 13.418206707734429, "ebitda": 1531857000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 19.86006731037394, "revenue_cagr_3y": 0.09449868148093055, "revenue_cagr_5y": 0.09585822328059845, "earnings_cagr_3y": -0.2302616508226557, "quarterly_revenue_growth_yoy": 0.1477507696549189, "quarterly_earnings_growth_yoy": -0.6528362491034396, "revenue_growth_qoq": 0.021362290025223808, "gross_margin": 0.24506075224693236, "operating_margin": 0.22336459355045338, "net_margin": 0.11142082190683988, "roa_ttm": 0.008095505989507604, "roe_ttm": 0.021805794657748682, "debt_to_ebitda": 6.261897762745738, "net_debt_to_ebitda": 6.260613147866387, "interest_coverage": 25.574394844821413, "debt_to_equity": 1.4190330361620123, "current_ratio": 0.11293045082528708, "quick_ratio": -0.03857547030522786, "fcf_to_ebitda": 0.6289099725094569, "capex_to_revenue": 0.15553919701381191, "working_capital_to_revenue": -0.43950451631951265, "capital_efficiency": 0.014950650323628143, "financial_health": -1.3388839160292163, "margin_quality": 0.19328205590140854, "growth_momentum": -0.25254273972426033, "company_age_years": 32.818617385352496, "ebitda": 928683000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 19.286556834467255, "revenue_cagr_3y": 0.09501744737342888, "revenue_cagr_5y": 0.09341319803814363, "earnings_cagr_3y": 0.12460412906622542, "quarterly_revenue_growth_yoy": 0.02417606244579358, "quarterly_earnings_growth_yoy": 1.7319833234067898, "revenue_growth_qoq": 0.017009365916675637, "gross_margin": 0.7218517342366183, "operating_margin": 0.4363289933312163, "net_margin": 0.3237006457076321, "roa_ttm": 0.030967770962371962, "roe_ttm": 0.5101289589406591, "debt_to_ebitda": 6.0303670292205345, "net_debt_to_ebitda": 5.669960325242498, "interest_coverage": 18.077174802290703, "debt_to_equity": 9.875660852808933, "current_ratio": 0.6299890041308805, "quick_ratio": 0.6299890039822877, "fcf_to_ebitda": 0.4831269139676266, "capex_to_revenue": 0.15878353613839613, "working_capital_to_revenue": -0.22816485852514293, "capital_efficiency": 0.2705483649515155, "financial_health": -8.90529864278088, "margin_quality": 0.4939604577584889, "growth_momentum": 0.8780796929262917, "company_age_years": 25.82067077344285, "ebitda": 6628900000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 22.61800219923027, "revenue_cagr_3y": 0.2665172462952532, "revenue_cagr_5y": 0.20232453829250474, "earnings_cagr_3y": 0.008441992071457127, "quarterly_revenue_growth_yoy": 0.12017529030491025, "quarterly_earnings_growth_yoy": 0.023721794531457393, "revenue_growth_qoq": 0.032445242161663355, "gross_margin": 0.7349668920657947, "operating_margin": 0.3541718336882005, "net_margin": 0.22557617164650554, "roa_ttm": 0.028789959433230455, "roe_ttm": 0.05766599933921521, "debt_to_ebitda": 5.099025075736766, "net_debt_to_ebitda": 5.059688843418078, "interest_coverage": 14.693819056284934, "debt_to_equity": 0.8227926929392739, "current_ratio": 0.9972403911116391, "quick_ratio": 1.7860237725791244, "fcf_to_ebitda": 0.7749504487588637, "capex_to_revenue": 0.02768289084699408, "working_capital_to_revenue": -0.001122536467335155, "capital_efficiency": 0.04322797938622283, "financial_health": -0.7565287026006544, "margin_quality": 0.43823829913350026, "growth_momentum": 0.07194854241818383, "company_age_years": 20.134154688569474, "ebitda": 2260791000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 21.804201130648305, "revenue_cagr_3y": 0.06557405685905837, "revenue_cagr_5y": 0.11654624330989205, "earnings_cagr_3y": 0.06945538164421539, "quarterly_revenue_growth_yoy": 0.024749492223897662, "quarterly_earnings_growth_yoy": 0.06054372602435092, "revenue_growth_qoq": 0.04917090493243853, "gross_margin": 0.714564766556999, "operating_margin": 0.4681394835197301, "net_margin": 0.32830315320871184, "roa_ttm": 0.04993571586411941, "roe_ttm": 0.18310590118211145, "debt_to_ebitda": 6.027698851474841, "net_debt_to_ebitda": 5.942306616605384, "interest_coverage": 20.162799797449708, "debt_to_equity": 2.2099599712717284, "current_ratio": 0.2737214003023457, "quick_ratio": 0.2737214003023457, "fcf_to_ebitda": 0.8450695382269037, "capex_to_revenue": 0.004577630332032948, "working_capital_to_revenue": -0.15754284712100064, "capital_efficiency": 0.11652080852311543, "financial_health": -2.1620795618816087, "margin_quality": 0.5036691344284803, "growth_momentum": 0.042646609124124296, "company_age_years": 16.134154688569474, "ebitda": 875993000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 23.412044487024904, "revenue_cagr_3y": 0.05779785443344343, "revenue_cagr_5y": 0.041125304396616436, "earnings_cagr_3y": -0.4691854791408293, "quarterly_revenue_growth_yoy": 0.07818174297886421, "quarterly_earnings_growth_yoy": 0.12767611839718004, "revenue_growth_qoq": 0.019201520169220485, "gross_margin": 0.6112240670267616, "operating_margin": 0.2385986987478517, "net_margin": 0.16690707095506999, "roa_ttm": 0.02459372930969704, "roe_ttm": 0.0456124308832825, "debt_to_ebitda": 4.766714885024158, "net_debt_to_ebitda": 4.496258060521206, "interest_coverage": 28.060379361938317, "debt_to_equity": 0.773049180474203, "current_ratio": 0.5706492574614165, "quick_ratio": 0.5706492574614165, "fcf_to_ebitda": 0.2557367518486093, "capex_to_revenue": 0.3837446369461313, "working_capital_to_revenue": -0.13864082168966027, "capital_efficiency": 0.03510308009648977, "financial_health": -0.6674161386155101, "margin_quality": 0.3389099455765611, "growth_momentum": 0.10292893068802213, "company_age_years": 26.190280629705683, "ebitda": 581383000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 20.060528159553037, "revenue_cagr_3y": 0.19811034864403898, "revenue_cagr_5y": 0.23985793070285144, "earnings_cagr_3y": 0.3016197910589362, "quarterly_revenue_growth_yoy": 0.14792901956225, "quarterly_earnings_growth_yoy": -0.004149125893214602, "revenue_growth_qoq": 0.009424531802588433, "gross_margin": 0.7353021715237427, "operating_margin": 0.46590043775577955, "net_margin": 0.307910738333077, "roa_ttm": 0.05188562366112496, "roe_ttm": 0.16322140711841426, "debt_to_ebitda": 5.976656677181161, "net_debt_to_ebitda": 5.934687951477732, "interest_coverage": 18.754558393082522, "debt_to_equity": 1.8666755213056925, "current_ratio": 0.10859429319300351, "quick_ratio": 0.10859429319300351, "fcf_to_ebitda": 0.7897554556766099, "capex_to_revenue": 0.005150492145307008, "working_capital_to_revenue": -0.37754204503023703, "capital_efficiency": 0.10755351538976961, "financial_health": -1.7001736382015515, "margin_quality": 0.5030377825375331, "growth_momentum": 0.0718899468345177, "company_age_years": 12.632443531827516, "ebitda": 698401000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 18.565922284625408, "revenue_cagr_3y": 0.03152511752058662, "revenue_cagr_5y": 0.023131186455350727, "earnings_cagr_3y": -0.18891787464672338, "quarterly_revenue_growth_yoy": 0.04407231125278372, "quarterly_earnings_growth_yoy": -0.37883811317218574, "revenue_growth_qoq": 0.01733258827266951, "gross_margin": 0.6395834988826293, "operating_margin": 0.613268479832262, "net_margin": 0.19406280975144602, "roa_ttm": 0.04136276230063454, "roe_ttm": 0.07558899935830134, "debt_to_ebitda": 4.266770466025106, "net_debt_to_ebitda": 4.246304297603003, "interest_coverage": 26.595380393352645, "debt_to_equity": 0.6751638671950475, "current_ratio": 0.198515932463619, "quick_ratio": 0.198515932463619, "fcf_to_ebitda": 0.699902716764762, "capex_to_revenue": 0.10256925407115365, "working_capital_to_revenue": -0.1786267139808015, "capital_efficiency": 0.05847588082946794, "financial_health": -0.6566576729674943, "margin_quality": 0.4823049294887791, "growth_momentum": -0.16738290095970101, "company_age_years": 29.883641341546884, "ebitda": 1744391000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 19.438825112437012, "revenue_cagr_3y": 0.09459653221922393, "revenue_cagr_5y": 0.06843687701597556, "earnings_cagr_3y": 0.3401585397828464, "quarterly_revenue_growth_yoy": 0.10817005128590483, "quarterly_earnings_growth_yoy": 0.29829941154240674, "revenue_growth_qoq": 0.01733938561938203, "gross_margin": 0.6065690213429622, "operating_margin": 0.29782501822373664, "net_margin": 0.20383800369560426, "roa_ttm": 0.022209988906787288, "roe_ttm": 0.0402130403814444, "debt_to_ebitda": 5.683564219992232, "net_debt_to_ebitda": 5.445635755723158, "interest_coverage": 17.516637410790935, "debt_to_equity": 0.7603250696635863, "current_ratio": 2.3333392223027047, "quick_ratio": 2.716971710863382, "fcf_to_ebitda": 0.6503535531968275, "capex_to_revenue": 0.09462556317220754, "working_capital_to_revenue": 0.13149970314078357, "capital_efficiency": 0.031211514644115847, "financial_health": -0.7425433146433372, "margin_quality": 0.3694106810874344, "growth_momentum": 0.2032347314141558, "company_age_years": 6.157426420260096, "ebitda": 1367121000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 21.5989216278453, "revenue_cagr_3y": 0.09437065937700506, "revenue_cagr_5y": 0.0833054337245267, "earnings_cagr_3y": 0.21944168764874594, "quarterly_revenue_growth_yoy": 0.05539048179142844, "quarterly_earnings_growth_yoy": -0.0037629350893697085, "revenue_growth_qoq": 0.050912173490061254, "gross_margin": 0.535767489411421, "operating_margin": 0.49049892709889786, "net_margin": 0.17370212670344115, "roa_ttm": 0.02848060440888691, "roe_ttm": 0.05217333138985785, "debt_to_ebitda": 5.301161661773348, "net_debt_to_ebitda": 5.111336337476589, "interest_coverage": 19.626447455917084, "debt_to_equity": 0.6471399676017693, "current_ratio": 0.7530951300015951, "quick_ratio": 0.10308919945848007, "fcf_to_ebitda": 0.836123089648791, "capex_to_revenue": 0.06408954579744008, "working_capital_to_revenue": -0.07098881030315253, "capital_efficiency": 0.04032696789937238, "financial_health": -0.6318367170528522, "margin_quality": 0.39998951440458663, "growth_momentum": 0.025813773351029367, "company_age_years": 11.16495550992471, "ebitda": 855929000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 21.547951793508, "revenue_cagr_3y": 0.07650348693917763, "revenue_cagr_5y": 0.12273242235911885, "earnings_cagr_3y": 0.24588384197940405, "quarterly_revenue_growth_yoy": 0.032275799184724306, "quarterly_earnings_growth_yoy": -0.02595035118760388, "revenue_growth_qoq": 0.09705759755458888, "gross_margin": 0.5136393749269319, "operating_margin": 0.46957120403205904, "net_margin": 0.1179935829988439, "roa_ttm": 0.01425810669867379, "roe_ttm": 0.023727298744030387, "debt_to_ebitda": 6.563483806575202, "net_debt_to_ebitda": 6.0048766443469015, "interest_coverage": 19.31694396419175, "debt_to_equity": 0.6432056181572953, "current_ratio": 1.9221573482132959, "quick_ratio": 1.6463483734279345, "fcf_to_ebitda": 0.6480810979555657, "capex_to_revenue": 0.08490801078990631, "working_capital_to_revenue": 0.2581560088036532, "capital_efficiency": 0.01899270272135209, "financial_health": -0.45612998866165855, "margin_quality": 0.36706805398594494, "growth_momentum": 0.003162723998560213, "company_age_years": 7.1649555099247095, "ebitda": 565348999.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 22.928743260872544, "revenue_cagr_3y": 0.041276876529334317, "revenue_cagr_5y": 0.04491960638843562, "earnings_cagr_3y": -0.03376928280360003, "quarterly_revenue_growth_yoy": 0.05790251972476617, "quarterly_earnings_growth_yoy": -0.09001722730981956, "revenue_growth_qoq": 0.033352619648898296, "gross_margin": 0.7292330879369312, "operating_margin": 0.5158607406158273, "net_margin": 0.4627755439737354, "roa_ttm": 0.11485699797555056, "roe_ttm": 0.1585739093737524, "debt_to_ebitda": 2.582742658061557, "net_debt_to_ebitda": 2.4520524242591843, "interest_coverage": 138.4451703547594, "debt_to_equity": 0.5947030138451737, "current_ratio": 0.6526206433467205, "quick_ratio": 0.6526206433467205, "fcf_to_ebitda": 0.9503426838383229, "capex_to_revenue": 0.05810753164505041, "working_capital_to_revenue": -0.0468608574858421, "capital_efficiency": 0.1367154536746515, "financial_health": -0.2755549514824438, "margin_quality": 0.5692897908421647, "growth_momentum": -0.016057353792526697, "company_age_years": 40.11772758384668, "ebitda": 1970767000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 22.7823252035558, "revenue_cagr_3y": 0.022847819396763613, "revenue_cagr_5y": 0.009008950604740829, "earnings_cagr_3y": -0.6922828274375156, "quarterly_revenue_growth_yoy": 0.04656754331644066, "quarterly_earnings_growth_yoy": -0.5064468459791605, "revenue_growth_qoq": 0.014938497999978552, "gross_margin": 0.6484375707553578, "operating_margin": 0.31693720999737357, "net_margin": 0.1577961460783041, "roa_ttm": 0.02649477622960698, "roe_ttm": 0.05476970675291827, "debt_to_ebitda": 5.395212529069715, "net_debt_to_ebitda": 5.377500417326304, "interest_coverage": 17.47849122585266, "debt_to_equity": 0.8910890399273964, "current_ratio": 0.11833596144646621, "quick_ratio": 0.11833596144646621, "fcf_to_ebitda": 0.706859759680313, "capex_to_revenue": 0.0751091294491532, "working_capital_to_revenue": -0.2671363144155171, "capital_efficiency": 0.04063224149126263, "financial_health": -0.8553504181294123, "margin_quality": 0.3743903089436785, "growth_momentum": -0.2299396513313599, "company_age_years": 25.634496919917865, "ebitda": 1659373000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 23.121145034972333, "revenue_cagr_3y": 0.041424339816890754, "revenue_cagr_5y": 0.005722061883085328, "earnings_cagr_3y": 0.014824533461439415, "quarterly_revenue_growth_yoy": 0.04772475537845676, "quarterly_earnings_growth_yoy": 1.4726633500302935, "revenue_growth_qoq": -0.001788007940214853, "gross_margin": 0.6685280635185226, "operating_margin": 0.5979397422118893, "net_margin": 0.42369662009519005, "roa_ttm": 0.045831369529417715, "roe_ttm": 0.09406974316141156, "debt_to_ebitda": 5.1823143272162575, "net_debt_to_ebitda": 5.156076905299726, "interest_coverage": 17.38591226321037, "debt_to_equity": 0.87605552262778, "current_ratio": 0.08372854258849359, "quick_ratio": 0.10626745701361352, "fcf_to_ebitda": 0.7264118104813204, "capex_to_revenue": 0.07044436948953361, "working_capital_to_revenue": -0.47405311522194776, "capital_efficiency": 0.06995055634541464, "financial_health": -0.775224390458233, "margin_quality": 0.5633881419418673, "growth_momentum": 0.7601940527043751, "company_age_years": 26.38740588637919, "ebitda": 1743807000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 23.7690211903249, "revenue_cagr_3y": 0.11587098300277843, "revenue_cagr_5y": 0.1060999517843566, "earnings_cagr_3y": 0.04879318222667206, "quarterly_revenue_growth_yoy": 0.06736721685761245, "quarterly_earnings_growth_yoy": -0.346577945473244, "revenue_growth_qoq": 0.05783159042853452, "gross_margin": 0.93555965576343, "operating_margin": 0.4860871806699318, "net_margin": 0.21693416000759744, "roa_ttm": 0.016425455812488055, "roe_ttm": 0.029874540437033026, "debt_to_ebitda": 6.348648721043225, "net_debt_to_ebitda": 6.211754437918252, "interest_coverage": 19.54774994909387, "debt_to_equity": 0.7397130197890363, "current_ratio": 0.6576720050443764, "quick_ratio": 0.6576720040918884, "fcf_to_ebitda": 0.8296507552906057, "capex_to_revenue": 1.1196358760563916, "working_capital_to_revenue": -0.21398979957583575, "capital_efficiency": 0.02314999812476054, "financial_health": -0.6724251406680808, "margin_quality": 0.5461936654803198, "growth_momentum": -0.13960536430781578, "company_age_years": 26.45037645448323, "ebitda": 1343986000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 26.87524336208201, "revenue_cagr_3y": 0.20128978242940887, "revenue_cagr_5y": 0.10921653127213404, "earnings_cagr_3y": 0.2765238664022178, "quarterly_revenue_growth_yoy": 0.09261036246747933, "quarterly_earnings_growth_yoy": 1.3903281862210681, "revenue_growth_qoq": 0.0279855966327263, "gross_margin": 0.7388138614715029, "operating_margin": 0.6471921281367043, "net_margin": 0.6115875166624544, "roa_ttm": 0.034603125717443686, "roe_ttm": 0.06069488398137495, "debt_to_ebitda": 4.113876078194748, "net_debt_to_ebitda": 3.9742290630082473, "interest_coverage": 65.83553851472391, "debt_to_equity": 0.5302284490023832, "current_ratio": 0.7502659270866845, "quick_ratio": 0.7502659270866845, "fcf_to_ebitda": 0.6277696280493655, "capex_to_revenue": 0.4048355132260758, "working_capital_to_revenue": -0.0838159399051418, "capital_efficiency": 0.047649004849409315, "financial_health": -0.5168907024421382, "margin_quality": 0.6658645020902205, "growth_momentum": 0.7414692743442737, "company_age_years": 27.583846680355922, "ebitda": 4189642000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 21.656776068869824, "revenue_cagr_3y": 0.06846457218587387, "revenue_cagr_5y": 0.07480674879219196, "earnings_cagr_3y": 0.0986469555309335, "quarterly_revenue_growth_yoy": 0.08687056690567002, "quarterly_earnings_growth_yoy": 0.08999822032390105, "revenue_growth_qoq": 0.006465526864532031, "gross_margin": 0.6751580488454116, "operating_margin": 0.3968900423681817, "net_margin": 0.271719793261019, "roa_ttm": 0.046868219825617195, "roe_ttm": 0.13100349214146037, "debt_to_ebitda": 6.285914336850072, "net_debt_to_ebitda": 6.168169095964739, "interest_coverage": 20.890734799877787, "debt_to_equity": 1.5270797516640189, "current_ratio": 1.71566946369938, "quick_ratio": 1.7174534841298796, "fcf_to_ebitda": -0.019210132302747884, "capex_to_revenue": 0.5401170256030634, "working_capital_to_revenue": 0.22409534776390164, "capital_efficiency": 0.08893585598353879, "financial_health": -1.4711013635347487, "margin_quality": 0.4479226281582041, "growth_momentum": 0.08843439361478553, "company_age_years": 44.90896646132786, "ebitda": 547003000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 23.208567361011117, "revenue_cagr_3y": 0.1588289386124231, "revenue_cagr_5y": 0.2593255315962901, "earnings_cagr_3y": 0.41261529913871353, "quarterly_revenue_growth_yoy": 0.4084961489279448, "quarterly_earnings_growth_yoy": -0.03473613894455578, "revenue_growth_qoq": 0.23343250932623258, "gross_margin": 0.25509358472241284, "operating_margin": 0.20494684725579823, "net_margin": 0.11059412839000496, "roa_ttm": 0.01822832930165396, "roe_ttm": 0.0331301215025831, "debt_to_ebitda": 6.964976675568983, "net_debt_to_ebitda": 6.918845379534815, "interest_coverage": 20.121856549311175, "debt_to_equity": 0.8061364165935819, "current_ratio": 0.061440074947670016, "quick_ratio": 0.061440074947670016, "fcf_to_ebitda": 0.4920096503644697, "capex_to_revenue": 0.12187105339852984, "working_capital_to_revenue": -0.7234480748680419, "capital_efficiency": 0.02567922540211853, "financial_health": -0.7135788025231963, "margin_quality": 0.19021152012273868, "growth_momentum": 0.1868800049916945, "company_age_years": 23.170431211498972, "ebitda": 736138000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 20.54929425789353, "revenue_cagr_3y": 0.06474171080805813, "revenue_cagr_5y": 0.09662478767686733, "earnings_cagr_3y": -0.08746055072674164, "quarterly_revenue_growth_yoy": 0.1199374529785614, "quarterly_earnings_growth_yoy": 2.136128276262682, "revenue_growth_qoq": 0.0011105883116461694, "gross_margin": 0.47275675439143827, "operating_margin": 0.2507761037041479, "net_margin": 0.09192422667171239, "roa_ttm": 0.02652930228364101, "roe_ttm": 0.05501200286980874, "debt_to_ebitda": 6.925058419945535, "net_debt_to_ebitda": 6.81289212451742, "interest_coverage": 13.300286072494787, "debt_to_equity": 0.9087507160511782, "current_ratio": 0.7795444240843576, "quick_ratio": 0.7795444236259119, "fcf_to_ebitda": 0.820789949113324, "capex_to_revenue": 0.0016923252141685192, "working_capital_to_revenue": -0.10294732190872875, "capital_efficiency": 0.04077065257672488, "financial_health": -0.8232644121129257, "margin_quality": 0.2718190282557662, "growth_momentum": 1.1280328646206217, "company_age_years": 17.99315537303217, "ebitda": 1920149000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 17.817982374073797, "revenue_cagr_3y": 0.12162903710383133, "revenue_cagr_5y": 0.02992570824248464, "earnings_cagr_3y": 0.6578374968715295, "quarterly_revenue_growth_yoy": 0.0005860243921147504, "quarterly_earnings_growth_yoy": -0.17189587388831634, "revenue_growth_qoq": -0.011449166851069892, "gross_margin": 0.7151228397257418, "operating_margin": 0.638263685314428, "net_margin": 0.26610776533503416, "roa_ttm": 0.033884915374062206, "roe_ttm": 0.06074355324886722, "debt_to_ebitda": 4.670503704812514, "net_debt_to_ebitda": 4.620795599131801, "interest_coverage": 21.6922827145795, "debt_to_equity": 0.619871517775946, "current_ratio": 0.7837864193724953, "quick_ratio": 0.8023932505803821, "fcf_to_ebitda": 0.7853029962827134, "capex_to_revenue": 0.10058407169178447, "working_capital_to_revenue": -0.05349100545159521, "capital_efficiency": 0.04731423431146471, "financial_health": -0.6103832447458951, "margin_quality": 0.539831430125068, "growth_momentum": -0.0856549247481008, "company_age_years": 29.66735112936345, "ebitda": 801660000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 26.202712984285917, "revenue_cagr_3y": 0.065527773294904, "revenue_cagr_5y": 0.055116221771971396, "earnings_cagr_3y": 0.005438396635392806, "quarterly_revenue_growth_yoy": 0.1632276353088536, "quarterly_earnings_growth_yoy": 0.30325825678022883, "revenue_growth_qoq": 0.08087589376249574, "gross_margin": 0.7364258454266472, "operating_margin": 0.46817795409464436, "net_margin": 0.49489759620891943, "roa_ttm": 0.104869408051488, "roe_ttm": 0.17379555111496614, "debt_to_ebitda": 2.2847745684617173, "net_debt_to_ebitda": 2.064908168360749, "interest_coverage": 99.42838956078931, "debt_to_equity": 0.571437181823838, "current_ratio": 1.1823913909532218, "quick_ratio": 1.1823913909532218, "fcf_to_ebitda": 0.9193791189796363, "capex_to_revenue": 0.052022771592205724, "working_capital_to_revenue": 0.024001299606558352, "capital_efficiency": 0.1393324795832271, "financial_health": -0.5381655854422565, "margin_quality": 0.5665004652434037, "growth_momentum": 0.2332429460445412, "company_age_years": 40.61327857631759, "ebitda": 2186828000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 22.94249166360866, "revenue_cagr_3y": 0.05068241504315041, "revenue_cagr_5y": 0.12987671954353353, "earnings_cagr_3y": 0.1375661944312958, "quarterly_revenue_growth_yoy": 0.08734738608537818, "quarterly_earnings_growth_yoy": 2.233667182368428, "revenue_growth_qoq": -0.01590056721321638, "gross_margin": 0.6417322834645669, "operating_margin": 0.25098425196850394, "net_margin": 0.11726181102362204, "roa_ttm": 0.018012148122950895, "roe_ttm": 0.05816163009881197, "debt_to_ebitda": 6.523572757103398, "net_debt_to_ebitda": 6.424366678415213, "interest_coverage": 15.710788372287336, "debt_to_equity": 1.8324179599863109, "current_ratio": 1.0157992451742694, "quick_ratio": 0.7182305377440575, "fcf_to_ebitda": 0.40993772303503145, "capex_to_revenue": 0.23553496129374113, "working_capital_to_revenue": 0.0035609708204747577, "capital_efficiency": 0.038086889110881435, "financial_health": -1.8084580704150601, "margin_quality": 0.33665944881889764, "growth_momentum": 1.160507284226903, "company_age_years": 18.628336755646817, "ebitda": 2068341000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 20.858484179293953, "revenue_cagr_3y": 0.0677519201942125, "revenue_cagr_5y": 0.06594765799231861, "earnings_cagr_3y": -0.30308316111458766, "quarterly_revenue_growth_yoy": 0.03849890697109546, "quarterly_earnings_growth_yoy": -0.43402429510754487, "revenue_growth_qoq": 0.016970074761832505, "gross_margin": 0.2531101423910896, "operating_margin": 0.18632626149794942, "net_margin": 0.04095911347331831, "roa_ttm": 0.038685060918385764, "roe_ttm": 0.10388627591297148, "debt_to_ebitda": 5.394234133164067, "net_debt_to_ebitda": 5.392151276506233, "interest_coverage": 20.00339573613654, "debt_to_equity": 1.263300854071489, "current_ratio": 1.8860089655869763, "quick_ratio": 0.14344564659708411, "fcf_to_ebitda": 0.6670425944924605, "capex_to_revenue": 0.10078827907737609, "working_capital_to_revenue": 0.24188512187142155, "capital_efficiency": 0.07128566841567863, "financial_health": -1.2563450626235817, "margin_quality": 0.1601318391207858, "growth_momentum": -0.1977626940682247, "company_age_years": 27.315537303216974, "ebitda": 677435000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 20.025241807360906, "revenue_cagr_3y": 0.08196913364604552, "revenue_cagr_5y": 0.04689091083570651, "earnings_cagr_3y": -0.3180659082108742, "quarterly_revenue_growth_yoy": 0.07521359642104238, "quarterly_earnings_growth_yoy": 1.2705556492885663, "revenue_growth_qoq": 0.029421805525487517, "gross_margin": 0.42169997128563513, "operating_margin": 0.14725211616780512, "net_margin": 0.015564803468371734, "roa_ttm": -0.0026236045346093406, "roe_ttm": -0.006814259602377024, "debt_to_ebitda": 6.935826885323095, "net_debt_to_ebitda": 6.375265823439957, "interest_coverage": 13.100254591623072, "debt_to_equity": 1.4006290952828202, "current_ratio": 1.244922899883121, "quick_ratio": 0.4904541032657902, "fcf_to_ebitda": 0.39706144270011157, "capex_to_revenue": 0.09425064681551008, "working_capital_to_revenue": 0.06507058791432274, "capital_efficiency": -0.004718932068493182, "financial_health": -1.3562332956271368, "margin_quality": 0.19483896364060402, "growth_momentum": 0.6728846228548043, "company_age_years": 26.409308692676248, "ebitda": 1970763000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 21.646688983720626, "revenue_cagr_3y": 0.06629359689528336, "revenue_cagr_5y": 0.09552526156621255, "earnings_cagr_3y": 0.19266771606110744, "quarterly_revenue_growth_yoy": 0.15589089456474742, "quarterly_earnings_growth_yoy": -0.37582758981366293, "revenue_growth_qoq": 0.024665957348533163, "gross_margin": 0.46950307159893967, "operating_margin": 0.23391048392709143, "net_margin": 0.22180518913583996, "roa_ttm": 0.02076149832348348, "roe_ttm": 0.04218439365053174, "debt_to_ebitda": 6.43175201354405, "net_debt_to_ebitda": 6.305698944426285, "interest_coverage": 13.608337005618596, "debt_to_equity": 0.8430217586096646, "current_ratio": 1.2977280761176184, "quick_ratio": 1.2977280761176184, "fcf_to_ebitda": 0.7849249582314207, "capex_to_revenue": 0.0016308574084114322, "working_capital_to_revenue": 0.08732791159992771, "capital_efficiency": 0.03147294598700761, "financial_health": -0.8070829166774035, "margin_quality": 0.30840624822062374, "growth_momentum": -0.10996834762445776, "company_age_years": 18.239561943874058, "ebitda": 1976366000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 20.411991322977613, "revenue_cagr_3y": 0.02305299666551308, "revenue_cagr_5y": 0.04653475922119532, "earnings_cagr_3y": -0.035171452590338714, "quarterly_revenue_growth_yoy": 0.036066020387313553, "quarterly_earnings_growth_yoy": -0.8818004936438202, "revenue_growth_qoq": 0.02152482428258047, "gross_margin": 0.5816555496147744, "operating_margin": 0.243480966613784, "net_margin": 0.15068937408514405, "roa_ttm": 0.024206280055017956, "roe_ttm": 0.043158776411722576, "debt_to_ebitda": 4.381274246374968, "net_debt_to_ebitda": 3.6851369721444924, "interest_coverage": 23.723149457802922, "debt_to_equity": 0.6371580052960731, "current_ratio": 1.415921876501593, "quick_ratio": 1.415921876501593, "fcf_to_ebitda": 0.23714345904350037, "capex_to_revenue": 0.337871309423018, "working_capital_to_revenue": 0.1266887936159098, "capital_efficiency": 0.033682528233370264, "financial_health": -0.580290626722249, "margin_quality": 0.3252752967712342, "growth_momentum": -0.4228672366282533, "company_age_years": 24.191649555099247, "ebitda": 503168000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 21.426423789578426, "revenue_cagr_3y": 0.15429816988693323, "revenue_cagr_5y": 0.1800878144463045, "earnings_cagr_3y": 0.4751620844020945, "quarterly_revenue_growth_yoy": 0.09749568720615749, "quarterly_earnings_growth_yoy": 1.1226152799550415, "revenue_growth_qoq": 0.015961496987275697, "gross_margin": 0.4958912675084135, "operating_margin": 0.21067570075170924, "net_margin": 0.10363132384147895, "roa_ttm": 0.021691909708363072, "roe_ttm": 0.05674228693182792, "debt_to_ebitda": 4.119017224745276, "net_debt_to_ebitda": 3.441016004491073, "interest_coverage": 19.741942976598338, "debt_to_equity": 1.1203906578421308, "current_ratio": 1.5859122640833578, "quick_ratio": 1.3982551521567816, "fcf_to_ebitda": -0.03970406314395302, "capex_to_revenue": 0.3808185990753701, "working_capital_to_revenue": 0.20668101951524412, "capital_efficiency": 0.0392170983200955, "financial_health": -0.9841063738313385, "margin_quality": 0.2700660973672006, "growth_momentum": 0.6100554835805995, "company_age_years": 18.882956878850102, "ebitda": 2379832000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 18.25526902751405, "revenue_cagr_3y": 0.07196103251919883, "revenue_cagr_5y": 0.0452422514163231, "earnings_cagr_3y": -0.05526708541785186, "quarterly_revenue_growth_yoy": 0.050863836640863906, "quarterly_earnings_growth_yoy": 0.16581876190751707, "revenue_growth_qoq": 0.008500531793922706, "gross_margin": 0.6196754029780609, "operating_margin": 0.30473338023547397, "net_margin": 0.38092280186726335, "roa_ttm": 0.05152171564264626, "roe_ttm": 0.0906109759475934, "debt_to_ebitda": 3.746297184403788, "net_debt_to_ebitda": 3.695938706771883, "interest_coverage": 36.558294899620186, "debt_to_equity": 0.6764246519497547, "current_ratio": 0.35787400255934393, "quick_ratio": 0.35787400255934393, "fcf_to_ebitda": 0.6539014184193219, "capex_to_revenue": 0.06796245121417167, "working_capital_to_revenue": -0.1644643545993556, "capital_efficiency": 0.07106634579511983, "financial_health": -0.6712545476815092, "margin_quality": 0.4351105283602661, "growth_momentum": 0.10834129927419049, "company_age_years": 30.811772758384667, "ebitda": 2156062000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 18.383364381482636, "revenue_cagr_3y": 0.10057030160810498, "revenue_cagr_5y": 0.10855140221270965, "earnings_cagr_3y": 0.2444850575738564, "quarterly_revenue_growth_yoy": 0.01763795179571475, "quarterly_earnings_growth_yoy": -0.03999836532862003, "revenue_growth_qoq": 0.018373717512222366, "gross_margin": 0.6878505234608897, "operating_margin": 0.44121348263958016, "net_margin": 0.35297078611166416, "roa_ttm": 0.06529321253154684, "roe_ttm": 0.1457723095317343, "debt_to_ebitda": 4.145650839823455, "net_debt_to_ebitda": 4.137522078870251, "interest_coverage": 30.56182193525717, "debt_to_equity": 1.0413177314560444, "current_ratio": 0.2938207745353819, "quick_ratio": 0.017019852721037947, "fcf_to_ebitda": 0.9151625249173255, "capex_to_revenue": 0.03355899301368174, "working_capital_to_revenue": -0.2642487095410645, "capital_efficiency": 0.10553276103164058, "financial_health": -1.0365765955776214, "margin_quality": 0.4940115974040447, "growth_momentum": -0.011180206766452639, "company_age_years": 19.68788501026694, "ebitda": 695801000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 18.64344450888896, "revenue_cagr_3y": 0.10777906186745745, "revenue_cagr_5y": 0.0820669075522995, "earnings_cagr_3y": 0.3538330463631223, "quarterly_revenue_growth_yoy": 0.09518554306735154, "quarterly_earnings_growth_yoy": 0.18386254386986245, "revenue_growth_qoq": 0.034786592153715795, "gross_margin": 0.5950182574117042, "operating_margin": 0.28735726480909046, "net_margin": 0.22034273472654128, "roa_ttm": 0.028192594895412988, "roe_ttm": 0.053438006089377904, "debt_to_ebitda": 5.43133457733893, "net_debt_to_ebitda": 4.962210787765696, "interest_coverage": 17.512515999777396, "debt_to_equity": 0.8432148489491101, "current_ratio": 5.01393958542933, "quick_ratio": 5.364566097664403, "fcf_to_ebitda": 0.5334305318632373, "capex_to_revenue": 0.08663143423536233, "working_capital_to_revenue": 0.38799812090127617, "capital_efficiency": 0.04081530049239544, "financial_health": -0.8046580146143202, "margin_quality": 0.36757275231577863, "growth_momentum": 0.139524043468607, "company_age_years": 7.1594798083504445, "ebitda": 1573412000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 22.542644892101137, "revenue_cagr_3y": 0.08638184092066581, "revenue_cagr_5y": 0.15058696522832316, "earnings_cagr_3y": 0.10942657516231202, "quarterly_revenue_growth_yoy": 0.08826091008719071, "quarterly_earnings_growth_yoy": 0.10853103495937368, "revenue_growth_qoq": -0.004670658330614416, "gross_margin": 0.7919821599432992, "operating_margin": 0.4862234953635343, "net_margin": 0.33158702970881815, "roa_ttm": 0.04916086103555902, "roe_ttm": 0.165143874256337, "debt_to_ebitda": 5.834870340993706, "net_debt_to_ebitda": 5.75885321037272, "interest_coverage": 18.794063321671484, "debt_to_equity": 1.9868360183483131, "current_ratio": 0.3633257692772195, "quick_ratio": 0.501849697755573, "fcf_to_ebitda": 0.8092669074696722, "capex_to_revenue": 0.005883030442636664, "working_capital_to_revenue": -0.151794157583987, "capital_efficiency": 0.10715236764594802, "financial_health": -1.9169248658825297, "margin_quality": 0.5365975616718839, "growth_momentum": 0.0983959725232822, "company_age_years": 15.383983572895277, "ebitda": 864884000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 18.339122340425533, "revenue_cagr_3y": -0.09137172810137695, "revenue_cagr_5y": -0.045762439416336176, "earnings_cagr_3y": 0.7502931716197714, "quarterly_revenue_growth_yoy": -0.37168640721940216, "quarterly_earnings_growth_yoy": -0.25598086124401914, "revenue_growth_qoq": -0.3345280764635603, "gross_margin": 0.755834829443447, "operating_margin": 0.466786355475763, "net_margin": 0.2791741472172352, "roa_ttm": 0.03646255656404489, "roe_ttm": 0.230489417989418, "debt_to_ebitda": 6.310372340425532, "net_debt_to_ebitda": 6.277127659574468, "interest_coverage": 17.24770642201835, "debt_to_equity": 3.9231150793650795, "current_ratio": 0.418236301369863, "quick_ratio": 0.418236301369863, "fcf_to_ebitda": 0.4563829787234043, "capex_to_revenue": 0.22192344194875038, "working_capital_to_revenue": -0.21496361910787726, "capital_efficiency": 0.13347598727673143, "financial_health": -3.7268891321884965, "margin_quality": 0.5005984440454818, "growth_momentum": -0.3138336342317106, "company_age_years": 25.6290212183436, "ebitda": 3760000000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 21.52783903361354, "revenue_cagr_3y": 0.2060899269277361, "revenue_cagr_5y": 0.18762291224880512, "earnings_cagr_3y": -0.01645907994128326, "quarterly_revenue_growth_yoy": 0.24000839163982882, "quarterly_earnings_growth_yoy": 0.24370097061560964, "revenue_growth_qoq": 0.20606143049565367, "gross_margin": 0.6162236466447465, "operating_margin": 0.1538889923917039, "net_margin": 0.07535888901756807, "roa_ttm": 0.020719767904674172, "roe_ttm": 0.041309716779277986, "debt_to_ebitda": 5.074666248019502, "net_debt_to_ebitda": 4.853133780133935, "interest_coverage": 28.549477927736184, "debt_to_equity": 0.6813301895307418, "current_ratio": 0.5593733822146623, "quick_ratio": 0.5593733822146623, "fcf_to_ebitda": 0.6134445379481582, "capex_to_revenue": 0.4073553314541028, "working_capital_to_revenue": -0.24458978359720854, "capital_efficiency": 0.031014742341976077, "financial_health": -0.6626147566847453, "margin_quality": 0.2818238426846728, "growth_momentum": 0.24185468112771924, "company_age_years": 15.668720054757015, "ebitda": 2280361000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 25.530985228755434, "revenue_cagr_3y": 0.05970793539679642, "revenue_cagr_5y": 0.0512240717004242, "earnings_cagr_3y": -0.6578737897610876, "quarterly_revenue_growth_yoy": -0.06233649889106977, "quarterly_earnings_growth_yoy": -0.3729170656962268, "revenue_growth_qoq": -0.003118551246097677, "gross_margin": 0.6723471591455707, "operating_margin": 0.2490371250095375, "net_margin": 0.010861163544441532, "roa_ttm": 0.006404394643171482, "roe_ttm": 0.020410909982516736, "debt_to_ebitda": 7.35281156022579, "net_debt_to_ebitda": 7.351176047837342, "interest_coverage": 9.16877782895747, "debt_to_equity": 1.7553182700098078, "current_ratio": 1.3335398270999954, "quick_ratio": 0.584981430970983, "fcf_to_ebitda": 0.5893831243589476, "capex_to_revenue": 0.1393108813594022, "working_capital_to_revenue": 0.08862483365748797, "capital_efficiency": 0.013407652312844109, "financial_health": -1.6793018081313575, "margin_quality": 0.3107484825665166, "growth_momentum": -0.2176267822936483, "company_age_years": 31.066392881587955, "ebitda": 716595000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 18.61896191501596, "revenue_cagr_3y": 0.1008097183403307, "revenue_cagr_5y": 0.081035989179709, "earnings_cagr_3y": 0.3507393837640258, "quarterly_revenue_growth_yoy": 0.026627248188101287, "quarterly_earnings_growth_yoy": -0.916894215137608, "revenue_growth_qoq": 0.004076067247856801, "gross_margin": 0.24576711932967352, "operating_margin": 0.16533275546566503, "net_margin": 0.06954396609843012, "roa_ttm": 0.01240136879536923, "roe_ttm": 0.03703970358780825, "debt_to_ebitda": 5.57260227452524, "net_debt_to_ebitda": 5.569929881025427, "interest_coverage": 21.6796134780699, "debt_to_equity": 1.551730288976097, "current_ratio": 0.3270328858496251, "quick_ratio": 0.3270328858496251, "fcf_to_ebitda": 0.5200497045895706, "capex_to_revenue": 0.17532096555346965, "working_capital_to_revenue": -0.3440059599675131, "capital_efficiency": 0.02472053619158874, "financial_health": -1.4355454913840076, "margin_quality": 0.16021461363125622, "growth_momentum": -0.4451334834747534, "company_age_years": 34.31622176591376, "ebitda": 1036524000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 24.225562650333202, "revenue_cagr_3y": 0.08017612027269072, "revenue_cagr_5y": 0.09473882309097403, "earnings_cagr_3y": -0.10210959713286594, "quarterly_revenue_growth_yoy": 0.06360817435473393, "quarterly_earnings_growth_yoy": 0.38985767977057767, "revenue_growth_qoq": 0.03307240648368323, "gross_margin": 0.8156675246210702, "operating_margin": 0.5435071732207164, "net_margin": 0.433297515819402, "roa_ttm": 0.051221135122662693, "roe_ttm": 0.1888962896703364, "debt_to_ebitda": 6.432675957322241, "net_debt_to_ebitda": 6.310517531084217, "interest_coverage": 21.77928125609518, "debt_to_equity": 2.255416580480489, "current_ratio": 0.3745713225199753, "quick_ratio": 0.6354718515847969, "fcf_to_ebitda": 0.8554123535344829, "capex_to_revenue": 0.005145175482183388, "working_capital_to_revenue": -0.5109043917152012, "capital_efficiency": 0.12005871239649954, "financial_health": -1.8713212277103481, "margin_quality": 0.5974907378870628, "growth_momentum": 0.2267329270626558, "company_age_years": 16.386036960985628, "ebitda": 893299000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 26.5188346281909, "revenue_cagr_3y": 0.055743962190763385, "revenue_cagr_5y": 0.10278783851963835, "earnings_cagr_3y": 0.2887076981605219, "quarterly_revenue_growth_yoy": 0.08882907133243607, "quarterly_earnings_growth_yoy": 1.1533742331288344, "revenue_growth_qoq": 0.022109917877447885, "gross_margin": 0.6835599505562423, "operating_margin": 0.32509270704573545, "net_margin": 0.2169344870210136, "roa_ttm": 0.0320736334734899, "roe_ttm": 0.14689995302959136, "debt_to_ebitda": 5.746392896781354, "net_debt_to_ebitda": 5.647336293007769, "interest_coverage": 22.955414012738853, "debt_to_equity": 2.431892907468295, "current_ratio": 0.6703573225968797, "quick_ratio": 0.5193759436336185, "fcf_to_ebitda": 0.4716981132075472, "capex_to_revenue": 0.20682958407509305, "working_capital_to_revenue": -0.10600420780061498, "capital_efficiency": 0.08948679325154063, "financial_health": -2.373773349064318, "margin_quality": 0.4085290482076638, "growth_momentum": 0.6211016522306352, "company_age_years": 23.129363449691994, "ebitda": 3604000000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 22.188540223428454, "revenue_cagr_3y": 0.231610308434677, "revenue_cagr_5y": 0.15702607144492475, "earnings_cagr_3y": 0.08224550939588737, "quarterly_revenue_growth_yoy": 0.09119853672042011, "quarterly_earnings_growth_yoy": 0.09244715544504942, "revenue_growth_qoq": 0.0115302086839448, "gross_margin": 0.6709099265661622, "operating_margin": 0.39630563949413633, "net_margin": 0.322555688886763, "roa_ttm": 0.043721792265864916, "roe_ttm": 0.07522636493211847, "debt_to_ebitda": 4.725764205254423, "net_debt_to_ebitda": 4.439376637046391, "interest_coverage": 33.12596821185778, "debt_to_equity": 0.6715984491072936, "current_ratio": 968.1826401446655, "quick_ratio": -2819.8517179023506, "fcf_to_ebitda": 0.7083860394042385, "capex_to_revenue": 0.03560885698322277, "working_capital_to_revenue": 0.2881703768318026, "capital_efficiency": 0.05947407859899169, "financial_health": -0.6425443225872705, "margin_quality": 0.4632570849823539, "growth_momentum": 0.09182284608273476, "company_age_years": 21.809719370294317, "ebitda": 1398479000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 20.927471731498827, "revenue_cagr_3y": 0.1803136586725178, "revenue_cagr_5y": 0.18842399129247323, "earnings_cagr_3y": 0.17988255241270057, "quarterly_revenue_growth_yoy": 0.08438145896086456, "quarterly_earnings_growth_yoy": 0.0730096850825364, "revenue_growth_qoq": 0.011603899694155357, "gross_margin": 0.7289350426522578, "operating_margin": 0.4632318857625172, "net_margin": 0.30468171660636084, "roa_ttm": 0.06479124099941316, "roe_ttm": 0.20651954087331692, "debt_to_ebitda": 5.768104990843212, "net_debt_to_ebitda": 5.721498512349857, "interest_coverage": 18.07411973918198, "debt_to_equity": 1.876002344955998, "current_ratio": 0.21394200329238952, "quick_ratio": 0.8477942573129036, "fcf_to_ebitda": 0.8503534152983958, "capex_to_revenue": 0.006700879829546698, "working_capital_to_revenue": -0.1738133676339979, "capital_efficiency": 0.13565539093636503, "financial_health": -1.8283668582273493, "margin_quality": 0.4989495483403787, "growth_momentum": 0.07869557202170048, "company_age_years": 13.631759069130732, "ebitda": 762276000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 18.031528023983608, "revenue_cagr_3y": 0.08828892132880495, "revenue_cagr_5y": 0.11968407038005191, "earnings_cagr_3y": -0.21124171483218013, "quarterly_revenue_growth_yoy": 0.11072103984403638, "quarterly_earnings_growth_yoy": 6.257113560625481, "revenue_growth_qoq": -0.023382951900698216, "gross_margin": 0.5274988518872491, "operating_margin": 0.09786593401618966, "net_margin": 0.020669680112788844, "roa_ttm": 0.021509134510083114, "roe_ttm": 0.04963181966879201, "debt_to_ebitda": 5.517162151166491, "net_debt_to_ebitda": 5.00251924099198, "interest_coverage": 27.79432056178391, "debt_to_equity": 0.9115143720942251, "current_ratio": 0.7031223915709502, "quick_ratio": 0.7048973966799629, "fcf_to_ebitda": -0.1653188183851086, "capex_to_revenue": 0.6437025258619541, "working_capital_to_revenue": -0.26072724039407263, "capital_efficiency": 0.03557047708943756, "financial_health": -0.7798690415187596, "margin_quality": 0.2153448220054092, "growth_momentum": 3.1839173002347585, "company_age_years": 19.170431211498972, "ebitda": 3158491000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 22.931574464561386, "revenue_cagr_3y": 0.14411531707078828, "revenue_cagr_5y": 0.12918953184037063, "earnings_cagr_3y": 0.1647823706206717, "quarterly_revenue_growth_yoy": 0.29350893697083724, "quarterly_earnings_growth_yoy": 0.4260869565217391, "revenue_growth_qoq": 0.03383458646616541, "gross_margin": 0.6552727272727272, "operating_margin": 0.2610909090909091, "net_margin": 0.11927272727272727, "roa_ttm": 0.01703541232692072, "roe_ttm": 0.04523009353395689, "debt_to_ebitda": 6.071557429894657, "net_debt_to_ebitda": 5.9521521053783415, "interest_coverage": 17.120708860759493, "debt_to_equity": 1.3358275721838146, "current_ratio": 0.9578220858895705, "quick_ratio": 0.7223926380368099, "fcf_to_ebitda": 0.28995013811092646, "capex_to_revenue": 0.30857139041870707, "working_capital_to_revenue": -0.010491998420477329, "capital_efficiency": 0.031132752930438806, "financial_health": -1.3169048912394865, "margin_quality": 0.34521212121212114, "growth_momentum": 0.3597979467462882, "company_age_years": 20.128678986995208, "ebitda": 2705072000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 18.83949337071187, "revenue_cagr_3y": 0.15180918737735127, "revenue_cagr_5y": 0.10867122315157873, "earnings_cagr_3y": 0.07738762009144584, "quarterly_revenue_growth_yoy": 0.06552434357149288, "quarterly_earnings_growth_yoy": 0.06531186342031235, "revenue_growth_qoq": 0.01403017957370915, "gross_margin": 0.7492550876479047, "operating_margin": 0.5004733297237272, "net_margin": 0.37874309835257114, "roa_ttm": 0.10845088467913117, "roe_ttm": 0.21454996605473306, "debt_to_ebitda": 2.9588176515988547, "net_debt_to_ebitda": 2.8483886102311655, "interest_coverage": 48.840937581994694, "debt_to_equity": 0.9900725823509778, "current_ratio": 0.6177067177746651, "quick_ratio": 0.6177067177746651, "fcf_to_ebitda": 0.8313503966171888, "capex_to_revenue": 0.10207362612308503, "working_capital_to_revenue": -0.05068763018268186, "capital_efficiency": 0.1615004253669321, "financial_health": -0.8904513731400221, "margin_quality": 0.5428238385747344, "growth_momentum": 0.06541810349590262, "company_age_years": 43.115674195756334, "ebitda": 3350586000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 21.803839363001433, "revenue_cagr_3y": 0.21099958798803042, "revenue_cagr_5y": 0.22711344609127448, "earnings_cagr_3y": 0.08467187544366417, "quarterly_revenue_growth_yoy": 0.14091656683384435, "quarterly_earnings_growth_yoy": -0.87801378740656, "revenue_growth_qoq": 0.1672665139782601, "gross_margin": 0.9820338500418231, "operating_margin": 0.6967511434622435, "net_margin": 0.3994821050383527, "roa_ttm": 0.025981771987543038, "roe_ttm": 0.05416034713084703, "debt_to_ebitda": 9.704442507677896, "net_debt_to_ebitda": 9.020217471215302, "interest_coverage": 10.45682667121313, "debt_to_equity": 1.0960398691563127, "current_ratio": 4.919445603509524, "quick_ratio": 6.897454693085832, "fcf_to_ebitda": -1.4879984703496851, "capex_to_revenue": 2.286857749278269, "working_capital_to_revenue": 1.339582982692587, "capital_efficiency": 0.04007105955919504, "financial_health": -0.9834675833132248, "margin_quality": 0.6927556995141398, "growth_momentum": -0.3685486102863578, "company_age_years": 14.22861054072553, "ebitda": 674664000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 22.56104571193081, "revenue_cagr_3y": 0.07210670656982954, "revenue_cagr_5y": 0.047628654432464, "earnings_cagr_3y": 0.2757500055220168, "quarterly_revenue_growth_yoy": 0.04849429893881237, "quarterly_earnings_growth_yoy": -0.5465873133510772, "revenue_growth_qoq": -0.012191311862266095, "gross_margin": 0.7582687868856872, "operating_margin": 0.33397823702397694, "net_margin": 0.4734591288080161, "roa_ttm": 0.06440241361264876, "roe_ttm": 0.13979148380384512, "debt_to_ebitda": 6.910164361713515, "net_debt_to_ebitda": 6.613125120421314, "interest_coverage": 14.249032430268251, "debt_to_equity": 0.9965021546056154, "current_ratio": 3.65015304678859, "quick_ratio": 3.65015304678859, "fcf_to_ebitda": 0.9242710496456937, "capex_to_revenue": 0.2609005391714633, "working_capital_to_revenue": 0.261826406271839, "capital_efficiency": 0.10209694870824694, "financial_health": -0.976376199455832, "margin_quality": 0.5219020509058935, "growth_momentum": -0.24904650720613244, "company_age_years": 24.355920602327174, "ebitda": 747376000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 21.49479980544921, "revenue_cagr_3y": 0.1520145991605686, "revenue_cagr_5y": 0.12619916134787834, "earnings_cagr_3y": 0.220743430887129, "quarterly_revenue_growth_yoy": 0.18684205700033013, "quarterly_earnings_growth_yoy": -0.2379609317873185, "revenue_growth_qoq": 0.015016145444279101, "gross_margin": 0.8058469027061482, "operating_margin": 0.5206969152614398, "net_margin": 0.3945452087075776, "roa_ttm": 0.07066192461893027, "roe_ttm": 0.26376757617582786, "debt_to_ebitda": 6.075738411337418, "net_debt_to_ebitda": 6.007564151033427, "interest_coverage": 18.680439373577247, "debt_to_equity": 2.539105907877569, "current_ratio": 0.07843369098132483, "quick_ratio": 0.6689337788167887, "fcf_to_ebitda": 0.8921550562870032, "capex_to_revenue": 0.01161580343488343, "working_capital_to_revenue": -0.555130804976399, "capital_efficiency": 0.16721475039737907, "financial_health": -2.241560278432611, "margin_quality": 0.5736963422250552, "growth_momentum": -0.025559437393494186, "company_age_years": 18.38466803559206, "ebitda": 1362215000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 23.464735860408013, "revenue_cagr_3y": 0.07398395713054384, "revenue_cagr_5y": 0.07112312898539952, "earnings_cagr_3y": 0.20553087479023358, "quarterly_revenue_growth_yoy": 0.05085336471681626, "quarterly_earnings_growth_yoy": 0.3637761212706244, "revenue_growth_qoq": 0.0031824252973880005, "gross_margin": 0.6940624564405501, "operating_margin": 0.399377069824897, "net_margin": 0.36669726843195594, "roa_ttm": 0.04299041458236517, "roe_ttm": 0.12522542282621626, "debt_to_ebitda": 6.454364229929974, "net_debt_to_ebitda": 6.272696239940705, "interest_coverage": 22.178901576943993, "debt_to_equity": 1.717707631174377, "current_ratio": 1.8165184672388994, "quick_ratio": 1.816518463651983, "fcf_to_ebitda": -0.13686110393394577, "capex_to_revenue": 0.6511665594416501, "working_capital_to_revenue": 0.27736918547978323, "capital_efficiency": 0.08410791870429071, "financial_health": -1.5609166779400905, "margin_quality": 0.4867122648991343, "growth_momentum": 0.20731474299372032, "company_age_years": 44.158795345653665, "ebitda": 530231000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 19.439329392111084, "revenue_cagr_3y": 0.09948843814310893, "revenue_cagr_5y": 0.08153438879963515, "earnings_cagr_3y": 0.06647248772699732, "quarterly_revenue_growth_yoy": 0.08841018568487538, "quarterly_earnings_growth_yoy": -0.4691289966923925, "revenue_growth_qoq": 0.01147299156862047, "gross_margin": 0.5916801718874101, "operating_margin": 0.28848987911870977, "net_margin": 0.11200227714090269, "roa_ttm": 0.024787723844188213, "roe_ttm": 0.04754063241635491, "debt_to_ebitda": 5.5817922061972585, "net_debt_to_ebitda": 5.092247482698657, "interest_coverage": 17.007632739675802, "debt_to_equity": 0.8517843014093361, "current_ratio": 3.4495536356888237, "quick_ratio": 3.4495536356888237, "fcf_to_ebitda": 0.6022605085164286, "capex_to_revenue": 0.08790142537534831, "working_capital_to_revenue": 0.3414880783283612, "capital_efficiency": 0.03616417813027156, "financial_health": -0.8127469450543048, "margin_quality": 0.33072410938234087, "growth_momentum": -0.19035940550375857, "company_age_years": 7.408624229979466, "ebitda": 1530806000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 18.13934601345576, "revenue_cagr_3y": 0.039202093735568155, "revenue_cagr_5y": 0.025849843827352004, "earnings_cagr_3y": -0.2513700779141681, "quarterly_revenue_growth_yoy": -0.019854473512380698, "quarterly_earnings_growth_yoy": -0.6111347618371884, "revenue_growth_qoq": -0.05715381809018388, "gross_margin": 0.5754000071803832, "operating_margin": 0.15728629384521486, "net_margin": 0.06558881136734442, "roa_ttm": 0.027028422360927108, "roe_ttm": 0.05593050953419411, "debt_to_ebitda": 5.005609410655088, "net_debt_to_ebitda": 4.072387148616806, "interest_coverage": 27.45213354910144, "debt_to_equity": 0.9119778577428374, "current_ratio": 1.9965901493202585, "quick_ratio": 1.9965901493202585, "fcf_to_ebitda": 0.28957341486835103, "capex_to_revenue": 0.3847736368484522, "working_capital_to_revenue": 0.30077880647067584, "capital_efficiency": 0.041479465947560606, "financial_health": -0.8292763387190623, "margin_quality": 0.2660917041309808, "growth_momentum": -0.31549461767478454, "company_age_years": 26.940451745379878, "ebitda": 644631000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 24.687347042997082, "revenue_cagr_3y": 0.09323277696434751, "revenue_cagr_5y": 0.07860354098302258, "earnings_cagr_3y": 0.11045862858087219, "quarterly_revenue_growth_yoy": 0.07742412272877858, "quarterly_earnings_growth_yoy": 0.09268853111931497, "revenue_growth_qoq": 0.03661737927968276, "gross_margin": 0.7287807400959968, "operating_margin": 0.5311516458841857, "net_margin": 0.5623868632014482, "roa_ttm": 0.13759839442032254, "roe_ttm": 0.1574306346265453, "debt_to_ebitda": 0.25151326566931886, "net_debt_to_ebitda": 0.10774528942173134, "interest_coverage": 1313.0130624092888, "debt_to_equity": 0.05208100984314846, "current_ratio": 0.8507206420533148, "quick_ratio": 0.8507206420533148, "fcf_to_ebitda": 0.8479809122924925, "capex_to_revenue": 0.13627001474430275, "working_capital_to_revenue": -0.018448566310561576, "capital_efficiency": 0.14751451452343392, "financial_health": -0.023974124940494577, "margin_quality": 0.6074397497272103, "growth_momentum": 0.08505632692404677, "company_age_years": 35.61396303901437, "ebitda": 1809332000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 24.280751115281575, "revenue_cagr_3y": 0.09263463570353525, "revenue_cagr_5y": 0.1463633291907276, "earnings_cagr_3y": -0.028881076324950516, "quarterly_revenue_growth_yoy": 0.09541656604684859, "quarterly_earnings_growth_yoy": -0.1710996244210785, "revenue_growth_qoq": 0.041276555369533216, "gross_margin": 0.7169475234341243, "operating_margin": 0.47805319671143326, "net_margin": 0.31722264843081754, "roa_ttm": 0.049103737123471616, "roe_ttm": 0.1619153023291582, "debt_to_ebitda": 5.6196177445386235, "net_debt_to_ebitda": 5.54688853957673, "interest_coverage": 17.8044246683578, "debt_to_equity": 1.9074694951548214, "current_ratio": 0.20414564214919784, "quick_ratio": 0.20414564214919784, "fcf_to_ebitda": 0.802306705937035, "capex_to_revenue": 0.004820992598267383, "working_capital_to_revenue": -0.20126367269871118, "capital_efficiency": 0.10550951972631492, "financial_health": -1.836955507436934, "margin_quality": 0.504074456192125, "growth_momentum": -0.03784152918711496, "company_age_years": 15.132101300479125, "ebitda": 856286000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 24.6022574385511, "revenue_cagr_3y": 0.1431674294645362, "revenue_cagr_5y": 0.1066511250365978, "earnings_cagr_3y": 0.34996793019107875, "quarterly_revenue_growth_yoy": 0.07781818181818181, "quarterly_earnings_growth_yoy": 0.47560975609756095, "revenue_growth_qoq": 0.024187975120939877, "gross_margin": 0.6524966261808367, "operating_margin": 0.2854251012145749, "net_margin": 0.1632928475033738, "roa_ttm": 0.022532860421447944, "roe_ttm": 0.07629139072847682, "debt_to_ebitda": 5.8686934023285895, "net_debt_to_ebitda": 5.809831824062096, "interest_coverage": 17.872832369942195, "debt_to_equity": 1.6022958057395142, "current_ratio": 0.7226066897347174, "quick_ratio": 0.5859284890426759, "fcf_to_ebitda": 0.18758085381630013, "capex_to_revenue": 0.3540653231410702, "working_capital_to_revenue": -0.08356497567755386, "capital_efficiency": 0.049412125574962384, "financial_health": -1.5625824130020372, "margin_quality": 0.3670715249662618, "growth_momentum": 0.27671396895787137, "company_age_years": 21.127994524298426, "ebitda": 3092000000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 20.167892721541104, "revenue_cagr_3y": 0.17984143828757437, "revenue_cagr_5y": 0.18335409644626433, "earnings_cagr_3y": 0.16000014789441042, "quarterly_revenue_growth_yoy": 0.25382394901039296, "quarterly_earnings_growth_yoy": 0.1487176505220618, "revenue_growth_qoq": 0.04981263993546162, "gross_margin": 0.6956945697353979, "operating_margin": 0.32877521751128236, "net_margin": 0.19556525709703645, "roa_ttm": 0.031111267358673533, "roe_ttm": 0.14554538988400395, "debt_to_ebitda": 5.4066594063004905, "net_debt_to_ebitda": 5.202650367573926, "interest_coverage": 18.989787266422447, "debt_to_equity": 2.756680871755223, "current_ratio": 0.5332365448053603, "quick_ratio": 0.39355786028174, "fcf_to_ebitda": 0.6087167326634906, "capex_to_revenue": 0.11392721474517897, "working_capital_to_revenue": -0.2450360788626075, "capital_efficiency": 0.08832832862133874, "financial_health": -2.4852911660402186, "margin_quality": 0.4066783481145722, "growth_momentum": 0.20127079976622736, "company_age_years": 18.819986310746064, "ebitda": 3493855000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 22.86611713082717, "revenue_cagr_3y": 0.1730057056880483, "revenue_cagr_5y": 0.1675781925807085, "earnings_cagr_3y": 0.1383954678924353, "quarterly_revenue_growth_yoy": 0.07768781577960672, "quarterly_earnings_growth_yoy": -0.09769678562389268, "revenue_growth_qoq": 0.021883250220005868, "gross_margin": 0.7015156734412676, "operating_margin": 0.23131243541164312, "net_margin": 0.1637386611551269, "roa_ttm": 0.03514472241051765, "roe_ttm": 0.19071374443497205, "debt_to_ebitda": 5.819103005365762, "net_debt_to_ebitda": 5.512682524257834, "interest_coverage": 18.652772981208734, "debt_to_equity": 3.374064601686085, "current_ratio": 0.6155301780095496, "quick_ratio": 0.581754571258829, "fcf_to_ebitda": 0.5991021395250564, "capex_to_revenue": 0.12283113631342514, "working_capital_to_revenue": -0.2573532660726121, "capital_efficiency": 0.11292923342274486, "financial_health": -2.8987735350713133, "margin_quality": 0.3655222566693459, "growth_momentum": -0.010004484922142981, "company_age_years": 19.81930184804928, "ebitda": 3672731000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 29.062996812417826, "revenue_cagr_3y": 0.22812821420938634, "revenue_cagr_5y": 0.13831243790000025, "earnings_cagr_3y": 0.21322766128358173, "quarterly_revenue_growth_yoy": -0.09105111347703701, "quarterly_earnings_growth_yoy": 0.4776363766178451, "revenue_growth_qoq": 0.0021997429279048625, "gross_margin": 0.7478089955006856, "operating_margin": 0.609002799689271, "net_margin": 0.5215103376484348, "roa_ttm": 0.027499520077333327, "roe_ttm": 0.04834376361615143, "debt_to_ebitda": 4.589447178480343, "net_debt_to_ebitda": 4.427333315004601, "interest_coverage": 54.23057358358183, "debt_to_equity": 0.5303401921022591, "current_ratio": 0.9915518048904632, "quick_ratio": 0.9915518048904632, "fcf_to_ebitda": 0.7918023127625659, "capex_to_revenue": 0.4563216252352272, "working_capital_to_revenue": -0.0024526385503773427, "capital_efficiency": 0.03792164184674238, "financial_health": -0.5183869539715931, "margin_quality": 0.6261073776127971, "growth_momentum": 0.19329263157040405, "company_age_years": 27.33196440793977, "ebitda": 3710022000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 26.694148153176126, "revenue_cagr_3y": -0.08945054630627192, "revenue_cagr_5y": -0.08360670600397835, "earnings_cagr_3y": -0.32129385445689507, "quarterly_revenue_growth_yoy": 0.12432616591842005, "quarterly_earnings_growth_yoy": -0.03315068493150685, "revenue_growth_qoq": 0.07988314803623783, "gross_margin": 0.48022296511343754, "operating_margin": 0.17128774327243582, "net_margin": 0.15523005190463623, "roa_ttm": -0.002652840675174969, "roe_ttm": -0.0073709499890694825, "debt_to_ebitda": 15.835209448576219, "net_debt_to_ebitda": 11.929555786298977, "interest_coverage": 11.775972693296463, "debt_to_equity": 1.3713575003685872, "current_ratio": 2.876354630305015, "quick_ratio": 2.8810911844827842, "fcf_to_ebitda": 1.0879878480566798, "capex_to_revenue": 0.41316917881521026, "working_capital_to_revenue": 1.3057211725532367, "capital_efficiency": -0.005011895332122226, "financial_health": -1.1582720700657927, "margin_quality": 0.2689135867635032, "growth_momentum": 0.0455877404934566, "company_age_years": 33.73579739904175, "ebitda": 545098000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 17.65567650615264, "revenue_cagr_3y": 0.11858954353005413, "revenue_cagr_5y": 0.14402619579055798, "earnings_cagr_3y": 0.13766069262054303, "quarterly_revenue_growth_yoy": 0.08060938157219985, "quarterly_earnings_growth_yoy": -0.2595520155258157, "revenue_growth_qoq": 0.023108773805692092, "gross_margin": 0.791669110550647, "operating_margin": 0.3417509584468629, "net_margin": 0.19529921138085665, "roa_ttm": 0.02859934605008532, "roe_ttm": 0.05370905343335615, "debt_to_ebitda": 5.496706735898712, "net_debt_to_ebitda": 5.4746159044028735, "interest_coverage": 22.121867747138193, "debt_to_equity": 0.9223112502991196, "current_ratio": 0.41969447926823605, "quick_ratio": 0.526546872823513, "fcf_to_ebitda": 0.5953730706309126, "capex_to_revenue": 0.19414816610674332, "working_capital_to_revenue": -0.4328625359332248, "capital_efficiency": 0.041154199741720736, "financial_health": -0.7905449318459007, "margin_quality": 0.4429064267927889, "growth_momentum": -0.08947131697680792, "company_age_years": 12.960985626283367, "ebitda": 562360000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 21.126330979461173, "revenue_cagr_3y": 0.023685256885005668, "revenue_cagr_5y": 0.04744074110104668, "earnings_cagr_3y": -0.22566106723428503, "quarterly_revenue_growth_yoy": 0.03573034320203823, "quarterly_earnings_growth_yoy": 0.8778100686797076, "revenue_growth_qoq": -0.035362042985169324, "gross_margin": 0.7152605581462651, "operating_margin": 0.5291701471333013, "net_margin": 0.47385868099632333, "roa_ttm": 0.04338816559451913, "roe_ttm": 0.09096248437202165, "debt_to_ebitda": 13.386140953961622, "net_debt_to_ebitda": 13.099483706285074, "interest_coverage": 15.249023887231443, "debt_to_equity": 1.8793473984831228, "current_ratio": 3.2966666414540615, "quick_ratio": 3.338267440189397, "fcf_to_ebitda": 0.9194124861144303, "capex_to_revenue": 0.2718191004223478, "working_capital_to_revenue": 0.2506678642543201, "capital_efficiency": 0.06717532498327039, "financial_health": -0.9204771319426504, "margin_quality": 0.57276312875863, "growth_momentum": 0.4567702059408729, "company_age_years": 26.354551676933607, "ebitda": 761582000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 21.1513862303542, "revenue_cagr_3y": 0.092831851291997, "revenue_cagr_5y": 0.20662597344187228, "earnings_cagr_3y": 1.2391239048615752, "quarterly_revenue_growth_yoy": 0.054330047576106225, "quarterly_earnings_growth_yoy": -0.01741352255842695, "revenue_growth_qoq": 0.010906250372684882, "gross_margin": 0.8749314284703092, "operating_margin": 0.3310515480944488, "net_margin": 0.20869044599512773, "roa_ttm": 0.040786826231895036, "roe_ttm": 0.08087246446880393, "debt_to_ebitda": 8.559444958650323, "net_debt_to_ebitda": 8.409038986838837, "interest_coverage": 23.391360980074634, "debt_to_equity": 1.80071881639565, "current_ratio": 1.4898633423573848, "quick_ratio": 1.480088187138295, "fcf_to_ebitda": 0.5050695682928114, "capex_to_revenue": 0.04756148348246947, "working_capital_to_revenue": 0.11337422852533438, "capital_efficiency": 0.06082964535034949, "financial_health": -0.8881959994791827, "margin_quality": 0.47155780751996196, "growth_momentum": 0.018458262508839637, "company_age_years": 23.066392881587955, "ebitda": 1328910000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 19.93757103029682, "revenue_cagr_3y": -0.04025194532848053, "revenue_cagr_5y": -0.05742750062760282, "earnings_cagr_3y": -0.5469214200365677, "quarterly_revenue_growth_yoy": -0.135960814885447, "quarterly_earnings_growth_yoy": -0.8484682456442447, "revenue_growth_qoq": 0.00039349080425044665, "gross_margin": 0.5570738036339775, "operating_margin": 0.24935640159049433, "net_margin": 0.018044989439580043, "roa_ttm": 0.01027099378024218, "roe_ttm": 0.03972737272516268, "debt_to_ebitda": 8.944261686040074, "net_debt_to_ebitda": 7.729621777033933, "interest_coverage": 12.395038903885851, "debt_to_equity": 2.2418052187889614, "current_ratio": 4.7290517986906515, "quick_ratio": 4.800815505562578, "fcf_to_ebitda": 0.7542635070153301, "capex_to_revenue": 0.3016130053240085, "working_capital_to_revenue": 0.8556376172469322, "capital_efficiency": 0.02499918325270243, "financial_health": -2.1447481358226708, "margin_quality": 0.2748250648880173, "growth_momentum": -0.49221453026484585, "company_age_years": 30.234086242299796, "ebitda": 1092821000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 21.468857253764497, "revenue_cagr_3y": 0.039834007490943346, "revenue_cagr_5y": 0.038353406558210956, "earnings_cagr_3y": -0.026252286593709262, "quarterly_revenue_growth_yoy": 0.07752630232830335, "quarterly_earnings_growth_yoy": -0.015359059545106057, "revenue_growth_qoq": 0.014894720295281298, "gross_margin": 0.6030084444033198, "operating_margin": 0.23393692646248296, "net_margin": 0.15500448571210176, "roa_ttm": 0.024611981365050464, "roe_ttm": 0.04234965347396592, "debt_to_ebitda": 3.8399188425174633, "net_debt_to_ebitda": 3.8289708490805086, "interest_coverage": 27.183634587200782, "debt_to_equity": 0.5849492502795095, "current_ratio": 0.13864373538507957, "quick_ratio": 0.13864373538507957, "fcf_to_ebitda": 0.2558078098801507, "capex_to_revenue": 0.3773181309126286, "working_capital_to_revenue": -0.2113783681222227, "capital_efficiency": 0.033480817419508195, "financial_health": -0.5807222691887503, "margin_quality": 0.3306499521926349, "growth_momentum": 0.031083621391598645, "company_age_years": 25.689253935660506, "ebitda": 556449000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 19.92962309553835, "revenue_cagr_3y": 0.11369577902322359, "revenue_cagr_5y": 0.10309914024116407, "earnings_cagr_3y": 0.09942923703269635, "quarterly_revenue_growth_yoy": 0.13459023122178138, "quarterly_earnings_growth_yoy": 0.13267642918671343, "revenue_growth_qoq": 0.0007119739538206453, "gross_margin": 0.936204285204372, "operating_margin": 0.4842633056463983, "net_margin": 0.26004495509314196, "roa_ttm": 0.025389127428923484, "roe_ttm": 0.04688475915923603, "debt_to_ebitda": 5.547844557322305, "net_debt_to_ebitda": 5.522943716844085, "interest_coverage": 18.234991842345295, "debt_to_equity": 0.7612563027764939, "current_ratio": 0.847425884603124, "quick_ratio": 0.8474258835545191, "fcf_to_ebitda": 0.7706741438464736, "capex_to_revenue": 1.5150101233606934, "working_capital_to_revenue": -0.09089597208313838, "capital_efficiency": 0.03613694329407976, "financial_health": -0.6986438722598676, "margin_quality": 0.5601708486479708, "growth_momentum": 0.1336333302042474, "company_age_years": 25.700205338809035, "ebitda": 1419430000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 24.504297609738295, "revenue_cagr_3y": -0.0010065364222960893, "revenue_cagr_5y": 0.022839297965281835, "earnings_cagr_3y": 0.11813331430050322, "quarterly_revenue_growth_yoy": 0.04197381430747957, "quarterly_earnings_growth_yoy": 0.24112702895838295, "revenue_growth_qoq": 0.04687295622386176, "gross_margin": 0.6935231148482086, "operating_margin": 0.4613379259109175, "net_margin": 0.36949650491338265, "roa_ttm": 0.03733496686221065, "roe_ttm": 0.08440166811514006, "debt_to_ebitda": 13.225323219685121, "net_debt_to_ebitda": 13.06378245229903, "interest_coverage": 16.768581856327994, "debt_to_equity": 2.0858687099323068, "current_ratio": 2.713432693982926, "quick_ratio": 2.713432693982926, "fcf_to_ebitda": 0.7606453967260974, "capex_to_revenue": 0.15793211399933038, "working_capital_to_revenue": 0.18669858242930268, "capital_efficiency": 0.060868317488675355, "financial_health": -1.0814092497016434, "margin_quality": 0.5081191818908363, "growth_momentum": 0.14155042163293124, "company_age_years": 28.10677618069815, "ebitda": 767280000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 19.60689609172238, "revenue_cagr_3y": 0.114377389944464, "revenue_cagr_5y": 0.05430321067506805, "earnings_cagr_3y": 0.32620961467469667, "quarterly_revenue_growth_yoy": 0.18150176261721565, "quarterly_earnings_growth_yoy": -0.05761943251839644, "revenue_growth_qoq": 0.08021739447188589, "gross_margin": 0.6952401249588596, "operating_margin": 0.6235938081698059, "net_margin": 0.24218602467883524, "roa_ttm": 0.029336086926817627, "roe_ttm": 0.05183751246145321, "debt_to_ebitda": 4.947668885641222, "net_debt_to_ebitda": 4.846461968348347, "interest_coverage": 19.61078669531907, "debt_to_equity": 0.5906631419825736, "current_ratio": 0.6366849976107103, "quick_ratio": 0.004547484195436065, "fcf_to_ebitda": 0.7192979321729871, "capex_to_revenue": 0.1896315352236675, "working_capital_to_revenue": -0.13542617199305615, "capital_efficiency": 0.04058679969413542, "financial_health": -0.5622121218776257, "margin_quality": 0.5203399859358336, "growth_momentum": 0.06194116504940961, "company_age_years": 30.171115674195757, "ebitda": 839577000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 31.251463914834932, "revenue_cagr_3y": 0.06339891729327696, "revenue_cagr_5y": 0.17271042526157276, "earnings_cagr_3y": 0.43420753418461167, "quarterly_revenue_growth_yoy": 0.1209329885800474, "quarterly_earnings_growth_yoy": 0.054371348958259666, "revenue_growth_qoq": 0.020985924338412502, "gross_margin": 0.6192878081599308, "operating_margin": 0.2899533855543275, "net_margin": 0.14328992262963142, "roa_ttm": 0.014102231726382882, "roe_ttm": 0.026682168197529593, "debt_to_ebitda": 8.674494638119793, "net_debt_to_ebitda": 8.156338635769194, "interest_coverage": 14.883178928476637, "debt_to_equity": 1.0425710332033646, "current_ratio": 4.228917591526238, "quick_ratio": 5.061554590384904, "fcf_to_ebitda": 0.6325116426001977, "capex_to_revenue": 0.08155403019610691, "working_capital_to_revenue": 0.31314249367053737, "capital_efficiency": 0.020392199961956237, "financial_health": -0.7834631824390312, "margin_quality": 0.35084370544796323, "growth_momentum": 0.08765216876915354, "company_age_years": 4.91170431211499, "ebitda": 1177572000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 23.92664264230344, "revenue_cagr_3y": 0.06140576366896977, "revenue_cagr_5y": 0.04939900106868067, "earnings_cagr_3y": -0.2833978501917529, "quarterly_revenue_growth_yoy": -0.007985092743866832, "quarterly_earnings_growth_yoy": -0.7390284619875255, "revenue_growth_qoq": -0.024706170737056676, "gross_margin": 0.16953939361870998, "operating_margin": 0.2918706016191333, "net_margin": 0.08426702471030213, "roa_ttm": 0.006559251210864855, "roe_ttm": 0.019545791849607322, "debt_to_ebitda": 7.522380019375888, "net_debt_to_ebitda": 7.520339613843478, "interest_coverage": 17.750077112893276, "debt_to_equity": 1.6061381485375055, "current_ratio": 1.2240234174398301, "quick_ratio": 0.5197113903248999, "fcf_to_ebitda": 0.6229869277922349, "capex_to_revenue": 0.14028191255795966, "working_capital_to_revenue": 0.0632647552903925, "capital_efficiency": 0.013052521530236089, "financial_health": -1.5385799154096893, "margin_quality": 0.18189233998271515, "growth_momentum": -0.37350677736569615, "company_age_years": 30.819986310746064, "ebitda": 690549000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 28.244159394540027, "revenue_cagr_3y": 0.06633556541432428, "revenue_cagr_5y": 0.07542640538168355, "earnings_cagr_3y": 0.15876414375277137, "quarterly_revenue_growth_yoy": 0.10272073055090085, "quarterly_earnings_growth_yoy": 0.17333626905928332, "revenue_growth_qoq": 0.08260376083199959, "gross_margin": 0.5213406643244405, "operating_margin": 0.48115077319967137, "net_margin": 0.1255496034609189, "roa_ttm": 0.016761622892374917, "roe_ttm": 0.029814464486082423, "debt_to_ebitda": 8.308727860472837, "net_debt_to_ebitda": 8.205598877130559, "interest_coverage": 19.95539762678072, "debt_to_equity": 0.8729977668824382, "current_ratio": 1.1705871438584918, "quick_ratio": 0.8455758050550447, "fcf_to_ebitda": 0.69087894184703, "capex_to_revenue": 0.09201554888892938, "working_capital_to_revenue": 0.052439079456343414, "capital_efficiency": 0.02328804368922867, "financial_health": -0.5923856997847128, "margin_quality": 0.3760136803283436, "growth_momentum": 0.13802849980509208, "company_age_years": 8.164271047227926, "ebitda": 620553000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 21.824604843574317, "revenue_cagr_3y": 0.18626849625137853, "revenue_cagr_5y": 0.1692611222121574, "earnings_cagr_3y": 0.10970570205425578, "quarterly_revenue_growth_yoy": 0.290480545189209, "quarterly_earnings_growth_yoy": 4.754356537135402, "revenue_growth_qoq": 0.01943491558124143, "gross_margin": 0.5057312016056912, "operating_margin": 0.19567770331842144, "net_margin": 0.06550702436861307, "roa_ttm": 0.010056810669673346, "roe_ttm": 0.029043739459332925, "debt_to_ebitda": 3.850234879666461, "net_debt_to_ebitda": 3.311461379102836, "interest_coverage": 14.066503984366298, "debt_to_equity": 1.225158154384883, "current_ratio": 1.4265899999513947, "quick_ratio": 1.2823344139905415, "fcf_to_ebitda": -0.0696684907091883, "capex_to_revenue": 0.30824152565248675, "working_capital_to_revenue": 0.12149289491191695, "capital_efficiency": 0.019550275064503134, "financial_health": -1.1270909757240333, "margin_quality": 0.2556386430975752, "growth_momentum": 2.5224185411623057, "company_age_years": 16.38877481177276, "ebitda": 1389222000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 23.918573182077544, "revenue_cagr_3y": 0.14556757228454376, "revenue_cagr_5y": 0.17300979176669995, "earnings_cagr_3y": 0.2649845647563409, "quarterly_revenue_growth_yoy": 0.0817139066761419, "quarterly_earnings_growth_yoy": 0.13609096362545672, "revenue_growth_qoq": 0.014551012664571416, "gross_margin": 0.4879556287862483, "operating_margin": 0.22084981317940774, "net_margin": 0.08820260596202903, "roa_ttm": 0.021174086289878227, "roe_ttm": 0.05739991127305074, "debt_to_ebitda": 4.289895316382852, "net_debt_to_ebitda": 3.5290132586225, "interest_coverage": 20.890840609775797, "debt_to_equity": 1.192314078921739, "current_ratio": 1.3312318715321594, "quick_ratio": 1.3312318710687379, "fcf_to_ebitda": -0.03532308989637453, "capex_to_revenue": 0.3738706684837131, "working_capital_to_revenue": 0.128503237962367, "capital_efficiency": 0.03928699878146448, "financial_health": -1.0077865905546333, "margin_quality": 0.26566934930922836, "growth_momentum": 0.10890243515079931, "company_age_years": 19.38672142368241, "ebitda": 2457118000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 22.830801709426783, "revenue_cagr_3y": 0.028073271382955678, "revenue_cagr_5y": 0.03453748417354974, "earnings_cagr_3y": 0.3322080978879367, "quarterly_revenue_growth_yoy": 0.017684877029771055, "quarterly_earnings_growth_yoy": 0.4038373686614893, "revenue_growth_qoq": -0.004632009086352071, "gross_margin": 0.7110327725681939, "operating_margin": 0.6371080328171914, "net_margin": 0.30363870490664185, "roa_ttm": 0.0444618064827416, "roe_ttm": 0.07919734098082905, "debt_to_ebitda": 9.805530699759917, "net_debt_to_ebitda": 9.721457804638336, "interest_coverage": 22.331013021046598, "debt_to_equity": 1.31563945130257, "current_ratio": 0.8120778291553589, "quick_ratio": 0.8328022215287825, "fcf_to_ebitda": 0.7152295942067253, "capex_to_revenue": 0.09190086051586896, "working_capital_to_revenue": -0.04690432995724956, "capital_efficiency": 0.061829573731785326, "financial_health": -0.6049125575202419, "margin_quality": 0.5505931700973424, "growth_momentum": 0.21076112284563017, "company_age_years": 29.17180013689254, "ebitda": 818052000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 19.08944362253427, "revenue_cagr_3y": 0.07465290776649858, "revenue_cagr_5y": 0.11120814109384347, "earnings_cagr_3y": -0.12864419707890795, "quarterly_revenue_growth_yoy": -0.00696642749916378, "quarterly_earnings_growth_yoy": -0.32122791579232385, "revenue_growth_qoq": 0.019236100103444936, "gross_margin": 0.5524035764905668, "operating_margin": 0.007288746850006892, "net_margin": 0.059126632855450785, "roa_ttm": 0.02576785871166256, "roe_ttm": 0.05471239614669807, "debt_to_ebitda": 4.87765260065912, "net_debt_to_ebitda": 4.196423795195109, "interest_coverage": 29.191676252222106, "debt_to_equity": 0.7956052885299639, "current_ratio": 0.8267841091663187, "quick_ratio": 0.8374657616658056, "fcf_to_ebitda": -0.5151123011892821, "capex_to_revenue": 0.635853759448553, "working_capital_to_revenue": -0.13447069146805574, "capital_efficiency": 0.04024012742918032, "financial_health": -0.6532828195212027, "margin_quality": 0.20627298539867486, "growth_momentum": -0.1640971716457438, "company_age_years": 19.668720054757017, "ebitda": 3349920000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 24.05562978086928, "revenue_cagr_3y": 0.08787457774619578, "revenue_cagr_5y": 0.05040621511733212, "earnings_cagr_3y": 0.6108059838789808, "quarterly_revenue_growth_yoy": 0.11360179767891153, "quarterly_earnings_growth_yoy": 0.7458278580814718, "revenue_growth_qoq": 0.08672514307108092, "gross_margin": 0.7628085242512981, "operating_margin": 0.6625366045721879, "net_margin": 0.3269372739129365, "roa_ttm": 0.04165552507575277, "roe_ttm": 0.08441073333232356, "debt_to_ebitda": 5.175113084702254, "net_debt_to_ebitda": 5.094815182850459, "interest_coverage": 17.610098432373313, "debt_to_equity": 0.9771233383382087, "current_ratio": 0.5857044451753434, "quick_ratio": 0.5058923551423908, "fcf_to_ebitda": 0.6724916933204981, "capex_to_revenue": 0.16370352697266122, "working_capital_to_revenue": -0.2196974059844178, "capital_efficiency": 0.06303312920403817, "financial_health": -0.8892426412310234, "margin_quality": 0.5840941342454742, "growth_momentum": 0.42971482788019166, "company_age_years": 22.420260095824776, "ebitda": 386436000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 21.765153158244427, "revenue_cagr_3y": -0.047673521121441076, "revenue_cagr_5y": -0.045282031521634014, "earnings_cagr_3y": -0.025032130489874738, "quarterly_revenue_growth_yoy": 0.025140187799642555, "quarterly_earnings_growth_yoy": 16.752752364707707, "revenue_growth_qoq": 0.00042449678674388815, "gross_margin": 0.56539826731212, "operating_margin": 0.28956107208217724, "net_margin": 0.37483580789893145, "roa_ttm": 0.022859967789941493, "roe_ttm": 0.08708684975069193, "debt_to_ebitda": 9.348207807977516, "net_debt_to_ebitda": 8.610745706146949, "interest_coverage": 12.172534802110205, "debt_to_equity": 2.236830666273481, "current_ratio": 4.50920729480093, "quick_ratio": 4.590338445021603, "fcf_to_ebitda": 0.6553949046531697, "capex_to_revenue": 0.408822696101003, "working_capital_to_revenue": 0.8063517810333178, "capital_efficiency": 0.054973408770316715, "financial_health": -2.172237248840681, "margin_quality": 0.4099317157644095, "growth_momentum": 8.388946276253675, "company_age_years": 30.73511293634497, "ebitda": 1047544000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 21.83948288562057, "revenue_cagr_3y": 0.17664374305646535, "revenue_cagr_5y": 0.17274845353484425, "earnings_cagr_3y": 0.09755859689868407, "quarterly_revenue_growth_yoy": 0.1071424163829797, "quarterly_earnings_growth_yoy": 0.04054413695916791, "revenue_growth_qoq": 0.014120942475038168, "gross_margin": 0.691170431211499, "operating_margin": 0.19301848049281314, "net_margin": 0.1399237312995013, "roa_ttm": 0.03730016890315316, "roe_ttm": 0.19849379155651686, "debt_to_ebitda": 5.440793659897819, "net_debt_to_ebitda": 5.224805587846504, "interest_coverage": 19.50436449579832, "debt_to_equity": 3.2372186173195545, "current_ratio": 0.8113132438995263, "quick_ratio": 0.7504876398232554, "fcf_to_ebitda": 0.5714084140292883, "capex_to_revenue": 0.12058935722391174, "working_capital_to_revenue": -0.07112911314601066, "capital_efficiency": 0.11789698022983501, "financial_health": -3.0889325543110213, "margin_quality": 0.34137088100127116, "growth_momentum": 0.07384327667107381, "company_age_years": 19.572895277207394, "ebitda": 3713631000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 21.325061621884608, "revenue_cagr_3y": 0.1039391705254542, "revenue_cagr_5y": 0.12424670590617293, "earnings_cagr_3y": 0.46476293748924613, "quarterly_revenue_growth_yoy": 0.06680186779638998, "quarterly_earnings_growth_yoy": 0.18337543902889888, "revenue_growth_qoq": 0.034561195993756864, "gross_margin": 0.6649325169975984, "operating_margin": 0.3714102087068295, "net_margin": 0.25985184182931365, "roa_ttm": 0.041753701781988194, "roe_ttm": 0.08874844280953033, "debt_to_ebitda": 4.52622006239976, "net_debt_to_ebitda": 4.5078706859730655, "interest_coverage": 22.880525532328004, "debt_to_equity": 0.9487765122609665, "current_ratio": 0.034773591932409836, "quick_ratio": 0.034773591932409836, "fcf_to_ebitda": 0.8527043196134949, "capex_to_revenue": 0.16796444530559357, "working_capital_to_revenue": -0.45734284364895794, "capital_efficiency": 0.06525107229575926, "financial_health": -0.9186839998143357, "margin_quality": 0.43206485584458054, "growth_momentum": 0.12508865341264444, "company_age_years": 13.686516084873375, "ebitda": 353527000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 23.796057724957556, "revenue_cagr_3y": 0.14646047629027414, "revenue_cagr_5y": 0.09957452003224221, "earnings_cagr_3y": 0.7367372035781821, "quarterly_revenue_growth_yoy": 0.08391070053887606, "quarterly_earnings_growth_yoy": 0.6929824561403509, "revenue_growth_qoq": -0.007751937984496124, "gross_margin": 0.6555397727272727, "operating_margin": 0.2606534090909091, "net_margin": 0.13707386363636365, "roa_ttm": 0.019852824395150615, "roe_ttm": 0.06385152392303763, "debt_to_ebitda": 5.943293718166384, "net_debt_to_ebitda": 5.860101867572157, "interest_coverage": 17.634730538922156, "debt_to_equity": 1.490124297633237, "current_ratio": 0.7623003194888179, "quick_ratio": 0.6070287539936102, "fcf_to_ebitda": 0.24142614601018675, "capex_to_revenue": 0.3345986984815618, "working_capital_to_revenue": -0.06724511930585683, "capital_efficiency": 0.04185217415909412, "financial_health": -1.4510321967807898, "margin_quality": 0.35108901515151514, "growth_momentum": 0.3884465783396135, "company_age_years": 20.62696783025325, "ebitda": 2945000000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 23.978727090969677, "revenue_cagr_3y": 0.14560865264295875, "revenue_cagr_5y": 0.10502185042019363, "earnings_cagr_3y": 0.3590043101374023, "quarterly_revenue_growth_yoy": 0.08796992481203007, "quarterly_earnings_growth_yoy": 0.2, "revenue_growth_qoq": 0.027698863636363636, "gross_margin": 0.6530753282653766, "operating_margin": 0.26883206634416035, "net_margin": 0.1492743607463718, "roa_ttm": 0.020604503630691797, "roe_ttm": 0.06821140328039572, "debt_to_ebitda": 5.950683105631456, "net_debt_to_ebitda": 5.854715094968344, "interest_coverage": 17.757396449704142, "debt_to_equity": 1.5497700251670572, "current_ratio": 0.7620730270906949, "quick_ratio": 0.6166077738515902, "fcf_to_ebitda": 0.21392869043652116, "capex_to_revenue": 0.34979642414586654, "working_capital_to_revenue": -0.07151708266949902, "capital_efficiency": 0.04440795345554376, "financial_health": -1.5086352794734792, "margin_quality": 0.3570605851186362, "growth_momentum": 0.14398496240601505, "company_age_years": 20.876112251882272, "ebitda": 3001000000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 23.90499661123617, "revenue_cagr_3y": -0.009613189054347049, "revenue_cagr_5y": 0.03594918485844101, "earnings_cagr_3y": -0.13507681528612603, "quarterly_revenue_growth_yoy": -0.1930679742478696, "quarterly_earnings_growth_yoy": 0.3110903070335119, "revenue_growth_qoq": -0.014448252482190458, "gross_margin": 0.6461944710935865, "operating_margin": 0.3141132809481356, "net_margin": 0.28507775790348633, "roa_ttm": -0.011151604835831917, "roe_ttm": -0.017299838108089424, "debt_to_ebitda": 0.041184238482909606, "net_debt_to_ebitda": 0.029893738048556145, "interest_coverage": 6.309468861360937, "debt_to_equity": 0.01779010281036689, "current_ratio": 0.11678440151870396, "quick_ratio": 0.14387224129846163, "fcf_to_ebitda": 1.819600771347195, "capex_to_revenue": 0.00428770457852781, "working_capital_to_revenue": -0.20692438374490837, "capital_efficiency": -0.01422572147196067, "financial_health": 0.0031438074743685707, "margin_quality": 0.4151285033150695, "growth_momentum": 0.05901116639282117, "company_age_years": 28.903490759753595, "ebitda": 743634000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 20.34618317217992, "revenue_cagr_3y": -0.05639897656867121, "revenue_cagr_5y": -0.04861637220027937, "earnings_cagr_3y": -0.5636519689147775, "quarterly_revenue_growth_yoy": -0.15986275185661017, "quarterly_earnings_growth_yoy": -0.9335661087050996, "revenue_growth_qoq": 0.014129417215912852, "gross_margin": 0.5803802874161268, "operating_margin": 0.29746412893071206, "net_margin": 0.08267409636981422, "roa_ttm": 0.01307143710281922, "roe_ttm": 0.05242836446999437, "debt_to_ebitda": 8.456764254464106, "net_debt_to_ebitda": 6.877049109090562, "interest_coverage": 13.774955105949958, "debt_to_equity": 2.2432733192980905, "current_ratio": 6.975143941471017, "quick_ratio": 7.041215120949317, "fcf_to_ebitda": 0.7475452407480476, "capex_to_revenue": 0.36658191557649483, "working_capital_to_revenue": 1.0746413722582777, "capital_efficiency": 0.03274990078640679, "financial_health": -2.138555455794435, "margin_quality": 0.3201728375722177, "growth_momentum": -0.5467144302808549, "company_age_years": 29.987679671457904, "ebitda": 1150622000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 21.40287050362266, "revenue_cagr_3y": 0.18530528418289927, "revenue_cagr_5y": 0.08029155281703981, "earnings_cagr_3y": 0.49014369355991216, "quarterly_revenue_growth_yoy": 0.2724016241665352, "quarterly_earnings_growth_yoy": -0.030540026490639853, "revenue_growth_qoq": 0.2177968862998784, "gross_margin": 0.7392528938908851, "operating_margin": 0.3592770917652832, "net_margin": 0.35059117730359457, "roa_ttm": 0.03968999411118826, "roe_ttm": 0.08059844701688443, "debt_to_ebitda": 8.74117170544363, "net_debt_to_ebitda": 8.63415272863803, "interest_coverage": 33.648764498234996, "debt_to_equity": 1.4927865653112864, "current_ratio": 1.1570041908881978, "quick_ratio": 1.1570041908881978, "fcf_to_ebitda": 0.5818181244525391, "capex_to_revenue": 0.040012235213149325, "working_capital_to_revenue": 0.03202258220350013, "capital_efficiency": 0.060144220564036344, "financial_health": -0.7373932678963009, "margin_quality": 0.4830403876532543, "growth_momentum": 0.12093079883794766, "company_age_years": 23.33196440793977, "ebitda": 2535569000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 25.860978011071982, "revenue_cagr_3y": 0.08163158680830418, "revenue_cagr_5y": 0.0951334403405173, "earnings_cagr_3y": 0.3202376161764984, "quarterly_revenue_growth_yoy": 0.08390642824338139, "quarterly_earnings_growth_yoy": 0.8764442304843727, "revenue_growth_qoq": 0.015698621997506657, "gross_margin": 0.7279265635720983, "operating_margin": 0.6590061042117147, "net_margin": 0.5540699756432932, "roa_ttm": 0.06168575924543079, "roe_ttm": 0.1971054449927429, "debt_to_ebitda": 5.770511738801461, "net_debt_to_ebitda": 5.704831062507145, "interest_coverage": 22.571200393168695, "debt_to_equity": 1.8139881018587123, "current_ratio": 0.11540377076927884, "quick_ratio": 0.5633181593470714, "fcf_to_ebitda": 0.8482649000854622, "capex_to_revenue": 0.004758719758673558, "working_capital_to_revenue": -0.342128850067276, "capital_efficiency": 0.12939560211908685, "financial_health": -1.686717495510585, "margin_quality": 0.6470008811423688, "growth_momentum": 0.480175329363877, "company_age_years": 16.632443531827516, "ebitda": 918535000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 28.06095749543832, "revenue_cagr_3y": 0.13092061730271531, "revenue_cagr_5y": 0.10923486624964651, "earnings_cagr_3y": -0.019827356149885067, "quarterly_revenue_growth_yoy": 0.24220201918730222, "quarterly_earnings_growth_yoy": 0.07132226133383732, "revenue_growth_qoq": 0.04311088199456369, "gross_margin": 0.8110333858989393, "operating_margin": 0.6572093503879521, "net_margin": 0.20373889720054453, "roa_ttm": 0.03412939886644618, "roe_ttm": 0.07782590874725716, "debt_to_ebitda": 5.991674698014956, "net_debt_to_ebitda": 5.970456701191941, "interest_coverage": 25.02507149666349, "debt_to_equity": 1.0954957282845614, "current_ratio": 0.28664516553676034, "quick_ratio": 0.17640250992781764, "fcf_to_ebitda": 0.8555481061890269, "capex_to_revenue": 0.0419521928288031, "working_capital_to_revenue": -0.472965879901423, "capital_efficiency": 0.05597765380685167, "financial_health": -1.0206983855481375, "margin_quality": 0.5573272111624786, "growth_momentum": 0.15676214026056978, "company_age_years": 17.190965092402465, "ebitda": 525026000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 22.370149422493686, "revenue_cagr_3y": 0.049142731286849095, "revenue_cagr_5y": 0.04171516172465517, "earnings_cagr_3y": -0.5441287229309862, "quarterly_revenue_growth_yoy": 0.07855507246987978, "quarterly_earnings_growth_yoy": 0.10140925786032458, "revenue_growth_qoq": 0.028941894941806434, "gross_margin": 0.6135376386548379, "operating_margin": 0.23803081783383706, "net_margin": 0.16531840272754642, "roa_ttm": 0.02395024648113855, "roe_ttm": 0.043862150450973456, "debt_to_ebitda": 4.364501766510622, "net_debt_to_ebitda": 4.101108516236751, "interest_coverage": 29.34446224611091, "debt_to_equity": 0.6853875528505046, "current_ratio": 0.6597112367538515, "quick_ratio": 0.6597112367538515, "fcf_to_ebitda": 0.18092555998210594, "capex_to_revenue": 0.3919286954714198, "working_capital_to_revenue": -0.09225169699409798, "capital_efficiency": 0.033906198466056005, "financial_health": -0.6624426821023, "margin_quality": 0.33896228640540715, "growth_momentum": 0.08998216516510218, "company_age_years": 25.93839835728953, "ebitda": 567786000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 19.830845783550174, "revenue_cagr_3y": 0.09282456410885875, "revenue_cagr_5y": 0.11936147466618485, "earnings_cagr_3y": 0.24598702805162653, "quarterly_revenue_growth_yoy": 0.1145869575664376, "quarterly_earnings_growth_yoy": 0.3491810096186094, "revenue_growth_qoq": 0.019626324350463797, "gross_margin": 0.5992228837119461, "operating_margin": 0.2883780931159845, "net_margin": 0.17344904421250146, "roa_ttm": 0.02067945397855973, "roe_ttm": 0.03724771754742968, "debt_to_ebitda": 6.354692710276148, "net_debt_to_ebitda": 6.156600012810803, "interest_coverage": 16.92414136132332, "debt_to_equity": 0.8193983836121664, "current_ratio": 2.2876733040020563, "quick_ratio": 3.414629352444021, "fcf_to_ebitda": 0.6145545796737767, "capex_to_revenue": 0.09296637670617451, "working_capital_to_revenue": 0.11416004764711113, "capital_efficiency": 0.028963585762994702, "financial_health": -0.7407328368917778, "margin_quality": 0.3536833403468107, "growth_momentum": 0.2318839835925235, "company_age_years": 5.9110198494182065, "ebitda": 1327005000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 17.027927652566323, "revenue_cagr_3y": 0.1590791484655174, "revenue_cagr_5y": 0.10119779701212583, "earnings_cagr_3y": 0.23591513366196382, "quarterly_revenue_growth_yoy": 0.05117858052017634, "quarterly_earnings_growth_yoy": -0.7785123405828976, "revenue_growth_qoq": 0.021477624869392822, "gross_margin": 0.7473868265985907, "operating_margin": 0.5205329509887919, "net_margin": 0.53618401496739, "roa_ttm": 0.10673283306203957, "roe_ttm": 0.20987995340958773, "debt_to_ebitda": 2.804802454156952, "net_debt_to_ebitda": 2.6091815314500986, "interest_coverage": 55.17316195372751, "debt_to_equity": 0.8933475100416427, "current_ratio": 0.9775501524286131, "quick_ratio": 0.9775501524286131, "fcf_to_ebitda": 0.8530714547079942, "capex_to_revenue": 0.10007637701276818, "working_capital_to_revenue": -0.0032527701285814657, "capital_efficiency": 0.15830639323581364, "financial_health": -0.8616590442563541, "margin_quality": 0.6013679308515908, "growth_momentum": -0.36366688003136066, "company_age_years": 42.86379192334018, "ebitda": 3219354000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 25.256578703216164, "revenue_cagr_3y": 0.10527058666663658, "revenue_cagr_5y": 0.09686949492895791, "earnings_cagr_3y": 0.09448999773104294, "quarterly_revenue_growth_yoy": 0.10697436413167259, "quarterly_earnings_growth_yoy": 0.020707279871513853, "revenue_growth_qoq": 0.0240716924339855, "gross_margin": 0.9456134584913173, "operating_margin": 0.5023660844308705, "net_margin": 0.27000617239416747, "roa_ttm": 0.022832316175922754, "roe_ttm": 0.04220803990436674, "debt_to_ebitda": 5.710711702589324, "net_debt_to_ebitda": 5.521001494768311, "interest_coverage": 16.95055169595423, "debt_to_equity": 0.7646343073523318, "current_ratio": 2.153844860418094, "quick_ratio": 2.5308820500317375, "fcf_to_ebitda": 0.8266277705450279, "capex_to_revenue": 1.558160789287211, "working_capital_to_revenue": 0.19106204903392504, "capital_efficiency": 0.032520178040144745, "financial_health": -0.743503641359615, "margin_quality": 0.5726619051054517, "growth_momentum": 0.06384082200159322, "company_age_years": 24.95003422313484, "ebitda": 1244340000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 20.17199472969969, "revenue_cagr_3y": 0.09645348170008261, "revenue_cagr_5y": 0.09339339203189434, "earnings_cagr_3y": -0.3613813100017693, "quarterly_revenue_growth_yoy": 0.08102937364895377, "quarterly_earnings_growth_yoy": -0.7733376876564835, "revenue_growth_qoq": -0.024271891490367455, "gross_margin": 0.9371928853207835, "operating_margin": 0.4784414146307703, "net_margin": 0.056612914388539, "roa_ttm": 0.020563274783337384, "roe_ttm": 0.038856878932645895, "debt_to_ebitda": 6.16808002550334, "net_debt_to_ebitda": 5.638161858468162, "interest_coverage": 17.806733848918054, "debt_to_equity": 0.8056768298291003, "current_ratio": 0.9666229690474731, "quick_ratio": 0.9666229682076726, "fcf_to_ebitda": 0.8050486084301407, "capex_to_revenue": 1.617952666886562, "working_capital_to_revenue": -0.0243667071715761, "capital_efficiency": 0.029710076857991638, "financial_health": -0.6872793795464986, "margin_quality": 0.49074907144669755, "growth_momentum": -0.34615415700376484, "company_age_years": 25.95208761122519, "ebitda": 1367664000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 23.00346251649077, "revenue_cagr_3y": 0.10475351822033097, "revenue_cagr_5y": 0.09833006437528713, "earnings_cagr_3y": 0.07882618477080094, "quarterly_revenue_growth_yoy": 0.11117530086412922, "quarterly_earnings_growth_yoy": -0.01230545756380992, "revenue_growth_qoq": 0.03128130599805286, "gross_margin": 0.9416007661786838, "operating_margin": 0.47912710357093996, "net_margin": 0.2604843343822684, "roa_ttm": 0.023297845853660865, "roe_ttm": 0.044153540219849456, "debt_to_ebitda": 5.765280958396153, "net_debt_to_ebitda": 5.743166130149546, "interest_coverage": 16.927629400728396, "debt_to_equity": 0.8004850239354967, "current_ratio": 0.9100946372239748, "quick_ratio": 0.911291816064983, "fcf_to_ebitda": 0.7767703027586488, "capex_to_revenue": 1.7268320966074295, "working_capital_to_revenue": -0.021449197127825476, "capital_efficiency": 0.03372569303675516, "financial_health": -0.7979595985411708, "margin_quality": 0.560404068043964, "growth_momentum": 0.04943492165015965, "company_age_years": 24.698151950718685, "ebitda": 1227050000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 20.660097285429803, "revenue_cagr_3y": 0.06289572131000165, "revenue_cagr_5y": 0.01781158856599019, "earnings_cagr_3y": -0.30750285664078925, "quarterly_revenue_growth_yoy": 0.03353418951561112, "quarterly_earnings_growth_yoy": -0.16846754933104552, "revenue_growth_qoq": 0.01932132237663843, "gross_margin": 0.6357483416806085, "operating_margin": 0.616304179339024, "net_margin": 0.19168354829571269, "roa_ttm": 0.04436662246131227, "roe_ttm": 0.08553622060120832, "debt_to_ebitda": 4.61473899636476, "net_debt_to_ebitda": 4.598956868066703, "interest_coverage": 24.92794477599626, "debt_to_equity": 0.7707448192943138, "current_ratio": 0.09993556568746516, "quick_ratio": 0.09993556568746516, "fcf_to_ebitda": 0.6776987108411803, "capex_to_revenue": 0.11395324243606139, "working_capital_to_revenue": -0.38759377032802655, "capital_efficiency": 0.0649514215312603, "financial_health": -0.6969100566889451, "margin_quality": 0.4812453564384484, "growth_momentum": -0.0674666799077172, "company_age_years": 31.137577002053387, "ebitda": 1812810000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 19.672499612298466, "revenue_cagr_3y": 0.11278503118425487, "revenue_cagr_5y": 0.12736909454156886, "earnings_cagr_3y": 0.7060695075819439, "quarterly_revenue_growth_yoy": 0.07396438584754617, "quarterly_earnings_growth_yoy": 0.37769150724405665, "revenue_growth_qoq": -0.004216556780641474, "gross_margin": 0.6587694310490841, "operating_margin": 0.35284195496825943, "net_margin": 0.24092751107596044, "roa_ttm": 0.04030953007319521, "roe_ttm": 0.08925011891736144, "debt_to_ebitda": 4.851317898025881, "net_debt_to_ebitda": 4.833983331705944, "interest_coverage": 22.976311448366875, "debt_to_equity": 1.0489927109556734, "current_ratio": 0.026640486896273536, "quick_ratio": 0.026640486896273536, "fcf_to_ebitda": 0.8358414272011395, "capex_to_revenue": 0.16253650337650738, "working_capital_to_revenue": -0.5769757534947423, "capital_efficiency": 0.06477982449527833, "financial_health": -0.9625983846808436, "margin_quality": 0.417512965697768, "growth_momentum": 0.2258279465458014, "company_age_years": 13.437371663244353, "ebitda": 348206000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 22.75679711024869, "revenue_cagr_3y": 0.19051806123110548, "revenue_cagr_5y": 0.17346247396045356, "earnings_cagr_3y": 0.46618931162633204, "quarterly_revenue_growth_yoy": 0.1494935200862632, "quarterly_earnings_growth_yoy": 0.14297618187510536, "revenue_growth_qoq": 0.057517973716883546, "gross_margin": 0.672185534653037, "operating_margin": 0.3995787594051501, "net_margin": 0.46666653556159515, "roa_ttm": 0.04517593037535373, "roe_ttm": 0.07819514525520255, "debt_to_ebitda": 4.634791597779364, "net_debt_to_ebitda": 4.566890934720941, "interest_coverage": 33.092029486293484, "debt_to_equity": 0.6761765462195217, "current_ratio": 0.4772041166107823, "quick_ratio": 0.4772041166107823, "fcf_to_ebitda": 0.7141274951706374, "capex_to_revenue": 0.03761085196950511, "working_capital_to_revenue": -0.17090946737989282, "capital_efficiency": 0.061685537815278135, "financial_health": -0.6647895246095427, "margin_quality": 0.5128102765399274, "growth_momentum": 0.14623485098068428, "company_age_years": 22.05886379192334, "ebitda": 1436525000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 22.186566119723285, "revenue_cagr_3y": 0.053977196700981, "revenue_cagr_5y": 0.06333652303730775, "earnings_cagr_3y": -0.07887517161330104, "quarterly_revenue_growth_yoy": 0.030265522060291476, "quarterly_earnings_growth_yoy": -0.018009045340996295, "revenue_growth_qoq": -0.013378594249201278, "gross_margin": 0.6901867569231829, "operating_margin": 0.39225843678814265, "net_margin": 0.2589879729747187, "roa_ttm": 0.03791373383300537, "roe_ttm": 0.10083252448121104, "debt_to_ebitda": 5.292641923143569, "net_debt_to_ebitda": 5.220992229049758, "interest_coverage": 21.409909749224127, "debt_to_equity": 1.330129329801462, "current_ratio": 0.8316801663273704, "quick_ratio": 0.8316801663273704, "fcf_to_ebitda": 0.23499626781120456, "capex_to_revenue": 0.38642765907153964, "working_capital_to_revenue": -0.04634928620841457, "capital_efficiency": 0.06937312915710821, "financial_health": -1.3149840050325838, "margin_quality": 0.4471443888953481, "growth_momentum": 0.006128238359647591, "company_age_years": 45.908281998631075, "ebitda": 600184000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 20.337475197304975, "revenue_cagr_3y": 0.05211842036142489, "revenue_cagr_5y": 0.07149222003554323, "earnings_cagr_3y": 0.07350454528137185, "quarterly_revenue_growth_yoy": 0.03193680078035622, "quarterly_earnings_growth_yoy": 0.14164466132507025, "revenue_growth_qoq": 0.023292194338462274, "gross_margin": 0.7214161930657829, "operating_margin": 0.5009933948722737, "net_margin": 0.5890379386399972, "roa_ttm": 0.13961257881586037, "roe_ttm": 0.16781750861023723, "debt_to_ebitda": 0.7166143757992591, "net_debt_to_ebitda": 0.5471644263209494, "interest_coverage": 238.09752026704817, "debt_to_equity": 0.16088424140544433, "current_ratio": 0.9632346244051279, "quick_ratio": 0.9632346244051279, "fcf_to_ebitda": 0.845533812479909, "capex_to_revenue": 0.11088525529996636, "working_capital_to_revenue": -0.004759183544138231, "capital_efficiency": 0.15371504371304878, "financial_health": -0.12807077413095908, "margin_quality": 0.6038158421926846, "growth_momentum": 0.08679073105271323, "company_age_years": 37.61259411362081, "ebitda": 1997162000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 22.05570180423583, "revenue_cagr_3y": 0.2852201304241939, "revenue_cagr_5y": 0.2281850362324438, "earnings_cagr_3y": 0.4549413875860002, "quarterly_revenue_growth_yoy": 0.11075288203540104, "quarterly_earnings_growth_yoy": 0.3487153287077476, "revenue_growth_qoq": 0.011121623448089436, "gross_margin": 0.6992698964360506, "operating_margin": 0.3182506794991757, "net_margin": 0.2604566489073908, "roa_ttm": 0.02098855072026613, "roe_ttm": 0.04123727285870773, "debt_to_ebitda": 5.808133168623132, "net_debt_to_ebitda": 5.756929841533761, "interest_coverage": 17.928601379941295, "debt_to_equity": 0.889511741467589, "current_ratio": 0.573993129823152, "quick_ratio": 0.573993129823152, "fcf_to_ebitda": 0.6471133544961846, "capex_to_revenue": 0.0381558508520595, "working_capital_to_revenue": -0.1678526207927319, "capital_efficiency": 0.031112911789486927, "financial_health": -0.8587731716822332, "margin_quality": 0.42599240828087237, "growth_momentum": 0.2297341053715743, "company_age_years": 21.817932922655714, "ebitda": 940642000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 21.251415517247242, "revenue_cagr_3y": 0.07846654977581902, "revenue_cagr_5y": 0.07783182625952811, "earnings_cagr_3y": -0.25635297503580234, "quarterly_revenue_growth_yoy": 0.13879559303164005, "quarterly_earnings_growth_yoy": 0.18870451308148384, "revenue_growth_qoq": 0.03190315307690745, "gross_margin": 0.21370785189850994, "operating_margin": 0.14691389616098788, "net_margin": 0.32031901003221597, "roa_ttm": 0.019194265287129978, "roe_ttm": 0.05507300489319473, "debt_to_ebitda": 5.69460712694827, "net_debt_to_ebitda": 5.6854193279282565, "interest_coverage": 14.598444609911475, "debt_to_equity": 1.495919062497953, "current_ratio": 0.7961732074898189, "quick_ratio": 0.5798220284047381, "fcf_to_ebitda": 0.5059262777172638, "capex_to_revenue": 0.15999663250861618, "working_capital_to_revenue": -0.057035583448259104, "capital_efficiency": 0.037133635090162355, "financial_health": -1.4008158493358966, "margin_quality": 0.2269802526972379, "growth_momentum": 0.16375005305656193, "company_age_years": 29.817932922655714, "ebitda": 882257000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 18.51211165653436, "revenue_cagr_3y": 0.031484377780033324, "revenue_cagr_5y": 0.047276495853924905, "earnings_cagr_3y": -0.2066857113048446, "quarterly_revenue_growth_yoy": 0.0312469283627168, "quarterly_earnings_growth_yoy": -0.8413645001706772, "revenue_growth_qoq": -0.014174544973081711, "gross_margin": 0.5369650901205832, "operating_margin": 0.45056609005234693, "net_margin": 0.06744882010867975, "roa_ttm": 0.018130399292791026, "roe_ttm": 0.04008151249572111, "debt_to_ebitda": 6.579578967566208, "net_debt_to_ebitda": 6.538548089243026, "interest_coverage": 15.937959176287503, "debt_to_equity": 1.1345211664572048, "current_ratio": 0.5335913085566936, "quick_ratio": 0.5335913085566936, "fcf_to_ebitda": 0.5215548782391641, "capex_to_revenue": 0.12353376172309861, "working_capital_to_revenue": -0.14766232136707413, "capital_efficiency": 0.029105955894256068, "financial_health": -1.047489735983911, "margin_quality": 0.35166000009386994, "growth_momentum": -0.4050587859039802, "company_age_years": 20.659822039698838, "ebitda": 1761527000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 20.467313821496777, "revenue_cagr_3y": 0.0632480267688389, "revenue_cagr_5y": 0.06846497615767189, "earnings_cagr_3y": 0.11874104421617582, "quarterly_revenue_growth_yoy": 0.059950376556706535, "quarterly_earnings_growth_yoy": 0.14947498455836936, "revenue_growth_qoq": 0.024643590010125394, "gross_margin": 0.2727132680052904, "operating_margin": 0.20669637489479378, "net_margin": 0.06992455212215944, "roa_ttm": 0.024770979363399205, "roe_ttm": 0.07334835949414925, "debt_to_ebitda": 5.822229119108777, "net_debt_to_ebitda": 5.820753548380071, "interest_coverage": 21.354931542687712, "debt_to_equity": 1.6493518763098884, "current_ratio": 1.5564720052667804, "quick_ratio": 0.2584350779543346, "fcf_to_ebitda": 0.5804152016454519, "capex_to_revenue": 0.1071785689370509, "working_capital_to_revenue": 0.14414207535908347, "capital_efficiency": 0.049059669428774225, "financial_health": -1.4695099073937985, "margin_quality": 0.18311139834074786, "growth_momentum": 0.10471268055753795, "company_age_years": 28.566735112936346, "ebitda": 734631000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 21.345317685103147, "revenue_cagr_3y": 0.16124445375263607, "revenue_cagr_5y": 0.11010456343588193, "earnings_cagr_3y": -0.7736277181577758, "quarterly_revenue_growth_yoy": 0.10974138000858556, "quarterly_earnings_growth_yoy": -0.9963467283505493, "revenue_growth_qoq": 0.03441454999358266, "gross_margin": 0.5640268330105717, "operating_margin": 0.09810981682058668, "net_margin": 0.00316355096228392, "roa_ttm": 0.00910411035815887, "roe_ttm": 0.021479657953377897, "debt_to_ebitda": 8.190364972432654, "net_debt_to_ebitda": 8.12842669532622, "interest_coverage": 26.345387997513868, "debt_to_equity": 1.0661944998599242, "current_ratio": 0.25349123247710326, "quick_ratio": -0.1372537075201726, "fcf_to_ebitda": -0.041124712749132784, "capex_to_revenue": 0.9370783499419737, "working_capital_to_revenue": -0.6973787441374217, "capital_efficiency": 0.015291884155768383, "financial_health": -0.9404765214353504, "margin_quality": 0.2217667335978141, "growth_momentum": -0.44330267417098185, "company_age_years": 18.171115674195757, "ebitda": 2288940000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 22.83914767137308, "revenue_cagr_3y": 0.048272109955597386, "revenue_cagr_5y": 0.027634030878012528, "earnings_cagr_3y": -0.020543283320091588, "quarterly_revenue_growth_yoy": 0.03509860268515562, "quarterly_earnings_growth_yoy": -0.16088404135696796, "revenue_growth_qoq": 0.011729405549119718, "gross_margin": 0.8219041855299997, "operating_margin": 0.5039477124567037, "net_margin": 0.2811681997256064, "roa_ttm": 0.056908833394701784, "roe_ttm": 0.4728660495905912, "debt_to_ebitda": 11.057595347844725, "net_debt_to_ebitda": 10.942260664965886, "interest_coverage": 20.4489366426289, "debt_to_equity": 12.570150923802867, "current_ratio": 0.43822565615778847, "quick_ratio": 0.43822565576952943, "fcf_to_ebitda": 0.6501547980308218, "capex_to_revenue": 0.1336782355528559, "working_capital_to_revenue": -0.26353164452061717, "capital_efficiency": 0.2648874414926465, "financial_health": -6.269296396588244, "margin_quality": 0.5356733659041032, "growth_momentum": -0.06289271933590618, "company_age_years": 23.54551676933607, "ebitda": 4236488000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 22.53069627782419, "revenue_cagr_3y": 0.07416254749425355, "revenue_cagr_5y": 0.0740001454493564, "earnings_cagr_3y": 0.13380739091708538, "quarterly_revenue_growth_yoy": 0.08100495556335287, "quarterly_earnings_growth_yoy": -0.1664154356346096, "revenue_growth_qoq": -0.002231538785741221, "gross_margin": 0.6967034530595548, "operating_margin": 0.41737290019653006, "net_margin": 0.28276760544592755, "roa_ttm": 0.0447863400829771, "roe_ttm": 0.12462780536737332, "debt_to_ebitda": 6.099244902960818, "net_debt_to_ebitda": 5.998858678249234, "interest_coverage": 20.1325722106173, "debt_to_equity": 1.50532816705402, "current_ratio": 1.4008330352265195, "quick_ratio": 1.4019755469220125, "fcf_to_ebitda": 0.06899808765995052, "capex_to_revenue": 0.4952707693307794, "working_capital_to_revenue": 0.16200543141410667, "capital_efficiency": 0.0847070727251752, "financial_health": -1.45713011572892, "margin_quality": 0.46561465290067083, "growth_momentum": -0.04270524003562836, "company_age_years": 45.158110882956876, "ebitda": 559001000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 23.050630063672592, "revenue_cagr_3y": 0.14888769714018424, "revenue_cagr_5y": 0.1709988176179047, "earnings_cagr_3y": 0.25259623410553433, "quarterly_revenue_growth_yoy": 0.07126057335208495, "quarterly_earnings_growth_yoy": -0.1644212929538402, "revenue_growth_qoq": 0.022448042255138363, "gross_margin": 0.6853837947105396, "operating_margin": 0.3065865573586389, "net_margin": 0.172216295131675, "roa_ttm": 0.03456237935053319, "roe_ttm": 0.20676094906948672, "debt_to_ebitda": 5.770325531541001, "net_debt_to_ebitda": 5.542259685692742, "interest_coverage": 17.316758163748226, "debt_to_equity": 3.8038085286540437, "current_ratio": 0.4661728286835127, "quick_ratio": 0.368296478116987, "fcf_to_ebitda": 0.6345816692998775, "capex_to_revenue": 0.12405793543280323, "working_capital_to_revenue": -0.35260741005384216, "capital_efficiency": 0.12066166421000996, "financial_health": -3.275713711006246, "margin_quality": 0.3880622157336178, "growth_momentum": -0.04658035980087762, "company_age_years": 20.0684462696783, "ebitda": 3659031000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 19.775168201375063, "revenue_cagr_3y": 0.05927240189375915, "revenue_cagr_5y": 0.0231425736470805, "earnings_cagr_3y": -0.0734944923795331, "quarterly_revenue_growth_yoy": 0.053991752577319585, "quarterly_earnings_growth_yoy": 0.34464471337089175, "revenue_growth_qoq": 0.024628915958885438, "gross_margin": 0.6382490913287923, "operating_margin": 0.6216197887526914, "net_margin": 0.5465916515710524, "roa_ttm": 0.04971787701131065, "roe_ttm": 0.09378653382298616, "debt_to_ebitda": 4.445112466737233, "net_debt_to_ebitda": 4.411013957500282, "interest_coverage": 22.8466857564428, "debt_to_equity": 0.7353615716696726, "current_ratio": 0.16331870426717351, "quick_ratio": 0.16331870426717351, "fcf_to_ebitda": 0.6868292031494408, "capex_to_revenue": 0.10693874181741064, "working_capital_to_revenue": -0.27533565897611767, "capital_efficiency": 0.0717522054171484, "financial_health": -0.6831452428516455, "margin_quality": 0.6021535105508454, "growth_momentum": 0.19931823297410567, "company_age_years": 31.38945927446954, "ebitda": 1827118000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 20.909181960828324, "revenue_cagr_3y": 0.11223401386926346, "revenue_cagr_5y": 0.125970583615874, "earnings_cagr_3y": 0.16455242827649452, "quarterly_revenue_growth_yoy": 0.19919302883644835, "quarterly_earnings_growth_yoy": 0.8633074242830341, "revenue_growth_qoq": 0.020574831387822574, "gross_margin": 0.5236663111968598, "operating_margin": 0.1133453417231039, "net_margin": 0.08650139394422905, "roa_ttm": 0.010094332845743096, "roe_ttm": 0.02428210245509792, "debt_to_ebitda": 7.055411166518828, "net_debt_to_ebitda": 7.00585899803692, "interest_coverage": 22.614987940530618, "debt_to_equity": 1.0061286082148944, "current_ratio": 0.42061080198688144, "quick_ratio": 0.4244903932436709, "fcf_to_ebitda": 0.3993140161097574, "capex_to_revenue": 0.9158058945678524, "working_capital_to_revenue": -0.5039342666467324, "capital_efficiency": 0.017188217650420508, "financial_health": -0.8759451604779224, "margin_quality": 0.24117101562139756, "growth_momentum": 0.5312502265597412, "company_age_years": 18.666666666666668, "ebitda": 2512887000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 24.91568387207607, "revenue_cagr_3y": 0.13256709054815619, "revenue_cagr_5y": 0.16252894295498077, "earnings_cagr_3y": -0.07811957802879244, "quarterly_revenue_growth_yoy": 0.34940816139932923, "quarterly_earnings_growth_yoy": -0.828445599552759, "revenue_growth_qoq": 0.03702760312318488, "gross_margin": 0.6044528143507657, "operating_margin": 0.15082029246018083, "net_margin": 0.054291842111531, "roa_ttm": 0.009879008903659193, "roe_ttm": 0.020115368267106047, "debt_to_ebitda": 6.324379349143113, "net_debt_to_ebitda": 6.272803544579861, "interest_coverage": 27.02341742883568, "debt_to_equity": 0.7509281257039219, "current_ratio": 0.312596833758483, "quick_ratio": 0.31925236321593287, "fcf_to_ebitda": 0.8112019713659476, "capex_to_revenue": 0.5967785198757245, "working_capital_to_revenue": -0.40087032302716297, "capital_efficiency": 0.014997188585382619, "financial_health": -0.7178994686879707, "margin_quality": 0.26985498297415916, "growth_momentum": -0.23951871907671488, "company_age_years": 16.17248459958932, "ebitda": 2103719000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 20.864988863979193, "revenue_cagr_3y": -0.024510584575936578, "revenue_cagr_5y": 0.004222760554446037, "earnings_cagr_3y": -0.16937445052721656, "quarterly_revenue_growth_yoy": 0.034943491717192215, "quarterly_earnings_growth_yoy": -0.06580730536821798, "revenue_growth_qoq": -0.00018993148681124947, "gross_margin": 0.664204748269993, "operating_margin": 0.3359392594022456, "net_margin": 0.1795300753895484, "roa_ttm": 0.032241260251868555, "roe_ttm": 0.06463401304053276, "debt_to_ebitda": 5.389503414149958, "net_debt_to_ebitda": 5.360506976209743, "interest_coverage": 17.80223271603595, "debt_to_equity": 0.8667809079617395, "current_ratio": 0.13355847036952406, "quick_ratio": 0.13355847036952406, "fcf_to_ebitda": 0.7071733820987549, "capex_to_revenue": 0.0772817919714059, "working_capital_to_revenue": -0.29264429494801886, "capital_efficiency": 0.048437636646200655, "financial_health": -0.8153862439507265, "margin_quality": 0.393224694353929, "growth_momentum": -0.015431906825512882, "company_age_years": 25.388090349075977, "ebitda": 1636132000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 20.20866502696969, "revenue_cagr_3y": -0.016971295229830985, "revenue_cagr_5y": 0.0463391864713365, "earnings_cagr_3y": 0.05085565008748216, "quarterly_revenue_growth_yoy": 0.04786624731004801, "quarterly_earnings_growth_yoy": 0.4735359185206829, "revenue_growth_qoq": 0.003665744945330932, "gross_margin": 0.6468335713473277, "operating_margin": 0.5356610259456317, "net_margin": 0.33460291682990634, "roa_ttm": 0.032943744244836724, "roe_ttm": 0.06526482403054396, "debt_to_ebitda": 5.4318738524787085, "net_debt_to_ebitda": 5.403989594761501, "interest_coverage": 13.730767243161303, "debt_to_equity": 0.8416106757667187, "current_ratio": 0.13962048865917984, "quick_ratio": 0.13962048865917984, "fcf_to_ebitda": 0.6948946711102831, "capex_to_revenue": 0.08887055347271272, "working_capital_to_revenue": -0.23342393499717237, "capital_efficiency": 0.04910428413769034, "financial_health": -0.8166566217608057, "margin_quality": 0.5056991713742885, "growth_momentum": 0.2607010829153654, "company_age_years": 24.635181382614647, "ebitda": 1594197000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 22.072356038365168, "revenue_cagr_3y": 0.10028554560133207, "revenue_cagr_5y": 0.12872563171690166, "earnings_cagr_3y": -0.04347786534197584, "quarterly_revenue_growth_yoy": 0.023456017643742604, "quarterly_earnings_growth_yoy": -0.3529227836671906, "revenue_growth_qoq": -0.12329371957192939, "gross_margin": 0.7213262212838493, "operating_margin": 0.6775171425250842, "net_margin": 0.4685030314182776, "roa_ttm": 0.03929268819702312, "roe_ttm": 0.06943672721209747, "debt_to_ebitda": 3.8463573580108346, "net_debt_to_ebitda": 3.499948779423199, "interest_coverage": 67.36536648092584, "debt_to_equity": 0.5337069800562192, "current_ratio": 1.9211156483385985, "quick_ratio": 1.9211156474497206, "fcf_to_ebitda": 0.7202802942669858, "capex_to_revenue": 0.25366921063669506, "working_capital_to_revenue": 0.3111335693854089, "capital_efficiency": 0.0543647077045603, "financial_health": -0.49837350716898265, "margin_quality": 0.6224487984090704, "growth_momentum": -0.164733383011724, "company_age_years": 25.83436002737851, "ebitda": 3143268000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 21.125148388412626, "revenue_cagr_3y": 0.17854519661457857, "revenue_cagr_5y": 0.15993904919664836, "earnings_cagr_3y": 0.005407199217408065, "quarterly_revenue_growth_yoy": 0.12482171541752946, "quarterly_earnings_growth_yoy": 2.3519976857060203, "revenue_growth_qoq": 0.007296474714288593, "gross_margin": 0.5061098970537901, "operating_margin": 0.17610173507806534, "net_margin": 0.044297938442905666, "roa_ttm": 0.01163669928408343, "roe_ttm": 0.03068087444320119, "debt_to_ebitda": 5.038429401354009, "net_debt_to_ebitda": 1.799294046436349, "interest_coverage": 13.609200959851009, "debt_to_equity": 1.1749385033904642, "current_ratio": 5.464358258469043, "quick_ratio": 5.464358257488716, "fcf_to_ebitda": -0.021860217246846895, "capex_to_revenue": 0.3209018340445015, "working_capital_to_revenue": 1.225049887581449, "capital_efficiency": 0.02115878686364231, "financial_health": -0.8608307360353314, "margin_quality": 0.24216985685825368, "growth_momentum": 1.238409700561775, "company_age_years": 16.635181382614647, "ebitda": 1519930000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 23.62402157466696, "revenue_cagr_3y": 0.05729063073385432, "revenue_cagr_5y": 0.1213274634580801, "earnings_cagr_3y": 1.0528763236207146, "quarterly_revenue_growth_yoy": 0.07854352982983326, "quarterly_earnings_growth_yoy": 0.3027725487461944, "revenue_growth_qoq": 0.021653543307086614, "gross_margin": 0.640655105973025, "operating_margin": 0.24951830443159922, "net_margin": 0.10800963391136802, "roa_ttm": 0.018556403251414087, "roe_ttm": 0.0598563246898117, "debt_to_ebitda": 6.501930906386859, "net_debt_to_ebitda": 6.408139260134734, "interest_coverage": 15.276700945109043, "debt_to_equity": 1.8235443379182588, "current_ratio": 0.9533255437353193, "quick_ratio": 0.6588216195416029, "fcf_to_ebitda": 0.3541654825058143, "capex_to_revenue": 0.25604129233980116, "working_capital_to_revenue": -0.011420320358412252, "capital_efficiency": 0.0392063639706129, "financial_health": -1.8002474373274158, "margin_quality": 0.33272768143866405, "growth_momentum": 0.19065803928801384, "company_age_years": 18.87748117727584, "ebitda": 2128793000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 21.899069283236322, "revenue_cagr_3y": 0.10406140507679096, "revenue_cagr_5y": 0.09657808538379764, "earnings_cagr_3y": 0.2467643479888033, "quarterly_revenue_growth_yoy": 0.051686795177207194, "quarterly_earnings_growth_yoy": -0.08790613858016814, "revenue_growth_qoq": 0.03337848392869502, "gross_margin": 0.9350955328696218, "operating_margin": 0.4765305829562089, "net_margin": 0.282080291621619, "roa_ttm": 0.019068493996104684, "roe_ttm": 0.036000783943682765, "debt_to_ebitda": 6.401997891999377, "net_debt_to_ebitda": 5.804748434393008, "interest_coverage": 17.526471484434513, "debt_to_equity": 0.8044862478964284, "current_ratio": 3.9583490048222316, "quick_ratio": 4.37508523761035, "fcf_to_ebitda": 0.8080980546269165, "capex_to_revenue": 1.3498221448573375, "working_capital_to_revenue": 0.5857625066222659, "capital_efficiency": 0.027534638969893725, "financial_health": -0.7628947895541695, "margin_quality": 0.5645688024824832, "growth_momentum": -0.018109671701480475, "company_age_years": 26.203969883641342, "ebitda": 1380455000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 30.045039377843494, "revenue_cagr_3y": 0.01647911807540603, "revenue_cagr_5y": 0.0390007250864961, "earnings_cagr_3y": -0.197294631163084, "quarterly_revenue_growth_yoy": 0.1606450913825728, "quarterly_earnings_growth_yoy": -0.6416517538127027, "revenue_growth_qoq": 0.050753770881216735, "gross_margin": 0.39418379282568505, "operating_margin": 0.14915729730230204, "net_margin": 0.045269229700910754, "roa_ttm": 0.009628612738494987, "roe_ttm": 0.019059763038117315, "debt_to_ebitda": 8.245484107946114, "net_debt_to_ebitda": 8.08836659993313, "interest_coverage": 14.064908738756483, "debt_to_equity": 0.8012561351068193, "current_ratio": 1.9279926596197026, "quick_ratio": 1.1528940046101168, "fcf_to_ebitda": 0.7328666848331263, "capex_to_revenue": 0.004109157675760875, "working_capital_to_revenue": 0.26414842739571515, "capital_efficiency": 0.014344187888306152, "financial_health": -0.7751185591355768, "margin_quality": 0.19620343994296596, "growth_momentum": -0.24050333121506495, "company_age_years": 20.993839835728952, "ebitda": 1713781000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 21.506769595102483, "revenue_cagr_3y": 0.1395351677511576, "revenue_cagr_5y": 0.1223504825561994, "earnings_cagr_3y": -0.5154670293964825, "quarterly_revenue_growth_yoy": 0.1164796180804074, "quarterly_earnings_growth_yoy": -0.9432678796284468, "revenue_growth_qoq": 0.07762695034709155, "gross_margin": 0.6349600360700086, "operating_margin": 0.10846743452063778, "net_margin": 0.02038775259253187, "roa_ttm": 0.012702179460937662, "roe_ttm": 0.025765297617040276, "debt_to_ebitda": 5.617315765575586, "net_debt_to_ebitda": 5.463907498426709, "interest_coverage": 17.5274011812178, "debt_to_equity": 0.6736628100098887, "current_ratio": 0.5153088012224086, "quick_ratio": 0.5268699503482135, "fcf_to_ebitda": 0.7666207292106458, "capex_to_revenue": 0.43275343316241693, "working_capital_to_revenue": -0.24569069192930051, "capital_efficiency": 0.019233738538988968, "financial_health": -0.6513636489661201, "margin_quality": 0.2546050743943928, "growth_momentum": -0.4133941307740197, "company_age_years": 12.919917864476385, "ebitda": 1255330000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 20.647705616990372, "revenue_cagr_3y": 0.1905937681752694, "revenue_cagr_5y": 0.1385957474302919, "earnings_cagr_3y": 0.0887974785311001, "quarterly_revenue_growth_yoy": -0.01968643838926556, "quarterly_earnings_growth_yoy": 0.08124830166593508, "revenue_growth_qoq": -0.03627858882053539, "gross_margin": 0.7235493272242199, "operating_margin": 0.2730505451803735, "net_margin": 0.1875072497390094, "roa_ttm": 0.026563988253057474, "roe_ttm": 0.04615272786601027, "debt_to_ebitda": 5.470549594920079, "net_debt_to_ebitda": 5.4246056301825005, "interest_coverage": 19.781732580037666, "debt_to_equity": 0.6383947793635802, "current_ratio": 0.6813648481000768, "quick_ratio": 0.6955102146584479, "fcf_to_ebitda": 0.814299722421313, "capex_to_revenue": 0.16263570012062234, "working_capital_to_revenue": -0.08744007772451354, "capital_efficiency": 0.03635835805953387, "financial_health": -0.5807194936003612, "margin_quality": 0.3947023740478676, "growth_momentum": 0.030780931638334758, "company_age_years": 25.66735112936345, "ebitda": 735287000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 22.378338997280753, "revenue_cagr_3y": 0.10598615706113446, "revenue_cagr_5y": 0.1517677113834215, "earnings_cagr_3y": 0.04699627939337736, "quarterly_revenue_growth_yoy": 0.0868058198019939, "quarterly_earnings_growth_yoy": 0.07408206362542293, "revenue_growth_qoq": 0.009702497453054246, "gross_margin": 0.7271211040945202, "operating_margin": 0.4725917956814015, "net_margin": 0.3011146618455897, "roa_ttm": 0.05177378114565803, "roe_ttm": 0.17660431457933207, "debt_to_ebitda": 6.033366871514985, "net_debt_to_ebitda": 5.986331381362905, "interest_coverage": 17.0830963274391, "debt_to_equity": 2.0976432261574254, "current_ratio": 0.09778813545164469, "quick_ratio": 0.09778813545164469, "fcf_to_ebitda": 0.8097154562761036, "capex_to_revenue": 0.0035173724871577073, "working_capital_to_revenue": -0.3495077458237269, "capital_efficiency": 0.11418904786249505, "financial_health": -1.9523377843858036, "margin_quality": 0.5002758538738371, "growth_momentum": 0.08044394171370842, "company_age_years": 14.63107460643395, "ebitda": 828906000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 21.482555360315555, "revenue_cagr_3y": 0.19302611389255953, "revenue_cagr_5y": 0.03654327378248157, "earnings_cagr_3y": 0.5846495294442513, "quarterly_revenue_growth_yoy": -0.03421671925977429, "quarterly_earnings_growth_yoy": 1.67248087431694, "revenue_growth_qoq": -0.17647863637659264, "gross_margin": 0.7095834083262955, "operating_margin": -0.13279984493762892, "net_margin": 0.4231887469022138, "roa_ttm": 0.036740132228208836, "roe_ttm": 0.06364486410494188, "debt_to_ebitda": 3.826654577536212, "net_debt_to_ebitda": 3.7942583147393707, "interest_coverage": 22.2672507618633, "debt_to_equity": 0.6042532303271599, "current_ratio": 0.3789584386401585, "quick_ratio": 0.32154775280225956, "fcf_to_ebitda": 0.7072043559971944, "capex_to_revenue": 0.670862989117224, "working_capital_to_revenue": -0.4013761006250358, "capital_efficiency": 0.05019249816657536, "financial_health": -0.595511574194351, "margin_quality": 0.33332410343029345, "growth_momentum": 0.8191320775285829, "company_age_years": 23.173169062286107, "ebitda": 409183000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 21.036253329912878, "revenue_cagr_3y": 0.23647988148187493, "revenue_cagr_5y": 0.1854093336867917, "earnings_cagr_3y": -0.06299885468603306, "quarterly_revenue_growth_yoy": 0.2805107817066428, "quarterly_earnings_growth_yoy": 0.4952688887832248, "revenue_growth_qoq": 0.01304426434798258, "gross_margin": 0.48808144244853713, "operating_margin": 0.1857712581124571, "net_margin": 0.05172727175528446, "roa_ttm": 0.012727656022025554, "roe_ttm": 0.035545436199531384, "debt_to_ebitda": 4.890273015433865, "net_debt_to_ebitda": 3.8456530861795133, "interest_coverage": 15.342168407548485, "debt_to_equity": 1.3268211374724443, "current_ratio": 2.36144647907098, "quick_ratio": 2.36144647907098, "fcf_to_ebitda": 0.02145029093670107, "capex_to_revenue": 0.3131134595385326, "working_capital_to_revenue": 0.3661466132157298, "capital_efficiency": 0.024136546110778468, "financial_health": -1.203337062819246, "margin_quality": 0.2418599907720929, "growth_momentum": 0.3878898352449338, "company_age_years": 17.634496919917865, "ebitda": 1937363000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 21.136225598236777, "revenue_cagr_3y": 0.17379365626834797, "revenue_cagr_5y": 0.15802083412729662, "earnings_cagr_3y": 0.07048481345888313, "quarterly_revenue_growth_yoy": 0.1526540976763601, "quarterly_earnings_growth_yoy": -0.2613017352726456, "revenue_growth_qoq": 0.0034066133720930232, "gross_margin": 0.6814992530894934, "operating_margin": 0.3145926697146651, "net_margin": 0.19848203642509016, "roa_ttm": 0.02384441218890898, "roe_ttm": 0.05005491179679373, "debt_to_ebitda": 5.233728878043661, "net_debt_to_ebitda": 5.223978012174643, "interest_coverage": 22.876350540216087, "debt_to_equity": 0.9639726661278182, "current_ratio": 0.14569382508025508, "quick_ratio": 0.19400181088370155, "fcf_to_ebitda": 0.8696637541981528, "capex_to_revenue": 0.28176864906409116, "working_capital_to_revenue": -0.3459323698775976, "capital_efficiency": 0.03694966199285135, "financial_health": -0.9369600289296672, "margin_quality": 0.39819131974308286, "growth_momentum": -0.054323818798142756, "company_age_years": 12.191649555099247, "ebitda": 304896000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 24.159229094815927, "revenue_cagr_3y": 0.08286478343771786, "revenue_cagr_5y": 0.0744979071020837, "earnings_cagr_3y": 0.12941211284539755, "quarterly_revenue_growth_yoy": 0.09724215982636729, "quarterly_earnings_growth_yoy": -0.1271774902217551, "revenue_growth_qoq": 0.02754722348396214, "gross_margin": 0.6689632384788151, "operating_margin": 0.37130788499578044, "net_margin": 0.22618627682992717, "roa_ttm": 0.046195876034038935, "roe_ttm": 0.12790101583531344, "debt_to_ebitda": 6.203363780326529, "net_debt_to_ebitda": 6.175034460375698, "interest_coverage": 20.483819202995452, "debt_to_equity": 1.4672242452263329, "current_ratio": 1.7073235731838161, "quick_ratio": 1.7073997161942338, "fcf_to_ebitda": -0.111465092898458, "capex_to_revenue": 0.6052804695409565, "working_capital_to_revenue": 0.23837111651278128, "capital_efficiency": 0.08704844593467619, "financial_health": -1.4467162165886924, "margin_quality": 0.42215246676817425, "growth_momentum": -0.014967665197693901, "company_age_years": 44.662559890485966, "ebitda": 536123000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 22.747103535537786, "revenue_cagr_3y": 0.03995168002691196, "revenue_cagr_5y": 0.005098472993120939, "earnings_cagr_3y": 0.12183657043530971, "quarterly_revenue_growth_yoy": 0.04621073822146644, "quarterly_earnings_growth_yoy": 1.719740849632929, "revenue_growth_qoq": 0.01038499971320495, "gross_margin": 0.6649466516476589, "operating_margin": 0.5514361179251062, "net_margin": 0.4615775336359046, "roa_ttm": 0.035521950638070336, "roe_ttm": 0.07343564981200132, "debt_to_ebitda": 5.4571225357685424, "net_debt_to_ebitda": 5.308067119516375, "interest_coverage": 15.479688159997062, "debt_to_equity": 0.9060345422758924, "current_ratio": 0.7906108131998396, "quick_ratio": 0.7906108131998396, "fcf_to_ebitda": 0.6927070078996589, "capex_to_revenue": 0.07350582639931025, "working_capital_to_revenue": -0.031075519871634948, "capital_efficiency": 0.05447880022503583, "financial_health": -0.8872655403134568, "margin_quality": 0.5593201010695564, "growth_momentum": 0.8829757939271977, "company_age_years": 25.883641341546884, "ebitda": 1685769000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 22.112389905246555, "revenue_cagr_3y": 0.08371162279108901, "revenue_cagr_5y": 0.07544629193326124, "earnings_cagr_3y": 1.0372564978202057, "quarterly_revenue_growth_yoy": 0.098609869116332, "quarterly_earnings_growth_yoy": 1.0281393424121585, "revenue_growth_qoq": 0.018702939033276657, "gross_margin": 0.2505385361682535, "operating_margin": 0.188080673540197, "net_margin": 0.1108151217667275, "roa_ttm": 0.028977271316317808, "roe_ttm": 0.07585259327532257, "debt_to_ebitda": 6.235725716654139, "net_debt_to_ebitda": 6.230296431408604, "interest_coverage": 19.027320523252175, "debt_to_equity": 1.2971046622778837, "current_ratio": 1.5221283813945183, "quick_ratio": 0.46920810641906974, "fcf_to_ebitda": 0.6745290699491282, "capex_to_revenue": 0.10353729551221741, "working_capital_to_revenue": 0.1531853680308615, "capital_efficiency": 0.052414932295820185, "financial_health": -1.2121939430179307, "margin_quality": 0.18314477715839264, "growth_momentum": 0.5633746057642453, "company_age_years": 26.56810403832991, "ebitda": 607999000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 21.823752432772515, "revenue_cagr_3y": 0.15193452474503233, "revenue_cagr_5y": 0.07810874078301433, "earnings_cagr_3y": 0.47606691564630843, "quarterly_revenue_growth_yoy": 0.036613309802948635, "quarterly_earnings_growth_yoy": 0.22107272589358706, "revenue_growth_qoq": 0.006952623035054134, "gross_margin": 0.6912091435383796, "operating_margin": 0.3894425729071647, "net_margin": 0.6542520524190999, "roa_ttm": 0.009934565168118506, "roe_ttm": 0.018484938831061767, "debt_to_ebitda": 8.255392429684376, "net_debt_to_ebitda": 7.879503869966364, "interest_coverage": 14.155824878478452, "debt_to_equity": 0.7421795605184738, "current_ratio": 5.201310137972405, "quick_ratio": 5.201310133173365, "fcf_to_ebitda": 1.1658825332406892, "capex_to_revenue": 0.008783779520422731, "working_capital_to_revenue": 0.5021708491866415, "capital_efficiency": 0.014209751999590136, "financial_health": -0.7227745393095054, "margin_quality": 0.5783012562882147, "growth_momentum": 0.12884301784826785, "company_age_years": 31.353867214236825, "ebitda": 867837000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 19.385151385385917, "revenue_cagr_3y": 0.22321498735202727, "revenue_cagr_5y": 0.26698156366491843, "earnings_cagr_3y": 0.18652219486237676, "quarterly_revenue_growth_yoy": 0.15430676012831174, "quarterly_earnings_growth_yoy": -0.033659150595950336, "revenue_growth_qoq": 0.004349929499716758, "gross_margin": 0.7694230017085572, "operating_margin": 0.6790959056382387, "net_margin": 0.25601597398052656, "roa_ttm": 0.02164747634805156, "roe_ttm": 0.03289280364052681, "debt_to_ebitda": 5.448020958673703, "net_debt_to_ebitda": 5.356886874939959, "interest_coverage": 21.799630852234408, "debt_to_equity": 0.40196226124960505, "current_ratio": 0.8318019421460621, "quick_ratio": 0.8318019421460621, "fcf_to_ebitda": 0.17181976712946606, "capex_to_revenue": 0.39874968897071467, "working_capital_to_revenue": -0.07702206412382649, "capital_efficiency": 0.027270139994289185, "financial_health": -0.3975370528921906, "margin_quality": 0.5681782937757741, "growth_momentum": 0.0603238047661807, "company_age_years": 11.45242984257358, "ebitda": 614161000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 23.079670568530098, "revenue_cagr_3y": 0.05166072608276617, "revenue_cagr_5y": 0.03760034089588582, "earnings_cagr_3y": 0.11798481949259165, "quarterly_revenue_growth_yoy": 0.006768832548448996, "quarterly_earnings_growth_yoy": -0.0067638103974646605, "revenue_growth_qoq": -0.056244679045643446, "gross_margin": 0.8244059318022564, "operating_margin": 0.5028158747119664, "net_margin": 0.3556123923751805, "roa_ttm": 0.05931721332318106, "roe_ttm": 0.4469239521073259, "debt_to_ebitda": 10.728642754950092, "net_debt_to_ebitda": 10.609672765326945, "interest_coverage": 21.772605725471994, "debt_to_equity": 11.272241614679542, "current_ratio": 0.464923469910235, "quick_ratio": 0.4735665401747129, "fcf_to_ebitda": 0.6210124545404407, "capex_to_revenue": 0.13923391480631864, "working_capital_to_revenue": -0.2399330526349045, "capital_efficiency": 0.25312058271525345, "financial_health": -5.6195306678349235, "margin_quality": 0.5609447329631344, "growth_momentum": 2.5110754921678184e-06, "company_age_years": 23.29637234770705, "ebitda": 4315374000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 19.693785891834175, "revenue_cagr_3y": 0.1618998731864778, "revenue_cagr_5y": 0.12490998059687386, "earnings_cagr_3y": 0.37057154021658856, "quarterly_revenue_growth_yoy": 0.07748085690721304, "quarterly_earnings_growth_yoy": 1.5570960555628357, "revenue_growth_qoq": -0.01893021057286187, "gross_margin": 0.7236348235586674, "operating_margin": 0.6666187452888105, "net_margin": 0.3790943636688607, "roa_ttm": 0.05574212705283178, "roe_ttm": 0.12489444443850851, "debt_to_ebitda": 4.3891134023034635, "net_debt_to_ebitda": 4.381042637367788, "interest_coverage": 28.81731459203917, "debt_to_equity": 1.0672182801753567, "current_ratio": 0.26981745623004944, "quick_ratio": 0.2304624425585486, "fcf_to_ebitda": 0.8733373272145901, "capex_to_revenue": 0.0433606806147175, "working_capital_to_revenue": -0.2845749503298255, "capital_efficiency": 0.09031828574567015, "financial_health": -1.0444744839184756, "margin_quality": 0.5897826441721129, "growth_momentum": 0.8172884562350243, "company_age_years": 18.43668720054757, "ebitda": 682711000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 25.928500344201794, "revenue_cagr_3y": -0.03832494580863621, "revenue_cagr_5y": -0.014916283231118266, "earnings_cagr_3y": -0.10423836646485196, "quarterly_revenue_growth_yoy": -0.08379810250044334, "quarterly_earnings_growth_yoy": 0.018828160815985803, "revenue_growth_qoq": 0.09591587275913911, "gross_margin": 0.8193589907988299, "operating_margin": 0.48760959102416146, "net_margin": 0.36025133251233316, "roa_ttm": 0.03257102624750142, "roe_ttm": 0.3657744042310099, "debt_to_ebitda": 15.28296975456644, "net_debt_to_ebitda": 15.009570071309565, "interest_coverage": 16.94401928560114, "debt_to_equity": 17.072148234158433, "current_ratio": 0.7068572013950479, "quick_ratio": 0.7068572010874163, "fcf_to_ebitda": 0.6063284937640284, "capex_to_revenue": 0.08582662360274983, "working_capital_to_revenue": -0.21203423603639887, "capital_efficiency": 0.19917271523925564, "financial_health": -8.50887864779662, "margin_quality": 0.5557399714451082, "growth_momentum": -0.03248497084222877, "company_age_years": 27.29637234770705, "ebitda": 3422963000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 19.593748912119146, "revenue_cagr_3y": 0.05800437261971658, "revenue_cagr_5y": 0.1281088422954919, "earnings_cagr_3y": 0.24527094965844087, "quarterly_revenue_growth_yoy": -0.004154544809479884, "quarterly_earnings_growth_yoy": -0.1969421487603306, "revenue_growth_qoq": -0.02315359397512372, "gross_margin": 0.5202804527430716, "operating_margin": 0.479334779774056, "net_margin": 0.10385515641866977, "roa_ttm": 0.014867812783184749, "roe_ttm": 0.02578793881502802, "debt_to_ebitda": 5.248718882606552, "net_debt_to_ebitda": 5.191860835786396, "interest_coverage": 19.04665400230056, "debt_to_equity": 0.5527818315046821, "current_ratio": 0.5815541772704876, "quick_ratio": 0.3601489360621346, "fcf_to_ebitda": 0.6483593596379973, "capex_to_revenue": 0.07353011487857991, "working_capital_to_revenue": -0.1432205121072374, "capital_efficiency": 0.020327875799106384, "financial_health": -0.5250101741852329, "margin_quality": 0.3678234629785991, "growth_momentum": -0.10054834678490523, "company_age_years": 6.913073237508556, "ebitda": 562980999.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 29.767704646400663, "revenue_cagr_3y": -0.003902909369195795, "revenue_cagr_5y": 0.012763861674533139, "earnings_cagr_3y": 0.65058002095185, "quarterly_revenue_growth_yoy": 0.051668065891251724, "quarterly_earnings_growth_yoy": 1.084087385705698, "revenue_growth_qoq": 0.035179378889163455, "gross_margin": 0.6351216033977648, "operating_margin": 0.9949669058949359, "net_margin": 0.8168493171918838, "roa_ttm": 0.06296163381578017, "roe_ttm": 0.12166648349220827, "debt_to_ebitda": 5.718419632837207, "net_debt_to_ebitda": 5.633527547492663, "interest_coverage": 20.916246056782335, "debt_to_equity": 0.7614324595607391, "current_ratio": 0.4968395501030956, "quick_ratio": 0.5329361220872899, "fcf_to_ebitda": 0.7482948846883422, "capex_to_revenue": 0.06844448268402924, "working_capital_to_revenue": -0.14805983935857064, "capital_efficiency": 0.09231405865399422, "financial_health": -0.7268259717089733, "margin_quality": 0.8156459421615282, "growth_momentum": 0.5678777257984748, "company_age_years": 28.38877481177276, "ebitda": 1458699000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 27.8611886368914, "revenue_cagr_3y": 0.018262247068884685, "revenue_cagr_5y": -0.019231441982966113, "earnings_cagr_3y": -0.1803942482010653, "quarterly_revenue_growth_yoy": 0.13669684700105061, "quarterly_earnings_growth_yoy": 1.8627181985902834, "revenue_growth_qoq": 0.010975604634657462, "gross_margin": 0.5801584746554785, "operating_margin": 0.16383537744176627, "net_margin": 0.11363442825542874, "roa_ttm": 0.042267637634532146, "roe_ttm": 0.09342419299707962, "debt_to_ebitda": 6.595418792833454, "net_debt_to_ebitda": 6.355939671443967, "interest_coverage": 23.38768973680546, "debt_to_equity": 0.830300613460143, "current_ratio": 0.4600324111077706, "quick_ratio": 0.4601429676187876, "fcf_to_ebitda": 0.9408229977314272, "capex_to_revenue": 0.027494996210722683, "working_capital_to_revenue": -0.7440827034064631, "capital_efficiency": 0.06784591531580589, "financial_health": -0.6631458213082425, "margin_quality": 0.2858760934508912, "growth_momentum": 0.999707522795667, "company_age_years": 33.90280629705681, "ebitda": 839735000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 29.126057970419694, "revenue_cagr_3y": 0.08824968579925874, "revenue_cagr_5y": 0.09337821575797456, "earnings_cagr_3y": 0.20877257123496396, "quarterly_revenue_growth_yoy": 0.16450088777874747, "quarterly_earnings_growth_yoy": 0.6324631587143997, "revenue_growth_qoq": 0.057786355323621634, "gross_margin": 0.7521914862825363, "operating_margin": 0.5086651574355475, "net_margin": 0.43342843556823585, "roa_ttm": 0.06772775032433899, "roe_ttm": 0.21593489952626083, "debt_to_ebitda": 5.524456362418882, "net_debt_to_ebitda": 5.466848933502434, "interest_coverage": 24.160064612326043, "debt_to_equity": 1.8095420993103644, "current_ratio": 0.12610728268554966, "quick_ratio": 0.6934011545077512, "fcf_to_ebitda": 0.8603591232677194, "capex_to_revenue": 0.004382324828453022, "working_capital_to_revenue": -0.2832918135709071, "capital_efficiency": 0.1418313249252999, "financial_health": -1.7156883698536525, "margin_quality": 0.5647616930954399, "growth_momentum": 0.3984820232465736, "company_age_years": 16.88158795345654, "ebitda": 972201000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 24.36103360958557, "revenue_cagr_3y": 0.08746623866755265, "revenue_cagr_5y": 0.10043354148965755, "earnings_cagr_3y": 0.29031704469279873, "quarterly_revenue_growth_yoy": 0.017162913246875137, "quarterly_earnings_growth_yoy": -0.20693061482535166, "revenue_growth_qoq": -0.008960380006477383, "gross_margin": 0.6403146225810585, "operating_margin": 0.33717800845828527, "net_margin": 0.22506888376265538, "roa_ttm": 0.03172427954342066, "roe_ttm": 0.10212481620335462, "debt_to_ebitda": 12.189594807993446, "net_debt_to_ebitda": 11.71060890652032, "interest_coverage": 14.230236018760948, "debt_to_equity": 3.2258396846623176, "current_ratio": 2.082565322463608, "quick_ratio": 2.3161777603907043, "fcf_to_ebitda": 0.5290825963739081, "capex_to_revenue": 0.17709421913497597, "working_capital_to_revenue": 0.3444009023530796, "capital_efficiency": 0.06692454787338764, "financial_health": -1.5748836153466077, "margin_quality": 0.40085383826733306, "growth_momentum": -0.09488385078923826, "company_age_years": 18.535249828884325, "ebitda": 1510938000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 21.688944873656194, "revenue_cagr_3y": 0.08279544661250515, "revenue_cagr_5y": 0.10217671521630334, "earnings_cagr_3y": 0.04768782083489054, "quarterly_revenue_growth_yoy": 0.011251474562857442, "quarterly_earnings_growth_yoy": -0.018003799503141897, "revenue_growth_qoq": 0.017583928417145928, "gross_margin": 0.6977813872789693, "operating_margin": 0.4560781128871498, "net_margin": 0.37209568459522313, "roa_ttm": 0.06491086272480123, "roe_ttm": 0.14430222422624528, "debt_to_ebitda": 4.1403435998479035, "net_debt_to_ebitda": 4.077680124903499, "interest_coverage": 30.518505494505494, "debt_to_equity": 1.0319927280768895, "current_ratio": 0.4261249019019177, "quick_ratio": 0.5958543355402109, "fcf_to_ebitda": 0.8820575086130411, "capex_to_revenue": 0.03881592102385112, "working_capital_to_revenue": -0.20456839020195583, "capital_efficiency": 0.10460654347552326, "financial_health": -1.0248807144475474, "margin_quality": 0.5086517282537808, "growth_momentum": -0.0033761624701422275, "company_age_years": 19.939767282683093, "ebitda": 694296000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 23.19022132608534, "revenue_cagr_3y": 0.09506970115566249, "revenue_cagr_5y": 0.06884257104193803, "earnings_cagr_3y": -0.15073765336520584, "quarterly_revenue_growth_yoy": 0.1873625071919315, "quarterly_earnings_growth_yoy": -0.8208213976981881, "revenue_growth_qoq": 0.07312402882627154, "gross_margin": 0.7695122994042699, "operating_margin": 0.008744976199298806, "net_margin": 0.06026280534731922, "roa_ttm": 0.02841113001223788, "roe_ttm": 0.049340804668220925, "debt_to_ebitda": 3.9079887057965554, "net_debt_to_ebitda": 3.809867314699977, "interest_coverage": 20.307448726068106, "debt_to_equity": 0.634576153664869, "current_ratio": 0.43365842927330056, "quick_ratio": 0.37187797902764536, "fcf_to_ebitda": 0.5903404333922673, "capex_to_revenue": 0.6531587509082167, "working_capital_to_revenue": -0.3559072873927997, "capital_efficiency": 0.038875967340229405, "financial_health": -0.624845520034215, "margin_quality": 0.27950669365029596, "growth_momentum": -0.3167294452531283, "company_age_years": 22.921286789869953, "ebitda": 416851000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 24.68958263769556, "revenue_cagr_3y": 0.11636042173916894, "revenue_cagr_5y": 0.10065904977924967, "earnings_cagr_3y": 0.26891211178066343, "quarterly_revenue_growth_yoy": 0.23717197954474298, "quarterly_earnings_growth_yoy": 0.8692286366253652, "revenue_growth_qoq": 0.06852415671821169, "gross_margin": 0.6997609897834849, "operating_margin": 0.6430780766707282, "net_margin": 0.41076951916768206, "roa_ttm": 0.04558737350740914, "roe_ttm": 0.11446956389901519, "debt_to_ebitda": 4.627458485694973, "net_debt_to_ebitda": 4.586062269421528, "interest_coverage": 25.685388557682252, "debt_to_equity": 1.1800931798439527, "current_ratio": 0.2164494515435938, "quick_ratio": 0.33104220852651817, "fcf_to_ebitda": 0.8676306509540757, "capex_to_revenue": 0.23930542351584883, "working_capital_to_revenue": -0.283703606080807, "capital_efficiency": 0.08002846870321217, "financial_health": -1.138662679798791, "margin_quality": 0.5845361952072984, "growth_momentum": 0.553200308085054, "company_age_years": 16.93908281998631, "ebitda": 491156000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 20.54288351600979, "revenue_cagr_3y": 0.051946909581846334, "revenue_cagr_5y": 0.06533585976797585, "earnings_cagr_3y": 0.13086217355141105, "quarterly_revenue_growth_yoy": 0.024735218006064864, "quarterly_earnings_growth_yoy": 0.2721440364808554, "revenue_growth_qoq": -0.007587403704134317, "gross_margin": 0.7110016705356562, "operating_margin": 0.4754691601761656, "net_margin": 0.3510381185863363, "roa_ttm": 0.040432561408741366, "roe_ttm": 0.10722609076399384, "debt_to_ebitda": 5.321933078326218, "net_debt_to_ebitda": 5.151583928761006, "interest_coverage": 22.62142493268321, "debt_to_equity": 1.3744585957096436, "current_ratio": 1.7314467183170932, "quick_ratio": 1.7314467183170932, "fcf_to_ebitda": 0.23024633172586628, "capex_to_revenue": 0.38016384625913835, "working_capital_to_revenue": 0.21795798974155575, "capital_efficiency": 0.07382932608636761, "financial_health": -1.2952365339723098, "margin_quality": 0.512502983099386, "growth_momentum": 0.14843962724346013, "company_age_years": 46.157426420260094, "ebitda": 621682000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 22.892998114980177, "revenue_cagr_3y": 0.09679357803494293, "revenue_cagr_5y": 0.14874547274553218, "earnings_cagr_3y": 0.08106869232811742, "quarterly_revenue_growth_yoy": 0.08819885292530692, "quarterly_earnings_growth_yoy": 0.10206402695871947, "revenue_growth_qoq": 0.03993621409655734, "gross_margin": 0.7311116756396091, "operating_margin": 0.48725678939040107, "net_margin": 0.32030802851345025, "roa_ttm": 0.05129093919969117, "roe_ttm": 0.17637433978828185, "debt_to_ebitda": 5.966678864835994, "net_debt_to_ebitda": 5.910227395193448, "interest_coverage": 17.362469927826783, "debt_to_equity": 2.062967583855436, "current_ratio": 0.10263826302207744, "quick_ratio": 0.10263826302207744, "fcf_to_ebitda": 0.8258752778636387, "capex_to_revenue": 0.003247187816551312, "working_capital_to_revenue": -0.38530101035060915, "capital_efficiency": 0.1138326394939865, "financial_health": -1.9008758423809247, "margin_quality": 0.5128921645144868, "growth_momentum": 0.0951314399420132, "company_age_years": 14.880219028062971, "ebitda": 844389000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 22.061369786615604, "revenue_cagr_3y": 0.059854472243049406, "revenue_cagr_5y": 0.11337434458859552, "earnings_cagr_3y": 0.024526700955594505, "quarterly_revenue_growth_yoy": 0.07155529749520169, "quarterly_earnings_growth_yoy": 0.16910314539576682, "revenue_growth_qoq": 0.024084778420038536, "gross_margin": 0.6349952963311383, "operating_margin": 0.24553151458137348, "net_margin": 0.10818438381937912, "roa_ttm": 0.01518656344387593, "roe_ttm": 0.03716458817524667, "debt_to_ebitda": 6.96190061475879, "net_debt_to_ebitda": 3.8852979881370695, "interest_coverage": 14.390313972259744, "debt_to_equity": 1.1998119209629292, "current_ratio": 7.1262862639924265, "quick_ratio": 6.856505709472375, "fcf_to_ebitda": 0.3588106116176865, "capex_to_revenue": 0.2678008182356264, "working_capital_to_revenue": 1.5485755103850758, "capital_efficiency": 0.0261755758095613, "financial_health": -0.9741362264921637, "margin_quality": 0.3295703982439636, "growth_momentum": 0.12032922144548425, "company_age_years": 19.129363449691994, "ebitda": 2183946000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 18.863666747382418, "revenue_cagr_3y": 0.06349500429598409, "revenue_cagr_5y": 0.10077155923068437, "earnings_cagr_3y": 0.3097668158708877, "quarterly_revenue_growth_yoy": 0.0037416394229327255, "quarterly_earnings_growth_yoy": -0.09563581172836767, "revenue_growth_qoq": -0.011680017719369485, "gross_margin": 0.7170689436214638, "operating_margin": 0.4634813204544945, "net_margin": 0.38058313350216266, "roa_ttm": 0.06117749872892244, "roe_ttm": 0.13621156492526088, "debt_to_ebitda": 4.774040364641861, "net_debt_to_ebitda": 4.6702795423271946, "interest_coverage": 30.810534310221588, "debt_to_equity": 1.1464638199129762, "current_ratio": 0.507476185200168, "quick_ratio": 0.507476185200168, "fcf_to_ebitda": 0.9150469142175236, "capex_to_revenue": 0.04086825462774952, "working_capital_to_revenue": -0.17927447241732794, "capital_efficiency": 0.09869453182709166, "financial_health": -1.028744420911694, "margin_quality": 0.520377799192707, "growth_momentum": -0.045947086152717476, "company_age_years": 20.191649555099247, "ebitda": 689663000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 19.63762014021362, "revenue_cagr_3y": 0.09025503487634068, "revenue_cagr_5y": 0.08294528035604176, "earnings_cagr_3y": 0.11257670083062177, "quarterly_revenue_growth_yoy": 0.0690097863832474, "quarterly_earnings_growth_yoy": -0.27726865830159764, "revenue_growth_qoq": 0.010514942972005552, "gross_margin": 0.5810983126414083, "operating_margin": 0.2748749852344765, "net_margin": 0.14427658021389564, "roa_ttm": 0.022429399952569287, "roe_ttm": 0.04440799409040371, "debt_to_ebitda": 5.973004170340854, "net_debt_to_ebitda": 5.291959662394664, "interest_coverage": 16.563474632110697, "debt_to_equity": 0.9085150122402261, "current_ratio": 1.334976943042613, "quick_ratio": 0.3104507465440676, "fcf_to_ebitda": 0.5342577920398868, "capex_to_revenue": 0.08991526364935551, "working_capital_to_revenue": 0.14892925402833368, "capital_efficiency": 0.0334186970214865, "financial_health": -0.7805598199974527, "margin_quality": 0.3334166260299268, "growth_momentum": -0.10412943595917512, "company_age_years": 7.660506502395619, "ebitda": 1508270000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 21.61433257707708, "revenue_cagr_3y": 0.05162469699876304, "revenue_cagr_5y": 0.06476991680639466, "earnings_cagr_3y": 0.03540159963526812, "quarterly_revenue_growth_yoy": 0.01825438623217107, "quarterly_earnings_growth_yoy": 0.04646887688225327, "revenue_growth_qoq": 0.015108584817651271, "gross_margin": 0.6430217100454376, "operating_margin": 0.40187734828828753, "net_margin": 0.2798283371874826, "roa_ttm": 0.03950290311181199, "roe_ttm": 0.1056783841472302, "debt_to_ebitda": 5.506258395408475, "net_debt_to_ebitda": 5.245088083500974, "interest_coverage": 23.006210261718174, "debt_to_equity": 1.3874481361400008, "current_ratio": 1.7808486706302609, "quick_ratio": 1.7808486706302609, "fcf_to_ebitda": 0.18651303738648123, "capex_to_revenue": 0.4079322757680939, "working_capital_to_revenue": 0.2711243917748105, "capital_efficiency": 0.0725906436295211, "financial_health": -1.3021237581077973, "margin_quality": 0.44157579850706924, "growth_momentum": 0.03236163155721217, "company_age_years": 46.40930869267625, "ebitda": 622364000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 20.576958619111682, "revenue_cagr_3y": 0.022873520900208444, "revenue_cagr_5y": 0.03486456051436537, "earnings_cagr_3y": -0.030655727526697985, "quarterly_revenue_growth_yoy": 0.007142112825912885, "quarterly_earnings_growth_yoy": -0.1836322881223897, "revenue_growth_qoq": 0.030299757484118645, "gross_margin": 0.6945687466390759, "operating_margin": 0.4813823523405646, "net_margin": 0.44226970437481705, "roa_ttm": 0.12226112475656882, "roe_ttm": 0.1650391320880039, "debt_to_ebitda": 1.2517179244418655, "net_debt_to_ebitda": 1.1045434313829061, "interest_coverage": 139.84897073239043, "debt_to_equity": 0.29642487005471935, "current_ratio": 0.6780593461953663, "quick_ratio": 0.6780593461953663, "fcf_to_ebitda": 0.9213281977927456, "capex_to_revenue": 0.06592820950953718, "working_capital_to_revenue": -0.04839372392321719, "capital_efficiency": 0.14365012842228636, "financial_health": -0.27054464490412783, "margin_quality": 0.5394069344514859, "growth_momentum": -0.08824508764823841, "company_age_years": 39.865845311430526, "ebitda": 1997323000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 23.559180818574585, "revenue_cagr_3y": -0.019007278830308283, "revenue_cagr_5y": -0.00703799060227861, "earnings_cagr_3y": -0.352351595463693, "quarterly_revenue_growth_yoy": -0.12414242897238038, "quarterly_earnings_growth_yoy": -0.813551907610351, "revenue_growth_qoq": -0.025810395559431723, "gross_margin": 0.5872604174684823, "operating_margin": 0.22683993694800217, "net_margin": 0.09628314496939434, "roa_ttm": 0.03285083579936849, "roe_ttm": 0.0642347888470935, "debt_to_ebitda": 5.301643085650209, "net_debt_to_ebitda": 5.278257973021998, "interest_coverage": 22.50734879301642, "debt_to_equity": 0.7792255787800054, "current_ratio": 0.11042350681202293, "quick_ratio": 0.11042350568336368, "fcf_to_ebitda": 0.7087820322548729, "capex_to_revenue": 0.06215877590769931, "working_capital_to_revenue": -0.3169161102403617, "capital_efficiency": 0.04854281232323099, "financial_health": -0.7358040575603286, "margin_quality": 0.30346116646195964, "growth_momentum": -0.4688471682913657, "company_age_years": 27.63586584531143, "ebitda": 1516050000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 21.783404812505065, "revenue_cagr_3y": 0.09895389017787082, "revenue_cagr_5y": 0.10245294687739559, "earnings_cagr_3y": -0.04242096531106154, "quarterly_revenue_growth_yoy": 0.03841338672168698, "quarterly_earnings_growth_yoy": -0.29833620849896786, "revenue_growth_qoq": 0.012399304131993307, "gross_margin": 0.72915358179023, "operating_margin": 0.47106733863295386, "net_margin": 0.3623036005650983, "roa_ttm": 0.0957771562289949, "roe_ttm": 0.19736561560522548, "debt_to_ebitda": 2.8321647005435153, "net_debt_to_ebitda": 2.6530943831786233, "interest_coverage": 45.050328610677155, "debt_to_equity": 0.9858217370687372, "current_ratio": 0.967046379170057, "quick_ratio": 0.967046379170057, "fcf_to_ebitda": 0.806088768659137, "capex_to_revenue": 0.09723908879263335, "working_capital_to_revenue": -0.004363349997659285, "capital_efficiency": 0.1465713859171102, "financial_health": -0.9555707015712844, "margin_quality": 0.5208415069960941, "growth_momentum": -0.12996141088864044, "company_age_years": 43.865845311430526, "ebitda": 3345077000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 20.079112519493492, "revenue_cagr_3y": 0.04745368879889367, "revenue_cagr_5y": 0.06884661877795395, "earnings_cagr_3y": -0.0518701015693096, "quarterly_revenue_growth_yoy": 0.014096012395496443, "quarterly_earnings_growth_yoy": -0.3390198279087168, "revenue_growth_qoq": 0.01956784366919588, "gross_margin": 0.6620067456254775, "operating_margin": 0.3473182933948651, "net_margin": 0.29076174984365877, "roa_ttm": 0.04829026162579575, "roe_ttm": 0.08504315601184313, "debt_to_ebitda": 4.203927384544214, "net_debt_to_ebitda": 4.06583964597074, "interest_coverage": 35.27138572285543, "debt_to_equity": 0.6897706438659303, "current_ratio": 0.5840702302189575, "quick_ratio": 0.48958479966215784, "fcf_to_ebitda": 0.6881812234327822, "capex_to_revenue": 0.043596702972955446, "working_capital_to_revenue": -0.11315133625680987, "capital_efficiency": 0.06666670881881945, "financial_health": -0.6710280003786241, "margin_quality": 0.4333622629546671, "growth_momentum": -0.16246190775661018, "company_age_years": 25.305954825462013, "ebitda": 1763922000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 19.40916341519648, "revenue_cagr_3y": 0.24444465222787604, "revenue_cagr_5y": 0.1994483617784284, "earnings_cagr_3y": -0.006958870522373206, "quarterly_revenue_growth_yoy": 0.03274296166986279, "quarterly_earnings_growth_yoy": 0.21446417500254472, "revenue_growth_qoq": -0.01651887035260535, "gross_margin": 0.8516808222111198, "operating_margin": 0.45206385459044085, "net_margin": 0.312239193015012, "roa_ttm": 0.0296135327024896, "roe_ttm": 0.06125017789881868, "debt_to_ebitda": 5.452829896444159, "net_debt_to_ebitda": 5.391662871994077, "interest_coverage": 15.101626613916437, "debt_to_equity": 0.8834547466631201, "current_ratio": 0.9314158572695502, "quick_ratio": 0.9314158572695502, "fcf_to_ebitda": 0.810307968104394, "capex_to_revenue": 0.016878556123842987, "working_capital_to_revenue": -0.03665264189743024, "capital_efficiency": 0.04543185530065414, "financial_health": -0.7810116811251177, "margin_quality": 0.5386612899388575, "growth_momentum": 0.12360356833620376, "company_age_years": 20.386036960985628, "ebitda": 2259747000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 21.49641239429318, "revenue_cagr_3y": 0.17184204346314536, "revenue_cagr_5y": 0.1517600976620339, "earnings_cagr_3y": 0.7531968282747246, "quarterly_revenue_growth_yoy": 0.014250296432036218, "quarterly_earnings_growth_yoy": -0.18296950747253377, "revenue_growth_qoq": 0.02321366430808491, "gross_margin": 0.7332539783757741, "operating_margin": 0.3373400501636696, "net_margin": 0.20180603381088014, "roa_ttm": 0.024885459972522922, "roe_ttm": 0.04439654917760424, "debt_to_ebitda": 5.799495901329503, "net_debt_to_ebitda": 5.741062846280956, "interest_coverage": 19.36543790849673, "debt_to_equity": 0.6859377342724964, "current_ratio": 0.6041717651886515, "quick_ratio": 0.6107028173505484, "fcf_to_ebitda": 0.8301670788737566, "capex_to_revenue": 0.3118404910692537, "working_capital_to_revenue": -0.1418325634541372, "capital_efficiency": 0.03464100457506358, "financial_health": -0.6168238392647802, "margin_quality": 0.4241333541167746, "growth_momentum": -0.08435960552024878, "company_age_years": 25.919233401779604, "ebitda": 740728000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 19.542007628962516, "revenue_cagr_3y": 0.04051038390022321, "revenue_cagr_5y": 0.07518432144076082, "earnings_cagr_3y": -0.20971152726431852, "quarterly_revenue_growth_yoy": 0.058474375197722236, "quarterly_earnings_growth_yoy": 0.18622552134480966, "revenue_growth_qoq": 0.005722466033425514, "gross_margin": 0.28616900850683874, "operating_margin": 0.7341771678989192, "net_margin": 0.306870103524155, "roa_ttm": 0.026337287829653742, "roe_ttm": 0.0699009679500968, "debt_to_ebitda": 5.024812030075188, "net_debt_to_ebitda": 4.769756809606434, "interest_coverage": 18.997017736619053, "debt_to_equity": 1.2558117444611745, "current_ratio": 0.9356465889786308, "quick_ratio": 0.9356465889786308, "fcf_to_ebitda": 0.6106846787297915, "capex_to_revenue": 0.1119625470096737, "working_capital_to_revenue": -0.01650078950460377, "capital_efficiency": 0.04811912788987527, "financial_health": -1.1969890514219812, "margin_quality": 0.44240542664330434, "growth_momentum": 0.12234994827126594, "company_age_years": 28.8186173853525, "ebitda": 726180000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 21.538086992490324, "revenue_cagr_3y": 0.19389206650024904, "revenue_cagr_5y": 0.19620142635265303, "earnings_cagr_3y": 0.685798864282555, "quarterly_revenue_growth_yoy": 0.08204530136540224, "quarterly_earnings_growth_yoy": 1.6217787344789425, "revenue_growth_qoq": -0.008259701679009947, "gross_margin": 0.7957384713366881, "operating_margin": 0.493809620458697, "net_margin": 0.7543969541512986, "roa_ttm": 0.0641219604683321, "roe_ttm": 0.20335543832587968, "debt_to_ebitda": 5.913867976839164, "net_debt_to_ebitda": 5.839646935881167, "interest_coverage": 18.036590936410626, "debt_to_equity": 1.8873853504688503, "current_ratio": 0.4392173677789518, "quick_ratio": 0.2669382296340536, "fcf_to_ebitda": 0.7858315827637318, "capex_to_revenue": 0.0069791313351304065, "working_capital_to_revenue": -0.09805862506024957, "capital_efficiency": 0.1337386993971059, "financial_health": -1.8399290513307256, "margin_quality": 0.6813150153155613, "growth_momentum": 0.8519120179221724, "company_age_years": 13.385352498288844, "ebitda": 750232000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 21.447459915178836, "revenue_cagr_3y": 0.18545136163288922, "revenue_cagr_5y": 0.1850738813465942, "earnings_cagr_3y": 0.19700462185239043, "quarterly_revenue_growth_yoy": 0.223381317654165, "quarterly_earnings_growth_yoy": 0.2900153558737603, "revenue_growth_qoq": 0.03403397662188689, "gross_margin": 0.7219760929532726, "operating_margin": 0.314149312404837, "net_margin": 0.18179261445531822, "roa_ttm": 0.02546339109268595, "roe_ttm": 0.10299264291015847, "debt_to_ebitda": 6.312181630266893, "net_debt_to_ebitda": 6.193937152547197, "interest_coverage": 18.47917390622977, "debt_to_equity": 2.5736372726344734, "current_ratio": 0.8303699327266257, "quick_ratio": 0.7118786295997847, "fcf_to_ebitda": 0.5362342780890829, "capex_to_revenue": 0.1527298661473628, "working_capital_to_revenue": -0.04266170332447801, "capital_efficiency": 0.06422801700142221, "financial_health": -2.554170485549684, "margin_quality": 0.40597267327114256, "growth_momentum": 0.25669833676396264, "company_age_years": 17.571526351813826, "ebitda": 2712059000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 18.145563858852398, "revenue_cagr_3y": 0.09954827277050327, "revenue_cagr_5y": 0.043922345259434836, "earnings_cagr_3y": -0.12204704085597695, "quarterly_revenue_growth_yoy": 0.04197359823178853, "quarterly_earnings_growth_yoy": -0.44592153371422644, "revenue_growth_qoq": 0.018171414216130968, "gross_margin": 0.6720731155675572, "operating_margin": 0.37276397132400313, "net_margin": 0.21967225473935273, "roa_ttm": 0.028090400392958608, "roe_ttm": 0.07996770045240288, "debt_to_ebitda": 7.070742098484098, "net_debt_to_ebitda": 6.730312206072567, "interest_coverage": 17.144994647926655, "debt_to_equity": 1.7579312227497874, "current_ratio": 1.550394520363966, "quick_ratio": 1.5660678910788033, "fcf_to_ebitda": 0.3321303656813552, "capex_to_revenue": 0.27480360445663754, "working_capital_to_revenue": 0.1447894897690597, "capital_efficiency": 0.05402905042268075, "financial_health": -1.5222053462667133, "margin_quality": 0.4215031138769711, "growth_momentum": -0.20197396774121895, "company_age_years": 50.6611909650924, "ebitda": 736789000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 23.798901136145698, "revenue_cagr_3y": 0.147402829813426, "revenue_cagr_5y": 0.17621677591855978, "earnings_cagr_3y": 0.32929210451103397, "quarterly_revenue_growth_yoy": 0.08806925953709091, "quarterly_earnings_growth_yoy": -0.03184458241538153, "revenue_growth_qoq": 0.008543824193470361, "gross_margin": 0.4957517486272292, "operating_margin": 0.20429979739549403, "net_margin": 0.08651856730693509, "roa_ttm": 0.021559838042812876, "roe_ttm": 0.056211706483344406, "debt_to_ebitda": 3.9779561777095886, "net_debt_to_ebitda": 3.398310247796155, "interest_coverage": 20.38700979152974, "debt_to_equity": 1.098524947349714, "current_ratio": 1.5536528244475991, "quick_ratio": 1.3470225425446356, "fcf_to_ebitda": -0.009894155925747125, "capex_to_revenue": 0.3749939506017135, "working_capital_to_revenue": 0.1863900270719739, "capital_efficiency": 0.03888577226307864, "financial_health": -0.9716390445385741, "margin_quality": 0.26219003777655275, "growth_momentum": 0.02811233856085469, "company_age_years": 19.134839151266256, "ebitda": 2419408000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 19.731486185972877, "revenue_cagr_3y": -0.0007464340143505943, "revenue_cagr_5y": 0.035763745511895095, "earnings_cagr_3y": 0.09202272013043022, "quarterly_revenue_growth_yoy": -0.012696180041456914, "quarterly_earnings_growth_yoy": 0.1531907179115301, "revenue_growth_qoq": -0.03510612408658305, "gross_margin": 0.7227669792060749, "operating_margin": 0.6120898559319434, "net_margin": 0.5636820346076897, "roa_ttm": 0.045643987313606714, "roe_ttm": 0.09524708891357016, "debt_to_ebitda": 11.76598559868522, "net_debt_to_ebitda": 11.41131840276327, "interest_coverage": 18.555110479390102, "debt_to_equity": 1.8734131552831992, "current_ratio": 4.070918610185626, "quick_ratio": 4.19144493405598, "fcf_to_ebitda": 0.7731456334117931, "capex_to_revenue": 0.33344927046559525, "working_capital_to_revenue": 0.33126882425669807, "capital_efficiency": 0.07044553811358843, "financial_health": -0.9096446867072804, "margin_quality": 0.6328462899152361, "growth_momentum": 0.07024726893503659, "company_age_years": 26.60369609856263, "ebitda": 861588000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 27.429786631122532, "revenue_cagr_3y": -0.015379282477056111, "revenue_cagr_5y": 0.005590575549519139, "earnings_cagr_3y": 0.26194695571942694, "quarterly_revenue_growth_yoy": 0.0012419007346975498, "quarterly_earnings_growth_yoy": 3.731842779834805, "revenue_growth_qoq": 0.04204769094687982, "gross_margin": 0.6194805569907863, "operating_margin": 0.8368886050519411, "net_margin": 0.693111106119004, "roa_ttm": 0.05123802116970829, "roe_ttm": 0.09929438126333111, "debt_to_ebitda": 5.651245166398027, "net_debt_to_ebitda": 5.623694068815643, "interest_coverage": 21.116364595390543, "debt_to_equity": 0.7638550490281084, "current_ratio": 0.4659816483595524, "quick_ratio": 0.5285066943414063, "fcf_to_ebitda": 0.7217198290606593, "capex_to_revenue": 0.06959374288225723, "working_capital_to_revenue": -0.10683541764139486, "capital_efficiency": 0.0752662012165197, "financial_health": -0.7591198190128774, "margin_quality": 0.716493422720577, "growth_momentum": 1.8665423402847514, "company_age_years": 28.136892539356605, "ebitda": 1441213000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 18.74330979724495, "revenue_cagr_3y": 0.41782284828827665, "revenue_cagr_5y": 0.28889450516950577, "earnings_cagr_3y": 0.11301888910197966, "quarterly_revenue_growth_yoy": 0.3346953988727222, "quarterly_earnings_growth_yoy": -0.4121129164148327, "revenue_growth_qoq": 0.17114426011697645, "gross_margin": 0.9291058600459347, "operating_margin": 0.43571958412833156, "net_margin": 0.10494690535785828, "roa_ttm": 0.011409292809479136, "roe_ttm": 0.0199108272046011, "debt_to_ebitda": 6.852619882753125, "net_debt_to_ebitda": 6.668694154070474, "interest_coverage": 15.438991499807953, "debt_to_equity": 0.6472244149495903, "current_ratio": 1.5528379443441669, "quick_ratio": 1.518420733187667, "fcf_to_ebitda": 0.8070891660891036, "capex_to_revenue": 2.2315234834231648, "working_capital_to_revenue": 0.2859973620496924, "capital_efficiency": 0.01566006000704012, "financial_health": -0.6111545045007925, "margin_quality": 0.48992411651070816, "growth_momentum": -0.03870875877105526, "company_age_years": 29.451060917180012, "ebitda": 3698009000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 24.791240358350365, "revenue_cagr_3y": 0.14120853281971524, "revenue_cagr_5y": 0.17136162270298394, "earnings_cagr_3y": 1.8863914668857147, "quarterly_revenue_growth_yoy": 0.146857889435208, "quarterly_earnings_growth_yoy": 5.495349261353274, "revenue_growth_qoq": -0.008433215486763818, "gross_margin": 0.66750730485599, "operating_margin": 0.27650619173507723, "net_margin": 0.3097085014609712, "roa_ttm": 0.023020167366864495, "roe_ttm": 0.043633433881388184, "debt_to_ebitda": 4.824435063322572, "net_debt_to_ebitda": 4.584252449809937, "interest_coverage": 21.823828580957144, "debt_to_equity": 0.7684532658442295, "current_ratio": 0.6193021708038913, "quick_ratio": 0.6829465158101927, "fcf_to_ebitda": 0.8240721285171247, "capex_to_revenue": 0.18292724078277517, "working_capital_to_revenue": -0.1209594147408109, "capital_efficiency": 0.03332680062412634, "financial_health": -0.7478995445736268, "margin_quality": 0.4179073326840128, "growth_momentum": 2.821103575394241, "company_age_years": 11.189596167008897, "ebitda": 261755000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 19.43199608462648, "revenue_cagr_3y": 0.058933389945214465, "revenue_cagr_5y": 0.11963121344426586, "earnings_cagr_3y": 0.05780462556608024, "quarterly_revenue_growth_yoy": 0.017038898394052454, "quarterly_earnings_growth_yoy": -0.018289187019837175, "revenue_growth_qoq": -0.015422450702973378, "gross_margin": 0.7114026904210178, "operating_margin": 0.45139185651087904, "net_margin": 0.30918173884257727, "roa_ttm": 0.05052325386458495, "roe_ttm": 0.18140329756828544, "debt_to_ebitda": 5.825635604394597, "net_debt_to_ebitda": 5.76097215884205, "interest_coverage": 20.632144208932626, "debt_to_equity": 2.1387041238545432, "current_ratio": 0.16024361825528016, "quick_ratio": 0.16024361825528016, "fcf_to_ebitda": 0.8345307408486038, "capex_to_revenue": 0.00630721614932071, "working_capital_to_revenue": -0.2399545014362894, "capital_efficiency": 0.1159632757164352, "financial_health": -2.044959855167488, "margin_quality": 0.49065876192482466, "growth_momentum": -0.0006251443128923607, "company_age_years": 15.88227241615332, "ebitda": 872162000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 21.121625796100208, "revenue_cagr_3y": 0.08059521983508833, "revenue_cagr_5y": 0.09521392491842695, "earnings_cagr_3y": -0.2735453085770042, "quarterly_revenue_growth_yoy": 0.13564273520494322, "quarterly_earnings_growth_yoy": -0.11268213581586346, "revenue_growth_qoq": 0.11011448044322447, "gross_margin": 0.46688759450952394, "operating_margin": 0.2463153454262258, "net_margin": 0.06170295616056073, "roa_ttm": 0.019559842387475813, "roe_ttm": 0.041353160906184336, "debt_to_ebitda": 7.705131672492278, "net_debt_to_ebitda": 7.596037557785378, "interest_coverage": 12.697099223368495, "debt_to_equity": 0.9438326326026887, "current_ratio": 0.6955865829574771, "quick_ratio": 0.6955865825385401, "fcf_to_ebitda": 0.840490104450173, "capex_to_revenue": 0.0021619632820951192, "working_capital_to_revenue": -0.1600890518249896, "capital_efficiency": 0.030456501646830073, "financial_health": -0.8458128488497109, "margin_quality": 0.25830196536543687, "growth_momentum": 0.011480299694539876, "company_age_years": 17.741273100616016, "ebitda": 1752606000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 24.4757726870232, "revenue_cagr_3y": 0.054479076653617176, "revenue_cagr_5y": 0.08328097635590215, "earnings_cagr_3y": 0.18862041624359338, "quarterly_revenue_growth_yoy": 0.023708505045916217, "quarterly_earnings_growth_yoy": 6.755403628714173, "revenue_growth_qoq": -0.041853356081538194, "gross_margin": 0.4804775319853713, "operating_margin": 0.2399966716987412, "net_margin": 0.4674488174624873, "roa_ttm": 0.03519798468206473, "roe_ttm": 0.0734666726494352, "debt_to_ebitda": 6.659486902537755, "net_debt_to_ebitda": 6.530172329908143, "interest_coverage": 14.965160219304952, "debt_to_equity": 0.8966058378501598, "current_ratio": 0.8028399052658783, "quick_ratio": 0.8028399052658783, "fcf_to_ebitda": 0.7642184337536977, "capex_to_revenue": 0.0023539286995154477, "working_capital_to_revenue": -0.0916509780758878, "capital_efficiency": 0.05433232866574997, "financial_health": -0.800842758160057, "margin_quality": 0.3959743403822, "growth_momentum": 3.389556066880045, "company_age_years": 18.740588637919235, "ebitda": 2055360000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 20.671570309677172, "revenue_cagr_3y": 0.1028141457905909, "revenue_cagr_5y": 0.09425371330063048, "earnings_cagr_3y": 0.34545218507573905, "quarterly_revenue_growth_yoy": 0.1266933260769258, "quarterly_earnings_growth_yoy": 0.6897415905546892, "revenue_growth_qoq": -0.0273244694569067, "gross_margin": 0.5521229845166777, "operating_margin": 0.5186729180995784, "net_margin": 0.23895192242062763, "roa_ttm": 0.02243422393271359, "roe_ttm": 0.04204719005749242, "debt_to_ebitda": 6.173309310819973, "net_debt_to_ebitda": 6.078775343933859, "interest_coverage": 20.18086016165963, "debt_to_equity": 0.6951981277056127, "current_ratio": 0.9719321031961107, "quick_ratio": -0.2878469017892165, "fcf_to_ebitda": 0.7200452199208242, "capex_to_revenue": 0.09310689994324182, "working_capital_to_revenue": -0.011569679054620693, "capital_efficiency": 0.03224070699510301, "financial_health": -0.6695057177753181, "margin_quality": 0.4365826083456279, "growth_momentum": 0.40821745831580747, "company_age_years": 9.415468856947296, "ebitda": 731536000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 17.6644636693853, "revenue_cagr_3y": 0.05849338623026412, "revenue_cagr_5y": 0.02192295564805935, "earnings_cagr_3y": 0.07222056026739909, "quarterly_revenue_growth_yoy": 0.03972685553727796, "quarterly_earnings_growth_yoy": 0.960080493019746, "revenue_growth_qoq": 0.004741273942880976, "gross_margin": 0.6534226804123712, "operating_margin": 0.6375037800687285, "net_margin": 0.4284426116838488, "roa_ttm": 0.04169983434628276, "roe_ttm": 0.07536090222579675, "debt_to_ebitda": 4.178851886532137, "net_debt_to_ebitda": 4.150159793184872, "interest_coverage": 25.75262836007805, "debt_to_equity": 0.6666574657301195, "current_ratio": 0.1704232124705553, "quick_ratio": 0.1704232124705553, "fcf_to_ebitda": 0.6781077682331601, "capex_to_revenue": 0.11605573347474081, "working_capital_to_revenue": -0.23711500909545144, "capital_efficiency": 0.058530368286039754, "financial_health": -0.6272189245304425, "margin_quality": 0.5731230240549828, "growth_momentum": 0.49990367427851196, "company_age_years": 30.38740588637919, "ebitda": 1768536000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 22.926295880214763, "revenue_cagr_3y": 0.2898543213716904, "revenue_cagr_5y": 0.23279449540795327, "earnings_cagr_3y": 0.2146830545602636, "quarterly_revenue_growth_yoy": 0.11498385360602799, "quarterly_earnings_growth_yoy": 0.9508303405721998, "revenue_growth_qoq": 0.020090208977565933, "gross_margin": 0.7034845179020808, "operating_margin": 0.2967182200253583, "net_margin": 0.2604635296994973, "roa_ttm": 0.019335130404259326, "roe_ttm": 0.03721223720220151, "debt_to_ebitda": 5.908970765227156, "net_debt_to_ebitda": 5.773221737936147, "interest_coverage": 16.065094105554177, "debt_to_equity": 0.858712131474688, "current_ratio": 1.203779968418202, "quick_ratio": 1.1092491058271583, "fcf_to_ebitda": 0.6179148340465246, "capex_to_revenue": 0.047954340522116834, "working_capital_to_revenue": 0.048511939397542045, "capital_efficiency": 0.028273683803230417, "financial_health": -0.8465850931633736, "margin_quality": 0.42022208920897874, "growth_momentum": 0.5329070970891139, "company_age_years": 21.568788501026695, "ebitda": 906489000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 18.13089120873537, "revenue_cagr_3y": 0.08154039339411079, "revenue_cagr_5y": 0.07955791645516896, "earnings_cagr_3y": -0.423591767419799, "quarterly_revenue_growth_yoy": -0.003271523554711587, "quarterly_earnings_growth_yoy": -0.8169792650564476, "revenue_growth_qoq": -0.0023577596892818777, "gross_margin": 0.6170418747201147, "operating_margin": 0.1961280703253011, "net_margin": 0.10533005107178264, "roa_ttm": 0.018446717540970867, "roe_ttm": 0.034927504674668326, "debt_to_ebitda": 3.9358747508737064, "net_debt_to_ebitda": 3.9121110665710623, "interest_coverage": 27.194687547980962, "debt_to_equity": 0.7455493863575403, "current_ratio": 0.10116462086593969, "quick_ratio": 0.10116462086593969, "fcf_to_ebitda": 0.4303795753137721, "capex_to_revenue": 0.25503581325031965, "working_capital_to_revenue": -0.23710781284613322, "capital_efficiency": 0.026687111107819596, "financial_health": -0.7431719962021158, "margin_quality": 0.3061666653723995, "growth_momentum": -0.4101253943055796, "company_age_years": 31.444216290212182, "ebitda": 885595000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 22.816409151635746, "revenue_cagr_3y": 0.09820495405125129, "revenue_cagr_5y": 0.1405934813528389, "earnings_cagr_3y": 0.28987046995353416, "quarterly_revenue_growth_yoy": 0.08050151017256159, "quarterly_earnings_growth_yoy": -0.05215891461663728, "revenue_growth_qoq": 0.030763428022805274, "gross_margin": 0.631076514894921, "operating_margin": 0.24621981903517684, "net_margin": 0.09915767487621167, "roa_ttm": 0.016341941490068228, "roe_ttm": 0.05364882774922313, "debt_to_ebitda": 6.48324508272047, "net_debt_to_ebitda": 6.402818699691359, "interest_coverage": 15.340754722941808, "debt_to_equity": 1.864596636193077, "current_ratio": 0.9353230006973081, "quick_ratio": 0.6300735849434913, "fcf_to_ebitda": 0.48464902684071387, "capex_to_revenue": 0.22553065538009384, "working_capital_to_revenue": -0.015141688474422012, "capital_efficiency": 0.03499538461964568, "financial_health": -1.8425424417014584, "margin_quality": 0.32548466960210315, "growth_momentum": 0.014171297777962156, "company_age_years": 18.130047912388775, "ebitda": 1942385000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 21.176096826163736, "revenue_cagr_3y": 0.175901733891056, "revenue_cagr_5y": 0.12455475440797481, "earnings_cagr_3y": -0.32555174457765723, "quarterly_revenue_growth_yoy": 0.18752494850628304, "quarterly_earnings_growth_yoy": -0.062157994568851405, "revenue_growth_qoq": 0.08564943216652555, "gross_margin": 0.5398570129892443, "operating_margin": 0.13246504317920885, "net_margin": 0.05133698308014429, "roa_ttm": 0.008893962176973564, "roe_ttm": 0.02167780489632819, "debt_to_ebitda": 8.6264110663308, "net_debt_to_ebitda": 8.570816258665667, "interest_coverage": 23.123048327137546, "debt_to_equity": 1.1845882263402914, "current_ratio": 0.27072246841553926, "quick_ratio": 0.2707224681902136, "fcf_to_ebitda": 0.21011804684135219, "capex_to_revenue": 0.9415333057597064, "working_capital_to_revenue": -0.6600842790353146, "capital_efficiency": 0.015285883536650877, "financial_health": -1.0353875466295597, "margin_quality": 0.24121967974953248, "growth_momentum": 0.06268347696871582, "company_age_years": 18.417522245037645, "ebitda": 2363638000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 21.096949454584724, "revenue_cagr_3y": 0.08740612109879686, "revenue_cagr_5y": 0.11861396792370149, "earnings_cagr_3y": 0.3556575367830399, "quarterly_revenue_growth_yoy": 0.06976630248395473, "quarterly_earnings_growth_yoy": 0.031229120065072773, "revenue_growth_qoq": -0.006738929829349762, "gross_margin": 0.6635480388629004, "operating_margin": 0.3521933985410056, "net_margin": 0.23224835617782721, "roa_ttm": 0.04325008540478723, "roe_ttm": 0.09718805987384005, "debt_to_ebitda": 4.838837887460849, "net_debt_to_ebitda": 4.82929852035857, "interest_coverage": 21.142889764229036, "debt_to_equity": 1.0558175623568005, "current_ratio": 0.0187538347735835, "quick_ratio": 0.0187538347735835, "fcf_to_ebitda": 0.8469084134355762, "capex_to_revenue": 0.1580607061548382, "working_capital_to_revenue": -0.5629778652173341, "capital_efficiency": 0.07021907263931364, "financial_health": -0.9982477376174302, "margin_quality": 0.41599659786057774, "growth_momentum": 0.050497711274513746, "company_age_years": 14.43668720054757, "ebitda": 370360000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 16.83957756482954, "revenue_cagr_3y": 0.051708494224234514, "revenue_cagr_5y": 0.020917874153115967, "earnings_cagr_3y": 0.23633174566880832, "quarterly_revenue_growth_yoy": 0.041674639152120774, "quarterly_earnings_growth_yoy": -0.46596083894435414, "revenue_growth_qoq": 0.009421323306970915, "gross_margin": 0.6407597639444969, "operating_margin": 0.6212947144394096, "net_margin": 0.23824867035785363, "roa_ttm": 0.033953296973117726, "roe_ttm": 0.061722503393415125, "debt_to_ebitda": 4.243162468563155, "net_debt_to_ebitda": 4.220894999095118, "interest_coverage": 25.58623042197094, "debt_to_equity": 0.676129838865327, "current_ratio": 0.13067953315995604, "quick_ratio": 0.13067953212876668, "fcf_to_ebitda": 0.6797291141064561, "capex_to_revenue": 0.1141605534741988, "working_capital_to_revenue": -0.29619730676379846, "capital_efficiency": 0.047837900183266426, "financial_health": -0.6291913466075396, "margin_quality": 0.5001010495805868, "growth_momentum": -0.21214309989611668, "company_age_years": 30.135523613963038, "ebitda": 1762661000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 18.41363682003844, "revenue_cagr_3y": 0.23909321547368623, "revenue_cagr_5y": 0.2731407553258598, "earnings_cagr_3y": 0.5109420472940136, "quarterly_revenue_growth_yoy": 0.07482530689329556, "quarterly_earnings_growth_yoy": -0.07322143788393098, "revenue_growth_qoq": 0.02245697244080342, "gross_margin": 0.7052642676412707, "operating_margin": 0.28823446724768065, "net_margin": 0.2772877424796177, "roa_ttm": 0.02276250991008129, "roe_ttm": 0.03893860083745313, "debt_to_ebitda": 5.217503899396911, "net_debt_to_ebitda": 5.160017192488288, "interest_coverage": 20.006976744186048, "debt_to_equity": 0.6033494999195057, "current_ratio": 0.7519192443625999, "quick_ratio": 0.7991925517905286, "fcf_to_ebitda": 0.6041280894441906, "capex_to_revenue": 0.23924262360891188, "working_capital_to_revenue": -0.08184125426526015, "capital_efficiency": 0.03085055537376721, "financial_health": -0.5767999663747966, "margin_quality": 0.4235954924561897, "growth_momentum": 0.0008019345046822862, "company_age_years": 25.17180013689254, "ebitda": 739858000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 20.691556257302455, "revenue_cagr_3y": 0.10750569403945787, "revenue_cagr_5y": 0.16556159733558196, "earnings_cagr_3y": 1.2835593407511015, "quarterly_revenue_growth_yoy": 0.08885241771239406, "quarterly_earnings_growth_yoy": -0.5301580380460245, "revenue_growth_qoq": 0.0018739434919101666, "gross_margin": 0.7976487753770605, "operating_margin": 0.503530372127254, "net_margin": 0.3255237709580694, "roa_ttm": 0.05281946509024363, "roe_ttm": 0.17173711658830917, "debt_to_ebitda": 5.8845381204778935, "net_debt_to_ebitda": 5.813764928027888, "interest_coverage": 16.458963917421343, "debt_to_equity": 1.9805856013363583, "current_ratio": 0.31929473157104077, "quick_ratio": 0.31929473157104077, "fcf_to_ebitda": 0.8290246898687589, "capex_to_revenue": 0.003548143108163454, "working_capital_to_revenue": -0.12796105217264933, "capital_efficiency": 0.1122782908392764, "financial_health": -1.9397012794639505, "margin_quality": 0.5422343061541279, "growth_momentum": -0.2206528101668152, "company_age_years": 14.38466803559206, "ebitda": 812398000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 27.950073909521645, "revenue_cagr_3y": 0.052022809644126866, "revenue_cagr_5y": 0.08577621709960148, "earnings_cagr_3y": 0.4469282287495526, "quarterly_revenue_growth_yoy": 0.09421211770731788, "quarterly_earnings_growth_yoy": 1.2274603441242111, "revenue_growth_qoq": 0.02430536375186433, "gross_margin": 0.31445181470096534, "operating_margin": 0.2839907242625249, "net_margin": 0.40045515828075284, "roa_ttm": 0.04729538256449918, "roe_ttm": 0.08902498297850905, "debt_to_ebitda": 7.111010700310232, "net_debt_to_ebitda": 7.068264562867963, "interest_coverage": 32.482791244758104, "debt_to_equity": 1.5067280341036955, "current_ratio": 0.22347364818617385, "quick_ratio": 0.18238021902806298, "fcf_to_ebitda": 0.6259299697639288, "capex_to_revenue": 0.17845127502556124, "working_capital_to_revenue": -0.25521995048597307, "capital_efficiency": 0.06816018277150412, "financial_health": -0.7485522204853413, "margin_quality": 0.33296589908141433, "growth_momentum": 0.6608362309157645, "company_age_years": 27.923340177960302, "ebitda": 1270337000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 20.34077835497726, "revenue_cagr_3y": 0.15627779532969033, "revenue_cagr_5y": 0.17868182764477658, "earnings_cagr_3y": 0.2208888295554403, "quarterly_revenue_growth_yoy": 0.07783901216744289, "quarterly_earnings_growth_yoy": 0.39141632735938786, "revenue_growth_qoq": 0.03441557143903917, "gross_margin": 0.737995653223859, "operating_margin": 0.4945375513161072, "net_margin": 0.4192191902117041, "roa_ttm": 0.0678085678492157, "roe_ttm": 0.22073456862010946, "debt_to_ebitda": 5.883543971772515, "net_debt_to_ebitda": 5.826319758482495, "interest_coverage": 16.84838312157396, "debt_to_equity": 1.9474604492430039, "current_ratio": 0.3899283777531814, "quick_ratio": 1.3283964932623553, "fcf_to_ebitda": 0.8468787595241278, "capex_to_revenue": 0.004394158552373562, "working_capital_to_revenue": -0.08786124242513695, "capital_efficiency": 0.14427156823466258, "financial_health": -1.9416417796972212, "margin_quality": 0.5505841315838901, "growth_momentum": 0.23462766976341537, "company_age_years": 14.132785763175907, "ebitda": 792986000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 21.380300703967578, "revenue_cagr_3y": 0.23769239811738174, "revenue_cagr_5y": 0.19142161398473023, "earnings_cagr_3y": 0.043794265974556934, "quarterly_revenue_growth_yoy": 0.18334410143836252, "quarterly_earnings_growth_yoy": 0.4762143870756468, "revenue_growth_qoq": 0.037887056009777306, "gross_margin": 0.48349410393337894, "operating_margin": 0.17040230818666136, "net_margin": 0.05358245182230893, "roa_ttm": 0.013733086441011708, "roe_ttm": 0.039804451625360115, "debt_to_ebitda": 4.921814696132105, "net_debt_to_ebitda": 4.4444801206095885, "interest_coverage": 15.031840086728595, "debt_to_equity": 1.4388907718895456, "current_ratio": 1.2910150528033928, "quick_ratio": 1.2910150521058579, "fcf_to_ebitda": 0.05045734922690025, "capex_to_revenue": 0.33597878559145994, "working_capital_to_revenue": 0.08637244627768616, "capital_efficiency": 0.02676876903318591, "financial_health": -1.3457862714219204, "margin_quality": 0.2358262879807831, "growth_momentum": 0.32977924425700467, "company_age_years": 17.883641341546884, "ebitda": 2024383000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 19.55997003083717, "revenue_cagr_3y": 0.05533084532281829, "revenue_cagr_5y": 0.09668227434638355, "earnings_cagr_3y": 0.10096183996130126, "quarterly_revenue_growth_yoy": 0.13196455644131277, "quarterly_earnings_growth_yoy": -0.6037831489714578, "revenue_growth_qoq": 0.09843612178806199, "gross_margin": 0.7324656522554628, "operating_margin": 0.5503537348776142, "net_margin": 0.5097006002063209, "roa_ttm": 0.03533451645783249, "roe_ttm": 0.06137767747486121, "debt_to_ebitda": 4.365915787870712, "net_debt_to_ebitda": 4.2610077283283205, "interest_coverage": 40.92325429221326, "debt_to_equity": 0.5205464908148889, "current_ratio": 0.6488684153560672, "quick_ratio": 0.6488684153560672, "fcf_to_ebitda": 0.5934876460958617, "capex_to_revenue": 0.344208466327333, "working_capital_to_revenue": -0.21443625190368953, "capital_efficiency": 0.04835609696634685, "financial_health": -0.5026413810322701, "margin_quality": 0.597506662446466, "growth_momentum": -0.2359092962650725, "company_age_years": 24.583162217659137, "ebitda": 2626700000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 20.441151025418954, "revenue_cagr_3y": 0.06931391256153496, "revenue_cagr_5y": 0.07514061174242426, "earnings_cagr_3y": -0.07086443395518349, "quarterly_revenue_growth_yoy": 0.050987466343985675, "quarterly_earnings_growth_yoy": 0.07602258370183196, "revenue_growth_qoq": 0.024474109152002366, "gross_margin": 0.6794830399021141, "operating_margin": 0.3540632859764802, "net_margin": 0.23157416219155733, "roa_ttm": 0.03846115932793653, "roe_ttm": 0.10311945439920268, "debt_to_ebitda": 5.899805763199273, "net_debt_to_ebitda": 5.792030405206555, "interest_coverage": 21.20818175333476, "debt_to_equity": 1.4954791164636378, "current_ratio": 1.833754251762748, "quick_ratio": 1.833754251762748, "fcf_to_ebitda": 0.2496153102323274, "capex_to_revenue": 0.4022760739145063, "working_capital_to_revenue": 0.24955540310846416, "capital_efficiency": 0.0707903068635696, "financial_health": -1.366346961046491, "margin_quality": 0.42170682935671716, "growth_momentum": 0.06350502502290882, "company_age_years": 45.661875427789184, "ebitda": 594635000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 24.53177030939448, "revenue_cagr_3y": 0.2871208705606225, "revenue_cagr_5y": 0.22553338995377792, "earnings_cagr_3y": 0.3987540094749604, "quarterly_revenue_growth_yoy": 0.08585841532674685, "quarterly_earnings_growth_yoy": 0.5365067850132287, "revenue_growth_qoq": 0.02351353587819301, "gross_margin": 0.7012376006716626, "operating_margin": 0.32921732640940327, "net_margin": 0.22392798283528717, "roa_ttm": 0.022809129845262732, "roe_ttm": 0.0455079038649944, "debt_to_ebitda": 9.296937265406683, "net_debt_to_ebitda": 9.074356780263571, "interest_coverage": 17.41347538151454, "debt_to_equity": 1.4703823674688379, "current_ratio": 1.4809887937165862, "quick_ratio": 1.592816816571551, "fcf_to_ebitda": 0.6467686062470029, "capex_to_revenue": 0.04386395388614123, "working_capital_to_revenue": 0.1129668053108945, "capital_efficiency": 0.034158516855128565, "financial_health": -0.9006546850289149, "margin_quality": 0.41812763663878433, "growth_momentum": 0.3111826001699878, "company_age_years": 22.067077344284737, "ebitda": 967632000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 20.05354985486781, "revenue_cagr_3y": -0.017864418060464238, "revenue_cagr_5y": 0.033956598414669914, "earnings_cagr_3y": 0.35689891719565403, "quarterly_revenue_growth_yoy": -0.13894336263301824, "quarterly_earnings_growth_yoy": 0.3558385415138445, "revenue_growth_qoq": -0.0009652286684464274, "gross_margin": 0.6802914668970039, "operating_margin": 0.3700645263580346, "net_margin": 0.4578943630685281, "roa_ttm": 0.20730932758015447, "roe_ttm": 0.4196040933503489, "debt_to_ebitda": 5.382052475152064, "net_debt_to_ebitda": 5.335816779520641, "interest_coverage": 17.407036380694255, "debt_to_equity": 0.8785990291598128, "current_ratio": 0.5207429133727259, "quick_ratio": 0.5207429133727259, "fcf_to_ebitda": 0.5282667917073138, "capex_to_revenue": 0.09454983922829582, "working_capital_to_revenue": -0.08312062000164894, "capital_efficiency": 0.3134567104652517, "financial_health": -0.8729149547401551, "margin_quality": 0.5027501187745222, "growth_momentum": 0.10844758944041312, "company_age_years": 23.38945927446954, "ebitda": 1669857000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 20.51450138554991, "revenue_cagr_3y": 0.17420452539898812, "revenue_cagr_5y": 0.18697820377783336, "earnings_cagr_3y": 0.15187279693148148, "quarterly_revenue_growth_yoy": 0.10953001792262575, "quarterly_earnings_growth_yoy": 0.19946013179135683, "revenue_growth_qoq": 0.011027204689028257, "gross_margin": 0.6911562942134717, "operating_margin": 0.3338662252806161, "net_margin": 0.18876393263547692, "roa_ttm": 0.03804553349905874, "roe_ttm": 0.1886440690707622, "debt_to_ebitda": 5.092052083382883, "net_debt_to_ebitda": 4.880781250743245, "interest_coverage": 20.013571262349533, "debt_to_equity": 2.9561809703922615, "current_ratio": 0.8687473343491564, "quick_ratio": 0.6643394760547129, "fcf_to_ebitda": 0.553535781163536, "capex_to_revenue": 0.11729489534292037, "working_capital_to_revenue": -0.04564742166740755, "capital_efficiency": 0.11334480128491047, "financial_health": -2.8259874888901457, "margin_quality": 0.40459548404318824, "growth_momentum": 0.1544950748569913, "company_age_years": 19.32101300479124, "ebitda": 3784086000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 21.95373919264305, "revenue_cagr_3y": 0.06465679452131545, "revenue_cagr_5y": 0.06288153370422567, "earnings_cagr_3y": 0.01913216351895275, "quarterly_revenue_growth_yoy": 0.040624176981827756, "quarterly_earnings_growth_yoy": -0.708351760360201, "revenue_growth_qoq": 0.007124906906261077, "gross_margin": 0.25372113255298956, "operating_margin": 0.1869938310661183, "net_margin": 0.2738215754508067, "roa_ttm": 0.015718829530523493, "roe_ttm": 0.04301719866940335, "debt_to_ebitda": 6.104444621085199, "net_debt_to_ebitda": 6.101329289618823, "interest_coverage": 19.122036771798545, "debt_to_equity": 1.4132033406468965, "current_ratio": 2.2650732808836853, "quick_ratio": 0.14849986336243473, "fcf_to_ebitda": 0.6007560564000343, "capex_to_revenue": 0.12668019694895816, "working_capital_to_revenue": 0.3533140990428714, "capital_efficiency": 0.029368014099963424, "financial_health": -1.2990722267848627, "margin_quality": 0.2381788463566382, "growth_momentum": -0.3338637916891866, "company_age_years": 27.81930184804928, "ebitda": 654184000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 19.57712294960189, "revenue_cagr_3y": 0.10197920252566939, "revenue_cagr_5y": 0.13427743924699942, "earnings_cagr_3y": 0.10579991055131477, "quarterly_revenue_growth_yoy": 0.07248295953499394, "quarterly_earnings_growth_yoy": 0.21769034313601537, "revenue_growth_qoq": 0.003338332137967008, "gross_margin": 0.6761869484410132, "operating_margin": 0.35811205989004563, "net_margin": 0.31294108472725857, "roa_ttm": 0.04366912409684911, "roe_ttm": 0.09585957121750412, "debt_to_ebitda": 4.80676046727892, "net_debt_to_ebitda": 4.796404615562391, "interest_coverage": 22.250749923477198, "debt_to_equity": 1.021884822756098, "current_ratio": 0.08927334187154885, "quick_ratio": 0.06677304443371336, "fcf_to_ebitda": 0.837313531389456, "capex_to_revenue": 0.14382952249709002, "working_capital_to_revenue": -0.6528922440897476, "capital_efficiency": 0.06976434765717661, "financial_health": -0.9065182438801329, "margin_quality": 0.4490800310194391, "growth_momentum": 0.14508665133550466, "company_age_years": 14.190280629705681, "ebitda": 363466000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 20.965461248066198, "revenue_cagr_3y": 0.06690841936990433, "revenue_cagr_5y": 0.0628978175524968, "earnings_cagr_3y": -0.263642185376768, "quarterly_revenue_growth_yoy": 0.03222583986976469, "quarterly_earnings_growth_yoy": -0.3993916011277638, "revenue_growth_qoq": 0.012549449751793498, "gross_margin": 0.2530954912760712, "operating_margin": 0.18117734207916653, "net_margin": 0.0644786153227316, "roa_ttm": 0.03733385046848192, "roe_ttm": 0.10183994997579984, "debt_to_ebitda": 5.584301674381823, "net_debt_to_ebitda": 5.5816135225463475, "interest_coverage": 22.101378966605747, "debt_to_equity": 1.3055599199022292, "current_ratio": 2.007538225068362, "quick_ratio": 0.1428341345396361, "fcf_to_ebitda": 0.6249592191730776, "capex_to_revenue": 0.1288036846840359, "working_capital_to_revenue": 0.2918738760486409, "capital_efficiency": 0.06958690022214088, "financial_health": -1.2929088907380824, "margin_quality": 0.16625048289265645, "growth_momentum": -0.18358288062899955, "company_age_years": 27.567419575633128, "ebitda": 665141000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 25.0782589865839, "revenue_cagr_3y": 0.05473545627813503, "revenue_cagr_5y": 0.1693619116648648, "earnings_cagr_3y": 3.0780622493525858, "quarterly_revenue_growth_yoy": 0.10964667758458482, "quarterly_earnings_growth_yoy": 1.1184847185643412, "revenue_growth_qoq": 0.03640723873295731, "gross_margin": 0.6028316180338036, "operating_margin": 0.26906847852539195, "net_margin": 0.13576576152233816, "roa_ttm": 0.014113589682643268, "roe_ttm": 0.02716245315291185, "debt_to_ebitda": 6.775357003088464, "net_debt_to_ebitda": 6.292805216675335, "interest_coverage": 14.87365503338793, "debt_to_equity": 0.8434540619088092, "current_ratio": 2.7641354145277424, "quick_ratio": 3.2293880628667027, "fcf_to_ebitda": 0.5857137774645453, "capex_to_revenue": 0.08343562708388087, "working_capital_to_revenue": 0.2700745687944797, "capital_efficiency": 0.02063802141777756, "financial_health": -0.7926981334042441, "margin_quality": 0.33588861936051123, "growth_momentum": 0.614065698074463, "company_age_years": 4.659822039698836, "ebitda": 1180522000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 24.648891410743637, "revenue_cagr_3y": 0.09393839234198564, "revenue_cagr_5y": 0.07816645215928308, "earnings_cagr_3y": 0.10232505188156105, "quarterly_revenue_growth_yoy": 0.07627524300225913, "quarterly_earnings_growth_yoy": 0.04838267741516808, "revenue_growth_qoq": -0.01541837407412195, "gross_margin": 0.77399931071833, "operating_margin": 0.5676037615085422, "net_margin": 0.5965404624751777, "roa_ttm": 0.13409827052579648, "roe_ttm": 0.1429828078538894, "debt_to_ebitda": 0.3657796477340285, "net_debt_to_ebitda": 0.3059937270216768, "interest_coverage": 2859.5196721311477, "debt_to_equity": 0.06957332644468364, "current_ratio": 0.3986764942005826, "quick_ratio": 0.3986764942005826, "fcf_to_ebitda": 0.8325793567302087, "capex_to_revenue": 0.12347167732573762, "working_capital_to_revenue": -0.06604243362712957, "capital_efficiency": 0.13854053918984294, "financial_health": -0.024121647297172526, "margin_quality": 0.6460478449006833, "growth_momentum": 0.062328960208713605, "company_age_years": 35.115674195756334, "ebitda": 1744307000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 20.240367464259748, "revenue_cagr_3y": 0.08409627803518416, "revenue_cagr_5y": 0.07300712783879404, "earnings_cagr_3y": 0.08419113507388487, "quarterly_revenue_growth_yoy": 0.024453162526119704, "quarterly_earnings_growth_yoy": -0.3122831578306653, "revenue_growth_qoq": 0.011653664644129827, "gross_margin": 0.2442640898705255, "operating_margin": 0.16626047220106627, "net_margin": 0.05378189261233816, "roa_ttm": 0.011517844603910336, "roe_ttm": 0.036319006182897066, "debt_to_ebitda": 5.693650675004684, "net_debt_to_ebitda": 5.691432532051437, "interest_coverage": 20.515015732664196, "debt_to_equity": 1.6692436089904588, "current_ratio": 0.4179266173634803, "quick_ratio": 0.0, "fcf_to_ebitda": 0.5556239388588552, "capex_to_revenue": 0.17024435345079095, "working_capital_to_revenue": -0.26437766897840276, "capital_efficiency": 0.023918425393403702, "financial_health": -1.573189523387555, "margin_quality": 0.15476881822797664, "growth_momentum": -0.14391499765227278, "company_age_years": 34.56810403832991, "ebitda": 1030141000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 19.643517606620488, "revenue_cagr_3y": 0.23760528440233375, "revenue_cagr_5y": 0.1699050217216045, "earnings_cagr_3y": 0.20045366601087222, "quarterly_revenue_growth_yoy": 0.3466148837073484, "quarterly_earnings_growth_yoy": 3.4645481349744935, "revenue_growth_qoq": 0.04511048158640227, "gross_margin": 0.7363829225892957, "operating_margin": 0.2884062842211404, "net_margin": 0.1903192346752538, "roa_ttm": 0.022263504178796665, "roe_ttm": 0.03810078178925677, "debt_to_ebitda": 5.576913057498391, "net_debt_to_ebitda": 5.445060894813697, "interest_coverage": 19.308292550299075, "debt_to_equity": 0.6033384209529697, "current_ratio": 1.2326894572147848, "quick_ratio": 1.2596616709408748, "fcf_to_ebitda": 0.32789135954060994, "capex_to_revenue": 0.32799889263138465, "working_capital_to_revenue": 0.04563281502330088, "capital_efficiency": 0.030182142984026716, "financial_health": -0.5766879814597058, "margin_quality": 0.4050361471618966, "growth_momentum": 1.905581509340921, "company_age_years": 24.418891170431213, "ebitda": 710159000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 24.455188921098504, "revenue_cagr_3y": 0.11362177592191647, "revenue_cagr_5y": 0.09934272652751708, "earnings_cagr_3y": 0.11834192038086, "quarterly_revenue_growth_yoy": 0.16041112045210407, "quarterly_earnings_growth_yoy": 0.5198537709234531, "revenue_growth_qoq": 0.06221025151838225, "gross_margin": 0.9364750747744189, "operating_margin": 0.5014778796012367, "net_margin": 0.3252517426401596, "roa_ttm": 0.023523944968190436, "roe_ttm": 0.044655375194281914, "debt_to_ebitda": 6.0200061254902675, "net_debt_to_ebitda": 5.978856392299558, "interest_coverage": 17.483622607328865, "debt_to_equity": 0.8083873926078341, "current_ratio": 0.4299481796815269, "quick_ratio": 0.4299481787376231, "fcf_to_ebitda": 0.8143984067630289, "capex_to_revenue": 2.3379103252835396, "working_capital_to_revenue": -0.4048898122876848, "capital_efficiency": 0.03408966008123618, "financial_health": -0.733417759314499, "margin_quality": 0.5877348990052716, "growth_momentum": 0.34013244568777856, "company_age_years": 25.201916495550993, "ebitda": 1312548000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 21.183645095667014, "revenue_cagr_3y": 0.0808237500988902, "revenue_cagr_5y": 0.20472478526121973, "earnings_cagr_3y": 0.12841848807649847, "quarterly_revenue_growth_yoy": 0.09168727338926225, "quarterly_earnings_growth_yoy": 0.11453925079273218, "revenue_growth_qoq": 0.03849206635543016, "gross_margin": 0.9395121646175172, "operating_margin": 0.48332597978759256, "net_margin": 0.3211507662163054, "roa_ttm": 0.023992556454024372, "roe_ttm": 0.046635161887354795, "debt_to_ebitda": 5.960921677990462, "net_debt_to_ebitda": 5.95130597929052, "interest_coverage": 20.01937263717176, "debt_to_equity": 0.8629782981744409, "current_ratio": 0.12011843947671233, "quick_ratio": 0.1255216203851326, "fcf_to_ebitda": 0.8207488812308095, "capex_to_revenue": 1.552996268940836, "working_capital_to_revenue": -1.0930915577987839, "capital_efficiency": 0.035313859170689584, "financial_health": -0.6967482225476113, "margin_quality": 0.581329636873805, "growth_momentum": 0.10311326209099722, "company_age_years": 22.203969883641342, "ebitda": 979648000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 25.30161196734594, "revenue_cagr_3y": 0.10547846299423114, "revenue_cagr_5y": 0.09556441494143209, "earnings_cagr_3y": 0.08271971105101694, "quarterly_revenue_growth_yoy": 0.22045665672517478, "quarterly_earnings_growth_yoy": 0.2661212829502662, "revenue_growth_qoq": 0.0550072906320661, "gross_margin": 0.6807597548273375, "operating_margin": 0.6228717650829261, "net_margin": 0.24413107924044547, "roa_ttm": 0.03766406663939209, "roe_ttm": 0.09732015397579452, "debt_to_ebitda": 4.848994589602627, "net_debt_to_ebitda": 4.8403061535646765, "interest_coverage": 24.022394307241523, "debt_to_equity": 1.2056442266658869, "current_ratio": 0.20142506142506142, "quick_ratio": 0.13216707616707618, "fcf_to_ebitda": 0.8274074525827896, "capex_to_revenue": 0.2902077271530511, "working_capital_to_revenue": -0.3291297332694242, "capital_efficiency": 0.0674921103075933, "financial_health": -1.1914858453853974, "margin_quality": 0.5159208663835696, "growth_momentum": 0.2432889698377205, "company_age_years": 16.687200547570157, "ebitda": 459116000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 22.40701512601118, "revenue_cagr_3y": 0.05501958091887138, "revenue_cagr_5y": 0.0778540379870225, "earnings_cagr_3y": -0.1373134675897919, "quarterly_revenue_growth_yoy": 0.018585971869836612, "quarterly_earnings_growth_yoy": 0.9774856971588255, "revenue_growth_qoq": -0.003898867188892983, "gross_margin": 0.4729292712323536, "operating_margin": 0.24289390883741652, "net_margin": 0.178461954597708, "roa_ttm": 0.03692043956710261, "roe_ttm": 0.07930481265528835, "debt_to_ebitda": 6.9642088552184624, "net_debt_to_ebitda": 6.831174197765767, "interest_coverage": 16.268192452600875, "debt_to_equity": 0.9597584213166626, "current_ratio": 0.8941208585304239, "quick_ratio": 0.8941208585304239, "fcf_to_ebitda": 0.7100498441640305, "capex_to_revenue": 0.0029942720234961734, "working_capital_to_revenue": -0.04365104339753412, "capital_efficiency": 0.058112626111195484, "financial_health": -0.8490640028520023, "margin_quality": 0.29809504488915933, "growth_momentum": 0.49803583451433103, "company_age_years": 18.99247091033539, "ebitda": 2141675000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 19.099157945438172, "revenue_cagr_3y": 0.14180572833968763, "revenue_cagr_5y": 0.11628774586634227, "earnings_cagr_3y": 0.3858606829286533, "quarterly_revenue_growth_yoy": 0.01675739139716085, "quarterly_earnings_growth_yoy": 0.37630402384500744, "revenue_growth_qoq": -0.004285564962893279, "gross_margin": 0.8245928436459614, "operating_margin": 0.6803185267388501, "net_margin": 0.42240409705767673, "roa_ttm": 0.06598484824145143, "roe_ttm": 0.14676035826424488, "debt_to_ebitda": 4.165064924701027, "net_debt_to_ebitda": 4.155765131046434, "interest_coverage": 29.63787642015458, "debt_to_equity": 1.0442856795773088, "current_ratio": 0.30626073371818674, "quick_ratio": 0.30626073371818674, "fcf_to_ebitda": 0.8728781194067284, "capex_to_revenue": 0.04014655004674605, "working_capital_to_revenue": -0.24614997650833123, "capital_efficiency": 0.10637260325284816, "financial_health": -1.036770336919225, "margin_quality": 0.6424384891474961, "growth_momentum": 0.19653070762108416, "company_age_years": 19.189596167008897, "ebitda": 701736000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 19.845433554409237, "revenue_cagr_3y": 0.0946083720245674, "revenue_cagr_5y": 0.07336955542906942, "earnings_cagr_3y": 0.25789870123398484, "quarterly_revenue_growth_yoy": 0.06650544135429262, "quarterly_earnings_growth_yoy": 0.17280453257790368, "revenue_growth_qoq": 0.010309278350515464, "gross_margin": 0.7052154195011338, "operating_margin": 0.3469387755102041, "net_margin": 0.23469387755102042, "roa_ttm": 0.04303589321959867, "roe_ttm": 0.22486239763726676, "debt_to_ebitda": 5.423483173667403, "net_debt_to_ebitda": 5.385163350528126, "interest_coverage": 21.887096774193548, "debt_to_equity": 2.9640220163780375, "current_ratio": 0.445624313438301, "quick_ratio": 0.34749176125961184, "fcf_to_ebitda": 0.3851633505281258, "capex_to_revenue": 0.18751789292871457, "working_capital_to_revenue": -0.21671915259089608, "capital_efficiency": 0.13394914542843273, "financial_health": -2.803080080748054, "margin_quality": 0.42894935752078606, "growth_momentum": 0.11965498696609815, "company_age_years": 24.380561259411362, "ebitda": 4071000000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 26.23522115722525, "revenue_cagr_3y": -0.022241827284066762, "revenue_cagr_5y": 0.0009743174802332444, "earnings_cagr_3y": 0.4069449127906757, "quarterly_revenue_growth_yoy": -0.08488184205211069, "quarterly_earnings_growth_yoy": 0.21272730060409065, "revenue_growth_qoq": 0.0007647230096284819, "gross_margin": 0.6160880448250089, "operating_margin": 0.6301117448278515, "net_margin": 0.5290213841778152, "roa_ttm": 0.03508868546299989, "roe_ttm": 0.06881997502202178, "debt_to_ebitda": 5.685309702803829, "net_debt_to_ebitda": 5.658096924677687, "interest_coverage": 21.62013586794589, "debt_to_equity": 0.7907513050375451, "current_ratio": 0.37566015524056545, "quick_ratio": 0.37566015428347194, "fcf_to_ebitda": 0.7204736671650944, "capex_to_revenue": 0.0662143038392715, "working_capital_to_revenue": -0.2682793419284738, "capital_efficiency": 0.05195433024251084, "financial_health": -0.7282722912603244, "margin_quality": 0.5917403912768918, "growth_momentum": 0.06392272927598998, "company_age_years": 27.88501026694045, "ebitda": 1451230000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 22.484108430881655, "revenue_cagr_3y": 0.11558796376009628, "revenue_cagr_5y": 0.09700460980089409, "earnings_cagr_3y": -0.0681538861856188, "quarterly_revenue_growth_yoy": 0.040183437958125026, "quarterly_earnings_growth_yoy": -0.5281719825769284, "revenue_growth_qoq": 0.02299445471349353, "gross_margin": 0.7086947094535994, "operating_margin": 0.2802833188782885, "net_margin": 0.12135010118531367, "roa_ttm": 0.020801374486101736, "roe_ttm": 0.2570746864942848, "debt_to_ebitda": 6.653376412477163, "net_debt_to_ebitda": 6.348382840516949, "interest_coverage": 17.376837154614933, "debt_to_equity": 7.27483076240151, "current_ratio": 0.45805286706230663, "quick_ratio": 0.44180241898009853, "fcf_to_ebitda": 0.36431761282901415, "capex_to_revenue": 0.18019966722129785, "working_capital_to_revenue": -0.37733407284156034, "capital_efficiency": 0.13893803049019327, "financial_health": -6.388434324532501, "margin_quality": 0.3701093765057339, "growth_momentum": -0.2439942723094017, "company_age_years": 24.8186173853525, "ebitda": 5911600000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 26.340979405019876, "revenue_cagr_3y": 0.058484142282436036, "revenue_cagr_5y": 0.07320267617551623, "earnings_cagr_3y": 0.18712038452139113, "quarterly_revenue_growth_yoy": 0.11744314882307465, "quarterly_earnings_growth_yoy": 0.667044012212274, "revenue_growth_qoq": 0.003458392119600861, "gross_margin": 0.547392987176953, "operating_margin": 0.5030989561746383, "net_margin": 0.15493505582584632, "roa_ttm": 0.017032166397190573, "roe_ttm": 0.030884293900738942, "debt_to_ebitda": 5.697069302455431, "net_debt_to_ebitda": 5.629626367636697, "interest_coverage": 21.86021505376344, "debt_to_equity": 0.6236037503019508, "current_ratio": 0.28492055343206424, "quick_ratio": 0.15269449351820585, "fcf_to_ebitda": 0.6841839379960384, "capex_to_revenue": 0.09341193294927318, "working_capital_to_revenue": -0.5489124164100397, "capital_efficiency": 0.023958230148964758, "financial_health": -0.5067557054245552, "margin_quality": 0.40180899972581247, "growth_momentum": 0.39224358051767433, "company_age_years": 7.912388774811773, "ebitda": 601768000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 20.56997971476121, "revenue_cagr_3y": 0.06657852259499197, "revenue_cagr_5y": 0.040083334504540824, "earnings_cagr_3y": 0.3232965049979686, "quarterly_revenue_growth_yoy": 0.07570666220260576, "quarterly_earnings_growth_yoy": 1.4175681191958363, "revenue_growth_qoq": 0.010699269580162043, "gross_margin": 0.6260091626464638, "operating_margin": 0.26213367443378716, "net_margin": 0.3596699321721242, "roa_ttm": 0.032463194805841415, "roe_ttm": 0.06037393711496038, "debt_to_ebitda": 3.934369546298761, "net_debt_to_ebitda": 3.89827645526739, "interest_coverage": 31.849414914716384, "debt_to_equity": 0.6964503670062295, "current_ratio": 0.16063822859003582, "quick_ratio": 0.16063822859003582, "fcf_to_ebitda": 0.23046864661806304, "capex_to_revenue": 0.39627948945074243, "working_capital_to_revenue": -0.2506346861961708, "capital_efficiency": 0.04641856596040089, "financial_health": -0.6921606349772946, "margin_quality": 0.4159375897507917, "growth_momentum": 0.746637390699221, "company_age_years": 26.442162902121833, "ebitda": 642339000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 27.063544655696212, "revenue_cagr_3y": 0.02705409114099533, "revenue_cagr_5y": 0.1637037692357446, "earnings_cagr_3y": -0.04902818876410042, "quarterly_revenue_growth_yoy": 0.15093071702170552, "quarterly_earnings_growth_yoy": 0.7631667835892639, "revenue_growth_qoq": -0.04145290375538683, "gross_margin": 0.7285831987180735, "operating_margin": 0.6638543430450945, "net_margin": 0.22011703418254477, "roa_ttm": 0.03348704103001298, "roe_ttm": 0.05986231424240783, "debt_to_ebitda": 10.395115290908077, "net_debt_to_ebitda": 10.271899307982256, "interest_coverage": 21.14098135964912, "debt_to_equity": 1.327887916777021, "current_ratio": 0.8492604050628197, "quick_ratio": -0.30089272692857877, "fcf_to_ebitda": 0.8549900612403935, "capex_to_revenue": 0.1210449327043602, "working_capital_to_revenue": -0.04035246418416652, "capital_efficiency": 0.0466746776362104, "financial_health": -0.6071824635386253, "margin_quality": 0.5375181919819042, "growth_momentum": 0.45704875030548475, "company_age_years": 28.17248459958932, "ebitda": 771223000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 21.790951056304372, "revenue_cagr_3y": -0.020472124856697693, "revenue_cagr_5y": 0.0668026172160463, "earnings_cagr_3y": -0.14575503130006418, "quarterly_revenue_growth_yoy": 0.029778541894224138, "quarterly_earnings_growth_yoy": -0.33644559227327714, "revenue_growth_qoq": 0.019007967607105537, "gross_margin": 0.6640576682123046, "operating_margin": 0.34894780187206986, "net_margin": 0.22147753163644288, "roa_ttm": 0.03648990693856695, "roe_ttm": 0.07361752577108564, "debt_to_ebitda": 5.730664372430934, "net_debt_to_ebitda": 5.7009890705158845, "interest_coverage": 17.215974546052994, "debt_to_equity": 0.8765022147289442, "current_ratio": 0.14200069962967876, "quick_ratio": 0.14200069962967876, "fcf_to_ebitda": 0.6604996335595704, "capex_to_revenue": 0.09233988678725415, "working_capital_to_revenue": -0.23261961146942328, "capital_efficiency": 0.055053716354826296, "financial_health": -0.8518489167874036, "margin_quality": 0.41149433390693907, "growth_momentum": -0.1533335251895265, "company_age_years": 24.136892539356605, "ebitda": 1569150000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 20.260084326472015, "revenue_cagr_3y": 0.03231527673697454, "revenue_cagr_5y": 0.07148155440352122, "earnings_cagr_3y": 0.2075701705665487, "quarterly_revenue_growth_yoy": -0.050687327792668005, "quarterly_earnings_growth_yoy": -0.4591815149296233, "revenue_growth_qoq": -0.006026151579801308, "gross_margin": 0.6277007661792897, "operating_margin": 0.3261877044357415, "net_margin": 0.15770892779187254, "roa_ttm": 0.022485284283810716, "roe_ttm": 0.07384080395696813, "debt_to_ebitda": 6.676191209329933, "net_debt_to_ebitda": 6.471628612387915, "interest_coverage": 15.501402641991334, "debt_to_equity": 1.7118497981052139, "current_ratio": 1.5190432123355253, "quick_ratio": 1.7040086780126371, "fcf_to_ebitda": 0.46360584802192706, "capex_to_revenue": 0.3822411278541697, "working_capital_to_revenue": 0.16823734646292127, "capital_efficiency": 0.04816304412038942, "financial_health": -1.6776974451820656, "margin_quality": 0.3705324661356346, "growth_momentum": -0.25493442136114564, "company_age_years": 19.783709787816566, "ebitda": 1480911000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 18.850889521552986, "revenue_cagr_3y": 0.16930411441623638, "revenue_cagr_5y": 0.12093953353172293, "earnings_cagr_3y": 0.36476370848225037, "quarterly_revenue_growth_yoy": 0.04913292479466119, "quarterly_earnings_growth_yoy": 0.6772164913122452, "revenue_growth_qoq": 0.01643185191517139, "gross_margin": 0.7139815363443491, "operating_margin": 0.6592213153921138, "net_margin": 0.3741623501978249, "roa_ttm": 0.06212159590546252, "roe_ttm": 0.1392921781906064, "debt_to_ebitda": 4.282300620623278, "net_debt_to_ebitda": 4.268996396892987, "interest_coverage": 29.434802922188243, "debt_to_equity": 1.0594087681658677, "current_ratio": 0.2883558464466416, "quick_ratio": 0.2532330687462285, "fcf_to_ebitda": 0.8714598427446527, "capex_to_revenue": 0.04265423734660592, "working_capital_to_revenue": -0.2938218817617488, "capital_efficiency": 0.10070688704803446, "financial_health": -1.0353796884085804, "margin_quality": 0.5824550673114293, "growth_momentum": 0.3631747080534532, "company_age_years": 18.68583162217659, "ebitda": 693013000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 19.56327343370568, "revenue_cagr_3y": 0.07655994998433724, "revenue_cagr_5y": 0.06419182133579548, "earnings_cagr_3y": 0.3122044849587722, "quarterly_revenue_growth_yoy": 0.017795637198622274, "quarterly_earnings_growth_yoy": -0.007125890736342043, "revenue_growth_qoq": 0.00510204081632653, "gross_margin": 0.7072758037225042, "operating_margin": 0.3542019176536943, "net_margin": 0.23575860124083475, "roa_ttm": 0.042812516003482355, "roe_ttm": 0.23148276339471133, "debt_to_ebitda": 5.503156872268091, "net_debt_to_ebitda": 5.457746478873239, "interest_coverage": 21.117948717948718, "debt_to_equity": 3.137477502422816, "current_ratio": 0.5226824457593688, "quick_ratio": 0.3826429980276134, "fcf_to_ebitda": 0.3778533268576979, "capex_to_revenue": 0.19524013111016103, "working_capital_to_revenue": -0.17243836397320791, "capital_efficiency": 0.13714763969909685, "financial_health": -2.9736140839819223, "margin_quality": 0.4324121075390111, "growth_momentum": 0.005334873231140116, "company_age_years": 24.62696783025325, "ebitda": 4118000000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 17.76185110775489, "revenue_cagr_3y": 0.041465151329838745, "revenue_cagr_5y": 0.04122039006570466, "earnings_cagr_3y": 0.024670416637746495, "quarterly_revenue_growth_yoy": 0.07619931352244788, "quarterly_earnings_growth_yoy": 0.4198996749769854, "revenue_growth_qoq": 0.02750027685331437, "gross_margin": 0.6263484585702191, "operating_margin": 0.33545011961875154, "net_margin": 0.21435510106260025, "roa_ttm": 0.028773463421107235, "roe_ttm": 0.09907055225829745, "debt_to_ebitda": 7.011814863107982, "net_debt_to_ebitda": 6.665701416726172, "interest_coverage": 15.639751738428739, "debt_to_equity": 1.8710584818969227, "current_ratio": 3.314685156658996, "quick_ratio": 3.4671127214110045, "fcf_to_ebitda": 0.7326928626073087, "capex_to_revenue": 0.24025901373388156, "working_capital_to_revenue": 0.4523826348618883, "capital_efficiency": 0.06392200783970234, "financial_health": -1.8442345183814506, "margin_quality": 0.39205122641719026, "growth_momentum": 0.24804949424971662, "company_age_years": 21.53593429158111, "ebitda": 1569887000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 17.83043881033642, "revenue_cagr_3y": 0.038879592820106, "revenue_cagr_5y": 0.03360502406446986, "earnings_cagr_3y": -0.10597917011989255, "quarterly_revenue_growth_yoy": -0.05102040816326531, "quarterly_earnings_growth_yoy": -0.12318840579710146, "revenue_growth_qoq": 0.004199160167966407, "gross_margin": 0.7293906810035843, "operating_margin": 0.35125448028673834, "net_margin": 0.2168458781362007, "roa_ttm": 0.03895969060658759, "roe_ttm": 0.23522958783889672, "debt_to_ebitda": 5.668698196001951, "net_debt_to_ebitda": 5.643100926377377, "interest_coverage": 18.99074074074074, "debt_to_equity": 3.6440996708979783, "current_ratio": 0.39922630560928435, "quick_ratio": 0.39922630560928435, "fcf_to_ebitda": 0.41491955143832276, "capex_to_revenue": 0.20398223750179056, "working_capital_to_revenue": -0.22246096547772526, "capital_efficiency": 0.13709463922274215, "financial_health": -3.458487614587729, "margin_quality": 0.4324970131421744, "growth_momentum": -0.08710440698018337, "company_age_years": 25.37987679671458, "ebitda": 4102000000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 22.09249996889671, "revenue_cagr_3y": 0.0427533588688338, "revenue_cagr_5y": 0.04764224967395703, "earnings_cagr_3y": -0.17063411392877814, "quarterly_revenue_growth_yoy": 0.04977587668626367, "quarterly_earnings_growth_yoy": -0.1638979327658573, "revenue_growth_qoq": 0.03411951190522521, "gross_margin": 0.5299622134861746, "operating_margin": 0.08840721961440465, "net_margin": 0.08671979494586306, "roa_ttm": 0.019507124644602327, "roe_ttm": 0.045364648153624336, "debt_to_ebitda": 7.2944410576417, "net_debt_to_ebitda": 7.214349814110508, "interest_coverage": 16.221178060315705, "debt_to_equity": 1.2643401196320243, "current_ratio": 0.5478447937428557, "quick_ratio": 0.5478447937428557, "fcf_to_ebitda": 0.5184242369821911, "capex_to_revenue": 0.12868206364774398, "working_capital_to_revenue": -0.3227908144428079, "capital_efficiency": 0.03243588639911333, "financial_health": -1.1241183514891941, "margin_quality": 0.2350297426821474, "growth_momentum": -0.05706102803979681, "company_age_years": 21.4072553045859, "ebitda": 1848679000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 27.46677683646866, "revenue_cagr_3y": 0.18296643677574775, "revenue_cagr_5y": 0.13625228493302322, "earnings_cagr_3y": -2.8128042493635874e-05, "quarterly_revenue_growth_yoy": 0.1738579756931063, "quarterly_earnings_growth_yoy": -0.2519198538650614, "revenue_growth_qoq": 0.03303265482004719, "gross_margin": 0.7149443184628621, "operating_margin": 0.4634586646881172, "net_margin": 0.31990061969005046, "roa_ttm": 0.024368195760597677, "roe_ttm": 0.042429582101538785, "debt_to_ebitda": 4.689876350732004, "net_debt_to_ebitda": 4.498370680405222, "interest_coverage": 49.722647887323944, "debt_to_equity": 0.517259453163669, "current_ratio": 1.4526612725994696, "quick_ratio": 1.4526612725994696, "fcf_to_ebitda": 0.8709172117560281, "capex_to_revenue": 0.4655735428451162, "working_capital_to_revenue": 0.11709117971884282, "capital_efficiency": 0.03339888893106823, "financial_health": -0.5034652049687115, "margin_quality": 0.49943453428034323, "growth_momentum": -0.039030939085977545, "company_age_years": 27.082819986310746, "ebitda": 3530308000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 24.315908753143944, "revenue_cagr_3y": 0.06687879513825457, "revenue_cagr_5y": 0.07396564772281877, "earnings_cagr_3y": 0.0030573689912480884, "quarterly_revenue_growth_yoy": 0.10990290970301791, "quarterly_earnings_growth_yoy": 0.461794734013971, "revenue_growth_qoq": 0.050073229342926615, "gross_margin": 0.25164695288326777, "operating_margin": 0.19924575312971826, "net_margin": 0.09209394909849218, "roa_ttm": 0.0194841172797498, "roe_ttm": 0.05219829468835032, "debt_to_ebitda": 5.388900951443349, "net_debt_to_ebitda": 5.386345338197315, "interest_coverage": 17.437739576229333, "debt_to_equity": 1.2308087755601156, "current_ratio": 0.23959391155004617, "quick_ratio": 0.17675031428990617, "fcf_to_ebitda": 0.6045057012427428, "capex_to_revenue": 0.14580975425140935, "working_capital_to_revenue": -0.2370529540591296, "capital_efficiency": 0.03584120598405006, "financial_health": -1.2121098106791894, "margin_quality": 0.18099555170382609, "growth_momentum": 0.2858488218584945, "company_age_years": 29.56605065023956, "ebitda": 741505000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 20.610068851196484, "revenue_cagr_3y": 0.23191856759286167, "revenue_cagr_5y": 0.18886713959889811, "earnings_cagr_3y": 0.44779558923045837, "quarterly_revenue_growth_yoy": 0.11411477087222426, "quarterly_earnings_growth_yoy": 0.5622653316645807, "revenue_growth_qoq": 0.01728128766513226, "gross_margin": 0.48564090699831974, "operating_margin": 0.20701288645539517, "net_margin": 0.09723458832748719, "roa_ttm": 0.015800023570501108, "roe_ttm": 0.044768750699180036, "debt_to_ebitda": 4.698322600471231, "net_debt_to_ebitda": 4.288040545285639, "interest_coverage": 16.2498429912841, "debt_to_equity": 1.3921902445653198, "current_ratio": 1.23654520334027, "quick_ratio": 1.2365452026559567, "fcf_to_ebitda": -0.04548760249557308, "capex_to_revenue": 0.37248357045196573, "working_capital_to_revenue": 0.06966595939531524, "capital_efficiency": 0.030284387134840572, "financial_health": -1.3043040287782652, "margin_quality": 0.2632961272604007, "growth_momentum": 0.33819005126840246, "company_age_years": 18.135523613963038, "ebitda": 2121677000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 24.46669209438789, "revenue_cagr_3y": 0.03231903986542117, "revenue_cagr_5y": 0.055597760675427876, "earnings_cagr_3y": 0.1927217485902295, "quarterly_revenue_growth_yoy": 0.0990598034097029, "quarterly_earnings_growth_yoy": -0.10767119533009363, "revenue_growth_qoq": -0.0318016312949028, "gross_margin": 0.8215416150787564, "operating_margin": 0.5123762357720232, "net_margin": 0.36045753956527754, "roa_ttm": 0.06199471707213511, "roe_ttm": 0.4240290559981039, "debt_to_ebitda": 10.275963379072222, "net_debt_to_ebitda": 10.095927777877167, "interest_coverage": 20.401295679547424, "debt_to_equity": 10.009977379784358, "current_ratio": 0.5428975099671425, "quick_ratio": 0.5428975095732621, "fcf_to_ebitda": 0.4672920729198347, "capex_to_revenue": 0.1820686695071811, "working_capital_to_revenue": -0.21544474484102444, "capital_efficiency": 0.24301188653511951, "financial_health": -4.979348100332768, "margin_quality": 0.5647917968053524, "growth_momentum": -0.004305695960195366, "company_age_years": 22.297056810403834, "ebitda": 4471760000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 18.72394369230718, "revenue_cagr_3y": 0.07073702650536284, "revenue_cagr_5y": 0.01864939315090619, "earnings_cagr_3y": -0.17526738852285517, "quarterly_revenue_growth_yoy": 0.023496150194685973, "quarterly_earnings_growth_yoy": 0.27499407340359044, "revenue_growth_qoq": 0.004577062962324409, "gross_margin": 0.6382547200008717, "operating_margin": 0.6128775217492574, "net_margin": 0.24174876696319483, "roa_ttm": 0.04840702284296603, "roe_ttm": 0.08723395202592737, "debt_to_ebitda": 3.9729924466779427, "net_debt_to_ebitda": 3.9517330119641914, "interest_coverage": 27.3661511818679, "debt_to_equity": 0.6520824239535264, "current_ratio": 0.22523960621593037, "quick_ratio": 0.22523960621593037, "fcf_to_ebitda": 0.6957671531797283, "capex_to_revenue": 0.12048147330337097, "working_capital_to_revenue": -0.16325087054970466, "capital_efficiency": 0.0678204874344467, "financial_health": -0.6345771456483696, "margin_quality": 0.49762700290444123, "growth_momentum": 0.1492451117991382, "company_age_years": 30.885694729637233, "ebitda": 1801459000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 20.763461037489062, "revenue_cagr_3y": 0.22223269075049434, "revenue_cagr_5y": 0.23156874048618814, "earnings_cagr_3y": 0.022399796894924773, "quarterly_revenue_growth_yoy": 0.15298442302319085, "quarterly_earnings_growth_yoy": 8.666940982835646, "revenue_growth_qoq": 0.012614643722585197, "gross_margin": 0.8283175184969216, "operating_margin": 0.46643291505426016, "net_margin": 0.3113503320736999, "roa_ttm": 0.051516150584803154, "roe_ttm": 0.16273566835286507, "debt_to_ebitda": 6.265230819853573, "net_debt_to_ebitda": 6.199633559927909, "interest_coverage": 18.027259490940466, "debt_to_equity": 1.8659703896668525, "current_ratio": 0.15942305548170194, "quick_ratio": 0.11255220974810673, "fcf_to_ebitda": 0.7991310135433259, "capex_to_revenue": 0.004944415139783234, "working_capital_to_revenue": -0.3901738706370612, "capital_efficiency": 0.10712590946883412, "financial_health": -1.6971944146935574, "margin_quality": 0.5353669218749605, "growth_momentum": 4.409962702929419, "company_age_years": 12.386036960985626, "ebitda": 668595000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 19.856557646280386, "revenue_cagr_3y": 0.18802635202875195, "revenue_cagr_5y": 0.206646715720592, "earnings_cagr_3y": 0.20035508163226456, "quarterly_revenue_growth_yoy": 0.10482040428207724, "quarterly_earnings_growth_yoy": -0.20593177189409367, "revenue_growth_qoq": 0.02967756690406338, "gross_margin": 0.7338085553851172, "operating_margin": 0.48545181956369343, "net_margin": 0.32474162403781415, "roa_ttm": 0.04863640308143624, "roe_ttm": 0.15559485858583122, "debt_to_ebitda": 5.642490572533662, "net_debt_to_ebitda": 5.556779975577348, "interest_coverage": 18.120875371643027, "debt_to_equity": 1.893947724562197, "current_ratio": 0.6149288674082745, "quick_ratio": 0.6149288674082745, "fcf_to_ebitda": 0.8001215753148316, "capex_to_revenue": 0.007085827253265761, "working_capital_to_revenue": -0.04880437473604497, "capital_efficiency": 0.10211563083363373, "financial_health": -1.8736695372780996, "margin_quality": 0.5146673329955416, "growth_momentum": -0.050555683806008216, "company_age_years": 13.13347022587269, "ebitda": 743572000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 22.08883490172868, "revenue_cagr_3y": 0.04627543419224178, "revenue_cagr_5y": 0.061388211843482754, "earnings_cagr_3y": -0.11546926492208198, "quarterly_revenue_growth_yoy": 0.02600774389822305, "quarterly_earnings_growth_yoy": -0.5651726262749697, "revenue_growth_qoq": 0.0101308173917187, "gross_margin": 0.679242072490675, "operating_margin": 0.36930686730708967, "net_margin": 0.2817580521795386, "roa_ttm": 0.04099806020077035, "roe_ttm": 0.07132956112346657, "debt_to_ebitda": 4.476543469509155, "net_debt_to_ebitda": 4.45269697825473, "interest_coverage": 30.71175493633512, "debt_to_equity": 0.6778928823666325, "current_ratio": 0.25725689924033246, "quick_ratio": -0.47047406496039523, "fcf_to_ebitda": 0.7095675581486177, "capex_to_revenue": 0.06060845916719507, "working_capital_to_revenue": -0.20100136538092578, "capital_efficiency": 0.05616381066211846, "financial_health": -0.6701984914755481, "margin_quality": 0.44343566399243445, "growth_momentum": -0.2695824411883733, "company_age_years": 25.809719370294317, "ebitda": 1664270000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 24.325365285270955, "revenue_cagr_3y": -0.03220342155745537, "revenue_cagr_5y": -0.03164465447825593, "earnings_cagr_3y": 0.1503706380002423, "quarterly_revenue_growth_yoy": 0.008794589542551535, "quarterly_earnings_growth_yoy": 0.29465207293996215, "revenue_growth_qoq": 0.014144333865655744, "gross_margin": 0.6057023554466083, "operating_margin": 0.30048511519877497, "net_margin": 0.38736191266639647, "roa_ttm": 0.029295620661363698, "roe_ttm": 0.09362420112382162, "debt_to_ebitda": 9.473917754192973, "net_debt_to_ebitda": 8.0680076996948, "interest_coverage": 12.047193719866485, "debt_to_equity": 1.680101793919935, "current_ratio": 4.744262443681974, "quick_ratio": 4.744262443681974, "fcf_to_ebitda": 0.6933718831158281, "capex_to_revenue": 0.28577139624857095, "working_capital_to_revenue": 0.8872777277894859, "capital_efficiency": 0.06145991089259266, "financial_health": -1.584551442185129, "margin_quality": 0.43118312777059326, "growth_momentum": 0.15172333124125684, "company_age_years": 28.484599589322382, "ebitda": 1169397000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 21.756741688641767, "revenue_cagr_3y": 0.168325456987795, "revenue_cagr_5y": 0.16924590347098856, "earnings_cagr_3y": 0.16363270340989344, "quarterly_revenue_growth_yoy": 0.1390532034146762, "quarterly_earnings_growth_yoy": 0.38060935285781766, "revenue_growth_qoq": 0.04402257243570491, "gross_margin": 0.6835256177325582, "operating_margin": 0.2991082243217054, "net_margin": 0.1770076308139535, "roa_ttm": 0.026189482322539873, "roe_ttm": 0.052781772231929175, "debt_to_ebitda": 5.292616365829228, "net_debt_to_ebitda": 4.9949167671729455, "interest_coverage": 22.9540940017205, "debt_to_equity": 0.8896362383752794, "current_ratio": 0.6205844865258557, "quick_ratio": 0.6205844865258557, "fcf_to_ebitda": 0.8730963429342382, "capex_to_revenue": 0.3188970222443323, "working_capital_to_revenue": -0.11847061331817213, "capital_efficiency": 0.03948562727723452, "financial_health": -0.8643900965654356, "margin_quality": 0.386547157622739, "growth_momentum": 0.25983127813624696, "company_age_years": 11.939767282683095, "ebitda": 293514000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 26.54442150308345, "revenue_cagr_3y": 0.10105393440639299, "revenue_cagr_5y": 0.0724842996261772, "earnings_cagr_3y": 0.018700052661389632, "quarterly_revenue_growth_yoy": 0.2177370481816601, "quarterly_earnings_growth_yoy": 0.7642135469600048, "revenue_growth_qoq": 0.032834933642928894, "gross_margin": 0.7437510548340611, "operating_margin": 0.4653386936934988, "net_margin": 0.6704525292216081, "roa_ttm": 0.11237980202185065, "roe_ttm": 0.2092368468214368, "debt_to_ebitda": 2.8931507743525304, "net_debt_to_ebitda": 2.6267470303340206, "interest_coverage": 92.55101698328522, "debt_to_equity": 0.8545914019627051, "current_ratio": 1.5237766313828718, "quick_ratio": 1.5237766313828718, "fcf_to_ebitda": 0.8244227941243134, "capex_to_revenue": 0.07911356088604096, "working_capital_to_revenue": 0.07392301242686977, "capital_efficiency": 0.16080832442164372, "financial_health": -0.7584998624788643, "margin_quality": 0.626514092583056, "growth_momentum": 0.4909752975708324, "company_age_years": 41.1170431211499, "ebitda": 2757465000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 28.891643424231212, "revenue_cagr_3y": 0.07742665124912151, "revenue_cagr_5y": 0.08240097697376192, "earnings_cagr_3y": 0.19693124487404612, "quarterly_revenue_growth_yoy": 0.1400804583360029, "quarterly_earnings_growth_yoy": 0.31825857132369134, "revenue_growth_qoq": -0.004332038531877737, "gross_margin": 0.5531305088555778, "operating_margin": 0.5155697265832968, "net_margin": 0.1593294132957893, "roa_ttm": 0.017249090598774924, "roe_ttm": 0.0312055094329285, "debt_to_ebitda": 6.056442839996941, "net_debt_to_ebitda": 5.981217975430727, "interest_coverage": 22.6698864239465, "debt_to_equity": 0.6403882387053473, "current_ratio": 0.4174869059512471, "quick_ratio": 0.36256881076050357, "fcf_to_ebitda": 0.7376853191492683, "capex_to_revenue": 0.09398933339059823, "working_capital_to_revenue": -0.28753598868609276, "capital_efficiency": 0.024227300015851713, "financial_health": -0.5782317224582045, "margin_quality": 0.409343216244888, "growth_momentum": 0.22916951482984713, "company_age_years": 8.41615331964408, "ebitda": 640719000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 19.80039176254527, "revenue_cagr_3y": 0.05236674330996682, "revenue_cagr_5y": 0.10385907108854897, "earnings_cagr_3y": -0.20366117753864665, "quarterly_revenue_growth_yoy": 0.05397801697135372, "quarterly_earnings_growth_yoy": -0.16991239774322994, "revenue_growth_qoq": 0.015043635409629864, "gross_margin": 0.48779997982723466, "operating_margin": 0.24545122153298607, "net_margin": 0.1495918617301028, "roa_ttm": 0.02177223621058879, "roe_ttm": 0.04192791998674097, "debt_to_ebitda": 6.542568383232163, "net_debt_to_ebitda": 6.419492868462758, "interest_coverage": 14.395713909204717, "debt_to_equity": 0.7973518613926459, "current_ratio": 1.1429623571678256, "quick_ratio": 1.1429623571678256, "fcf_to_ebitda": 0.8113046164760537, "capex_to_revenue": 0.0023765300748207355, "working_capital_to_revenue": 0.04963593799845481, "capital_efficiency": 0.03185007809866488, "financial_health": -0.7519111606649852, "margin_quality": 0.29428102103010784, "growth_momentum": -0.05796719038593811, "company_age_years": 17.489390828199863, "ebitda": 1747870000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 19.858494024168817, "revenue_cagr_3y": 0.2885761130857847, "revenue_cagr_5y": 0.20437442132775008, "earnings_cagr_3y": 0.03485576964677639, "quarterly_revenue_growth_yoy": 0.5780687709667581, "quarterly_earnings_growth_yoy": -0.08170544933550714, "revenue_growth_qoq": 0.016416506863946297, "gross_margin": 0.7384608137520866, "operating_margin": 0.3681052954519651, "net_margin": 0.2245053254066224, "roa_ttm": 0.028941203252782214, "roe_ttm": 0.05669151643816053, "debt_to_ebitda": 5.24025677716576, "net_debt_to_ebitda": 5.20516781824655, "interest_coverage": 14.82338194153501, "debt_to_equity": 0.8110917576918669, "current_ratio": 1.0554610804561984, "quick_ratio": 1.0554610804561984, "fcf_to_ebitda": 0.7724708511327908, "capex_to_revenue": 0.027710100920998848, "working_capital_to_revenue": 0.024169852414065576, "capital_efficiency": 0.04281635984547137, "financial_health": -0.7414296817643221, "margin_quality": 0.44369047820355806, "growth_momentum": 0.24818166081562548, "company_age_years": 19.88227241615332, "ebitda": 2193653000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 19.742268351383874, "revenue_cagr_3y": -0.11238990006086269, "revenue_cagr_5y": -0.05215828577465653, "earnings_cagr_3y": -0.09083560746418262, "quarterly_revenue_growth_yoy": -0.40707016604177826, "quarterly_earnings_growth_yoy": -0.44835164835164837, "revenue_growth_qoq": -0.0062836624775583485, "gross_margin": 0.7524841915085817, "operating_margin": 0.44715447154471544, "net_margin": 0.22673893405600723, "roa_ttm": 0.03111436490090467, "roe_ttm": 0.2105449398443029, "debt_to_ebitda": 7.228339350180505, "net_debt_to_ebitda": 7.1817087845968715, "interest_coverage": 14.972972972972974, "debt_to_equity": 4.251061571125265, "current_ratio": 0.4334402566158781, "quick_ratio": 0.4334402566158781, "fcf_to_ebitda": 0.4256919374247894, "capex_to_revenue": 0.24325782092772383, "working_capital_to_revenue": -0.2540453074433657, "capital_efficiency": 0.12082965237260378, "financial_health": -4.039471704741225, "margin_quality": 0.4754591990364348, "growth_momentum": -0.42771090719671334, "company_age_years": 25.87816563997262, "ebitda": 3324000000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 25.37348893326723, "revenue_cagr_3y": 0.21488948255226115, "revenue_cagr_5y": 0.11562986336201142, "earnings_cagr_3y": -0.02149897755826291, "quarterly_revenue_growth_yoy": 0.34573301243559446, "quarterly_earnings_growth_yoy": -0.2715747911450137, "revenue_growth_qoq": 0.02662053819221573, "gross_margin": 0.7382351697602638, "operating_margin": 0.43395223268864525, "net_margin": 0.25359370347347104, "roa_ttm": 0.026430283917748692, "roe_ttm": 0.04634789802320169, "debt_to_ebitda": 4.714439240299471, "net_debt_to_ebitda": 4.548781426834369, "interest_coverage": 50.861026977530464, "debt_to_equity": 0.532375552549897, "current_ratio": 1.359355759039019, "quick_ratio": 1.359355759039019, "fcf_to_ebitda": 0.754979129562898, "capex_to_revenue": 0.3848263074952661, "working_capital_to_revenue": 0.13030536853405306, "capital_efficiency": 0.03638909097047519, "financial_health": -0.5163344883001135, "margin_quality": 0.4752603686407933, "growth_momentum": 0.037079110645290375, "company_age_years": 26.836413415468858, "ebitda": 3610370000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 18.067426825170532, "revenue_cagr_3y": 0.06876154268261137, "revenue_cagr_5y": 0.10322761765084199, "earnings_cagr_3y": -0.09981628548190558, "quarterly_revenue_growth_yoy": -0.005662112326448414, "quarterly_earnings_growth_yoy": 3.0960917265663648, "revenue_growth_qoq": -0.028106676284772848, "gross_margin": 0.5546766951409428, "operating_margin": 0.11220958229130905, "net_margin": 0.2114784061517057, "roa_ttm": 0.02724691143069647, "roe_ttm": 0.06107408838660663, "debt_to_ebitda": 5.0123675187422565, "net_debt_to_ebitda": 4.6608067511880575, "interest_coverage": 31.000766878166797, "debt_to_equity": 0.8948725147674667, "current_ratio": 0.7135155261829388, "quick_ratio": 0.7206950453675057, "fcf_to_ebitda": -0.34718460485989655, "capex_to_revenue": 0.6300846460569111, "working_capital_to_revenue": -0.19806760458624867, "capital_efficiency": 0.04416049990865155, "financial_health": -0.7669163292046678, "margin_quality": 0.2927882278613192, "growth_momentum": 1.5452148071199583, "company_age_years": 19.419575633127995, "ebitda": 3395669000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 24.71508430310087, "revenue_cagr_3y": 0.19598335575556702, "revenue_cagr_5y": 0.17231848009608508, "earnings_cagr_3y": 0.12046008547227083, "quarterly_revenue_growth_yoy": 0.34665018080562265, "quarterly_earnings_growth_yoy": 0.25085091899251194, "revenue_growth_qoq": 0.026835904098788464, "gross_margin": 0.49138725348121937, "operating_margin": 0.18378437420242333, "net_margin": 0.05564111104862676, "roa_ttm": 0.005785888162196965, "roe_ttm": 0.01638965246522814, "debt_to_ebitda": 4.454904183281186, "net_debt_to_ebitda": 3.6516219890588104, "interest_coverage": 13.338915401301518, "debt_to_equity": 1.1849478016571109, "current_ratio": 1.1102712952821874, "quick_ratio": 1.0285443771789409, "fcf_to_ebitda": -0.04493888675673742, "capex_to_revenue": 0.2963864975745661, "working_capital_to_revenue": 0.04850809046639159, "capital_efficiency": 0.011087770313712553, "financial_health": -0.9773527016515678, "margin_quality": 0.24360424624408983, "growth_momentum": 0.2987505498990673, "company_age_years": 16.136892539356605, "ebitda": 1229848000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 20.95073564085162, "revenue_cagr_3y": 0.16108045883334898, "revenue_cagr_5y": 0.25303343884063434, "earnings_cagr_3y": 0.15187518995424143, "quarterly_revenue_growth_yoy": 0.4060998545379744, "quarterly_earnings_growth_yoy": 0.07024189261031366, "revenue_growth_qoq": 0.010247870195403633, "gross_margin": 0.2604998550122652, "operating_margin": 0.22460298178379323, "net_margin": 0.12621770104312796, "roa_ttm": 0.018543662898169423, "roe_ttm": 0.033902917995310956, "debt_to_ebitda": 5.953143302415604, "net_debt_to_ebitda": 5.903299147877234, "interest_coverage": 20.676697591018943, "debt_to_equity": 0.7508109769464596, "current_ratio": 0.250235345324979, "quick_ratio": 0.250235345324979, "fcf_to_ebitda": 0.433223990146545, "capex_to_revenue": 0.16521609903439974, "working_capital_to_revenue": -0.2201524006256525, "capital_efficiency": 0.02622329044674019, "financial_health": -0.7220109675669881, "margin_quality": 0.20377351261306212, "growth_momentum": 0.23817087357414404, "company_age_years": 23.419575633127995, "ebitda": 795660000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 22.929905559704405, "revenue_cagr_3y": -0.04201971288809303, "revenue_cagr_5y": -0.04605388418647216, "earnings_cagr_3y": -0.12628492973679117, "quarterly_revenue_growth_yoy": -0.1345299573988202, "quarterly_earnings_growth_yoy": -0.0608095321004383, "revenue_growth_qoq": 0.010031000844460767, "gross_margin": 0.5644644511625675, "operating_margin": 0.28878700966007037, "net_margin": 0.2289846405988727, "roa_ttm": 0.009793738119277607, "roe_ttm": 0.038577025251788064, "debt_to_ebitda": 9.791928027565275, "net_debt_to_ebitda": 8.699977375973283, "interest_coverage": 17.597780322381748, "debt_to_equity": 2.2844032112100425, "current_ratio": 4.67083756082847, "quick_ratio": 4.754334193246273, "fcf_to_ebitda": 0.7860197529776622, "capex_to_revenue": 0.28980429593381224, "working_capital_to_revenue": 0.8119810417518183, "capital_efficiency": 0.024185381685532834, "financial_health": -2.201046166150605, "margin_quality": 0.3607453671405035, "growth_momentum": -0.09766974474962925, "company_age_years": 30.483230663928815, "ebitda": 998938000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 18.516595561739514, "revenue_cagr_3y": 0.21221281824910432, "revenue_cagr_5y": 0.24383621955232915, "earnings_cagr_3y": 0.14244191042846444, "quarterly_revenue_growth_yoy": 0.5431552487938135, "quarterly_earnings_growth_yoy": 0.3780306654246079, "revenue_growth_qoq": -0.003614890128130753, "gross_margin": 0.9735169099359546, "operating_margin": 0.865760450707259, "net_margin": 0.3684141445076784, "roa_ttm": 0.026533023219081735, "roe_ttm": 0.05799831361092013, "debt_to_ebitda": 8.385089037346235, "net_debt_to_ebitda": 7.988042936151693, "interest_coverage": 11.749514780531502, "debt_to_equity": 1.1204910706136868, "current_ratio": 8.27700793545201, "quick_ratio": 10.076461316080847, "fcf_to_ebitda": 0.6728082687141497, "capex_to_revenue": 0.13214623391203162, "working_capital_to_revenue": 2.9853361040204636, "capital_efficiency": 0.04226566841500093, "financial_health": -1.0788408370269704, "margin_quality": 0.7358971683836306, "growth_momentum": 0.46059295710921067, "company_age_years": 14.978781656399725, "ebitda": 944379000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 22.654524517953202, "revenue_cagr_3y": 0.08436313450748689, "revenue_cagr_5y": 0.0674913940613322, "earnings_cagr_3y": 0.3139004519765647, "quarterly_revenue_growth_yoy": 0.08349697002838578, "quarterly_earnings_growth_yoy": 0.810485443477966, "revenue_growth_qoq": 0.047604170171449994, "gross_margin": 0.6846017260602056, "operating_margin": 0.3876845007868669, "net_margin": 0.4899083747413433, "roa_ttm": 0.04778788829115964, "roe_ttm": 0.13458632456809874, "debt_to_ebitda": 6.111619237120609, "net_debt_to_ebitda": 6.069364439767959, "interest_coverage": 20.57165138661696, "debt_to_equity": 1.4961660586866001, "current_ratio": 1.677136258660508, "quick_ratio": 1.677136258660508, "fcf_to_ebitda": -0.09610238790458737, "capex_to_revenue": 0.6231510447761194, "working_capital_to_revenue": 0.23981134328358208, "capital_efficiency": 0.09118710642962918, "financial_health": -1.4737059240828256, "margin_quality": 0.5207315338628052, "growth_momentum": 0.4469912067531759, "company_age_years": 44.41067761806981, "ebitda": 540767000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 20.137126498351368, "revenue_cagr_3y": 0.07181213224030603, "revenue_cagr_5y": 0.0683145867109014, "earnings_cagr_3y": 0.1224710508191047, "quarterly_revenue_growth_yoy": 0.03843877094734152, "quarterly_earnings_growth_yoy": 1.4985086115654767, "revenue_growth_qoq": 0.0034278706873847775, "gross_margin": 0.2558470478713588, "operating_margin": 0.18663801411575576, "net_margin": 0.10649152521520171, "roa_ttm": 0.039852061379713394, "roe_ttm": 0.1015399360706681, "debt_to_ebitda": 5.6443833398802505, "net_debt_to_ebitda": 5.640723017771905, "interest_coverage": 22.007007433118307, "debt_to_equity": 1.2494156279385342, "current_ratio": 1.7163942818887095, "quick_ratio": 0.16542748001417715, "fcf_to_ebitda": 0.6711185706293373, "capex_to_revenue": 0.09687817051936913, "working_capital_to_revenue": 0.18775564126673183, "capital_efficiency": 0.07069599872519075, "financial_health": -1.1647346264979033, "margin_quality": 0.1829921957341054, "growth_momentum": 0.7684736912564091, "company_age_years": 27.066392881587955, "ebitda": 672072000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 21.346647085533636, "revenue_cagr_3y": 0.08896509134225083, "revenue_cagr_5y": 0.08980457637666261, "earnings_cagr_3y": 0.32994455151520774, "quarterly_revenue_growth_yoy": 0.06836050771184636, "quarterly_earnings_growth_yoy": 0.5819132866434465, "revenue_growth_qoq": -0.019013380368718472, "gross_margin": 0.5754741830492014, "operating_margin": 0.5258513077397027, "net_margin": 0.2902382768390698, "roa_ttm": 0.030821414391034075, "roe_ttm": 0.05760126793012753, "debt_to_ebitda": 5.742880965697561, "net_debt_to_ebitda": 5.514800797427918, "interest_coverage": 19.654063167359784, "debt_to_equity": 0.7012643547165258, "current_ratio": 0.996017755421317, "quick_ratio": 0.996017755421317, "fcf_to_ebitda": 0.788945809900596, "capex_to_revenue": 0.07042934649623386, "working_capital_to_revenue": -0.0009232387167907389, "capital_efficiency": 0.0442113411605808, "financial_health": -0.6849230014309049, "margin_quality": 0.4638545892093246, "growth_momentum": 0.32513689717764643, "company_age_years": 11.416837782340862, "ebitda": 874311000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 22.636632702423846, "revenue_cagr_3y": 0.12985729609836683, "revenue_cagr_5y": 0.1718785352032517, "earnings_cagr_3y": 0.5272315989238585, "quarterly_revenue_growth_yoy": 0.06231325478978037, "quarterly_earnings_growth_yoy": 0.15643556866749878, "revenue_growth_qoq": 0.002582963670054467, "gross_margin": 0.6882105852702324, "operating_margin": 0.31767012041444975, "net_margin": 0.20548865863903668, "roa_ttm": 0.03619713881465179, "roe_ttm": 0.22376511484478667, "debt_to_ebitda": 5.716442494296111, "net_debt_to_ebitda": 5.440489097488569, "interest_coverage": 17.832363374880153, "debt_to_equity": 3.9740968471414955, "current_ratio": 0.5321309256064808, "quick_ratio": 0.41465598183287117, "fcf_to_ebitda": 0.6505443392455195, "capex_to_revenue": 0.12249675588575014, "working_capital_to_revenue": -0.30554565288690516, "capital_efficiency": 0.12998112682971924, "financial_health": -3.412048752426944, "margin_quality": 0.4037897881079063, "growth_momentum": 0.10937441172863957, "company_age_years": 20.320328542094455, "ebitda": 3719831000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 21.03747797634824, "revenue_cagr_3y": -0.017327775643541043, "revenue_cagr_5y": 0.07236663422319878, "earnings_cagr_3y": -0.16791265842723935, "quarterly_revenue_growth_yoy": 0.041644026563653506, "quarterly_earnings_growth_yoy": -0.5475491433724076, "revenue_growth_qoq": 0.010546015041930904, "gross_margin": 0.6803508460387123, "operating_margin": 0.34051472640097413, "net_margin": 0.19889203176133335, "roa_ttm": 0.029335752449406068, "roe_ttm": 0.05891687781377606, "debt_to_ebitda": 5.652500220867568, "net_debt_to_ebitda": 5.620539421705603, "interest_coverage": 16.626202641877644, "debt_to_equity": 0.8745250166366219, "current_ratio": 0.1514339045306033, "quick_ratio": 0.1514339045306033, "fcf_to_ebitda": 0.6578616233135184, "capex_to_revenue": 0.09322749884074086, "working_capital_to_revenue": -0.2284626645723123, "capital_efficiency": 0.044126315131591064, "financial_health": -0.8427968080289581, "margin_quality": 0.40658586806700664, "growth_momentum": -0.252952558404377, "company_age_years": 24.38877481177276, "ebitda": 1584660000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 16.592802320327046, "revenue_cagr_3y": 0.36947591298323523, "revenue_cagr_5y": 0.2517789681968903, "earnings_cagr_3y": 1.168245446093159, "quarterly_revenue_growth_yoy": 0.2410635052772765, "quarterly_earnings_growth_yoy": 0.06333374323099555, "revenue_growth_qoq": 0.019524040796503158, "gross_margin": 0.9316901869302784, "operating_margin": 0.42058542744518357, "net_margin": 0.2246868455900468, "roa_ttm": 0.015923708800562084, "roe_ttm": 0.027834759825459934, "debt_to_ebitda": 6.269580333586728, "net_debt_to_ebitda": 6.168341386265377, "interest_coverage": 17.359296880186708, "debt_to_equity": 0.673194240137392, "current_ratio": 1.677484914245384, "quick_ratio": 1.6658037861228643, "fcf_to_ebitda": 0.8321431429264033, "capex_to_revenue": 3.957808302397261, "working_capital_to_revenue": 0.29699940226522464, "capital_efficiency": 0.02187923431301101, "financial_health": -0.6398643443357604, "margin_quality": 0.5256541533218363, "growth_momentum": 0.15219862425413602, "company_age_years": 28.95003422313484, "ebitda": 3399176000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 16.68277458974832, "revenue_cagr_3y": 0.048614376783688185, "revenue_cagr_5y": 0.0636561834620406, "earnings_cagr_3y": -0.10693507734559049, "quarterly_revenue_growth_yoy": 0.06373016545857883, "quarterly_earnings_growth_yoy": -0.013663791834692256, "revenue_growth_qoq": 0.014658858492568644, "gross_margin": 0.6685274139210682, "operating_margin": 0.34436719926544207, "net_margin": 0.27818890957000797, "roa_ttm": 0.039293740752255155, "roe_ttm": 0.0716244665999911, "debt_to_ebitda": 4.854611168023366, "net_debt_to_ebitda": 4.393120662747333, "interest_coverage": 30.150427442143293, "debt_to_equity": 0.7499676977188267, "current_ratio": 1.2044333333333332, "quick_ratio": 1.2044333333333332, "fcf_to_ebitda": 0.6747621796016327, "capex_to_revenue": 0.06943676666628543, "working_capital_to_revenue": 0.06494870820588222, "capital_efficiency": 0.055459103676123125, "financial_health": -0.6421271852009384, "margin_quality": 0.4303611742521727, "growth_momentum": 0.02503318681194329, "company_age_years": 26.05886379192334, "ebitda": 1685831000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 19.905021848119294, "revenue_cagr_3y": 0.027353048106913302, "revenue_cagr_5y": 0.032844682331093944, "earnings_cagr_3y": 0.15546493976182907, "quarterly_revenue_growth_yoy": 0.11393215818265942, "quarterly_earnings_growth_yoy": 0.8466937751499306, "revenue_growth_qoq": 0.02117442369140232, "gross_margin": 0.6383120468720223, "operating_margin": 0.2812549374762798, "net_margin": 0.4268325061448674, "roa_ttm": 0.05648827730887953, "roe_ttm": 0.10224753062959425, "debt_to_ebitda": 3.7788688119855522, "net_debt_to_ebitda": 3.617966616227156, "interest_coverage": 37.7626225099954, "debt_to_equity": 0.7348132854623891, "current_ratio": 0.7814360877566761, "quick_ratio": 1.0832130611746198, "fcf_to_ebitda": 0.4974210262488464, "capex_to_revenue": 0.06571187046713219, "working_capital_to_revenue": -0.06069965698764146, "capital_efficiency": 0.07936790396923689, "financial_health": -0.71195015203901, "margin_quality": 0.44879983016438985, "growth_momentum": 0.480312966666295, "company_age_years": 28.057494866529773, "ebitda": 2134570000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 19.045444103515145, "revenue_cagr_3y": 0.03743999069545456, "revenue_cagr_5y": 0.039713044999152736, "earnings_cagr_3y": -0.06217663711900101, "quarterly_revenue_growth_yoy": 0.14742684822062757, "quarterly_earnings_growth_yoy": -0.6903172121301596, "revenue_growth_qoq": 0.04989518297778075, "gross_margin": 0.6474271556211301, "operating_margin": 0.30518850873232706, "net_margin": 0.21478871600582725, "roa_ttm": 0.04116562192997574, "roe_ttm": 0.07454059144337681, "debt_to_ebitda": 4.375398165440353, "net_debt_to_ebitda": 4.292618830911912, "interest_coverage": 31.336853921118426, "debt_to_equity": 0.7384251704677489, "current_ratio": 0.48032399343457993, "quick_ratio": 0.3610349124151575, "fcf_to_ebitda": 0.6030209827556169, "capex_to_revenue": 0.06700179515557947, "working_capital_to_revenue": -0.13142210659724798, "capital_efficiency": 0.05785310668667627, "financial_health": -0.7305416101877699, "margin_quality": 0.3891347934530948, "growth_momentum": -0.271445181954766, "company_age_years": 28.306639288158795, "ebitda": 1842513000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 14.763234983439808, "revenue_cagr_3y": 0.042252066549038014, "revenue_cagr_5y": 0.03860515381731755, "earnings_cagr_3y": 0.21043182077510836, "quarterly_revenue_growth_yoy": 0.14551959970659845, "quarterly_earnings_growth_yoy": 5.28218249231785, "revenue_growth_qoq": 0.03215997294274069, "gross_margin": 0.638245391469559, "operating_margin": 0.30565409266362836, "net_margin": 0.7436583855412994, "roa_ttm": 0.060986909347341925, "roe_ttm": 0.10969870625876181, "debt_to_ebitda": 3.5229219575208486, "net_debt_to_ebitda": 3.4346072392066573, "interest_coverage": 39.72665386629429, "debt_to_equity": 0.7152130646492405, "current_ratio": 10.48482544763429, "quick_ratio": 9.71441432429729, "fcf_to_ebitda": 0.5296554390713287, "capex_to_revenue": 0.06590333116697182, "working_capital_to_revenue": 0.18776413669701553, "capital_efficiency": 0.08534280780305187, "financial_health": -0.7007865032819057, "margin_quality": 0.5625192898914956, "growth_momentum": 2.7138510460122243, "company_age_years": 28.55852156057495, "ebitda": 2275940000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 19.932531515274622, "revenue_cagr_3y": 0.023476312725715154, "revenue_cagr_5y": 0.02630730786788149, "earnings_cagr_3y": -0.14899069515407581, "quarterly_revenue_growth_yoy": 0.07541006687785991, "quarterly_earnings_growth_yoy": -0.5651136282681485, "revenue_growth_qoq": 0.027742494537077902, "gross_margin": 0.8496641835011325, "operating_margin": 0.2876369777824328, "net_margin": 0.19181209986776815, "roa_ttm": 0.030803032755453454, "roe_ttm": 0.06603409813323288, "debt_to_ebitda": 4.244088914948643, "net_debt_to_ebitda": 4.17560737258351, "interest_coverage": 24.72395761424824, "debt_to_equity": 1.0206681805202398, "current_ratio": 0.9551527000207352, "quick_ratio": 0.9757812731419769, "fcf_to_ebitda": 0.6252553914023754, "capex_to_revenue": 0.08818157531744604, "working_capital_to_revenue": -0.015477027756423886, "capital_efficiency": 0.04841856544434317, "financial_health": -0.9965344653058428, "margin_quality": 0.4430377537171111, "growth_momentum": -0.2448517806951443, "company_age_years": 27.81656399726215, "ebitda": 1432605000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 15.291521784465328, "revenue_cagr_3y": 0.037473672884622555, "revenue_cagr_5y": 0.03537710802930505, "earnings_cagr_3y": -0.022280980028871578, "quarterly_revenue_growth_yoy": 0.1292272162311875, "quarterly_earnings_growth_yoy": -0.21579525297744742, "revenue_growth_qoq": 0.02442634344888969, "gross_margin": 0.8614343450120562, "operating_margin": 0.3138709645928717, "net_margin": 0.22658316819118093, "roa_ttm": 0.028518265919854756, "roe_ttm": 0.06312409791157324, "debt_to_ebitda": 4.321782720629543, "net_debt_to_ebitda": 4.291975565823697, "interest_coverage": 24.518933625365754, "debt_to_equity": 1.0857900997153995, "current_ratio": 0.6364166597809868, "quick_ratio": 0.654008356785149, "fcf_to_ebitda": 0.6049782575470494, "capex_to_revenue": 0.09418785627423272, "working_capital_to_revenue": -0.1435568858521507, "capital_efficiency": 0.04582118191571399, "financial_health": -1.0439246024445705, "margin_quality": 0.46729615926536966, "growth_momentum": -0.043284018373129965, "company_age_years": 28.317590691307323, "ebitda": 1432911000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 15.58791362968374, "revenue_cagr_3y": 0.03335157347599105, "revenue_cagr_5y": 0.1015274629788856, "earnings_cagr_3y": -0.04413365846520245, "quarterly_revenue_growth_yoy": 0.04217579229170094, "quarterly_earnings_growth_yoy": -0.42510210493245365, "revenue_growth_qoq": 0.0030732911565507165, "gross_margin": 0.5986228109199279, "operating_margin": 0.5668981913331325, "net_margin": 0.08753450148051414, "roa_ttm": 0.02928914249285383, "roe_ttm": 0.05437944335916372, "debt_to_ebitda": 4.371246069763427, "net_debt_to_ebitda": 4.338337461055254, "interest_coverage": 24.11574904558208, "debt_to_equity": 0.7628444887950544, "current_ratio": 0.11010613938202096, "quick_ratio": 0.03254896150426982, "fcf_to_ebitda": 0.4318620714647421, "capex_to_revenue": 0.20175253945113716, "working_capital_to_revenue": -0.23909533353800536, "capital_efficiency": 0.04183429292600878, "financial_health": -0.743108685272902, "margin_quality": 0.41768516791119153, "growth_momentum": -0.19146315632037636, "company_age_years": 26.171115674195757, "ebitda": 1048601000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 21.797052107923754, "revenue_cagr_3y": 0.0587180919827357, "revenue_cagr_5y": 0.04671601157770189, "earnings_cagr_3y": 0.20289297459701006, "quarterly_revenue_growth_yoy": 0.1201703509370478, "quarterly_earnings_growth_yoy": 1.350537771272195, "revenue_growth_qoq": 0.026970824569918568, "gross_margin": 0.328481887421809, "operating_margin": 0.29419548897449577, "net_margin": 0.23273917299266086, "roa_ttm": 0.05334369133165016, "roe_ttm": 0.10045732127710952, "debt_to_ebitda": 3.457202047541312, "net_debt_to_ebitda": 3.411406213019547, "interest_coverage": 33.69709363257586, "debt_to_equity": 0.7663788818329981, "current_ratio": 0.13667801509736502, "quick_ratio": 0.08157507937314507, "fcf_to_ebitda": 0.6354281084820643, "capex_to_revenue": 0.16745054410369817, "working_capital_to_revenue": -0.25078629203101976, "capital_efficiency": 0.07690050630437983, "financial_health": -0.7576250177303444, "margin_quality": 0.28513884979632187, "growth_momentum": 0.7353540611046214, "company_age_years": 28.16974674880219, "ebitda": 1318264000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 18.93319444667411, "revenue_cagr_3y": 0.06711193162230988, "revenue_cagr_5y": 0.0527753671073945, "earnings_cagr_3y": 0.5041330386220755, "quarterly_revenue_growth_yoy": 0.13300391140854192, "quarterly_earnings_growth_yoy": -0.026681695137612135, "revenue_growth_qoq": 0.03982960775335134, "gross_margin": 0.33045612475759534, "operating_margin": 0.2989839204912734, "net_margin": 0.42562621202327083, "roa_ttm": 0.052447071695412247, "roe_ttm": 0.09851079237195073, "debt_to_ebitda": 3.5495563470240046, "net_debt_to_ebitda": 3.5032546782894802, "interest_coverage": 33.62336460609176, "debt_to_equity": 0.7731409797763017, "current_ratio": 0.38788385633905326, "quick_ratio": 0.3156299862833469, "fcf_to_ebitda": 0.6549979856541884, "capex_to_revenue": 0.17073250857853786, "working_capital_to_revenue": -0.1853822562561332, "capital_efficiency": 0.07547893203368149, "financial_health": -0.7469711811671442, "margin_quality": 0.35168875242404657, "growth_momentum": 0.053161108135464895, "company_age_years": 28.418891170431213, "ebitda": 1308117000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 16.75700035185834, "revenue_cagr_3y": 0.07807574202033196, "revenue_cagr_5y": 0.06252901082959683, "earnings_cagr_3y": 0.15859451121441825, "quarterly_revenue_growth_yoy": 0.15071093188974202, "quarterly_earnings_growth_yoy": 0.4478272706826549, "revenue_growth_qoq": 0.05200185843568197, "gross_margin": 0.3383731803841523, "operating_margin": 0.31496995869680844, "net_margin": 0.23485981685270063, "roa_ttm": 0.0555162636980191, "roe_ttm": 0.10512150356803482, "debt_to_ebitda": 3.454721485154628, "net_debt_to_ebitda": 3.4257128850821736, "interest_coverage": 34.79284105908844, "debt_to_equity": 0.7755905669609829, "current_ratio": 0.1554930482169868, "quick_ratio": 0.07220633637927104, "fcf_to_ebitda": 0.6795768178169757, "capex_to_revenue": 0.1677131296932307, "working_capital_to_revenue": -0.33347788466848993, "capital_efficiency": 0.08031888363302696, "financial_health": -0.7512757615334831, "margin_quality": 0.29606765197788715, "growth_momentum": 0.29926910128619844, "company_age_years": 28.670773442847366, "ebitda": 1344291000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 15.894370759306357, "revenue_cagr_3y": 0.06594792394540283, "revenue_cagr_5y": 0.04297514348761022, "earnings_cagr_3y": 0.0739837106289658, "quarterly_revenue_growth_yoy": 0.06964721785273185, "quarterly_earnings_growth_yoy": 0.1208440395546212, "revenue_growth_qoq": 0.00917782897658477, "gross_margin": 0.6182248315963277, "operating_margin": 0.23246664836260103, "net_margin": 0.1624235084380489, "roa_ttm": 0.0333157125902939, "roe_ttm": 0.06217332355532904, "debt_to_ebitda": 3.964072038237269, "net_debt_to_ebitda": 3.9302270109965574, "interest_coverage": 33.39960420155275, "debt_to_equity": 0.7250625459733399, "current_ratio": 0.17191696119538413, "quick_ratio": 0.1719169575366423, "fcf_to_ebitda": 0.2064946232638414, "capex_to_revenue": 0.41845983784243806, "working_capital_to_revenue": -0.21642364069449105, "capital_efficiency": 0.04774451807281147, "financial_health": -0.7211061836254122, "margin_quality": 0.3377049961323259, "growth_momentum": 0.09524562870367653, "company_age_years": 26.691307323750856, "ebitda": 658206000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 19.790692382250068, "revenue_cagr_3y": 0.131396347692752, "revenue_cagr_5y": 0.07792501585830136, "earnings_cagr_3y": 0.26883081041056545, "quarterly_revenue_growth_yoy": 0.513414426796265, "quarterly_earnings_growth_yoy": 0.7203027359324934, "revenue_growth_qoq": 0.006110857309715674, "gross_margin": 0.7012983061399792, "operating_margin": 0.33542032866080435, "net_margin": 0.5554185030275085, "roa_ttm": 0.05087577205287371, "roe_ttm": 0.09423795553504484, "debt_to_ebitda": 9.848275783645011, "net_debt_to_ebitda": 9.600566299368081, "interest_coverage": 26.21878672021607, "debt_to_equity": 1.470664556993636, "current_ratio": 365.053671263511, "quick_ratio": 248.76500186358552, "fcf_to_ebitda": 0.4448620673739723, "capex_to_revenue": 0.11293346388203979, "working_capital_to_revenue": 1.2941227908628272, "capital_efficiency": 0.07255686379395927, "financial_health": -0.7281494791295855, "margin_quality": 0.5307123792760974, "growth_momentum": 0.6168585813643792, "company_age_years": 30.354551676933607, "ebitda": 1494969000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 14.5391656081285, "revenue_cagr_3y": 0.11347402812261453, "revenue_cagr_5y": 0.14211192447685406, "earnings_cagr_3y": 0.058380857752257764, "quarterly_revenue_growth_yoy": -0.009079253957108473, "quarterly_earnings_growth_yoy": -1.2800787210047984, "revenue_growth_qoq": -0.017573389856337364, "gross_margin": 0.7241184807056384, "operating_margin": -0.11227252536505228, "net_margin": -0.08930472611384131, "roa_ttm": 0.010688855097343079, "roe_ttm": 0.01994573042454603, "debt_to_ebitda": 6.867451795714429, "net_debt_to_ebitda": 5.883916702994534, "interest_coverage": 19.91252670940171, "debt_to_equity": 0.8258603785965853, "current_ratio": 1.0143993065395323, "quick_ratio": 1.0143993054282174, "fcf_to_ebitda": 0.8257067167432346, "capex_to_revenue": 0.30177756077195106, "working_capital_to_revenue": 0.011460915068754875, "capital_efficiency": 0.015317292760944554, "financial_health": -0.648755738563009, "margin_quality": 0.17418040974224827, "growth_momentum": -0.6445789874809534, "company_age_years": 26.420260095824776, "ebitda": 745525000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 19.732862064702555, "revenue_cagr_3y": 0.03375793292189022, "revenue_cagr_5y": 0.09006296301520744, "earnings_cagr_3y": 0.29236219952207265, "quarterly_revenue_growth_yoy": 0.10429899884414863, "quarterly_earnings_growth_yoy": 1.420501884546717, "revenue_growth_qoq": 0.02579098629194968, "gross_margin": 0.7364950970316566, "operating_margin": 0.5818800456619561, "net_margin": 0.6173471162450946, "roa_ttm": 0.04390920653967966, "roe_ttm": 0.07761865927893277, "debt_to_ebitda": 4.659207070902582, "net_debt_to_ebitda": 4.439451400656591, "interest_coverage": 21.777520939845534, "debt_to_equity": 0.6084324922659865, "current_ratio": 1.196470989883744, "quick_ratio": 1.2063500619912673, "fcf_to_ebitda": 0.8278165791087196, "capex_to_revenue": 0.126223216493007, "working_capital_to_revenue": 0.04431340603938447, "capital_efficiency": 0.06076393290930622, "financial_health": -0.5898517476110656, "margin_quality": 0.6452407529795691, "growth_momentum": 0.7624004416954329, "company_age_years": 28.418891170431213, "ebitda": 800803000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 15.577052902909045, "revenue_cagr_3y": 0.03745634904399964, "revenue_cagr_5y": 0.030630434319891542, "earnings_cagr_3y": 0.15415013610307904, "quarterly_revenue_growth_yoy": -0.019961569315150272, "quarterly_earnings_growth_yoy": -0.25405856600173754, "revenue_growth_qoq": -0.032912479864999615, "gross_margin": 0.7223871978883115, "operating_margin": 0.658068896376246, "net_margin": 0.27785074778393265, "roa_ttm": 0.04178987170832998, "roe_ttm": 0.07447183015110001, "debt_to_ebitda": 4.535645144237021, "net_debt_to_ebitda": 4.351853989866889, "interest_coverage": 22.519074986316365, "debt_to_equity": 0.6102376386206211, "current_ratio": 1.0079961009488707, "quick_ratio": 1.0297637723319677, "fcf_to_ebitda": 0.7334826523035266, "capex_to_revenue": 0.12039859486775924, "working_capital_to_revenue": 0.0020740396603789687, "capital_efficiency": 0.058130850929715, "financial_health": -0.5959139758939598, "margin_quality": 0.5527689473494968, "growth_momentum": -0.1370100676584439, "company_age_years": 28.919917864476385, "ebitda": 822847000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 14.09439564462171, "revenue_cagr_3y": 0.037426646976333355, "revenue_cagr_5y": 0.04615238549223122, "earnings_cagr_3y": -0.008538016231194101, "quarterly_revenue_growth_yoy": -0.0028851081054313238, "quarterly_earnings_growth_yoy": -0.08946860867251928, "revenue_growth_qoq": -0.03174589900020489, "gross_margin": 0.6831190592381141, "operating_margin": 0.3702846383395881, "net_margin": 0.2364990045647508, "roa_ttm": 0.044908358520468136, "roe_ttm": 0.13927661766663058, "debt_to_ebitda": 7.553524258026766, "net_debt_to_ebitda": 6.147682318571839, "interest_coverage": 24.873932149762698, "debt_to_equity": 2.1359650086906754, "current_ratio": 1.0411603752179417, "quick_ratio": 1.0411603752179417, "fcf_to_ebitda": 0.029561621338187717, "capex_to_revenue": 0.48639102230948394, "working_capital_to_revenue": 0.05897330604265986, "capital_efficiency": 0.09209248809354936, "financial_health": -1.6121156125617986, "margin_quality": 0.42996756738081765, "growth_momentum": -0.046176858388975305, "company_age_years": 46.91033538672142, "ebitda": 707539000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 18.231357888900913, "revenue_cagr_3y": -0.06138260763552683, "revenue_cagr_5y": -0.06564279350213598, "earnings_cagr_3y": -0.3995314996516781, "quarterly_revenue_growth_yoy": 0.16357042663108556, "quarterly_earnings_growth_yoy": 1.0441362530413625, "revenue_growth_qoq": 0.04999050061745987, "gross_margin": 0.5102594259606903, "operating_margin": 0.15140795693574288, "net_margin": 0.09501051726867664, "roa_ttm": 0.01128812742888167, "roe_ttm": 0.031925712764949495, "debt_to_ebitda": 9.609165334549994, "net_debt_to_ebitda": 8.52280736198509, "interest_coverage": 18.959899325310378, "debt_to_equity": 1.3927674653160995, "current_ratio": 1.7487789044836926, "quick_ratio": 1.8022689320171021, "fcf_to_ebitda": 0.7904964398182595, "capex_to_revenue": 0.472660462902463, "working_capital_to_revenue": 0.5064028926408064, "capital_efficiency": 0.02160692009691558, "financial_health": -1.244125144791619, "margin_quality": 0.2522259667217033, "growth_momentum": 0.603853339836224, "company_age_years": 34.234086242299796, "ebitda": 896443000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 18.062403475672188, "revenue_cagr_3y": 0.16573591648772723, "revenue_cagr_5y": 0.10321437816449386, "earnings_cagr_3y": 0.16640534712989252, "quarterly_revenue_growth_yoy": 0.08796863513844647, "quarterly_earnings_growth_yoy": 0.018689517741462505, "revenue_growth_qoq": 0.027029155265074708, "gross_margin": 0.7384216663471983, "operating_margin": 0.4259448278065299, "net_margin": 0.48830186569548273, "roa_ttm": 0.06248560061014845, "roe_ttm": 0.10800564453132738, "debt_to_ebitda": 3.0247374895400716, "net_debt_to_ebitda": 2.9513834434109283, "interest_coverage": 98.92407078765362, "debt_to_equity": 0.5217767692615467, "current_ratio": 0.5084356240778117, "quick_ratio": 0.5084356240778117, "fcf_to_ebitda": 0.46680847403833625, "capex_to_revenue": 0.0793614100403732, "working_capital_to_revenue": -0.1649037106432336, "capital_efficiency": 0.08524562257073792, "financial_health": -0.49674805510587966, "margin_quality": 0.5508894532830703, "growth_momentum": 0.053329076439954486, "company_age_years": 28.331279945242983, "ebitda": 5964429000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 15.401047189879337, "revenue_cagr_3y": 0.22944283073820704, "revenue_cagr_5y": 0.23767483505593656, "earnings_cagr_3y": 0.3095696840385498, "quarterly_revenue_growth_yoy": 0.4799826549872406, "quarterly_earnings_growth_yoy": 0.4034701701914758, "revenue_growth_qoq": 0.3983866845568973, "gross_margin": 0.7628283183657244, "operating_margin": 0.5225736367520099, "net_margin": 0.5799695241054275, "roa_ttm": 0.0660639765716038, "roe_ttm": 0.11408190269486103, "debt_to_ebitda": 2.9970698664117355, "net_debt_to_ebitda": 2.8948722421280064, "interest_coverage": 97.45782981654249, "debt_to_equity": 0.5287080194145598, "current_ratio": 0.6801292565248224, "quick_ratio": 0.6801292565248224, "fcf_to_ebitda": 0.5089347953323452, "capex_to_revenue": 0.07205473827462348, "working_capital_to_revenue": -0.10695587992216511, "capital_efficiency": 0.09007293963323242, "financial_health": -0.5035214490336688, "margin_quality": 0.6217904930743873, "growth_momentum": 0.4417264125893582, "company_age_years": 28.583162217659137, "ebitda": 6225996000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 21.28080545832551, "revenue_cagr_3y": 0.025733647129392967, "revenue_cagr_5y": 0.02866931800653738, "earnings_cagr_3y": -0.3247254901399962, "quarterly_revenue_growth_yoy": 0.11783374766970123, "quarterly_earnings_growth_yoy": 1.6770263420091245, "revenue_growth_qoq": -0.004782658023324505, "gross_margin": 0.46535122460331346, "operating_margin": 0.13907075201905747, "net_margin": 0.038063827570821794, "roa_ttm": 0.005809554243595028, "roe_ttm": 0.013549920419959754, "debt_to_ebitda": 7.363031943302858, "net_debt_to_ebitda": 7.278926797675174, "interest_coverage": 16.054244814701157, "debt_to_equity": 1.224290075556635, "current_ratio": 0.5149638841633075, "quick_ratio": 0.5149638841633075, "fcf_to_ebitda": 0.3620930627408341, "capex_to_revenue": 0.10647706510607913, "working_capital_to_revenue": -0.22981320214369028, "capital_efficiency": 0.009679737331777391, "financial_health": -1.154448297391116, "margin_quality": 0.21416193473106426, "growth_momentum": 0.8974300448394128, "company_age_years": 23.906913073237508, "ebitda": 1778714000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 15.4568651032271, "revenue_cagr_3y": 0.05854271334796346, "revenue_cagr_5y": 0.07139958769699417, "earnings_cagr_3y": -0.02695105217855276, "quarterly_revenue_growth_yoy": -0.007366617951297284, "quarterly_earnings_growth_yoy": 0.10630013905230506, "revenue_growth_qoq": -0.0014415446485041587, "gross_margin": 0.4568230833518567, "operating_margin": 0.20398622341302752, "net_margin": 0.24720417026178862, "roa_ttm": 0.03833930463504147, "roe_ttm": 0.0782410573550763, "debt_to_ebitda": 6.63310942842025, "net_debt_to_ebitda": 6.48898999600068, "interest_coverage": 14.825733942692965, "debt_to_equity": 0.8656330404989642, "current_ratio": 1.0845180800048628, "quick_ratio": 1.0845180800048628, "fcf_to_ebitda": 0.753429582997286, "capex_to_revenue": 0.0034748943742891995, "working_capital_to_revenue": 0.03058912727922704, "capital_efficiency": 0.058290180995058886, "financial_health": -0.8040400176813379, "margin_quality": 0.3026711590088909, "growth_momentum": 0.04946676055050389, "company_age_years": 19.241615331964407, "ebitda": 2105358000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 21.042060652910745, "revenue_cagr_3y": 0.045453188599501315, "revenue_cagr_5y": 0.0025084738686271812, "earnings_cagr_3y": 0.05222726631666208, "quarterly_revenue_growth_yoy": 0.09465906395241568, "quarterly_earnings_growth_yoy": -0.5087867314182237, "revenue_growth_qoq": 0.03138833414389338, "gross_margin": 0.5841519989084459, "operating_margin": 0.17970712640357003, "net_margin": 0.14369386723170643, "roa_ttm": 0.028217305270732147, "roe_ttm": 0.06731429290147986, "debt_to_ebitda": 5.381953635351982, "net_debt_to_ebitda": 5.30629380134048, "interest_coverage": 31.31990634810834, "debt_to_equity": 0.9886644082142585, "current_ratio": 0.31307951368877496, "quick_ratio": 0.3142512830163528, "fcf_to_ebitda": 0.7362490337158827, "capex_to_revenue": 0.016458685697784744, "working_capital_to_revenue": -0.7227754630584546, "capital_efficiency": 0.047765799086106, "financial_health": -0.7751655416155772, "margin_quality": 0.30251766418124076, "growth_momentum": -0.20706383373290402, "company_age_years": 34.40109514031485, "ebitda": 1177190000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 19.01532768994754, "revenue_cagr_3y": 0.13227832001645035, "revenue_cagr_5y": 0.09210729306784415, "earnings_cagr_3y": 0.20893669314523144, "quarterly_revenue_growth_yoy": 0.24445476085685175, "quarterly_earnings_growth_yoy": 0.5931008269456614, "revenue_growth_qoq": 0.06019857310890703, "gross_margin": 0.7527249296300065, "operating_margin": 0.48095383437737693, "net_margin": 0.6335479557577431, "roa_ttm": 0.12750450641949598, "roe_ttm": 0.22879524760400236, "debt_to_ebitda": 2.271568190017779, "net_debt_to_ebitda": 1.957852831769634, "interest_coverage": 98.11074345041135, "debt_to_equity": 0.7374792636181046, "current_ratio": 2.1408111081315626, "quick_ratio": 2.1408111081315626, "fcf_to_ebitda": 0.7657514265752354, "capex_to_revenue": 0.1025082247485252, "working_capital_to_revenue": 0.14126121613067774, "capital_efficiency": 0.17814987701174917, "financial_health": -0.6806695637245156, "margin_quality": 0.6224089065883756, "growth_momentum": 0.4187777939012566, "company_age_years": 41.61259411362081, "ebitda": 3231866000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 26.86870175449396, "revenue_cagr_3y": 0.06919968432247403, "revenue_cagr_5y": 0.17393553508443826, "earnings_cagr_3y": 0.6445722694590312, "quarterly_revenue_growth_yoy": 0.12012204745120732, "quarterly_earnings_growth_yoy": 0.614429898722262, "revenue_growth_qoq": 0.023230333028977847, "gross_margin": 0.618199921098608, "operating_margin": 0.2923841370629896, "net_margin": 0.17398696248426668, "roa_ttm": 0.0159981367781296, "roe_ttm": 0.029134557141925605, "debt_to_ebitda": 7.152060148247391, "net_debt_to_ebitda": 6.767363354239173, "interest_coverage": 16.334821008482436, "debt_to_equity": 0.85346291845824, "current_ratio": 3.8914117104236325, "quick_ratio": 4.908460692782237, "fcf_to_ebitda": 0.6034567466388397, "capex_to_revenue": 0.08220626186882213, "working_capital_to_revenue": 0.24716170813653407, "capital_efficiency": 0.0225663469600276, "financial_health": -0.7462466053084501, "margin_quality": 0.3615236735486214, "growth_momentum": 0.36727597308673465, "company_age_years": 5.158110882956879, "ebitda": 1215131000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 22.966946539979077, "revenue_cagr_3y": 0.08066866855913912, "revenue_cagr_5y": 0.18134634795548843, "earnings_cagr_3y": 0.4177075290907395, "quarterly_revenue_growth_yoy": 0.13356914609068146, "quarterly_earnings_growth_yoy": 0.8390235009446783, "revenue_growth_qoq": 0.046946328267363, "gross_margin": 0.6187080567019558, "operating_margin": 0.29946527902386505, "net_margin": 0.1991082002512112, "roa_ttm": 0.01876578052912349, "roe_ttm": 0.033920159707931385, "debt_to_ebitda": 6.09073631368804, "net_debt_to_ebitda": 5.87656481187702, "interest_coverage": 17.013842864778194, "debt_to_equity": 0.7574633082943228, "current_ratio": 2.0158291826912973, "quick_ratio": 2.8592102221381586, "fcf_to_ebitda": 0.6342282669816448, "capex_to_revenue": 0.08589498656910294, "working_capital_to_revenue": 0.11403452068471388, "capital_efficiency": 0.026342970118527438, "financial_health": -0.7425812973519684, "margin_quality": 0.3724271786590107, "growth_momentum": 0.4862963235176799, "company_age_years": 5.4072553045859, "ebitda": 1273316000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 17.31459754524768, "revenue_cagr_3y": 0.07122332293710754, "revenue_cagr_5y": 0.1687752771567328, "earnings_cagr_3y": 0.4115981234321122, "quarterly_revenue_growth_yoy": 0.029147146889013053, "quarterly_earnings_growth_yoy": 0.13174787959421255, "revenue_growth_qoq": 0.011731981268265202, "gross_margin": 0.5374153447807839, "operating_margin": 0.4982077106722999, "net_margin": 0.11841638187247253, "roa_ttm": 0.015758531478753425, "roe_ttm": 0.0271508785556182, "debt_to_ebitda": 5.136810782426046, "net_debt_to_ebitda": 5.078858743217224, "interest_coverage": 19.22598014470806, "debt_to_equity": 0.5495075673243484, "current_ratio": 0.700551773513637, "quick_ratio": 0.43921542003295827, "fcf_to_ebitda": 0.6291703133204971, "capex_to_revenue": 0.06687010862202522, "working_capital_to_revenue": -0.08426717475050281, "capital_efficiency": 0.021454705017185813, "financial_health": -0.5262484245068415, "margin_quality": 0.3846798124418522, "growth_momentum": 0.0804475132416128, "company_age_years": 6.663928815879535, "ebitda": 571300000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 26.732738236058694, "revenue_cagr_3y": 0.08447316976478203, "revenue_cagr_5y": 0.08783694467140402, "earnings_cagr_3y": 0.2708062568270102, "quarterly_revenue_growth_yoy": 0.13926986655917178, "quarterly_earnings_growth_yoy": 0.40244567687971633, "revenue_growth_qoq": 0.05327839759592064, "gross_margin": 0.5348254026200138, "operating_margin": 0.4840482441976383, "net_margin": 0.1732691200629028, "roa_ttm": 0.01807456002922723, "roe_ttm": 0.03214702212787363, "debt_to_ebitda": 5.928834782713468, "net_debt_to_ebitda": 5.843549781463397, "interest_coverage": 24.085391954148076, "debt_to_equity": 0.611937386695419, "current_ratio": 0.3883304335306829, "quick_ratio": 0.16050509536751434, "fcf_to_ebitda": 0.7248035279127419, "capex_to_revenue": 0.08958122744754025, "working_capital_to_revenue": -0.33422986550533096, "capital_efficiency": 0.02511079107855043, "financial_health": -0.5432531193976539, "margin_quality": 0.3973809222935183, "growth_momentum": 0.27085777171944403, "company_age_years": 8.66255989048597, "ebitda": 663962000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 18.466147072087974, "revenue_cagr_3y": 0.04141358673616047, "revenue_cagr_5y": 0.004737225230475373, "earnings_cagr_3y": 0.2900510425724969, "quarterly_revenue_growth_yoy": 0.02990366705207896, "quarterly_earnings_growth_yoy": 1.952065736232411, "revenue_growth_qoq": -0.0023249182988616672, "gross_margin": 0.6464088640710532, "operating_margin": 0.6186163079561193, "net_margin": 0.4522991917104521, "roa_ttm": 0.056141600792148194, "roe_ttm": 0.11152925629277688, "debt_to_ebitda": 4.915748930034872, "net_debt_to_ebitda": 4.868864641154538, "interest_coverage": 20.51795770533941, "debt_to_equity": 0.8197913709940023, "current_ratio": 0.130771474595386, "quick_ratio": 0.130771474595386, "fcf_to_ebitda": 0.7215710436345332, "capex_to_revenue": 0.07303871732727017, "working_capital_to_revenue": -0.3439151922266892, "capital_efficiency": 0.08383542854246254, "financial_health": -0.7576760814627455, "margin_quality": 0.5724414545792081, "growth_momentum": 0.990984701642245, "company_age_years": 26.636550308008214, "ebitda": 1756132000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 22.884350313873217, "revenue_cagr_3y": 0.008716103312987888, "revenue_cagr_5y": 0.02323823036270456, "earnings_cagr_3y": -0.10151651736254363, "quarterly_revenue_growth_yoy": 0.14876625884737124, "quarterly_earnings_growth_yoy": -0.291684840669309, "revenue_growth_qoq": 0.051552924322107056, "gross_margin": 0.6437360813938255, "operating_margin": 0.4511214939667846, "net_margin": 0.32618808494534446, "roa_ttm": 0.06093953416256994, "roe_ttm": 0.11513138230550733, "debt_to_ebitda": 5.059078132748021, "net_debt_to_ebitda": 5.030500336825611, "interest_coverage": 21.908762119378487, "debt_to_equity": 0.7316784096071207, "current_ratio": 0.19259900138300012, "quick_ratio": 0.22978579730282508, "fcf_to_ebitda": 0.7589814342739265, "capex_to_revenue": 0.06882241594900783, "working_capital_to_revenue": -0.19066904229440254, "capital_efficiency": 0.08803545823403863, "financial_health": -0.7125077686753134, "margin_quality": 0.47368188676865147, "growth_momentum": -0.07145929091096888, "company_age_years": 28.88432580424367, "ebitda": 1574999000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 20.58206989008702, "revenue_cagr_3y": 0.004831727351208848, "revenue_cagr_5y": 0.021775381008738215, "earnings_cagr_3y": 0.06541178685017579, "quarterly_revenue_growth_yoy": 0.1153599291406052, "quarterly_earnings_growth_yoy": -0.25217212137487816, "revenue_growth_qoq": 0.01174475641529482, "gross_margin": 0.6401404691993514, "operating_margin": 0.5956144376556433, "net_margin": 0.4647179754250833, "roa_ttm": 0.05649356625243858, "roe_ttm": 0.10365715694013986, "debt_to_ebitda": 4.590078141977822, "net_debt_to_ebitda": 4.562660806273396, "interest_coverage": 22.55931337347401, "debt_to_equity": 0.6788932854564897, "current_ratio": 0.1846713097893263, "quick_ratio": 0.22026706317170583, "fcf_to_ebitda": 0.738724201363276, "capex_to_revenue": 0.07291072507085149, "working_capital_to_revenue": -0.2000591657038872, "capital_efficiency": 0.08007536159628922, "financial_health": -0.659520544090987, "margin_quality": 0.5668242940933593, "growth_momentum": -0.06840609611713648, "company_age_years": 29.136208076659823, "ebitda": 1633565000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 17.515269090905086, "revenue_cagr_3y": 0.09651908064977222, "revenue_cagr_5y": 0.07905628733560865, "earnings_cagr_3y": -0.4141623148406979, "quarterly_revenue_growth_yoy": 0.18770989348771397, "quarterly_earnings_growth_yoy": -0.7869240501163123, "revenue_growth_qoq": 0.05466540689854274, "gross_margin": 0.19339867674917025, "operating_margin": 0.12117045797418821, "net_margin": 0.016240462111291182, "roa_ttm": 0.017096399223824322, "roe_ttm": 0.04782837752210882, "debt_to_ebitda": 5.642343545462452, "net_debt_to_ebitda": 5.641264605597937, "interest_coverage": 23.10194063636595, "debt_to_equity": 1.479435584557672, "current_ratio": 0.8683321797079987, "quick_ratio": 0.5616985657485956, "fcf_to_ebitda": 0.4884162594035664, "capex_to_revenue": 0.15394750295303164, "working_capital_to_revenue": -0.03399664671932941, "capital_efficiency": 0.03246238837296657, "financial_health": -1.4101112971177507, "margin_quality": 0.11026986561154987, "growth_momentum": -0.29960707831429917, "company_age_years": 30.067077344284737, "ebitda": 908299000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 25.45686750596991, "revenue_cagr_3y": 0.09693842648082773, "revenue_cagr_5y": 0.0793865233043729, "earnings_cagr_3y": -0.1584609467398923, "quarterly_revenue_growth_yoy": 0.18519378584864035, "quarterly_earnings_growth_yoy": 3.4602932193036042, "revenue_growth_qoq": 0.026013187520102926, "gross_margin": 0.6858139313564683, "operating_margin": 0.13404578101470613, "net_margin": 0.040874306539105315, "roa_ttm": 0.016127522750661583, "roe_ttm": 0.0507923987958757, "debt_to_ebitda": 6.113571735957, "net_debt_to_ebitda": 6.11262773075917, "interest_coverage": 24.718114506205026, "debt_to_equity": 1.7084475869027165, "current_ratio": 0.7549376729663884, "quick_ratio": 0.07909738155498261, "fcf_to_ebitda": 0.5506071166389618, "capex_to_revenue": 0.13318882037023835, "working_capital_to_revenue": -0.12310187495544307, "capital_efficiency": 0.03345996077326864, "financial_health": -1.6148699921874692, "margin_quality": 0.2869113396367599, "growth_momentum": 1.8227435025761223, "company_age_years": 32.06570841889117, "ebitda": 948088000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 21.334473585480566, "revenue_cagr_3y": 0.09483060634721041, "revenue_cagr_5y": 0.08283327652212091, "earnings_cagr_3y": -0.477393741363748, "quarterly_revenue_growth_yoy": 0.18570538432878966, "quarterly_earnings_growth_yoy": -0.5662116040955631, "revenue_growth_qoq": 0.03331131425884355, "gross_margin": 0.693382669631901, "operating_margin": 0.13743373595147995, "net_margin": 0.013771545127273023, "roa_ttm": 0.015066491855131942, "roe_ttm": 0.04281929300071535, "debt_to_ebitda": 6.086896275829476, "net_debt_to_ebitda": 6.085941758922816, "interest_coverage": 26.196948305821024, "debt_to_equity": 1.5178385723559888, "current_ratio": 0.610586103131369, "quick_ratio": 0.08692531092560489, "fcf_to_ebitda": 0.5716322964578199, "capex_to_revenue": 0.12840258300454782, "working_capital_to_revenue": -0.21128643965334934, "capital_efficiency": 0.028942892427923646, "financial_health": -1.4257703303870586, "margin_quality": 0.2815293169035513, "growth_momentum": -0.19025310988338673, "company_age_years": 32.31485284052019, "ebitda": 964886000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 19.753895795788257, "revenue_cagr_3y": 0.09825102223875626, "revenue_cagr_5y": 0.09278587893748247, "earnings_cagr_3y": -0.025893836549058302, "quarterly_revenue_growth_yoy": 0.18657549200958243, "quarterly_earnings_growth_yoy": 0.41813772488861317, "revenue_growth_qoq": 0.05994576980065932, "gross_margin": 0.22191838935642236, "operating_margin": 0.1607960193919197, "net_margin": 0.06426065111667097, "roa_ttm": 0.015597458344153638, "roe_ttm": 0.043814376886663266, "debt_to_ebitda": 6.116857508596672, "net_debt_to_ebitda": 6.115319394593509, "interest_coverage": 21.01318565400844, "debt_to_equity": 1.5421200184875914, "current_ratio": 0.5148590088517385, "quick_ratio": 0.0798949840148419, "fcf_to_ebitda": 0.5840104415049823, "capex_to_revenue": 0.13761837130901852, "working_capital_to_revenue": -0.2900504659815081, "capital_efficiency": 0.02970591761540845, "financial_health": -1.4239841124356862, "margin_quality": 0.148991686621671, "growth_momentum": 0.3023566084490978, "company_age_years": 32.56673511293634, "ebitda": 996025000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 26.373535989846538, "revenue_cagr_3y": 0.07796828675327205, "revenue_cagr_5y": 0.07240065426223308, "earnings_cagr_3y": 0.27906378090731865, "quarterly_revenue_growth_yoy": 0.1636630688273635, "quarterly_earnings_growth_yoy": 1.5755175057500639, "revenue_growth_qoq": 0.019632307672155198, "gross_margin": 0.6187712576158069, "operating_margin": 0.21577022022809683, "net_margin": 0.25894224994299186, "roa_ttm": 0.04167471176490746, "roe_ttm": 0.08364447735275514, "debt_to_ebitda": 8.117704547942056, "net_debt_to_ebitda": 6.868735759005615, "interest_coverage": 36.85596120935539, "debt_to_equity": 1.7414304853704403, "current_ratio": 3.731640684639148, "quick_ratio": 3.688823126224252, "fcf_to_ebitda": 0.2016298165102115, "capex_to_revenue": 0.3612335098570293, "working_capital_to_revenue": 0.7082095309320721, "capital_efficiency": 0.0626595945588313, "financial_health": -0.7372218345452745, "margin_quality": 0.3644945759289652, "growth_momentum": 0.8695902872887137, "company_age_years": 28.689938398357288, "ebitda": 904519000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 17.577917313288353, "revenue_cagr_3y": 0.11609647820744806, "revenue_cagr_5y": 0.10912111703954563, "earnings_cagr_3y": 0.1821799291726347, "quarterly_revenue_growth_yoy": 0.16924922043655552, "quarterly_earnings_growth_yoy": 0.3234573020136648, "revenue_growth_qoq": 0.04229125422296235, "gross_margin": 0.938200660808368, "operating_margin": 0.4903835246813615, "net_margin": 0.3543627109071996, "roa_ttm": 0.025130660366467227, "roe_ttm": 0.04547230630683533, "debt_to_ebitda": 5.452064091080759, "net_debt_to_ebitda": 5.421818634338477, "interest_coverage": 18.20425419822193, "debt_to_equity": 0.7254142393902974, "current_ratio": 0.4635693194668886, "quick_ratio": 0.4635693183888505, "fcf_to_ebitda": 0.8118652136731112, "capex_to_revenue": 2.152251240197813, "working_capital_to_revenue": -0.3207073880792773, "capital_efficiency": 0.03530148333665128, "financial_health": -0.6639704178901216, "margin_quality": 0.5943156321323096, "growth_momentum": 0.24635326122511014, "company_age_years": 25.451060917180012, "ebitda": 1382158000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 24.13137839673611, "revenue_cagr_3y": 0.3040489167532978, "revenue_cagr_5y": 0.21974336908497372, "earnings_cagr_3y": 0.32851382478315627, "quarterly_revenue_growth_yoy": 0.7492391506114855, "quarterly_earnings_growth_yoy": 0.7931297648599362, "revenue_growth_qoq": 0.0038100286990783347, "gross_margin": 0.9356135529892562, "operating_margin": 0.3882719926359081, "net_margin": 0.27542172629220196, "roa_ttm": 0.012493638202490047, "roe_ttm": 0.021332520872795937, "debt_to_ebitda": 6.769150450032288, "net_debt_to_ebitda": 6.695814322117387, "interest_coverage": 21.403201932419794, "debt_to_equity": 0.6060215799891, "current_ratio": 0.7414658499849806, "quick_ratio": 0.7065680167376608, "fcf_to_ebitda": 0.8285647249698974, "capex_to_revenue": 0.016039624904316898, "working_capital_to_revenue": -0.17619601635620824, "capital_efficiency": 0.01691307953764299, "financial_health": -0.5577680477436102, "margin_quality": 0.5331024239724554, "growth_momentum": 0.7711844577357109, "company_age_years": 27.698836413415467, "ebitda": 2356942000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 19.127325926850204, "revenue_cagr_3y": 0.3078829995832011, "revenue_cagr_5y": 0.2222722855034429, "earnings_cagr_3y": 0.2952243962999368, "quarterly_revenue_growth_yoy": 0.709092430765211, "quarterly_earnings_growth_yoy": 0.6264704139381908, "revenue_growth_qoq": 0.03313101000840306, "gross_margin": 0.9370345731180779, "operating_margin": 0.39585605104213817, "net_margin": 0.2622418840301026, "roa_ttm": 0.014080391175241692, "roe_ttm": 0.024168048921052412, "debt_to_ebitda": 5.997284251189149, "net_debt_to_ebitda": 5.92838313490629, "interest_coverage": 20.839651862672365, "debt_to_equity": 0.6111983119796863, "current_ratio": 0.5968876239750777, "quick_ratio": 0.5900411595575095, "fcf_to_ebitda": 0.81161290890828, "capex_to_revenue": 0.02358272653276723, "working_capital_to_revenue": -0.3436960491090003, "capital_efficiency": 0.019124220048147053, "financial_health": -0.5352911095584026, "margin_quality": 0.5317108360634396, "growth_momentum": 0.6677814223517009, "company_age_years": 27.95071868583162, "ebitda": 2724847000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 21.63509754269392, "revenue_cagr_3y": 0.05715016909295523, "revenue_cagr_5y": 0.03748831673596986, "earnings_cagr_3y": 0.2653373849362268, "quarterly_revenue_growth_yoy": 0.13328164008984889, "quarterly_earnings_growth_yoy": 0.09745523091423186, "revenue_growth_qoq": 0.03063525140954411, "gross_margin": 0.7408913093503107, "operating_margin": 0.6867530873667255, "net_margin": 0.3215340952673161, "roa_ttm": 0.0445145143262842, "roe_ttm": 0.07923043026870223, "debt_to_ebitda": 9.589393580092734, "net_debt_to_ebitda": 9.448704733600184, "interest_coverage": 22.834585034013607, "debt_to_equity": 1.3138118602789568, "current_ratio": 0.8783470684751357, "quick_ratio": 0.8905985844067629, "fcf_to_ebitda": 0.7439806666340948, "capex_to_revenue": 0.12361308296896545, "working_capital_to_revenue": -0.03083330581903769, "capital_efficiency": 0.061872472297493215, "financial_health": -0.599351629415158, "margin_quality": 0.5830594973281173, "growth_momentum": 0.11536843550204037, "company_age_years": 28.66803559206023, "ebitda": 839171000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 19.22347295668332, "revenue_cagr_3y": 0.14355035400116112, "revenue_cagr_5y": 0.15154291887836568, "earnings_cagr_3y": 0.3893031779017715, "quarterly_revenue_growth_yoy": 0.010830985310276669, "quarterly_earnings_growth_yoy": 0.917731055028593, "revenue_growth_qoq": 0.04555642614319657, "gross_margin": 0.621809781413929, "operating_margin": 0.12151646288214911, "net_margin": 0.2720805696816735, "roa_ttm": 0.020745833245251907, "roe_ttm": 0.041734699308077966, "debt_to_ebitda": 5.202944582299421, "net_debt_to_ebitda": 5.091234462988772, "interest_coverage": 24.696391394864676, "debt_to_equity": 0.6974327099562849, "current_ratio": 0.33149469110253876, "quick_ratio": 0.33149469110253876, "fcf_to_ebitda": 0.6298772901866141, "capex_to_revenue": 0.4012000386567945, "working_capital_to_revenue": -0.48514898558542824, "capital_efficiency": 0.031240266276664937, "financial_health": -0.6533492995459851, "margin_quality": 0.3384689379925838, "growth_momentum": 0.46428102016943484, "company_age_years": 15.419575633127995, "ebitda": 2206425000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 26.937606382978725, "revenue_cagr_3y": 0.07353242222365886, "revenue_cagr_5y": 0.11386071899330608, "earnings_cagr_3y": 0.2969052916648953, "quarterly_revenue_growth_yoy": 0.17306397306397306, "quarterly_earnings_growth_yoy": 6.258620689655173, "revenue_growth_qoq": 0.053204353083434096, "gross_margin": 0.7078071182548794, "operating_margin": 0.3547646383467279, "net_margin": 0.24167623421354764, "roa_ttm": 0.03736139919592328, "roe_ttm": 0.18155798904927825, "debt_to_ebitda": 5.713031914893617, "net_debt_to_ebitda": 5.6300531914893615, "interest_coverage": 23.94904458598726, "debt_to_equity": 2.673096067695371, "current_ratio": 0.7100225225225225, "quick_ratio": 0.5501126126126126, "fcf_to_ebitda": 0.3970744680851064, "capex_to_revenue": 0.18311353645596484, "working_capital_to_revenue": -0.0780657874791572, "capital_efficiency": 0.10945969412260076, "financial_health": -2.6120950670893937, "margin_quality": 0.4347493302717183, "growth_momentum": 3.215842331359573, "company_age_years": 23.627652292950035, "ebitda": 3760000000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 17.883267067416796, "revenue_cagr_3y": 0.018022661783378968, "revenue_cagr_5y": 0.028815060209240073, "earnings_cagr_3y": -0.7548587093496567, "quarterly_revenue_growth_yoy": 0.06269785816297468, "quarterly_earnings_growth_yoy": -0.9793012524719842, "revenue_growth_qoq": 0.014016489757932543, "gross_margin": 0.44896440291687073, "operating_margin": 0.1242301952421535, "net_margin": 0.0012108638395181225, "roa_ttm": -0.0017811221382222713, "roe_ttm": -0.0041772512659777545, "debt_to_ebitda": 7.867521159706532, "net_debt_to_ebitda": 7.7770306834448055, "interest_coverage": 13.43230636530361, "debt_to_equity": 1.217932995082981, "current_ratio": 0.6547225291823852, "quick_ratio": 0.6547225291823852, "fcf_to_ebitda": 0.45383829844537876, "capex_to_revenue": 0.09530190146265607, "working_capital_to_revenue": -0.13259485119306025, "capital_efficiency": -0.0029791867021000127, "financial_health": -1.1725388295124923, "margin_quality": 0.1914684873328474, "growth_momentum": -0.45830169715450475, "company_age_years": 24.407939767282684, "ebitda": 1603992000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 19.28227574440955, "revenue_cagr_3y": 0.24002872883984017, "revenue_cagr_5y": 0.2545436565058612, "earnings_cagr_3y": 0.06016863419588003, "quarterly_revenue_growth_yoy": 0.6525596550921564, "quarterly_earnings_growth_yoy": 0.06818601461317296, "revenue_growth_qoq": 0.14321038260180172, "gross_margin": 0.9818517760914252, "operating_margin": 0.8699008453745838, "net_margin": 0.27159293252093314, "roa_ttm": 0.02492793222666336, "roe_ttm": 0.05440161503138676, "debt_to_ebitda": 9.213251788708115, "net_debt_to_ebitda": 8.6226675954568, "interest_coverage": 10.469597893669885, "debt_to_equity": 1.1175865959040177, "current_ratio": 8.210538240185361, "quick_ratio": 8.210538237849656, "fcf_to_ebitda": 0.666386455406267, "capex_to_revenue": 0.20266394932521886, "working_capital_to_revenue": 3.1618044421293203, "capital_efficiency": 0.03966477362902506, "financial_health": -1.0676962038348525, "margin_quality": 0.7077818513289807, "growth_momentum": 0.3603728348526647, "company_age_years": 14.729637234770705, "ebitda": 846980000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 17.308809479317485, "revenue_cagr_3y": 0.036595215142866566, "revenue_cagr_5y": 0.04944578457516102, "earnings_cagr_3y": 0.022569990815733076, "quarterly_revenue_growth_yoy": 0.04354767081060841, "quarterly_earnings_growth_yoy": -0.0009958501695673644, "revenue_growth_qoq": 0.002153313105662865, "gross_margin": 0.6875462419545952, "operating_margin": 0.4736956291965443, "net_margin": 0.5092261391514289, "roa_ttm": 0.12854550609631166, "roe_ttm": 0.16866258119590222, "debt_to_ebitda": 1.1602782552464095, "net_debt_to_ebitda": 0.8186752444599771, "interest_coverage": 154.40165920270172, "debt_to_equity": 0.27073847580149646, "current_ratio": 2.0121469282583426, "quick_ratio": 2.0121469282583426, "fcf_to_ebitda": 0.8791429814488577, "capex_to_revenue": 0.07363037566709735, "working_capital_to_revenue": 0.12561817195252134, "capital_efficiency": 0.14860404364610694, "financial_health": -0.20981974849611695, "margin_quality": 0.5568226701008562, "growth_momentum": 0.021275910320520522, "company_age_years": 39.36481861738535, "ebitda": 2103105000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 25.693920406342794, "revenue_cagr_3y": 0.12207722724429271, "revenue_cagr_5y": 0.08561718712480171, "earnings_cagr_3y": 0.11927988119895128, "quarterly_revenue_growth_yoy": 0.2687256764964249, "quarterly_earnings_growth_yoy": 0.1868366602314819, "revenue_growth_qoq": 0.05315173598639426, "gross_margin": 0.731870829887667, "operating_margin": 0.4459573987230917, "net_margin": 0.527963059032611, "roa_ttm": 0.11493277418371356, "roe_ttm": 0.20973609691678646, "debt_to_ebitda": 2.5386951797961124, "net_debt_to_ebitda": 2.2178631185581517, "interest_coverage": 88.50123777321579, "debt_to_equity": 0.7673413748134804, "current_ratio": 2.0717711043216416, "quick_ratio": 2.0717711043216416, "fcf_to_ebitda": 0.8041568949843341, "capex_to_revenue": 0.09200313527831393, "working_capital_to_revenue": 0.13433242950662436, "capital_efficiency": 0.16233443555025, "financial_health": -0.7141492126270254, "margin_quality": 0.5685970958811232, "growth_momentum": 0.2277811683639534, "company_age_years": 41.36344969199179, "ebitda": 2931515000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 17.167284138961488, "revenue_cagr_3y": 0.07240181162638848, "revenue_cagr_5y": 0.09613315068579409, "earnings_cagr_3y": 0.14894404545007456, "quarterly_revenue_growth_yoy": 0.0734796689456639, "quarterly_earnings_growth_yoy": 0.06755310158318778, "revenue_growth_qoq": -0.00953185838036884, "gross_margin": 0.6602793827250786, "operating_margin": 0.5971074380165289, "net_margin": 0.23096613764353105, "roa_ttm": 0.04284916265318797, "roe_ttm": 0.09623126249424206, "debt_to_ebitda": 4.670968615438177, "net_debt_to_ebitda": 4.584609693649347, "interest_coverage": 22.140731224238532, "debt_to_equity": 1.0839596234348359, "current_ratio": 0.1697630402844752, "quick_ratio": 0.1697630402844752, "fcf_to_ebitda": 0.8154014279117335, "capex_to_revenue": 0.12788133588689063, "working_capital_to_revenue": -0.287174478669912, "capital_efficiency": 0.06954021257371501, "financial_health": -1.0747678455478786, "margin_quality": 0.49611765279504616, "growth_momentum": 0.07051638526442584, "company_age_years": 15.43874058863792, "ebitda": 413611000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 26.454661703934637, "revenue_cagr_3y": 0.16045986421698855, "revenue_cagr_5y": 0.12417476800274274, "earnings_cagr_3y": 0.024351932129504705, "quarterly_revenue_growth_yoy": 0.26190803237463284, "quarterly_earnings_growth_yoy": -0.08571360107351672, "revenue_growth_qoq": 0.07314256960449997, "gross_margin": 0.7045662922477277, "operating_margin": 0.6437563583536731, "net_margin": 0.15973859054923617, "roa_ttm": 0.034032903296597514, "roe_ttm": 0.07723900203437074, "debt_to_ebitda": 5.5570503495930765, "net_debt_to_ebitda": 5.543002530031888, "interest_coverage": 24.608000350508238, "debt_to_equity": 1.0962610007755336, "current_ratio": 0.1982013197508335, "quick_ratio": 0.08402054314599647, "fcf_to_ebitda": 0.8577146387538213, "capex_to_revenue": 0.0394150350937778, "working_capital_to_revenue": -0.47629654871162724, "capital_efficiency": 0.05563595266548413, "financial_health": -1.0299203964955832, "margin_quality": 0.5026870803835456, "growth_momentum": 0.08809721565055806, "company_age_years": 17.437371663244353, "ebitda": 561653000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 21.270023940008176, "revenue_cagr_3y": 0.16176544651662694, "revenue_cagr_5y": 0.12469000692805632, "earnings_cagr_3y": 0.0569778496677269, "quarterly_revenue_growth_yoy": 0.24861789920679433, "quarterly_earnings_growth_yoy": 0.1970380702330161, "revenue_growth_qoq": 0.04389618980235201, "gross_margin": 0.7053388090349076, "operating_margin": 0.6502943724332649, "net_margin": 0.23404613706365504, "roa_ttm": 0.03570044731527615, "roe_ttm": 0.0812731258766542, "debt_to_ebitda": 5.17919137826047, "net_debt_to_ebitda": 5.170603004596148, "interest_coverage": 25.99934938191282, "debt_to_equity": 1.0993425159891457, "current_ratio": 0.2120565453580659, "quick_ratio": 0.10607408312305067, "fcf_to_ebitda": 0.8610578647514661, "capex_to_revenue": 0.03648061703467574, "working_capital_to_revenue": -0.4466770977382753, "capital_efficiency": 0.05848678659596517, "financial_health": -1.0387318399721097, "margin_quality": 0.5298931061772759, "growth_momentum": 0.22282798471990523, "company_age_years": 17.686516084873375, "ebitda": 599415000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 19.02526091768111, "revenue_cagr_3y": 0.16340867967649864, "revenue_cagr_5y": 0.1276016756078251, "earnings_cagr_3y": 0.3886826063965605, "quarterly_revenue_growth_yoy": 0.22907957634267503, "quarterly_earnings_growth_yoy": 0.2879406731317741, "revenue_growth_qoq": 0.051803933521560576, "gross_margin": 0.7074364850282734, "operating_margin": 0.6563804759380922, "net_margin": 0.4304414304833734, "roa_ttm": 0.03998464960125064, "roe_ttm": 0.08933376910382536, "debt_to_ebitda": 4.763124706386816, "net_debt_to_ebitda": 4.75495398352298, "interest_coverage": 26.59698113207547, "debt_to_equity": 1.0595363252344079, "current_ratio": 0.24208582859019018, "quick_ratio": 0.4561333282360005, "fcf_to_ebitda": 0.8713666846381583, "capex_to_revenue": 0.035119722355538244, "working_capital_to_revenue": -0.34636393252918934, "capital_efficiency": 0.064659209352538, "financial_health": -1.028564880471868, "margin_quality": 0.5980861304832463, "growth_momentum": 0.25851012473722457, "company_age_years": 17.93839835728953, "ebitda": 634338000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 21.814740809600735, "revenue_cagr_3y": 0.08654314947944108, "revenue_cagr_5y": 0.18484132608106796, "earnings_cagr_3y": 0.3293213210574153, "quarterly_revenue_growth_yoy": 0.11607318087970922, "quarterly_earnings_growth_yoy": 0.14458562817121298, "revenue_growth_qoq": 0.020410909743405706, "gross_margin": 0.6022824987910493, "operating_margin": 0.284788323734998, "net_margin": 0.1392341847276564, "roa_ttm": 0.019129033118122342, "roe_ttm": 0.03463845230780506, "debt_to_ebitda": 6.010304883153446, "net_debt_to_ebitda": 5.777517154134511, "interest_coverage": 16.873780312344678, "debt_to_equity": 0.7516827230224817, "current_ratio": 1.5826632757303654, "quick_ratio": 2.198210248276666, "fcf_to_ebitda": 0.6447892669223638, "capex_to_revenue": 0.09064452309147078, "working_capital_to_revenue": 0.08718298286443486, "capital_efficiency": 0.0268837427129637, "financial_health": -0.7355396483086052, "margin_quality": 0.3421016690845679, "growth_momentum": 0.1303294045254611, "company_age_years": 5.6591375770020536, "ebitda": 1290068000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 28.094921461988644, "revenue_cagr_3y": 0.08686460212166658, "revenue_cagr_5y": 0.08832687857099364, "earnings_cagr_3y": 0.2218278697495648, "quarterly_revenue_growth_yoy": 0.15374265910844434, "quarterly_earnings_growth_yoy": 0.36249897110873325, "revenue_growth_qoq": 0.01620589432891984, "gross_margin": 0.5421194000154749, "operating_margin": 0.48810365981717496, "net_margin": 0.18296875172711094, "roa_ttm": 0.018930299005833272, "roe_ttm": 0.03569329664766377, "debt_to_ebitda": 10.083278168003327, "net_debt_to_ebitda": 9.980209315813216, "interest_coverage": 19.62001091922646, "debt_to_equity": 1.0950386072721032, "current_ratio": 1.070093261004377, "quick_ratio": 0.7294387281021275, "fcf_to_ebitda": 0.7654804656149128, "capex_to_revenue": 0.085797442886254, "working_capital_to_revenue": 0.025025149824166187, "capital_efficiency": 0.027311797826748523, "financial_health": -0.6926497725761007, "margin_quality": 0.4043972705199203, "growth_momentum": 0.2581208151085888, "company_age_years": 8.91170431211499, "ebitda": 682796000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 25.80765043094743, "revenue_cagr_3y": 0.09497578822259922, "revenue_cagr_5y": 0.09671258004870475, "earnings_cagr_3y": 0.13263956235305452, "quarterly_revenue_growth_yoy": 0.1533264813893151, "quarterly_earnings_growth_yoy": 0.2713689247513605, "revenue_growth_qoq": 0.08221324431573246, "gross_margin": 0.5243279957714867, "operating_margin": 0.4791676774073289, "net_margin": 0.13839954855002337, "roa_ttm": 0.019504593910723025, "roe_ttm": 0.036488834694598925, "debt_to_ebitda": 9.734630234630234, "net_debt_to_ebitda": 9.597099297099296, "interest_coverage": 19.503227230098748, "debt_to_equity": 1.0642928557446067, "current_ratio": 1.0998942246668078, "quick_ratio": 0.7247514279669981, "fcf_to_ebitda": 0.7960937389508818, "capex_to_revenue": 0.09041997651447123, "working_capital_to_revenue": 0.03914070594736479, "capital_efficiency": 0.027996714302660975, "financial_health": -0.6706368017176421, "margin_quality": 0.38063174057627963, "growth_momentum": 0.2123477030703378, "company_age_years": 9.163586584531142, "ebitda": 707070000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 28.713391304347827, "revenue_cagr_3y": -0.004623143198515534, "revenue_cagr_5y": 0.01579751499346438, "earnings_cagr_3y": -0.1219618422553973, "quarterly_revenue_growth_yoy": 0.09328282033862002, "quarterly_earnings_growth_yoy": 0.22986148525348024, "revenue_growth_qoq": 0.012738517818114178, "gross_margin": 0.6076991128770579, "operating_margin": 0.2291856713420719, "net_margin": 0.10831134403105236, "roa_ttm": 0.06462125226899723, "roe_ttm": 0.12447684070832386, "debt_to_ebitda": 5.429476990022855, "net_debt_to_ebitda": 5.402103883401478, "interest_coverage": 20.646980437410704, "debt_to_equity": 0.7546006437845038, "current_ratio": 0.19024877113260186, "quick_ratio": 0.19024876942938995, "fcf_to_ebitda": 0.7380918003772619, "capex_to_revenue": 0.06861136234925545, "working_capital_to_revenue": -0.1886803535122431, "capital_efficiency": 0.09454904648866055, "financial_health": -0.7406044910960782, "margin_quality": 0.3150653760833941, "growth_momentum": 0.16157215279605014, "company_age_years": 28.635181382614647, "ebitda": 1502935000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 28.541370871968976, "revenue_cagr_3y": 0.3158379905675017, "revenue_cagr_5y": 0.22056546427155332, "earnings_cagr_3y": 0.21577687887205999, "quarterly_revenue_growth_yoy": 0.8255188195019152, "quarterly_earnings_growth_yoy": 1.0780592036689598, "revenue_growth_qoq": 0.18465242948663393, "gross_margin": 0.9351675805698445, "operating_margin": 0.39455349213407437, "net_margin": 0.2469446071867843, "roa_ttm": 0.010505306645403908, "roe_ttm": 0.01815080193735602, "debt_to_ebitda": 7.984739202192415, "net_debt_to_ebitda": 7.908746453439506, "interest_coverage": 18.751755119686475, "debt_to_equity": 0.6247111276256041, "current_ratio": 0.5841285022734605, "quick_ratio": 0.5841285018184499, "fcf_to_ebitda": 0.7710364101014262, "capex_to_revenue": 0.012616531956557526, "working_capital_to_revenue": -0.37427079229855115, "capital_efficiency": 0.014328054291379965, "financial_health": -0.5616819324500045, "margin_quality": 0.5255552266302344, "growth_momentum": 0.9517890115854375, "company_age_years": 27.449691991786448, "ebitda": 1995243000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 33.55019017051522, "revenue_cagr_3y": 0.500373834206937, "revenue_cagr_5y": 1.8352518050539417, "earnings_cagr_3y": 0.3182879870077171, "quarterly_revenue_growth_yoy": 1.0003593254263996, "quarterly_earnings_growth_yoy": 1.0443649528610792, "revenue_growth_qoq": 0.13419395342449628, "gross_margin": 0.9930995299004848, "operating_margin": 0.6424821999539614, "net_margin": 0.44030082111070157, "roa_ttm": 0.021310747925202708, "roe_ttm": 0.03662258950300234, "debt_to_ebitda": 10.978007697904761, "net_debt_to_ebitda": 10.563973358444573, "interest_coverage": 7.392969755659743, "debt_to_equity": 0.6331207067626692, "current_ratio": 29.483519762906862, "quick_ratio": 29.483519759476692, "fcf_to_ebitda": 1.3888600024440327, "capex_to_revenue": 0.0009078816321091988, "working_capital_to_revenue": 7.501386890821587, "capital_efficiency": 0.02896666871410252, "financial_health": -0.6185681923739584, "margin_quality": 0.691960850321716, "growth_momentum": 1.0223621391437394, "company_age_years": 4.952772073921971, "ebitda": 1252029000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 30.812739667073657, "revenue_cagr_3y": 0.1528367943697011, "revenue_cagr_5y": 0.08008921403511304, "earnings_cagr_3y": -0.11633983345204546, "quarterly_revenue_growth_yoy": 0.17578613536910584, "quarterly_earnings_growth_yoy": -0.8858586793608527, "revenue_growth_qoq": 0.014524880734460368, "gross_margin": 0.6983454198517315, "operating_margin": 0.33299954084304906, "net_margin": 0.13371850217926504, "roa_ttm": 0.014369401273272426, "roe_ttm": 0.026531413170107918, "debt_to_ebitda": 17.207753774736766, "net_debt_to_ebitda": 17.058419264757436, "interest_coverage": 15.789162260693631, "debt_to_equity": 1.4670032064098515, "current_ratio": 261.4555013143072, "quick_ratio": 261.455501126549, "fcf_to_ebitda": 1.0968931710206598, "capex_to_revenue": 0.011827709599510424, "working_capital_to_revenue": 0.8100337283883716, "capital_efficiency": 0.02045040722169017, "financial_health": -0.7361815470593974, "margin_quality": 0.38835448762468183, "growth_momentum": -0.35503627199587345, "company_age_years": 30.855578370978783, "ebitda": 827210000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 21.597379729981633, "revenue_cagr_3y": 0.15850008381296288, "revenue_cagr_5y": 0.16145311093445858, "earnings_cagr_3y": 0.33816083822049037, "quarterly_revenue_growth_yoy": 0.2670662079756286, "quarterly_earnings_growth_yoy": 0.4088613841501552, "revenue_growth_qoq": 0.1842881978073064, "gross_margin": 0.7197091514258757, "operating_margin": 0.47846798488307074, "net_margin": 0.501975484568731, "roa_ttm": 0.03118618170438524, "roe_ttm": 0.0531771752282634, "debt_to_ebitda": 4.646670383030692, "net_debt_to_ebitda": 4.408010389275838, "interest_coverage": 44.5398552631579, "debt_to_equity": 0.4875817132856793, "current_ratio": 2.958342500449056, "quick_ratio": 2.958342500449056, "fcf_to_ebitda": 0.660839833277647, "capex_to_revenue": 0.2698898159641032, "working_capital_to_revenue": 0.5209587170359731, "capital_efficiency": 0.04218167846632432, "financial_health": -0.47126697233654813, "margin_quality": 0.5667175402925592, "growth_momentum": 0.3379637960628919, "company_age_years": 26.083504449007528, "ebitda": 3385029000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 25.66485024660302, "revenue_cagr_3y": 0.15011497071385294, "revenue_cagr_5y": 0.175656200504686, "earnings_cagr_3y": 0.413510671907686, "quarterly_revenue_growth_yoy": 0.05965590243086579, "quarterly_earnings_growth_yoy": 0.006046850387032301, "revenue_growth_qoq": 0.019339724161777108, "gross_margin": 0.4903007319967159, "operating_margin": 0.17547707162547022, "net_margin": 0.08223506135508694, "roa_ttm": 0.021540863267377676, "roe_ttm": 0.05861606456944246, "debt_to_ebitda": 4.2099926909792496, "net_debt_to_ebitda": 3.7325057385800116, "interest_coverage": 22.854282733048873, "debt_to_equity": 1.1912836973969485, "current_ratio": 1.2619761073456068, "quick_ratio": 1.2619761068016773, "fcf_to_ebitda": -0.011445771590859525, "capex_to_revenue": 0.37503473044215396, "working_capital_to_revenue": 0.08534403692483906, "capital_efficiency": 0.040078463918410065, "financial_health": -1.0718760589220568, "margin_quality": 0.24933762165909104, "growth_momentum": 0.03285137640894904, "company_age_years": 19.63586584531143, "ebitda": 2453133000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 29.6852783242989, "revenue_cagr_3y": 0.08359062895467018, "revenue_cagr_5y": 0.12805669124258712, "earnings_cagr_3y": 0.07686569332562554, "quarterly_revenue_growth_yoy": 0.08670266355233876, "quarterly_earnings_growth_yoy": -0.05697675905910643, "revenue_growth_qoq": 0.01644946195977679, "gross_margin": 0.47194984914500127, "operating_margin": 0.15412174600895848, "net_margin": 0.08501441669880948, "roa_ttm": 0.01753123916858558, "roe_ttm": 0.04489510764300274, "debt_to_ebitda": 4.563080056684044, "net_debt_to_ebitda": 3.916921208720927, "interest_coverage": 32.81017945351091, "debt_to_equity": 1.0940440295223792, "current_ratio": 1.9058925435621594, "quick_ratio": 1.8342111518630204, "fcf_to_ebitda": 0.052117533253089376, "capex_to_revenue": 0.38388879703332784, "working_capital_to_revenue": 0.21490983064458985, "capital_efficiency": 0.03121317340579416, "financial_health": -1.0036978127578076, "margin_quality": 0.23702867061758973, "growth_momentum": 0.014862952246616164, "company_age_years": 21.634496919917865, "ebitda": 2623666000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 25.227515482190558, "revenue_cagr_3y": 0.09475362283005828, "revenue_cagr_5y": 0.11248101724303372, "earnings_cagr_3y": 0.14653951580297164, "quarterly_revenue_growth_yoy": 0.09604510232405805, "quarterly_earnings_growth_yoy": 2.1654253061941207, "revenue_growth_qoq": 0.04768493934954484, "gross_margin": 0.4880692555501625, "operating_margin": 0.17491803116301646, "net_margin": 0.11904439579694401, "roa_ttm": 0.02201461150468827, "roe_ttm": 0.06013903951387912, "debt_to_ebitda": 4.629649401409687, "net_debt_to_ebitda": 3.958783090422236, "interest_coverage": 31.039647237575142, "debt_to_equity": 1.2278650252912007, "current_ratio": 2.0447865183623546, "quick_ratio": 2.0003138704641055, "fcf_to_ebitda": 0.19385770537601532, "capex_to_revenue": 0.3451574355398084, "working_capital_to_revenue": 0.24245859208397907, "capital_efficiency": 0.041076825509283696, "financial_health": -1.132737042270603, "margin_quality": 0.26067722750337435, "growth_momentum": 1.1307352042590892, "company_age_years": 21.883641341546884, "ebitda": 2819207000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 21.776672263126542, "revenue_cagr_3y": 0.09634018863886151, "revenue_cagr_5y": 0.09820772723653093, "earnings_cagr_3y": 0.20567767148493776, "quarterly_revenue_growth_yoy": 0.09878544105216407, "quarterly_earnings_growth_yoy": 0.39148972512745045, "revenue_growth_qoq": 0.012935062190656378, "gross_margin": 0.49220958363281847, "operating_margin": 0.18099984842385256, "net_margin": 0.11507128696841729, "roa_ttm": 0.023830702902345662, "roe_ttm": 0.06265306208440649, "debt_to_ebitda": 4.47090048911811, "net_debt_to_ebitda": 3.6037557308234565, "interest_coverage": 31.571891489501457, "debt_to_equity": 1.1559518463555882, "current_ratio": 2.3685619423239186, "quick_ratio": 2.3210875778085827, "fcf_to_ebitda": 0.28697148302025755, "capex_to_revenue": 0.31942493757253154, "working_capital_to_revenue": 0.32697342786038675, "capital_efficiency": 0.04324188249337608, "financial_health": -1.0449750054741405, "margin_quality": 0.26276023967502943, "growth_momentum": 0.24513758308980726, "company_age_years": 22.135523613963038, "ebitda": 2883966000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 29.21810981528285, "revenue_cagr_3y": 0.07236161125692808, "revenue_cagr_5y": 0.13054078740352715, "earnings_cagr_3y": 0.0950073308021313, "quarterly_revenue_growth_yoy": 0.09909562148450425, "quarterly_earnings_growth_yoy": 0.04428787116255662, "revenue_growth_qoq": 0.03607631127514685, "gross_margin": 0.7230445035372034, "operating_margin": 0.3696753800612112, "net_margin": 0.2082183533189504, "roa_ttm": 0.0467134602136355, "roe_ttm": 0.5242681047765794, "debt_to_ebitda": 6.059496456816698, "net_debt_to_ebitda": 5.738796043243767, "interest_coverage": 19.8022030651341, "debt_to_equity": 6.893627558881796, "current_ratio": 0.48597314915412076, "quick_ratio": 0.4212129442806146, "fcf_to_ebitda": 0.6729871574721261, "capex_to_revenue": 0.1269201030927835, "working_capital_to_revenue": -0.34143041237113403, "capital_efficiency": 0.28549078249510745, "financial_health": -6.0035357790922905, "margin_quality": 0.433646078972455, "growth_momentum": 0.07169174632353044, "company_age_years": 21.82067077344285, "ebitda": 4134700000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 26.130314049586776, "revenue_cagr_3y": 0.1183217976697053, "revenue_cagr_5y": 0.09553150003561717, "earnings_cagr_3y": 0.15799621818645493, "quarterly_revenue_growth_yoy": 0.009232954545454546, "quarterly_earnings_growth_yoy": -0.04145077720207254, "revenue_growth_qoq": 0.05650557620817844, "gross_margin": 0.6664320900774102, "operating_margin": 0.2561576354679803, "net_margin": 0.1301900070372977, "roa_ttm": 0.022037497410399835, "roe_ttm": 0.08408260053354412, "debt_to_ebitda": 6.279338842975206, "net_debt_to_ebitda": 6.176859504132231, "interest_coverage": 17.385057471264368, "debt_to_equity": 1.8767908309455588, "current_ratio": 0.4672161858373923, "quick_ratio": 0.3683027351067816, "fcf_to_ebitda": 0.2694214876033058, "capex_to_revenue": 0.3553994732221247, "working_capital_to_revenue": -0.24969271290605793, "capital_efficiency": 0.053060048971971974, "financial_health": -1.7453562924454171, "margin_quality": 0.35092657752756273, "growth_momentum": -0.016108911328308998, "company_age_years": 21.6290212183436, "ebitda": 3025000000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 24.39946253229974, "revenue_cagr_3y": 0.06216875184233284, "revenue_cagr_5y": 0.10807803962895401, "earnings_cagr_3y": 0.24913520430984182, "quarterly_revenue_growth_yoy": 0.09538850284270373, "quarterly_earnings_growth_yoy": 0.26047904191616766, "revenue_growth_qoq": -0.004592422502870264, "gross_margin": 0.7035755478662054, "operating_margin": 0.3419838523644752, "net_margin": 0.2427912341407151, "roa_ttm": 0.039627816368902676, "roe_ttm": 0.19666709070092864, "debt_to_ebitda": 5.589147286821706, "net_debt_to_ebitda": 5.5165374677002585, "interest_coverage": 24.49367088607595, "debt_to_equity": 2.751558325912734, "current_ratio": 0.689470871191876, "quick_ratio": 0.5195082843399251, "fcf_to_ebitda": 0.3847545219638243, "capex_to_revenue": 0.17842323651452283, "working_capital_to_revenue": -0.08609958506224066, "capital_efficiency": 0.11814745353491565, "financial_health": -2.691181702165871, "margin_quality": 0.42945021145713186, "growth_momentum": 0.1779337723794357, "company_age_years": 23.876796714579054, "ebitda": 3870000000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 21.283152585119797, "revenue_cagr_3y": 0.05616558487215606, "revenue_cagr_5y": 0.10433845409676512, "earnings_cagr_3y": 0.20078766774890355, "quarterly_revenue_growth_yoy": 0.07911001236093942, "quarterly_earnings_growth_yoy": 0.19373219373219372, "revenue_growth_qoq": 0.006920415224913495, "gross_margin": 0.699885452462772, "operating_margin": 0.3447880870561283, "net_margin": 0.23997709049255442, "roa_ttm": 0.04153264198039165, "roe_ttm": 0.2101836176585493, "debt_to_ebitda": 5.504918032786885, "net_debt_to_ebitda": 5.461034047919294, "interest_coverage": 23.18713450292398, "debt_to_equity": 2.8424273994009637, "current_ratio": 0.45743034055727555, "quick_ratio": 0.3494582043343653, "fcf_to_ebitda": 0.38184110970996216, "capex_to_revenue": 0.18295520651541594, "working_capital_to_revenue": -0.2038976148923793, "capital_efficiency": 0.12585812981947048, "financial_health": -2.6864978907011614, "margin_quality": 0.42821687667048486, "growth_momentum": 0.13642110304656657, "company_age_years": 24.128678986995208, "ebitda": 3965000000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 31.630058840667832, "revenue_cagr_3y": 0.30004051316692126, "revenue_cagr_5y": 0.2948604330305231, "earnings_cagr_3y": 0.37581286680807313, "quarterly_revenue_growth_yoy": 0.28688103639646806, "quarterly_earnings_growth_yoy": 0.38408139977177636, "revenue_growth_qoq": 0.04410005510826758, "gross_margin": 0.7668125643666324, "operating_margin": 0.6468074150360453, "net_margin": 0.18737126673532442, "roa_ttm": 0.017048205636201137, "roe_ttm": 0.02526550247419603, "debt_to_ebitda": 5.628202213988589, "net_debt_to_ebitda": 4.98928238583411, "interest_coverage": 23.62357363404484, "debt_to_equity": 0.3790345851655396, "current_ratio": 1.5053363909934492, "quick_ratio": 1.4482858718685594, "fcf_to_ebitda": 0.5498545223103676, "capex_to_revenue": 0.18649703019013814, "working_capital_to_revenue": 0.1835483077355639, "capital_efficiency": 0.021156854055198585, "financial_health": -0.3255403384263907, "margin_quality": 0.5336637487126674, "growth_momentum": 0.33548121808412223, "company_age_years": 6.699520876112252, "ebitda": 175972000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 49.61140924225468, "revenue_cagr_3y": 0.32605413141522077, "revenue_cagr_5y": 0.31826646221221555, "earnings_cagr_3y": 0.640359524670522, "quarterly_revenue_growth_yoy": 0.410863747080581, "quarterly_earnings_growth_yoy": 0.6187486921950199, "revenue_growth_qoq": 0.06058231358128881, "gross_margin": 0.7624971581220871, "operating_margin": 0.6579373650107991, "net_margin": 0.3297715130158008, "roa_ttm": 0.02009657943919058, "roe_ttm": 0.028688650234409637, "debt_to_ebitda": 10.427685287571228, "net_debt_to_ebitda": 10.267711488635754, "interest_coverage": 31.53206640503976, "debt_to_equity": 0.6256884112654976, "current_ratio": 0.9495336215021613, "quick_ratio": 0.9495336150021125, "fcf_to_ebitda": 0.589778107229274, "capex_to_revenue": 0.21613780267503604, "working_capital_to_revenue": -0.015741230711214107, "capital_efficiency": 0.02439261483680011, "financial_health": -0.29282799890759786, "margin_quality": 0.5834020120495623, "growth_momentum": 0.5148062196378005, "company_age_years": 8.698151950718685, "ebitda": 305324999.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 38.99630889833418, "revenue_cagr_3y": 0.3230326087716533, "revenue_cagr_5y": 0.32305819160615523, "earnings_cagr_3y": 0.3589532492497369, "quarterly_revenue_growth_yoy": 0.42888079724032196, "quarterly_earnings_growth_yoy": 0.5871665227936038, "revenue_growth_qoq": 0.05943787654882346, "gross_margin": 0.7625705816869861, "operating_margin": 0.662897839295055, "net_margin": 0.2589291701873684, "roa_ttm": 0.02034119319126512, "roe_ttm": 0.029167858736616967, "debt_to_ebitda": 10.450910602009106, "net_debt_to_ebitda": 10.347573534725734, "interest_coverage": 32.66011014948859, "debt_to_equity": 0.6316372816874032, "current_ratio": 0.905011689357773, "quick_ratio": 0.9050116828091131, "fcf_to_ebitda": 0.555620799306208, "capex_to_revenue": 0.20107995576084836, "working_capital_to_revenue": -0.026961718263520357, "capital_efficiency": 0.024754525963941044, "financial_health": -0.29785166771975075, "margin_quality": 0.5614658637231366, "growth_momentum": 0.5080236600169629, "company_age_years": 8.947296372347708, "ebitda": 332088000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "REXR", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 36.04408441805609, "revenue_cagr_3y": 0.3372262357490958, "revenue_cagr_5y": 0.30294721251480916, "earnings_cagr_3y": 0.46746172800285213, "quarterly_revenue_growth_yoy": 0.4102493002781557, "quarterly_earnings_growth_yoy": 0.03333070265435509, "revenue_growth_qoq": 0.09139741681084779, "gross_margin": 0.7565915193521232, "operating_margin": 0.6647250026114153, "net_margin": 0.24135621547555408, "roa_ttm": 0.018152545254659192, "roe_ttm": 0.026119409621852767, "debt_to_ebitda": 11.17743239526232, "net_debt_to_ebitda": 11.074240879299184, "interest_coverage": 24.03492487479132, "debt_to_equity": 0.6505056316308518, "current_ratio": 0.7217793564908512, "quick_ratio": 0.786651728553137, "fcf_to_ebitda": 0.5315470253359746, "capex_to_revenue": 0.20697248897628512, "working_capital_to_revenue": -0.09206446289180957, "capital_efficiency": 0.02213597743825598, "financial_health": -0.30855966122889883, "margin_quality": 0.5542242458130309, "growth_momentum": 0.22179000146625538, "company_age_years": 9.19917864476386, "ebitda": 359923000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 31.58246986359848, "revenue_cagr_3y": 0.03197876512890829, "revenue_cagr_5y": 0.05601409152729775, "earnings_cagr_3y": -0.39559710818995897, "quarterly_revenue_growth_yoy": 0.3287480662328399, "quarterly_earnings_growth_yoy": -0.1344729265088195, "revenue_growth_qoq": 0.0722577827706571, "gross_margin": 0.3857254596073019, "operating_margin": 0.14035931004757077, "net_margin": 0.04455936775707895, "roa_ttm": 0.009204804640942085, "roe_ttm": 0.01824568262010678, "debt_to_ebitda": 7.989311267643551, "net_debt_to_ebitda": 7.823890566719831, "interest_coverage": 14.956457073363135, "debt_to_equity": 0.8125847974940845, "current_ratio": 1.7025303197463895, "quick_ratio": 0.9453922032182789, "fcf_to_ebitda": 0.7009632770208462, "capex_to_revenue": 0.0040240919127527, "working_capital_to_revenue": 0.20905310851453127, "capital_efficiency": 0.013725243630524433, "financial_health": -0.7873346991876418, "margin_quality": 0.19021471247065055, "growth_momentum": 0.0971375698620102, "company_age_years": 21.240246406570844, "ebitda": 1820141000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 26.17284842365747, "revenue_cagr_3y": 0.022647269680077242, "revenue_cagr_5y": 0.05980081156589767, "earnings_cagr_3y": -0.13299186931032725, "quarterly_revenue_growth_yoy": 0.24203967684306502, "quarterly_earnings_growth_yoy": 2.4194310088738242, "revenue_growth_qoq": 0.013550221303731185, "gross_margin": 0.39364381811082316, "operating_margin": 0.14728124667210962, "net_margin": 0.0637421461786944, "roa_ttm": 0.010664611709335931, "roe_ttm": 0.021019627962220674, "debt_to_ebitda": 7.5221275333227595, "net_debt_to_ebitda": 7.34034068991534, "interest_coverage": 15.645471624266145, "debt_to_equity": 0.8102176202214033, "current_ratio": 1.7075238561215844, "quick_ratio": 1.1137652106283071, "fcf_to_ebitda": 0.6673722888124284, "capex_to_revenue": 0.004103005329402256, "working_capital_to_revenue": 0.2136059110304775, "capital_efficiency": 0.015842119835778302, "financial_health": -0.7812059762722988, "margin_quality": 0.20155573698720908, "growth_momentum": 1.3307353428584445, "company_age_years": 21.489390828199863, "ebitda": 1998709000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 20.72145195801635, "revenue_cagr_3y": 0.08178957498065942, "revenue_cagr_5y": 0.13932523888657045, "earnings_cagr_3y": 0.09582556830254285, "quarterly_revenue_growth_yoy": 0.07422272866164188, "quarterly_earnings_growth_yoy": 0.14178197308753424, "revenue_growth_qoq": -0.003322308192073711, "gross_margin": 0.7126624098134787, "operating_margin": 0.465758011229796, "net_margin": 0.32005214892072475, "roa_ttm": 0.0506313478962361, "roe_ttm": 0.18050480397344754, "debt_to_ebitda": 5.847181298317301, "net_debt_to_ebitda": 5.740754049327707, "interest_coverage": 19.238198696425044, "debt_to_equity": 2.137423956025535, "current_ratio": 0.24133707591040487, "quick_ratio": 0.24133707591040487, "fcf_to_ebitda": 0.8212455240370191, "capex_to_revenue": 0.005716106733420349, "working_capital_to_revenue": -0.22921833710957248, "capital_efficiency": 0.11556807593484182, "financial_health": -2.0247649597536665, "margin_quality": 0.4994908566546665, "growth_momentum": 0.10800235087458807, "company_age_years": 15.633127994524298, "ebitda": 876627000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 29.811330668086253, "revenue_cagr_3y": 0.12944750711327702, "revenue_cagr_5y": 0.11169701219536443, "earnings_cagr_3y": 0.2904440277591147, "quarterly_revenue_growth_yoy": 0.23740545032571286, "quarterly_earnings_growth_yoy": 0.0029947801032138384, "revenue_growth_qoq": 0.037713659538568756, "gross_margin": 0.7557013115833332, "operating_margin": 0.5198394376340689, "net_margin": 0.449108490055428, "roa_ttm": 0.07808615195789176, "roe_ttm": 0.2576366380444923, "debt_to_ebitda": 5.113132969251467, "net_debt_to_ebitda": 5.057025697195232, "interest_coverage": 27.64412995439372, "debt_to_equity": 1.872979224132963, "current_ratio": 1.1077719395674028, "quick_ratio": 0.39579506457630254, "fcf_to_ebitda": 0.8717164175296744, "capex_to_revenue": 0.006452445705030043, "working_capital_to_revenue": 0.026766421111822352, "capital_efficiency": 0.16786139500119204, "financial_health": -1.7982188008748479, "margin_quality": 0.5748830797576101, "growth_momentum": 0.12020011521446335, "company_age_years": 17.631759069130734, "ebitda": 1175926000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 24.45244990253044, "revenue_cagr_3y": 0.14088130572548851, "revenue_cagr_5y": 0.11634376517340028, "earnings_cagr_3y": 0.3035646743635696, "quarterly_revenue_growth_yoy": 0.2538454381938845, "quarterly_earnings_growth_yoy": 0.3821996708721887, "revenue_growth_qoq": 0.07183995016115884, "gross_margin": 0.7665722683221415, "operating_margin": 0.5681729179806174, "net_margin": 0.47779783914357205, "roa_ttm": 0.08073093670697098, "roe_ttm": 0.27830624711128876, "debt_to_ebitda": 5.102446085001893, "net_debt_to_ebitda": 5.055533366669915, "interest_coverage": 26.37420469388615, "debt_to_equity": 1.9948159344434313, "current_ratio": 0.6969538261020334, "quick_ratio": 0.42669392977358467, "fcf_to_ebitda": 0.8930910200514747, "capex_to_revenue": 0.006181217656419239, "working_capital_to_revenue": -0.14120633477305447, "capital_efficiency": 0.1795185919091299, "financial_health": -1.8024321140707464, "margin_quality": 0.6041810084821103, "growth_momentum": 0.3180225545330366, "company_age_years": 17.880903490759753, "ebitda": 1251878000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 23.959903912416358, "revenue_cagr_3y": 0.1445179324903647, "revenue_cagr_5y": 0.12098603335544666, "earnings_cagr_3y": 0.2687356482945251, "quarterly_revenue_growth_yoy": 0.21225106774379854, "quarterly_earnings_growth_yoy": 0.17227257254701728, "revenue_growth_qoq": 0.051265721034342036, "gross_margin": 0.7542461440130497, "operating_margin": 0.5290784647025494, "net_margin": 0.43212541490948947, "roa_ttm": 0.07799912927040714, "roe_ttm": 0.28412238957401637, "debt_to_ebitda": 5.345684108180497, "net_debt_to_ebitda": 5.279190343189187, "interest_coverage": 23.259987554449285, "debt_to_equity": 2.1514786171414193, "current_ratio": 0.6919391035361193, "quick_ratio": 1.2738217989931462, "fcf_to_ebitda": 0.8798707900123676, "capex_to_revenue": 0.010663469377356568, "working_capital_to_revenue": -0.1401775705696525, "capital_efficiency": 0.18106075942221175, "financial_health": -1.9595488497210332, "margin_quality": 0.5718166745416963, "growth_momentum": 0.1922618201454079, "company_age_years": 18.132785763175907, "ebitda": 1308258000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 18.91132794823818, "revenue_cagr_3y": 0.03646851599165579, "revenue_cagr_5y": 0.07192212651763308, "earnings_cagr_3y": -0.10545402668674664, "quarterly_revenue_growth_yoy": 0.009614973109459479, "quarterly_earnings_growth_yoy": 0.2028991665073329, "revenue_growth_qoq": -0.02132337689276084, "gross_margin": 0.673632600002826, "operating_margin": 0.36319818292286604, "net_margin": 0.3000173088607237, "roa_ttm": 0.05366678714245608, "roe_ttm": 0.09319434443770677, "debt_to_ebitda": 3.8918377877495227, "net_debt_to_ebitda": 3.8577987178413484, "interest_coverage": 38.644972020379186, "debt_to_equity": 0.6710411469201739, "current_ratio": 0.3445370784614827, "quick_ratio": 0.07047658488809354, "fcf_to_ebitda": 0.6790291687040905, "capex_to_revenue": 0.0395270587464655, "working_capital_to_revenue": -0.1893817483105342, "capital_efficiency": 0.07343056579008142, "financial_health": -0.662028706067355, "margin_quality": 0.4456160305954719, "growth_momentum": 0.10625706980839618, "company_age_years": 25.05681040383299, "ebitda": 1850785000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 18.603450940082805, "revenue_cagr_3y": 0.03424221120214277, "revenue_cagr_5y": 0.049233178390949206, "earnings_cagr_3y": -0.0548509661624359, "quarterly_revenue_growth_yoy": -0.0008805717888535083, "quarterly_earnings_growth_yoy": 0.5982237017648628, "revenue_growth_qoq": 0.02124096817483209, "gross_margin": 0.5427416600733502, "operating_margin": 0.1322817258721738, "net_margin": 0.13340594819668375, "roa_ttm": 0.020140596716168985, "roe_ttm": 0.04498169052509428, "debt_to_ebitda": 6.082466844261121, "net_debt_to_ebitda": 6.037013901283043, "interest_coverage": 16.41103246277764, "debt_to_equity": 1.0879119828904664, "current_ratio": 0.560486558154952, "quick_ratio": 0.5604865572826713, "fcf_to_ebitda": 0.5341786697161793, "capex_to_revenue": 0.11744658648286145, "working_capital_to_revenue": -0.13454467968979264, "capital_efficiency": 0.03256114362063163, "financial_health": -1.0496141866335318, "margin_quality": 0.26947644471406923, "growth_momentum": 0.2986715649880047, "company_age_years": 20.906228610540726, "ebitda": 1815372000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 19.95631924336319, "revenue_cagr_3y": 0.18666731542609782, "revenue_cagr_5y": 0.1731534074229797, "earnings_cagr_3y": -0.19214403223554977, "quarterly_revenue_growth_yoy": 0.1917783256511952, "quarterly_earnings_growth_yoy": -0.6168343364231428, "revenue_growth_qoq": 0.08552933480438582, "gross_margin": 0.8151122943668433, "operating_margin": 0.26799543087398026, "net_margin": 0.15689731159100925, "roa_ttm": 0.01183318145964422, "roe_ttm": 0.021375147037901946, "debt_to_ebitda": 5.628203393499851, "net_debt_to_ebitda": 5.597620626200849, "interest_coverage": 18.99042847048243, "debt_to_equity": 0.7216706975582166, "current_ratio": 0.6938518061527978, "quick_ratio": 0.4827948177272769, "fcf_to_ebitda": 0.09382188184991747, "capex_to_revenue": 0.5065180440941003, "working_capital_to_revenue": -0.16380342406700332, "capital_efficiency": 0.016604164248773083, "financial_health": -0.6561737461751211, "margin_quality": 0.4133350122772776, "growth_momentum": -0.21252800538597377, "company_age_years": 8.711841204654347, "ebitda": 295624000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 18.52297758425777, "revenue_cagr_3y": 0.1502425999459578, "revenue_cagr_5y": 0.22385987586866674, "earnings_cagr_3y": -0.01372723539542986, "quarterly_revenue_growth_yoy": 0.08202392381322736, "quarterly_earnings_growth_yoy": 0.16115647832842928, "revenue_growth_qoq": 0.013077051443481955, "gross_margin": 0.9434515341649321, "operating_margin": 0.49326884200122795, "net_margin": 0.2629681486694919, "roa_ttm": 0.023821844840905656, "roe_ttm": 0.04425776265747224, "debt_to_ebitda": 1.6050605428876958, "net_debt_to_ebitda": 1.5956685641452166, "interest_coverage": 17.30772106935876, "debt_to_equity": 0.22934854597137613, "current_ratio": 0.1495524631220629, "quick_ratio": 0.15948288943842104, "fcf_to_ebitda": 0.7677129802655029, "capex_to_revenue": 1.278148367133574, "working_capital_to_revenue": -0.6713156172349125, "capital_efficiency": 0.03403980374918895, "financial_health": -0.12783902201560673, "margin_quality": 0.566562841611884, "growth_momentum": 0.12159020107082832, "company_age_years": 21.451060917180012, "ebitda": 925790000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 21.95688881127023, "revenue_cagr_3y": 0.011523422501666492, "revenue_cagr_5y": 0.1199248325357225, "earnings_cagr_3y": 0.1527061452128602, "quarterly_revenue_growth_yoy": 0.00955728377130206, "quarterly_earnings_growth_yoy": 4.183957050371072, "revenue_growth_qoq": 0.06910751218929433, "gross_margin": 0.714536140434195, "operating_margin": 0.6402019771693165, "net_margin": 0.2816505976554725, "roa_ttm": 0.014198867907624214, "roe_ttm": 0.02527409148069621, "debt_to_ebitda": 6.14964323137568, "net_debt_to_ebitda": 5.921361209520483, "interest_coverage": 16.256049749898608, "debt_to_equity": 0.6193598900836584, "current_ratio": 1.049404177765316, "quick_ratio": 1.0494041742604794, "fcf_to_ebitda": 0.8529215109026496, "capex_to_revenue": 0.11132960247008877, "working_capital_to_revenue": 0.013600926283288305, "capital_efficiency": 0.019736479694160213, "financial_health": -0.5988871981635336, "margin_quality": 0.5454629050863281, "growth_momentum": 2.0967571670711873, "company_age_years": 27.419575633127995, "ebitda": 601230000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 15.876192494466084, "revenue_cagr_3y": 0.11089818366694582, "revenue_cagr_5y": 0.14448983190404396, "earnings_cagr_3y": 0.22338975627132096, "quarterly_revenue_growth_yoy": 0.1053210945053409, "quarterly_earnings_growth_yoy": 0.15845056776343835, "revenue_growth_qoq": 0.0119119348629381, "gross_margin": 0.8025155840802626, "operating_margin": 0.343513702925012, "net_margin": 0.3150170990162138, "roa_ttm": 0.029202285060223127, "roe_ttm": 0.05626928451118296, "debt_to_ebitda": 4.797796729412976, "net_debt_to_ebitda": 4.740702163803902, "interest_coverage": 21.29073505772322, "debt_to_equity": 0.8360457359308848, "current_ratio": 0.9669686932192761, "quick_ratio": 0.9669686932192761, "fcf_to_ebitda": 0.5234740978430599, "capex_to_revenue": 0.1583994226309217, "working_capital_to_revenue": -0.011105434729723154, "capital_efficiency": 0.04273578478570304, "financial_health": -0.7929076907103864, "margin_quality": 0.4870154620071628, "growth_momentum": 0.13188583113438962, "company_age_years": 13.210130047912388, "ebitda": 582770000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 16.75548188613099, "revenue_cagr_3y": 0.0420788726450676, "revenue_cagr_5y": 0.056238529163693984, "earnings_cagr_3y": 0.6463376391933455, "quarterly_revenue_growth_yoy": 0.04068103226035861, "quarterly_earnings_growth_yoy": -0.833910462930689, "revenue_growth_qoq": -0.006119044384826977, "gross_margin": 0.5421221562819661, "operating_margin": 0.1102603418120781, "net_margin": 0.10888186063993133, "roa_ttm": 0.0327351773853145, "roe_ttm": 0.07077005586711897, "debt_to_ebitda": 6.100365747818838, "net_debt_to_ebitda": 6.052857153103726, "interest_coverage": 16.84731504633718, "debt_to_equity": 1.0577618195401268, "current_ratio": 0.5515595130573548, "quick_ratio": 0.5515595125032553, "fcf_to_ebitda": 0.5144177690872747, "capex_to_revenue": 0.11867282975172379, "working_capital_to_revenue": -0.21768421675518143, "capital_efficiency": 0.05175261662621673, "financial_health": -0.9986402367184162, "margin_quality": 0.2537547862446585, "growth_momentum": -0.39661471533516524, "company_age_years": 20.407939767282684, "ebitda": 1812451000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 15.998310181299132, "revenue_cagr_3y": 0.22838320236699805, "revenue_cagr_5y": 0.0858165537855744, "earnings_cagr_3y": -0.4775943288161699, "quarterly_revenue_growth_yoy": 0.03661533995945674, "quarterly_earnings_growth_yoy": 1.8922603158132567, "revenue_growth_qoq": -0.00011741011352654823, "gross_margin": 0.690996748261223, "operating_margin": 0.3549634179387589, "net_margin": 0.24077770752416222, "roa_ttm": 0.02256639690561844, "roe_ttm": 0.04204093110139791, "debt_to_ebitda": 6.07996676537634, "net_debt_to_ebitda": 5.625436417478003, "interest_coverage": 19.34065662392458, "debt_to_equity": 0.7414129005025201, "current_ratio": 5.383579277717486, "quick_ratio": 1.4790771095544812, "fcf_to_ebitda": 0.8580140181938261, "capex_to_revenue": 0.01505825287426896, "working_capital_to_revenue": 0.5304573304020708, "capital_efficiency": 0.032303664003508176, "financial_health": -0.7116612053899575, "margin_quality": 0.42891262457471474, "growth_momentum": 0.9644378278863567, "company_age_years": 31.603011635865844, "ebitda": 1173475000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 21.255921415114663, "revenue_cagr_3y": -0.017951423559392943, "revenue_cagr_5y": -0.008577380696772385, "earnings_cagr_3y": 0.428542132871887, "quarterly_revenue_growth_yoy": 0.020905994315600137, "quarterly_earnings_growth_yoy": -0.5294123158977742, "revenue_growth_qoq": 0.03821726078560093, "gross_margin": 0.6047997102432391, "operating_margin": 0.31876773570745615, "net_margin": 0.3853810961338652, "roa_ttm": 0.03596573154427742, "roe_ttm": 0.1135383671302908, "debt_to_ebitda": 8.473185459534866, "net_debt_to_ebitda": 7.07076260892285, "interest_coverage": 14.613591452590683, "debt_to_equity": 1.655969045605176, "current_ratio": 2.9908929478698734, "quick_ratio": 2.838977619711154, "fcf_to_ebitda": 0.5135016203777979, "capex_to_revenue": 0.3923650034149034, "working_capital_to_revenue": 0.7908260789116429, "capital_efficiency": 0.0747520493372841, "financial_health": -1.4870278264098078, "margin_quality": 0.43631618069485345, "growth_momentum": -0.254253160791087, "company_age_years": 27.98631074606434, "ebitda": 1308954000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 26.253421684612, "revenue_cagr_3y": 0.030219063146820657, "revenue_cagr_5y": 0.2291375573887784, "earnings_cagr_3y": -0.6741841410558417, "quarterly_revenue_growth_yoy": 4.821191895867272, "quarterly_earnings_growth_yoy": -0.803537030206156, "revenue_growth_qoq": 0.003613969862814535, "gross_margin": 0.5876553429703749, "operating_margin": 0.16514936724578594, "net_margin": 0.059521321178381846, "roa_ttm": 0.033133827328021025, "roe_ttm": 0.07759071870486703, "debt_to_ebitda": 6.356665186532912, "net_debt_to_ebitda": 6.193589132040637, "interest_coverage": 26.55557987469563, "debt_to_equity": 0.946975275766752, "current_ratio": 0.3684298045615222, "quick_ratio": 0.3739503154024318, "fcf_to_ebitda": 0.8193086367349967, "capex_to_revenue": 0.017174493614543738, "working_capital_to_revenue": -0.644970108386106, "capital_efficiency": 0.05536227301644403, "financial_health": -0.757646058754888, "margin_quality": 0.27077534379818086, "growth_momentum": 2.0088274328305578, "company_age_years": 34.15468856947297, "ebitda": 970633000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 18.358088794909044, "revenue_cagr_3y": 0.15857358637908248, "revenue_cagr_5y": 0.14809826463713516, "earnings_cagr_3y": 0.06100355448388117, "quarterly_revenue_growth_yoy": 0.06077208283272775, "quarterly_earnings_growth_yoy": -0.2959760364134187, "revenue_growth_qoq": -0.016841924335340663, "gross_margin": 0.6291756837250889, "operating_margin": 0.18602966794331147, "net_margin": 0.0751351466101896, "roa_ttm": 0.01349273462062098, "roe_ttm": 0.033060924627897795, "debt_to_ebitda": 5.336572436283342, "net_debt_to_ebitda": 5.318737515661928, "interest_coverage": 21.85164611683769, "debt_to_equity": 1.0494059698448843, "current_ratio": 0.14754460690109875, "quick_ratio": 0.14961204784875007, "fcf_to_ebitda": 0.8187534700875791, "capex_to_revenue": 0.5872386524218317, "working_capital_to_revenue": -0.647592429161332, "capital_efficiency": 0.023276829624259386, "financial_health": -0.8997167896499931, "margin_quality": 0.29678016609286334, "growth_momentum": -0.11760197679034547, "company_age_years": 14.666666666666666, "ebitda": 1880356000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 15.777419764282012, "revenue_cagr_3y": 0.28800884525795123, "revenue_cagr_5y": 0.2890393119399115, "earnings_cagr_3y": 0.36152288454652437, "quarterly_revenue_growth_yoy": 0.3110609538546136, "quarterly_earnings_growth_yoy": 0.3329557157569516, "revenue_growth_qoq": 0.00041471304296915025, "gross_margin": 0.9893487315041503, "operating_margin": 0.7278464344586093, "net_margin": 0.44185694917238083, "roa_ttm": 0.03459140108770749, "roe_ttm": 0.08138595574913482, "debt_to_ebitda": 8.725844411446714, "net_debt_to_ebitda": 8.514328271019105, "interest_coverage": 11.46760079266261, "debt_to_equity": 1.486398205686941, "current_ratio": 1.8998201762272973, "quick_ratio": 1.899820171731703, "fcf_to_ebitda": 0.5845053730060543, "capex_to_revenue": 0.2311566059724394, "working_capital_to_revenue": 0.26567241045190165, "capital_efficiency": 0.057988678418421154, "financial_health": -1.2607019969564115, "margin_quality": 0.7196840383783801, "growth_momentum": 0.3220083348057826, "company_age_years": 12.728268309377139, "ebitda": 653917000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 19.091232592636185, "revenue_cagr_3y": -0.020711344304809698, "revenue_cagr_5y": -0.02225103022283903, "earnings_cagr_3y": 0.10840765913434458, "quarterly_revenue_growth_yoy": 0.00696629285774029, "quarterly_earnings_growth_yoy": -0.4514670342903175, "revenue_growth_qoq": 0.008361144756848697, "gross_margin": 0.5899824132362361, "operating_margin": 0.2929466055629122, "net_margin": 0.21101081562011312, "roa_ttm": 0.045758951118013105, "roe_ttm": 0.13820301039524124, "debt_to_ebitda": 7.593046050455965, "net_debt_to_ebitda": 6.562219401052614, "interest_coverage": 16.13794039166026, "debt_to_equity": 1.5669324683789363, "current_ratio": 4.979297682821055, "quick_ratio": 5.0179658251554695, "fcf_to_ebitda": 0.4433148088984547, "capex_to_revenue": 0.44902443828166444, "working_capital_to_revenue": 0.8580567229893931, "capital_efficiency": 0.09198098075662717, "financial_health": -1.479780950028375, "margin_quality": 0.36464661147308713, "growth_momentum": -0.2222503707162886, "company_age_years": 29.4839151266256, "ebitda": 1427304000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 17.36499864861936, "revenue_cagr_3y": 0.04043402508727878, "revenue_cagr_5y": 0.0580612137575276, "earnings_cagr_3y": 0.05082110304294751, "quarterly_revenue_growth_yoy": 0.028531594628644442, "quarterly_earnings_growth_yoy": 0.06858369023635776, "revenue_growth_qoq": -0.0049418016925165354, "gross_margin": 0.7036433404253466, "operating_margin": 0.4983658375880575, "net_margin": 0.5319314754774047, "roa_ttm": 0.15949907567952085, "roe_ttm": 0.19124467836796338, "debt_to_ebitda": 0.6220110932647277, "net_debt_to_ebitda": 0.5255906373871951, "interest_coverage": 277.61893650988577, "debt_to_equity": 0.1550361357737931, "current_ratio": 0.582433967053668, "quick_ratio": 0.582433967053668, "fcf_to_ebitda": 0.8115277413453027, "capex_to_revenue": 0.08342882403293582, "working_capital_to_revenue": -0.05634684433585708, "capital_efficiency": 0.17537187702374213, "financial_health": -0.13499267101015505, "margin_quality": 0.5779802178302696, "growth_momentum": 0.0485576424325011, "company_age_years": 38.362765229295, "ebitda": 2260651000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 21.40885594642747, "revenue_cagr_3y": 0.0992080221071392, "revenue_cagr_5y": 0.16349840935431148, "earnings_cagr_3y": 0.7593963486130293, "quarterly_revenue_growth_yoy": 0.09803720114808102, "quarterly_earnings_growth_yoy": 0.1457362446837601, "revenue_growth_qoq": -0.012175072468328293, "gross_margin": 0.6615416468414734, "operating_margin": 0.3739087848666254, "net_margin": 0.39204709470503096, "roa_ttm": 0.045702612125610095, "roe_ttm": 0.08065727870052297, "debt_to_ebitda": 4.737241789038774, "net_debt_to_ebitda": 4.613742212093889, "interest_coverage": 31.690324381185462, "debt_to_equity": 0.7094756272473071, "current_ratio": 207.43382827630728, "quick_ratio": 207.43382827630728, "fcf_to_ebitda": 0.7232792766672064, "capex_to_revenue": 0.021703034967864868, "working_capital_to_revenue": 0.162564832034066, "capital_efficiency": 0.06317994541306654, "financial_health": -0.6931014339168405, "margin_quality": 0.4758325088043766, "growth_momentum": 0.12188672291592056, "company_age_years": 22.308008213552363, "ebitda": 1476167000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 22.010994235302398, "revenue_cagr_3y": 0.012899000102427172, "revenue_cagr_5y": 0.0301421912642601, "earnings_cagr_3y": -0.04542134694789279, "quarterly_revenue_growth_yoy": 0.08167476907243947, "quarterly_earnings_growth_yoy": -0.016980527780307994, "revenue_growth_qoq": 0.03516514169022718, "gross_margin": 0.6489553341084536, "operating_margin": 0.2938021979484262, "net_margin": 0.5564764960570329, "roa_ttm": 0.050359521367081606, "roe_ttm": 0.09167177119960472, "debt_to_ebitda": 4.453119501281987, "net_debt_to_ebitda": 4.241842541853099, "interest_coverage": 35.70390048643895, "debt_to_equity": 0.8101732967971643, "current_ratio": 9.310889326211226, "quick_ratio": 7.022209727298285, "fcf_to_ebitda": 0.5278442511688703, "capex_to_revenue": 0.06677345655422208, "working_capital_to_revenue": 0.23187277245692417, "capital_efficiency": 0.07101564628334317, "financial_health": -0.7200783704714223, "margin_quality": 0.4997446760379709, "growth_momentum": 0.032347120646065736, "company_age_years": 27.811088295687885, "ebitda": 1989100000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 20.026244058839662, "revenue_cagr_3y": 0.11107233909288272, "revenue_cagr_5y": 0.21143763519866443, "earnings_cagr_3y": 0.14330918385967606, "quarterly_revenue_growth_yoy": 0.07062872505204934, "quarterly_earnings_growth_yoy": 0.14223045572434234, "revenue_growth_qoq": 0.02263511893122392, "gross_margin": 0.9434362530396069, "operating_margin": 0.4887760035212538, "net_margin": 0.2780635990388709, "roa_ttm": 0.02441448151243418, "roe_ttm": 0.04531209310925927, "debt_to_ebitda": 1.9874932028276238, "net_debt_to_ebitda": 1.9563895507760518, "interest_coverage": 18.358990572545412, "debt_to_equity": 0.28191426127850244, "current_ratio": 0.13653061657131954, "quick_ratio": 0.14263000572385576, "fcf_to_ebitda": 0.83347162513216, "capex_to_revenue": 1.0889122027216016, "working_capital_to_revenue": -1.0569630870150706, "capital_efficiency": 0.03486328731084673, "financial_health": -0.11935308851868336, "margin_quality": 0.5700919518665771, "growth_momentum": 0.10642959038819584, "company_age_years": 21.95208761122519, "ebitda": 958119000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 18.209303044370024, "revenue_cagr_3y": 0.05574272286335624, "revenue_cagr_5y": 0.04464441667175145, "earnings_cagr_3y": 0.18952236646121068, "quarterly_revenue_growth_yoy": 0.10422673834132952, "quarterly_earnings_growth_yoy": 0.2714042008742936, "revenue_growth_qoq": 0.01098699720433693, "gross_margin": 0.6327668755051169, "operating_margin": 0.3431796778427265, "net_margin": 0.227523063315257, "roa_ttm": 0.02541672984762516, "roe_ttm": 0.09457381076805159, "debt_to_ebitda": 7.014225336434388, "net_debt_to_ebitda": 6.370605984529465, "interest_coverage": 16.499975575681194, "debt_to_equity": 2.0725237335529796, "current_ratio": 3.4518025305398456, "quick_ratio": 3.553863478014134, "fcf_to_ebitda": 0.6838837152019553, "capex_to_revenue": 0.21556997336676315, "working_capital_to_revenue": 0.5788946066730762, "capital_efficiency": 0.059995270307838376, "financial_health": -2.021414699087326, "margin_quality": 0.40115653888770014, "growth_momentum": 0.18781546960781156, "company_age_years": 22.031485284052017, "ebitda": 1688888000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 17.616680021398448, "revenue_cagr_3y": 0.09483481362130308, "revenue_cagr_5y": 0.05594947036527187, "earnings_cagr_3y": 0.10820712100963625, "quarterly_revenue_growth_yoy": 0.13919664861030698, "quarterly_earnings_growth_yoy": 0.12842178842733937, "revenue_growth_qoq": 0.013842053296356446, "gross_margin": 0.7137379494589065, "operating_margin": 0.6391476612038434, "net_margin": 0.29209739950454083, "roa_ttm": 0.029804196585808934, "roe_ttm": 0.05371303747404986, "debt_to_ebitda": 5.114763077022837, "net_debt_to_ebitda": 4.854577392214577, "interest_coverage": 19.029041071743347, "debt_to_equity": 0.6292539678627795, "current_ratio": 1.346921452804151, "quick_ratio": 1.3915268216772858, "fcf_to_ebitda": 0.6551375961945962, "capex_to_revenue": 0.18258243240761537, "working_capital_to_revenue": 0.09180260014719947, "capital_efficiency": 0.0417586170299294, "financial_health": -0.607218709682027, "margin_quality": 0.5483276700557635, "growth_momentum": 0.13380921851882316, "company_age_years": 30.420260095824776, "ebitda": 863614000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 16.838710025333587, "revenue_cagr_3y": 0.02382933896550332, "revenue_cagr_5y": 0.039069738578155766, "earnings_cagr_3y": -0.03796924797786583, "quarterly_revenue_growth_yoy": 0.0028032913707011745, "quarterly_earnings_growth_yoy": -0.14898555894243035, "revenue_growth_qoq": -0.008484877142428002, "gross_margin": 0.6741829290700659, "operating_margin": 0.4571641772203388, "net_margin": 0.4417225500495832, "roa_ttm": 0.11854907588613257, "roe_ttm": 0.16291408211401903, "debt_to_ebitda": 1.1935716080347127, "net_debt_to_ebitda": 0.57784022268703, "interest_coverage": 145.64234711912337, "debt_to_equity": 0.27343205710059426, "current_ratio": 3.211442937218028, "quick_ratio": 3.211442937218028, "fcf_to_ebitda": 0.8923543440135022, "capex_to_revenue": 0.07509113102512069, "working_capital_to_revenue": 0.303418898424425, "capital_efficiency": 0.1407315790000758, "financial_health": -0.17067516353523335, "margin_quality": 0.5243565521133293, "growth_momentum": -0.07309113378586458, "company_age_years": 39.61396303901437, "ebitda": 2060111000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 21.397614177472853, "revenue_cagr_3y": 0.06893092219409325, "revenue_cagr_5y": 0.11434139208419625, "earnings_cagr_3y": 0.05280103467916808, "quarterly_revenue_growth_yoy": 0.04415689588394775, "quarterly_earnings_growth_yoy": 0.09341218024189232, "revenue_growth_qoq": -0.036959458581764804, "gross_margin": 0.5544813539660969, "operating_margin": 0.5204635964808751, "net_margin": 0.13779417368344737, "roa_ttm": 0.014632008234634978, "roe_ttm": 0.024248008410297017, "debt_to_ebitda": 4.972614131148962, "net_debt_to_ebitda": 4.732343462471677, "interest_coverage": 20.016843252158047, "debt_to_equity": 0.4899865160247873, "current_ratio": 1.5464723174107833, "quick_ratio": 1.180141745917316, "fcf_to_ebitda": 0.6473616868511354, "capex_to_revenue": 0.08939680037935581, "working_capital_to_revenue": 0.14158381051313673, "capital_efficiency": 0.019440008322465997, "financial_health": -0.4723892374843822, "margin_quality": 0.40424637471013986, "growth_momentum": 0.06878453806292004, "company_age_years": 7.416837782340862, "ebitda": 570439999.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 23.66370420762047, "revenue_cagr_3y": 0.08206374282485185, "revenue_cagr_5y": 0.06178312207282333, "earnings_cagr_3y": 0.09039696953071008, "quarterly_revenue_growth_yoy": 0.21834741234369576, "quarterly_earnings_growth_yoy": 0.5085896690030074, "revenue_growth_qoq": 0.0791207201123819, "gross_margin": 0.7354723436778925, "operating_margin": 0.46285914780022147, "net_margin": 0.5476299290112869, "roa_ttm": 0.11022928439615966, "roe_ttm": 0.1868419494233009, "debt_to_ebitda": 2.3948783467351378, "net_debt_to_ebitda": 1.9973883592001642, "interest_coverage": 101.56492248062015, "debt_to_equity": 0.640258883038195, "current_ratio": 2.0207740226656377, "quick_ratio": 2.0207740226656377, "fcf_to_ebitda": 0.8798732342076827, "capex_to_revenue": 0.06341446006709014, "working_capital_to_revenue": 0.14891286156935807, "capital_efficiency": 0.14853561690973027, "financial_health": -0.5775377743060621, "margin_quality": 0.5819871401631337, "growth_momentum": 0.36346854067335155, "company_age_years": 40.865160848733744, "ebitda": 2410745000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 18.47071253044983, "revenue_cagr_3y": 0.023058454065170597, "revenue_cagr_5y": 0.032922516661054724, "earnings_cagr_3y": -0.3030762626814931, "quarterly_revenue_growth_yoy": 0.05084707157857335, "quarterly_earnings_growth_yoy": 0.12245776082154844, "revenue_growth_qoq": 0.0037245406327367976, "gross_margin": 0.6030526740158573, "operating_margin": 0.25431002718015633, "net_margin": 0.16962671718332084, "roa_ttm": 0.032747832826809715, "roe_ttm": 0.058010690401531756, "debt_to_ebitda": 4.243712678355362, "net_debt_to_ebitda": 4.063016666993366, "interest_coverage": 27.543388632570924, "debt_to_equity": 0.6883665861938193, "current_ratio": 0.6137107746324336, "quick_ratio": 0.6475049374588545, "fcf_to_ebitda": 0.2507159162391365, "capex_to_revenue": 0.33784145306548485, "working_capital_to_revenue": -0.09650263470086332, "capital_efficiency": 0.04537926161417073, "financial_health": -0.6208022716388981, "margin_quality": 0.3423298061264448, "growth_momentum": 0.0866524162000609, "company_age_years": 24.689938398357288, "ebitda": 561169000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 19.225781190721758, "revenue_cagr_3y": 0.03196693976549092, "revenue_cagr_5y": 0.14628428759686996, "earnings_cagr_3y": 0.8354956694521325, "quarterly_revenue_growth_yoy": 0.0037480002356662786, "quarterly_earnings_growth_yoy": 11.370132209872779, "revenue_growth_qoq": 0.001795721929971368, "gross_margin": 0.6046063265877424, "operating_margin": 0.2774045277634799, "net_margin": 2.015107595336783, "roa_ttm": 0.09447075671258562, "roe_ttm": 0.17927203192968075, "debt_to_ebitda": 4.729486272708035, "net_debt_to_ebitda": 4.078007545673439, "interest_coverage": 22.736844386649327, "debt_to_equity": 0.7593675895619403, "current_ratio": 1.9181676214361654, "quick_ratio": 1.9181676214361654, "fcf_to_ebitda": 0.19931978365764985, "capex_to_revenue": 0.39119245939806285, "working_capital_to_revenue": 0.26646172624631276, "capital_efficiency": 0.13687139432113318, "financial_health": -0.7042458163276304, "margin_quality": 0.9657061498960018, "growth_momentum": 5.686940105054222, "company_age_years": 22.940451745379878, "ebitda": 524539000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 21.442219910979865, "revenue_cagr_3y": 0.13797539937779657, "revenue_cagr_5y": 0.15710103046302537, "earnings_cagr_3y": 0.1530159350121667, "quarterly_revenue_growth_yoy": 0.10585672735545243, "quarterly_earnings_growth_yoy": 974.0072463768116, "revenue_growth_qoq": 0.03654266237829175, "gross_margin": 0.5879029525140848, "operating_margin": 0.16270332952090483, "net_margin": 0.11849857386933255, "roa_ttm": 0.019503093731733458, "roe_ttm": 0.04047326992169846, "debt_to_ebitda": 5.495506667732932, "net_debt_to_ebitda": 5.450254635815195, "interest_coverage": 35.89432488063066, "debt_to_equity": 0.815528747431779, "current_ratio": 0.33411032910707733, "quick_ratio": 0.3341103286471351, "fcf_to_ebitda": 0.010929347582276334, "capex_to_revenue": 0.5756176068670913, "working_capital_to_revenue": -0.3305916621676295, "capital_efficiency": 0.02998818182671596, "financial_health": -0.764109588398057, "margin_quality": 0.28970161863477406, "growth_momentum": 487.05655155208353, "company_age_years": 16.919917864476385, "ebitda": 2563465000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 19.465926096931216, "revenue_cagr_3y": 0.10171964176057768, "revenue_cagr_5y": 0.17810948013107275, "earnings_cagr_3y": 0.17191357740806934, "quarterly_revenue_growth_yoy": 0.38062253821626185, "quarterly_earnings_growth_yoy": 0.29988270334295475, "revenue_growth_qoq": 0.19207284671015673, "gross_margin": 0.7407419593475139, "operating_margin": 0.5004134025203225, "net_margin": 0.47989292927792004, "roa_ttm": 0.04522459018076497, "roe_ttm": 0.0792295315449827, "debt_to_ebitda": 3.365791083686301, "net_debt_to_ebitda": 3.064738686458114, "interest_coverage": 56.51522143283979, "debt_to_equity": 0.5089226862475413, "current_ratio": 0.8882946938835143, "quick_ratio": 0.8882946938835143, "fcf_to_ebitda": 0.6394980707568325, "capex_to_revenue": 0.18584952093945992, "working_capital_to_revenue": -0.06926191763117924, "capital_efficiency": 0.062227060862873836, "financial_health": -0.4829262413884471, "margin_quality": 0.5736827637152522, "growth_momentum": 0.3402526207796083, "company_age_years": 25.582477754962355, "ebitda": 3404703000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 18.710726549352554, "revenue_cagr_3y": 0.010132528547974973, "revenue_cagr_5y": 0.03603386555968324, "earnings_cagr_3y": -0.14717485254366192, "quarterly_revenue_growth_yoy": -0.03439168296140487, "quarterly_earnings_growth_yoy": -0.4717732540425059, "revenue_growth_qoq": -0.015615756282474996, "gross_margin": 0.624882799557282, "operating_margin": 0.2911999210439123, "net_margin": 0.25971089382521095, "roa_ttm": 0.03408713815078301, "roe_ttm": 0.06115934390241571, "debt_to_ebitda": 5.414500675295871, "net_debt_to_ebitda": 5.358842815029975, "interest_coverage": 29.533775282164925, "debt_to_equity": 0.7980214506849985, "current_ratio": 0.32107976776095437, "quick_ratio": -0.12594594270717868, "fcf_to_ebitda": 0.7144223358878424, "capex_to_revenue": 0.062156517963004594, "working_capital_to_revenue": -0.19372151807840687, "capital_efficiency": 0.04762324102659936, "financial_health": -0.712533154002868, "margin_quality": 0.3919312048088018, "growth_momentum": -0.25308246850195537, "company_age_years": 26.559890485968516, "ebitda": 1572644000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 17.505837526145005, "revenue_cagr_3y": 0.04367495009835842, "revenue_cagr_5y": 0.02699355792220337, "earnings_cagr_3y": 0.26736353629164, "quarterly_revenue_growth_yoy": 0.034240418282777074, "quarterly_earnings_growth_yoy": 0.017878546930443967, "revenue_growth_qoq": 0.030913342753982966, "gross_margin": 0.8175370002806992, "operating_margin": 0.49162818333501945, "net_margin": 0.3666308549640292, "roa_ttm": 0.0570782610825263, "roe_ttm": 0.4806533913754205, "debt_to_ebitda": 5.823772355982869, "net_debt_to_ebitda": 5.703890030033953, "interest_coverage": 21.3074631215081, "debt_to_equity": 6.702006055668954, "current_ratio": 0.4461517784141183, "quick_ratio": 0.4461517784141183, "fcf_to_ebitda": 0.6722172612345542, "capex_to_revenue": 0.12797541591301292, "working_capital_to_revenue": -0.26792681484183883, "capital_efficiency": 0.2688658262289734, "financial_health": -6.3362505967639455, "margin_quality": 0.5585986795265826, "growth_momentum": 0.02605948260661052, "company_age_years": 23.797399041752225, "ebitda": 4240867000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 18.799006371368115, "revenue_cagr_3y": 0.06013616466655458, "revenue_cagr_5y": 0.09018360181109641, "earnings_cagr_3y": 0.1785007892441388, "quarterly_revenue_growth_yoy": 0.03655332874177656, "quarterly_earnings_growth_yoy": 0.3298899181098134, "revenue_growth_qoq": 0.008827092894589893, "gross_margin": 0.5814953539730351, "operating_margin": 0.17392293560535316, "net_margin": 0.22426687403714785, "roa_ttm": 0.029197221276799086, "roe_ttm": 0.06705755359348207, "debt_to_ebitda": 6.455273869717591, "net_debt_to_ebitda": 6.406632574492041, "interest_coverage": 17.248235358994155, "debt_to_equity": 1.1632186565675169, "current_ratio": 1.6278620198778124, "quick_ratio": 1.6278620190423998, "fcf_to_ebitda": 0.5954114639866104, "capex_to_revenue": 0.0900521372352415, "working_capital_to_revenue": 0.21629613811474796, "capital_efficiency": 0.048127387435140584, "financial_health": -1.1430089100840934, "margin_quality": 0.32656172120517873, "growth_momentum": 0.18322162342579498, "company_age_years": 18.90759753593429, "ebitda": 1876677000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 15.026682917606976, "revenue_cagr_3y": 0.01898161235419593, "revenue_cagr_5y": 0.006204010741938548, "earnings_cagr_3y": 0.07772917074140162, "quarterly_revenue_growth_yoy": 0.023149250678717818, "quarterly_earnings_growth_yoy": 0.24771396101057785, "revenue_growth_qoq": 0.04039896839149842, "gross_margin": 0.8260562097892715, "operating_margin": 0.5162369535482652, "net_margin": 0.488539386147588, "roa_ttm": 0.07951636798051034, "roe_ttm": 0.7401556292525725, "debt_to_ebitda": 4.788955888030504, "net_debt_to_ebitda": 4.686599441983387, "interest_coverage": 24.5913143908622, "debt_to_equity": 7.299528222475878, "current_ratio": 0.4480064998885373, "quick_ratio": 0.6290328120991022, "fcf_to_ebitda": 0.5908303382726958, "capex_to_revenue": 0.1385379953664101, "working_capital_to_revenue": -0.2790256704282988, "capital_efficiency": 0.4098359986165414, "financial_health": -7.052632324518483, "margin_quality": 0.6102775164950415, "growth_momentum": 0.13543160584464783, "company_age_years": 25.048596851471594, "ebitda": 5024940000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 14.964452999769101, "revenue_cagr_3y": 0.06223539758417895, "revenue_cagr_5y": 0.039487042849390974, "earnings_cagr_3y": 0.2923996631196637, "quarterly_revenue_growth_yoy": 0.07183361026686463, "quarterly_earnings_growth_yoy": 1.657558290716824, "revenue_growth_qoq": 0.02393924482887412, "gross_margin": 0.6456083721738124, "operating_margin": 0.3297382971948007, "net_margin": 0.5325579712242712, "roa_ttm": 0.060119828722183105, "roe_ttm": 0.1058658642223203, "debt_to_ebitda": 3.6447893792689365, "net_debt_to_ebitda": 3.3113874555913623, "interest_coverage": 44.74926819811961, "debt_to_equity": 0.71207758579467, "current_ratio": 11.083789525747237, "quick_ratio": 11.083789525747237, "fcf_to_ebitda": 0.5795928852607726, "capex_to_revenue": 0.06907392520052567, "working_capital_to_revenue": 0.3321810890985352, "capital_efficiency": 0.0829928464722517, "financial_health": -0.6453894343343316, "margin_quality": 0.502634880197628, "growth_momentum": 0.8646959504918443, "company_age_years": 29.305954825462013, "ebitda": 2308391000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 17.190455177989563, "revenue_cagr_3y": 0.07082290236778377, "revenue_cagr_5y": 0.05352852284068632, "earnings_cagr_3y": 0.05355692147425839, "quarterly_revenue_growth_yoy": 0.05941647709034068, "quarterly_earnings_growth_yoy": 0.06845112887393072, "revenue_growth_qoq": 0.025606987961574318, "gross_margin": 0.6708164132357155, "operating_margin": 0.348552364202837, "net_margin": 0.2007456370025656, "roa_ttm": 0.03464635535965699, "roe_ttm": 0.09441655656319028, "debt_to_ebitda": 5.479933606095499, "net_debt_to_ebitda": 5.3610823921405295, "interest_coverage": 18.453783032303274, "debt_to_equity": 1.4377427110748724, "current_ratio": 0.9556661236739721, "quick_ratio": 0.9556661236739721, "fcf_to_ebitda": 0.38052404635323517, "capex_to_revenue": 0.2178133612891226, "working_capital_to_revenue": -0.012263911668723896, "capital_efficiency": 0.06453145596142364, "financial_health": -1.426020010722278, "margin_quality": 0.406704804813706, "growth_momentum": 0.0639338029821357, "company_age_years": 51.4113620807666, "ebitda": 816340000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 19.149118099017862, "revenue_cagr_3y": 0.08517807917276254, "revenue_cagr_5y": 0.1923035160663682, "earnings_cagr_3y": 0.3141064109758427, "quarterly_revenue_growth_yoy": -0.007830636009624666, "quarterly_earnings_growth_yoy": -0.05531426737038891, "revenue_growth_qoq": -0.004428165628136145, "gross_margin": 0.5236488410501737, "operating_margin": 0.27925470319114604, "net_margin": 0.18993963209749987, "roa_ttm": 0.04423657658805368, "roe_ttm": 0.08345586489886729, "debt_to_ebitda": 5.661092934395183, "net_debt_to_ebitda": 5.441073364232369, "interest_coverage": 17.29489550980375, "debt_to_equity": 0.7674202526537491, "current_ratio": 1.5688702098884502, "quick_ratio": 1.5688702098884502, "fcf_to_ebitda": 0.7994093133877523, "capex_to_revenue": 0.004012754962461438, "working_capital_to_revenue": 0.1707832551079379, "capital_efficiency": 0.06384622074346048, "financial_health": -0.7256477887465591, "margin_quality": 0.3309477254462732, "growth_momentum": -0.03157245169000679, "company_age_years": 16.490075290896645, "ebitda": 2010203000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 18.889984335731175, "revenue_cagr_3y": 0.16158304137279123, "revenue_cagr_5y": 0.2349977908913361, "earnings_cagr_3y": 1.9689668949962442, "quarterly_revenue_growth_yoy": 0.11451002618721497, "quarterly_earnings_growth_yoy": -0.3560051683514479, "revenue_growth_qoq": 0.01807766059443912, "gross_margin": 0.5678958049827896, "operating_margin": 0.3169359281634498, "net_margin": 0.19948674724891816, "roa_ttm": 0.02502456368918629, "roe_ttm": 0.05035817175319699, "debt_to_ebitda": 6.1508458657756115, "net_debt_to_ebitda": 5.929637849121422, "interest_coverage": 15.93986820428336, "debt_to_equity": 0.9013680183673404, "current_ratio": 1.5683893610666086, "quick_ratio": 1.568389360387759, "fcf_to_ebitda": 0.7544336660410125, "capex_to_revenue": 0.0028183805093893225, "working_capital_to_revenue": 0.20400986323532636, "capital_efficiency": 0.03769136772119164, "financial_health": -0.8334992336622937, "margin_quality": 0.3614394934650525, "growth_momentum": -0.12074757108211648, "company_age_years": 15.490759753593428, "ebitda": 2109259000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 18.71567111953762, "revenue_cagr_3y": 0.021026311298633305, "revenue_cagr_5y": 0.026823137690440424, "earnings_cagr_3y": -0.6667037769589961, "quarterly_revenue_growth_yoy": 0.05866126023778591, "quarterly_earnings_growth_yoy": -0.5477383042445523, "revenue_growth_qoq": 0.024557148631618994, "gross_margin": 0.4340776703535407, "operating_margin": 0.13808836429967186, "net_margin": 0.016260924859247433, "roa_ttm": -0.002861612038391996, "roe_ttm": -0.006868266661438427, "debt_to_ebitda": 7.946002218576984, "net_debt_to_ebitda": 7.855821655197401, "interest_coverage": 12.585157134491508, "debt_to_equity": 1.2811571001714417, "current_ratio": 0.6482026285697744, "quick_ratio": 0.2356132485127448, "fcf_to_ebitda": 0.3697758592022553, "capex_to_revenue": 0.11755064117316211, "working_capital_to_revenue": -0.09283475025806397, "capital_efficiency": -0.004864939349915212, "financial_health": -1.2285640840252134, "margin_quality": 0.19614231983748667, "growth_momentum": -0.2445385220033832, "company_age_years": 24.906228610540726, "ebitda": 1611844000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 19.295930112457672, "revenue_cagr_3y": 0.02430359871898724, "revenue_cagr_5y": 0.033074760301829986, "earnings_cagr_3y": 0.020902112591648647, "quarterly_revenue_growth_yoy": 0.06161525719657967, "quarterly_earnings_growth_yoy": -0.02038889455955905, "revenue_growth_qoq": 0.027960447887360577, "gross_margin": 0.6094090657985182, "operating_margin": 0.24668013308986939, "net_margin": 0.1618880543829834, "roa_ttm": 0.03259867323471691, "roe_ttm": 0.058178562655493454, "debt_to_ebitda": 4.172995077675232, "net_debt_to_ebitda": 4.060640866693905, "interest_coverage": 27.673072257000047, "debt_to_equity": 0.6926081454411678, "current_ratio": 0.38042137174952706, "quick_ratio": 0.4215480065332597, "fcf_to_ebitda": 0.23478454526802733, "capex_to_revenue": 0.3549325409555411, "working_capital_to_revenue": -0.1708580816378112, "capital_efficiency": 0.04538861794510518, "financial_health": -0.6314002385717602, "margin_quality": 0.339325751090457, "growth_momentum": 0.02061318131851031, "company_age_years": 24.93908281998631, "ebitda": 570259000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 17.192364380713727, "revenue_cagr_3y": 0.15424886845773322, "revenue_cagr_5y": 0.10206256896045152, "earnings_cagr_3y": 0.7695098668286211, "quarterly_revenue_growth_yoy": 0.06575047827577436, "quarterly_earnings_growth_yoy": -0.8165453355485073, "revenue_growth_qoq": 0.019399042211956218, "gross_margin": 0.6192778710191207, "operating_margin": 0.20890326563752434, "net_margin": 0.23631449108817404, "roa_ttm": 0.022518350443279843, "roe_ttm": 0.04237503744131823, "debt_to_ebitda": 4.503776955767248, "net_debt_to_ebitda": 4.4820842733922595, "interest_coverage": 27.90511644529156, "debt_to_equity": 0.8575494499733186, "current_ratio": 0.10329199435370034, "quick_ratio": -0.021503831417624523, "fcf_to_ebitda": 0.4119603243550146, "capex_to_revenue": 0.2608225630276811, "working_capital_to_revenue": -0.23507030461699693, "capital_efficiency": 0.032446693942299036, "financial_health": -0.7461091797012568, "margin_quality": 0.35483187591493975, "growth_momentum": -0.37539742863636644, "company_age_years": 29.93839835728953, "ebitda": 936998000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 19.31347422671801, "revenue_cagr_3y": 0.1125728839727278, "revenue_cagr_5y": 0.1240667799316526, "earnings_cagr_3y": -0.35541326343154456, "quarterly_revenue_growth_yoy": 0.13802248551220114, "quarterly_earnings_growth_yoy": 0.15006892818782297, "revenue_growth_qoq": 0.01479516463393912, "gross_margin": 0.6887922747186939, "operating_margin": 0.3374314464021181, "net_margin": 0.26787712358558957, "roa_ttm": 0.01909643183395734, "roe_ttm": 0.03652800717803583, "debt_to_ebitda": 6.946753593892263, "net_debt_to_ebitda": 6.28774025409925, "interest_coverage": 15.70759420594101, "debt_to_equity": 0.7902952263724017, "current_ratio": 3.5214592682139534, "quick_ratio": 0.007452673152021874, "fcf_to_ebitda": 0.399644160812583, "capex_to_revenue": 0.24339401544401545, "working_capital_to_revenue": 0.40584651745601613, "capital_efficiency": 0.027812219505996584, "financial_health": -0.7497482260862981, "margin_quality": 0.4313669482354672, "growth_momentum": 0.14404570685001206, "company_age_years": 32.85694729637235, "ebitda": 1197170000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 19.80169496832825, "revenue_cagr_3y": -0.00577336373312809, "revenue_cagr_5y": 0.01623406460825616, "earnings_cagr_3y": 0.0016166881384729326, "quarterly_revenue_growth_yoy": -0.08489922243788885, "quarterly_earnings_growth_yoy": -0.15306426968438142, "revenue_growth_qoq": -0.008396875146185152, "gross_margin": 0.6199479256443521, "operating_margin": 0.25588285991635445, "net_margin": 0.2574668638355394, "roa_ttm": 0.04184135671538846, "roe_ttm": 0.07498699022879951, "debt_to_ebitda": 4.912701114436555, "net_debt_to_ebitda": 4.8375893454660375, "interest_coverage": 32.71830156045084, "debt_to_equity": 0.7926552718067386, "current_ratio": 0.3863751921528981, "quick_ratio": 0.010060881153525162, "fcf_to_ebitda": 0.629920971669703, "capex_to_revenue": 0.0549617771174535, "working_capital_to_revenue": -0.18391546624985672, "capital_efficiency": 0.05841417347209399, "financial_health": -0.7077195653933951, "margin_quality": 0.377765883132082, "growth_momentum": -0.11898174606113512, "company_age_years": 27.058179329226558, "ebitda": 1721408000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 16.75805171132611, "revenue_cagr_3y": 0.08198166956115616, "revenue_cagr_5y": 0.06645051917294875, "earnings_cagr_3y": 0.08981036299689271, "quarterly_revenue_growth_yoy": 0.13889877581836813, "quarterly_earnings_growth_yoy": 0.04298619378262345, "revenue_growth_qoq": 0.01379077274027762, "gross_margin": 0.3627513187427197, "operating_margin": 0.3348290132868656, "net_margin": 0.36673074919738996, "roa_ttm": 0.05670551050536132, "roe_ttm": 0.10578516236956002, "debt_to_ebitda": 3.295512506130456, "net_debt_to_ebitda": 3.2667855603608422, "interest_coverage": 35.33609914924903, "debt_to_equity": 0.7359906468229733, "current_ratio": 0.09916650834709496, "quick_ratio": -0.00526270494265584, "fcf_to_ebitda": 0.5664563734450934, "capex_to_revenue": 0.1466315092189284, "working_capital_to_revenue": -0.2746578238358386, "capital_efficiency": 0.08124533643746068, "financial_health": -0.7292325070598945, "margin_quality": 0.35477036040899174, "growth_momentum": 0.09094248480049578, "company_age_years": 28.922655715263517, "ebitda": 1345740000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 16.43743938231968, "revenue_cagr_3y": 0.27714251271573964, "revenue_cagr_5y": 0.21262722765435038, "earnings_cagr_3y": 0.9736080172618664, "quarterly_revenue_growth_yoy": 0.06747888301156581, "quarterly_earnings_growth_yoy": 1.1868615279339165, "revenue_growth_qoq": 0.01934730942930604, "gross_margin": 0.870672383155836, "operating_margin": 0.3256699383430132, "net_margin": 0.5335774170850676, "roa_ttm": 0.041141594965770835, "roe_ttm": 0.08175371698147245, "debt_to_ebitda": 4.458509216571641, "net_debt_to_ebitda": 4.379231675589331, "interest_coverage": 23.16783613945734, "debt_to_equity": 0.9000763247760504, "current_ratio": 0.6647665969286932, "quick_ratio": 0.6955260705294543, "fcf_to_ebitda": 0.5298053883928925, "capex_to_revenue": 0.04958169955512571, "working_capital_to_revenue": -0.13182299614584211, "capital_efficiency": 0.061447655973621645, "financial_health": -0.8638881258580424, "margin_quality": 0.5766399128613056, "growth_momentum": 0.6271702054727412, "company_age_years": 22.817248459958932, "ebitda": 1264570000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 20.569086777061063, "revenue_cagr_3y": 0.23312503142577246, "revenue_cagr_5y": 0.1916534792018194, "earnings_cagr_3y": 0.13664215980832273, "quarterly_revenue_growth_yoy": 0.22371173994878465, "quarterly_earnings_growth_yoy": 1.568073476441519, "revenue_growth_qoq": 0.05035129698722878, "gross_margin": 0.6761127376068179, "operating_margin": 0.31625281794507026, "net_margin": 0.17461126385867862, "roa_ttm": 0.03131311361895687, "roe_ttm": 0.1431136613970608, "debt_to_ebitda": 5.745480069674858, "net_debt_to_ebitda": 5.582348256790546, "interest_coverage": 17.071613482532463, "debt_to_equity": 2.7848565971056427, "current_ratio": 0.9020784401728666, "quick_ratio": 0.6094246136857352, "fcf_to_ebitda": 0.5942476102711051, "capex_to_revenue": 0.12412036567888009, "working_capital_to_revenue": -0.026925930483373627, "capital_efficiency": 0.08721338750800883, "financial_health": -2.731328558182694, "margin_quality": 0.3889922731368556, "growth_momentum": 0.8958926081951518, "company_age_years": 18.321697467488022, "ebitda": 3251101000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 18.389785802011357, "revenue_cagr_3y": -0.012060175458063482, "revenue_cagr_5y": 0.07001592534860968, "earnings_cagr_3y": -0.12329293026068189, "quarterly_revenue_growth_yoy": -0.12362909210851818, "quarterly_earnings_growth_yoy": -0.2359507017666364, "revenue_growth_qoq": -0.03865232933225432, "gross_margin": 0.6728359382613576, "operating_margin": 0.346159145364057, "net_margin": 0.36770146886352106, "roa_ttm": 0.1982002100620059, "roe_ttm": 0.3770212438818133, "debt_to_ebitda": 4.585003627800986, "net_debt_to_ebitda": 4.318817139047169, "interest_coverage": 21.62872374872791, "debt_to_equity": 0.7683505280819685, "current_ratio": 1.4606391002436916, "quick_ratio": 1.4606391002436916, "fcf_to_ebitda": 0.49125986015990125, "capex_to_revenue": 0.09095660245037818, "working_capital_to_revenue": 0.07687666501257404, "capital_efficiency": 0.2876107269719096, "financial_health": -0.7391443119873925, "margin_quality": 0.46223218416297857, "growth_momentum": -0.1797898969375773, "company_age_years": 22.885694729637233, "ebitda": 1870279000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 18.748303257818087, "revenue_cagr_3y": 0.17792860529389687, "revenue_cagr_5y": 0.18705160881129212, "earnings_cagr_3y": 0.3185664431598316, "quarterly_revenue_growth_yoy": 0.2027341311723609, "quarterly_earnings_growth_yoy": -0.015019209117240076, "revenue_growth_qoq": 0.016307939096079138, "gross_margin": 0.6833741569771407, "operating_margin": 0.3178177505230428, "net_margin": 0.14887931465643509, "roa_ttm": 0.030973164740609765, "roe_ttm": 0.1414015149555101, "debt_to_ebitda": 5.499898658162855, "net_debt_to_ebitda": 5.266304684901075, "interest_coverage": 18.081533112262967, "debt_to_equity": 2.7400580582637666, "current_ratio": 1.0359235662542474, "quick_ratio": 0.9444113754383857, "fcf_to_ebitda": 0.5997712612355157, "capex_to_revenue": 0.11796477087866086, "working_capital_to_revenue": 0.010128648930426011, "capital_efficiency": 0.08618733984805993, "financial_health": -2.6792604029213734, "margin_quality": 0.38335707405220615, "growth_momentum": 0.0938574610275604, "company_age_years": 18.573579739904176, "ebitda": 3369783000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 21.543777525490533, "revenue_cagr_3y": 0.03853466535876238, "revenue_cagr_5y": 0.09924035973540946, "earnings_cagr_3y": 0.5353966295212116, "quarterly_revenue_growth_yoy": 0.05786802767864493, "quarterly_earnings_growth_yoy": 1.883989235565266, "revenue_growth_qoq": 0.02805143468900366, "gross_margin": 0.2805731849942897, "operating_margin": 0.25055901786797335, "net_margin": 0.4954557626331172, "roa_ttm": 0.03618454526370471, "roe_ttm": 0.06847864127828278, "debt_to_ebitda": 4.313787914488904, "net_debt_to_ebitda": 4.2853333047725135, "interest_coverage": 28.82692258213909, "debt_to_equity": 0.8136205145539691, "current_ratio": 0.07868638888685583, "quick_ratio": 0.014553798186355951, "fcf_to_ebitda": 0.4182633950247051, "capex_to_revenue": 0.2124442296078165, "working_capital_to_revenue": -0.29466430086283174, "capital_efficiency": 0.052331593270993744, "financial_health": -0.7636498439996271, "margin_quality": 0.34219598849846006, "growth_momentum": 0.9709286316219555, "company_age_years": 27.419575633127995, "ebitda": 1120416000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 15.624133168093737, "revenue_cagr_3y": 0.13455406309424922, "revenue_cagr_5y": 0.0718731259464569, "earnings_cagr_3y": -0.19143600647495507, "quarterly_revenue_growth_yoy": 0.2751480483288415, "quarterly_earnings_growth_yoy": 1.8140619279754908, "revenue_growth_qoq": 0.14663677130044844, "gross_margin": 0.6062898272332007, "operating_margin": 0.16025932273574273, "net_margin": 0.20998728979272585, "roa_ttm": 0.014265865492206329, "roe_ttm": 0.03287251678504523, "debt_to_ebitda": 6.057787150743578, "net_debt_to_ebitda": 5.982523800135196, "interest_coverage": 18.958216526498465, "debt_to_equity": 0.9823612862943274, "current_ratio": 0.3011020838928402, "quick_ratio": 0.3317365692470058, "fcf_to_ebitda": 0.671240564443443, "capex_to_revenue": 0.04496759687871975, "working_capital_to_revenue": -0.4758123997961823, "capital_efficiency": 0.023569191138625777, "financial_health": -0.9742098826983066, "margin_quality": 0.3255121465872231, "growth_momentum": 1.0446049881521662, "company_age_years": 36.65160848733744, "ebitda": 1420160000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 14.933682765807283, "revenue_cagr_3y": 0.3568788415922277, "revenue_cagr_5y": 0.32749815025815643, "earnings_cagr_3y": 0.3744215728663898, "quarterly_revenue_growth_yoy": 0.21036204419760335, "quarterly_earnings_growth_yoy": 0.23791952030699293, "revenue_growth_qoq": 0.030461629647977814, "gross_margin": 0.9911843453719155, "operating_margin": 1.0214140460259802, "net_margin": 0.8024434869857758, "roa_ttm": 0.0570483220763325, "roe_ttm": 0.0995227616039971, "debt_to_ebitda": 5.273294302450283, "net_debt_to_ebitda": 5.118266245603834, "interest_coverage": 16.429072742780555, "debt_to_equity": 0.7038111166838396, "current_ratio": 28.222806991155768, "quick_ratio": 27.391706275194032, "fcf_to_ebitda": 0.6458263308646077, "capex_to_revenue": 0.0011171133458915145, "working_capital_to_revenue": 5.010761663660012, "capital_efficiency": 0.0782855418401648, "financial_health": -0.6503254913586936, "margin_quality": 0.9383472927945572, "growth_momentum": 0.22414078225229814, "company_age_years": 6.203969883641341, "ebitda": 3370835000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 16.549440134723408, "revenue_cagr_3y": 0.15807509832786715, "revenue_cagr_5y": 0.1179919527866018, "earnings_cagr_3y": 0.2984227057672355, "quarterly_revenue_growth_yoy": 0.021409969457906436, "quarterly_earnings_growth_yoy": -0.09073595067677698, "revenue_growth_qoq": 0.024010397752250615, "gross_margin": 0.7105153130552943, "operating_margin": 0.4714009467066852, "net_margin": 0.3831810240559065, "roa_ttm": 0.06095592570459112, "roe_ttm": 0.13534895766355337, "debt_to_ebitda": 4.188281415858116, "net_debt_to_ebitda": 4.176765662743928, "interest_coverage": 30.04361317014308, "debt_to_equity": 1.0401046878334057, "current_ratio": 0.29626961667095447, "quick_ratio": 0.26598404939542064, "fcf_to_ebitda": 0.8771638656667604, "capex_to_revenue": 0.03907759379089546, "working_capital_to_revenue": -0.2607206274680247, "capital_efficiency": 0.09815244168407225, "financial_health": -1.0334021087496201, "margin_quality": 0.521699094605962, "growth_momentum": -0.03466299060943527, "company_age_years": 18.937713894592743, "ebitda": 697132000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 18.972720274596917, "revenue_cagr_3y": 0.022490470750209823, "revenue_cagr_5y": 0.0648003569815403, "earnings_cagr_3y": 0.009265277256277127, "quarterly_revenue_growth_yoy": 0.04574773657604535, "quarterly_earnings_growth_yoy": 0.7916917398804509, "revenue_growth_qoq": 0.00903806150216184, "gross_margin": 0.6199249490660984, "operating_margin": 0.31483276891360673, "net_margin": 0.2702045372388456, "roa_ttm": 0.027644898199488878, "roe_ttm": 0.09208937259696671, "debt_to_ebitda": 6.739326517948397, "net_debt_to_ebitda": 6.547320516029451, "interest_coverage": 17.0048326313456, "debt_to_equity": 1.758677284748431, "current_ratio": 2.009420240545736, "quick_ratio": 2.2181767404408306, "fcf_to_ebitda": 0.5779604165363035, "capex_to_revenue": 0.34516356714692786, "working_capital_to_revenue": 0.27063522259035444, "capital_efficiency": 0.0598671353982278, "financial_health": -1.7240747698495904, "margin_quality": 0.4016540850728502, "growth_momentum": 0.41871973822824815, "company_age_years": 20.78302532511978, "ebitda": 1534176000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 17.03336111449815, "revenue_cagr_3y": 0.10119919688534873, "revenue_cagr_5y": 0.046387185251542284, "earnings_cagr_3y": 0.05559131691971109, "quarterly_revenue_growth_yoy": 0.06688664354590033, "quarterly_earnings_growth_yoy": 0.025318514502575225, "revenue_growth_qoq": -0.0016757364330459337, "gross_margin": 0.6714334261283867, "operating_margin": 0.34392753061035347, "net_margin": 0.19475290313500823, "roa_ttm": 0.02881960815604123, "roe_ttm": 0.08169300884042917, "debt_to_ebitda": 6.011530076684054, "net_debt_to_ebitda": 5.882982785950592, "interest_coverage": 17.08074519945987, "debt_to_equity": 1.5374742424019154, "current_ratio": 1.0144725873885445, "quick_ratio": 1.0144725873885445, "fcf_to_ebitda": 0.34252970284426426, "capex_to_revenue": 0.2593405179682515, "working_capital_to_revenue": 0.0038785902167733817, "capital_efficiency": 0.0552563084982352, "financial_health": -1.5248267634344956, "margin_quality": 0.4033712866245828, "growth_momentum": 0.04610257902423778, "company_age_years": 50.91033538672142, "ebitda": 746309000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 22.668743849012728, "revenue_cagr_3y": 0.09829041664815708, "revenue_cagr_5y": 0.0975077552643453, "earnings_cagr_3y": 0.06628547668974849, "quarterly_revenue_growth_yoy": 0.1536361198469002, "quarterly_earnings_growth_yoy": 0.10122440363099008, "revenue_growth_qoq": 0.05638432646318527, "gross_margin": 0.6765283912005241, "operating_margin": 0.6188584349443165, "net_margin": 0.220472940132288, "roa_ttm": 0.03564155728557373, "roe_ttm": 0.09025182120598509, "debt_to_ebitda": 5.202213778672887, "net_debt_to_ebitda": 5.19379329914388, "interest_coverage": 22.536497868358115, "debt_to_equity": 1.2009936078039969, "current_ratio": 0.16416811943128554, "quick_ratio": 0.10383810536623703, "fcf_to_ebitda": 0.8495825518436236, "capex_to_revenue": 0.41922439866981376, "working_capital_to_revenue": -0.3803946559782447, "capital_efficiency": 0.06294668924577941, "financial_health": -1.1721049349030936, "margin_quality": 0.5052865887590429, "growth_momentum": 0.12743026173894514, "company_age_years": 16.438056125941138, "ebitda": 433467000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 17.552628492866205, "revenue_cagr_3y": 0.0076462719818353175, "revenue_cagr_5y": 0.02098092944447605, "earnings_cagr_3y": -0.1812792948957368, "quarterly_revenue_growth_yoy": 0.08459225272425713, "quarterly_earnings_growth_yoy": -0.6982393818290845, "revenue_growth_qoq": 0.006623516937875037, "gross_margin": 0.6693311304939381, "operating_margin": 0.34637982115268906, "net_margin": 0.22726785507565353, "roa_ttm": 0.03842620102558766, "roe_ttm": 0.06953194983209735, "debt_to_ebitda": 4.452575043181099, "net_debt_to_ebitda": 4.420829937480958, "interest_coverage": 24.78055725926575, "debt_to_equity": 0.6762176801609603, "current_ratio": 0.2554822560037548, "quick_ratio": 0.2554822560037548, "fcf_to_ebitda": 0.7204304497021963, "capex_to_revenue": 0.08490885426187673, "working_capital_to_revenue": -0.14614833393049087, "capital_efficiency": 0.053979075428842505, "financial_health": -0.6619225993042371, "margin_quality": 0.4143262689074269, "growth_momentum": -0.30682356455241366, "company_age_years": 29.388090349075977, "ebitda": 1696923000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 16.496500269829692, "revenue_cagr_3y": 0.04356899433798134, "revenue_cagr_5y": 0.17715059952945156, "earnings_cagr_3y": 0.13332773383071483, "quarterly_revenue_growth_yoy": 0.02345651821111446, "quarterly_earnings_growth_yoy": 0.13711599895765975, "revenue_growth_qoq": 0.006386125494062698, "gross_margin": 0.8672095775828382, "operating_margin": 0.3098103398478868, "net_margin": 0.33361838044161535, "roa_ttm": 0.03150563051314013, "roe_ttm": 0.062254420843669764, "debt_to_ebitda": 4.586158744385968, "net_debt_to_ebitda": 4.473826163671156, "interest_coverage": 24.88577653858227, "debt_to_equity": 0.9862570613107586, "current_ratio": 1.499472948945898, "quick_ratio": 1.553225806451613, "fcf_to_ebitda": 0.5526811942074837, "capex_to_revenue": 0.05834350556728924, "working_capital_to_revenue": 0.11236288911919763, "capital_efficiency": 0.04688002567840495, "financial_health": -0.8917510980734084, "margin_quality": 0.5035460992907801, "growth_momentum": 0.08028625858438711, "company_age_years": 24.569472963723477, "ebitda": 1347739000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 14.27813504417622, "revenue_cagr_3y": 0.38599577636727567, "revenue_cagr_5y": 0.3119274255816198, "earnings_cagr_3y": 0.11784927060977135, "quarterly_revenue_growth_yoy": 0.20328178161462485, "quarterly_earnings_growth_yoy": 0.681234795485109, "revenue_growth_qoq": 0.006858481469852743, "gross_margin": 0.9929980383006862, "operating_margin": 0.8496756671878698, "net_margin": 0.6151917798827403, "roa_ttm": 0.055328160163058825, "roe_ttm": 0.09806864495607709, "debt_to_ebitda": 5.220846101011894, "net_debt_to_ebitda": 5.061201735675149, "interest_coverage": 15.615990084273912, "debt_to_equity": 0.6913909322638395, "current_ratio": 27.53742312768851, "quick_ratio": 27.53742312768851, "fcf_to_ebitda": 0.6530418375707547, "capex_to_revenue": 0.0007570950852876889, "working_capital_to_revenue": 4.994308743491722, "capital_efficiency": 0.07669840255956796, "financial_health": -0.6788550305016839, "margin_quality": 0.8192884951237654, "growth_momentum": 0.44225828854986693, "company_age_years": 5.952087611225188, "ebitda": 3200138000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 18.289590966767193, "revenue_cagr_3y": 0.21557579637593505, "revenue_cagr_5y": 0.15738729388154526, "earnings_cagr_3y": -0.09954353301142771, "quarterly_revenue_growth_yoy": 0.3338050739502004, "quarterly_earnings_growth_yoy": 0.0866104690340873, "revenue_growth_qoq": 0.014174440599273478, "gross_margin": 0.6553113645304993, "operating_margin": 0.19083106929352686, "net_margin": 0.11320817200255921, "roa_ttm": 0.01299119633477887, "roe_ttm": 0.027430930089588378, "debt_to_ebitda": 4.595762240223756, "net_debt_to_ebitda": 4.58530400182658, "interest_coverage": 21.34033752061921, "debt_to_equity": 0.762229968153061, "current_ratio": 0.20638258833105924, "quick_ratio": 0.22573452142263797, "fcf_to_ebitda": 0.6998802496325436, "capex_to_revenue": 0.524090729714992, "working_capital_to_revenue": -0.41872214772850086, "capital_efficiency": 0.020211063212183623, "financial_health": -0.7153578405746974, "margin_quality": 0.31978353527552844, "growth_momentum": 0.21020777149214387, "company_age_years": 13.66735112936345, "ebitda": 1681832000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 19.08176484262963, "revenue_cagr_3y": 0.14005000530243317, "revenue_cagr_5y": 0.14179343938089195, "earnings_cagr_3y": 0.7484275664679705, "quarterly_revenue_growth_yoy": 0.08909429505813954, "quarterly_earnings_growth_yoy": 0.59511590112052, "revenue_growth_qoq": 0.038294156279996244, "gross_margin": 0.672248288325861, "operating_margin": 0.3633892885691447, "net_margin": 0.2592499913112988, "roa_ttm": 0.03455562187929897, "roe_ttm": 0.07486393884669619, "debt_to_ebitda": 4.8921518605177745, "net_debt_to_ebitda": 4.873342893803306, "interest_coverage": 22.91580185415802, "debt_to_equity": 1.0021540954407144, "current_ratio": 0.03758115712018468, "quick_ratio": 0.03758115712018468, "fcf_to_ebitda": 0.8627579439957732, "capex_to_revenue": 0.11549122547704682, "working_capital_to_revenue": -0.4868934155950563, "capital_efficiency": 0.054709780362997576, "financial_health": -0.9591243616520614, "margin_quality": 0.43162918940210143, "growth_momentum": 0.34210509808932976, "company_age_years": 12.93908281998631, "ebitda": 331225000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 14.857164129974764, "revenue_cagr_3y": 0.05917044184599751, "revenue_cagr_5y": -0.005606419503873639, "earnings_cagr_3y": -0.07662867130244877, "quarterly_revenue_growth_yoy": -0.0467716292057524, "quarterly_earnings_growth_yoy": -0.17957871611798534, "revenue_growth_qoq": 0.0318327126897737, "gross_margin": 1.0, "operating_margin": 0.16132019739442907, "net_margin": 0.1127977684302168, "roa_ttm": 0.004945965748315827, "roe_ttm": 0.014250039990757692, "debt_to_ebitda": 9.93202477570081, "net_debt_to_ebitda": 8.879878605335914, "interest_coverage": 8.976934233883188, "debt_to_equity": 1.4640587953006416, "current_ratio": 1.9542951235063377, "quick_ratio": 1.9542951235063377, "fcf_to_ebitda": 0.6023613360165235, "capex_to_revenue": 0.46390041820219136, "working_capital_to_revenue": 0.5197811547145806, "capital_efficiency": 0.00959800286953676, "financial_health": -1.3080292696335658, "margin_quality": 0.42470598860821535, "growth_momentum": -0.11317517266186887, "company_age_years": 36.48459958932238, "ebitda": 829361000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 18.310461345807926, "revenue_cagr_3y": 0.05423024453564618, "revenue_cagr_5y": 0.0627847732756277, "earnings_cagr_3y": 0.3642269998388443, "quarterly_revenue_growth_yoy": 0.016029671674257357, "quarterly_earnings_growth_yoy": 1.703414240372796, "revenue_growth_qoq": 0.02223580554570052, "gross_margin": 0.6793087154869977, "operating_margin": 0.7368669741458254, "net_margin": 0.6161639814508947, "roa_ttm": 0.05207747117288733, "roe_ttm": 0.13957333550003728, "debt_to_ebitda": 4.834942662795824, "net_debt_to_ebitda": 4.655441505628075, "interest_coverage": 26.23902276759314, "debt_to_equity": 1.353836426737074, "current_ratio": 0.8650050156041017, "quick_ratio": 0.8653672536781096, "fcf_to_ebitda": 0.07326005778091427, "capex_to_revenue": 0.43803724775269615, "working_capital_to_revenue": -0.05177134137219114, "capital_efficiency": 0.0958254033364623, "financial_health": -1.3051682958885813, "margin_quality": 0.6774465570279059, "growth_momentum": 0.8597219560235267, "company_age_years": 46.6611909650924, "ebitda": 709923000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 15.191303410048171, "revenue_cagr_3y": 0.080182197069262, "revenue_cagr_5y": 0.04111833992301084, "earnings_cagr_3y": 0.12736873991946207, "quarterly_revenue_growth_yoy": 0.0632434628151417, "quarterly_earnings_growth_yoy": -0.06731580004015258, "revenue_growth_qoq": 0.03613489862459244, "gross_margin": 0.6895050355483718, "operating_margin": 0.3107232878570379, "net_margin": 0.21004396921024968, "roa_ttm": 0.04143408268622307, "roe_ttm": 0.0945552963265184, "debt_to_ebitda": 4.018689926948099, "net_debt_to_ebitda": 3.9833677559742844, "interest_coverage": 26.444671853856562, "debt_to_equity": 1.1461637659831303, "current_ratio": 0.7714609231663528, "quick_ratio": 0.7872042821936555, "fcf_to_ebitda": 0.5629947121962328, "capex_to_revenue": 0.08497650001695695, "working_capital_to_revenue": -0.06620750385624255, "capital_efficiency": 0.06799468950637073, "financial_health": -1.1181448303197616, "margin_quality": 0.4034240975385531, "growth_momentum": -0.00203616861250544, "company_age_years": 30.067077344284737, "ebitda": 1563409000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 15.785337361717605, "revenue_cagr_3y": 0.135479500133882, "revenue_cagr_5y": 0.15817757804012733, "earnings_cagr_3y": -0.07959025904183004, "quarterly_revenue_growth_yoy": 0.09009540917912932, "quarterly_earnings_growth_yoy": -0.06360504297126415, "revenue_growth_qoq": 0.01891611039681561, "gross_margin": 0.7932562387282271, "operating_margin": 0.3229676237230126, "net_margin": 0.2850195617477082, "roa_ttm": 0.028608676130511653, "roe_ttm": 0.05218306273891439, "debt_to_ebitda": 4.563859974055522, "net_debt_to_ebitda": 4.531921171844118, "interest_coverage": 23.82995754466655, "debt_to_equity": 0.7334499080952255, "current_ratio": 0.6162864114946844, "quick_ratio": 0.6044948038429379, "fcf_to_ebitda": 0.6539474392355473, "capex_to_revenue": 0.09049277269688799, "working_capital_to_revenue": -0.20086081504982217, "capital_efficiency": 0.04039586943471302, "financial_health": -0.6605478867890803, "margin_quality": 0.46708114139964935, "growth_momentum": 0.013245183103932585, "company_age_years": 11.958932238193018, "ebitda": 538843000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 23.711815005760826, "revenue_cagr_3y": 0.009866668695326153, "revenue_cagr_5y": 0.03188757649692753, "earnings_cagr_3y": -0.10101550550227345, "quarterly_revenue_growth_yoy": 0.3143559159493154, "quarterly_earnings_growth_yoy": 3.397449319501285, "revenue_growth_qoq": 0.06171588872438245, "gross_margin": 0.6881122504047491, "operating_margin": 0.3404770642201835, "net_margin": 0.19947760388559094, "roa_ttm": 0.02095046202074366, "roe_ttm": 0.06460652611211888, "debt_to_ebitda": 8.177946738451356, "net_debt_to_ebitda": 7.639441226286364, "interest_coverage": 18.12307149501235, "debt_to_equity": 1.855647729860258, "current_ratio": 1.9318701328890784, "quick_ratio": 1.931870130121709, "fcf_to_ebitda": -0.07121480010548244, "capex_to_revenue": 0.5424457775306099, "working_capital_to_revenue": 0.38374533901009233, "capital_efficiency": 0.04277849406643127, "financial_health": -1.6361927798459368, "margin_quality": 0.40935563950350784, "growth_momentum": 1.8559026177253002, "company_age_years": 48.158795345653665, "ebitda": 565023000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 20.731230740522452, "revenue_cagr_3y": 0.08081862654367322, "revenue_cagr_5y": 0.13364788261064198, "earnings_cagr_3y": 0.3356615962364691, "quarterly_revenue_growth_yoy": 0.03766140164425062, "quarterly_earnings_growth_yoy": -0.6999438051259498, "revenue_growth_qoq": -0.01210780727314249, "gross_margin": 0.6429819003750065, "operating_margin": 0.22660811828969674, "net_margin": 0.039430255655062585, "roa_ttm": 0.02008426000786159, "roe_ttm": 0.06098075854670086, "debt_to_ebitda": 6.049846230087918, "net_debt_to_ebitda": 5.960265059356409, "interest_coverage": 16.054842960865045, "debt_to_equity": 1.6588856358610116, "current_ratio": 1.0110056580117397, "quick_ratio": 0.6773036630514837, "fcf_to_ebitda": 0.44660523347942155, "capex_to_revenue": 0.24274886120368958, "working_capital_to_revenue": 0.002416595542603584, "capital_efficiency": 0.04053250927728123, "financial_health": -1.638517777885225, "margin_quality": 0.30300675810658856, "growth_momentum": -0.3311412017408496, "company_age_years": 17.6290212183436, "ebitda": 1961372000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 16.68775026344352, "revenue_cagr_3y": 0.07739893515673346, "revenue_cagr_5y": 0.060487683241776224, "earnings_cagr_3y": -0.22197166432540338, "quarterly_revenue_growth_yoy": 0.02109517776457266, "quarterly_earnings_growth_yoy": -0.3001963099225743, "revenue_growth_qoq": 0.0051745514346365675, "gross_margin": 0.3265090998929424, "operating_margin": 0.30332061452871795, "net_margin": 0.18657845855408237, "roa_ttm": 0.04470431079074074, "roe_ttm": 0.08581623959151663, "debt_to_ebitda": 3.7133797710134715, "net_debt_to_ebitda": 3.6637473280428714, "interest_coverage": 30.677959529867927, "debt_to_equity": 0.7804269047051425, "current_ratio": 0.07870499925924707, "quick_ratio": 0.07870499925924707, "fcf_to_ebitda": 0.4944388534558892, "capex_to_revenue": 0.23308525873986938, "working_capital_to_revenue": -0.41184061782255443, "capital_efficiency": 0.06526027519112869, "financial_health": -0.7225314330326806, "margin_quality": 0.2721360576585809, "growth_momentum": -0.13955056607900082, "company_age_years": 30.420260095824776, "ebitda": 1265926000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 18.768303469426126, "revenue_cagr_3y": -0.011055951442593526, "revenue_cagr_5y": 0.03432795820865242, "earnings_cagr_3y": -0.1795476091332181, "quarterly_revenue_growth_yoy": -0.12956545342523004, "quarterly_earnings_growth_yoy": 0.05909747219002298, "revenue_growth_qoq": 0.01834819223259862, "gross_margin": 0.6616320779310777, "operating_margin": 0.34545781538228004, "net_margin": 0.3437138039249333, "roa_ttm": 0.19811483319547835, "roe_ttm": 0.4171219331115945, "debt_to_ebitda": 4.92321645923397, "net_debt_to_ebitda": 4.625629930563182, "interest_coverage": 20.141733833611266, "debt_to_equity": 0.8465071195160301, "current_ratio": 0.4436770234143593, "quick_ratio": 0.4436770234143593, "fcf_to_ebitda": 0.5050834282481419, "capex_to_revenue": 0.09272543257312055, "working_capital_to_revenue": -0.3528625276599522, "capital_efficiency": 0.3076183831535364, "financial_health": -0.8158718809217554, "margin_quality": 0.45026789907943027, "growth_momentum": -0.03523399061760353, "company_age_years": 23.137577002053387, "ebitda": 1739279000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 18.41494199177962, "revenue_cagr_3y": 0.3282200152167738, "revenue_cagr_5y": 0.3148867476735979, "earnings_cagr_3y": 0.30347659119908976, "quarterly_revenue_growth_yoy": 0.4068111003428476, "quarterly_earnings_growth_yoy": 0.6137003092180405, "revenue_growth_qoq": 0.026257174350982553, "gross_margin": 0.993325876487974, "operating_margin": 0.759635256557456, "net_margin": 0.429092067348647, "roa_ttm": 0.028304171602840083, "roe_ttm": 0.07584216675816828, "debt_to_ebitda": 10.751949347557163, "net_debt_to_ebitda": 10.202833238005294, "interest_coverage": 9.547994615052453, "debt_to_equity": 1.8964783610418983, "current_ratio": 2.159053083935713, "quick_ratio": 2.1590530777256127, "fcf_to_ebitda": 0.9061945490096969, "capex_to_revenue": 0.46046806608236385, "working_capital_to_revenue": 0.38809353004169134, "capital_efficiency": 0.052073169180504184, "financial_health": -1.5576728222765805, "margin_quality": 0.7273510667980257, "growth_momentum": 0.5102557047804441, "company_age_years": 10.729637234770705, "ebitda": 375895000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 19.318100714664247, "revenue_cagr_3y": 0.09489990100731305, "revenue_cagr_5y": 0.11428924623701087, "earnings_cagr_3y": 0.11615056026914194, "quarterly_revenue_growth_yoy": 0.2721753294831927, "quarterly_earnings_growth_yoy": 0.14635793708176753, "revenue_growth_qoq": 0.023728971623673017, "gross_margin": 0.7237452743771288, "operating_margin": 0.5593011898194774, "net_margin": 0.48746160036033664, "roa_ttm": 0.04339599682225968, "roe_ttm": 0.07521975917754521, "debt_to_ebitda": 3.394494665290231, "net_debt_to_ebitda": 3.271598758757164, "interest_coverage": 55.215824904434896, "debt_to_equity": 0.4962304095758649, "current_ratio": 1.183245944531046, "quick_ratio": 1.183245944531046, "fcf_to_ebitda": 0.623027934090373, "capex_to_revenue": 0.25404357423685453, "working_capital_to_revenue": 0.05126704611917465, "capital_efficiency": 0.05930787799990245, "financial_health": -0.480809486483523, "margin_quality": 0.5901693548523143, "growth_momentum": 0.2092666332824801, "company_age_years": 25.3305954825462, "ebitda": 3264470000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 17.96957690505958, "revenue_cagr_3y": 0.052084695399834846, "revenue_cagr_5y": 0.04562361615206734, "earnings_cagr_3y": 0.004814306585245509, "quarterly_revenue_growth_yoy": 0.019369168917260007, "quarterly_earnings_growth_yoy": -0.19823940424749473, "revenue_growth_qoq": 0.059988112476713616, "gross_margin": 0.593694137836302, "operating_margin": 0.21450318190884424, "net_margin": 0.131276790317664, "roa_ttm": 0.025839748479225766, "roe_ttm": 0.05416874280744222, "debt_to_ebitda": 5.157146668569426, "net_debt_to_ebitda": 4.242559851584822, "interest_coverage": 26.568225839686793, "debt_to_equity": 0.9515280634607904, "current_ratio": 1.7289308353289197, "quick_ratio": 1.7289308325116213, "fcf_to_ebitda": 0.24685191677085305, "capex_to_revenue": 0.3837516638871464, "working_capital_to_revenue": 0.24741619363821357, "capital_efficiency": 0.04000424564333399, "financial_health": -0.8427264841029123, "margin_quality": 0.3131580366876034, "growth_momentum": -0.08943511766511736, "company_age_years": 27.19233401779603, "ebitda": 644678000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 18.44306659360006, "revenue_cagr_3y": 0.07559181888649769, "revenue_cagr_5y": 0.08520807550110043, "earnings_cagr_3y": 0.13893755963765786, "quarterly_revenue_growth_yoy": 0.07299929125071629, "quarterly_earnings_growth_yoy": 0.5412698701724358, "revenue_growth_qoq": 0.015062625715060129, "gross_margin": 0.664762955454563, "operating_margin": 0.3627913758544302, "net_margin": 0.4460955767261203, "roa_ttm": 0.04657638195002648, "roe_ttm": 0.08363264830372369, "debt_to_ebitda": 4.539826118637743, "net_debt_to_ebitda": 4.480142912968235, "interest_coverage": 30.073959529910752, "debt_to_equity": 0.7429737758155556, "current_ratio": 0.6062347207545384, "quick_ratio": 0.6062347207545384, "fcf_to_ebitda": 0.7257158135667422, "capex_to_revenue": 0.03766757818824575, "working_capital_to_revenue": -0.11166318248948262, "capital_efficiency": 0.06510451512687508, "financial_health": -0.73161908591749, "margin_quality": 0.4912166360117045, "growth_momentum": 0.307134580711576, "company_age_years": 24.306639288158795, "ebitda": 1701735000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 17.831661078031576, "revenue_cagr_3y": 0.05698969934333231, "revenue_cagr_5y": 0.082911050851179, "earnings_cagr_3y": 0.05859975855887023, "quarterly_revenue_growth_yoy": 0.028971745159322587, "quarterly_earnings_growth_yoy": -0.22086199919061109, "revenue_growth_qoq": -0.0027548209366391185, "gross_margin": 0.6617549992666113, "operating_margin": 0.6034322593262602, "net_margin": 0.2353261135285777, "roa_ttm": 0.03990716490157392, "roe_ttm": 0.09121102801530255, "debt_to_ebitda": 4.8314821755220265, "net_debt_to_ebitda": 4.822901903941663, "interest_coverage": 21.543203935407977, "debt_to_equity": 1.105555467209465, "current_ratio": 0.02345472892395193, "quick_ratio": 0.02345472892395193, "fcf_to_ebitda": 0.8513729179128372, "capex_to_revenue": 0.23171319377725783, "working_capital_to_revenue": -0.40329170088891986, "capital_efficiency": 0.06555909645843824, "financial_health": -1.0959501814031114, "margin_quality": 0.5001711240404831, "growth_momentum": -0.09594512701564425, "company_age_years": 15.68788501026694, "ebitda": 402901000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 19.444024066656606, "revenue_cagr_3y": 0.3953514872734629, "revenue_cagr_5y": 0.2888381962055384, "earnings_cagr_3y": 0.2591319151171234, "quarterly_revenue_growth_yoy": 0.28082944536831733, "quarterly_earnings_growth_yoy": 0.1542448163170902, "revenue_growth_qoq": -0.006366825613333304, "gross_margin": 0.9307589139802317, "operating_margin": 0.4467249974641506, "net_margin": 0.20248099991359328, "roa_ttm": 0.0128462224658759, "roe_ttm": 0.02287091781036207, "debt_to_ebitda": 6.272041450956187, "net_debt_to_ebitda": 6.176815944195986, "interest_coverage": 16.3557460666222, "debt_to_equity": 0.6798508609126598, "current_ratio": 2.1329061540986443, "quick_ratio": 2.133861454397646, "fcf_to_ebitda": 0.8013229416476414, "capex_to_revenue": 0.021327395664740345, "working_capital_to_revenue": 0.3846372611205465, "capital_efficiency": 0.017858570138118986, "financial_health": -0.6629359603523677, "margin_quality": 0.5266549704526585, "growth_momentum": 0.21753713084270376, "company_age_years": 29.95208761122519, "ebitda": 4168589000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 15.349030126417873, "revenue_cagr_3y": 0.08840098386529127, "revenue_cagr_5y": 0.12641818079025757, "earnings_cagr_3y": 0.11191762732353228, "quarterly_revenue_growth_yoy": 0.06801442831977184, "quarterly_earnings_growth_yoy": -0.0642173961966918, "revenue_growth_qoq": 0.024599794626158446, "gross_margin": 0.9479979264518764, "operating_margin": 0.48683139854537455, "net_margin": 0.26127648879184406, "roa_ttm": 0.02163113087638721, "roe_ttm": 0.04307813175050014, "debt_to_ebitda": 1.6044252805803059, "net_debt_to_ebitda": 1.5851238633152362, "interest_coverage": 17.986670032819994, "debt_to_equity": 0.2359134174832622, "current_ratio": 0.15546587809794854, "quick_ratio": 0.15546587735681253, "fcf_to_ebitda": 0.8199364074117742, "capex_to_revenue": 1.1391720966507501, "working_capital_to_revenue": -0.9219077407005286, "capital_efficiency": 0.032354631313443676, "financial_health": -0.08561614323830341, "margin_quality": 0.565368604596365, "growth_momentum": 0.001898516061540019, "company_age_years": 23.449691991786448, "ebitda": 1068678000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 17.632480657808525, "revenue_cagr_3y": 0.2661718054334805, "revenue_cagr_5y": 0.19763726942698745, "earnings_cagr_3y": -0.08582122807383075, "quarterly_revenue_growth_yoy": 0.051546789961798595, "quarterly_earnings_growth_yoy": -0.6687870050403891, "revenue_growth_qoq": 0.011969548279656229, "gross_margin": 0.31307027725943665, "operating_margin": 0.2857594146255455, "net_margin": 0.16582670917880074, "roa_ttm": 0.032503365295941514, "roe_ttm": 0.07527629594691773, "debt_to_ebitda": 5.55249137110527, "net_debt_to_ebitda": 5.512726579416852, "interest_coverage": 20.626767377258965, "debt_to_equity": 1.2371157133932524, "current_ratio": 0.1265875771319948, "quick_ratio": 0.1265875771319948, "fcf_to_ebitda": 0.591051673498663, "capex_to_revenue": 0.07950968837985087, "working_capital_to_revenue": -0.3325673386231034, "capital_efficiency": 0.05388983062142962, "financial_health": -1.1726047037682232, "margin_quality": 0.25488546702126097, "growth_momentum": -0.30862010753929525, "company_age_years": 22.420260095824776, "ebitda": 660861000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 19.327736255429677, "revenue_cagr_3y": 0.3075369674383177, "revenue_cagr_5y": 0.23393146459469616, "earnings_cagr_3y": 0.20683538748268937, "quarterly_revenue_growth_yoy": 0.303958022133464, "quarterly_earnings_growth_yoy": 55.239792130660724, "revenue_growth_qoq": 0.06136737416529216, "gross_margin": 0.9222539807573286, "operating_margin": 0.38694874247454003, "net_margin": 0.2557418556236989, "roa_ttm": 0.01750259476498866, "roe_ttm": 0.030279089207526488, "debt_to_ebitda": 6.0084250568056845, "net_debt_to_ebitda": 5.95166017909093, "interest_coverage": 43.26490978771046, "debt_to_equity": 0.6307470141989651, "current_ratio": 0.5067834531074583, "quick_ratio": 0.4983420067634463, "fcf_to_ebitda": 0.8286742553553602, "capex_to_revenue": 1.1968220054484862, "working_capital_to_revenue": -0.5160988742646203, "capital_efficiency": 0.02389084198625757, "financial_health": -0.5322574965267246, "margin_quality": 0.5216481929518558, "growth_momentum": 27.771875076397095, "company_age_years": 28.202600958247775, "ebitda": 3014223000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 15.773163993709295, "revenue_cagr_3y": 0.13438813022782736, "revenue_cagr_5y": 0.14969917051577508, "earnings_cagr_3y": 0.3974744574071303, "quarterly_revenue_growth_yoy": 0.06312074303405572, "quarterly_earnings_growth_yoy": 0.5939584877687175, "revenue_growth_qoq": -0.010711425328285885, "gross_margin": 0.8096904958822091, "operating_margin": 0.34051859703891807, "net_margin": 0.30056961804139926, "roa_ttm": 0.031803158305364426, "roe_ttm": 0.05768312243806808, "debt_to_ebitda": 4.337073400446036, "net_debt_to_ebitda": 4.313063875536443, "interest_coverage": 24.616579177602798, "debt_to_equity": 0.7249518802352521, "current_ratio": 0.6161254307749562, "quick_ratio": 0.6130302049263409, "fcf_to_ebitda": 0.6833465130123415, "capex_to_revenue": 0.1484565533969904, "working_capital_to_revenue": -0.1860641781654624, "capital_efficiency": 0.044743140371716256, "financial_health": -0.6585795197412848, "margin_quality": 0.48359290365417545, "growth_momentum": 0.3285396154013866, "company_age_years": 12.208076659822039, "ebitda": 562735000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 14.955923276218936, "revenue_cagr_3y": 0.09603198633986332, "revenue_cagr_5y": 0.09266049433739942, "earnings_cagr_3y": 0.8187250696824813, "quarterly_revenue_growth_yoy": 0.09584009404957648, "quarterly_earnings_growth_yoy": 67.36054287962234, "revenue_growth_qoq": 0.012511606836708388, "gross_margin": 0.23766030236214244, "operating_margin": 0.9801136082739255, "net_margin": 0.8590945944609787, "roa_ttm": 0.04042900293666483, "roe_ttm": 0.10878350121105457, "debt_to_ebitda": 4.264811278452709, "net_debt_to_ebitda": 4.263655466116508, "interest_coverage": 29.611353711790393, "debt_to_equity": 1.3828226127273473, "current_ratio": 0.5154122744273532, "quick_ratio": -0.06944976289734864, "fcf_to_ebitda": 0.3964338997362742, "capex_to_revenue": 0.18958214476035234, "working_capital_to_revenue": -0.12614714272279867, "capital_efficiency": 0.0746062520738597, "financial_health": -1.3171570176403344, "margin_quality": 0.6922895016990155, "growth_momentum": 33.72819148683596, "company_age_years": 33.31416837782341, "ebitda": 1335857000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 17.87574128843434, "revenue_cagr_3y": 0.10658663796296053, "revenue_cagr_5y": 0.16538650968915203, "earnings_cagr_3y": -0.01362590643399375, "quarterly_revenue_growth_yoy": 0.07777830925399457, "quarterly_earnings_growth_yoy": 0.5581180930766354, "revenue_growth_qoq": 0.003930563277419505, "gross_margin": 0.6730395183698672, "operating_margin": 0.3827338684779253, "net_margin": 0.4663109756097561, "roa_ttm": 0.0577261071374582, "roe_ttm": 0.10140259723916513, "debt_to_ebitda": 4.1010138868209545, "net_debt_to_ebitda": 3.978367410039151, "interest_coverage": 35.30770625201418, "debt_to_equity": 0.7067748482610484, "current_ratio": 448.0792079207921, "quick_ratio": -2011.575495049505, "fcf_to_ebitda": 0.6107577082609557, "capex_to_revenue": 0.03561999084711156, "working_capital_to_revenue": 0.1766233664636603, "capital_efficiency": 0.07956435218831166, "financial_health": -0.689135808249453, "margin_quality": 0.5073614541525162, "growth_momentum": 0.31794820116531497, "company_age_years": 22.811772758384667, "ebitda": 1752957000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 16.31123077464555, "revenue_cagr_3y": 0.028156103020878565, "revenue_cagr_5y": 0.04658589070697006, "earnings_cagr_3y": 0.04465910316341559, "quarterly_revenue_growth_yoy": 0.04206911292786738, "quarterly_earnings_growth_yoy": -0.1161390083155266, "revenue_growth_qoq": -0.005413687016598414, "gross_margin": 0.8245291616247967, "operating_margin": 0.5128053170561813, "net_margin": 0.37809481330971056, "roa_ttm": 0.0767750209974938, "roe_ttm": 0.736977347049869, "debt_to_ebitda": 4.966654745847873, "net_debt_to_ebitda": 4.8783000372997565, "interest_coverage": 24.87625105040431, "debt_to_equity": 7.642117437539664, "current_ratio": 0.43060591215861843, "quick_ratio": 0.4306059117905669, "fcf_to_ebitda": 0.5903904176035433, "capex_to_revenue": 0.144833214558269, "working_capital_to_revenue": -0.2712858710046687, "capital_efficiency": 0.40687618402368136, "financial_health": -7.2022272649897365, "margin_quality": 0.5718097639968962, "growth_momentum": -0.03703494769382962, "company_age_years": 25.295003422313485, "ebitda": 4943732000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 20.257700639580154, "revenue_cagr_3y": 0.06628859981553958, "revenue_cagr_5y": 0.0479286152941345, "earnings_cagr_3y": 0.10214467636801028, "quarterly_revenue_growth_yoy": -0.02500166776615695, "quarterly_earnings_growth_yoy": -0.037053219018189955, "revenue_growth_qoq": -0.015960769498359784, "gross_margin": 0.8212660980097006, "operating_margin": 0.5011753257613769, "net_margin": 0.3468374158037981, "roa_ttm": 0.06147225428550605, "roe_ttm": 0.41743086210593994, "debt_to_ebitda": 5.158936568591709, "net_debt_to_ebitda": 4.959932846334229, "interest_coverage": 20.764690763802893, "debt_to_equity": 4.960720531147298, "current_ratio": 0.5686222407368552, "quick_ratio": 0.5688136834028398, "fcf_to_ebitda": 0.5220828438587253, "capex_to_revenue": 0.1710179599551865, "working_capital_to_revenue": -0.21047654400373034, "capital_efficiency": 0.239451558195723, "financial_health": -4.932540572095318, "margin_quality": 0.5564262798582919, "growth_momentum": -0.031027443392173452, "company_age_years": 22.546201232032853, "ebitda": 4443540000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 17.578755747679363, "revenue_cagr_3y": 0.3565384629230439, "revenue_cagr_5y": 0.29461784947183367, "earnings_cagr_3y": 0.6884188105860214, "quarterly_revenue_growth_yoy": 0.33714110501490707, "quarterly_earnings_growth_yoy": 0.6716001765840285, "revenue_growth_qoq": 0.16072601653641408, "gross_margin": 0.991164172696269, "operating_margin": 0.6980693888105542, "net_margin": 0.35101311956908876, "roa_ttm": 0.03212680127286401, "roe_ttm": 0.07584947311086933, "debt_to_ebitda": 9.520540696555706, "net_debt_to_ebitda": 9.23610604261079, "interest_coverage": 10.678262717868783, "debt_to_equity": 1.50223195999197, "current_ratio": 1.9010402588003452, "quick_ratio": 2.141599016419173, "fcf_to_ebitda": 0.5833803321544924, "capex_to_revenue": 0.09575662118922447, "working_capital_to_revenue": 0.29325216922432934, "capital_efficiency": 0.05398813719186667, "financial_health": -1.263151504790462, "margin_quality": 0.680082227025304, "growth_momentum": 0.5043706407994678, "company_age_years": 12.48186173853525, "ebitda": 602852000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 19.433820277010607, "revenue_cagr_3y": 0.03868258653940493, "revenue_cagr_5y": 0.04822108780369394, "earnings_cagr_3y": 0.13717697280012664, "quarterly_revenue_growth_yoy": 0.00892811661629368, "quarterly_earnings_growth_yoy": 0.26429416462986205, "revenue_growth_qoq": 0.008318184614275078, "gross_margin": 0.540961190343709, "operating_margin": 0.2228823088258651, "net_margin": 0.2214423429895542, "roa_ttm": 0.021773932658228135, "roe_ttm": 0.046262337441246595, "debt_to_ebitda": 5.934263176445041, "net_debt_to_ebitda": 5.889531299274247, "interest_coverage": 16.6066014913608, "debt_to_equity": 1.005233543662756, "current_ratio": 0.742794995537456, "quick_ratio": 0.7427949950030196, "fcf_to_ebitda": 0.5252573309167015, "capex_to_revenue": 0.11659586848376083, "working_capital_to_revenue": -0.1282210864199636, "capital_efficiency": 0.034018135049737365, "financial_health": -0.9443154743309371, "margin_quality": 0.3284286140530428, "growth_momentum": 0.13661114062307786, "company_age_years": 21.155373032169745, "ebitda": 1832854000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 20.9886558804328, "revenue_cagr_3y": 0.006009235320464157, "revenue_cagr_5y": 0.09427522639154584, "earnings_cagr_3y": -0.20440738172082973, "quarterly_revenue_growth_yoy": -0.14789674373067055, "quarterly_earnings_growth_yoy": 1.4825945289966502, "revenue_growth_qoq": -0.22091474112173595, "gross_margin": 0.6619182756692675, "operating_margin": 0.3443012583172097, "net_margin": 0.2231096901377059, "roa_ttm": -0.10940778824480304, "roe_ttm": -0.1530337026006404, "debt_to_ebitda": 1.0644100257592815, "net_debt_to_ebitda": 1.034321188421065, "interest_coverage": 6.236822270649342, "debt_to_equity": 0.6123653033324743, "current_ratio": 0.3769211549300685, "quick_ratio": 0.45145470287105527, "fcf_to_ebitda": 1.6560209857358472, "capex_to_revenue": 0.002355795174614147, "working_capital_to_revenue": -0.04370448383631055, "capital_efficiency": -0.13122074542272172, "financial_health": 0.012375654549265976, "margin_quality": 0.40977640804139437, "growth_momentum": 0.6673488926329898, "company_age_years": 28.40246406570842, "ebitda": 761279000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 17.837507579623047, "revenue_cagr_3y": 0.2006494842788138, "revenue_cagr_5y": 0.11919010698036248, "earnings_cagr_3y": 0.008611934665924581, "quarterly_revenue_growth_yoy": 0.12959759732634812, "quarterly_earnings_growth_yoy": 0.12297188303040535, "revenue_growth_qoq": -0.006993492855639856, "gross_margin": 0.6838320695838522, "operating_margin": 0.32127157253348954, "net_margin": 0.23936541317911125, "roa_ttm": 0.01879843481732144, "roe_ttm": 0.034658843200326084, "debt_to_ebitda": 6.68252742334611, "net_debt_to_ebitda": 6.572498811466346, "interest_coverage": 15.659371974748094, "debt_to_equity": 0.7254820313737739, "current_ratio": 1.6867549592004922, "quick_ratio": 1.6867549592004922, "fcf_to_ebitda": 0.27327044408493356, "capex_to_revenue": 0.3300465431916338, "working_capital_to_revenue": 0.09333879524813413, "capital_efficiency": 0.02672863900882376, "financial_health": -0.7190031627703972, "margin_quality": 0.414823018432151, "growth_momentum": 0.12628474017837674, "company_age_years": 32.60506502395619, "ebitda": 1148474000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 18.000014687721226, "revenue_cagr_3y": 0.06116043643751756, "revenue_cagr_5y": 0.09201835466294939, "earnings_cagr_3y": 0.2417621332502664, "quarterly_revenue_growth_yoy": 0.04093672216186403, "quarterly_earnings_growth_yoy": 0.6647184272978001, "revenue_growth_qoq": 0.009914475110596507, "gross_margin": 0.5814816041328609, "operating_margin": 0.6328660188897504, "net_margin": 0.23710622087373376, "roa_ttm": 0.02802444035810175, "roe_ttm": 0.06206654914227589, "debt_to_ebitda": 6.087771014106152, "net_debt_to_ebitda": 5.932952172567765, "interest_coverage": 17.18864106776562, "debt_to_equity": 1.0777825365383586, "current_ratio": 1.13208854233793, "quick_ratio": 1.1320885413310349, "fcf_to_ebitda": 0.5974198209717979, "capex_to_revenue": 0.07582440303851697, "working_capital_to_revenue": 0.038095879741729545, "capital_efficiency": 0.04504549475018882, "financial_health": -1.0513976116041501, "margin_quality": 0.48381794796544836, "growth_momentum": 0.35282757472983206, "company_age_years": 18.661190965092402, "ebitda": 1851887000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 16.966980261907242, "revenue_cagr_3y": 0.11216393369578315, "revenue_cagr_5y": 0.2161531196677804, "earnings_cagr_3y": 1.3194564259322363, "quarterly_revenue_growth_yoy": 0.047005428669242434, "quarterly_earnings_growth_yoy": 1.3405032086922737, "revenue_growth_qoq": -0.005429041049050917, "gross_margin": 0.5377127930897249, "operating_margin": 0.2845957515185827, "net_margin": 0.32641352907214644, "roa_ttm": 0.03733923885605579, "roe_ttm": 0.07279315090447755, "debt_to_ebitda": 5.772218607586128, "net_debt_to_ebitda": 5.576337922649694, "interest_coverage": 16.94355017410573, "debt_to_equity": 0.8346560164923355, "current_ratio": 1.6250718393732753, "quick_ratio": 1.6250718386939431, "fcf_to_ebitda": 0.7528079339108551, "capex_to_revenue": 0.003985172327008521, "working_capital_to_revenue": 0.21642357656456176, "capital_efficiency": 0.05506619488026667, "financial_health": -0.7765649000682333, "margin_quality": 0.3829073578934847, "growth_momentum": 0.6937543186807581, "company_age_years": 15.994524298425736, "ebitda": 2140987000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 15.16480627636441, "revenue_cagr_3y": 0.14497135226683922, "revenue_cagr_5y": 0.15968733467168228, "earnings_cagr_3y": 0.04158877254012183, "quarterly_revenue_growth_yoy": 0.14522412395895373, "quarterly_earnings_growth_yoy": 1.1782568807339449, "revenue_growth_qoq": -0.0027376994822177064, "gross_margin": 0.8225244042798073, "operating_margin": 0.28151242593460934, "net_margin": 0.20242124557739033, "roa_ttm": 0.02895992434637041, "roe_ttm": 0.05137334795487616, "debt_to_ebitda": 4.056355966717596, "net_debt_to_ebitda": 3.8832376048714146, "interest_coverage": 25.43564791562029, "debt_to_equity": 0.683414903743589, "current_ratio": 2.0520442095974, "quick_ratio": 2.002292269777553, "fcf_to_ebitda": 0.42117149916448426, "capex_to_revenue": 0.24088489823325965, "working_capital_to_revenue": 0.21039253961660723, "capital_efficiency": 0.04016663615062328, "financial_health": -0.6664182852675725, "margin_quality": 0.43548602526393565, "growth_momentum": 0.6617405023464493, "company_age_years": 9.462012320328542, "ebitda": 405139000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 18.97235843036547, "revenue_cagr_3y": 0.12717872339139857, "revenue_cagr_5y": 0.29292446225861335, "earnings_cagr_3y": 1.9326595628505259, "quarterly_revenue_growth_yoy": 0.08216926869350863, "quarterly_earnings_growth_yoy": 0.4729802557444515, "revenue_growth_qoq": 0.032880036697790736, "gross_margin": 0.5407408203320869, "operating_margin": 0.5069483245225713, "net_margin": 0.10768112204696208, "roa_ttm": 0.012830650901454221, "roe_ttm": 0.022420135858871038, "debt_to_ebitda": 6.831166454036106, "net_debt_to_ebitda": 6.548217106479405, "interest_coverage": 17.118314272285758, "debt_to_equity": 0.709538068431349, "current_ratio": 2.644079467633562, "quick_ratio": 2.6440794730131745, "fcf_to_ebitda": 0.7089584885353385, "capex_to_revenue": 0.05392873301616464, "working_capital_to_revenue": 0.27933970412822023, "capital_efficiency": 0.01762539338016263, "financial_health": -0.5240002672033771, "margin_quality": 0.38512342230054003, "growth_momentum": 0.2775747622189801, "company_age_years": 5.661875427789186, "ebitda": 546331000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 17.300909752930885, "revenue_cagr_3y": 0.21497421469977995, "revenue_cagr_5y": 0.18331329082130843, "earnings_cagr_3y": 1.1724332780299074, "quarterly_revenue_growth_yoy": 0.09153480900600806, "quarterly_earnings_growth_yoy": 0.6870658590814996, "revenue_growth_qoq": 0.020511765910990527, "gross_margin": 0.48786832589996204, "operating_margin": 0.20664110594519583, "net_margin": 0.0839809386122864, "roa_ttm": 0.018047198472998134, "roe_ttm": 0.050608793482008384, "debt_to_ebitda": 4.533146106293202, "net_debt_to_ebitda": 4.25534584680899, "interest_coverage": 16.787617904568464, "debt_to_equity": 1.3701395942725028, "current_ratio": 1.0004032814303752, "quick_ratio": 1.0004032807703402, "fcf_to_ebitda": -0.1286642062564934, "capex_to_revenue": 0.4133117125103566, "working_capital_to_revenue": 0.00012047351810671627, "capital_efficiency": 0.03432799597750326, "financial_health": -1.2775912905021465, "margin_quality": 0.25949679015248145, "growth_momentum": 0.38930033404375386, "company_age_years": 18.38740588637919, "ebitda": 2182021000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 17.699446642627276, "revenue_cagr_3y": 0.058530399860927895, "revenue_cagr_5y": 0.056956022532413275, "earnings_cagr_3y": -0.03534134572063541, "quarterly_revenue_growth_yoy": 0.013988090298332678, "quarterly_earnings_growth_yoy": 0.03844811685236422, "revenue_growth_qoq": -0.002347920439246198, "gross_margin": 0.3209489444048364, "operating_margin": 0.2953556722780777, "net_margin": 0.3030853060571229, "roa_ttm": 0.044660220147203326, "roe_ttm": 0.08844920688067004, "debt_to_ebitda": 3.8320625075491743, "net_debt_to_ebitda": 3.7989669267301167, "interest_coverage": 29.4128122737147, "debt_to_equity": 0.8351199734556644, "current_ratio": 0.07531465242039874, "quick_ratio": -0.01031119162311976, "fcf_to_ebitda": 0.5969483255642551, "capex_to_revenue": 0.14713363441144858, "working_capital_to_revenue": -0.3615739737062503, "capital_efficiency": 0.06655471351393669, "financial_health": -0.789562559044972, "margin_quality": 0.30646330758001233, "growth_momentum": 0.02621810357534845, "company_age_years": 30.924024640657084, "ebitda": 1299811000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 19.186020757048468, "revenue_cagr_3y": 0.08634093024867906, "revenue_cagr_5y": 0.1601274096039682, "earnings_cagr_3y": 0.014416423540802414, "quarterly_revenue_growth_yoy": 0.05615091965670397, "quarterly_earnings_growth_yoy": -0.1633642752681183, "revenue_growth_qoq": 0.015672204715063007, "gross_margin": 0.6602282323491269, "operating_margin": 0.36733005096962934, "net_margin": 0.3105622492987906, "roa_ttm": 0.05557150973779442, "roe_ttm": 0.0969773434482104, "debt_to_ebitda": 4.048103365738905, "net_debt_to_ebitda": 4.017554192406608, "interest_coverage": 34.93916410522534, "debt_to_equity": 0.689166510736975, "current_ratio": 3.108835448336219, "quick_ratio": 3.108835448336219, "fcf_to_ebitda": 0.6211512908720942, "capex_to_revenue": 0.03496688767104124, "working_capital_to_revenue": 0.10620714237463044, "capital_efficiency": 0.07627442659300242, "financial_health": -0.6759746403285753, "margin_quality": 0.4460401775391823, "growth_momentum": -0.05360667780570717, "company_age_years": 23.307323750855577, "ebitda": 1750522000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 16.8625678419349, "revenue_cagr_3y": 0.02566426443118952, "revenue_cagr_5y": 0.09792351726662041, "earnings_cagr_3y": 0.1581888581010087, "quarterly_revenue_growth_yoy": 0.013834409288396868, "quarterly_earnings_growth_yoy": 0.21230033754865385, "revenue_growth_qoq": -0.012131127152007424, "gross_margin": 0.5903381385191248, "operating_margin": 0.5647780042902868, "net_margin": 0.1817367429653339, "roa_ttm": 0.030534942283987523, "roe_ttm": 0.05695115434940075, "debt_to_ebitda": 4.355216925237133, "net_debt_to_ebitda": 4.336443878929267, "interest_coverage": 24.87342703832091, "debt_to_equity": 0.764490671926573, "current_ratio": 0.07512531791175509, "quick_ratio": 0.0022077058643506157, "fcf_to_ebitda": 0.4209307009513955, "capex_to_revenue": 0.21735926226261185, "working_capital_to_revenue": -0.2634095407896137, "capital_efficiency": 0.043743048316694136, "financial_health": -0.7476438473243582, "margin_quality": 0.44561762859158177, "growth_momentum": 0.11306737341852535, "company_age_years": 26.420260095824776, "ebitda": 1047619000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 16.814163610086258, "revenue_cagr_3y": 0.0911886408849516, "revenue_cagr_5y": 0.08485870949012941, "earnings_cagr_3y": 0.008492002583490477, "quarterly_revenue_growth_yoy": 0.10276095836834023, "quarterly_earnings_growth_yoy": 0.3980148557155065, "revenue_growth_qoq": 0.013295630337108563, "gross_margin": 0.9482392228293868, "operating_margin": 0.44648486759142497, "net_margin": 0.24833029751062538, "roa_ttm": 0.023827161958111024, "roe_ttm": 0.044953096538373954, "debt_to_ebitda": 0.9632571255087812, "net_debt_to_ebitda": 0.9543490603093252, "interest_coverage": 16.507708643023996, "debt_to_equity": 0.1388570682561021, "current_ratio": 0.3290196518090235, "quick_ratio": 0.3343583647872611, "fcf_to_ebitda": 0.8067960981868266, "capex_to_revenue": 1.2444281606641774, "working_capital_to_revenue": -0.2839548197897635, "capital_efficiency": 0.03439012924824249, "financial_health": -0.10702200948793275, "margin_quality": 0.5476847959771457, "growth_momentum": 0.2503879070419234, "company_age_years": 24.202600958247775, "ebitda": 1166022000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 15.198105428976223, "revenue_cagr_3y": 0.10521158413405485, "revenue_cagr_5y": 0.008969445800670606, "earnings_cagr_3y": 0.40067175849518155, "quarterly_revenue_growth_yoy": 0.0911074171885503, "quarterly_earnings_growth_yoy": 0.10923779312798317, "revenue_growth_qoq": 0.08256151183459631, "gross_margin": 0.8326976283161739, "operating_margin": 0.5186063198637195, "net_margin": 0.4899144842540254, "roa_ttm": 0.06659545650173648, "roe_ttm": 0.7552928807867054, "debt_to_ebitda": 5.924305378787197, "net_debt_to_ebitda": 5.6851072328019505, "interest_coverage": 21.727986911076236, "debt_to_equity": 9.578036703305573, "current_ratio": 1.0382990568319785, "quick_ratio": 0.41069967349650405, "fcf_to_ebitda": 0.6419951693470434, "capex_to_revenue": 0.1401848365989048, "working_capital_to_revenue": 0.023390322674132984, "capital_efficiency": 0.41094416864422095, "financial_health": -8.558113372244701, "margin_quality": 0.613739477477973, "growth_momentum": 0.10017260515826673, "company_age_years": 30.04791238877481, "ebitda": 4887124000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 23.208927057736712, "revenue_cagr_3y": 0.06604369836332302, "revenue_cagr_5y": 0.09900997561162939, "earnings_cagr_3y": 0.29176338472104035, "quarterly_revenue_growth_yoy": 0.08780825636349715, "quarterly_earnings_growth_yoy": 0.29301122670898727, "revenue_growth_qoq": 0.054027806346968986, "gross_margin": 0.5289452383923116, "operating_margin": 0.48030060177942435, "net_margin": 0.14075431979089684, "roa_ttm": 0.015520660749206567, "roe_ttm": 0.025892562673782885, "debt_to_ebitda": 5.010065594314755, "net_debt_to_ebitda": 4.87976544497572, "interest_coverage": 20.618210998036066, "debt_to_equity": 0.4982174149287302, "current_ratio": 0.8635225399931282, "quick_ratio": 0.5282150282150282, "fcf_to_ebitda": 0.6753796687559506, "capex_to_revenue": 0.09152866428162923, "working_capital_to_revenue": -0.0391327035387332, "capital_efficiency": 0.020706611711494724, "financial_health": -0.4766726045825196, "margin_quality": 0.38333338665421096, "growth_momentum": 0.1904097415362422, "company_age_years": 7.663244353182751, "ebitda": 577412999.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 15.895576245251215, "revenue_cagr_3y": 0.08331006268680352, "revenue_cagr_5y": 0.2013994692885248, "earnings_cagr_3y": 0.1319704784041722, "quarterly_revenue_growth_yoy": 0.04617053142591541, "quarterly_earnings_growth_yoy": 0.2160125684477052, "revenue_growth_qoq": 0.015652004648117453, "gross_margin": 0.8690242153039327, "operating_margin": 0.3271752103121942, "net_margin": 0.2315045779382, "roa_ttm": 0.04195916363150741, "roe_ttm": 0.08379448242664442, "debt_to_ebitda": 4.027542768328904, "net_debt_to_ebitda": 3.982637885944026, "interest_coverage": 25.189406128213378, "debt_to_equity": 0.9057508186088024, "current_ratio": 1.0366089154026907, "quick_ratio": 1.0779050921934807, "fcf_to_ebitda": 0.48796880156418, "capex_to_revenue": 0.04894007076334343, "working_capital_to_revenue": 0.011027003285917887, "capital_efficiency": 0.0628768230290759, "financial_health": -0.9002776379089985, "margin_quality": 0.47590133451810895, "growth_momentum": 0.1310915499368103, "company_age_years": 23.318275154004105, "ebitda": 1409045000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 19.440045130997422, "revenue_cagr_3y": 0.06028995665597048, "revenue_cagr_5y": 0.07753865440846042, "earnings_cagr_3y": 0.03135983121421515, "quarterly_revenue_growth_yoy": 0.055499502595461596, "quarterly_earnings_growth_yoy": 0.06055377823724173, "revenue_growth_qoq": 0.013636420233110682, "gross_margin": 0.5908586360540039, "operating_margin": 0.17682832862455192, "net_margin": 0.16955074875207987, "roa_ttm": 0.029638421047027724, "roe_ttm": 0.06815529660620752, "debt_to_ebitda": 6.489906379297826, "net_debt_to_ebitda": 6.435919990681285, "interest_coverage": 16.85650512450252, "debt_to_equity": 1.1976462826793526, "current_ratio": 1.2744269931462107, "quick_ratio": 1.2744269924981595, "fcf_to_ebitda": 0.5769444329817747, "capex_to_revenue": 0.0975988723826312, "working_capital_to_revenue": 0.12024236731499743, "capital_efficiency": 0.04889685882661762, "financial_health": -1.1435305542493723, "margin_quality": 0.3124125711435452, "growth_momentum": 0.058026640416351666, "company_age_years": 19.156741957563312, "ebitda": 1914427000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 19.54177572178381, "revenue_cagr_3y": 0.07715774283283361, "revenue_cagr_5y": 0.10562870492989385, "earnings_cagr_3y": 0.16916419772702596, "quarterly_revenue_growth_yoy": 0.07650667394497082, "quarterly_earnings_growth_yoy": -0.12690007475703963, "revenue_growth_qoq": -0.005355845497066894, "gross_margin": 0.7390419848480275, "operating_margin": 0.611656756512028, "net_margin": 0.25381063052730074, "roa_ttm": 0.04196925459326053, "roe_ttm": 0.09398803787598382, "debt_to_ebitda": 4.736892425590751, "net_debt_to_ebitda": 4.602410317886412, "interest_coverage": 21.852091926929877, "debt_to_equity": 1.0738568346499229, "current_ratio": 0.41887651888485655, "quick_ratio": 0.3606004888516375, "fcf_to_ebitda": 0.8133302934694407, "capex_to_revenue": 0.15965183584240075, "working_capital_to_revenue": -0.20561155413126647, "capital_efficiency": 0.06797864623462217, "financial_health": -1.059979154007447, "margin_quality": 0.5348364572957854, "growth_momentum": -0.025196700406034403, "company_age_years": 15.189596167008897, "ebitda": 407913000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 16.33699096351699, "revenue_cagr_3y": 0.03907620350219165, "revenue_cagr_5y": 0.04405264478398929, "earnings_cagr_3y": -0.036035699776325036, "quarterly_revenue_growth_yoy": -0.1025742069069199, "quarterly_earnings_growth_yoy": 0.3011280324037107, "revenue_growth_qoq": -0.058349725496007324, "gross_margin": 0.4409467872148529, "operating_margin": 0.18640211720789823, "net_margin": 0.15165483013433914, "roa_ttm": 0.03931320088634648, "roe_ttm": 0.08123869806719033, "debt_to_ebitda": 6.0703283927599365, "net_debt_to_ebitda": 5.209022733067946, "interest_coverage": 15.425334567930546, "debt_to_equity": 0.7372612028559072, "current_ratio": 3.3242120826139425, "quick_ratio": 3.3242120826139425, "fcf_to_ebitda": 0.7566567937287947, "capex_to_revenue": 0.003693101509141349, "working_capital_to_revenue": 0.47642906159951265, "capital_efficiency": 0.06027594947676841, "financial_health": -0.6856606501548659, "margin_quality": 0.25966791151903007, "growth_momentum": 0.09927691274839541, "company_age_years": 19.49075975359343, "ebitda": 1949099000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 16.23959054278965, "revenue_cagr_3y": 0.013768869780262705, "revenue_cagr_5y": 0.057788348679889134, "earnings_cagr_3y": 0.3945286665173797, "quarterly_revenue_growth_yoy": -0.08580040908601572, "quarterly_earnings_growth_yoy": 13.482921083627797, "revenue_growth_qoq": 0.01003052769297863, "gross_margin": 0.7431307897629141, "operating_margin": 0.4239676558329408, "net_margin": 0.4826503375726174, "roa_ttm": 0.036920366616784606, "roe_ttm": 0.6667257997752942, "debt_to_ebitda": 4.976712659722968, "net_debt_to_ebitda": 4.708324385267905, "interest_coverage": 23.19551681195517, "debt_to_equity": 10.962834841227604, "current_ratio": 0.4492622533778054, "quick_ratio": 0.4492622533778054, "fcf_to_ebitda": 0.49668474175883176, "capex_to_revenue": 0.14716362929574336, "working_capital_to_revenue": -0.3606712142387753, "capital_efficiency": 0.3518230831960394, "financial_health": -9.667692884514745, "margin_quality": 0.5499162610561575, "growth_momentum": 6.698560337270891, "company_age_years": 26.573579739904176, "ebitda": 7450400000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 15.71226917253553, "revenue_cagr_3y": 0.022015306394779666, "revenue_cagr_5y": 0.06621767162490144, "earnings_cagr_3y": -0.13223037775118962, "quarterly_revenue_growth_yoy": 0.0682126634089579, "quarterly_earnings_growth_yoy": -0.6027648932250527, "revenue_growth_qoq": 0.054079804487494526, "gross_margin": 0.5623335682231205, "operating_margin": 0.08483583323178323, "net_margin": 0.08339788387260849, "roa_ttm": 0.05265479700564113, "roe_ttm": 0.11517245199735775, "debt_to_ebitda": 6.305713589552342, "net_debt_to_ebitda": 6.256480576093768, "interest_coverage": 16.87898134928118, "debt_to_equity": 1.1035300393871414, "current_ratio": 1.1306850200061775, "quick_ratio": 1.1306850200061775, "fcf_to_ebitda": 0.5312598752775718, "capex_to_revenue": 0.11442349255491467, "working_capital_to_revenue": 0.04575101715243543, "capital_efficiency": 0.08391362450149945, "financial_health": -1.0238983714029721, "margin_quality": 0.24352242844250407, "growth_momentum": -0.26727611490804737, "company_age_years": 19.906913073237508, "ebitda": 1879694000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 17.815337920047266, "revenue_cagr_3y": 0.021860586497101764, "revenue_cagr_5y": -0.007649505159547654, "earnings_cagr_3y": 0.09994017483050488, "quarterly_revenue_growth_yoy": -0.023666888764726446, "quarterly_earnings_growth_yoy": -0.15561482095233165, "revenue_growth_qoq": -0.04217029041264537, "gross_margin": 0.658627274563449, "operating_margin": 0.5460926167349113, "net_margin": 0.39919697887785144, "roa_ttm": 0.05437444674621726, "roe_ttm": 0.10628408708213587, "debt_to_ebitda": 4.877065070148446, "net_debt_to_ebitda": 4.76935181582491, "interest_coverage": 21.24873908530256, "debt_to_equity": 0.800728990222665, "current_ratio": 0.599485317635684, "quick_ratio": 0.599485317635684, "fcf_to_ebitda": 0.6987573802280866, "capex_to_revenue": 0.06857750442538076, "working_capital_to_revenue": -0.06064657142054353, "capital_efficiency": 0.08032926691417656, "financial_health": -0.7856420784383029, "margin_quality": 0.534638956725404, "growth_momentum": -0.08964085485852905, "company_age_years": 26.885694729637233, "ebitda": 1739953000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 19.46825387077118, "revenue_cagr_3y": 0.032726168140387646, "revenue_cagr_5y": 0.04852410221119552, "earnings_cagr_3y": -0.02285449126538286, "quarterly_revenue_growth_yoy": 0.03615948935678595, "quarterly_earnings_growth_yoy": -0.341501693093713, "revenue_growth_qoq": -0.016229830969539418, "gross_margin": 0.7594644731212169, "operating_margin": 0.5431673075502544, "net_margin": 0.538000749826829, "roa_ttm": 0.13378571043946896, "roe_ttm": 0.16777545316289655, "debt_to_ebitda": 1.8256250569760244, "net_debt_to_ebitda": 1.6290311436947333, "interest_coverage": 164.8769875800965, "debt_to_equity": 0.419841483602785, "current_ratio": 1.0690323624257732, "quick_ratio": 1.0690323624257732, "fcf_to_ebitda": 0.9021792429745563, "capex_to_revenue": 0.06579369353135056, "working_capital_to_revenue": 0.009294220258864004, "capital_efficiency": 0.15078058180118276, "financial_health": -0.17386909260933278, "margin_quality": 0.6135441768327667, "growth_momentum": -0.1526711018684635, "company_age_years": 39.115674195756334, "ebitda": 2084210000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 16.40652852432858, "revenue_cagr_3y": 0.07405986746914195, "revenue_cagr_5y": 0.0731608855480681, "earnings_cagr_3y": 0.7850407883191568, "quarterly_revenue_growth_yoy": 0.09224053350775663, "quarterly_earnings_growth_yoy": 0.6219152699402004, "revenue_growth_qoq": -0.044248338159953465, "gross_margin": 0.16166974770224177, "operating_margin": 0.2986988049053558, "net_margin": 0.18802236571458328, "roa_ttm": 0.019638827907994077, "roe_ttm": 0.05528913656109136, "debt_to_ebitda": 5.095719643247201, "net_debt_to_ebitda": 5.094865397296153, "interest_coverage": 25.264372878721144, "debt_to_equity": 1.462617909047185, "current_ratio": 0.8839658962763837, "quick_ratio": 0.5092549350161178, "fcf_to_ebitda": 0.49521345380970105, "capex_to_revenue": 0.14516550320639832, "working_capital_to_revenue": -0.0331559731119843, "capital_efficiency": 0.03746398223454272, "financial_health": -1.4030192358842024, "margin_quality": 0.21613030610739362, "growth_momentum": 0.3570779017239785, "company_age_years": 30.316221765913756, "ebitda": 975129000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 18.802100789478963, "revenue_cagr_3y": 0.06560724970225684, "revenue_cagr_5y": 0.0739562776279088, "earnings_cagr_3y": -0.39817735572802104, "quarterly_revenue_growth_yoy": 0.008613424649114151, "quarterly_earnings_growth_yoy": 0.20843587806720437, "revenue_growth_qoq": -0.06372365743973213, "gross_margin": 0.6376915255650746, "operating_margin": 0.3498122031093135, "net_margin": 0.15906765499257472, "roa_ttm": 0.03220724147086329, "roe_ttm": 0.106538980204947, "debt_to_ebitda": 6.430065057416358, "net_debt_to_ebitda": 5.666254353720493, "interest_coverage": 14.713322476500672, "debt_to_equity": 1.7328209455010268, "current_ratio": 3.3841997077291195, "quick_ratio": 3.6158035040387984, "fcf_to_ebitda": 0.608751261373397, "capex_to_revenue": 0.24902197821638547, "working_capital_to_revenue": 0.5836738865923248, "capital_efficiency": 0.06937311083790515, "financial_health": -1.6705953508007625, "margin_quality": 0.382190461222321, "growth_momentum": 0.10852465135815927, "company_age_years": 19.033538672142367, "ebitda": 1544943000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 19.566699416734394, "revenue_cagr_3y": 0.08666542228141716, "revenue_cagr_5y": 0.18707163957460926, "earnings_cagr_3y": -0.17491084204365615, "quarterly_revenue_growth_yoy": 0.008546349404273547, "quarterly_earnings_growth_yoy": -0.7559684793686764, "revenue_growth_qoq": 0.03028551360176168, "gross_margin": 0.517252339358808, "operating_margin": 0.27767270073987954, "net_margin": 0.07897115197701961, "roa_ttm": 0.034492438870321794, "roe_ttm": 0.06598879491918662, "debt_to_ebitda": 6.037326693191601, "net_debt_to_ebitda": 5.913533009186263, "interest_coverage": 15.568805168953645, "debt_to_equity": 0.7821894544609018, "current_ratio": 1.2477782191899127, "quick_ratio": 1.2477782184990067, "fcf_to_ebitda": 0.7880693337273822, "capex_to_revenue": 0.0034836755577290286, "working_capital_to_revenue": 0.08403468069666013, "capital_efficiency": 0.0502406168947542, "financial_health": -0.7452926848064175, "margin_quality": 0.29129873069190243, "growth_momentum": -0.3737110649822014, "company_age_years": 16.7419575633128, "ebitda": 1908393000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 20.544166461579017, "revenue_cagr_3y": 0.17245926168729908, "revenue_cagr_5y": 0.1896272541363344, "earnings_cagr_3y": 0.16119134597812068, "quarterly_revenue_growth_yoy": 0.1526853955722643, "quarterly_earnings_growth_yoy": 0.9570834444148227, "revenue_growth_qoq": 0.028582424123179878, "gross_margin": 0.6894090231552049, "operating_margin": 0.34702670903025323, "net_margin": 0.22079132164043805, "roa_ttm": 0.036618311971948654, "roe_ttm": 0.18153629909965108, "debt_to_ebitda": 5.240479590914092, "net_debt_to_ebitda": 5.030766415127638, "interest_coverage": 19.601834304048175, "debt_to_equity": 2.9681992512698008, "current_ratio": 0.5498041880368207, "quick_ratio": 0.405380627897494, "fcf_to_ebitda": 0.5817741508515178, "capex_to_revenue": 0.11599279085359288, "working_capital_to_revenue": -0.23308647028153504, "capital_efficiency": 0.10907730553579986, "financial_health": -2.677061828249687, "margin_quality": 0.41907568460863204, "growth_momentum": 0.5548844199935435, "company_age_years": 19.069130732375086, "ebitda": 3671796000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 18.170216253855767, "revenue_cagr_3y": 0.1655983048435703, "revenue_cagr_5y": 0.1282641002181626, "earnings_cagr_3y": 0.24869392260065215, "quarterly_revenue_growth_yoy": 0.1786017548825361, "quarterly_earnings_growth_yoy": 0.8051953779659522, "revenue_growth_qoq": 0.0002707226770278463, "gross_margin": 0.8090473140905418, "operating_margin": 0.6741686107680344, "net_margin": 0.3120549532653279, "roa_ttm": 0.046043444101406455, "roe_ttm": 0.10305806058517382, "debt_to_ebitda": 4.506105310018002, "net_debt_to_ebitda": 4.4969853198839544, "interest_coverage": 28.228104436425387, "debt_to_equity": 1.0601389921389228, "current_ratio": 0.25391097038903615, "quick_ratio": 0.25391096804713775, "fcf_to_ebitda": 0.8895389321610496, "capex_to_revenue": 0.03397130320419907, "working_capital_to_revenue": -0.31455791689540635, "capital_efficiency": 0.07455075234329014, "financial_health": -1.0376320367938634, "margin_quality": 0.5984236260413013, "growth_momentum": 0.4918985664242441, "company_age_years": 18.190280629705683, "ebitda": 664913000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 24.539416075703926, "revenue_cagr_3y": 0.12099845194728664, "revenue_cagr_5y": 0.11318085317885473, "earnings_cagr_3y": 0.08902133876989238, "quarterly_revenue_growth_yoy": 0.11736076944597189, "quarterly_earnings_growth_yoy": 0.15446468318741652, "revenue_growth_qoq": 0.047583515355429234, "gross_margin": 0.9315041290918588, "operating_margin": 0.47901350750488886, "net_margin": 0.26868020151176997, "roa_ttm": 0.016431883988226304, "roe_ttm": 0.030512523636914028, "debt_to_ebitda": 6.631138337141344, "net_debt_to_ebitda": 6.463891666316976, "interest_coverage": 19.863102680175324, "debt_to_equity": 0.7741342309814273, "current_ratio": 0.47799352694506253, "quick_ratio": -0.010477974969539759, "fcf_to_ebitda": 0.8523065836862798, "capex_to_revenue": 1.0011318134475176, "working_capital_to_revenue": -0.5208523319060294, "capital_efficiency": 0.023472203812570168, "financial_health": -0.6550590380813577, "margin_quality": 0.5597326127028391, "growth_momentum": 0.1359127263166942, "company_age_years": 26.699520876112253, "ebitda": 1382174000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 16.11001066773949, "revenue_cagr_3y": 0.08160384979585467, "revenue_cagr_5y": 0.06506292333942265, "earnings_cagr_3y": 0.5485718244860642, "quarterly_revenue_growth_yoy": 0.11123177294476956, "quarterly_earnings_growth_yoy": 0.2266024078987744, "revenue_growth_qoq": 0.002022861363916169, "gross_margin": 0.3587696797742296, "operating_margin": 0.32867136832673954, "net_margin": 0.256902688490132, "roa_ttm": 0.05836203747413192, "roe_ttm": 0.10681099353098852, "debt_to_ebitda": 3.446011725072964, "net_debt_to_ebitda": 3.342594199625431, "interest_coverage": 36.937018856790324, "debt_to_equity": 0.7650104619458107, "current_ratio": 0.2756118888839818, "quick_ratio": 0.14513271209645365, "fcf_to_ebitda": 0.5545045964232209, "capex_to_revenue": 0.1609333367425359, "working_capital_to_revenue": -0.19782605444464332, "capital_efficiency": 0.08258651550256021, "financial_health": -0.6960931615043848, "margin_quality": 0.31478124553036707, "growth_momentum": 0.16891709042177197, "company_age_years": 29.169062286105408, "ebitda": 1377049000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 19.957844089163192, "revenue_cagr_3y": 0.02885655690246458, "revenue_cagr_5y": 0.06684338489076724, "earnings_cagr_3y": -0.20061709018097995, "quarterly_revenue_growth_yoy": -0.007391837227171987, "quarterly_earnings_growth_yoy": -0.575095459194876, "revenue_growth_qoq": 0.0026974754067863476, "gross_margin": 0.6214532938384077, "operating_margin": 0.2520760426596378, "net_margin": 0.12690090654929082, "roa_ttm": 0.026790458000865252, "roe_ttm": 0.08791408768285891, "debt_to_ebitda": 6.44031515708611, "net_debt_to_ebitda": 6.164997209546633, "interest_coverage": 14.555002341338481, "debt_to_equity": 1.7130702413284407, "current_ratio": 2.0360859463100454, "quick_ratio": 2.3035412362161223, "fcf_to_ebitda": 0.6134519549587998, "capex_to_revenue": 0.22386854031844833, "working_capital_to_revenue": 0.2695885268170645, "capital_efficiency": 0.05735227284186208, "financial_health": -1.6907538361151928, "margin_quality": 0.33347674768244545, "growth_momentum": -0.291243648211024, "company_age_years": 19.28542094455852, "ebitda": 1523050000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 17.823538246817552, "revenue_cagr_3y": 0.42458358948389185, "revenue_cagr_5y": 0.29663951971711233, "earnings_cagr_3y": 0.2772804675290814, "quarterly_revenue_growth_yoy": 0.3142037176034262, "quarterly_earnings_growth_yoy": 0.32738530819026174, "revenue_growth_qoq": 0.06264096756407256, "gross_margin": 0.9254533414262496, "operating_margin": 0.432790346435048, "net_margin": 0.19365587038791499, "roa_ttm": 0.012394085529038678, "roe_ttm": 0.021769566416967666, "debt_to_ebitda": 6.42673885830418, "net_debt_to_ebitda": 6.314957769709552, "interest_coverage": 16.40281475531338, "debt_to_equity": 0.6570326494850073, "current_ratio": 1.5059089956641576, "quick_ratio": 1.5059089956641576, "fcf_to_ebitda": 0.8155803885050409, "capex_to_revenue": 1.4468753638408616, "working_capital_to_revenue": 0.2662565422430772, "capital_efficiency": 0.017081825973003173, "financial_health": -0.620879682392936, "margin_quality": 0.5172998527497376, "growth_momentum": 0.32079451289684396, "company_age_years": 29.700205338809035, "ebitda": 3961493000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 16.77401126338468, "revenue_cagr_3y": -0.0009028821749160754, "revenue_cagr_5y": -0.02217617420924145, "earnings_cagr_3y": -0.129166748174099, "quarterly_revenue_growth_yoy": -0.09149783979448856, "quarterly_earnings_growth_yoy": -0.6582405486960233, "revenue_growth_qoq": -0.04758604016329728, "gross_margin": 0.6328375905519148, "operating_margin": 0.29305965461342826, "net_margin": 0.14665996179508478, "roa_ttm": 0.04608926561112507, "roe_ttm": 0.09037754290951824, "debt_to_ebitda": 5.053456864917054, "net_debt_to_ebitda": 4.946909380298756, "interest_coverage": 20.69567475331998, "debt_to_equity": 0.8042024325218589, "current_ratio": 0.5152360153072065, "quick_ratio": 0.5912244231868693, "fcf_to_ebitda": 0.731204689850646, "capex_to_revenue": 0.06558258095160598, "working_capital_to_revenue": -0.08375820586526579, "capital_efficiency": 0.06823340426032165, "financial_health": -0.7897126160076865, "margin_quality": 0.3575190689868093, "growth_momentum": -0.37486919424525594, "company_age_years": 27.137577002053387, "ebitda": 1673742000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "AMT", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 20.907886963809396, "revenue_cagr_3y": 0.17102665382473048, "revenue_cagr_5y": 0.18031829637664876, "earnings_cagr_3y": 0.17089618104353677, "quarterly_revenue_growth_yoy": 0.19445788044737256, "quarterly_earnings_growth_yoy": 0.42335645597645316, "revenue_growth_qoq": 0.0070357121373456006, "gross_margin": 0.7278710551283235, "operating_margin": 0.35053260276778114, "net_margin": 0.21345924547359404, "roa_ttm": 0.028336796996340015, "roe_ttm": 0.11061423006731765, "debt_to_ebitda": 5.883689082191795, "net_debt_to_ebitda": 5.767411346794562, "interest_coverage": 18.063466593407966, "debt_to_equity": 2.4551397187667714, "current_ratio": 0.8650926924373787, "quick_ratio": 0.5662993800473394, "fcf_to_ebitda": 0.5229143558516317, "capex_to_revenue": 0.14529949875265313, "working_capital_to_revenue": -0.03244888507646386, "capital_efficiency": 0.06947551353182883, "financial_health": -2.4228270704748733, "margin_quality": 0.43062096778989956, "growth_momentum": 0.3089071682119129, "company_age_years": 17.82067077344285, "ebitda": 2893099000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 19.987877558511308, "revenue_cagr_3y": 0.1649889494573049, "revenue_cagr_5y": 0.08362907045256884, "earnings_cagr_3y": -0.17714028762572653, "quarterly_revenue_growth_yoy": 0.05797400174525321, "quarterly_earnings_growth_yoy": -0.06086645019955084, "revenue_growth_qoq": 0.009915423049911746, "gross_margin": 0.6856396465835126, "operating_margin": 0.40822078718075977, "net_margin": 0.2907964100894065, "roa_ttm": 0.03757428318154841, "roe_ttm": 0.0831030962808566, "debt_to_ebitda": 5.297409371468313, "net_debt_to_ebitda": 5.2769915094613, "interest_coverage": 18.746910282760055, "debt_to_equity": 1.0475752141663024, "current_ratio": 2.6884380764534828, "quick_ratio": 0.1784984792847863, "fcf_to_ebitda": 0.5363383465182996, "capex_to_revenue": 0.08961462168005785, "working_capital_to_revenue": 0.5345244839187385, "capital_efficiency": 0.0603386897312025, "financial_health": -1.008761803244765, "margin_quality": 0.4615522812845596, "growth_momentum": -0.001446224227148813, "company_age_years": 22.38740588637919, "ebitda": 2070540000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 17.14437000256424, "revenue_cagr_3y": 0.02804196366314038, "revenue_cagr_5y": 0.0473096679685987, "earnings_cagr_3y": 0.01136406362011999, "quarterly_revenue_growth_yoy": -0.0014863242577473352, "quarterly_earnings_growth_yoy": 0.015442727261894832, "revenue_growth_qoq": -0.04294108759071973, "gross_margin": 0.6563128355930292, "operating_margin": 0.32352252322585684, "net_margin": 0.2956913975416591, "roa_ttm": 0.04052385630253794, "roe_ttm": 0.07213789595158776, "debt_to_ebitda": 4.560088064419404, "net_debt_to_ebitda": 4.370664479138978, "interest_coverage": 31.914586415475945, "debt_to_equity": 0.7148811886516224, "current_ratio": 0.7446005983322235, "quick_ratio": 0.7446005983322235, "fcf_to_ebitda": 0.6791845122100778, "capex_to_revenue": 0.06567490913621242, "working_capital_to_revenue": -0.06533420965984717, "capital_efficiency": 0.05633087612706285, "financial_health": -0.6926307472582713, "margin_quality": 0.425175585453515, "growth_momentum": 0.006978201502073749, "company_age_years": 26.308008213552363, "ebitda": 1704207000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 18.491398307023065, "revenue_cagr_3y": 0.1424915570876477, "revenue_cagr_5y": 0.10502541335517823, "earnings_cagr_3y": 0.13609752052081237, "quarterly_revenue_growth_yoy": 0.03927547232375776, "quarterly_earnings_growth_yoy": 0.29868010363328507, "revenue_growth_qoq": 0.007610235389855028, "gross_margin": 0.2870795507231204, "operating_margin": 0.2563276151733146, "net_margin": 0.15868267950884646, "roa_ttm": 0.02101424286887852, "roe_ttm": 0.038857109580026195, "debt_to_ebitda": 5.0352536524692155, "net_debt_to_ebitda": 4.9866524496104105, "interest_coverage": 20.090722100656457, "debt_to_equity": 0.7562525283539612, "current_ratio": 0.1416269197748736, "quick_ratio": 0.002694839263569589, "fcf_to_ebitda": 0.5229146562747101, "capex_to_revenue": 0.16145784418221917, "working_capital_to_revenue": -0.22687135953386905, "capital_efficiency": 0.029935676224452357, "financial_health": -0.7400363046525217, "margin_quality": 0.23402994846842717, "growth_momentum": 0.16897778797852142, "company_age_years": 25.169062286105408, "ebitda": 918146000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 16.812171062785637, "revenue_cagr_3y": 0.25288589398706507, "revenue_cagr_5y": 0.2751655623386837, "earnings_cagr_3y": 2.6691539301250122, "quarterly_revenue_growth_yoy": 0.24530119810273301, "quarterly_earnings_growth_yoy": -0.08604656486802043, "revenue_growth_qoq": 0.007050788367401375, "gross_margin": 0.9281436455596849, "operating_margin": 0.43886103026265033, "net_margin": 0.148930947497536, "roa_ttm": 0.012504852361600318, "roe_ttm": 0.022161576847484207, "debt_to_ebitda": 6.059757489498759, "net_debt_to_ebitda": 5.956948840820137, "interest_coverage": 16.483640366077992, "debt_to_equity": 0.6752444817088696, "current_ratio": 1.6757956732452994, "quick_ratio": 1.676531558425531, "fcf_to_ebitda": 0.8256068538791052, "capex_to_revenue": 0.6581215228123242, "working_capital_to_revenue": 0.30750015840969563, "capital_efficiency": 0.017333214604542263, "financial_health": -0.6396819629104818, "margin_quality": 0.5053118744399571, "growth_momentum": 0.0796273166173563, "company_age_years": 30.203969883641342, "ebitda": 4328060000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 15.26076465777292, "revenue_cagr_3y": 0.1052722049280106, "revenue_cagr_5y": 0.12384453842520515, "earnings_cagr_3y": -0.16105355443711233, "quarterly_revenue_growth_yoy": 0.08738346053342207, "quarterly_earnings_growth_yoy": 0.2209522440275082, "revenue_growth_qoq": 0.04501439139347485, "gross_margin": 0.7979982440737489, "operating_margin": 0.36499686441740875, "net_margin": 0.2556327605669133, "roa_ttm": 0.027690724953481717, "roe_ttm": 0.05472501417870109, "debt_to_ebitda": 5.045640271376388, "net_debt_to_ebitda": 4.985201891572707, "interest_coverage": 18.955732373464684, "debt_to_equity": 0.8760673069664926, "current_ratio": 0.4826544843370047, "quick_ratio": 0.4826544843370047, "fcf_to_ebitda": 0.5550190140035679, "capex_to_revenue": 0.1656120012927035, "working_capital_to_revenue": -0.3770485180822118, "capital_efficiency": 0.041207869566091404, "financial_health": -0.7524690559185016, "margin_quality": 0.4728759563526903, "growth_momentum": 0.15416785228046515, "company_age_years": 13.713894592744696, "ebitda": 600347000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 17.502264026602457, "revenue_cagr_3y": 0.146808087765673, "revenue_cagr_5y": 0.10926306211190151, "earnings_cagr_3y": 0.055317491644925276, "quarterly_revenue_growth_yoy": 0.05756366108832496, "quarterly_earnings_growth_yoy": -0.016920735240714843, "revenue_growth_qoq": -0.0022830184124400365, "gross_margin": 0.7196012858402032, "operating_margin": 0.4547086984324502, "net_margin": 0.43980228478595257, "roa_ttm": 0.10906484223050116, "roe_ttm": 0.21506077902737072, "debt_to_ebitda": 2.8746873792014607, "net_debt_to_ebitda": 2.7956167303939603, "interest_coverage": 50.687125615981586, "debt_to_equity": 0.9926870568122628, "current_ratio": 0.538767584892413, "quick_ratio": 0.538767584892413, "fcf_to_ebitda": 0.7994144618264972, "capex_to_revenue": 0.10238113222540418, "working_capital_to_revenue": -0.050768030409472135, "capital_efficiency": 0.16206281062893593, "financial_health": -0.8976211394486829, "margin_quality": 0.5380374230195354, "growth_momentum": 0.02032146292380506, "company_age_years": 43.36481861738535, "ebitda": 3435472000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 18.900639299863403, "revenue_cagr_3y": 0.04850293364540437, "revenue_cagr_5y": 0.06499823190074272, "earnings_cagr_3y": 0.03461302764593421, "quarterly_revenue_growth_yoy": 0.03881217678733273, "quarterly_earnings_growth_yoy": 2.148457657796434, "revenue_growth_qoq": 0.0016806390382790256, "gross_margin": 0.25428633465584966, "operating_margin": 0.46707723890171926, "net_margin": 0.32275715047077636, "roa_ttm": 0.023005045499781555, "roe_ttm": 0.06163317648203624, "debt_to_ebitda": 5.576997099902589, "net_debt_to_ebitda": 5.575492161955224, "interest_coverage": 24.03336339044184, "debt_to_equity": 1.3947648273129774, "current_ratio": 2.6438641984111197, "quick_ratio": 0.22636850459889596, "fcf_to_ebitda": 0.5735620060836735, "capex_to_revenue": 0.11757315308056165, "working_capital_to_revenue": 0.43576207032046593, "capital_efficiency": 0.0423191109909089, "financial_health": -1.2789991041144735, "margin_quality": 0.3480402413427817, "growth_momentum": 1.0936349172918833, "company_age_years": 28.06570841889117, "ebitda": 719631000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 19.067540452127645, "revenue_cagr_3y": 0.0822801569433913, "revenue_cagr_5y": 0.13225462967769452, "earnings_cagr_3y": -0.12056181782181796, "quarterly_revenue_growth_yoy": 0.07364366315289685, "quarterly_earnings_growth_yoy": -0.39966329823189056, "revenue_growth_qoq": 0.009906517483625702, "gross_margin": 0.6591374342002025, "operating_margin": 0.3497713947417224, "net_margin": 0.25180994022739267, "roa_ttm": 0.04185515878708689, "roe_ttm": 0.07551433345163541, "debt_to_ebitda": 4.866809123525687, "net_debt_to_ebitda": 4.78052779448995, "interest_coverage": 28.861738609765393, "debt_to_equity": 0.7490402630873128, "current_ratio": 244.80466237942122, "quick_ratio": 244.80466237942122, "fcf_to_ebitda": 0.7532654745806293, "capex_to_revenue": 0.036648847682963184, "working_capital_to_revenue": 0.13804273370063652, "capital_efficiency": 0.058684746119361156, "financial_health": -0.7359944668848744, "margin_quality": 0.42023958972310593, "growth_momentum": -0.16300981753949687, "company_age_years": 24.057494866529773, "ebitda": 1590657000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 18.58730555020976, "revenue_cagr_3y": 0.011008770683205382, "revenue_cagr_5y": 0.021799597382017533, "earnings_cagr_3y": -0.11759546853218716, "quarterly_revenue_growth_yoy": 0.07919209976918885, "quarterly_earnings_growth_yoy": 1.9963258673072848, "revenue_growth_qoq": 0.007696122497688305, "gross_margin": 0.608965122084052, "operating_margin": 0.5860389057819733, "net_margin": 0.30072132840156124, "roa_ttm": 0.04567490672565229, "roe_ttm": 0.0824420630947139, "debt_to_ebitda": 5.545292201318707, "net_debt_to_ebitda": 5.468162449843412, "interest_coverage": 26.058809355280793, "debt_to_equity": 0.8615374766280625, "current_ratio": 0.48317483701932834, "quick_ratio": 0.5150542092680646, "fcf_to_ebitda": 0.7083188129901158, "capex_to_revenue": 0.09126670302699755, "working_capital_to_revenue": -0.08408673374190863, "capital_efficiency": 0.0640584849101831, "financial_health": -0.649902733612298, "margin_quality": 0.4985751187558622, "growth_momentum": 1.0377589835382368, "company_age_years": 29.634496919917865, "ebitda": 1730331000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 19.606706393376985, "revenue_cagr_3y": 0.06362667005041689, "revenue_cagr_5y": 0.06508927337554526, "earnings_cagr_3y": -0.3809897708073159, "quarterly_revenue_growth_yoy": 0.0474395009254816, "quarterly_earnings_growth_yoy": 1.0282563749138525, "revenue_growth_qoq": 0.025416000473737193, "gross_margin": 0.28030399279287604, "operating_margin": 0.21243690879061225, "net_margin": 0.07931301324771024, "roa_ttm": 0.02436515859260722, "roe_ttm": 0.06810205208062103, "debt_to_ebitda": 5.71968178272122, "net_debt_to_ebitda": 5.718230212204475, "interest_coverage": 23.001424140768403, "debt_to_equity": 1.5075496084488307, "current_ratio": 1.5417747106943713, "quick_ratio": 0.2711201626244005, "fcf_to_ebitda": 0.5714592342587153, "capex_to_revenue": 0.11692898559417278, "working_capital_to_revenue": 0.14072401793870123, "capital_efficiency": 0.04623360533661413, "financial_health": -1.3605594602191156, "margin_quality": 0.19068463827706617, "growth_momentum": 0.537847937919667, "company_age_years": 28.314852840520192, "ebitda": 726799000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 20.39672816393423, "revenue_cagr_3y": 0.32648910984328916, "revenue_cagr_5y": 0.3452401392280289, "earnings_cagr_3y": 0.2681400168610595, "quarterly_revenue_growth_yoy": 0.6021362628796921, "quarterly_earnings_growth_yoy": 2.8962333578644546, "revenue_growth_qoq": 0.14816269529545256, "gross_margin": 0.9909992778136759, "operating_margin": 0.718864266980881, "net_margin": 0.44271542057850927, "roa_ttm": 0.024886658010882187, "roe_ttm": 0.06640352229116364, "debt_to_ebitda": 12.851449557088086, "net_debt_to_ebitda": 12.266659289785812, "interest_coverage": 9.308186955432452, "debt_to_equity": 2.044098088350296, "current_ratio": 1.9472569790179588, "quick_ratio": 2.1093789363820674, "fcf_to_ebitda": 0.9370353312717942, "capex_to_revenue": 0.4812560961534545, "working_capital_to_revenue": 0.357386784105079, "capital_efficiency": 0.045645090151022916, "financial_health": -1.4859938424844101, "margin_quality": 0.717526321791022, "growth_momentum": 1.7491848103720733, "company_age_years": 10.480492813141684, "ebitda": 334378000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 16.927528500155837, "revenue_cagr_3y": 0.09018021848004576, "revenue_cagr_5y": 0.06528369199949435, "earnings_cagr_3y": 0.24738700829752114, "quarterly_revenue_growth_yoy": 0.08101567550096962, "quarterly_earnings_growth_yoy": -0.3085590075082344, "revenue_growth_qoq": 0.011555044770364042, "gross_margin": 0.3471015386455285, "operating_margin": 0.32116095420688934, "net_margin": 0.2722397252338614, "roa_ttm": 0.05245554231918231, "roe_ttm": 0.09663910124164093, "debt_to_ebitda": 3.5992430291875874, "net_debt_to_ebitda": 3.4853751146035004, "interest_coverage": 35.90874928518912, "debt_to_equity": 0.767613795521605, "current_ratio": 0.2625001202474211, "quick_ratio": 0.14407885665545425, "fcf_to_ebitda": 0.6149989724549682, "capex_to_revenue": 0.15981148425856642, "working_capital_to_revenue": -0.21770226799127465, "capital_efficiency": 0.07454732178041162, "financial_health": -0.6978511644069832, "margin_quality": 0.3135007393620931, "growth_momentum": -0.1137716660036324, "company_age_years": 29.418206707734427, "ebitda": 1318677000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 20.006125054450045, "revenue_cagr_3y": 0.0027655793319159017, "revenue_cagr_5y": 0.02384916914171753, "earnings_cagr_3y": -0.2569081495118062, "quarterly_revenue_growth_yoy": 0.02356345743068431, "quarterly_earnings_growth_yoy": -0.46557094482257855, "revenue_growth_qoq": 0.03387848179683592, "gross_margin": 0.6194113372843826, "operating_margin": 0.2559239910877553, "net_margin": 0.13560180035607655, "roa_ttm": 0.05174992082485688, "roe_ttm": 0.09343840463171438, "debt_to_ebitda": 4.4094058126185685, "net_debt_to_ebitda": 4.245397190174159, "interest_coverage": 35.09929090681766, "debt_to_equity": 0.803184674409055, "current_ratio": 0.7230645548854471, "quick_ratio": 1.046651814187776, "fcf_to_ebitda": 0.5208462249326244, "capex_to_revenue": 0.06480061383784687, "working_capital_to_revenue": -0.08300058591996103, "capital_efficiency": 0.07259416272828563, "financial_health": -0.709919487159958, "margin_quality": 0.33697904290940484, "growth_momentum": -0.2210037436959471, "company_age_years": 27.55920602327173, "ebitda": 1965104000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 20.131346062359512, "revenue_cagr_3y": 0.13864097696045996, "revenue_cagr_5y": 0.1436643014247636, "earnings_cagr_3y": -0.3280632008253995, "quarterly_revenue_growth_yoy": 0.04882407103953056, "quarterly_earnings_growth_yoy": -0.2408758290809046, "revenue_growth_qoq": 0.0070791973496404205, "gross_margin": 0.6270282938152384, "operating_margin": 0.20430743515535682, "net_margin": 0.08245480900620733, "roa_ttm": 0.012732015363725476, "roe_ttm": 0.03126278836403247, "debt_to_ebitda": 5.458075527481417, "net_debt_to_ebitda": 5.45420069272776, "interest_coverage": 21.940111618227824, "debt_to_equity": 1.0731685685191406, "current_ratio": 0.45762765819701506, "quick_ratio": 0.4584263602435952, "fcf_to_ebitda": 0.7886657580475576, "capex_to_revenue": 0.5900926393222595, "working_capital_to_revenue": -0.473854898915484, "capital_efficiency": 0.021997401863878975, "financial_health": -0.878574550130269, "margin_quality": 0.3045968459922675, "growth_momentum": -0.09602587902068702, "company_age_years": 14.91854893908282, "ebitda": 1855563000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 15.952746215844309, "revenue_cagr_3y": -0.053830512818607845, "revenue_cagr_5y": -0.005836464847767786, "earnings_cagr_3y": -0.48358148055840966, "quarterly_revenue_growth_yoy": -0.23534159199878507, "quarterly_earnings_growth_yoy": -0.8701268201033349, "revenue_growth_qoq": -0.23894764572006028, "gross_margin": 0.6197177504014708, "operating_margin": 0.27404994694343093, "net_margin": 0.05962196485215092, "roa_ttm": 0.035698651977617256, "roe_ttm": 0.11423893021520908, "debt_to_ebitda": 7.525701610868525, "net_debt_to_ebitda": 6.008728440102841, "interest_coverage": 18.96073137088017, "debt_to_equity": 1.997290373678667, "current_ratio": 1.8573322295553985, "quick_ratio": 1.857332228213691, "fcf_to_ebitda": -0.12727517572196537, "capex_to_revenue": 0.5485877758605031, "working_capital_to_revenue": 0.7253950594859686, "capital_efficiency": 0.07496879109641316, "financial_health": -1.7071625615618138, "margin_quality": 0.31779655406568424, "growth_momentum": -0.5527342060510599, "company_age_years": 47.15947980835045, "ebitda": 646049000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 19.393747597572787, "revenue_cagr_3y": 0.06609381968355765, "revenue_cagr_5y": 0.0815576436138632, "earnings_cagr_3y": -0.02279006567639741, "quarterly_revenue_growth_yoy": 0.046288828337874656, "quarterly_earnings_growth_yoy": -0.19212799272653802, "revenue_growth_qoq": 0.011845639529266266, "gross_margin": 0.664109295082138, "operating_margin": 0.3667354188151713, "net_margin": 0.33322395491525775, "roa_ttm": 0.04415270313087169, "roe_ttm": 0.07924896209609365, "debt_to_ebitda": 4.555687387124198, "net_debt_to_ebitda": 4.522299150522776, "interest_coverage": 30.941697321478085, "debt_to_equity": 0.7334095511203861, "current_ratio": 5.637910714285714, "quick_ratio": 5.637910714285714, "fcf_to_ebitda": 0.7354755764096369, "capex_to_revenue": 0.03934234406342535, "working_capital_to_revenue": 0.11485541086028239, "capital_efficiency": 0.06170083261348267, "financial_health": -0.7250289122027673, "margin_quality": 0.4546895562708557, "growth_momentum": -0.07291958219433169, "company_age_years": 24.55852156057495, "ebitda": 1673853000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 16.90703687145302, "revenue_cagr_3y": 0.12258405309740827, "revenue_cagr_5y": 0.10536933822043615, "earnings_cagr_3y": 0.08077125769022642, "quarterly_revenue_growth_yoy": 0.04772497923680756, "quarterly_earnings_growth_yoy": -0.1036314786974356, "revenue_growth_qoq": 0.013818461485283698, "gross_margin": 0.7434016557976357, "operating_margin": 0.47923604534904635, "net_margin": 0.44163155647193897, "roa_ttm": 0.10509323423062039, "roe_ttm": 0.2142384373733227, "debt_to_ebitda": 2.707978449282848, "net_debt_to_ebitda": 2.551771469986942, "interest_coverage": 47.40071822600907, "debt_to_equity": 0.9684088533873411, "current_ratio": 0.9275890618104189, "quick_ratio": 0.9275890618104189, "fcf_to_ebitda": 0.7947182710109554, "capex_to_revenue": 0.10129303973419759, "working_capital_to_revenue": -0.009134638104891134, "capital_efficiency": 0.15966583580197155, "financial_health": -0.9409998931669614, "margin_quality": 0.554756419206207, "growth_momentum": -0.027953249730314017, "company_age_years": 43.61396303901437, "ebitda": 3471439000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 18.997810541342893, "revenue_cagr_3y": 0.028997767147644016, "revenue_cagr_5y": 0.03634889522243867, "earnings_cagr_3y": -0.132883581783096, "quarterly_revenue_growth_yoy": 0.04344150631279344, "quarterly_earnings_growth_yoy": 0.014846368016538571, "revenue_growth_qoq": 0.03280741146513686, "gross_margin": 0.6221199969691847, "operating_margin": 0.34732559698317317, "net_margin": 0.17739448974477037, "roa_ttm": 0.02672372704891144, "roe_ttm": 0.09157542006675327, "debt_to_ebitda": 7.066302418766121, "net_debt_to_ebitda": 6.857031617539705, "interest_coverage": 16.159585177107147, "debt_to_equity": 1.8530723555219153, "current_ratio": 2.056204759553881, "quick_ratio": 2.2357110476480013, "fcf_to_ebitda": 0.7042875914540175, "capex_to_revenue": 0.330259513157875, "working_capital_to_revenue": 0.2943859883291066, "capital_efficiency": 0.05914957355783236, "financial_health": -1.8081288977953822, "margin_quality": 0.38228002789904275, "growth_momentum": 0.029143937164666005, "company_age_years": 21.284052019164957, "ebitda": 1541075000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 17.10773116649495, "revenue_cagr_3y": 0.048284457380937784, "revenue_cagr_5y": 0.1791418982256059, "earnings_cagr_3y": 0.22884948087815227, "quarterly_revenue_growth_yoy": 0.01901448736674904, "quarterly_earnings_growth_yoy": 0.015704376403296413, "revenue_growth_qoq": 0.0062915265124468414, "gross_margin": 0.8676724125647945, "operating_margin": 0.32456962757575153, "net_margin": 0.23075257112080635, "roa_ttm": 0.030032090222966778, "roe_ttm": 0.05951374402976368, "debt_to_ebitda": 4.477632572676555, "net_debt_to_ebitda": 4.3540295790885795, "interest_coverage": 23.05335531560258, "debt_to_equity": 0.9019490543000028, "current_ratio": 1.2015696976428092, "quick_ratio": 1.2474415726593364, "fcf_to_ebitda": 0.5867250106683705, "capex_to_revenue": 0.05705699665004501, "working_capital_to_revenue": 0.05476167042276389, "capital_efficiency": 0.044772917126365226, "financial_health": -0.8893849703140634, "margin_quality": 0.47433153708711745, "growth_momentum": 0.017359431885022727, "company_age_years": 24.317590691307323, "ebitda": 1272453000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 17.847387671326153, "revenue_cagr_3y": 0.07010815352482602, "revenue_cagr_5y": 0.054246771874771005, "earnings_cagr_3y": -0.17076652391143565, "quarterly_revenue_growth_yoy": 0.06727619152056803, "quarterly_earnings_growth_yoy": 0.0223702478823144, "revenue_growth_qoq": 0.0257251352784447, "gross_margin": 0.6726570426786196, "operating_margin": 0.3510069225928257, "net_margin": 0.21042948331000116, "roa_ttm": 0.03462949149166363, "roe_ttm": 0.09307874841483493, "debt_to_ebitda": 6.468777054697911, "net_debt_to_ebitda": 6.318718932695207, "interest_coverage": 19.022251006152565, "debt_to_equity": 1.6773817834186848, "current_ratio": 1.1618805582686476, "quick_ratio": 1.1618805582686476, "fcf_to_ebitda": 0.39942583243353663, "capex_to_revenue": 0.20521401270071488, "working_capital_to_revenue": 0.04190188049086367, "capital_efficiency": 0.06385411995324929, "financial_health": -1.3960545666549014, "margin_quality": 0.4113644828604821, "growth_momentum": 0.044823219701441215, "company_age_years": 51.663244353182755, "ebitda": 822408000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 18.263347225551524, "revenue_cagr_3y": 0.059476115054239775, "revenue_cagr_5y": 0.03741352080632998, "earnings_cagr_3y": 0.1163920402929628, "quarterly_revenue_growth_yoy": 0.08344796031963443, "quarterly_earnings_growth_yoy": -0.09320453742720321, "revenue_growth_qoq": 0.013372566068953486, "gross_margin": 0.6277669513807355, "operating_margin": 0.3628107209573494, "net_margin": 0.14847092271835363, "roa_ttm": 0.024859484488745726, "roe_ttm": 0.09333952983048995, "debt_to_ebitda": 6.938531769731062, "net_debt_to_ebitda": 6.498257269971065, "interest_coverage": 16.0253120568042, "debt_to_equity": 2.088008719776644, "current_ratio": 3.0002925953958024, "quick_ratio": 3.1649640898865, "fcf_to_ebitda": 0.7029587435698917, "capex_to_revenue": 0.2782790010927654, "working_capital_to_revenue": 0.46073918805261505, "capital_efficiency": 0.059099507159617835, "financial_health": -2.0527217172412464, "margin_quality": 0.3796828650188128, "growth_momentum": -0.004878288553784388, "company_age_years": 22.28336755646817, "ebitda": 1706231000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 18.039630652150983, "revenue_cagr_3y": 0.17336294466708613, "revenue_cagr_5y": 0.15833877192015122, "earnings_cagr_3y": 0.23809932315752613, "quarterly_revenue_growth_yoy": 0.09423699030587021, "quarterly_earnings_growth_yoy": 0.09551989646149663, "revenue_growth_qoq": 0.046575275580231466, "gross_margin": 0.63750207178505, "operating_margin": 0.17377580523378944, "net_margin": 0.143412951265477, "roa_ttm": 0.014627282151147968, "roe_ttm": 0.03384389291154759, "debt_to_ebitda": 4.970411872403463, "net_debt_to_ebitda": 4.905406149985596, "interest_coverage": 18.76539112966756, "debt_to_equity": 0.9388924397189329, "current_ratio": 0.2559480183467324, "quick_ratio": 0.2638713463143979, "fcf_to_ebitda": 0.7866207194031684, "capex_to_revenue": 0.5422679982352705, "working_capital_to_revenue": -0.4215001804836963, "capital_efficiency": 0.024235587531347778, "financial_health": -0.8500265525771271, "margin_quality": 0.31823027609477217, "growth_momentum": 0.09487844338368343, "company_age_years": 14.417522245037645, "ebitda": 1905663000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 16.566247004050094, "revenue_cagr_3y": -0.05185609359804144, "revenue_cagr_5y": 0.09340098937996655, "earnings_cagr_3y": -0.2726334354754786, "quarterly_revenue_growth_yoy": -0.1622455341607702, "quarterly_earnings_growth_yoy": -0.6318048252397155, "revenue_growth_qoq": -0.18524067715347356, "gross_margin": 0.667586851453618, "operating_margin": 0.19608589737487722, "net_margin": 0.08240990338059737, "roa_ttm": 0.00798941957398135, "roe_ttm": 0.014859564294771808, "debt_to_ebitda": 6.209166817361153, "net_debt_to_ebitda": 5.371843668104723, "interest_coverage": 17.255423476968797, "debt_to_equity": 0.7066968333626539, "current_ratio": 3.577847225322559, "quick_ratio": 3.4536809679003526, "fcf_to_ebitda": 0.7884435986417404, "capex_to_revenue": 0.2807431346526319, "working_capital_to_revenue": 0.5317951443157402, "capital_efficiency": 0.011424491934376578, "financial_health": -0.6500528806492816, "margin_quality": 0.31536088406969753, "growth_momentum": -0.39702517970024287, "company_age_years": 26.6694045174538, "ebitda": 696774000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 17.550913196494687, "revenue_cagr_3y": 0.0871845682264829, "revenue_cagr_5y": 0.06022101221465603, "earnings_cagr_3y": 0.024453859328557925, "quarterly_revenue_growth_yoy": 0.1332286671000503, "quarterly_earnings_growth_yoy": 0.18305639418312553, "revenue_growth_qoq": -0.016627950603092495, "gross_margin": 0.7159652996503989, "operating_margin": 0.6452387137275276, "net_margin": 0.2778084445454644, "roa_ttm": 0.03172886698998238, "roe_ttm": 0.05782103109482899, "debt_to_ebitda": 4.937565367447374, "net_debt_to_ebitda": 4.85517419971269, "interest_coverage": 19.042190953919402, "debt_to_equity": 0.6509309966496599, "current_ratio": 0.8010457591865033, "quick_ratio": 0.8402689507742085, "fcf_to_ebitda": 0.6659962026884787, "capex_to_revenue": 0.18916142526044843, "working_capital_to_revenue": -0.05663596977550928, "capital_efficiency": 0.044774949042405685, "financial_health": -0.6364123326522817, "margin_quality": 0.5463374859744636, "growth_momentum": 0.1581425306415879, "company_age_years": 30.6694045174538, "ebitda": 895897000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 18.903763730605764, "revenue_cagr_3y": 0.3170811529997739, "revenue_cagr_5y": 0.08736213305104701, "earnings_cagr_3y": 1.1483895200521417, "quarterly_revenue_growth_yoy": 0.1769632042851718, "quarterly_earnings_growth_yoy": -6.878624689312344, "revenue_growth_qoq": 0.053039108742690584, "gross_margin": 0.8070541885305755, "operating_margin": 0.16514680659568326, "net_margin": -0.32297451050316706, "roa_ttm": -0.015423064090700206, "roe_ttm": -0.035849199245947455, "debt_to_ebitda": 8.45704678512298, "net_debt_to_ebitda": 8.354541109802517, "interest_coverage": 11.910347631632446, "debt_to_equity": 1.2083204284345117, "current_ratio": 0.7439708107146036, "quick_ratio": 0.6505851205837857, "fcf_to_ebitda": 0.3104613651492652, "capex_to_revenue": 0.39028417485009126, "working_capital_to_revenue": -0.10527230564461906, "capital_efficiency": -0.02563613166832383, "financial_health": -1.1337353406601425, "margin_quality": 0.21640882820769725, "growth_momentum": -3.3508307425135864, "company_age_years": 4.7118412046543465, "ebitda": 117174000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 18.71065934433531, "revenue_cagr_3y": 0.10707152356589078, "revenue_cagr_5y": 0.10546692324106677, "earnings_cagr_3y": 0.5602203116993871, "quarterly_revenue_growth_yoy": 0.046889598842641426, "quarterly_earnings_growth_yoy": 1.4409940928820861, "revenue_growth_qoq": 0.002851079801362744, "gross_margin": 0.30658058572467056, "operating_margin": 0.28046600786436254, "net_margin": 0.3588841146114482, "roa_ttm": 0.03150461468596539, "roe_ttm": 0.05816680629773377, "debt_to_ebitda": 4.324391640232172, "net_debt_to_ebitda": 4.304821671093389, "interest_coverage": 23.94381893908188, "debt_to_equity": 0.7438474650056488, "current_ratio": 0.14936835908881088, "quick_ratio": 0.07621405067526077, "fcf_to_ebitda": 0.4571579580176566, "capex_to_revenue": 0.18470070693965998, "working_capital_to_revenue": -0.24480002340012322, "capital_efficiency": 0.044835710491849576, "financial_health": -0.7305161527198488, "margin_quality": 0.3153102360668271, "growth_momentum": 0.7439418458623638, "company_age_years": 25.921971252566735, "ebitda": 1046297000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 15.940427751013374, "revenue_cagr_3y": 0.09197798989251083, "revenue_cagr_5y": 0.2124318059003214, "earnings_cagr_3y": 0.06266018037477483, "quarterly_revenue_growth_yoy": 0.10731886829211976, "quarterly_earnings_growth_yoy": 0.14101100269877517, "revenue_growth_qoq": 0.022487257220908153, "gross_margin": 0.9437410400104261, "operating_margin": 0.4828717581128633, "net_margin": 0.2865241756809592, "roa_ttm": 0.025573044660556692, "roe_ttm": 0.0476429917264821, "debt_to_ebitda": 1.2287825251351243, "net_debt_to_ebitda": 1.2258008893644428, "interest_coverage": 17.04343060475608, "debt_to_equity": 0.17926095962038657, "current_ratio": 0.17719455351197447, "quick_ratio": 0.17719455241856563, "fcf_to_ebitda": 0.8061629171750236, "capex_to_revenue": 1.3765706755812024, "working_capital_to_revenue": -0.6307967254505188, "capital_efficiency": 0.036608018193519394, "financial_health": -0.08955758385046834, "margin_quality": 0.5710456579347496, "growth_momentum": 0.12416493549544746, "company_age_years": 22.951403148528406, "ebitda": 1072901000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "AMH", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 20.379213860267587, "revenue_cagr_3y": 0.07666320615149669, "revenue_cagr_5y": 0.1942756212958059, "earnings_cagr_3y": 0.32741883137411465, "quarterly_revenue_growth_yoy": 0.050659228458544814, "quarterly_earnings_growth_yoy": 0.1896606608518495, "revenue_growth_qoq": -0.04791756060931131, "gross_margin": 0.5585401922467519, "operating_margin": 0.515661420372522, "net_margin": 0.1315869159536636, "roa_ttm": 0.01549860556615311, "roe_ttm": 0.026434440286492587, "debt_to_ebitda": 6.550583787703323, "net_debt_to_ebitda": 6.48445227443126, "interest_coverage": 18.23271186984565, "debt_to_equity": 0.6975919073753436, "current_ratio": 1.597085811590577, "quick_ratio": 1.597085811590577, "fcf_to_ebitda": 0.6800695546880775, "capex_to_revenue": 0.06251738270283318, "working_capital_to_revenue": 0.12941564382032889, "capital_efficiency": 0.020966522926322846, "financial_health": -0.5269432365821347, "margin_quality": 0.4019295095243125, "growth_momentum": 0.12015994465519715, "company_age_years": 6.414784394250513, "ebitda": 568186000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 17.254879219883026, "revenue_cagr_3y": 0.01402587855968962, "revenue_cagr_5y": 0.03807191912947694, "earnings_cagr_3y": -0.05306503407472363, "quarterly_revenue_growth_yoy": 0.0803774777276377, "quarterly_earnings_growth_yoy": -0.339974965184266, "revenue_growth_qoq": -0.0008842247474140537, "gross_margin": 0.6329422757475083, "operating_margin": 0.3308800441617373, "net_margin": 0.15421536950004053, "roa_ttm": 0.03506392953406625, "roe_ttm": 0.13840326278563275, "debt_to_ebitda": 12.762737649467741, "net_debt_to_ebitda": 12.450359175085127, "interest_coverage": 18.427866214154083, "debt_to_equity": 4.598901925820315, "current_ratio": 3.159375803873623, "quick_ratio": 3.159375803873623, "fcf_to_ebitda": 0.40015204135886967, "capex_to_revenue": 0.12806261120427617, "working_capital_to_revenue": 0.48067140602094655, "capital_efficiency": 0.0867335961598495, "financial_health": -2.2934336509875703, "margin_quality": 0.37267922980309537, "growth_momentum": -0.12979874372831415, "company_age_years": 25.53593429158111, "ebitda": 2209925000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 15.448704924581655, "revenue_cagr_3y": 0.17667990334643435, "revenue_cagr_5y": 0.1735673901099546, "earnings_cagr_3y": 1.374713867474897, "quarterly_revenue_growth_yoy": 0.21698776979906048, "quarterly_earnings_growth_yoy": 0.37400087196628395, "revenue_growth_qoq": -0.007853358976954482, "gross_margin": 0.826623702355952, "operating_margin": 0.2908848210717838, "net_margin": 0.16076757611569756, "roa_ttm": 0.02586625901170154, "roe_ttm": 0.04566458130934038, "debt_to_ebitda": 4.3066473105533465, "net_debt_to_ebitda": 4.040073420940634, "interest_coverage": 24.97860823061371, "debt_to_equity": 0.6804465263639907, "current_ratio": 2.8419775828965803, "quick_ratio": 2.679751958901977, "fcf_to_ebitda": 0.31566565795554535, "capex_to_revenue": 0.33345043100094046, "working_capital_to_revenue": 0.3156901239975365, "capital_efficiency": 0.035765420160520964, "financial_health": -0.6555530714031039, "margin_quality": 0.4260920331811444, "growth_momentum": 0.29549432088267225, "company_age_years": 9.210130047912388, "ebitda": 382997000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 20.706836806169072, "revenue_cagr_3y": -0.026194248502449224, "revenue_cagr_5y": -0.009096414993011948, "earnings_cagr_3y": 0.06910942213967242, "quarterly_revenue_growth_yoy": 0.22238689738788733, "quarterly_earnings_growth_yoy": 3.6386617606977376, "revenue_growth_qoq": 0.033814244912474305, "gross_margin": 0.809198074279976, "operating_margin": 0.47227034122759254, "net_margin": 0.5250610464353972, "roa_ttm": 0.0594433434683102, "roe_ttm": 0.5973396864152549, "debt_to_ebitda": 11.389928699734416, "net_debt_to_ebitda": 11.293299097451044, "interest_coverage": 22.711641271048997, "debt_to_equity": 15.297902843552793, "current_ratio": 0.5926559981349268, "quick_ratio": 0.5926559977900537, "fcf_to_ebitda": 0.6920547039441058, "capex_to_revenue": 0.10312550791535285, "working_capital_to_revenue": -0.23996806228261222, "capital_efficiency": 0.32839151494178254, "financial_health": -7.560687406653059, "margin_quality": 0.6021764873143219, "growth_momentum": 1.9305243290428125, "company_age_years": 27.797399041752225, "ebitda": 4537150000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 19.31257721262402, "revenue_cagr_3y": 0.0801257158058768, "revenue_cagr_5y": 0.166239690767799, "earnings_cagr_3y": 0.18610247300023808, "quarterly_revenue_growth_yoy": 0.07149390243902438, "quarterly_earnings_growth_yoy": -0.019684599500953817, "revenue_growth_qoq": 0.00870299727520436, "gross_margin": 0.6725914880666173, "operating_margin": 0.36830958902629435, "net_margin": 0.42663036137808824, "roa_ttm": 0.047486749939084395, "roe_ttm": 0.08417945011025173, "debt_to_ebitda": 4.500340838197002, "net_debt_to_ebitda": 4.459941274662595, "interest_coverage": 31.616853568912667, "debt_to_equity": 0.7194153741714274, "current_ratio": 0.37073466756008444, "quick_ratio": -1.8016991794884762, "fcf_to_ebitda": 0.7119465594612107, "capex_to_revenue": 0.03427638561327583, "working_capital_to_revenue": -0.18446152627431578, "capital_efficiency": 0.06583310002466806, "financial_health": -0.7101433479309933, "margin_quality": 0.489177146157, "growth_momentum": 0.025904651469035284, "company_age_years": 23.811088295687885, "ebitda": 1660612000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 17.990973363889612, "revenue_cagr_3y": 0.15623257875065977, "revenue_cagr_5y": 0.24782769216461542, "earnings_cagr_3y": 0.19644506406617457, "quarterly_revenue_growth_yoy": 0.3887785393899559, "quarterly_earnings_growth_yoy": 0.3610626609238363, "revenue_growth_qoq": 0.004595196856770405, "gross_margin": 0.2786685736575218, "operating_margin": 0.24618645169678846, "net_margin": 0.29829410999869976, "roa_ttm": 0.021184359289646983, "roe_ttm": 0.038610206407320415, "debt_to_ebitda": 4.15444301116585, "net_debt_to_ebitda": 4.09972188296213, "interest_coverage": 21.894141211817725, "debt_to_equity": 0.5741174838184493, "current_ratio": 0.1887282742309428, "quick_ratio": 0.1887282742309428, "fcf_to_ebitda": 0.42176014235201015, "capex_to_revenue": 0.19502878329928783, "working_capital_to_revenue": -0.394591615655748, "capital_efficiency": 0.029897282848483697, "financial_health": -0.5304597289601762, "margin_quality": 0.27438304511767003, "growth_momentum": 0.3749206001568961, "company_age_years": 23.67145790554415, "ebitda": 874452000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 19.533914571371746, "revenue_cagr_3y": 0.058960326084452674, "revenue_cagr_5y": 0.07631368511118253, "earnings_cagr_3y": 0.03945908716202107, "quarterly_revenue_growth_yoy": 0.03205424399050085, "quarterly_earnings_growth_yoy": -0.05882935860530431, "revenue_growth_qoq": -0.020474648180767847, "gross_margin": 0.7740931239848403, "operating_margin": 0.5648869268252051, "net_margin": 0.579197332175134, "roa_ttm": 0.13437356865232594, "roe_ttm": 0.16132164967619161, "debt_to_ebitda": 0.7530288184723866, "net_debt_to_ebitda": 0.5268032621297596, "interest_coverage": 235.13943782987602, "debt_to_equity": 0.16136035209807956, "current_ratio": 1.2852156428954837, "quick_ratio": 1.2852156428954837, "fcf_to_ebitda": 0.790842003444206, "capex_to_revenue": 0.17263375164135433, "working_capital_to_revenue": 0.036040468752810535, "capital_efficiency": 0.14784760916425876, "financial_health": -0.11972466457513364, "margin_quality": 0.6393924609950598, "growth_momentum": -0.01338755730740173, "company_age_years": 37.1170431211499, "ebitda": 1915681000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "EXR", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 20.008534299476903, "revenue_cagr_3y": 0.19660340232588203, "revenue_cagr_5y": 0.24131601981817985, "earnings_cagr_3y": 0.2784470435672568, "quarterly_revenue_growth_yoy": 0.13007256765106145, "quarterly_earnings_growth_yoy": 0.04791742122419413, "revenue_growth_qoq": 0.04971735305922644, "gross_margin": 0.7459307249473809, "operating_margin": 0.4874446560725555, "net_margin": 0.3101725622764355, "roa_ttm": 0.05242670547610694, "roe_ttm": 0.16606017397676018, "debt_to_ebitda": 5.7572854126123145, "net_debt_to_ebitda": 5.713604681655694, "interest_coverage": 18.69947865586125, "debt_to_equity": 1.8774610213111855, "current_ratio": 0.24056770498191934, "quick_ratio": 0.24056770498191934, "fcf_to_ebitda": 0.8028542641436518, "capex_to_revenue": 0.006487239273653221, "working_capital_to_revenue": -0.15643114098871128, "capital_efficiency": 0.10924343972643356, "financial_health": -1.815352766708452, "margin_quality": 0.5145159810987906, "growth_momentum": 0.08899499443762779, "company_age_years": 12.881587953456537, "ebitda": 724530000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 22.407453596335127, "revenue_cagr_3y": 0.13159989600620903, "revenue_cagr_5y": 0.12064844880133396, "earnings_cagr_3y": 0.10891101526305569, "quarterly_revenue_growth_yoy": 0.2108870608939818, "quarterly_earnings_growth_yoy": 4.8939923157527065, "revenue_growth_qoq": 0.057399341244728015, "gross_margin": 0.939451837245428, "operating_margin": 0.4849731879132297, "net_margin": 0.2755633396000335, "roa_ttm": 0.01996306032948121, "roe_ttm": 0.035496265380376424, "debt_to_ebitda": 6.067037185959973, "net_debt_to_ebitda": 5.727926760234486, "interest_coverage": 21.136703314986065, "debt_to_equity": 0.6936106107396476, "current_ratio": 1.3149561862545918, "quick_ratio": 1.3149561851144995, "fcf_to_ebitda": 0.8295327009623312, "capex_to_revenue": 0.6208145599797962, "working_capital_to_revenue": 0.15233091023584533, "capital_efficiency": 0.027729662854928817, "financial_health": -0.641436196468969, "margin_quality": 0.5666627882528971, "growth_momentum": 2.5524396883233442, "company_age_years": 26.951403148528406, "ebitda": 1524527000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 20.073967821403528, "revenue_cagr_3y": 0.13282259118363138, "revenue_cagr_5y": 0.21677567543385967, "earnings_cagr_3y": 0.10338042872171171, "quarterly_revenue_growth_yoy": 0.06767115733081226, "quarterly_earnings_growth_yoy": 0.14719990315795844, "revenue_growth_qoq": 0.014686503242037168, "gross_margin": 0.9458712583797904, "operating_margin": 0.48716605359376325, "net_margin": 0.2797198927091673, "roa_ttm": 0.024203083392200012, "roe_ttm": 0.043595008176435135, "debt_to_ebitda": 1.4080989647150182, "net_debt_to_ebitda": 1.3864119774378103, "interest_coverage": 17.486717619559975, "debt_to_equity": 0.19517704286992946, "current_ratio": 0.2174403064247234, "quick_ratio": 0.2174403050469144, "fcf_to_ebitda": 0.7765645172754363, "capex_to_revenue": 0.8506616310553666, "working_capital_to_revenue": -0.5354648575673698, "capital_efficiency": 0.03389904578431757, "financial_health": -0.11822112828679053, "margin_quality": 0.5709190682275737, "growth_momentum": 0.10743553024438535, "company_age_years": 21.700205338809035, "ebitda": 942639000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 14.938574525251713, "revenue_cagr_3y": 0.05489269998709534, "revenue_cagr_5y": -0.040521153494294304, "earnings_cagr_3y": -0.3844118222058398, "quarterly_revenue_growth_yoy": -0.011308005548843245, "quarterly_earnings_growth_yoy": 0.9047955943577303, "revenue_growth_qoq": -0.020197563165888756, "gross_margin": 0.5023037616036715, "operating_margin": 0.1300222229262751, "net_margin": -0.10293152532553645, "roa_ttm": 0.006516937433533496, "roe_ttm": 0.0191491694414877, "debt_to_ebitda": 9.758033883392502, "net_debt_to_ebitda": 8.57899541867016, "interest_coverage": 10.267691485744816, "debt_to_equity": 1.4977956327971502, "current_ratio": 1.9963731643625342, "quick_ratio": -0.2951387831784751, "fcf_to_ebitda": 0.7664940882633283, "capex_to_revenue": 0.796265162218972, "working_capital_to_revenue": 0.5601649326979405, "capital_efficiency": 0.012833053437510598, "financial_health": -1.3318319563419663, "margin_quality": 0.1764648197348034, "growth_momentum": 0.4467437944044435, "company_age_years": 35.98631074606434, "ebitda": 845606000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 18.64475572283773, "revenue_cagr_3y": 0.05849798511817261, "revenue_cagr_5y": 0.07304854310789621, "earnings_cagr_3y": 0.06772531214965616, "quarterly_revenue_growth_yoy": 0.037761774123340364, "quarterly_earnings_growth_yoy": 0.0016207124126129389, "revenue_growth_qoq": -0.0035459938004605033, "gross_margin": 0.7121658576196703, "operating_margin": 0.4890077083370651, "net_margin": 0.5119938978152746, "roa_ttm": 0.1350212249848393, "roe_ttm": 0.16227325533463435, "debt_to_ebitda": 0.7531391743364046, "net_debt_to_ebitda": 0.5650607059871879, "interest_coverage": 238.29691358024692, "debt_to_equity": 0.16350382515898376, "current_ratio": 1.1107983317983348, "quick_ratio": 1.1107983317983348, "fcf_to_ebitda": 0.8217603829645038, "capex_to_revenue": 0.14443472755258727, "working_capital_to_revenue": 0.013446816727660278, "capital_efficiency": 0.14864724015973682, "financial_health": -0.12831487568507455, "margin_quality": 0.5710558212573367, "growth_momentum": 0.019691243267976652, "company_age_years": 37.36344969199179, "ebitda": 1930205000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 18.24537519997331, "revenue_cagr_3y": 0.044886792245455887, "revenue_cagr_5y": 0.06136157682158272, "earnings_cagr_3y": -0.12992068163780712, "quarterly_revenue_growth_yoy": 0.06288120331409737, "quarterly_earnings_growth_yoy": 0.09334578170089967, "revenue_growth_qoq": 0.022982459965334177, "gross_margin": 0.8709096479426691, "operating_margin": 0.3112117538928776, "net_margin": 0.34318063751282085, "roa_ttm": 0.03457473413873859, "roe_ttm": 0.07061991081962701, "debt_to_ebitda": 4.158326755108299, "net_debt_to_ebitda": 4.108573367559034, "interest_coverage": 25.758630778232884, "debt_to_equity": 0.9417014298214575, "current_ratio": 0.9052107532348551, "quick_ratio": 0.9329143521606391, "fcf_to_ebitda": 0.580249139624956, "capex_to_revenue": 0.06964260643561813, "working_capital_to_revenue": -0.02579246723806719, "capital_efficiency": 0.052597322479182806, "financial_health": -0.9273432793530583, "margin_quality": 0.5084340131161225, "growth_momentum": 0.07811349250749852, "company_age_years": 25.568788501026695, "ebitda": 1408688000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 22.56789986314659, "revenue_cagr_3y": 0.04454536892125471, "revenue_cagr_5y": 0.10325053884898971, "earnings_cagr_3y": 0.16966894257900456, "quarterly_revenue_growth_yoy": 0.0694141526799449, "quarterly_earnings_growth_yoy": 0.4119367562508357, "revenue_growth_qoq": 0.03581376293980459, "gross_margin": 0.2901066121637298, "operating_margin": 0.26211125227862786, "net_margin": 0.18666298403579518, "roa_ttm": 0.0383359640707964, "roe_ttm": 0.07285993632325481, "debt_to_ebitda": 3.9547924678654334, "net_debt_to_ebitda": 3.928971347399785, "interest_coverage": 29.426517816179842, "debt_to_equity": 0.7710730999104783, "current_ratio": 0.1402658237998503, "quick_ratio": 0.09162668395167325, "fcf_to_ebitda": 0.44260212036170876, "capex_to_revenue": 0.19982015547403933, "working_capital_to_revenue": -0.29607609851291705, "capital_efficiency": 0.055597950197025604, "financial_health": -0.7642022822425958, "margin_quality": 0.24629361615938428, "growth_momentum": 0.2406754544653903, "company_age_years": 27.67145790554415, "ebitda": 1154520000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 16.396042371225196, "revenue_cagr_3y": 0.10035546151776642, "revenue_cagr_5y": 0.06818575354503187, "earnings_cagr_3y": -0.6422347266377239, "quarterly_revenue_growth_yoy": 0.1538622502748831, "quarterly_earnings_growth_yoy": -0.943876521622167, "revenue_growth_qoq": 0.09556183306481328, "gross_margin": 0.5981782511210763, "operating_margin": 0.19835300712213136, "net_margin": 0.01100633078343445, "roa_ttm": 0.009431049691267275, "roe_ttm": 0.02181281710878418, "debt_to_ebitda": 7.250503472969795, "net_debt_to_ebitda": 7.1662355127309105, "interest_coverage": 19.82714630502241, "debt_to_equity": 0.9858338794991405, "current_ratio": 0.27059155080935177, "quick_ratio": 0.29660221935042413, "fcf_to_ebitda": 0.7741600779058174, "capex_to_revenue": 0.040756271870585815, "working_capital_to_revenue": -0.5881572228473154, "capital_efficiency": 0.015621933400025729, "financial_health": -0.9602756243715167, "margin_quality": 0.26917919634221404, "growth_momentum": -0.39500713567364193, "company_age_years": 36.40246406570842, "ebitda": 1207612000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 15.857186580212126, "revenue_cagr_3y": 0.0930391613438466, "revenue_cagr_5y": 0.10840648074165182, "earnings_cagr_3y": 0.13630775729807976, "quarterly_revenue_growth_yoy": 0.10152808549459143, "quarterly_earnings_growth_yoy": 0.12575619740732316, "revenue_growth_qoq": 0.0279580158474365, "gross_margin": 0.9532478902984788, "operating_margin": 0.49980921731774336, "net_margin": 0.29282627536004685, "roa_ttm": 0.02248338475653886, "roe_ttm": 0.04421357331193397, "debt_to_ebitda": 1.2450030110090295, "net_debt_to_ebitda": 1.2390909679484963, "interest_coverage": 16.26040494938133, "debt_to_equity": 0.18287299511219035, "current_ratio": 0.2166232409756873, "quick_ratio": 0.22374637882718468, "fcf_to_ebitda": 0.8209048281684994, "capex_to_revenue": 1.3359356130610418, "working_capital_to_revenue": -0.6389400539387229, "capital_efficiency": 0.03334847903423642, "financial_health": -0.0816007864513891, "margin_quality": 0.5819611276587563, "growth_momentum": 0.1136421414509573, "company_age_years": 23.95071868583162, "ebitda": 1127529000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 19.48920730593688, "revenue_cagr_3y": 0.03222029942754645, "revenue_cagr_5y": 0.05161102934718009, "earnings_cagr_3y": 0.027064329049359293, "quarterly_revenue_growth_yoy": 0.03251562924707801, "quarterly_earnings_growth_yoy": 0.05268142222645472, "revenue_growth_qoq": 0.02586117167170687, "gross_margin": 0.7089654151173121, "operating_margin": 0.5085900051553742, "net_margin": 0.5456223194796362, "roa_ttm": 0.1507573992709391, "roe_ttm": 0.19611323509382977, "debt_to_ebitda": 0.8350596917082742, "net_debt_to_ebitda": 0.5962412443191193, "interest_coverage": 179.94871794871796, "debt_to_equity": 0.21573921531866105, "current_ratio": 1.21663647682274, "quick_ratio": 1.21663647682274, "fcf_to_ebitda": 0.7900657045527335, "capex_to_revenue": 0.09209776510179375, "working_capital_to_revenue": 0.034161013032889834, "capital_efficiency": 0.17343531718238442, "financial_health": -0.16825358201412544, "margin_quality": 0.5877259132507743, "growth_momentum": 0.04259852573676637, "company_age_years": 38.86379192334018, "ebitda": 2266814000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 16.06541446483769, "revenue_cagr_3y": 0.06941042001846864, "revenue_cagr_5y": 0.03898696228655574, "earnings_cagr_3y": 0.2344087718273069, "quarterly_revenue_growth_yoy": 0.07758424462001005, "quarterly_earnings_growth_yoy": 2.9371320212261627, "revenue_growth_qoq": 0.008367021819488882, "gross_margin": 0.14444769610248442, "operating_margin": 0.670003894655081, "net_margin": 0.5664918839348778, "roa_ttm": 0.057360672044460125, "roe_ttm": 0.1339201444235789, "debt_to_ebitda": 4.2636905215541345, "net_debt_to_ebitda": 4.220550604714487, "interest_coverage": 25.281398994187185, "debt_to_equity": 1.192263347640601, "current_ratio": 0.6641997277947226, "quick_ratio": 0.5648900433944979, "fcf_to_ebitda": 0.6018791811069187, "capex_to_revenue": 0.07686607117698442, "working_capital_to_revenue": -0.10038941643889655, "capital_efficiency": 0.09564040823401952, "financial_health": -1.1621832955157547, "margin_quality": 0.4603144915641478, "growth_momentum": 1.5073581329230863, "company_age_years": 30.570841889117045, "ebitda": 1548334000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 20.098835120037677, "revenue_cagr_3y": 0.020823753094871833, "revenue_cagr_5y": 0.031486506556089866, "earnings_cagr_3y": -0.03826045115281873, "quarterly_revenue_growth_yoy": 0.053064615704172126, "quarterly_earnings_growth_yoy": 0.17104423707003752, "revenue_growth_qoq": 0.022763856336516734, "gross_margin": 0.6366949932607909, "operating_margin": 0.34360514809822806, "net_margin": 0.14834067523587233, "roa_ttm": 0.014482461012192758, "roe_ttm": 0.057883074115705625, "debt_to_ebitda": 9.952109501767213, "net_debt_to_ebitda": 9.314801691389434, "interest_coverage": 14.872119401856438, "debt_to_equity": 2.739016704747291, "current_ratio": 4.151375430087257, "quick_ratio": 4.317058797555847, "fcf_to_ebitda": 0.4729013506582322, "capex_to_revenue": 0.14781231942924497, "working_capital_to_revenue": 0.6574102252247624, "capital_efficiency": 0.03618276756394919, "financial_health": -2.2962888528499437, "margin_quality": 0.37621360553163047, "growth_momentum": 0.11205442638710482, "company_age_years": 24.28473648186174, "ebitda": 1573381000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 23.049194733956604, "revenue_cagr_3y": 0.13135308805204726, "revenue_cagr_5y": 0.16248847910945363, "earnings_cagr_3y": 0.12367136452856542, "quarterly_revenue_growth_yoy": 0.10089980312086164, "quarterly_earnings_growth_yoy": 0.6203712365196242, "revenue_growth_qoq": 0.0025651348919791157, "gross_margin": 0.6050871396319755, "operating_margin": 0.1698042788614584, "net_margin": 0.11091779273098497, "roa_ttm": 0.015621243211155806, "roe_ttm": 0.03234838628965996, "debt_to_ebitda": 5.701806973668105, "net_debt_to_ebitda": 5.65248374444212, "interest_coverage": 32.563294851627695, "debt_to_equity": 0.7978059024647982, "current_ratio": 0.3135718129284327, "quick_ratio": 0.3135718129284327, "fcf_to_ebitda": 0.31221437890730064, "capex_to_revenue": 0.617743843678056, "working_capital_to_revenue": -0.3847097632815107, "capital_efficiency": 0.023984814750407885, "financial_health": -0.7356813233957752, "margin_quality": 0.2952697370748063, "growth_momentum": 0.36063551982024294, "company_age_years": 16.66803559206023, "ebitda": 2442703000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 26.17544636398809, "revenue_cagr_3y": 0.07629614833959186, "revenue_cagr_5y": 0.07057229564761203, "earnings_cagr_3y": 0.7566639801138535, "quarterly_revenue_growth_yoy": 0.16749887212583253, "quarterly_earnings_growth_yoy": 6.29252471169687, "revenue_growth_qoq": 0.03819399585217421, "gross_margin": 0.6352091274675469, "operating_margin": 0.2139806918955738, "net_margin": 0.6958089362203796, "roa_ttm": 0.03803048948047233, "roe_ttm": 0.0722720006480063, "debt_to_ebitda": 4.273514943683329, "net_debt_to_ebitda": 3.5364946927515266, "interest_coverage": 33.85639899113172, "debt_to_equity": 0.8473318578483808, "current_ratio": 1.8370084411281726, "quick_ratio": 1.7974532568926278, "fcf_to_ebitda": 0.1787342386615689, "capex_to_revenue": 0.3748859944822641, "working_capital_to_revenue": 0.25405544843627714, "capital_efficiency": 0.05515124506423932, "financial_health": -0.6784036375984435, "margin_quality": 0.5149995851945001, "growth_momentum": 3.230011791911351, "company_age_years": 28.4435318275154, "ebitda": 832258000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 17.968945235195278, "revenue_cagr_3y": 0.18256695702791426, "revenue_cagr_5y": 0.20841142070623953, "earnings_cagr_3y": 0.15163085793223696, "quarterly_revenue_growth_yoy": 0.29942420395862895, "quarterly_earnings_growth_yoy": -0.15237816072447893, "revenue_growth_qoq": 0.010761858470676991, "gross_margin": 0.9831484540948785, "operating_margin": 0.8812426244984659, "net_margin": 0.3241798442294076, "roa_ttm": 0.025637271440858034, "roe_ttm": 0.05879241243344037, "debt_to_ebitda": 8.028791529236049, "net_debt_to_ebitda": 7.539923187027142, "interest_coverage": 9.975345648684362, "debt_to_equity": 1.2306092008592455, "current_ratio": 4.095201999465181, "quick_ratio": 4.280384143247278, "fcf_to_ebitda": 0.47907824432570834, "capex_to_revenue": 0.14608456627981617, "working_capital_to_revenue": 1.15779089595205, "capital_efficiency": 0.0422148419371492, "financial_health": -1.17539491894393, "margin_quality": 0.7295236409409173, "growth_momentum": 0.07352302161707501, "company_age_years": 15.482546201232033, "ebitda": 1124810000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 15.922762548724116, "revenue_cagr_3y": 0.15190922271973673, "revenue_cagr_5y": 0.15048661075697467, "earnings_cagr_3y": 0.28211575269280664, "quarterly_revenue_growth_yoy": 0.07802531493340549, "quarterly_earnings_growth_yoy": -0.2098531501657982, "revenue_growth_qoq": 0.04418908057357858, "gross_margin": 0.8079606874124977, "operating_margin": 0.35694803130281516, "net_margin": 0.2791149089976071, "roa_ttm": 0.028824983500674153, "roe_ttm": 0.05289721817814455, "debt_to_ebitda": 4.618421338627176, "net_debt_to_ebitda": 4.598598411847386, "interest_coverage": 23.242874584263042, "debt_to_equity": 0.7455584915933056, "current_ratio": 0.4825675018623511, "quick_ratio": 0.48014533029409534, "fcf_to_ebitda": 0.6795438408369681, "capex_to_revenue": 0.15428597744290568, "working_capital_to_revenue": -0.33387349088088375, "capital_efficiency": 0.04086110083940935, "financial_health": -0.6487841638909166, "margin_quality": 0.48134120923763996, "growth_momentum": -0.06591391761619636, "company_age_years": 12.459958932238193, "ebitda": 552088000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 19.995661459698063, "revenue_cagr_3y": 0.25965352726509705, "revenue_cagr_5y": 0.17040355780080851, "earnings_cagr_3y": -0.12974983835251852, "quarterly_revenue_growth_yoy": 0.014661231374754006, "quarterly_earnings_growth_yoy": -0.4893732970027248, "revenue_growth_qoq": 0.02287123241083195, "gross_margin": 0.7236537688929526, "operating_margin": 0.18575357078536497, "net_margin": 0.13954462962193315, "roa_ttm": 0.02150777564972697, "roe_ttm": 0.03853478028270749, "debt_to_ebitda": 5.91770570885319, "net_debt_to_ebitda": 5.762421139620664, "interest_coverage": 9.863419483101392, "debt_to_equity": 0.708784861237452, "current_ratio": 0.4733844443680453, "quick_ratio": 0.47766327454418356, "fcf_to_ebitda": 0.8348228622874381, "capex_to_revenue": 0.2967628803931034, "working_capital_to_revenue": -0.324430320429039, "capital_efficiency": 0.03002127796621723, "financial_health": -0.6204455802479668, "margin_quality": 0.3496506564334169, "growth_momentum": -0.2373560328139854, "company_age_years": 26.171115674195757, "ebitda": 744195000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 20.018610916091404, "revenue_cagr_3y": 0.1509085034692088, "revenue_cagr_5y": 0.14636238285305625, "earnings_cagr_3y": 0.7668493098934941, "quarterly_revenue_growth_yoy": 0.11917120239587452, "quarterly_earnings_growth_yoy": 0.7536496350364964, "revenue_growth_qoq": 0.003704374330421137, "gross_margin": 0.6626953403940257, "operating_margin": 0.30360726715124364, "net_margin": 0.18781241308808827, "roa_ttm": 0.027003720303567538, "roe_ttm": 0.05730922539048867, "debt_to_ebitda": 5.079562746399901, "net_debt_to_ebitda": 5.069775051384605, "interest_coverage": 23.147510846385764, "debt_to_equity": 0.979029028722577, "current_ratio": 0.042344246376111117, "quick_ratio": 0.042344246376111117, "fcf_to_ebitda": 0.8562470019028982, "capex_to_revenue": 0.25046689749239326, "working_capital_to_revenue": -0.41577245543251207, "capital_efficiency": 0.0421564728470281, "financial_health": -0.9456887072632383, "margin_quality": 0.3847050068777859, "growth_momentum": 0.43641041871618547, "company_age_years": 12.438056125941136, "ebitda": 314783000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 18.240774444872535, "revenue_cagr_3y": 0.09294945243569508, "revenue_cagr_5y": 0.1624920980152016, "earnings_cagr_3y": 0.18458788553386896, "quarterly_revenue_growth_yoy": 0.027193813938304577, "quarterly_earnings_growth_yoy": -0.00874845658852334, "revenue_growth_qoq": 0.007884377894411855, "gross_margin": 0.6630954614551066, "operating_margin": 0.3685916458303818, "net_margin": 0.45033752866983456, "roa_ttm": 0.057253748813647205, "roe_ttm": 0.10026004658591696, "debt_to_ebitda": 4.044656506230602, "net_debt_to_ebitda": 3.975901824381657, "interest_coverage": 35.908996855664874, "debt_to_equity": 0.6973651119131492, "current_ratio": 0.6262792743110939, "quick_ratio": 0.6262792743110939, "fcf_to_ebitda": 0.61619628796464, "capex_to_revenue": 0.033225453648321294, "working_capital_to_revenue": -0.11617884457360651, "capital_efficiency": 0.07875689769978209, "financial_health": -0.6850258105572335, "margin_quality": 0.49400821198510764, "growth_momentum": 0.009222678674890619, "company_age_years": 23.058179329226558, "ebitda": 1770134000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 15.914845618247599, "revenue_cagr_3y": 0.00880440685830508, "revenue_cagr_5y": 0.05004586118037602, "earnings_cagr_3y": 0.04960466990126022, "quarterly_revenue_growth_yoy": 0.017267845129220565, "quarterly_earnings_growth_yoy": 0.43104403067728253, "revenue_growth_qoq": -0.006543621994832812, "gross_margin": 0.8291834499468975, "operating_margin": 0.5255971045276772, "net_margin": 0.3955340530619995, "roa_ttm": 0.07314083455834912, "roe_ttm": 0.6692011092178519, "debt_to_ebitda": 5.114355482620914, "net_debt_to_ebitda": 4.965819130730631, "interest_coverage": 23.272064232615765, "debt_to_equity": 7.295326583257787, "current_ratio": 0.50537399648287, "quick_ratio": 0.5080895075909397, "fcf_to_ebitda": 0.5975087796426669, "capex_to_revenue": 0.13328875082411398, "working_capital_to_revenue": -0.24348912080428178, "capital_efficiency": 0.3711709718881005, "financial_health": -6.949501943978296, "margin_quality": 0.5834382025121914, "growth_momentum": 0.22415593790325156, "company_age_years": 24.54483230663929, "ebitda": 4808567000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 17.500124511440077, "revenue_cagr_3y": 0.008893238249620516, "revenue_cagr_5y": 0.04278112855118077, "earnings_cagr_3y": 0.21708148835108654, "quarterly_revenue_growth_yoy": 0.06437415196743555, "quarterly_earnings_growth_yoy": 0.404573250353551, "revenue_growth_qoq": 0.04581645692833395, "gross_margin": 0.823517098465111, "operating_margin": 0.514065771851942, "net_margin": 0.4129236046677546, "roa_ttm": 0.06540411037630398, "roe_ttm": 0.44832743817237486, "debt_to_ebitda": 4.5154604942880745, "net_debt_to_ebitda": 4.3606636930460505, "interest_coverage": 19.616550308363937, "debt_to_equity": 4.573949382126301, "current_ratio": 0.4924105194542304, "quick_ratio": 0.6356224778028076, "fcf_to_ebitda": 0.44239160168173014, "capex_to_revenue": 0.19386707779927587, "working_capital_to_revenue": -0.259509926030691, "capital_efficiency": 0.25686577427433943, "financial_health": -4.354571183427854, "margin_quality": 0.5835021583282692, "growth_momentum": 0.2344737011604933, "company_age_years": 22.04791238877481, "ebitda": 4529383000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 18.488639705552686, "revenue_cagr_3y": 0.08389279160949825, "revenue_cagr_5y": 0.12174716121994589, "earnings_cagr_3y": 0.18449486429911333, "quarterly_revenue_growth_yoy": 0.11301855674859008, "quarterly_earnings_growth_yoy": -0.051260554524223005, "revenue_growth_qoq": -0.04340682827707119, "gross_margin": 0.7071104018900282, "operating_margin": 0.48777802531435704, "net_margin": 0.4514540471367214, "roa_ttm": 0.04247041683979251, "roe_ttm": 0.07300500307081208, "debt_to_ebitda": 3.4369860846552034, "net_debt_to_ebitda": 3.356594641125525, "interest_coverage": 51.19009836065574, "debt_to_equity": 0.4805268606396665, "current_ratio": 1.5943214196173925, "quick_ratio": 1.5943214196173925, "fcf_to_ebitda": 0.6242344510785257, "capex_to_revenue": 0.3745480592955917, "working_capital_to_revenue": 0.14883387764517342, "capital_efficiency": 0.057737709955302294, "financial_health": -0.4728160994574447, "margin_quality": 0.5487808247803688, "growth_momentum": 0.03087900111218354, "company_age_years": 25.08145106091718, "ebitda": 3122596000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 18.19772565116653, "revenue_cagr_3y": 0.0715617887367721, "revenue_cagr_5y": 0.11703332731046756, "earnings_cagr_3y": 0.29448872116211433, "quarterly_revenue_growth_yoy": 0.033759329292608574, "quarterly_earnings_growth_yoy": 0.33421717584111027, "revenue_growth_qoq": -0.0072057944025316475, "gross_margin": 0.4913254798432471, "operating_margin": 0.25191256281131424, "net_margin": 0.4107560576296379, "roa_ttm": 0.02289745947431004, "roe_ttm": 0.04363985552018469, "debt_to_ebitda": 6.564494318595884, "net_debt_to_ebitda": 6.4471854406139135, "interest_coverage": 14.082459784158013, "debt_to_equity": 0.7796057749339129, "current_ratio": 0.9178399199831497, "quick_ratio": 0.9178399194317657, "fcf_to_ebitda": 0.8129671122874028, "capex_to_revenue": 0.0026981456477291263, "working_capital_to_revenue": -0.03437436632448477, "capital_efficiency": 0.03326865749724737, "financial_health": -0.7128801948471274, "margin_quality": 0.384664700094733, "growth_momentum": 0.1839882525668594, "company_age_years": 17.240246406570844, "ebitda": 1728974000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 19.7006462014704, "revenue_cagr_3y": -0.006658603553721054, "revenue_cagr_5y": 0.02660350766219821, "earnings_cagr_3y": 0.23200151038039274, "quarterly_revenue_growth_yoy": -0.08210780726659948, "quarterly_earnings_growth_yoy": -0.35716467035390725, "revenue_growth_qoq": 0.054352368189743365, "gross_margin": 0.6473192931625917, "operating_margin": 0.6915262421815564, "net_margin": 0.4315234177474683, "roa_ttm": 0.017312369801662123, "roe_ttm": 0.05344870477002886, "debt_to_ebitda": 9.040523213025697, "net_debt_to_ebitda": 7.526253594434033, "interest_coverage": 14.04267107050582, "debt_to_equity": 1.9342111724212379, "current_ratio": 3.6559657281565063, "quick_ratio": 3.6418129709073868, "fcf_to_ebitda": -0.25039074058618677, "capex_to_revenue": 0.6007655351205394, "working_capital_to_revenue": 1.058159603779321, "capital_efficiency": 0.03538053728584549, "financial_health": -1.6365804789538174, "margin_quality": 0.5901229843638721, "growth_momentum": -0.21963623881025338, "company_age_years": 47.663244353182755, "ebitda": 527204000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 17.086787040942163, "revenue_cagr_3y": 0.06358522418768464, "revenue_cagr_5y": 0.08629740595124624, "earnings_cagr_3y": 0.35354934433744556, "quarterly_revenue_growth_yoy": 0.041832120455761033, "quarterly_earnings_growth_yoy": 0.62351416607571, "revenue_growth_qoq": 0.004406387699615613, "gross_margin": 0.6668447071838485, "operating_margin": 0.36734598630989423, "net_margin": 0.6648292193874024, "roa_ttm": 0.052866454119106426, "roe_ttm": 0.09138832004120157, "debt_to_ebitda": 3.9402673112158344, "net_debt_to_ebitda": 3.8900758192210434, "interest_coverage": 33.095070677781806, "debt_to_equity": 0.6767542218718534, "current_ratio": 0.38669788995031534, "quick_ratio": 0.16999343319828025, "fcf_to_ebitda": 0.664871486256055, "capex_to_revenue": 0.03805241596422551, "working_capital_to_revenue": -0.1733360822540099, "capital_efficiency": 0.072127387080154, "financial_health": -0.6662734387531517, "margin_quality": 0.5663399709603817, "growth_momentum": 0.3326731432657355, "company_age_years": 24.810403832991103, "ebitda": 1826186000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 19.907405441511116, "revenue_cagr_3y": 0.1438127583696691, "revenue_cagr_5y": 0.10745762774539758, "earnings_cagr_3y": 0.11105772382153245, "quarterly_revenue_growth_yoy": 0.04439425440879015, "quarterly_earnings_growth_yoy": 0.03528015115287508, "revenue_growth_qoq": 0.015484398446574838, "gross_margin": 0.28437124131667446, "operating_margin": 0.25884778713272294, "net_margin": 0.15198458479589583, "roa_ttm": 0.021255309392691508, "roe_ttm": 0.039522927833426154, "debt_to_ebitda": 5.312238420117049, "net_debt_to_ebitda": 5.267882699623477, "interest_coverage": 20.108716475095786, "debt_to_equity": 0.8092575511221196, "current_ratio": 0.12812630494078345, "quick_ratio": -0.0012727337343296048, "fcf_to_ebitda": 0.516413088899811, "capex_to_revenue": 0.16319496403595407, "working_capital_to_revenue": -0.24474505930825327, "capital_efficiency": 0.030389118613058833, "financial_health": -0.7450982060300906, "margin_quality": 0.23173453774843109, "growth_momentum": 0.039837202780832616, "company_age_years": 25.418206707734427, "ebitda": 923714000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 15.049802427386497, "revenue_cagr_3y": 0.08551124866885029, "revenue_cagr_5y": 0.06265424884216109, "earnings_cagr_3y": 0.45013406834401204, "quarterly_revenue_growth_yoy": 0.027576729618001145, "quarterly_earnings_growth_yoy": 0.05767787506438084, "revenue_growth_qoq": 0.002535744780515153, "gross_margin": 0.3362722627119579, "operating_margin": 0.3049177553520645, "net_margin": 0.2644282240233103, "roa_ttm": 0.04887613100890161, "roe_ttm": 0.09203669089809503, "debt_to_ebitda": 3.550980337954367, "net_debt_to_ebitda": 3.509053939703879, "interest_coverage": 32.26644533088873, "debt_to_equity": 0.7591618077405082, "current_ratio": 0.0845885261993812, "quick_ratio": 0.0845885261993812, "fcf_to_ebitda": 0.46323905441578245, "capex_to_revenue": 0.2384842378171264, "working_capital_to_revenue": -0.34058926787412447, "capital_efficiency": 0.07045641095349832, "financial_health": -0.7158236740012092, "margin_quality": 0.30187274736244424, "growth_momentum": 0.04262730234119099, "company_age_years": 30.171115674195757, "ebitda": 1302306000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 19.134826118762355, "revenue_cagr_3y": 0.03882010477436104, "revenue_cagr_5y": 0.05731740943989738, "earnings_cagr_3y": 0.012367250483422465, "quarterly_revenue_growth_yoy": 0.03708382443897259, "quarterly_earnings_growth_yoy": -0.08357066086844543, "revenue_growth_qoq": 0.03180085858835072, "gross_margin": 0.7078050495815458, "operating_margin": 0.5078992896828187, "net_margin": 0.520509177860609, "roa_ttm": 0.15304278453610187, "roe_ttm": 0.19395846747164477, "debt_to_ebitda": 0.8531202812809042, "net_debt_to_ebitda": 0.6920974205043161, "interest_coverage": 182.6149012567325, "debt_to_equity": 0.21770958704900734, "current_ratio": 0.8774201246253084, "quick_ratio": 0.8774201246253084, "fcf_to_ebitda": 0.8287128708446784, "capex_to_revenue": 0.08435674227959251, "working_capital_to_revenue": -0.017986177011993645, "capital_efficiency": 0.17350062600387334, "financial_health": -0.18517542638393966, "margin_quality": 0.5787378390416579, "growth_momentum": -0.02324341821473642, "company_age_years": 38.61190965092403, "ebitda": 2237763000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 18.81737203191789, "revenue_cagr_3y": 0.1122072762010391, "revenue_cagr_5y": 0.23757351325473453, "earnings_cagr_3y": 1.1118737376823686, "quarterly_revenue_growth_yoy": 0.10167003608260614, "quarterly_earnings_growth_yoy": 0.7705184102421936, "revenue_growth_qoq": 0.013555523117563133, "gross_margin": 0.5598788012811162, "operating_margin": 0.3230479192082873, "net_margin": 0.3263761452972314, "roa_ttm": 0.029397140754598212, "roe_ttm": 0.05934416486447289, "debt_to_ebitda": 6.316461548084471, "net_debt_to_ebitda": 6.114885688070202, "interest_coverage": 16.39435153702033, "debt_to_equity": 0.9081155346793696, "current_ratio": 1.1382775420117175, "quick_ratio": 1.1382775420117175, "fcf_to_ebitda": 0.7501287428909234, "capex_to_revenue": 0.003441931325999999, "working_capital_to_revenue": 0.0696636623119939, "capital_efficiency": 0.044370652809535546, "financial_health": -0.8024807077917154, "margin_quality": 0.4031009552622116, "growth_momentum": 0.4360942231623999, "company_age_years": 15.742642026009582, "ebitda": 2126331000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 16.37985351686722, "revenue_cagr_3y": 0.07379380618429798, "revenue_cagr_5y": 0.18966098438768975, "earnings_cagr_3y": 0.35673103766693304, "quarterly_revenue_growth_yoy": 0.04870562062740474, "quarterly_earnings_growth_yoy": -0.470197219395712, "revenue_growth_qoq": 0.0020181839828788306, "gross_margin": 0.6996875941854265, "operating_margin": 0.325664224607609, "net_margin": 0.3002718336308627, "roa_ttm": 0.03465662524390378, "roe_ttm": 0.06898693504928628, "debt_to_ebitda": 4.346378003188866, "net_debt_to_ebitda": 4.300100087368247, "interest_coverage": 23.772898255970915, "debt_to_equity": 0.9145331686368542, "current_ratio": 0.8431531965369373, "quick_ratio": 0.8775628477499057, "fcf_to_ebitda": 0.5263028392409107, "capex_to_revenue": 0.052046375868007824, "working_capital_to_revenue": -0.05516390876450529, "capital_efficiency": 0.05182178014659503, "financial_health": -0.8811264451915936, "margin_quality": 0.44187455080796606, "growth_momentum": -0.21074579938415364, "company_age_years": 23.57015742642026, "ebitda": 1320846000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 21.416597352630234, "revenue_cagr_3y": 0.07687388415770635, "revenue_cagr_5y": 0.09276019182110473, "earnings_cagr_3y": 0.02291957198672856, "quarterly_revenue_growth_yoy": 0.08165162536597145, "quarterly_earnings_growth_yoy": 0.006754667618028303, "revenue_growth_qoq": 0.038887020652388186, "gross_margin": 0.7848655828463955, "operating_margin": 0.6273600437546392, "net_margin": 0.23623598484214287, "roa_ttm": 0.034662218075561586, "roe_ttm": 0.09039381819610788, "debt_to_ebitda": 5.70766935877074, "net_debt_to_ebitda": 5.6989992710561, "interest_coverage": 10.914930052427747, "debt_to_equity": 1.290609840761133, "current_ratio": 0.13719251565471993, "quick_ratio": 0.21177683742600073, "fcf_to_ebitda": 0.847295907776528, "capex_to_revenue": 0.4683825098806957, "working_capital_to_revenue": -0.47541123565735144, "capital_efficiency": 0.06252801813583474, "financial_health": -1.2255643545557064, "margin_quality": 0.5494872038143925, "growth_momentum": 0.04420314649199988, "company_age_years": 16.191649555099247, "ebitda": 414298000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 15.236100217945104, "revenue_cagr_3y": 0.18785759506777278, "revenue_cagr_5y": 0.0970495492147061, "earnings_cagr_3y": -0.11466423226690525, "quarterly_revenue_growth_yoy": 0.026757822269310696, "quarterly_earnings_growth_yoy": 3.805299423451656, "revenue_growth_qoq": 0.01241523096409716, "gross_margin": 0.6795858309178637, "operating_margin": 0.37328804281636746, "net_margin": 0.3092207093398405, "roa_ttm": 0.035803448195476616, "roe_ttm": 0.06868672552993475, "debt_to_ebitda": 6.115658851508061, "net_debt_to_ebitda": 5.5411567357255525, "interest_coverage": 20.03922002448486, "debt_to_equity": 0.8722648185679124, "current_ratio": 6.415992236340247, "quick_ratio": 6.415992236340247, "fcf_to_ebitda": 0.4124579806109087, "capex_to_revenue": 0.2902141976000897, "working_capital_to_revenue": 0.6728081193226422, "capital_efficiency": 0.05224508686270568, "financial_health": -0.7569126962152923, "margin_quality": 0.4540315276913572, "growth_momentum": 1.9160286228604835, "company_age_years": 32.106776180698155, "ebitda": 1358599000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 15.946012988802714, "revenue_cagr_3y": 0.08524432212155064, "revenue_cagr_5y": 0.05136279381291753, "earnings_cagr_3y": 0.34324803786540126, "quarterly_revenue_growth_yoy": 0.0547707523541127, "quarterly_earnings_growth_yoy": 0.8509727433511298, "revenue_growth_qoq": 0.016232841210615023, "gross_margin": 0.6818802102333373, "operating_margin": 0.530349398078716, "net_margin": 0.3782511180468296, "roa_ttm": 0.0344214762633255, "roe_ttm": 0.09676434044661235, "debt_to_ebitda": 5.656077312055302, "net_debt_to_ebitda": 5.527910034352913, "interest_coverage": 18.177085213937534, "debt_to_equity": 1.520808394127689, "current_ratio": 1.0234413283419395, "quick_ratio": 1.048322738288503, "fcf_to_ebitda": 0.3668436663136606, "capex_to_revenue": 0.23987661596289558, "working_capital_to_revenue": 0.0060319559852495, "capital_efficiency": 0.06559290835496892, "financial_health": -1.5078521711864257, "margin_quality": 0.5301602421196276, "growth_momentum": 0.45287174785262124, "company_age_years": 51.15947980835045, "ebitda": 805463000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 22.52117838670957, "revenue_cagr_3y": 0.13570321310693023, "revenue_cagr_5y": 0.1667990198948075, "earnings_cagr_3y": 0.5353593282537101, "quarterly_revenue_growth_yoy": 0.32435564052143895, "quarterly_earnings_growth_yoy": 0.7227494710152044, "revenue_growth_qoq": 0.026145083493688725, "gross_margin": 0.6200610606653943, "operating_margin": 0.17655960109722107, "net_margin": 0.3539280863470076, "roa_ttm": 0.014582658261065607, "roe_ttm": 0.029409426615932818, "debt_to_ebitda": 5.660876620257191, "net_debt_to_ebitda": 5.566446397803432, "interest_coverage": 28.269715955045328, "debt_to_equity": 0.7522149814196615, "current_ratio": 0.4998702280343873, "quick_ratio": 0.499870227465212, "fcf_to_ebitda": 0.5547927159684606, "capex_to_revenue": 0.6411246848000545, "working_capital_to_revenue": -0.21068400885455574, "capital_efficiency": 0.021996042438499213, "financial_health": -0.7204022492824909, "margin_quality": 0.38351624936987433, "growth_momentum": 0.5235525557683216, "company_age_years": 16.418891170431213, "ebitda": 2341835000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 15.604959367745606, "revenue_cagr_3y": -0.02522818785724612, "revenue_cagr_5y": 0.11188232259057918, "earnings_cagr_3y": -0.4132570528442301, "quarterly_revenue_growth_yoy": -0.11058680157009451, "quarterly_earnings_growth_yoy": -0.7772667427367682, "revenue_growth_qoq": 0.08630842920995357, "gross_margin": 0.6921731856926631, "operating_margin": 0.6141758942085557, "net_margin": 0.05053772006691627, "roa_ttm": 0.004249980362511228, "roe_ttm": 0.007731148815632309, "debt_to_ebitda": 6.1454457313958715, "net_debt_to_ebitda": 5.722529262257728, "interest_coverage": 16.337230799980013, "debt_to_equity": 0.6653746924048206, "current_ratio": 2.2095334457560427, "quick_ratio": 2.2095334457560427, "fcf_to_ebitda": 0.8051578647956765, "capex_to_revenue": 0.10454851914963828, "working_capital_to_revenue": 0.25505351505789603, "capital_efficiency": 0.005990564589071769, "financial_health": -0.6352251344759057, "margin_quality": 0.45229559998937835, "growth_momentum": -0.44392677215343135, "company_age_years": 26.921286789869953, "ebitda": 653914000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 16.089315626905226, "revenue_cagr_3y": 0.08574096397478637, "revenue_cagr_5y": 0.06372783534077153, "earnings_cagr_3y": 0.2440811910410079, "quarterly_revenue_growth_yoy": 0.027051035580010038, "quarterly_earnings_growth_yoy": -0.17118494378192448, "revenue_growth_qoq": 0.0003781994753174108, "gross_margin": 0.35428503984346615, "operating_margin": 0.32616316918304755, "net_margin": 0.2959463122894179, "roa_ttm": 0.048134951943501605, "roe_ttm": 0.09042769151143797, "debt_to_ebitda": 3.9156108857672542, "net_debt_to_ebitda": 3.8834833148772567, "interest_coverage": 33.33253842764198, "debt_to_equity": 0.8236592457221524, "current_ratio": 0.051910202350945796, "quick_ratio": 0.051910202350945796, "fcf_to_ebitda": 0.46488394445757797, "capex_to_revenue": 0.2510514468914594, "working_capital_to_revenue": -0.46832626783363773, "capital_efficiency": 0.06928132172746979, "financial_health": -0.7390900574304994, "margin_quality": 0.3254648404386439, "growth_momentum": -0.07206695410095722, "company_age_years": 29.921971252566735, "ebitda": 1285936000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 17.397004287125785, "revenue_cagr_3y": 0.06938083781113025, "revenue_cagr_5y": 0.01982453777075932, "earnings_cagr_3y": 0.725860109891588, "quarterly_revenue_growth_yoy": 0.036491898883543615, "quarterly_earnings_growth_yoy": 0.3949913929304124, "revenue_growth_qoq": 0.004560824742268041, "gross_margin": 0.61821547909329, "operating_margin": 0.5967053356649672, "net_margin": 0.4047341472158595, "roa_ttm": 0.046202532250014916, "roe_ttm": 0.08305179264437905, "debt_to_ebitda": 4.024611339670986, "net_debt_to_ebitda": 3.9997510341016294, "interest_coverage": 26.653127417723027, "debt_to_equity": 0.6514223587399409, "current_ratio": 0.2870335485792891, "quick_ratio": 0.2870335471190044, "fcf_to_ebitda": 0.674993999140342, "capex_to_revenue": 0.12117106149821326, "working_capital_to_revenue": -0.16837569757360604, "capital_efficiency": 0.06462716244719699, "financial_health": -0.6287711399279814, "margin_quality": 0.5398849873247055, "growth_momentum": 0.215741645906978, "company_age_years": 30.636550308008214, "ebitda": 1791410000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 15.170145969782785, "revenue_cagr_3y": 0.0472109726231662, "revenue_cagr_5y": -0.03981452073922498, "earnings_cagr_3y": -0.3188295861983864, "quarterly_revenue_growth_yoy": -0.02141176839947704, "quarterly_earnings_growth_yoy": -0.6861864038266415, "revenue_growth_qoq": -0.012471542434021444, "gross_margin": 1.0, "operating_margin": 0.14573474649097679, "net_margin": 0.014883987396161558, "roa_ttm": 0.005632817337270275, "roe_ttm": 0.016481416522253576, "debt_to_ebitda": 9.867906371818304, "net_debt_to_ebitda": 8.800833908119486, "interest_coverage": 9.826999659332527, "debt_to_equity": 1.4903048101609526, "current_ratio": 1.9785649309202755, "quick_ratio": -0.25759072839028413, "fcf_to_ebitda": 0.7026118203128829, "capex_to_revenue": 0.693035970504242, "working_capital_to_revenue": 0.5403707229347002, "capital_efficiency": 0.011057116929761926, "financial_health": -1.331419473416826, "margin_quality": 0.3868729112957128, "growth_momentum": -0.35379908611305927, "company_age_years": 36.23545516769336, "ebitda": 836543000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 20.068028013865977, "revenue_cagr_3y": 0.03444078365194447, "revenue_cagr_5y": 0.09976861236097245, "earnings_cagr_3y": -0.12274818656103159, "quarterly_revenue_growth_yoy": 0.016419675780978225, "quarterly_earnings_growth_yoy": -0.44286010334984527, "revenue_growth_qoq": 0.0010916849992556694, "gross_margin": 0.2851950026082174, "operating_margin": 0.2576328715647652, "net_margin": 0.19671860284519935, "roa_ttm": 0.022763622831368624, "roe_ttm": 0.04328736221830023, "debt_to_ebitda": 4.943629795142732, "net_debt_to_ebitda": 4.917319940693717, "interest_coverage": 23.386891971088104, "debt_to_equity": 0.8042615716244015, "current_ratio": 0.06741766583250358, "quick_ratio": -0.04803946436886918, "fcf_to_ebitda": 0.414525862969073, "capex_to_revenue": 0.25443687186528596, "working_capital_to_revenue": -0.2936017268341057, "capital_efficiency": 0.03302549252483443, "financial_health": -0.7727939335947333, "margin_quality": 0.246515492339394, "growth_momentum": -0.2132202137844335, "company_age_years": 26.924024640657084, "ebitda": 957740000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 18.199113318558638, "revenue_cagr_3y": 0.04383798153716789, "revenue_cagr_5y": 0.04376423430701859, "earnings_cagr_3y": -0.6194500076908704, "quarterly_revenue_growth_yoy": 0.07878686788054974, "quarterly_earnings_growth_yoy": -0.8162446003886115, "revenue_growth_qoq": 0.013069149828867269, "gross_margin": 0.5172167983261111, "operating_margin": 0.12511295135360903, "net_margin": 0.011488909683093643, "roa_ttm": 0.01753654432199826, "roe_ttm": 0.041453233481640435, "debt_to_ebitda": 6.834348962356049, "net_debt_to_ebitda": 6.7784641461412924, "interest_coverage": 16.307967816840463, "debt_to_equity": 1.245226544559335, "current_ratio": 0.746386295253502, "quick_ratio": 0.746386295253502, "fcf_to_ebitda": 0.4608612408012803, "capex_to_revenue": 0.1447671551223291, "working_capital_to_revenue": -0.08266244916403073, "capital_efficiency": 0.029494888901819345, "financial_health": -1.1596689650164083, "margin_quality": 0.21793955312093793, "growth_momentum": -0.36872886625403084, "company_age_years": 21.659137577002053, "ebitda": 1903254000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "INVH", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 17.993256273469633, "revenue_cagr_3y": 0.08208145316374393, "revenue_cagr_5y": 0.08209016459570262, "earnings_cagr_3y": 0.24285664381635663, "quarterly_revenue_growth_yoy": 0.055754972201800035, "quarterly_earnings_growth_yoy": 0.10470412054405386, "revenue_growth_qoq": -0.0018051798970805152, "gross_margin": 0.5938555368440217, "operating_margin": 0.28154840471530657, "net_margin": 0.2171195363585332, "roa_ttm": 0.02427240197570701, "roe_ttm": 0.04652331449238702, "debt_to_ebitda": 5.340871398609549, "net_debt_to_ebitda": 5.227252808216903, "interest_coverage": 16.139063452363438, "debt_to_equity": 0.8406785282497352, "current_ratio": 0.8245035825703276, "quick_ratio": 0.8245035825703276, "fcf_to_ebitda": 0.5587171441389643, "capex_to_revenue": 0.08605230661847418, "working_capital_to_revenue": -0.05479502791585304, "capital_efficiency": 0.035397858234047015, "financial_health": -0.7729269239833083, "margin_quality": 0.36417449263928714, "growth_momentum": 0.08022954637292695, "company_age_years": 7.912388774811773, "ebitda": 1535761000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 18.170435271550296, "revenue_cagr_3y": 0.11301643250682547, "revenue_cagr_5y": 0.09769986706157852, "earnings_cagr_3y": 0.5660744831957885, "quarterly_revenue_growth_yoy": 0.07681623862526597, "quarterly_earnings_growth_yoy": 0.060965293403387216, "revenue_growth_qoq": 0.06687331795463283, "gross_margin": 0.6594427802427982, "operating_margin": 0.37591387193405257, "net_margin": 0.27683055924682987, "roa_ttm": 0.030959233576851694, "roe_ttm": 0.10325067919954545, "debt_to_ebitda": 6.566666063451357, "net_debt_to_ebitda": 5.5289129715420255, "interest_coverage": 14.692609368619966, "debt_to_equity": 1.767086862234627, "current_ratio": 4.287910464023535, "quick_ratio": 4.520805810168476, "fcf_to_ebitda": 0.6120125589427532, "capex_to_revenue": 0.2055792588040168, "working_capital_to_revenue": 0.7608411829825121, "capital_efficiency": 0.06710495638819858, "financial_health": -1.68335239024567, "margin_quality": 0.4373957371412269, "growth_momentum": 0.06889076601432659, "company_age_years": 18.784394250513348, "ebitda": 1547264000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "EQR", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 18.764731803684196, "revenue_cagr_3y": 0.0704479325539844, "revenue_cagr_5y": 0.06736689821053665, "earnings_cagr_3y": 0.5219595629992988, "quarterly_revenue_growth_yoy": -0.07096347229996504, "quarterly_earnings_growth_yoy": 18.656578385071388, "revenue_growth_qoq": -0.11961154334585242, "gross_margin": 0.6561753432092304, "operating_margin": 0.3499126934514435, "net_margin": 5.795277854504162, "roa_ttm": 0.20070876452001127, "roe_ttm": 0.38642842603770217, "debt_to_ebitda": 4.39043522498454, "net_debt_to_ebitda": 4.203570569079439, "interest_coverage": 9.22564779944916, "debt_to_equity": 0.7815969092638568, "current_ratio": 1.4041915162401843, "quick_ratio": 1.4041915162401843, "fcf_to_ebitda": 0.4917724494593324, "capex_to_revenue": 0.08948069023830503, "working_capital_to_revenue": 0.071398836851113, "capital_efficiency": 0.2935685952788567, "financial_health": -0.7585708930580917, "margin_quality": 2.267121963721612, "growth_momentum": 9.292807456385711, "company_age_years": 22.636550308008214, "ebitda": 1969602000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 16.282983767877923, "revenue_cagr_3y": 0.04355187686879902, "revenue_cagr_5y": 0.061619746734656644, "earnings_cagr_3y": 0.17269664765385495, "quarterly_revenue_growth_yoy": 0.029974356991140965, "quarterly_earnings_growth_yoy": 0.5054096184119631, "revenue_growth_qoq": -0.019689453655884752, "gross_margin": 0.7683996187505415, "operating_margin": 0.5520463275857089, "net_margin": 0.8465543136065621, "roa_ttm": 0.15656924655046042, "roe_ttm": 0.1876237872386994, "debt_to_ebitda": 0.6331794730123564, "net_debt_to_ebitda": 0.47144569450047485, "interest_coverage": 282.71025316455695, "debt_to_equity": 0.15506918268786876, "current_ratio": 0.9729541910095109, "quick_ratio": 0.9729541910095109, "fcf_to_ebitda": 0.8205587775828095, "capex_to_revenue": 0.08060327925991548, "working_capital_to_revenue": -0.003645598849790145, "capital_efficiency": 0.17209651689457992, "financial_health": -0.12181091693392343, "margin_quality": 0.7223334199809376, "growth_momentum": 0.267691987701552, "company_age_years": 38.116358658453116, "ebitda": 2233411000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 17.47806205650971, "revenue_cagr_3y": 0.032487470538068, "revenue_cagr_5y": 0.012090007442385975, "earnings_cagr_3y": 0.1211216970361002, "quarterly_revenue_growth_yoy": 0.001210407541273775, "quarterly_earnings_growth_yoy": 0.4470039087700656, "revenue_growth_qoq": 0.01713689712019766, "gross_margin": 0.8282731849726692, "operating_margin": 0.5249395527886968, "net_margin": 0.40061161651112426, "roa_ttm": 0.06038758944470764, "roe_ttm": 0.5284514975985902, "debt_to_ebitda": 5.774743573266231, "net_debt_to_ebitda": 5.440513056399225, "interest_coverage": 21.635680659560457, "debt_to_equity": 6.947846652675624, "current_ratio": 0.8315920208344546, "quick_ratio": 1.049934443826507, "fcf_to_ebitda": 0.6452524131959712, "capex_to_revenue": 0.13218043920882397, "working_capital_to_revenue": -0.0813533500365884, "capital_efficiency": 0.29441954352164895, "financial_health": -6.636451599682779, "margin_quality": 0.58460811809083, "growth_momentum": 0.2241071581556697, "company_age_years": 24.04928131416838, "ebitda": 4434990000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 18.453386849810283, "revenue_cagr_3y": 0.2978303646869682, "revenue_cagr_5y": 0.2728416380759733, "earnings_cagr_3y": 0.38893812588347476, "quarterly_revenue_growth_yoy": 0.39528268341827666, "quarterly_earnings_growth_yoy": 0.08678472952613775, "revenue_growth_qoq": 0.058588668341256665, "gross_margin": 0.9913976667799298, "operating_margin": 0.6835485332427228, "net_margin": 0.43302752293577984, "roa_ttm": 0.02922446858085099, "roe_ttm": 0.06818027390443973, "debt_to_ebitda": 9.85484262495892, "net_debt_to_ebitda": 9.503374189596965, "interest_coverage": 12.52452115344138, "debt_to_equity": 1.379250029531335, "current_ratio": 2.306253977958975, "quick_ratio": 3.0665590842801085, "fcf_to_ebitda": 0.4797231185205103, "capex_to_revenue": 0.1768669983324835, "working_capital_to_revenue": 0.3991106578651195, "capital_efficiency": 0.048702371242645356, "financial_health": -1.2417755386388085, "margin_quality": 0.7026579076528107, "growth_momentum": 0.2410337064722072, "company_age_years": 12.229979466119097, "ebitda": 535536000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 17.565023948690424, "revenue_cagr_3y": 0.08402136030207297, "revenue_cagr_5y": 0.1041359185020243, "earnings_cagr_3y": -0.002752401021166806, "quarterly_revenue_growth_yoy": 0.01513879165560219, "quarterly_earnings_growth_yoy": 0.39908534642105936, "revenue_growth_qoq": -0.008697899740519533, "gross_margin": 0.7360566727279059, "operating_margin": 0.46985078480449316, "net_margin": 0.5219915969312747, "roa_ttm": 0.10488574651780665, "roe_ttm": 0.2133321376363872, "debt_to_ebitda": 2.667535021786834, "net_debt_to_ebitda": 2.5399295999196863, "interest_coverage": 48.6067235045401, "debt_to_equity": 0.9629788338989557, "current_ratio": 0.7605907712393413, "quick_ratio": 0.7605907712393413, "fcf_to_ebitda": 0.7724018793889533, "capex_to_revenue": 0.08945024465373659, "working_capital_to_revenue": -0.02999223105126143, "capital_efficiency": 0.15910894207709692, "financial_health": -0.9403305172809402, "margin_quality": 0.5759663514878912, "growth_momentum": 0.20711206903833076, "company_age_years": 44.11772758384668, "ebitda": 3506246000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 15.640523873048297, "revenue_cagr_3y": 0.04656769441188313, "revenue_cagr_5y": 0.027884914834226393, "earnings_cagr_3y": 0.04798461770832474, "quarterly_revenue_growth_yoy": 0.0359788462010027, "quarterly_earnings_growth_yoy": 0.29863551831498003, "revenue_growth_qoq": -0.023471449024019188, "gross_margin": 0.8168682424532808, "operating_margin": 0.5034730042419139, "net_margin": 0.4457725031595588, "roa_ttm": 0.06740887346838241, "roe_ttm": 0.596387638459217, "debt_to_ebitda": 5.333398694325705, "net_debt_to_ebitda": 5.2538373221955315, "interest_coverage": 22.46020769664999, "debt_to_equity": 7.021218195810156, "current_ratio": 0.4047154334103038, "quick_ratio": 0.40509964537235904, "fcf_to_ebitda": 0.6273162437088239, "capex_to_revenue": 0.1353593840051834, "working_capital_to_revenue": -0.27731311279993415, "capital_efficiency": 0.33189825596379974, "financial_health": -6.73324330386606, "margin_quality": 0.5887045832849178, "growth_momentum": 0.16730718225799138, "company_age_years": 24.295687885010267, "ebitda": 4615393000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 19.853478520750926, "revenue_cagr_3y": 0.029068433641090463, "revenue_cagr_5y": 0.04778484085047063, "earnings_cagr_3y": -0.18248928788622332, "quarterly_revenue_growth_yoy": 0.09773259058823174, "quarterly_earnings_growth_yoy": -0.4361474648186917, "revenue_growth_qoq": 0.02922753372653182, "gross_margin": 0.6296676481570531, "operating_margin": 0.345339482230523, "net_margin": 0.13879109962288172, "roa_ttm": 0.024628950983542557, "roe_ttm": 0.08651122961961875, "debt_to_ebitda": 6.910000627864632, "net_debt_to_ebitda": 6.683912224524392, "interest_coverage": 15.767901870130384, "debt_to_equity": 1.885605328291144, "current_ratio": 2.705509694759071, "quick_ratio": 2.930861421166662, "fcf_to_ebitda": 0.7105550323350286, "capex_to_revenue": 0.25660281584014333, "working_capital_to_revenue": 0.3576988394114086, "capital_efficiency": 0.05557009030158065, "financial_health": -1.8680412879360577, "margin_quality": 0.3712660766701526, "growth_momentum": -0.16920743711522998, "company_age_years": 21.782340862423, "ebitda": 1592700000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 19.487265162588095, "revenue_cagr_3y": 0.02017607298595303, "revenue_cagr_5y": 0.037235332694618206, "earnings_cagr_3y": -0.2100522934901662, "quarterly_revenue_growth_yoy": 0.05843261689516853, "quarterly_earnings_growth_yoy": 1.1516885530530898, "revenue_growth_qoq": 0.007226814153862336, "gross_margin": 0.6183477137150988, "operating_margin": 0.27537234528580196, "net_margin": 0.3828488384741566, "roa_ttm": 0.031815681495260255, "roe_ttm": 0.056401078162162506, "debt_to_ebitda": 3.988958191632538, "net_debt_to_ebitda": 3.3223759424610355, "interest_coverage": 26.811911921621885, "debt_to_equity": 0.6331856751564137, "current_ratio": 1.5905818183257534, "quick_ratio": 1.5992898958593091, "fcf_to_ebitda": 0.2452388532727457, "capex_to_revenue": 0.3319872660107271, "working_capital_to_revenue": 0.1656173409583348, "capital_efficiency": 0.04410837982871138, "financial_health": -0.5733551844545954, "margin_quality": 0.4255229658250191, "growth_momentum": 0.6050605849741292, "company_age_years": 24.4435318275154, "ebitda": 552808000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 19.186297571117983, "revenue_cagr_3y": 0.05772374969012262, "revenue_cagr_5y": 0.04784430197995326, "earnings_cagr_3y": 0.17392913020430423, "quarterly_revenue_growth_yoy": 0.02805087653781388, "quarterly_earnings_growth_yoy": 0.20134587007506363, "revenue_growth_qoq": 0.03176876644011616, "gross_margin": 0.8121057967768176, "operating_margin": 0.49823676950827017, "net_margin": 0.3725242563927237, "roa_ttm": 0.06358680934652249, "roe_ttm": 0.4350231810476438, "debt_to_ebitda": 5.071289381381545, "net_debt_to_ebitda": 4.8922562932642, "interest_coverage": 21.18028865173298, "debt_to_equity": 4.985640517805477, "current_ratio": 0.5520550227825117, "quick_ratio": 0.5524380830896112, "fcf_to_ebitda": 0.5522875228145797, "capex_to_revenue": 0.15311479801791653, "working_capital_to_revenue": -0.2169592147066616, "capital_efficiency": 0.24930499519708316, "financial_health": -4.959913437363523, "margin_quality": 0.5609556075592704, "growth_momentum": 0.11469837330643876, "company_age_years": 22.798083504449007, "ebitda": 4550818000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 20.48322902489088, "revenue_cagr_3y": 0.1449760067871675, "revenue_cagr_5y": 0.10809846576644211, "earnings_cagr_3y": -0.022798973993577, "quarterly_revenue_growth_yoy": 0.04664725968754092, "quarterly_earnings_growth_yoy": 0.48974256975620845, "revenue_growth_qoq": 0.02023122806156263, "gross_margin": 0.28272606536551564, "operating_margin": 0.25812497594025485, "net_margin": 0.1892178658043654, "roa_ttm": 0.023605068176277683, "roe_ttm": 0.04402972550408716, "debt_to_ebitda": 4.914605038713658, "net_debt_to_ebitda": 4.887461861765915, "interest_coverage": 21.375171298272416, "debt_to_equity": 0.7754610696856508, "current_ratio": 0.1250580197708363, "quick_ratio": 0.002940307725356462, "fcf_to_ebitda": 0.49702829192210396, "capex_to_revenue": 0.17373892654350362, "working_capital_to_revenue": -0.2811801167197173, "capital_efficiency": 0.03381739684018242, "financial_health": -0.7399980650170281, "margin_quality": 0.24335630237004532, "growth_momentum": 0.2681949147218747, "company_age_years": 25.67008898015058, "ebitda": 951473000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 22.00942269274717, "revenue_cagr_3y": 0.007269621541395654, "revenue_cagr_5y": 0.11962503959710435, "earnings_cagr_3y": 0.25907774663309757, "quarterly_revenue_growth_yoy": 0.24438694491439253, "quarterly_earnings_growth_yoy": 4.01365116034863, "revenue_growth_qoq": 0.004277697655821685, "gross_margin": 0.7148306292899017, "operating_margin": 0.6481150510789516, "net_margin": 0.3320305708742185, "roa_ttm": 0.02136442232198257, "roe_ttm": 0.03809585257781025, "debt_to_ebitda": 5.678778548942472, "net_debt_to_ebitda": 5.241968002731286, "interest_coverage": 18.136362368560512, "debt_to_equity": 0.6188262935975385, "current_ratio": 1.3320430970767387, "quick_ratio": 1.3320430938909702, "fcf_to_ebitda": 0.9334756391072261, "capex_to_revenue": 0.12374174315410369, "working_capital_to_revenue": 0.09536902919897043, "capital_efficiency": 0.02973013744989641, "financial_health": -0.5850465041521423, "margin_quality": 0.5649920837476906, "growth_momentum": 2.129019052631511, "company_age_years": 27.668720054757017, "ebitda": 650243000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 24.21248734064335, "revenue_cagr_3y": -0.032554279390664465, "revenue_cagr_5y": -0.00948884100089642, "earnings_cagr_3y": 0.04103841503297545, "quarterly_revenue_growth_yoy": 0.1808828472723746, "quarterly_earnings_growth_yoy": 1.4234396013283825, "revenue_growth_qoq": 0.011448033027111556, "gross_margin": 0.816764555322905, "operating_margin": 0.4821791083334795, "net_margin": 0.4928381544094547, "roa_ttm": 0.04260560856803818, "roe_ttm": 0.4591444143476789, "debt_to_ebitda": 13.506670899134171, "net_debt_to_ebitda": 13.17435552057677, "interest_coverage": 19.380692449318676, "debt_to_equity": 16.233504693053217, "current_ratio": 0.7788638919153451, "quick_ratio": 0.7788638916144547, "fcf_to_ebitda": 0.7761619397676622, "capex_to_revenue": 0.08009069181853101, "working_capital_to_revenue": -0.15683048098672697, "capital_efficiency": 0.2508750114578585, "financial_health": -8.079690088086123, "margin_quality": 0.5972606060219464, "growth_momentum": 0.8021612243003786, "company_age_years": 27.54551676933607, "ebitda": 3884259000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 18.82168161162065, "revenue_cagr_3y": 0.3019325186824944, "revenue_cagr_5y": 0.3955430115796803, "earnings_cagr_3y": 0.11677906834082674, "quarterly_revenue_growth_yoy": 0.18323027014014512, "quarterly_earnings_growth_yoy": -0.271756045446341, "revenue_growth_qoq": 0.04649793996468511, "gross_margin": 0.5708534259304543, "operating_margin": 0.3168670220570255, "net_margin": 0.14601848681958232, "roa_ttm": 0.03044920478317053, "roe_ttm": 0.06057019058898356, "debt_to_ebitda": 6.604241626980671, "net_debt_to_ebitda": 6.420436772582566, "interest_coverage": 14.977642679522189, "debt_to_equity": 0.8887723295062012, "current_ratio": 1.5298680125389068, "quick_ratio": 1.5298680125389068, "fcf_to_ebitda": 0.695070482429939, "capex_to_revenue": 0.0022571535757399987, "working_capital_to_revenue": 0.21135991290042672, "capital_efficiency": 0.045509697686077044, "financial_health": -0.8191086669877309, "margin_quality": 0.34457964493568743, "growth_momentum": -0.04426288765309795, "company_age_years": 14.992470910335387, "ebitda": 1963539000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 15.49317911474689, "revenue_cagr_3y": 0.09645284102501361, "revenue_cagr_5y": 0.049395728447320764, "earnings_cagr_3y": -0.3698963572463687, "quarterly_revenue_growth_yoy": 0.1138728887114816, "quarterly_earnings_growth_yoy": -1.8170348804018952, "revenue_growth_qoq": 0.03050690832640554, "gross_margin": 0.42558383350806805, "operating_margin": 0.13479299349786736, "net_margin": -0.011927521472372186, "roa_ttm": -0.002950724338340537, "roe_ttm": -0.007742554377188168, "debt_to_ebitda": 6.91366836390418, "net_debt_to_ebitda": 6.591098199207707, "interest_coverage": 13.07675428358, "debt_to_equity": 1.4416063657363094, "current_ratio": 0.8498097088182625, "quick_ratio": 0.22034269664859793, "fcf_to_ebitda": 0.31774469215872186, "capex_to_revenue": 0.1126550050037918, "working_capital_to_revenue": -0.037682534515774926, "capital_efficiency": -0.005346639357764353, "financial_health": -1.4151001145826778, "margin_quality": 0.1828164351778544, "growth_momentum": -0.8515809958452067, "company_age_years": 25.908281998631075, "ebitda": 1960637000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 14.897154886237258, "revenue_cagr_3y": 0.08599902516510993, "revenue_cagr_5y": 0.06420393527381196, "earnings_cagr_3y": 0.2277592305859366, "quarterly_revenue_growth_yoy": 0.04082122496318044, "quarterly_earnings_growth_yoy": -0.09466850896485189, "revenue_growth_qoq": 0.012886203017494291, "gross_margin": 0.3317436656200073, "operating_margin": 0.3067935695019943, "net_margin": 0.20428675268706115, "roa_ttm": 0.05147903916265943, "roe_ttm": 0.09551503126422758, "debt_to_ebitda": 3.6064199115013977, "net_debt_to_ebitda": 3.4833512099192627, "interest_coverage": 35.89263594444899, "debt_to_equity": 0.7733532182047312, "current_ratio": 0.2630961366190653, "quick_ratio": 0.15226645579402104, "fcf_to_ebitda": 0.5970318532635095, "capex_to_revenue": 0.15838544531732474, "working_capital_to_revenue": -0.23011115244875563, "capital_efficiency": 0.0734970352134435, "financial_health": -0.7020789551087403, "margin_quality": 0.28094132926968757, "growth_momentum": -0.026923642000835725, "company_age_years": 29.67008898015058, "ebitda": 1315501000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 18.80901046328088, "revenue_cagr_3y": 0.0038979121299460573, "revenue_cagr_5y": 0.12359174904029047, "earnings_cagr_3y": -0.23252923977895823, "quarterly_revenue_growth_yoy": -0.07229541581812893, "quarterly_earnings_growth_yoy": -0.0447742672060758, "revenue_growth_qoq": 0.06690830877081176, "gross_margin": 0.6986724309148877, "operating_margin": 0.6220945426307969, "net_margin": 0.14368434021011134, "roa_ttm": 0.004104360795340253, "roe_ttm": 0.0075003609075622165, "debt_to_ebitda": 6.814578621059997, "net_debt_to_ebitda": 6.198742128130442, "interest_coverage": 16.090963839648083, "debt_to_equity": 0.6997200627177141, "current_ratio": 0.980560454288939, "quick_ratio": 0.9847523984198645, "fcf_to_ebitda": 0.8121946853693066, "capex_to_revenue": 0.11569920933665735, "working_capital_to_revenue": -0.01066374896124463, "capital_efficiency": 0.005802360851451235, "financial_health": -0.6208926580606895, "margin_quality": 0.48815043791859863, "growth_momentum": -0.058534841512102365, "company_age_years": 27.173169062286107, "ebitda": 614530000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 19.174972923611556, "revenue_cagr_3y": 0.09765262449551737, "revenue_cagr_5y": 0.1311194075185722, "earnings_cagr_3y": 0.3631662206963413, "quarterly_revenue_growth_yoy": 0.06606888402321622, "quarterly_earnings_growth_yoy": 0.15022655977692576, "revenue_growth_qoq": 0.0375807597334506, "gross_margin": 0.6821086261980831, "operating_margin": 0.38857664471539416, "net_margin": 0.27971572015387625, "roa_ttm": 0.042658754687435615, "roe_ttm": 0.09160148634147981, "debt_to_ebitda": 4.569442401263473, "net_debt_to_ebitda": 4.560041301554082, "interest_coverage": 23.716476861299455, "debt_to_equity": 0.9711509589899296, "current_ratio": 0.019807943355213076, "quick_ratio": 0.019807943355213076, "fcf_to_ebitda": 0.8430180111414273, "capex_to_revenue": 0.14406240213498903, "working_capital_to_revenue": -0.5456816851163487, "capital_efficiency": 0.06713012051445771, "financial_health": -0.9146213010184535, "margin_quality": 0.45013366368911784, "growth_momentum": 0.10814772190007099, "company_age_years": 13.938398357289527, "ebitda": 360277000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 16.213610035645644, "revenue_cagr_3y": 0.5157678019128642, "revenue_cagr_5y": 0.3237376459645662, "earnings_cagr_3y": 0.4439910603386614, "quarterly_revenue_growth_yoy": 0.355458533736378, "quarterly_earnings_growth_yoy": 12.96932727965896, "revenue_growth_qoq": 0.02337044392563297, "gross_margin": 0.9926627608950763, "operating_margin": 1.0004820978046178, "net_margin": 0.7690205954854269, "roa_ttm": 0.05075429680186866, "roe_ttm": 0.09041723989105406, "debt_to_ebitda": 5.673326947276195, "net_debt_to_ebitda": 5.421656909307315, "interest_coverage": 14.418705855771782, "debt_to_equity": 0.7022221373313237, "current_ratio": 29.458153924087274, "quick_ratio": 29.460308479738952, "fcf_to_ebitda": 0.6956644077011489, "capex_to_revenue": 0.0007603296561320419, "working_capital_to_revenue": 5.2476867114271455, "capital_efficiency": 0.07058576834646135, "financial_health": -0.6834625484741644, "margin_quality": 0.920721818061707, "growth_momentum": 6.6623929066976695, "company_age_years": 5.700205338809035, "ebitda": 2935562000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 21.473667718660806, "revenue_cagr_3y": 0.04061844068781517, "revenue_cagr_5y": 0.09501367268338168, "earnings_cagr_3y": -0.13047992925455087, "quarterly_revenue_growth_yoy": 0.026212204201750883, "quarterly_earnings_growth_yoy": -0.6390107180857966, "revenue_growth_qoq": -0.03734683747137047, "gross_margin": 0.5986674567240061, "operating_margin": 0.2705117129016062, "net_margin": 0.18875434795391735, "roa_ttm": 0.029045162988549703, "roe_ttm": 0.060988442000911455, "debt_to_ebitda": 5.757894606308245, "net_debt_to_ebitda": 5.74356144451816, "interest_coverage": 20.338083228247164, "debt_to_equity": 0.9684389349079104, "current_ratio": 1.1665789138465459, "quick_ratio": 1.1665789096004415, "fcf_to_ebitda": 0.08748085639349955, "capex_to_revenue": 0.4534985401302966, "working_capital_to_revenue": 0.04437981273395529, "capital_efficiency": 0.04501680249473058, "financial_health": -0.9603036916447758, "margin_quality": 0.35264450585984325, "growth_momentum": -0.30639925694202286, "company_age_years": 22.691307323750856, "ebitda": 483843000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 22.495528766060385, "revenue_cagr_3y": -0.010829422268746502, "revenue_cagr_5y": 0.019228618762342276, "earnings_cagr_3y": -0.07651717705217609, "quarterly_revenue_growth_yoy": -0.05785184641362602, "quarterly_earnings_growth_yoy": -0.1191863119259354, "revenue_growth_qoq": -0.006159088527786509, "gross_margin": 0.6394497641649974, "operating_margin": 0.37953163030972537, "net_margin": 0.2211027635553559, "roa_ttm": 0.016321448795054656, "roe_ttm": 0.04965493550518886, "debt_to_ebitda": 9.153295374152766, "net_debt_to_ebitda": 7.6701088568885645, "interest_coverage": 16.388592800374006, "debt_to_equity": 1.9092030949893255, "current_ratio": 3.3544665708083743, "quick_ratio": 3.3544665680325547, "fcf_to_ebitda": -0.18447477121796482, "capex_to_revenue": 0.5635435191424867, "working_capital_to_revenue": 1.0317577709713441, "capital_efficiency": 0.03298819215012176, "financial_health": -1.5940474528776791, "margin_quality": 0.41336138601002625, "growth_momentum": -0.08851907916978072, "company_age_years": 47.90965092402464, "ebitda": 525828000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 18.209034230434554, "revenue_cagr_3y": 0.04926116274030301, "revenue_cagr_5y": 0.06989538024060304, "earnings_cagr_3y": 0.7785340443469111, "quarterly_revenue_growth_yoy": 0.03784038121773788, "quarterly_earnings_growth_yoy": 3.1080614511682683, "revenue_growth_qoq": 0.004955945906710293, "gross_margin": 0.5814942973215635, "operating_margin": 0.18099336835835755, "net_margin": 0.6822301339662729, "roa_ttm": 0.049349752177725206, "roe_ttm": 0.10917117526795349, "debt_to_ebitda": 6.174244699815336, "net_debt_to_ebitda": 6.130342892710162, "interest_coverage": 17.0158164206237, "debt_to_equity": 1.1147774648832298, "current_ratio": 1.1962534440812174, "quick_ratio": 1.1962534440812174, "fcf_to_ebitda": 0.5507954792952424, "capex_to_revenue": 0.1083727614054455, "working_capital_to_revenue": 0.08768870756383185, "capital_efficiency": 0.07926046372283935, "financial_health": -1.0609758996067788, "margin_quality": 0.48157259988206463, "growth_momentum": 1.572950916193003, "company_age_years": 19.408624229979466, "ebitda": 1937574000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 16.847403508156688, "revenue_cagr_3y": 0.05596717757408487, "revenue_cagr_5y": 0.18251650396987795, "earnings_cagr_3y": 0.2892686653107275, "quarterly_revenue_growth_yoy": 0.028493313907191016, "quarterly_earnings_growth_yoy": 0.41946607498692745, "revenue_growth_qoq": 0.004227440929576248, "gross_margin": 0.8743501288988682, "operating_margin": 0.39720924630724097, "net_margin": 0.2880222985005291, "roa_ttm": 0.02984265096824108, "roe_ttm": 0.05896806592820322, "debt_to_ebitda": 4.531907883328131, "net_debt_to_ebitda": 4.391935692372692, "interest_coverage": 22.542592131916557, "debt_to_equity": 0.9048231991986384, "current_ratio": 1.5783781606845233, "quick_ratio": 1.6300333959119437, "fcf_to_ebitda": 0.5840474771647386, "capex_to_revenue": 0.05508329297226599, "working_capital_to_revenue": 0.13475928803799017, "capital_efficiency": 0.04440535844822215, "financial_health": -0.8902598933427541, "margin_quality": 0.5198605579022127, "growth_momentum": 0.22397969444705923, "company_age_years": 24.06570841889117, "ebitda": 1268652000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 20.635776669661535, "revenue_cagr_3y": 0.04939062146423856, "revenue_cagr_5y": 0.12889805250587205, "earnings_cagr_3y": 0.18970736961898793, "quarterly_revenue_growth_yoy": 0.28104038875169285, "quarterly_earnings_growth_yoy": 8.253310214375787, "revenue_growth_qoq": 0.11830566701669715, "gross_margin": 0.7535989901062752, "operating_margin": 0.6982880311425356, "net_margin": 0.36504797617048795, "roa_ttm": 0.030591668269008852, "roe_ttm": 0.054695150707798956, "debt_to_ebitda": 5.232708102892377, "net_debt_to_ebitda": 4.735167447224118, "interest_coverage": 20.043480673714587, "debt_to_equity": 0.6226329623779449, "current_ratio": 1.5991242256873455, "quick_ratio": 1.6091574868023557, "fcf_to_ebitda": 0.8763198296663515, "capex_to_revenue": 0.12610115356284257, "working_capital_to_revenue": 0.16875745097078576, "capital_efficiency": 0.04264340948840391, "financial_health": -0.5844870571794414, "margin_quality": 0.6056449991397662, "growth_momentum": 4.26717530156374, "company_age_years": 27.920602327173167, "ebitda": 722347000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 16.72623101943154, "revenue_cagr_3y": 0.1038564668612929, "revenue_cagr_5y": 0.2155441033659391, "earnings_cagr_3y": 0.15511264137098335, "quarterly_revenue_growth_yoy": 0.11571377229368514, "quarterly_earnings_growth_yoy": 0.26517944848597014, "revenue_growth_qoq": 0.035373450109955774, "gross_margin": 0.9359953024075162, "operating_margin": 0.48414730307860077, "net_margin": 0.29819646002852107, "roa_ttm": 0.024898924810012317, "roe_ttm": 0.04750543110299543, "debt_to_ebitda": 1.2696803719566156, "net_debt_to_ebitda": 1.2424833110288132, "interest_coverage": 17.11056403338673, "debt_to_equity": 0.18314263527081884, "current_ratio": 1.3934460258920724, "quick_ratio": 1.3934460189727587, "fcf_to_ebitda": 0.8680886373087937, "capex_to_revenue": 1.5495180679334193, "working_capital_to_revenue": 0.05013927576601671, "capital_efficiency": 0.03620217795650388, "financial_health": -0.1672816846550006, "margin_quality": 0.5727796885048794, "growth_momentum": 0.19044661038982763, "company_age_years": 22.45037645448323, "ebitda": 1014742000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 15.980150375624644, "revenue_cagr_3y": 0.1486918861254649, "revenue_cagr_5y": 0.23820737125629798, "earnings_cagr_3y": -0.1682173589715934, "quarterly_revenue_growth_yoy": 0.03265635157976856, "quarterly_earnings_growth_yoy": -0.5397832776852731, "revenue_growth_qoq": 0.01803508574036142, "gross_margin": 0.26822929782326216, "operating_margin": 0.24743394743999114, "net_margin": 0.13293864641357012, "roa_ttm": 0.02496429849688068, "roe_ttm": 0.04585271964965818, "debt_to_ebitda": 4.142586443974913, "net_debt_to_ebitda": 4.094230011402891, "interest_coverage": 21.369406494960806, "debt_to_equity": 0.6357753094974533, "current_ratio": 0.10511932287512607, "quick_ratio": 0.10511932287512607, "fcf_to_ebitda": 0.26419597041955933, "capex_to_revenue": 0.2920300063755836, "working_capital_to_revenue": -0.4853046654875265, "capital_efficiency": 0.03540850907326943, "financial_health": -0.5722206572973701, "margin_quality": 0.21620063055894112, "growth_momentum": -0.2535634630527523, "company_age_years": 24.670773442847366, "ebitda": 954144000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 25.698980914934392, "revenue_cagr_3y": 0.0916446845445229, "revenue_cagr_5y": 0.07459207833578496, "earnings_cagr_3y": 0.16017357822029177, "quarterly_revenue_growth_yoy": 0.1515424096513043, "quarterly_earnings_growth_yoy": 4.033868372512853, "revenue_growth_qoq": 0.05591169603056676, "gross_margin": 0.686759063548224, "operating_margin": 0.3559395533703993, "net_margin": 0.36836603409456414, "roa_ttm": 0.014941040646965909, "roe_ttm": 0.04676122332679035, "debt_to_ebitda": 5.913324038828057, "net_debt_to_ebitda": 5.912314175164873, "interest_coverage": 26.293453786589048, "debt_to_equity": 1.644652984686631, "current_ratio": 1.1189831372618306, "quick_ratio": 0.139520796367482, "fcf_to_ebitda": 0.5194855647978445, "capex_to_revenue": 0.12901166515722823, "working_capital_to_revenue": 0.036521696014850086, "capital_efficiency": 0.030851131986878128, "financial_health": -1.5720813559660478, "margin_quality": 0.4703548836710625, "growth_momentum": 2.0927053910820783, "company_age_years": 31.81930184804928, "ebitda": 957555000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 18.185115312296904, "revenue_cagr_3y": 0.0022789857727600893, "revenue_cagr_5y": 0.04012464686633033, "earnings_cagr_3y": 0.01110049530930679, "quarterly_revenue_growth_yoy": 0.032843915890023404, "quarterly_earnings_growth_yoy": -0.30666332217137265, "revenue_growth_qoq": 0.05069232401589192, "gross_margin": 0.8299461557989462, "operating_margin": 0.49124593433504027, "net_margin": 0.27719104102061337, "roa_ttm": 0.059121654749816885, "roe_ttm": 0.4266134285809735, "debt_to_ebitda": 5.501474177581328, "net_debt_to_ebitda": 5.372721519176493, "interest_coverage": 20.762570045726616, "debt_to_equity": 5.551805519983073, "current_ratio": 0.4758322454308094, "quick_ratio": 0.6512398203406689, "fcf_to_ebitda": 0.5917926987921285, "capex_to_revenue": 0.1469054937703637, "working_capital_to_revenue": -0.24821070096586548, "capital_efficiency": 0.2428675416653952, "financial_health": -5.312554279316694, "margin_quality": 0.5327943770515332, "growth_momentum": -0.13690970314067463, "company_age_years": 23.04996577686516, "ebitda": 4349883000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 16.460432847529155, "revenue_cagr_3y": 0.021946810077222212, "revenue_cagr_5y": 0.03969177463537199, "earnings_cagr_3y": -0.4619753120037621, "quarterly_revenue_growth_yoy": 0.06481843599489333, "quarterly_earnings_growth_yoy": -0.455493648940558, "revenue_growth_qoq": 0.016935418523620453, "gross_margin": 0.6290102091633466, "operating_margin": 0.29313994023904383, "net_margin": 0.0969746015936255, "roa_ttm": 0.03182317038059287, "roe_ttm": 0.1292572211426857, "debt_to_ebitda": 13.019272673787276, "net_debt_to_ebitda": 12.602099683676471, "interest_coverage": 16.413510472628104, "debt_to_equity": 4.730325838595352, "current_ratio": 3.568073139513622, "quick_ratio": 1.832052660449808, "fcf_to_ebitda": 0.44525215089104453, "capex_to_revenue": 0.1340064874643465, "working_capital_to_revenue": 0.5560137629003438, "capital_efficiency": 0.08054019576163929, "financial_health": -2.3888666573963873, "margin_quality": 0.3397082503320053, "growth_momentum": -0.19533760647283233, "company_age_years": 25.782340862423, "ebitda": 2202808000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 17.551390513211796, "revenue_cagr_3y": 0.045065218999732704, "revenue_cagr_5y": 0.06649667601614495, "earnings_cagr_3y": 0.03641101734617491, "quarterly_revenue_growth_yoy": 0.029149383487698164, "quarterly_earnings_growth_yoy": 0.05986699338892097, "revenue_growth_qoq": 0.030399925313043377, "gross_margin": 0.7231697925160823, "operating_margin": 0.5080623697562744, "net_margin": 0.5351700530035336, "roa_ttm": 0.14088513705882244, "roe_ttm": 0.17023153557394746, "debt_to_ebitda": 0.7015212899029075, "net_debt_to_ebitda": 0.48901776475917497, "interest_coverage": 251.28123456790124, "debt_to_equity": 0.1605223600298187, "current_ratio": 1.055008500559793, "quick_ratio": 1.055008500559793, "fcf_to_ebitda": 0.8927019944206924, "capex_to_revenue": 0.08326457283638512, "working_capital_to_revenue": 0.008248333655190978, "capital_efficiency": 0.15555833631638494, "financial_health": -0.11916499252293009, "margin_quality": 0.5888007384252968, "growth_momentum": 0.044508188438309566, "company_age_years": 37.86447638603696, "ebitda": 2035378000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 20.212566778843314, "revenue_cagr_3y": 0.06256542586197167, "revenue_cagr_5y": 0.11726322478650753, "earnings_cagr_3y": -0.2474380835065385, "quarterly_revenue_growth_yoy": 0.06097690555717249, "quarterly_earnings_growth_yoy": -0.6605396138892312, "revenue_growth_qoq": 0.08027075209437752, "gross_margin": 0.5959426625678182, "operating_margin": 0.279350164157138, "net_margin": 0.2638401449111287, "roa_ttm": 0.041293643910870724, "roe_ttm": 0.08609178219985973, "debt_to_ebitda": 5.785293472668539, "net_debt_to_ebitda": 5.762906640351543, "interest_coverage": 19.976916596461667, "debt_to_equity": 0.9474315770354232, "current_ratio": 0.1716608125970245, "quick_ratio": -1.850649163478841, "fcf_to_ebitda": -0.0049256513414809005, "capex_to_revenue": 0.4845230071407753, "working_capital_to_revenue": -0.22902738815214224, "capital_efficiency": 0.06369271305536522, "financial_health": -0.9391121478827488, "margin_quality": 0.37971099054536167, "growth_momentum": -0.29978135416602936, "company_age_years": 22.442162902121833, "ebitda": 474252000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 19.79540371901835, "revenue_cagr_3y": 0.03686291229170191, "revenue_cagr_5y": 0.06258571731962759, "earnings_cagr_3y": 0.14855617826700618, "quarterly_revenue_growth_yoy": 0.04563757241740925, "quarterly_earnings_growth_yoy": 0.22673664711330657, "revenue_growth_qoq": 0.014647365437526788, "gross_margin": 0.8696134433628029, "operating_margin": 0.3380435612048009, "net_margin": 0.27071773516618886, "roa_ttm": 0.032950573831510524, "roe_ttm": 0.06880017991678848, "debt_to_ebitda": 4.379624053296084, "net_debt_to_ebitda": 4.3264837347456035, "interest_coverage": 25.377495628096764, "debt_to_equity": 0.9801216044722173, "current_ratio": 0.8722923625564117, "quick_ratio": 0.9016837555871884, "fcf_to_ebitda": 0.5428106491673743, "capex_to_revenue": 0.06686055406732372, "working_capital_to_revenue": -0.05346924923571645, "capital_efficiency": 0.0508753768741495, "financial_health": -0.9390851908603159, "margin_quality": 0.49279157991126427, "growth_momentum": 0.13618710976535792, "company_age_years": 25.31690622861054, "ebitda": 1393123000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 24.936942819980406, "revenue_cagr_3y": -0.11235484006458907, "revenue_cagr_5y": -0.09427359682774195, "earnings_cagr_3y": -0.1958688086507846, "quarterly_revenue_growth_yoy": 0.10470051832805677, "quarterly_earnings_growth_yoy": 1.3482993197278912, "revenue_growth_qoq": -0.0027264808133123848, "gross_margin": 0.4961748662720582, "operating_margin": 0.1785027220596346, "net_margin": 0.1702428610258589, "roa_ttm": -0.002654592633768097, "roe_ttm": -0.007038270766416543, "debt_to_ebitda": 13.558149682518984, "net_debt_to_ebitda": 9.92660320390005, "interest_coverage": 12.597851727042965, "debt_to_equity": 1.2908753977601117, "current_ratio": 3.2136384206416233, "quick_ratio": 3.218763115740736, "fcf_to_ebitda": 0.6974718546976825, "capex_to_revenue": 0.4864140928733265, "working_capital_to_revenue": 1.438783547909673, "capital_efficiency": -0.00484643170009232, "financial_health": -1.068940428476863, "margin_quality": 0.28164014978585056, "growth_momentum": 0.726499919027974, "company_age_years": 33.4839151266256, "ebitda": 598146000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 17.197329005802878, "revenue_cagr_3y": 0.08955347051187768, "revenue_cagr_5y": 0.04715075199485819, "earnings_cagr_3y": 0.06921281453722838, "quarterly_revenue_growth_yoy": 0.05654446071485739, "quarterly_earnings_growth_yoy": 0.18071231160909995, "revenue_growth_qoq": 0.011570799128713434, "gross_margin": 0.6413091508980037, "operating_margin": 0.31501741578629155, "net_margin": 0.2433145965751993, "roa_ttm": 0.0462853915699497, "roe_ttm": 0.08155650638360135, "debt_to_ebitda": 4.384699874737403, "net_debt_to_ebitda": 4.240046447149786, "interest_coverage": 36.34041193441186, "debt_to_equity": 0.7449495203869071, "current_ratio": 0.5829557528944775, "quick_ratio": 0.5829557528944775, "fcf_to_ebitda": 0.7151549653580838, "capex_to_revenue": 0.05473299028994045, "working_capital_to_revenue": -0.10798276158840565, "capital_efficiency": 0.06392094897677553, "financial_health": -0.6675541028245161, "margin_quality": 0.39988038775316487, "growth_momentum": 0.11862838616197867, "company_age_years": 30.05886379192334, "ebitda": 1990219000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 16.276462418258323, "revenue_cagr_3y": 0.060621900401379714, "revenue_cagr_5y": 0.012272770066368732, "earnings_cagr_3y": 0.0984353987998261, "quarterly_revenue_growth_yoy": 0.035873141823105095, "quarterly_earnings_growth_yoy": -0.1072397416057965, "revenue_growth_qoq": 0.0685630542104801, "gross_margin": 0.8282337861957033, "operating_margin": 0.5282069886084974, "net_margin": 0.42222948341330474, "roa_ttm": 0.07316292067340888, "roe_ttm": 0.8058991986539426, "debt_to_ebitda": 5.358044194213484, "net_debt_to_ebitda": 5.078976600367242, "interest_coverage": 22.065132027350877, "debt_to_equity": 9.13903481563942, "current_ratio": 0.833192943434259, "quick_ratio": 0.833192943434259, "fcf_to_ebitda": 0.6096266158516779, "capex_to_revenue": 0.12669510268456444, "working_capital_to_revenue": -0.09496649618246628, "capital_efficiency": 0.4395310596636757, "financial_health": -8.18453930263622, "margin_quality": 0.5928900860725018, "growth_momentum": -0.0356832998913457, "company_age_years": 31.04996577686516, "ebitda": 5017942000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 17.18085117272066, "revenue_cagr_3y": 0.036504628206262435, "revenue_cagr_5y": 0.06264999674895044, "earnings_cagr_3y": 0.5413989023121077, "quarterly_revenue_growth_yoy": 0.022353213895420075, "quarterly_earnings_growth_yoy": 0.890578268805656, "revenue_growth_qoq": -0.005155968032998196, "gross_margin": 0.5825577914592847, "operating_margin": 0.7192646388648122, "net_margin": 0.4384667280249484, "roa_ttm": 0.05662684164977321, "roe_ttm": 0.12483358987747908, "debt_to_ebitda": 6.101556948323445, "net_debt_to_ebitda": 6.0595423765926855, "interest_coverage": 17.296424328500862, "debt_to_equity": 1.0872921288403168, "current_ratio": 1.0458108347207329, "quick_ratio": 1.0458108347207329, "fcf_to_ebitda": 0.5218767042355935, "capex_to_revenue": 0.12076804856204931, "working_capital_to_revenue": 0.02405048026817013, "capital_efficiency": 0.09073021576362615, "financial_health": -1.034320274269692, "margin_quality": 0.5800963861163484, "growth_momentum": 0.4564657413505381, "company_age_years": 19.66050650239562, "ebitda": 1936352000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 19.617685875658815, "revenue_cagr_3y": 0.022062242361127637, "revenue_cagr_5y": 0.061836801137969966, "earnings_cagr_3y": -0.1561432934700152, "quarterly_revenue_growth_yoy": 0.030135474427767147, "quarterly_earnings_growth_yoy": -0.28185166695899727, "revenue_growth_qoq": -0.0037752086019412754, "gross_margin": 0.6306451637519096, "operating_margin": 0.3502073320930545, "net_margin": 0.16246838891441007, "roa_ttm": 0.023872209259510765, "roe_ttm": 0.07954272795619231, "debt_to_ebitda": 6.732582094140426, "net_debt_to_ebitda": 6.447611750216464, "interest_coverage": 16.62442793008761, "debt_to_equity": 1.766716024903521, "current_ratio": 2.4351870704589227, "quick_ratio": 2.5653152777267825, "fcf_to_ebitda": 0.5947896545553817, "capex_to_revenue": 0.3929016677452926, "working_capital_to_revenue": 0.33048381369337404, "capital_efficiency": 0.05170746860785154, "financial_health": -1.736533237361391, "margin_quality": 0.381106961586458, "growth_momentum": -0.12585809626561506, "company_age_years": 20.536618754277892, "ebitda": 1525657000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 18.07881814279582, "revenue_cagr_3y": 0.028254366614024917, "revenue_cagr_5y": -0.0013826557676268614, "earnings_cagr_3y": -0.15180851098890302, "quarterly_revenue_growth_yoy": 0.03599118324635766, "quarterly_earnings_growth_yoy": 1.3677996658165508, "revenue_growth_qoq": 0.03279150827401834, "gross_margin": 1.0, "operating_margin": 0.15738439022259115, "net_margin": 0.036542956377378276, "roa_ttm": 0.0043995702626128475, "roe_ttm": 0.01364554047677484, "debt_to_ebitda": 9.360373557540534, "net_debt_to_ebitda": 8.526924395932838, "interest_coverage": 9.245873755827139, "debt_to_equity": 1.5980010243800116, "current_ratio": 1.7550921440461125, "quick_ratio": 1.7550921440461125, "fcf_to_ebitda": 0.6106228154446783, "capex_to_revenue": 0.462608086655039, "working_capital_to_revenue": 0.41285494208714507, "capital_efficiency": 0.009022555369693843, "financial_health": -1.4406532588880963, "margin_quality": 0.3979757821999898, "growth_momentum": 0.7018954245314543, "company_age_years": 36.988364134154686, "ebitda": 880614000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 17.887081991602223, "revenue_cagr_3y": 0.04272792374891199, "revenue_cagr_5y": 0.17212616542232517, "earnings_cagr_3y": 0.1324733954562558, "quarterly_revenue_growth_yoy": 0.025825402082043456, "quarterly_earnings_growth_yoy": 0.3073098836314041, "revenue_growth_qoq": 0.00867883496905068, "gross_margin": 0.8656824517226569, "operating_margin": 0.32478250983232415, "net_margin": 0.33366177927871027, "roa_ttm": 0.03324001961837974, "roe_ttm": 0.06752958244182078, "debt_to_ebitda": 4.205337021176559, "net_debt_to_ebitda": 4.127676092821041, "interest_coverage": 25.69248550603061, "debt_to_equity": 0.9361407546157429, "current_ratio": 1.0835020013493442, "quick_ratio": 1.1290810326482612, "fcf_to_ebitda": 0.5297716913530621, "capex_to_revenue": 0.05948243496725741, "working_capital_to_revenue": 0.02222323159129637, "capital_efficiency": 0.05038480103010026, "financial_health": -0.9276311353209121, "margin_quality": 0.5080422469445637, "growth_momentum": 0.1665676428567238, "company_age_years": 24.815879534565365, "ebitda": 1378222000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 18.97229453182581, "revenue_cagr_3y": 0.08132646972769808, "revenue_cagr_5y": 0.045579969154291744, "earnings_cagr_3y": 0.6786439995720086, "quarterly_revenue_growth_yoy": 0.052566169988604354, "quarterly_earnings_growth_yoy": 1.1654178607344026, "revenue_growth_qoq": 0.011385031974778284, "gross_margin": 0.6248707965469483, "operating_margin": 0.30863930209027013, "net_margin": 0.5073068893528184, "roa_ttm": 0.04889482373885129, "roe_ttm": 0.08766353966938172, "debt_to_ebitda": 3.979924699804265, "net_debt_to_ebitda": 3.717445115585278, "interest_coverage": 37.733812691638725, "debt_to_equity": 0.7046986743833595, "current_ratio": 0.9800642347176652, "quick_ratio": 0.9800642347176652, "fcf_to_ebitda": 0.6756565007125624, "capex_to_revenue": 0.07071064021415527, "working_capital_to_revenue": -0.0056012831525077906, "capital_efficiency": 0.06827918170411651, "financial_health": -0.6787767039464274, "margin_quality": 0.48027232933001224, "growth_momentum": 0.6089920153615035, "company_age_years": 30.559890485968516, "ebitda": 2104377000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 17.321261416697194, "revenue_cagr_3y": 0.09322494158368899, "revenue_cagr_5y": 0.04784465660038495, "earnings_cagr_3y": -0.3923119403446249, "quarterly_revenue_growth_yoy": 0.08552566167551552, "quarterly_earnings_growth_yoy": -0.8126008912259673, "revenue_growth_qoq": 0.0008883970017851279, "gross_margin": 0.4322961248313877, "operating_margin": 0.11794201402188213, "net_margin": 0.016142650169028626, "roa_ttm": -0.006394885265848925, "roe_ttm": -0.016307546767712996, "debt_to_ebitda": 6.797689057203445, "net_debt_to_ebitda": 6.510262257696693, "interest_coverage": 12.985280619594128, "debt_to_equity": 1.3696431671578642, "current_ratio": 0.8141771495174962, "quick_ratio": 0.8141771495174962, "fcf_to_ebitda": 0.36267716454181004, "capex_to_revenue": 0.09853814899224154, "working_capital_to_revenue": -0.04466569023299099, "capital_efficiency": -0.011351216016780961, "financial_health": -1.34660453831704, "margin_quality": 0.18879359634076612, "growth_momentum": -0.3635376147752259, "company_age_years": 26.157426420260094, "ebitda": 1938170000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 19.878942159435624, "revenue_cagr_3y": 0.07501095128316715, "revenue_cagr_5y": 0.07976094840398362, "earnings_cagr_3y": 0.1465564662444121, "quarterly_revenue_growth_yoy": 0.055184329160850365, "quarterly_earnings_growth_yoy": 0.08411291879964417, "revenue_growth_qoq": -0.009026337563533595, "gross_margin": 0.7166712880704271, "operating_margin": 0.5060638497274405, "net_margin": 0.5304679597302753, "roa_ttm": 0.14678283059023428, "roe_ttm": 0.15807580359254014, "debt_to_ebitda": 0.20568912036785267, "net_debt_to_ebitda": 0.14309294774683506, "interest_coverage": 1930.773, "debt_to_equity": 0.04241345717003253, "current_ratio": 0.41032857792776584, "quick_ratio": 0.41032857792776584, "fcf_to_ebitda": 0.826737788440174, "capex_to_revenue": 0.141538983390574, "working_capital_to_revenue": -0.06694766623880724, "capital_efficiency": 0.1524293170913872, "financial_health": -0.03029174684875131, "margin_quality": 0.5844010325093809, "growth_momentum": 0.06964862398024727, "company_age_years": 36.36413415468857, "ebitda": 1930773000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 18.309190043955958, "revenue_cagr_3y": 0.06787424729643776, "revenue_cagr_5y": 0.0580553428020385, "earnings_cagr_3y": 0.10890656575878799, "quarterly_revenue_growth_yoy": 0.016758848945284684, "quarterly_earnings_growth_yoy": 0.04030451901889246, "revenue_growth_qoq": 0.008584735604417726, "gross_margin": 0.31858050609116606, "operating_margin": 0.2954859687258449, "net_margin": 0.2090175386390771, "roa_ttm": 0.0443485729975846, "roe_ttm": 0.08731472710976301, "debt_to_ebitda": 3.8170586692656654, "net_debt_to_ebitda": 3.777735504906393, "interest_coverage": 29.897837382390115, "debt_to_equity": 0.816582015785123, "current_ratio": 0.06527201744490088, "quick_ratio": 0.004539653930529563, "fcf_to_ebitda": 0.47747443078404433, "capex_to_revenue": 0.2354840778041888, "working_capital_to_revenue": -0.5206441241532818, "capital_efficiency": 0.06583165005367381, "financial_health": -0.7302485581595871, "margin_quality": 0.27436133781869604, "growth_momentum": 0.028531683982088572, "company_age_years": 30.67214236824093, "ebitda": 1277415000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 19.96686238554246, "revenue_cagr_3y": 0.06771155135837548, "revenue_cagr_5y": 0.08907741740624919, "earnings_cagr_3y": 0.08104529376792713, "quarterly_revenue_growth_yoy": 0.047740108215745175, "quarterly_earnings_growth_yoy": 5.5399964992123225, "revenue_growth_qoq": 0.02205553014837271, "gross_margin": 0.582419191895894, "operating_margin": 0.1851770697346145, "net_margin": 0.17235525581352437, "roa_ttm": 0.024174661397139554, "roe_ttm": 0.053994364706085374, "debt_to_ebitda": 6.297828144518376, "net_debt_to_ebitda": 6.248870641729939, "interest_coverage": 17.357223760981505, "debt_to_equity": 1.094979195863218, "current_ratio": 1.1346542009877139, "quick_ratio": 1.1346542009877139, "fcf_to_ebitda": 0.6253595905246868, "capex_to_revenue": 0.06763842358780939, "working_capital_to_revenue": 0.05177902679400883, "capital_efficiency": 0.039084513051612466, "financial_health": -1.069010135991991, "margin_quality": 0.31331717248134433, "growth_momentum": 2.7938683037140337, "company_age_years": 18.409308692676248, "ebitda": 1823602000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 18.671119966943667, "revenue_cagr_3y": 0.059973027742940666, "revenue_cagr_5y": 0.043000284085484175, "earnings_cagr_3y": -0.010877914538591993, "quarterly_revenue_growth_yoy": 0.07423027779629217, "quarterly_earnings_growth_yoy": -0.05097450282493351, "revenue_growth_qoq": 0.018758582105108848, "gross_margin": 0.6311608829559301, "operating_margin": 0.36357839791630636, "net_margin": 0.18937136716651198, "roa_ttm": 0.024501777198441807, "roe_ttm": 0.09174084694548706, "debt_to_ebitda": 6.778732610991231, "net_debt_to_ebitda": 6.4085992378678664, "interest_coverage": 16.93701399688958, "debt_to_equity": 2.077828735337583, "current_ratio": 3.1037785806273717, "quick_ratio": 3.1690867046227216, "fcf_to_ebitda": 0.6778643083421331, "capex_to_revenue": 0.351894674051751, "working_capital_to_revenue": 0.45356388415442744, "capital_efficiency": 0.058121312071964436, "financial_health": -2.0475279188669435, "margin_quality": 0.39470354934624946, "growth_momentum": 0.01162788748567933, "company_age_years": 22.535249828884325, "ebitda": 1742480000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 21.228381988208458, "revenue_cagr_3y": 0.0241543756130147, "revenue_cagr_5y": 0.027406859553048335, "earnings_cagr_3y": -0.052469012357425404, "quarterly_revenue_growth_yoy": 0.09015949038827197, "quarterly_earnings_growth_yoy": -0.5849786364480772, "revenue_growth_qoq": 0.00015692978092882813, "gross_margin": 0.6450665235841061, "operating_margin": 0.33371765757410615, "net_margin": 0.1564890789807329, "roa_ttm": 0.014283871182999687, "roe_ttm": 0.054804358481370566, "debt_to_ebitda": 9.986566648596828, "net_debt_to_ebitda": 9.626049419932283, "interest_coverage": 14.53977181877181, "debt_to_equity": 2.685137533999543, "current_ratio": 3.3705453691047262, "quick_ratio": 3.4510601588480343, "fcf_to_ebitda": 0.5439634014596463, "capex_to_revenue": 0.19323339767016207, "working_capital_to_revenue": 0.49614894364718387, "capital_efficiency": 0.03454411483218513, "financial_health": -2.1551704401244685, "margin_quality": 0.3784244200463151, "growth_momentum": -0.24740957302990263, "company_age_years": 24.032854209445585, "ebitda": 1545854000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "EQIX", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 20.3230472957119, "revenue_cagr_3y": 0.12979680770311863, "revenue_cagr_5y": 0.16170082470482705, "earnings_cagr_3y": -0.37922612802535527, "quarterly_revenue_growth_yoy": 0.1447076651606827, "quarterly_earnings_growth_yoy": 1.0302194011315027, "revenue_growth_qoq": 0.06380698144175553, "gross_margin": 0.518157002006949, "operating_margin": 0.1860151520544532, "net_margin": 0.014690702596438966, "roa_ttm": 0.018130687444208794, "roe_ttm": 0.06839621095175688, "debt_to_ebitda": 5.0520338768656465, "net_debt_to_ebitda": 2.899883452922029, "interest_coverage": 13.026994050239626, "debt_to_equity": 1.9057622498257076, "current_ratio": 1.967743610363485, "quick_ratio": 1.6582240269893995, "fcf_to_ebitda": 0.02575622831640166, "capex_to_revenue": 0.31847481920431187, "working_capital_to_revenue": 0.5880426301063111, "capital_efficiency": 0.043263449197982834, "financial_health": -1.3428259118509607, "margin_quality": 0.2396209522192804, "growth_momentum": 0.5874635331460927, "company_age_years": 15.38672142368241, "ebitda": 1035633000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 18.532519202378374, "revenue_cagr_3y": 0.1836020194575303, "revenue_cagr_5y": 0.3352298592480787, "earnings_cagr_3y": 0.3213475788036453, "quarterly_revenue_growth_yoy": 0.17310826450835742, "quarterly_earnings_growth_yoy": -0.20192999309682308, "revenue_growth_qoq": 0.02019856213625471, "gross_margin": 0.5689012464046022, "operating_margin": 0.30582646212847553, "net_margin": 0.1585052732502397, "roa_ttm": 0.02894370597820917, "roe_ttm": 0.057985299037975856, "debt_to_ebitda": 6.473823363393396, "net_debt_to_ebitda": 6.297423147123497, "interest_coverage": 15.176361311672684, "debt_to_equity": 0.8996944404919311, "current_ratio": 1.725538952195293, "quick_ratio": 1.725538952195293, "fcf_to_ebitda": 0.7491531824234618, "capex_to_revenue": 0.00233289862654348, "working_capital_to_revenue": 0.2380267482346816, "capital_efficiency": 0.043464502508092515, "financial_health": -0.8430348634537316, "margin_quality": 0.34441099392777247, "growth_momentum": -0.014410864294232828, "company_age_years": 15.241615331964407, "ebitda": 2017849000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 18.424468788231493, "revenue_cagr_3y": 0.039894561171955, "revenue_cagr_5y": 0.06839113035261413, "earnings_cagr_3y": 0.08615311004300219, "quarterly_revenue_growth_yoy": 0.03702652248346108, "quarterly_earnings_growth_yoy": -0.08129231381919554, "revenue_growth_qoq": 0.01519273039640899, "gross_margin": 0.8762453855406694, "operating_margin": 0.3444356879173753, "net_margin": 0.2551605900977505, "roa_ttm": 0.03235129895522464, "roe_ttm": 0.06660181867898247, "debt_to_ebitda": 4.3115707901881875, "net_debt_to_ebitda": 4.28368317068965, "interest_coverage": 25.292652276759313, "debt_to_equity": 0.9587425122751652, "current_ratio": 0.7639803433271002, "quick_ratio": 0.8012088233469518, "fcf_to_ebitda": 0.5408523522689743, "capex_to_revenue": 0.06514793594353602, "working_capital_to_revenue": -0.07491703195579538, "capital_efficiency": 0.049476558817103555, "financial_health": -0.9367210910403044, "margin_quality": 0.49194722118526507, "growth_momentum": -0.022132895667867226, "company_age_years": 25.065023956194388, "ebitda": 1368636000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 17.52189266317705, "revenue_cagr_3y": 0.0003066520274017659, "revenue_cagr_5y": 0.029398954214187922, "earnings_cagr_3y": 0.12834793578279058, "quarterly_revenue_growth_yoy": -0.06362224251389062, "quarterly_earnings_growth_yoy": 1.0349613135456404, "revenue_growth_qoq": -0.020447511825789032, "gross_margin": 0.6165217109690141, "operating_margin": 0.2723559828859918, "net_margin": 0.6123241729968586, "roa_ttm": 0.04300577150731304, "roe_ttm": 0.076791354008966, "debt_to_ebitda": 4.815710267414534, "net_debt_to_ebitda": 4.6914357358009235, "interest_coverage": 33.84328054430208, "debt_to_equity": 0.7819763705460868, "current_ratio": 0.5641624218542087, "quick_ratio": 0.1482890798989649, "fcf_to_ebitda": 0.6200547441179284, "capex_to_revenue": 0.059532260180600365, "working_capital_to_revenue": -0.12166022699726049, "capital_efficiency": 0.05989856275813952, "financial_health": -0.7009216978964754, "margin_quality": 0.5004006222839549, "growth_momentum": 0.4856695355158749, "company_age_years": 26.811772758384667, "ebitda": 1745941000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 19.610511627906977, "revenue_cagr_3y": 0.006956033746486012, "revenue_cagr_5y": 0.02195640022649825, "earnings_cagr_3y": -0.047835824673937766, "quarterly_revenue_growth_yoy": -0.008998200359928014, "quarterly_earnings_growth_yoy": 0.14339622641509434, "revenue_growth_qoq": 0.49232158988256547, "gross_margin": 0.7215496368038741, "operating_margin": 0.32929782082324455, "net_margin": 0.1834140435835351, "roa_ttm": 0.032279262939305525, "roe_ttm": 0.23187311178247735, "debt_to_ebitda": 6.295607235142119, "net_debt_to_ebitda": 6.245478036175711, "interest_coverage": 16.973684210526315, "debt_to_equity": 4.600453172205438, "current_ratio": 0.536003814973772, "quick_ratio": 0.536003814973772, "fcf_to_ebitda": 0.42144702842377263, "capex_to_revenue": 0.2349017486929872, "working_capital_to_revenue": -0.1754101316026681, "capital_efficiency": 0.13207618736089144, "financial_health": -4.423148241459636, "margin_quality": 0.4114205004035512, "growth_momentum": 0.06719901302758316, "company_age_years": 26.130047912388775, "ebitda": 3870000000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "WELL", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 17.74370572125846, "revenue_cagr_3y": 0.09713120029595612, "revenue_cagr_5y": 0.20512561344004143, "earnings_cagr_3y": 0.718370975030872, "quarterly_revenue_growth_yoy": 0.014598274209012463, "quarterly_earnings_growth_yoy": 1.0371701114800902, "revenue_growth_qoq": -0.0113788599839687, "gross_margin": 0.5179016580579195, "operating_margin": 0.2727961701942685, "net_margin": 0.31825621370104307, "roa_ttm": 0.044990727754831705, "roe_ttm": 0.08535478771372602, "debt_to_ebitda": 5.5080775657902645, "net_debt_to_ebitda": 5.325170411512245, "interest_coverage": 17.534381139489195, "debt_to_equity": 0.7825926573989169, "current_ratio": 1.5285405301285415, "quick_ratio": 1.5285405293819447, "fcf_to_ebitda": 0.780213750736346, "capex_to_revenue": 0.0042268844381278805, "working_capital_to_revenue": 0.1659191006896138, "capital_efficiency": 0.06517275773427886, "financial_health": -0.7332295314170292, "margin_quality": 0.3696513473177437, "growth_momentum": 0.5258841928445513, "company_age_years": 16.240930869267626, "ebitda": 2079525000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 14.995799779802683, "revenue_cagr_3y": 0.05558245411382323, "revenue_cagr_5y": 0.02952852732045219, "earnings_cagr_3y": -0.07397107694424232, "quarterly_revenue_growth_yoy": 0.04511827689243028, "quarterly_earnings_growth_yoy": 0.025587366799332392, "revenue_growth_qoq": 0.012674124446728505, "gross_margin": 0.3529237979174187, "operating_margin": 0.2931993867332826, "net_margin": 0.09516236438859763, "roa_ttm": 0.00753275741285995, "roe_ttm": 0.03282534660794281, "debt_to_ebitda": 9.619874058301688, "net_debt_to_ebitda": 9.211761654143647, "interest_coverage": 10.620522450290627, "debt_to_equity": 2.823650378757939, "current_ratio": 3.5353297079266754, "quick_ratio": 3.535329706426093, "fcf_to_ebitda": 0.5806247299151374, "capex_to_revenue": 0.10888184450578402, "working_capital_to_revenue": 0.5104719065275085, "capital_efficiency": 0.02017905201040138, "financial_health": -2.595097340822555, "margin_quality": 0.24709518301309963, "growth_momentum": 0.03535282184588134, "company_age_years": 26.784394250513348, "ebitda": 1719367000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 20.769169183782033, "revenue_cagr_3y": 0.024813746098313993, "revenue_cagr_5y": 0.04215465664284457, "earnings_cagr_3y": -0.059022139499866344, "quarterly_revenue_growth_yoy": 0.1877404573552933, "quarterly_earnings_growth_yoy": 2.842482943900456, "revenue_growth_qoq": 0.06760496492174851, "gross_margin": 0.6811479917827276, "operating_margin": 0.3460515035343977, "net_margin": 0.21077789100790995, "roa_ttm": 0.03160506033053889, "roe_ttm": 0.0980377975778118, "debt_to_ebitda": 7.049132665227733, "net_debt_to_ebitda": 6.777664830293433, "interest_coverage": 20.285528233433595, "debt_to_equity": 1.8736906088706844, "current_ratio": 1.6604646575651267, "quick_ratio": 1.6604646575651267, "fcf_to_ebitda": -0.025562988009563, "capex_to_revenue": 0.5283384047053022, "working_capital_to_revenue": 0.25572043121026683, "capital_efficiency": 0.06482142895417534, "financial_health": -1.6687634562740628, "margin_quality": 0.4126591287750117, "growth_momentum": 1.5151117006278747, "company_age_years": 48.41067761806981, "ebitda": 654188000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 19.189083924602482, "revenue_cagr_3y": 0.2805050266331821, "revenue_cagr_5y": 0.2349693983209049, "earnings_cagr_3y": 0.5476818214176451, "quarterly_revenue_growth_yoy": 0.06501112803092421, "quarterly_earnings_growth_yoy": 0.0662441507687561, "revenue_growth_qoq": 0.018459648729764494, "gross_margin": 0.9510862144818484, "operating_margin": 0.50087610176434, "net_margin": 0.3145660451780269, "roa_ttm": 0.023344011016469927, "roe_ttm": 0.042408777272813565, "debt_to_ebitda": 5.287312161453783, "net_debt_to_ebitda": 5.243307705748733, "interest_coverage": 17.228546162674746, "debt_to_equity": 0.7412408850761744, "current_ratio": 0.3760117223328337, "quick_ratio": 0.3760117200957473, "fcf_to_ebitda": 0.7560534247772147, "capex_to_revenue": 1.185017062711818, "working_capital_to_revenue": -0.2725821961449607, "capital_efficiency": 0.032876394144641746, "financial_health": -0.7014068342711935, "margin_quality": 0.588842787141405, "growth_momentum": 0.06562763939984015, "company_age_years": 21.201916495550993, "ebitda": 915680000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 19.357389980292005, "revenue_cagr_3y": 0.08539124955142441, "revenue_cagr_5y": 0.16069096108614, "earnings_cagr_3y": -0.004391999238532285, "quarterly_revenue_growth_yoy": 0.06642438847680503, "quarterly_earnings_growth_yoy": -0.3317506750675068, "revenue_growth_qoq": 0.03767681032662786, "gross_margin": 0.6597856494096276, "operating_margin": 0.3752352406902816, "net_margin": 0.4315640326975477, "roa_ttm": 0.04836752579528576, "roe_ttm": 0.08508156669759749, "debt_to_ebitda": 4.383019401102992, "net_debt_to_ebitda": 4.36111636103979, "interest_coverage": 34.467753084350974, "debt_to_equity": 0.6979386989100732, "current_ratio": 1.032926628194559, "quick_ratio": 1.032926628194559, "fcf_to_ebitda": 0.6915440360979019, "capex_to_revenue": 0.03367116363386121, "working_capital_to_revenue": 0.00376512199881409, "capital_efficiency": 0.06672454624644163, "financial_health": -0.672537686980672, "margin_quality": 0.4888616409324856, "growth_momentum": -0.13266314329535087, "company_age_years": 23.55920602327173, "ebitda": 1645525000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 16.218519051362385, "revenue_cagr_3y": 0.020747206555608022, "revenue_cagr_5y": 0.04128917134011867, "earnings_cagr_3y": 0.09800573898956988, "quarterly_revenue_growth_yoy": 0.0002728623761967117, "quarterly_earnings_growth_yoy": 0.08255459885701405, "revenue_growth_qoq": 0.013690391528447525, "gross_margin": 0.8134158962009828, "operating_margin": 0.514837741030939, "net_margin": 0.3967896491576693, "roa_ttm": 0.0739510843945595, "roe_ttm": 0.6792665006903856, "debt_to_ebitda": 5.104310986974211, "net_debt_to_ebitda": 4.960954572007587, "interest_coverage": 24.329920940095956, "debt_to_equity": 7.3210296322041275, "current_ratio": 0.5061097554492197, "quick_ratio": 0.5061097550924144, "fcf_to_ebitda": 0.5758762761265304, "capex_to_revenue": 0.1480561059670067, "working_capital_to_revenue": -0.2466961946221623, "capital_efficiency": 0.3766087925424726, "financial_health": -6.97553205116929, "margin_quality": 0.5750144287965303, "growth_momentum": 0.04141373061660538, "company_age_years": 24.79671457905544, "ebitda": 4853065000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 23.011748025618044, "revenue_cagr_3y": -0.005009092677435101, "revenue_cagr_5y": -0.0017019078416944389, "earnings_cagr_3y": -0.10973291689537634, "quarterly_revenue_growth_yoy": 0.2096971320464096, "quarterly_earnings_growth_yoy": -0.8439656474923551, "revenue_growth_qoq": 0.023761282004052312, "gross_margin": 0.6903839233814045, "operating_margin": 0.40748263071940655, "net_margin": 0.4037734935090099, "roa_ttm": 0.03611746839367893, "roe_ttm": 0.07314864605120243, "debt_to_ebitda": 12.397154570733488, "net_debt_to_ebitda": 12.119252911745308, "interest_coverage": 17.68465350764761, "debt_to_equity": 1.7982390526887728, "current_ratio": 227.78960119269473, "quick_ratio": 229.17219530376445, "fcf_to_ebitda": 0.7804963193993144, "capex_to_revenue": 0.2277964703327497, "working_capital_to_revenue": 1.1057609919340843, "capital_efficiency": 0.054633057222440676, "financial_health": -0.8939320833136276, "margin_quality": 0.500546682536607, "growth_momentum": -0.31713425772297277, "company_age_years": 29.60438056125941, "ebitda": 827854000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 20.69353051907108, "revenue_cagr_3y": 0.0734752416891602, "revenue_cagr_5y": 0.4588804822209116, "earnings_cagr_3y": 0.07705937760881865, "quarterly_revenue_growth_yoy": -0.04815094881535517, "quarterly_earnings_growth_yoy": -0.04444637267138785, "revenue_growth_qoq": -0.004558312966611091, "gross_margin": 0.5829734418979637, "operating_margin": 0.1614655282153314, "net_margin": 0.16874272162790369, "roa_ttm": 0.01990280205845419, "roe_ttm": 0.045380282082599956, "debt_to_ebitda": 6.387880428628661, "net_debt_to_ebitda": 6.354932603586313, "interest_coverage": 16.78272319490667, "debt_to_equity": 1.1469390998600062, "current_ratio": 1.426881257314471, "quick_ratio": 1.426881257314471, "fcf_to_ebitda": 0.6281319315477063, "capex_to_revenue": 0.07054484351578079, "working_capital_to_revenue": 0.1414832087032986, "capital_efficiency": 0.03264154207052707, "financial_health": -1.1224262861075411, "margin_quality": 0.3043938972470663, "growth_momentum": -0.04629866074337151, "company_age_years": 18.157426420260094, "ebitda": 1739781000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 14.903853658248691, "revenue_cagr_3y": 0.07859281178310185, "revenue_cagr_5y": 0.14132562240606394, "earnings_cagr_3y": 0.7081547074090571, "quarterly_revenue_growth_yoy": 0.30191378915411937, "quarterly_earnings_growth_yoy": 0.9876631016398237, "revenue_growth_qoq": 0.18265995732908188, "gross_margin": 0.7272480593741675, "operating_margin": 0.2987045974091948, "net_margin": 0.741012408854086, "roa_ttm": 0.04293236048917498, "roe_ttm": 0.07396870216659335, "debt_to_ebitda": 3.6526796598710383, "net_debt_to_ebitda": 3.5399363651684546, "interest_coverage": 62.37273508118941, "debt_to_equity": 0.4996084194285135, "current_ratio": 0.6327234290856152, "quick_ratio": 0.8606971625339481, "fcf_to_ebitda": 0.5913498204204594, "capex_to_revenue": 0.3710796666297016, "working_capital_to_revenue": -0.19997404124660495, "capital_efficiency": 0.058450531327884164, "financial_health": -0.4883931856453825, "margin_quality": 0.5889883552124827, "growth_momentum": 0.6447884453969716, "company_age_years": 24.83504449007529, "ebitda": 3049902000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 16.521906592989748, "revenue_cagr_3y": 0.2081920158913273, "revenue_cagr_5y": 0.15171334331053776, "earnings_cagr_3y": 0.15414580484100493, "quarterly_revenue_growth_yoy": 0.2606861499364676, "quarterly_earnings_growth_yoy": 6.044390832328106, "revenue_growth_qoq": 0.018551659184627756, "gross_margin": 0.6313094662151266, "operating_margin": 0.18085662562229818, "net_margin": 0.11392153190692449, "roa_ttm": 0.016462593845619093, "roe_ttm": 0.035239681739560956, "debt_to_ebitda": 4.199403051701002, "net_debt_to_ebitda": 4.174592622757755, "interest_coverage": 22.776090038126895, "debt_to_equity": 0.7806407058907544, "current_ratio": 0.2200589945467022, "quick_ratio": 0.23837991712151227, "fcf_to_ebitda": 0.7380584854811079, "capex_to_revenue": 0.4932022205212864, "working_capital_to_revenue": -0.42892418330635246, "capital_efficiency": 0.025851137792590025, "financial_health": -0.719611786777388, "margin_quality": 0.30869587458144976, "growth_momentum": 3.1525384911322867, "company_age_years": 13.919233401779604, "ebitda": 1863813000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 20.263311306470733, "revenue_cagr_3y": 0.1268855246843117, "revenue_cagr_5y": 0.1314750060686436, "earnings_cagr_3y": 0.9321096339312049, "quarterly_revenue_growth_yoy": 0.08250720504579542, "quarterly_earnings_growth_yoy": 0.5032309563630835, "revenue_growth_qoq": -0.00266221805164564, "gross_margin": 0.6887344754045803, "operating_margin": 0.38688476603337, "net_margin": 0.2756234231471543, "roa_ttm": 0.03787736902792852, "roe_ttm": 0.08242906967750964, "debt_to_ebitda": 4.797562177959835, "net_debt_to_ebitda": 4.782104250049883, "interest_coverage": 22.835432859823104, "debt_to_equity": 1.0035945477781447, "current_ratio": 0.12453705237353828, "quick_ratio": 0.18762049889025076, "fcf_to_ebitda": 0.8592236998086832, "capex_to_revenue": 0.1228050087397105, "working_capital_to_revenue": -0.47281386474112747, "capital_efficiency": 0.060153219352719084, "financial_health": -0.9519593087940831, "margin_quality": 0.45041422152836824, "growth_momentum": 0.29286908070443946, "company_age_years": 13.190965092402465, "ebitda": 340796000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 19.95573997560871, "revenue_cagr_3y": 0.04413033515811993, "revenue_cagr_5y": 0.06418860415133709, "earnings_cagr_3y": -0.07764229827239522, "quarterly_revenue_growth_yoy": 0.020193339375188808, "quarterly_earnings_growth_yoy": 0.45350672898072747, "revenue_growth_qoq": 0.017929435976322752, "gross_margin": 0.6633515596149167, "operating_margin": 0.3600362823831331, "net_margin": 0.4747563447370974, "roa_ttm": 0.052532868161100144, "roe_ttm": 0.09258384108919099, "debt_to_ebitda": 3.972408626317761, "net_debt_to_ebitda": 3.840538877294376, "interest_coverage": 36.29036956479521, "debt_to_equity": 0.6863790933265083, "current_ratio": 0.5408726656443247, "quick_ratio": -0.15372514638744805, "fcf_to_ebitda": 0.6489998394605876, "capex_to_revenue": 0.05277496341326129, "working_capital_to_revenue": -0.13559521644628028, "capital_efficiency": 0.07255835462514557, "financial_health": -0.6677213676133347, "margin_quality": 0.4993813955783824, "growth_momentum": 0.23685003417795814, "company_age_years": 25.557837097878167, "ebitda": 1868700000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 19.363829811421343, "revenue_cagr_3y": 0.024346587424525, "revenue_cagr_5y": 0.052159318759852136, "earnings_cagr_3y": 0.16955128033182487, "quarterly_revenue_growth_yoy": 0.011534357222559662, "quarterly_earnings_growth_yoy": -0.036880015256649114, "revenue_growth_qoq": 0.005041208438011892, "gross_margin": 0.626024102912937, "operating_margin": 0.3470723147585194, "net_margin": 0.19760596191932386, "roa_ttm": 0.026870578633118723, "roe_ttm": 0.0910202890287196, "debt_to_ebitda": 7.006818858910969, "net_debt_to_ebitda": 6.698082069347605, "interest_coverage": 16.600234263155613, "debt_to_equity": 1.8199531974396046, "current_ratio": 3.0245927546371103, "quick_ratio": 3.1772489497029337, "fcf_to_ebitda": 0.7160638125503068, "capex_to_revenue": 0.35496419280702923, "working_capital_to_revenue": 0.43212626810825233, "capital_efficiency": 0.05894543383091916, "financial_health": -1.7958017782654756, "margin_quality": 0.3902341265302601, "growth_momentum": -0.012672829017044727, "company_age_years": 21.032169746748803, "ebitda": 1530608000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 16.65909615725657, "revenue_cagr_3y": 0.018713675261637253, "revenue_cagr_5y": 0.0655967442534271, "earnings_cagr_3y": 0.035850390764497364, "quarterly_revenue_growth_yoy": 0.05227752403711934, "quarterly_earnings_growth_yoy": 0.09673913759377202, "revenue_growth_qoq": -0.0014845740988974308, "gross_margin": 0.5522177556287567, "operating_margin": 0.15853164159337113, "net_margin": 0.17671473324956702, "roa_ttm": 0.05514457071357876, "roe_ttm": 0.11789960730710936, "debt_to_ebitda": 5.755330565516517, "net_debt_to_ebitda": 5.7051369629988, "interest_coverage": 16.513045324651195, "debt_to_equity": 1.0117836123903028, "current_ratio": 0.7611920868731203, "quick_ratio": 0.7611920868731203, "fcf_to_ebitda": 0.5278070221966479, "capex_to_revenue": 0.11684507195295045, "working_capital_to_revenue": -0.10165855116163777, "capital_efficiency": 0.08652208901034406, "financial_health": -0.9757115387083638, "margin_quality": 0.2958213768238983, "growth_momentum": 0.07450833081544568, "company_age_years": 20.15605749486653, "ebitda": 1866453000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 17.096093528321376, "revenue_cagr_3y": 0.1215013688358475, "revenue_cagr_5y": 0.1446396649553663, "earnings_cagr_3y": -0.24260946006675665, "quarterly_revenue_growth_yoy": 0.0761810827154188, "quarterly_earnings_growth_yoy": 0.4007182654225683, "revenue_growth_qoq": 0.022456367378584457, "gross_margin": 0.8002749485835238, "operating_margin": 0.3479954393449241, "net_margin": 0.22766724674998773, "roa_ttm": 0.030690903002773315, "roe_ttm": 0.05714467742126661, "debt_to_ebitda": 4.601789124605637, "net_debt_to_ebitda": 4.565415635637286, "interest_coverage": 22.494003944773176, "debt_to_equity": 0.777568836156317, "current_ratio": 0.45404014349902927, "quick_ratio": 0.553312015877829, "fcf_to_ebitda": 0.6074991713768122, "capex_to_revenue": 0.19423877033489442, "working_capital_to_revenue": -0.3917311237788468, "capital_efficiency": 0.04391779021201996, "financial_health": -0.6551455410616571, "margin_quality": 0.45864587822614516, "growth_momentum": 0.23844967406899353, "company_age_years": 12.711841204654347, "ebitda": 570223000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 18.83594691697535, "revenue_cagr_3y": 0.0728030140889322, "revenue_cagr_5y": 0.07825353166829996, "earnings_cagr_3y": 0.0851073266932394, "quarterly_revenue_growth_yoy": 0.04750011037736444, "quarterly_earnings_growth_yoy": -0.008290832419762294, "revenue_growth_qoq": 0.029068371474114202, "gross_margin": 0.7251622731487615, "operating_margin": 0.5367432772552656, "net_margin": 0.532433555317381, "roa_ttm": 0.1425069365612272, "roe_ttm": 0.1616340888318494, "debt_to_ebitda": 0.21840454633278134, "net_debt_to_ebitda": 0.03282478375031015, "interest_coverage": 1755.020909090909, "debt_to_equity": 0.046135352470109976, "current_ratio": 1.109447143746342, "quick_ratio": 1.109447143746342, "fcf_to_ebitda": 0.8035092045005421, "capex_to_revenue": 0.15041567057887528, "working_capital_to_revenue": 0.013466903720954689, "capital_efficiency": 0.15207051269653832, "financial_health": -0.011479025348461604, "margin_quality": 0.5981130352404693, "growth_momentum": 0.019604638978801076, "company_age_years": 36.61327857631759, "ebitda": 1930523000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 17.14951932030995, "revenue_cagr_3y": 0.10306442743747324, "revenue_cagr_5y": 0.13242669334149104, "earnings_cagr_3y": -0.0480278462399657, "quarterly_revenue_growth_yoy": 0.06391084387079501, "quarterly_earnings_growth_yoy": -0.16354916067146283, "revenue_growth_qoq": 0.005069107426084299, "gross_margin": 0.8006962393637379, "operating_margin": 0.3577663718484421, "net_margin": 0.21944122596847002, "roa_ttm": 0.027412829762944714, "roe_ttm": 0.05461678225260281, "debt_to_ebitda": 5.026512379086989, "net_debt_to_ebitda": 4.9061818119340925, "interest_coverage": 20.276258491551996, "debt_to_equity": 0.8877039341293672, "current_ratio": 0.7197241748166259, "quick_ratio": 0.24335746485330073, "fcf_to_ebitda": 0.5616136625259867, "capex_to_revenue": 0.15980627284173093, "working_capital_to_revenue": -0.15622745772366597, "capital_efficiency": 0.04101480600777376, "financial_health": -0.7993602144312361, "margin_quality": 0.45930127906021667, "growth_momentum": -0.04981915840033391, "company_age_years": 13.462012320328542, "ebitda": 582030000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 22.438070615906756, "revenue_cagr_3y": 0.046259427477374215, "revenue_cagr_5y": 0.046330370023786704, "earnings_cagr_3y": 0.08079806957061897, "quarterly_revenue_growth_yoy": 0.06705848320825986, "quarterly_earnings_growth_yoy": 0.18265438774729897, "revenue_growth_qoq": 0.010826776840341272, "gross_margin": 0.7022881362559334, "operating_margin": 0.4654941858191856, "net_margin": 0.5643913031011571, "roa_ttm": 0.11885532437497574, "roe_ttm": 0.16563174906753902, "debt_to_ebitda": 1.462693515448297, "net_debt_to_ebitda": 1.3848008178581972, "interest_coverage": 134.37737704918032, "debt_to_equity": 0.34862182797823715, "current_ratio": 0.4333915272230654, "quick_ratio": 0.4333915272230654, "fcf_to_ebitda": 0.9467191735533157, "capex_to_revenue": 0.050119477004795895, "working_capital_to_revenue": -0.07017533830520876, "capital_efficiency": 0.1422435367212574, "financial_health": -0.3351460759536849, "margin_quality": 0.5773912083920921, "growth_momentum": 0.12485643547777941, "company_age_years": 40.36413415468857, "ebitda": 2049255000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 18.947414688777393, "revenue_cagr_3y": 0.21798343930090547, "revenue_cagr_5y": 0.32803097338126075, "earnings_cagr_3y": -0.20169942094370896, "quarterly_revenue_growth_yoy": 0.11934693585593963, "quarterly_earnings_growth_yoy": 1.0740569312659107, "revenue_growth_qoq": 0.03905912818299525, "gross_margin": 0.8201453790238837, "operating_margin": 0.1956226535665788, "net_margin": 0.005112229411294832, "roa_ttm": -0.007845572269865818, "roe_ttm": -0.017866492655862137, "debt_to_ebitda": 7.114092170560652, "net_debt_to_ebitda": 7.030199461358634, "interest_coverage": 13.927456207159178, "debt_to_equity": 1.1569521133086027, "current_ratio": 0.44265890468033886, "quick_ratio": 0.35040623119300035, "fcf_to_ebitda": 0.3307791160266313, "capex_to_revenue": 0.3345644610793253, "working_capital_to_revenue": -0.39700984352586194, "capital_efficiency": -0.012856032462863976, "financial_health": -1.0075577466414625, "margin_quality": 0.3402934206672525, "growth_momentum": 0.5967019335609252, "company_age_years": 5.462012320328542, "ebitda": 146294000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 15.647573040395034, "revenue_cagr_3y": 0.07616753910374507, "revenue_cagr_5y": 0.032872516631226034, "earnings_cagr_3y": 1.2657030020307043, "quarterly_revenue_growth_yoy": 0.04951609472490074, "quarterly_earnings_growth_yoy": -0.015418339449767247, "revenue_growth_qoq": 0.00564126640971608, "gross_margin": 0.6262858397482064, "operating_margin": 0.31883155815970654, "net_margin": 0.1446739362529903, "roa_ttm": 0.007311415914817055, "roe_ttm": 0.03238009378397423, "debt_to_ebitda": 10.068946188669809, "net_debt_to_ebitda": 9.170059674283008, "interest_coverage": 10.98625870518442, "debt_to_equity": 2.919149481417878, "current_ratio": 1.578201410481563, "quick_ratio": 1.5782014099965613, "fcf_to_ebitda": 0.6574829977889936, "capex_to_revenue": 0.11666838242908581, "working_capital_to_revenue": 0.3641786686029835, "capital_efficiency": 0.019845754849395644, "financial_health": -2.6393210219013965, "margin_quality": 0.36326377805363447, "growth_momentum": 0.017048877637566746, "company_age_years": 26.535249828884325, "ebitda": 1703749000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "REG", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 18.971204547583824, "revenue_cagr_3y": 0.051352860798751454, "revenue_cagr_5y": 0.05774840453207419, "earnings_cagr_3y": -0.0474648090332086, "quarterly_revenue_growth_yoy": 0.0891696172283662, "quarterly_earnings_growth_yoy": 0.11848544973544974, "revenue_growth_qoq": 0.01133768440648981, "gross_margin": 0.7158398304767307, "operating_margin": 0.6487555986022892, "net_margin": 0.2714860576742991, "roa_ttm": 0.03248561007820415, "roe_ttm": 0.05965083533482104, "debt_to_ebitda": 4.787912691271088, "net_debt_to_ebitda": 4.668069085275912, "interest_coverage": 18.977816369989043, "debt_to_equity": 0.6494317075253869, "current_ratio": 0.8853277016143466, "quick_ratio": 0.8853277016143466, "fcf_to_ebitda": 0.665900093470365, "capex_to_revenue": 0.21530688750870075, "working_capital_to_revenue": -0.03225505482902888, "capital_efficiency": 0.04606822270651259, "financial_health": -0.6361460156142735, "margin_quality": 0.5453604955844397, "growth_momentum": 0.10382753348190796, "company_age_years": 30.921286789869953, "ebitda": 917938000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 19.324011275772612, "revenue_cagr_3y": 0.31603024261371715, "revenue_cagr_5y": 0.24298286113224732, "earnings_cagr_3y": 0.15292880981016665, "quarterly_revenue_growth_yoy": 0.1697617988884526, "quarterly_earnings_growth_yoy": 0.12864086191935556, "revenue_growth_qoq": 0.06273448489281494, "gross_margin": 0.9265172877141971, "operating_margin": 0.4122812497683712, "net_margin": 0.23826369998274036, "roa_ttm": 0.01751526052945907, "roe_ttm": 0.030590647574809702, "debt_to_ebitda": 6.022665036253724, "net_debt_to_ebitda": 5.970175435239245, "interest_coverage": 20.34231697506034, "debt_to_equity": 0.6453880033108326, "current_ratio": 0.9077682288264725, "quick_ratio": 0.8962398469359122, "fcf_to_ebitda": 0.8703939718096755, "capex_to_revenue": 1.6310672136389506, "working_capital_to_revenue": -0.05618637662081335, "capital_efficiency": 0.02405295405213439, "financial_health": -0.5975707823243376, "margin_quality": 0.5256874124884362, "growth_momentum": 0.1492013304039041, "company_age_years": 28.449007529089666, "ebitda": 3135402000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "CCI", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 17.06618268090154, "revenue_cagr_3y": 0.09042033497602153, "revenue_cagr_5y": 0.07018420136415315, "earnings_cagr_3y": 0.3152060571428128, "quarterly_revenue_growth_yoy": 0.07670126874279123, "quarterly_earnings_growth_yoy": 0.08076009501187649, "revenue_growth_qoq": 0.05301748448956571, "gross_margin": 0.7204070701660418, "operating_margin": 0.35725763256561327, "net_margin": 0.2437064809855383, "roa_ttm": 0.04369653193996209, "roe_ttm": 0.24212319046267386, "debt_to_ebitda": 5.39976275207592, "net_debt_to_ebitda": 5.334282325029656, "interest_coverage": 20.970149253731343, "debt_to_equity": 3.230201532784559, "current_ratio": 0.49504587155963303, "quick_ratio": 0.3522935779816514, "fcf_to_ebitda": 0.431791221826809, "capex_to_revenue": 0.20223776223776224, "working_capital_to_revenue": -0.19244755244755246, "capital_efficiency": 0.142909861201318, "financial_health": -3.0583578827595916, "margin_quality": 0.4404570612390644, "growth_momentum": 0.07873068187733387, "company_age_years": 24.876112251882272, "ebitda": 4215000000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 19.068480110761744, "revenue_cagr_3y": 0.03349589464680913, "revenue_cagr_5y": 0.07033804757652029, "earnings_cagr_3y": 0.17504903397185778, "quarterly_revenue_growth_yoy": 0.018936626938357043, "quarterly_earnings_growth_yoy": 0.055068791504444936, "revenue_growth_qoq": 0.017326479300351232, "gross_margin": 0.6355160904378668, "operating_margin": 0.31101733953190025, "net_margin": 0.23304997476657113, "roa_ttm": 0.027115825887927422, "roe_ttm": 0.08835972661966267, "debt_to_ebitda": 6.616904657271916, "net_debt_to_ebitda": 6.383151011768435, "interest_coverage": 15.596970254147259, "debt_to_equity": 1.7465684405963058, "current_ratio": 1.9498249760317496, "quick_ratio": 2.142560923948184, "fcf_to_ebitda": 0.5167455748024895, "capex_to_revenue": 0.3184995413239664, "working_capital_to_revenue": 0.2505112081605131, "capital_efficiency": 0.057737776253795045, "financial_health": -1.6745458876734984, "margin_quality": 0.39319446824544607, "growth_momentum": 0.03700270922140099, "company_age_years": 19.537303216974674, "ebitda": 1526881000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 15.053538701938855, "revenue_cagr_3y": 0.1371944790097761, "revenue_cagr_5y": 0.10079269551498982, "earnings_cagr_3y": 0.11198135129665632, "quarterly_revenue_growth_yoy": 0.04549832518219663, "quarterly_earnings_growth_yoy": 0.6092806334720172, "revenue_growth_qoq": 0.013693939543293239, "gross_margin": 0.6201423826315708, "operating_margin": 0.21370957423396403, "net_margin": 0.12273720629103993, "roa_ttm": 0.024601322442629327, "roe_ttm": 0.046602724152569816, "debt_to_ebitda": 4.184332050926446, "net_debt_to_ebitda": 4.168875413147458, "interest_coverage": 28.61837241713628, "debt_to_equity": 0.8125437244886946, "current_ratio": 0.07766021604555048, "quick_ratio": 0.07766021382833425, "fcf_to_ebitda": 0.3916383824310962, "capex_to_revenue": 0.26217483724300794, "working_capital_to_revenue": -0.27182688393301135, "capital_efficiency": 0.03560202329759957, "financial_health": -0.7494288942086333, "margin_quality": 0.3188630543855249, "growth_momentum": 0.32738947932710694, "company_age_years": 30.190280629705683, "ebitda": 944578000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 21.130501757642094, "revenue_cagr_3y": 0.016701174310668643, "revenue_cagr_5y": 0.01953229952065949, "earnings_cagr_3y": 0.12236584874290557, "quarterly_revenue_growth_yoy": -0.11389852715577121, "quarterly_earnings_growth_yoy": 0.8298632380143737, "revenue_growth_qoq": 0.03435058035534155, "gross_margin": 0.6673446831433958, "operating_margin": 0.36512023182590764, "net_margin": 0.5604632802994418, "roa_ttm": -0.025926680437378006, "roe_ttm": -0.03778217972166495, "debt_to_ebitda": 1.0487662716145327, "net_debt_to_ebitda": 1.0029758636460726, "interest_coverage": 6.829691839812747, "debt_to_equity": 0.5000100683439185, "current_ratio": 0.18141937470007152, "quick_ratio": 0.21327291000787738, "fcf_to_ebitda": 1.562836459036018, "capex_to_revenue": 0.004258224647877577, "working_capital_to_revenue": -0.15166795494074428, "capital_efficiency": -0.031854430079521476, "financial_health": 0.014980781014105504, "margin_quality": 0.5309760650895817, "growth_momentum": 0.35798235542930124, "company_age_years": 28.65160848733744, "ebitda": 828667000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "CUBE", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 21.4425300166169, "revenue_cagr_3y": 0.08031162404272973, "revenue_cagr_5y": 0.11396276221571511, "earnings_cagr_3y": 0.21707977352197183, "quarterly_revenue_growth_yoy": 0.08591641129295169, "quarterly_earnings_growth_yoy": -0.01738927738927739, "revenue_growth_qoq": 0.04735342762094619, "gross_margin": 0.6789795072862315, "operating_margin": 0.3584093379046155, "net_margin": 0.2531057299140783, "roa_ttm": 0.04435781314472462, "roe_ttm": 0.09661664209364362, "debt_to_ebitda": 4.558460250627819, "net_debt_to_ebitda": 4.540236634640613, "interest_coverage": 21.980282309002032, "debt_to_equity": 1.005861686043883, "current_ratio": 0.03198474899385723, "quick_ratio": 0.03198474899385723, "fcf_to_ebitda": 0.8236609652794262, "capex_to_revenue": 0.1748214034360761, "working_capital_to_revenue": -0.7299961568328507, "capital_efficiency": 0.07048722761918412, "financial_health": -0.8727988763518829, "margin_quality": 0.4301648583683084, "growth_momentum": 0.034263566951837146, "company_age_years": 14.937713894592745, "ebitda": 400195000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 18.123958941532997, "revenue_cagr_3y": -0.004408895875555707, "revenue_cagr_5y": 0.022618600252017007, "earnings_cagr_3y": 0.2074750588113654, "quarterly_revenue_growth_yoy": -0.02543697573754565, "quarterly_earnings_growth_yoy": 1.6229538013823208, "revenue_growth_qoq": 0.01924755277745017, "gross_margin": 0.6218947098584228, "operating_margin": 0.2606316411597474, "net_margin": 0.7958283414301558, "roa_ttm": 0.0557365481806475, "roe_ttm": 0.09869674230035476, "debt_to_ebitda": 3.776115631902524, "net_debt_to_ebitda": 3.628379672205182, "interest_coverage": 35.83678525595323, "debt_to_equity": 0.6959846403571792, "current_ratio": 0.8175990254067887, "quick_ratio": 0.4712942006037693, "fcf_to_ebitda": 0.5117256801123254, "capex_to_revenue": 0.05834217319206255, "working_capital_to_revenue": -0.051825870584468206, "capital_efficiency": 0.07721664524050113, "financial_health": -0.6752377052549146, "margin_quality": 0.559451564149442, "growth_momentum": 0.7987584128223876, "company_age_years": 27.307323750855577, "ebitda": 2010587000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 13.967814184076033, "revenue_cagr_3y": 0.04103219013441595, "revenue_cagr_5y": 0.038169274778480755, "earnings_cagr_3y": 0.12996881213937694, "quarterly_revenue_growth_yoy": 0.1138961105927009, "quarterly_earnings_growth_yoy": -0.27875786125923624, "revenue_growth_qoq": 0.0065881242409302435, "gross_margin": 0.6578349667224652, "operating_margin": 0.3174095936661435, "net_margin": 0.3603157371306209, "roa_ttm": 0.05555484949381565, "roe_ttm": 0.1009928153357433, "debt_to_ebitda": 3.949821413610086, "net_debt_to_ebitda": 3.6706087418994087, "interest_coverage": 38.21959241920607, "debt_to_equity": 0.7708094501354372, "current_ratio": 1.1698502526133725, "quick_ratio": 1.1204927857262066, "fcf_to_ebitda": 0.5679188356276661, "capex_to_revenue": 0.06736406594317597, "working_capital_to_revenue": 0.04316652175002747, "capital_efficiency": 0.07827383241477948, "financial_health": -0.7089972041185681, "margin_quality": 0.4451867658397432, "growth_momentum": -0.08243087533326768, "company_age_years": 28.810403832991103, "ebitda": 2196136000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "AVB", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 15.20362334335327, "revenue_cagr_3y": 0.038585521609664664, "revenue_cagr_5y": 0.03767847962350235, "earnings_cagr_3y": -0.042880253612364916, "quarterly_revenue_growth_yoy": 0.09900362746710928, "quarterly_earnings_growth_yoy": -0.4393994901619575, "revenue_growth_qoq": 0.00752160389206043, "gross_margin": 0.645288035713227, "operating_margin": 0.3115984989061935, "net_margin": 0.21772677958464995, "roa_ttm": 0.050626583186678294, "roe_ttm": 0.09144619838599814, "debt_to_ebitda": 4.040088222768725, "net_debt_to_ebitda": 3.9180524809416566, "interest_coverage": 36.69727741504021, "debt_to_equity": 0.75423958408689, "current_ratio": 4.853150227117607, "quick_ratio": 4.853150227117607, "fcf_to_ebitda": 0.6220707508622774, "capex_to_revenue": 0.0667776594758698, "working_capital_to_revenue": 0.12336289374002063, "capital_efficiency": 0.07103639078633822, "financial_health": -0.7096280313337319, "margin_quality": 0.3915377714013568, "growth_momentum": -0.17019793134742411, "company_age_years": 29.05681040383299, "ebitda": 2085176000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 12.801227532493906, "revenue_cagr_3y": 0.029995179370714053, "revenue_cagr_5y": 0.045805863141257674, "earnings_cagr_3y": 0.0607662710264929, "quarterly_revenue_growth_yoy": 0.02450537143805218, "quarterly_earnings_growth_yoy": -0.08471416960173395, "revenue_growth_qoq": -0.05573863245379963, "gross_margin": 0.8552214997692289, "operating_margin": 0.3231767058842582, "net_margin": 0.22795866093382672, "roa_ttm": 0.047628248067848836, "roe_ttm": 0.10178551214273458, "debt_to_ebitda": 3.8606041684348362, "net_debt_to_ebitda": 3.7113480121730906, "interest_coverage": 30.29625140044447, "debt_to_equity": 1.0327837453783395, "current_ratio": 1.3495803562895963, "quick_ratio": 1.2807312425164006, "fcf_to_ebitda": 0.4944293560629024, "capex_to_revenue": 0.0662885897256174, "working_capital_to_revenue": 0.08263102751134264, "capital_efficiency": 0.07470688010529171, "financial_health": -1.01409995385055, "margin_quality": 0.4687856221957713, "growth_momentum": -0.030104399081840885, "company_age_years": 26.067077344284737, "ebitda": 1649540000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 12.14540943327226, "revenue_cagr_3y": 0.024966142820893378, "revenue_cagr_5y": 0.04010486607559183, "earnings_cagr_3y": -0.02601711417075825, "quarterly_revenue_growth_yoy": 0.010571441029945602, "quarterly_earnings_growth_yoy": -0.2584587506921025, "revenue_growth_qoq": 0.0008475102362502261, "gross_margin": 0.8571320699763492, "operating_margin": 0.3477162220106739, "net_margin": 0.19864836803654692, "roa_ttm": 0.044917626554711196, "roe_ttm": 0.09895500523837181, "debt_to_ebitda": 4.487458336032502, "net_debt_to_ebitda": 4.139678030881754, "interest_coverage": 29.520223705574598, "debt_to_equity": 1.2071113959122453, "current_ratio": 2.2715289401523626, "quick_ratio": 2.1845908132964196, "fcf_to_ebitda": 0.46994816372976694, "capex_to_revenue": 0.06402083443778826, "working_capital_to_revenue": 0.31865490643057837, "capital_efficiency": 0.07193631589654151, "financial_health": -1.0491804689707498, "margin_quality": 0.4678322200078567, "growth_momentum": -0.12394365483107844, "company_age_years": 26.31895961670089, "ebitda": 1636306000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 13.626902573305447, "revenue_cagr_3y": 0.01616795678859906, "revenue_cagr_5y": 0.031046182731928607, "earnings_cagr_3y": -0.025981322131870765, "quarterly_revenue_growth_yoy": -0.03541086675635714, "quarterly_earnings_growth_yoy": -0.25674207020757966, "revenue_growth_qoq": -0.023564565236737854, "gross_margin": 0.8530793514015129, "operating_margin": 0.309139317209513, "net_margin": 0.26443562486018013, "roa_ttm": 0.04397512495384069, "roe_ttm": 0.094805188312132, "debt_to_ebitda": 4.105558110501157, "net_debt_to_ebitda": 4.053539761934089, "interest_coverage": 29.052905105288712, "debt_to_equity": 1.1054164632083474, "current_ratio": 1.494775779841251, "quick_ratio": 1.3320441306167388, "fcf_to_ebitda": 0.44133552611625504, "capex_to_revenue": 0.0602273912450493, "working_capital_to_revenue": 0.11777184392023256, "capital_efficiency": 0.06939015663298634, "financial_health": -1.0405905286618045, "margin_quality": 0.4755514311570687, "growth_momentum": -0.1460764684819684, "company_age_years": 26.570841889117045, "ebitda": 1615603000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 16.735906917178397, "revenue_cagr_3y": 0.007498124466399636, "revenue_cagr_5y": 0.02478901235801345, "earnings_cagr_3y": 0.2281984853104384, "quarterly_revenue_growth_yoy": -0.09491623913326044, "quarterly_earnings_growth_yoy": -0.46526732824136685, "revenue_growth_qoq": -0.01918950045985202, "gross_margin": 0.8469806406195002, "operating_margin": 0.5558071101724745, "net_margin": 0.47432312565997886, "roa_ttm": 0.033018081650613235, "roe_ttm": 0.07009056664900744, "debt_to_ebitda": 4.636297966782199, "net_debt_to_ebitda": 4.558310022716672, "interest_coverage": 28.143003736761603, "debt_to_equity": 1.1184947958366693, "current_ratio": 1.8818809146506434, "quick_ratio": 1.911368319027671, "fcf_to_ebitda": 0.44153312079738133, "capex_to_revenue": 0.0614697505529631, "working_capital_to_revenue": 0.20337112085929027, "capital_efficiency": 0.051554324149810336, "financial_health": -1.0030093172949364, "margin_quality": 0.6257036254839846, "growth_momentum": -0.28009178368731363, "company_age_years": 26.817248459958932, "ebitda": 1453558000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 17.994102614390016, "revenue_cagr_3y": 0.002150853993428292, "revenue_cagr_5y": 0.017643052132539028, "earnings_cagr_3y": -0.13571131118156043, "quarterly_revenue_growth_yoy": -0.05268328758397504, "quarterly_earnings_growth_yoy": -0.23221009259039996, "revenue_growth_qoq": -0.01167757831749384, "gross_margin": 0.8480246625144596, "operating_margin": 0.26605941113118203, "net_margin": 0.18475801902113523, "roa_ttm": 0.031590940095937936, "roe_ttm": 0.06764072290795849, "debt_to_ebitda": 4.307692523909576, "net_debt_to_ebitda": 4.273853710639673, "interest_coverage": 27.91920896195876, "debt_to_equity": 1.0296790687088422, "current_ratio": 1.126037471629542, "quick_ratio": 1.1499031891609965, "fcf_to_ebitda": 0.496077494431054, "capex_to_revenue": 0.06887901002580288, "working_capital_to_revenue": 0.036777260670179786, "capital_efficiency": 0.04961583150194821, "financial_health": -1.0116239522748665, "margin_quality": 0.432947364222259, "growth_momentum": -0.1424466900871875, "company_age_years": 27.066392881587955, "ebitda": 1423070000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 18.293959984898436, "revenue_cagr_3y": 0.011215456565767612, "revenue_cagr_5y": 0.0196773859026953, "earnings_cagr_3y": 0.13497951024410648, "quarterly_revenue_growth_yoy": -0.02145028060116879, "quarterly_earnings_growth_yoy": 0.6072277052985976, "revenue_growth_qoq": 0.03384542620905014, "gross_margin": 0.8488054522856111, "operating_margin": 0.3802351890689721, "net_margin": 0.32627178199676454, "roa_ttm": 0.034986125578159555, "roe_ttm": 0.07520718640658156, "debt_to_ebitda": 4.14530455729539, "net_debt_to_ebitda": 4.111322632874023, "interest_coverage": 29.363281952857914, "debt_to_equity": 1.0233757903541163, "current_ratio": 1.0436861903427408, "quick_ratio": 1.068844368801307, "fcf_to_ebitda": 0.5056566184751097, "capex_to_revenue": 0.07468660750660537, "working_capital_to_revenue": 0.01339871267818422, "capital_efficiency": 0.055096655992370555, "financial_health": -1.0123020986424696, "margin_quality": 0.5184374744504492, "growth_momentum": 0.2928887123487144, "company_age_years": 27.318275154004105, "ebitda": 1468722000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 19.469069056374543, "revenue_cagr_3y": 0.017108601925360567, "revenue_cagr_5y": 0.024625110054663724, "earnings_cagr_3y": 0.05123702120724216, "quarterly_revenue_growth_yoy": 0.026301325975701034, "quarterly_earnings_growth_yoy": 0.42956812366181, "revenue_growth_qoq": 0.024083867749554233, "gross_margin": 0.8546082304438153, "operating_margin": 0.272505624387776, "net_margin": 0.3683408863389272, "roa_ttm": 0.037587226771641793, "roe_ttm": 0.08151257265454519, "debt_to_ebitda": 4.362609720638109, "net_debt_to_ebitda": 4.324017540822955, "interest_coverage": 30.096006813770153, "debt_to_equity": 1.1059569677871557, "current_ratio": 0.9454272081940558, "quick_ratio": 0.9601429812041933, "fcf_to_ebitda": 0.5160261072101523, "capex_to_revenue": 0.08413071064227978, "working_capital_to_revenue": -0.026304426901835126, "capital_efficiency": 0.05954989971309349, "financial_health": -1.044508743415218, "margin_quality": 0.4984849137235062, "growth_momentum": 0.22793472481875554, "company_age_years": 27.57015742642026, "ebitda": 1519427000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 13.420630817702461, "revenue_cagr_3y": 0.03417792283322507, "revenue_cagr_5y": 0.037690837496303864, "earnings_cagr_3y": 0.12856726518855122, "quarterly_revenue_growth_yoy": 0.11729674162262242, "quarterly_earnings_growth_yoy": 0.3528135365372532, "revenue_growth_qoq": 0.013264250222087721, "gross_margin": 0.8639250643692059, "operating_margin": 0.5494998590982771, "net_margin": 0.44598406004099395, "roa_ttm": 0.0330007383068083, "roe_ttm": 0.07142904625521222, "debt_to_ebitda": 4.0955698867872075, "net_debt_to_ebitda": 4.072881672392951, "interest_coverage": 36.90157915912291, "debt_to_equity": 1.0514111048056354, "current_ratio": 0.6629807186700832, "quick_ratio": 0.6870560895092841, "fcf_to_ebitda": 0.5536319541642873, "capex_to_revenue": 0.10156309317693274, "working_capital_to_revenue": -0.08177050984121373, "capital_efficiency": 0.05221489228101026, "financial_health": -1.0396106950544068, "margin_quality": 0.6198029945028256, "growth_momentum": 0.23505513907993783, "company_age_years": 28.569472963723477, "ebitda": 1467502000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 12.44231096571441, "revenue_cagr_3y": 0.01675449017136965, "revenue_cagr_5y": 0.034995478781350675, "earnings_cagr_3y": -0.21302664742475963, "quarterly_revenue_growth_yoy": 0.07990468833872298, "quarterly_earnings_growth_yoy": 1.0958855489120047, "revenue_growth_qoq": -0.006652488179911027, "gross_margin": 0.8594591449029026, "operating_margin": 0.4543536822809702, "net_margin": 0.3722700832401842, "roa_ttm": 0.03978843584580628, "roe_ttm": 0.08695711756695981, "debt_to_ebitda": 3.8130864750317484, "net_debt_to_ebitda": 3.769525364542522, "interest_coverage": 30.45183661475169, "debt_to_equity": 1.0548756038008955, "current_ratio": 0.7934874589581288, "quick_ratio": 0.8012987587844576, "fcf_to_ebitda": 0.500551976500469, "capex_to_revenue": 0.09732918837375483, "working_capital_to_revenue": -0.048440448779415266, "capital_efficiency": 0.06337277670638305, "financial_health": -1.0492801614373757, "margin_quality": 0.562027636808019, "growth_momentum": 0.5878951186253638, "company_age_years": 28.815879534565365, "ebitda": 1554414000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 13.752739588191757, "revenue_cagr_3y": 0.039404296885039436, "revenue_cagr_5y": 0.03593266018581387, "earnings_cagr_3y": 0.05657885448421984, "quarterly_revenue_growth_yoy": 0.040164709058998244, "quarterly_earnings_growth_yoy": 0.7460651312791391, "revenue_growth_qoq": 0.00878228800182338, "gross_margin": 0.6859098698932562, "operating_margin": 0.32408188576661545, "net_margin": 0.23944640337657405, "roa_ttm": 0.043376656445307506, "roe_ttm": 0.0950998320943022, "debt_to_ebitda": 3.9167274687906146, "net_debt_to_ebitda": 3.8767005166483988, "interest_coverage": 28.94865019011407, "debt_to_equity": 1.0678066517011329, "current_ratio": 0.8351674311986148, "quick_ratio": 0.8587913385928978, "fcf_to_ebitda": 0.5239308622386959, "capex_to_revenue": 0.0947396115265862, "working_capital_to_revenue": -0.03840219669226047, "capital_efficiency": 0.06923824426980485, "financial_health": -1.056665061418638, "margin_quality": 0.4164793863454819, "growth_momentum": 0.3931149201690687, "company_age_years": 29.065023956194388, "ebitda": 1522699000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 12.796486355576285, "revenue_cagr_3y": 0.041718437518767804, "revenue_cagr_5y": 0.0361910832244412, "earnings_cagr_3y": 0.058186848328286134, "quarterly_revenue_growth_yoy": 0.023026347901637104, "quarterly_earnings_growth_yoy": -0.05988668921393335, "revenue_growth_qoq": 0.007547296793841021, "gross_margin": 0.860729084910409, "operating_margin": 0.3143829783173459, "net_margin": 0.20821932187135453, "roa_ttm": 0.04205583659067983, "roe_ttm": 0.09501610992531567, "debt_to_ebitda": 4.087682064415497, "net_debt_to_ebitda": 3.8294759917372794, "interest_coverage": 28.030206236960176, "debt_to_equity": 1.121844834564815, "current_ratio": 1.6643621290473336, "quick_ratio": 1.6928090298590863, "fcf_to_ebitda": 0.5222903756165423, "capex_to_revenue": 0.09044340070843081, "working_capital_to_revenue": 0.1573041140705905, "capital_efficiency": 0.06853597325799775, "financial_health": -1.0903436469539542, "margin_quality": 0.4611104616997032, "growth_momentum": -0.018430170656148125, "company_age_years": 29.31690622861054, "ebitda": 1518144000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 14.051003546531819, "revenue_cagr_3y": 0.06330485629532934, "revenue_cagr_5y": 0.036875317635116645, "earnings_cagr_3y": 0.17424752363072504, "quarterly_revenue_growth_yoy": 0.03517522143634781, "quarterly_earnings_growth_yoy": 0.7763788656436443, "revenue_growth_qoq": 0.012282215920407447, "gross_margin": 0.862620863471124, "operating_margin": 0.31002651500955664, "net_margin": 0.6388220027733014, "roa_ttm": 0.04074632999060549, "roe_ttm": 0.09463249214000427, "debt_to_ebitda": 4.473565763035419, "net_debt_to_ebitda": 4.15259357690299, "interest_coverage": 27.796899862335295, "debt_to_equity": 1.253659000823896, "current_ratio": 1.9553951762894226, "quick_ratio": 1.9748940063596183, "fcf_to_ebitda": 0.5610658595130836, "capex_to_revenue": 0.08651037887002926, "working_capital_to_revenue": 0.2269615452680738, "capital_efficiency": 0.06768941106530488, "financial_health": -1.1424088773090735, "margin_quality": 0.6038231270846607, "growth_momentum": 0.40577704353999605, "company_age_years": 29.817932922655714, "ebitda": 1554764000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 15.622154029250158, "revenue_cagr_3y": 0.07493789909750448, "revenue_cagr_5y": 0.041981500643315295, "earnings_cagr_3y": 9.571964338150885e-05, "quarterly_revenue_growth_yoy": 0.07518196110052174, "quarterly_earnings_growth_yoy": 0.3567975069315552, "revenue_growth_qoq": 0.01886041753795029, "gross_margin": 0.8653976720553452, "operating_margin": 0.2857567595152408, "net_margin": 0.26275687932939573, "roa_ttm": 0.043444340980436605, "roe_ttm": 0.10111825237272527, "debt_to_ebitda": 3.9336761176432784, "net_debt_to_ebitda": 3.8896253883666727, "interest_coverage": 27.321650459211238, "debt_to_equity": 1.1715353573424006, "current_ratio": 0.9678066327070386, "quick_ratio": 0.8009017384238261, "fcf_to_ebitda": 0.56234567290937, "capex_to_revenue": 0.08244795832187442, "working_capital_to_revenue": -0.008211380760152698, "capital_efficiency": 0.07228129667658094, "financial_health": -1.1644477120183143, "margin_quality": 0.4713037702999939, "growth_momentum": 0.21598973401603846, "company_age_years": 30.31895961670089, "ebitda": 1618316000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2015-12-31", "company_multiple": 13.045049794885847, "revenue_cagr_3y": 0.25752679297027203, "revenue_cagr_5y": 0.2030834261921557, "earnings_cagr_3y": 0.2444152463676703, "quarterly_revenue_growth_yoy": 0.04302621260010932, "quarterly_earnings_growth_yoy": 0.24509775524981897, "revenue_growth_qoq": 0.005110726036076612, "gross_margin": 0.3189753054071399, "operating_margin": 0.2915010044163942, "net_margin": 0.16323949919684663, "roa_ttm": 0.04852477028690024, "roe_ttm": 0.11074952330513771, "debt_to_ebitda": 4.278574758557461, "net_debt_to_ebitda": 4.229800573722273, "interest_coverage": 24.97515648817825, "debt_to_equity": 1.0981246502487878, "current_ratio": 0.27412678379903427, "quick_ratio": 0.05109429313530813, "fcf_to_ebitda": 0.4872808447144959, "capex_to_revenue": 0.08491637053194848, "working_capital_to_revenue": -0.16171978538190102, "capital_efficiency": 0.07963714679601898, "financial_health": -1.067642699118918, "margin_quality": 0.2579052696734603, "growth_momentum": 0.14406198392496414, "company_age_years": 21.921971252566735, "ebitda": 770059000.0, "spy_multiple": 15.0, "sector_multiple": 21.351690665146748, "sector_premium_over_spy": 0.4234460443431165}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 14.934837522528555, "revenue_cagr_3y": 0.26350386938263126, "revenue_cagr_5y": 0.2017245193810715, "earnings_cagr_3y": 0.2702755749525223, "quarterly_revenue_growth_yoy": 0.04346207105204976, "quarterly_earnings_growth_yoy": -0.2914129955767379, "revenue_growth_qoq": 0.021565522505382836, "gross_margin": 0.3122639545603236, "operating_margin": 0.2851466083801707, "net_margin": 0.16137701846730307, "roa_ttm": 0.04605106005180786, "roe_ttm": 0.10550940190098324, "debt_to_ebitda": 4.739733675665711, "net_debt_to_ebitda": 4.702356496910654, "interest_coverage": 23.409487442178136, "debt_to_equity": 1.199259297040208, "current_ratio": 0.1444161355118651, "quick_ratio": 0.1444161355118651, "fcf_to_ebitda": 0.49966646464458925, "capex_to_revenue": 0.08371960100337814, "working_capital_to_revenue": -0.28025752865913056, "capital_efficiency": 0.07578023097639555, "financial_health": -1.151509457412599, "margin_quality": 0.2529291938025991, "growth_momentum": -0.12397546226234407, "company_age_years": 22.171115674195757, "ebitda": 754043000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 16.23420655110772, "revenue_cagr_3y": 0.2660748137840092, "revenue_cagr_5y": 0.19042489944302066, "earnings_cagr_3y": 0.2392459567062557, "quarterly_revenue_growth_yoy": 0.05687066313483309, "quarterly_earnings_growth_yoy": -0.08126757799725293, "revenue_growth_qoq": 0.017124847558735803, "gross_margin": 0.308362646172959, "operating_margin": 0.2664880208596667, "net_margin": 0.30436839558248885, "roa_ttm": 0.03136363656180151, "roe_ttm": 0.07211672441849974, "debt_to_ebitda": 5.5270806153490994, "net_debt_to_ebitda": 5.484832698736223, "interest_coverage": 20.468260382989307, "debt_to_equity": 1.2160153574209156, "current_ratio": 0.12415277030661646, "quick_ratio": 0.12415277030661646, "fcf_to_ebitda": 0.6232406826614502, "capex_to_revenue": 0.07494403538831257, "working_capital_to_revenue": -0.38390752732117905, "capital_efficiency": 0.051740180490150625, "financial_health": -1.1434727146811146, "margin_quality": 0.29307302087170484, "growth_momentum": -0.012198457431209918, "company_age_years": 22.67214236824093, "ebitda": 658423000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 12.926480552450064, "revenue_cagr_3y": 0.14875736152335506, "revenue_cagr_5y": 0.23648339373124116, "earnings_cagr_3y": 0.5291583798077613, "quarterly_revenue_growth_yoy": 0.2459000384117084, "quarterly_earnings_growth_yoy": 2.1343624638196315, "revenue_growth_qoq": -0.00471200104017683, "gross_margin": 0.2911234316947886, "operating_margin": 0.25206015603363136, "net_margin": 0.32254440374355303, "roa_ttm": 0.02857477502234396, "roe_ttm": 0.05171062245682107, "debt_to_ebitda": 1.3987746651114545, "net_debt_to_ebitda": 1.3879278682966796, "interest_coverage": 24.93523876616515, "debt_to_equity": 0.21830269970647148, "current_ratio": 0.1154887439305508, "quick_ratio": 0.038724312129089215, "fcf_to_ebitda": 0.13377177935899973, "capex_to_revenue": 0.34681982253609744, "working_capital_to_revenue": -0.47179734033055876, "capital_efficiency": 0.04014269873958252, "financial_health": -0.15280358423688653, "margin_quality": 0.2885759971573243, "growth_momentum": 1.1901312511156699, "company_age_years": 23.923340177960302, "ebitda": 991076000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 14.400778205262354, "revenue_cagr_3y": 0.14402363251665817, "revenue_cagr_5y": 0.23683455398429243, "earnings_cagr_3y": -0.07164814252266916, "quarterly_revenue_growth_yoy": 0.01876181025473202, "quarterly_earnings_growth_yoy": 0.16976494451736068, "revenue_growth_qoq": 0.008567218305995224, "gross_margin": 0.2797519280238953, "operating_margin": 0.24366284386438938, "net_margin": 0.12698663530362653, "roa_ttm": 0.029384422480261664, "roe_ttm": 0.053261108387585125, "debt_to_ebitda": 4.041202179634742, "net_debt_to_ebitda": 3.9811314300432223, "interest_coverage": 24.29844762254003, "debt_to_equity": 0.6376645016751802, "current_ratio": 0.10567838358837668, "quick_ratio": 0.10567838358837668, "fcf_to_ebitda": 0.18821484051158635, "capex_to_revenue": 0.3227142053621649, "working_capital_to_revenue": -0.4892728058663, "capital_efficiency": 0.041322765433923395, "financial_health": -0.5609954650543868, "margin_quality": 0.2168004690639704, "growth_momentum": 0.09426337738604636, "company_age_years": 24.16974674880219, "ebitda": 993928000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "MAA", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 15.053120538786063, "revenue_cagr_3y": 0.1464179545999027, "revenue_cagr_5y": 0.23804277562975606, "earnings_cagr_3y": -0.2401058236073751, "quarterly_revenue_growth_yoy": 0.01902343576520869, "quarterly_earnings_growth_yoy": 0.23785573838352478, "revenue_growth_qoq": 0.010507309263581656, "gross_margin": 0.2743640292970803, "operating_margin": 0.24350570277871064, "net_margin": 0.153322583208784, "roa_ttm": 0.03031196730638748, "roe_ttm": 0.05541323692610285, "debt_to_ebitda": 3.7053198471334543, "net_debt_to_ebitda": 3.6729414498095125, "interest_coverage": 23.10778937707927, "debt_to_equity": 0.5959694150424856, "current_ratio": 0.11846136673312753, "quick_ratio": 0.11846136673312753, "fcf_to_ebitda": 0.2337271496982087, "capex_to_revenue": 0.30468491840624917, "working_capital_to_revenue": -0.2967847150859997, "capital_efficiency": 0.042862602116245166, "financial_health": -0.5755537506312499, "margin_quality": 0.223730771761525, "growth_momentum": 0.12843958707436673, "company_age_years": 24.418891170431213, "ebitda": 1007153000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 13.595788901977052, "revenue_cagr_3y": 0.10975235433194541, "revenue_cagr_5y": 0.09075808375685046, "earnings_cagr_3y": 0.08986087543024168, "quarterly_revenue_growth_yoy": 0.034071801749504575, "quarterly_earnings_growth_yoy": -0.2592409611497867, "revenue_growth_qoq": 0.007660966861807569, "gross_margin": 0.24746838046521308, "operating_margin": 0.22805506287611338, "net_margin": 0.07981648934239595, "roa_ttm": 0.03907003825294494, "roe_ttm": 0.11133474512570832, "debt_to_ebitda": 4.287822018727165, "net_debt_to_ebitda": 4.285661362633072, "interest_coverage": 28.562886772129175, "debt_to_equity": 1.452893957221288, "current_ratio": 0.31061791161517405, "quick_ratio": 0.31061791161517405, "fcf_to_ebitda": 0.38474541304246557, "capex_to_revenue": 0.19191816164782693, "working_capital_to_revenue": -0.35958994802460953, "capital_efficiency": 0.07520239168932663, "financial_health": -1.3492411198300451, "margin_quality": 0.18511331089457414, "growth_momentum": -0.11258457970014105, "company_age_years": 33.817932922655714, "ebitda": 1352367000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "UDR", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 12.988979553740704, "revenue_cagr_3y": 0.1112317358356325, "revenue_cagr_5y": 0.08851460039826575, "earnings_cagr_3y": 1.3620949621943494, "quarterly_revenue_growth_yoy": 0.03525224690838921, "quarterly_earnings_growth_yoy": 0.3935215088489859, "revenue_growth_qoq": 0.0008735146017281555, "gross_margin": 0.2372242127097869, "operating_margin": 0.19282505790142976, "net_margin": 0.10431685983260564, "roa_ttm": 0.04079696971213409, "roe_ttm": 0.1164951876054334, "debt_to_ebitda": 4.201785037188275, "net_debt_to_ebitda": 4.200242088376841, "interest_coverage": 28.533976946444177, "debt_to_equity": 1.470378109607616, "current_ratio": 0.3326593410968944, "quick_ratio": 0.6255436006614663, "fcf_to_ebitda": 0.38037042438384133, "capex_to_revenue": 0.1892121399670806, "working_capital_to_revenue": -0.3267090484446139, "capital_efficiency": 0.07864607865878374, "financial_health": -1.3637677226618519, "margin_quality": 0.1781220434812741, "growth_momentum": 0.21438687787868754, "company_age_years": 34.06707734428473, "ebitda": 1371400000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 12.199645845930661, "revenue_cagr_3y": 0.02930289148848675, "revenue_cagr_5y": 0.09577081309175473, "earnings_cagr_3y": 0.602259398680093, "quarterly_revenue_growth_yoy": 0.03594662100821758, "quarterly_earnings_growth_yoy": 6.852769679300292, "revenue_growth_qoq": -0.005612295577890355, "gross_margin": 0.6055349967080619, "operating_margin": 0.2787249982972734, "net_margin": 1.3208527254977638, "roa_ttm": 0.13789167677762468, "roe_ttm": 0.2697462847845093, "debt_to_ebitda": 3.1184289095921547, "net_debt_to_ebitda": 2.7240195456036846, "interest_coverage": 34.471875541688334, "debt_to_equity": 0.7970474274556602, "current_ratio": 1.5281772343418922, "quick_ratio": 1.5281772343418922, "fcf_to_ebitda": 0.13985515536039564, "capex_to_revenue": 0.3942452927440355, "working_capital_to_revenue": 0.17289221156992196, "capital_efficiency": 0.20381898078106697, "financial_health": -0.7455152949761861, "margin_quality": 0.735037573501033, "growth_momentum": 3.4443581501542546, "company_age_years": 23.19233401779603, "ebitda": 795473000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 15.445696170897623, "revenue_cagr_3y": 0.03155614620798319, "revenue_cagr_5y": 0.16405392554840637, "earnings_cagr_3y": -0.31989965611709226, "quarterly_revenue_growth_yoy": -0.054511490999660364, "quarterly_earnings_growth_yoy": -0.325120063373657, "revenue_growth_qoq": -0.014057711081344928, "gross_margin": 0.6286203768093249, "operating_margin": 0.28918342628454585, "net_margin": 0.18832637158686372, "roa_ttm": 0.13599905908145649, "roe_ttm": 0.26515099081150484, "debt_to_ebitda": 6.199207289339391, "net_debt_to_ebitda": 5.9026105471502905, "interest_coverage": 34.481968201990604, "debt_to_equity": 1.6045667564709192, "current_ratio": 1.4446575395972892, "quick_ratio": 1.444657535691268, "fcf_to_ebitda": 0.12509309102177704, "capex_to_revenue": 0.3897478558026577, "working_capital_to_revenue": 0.12937234994027955, "capital_efficiency": 0.20057502494648066, "financial_health": -0.762907463361382, "margin_quality": 0.36871005822691155, "growth_momentum": -0.18981577718665868, "company_age_years": 23.444216290212182, "ebitda": 800292000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 12.219843003720374, "revenue_cagr_3y": 0.021534065859081464, "revenue_cagr_5y": 0.05283268205236902, "earnings_cagr_3y": -0.04508865426441755, "quarterly_revenue_growth_yoy": -0.007056237306688499, "quarterly_earnings_growth_yoy": -0.16460579918523843, "revenue_growth_qoq": 0.010969931702734192, "gross_margin": 0.6019560770951299, "operating_margin": 0.26096819894224244, "net_margin": 0.1588048523831433, "roa_ttm": 0.1369682576213754, "roe_ttm": 0.2650627236491388, "debt_to_ebitda": 3.3727241794286087, "net_debt_to_ebitda": 3.065575657195183, "interest_coverage": 34.82235581111692, "debt_to_equity": 0.8790586969457374, "current_ratio": 1.2954029538427045, "quick_ratio": 1.2954029538427045, "fcf_to_ebitda": 0.10866894676137316, "capex_to_revenue": 0.37873431901936877, "working_capital_to_revenue": 0.07200130240797474, "capital_efficiency": 0.2010154906352571, "financial_health": -0.7575486277432031, "margin_quality": 0.3405763761401719, "growth_momentum": -0.08583101824596347, "company_age_years": 23.690622861054074, "ebitda": 799382000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 13.134944450659958, "revenue_cagr_3y": 0.02324229460729743, "revenue_cagr_5y": 0.04773285933545379, "earnings_cagr_3y": 0.03571676107195243, "quarterly_revenue_growth_yoy": 0.008542609198204787, "quarterly_earnings_growth_yoy": -0.9121939852386949, "revenue_growth_qoq": 0.01753363003995062, "gross_margin": 0.6066257778573667, "operating_margin": 0.26843354076196446, "net_margin": 0.1754398531584367, "roa_ttm": 0.06998930776394302, "roe_ttm": 0.13327212220683188, "debt_to_ebitda": 3.028609861503917, "net_debt_to_ebitda": 3.007381427526975, "interest_coverage": 34.99435491213694, "debt_to_equity": 0.7644987288182903, "current_ratio": 0.2054973152646382, "quick_ratio": 0.2054973152646382, "fcf_to_ebitda": 0.11960930731143796, "capex_to_revenue": 0.3777294337500639, "working_capital_to_revenue": -0.21179758368218662, "capital_efficiency": 0.10163071498538745, "financial_health": -0.7537540824665581, "margin_quality": 0.3501663905925893, "growth_momentum": -0.45182568802024503, "company_age_years": 23.939767282683093, "ebitda": 768686000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 11.696290078071145, "revenue_cagr_3y": 0.12578501241479478, "revenue_cagr_5y": 0.10340852524449917, "earnings_cagr_3y": -0.21573936431406737, "quarterly_revenue_growth_yoy": 0.23101937360003144, "quarterly_earnings_growth_yoy": -0.7848735145311213, "revenue_growth_qoq": 0.005717389210534765, "gross_margin": 0.6410620655530993, "operating_margin": 0.2095028318023777, "net_margin": 0.1215959181610443, "roa_ttm": 0.06997390097593947, "roe_ttm": 0.13089266878165973, "debt_to_ebitda": 2.7477035510636068, "net_debt_to_ebitda": 2.7398159888642706, "interest_coverage": 44.18018781792096, "debt_to_equity": 0.7465804492822794, "current_ratio": 0.06806334783636689, "quick_ratio": 0.06806334783636689, "fcf_to_ebitda": 0.21793274574549898, "capex_to_revenue": 0.3158876153043811, "working_capital_to_revenue": -0.29642960563863374, "capital_efficiency": 0.1004332848787996, "financial_health": -0.7370122121906377, "margin_quality": 0.3240536051721738, "growth_momentum": -0.27692707046554493, "company_age_years": 29.44284736481862, "ebitda": 1354918000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 11.35238068351042, "revenue_cagr_3y": 0.12460065635593742, "revenue_cagr_5y": 0.10390751221991601, "earnings_cagr_3y": -0.009884735050178506, "quarterly_revenue_growth_yoy": 0.21455618755198982, "quarterly_earnings_growth_yoy": -0.4800927763445128, "revenue_growth_qoq": 0.005996132042595415, "gross_margin": 0.6208222380296328, "operating_margin": 0.20507030037311952, "net_margin": 0.11084373669555192, "roa_ttm": 0.06605635680211946, "roe_ttm": 0.12446156621646001, "debt_to_ebitda": 2.9527064828028613, "net_debt_to_ebitda": 2.937615983409984, "interest_coverage": 41.19912919039064, "debt_to_equity": 0.8098684650608418, "current_ratio": 0.11258128664327592, "quick_ratio": 0.11258128378610041, "fcf_to_ebitda": 0.2300844798954699, "capex_to_revenue": 0.30264507639839955, "working_capital_to_revenue": -0.2085132522355595, "capital_efficiency": 0.09525896150928974, "financial_health": -0.7575023729473959, "margin_quality": 0.31224542503276803, "growth_momentum": -0.13276829439626148, "company_age_years": 29.689253935660506, "ebitda": 1353103000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2023-12-31", "company_multiple": 13.307809242781833, "revenue_cagr_3y": 0.14008162287896053, "revenue_cagr_5y": 0.09614837632062323, "earnings_cagr_3y": 0.9687445996413078, "quarterly_revenue_growth_yoy": 0.03106602927836258, "quarterly_earnings_growth_yoy": 3.8640311536021352, "revenue_growth_qoq": -0.008165761634483005, "gross_margin": 0.6239708762161785, "operating_margin": 0.21213559794317147, "net_margin": 0.5736260504093275, "roa_ttm": 0.04297957199780855, "roe_ttm": 0.08097343435947588, "debt_to_ebitda": 3.7882736359497544, "net_debt_to_ebitda": 3.549460046275384, "interest_coverage": 33.04318770607631, "debt_to_equity": 0.8536854939921783, "current_ratio": 0.6517438300705634, "quick_ratio": 0.6517438277425077, "fcf_to_ebitda": 0.34213492205618085, "capex_to_revenue": 0.2664894972656121, "working_capital_to_revenue": -0.09700932603644424, "capital_efficiency": 0.061976503178642214, "financial_health": -0.7173858076162448, "margin_quality": 0.4699108415228925, "growth_momentum": 1.9475485914402488, "company_age_years": 30.442162902121833, "ebitda": 1122411000.0, "spy_multiple": 12.0, "sector_multiple": 17.622518944141202, "sector_premium_over_spy": 0.46854324534510017}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 12.201764964101931, "revenue_cagr_3y": 0.12713210071937753, "revenue_cagr_5y": 0.09039294158930677, "earnings_cagr_3y": 0.3889983425491941, "quarterly_revenue_growth_yoy": 0.013163635786684579, "quarterly_earnings_growth_yoy": 1.001312116802252, "revenue_growth_qoq": -0.01147097296864962, "gross_margin": 0.6127222093171966, "operating_margin": 0.1945706671956277, "net_margin": 0.21895072571194416, "roa_ttm": 0.04891260647980734, "roe_ttm": 0.09046038029923287, "debt_to_ebitda": 3.2928732001666727, "net_debt_to_ebitda": 3.2134010312442665, "interest_coverage": 35.847127885176874, "debt_to_equity": 0.7802452346798413, "current_ratio": 0.2974704863338894, "quick_ratio": 0.29747048366055007, "fcf_to_ebitda": 0.31380502384345116, "capex_to_revenue": 0.274801956037634, "working_capital_to_revenue": -0.1698708148971723, "capital_efficiency": 0.0696864933895201, "financial_health": -0.7117175466483007, "margin_quality": 0.34208120074158943, "growth_momentum": 0.5072378762944684, "company_age_years": 30.691307323750856, "ebitda": 1166358000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 13.918427180391545, "revenue_cagr_3y": 0.1187060872650385, "revenue_cagr_5y": 0.08644810926068613, "earnings_cagr_3y": 0.12516154201730934, "quarterly_revenue_growth_yoy": 0.004282760785371687, "quarterly_earnings_growth_yoy": -0.5288971338873094, "revenue_growth_qoq": 0.010463510822386536, "gross_margin": 0.6145938266821646, "operating_margin": 0.1975926643419863, "net_margin": 0.11085367428645228, "roa_ttm": 0.04373542194821035, "roe_ttm": 0.08178434910121431, "debt_to_ebitda": 3.4312208406812954, "net_debt_to_ebitda": 3.3473473670111837, "interest_coverage": 34.751140348155275, "debt_to_equity": 0.7914236402880068, "current_ratio": 0.2684659807182048, "quick_ratio": 0.26846597831698504, "fcf_to_ebitda": 0.32513248655043864, "capex_to_revenue": 0.2745238451922183, "working_capital_to_revenue": -0.19671960719488382, "capital_efficiency": 0.06275988552471233, "financial_health": -0.7213719945803084, "margin_quality": 0.3076800551035344, "growth_momentum": -0.26230718655096885, "company_age_years": 30.940451745379878, "ebitda": 1119925000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 14.940366414044234, "revenue_cagr_3y": 0.02031513847138111, "revenue_cagr_5y": 0.03401936555116225, "earnings_cagr_3y": 0.028365758310309852, "quarterly_revenue_growth_yoy": 0.008755583697156583, "quarterly_earnings_growth_yoy": -0.09433445653642135, "revenue_growth_qoq": -0.038303068347794726, "gross_margin": 0.8254470056241617, "operating_margin": 0.48714415976111985, "net_margin": 0.35511234724653695, "roa_ttm": 0.07536538593882162, "roe_ttm": 0.7933095063988506, "debt_to_ebitda": 5.054829560685504, "net_debt_to_ebitda": 4.957026449135252, "interest_coverage": 24.72233337533073, "debt_to_equity": 8.492965117573421, "current_ratio": 0.4350694905291898, "quick_ratio": 0.43506949017144303, "fcf_to_ebitda": 0.6015661104031798, "capex_to_revenue": 0.14883872231019096, "working_capital_to_revenue": -0.2763245778536123, "capital_efficiency": 0.43433744616883607, "financial_health": -7.973209147489745, "margin_quality": 0.5559011708772729, "growth_momentum": -0.042789436419632385, "company_age_years": 25.544147843942504, "ebitda": 4905529000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 14.735899685697769, "revenue_cagr_3y": 0.01437804588133651, "revenue_cagr_5y": 0.02786187906396953, "earnings_cagr_3y": 0.025398830767299208, "quarterly_revenue_growth_yoy": 0.008926504660542827, "quarterly_earnings_growth_yoy": -0.021563414892452178, "revenue_growth_qoq": 0.013862148633038121, "gross_margin": 0.8138122514214071, "operating_margin": 0.4978998329749519, "net_margin": 0.3847986028065291, "roa_ttm": 0.0680820710746938, "roe_ttm": 0.8621739932475944, "debt_to_ebitda": 5.717309873380926, "net_debt_to_ebitda": 4.97279306636662, "interest_coverage": 24.205650700161083, "debt_to_equity": 10.479919581789384, "current_ratio": 1.5292010400171492, "quick_ratio": 1.5292010396713989, "fcf_to_ebitda": 0.6183543766335673, "capex_to_revenue": 0.14293588829392337, "working_capital_to_revenue": 0.2672433300345223, "capital_efficiency": 0.46512803216114407, "financial_health": -9.861772635856047, "margin_quality": 0.5655035624009627, "growth_momentum": -0.006318455115954675, "company_age_years": 25.796030116358658, "ebitda": 4898788000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 15.226802389613278, "revenue_cagr_3y": 0.01443542501582007, "revenue_cagr_5y": 0.02792267675901905, "earnings_cagr_3y": 0.08939517007852005, "quarterly_revenue_growth_yoy": 0.019081398357820887, "quarterly_earnings_growth_yoy": -0.2839034233426285, "revenue_growth_qoq": 0.05087063394688801, "gross_margin": 0.8259563419688771, "operating_margin": 0.5218783903158305, "net_margin": 0.3432909113504835, "roa_ttm": 0.06729021187815046, "roe_ttm": 0.8318495343964015, "debt_to_ebitda": 5.497425253414717, "net_debt_to_ebitda": 5.353063244282061, "interest_coverage": 24.428207910985606, "debt_to_equity": 10.089574168440603, "current_ratio": 0.5077903912645892, "quick_ratio": 0.6743734139201671, "fcf_to_ebitda": 0.6322983233791993, "capex_to_revenue": 0.15221237738673743, "working_capital_to_revenue": -0.2528938667348718, "capital_efficiency": 0.449569873137276, "financial_health": -9.542868101815463, "margin_quality": 0.5637085478783971, "growth_momentum": -0.1324110124924038, "company_age_years": 26.04791238877481, "ebitda": 4636767000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 11.314810680272583, "revenue_cagr_3y": -0.07947389558116646, "revenue_cagr_5y": -0.04672372541486636, "earnings_cagr_3y": -0.12661240156485154, "quarterly_revenue_growth_yoy": -0.2398714272831248, "quarterly_earnings_growth_yoy": -0.4859560865691977, "revenue_growth_qoq": -0.21525610332801323, "gross_margin": 0.8098745716973262, "operating_margin": 0.4245297497930871, "net_margin": 0.24014797922114117, "roa_ttm": 0.05141930461171504, "roe_ttm": 0.8621532123744666, "debt_to_ebitda": 7.080761767188702, "net_debt_to_ebitda": 6.285867784709982, "interest_coverage": 21.106007784391636, "debt_to_equity": 14.51215616900076, "current_ratio": 1.4650347822343048, "quick_ratio": 1.4728154235067628, "fcf_to_ebitda": 0.4626989368794887, "capex_to_revenue": 0.15226413711312886, "working_capital_to_revenue": 0.28420545167153144, "capital_efficiency": 0.45678625849309085, "financial_health": -13.340152625189436, "margin_quality": 0.4915174335705182, "growth_momentum": -0.36291375692616124, "company_age_years": 26.546201232032853, "ebitda": 4159171000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 12.165071315886493, "revenue_cagr_3y": -0.0891596349114061, "revenue_cagr_5y": -0.04282227363890545, "earnings_cagr_3y": -0.34177477021977465, "quarterly_revenue_growth_yoy": -0.25122939189046095, "quarterly_earnings_growth_yoy": -0.7307590700951039, "revenue_growth_qoq": -0.001287144281623779, "gross_margin": 0.790210752785493, "operating_margin": 0.38091251411838134, "net_margin": 0.13836485102868554, "roa_ttm": 0.04267867280765407, "roe_ttm": 0.7709006641180568, "debt_to_ebitda": 7.098433403320428, "net_debt_to_ebitda": 6.80525339328151, "interest_coverage": 18.288266999573956, "debt_to_equity": 14.949822318040724, "current_ratio": 0.7627818064503703, "quick_ratio": 0.7627818061494236, "fcf_to_ebitda": 0.47185838895686544, "capex_to_revenue": 0.13078923356745337, "working_capital_to_revenue": -0.15876922829018528, "capital_efficiency": 0.4067896684628554, "financial_health": -14.30798333063042, "margin_quality": 0.43649603931085323, "growth_momentum": -0.4909942309927824, "company_age_years": 26.798083504449007, "ebitda": 3691633000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 15.630940910495012, "revenue_cagr_3y": -0.0745969496583977, "revenue_cagr_5y": -0.03902837067131215, "earnings_cagr_3y": -0.21914170185091753, "quarterly_revenue_growth_yoy": -0.23994518394615127, "quarterly_earnings_growth_yoy": -0.46711921851640226, "revenue_growth_qoq": 0.06670758404561627, "gross_margin": 0.8098705265641944, "operating_margin": 0.4083756028880292, "net_margin": 0.24068412600348763, "roa_ttm": 0.03198229008746582, "roe_ttm": 0.36603824611643077, "debt_to_ebitda": 8.01458260919006, "net_debt_to_ebitda": 7.7181025756152115, "interest_coverage": 17.245346339491043, "debt_to_equity": 8.997082716998216, "current_ratio": 0.6659322204582613, "quick_ratio": 0.8038930881690876, "fcf_to_ebitda": 0.5400166701933543, "capex_to_revenue": 0.10507185669290792, "working_capital_to_revenue": -0.2447947956203619, "capital_efficiency": 0.1990102681019483, "financial_health": -8.763025995250585, "margin_quality": 0.48631008515190377, "growth_momentum": -0.35353220123127677, "company_age_years": 27.04996577686516, "ebitda": 3412078000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 16.04751624802244, "revenue_cagr_3y": -0.03171108827150637, "revenue_cagr_5y": -0.01441100773022641, "earnings_cagr_3y": -0.10941778092851329, "quarterly_revenue_growth_yoy": 0.17209033885466962, "quarterly_earnings_growth_yoy": 0.8510596106743245, "revenue_growth_qoq": 0.022816635481437718, "gross_margin": 0.796484073666597, "operating_margin": 0.44605647832765394, "net_margin": 0.3801077867520475, "roa_ttm": 0.0666016744520053, "roe_ttm": 0.6692435292843688, "debt_to_ebitda": 5.3266534818988625, "net_debt_to_ebitda": 5.216507103745776, "interest_coverage": 25.05109945479445, "debt_to_equity": 7.681508467174305, "current_ratio": 0.6661620753129678, "quick_ratio": 0.8195823637054567, "fcf_to_ebitda": 0.6414561446250892, "capex_to_revenue": 0.10317703215376521, "working_capital_to_revenue": -0.22886095730368347, "capital_efficiency": 0.36792260186818704, "financial_health": -7.516955720148176, "margin_quality": 0.5408827795820995, "growth_momentum": 0.5115749747644971, "company_age_years": 28.04928131416838, "ebitda": 4847513000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 13.781549705961439, "revenue_cagr_3y": -0.020274156836740054, "revenue_cagr_5y": -0.003924377802464796, "earnings_cagr_3y": 0.09699548120450907, "quarterly_revenue_growth_yoy": 0.05562019610341918, "quarterly_earnings_growth_yoy": 0.3383325893964192, "revenue_growth_qoq": 0.06392452876075592, "gross_margin": 0.8096852839887506, "operating_margin": 0.4887538154592802, "net_margin": 0.4819068831492603, "roa_ttm": 0.06481219113203568, "roe_ttm": 0.6817003789042237, "debt_to_ebitda": 5.547349225213117, "net_debt_to_ebitda": 5.411896509722043, "interest_coverage": 22.84351418616227, "debt_to_equity": 8.111532363620606, "current_ratio": 0.6599535668477062, "quick_ratio": 0.6599535668477062, "fcf_to_ebitda": 0.6791026531063165, "capex_to_revenue": 0.12284428059092342, "working_capital_to_revenue": -0.20521929067795633, "capital_efficiency": 0.3732562850181297, "financial_health": -7.934043247292173, "margin_quality": 0.5934486608657638, "growth_momentum": 0.19697639274991918, "company_age_years": 29.048596851471594, "ebitda": 4589262000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 13.433503710169417, "revenue_cagr_3y": -0.0006188436083984783, "revenue_cagr_5y": -0.006295018760501647, "earnings_cagr_3y": 0.010697752588478826, "quarterly_revenue_growth_yoy": 0.042384495363146854, "quarterly_earnings_growth_yoy": 0.05894531469316715, "revenue_growth_qoq": -0.035036863426380654, "gross_margin": 0.8185726161843404, "operating_margin": 0.4905973946754967, "net_margin": 0.33509370773491337, "roa_ttm": 0.06501120975093967, "roe_ttm": 0.7207326886882127, "debt_to_ebitda": 5.760761022886658, "net_debt_to_ebitda": 5.5107088124877315, "interest_coverage": 23.169784735419622, "debt_to_equity": 8.862589906885704, "current_ratio": 0.6328583005696338, "quick_ratio": 0.6328583005696338, "fcf_to_ebitda": 0.6799733029023355, "capex_to_revenue": 0.12371843047269046, "working_capital_to_revenue": -0.2099795113473169, "capital_efficiency": 0.3928719492195762, "financial_health": -8.478653845656272, "margin_quality": 0.5480879061982501, "growth_momentum": 0.050664905028157, "company_age_years": 29.295003422313485, "ebitda": 4620727000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 13.378492696187449, "revenue_cagr_3y": 0.08847283246402404, "revenue_cagr_5y": -0.002242138935888538, "earnings_cagr_3y": 0.24076305209124005, "quarterly_revenue_growth_yoy": 0.0701328757768537, "quarterly_earnings_growth_yoy": -0.02090128763990297, "revenue_growth_qoq": 0.013881640360987794, "gross_margin": 0.8319948656579544, "operating_margin": 0.4803771317339868, "net_margin": 0.35570724612496635, "roa_ttm": 0.06564277590941539, "roe_ttm": 0.7502097235827508, "debt_to_ebitda": 5.431968348467968, "net_debt_to_ebitda": 5.251844331932429, "interest_coverage": 21.3190209366947, "debt_to_equity": 8.794734501610057, "current_ratio": 0.4779441094454352, "quick_ratio": 0.4779441094454352, "fcf_to_ebitda": 0.6676133161840934, "capex_to_revenue": 0.13391449399784736, "working_capital_to_revenue": -0.31659600675700905, "capital_efficiency": 0.4079262497460831, "financial_health": -8.677002857349287, "margin_quality": 0.5560264145056358, "growth_momentum": 0.024615794068475368, "company_age_years": 29.544147843942504, "ebitda": 4649380000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 12.45822980027768, "revenue_cagr_3y": 0.09978981901782324, "revenue_cagr_5y": 0.0009847958211453012, "earnings_cagr_3y": 0.594519561697787, "quarterly_revenue_growth_yoy": 0.07232331093354087, "quarterly_earnings_growth_yoy": 0.10206308161934681, "revenue_growth_qoq": 0.030189084266147585, "gross_margin": 0.8053386800931005, "operating_margin": 0.4920337248431551, "net_margin": 0.42168315203678663, "roa_ttm": 0.06702434933083676, "roe_ttm": 0.7482661831373907, "debt_to_ebitda": 5.232209383228801, "net_debt_to_ebitda": 5.0714803591406925, "interest_coverage": 22.54673672305735, "debt_to_equity": 8.4783302525727, "current_ratio": 0.45062229640878965, "quick_ratio": 0.45062229640878965, "fcf_to_ebitda": 0.6325550307515106, "capex_to_revenue": 0.14456488037611445, "working_capital_to_revenue": -0.3364875675587724, "capital_efficiency": 0.40764526623411373, "financial_health": -8.41520966210765, "margin_quality": 0.5730185189910141, "growth_momentum": 0.08719319627644384, "company_age_years": 29.796030116358658, "ebitda": 4784643000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 14.013842324258567, "revenue_cagr_3y": 0.051750671704676954, "revenue_cagr_5y": -0.0014142035782889195, "earnings_cagr_3y": 0.17925108509136378, "quarterly_revenue_growth_yoy": 0.0679135861965327, "quarterly_earnings_growth_yoy": 0.6182882996326169, "revenue_growth_qoq": -0.0555492268753298, "gross_margin": 0.8190393666946256, "operating_margin": 0.5096250493903327, "net_margin": 0.5077922347999085, "roa_ttm": 0.07606088087403004, "roe_ttm": 0.8251491820141302, "debt_to_ebitda": 4.818302661340015, "net_debt_to_ebitda": 4.582407303355957, "interest_coverage": 22.997029784540135, "debt_to_equity": 8.22720481117026, "current_ratio": 1.027899064622061, "quick_ratio": 1.027899064622061, "fcf_to_ebitda": 0.5816808217142779, "capex_to_revenue": 0.1374100372884321, "working_capital_to_revenue": 0.01578572028511226, "capital_efficiency": 0.45060503144408015, "financial_health": -8.178736784305334, "margin_quality": 0.6121522169616224, "growth_momentum": 0.3431009429145748, "company_age_years": 30.297056810403834, "ebitda": 5303644000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 13.92225678600764, "revenue_cagr_3y": 0.05154908772416733, "revenue_cagr_5y": 0.008594289622371187, "earnings_cagr_3y": -0.0717910094222104, "quarterly_revenue_growth_yoy": 0.06473783240520414, "quarterly_earnings_growth_yoy": 0.014618916738680193, "revenue_growth_qoq": 0.01086656638407309, "gross_margin": 0.8436965546752101, "operating_margin": 0.5171217048192853, "net_margin": 0.33896353614498315, "roa_ttm": 0.07700285325471865, "roe_ttm": 0.8728296609438475, "debt_to_ebitda": 5.1530438364533016, "net_debt_to_ebitda": 4.920432106570408, "interest_coverage": 23.97617670711762, "debt_to_equity": 9.28700129661691, "current_ratio": 0.9909152552063745, "quick_ratio": 0.2361810302238176, "fcf_to_ebitda": 0.5750217785012887, "capex_to_revenue": 0.12969611466693792, "working_capital_to_revenue": -0.005224479478672061, "capital_efficiency": 0.4749162570992831, "financial_health": -8.550893316049857, "margin_quality": 0.5665939318798262, "growth_momentum": 0.03967837457194217, "company_age_years": 30.546201232032853, "ebitda": 5306839000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 15.401114039934074, "revenue_cagr_3y": 0.04526513985266467, "revenue_cagr_5y": 0.008898264414518353, "earnings_cagr_3y": -0.11243399346381544, "quarterly_revenue_growth_yoy": 0.049443352979698756, "quarterly_earnings_growth_yoy": -0.1999720995742664, "revenue_growth_qoq": 0.01539088204758254, "gross_margin": 0.8256701177137995, "operating_margin": 0.5185140912129992, "net_margin": 0.32146402739226454, "roa_ttm": 0.07366119846791304, "roe_ttm": 0.9034357289866781, "debt_to_ebitda": 5.127943997318278, "net_debt_to_ebitda": 4.706965184166664, "interest_coverage": 22.76656184856729, "debt_to_equity": 9.742975656214801, "current_ratio": 0.9648683707462204, "quick_ratio": 0.22878813118136596, "fcf_to_ebitda": 0.5916427799901298, "capex_to_revenue": 0.12117152061498013, "working_capital_to_revenue": -0.0199514165162183, "capital_efficiency": 0.4885484637272956, "financial_health": -9.303116310862828, "margin_quality": 0.5552160787730211, "growth_momentum": -0.07526437329728382, "company_age_years": 30.798083504449007, "ebitda": 5154896000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 15.775907951238324, "revenue_cagr_3y": 0.09496749177871044, "revenue_cagr_5y": 0.2155017720072745, "earnings_cagr_3y": 0.09438375413486444, "quarterly_revenue_growth_yoy": 0.10747899748744645, "quarterly_earnings_growth_yoy": 0.07018400052760009, "revenue_growth_qoq": 0.007197382769901854, "gross_margin": 0.9450777892527568, "operating_margin": 0.4824399506946064, "net_margin": 0.27030016324083017, "roa_ttm": 0.025012236524279002, "roe_ttm": 0.0484929741254828, "debt_to_ebitda": 1.294077991369768, "net_debt_to_ebitda": 1.2835522627191096, "interest_coverage": 16.329292231347853, "debt_to_equity": 0.19219353941194098, "current_ratio": 0.18133352440923325, "quick_ratio": 0.20162749610718503, "fcf_to_ebitda": 0.8686346749910803, "capex_to_revenue": 1.5373904326984247, "working_capital_to_revenue": -0.6580907005773668, "capital_efficiency": 0.0367526053248809, "financial_health": -0.0988343867221914, "margin_quality": 0.565939301062731, "growth_momentum": 0.08883149900752327, "company_age_years": 22.699520876112253, "ebitda": 1039833000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 15.693482316849549, "revenue_cagr_3y": 0.07859256985792018, "revenue_cagr_5y": 0.19859482420886976, "earnings_cagr_3y": -0.0785875338653268, "quarterly_revenue_growth_yoy": 0.07924458819564832, "quarterly_earnings_growth_yoy": -0.34172066507285725, "revenue_growth_qoq": 0.012162778574221295, "gross_margin": 0.9463967835494909, "operating_margin": 0.48848393545209606, "net_margin": 0.19588415370204054, "roa_ttm": 0.02267706897187016, "roe_ttm": 0.04324736576716194, "debt_to_ebitda": 0.8307983697542847, "net_debt_to_ebitda": 0.8242951110541257, "interest_coverage": 17.25359077378532, "debt_to_equity": 0.1195451238492676, "current_ratio": 0.42354372079272623, "quick_ratio": 0.45920447295944566, "fcf_to_ebitda": 0.8257290711125399, "capex_to_revenue": 1.037649452856137, "working_capital_to_revenue": -0.18283504747616322, "capital_efficiency": 0.03296221736951605, "financial_health": -0.1041321141812152, "margin_quality": 0.5435882909012092, "growth_momentum": -0.13123803843860446, "company_age_years": 23.20328542094456, "ebitda": 1060699000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "O", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 14.981170407020969, "revenue_cagr_3y": 0.09014358551948698, "revenue_cagr_5y": 0.12021107207765769, "earnings_cagr_3y": 0.13402760926324242, "quarterly_revenue_growth_yoy": 0.0956657893860146, "quarterly_earnings_growth_yoy": 0.18788207454151054, "revenue_growth_qoq": 0.03327416390455395, "gross_margin": 0.9506333501578055, "operating_margin": 0.48861003508814604, "net_margin": 0.2930498713840054, "roa_ttm": 0.022375176791394127, "roe_ttm": 0.04392000802595057, "debt_to_ebitda": 1.0589606501866207, "net_debt_to_ebitda": 1.0310452660535951, "interest_coverage": 16.51499369634388, "debt_to_equity": 0.15586917700565162, "current_ratio": 0.3038595134231412, "quick_ratio": 0.31619808861963605, "fcf_to_ebitda": 0.8110992665134442, "capex_to_revenue": 1.1065448300618144, "working_capital_to_revenue": -0.4582717271501019, "capital_efficiency": 0.03314759240867235, "financial_health": -0.08234493319564397, "margin_quality": 0.5774310855433189, "growth_momentum": 0.14177393196376256, "company_age_years": 23.698836413415467, "ebitda": 1100361000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 17.569379532818452, "revenue_cagr_3y": 0.19426899465765946, "revenue_cagr_5y": 1.3690537123419526, "earnings_cagr_3y": 0.293197107243806, "quarterly_revenue_growth_yoy": 0.4594691006661445, "quarterly_earnings_growth_yoy": 0.3108386151820821, "revenue_growth_qoq": 0.005583607170527103, "gross_margin": 0.9860998937300743, "operating_margin": 1.0225823591923486, "net_margin": 0.7989080765143465, "roa_ttm": 0.07298646863436833, "roe_ttm": 0.13014816747854327, "debt_to_ebitda": 6.931867034698417, "net_debt_to_ebitda": 6.673694493524495, "interest_coverage": 19.779051700373405, "debt_to_equity": 1.1330920485800444, "current_ratio": 13.909830606179817, "quick_ratio": 13.909830606179817, "fcf_to_ebitda": 0.618489097471186, "capex_to_revenue": 1.9262994394487833, "working_capital_to_revenue": 2.2649310056642804, "capital_efficiency": 0.1015673180564558, "financial_health": -0.6777063880708477, "margin_quality": 0.9358634431455898, "growth_momentum": 0.3851538579241133, "company_age_years": 3.701574264202601, "ebitda": 1578487000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 17.39796205904082, "revenue_cagr_3y": 0.17316176295607222, "revenue_cagr_5y": 1.4469187503680958, "earnings_cagr_3y": 0.07604857782202723, "quarterly_revenue_growth_yoy": 0.10614067886931662, "quarterly_earnings_growth_yoy": -0.5935913466608416, "revenue_growth_qoq": -0.001849096705632306, "gross_margin": 0.9863110320890914, "operating_margin": 0.919457871090007, "net_margin": 0.43082320124353213, "roa_ttm": 0.05814538700187204, "roe_ttm": 0.08467825223460672, "debt_to_ebitda": 6.5404657192441995, "net_debt_to_ebitda": 6.073830648814792, "interest_coverage": 8.690361540651367, "debt_to_equity": 0.7787535828520029, "current_ratio": 11.131308041803129, "quick_ratio": 11.131308041803129, "fcf_to_ebitda": 1.6470772318908258, "capex_to_revenue": 0.9413164451605674, "working_capital_to_revenue": 2.3333335556397357, "capital_efficiency": 0.07141181961823938, "financial_health": -0.35122524559985857, "margin_quality": 0.7788640348075435, "growth_momentum": -0.24372533389576248, "company_age_years": 3.9534565366187544, "ebitda": 1434770000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 16.520778622761735, "revenue_cagr_3y": 0.19233052402246553, "revenue_cagr_5y": 1.3988948957612757, "earnings_cagr_3y": 0.2545907062823767, "quarterly_revenue_growth_yoy": 0.027172951439340728, "quarterly_earnings_growth_yoy": -0.022676295961945765, "revenue_growth_qoq": 0.01982944019760237, "gross_margin": 0.9666139463505535, "operating_margin": 0.9282481717533942, "net_margin": 0.734636725702981, "roa_ttm": 0.05761376996441458, "roe_ttm": 0.08373212419810992, "debt_to_ebitda": 3.5398459120691426, "net_debt_to_ebitda": 3.019550117268344, "interest_coverage": 20.18152391498786, "debt_to_equity": 0.4155823937824964, "current_ratio": 11.424350942652255, "quick_ratio": 11.435120748354368, "fcf_to_ebitda": 0.6287925792423072, "capex_to_revenue": 0.0016594151439352186, "working_capital_to_revenue": 2.3467647697884426, "capital_efficiency": 0.07067294708126225, "financial_health": -0.34568238530950113, "margin_quality": 0.8764996146023095, "growth_momentum": 0.0022483277386974813, "company_age_years": 4.205338809034908, "ebitda": 1421526000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2024-03-31", "company_multiple": 13.692383575472558, "revenue_cagr_3y": 0.3647598271159933, "revenue_cagr_5y": 0.3477100210839317, "earnings_cagr_3y": 0.2979961709551562, "quarterly_revenue_growth_yoy": 0.0841272174348001, "quarterly_earnings_growth_yoy": 0.13740216678875738, "revenue_growth_qoq": 0.021050259425989815, "gross_margin": 0.9931569836917395, "operating_margin": 0.8422816640584521, "net_margin": 0.6201027661088345, "roa_ttm": 0.058535790435377176, "roe_ttm": 0.101705052138075, "debt_to_ebitda": 4.866632811599454, "net_debt_to_ebitda": 4.725719659718829, "interest_coverage": 16.81012973321229, "debt_to_equity": 0.6595023439863286, "current_ratio": 30.134419418184848, "quick_ratio": 29.258478797799853, "fcf_to_ebitda": 0.6379787073113299, "capex_to_revenue": 0.0014805381269090043, "working_capital_to_revenue": 4.934926049060427, "capital_efficiency": 0.08012042128672608, "financial_health": -0.6465681942429887, "margin_quality": 0.8185138046196755, "growth_momentum": 0.11076469211177875, "company_age_years": 6.453114305270363, "ebitda": 3444093000.0, "spy_multiple": 12.0, "sector_multiple": 17.616680021398448, "sector_premium_over_spy": 0.4680566684498706}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 13.007664604668685, "revenue_cagr_3y": 0.36485933609137966, "revenue_cagr_5y": 0.3409237758300052, "earnings_cagr_3y": 0.3508783717832351, "quarterly_revenue_growth_yoy": 0.06551742566452673, "quarterly_earnings_growth_yoy": 0.07325880046677148, "revenue_growth_qoq": 0.005803584096792264, "gross_margin": 0.9928809000598744, "operating_margin": 1.0001086725955928, "net_margin": 0.7746078120967228, "roa_ttm": 0.05920786318065657, "roe_ttm": 0.10247002826248841, "debt_to_ebitda": 4.790364252871198, "net_debt_to_ebitda": 4.691144157800993, "interest_coverage": 17.003299688497744, "debt_to_equity": 0.6516978022695842, "current_ratio": 28.647664635471344, "quick_ratio": 28.64766463394106, "fcf_to_ebitda": 0.6513935284581844, "capex_to_revenue": 0.0020813599713939853, "working_capital_to_revenue": 4.824736084677222, "capital_efficiency": 0.08083894572157249, "financial_health": -0.642592498734564, "margin_quality": 0.9225324615840633, "growth_momentum": 0.0693881130656491, "company_age_years": 6.702258726899384, "ebitda": 3498888000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 13.939178247028746, "revenue_cagr_3y": 0.3693385495024679, "revenue_cagr_5y": 0.3409253054179162, "earnings_cagr_3y": 0.6543708837527986, "quarterly_revenue_growth_yoy": 0.0667364798665956, "quarterly_earnings_growth_yoy": 0.31738234030582624, "revenue_growth_qoq": 0.008010424209746469, "gross_margin": 0.992926071015032, "operating_margin": 0.9875822691513877, "net_margin": 0.7597403876355516, "roa_ttm": 0.0626024837289444, "roe_ttm": 0.1076922882489087, "debt_to_ebitda": 4.552048089765825, "net_debt_to_ebitda": 4.455454937028023, "interest_coverage": 17.760791444985216, "debt_to_equity": 0.6419122698400164, "current_ratio": 28.822858176755425, "quick_ratio": 28.822858176755425, "fcf_to_ebitda": 0.6260832771608918, "capex_to_revenue": 0.002255705492063375, "working_capital_to_revenue": 4.768822644202997, "capital_efficiency": 0.08514738598892654, "financial_health": -0.6333210301148097, "margin_quality": 0.9134162426006571, "growth_momentum": 0.1920594100862109, "company_age_years": 6.954140999315538, "ebitda": 3682114000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 13.596013914535906, "revenue_cagr_3y": 0.3657352871567052, "revenue_cagr_5y": 0.32662549015317777, "earnings_cagr_3y": 0.29732097231066423, "quarterly_revenue_growth_yoy": 0.04741781266599776, "quarterly_earnings_growth_yoy": -0.17809644422274792, "revenue_growth_qoq": 0.011799902349925208, "gross_margin": 0.9930874584550823, "operating_margin": 0.8541778511800601, "net_margin": 0.6296734190391495, "roa_ttm": 0.05904502066832507, "roe_ttm": 0.1009425933535572, "debt_to_ebitda": 5.083206689490639, "net_debt_to_ebitda": 4.935891258149012, "interest_coverage": 17.11104597806084, "debt_to_equity": 0.6821231326980546, "current_ratio": 27.916755158771014, "quick_ratio": 27.916755158771014, "fcf_to_ebitda": 0.6666273537221495, "capex_to_revenue": 0.0019552089327536464, "working_capital_to_revenue": 4.754480730436545, "capital_efficiency": 0.07999380701094114, "financial_health": -0.6189633853984781, "margin_quality": 0.8256462428914307, "growth_momentum": -0.06533931577837508, "company_age_years": 7.2060232717316905, "ebitda": 3561168000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 13.295646410969022, "revenue_cagr_3y": -0.006166391599838561, "revenue_cagr_5y": 0.0322846973199693, "earnings_cagr_3y": 0.08891392518095387, "quarterly_revenue_growth_yoy": -0.03990232155878513, "quarterly_earnings_growth_yoy": -0.17245311079897546, "revenue_growth_qoq": -0.03518368932832998, "gross_margin": 0.7179984456690688, "operating_margin": 0.4608449908153172, "net_margin": 0.35381517592200085, "roa_ttm": 0.04451407040861618, "roe_ttm": 0.09194998373076745, "debt_to_ebitda": 5.60594927721581, "net_debt_to_ebitda": 5.438044038048397, "interest_coverage": 19.778067648193097, "debt_to_equity": 0.908748012829452, "current_ratio": 2.8486523418008183, "quick_ratio": 3.0881677836377177, "fcf_to_ebitda": 0.7302924743960166, "capex_to_revenue": 0.2301448586954522, "working_capital_to_revenue": 0.20138302338378272, "capital_efficiency": 0.06823202706969181, "financial_health": -0.895571387122547, "margin_quality": 0.5108862041354624, "growth_momentum": -0.10617771617888029, "company_age_years": 26.855578370978783, "ebitda": 871837000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 10.136336614110883, "revenue_cagr_3y": -0.018819507262148316, "revenue_cagr_5y": 0.027940498234157563, "earnings_cagr_3y": -0.38510304192062317, "quarterly_revenue_growth_yoy": -0.09841858989610595, "quarterly_earnings_growth_yoy": 0.03845882020354316, "revenue_growth_qoq": 0.003960011304224954, "gross_margin": 0.7156730623748685, "operating_margin": 0.3779895215006281, "net_margin": 0.31020650877372, "roa_ttm": 0.045257793819494324, "roe_ttm": 0.09332832627520621, "debt_to_ebitda": 4.54005957936743, "net_debt_to_ebitda": 4.406312469376615, "interest_coverage": 25.035003847858025, "debt_to_equity": 0.9137703597657507, "current_ratio": 1.0751855553552996, "quick_ratio": 1.1315485065456392, "fcf_to_ebitda": 0.5942436419797937, "capex_to_revenue": 0.1976575472070689, "working_capital_to_revenue": 0.019698444832506556, "capital_efficiency": 0.06929306004735027, "financial_health": -0.9007164735386958, "margin_quality": 0.4679563642164055, "growth_momentum": -0.029979884846281397, "company_age_years": 27.107460643394933, "ebitda": 1073526000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 11.975272794486239, "revenue_cagr_3y": -0.0024645540627026286, "revenue_cagr_5y": 0.036265093972662976, "earnings_cagr_3y": -0.06189379290151942, "quarterly_revenue_growth_yoy": -0.029821295851722256, "quarterly_earnings_growth_yoy": -0.1937747241307516, "revenue_growth_qoq": 0.03803294147451979, "gross_margin": 0.7188739364767296, "operating_margin": 0.45457103149045797, "net_margin": 0.3937798718687502, "roa_ttm": 0.042444942277465626, "roe_ttm": 0.08832422253371648, "debt_to_ebitda": 4.7116579022240455, "net_debt_to_ebitda": 4.572620681245899, "interest_coverage": 23.27608964973533, "debt_to_equity": 0.9152004830186863, "current_ratio": 2.5092990095366594, "quick_ratio": 2.5092990018705343, "fcf_to_ebitda": 0.5815257678483987, "capex_to_revenue": 0.13855657293366583, "working_capital_to_revenue": 0.17035564777527615, "capital_efficiency": 0.06538458240559106, "financial_health": -0.9022221267107605, "margin_quality": 0.5224082799453126, "growth_momentum": -0.11179800999123693, "company_age_years": 27.353867214236825, "ebitda": 1033342000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 13.00457263457804, "revenue_cagr_3y": -0.007622590124770734, "revenue_cagr_5y": 0.018245369856237925, "earnings_cagr_3y": -0.20806580218919035, "quarterly_revenue_growth_yoy": -0.029072640702378638, "quarterly_earnings_growth_yoy": -0.38914418390915795, "revenue_growth_qoq": -0.03436154706620115, "gross_margin": 0.7081295875706016, "operating_margin": 0.37701010625787634, "net_margin": 0.3546387337515314, "roa_ttm": 0.0367284270136238, "roe_ttm": 0.07660039796732164, "debt_to_ebitda": 5.1688061543065285, "net_debt_to_ebitda": 5.048696656372259, "interest_coverage": 21.522076331723248, "debt_to_equity": 0.9266325670554536, "current_ratio": 2.2716541468649396, "quick_ratio": 2.5989575348765905, "fcf_to_ebitda": 0.631656198402839, "capex_to_revenue": 0.08574013828885843, "working_capital_to_revenue": 0.14461750891764386, "capital_efficiency": 0.056664412490472715, "financial_health": -0.9163081397871405, "margin_quality": 0.4799261425266698, "growth_momentum": -0.2091084123057683, "company_age_years": 27.603011635865844, "ebitda": 949059000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 7.541917660087934, "revenue_cagr_3y": -0.0701551270749553, "revenue_cagr_5y": -0.04068428026353954, "earnings_cagr_3y": 0.7341258852161132, "quarterly_revenue_growth_yoy": -0.16132452004928513, "quarterly_earnings_growth_yoy": 6.402902194462866, "revenue_growth_qoq": -0.17542382240874704, "gross_margin": 0.6632917008488339, "operating_margin": 0.26837884444742083, "net_margin": 3.1303596243031024, "roa_ttm": 0.08922185784219164, "roe_ttm": 0.1856204369972452, "debt_to_ebitda": 3.7765499171688184, "net_debt_to_ebitda": 3.6341896908177027, "interest_coverage": 29.506133499947932, "debt_to_equity": 0.9629024400383622, "current_ratio": 202.2713380544167, "quick_ratio": 202.2713380544167, "fcf_to_ebitda": 0.35824997864811886, "capex_to_revenue": 0.1957358794793714, "working_capital_to_revenue": 0.9750474197430441, "capital_efficiency": 0.13742114741971842, "financial_health": -0.9454554224422959, "margin_quality": 1.354010056533119, "growth_momentum": 3.1207888372067907, "company_age_years": 28.605065023956193, "ebitda": 1416737000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 11.81594867399997, "revenue_cagr_3y": -0.050967665751987745, "revenue_cagr_5y": -0.021824098821334292, "earnings_cagr_3y": 0.33333120654475024, "quarterly_revenue_growth_yoy": -0.0901259581940364, "quarterly_earnings_growth_yoy": 0.8391138650508595, "revenue_growth_qoq": 0.03714125146270863, "gross_margin": 0.6599812203784873, "operating_margin": 0.2980318511288186, "net_margin": 0.7468573825067455, "roa_ttm": 0.08617100799363003, "roe_ttm": 0.17846382802987992, "debt_to_ebitda": 7.408594084487577, "net_debt_to_ebitda": 7.199731002975637, "interest_coverage": 30.59108244165014, "debt_to_equity": 1.8544233961074486, "current_ratio": 227.24375698844577, "quick_ratio": 228.15318673127098, "fcf_to_ebitda": 0.42024587296871985, "capex_to_revenue": 0.21525617430118169, "working_capital_to_revenue": 1.1475867597195557, "capital_efficiency": 0.13231741801175498, "financial_health": -0.9297206989036382, "margin_quality": 0.5682901513380171, "growth_momentum": 0.3744939534284115, "company_age_years": 29.1088295687885, "ebitda": 1403733000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 9.083311963421986, "revenue_cagr_3y": -0.02445779804057424, "revenue_cagr_5y": -0.010229987807237939, "earnings_cagr_3y": -0.014429810263226872, "quarterly_revenue_growth_yoy": -0.025664034458004307, "quarterly_earnings_growth_yoy": 0.5309877913429523, "revenue_growth_qoq": 0.04775442490192658, "gross_margin": 0.6865444833302634, "operating_margin": 0.37004973291582244, "net_margin": 0.4886223557249529, "roa_ttm": 0.08963261716985466, "roe_ttm": 0.18516988201075943, "debt_to_ebitda": 3.72871829637248, "net_debt_to_ebitda": 3.555586549504991, "interest_coverage": 30.728392991868557, "debt_to_equity": 0.9653679745406973, "current_ratio": 227.82258665672754, "quick_ratio": 229.68524040253448, "fcf_to_ebitda": 0.39764062538363537, "capex_to_revenue": 0.1545032304987258, "working_capital_to_revenue": 1.158667132495666, "capital_efficiency": 0.13740124959030703, "financial_health": -0.9214751828725881, "margin_quality": 0.5150721906570129, "growth_momentum": 0.25266187844247395, "company_age_years": 29.35523613963039, "ebitda": 1466236000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 17.888233640557853, "revenue_cagr_3y": 0.09198866533745886, "revenue_cagr_5y": 0.05273869018763455, "earnings_cagr_3y": 0.7178488949352586, "quarterly_revenue_growth_yoy": 0.41885431422060726, "quarterly_earnings_growth_yoy": 14.224436109808824, "revenue_growth_qoq": 0.27538613779167936, "gross_margin": 0.7115220275252505, "operating_margin": 0.20687887099268326, "net_margin": 1.3774534938294716, "roa_ttm": 0.051833512358260427, "roe_ttm": 0.09719405586470466, "debt_to_ebitda": 10.225711986675615, "net_debt_to_ebitda": 9.88594649865948, "interest_coverage": 27.298373172696927, "debt_to_equity": 1.467649085009446, "current_ratio": 366.69362653745804, "quick_ratio": 368.29053298546404, "fcf_to_ebitda": 0.3803641014649093, "capex_to_revenue": 0.1702387685509504, "working_capital_to_revenue": 1.6225875909149543, "capital_efficiency": 0.07451378411148254, "financial_health": -0.7321584963427225, "margin_quality": 0.7652847974491351, "growth_momentum": 7.321645212014715, "company_age_years": 29.856262833675565, "ebitda": 1422955000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 17.30238595129033, "revenue_cagr_3y": 0.14323770430943372, "revenue_cagr_5y": 0.0741084928425213, "earnings_cagr_3y": -0.025126692276884022, "quarterly_revenue_growth_yoy": 0.5760556114325586, "quarterly_earnings_growth_yoy": -0.5940994066609022, "revenue_growth_qoq": 0.15205082920291801, "gross_margin": 0.6853885751694321, "operating_margin": 0.2962223363020247, "net_margin": 0.19234718147009094, "roa_ttm": 0.04572565689334624, "roe_ttm": 0.08526374708580499, "debt_to_ebitda": 6.247012633694264, "net_debt_to_ebitda": 5.998114651500582, "interest_coverage": 23.392525966004975, "debt_to_equity": 0.8484970133005179, "current_ratio": 335.6464778233321, "quick_ratio": 225.8179276928811, "fcf_to_ebitda": 0.460274182476448, "capex_to_revenue": 0.11904718284313547, "working_capital_to_revenue": 1.3159407438891677, "capital_efficiency": 0.06549470198957562, "financial_health": -0.7370381443761024, "margin_quality": 0.3913193643138493, "growth_momentum": -0.009021897614171825, "company_age_years": 30.10814510609172, "ebitda": 1344579000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 16.63838895907677, "revenue_cagr_3y": 0.025915497589376724, "revenue_cagr_5y": 0.04483318753984711, "earnings_cagr_3y": 0.28233432184766083, "quarterly_revenue_growth_yoy": 0.15780842136912165, "quarterly_earnings_growth_yoy": 0.21336500395882818, "revenue_growth_qoq": 0.027781821711069053, "gross_margin": 0.6581954248211714, "operating_margin": 0.5803174453284229, "net_margin": 0.45222975046625274, "roa_ttm": 0.03430687769602955, "roe_ttm": 0.10133216978053958, "debt_to_ebitda": 1.0542825690242408, "net_debt_to_ebitda": 0.8147099024019032, "interest_coverage": 21.025724671451208, "debt_to_equity": 0.276482386667917, "current_ratio": 0.9816878315568657, "quick_ratio": 0.9816878315568657, "fcf_to_ebitda": 0.045567450554484266, "capex_to_revenue": 0.46310227664566916, "working_capital_to_revenue": -0.006680865915914653, "capital_efficiency": 0.06781952373828457, "financial_health": -0.11047880177126528, "margin_quality": 0.5635808735386156, "growth_momentum": 0.18558671266397492, "company_age_years": 48.662559890485966, "ebitda": 676755000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 10.972088966168858, "revenue_cagr_3y": 0.05404532820283747, "revenue_cagr_5y": 0.04572227294158426, "earnings_cagr_3y": -0.07746949584799678, "quarterly_revenue_growth_yoy": 0.10191852184108847, "quarterly_earnings_growth_yoy": 0.006586274100368901, "revenue_growth_qoq": 0.024157893004596802, "gross_margin": 0.6573376134144121, "operating_margin": 0.5538051182437861, "net_margin": 0.41310518930074946, "roa_ttm": 0.046817029554683746, "roe_ttm": 0.1304974387375542, "debt_to_ebitda": 1.2778677913776153, "net_debt_to_ebitda": 1.175410360226044, "interest_coverage": 21.813358758685546, "debt_to_equity": 0.36123583790451763, "current_ratio": 0.946786105961936, "quick_ratio": 1.8118669345316083, "fcf_to_ebitda": 0.11983344889403025, "capex_to_revenue": 0.3878532509042441, "working_capital_to_revenue": -0.01531025393297331, "capital_efficiency": 0.08865723414611898, "financial_health": -0.09814461273078053, "margin_quality": 0.5414159736529826, "growth_momentum": 0.054252397970728686, "company_age_years": 49.661875427789184, "ebitda": 835059000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 10.609078267620681, "revenue_cagr_3y": 0.05649195348286251, "revenue_cagr_5y": 0.039102979212659816, "earnings_cagr_3y": 0.003469617329928232, "quarterly_revenue_growth_yoy": 0.06343395476903545, "quarterly_earnings_growth_yoy": 0.06446214219759926, "revenue_growth_qoq": -0.02498777034675084, "gross_margin": 0.6785639733537441, "operating_margin": 0.3508692260646966, "net_margin": 0.2026485118600742, "roa_ttm": 0.047022393931090124, "roe_ttm": 0.13292716528569073, "debt_to_ebitda": 1.3210172198851382, "net_debt_to_ebitda": 1.2043857169831014, "interest_coverage": 21.738100701083493, "debt_to_equity": 0.3850646069739569, "current_ratio": 0.9826123685606217, "quick_ratio": 0.998145319313133, "fcf_to_ebitda": 0.17416677123928523, "capex_to_revenue": 0.37426581556590194, "working_capital_to_revenue": -0.005019868594051708, "capital_efficiency": 0.08997477960839043, "financial_health": -0.09733619154436081, "margin_quality": 0.410693903759505, "growth_momentum": 0.06394804848331735, "company_age_years": 49.908281998631075, "ebitda": 852677000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 10.019575367237637, "revenue_cagr_3y": 0.16782873612657445, "revenue_cagr_5y": 0.04530570485572105, "earnings_cagr_3y": 0.7923513803028446, "quarterly_revenue_growth_yoy": 0.06277948799503216, "quarterly_earnings_growth_yoy": -0.01908359815811661, "revenue_growth_qoq": 0.0279060569327508, "gross_margin": 0.6865066499453112, "operating_margin": 0.36269546350101006, "net_margin": 0.215545160129543, "roa_ttm": 0.04682580099037599, "roe_ttm": 0.13364583380017644, "debt_to_ebitda": 1.0632183045848014, "net_debt_to_ebitda": 0.9500506037249419, "interest_coverage": 20.20653390541927, "debt_to_equity": 0.3176203998429339, "current_ratio": 0.9876613639327161, "quick_ratio": 1.0072695266657974, "fcf_to_ebitda": 0.19709718107824595, "capex_to_revenue": 0.34114550876679617, "working_capital_to_revenue": -0.0034183912156828746, "capital_efficiency": 0.09023581739527622, "financial_health": -0.09820049260925409, "margin_quality": 0.4215824245252881, "growth_momentum": 0.021847944918457776, "company_age_years": 50.157426420260094, "ebitda": 866537000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2020-06-30", "company_multiple": 11.057578601158374, "revenue_cagr_3y": -0.001084027108125274, "revenue_cagr_5y": 0.011554768916304248, "earnings_cagr_3y": 0.25447901958109354, "quarterly_revenue_growth_yoy": -0.10762380731075406, "quarterly_earnings_growth_yoy": 0.6122269277537842, "revenue_growth_qoq": -0.12993451650109758, "gross_margin": 0.6307728021772431, "operating_margin": 0.29719918200658857, "net_margin": 0.4110584889725141, "roa_ttm": 0.044481801636527325, "roe_ttm": 0.1654973975532779, "debt_to_ebitda": 5.679819601472648, "net_debt_to_ebitda": 4.943736239628303, "interest_coverage": 21.4421795374363, "debt_to_equity": 2.110714587855486, "current_ratio": 5.556227854359674, "quick_ratio": 5.651693537130682, "fcf_to_ebitda": 0.5092079684576806, "capex_to_revenue": 0.2571807083179898, "working_capital_to_revenue": 0.9315585326966909, "capital_efficiency": 0.1049895995949026, "financial_health": -2.0371932889880604, "margin_quality": 0.4463434910521153, "growth_momentum": 0.25230156022151506, "company_age_years": 23.033538672142367, "ebitda": 2297358000.0, "spy_multiple": 20.0, "sector_multiple": 17.98476028353899, "sector_premium_over_spy": -0.10076198582305051}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 11.730715890968995, "revenue_cagr_3y": 0.017704737618000177, "revenue_cagr_5y": 0.019361238816692383, "earnings_cagr_3y": -0.08307641778373176, "quarterly_revenue_growth_yoy": -0.067627996928262, "quarterly_earnings_growth_yoy": -0.16229754701257293, "revenue_growth_qoq": 0.058791367389919864, "gross_margin": 0.6187318612715429, "operating_margin": 0.338439102915467, "net_margin": 0.13339574306040378, "roa_ttm": 0.04378194115086252, "roe_ttm": 0.1639918180204543, "debt_to_ebitda": 7.0002504372784005, "net_debt_to_ebitda": 6.248156588649533, "interest_coverage": 20.533619121381868, "debt_to_equity": 2.6038792619643014, "current_ratio": 5.0426141568527125, "quick_ratio": 5.218438405228974, "fcf_to_ebitda": 0.5016622719529547, "capex_to_revenue": 0.19741275491603158, "working_capital_to_revenue": 0.856946822677179, "capital_efficiency": 0.1038868795856584, "financial_health": -2.054036181712367, "margin_quality": 0.3635222357491379, "growth_momentum": -0.11496277197041746, "company_age_years": 23.28542094455852, "ebitda": 2280012000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 12.22971449926101, "revenue_cagr_3y": 0.004991105421039421, "revenue_cagr_5y": 0.012757887525292277, "earnings_cagr_3y": -0.5407530640696381, "quarterly_revenue_growth_yoy": -0.12199587855329563, "quarterly_earnings_growth_yoy": -0.9281207955440609, "revenue_growth_qoq": -0.040646618623678, "gross_margin": 0.6130262265651665, "operating_margin": 0.30919470927951, "net_margin": 0.015503188295100355, "roa_ttm": 0.038150920960933477, "roe_ttm": 0.14543844709044862, "debt_to_ebitda": 6.120996751067767, "net_debt_to_ebitda": 5.340007169928235, "interest_coverage": 19.079229580948468, "debt_to_equity": 2.1812149702032504, "current_ratio": 4.730466847237606, "quick_ratio": 4.78296272854479, "fcf_to_ebitda": 0.4384668521862197, "capex_to_revenue": 0.18950488233299081, "working_capital_to_revenue": 0.8694916921154462, "capital_efficiency": 0.09179468402569105, "financial_health": -2.1030428116677475, "margin_quality": 0.31257470804659226, "growth_momentum": -0.5250583370486783, "company_age_years": 23.537303216974674, "ebitda": 2136702000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 17.982291939146577, "revenue_cagr_3y": 0.025818825917951482, "revenue_cagr_5y": 0.013933894749071252, "earnings_cagr_3y": -0.17422359057688575, "quarterly_revenue_growth_yoy": -0.05163868203828021, "quarterly_earnings_growth_yoy": -0.7988566766842424, "revenue_growth_qoq": 0.07308194843096187, "gross_margin": 0.6350191608460196, "operating_margin": 0.32118201752849607, "net_margin": 0.14095096644925353, "roa_ttm": 0.02127241964724957, "roe_ttm": 0.08181533443647207, "debt_to_ebitda": 9.088773808024241, "net_debt_to_ebitda": 8.678291626003148, "interest_coverage": 15.74486107764453, "debt_to_equity": 2.6734584092051428, "current_ratio": 4.408687000175006, "quick_ratio": 4.662548446277969, "fcf_to_ebitda": 0.5375730913260447, "capex_to_revenue": 0.18760389830663868, "working_capital_to_revenue": 0.6357202974154924, "capital_efficiency": 0.05154387704186082, "financial_health": -2.139146870771586, "margin_quality": 0.3657173816079231, "growth_momentum": -0.42524767936126134, "company_age_years": 23.783709787816566, "ebitda": 1698902000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 17.135842085366885, "revenue_cagr_3y": 0.01209899655520652, "revenue_cagr_5y": 0.02823221718989455, "earnings_cagr_3y": 0.0687906454055105, "quarterly_revenue_growth_yoy": 0.09919574673464754, "quarterly_earnings_growth_yoy": 16.897682087091457, "revenue_growth_qoq": 0.0013793462419321259, "gross_margin": 0.6419145819170168, "operating_margin": 0.3485185271310407, "net_margin": 0.25243104903407776, "roa_ttm": 0.02258587850853319, "roe_ttm": 0.08658506484379554, "debt_to_ebitda": 7.210761982678365, "net_debt_to_ebitda": 6.95534290631083, "interest_coverage": 17.152161500420977, "debt_to_equity": 2.1905982495774783, "current_ratio": 3.1668776422863565, "quick_ratio": 3.2610607430577616, "fcf_to_ebitda": 0.5191401246932039, "capex_to_revenue": 0.07378226496310869, "working_capital_to_revenue": 0.4604487746921455, "capital_efficiency": 0.054585471676164364, "financial_health": -2.1654919648135302, "margin_quality": 0.4142880526940451, "growth_momentum": 8.498438916913052, "company_age_years": 24.536618754277892, "ebitda": 1772350000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 11.003866119281698, "revenue_cagr_3y": 0.0766408956833966, "revenue_cagr_5y": 0.042230480784279045, "earnings_cagr_3y": -0.27094226816853106, "quarterly_revenue_growth_yoy": 0.05585281299140617, "quarterly_earnings_growth_yoy": -0.5322684078586836, "revenue_growth_qoq": 0.01737176294820717, "gross_margin": 0.6338543699894634, "operating_margin": 0.3262485727886944, "net_margin": 0.12763705205757062, "roa_ttm": 0.02624013088319322, "roe_ttm": 0.11009325747526677, "debt_to_ebitda": 7.49380246229291, "net_debt_to_ebitda": 6.750898816765387, "interest_coverage": 14.942550518343827, "debt_to_equity": 2.6413068960333455, "current_ratio": 4.379784891657963, "quick_ratio": 4.37978489026351, "fcf_to_ebitda": 0.438797318815732, "capex_to_revenue": 0.14115381010403974, "working_capital_to_revenue": 0.7572515387259037, "capital_efficiency": 0.06816669417922999, "financial_health": -2.4965422773902533, "margin_quality": 0.3625799982785762, "growth_momentum": -0.2382077974336387, "company_age_years": 26.031485284052017, "ebitda": 2128910000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2024-06-30", "company_multiple": 14.17937700044186, "revenue_cagr_3y": 0.06013565530458398, "revenue_cagr_5y": 0.029969745445608043, "earnings_cagr_3y": -0.10674246684103439, "quarterly_revenue_growth_yoy": 0.040786731493367825, "quarterly_earnings_growth_yoy": -0.23666573984410205, "revenue_growth_qoq": 0.013155214375314942, "gross_margin": 0.6104973415075217, "operating_margin": 0.2954642191133969, "net_margin": 0.09361162258578076, "roa_ttm": 0.006579023812409988, "roe_ttm": 0.028842437277762117, "debt_to_ebitda": 8.993743141655719, "net_debt_to_ebitda": 8.592630004945324, "interest_coverage": 11.41848545194531, "debt_to_equity": 2.6446499935120564, "current_ratio": 2.0232182391725875, "quick_ratio": 2.0232182391725875, "fcf_to_ebitda": 0.5818521260501497, "capex_to_revenue": 0.1054022015849186, "working_capital_to_revenue": 0.35404501819698087, "capital_efficiency": 0.017710730545086054, "financial_health": -2.5316985465092143, "margin_quality": 0.3331910610688998, "growth_momentum": -0.09793950417536712, "company_age_years": 27.033538672142367, "ebitda": 1708685000.0, "spy_multiple": 12.0, "sector_multiple": 17.837507579623047, "sector_premium_over_spy": 0.4864589649685873}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 14.182011108763867, "revenue_cagr_3y": 0.055805484575254916, "revenue_cagr_5y": 0.029340823313807496, "earnings_cagr_3y": -0.08255840111061741, "quarterly_revenue_growth_yoy": 0.042393207187337356, "quarterly_earnings_growth_yoy": 1.7478403948992185, "revenue_growth_qoq": 0.010282404565881465, "gross_margin": 0.3432829741151058, "operating_margin": 0.30435728858613614, "net_margin": 0.09732934370079152, "roa_ttm": 0.013749048684336497, "roe_ttm": 0.06303834432818813, "debt_to_ebitda": 8.354885846631046, "net_debt_to_ebitda": 7.622987824671142, "interest_coverage": 11.892655367231638, "debt_to_equity": 2.815533522051379, "current_ratio": 1.2280926679479318, "quick_ratio": 1.2280926679479318, "fcf_to_ebitda": 0.4223597363987201, "capex_to_revenue": 0.1237930647607325, "working_capital_to_revenue": 0.08358058909777474, "capital_efficiency": 0.038393696506262315, "financial_health": -2.674921453515617, "margin_quality": 0.24832320213401113, "growth_momentum": 0.895116801043278, "company_age_years": 27.28542094455852, "ebitda": 1940810000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 5.284975251981227, "revenue_cagr_3y": -0.09350854862494629, "revenue_cagr_5y": -0.07025965899245323, "earnings_cagr_3y": 1.1557659299534504, "quarterly_revenue_growth_yoy": -0.14527941116758764, "quarterly_earnings_growth_yoy": 18.4468114259922, "revenue_growth_qoq": -0.133849416834372, "gross_margin": 0.5233198662068698, "operating_margin": 5.794380515781587, "net_margin": 5.2099144250847, "roa_ttm": 0.16316726208096893, "roe_ttm": 0.42605232755255623, "debt_to_ebitda": 2.107747752490132, "net_debt_to_ebitda": 1.8494163488405237, "interest_coverage": 62.8844575916046, "debt_to_equity": 1.0972297572470096, "current_ratio": 4.740027635474131, "quick_ratio": 4.759696221388503, "fcf_to_ebitda": 0.1815676050576287, "capex_to_revenue": 0.3663747170267795, "working_capital_to_revenue": 0.8484233183374327, "capital_efficiency": 0.2946097948167626, "financial_health": -1.0340666381195667, "margin_quality": 3.8425382690243857, "growth_momentum": 9.150766007412305, "company_age_years": 31.482546201232033, "ebitda": 3571397000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 5.248470518876281, "revenue_cagr_3y": -0.09717500666029721, "revenue_cagr_5y": -0.07031207524764516, "earnings_cagr_3y": 0.5359073823749108, "quarterly_revenue_growth_yoy": -0.14036948757305626, "quarterly_earnings_growth_yoy": 0.6509481786995703, "revenue_growth_qoq": 0.006171413270913814, "gross_margin": 0.5142104167516166, "operating_margin": 0.2947135060659583, "net_margin": 0.7198842821609533, "roa_ttm": 0.1677205421424203, "roe_ttm": 0.4318279729167421, "debt_to_ebitda": 2.122144323935937, "net_debt_to_ebitda": 1.8011530269082128, "interest_coverage": 62.66838964083982, "debt_to_equity": 1.0582433648731773, "current_ratio": 2.144518198985682, "quick_ratio": 2.1498424207208857, "fcf_to_ebitda": 0.1021406675821723, "capex_to_revenue": 0.24996948407915903, "working_capital_to_revenue": 0.6319934394506835, "capital_efficiency": 0.2997742575295812, "financial_health": -0.9034950144296804, "margin_quality": 0.5096027349928427, "growth_momentum": 0.25528934556325705, "company_age_years": 31.734428473648187, "ebitda": 3528105000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 5.148367582835668, "revenue_cagr_3y": -0.10279631207027184, "revenue_cagr_5y": -0.06300424357821799, "earnings_cagr_3y": -0.3244294068448397, "quarterly_revenue_growth_yoy": -0.15172326224612037, "quarterly_earnings_growth_yoy": 0.8203615065426845, "revenue_growth_qoq": -0.010715489064535445, "gross_margin": 0.5141202860068378, "operating_margin": 0.22621093004286633, "net_margin": 0.44634334704361256, "roa_ttm": 0.1721405786718695, "roe_ttm": 0.4676059078762275, "debt_to_ebitda": 2.048638580553474, "net_debt_to_ebitda": 1.6295922891667574, "interest_coverage": 65.25605111636554, "debt_to_equity": 1.1002043959994237, "current_ratio": 2.0193201782160144, "quick_ratio": 2.0223817182123778, "fcf_to_ebitda": 0.061847976741593765, "capex_to_revenue": 0.22805372265807658, "working_capital_to_revenue": 0.7485047020314854, "capital_efficiency": 0.31987324327404854, "financial_health": -0.9319454888473246, "margin_quality": 0.39555818769777223, "growth_momentum": 0.3343191221482821, "company_age_years": 31.98631074606434, "ebitda": 3615381000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 17.721018917311124, "revenue_cagr_3y": -0.08150429203143739, "revenue_cagr_5y": -0.07981871265712848, "earnings_cagr_3y": -0.3763580082667166, "quarterly_revenue_growth_yoy": 0.11861137897782063, "quarterly_earnings_growth_yoy": 1.1406048856543525, "revenue_growth_qoq": 0.029002082050379754, "gross_margin": 0.5185784174028688, "operating_margin": 0.1372898261612995, "net_margin": 0.06510639308444952, "roa_ttm": 0.010193038717319252, "roe_ttm": 0.02822149380422446, "debt_to_ebitda": 10.250977989292089, "net_debt_to_ebitda": 8.156718619869126, "interest_coverage": 11.723108681097969, "debt_to_equity": 1.3815697525441981, "current_ratio": 2.202360475976759, "quick_ratio": 2.21766758449477, "fcf_to_ebitda": 0.9063723973825104, "capex_to_revenue": 0.4389753399487796, "working_capital_to_revenue": 0.9355950440785045, "capital_efficiency": 0.019207266260771856, "financial_health": -1.18742432834507, "margin_quality": 0.2403248788828726, "growth_momentum": 0.6296081323160866, "company_age_years": 33.987679671457904, "ebitda": 840500000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 16.935387267706616, "revenue_cagr_3y": 0.07312081863006115, "revenue_cagr_5y": 0.2960966082110412, "earnings_cagr_3y": -0.09699092008140675, "quarterly_revenue_growth_yoy": 0.3099361127975335, "quarterly_earnings_growth_yoy": -0.39537471603685465, "revenue_growth_qoq": -0.057370868515440744, "gross_margin": 0.7165198746495134, "operating_margin": 0.21309252845126175, "net_margin": 0.3459178624443345, "roa_ttm": 0.02333945950866255, "roe_ttm": 0.05004510116102601, "debt_to_ebitda": 5.699469254137884, "net_debt_to_ebitda": 5.523771892851016, "interest_coverage": 25.98020987654321, "debt_to_equity": 0.8196695050886507, "current_ratio": 0.8340708118629115, "quick_ratio": 0.8340708118629115, "fcf_to_ebitda": 0.5064053978408066, "capex_to_revenue": 0.03523565419241051, "working_capital_to_revenue": -0.07128052784693362, "capital_efficiency": 0.03669228033484428, "financial_health": -0.7869202535608768, "margin_quality": 0.42517675518170317, "growth_momentum": -0.04271930161966056, "company_age_years": 22.083504449007528, "ebitda": 2104397000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 16.271046245915233, "revenue_cagr_3y": 0.1280657577676989, "revenue_cagr_5y": 0.12382684005405364, "earnings_cagr_3y": 3.939559412323627, "quarterly_revenue_growth_yoy": 0.17976152224512348, "quarterly_earnings_growth_yoy": 0.9523879987034767, "revenue_growth_qoq": -0.006836549562922646, "gross_margin": 0.7200205927045362, "operating_margin": 0.23639760526774667, "net_margin": 0.4601456435635343, "roa_ttm": 0.028213616798891197, "roe_ttm": 0.05896157819049522, "debt_to_ebitda": 4.82650740955456, "net_debt_to_ebitda": 4.68256204814109, "interest_coverage": 30.187247400431627, "debt_to_equity": 0.7571554094152257, "current_ratio": 1.2104006591854852, "quick_ratio": 1.2104006591854852, "fcf_to_ebitda": 0.47585363042609813, "capex_to_revenue": 0.03591612471929607, "working_capital_to_revenue": 0.05427586813678371, "capital_efficiency": 0.04358759749469321, "financial_health": -0.7463500456881066, "margin_quality": 0.47218794717860574, "growth_momentum": 0.5660747604743, "company_age_years": 22.33264887063655, "ebitda": 2307966000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 15.018002484726615, "revenue_cagr_3y": 0.14165162419141764, "revenue_cagr_5y": 0.06266340661873371, "earnings_cagr_3y": 0.9333347095239641, "quarterly_revenue_growth_yoy": -0.035892357132529334, "quarterly_earnings_growth_yoy": 2.6851285470227926, "revenue_growth_qoq": -0.11986119094760597, "gross_margin": 0.7229981535682898, "operating_margin": 0.2648024963111681, "net_margin": 0.713088701289277, "roa_ttm": 0.03999784197861998, "roe_ttm": 0.08071012357280972, "debt_to_ebitda": 4.130854894216704, "net_debt_to_ebitda": 3.817521630744475, "interest_coverage": 39.22451931127925, "debt_to_equity": 0.7099766187641838, "current_ratio": 1.9341495496547818, "quick_ratio": 1.9347018465804489, "fcf_to_ebitda": 0.5105014824138253, "capex_to_revenue": 0.0401388003402898, "working_capital_to_revenue": 0.29045155508885234, "capital_efficiency": 0.060353982775714854, "financial_health": -0.6809521707351194, "margin_quality": 0.5669631170562449, "growth_momentum": 1.3246180949451316, "company_age_years": 22.836413415468858, "ebitda": 2576541000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 15.41363978023546, "revenue_cagr_3y": 0.13117204895378354, "revenue_cagr_5y": 0.04699935076888151, "earnings_cagr_3y": 2.111789530672774, "quarterly_revenue_growth_yoy": 0.037695860135246576, "quarterly_earnings_growth_yoy": -0.022891336480236495, "revenue_growth_qoq": 0.014577941188327972, "gross_margin": 0.7068210536354317, "operating_margin": 0.2573070229116831, "net_margin": 0.325721006747145, "roa_ttm": 0.04042034873904568, "roe_ttm": 0.08172115473747746, "debt_to_ebitda": 4.322660823726814, "net_debt_to_ebitda": 4.166643214499825, "interest_coverage": 34.75450684931507, "debt_to_equity": 0.7436787759732287, "current_ratio": 1.5506041801555372, "quick_ratio": 1.5506041801555372, "fcf_to_ebitda": 0.5524944237053714, "capex_to_revenue": 0.03983075051154347, "working_capital_to_revenue": 0.11844412536825262, "capital_efficiency": 0.06107075173826157, "financial_health": -0.7304025875580044, "margin_quality": 0.4299496944314199, "growth_momentum": 0.0074022618275050404, "company_age_years": 23.082819986310746, "ebitda": 2537079000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2017-12-31", "company_multiple": 15.19726359009481, "revenue_cagr_3y": 0.1119796566303688, "revenue_cagr_5y": 0.046070876068489364, "earnings_cagr_3y": -0.0982113987878731, "quarterly_revenue_growth_yoy": -0.0003112325939543472, "quarterly_earnings_growth_yoy": -0.3195657139238846, "revenue_growth_qoq": 0.028277882277225424, "gross_margin": 0.7165804730272518, "operating_margin": 0.25554343933591644, "net_margin": 0.48536106155290504, "roa_ttm": 0.056046972506938776, "roe_ttm": 0.10570713954781853, "debt_to_ebitda": 3.292443403437736, "net_debt_to_ebitda": 3.1411720597077957, "interest_coverage": 61.55891849105339, "debt_to_equity": 0.6224761466808792, "current_ratio": 0.6042152985646909, "quick_ratio": 0.6791978883146218, "fcf_to_ebitda": 0.5334933418695282, "capex_to_revenue": 0.0422571953918325, "working_capital_to_revenue": -0.20600053320418282, "capital_efficiency": 0.08087705602737866, "financial_health": -0.5870072314815704, "margin_quality": 0.485828324638691, "growth_momentum": -0.15993847325891947, "company_age_years": 23.835728952772072, "ebitda": 2955259000.0, "spy_multiple": 15.0, "sector_multiple": 20.263311306470733, "sector_premium_over_spy": 0.3508874204313821}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2018-03-31", "company_multiple": 14.341507187587824, "revenue_cagr_3y": 0.14437641335518236, "revenue_cagr_5y": 0.07171790874561745, "earnings_cagr_3y": 0.019325677099439442, "quarterly_revenue_growth_yoy": 0.10252004672934333, "quarterly_earnings_growth_yoy": 0.7927086942306848, "revenue_growth_qoq": 0.11894076996783466, "gross_margin": 0.7307008084699044, "operating_margin": 0.6231013643650455, "net_margin": 0.5296256357618185, "roa_ttm": 0.061162223596156376, "roe_ttm": 0.11573758416334105, "debt_to_ebitda": 3.1757267734445476, "net_debt_to_ebitda": 3.0272329950589487, "interest_coverage": 65.63768085106383, "debt_to_equity": 0.6248072793019166, "current_ratio": 0.904391663210971, "quick_ratio": 0.904391663210971, "fcf_to_ebitda": 0.5134275168226865, "capex_to_revenue": 0.06048977963830338, "working_capital_to_revenue": -0.036698246313792225, "capital_efficiency": 0.08844990387974871, "financial_health": -0.5878856972110178, "margin_quality": 0.6278092695322561, "growth_momentum": 0.44761437048001407, "company_age_years": 24.082135523613964, "ebitda": 3084971000.0, "spy_multiple": 15.0, "sector_multiple": 19.149093921709042, "sector_premium_over_spy": 0.2766062614472695}, {"ticker": "PLD", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 14.541389486088397, "revenue_cagr_3y": 0.0677186678459809, "revenue_cagr_5y": 0.0817226064531662, "earnings_cagr_3y": 0.3329220241860005, "quarterly_revenue_growth_yoy": -0.18912844581516428, "quarterly_earnings_growth_yoy": 0.2511754654396408, "revenue_growth_qoq": -0.10434566989977741, "gross_margin": 0.7293006650828295, "operating_margin": 0.4531882770298547, "net_margin": 0.5409624707859308, "roa_ttm": 0.06379864855236854, "roe_ttm": 0.12035908654052128, "debt_to_ebitda": 3.0273921328324236, "net_debt_to_ebitda": 2.8580960955393766, "interest_coverage": 55.36443868309834, "debt_to_equity": 0.6035578700610094, "current_ratio": 1.942163462261584, "quick_ratio": 1.942163462261584, "fcf_to_ebitda": 0.5266314986273944, "capex_to_revenue": 0.18395036820336932, "working_capital_to_revenue": 0.27151806655402, "capital_efficiency": 0.09207886754644491, "financial_health": -0.5849216109488613, "margin_quality": 0.5744838042995384, "growth_momentum": 0.031023509812238267, "company_age_years": 24.331279945242983, "ebitda": 3117793000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2016-03-31", "company_multiple": 16.176593823892087, "revenue_cagr_3y": 0.12052988652218555, "revenue_cagr_5y": 0.1499403822474774, "earnings_cagr_3y": 0.1299959773162762, "quarterly_revenue_growth_yoy": 0.2400094439621356, "quarterly_earnings_growth_yoy": -0.3949650047184649, "revenue_growth_qoq": 0.007505350259669932, "gross_margin": 0.6400250694666193, "operating_margin": 0.23426464550703194, "net_margin": 0.12207283235389202, "roa_ttm": 0.01922600951236542, "roe_ttm": 0.049831873391973036, "debt_to_ebitda": 4.045694888335249, "net_debt_to_ebitda": 4.016676313427452, "interest_coverage": 18.53500906970718, "debt_to_equity": 0.9849832009545253, "current_ratio": 0.300181492546839, "quick_ratio": 0.300181492546839, "fcf_to_ebitda": 0.7826188671999881, "capex_to_revenue": 0.3545380095715789, "working_capital_to_revenue": -0.47138843779924616, "capital_efficiency": 0.034528941452169226, "financial_health": -0.8284339235693762, "margin_quality": 0.3321208491091811, "growth_momentum": -0.07747778037816465, "company_age_years": 11.419575633127995, "ebitda": 1072899000.0, "spy_multiple": 15.0, "sector_multiple": 21.64501830227166, "sector_premium_over_spy": 0.44300122015144394}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 14.955836518772838, "revenue_cagr_3y": 0.1291580553542322, "revenue_cagr_5y": 0.14842141760310024, "earnings_cagr_3y": 0.16430660520946527, "quarterly_revenue_growth_yoy": 0.2529972086451722, "quarterly_earnings_growth_yoy": 2.8468882726666433, "revenue_growth_qoq": 0.06089906667650612, "gross_margin": 0.6379012727602221, "operating_margin": 0.21188263441047203, "net_margin": 0.4012279124938449, "roa_ttm": 0.025622254103675614, "roe_ttm": 0.06108665306768868, "debt_to_ebitda": 3.5494629351139864, "net_debt_to_ebitda": 3.5207377666802233, "interest_coverage": 20.112041088073045, "debt_to_equity": 0.8729632790763447, "current_ratio": 0.3185401984255761, "quick_ratio": 0.3185401984255761, "fcf_to_ebitda": 0.7026422898794717, "capex_to_revenue": 0.6371130018408718, "working_capital_to_revenue": -0.32324024417811587, "capital_efficiency": 0.04335445358568214, "financial_health": -0.840304887282525, "margin_quality": 0.4170039398881797, "growth_momentum": 1.5499427406559079, "company_age_years": 11.92060232717317, "ebitda": 1268748000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 14.489054003629896, "revenue_cagr_3y": 0.1483026900152391, "revenue_cagr_5y": 0.16341238433122451, "earnings_cagr_3y": 0.3029969902971119, "quarterly_revenue_growth_yoy": 0.15255283818536777, "quarterly_earnings_growth_yoy": 6.948507789526372, "revenue_growth_qoq": 0.055819862235100944, "gross_margin": 0.6595537000660556, "operating_margin": 0.2620065986230619, "net_margin": 0.16483554587742094, "roa_ttm": 0.03495460560660434, "roe_ttm": 0.0836314749651296, "debt_to_ebitda": 3.1499435992364204, "net_debt_to_ebitda": 3.1423309423266037, "interest_coverage": 24.17931323868802, "debt_to_equity": 0.8548343292755197, "current_ratio": 0.24090513118338344, "quick_ratio": 0.25210696228477725, "fcf_to_ebitda": 0.6596445305721063, "capex_to_revenue": 0.5938004297425139, "working_capital_to_revenue": -0.41490225295057026, "capital_efficiency": 0.059293040285866974, "financial_health": -0.8148796976603958, "margin_quality": 0.36213194818884614, "growth_momentum": 3.5505303138558695, "company_age_years": 12.172484599589323, "ebitda": 1382960000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 15.420604753569938, "revenue_cagr_3y": 0.12123559922794058, "revenue_cagr_5y": 0.14224601411657534, "earnings_cagr_3y": 0.2208227692330773, "quarterly_revenue_growth_yoy": 0.09196765562803576, "quarterly_earnings_growth_yoy": 0.35726006921314724, "revenue_growth_qoq": -0.04545525471274491, "gross_margin": 0.6435360508855384, "operating_margin": 0.24934749322973143, "net_margin": 0.15173030083422787, "roa_ttm": 0.036349751020880894, "roe_ttm": 0.08907468861442487, "debt_to_ebitda": 3.3295034669461305, "net_debt_to_ebitda": 3.3189030283219614, "interest_coverage": 25.434066726780884, "debt_to_equity": 0.9332597695739788, "current_ratio": 0.2018772395816629, "quick_ratio": 0.21234660050090823, "fcf_to_ebitda": 0.6750011876745615, "capex_to_revenue": 0.6353613273976815, "working_capital_to_revenue": -0.500301336526876, "capital_efficiency": 0.06271221981765288, "financial_health": -0.8198597860052899, "margin_quality": 0.3482046149831659, "growth_momentum": 0.2246138624205915, "company_age_years": 12.41889117043121, "ebitda": 1410319000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 16.131492229936264, "revenue_cagr_3y": 0.12131324458644555, "revenue_cagr_5y": 0.13258680008607038, "earnings_cagr_3y": 0.09236735640421467, "quarterly_revenue_growth_yoy": 0.09914862875630663, "quarterly_earnings_growth_yoy": 0.5613101736972704, "revenue_growth_qoq": 0.028007388719670016, "gross_margin": 0.6415531043889545, "operating_margin": 0.23084724261425577, "net_margin": 0.13896206463376495, "roa_ttm": 0.037875059491297436, "roe_ttm": 0.09535113867533619, "debt_to_ebitda": 3.423718735160472, "net_debt_to_ebitda": 3.4081338366993967, "interest_coverage": 24.94178736410684, "debt_to_equity": 0.9840544426799872, "current_ratio": 0.25317129436812, "quick_ratio": 0.26471148809767514, "fcf_to_ebitda": 0.7213107106401764, "capex_to_revenue": 0.6628910565010953, "working_capital_to_revenue": -0.4723834834022284, "capital_efficiency": 0.0666130990833168, "financial_health": -0.8695907492700644, "margin_quality": 0.33712080387899174, "growth_momentum": 0.3302294012267885, "company_age_years": 12.668035592060233, "ebitda": 1436198000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 16.166039061975606, "revenue_cagr_3y": 0.10935760397110816, "revenue_cagr_5y": 0.13820650271972834, "earnings_cagr_3y": 0.5236315491891537, "quarterly_revenue_growth_yoy": 0.011815996309749738, "quarterly_earnings_growth_yoy": 5.522314241936423, "revenue_growth_qoq": -0.02356329963073459, "gross_margin": 0.6193383054187943, "operating_margin": 0.17643114660625325, "net_margin": 0.4270473660349756, "roa_ttm": 0.025132551917621763, "roe_ttm": 0.05868434967941087, "debt_to_ebitda": 4.3759508131164395, "net_debt_to_ebitda": 4.333744508462454, "interest_coverage": 26.3111646884273, "debt_to_equity": 0.9425989380637032, "current_ratio": 0.4800425031075023, "quick_ratio": 0.4818820523411642, "fcf_to_ebitda": 0.7113644576459073, "capex_to_revenue": 0.4777696657870194, "working_capital_to_revenue": -0.211028402042726, "capital_efficiency": 0.041908450798516315, "financial_health": -0.9150088964822869, "margin_quality": 0.4076056060200077, "growth_momentum": 2.767065119123086, "company_age_years": 15.170431211498974, "ebitda": 2128047000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 17.6530915577951, "revenue_cagr_3y": 0.12603072192491327, "revenue_cagr_5y": 0.14012580223983306, "earnings_cagr_3y": 1.746185266083505, "quarterly_revenue_growth_yoy": 0.04569696007251676, "quarterly_earnings_growth_yoy": 17.50912620686069, "revenue_growth_qoq": -0.019387787520650655, "gross_margin": 0.5811952658781263, "operating_margin": 0.11834134743022426, "net_margin": 0.9609806626726676, "roa_ttm": 0.04699696669412553, "roe_ttm": 0.09493474100572699, "debt_to_ebitda": 3.727460069985795, "net_debt_to_ebitda": 3.6879082562450196, "interest_coverage": 50.27556366879407, "debt_to_equity": 0.7469332227243664, "current_ratio": 0.3571192410165383, "quick_ratio": 0.35711924057804256, "fcf_to_ebitda": -0.22687703980875168, "capex_to_revenue": 0.5692952070538465, "working_capital_to_revenue": -0.3311075137051981, "capital_efficiency": 0.07096585384992626, "financial_health": -0.7208946125142983, "margin_quality": 0.5535057586603394, "growth_momentum": 8.777411583466602, "company_age_years": 17.17180013689254, "ebitda": 3607875000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 13.911407754651764, "revenue_cagr_3y": 0.2190108425941264, "revenue_cagr_5y": 0.5389753189839102, "earnings_cagr_3y": 0.8937050119469454, "quarterly_revenue_growth_yoy": 0.12985888226603495, "quarterly_earnings_growth_yoy": 2.7396287922603713, "revenue_growth_qoq": 0.06292834890965732, "gross_margin": 0.8011242372320919, "operating_margin": 0.21273333934529715, "net_margin": 0.49727958637689, "roa_ttm": 0.01648235533054366, "roe_ttm": 0.03508445663053681, "debt_to_ebitda": 5.092187002034763, "net_debt_to_ebitda": 5.032409109852663, "interest_coverage": 18.404168922577153, "debt_to_equity": 1.0112371912961182, "current_ratio": 0.9279510920852879, "quick_ratio": 0.7964768795218622, "fcf_to_ebitda": 0.22478978205976807, "capex_to_revenue": 0.35795606670316454, "working_capital_to_revenue": -0.021051537905156188, "capital_efficiency": 0.025783405980540235, "financial_health": -0.9783973594240837, "margin_quality": 0.5037123876514263, "growth_momentum": 1.434743837263203, "company_age_years": 5.713894592744696, "ebitda": 203955000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 15.74004870368214, "revenue_cagr_3y": 0.20466526359352177, "revenue_cagr_5y": 0.316955184514516, "earnings_cagr_3y": -0.23553799384842122, "quarterly_revenue_growth_yoy": 0.14141148639768694, "quarterly_earnings_growth_yoy": -0.9854852320675106, "revenue_growth_qoq": 0.04427811344575706, "gross_margin": 0.808923431203224, "operating_margin": 0.1652274035693725, "net_margin": 0.002475532527345999, "roa_ttm": 0.010818650456089072, "roe_ttm": 0.022887477810282497, "debt_to_ebitda": 5.413277575548929, "net_debt_to_ebitda": 5.377423160069056, "interest_coverage": 18.852820463873247, "debt_to_equity": 1.004808672714236, "current_ratio": 0.6278670340286971, "quick_ratio": 0.5354868143271192, "fcf_to_ebitda": 0.22474066048673305, "capex_to_revenue": 0.37899409312693405, "working_capital_to_revenue": -0.1607102155293972, "capital_efficiency": 0.016853064133185783, "financial_health": -0.9349409409523767, "margin_quality": 0.32554212243331415, "growth_momentum": -0.4220368728349118, "company_age_years": 5.960301163586585, "ebitda": 197521000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2017-09-30", "company_multiple": 15.254081422674387, "revenue_cagr_3y": 0.2264600245494035, "revenue_cagr_5y": 0.2993148553028975, "earnings_cagr_3y": 2.949700041893947, "quarterly_revenue_growth_yoy": 0.24840642223819795, "quarterly_earnings_growth_yoy": 64.659375, "revenue_growth_qoq": 0.08243181471887856, "gross_margin": 0.802915131040131, "operating_margin": 0.20701525389025388, "net_margin": 0.2688754095004095, "roa_ttm": 0.021403651471167094, "roe_ttm": 0.04303143603246157, "debt_to_ebitda": 4.7362200025516605, "net_debt_to_ebitda": 4.690783977216138, "interest_coverage": 23.260482481332566, "debt_to_equity": 0.8893637443477818, "current_ratio": 0.25259841507128966, "quick_ratio": 0.22295735480863513, "fcf_to_ebitda": 0.16641355837335736, "capex_to_revenue": 0.4106847889478298, "working_capital_to_revenue": -0.8118812226952237, "capital_efficiency": 0.032217543751814334, "financial_health": -0.695778892419929, "margin_quality": 0.42626859814359813, "growth_momentum": 32.4538907111191, "company_age_years": 6.461327857631759, "ebitda": 242979000.0, "spy_multiple": 15.0, "sector_multiple": 19.751460591031915, "sector_premium_over_spy": 0.3167640394021276}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 15.763935768533344, "revenue_cagr_3y": 0.16278962356799642, "revenue_cagr_5y": 0.19215321252833228, "earnings_cagr_3y": -0.1540048920676309, "quarterly_revenue_growth_yoy": 0.14911806731265684, "quarterly_earnings_growth_yoy": -0.7034511262657573, "revenue_growth_qoq": 0.025854861185550432, "gross_margin": 0.7961275626423691, "operating_margin": 0.2578420513677875, "net_margin": 0.07497230987858143, "roa_ttm": 0.023419851494409276, "roe_ttm": 0.04412472032378756, "debt_to_ebitda": 4.468283724337746, "net_debt_to_ebitda": 4.44223775852867, "interest_coverage": 23.504675081813932, "debt_to_equity": 0.783935549572845, "current_ratio": 0.5774372275324645, "quick_ratio": 0.5516682394761676, "fcf_to_ebitda": 0.26538906513646204, "capex_to_revenue": 0.3381506389442286, "working_capital_to_revenue": -0.20084091884692856, "capital_efficiency": 0.03377228590909842, "financial_health": -0.7143355209627718, "margin_quality": 0.37631397462957933, "growth_momentum": -0.27716652947655024, "company_age_years": 7.958932238193018, "ebitda": 301659000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2019-09-30", "company_multiple": 16.843083069346296, "revenue_cagr_3y": 0.1783739217051199, "revenue_cagr_5y": 0.1931380974703265, "earnings_cagr_3y": 2.2415956424354295, "quarterly_revenue_growth_yoy": 0.15149641355429136, "quarterly_earnings_growth_yoy": 0.26817917393833623, "revenue_growth_qoq": 0.05975415433644434, "gross_margin": 0.8227219027347907, "operating_margin": 0.2775993204518605, "net_margin": 0.10642348737075405, "roa_ttm": 0.020656082881721546, "roe_ttm": 0.03775473453145634, "debt_to_ebitda": 4.81538648984879, "net_debt_to_ebitda": 4.794417155096125, "interest_coverage": 22.19341065964563, "debt_to_equity": 0.7329297728654712, "current_ratio": 0.6742469831818326, "quick_ratio": 0.6569347227061096, "fcf_to_ebitda": 0.19180528658090829, "capex_to_revenue": 0.4233067652083833, "working_capital_to_revenue": -0.1325185087834582, "capital_efficiency": 0.029205408706588942, "financial_health": -0.6931179755528017, "margin_quality": 0.40224823685246847, "growth_momentum": 0.20983779374631378, "company_age_years": 8.459958932238193, "ebitda": 311884000.0, "spy_multiple": 15.0, "sector_multiple": 21.46947120545504, "sector_premium_over_spy": 0.43129808036366923}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 13.194380285815528, "revenue_cagr_3y": 0.16936418622410376, "revenue_cagr_5y": 0.1715262906933459, "earnings_cagr_3y": 1.2304932306046568, "quarterly_revenue_growth_yoy": 0.16882380982362094, "quarterly_earnings_growth_yoy": 4.506477872047696, "revenue_growth_qoq": 0.10789888742060616, "gross_margin": 0.7983624596963471, "operating_margin": 0.2960269640095113, "net_margin": 0.7391632230609999, "roa_ttm": 0.043077402386627925, "roe_ttm": 0.07442253112520511, "debt_to_ebitda": 3.572071435447762, "net_debt_to_ebitda": 3.5399832451553306, "interest_coverage": 30.103403625601185, "debt_to_equity": 0.6420519496489038, "current_ratio": 0.7242128232319113, "quick_ratio": 0.6981248470511461, "fcf_to_ebitda": 0.3668409744027758, "capex_to_revenue": 0.2375287281423054, "working_capital_to_revenue": -0.11190063941449409, "capital_efficiency": 0.05874996675591652, "financial_health": -0.5993203661171874, "margin_quality": 0.6111842155889528, "growth_momentum": 2.3376508409356584, "company_age_years": 9.713894592744696, "ebitda": 488217000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 15.80528932627463, "revenue_cagr_3y": 0.17177459359046887, "revenue_cagr_5y": 0.1709388200965587, "earnings_cagr_3y": 0.009281906444898569, "quarterly_revenue_growth_yoy": 0.1303016499645713, "quarterly_earnings_growth_yoy": -0.6078972257250945, "revenue_growth_qoq": 0.031119421935960477, "gross_margin": 0.7984850180976902, "operating_margin": 0.26714429642897125, "net_margin": 0.18564125527071906, "roa_ttm": 0.03456517361508036, "roe_ttm": 0.06199791700461018, "debt_to_ebitda": 4.097700063704061, "net_debt_to_ebitda": 4.056887727083013, "interest_coverage": 29.641229326735253, "debt_to_equity": 0.7069889498155776, "current_ratio": 0.46962717513096275, "quick_ratio": 0.45769448088949327, "fcf_to_ebitda": 0.411941216527909, "capex_to_revenue": 0.2190483063316615, "working_capital_to_revenue": -0.33304667861395426, "capital_efficiency": 0.04828154530984527, "financial_health": -0.614755690516457, "margin_quality": 0.4170901899324602, "growth_momentum": -0.23879778788026162, "company_age_years": 9.960301163586584, "ebitda": 455230000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 16.753176755909514, "revenue_cagr_3y": 0.1743447019759674, "revenue_cagr_5y": 0.18103912512643405, "earnings_cagr_3y": 0.30854302750749407, "quarterly_revenue_growth_yoy": 0.17693020566754805, "quarterly_earnings_growth_yoy": 0.7266909937067005, "revenue_growth_qoq": 0.03307586103959103, "gross_margin": 0.816827642006256, "operating_margin": 0.31179610914055783, "net_margin": 0.23586439061743736, "roa_ttm": 0.03689310854134249, "roe_ttm": 0.06672072363593948, "debt_to_ebitda": 3.990788358891807, "net_debt_to_ebitda": 3.9598894348894347, "interest_coverage": 30.91206704642179, "debt_to_equity": 0.7089355793941355, "current_ratio": 0.42309630641175705, "quick_ratio": 0.405040208956518, "fcf_to_ebitda": 0.39448233499957636, "capex_to_revenue": 0.23469599821424447, "working_capital_to_revenue": -0.4097212066165321, "capital_efficiency": 0.051806916088640985, "financial_health": -0.5990407424017097, "margin_quality": 0.4548293805880837, "growth_momentum": 0.4518105996871243, "company_age_years": 10.209445585215606, "ebitda": 472120000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 16.646778012018757, "revenue_cagr_3y": 0.16906003395083968, "revenue_cagr_5y": 0.1782011544430291, "earnings_cagr_3y": 0.7805180011862074, "quarterly_revenue_growth_yoy": 0.21159469713116502, "quarterly_earnings_growth_yoy": 1.0433812070926167, "revenue_growth_qoq": 0.026634977280443842, "gross_margin": 0.8118271247027035, "operating_margin": 0.30579675471804324, "net_margin": 0.341387899855046, "roa_ttm": 0.038745235353685244, "roe_ttm": 0.0682843957775689, "debt_to_ebitda": 3.934176068993165, "net_debt_to_ebitda": 3.8504057776191054, "interest_coverage": 31.841928108726027, "debt_to_equity": 0.6664800437353149, "current_ratio": 1.2950038351350819, "quick_ratio": 1.267653094003422, "fcf_to_ebitda": 0.3394770065997451, "capex_to_revenue": 0.28319500741064524, "working_capital_to_revenue": 0.0826447647051261, "capital_efficiency": 0.053514815565627066, "financial_health": -0.6418715704197073, "margin_quality": 0.48633725975859754, "growth_momentum": 0.6274879521118909, "company_age_years": 10.461327857631758, "ebitda": 501383000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 21.061120587377612, "revenue_cagr_3y": 0.16530509307940067, "revenue_cagr_5y": 0.172794926627015, "earnings_cagr_3y": 0.2375764157953817, "quarterly_revenue_growth_yoy": 0.13598971920185302, "quarterly_earnings_growth_yoy": -0.10162927489459164, "revenue_growth_qoq": 0.03876465372869668, "gross_margin": 0.8043258841779397, "operating_margin": 0.30096936114291134, "net_margin": 0.5845498330205998, "roa_ttm": 0.032972019538339614, "roe_ttm": 0.05779787841452054, "debt_to_ebitda": 4.464681044848263, "net_debt_to_ebitda": 4.426769542968765, "interest_coverage": 29.266732916350033, "debt_to_equity": 0.6717294227244043, "current_ratio": 0.45070376108382504, "quick_ratio": 0.440016126537536, "fcf_to_ebitda": 0.3510763662801149, "capex_to_revenue": 0.28529650863901496, "working_capital_to_revenue": -0.38535716763406797, "capital_efficiency": 0.04538494897643008, "financial_health": -0.5795251639165215, "margin_quality": 0.5632816927804837, "growth_momentum": 0.017180222153630686, "company_age_years": 10.713210130047912, "ebitda": 500666000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 15.446472224505504, "revenue_cagr_3y": 0.1528010766364567, "revenue_cagr_5y": 0.1595051643037435, "earnings_cagr_3y": 0.19534768595911567, "quarterly_revenue_growth_yoy": 0.1538242685760349, "quarterly_earnings_growth_yoy": -0.6547344512301113, "revenue_growth_qoq": 0.024208532515558764, "gross_margin": 0.7947232153865121, "operating_margin": 0.32231361290663474, "net_margin": 0.17491824741239118, "roa_ttm": 0.028832068873860386, "roe_ttm": 0.052683980023776715, "debt_to_ebitda": 4.668069016536768, "net_debt_to_ebitda": 4.619714099967868, "interest_coverage": 24.658743320434862, "debt_to_equity": 0.7382304072530802, "current_ratio": 0.7421407553970263, "quick_ratio": 0.9667609018065317, "fcf_to_ebitda": 0.6262301697017703, "capex_to_revenue": 0.0801938099475922, "working_capital_to_revenue": -0.11558466254402179, "capital_efficiency": 0.04075802444881855, "financial_health": -0.6823440767410297, "margin_quality": 0.430651691901846, "growth_momentum": -0.2504550913270382, "company_age_years": 11.71252566735113, "ebitda": 535292000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2020-09-30", "company_multiple": 14.17399366132214, "revenue_cagr_3y": 0.0069930284067065696, "revenue_cagr_5y": 0.021157438132291206, "earnings_cagr_3y": -0.72512503038978, "quarterly_revenue_growth_yoy": -0.06531523513586363, "quarterly_earnings_growth_yoy": -0.8504439414020807, "revenue_growth_qoq": -0.02571888405191699, "gross_margin": 0.4607460770017629, "operating_margin": 0.14903258101725902, "net_margin": 0.013875769908807975, "roa_ttm": 0.01404352671249372, "roe_ttm": 0.03335745188809252, "debt_to_ebitda": 6.326281352010354, "net_debt_to_ebitda": 6.022541594024152, "interest_coverage": 16.76981083069997, "debt_to_equity": 1.2017422632004466, "current_ratio": 1.1038708685067726, "quick_ratio": 1.1038708685067726, "fcf_to_ebitda": 0.45083136421997555, "capex_to_revenue": 0.16417488933377017, "working_capital_to_revenue": 0.04135346116837493, "capital_efficiency": 0.02370048930029312, "financial_health": -1.1572420489077384, "margin_quality": 0.20788480930927664, "growth_momentum": -0.4578795882689721, "company_age_years": 22.409308692676248, "ebitda": 1936997000.0, "spy_multiple": 20.0, "sector_multiple": 18.800513942638453, "sector_premium_over_spy": -0.05997430286807737}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2020-12-31", "company_multiple": 15.528458672250464, "revenue_cagr_3y": 0.009543154614379823, "revenue_cagr_5y": 0.018309961629496163, "earnings_cagr_3y": -0.34472527768185535, "quarterly_revenue_growth_yoy": -0.07513925646884952, "quarterly_earnings_growth_yoy": 8.652276500917592, "revenue_growth_qoq": 0.0024212679826756916, "gross_margin": 0.4969706838622831, "operating_margin": 0.19847801425368963, "net_margin": 0.11990360033218804, "roa_ttm": 0.018351856987328226, "roe_ttm": 0.0431377009827049, "debt_to_ebitda": 6.216417250397753, "net_debt_to_ebitda": 6.003874171197846, "interest_coverage": 17.02747618380499, "debt_to_equity": 1.1874957454037836, "current_ratio": 1.0623813095447074, "quick_ratio": 1.0623813088508647, "fcf_to_ebitda": 0.4738732558773347, "capex_to_revenue": 0.13928781930132, "working_capital_to_revenue": 0.023688680669565473, "capital_efficiency": 0.030744778985016562, "financial_health": -1.1512161201074766, "margin_quality": 0.27178409948272025, "growth_momentum": 4.288568622224371, "company_age_years": 22.661190965092402, "ebitda": 1944674000.0, "spy_multiple": 20.0, "sector_multiple": 21.649609179559565, "sector_premium_over_spy": 0.08248045897797818}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 19.395271822223886, "revenue_cagr_3y": -0.008242754338982472, "revenue_cagr_5y": 0.016157190585452952, "earnings_cagr_3y": -0.19647097488438225, "quarterly_revenue_growth_yoy": -0.025449587467318634, "quarterly_earnings_growth_yoy": 1.549665966787555, "revenue_growth_qoq": 0.009780388908601756, "gross_margin": 0.46164465825494944, "operating_margin": 0.15569292227756057, "net_margin": 0.09398560042820123, "roa_ttm": 0.006483235375429379, "roe_ttm": 0.015419269574030333, "debt_to_ebitda": 6.884554283667253, "net_debt_to_ebitda": 6.747679109527299, "interest_coverage": 15.52367538686609, "debt_to_equity": 1.190114664020426, "current_ratio": 0.9420010262222561, "quick_ratio": 0.9420010262222561, "fcf_to_ebitda": 0.4444373552736017, "capex_to_revenue": 0.13618578642300638, "working_capital_to_revenue": -0.02359500652661469, "capital_efficiency": 0.010951252474729856, "financial_health": -1.1538339017995016, "margin_quality": 0.23710772698690374, "growth_momentum": 0.7621081896601182, "company_age_years": 23.156741957563312, "ebitda": 1708396000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 18.47320521945042, "revenue_cagr_3y": 0.013879573719232763, "revenue_cagr_5y": 0.02395640016346756, "earnings_cagr_3y": -0.15888596788849185, "quarterly_revenue_growth_yoy": 0.06217816179511176, "quarterly_earnings_growth_yoy": 3.7588424437299035, "revenue_growth_qoq": 0.0618846511182623, "gross_margin": 0.4633113337253785, "operating_margin": 0.11109050711111203, "net_margin": 0.062167162870180454, "roa_ttm": 0.007998307327810773, "roe_ttm": 0.018084150573148213, "debt_to_ebitda": 6.863407063754353, "net_debt_to_ebitda": 6.78445411700874, "interest_coverage": 16.734285399205998, "debt_to_equity": 1.1283105931396995, "current_ratio": 0.8327502307809532, "quick_ratio": 0.8327502307809532, "fcf_to_ebitda": 0.33380506304923013, "capex_to_revenue": 0.12027521192853355, "working_capital_to_revenue": -0.056248537591152344, "capital_efficiency": 0.013041228950479492, "financial_health": -1.0847301685047568, "margin_quality": 0.21218966790222368, "growth_momentum": 1.9105103027625077, "company_age_years": 23.408624229979466, "ebitda": 1820958000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 13.15203525232805, "revenue_cagr_3y": -0.3153059631642259, "revenue_cagr_5y": -0.17848209430581974, "earnings_cagr_3y": -0.4150568168283195, "quarterly_revenue_growth_yoy": -0.742172577525762, "quarterly_earnings_growth_yoy": 1.097953138254173, "revenue_growth_qoq": -0.6753638157634335, "gross_margin": -0.1180575714999013, "operating_margin": -1.064759228509388, "net_margin": 0.34058105644515146, "roa_ttm": 0.21735699555277324, "roe_ttm": 0.3610955960219759, "debt_to_ebitda": 0.08683837262530396, "net_debt_to_ebitda": 0.07227742409103342, "interest_coverage": 10.314043898088183, "debt_to_equity": 0.053142136304100605, "current_ratio": 0.08916722365910125, "quick_ratio": 0.10959535364522142, "fcf_to_ebitda": 1.1412367829618761, "capex_to_revenue": 0.006416941087780507, "working_capital_to_revenue": -0.3736380888369408, "capital_efficiency": 0.2892262957873746, "financial_health": 0.005363748800245975, "margin_quality": -0.2807452478547126, "growth_momentum": 0.17789028036420546, "company_age_years": 29.155373032169745, "ebitda": 1063873000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 10.532491662716595, "revenue_cagr_3y": -0.024378521132800812, "revenue_cagr_5y": 0.015459636680901001, "earnings_cagr_3y": 0.21185469916398603, "quarterly_revenue_growth_yoy": -0.05435415413761367, "quarterly_earnings_growth_yoy": 2.9713139107295103, "revenue_growth_qoq": 1.8574878946573927, "gross_margin": 0.6767750036572877, "operating_margin": 0.35364956681458365, "net_margin": 0.9369666455356708, "roa_ttm": 0.30433460466219264, "roe_ttm": 0.4813699035501521, "debt_to_ebitda": 0.17738733519425573, "net_debt_to_ebitda": 0.09488597461420972, "interest_coverage": 16.42133121151318, "debt_to_equity": 0.1249993195908836, "current_ratio": 0.5534829769891529, "quick_ratio": 0.5946673772650323, "fcf_to_ebitda": 0.7995948104843665, "capex_to_revenue": 0.00745284423105548, "working_capital_to_revenue": -0.0821728289076662, "capital_efficiency": 0.39285225410617236, "financial_health": 0.03675517997943307, "margin_quality": 0.655797072002514, "growth_momentum": 1.4584798782959483, "company_age_years": 29.401779603011637, "ebitda": 1424025000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2017-06-30", "company_multiple": 12.543040380087298, "revenue_cagr_3y": -0.050502310656716065, "revenue_cagr_5y": -0.0006467750849049603, "earnings_cagr_3y": -0.5542736267655862, "quarterly_revenue_growth_yoy": -0.14750480648666722, "quarterly_earnings_growth_yoy": -0.9357576802102633, "revenue_growth_qoq": -0.06753791388306432, "gross_margin": 0.6662591953421888, "operating_margin": 0.3349719345954049, "net_margin": 0.042235383328103754, "roa_ttm": 0.188341388219126, "roe_ttm": 0.3326935864694261, "debt_to_ebitda": 0.0014114225547837173, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.34723864863475, "debt_to_equity": 0.0008119308051847925, "current_ratio": 0.09371861923936975, "quick_ratio": 0.13788267517000224, "fcf_to_ebitda": 0.8198882421381251, "capex_to_revenue": 0.007658908597966855, "working_capital_to_revenue": -0.3825258133698049, "capital_efficiency": 0.26051748734427604, "financial_health": 0.0031394823250336687, "margin_quality": 0.34782217108856583, "growth_momentum": -0.5416312433484652, "company_age_years": 29.650924024640656, "ebitda": 1193831000.0, "spy_multiple": 15.0, "sector_multiple": 20.544166461579017, "sector_premium_over_spy": 0.3696110974386011}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 13.357979706961563, "revenue_cagr_3y": -0.08229195855918525, "revenue_cagr_5y": -0.017252323346188092, "earnings_cagr_3y": -0.18292774423863145, "quarterly_revenue_growth_yoy": 0.023147421817801484, "quarterly_earnings_growth_yoy": 3.64025176701233, "revenue_growth_qoq": -0.020129508323299187, "gross_margin": 0.6297186035169768, "operating_margin": 0.2766025415769533, "net_margin": 0.19154894782462395, "roa_ttm": 0.01512825770784908, "roe_ttm": 0.026292824982036087, "debt_to_ebitda": 0.0018836768932329734, "net_debt_to_ebitda": 0.0, "interest_coverage": 12.42913278019661, "debt_to_equity": 0.0007045480015557738, "current_ratio": 0.33852436444001355, "quick_ratio": 0.3748993457034995, "fcf_to_ebitda": 0.9419772438612513, "capex_to_revenue": 0.01822018060378217, "working_capital_to_revenue": -0.20558658309994962, "capital_efficiency": 0.020710541344942584, "financial_health": 0.0021871551455396945, "margin_quality": 0.36595669763951805, "growth_momentum": 1.8316995944150658, "company_age_years": 30.650239561943874, "ebitda": 907799000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 11.968288165349774, "revenue_cagr_3y": -0.11482277199576996, "revenue_cagr_5y": -0.03543020491465754, "earnings_cagr_3y": -0.04852153952406835, "quarterly_revenue_growth_yoy": 0.004402860648028845, "quarterly_earnings_growth_yoy": 13.977798093248008, "revenue_growth_qoq": -0.0288126316417173, "gross_margin": 0.6026353991693383, "operating_margin": 0.2612023104148484, "net_margin": 0.21790834652714122, "roa_ttm": 0.04114159912401046, "roe_ttm": 0.070831106598446, "debt_to_ebitda": 0.0008491831056008563, "net_debt_to_ebitda": 0.0, "interest_coverage": 15.952146930031818, "debt_to_equity": 0.00035655398040694417, "current_ratio": 0.1764989078084615, "quick_ratio": 0.22674160655050607, "fcf_to_ebitda": 0.8314717133157835, "capex_to_revenue": 0.018821133218147552, "working_capital_to_revenue": -0.2360260580326391, "capital_efficiency": 0.05598635286122823, "financial_health": 0.0010747584442468154, "margin_quality": 0.360582018703776, "growth_momentum": 6.991100476948018, "company_age_years": 30.902121834360027, "ebitda": 1012738000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 6.504873705289772, "revenue_cagr_3y": -0.05720268886672675, "revenue_cagr_5y": -0.038223615632983376, "earnings_cagr_3y": -0.19105317399731125, "quarterly_revenue_growth_yoy": -0.08982318336717467, "quarterly_earnings_growth_yoy": 0.5278882481606681, "revenue_growth_qoq": -0.013045377093992339, "gross_margin": 0.612689554606859, "operating_margin": 0.26119444049578816, "net_margin": 0.14093645822347153, "roa_ttm": 0.2586211963904464, "roe_ttm": 0.4557254155117364, "debt_to_ebitda": 3.3511932573094327, "net_debt_to_ebitda": 3.3484822609108473, "interest_coverage": 37.74902183388408, "debt_to_equity": 2.627441353823196, "current_ratio": 0.17179339359124818, "quick_ratio": 0.18677894679047677, "fcf_to_ebitda": 0.43561061327163775, "capex_to_revenue": 0.02327674055773694, "working_capital_to_revenue": -0.2676256870805025, "capital_efficiency": 0.3571733059510914, "financial_health": -2.424593264389719, "margin_quality": 0.3382734844420396, "growth_momentum": 0.21903253239674675, "company_age_years": 31.40041067761807, "ebitda": 1862046000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2019-12-31", "company_multiple": 14.570354069370095, "revenue_cagr_3y": 0.456051641800133, "revenue_cagr_5y": -0.02502747550958684, "earnings_cagr_3y": -0.09472649857178073, "quarterly_revenue_growth_yoy": 0.20314129964993585, "quarterly_earnings_growth_yoy": -0.9476638750859843, "revenue_growth_qoq": -0.011673491693790186, "gross_margin": 0.5328470859954372, "operating_margin": 0.13351928093573145, "net_margin": 0.08185205316621873, "roa_ttm": 0.010474899697026238, "roe_ttm": 0.01890036646702212, "debt_to_ebitda": 7.400959625711822, "net_debt_to_ebitda": 7.398446371095117, "interest_coverage": 16.1223675154852, "debt_to_equity": 2.8788234532252255, "current_ratio": 0.26292804745245624, "quick_ratio": 0.27671257325556586, "fcf_to_ebitda": 0.9029286086280938, "capex_to_revenue": 0.02009479403799872, "working_capital_to_revenue": -0.26465329884153416, "capital_efficiency": 0.01468763308202418, "financial_health": -2.636133208168576, "margin_quality": 0.24940614003246242, "growth_momentum": -0.3722612877180242, "company_age_years": 32.153319644079396, "ebitda": 937032000.0, "spy_multiple": 15.0, "sector_multiple": 20.4745967875144, "sector_premium_over_spy": 0.36497311916762665}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 14.326587571360873, "revenue_cagr_3y": -0.004548981246205175, "revenue_cagr_5y": 0.034218462966370655, "earnings_cagr_3y": -0.4686707154086944, "quarterly_revenue_growth_yoy": 0.08539439782287021, "quarterly_earnings_growth_yoy": -0.7730259726713258, "revenue_growth_qoq": 0.007805444210866132, "gross_margin": 0.579589221840036, "operating_margin": 0.12764744464867256, "net_margin": 0.01244689857150484, "roa_ttm": 0.03173176928697186, "roe_ttm": 0.07520232689643006, "debt_to_ebitda": 4.672380330537744, "net_debt_to_ebitda": 4.620582708862016, "interest_coverage": 28.14326189464311, "debt_to_equity": 0.9763944315454594, "current_ratio": 0.34137304680556674, "quick_ratio": 0.34846833893760215, "fcf_to_ebitda": 0.6058319784445038, "capex_to_revenue": 0.042502394261922066, "working_capital_to_revenue": -0.5662747225130483, "capital_efficiency": 0.053467048091700956, "financial_health": -0.822217700894931, "margin_quality": 0.23989452168673783, "growth_momentum": -0.3438157874242278, "company_age_years": 35.15400410677618, "ebitda": 1390643000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 12.597363567581027, "revenue_cagr_3y": 0.1132116918564805, "revenue_cagr_5y": 0.01868788743754446, "earnings_cagr_3y": -0.24742865500244615, "quarterly_revenue_growth_yoy": 0.05479039753437191, "quarterly_earnings_growth_yoy": 0.6610391967938782, "revenue_growth_qoq": 0.002307099765857974, "gross_margin": 0.5756185345401558, "operating_margin": 0.18798199658345985, "net_margin": 0.2262830097512165, "roa_ttm": 0.03510946374599266, "roe_ttm": 0.0828759272685021, "debt_to_ebitda": 4.415063490825607, "net_debt_to_ebitda": 4.374541143505274, "interest_coverage": 30.477367971144425, "debt_to_equity": 0.9764199356827564, "current_ratio": 0.19688778292561404, "quick_ratio": 0.1976624700132521, "fcf_to_ebitda": 0.5624858905475905, "capex_to_revenue": 0.05022925720283229, "working_capital_to_revenue": -0.8165535383560516, "capital_efficiency": 0.05899269550724738, "financial_health": -0.8885050404198426, "margin_quality": 0.3299611802916107, "growth_momentum": 0.35791479716412505, "company_age_years": 35.40041067761807, "ebitda": 1461786000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 11.86125290495911, "revenue_cagr_3y": 0.10110333974104568, "revenue_cagr_5y": 0.03041281281773167, "earnings_cagr_3y": 0.0025369514374509183, "quarterly_revenue_growth_yoy": 0.0530919116795255, "quarterly_earnings_growth_yoy": -0.24055430360853405, "revenue_growth_qoq": 0.03757433257621586, "gross_margin": 0.5932805309572264, "operating_margin": 0.18349559063491191, "net_margin": 0.09515244852685037, "roa_ttm": 0.034053105897764224, "roe_ttm": 0.08130737796793146, "debt_to_ebitda": 4.4609387415262125, "net_debt_to_ebitda": 4.390459102386311, "interest_coverage": 30.00533887598321, "debt_to_equity": 1.0051395051158634, "current_ratio": 0.2303993375881746, "quick_ratio": 0.23396328641601616, "fcf_to_ebitda": 0.5871480941702513, "capex_to_revenue": 0.051192779522699156, "working_capital_to_revenue": -0.6887497152622282, "capital_efficiency": 0.05768024193284784, "financial_health": -0.9481446511093264, "margin_quality": 0.29064285670632956, "growth_momentum": -0.09373119596450427, "company_age_years": 35.64955509924709, "ebitda": 1472482000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2024-09-30", "company_multiple": 15.564849479394518, "revenue_cagr_3y": 0.13307811621230425, "revenue_cagr_5y": 0.054185607016627335, "earnings_cagr_3y": 0.162141406202442, "quarterly_revenue_growth_yoy": 0.25915651972249537, "quarterly_earnings_growth_yoy": 0.3372784750988881, "revenue_growth_qoq": 0.0070351859946168535, "gross_margin": 0.5998283830456156, "operating_margin": 0.1668810688795069, "net_margin": 0.12260475130533112, "roa_ttm": 0.015500381927359589, "roe_ttm": 0.0361491089579052, "debt_to_ebitda": 5.483290382027824, "net_debt_to_ebitda": 5.3683948438056195, "interest_coverage": 21.191323122596316, "debt_to_equity": 1.0056087706425405, "current_ratio": 0.5955619590963749, "quick_ratio": 0.5955619590963749, "fcf_to_ebitda": 0.6483857759540188, "capex_to_revenue": 0.04222739761505066, "working_capital_to_revenue": -0.26158389711252983, "capital_efficiency": 0.025824745442632392, "financial_health": -0.9933633451313857, "margin_quality": 0.2964380677434845, "growth_momentum": 0.2982174974106917, "company_age_years": 36.903490759753595, "ebitda": 1570383000.0, "spy_multiple": 12.0, "sector_multiple": 19.629698944363994, "sector_premium_over_spy": 0.6358082453636662}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2024-12-31", "company_multiple": 14.140178482409084, "revenue_cagr_3y": 0.1304174306099084, "revenue_cagr_5y": 0.05593632315336228, "earnings_cagr_3y": -0.4592784761317332, "quarterly_revenue_growth_yoy": 0.26069805581845634, "quarterly_earnings_growth_yoy": -0.9359071944068561, "revenue_growth_qoq": -0.003439477896107493, "gross_margin": 0.6031077898187361, "operating_margin": 0.17559614205401813, "net_margin": 0.006514438643644304, "roa_ttm": 0.012194748236493113, "roe_ttm": 0.028941079902624317, "debt_to_ebitda": 5.410996254663047, "net_debt_to_ebitda": 5.33661223625732, "interest_coverage": 22.84567708628808, "debt_to_equity": 1.0374672847315098, "current_ratio": 1.1265825243162102, "quick_ratio": 1.1265825243162102, "fcf_to_ebitda": 0.6645735077473782, "capex_to_revenue": 0.25218954329446697, "working_capital_to_revenue": 0.041031324790803306, "capital_efficiency": 0.020567914069558716, "financial_health": -1.013603401364614, "margin_quality": 0.2617394568387995, "growth_momentum": -0.3376045692941999, "company_age_years": 37.15537303216975, "ebitda": 1610803000.0, "spy_multiple": 12.0, "sector_multiple": 18.104854675765594, "sector_premium_over_spy": 0.5087378896471328}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2016-06-30", "company_multiple": 14.514729503313724, "revenue_cagr_3y": 0.30275149440457505, "revenue_cagr_5y": 0.29293390421276744, "earnings_cagr_3y": 0.25241306576661415, "quarterly_revenue_growth_yoy": 0.2655183815793429, "quarterly_earnings_growth_yoy": 1.397643593519882, "revenue_growth_qoq": -0.06443751435195816, "gross_margin": 0.9937925574030088, "operating_margin": 0.6215122723673793, "net_margin": 0.4253681710213777, "roa_ttm": 0.037699790130116984, "roe_ttm": 0.08923294216889535, "debt_to_ebitda": 6.477667268597811, "net_debt_to_ebitda": 6.05516512770869, "interest_coverage": 10.354642056817909, "debt_to_equity": 1.287371743109762, "current_ratio": 1.9220991046893006, "quick_ratio": 3.8321129923470143, "fcf_to_ebitda": 0.845115980341053, "capex_to_revenue": 0.43023054153019036, "working_capital_to_revenue": 0.3075062966335182, "capital_efficiency": 0.06346636614950617, "financial_health": -1.240334322341996, "margin_quality": 0.6802243335972552, "growth_momentum": 0.8315809875496125, "company_age_years": 10.978781656399725, "ebitda": 429728000.0, "spy_multiple": 15.0, "sector_multiple": 21.66036035626858, "sector_premium_over_spy": 0.44402402375123873}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2016-09-30", "company_multiple": 10.790208470198433, "revenue_cagr_3y": 0.2817022903384283, "revenue_cagr_5y": 0.2958667512221447, "earnings_cagr_3y": 0.399866627650014, "quarterly_revenue_growth_yoy": 0.10460853626603824, "quarterly_earnings_growth_yoy": 2.0514811120267162, "revenue_growth_qoq": 0.0020190023752969122, "gross_margin": 1.000734858361977, "operating_margin": 0.6943226265260164, "net_margin": 0.5559480067954644, "roa_ttm": 0.03941471980958559, "roe_ttm": 0.07600188924386905, "debt_to_ebitda": 5.566854095343798, "net_debt_to_ebitda": 3.3329769740197737, "interest_coverage": 12.173811534449356, "debt_to_equity": 0.8631772387239316, "current_ratio": 7.212171450281491, "quick_ratio": 8.168802311792675, "fcf_to_ebitda": 0.7129138086513704, "capex_to_revenue": 0.5320784214062791, "working_capital_to_revenue": 2.0777205963045753, "capital_efficiency": 0.057708304526727316, "financial_health": -0.6835453332197733, "margin_quality": 0.7503351638944861, "growth_momentum": 1.0780448241463771, "company_age_years": 11.23066392881588, "ebitda": 490142000.0, "spy_multiple": 15.0, "sector_multiple": 20.706308158636986, "sector_premium_over_spy": 0.3804205439091324}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2016-12-31", "company_multiple": 14.805665265606564, "revenue_cagr_3y": 0.3201499662327558, "revenue_cagr_5y": 0.3564266934423521, "earnings_cagr_3y": 0.34121135678601666, "quarterly_revenue_growth_yoy": 0.1652514348701965, "quarterly_earnings_growth_yoy": -0.2609681130552741, "revenue_growth_qoq": 0.21119671289162814, "gross_margin": 0.9926932536550042, "operating_margin": 0.47442312585218194, "net_margin": 0.28078129994846135, "roa_ttm": 0.03506220110006394, "roe_ttm": 0.06928011456794744, "debt_to_ebitda": 6.716986559060772, "net_debt_to_ebitda": 6.54222495622562, "interest_coverage": 12.382841544261016, "debt_to_equity": 0.9849041583214762, "current_ratio": 1.1324656041889969, "quick_ratio": 1.3270018098434397, "fcf_to_ebitda": 0.43092465767804733, "capex_to_revenue": 0.42404049251853043, "working_capital_to_revenue": 0.05572525996189505, "capital_efficiency": 0.052171157834005694, "financial_health": -0.8826601444032272, "margin_quality": 0.5826325598185491, "growth_momentum": -0.04785833909253881, "company_age_years": 11.482546201232033, "ebitda": 476306000.0, "spy_multiple": 15.0, "sector_multiple": 19.825111846453357, "sector_premium_over_spy": 0.3216741230968905}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2017-03-31", "company_multiple": 14.92528503266475, "revenue_cagr_3y": 0.2886217760368881, "revenue_cagr_5y": 0.3053443810025973, "earnings_cagr_3y": 1.109467834030287, "quarterly_revenue_growth_yoy": 0.15850487781390973, "quarterly_earnings_growth_yoy": 0.17337338374160582, "revenue_growth_qoq": 0.020315364391354552, "gross_margin": 0.9915087885317493, "operating_margin": 0.7131210956731907, "net_margin": 0.43459912913930576, "roa_ttm": 0.03467045583587608, "roe_ttm": 0.07240740906146734, "debt_to_ebitda": 7.423870534346188, "net_debt_to_ebitda": 6.516791040989745, "interest_coverage": 12.956769833548082, "debt_to_equity": 1.1266500573953093, "current_ratio": 2.9886441264820656, "quick_ratio": 3.709356079392856, "fcf_to_ebitda": 0.4062788569062758, "capex_to_revenue": 0.3695858924333597, "working_capital_to_revenue": 0.7555387664767526, "capital_efficiency": 0.05353893244867171, "financial_health": -0.9436966209035222, "margin_quality": 0.7130763377814153, "growth_momentum": 0.1659391307777578, "company_age_years": 11.728952772073923, "ebitda": 492733000.0, "spy_multiple": 15.0, "sector_multiple": 20.018610916091404, "sector_premium_over_spy": 0.33457406107276033}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2018-06-30", "company_multiple": 15.426187691370448, "revenue_cagr_3y": 0.26474190785467755, "revenue_cagr_5y": 0.28725445076531564, "earnings_cagr_3y": 0.7075916154466704, "quarterly_revenue_growth_yoy": 0.21039284922095597, "quarterly_earnings_growth_yoy": 0.5196758155690254, "revenue_growth_qoq": -0.015333144757761673, "gross_margin": 0.9904904359540767, "operating_margin": 0.7229447949995542, "net_margin": 0.5525799645372508, "roa_ttm": 0.03914065968026166, "roe_ttm": 0.09150436319852873, "debt_to_ebitda": 8.228815896035952, "net_debt_to_ebitda": 8.017225325212465, "interest_coverage": 11.917231531500533, "debt_to_equity": 1.4877939282985784, "current_ratio": 2.0446903100101537, "quick_ratio": 8.504624081815605, "fcf_to_ebitda": 0.5677586722121089, "capex_to_revenue": 0.2883857606130206, "working_capital_to_revenue": 0.28967937409399497, "capital_efficiency": 0.06532251143939519, "financial_health": -1.2532640508413646, "margin_quality": 0.7553383984969605, "growth_momentum": 0.3650343323949907, "company_age_years": 12.97741273100616, "ebitda": 692701000.0, "spy_multiple": 15.0, "sector_multiple": 19.669096289674933, "sector_premium_over_spy": 0.3112730859783288}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2018-09-30", "company_multiple": 6.400716766212447, "revenue_cagr_3y": 0.19801474945868147, "revenue_cagr_5y": 0.26796689896729253, "earnings_cagr_3y": 2.172232612369033, "quarterly_revenue_growth_yoy": 0.11561898289727036, "quarterly_earnings_growth_yoy": 8.625889307386483, "revenue_growth_qoq": -0.024298917296510188, "gross_margin": 0.9861976892931836, "operating_margin": 0.7276594448618247, "net_margin": 3.7362890617068367, "roa_ttm": 0.1151227030641918, "roe_ttm": 0.22585763187843907, "debt_to_ebitda": 2.9757628407469996, "net_debt_to_ebitda": 2.45543274054742, "interest_coverage": 23.881377261207724, "debt_to_equity": 0.909113715178793, "current_ratio": 4.663491170055583, "quick_ratio": 4.663491165365041, "fcf_to_ebitda": 0.31533775916239565, "capex_to_revenue": 1.8452723125706973, "working_capital_to_revenue": 0.9655497246277375, "capital_efficiency": 0.17049016747131543, "financial_health": -0.8231344243604002, "margin_quality": 1.816715398620615, "growth_momentum": 4.370754145141877, "company_age_years": 13.229295003422314, "ebitda": 1366373000.0, "spy_multiple": 15.0, "sector_multiple": 19.47685881420498, "sector_premium_over_spy": 0.2984572542803321}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2018-12-31", "company_multiple": 6.741398011968236, "revenue_cagr_3y": 0.11138235607274716, "revenue_cagr_5y": 0.22069771256966164, "earnings_cagr_3y": 0.10456734622332631, "quarterly_revenue_growth_yoy": -0.11896409560843282, "quarterly_earnings_growth_yoy": 0.09089013677304571, "revenue_growth_qoq": -0.08334179374200491, "gross_margin": 0.9866318156143051, "operating_margin": 0.6842694015882334, "net_margin": 0.4346210501833003, "roa_ttm": 0.11496223897776063, "roe_ttm": 0.22358936713181213, "debt_to_ebitda": 2.9927570745324195, "net_debt_to_ebitda": 2.388479633458944, "interest_coverage": 26.68295030445885, "debt_to_equity": 0.8940733318847935, "current_ratio": 4.901791617690273, "quick_ratio": 5.185351160740523, "fcf_to_ebitda": -0.7598137260026103, "capex_to_revenue": 3.7761617902366025, "working_capital_to_revenue": 1.0831805863952828, "capital_efficiency": 0.16927580305478637, "financial_health": -0.7950824770599974, "margin_quality": 0.7018407557952795, "growth_momentum": -0.014036979417693558, "company_age_years": 13.481177275838467, "ebitda": 1358429000.0, "spy_multiple": 15.0, "sector_multiple": 17.531380430342885, "sector_premium_over_spy": 0.16875869535619237}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2019-03-31", "company_multiple": 7.6778116658588305, "revenue_cagr_3y": 0.10156971425524097, "revenue_cagr_5y": 0.19812711994579324, "earnings_cagr_3y": 0.0938843261461828, "quarterly_revenue_growth_yoy": -0.11993406357597808, "quarterly_earnings_growth_yoy": -0.16312181984746305, "revenue_growth_qoq": -0.0006866838706819214, "gross_margin": 0.9830095204317998, "operating_margin": 0.6682312389861128, "net_margin": 0.4201735622374677, "roa_ttm": 0.1085317771752724, "roe_ttm": 0.20544239670834819, "debt_to_ebitda": 3.0365538987583944, "net_debt_to_ebitda": 2.2860968996426174, "interest_coverage": 26.24258669462523, "debt_to_equity": 0.8260008259477176, "current_ratio": 8.190082187649232, "quick_ratio": 10.052338703596652, "fcf_to_ebitda": -0.7839850925946167, "capex_to_revenue": 3.9251088916084376, "working_capital_to_revenue": 1.8822246785888175, "capital_efficiency": 0.1569870869418103, "financial_health": -0.717195884180479, "margin_quality": 0.6904714405517934, "growth_momentum": -0.14152794171172056, "company_age_years": 13.727583846680355, "ebitda": 1326589000.0, "spy_multiple": 15.0, "sector_multiple": 20.024353773924407, "sector_premium_over_spy": 0.3349569182616272}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2019-06-30", "company_multiple": 8.67657170755, "revenue_cagr_3y": 0.1509222135272692, "revenue_cagr_5y": 0.20256308592490968, "earnings_cagr_3y": 0.139252491411066, "quarterly_revenue_growth_yoy": -0.04632445443829184, "quarterly_earnings_growth_yoy": -0.2879794204379431, "revenue_growth_qoq": 0.06702539151251842, "gross_margin": 0.956946024128923, "operating_margin": 0.6648229801245398, "net_margin": 0.41255991981261914, "roa_ttm": 0.09579737101202375, "roe_ttm": 0.1975037926393165, "debt_to_ebitda": 3.735424790787935, "net_debt_to_ebitda": 3.389810132781556, "interest_coverage": 24.974353094064135, "debt_to_equity": 0.9941578385591209, "current_ratio": 5.4833011303018235, "quick_ratio": 7.32988195499442, "fcf_to_ebitda": -0.7885825614780442, "capex_to_revenue": 4.061355463863134, "working_capital_to_revenue": 1.2149186559140501, "capital_efficiency": 0.14665058182567012, "financial_health": -0.9488961405126967, "margin_quality": 0.6781096413553608, "growth_momentum": -0.1671519374381175, "company_age_years": 13.976728268309378, "ebitda": 1306808000.0, "spy_multiple": 15.0, "sector_multiple": 19.993258980502304, "sector_premium_over_spy": 0.3328839320334869}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2021-03-31", "company_multiple": 18.19589112974833, "revenue_cagr_3y": 0.21730022697320517, "revenue_cagr_5y": 0.22332759343844755, "earnings_cagr_3y": 0.21818134225372043, "quarterly_revenue_growth_yoy": 0.24028288694917357, "quarterly_earnings_growth_yoy": 1.0222120703279336, "revenue_growth_qoq": 0.09117890016521124, "gross_margin": 0.985256822741209, "operating_margin": 0.8877269065012734, "net_margin": 0.442817128365408, "roa_ttm": 0.027432514433329287, "roe_ttm": 0.06336934122211746, "debt_to_ebitda": 8.526402510328467, "net_debt_to_ebitda": 7.900870171253187, "interest_coverage": 13.726118750862346, "debt_to_equity": 1.2543118708472638, "current_ratio": 6.121153088660924, "quick_ratio": 3.2596333339041976, "fcf_to_ebitda": 0.5199315121277814, "capex_to_revenue": 1.4883561592771246, "working_capital_to_revenue": 1.7835056772856386, "capital_efficiency": 0.04540092782772337, "financial_health": -1.1923958282884837, "margin_quality": 0.7719336192026302, "growth_momentum": 0.6312474786385536, "company_age_years": 15.728952772073923, "ebitda": 1193788000.0, "spy_multiple": 20.0, "sector_multiple": 23.38405393815565, "sector_premium_over_spy": 0.16920269690778245}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2021-06-30", "company_multiple": 16.8042204012655, "revenue_cagr_3y": 0.2444718282456435, "revenue_cagr_5y": 0.2523868413892898, "earnings_cagr_3y": 0.008878192835205523, "quarterly_revenue_growth_yoy": 0.309618924858565, "quarterly_earnings_growth_yoy": 0.04656155223444294, "revenue_growth_qoq": 0.05208643130214726, "gross_margin": 0.9519853211386397, "operating_margin": 0.8632105897499813, "net_margin": 0.294412421523857, "roa_ttm": 0.027210195034044312, "roe_ttm": 0.06324337186598014, "debt_to_ebitda": 8.064693745210164, "net_debt_to_ebitda": 7.497717777908782, "interest_coverage": 13.782839499485402, "debt_to_equity": 1.2494437840077217, "current_ratio": 4.319562417270628, "quick_ratio": 2.2434810738940234, "fcf_to_ebitda": 0.4834553636345772, "capex_to_revenue": 2.311033636873582, "working_capital_to_revenue": 1.5607252593301648, "capital_efficiency": 0.04522678345001223, "financial_health": -1.1857127772847589, "margin_quality": 0.703202777470826, "growth_momentum": 0.17809023854650397, "company_age_years": 15.978097193702943, "ebitda": 1272225000.0, "spy_multiple": 20.0, "sector_multiple": 25.119277393663175, "sector_premium_over_spy": 0.25596386968315876}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2021-09-30", "company_multiple": 17.391128984324155, "revenue_cagr_3y": 0.2641493040341216, "revenue_cagr_5y": 0.2575192499086367, "earnings_cagr_3y": -0.38508463344011945, "quarterly_revenue_growth_yoy": 0.1867327069249831, "quarterly_earnings_growth_yoy": 0.3053330892560219, "revenue_growth_qoq": 0.02271985526724933, "gross_margin": 0.9820891922044767, "operating_margin": 0.8898867256992954, "net_margin": 0.4300227151658911, "roa_ttm": 0.028377098665903138, "roe_ttm": 0.06696355407750318, "debt_to_ebitda": 8.634504914924593, "net_debt_to_ebitda": 8.371433623125162, "interest_coverage": 14.119693621722687, "debt_to_equity": 1.373852479279234, "current_ratio": 4.1942473427877065, "quick_ratio": 4.377950424731026, "fcf_to_ebitda": 0.5072104370201224, "capex_to_revenue": 3.082648307506573, "working_capital_to_revenue": 1.3126545444335929, "capital_efficiency": 0.04767032637170316, "financial_health": -1.248944429442952, "margin_quality": 0.7673328776898877, "growth_momentum": 0.2460328980905025, "company_age_years": 16.229979466119097, "ebitda": 1329115000.0, "spy_multiple": 20.0, "sector_multiple": 24.176643422658014, "sector_premium_over_spy": 0.20883217113290065}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2021-12-31", "company_multiple": 17.79284312178924, "revenue_cagr_3y": 0.32091510084156405, "revenue_cagr_5y": 0.22112215972535942, "earnings_cagr_3y": 0.38061754692046246, "quarterly_revenue_growth_yoy": 0.22783809299032334, "quarterly_earnings_growth_yoy": 0.879582104765025, "revenue_growth_qoq": 0.04577206436633733, "gross_margin": 0.9811791786404221, "operating_margin": 0.8890909877267005, "net_margin": 0.49625649946658723, "roa_ttm": 0.031970144349840426, "roe_ttm": 0.077725875300408, "debt_to_ebitda": 8.056637160561419, "net_debt_to_ebitda": 7.72884101036937, "interest_coverage": 11.743601995054277, "debt_to_equity": 1.3372889324266237, "current_ratio": 7.485998499486667, "quick_ratio": 7.485998499486667, "fcf_to_ebitda": 0.5793599071489194, "capex_to_revenue": 2.9229155132005262, "working_capital_to_revenue": 2.5058770357949016, "capital_efficiency": 0.054848009825124215, "financial_health": -1.3144116127133738, "margin_quality": 0.78884222194457, "growth_momentum": 0.5537100988776742, "company_age_years": 16.48186173853525, "ebitda": 1400953000.0, "spy_multiple": 20.0, "sector_multiple": 26.398921593847724, "sector_premium_over_spy": 0.3199460796923863}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 11.63768105961653, "revenue_cagr_3y": 0.06631808264747052, "revenue_cagr_5y": 0.12012511760237743, "earnings_cagr_3y": -0.260194733659981, "quarterly_revenue_growth_yoy": -0.1332292910259914, "quarterly_earnings_growth_yoy": -0.9480845569203443, "revenue_growth_qoq": -0.06736741642591829, "gross_margin": 0.980335377237162, "operating_margin": 0.8649364011251152, "net_margin": 0.090700649679309, "roa_ttm": 0.015455856103338004, "roe_ttm": 0.03597743565261891, "debt_to_ebitda": 8.182634145611193, "net_debt_to_ebitda": 7.956338349719863, "interest_coverage": 13.680494398590943, "debt_to_equity": 1.2949591787416723, "current_ratio": 3.7005388753514357, "quick_ratio": 2.5223582294909113, "fcf_to_ebitda": 0.5204299546017643, "capex_to_revenue": 0.49589745536216784, "working_capital_to_revenue": 1.9241248471934642, "capital_efficiency": 0.025716645877978457, "financial_health": -1.221116450834411, "margin_quality": 0.6453241426805287, "growth_momentum": -0.5406569239731679, "company_age_years": 17.727583846680357, "ebitda": 1335955000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2023-09-30", "company_multiple": 10.69368051221324, "revenue_cagr_3y": -0.029461318299815353, "revenue_cagr_5y": 0.09248667629778318, "earnings_cagr_3y": -0.03802932321759622, "quarterly_revenue_growth_yoy": -0.15734617477777593, "quarterly_earnings_growth_yoy": -0.47378862272479294, "revenue_growth_qoq": -0.12311401840289, "gross_margin": 0.9788535306090497, "operating_margin": 0.6007678357079484, "net_margin": 0.3806886383800428, "roa_ttm": -0.0017367643219252822, "roe_ttm": -0.003984173031419304, "debt_to_ebitda": 8.38222188471247, "net_debt_to_ebitda": 8.113222920181844, "interest_coverage": 11.846807673204697, "debt_to_equity": 1.279068094542366, "current_ratio": 3.8236032219328897, "quick_ratio": 3.8236032207063277, "fcf_to_ebitda": 0.4805598337553524, "capex_to_revenue": 0.7210136626446702, "working_capital_to_revenue": 1.6379569927666677, "capital_efficiency": -0.0028604686766722934, "financial_health": -1.2081364080308326, "margin_quality": 0.6534366682323469, "growth_momentum": -0.3155673987512844, "company_age_years": 18.22861054072553, "ebitda": 1264161000.0, "spy_multiple": 12.0, "sector_multiple": 16.561520782744356, "sector_premium_over_spy": 0.38012673189536295}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2022-12-31", "company_multiple": 10.315422561645002, "revenue_cagr_3y": 0.1490562696829152, "revenue_cagr_5y": 0.1011725639115868, "earnings_cagr_3y": 0.022250778486918144, "quarterly_revenue_growth_yoy": 0.1776730036048278, "quarterly_earnings_growth_yoy": -0.33459198657436545, "revenue_growth_qoq": 0.0003777118747650788, "gross_margin": 0.7614634988819907, "operating_margin": 0.48952176397419667, "net_margin": 0.3788186399789811, "roa_ttm": 0.2477820721800274, "roe_ttm": 0.4317456009399804, "debt_to_ebitda": 1.2795494798729061, "net_debt_to_ebitda": 1.135348181777937, "interest_coverage": 148.7558728314103, "debt_to_equity": 0.6828969994446762, "current_ratio": 1.506281573016243, "quick_ratio": 1.506281573016243, "fcf_to_ebitda": 0.49428498195560944, "capex_to_revenue": 0.10993665239733602, "working_capital_to_revenue": 0.062305797263282184, "capital_efficiency": 0.33976383656000386, "financial_health": -0.6379078714792255, "margin_quality": 0.5432679676117228, "growth_momentum": -0.07845949148476883, "company_age_years": 42.116358658453116, "ebitda": 5376186000.0, "spy_multiple": 12.0, "sector_multiple": 19.579291019489926, "sector_premium_over_spy": 0.6316075849574938}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2023-03-31", "company_multiple": 11.034649005560606, "revenue_cagr_3y": 0.15022988774708912, "revenue_cagr_5y": 0.10310480141457945, "earnings_cagr_3y": 0.1223791068066038, "quarterly_revenue_growth_yoy": 0.12408199744207428, "quarterly_earnings_growth_yoy": 0.007325715108484793, "revenue_growth_qoq": 0.005227175432826661, "gross_margin": 0.7365357620687386, "operating_margin": 0.5184759721887132, "net_margin": 0.4731245293502658, "roa_ttm": 0.2486273243811979, "roe_ttm": 0.4333104943990525, "debt_to_ebitda": 1.2819487990747296, "net_debt_to_ebitda": 1.152886032639096, "interest_coverage": 149.2552006869616, "debt_to_equity": 0.687604491110684, "current_ratio": 1.4783830610444413, "quick_ratio": 1.4783830610444413, "fcf_to_ebitda": 0.501261260124322, "capex_to_revenue": 0.10617506594313204, "working_capital_to_revenue": 0.052296447785821355, "capital_efficiency": 0.3409689093901252, "financial_health": -0.6470732354442765, "margin_quality": 0.5760454212025725, "growth_momentum": 0.06570385627527954, "company_age_years": 42.362765229295, "ebitda": 5388262000.0, "spy_multiple": 12.0, "sector_multiple": 19.38141819410481, "sector_premium_over_spy": 0.6151181828420675}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2023-06-30", "company_multiple": 10.827674793463368, "revenue_cagr_3y": 0.16240643696909252, "revenue_cagr_5y": 0.1031148371975672, "earnings_cagr_3y": 0.2243767740285687, "quarterly_revenue_growth_yoy": 0.08500113851624687, "quarterly_earnings_growth_yoy": -0.1159608472891336, "revenue_growth_qoq": 0.02333874352056968, "gross_margin": 0.7500558150334443, "operating_margin": 0.5340275235092921, "net_margin": 0.5162033274690339, "roa_ttm": 0.24356558073010717, "roe_ttm": 0.42490709266810944, "debt_to_ebitda": 1.2942875251236328, "net_debt_to_ebitda": 1.1719472134310105, "interest_coverage": 139.8843982247433, "debt_to_equity": 0.6849061548524411, "current_ratio": 1.2838463478254016, "quick_ratio": 1.2838463478254016, "fcf_to_ebitda": 0.525120253637459, "capex_to_revenue": 0.10147073058242753, "working_capital_to_revenue": 0.03281431670529019, "capital_efficiency": 0.3342363366991083, "financial_health": -0.6477901200072518, "margin_quality": 0.6000955553372568, "growth_momentum": -0.015479854386443365, "company_age_years": 42.61190965092403, "ebitda": 5326658000.0, "spy_multiple": 12.0, "sector_multiple": 17.50517337739376, "sector_premium_over_spy": 0.4587644481161466}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 12.752895993023367, "revenue_cagr_3y": 0.053678403603327984, "revenue_cagr_5y": 0.06762859068655147, "earnings_cagr_3y": 0.20739966024863143, "quarterly_revenue_growth_yoy": 0.10146453204874474, "quarterly_earnings_growth_yoy": 1.6502717528479363, "revenue_growth_qoq": 0.0452945799421896, "gross_margin": 0.8680546529142359, "operating_margin": 0.33345566778041985, "net_margin": 0.8028351008112303, "roa_ttm": 0.04724120967603438, "roe_ttm": 0.10202587760600433, "debt_to_ebitda": 4.003362335361457, "net_debt_to_ebitda": 3.837094301336923, "interest_coverage": 27.086751258945135, "debt_to_equity": 1.0510623915711932, "current_ratio": 0.6314991681390469, "quick_ratio": 0.6457072989352722, "fcf_to_ebitda": 0.5066625977801738, "capex_to_revenue": 0.06801113948482222, "working_capital_to_revenue": -0.18148043940415653, "capital_efficiency": 0.07463354364101936, "financial_health": -0.9746534245892678, "margin_quality": 0.668115140501962, "growth_momentum": 0.8758681424483405, "company_age_years": 25.817932922655714, "ebitda": 1635173000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "ESS", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 15.970752430171656, "revenue_cagr_3y": 0.03416193758516539, "revenue_cagr_5y": 0.03359737338821844, "earnings_cagr_3y": -0.14807633710690216, "quarterly_revenue_growth_yoy": 0.13960989007858043, "quarterly_earnings_growth_yoy": -0.12016161366930882, "revenue_growth_qoq": 0.047323287204933166, "gross_margin": 0.8651550835295941, "operating_margin": 0.32158768732280274, "net_margin": 0.1426428453564946, "roa_ttm": 0.030703269809207845, "roe_ttm": 0.06616028183306803, "debt_to_ebitda": 4.180815960447677, "net_debt_to_ebitda": 4.154686734414231, "interest_coverage": 21.348481938391075, "debt_to_equity": 1.036602711086959, "current_ratio": 0.9089797310934061, "quick_ratio": 1.4832822365955156, "fcf_to_ebitda": 0.5896349548641773, "capex_to_revenue": 0.0888503603422988, "working_capital_to_revenue": -0.024983249095187347, "capital_efficiency": 0.04843177582113794, "financial_health": -1.0227559886597064, "margin_quality": 0.4431285387362971, "growth_momentum": 0.009724138204635809, "company_age_years": 28.06570841889117, "ebitda": 1444972000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 13.104528665712746, "revenue_cagr_3y": 0.12247790080112342, "revenue_cagr_5y": 0.10120601537802565, "earnings_cagr_3y": 1.2730541217554014, "quarterly_revenue_growth_yoy": 0.30808648828488044, "quarterly_earnings_growth_yoy": 15.481628995320124, "revenue_growth_qoq": 0.16173291923470978, "gross_margin": 0.625529420871623, "operating_margin": 0.14924968760021676, "net_margin": 1.372831171416249, "roa_ttm": 0.08635100341386731, "roe_ttm": 0.16038962958872802, "debt_to_ebitda": 2.8735027635393924, "net_debt_to_ebitda": 2.823279074984082, "interest_coverage": 49.46171869616153, "debt_to_equity": 0.8076686076872875, "current_ratio": 0.23834479038903858, "quick_ratio": 0.23834479038903858, "fcf_to_ebitda": 0.12044768362872856, "capex_to_revenue": 0.3862517474494507, "working_capital_to_revenue": -0.23081420339486503, "capital_efficiency": 0.12337031650129766, "financial_health": -0.7241154921037574, "margin_quality": 0.7158700932960297, "growth_momentum": 7.894857741802502, "company_age_years": 28.93908281998631, "ebitda": 1435478000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "CPT", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 11.37946361620641, "revenue_cagr_3y": 0.12764083228144907, "revenue_cagr_5y": 0.10373953540665326, "earnings_cagr_3y": -0.11847396160618673, "quarterly_revenue_growth_yoy": 0.2707714276000408, "quarterly_earnings_growth_yoy": 0.01191729195667674, "revenue_growth_qoq": 0.03333001581351115, "gross_margin": 0.6251217319649411, "operating_margin": 0.16424718812538125, "net_margin": 0.0797384501781835, "roa_ttm": 0.08704770756708669, "roe_ttm": 0.16265961465210452, "debt_to_ebitda": 2.7125183094806156, "net_debt_to_ebitda": 2.6708419001545387, "interest_coverage": 50.98314606741573, "debt_to_equity": 0.8013192952034669, "current_ratio": 0.18504127887482216, "quick_ratio": 0.18504127887482216, "fcf_to_ebitda": 0.15213800980985018, "capex_to_revenue": 0.36351427402971875, "working_capital_to_revenue": -0.2660183950581677, "capital_efficiency": 0.1248536611095956, "financial_health": -0.725456961289868, "margin_quality": 0.2897024567561686, "growth_momentum": 0.14134435977835877, "company_age_years": 29.190965092402465, "ebitda": 1488300000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 9.624162175814861, "revenue_cagr_3y": 0.0018781784824393188, "revenue_cagr_5y": 0.02159596245121831, "earnings_cagr_3y": -0.028771907026012067, "quarterly_revenue_growth_yoy": -0.06846893726330744, "quarterly_earnings_growth_yoy": -0.20183539683493262, "revenue_growth_qoq": -0.09085962455033705, "gross_margin": 0.8170494177454631, "operating_margin": 0.4838838150972395, "net_margin": 0.32396332091978486, "roa_ttm": 0.05834255587317577, "roe_ttm": 0.9125017934093296, "debt_to_ebitda": 6.704628890306407, "net_debt_to_ebitda": 5.873852367973806, "interest_coverage": 23.896240946132487, "debt_to_equity": 13.779223404484508, "current_ratio": 1.5767792732429913, "quick_ratio": 1.5767792728940184, "fcf_to_ebitda": 0.6332767565204591, "capex_to_revenue": 0.15425883376372396, "working_capital_to_revenue": 0.2922337847646142, "capital_efficiency": 0.4854221746412527, "financial_health": -12.520750772600605, "margin_quality": 0.5416321845874958, "growth_momentum": -0.13515216704912003, "company_age_years": 26.297056810403834, "ebitda": 4483580000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 14.431202903377185, "revenue_cagr_3y": -0.03738131074758655, "revenue_cagr_5y": -0.0075193328016808225, "earnings_cagr_3y": -0.08019815388908025, "quarterly_revenue_growth_yoy": 0.045139686971501294, "quarterly_earnings_growth_yoy": -0.043049604427191766, "revenue_growth_qoq": -0.022784222142961098, "gross_margin": 0.8166101046204941, "operating_margin": 0.47872557144642963, "net_margin": 0.3298531856083931, "roa_ttm": 0.06667578037851718, "roe_ttm": 0.6850865588314704, "debt_to_ebitda": 5.541692844506441, "net_debt_to_ebitda": 5.4345336883044935, "interest_coverage": 25.952143833138006, "debt_to_equity": 8.179433151075655, "current_ratio": 0.5674503451642381, "quick_ratio": 0.5674503451642381, "fcf_to_ebitda": 0.6213451348133603, "capex_to_revenue": 0.10976270110399498, "working_capital_to_revenue": -0.24753269966762417, "capital_efficiency": 0.3758811696049938, "financial_health": -7.71573875706801, "margin_quality": 0.5417296205584389, "growth_momentum": 0.001045041272154764, "company_age_years": 28.295687885010267, "ebitda": 4805273000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 12.245769687973134, "revenue_cagr_3y": -0.028817806794278034, "revenue_cagr_5y": -0.012300849340773246, "earnings_cagr_3y": 0.0009524179640472141, "quarterly_revenue_growth_yoy": 0.02048884260684163, "quarterly_earnings_growth_yoy": -0.19497776217417823, "revenue_growth_qoq": -0.012408154194465408, "gross_margin": 0.8090022049596747, "operating_margin": 0.48971748075153027, "net_margin": 0.38878002128387723, "roa_ttm": 0.06378317675279292, "roe_ttm": 0.6869612272460287, "debt_to_ebitda": 5.608412089697757, "net_debt_to_ebitda": 5.491146354674466, "interest_coverage": 24.640180230199235, "debt_to_equity": 8.428143229061527, "current_ratio": 0.5623902757329433, "quick_ratio": 0.5623902757329433, "fcf_to_ebitda": 0.6594849962084282, "capex_to_revenue": 0.11707536181423134, "working_capital_to_revenue": -0.2567251231375476, "capital_efficiency": 0.3753722019994108, "financial_health": -8.086300924267814, "margin_quality": 0.562499902331694, "growth_momentum": -0.0872444597836683, "company_age_years": 28.54483230663929, "ebitda": 4615500000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "SPG", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 12.383991123907048, "revenue_cagr_3y": -0.024297595023652252, "revenue_cagr_5y": -0.012843456129947417, "earnings_cagr_3y": -0.003199927648334766, "quarterly_revenue_growth_yoy": 0.014833165452422345, "quarterly_earnings_growth_yoy": -0.2069685796965201, "revenue_growth_qoq": 0.028084716707218547, "gross_margin": 0.8081534535251174, "operating_margin": 0.495670268569509, "net_margin": 0.41030380320204046, "roa_ttm": 0.06003860972662507, "roe_ttm": 0.6516537179073482, "debt_to_ebitda": 5.820599620874271, "net_debt_to_ebitda": 5.683384392885576, "interest_coverage": 23.333067203185045, "debt_to_equity": 8.444798570258396, "current_ratio": 0.5574982877551197, "quick_ratio": 0.5574982877551197, "fcf_to_ebitda": 0.7175440317352416, "capex_to_revenue": 0.109980725175734, "working_capital_to_revenue": -0.2648633388702695, "capital_efficiency": 0.35584616381698664, "financial_health": -8.136603319365035, "margin_quality": 0.5713758417655556, "growth_momentum": -0.09606770712204887, "company_age_years": 28.79671457905544, "ebitda": 4383770000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "VICI", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 18.00752064962342, "revenue_cagr_3y": 0.2486551081432986, "revenue_cagr_5y": 1.4591023526066547, "earnings_cagr_3y": 0.16802939308475184, "quarterly_revenue_growth_yoy": 0.11304800833533701, "quarterly_earnings_growth_yoy": -0.10903591906627477, "revenue_growth_qoq": 0.08735651983275654, "gross_margin": 0.9873147314731473, "operating_margin": 0.7486156615661567, "net_margin": 0.576976897689769, "roa_ttm": 0.04527935538047573, "roe_ttm": 0.06390480865617575, "debt_to_ebitda": 4.263593107990766, "net_debt_to_ebitda": 3.852416548514976, "interest_coverage": 20.29745237885592, "debt_to_equity": 0.3828067032624765, "current_ratio": 3.868725589618501, "quick_ratio": 3.981800776175261, "fcf_to_ebitda": 0.7498215975747392, "capex_to_revenue": 0.0011031759481868156, "working_capital_to_revenue": 1.7900163865446042, "capital_efficiency": 0.05459208201832574, "financial_health": -0.3176998395578945, "margin_quality": 0.770969096909691, "growth_momentum": 0.0020060446345311206, "company_age_years": 4.4517453798767965, "ebitda": 1383109000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "KIM", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 12.724591402947816, "revenue_cagr_3y": -0.004383580431192802, "revenue_cagr_5y": 0.004397815370462466, "earnings_cagr_3y": 0.054988043495550754, "quarterly_revenue_growth_yoy": -0.017850242364665606, "quarterly_earnings_growth_yoy": -0.22440582255162736, "revenue_growth_qoq": -0.021564853273899977, "gross_margin": 0.7069999723894196, "operating_margin": 0.39796510022640674, "net_margin": 0.31096416146667405, "roa_ttm": 0.03401428059145518, "roe_ttm": 0.07995191275100107, "debt_to_ebitda": 7.711349940630331, "net_debt_to_ebitda": 7.101043258131753, "interest_coverage": 16.07201476335215, "debt_to_equity": 1.1869065373750076, "current_ratio": 5.313474022123299, "quick_ratio": 5.323752895875009, "fcf_to_ebitda": 0.7883792148074302, "capex_to_revenue": 0.20503320856644053, "working_capital_to_revenue": 0.47289310673030416, "capital_efficiency": 0.056983096671228126, "financial_health": -1.1469427474721192, "margin_quality": 0.4719764113608334, "growth_momentum": -0.12112803245814649, "company_age_years": 28.355920602327174, "ebitda": 740277000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 14.182569184014676, "revenue_cagr_3y": 0.034056860278128376, "revenue_cagr_5y": 0.04364320779359265, "earnings_cagr_3y": -0.047439734038043024, "quarterly_revenue_growth_yoy": 0.17697938678315556, "quarterly_earnings_growth_yoy": 0.07770130193216684, "revenue_growth_qoq": 0.010296906599935473, "gross_margin": 0.6620685357770153, "operating_margin": 0.33486647635441696, "net_margin": 0.20245276919901392, "roa_ttm": 0.034589596883303174, "roe_ttm": 0.10071008801871698, "debt_to_ebitda": 0.49699288276886994, "net_debt_to_ebitda": 0.26776695421983304, "interest_coverage": 21.823456751021443, "debt_to_equity": 0.1300210573636606, "current_ratio": 1.0129277873827798, "quick_ratio": 1.0184983677910773, "fcf_to_ebitda": 0.025395046964437066, "capex_to_revenue": 0.4463546412832859, "working_capital_to_revenue": 0.004525001161810971, "capital_efficiency": 0.06764984245101008, "financial_health": -0.10820622414279965, "margin_quality": 0.3997959271101487, "growth_momentum": 0.1273403443576612, "company_age_years": 48.90896646132786, "ebitda": 689032000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 10.839967971864601, "revenue_cagr_3y": 0.046455084154920945, "revenue_cagr_5y": 0.04886652469009145, "earnings_cagr_3y": -0.08647806350679854, "quarterly_revenue_growth_yoy": 0.14020075553157044, "quarterly_earnings_growth_yoy": 0.33486278244307854, "revenue_growth_qoq": 0.028539048412788048, "gross_margin": 0.6878670498563039, "operating_margin": 0.35441254983926485, "net_margin": 0.23353363700733437, "roa_ttm": 0.03594137642163867, "roe_ttm": 0.10040405839586278, "debt_to_ebitda": 0.4543255511321329, "net_debt_to_ebitda": 0.2067399312601052, "interest_coverage": 22.233678368772214, "debt_to_equity": 0.11588110089013023, "current_ratio": 1.094169457556499, "quick_ratio": 1.1055850027396137, "fcf_to_ebitda": 0.09427405931375092, "capex_to_revenue": 0.4083260622043455, "working_capital_to_revenue": 0.03143768805487192, "capital_efficiency": 0.06817271740875072, "financial_health": -0.09255488861554946, "margin_quality": 0.4252710789009677, "growth_momentum": 0.23753176898732448, "company_age_years": 49.158110882956876, "ebitda": 713123000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "FRT", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 9.420812929058325, "revenue_cagr_3y": 0.053385522374650884, "revenue_cagr_5y": 0.04641349758876667, "earnings_cagr_3y": 0.33608210309363784, "quarterly_revenue_growth_yoy": 0.10581760243283027, "quarterly_earnings_growth_yoy": 1.9956256475192817, "revenue_growth_qoq": 0.035410963313000046, "gross_margin": 0.66497836906795, "operating_margin": 0.7011384123663837, "net_margin": 0.5709907807980223, "roa_ttm": 0.046821671199744626, "roe_ttm": 0.13262377095999472, "debt_to_ebitda": 0.7116534509142155, "net_debt_to_ebitda": 0.5347813201236293, "interest_coverage": 23.578579577866513, "debt_to_equity": 0.20279578054446434, "current_ratio": 0.9424503742718674, "quick_ratio": 0.960340652000011, "fcf_to_ebitda": 0.147261587220942, "capex_to_revenue": 0.3747089820930399, "working_capital_to_revenue": -0.019967095066644413, "capital_efficiency": 0.08972272107986967, "financial_health": -0.0929626733090288, "margin_quality": 0.6457025207441187, "growth_momentum": 1.050721624976056, "company_age_years": 49.40999315537303, "ebitda": 826665000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 11.711471050009745, "revenue_cagr_3y": 0.05979459172959478, "revenue_cagr_5y": 0.040023599775052654, "earnings_cagr_3y": 0.7117816320725467, "quarterly_revenue_growth_yoy": 0.036911295222847, "quarterly_earnings_growth_yoy": 3.964965750024819, "revenue_growth_qoq": -0.006528044187400413, "gross_margin": 0.6415057484094207, "operating_margin": 0.36141363566299384, "net_margin": 0.6645631687209989, "roa_ttm": 0.042186062308328776, "roe_ttm": 0.15227007344408755, "debt_to_ebitda": 5.492030533683768, "net_debt_to_ebitda": 5.191168381499837, "interest_coverage": 21.61738736699117, "debt_to_equity": 1.9942941857508085, "current_ratio": 4.091421575345595, "quick_ratio": 4.341273104368245, "fcf_to_ebitda": 0.5232508792731949, "capex_to_revenue": 0.2876039675284223, "working_capital_to_revenue": 0.5663094159340499, "capital_efficiency": 0.09722806787620816, "financial_health": -1.9226896712241932, "margin_quality": 0.5558275175978045, "growth_momentum": 2.000938522623833, "company_age_years": 22.784394250513348, "ebitda": 2196132000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 12.835153853862783, "revenue_cagr_3y": 0.012939810837449217, "revenue_cagr_5y": 0.035940667736092946, "earnings_cagr_3y": 0.12401810524516543, "quarterly_revenue_growth_yoy": 0.05690385949179972, "quarterly_earnings_growth_yoy": 0.42199491033440695, "revenue_growth_qoq": 0.031794797438798025, "gross_margin": 0.6353010113919134, "operating_margin": 0.3371690836754796, "net_margin": 0.18964029234781063, "roa_ttm": 0.024363717615262823, "roe_ttm": 0.09370761389978305, "debt_to_ebitda": 1.9403091503980565, "net_debt_to_ebitda": 1.7000816046042178, "interest_coverage": 17.940431501165687, "debt_to_equity": 0.6030090687216549, "current_ratio": 2.4333926697235864, "quick_ratio": 2.4333926685060137, "fcf_to_ebitda": 0.49887890030912835, "capex_to_revenue": 0.10059049587383455, "working_capital_to_revenue": 0.4018983809072204, "capital_efficiency": 0.059035665757522934, "financial_health": -0.5399607570428934, "margin_quality": 0.38737012913840124, "growth_momentum": 0.23944938491310333, "company_age_years": 24.78302532511978, "ebitda": 1816074000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 14.011423346301898, "revenue_cagr_3y": 0.017932710456657563, "revenue_cagr_5y": 0.033330436661772156, "earnings_cagr_3y": 0.10129857034227019, "quarterly_revenue_growth_yoy": 0.08422444722452987, "quarterly_earnings_growth_yoy": 0.9962668862966975, "revenue_growth_qoq": 0.026010629624277647, "gross_margin": 0.6378314750616014, "operating_margin": 0.35221022137746844, "net_margin": 0.2881266579406068, "roa_ttm": 0.028318737126572003, "roe_ttm": 0.11111364072914384, "debt_to_ebitda": 7.037236170129417, "net_debt_to_ebitda": 6.801940748712937, "interest_coverage": 18.629140980584204, "debt_to_equity": 2.3024200518436784, "current_ratio": 2.4657525234609308, "quick_ratio": 2.5369989357928344, "fcf_to_ebitda": 0.4728309612613114, "capex_to_revenue": 0.09101032899092211, "working_capital_to_revenue": 0.3801116830297392, "capital_efficiency": 0.06971618892785793, "financial_health": -2.2549740994187077, "margin_quality": 0.4260561181265589, "growth_momentum": 0.5402456667606137, "company_age_years": 25.032169746748803, "ebitda": 1940076000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "BXP", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 11.267633419799001, "revenue_cagr_3y": 0.020628112803046994, "revenue_cagr_5y": 0.037470481590352156, "earnings_cagr_3y": 0.48425571960962976, "quarterly_revenue_growth_yoy": 0.08282515313893729, "quarterly_earnings_growth_yoy": 2.333213293073677, "revenue_growth_qoq": 0.021443882950200728, "gross_margin": 0.632838007243306, "operating_margin": 0.34556742814567065, "net_margin": 0.4566306103680728, "roa_ttm": 0.038419010893680876, "roe_ttm": 0.14808521256517218, "debt_to_ebitda": 6.17591268902273, "net_debt_to_ebitda": 6.008142208490899, "interest_coverage": 20.025839100191334, "debt_to_equity": 2.247194514019551, "current_ratio": 1.9174483526726447, "quick_ratio": 2.0290707269705806, "fcf_to_ebitda": 0.44207142570128716, "capex_to_revenue": 0.08807568971283551, "working_capital_to_revenue": 0.28981316930179485, "capital_efficiency": 0.09325211172942653, "financial_health": -2.1761228106116195, "margin_quality": 0.47834534858568317, "growth_momentum": 1.2080192231063072, "company_age_years": 25.284052019164957, "ebitda": 2239810000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 3.869951732658136, "revenue_cagr_3y": -0.1053786719311699, "revenue_cagr_5y": -0.0603389933802847, "earnings_cagr_3y": -0.35060968781512014, "quarterly_revenue_growth_yoy": -0.1685831207403473, "quarterly_earnings_growth_yoy": -0.9098349671686716, "revenue_growth_qoq": -0.035655403411950504, "gross_margin": 0.48258618052243707, "operating_margin": 0.13865593478084817, "net_margin": 0.03935374731177958, "roa_ttm": 0.1631776300698437, "roe_ttm": 0.4346054213329858, "debt_to_ebitda": 2.3173788047537847, "net_debt_to_ebitda": 1.8554788862036502, "interest_coverage": 62.93957493587395, "debt_to_equity": 1.1643594503868422, "current_ratio": 1.961642333255542, "quick_ratio": 1.9617057347979696, "fcf_to_ebitda": 0.06860448259540376, "capex_to_revenue": 0.22577353529230923, "working_capital_to_revenue": 0.7771486849191416, "capital_efficiency": 0.29889152570141475, "financial_health": -0.9199902052527246, "margin_quality": 0.22019862087168826, "growth_momentum": -0.5392090439545094, "company_age_years": 32.23545516769336, "ebitda": 3435242000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 13.832858650841414, "revenue_cagr_3y": -0.006964783524123663, "revenue_cagr_5y": -0.06245087835442098, "earnings_cagr_3y": -0.6987718047298952, "quarterly_revenue_growth_yoy": 0.19674038966488186, "quarterly_earnings_growth_yoy": 0.022243923611111112, "revenue_growth_qoq": 0.025702847578766425, "gross_margin": 0.509786237524642, "operating_margin": 0.17777743476209168, "net_margin": 0.1454197850467702, "roa_ttm": 0.011595505963851983, "roe_ttm": 0.031092172531378488, "debt_to_ebitda": 9.003327679924821, "net_debt_to_ebitda": 7.9430207223704405, "interest_coverage": 16.3422976455532, "debt_to_equity": 1.3120163318674485, "current_ratio": 1.785136712198899, "quick_ratio": 1.3286331921750967, "fcf_to_ebitda": 0.772083962234802, "capex_to_revenue": 0.24451943200016688, "working_capital_to_revenue": 0.4923205996120321, "capital_efficiency": 0.021343839247615237, "financial_health": -1.1645035026836141, "margin_quality": 0.27766115244450135, "growth_momentum": 0.10949215663799648, "company_age_years": 34.483230663928815, "ebitda": 932181000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "VNO", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 13.064073613229093, "revenue_cagr_3y": -0.0061397031738834595, "revenue_cagr_5y": -0.02856393854563588, "earnings_cagr_3y": -0.5889429255489869, "quarterly_revenue_growth_yoy": 0.11783378786545849, "quarterly_earnings_growth_yoy": -0.6332294323226598, "revenue_growth_qoq": 0.00868148200417205, "gross_margin": 0.5155640960057364, "operating_margin": 0.1576959147937066, "net_margin": 0.050932271752461025, "roa_ttm": 0.009237890751769043, "roe_ttm": 0.024645210674170394, "debt_to_ebitda": 9.320092182856358, "net_debt_to_ebitda": 8.441275009069637, "interest_coverage": 13.523595979475646, "debt_to_equity": 1.392648949696849, "current_ratio": 1.6752058093642117, "quick_ratio": 1.849093889362014, "fcf_to_ebitda": 0.9671237347986125, "capex_to_revenue": 0.285132754835455, "working_capital_to_revenue": 0.4156081696150518, "capital_efficiency": 0.016941550712969718, "financial_health": -1.2541140215096342, "margin_quality": 0.24139742751730134, "growth_momentum": -0.25769782222860066, "company_age_years": 34.73511293634497, "ebitda": 962001000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 16.59941842433882, "revenue_cagr_3y": 0.11442188442607093, "revenue_cagr_5y": 0.15411011028068877, "earnings_cagr_3y": -0.1439457078366876, "quarterly_revenue_growth_yoy": 0.03386950185759054, "quarterly_earnings_growth_yoy": -0.8101134950248756, "revenue_growth_qoq": 0.014538768699934394, "gross_margin": 0.569052143043425, "operating_margin": 0.12528363679587554, "net_margin": 0.06500449738406595, "roa_ttm": 0.03807522800508237, "roe_ttm": 0.07891307859604083, "debt_to_ebitda": 4.370539878757908, "net_debt_to_ebitda": 4.322557001006351, "interest_coverage": 49.33819408017984, "debt_to_equity": 0.8129758568198462, "current_ratio": 0.3706911286879661, "quick_ratio": -7.9502989646545155, "fcf_to_ebitda": -0.26698684817643253, "capex_to_revenue": 0.5668732374681762, "working_capital_to_revenue": -0.354581703645819, "capital_efficiency": 0.0584941533005616, "financial_health": -0.7553687803185752, "margin_quality": 0.25311342574112217, "growth_momentum": -0.38812199658364255, "company_age_years": 17.418206707734427, "ebitda": 3292091000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 15.998535539952671, "revenue_cagr_3y": 0.12471205144871811, "revenue_cagr_5y": 0.15018499752105186, "earnings_cagr_3y": 0.017738487130657177, "quarterly_revenue_growth_yoy": 0.042201341397819954, "quarterly_earnings_growth_yoy": -0.47690797829349957, "revenue_growth_qoq": 0.010644696014093577, "gross_margin": 0.5852349028632818, "operating_margin": 0.1495380585997637, "net_margin": 0.05567082879115825, "roa_ttm": 0.03723414388846919, "roe_ttm": 0.0781155112029945, "debt_to_ebitda": 4.46561032185506, "net_debt_to_ebitda": 4.434611641765399, "interest_coverage": 46.375483534474014, "debt_to_equity": 0.8340401380927019, "current_ratio": 0.2930229578244688, "quick_ratio": -0.18109465616217243, "fcf_to_ebitda": -0.2719387061754622, "capex_to_revenue": 0.5556157055270212, "working_capital_to_revenue": -0.4794620730414257, "capital_efficiency": 0.05767482754573185, "financial_health": -0.7472574495708486, "margin_quality": 0.26348126341806793, "growth_momentum": -0.2173533184478398, "company_age_years": 17.66735112936345, "ebitda": 3200975000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "DLR", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 13.491918852880428, "revenue_cagr_3y": 0.1391304926329302, "revenue_cagr_5y": 0.1434205992331994, "earnings_cagr_3y": 0.5276642032200525, "quarterly_revenue_growth_yoy": 0.0520211166179523, "quarterly_earnings_growth_yoy": 0.7655929994414448, "revenue_growth_qoq": 0.04630912068756682, "gross_margin": 0.5624524466836621, "operating_margin": 0.13202184747203005, "net_margin": 0.19887457500861935, "roa_ttm": 0.03676106140124126, "roe_ttm": 0.08448193615535, "debt_to_ebitda": 4.726825714205155, "net_debt_to_ebitda": 4.673743178299177, "interest_coverage": 43.57854696609239, "debt_to_equity": 0.9234987623008077, "current_ratio": 0.2677863922642456, "quick_ratio": 0.2727039154711218, "fcf_to_ebitda": -0.2613543037080897, "capex_to_revenue": 0.5527955353012565, "working_capital_to_revenue": -0.6211214089429645, "capital_efficiency": 0.06062149877829563, "financial_health": -0.7868276787879466, "margin_quality": 0.29778295638810387, "growth_momentum": 0.4088070580296985, "company_age_years": 17.919233401779604, "ebitda": 3333846000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 13.324789574281331, "revenue_cagr_3y": 0.19493644534702526, "revenue_cagr_5y": 0.1838142062278263, "earnings_cagr_3y": 6.171525975791096, "quarterly_revenue_growth_yoy": 0.23872019393534094, "quarterly_earnings_growth_yoy": 7.841811846689896, "revenue_growth_qoq": 0.06626132162869555, "gross_margin": 0.8148682390255424, "operating_margin": 0.28292337281101326, "net_margin": 0.5351418834564902, "roa_ttm": 0.02326182612806501, "roe_ttm": 0.04296910463322617, "debt_to_ebitda": 5.1206717872855885, "net_debt_to_ebitda": 4.232328259199203, "interest_coverage": 24.603807857911733, "debt_to_equity": 0.7623940336836809, "current_ratio": 1.4797074036256508, "quick_ratio": 1.4205754841733482, "fcf_to_ebitda": 0.15532756739611334, "capex_to_revenue": 0.466380283398166, "working_capital_to_revenue": 0.33417056129254935, "capital_efficiency": 0.03311546538064559, "financial_health": -0.5991923886238655, "margin_quality": 0.5443111650976818, "growth_momentum": 4.040266020312618, "company_age_years": 8.960985626283367, "ebitda": 365711000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 17.888939783772546, "revenue_cagr_3y": 0.1849013662188832, "revenue_cagr_5y": 0.1803792352160689, "earnings_cagr_3y": 0.9453986367603355, "quarterly_revenue_growth_yoy": 0.18817120041792604, "quarterly_earnings_growth_yoy": 1.1236582914572864, "revenue_growth_qoq": 0.0784837051137018, "gross_margin": 0.8004195742702988, "operating_margin": 0.29995163589998053, "net_margin": 0.3318028503413752, "roa_ttm": 0.03683167813575881, "roe_ttm": 0.06478198920422715, "debt_to_ebitda": 4.285326308911214, "net_debt_to_ebitda": 4.220669696227158, "interest_coverage": 31.21223709369025, "debt_to_equity": 0.6788811920932948, "current_ratio": 0.4188510421537845, "quick_ratio": 0.4122227603714343, "fcf_to_ebitda": 0.34292322885804877, "capex_to_revenue": 0.2840494881446713, "working_capital_to_revenue": -0.4739322372666091, "capital_efficiency": 0.05080683366999297, "financial_health": -0.5601298871751582, "margin_quality": 0.4773913535038849, "growth_momentum": 0.6559147459376062, "company_age_years": 10.959616700889802, "ebitda": 538692000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 14.395180425522675, "revenue_cagr_3y": 0.186668864265904, "revenue_cagr_5y": 0.1747230419980219, "earnings_cagr_3y": 0.3299864385433888, "quarterly_revenue_growth_yoy": 0.1666799107110607, "quarterly_earnings_growth_yoy": -0.008392036753445636, "revenue_growth_qoq": 0.014389890018780346, "gross_margin": 0.8212136222910217, "operating_margin": 0.3164891640866873, "net_margin": 0.20047058823529412, "roa_ttm": 0.03601242562987494, "roe_ttm": 0.06504553699058217, "debt_to_ebitda": 4.407896308252418, "net_debt_to_ebitda": 4.385071240124638, "interest_coverage": 30.88053196244971, "debt_to_equity": 0.7201869078749946, "current_ratio": 1.0824661705462564, "quick_ratio": 1.2526755920435102, "fcf_to_ebitda": 0.34014490498300876, "capex_to_revenue": 0.28993883160836503, "working_capital_to_revenue": 0.030079646684555227, "capital_efficiency": 0.05052898131022855, "financial_health": -0.6838271666447708, "margin_quality": 0.4460577915376677, "growth_momentum": 0.07914393697880753, "company_age_years": 11.208761122518823, "ebitda": 552638000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "STAG", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 12.928575867372922, "revenue_cagr_3y": 0.1753632248945709, "revenue_cagr_5y": 0.16305950193291263, "earnings_cagr_3y": 0.7977432358536114, "quarterly_revenue_growth_yoy": 0.1702224974316394, "quarterly_earnings_growth_yoy": 0.30534256740044524, "revenue_growth_qoq": 0.02975232198142415, "gross_margin": 0.8190854153513123, "operating_margin": 0.33599711373680885, "net_margin": 0.38080634977902045, "roa_ttm": 0.037900087412700276, "roe_ttm": 0.06862670317405625, "debt_to_ebitda": 4.217196044371357, "net_debt_to_ebitda": 4.1942713004292065, "interest_coverage": 27.566485464429213, "debt_to_equity": 0.7187320725249746, "current_ratio": 0.7301093500246486, "quick_ratio": 0.7260684782121569, "fcf_to_ebitda": 0.415291279200369, "capex_to_revenue": 0.21622596854579862, "working_capital_to_revenue": -0.11387139419857335, "capital_efficiency": 0.053263395293378264, "financial_health": -0.676828876952561, "margin_quality": 0.5119629596223805, "growth_momentum": 0.2377825324160423, "company_age_years": 11.460643394934976, "ebitda": 583169000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "VTR", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 11.532525570327898, "revenue_cagr_3y": 0.04634535472014267, "revenue_cagr_5y": 0.027419788173898674, "earnings_cagr_3y": 0.3366210505891285, "quarterly_revenue_growth_yoy": 0.07337141548075353, "quarterly_earnings_growth_yoy": 2.761314942163215, "revenue_growth_qoq": 0.016114393114887087, "gross_margin": 0.5240421953769265, "operating_margin": 0.23819084752394634, "net_margin": 0.46748197230582555, "roa_ttm": 0.029316742147405865, "roe_ttm": 0.07338966017119251, "debt_to_ebitda": 8.121762275338064, "net_debt_to_ebitda": 6.777900404416258, "interest_coverage": 18.161299444711045, "debt_to_equity": 1.6188243103366877, "current_ratio": 0.9581837030874231, "quick_ratio": 0.9581837030874231, "fcf_to_ebitda": 0.38033199786160954, "capex_to_revenue": 0.15476124639453262, "working_capital_to_revenue": -0.0453404804245636, "capital_efficiency": 0.051353201159299186, "financial_health": -1.2258649815212816, "margin_quality": 0.4099050050688995, "growth_momentum": 1.4173431788219844, "company_age_years": 21.908281998631075, "ebitda": 2119351000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "DOC", "sector": "Real Estate", "quarter_date": "2020-03-31", "company_multiple": 10.901591217508361, "revenue_cagr_3y": -0.08175680769888038, "revenue_cagr_5y": -0.09004738132686252, "earnings_cagr_3y": -0.1541427617233484, "quarterly_revenue_growth_yoy": -0.12633152510351847, "quarterly_earnings_growth_yoy": 3.540100862209208, "revenue_growth_qoq": -0.2833168137132282, "gross_margin": 0.37705154649997114, "operating_margin": -0.009930351078849717, "net_margin": 0.7323896350648464, "roa_ttm": 0.06062005046065157, "roe_ttm": 0.10111866898718781, "debt_to_ebitda": 6.368906646068005, "net_debt_to_ebitda": 6.36645805522641, "interest_coverage": 19.15454920902839, "debt_to_equity": 2.610756145839298, "current_ratio": 0.2787625323338935, "quick_ratio": 0.298151539754168, "fcf_to_ebitda": 0.7335770049946754, "capex_to_revenue": 0.016162423292589184, "working_capital_to_revenue": -0.19667010420211678, "capital_efficiency": 0.08086935972391969, "financial_health": -2.45458445287267, "margin_quality": 0.36650361016198935, "growth_momentum": 1.7068846685528447, "company_age_years": 32.40246406570842, "ebitda": 1066736000.0, "spy_multiple": 20.0, "sector_multiple": 17.16450732512014, "sector_premium_over_spy": -0.1417746337439929}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2022-03-31", "company_multiple": 15.759651189514855, "revenue_cagr_3y": 0.3222221060039572, "revenue_cagr_5y": 0.21677496974385702, "earnings_cagr_3y": 1.0272198937714383, "quarterly_revenue_growth_yoy": 0.12780844954659254, "quarterly_earnings_growth_yoy": 2.856816641531783, "revenue_growth_qoq": 0.0022826222764712103, "gross_margin": 0.9793881161629964, "operating_margin": 0.8800828502797635, "net_margin": 1.5143213996327354, "roa_ttm": 0.056712504504780895, "roe_ttm": 0.1260924357821823, "debt_to_ebitda": 7.141057304877278, "net_debt_to_ebitda": 6.9682726604263685, "interest_coverage": 15.79470954015551, "debt_to_equity": 1.153830619850691, "current_ratio": 5.223822152309311, "quick_ratio": 5.223822150628712, "fcf_to_ebitda": 0.5570809514452416, "capex_to_revenue": 2.2032054474463245, "working_capital_to_revenue": 1.550999148990792, "capital_efficiency": 0.0914024701434816, "financial_health": -1.1225801844539776, "margin_quality": 1.1245974553584983, "growth_momentum": 1.4923125455391877, "company_age_years": 16.72826830937714, "ebitda": 1440209000.0, "spy_multiple": 12.0, "sector_multiple": 22.70364787922814, "sector_premium_over_spy": 0.8919706566023449}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2022-06-30", "company_multiple": 13.14298497952875, "revenue_cagr_3y": 0.2917330758421428, "revenue_cagr_5y": 0.19996634922290468, "earnings_cagr_3y": 0.3363935983132862, "quarterly_revenue_growth_yoy": 0.06650716596724496, "quarterly_earnings_growth_yoy": 0.6549295159952865, "revenue_growth_qoq": -0.005099031975029846, "gross_margin": 0.9490736390119779, "operating_margin": 0.8554423858644711, "net_margin": 0.4568481317362672, "roa_ttm": 0.060727645184511195, "roe_ttm": 0.13532433400667082, "debt_to_ebitda": 7.0524058514340835, "net_debt_to_ebitda": 6.876146883272769, "interest_coverage": 16.637501424826173, "debt_to_equity": 1.161844472820407, "current_ratio": 5.9583587518119, "quick_ratio": 2.2646379311878064, "fcf_to_ebitda": 0.5415248477673458, "capex_to_revenue": 1.4756409641203443, "working_capital_to_revenue": 1.6934014209969088, "capital_efficiency": 0.098025989595591, "financial_health": -1.131321879413901, "margin_quality": 0.7537880522042387, "growth_momentum": 0.3607183409812657, "company_age_years": 16.97741273100616, "ebitda": 1459608000.0, "spy_multiple": 12.0, "sector_multiple": 20.264093555899784, "sector_premium_over_spy": 0.6886744629916486}, {"ticker": "MPW", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 11.546647042289152, "revenue_cagr_3y": 0.17415623203102926, "revenue_cagr_5y": 0.1555519875553848, "earnings_cagr_3y": 0.35180195571907413, "quarterly_revenue_growth_yoy": -0.08581005698893389, "quarterly_earnings_growth_yoy": 0.29599677451398587, "revenue_growth_qoq": -0.12334371860022987, "gross_margin": 0.9772828471065521, "operating_margin": 0.8747079615856106, "net_margin": 0.6096195392252255, "roa_ttm": 0.06561884695476904, "roe_ttm": 0.14148979220728047, "debt_to_ebitda": 6.761894790100206, "net_debt_to_ebitda": 6.551664019788343, "interest_coverage": 16.157182433353015, "debt_to_equity": 1.089540253597745, "current_ratio": 5.795227559106318, "quick_ratio": 3.8149563194069773, "fcf_to_ebitda": 0.5566061866681657, "capex_to_revenue": 0.733237850609028, "working_capital_to_revenue": 1.69249186959847, "capital_efficiency": 0.10355431958102476, "financial_health": -1.057249510785361, "margin_quality": 0.8205367826391295, "growth_momentum": 0.10509335876252598, "company_age_years": 17.229295003422312, "ebitda": 1423060000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "PSA", "sector": "Real Estate", "quarter_date": "2022-09-30", "company_multiple": 10.351825844001638, "revenue_cagr_3y": 0.14266215588583453, "revenue_cagr_5y": 0.09654312659284292, "earnings_cagr_3y": 0.9091237428888126, "quarterly_revenue_growth_yoy": 0.21588256524804705, "quarterly_earnings_growth_yoy": 4.649958885186629, "revenue_growth_qoq": 0.054344529550552544, "gross_margin": 0.7453964642124892, "operating_margin": 0.48404374105691317, "net_margin": 2.544724853900863, "roa_ttm": 0.2611035406729273, "roe_ttm": 0.454414963660741, "debt_to_ebitda": 1.2137977219581781, "net_debt_to_ebitda": 1.0546533399743507, "interest_coverage": 162.79324597660715, "debt_to_equity": 0.6722396903134802, "current_ratio": 1.4986756247117237, "quick_ratio": 1.4986756247117237, "fcf_to_ebitda": 0.48089645090923233, "capex_to_revenue": 0.10926776602022381, "working_capital_to_revenue": 0.0731905452972508, "capital_efficiency": 0.35775925216683413, "financial_health": -0.6215743983418186, "margin_quality": 1.2580550197234217, "growth_momentum": 2.432920725217338, "company_age_years": 41.86447638603696, "ebitda": 5553366000.0, "spy_multiple": 12.0, "sector_multiple": 17.320133709637567, "sector_premium_over_spy": 0.44334447580313063}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 11.998345254204523, "revenue_cagr_3y": 0.13222595357858014, "revenue_cagr_5y": 0.06693556173078008, "earnings_cagr_3y": 0.12318532860159603, "quarterly_revenue_growth_yoy": 0.08770994401492935, "quarterly_earnings_growth_yoy": 0.1, "revenue_growth_qoq": 0.006661732050333087, "gross_margin": 0.3571078431372549, "operating_margin": 0.14044117647058824, "net_margin": 0.10245098039215686, "roa_ttm": 0.02910821232258594, "roe_ttm": 0.10548222142942086, "debt_to_ebitda": 4.837038468973517, "net_debt_to_ebitda": 4.815000966557124, "interest_coverage": 21.2880658436214, "debt_to_equity": 1.487810679034368, "current_ratio": 0.751280692457163, "quick_ratio": 0.6488252958841194, "fcf_to_ebitda": -0.12217282041368645, "capex_to_revenue": 0.31721977108510774, "working_capital_to_revenue": -0.09003133192659377, "capital_efficiency": 0.0672952168760034, "financial_health": -1.3548900746176722, "margin_quality": 0.19999999999999998, "growth_momentum": 0.09385497200746468, "company_age_years": 37.51403148528405, "ebitda": 5173000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 11.61409446949917, "revenue_cagr_3y": 0.06660796039813155, "revenue_cagr_5y": 0.031137933025413345, "earnings_cagr_3y": -0.3502452882412055, "quarterly_revenue_growth_yoy": -0.01600598354525056, "quarterly_earnings_growth_yoy": -1.25, "revenue_growth_qoq": -0.0959318306761957, "gross_margin": 0.4689875342049255, "operating_margin": 0.21739130434782608, "net_margin": -0.033444816053511704, "roa_ttm": 0.008218752082454074, "roe_ttm": 0.030620900833798852, "debt_to_ebitda": 6.1696336735501225, "net_debt_to_ebitda": 6.139805364348446, "interest_coverage": 17.385144429160935, "debt_to_equity": 1.6133490575797074, "current_ratio": 0.7532661870503597, "quick_ratio": 0.517294964028777, "fcf_to_ebitda": -0.7214178336893742, "capex_to_revenue": 0.5071470195043362, "working_capital_to_revenue": -0.14695094779419327, "capital_efficiency": 0.01941982645812646, "financial_health": -1.4444129671345458, "margin_quality": 0.2176446741664133, "growth_momentum": -0.6330029917726253, "company_age_years": 40.23271731690623, "ebitda": 12639000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 11.594603455914932, "revenue_cagr_3y": -0.032261108702685726, "revenue_cagr_5y": 0.007981189695782431, "earnings_cagr_3y": 0.05165694381929975, "quarterly_revenue_growth_yoy": -0.06255212677231026, "quarterly_earnings_growth_yoy": -0.04924242424242424, "revenue_growth_qoq": 0.21645021645021645, "gross_margin": 0.5387900355871886, "operating_margin": 0.3265124555160142, "net_margin": 0.22330960854092527, "roa_ttm": 0.025885447961155588, "roe_ttm": 0.11154653603918824, "debt_to_ebitda": 5.578754984492689, "net_debt_to_ebitda": 5.204474966770049, "interest_coverage": 20.37923250564334, "debt_to_equity": 1.7622463261021692, "current_ratio": 0.8999148936170213, "quick_ratio": 0.6891914893617022, "fcf_to_ebitda": -0.15319007532122286, "capex_to_revenue": 0.3719512195121951, "working_capital_to_revenue": -0.05829863176680547, "capital_efficiency": 0.06871599200017191, "financial_health": -1.5674202417005942, "margin_quality": 0.362870699881376, "growth_momentum": -0.05589727550736725, "company_age_years": 38.74880219028063, "ebitda": 9028000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 11.231803659599187, "revenue_cagr_3y": 0.03026499245749692, "revenue_cagr_5y": 0.028163283359923907, "earnings_cagr_3y": -0.031528060838902694, "quarterly_revenue_growth_yoy": 0.016, "quarterly_earnings_growth_yoy": 0.9322033898305084, "revenue_growth_qoq": -0.2729007633587786, "gross_margin": 0.5217847769028872, "operating_margin": 0.2451443569553806, "net_margin": 0.11968503937007874, "roa_ttm": 0.025673565013666536, "roe_ttm": 0.1016032451226579, "debt_to_ebitda": 5.554458321231484, "net_debt_to_ebitda": 5.5352889921580015, "interest_coverage": 15.866359447004609, "debt_to_equity": 1.8470156461271006, "current_ratio": 1.1964809384164223, "quick_ratio": 0.9906158357771261, "fcf_to_ebitda": -0.3746732500726111, "capex_to_revenue": 0.4434457803198319, "working_capital_to_revenue": 0.07820707365472161, "capital_efficiency": 0.06363840506816222, "financial_health": -1.7864905179752724, "margin_quality": 0.2955380577427822, "growth_momentum": 0.4741016949152542, "company_age_years": 54.49144421629021, "ebitda": 3443000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 10.876482360044855, "revenue_cagr_3y": 0.033521289856240255, "revenue_cagr_5y": -0.01813439450810206, "earnings_cagr_3y": 0.07294746927703599, "quarterly_revenue_growth_yoy": -0.13209562563580876, "quarterly_earnings_growth_yoy": 0.0960960960960961, "revenue_growth_qoq": 0.199929676511955, "gross_margin": 0.5291566547500439, "operating_margin": 0.34190939459649533, "net_margin": 0.21391314540233253, "roa_ttm": 0.02543791179387895, "roe_ttm": 0.09451740776858876, "debt_to_ebitda": 5.594281031657035, "net_debt_to_ebitda": 5.55020270853101, "interest_coverage": 19.936371453138435, "debt_to_equity": 1.6427386365075545, "current_ratio": 0.659264, "quick_ratio": 0.555712, "fcf_to_ebitda": -0.4184852928491331, "capex_to_revenue": 0.5105514993232553, "working_capital_to_revenue": -0.20298530224755515, "capital_efficiency": 0.05997765978123386, "financial_health": -1.4814137003058574, "margin_quality": 0.3616597315829573, "growth_momentum": -0.017999764769856333, "company_age_years": 39.44695414099932, "ebitda": 2318600000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 9.58504236453202, "revenue_cagr_3y": -0.015636615898005024, "revenue_cagr_5y": -0.10254659402092325, "earnings_cagr_3y": 0.715424245496822, "quarterly_revenue_growth_yoy": -0.05444611906556142, "quarterly_earnings_growth_yoy": 4.09153713298791, "revenue_growth_qoq": -0.2998046875, "gross_margin": 0.3526598924088464, "operating_margin": 0.15879657302251446, "net_margin": 0.587368001593943, "roa_ttm": 0.05944663727947602, "roe_ttm": 0.16073329698008362, "debt_to_ebitda": 3.120985221674877, "net_debt_to_ebitda": 3.1067980295566504, "interest_coverage": 24.635922330097088, "debt_to_equity": 0.8225701747552647, "current_ratio": 0.5228826933193056, "quick_ratio": 0.3491846396633351, "fcf_to_ebitda": -0.03901477832512315, "capex_to_revenue": 0.36446862146742737, "working_capital_to_revenue": -0.20056609614789261, "capital_efficiency": 0.11008996712977982, "financial_health": -0.7125948978992139, "margin_quality": 0.36627482234176795, "growth_momentum": 2.0185455069611744, "company_age_years": 30.0041067761807, "ebitda": 1015000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 10.118004846526656, "revenue_cagr_3y": -0.07999423418746698, "revenue_cagr_5y": -0.05652028950147736, "earnings_cagr_3y": 0.02316608490056149, "quarterly_revenue_growth_yoy": -0.2120243973279117, "quarterly_earnings_growth_yoy": 0.16121495327102803, "revenue_growth_qoq": -0.2064931266452179, "gross_margin": 0.3789163287873203, "operating_margin": 0.19166973829708808, "net_margin": 0.18319203833394765, "roa_ttm": 0.025678417448643166, "roe_ttm": 0.08516156164575595, "debt_to_ebitda": 3.9563812600969306, "net_debt_to_ebitda": 3.9159935379644586, "interest_coverage": 20.865168539325843, "debt_to_equity": 1.0299292072615125, "current_ratio": 0.8783068783068783, "quick_ratio": 0.7850181008075745, "fcf_to_ebitda": 0.019116855142703285, "capex_to_revenue": 0.2786994581075448, "working_capital_to_revenue": -0.036431846602751145, "capital_efficiency": 0.05541998954719955, "financial_health": -0.9603820784583624, "margin_quality": 0.25125936847278535, "growth_momentum": -0.025404722028441837, "company_age_years": 46.743326488706366, "ebitda": 3714000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 12.371166729394053, "revenue_cagr_3y": -0.08654491912218498, "revenue_cagr_5y": 0.021452686233653262, "earnings_cagr_3y": 0.7598088635408027, "quarterly_revenue_growth_yoy": 0.12658227848101267, "quarterly_earnings_growth_yoy": 2.27, "revenue_growth_qoq": 0.3230417381360778, "gross_margin": 0.3452895419187554, "operating_margin": 0.14520311149524634, "net_margin": 0.28262748487467587, "roa_ttm": 0.03943841397064678, "roe_ttm": 0.1578332448220924, "debt_to_ebitda": 6.060594655626646, "net_debt_to_ebitda": 5.9740308618742946, "interest_coverage": 15.910179640718562, "debt_to_equity": 1.710355815188529, "current_ratio": 1.7156519710753442, "quick_ratio": 1.5738278516445066, "fcf_to_ebitda": -1.169740308618743, "capex_to_revenue": 0.37883141762452105, "working_capital_to_revenue": 0.36733716475095785, "capital_efficiency": 0.09863582939636958, "financial_health": -1.6463652676506493, "margin_quality": 0.25770671276289253, "growth_momentum": 1.1982911392405065, "company_age_years": 51.99452429842574, "ebitda": 2657000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 11.710977841024599, "revenue_cagr_3y": 0.05464866245338973, "revenue_cagr_5y": 0.032766749978564214, "earnings_cagr_3y": -0.003144674852295748, "quarterly_revenue_growth_yoy": 0.02001501125844383, "quarterly_earnings_growth_yoy": 0.009584664536741214, "revenue_growth_qoq": 0.1369213608477412, "gross_margin": 0.49435859700760365, "operating_margin": 0.2629384351238656, "net_margin": 0.1550159430954133, "roa_ttm": 0.02402405674253402, "roe_ttm": 0.08975637555207294, "debt_to_ebitda": 5.696821847258928, "net_debt_to_ebitda": 5.671342413769737, "interest_coverage": 16.923165137614678, "debt_to_equity": 1.711029247145503, "current_ratio": 0.6967349515120216, "quick_ratio": 0.4478108681930338, "fcf_to_ebitda": -0.06539269499220708, "capex_to_revenue": 0.41328743089807674, "working_capital_to_revenue": -0.17494786321957032, "capital_efficiency": 0.05689021614730348, "financial_health": -1.555438511884725, "margin_quality": 0.3041043250756275, "growth_momentum": 0.014799837897592523, "company_age_years": 41.48665297741273, "ebitda": 14757000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 10.346259514925373, "revenue_cagr_3y": 0.027075466685211103, "revenue_cagr_5y": 0.03303780411393231, "earnings_cagr_3y": 0.06976686458345194, "quarterly_revenue_growth_yoy": 0.09375, "quarterly_earnings_growth_yoy": -0.10619469026548672, "revenue_growth_qoq": -0.24766355140186916, "gross_margin": 0.6425465838509317, "operating_margin": 0.09937888198757763, "net_margin": 0.06273291925465839, "roa_ttm": 0.026236749116607772, "roe_ttm": 0.0826530612244898, "debt_to_ebitda": 4.875, "net_debt_to_ebitda": 4.595149253731344, "interest_coverage": 18.61111111111111, "debt_to_equity": 1.2119666048237476, "current_ratio": 1.0435971685971686, "quick_ratio": 0.971042471042471, "fcf_to_ebitda": -0.3263059701492537, "capex_to_revenue": 0.3140523758099352, "working_capital_to_revenue": 0.018291036717062635, "capital_efficiency": 0.054444905170548785, "financial_health": -1.0591304077043604, "margin_quality": 0.26821946169772254, "growth_momentum": -0.006222345132743362, "company_age_years": 54.49144421629021, "ebitda": 5360000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 10.42868503649635, "revenue_cagr_3y": 0.02420211402317185, "revenue_cagr_5y": 0.044517451513898854, "earnings_cagr_3y": 0.11439175910702226, "quarterly_revenue_growth_yoy": 0.06533101045296168, "quarterly_earnings_growth_yoy": -0.0718562874251497, "revenue_growth_qoq": -0.10337243401759531, "gross_margin": 0.6135186699373126, "operating_margin": 0.13872989915508313, "net_margin": 0.08449168710820387, "roa_ttm": 0.02579291970182251, "roe_ttm": 0.0828704125307349, "debt_to_ebitda": 5.007116788321168, "net_debt_to_ebitda": 4.765510948905109, "interest_coverage": 18.026315789473685, "debt_to_equity": 1.2493853018850742, "current_ratio": 1.0359085963003265, "quick_ratio": 0.9605160889165242, "fcf_to_ebitda": -0.21113138686131386, "capex_to_revenue": 0.31262695760435094, "working_capital_to_revenue": 0.015136622763908, "capital_efficiency": 0.05433166611627871, "financial_health": -1.1036751173680952, "margin_quality": 0.2789134187335332, "growth_momentum": -0.0032626384860940105, "company_age_years": 54.99520876112252, "ebitda": 5480000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 10.795944703670171, "revenue_cagr_3y": 0.07644610088381842, "revenue_cagr_5y": 0.0447489973053492, "earnings_cagr_3y": 0.04988904784271919, "quarterly_revenue_growth_yoy": 0.05428807036833425, "quarterly_earnings_growth_yoy": 0.42786069651741293, "revenue_growth_qoq": 0.06364392678868552, "gross_margin": 0.485464737322383, "operating_margin": 0.2558988397862078, "net_margin": 0.14965454308434364, "roa_ttm": 0.018430626294285553, "roe_ttm": 0.06645678190147525, "debt_to_ebitda": 5.66947559022216, "net_debt_to_ebitda": 5.637509575875757, "interest_coverage": 17.57527539779682, "debt_to_equity": 1.6429133619906762, "current_ratio": 0.777756336034993, "quick_ratio": 0.5023800334491187, "fcf_to_ebitda": -0.28393342154746154, "capex_to_revenue": 0.5074180953997623, "working_capital_to_revenue": -0.11729757256832456, "capital_efficiency": 0.0424437040978804, "financial_health": -1.5105992689710404, "margin_quality": 0.29700604006431147, "growth_momentum": 0.2410743834428736, "company_age_years": 40.98562628336756, "ebitda": 14359000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 12.908461185117133, "revenue_cagr_3y": 0.017717194568529493, "revenue_cagr_5y": 0.021795381486748866, "earnings_cagr_3y": 0.1500783008379405, "quarterly_revenue_growth_yoy": 0.05325232308791994, "quarterly_earnings_growth_yoy": -0.0136986301369863, "revenue_growth_qoq": -0.073852922690132, "gross_margin": 0.39260264675941636, "operating_margin": 0.14455378350865286, "net_margin": 0.09772650152697658, "roa_ttm": 0.027299516281483402, "roe_ttm": 0.10106346483704974, "debt_to_ebitda": 4.791915480018374, "net_debt_to_ebitda": 4.762287551676619, "interest_coverage": 21.448275862068964, "debt_to_equity": 1.431492281303602, "current_ratio": 0.7725878744987025, "quick_ratio": 0.6463788629393725, "fcf_to_ebitda": -0.5790078089113458, "capex_to_revenue": 0.4658164150615999, "working_capital_to_revenue": -0.08363699462085719, "capital_efficiency": 0.06418149055926657, "financial_health": -1.3454651249990026, "margin_quality": 0.21162764393168196, "growth_momentum": 0.01977684647546682, "company_age_years": 35.26899383983573, "ebitda": 4354000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 12.12173070197352, "revenue_cagr_3y": 0.252717832687017, "revenue_cagr_5y": 0.14801582652880008, "earnings_cagr_3y": 0.24529611695479225, "quarterly_revenue_growth_yoy": 0.36747257667338257, "quarterly_earnings_growth_yoy": 0.37229862475442044, "revenue_growth_qoq": 0.003944449009778947, "gross_margin": 0.2973725137104035, "operating_margin": 0.2223950233281493, "net_margin": 0.11434885814848163, "roa_ttm": 0.023823410476545976, "roe_ttm": 0.06897366910200269, "debt_to_ebitda": 4.8592055958031475, "net_debt_to_ebitda": 4.805745690731951, "interest_coverage": 20.98008385744235, "debt_to_equity": 1.094854273845842, "current_ratio": 0.44200068910072354, "quick_ratio": 0.301682554266682, "fcf_to_ebitda": 0.26350237322008496, "capex_to_revenue": 0.2311670401654887, "working_capital_to_revenue": -0.37223467218295697, "capital_efficiency": 0.04639853978927433, "financial_health": -0.7997593573317142, "margin_quality": 0.21137213172901148, "growth_momentum": 0.36988560071390153, "company_age_years": 1.0704996577686516, "ebitda": 2001500000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 10.649356521739131, "revenue_cagr_3y": -0.060425754305030055, "revenue_cagr_5y": 0.019002626079747564, "earnings_cagr_3y": -0.138048123790372, "quarterly_revenue_growth_yoy": 0.030999383096853794, "quarterly_earnings_growth_yoy": -0.13955119214586256, "revenue_growth_qoq": 0.12551561579257514, "gross_margin": 0.28444278234854153, "operating_margin": 0.19910246821241587, "net_margin": 0.09177262528047868, "roa_ttm": 0.022760211541353263, "roe_ttm": 0.07380357087279933, "debt_to_ebitda": 5.644140786749483, "net_debt_to_ebitda": 5.617763975155279, "interest_coverage": 18.13063063063063, "debt_to_equity": 1.414094676888921, "current_ratio": 0.5725884823975673, "quick_ratio": 0.3215774789178344, "fcf_to_ebitda": -0.20302277432712215, "capex_to_revenue": 0.43704491384903754, "working_capital_to_revenue": -0.2457284983058179, "capital_efficiency": 0.048281891207076294, "financial_health": -1.2074525234583349, "margin_quality": 0.1917726252804787, "growth_momentum": -0.054275904524504384, "company_age_years": 5.823408624229979, "ebitda": 2415000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 12.399481042769066, "revenue_cagr_3y": 0.2310594435281581, "revenue_cagr_5y": 0.13664640080451917, "earnings_cagr_3y": 0.0581602523375746, "quarterly_revenue_growth_yoy": -0.05684280713452242, "quarterly_earnings_growth_yoy": 2.454054054054054, "revenue_growth_qoq": -0.2827079107505071, "gross_margin": 0.22525627430187345, "operating_margin": 0.14651820431247792, "net_margin": 0.05646871686108165, "roa_ttm": 0.025789289302776804, "roe_ttm": 0.07815070171140587, "debt_to_ebitda": 4.830234477401816, "net_debt_to_ebitda": 4.818971794747318, "interest_coverage": 21.301964839710443, "debt_to_equity": 1.160746158961257, "current_ratio": 0.6283231302709876, "quick_ratio": 0.4221499208014042, "fcf_to_ebitda": -0.13558910626729453, "capex_to_revenue": 0.2140914565445433, "working_capital_to_revenue": -0.16865457088464975, "capital_efficiency": 0.05196999550709133, "financial_health": -1.0216922889080517, "margin_quality": 0.14274773182514433, "growth_momentum": 1.1986056234597657, "company_age_years": 1.5742642026009583, "ebitda": 2059900000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 10.983879066478076, "revenue_cagr_3y": 0.01903254826315992, "revenue_cagr_5y": 0.0711152854788093, "earnings_cagr_3y": 0.12594504421485175, "quarterly_revenue_growth_yoy": 0.26215738284703805, "quarterly_earnings_growth_yoy": 0.16447368421052633, "revenue_growth_qoq": -0.11773794808405438, "gross_margin": 0.23432574430823117, "operating_margin": 0.11208406304728546, "net_margin": 0.06199649737302977, "roa_ttm": 0.032103615493217115, "roe_ttm": 0.1150968309859155, "debt_to_ebitda": 4.30975954738331, "net_debt_to_ebitda": 4.287835926449787, "interest_coverage": 21.263157894736842, "debt_to_equity": 1.3411091549295775, "current_ratio": 0.9577721150345831, "quick_ratio": 0.6872952311612668, "fcf_to_ebitda": -0.08097595473833098, "capex_to_revenue": 0.18666442445135795, "working_capital_to_revenue": -0.009753636592953838, "capital_efficiency": 0.0736002232395663, "financial_health": -1.2476569679880276, "margin_quality": 0.13613543490951546, "growth_momentum": 0.2133155335287822, "company_age_years": 47.49075975359343, "ebitda": 2828000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 9.396900505902192, "revenue_cagr_3y": 0.010468862775270926, "revenue_cagr_5y": 0.0016330426467048298, "earnings_cagr_3y": -0.005720948981910778, "quarterly_revenue_growth_yoy": -0.07315761161915008, "quarterly_earnings_growth_yoy": -0.21951219512195122, "revenue_growth_qoq": 0.12028608582574772, "gross_margin": 0.5356935577481138, "operating_margin": 0.3302379570516541, "net_margin": 0.16715031921067905, "roa_ttm": 0.024007495022836396, "roe_ttm": 0.08373042886317222, "debt_to_ebitda": 3.4338111298482294, "net_debt_to_ebitda": 3.430016863406408, "interest_coverage": 24.45360824742268, "debt_to_equity": 1.1089176310415247, "current_ratio": 0.6125532739248354, "quick_ratio": 0.40061991476172026, "fcf_to_ebitda": 0.01770657672849916, "capex_to_revenue": 0.3537758930027728, "working_capital_to_revenue": -0.1631055292774425, "capital_efficiency": 0.053868961943004307, "financial_health": -0.9420584733913376, "margin_quality": 0.34436061133681567, "growth_momentum": -0.14633490337055066, "company_age_years": 19.742642026009584, "ebitda": 2372000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 12.823957734919983, "revenue_cagr_3y": 0.03587628610047622, "revenue_cagr_5y": 0.04389953977580907, "earnings_cagr_3y": 0.8086687469645657, "quarterly_revenue_growth_yoy": 0.13070077864293658, "quarterly_earnings_growth_yoy": 3.0443037974683542, "revenue_growth_qoq": 0.17855072463768115, "gross_margin": 0.2877520905066404, "operating_margin": 0.10034431874077718, "net_margin": 0.31431382193802265, "roa_ttm": 0.047055959378151845, "roe_ttm": 0.2040416226813452, "debt_to_ebitda": 5.276569552728765, "net_debt_to_ebitda": 5.091095609355765, "interest_coverage": 19.341269841269842, "debt_to_equity": 1.939224852963354, "current_ratio": 1.1919237749546279, "quick_ratio": 0.8892921960072595, "fcf_to_ebitda": -0.10504718916700861, "capex_to_revenue": 0.28312184472642926, "working_capital_to_revenue": 0.05771592304543594, "capital_efficiency": 0.12554879102974853, "financial_health": -1.8654441298508317, "margin_quality": 0.23413674372848012, "growth_momentum": 1.5875022880556453, "company_age_years": 36.99931553730322, "ebitda": 2437000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 11.272775655021833, "revenue_cagr_3y": 0.04478692798742934, "revenue_cagr_5y": 0.04020579649530265, "earnings_cagr_3y": 0.03006591558992633, "quarterly_revenue_growth_yoy": 0.056818181818181816, "quarterly_earnings_growth_yoy": 0.11787072243346007, "revenue_growth_qoq": 0.2708074534161491, "gross_margin": 0.6610459433040078, "operating_margin": 0.21065493646138808, "net_margin": 0.1436950146627566, "roa_ttm": 0.026862845072474325, "roe_ttm": 0.08420860352543612, "debt_to_ebitda": 4.705786026200873, "net_debt_to_ebitda": 4.68886462882096, "interest_coverage": 17.96078431372549, "debt_to_equity": 1.1810667640880446, "current_ratio": 1.0087937614070017, "quick_ratio": 0.9304795088767214, "fcf_to_ebitda": -0.274745269286754, "capex_to_revenue": 0.3185022612396914, "working_capital_to_revenue": 0.00352487363660548, "capital_efficiency": 0.05553572429895522, "financial_health": -1.0689712607578261, "margin_quality": 0.3384652981427175, "growth_momentum": 0.08734445212582094, "company_age_years": 54.743326488706366, "ebitda": 5496000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 11.541445427728613, "revenue_cagr_3y": -0.032822693453520624, "revenue_cagr_5y": 0.026351854070710834, "earnings_cagr_3y": 0.1610087715685724, "quarterly_revenue_growth_yoy": -0.10560941828254848, "quarterly_earnings_growth_yoy": 0.521978021978022, "revenue_growth_qoq": -0.14526803441429517, "gross_margin": 0.3313975996902826, "operating_margin": 0.14208284939992258, "net_margin": 0.10723964382500968, "roa_ttm": 0.027504058163195316, "roe_ttm": 0.1026100307062436, "debt_to_ebitda": 5.592035398230088, "net_debt_to_ebitda": 5.421238938053097, "interest_coverage": 18.93854748603352, "debt_to_equity": 1.6169396110542478, "current_ratio": 0.8334127740705434, "quick_ratio": 0.646329837940896, "fcf_to_ebitda": -0.19498525073746312, "capex_to_revenue": 0.305256064690027, "working_capital_to_revenue": -0.05887803234501348, "capital_efficiency": 0.06505704443471946, "financial_health": -1.4658650812971572, "margin_quality": 0.19357336430507163, "growth_momentum": 0.20818430184773676, "company_age_years": 50.49144421629021, "ebitda": 3390000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 10.753572599426386, "revenue_cagr_3y": 0.4902356843920508, "revenue_cagr_5y": 0.3036225097428227, "earnings_cagr_3y": -0.014138344678588766, "quarterly_revenue_growth_yoy": 2.780663111523302, "quarterly_earnings_growth_yoy": 1.107157381049207, "revenue_growth_qoq": 2.3592913061392666, "gross_margin": 0.10701582239666381, "operating_margin": 0.02980497976205078, "net_margin": 0.03231939163498099, "roa_ttm": 0.03145384987318364, "roe_ttm": 0.10284287893496048, "debt_to_ebitda": 4.5630975143403445, "net_debt_to_ebitda": 4.563098412045889, "interest_coverage": 26.019900497512438, "debt_to_equity": 1.3238108445430592, "current_ratio": 0.27372719847536076, "quick_ratio": 0.18589708684998638, "fcf_to_ebitda": -0.9684512428298279, "capex_to_revenue": 0.20523241811175338, "working_capital_to_revenue": -0.4015534682080925, "capital_efficiency": 0.06714836440407207, "financial_health": -0.9693524579634626, "margin_quality": 0.05638006459789852, "growth_momentum": 1.9439102462862543, "company_age_years": 33.25119780971937, "ebitda": 1046000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 11.170906203725764, "revenue_cagr_3y": -0.03204403271808609, "revenue_cagr_5y": -0.015933405273295898, "earnings_cagr_3y": 0.06313401086682746, "quarterly_revenue_growth_yoy": -0.11368023311157414, "quarterly_earnings_growth_yoy": 1.453635526921307, "revenue_growth_qoq": -0.43701854319874167, "gross_margin": 0.3221537878640972, "operating_margin": 0.017895526640423275, "net_margin": 0.09543833374851393, "roa_ttm": 0.029131057125866656, "roe_ttm": 0.0991262921109967, "debt_to_ebitda": 4.048024355841544, "net_debt_to_ebitda": 4.040797580720541, "interest_coverage": 25.514228334737936, "debt_to_equity": 1.0606369626608096, "current_ratio": 0.49559629805159344, "quick_ratio": 0.32915777546292396, "fcf_to_ebitda": -0.16495924177544077, "capex_to_revenue": 0.3432368952719355, "working_capital_to_revenue": -0.30200860852803735, "capital_efficiency": 0.06412867461843168, "financial_health": -0.8893111927680722, "margin_quality": 0.14516254941767814, "growth_momentum": 0.6699776469048665, "company_age_years": 35.449691991786445, "ebitda": 1422903000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 9.550718279984574, "revenue_cagr_3y": 0.010259895543067943, "revenue_cagr_5y": -0.05037150946480207, "earnings_cagr_3y": 0.08154980318275817, "quarterly_revenue_growth_yoy": -0.033083219645293316, "quarterly_earnings_growth_yoy": 0.05629770992366412, "revenue_growth_qoq": 0.15080170489141465, "gross_margin": 0.42522045855379187, "operating_margin": 0.23227513227513227, "net_margin": 0.19523809523809524, "roa_ttm": 0.0610702226943359, "roe_ttm": 0.1655227372046991, "debt_to_ebitda": 3.085615117624373, "net_debt_to_ebitda": 2.7443116081758583, "interest_coverage": 23.734553775743706, "debt_to_equity": 0.8227037865350505, "current_ratio": 0.4485323522354635, "quick_ratio": 0.27945293129648885, "fcf_to_ebitda": 0.3225028924026224, "capex_to_revenue": 0.26632724719101125, "working_capital_to_revenue": -0.3026246488764045, "capital_efficiency": 0.1132964799495175, "financial_health": -0.6091849561621909, "margin_quality": 0.2842445620223398, "growth_momentum": 0.011607245139185401, "company_age_years": 30.49965776865161, "ebitda": 1037200000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 10.397347590953785, "revenue_cagr_3y": 0.016002709851850705, "revenue_cagr_5y": 0.004509303682941335, "earnings_cagr_3y": 0.8329861153454512, "quarterly_revenue_growth_yoy": -0.07685127566894835, "quarterly_earnings_growth_yoy": 1.4514563106796117, "revenue_growth_qoq": -0.07454772301933874, "gross_margin": 0.6204920795416246, "operating_margin": 0.1439164138860802, "net_margin": 0.17020559487698012, "roa_ttm": 0.03169753278875933, "roe_ttm": 0.09891036450901544, "debt_to_ebitda": 4.082104228121927, "net_debt_to_ebitda": 3.8861848574237956, "interest_coverage": 22.108695652173914, "debt_to_equity": 1.0770527954339084, "current_ratio": 0.7215422276621787, "quick_ratio": 0.653406772745818, "fcf_to_ebitda": -0.018682399213372666, "capex_to_revenue": 0.28624875290987695, "working_capital_to_revenue": -0.11348520119720652, "capital_efficiency": 0.06530394864888739, "financial_health": -0.9388758334096164, "margin_quality": 0.311538029434895, "growth_momentum": 0.6873025175053317, "company_age_years": 47.99452429842574, "ebitda": 4068000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 10.338082278481012, "revenue_cagr_3y": -0.02559836654439407, "revenue_cagr_5y": -0.0026415080069404073, "earnings_cagr_3y": 0.06060879556638232, "quarterly_revenue_growth_yoy": 0.06779661016949153, "quarterly_earnings_growth_yoy": 0.21105527638190955, "revenue_growth_qoq": 0.0984251968503937, "gross_margin": 0.37327188940092165, "operating_margin": 0.1858678955453149, "net_margin": 0.12339989759344598, "roa_ttm": 0.02195207276543642, "roe_ttm": 0.10922541340295909, "debt_to_ebitda": 4.6482820976491865, "net_debt_to_ebitda": 4.560126582278481, "interest_coverage": 19.92792792792793, "debt_to_equity": 2.2371627502175806, "current_ratio": 0.8892022562449637, "quick_ratio": 0.7099113618049959, "fcf_to_ebitda": 0.02034358047016275, "capex_to_revenue": 0.2567466825704488, "working_capital_to_revenue": -0.04100193827344566, "capital_efficiency": 0.06558874308419775, "financial_health": -1.9488270214815935, "margin_quality": 0.22751322751322747, "growth_momentum": 0.13942594327570054, "company_age_years": 33.24572210814511, "ebitda": 2212000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 9.351546949753033, "revenue_cagr_3y": 0.03031312797576602, "revenue_cagr_5y": 0.012419601862671437, "earnings_cagr_3y": 0.10702784773825447, "quarterly_revenue_growth_yoy": 0.03126869203154394, "quarterly_earnings_growth_yoy": -0.004210388012637136, "revenue_growth_qoq": 0.4062412481918945, "gross_margin": 0.460556829065734, "operating_margin": 0.24859488996769402, "net_margin": 0.17116729612174233, "roa_ttm": 0.0267353861638574, "roe_ttm": 0.09293685099360714, "debt_to_ebitda": 3.496194626186351, "net_debt_to_ebitda": 3.493712663890972, "interest_coverage": 28.424205671021923, "debt_to_equity": 1.074672810257672, "current_ratio": 0.4996732748667305, "quick_ratio": 0.3607822643860672, "fcf_to_ebitda": -0.11108446042049187, "capex_to_revenue": 0.38647294683554684, "working_capital_to_revenue": -0.3103131515217665, "capital_efficiency": 0.05983611857873227, "financial_health": -0.8327513518656633, "margin_quality": 0.2934396717183901, "growth_momentum": 0.013529152009453402, "company_age_years": 33.946611909650926, "ebitda": 1546760000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 11.576518879094856, "revenue_cagr_3y": 0.051103531501594635, "revenue_cagr_5y": 0.16658079705998197, "earnings_cagr_3y": 0.27131552840801687, "quarterly_revenue_growth_yoy": 0.059563689843941496, "quarterly_earnings_growth_yoy": 0.16408163265306122, "revenue_growth_qoq": 0.013441700531416068, "gross_margin": 0.29433991363355955, "operating_margin": 0.2153763109191857, "net_margin": 0.10996298581122764, "roa_ttm": 0.02603256091275656, "roe_ttm": 0.08144166930129623, "debt_to_ebitda": 5.416129456650441, "net_debt_to_ebitda": 5.403674955049774, "interest_coverage": 18.52396425670187, "debt_to_equity": 1.3015491621877964, "current_ratio": 0.5187802907915994, "quick_ratio": 0.30988922224786525, "fcf_to_ebitda": -0.1183177652063325, "capex_to_revenue": 0.3657282535401214, "working_capital_to_revenue": -0.2812036412677006, "capital_efficiency": 0.0537371151070264, "financial_health": -1.063138585066157, "margin_quality": 0.20655973678799097, "growth_momentum": 0.11182266124850136, "company_age_years": 4.82135523613963, "ebitda": 2280300000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 10.242050290135397, "revenue_cagr_3y": -0.12881173570926707, "revenue_cagr_5y": -0.09445151188095613, "earnings_cagr_3y": 0.19672460706295003, "quarterly_revenue_growth_yoy": 0.1499892864795372, "quarterly_earnings_growth_yoy": 0.42824074074074076, "revenue_growth_qoq": -0.10250836120401338, "gross_margin": 0.4317123160052171, "operating_margin": 0.20346562325321407, "net_margin": 0.11496180361468232, "roa_ttm": 0.022865614200439838, "roe_ttm": 0.09042904290429044, "debt_to_ebitda": 5.6747904577691815, "net_debt_to_ebitda": 5.617408123791103, "interest_coverage": 17.1570796460177, "debt_to_equity": 1.708716754028344, "current_ratio": 0.8167861832138168, "quick_ratio": 0.7358852641147359, "fcf_to_ebitda": -0.3488072211476467, "capex_to_revenue": 0.34094256259204714, "working_capital_to_revenue": -0.08348674521354933, "capital_efficiency": 0.05664732855236514, "financial_health": -1.5519114209405638, "margin_quality": 0.2500465809577045, "growth_momentum": 0.28911501361013897, "company_age_years": 43.99452429842574, "ebitda": 7755000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 9.799179750080102, "revenue_cagr_3y": -0.02232679217567246, "revenue_cagr_5y": 0.0908803748816025, "earnings_cagr_3y": 0.03120032375255577, "quarterly_revenue_growth_yoy": -0.04263356718834323, "quarterly_earnings_growth_yoy": 3.917525773195876, "revenue_growth_qoq": -0.17908375751966682, "gross_margin": 0.39158211198797443, "operating_margin": 0.12927470875610672, "net_margin": 0.08962795941375423, "roa_ttm": 0.023242761398527517, "roe_ttm": 0.07088378181085911, "debt_to_ebitda": 4.608992844173876, "net_debt_to_ebitda": 4.568087151553989, "interest_coverage": 23.118518518518517, "debt_to_equity": 1.0862637500943941, "current_ratio": 0.73, "quick_ratio": 0.4014035087719298, "fcf_to_ebitda": -0.009612303748798462, "capex_to_revenue": 0.28841809113772965, "working_capital_to_revenue": -0.1312076388592864, "capital_efficiency": 0.04706327160469331, "financial_health": -0.9406553342977721, "margin_quality": 0.20349492671927846, "growth_momentum": 1.9374461030037664, "company_age_years": 32.73648186173853, "ebitda": 9363000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 10.289248747913188, "revenue_cagr_3y": -0.08595514794514447, "revenue_cagr_5y": -0.044109580873399, "earnings_cagr_3y": 0.8337923552186468, "quarterly_revenue_growth_yoy": -0.16216216216216217, "quarterly_earnings_growth_yoy": 5.678048780487805, "revenue_growth_qoq": -0.13538640325392215, "gross_margin": 0.6394489247311828, "operating_margin": 0.19489247311827956, "net_margin": 0.46001344086021506, "roa_ttm": -0.014434849851785024, "roe_ttm": -0.0759322033898305, "debt_to_ebitda": 1.3806343906510852, "net_debt_to_ebitda": 1.2426265998887034, "interest_coverage": 7.304878048780488, "debt_to_equity": 0.33640677966101695, "current_ratio": 0.4556762092793682, "quick_ratio": 0.40177690029615004, "fcf_to_ebitda": -0.2815804117974402, "capex_to_revenue": 0.20117550777471915, "working_capital_to_revenue": -0.20511866676586563, "capital_efficiency": -0.04518352662080777, "financial_health": -0.01042098295910053, "margin_quality": 0.43145161290322576, "growth_momentum": 2.757943309162821, "company_age_years": 20.386036960985628, "ebitda": 1797000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 11.92830770818285, "revenue_cagr_3y": -0.03804010512837053, "revenue_cagr_5y": -0.021298635479962913, "earnings_cagr_3y": -0.15125955237613165, "quarterly_revenue_growth_yoy": -0.07678780773739742, "quarterly_earnings_growth_yoy": -0.35283363802559414, "revenue_growth_qoq": -0.3745035742652899, "gross_margin": 0.39724867724867724, "operating_margin": 0.1487830687830688, "net_margin": 0.07492063492063492, "roa_ttm": 0.039331295411046505, "roe_ttm": 0.10474695011474816, "debt_to_ebitda": 3.41265091321845, "net_debt_to_ebitda": 2.709421112372304, "interest_coverage": 25.236979166666668, "debt_to_equity": 0.7989370696944076, "current_ratio": 0.6538987688098495, "quick_ratio": 0.445812433500532, "fcf_to_ebitda": 0.0474667217005469, "capex_to_revenue": 0.2847732568560674, "working_capital_to_revenue": -0.10203441476967198, "capital_efficiency": 0.07203912276289734, "financial_health": -0.710062678007415, "margin_quality": 0.20698412698412702, "growth_momentum": -0.21481072288149577, "company_age_years": 32.002737850787135, "ebitda": 969100000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 10.2533626097867, "revenue_cagr_3y": -0.0043649617184166045, "revenue_cagr_5y": 0.032781120826820054, "earnings_cagr_3y": -0.009740878885404092, "quarterly_revenue_growth_yoy": 0.001985440105890139, "quarterly_earnings_growth_yoy": 0.04861111111111111, "revenue_growth_qoq": -0.17018361194847903, "gross_margin": 0.45970937912813736, "operating_margin": 0.14828269484808454, "net_margin": 0.09973579920739763, "roa_ttm": 0.027308728487935578, "roe_ttm": 0.10331959451932717, "debt_to_ebitda": 5.305251837246819, "net_debt_to_ebitda": 5.018820577164367, "interest_coverage": 18.41254125412541, "debt_to_equity": 1.6485462849504289, "current_ratio": 0.9659322033898305, "quick_ratio": 0.8605084745762712, "fcf_to_ebitda": -0.2708370675748342, "capex_to_revenue": 0.4805892170379508, "working_capital_to_revenue": -0.01458529859952108, "capital_efficiency": 0.06531416150363137, "financial_health": -1.520197592223154, "margin_quality": 0.2359092910612065, "growth_momentum": 0.025298275608500627, "company_age_years": 38.76522929500342, "ebitda": 5579000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 11.059692226054656, "revenue_cagr_3y": -0.04491419355223181, "revenue_cagr_5y": -0.026859136445332776, "earnings_cagr_3y": -0.07959762995674502, "quarterly_revenue_growth_yoy": -0.05485232067510549, "quarterly_earnings_growth_yoy": 1.4678899082568808, "revenue_growth_qoq": -0.28459900638750885, "gross_margin": 0.3427579365079365, "operating_margin": 0.20386904761904762, "net_margin": 0.13343253968253968, "roa_ttm": 0.04983183471755096, "roe_ttm": 0.15383528746998162, "debt_to_ebitda": 3.802069514460069, "net_debt_to_ebitda": 3.7768638896258953, "interest_coverage": 33.95495495495496, "debt_to_equity": 1.0121486085605311, "current_ratio": 0.7080584354382657, "quick_ratio": 0.5214420358152686, "fcf_to_ebitda": -0.32050941894401697, "capex_to_revenue": 0.47275100620036986, "working_capital_to_revenue": -0.1347764603502665, "capital_efficiency": 0.10183356109376629, "financial_health": -0.8814258135680914, "margin_quality": 0.22668650793650794, "growth_momentum": 0.7065187937908877, "company_age_years": 38.49144421629021, "ebitda": 3769000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 10.609646989024029, "revenue_cagr_3y": 0.08161061281995097, "revenue_cagr_5y": 0.03625345553125925, "earnings_cagr_3y": 0.10338468506859155, "quarterly_revenue_growth_yoy": -0.10667823070251518, "quarterly_earnings_growth_yoy": 0.08830022075055188, "revenue_growth_qoq": 0.17045454545454544, "gross_margin": 0.5485436893203883, "operating_margin": 0.2980582524271845, "net_margin": 0.23932038834951455, "roa_ttm": 0.029243162706128943, "roe_ttm": 0.10486280901928824, "debt_to_ebitda": 4.751705725304064, "net_debt_to_ebitda": 4.749332542272323, "interest_coverage": 22.17763157894737, "debt_to_equity": 1.4505116363307073, "current_ratio": 0.5187951207368683, "quick_ratio": 0.32959920338561116, "fcf_to_ebitda": -0.25511717591219224, "capex_to_revenue": 0.44841069626639757, "working_capital_to_revenue": -0.2438193743693239, "capital_efficiency": 0.0670529858627086, "financial_health": -1.2520844910415267, "margin_quality": 0.3619741100323624, "growth_momentum": -0.00918900497598165, "company_age_years": 25.741273100616016, "ebitda": 3371000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 9.463461753731343, "revenue_cagr_3y": -0.018430007200147314, "revenue_cagr_5y": -0.013875998932064593, "earnings_cagr_3y": 0.015803964807241666, "quarterly_revenue_growth_yoy": 0.18171765573166238, "quarterly_earnings_growth_yoy": -0.08048289738430583, "revenue_growth_qoq": 0.21393411586520258, "gross_margin": 0.7208359326263256, "operating_margin": 0.29819089207735494, "net_margin": 0.14254522769806613, "roa_ttm": 0.024895422978516022, "roe_ttm": 0.08118130049000133, "debt_to_ebitda": 3.659981343283582, "net_debt_to_ebitda": 3.6438899253731343, "interest_coverage": 23.17837837837838, "debt_to_equity": 1.0392001059462324, "current_ratio": 0.7908045977011494, "quick_ratio": 0.7047254150702427, "fcf_to_ebitda": -0.06366604477611941, "capex_to_revenue": 0.29515274949083503, "working_capital_to_revenue": -0.06672097759674134, "capital_efficiency": 0.053038361734258674, "financial_health": -0.968735276748362, "margin_quality": 0.3871906841339156, "growth_momentum": 0.05061737917367827, "company_age_years": 47.742642026009584, "ebitda": 4288000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 10.641570861755488, "revenue_cagr_3y": 0.01398482000659973, "revenue_cagr_5y": 0.034027726026398586, "earnings_cagr_3y": 0.08643382172859448, "quarterly_revenue_growth_yoy": -0.03614886079548821, "quarterly_earnings_growth_yoy": 0.2864848960376618, "revenue_growth_qoq": 0.04301557792166164, "gross_margin": 0.5810431117745193, "operating_margin": 0.24903152164369127, "net_margin": 0.11517253490209851, "roa_ttm": 0.028367983740278303, "roe_ttm": 0.0834923557562667, "debt_to_ebitda": 3.607546989258459, "net_debt_to_ebitda": 3.604087088619708, "interest_coverage": 24.812841631421435, "debt_to_equity": 0.9857628854466565, "current_ratio": 0.6290699699143243, "quick_ratio": 0.3484751842060911, "fcf_to_ebitda": 0.00704739196657124, "capex_to_revenue": 0.3010303933002079, "working_capital_to_revenue": -0.16340670118676334, "capital_efficiency": 0.0559301697482725, "financial_health": -0.8577946410557072, "margin_quality": 0.31508238944010303, "growth_momentum": 0.1251680176210868, "company_age_years": 0, "ebitda": 1003208000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 11.223528218463622, "revenue_cagr_3y": -0.17604178940062754, "revenue_cagr_5y": -0.11049500326736694, "earnings_cagr_3y": -0.17630186189994912, "quarterly_revenue_growth_yoy": -0.5154692691029901, "quarterly_earnings_growth_yoy": 0.10485933503836317, "revenue_growth_qoq": -0.03673890608875129, "gross_margin": 0.4053996143132633, "operating_margin": 0.15191772016284552, "net_margin": 0.09256481679880009, "roa_ttm": 0.02275849772939412, "roe_ttm": 0.08769802780472033, "debt_to_ebitda": 5.426094025199838, "net_debt_to_ebitda": 5.3709524454680935, "interest_coverage": 19.221354166666668, "debt_to_equity": 1.6185741998060135, "current_ratio": 0.691358024691358, "quick_ratio": 0.6202054471774574, "fcf_to_ebitda": -0.30849478390462, "capex_to_revenue": 0.3746199811300975, "working_capital_to_revenue": -0.17166369640423523, "capital_efficiency": 0.055228262767057223, "financial_health": -1.4369697506894346, "margin_quality": 0.216627383758303, "growth_momentum": -0.20530496703231343, "company_age_years": 42.99520876112252, "ebitda": 7381000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 12.057899087393466, "revenue_cagr_3y": 0.041822575932915385, "revenue_cagr_5y": 0.1655761553304298, "earnings_cagr_3y": -0.5103864048414803, "quarterly_revenue_growth_yoy": 0.140361821584529, "quarterly_earnings_growth_yoy": -0.8595505617977528, "revenue_growth_qoq": -0.32973652506416634, "gross_margin": 0.17708658955923726, "operating_margin": 0.10268834010628321, "net_margin": 0.005861206627070959, "roa_ttm": 0.025523992960301663, "roe_ttm": 0.07936775730991069, "debt_to_ebitda": 5.48566610455312, "net_debt_to_ebitda": 5.4741807574859855, "interest_coverage": 19.838155515370705, "debt_to_equity": 1.269135464006664, "current_ratio": 0.5272196462304654, "quick_ratio": 0.33462132921174653, "fcf_to_ebitda": -0.16617291828084407, "capex_to_revenue": 0.3697666877165435, "working_capital_to_revenue": -0.28192043146558343, "capital_efficiency": 0.05244587513510618, "financial_health": -1.0436428709474994, "margin_quality": 0.09521204543086381, "growth_momentum": -0.3595943701066119, "company_age_years": 4.574948665297741, "ebitda": 2194100000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 11.116195652688608, "revenue_cagr_3y": 0.006771127808955502, "revenue_cagr_5y": 0.003071465547805685, "earnings_cagr_3y": 0.058878406878751566, "quarterly_revenue_growth_yoy": -0.06091871353607237, "quarterly_earnings_growth_yoy": -0.008685383413965183, "revenue_growth_qoq": 0.36950618803198615, "gross_margin": 0.5100349600726243, "operating_margin": 0.3386751786843491, "net_margin": 0.2622433735000466, "roa_ttm": 0.027229666866656878, "roe_ttm": 0.09012157403308609, "debt_to_ebitda": 3.7330840367910825, "net_debt_to_ebitda": 3.7128904757040724, "interest_coverage": 27.37833132697472, "debt_to_equity": 0.9938634882775229, "current_ratio": 0.7141376124471087, "quick_ratio": 0.5172403144548655, "fcf_to_ebitda": 0.009839050851218263, "capex_to_revenue": 0.31980178758875677, "working_capital_to_revenue": -0.12751370883904561, "capital_efficiency": 0.058675620449871485, "financial_health": -0.896141854367544, "margin_quality": 0.37031783741900665, "growth_momentum": -0.034802048475018776, "company_age_years": 35.19780971937029, "ebitda": 1478293000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 10.413456507435189, "revenue_cagr_3y": 0.018418495138214475, "revenue_cagr_5y": 0.01999020978952104, "earnings_cagr_3y": -0.2292517710267079, "quarterly_revenue_growth_yoy": -0.03860711582134747, "quarterly_earnings_growth_yoy": -0.7904884318766067, "revenue_growth_qoq": 0.20341124447252054, "gross_margin": 0.48661417322834644, "operating_margin": 0.27165354330708663, "net_margin": 0.04278215223097113, "roa_ttm": 0.015904778984925858, "roe_ttm": 0.060118452975595836, "debt_to_ebitda": 5.51243584682195, "net_debt_to_ebitda": 5.494407158836689, "interest_coverage": 41.98342541436464, "debt_to_equity": 1.4945411731126017, "current_ratio": 1.1408034022095872, "quick_ratio": 1.0653168769934822, "fcf_to_ebitda": -0.4349256481115936, "capex_to_revenue": 0.6036013187927973, "working_capital_to_revenue": 0.19312706061374588, "capital_efficiency": 0.03801161598026084, "financial_health": -1.1781345669396657, "margin_quality": 0.26701662292213474, "growth_momentum": -0.41454777384897706, "company_age_years": 38.98973305954826, "ebitda": 7599000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 10.737668613463638, "revenue_cagr_3y": -0.016998890291174185, "revenue_cagr_5y": -0.008248030879809187, "earnings_cagr_3y": 0.05918067077562572, "quarterly_revenue_growth_yoy": -0.10740122140633164, "quarterly_earnings_growth_yoy": -0.1355000059974331, "revenue_growth_qoq": 0.1741603986334112, "gross_margin": 0.45973035108642774, "operating_margin": 0.2260940470453743, "net_margin": 0.1657789927786167, "roa_ttm": 0.02769791099318902, "roe_ttm": 0.09614819423673791, "debt_to_ebitda": 3.7296407788601167, "net_debt_to_ebitda": 3.7285490179451575, "interest_coverage": 28.496498083857205, "debt_to_equity": 1.0758196227917871, "current_ratio": 0.5410773813876245, "quick_ratio": 0.3751712949397699, "fcf_to_ebitda": 0.12431698695186712, "capex_to_revenue": 0.28604701520811593, "working_capital_to_revenue": -0.24003526264424158, "capital_efficiency": 0.06192305261496347, "financial_health": -0.9337533765134498, "margin_quality": 0.2838677969701396, "growth_momentum": -0.12145061370188237, "company_age_years": 34.945927446954144, "ebitda": 1509488000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 9.25680459141842, "revenue_cagr_3y": 0.09381324179408379, "revenue_cagr_5y": 0.08525929463737869, "earnings_cagr_3y": -0.018726109899559584, "quarterly_revenue_growth_yoy": 0.16697022295563085, "quarterly_earnings_growth_yoy": 0.9107375566035082, "revenue_growth_qoq": 0.3754097878349753, "gross_margin": 0.4580280734671053, "operating_margin": 0.23968559061386072, "net_margin": 0.15569590082154694, "roa_ttm": 0.024079019093713, "roe_ttm": 0.09963679769523753, "debt_to_ebitda": 4.861661706336769, "net_debt_to_ebitda": 4.859652333945957, "interest_coverage": 20.378672525675746, "debt_to_equity": 1.5608903616550844, "current_ratio": 0.658285090346347, "quick_ratio": 0.48185810906342624, "fcf_to_ebitda": -0.3373248318209969, "capex_to_revenue": 0.40488429642381174, "working_capital_to_revenue": -0.21746759074927624, "capital_efficiency": 0.06185790839447527, "financial_health": -1.2969049052978334, "margin_quality": 0.2844698549675043, "growth_momentum": 0.5388538897795695, "company_age_years": 39.94798083504449, "ebitda": 1994155000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 12.167546378786291, "revenue_cagr_3y": -0.024777068937598568, "revenue_cagr_5y": 0.08163165704270181, "earnings_cagr_3y": 0.0653466398427851, "quarterly_revenue_growth_yoy": 0.17776006377042647, "quarterly_earnings_growth_yoy": 0.30619266055045874, "revenue_growth_qoq": 0.15497361735391832, "gross_margin": 0.47681895093062604, "operating_margin": 0.2703891708967851, "net_margin": 0.19272419627749576, "roa_ttm": 0.027122726148987582, "roe_ttm": 0.11820109130087235, "debt_to_ebitda": 5.408028508542081, "net_debt_to_ebitda": 5.2225133633791, "interest_coverage": 21.202222222222222, "debt_to_equity": 1.7932784207416674, "current_ratio": 0.8172794752287244, "quick_ratio": 0.6278266873813223, "fcf_to_ebitda": -0.05397757048527408, "capex_to_revenue": 0.35543330041848875, "working_capital_to_revenue": -0.09954389429632764, "capital_efficiency": 0.07266190872492996, "financial_health": -1.6098721458195102, "margin_quality": 0.3133107727016356, "growth_momentum": 0.2419763621604426, "company_age_years": 39.24709103353867, "ebitda": 9541000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 11.37995642701525, "revenue_cagr_3y": -0.07529849965083724, "revenue_cagr_5y": -0.015282694501882355, "earnings_cagr_3y": 0.11326819588712733, "quarterly_revenue_growth_yoy": 0.07829839704069051, "quarterly_earnings_growth_yoy": 0.8016528925619835, "revenue_growth_qoq": 0.004018369690011481, "gross_margin": 0.4322469982847341, "operating_margin": 0.15894797026872498, "net_margin": 0.12464265294453973, "roa_ttm": 0.027771797631862216, "roe_ttm": 0.11641285956006768, "debt_to_ebitda": 5.988380537400145, "net_debt_to_ebitda": 5.940087145969499, "interest_coverage": 23.142857142857142, "debt_to_equity": 1.860349689791314, "current_ratio": 1.7102285333925005, "quick_ratio": 1.5786554248946083, "fcf_to_ebitda": -1.0225127087872186, "capex_to_revenue": 0.3528175976272862, "working_capital_to_revenue": 0.39557587740978745, "capital_efficiency": 0.07209232859596496, "financial_health": -1.7329127044405468, "margin_quality": 0.23861254049933292, "growth_momentum": 0.439975644801337, "company_age_years": 51.742642026009584, "ebitda": 2754000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 9.03808699511762, "revenue_cagr_3y": -0.0473075731858732, "revenue_cagr_5y": 0.055873580198617656, "earnings_cagr_3y": 0.01245679651867726, "quarterly_revenue_growth_yoy": 0.3785282258064516, "quarterly_earnings_growth_yoy": 0.24675324675324675, "revenue_growth_qoq": 0.3142719846227775, "gross_margin": 0.22413162705667275, "operating_margin": 0.10639853747714809, "net_margin": 0.07020109689213894, "roa_ttm": 0.02143085130636998, "roe_ttm": 0.13288097257562906, "debt_to_ebitda": 3.85219707057257, "net_debt_to_ebitda": 3.7394584997780735, "interest_coverage": 22.989795918367346, "debt_to_equity": 2.4537743850720948, "current_ratio": 1.0961392884178653, "quick_ratio": 0.9765329295987888, "fcf_to_ebitda": 0.09720372836218376, "capex_to_revenue": 0.16837782340862423, "working_capital_to_revenue": 0.030680033820509725, "capital_efficiency": 0.07715591194099952, "financial_health": -2.219687658159674, "margin_quality": 0.1335770871419866, "growth_momentum": 0.3126407362798492, "company_age_years": 47.24161533196441, "ebitda": 2253000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 10.390583533378855, "revenue_cagr_3y": 0.013933745773994088, "revenue_cagr_5y": 0.021752039970804438, "earnings_cagr_3y": 0.07110353127800173, "quarterly_revenue_growth_yoy": 0.11871774736369756, "quarterly_earnings_growth_yoy": 0.4090666666666667, "revenue_growth_qoq": -0.01966133352994667, "gross_margin": 0.25365388954348317, "operating_margin": 0.18265687282208126, "net_margin": 0.13246759758329363, "roa_ttm": 0.028835009967085438, "roe_ttm": 0.10298948312974368, "debt_to_ebitda": 4.366777220084068, "net_debt_to_ebitda": 4.329319121011652, "interest_coverage": 23.289136720363487, "debt_to_equity": 1.3150734685375194, "current_ratio": 0.5045207158076018, "quick_ratio": 0.40344214698122166, "fcf_to_ebitda": -0.3436142099569019, "capex_to_revenue": 0.4073500554827627, "working_capital_to_revenue": -0.28137597251565744, "capital_efficiency": 0.06591224654841456, "financial_health": -1.0517654451806175, "margin_quality": 0.18959278664961934, "growth_momentum": 0.2638922070151821, "company_age_years": 48.49007529089665, "ebitda": 5638300000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 11.204646851539758, "revenue_cagr_3y": 0.05952225366185404, "revenue_cagr_5y": 0.0381887747660945, "earnings_cagr_3y": -0.013473143904291107, "quarterly_revenue_growth_yoy": 0.003263052208835341, "quarterly_earnings_growth_yoy": -0.11394196744515216, "revenue_growth_qoq": 0.21526299787169353, "gross_margin": 0.49261946459844885, "operating_margin": 0.26407305479109333, "net_margin": 0.156617463097323, "roa_ttm": 0.007280856701258556, "roe_ttm": 0.02691507162388279, "debt_to_ebitda": 6.016623257239161, "net_debt_to_ebitda": 5.991803278688525, "interest_coverage": 16.8656330749354, "debt_to_equity": 1.602681304330082, "current_ratio": 0.7603729603729604, "quick_ratio": 0.5203962703962703, "fcf_to_ebitda": -0.5179255400643481, "capex_to_revenue": 0.5071749032501113, "working_capital_to_revenue": -0.1408267406418028, "capital_efficiency": 0.017097964162570672, "financial_health": -1.4542169128185753, "margin_quality": 0.30443666082895504, "growth_momentum": -0.05533945761815841, "company_age_years": 40.48459958932238, "ebitda": 13054000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 10.412565796372025, "revenue_cagr_3y": 0.013332786648452055, "revenue_cagr_5y": 0.10291159130704153, "earnings_cagr_3y": 0.054122790369697915, "quarterly_revenue_growth_yoy": -0.0021594940613913313, "quarterly_earnings_growth_yoy": 0.26180257510729615, "revenue_growth_qoq": 0.2409361212353731, "gross_margin": 0.47596228165095067, "operating_margin": 0.302055959189983, "net_margin": 0.1817900757458649, "roa_ttm": 0.022022423391885013, "roe_ttm": 0.07053767689989873, "debt_to_ebitda": 5.261193247352417, "net_debt_to_ebitda": 4.613295585613924, "interest_coverage": 20.732608695652175, "debt_to_equity": 1.2392501667119464, "current_ratio": 1.1207353428287512, "quick_ratio": 0.8432427956276913, "fcf_to_ebitda": -0.05169340463458111, "capex_to_revenue": 0.32911844868415174, "working_capital_to_revenue": 0.0651445422456548, "capital_efficiency": 0.04628005014589187, "financial_health": -1.0381799275520625, "margin_quality": 0.31993610552893287, "growth_momentum": 0.12982154052295242, "company_age_years": 33.48665297741273, "ebitda": 9537000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 9.302342627586015, "revenue_cagr_3y": -0.0001558041814226918, "revenue_cagr_5y": 0.027366596138592714, "earnings_cagr_3y": -0.025808926864230974, "quarterly_revenue_growth_yoy": 0.027784264939684365, "quarterly_earnings_growth_yoy": -0.01296968316219427, "revenue_growth_qoq": 0.3517994822547466, "gross_margin": 0.43507713618398197, "operating_margin": 0.2531674885349915, "net_margin": 0.13251998592955602, "roa_ttm": 0.02728656088898814, "roe_ttm": 0.09246874991821634, "debt_to_ebitda": 2.978328574228045, "net_debt_to_ebitda": 2.948206237227401, "interest_coverage": 30.050475309161268, "debt_to_equity": 0.9280929707925469, "current_ratio": 0.6515781742038114, "quick_ratio": 0.4632983529742774, "fcf_to_ebitda": -0.10788681727835167, "capex_to_revenue": 0.3620565508373611, "working_capital_to_revenue": -0.14609670582850298, "capital_efficiency": 0.05987765540360224, "financial_health": -0.8473080191153854, "margin_quality": 0.27358820354950986, "growth_momentum": 0.007407290888745048, "company_age_years": 31.94798083504449, "ebitda": 1428840000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 12.631871072369755, "revenue_cagr_3y": 0.005126694448702729, "revenue_cagr_5y": 0.0001854353885233362, "earnings_cagr_3y": 0.10970956181298575, "quarterly_revenue_growth_yoy": 0.08099599313108186, "quarterly_earnings_growth_yoy": 0.22330570453437348, "revenue_growth_qoq": 0.4705080786451236, "gross_margin": 0.5184008472332539, "operating_margin": 0.36311887741593857, "net_margin": 0.33214191157002915, "roa_ttm": 0.040861806075588473, "roe_ttm": 0.1081888108547131, "debt_to_ebitda": 3.4091830529089804, "net_debt_to_ebitda": 3.3958037705250357, "interest_coverage": 24.54228855721393, "debt_to_equity": 0.8034733170894846, "current_ratio": 0.7882572494975596, "quick_ratio": 0.5914441573356302, "fcf_to_ebitda": 0.021386580174336103, "capex_to_revenue": 0.28019727861200405, "working_capital_to_revenue": -0.06495222158615527, "capital_efficiency": 0.07452530846515079, "financial_health": -0.7619594131096361, "margin_quality": 0.40455387873974047, "growth_momentum": 0.15215084883272767, "company_age_years": 31.750855578370977, "ebitda": 986600000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 10.559166472098996, "revenue_cagr_3y": -0.006188277283454946, "revenue_cagr_5y": -0.0464980799966308, "earnings_cagr_3y": 0.45719027060661466, "quarterly_revenue_growth_yoy": 0.048482459597950334, "quarterly_earnings_growth_yoy": 0.7644628099173554, "revenue_growth_qoq": -0.14852752880921896, "gross_margin": 0.6703007518796993, "operating_margin": 0.08421052631578947, "net_margin": 0.16052631578947368, "roa_ttm": 0.028240007043493574, "roe_ttm": 0.1478962536023055, "debt_to_ebitda": 5.569460658416998, "net_debt_to_ebitda": 5.228111137053467, "interest_coverage": 16.162264150943397, "debt_to_equity": 2.7497406340057635, "current_ratio": 0.733016304347826, "quick_ratio": 0.6741394927536232, "fcf_to_ebitda": 0.08545412094326407, "capex_to_revenue": 0.21963708228530363, "working_capital_to_revenue": -0.10591088753144089, "capital_efficiency": 0.08806813032289953, "financial_health": -2.5324309897478603, "margin_quality": 0.3050125313283208, "growth_momentum": 0.40647263475765283, "company_age_years": 24.139630390143736, "ebitda": 4283000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 12.334407874179773, "revenue_cagr_3y": 0.042003790417550535, "revenue_cagr_5y": -0.02649185225936057, "earnings_cagr_3y": 0.2317997797921918, "quarterly_revenue_growth_yoy": -0.005480008118530546, "quarterly_earnings_growth_yoy": -0.14363636363636365, "revenue_growth_qoq": -0.04259476357952325, "gross_margin": 0.32326530612244897, "operating_margin": 0.10142857142857142, "net_margin": 0.09612244897959184, "roa_ttm": 0.038804638715432646, "roe_ttm": 0.10502489814395655, "debt_to_ebitda": 3.399333402770545, "net_debt_to_ebitda": 3.3692323716279553, "interest_coverage": 26.969101123595507, "debt_to_equity": 0.8208088124339822, "current_ratio": 0.5135715901379778, "quick_ratio": 0.3313729925356254, "fcf_to_ebitda": 0.2332048744922404, "capex_to_revenue": 0.25979008643499735, "working_capital_to_revenue": -0.18967189980596225, "capital_efficiency": 0.0719147684296946, "financial_health": -0.7259750558755012, "margin_quality": 0.17360544217687077, "growth_momentum": -0.0745581858774471, "company_age_years": 31.249828884325805, "ebitda": 960100000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 12.428437695620962, "revenue_cagr_3y": 0.18809603811698516, "revenue_cagr_5y": 0.02581908566244251, "earnings_cagr_3y": -0.19873095519276196, "quarterly_revenue_growth_yoy": 0.3552188552188552, "quarterly_earnings_growth_yoy": 0.04395604395604396, "revenue_growth_qoq": 0.05458515283842795, "gross_margin": 0.3813664596273292, "operating_margin": 0.2062111801242236, "net_margin": 0.11801242236024845, "roa_ttm": 0.020051172262545037, "roe_ttm": 0.05472814081094563, "debt_to_ebitda": 5.235104091888012, "net_debt_to_ebitda": 5.0699928212491026, "interest_coverage": 16.98780487804878, "debt_to_equity": 1.0393358512078672, "current_ratio": 1.225, "quick_ratio": 1.05, "fcf_to_ebitda": -0.20423546302943288, "capex_to_revenue": 0.2609256004686585, "working_capital_to_revenue": 0.06537785588752197, "capital_efficiency": 0.037389656536745336, "financial_health": -1.0199149320866314, "margin_quality": 0.2351966873706004, "growth_momentum": 0.1995874495874496, "company_age_years": 37.97672826830938, "ebitda": 2786000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 10.088853808228444, "revenue_cagr_3y": 0.09293162858407378, "revenue_cagr_5y": 0.0525041556047523, "earnings_cagr_3y": 0.0475897706749866, "quarterly_revenue_growth_yoy": 0.11421954715753968, "quarterly_earnings_growth_yoy": 0.22029504238093195, "revenue_growth_qoq": 0.46006474084494736, "gross_margin": 0.47212074548208866, "operating_margin": 0.3152252559747802, "net_margin": 0.24314566428882395, "roa_ttm": 0.01954570162605825, "roe_ttm": 0.07491946660893832, "debt_to_ebitda": 5.206673255952953, "net_debt_to_ebitda": 5.197863438499509, "interest_coverage": 19.52816652812098, "debt_to_equity": 1.4006888183494557, "current_ratio": 1.098354859064126, "quick_ratio": 0.8474690881970715, "fcf_to_ebitda": -0.4091958446677804, "capex_to_revenue": 0.3702285938675754, "working_capital_to_revenue": 0.04107065082839899, "capital_efficiency": 0.04723258411749828, "financial_health": -1.280130780037992, "margin_quality": 0.34349722191523097, "growth_momentum": 0.16725729476923581, "company_age_years": 39.19780971937029, "ebitda": 1714905000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 11.843125, "revenue_cagr_3y": 0.05330783128645611, "revenue_cagr_5y": 0.026001266047148475, "earnings_cagr_3y": 0.0011600938476701295, "quarterly_revenue_growth_yoy": -0.11740654205607477, "quarterly_earnings_growth_yoy": -0.12195121951219512, "revenue_growth_qoq": -0.2593137254901961, "gross_margin": 0.3914626075446724, "operating_margin": 0.13831899404367967, "net_margin": 0.09530112508272667, "roa_ttm": 0.02812287132245613, "roe_ttm": 0.10251862362539908, "debt_to_ebitda": 5.1099683544303796, "net_debt_to_ebitda": 5.05557753164557, "interest_coverage": 19.75, "debt_to_equity": 1.5274920184462575, "current_ratio": 0.803096922194609, "quick_ratio": 0.6836168992544447, "fcf_to_ebitda": -0.15783227848101267, "capex_to_revenue": 0.34107763995537177, "working_capital_to_revenue": -0.06759860864999671, "capital_efficiency": 0.0653207474739276, "financial_health": -1.4153696405710976, "margin_quality": 0.2083609088903596, "growth_momentum": -0.11967888078413494, "company_age_years": 37.76317590691308, "ebitda": 5056000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 10.320400112707805, "revenue_cagr_3y": 0.04773081216248154, "revenue_cagr_5y": 0.04188200803431319, "earnings_cagr_3y": 0.07444813654036131, "quarterly_revenue_growth_yoy": -0.03806818181818182, "quarterly_earnings_growth_yoy": 0.08860759493670886, "revenue_growth_qoq": -0.06773127753303965, "gross_margin": 0.5126993502658004, "operating_margin": 0.2132309509746013, "net_margin": 0.15239220318960425, "roa_ttm": 0.02763736004157415, "roe_ttm": 0.10139526822081636, "debt_to_ebitda": 5.007044237813469, "net_debt_to_ebitda": 5.001690617075233, "interest_coverage": 21.509090909090908, "debt_to_equity": 1.5399948002426553, "current_ratio": 0.673246279987853, "quick_ratio": 0.4485271788642575, "fcf_to_ebitda": -0.37362637362637363, "capex_to_revenue": 0.5326283567552526, "working_capital_to_revenue": -0.14971476276610546, "capital_efficiency": 0.06451631413119525, "financial_health": -1.4104186810205988, "margin_quality": 0.2927741681433353, "growth_momentum": 0.02526970655926352, "company_age_years": 26.491444216290212, "ebitda": 3549000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 10.331298691253926, "revenue_cagr_3y": -0.010325542519764142, "revenue_cagr_5y": 0.0050047310158352065, "earnings_cagr_3y": -0.00010499416682163698, "quarterly_revenue_growth_yoy": -0.006077210995517535, "quarterly_earnings_growth_yoy": -0.0006905972142527078, "revenue_growth_qoq": -0.09826737842918068, "gross_margin": 0.3794229171441955, "operating_margin": 0.17264282762678865, "net_margin": 0.0787227548543932, "roa_ttm": 0.02718639000840817, "roe_ttm": 0.10030660178598157, "debt_to_ebitda": 3.9822562166904425, "net_debt_to_ebitda": 3.960836741947977, "interest_coverage": 23.929062044819798, "debt_to_equity": 1.3324995277084264, "current_ratio": 0.7711937179673287, "quick_ratio": 0.6209576198365209, "fcf_to_ebitda": -0.1924393674259019, "capex_to_revenue": 0.334452695680063, "working_capital_to_revenue": -0.07415316488981913, "capital_efficiency": 0.06374649589719487, "financial_health": -1.2224437061675422, "margin_quality": 0.2102628332084591, "growth_momentum": -0.0033839041048851215, "company_age_years": 30.765229295003422, "ebitda": 3581367000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 10.058229062080109, "revenue_cagr_3y": -0.005002583922330661, "revenue_cagr_5y": 0.03062703774635711, "earnings_cagr_3y": 0.05166006389123923, "quarterly_revenue_growth_yoy": 0.058063907059986423, "quarterly_earnings_growth_yoy": 0.15348459056378466, "revenue_growth_qoq": -0.1021724372029871, "gross_margin": 0.39017013232514175, "operating_margin": 0.17379659735349717, "net_margin": 0.08582230623818525, "roa_ttm": 0.027502264698046192, "roe_ttm": 0.10350228869416996, "debt_to_ebitda": 3.9997872837829367, "net_debt_to_ebitda": 3.9838252460863988, "interest_coverage": 24.338601265822785, "debt_to_equity": 1.3828071262155386, "current_ratio": 0.7468900242338589, "quick_ratio": 0.6000226515049704, "fcf_to_ebitda": -0.10002212976781427, "capex_to_revenue": 0.29023915878785883, "working_capital_to_revenue": -0.08175831569926231, "capital_efficiency": 0.06550227669610807, "financial_health": -1.2654253932904957, "margin_quality": 0.21659634530560803, "growth_momentum": 0.10577424881188555, "company_age_years": 31.76454483230664, "ebitda": 3845499000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 11.617842911877394, "revenue_cagr_3y": 0.05311769497393293, "revenue_cagr_5y": 0.03629565119717437, "earnings_cagr_3y": 0.12402750892242631, "quarterly_revenue_growth_yoy": -0.15075252899087097, "quarterly_earnings_growth_yoy": 0.079155672823219, "revenue_growth_qoq": -0.060076460950300385, "gross_margin": 0.4439279488669378, "operating_margin": 0.16705403834979662, "net_margin": 0.11882626380011621, "roa_ttm": 0.027637759640443828, "roe_ttm": 0.10053360581289737, "debt_to_ebitda": 5.072030651340996, "net_debt_to_ebitda": 5.0473180076628354, "interest_coverage": 19.69811320754717, "debt_to_equity": 1.5029518619436875, "current_ratio": 0.7199221514508138, "quick_ratio": 0.5941259731068649, "fcf_to_ebitda": -0.10095785440613027, "capex_to_revenue": 0.4120794030691257, "working_capital_to_revenue": -0.111431789384767, "capital_efficiency": 0.0640856827266706, "financial_health": -1.4122125638752652, "margin_quality": 0.24326941700561688, "growth_momentum": -0.03579842808382598, "company_age_years": 38.26694045174538, "ebitda": 5220000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 9.702776854530102, "revenue_cagr_3y": 0.10198731055884025, "revenue_cagr_5y": 0.05564398656396463, "earnings_cagr_3y": -0.89414552808704, "quarterly_revenue_growth_yoy": -0.017576294394014154, "quarterly_earnings_growth_yoy": 0.9990413471157052, "revenue_growth_qoq": -0.3945543880387774, "gross_margin": 0.33714780742536615, "operating_margin": 0.07501205154632937, "net_margin": -2.319544481803678e-05, "roa_ttm": 0.020337937970702342, "roe_ttm": 0.08118877944802437, "debt_to_ebitda": 5.105125783762419, "net_debt_to_ebitda": 5.102343876322739, "interest_coverage": 20.56900016167402, "debt_to_equity": 1.4719164072374282, "current_ratio": 0.6669212801369998, "quick_ratio": 0.49610517532162113, "fcf_to_ebitda": -0.3585729909631519, "capex_to_revenue": 0.3931800550725076, "working_capital_to_revenue": -0.20493650860915194, "capital_efficiency": 0.050763358709363354, "financial_health": -1.2204258378933512, "margin_quality": 0.1373788878422925, "growth_momentum": 0.4907325263608455, "company_age_years": 39.449691991786445, "ebitda": 1781152000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 9.081315715490582, "revenue_cagr_3y": -0.02280738620716105, "revenue_cagr_5y": -0.029240338550159728, "earnings_cagr_3y": -0.052642042389497545, "quarterly_revenue_growth_yoy": -0.0431247790738777, "quarterly_earnings_growth_yoy": 1.146341463414634, "revenue_growth_qoq": -0.2137670636073192, "gross_margin": 0.43110454377539714, "operating_margin": 0.14739564093091984, "net_margin": 0.06501662356852604, "roa_ttm": 0.02613820603829806, "roe_ttm": 0.09140361630401471, "debt_to_ebitda": 4.012932246274951, "net_debt_to_ebitda": 3.7475400618498735, "interest_coverage": 21.29940119760479, "debt_to_equity": 1.093625498007968, "current_ratio": 0.8127118644067797, "quick_ratio": 0.7385593220338983, "fcf_to_ebitda": 0.0626932808546528, "capex_to_revenue": 0.24326907758483352, "working_capital_to_revenue": -0.07041580372789549, "capital_efficiency": 0.05877091117115638, "financial_health": -0.8991763209101822, "margin_quality": 0.21450560275828098, "growth_momentum": 0.5516083421703781, "company_age_years": 45.99315537303217, "ebitda": 3557000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 9.230404653059255, "revenue_cagr_3y": 0.015011555293477308, "revenue_cagr_5y": 0.018501799708549926, "earnings_cagr_3y": 0.5871320382427376, "quarterly_revenue_growth_yoy": 0.027678608872576938, "quarterly_earnings_growth_yoy": -0.5937910828982459, "revenue_growth_qoq": -0.35802849942788184, "gross_margin": 0.3813342565545857, "operating_margin": 0.11927720200774294, "net_margin": 0.028471985456632515, "roa_ttm": 0.02870049042598185, "roe_ttm": 0.09756066383179306, "debt_to_ebitda": 3.154655917242816, "net_debt_to_ebitda": 3.145832989316204, "interest_coverage": 31.126499950578236, "debt_to_equity": 0.9920951766536374, "current_ratio": 0.8484253480396576, "quick_ratio": 0.6069347465296213, "fcf_to_ebitda": -0.18465018856372742, "capex_to_revenue": 0.395135214579659, "working_capital_to_revenue": -0.050925364962684724, "capital_efficiency": 0.06313057712888745, "financial_health": -0.9558463252181799, "margin_quality": 0.1763611480063204, "growth_momentum": -0.2830562370128345, "company_age_years": 33.451060917180016, "ebitda": 1574534000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 9.67231547780125, "revenue_cagr_3y": 0.10968573808666049, "revenue_cagr_5y": 0.05145956874268398, "earnings_cagr_3y": -0.2207926004501014, "quarterly_revenue_growth_yoy": 0.007150605055267182, "quarterly_earnings_growth_yoy": 6.114346375492873, "revenue_growth_qoq": -0.040200731362460086, "gross_margin": 0.35333168017215294, "operating_margin": 0.07018089506069063, "net_margin": 0.01771754480346996, "roa_ttm": 0.020996540003500524, "roe_ttm": 0.08416092262191385, "debt_to_ebitda": 5.062738420510493, "net_debt_to_ebitda": 5.05748225758581, "interest_coverage": 21.15701868802881, "debt_to_equity": 1.4969236311041616, "current_ratio": 0.5831342901151849, "quick_ratio": 0.4230577292416658, "fcf_to_ebitda": -0.31398944620971403, "capex_to_revenue": 0.4080497190153502, "working_capital_to_revenue": -0.2708814080618396, "capital_efficiency": 0.05257873131270719, "financial_health": -1.2162336232530002, "margin_quality": 0.14707670667877118, "growth_momentum": 3.06074849027407, "company_age_years": 39.69883641341547, "ebitda": 1832896000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 11.886880748246298, "revenue_cagr_3y": -0.018727319880594173, "revenue_cagr_5y": -0.02344122424888273, "earnings_cagr_3y": 0.08415453841836795, "quarterly_revenue_growth_yoy": -0.018685955394816153, "quarterly_earnings_growth_yoy": 0.008241758241758242, "revenue_growth_qoq": 0.16452074391988555, "gross_margin": 0.5497542997542998, "operating_margin": 0.3034398034398034, "net_margin": 0.22542997542997542, "roa_ttm": 0.027853327653439067, "roe_ttm": 0.10012957945576628, "debt_to_ebitda": 4.209275136399064, "net_debt_to_ebitda": 4.206936866718628, "interest_coverage": 23.327272727272728, "debt_to_equity": 1.2723524561196844, "current_ratio": 0.7553444180522565, "quick_ratio": 0.49073634204275535, "fcf_to_ebitda": -0.29968823070927514, "capex_to_revenue": 0.44967139398132133, "working_capital_to_revenue": -0.08906952611553096, "capital_efficiency": 0.06399145355460267, "financial_health": -1.1980599555978046, "margin_quality": 0.3595413595413595, "growth_momentum": -0.005222098576528955, "company_age_years": 22.743326488706366, "ebitda": 2566000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 12.502125317527518, "revenue_cagr_3y": 0.00666036525185798, "revenue_cagr_5y": 0.053105251434624856, "earnings_cagr_3y": 0.12689477770270052, "quarterly_revenue_growth_yoy": 0.07979920373896486, "quarterly_earnings_growth_yoy": 11.53968253968254, "revenue_growth_qoq": -0.10257516904042584, "gross_margin": 0.43074703430586725, "operating_margin": 0.17104841295286952, "net_margin": 0.10644437319653735, "roa_ttm": 0.021404942595835766, "roe_ttm": 0.07363680623174294, "debt_to_ebitda": 5.7005080440304825, "net_debt_to_ebitda": 5.671634208298053, "interest_coverage": 19.949324324324323, "debt_to_equity": 1.365688899707887, "current_ratio": 0.6239407444604859, "quick_ratio": 0.4286611009980541, "fcf_to_ebitda": -0.12066045723962743, "capex_to_revenue": 0.38709805952902737, "working_capital_to_revenue": -0.2387137904928876, "capital_efficiency": 0.047520874413789355, "financial_health": -1.224214484206947, "margin_quality": 0.23607994015175804, "growth_momentum": 5.809740871710752, "company_age_years": 38.7378507871321, "ebitda": 11810000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 10.919997893628226, "revenue_cagr_3y": -0.03092816186347902, "revenue_cagr_5y": -0.02604166781367878, "earnings_cagr_3y": 0.04430442600971185, "quarterly_revenue_growth_yoy": -0.1468498342018001, "quarterly_earnings_growth_yoy": -0.18811881188118812, "revenue_growth_qoq": 0.19350563286944997, "gross_margin": 0.3614658523042754, "operating_margin": 0.1810105496946141, "net_margin": 0.09106052193225986, "roa_ttm": 0.02420522034236662, "roe_ttm": 0.11803358481382331, "debt_to_ebitda": 4.802527646129542, "net_debt_to_ebitda": 4.709320695102686, "interest_coverage": 17.91509433962264, "debt_to_equity": 2.2195181309321, "current_ratio": 0.9233023937469468, "quick_ratio": 0.680019540791402, "fcf_to_ebitda": -0.11374407582938388, "capex_to_revenue": 0.28115847705824926, "working_capital_to_revenue": -0.02554506996420436, "capital_efficiency": 0.07111940257809496, "financial_health": -1.9794846678934797, "margin_quality": 0.21117897464371646, "growth_momentum": -0.1674843230414941, "company_age_years": 31.247091033538673, "ebitda": 1899000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 9.537571463958384, "revenue_cagr_3y": 0.06656183049191222, "revenue_cagr_5y": 0.02697170182686759, "earnings_cagr_3y": 0.10489204306989541, "quarterly_revenue_growth_yoy": 0.22632711621233859, "quarterly_earnings_growth_yoy": 0.0593607305936073, "revenue_growth_qoq": 0.08333333333333333, "gross_margin": 0.42146826557472944, "operating_margin": 0.2670371453641416, "net_margin": 0.06785609827434923, "roa_ttm": 0.024243706367675057, "roe_ttm": 0.0821505376344086, "debt_to_ebitda": 3.765419866237305, "net_debt_to_ebitda": 3.5518949715135, "interest_coverage": 22.679775280898877, "debt_to_equity": 1.0896774193548386, "current_ratio": 0.8964898795798104, "quick_ratio": 0.8142454522162439, "fcf_to_ebitda": 0.011146891255883081, "capex_to_revenue": 0.26538310412573674, "working_capital_to_revenue": -0.03174852652259332, "capital_efficiency": 0.05319712200104183, "financial_health": -0.9672123612314827, "margin_quality": 0.2521205030710734, "growth_momentum": 0.14284392340297294, "company_age_years": 46.49144421629021, "ebitda": 4037000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 12.045739219712525, "revenue_cagr_3y": -0.03723048122354067, "revenue_cagr_5y": -0.001320849952872627, "earnings_cagr_3y": -0.004537267494164721, "quarterly_revenue_growth_yoy": -0.037703016241299306, "quarterly_earnings_growth_yoy": 0.0196078431372549, "revenue_growth_qoq": 0.20304568527918782, "gross_margin": 0.5418927064496685, "operating_margin": 0.3134418324291742, "net_margin": 0.21940928270042195, "roa_ttm": 0.02809500455405311, "roe_ttm": 0.09947903745968742, "debt_to_ebitda": 3.917453798767967, "net_debt_to_ebitda": 3.9092402464065708, "interest_coverage": 25.364583333333332, "debt_to_equity": 1.1832051600099232, "current_ratio": 0.6542669584245077, "quick_ratio": 0.44070021881838073, "fcf_to_ebitda": -0.10431211498973306, "capex_to_revenue": 0.40013304506901715, "working_capital_to_revenue": -0.13138200565441543, "capital_efficiency": 0.06378702100687027, "financial_health": -1.0723581707888714, "margin_quality": 0.35824794052642156, "growth_momentum": -0.009047586552022202, "company_age_years": 21.741273100616016, "ebitda": 2435000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 10.241205752922301, "revenue_cagr_3y": 0.0033501087759917336, "revenue_cagr_5y": -0.005025929176294963, "earnings_cagr_3y": -0.029868768149935887, "quarterly_revenue_growth_yoy": -0.024350649350649352, "quarterly_earnings_growth_yoy": -0.1436893203883495, "revenue_growth_qoq": -0.13275613275613277, "gross_margin": 0.5629506378258459, "operating_margin": 0.35496394897393235, "net_margin": 0.24459234608985025, "roa_ttm": 0.03997375803094742, "roe_ttm": 0.14745890010848703, "debt_to_ebitda": 5.211322484528994, "net_debt_to_ebitda": 5.118267247306899, "interest_coverage": 17.735772357723576, "debt_to_equity": 1.8974380372193942, "current_ratio": 0.549101649027812, "quick_ratio": 0.4787103125769136, "fcf_to_ebitda": -0.1418748567499427, "capex_to_revenue": 0.4140127388535032, "working_capital_to_revenue": -0.2381385675289224, "capital_efficiency": 0.09371632906971722, "financial_health": -1.7403771901606484, "margin_quality": 0.3875023109632095, "growth_momentum": -0.08401998486949942, "company_age_years": 34.2258726899384, "ebitda": 4363000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 10.799547289275822, "revenue_cagr_3y": 0.027590657383461448, "revenue_cagr_5y": -0.004814006271740112, "earnings_cagr_3y": 0.22071614744837764, "quarterly_revenue_growth_yoy": -0.01829652996845426, "quarterly_earnings_growth_yoy": 0.26490066225165565, "revenue_growth_qoq": 0.09654686398872446, "gross_margin": 0.4254498714652956, "operating_margin": 0.18508997429305912, "net_margin": 0.12275064267352186, "roa_ttm": 0.031080737213275655, "roe_ttm": 0.11096690460739779, "debt_to_ebitda": 3.705184012663237, "net_debt_to_ebitda": 3.702018203403245, "interest_coverage": 26.051546391752577, "debt_to_equity": 1.2151849448410124, "current_ratio": 0.5944816053511706, "quick_ratio": 0.42642140468227424, "fcf_to_ebitda": -0.0051444400474871385, "capex_to_revenue": 0.36921111465985307, "working_capital_to_revenue": -0.15490258703289683, "capital_efficiency": 0.07102382091033672, "financial_health": -1.0666786864090188, "margin_quality": 0.24443016281062555, "growth_momentum": 0.12330206614160069, "company_age_years": 21.240246406570844, "ebitda": 2527000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 9.972507302348657, "revenue_cagr_3y": -0.0012640516398439994, "revenue_cagr_5y": 0.011802885355295833, "earnings_cagr_3y": 0.2415197202016961, "quarterly_revenue_growth_yoy": 0.0016972165648336728, "quarterly_earnings_growth_yoy": 0.2175732217573222, "revenue_growth_qoq": 0.05552958362201525, "gross_margin": 0.3656387665198238, "operating_margin": 0.1626567265333785, "net_margin": 0.09861064046086072, "roa_ttm": 0.027788549317639428, "roe_ttm": 0.10373894991782717, "debt_to_ebitda": 4.088395588293149, "net_debt_to_ebitda": 4.058762128642936, "interest_coverage": 24.4655875, "debt_to_equity": 1.3843093158031312, "current_ratio": 0.6749150897622513, "quick_ratio": 0.5555555555555556, "fcf_to_ebitda": -0.040383763520904614, "capex_to_revenue": 0.30265595196950973, "working_capital_to_revenue": -0.11745367789100176, "capital_efficiency": 0.0657637496177333, "financial_health": -1.2534319767818258, "margin_quality": 0.20896871117135438, "growth_momentum": 0.10963521916107793, "company_age_years": 32.51471594798083, "ebitda": 3914494000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 9.093460953143772, "revenue_cagr_3y": 0.006174310146208839, "revenue_cagr_5y": 0.014489249627464007, "earnings_cagr_3y": 0.11819547534684482, "quarterly_revenue_growth_yoy": 0.04689564068692206, "quarterly_earnings_growth_yoy": 0.4803921568627451, "revenue_growth_qoq": 0.13052781740370897, "gross_margin": 0.39873817034700315, "operating_margin": 0.1722397476340694, "net_margin": 0.09526813880126182, "roa_ttm": 0.021933356340350475, "roe_ttm": 0.07911479944674965, "debt_to_ebitda": 3.5626752102523027, "net_debt_to_ebitda": 3.550660792951542, "interest_coverage": 24.722772277227723, "debt_to_equity": 1.2304287690179807, "current_ratio": 0.46846038863976086, "quick_ratio": 0.33303437967115096, "fcf_to_ebitda": -0.0881057268722467, "capex_to_revenue": 0.3609154929577465, "working_capital_to_revenue": -0.2845710627400768, "capital_efficiency": 0.05052407789355006, "financial_health": -0.9346726090323385, "margin_quality": 0.2220820189274448, "growth_momentum": 0.2636438987748336, "company_age_years": 20.240930869267626, "ebitda": 2497000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 9.818948799588409, "revenue_cagr_3y": 0.018718691097839635, "revenue_cagr_5y": 0.016341809178125333, "earnings_cagr_3y": 0.11352886437680065, "quarterly_revenue_growth_yoy": -0.11691118679591302, "quarterly_earnings_growth_yoy": -0.203432930705658, "revenue_growth_qoq": 0.1191688340434951, "gross_margin": 0.5832529852406735, "operating_margin": 0.22074711364928676, "net_margin": 0.12390912012657915, "roa_ttm": 0.030704232114136653, "roe_ttm": 0.10584503351446777, "debt_to_ebitda": 3.859324182790364, "net_debt_to_ebitda": 3.824338974330706, "interest_coverage": 25.079723502304148, "debt_to_equity": 1.1587234159931592, "current_ratio": 0.5741286918954845, "quick_ratio": 0.38693418629446547, "fcf_to_ebitda": -0.06589125921026037, "capex_to_revenue": 0.29653456638102177, "working_capital_to_revenue": -0.19322493905963362, "capital_efficiency": 0.06827463281430221, "financial_health": -0.976143629502664, "margin_quality": 0.30930307300551313, "growth_momentum": -0.1601720587507855, "company_age_years": 46.24229979466119, "ebitda": 5442300000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 12.415403053439364, "revenue_cagr_3y": -0.007668406596896937, "revenue_cagr_5y": -0.018578129008255284, "earnings_cagr_3y": 0.11569778090203986, "quarterly_revenue_growth_yoy": -0.02400627468556542, "quarterly_earnings_growth_yoy": 0.12898330804248861, "revenue_growth_qoq": -0.07270985255761964, "gross_margin": 0.29607944406176456, "operating_margin": 0.20495379140118247, "net_margin": 0.14947477182710522, "roa_ttm": 0.024458645224973267, "roe_ttm": 0.09511480752121715, "debt_to_ebitda": 5.58379591765709, "net_debt_to_ebitda": 5.523100214035882, "interest_coverage": 19.640123034859876, "debt_to_equity": 1.6038265841638595, "current_ratio": 0.4221695317131002, "quick_ratio": 0.2957320687611144, "fcf_to_ebitda": -0.3811404806236623, "capex_to_revenue": 0.4227274227076253, "working_capital_to_revenue": -0.3859702378988353, "capital_efficiency": 0.059786726373095206, "financial_health": -1.3269093709161615, "margin_quality": 0.2168360024300174, "growth_momentum": 0.0524885166784616, "company_age_years": 50.49144421629021, "ebitda": 5746700000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 10.5049161595872, "revenue_cagr_3y": 0.013031202238801498, "revenue_cagr_5y": 0.02684589381913849, "earnings_cagr_3y": 0.024120304341793464, "quarterly_revenue_growth_yoy": 0.038770476581564996, "quarterly_earnings_growth_yoy": 0.023177352637021715, "revenue_growth_qoq": 0.30362711308058427, "gross_margin": 0.3960720130932897, "operating_margin": 0.34344706030467076, "net_margin": 0.19930253053002644, "roa_ttm": 0.02958734664473189, "roe_ttm": 0.08754485552696192, "debt_to_ebitda": 3.7891160989372956, "net_debt_to_ebitda": 3.7858953798651824, "interest_coverage": 24.238225806451613, "debt_to_equity": 1.014486117725031, "current_ratio": 1.0672683541871104, "quick_ratio": 0.6522204395162817, "fcf_to_ebitda": 0.04041394035205464, "capex_to_revenue": 0.32123479648694453, "working_capital_to_revenue": 0.017889355711386765, "capital_efficiency": 0.05856610108584691, "financial_health": -0.9588030258369638, "margin_quality": 0.3129405346426623, "growth_momentum": 0.030973914609293357, "company_age_years": 0, "ebitda": 1051939000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 10.863870329126454, "revenue_cagr_3y": 0.027671971636760384, "revenue_cagr_5y": 0.004904566373766572, "earnings_cagr_3y": 0.23435034278966915, "quarterly_revenue_growth_yoy": -0.00977418267610381, "quarterly_earnings_growth_yoy": -0.3445544554455445, "revenue_growth_qoq": -0.11904047976011994, "gross_margin": 0.6259360108917631, "operating_margin": 0.17631041524846836, "net_margin": 0.11266167460857726, "roa_ttm": 0.025630563798219586, "roe_ttm": 0.08262585196699748, "debt_to_ebitda": 5.125216530561742, "net_debt_to_ebitda": 4.903736698836922, "interest_coverage": 18.2027027027027, "debt_to_equity": 1.2382518235083104, "current_ratio": 0.6225229579507008, "quick_ratio": 0.564846141453198, "fcf_to_ebitda": -0.19846572630536996, "capex_to_revenue": 0.28357119688614985, "working_capital_to_revenue": -0.18999351281219592, "capital_efficiency": 0.05412820788260853, "financial_health": -1.0293776595971162, "margin_quality": 0.3049693669162696, "growth_momentum": -0.17716431906082417, "company_age_years": 48.993839835728956, "ebitda": 4041000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 11.357373331419549, "revenue_cagr_3y": -0.09532849161005863, "revenue_cagr_5y": -0.06080520207071283, "earnings_cagr_3y": -0.2638794208167131, "quarterly_revenue_growth_yoy": -0.23216424294268606, "quarterly_earnings_growth_yoy": 1.7857142857142858, "revenue_growth_qoq": -0.37519142419601836, "gross_margin": 0.3621880570409982, "operating_margin": 0.15396613190730837, "net_margin": 0.031862745098039214, "roa_ttm": 0.01491723997002929, "roe_ttm": 0.06896551724137931, "debt_to_ebitda": 5.217310176546577, "net_debt_to_ebitda": 5.206042773073059, "interest_coverage": 16.20232558139535, "debt_to_equity": 1.907783551146801, "current_ratio": 0.46717602551739484, "quick_ratio": 0.3133669609079445, "fcf_to_ebitda": -0.4666283909860772, "capex_to_revenue": 0.34794784900687187, "working_capital_to_revenue": -0.3380871693495246, "capital_efficiency": 0.0419413786057043, "financial_health": -1.5361896001471744, "margin_quality": 0.18267231134878192, "growth_momentum": 0.7767750213857999, "company_age_years": 31.696098562628336, "ebitda": 1393400000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 9.502089991563675, "revenue_cagr_3y": 0.007731256412842891, "revenue_cagr_5y": 0.01702738151562455, "earnings_cagr_3y": 0.14875921177077123, "quarterly_revenue_growth_yoy": 0.05625097087066737, "quarterly_earnings_growth_yoy": 0.0882765219471355, "revenue_growth_qoq": -0.08075135840470872, "gross_margin": 0.35643198381479474, "operating_margin": 0.16651453079472178, "net_margin": 0.0813972835964133, "roa_ttm": 0.027296110775782166, "roe_ttm": 0.10193216511722464, "debt_to_ebitda": 3.9736447196401428, "net_debt_to_ebitda": 3.9510275528582164, "interest_coverage": 24.34582442509256, "debt_to_equity": 1.34669461490671, "current_ratio": 0.8752944256236526, "quick_ratio": 0.6892069602710194, "fcf_to_ebitda": -0.05441737020684389, "capex_to_revenue": 0.2931100611150526, "working_capital_to_revenue": -0.03645646137723149, "capital_efficiency": 0.0646141379465034, "financial_health": -1.2859350875479651, "margin_quality": 0.20144793273530992, "growth_momentum": 0.07226374640890143, "company_age_years": 31.26899383983573, "ebitda": 3735039000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 9.215555161719097, "revenue_cagr_3y": 0.005669858941979022, "revenue_cagr_5y": -0.04335234619219186, "earnings_cagr_3y": 0.15663920745845483, "quarterly_revenue_growth_yoy": 0.018558172733761598, "quarterly_earnings_growth_yoy": -0.02, "revenue_growth_qoq": -0.0048814504881450485, "gross_margin": 0.4555010511562719, "operating_margin": 0.22775052557813594, "net_margin": 0.10301331464611072, "roa_ttm": 0.026226200983482537, "roe_ttm": 0.0901473562554175, "debt_to_ebitda": 3.4621178555604786, "net_debt_to_ebitda": 3.456357997341604, "interest_coverage": 23.757894736842104, "debt_to_equity": 1.1288644900317828, "current_ratio": 0.6559670781893004, "quick_ratio": 0.4440329218106996, "fcf_to_ebitda": -0.046964997784669914, "capex_to_revenue": 0.3530489836721093, "working_capital_to_revenue": -0.1392869043652116, "capital_efficiency": 0.05818677861945002, "financial_health": -0.9536576080997554, "margin_quality": 0.2620882971268395, "growth_momentum": -0.0007209136331192013, "company_age_years": 18.491444216290212, "ebitda": 2257000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 9.411837965390665, "revenue_cagr_3y": -0.05018566996240714, "revenue_cagr_5y": -0.01185128509375788, "earnings_cagr_3y": -0.038229670147540196, "quarterly_revenue_growth_yoy": -0.0763265306122449, "quarterly_earnings_growth_yoy": 0.20795107033639143, "revenue_growth_qoq": 0.06094702297233943, "gross_margin": 0.41758727353071146, "operating_margin": 0.30623066725585507, "net_margin": 0.17454706142288998, "roa_ttm": 0.012634545763782588, "roe_ttm": 0.03962206644315757, "debt_to_ebitda": 3.3366544310435238, "net_debt_to_ebitda": 3.263765076035658, "interest_coverage": 38.14, "debt_to_equity": 0.9696738799146601, "current_ratio": 0.8042286609240408, "quick_ratio": 0.5599060297572436, "fcf_to_ebitda": -0.30571578395385424, "capex_to_revenue": 0.49008592200925316, "working_capital_to_revenue": -0.08261731658955718, "capital_efficiency": 0.02612830610347008, "financial_health": -0.8522822564573594, "margin_quality": 0.2994550007364855, "growth_momentum": 0.06581226986207327, "company_age_years": 37.74401095140315, "ebitda": 3814000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 9.090926660516605, "revenue_cagr_3y": -0.05338418539755152, "revenue_cagr_5y": 0.00868474181419665, "earnings_cagr_3y": 0.024333810621451457, "quarterly_revenue_growth_yoy": 0.018377693282636248, "quarterly_earnings_growth_yoy": 0.25161290322580643, "revenue_growth_qoq": 0.0, "gross_margin": 0.4237710018668326, "operating_margin": 0.2551337896701929, "net_margin": 0.12072184194150591, "roa_ttm": 0.027354491884627314, "roe_ttm": 0.09125396606428472, "debt_to_ebitda": 3.620387453874539, "net_debt_to_ebitda": 3.6049354243542435, "interest_coverage": 23.955801104972377, "debt_to_equity": 1.0827700372465168, "current_ratio": 0.8767800058122639, "quick_ratio": 0.7858180761406568, "fcf_to_ebitda": -0.07172509225092251, "capex_to_revenue": 0.2941082802547771, "working_capital_to_revenue": -0.03375796178343949, "capital_efficiency": 0.059304228974456016, "financial_health": -1.0214454359871565, "margin_quality": 0.26654221115951043, "growth_momentum": 0.13499529825422135, "company_age_years": 47.24161533196441, "ebitda": 4336000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 9.657090583315185, "revenue_cagr_3y": 0.009862961162959039, "revenue_cagr_5y": 0.015681347854482164, "earnings_cagr_3y": -0.14084171158432612, "quarterly_revenue_growth_yoy": -0.004321675909849025, "quarterly_earnings_growth_yoy": 0.20560358777567156, "revenue_growth_qoq": -0.40350495333721337, "gross_margin": 0.3546820628893566, "operating_margin": 0.08842691994457783, "net_margin": 0.03447491723692978, "roa_ttm": 0.028931224858049064, "roe_ttm": 0.09784708347733019, "debt_to_ebitda": 3.400073809303363, "net_debt_to_ebitda": 3.3963142294165283, "interest_coverage": 27.39843149865123, "debt_to_equity": 0.9984141040013096, "current_ratio": 0.5609528164350465, "quick_ratio": 0.38260204589063196, "fcf_to_ebitda": 0.06453423851880638, "capex_to_revenue": 0.31917912835418494, "working_capital_to_revenue": -0.19613236394096628, "capital_efficiency": 0.06338915416768963, "financial_health": -0.887727853306433, "margin_quality": 0.15919463335695475, "growth_momentum": 0.10064095593291127, "company_age_years": 34.450376454483234, "ebitda": 1533682000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 8.64687586956868, "revenue_cagr_3y": 0.00011069906549709962, "revenue_cagr_5y": 0.010281448283782524, "earnings_cagr_3y": 1.8163203032247979, "quarterly_revenue_growth_yoy": -0.10228514654744163, "quarterly_earnings_growth_yoy": 1.456020942408377, "revenue_growth_qoq": -0.18441124700997427, "gross_margin": 0.5355818715068341, "operating_margin": 0.12879752088982346, "net_margin": 0.12979359194289192, "roa_ttm": 0.03317926628201241, "roe_ttm": 0.11438823588591358, "debt_to_ebitda": 3.605723792499248, "net_debt_to_ebitda": 3.5745031061397143, "interest_coverage": 26.291763610981853, "debt_to_equity": 1.1386676503630175, "current_ratio": 0.5728916086375466, "quick_ratio": 0.3844692973201097, "fcf_to_ebitda": 0.03867188191359445, "capex_to_revenue": 0.2795893683103685, "working_capital_to_revenue": -0.1845350611145891, "capital_efficiency": 0.073783751083963, "financial_health": -0.9887117323640464, "margin_quality": 0.2647243281131832, "growth_momentum": 0.6768678979304676, "company_age_years": 45.99315537303217, "ebitda": 5650100000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 10.227820798514392, "revenue_cagr_3y": -0.10167776021494279, "revenue_cagr_5y": 0.009678860683719037, "earnings_cagr_3y": -0.008237606471291792, "quarterly_revenue_growth_yoy": 0.015546918378678512, "quarterly_earnings_growth_yoy": 0.21341463414634146, "revenue_growth_qoq": 0.1152439024390244, "gross_margin": 0.39967195188627663, "operating_margin": 0.2121377802077638, "net_margin": 0.10880262438490979, "roa_ttm": 0.027100772325764234, "roe_ttm": 0.13409610983981693, "debt_to_ebitda": 4.615134633240483, "net_debt_to_ebitda": 4.414113277623027, "interest_coverage": 20.130841121495326, "debt_to_equity": 2.274828375286041, "current_ratio": 1.1500519210799585, "quick_ratio": 0.9293873312564901, "fcf_to_ebitda": -0.007892293407613741, "capex_to_revenue": 0.2582853586432239, "working_capital_to_revenue": 0.04496654737824802, "capital_efficiency": 0.08059844108279059, "financial_health": -2.068991044898691, "margin_quality": 0.24020411882631673, "growth_momentum": 0.11448077626250999, "company_age_years": 32.24640657084189, "ebitda": 2154000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 10.021254564234859, "revenue_cagr_3y": -0.0012684154635291822, "revenue_cagr_5y": -0.0031633101478532044, "earnings_cagr_3y": 0.006637449140962648, "quarterly_revenue_growth_yoy": -0.06412287545249018, "quarterly_earnings_growth_yoy": 0.5868899030684045, "revenue_growth_qoq": 0.047793104673369814, "gross_margin": 0.3652775177625003, "operating_margin": 0.17670337661550647, "net_margin": 0.08704481845763386, "roa_ttm": 0.02748234674292531, "roe_ttm": 0.1006154259038494, "debt_to_ebitda": 3.984653516960523, "net_debt_to_ebitda": 3.9557423757551033, "interest_coverage": 24.358306098517176, "debt_to_equity": 1.3107562534472228, "current_ratio": 0.8570044609366964, "quick_ratio": 0.6939049128009815, "fcf_to_ebitda": -0.22292352595653087, "capex_to_revenue": 0.33347691734028395, "working_capital_to_revenue": -0.04208309720578816, "capital_efficiency": 0.06404888632338736, "financial_health": -1.2294905819276503, "margin_quality": 0.20967523761188023, "growth_momentum": 0.26138351380795716, "company_age_years": 30.5160848733744, "ebitda": 3510446000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 10.101136581620498, "revenue_cagr_3y": 0.008861253486605936, "revenue_cagr_5y": 0.017888043189723257, "earnings_cagr_3y": 0.0896068854456864, "quarterly_revenue_growth_yoy": 0.07601092954958638, "quarterly_earnings_growth_yoy": 0.11422372601182942, "revenue_growth_qoq": 0.4361592304102803, "gross_margin": 0.5005993507616604, "operating_margin": 0.27831669914191365, "net_margin": 0.21564330481710053, "roa_ttm": 0.027458483879982783, "roe_ttm": 0.10114673507736781, "debt_to_ebitda": 4.381694315209435, "net_debt_to_ebitda": 4.372963391346103, "interest_coverage": 28.139532460314705, "debt_to_equity": 1.2416521268275074, "current_ratio": 0.7528330404078946, "quick_ratio": 0.5720631176888084, "fcf_to_ebitda": -0.2598884841422574, "capex_to_revenue": 0.3604257748661633, "working_capital_to_revenue": -0.13544415151349362, "capital_efficiency": 0.06430260947867529, "financial_health": -1.1039702436268362, "margin_quality": 0.33151978490689155, "growth_momentum": 0.0951173277807079, "company_age_years": 36.94729637234771, "ebitda": 1620218000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 10.69302050473186, "revenue_cagr_3y": 0.03226774793248888, "revenue_cagr_5y": 0.010736931925759974, "earnings_cagr_3y": -0.011938953524664897, "quarterly_revenue_growth_yoy": -0.12560892567178253, "quarterly_earnings_growth_yoy": -0.17888836992059784, "revenue_growth_qoq": 0.23268350317530645, "gross_margin": 0.35284250883603907, "operating_margin": 0.2910800934523453, "net_margin": 0.21062720900976456, "roa_ttm": 0.022236738960020905, "roe_ttm": 0.06983280336444764, "debt_to_ebitda": 5.590781633368384, "net_debt_to_ebitda": 5.572818086225026, "interest_coverage": 16.68421052631579, "debt_to_equity": 1.3088932198174172, "current_ratio": 0.39422417198577875, "quick_ratio": 0.24038921346445724, "fcf_to_ebitda": -0.14629337539432177, "capex_to_revenue": 0.39461418953909894, "working_capital_to_revenue": -0.5202950052679512, "capital_efficiency": 0.04603477116223427, "financial_health": -0.9523586460986009, "margin_quality": 0.28484993709938294, "growth_momentum": -0.15224864779619018, "company_age_years": 5.322381930184805, "ebitda": 2282400000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 10.690985059701493, "revenue_cagr_3y": 0.15782648761574514, "revenue_cagr_5y": 0.06369610148743332, "earnings_cagr_3y": 0.15840234018625243, "quarterly_revenue_growth_yoy": 0.06389986824769434, "quarterly_earnings_growth_yoy": 0.30833333333333335, "revenue_growth_qoq": 0.9481302774427021, "gross_margin": 0.23993808049535603, "operating_margin": 0.0934984520123839, "net_margin": 0.04860681114551084, "roa_ttm": 0.02226350305384334, "roe_ttm": 0.0946285440842206, "debt_to_ebitda": 5.638805970149254, "net_debt_to_ebitda": 5.548880597014925, "interest_coverage": 18.231292517006803, "debt_to_equity": 1.8078717549946166, "current_ratio": 0.989693313222725, "quick_ratio": 0.8710407239819005, "fcf_to_ebitda": -0.3238805970149254, "capex_to_revenue": 0.2855840455840456, "working_capital_to_revenue": -0.004672364672364673, "capital_efficiency": 0.05844602356903197, "financial_health": -1.697248391529282, "margin_quality": 0.12734778121775026, "growth_momentum": 0.18611660079051384, "company_age_years": 49.99315537303217, "ebitda": 2680000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 9.655637638105974, "revenue_cagr_3y": 0.012221768116750908, "revenue_cagr_5y": 0.006072206253934009, "earnings_cagr_3y": 0.1424776677717119, "quarterly_revenue_growth_yoy": -0.09656637852263927, "quarterly_earnings_growth_yoy": 0.06461273613495026, "revenue_growth_qoq": -0.08806050504047824, "gross_margin": 0.3474796669918335, "operating_margin": 0.16668172185495542, "net_margin": 0.07900194306417554, "roa_ttm": 0.025208601474872888, "roe_ttm": 0.09286788316485739, "debt_to_ebitda": 4.2131380453072795, "net_debt_to_ebitda": 4.187564900060305, "interest_coverage": 23.67579068922011, "debt_to_equity": 1.3200495806024384, "current_ratio": 0.7171591926367143, "quick_ratio": 0.567198753565843, "fcf_to_ebitda": -0.19796155477738206, "capex_to_revenue": 0.3341070957865972, "working_capital_to_revenue": -0.10411841422811005, "capital_efficiency": 0.05903824231986514, "financial_health": -1.1760924890961149, "margin_quality": 0.19772111063698816, "growth_momentum": -0.015976821193844505, "company_age_years": 30.26694045174538, "ebitda": 3321453000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 12.535812201868525, "revenue_cagr_3y": 0.017105996564468873, "revenue_cagr_5y": 0.01142474423353712, "earnings_cagr_3y": 0.0816244784968354, "quarterly_revenue_growth_yoy": 0.13943152179698728, "quarterly_earnings_growth_yoy": 0.1611470113085622, "revenue_growth_qoq": 0.18523337578207186, "gross_margin": 0.26996473033891577, "operating_margin": 0.1890313689767127, "net_margin": 0.1343050008175087, "roa_ttm": 0.02747360670771018, "roe_ttm": 0.10870746872139152, "debt_to_ebitda": 5.759775001212278, "net_debt_to_ebitda": 5.715615756380623, "interest_coverage": 21.429511603740906, "debt_to_equity": 1.6990578272810497, "current_ratio": 0.4166691128266847, "quick_ratio": 0.2922182757507265, "fcf_to_ebitda": -0.4801590508671828, "capex_to_revenue": 0.39337484853001214, "working_capital_to_revenue": -0.38631812909454966, "capital_efficiency": 0.06809053771455084, "financial_health": -1.4373738482260423, "margin_quality": 0.1977670333777124, "growth_momentum": 0.15028926655277475, "company_age_years": 51.24161533196441, "ebitda": 6186700000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 11.355386289445049, "revenue_cagr_3y": 0.0270631447010401, "revenue_cagr_5y": 0.012619636196893547, "earnings_cagr_3y": -0.13642870303902943, "quarterly_revenue_growth_yoy": 0.17748091603053434, "quarterly_earnings_growth_yoy": -0.7918410041841004, "revenue_growth_qoq": 0.030910609857978277, "gross_margin": 0.32617504051863855, "operating_margin": 0.20299837925445705, "net_margin": 0.0806320907617504, "roa_ttm": 0.03172572033711336, "roe_ttm": 0.10002086666202963, "debt_to_ebitda": 4.210554951033732, "net_debt_to_ebitda": 4.16240478781284, "interest_coverage": 27.22962962962963, "debt_to_equity": 1.0765806496487444, "current_ratio": 0.7106382978723405, "quick_ratio": 0.5278622087132725, "fcf_to_ebitda": -0.3114798694232862, "capex_to_revenue": 0.41852310231023104, "working_capital_to_revenue": -0.14727722772277227, "capital_efficiency": 0.0658732934995715, "financial_health": -0.9120023085576754, "margin_quality": 0.20326850351161532, "growth_momentum": -0.307180044076783, "company_age_years": 38.99520876112252, "ebitda": 3676000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 11.49748956784498, "revenue_cagr_3y": 0.06985372022621239, "revenue_cagr_5y": 0.0234565154371722, "earnings_cagr_3y": 0.6392334689630093, "quarterly_revenue_growth_yoy": 0.04948486627875941, "quarterly_earnings_growth_yoy": -0.2197750702905342, "revenue_growth_qoq": 0.1533497594743635, "gross_margin": 0.41185147507629705, "operating_margin": 0.27009155645981686, "net_margin": 0.1693794506612411, "roa_ttm": 0.02645073118415712, "roe_ttm": 0.09255687889291392, "debt_to_ebitda": 5.552592450477241, "net_debt_to_ebitda": 5.5015588277615235, "interest_coverage": 19.14508723599633, "debt_to_equity": 1.5085090302572255, "current_ratio": 0.5980444853976299, "quick_ratio": 0.5017277125086386, "fcf_to_ebitda": -0.3823204949877692, "capex_to_revenue": 0.3886897851362038, "working_capital_to_revenue": -0.2642303097605707, "capital_efficiency": 0.059503805038535515, "financial_health": -1.3335974052852304, "margin_quality": 0.2837741607324517, "growth_momentum": -0.0851451020058874, "company_age_years": 38.444900752908964, "ebitda": 2084900000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 10.391586696130767, "revenue_cagr_3y": 0.02770372969468382, "revenue_cagr_5y": -0.001991580950287619, "earnings_cagr_3y": 0.043804758743955396, "quarterly_revenue_growth_yoy": -0.07166301969365427, "quarterly_earnings_growth_yoy": 6.733333333333333, "revenue_growth_qoq": -0.28838435272269813, "gross_margin": 0.23680444481858742, "operating_margin": 0.15203299941072482, "net_margin": 0.048825658725481946, "roa_ttm": 0.02360852399107699, "roe_ttm": 0.07567964731814843, "debt_to_ebitda": 5.440554521001449, "net_debt_to_ebitda": 5.429091661493896, "interest_coverage": 18.27912254160363, "debt_to_equity": 1.3605468224482826, "current_ratio": 0.5093378124466207, "quick_ratio": 0.28836189717018734, "fcf_to_ebitda": -0.14641009724808607, "capex_to_revenue": 0.4237318906357794, "working_capital_to_revenue": -0.3128971351802767, "capital_efficiency": 0.04964408565461271, "financial_health": -1.1429726372037974, "margin_quality": 0.1458877009849314, "growth_momentum": 3.3308351568198398, "company_age_years": 5.574264202600959, "ebitda": 2416500000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 12.730700177098132, "revenue_cagr_3y": -0.0025927193370749446, "revenue_cagr_5y": -0.01762539316513323, "earnings_cagr_3y": 0.11181061420847871, "quarterly_revenue_growth_yoy": -0.05568883195528124, "quarterly_earnings_growth_yoy": 0.020586230402181323, "revenue_growth_qoq": 0.1636530623959589, "gross_margin": 0.3131906077348066, "operating_margin": 0.22989838200473559, "net_margin": 0.18463891081294395, "roa_ttm": 0.02437561396530405, "roe_ttm": 0.09418194138240883, "debt_to_ebitda": 5.706811399452016, "net_debt_to_ebitda": 5.635311774663618, "interest_coverage": 19.75896551724138, "debt_to_equity": 1.6056545500076107, "current_ratio": 0.47950747192501547, "quick_ratio": 0.3394309841718985, "fcf_to_ebitda": -0.4593637109300012, "capex_to_revenue": 0.4341173630853403, "working_capital_to_revenue": -0.3157351284664485, "capital_efficiency": 0.05927877767385644, "financial_health": -1.3772759301135638, "margin_quality": 0.24257596685082872, "growth_momentum": -0.017551300776549955, "company_age_years": 50.743326488706366, "ebitda": 5730100000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 12.469805577376276, "revenue_cagr_3y": 0.273045651103742, "revenue_cagr_5y": 0.15604878163528402, "earnings_cagr_3y": 0.33340155344384326, "quarterly_revenue_growth_yoy": -0.0030963665086887835, "quarterly_earnings_growth_yoy": 0.03323943661971831, "revenue_growth_qoq": 0.29131538020790704, "gross_margin": 0.3994675456389452, "operating_margin": 0.3414680527383367, "net_margin": 0.23250507099391482, "roa_ttm": 0.024104988902827366, "roe_ttm": 0.07245367953314075, "debt_to_ebitda": 4.8149057344854675, "net_debt_to_ebitda": 4.790308326787117, "interest_coverage": 22.431718061674008, "debt_to_equity": 1.1377954126205145, "current_ratio": 0.7287841549804829, "quick_ratio": 0.5098067563009011, "fcf_to_ebitda": 0.26168499607227025, "capex_to_revenue": 0.23399156441717792, "working_capital_to_revenue": -0.10789877300613497, "capital_efficiency": 0.048279334217984055, "financial_health": -1.0153181780665275, "margin_quality": 0.3244802231237322, "growth_momentum": 0.015071535055514763, "company_age_years": 1.322381930184805, "ebitda": 2036800000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 9.982993954050785, "revenue_cagr_3y": 0.046947451331891044, "revenue_cagr_5y": 0.05222441149567714, "earnings_cagr_3y": -0.03233010368276601, "quarterly_revenue_growth_yoy": 0.09520661157024793, "quarterly_earnings_growth_yoy": 0.15723981900452488, "revenue_growth_qoq": 0.11025469168900805, "gross_margin": 0.5105644431029278, "operating_margin": 0.2654693631150015, "net_margin": 0.15439178991850286, "roa_ttm": 0.03110855447403079, "roe_ttm": 0.0917881948321683, "debt_to_ebitda": 4.242241031841999, "net_debt_to_ebitda": 4.242160419185812, "interest_coverage": 19.11402157164869, "debt_to_equity": 1.17526855305179, "current_ratio": 0.7094710282058214, "quick_ratio": 0.3633414436334144, "fcf_to_ebitda": -0.029262394195888754, "capex_to_revenue": 0.4141439653617175, "working_capital_to_revenue": -0.11632689879126827, "capital_efficiency": 0.06144837465309955, "financial_health": -1.0768399196747, "margin_quality": 0.3101418653788107, "growth_momentum": 0.1262232152873864, "company_age_years": 36.50102669404517, "ebitda": 1240500000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 11.398493606138107, "revenue_cagr_3y": -0.03280606824773191, "revenue_cagr_5y": -0.016105233233803085, "earnings_cagr_3y": -0.07618584948970841, "quarterly_revenue_growth_yoy": -0.142630325482932, "quarterly_earnings_growth_yoy": -0.2966292134831461, "revenue_growth_qoq": -0.04537418974661167, "gross_margin": 0.3274691358024691, "operating_margin": 0.1595679012345679, "net_margin": 0.09660493827160493, "roa_ttm": 0.027558712038691126, "roe_ttm": 0.11321936811957398, "debt_to_ebitda": 5.610997442455243, "net_debt_to_ebitda": 5.536317135549872, "interest_coverage": 17.93577981651376, "debt_to_equity": 1.9635728989528327, "current_ratio": 0.7541708542713568, "quick_ratio": 0.5433165829145729, "fcf_to_ebitda": -0.1815856777493606, "capex_to_revenue": 0.33164017696214976, "working_capital_to_revenue": -0.10019662461084712, "capital_efficiency": 0.07038904007913255, "financial_health": -1.7146625183051305, "margin_quality": 0.19454732510288064, "growth_momentum": -0.21962976948303903, "company_age_years": 54.24229979466119, "ebitda": 3910000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 9.438515057829422, "revenue_cagr_3y": -0.0041571425643812665, "revenue_cagr_5y": 0.017757690773773538, "earnings_cagr_3y": 0.13925078734717555, "quarterly_revenue_growth_yoy": 0.0008284514750423455, "quarterly_earnings_growth_yoy": 4.235122389400404, "revenue_growth_qoq": -0.08315893284487669, "gross_margin": 0.35303543604513904, "operating_margin": 0.0994661575145191, "net_margin": 0.03439728032485009, "roa_ttm": 0.028462791390631344, "roe_ttm": 0.09544716922052296, "debt_to_ebitda": 3.1147466378871975, "net_debt_to_ebitda": 3.112699076027568, "interest_coverage": 31.204253882511818, "debt_to_equity": 0.9539036393487708, "current_ratio": 0.6659300912286933, "quick_ratio": 0.4286617753366733, "fcf_to_ebitda": -0.15320469126986702, "capex_to_revenue": 0.35601871604801383, "working_capital_to_revenue": -0.1139723648800612, "capital_efficiency": 0.061954980305577154, "financial_health": -0.8849006531398179, "margin_quality": 0.1622996246281694, "growth_momentum": 2.1179754204377232, "company_age_years": 32.69815195071869, "ebitda": 1478832000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 10.611378941742384, "revenue_cagr_3y": -0.07933602579393517, "revenue_cagr_5y": -0.05132493857454801, "earnings_cagr_3y": 0.16934642955436452, "quarterly_revenue_growth_yoy": -0.18283469326080387, "quarterly_earnings_growth_yoy": 0.7183908045977011, "revenue_growth_qoq": -0.0913978494623656, "gross_margin": 0.665680473372781, "operating_margin": 0.2588757396449704, "net_margin": 0.11057692307692307, "roa_ttm": -0.011162146211285315, "roe_ttm": -0.05650084426548902, "debt_to_ebitda": 1.5547835382148583, "net_debt_to_ebitda": 1.4179583110636023, "interest_coverage": 5.519174041297935, "debt_to_equity": 0.3778412780880634, "current_ratio": 0.46625887924230464, "quick_ratio": 0.4108129439621152, "fcf_to_ebitda": -0.35649385355424906, "capex_to_revenue": 0.21502025553131818, "working_capital_to_revenue": -0.21073543159862887, "capital_efficiency": -0.03383149523838717, "financial_health": -0.00810824361358901, "margin_quality": 0.34504437869822485, "growth_momentum": 0.2677780556684486, "company_age_years": 20.635181382614647, "ebitda": 1871000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 11.730864048338368, "revenue_cagr_3y": 0.019990329235106907, "revenue_cagr_5y": 0.022818769672480643, "earnings_cagr_3y": -0.0397884215916009, "quarterly_revenue_growth_yoy": -0.002150537634408602, "quarterly_earnings_growth_yoy": -0.31560283687943264, "revenue_growth_qoq": -0.025721784776902887, "gross_margin": 0.47575431034482757, "operating_margin": 0.22844827586206898, "net_margin": 0.10398706896551724, "roa_ttm": 0.022451215816100527, "roe_ttm": 0.09140958709065021, "debt_to_ebitda": 6.005135951661631, "net_debt_to_ebitda": 5.971299093655589, "interest_coverage": 16.974358974358974, "debt_to_equity": 1.8867584242999524, "current_ratio": 1.1131386861313868, "quick_ratio": 0.9220542231491137, "fcf_to_ebitda": -0.4595166163141994, "capex_to_revenue": 0.4179609949783954, "working_capital_to_revenue": 0.05068317178558916, "capital_efficiency": 0.05693040145337537, "financial_health": -1.8700988655659758, "margin_quality": 0.26939655172413796, "growth_momentum": -0.1588766872569206, "company_age_years": 54.743326488706366, "ebitda": 3310000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 10.903906983568076, "revenue_cagr_3y": 0.16056766106051024, "revenue_cagr_5y": 0.11547189528827784, "earnings_cagr_3y": 0.14394867520071486, "quarterly_revenue_growth_yoy": 0.018414481897627965, "quarterly_earnings_growth_yoy": 0.09757442116868799, "revenue_growth_qoq": -0.2920373182903016, "gross_margin": 0.3738277658596384, "operating_margin": 0.22200429053018694, "net_margin": 0.12203493717437941, "roa_ttm": 0.03164635662770455, "roe_ttm": 0.10531187385660772, "debt_to_ebitda": 3.7716035798122065, "net_debt_to_ebitda": 3.7582159624413145, "interest_coverage": 26.755642787046124, "debt_to_equity": 1.1197512849551354, "current_ratio": 0.638503210992717, "quick_ratio": 0.4555304416460374, "fcf_to_ebitda": 0.20261150234741784, "capex_to_revenue": 0.20955133679301058, "working_capital_to_revenue": -0.13237863758786048, "capital_efficiency": 0.06847911524215614, "financial_health": -0.9570445707363041, "margin_quality": 0.23928899785473493, "growth_momentum": 0.05799445153315798, "company_age_years": 32.67624914442163, "ebitda": 2726400000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 10.57415064935065, "revenue_cagr_3y": 0.05060959342166105, "revenue_cagr_5y": 0.03138604344733298, "earnings_cagr_3y": 0.03559723374100843, "quarterly_revenue_growth_yoy": -0.11930164888457807, "quarterly_earnings_growth_yoy": -0.011363636363636364, "revenue_growth_qoq": 0.12237330037082818, "gross_margin": 0.4774229074889868, "operating_margin": 0.20429515418502203, "net_margin": 0.14372246696035243, "roa_ttm": 0.027816782065559483, "roe_ttm": 0.10041073145154243, "debt_to_ebitda": 4.959307359307359, "net_debt_to_ebitda": 4.934776334776335, "interest_coverage": 22.5, "debt_to_equity": 1.5017040985755483, "current_ratio": 0.5945791726105564, "quick_ratio": 0.4008559201141227, "fcf_to_ebitda": -0.33535353535353535, "capex_to_revenue": 0.5130962227736421, "working_capital_to_revenue": -0.1958919216983733, "capital_efficiency": 0.06411375675855095, "financial_health": -1.323381320670123, "margin_quality": 0.2751468428781204, "growth_momentum": -0.06533264262410722, "company_age_years": 26.24229979466119, "ebitda": 3465000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 9.478453026686918, "revenue_cagr_3y": 0.009451320326819834, "revenue_cagr_5y": -0.09302519791384645, "earnings_cagr_3y": -0.05155939993799552, "quarterly_revenue_growth_yoy": 0.033481522645179215, "quarterly_earnings_growth_yoy": 0.6510791366906474, "revenue_growth_qoq": 0.3491113529198404, "gross_margin": 0.4852802796074741, "operating_margin": 0.3458798225567953, "net_margin": 0.24680736658152977, "roa_ttm": 0.031653720359771056, "roe_ttm": 0.08989318472077093, "debt_to_ebitda": 3.084508570188761, "net_debt_to_ebitda": 2.621392926882187, "interest_coverage": 24.647058823529413, "debt_to_equity": 0.825293161500058, "current_ratio": 0.687916509493273, "quick_ratio": 0.48296240412422986, "fcf_to_ebitda": 0.04740724669125624, "capex_to_revenue": 0.29395541254883933, "working_capital_to_revenue": -0.11408871523787635, "capital_efficiency": 0.06077345254027099, "financial_health": -0.6835241625472686, "margin_quality": 0.3593224895819331, "growth_momentum": 0.34228032966791333, "company_age_years": 28.752908966461327, "ebitda": 921800000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 9.036393629124005, "revenue_cagr_3y": -0.013762003440111692, "revenue_cagr_5y": -0.013327648450607632, "earnings_cagr_3y": -0.05703758697326422, "quarterly_revenue_growth_yoy": -0.08854166666666667, "quarterly_earnings_growth_yoy": -0.255125284738041, "revenue_growth_qoq": 0.28608923884514437, "gross_margin": 0.32979591836734695, "operating_margin": 0.23551020408163265, "net_margin": 0.13346938775510203, "roa_ttm": 0.0327694489465154, "roe_ttm": 0.09602255862273672, "debt_to_ebitda": 3.1149032992036405, "net_debt_to_ebitda": 2.9869169510807736, "interest_coverage": 35.515151515151516, "debt_to_equity": 0.8127040664885723, "current_ratio": 1.1444365192582027, "quick_ratio": 0.8031383737517832, "fcf_to_ebitda": -0.1965301478953356, "capex_to_revenue": 0.4479403178722024, "working_capital_to_revenue": 0.043788517677586763, "capital_efficiency": 0.06439600378462607, "financial_health": -0.7823856704493684, "margin_quality": 0.23292517006802718, "growth_momentum": -0.17183347570235386, "company_age_years": 36.74469541409993, "ebitda": 3516000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 10.835929288103202, "revenue_cagr_3y": 0.07594368303634935, "revenue_cagr_5y": 0.04077309319521949, "earnings_cagr_3y": 0.0823372762403547, "quarterly_revenue_growth_yoy": 0.0903010033444816, "quarterly_earnings_growth_yoy": 5.0227272727272725, "revenue_growth_qoq": -0.06505018902359536, "gross_margin": 0.49442275515895145, "operating_margin": 0.2380089235917457, "net_margin": 0.12339654210819855, "roa_ttm": 0.0242213961173069, "roe_ttm": 0.08847848391574627, "debt_to_ebitda": 5.627533956726503, "net_debt_to_ebitda": 5.600914613336974, "interest_coverage": 17.780339805825243, "debt_to_equity": 1.6586999818938983, "current_ratio": 0.8110709210696292, "quick_ratio": 0.5275158248288335, "fcf_to_ebitda": -0.06982458535253566, "capex_to_revenue": 0.41741821691237646, "working_capital_to_revenue": -0.09734100968418251, "capital_efficiency": 0.05634994001652659, "financial_health": -1.5356435851637062, "margin_quality": 0.28527607361963186, "growth_momentum": 2.556514138035877, "company_age_years": 41.23477070499658, "ebitda": 14651000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 12.348904487835108, "revenue_cagr_3y": 0.10998235367562503, "revenue_cagr_5y": 0.05384413841862701, "earnings_cagr_3y": 0.35785689386613595, "quarterly_revenue_growth_yoy": 0.22570098087783613, "quarterly_earnings_growth_yoy": -0.2868806828725181, "revenue_growth_qoq": -0.10454027252492716, "gross_margin": 0.2219505294640692, "operating_margin": 0.1509578853770916, "net_margin": 0.07766146633255194, "roa_ttm": 0.02469720020598844, "roe_ttm": 0.09654548954941532, "debt_to_ebitda": 5.617770350254161, "net_debt_to_ebitda": 5.546828215305341, "interest_coverage": 18.24777636594663, "debt_to_equity": 1.6882653787238318, "current_ratio": 0.5107301960606951, "quick_ratio": 0.40895351379058215, "fcf_to_ebitda": -0.20672655107583038, "capex_to_revenue": 0.3484928010538557, "working_capital_to_revenue": -0.33400228472629595, "capital_efficiency": 0.06062134487770188, "financial_health": -1.4018888446773101, "margin_quality": 0.15018996039123758, "growth_momentum": -0.03058985099734099, "company_age_years": 52.993839835728956, "ebitda": 7180500000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 10.532743673851922, "revenue_cagr_3y": -0.004333007601383998, "revenue_cagr_5y": 0.016828352373960742, "earnings_cagr_3y": 0.03491157651702448, "quarterly_revenue_growth_yoy": 0.05689277899343545, "quarterly_earnings_growth_yoy": -0.25806451612903225, "revenue_growth_qoq": -0.2077638053581192, "gross_margin": 0.34782608695652173, "operating_margin": 0.1663216011042098, "net_margin": 0.06349206349206349, "roa_ttm": 0.02533497964970046, "roe_ttm": 0.12452236457630929, "debt_to_ebitda": 4.653701968134958, "net_debt_to_ebitda": 4.457825679475164, "interest_coverage": 19.4, "debt_to_equity": 2.2321870083164757, "current_ratio": 1.0453900709219859, "quick_ratio": 0.7702127659574468, "fcf_to_ebitda": 0.02155576382380506, "capex_to_revenue": 0.2461183704842429, "working_capital_to_revenue": 0.014757878554957724, "capital_efficiency": 0.07492867211300487, "financial_health": -2.024264972688904, "margin_quality": 0.19254658385093168, "growth_momentum": -0.1005858685677984, "company_age_years": 32.49555099247091, "ebitda": 2134000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 10.117623984522728, "revenue_cagr_3y": 0.01681249226937953, "revenue_cagr_5y": 0.020616931472362765, "earnings_cagr_3y": 0.10105832982803031, "quarterly_revenue_growth_yoy": -0.007613776570672405, "quarterly_earnings_growth_yoy": 0.07471684924474929, "revenue_growth_qoq": 0.14064272211720227, "gross_margin": 0.4650314882333444, "operating_margin": 0.2712492542260524, "net_margin": 0.16307590321511437, "roa_ttm": 0.02791407262471357, "roe_ttm": 0.10363125544336899, "debt_to_ebitda": 3.960501462379901, "net_debt_to_ebitda": 3.9173155197527425, "interest_coverage": 24.44322641509434, "debt_to_equity": 1.3455612136919695, "current_ratio": 0.8678208577041234, "quick_ratio": 0.6832100648843284, "fcf_to_ebitda": -0.08205228751106723, "capex_to_revenue": 0.29164437287434297, "working_capital_to_revenue": -0.03872187265926143, "capital_efficiency": 0.06577266403404128, "financial_health": -1.2699780256229198, "margin_quality": 0.29978554855817036, "growth_momentum": 0.033551536337038446, "company_age_years": 32.016427104722794, "ebitda": 3886473000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 10.697673248882266, "revenue_cagr_3y": 0.1854633741430609, "revenue_cagr_5y": 0.12013255717585314, "earnings_cagr_3y": 0.10444300728694444, "quarterly_revenue_growth_yoy": 0.06205702537466862, "quarterly_earnings_growth_yoy": 0.07344008834897847, "revenue_growth_qoq": 0.14627737226277374, "gross_margin": 0.30718288334182375, "operating_margin": 0.18425878757004585, "net_margin": 0.09903209373408049, "roa_ttm": 0.03117198703988952, "roe_ttm": 0.1047967679292873, "debt_to_ebitda": 3.7912071535022354, "net_debt_to_ebitda": 3.777235469448584, "interest_coverage": 26.159844054580898, "debt_to_equity": 1.1356442936541595, "current_ratio": 0.8918818884684981, "quick_ratio": 0.6502303010363547, "fcf_to_ebitda": 0.2532786885245902, "capex_to_revenue": 0.1905303587918044, "working_capital_to_revenue": -0.03518327690269395, "capital_efficiency": 0.06798437748458841, "financial_health": -1.0208528333716753, "margin_quality": 0.1968245882153167, "growth_momentum": 0.06774855686182354, "company_age_years": 32.18069815195072, "ebitda": 2684000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 13.733671242278655, "revenue_cagr_3y": -0.015461916893368288, "revenue_cagr_5y": 0.019967492337864323, "earnings_cagr_3y": -0.11833036702083, "quarterly_revenue_growth_yoy": -0.07169639813657538, "quarterly_earnings_growth_yoy": -0.42105263157894735, "revenue_growth_qoq": -0.11195652173913044, "gross_margin": 0.3659730722154223, "operating_margin": 0.13708690330477355, "net_margin": 0.08078335373317014, "roa_ttm": 0.0352343308865048, "roe_ttm": 0.10970464135021098, "debt_to_ebitda": 4.918325326012354, "net_debt_to_ebitda": 4.881262868908717, "interest_coverage": 17.345238095238095, "debt_to_equity": 1.259845288326301, "current_ratio": 0.6838858905165767, "quick_ratio": 0.5165767154973014, "fcf_to_ebitda": -0.5936856554564173, "capex_to_revenue": 0.39988290398126464, "working_capital_to_revenue": -0.12002341920374707, "capital_efficiency": 0.07246948611835789, "financial_health": -1.1870001016533764, "margin_quality": 0.19461444308445533, "growth_momentum": -0.24637451485776135, "company_age_years": 32.988364134154686, "ebitda": 1457000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 9.956222997673645, "revenue_cagr_3y": -0.28469083068598466, "revenue_cagr_5y": 0.0402232270933065, "earnings_cagr_3y": -0.2933015973692069, "quarterly_revenue_growth_yoy": 0.07106963388370424, "quarterly_earnings_growth_yoy": -0.5143603133159269, "revenue_growth_qoq": 0.053114522675136756, "gross_margin": 0.3890750670241287, "operating_margin": 0.1239946380697051, "net_margin": 0.03116621983914209, "roa_ttm": 0.03074005263972751, "roe_ttm": 0.08933030391649607, "debt_to_ebitda": 4.234795613160518, "net_debt_to_ebitda": 4.231222997673646, "interest_coverage": 19.993355481727576, "debt_to_equity": 1.1466042786763548, "current_ratio": 0.5070993914807302, "quick_ratio": 0.2250821850737917, "fcf_to_ebitda": 0.04021269524759056, "capex_to_revenue": 0.4123585983271307, "working_capital_to_revenue": -0.2596632152990162, "capital_efficiency": 0.06003517827811179, "financial_health": -0.9584100731185188, "margin_quality": 0.18141197497765862, "growth_momentum": -0.22164533971611133, "company_age_years": 36.251882272416154, "ebitda": 1203600000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 9.063329156626507, "revenue_cagr_3y": 0.038817825266572514, "revenue_cagr_5y": 0.01619006622856256, "earnings_cagr_3y": -0.041591946756273646, "quarterly_revenue_growth_yoy": 0.18729220539342445, "quarterly_earnings_growth_yoy": 0.17045454545454544, "revenue_growth_qoq": 0.18466642093623295, "gross_margin": 0.4237710018668326, "operating_margin": 0.2551337896701929, "net_margin": 0.0640945861854387, "roa_ttm": 0.025800435188063412, "roe_ttm": 0.08707511540075535, "debt_to_ebitda": 3.813975903614458, "net_debt_to_ebitda": 3.6269879518072288, "interest_coverage": 22.92817679558011, "debt_to_equity": 1.1070079731430968, "current_ratio": 0.8862867551392142, "quick_ratio": 0.7980744210252407, "fcf_to_ebitda": -0.05325301204819277, "capex_to_revenue": 0.2943529035354343, "working_capital_to_revenue": -0.034954407294832825, "capital_efficiency": 0.05643777529440938, "financial_health": -1.0144824800997534, "margin_quality": 0.2476664592408214, "growth_momentum": 0.17887337542398496, "company_age_years": 46.99520876112252, "ebitda": 4150000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 12.01597330264672, "revenue_cagr_3y": 0.07389831564365945, "revenue_cagr_5y": -0.0017762101517705409, "earnings_cagr_3y": -0.016362862393843103, "quarterly_revenue_growth_yoy": 0.0074962518740629685, "quarterly_earnings_growth_yoy": 0.08735632183908046, "revenue_growth_qoq": 0.22762148337595908, "gross_margin": 0.6922619047619047, "operating_margin": 0.25625, "net_margin": 0.14077380952380952, "roa_ttm": 0.02466928852341795, "roe_ttm": 0.0768416949718804, "debt_to_ebitda": 4.789413118527043, "net_debt_to_ebitda": 4.771461449942462, "interest_coverage": 18.411016949152543, "debt_to_equity": 1.158750487220892, "current_ratio": 0.5758160475960765, "quick_ratio": 0.5182505225920566, "fcf_to_ebitda": -0.08354430379746836, "capex_to_revenue": 0.2725677830940989, "working_capital_to_revenue": -0.21036682615629984, "capital_efficiency": 0.05075549174764917, "financial_health": -0.9751076813166956, "margin_quality": 0.3630952380952381, "growth_momentum": 0.047426286856571714, "company_age_years": 49.74127310061601, "ebitda": 4345000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 9.050095222682177, "revenue_cagr_3y": 0.010562646120207742, "revenue_cagr_5y": 0.0017594664337865495, "earnings_cagr_3y": -0.415402075247858, "quarterly_revenue_growth_yoy": 0.0221121157750602, "quarterly_earnings_growth_yoy": -0.8618308167467399, "revenue_growth_qoq": -0.0881250666417432, "gross_margin": 0.3319147584717502, "operating_margin": 0.045233675080913624, "net_margin": 0.004649826623974685, "roa_ttm": 0.027312610353465817, "roe_ttm": 0.09330431732053962, "debt_to_ebitda": 3.340237747685697, "net_debt_to_ebitda": 3.330400088182129, "interest_coverage": 30.067223510028928, "debt_to_equity": 1.0443599162270205, "current_ratio": 0.5107813684551409, "quick_ratio": 0.3475939651865593, "fcf_to_ebitda": -0.17593736520208297, "capex_to_revenue": 0.39689247941921896, "working_capital_to_revenue": -0.256121445182251, "capital_efficiency": 0.06030846383700272, "financial_health": -0.8538288424677107, "margin_quality": 0.12726608672554618, "growth_momentum": -0.41985935048583983, "company_age_years": 33.6974674880219, "ebitda": 1569479000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 10.539934853420196, "revenue_cagr_3y": -0.11654173716881755, "revenue_cagr_5y": -0.10058391209509332, "earnings_cagr_3y": -0.5652134207231776, "quarterly_revenue_growth_yoy": -0.07246376811594203, "quarterly_earnings_growth_yoy": -1.609375, "revenue_growth_qoq": -0.07352380952380952, "gross_margin": 0.23108552631578946, "operating_margin": 0.20641447368421054, "net_margin": -0.032072368421052634, "roa_ttm": 0.008975273418925345, "roe_ttm": 0.10080106809078772, "debt_to_ebitda": 6.5710097719869704, "net_debt_to_ebitda": 6.235830618892508, "interest_coverage": 11.853281853281853, "debt_to_equity": 6.733311081441922, "current_ratio": 1.02649136577708, "quick_ratio": 0.9309262166405023, "fcf_to_ebitda": 0.01986970684039088, "capex_to_revenue": 0.23601570166830227, "working_capital_to_revenue": 0.01324828263002944, "capital_efficiency": 0.05488817075485653, "financial_health": -6.079231771701307, "margin_quality": 0.1351425438596491, "growth_momentum": -0.8409193840579711, "company_age_years": 28.517453798767967, "ebitda": 3070000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 10.762520422873619, "revenue_cagr_3y": 0.044749107803553345, "revenue_cagr_5y": 0.041869250655425905, "earnings_cagr_3y": 0.06387442672961408, "quarterly_revenue_growth_yoy": -0.006773101112723754, "quarterly_earnings_growth_yoy": 0.082483781278962, "revenue_growth_qoq": 0.09454416207570641, "gross_margin": 0.4812469556746225, "operating_margin": 0.3529793797694431, "net_margin": 0.18964117551550577, "roa_ttm": 0.02202887653624784, "roe_ttm": 0.09765485496607278, "debt_to_ebitda": 5.646564151850072, "net_debt_to_ebitda": 5.424675636713118, "interest_coverage": 18.17467248908297, "debt_to_equity": 1.8650847188603628, "current_ratio": 0.7237948322406479, "quick_ratio": 0.5468569224836097, "fcf_to_ebitda": -0.14992791926958193, "capex_to_revenue": 0.3352392163457496, "working_capital_to_revenue": -0.15055074413520558, "capital_efficiency": 0.05984186575116031, "financial_health": -1.6272511304376738, "margin_quality": 0.3412891703198571, "growth_momentum": 0.037855340083119124, "company_age_years": 36.747433264887064, "ebitda": 8324000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 10.018859773964001, "revenue_cagr_3y": 0.06312737196502227, "revenue_cagr_5y": 0.013058356147598538, "earnings_cagr_3y": 0.009608582389960763, "quarterly_revenue_growth_yoy": -0.2472315540624611, "quarterly_earnings_growth_yoy": 0.20930232558139536, "revenue_growth_qoq": 0.08578607322325915, "gross_margin": 0.4874380165289256, "operating_margin": 0.24198347107438017, "net_margin": 0.14611570247933883, "roa_ttm": 0.03489202354695905, "roe_ttm": 0.10043159553332877, "debt_to_ebitda": 3.9825031393888657, "net_debt_to_ebitda": 3.982251988279615, "interest_coverage": 20.701906412478337, "debt_to_equity": 1.0863191066657532, "current_ratio": 0.8437721788502484, "quick_ratio": 0.5477288857345636, "fcf_to_ebitda": 0.09309334449560486, "capex_to_revenue": 0.3754332411205444, "working_capital_to_revenue": -0.05599542115806544, "capital_efficiency": 0.0676618095401439, "financial_health": -0.9908190664212129, "margin_quality": 0.2918457300275482, "growth_momentum": -0.018964614240532876, "company_age_years": 35.49897330595483, "ebitda": 1194500000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 11.617836965294593, "revenue_cagr_3y": -0.009931142793516923, "revenue_cagr_5y": -0.008010524756764115, "earnings_cagr_3y": 0.4321635789956093, "quarterly_revenue_growth_yoy": -0.07258632840028188, "quarterly_earnings_growth_yoy": 0.38235294117647056, "revenue_growth_qoq": -0.20675105485232068, "gross_margin": 0.4065349544072948, "operating_margin": 0.13601823708206687, "net_margin": 0.07142857142857142, "roa_ttm": 0.028617841219368886, "roe_ttm": 0.10274227571659014, "debt_to_ebitda": 3.953591606133979, "net_debt_to_ebitda": 3.9471347861178367, "interest_coverage": 27.23076923076923, "debt_to_equity": 1.2156595111055963, "current_ratio": 0.5712574850299401, "quick_ratio": 0.37405189620758483, "fcf_to_ebitda": -0.10976594027441484, "capex_to_revenue": 0.4131979695431472, "working_capital_to_revenue": -0.1817258883248731, "capital_efficiency": 0.06568005846797952, "financial_health": -1.1056636504274049, "margin_quality": 0.20466058763931103, "growth_momentum": 0.15488330638809433, "company_age_years": 21.99315537303217, "ebitda": 2478000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 9.78062306900103, "revenue_cagr_3y": -0.03322757151324529, "revenue_cagr_5y": -0.021473368984161745, "earnings_cagr_3y": 0.16522650332370814, "quarterly_revenue_growth_yoy": -0.1416382252559727, "quarterly_earnings_growth_yoy": 0.10416666666666667, "revenue_growth_qoq": 0.01547779273216689, "gross_margin": 0.3267064280980782, "operating_margin": 0.16235917826375082, "net_margin": 0.07024519549370443, "roa_ttm": 0.025712881022615534, "roe_ttm": 0.13280853224987305, "debt_to_ebitda": 4.838311019567456, "net_debt_to_ebitda": 4.701338825952626, "interest_coverage": 21.34065934065934, "debt_to_equity": 2.3859827323514473, "current_ratio": 1.0078192875760208, "quick_ratio": 0.6698523023457863, "fcf_to_ebitda": -0.02729145211122554, "capex_to_revenue": 0.2622366790582404, "working_capital_to_revenue": 0.0027881040892193307, "capital_efficiency": 0.0792607066362443, "financial_health": -2.130396165141802, "margin_quality": 0.1864369339518445, "growth_momentum": -0.01873577929465301, "company_age_years": 30.99794661190965, "ebitda": 1942000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 11.57668120115179, "revenue_cagr_3y": -0.01134045329827138, "revenue_cagr_5y": -0.0057024388928476055, "earnings_cagr_3y": 0.06785404906509451, "quarterly_revenue_growth_yoy": -0.11772232885476648, "quarterly_earnings_growth_yoy": -0.2510460251046025, "revenue_growth_qoq": -0.11375321336760925, "gross_margin": 0.4691805656272661, "operating_margin": 0.20304568527918782, "net_margin": 0.12980420594633793, "roa_ttm": 0.02828879479059175, "roe_ttm": 0.10204081632653061, "debt_to_ebitda": 3.9313039901275197, "net_debt_to_ebitda": 3.9288358700123407, "interest_coverage": 25.061855670103093, "debt_to_equity": 1.22667180079579, "current_ratio": 0.5501453488372093, "quick_ratio": 0.39280523255813954, "fcf_to_ebitda": -0.053887289181406825, "capex_to_revenue": 0.3882856202698256, "working_capital_to_revenue": -0.20368542283645935, "capital_efficiency": 0.06516480555856119, "financial_health": -1.0551067409660266, "margin_quality": 0.2673434856175973, "growth_momentum": -0.18438417697968448, "company_age_years": 21.489390828199863, "ebitda": 2431000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 12.181439349970981, "revenue_cagr_3y": 0.07735990951535876, "revenue_cagr_5y": 0.0013817345596691677, "earnings_cagr_3y": 0.09385653224037327, "quarterly_revenue_growth_yoy": -0.17435001092418614, "quarterly_earnings_growth_yoy": 0.12944162436548223, "revenue_growth_qoq": -0.15571939231456658, "gross_margin": 0.306430272558878, "operating_margin": 0.1725324159830643, "net_margin": 0.11775602011114052, "roa_ttm": 0.02667105696410932, "roe_ttm": 0.10655891749671115, "debt_to_ebitda": 5.666569936157864, "net_debt_to_ebitda": 5.63319791062101, "interest_coverage": 18.041884816753928, "debt_to_equity": 1.8348994549896636, "current_ratio": 0.876362735381566, "quick_ratio": 0.6766600594648167, "fcf_to_ebitda": -0.4230992455020313, "capex_to_revenue": 0.19267498643516007, "working_capital_to_revenue": -0.02707542051003798, "capital_efficiency": 0.06661498723041023, "financial_health": -1.6569457048289593, "margin_quality": 0.1989062362176943, "growth_momentum": -0.022454193279351956, "company_age_years": 53.24024640657084, "ebitda": 3446000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 9.053119383825416, "revenue_cagr_3y": 0.05103160848737476, "revenue_cagr_5y": 0.04235635877281152, "earnings_cagr_3y": 0.05726427034643122, "quarterly_revenue_growth_yoy": 0.11064055055584966, "quarterly_earnings_growth_yoy": -0.055865921787709494, "revenue_growth_qoq": -0.020998600093327113, "gross_margin": 0.31410867492850336, "operating_margin": 0.1415633937082936, "net_margin": 0.08055290753098189, "roa_ttm": 0.026970860627964763, "roe_ttm": 0.16500829187396351, "debt_to_ebitda": 3.7145913564398803, "net_debt_to_ebitda": 3.628583654257595, "interest_coverage": 23.846938775510203, "debt_to_equity": 2.3993919292426753, "current_ratio": 0.9112076994722136, "quick_ratio": 0.7739832350201801, "fcf_to_ebitda": 0.06247325631151048, "capex_to_revenue": 0.15027050899856464, "working_capital_to_revenue": -0.031577785138566856, "capital_efficiency": 0.09598957625096413, "financial_health": -2.0724561191232804, "margin_quality": 0.17874165872259296, "growth_momentum": 0.027387314384070084, "company_age_years": 47.742642026009584, "ebitda": 2337000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 10.85692673438513, "revenue_cagr_3y": 0.10527322846973441, "revenue_cagr_5y": 0.059092251102476734, "earnings_cagr_3y": 0.42156539943821913, "quarterly_revenue_growth_yoy": 0.6234327712926935, "quarterly_earnings_growth_yoy": 644.5, "revenue_growth_qoq": 0.19624084103217584, "gross_margin": 0.5139813581890812, "operating_margin": 0.4388814913448735, "net_margin": 0.34274300932090546, "roa_ttm": 0.04695500819688721, "roe_ttm": 0.15754447915251935, "debt_to_ebitda": 4.368921547438945, "net_debt_to_ebitda": 4.108493624378647, "interest_coverage": 25.705555555555556, "debt_to_equity": 1.3727420888224908, "current_ratio": 0.794970631424376, "quick_ratio": 0.6637298091042585, "fcf_to_ebitda": -0.002161227577263886, "capex_to_revenue": 0.25600426970289986, "working_capital_to_revenue": -0.09935954456502402, "capital_efficiency": 0.10224974367470327, "financial_health": -1.1395394774986778, "margin_quality": 0.43186861961828665, "growth_momentum": 322.5617163856463, "company_age_years": 43.24161533196441, "ebitda": 4627000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 10.302717369294943, "revenue_cagr_3y": -0.015358363345577053, "revenue_cagr_5y": 0.018481328698434663, "earnings_cagr_3y": -0.012050919033556817, "quarterly_revenue_growth_yoy": 0.00039432472963529255, "quarterly_earnings_growth_yoy": -0.16771365896332377, "revenue_growth_qoq": -0.07333344381836261, "gross_margin": 0.35911720384454565, "operating_margin": 0.15237397581259862, "net_margin": 0.06771914400163391, "roa_ttm": 0.02666339762956077, "roe_ttm": 0.10015940637276298, "debt_to_ebitda": 4.047423884286379, "net_debt_to_ebitda": 4.026149982545148, "interest_coverage": 26.00996, "debt_to_equity": 1.378524661719773, "current_ratio": 0.7272504892367906, "quick_ratio": 0.5780332681017613, "fcf_to_ebitda": -0.049468229350089994, "capex_to_revenue": 0.29104453595233076, "working_capital_to_revenue": -0.09777482904093064, "capital_efficiency": 0.06341140200116188, "financial_health": -1.265639860448787, "margin_quality": 0.19307010788625942, "growth_momentum": -0.08365966711684424, "company_age_years": 32.26830937713895, "ebitda": 3901494000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 13.15855914478271, "revenue_cagr_3y": 0.017907439284935434, "revenue_cagr_5y": 0.018640990123269807, "earnings_cagr_3y": 0.07016498346823052, "quarterly_revenue_growth_yoy": 0.05609027547295055, "quarterly_earnings_growth_yoy": 0.1442125237191651, "revenue_growth_qoq": 0.23047177107501934, "gross_margin": 0.4893148962916405, "operating_margin": 0.25549968573224385, "net_margin": 0.18950345694531742, "roa_ttm": 0.027500558576003576, "roe_ttm": 0.10720766494882776, "debt_to_ebitda": 4.896351382756216, "net_debt_to_ebitda": 4.690680920288171, "interest_coverage": 20.49047619047619, "debt_to_equity": 1.5292879436742397, "current_ratio": 0.8734350102435693, "quick_ratio": 0.756885954928295, "fcf_to_ebitda": -0.46665117359981406, "capex_to_revenue": 0.4296387448360728, "working_capital_to_revenue": -0.04887052825876769, "capital_efficiency": 0.06735411176241567, "financial_health": -1.4323134719288009, "margin_quality": 0.31143934632306725, "growth_momentum": 0.10015139959605782, "company_age_years": 35.017111567419576, "ebitda": 4303000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 12.766308568470102, "revenue_cagr_3y": 0.004791937984097716, "revenue_cagr_5y": 0.004651158507110509, "earnings_cagr_3y": 0.13256423540053874, "quarterly_revenue_growth_yoy": -0.07089476873358917, "quarterly_earnings_growth_yoy": 0.10176991150442478, "revenue_growth_qoq": 0.20576671035386632, "gross_margin": 0.4945652173913043, "operating_margin": 0.2956521739130435, "net_margin": 0.27065217391304347, "roa_ttm": 0.03831242873432155, "roe_ttm": 0.11770888071466107, "debt_to_ebitda": 4.532099404607818, "net_debt_to_ebitda": 4.409785141082061, "interest_coverage": 22.723529411764705, "debt_to_equity": 1.2266596601856719, "current_ratio": 0.7976833976833977, "quick_ratio": 0.6254826254826255, "fcf_to_ebitda": -0.6158426093709553, "capex_to_revenue": 0.44229829553620187, "working_capital_to_revenue": -0.07530683222672531, "capital_efficiency": 0.07801065472449131, "financial_health": -1.1407397809336237, "margin_quality": 0.35362318840579704, "growth_momentum": 0.015437571385417806, "company_age_years": 32.73648186173853, "ebitda": 1545200000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 11.793806707535591, "revenue_cagr_3y": -0.09573963769710869, "revenue_cagr_5y": 0.01766230050821327, "earnings_cagr_3y": -0.015489221955040322, "quarterly_revenue_growth_yoy": 0.012374779021803181, "quarterly_earnings_growth_yoy": -0.3031026252983294, "revenue_growth_qoq": 0.182381280110117, "gross_margin": 0.3349825378346915, "operating_margin": 0.16152502910360886, "net_margin": 0.08498253783469151, "roa_ttm": 0.028743397617000368, "roe_ttm": 0.1200102572869476, "debt_to_ebitda": 5.659302896416299, "net_debt_to_ebitda": 5.653411880216004, "interest_coverage": 16.427419354838708, "debt_to_equity": 1.9707667321993332, "current_ratio": 0.7064238151194673, "quick_ratio": 0.4625930278104191, "fcf_to_ebitda": -0.20225822287677958, "capex_to_revenue": 0.3585935618527735, "working_capital_to_revenue": -0.12033394878381633, "capital_efficiency": 0.07437682745197398, "financial_health": -1.7664972913767614, "margin_quality": 0.19383003492433062, "growth_momentum": -0.1453639231382631, "company_age_years": 54.99520876112252, "ebitda": 4074000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 10.678877746524805, "revenue_cagr_3y": 0.05495222675524558, "revenue_cagr_5y": 0.03505757717085656, "earnings_cagr_3y": 0.03760401133952751, "quarterly_revenue_growth_yoy": 0.0717766947275144, "quarterly_earnings_growth_yoy": 0.15577889447236182, "revenue_growth_qoq": 0.0855646970830217, "gross_margin": 0.3269946258784622, "operating_margin": 0.24941435855036517, "net_margin": 0.1426209177346011, "roa_ttm": 0.02322578618328045, "roe_ttm": 0.07618821880539181, "debt_to_ebitda": 5.736741266153031, "net_debt_to_ebitda": 5.7261016672781375, "interest_coverage": 17.082869080779943, "debt_to_equity": 1.4502658807040687, "current_ratio": 0.5932101002778785, "quick_ratio": 0.3495529781321735, "fcf_to_ebitda": -0.25522807875749054, "capex_to_revenue": 0.4474103726796089, "working_capital_to_revenue": -0.23855746067734165, "capital_efficiency": 0.04970700249433613, "financial_health": -1.2311558061836243, "margin_quality": 0.23967663405447615, "growth_momentum": 0.11377779459993811, "company_age_years": 6.072553045859, "ebitda": 2453100000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 12.29345407222644, "revenue_cagr_3y": -0.0312305326069926, "revenue_cagr_5y": 0.0747763818109275, "earnings_cagr_3y": -0.07931088108578621, "quarterly_revenue_growth_yoy": 0.04131054131054131, "quarterly_earnings_growth_yoy": -0.12134831460674157, "revenue_growth_qoq": -0.0895017793594306, "gross_margin": 0.4064881766660152, "operating_margin": 0.14246628884111784, "net_margin": 0.07641196013289037, "roa_ttm": 0.02549314678488632, "roe_ttm": 0.1108870254396207, "debt_to_ebitda": 5.360589957705238, "net_debt_to_ebitda": 5.2450927231319815, "interest_coverage": 19.290794979079497, "debt_to_equity": 1.7489296960690655, "current_ratio": 0.7133868697739879, "quick_ratio": 0.5074095537710075, "fcf_to_ebitda": -0.08079384014748943, "capex_to_revenue": 0.36520245398773005, "working_capital_to_revenue": -0.16991411042944785, "capital_efficiency": 0.06819008611225351, "financial_health": -1.586107433412291, "margin_quality": 0.2084554752133411, "growth_momentum": -0.04001888664810013, "company_age_years": 39.00068446269678, "ebitda": 9221000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 10.265088449531738, "revenue_cagr_3y": -0.08907951316731921, "revenue_cagr_5y": -0.027209924891275272, "earnings_cagr_3y": 0.26168317953369824, "quarterly_revenue_growth_yoy": 0.0028708133971291866, "quarterly_earnings_growth_yoy": 10.755102040816327, "revenue_growth_qoq": -0.07379584622182943, "gross_margin": 0.2991412213740458, "operating_margin": 0.17270992366412213, "net_margin": 0.45610687022900764, "roa_ttm": 0.03684801947747916, "roe_ttm": 0.11367083122698057, "debt_to_ebitda": 3.540582726326743, "net_debt_to_ebitda": 3.4591571279916753, "interest_coverage": 37.68627450980392, "debt_to_equity": 0.9828843792879324, "current_ratio": 0.7946257197696737, "quick_ratio": 0.586852207293666, "fcf_to_ebitda": -0.27237252861602496, "capex_to_revenue": 0.4741303390576838, "working_capital_to_revenue": -0.09423161602818142, "capital_efficiency": 0.07525942535222988, "financial_health": -0.8641970528276687, "margin_quality": 0.30931933842239184, "growth_momentum": 5.378986427106728, "company_age_years": 37.9958932238193, "ebitda": 3844000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 11.454267672007541, "revenue_cagr_3y": -0.07147863993074788, "revenue_cagr_5y": -0.012251182583327136, "earnings_cagr_3y": -0.13146924613601163, "quarterly_revenue_growth_yoy": 0.014079288625416821, "quarterly_earnings_growth_yoy": -0.19148936170212766, "revenue_growth_qoq": -0.21911554921540657, "gross_margin": 0.6613080014614542, "operating_margin": 0.16477895506028498, "net_margin": 0.055535257581293386, "roa_ttm": 0.02413582245242977, "roe_ttm": 0.07578067649217912, "debt_to_ebitda": 4.873704052780396, "net_debt_to_ebitda": 4.677898209236569, "interest_coverage": 17.757322175732217, "debt_to_equity": 1.1679936755322153, "current_ratio": 0.6210420505947395, "quick_ratio": 0.5634109566091473, "fcf_to_ebitda": -0.07021677662582469, "capex_to_revenue": 0.2789452656811826, "working_capital_to_revenue": -0.18074310827007592, "capital_efficiency": 0.04995824947230444, "financial_health": -0.9730267119591629, "margin_quality": 0.2938740713676775, "growth_momentum": -0.08870503653835542, "company_age_years": 49.489390828199866, "ebitda": 4244000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 9.70570796812749, "revenue_cagr_3y": -0.02022820714862239, "revenue_cagr_5y": 0.010286786282366123, "earnings_cagr_3y": 0.013424420678672888, "quarterly_revenue_growth_yoy": 0.0005803830528148578, "quarterly_earnings_growth_yoy": 0.23958333333333334, "revenue_growth_qoq": 0.10300703774792067, "gross_margin": 0.5226218097447796, "operating_margin": 0.3091647331786543, "net_margin": 0.20707656612529002, "roa_ttm": 0.02548314106606328, "roe_ttm": 0.08973354231974921, "debt_to_ebitda": 3.499601593625498, "net_debt_to_ebitda": 3.495219123505976, "interest_coverage": 24.85148514851485, "debt_to_equity": 1.1473354231974922, "current_ratio": 0.6356589147286822, "quick_ratio": 0.4321705426356589, "fcf_to_ebitda": -0.07649402390438247, "capex_to_revenue": 0.3728084156837743, "working_capital_to_revenue": -0.14982467325470195, "capital_efficiency": 0.05760834169290625, "financial_health": -0.9941060795791031, "margin_quality": 0.3462877030162413, "growth_momentum": 0.1200818581930741, "company_age_years": 20.7419575633128, "ebitda": 2510000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 11.552392839746712, "revenue_cagr_3y": -0.0012373465955543006, "revenue_cagr_5y": 0.017754976901069863, "earnings_cagr_3y": -0.5600611055044968, "quarterly_revenue_growth_yoy": 0.0016943409013893595, "quarterly_earnings_growth_yoy": -0.8542372881355932, "revenue_growth_qoq": -0.1136431784107946, "gross_margin": 0.628552097428958, "operating_margin": 0.16914749661705006, "net_margin": 0.014546684709066306, "roa_ttm": 0.017505366086334368, "roe_ttm": 0.058417785323924235, "debt_to_ebitda": 5.921821724305894, "net_debt_to_ebitda": 5.612031173891865, "interest_coverage": 18.495495495495497, "debt_to_equity": 1.2901257494561469, "current_ratio": 0.7208322001631765, "quick_ratio": 0.6724231710633669, "fcf_to_ebitda": -0.41670725767169997, "capex_to_revenue": 0.3194149370812224, "working_capital_to_revenue": -0.16775616930871057, "capital_efficiency": 0.0379615757051293, "financial_health": -1.0612211397006417, "margin_quality": 0.2707487595850248, "growth_momentum": -0.42627147361710194, "company_age_years": 50.99520876112252, "ebitda": 4106000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 9.79718483569241, "revenue_cagr_3y": 0.052974402031215284, "revenue_cagr_5y": 0.020588302197072084, "earnings_cagr_3y": -0.041875027092338035, "quarterly_revenue_growth_yoy": -0.20396123050990309, "quarterly_earnings_growth_yoy": -0.041749502982107355, "revenue_growth_qoq": -0.4005711867992384, "gross_margin": 0.4411505205576143, "operating_margin": 0.16975472031056996, "net_margin": 0.08505382036350803, "roa_ttm": 0.03258617589342257, "roe_ttm": 0.09238407660253568, "debt_to_ebitda": 4.006042546146842, "net_debt_to_ebitda": 4.00587699693734, "interest_coverage": 18.416158536585368, "debt_to_equity": 1.0727236457132725, "current_ratio": 0.6542571234735414, "quick_ratio": 0.30418928086838537, "fcf_to_ebitda": 0.04478106117043291, "capex_to_revenue": 0.440563885876678, "working_capital_to_revenue": -0.1524511087013424, "capital_efficiency": 0.062485126247979125, "financial_health": -0.9620599022507856, "margin_quality": 0.23198635374389742, "growth_momentum": -0.12285536674600522, "company_age_years": 36.002737850787135, "ebitda": 1208100000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 12.260429361859092, "revenue_cagr_3y": -0.004011867457879736, "revenue_cagr_5y": 0.017767365687959336, "earnings_cagr_3y": 0.1588582182572511, "quarterly_revenue_growth_yoy": 0.0875, "quarterly_earnings_growth_yoy": 0.6095890410958904, "revenue_growth_qoq": 0.17921686746987953, "gross_margin": 0.46296296296296297, "operating_margin": 0.20178799489144317, "net_margin": 0.1500638569604087, "roa_ttm": 0.029278111561804265, "roe_ttm": 0.10494097070397901, "debt_to_ebitda": 4.582810770933235, "net_debt_to_ebitda": 4.580597565473995, "interest_coverage": 27.11, "debt_to_equity": 1.3581110625273283, "current_ratio": 0.7902037277850021, "quick_ratio": 0.58777633289987, "fcf_to_ebitda": -0.7797860568056068, "capex_to_revenue": 0.5939189189189189, "working_capital_to_revenue": -0.08175675675675675, "capital_efficiency": 0.06710954113289164, "financial_health": -1.2598738548285366, "margin_quality": 0.271604938271605, "growth_momentum": 0.3485445205479452, "company_age_years": 23.241615331964407, "ebitda": 2711000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 11.869328233325364, "revenue_cagr_3y": 0.030227863292976886, "revenue_cagr_5y": 0.03086176425867948, "earnings_cagr_3y": -0.007059058854603784, "quarterly_revenue_growth_yoy": 0.13781356457107463, "quarterly_earnings_growth_yoy": 0.11733333333333333, "revenue_growth_qoq": 0.2428958051420839, "gross_margin": 0.6407185628742516, "operating_margin": 0.23407729994556342, "net_margin": 0.11404463799673381, "roa_ttm": 0.018379107208783448, "roe_ttm": 0.0601586717805916, "debt_to_ebitda": 5.754004303131723, "net_debt_to_ebitda": 5.735835524743007, "interest_coverage": 18.757847533632287, "debt_to_equity": 1.2645930751852046, "current_ratio": 0.6993444122579662, "quick_ratio": 0.6476597042232047, "fcf_to_ebitda": -0.46521635190054983, "capex_to_revenue": 0.31703855554679494, "working_capital_to_revenue": -0.1554837183631633, "capital_efficiency": 0.03926888949468753, "financial_health": -1.081846330076199, "margin_quality": 0.3296135002721829, "growth_momentum": 0.127573448952204, "company_age_years": 51.24161533196441, "ebitda": 4183000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 11.03508703559366, "revenue_cagr_3y": 0.0286730047153112, "revenue_cagr_5y": 0.010694305909853208, "earnings_cagr_3y": 0.00787153658346762, "quarterly_revenue_growth_yoy": 0.030133920986582147, "quarterly_earnings_growth_yoy": 0.13032547035272493, "revenue_growth_qoq": -0.05511811023622047, "gross_margin": 0.3454861111111111, "operating_margin": 0.11770833333333333, "net_margin": 0.07430555555555556, "roa_ttm": 0.027420792832757085, "roe_ttm": 0.10317460317460317, "debt_to_ebitda": 4.480904130943102, "net_debt_to_ebitda": 4.442712392829306, "interest_coverage": 21.74576271186441, "debt_to_equity": 1.4111438389788906, "current_ratio": 0.6937219730941704, "quick_ratio": 0.5708520179372197, "fcf_to_ebitda": -0.21693946479605092, "capex_to_revenue": 0.34298344456964547, "working_capital_to_revenue": -0.11840166421080003, "capital_efficiency": 0.06529769800368013, "financial_health": -1.2897996807468983, "margin_quality": 0.17916666666666667, "growth_momentum": 0.08022969566965354, "company_age_years": 33.267624914442166, "ebitda": 3849000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 11.356238118098895, "revenue_cagr_3y": 0.0355800513662301, "revenue_cagr_5y": -0.015461546064242992, "earnings_cagr_3y": 0.11003001176433003, "quarterly_revenue_growth_yoy": 0.043154761904761904, "quarterly_earnings_growth_yoy": -0.009345794392523364, "revenue_growth_qoq": 0.19298842750170184, "gross_margin": 0.6216833095577746, "operating_margin": 0.2225392296718973, "net_margin": 0.1209700427960057, "roa_ttm": 0.02502451603530309, "roe_ttm": 0.07933674938108123, "debt_to_ebitda": 4.908065290446471, "net_debt_to_ebitda": 4.810609697551608, "interest_coverage": 16.866396761133604, "debt_to_equity": 1.177212274742357, "current_ratio": 0.5956206679269062, "quick_ratio": 0.5441083805923126, "fcf_to_ebitda": -0.11689870379260682, "capex_to_revenue": 0.2807565921295183, "working_capital_to_revenue": -0.20573855894846518, "capital_efficiency": 0.05218063270819216, "financial_health": -0.9675248358196775, "margin_quality": 0.3217308606752259, "growth_momentum": 0.01690448375611927, "company_age_years": 49.24024640657084, "ebitda": 4166000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 9.101993726036946, "revenue_cagr_3y": -0.06515751654328938, "revenue_cagr_5y": -0.05359082205220156, "earnings_cagr_3y": -0.25482018457013, "quarterly_revenue_growth_yoy": 0.0, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": -0.012758718457612702, "gross_margin": 0.17030442274554852, "operating_margin": 0.15479609419873636, "net_margin": -0.0068925904652498565, "roa_ttm": -0.02054344253314342, "roe_ttm": -0.25075225677031093, "debt_to_ebitda": 7.087486929243639, "net_debt_to_ebitda": 6.533983966538864, "interest_coverage": 8.827692307692308, "debt_to_equity": 6.79839518555667, "current_ratio": 1.220865916460042, "quick_ratio": 1.0978447453747855, "fcf_to_ebitda": 0.26768909027535726, "capex_to_revenue": 0.15563174058995785, "working_capital_to_revenue": 0.08270837797300193, "capital_efficiency": -0.1356478496517272, "financial_health": -6.3747574486360365, "margin_quality": 0.10606930882634501, "growth_momentum": 0.0, "company_age_years": 25.765913757700204, "ebitda": 2869000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 10.79983440132479, "revenue_cagr_3y": 0.06942313203257822, "revenue_cagr_5y": 0.03470280080200627, "earnings_cagr_3y": -0.05008574840700353, "quarterly_revenue_growth_yoy": 0.020190689848569827, "quarterly_earnings_growth_yoy": -0.01951219512195122, "revenue_growth_qoq": -0.010202693511086927, "gross_margin": 0.4523089609675646, "operating_margin": 0.23007146783947224, "net_margin": 0.11050027487630566, "roa_ttm": 0.014426867524450186, "roe_ttm": 0.05237515225334957, "debt_to_ebitda": 5.484052127582979, "net_debt_to_ebitda": 5.451580387356901, "interest_coverage": 19.290277777777778, "debt_to_equity": 1.5462444173771823, "current_ratio": 0.7689041523571651, "quick_ratio": 0.5275679050889791, "fcf_to_ebitda": -0.45698034415724675, "capex_to_revenue": 0.4085382513661202, "working_capital_to_revenue": -0.1264002732240437, "capital_efficiency": 0.03340100988889988, "financial_health": -1.4003810579529854, "margin_quality": 0.2642935678944475, "growth_momentum": 0.00033924736330930363, "company_age_years": 39.983572895277206, "ebitda": 13889000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 10.907944934127437, "revenue_cagr_3y": -0.008871784152314488, "revenue_cagr_5y": 0.006546856060557049, "earnings_cagr_3y": 0.03676897337246299, "quarterly_revenue_growth_yoy": 0.05589682092949267, "quarterly_earnings_growth_yoy": 0.06040022030475491, "revenue_growth_qoq": 0.0816265135751711, "gross_margin": 0.21851894773438404, "operating_margin": 0.15033028160852938, "net_margin": 0.13387414532390776, "roa_ttm": 0.02900288978872302, "roe_ttm": 0.10312460561188003, "debt_to_ebitda": 4.605666734171622, "net_debt_to_ebitda": 4.460537216709318, "interest_coverage": 21.184477461717933, "debt_to_equity": 1.315499978965967, "current_ratio": 0.5568821058128219, "quick_ratio": 0.45625548883245115, "fcf_to_ebitda": -0.2915477658928144, "capex_to_revenue": 0.41178542953032576, "working_capital_to_revenue": -0.2307763623889785, "capital_efficiency": 0.06606374770030152, "financial_health": -1.085781916362431, "margin_quality": 0.1675744582222737, "growth_momentum": 0.05814852061712379, "company_age_years": 48.7419575633128, "ebitda": 5431700000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 10.292351828813137, "revenue_cagr_3y": -0.010756121035542576, "revenue_cagr_5y": -0.008592091067478713, "earnings_cagr_3y": -0.04960404738550317, "quarterly_revenue_growth_yoy": 0.021961378265808407, "quarterly_earnings_growth_yoy": 0.07428571428571429, "revenue_growth_qoq": -0.19672619047619047, "gross_margin": 0.6394961096702483, "operating_margin": 0.1593182660244535, "net_margin": 0.06965542793627269, "roa_ttm": 0.03216207402576227, "roe_ttm": 0.10084355828220859, "debt_to_ebitda": 4.45608360288629, "net_debt_to_ebitda": 4.240607116198059, "interest_coverage": 20.401015228426395, "debt_to_equity": 1.144491308793456, "current_ratio": 0.6297653958944281, "quick_ratio": 0.5714809384164223, "fcf_to_ebitda": -0.16695695446628514, "capex_to_revenue": 0.2864617396991498, "working_capital_to_revenue": -0.16514061478090256, "capital_efficiency": 0.06650281615398543, "financial_health": -0.9553173756275765, "margin_quality": 0.2894899345436582, "growth_momentum": 0.04812354627576135, "company_age_years": 48.49007529089665, "ebitda": 4019000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 11.860168380105584, "revenue_cagr_3y": 0.07902709583184153, "revenue_cagr_5y": 0.08082138556117657, "earnings_cagr_3y": 0.17995813862247645, "quarterly_revenue_growth_yoy": 0.1996291718170581, "quarterly_earnings_growth_yoy": 0.310126582278481, "revenue_growth_qoq": -0.10676484123331799, "gross_margin": 0.40906749098402884, "operating_margin": 0.10200927357032458, "net_margin": 0.10664605873261206, "roa_ttm": 0.02650343064711422, "roe_ttm": 0.09757305596830114, "debt_to_ebitda": 5.20200055570992, "net_debt_to_ebitda": 5.2000555709919425, "interest_coverage": 21.046783625730995, "debt_to_equity": 1.5454845633151726, "current_ratio": 0.663346029885731, "quick_ratio": 0.44008203926164663, "fcf_to_ebitda": -0.4576271186440678, "capex_to_revenue": 0.5785123966942148, "working_capital_to_revenue": -0.15072805981896892, "capital_efficiency": 0.06203824330770768, "financial_health": -1.424805895186366, "margin_quality": 0.20590760776232184, "growth_momentum": 0.25487787704776954, "company_age_years": 26.99520876112252, "ebitda": 3599000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 10.357798710956867, "revenue_cagr_3y": -0.02882467064832328, "revenue_cagr_5y": -0.06763615466451356, "earnings_cagr_3y": -0.3745194832371549, "quarterly_revenue_growth_yoy": 0.006275378368401624, "quarterly_earnings_growth_yoy": 3.527027027027027, "revenue_growth_qoq": 0.07449743791880173, "gross_margin": 0.6933235509904622, "operating_margin": 0.20506236243580336, "net_margin": 0.12289068231841525, "roa_ttm": 0.030373778815422626, "roe_ttm": 0.18206521739130435, "debt_to_ebitda": 5.997273177987109, "net_debt_to_ebitda": 5.679722359940506, "interest_coverage": 14.830882352941176, "debt_to_equity": 3.287092391304348, "current_ratio": 0.6894463667820069, "quick_ratio": 0.6239186851211073, "fcf_to_ebitda": -0.031978185423896875, "capex_to_revenue": 0.24474877394281483, "working_capital_to_revenue": -0.13287683908577774, "capital_efficiency": 0.1062194981033635, "financial_health": -2.987811400219377, "margin_quality": 0.3404255319148936, "growth_momentum": 1.7666512026977144, "company_age_years": 23.38672142368241, "ebitda": 4034000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 10.709942427922458, "revenue_cagr_3y": 0.05499844072029725, "revenue_cagr_5y": -0.0054920254885292286, "earnings_cagr_3y": 0.4116035958752351, "quarterly_revenue_growth_yoy": -0.16578669482576558, "quarterly_earnings_growth_yoy": -0.02903885480572597, "revenue_growth_qoq": 0.3840763091298423, "gross_margin": 0.4880450070323488, "operating_margin": 0.2549929676511955, "net_margin": 0.1669479606188467, "roa_ttm": 0.02298469617597467, "roe_ttm": 0.08637660830028054, "debt_to_ebitda": 6.35447308055593, "net_debt_to_ebitda": 5.344532901542752, "interest_coverage": 15.768085106382978, "debt_to_equity": 1.7084139498887492, "current_ratio": 0.854570663425196, "quick_ratio": 0.7589979297639171, "fcf_to_ebitda": -0.31965996491701526, "capex_to_revenue": 0.4805827006212083, "working_capital_to_revenue": -0.13908162894612563, "capital_efficiency": 0.05468065223812761, "financial_health": -1.2646321661349824, "margin_quality": 0.303328645100797, "growth_momentum": -0.09741277481574577, "company_age_years": 39.19780971937029, "ebitda": 2223300000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 9.023175062590642, "revenue_cagr_3y": 0.018443651426287788, "revenue_cagr_5y": 0.020495339867802498, "earnings_cagr_3y": 0.2995671666458093, "quarterly_revenue_growth_yoy": 0.0064934711272687665, "quarterly_earnings_growth_yoy": 0.29498747476712794, "revenue_growth_qoq": -0.36653949449920387, "gross_margin": 0.38915772342765614, "operating_margin": 0.16614741091370525, "net_margin": 0.07203202385284613, "roa_ttm": 0.027619783316347225, "roe_ttm": 0.09202097916946837, "debt_to_ebitda": 2.984736649918306, "net_debt_to_ebitda": 2.9786063219481758, "interest_coverage": 31.691181939492047, "debt_to_equity": 0.9001509694143295, "current_ratio": 0.6359267904460048, "quick_ratio": 0.41736623184572286, "fcf_to_ebitda": -0.17400578035879088, "capex_to_revenue": 0.36455785350026093, "working_capital_to_revenue": -0.13454409403312448, "capital_efficiency": 0.0598203812429078, "financial_health": -0.8366851925721729, "margin_quality": 0.20911238606473584, "growth_momentum": 0.15074047294719836, "company_age_years": 32.4517453798768, "ebitda": 1448699000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 11.809792578430862, "revenue_cagr_3y": 0.013762669355076751, "revenue_cagr_5y": -0.006346615502486497, "earnings_cagr_3y": 0.11282949455561608, "quarterly_revenue_growth_yoy": 0.10869672454617206, "quarterly_earnings_growth_yoy": 0.06331819396206252, "revenue_growth_qoq": 0.1798472400850416, "gross_margin": 0.29767969566861696, "operating_margin": 0.2174145180307446, "net_margin": 0.17708171119663635, "roa_ttm": 0.027620802644517824, "roe_ttm": 0.10704234203096315, "debt_to_ebitda": 5.742964410456833, "net_debt_to_ebitda": 5.531750550076165, "interest_coverage": 21.50595632031767, "debt_to_equity": 1.6753717776650612, "current_ratio": 0.5811834438416716, "quick_ratio": 0.4828812537673297, "fcf_to_ebitda": -0.2806080841962733, "capex_to_revenue": 0.35234126616662037, "working_capital_to_revenue": -0.25736333611136836, "capital_efficiency": 0.06733157233774048, "financial_health": -1.4230250184616264, "margin_quality": 0.230725308298666, "growth_momentum": 0.08600745925411729, "company_age_years": 51.742642026009584, "ebitda": 6499100000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 11.75546687132259, "revenue_cagr_3y": 0.042503000721453965, "revenue_cagr_5y": -0.003877066362151682, "earnings_cagr_3y": 0.0928919110048747, "quarterly_revenue_growth_yoy": 0.06438495425279567, "quarterly_earnings_growth_yoy": 0.08247422680412371, "revenue_growth_qoq": 0.090625, "gross_margin": 0.3632601082457816, "operating_margin": 0.15472779369627507, "net_margin": 0.10028653295128939, "roa_ttm": 0.02685475444096134, "roe_ttm": 0.10422580906805094, "debt_to_ebitda": 4.444103351240726, "net_debt_to_ebitda": 4.420056280378613, "interest_coverage": 21.716666666666665, "debt_to_equity": 1.409035607105199, "current_ratio": 0.6575497287522604, "quick_ratio": 0.5569620253164557, "fcf_to_ebitda": -0.22767971348170887, "capex_to_revenue": 0.33410079304169865, "working_capital_to_revenue": -0.12918905090816066, "capital_efficiency": 0.06554028175450614, "financial_health": -1.305359722678128, "margin_quality": 0.20609147829778204, "growth_momentum": 0.07342959052845968, "company_age_years": 33.51403148528405, "ebitda": 3909000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 10.09438583815029, "revenue_cagr_3y": -0.154840494628531, "revenue_cagr_5y": -0.09246845236221402, "earnings_cagr_3y": -0.3221380520285042, "quarterly_revenue_growth_yoy": -0.23878478137421918, "quarterly_earnings_growth_yoy": -0.10588235294117647, "revenue_growth_qoq": 0.02602372751626483, "gross_margin": 0.2349869451697128, "operating_margin": 0.2155911973144349, "net_margin": 0.0566952629615815, "roa_ttm": -0.019776484523870836, "roe_ttm": -0.24105461393596986, "debt_to_ebitda": 7.9598988439306355, "net_debt_to_ebitda": 7.454841040462428, "interest_coverage": 9.992779783393502, "debt_to_equity": 6.915568110483365, "current_ratio": 0.9887173396674585, "quick_ratio": 0.8907363420427553, "fcf_to_ebitda": 0.08526011560693642, "capex_to_revenue": 0.17572949687068196, "working_capital_to_revenue": -0.006177355116638218, "capital_efficiency": -0.13041554922992035, "financial_health": -6.171156926866366, "margin_quality": 0.1690911351485764, "growth_momentum": -0.17233356715769782, "company_age_years": 26.26694045174538, "ebitda": 2768000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 10.09272169716469, "revenue_cagr_3y": -0.014035005009868873, "revenue_cagr_5y": -0.07264595769667193, "earnings_cagr_3y": 0.013056304256646722, "quarterly_revenue_growth_yoy": 0.06347479143997098, "quarterly_earnings_growth_yoy": 0.46573426573426574, "revenue_growth_qoq": 0.28596491228070176, "gross_margin": 0.4123465211459754, "operating_margin": 0.24471350613915416, "net_margin": 0.17871759890859482, "roa_ttm": 0.03668729907394079, "roe_ttm": 0.10947880870561283, "debt_to_ebitda": 3.2989141363362156, "net_debt_to_ebitda": 3.1004423889000603, "interest_coverage": 24.140776699029125, "debt_to_equity": 0.9396048109965636, "current_ratio": 0.6828978622327792, "quick_ratio": 0.5097171237313756, "fcf_to_ebitda": -0.1448823647697567, "capex_to_revenue": 0.3539337965560399, "working_capital_to_revenue": -0.12675326917267274, "capital_efficiency": 0.07308305388977682, "financial_health": -0.8009305688908543, "margin_quality": 0.2785925420645748, "growth_momentum": 0.26460452858711836, "company_age_years": 29.50034223134839, "ebitda": 994600000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 11.385085142162819, "revenue_cagr_3y": 0.06088005779308814, "revenue_cagr_5y": 0.035085695884305323, "earnings_cagr_3y": -0.15133255264655754, "quarterly_revenue_growth_yoy": 0.009535918626827717, "quarterly_earnings_growth_yoy": 0.49142857142857144, "revenue_growth_qoq": -0.14829713059801555, "gross_margin": 0.6835642317380353, "operating_margin": 0.19301007556675062, "net_margin": 0.08217884130982368, "roa_ttm": 0.018791791560986856, "roe_ttm": 0.07852268165395423, "debt_to_ebitda": 5.837910085054678, "net_debt_to_ebitda": 5.81093560145808, "interest_coverage": 17.217573221757323, "debt_to_equity": 1.9287836210357285, "current_ratio": 0.5555333199919952, "quick_ratio": 0.44566740044026415, "fcf_to_ebitda": -0.2767922235722965, "capex_to_revenue": 0.29913895486935865, "working_capital_to_revenue": -0.1648604513064133, "capital_efficiency": 0.048657236607470546, "financial_health": -1.8040494454233997, "margin_quality": 0.3195843828715365, "growth_momentum": 0.25048224502769956, "company_age_years": 27.140314852840522, "ebitda": 4115000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 9.003165546218487, "revenue_cagr_3y": -0.017017349419374606, "revenue_cagr_5y": 0.014047352897762488, "earnings_cagr_3y": 0.020413775479336982, "quarterly_revenue_growth_yoy": 0.05578800557880056, "quarterly_earnings_growth_yoy": -0.02857142857142857, "revenue_growth_qoq": 0.11651917404129794, "gross_margin": 0.38375165125495375, "operating_margin": 0.15984147952443858, "net_margin": 0.06737120211360634, "roa_ttm": 0.02619805731328846, "roe_ttm": 0.09201585503963759, "debt_to_ebitda": 3.4420168067226893, "net_debt_to_ebitda": 3.438655462184874, "interest_coverage": 24.04040404040404, "debt_to_equity": 1.159682899207248, "current_ratio": 0.5249818971759594, "quick_ratio": 0.3559015206372194, "fcf_to_ebitda": -0.01680672268907563, "capex_to_revenue": 0.3484405458089669, "working_capital_to_revenue": -0.21312540610786224, "capital_efficiency": 0.05910695617646303, "financial_health": -0.9335677095968968, "margin_quality": 0.20365477763099957, "growth_momentum": 0.013608288503685994, "company_age_years": 19.241615331964407, "ebitda": 2380000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 10.079760834670948, "revenue_cagr_3y": 0.02752299672735714, "revenue_cagr_5y": 0.014262078009671386, "earnings_cagr_3y": 0.3285267547256234, "quarterly_revenue_growth_yoy": 0.012125534950071327, "quarterly_earnings_growth_yoy": 2.1333333333333333, "revenue_growth_qoq": -0.1769141531322506, "gross_margin": 0.3643410852713178, "operating_margin": 0.11698379140239605, "net_margin": 0.04792107117688513, "roa_ttm": 0.029946720558515525, "roe_ttm": 0.10680120560870135, "debt_to_ebitda": 3.626003210272873, "net_debt_to_ebitda": 3.619582664526485, "interest_coverage": 25.171717171717173, "debt_to_equity": 1.1841174158039576, "current_ratio": 0.5705247487904727, "quick_ratio": 0.39077037588388536, "fcf_to_ebitda": -0.06741573033707865, "capex_to_revenue": 0.3716420282943888, "working_capital_to_revenue": -0.18343665553965982, "capital_efficiency": 0.06837396308360844, "financial_health": -1.029290217607175, "margin_quality": 0.17641531595019966, "growth_momentum": 1.0727294341417024, "company_age_years": 20.993839835728952, "ebitda": 2492000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 10.500372877059569, "revenue_cagr_3y": -0.010567271565474545, "revenue_cagr_5y": -0.008703578567952452, "earnings_cagr_3y": 0.005422259359316728, "quarterly_revenue_growth_yoy": 0.04023705552089832, "quarterly_earnings_growth_yoy": -0.04814004376367615, "revenue_growth_qoq": 0.2356428306780289, "gross_margin": 0.6677661169415292, "operating_margin": 0.24977511244377812, "net_margin": 0.13043478260869565, "roa_ttm": 0.031406426610689486, "roe_ttm": 0.09794171335053818, "debt_to_ebitda": 4.552598225602028, "net_debt_to_ebitda": 4.502154626108998, "interest_coverage": 19.24390243902439, "debt_to_equity": 1.1304840435576258, "current_ratio": 0.6213664136271061, "quick_ratio": 0.558785410109239, "fcf_to_ebitda": -0.23244613434727504, "capex_to_revenue": 0.29584985033573336, "working_capital_to_revenue": -0.1654396893455222, "capital_efficiency": 0.06467406998061384, "financial_health": -0.9703649381560436, "margin_quality": 0.3493253373313343, "growth_momentum": -0.003951494121388916, "company_age_years": 48.7419575633128, "ebitda": 3945000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 12.122830264730998, "revenue_cagr_3y": -0.09869575392233076, "revenue_cagr_5y": -0.0664278527731369, "earnings_cagr_3y": 0.05614901184954357, "quarterly_revenue_growth_yoy": -0.2995008319467554, "quarterly_earnings_growth_yoy": -0.2199546485260771, "revenue_growth_qoq": -0.12291666666666666, "gross_margin": 0.505938242280285, "operating_margin": 0.2747426761678543, "net_margin": 0.2723673792557403, "roa_ttm": 0.03733877901977644, "roe_ttm": 0.13316467341306348, "debt_to_ebitda": 6.827213208084259, "net_debt_to_ebitda": 6.463421576999715, "interest_coverage": 21.420731707317074, "debt_to_equity": 1.8386997853419196, "current_ratio": 0.6323529411764706, "quick_ratio": 0.5679179566563467, "fcf_to_ebitda": -0.03159692570452605, "capex_to_revenue": 0.4198786039453718, "working_capital_to_revenue": -0.2883156297420334, "capital_efficiency": 0.08525172621641997, "financial_health": -1.5899765803578232, "margin_quality": 0.35101609923462657, "growth_momentum": -0.25972774023641626, "company_age_years": 35.227926078028744, "ebitda": 3513000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 11.00872801082544, "revenue_cagr_3y": 0.01037550252400865, "revenue_cagr_5y": 0.021479384052591977, "earnings_cagr_3y": 0.040041911525952045, "quarterly_revenue_growth_yoy": 0.033440514469453377, "quarterly_earnings_growth_yoy": 0.0, "revenue_growth_qoq": -0.2614889705882353, "gross_margin": 0.40945861854387056, "operating_margin": 0.1761045426260112, "net_margin": 0.12321095208462975, "roa_ttm": 0.02823460922718673, "roe_ttm": 0.1212045482943896, "debt_to_ebitda": 5.307510148849797, "net_debt_to_ebitda": 5.071041948579161, "interest_coverage": 17.08670520231214, "debt_to_equity": 1.9603898538048232, "current_ratio": 1.1807753164556962, "quick_ratio": 0.872626582278481, "fcf_to_ebitda": -0.09912043301759134, "capex_to_revenue": 0.3456656764785309, "working_capital_to_revenue": 0.06170672427761275, "capital_efficiency": 0.07471957876078816, "financial_health": -1.843579644389285, "margin_quality": 0.2362580377515038, "growth_momentum": 0.016720257234726688, "company_age_years": 39.49623545516769, "ebitda": 2956000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 12.57159095417576, "revenue_cagr_3y": 0.13146979430482064, "revenue_cagr_5y": 0.07709884659677035, "earnings_cagr_3y": 0.09081755723859541, "quarterly_revenue_growth_yoy": 0.20804769001490314, "quarterly_earnings_growth_yoy": 0.20317460317460317, "revenue_growth_qoq": -0.007104360607545321, "gross_margin": 0.3375277572168764, "operating_margin": 0.12953367875647667, "net_margin": 0.09351097952134221, "roa_ttm": 0.028371576126037787, "roe_ttm": 0.1041079460269865, "debt_to_ebitda": 4.958143225550486, "net_debt_to_ebitda": 4.936123784963301, "interest_coverage": 21.82251082251082, "debt_to_equity": 1.4988905547226388, "current_ratio": 0.8463310299440605, "quick_ratio": 0.7142152023692004, "fcf_to_ebitda": -0.14005157706804205, "capex_to_revenue": 0.30293925538863486, "working_capital_to_revenue": -0.06100587851077727, "capital_efficiency": 0.06623976107651214, "financial_health": -1.3662818708315974, "margin_quality": 0.1868574718315651, "growth_momentum": 0.20561114659475316, "company_age_years": 37.267624914442166, "ebitda": 5041000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 10.030722818994077, "revenue_cagr_3y": -0.01702784508763444, "revenue_cagr_5y": -0.08430813499622636, "earnings_cagr_3y": -0.006989475738585771, "quarterly_revenue_growth_yoy": -0.0364296276381234, "quarterly_earnings_growth_yoy": -0.0010893246187363835, "revenue_growth_qoq": 0.22237380627557982, "gross_margin": 0.48716517857142855, "operating_margin": 0.3394252232142857, "net_margin": 0.255859375, "roa_ttm": 0.03651671970717815, "roe_ttm": 0.10564587480645875, "debt_to_ebitda": 3.2584077903824915, "net_debt_to_ebitda": 2.792892279891577, "interest_coverage": 24.2360097323601, "debt_to_equity": 0.8973954877239548, "current_ratio": 0.6290508652333509, "quick_ratio": 0.4639748295752491, "fcf_to_ebitda": -0.17548438911755848, "capex_to_revenue": 0.3738864628820961, "working_capital_to_revenue": -0.15445414847161573, "capital_efficiency": 0.07108129725681844, "financial_health": -0.715887280429573, "margin_quality": 0.3608165922619047, "growth_momentum": -0.018759476128429892, "company_age_years": 29.752224503764545, "ebitda": 996100000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 10.235547071464268, "revenue_cagr_3y": -0.015793718783239874, "revenue_cagr_5y": -0.028525018289133452, "earnings_cagr_3y": -0.11268453400324396, "quarterly_revenue_growth_yoy": 0.08969759097898514, "quarterly_earnings_growth_yoy": 0.12158808933002481, "revenue_growth_qoq": 0.10384215991692627, "gross_margin": 0.5658513640639699, "operating_margin": 0.4002822201317027, "net_margin": 0.21260583254938853, "roa_ttm": 0.02776729262998962, "roe_ttm": 0.10531496062992125, "debt_to_ebitda": 5.477511244377811, "net_debt_to_ebitda": 5.320339830084958, "interest_coverage": 16.744769874476987, "debt_to_equity": 1.9614352183249821, "current_ratio": 0.5875412930627655, "quick_ratio": 0.5217083529966966, "fcf_to_ebitda": -0.08895552223888056, "capex_to_revenue": 0.42062450800314877, "working_capital_to_revenue": -0.2293361322487536, "capital_efficiency": 0.06654112662995544, "financial_health": -1.7938581028963168, "margin_quality": 0.3929131389150204, "growth_momentum": 0.10564284015450498, "company_age_years": 32.97741273100616, "ebitda": 4002000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 10.712703563754909, "revenue_cagr_3y": 0.17590772450170244, "revenue_cagr_5y": 0.10219120386855485, "earnings_cagr_3y": 0.16426634920904237, "quarterly_revenue_growth_yoy": 0.008123859421910873, "quarterly_earnings_growth_yoy": 0.18904109589041096, "revenue_growth_qoq": 0.06897627965043696, "gross_margin": 0.3738978102189781, "operating_margin": 0.232992700729927, "net_margin": 0.12671532846715328, "roa_ttm": 0.03143987637339311, "roe_ttm": 0.10375592642822717, "debt_to_ebitda": 3.69226494776617, "net_debt_to_ebitda": 3.683003630436393, "interest_coverage": 27.23915237134208, "debt_to_equity": 1.1171275176812114, "current_ratio": 0.8974080473957048, "quick_ratio": 0.5743766971118243, "fcf_to_ebitda": 0.17907683188856782, "capex_to_revenue": 0.1982847667717734, "working_capital_to_revenue": -0.028242905295204956, "capital_efficiency": 0.06759790140081014, "financial_health": -1.0177792352414783, "margin_quality": 0.2445352798053528, "growth_momentum": 0.09858247765616092, "company_age_years": 31.928815879534564, "ebitda": 2699400000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 11.730731834814428, "revenue_cagr_3y": 0.04438231267661852, "revenue_cagr_5y": -0.015555602556838188, "earnings_cagr_3y": 0.14119285609338061, "quarterly_revenue_growth_yoy": 0.057487579843860895, "quarterly_earnings_growth_yoy": 0.25448028673835127, "revenue_growth_qoq": 0.20745542949756887, "gross_margin": 0.3691275167785235, "operating_margin": 0.26375838926174494, "net_margin": 0.2348993288590604, "roa_ttm": 0.03453099047119503, "roe_ttm": 0.106655866072634, "debt_to_ebitda": 3.9903293256664925, "net_debt_to_ebitda": 3.9733403031887087, "interest_coverage": 29.890625, "debt_to_equity": 1.030579181855002, "current_ratio": 0.6767270288397049, "quick_ratio": 0.5162083612787838, "fcf_to_ebitda": -0.21249346576058548, "capex_to_revenue": 0.3858794887401096, "working_capital_to_revenue": -0.14668289713937918, "capital_efficiency": 0.07059342827191452, "financial_health": -0.8907084883767742, "margin_quality": 0.28926174496644297, "growth_momentum": 0.15598393329110607, "company_age_years": 39.24161533196441, "ebitda": 3826000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 11.941687839213026, "revenue_cagr_3y": 0.05983983294832651, "revenue_cagr_5y": -0.030226699928943335, "earnings_cagr_3y": 0.03967492422959684, "quarterly_revenue_growth_yoy": -0.035493827160493825, "quarterly_earnings_growth_yoy": -0.37894736842105264, "revenue_growth_qoq": -0.32529686937747393, "gross_margin": 0.45813333333333334, "operating_margin": 0.20266666666666666, "net_margin": 0.06293333333333333, "roa_ttm": 0.02044780428905163, "roe_ttm": 0.07514952730079105, "debt_to_ebitda": 5.755088195386703, "net_debt_to_ebitda": 5.6824966078697425, "interest_coverage": 17.652694610778443, "debt_to_equity": 1.6366968936909125, "current_ratio": 0.8800251256281407, "quick_ratio": 0.6510678391959799, "fcf_to_ebitda": -0.5033921302578019, "capex_to_revenue": 0.517695295640915, "working_capital_to_revenue": -0.04121709106603366, "capital_efficiency": 0.04779866579492134, "financial_health": -1.5409773961083761, "margin_quality": 0.24124444444444446, "growth_momentum": -0.20722059779077323, "company_age_years": 53.489390828199866, "ebitda": 2948000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 9.461956728422955, "revenue_cagr_3y": -0.00106609888924869, "revenue_cagr_5y": -0.09443339961368225, "earnings_cagr_3y": 0.04229139793622316, "quarterly_revenue_growth_yoy": 0.014634146341463415, "quarterly_earnings_growth_yoy": 0.2535211267605634, "revenue_growth_qoq": 0.012987012987012988, "gross_margin": 0.5544871794871795, "operating_margin": 0.36645299145299143, "net_margin": 0.2377136752136752, "roa_ttm": 0.03461735049486548, "roe_ttm": 0.12645336501739796, "debt_to_ebitda": 4.926118391323994, "net_debt_to_ebitda": 4.7358788974243105, "interest_coverage": 18.139344262295083, "debt_to_equity": 1.850377662734448, "current_ratio": 0.5806525211042665, "quick_ratio": 0.5133470225872689, "fcf_to_ebitda": -0.09511974694984185, "capex_to_revenue": 0.4278178075141534, "working_capital_to_revenue": -0.23648996397323727, "capital_efficiency": 0.08053535775613171, "financial_health": -1.671348345966416, "margin_quality": 0.38621794871794873, "growth_momentum": 0.1340776365510134, "company_age_years": 33.478439425051334, "ebitda": 4426000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 11.46925584458347, "revenue_cagr_3y": 0.022847293326952123, "revenue_cagr_5y": -0.02919704844546922, "earnings_cagr_3y": 0.5182944859378311, "quarterly_revenue_growth_yoy": 0.19332023575638507, "quarterly_earnings_growth_yoy": 2.03003003003003, "revenue_growth_qoq": 0.12481481481481481, "gross_margin": 0.24991768192295027, "operating_margin": 0.23707606190319394, "net_margin": 0.112940401712216, "roa_ttm": 0.015329717385098487, "roe_ttm": 0.15422171165996554, "debt_to_ebitda": 6.589068159367797, "net_debt_to_ebitda": 6.124464932499177, "interest_coverage": 14.5311004784689, "debt_to_equity": 5.746984491671453, "current_ratio": 1.2215543151567196, "quick_ratio": 1.0976814083297552, "fcf_to_ebitda": -0.003951267698386566, "capex_to_revenue": 0.18834613977314307, "working_capital_to_revenue": 0.09440175631174534, "capital_efficiency": 0.08477571452253202, "financial_health": -5.277640975004111, "margin_quality": 0.19997804851278675, "growth_momentum": 1.1116751328932075, "company_age_years": 30.26694045174538, "ebitda": 3037000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 11.69932804900018, "revenue_cagr_3y": 0.02370330745245597, "revenue_cagr_5y": 0.016491577124100765, "earnings_cagr_3y": 0.044997050604080435, "quarterly_revenue_growth_yoy": 0.04707302353651177, "quarterly_earnings_growth_yoy": 0.24029574861367836, "revenue_growth_qoq": 0.18167886940234973, "gross_margin": 0.4942363112391931, "operating_margin": 0.27795389048991354, "net_margin": 0.19337175792507205, "roa_ttm": 0.022691560253211646, "roe_ttm": 0.07618760497868125, "debt_to_ebitda": 5.43892992253648, "net_debt_to_ebitda": 5.404791929382093, "interest_coverage": 19.40909090909091, "debt_to_equity": 1.3002928636030837, "current_ratio": 0.7183719193427931, "quick_ratio": 0.4863330843913368, "fcf_to_ebitda": -0.3211133129165916, "capex_to_revenue": 0.4272846837511458, "working_capital_to_revenue": -0.15029293372125463, "capital_efficiency": 0.04943958261594645, "financial_health": -1.1780248808324991, "margin_quality": 0.3218539865513929, "growth_momentum": 0.14368438607509507, "company_age_years": 36.48459958932238, "ebitda": 11102000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 9.921392685629849, "revenue_cagr_3y": -0.12258799296683143, "revenue_cagr_5y": -0.08654543700160278, "earnings_cagr_3y": 0.11794414229925776, "quarterly_revenue_growth_yoy": 0.23426212590299278, "quarterly_earnings_growth_yoy": 0.03550295857988166, "revenue_growth_qoq": 0.24117891241178913, "gross_margin": 0.4006688963210702, "operating_margin": 0.18779264214046823, "net_margin": 0.11705685618729098, "roa_ttm": 0.02160005641805781, "roe_ttm": 0.08417746368276403, "debt_to_ebitda": 5.318926240610762, "net_debt_to_ebitda": 5.281984977219555, "interest_coverage": 18.583524027459955, "debt_to_equity": 1.6959167648213584, "current_ratio": 0.8544318181818182, "quick_ratio": 0.7678409090909091, "fcf_to_ebitda": -0.42938061815047407, "capex_to_revenue": 0.3570477458626593, "working_capital_to_revenue": -0.06091877496671105, "capital_efficiency": 0.05288876005041092, "financial_health": -1.5604247968217955, "margin_quality": 0.23517279821627649, "growth_momentum": 0.13488254224143723, "company_age_years": 43.742642026009584, "ebitda": 8121000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 11.91498545666085, "revenue_cagr_3y": -0.017244827160577514, "revenue_cagr_5y": 0.03462344136343454, "earnings_cagr_3y": 0.2080392995751721, "quarterly_revenue_growth_yoy": -0.012504007694773967, "quarterly_earnings_growth_yoy": 0.49216300940438873, "revenue_growth_qoq": 0.19241192411924118, "gross_margin": 0.2905844155844156, "operating_margin": 0.15551948051948053, "net_margin": 0.15454545454545454, "roa_ttm": 0.030603748959247508, "roe_ttm": 0.11036273634666884, "debt_to_ebitda": 5.731820826061663, "net_debt_to_ebitda": 5.45695171611402, "interest_coverage": 23.073825503355703, "debt_to_equity": 1.5991235900348941, "current_ratio": 1.1182323675738952, "quick_ratio": 0.8797190517998245, "fcf_to_ebitda": -0.057300756253635836, "capex_to_revenue": 0.3148821093551931, "working_capital_to_revenue": 0.03414180681145948, "capital_efficiency": 0.07048324265295818, "financial_health": -1.4571898167157873, "margin_quality": 0.2002164502164502, "growth_momentum": 0.2398295008548074, "company_age_years": 50.743326488706366, "ebitda": 3438000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 12.19374983216537, "revenue_cagr_3y": 0.020845399904779294, "revenue_cagr_5y": 0.014663006869206852, "earnings_cagr_3y": 0.1403576671641782, "quarterly_revenue_growth_yoy": 0.11765682963291069, "quarterly_earnings_growth_yoy": 0.23742824339839266, "revenue_growth_qoq": -0.10186647683032636, "gross_margin": 0.25383929456058657, "operating_margin": 0.16808679282671157, "net_margin": 0.13348360249677996, "roa_ttm": 0.028380710561466065, "roe_ttm": 0.1109115061605121, "debt_to_ebitda": 5.466873252210717, "net_debt_to_ebitda": 5.405895246013151, "interest_coverage": 21.91288506127857, "debt_to_equity": 1.612168571581406, "current_ratio": 0.6284210611023039, "quick_ratio": 0.5488182703372577, "fcf_to_ebitda": -0.29086236867961607, "capex_to_revenue": 0.34674406713387673, "working_capital_to_revenue": -0.2777694228050651, "capital_efficiency": 0.06964610836098908, "financial_health": -1.3906832531802764, "margin_quality": 0.18513656329469272, "growth_momentum": 0.17754253651565166, "company_age_years": 51.99452429842574, "ebitda": 6615500000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 10.445907222548444, "revenue_cagr_3y": 0.06805466376351355, "revenue_cagr_5y": 0.02659518828329599, "earnings_cagr_3y": 0.11169695353537135, "quarterly_revenue_growth_yoy": -0.20918866080156404, "quarterly_earnings_growth_yoy": -0.036585365853658534, "revenue_growth_qoq": -0.2145631067961165, "gross_margin": 0.4641532756489493, "operating_margin": 0.1631644004944376, "net_margin": 0.09765142150803462, "roa_ttm": 0.028214548126377664, "roe_ttm": 0.10150674068199841, "debt_to_ebitda": 4.846153846153846, "net_debt_to_ebitda": 4.8388138578978275, "interest_coverage": 22.26143790849673, "debt_to_equity": 1.4544012688342585, "current_ratio": 0.6520179372197309, "quick_ratio": 0.4328849028400598, "fcf_to_ebitda": -0.3543746330005872, "capex_to_revenue": 0.5028, "working_capital_to_revenue": -0.1552, "capital_efficiency": 0.06486064440418804, "financial_health": -1.3317517900601896, "margin_quality": 0.2416563658838072, "growth_momentum": -0.12288701332761129, "company_age_years": 25.99315537303217, "ebitda": 3406000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 11.069778115501519, "revenue_cagr_3y": 0.04608073463595996, "revenue_cagr_5y": 0.001137124062044359, "earnings_cagr_3y": 0.22992887809774065, "quarterly_revenue_growth_yoy": 0.01972504482964734, "quarterly_earnings_growth_yoy": -0.8144504748982361, "revenue_growth_qoq": -0.2676016027475673, "gross_margin": 0.31555295037123876, "operating_margin": 0.11332551778038297, "net_margin": 0.1068776865963267, "roa_ttm": 0.039586550806616674, "roe_ttm": 0.10623954458065966, "debt_to_ebitda": 3.1883485309017225, "net_debt_to_ebitda": 3.092806484295846, "interest_coverage": 24.861460957178842, "debt_to_equity": 0.7857232029162817, "current_ratio": 0.6410167931907063, "quick_ratio": 0.42903151598803774, "fcf_to_ebitda": 0.38247213779128675, "capex_to_revenue": 0.2526538342950271, "working_capital_to_revenue": -0.13747081883451526, "capital_efficiency": 0.07291304769363817, "financial_health": -0.7145295533599272, "margin_quality": 0.17858538491598283, "growth_momentum": -0.3973627150342944, "company_age_years": 31.003422313483917, "ebitda": 987000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 10.286157984837368, "revenue_cagr_3y": -0.17183523912515797, "revenue_cagr_5y": -0.08092935664173084, "earnings_cagr_3y": 0.18279416783534908, "quarterly_revenue_growth_yoy": 0.01937767840506801, "quarterly_earnings_growth_yoy": 0.04862236628849271, "revenue_growth_qoq": -0.11098472538186545, "gross_margin": 0.4364832754523853, "operating_margin": 0.20069457137634802, "net_margin": 0.11825991592030707, "roa_ttm": 0.02282342462703184, "roe_ttm": 0.09137847776828498, "debt_to_ebitda": 5.70420640743458, "net_debt_to_ebitda": 5.660552702372218, "interest_coverage": 17.474358974358974, "debt_to_equity": 1.7328108168344416, "current_ratio": 0.8723337842055977, "quick_ratio": 0.7835813130787639, "fcf_to_ebitda": -0.18684274883834678, "capex_to_revenue": 0.30817664683659735, "working_capital_to_revenue": -0.05328064614182118, "capital_efficiency": 0.05710095119765841, "financial_health": -1.6064720034359008, "margin_quality": 0.25181258758301345, "growth_momentum": 0.03400002234678036, "company_age_years": 44.99657768651608, "ebitda": 8178000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 9.099531197398115, "revenue_cagr_3y": 0.01879376509682107, "revenue_cagr_5y": 0.019309642909913327, "earnings_cagr_3y": 0.07003832201822213, "quarterly_revenue_growth_yoy": 0.07158829126814173, "quarterly_earnings_growth_yoy": 0.14105016082761018, "revenue_growth_qoq": 0.3017185714740336, "gross_margin": 0.4980568344381933, "operating_margin": 0.34171560068578605, "net_margin": 0.24842551540416108, "roa_ttm": 0.0286668905619101, "roe_ttm": 0.09462840884553342, "debt_to_ebitda": 3.3831029201810265, "net_debt_to_ebitda": 3.340946167452945, "interest_coverage": 27.681731667025783, "debt_to_equity": 0.9742213236321469, "current_ratio": 0.6958717722280763, "quick_ratio": 0.5179929766634309, "fcf_to_ebitda": 0.017123849691013077, "capex_to_revenue": 0.3463163108703949, "working_capital_to_revenue": -0.142805174135817, "capital_efficiency": 0.06164764970372176, "financial_health": -0.8345223555985375, "margin_quality": 0.36273265017604683, "growth_momentum": 0.10631922604787596, "company_age_years": 34.19849418206708, "ebitda": 1541651000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 9.965442764578833, "revenue_cagr_3y": 0.027412648876814716, "revenue_cagr_5y": 0.010863497721738335, "earnings_cagr_3y": 0.08202789589509263, "quarterly_revenue_growth_yoy": -0.17011787193373687, "quarterly_earnings_growth_yoy": -0.30710659898477155, "revenue_growth_qoq": 0.06066775244299674, "gross_margin": 0.38042226487523995, "operating_margin": 0.2656429942418426, "net_margin": 0.20959692898272553, "roa_ttm": 0.050511420744565536, "roe_ttm": 0.1656005685856432, "debt_to_ebitda": 3.9727076379344197, "net_debt_to_ebitda": 3.9621048497938345, "interest_coverage": 36.905797101449274, "debt_to_equity": 1.307294695354397, "current_ratio": 0.6669962428317184, "quick_ratio": 0.46470239272295827, "fcf_to_ebitda": 0.10681327311996859, "capex_to_revenue": 0.2902910029367269, "working_capital_to_revenue": -0.14986206282815698, "capital_efficiency": 0.10805599466510438, "financial_health": -1.1479956671895717, "margin_quality": 0.2852207293666027, "growth_momentum": -0.2386122354592542, "company_age_years": 43.99452429842574, "ebitda": 5093000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 11.472877449097195, "revenue_cagr_3y": -0.04254687103883603, "revenue_cagr_5y": -0.017063924519375107, "earnings_cagr_3y": 0.1468419690899463, "quarterly_revenue_growth_yoy": -0.2504520795660036, "quarterly_earnings_growth_yoy": 0.7088607594936709, "revenue_growth_qoq": 0.0, "gross_margin": 0.47406513872135103, "operating_margin": 0.21531966224366708, "net_margin": 0.16284680337756333, "roa_ttm": 0.02176548698112118, "roe_ttm": 0.09034267912772585, "debt_to_ebitda": 5.717249327698809, "net_debt_to_ebitda": 5.6177487514406454, "interest_coverage": 18.202797202797203, "debt_to_equity": 1.783129642942727, "current_ratio": 0.9947582993593477, "quick_ratio": 0.8281887012230634, "fcf_to_ebitda": -0.3107952362658471, "capex_to_revenue": 0.274093928446568, "working_capital_to_revenue": -0.0020976576156625103, "capital_efficiency": 0.05605408305442352, "financial_health": -1.671651252211989, "margin_quality": 0.28407720144752713, "growth_momentum": 0.22920433996383363, "company_age_years": 49.74127310061601, "ebitda": 2603000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 11.208280373831776, "revenue_cagr_3y": -0.06887098390605861, "revenue_cagr_5y": 0.05122929596328718, "earnings_cagr_3y": 0.30059144685138706, "quarterly_revenue_growth_yoy": 0.1753576372865713, "quarterly_earnings_growth_yoy": 1.3027522935779816, "revenue_growth_qoq": 0.2400194741966894, "gross_margin": 0.3545347467608952, "operating_margin": 0.17785630153121318, "net_margin": 0.1425206124852768, "roa_ttm": 0.0219740433353757, "roe_ttm": 0.09052317576870124, "debt_to_ebitda": 5.92, "net_debt_to_ebitda": 5.865420560747664, "interest_coverage": 18.32191780821918, "debt_to_equity": 1.8168884809545662, "current_ratio": 0.7441054091539528, "quick_ratio": 0.656957928802589, "fcf_to_ebitda": -1.074392523364486, "capex_to_revenue": 0.3239292126186202, "working_capital_to_revenue": -0.14195947678892024, "capital_efficiency": 0.05624860955203847, "financial_health": -1.6076823357056402, "margin_quality": 0.22497055359246174, "growth_momentum": 0.7390549654322764, "company_age_years": 51.24161533196441, "ebitda": 2675000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 11.139044928705946, "revenue_cagr_3y": -0.03787471718079871, "revenue_cagr_5y": -0.012855680718991902, "earnings_cagr_3y": -0.020936413311417268, "quarterly_revenue_growth_yoy": 0.05788775961113566, "quarterly_earnings_growth_yoy": 0.043037974683544304, "revenue_growth_qoq": 0.1875, "gross_margin": 0.35421888053467, "operating_margin": 0.23141186299081035, "net_margin": 0.1720969089390142, "roa_ttm": 0.048698777538659505, "roe_ttm": 0.15286579845393133, "debt_to_ebitda": 3.9757869249394675, "net_debt_to_ebitda": 3.952111918213613, "interest_coverage": 29.26771653543307, "debt_to_equity": 1.0291803050351696, "current_ratio": 0.7168338907469343, "quick_ratio": 0.5119286510590858, "fcf_to_ebitda": -0.34732311003497446, "capex_to_revenue": 0.4622479622479623, "working_capital_to_revenue": -0.1362076362076362, "capital_efficiency": 0.10078228799629542, "financial_health": -0.8970656491199989, "margin_quality": 0.2525758841548315, "growth_momentum": 0.05046286714733998, "company_age_years": 38.743326488706366, "ebitda": 3717000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 11.64889016511127, "revenue_cagr_3y": 0.027420691829683763, "revenue_cagr_5y": 0.012894425948411836, "earnings_cagr_3y": 0.250548282680471, "quarterly_revenue_growth_yoy": -0.14398595258999122, "quarterly_earnings_growth_yoy": 0.8070175438596491, "revenue_growth_qoq": 0.16557083084279736, "gross_margin": 0.42717948717948717, "operating_margin": 0.2082051282051282, "net_margin": 0.15846153846153846, "roa_ttm": 0.026464182355222722, "roe_ttm": 0.11757688229056204, "debt_to_ebitda": 5.594041636755205, "net_debt_to_ebitda": 5.5125628140703515, "interest_coverage": 16.197674418604652, "debt_to_equity": 2.065880169671262, "current_ratio": 0.9806563039723661, "quick_ratio": 0.6566493955094992, "fcf_to_ebitda": -0.3330940416367552, "capex_to_revenue": 0.4337979094076655, "working_capital_to_revenue": -0.0075046904315197, "capital_efficiency": 0.07202053232289238, "financial_health": -1.9163450269186453, "margin_quality": 0.26461538461538464, "growth_momentum": 0.3315157956348289, "company_age_years": 38.997946611909654, "ebitda": 2786000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 10.508901747350329, "revenue_cagr_3y": -0.002939958166737866, "revenue_cagr_5y": -0.0118010925485732, "earnings_cagr_3y": 0.1731498471974693, "quarterly_revenue_growth_yoy": -0.12721238938053098, "quarterly_earnings_growth_yoy": -0.16216216216216217, "revenue_growth_qoq": 0.16586627262652381, "gross_margin": 0.4591254752851711, "operating_margin": 0.20342205323193915, "net_margin": 0.0982256020278834, "roa_ttm": 0.02485739359368144, "roe_ttm": 0.08587887516107026, "debt_to_ebitda": 4.0561443712403324, "net_debt_to_ebitda": 4.038670867946148, "interest_coverage": 20.65680473372781, "debt_to_equity": 1.0732964450845146, "current_ratio": 0.7179891794409378, "quick_ratio": 0.640892696122633, "fcf_to_ebitda": -0.009452878831280435, "capex_to_revenue": 0.2707954357532661, "working_capital_to_revenue": -0.10343972217628576, "capital_efficiency": 0.05536813437737585, "financial_health": -0.9250620575546216, "margin_quality": 0.2535910435149979, "growth_momentum": -0.14468727577134657, "company_age_years": 46.24229979466119, "ebitda": 3491000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 11.61899157485418, "revenue_cagr_3y": -0.02207045248649986, "revenue_cagr_5y": 0.13092847513452965, "earnings_cagr_3y": 0.4238246570213793, "quarterly_revenue_growth_yoy": 0.025310672514619884, "quarterly_earnings_growth_yoy": 0.047058823529411764, "revenue_growth_qoq": -0.30584596350139187, "gross_margin": 0.20844844488013545, "operating_margin": 0.12690491043579002, "net_margin": 0.04758934141342126, "roa_ttm": 0.03084448028610999, "roe_ttm": 0.09516031327073687, "debt_to_ebitda": 4.824152084683517, "net_debt_to_ebitda": 4.812832145171743, "interest_coverage": 25.37828947368421, "debt_to_equity": 1.2078122971745056, "current_ratio": 0.5511940442811564, "quick_ratio": 0.3685584453253408, "fcf_to_ebitda": -0.26822207820263555, "capex_to_revenue": 0.3530706857357653, "working_capital_to_revenue": -0.2492705890776308, "capital_efficiency": 0.06300239677842343, "financial_health": -1.0048686499675894, "margin_quality": 0.1276475655764489, "growth_momentum": 0.03618474802201582, "company_age_years": 3.575633127994524, "ebitda": 2314500000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 12.471463213006338, "revenue_cagr_3y": 0.06728693146067233, "revenue_cagr_5y": 0.005888446488621968, "earnings_cagr_3y": -0.06470213835438399, "quarterly_revenue_growth_yoy": 0.1488095238095238, "quarterly_earnings_growth_yoy": -0.4312267657992565, "revenue_growth_qoq": -0.22281879194630871, "gross_margin": 0.37219343696027635, "operating_margin": 0.0690846286701209, "net_margin": 0.06606217616580311, "roa_ttm": 0.03163353500432152, "roe_ttm": 0.09922732818218788, "debt_to_ebitda": 4.332322953981813, "net_debt_to_ebitda": 4.309727197575089, "interest_coverage": 29.504065040650406, "debt_to_equity": 1.0656093262843975, "current_ratio": 0.7925665494726268, "quick_ratio": 0.5894023103967856, "fcf_to_ebitda": -0.14825020666850372, "capex_to_revenue": 0.35853514471352627, "working_capital_to_revenue": -0.08131521953140382, "capital_efficiency": 0.0654304315932547, "financial_health": -0.9675246382944771, "margin_quality": 0.16911341393206678, "growth_momentum": -0.14120862099486636, "company_age_years": 39.49075975359343, "ebitda": 3629000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 10.255861042183623, "revenue_cagr_3y": -0.013142751886725756, "revenue_cagr_5y": -0.02393643549605362, "earnings_cagr_3y": 0.6054003302455389, "quarterly_revenue_growth_yoy": -0.114853195164076, "quarterly_earnings_growth_yoy": 1.9477124183006536, "revenue_growth_qoq": -0.26285508809780656, "gross_margin": 0.3521951219512195, "operating_margin": 0.19853658536585367, "net_margin": 0.22, "roa_ttm": 0.03564985649856499, "roe_ttm": 0.11225873087599252, "debt_to_ebitda": 4.178163771712159, "net_debt_to_ebitda": 4.0712158808933, "interest_coverage": 30.763358778625953, "debt_to_equity": 1.0869537150603577, "current_ratio": 0.647068995331143, "quick_ratio": 0.5059657617153727, "fcf_to_ebitda": 0.03076923076923077, "capex_to_revenue": 0.3220268442409739, "working_capital_to_revenue": -0.2123608365414629, "capital_efficiency": 0.07395429368727875, "financial_health": -0.8678024595428964, "margin_quality": 0.25691056910569104, "growth_momentum": 0.9164296115682888, "company_age_years": 40.492813141683776, "ebitda": 4030000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 10.562277633048009, "revenue_cagr_3y": 0.010064975984179325, "revenue_cagr_5y": 0.030436385108754793, "earnings_cagr_3y": 0.10468150723342107, "quarterly_revenue_growth_yoy": -0.10563725490196078, "quarterly_earnings_growth_yoy": 0.1674641148325359, "revenue_growth_qoq": 0.060139453805926786, "gross_margin": 0.43984653329679363, "operating_margin": 0.18607837763770896, "net_margin": 0.13373526993696902, "roa_ttm": 0.028070442936647098, "roe_ttm": 0.10318928311193319, "debt_to_ebitda": 5.143096390026051, "net_debt_to_ebitda": 5.049869743208038, "interest_coverage": 19.40072202166065, "debt_to_equity": 1.5491844627543299, "current_ratio": 0.8616122840690978, "quick_ratio": 0.7420345489443378, "fcf_to_ebitda": -0.23930033494603647, "capex_to_revenue": 0.44471869328493646, "working_capital_to_revenue": -0.05234119782214156, "capital_efficiency": 0.06562986302429015, "financial_health": -1.4718745383548768, "margin_quality": 0.25322006029049055, "growth_momentum": 0.030913429965287557, "company_age_years": 38.5160848733744, "ebitda": 5374000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 10.132042446177548, "revenue_cagr_3y": 0.018586578823154953, "revenue_cagr_5y": 0.006059478405423757, "earnings_cagr_3y": 0.10402081753079595, "quarterly_revenue_growth_yoy": 0.004914933837429111, "quarterly_earnings_growth_yoy": 0.16740088105726872, "revenue_growth_qoq": -0.09928837682141647, "gross_margin": 0.38863807373965387, "operating_margin": 0.16930022573363432, "net_margin": 0.09969902182091799, "roa_ttm": 0.027968490054249548, "roe_ttm": 0.10620824034334764, "debt_to_ebitda": 4.287829425366217, "net_debt_to_ebitda": 4.203340175605307, "interest_coverage": 23.81511515151515, "debt_to_equity": 1.446266094420601, "current_ratio": 0.7314504547630445, "quick_ratio": 0.6091431306845381, "fcf_to_ebitda": -0.12139629173628971, "capex_to_revenue": 0.3281638991843021, "working_capital_to_revenue": -0.0982336073980938, "capital_efficiency": 0.0670883651987986, "financial_health": -1.3067444062429665, "margin_quality": 0.21921244043140206, "growth_momentum": 0.08615790744734891, "company_age_years": 32.76386036960986, "ebitda": 3929494000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 10.280395752895753, "revenue_cagr_3y": -0.01878380176162986, "revenue_cagr_5y": 0.002457032086420119, "earnings_cagr_3y": -0.08946456628863952, "quarterly_revenue_growth_yoy": 0.08681245858184228, "quarterly_earnings_growth_yoy": -0.27358490566037735, "revenue_growth_qoq": 0.03339634530560807, "gross_margin": 0.35121951219512193, "operating_margin": 0.17682926829268292, "net_margin": 0.04695121951219512, "roa_ttm": 0.025483304042179262, "roe_ttm": 0.1295556078062544, "debt_to_ebitda": 4.789575289575289, "net_debt_to_ebitda": 4.676158301158301, "interest_coverage": 18.666666666666668, "debt_to_equity": 2.333411709381613, "current_ratio": 0.8587570621468926, "quick_ratio": 0.6229755178907721, "fcf_to_ebitda": -0.045366795366795366, "capex_to_revenue": 0.26926082200343804, "working_capital_to_revenue": -0.05860290670417253, "capital_efficiency": 0.07751945592421684, "financial_health": -2.0206386116082142, "margin_quality": 0.19166666666666668, "growth_momentum": -0.09338622353926754, "company_age_years": 32.0, "ebitda": 2072000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 10.087495367337148, "revenue_cagr_3y": -0.018471226585250577, "revenue_cagr_5y": 0.010515508449885136, "earnings_cagr_3y": 0.280153334325127, "quarterly_revenue_growth_yoy": 0.014172305397197507, "quarterly_earnings_growth_yoy": 0.0731119442956615, "revenue_growth_qoq": -0.06830474046156482, "gross_margin": 0.28405568689256633, "operating_margin": 0.21381665353296558, "net_margin": 0.10525348043078539, "roa_ttm": 0.029547761362354798, "roe_ttm": 0.10458795865915678, "debt_to_ebitda": 3.908422711852791, "net_debt_to_ebitda": 3.8716547304937805, "interest_coverage": 25.745919717688576, "debt_to_equity": 1.2474380707606496, "current_ratio": 0.5141997025860505, "quick_ratio": 0.39895784217716684, "fcf_to_ebitda": -0.26195045060480415, "capex_to_revenue": 0.37716571279916755, "working_capital_to_revenue": -0.2613293444328824, "capital_efficiency": 0.06706786001075579, "financial_health": -1.0586193518712743, "margin_quality": 0.2010419402854391, "growth_momentum": 0.0436421248464295, "company_age_years": 47.99452429842574, "ebitda": 5836600000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 10.436426544961146, "revenue_cagr_3y": -0.2167683838591985, "revenue_cagr_5y": -0.12418960971934667, "earnings_cagr_3y": 0.029428498400178693, "quarterly_revenue_growth_yoy": -0.09789627161008123, "quarterly_earnings_growth_yoy": -0.4166666666666667, "revenue_growth_qoq": -0.031312905390293, "gross_margin": 0.3262525975525283, "operating_margin": 0.08750865850842761, "net_margin": 0.05818517663357192, "roa_ttm": 0.026597922988879905, "roe_ttm": 0.07679713791953431, "debt_to_ebitda": 3.4745281855186874, "net_debt_to_ebitda": 3.383989145183175, "interest_coverage": 22.333333333333332, "debt_to_equity": 0.8540157050601825, "current_ratio": 0.6452937013446568, "quick_ratio": 0.38527954706298656, "fcf_to_ebitda": 0.22511409892685333, "capex_to_revenue": 0.2868505511884274, "working_capital_to_revenue": -0.11656356109586492, "capital_efficiency": 0.05169753045420711, "financial_health": -0.7894608258367459, "margin_quality": 0.1573154775648426, "growth_momentum": -0.25728146913837396, "company_age_years": 28.251882272416154, "ebitda": 810700000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 12.441441546590855, "revenue_cagr_3y": -0.015187673266201518, "revenue_cagr_5y": -0.004301011860127102, "earnings_cagr_3y": 0.03047729245754205, "quarterly_revenue_growth_yoy": 0.09347913437804949, "quarterly_earnings_growth_yoy": 0.11021505376344086, "revenue_growth_qoq": -0.11010674327891061, "gross_margin": 0.300611564607995, "operating_margin": 0.20766949263760204, "net_margin": 0.15176251345179664, "roa_ttm": 0.027706850075037162, "roe_ttm": 0.1093284437313775, "debt_to_ebitda": 5.7790747398596745, "net_debt_to_ebitda": 5.729549090102789, "interest_coverage": 21.06037358238826, "debt_to_equity": 1.7067688867891875, "current_ratio": 0.44165084479220607, "quick_ratio": 0.32769499261645857, "fcf_to_ebitda": -0.43564199623053895, "capex_to_revenue": 0.3732246887255835, "working_capital_to_revenue": -0.36951858762009926, "capital_efficiency": 0.06851764690320733, "financial_health": -1.4303981615004313, "margin_quality": 0.2200145235657979, "growth_momentum": 0.10184709407074517, "company_age_years": 51.49075975359343, "ebitda": 6313900000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 11.221695740365112, "revenue_cagr_3y": -0.14002998026445268, "revenue_cagr_5y": -0.10510894008700866, "earnings_cagr_3y": 0.047532994658681105, "quarterly_revenue_growth_yoy": 0.04430260934860147, "quarterly_earnings_growth_yoy": 0.12060301507537688, "revenue_growth_qoq": 0.19198628669380757, "gross_margin": 0.4172209239618911, "operating_margin": 0.19881358978968183, "net_margin": 0.1202588531367967, "roa_ttm": 0.02313128707763735, "roe_ttm": 0.08944386818798372, "debt_to_ebitda": 5.650304259634888, "net_debt_to_ebitda": 5.579716024340771, "interest_coverage": 17.949029126213592, "debt_to_equity": 1.666959227639033, "current_ratio": 0.9610726643598616, "quick_ratio": 0.8804992585269402, "fcf_to_ebitda": -0.4778904665314402, "capex_to_revenue": 0.36791964378171277, "working_capital_to_revenue": -0.016309412861136997, "capital_efficiency": 0.05628757763281053, "financial_health": -1.555373987241647, "margin_quality": 0.2454311222961232, "growth_momentum": 0.08245281221198918, "company_age_years": 43.24161533196441, "ebitda": 7395000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 11.31895382973045, "revenue_cagr_3y": 0.012867653171417803, "revenue_cagr_5y": -0.03206414610830566, "earnings_cagr_3y": -0.10138824356626275, "quarterly_revenue_growth_yoy": -0.45491470349309504, "quarterly_earnings_growth_yoy": 4.4324324324324325, "revenue_growth_qoq": -0.28975919555437946, "gross_margin": 0.3386736214605067, "operating_margin": 0.14791356184798807, "net_margin": 0.0748882265275708, "roa_ttm": 0.030241606672724308, "roe_ttm": 0.12384314473809752, "debt_to_ebitda": 5.278356018147852, "net_debt_to_ebitda": 5.270349613023752, "interest_coverage": 19.515625, "debt_to_equity": 1.887033679992367, "current_ratio": 0.8907119021134594, "quick_ratio": 0.6298665183537263, "fcf_to_ebitda": -0.29970643181211637, "capex_to_revenue": 0.22995676343421864, "working_capital_to_revenue": -0.024274243360098827, "capital_efficiency": 0.0770423757054109, "financial_health": -1.7680253998109938, "margin_quality": 0.1871584699453552, "growth_momentum": 1.9887588644696688, "company_age_years": 53.489390828199866, "ebitda": 3747000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 11.151698339667934, "revenue_cagr_3y": 0.05668160694422353, "revenue_cagr_5y": 0.038166208619050845, "earnings_cagr_3y": 0.22244944348494222, "quarterly_revenue_growth_yoy": 0.020521353300055462, "quarterly_earnings_growth_yoy": 0.08984725965858041, "revenue_growth_qoq": -0.09737552121658082, "gross_margin": 0.5292119565217391, "operating_margin": 0.28695652173913044, "net_margin": 0.16480978260869567, "roa_ttm": 0.0242026800040785, "roe_ttm": 0.08997326736623708, "debt_to_ebitda": 5.619323864772954, "net_debt_to_ebitda": 5.598386343935454, "interest_coverage": 17.21814006888634, "debt_to_equity": 1.6812233172405537, "current_ratio": 0.6690086273699437, "quick_ratio": 0.4360696388903239, "fcf_to_ebitda": 0.003200640128025605, "capex_to_revenue": 0.4045195506802385, "working_capital_to_revenue": -0.21105511084758047, "capital_efficiency": 0.05708797368515779, "financial_health": -1.52127707077988, "margin_quality": 0.3269927536231884, "growth_momentum": 0.055184306479317935, "company_age_years": 41.738535249828885, "ebitda": 14997000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 12.503436468646864, "revenue_cagr_3y": -0.01565678400032311, "revenue_cagr_5y": 0.004696420353610176, "earnings_cagr_3y": 0.13915728978525355, "quarterly_revenue_growth_yoy": -0.04359861591695502, "quarterly_earnings_growth_yoy": 0.46236559139784944, "revenue_growth_qoq": -0.25858369098712447, "gross_margin": 0.394356005788712, "operating_margin": 0.17945007235890015, "net_margin": 0.09840810419681621, "roa_ttm": 0.02634617403169938, "roe_ttm": 0.14441887226697353, "debt_to_ebitda": 6.253300330033003, "net_debt_to_ebitda": 5.598597359735973, "interest_coverage": 19.086614173228348, "debt_to_equity": 2.9071729957805905, "current_ratio": 1.1309638168427794, "quick_ratio": 0.9689401216778738, "fcf_to_ebitda": -0.27805280528052806, "capex_to_revenue": 0.31501442234704724, "working_capital_to_revenue": 0.062091999392743284, "capital_efficiency": 0.08538252314933645, "financial_health": -2.5171625158046163, "margin_quality": 0.22407139411480947, "growth_momentum": 0.2093834877404472, "company_age_years": 35.49623545516769, "ebitda": 2424000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 9.505627536199095, "revenue_cagr_3y": 0.02893025036452679, "revenue_cagr_5y": -0.0740072960381225, "earnings_cagr_3y": 0.013191957218131156, "quarterly_revenue_growth_yoy": 0.006749740394600207, "quarterly_earnings_growth_yoy": 4.32051282051282, "revenue_growth_qoq": 0.03579059829059829, "gross_margin": 0.5219185146982981, "operating_margin": 0.33883445074780816, "net_margin": 0.21402784940691078, "roa_ttm": 0.04210065443819707, "roe_ttm": 0.15672986188556232, "debt_to_ebitda": 4.9839366515837105, "net_debt_to_ebitda": 4.843438914027149, "interest_coverage": 18.040816326530614, "debt_to_equity": 1.8897658059535043, "current_ratio": 0.5329826868288406, "quick_ratio": 0.4665790050405435, "fcf_to_ebitda": -0.09434389140271493, "capex_to_revenue": 0.41592806679511884, "working_capital_to_revenue": -0.2737315350032113, "capital_efficiency": 0.0994152581618797, "financial_health": -1.7073164158594583, "margin_quality": 0.3582602716176724, "growth_momentum": 2.16363128045371, "company_age_years": 33.73032169746749, "ebitda": 4420000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 12.2839435802626, "revenue_cagr_3y": 0.13899874169238746, "revenue_cagr_5y": 0.09833946649855863, "earnings_cagr_3y": 0.08589214835816716, "quarterly_revenue_growth_yoy": 0.2207282127649973, "quarterly_earnings_growth_yoy": 0.04388682025966912, "revenue_growth_qoq": -0.05781266277838505, "gross_margin": 0.4117557942265673, "operating_margin": 0.17237056645124665, "net_margin": 0.10567177381557494, "roa_ttm": 0.02639209556855135, "roe_ttm": 0.09079432912143727, "debt_to_ebitda": 5.380341167985709, "net_debt_to_ebitda": 5.290881171520139, "interest_coverage": 22.420582014831474, "debt_to_equity": 1.4560397431474557, "current_ratio": 0.6211240214593216, "quick_ratio": 0.5660593918505819, "fcf_to_ebitda": -0.24849882265282827, "capex_to_revenue": 0.2800681826910746, "working_capital_to_revenue": -0.20961954331788146, "capital_efficiency": 0.05859321234499431, "financial_health": -1.2676859113081147, "margin_quality": 0.2299327114977963, "growth_momentum": 0.13230751651233322, "company_age_years": 38.338124572210816, "ebitda": 4187380000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 11.717479424124514, "revenue_cagr_3y": -0.08508050513845133, "revenue_cagr_5y": -0.04112897174482277, "earnings_cagr_3y": -0.31395558383768707, "quarterly_revenue_growth_yoy": -0.2301710730948678, "quarterly_earnings_growth_yoy": -0.5379310344827586, "revenue_growth_qoq": -0.017857142857142856, "gross_margin": 0.42693602693602695, "operating_margin": 0.2074074074074074, "net_margin": 0.09023569023569024, "roa_ttm": -0.04454745206633958, "roe_ttm": -0.10784813816220942, "debt_to_ebitda": 4.3614785992217895, "net_debt_to_ebitda": 2.9719844357976655, "interest_coverage": 23.796296296296298, "debt_to_equity": 0.8168039058514902, "current_ratio": 2.1554024967714165, "quick_ratio": 2.0167886353852778, "fcf_to_ebitda": 0.11556420233463036, "capex_to_revenue": 0.3411724018675428, "working_capital_to_revenue": 0.4641189693930486, "capital_efficiency": -0.0761977951142745, "financial_health": -0.6697495204792075, "margin_quality": 0.24152637485970818, "growth_momentum": -0.3840510537888132, "company_age_years": 36.73100616016427, "ebitda": 2570000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 12.101766259168704, "revenue_cagr_3y": 0.04652765777007839, "revenue_cagr_5y": -0.0032139504809005626, "earnings_cagr_3y": 0.09050504642360435, "quarterly_revenue_growth_yoy": 0.004563977180114099, "quarterly_earnings_growth_yoy": 0.45161290322580644, "revenue_growth_qoq": 0.007849550286181521, "gross_margin": 0.4556222618854454, "operating_margin": 0.22278111309427226, "net_margin": 0.14603277624533506, "roa_ttm": 0.019492377726021595, "roe_ttm": 0.06542305129913391, "debt_to_ebitda": 5.79080684596577, "net_debt_to_ebitda": 5.753936430317848, "interest_coverage": 18.830570902394108, "debt_to_equity": 1.3149233844103931, "current_ratio": 0.7464582315583781, "quick_ratio": 0.49389350268685883, "fcf_to_ebitda": -0.27422982885085573, "capex_to_revenue": 0.4007495213654324, "working_capital_to_revenue": -0.1268483441280704, "capital_efficiency": 0.04245771451257775, "financial_health": -1.1896219247746427, "margin_quality": 0.27481205040835094, "growth_momentum": 0.22808844020296026, "company_age_years": 35.983572895277206, "ebitda": 10225000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 11.735118228921337, "revenue_cagr_3y": 0.04053675464676165, "revenue_cagr_5y": 0.00571564772441735, "earnings_cagr_3y": 0.17797257984919468, "quarterly_revenue_growth_yoy": 0.04075846181109339, "quarterly_earnings_growth_yoy": 0.664, "revenue_growth_qoq": -0.04705500567905241, "gross_margin": 0.4634769283160225, "operating_margin": 0.2210114081389409, "net_margin": 0.14166524774391281, "roa_ttm": 0.021362146380882248, "roe_ttm": 0.07250127175812267, "debt_to_ebitda": 5.730852567121997, "net_debt_to_ebitda": 5.699199246349505, "interest_coverage": 19.584870848708487, "debt_to_equity": 1.3454758587132019, "current_ratio": 0.707146575444337, "quick_ratio": 0.4699933070573362, "fcf_to_ebitda": -0.3333961375412153, "capex_to_revenue": 0.4228984220509302, "working_capital_to_revenue": -0.1589248960813592, "capital_efficiency": 0.04693170906950246, "financial_health": -1.1997213022257245, "margin_quality": 0.2753845280662921, "growth_momentum": 0.35237923090554674, "company_age_years": 36.23271731690623, "ebitda": 10615000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 9.970161711006782, "revenue_cagr_3y": 0.014143678212670485, "revenue_cagr_5y": -0.09722837194457845, "earnings_cagr_3y": 0.0017331057204552636, "quarterly_revenue_growth_yoy": 0.187206441511966, "quarterly_earnings_growth_yoy": 0.9693877551020408, "revenue_growth_qoq": -0.28646323430568627, "gross_margin": 0.3487189148455162, "operating_margin": 0.15486058779201206, "net_margin": 0.10908063300678221, "roa_ttm": 0.03402551410519538, "roe_ttm": 0.09820547070096985, "debt_to_ebitda": 2.990818988002087, "net_debt_to_ebitda": 2.9905059989567033, "interest_coverage": 25.766129032258064, "debt_to_equity": 0.8324234856844184, "current_ratio": 0.5349493769470405, "quick_ratio": 0.37772585669781933, "fcf_to_ebitda": -0.01617110067814293, "capex_to_revenue": 0.29218307365439095, "working_capital_to_revenue": -0.2114465297450425, "capital_efficiency": 0.06611549240308262, "financial_health": -0.6985585859200524, "margin_quality": 0.20422004521477014, "growth_momentum": 0.5782970983070034, "company_age_years": 29.00479123887748, "ebitda": 958500000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 12.903301627033793, "revenue_cagr_3y": -0.0029854045785808747, "revenue_cagr_5y": 0.009785867505847312, "earnings_cagr_3y": 0.048044822236755325, "quarterly_revenue_growth_yoy": -0.011482939632545932, "quarterly_earnings_growth_yoy": 0.07331975560081466, "revenue_growth_qoq": 0.16918897943344974, "gross_margin": 0.4702953866578161, "operating_margin": 0.2515765018254232, "net_margin": 0.17490872884168604, "roa_ttm": 0.025756369426751594, "roe_ttm": 0.0984704360398752, "debt_to_ebitda": 4.657071339173967, "net_debt_to_ebitda": 4.440801001251565, "interest_coverage": 20.916230366492147, "debt_to_equity": 1.415797884483677, "current_ratio": 0.716988647679745, "quick_ratio": 0.6086436964748058, "fcf_to_ebitda": -0.2575719649561952, "capex_to_revenue": 0.3630178279217983, "working_capital_to_revenue": -0.12238394625785892, "capital_efficiency": 0.062113402733313394, "financial_health": -1.2626899231607014, "margin_quality": 0.2989268724416418, "growth_momentum": 0.030918407984134366, "company_age_years": 34.01505817932922, "ebitda": 3995000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 10.252632801161104, "revenue_cagr_3y": 0.03173863397039267, "revenue_cagr_5y": 0.016265470817874217, "earnings_cagr_3y": 0.13862522184714066, "quarterly_revenue_growth_yoy": 0.06796769851951548, "quarterly_earnings_growth_yoy": 0.25675675675675674, "revenue_growth_qoq": 0.1575492341356674, "gross_margin": 0.3906742281033396, "operating_margin": 0.23629489603024575, "net_margin": 0.11720226843100189, "roa_ttm": 0.027828423375875634, "roe_ttm": 0.1361822023949284, "debt_to_ebitda": 4.7421383647798745, "net_debt_to_ebitda": 4.578132559264635, "interest_coverage": 18.79090909090909, "debt_to_equity": 2.3014792204742895, "current_ratio": 1.0623489608506524, "quick_ratio": 0.7066215563073949, "fcf_to_ebitda": -0.14755684567005323, "capex_to_revenue": 0.28174856413529037, "working_capital_to_revenue": 0.020580727504786216, "capital_efficiency": 0.08200531288540201, "financial_health": -2.0316333340761092, "margin_quality": 0.24805713085486245, "growth_momentum": 0.16236222763813613, "company_age_years": 31.748117727583846, "ebitda": 2067000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 12.392536660100678, "revenue_cagr_3y": 0.043869703184554965, "revenue_cagr_5y": 0.02662503732799948, "earnings_cagr_3y": 0.07443117281973999, "quarterly_revenue_growth_yoy": 0.08956631049654305, "quarterly_earnings_growth_yoy": 0.009950248756218905, "revenue_growth_qoq": 0.13005215123859193, "gross_margin": 0.4591866166714739, "operating_margin": 0.23795788866455148, "net_margin": 0.1756561869051053, "roa_ttm": 0.0272962776222682, "roe_ttm": 0.10348691582624744, "debt_to_ebitda": 5.15758371634931, "net_debt_to_ebitda": 5.019479098270956, "interest_coverage": 22.397058823529413, "debt_to_equity": 1.553292465888867, "current_ratio": 0.7784524635669674, "quick_ratio": 0.6766134628730048, "fcf_to_ebitda": -0.5399430947690961, "capex_to_revenue": 0.36243569070106735, "working_capital_to_revenue": -0.09805728326806419, "capital_efficiency": 0.06539159672425782, "financial_health": -1.371865003782926, "margin_quality": 0.2909335640803769, "growth_momentum": 0.04975827962638098, "company_age_years": 36.016427104722794, "ebitda": 4569000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 10.76376894461284, "revenue_cagr_3y": -0.11681284255062196, "revenue_cagr_5y": -0.007354009330036049, "earnings_cagr_3y": -0.074100573056182, "quarterly_revenue_growth_yoy": 0.11276625365446193, "quarterly_earnings_growth_yoy": 0.1758486366165832, "revenue_growth_qoq": 0.2325366229760987, "gross_margin": 0.39703490554234955, "operating_margin": 0.25985237082447143, "net_margin": 0.1321781558864006, "roa_ttm": 0.019097548280469417, "roe_ttm": 0.08491804060986376, "debt_to_ebitda": 5.452052907136952, "net_debt_to_ebitda": 5.432488288784789, "interest_coverage": 17.037558685446008, "debt_to_equity": 1.8883348047052086, "current_ratio": 0.40151742583444777, "quick_ratio": 0.32632842990093064, "fcf_to_ebitda": -0.39590796362634334, "capex_to_revenue": 0.3193038994521431, "working_capital_to_revenue": -0.4711354603072296, "capital_efficiency": 0.05200779444516659, "financial_health": -1.3324218018162404, "margin_quality": 0.26302181075107384, "growth_momentum": 0.14430744513552257, "company_age_years": 32.446269678302535, "ebitda": 1451600000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 10.142925230860888, "revenue_cagr_3y": -0.07005292970374877, "revenue_cagr_5y": -0.020511300969259127, "earnings_cagr_3y": -0.33405374308688573, "quarterly_revenue_growth_yoy": -0.009174311926605505, "quarterly_earnings_growth_yoy": -0.7579617834394905, "revenue_growth_qoq": 0.24019138755980862, "gross_margin": 0.3881172839506173, "operating_margin": 0.06867283950617284, "net_margin": 0.04398148148148148, "roa_ttm": 0.01336224283985478, "roe_ttm": 0.040753556324490584, "debt_to_ebitda": 3.489127196901996, "net_debt_to_ebitda": 3.4316353887399464, "interest_coverage": 34.255102040816325, "debt_to_equity": 0.9006535947712418, "current_ratio": 0.8730311796849888, "quick_ratio": 0.6354869816779171, "fcf_to_ebitda": -0.32082216264521896, "capex_to_revenue": 0.48367821179595, "working_capital_to_revenue": -0.043709195529489875, "capital_efficiency": 0.02705789958217268, "financial_health": -0.8331195168985026, "margin_quality": 0.1669238683127572, "growth_momentum": -0.383568047683048, "company_age_years": 37.242984257357975, "ebitda": 3357000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 11.456004365911724, "revenue_cagr_3y": 0.05979230103644784, "revenue_cagr_5y": 0.04682750400969282, "earnings_cagr_3y": 0.20381235213378424, "quarterly_revenue_growth_yoy": 0.05213064662647617, "quarterly_earnings_growth_yoy": 1.5267002518891688, "revenue_growth_qoq": 0.08705204778156997, "gross_margin": 0.32426757716685306, "operating_margin": 0.2437354055061714, "net_margin": 0.1968367967661545, "roa_ttm": 0.028791360341133936, "roe_ttm": 0.10906356938841157, "debt_to_ebitda": 5.682324933980305, "net_debt_to_ebitda": 5.6523136163182475, "interest_coverage": 17.59867216117216, "debt_to_equity": 1.6928299868621455, "current_ratio": 0.5363357966735738, "quick_ratio": 0.37402123484862376, "fcf_to_ebitda": -0.19168477058968922, "capex_to_revenue": 0.36722522155444637, "working_capital_to_revenue": -0.2575634104105124, "capital_efficiency": 0.06892746486477275, "financial_health": -1.4950180096297967, "margin_quality": 0.25494659314639295, "growth_momentum": 0.7894154492578225, "company_age_years": 54.24229979466119, "ebitda": 7687100000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 10.215002224001424, "revenue_cagr_3y": 0.0734635128427259, "revenue_cagr_5y": 0.030481121555866908, "earnings_cagr_3y": 0.07176254103068636, "quarterly_revenue_growth_yoy": 0.23116365190143853, "quarterly_earnings_growth_yoy": 0.423337091319053, "revenue_growth_qoq": 0.4970557672324212, "gross_margin": 0.48461360481258675, "operating_margin": 0.3294770939379917, "net_margin": 0.29211013419713094, "roa_ttm": 0.03883391500718538, "roe_ttm": 0.12396130960182443, "debt_to_ebitda": 4.340361177831154, "net_debt_to_ebitda": 4.339026776977137, "interest_coverage": 27.755555555555556, "debt_to_equity": 1.2789326063592754, "current_ratio": 0.6308481738605494, "quick_ratio": 0.4835496528825838, "fcf_to_ebitda": -0.9589894137532248, "capex_to_revenue": 0.21681938276462984, "working_capital_to_revenue": -0.10312552701107426, "capital_efficiency": 0.0813976123045049, "financial_health": -1.1783611859491891, "margin_quality": 0.3687336109825698, "growth_momentum": 0.3272503716102458, "company_age_years": 33.752224503764545, "ebitda": 1124100000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 10.799789816141356, "revenue_cagr_3y": -0.19720182760739047, "revenue_cagr_5y": -0.06433008688474606, "earnings_cagr_3y": 0.060467514370121656, "quarterly_revenue_growth_yoy": 0.0022459292532285235, "quarterly_earnings_growth_yoy": 1.6380449141347424, "revenue_growth_qoq": -0.11238189955246146, "gross_margin": 0.5770308123249299, "operating_margin": 0.4061624649859944, "net_margin": 0.27058823529411763, "roa_ttm": 0.04442420562639142, "roe_ttm": 0.1700726392251816, "debt_to_ebitda": 4.781279847182426, "net_debt_to_ebitda": 4.663801337153773, "interest_coverage": 18.696428571428573, "debt_to_equity": 1.939370460048426, "current_ratio": 0.6924882629107981, "quick_ratio": 0.5938967136150235, "fcf_to_ebitda": -0.18027698185291308, "capex_to_revenue": 0.42782398712100883, "working_capital_to_revenue": -0.14059565334048832, "capital_efficiency": 0.1072484224257865, "financial_health": -1.8228073641855247, "margin_quality": 0.41792717086834735, "growth_momentum": 0.8201454216939854, "company_age_years": 31.227926078028748, "ebitda": 4188000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 12.044322704387437, "revenue_cagr_3y": -0.07860553869709597, "revenue_cagr_5y": -0.01404737627616226, "earnings_cagr_3y": 1.672141529788067, "quarterly_revenue_growth_yoy": 0.006232686980609419, "quarterly_earnings_growth_yoy": 0.4367469879518072, "revenue_growth_qoq": 0.010782608695652174, "gross_margin": 0.3695801789401239, "operating_margin": 0.1779077770130764, "net_margin": 0.1641431520991053, "roa_ttm": 0.030739268361241617, "roe_ttm": 0.13207384403036576, "debt_to_ebitda": 5.90385998561496, "net_debt_to_ebitda": 5.671541596739391, "interest_coverage": 16.5515873015873, "debt_to_equity": 2.1243098688750863, "current_ratio": 0.8276116104317077, "quick_ratio": 0.6226609695005156, "fcf_to_ebitda": -0.22464636777751137, "capex_to_revenue": 0.34965767217076116, "working_capital_to_revenue": -0.09424083769633508, "capital_efficiency": 0.08140655619580368, "financial_health": -1.7438295368639016, "margin_quality": 0.23721036935076856, "growth_momentum": 0.22148983746620832, "company_age_years": 54.743326488706366, "ebitda": 4171000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 10.690842671108419, "revenue_cagr_3y": 0.026333126795160533, "revenue_cagr_5y": 0.01400648566705498, "earnings_cagr_3y": 0.13559071262236344, "quarterly_revenue_growth_yoy": 0.02121390689451974, "quarterly_earnings_growth_yoy": 0.3482758620689655, "revenue_growth_qoq": -0.33426627153989685, "gross_margin": 0.23674882532355124, "operating_margin": 0.14664908086719974, "net_margin": 0.06446294617096694, "roa_ttm": 0.027058338831736473, "roe_ttm": 0.08774485183324962, "debt_to_ebitda": 5.326128104179285, "net_debt_to_ebitda": 5.317799818291944, "interest_coverage": 18.55056179775281, "debt_to_equity": 1.4133098945253642, "current_ratio": 0.5022116644823067, "quick_ratio": 0.26537243337702054, "fcf_to_ebitda": -0.13359327680193822, "capex_to_revenue": 0.4012225904493707, "working_capital_to_revenue": -0.3130484056527637, "capital_efficiency": 0.05740159533249305, "financial_health": -1.1855766695076282, "margin_quality": 0.1492869507872393, "growth_momentum": 0.18474488448174262, "company_age_years": 6.576317590691307, "ebitda": 2641600000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 11.0202774049217, "revenue_cagr_3y": 0.024731023974520427, "revenue_cagr_5y": 0.020460322904455097, "earnings_cagr_3y": 0.04522148854552488, "quarterly_revenue_growth_yoy": 0.047151277013752456, "quarterly_earnings_growth_yoy": -0.01744186046511628, "revenue_growth_qoq": 0.07171581769436998, "gross_margin": 0.3545966228893058, "operating_margin": 0.18386491557223264, "net_margin": 0.10569105691056911, "roa_ttm": 0.02283276878685234, "roe_ttm": 0.114971572962729, "debt_to_ebitda": 4.974944071588367, "net_debt_to_ebitda": 4.830425055928411, "interest_coverage": 19.605263157894736, "debt_to_equity": 2.341335017898505, "current_ratio": 0.6897152818128994, "quick_ratio": 0.4744334689134224, "fcf_to_ebitda": 0.01879194630872483, "capex_to_revenue": 0.29742011140428026, "working_capital_to_revenue": -0.1565523306948109, "capital_efficiency": 0.06890217087479067, "financial_health": -1.8540437660957696, "margin_quality": 0.21471753179070252, "growth_momentum": 0.014854708274318089, "company_age_years": 33.74674880219028, "ebitda": 2235000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 11.894300771208226, "revenue_cagr_3y": -0.001002791045813467, "revenue_cagr_5y": 0.012457615523197907, "earnings_cagr_3y": 0.12000815196180459, "quarterly_revenue_growth_yoy": -0.034421665401164266, "quarterly_earnings_growth_yoy": 0.40061791967044286, "revenue_growth_qoq": -0.16703056768558952, "gross_margin": 0.45478374836173, "operating_margin": 0.22018348623853212, "net_margin": 0.1782437745740498, "roa_ttm": 0.03758027064743452, "roe_ttm": 0.11697276643296145, "debt_to_ebitda": 4.347814910025707, "net_debt_to_ebitda": 4.214074550128535, "interest_coverage": 22.228571428571428, "debt_to_equity": 1.2193284429464881, "current_ratio": 0.8553526087312638, "quick_ratio": 0.6736833483495782, "fcf_to_ebitda": -0.5389460154241645, "capex_to_revenue": 0.43439551460851433, "working_capital_to_revenue": -0.04975628997267067, "capital_efficiency": 0.07727651854019799, "financial_health": -1.1725290535936281, "margin_quality": 0.28440366972477066, "growth_momentum": 0.1830981271346393, "company_age_years": 32.48459958932238, "ebitda": 1556000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 11.055494926719279, "revenue_cagr_3y": 0.01323637714844561, "revenue_cagr_5y": -0.006353829509700981, "earnings_cagr_3y": 0.02559738868750072, "quarterly_revenue_growth_yoy": -0.00744047619047619, "quarterly_earnings_growth_yoy": 0.042283298097251586, "revenue_growth_qoq": 0.22700515084621045, "gross_margin": 0.68095952023988, "operating_margin": 0.25847076461769114, "net_margin": 0.14782608695652175, "roa_ttm": 0.022703246916687642, "roe_ttm": 0.07315886233372985, "debt_to_ebitda": 5.206313416009019, "net_debt_to_ebitda": 5.171815107102593, "interest_coverage": 19.034334763948497, "debt_to_equity": 1.2485130312533794, "current_ratio": 0.5871508379888268, "quick_ratio": 0.5378491620111732, "fcf_to_ebitda": -0.25546786922209697, "capex_to_revenue": 0.3004169050927818, "working_capital_to_revenue": -0.24164146162020764, "capital_efficiency": 0.04793105462520875, "financial_health": -1.0359316431658259, "margin_quality": 0.3624187906046976, "growth_momentum": 0.017421410953387697, "company_age_years": 50.743326488706366, "ebitda": 4435000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 11.763870013704183, "revenue_cagr_3y": -0.007266978481493269, "revenue_cagr_5y": 0.02073749014108084, "earnings_cagr_3y": -0.25426990172116515, "quarterly_revenue_growth_yoy": 0.02, "quarterly_earnings_growth_yoy": -0.1423948220064725, "revenue_growth_qoq": 0.14113597246127366, "gross_margin": 0.4409250879839115, "operating_margin": 0.21367521367521367, "net_margin": 0.13323278029160382, "roa_ttm": 0.027923162583518932, "roe_ttm": 0.1218712029161604, "debt_to_ebitda": 5.337982484592929, "net_debt_to_ebitda": 5.304573467401881, "interest_coverage": 17.127777777777776, "debt_to_equity": 1.9996354799513973, "current_ratio": 0.7923885259869355, "quick_ratio": 0.5739846634478841, "fcf_to_ebitda": -0.2101848848524165, "capex_to_revenue": 0.40159680638722556, "working_capital_to_revenue": -0.09727212242182302, "capital_efficiency": 0.07489718274983967, "financial_health": -1.843305056193458, "margin_quality": 0.26261102731690966, "growth_momentum": -0.061197411003236245, "company_age_years": 40.0, "ebitda": 3083000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 10.52012018865054, "revenue_cagr_3y": 0.09370357528012407, "revenue_cagr_5y": 0.09986525071768737, "earnings_cagr_3y": -0.31655469077384657, "quarterly_revenue_growth_yoy": 0.3419798835362626, "quarterly_earnings_growth_yoy": 1.1141078838174274, "revenue_growth_qoq": -0.2122436295835923, "gross_margin": 0.44694280078895465, "operating_margin": 0.23931623931623933, "net_margin": 0.13399079552925708, "roa_ttm": 0.032188684747739865, "roe_ttm": 0.09513240966191902, "debt_to_ebitda": 4.200973680206907, "net_debt_to_ebitda": 4.20051726760992, "interest_coverage": 20.162576687116566, "debt_to_equity": 1.1899847012432934, "current_ratio": 0.7278419255163441, "quick_ratio": 0.42071881606765327, "fcf_to_ebitda": -0.21154723870378822, "capex_to_revenue": 0.36542391049475764, "working_capital_to_revenue": -0.11211603523933943, "capital_efficiency": 0.06366054720482944, "financial_health": -1.0818369251657545, "margin_quality": 0.27341661187815036, "growth_momentum": 0.728043883676845, "company_age_years": 37.00479123887748, "ebitda": 1314600000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 11.728467987804878, "revenue_cagr_3y": 0.0390693683283041, "revenue_cagr_5y": 0.029319253128842204, "earnings_cagr_3y": 0.10684782130807502, "quarterly_revenue_growth_yoy": 0.04759587307767179, "quarterly_earnings_growth_yoy": 0.007050528789659225, "revenue_growth_qoq": -0.007744076703235918, "gross_margin": 0.5137972684195856, "operating_margin": 0.202824491312831, "net_margin": 0.07962463997026852, "roa_ttm": 0.025103720307122396, "roe_ttm": 0.09273816656680647, "debt_to_ebitda": 5.461529204107831, "net_debt_to_ebitda": 5.410903401797176, "interest_coverage": 18.520059435364043, "debt_to_equity": 1.6314559616536848, "current_ratio": 0.4636350595323483, "quick_ratio": 0.35136996126811076, "fcf_to_ebitda": -0.39044447970154045, "capex_to_revenue": 0.49424309454937326, "working_capital_to_revenue": -0.3534494167470176, "capital_efficiency": 0.05892094343696443, "financial_health": -1.4442346725334463, "margin_quality": 0.2654154665675617, "growth_momentum": 0.02732320093366551, "company_age_years": 39.94798083504449, "ebitda": 2492800000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 9.559511229084327, "revenue_cagr_3y": 0.025089661447663003, "revenue_cagr_5y": 0.014314414504315476, "earnings_cagr_3y": 0.07867626090243784, "quarterly_revenue_growth_yoy": 0.04785248880506474, "quarterly_earnings_growth_yoy": 0.07346944518047287, "revenue_growth_qoq": 0.21613225438816505, "gross_margin": 0.4396698580693631, "operating_margin": 0.2720440820789258, "net_margin": 0.1505831790370663, "roa_ttm": 0.02740071544150925, "roe_ttm": 0.10055813909465484, "debt_to_ebitda": 3.9444486370161336, "net_debt_to_ebitda": 3.8481719040363025, "interest_coverage": 23.405450731078986, "debt_to_equity": 1.3176398273671266, "current_ratio": 0.8906160791112377, "quick_ratio": 0.7125868420473588, "fcf_to_ebitda": -0.20016330142407887, "capex_to_revenue": 0.3361418823900881, "working_capital_to_revenue": -0.03447763250712487, "capital_efficiency": 0.06397942726808205, "financial_health": -1.2109902316762635, "margin_quality": 0.28743237306178504, "growth_momentum": 0.06066096699276881, "company_age_years": 31.017111567419576, "ebitda": 3670513000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 10.405515512378564, "revenue_cagr_3y": -0.06641133100925967, "revenue_cagr_5y": -0.11515997561916946, "earnings_cagr_3y": -0.0994969381429569, "quarterly_revenue_growth_yoy": 0.05287462479796814, "quarterly_earnings_growth_yoy": 0.42857142857142855, "revenue_growth_qoq": -0.14091936699321778, "gross_margin": 0.27456140350877195, "operating_margin": 0.09605263157894736, "net_margin": 0.07894736842105263, "roa_ttm": 0.03443546556946788, "roe_ttm": 0.10132388805016838, "debt_to_ebitda": 3.1925206309411887, "net_debt_to_ebitda": 3.0974616107803197, "interest_coverage": 24.994778067885118, "debt_to_equity": 0.8872953199396121, "current_ratio": 0.588087431693989, "quick_ratio": 0.40316939890710385, "fcf_to_ebitda": -0.04188864514781156, "capex_to_revenue": 0.3077428684106744, "working_capital_to_revenue": -0.16515490118750273, "capital_efficiency": 0.06787967680981813, "financial_health": -0.7758312516057123, "margin_quality": 0.14985380116959066, "growth_momentum": 0.24072302668469833, "company_age_years": 29.251197809719372, "ebitda": 957300000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 12.667691450849345, "revenue_cagr_3y": 0.05926856759956878, "revenue_cagr_5y": -0.015895382024332605, "earnings_cagr_3y": 0.5369533614493325, "quarterly_revenue_growth_yoy": 0.1943609022556391, "quarterly_earnings_growth_yoy": -1.9437939110070257, "revenue_growth_qoq": -0.08575539568345324, "gross_margin": 0.6008813345923828, "operating_margin": 0.125590179414542, "net_margin": -0.12684922883223165, "roa_ttm": 0.008805413377288107, "roe_ttm": 0.039937045052134565, "debt_to_ebitda": 6.031746031746032, "net_debt_to_ebitda": 5.987190197716513, "interest_coverage": 15.889380530973451, "debt_to_equity": 2.1306315168207752, "current_ratio": 0.6101566447700859, "quick_ratio": 0.503789792824659, "fcf_to_ebitda": -0.02729044834307992, "capex_to_revenue": 0.22321213580544186, "working_capital_to_revenue": -0.12384621558712577, "capital_efficiency": 0.024371229214711337, "financial_health": -2.082207635714392, "margin_quality": 0.19987409505823103, "growth_momentum": -0.8747165043756933, "company_age_years": 25.138945927446954, "ebitda": 3591000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 10.159541116341627, "revenue_cagr_3y": 0.011146631908472315, "revenue_cagr_5y": 0.11730060134212539, "earnings_cagr_3y": -0.010504978545098465, "quarterly_revenue_growth_yoy": -0.022107243650047036, "quarterly_earnings_growth_yoy": 0.030973451327433628, "revenue_growth_qoq": 0.07220216606498195, "gross_margin": 0.5507455507455508, "operating_margin": 0.37566137566137564, "net_margin": 0.22414622414622415, "roa_ttm": 0.041308591558776676, "roe_ttm": 0.15124876766348996, "debt_to_ebitda": 5.098408428603452, "net_debt_to_ebitda": 4.982290966151087, "interest_coverage": 18.510373443983404, "debt_to_equity": 1.868550772264213, "current_ratio": 0.5981285397685299, "quick_ratio": 0.5306574735286875, "fcf_to_ebitda": -0.10782335799148172, "capex_to_revenue": 0.41574050142155594, "working_capital_to_revenue": -0.21090721116567587, "capital_efficiency": 0.09627867961113332, "financial_health": -1.7230139217922222, "margin_quality": 0.3835177168510502, "growth_momentum": 0.004433103838693296, "company_age_years": 33.97672826830938, "ebitda": 4461000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 9.036556274845415, "revenue_cagr_3y": 0.003019581582790698, "revenue_cagr_5y": 0.012971166482000696, "earnings_cagr_3y": 0.0420790195287426, "quarterly_revenue_growth_yoy": 0.01405406702418842, "quarterly_earnings_growth_yoy": 0.04959566888570375, "revenue_growth_qoq": 0.25274008640813395, "gross_margin": 0.5425522385284817, "operating_margin": 0.3883541419833317, "net_margin": 0.23330251613677427, "roa_ttm": 0.030632411008991882, "roe_ttm": 0.1011408250532665, "debt_to_ebitda": 3.046872308840536, "net_debt_to_ebitda": 3.0401381406655053, "interest_coverage": 31.928349850938684, "debt_to_equity": 0.9392034488847678, "current_ratio": 0.901056138888825, "quick_ratio": 0.6827623675989511, "fcf_to_ebitda": -0.1628029634377695, "capex_to_revenue": 0.36343430274348376, "working_capital_to_revenue": -0.03637347397735748, "capital_efficiency": 0.06588661803112919, "financial_health": -0.8727646498063012, "margin_quality": 0.3880696322161959, "growth_momentum": 0.03182486795494609, "company_age_years": 33.19917864476386, "ebitda": 1585051000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 10.093748419721871, "revenue_cagr_3y": 0.10071085995340034, "revenue_cagr_5y": -0.06958824382233164, "earnings_cagr_3y": 0.03763484424729402, "quarterly_revenue_growth_yoy": 0.11270236612702367, "quarterly_earnings_growth_yoy": 0.30612244897959184, "revenue_growth_qoq": -0.11285785206023498, "gross_margin": 0.4029099048684947, "operating_margin": 0.17030404775228503, "net_margin": 0.08356649878753963, "roa_ttm": 0.02305138279756072, "roe_ttm": 0.09265065769348424, "debt_to_ebitda": 5.839570164348926, "net_debt_to_ebitda": 5.72149178255373, "interest_coverage": 16.3768115942029, "debt_to_equity": 1.7662511471397981, "current_ratio": 1.0340785498489427, "quick_ratio": 0.9345015105740181, "fcf_to_ebitda": -0.22667509481668774, "capex_to_revenue": 0.31598611050063735, "working_capital_to_revenue": 0.012395059557821634, "capital_efficiency": 0.05785102024552248, "financial_health": -1.6517521343117645, "margin_quality": 0.21892681713610648, "growth_momentum": 0.20941240755330776, "company_age_years": 44.492813141683776, "ebitda": 7910000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 12.356676443629697, "revenue_cagr_3y": 0.05142824345813901, "revenue_cagr_5y": 0.012206139359457024, "earnings_cagr_3y": -0.1220428065725514, "quarterly_revenue_growth_yoy": 0.15527740189445197, "quarterly_earnings_growth_yoy": 4.209302325581396, "revenue_growth_qoq": -0.04821627647714604, "gross_margin": 0.5636896046852123, "operating_margin": 0.204099560761347, "net_margin": 0.06559297218155198, "roa_ttm": 0.021325812789150137, "roe_ttm": 0.0671757249089185, "debt_to_ebitda": 5.647341888175985, "net_debt_to_ebitda": 5.420027497708524, "interest_coverage": 18.570212765957447, "debt_to_equity": 1.2299745470878873, "current_ratio": 1.0228487193661322, "quick_ratio": 0.9423254099871016, "fcf_to_ebitda": -0.27956003666361134, "capex_to_revenue": 0.2896182870539966, "working_capital_to_revenue": 0.009084914645761595, "capital_efficiency": 0.04425076884903432, "financial_health": -1.112395898628794, "margin_quality": 0.2777940458760371, "growth_momentum": 2.1822898637379238, "company_age_years": 51.99452429842574, "ebitda": 4364000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 13.0561770256466, "revenue_cagr_3y": 0.028763062857026123, "revenue_cagr_5y": 0.02644045106405235, "earnings_cagr_3y": 0.22825123872166442, "quarterly_revenue_growth_yoy": 0.16340361445783133, "quarterly_earnings_growth_yoy": 0.09565217391304348, "revenue_growth_qoq": -0.14688017669795694, "gross_margin": 0.39288025889967637, "operating_margin": 0.15987055016181229, "net_margin": 0.08155339805825243, "roa_ttm": 0.02784385056667133, "roe_ttm": 0.10257731958762886, "debt_to_ebitda": 4.849305308158176, "net_debt_to_ebitda": 4.846455290345565, "interest_coverage": 30.182795698924732, "debt_to_equity": 1.403298969072165, "current_ratio": 0.6963906581740976, "quick_ratio": 0.4869072894550602, "fcf_to_ebitda": -0.6633416458852868, "capex_to_revenue": 0.5509852987175478, "working_capital_to_revenue": -0.1341883015326869, "capital_efficiency": 0.0652105850771501, "financial_health": -1.2948276762364428, "margin_quality": 0.21143473570658036, "growth_momentum": 0.12952789418543742, "company_age_years": 23.994524298425734, "ebitda": 2807000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 10.922330802778227, "revenue_cagr_3y": 0.03752247222552696, "revenue_cagr_5y": 0.05028233929413162, "earnings_cagr_3y": -0.04677417420857133, "quarterly_revenue_growth_yoy": 0.02115506663845991, "quarterly_earnings_growth_yoy": -0.09590739975196362, "revenue_growth_qoq": 0.456987624509508, "gross_margin": 0.5012430080795525, "operating_margin": 0.32442510876320696, "net_margin": 0.22653822249844624, "roa_ttm": 0.02877751228127458, "roe_ttm": 0.08399211626345542, "debt_to_ebitda": 4.254886125020191, "net_debt_to_ebitda": 4.246890647714424, "interest_coverage": 19.286604361370717, "debt_to_equity": 1.1410625717441685, "current_ratio": 0.8607777244359097, "quick_ratio": 0.513586173787806, "fcf_to_ebitda": -0.021240510418349217, "capex_to_revenue": 0.39150994089199354, "working_capital_to_revenue": -0.05194339960594662, "capital_efficiency": 0.056384814272365, "financial_health": -1.0867011860855398, "margin_quality": 0.3507354464470686, "growth_momentum": -0.037376166556751855, "company_age_years": 36.75290896646133, "ebitda": 1238200000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 12.315459070889554, "revenue_cagr_3y": -0.017355780252774955, "revenue_cagr_5y": -0.00011069906730609702, "earnings_cagr_3y": 0.028149508645274546, "quarterly_revenue_growth_yoy": -0.001713464514702631, "quarterly_earnings_growth_yoy": 1.8371335504885993, "revenue_growth_qoq": -0.10906669297553276, "gross_margin": 0.24696860638945795, "operating_margin": 0.15860140634516362, "net_margin": 0.12056364542384143, "roa_ttm": 0.027243391301332884, "roe_ttm": 0.10705613866059394, "debt_to_ebitda": 5.560636477325084, "net_debt_to_ebitda": 5.496017902981636, "interest_coverage": 21.17491289198606, "debt_to_equity": 1.6443610742108619, "current_ratio": 0.43836320227265857, "quick_ratio": 0.30639588181369437, "fcf_to_ebitda": -0.4085927729875601, "capex_to_revenue": 0.4236594625776418, "working_capital_to_revenue": -0.3739686883728418, "capital_efficiency": 0.06714976498096341, "financial_health": -1.4056059169616866, "margin_quality": 0.175377886052821, "growth_momentum": 0.9177100429869484, "company_age_years": 50.99520876112252, "ebitda": 6077200000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 11.187796517582793, "revenue_cagr_3y": 0.026293800252445543, "revenue_cagr_5y": 0.011114896721255096, "earnings_cagr_3y": -0.06311671676013375, "quarterly_revenue_growth_yoy": -0.047285464098073555, "quarterly_earnings_growth_yoy": 0.4068627450980392, "revenue_growth_qoq": 0.1158974358974359, "gross_margin": 0.4296875, "operating_margin": 0.18933823529411764, "net_margin": 0.13189338235294118, "roa_ttm": 0.028612725288339576, "roe_ttm": 0.12207399949660207, "debt_to_ebitda": 5.375554796858996, "net_debt_to_ebitda": 5.101741208603619, "interest_coverage": 16.548022598870055, "debt_to_equity": 1.981500125849484, "current_ratio": 1.3468409586056644, "quick_ratio": 1.0518518518518518, "fcf_to_ebitda": -0.3540457494025265, "capex_to_revenue": 0.44356812618982866, "working_capital_to_revenue": 0.10824041338047322, "capital_efficiency": 0.07534336239247082, "financial_health": -1.860687204929252, "margin_quality": 0.2503063725490196, "growth_momentum": 0.17978864049998283, "company_age_years": 39.24709103353867, "ebitda": 2929000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 11.04421603397027, "revenue_cagr_3y": -0.05671629591355365, "revenue_cagr_5y": 0.005474232395461298, "earnings_cagr_3y": -0.05143219139045718, "quarterly_revenue_growth_yoy": 0.17156439066551427, "quarterly_earnings_growth_yoy": -0.7951070336391437, "revenue_growth_qoq": 0.42459274829217025, "gross_margin": 0.2987827369974179, "operating_margin": 0.13057912209516784, "net_margin": 0.04942825525636296, "roa_ttm": 0.027421781767239143, "roe_ttm": 0.10522648083623694, "debt_to_ebitda": 5.220192009910189, "net_debt_to_ebitda": 5.197274698048932, "interest_coverage": 23.39855072463768, "debt_to_equity": 1.6780487804878048, "current_ratio": 0.9190299237238412, "quick_ratio": 0.7477019362409544, "fcf_to_ebitda": -0.807990089811087, "capex_to_revenue": 0.47409076279369167, "working_capital_to_revenue": -0.04441583521081429, "capital_efficiency": 0.06632413130173805, "financial_health": -1.4750339241585957, "margin_quality": 0.1595967047829829, "growth_momentum": -0.31177132148681475, "company_age_years": 52.993839835728956, "ebitda": 3229000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 9.96925907000511, "revenue_cagr_3y": -0.03491000237365083, "revenue_cagr_5y": 0.00228671818481585, "earnings_cagr_3y": -0.016187821573627192, "quarterly_revenue_growth_yoy": 0.08719135802469136, "quarterly_earnings_growth_yoy": 3.8947368421052633, "revenue_growth_qoq": 0.34446564885496184, "gross_margin": 0.39460610361958837, "operating_margin": 0.29524485450674237, "net_margin": 0.1980127750177431, "roa_ttm": 0.04716055153073148, "roe_ttm": 0.143079977311401, "debt_to_ebitda": 3.4915687276443537, "net_debt_to_ebitda": 3.4614205416453756, "interest_coverage": 38.0, "debt_to_equity": 0.9689449801474759, "current_ratio": 0.7107396149949341, "quick_ratio": 0.5243161094224924, "fcf_to_ebitda": -0.28027593254982114, "capex_to_revenue": 0.46186895810955964, "working_capital_to_revenue": -0.12266380236305048, "capital_efficiency": 0.09512026442106625, "financial_health": -0.8531697428258707, "margin_quality": 0.2959545777146913, "growth_momentum": 1.9909641000649774, "company_age_years": 38.24229979466119, "ebitda": 3914000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 9.958475060501176, "revenue_cagr_3y": 0.013928914498011702, "revenue_cagr_5y": 0.036340293137831825, "earnings_cagr_3y": -0.04892656684797125, "quarterly_revenue_growth_yoy": -0.08462558618735529, "quarterly_earnings_growth_yoy": -0.09698727243434832, "revenue_growth_qoq": -0.2549899089692138, "gross_margin": 0.558618226443087, "operating_margin": 0.19847242955134486, "net_margin": 0.07186358099878197, "roa_ttm": 0.027268551064455027, "roe_ttm": 0.07983327139259462, "debt_to_ebitda": 3.7449303474724815, "net_debt_to_ebitda": 3.7415930995090703, "interest_coverage": 22.683168548802772, "debt_to_equity": 0.9915175371596575, "current_ratio": 0.8568658259004582, "quick_ratio": 0.496868932473848, "fcf_to_ebitda": 0.014785733394066908, "capex_to_revenue": 0.28474229453586664, "working_capital_to_revenue": -0.04871330256949109, "capital_efficiency": 0.053550911228524824, "financial_health": -0.9150247971761388, "margin_quality": 0.27631807899773797, "growth_momentum": -0.09080642931085181, "company_age_years": 0, "ebitda": 968163000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 10.35615543686292, "revenue_cagr_3y": 0.03026502573470813, "revenue_cagr_5y": 0.015341022890378309, "earnings_cagr_3y": 0.5905437240899531, "quarterly_revenue_growth_yoy": 0.06902704435019359, "quarterly_earnings_growth_yoy": 4.5628686743247435, "revenue_growth_qoq": -0.020949897934360688, "gross_margin": 0.35691734298407896, "operating_margin": 0.08113648332950725, "net_margin": 0.024196183814295166, "roa_ttm": 0.029446670169502177, "roe_ttm": 0.10012146114443135, "debt_to_ebitda": 3.49505290465353, "net_debt_to_ebitda": 3.491132068448083, "interest_coverage": 28.859857746165815, "debt_to_equity": 1.0370460299268986, "current_ratio": 0.5507363772101371, "quick_ratio": 0.3577179470421742, "fcf_to_ebitda": 0.13271411205799938, "capex_to_revenue": 0.2880197525422813, "working_capital_to_revenue": -0.191201645973871, "capital_efficiency": 0.06478406565696676, "financial_health": -0.930156849267761, "margin_quality": 0.15408333670929378, "growth_momentum": 2.3159478593374687, "company_age_years": 34.69678302532512, "ebitda": 1558086000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 11.465074297438068, "revenue_cagr_3y": 0.0203553258414797, "revenue_cagr_5y": -0.06392510944119378, "earnings_cagr_3y": -0.013515170267812016, "quarterly_revenue_growth_yoy": -0.1951309479896717, "quarterly_earnings_growth_yoy": 0.43283582089552236, "revenue_growth_qoq": 0.17311827956989248, "gross_margin": 0.3712190650779102, "operating_margin": 0.14711274060494958, "net_margin": 0.08799266727772685, "roa_ttm": 0.02308951277854715, "roe_ttm": 0.09485879797248371, "debt_to_ebitda": 5.838193791157103, "net_debt_to_ebitda": 5.80997177798683, "interest_coverage": 15.865671641791044, "debt_to_equity": 1.9259335884969484, "current_ratio": 0.7833850931677019, "quick_ratio": 0.5841097308488613, "fcf_to_ebitda": -0.1643148322358106, "capex_to_revenue": 0.5060947562097516, "working_capital_to_revenue": -0.09625114995400184, "capital_efficiency": 0.05897415537551543, "financial_health": -1.8141194955820854, "margin_quality": 0.20210815765352885, "growth_momentum": 0.11885243645292533, "company_age_years": 53.99315537303217, "ebitda": 3189000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 11.133407216075863, "revenue_cagr_3y": 0.021722670930916177, "revenue_cagr_5y": -0.13448438927153195, "earnings_cagr_3y": -0.07838512243861051, "quarterly_revenue_growth_yoy": 0.007735946364105209, "quarterly_earnings_growth_yoy": -0.12289156626506025, "revenue_growth_qoq": 0.010863942058975685, "gross_margin": 0.5542476970317298, "operating_margin": 0.3546571136131013, "net_margin": 0.1862845445240532, "roa_ttm": 0.038222416812609454, "roe_ttm": 0.13440073897313526, "debt_to_ebitda": 5.20298035673967, "net_debt_to_ebitda": 5.018965906525175, "interest_coverage": 17.858870967741936, "debt_to_equity": 1.7738434300669694, "current_ratio": 0.5646938775510204, "quick_ratio": 0.4969387755102041, "fcf_to_ebitda": -0.14811469857755702, "capex_to_revenue": 0.39683356931394004, "working_capital_to_revenue": -0.2745527094864204, "capital_efficiency": 0.08631157789287236, "financial_health": -1.5771858204811333, "margin_quality": 0.3650631183896282, "growth_momentum": -0.05757780995047752, "company_age_years": 34.729637234770706, "ebitda": 4429000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 9.266558228540186, "revenue_cagr_3y": -0.017497192591254485, "revenue_cagr_5y": 0.0033144666404349987, "earnings_cagr_3y": -0.19888128212246714, "quarterly_revenue_growth_yoy": 0.11968503937007874, "quarterly_earnings_growth_yoy": -0.41711229946524064, "revenue_growth_qoq": -0.17708333333333334, "gross_margin": 0.3924050632911392, "operating_margin": 0.09142053445850915, "net_margin": 0.05110173464603844, "roa_ttm": 0.011153884118053499, "roe_ttm": 0.03498993652268153, "debt_to_ebitda": 3.4229086932750135, "net_debt_to_ebitda": 3.3053581191908146, "interest_coverage": 40.1978021978022, "debt_to_equity": 0.9692676884966713, "current_ratio": 1.0075853350189634, "quick_ratio": 0.7398862199747156, "fcf_to_ebitda": -0.2826681246582832, "capex_to_revenue": 0.47253103076092823, "working_capital_to_revenue": 0.002590393955747437, "capital_efficiency": 0.023071910320367515, "financial_health": -0.8889864649542457, "margin_quality": 0.17830911079856226, "growth_momentum": -0.14871363004758095, "company_age_years": 37.492128678986994, "ebitda": 3658000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 11.252297897408011, "revenue_cagr_3y": 0.11433113141195039, "revenue_cagr_5y": 0.14745797554560802, "earnings_cagr_3y": 0.22098186575686563, "quarterly_revenue_growth_yoy": 0.043470920908246814, "quarterly_earnings_growth_yoy": 0.38905547226386805, "revenue_growth_qoq": -0.2330789751225262, "gross_margin": 0.3180715094644879, "operating_margin": 0.23887720433586798, "net_margin": 0.14989483902281184, "roa_ttm": 0.02829110850875439, "roe_ttm": 0.08818161584687291, "debt_to_ebitda": 4.988762008337865, "net_debt_to_ebitda": 4.962298350552837, "interest_coverage": 23.526652452025587, "debt_to_equity": 1.2251502336968618, "current_ratio": 0.6396686267983284, "quick_ratio": 0.4406597877140427, "fcf_to_ebitda": -0.1630868225484865, "capex_to_revenue": 0.3325580117580264, "working_capital_to_revenue": -0.17843995531217377, "capital_efficiency": 0.05823636217781365, "financial_health": -1.0325577186726658, "margin_quality": 0.2356145176077226, "growth_momentum": 0.21626319658605744, "company_age_years": 3.0718685831622174, "ebitda": 2206800000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 10.87766613534698, "revenue_cagr_3y": 0.01063269276205614, "revenue_cagr_5y": -0.019751663310668688, "earnings_cagr_3y": 0.15069557507364095, "quarterly_revenue_growth_yoy": -0.241733690795353, "quarterly_earnings_growth_yoy": 0.5811320754716981, "revenue_growth_qoq": 0.17520775623268697, "gross_margin": 0.3582793164407778, "operating_margin": 0.1932822628167354, "net_margin": 0.1234531526222746, "roa_ttm": 0.031214389453692325, "roe_ttm": 0.12642533936651584, "debt_to_ebitda": 5.204443334997504, "net_debt_to_ebitda": 5.197953070394409, "interest_coverage": 19.259615384615383, "debt_to_equity": 1.8867873303167422, "current_ratio": 0.6015638279789223, "quick_ratio": 0.4224035356110828, "fcf_to_ebitda": -0.1782326510234648, "capex_to_revenue": 0.3086700666928207, "working_capital_to_revenue": -0.18391526088662222, "capital_efficiency": 0.07881986441010408, "financial_health": -1.5747131769700393, "margin_quality": 0.22500491062659597, "growth_momentum": 0.16969919233817254, "company_age_years": 53.99315537303217, "ebitda": 4006000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 12.502165357276468, "revenue_cagr_3y": -0.019796435859738892, "revenue_cagr_5y": 0.0062288555002441015, "earnings_cagr_3y": -0.04525261397483116, "quarterly_revenue_growth_yoy": 0.05293276108726753, "quarterly_earnings_growth_yoy": -0.1440329218106996, "revenue_growth_qoq": -0.06002554278416347, "gross_margin": 0.47078804347826086, "operating_margin": 0.19429347826086957, "net_margin": 0.14130434782608695, "roa_ttm": 0.027273263356527893, "roe_ttm": 0.0988987490644713, "debt_to_ebitda": 4.837635615413393, "net_debt_to_ebitda": 4.8005985783763565, "interest_coverage": 27.84375, "debt_to_equity": 1.3825510531380305, "current_ratio": 0.971979788700046, "quick_ratio": 0.729903536977492, "fcf_to_ebitda": -0.8653198653198653, "capex_to_revenue": 0.6309642976309643, "working_capital_to_revenue": -0.010176843510176843, "capital_efficiency": 0.06308600621049959, "financial_health": -1.3326952651254909, "margin_quality": 0.26879528985507245, "growth_momentum": -0.04555008036171604, "company_age_years": 23.49075975359343, "ebitda": 2673000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 12.218938868590534, "revenue_cagr_3y": 0.0007328966028070649, "revenue_cagr_5y": -0.026985662300973656, "earnings_cagr_3y": 0.04551591714942038, "quarterly_revenue_growth_yoy": -0.0037110767037774337, "quarterly_earnings_growth_yoy": 0.2605633802816901, "revenue_growth_qoq": 0.06822314158475849, "gross_margin": 0.2700675909023632, "operating_margin": 0.19362080023681483, "net_margin": 0.1412995214366767, "roa_ttm": 0.028876445801872118, "roe_ttm": 0.10638508462568308, "debt_to_ebitda": 4.818074434833176, "net_debt_to_ebitda": 4.776695500472487, "interest_coverage": 21.528951486697967, "debt_to_equity": 1.3811463667477586, "current_ratio": 0.489925662653618, "quick_ratio": 0.3714614672239882, "fcf_to_ebitda": -0.144635458312132, "capex_to_revenue": 0.37302889407569295, "working_capital_to_revenue": -0.25233870518384605, "capital_efficiency": 0.0676307652137776, "financial_health": -1.1896248056344776, "margin_quality": 0.2016626375252849, "growth_momentum": 0.12842615178895633, "company_age_years": 49.24024640657084, "ebitda": 5502800000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 10.874876969521525, "revenue_cagr_3y": 0.032311839852203095, "revenue_cagr_5y": 0.014292608216450287, "earnings_cagr_3y": 0.12475170082699427, "quarterly_revenue_growth_yoy": -0.004862385321100917, "quarterly_earnings_growth_yoy": 0.45918367346938777, "revenue_growth_qoq": -0.3642970169372326, "gross_margin": 0.5183921821701853, "operating_margin": 0.21849359269844196, "net_margin": 0.07910021204019545, "roa_ttm": 0.025864952370758858, "roe_ttm": 0.09827169907230907, "debt_to_ebitda": 5.573384061866755, "net_debt_to_ebitda": 5.531533021793971, "interest_coverage": 18.701469450889405, "debt_to_equity": 1.7126699707713813, "current_ratio": 0.7750398724082934, "quick_ratio": 0.6262360446570973, "fcf_to_ebitda": -0.4372854716512965, "capex_to_revenue": 0.5158384856117854, "working_capital_to_revenue": -0.10766353713456989, "capital_efficiency": 0.062068325721533965, "financial_health": -1.6244712572827227, "margin_quality": 0.2719953289696076, "growth_momentum": 0.22716064407414344, "company_age_years": 39.696098562628336, "ebitda": 2418100000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 10.228101591066311, "revenue_cagr_3y": -0.009821061072758708, "revenue_cagr_5y": -0.006840741038321219, "earnings_cagr_3y": 0.2263665350810813, "quarterly_revenue_growth_yoy": -0.025111607142857144, "quarterly_earnings_growth_yoy": 0.1183206106870229, "revenue_growth_qoq": 0.2324514991181658, "gross_margin": 0.4738122495706926, "operating_margin": 0.32527189467658846, "net_margin": 0.29350314825414997, "roa_ttm": 0.06218817154068953, "roe_ttm": 0.16517768513003772, "debt_to_ebitda": 3.1096946338571003, "net_debt_to_ebitda": 3.020061270876569, "interest_coverage": 24.09285714285714, "debt_to_equity": 0.7808963668850506, "current_ratio": 0.7634677131644666, "quick_ratio": 0.5295516708288738, "fcf_to_ebitda": 0.45202095068682674, "capex_to_revenue": 0.2544239957529641, "working_capital_to_revenue": -0.0879932755264555, "capital_efficiency": 0.11368292833536363, "financial_health": -0.7104060263310589, "margin_quality": 0.36419576416714367, "growth_momentum": 0.046604501772082876, "company_age_years": 30.751540041067763, "ebitda": 1011900000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 10.070313833218975, "revenue_cagr_3y": -0.0060365265476800545, "revenue_cagr_5y": -0.0033866729080564983, "earnings_cagr_3y": 0.033800692304227775, "quarterly_revenue_growth_yoy": -0.11946988471069928, "quarterly_earnings_growth_yoy": 1.7112823191433795, "revenue_growth_qoq": 0.14597823648193853, "gross_margin": 0.30050659553119113, "operating_margin": 0.2337926139839945, "net_margin": 0.13330559702405717, "roa_ttm": 0.02947397713433461, "roe_ttm": 0.10433834557338219, "debt_to_ebitda": 3.912309377974961, "net_debt_to_ebitda": 3.8505379627467535, "interest_coverage": 24.9766711529834, "debt_to_equity": 1.2054280512034357, "current_ratio": 0.5555585905490303, "quick_ratio": 0.4303878721660748, "fcf_to_ebitda": -0.18346415677258276, "capex_to_revenue": 0.3423917299710236, "working_capital_to_revenue": -0.21237632808625057, "capital_efficiency": 0.0669061613538584, "financial_health": -1.010855744984976, "margin_quality": 0.22253493551308093, "growth_momentum": 0.7959062172163401, "company_age_years": 47.742642026009584, "ebitda": 5567300000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 11.734501693002258, "revenue_cagr_3y": 0.06262596929397568, "revenue_cagr_5y": 0.05546216069397425, "earnings_cagr_3y": 0.022943737343978032, "quarterly_revenue_growth_yoy": 0.054854368932038836, "quarterly_earnings_growth_yoy": -0.07505070993914807, "revenue_growth_qoq": 0.2835203780271707, "gross_margin": 0.5172572480441786, "operating_margin": 0.2696732627703636, "net_margin": 0.20984813621721124, "roa_ttm": 0.026167490415261674, "roe_ttm": 0.0957491760331277, "debt_to_ebitda": 5.15265237020316, "net_debt_to_ebitda": 5.1478555304740405, "interest_coverage": 20.485549132947977, "debt_to_equity": 1.5432265697625285, "current_ratio": 0.632744603308102, "quick_ratio": 0.41070927950658814, "fcf_to_ebitda": -0.49209932279909707, "capex_to_revenue": 0.5784931506849315, "working_capital_to_revenue": -0.17945205479452056, "capital_efficiency": 0.06095833322419469, "financial_health": -1.3874211133971435, "margin_quality": 0.33225954901058447, "growth_momentum": -0.010098170503554618, "company_age_years": 26.743326488706366, "ebitda": 3544000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 11.127604644882528, "revenue_cagr_3y": -0.13021411211495537, "revenue_cagr_5y": -0.09815044135234363, "earnings_cagr_3y": -0.13006768121745227, "quarterly_revenue_growth_yoy": 0.13658881811748053, "quarterly_earnings_growth_yoy": -0.2623655913978495, "revenue_growth_qoq": -0.13392054646773324, "gross_margin": 0.39310917393109174, "operating_margin": 0.1461187214611872, "net_margin": 0.07119136571191366, "roa_ttm": 0.02161500815660685, "roe_ttm": 0.0845328761114877, "debt_to_ebitda": 5.702538482311639, "net_debt_to_ebitda": 5.648663246016743, "interest_coverage": 17.34426229508197, "debt_to_equity": 1.683998564536066, "current_ratio": 0.9503528225806451, "quick_ratio": 0.8608870967741935, "fcf_to_ebitda": -0.5311909262759924, "capex_to_revenue": 0.36821997687628816, "working_capital_to_revenue": -0.01980596189614437, "capital_efficiency": 0.05307394213404727, "financial_health": -1.5706358278964085, "margin_quality": 0.20347308703473085, "growth_momentum": -0.06288838664018448, "company_age_years": 43.49075975359343, "ebitda": 7406000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 12.77502058590657, "revenue_cagr_3y": 0.010137538439128235, "revenue_cagr_5y": 0.02250634683869901, "earnings_cagr_3y": 0.1313651447168258, "quarterly_revenue_growth_yoy": 0.07993562231759657, "quarterly_earnings_growth_yoy": 0.43621399176954734, "revenue_growth_qoq": 0.11957730812013348, "gross_margin": 0.44212617983109787, "operating_margin": 0.21361152508693493, "net_margin": 0.17337307501241928, "roa_ttm": 0.02896746627191064, "roe_ttm": 0.1503404924044002, "debt_to_ebitda": 5.964766429136976, "net_debt_to_ebitda": 5.768408551068884, "interest_coverage": 20.370967741935484, "debt_to_equity": 2.6308713113322857, "current_ratio": 0.8710571923743501, "quick_ratio": 0.7299826689774697, "fcf_to_ebitda": -0.1254948535233571, "capex_to_revenue": 0.3319402985074627, "working_capital_to_revenue": -0.05552238805970149, "capital_efficiency": 0.08965397933815542, "financial_health": -2.3512189944543596, "margin_quality": 0.27637025997681736, "growth_momentum": 0.25807480704357194, "company_age_years": 36.24640657084189, "ebitda": 2526000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 9.4779571598572, "revenue_cagr_3y": 0.037146917475307184, "revenue_cagr_5y": 0.021833793680907876, "earnings_cagr_3y": 0.16798037956240708, "quarterly_revenue_growth_yoy": 0.016254876462938883, "quarterly_earnings_growth_yoy": 0.23834196891191708, "revenue_growth_qoq": -0.0138801261829653, "gross_margin": 0.47664747280870123, "operating_margin": 0.24632117722328856, "net_margin": 0.1529110684580934, "roa_ttm": 0.0231990690341229, "roe_ttm": 0.08367181153533712, "debt_to_ebitda": 3.556525188417295, "net_debt_to_ebitda": 3.545021816739389, "interest_coverage": 25.21, "debt_to_equity": 1.213918223666396, "current_ratio": 0.6215418664699373, "quick_ratio": 0.4463297676134268, "fcf_to_ebitda": -0.08330027766759222, "capex_to_revenue": 0.362665391359796, "working_capital_to_revenue": -0.16355810616929697, "capital_efficiency": 0.05343544028473001, "financial_health": -1.0296451912888867, "margin_quality": 0.2919599061633611, "growth_momentum": 0.12729842268742797, "company_age_years": 20.490075290896645, "ebitda": 2521000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 11.05385188724319, "revenue_cagr_3y": 0.022117913790254518, "revenue_cagr_5y": 0.0026403007893356367, "earnings_cagr_3y": 0.22311379501903406, "quarterly_revenue_growth_yoy": -0.03780718336483932, "quarterly_earnings_growth_yoy": -0.07526881720430108, "revenue_growth_qoq": 0.053830227743271224, "gross_margin": 0.3831041257367387, "operating_margin": 0.21611001964636542, "net_margin": 0.11263916175507531, "roa_ttm": 0.024412296564195298, "roe_ttm": 0.11907386990077178, "debt_to_ebitda": 4.889632107023411, "net_debt_to_ebitda": 4.82178690874343, "interest_coverage": 18.855855855855857, "debt_to_equity": 2.256670341786108, "current_ratio": 0.9380804953560371, "quick_ratio": 0.5900044228217602, "fcf_to_ebitda": -0.03296703296703297, "capex_to_revenue": 0.2569433669511249, "working_capital_to_revenue": -0.021722265321955005, "capital_efficiency": 0.07174308323248353, "financial_health": -1.9834371405045348, "margin_quality": 0.23728443571272648, "growth_momentum": -0.0565380002845702, "company_age_years": 32.747433264887064, "ebitda": 2093000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 11.219038650186384, "revenue_cagr_3y": 0.04794716768338336, "revenue_cagr_5y": 0.03738669932095262, "earnings_cagr_3y": 0.028479190873173632, "quarterly_revenue_growth_yoy": -0.102890739833415, "quarterly_earnings_growth_yoy": 0.01078582434514638, "revenue_growth_qoq": 0.21178027796161483, "gross_margin": 0.4945385035499727, "operating_margin": 0.2498634625887493, "net_margin": 0.1791370835608957, "roa_ttm": 0.02769206298711627, "roe_ttm": 0.10058351146802241, "debt_to_ebitda": 5.138709044536002, "net_debt_to_ebitda": 5.022169903865018, "interest_coverage": 19.988235294117647, "debt_to_equity": 1.5132012247963487, "current_ratio": 0.8677311255667258, "quick_ratio": 0.7321111768184506, "fcf_to_ebitda": -0.08534432018834609, "capex_to_revenue": 0.3747722210973881, "working_capital_to_revenue": -0.04528582034149963, "capital_efficiency": 0.06413778722756934, "financial_health": -1.429687642305624, "margin_quality": 0.30784634989987253, "growth_momentum": -0.04605245774413431, "company_age_years": 38.01505817932922, "ebitda": 5097000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 10.802582424470351, "revenue_cagr_3y": 0.0816441541777917, "revenue_cagr_5y": -0.07173722719407105, "earnings_cagr_3y": -0.16237185387785813, "quarterly_revenue_growth_yoy": 0.029096989966555183, "quarterly_earnings_growth_yoy": 0.01, "revenue_growth_qoq": 0.14792016414847975, "gross_margin": 0.40558986025349364, "operating_margin": 0.19434514137146572, "net_margin": 0.1148846278843029, "roa_ttm": 0.02290939945319129, "roe_ttm": 0.09127789046653144, "debt_to_ebitda": 5.776106305628683, "net_debt_to_ebitda": 5.6988842923404786, "interest_coverage": 16.08266129032258, "debt_to_equity": 1.7307490045826759, "current_ratio": 1.0865384615384615, "quick_ratio": 0.9707475622968581, "fcf_to_ebitda": -0.1849066064936693, "capex_to_revenue": 0.30660850599781897, "working_capital_to_revenue": 0.02787350054525627, "capital_efficiency": 0.05709364495986136, "financial_health": -1.650379126953363, "margin_quality": 0.23827320983642075, "growth_momentum": 0.01954849498327759, "company_age_years": 44.74469541409993, "ebitda": 7977000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 10.875765461011362, "revenue_cagr_3y": 0.007110978165302484, "revenue_cagr_5y": 0.1615078487679662, "earnings_cagr_3y": 0.08176992959097018, "quarterly_revenue_growth_yoy": 0.06516868740115972, "quarterly_earnings_growth_yoy": 0.23292181069958848, "revenue_growth_qoq": 0.3076363048050477, "gross_margin": 0.4311166099597897, "operating_margin": 0.3716053201360965, "net_margin": 0.2780080420661924, "roa_ttm": 0.03112968870311297, "roe_ttm": 0.09415312627444246, "debt_to_ebitda": 4.67698846387371, "net_debt_to_ebitda": 4.666016133229248, "interest_coverage": 24.634615384615383, "debt_to_equity": 1.157376204683509, "current_ratio": 0.6746798472253426, "quick_ratio": 0.47060585636186625, "fcf_to_ebitda": -0.22933472113799983, "capex_to_revenue": 0.34123043712898005, "working_capital_to_revenue": -0.15628710199676202, "capital_efficiency": 0.06264140748877771, "financial_health": -0.9969021768918103, "margin_quality": 0.36024332405402615, "growth_momentum": 0.14904524905037408, "company_age_years": 3.323750855578371, "ebitda": 2305800000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 12.379648318042813, "revenue_cagr_3y": 0.010183368360618061, "revenue_cagr_5y": -0.008184433617677955, "earnings_cagr_3y": 0.06542029584236975, "quarterly_revenue_growth_yoy": -0.030474040632054177, "quarterly_earnings_growth_yoy": -0.1018867924528302, "revenue_growth_qoq": -0.17956064947468958, "gross_margin": 0.409778812572759, "operating_margin": 0.15909972836631742, "net_margin": 0.09235545207605743, "roa_ttm": 0.025893298205170428, "roe_ttm": 0.1017305515122109, "debt_to_ebitda": 4.624362895005097, "net_debt_to_ebitda": 4.534403669724771, "interest_coverage": 22.04494382022472, "debt_to_equity": 1.4674106420831312, "current_ratio": 0.5808300395256917, "quick_ratio": 0.4853754940711462, "fcf_to_ebitda": -0.18450560652395515, "capex_to_revenue": 0.3213979048600378, "working_capital_to_revenue": -0.18212261720762493, "capital_efficiency": 0.06381192485869067, "financial_health": -1.2862810554236093, "margin_quality": 0.22041133100504462, "growth_momentum": -0.06618041654244218, "company_age_years": 33.76317590691308, "ebitda": 3924000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 10.41110065359477, "revenue_cagr_3y": 0.05220785359997637, "revenue_cagr_5y": 0.040761334587389175, "earnings_cagr_3y": 0.19776832641176534, "quarterly_revenue_growth_yoy": -0.02327704244637152, "quarterly_earnings_growth_yoy": -0.4975575715282624, "revenue_growth_qoq": 0.24274099883855982, "gross_margin": 0.6397196261682243, "operating_margin": 0.24345794392523365, "net_margin": 0.16822429906542055, "roa_ttm": 0.027084583083383323, "roe_ttm": 0.0835530881332408, "debt_to_ebitda": 4.592717086834734, "net_debt_to_ebitda": 4.561157796451914, "interest_coverage": 18.529411764705884, "debt_to_equity": 1.1378209576682858, "current_ratio": 0.9875080076873799, "quick_ratio": 0.9167200512491992, "fcf_to_ebitda": -0.35555555555555557, "capex_to_revenue": 0.3123108665749656, "working_capital_to_revenue": -0.005364511691884457, "capital_efficiency": 0.055318835608312064, "financial_health": -1.0119924557767142, "margin_quality": 0.35046728971962615, "growth_momentum": -0.26041730698731697, "company_age_years": 54.24229979466119, "ebitda": 5355000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 11.929763919280331, "revenue_cagr_3y": 0.024673564569668738, "revenue_cagr_5y": 0.05750037030024502, "earnings_cagr_3y": 0.07340679349543411, "quarterly_revenue_growth_yoy": 0.07586206896551724, "quarterly_earnings_growth_yoy": 0.09127789046653144, "revenue_growth_qoq": 0.2072678331090175, "gross_margin": 0.6688963210702341, "operating_margin": 0.22965440356744704, "net_margin": 0.14994425863991082, "roa_ttm": 0.018510279958053957, "roe_ttm": 0.058142436492488896, "debt_to_ebitda": 5.696328713834184, "net_debt_to_ebitda": 5.680282032579625, "interest_coverage": 17.576923076923077, "debt_to_equity": 1.1692868193841393, "current_ratio": 0.9697431018078021, "quick_ratio": 0.8926736441484301, "fcf_to_ebitda": -0.387308533916849, "capex_to_revenue": 0.3134950720242608, "working_capital_to_revenue": -0.01205458680818802, "capital_efficiency": 0.038326358225271424, "financial_health": -1.0889847870860245, "margin_quality": 0.34949832775919737, "growth_momentum": 0.08356997971602434, "company_age_years": 51.742642026009584, "ebitda": 4113000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 9.65474403306064, "revenue_cagr_3y": 0.10426220565647393, "revenue_cagr_5y": 0.062313108030045194, "earnings_cagr_3y": 0.10890434276008598, "quarterly_revenue_growth_yoy": -0.2560591753226314, "quarterly_earnings_growth_yoy": -0.07952815829528158, "revenue_growth_qoq": 0.5626446280991736, "gross_margin": 0.5165009519779987, "operating_margin": 0.35022212819970383, "net_margin": 0.2558705309921726, "roa_ttm": 0.032872433925544606, "roe_ttm": 0.09225449820512256, "debt_to_ebitda": 4.007000084338365, "net_debt_to_ebitda": 4.004638610103736, "interest_coverage": 20.656794425087107, "debt_to_equity": 1.046336467945471, "current_ratio": 0.8172460496613996, "quick_ratio": 0.4974266365688488, "fcf_to_ebitda": -0.2660875432234123, "capex_to_revenue": 0.4396878879233907, "working_capital_to_revenue": -0.07178577762014542, "capital_efficiency": 0.06256346606533358, "financial_health": -0.9555139724177103, "margin_quality": 0.37419787038995844, "growth_momentum": -0.1677936668089565, "company_age_years": 35.75085557837098, "ebitda": 1185700000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 10.968692462311557, "revenue_cagr_3y": -0.008367592774346733, "revenue_cagr_5y": 0.0010242924613588222, "earnings_cagr_3y": 0.1572945272629378, "quarterly_revenue_growth_yoy": 0.015555555555555555, "quarterly_earnings_growth_yoy": 0.8507462686567164, "revenue_growth_qoq": -0.23875624652970573, "gross_margin": 0.3727206418672502, "operating_margin": 0.20058351568198396, "net_margin": 0.09044493070751276, "roa_ttm": 0.0264868298880907, "roe_ttm": 0.13041385948026948, "debt_to_ebitda": 4.725628140703518, "net_debt_to_ebitda": 4.5321608040201005, "interest_coverage": 18.425925925925927, "debt_to_equity": 2.2627526467757457, "current_ratio": 0.9713055954088953, "quick_ratio": 0.697274031563845, "fcf_to_ebitda": -0.1763819095477387, "capex_to_revenue": 0.2967407167180152, "working_capital_to_revenue": -0.009729203826820172, "capital_efficiency": 0.07845034468418009, "financial_health": -2.0230527343960367, "margin_quality": 0.22124969608558231, "growth_momentum": 0.433150912106136, "company_age_years": 31.496235455167692, "ebitda": 1990000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 10.830385964912281, "revenue_cagr_3y": 0.04073488246512036, "revenue_cagr_5y": 0.029247519323578164, "earnings_cagr_3y": 0.011874460440301382, "quarterly_revenue_growth_yoy": 0.09159527945845564, "quarterly_earnings_growth_yoy": 0.3242320819112628, "revenue_growth_qoq": 0.25547747002893756, "gross_margin": 0.4142794424322248, "operating_margin": 0.3502908572055757, "net_margin": 0.2555153111623312, "roa_ttm": 0.026544433072752217, "roe_ttm": 0.08511635794156666, "debt_to_ebitda": 5.330133024869867, "net_debt_to_ebitda": 5.316791979949874, "interest_coverage": 18.022932592077833, "debt_to_equity": 1.378908938564204, "current_ratio": 0.5517451692495356, "quick_ratio": 0.32472068975076934, "fcf_to_ebitda": -0.18581068054752264, "capex_to_revenue": 0.43088729843925155, "working_capital_to_revenue": -0.2788479779253255, "capital_efficiency": 0.05583039550715944, "financial_health": -1.1531365897027361, "margin_quality": 0.34002853693337726, "growth_momentum": 0.20791368068485921, "company_age_years": 6.324435318275154, "ebitda": 2593500000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 11.137934065934067, "revenue_cagr_3y": -0.01637617109478584, "revenue_cagr_5y": -0.0009019023975761487, "earnings_cagr_3y": 0.21618865233615114, "quarterly_revenue_growth_yoy": 0.07116244411326378, "quarterly_earnings_growth_yoy": 0.6019900497512438, "revenue_growth_qoq": -0.11265432098765432, "gross_margin": 0.36591304347826087, "operating_margin": 0.1746086956521739, "net_margin": 0.112, "roa_ttm": 0.02898914475748259, "roe_ttm": 0.12479740680713128, "debt_to_ebitda": 5.626862026862027, "net_debt_to_ebitda": 5.6219780219780215, "interest_coverage": 17.57510729613734, "debt_to_equity": 2.0747343778137943, "current_ratio": 0.6940218226525281, "quick_ratio": 0.5151375441831874, "fcf_to_ebitda": -0.21684981684981686, "capex_to_revenue": 0.3347584092925708, "working_capital_to_revenue": -0.160603371783496, "capital_efficiency": 0.07689327578230694, "financial_health": -1.7334192515028646, "margin_quality": 0.2175072463768116, "growth_momentum": 0.3365762469322538, "company_age_years": 54.49144421629021, "ebitda": 4095000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 10.959617037754114, "revenue_cagr_3y": 0.10706967098371689, "revenue_cagr_5y": 0.061781867649084665, "earnings_cagr_3y": -0.13640418647937047, "quarterly_revenue_growth_yoy": 0.17247437774524157, "quarterly_earnings_growth_yoy": -0.15178571428571427, "revenue_growth_qoq": -0.03934740882917467, "gross_margin": 0.5996503496503497, "operating_margin": 0.1306193806193806, "net_margin": 0.047452547452547456, "roa_ttm": 0.024035329037862884, "roe_ttm": 0.08024363126601247, "debt_to_ebitda": 4.63484995159729, "net_debt_to_ebitda": 4.386640851887706, "interest_coverage": 19.344569288389515, "debt_to_equity": 1.1572001740223328, "current_ratio": 1.144318983768525, "quick_ratio": 1.1009174311926606, "fcf_to_ebitda": -0.04511132623426912, "capex_to_revenue": 0.26598596043395023, "working_capital_to_revenue": 0.10440331844288449, "capital_efficiency": 0.05213948015193768, "financial_health": -0.9553344260782006, "margin_quality": 0.25924075924075923, "growth_momentum": 0.01034433172976365, "company_age_years": 52.993839835728956, "ebitda": 5165000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 10.115138494409308, "revenue_cagr_3y": 0.028132818102762025, "revenue_cagr_5y": 0.015259993679952455, "earnings_cagr_3y": 0.14101452689288818, "quarterly_revenue_growth_yoy": 0.017299500875427913, "quarterly_earnings_growth_yoy": 0.16767441860465115, "revenue_growth_qoq": -0.03757818487478059, "gross_margin": 0.5892522284158339, "operating_margin": 0.22250764211770147, "net_margin": 0.12897839656811116, "roa_ttm": 0.03144016387358233, "roe_ttm": 0.10827142095702211, "debt_to_ebitda": 3.915115710117613, "net_debt_to_ebitda": 3.8703901705297112, "interest_coverage": 24.5357936860827, "debt_to_equity": 1.1750116935527732, "current_ratio": 0.5640351211578292, "quick_ratio": 0.39097066036417233, "fcf_to_ebitda": -0.07107518892372375, "capex_to_revenue": 0.29599459439168135, "working_capital_to_revenue": -0.21466020996784163, "capital_efficiency": 0.06985579241530222, "financial_health": -0.9499371002399556, "margin_quality": 0.31357942236721553, "growth_momentum": 0.09248695974003954, "company_age_years": 46.49144421629021, "ebitda": 5518100000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 9.842353135934935, "revenue_cagr_3y": 0.10576362986516097, "revenue_cagr_5y": 0.08235313168208624, "earnings_cagr_3y": 0.051428224732417815, "quarterly_revenue_growth_yoy": 0.08001299336471361, "quarterly_earnings_growth_yoy": -0.008156418408192579, "revenue_growth_qoq": 0.35126746188294217, "gross_margin": 0.46888146264051184, "operating_margin": 0.3092411187013124, "net_margin": 0.22329589365903796, "roa_ttm": 0.023398724280920914, "roe_ttm": 0.09304049931528081, "debt_to_ebitda": 4.792187855328119, "net_debt_to_ebitda": 4.768140593173299, "interest_coverage": 20.85984044723741, "debt_to_equity": 1.4809609373783832, "current_ratio": 0.7082642916969262, "quick_ratio": 0.5431148208545462, "fcf_to_ebitda": -0.3449212990245823, "capex_to_revenue": 0.4479935695122226, "working_capital_to_revenue": -0.1857727449527303, "capital_efficiency": 0.05821961179810087, "financial_health": -1.2157263700899388, "margin_quality": 0.3338061583336207, "growth_momentum": 0.03592828747826052, "company_age_years": 40.199863107460644, "ebitda": 2044765000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 8.807315430520035, "revenue_cagr_3y": 0.008500407720604342, "revenue_cagr_5y": -0.02986865223139301, "earnings_cagr_3y": -0.04724167679045643, "quarterly_revenue_growth_yoy": 0.03669724770642202, "quarterly_earnings_growth_yoy": 0.10344827586206896, "revenue_growth_qoq": -0.270575578267886, "gross_margin": 0.3473451327433628, "operating_margin": 0.10693215339233038, "net_margin": 0.02359882005899705, "roa_ttm": 0.026438317340783026, "roe_ttm": 0.09193298606222723, "debt_to_ebitda": 3.339300937766411, "net_debt_to_ebitda": 3.335464620630861, "interest_coverage": 24.694736842105264, "debt_to_equity": 1.1029142615796141, "current_ratio": 0.5957367240089754, "quick_ratio": 0.3986537023186238, "fcf_to_ebitda": -0.0034100596760443308, "capex_to_revenue": 0.35072416063199474, "working_capital_to_revenue": -0.17791310072416064, "capital_efficiency": 0.05918565170150513, "financial_health": -0.9281165363312734, "margin_quality": 0.1592920353982301, "growth_momentum": 0.07007276178424549, "company_age_years": 18.99520876112252, "ebitda": 2346000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 11.315713696506066, "revenue_cagr_3y": 0.06462210528762591, "revenue_cagr_5y": 0.02861491364149571, "earnings_cagr_3y": -0.18018845391873428, "quarterly_revenue_growth_yoy": 0.05654681449679702, "quarterly_earnings_growth_yoy": -0.35085082039047666, "revenue_growth_qoq": 0.18704382748384843, "gross_margin": 0.38932854775283654, "operating_margin": 0.16339441010677513, "net_margin": 0.09509023333270929, "roa_ttm": 0.01691872946305199, "roe_ttm": 0.06799148103780105, "debt_to_ebitda": 5.540394412951171, "net_debt_to_ebitda": 5.535616032346729, "interest_coverage": 19.660614610807826, "debt_to_equity": 1.4880749277182013, "current_ratio": 0.9581678594584134, "quick_ratio": 0.7031762187458119, "fcf_to_ebitda": -0.43160045799573826, "capex_to_revenue": 0.3921090103639743, "working_capital_to_revenue": -0.01778416016567224, "capital_efficiency": 0.04245510525042652, "financial_health": -1.3679425804261933, "margin_quality": 0.21593773039744033, "growth_momentum": -0.14715200294683983, "company_age_years": 38.945927446954144, "ebitda": 1602635000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 11.96978631921824, "revenue_cagr_3y": 0.003466232221760679, "revenue_cagr_5y": 0.024277374296856058, "earnings_cagr_3y": 0.10209637098236679, "quarterly_revenue_growth_yoy": 0.04184100418410042, "quarterly_earnings_growth_yoy": 0.4375, "revenue_growth_qoq": 0.08462974486621033, "gross_margin": 0.4239816408491107, "operating_margin": 0.21055651176133103, "net_margin": 0.1451520367183018, "roa_ttm": 0.030071516787776087, "roe_ttm": 0.12908396005424733, "debt_to_ebitda": 5.229641693811075, "net_debt_to_ebitda": 5.095439739413681, "interest_coverage": 17.247191011235955, "debt_to_equity": 1.979410676858587, "current_ratio": 1.2336832496576906, "quick_ratio": 0.8302145139205842, "fcf_to_ebitda": -0.10944625407166124, "capex_to_revenue": 0.3622257891920813, "working_capital_to_revenue": 0.06848582129481005, "capital_efficiency": 0.0795777384210117, "financial_health": -1.9050696714487807, "margin_quality": 0.25989672977624784, "growth_momentum": 0.2396705020920502, "company_age_years": 39.748117727583846, "ebitda": 3070000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 11.68114495412844, "revenue_cagr_3y": -0.028056292653637183, "revenue_cagr_5y": 0.008479913215874157, "earnings_cagr_3y": 0.12715834800296855, "quarterly_revenue_growth_yoy": 0.004424778761061947, "quarterly_earnings_growth_yoy": -0.10876132930513595, "revenue_growth_qoq": -0.12172619047619047, "gross_margin": 0.5428668248051508, "operating_margin": 0.19146052185699763, "net_margin": 0.09996611318197221, "roa_ttm": 0.02314089429914427, "roe_ttm": 0.07457551881034291, "debt_to_ebitda": 4.98394495412844, "net_debt_to_ebitda": 4.758944954128441, "interest_coverage": 17.868852459016395, "debt_to_equity": 1.205748529574964, "current_ratio": 0.679497375536822, "quick_ratio": 0.6235088277397804, "fcf_to_ebitda": -0.08073394495412844, "capex_to_revenue": 0.27770254122520516, "working_capital_to_revenue": -0.16051939775352506, "capital_efficiency": 0.04885820655474359, "financial_health": -1.01113052060399, "margin_quality": 0.2780978199480402, "growth_momentum": -0.052168275272037004, "company_age_years": 49.99315537303217, "ebitda": 4360000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 10.533953536935526, "revenue_cagr_3y": -0.031925608384681614, "revenue_cagr_5y": -0.009564096815783851, "earnings_cagr_3y": -0.061932558758929446, "quarterly_revenue_growth_yoy": -0.22755191576484352, "quarterly_earnings_growth_yoy": -0.24568965517241378, "revenue_growth_qoq": -0.17828251400124456, "gross_margin": 0.6683074592957213, "operating_margin": 0.19765240439227566, "net_margin": 0.06626277925028398, "roa_ttm": 0.025784639198354345, "roe_ttm": 0.08737060041407868, "debt_to_ebitda": 4.274601931610546, "net_debt_to_ebitda": 4.061602714695902, "interest_coverage": 21.283333333333335, "debt_to_equity": 1.1301587301587301, "current_ratio": 0.7576807576807577, "quick_ratio": 0.6752136752136753, "fcf_to_ebitda": -0.0660401983816236, "capex_to_revenue": 0.3102189781021898, "working_capital_to_revenue": -0.08903411984382957, "capital_efficiency": 0.05657761980621651, "financial_health": -0.9980803098754673, "margin_quality": 0.31074088097942704, "growth_momentum": -0.23662078546862864, "company_age_years": 47.49075975359343, "ebitda": 3831000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 10.722895811764706, "revenue_cagr_3y": 0.13426215942497866, "revenue_cagr_5y": 0.017636098934138866, "earnings_cagr_3y": -0.06457887822358876, "quarterly_revenue_growth_yoy": -0.042642924086223055, "quarterly_earnings_growth_yoy": 0.3218390804597701, "revenue_growth_qoq": 0.12068019747668678, "gross_margin": 0.4165442976015663, "operating_margin": 0.2139011257953989, "net_margin": 0.11257953989231523, "roa_ttm": 0.021149913277589374, "roe_ttm": 0.058307165286896945, "debt_to_ebitda": 4.99563025210084, "net_debt_to_ebitda": 4.876974789915966, "interest_coverage": 18.03030303030303, "debt_to_equity": 1.060662289466172, "current_ratio": 0.9565821465786731, "quick_ratio": 0.7870788468218132, "fcf_to_ebitda": -0.1727731092436975, "capex_to_revenue": 0.27779722319449307, "working_capital_to_revenue": -0.014584062536460156, "capital_efficiency": 0.03972853928224316, "financial_health": -1.0245472002795917, "margin_quality": 0.2476749877630935, "growth_momentum": 0.13959807818677353, "company_age_years": 38.47775496235455, "ebitda": 2975000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 11.21375277273644, "revenue_cagr_3y": -0.00901586993407777, "revenue_cagr_5y": 0.09202611575461139, "earnings_cagr_3y": 0.04048448260554838, "quarterly_revenue_growth_yoy": 0.06560521772491848, "quarterly_earnings_growth_yoy": 0.3477406679764244, "revenue_growth_qoq": -0.030371792633967533, "gross_margin": 0.4495049504950495, "operating_margin": 0.24356435643564356, "net_margin": 0.1234923492349235, "roa_ttm": 0.017414298835590057, "roe_ttm": 0.05694700125956787, "debt_to_ebitda": 5.344121798749748, "net_debt_to_ebitda": 5.314075418431135, "interest_coverage": 20.40740740740741, "debt_to_equity": 1.2838629977715337, "current_ratio": 0.615514198620247, "quick_ratio": 0.3452591047649607, "fcf_to_ebitda": -0.21516434765073603, "capex_to_revenue": 0.37391997873188887, "working_capital_to_revenue": -0.21237095130488723, "capital_efficiency": 0.037180650047578964, "financial_health": -1.113067340681105, "margin_quality": 0.2721872187218722, "growth_momentum": 0.20667294285067145, "company_age_years": 34.234086242299796, "ebitda": 9918000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 11.388181355068772, "revenue_cagr_3y": 0.004514382490433233, "revenue_cagr_5y": -0.007244952792497261, "earnings_cagr_3y": -0.0919153896899475, "quarterly_revenue_growth_yoy": 0.002009584170660071, "quarterly_earnings_growth_yoy": -0.18877551020408162, "revenue_growth_qoq": 0.16687668766876687, "gross_margin": 0.4743906201789571, "operating_margin": 0.2562480715828448, "net_margin": 0.14717679728478864, "roa_ttm": 0.015617091509260958, "roe_ttm": 0.05113977564795465, "debt_to_ebitda": 5.4317880794701985, "net_debt_to_ebitda": 5.403056546102904, "interest_coverage": 19.70883534136546, "debt_to_equity": 1.2806082006197306, "current_ratio": 0.712199630314233, "quick_ratio": 0.41044362292051756, "fcf_to_ebitda": -0.236984207845135, "capex_to_revenue": 0.37640598706934725, "working_capital_to_revenue": -0.13789744043928792, "capital_efficiency": 0.0333784335786078, "financial_health": -1.1732334724627345, "margin_quality": 0.2926051630155302, "growth_momentum": -0.09338296301671077, "company_age_years": 34.48596851471595, "ebitda": 9815000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 10.969217323752185, "revenue_cagr_3y": 0.014188803221672153, "revenue_cagr_5y": 0.0036259362584338817, "earnings_cagr_3y": 0.9352089486217394, "quarterly_revenue_growth_yoy": 0.20411129568106312, "quarterly_earnings_growth_yoy": 4.096916299559472, "revenue_growth_qoq": -0.10536871336007406, "gross_margin": 0.44249008449732713, "operating_margin": 0.20848422141748577, "net_margin": 0.121227797896189, "roa_ttm": 0.022180489290427367, "roe_ttm": 0.07328877069407509, "debt_to_ebitda": 5.286657603418139, "net_debt_to_ebitda": 5.251893571567295, "interest_coverage": 20.152641878669275, "debt_to_equity": 1.304343659407269, "current_ratio": 0.6772151898734177, "quick_ratio": 0.41684024995994234, "fcf_to_ebitda": -0.14187220819576618, "capex_to_revenue": 0.34169318905155954, "working_capital_to_revenue": -0.17097390197326542, "capital_efficiency": 0.047734629992251226, "financial_health": -1.172204725667865, "margin_quality": 0.25740070127033393, "growth_momentum": 2.1505137976202673, "company_age_years": 34.7378507871321, "ebitda": 10298000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 10.808450108246408, "revenue_cagr_3y": 0.0038325039218298773, "revenue_cagr_5y": 0.007910477351604328, "earnings_cagr_3y": -0.10471910750919466, "quarterly_revenue_growth_yoy": 0.07086751614592425, "quarterly_earnings_growth_yoy": -0.1340782122905028, "revenue_growth_qoq": 0.05794102431453699, "gross_margin": 0.4371638141809291, "operating_margin": 0.20472697636511816, "net_margin": 0.10105949470252648, "roa_ttm": 0.02138717058488101, "roe_ttm": 0.07089873660030628, "debt_to_ebitda": 5.505805943711867, "net_debt_to_ebitda": 5.4643770911237945, "interest_coverage": 19.732038834951457, "debt_to_equity": 1.338772970903522, "current_ratio": 0.6369441452531158, "quick_ratio": 0.39467610401600245, "fcf_to_ebitda": -0.1223184412517221, "capex_to_revenue": 0.3328605398189479, "working_capital_to_revenue": -0.19686287597513663, "capital_efficiency": 0.04614295359259364, "financial_health": -1.1701522297322922, "margin_quality": 0.24765009508285793, "growth_momentum": -0.03160534807228927, "company_age_years": 34.98425735797399, "ebitda": 10162000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 11.161322380284512, "revenue_cagr_3y": 0.003210294894528287, "revenue_cagr_5y": -0.008160687402502975, "earnings_cagr_3y": -0.027125713572415333, "quarterly_revenue_growth_yoy": 0.015841584158415842, "quarterly_earnings_growth_yoy": -0.27113702623906705, "revenue_growth_qoq": -0.08019559902200489, "gross_margin": 0.43168527379053695, "operating_margin": 0.17348927875243664, "net_margin": 0.0886053517632465, "roa_ttm": 0.019799085976657468, "roe_ttm": 0.065330416166749, "debt_to_ebitda": 5.6145061109998, "net_debt_to_ebitda": 5.584051292326187, "interest_coverage": 19.27027027027027, "debt_to_equity": 1.3184651939680523, "current_ratio": 0.6626534281916973, "quick_ratio": 0.4142756625752482, "fcf_to_ebitda": -0.13183730715287517, "capex_to_revenue": 0.3531318841182094, "working_capital_to_revenue": -0.179350762708342, "capital_efficiency": 0.04256475107170324, "financial_health": -1.1708864311075629, "margin_quality": 0.23125996810207336, "growth_momentum": -0.1276477210403256, "company_age_years": 35.233401779603014, "ebitda": 9982000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 11.256077457795431, "revenue_cagr_3y": 0.007400493754805781, "revenue_cagr_5y": 0.012885435762285624, "earnings_cagr_3y": 0.051002581622253906, "quarterly_revenue_growth_yoy": 0.02252391237272447, "quarterly_earnings_growth_yoy": 0.13417190775681342, "revenue_growth_qoq": 0.1745525429735956, "gross_margin": 0.46092335546167773, "operating_margin": 0.23823174411587206, "net_margin": 0.1632468316234158, "roa_ttm": 0.02029127230817588, "roe_ttm": 0.06756599604605186, "debt_to_ebitda": 5.645779543197617, "net_debt_to_ebitda": 5.615690168818272, "interest_coverage": 19.477756286266924, "debt_to_equity": 1.3223165484358645, "current_ratio": 0.6838097974428962, "quick_ratio": 0.45826749030311736, "fcf_to_ebitda": -0.16613704071499502, "capex_to_revenue": 0.3702953935137368, "working_capital_to_revenue": -0.18186325139434, "capital_efficiency": 0.04392863417711387, "financial_health": -1.1726015513902115, "margin_quality": 0.28746731040032186, "growth_momentum": 0.07834791006476895, "company_age_years": 35.48528405201917, "ebitda": 10070000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 12.024475311771265, "revenue_cagr_3y": 0.04738704304174246, "revenue_cagr_5y": 9.814827120968594e-05, "earnings_cagr_3y": -0.00916835815186734, "quarterly_revenue_growth_yoy": 0.05449215381962407, "quarterly_earnings_growth_yoy": -0.3399715504978663, "revenue_growth_qoq": -0.07739891369945685, "gross_margin": 0.38544562551103845, "operating_margin": 0.14243663123466885, "net_margin": 0.0758789860997547, "roa_ttm": 0.018336634752943767, "roe_ttm": 0.06084396467124632, "debt_to_ebitda": 5.874378992193044, "net_debt_to_ebitda": 5.8295650410625575, "interest_coverage": 18.13051470588235, "debt_to_equity": 1.3222949996576672, "current_ratio": 0.6458347184362742, "quick_ratio": 0.4407951598962835, "fcf_to_ebitda": -0.22336003244448951, "capex_to_revenue": 0.38289629297336975, "working_capital_to_revenue": -0.2172423636882672, "capital_efficiency": 0.039590299712095045, "financial_health": -1.1636988797176762, "margin_quality": 0.20125374761515402, "growth_momentum": -0.14273969833912112, "company_age_years": 35.73716632443532, "ebitda": 9863000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 13.618527516636739, "revenue_cagr_3y": 0.012142410452761654, "revenue_cagr_5y": 0.007236777180422704, "earnings_cagr_3y": 0.10979578806148726, "quarterly_revenue_growth_yoy": -0.031556195965417866, "quarterly_earnings_growth_yoy": -0.028315946348733235, "revenue_growth_qoq": 0.23980815347721823, "gross_margin": 0.5030501413480137, "operating_margin": 0.26990031245350393, "net_margin": 0.19401874721023657, "roa_ttm": 0.013097163107385585, "roe_ttm": 0.04595052819197496, "debt_to_ebitda": 6.77543044259005, "net_debt_to_ebitda": 6.742896376888138, "interest_coverage": 18.1360153256705, "debt_to_equity": 1.3942311872364475, "current_ratio": 0.5199185287246151, "quick_ratio": 0.3288204636674055, "fcf_to_ebitda": -0.11703813246012465, "capex_to_revenue": 0.431759940481111, "working_capital_to_revenue": -0.33123915020252953, "capital_efficiency": 0.029523845649680275, "financial_health": -1.2163894174053593, "margin_quality": 0.3223230670039181, "growth_momentum": -0.02993607115707555, "company_age_years": 37.48665297741273, "ebitda": 9467000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 13.32616342706171, "revenue_cagr_3y": 0.006747446534453472, "revenue_cagr_5y": 0.02008599980958614, "earnings_cagr_3y": 0.11762250774378802, "quarterly_revenue_growth_yoy": 0.062165652093709646, "quarterly_earnings_growth_yoy": 1.8703241895261846, "revenue_growth_qoq": -0.06373983739837398, "gross_margin": 0.4956582146578673, "operating_margin": 0.20302188259812434, "net_margin": 0.12122264675234456, "roa_ttm": 0.01772228436678054, "roe_ttm": 0.06089503864372974, "debt_to_ebitda": 6.1975844498962065, "net_debt_to_ebitda": 6.162955274580109, "interest_coverage": 18.527972027972027, "debt_to_equity": 1.3646222887060584, "current_ratio": 0.5542532848066128, "quick_ratio": 0.36826845968786626, "fcf_to_ebitda": -0.006416304963200604, "capex_to_revenue": 0.3867901335737114, "working_capital_to_revenue": -0.2960747357207244, "capital_efficiency": 0.03930866150525514, "financial_health": -1.1905425077358978, "margin_quality": 0.2733009146694454, "growth_momentum": 0.9662449208099472, "company_age_years": 38.234086242299796, "ebitda": 10598000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 12.884620574914502, "revenue_cagr_3y": 0.0159872618393615, "revenue_cagr_5y": 0.014476584725140906, "earnings_cagr_3y": 0.056512090048176145, "quarterly_revenue_growth_yoy": 0.03422109805088529, "quarterly_earnings_growth_yoy": -0.02147239263803681, "revenue_growth_qoq": 0.20718999652657172, "gross_margin": 0.5071212775140268, "operating_margin": 0.24269889224572003, "net_margin": 0.18357070925046756, "roa_ttm": 0.017382504924943264, "roe_ttm": 0.05887602166021052, "debt_to_ebitda": 5.998705980219984, "net_debt_to_ebitda": 5.948054348830761, "interest_coverage": 18.62134251290878, "debt_to_equity": 1.3162431297787331, "current_ratio": 0.6065826690665981, "quick_ratio": 0.4201594240164567, "fcf_to_ebitda": -0.025048525741750625, "capex_to_revenue": 0.38918655625913295, "working_capital_to_revenue": -0.2484169508037019, "capital_efficiency": 0.03812926329257689, "financial_health": -1.1715823100432197, "margin_quality": 0.31113029300340483, "growth_momentum": 0.006374352706424238, "company_age_years": 38.48596851471595, "ebitda": 10819000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 10.229717033367333, "revenue_cagr_3y": -0.012303053308356904, "revenue_cagr_5y": -0.011024449032964179, "earnings_cagr_3y": -0.09372252801877079, "quarterly_revenue_growth_yoy": -0.1117749564351506, "quarterly_earnings_growth_yoy": -0.01, "revenue_growth_qoq": -0.3393815960007406, "gross_margin": 0.4248878923766816, "operating_margin": 0.16199551569506726, "net_margin": 0.08323991031390135, "roa_ttm": 0.031091192318496386, "roe_ttm": 0.1142173647919696, "debt_to_ebitda": 4.187381611540143, "net_debt_to_ebitda": 3.9828063529068922, "interest_coverage": 30.100877192982455, "debt_to_equity": 1.3479994371218162, "current_ratio": 0.7148647168364552, "quick_ratio": 0.5035600832511775, "fcf_to_ebitda": -0.1630482296371849, "capex_to_revenue": 0.42272285436560125, "working_capital_to_revenue": -0.14883641145863113, "capital_efficiency": 0.07265427855523299, "financial_health": -1.1401011367429064, "margin_quality": 0.2233744394618834, "growth_momentum": -0.0608874782175753, "company_age_years": 33.998631074606436, "ebitda": 6863000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 11.114820873363874, "revenue_cagr_3y": 0.008060758407827828, "revenue_cagr_5y": -0.0009990029940167844, "earnings_cagr_3y": 0.7274258860468499, "quarterly_revenue_growth_yoy": -0.04566100884532632, "quarterly_earnings_growth_yoy": -0.047619047619047616, "revenue_growth_qoq": 0.11883408071748879, "gross_margin": 0.4483967935871743, "operating_margin": 0.23547094188376755, "net_margin": 0.125250501002004, "roa_ttm": 0.030609004889820282, "roe_ttm": 0.11196803568110017, "debt_to_ebitda": 4.316172193135544, "net_debt_to_ebitda": 4.206515415939499, "interest_coverage": 27.951219512195124, "debt_to_equity": 1.3788329306820293, "current_ratio": 0.6951374745417516, "quick_ratio": 0.4504837067209776, "fcf_to_ebitda": -0.2990110529377545, "capex_to_revenue": 0.47878367441322695, "working_capital_to_revenue": -0.13845531275291942, "capital_efficiency": 0.07128852028546023, "financial_health": -1.2026053233479916, "margin_quality": 0.2697060788243153, "growth_momentum": -0.046640028232186964, "company_age_years": 34.247775496235455, "ebitda": 6876000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 12.534149848134074, "revenue_cagr_3y": 0.01644954900444251, "revenue_cagr_5y": -0.002757926447377379, "earnings_cagr_3y": 0.2659303032113094, "quarterly_revenue_growth_yoy": 0.02813004380908462, "quarterly_earnings_growth_yoy": -0.012441679626749611, "revenue_growth_qoq": 0.11698396793587175, "gross_margin": 0.46871495851087686, "operating_margin": 0.2657546535097555, "net_margin": 0.1424086117963669, "roa_ttm": 0.0264324936999989, "roe_ttm": 0.1056195585260751, "debt_to_ebitda": 5.616851693709081, "net_debt_to_ebitda": 5.346854540278964, "interest_coverage": 23.97952218430034, "debt_to_equity": 1.7352915310878552, "current_ratio": 1.779304674653512, "quick_ratio": 1.5434578341555085, "fcf_to_ebitda": -0.2775405636208369, "capex_to_revenue": 0.4725602755453502, "working_capital_to_revenue": 0.38088404133180254, "capital_efficiency": 0.066026026113037, "financial_health": -1.5343089531229501, "margin_quality": 0.2922927412723331, "growth_momentum": 0.007844182091167504, "company_age_years": 34.496919917864474, "ebitda": 7026000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 12.385758260013306, "revenue_cagr_3y": 0.07680207228974179, "revenue_cagr_5y": 0.029063991889204832, "earnings_cagr_3y": 0.09789132783788901, "quarterly_revenue_growth_yoy": 0.15978522495834105, "quarterly_earnings_growth_yoy": 0.18556701030927836, "revenue_growth_qoq": 0.40479928235030277, "gross_margin": 0.4803639846743295, "operating_margin": 0.30603448275862066, "net_margin": 0.18358876117496808, "roa_ttm": 0.02427558714578515, "roe_ttm": 0.10216032286143863, "debt_to_ebitda": 6.051097804391217, "net_debt_to_ebitda": 5.695941450432469, "interest_coverage": 20.093582887700535, "debt_to_equity": 1.7992403260267469, "current_ratio": 0.9139774770511971, "quick_ratio": 0.6718084603009369, "fcf_to_ebitda": -0.34318030605455757, "capex_to_revenue": 0.43904173275720615, "working_capital_to_revenue": -0.04971831756276322, "capital_efficiency": 0.06321795500361188, "financial_health": -1.6188884092953812, "margin_quality": 0.32332907620263945, "growth_momentum": 0.1726761176338097, "company_age_years": 34.74880219028063, "ebitda": 7515000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 12.199188965159953, "revenue_cagr_3y": 0.09677505336256198, "revenue_cagr_5y": 0.0698830964070627, "earnings_cagr_3y": -0.18537159310873375, "quarterly_revenue_growth_yoy": 0.4520739910313901, "quarterly_earnings_growth_yoy": -0.21548821548821548, "revenue_growth_qoq": -0.1728927203065134, "gross_margin": 0.34394904458598724, "operating_margin": 0.11329859100559737, "net_margin": 0.04497201312487937, "roa_ttm": 0.022954137305486934, "roe_ttm": 0.09880321757896803, "debt_to_ebitda": 6.146483616111903, "net_debt_to_ebitda": 5.890687734749385, "interest_coverage": 19.111386138613863, "debt_to_equity": 1.8621542083578575, "current_ratio": 0.7526515444762716, "quick_ratio": 0.537276457381745, "fcf_to_ebitda": -0.3129128351249838, "capex_to_revenue": 0.3674105347808605, "working_capital_to_revenue": -0.16058504221954162, "capital_efficiency": 0.06087867744222748, "financial_health": -1.6547052982507906, "margin_quality": 0.16740654957215464, "growth_momentum": 0.11829288777158732, "company_age_years": 35.00068446269678, "ebitda": 7721000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 11.70193115029387, "revenue_cagr_3y": 0.07511013120458165, "revenue_cagr_5y": 0.09873575719306715, "earnings_cagr_3y": 0.22046716468197292, "quarterly_revenue_growth_yoy": 0.44564128256513025, "quarterly_earnings_growth_yoy": 0.338, "revenue_growth_qoq": 0.11387762980119669, "gross_margin": 0.41691214694160456, "operating_margin": 0.21694680298041935, "net_margin": 0.11592444983538382, "roa_ttm": 0.024480685131195334, "roe_ttm": 0.10406258471786531, "debt_to_ebitda": 5.862180640518172, "net_debt_to_ebitda": 5.730958378313542, "interest_coverage": 20.040865384615383, "debt_to_equity": 1.8927617055884745, "current_ratio": 0.6860143275805927, "quick_ratio": 0.4816834907196353, "fcf_to_ebitda": -0.22622046299628162, "capex_to_revenue": 0.3142791234140715, "working_capital_to_revenue": -0.17794694348327567, "capital_efficiency": 0.06427163492453032, "financial_health": -1.6470561519185178, "margin_quality": 0.24992779991913594, "growth_momentum": 0.3918206412825651, "company_age_years": 35.24709103353867, "ebitda": 8337000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 12.70330189701897, "revenue_cagr_3y": 0.004257434392836323, "revenue_cagr_5y": -0.0008315221942325479, "earnings_cagr_3y": -0.018312762208585354, "quarterly_revenue_growth_yoy": 0.1099644128113879, "quarterly_earnings_growth_yoy": -0.11952191235059761, "revenue_growth_qoq": 0.2000769526741054, "gross_margin": 0.4921449182430266, "operating_margin": 0.2762103238217377, "net_margin": 0.17714010900929786, "roa_ttm": 0.023549010253321966, "roe_ttm": 0.10389924085576259, "debt_to_ebitda": 5.754146341463414, "net_debt_to_ebitda": 5.528888888888889, "interest_coverage": 20.454545454545453, "debt_to_equity": 1.8316770186335403, "current_ratio": 0.8592237321254108, "quick_ratio": 0.6586730615507594, "fcf_to_ebitda": -0.08032520325203252, "capex_to_revenue": 0.3248898188131594, "working_capital_to_revenue": -0.07056047722922139, "capital_efficiency": 0.06372412555454228, "financial_health": -1.6691517030261074, "margin_quality": 0.3151651170246874, "growth_momentum": -0.004778749769604858, "company_age_years": 39.748117727583846, "ebitda": 9225000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 12.927334230251779, "revenue_cagr_3y": 0.08896716009116656, "revenue_cagr_5y": 0.0033670795833371514, "earnings_cagr_3y": -0.003837336284058801, "quarterly_revenue_growth_yoy": -0.02527075812274368, "quarterly_earnings_growth_yoy": -0.16795366795366795, "revenue_growth_qoq": -0.08045977011494253, "gross_margin": 0.42021604938271606, "operating_margin": 0.18796296296296297, "net_margin": 0.1330246913580247, "roa_ttm": 0.024948796343019976, "roe_ttm": 0.11012840670859539, "debt_to_ebitda": 5.6867192004612725, "net_debt_to_ebitda": 5.585527580242168, "interest_coverage": 17.879725085910653, "debt_to_equity": 1.9384171907756813, "current_ratio": 0.6877564240984668, "quick_ratio": 0.4898150147556323, "fcf_to_ebitda": -0.2690755333461465, "capex_to_revenue": 0.28697056095633955, "working_capital_to_revenue": -0.1490158359383051, "capital_efficiency": 0.06753860152580768, "financial_health": -1.697505583194609, "margin_quality": 0.24706790123456793, "growth_momentum": -0.09661221303820582, "company_age_years": 41.24572210814511, "ebitda": 10406000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 13.269335804154881, "revenue_cagr_3y": 0.07553594164025368, "revenue_cagr_5y": 0.0042641713688682525, "earnings_cagr_3y": 0.10803744068136978, "quarterly_revenue_growth_yoy": -0.20233139050791007, "quarterly_earnings_growth_yoy": -0.24572457245724572, "revenue_growth_qoq": -0.11296296296296296, "gross_margin": 0.477035490605428, "operating_margin": 0.2244258872651357, "net_margin": 0.14578983994432845, "roa_ttm": 0.02252837013915225, "roe_ttm": 0.10071074595722483, "debt_to_ebitda": 5.95328196625378, "net_debt_to_ebitda": 5.746220618355603, "interest_coverage": 16.808196721311475, "debt_to_equity": 1.9900560772039646, "current_ratio": 0.8292296072507553, "quick_ratio": 0.6054380664652568, "fcf_to_ebitda": -0.2911343021554667, "capex_to_revenue": 0.3112862980508444, "working_capital_to_revenue": -0.08176328065670994, "capital_efficiency": 0.06161955804818854, "financial_health": -1.7820519707996807, "margin_quality": 0.28241707260496407, "growth_momentum": -0.2240279814825779, "company_age_years": 41.49486652977413, "ebitda": 10253000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 12.585611732921652, "revenue_cagr_3y": 0.07491230799006643, "revenue_cagr_5y": 0.025342699835679605, "earnings_cagr_3y": 0.042522148052148934, "quarterly_revenue_growth_yoy": -0.16686560038195272, "quarterly_earnings_growth_yoy": -0.03593220338983051, "revenue_growth_qoq": 0.21433542101600556, "gross_margin": 0.5378223495702006, "operating_margin": 0.3022922636103152, "net_margin": 0.20372492836676218, "roa_ttm": 0.021948944845685037, "roe_ttm": 0.09675877234917296, "debt_to_ebitda": 5.884407564646854, "net_debt_to_ebitda": 5.722693940563489, "interest_coverage": 16.716129032258063, "debt_to_equity": 1.9436529942314433, "current_ratio": 0.8391100348115635, "quick_ratio": 0.6008778568185258, "fcf_to_ebitda": -0.1888267078348128, "capex_to_revenue": 0.3421062654732432, "working_capital_to_revenue": -0.08097505237097696, "capital_efficiency": 0.059353858597429, "financial_health": -1.772725657545904, "margin_quality": 0.34794651384909264, "growth_momentum": -0.10139890188589162, "company_age_years": 41.74674880219028, "ebitda": 10364000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 11.755970453387672, "revenue_cagr_3y": 0.05712650706774025, "revenue_cagr_5y": 0.025226493391775406, "earnings_cagr_3y": 0.2979654105372824, "quarterly_revenue_growth_yoy": -0.14218816517667093, "quarterly_earnings_growth_yoy": 10.94186046511628, "revenue_growth_qoq": -0.1339541547277937, "gross_margin": 0.41157981803143096, "operating_margin": 0.19966914805624483, "net_margin": 0.141439205955335, "roa_ttm": 0.028543540202826363, "roe_ttm": 0.12647881948861467, "debt_to_ebitda": 5.2795890643572765, "net_debt_to_ebitda": 5.2160808286636104, "interest_coverage": 18.577287066246058, "debt_to_equity": 1.9775791883984226, "current_ratio": 0.774634291230415, "quick_ratio": 0.5257295611494764, "fcf_to_ebitda": -0.13092205807437596, "capex_to_revenue": 0.3601552290816933, "working_capital_to_revenue": -0.12018374054567774, "capital_efficiency": 0.07751117984572052, "financial_health": -1.8140564985848457, "margin_quality": 0.25089605734767023, "growth_momentum": 5.399836149969804, "company_age_years": 41.998631074606436, "ebitda": 11778000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 11.512248718157402, "revenue_cagr_3y": 0.03989850062551059, "revenue_cagr_5y": 0.041934719279513866, "earnings_cagr_3y": -0.0029351504310023424, "quarterly_revenue_growth_yoy": 0.025617283950617284, "quarterly_earnings_growth_yoy": 0.30974477958236657, "revenue_growth_qoq": 0.09942100909842845, "gross_margin": 0.4881131507673789, "operating_margin": 0.2562443575082757, "net_margin": 0.1698766175142943, "roa_ttm": 0.030288324293462746, "roe_ttm": 0.13295739348370927, "debt_to_ebitda": 5.205013428827216, "net_debt_to_ebitda": 5.146984617888825, "interest_coverage": 18.47669172932331, "debt_to_equity": 2.0035714285714286, "current_ratio": 0.9201431314365509, "quick_ratio": 0.6349275615290627, "fcf_to_ebitda": -0.09221128021486123, "capex_to_revenue": 0.3600849758054998, "working_capital_to_revenue": -0.03599669538534167, "capital_efficiency": 0.081622858888586, "financial_health": -1.8545919555525983, "margin_quality": 0.30474470859664965, "growth_momentum": 0.16768103176649193, "company_age_years": 42.247775496235455, "ebitda": 12287000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 12.134724798085552, "revenue_cagr_3y": 0.052549773430347946, "revenue_cagr_5y": 0.03943376860157355, "earnings_cagr_3y": 0.11578889292890815, "quarterly_revenue_growth_yoy": 0.042120343839541545, "quarterly_earnings_growth_yoy": 0.07946554149085795, "revenue_growth_qoq": 0.12548352158440354, "gross_margin": 0.5434423975804235, "operating_margin": 0.3255430299697553, "net_margin": 0.2110255705251581, "roa_ttm": 0.032801689405096, "roe_ttm": 0.14181031893807436, "debt_to_ebitda": 4.772285372419982, "net_debt_to_ebitda": 4.696156147173197, "interest_coverage": 19.32369942196532, "debt_to_equity": 1.9164814703585802, "current_ratio": 0.9075215782983971, "quick_ratio": 0.6292642827784628, "fcf_to_ebitda": 0.030361950344002395, "capex_to_revenue": 0.3413803541698199, "working_capital_to_revenue": -0.0425684879673074, "capital_efficiency": 0.08730600417158518, "financial_health": -1.8324983389280856, "margin_quality": 0.36000366602511225, "growth_momentum": 0.060792942665199745, "company_age_years": 42.74880219028063, "ebitda": 13372000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 13.811148570484217, "revenue_cagr_3y": 0.09555929447127198, "revenue_cagr_5y": 0.010815319206398666, "earnings_cagr_3y": 0.21542996118807234, "quarterly_revenue_growth_yoy": 0.0470404984423676, "quarterly_earnings_growth_yoy": -0.5114329268292683, "revenue_growth_qoq": -0.02607939727615184, "gross_margin": 0.4555191907170485, "operating_margin": 0.24814043439452543, "net_margin": 0.19071704849747098, "roa_ttm": 0.03140642246579562, "roe_ttm": 0.12169891082707515, "debt_to_ebitda": 5.813088745661874, "net_debt_to_ebitda": 5.768798545694927, "interest_coverage": 13.752272727272727, "debt_to_equity": 1.749390759437012, "current_ratio": 0.6749051915783968, "quick_ratio": 0.48947299594612265, "fcf_to_ebitda": 0.06081639398446538, "capex_to_revenue": 0.3295675594792758, "working_capital_to_revenue": -0.18599431393086938, "capital_efficiency": 0.07655266664643538, "financial_health": -1.5454736238568023, "margin_quality": 0.2981255578696816, "growth_momentum": -0.23219621419345038, "company_age_years": 34.24229979466119, "ebitda": 6051000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 13.943690757657173, "revenue_cagr_3y": 0.04300215273225949, "revenue_cagr_5y": 0.039557935831207036, "earnings_cagr_3y": -0.18802476382039945, "quarterly_revenue_growth_yoy": -0.04627181385510312, "quarterly_earnings_growth_yoy": -0.6348717948717949, "revenue_growth_qoq": 0.16130070830650353, "gross_margin": 0.5478236761851955, "operating_margin": 0.00748544496811755, "net_margin": 0.0986969780981425, "roa_ttm": -0.0007078968766441861, "roe_ttm": -0.002809842041312272, "debt_to_ebitda": 5.158248253627082, "net_debt_to_ebitda": 5.102767329392799, "interest_coverage": 24.326797385620914, "debt_to_equity": 1.4580042527339003, "current_ratio": 1.1292141230068338, "quick_ratio": 1.0400911161731208, "fcf_to_ebitda": -0.0024180548092423426, "capex_to_revenue": 0.4180219489620521, "working_capital_to_revenue": 0.15000661113314823, "capital_efficiency": -0.001758869458978229, "financial_health": -1.25459260877353, "margin_quality": 0.2180020330838185, "growth_momentum": -0.340571804363449, "company_age_years": 35.9917864476386, "ebitda": 7444000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 14.126108147080028, "revenue_cagr_3y": 0.03130470136754493, "revenue_cagr_5y": 0.06615668685131415, "earnings_cagr_3y": -0.19594915403557078, "quarterly_revenue_growth_yoy": -0.21318435754189943, "quarterly_earnings_growth_yoy": -0.3240832507433102, "revenue_growth_qoq": -0.023842528416967008, "gross_margin": 0.4902016472593013, "operating_margin": 0.24311275205907412, "net_margin": 0.1936949730190287, "roa_ttm": -0.004181220999947865, "roe_ttm": -0.015353983995098977, "debt_to_ebitda": 5.337274693583273, "net_debt_to_ebitda": 5.312472963229993, "interest_coverage": 28.775933609958507, "debt_to_equity": 1.417237814450358, "current_ratio": 0.635064096652218, "quick_ratio": 0.4921147283962003, "fcf_to_ebitda": -0.15919250180245134, "capex_to_revenue": 0.44672593847022296, "working_capital_to_revenue": -0.2792125317527519, "capital_efficiency": -0.009767602497523422, "financial_health": -1.2983941758343764, "margin_quality": 0.30900312411246805, "growth_momentum": -0.2686338041426048, "company_age_years": 36.24366872005476, "ebitda": 6935000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 14.846396536279487, "revenue_cagr_3y": 0.037434776631709354, "revenue_cagr_5y": 0.057878721313621595, "earnings_cagr_3y": 0.26075543494000875, "quarterly_revenue_growth_yoy": -0.017267648552564754, "quarterly_earnings_growth_yoy": 4.733333333333333, "revenue_growth_qoq": 0.09911956830445896, "gross_margin": 0.4749354005167959, "operating_margin": 0.2268733850129199, "net_margin": 0.26046511627906976, "roa_ttm": 0.009069005098083824, "roe_ttm": 0.03284767219746058, "debt_to_ebitda": 5.778142729172887, "net_debt_to_ebitda": 5.706927441027172, "interest_coverage": 126.37735849056604, "debt_to_equity": 1.4495673995280722, "current_ratio": 0.5628590740114904, "quick_ratio": 0.43815478202095304, "fcf_to_ebitda": -0.17408181546730367, "capex_to_revenue": 0.44044242768009073, "working_capital_to_revenue": -0.36684628474191716, "capital_efficiency": 0.0209583386477722, "financial_health": -1.2403574570004372, "margin_quality": 0.3207579672695952, "growth_momentum": 2.3580328423903842, "company_age_years": 36.49007529089665, "ebitda": 6698000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 11.717522871217453, "revenue_cagr_3y": 0.0012291994219642, "revenue_cagr_5y": 0.01008891843338966, "earnings_cagr_3y": -0.2989303563632236, "quarterly_revenue_growth_yoy": -0.28068389985752085, "quarterly_earnings_growth_yoy": 6.595238095238095, "revenue_growth_qoq": -0.07244094488188976, "gross_margin": 0.48896434634974534, "operating_margin": 0.1975099037917374, "net_margin": 0.06649688737973967, "roa_ttm": 0.01799471714725952, "roe_ttm": 0.07127029677794326, "debt_to_ebitda": 6.2, "net_debt_to_ebitda": 6.1741027445460945, "interest_coverage": 11.901172529313232, "debt_to_equity": 1.600167096516401, "current_ratio": 1.039181238764504, "quick_ratio": 0.9698071580323582, "fcf_to_ebitda": -0.5155524278676988, "capex_to_revenue": 0.7111095671506983, "working_capital_to_revenue": 0.06662961161675815, "capital_efficiency": 0.04463250696260139, "financial_health": -1.1990825190298657, "margin_quality": 0.25099037917374084, "growth_momentum": 3.157277097690287, "company_age_years": 39.24161533196441, "ebitda": 7105000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 12.327261520047875, "revenue_cagr_3y": -0.02093477585132808, "revenue_cagr_5y": -0.012000503400325102, "earnings_cagr_3y": -0.24085275703108433, "quarterly_revenue_growth_yoy": -0.06464074169456606, "quarterly_earnings_growth_yoy": -0.5504587155963303, "revenue_growth_qoq": 0.027730616864742503, "gross_margin": 0.4642070484581498, "operating_margin": 0.22935022026431717, "net_margin": 0.12142070484581498, "roa_ttm": 0.013940493113082692, "roe_ttm": 0.05185806498668903, "debt_to_ebitda": 6.206463195691203, "net_debt_to_ebitda": 6.166816277678037, "interest_coverage": 11.64459930313589, "debt_to_equity": 1.5128551110462785, "current_ratio": 1.0500064859255416, "quick_ratio": 0.938513425865871, "fcf_to_ebitda": -0.6698084979054458, "capex_to_revenue": 0.7731579691698487, "working_capital_to_revenue": 0.054518455663979636, "capital_efficiency": 0.03289927904988586, "financial_health": -1.2761300703363554, "margin_quality": 0.27165932452276065, "growth_momentum": -0.30754972864544816, "company_age_years": 39.49075975359343, "ebitda": 6684000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 12.073127845107892, "revenue_cagr_3y": 0.04691929590395527, "revenue_cagr_5y": -0.02566708268864548, "earnings_cagr_3y": 0.2613929216186397, "quarterly_revenue_growth_yoy": 0.10107391029690461, "quarterly_earnings_growth_yoy": -0.018867924528301886, "revenue_growth_qoq": -0.040198237885462555, "gross_margin": 0.47676419965576594, "operating_margin": 0.23092369477911648, "net_margin": 0.16408491107286288, "roa_ttm": 0.014051405638487507, "roe_ttm": 0.05211834669227644, "debt_to_ebitda": 6.145285249778303, "net_debt_to_ebitda": 6.124741353827964, "interest_coverage": 14.42643923240938, "debt_to_equity": 1.535810586192886, "current_ratio": 0.9344689727098905, "quick_ratio": 0.7816791239353381, "fcf_to_ebitda": -0.7505172923440733, "capex_to_revenue": 0.7809431613884663, "working_capital_to_revenue": -0.05213663393721477, "capital_efficiency": 0.03308487616538197, "financial_health": -1.35114412150768, "margin_quality": 0.29059093516924844, "growth_momentum": 0.041102992884301366, "company_age_years": 39.73990417522245, "ebitda": 6766000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 12.998138595220855, "revenue_cagr_3y": 0.07458798492524932, "revenue_cagr_5y": 0.008270317272981664, "earnings_cagr_3y": 0.13411442791299466, "quarterly_revenue_growth_yoy": 0.03438320209973753, "quarterly_earnings_growth_yoy": 4.852760736196319, "revenue_growth_qoq": 0.13052208835341367, "gross_margin": 0.5260086272519665, "operating_margin": 0.30905861456483125, "net_margin": 0.24207054047196144, "roa_ttm": 0.022059707473452213, "roe_ttm": 0.07998256510842323, "debt_to_ebitda": 6.230992034757422, "net_debt_to_ebitda": 5.973787110789283, "interest_coverage": 17.614795918367346, "debt_to_equity": 1.5627837710217574, "current_ratio": 0.7377215657311669, "quick_ratio": 0.5792097488921714, "fcf_to_ebitda": -0.8997827661115134, "capex_to_revenue": 0.8206674432947304, "working_capital_to_revenue": -0.19468238196395532, "capital_efficiency": 0.05102113629093773, "financial_health": -1.329816125165649, "margin_quality": 0.35904592742958635, "growth_momentum": 2.4435719691480284, "company_age_years": 39.9917864476386, "ebitda": 6905000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 13.26574013111945, "revenue_cagr_3y": -0.028459444364961284, "revenue_cagr_5y": -0.02463092718710569, "earnings_cagr_3y": -0.02785493078284007, "quarterly_revenue_growth_yoy": -0.10504149013512497, "quarterly_earnings_growth_yoy": -0.12698713096139289, "revenue_growth_qoq": -0.11936948048744388, "gross_margin": 0.23804588363819715, "operating_margin": 0.15336564049413148, "net_margin": 0.12921930586290933, "roa_ttm": 0.027223983459682976, "roe_ttm": 0.10255145485887557, "debt_to_ebitda": 5.191778785401026, "net_debt_to_ebitda": 5.152661116479596, "interest_coverage": 21.490415335463258, "debt_to_equity": 1.4506012585931172, "current_ratio": 0.48597001352143687, "quick_ratio": 0.36219501980352037, "fcf_to_ebitda": -0.20677544042221066, "capex_to_revenue": 0.38961806636962837, "working_capital_to_revenue": -0.27304218494765814, "capital_efficiency": 0.06488771915927927, "financial_health": -1.252285576336458, "margin_quality": 0.17354360999841265, "growth_momentum": -0.11601431054825892, "company_age_years": 49.489390828199866, "ebitda": 5381200000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 13.871574163571351, "revenue_cagr_3y": -0.012170901759696484, "revenue_cagr_5y": -0.02112201608705555, "earnings_cagr_3y": -0.25644798411871983, "quarterly_revenue_growth_yoy": -0.04650978945426757, "quarterly_earnings_growth_yoy": -0.5776004402861861, "revenue_growth_qoq": -0.15723768487248166, "gross_margin": 0.2087663055494141, "operating_margin": 0.12535927481759893, "net_margin": 0.04242206500110546, "roa_ttm": 0.025313503477954944, "roe_ttm": 0.09785454508409654, "debt_to_ebitda": 5.408556285620938, "net_debt_to_ebitda": 5.3637601190692274, "interest_coverage": 19.004484304932735, "debt_to_equity": 1.5178074795489043, "current_ratio": 0.3959375091027371, "quick_ratio": 0.2824130263809459, "fcf_to_ebitda": -0.34007332921915273, "capex_to_revenue": 0.39545946085120626, "working_capital_to_revenue": -0.400454440124617, "capital_efficiency": 0.06158402428102574, "financial_health": -1.2766249600545092, "margin_quality": 0.1255158817893728, "growth_momentum": -0.3120551148702268, "company_age_years": 49.99315537303217, "ebitda": 5509400000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 12.957135231191518, "revenue_cagr_3y": 0.08832919581208798, "revenue_cagr_5y": 0.035471740343035574, "earnings_cagr_3y": -0.07102657526842948, "quarterly_revenue_growth_yoy": 0.09082719636060627, "quarterly_earnings_growth_yoy": -0.4445221771372604, "revenue_growth_qoq": -0.021178562767763316, "gross_margin": 0.2815674291849038, "operating_margin": 0.20003716244115946, "net_margin": 0.08196382855727145, "roa_ttm": 0.02104469100561904, "roe_ttm": 0.08379321094269995, "debt_to_ebitda": 6.211463252122019, "net_debt_to_ebitda": 6.161708044844868, "interest_coverage": 16.63566265060241, "debt_to_equity": 1.8064849061849677, "current_ratio": 0.6178407029164059, "quick_ratio": 0.5023887431962414, "fcf_to_ebitda": -0.4001998899156986, "capex_to_revenue": 0.36026657659792205, "working_capital_to_revenue": -0.24316040470441153, "capital_efficiency": 0.052418950974159495, "financial_health": -1.522981096633235, "margin_quality": 0.1878561400611116, "growth_momentum": -0.17684749038832706, "company_age_years": 53.24024640657084, "ebitda": 6903800000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 12.939025492840415, "revenue_cagr_3y": 0.08880371536030252, "revenue_cagr_5y": 0.02428247452709753, "earnings_cagr_3y": 0.00025595086861218697, "quarterly_revenue_growth_yoy": -0.004713849422387465, "quarterly_earnings_growth_yoy": -0.006291706387035272, "revenue_growth_qoq": -0.07149640763068792, "gross_margin": 0.30218130878527116, "operating_margin": 0.22204433771373935, "net_margin": 0.11589175727658818, "roa_ttm": 0.020684964183075163, "roe_ttm": 0.08308299932221544, "debt_to_ebitda": 6.540941567104444, "net_debt_to_ebitda": 6.495745753164744, "interest_coverage": 14.64972855591748, "debt_to_equity": 1.8461889261716886, "current_ratio": 0.6061083431948203, "quick_ratio": 0.4793436395293621, "fcf_to_ebitda": -0.5204856067119267, "capex_to_revenue": 0.38809208999061334, "working_capital_to_revenue": -0.263724174127194, "capital_efficiency": 0.0518839817526453, "financial_health": -1.5348929275374479, "margin_quality": 0.21337246792519957, "growth_momentum": -0.005502777904711369, "company_age_years": 53.489390828199866, "ebitda": 6746200000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 11.390429360465117, "revenue_cagr_3y": 0.09701541995785323, "revenue_cagr_5y": 0.044063379801506875, "earnings_cagr_3y": 0.0840616640322982, "quarterly_revenue_growth_yoy": -0.031396464052405856, "quarterly_earnings_growth_yoy": 0.39572662081077126, "revenue_growth_qoq": 0.19018077513174572, "gross_margin": 0.3284945633897545, "operating_margin": 0.25490415872660016, "net_margin": 0.1781750924784217, "roa_ttm": 0.023718115838428352, "roe_ttm": 0.08914368799314097, "debt_to_ebitda": 5.938395937947092, "net_debt_to_ebitda": 5.888840575644514, "interest_coverage": 15.117472434266327, "debt_to_equity": 1.6727657775477387, "current_ratio": 0.5973169239499561, "quick_ratio": 0.44480896604924586, "fcf_to_ebitda": -0.49506269812326426, "capex_to_revenue": 0.3950737963231663, "working_capital_to_revenue": -0.23121490283526544, "capital_efficiency": 0.05643090191578466, "financial_health": -1.4469353187600613, "margin_quality": 0.2538579381982588, "growth_momentum": 0.1821650783791827, "company_age_years": 53.74127310061601, "ebitda": 7129400000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 11.799483510226834, "revenue_cagr_3y": 0.09078361314354977, "revenue_cagr_5y": 0.04317567938663336, "earnings_cagr_3y": -0.08264693446981464, "quarterly_revenue_growth_yoy": -0.052623070083259234, "quarterly_earnings_growth_yoy": -0.12516263335935468, "revenue_growth_qoq": -0.12416395770279864, "gross_margin": 0.2439419795221843, "operating_margin": 0.1707551194539249, "net_margin": 0.07171501706484641, "roa_ttm": 0.022838318646311695, "roe_ttm": 0.08746093548859851, "debt_to_ebitda": 5.959764868603043, "net_debt_to_ebitda": 5.914107883817428, "interest_coverage": 15.642578970142795, "debt_to_equity": 1.706722066646334, "current_ratio": 0.5250612935529542, "quick_ratio": 0.36280603612003176, "fcf_to_ebitda": -0.3449930843706777, "capex_to_revenue": 0.3873023243814978, "working_capital_to_revenue": -0.2838531589402265, "capital_efficiency": 0.055149627067455104, "financial_health": -1.4879767386832146, "margin_quality": 0.16213737201365186, "growth_momentum": -0.08889285172130695, "company_age_years": 53.99315537303217, "ebitda": 7230000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 11.87371150207995, "revenue_cagr_3y": 0.06698127163201928, "revenue_cagr_5y": 0.05328423284805828, "earnings_cagr_3y": -0.16196667838354184, "quarterly_revenue_growth_yoy": 0.02903964600982812, "quarterly_earnings_growth_yoy": -0.3470836531082118, "revenue_growth_qoq": -0.09187417829320461, "gross_margin": 0.2744009161822857, "operating_margin": 0.18935154173599256, "net_margin": 0.07353227165669093, "roa_ttm": 0.026432757225770057, "roe_ttm": 0.10075683369555236, "debt_to_ebitda": 5.789931724839216, "net_debt_to_ebitda": 5.763189519696789, "interest_coverage": 16.225198200128563, "debt_to_equity": 1.6775498178701522, "current_ratio": 0.6546291831895067, "quick_ratio": 0.4811516624519075, "fcf_to_ebitda": -0.09722277247335684, "capex_to_revenue": 0.3425821924046022, "working_capital_to_revenue": -0.1775851775396416, "capital_efficiency": 0.06359479546066121, "financial_health": -1.5281029312575092, "margin_quality": 0.17909490985832308, "growth_momentum": -0.15902200354919185, "company_age_years": 54.49144421629021, "ebitda": 7572300000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 12.871451871013392, "revenue_cagr_3y": 0.06880750572232675, "revenue_cagr_5y": 0.05032880262251038, "earnings_cagr_3y": 0.06428773469665838, "quarterly_revenue_growth_yoy": 0.02535216530284348, "quarterly_earnings_growth_yoy": 0.006186431791968124, "revenue_growth_qoq": 0.1859158581646103, "gross_margin": 0.3329081865058397, "operating_margin": 0.2587139915820928, "net_margin": 0.17484466956981215, "roa_ttm": 0.02636060452001666, "roe_ttm": 0.09915318551023015, "debt_to_ebitda": 5.73006368091407, "net_debt_to_ebitda": 5.697856337954349, "interest_coverage": 15.575102040816326, "debt_to_equity": 1.642936575322909, "current_ratio": 0.565460761110485, "quick_ratio": 0.4071433938164469, "fcf_to_ebitda": -0.06972142875861527, "capex_to_revenue": 0.3490148389722768, "working_capital_to_revenue": -0.23249900755264996, "capital_efficiency": 0.06275689501512341, "financial_health": -1.468300895653159, "margin_quality": 0.2554889492192482, "growth_momentum": 0.015769298547405802, "company_age_years": 54.743326488706366, "ebitda": 7631800000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 12.603754209245743, "revenue_cagr_3y": 0.06610201846872954, "revenue_cagr_5y": 0.04927958688506173, "earnings_cagr_3y": 0.2241822038388528, "quarterly_revenue_growth_yoy": -0.10118883052253248, "quarterly_earnings_growth_yoy": 0.3048128342245989, "revenue_growth_qoq": 0.05483452303698897, "gross_margin": 0.24638572746847123, "operating_margin": 0.19440172254690866, "net_margin": 0.22516148877268533, "roa_ttm": 0.03237884177990319, "roe_ttm": 0.09823766720928587, "debt_to_ebitda": 5.327424400417101, "net_debt_to_ebitda": 5.127737226277373, "interest_coverage": 18.5016077170418, "debt_to_equity": 1.0847901479227122, "current_ratio": 0.6058185966913862, "quick_ratio": 0.5543639475185397, "fcf_to_ebitda": -0.5344108446298227, "capex_to_revenue": 0.4765096618357488, "working_capital_to_revenue": -0.2086352657004831, "capital_efficiency": 0.06530825449459453, "financial_health": -0.9669577829588392, "margin_quality": 0.22198297959602176, "growth_momentum": 0.10181200185103323, "company_age_years": 25.253935660506503, "ebitda": 5754000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 12.657475884161139, "revenue_cagr_3y": 0.018427351856385332, "revenue_cagr_5y": 0.03701379120390813, "earnings_cagr_3y": 0.16670277341060413, "quarterly_revenue_growth_yoy": -0.18415937803692906, "quarterly_earnings_growth_yoy": 0.6659242761692651, "revenue_growth_qoq": 0.03291294986158105, "gross_margin": 0.24478856462179868, "operating_margin": 0.1947587849910661, "net_margin": 0.2227516378796903, "roa_ttm": 0.03527144676018857, "roe_ttm": 0.10716152639832724, "debt_to_ebitda": 5.027665426306423, "net_debt_to_ebitda": 4.989483902281184, "interest_coverage": 19.68471337579618, "debt_to_equity": 1.082976128245339, "current_ratio": 0.5421209117938554, "quick_ratio": 0.4943508424182359, "fcf_to_ebitda": -0.35253195275845334, "capex_to_revenue": 0.5313884318440704, "working_capital_to_revenue": -0.2923680546766232, "capital_efficiency": 0.0712164865792579, "financial_health": -0.9646740649937434, "margin_quality": 0.22076632916418504, "growth_momentum": 0.24088244906616801, "company_age_years": 25.505817932922657, "ebitda": 6181000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 13.237397644419518, "revenue_cagr_3y": -0.020555695876563806, "revenue_cagr_5y": -0.027101836446550065, "earnings_cagr_3y": 0.07214230068623961, "quarterly_revenue_growth_yoy": -0.03842940685045948, "quarterly_earnings_growth_yoy": -0.021844660194174758, "revenue_growth_qoq": -0.006044905008635579, "gross_margin": 0.3492615117289314, "operating_margin": 0.21285838401390095, "net_margin": 0.17506516072980016, "roa_ttm": 0.031079782121115028, "roe_ttm": 0.09748743718592964, "debt_to_ebitda": 4.4447560291643295, "net_debt_to_ebitda": 4.411104879416714, "interest_coverage": 24.258503401360546, "debt_to_equity": 1.0619765494137354, "current_ratio": 0.7521514629948365, "quick_ratio": 0.5247110892549791, "fcf_to_ebitda": -0.06870443073471677, "capex_to_revenue": 0.33528710510629844, "working_capital_to_revenue": -0.10013908205841446, "capital_efficiency": 0.06428360965352234, "financial_health": -0.9654769200053455, "margin_quality": 0.24572835215754418, "growth_momentum": -0.03013703352231712, "company_age_years": 39.742642026009584, "ebitda": 3566000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 12.906414552417425, "revenue_cagr_3y": -0.015111242351212306, "revenue_cagr_5y": -0.01522148814662505, "earnings_cagr_3y": -0.06363420198294656, "quarterly_revenue_growth_yoy": -0.26498002663115844, "quarterly_earnings_growth_yoy": -0.5866355866355867, "revenue_growth_qoq": 0.05950095969289827, "gross_margin": 0.35507246376811596, "operating_margin": 0.24818840579710144, "net_margin": 0.1927536231884058, "roa_ttm": 0.034511720241276626, "roe_ttm": 0.11502735717012343, "debt_to_ebitda": 5.2151747247486835, "net_debt_to_ebitda": 4.931306845380565, "interest_coverage": 20.380487804878047, "debt_to_equity": 1.3862450693472452, "current_ratio": 0.7947290274684484, "quick_ratio": 0.6237936154417223, "fcf_to_ebitda": -0.18022977501196744, "capex_to_revenue": 0.33030658074594804, "working_capital_to_revenue": -0.1079867213434876, "capital_efficiency": 0.07476953870570002, "financial_health": -1.171151786357324, "margin_quality": 0.26533816425120776, "growth_momentum": -0.4258078066333726, "company_age_years": 44.24366872005476, "ebitda": 4178000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 12.650884783665532, "revenue_cagr_3y": 0.0003992941181676368, "revenue_cagr_5y": -0.009084321488727398, "earnings_cagr_3y": 0.08679705556538475, "quarterly_revenue_growth_yoy": -0.02847222222222222, "quarterly_earnings_growth_yoy": 0.3644859813084112, "revenue_growth_qoq": -0.07135745104546963, "gross_margin": 0.39635453895639744, "operating_margin": 0.16082916368834882, "net_margin": 0.1043602573266619, "roa_ttm": 0.027196320964161115, "roe_ttm": 0.10363320492484326, "debt_to_ebitda": 4.593582887700535, "net_debt_to_ebitda": 4.533300923675255, "interest_coverage": 22.358695652173914, "debt_to_equity": 1.4274492031120176, "current_ratio": 0.6814798598949212, "quick_ratio": 0.5623905429071804, "fcf_to_ebitda": -0.233835683033544, "capex_to_revenue": 0.36646716974585825, "working_capital_to_revenue": -0.12620348685922456, "capital_efficiency": 0.06541476294450219, "financial_health": -1.3099114508218914, "margin_quality": 0.2205146533238027, "growth_momentum": 0.16800687954309448, "company_age_years": 34.26694045174538, "ebitda": 4114000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 12.820417466410749, "revenue_cagr_3y": -0.00749139356451356, "revenue_cagr_5y": 0.005572709679457999, "earnings_cagr_3y": 0.08131446622201732, "quarterly_revenue_growth_yoy": 0.0034924330616996507, "quarterly_earnings_growth_yoy": 0.20588235294117646, "revenue_growth_qoq": -0.08004268943436499, "gross_margin": 0.4288476411446249, "operating_margin": 0.16318638824439288, "net_margin": 0.11098221191028615, "roa_ttm": 0.02620847051780904, "roe_ttm": 0.10466940605155024, "debt_to_ebitda": 5.307821497120921, "net_debt_to_ebitda": 4.917946257197697, "interest_coverage": 21.26530612244898, "debt_to_equity": 1.6528203212551364, "current_ratio": 0.802119495706194, "quick_ratio": 0.7131372190754613, "fcf_to_ebitda": -0.4865642994241843, "capex_to_revenue": 0.4554782298358315, "working_capital_to_revenue": -0.09662740899357601, "capital_efficiency": 0.06543893828467964, "financial_health": -1.4236915670163333, "margin_quality": 0.23433874709976799, "growth_momentum": 0.10468739300143806, "company_age_years": 34.76522929500342, "ebitda": 4168000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 12.972241109371506, "revenue_cagr_3y": 0.06263856318510674, "revenue_cagr_5y": 0.05016607923376304, "earnings_cagr_3y": 0.07548707094633822, "quarterly_revenue_growth_yoy": 0.25969405905371756, "quarterly_earnings_growth_yoy": 0.2271186440677966, "revenue_growth_qoq": 0.2015609093993892, "gross_margin": 0.3569613103643039, "operating_margin": 0.14317989268568201, "net_margin": 0.1022310081897769, "roa_ttm": 0.027251331599157685, "roe_ttm": 0.10476190476190476, "debt_to_ebitda": 5.186535450682174, "net_debt_to_ebitda": 4.954148959964214, "interest_coverage": 22.355, "debt_to_equity": 1.577482993197279, "current_ratio": 0.8847652245232726, "quick_ratio": 0.7885995489030142, "fcf_to_ebitda": -0.6135092820398121, "capex_to_revenue": 0.39050261096605743, "working_capital_to_revenue": -0.04585509138381201, "capital_efficiency": 0.06600661818053122, "financial_health": -1.4421584166925783, "margin_quality": 0.20079073707992093, "growth_momentum": 0.24340635156075707, "company_age_years": 35.51540041067762, "ebitda": 4471000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 12.896340763628338, "revenue_cagr_3y": 0.04897899747194634, "revenue_cagr_5y": 0.041809505803748204, "earnings_cagr_3y": 0.05480336119658835, "quarterly_revenue_growth_yoy": 0.18638824439288476, "quarterly_earnings_growth_yoy": 0.08362369337979095, "revenue_growth_qoq": -0.1335780852866422, "gross_margin": 0.3891786179921773, "operating_margin": 0.14276401564537158, "net_margin": 0.10136897001303781, "roa_ttm": 0.027545395304602052, "roe_ttm": 0.1057328285559762, "debt_to_ebitda": 5.17810637828294, "net_debt_to_ebitda": 5.05936879276098, "interest_coverage": 21.99514563106796, "debt_to_equity": 1.5861276365603028, "current_ratio": 0.8377777777777777, "quick_ratio": 0.7367676767676767, "fcf_to_ebitda": -0.5689693224453763, "capex_to_revenue": 0.374234573716439, "working_capital_to_revenue": -0.06303972366148532, "capital_efficiency": 0.06663911193028912, "financial_health": -1.4423905392546479, "margin_quality": 0.2111038678835289, "growth_momentum": 0.13500596888633787, "company_age_years": 35.76454483230664, "ebitda": 4531000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 13.151914241960183, "revenue_cagr_3y": 0.05220415456100724, "revenue_cagr_5y": 0.03722503084902651, "earnings_cagr_3y": 0.1375371620779191, "quarterly_revenue_growth_yoy": 0.13844587716321682, "quarterly_earnings_growth_yoy": 0.09375, "revenue_growth_qoq": -0.03230458609749062, "gross_margin": 0.3600596125186289, "operating_margin": 0.12906110283159464, "net_margin": 0.09388971684053651, "roa_ttm": 0.027605400079514616, "roe_ttm": 0.1022931078657443, "debt_to_ebitda": 5.160796324655436, "net_debt_to_ebitda": 5.1244804200393785, "interest_coverage": 22.189320388349515, "debt_to_equity": 1.5110171662823468, "current_ratio": 0.8400713436385255, "quick_ratio": 0.715021799445105, "fcf_to_ebitda": -0.4495733975060162, "capex_to_revenue": 0.3159854068944978, "working_capital_to_revenue": -0.06008487826669645, "capital_efficiency": 0.06494925397262946, "financial_health": -1.3921472133968977, "margin_quality": 0.19433681073025333, "growth_momentum": 0.11609793858160841, "company_age_years": 36.26830937713895, "ebitda": 4571000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 12.171976390627794, "revenue_cagr_3y": -0.02391563445847289, "revenue_cagr_5y": 0.022024664565075902, "earnings_cagr_3y": 0.13780841724698556, "quarterly_revenue_growth_yoy": -0.09355026147588612, "quarterly_earnings_growth_yoy": 0.13447432762836187, "revenue_growth_qoq": -0.1437980241492865, "gross_margin": 0.4128205128205128, "operating_margin": 0.11121794871794871, "net_margin": 0.14871794871794872, "roa_ttm": 0.027643321196544585, "roe_ttm": 0.09917016699108698, "debt_to_ebitda": 5.247898408155965, "net_debt_to_ebitda": 5.215882668574495, "interest_coverage": 18.824915824915823, "debt_to_equity": 1.502971007068948, "current_ratio": 0.6696082984982196, "quick_ratio": 0.5664963616658926, "fcf_to_ebitda": -0.4870327311751028, "capex_to_revenue": 0.5478759020906182, "working_capital_to_revenue": -0.15876794881333234, "capital_efficiency": 0.06340674409381578, "financial_health": -1.3966860160301398, "margin_quality": 0.22425213675213673, "growth_momentum": 0.020462033076237875, "company_age_years": 39.26899383983573, "ebitda": 5591000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 12.311976324833468, "revenue_cagr_3y": 0.19841034455611628, "revenue_cagr_5y": 0.10558873077198383, "earnings_cagr_3y": 0.2515420756797211, "quarterly_revenue_growth_yoy": 0.5813819439440882, "quarterly_earnings_growth_yoy": 0.7681307456588355, "revenue_growth_qoq": 0.18746956662879402, "gross_margin": 0.37561509021323125, "operating_margin": 0.26849826863495535, "net_margin": 0.1577364680153089, "roa_ttm": 0.02716752678270789, "roe_ttm": 0.0893577587668245, "debt_to_ebitda": 4.244813101955959, "net_debt_to_ebitda": 4.230090372947516, "interest_coverage": 23.358771060455897, "debt_to_equity": 1.1306293579847888, "current_ratio": 0.8504798636649027, "quick_ratio": 0.6393846981792088, "fcf_to_ebitda": 0.11599983028554457, "capex_to_revenue": 0.20591118372196643, "working_capital_to_revenue": -0.0495173028367741, "capital_efficiency": 0.0582626427747662, "financial_health": -1.0109112214298304, "margin_quality": 0.2672832756211652, "growth_momentum": 0.6747563448014618, "company_age_years": 31.42778918548939, "ebitda": 2356900000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 11.621979942258015, "revenue_cagr_3y": 0.1653358083672527, "revenue_cagr_5y": 0.10066825191114015, "earnings_cagr_3y": 0.15088017000753795, "quarterly_revenue_growth_yoy": 0.6162227602905569, "quarterly_earnings_growth_yoy": 1.242274412855377, "revenue_growth_qoq": -0.27009294696555497, "gross_margin": 0.3568664169787765, "operating_margin": 0.20730337078651687, "net_margin": 0.1132334581772784, "roa_ttm": 0.03054638684092366, "roe_ttm": 0.10054265052629204, "debt_to_ebitda": 3.770589576052272, "net_debt_to_ebitda": 3.75839538064124, "interest_coverage": 26.297702297702298, "debt_to_equity": 1.1197892575502884, "current_ratio": 0.8263066772729399, "quick_ratio": 0.5949183472930607, "fcf_to_ebitda": 0.11992858228232792, "capex_to_revenue": 0.20236117541327378, "working_capital_to_revenue": -0.05054603883548027, "capital_efficiency": 0.06554451868360785, "financial_health": -1.0032093696504831, "margin_quality": 0.22580108198085724, "growth_momentum": 0.9292485865729669, "company_age_years": 31.67693360711841, "ebitda": 2632400000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 10.794911702639665, "revenue_cagr_3y": 0.10781949468033436, "revenue_cagr_5y": 0.14108607489894354, "earnings_cagr_3y": 0.19761712251597285, "quarterly_revenue_growth_yoy": 0.049981775104793146, "quarterly_earnings_growth_yoy": 0.03004043905257077, "revenue_growth_qoq": 0.17396841569027, "gross_margin": 0.37270557604686483, "operating_margin": 0.26786721631590366, "net_margin": 0.1547407246691256, "roa_ttm": 0.03162916519525862, "roe_ttm": 0.10369156837046745, "debt_to_ebitda": 3.6918292547480656, "net_debt_to_ebitda": 3.6749102217615044, "interest_coverage": 25.79847182425979, "debt_to_equity": 1.089121887287025, "current_ratio": 0.9029981504915798, "quick_ratio": 0.6999902657451572, "fcf_to_ebitda": 0.252045462959535, "capex_to_revenue": 0.19010815088367186, "working_capital_to_revenue": -0.02628594038512266, "capital_efficiency": 0.06766036678286304, "financial_health": -0.9971232059224593, "margin_quality": 0.265104505677298, "growth_momentum": 0.040011107078681954, "company_age_years": 32.427104722792606, "ebitda": 2701100000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 11.1102320482368, "revenue_cagr_3y": 0.17060139114762518, "revenue_cagr_5y": 0.09784877585393015, "earnings_cagr_3y": 0.19476029876447742, "quarterly_revenue_growth_yoy": -0.032116788321167884, "quarterly_earnings_growth_yoy": -0.007373271889400922, "revenue_growth_qoq": 0.01593625498007968, "gross_margin": 0.3871493212669683, "operating_margin": 0.2374660633484163, "net_margin": 0.1299547511312217, "roa_ttm": 0.031132105891077934, "roe_ttm": 0.1046533054402376, "debt_to_ebitda": 3.8328521834460076, "net_debt_to_ebitda": 3.8262378951215057, "interest_coverage": 26.363198458574182, "debt_to_equity": 1.1368893417301669, "current_ratio": 0.602524701761343, "quick_ratio": 0.38039060176464756, "fcf_to_ebitda": 0.14452768134478347, "capex_to_revenue": 0.2293125124065374, "working_capital_to_revenue": -0.15917422086945016, "capital_efficiency": 0.06789270566565776, "financial_health": -0.9517343550701305, "margin_quality": 0.2515233785822021, "growth_momentum": -0.019745030105284403, "company_age_years": 32.92813141683778, "ebitda": 2736500000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 11.441108930673995, "revenue_cagr_3y": 0.18817413863779553, "revenue_cagr_5y": 0.139169247523232, "earnings_cagr_3y": 0.5274111014264613, "quarterly_revenue_growth_yoy": 0.04686704024452369, "quarterly_earnings_growth_yoy": 1.2253086419753085, "revenue_growth_qoq": 0.2398190045248869, "gross_margin": 0.32321167883211677, "operating_margin": 0.2005352798053528, "net_margin": 0.2105109489051095, "roa_ttm": 0.03810322723603615, "roe_ttm": 0.1268147242883331, "debt_to_ebitda": 3.936668212794805, "net_debt_to_ebitda": 3.9227887394298353, "interest_coverage": 26.61633428300095, "debt_to_equity": 1.1624033376177332, "current_ratio": 0.5720672989946501, "quick_ratio": 0.43276561651978396, "fcf_to_ebitda": 0.042851536018838975, "capex_to_revenue": 0.25619402497221677, "working_capital_to_revenue": -0.21648689285480813, "capital_efficiency": 0.08245897576218462, "financial_health": -0.920258745468848, "margin_quality": 0.24475263584752635, "growth_momentum": 0.6360878411099161, "company_age_years": 33.18001368925393, "ebitda": 2802700000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 11.219283514227046, "revenue_cagr_3y": 0.1810574133841898, "revenue_cagr_5y": 0.123876474176152, "earnings_cagr_3y": 0.25831030785497955, "quarterly_revenue_growth_yoy": -0.007810804946843133, "quarterly_earnings_growth_yoy": 0.09394279304542905, "revenue_growth_qoq": 0.11265206812652068, "gross_margin": 0.35097310299584517, "operating_margin": 0.23839930024054232, "net_margin": 0.17061010277717034, "roa_ttm": 0.038923286016309275, "roe_ttm": 0.12757006454806047, "debt_to_ebitda": 3.951195365209739, "net_debt_to_ebitda": 3.933558228219419, "interest_coverage": 25.559512652296156, "debt_to_equity": 1.111103091295292, "current_ratio": 0.5493219445908095, "quick_ratio": 0.4450483929116171, "fcf_to_ebitda": 0.06952185391610442, "capex_to_revenue": 0.2712011008452919, "working_capital_to_revenue": -0.21297424808334972, "capital_efficiency": 0.08324667528218488, "financial_health": -0.8870536867002317, "margin_quality": 0.2533275020045193, "growth_momentum": 0.043065994049292955, "company_age_years": 33.426420260095824, "ebitda": 2727200000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 11.56110147601476, "revenue_cagr_3y": 0.19051519915223225, "revenue_cagr_5y": 0.10563398074931452, "earnings_cagr_3y": 0.41869101892440375, "quarterly_revenue_growth_yoy": 0.02513024823781796, "quarterly_earnings_growth_yoy": 0.16022099447513813, "revenue_growth_qoq": -0.2685326918871638, "gross_margin": 0.35103139013452916, "operating_margin": 0.19778774289985052, "net_margin": 0.13811659192825113, "roa_ttm": 0.0397368618806673, "roe_ttm": 0.13008138414546647, "debt_to_ebitda": 4.01210332103321, "net_debt_to_ebitda": 4.00110701107011, "interest_coverage": 24.976958525345623, "debt_to_equity": 1.1144502982718683, "current_ratio": 0.5929516572776103, "quick_ratio": 0.4401283898860212, "fcf_to_ebitda": 0.08856088560885608, "capex_to_revenue": 0.2717851789089487, "working_capital_to_revenue": -0.16200221599426448, "capital_efficiency": 0.08490912301306688, "financial_health": -0.943010269109448, "margin_quality": 0.2289785749875436, "growth_momentum": 0.09267562135647804, "company_age_years": 33.67556468172484, "ebitda": 2710000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 12.29025200197351, "revenue_cagr_3y": -0.010911187878855144, "revenue_cagr_5y": 0.0931061581059569, "earnings_cagr_3y": 0.08514696252443144, "quarterly_revenue_growth_yoy": -0.00832579185520362, "quarterly_earnings_growth_yoy": 0.08263695450324977, "revenue_growth_qoq": -0.017219730941704037, "gross_margin": 0.3446492668978524, "operating_margin": 0.1841576930096733, "net_margin": 0.1418750380239703, "roa_ttm": 0.0395210426749871, "roe_ttm": 0.13123999306525796, "debt_to_ebitda": 4.279744961858135, "net_debt_to_ebitda": 4.274241906713727, "interest_coverage": 23.525892857142857, "debt_to_equity": 1.1500147873175806, "current_ratio": 0.5106731436502429, "quick_ratio": 0.3417626648160999, "fcf_to_ebitda": 0.07601806520171543, "capex_to_revenue": 0.279561748305627, "working_capital_to_revenue": -0.2301996683077164, "capital_efficiency": 0.08538051787012253, "financial_health": -0.9295240046960137, "margin_quality": 0.2235606659771653, "growth_momentum": 0.03715558132402308, "company_age_years": 33.927446954141, "ebitda": 2634900000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 13.352012533714104, "revenue_cagr_3y": 0.03961867085191795, "revenue_cagr_5y": 0.12002511051470899, "earnings_cagr_3y": 0.04218576495495241, "quarterly_revenue_growth_yoy": 0.010608272506082725, "quarterly_earnings_growth_yoy": -0.5261211280628756, "revenue_growth_qoq": 0.26349090466630165, "gross_margin": 0.26723805855161786, "operating_margin": 0.1395416024653313, "net_margin": 0.0987095531587057, "roa_ttm": 0.031643754592870076, "roe_ttm": 0.10787938040389844, "debt_to_ebitda": 4.679953990163415, "net_debt_to_ebitda": 4.646438204029827, "interest_coverage": 21.384223918575064, "debt_to_equity": 1.201623333638854, "current_ratio": 0.6746105591739953, "quick_ratio": 0.5100699342677912, "fcf_to_ebitda": 0.13081072505156274, "capex_to_revenue": 0.2754997070121753, "working_capital_to_revenue": -0.14116804479458298, "capital_efficiency": 0.06976156749838426, "financial_health": -1.015267280745269, "margin_quality": 0.1684964047252183, "growth_momentum": -0.2577564277783964, "company_age_years": 34.17932922655715, "ebitda": 2521200000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 14.256353670905828, "revenue_cagr_3y": 0.02699682812308013, "revenue_cagr_5y": 0.07000673467885465, "earnings_cagr_3y": 0.06661709342595223, "quarterly_revenue_growth_yoy": 0.039755084189809754, "quarterly_earnings_growth_yoy": 0.07690335811330429, "revenue_growth_qoq": 0.14474191063174113, "gross_margin": 0.3437368553882392, "operating_margin": 0.2283166484394717, "net_margin": 0.17670564482207454, "roa_ttm": 0.032287896707185855, "roe_ttm": 0.10876793577569421, "debt_to_ebitda": 4.618046344698447, "net_debt_to_ebitda": 4.606109073886245, "interest_coverage": 20.606109324758844, "debt_to_equity": 1.182028777122088, "current_ratio": 0.6949375410913873, "quick_ratio": 0.5807121353680058, "fcf_to_ebitda": 0.09842396816727783, "capex_to_revenue": 0.26187841037784415, "working_capital_to_revenue": -0.11345619273139092, "capital_efficiency": 0.07052791624144003, "financial_health": -1.0302265975724056, "margin_quality": 0.24958638288326182, "growth_momentum": 0.05832922115155702, "company_age_years": 34.42573579739904, "ebitda": 2563400000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 14.874580286292204, "revenue_cagr_3y": -0.0024613173659042697, "revenue_cagr_5y": 0.08786552291022964, "earnings_cagr_3y": 0.09120772861136395, "quarterly_revenue_growth_yoy": -0.04920777279521674, "quarterly_earnings_growth_yoy": 0.020346320346320345, "revenue_growth_qoq": -0.3311180280979221, "gross_margin": 0.3739781159602566, "operating_margin": 0.19783675009432775, "net_margin": 0.14822034964155453, "roa_ttm": 0.03223876726497968, "roe_ttm": 0.10889256066729043, "debt_to_ebitda": 4.648436284425082, "net_debt_to_ebitda": 4.6336937918157775, "interest_coverage": 20.715551974214343, "debt_to_equity": 1.189477037007545, "current_ratio": 0.5469066032123736, "quick_ratio": 0.40966686496133253, "fcf_to_ebitda": 0.06531040921114051, "capex_to_revenue": 0.2673482394869994, "working_capital_to_revenue": -0.19813738114748766, "capital_efficiency": 0.07056566396613506, "financial_health": -0.9863813940592738, "margin_quality": 0.2400117385653796, "growth_momentum": -0.0144307262244482, "company_age_years": 34.67488021902806, "ebitda": 2570800000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 14.380549251826112, "revenue_cagr_3y": -0.017211483199368938, "revenue_cagr_5y": 0.0933550142099866, "earnings_cagr_3y": 0.06661713593323326, "quarterly_revenue_growth_yoy": -0.02609734624575525, "quarterly_earnings_growth_yoy": 0.025031820110309716, "revenue_growth_qoq": -0.2655316323627051, "gross_margin": 0.40750306708852585, "operating_margin": 0.21876412474979015, "net_margin": 0.15600180796797314, "roa_ttm": 0.03345414074539124, "roe_ttm": 0.11256853688748908, "debt_to_ebitda": 4.5486490319835475, "net_debt_to_ebitda": 4.543933054393306, "interest_coverage": 22.670418006430868, "debt_to_equity": 1.2318011157949318, "current_ratio": 0.491706365149515, "quick_ratio": 0.35748722952419215, "fcf_to_ebitda": -0.003155804552868591, "capex_to_revenue": 0.3386756876663709, "working_capital_to_revenue": -0.24556344276841172, "capital_efficiency": 0.07301133881644016, "financial_health": -1.0291477309741441, "margin_quality": 0.2607563332687631, "growth_momentum": -0.000532763067722767, "company_age_years": 35.676933607118414, "ebitda": 2820200000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 15.08130179558011, "revenue_cagr_3y": -0.0013089020194992917, "revenue_cagr_5y": -0.005680223718143251, "earnings_cagr_3y": 0.0739400585319514, "quarterly_revenue_growth_yoy": 0.026741293532338308, "quarterly_earnings_growth_yoy": 0.13871105420401195, "revenue_growth_qoq": 0.06605540130431975, "gross_margin": 0.40551181102362205, "operating_margin": 0.22422774076317384, "net_margin": 0.16159903089036948, "roa_ttm": 0.03401276043137034, "roe_ttm": 0.11494976672295847, "debt_to_ebitda": 4.495752762430939, "net_debt_to_ebitda": 4.491229281767956, "interest_coverage": 23.737704918032787, "debt_to_equity": 1.2422074018948392, "current_ratio": 0.6081690140845071, "quick_ratio": 0.4062676056338028, "fcf_to_ebitda": 0.02986878453038674, "capex_to_revenue": 0.32635960197359354, "working_capital_to_revenue": -0.1533669616031313, "capital_efficiency": 0.0744812635771644, "financial_health": -1.1113932516414529, "margin_quality": 0.2637795275590551, "growth_momentum": 0.08272617386817513, "company_age_years": 35.92881587953457, "ebitda": 2896000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 14.968952016282039, "revenue_cagr_3y": -0.02012661270310323, "revenue_cagr_5y": 0.009043409422332394, "earnings_cagr_3y": -0.17945237029691863, "quarterly_revenue_growth_yoy": -0.0072400513478818995, "quarterly_earnings_growth_yoy": -0.02009020090200902, "revenue_growth_qoq": 0.17104784978800727, "gross_margin": 0.34716044274335367, "operating_margin": 0.1916313230578256, "net_margin": 0.12361642701975795, "roa_ttm": 0.03240511935530043, "roe_ttm": 0.11427510214188437, "debt_to_ebitda": 4.929731967297941, "net_debt_to_ebitda": 4.92117699817172, "interest_coverage": 24.587786259541986, "debt_to_equity": 1.3610156093751489, "current_ratio": 0.502157614329452, "quick_ratio": 0.37472577806706686, "fcf_to_ebitda": -0.01476422091138018, "capex_to_revenue": 0.3091539279450958, "working_capital_to_revenue": -0.2851678473286659, "capital_efficiency": 0.0733401107485924, "financial_health": -1.1162815055173119, "margin_quality": 0.2208027309403124, "growth_momentum": -0.01366512612494546, "company_age_years": 36.18069815195072, "ebitda": 2898900000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 14.980926233115541, "revenue_cagr_3y": 0.05585029950561804, "revenue_cagr_5y": 0.041637626555085294, "earnings_cagr_3y": 0.09351931320750317, "quarterly_revenue_growth_yoy": 0.27639191880868824, "quarterly_earnings_growth_yoy": 0.12729281767955802, "revenue_growth_qoq": 0.3920554463639185, "gross_margin": 0.35145277550717097, "operating_margin": 0.2338188303485175, "net_margin": 0.18952961284090064, "roa_ttm": 0.033443615261458594, "roe_ttm": 0.11646214401481825, "debt_to_ebitda": 4.971427604184298, "net_debt_to_ebitda": 4.96259182775314, "interest_coverage": 24.718828451882846, "debt_to_equity": 1.3600463070155129, "current_ratio": 0.6340682117957415, "quick_ratio": 0.5389108724326361, "fcf_to_ebitda": -0.10582619587663766, "capex_to_revenue": 0.2828679148827401, "working_capital_to_revenue": -0.17373634098025434, "capital_efficiency": 0.07495287963813842, "financial_health": -1.1400977121057676, "margin_quality": 0.258267072898863, "growth_momentum": 0.20184236824412313, "company_age_years": 36.427104722792606, "ebitda": 2953900000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 14.204278208240497, "revenue_cagr_3y": 0.0007368759138994818, "revenue_cagr_5y": 0.00909641883049117, "earnings_cagr_3y": 0.06112293327268015, "quarterly_revenue_growth_yoy": 0.08232711306256861, "quarterly_earnings_growth_yoy": 0.1423841059602649, "revenue_growth_qoq": -0.37720145649104553, "gross_margin": 0.4095573320606133, "operating_margin": 0.220021477150698, "net_margin": 0.16465815535139006, "roa_ttm": 0.034181860515572204, "roe_ttm": 0.11894524596503181, "debt_to_ebitda": 4.859765222307206, "net_debt_to_ebitda": 4.848126101559642, "interest_coverage": 25.059166666666666, "debt_to_equity": 1.3454927126587057, "current_ratio": 0.6752126619046208, "quick_ratio": 0.541035596787101, "fcf_to_ebitda": -0.056233580526088255, "capex_to_revenue": 0.27813128772635815, "working_capital_to_revenue": -0.13780181086519114, "capital_efficiency": 0.076563553240302, "financial_health": -1.1679671755400645, "margin_quality": 0.2647456548542338, "growth_momentum": 0.11235560951141677, "company_age_years": 36.67624914442163, "ebitda": 3007100000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 13.928829536527887, "revenue_cagr_3y": 0.020427165170749273, "revenue_cagr_5y": 0.003939638877321405, "earnings_cagr_3y": 0.07536645246096851, "quarterly_revenue_growth_yoy": 0.05784373107207753, "quarterly_earnings_growth_yoy": 0.08695652173913043, "revenue_growth_qoq": 0.04194010261305334, "gross_margin": 0.4077297452046951, "operating_margin": 0.22330375035785857, "net_margin": 0.16604637847122816, "roa_ttm": 0.034246593178805705, "roe_ttm": 0.1202223258280083, "debt_to_ebitda": 4.806133804660906, "net_debt_to_ebitda": 4.797623723487824, "interest_coverage": 25.891525423728815, "debt_to_equity": 1.3423378950351499, "current_ratio": 0.6523587715972485, "quick_ratio": 0.477495531603748, "fcf_to_ebitda": 0.0016365540717465305, "capex_to_revenue": 0.27934141037589316, "working_capital_to_revenue": -0.15951537744641192, "capital_efficiency": 0.077234459503407, "financial_health": -1.1583151529597924, "margin_quality": 0.26569329134459396, "growth_momentum": 0.07240012640560398, "company_age_years": 36.92813141683778, "ebitda": 3055200000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 15.19851980815978, "revenue_cagr_3y": 0.019688775651770296, "revenue_cagr_5y": 0.023235168459414757, "earnings_cagr_3y": 0.030292604393364453, "quarterly_revenue_growth_yoy": 0.13887452156822178, "quarterly_earnings_growth_yoy": -0.06192468619246862, "revenue_growth_qoq": 0.26075007157171487, "gross_margin": 0.29747036650165765, "operating_margin": 0.14841727598891866, "net_margin": 0.10182115445751397, "roa_ttm": 0.03335085986893571, "roe_ttm": 0.11881830476260097, "debt_to_ebitda": 5.12124696143486, "net_debt_to_ebitda": 5.115892516917417, "interest_coverage": 26.797535211267604, "debt_to_equity": 1.4245860594319968, "current_ratio": 0.7078870237143619, "quick_ratio": 0.5384758859579003, "fcf_to_ebitda": -0.07230142566191446, "capex_to_revenue": 0.2708994708994709, "working_capital_to_revenue": -0.13183020683020683, "capital_efficiency": 0.07608458231576834, "financial_health": -1.2353452965485836, "margin_quality": 0.18256959898269676, "growth_momentum": 0.03847491768787658, "company_age_years": 37.18001368925393, "ebitda": 3044200000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 13.932612527074742, "revenue_cagr_3y": 0.09520897314122823, "revenue_cagr_5y": 0.04479557370356235, "earnings_cagr_3y": 0.0122852457128515, "quarterly_revenue_growth_yoy": 0.1619056269585358, "quarterly_earnings_growth_yoy": 0.12845673505798394, "revenue_growth_qoq": 0.27728407388916626, "gross_margin": 0.29029862414008756, "operating_margin": 0.14868667917448405, "net_margin": 0.09888993120700437, "roa_ttm": 0.033635762237862445, "roe_ttm": 0.12346479885687235, "debt_to_ebitda": 5.153013084888586, "net_debt_to_ebitda": 5.144438180577397, "interest_coverage": 22.438748335552596, "debt_to_equity": 1.5224636855347016, "current_ratio": 0.6913250921708957, "quick_ratio": 0.5162871394491434, "fcf_to_ebitda": -0.08112037504079755, "capex_to_revenue": 0.24320128368099694, "working_capital_to_revenue": -0.14830058140746452, "capital_efficiency": 0.0785502805473674, "financial_health": -1.2937616013573376, "margin_quality": 0.17929174484052535, "growth_momentum": 0.14518118100825989, "company_age_years": 38.17932922655715, "ebitda": 3370300000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 14.317637844799185, "revenue_cagr_3y": 0.1105531324965392, "revenue_cagr_5y": 0.04782366847540498, "earnings_cagr_3y": 0.039181414769708045, "quarterly_revenue_growth_yoy": -0.006877342594821361, "quarterly_earnings_growth_yoy": -0.10266831595688285, "revenue_growth_qoq": 0.12886960600375236, "gross_margin": 0.3616218274990478, "operating_margin": 0.23174405318375402, "net_margin": 0.17582493680966726, "roa_ttm": 0.03155208793365719, "roe_ttm": 0.11573669323733608, "debt_to_ebitda": 5.360058701967714, "net_debt_to_ebitda": 5.349366557848393, "interest_coverage": 19.38966318234611, "debt_to_equity": 1.5339590297420074, "current_ratio": 0.7537575017260608, "quick_ratio": 0.6147432152530671, "fcf_to_ebitda": -0.2006648896343107, "capex_to_revenue": 0.25581055401257125, "working_capital_to_revenue": -0.09682168438198259, "capital_efficiency": 0.07364439058549664, "financial_health": -1.355752762597984, "margin_quality": 0.25639693916415635, "growth_momentum": -0.05477282927585211, "company_age_years": 38.42573579739904, "ebitda": 3338900000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 13.422359478271042, "revenue_cagr_3y": 0.057210003368644013, "revenue_cagr_5y": 0.018162254274877165, "earnings_cagr_3y": 0.06275630288767631, "quarterly_revenue_growth_yoy": -0.139997180318624, "quarterly_earnings_growth_yoy": 0.008695652173913044, "revenue_growth_qoq": -0.3663654305598837, "gross_margin": 0.4377049180327869, "operating_margin": 0.23240437158469945, "net_margin": 0.15846994535519127, "roa_ttm": 0.03144635082393252, "roe_ttm": 0.11550743694393688, "debt_to_ebitda": 5.2863367842311515, "net_debt_to_ebitda": 5.2703398257004155, "interest_coverage": 19.134862898712928, "debt_to_equity": 1.5434092112228692, "current_ratio": 0.5998681930239937, "quick_ratio": 0.4525128755888599, "fcf_to_ebitda": -0.09551383283617008, "capex_to_revenue": 0.25637157174416725, "working_capital_to_revenue": -0.17665822511988793, "capital_efficiency": 0.07347689388393469, "financial_health": -1.331427123493481, "margin_quality": 0.27619307832422585, "growth_momentum": -0.06565076407235547, "company_age_years": 38.67488021902806, "ebitda": 3419400000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 12.405908457315165, "revenue_cagr_3y": 0.05838620406315553, "revenue_cagr_5y": 0.03555079345510159, "earnings_cagr_3y": 0.05837065267336694, "quarterly_revenue_growth_yoy": -0.022765851223165254, "quarterly_earnings_growth_yoy": 0.04735099337748344, "revenue_growth_qoq": 0.06961748633879782, "gross_margin": 0.4359865127209564, "operating_margin": 0.24113620108306938, "net_margin": 0.16159190763257383, "roa_ttm": 0.031469762923642494, "roe_ttm": 0.11601914557767708, "debt_to_ebitda": 5.182687110630671, "net_debt_to_ebitda": 5.169629903564418, "interest_coverage": 19.261917808219177, "debt_to_equity": 1.5461326951474108, "current_ratio": 0.5998478042074772, "quick_ratio": 0.4157645383803422, "fcf_to_ebitda": 0.05026598014394219, "capex_to_revenue": 0.25589404260388354, "working_capital_to_revenue": -0.17653429211925623, "capital_efficiency": 0.07374445425065979, "financial_health": -1.3530941659659197, "margin_quality": 0.2795715404788665, "growth_momentum": 0.012292571077159094, "company_age_years": 38.926762491444215, "ebitda": 3515300000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 12.81113171174236, "revenue_cagr_3y": 0.04676044885087438, "revenue_cagr_5y": 0.013196756133342591, "earnings_cagr_3y": -0.0290061656074988, "quarterly_revenue_growth_yoy": -0.1332473420888055, "quarterly_earnings_growth_yoy": -0.13517786561264822, "revenue_growth_qoq": 0.132880351486666, "gross_margin": 0.4069898534385569, "operating_margin": 0.15395715896279594, "net_margin": 0.0986696730552424, "roa_ttm": 0.030334754219987846, "roe_ttm": 0.11339390536470828, "debt_to_ebitda": 5.287747349322447, "net_debt_to_ebitda": 5.275585417021035, "interest_coverage": 18.229457364341084, "debt_to_equity": 1.5867830466370612, "current_ratio": 0.5465902870102448, "quick_ratio": 0.39503010870415267, "fcf_to_ebitda": 0.14897658331915858, "capex_to_revenue": 0.2803216012594175, "working_capital_to_revenue": -0.260778140110199, "capital_efficiency": 0.07186432979234807, "financial_health": -1.3063331408154388, "margin_quality": 0.21987222848553178, "growth_momentum": -0.13421260385072686, "company_age_years": 39.17864476386037, "ebitda": 3527400000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 11.965441045441045, "revenue_cagr_3y": -0.0013890629315282954, "revenue_cagr_5y": 0.02426654746914858, "earnings_cagr_3y": 0.06868881555462458, "quarterly_revenue_growth_yoy": -0.07198504206918042, "quarterly_earnings_growth_yoy": 0.22607325718786925, "revenue_growth_qoq": 0.20865839909808342, "gross_margin": 0.45604805611521526, "operating_margin": 0.3034848145660772, "net_margin": 0.23229609730617118, "roa_ttm": 0.032956801252982205, "roe_ttm": 0.11921996854180564, "debt_to_ebitda": 5.01944001944002, "net_debt_to_ebitda": 5.008937008937009, "interest_coverage": 19.290104166666666, "debt_to_equity": 1.5309517339064984, "current_ratio": 0.5530288553411046, "quick_ratio": 0.42380618723060914, "fcf_to_ebitda": 0.17493317493317492, "capex_to_revenue": 0.2807106423645093, "working_capital_to_revenue": -0.24238062889316186, "capital_efficiency": 0.07608838489739392, "financial_health": -1.2653314724986904, "margin_quality": 0.3306096559958212, "growth_momentum": 0.0770441075593444, "company_age_years": 39.42778918548939, "ebitda": 3703700000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 11.790046976566341, "revenue_cagr_3y": 0.018699188999184324, "revenue_cagr_5y": 0.021885869165890526, "earnings_cagr_3y": -0.084758873240947, "quarterly_revenue_growth_yoy": -0.03169398907103825, "quarterly_earnings_growth_yoy": -0.27034482758620687, "revenue_growth_qoq": -0.33885530930527574, "gross_margin": 0.43391647855530474, "operating_margin": 0.20586907449209932, "net_margin": 0.11941309255079006, "roa_ttm": 0.030714051796456882, "roe_ttm": 0.11304103753725245, "debt_to_ebitda": 5.141885617523352, "net_debt_to_ebitda": 5.080706833451685, "interest_coverage": 18.25224327018943, "debt_to_equity": 1.5542007545425276, "current_ratio": 0.7400905029212969, "quick_ratio": 0.5408122350784741, "fcf_to_ebitda": 0.16592013983722073, "capex_to_revenue": 0.2964611514877537, "working_capital_to_revenue": -0.10519177939284348, "capital_efficiency": 0.07187754466685467, "financial_health": -1.3907801846709635, "margin_quality": 0.25306621519939804, "growth_momentum": -0.15101940832862257, "company_age_years": 39.676933607118414, "ebitda": 3661400000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 13.739644197359278, "revenue_cagr_3y": 0.021849497507158144, "revenue_cagr_5y": 0.029932281368592273, "earnings_cagr_3y": -0.06061096090276863, "quarterly_revenue_growth_yoy": -0.04797179932563605, "quarterly_earnings_growth_yoy": -0.2399620613341764, "revenue_growth_qoq": 0.05163656884875847, "gross_margin": 0.4163670512476523, "operating_margin": 0.20590287094177623, "net_margin": 0.1290045613093641, "roa_ttm": 0.028617260186076354, "roe_ttm": 0.10678313133648162, "debt_to_ebitda": 5.367588603196665, "net_debt_to_ebitda": 5.277943015983322, "interest_coverage": 17.617531831537708, "debt_to_equity": 1.5942257521217926, "current_ratio": 0.6532648276550107, "quick_ratio": 0.4562528059061206, "fcf_to_ebitda": 0.11449617790132036, "capex_to_revenue": 0.3161885341958468, "working_capital_to_revenue": -0.16291660807200112, "capital_efficiency": 0.06770019576127899, "financial_health": -1.387237200678905, "margin_quality": 0.2504248278329309, "growth_momentum": -0.14396693032990623, "company_age_years": 39.92881587953457, "ebitda": 3597500000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 12.735016981180255, "revenue_cagr_3y": 0.012306856924350962, "revenue_cagr_5y": 0.0324079310428913, "earnings_cagr_3y": 0.2649585488088382, "quarterly_revenue_growth_yoy": 0.03007891770011274, "quarterly_earnings_growth_yoy": 1.0740402193784278, "revenue_growth_qoq": 0.2257579822913872, "gross_margin": 0.44602048857368004, "operating_margin": 0.25869013221259085, "net_margin": 0.1986691182908677, "roa_ttm": 0.032269779068981826, "roe_ttm": 0.12300610040723035, "debt_to_ebitda": 5.113173820893236, "net_debt_to_ebitda": 5.110671331171319, "interest_coverage": 19.45404868355688, "debt_to_equity": 1.611513512643456, "current_ratio": 0.6013548400421322, "quick_ratio": 0.4334042421363514, "fcf_to_ebitda": 0.10998186971732081, "capex_to_revenue": 0.32338748124978195, "working_capital_to_revenue": -0.2244444702845382, "capital_efficiency": 0.0776379397381061, "financial_health": -1.382291840860094, "margin_quality": 0.3011265796923795, "growth_momentum": 0.5520595685392703, "company_age_years": 40.18069815195072, "ebitda": 3916100000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 10.855441685846207, "revenue_cagr_3y": 0.0014387854916502185, "revenue_cagr_5y": 0.07032672845772048, "earnings_cagr_3y": 0.013345900549617262, "quarterly_revenue_growth_yoy": -0.10094464999574722, "quarterly_earnings_growth_yoy": -0.17961364385020465, "revenue_growth_qoq": -0.12512201872117656, "gross_margin": 0.47429948954341544, "operating_margin": 0.2279026342350631, "net_margin": 0.10749862082707803, "roa_ttm": 0.02872717865604301, "roe_ttm": 0.08485971359752478, "debt_to_ebitda": 4.195607443560135, "net_debt_to_ebitda": 4.185752792158089, "interest_coverage": 26.189793608880745, "debt_to_equity": 0.9848530000584416, "current_ratio": 0.8759096792751331, "quick_ratio": 0.7633679957455206, "fcf_to_ebitda": -0.1235026872206813, "capex_to_revenue": 0.21674120420956933, "working_capital_to_revenue": -0.046638846245324224, "capital_efficiency": 0.0567934461267839, "financial_health": -0.8498149748027111, "margin_quality": 0.2699002482018522, "growth_momentum": -0.14027914692297594, "company_age_years": 31.33744010951403, "ebitda": 2430020000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 11.855023365539253, "revenue_cagr_3y": 0.010026338111030597, "revenue_cagr_5y": 0.10723079939912616, "earnings_cagr_3y": 0.022945684707038172, "quarterly_revenue_growth_yoy": -0.1821398717529942, "quarterly_earnings_growth_yoy": -0.035936253721560174, "revenue_growth_qoq": 0.2154667221686452, "gross_margin": 0.47704967078299404, "operating_margin": 0.2376569770411576, "net_margin": 0.1187725447367845, "roa_ttm": 0.028307226949309688, "roe_ttm": 0.08328639970171957, "debt_to_ebitda": 4.233688297692938, "net_debt_to_ebitda": 4.212725246068862, "interest_coverage": 24.75491793263552, "debt_to_equity": 0.9860680161007823, "current_ratio": 0.9987019615916334, "quick_ratio": 0.8602143324720866, "fcf_to_ebitda": -0.14431008172817875, "capex_to_revenue": 0.23916464542234847, "working_capital_to_revenue": -0.0004491110615507577, "capital_efficiency": 0.05579681332551463, "financial_health": -0.8743943713089372, "margin_quality": 0.2778263975203121, "growth_momentum": -0.10903806273727719, "company_age_years": 31.586584531143053, "ebitda": 2431230000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 11.981321442938738, "revenue_cagr_3y": 0.02607325779156655, "revenue_cagr_5y": 0.11026621177503726, "earnings_cagr_3y": 0.059931046891343875, "quarterly_revenue_growth_yoy": -0.02744927110317155, "quarterly_earnings_growth_yoy": -0.018592143879483585, "revenue_growth_qoq": -0.14032209025434964, "gross_margin": 0.4895981403181559, "operating_margin": 0.23960266729440738, "net_margin": 0.11523927332977212, "roa_ttm": 0.028026307187304412, "roe_ttm": 0.08235735067094169, "debt_to_ebitda": 4.2280239057616145, "net_debt_to_ebitda": 4.212252619147009, "interest_coverage": 24.434532102057876, "debt_to_equity": 0.9878584026807219, "current_ratio": 1.0484054607905566, "quick_ratio": 0.9214192047900636, "fcf_to_ebitda": -0.12462802512752115, "capex_to_revenue": 0.248810183217618, "working_capital_to_revenue": 0.01497417470161424, "capital_efficiency": 0.05519182892912305, "financial_health": -0.8966009783637243, "margin_quality": 0.2814800269807785, "growth_momentum": -0.023020707491327567, "company_age_years": 31.835728952772072, "ebitda": 2455475000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 10.924415627841684, "revenue_cagr_3y": 0.025267074864714356, "revenue_cagr_5y": 0.12841007436866514, "earnings_cagr_3y": 0.08191734619197688, "quarterly_revenue_growth_yoy": 0.05514496108592135, "quarterly_earnings_growth_yoy": 0.12461427602577145, "revenue_growth_qoq": 0.15421257775081712, "gross_margin": 0.5143692277220344, "operating_margin": 0.24997180966276514, "net_margin": 0.13007707973600116, "roa_ttm": 0.02879210787786002, "roe_ttm": 0.08413027112681087, "debt_to_ebitda": 4.099440303239757, "net_debt_to_ebitda": 4.0835649219706145, "interest_coverage": 25.26562859860812, "debt_to_equity": 0.9723735647787087, "current_ratio": 0.9139388378927097, "quick_ratio": 0.7962069289197541, "fcf_to_ebitda": -0.06865341445937462, "capex_to_revenue": 0.2523281133253444, "working_capital_to_revenue": -0.0301010517151997, "capital_efficiency": 0.056461189502335446, "financial_health": -0.8668879056566097, "margin_quality": 0.2981393723736002, "growth_momentum": 0.0898796185558464, "company_age_years": 32.087611225188226, "ebitda": 2523152000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 10.838020982028548, "revenue_cagr_3y": -0.00021098780047767995, "revenue_cagr_5y": 0.10713656113953962, "earnings_cagr_3y": 0.08912112784135084, "quarterly_revenue_growth_yoy": 0.05047979844267282, "quarterly_earnings_growth_yoy": 0.260575891752152, "revenue_growth_qoq": -0.12899015838557126, "gross_margin": 0.5176955584924947, "operating_margin": 0.24655578845933027, "net_margin": 0.12899835866630943, "roa_ttm": 0.029398025587045625, "roe_ttm": 0.08796895068529521, "debt_to_ebitda": 4.117551069490353, "net_debt_to_ebitda": 4.105965961204766, "interest_coverage": 25.5017139843544, "debt_to_equity": 1.0037345027425064, "current_ratio": 0.6809400855547662, "quick_ratio": 0.5905974954687304, "fcf_to_ebitda": 0.07589814173346553, "capex_to_revenue": 0.2587817276027149, "working_capital_to_revenue": -0.1519719067448658, "capital_efficiency": 0.05868348813617042, "financial_health": -0.8233255724684074, "margin_quality": 0.29774990187271144, "growth_momentum": 0.1555278450974124, "company_age_years": 32.33949349760438, "ebitda": 2611197000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 11.220024082857087, "revenue_cagr_3y": -0.027750943202013767, "revenue_cagr_5y": 0.13869451151002754, "earnings_cagr_3y": 0.032154554804661784, "quarterly_revenue_growth_yoy": 0.024080150415808254, "quarterly_earnings_growth_yoy": 0.06268610256683309, "revenue_growth_qoq": 0.1849207814459497, "gross_margin": 0.48510950604118025, "operating_margin": 0.24179874449857136, "net_margin": 0.12325005284696706, "roa_ttm": 0.029596655570657382, "roe_ttm": 0.08863269418659195, "debt_to_ebitda": 4.166176269835358, "net_debt_to_ebitda": 4.148871015864504, "interest_coverage": 25.567848475765985, "debt_to_equity": 1.0197217821668545, "current_ratio": 0.7533221447822507, "quick_ratio": 0.6448024980764991, "fcf_to_ebitda": 0.016122402444055623, "capex_to_revenue": 0.2690928382680449, "working_capital_to_revenue": -0.10695873087386581, "capital_efficiency": 0.059114674878624665, "financial_health": -0.8563903874862682, "margin_quality": 0.2833861011289062, "growth_momentum": 0.04338312649132067, "company_age_years": 32.58590006844627, "ebitda": 2644457000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 11.316653117163671, "revenue_cagr_3y": 0.016649465611731307, "revenue_cagr_5y": 0.015953391356712254, "earnings_cagr_3y": 0.21906717089784244, "quarterly_revenue_growth_yoy": -0.002474558393466668, "quarterly_earnings_growth_yoy": 0.13307209954382296, "revenue_growth_qoq": -0.16261379911502113, "gross_margin": 0.5164439069191196, "operating_margin": 0.2585002022338186, "net_margin": 0.13089832092039363, "roa_ttm": 0.030151254606715975, "roe_ttm": 0.09046005414714571, "debt_to_ebitda": 4.186798518991373, "net_debt_to_ebitda": 4.177686269825096, "interest_coverage": 25.19200775186576, "debt_to_equity": 1.0399504001782918, "current_ratio": 0.61568757662039, "quick_ratio": 0.5400621125395534, "fcf_to_ebitda": -0.05550157868477824, "capex_to_revenue": 0.29341174994690444, "working_capital_to_revenue": -0.1893345302394923, "capital_efficiency": 0.06030565437693084, "financial_health": -0.8167553276418689, "margin_quality": 0.3019474766911106, "growth_momentum": 0.06529877057517815, "company_age_years": 32.83504449007529, "ebitda": 2703833000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 11.066957033360092, "revenue_cagr_3y": 0.01662705114306795, "revenue_cagr_5y": 0.013285159305264083, "earnings_cagr_3y": 0.035330495718380206, "quarterly_revenue_growth_yoy": -0.02509871520699552, "quarterly_earnings_growth_yoy": -0.018653017688141444, "revenue_growth_qoq": 0.12803471274004985, "gross_margin": 0.5211509912939927, "operating_margin": 0.2527533150415989, "net_margin": 0.13093710271801226, "roa_ttm": 0.029543095717536265, "roe_ttm": 0.08908462482895811, "debt_to_ebitda": 4.147723108872889, "net_debt_to_ebitda": 4.102143244168915, "interest_coverage": 25.37859067872221, "debt_to_equity": 1.0405609655613997, "current_ratio": 0.9172040782604083, "quick_ratio": 0.8007976550422431, "fcf_to_ebitda": -0.0881279821393299, "capex_to_revenue": 0.296077249208771, "working_capital_to_revenue": -0.02842384877785612, "capital_efficiency": 0.059313860273247185, "financial_health": -0.9480316290807022, "margin_quality": 0.30161380301786794, "growth_momentum": -0.021875866447568483, "company_age_years": 33.086926762491444, "ebitda": 2759135000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 11.860246575677468, "revenue_cagr_3y": 0.0025406040252924367, "revenue_cagr_5y": 0.023949506912009255, "earnings_cagr_3y": 0.023236505377082217, "quarterly_revenue_growth_yoy": 0.06691980880376268, "quarterly_earnings_growth_yoy": 0.03595442863438622, "revenue_growth_qoq": -0.0467776910574339, "gross_margin": 0.512586692440071, "operating_margin": 0.23785039678310774, "net_margin": 0.12525441916460828, "roa_ttm": 0.027277345967544355, "roe_ttm": 0.08911910817028891, "debt_to_ebitda": 4.752700001736165, "net_debt_to_ebitda": 4.739177405199211, "interest_coverage": 27.59452668217994, "debt_to_equity": 1.2099327256251486, "current_ratio": 0.6929695782582832, "quick_ratio": 0.630818504643993, "fcf_to_ebitda": -0.12159211256866265, "capex_to_revenue": 0.30290499734776477, "working_capital_to_revenue": -0.1421507769913952, "capital_efficiency": 0.058198227068916634, "financial_health": -1.0611537756058365, "margin_quality": 0.29189716946259564, "growth_momentum": 0.05143711871907445, "company_age_years": 33.3388090349076, "ebitda": 2822313000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 11.427544567733124, "revenue_cagr_3y": -0.0308434246488819, "revenue_cagr_5y": 0.02778004196444339, "earnings_cagr_3y": 0.02099949188900574, "quarterly_revenue_growth_yoy": 0.08684811187881063, "quarterly_earnings_growth_yoy": 0.03888105203925105, "revenue_growth_qoq": 0.2070531481502975, "gross_margin": 0.44085784641528136, "operating_margin": 0.1934175480187171, "net_margin": 0.11781052307686929, "roa_ttm": 0.026946124678296962, "roe_ttm": 0.08924441379670474, "debt_to_ebitda": 4.965300079374206, "net_debt_to_ebitda": 4.858786486190851, "interest_coverage": 23.547721850258814, "debt_to_equity": 1.2663579379801737, "current_ratio": 0.6766171437723174, "quick_ratio": 0.6121225541489319, "fcf_to_ebitda": -0.24041304036865532, "capex_to_revenue": 0.3064835202089434, "working_capital_to_revenue": -0.16693369783833928, "capital_efficiency": 0.05809526923750085, "financial_health": -1.0662165309607012, "margin_quality": 0.25069530583695593, "growth_momentum": 0.06286458195903084, "company_age_years": 33.58521560574949, "ebitda": 2852312000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 11.214923759212141, "revenue_cagr_3y": 0.006704855423918188, "revenue_cagr_5y": 0.025335198786174518, "earnings_cagr_3y": 0.05370481988203313, "quarterly_revenue_growth_yoy": 0.0516476241639064, "quarterly_earnings_growth_yoy": 0.05208256590494433, "revenue_growth_qoq": -0.18973479454641293, "gross_margin": 0.4887558688484974, "operating_margin": 0.21110269621804498, "net_margin": 0.13095245801184127, "roa_ttm": 0.027120950230724965, "roe_ttm": 0.08960188226561294, "debt_to_ebitda": 4.74522292771688, "net_debt_to_ebitda": 4.72286848041747, "interest_coverage": 22.703822663839752, "debt_to_equity": 1.2080038689911483, "current_ratio": 0.6452909786077848, "quick_ratio": 0.5966726683675421, "fcf_to_ebitda": -0.22918657186045005, "capex_to_revenue": 0.305617342219316, "working_capital_to_revenue": -0.15599208255750438, "capital_efficiency": 0.05836141624816896, "financial_health": -1.063568571870526, "margin_quality": 0.27693700769279456, "growth_momentum": 0.051865095034425365, "company_age_years": 33.83436002737851, "ebitda": 2869854000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 11.45890766934566, "revenue_cagr_3y": 0.05523127030179764, "revenue_cagr_5y": 0.03716624033028659, "earnings_cagr_3y": 0.07045377383178808, "quarterly_revenue_growth_yoy": 0.1422737202491109, "quarterly_earnings_growth_yoy": 0.11141836617121788, "revenue_growth_qoq": 0.22524349248269554, "gross_margin": 0.47752358101191983, "operating_margin": 0.20516680057673048, "net_margin": 0.12740020031478036, "roa_ttm": 0.02769807996759967, "roe_ttm": 0.09108004380486674, "debt_to_ebitda": 4.719755594058345, "net_debt_to_ebitda": 4.6993359075066845, "interest_coverage": 23.113824969449126, "debt_to_equity": 1.1971815035755802, "current_ratio": 0.5931707045642861, "quick_ratio": 0.5401421711651359, "fcf_to_ebitda": -0.2316773294207004, "capex_to_revenue": 0.31182910230519995, "working_capital_to_revenue": -0.1777527679597994, "capital_efficiency": 0.059389061886233205, "financial_health": -1.063528951869452, "margin_quality": 0.2700301939678102, "growth_momentum": 0.12684604321016438, "company_age_years": 34.08624229979466, "ebitda": 2893874000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 11.940868778074726, "revenue_cagr_3y": 0.0636143135128675, "revenue_cagr_5y": 0.027396255663681535, "earnings_cagr_3y": 0.08357844792912394, "quarterly_revenue_growth_yoy": 0.07357659797393186, "quarterly_earnings_growth_yoy": -0.025747728699051044, "revenue_growth_qoq": -0.10410513224077396, "gross_margin": 0.47893273472966025, "operating_margin": 0.19657555585913813, "net_margin": 0.11366622800077446, "roa_ttm": 0.027012684939009324, "roe_ttm": 0.08992909001684278, "debt_to_ebitda": 4.8438545491407465, "net_debt_to_ebitda": 4.806592946610483, "interest_coverage": 23.004719525350595, "debt_to_equity": 1.2230014633296586, "current_ratio": 0.5573279272296167, "quick_ratio": 0.4994609619240231, "fcf_to_ebitda": -0.2549410378618954, "capex_to_revenue": 0.2986873773481479, "working_capital_to_revenue": -0.21550836681087487, "capital_efficiency": 0.05847088747792605, "financial_health": -1.0635045193695096, "margin_quality": 0.26305817286319094, "growth_momentum": 0.023914434637440408, "company_age_years": 34.338124572210816, "ebitda": 2900251000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 12.415783679037022, "revenue_cagr_3y": 0.055288434297791955, "revenue_cagr_5y": 0.010700395558783882, "earnings_cagr_3y": 0.08130415273999336, "quarterly_revenue_growth_yoy": 0.05587068316694071, "quarterly_earnings_growth_yoy": 0.14517744652118747, "revenue_growth_qoq": 0.18714587721220782, "gross_margin": 0.45753649320802453, "operating_margin": 0.204777563631306, "net_margin": 0.12777507335068583, "roa_ttm": 0.027532184773752768, "roe_ttm": 0.092127783495915, "debt_to_ebitda": 4.8930260704392134, "net_debt_to_ebitda": 4.8812563963799835, "interest_coverage": 22.66737516510544, "debt_to_equity": 1.255507786338466, "current_ratio": 0.5046460447755629, "quick_ratio": 0.4438691202848118, "fcf_to_ebitda": -0.18635467960499172, "capex_to_revenue": 0.29552773305040525, "working_capital_to_revenue": -0.26335002753604786, "capital_efficiency": 0.05982998413483388, "financial_health": -1.0546849927839972, "margin_quality": 0.2633630433966721, "growth_momentum": 0.10052406484406409, "company_age_years": 34.5845311430527, "ebitda": 2986064000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 14.040982638984609, "revenue_cagr_3y": 0.02165533274280107, "revenue_cagr_5y": 0.023530030764908894, "earnings_cagr_3y": -0.4634652358008031, "quarterly_revenue_growth_yoy": 0.016527173631608928, "quarterly_earnings_growth_yoy": -0.8704354380949635, "revenue_growth_qoq": -0.2199266327564625, "gross_margin": 0.4964624474991974, "operating_margin": 0.08012119957866697, "net_margin": 0.01669094372762995, "roa_ttm": 0.02207457367447752, "roe_ttm": 0.07200730296715246, "debt_to_ebitda": 5.278634536147558, "net_debt_to_ebitda": 5.271189800951557, "interest_coverage": 20.828913756075504, "debt_to_equity": 1.2205082180547677, "current_ratio": 0.6069543162094928, "quick_ratio": 0.5573762976845046, "fcf_to_ebitda": -0.2311840269223158, "capex_to_revenue": 0.30129771444705095, "working_capital_to_revenue": -0.16039002308674552, "capital_efficiency": 0.04704093832081499, "financial_health": -1.0901978514926054, "margin_quality": 0.19775819693516475, "growth_momentum": -0.4269541322316773, "company_age_years": 34.83367556468173, "ebitda": 2764101000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 15.249090263890958, "revenue_cagr_3y": 0.02176322288976973, "revenue_cagr_5y": 0.028288617378087855, "earnings_cagr_3y": 0.06321589120996673, "quarterly_revenue_growth_yoy": -0.042100443554156534, "quarterly_earnings_growth_yoy": 0.10195590572949063, "revenue_growth_qoq": 0.1545782822453761, "gross_margin": 0.5122205794014791, "operating_margin": 0.23404665049175083, "net_margin": 0.14655962849475387, "roa_ttm": 0.02241191113170583, "roe_ttm": 0.07344912979410168, "debt_to_ebitda": 5.3504701456532455, "net_debt_to_ebitda": 5.342403699870477, "interest_coverage": 20.801081232990178, "debt_to_equity": 1.2414964706845144, "current_ratio": 0.5924135281988632, "quick_ratio": 0.5379945104043575, "fcf_to_ebitda": -0.3186192753495916, "capex_to_revenue": 0.3185333828689836, "working_capital_to_revenue": -0.17953207139619332, "capital_efficiency": 0.047930520462903754, "financial_health": -1.1082057301733377, "margin_quality": 0.29760895279599464, "growth_momentum": 0.02992773108766705, "company_age_years": 35.08555783709788, "ebitda": 2812639000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 13.826608278654705, "revenue_cagr_3y": 0.03476481115964902, "revenue_cagr_5y": 0.014547160707022444, "earnings_cagr_3y": 0.030117547733345518, "quarterly_revenue_growth_yoy": 0.036419836614053104, "quarterly_earnings_growth_yoy": 7.019075475297259, "revenue_growth_qoq": -0.17718894261595483, "gross_margin": 0.5073610126934845, "operating_margin": 0.22203101896035488, "net_margin": 0.12914258563698847, "roa_ttm": 0.027496223838224563, "roe_ttm": 0.08372940223210605, "debt_to_ebitda": 4.795495607440237, "net_debt_to_ebitda": 4.77466060849499, "interest_coverage": 23.192992515917638, "debt_to_equity": 1.0818654747343368, "current_ratio": 0.7232023614741535, "quick_ratio": 0.6702453775610647, "fcf_to_ebitda": -0.27085466520638657, "capex_to_revenue": 0.3430283301709089, "working_capital_to_revenue": -0.10763954370827579, "capital_efficiency": 0.055612813035165305, "financial_health": -0.9906698245469745, "margin_quality": 0.28617820576360925, "growth_momentum": 3.527747655955656, "company_age_years": 35.83572895277207, "ebitda": 3114471000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 13.833441531956746, "revenue_cagr_3y": 0.056300986509666195, "revenue_cagr_5y": 0.03926706783863709, "earnings_cagr_3y": 0.09969046770330237, "quarterly_revenue_growth_yoy": 0.07714184733226491, "quarterly_earnings_growth_yoy": 0.08584939978173882, "revenue_growth_qoq": 0.19994286088776567, "gross_margin": 0.5143093527083061, "operating_margin": 0.23946916807259813, "net_margin": 0.1477444080623235, "roa_ttm": 0.02719729277895491, "roe_ttm": 0.08464095572988216, "debt_to_ebitda": 5.014827542318951, "net_debt_to_ebitda": 4.78485256887659, "interest_coverage": 23.676607044291618, "debt_to_equity": 1.1386399601659998, "current_ratio": 0.8861725283222393, "quick_ratio": 0.8272028331870327, "fcf_to_ebitda": -0.275052705728763, "capex_to_revenue": 0.3307023303376883, "working_capital_to_revenue": -0.04743293166906742, "capital_efficiency": 0.055919124254418535, "financial_health": -1.0373195307494174, "margin_quality": 0.30050764294774257, "growth_momentum": 0.08149562355700186, "company_age_years": 36.087611225188226, "ebitda": 3174228000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 14.474482728665516, "revenue_cagr_3y": 0.05628856069608257, "revenue_cagr_5y": 0.05723965087397631, "earnings_cagr_3y": 0.04626931982896898, "quarterly_revenue_growth_yoy": 0.08951826631668379, "quarterly_earnings_growth_yoy": 0.08753104540528002, "revenue_growth_qoq": -0.04681133039943814, "gross_margin": 0.4856663113889271, "operating_margin": 0.2035548962301018, "net_margin": 0.12172388339310086, "roa_ttm": 0.02614270085392068, "roe_ttm": 0.08569433954375441, "debt_to_ebitda": 5.36533847523464, "net_debt_to_ebitda": 5.3326030752525115, "interest_coverage": 24.052938308810493, "debt_to_equity": 1.242330501382082, "current_ratio": 0.6368535824531049, "quick_ratio": 0.5828150572165439, "fcf_to_ebitda": -0.38706257832693514, "capex_to_revenue": 0.33050923310186425, "working_capital_to_revenue": -0.20044732795331402, "capital_efficiency": 0.05591852019883754, "financial_health": -1.073223955558394, "margin_quality": 0.27031503033737664, "growth_momentum": 0.0885246558609819, "company_age_years": 36.33949349760438, "ebitda": 3256383000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 14.003562812387504, "revenue_cagr_3y": 0.07291731408603108, "revenue_cagr_5y": 0.0657131213327995, "earnings_cagr_3y": 0.10748864317172413, "quarterly_revenue_growth_yoy": 0.19046595942412897, "quarterly_earnings_growth_yoy": 0.09377063088306901, "revenue_growth_qoq": 0.2649618408430333, "gross_margin": 0.4819122809500892, "operating_margin": 0.20721909237607225, "net_margin": 0.12956961469863829, "roa_ttm": 0.026582232357797907, "roe_ttm": 0.08687708224727438, "debt_to_ebitda": 5.258753814974963, "net_debt_to_ebitda": 5.248737542055015, "interest_coverage": 24.720598696340172, "debt_to_equity": 1.2582722212932662, "current_ratio": 0.5681369950662075, "quick_ratio": 0.5125139376747625, "fcf_to_ebitda": -0.36197909478873097, "capex_to_revenue": 0.3106338526953812, "working_capital_to_revenue": -0.2556569237163769, "capital_efficiency": 0.05672965730253614, "financial_health": -1.037855594374296, "margin_quality": 0.2729003293415999, "growth_momentum": 0.142118295153599, "company_age_years": 36.58590006844627, "ebitda": 3405658000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 13.480302438523646, "revenue_cagr_3y": 0.04614807223509665, "revenue_cagr_5y": 0.03732475151150427, "earnings_cagr_3y": 0.029017958482634, "quarterly_revenue_growth_yoy": 0.08673778677075952, "quarterly_earnings_growth_yoy": 0.04871705414063243, "revenue_growth_qoq": -0.24888245619001784, "gross_margin": 0.5000164896929996, "operating_margin": 0.21276650877393008, "net_margin": 0.12462438835017324, "roa_ttm": 0.026439198012306223, "roe_ttm": 0.08725934081797308, "debt_to_ebitda": 5.5469942242188175, "net_debt_to_ebitda": 5.48409598739009, "interest_coverage": 23.76545535806374, "debt_to_equity": 1.3396021307879065, "current_ratio": 0.6403749973063353, "quick_ratio": 0.6036055926356186, "fcf_to_ebitda": -0.4285989557128387, "capex_to_revenue": 0.31136212828259807, "working_capital_to_revenue": -0.19270838308776037, "capital_efficiency": 0.05684926941513965, "financial_health": -1.1361741738876967, "margin_quality": 0.27913579560570095, "growth_momentum": 0.06772742045569598, "company_age_years": 36.83504449007529, "ebitda": 3456329000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 13.789654599703379, "revenue_cagr_3y": 0.02710799434988198, "revenue_cagr_5y": 0.03828321043409133, "earnings_cagr_3y": -0.007209686344503696, "quarterly_revenue_growth_yoy": 0.05015996470450692, "quarterly_earnings_growth_yoy": -0.1822156760815572, "revenue_growth_qoq": 0.15955474059828376, "gross_margin": 0.4725704829231606, "operating_margin": 0.19638030082086008, "net_margin": 0.11505205389730777, "roa_ttm": 0.024695935388085843, "roe_ttm": 0.08227754690297982, "debt_to_ebitda": 5.55900013301714, "net_debt_to_ebitda": 5.533157305365747, "interest_coverage": 23.0673686487071, "debt_to_equity": 1.316534980024093, "current_ratio": 0.721817148914874, "quick_ratio": 0.6707880106442415, "fcf_to_ebitda": -0.3943436658937609, "capex_to_revenue": 0.3165411763973906, "working_capital_to_revenue": -0.12283120979809219, "capital_efficiency": 0.05348674114553283, "financial_health": -1.2069313566656508, "margin_quality": 0.26133427921377617, "growth_momentum": -0.06602785568852514, "company_age_years": 37.086926762491444, "ebitda": 3413094000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 14.64198173387254, "revenue_cagr_3y": 0.0684240194169563, "revenue_cagr_5y": 0.06915125149763979, "earnings_cagr_3y": 0.09860443654074391, "quarterly_revenue_growth_yoy": 0.11100556731110557, "quarterly_earnings_growth_yoy": 0.12788546757721855, "revenue_growth_qoq": 0.008415816843741607, "gross_margin": 0.4693369466765945, "operating_margin": 0.19050554572442535, "net_margin": 0.12357327737647426, "roa_ttm": 0.02516958210798021, "roe_ttm": 0.08359863297169477, "debt_to_ebitda": 5.664107616512722, "net_debt_to_ebitda": 5.644972627046953, "interest_coverage": 23.08363376573549, "debt_to_equity": 1.3538044653079855, "current_ratio": 0.5592779524815894, "quick_ratio": 0.5135283003927287, "fcf_to_ebitda": -0.3474576854036135, "capex_to_revenue": 0.3209911065967925, "working_capital_to_revenue": -0.2605188157212731, "capital_efficiency": 0.054384107539837495, "financial_health": -1.1646338974740327, "margin_quality": 0.26113858992583133, "growth_momentum": 0.11944551744416207, "company_age_years": 37.3388090349076, "ebitda": 3489576000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 12.679218292691338, "revenue_cagr_3y": 0.16936462163637445, "revenue_cagr_5y": 0.10653798316418861, "earnings_cagr_3y": 0.1363162295196334, "quarterly_revenue_growth_yoy": 0.09342006331903517, "quarterly_earnings_growth_yoy": 0.10759596433387605, "revenue_growth_qoq": 0.2527807666664466, "gross_margin": 0.3788049320265571, "operating_margin": 0.19748471914848773, "net_margin": 0.12940220255032142, "roa_ttm": 0.02684749129413093, "roe_ttm": 0.09223149292755882, "debt_to_ebitda": 5.851357692876648, "net_debt_to_ebitda": 5.842368293745827, "interest_coverage": 20.5709586055525, "debt_to_equity": 1.4868377283130862, "current_ratio": 0.6458083562618882, "quick_ratio": 0.5797130728749433, "fcf_to_ebitda": -0.3887848281431787, "capex_to_revenue": 0.2897185947958184, "working_capital_to_revenue": -0.1798540720963187, "capital_efficiency": 0.059539492110844874, "financial_health": -1.3049483757231917, "margin_quality": 0.23523061790845542, "growth_momentum": 0.1005080138264556, "company_age_years": 38.5845311430527, "ebitda": 4001936000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 14.28405927098647, "revenue_cagr_3y": 0.10417136056015464, "revenue_cagr_5y": 0.07239018113863738, "earnings_cagr_3y": -0.606044798988598, "quarterly_revenue_growth_yoy": 0.02202367139449305, "quarterly_earnings_growth_yoy": -0.9471599591587805, "revenue_growth_qoq": -0.3072768468753293, "gross_margin": 0.39590119043091315, "operating_margin": 0.21323622256874453, "net_margin": 0.0058654394705815235, "roa_ttm": 0.02156497064663577, "roe_ttm": 0.07561659956109316, "debt_to_ebitda": 7.094485751759089, "net_debt_to_ebitda": 7.0822376740324895, "interest_coverage": 16.61241214974459, "debt_to_equity": 1.5708521959936217, "current_ratio": 0.6422476812798728, "quick_ratio": 0.5722166729714133, "fcf_to_ebitda": -0.5010300615365585, "capex_to_revenue": 0.3103547394553477, "working_capital_to_revenue": -0.16361297318884302, "capital_efficiency": 0.04859078510386447, "financial_health": -1.398985025456246, "margin_quality": 0.20500095082341305, "growth_momentum": -0.46256814388214373, "company_age_years": 38.83367556468173, "ebitda": 3443969000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 12.140337992852546, "revenue_cagr_3y": 0.06184844150888713, "revenue_cagr_5y": 0.07702967789182957, "earnings_cagr_3y": -0.3816292329436076, "quarterly_revenue_growth_yoy": 0.10291830057475211, "quarterly_earnings_growth_yoy": 1.056283154247042, "revenue_growth_qoq": -0.029947532403768056, "gross_margin": 0.30366166715127235, "operating_margin": 0.21700878482430352, "net_margin": 0.024405281125146727, "roa_ttm": 0.013619572360409124, "roe_ttm": 0.05396842304809365, "debt_to_ebitda": 7.046973283569807, "net_debt_to_ebitda": 7.040521452049357, "interest_coverage": 14.31103998669881, "debt_to_equity": 1.935906829181269, "current_ratio": 0.7552604487723995, "quick_ratio": 0.6667909049261883, "fcf_to_ebitda": -0.5617256519360819, "capex_to_revenue": 0.37648944706196025, "working_capital_to_revenue": -0.13821614984325856, "capital_efficiency": 0.033793997704251386, "financial_health": -1.7300553567705232, "margin_quality": 0.18169191103357418, "growth_momentum": 0.5796007274108971, "company_age_years": 40.33949349760438, "ebitda": 4131540000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 10.65728241563055, "revenue_cagr_3y": 0.024767349957562468, "revenue_cagr_5y": 0.02736132287663451, "earnings_cagr_3y": -0.004132278542852252, "quarterly_revenue_growth_yoy": -0.19200779727095516, "quarterly_earnings_growth_yoy": -0.7324414715719063, "revenue_growth_qoq": -0.042725173210161664, "gross_margin": 0.21712907117008443, "operating_margin": 0.05388017691998392, "net_margin": 0.03216726980297547, "roa_ttm": 0.02536459423627102, "roe_ttm": 0.08287733698130414, "debt_to_ebitda": 4.3481349911190055, "net_debt_to_ebitda": 4.33170515097691, "interest_coverage": 20.660550458715598, "debt_to_equity": 1.1162790697674418, "current_ratio": 1.0185917721518987, "quick_ratio": 0.7009493670886076, "fcf_to_ebitda": -0.046181172291296625, "capex_to_revenue": 0.19541453032794814, "working_capital_to_revenue": 0.004546773725452259, "capital_efficiency": 0.05412096560878758, "financial_health": -1.0041810484021465, "margin_quality": 0.10105883929768127, "growth_momentum": -0.46222463442143075, "company_age_years": 45.99315537303217, "ebitda": 2252000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 11.742407811080836, "revenue_cagr_3y": 0.006580868498908599, "revenue_cagr_5y": 0.010867743700487598, "earnings_cagr_3y": 0.018185790714934313, "quarterly_revenue_growth_yoy": -0.1400804289544236, "quarterly_earnings_growth_yoy": -0.09523809523809523, "revenue_growth_qoq": 0.03176517893043828, "gross_margin": 0.27630553390491036, "operating_margin": 0.1484801247077163, "net_margin": 0.09625876851130163, "roa_ttm": 0.02454138075899734, "roe_ttm": 0.07887926184314167, "debt_to_ebitda": 4.34741144414169, "net_debt_to_ebitda": 4.331516802906449, "interest_coverage": 19.486725663716815, "debt_to_equity": 1.0771914031731742, "current_ratio": 1.0692621095518333, "quick_ratio": 0.7704843820733364, "fcf_to_ebitda": -0.05858310626702997, "capex_to_revenue": 0.20556507712471014, "working_capital_to_revenue": 0.015424942030446618, "capital_efficiency": 0.051710321301069506, "financial_health": -0.9829088099194752, "margin_quality": 0.1736814757079761, "growth_momentum": -0.11765926209625942, "company_age_years": 46.24229979466119, "ebitda": 2202000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 12.01074388111888, "revenue_cagr_3y": 0.005512626271484189, "revenue_cagr_5y": 0.0220800938152379, "earnings_cagr_3y": 0.13123134304820194, "quarterly_revenue_growth_yoy": -0.0026455026455026454, "quarterly_earnings_growth_yoy": 0.3944954128440367, "revenue_growth_qoq": -0.11847233047544817, "gross_margin": 0.2603890362511052, "operating_margin": 0.11317418213969938, "net_margin": 0.0671971706454465, "roa_ttm": 0.025861170009385103, "roe_ttm": 0.08475734791524266, "debt_to_ebitda": 4.226835664335664, "net_debt_to_ebitda": 4.21284965034965, "interest_coverage": 20.07017543859649, "debt_to_equity": 1.1017316017316017, "current_ratio": 1.1991502920870951, "quick_ratio": 0.8183749336165693, "fcf_to_ebitda": 0.009615384615384616, "capex_to_revenue": 0.20034298396045597, "working_capital_to_revenue": 0.03782911328558459, "capital_efficiency": 0.05530925896231388, "financial_health": -1.0618860967161678, "margin_quality": 0.14692012967875037, "growth_momentum": 0.19592495509926705, "company_age_years": 46.49144421629021, "ebitda": 2288000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 11.175212222687318, "revenue_cagr_3y": 0.07046601630354177, "revenue_cagr_5y": 0.05269018378424817, "earnings_cagr_3y": 0.19513556396294707, "quarterly_revenue_growth_yoy": 0.12702078521939955, "quarterly_earnings_growth_yoy": 0.27547169811320754, "revenue_growth_qoq": 0.29442970822281167, "gross_margin": 0.28312841530054644, "operating_margin": 0.17315573770491804, "net_margin": 0.11543715846994536, "roa_ttm": 0.027730636073586314, "roe_ttm": 0.08948521358159912, "debt_to_ebitda": 4.1452490581833406, "net_debt_to_ebitda": 4.117622436165759, "interest_coverage": 20.95614035087719, "debt_to_equity": 1.0846659364731654, "current_ratio": 1.3179278821736922, "quick_ratio": 0.915185373285932, "fcf_to_ebitda": 0.10255336961071577, "capex_to_revenue": 0.19144781802206384, "working_capital_to_revenue": 0.0611149077418725, "capital_efficiency": 0.05860792482759272, "financial_health": -1.035875926983525, "margin_quality": 0.19057377049180327, "growth_momentum": 0.20124624166630356, "company_age_years": 46.743326488706366, "ebitda": 2389000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 11.483074813944379, "revenue_cagr_3y": 0.0429989182640238, "revenue_cagr_5y": 0.05751225156612838, "earnings_cagr_3y": 0.018473820656950357, "quarterly_revenue_growth_yoy": 0.15560916767189384, "quarterly_earnings_growth_yoy": 0.6375, "revenue_growth_qoq": -0.018442622950819672, "gross_margin": 0.23347251217814893, "operating_margin": 0.10473208072373, "net_margin": 0.04558107167710508, "roa_ttm": 0.02709029056521332, "roe_ttm": 0.09632671179669293, "debt_to_ebitda": 4.6122209165687424, "net_debt_to_ebitda": 4.576184880532707, "interest_coverage": 19.48854961832061, "debt_to_equity": 1.3067362112973033, "current_ratio": 1.1333606893721788, "quick_ratio": 0.8165777595404186, "fcf_to_ebitda": 0.013709361535448493, "capex_to_revenue": 0.19238005644402634, "working_capital_to_revenue": 0.03057384760112888, "capital_efficiency": 0.061708501180953126, "financial_health": -1.2469344717999495, "margin_quality": 0.12792855485966134, "growth_momentum": 0.3965545838359469, "company_age_years": 46.99520876112252, "ebitda": 2553000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 10.854190166305134, "revenue_cagr_3y": -0.062714307773994, "revenue_cagr_5y": 0.07548364770410165, "earnings_cagr_3y": 0.07056768578629002, "quarterly_revenue_growth_yoy": 0.26110678098207324, "quarterly_earnings_growth_yoy": 0.6194331983805668, "revenue_growth_qoq": 0.12595685455810718, "gross_margin": 0.29140914709517923, "operating_margin": 0.180778739184178, "net_margin": 0.12360939431396786, "roa_ttm": 0.03175837506609848, "roe_ttm": 0.1110506852294975, "debt_to_ebitda": 4.27584960231381, "net_debt_to_ebitda": 4.246203904555315, "interest_coverage": 22.128, "debt_to_equity": 1.2863824233195562, "current_ratio": 1.3996728462377317, "quick_ratio": 1.0507088331515813, "fcf_to_ebitda": -0.018076644974692697, "capex_to_revenue": 0.19256637168141594, "working_capital_to_revenue": 0.06486725663716814, "capital_efficiency": 0.07140453014779799, "financial_health": -1.2760006054038424, "margin_quality": 0.19859909353110838, "growth_momentum": 0.44026998968132003, "company_age_years": 47.24161533196441, "ebitda": 2766000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 11.367899641577061, "revenue_cagr_3y": 0.07735569813138765, "revenue_cagr_5y": 0.08181778581483123, "earnings_cagr_3y": 0.20064068351734177, "quarterly_revenue_growth_yoy": 0.10826502732240437, "quarterly_earnings_growth_yoy": -0.20118343195266272, "revenue_growth_qoq": 0.13660245183887915, "gross_margin": 0.24314329738058552, "operating_margin": 0.1337442218798151, "net_margin": 0.08320493066255778, "roa_ttm": 0.029572737443681777, "roe_ttm": 0.10434225968206551, "debt_to_ebitda": 4.5025089605734765, "net_debt_to_ebitda": 4.479928315412186, "interest_coverage": 19.10958904109589, "debt_to_equity": 1.3402325829510295, "current_ratio": 1.0835257890685142, "quick_ratio": 0.7694380292532718, "fcf_to_ebitda": -0.14623655913978495, "capex_to_revenue": 0.1863226863226863, "working_capital_to_revenue": 0.01777231777231777, "capital_efficiency": 0.06695749856287364, "financial_health": -1.2563901106659803, "margin_quality": 0.1533641499743195, "growth_momentum": -0.04645920231512918, "company_age_years": 47.742642026009584, "ebitda": 2790000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 11.370950613389414, "revenue_cagr_3y": 0.020478774955617896, "revenue_cagr_5y": 0.0719539272921832, "earnings_cagr_3y": -0.013560995734953285, "quarterly_revenue_growth_yoy": 0.1381350034794711, "quarterly_earnings_growth_yoy": 1.1908396946564885, "revenue_growth_qoq": 0.008012326656394453, "gross_margin": 0.23112198104555182, "operating_margin": 0.10883521858758789, "net_margin": 0.08774075206358911, "roa_ttm": 0.03358308407616904, "roe_ttm": 0.11921783010933558, "debt_to_ebitda": 4.526463371889239, "net_debt_to_ebitda": 4.503329828250964, "interest_coverage": 21.613636363636363, "debt_to_equity": 1.3576534903280066, "current_ratio": 1.0956614509246088, "quick_ratio": 0.8186344238975818, "fcf_to_ebitda": -0.046617595513494564, "capex_to_revenue": 0.17847227730625842, "working_capital_to_revenue": 0.021337352264614896, "capital_efficiency": 0.07640045709275231, "financial_health": -1.2789537552937544, "margin_quality": 0.1425659838989096, "growth_momentum": 0.6644873490679798, "company_age_years": 47.99452429842574, "ebitda": 2853000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 11.22918149466192, "revenue_cagr_3y": 0.0794269292805696, "revenue_cagr_5y": 0.08326219164119819, "earnings_cagr_3y": 0.09761032816438786, "quarterly_revenue_growth_yoy": 0.15976514215080345, "quarterly_earnings_growth_yoy": -0.0975, "revenue_growth_qoq": 0.14735554876184653, "gross_margin": 0.2379429789501732, "operating_margin": 0.1342925659472422, "net_margin": 0.09618971489475087, "roa_ttm": 0.03235719984634024, "roe_ttm": 0.11074029126213593, "debt_to_ebitda": 4.6, "net_debt_to_ebitda": 4.5416370106761565, "interest_coverage": 20.814814814814813, "debt_to_equity": 1.3072411003236246, "current_ratio": 1.163715072805982, "quick_ratio": 0.9287682014954742, "fcf_to_ebitda": -0.019217081850533807, "capex_to_revenue": 0.16930813776287718, "working_capital_to_revenue": 0.03169765315452606, "capital_efficiency": 0.07154874555423808, "financial_health": -1.2274555874468736, "margin_quality": 0.1561417532640554, "growth_momentum": 0.031132571075401724, "company_age_years": 48.24093086926762, "ebitda": 2810000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 11.153957977606717, "revenue_cagr_3y": 0.11678316506545783, "revenue_cagr_5y": 0.07261513843319811, "earnings_cagr_3y": 0.290020028698843, "quarterly_revenue_growth_yoy": 0.10647985989492119, "quarterly_earnings_growth_yoy": 0.3220338983050847, "revenue_growth_qoq": -0.15827338129496402, "gross_margin": 0.22127255460588793, "operating_margin": 0.1041468819246597, "net_margin": 0.07407407407407407, "roa_ttm": 0.03355665598601806, "roe_ttm": 0.11702559934985778, "debt_to_ebitda": 4.6130160951714485, "net_debt_to_ebitda": 4.590972708187544, "interest_coverage": 21.17037037037037, "debt_to_equity": 1.3392929703372614, "current_ratio": 1.1584633853541417, "quick_ratio": 0.8883553421368547, "fcf_to_ebitda": -0.0013995801259622112, "capex_to_revenue": 0.1765713434614239, "working_capital_to_revenue": 0.029490616621983913, "capital_efficiency": 0.07529112766793791, "financial_health": -1.2887987590389096, "margin_quality": 0.13316450353487388, "growth_momentum": 0.21425687910000296, "company_age_years": 48.49007529089665, "ebitda": 2858000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 11.533078248879697, "revenue_cagr_3y": 0.10967653366848928, "revenue_cagr_5y": 0.08261785854951031, "earnings_cagr_3y": 0.08019011242033658, "quarterly_revenue_growth_yoy": 0.09399075500770417, "quarterly_earnings_growth_yoy": 0.23703703703703705, "revenue_growth_qoq": 0.12377334599556822, "gross_margin": 0.2284507042253521, "operating_margin": 0.12084507042253521, "net_margin": 0.09408450704225352, "roa_ttm": 0.03445540065737278, "roe_ttm": 0.11913392769667874, "debt_to_ebitda": 4.72182006204757, "net_debt_to_ebitda": 4.692864529472596, "interest_coverage": 20.429577464788732, "debt_to_equity": 1.3420201822278828, "current_ratio": 1.4657534246575343, "quick_ratio": 1.103448275862069, "fcf_to_ebitda": 0.0541192692175112, "capex_to_revenue": 0.17891210951722128, "working_capital_to_revenue": 0.07179785917133912, "capital_efficiency": 0.07679466417702577, "financial_health": -1.3319982249782445, "margin_quality": 0.14779342723004693, "growth_momentum": 0.1655138960223706, "company_age_years": 48.7419575633128, "ebitda": 2901000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 11.772438771990341, "revenue_cagr_3y": 0.14670532030843342, "revenue_cagr_5y": 0.08163122352352081, "earnings_cagr_3y": 0.3365374330300943, "quarterly_revenue_growth_yoy": 0.1464383980434118, "quarterly_earnings_growth_yoy": -0.3344947735191638, "revenue_growth_qoq": 0.056338028169014086, "gross_margin": 0.1992, "operating_margin": 0.08853333333333334, "net_margin": 0.05093333333333333, "roa_ttm": 0.030864197530864196, "roe_ttm": 0.10940705284751392, "debt_to_ebitda": 4.910313901345291, "net_debt_to_ebitda": 4.88582269748189, "interest_coverage": 19.72108843537415, "debt_to_equity": 1.3905441047181792, "current_ratio": 0.7345651194231636, "quick_ratio": 0.5518251464623705, "fcf_to_ebitda": -0.011383235598482234, "capex_to_revenue": 0.1908950182943991, "working_capital_to_revenue": -0.08288770053475936, "capital_efficiency": 0.07013562518918906, "financial_health": -1.1826678320152766, "margin_quality": 0.11288888888888889, "growth_momentum": -0.094028187737876, "company_age_years": 48.993839835728956, "ebitda": 2899000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 12.46247478143914, "revenue_cagr_3y": 0.11049097926539497, "revenue_cagr_5y": -0.02212838172681242, "earnings_cagr_3y": 0.1753010923276881, "quarterly_revenue_growth_yoy": -0.06368238742339462, "quarterly_earnings_growth_yoy": 0.11080332409972299, "revenue_growth_qoq": -0.06293333333333333, "gross_margin": 0.27205463858850315, "operating_margin": 0.15424018212862833, "net_margin": 0.114114968696642, "roa_ttm": 0.031838392710105946, "roe_ttm": 0.11000474158368895, "debt_to_ebitda": 4.863483523873571, "net_debt_to_ebitda": 4.844653665097511, "interest_coverage": 19.56578947368421, "debt_to_equity": 1.3716453295400663, "current_ratio": 0.7787222374554428, "quick_ratio": 0.6131066630106937, "fcf_to_ebitda": -0.08742434431741762, "capex_to_revenue": 0.20425105560724255, "working_capital_to_revenue": -0.057754240320618336, "capital_efficiency": 0.07092156714689744, "financial_health": -1.2100324383460723, "margin_quality": 0.18013659647125782, "growth_momentum": 0.023560468338164185, "company_age_years": 49.24024640657084, "ebitda": 2974000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 13.007579939414338, "revenue_cagr_3y": 0.08484626001316409, "revenue_cagr_5y": 0.013703739792310987, "earnings_cagr_3y": 0.0618812034558871, "quarterly_revenue_growth_yoy": -0.08578664134219689, "quarterly_earnings_growth_yoy": -0.2222222222222222, "revenue_growth_qoq": -0.17814456459874786, "gross_margin": 0.2458448753462604, "operating_margin": 0.1038781163434903, "net_margin": 0.06301939058171745, "roa_ttm": 0.030067026674988468, "roe_ttm": 0.10657945363601386, "debt_to_ebitda": 5.083810164927634, "net_debt_to_ebitda": 5.062941770447661, "interest_coverage": 19.292207792207794, "debt_to_equity": 1.452866487110427, "current_ratio": 0.746031746031746, "quick_ratio": 0.536672140120416, "fcf_to_ebitda": -0.1137664086166274, "capex_to_revenue": 0.21544300102174865, "working_capital_to_revenue": -0.06772733907458765, "capital_efficiency": 0.06832324015550116, "financial_health": -1.303531092719515, "margin_quality": 0.13758079409048937, "growth_momentum": -0.15400443178220954, "company_age_years": 49.489390828199866, "ebitda": 2971000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 13.248969225700165, "revenue_cagr_3y": 0.02128769842055589, "revenue_cagr_5y": 0.03747013192424009, "earnings_cagr_3y": -0.019100166250298534, "quarterly_revenue_growth_yoy": -0.12140845070422535, "quarterly_earnings_growth_yoy": -0.04491017964071856, "revenue_growth_qoq": 0.07998614958448753, "gross_margin": 0.2802180185957038, "operating_margin": 0.14427701186277653, "net_margin": 0.1022763706316127, "roa_ttm": 0.028504368235754335, "roe_ttm": 0.10176908752327747, "debt_to_ebitda": 5.213179571663921, "net_debt_to_ebitda": 5.188138385502471, "interest_coverage": 18.734567901234566, "debt_to_equity": 1.4731843575418995, "current_ratio": 0.7723156532988357, "quick_ratio": 0.5637774902975421, "fcf_to_ebitda": -0.18418451400329489, "capex_to_revenue": 0.23306457689699345, "working_capital_to_revenue": -0.06630999924647728, "capital_efficiency": 0.06513672787951591, "financial_health": -1.288334568080203, "margin_quality": 0.175590467030031, "growth_momentum": -0.08315931517247195, "company_age_years": 49.74127310061601, "ebitda": 3035000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 12.828671003717472, "revenue_cagr_3y": 0.030819565975763963, "revenue_cagr_5y": 0.004507587775396615, "earnings_cagr_3y": 0.26788536409933705, "quarterly_revenue_growth_yoy": -0.16053333333333333, "quarterly_earnings_growth_yoy": 0.39790575916230364, "revenue_growth_qoq": 0.009297851875601153, "gross_margin": 0.2728716645489199, "operating_margin": 0.1318297331639136, "net_margin": 0.08481575603557814, "roa_ttm": 0.02791175206532639, "roe_ttm": 0.1001542152159013, "debt_to_ebitda": 5.41449814126394, "net_debt_to_ebitda": 5.385687732342007, "interest_coverage": 18.658959537572255, "debt_to_equity": 1.497429746401645, "current_ratio": 0.7720790592944708, "quick_ratio": 0.582186639979985, "fcf_to_ebitda": -0.10780669144981413, "capex_to_revenue": 0.23656168600520958, "working_capital_to_revenue": -0.07190780645670534, "capital_efficiency": 0.06403298364061384, "financial_health": -1.3630125119959895, "margin_quality": 0.1631723845828039, "growth_momentum": 0.11868621291448515, "company_age_years": 49.99315537303217, "ebitda": 3228000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 14.182964307944934, "revenue_cagr_3y": 0.0017294032417947136, "revenue_cagr_5y": 0.057428970677598334, "earnings_cagr_3y": -0.014136171971149136, "quarterly_revenue_growth_yoy": 0.044472681067344345, "quarterly_earnings_growth_yoy": 0.0299625468164794, "revenue_growth_qoq": 0.06753246753246753, "gross_margin": 0.28862530413625304, "operating_margin": 0.14142335766423358, "net_margin": 0.08363746958637469, "roa_ttm": 0.03006857745735889, "roe_ttm": 0.11010060362173038, "debt_to_ebitda": 5.5418677263695715, "net_debt_to_ebitda": 5.407891001986943, "interest_coverage": 18.73936170212766, "debt_to_equity": 1.571348088531187, "current_ratio": 1.2998885172798216, "quick_ratio": 1.0367892976588629, "fcf_to_ebitda": -0.04541583877377235, "capex_to_revenue": 0.3221414850079345, "working_capital_to_revenue": 0.06740165372087197, "capital_efficiency": 0.07008459053954463, "financial_health": -1.5188809947782351, "margin_quality": 0.17122871046228708, "growth_momentum": 0.03721761394191187, "company_age_years": 50.99520876112252, "ebitda": 3523000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 13.033205351948807, "revenue_cagr_3y": -0.015516174029835628, "revenue_cagr_5y": 0.06893065934224385, "earnings_cagr_3y": 0.03219345661483697, "quarterly_revenue_growth_yoy": 0.18497683653209795, "quarterly_earnings_growth_yoy": 0.1676470588235294, "revenue_growth_qoq": 0.08911192214111922, "gross_margin": 0.24434515498464116, "operating_margin": 0.12091594526668528, "net_margin": 0.1108628874616029, "roa_ttm": 0.030514572046510632, "roe_ttm": 0.11352772466539197, "debt_to_ebitda": 5.976439790575916, "net_debt_to_ebitda": 5.520360674810936, "interest_coverage": 22.18064516129032, "debt_to_equity": 1.6369502868068833, "current_ratio": 1.686319845857418, "quick_ratio": 1.4304431599229288, "fcf_to_ebitda": 0.10325770796974985, "capex_to_revenue": 0.26635812320459623, "working_capital_to_revenue": 0.1421161825726141, "capital_efficiency": 0.0720211483559513, "financial_health": -1.5592371580815811, "margin_quality": 0.15870799590430976, "growth_momentum": 0.17631194767781366, "company_age_years": 51.24161533196441, "ebitda": 3438000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 13.483835946924005, "revenue_cagr_3y": -0.014778910323031802, "revenue_cagr_5y": 0.05957480992674258, "earnings_cagr_3y": -0.08543960322564237, "quarterly_revenue_growth_yoy": 0.16957026713124274, "quarterly_earnings_growth_yoy": -0.35379061371841153, "revenue_growth_qoq": -0.15638089919017034, "gross_margin": 0.2370076133730553, "operating_margin": 0.08010592519033433, "net_margin": 0.05925190334326382, "roa_ttm": 0.026734628092513497, "roe_ttm": 0.10720633381806431, "debt_to_ebitda": 6.941495778045838, "net_debt_to_ebitda": 5.901688781664657, "interest_coverage": 19.97590361445783, "debt_to_equity": 1.8595895944417515, "current_ratio": 1.7131388814557131, "quick_ratio": 1.508161626973508, "fcf_to_ebitda": 0.06755126658624849, "capex_to_revenue": 0.2858905165767155, "working_capital_to_revenue": 0.20547417116422514, "capital_efficiency": 0.0669704809552889, "financial_health": -1.697378690985742, "margin_quality": 0.12545514730221782, "growth_momentum": -0.0921101732935844, "company_age_years": 51.49075975359343, "ebitda": 3316000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 13.661351445489377, "revenue_cagr_3y": 0.015258938276517364, "revenue_cagr_5y": 0.048763463534996276, "earnings_cagr_3y": -0.578564437294074, "quarterly_revenue_growth_yoy": 0.20616883116883117, "quarterly_earnings_growth_yoy": -0.9474789915966386, "revenue_growth_qoq": 0.22972525653757034, "gross_margin": 0.2306864064602961, "operating_margin": 0.10901749663526245, "net_margin": 0.006729475100942127, "roa_ttm": 0.02221376949410422, "roe_ttm": 0.1022528306291584, "debt_to_ebitda": 6.131661442006269, "net_debt_to_ebitda": 6.112852664576803, "interest_coverage": 18.403846153846153, "debt_to_equity": 2.0548616785339093, "current_ratio": 1.017768715409263, "quick_ratio": 0.7512379842703175, "fcf_to_ebitda": -0.13270637408568442, "capex_to_revenue": 0.2696802646085998, "working_capital_to_revenue": 0.004483645718485851, "capital_efficiency": 0.06223330006163131, "financial_health": -1.971900180631554, "margin_quality": 0.11547779273216689, "growth_momentum": -0.3706550802139037, "company_age_years": 51.742642026009584, "ebitda": 2871000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 14.96898873329509, "revenue_cagr_3y": 0.07410598105475885, "revenue_cagr_5y": 0.10087290211483801, "earnings_cagr_3y": 0.17011717258281434, "quarterly_revenue_growth_yoy": 0.41332116788321166, "quarterly_earnings_growth_yoy": 0.11272727272727273, "revenue_growth_qoq": 0.2508748317631225, "gross_margin": 0.19109102646868947, "operating_margin": 0.08930492791047988, "net_margin": 0.065848934796643, "roa_ttm": 0.022835418817190766, "roe_ttm": 0.104192992533027, "debt_to_ebitda": 6.517389745428469, "net_debt_to_ebitda": 6.507350304768734, "interest_coverage": 18.22875816993464, "debt_to_equity": 2.088110281447444, "current_ratio": 0.5226914591868894, "quick_ratio": 0.38748818153167347, "fcf_to_ebitda": -0.2527787737540337, "capex_to_revenue": 0.252071638599305, "working_capital_to_revenue": -0.20241913926757552, "capital_efficiency": 0.06351420567510888, "financial_health": -1.6685655818859249, "margin_quality": 0.11541496305860412, "growth_momentum": 0.2630242203052422, "company_age_years": 51.99452429842574, "ebitda": 2789000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 13.018525723654838, "revenue_cagr_3y": 0.12448012750288284, "revenue_cagr_5y": 0.06473592256216087, "earnings_cagr_3y": -0.0025031393801506763, "quarterly_revenue_growth_yoy": -0.036797934151065206, "quarterly_earnings_growth_yoy": -0.13398692810457516, "revenue_growth_qoq": -0.14759093505998858, "gross_margin": 0.21090259159964253, "operating_margin": 0.1032171581769437, "net_margin": 0.059204647006255585, "roa_ttm": 0.025373099360401098, "roe_ttm": 0.10416466288352409, "debt_to_ebitda": 5.81164695177434, "net_debt_to_ebitda": 5.801637852593267, "interest_coverage": 17.444444444444443, "debt_to_equity": 1.842935462152544, "current_ratio": 0.8080417552677364, "quick_ratio": 0.6259423931954379, "fcf_to_ebitda": -0.4249317561419472, "capex_to_revenue": 0.1756812981069274, "working_capital_to_revenue": -0.051643436654878305, "capital_efficiency": 0.0647688811219626, "financial_health": -1.6210408432715513, "margin_quality": 0.12444146559428061, "growth_momentum": -0.08539243112782019, "company_age_years": 52.993839835728956, "ebitda": 3297000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 11.351136972936954, "revenue_cagr_3y": -0.023130203131895066, "revenue_cagr_5y": -0.016488038581993547, "earnings_cagr_3y": 0.17407024480296585, "quarterly_revenue_growth_yoy": -0.07317510854521822, "quarterly_earnings_growth_yoy": 1.5404513577070393, "revenue_growth_qoq": 0.26888297634739755, "gross_margin": 0.4416144510374266, "operating_margin": 0.24708268273816744, "net_margin": 0.12422620645866184, "roa_ttm": 0.0269181391725001, "roe_ttm": 0.1276209243721014, "debt_to_ebitda": 4.129686854222251, "net_debt_to_ebitda": 3.7708823769945186, "interest_coverage": 21.794084751338257, "debt_to_equity": 1.4944797241292187, "current_ratio": 1.2573444693368314, "quick_ratio": 0.9365854449935062, "fcf_to_ebitda": -0.23919923421907854, "capex_to_revenue": 0.3797571186776316, "working_capital_to_revenue": 0.0829738343527337, "capital_efficiency": 0.07726953177230075, "financial_health": -1.3492751957441014, "margin_quality": 0.27097444674475196, "growth_momentum": 0.7336381245809106, "company_age_years": 44.33127994524298, "ebitda": 3643862000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 11.86388549678741, "revenue_cagr_3y": -0.022918858515927676, "revenue_cagr_5y": 0.00866512491353788, "earnings_cagr_3y": -0.2362923698835162, "quarterly_revenue_growth_yoy": 0.052318020999374916, "quarterly_earnings_growth_yoy": 0.6071787422068882, "revenue_growth_qoq": 0.03812572770114088, "gross_margin": 0.3884960466334616, "operating_margin": 0.1232300530015812, "net_margin": 0.04873964758372337, "roa_ttm": 0.009838303650315848, "roe_ttm": 0.0583289435422924, "debt_to_ebitda": 4.65140536394269, "net_debt_to_ebitda": 4.333835048331117, "interest_coverage": 22.376262834643814, "debt_to_equity": 2.2142084275712066, "current_ratio": 0.6986361843432953, "quick_ratio": 0.5188846157374282, "fcf_to_ebitda": -0.3685637534533516, "capex_to_revenue": 0.3613485896043356, "working_capital_to_revenue": -0.1406736400240359, "capital_efficiency": 0.034083623596304125, "financial_health": -1.9295787987549051, "margin_quality": 0.18682191573958873, "growth_momentum": 0.3297483816031315, "company_age_years": 45.828884325804246, "ebitda": 3796312000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 12.61792956590283, "revenue_cagr_3y": -0.00549235606831, "revenue_cagr_5y": -0.005124027100927631, "earnings_cagr_3y": 0.1813931149654966, "quarterly_revenue_growth_yoy": 0.019178553015982126, "quarterly_earnings_growth_yoy": -0.40129829577334225, "revenue_growth_qoq": -0.020232528513543728, "gross_margin": 0.341157536992697, "operating_margin": 0.034321803677349494, "net_margin": 0.09196034128081476, "roa_ttm": 0.006313571510900202, "roe_ttm": 0.03747839970801977, "debt_to_ebitda": 4.834588259242356, "net_debt_to_ebitda": 4.614573706865983, "interest_coverage": 20.79552593359828, "debt_to_equity": 2.2262668525281706, "current_ratio": 0.5671387353774578, "quick_ratio": 0.41844808300544617, "fcf_to_ebitda": -0.3151255386084615, "capex_to_revenue": 0.3594889363562959, "working_capital_to_revenue": -0.23957311660155786, "capital_efficiency": 0.021895985609459986, "financial_health": -1.8349437614008075, "margin_quality": 0.15581322731695377, "growth_momentum": -0.19105987137868005, "company_age_years": 46.078028747433265, "ebitda": 3694242000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 13.587235395114437, "revenue_cagr_3y": -0.026910549206341283, "revenue_cagr_5y": -0.023198138095297027, "earnings_cagr_3y": -0.03785168601878852, "quarterly_revenue_growth_yoy": -0.09504918781685907, "quarterly_earnings_growth_yoy": 0.5443144520014889, "revenue_growth_qoq": -0.005929105352345253, "gross_margin": 0.4470624853903451, "operating_margin": 0.1820760879115778, "net_margin": 0.1513241113599703, "roa_ttm": 0.02321118692441767, "roe_ttm": 0.11880619851087494, "debt_to_ebitda": 5.004235349722847, "net_debt_to_ebitda": 4.785784992192263, "interest_coverage": 20.92433644750215, "debt_to_equity": 2.0554015600248148, "current_ratio": 0.5799629523107062, "quick_ratio": 0.4105180904661472, "fcf_to_ebitda": -0.3720291311356468, "capex_to_revenue": 0.46012170243213346, "working_capital_to_revenue": -0.24599659020221304, "capital_efficiency": 0.0710086927176463, "financial_health": -1.7356240444532758, "margin_quality": 0.26015422822063106, "growth_momentum": 0.2246326320923149, "company_age_years": 48.07939767282683, "ebitda": 4282291000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 13.605115134236964, "revenue_cagr_3y": 0.01458819145228496, "revenue_cagr_5y": 0.017392032196951623, "earnings_cagr_3y": 0.3670098206116199, "quarterly_revenue_growth_yoy": 0.1720758955149167, "quarterly_earnings_growth_yoy": 1.7507015750969228, "revenue_growth_qoq": 0.2003024343688307, "gross_margin": 0.4265311416678208, "operating_margin": 0.17856798875718055, "net_margin": 0.11921416966449408, "roa_ttm": 0.027655882047932807, "roe_ttm": 0.14727049835638462, "debt_to_ebitda": 5.471132514750439, "net_debt_to_ebitda": 5.1006108541965665, "interest_coverage": 23.531192307115017, "debt_to_equity": 2.335635193628567, "current_ratio": 1.0613151071853004, "quick_ratio": 0.8133429641486325, "fcf_to_ebitda": -0.7701193855312816, "capex_to_revenue": 0.5320622962323247, "working_capital_to_revenue": 0.02626913404286937, "capital_efficiency": 0.08746319020215872, "financial_health": -2.1555617483404292, "margin_quality": 0.24143776669649844, "growth_momentum": 0.9613887353059197, "company_age_years": 48.82956878850103, "ebitda": 4703250000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 14.104846856532465, "revenue_cagr_3y": 0.05659017108279363, "revenue_cagr_5y": 0.012944249419930332, "earnings_cagr_3y": 0.023979888453738774, "quarterly_revenue_growth_yoy": -0.16174913024167087, "quarterly_earnings_growth_yoy": 1.4546439328002605, "revenue_growth_qoq": -0.04529699009647243, "gross_margin": 0.4782436984061284, "operating_margin": 0.2656079037928677, "net_margin": 0.13774083581808458, "roa_ttm": 0.022737941186695244, "roe_ttm": 0.1025791516035351, "debt_to_ebitda": 5.707966303490384, "net_debt_to_ebitda": 5.4580584750781, "interest_coverage": 19.050377090740948, "debt_to_equity": 2.060812645339987, "current_ratio": 0.7978896437885481, "quick_ratio": 0.5430367052625601, "fcf_to_ebitda": -0.27306392586098305, "capex_to_revenue": 0.36795565466804825, "working_capital_to_revenue": -0.08925140033938521, "capital_efficiency": 0.06265854639511517, "financial_health": -1.8173921836547264, "margin_quality": 0.29386414600569355, "growth_momentum": 0.6464474012792948, "company_age_years": 51.07734428473648, "ebitda": 4779130000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 13.156474604688734, "revenue_cagr_3y": 0.07384924549560701, "revenue_cagr_5y": 0.029814782162738807, "earnings_cagr_3y": 0.08405356571277611, "quarterly_revenue_growth_yoy": -0.14770084494555677, "quarterly_earnings_growth_yoy": 0.20477727287445896, "revenue_growth_qoq": 0.2633482617516495, "gross_margin": 0.4972393438282397, "operating_margin": 0.3180019479786245, "net_margin": 0.186263357587577, "roa_ttm": 0.024304324006876255, "roe_ttm": 0.10748876599645853, "debt_to_ebitda": 5.549383752377954, "net_debt_to_ebitda": 5.243084106065575, "interest_coverage": 19.424144910174952, "debt_to_equity": 2.011070324964423, "current_ratio": 0.9112565681352344, "quick_ratio": 0.6472093247515854, "fcf_to_ebitda": -0.17691173005828822, "capex_to_revenue": 0.3847804512399935, "working_capital_to_revenue": -0.04088449195426238, "capital_efficiency": 0.06589654500166739, "financial_health": -1.7759751070988858, "margin_quality": 0.3338348831314804, "growth_momentum": 0.028538213964451095, "company_age_years": 51.32922655715264, "ebitda": 4961723000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 12.164368153634808, "revenue_cagr_3y": 0.0024243986306402565, "revenue_cagr_5y": 0.021773762316046108, "earnings_cagr_3y": 0.03428095451503532, "quarterly_revenue_growth_yoy": 0.00642247793878828, "quarterly_earnings_growth_yoy": -0.7101572017760077, "revenue_growth_qoq": -0.1908456522380573, "gross_margin": 0.45746844351740595, "operating_margin": 0.2441796226167403, "net_margin": 0.10445482905803695, "roa_ttm": 0.016367780154823815, "roe_ttm": 0.07014190442854736, "debt_to_ebitda": 5.741755587556906, "net_debt_to_ebitda": 5.571064209476525, "interest_coverage": 16.850428236868517, "debt_to_equity": 1.9127628794354725, "current_ratio": 0.7193929606382681, "quick_ratio": 0.4252589208672767, "fcf_to_ebitda": -0.29408768983318684, "capex_to_revenue": 0.5025155196031399, "working_capital_to_revenue": -0.14434765055848012, "capital_efficiency": 0.04325484229168559, "financial_health": -1.7470105156456481, "margin_quality": 0.26870096506406105, "growth_momentum": -0.35186736191860973, "company_age_years": 52.58316221765914, "ebitda": 5036593000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 12.879530144353241, "revenue_cagr_3y": 0.060496690775574624, "revenue_cagr_5y": 0.01657823273654424, "earnings_cagr_3y": 0.5802181435100042, "quarterly_revenue_growth_yoy": 0.08096353295416528, "quarterly_earnings_growth_yoy": 0.013888888888888888, "revenue_growth_qoq": 0.0169971671388102, "gross_margin": 0.6109563602599815, "operating_margin": 0.1705354379449087, "net_margin": 0.09037449705973383, "roa_ttm": 0.008821188063426494, "roe_ttm": 0.03998829610845606, "debt_to_ebitda": 6.432493631474667, "net_debt_to_ebitda": 6.38239456552505, "interest_coverage": 14.599173553719009, "debt_to_equity": 2.2165219935628597, "current_ratio": 0.6775675675675675, "quick_ratio": 0.5540540540540541, "fcf_to_ebitda": -0.196433625813756, "capex_to_revenue": 0.2291158176521534, "working_capital_to_revenue": -0.09392961184158728, "capital_efficiency": 0.02440474208594128, "financial_health": -2.1539992995518427, "margin_quality": 0.2906220984215413, "growth_momentum": 0.04742621092152709, "company_age_years": 25.385352498288842, "ebitda": 3533000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 12.255475305363781, "revenue_cagr_3y": 0.0602655029723429, "revenue_cagr_5y": 0.021401421175525348, "earnings_cagr_3y": -0.08721226839097518, "quarterly_revenue_growth_yoy": 0.0667139815471966, "quarterly_earnings_growth_yoy": 0.25668449197860965, "revenue_growth_qoq": -0.06963788300835655, "gross_margin": 0.6560212907518297, "operating_margin": 0.16001330671989356, "net_margin": 0.07817697937458416, "roa_ttm": 0.009731222777010518, "roe_ttm": 0.04357754519505233, "debt_to_ebitda": 6.3749336165693045, "net_debt_to_ebitda": 6.329527349973446, "interest_coverage": 14.826771653543307, "debt_to_equity": 2.28430066603235, "current_ratio": 0.5989395034948181, "quick_ratio": 0.49072065557965777, "fcf_to_ebitda": -0.4952203929899097, "capex_to_revenue": 0.23679106214601597, "working_capital_to_revenue": -0.12910233532469548, "capital_efficiency": 0.026654383986031423, "financial_health": -2.1520280018433118, "margin_quality": 0.2980705256154358, "growth_momentum": 0.16169923676290313, "company_age_years": 25.634496919917865, "ebitda": 3766000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 11.831849259757739, "revenue_cagr_3y": 0.04886395897706719, "revenue_cagr_5y": 0.026201481461673337, "earnings_cagr_3y": -0.04133240806151339, "quarterly_revenue_growth_yoy": 0.0034532374100719426, "quarterly_earnings_growth_yoy": 0.19760479041916168, "revenue_growth_qoq": 0.16001330671989356, "gross_margin": 0.6211643246343562, "operating_margin": 0.19099512474906796, "net_margin": 0.11471178663607685, "roa_ttm": 0.011038318131069496, "roe_ttm": 0.05002864235249189, "debt_to_ebitda": 6.58250336473755, "net_debt_to_ebitda": 6.550740242261104, "interest_coverage": 14.125475285171103, "debt_to_equity": 2.3347336261218254, "current_ratio": 0.5254378648874062, "quick_ratio": 0.4251459549624687, "fcf_to_ebitda": -0.527321668909825, "capex_to_revenue": 0.25067824199674443, "working_capital_to_revenue": -0.17642043252461048, "capital_efficiency": 0.03053348024178069, "financial_health": -2.1821619709355975, "margin_quality": 0.308957078673167, "growth_momentum": 0.10052901391461681, "company_age_years": 25.88637919233402, "ebitda": 3715000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 12.146338621086668, "revenue_cagr_3y": 0.07435073105751377, "revenue_cagr_5y": 0.030286206415338857, "earnings_cagr_3y": -0.10241780808528778, "quarterly_revenue_growth_yoy": -0.009757632987094743, "quarterly_earnings_growth_yoy": 1.43424317617866, "revenue_growth_qoq": -0.09779179810725552, "gross_margin": 0.6713286713286714, "operating_margin": 0.18054672600127145, "net_margin": 0.05562619198982836, "roa_ttm": 0.022597248139110463, "roe_ttm": 0.10558589633036312, "debt_to_ebitda": 6.602173336867215, "net_debt_to_ebitda": 6.565862708719852, "interest_coverage": 14.078358208955224, "debt_to_equity": 2.3867011593369742, "current_ratio": 0.47679168213887857, "quick_ratio": 0.3817304121797252, "fcf_to_ebitda": -0.521865889212828, "capex_to_revenue": 0.2607614607614608, "working_capital_to_revenue": -0.21895881895881897, "capital_efficiency": 0.0640915722347368, "financial_health": -2.1898706120919256, "margin_quality": 0.30250052977325703, "growth_momentum": 0.7122427715957826, "company_age_years": 26.138261464750173, "ebitda": 3773000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 12.043223597577034, "revenue_cagr_3y": 0.06436671355473766, "revenue_cagr_5y": 0.02657577669490996, "earnings_cagr_3y": -0.08933515533838765, "quarterly_revenue_growth_yoy": 0.017332095326524296, "quarterly_earnings_growth_yoy": -0.13356164383561644, "revenue_growth_qoq": 0.044818817546090274, "gross_margin": 0.6528749619714025, "operating_margin": 0.18618801338606633, "net_margin": 0.07696988135077579, "roa_ttm": 0.020721651494181172, "roe_ttm": 0.0857465515850609, "debt_to_ebitda": 6.456412957598104, "net_debt_to_ebitda": 6.222544113774032, "interest_coverage": 13.807272727272727, "debt_to_equity": 1.9774945551343066, "current_ratio": 0.6476964769647696, "quick_ratio": 0.5619320899091343, "fcf_to_ebitda": -0.5367395312088491, "capex_to_revenue": 0.2705399969054619, "working_capital_to_revenue": -0.17097323224508743, "capital_efficiency": 0.05323410153962104, "financial_health": -1.7292413061080958, "margin_quality": 0.30534428556941484, "growth_momentum": -0.05811477425454607, "company_age_years": 26.38740588637919, "ebitda": 3797000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 12.25208211143695, "revenue_cagr_3y": 0.07749116743368778, "revenue_cagr_5y": 0.054466146638031177, "earnings_cagr_3y": -0.08111427081975175, "quarterly_revenue_growth_yoy": 0.09115103127079174, "quarterly_earnings_growth_yoy": -0.8085106382978723, "revenue_growth_qoq": -0.0021296014602981443, "gross_margin": 0.6935975609756098, "operating_margin": 0.12896341463414634, "net_margin": 0.013719512195121951, "roa_ttm": 0.017110601517022404, "roe_ttm": 0.06998556998556998, "debt_to_ebitda": 6.385230605171954, "net_debt_to_ebitda": 6.369234870701146, "interest_coverage": 14.65234375, "debt_to_equity": 1.9200737534070866, "current_ratio": 0.5125865324103209, "quick_ratio": 0.42825676526117057, "fcf_to_ebitda": -0.26606238336443616, "capex_to_revenue": 0.278030303030303, "working_capital_to_revenue": -0.2346969696969697, "capital_efficiency": 0.04354808575129619, "financial_health": -1.6687775169282784, "margin_quality": 0.278760162601626, "growth_momentum": -0.3586798035135403, "company_age_years": 26.636550308008214, "ebitda": 3751000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 12.168356164383562, "revenue_cagr_3y": 0.06078438792202112, "revenue_cagr_5y": 0.047061392260224544, "earnings_cagr_3y": -0.03273751528822022, "quarterly_revenue_growth_yoy": 0.0694006309148265, "quarterly_earnings_growth_yoy": 0.0475, "revenue_growth_qoq": 0.13689024390243903, "gross_margin": 0.6714936980423706, "operating_margin": 0.19495843389648698, "net_margin": 0.11236256368999732, "roa_ttm": 0.017574276932776422, "roe_ttm": 0.07177919047235858, "debt_to_ebitda": 5.904109589041096, "net_debt_to_ebitda": 5.794769613947696, "interest_coverage": 16.6597510373444, "debt_to_equity": 1.9075400337973767, "current_ratio": 0.5605700712589073, "quick_ratio": 0.4626347524209757, "fcf_to_ebitda": -0.2542963885429639, "capex_to_revenue": 0.2846302633536676, "working_capital_to_revenue": -0.17891682785299806, "capital_efficiency": 0.0446767337025675, "financial_health": -1.7297429867722796, "margin_quality": 0.3262715652096183, "growth_momentum": 0.05845031545741325, "company_age_years": 26.888432580424368, "ebitda": 4015000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 10.799829074980675, "revenue_cagr_3y": -0.17946302609538567, "revenue_cagr_5y": -0.0090735302756072, "earnings_cagr_3y": 0.035840329098283163, "quarterly_revenue_growth_yoy": -0.5575441213025105, "quarterly_earnings_growth_yoy": -0.42589928057553955, "revenue_growth_qoq": -0.05218317358892439, "gross_margin": 0.5056179775280899, "operating_margin": 0.34662921348314607, "net_margin": 0.22415730337078651, "roa_ttm": 0.017353248008956514, "roe_ttm": 0.06875693114225225, "debt_to_ebitda": 5.144035042514815, "net_debt_to_ebitda": 4.928626642617882, "interest_coverage": 17.172566371681416, "debt_to_equity": 2.0127028934368383, "current_ratio": 0.6826625386996904, "quick_ratio": 0.5905572755417957, "fcf_to_ebitda": -0.24607060036073178, "capex_to_revenue": 0.46055548311383493, "working_capital_to_revenue": -0.16038596948754727, "capital_efficiency": 0.04305508957560438, "financial_health": -1.8501870930471271, "margin_quality": 0.3588014981273408, "growth_momentum": -0.491721700939025, "company_age_years": 30.729637234770706, "ebitda": 3881000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 11.781603149461517, "revenue_cagr_3y": -0.06458936184654362, "revenue_cagr_5y": -0.07123932964921498, "earnings_cagr_3y": 0.052119350628548444, "quarterly_revenue_growth_yoy": -0.09820627802690583, "quarterly_earnings_growth_yoy": -0.25656877897990726, "revenue_growth_qoq": 0.1297752808988764, "gross_margin": 0.5624067628045748, "operating_margin": 0.40924912978617606, "net_margin": 0.23918448533068126, "roa_ttm": 0.013330233279082384, "roe_ttm": 0.0528580208973571, "debt_to_ebitda": 5.207249802994484, "net_debt_to_ebitda": 4.993433149461518, "interest_coverage": 16.995535714285715, "debt_to_equity": 2.0307314074984633, "current_ratio": 0.6672405312346287, "quick_ratio": 0.5855878012788982, "fcf_to_ebitda": -0.20252167060677698, "capex_to_revenue": 0.4338255033557047, "working_capital_to_revenue": -0.18161073825503354, "capital_efficiency": 0.03309412708821974, "financial_health": -1.83043616242182, "margin_quality": 0.40361345930714404, "growth_momentum": -0.17738752850340656, "company_age_years": 30.978781656399725, "ebitda": 3807000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 11.554095555004956, "revenue_cagr_3y": -0.02287364003541581, "revenue_cagr_5y": -0.07512326978450667, "earnings_cagr_3y": 0.0843823904943608, "quarterly_revenue_growth_yoy": -0.03361344537815126, "quarterly_earnings_growth_yoy": -0.39544513457556935, "revenue_growth_qoq": -0.11583803177857509, "gross_margin": 0.5646376811594203, "operating_margin": 0.3814492753623188, "net_margin": 0.16927536231884058, "roa_ttm": 0.04086177559803823, "roe_ttm": 0.15567206863679695, "debt_to_ebitda": 5.095391476709613, "net_debt_to_ebitda": 4.979682854311199, "interest_coverage": 18.18018018018018, "debt_to_equity": 1.9604385128693995, "current_ratio": 0.4979310344827586, "quick_ratio": 0.42528735632183906, "fcf_to_ebitda": -0.11769078295341923, "capex_to_revenue": 0.39840475868595376, "working_capital_to_revenue": -0.29525483304042177, "capital_efficiency": 0.09826692211741758, "financial_health": -1.7420799739784871, "margin_quality": 0.37178743961352656, "growth_momentum": -0.2145292899768603, "company_age_years": 32.22724161533196, "ebitda": 4036000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 11.742674803149606, "revenue_cagr_3y": -0.006068327186958378, "revenue_cagr_5y": -0.051475572249115364, "earnings_cagr_3y": -0.10609646490343239, "quarterly_revenue_growth_yoy": -0.023292747485442033, "quarterly_earnings_growth_yoy": -0.24947145877378435, "revenue_growth_qoq": 0.06956521739130435, "gross_margin": 0.5756097560975609, "operating_margin": 0.3989159891598916, "net_margin": 0.19241192411924118, "roa_ttm": 0.03717061681142352, "roe_ttm": 0.14169472502805835, "debt_to_ebitda": 5.275336550673101, "net_debt_to_ebitda": 5.103632207264415, "interest_coverage": 17.117391304347827, "debt_to_equity": 1.9424803591470259, "current_ratio": 0.561822125813449, "quick_ratio": 0.4839720414557725, "fcf_to_ebitda": -0.15849631699263397, "capex_to_revenue": 0.4078607371141031, "working_capital_to_revenue": -0.24724602203182375, "capital_efficiency": 0.08943267091974094, "financial_health": -1.7707319196842726, "margin_quality": 0.3889792231255646, "growth_momentum": -0.13638210312961319, "company_age_years": 32.479123887748116, "ebitda": 3937000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 10.765154083716181, "revenue_cagr_3y": -0.2177082502796328, "revenue_cagr_5y": -0.09779308936325815, "earnings_cagr_3y": -0.5176415036158704, "quarterly_revenue_growth_yoy": 0.05131004366812227, "quarterly_earnings_growth_yoy": -0.832258064516129, "revenue_growth_qoq": 0.04390243902439024, "gross_margin": 0.5887850467289719, "operating_margin": 0.4117341640706127, "net_margin": 0.040498442367601244, "roa_ttm": 0.027194483955736638, "roe_ttm": 0.10482297184276554, "debt_to_ebitda": 5.430066360387953, "net_debt_to_ebitda": 5.3062787136294025, "interest_coverage": 16.887931034482758, "debt_to_equity": 1.9770467428677632, "current_ratio": 0.5702212279393487, "quick_ratio": 0.4906785980611484, "fcf_to_ebitda": -0.1812149055640633, "capex_to_revenue": 0.42070632469450786, "working_capital_to_revenue": -0.232174029810662, "capital_efficiency": 0.0660087278992511, "financial_health": -1.8326526573092512, "margin_quality": 0.34700588438906194, "growth_momentum": -0.39047401042400337, "company_age_years": 32.73100616016427, "ebitda": 3918000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 14.563879303547964, "revenue_cagr_3y": -0.08789699112404736, "revenue_cagr_5y": -0.05705472304481496, "earnings_cagr_3y": -0.074962535425519, "quarterly_revenue_growth_yoy": -0.2757371960682876, "quarterly_earnings_growth_yoy": -0.40842105263157896, "revenue_growth_qoq": 0.10847189231987332, "gross_margin": 0.5292857142857142, "operating_margin": 0.31214285714285717, "net_margin": 0.2007142857142857, "roa_ttm": 0.03219681161839579, "roe_ttm": 0.11274294899897706, "debt_to_ebitda": 7.92904073587385, "net_debt_to_ebitda": 7.683968462549277, "interest_coverage": 18.906832298136646, "debt_to_equity": 1.7635539967850358, "current_ratio": 0.4952223447262036, "quick_ratio": 0.43072399852995225, "fcf_to_ebitda": 0.06898817345597898, "capex_to_revenue": 0.4252930493643718, "working_capital_to_revenue": -0.45352484728413406, "capital_efficiency": 0.07246988030868642, "financial_health": -1.5366037875035297, "margin_quality": 0.34738095238095235, "growth_momentum": -0.34207912434993326, "company_age_years": 35.4798083504449, "ebitda": 3044000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 15.049848029392118, "revenue_cagr_3y": 0.0005189414527695391, "revenue_cagr_5y": 0.016207615173650325, "earnings_cagr_3y": 0.5491773252048897, "quarterly_revenue_growth_yoy": -0.0127942681678608, "quarterly_earnings_growth_yoy": -0.2032967032967033, "revenue_growth_qoq": 0.37785714285714284, "gross_margin": 0.5769828926905132, "operating_margin": 0.3649559357179886, "net_margin": 0.1503369621565578, "roa_ttm": 0.030530384903150718, "roe_ttm": 0.10984820160023928, "debt_to_ebitda": 7.947561790247161, "net_debt_to_ebitda": 7.7999331997327985, "interest_coverage": 11.928286852589641, "debt_to_equity": 1.7793314888207583, "current_ratio": 1.3882431086017935, "quick_ratio": 1.3681833277980737, "fcf_to_ebitda": 0.15898463593854376, "capex_to_revenue": 0.3763262599469496, "working_capital_to_revenue": 0.968998673740053, "capital_efficiency": 0.070189293251695, "financial_health": -1.6024941177418413, "margin_quality": 0.3640919301883532, "growth_momentum": -0.10804548573228205, "company_age_years": 35.73169062286105, "ebitda": 2994000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 13.312211724915445, "revenue_cagr_3y": 0.054314811312215605, "revenue_cagr_5y": 0.03522759473511461, "earnings_cagr_3y": -0.19483651226164045, "quarterly_revenue_growth_yoy": 0.5420875420875421, "quarterly_earnings_growth_yoy": 0.417910447761194, "revenue_growth_qoq": 0.07310215557638237, "gross_margin": 0.3262008733624454, "operating_margin": 0.1467248908296943, "net_margin": 0.08296943231441048, "roa_ttm": 0.019980442424082246, "roe_ttm": 0.0543298598634567, "debt_to_ebitda": 5.346862081924089, "net_debt_to_ebitda": 5.213077790304397, "interest_coverage": 18.226027397260275, "debt_to_equity": 1.022493711821775, "current_ratio": 0.745315386645553, "quick_ratio": 0.6283979941937187, "fcf_to_ebitda": -0.15971439308530627, "capex_to_revenue": 0.2727157681599595, "working_capital_to_revenue": -0.12212098202986586, "capital_efficiency": 0.03715515114376947, "financial_health": -0.9168578389908997, "margin_quality": 0.18529839883551671, "growth_momentum": 0.47999899492436804, "company_age_years": 37.73032169746749, "ebitda": 2661000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 12.064635897435897, "revenue_cagr_3y": 0.017323863500353198, "revenue_cagr_5y": 0.009314291794100704, "earnings_cagr_3y": -0.2696010359898712, "quarterly_revenue_growth_yoy": -0.1131004366812227, "quarterly_earnings_growth_yoy": -0.4052631578947368, "revenue_growth_qoq": -0.005873715124816446, "gross_margin": 0.39241752831117677, "operating_margin": 0.19202363367799113, "net_margin": 0.05563761693746923, "roa_ttm": 0.01886023040065246, "roe_ttm": 0.05311131845259456, "debt_to_ebitda": 5.334700854700855, "net_debt_to_ebitda": 5.2215384615384615, "interest_coverage": 17.00581395348837, "debt_to_equity": 1.1199310988301157, "current_ratio": 0.8778443113772455, "quick_ratio": 0.7266467065868264, "fcf_to_ebitda": -0.21606837606837606, "capex_to_revenue": 0.2875360923965351, "working_capital_to_revenue": -0.04908565928777671, "capital_efficiency": 0.03598577442662351, "financial_health": -1.0402253211462746, "margin_quality": 0.21335959297554571, "growth_momentum": -0.25918179728797974, "company_age_years": 38.729637234770706, "ebitda": 2925000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 11.67101315227934, "revenue_cagr_3y": 0.13455175212523018, "revenue_cagr_5y": 0.008506295890928106, "earnings_cagr_3y": 1.1544346900318838, "quarterly_revenue_growth_yoy": 0.03181568842567197, "quarterly_earnings_growth_yoy": 0.6964285714285714, "revenue_growth_qoq": -0.18359375, "gross_margin": 0.4263689526847422, "operating_margin": 0.20733652312599682, "net_margin": 0.10101010101010101, "roa_ttm": 0.021084866588016768, "roe_ttm": 0.059722715961606825, "debt_to_ebitda": 5.220174587778856, "net_debt_to_ebitda": 5.129000969932105, "interest_coverage": 16.994505494505493, "debt_to_equity": 1.1479559189477426, "current_ratio": 1.1125248508946322, "quick_ratio": 0.9129224652087475, "fcf_to_ebitda": -0.1946330423537019, "capex_to_revenue": 0.31069136699358274, "working_capital_to_revenue": 0.034265649594381886, "capital_efficiency": 0.04040379127481179, "financial_health": -1.113149024182448, "margin_quality": 0.24490519227361332, "growth_momentum": 0.3641221299271217, "company_age_years": 39.227926078028744, "ebitda": 3093000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 13.04388458064516, "revenue_cagr_3y": 0.1096674372068065, "revenue_cagr_5y": 0.013397182786957451, "earnings_cagr_3y": 0.011147415099518554, "quarterly_revenue_growth_yoy": 0.011257953989231522, "quarterly_earnings_growth_yoy": -0.06956521739130435, "revenue_growth_qoq": 0.09835194045720362, "gross_margin": 0.40658276863504356, "operating_margin": 0.20716360116166505, "net_margin": 0.10358180058083252, "roa_ttm": 0.0203597548922712, "roe_ttm": 0.0584728924212319, "debt_to_ebitda": 5.32258064516129, "net_debt_to_ebitda": 5.147741935483871, "interest_coverage": 16.48936170212766, "debt_to_equity": 1.1708770933863184, "current_ratio": 1.2896790980052038, "quick_ratio": 1.0654813529921943, "fcf_to_ebitda": -0.21129032258064517, "capex_to_revenue": 0.31320936971745955, "working_capital_to_revenue": 0.08065684617242212, "capital_efficiency": 0.03941632365675155, "financial_health": -1.1574141564396774, "margin_quality": 0.23910939012584706, "growth_momentum": -0.029153631701036412, "company_age_years": 39.4798083504449, "ebitda": 3100000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 12.62999220803488, "revenue_cagr_3y": 0.1418807798700521, "revenue_cagr_5y": 0.025021173705779054, "earnings_cagr_3y": 0.09720932345235322, "quarterly_revenue_growth_yoy": 0.08862629246676514, "quarterly_earnings_growth_yoy": 0.5663716814159292, "revenue_growth_qoq": 0.0701839303000968, "gross_margin": 0.3627317955676165, "operating_margin": 0.17051108095884215, "net_margin": 0.08005427408412483, "roa_ttm": 0.02162214809223502, "roe_ttm": 0.06308162250479506, "debt_to_ebitda": 5.2338835253815015, "net_debt_to_ebitda": 5.138586110246029, "interest_coverage": 16.98941798941799, "debt_to_equity": 1.1938623286211552, "current_ratio": 0.8640864086408641, "quick_ratio": 0.7107710771077108, "fcf_to_ebitda": -0.1448146994705699, "capex_to_revenue": 0.33148191916804537, "working_capital_to_revenue": -0.053533443630347434, "capital_efficiency": 0.04235188529851504, "financial_health": -1.1257451181084086, "margin_quality": 0.20443238353686113, "growth_momentum": 0.32749898694134716, "company_age_years": 39.73169062286105, "ebitda": 3211000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 11.834108545034642, "revenue_cagr_3y": 0.06620689954590864, "revenue_cagr_5y": 0.010491807679895881, "earnings_cagr_3y": 0.006250162261261627, "quarterly_revenue_growth_yoy": 0.028683914510686165, "quarterly_earnings_growth_yoy": 37.0, "revenue_growth_qoq": 0.1438398999374609, "gross_margin": 0.3143794423182067, "operating_margin": 0.1366867140513942, "net_margin": 0.0590486604702023, "roa_ttm": 0.026784622283827306, "roe_ttm": 0.1381703470031546, "debt_to_ebitda": 5.407852193995381, "net_debt_to_ebitda": 5.337182448036952, "interest_coverage": 17.892561983471076, "debt_to_equity": 2.4622502628811778, "current_ratio": 0.9405487804878049, "quick_ratio": 0.6928353658536586, "fcf_to_ebitda": -0.17136258660508083, "capex_to_revenue": 0.3017605121489888, "working_capital_to_revenue": -0.022697512003491925, "capital_efficiency": 0.08247748464349094, "financial_health": -2.22614944631516, "margin_quality": 0.1700382722799344, "growth_momentum": 18.514341957255343, "company_age_years": 33.998631074606436, "ebitda": 2165000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 12.579652253909844, "revenue_cagr_3y": 0.04563684475895036, "revenue_cagr_5y": -0.039830692722394034, "earnings_cagr_3y": 0.09105150271882878, "quarterly_revenue_growth_yoy": 0.05427547363031234, "quarterly_earnings_growth_yoy": -0.11618257261410789, "revenue_growth_qoq": 0.12575177692728268, "gross_margin": 0.3705682370082564, "operating_margin": 0.174356483729966, "net_margin": 0.10344827586206896, "roa_ttm": 0.02537006413100472, "roe_ttm": 0.12947715109098396, "debt_to_ebitda": 5.5137994480220796, "net_debt_to_ebitda": 5.406163753449862, "interest_coverage": 17.96694214876033, "debt_to_equity": 2.4674763277068754, "current_ratio": 1.1282051282051282, "quick_ratio": 0.9183285849952516, "fcf_to_ebitda": -0.23965041398344067, "capex_to_revenue": 0.30563117925204186, "working_capital_to_revenue": 0.03868749104456226, "capital_efficiency": 0.07742360761099434, "financial_health": -2.2764819838771406, "margin_quality": 0.2161243322000971, "growth_momentum": -0.030953549491897773, "company_age_years": 34.24503764544832, "ebitda": 2174000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 13.178477251624884, "revenue_cagr_3y": 0.017677401658250602, "revenue_cagr_5y": -0.003153339474089134, "earnings_cagr_3y": -0.09143970358393017, "quarterly_revenue_growth_yoy": -0.03150134048257373, "quarterly_earnings_growth_yoy": -0.33093525179856115, "revenue_growth_qoq": -0.2982030111704711, "gross_margin": 0.3494809688581315, "operating_margin": 0.1508650519031142, "net_margin": 0.0643598615916955, "roa_ttm": 0.023050767040961567, "roe_ttm": 0.12018140589569161, "debt_to_ebitda": 5.720984215413185, "net_debt_to_ebitda": 5.5761374187558035, "interest_coverage": 16.442748091603054, "debt_to_equity": 2.5403009688723976, "current_ratio": 0.9446772841575859, "quick_ratio": 0.7133277451802179, "fcf_to_ebitda": -0.32636954503249765, "capex_to_revenue": 0.3137622619734564, "working_capital_to_revenue": -0.019042123485285632, "capital_efficiency": 0.0716160864683266, "financial_health": -2.3038875425852674, "margin_quality": 0.18823529411764706, "growth_momentum": -0.18121829614056745, "company_age_years": 34.49418206707735, "ebitda": 2154000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 13.871767608793181, "revenue_cagr_3y": -0.008686879578275297, "revenue_cagr_5y": 0.01572160540323142, "earnings_cagr_3y": 0.03630072124020178, "quarterly_revenue_growth_yoy": -0.03314571607254534, "quarterly_earnings_growth_yoy": 0.22485207100591717, "revenue_growth_qoq": 0.0698961937716263, "gross_margin": 0.4113842173350582, "operating_margin": 0.22703751617076326, "net_margin": 0.13389391979301424, "roa_ttm": 0.02387635049405975, "roe_ttm": 0.12527738551543272, "debt_to_ebitda": 5.887393449977568, "net_debt_to_ebitda": 5.706594885598923, "interest_coverage": 16.7593984962406, "debt_to_equity": 2.647367359289893, "current_ratio": 1.0646651270207852, "quick_ratio": 0.7418013856812933, "fcf_to_ebitda": -0.24181247196052041, "capex_to_revenue": 0.30120657072248874, "working_capital_to_revenue": 0.020351795319087075, "capital_efficiency": 0.07457686800474624, "financial_health": -2.4133938041170753, "margin_quality": 0.2574385510996119, "growth_momentum": 0.09585317746668591, "company_age_years": 34.7460643394935, "ebitda": 2229000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 13.220868376068376, "revenue_cagr_3y": 0.030560600698073426, "revenue_cagr_5y": 0.004174332892662669, "earnings_cagr_3y": 0.29442010158265, "quarterly_revenue_growth_yoy": -0.018589393110989613, "quarterly_earnings_growth_yoy": 0.5462962962962963, "revenue_growth_qoq": 0.1610608020698577, "gross_margin": 0.36768802228412256, "operating_margin": 0.17325905292479107, "net_margin": 0.09303621169916435, "roa_ttm": 0.02533815255058315, "roe_ttm": 0.13551215623754484, "debt_to_ebitda": 5.632478632478633, "net_debt_to_ebitda": 5.572649572649572, "interest_coverage": 17.46268656716418, "debt_to_equity": 2.626544440015943, "current_ratio": 0.8620562130177515, "quick_ratio": 0.6383136094674556, "fcf_to_ebitda": -0.13418803418803418, "capex_to_revenue": 0.30737764791818845, "working_capital_to_revenue": -0.054492330168005844, "capital_efficiency": 0.080425154394064, "financial_health": -2.3764094674085543, "margin_quality": 0.21132776230269265, "growth_momentum": 0.26385345159265333, "company_age_years": 34.997946611909654, "ebitda": 2340000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 13.289355225113589, "revenue_cagr_3y": -0.004385059624261167, "revenue_cagr_5y": 0.0028105368437438827, "earnings_cagr_3y": 0.08220453345212397, "quarterly_revenue_growth_yoy": -0.025226390685640362, "quarterly_earnings_growth_yoy": 0.05314009661835749, "revenue_growth_qoq": 0.09044862518089725, "gross_margin": 0.42468480424684807, "operating_margin": 0.22561380225613803, "net_margin": 0.14465826144658261, "roa_ttm": 0.02609289617486339, "roe_ttm": 0.14360902255639096, "debt_to_ebitda": 6.2263527467988435, "net_debt_to_ebitda": 6.0119785212722014, "interest_coverage": 18.623076923076923, "debt_to_equity": 2.8334586466165415, "current_ratio": 0.8335561497326203, "quick_ratio": 0.6199866310160428, "fcf_to_ebitda": -0.28418009087154067, "capex_to_revenue": 0.3401038485033598, "working_capital_to_revenue": -0.07605375687232743, "capital_efficiency": 0.08485095936562717, "financial_health": -2.4775753420436337, "margin_quality": 0.2649856226498562, "growth_momentum": 0.013956852966358563, "company_age_years": 35.748117727583846, "ebitda": 2421000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 13.190934663536776, "revenue_cagr_3y": 0.08267079603405958, "revenue_cagr_5y": 0.05081047312087561, "earnings_cagr_3y": 0.00792112209282747, "quarterly_revenue_growth_yoy": 0.1205115592720118, "quarterly_earnings_growth_yoy": -0.7323943661971831, "revenue_growth_qoq": 0.12549407114624506, "gross_margin": 0.29455662862159787, "operating_margin": 0.1189640035118525, "net_margin": 0.07506584723441616, "roa_ttm": 0.026696009951200843, "roe_ttm": 0.11931575196008554, "debt_to_ebitda": 6.037558685446009, "net_debt_to_ebitda": 5.97339593114241, "interest_coverage": 18.0, "debt_to_equity": 2.1998574483250177, "current_ratio": 1.1500837520938023, "quick_ratio": 0.7758793969849246, "fcf_to_ebitda": -0.681924882629108, "capex_to_revenue": 0.2912982782689623, "working_capital_to_revenue": 0.05211726384364821, "capital_efficiency": 0.07300588095564318, "financial_health": -2.0345411579030666, "margin_quality": 0.16286215978928884, "growth_momentum": -0.30594140346258564, "company_age_years": 37.998631074606436, "ebitda": 2556000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 13.670722633744855, "revenue_cagr_3y": 0.07008119115240086, "revenue_cagr_5y": 0.03180771598549814, "earnings_cagr_3y": -0.05664613902493931, "quarterly_revenue_growth_yoy": -0.037910699241786014, "quarterly_earnings_growth_yoy": -0.42209631728045327, "revenue_growth_qoq": 0.0026338893766461808, "gross_margin": 0.3542031523642732, "operating_margin": 0.13747810858143608, "net_margin": 0.0893169877408056, "roa_ttm": 0.02192060154208883, "roe_ttm": 0.09717514124293786, "debt_to_ebitda": 6.550205761316873, "net_debt_to_ebitda": 6.31522633744856, "interest_coverage": 16.53061224489796, "debt_to_equity": 2.2481638418079095, "current_ratio": 1.0159755268524813, "quick_ratio": 0.7692046227056424, "fcf_to_ebitda": -0.6082304526748972, "capex_to_revenue": 0.3023747942628733, "working_capital_to_revenue": 0.005525511403715024, "capital_efficiency": 0.059547871392513343, "financial_health": -2.027569887038051, "margin_quality": 0.19366608289550494, "growth_momentum": -0.23000350826111965, "company_age_years": 38.24503764544832, "ebitda": 2430000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 12.92782242257938, "revenue_cagr_3y": 0.04009765393743869, "revenue_cagr_5y": 0.008305913044360125, "earnings_cagr_3y": 0.13337969369574076, "quarterly_revenue_growth_yoy": -0.19010416666666666, "quarterly_earnings_growth_yoy": 0.33783783783783783, "revenue_growth_qoq": -0.3191768826619965, "gross_margin": 0.3832797427652733, "operating_margin": 0.15691318327974277, "net_margin": 0.12733118971061094, "roa_ttm": 0.02287308228730823, "roe_ttm": 0.1032890132960112, "debt_to_ebitda": 6.371618972951784, "net_debt_to_ebitda": 6.2191297530380245, "interest_coverage": 15.94375, "debt_to_equity": 2.274877536738978, "current_ratio": 0.9510412860796492, "quick_ratio": 0.6269638290098648, "fcf_to_ebitda": -0.7761662093296746, "capex_to_revenue": 0.41604225525119765, "working_capital_to_revenue": -0.016459894361872007, "capital_efficiency": 0.06308104779165971, "financial_health": -2.1043886586077485, "margin_quality": 0.22250803858520904, "growth_momentum": 0.07386683558558559, "company_age_years": 38.49418206707735, "ebitda": 2551000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 12.308616270145817, "revenue_cagr_3y": 0.035446257840055395, "revenue_cagr_5y": 0.00908905449518449, "earnings_cagr_3y": -0.06885197867211545, "quarterly_revenue_growth_yoy": -0.1734189723320158, "quarterly_earnings_growth_yoy": 0.06666666666666667, "revenue_growth_qoq": 0.07588424437299035, "gross_margin": 0.37298266586969514, "operating_margin": 0.16198445905558875, "net_margin": 0.10520023909145249, "roa_ttm": 0.023036939070525637, "roe_ttm": 0.10423044809351517, "debt_to_ebitda": 6.430161166538757, "net_debt_to_ebitda": 6.36991557943208, "interest_coverage": 15.890243902439025, "debt_to_equity": 2.3318953520734764, "current_ratio": 1.7137858642407278, "quick_ratio": 0.9720083974807557, "fcf_to_ebitda": -0.5360706062931696, "capex_to_revenue": 0.43581514762516044, "working_capital_to_revenue": 0.13093709884467267, "capital_efficiency": 0.06363369358202041, "financial_health": -2.1475507893569112, "margin_quality": 0.2133891213389121, "growth_momentum": -0.05337615283267457, "company_age_years": 38.7460643394935, "ebitda": 2606000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 13.54485938220378, "revenue_cagr_3y": 0.0395757340042755, "revenue_cagr_5y": -0.06760019222675395, "earnings_cagr_3y": 0.03146697599781034, "quarterly_revenue_growth_yoy": -0.29350237717908084, "quarterly_earnings_growth_yoy": 0.024242424242424242, "revenue_growth_qoq": -0.2658102766798419, "gross_margin": 0.2857783759533423, "operating_margin": 0.09466128308658592, "net_margin": 0.07581875280394795, "roa_ttm": 0.010972803964367884, "roe_ttm": 0.04527750730282376, "debt_to_ebitda": 6.528815122176118, "net_debt_to_ebitda": 6.411249423697557, "interest_coverage": 16.30827067669173, "debt_to_equity": 1.7235881207400194, "current_ratio": 1.0892003822873526, "quick_ratio": 0.9710098757566104, "fcf_to_ebitda": 0.04472106961733518, "capex_to_revenue": 0.18896822932836593, "working_capital_to_revenue": 0.028976508330746144, "capital_efficiency": 0.02812515563359582, "financial_health": -1.6671375214210706, "margin_quality": 0.15208613728129208, "growth_momentum": -0.1346299764683283, "company_age_years": 49.24024640657084, "ebitda": 2169000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 11.229777811501597, "revenue_cagr_3y": 0.04669632204075147, "revenue_cagr_5y": -0.03407020093624891, "earnings_cagr_3y": 0.32583021659287237, "quarterly_revenue_growth_yoy": -0.02259590120861797, "quarterly_earnings_growth_yoy": 0.39603960396039606, "revenue_growth_qoq": -0.008, "gross_margin": 0.5478494623655914, "operating_margin": 0.278494623655914, "net_margin": 0.15161290322580645, "roa_ttm": 0.022025076280095382, "roe_ttm": 0.08961919666145018, "debt_to_ebitda": 5.837699680511182, "net_debt_to_ebitda": 5.799361022364217, "interest_coverage": 17.103825136612024, "debt_to_equity": 1.9063119457485656, "current_ratio": 0.7762650911893142, "quick_ratio": 0.5681993321346006, "fcf_to_ebitda": -0.3543130990415335, "capex_to_revenue": 0.5054742547425475, "working_capital_to_revenue": -0.09441734417344173, "capital_efficiency": 0.05582213647077278, "financial_health": -1.7536263378718122, "margin_quality": 0.3259856630824373, "growth_momentum": 0.18672185137588904, "company_age_years": 53.74127310061601, "ebitda": 3130000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 11.928305485534231, "revenue_cagr_3y": -0.007547457507535937, "revenue_cagr_5y": -0.06876773327080654, "earnings_cagr_3y": -0.27618989127461, "quarterly_revenue_growth_yoy": 0.03666361136571952, "quarterly_earnings_growth_yoy": 0.2916666666666667, "revenue_growth_qoq": 0.21875, "gross_margin": 0.43147656940760387, "operating_margin": 0.21352785145888595, "net_margin": 0.10963748894783377, "roa_ttm": 0.02328184975324438, "roe_ttm": 0.09553722107631726, "debt_to_ebitda": 6.004869664852478, "net_debt_to_ebitda": 5.997994843884274, "interest_coverage": 15.725225225225225, "debt_to_equity": 1.9654040877554848, "current_ratio": 1.0830655129789863, "quick_ratio": 0.9065512978986403, "fcf_to_ebitda": -0.680034374104841, "capex_to_revenue": 0.5221566585676269, "working_capital_to_revenue": 0.0388753904894134, "capital_efficiency": 0.05940953541478082, "financial_health": -1.9117899253185138, "margin_quality": 0.2515473032714412, "growth_momentum": 0.16416513901619312, "company_age_years": 54.99520876112252, "ebitda": 3491000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 14.311276335877862, "revenue_cagr_3y": 0.07977971752686086, "revenue_cagr_5y": 0.024025421018079918, "earnings_cagr_3y": -0.008299137827295855, "quarterly_revenue_growth_yoy": 0.019698725376593278, "quarterly_earnings_growth_yoy": 0.1339712918660287, "revenue_growth_qoq": -0.14645974781765275, "gross_margin": 0.44772727272727275, "operating_margin": 0.18693181818181817, "net_margin": 0.13465909090909092, "roa_ttm": 0.02870567694559273, "roe_ttm": 0.10451528465925025, "debt_to_ebitda": 6.109541984732824, "net_debt_to_ebitda": 6.106870229007634, "interest_coverage": 19.55223880597015, "debt_to_equity": 1.496400860054221, "current_ratio": 0.6225716928769658, "quick_ratio": 0.40333024976873266, "fcf_to_ebitda": -0.4541984732824427, "capex_to_revenue": 0.45167604599951067, "working_capital_to_revenue": -0.14974308783949106, "capital_efficiency": 0.06661048080242149, "financial_health": -1.3392612333265819, "margin_quality": 0.2564393939393939, "growth_momentum": 0.076835008621311, "company_age_years": 25.489390828199863, "ebitda": 2620000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 11.87016274864376, "revenue_cagr_3y": 0.016710835905717536, "revenue_cagr_5y": -0.016365917168498556, "earnings_cagr_3y": 0.08416325250632006, "quarterly_revenue_growth_yoy": 0.05214723926380368, "quarterly_earnings_growth_yoy": 0.23252496433666192, "revenue_growth_qoq": -0.1057122540886466, "gross_margin": 0.3388550225284919, "operating_margin": 0.1704214153193745, "net_margin": 0.11449774715080838, "roa_ttm": 0.03189493433395872, "roe_ttm": 0.10674898422246847, "debt_to_ebitda": 3.7278481012658227, "net_debt_to_ebitda": 3.7219710669077757, "interest_coverage": 23.041666666666668, "debt_to_equity": 1.0878053928552582, "current_ratio": 0.5114331488494028, "quick_ratio": 0.35916108360034954, "fcf_to_ebitda": -0.20063291139240505, "capex_to_revenue": 0.3353925989991969, "working_capital_to_revenue": -0.20723420028417866, "capital_efficiency": 0.0693219592782136, "financial_health": -0.9462450269667205, "margin_quality": 0.20792472833289163, "growth_momentum": 0.1423361018002328, "company_age_years": 28.484599589322382, "ebitda": 1106000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 12.468591725064798, "revenue_cagr_3y": 0.021829417536134654, "revenue_cagr_5y": -0.01975507848873237, "earnings_cagr_3y": -0.06487515743277006, "quarterly_revenue_growth_yoy": 0.02859049949938814, "quarterly_earnings_growth_yoy": -0.2821917808219178, "revenue_growth_qoq": 0.22528491916247018, "gross_margin": 0.4099069868051049, "operating_margin": 0.17585983127839067, "net_margin": 0.1416828898983344, "roa_ttm": 0.027100666195929143, "roe_ttm": 0.09149801767251432, "debt_to_ebitda": 4.194297782470961, "net_debt_to_ebitda": 4.1129883843717, "interest_coverage": 21.346311475409838, "debt_to_equity": 1.1321810784898034, "current_ratio": 0.6994962400525663, "quick_ratio": 0.5389501350660728, "fcf_to_ebitda": -0.25429586253239894, "capex_to_revenue": 0.33550917838864885, "working_capital_to_revenue": -0.12613772179828997, "capital_efficiency": 0.05929934193422173, "financial_health": -0.9825640249997868, "margin_quality": 0.24248323599394336, "growth_momentum": -0.12680064066126484, "company_age_years": 28.736481861738536, "ebitda": 1041700000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 12.294461452305395, "revenue_cagr_3y": -0.014460644520845056, "revenue_cagr_5y": -0.01944010091002446, "earnings_cagr_3y": -0.014401210846379353, "quarterly_revenue_growth_yoy": 0.0768815024996622, "quarterly_earnings_growth_yoy": 0.7814207650273224, "revenue_growth_qoq": -0.13800562405364483, "gross_margin": 0.2859473023839398, "operating_margin": 0.12534504391468004, "net_margin": 0.08180677540777917, "roa_ttm": 0.028540878433952952, "roe_ttm": 0.09883480062143966, "debt_to_ebitda": 4.260126936718312, "net_debt_to_ebitda": 4.252473399290648, "interest_coverage": 14.96368715083799, "debt_to_equity": 1.1818487830139823, "current_ratio": 0.7548192771084338, "quick_ratio": 0.5635111876075731, "fcf_to_ebitda": -0.3147283927571402, "capex_to_revenue": 0.36048192771084336, "working_capital_to_revenue": -0.08581325301204819, "capital_efficiency": 0.06368783952769631, "financial_health": -1.1168389582361191, "margin_quality": 0.16436637390213302, "growth_momentum": 0.4291511337634923, "company_age_years": 28.98836413415469, "ebitda": 1071400000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 12.648789903489236, "revenue_cagr_3y": -0.03587112836947859, "revenue_cagr_5y": 0.02204418894177307, "earnings_cagr_3y": -0.023451015859153546, "quarterly_revenue_growth_yoy": 0.01196966105712254, "quarterly_earnings_growth_yoy": 0.039354187689202826, "revenue_growth_qoq": 0.07139272271016311, "gross_margin": 0.32860990748331187, "operating_margin": 0.1673498067689425, "net_margin": 0.12062302377327556, "roa_ttm": 0.028637420255627596, "roe_ttm": 0.09895044779183454, "debt_to_ebitda": 4.2905530809205645, "net_debt_to_ebitda": 4.282757980697847, "interest_coverage": 20.604206500956025, "debt_to_equity": 1.1864559008442608, "current_ratio": 0.6436051502145923, "quick_ratio": 0.4824892703862661, "fcf_to_ebitda": -0.263641425389755, "capex_to_revenue": 0.375093841025795, "working_capital_to_revenue": -0.12468094051229693, "capital_efficiency": 0.06379393402373107, "financial_health": -1.1069488417639777, "margin_quality": 0.20552757934184332, "growth_momentum": 0.025661924373162684, "company_age_years": 29.234770704996578, "ebitda": 1077600000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 12.559532617522331, "revenue_cagr_3y": 0.006620078912136229, "revenue_cagr_5y": 0.020842560093971008, "earnings_cagr_3y": 0.14609722624170907, "quarterly_revenue_growth_yoy": 0.014179697853167242, "quarterly_earnings_growth_yoy": 0.12037037037037036, "revenue_growth_qoq": -0.10375922239138072, "gross_margin": 0.3846857441526199, "operating_margin": 0.19508689402848556, "net_margin": 0.12648634522409513, "roa_ttm": 0.02881383063870658, "roe_ttm": 0.09776812166699585, "debt_to_ebitda": 4.266083190471894, "net_debt_to_ebitda": 4.259496526211315, "interest_coverage": 20.990530303030305, "debt_to_equity": 1.1673168082164724, "current_ratio": 0.6743088892567456, "quick_ratio": 0.5074490978314848, "fcf_to_ebitda": -0.39050798520256247, "capex_to_revenue": 0.3844588122605364, "working_capital_to_revenue": -0.11778615900383142, "capital_efficiency": 0.06329097615285122, "financial_health": -1.0744984626538825, "margin_quality": 0.23541966113506688, "growth_momentum": 0.0672750341117688, "company_age_years": 29.4839151266256, "ebitda": 1108300000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 12.14796399125021, "revenue_cagr_3y": 0.02461357192645819, "revenue_cagr_5y": 0.0043114676267175245, "earnings_cagr_3y": 0.03209949954539204, "quarterly_revenue_growth_yoy": -0.019143413367942893, "quarterly_earnings_growth_yoy": 0.3083969465648855, "revenue_growth_qoq": 0.18502548020384163, "gross_margin": 0.42342044326827655, "operating_margin": 0.25526518910574486, "net_margin": 0.18899547910464218, "roa_ttm": 0.030917682732431687, "roe_ttm": 0.10505031052910307, "debt_to_ebitda": 4.076728924785462, "net_debt_to_ebitda": 4.068988726232543, "interest_coverage": 22.051948051948052, "debt_to_equity": 1.1664339704395552, "current_ratio": 0.5111897149853751, "quick_ratio": 0.3611318957894021, "fcf_to_ebitda": -0.6750799259633182, "capex_to_revenue": 0.4391381541331889, "working_capital_to_revenue": -0.2162438686768379, "capital_efficiency": 0.06798399663076737, "financial_health": -1.023636878210926, "margin_quality": 0.2892270371595545, "growth_momentum": 0.1446267665984713, "company_age_years": 29.73579739904175, "ebitda": 1188600000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 12.48143447364072, "revenue_cagr_3y": 0.021107528753354643, "revenue_cagr_5y": 0.026569787385305244, "earnings_cagr_3y": 0.15500028110410868, "quarterly_revenue_growth_yoy": 0.07415307402760352, "quarterly_earnings_growth_yoy": 0.47699386503067487, "revenue_growth_qoq": -0.05601499614069908, "gross_margin": 0.32659736012148116, "operating_margin": 0.15150099287466418, "net_margin": 0.11248685901179768, "roa_ttm": 0.032950845092262364, "roe_ttm": 0.1117832719621252, "debt_to_ebitda": 4.364154685176004, "net_debt_to_ebitda": 4.341100644521567, "interest_coverage": 16.646492434663, "debt_to_equity": 1.2628520874181053, "current_ratio": 0.42117263843648206, "quick_ratio": 0.3176826430898092, "fcf_to_ebitda": -0.7565691621219633, "capex_to_revenue": 0.4337117852285495, "working_capital_to_revenue": -0.3677783691088641, "capital_efficiency": 0.07236705852719379, "financial_health": -0.9570024854614443, "margin_quality": 0.196861737335981, "growth_momentum": 0.2755734695291392, "company_age_years": 29.987679671457904, "ebitda": 1210200000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 11.808728028124001, "revenue_cagr_3y": 0.006971565144984204, "revenue_cagr_5y": 0.01285728460837321, "earnings_cagr_3y": 0.07576752180360469, "quarterly_revenue_growth_yoy": 0.07307647265487761, "quarterly_earnings_growth_yoy": 0.19902912621359223, "revenue_growth_qoq": 0.07031888798037612, "gross_margin": 0.34170031649023247, "operating_margin": 0.18083597075193714, "net_margin": 0.13478118520135327, "roa_ttm": 0.034265331629428866, "roe_ttm": 0.11532553468037339, "debt_to_ebitda": 4.269654841802493, "net_debt_to_ebitda": 4.254394375199745, "interest_coverage": 21.14189189189189, "debt_to_equity": 1.262885501595179, "current_ratio": 0.35008439836026045, "quick_ratio": 0.25227875572703157, "fcf_to_ebitda": -0.9779482262703739, "capex_to_revenue": 0.44443476746211463, "working_capital_to_revenue": -0.39122104163037796, "capital_efficiency": 0.07479543315490113, "financial_health": -0.9573732812647883, "margin_quality": 0.21910582414784097, "growth_momentum": 0.13605279943423493, "company_age_years": 30.234086242299796, "ebitda": 1251600000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 12.1039981111286, "revenue_cagr_3y": 0.04400128285506977, "revenue_cagr_5y": 0.0259443089354785, "earnings_cagr_3y": 0.13649043672159267, "quarterly_revenue_growth_yoy": 0.06637919770024826, "quarterly_earnings_growth_yoy": 0.06301652892561983, "revenue_growth_qoq": -0.10935283204190767, "gross_margin": 0.37054282563411345, "operating_margin": 0.18527141281705672, "net_margin": 0.12608748927827473, "roa_ttm": 0.03380773178241533, "roe_ttm": 0.11356793159721425, "debt_to_ebitda": 4.38068628994176, "net_debt_to_ebitda": 4.376751141193137, "interest_coverage": 20.72756933115824, "debt_to_equity": 1.2793573447950903, "current_ratio": 0.6409257197391443, "quick_ratio": 0.4817878161285192, "fcf_to_ebitda": -1.2658586494569495, "capex_to_revenue": 0.4556560050351891, "working_capital_to_revenue": -0.1291697659781427, "capital_efficiency": 0.07368783168981478, "financial_health": -1.1782038668403239, "margin_quality": 0.22730057590981498, "growth_momentum": 0.06469786331293405, "company_age_years": 30.483230663928815, "ebitda": 1270600000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 11.922960476117808, "revenue_cagr_3y": 0.010894343178759813, "revenue_cagr_5y": 0.013916052475365204, "earnings_cagr_3y": 0.044727605445459506, "quarterly_revenue_growth_yoy": 0.023927665674275, "quarterly_earnings_growth_yoy": 0.21411901983663945, "revenue_growth_qoq": 0.1378507535841196, "gross_margin": 0.4436786560413526, "operating_margin": 0.2757915141072582, "net_margin": 0.22410079689855697, "roa_ttm": 0.034761424511126536, "roe_ttm": 0.1161386311920182, "debt_to_ebitda": 4.494964138562491, "net_debt_to_ebitda": 4.312070807263849, "interest_coverage": 20.704581358609794, "debt_to_equity": 1.2889681428321371, "current_ratio": 0.7264741975069431, "quick_ratio": 0.5901311115416908, "fcf_to_ebitda": -0.765527239432321, "capex_to_revenue": 0.4394245258878053, "working_capital_to_revenue": -0.12041170282334879, "capital_efficiency": 0.07545002785157237, "financial_health": -1.1326044664028503, "margin_quality": 0.31452365568238927, "growth_momentum": 0.11902334275545723, "company_age_years": 30.73511293634497, "ebitda": 1310600000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 12.005514011632298, "revenue_cagr_3y": 0.05679520731463539, "revenue_cagr_5y": 0.009637099602580523, "earnings_cagr_3y": 0.33866264133319635, "quarterly_revenue_growth_yoy": 0.02032472841957715, "quarterly_earnings_growth_yoy": -0.08826583592938733, "revenue_growth_qoq": -0.059336635795821664, "gross_margin": 0.31848883800801375, "operating_margin": 0.13898111047510017, "net_margin": 0.1005151688609044, "roa_ttm": 0.033858420847919096, "roe_ttm": 0.11389755108271366, "debt_to_ebitda": 4.489765087997583, "net_debt_to_ebitda": 4.4739783971599065, "interest_coverage": 20.15068493150685, "debt_to_equity": 1.2962034149639095, "current_ratio": 0.47752569795024635, "quick_ratio": 0.3487014171887355, "fcf_to_ebitda": -0.8355615983080293, "capex_to_revenue": 0.46227189135662755, "working_capital_to_revenue": -0.24303296081482528, "capital_efficiency": 0.07387798596531638, "financial_health": -1.1427016681017024, "margin_quality": 0.18599503911467277, "growth_momentum": -0.03397055375490509, "company_age_years": 30.986995208761122, "ebitda": 1323900000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 12.746674074074074, "revenue_cagr_3y": 0.05371187687839485, "revenue_cagr_5y": 0.007118745679289384, "earnings_cagr_3y": 0.08819254821091871, "quarterly_revenue_growth_yoy": 0.07737640510749755, "quarterly_earnings_growth_yoy": 0.0340080971659919, "revenue_growth_qoq": 0.13016599885518032, "gross_margin": 0.34744732576985415, "operating_margin": 0.17909238249594814, "net_margin": 0.12935575364667748, "roa_ttm": 0.03350643399900722, "roe_ttm": 0.11244233726294207, "debt_to_ebitda": 4.543259259259259, "net_debt_to_ebitda": 4.535777777777778, "interest_coverage": 20.361990950226243, "debt_to_equity": 1.309883820263113, "current_ratio": 0.5134471247716823, "quick_ratio": 0.40763368394532973, "fcf_to_ebitda": -0.7888888888888889, "capex_to_revenue": 0.4672158429023132, "working_capital_to_revenue": -0.21426194042269928, "capital_efficiency": 0.07297438563097465, "financial_health": -1.144539194469056, "margin_quality": 0.21863182063749328, "growth_momentum": 0.055692251136744725, "company_age_years": 31.23340177960301, "ebitda": 1350000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 13.202781927357938, "revenue_cagr_3y": 0.015484755540865036, "revenue_cagr_5y": 0.010416467866777523, "earnings_cagr_3y": 0.039685121819901026, "quarterly_revenue_growth_yoy": -0.03173630682514398, "quarterly_earnings_growth_yoy": -0.056365403304178816, "revenue_growth_qoq": -0.19955429497568883, "gross_margin": 0.4053404201467983, "operating_margin": 0.18957226018729437, "net_margin": 0.1228802834725386, "roa_ttm": 0.0322982830488289, "roe_ttm": 0.11079666354583369, "debt_to_ebitda": 4.7857352079671935, "net_debt_to_ebitda": 4.661101347393087, "interest_coverage": 19.734104046242773, "debt_to_equity": 1.3906289897012512, "current_ratio": 0.5270908158029759, "quick_ratio": 0.4214982042072858, "fcf_to_ebitda": -0.5401288810779145, "capex_to_revenue": 0.44900125715882105, "working_capital_to_revenue": -0.2574940634166783, "capital_efficiency": 0.0715474732973313, "financial_health": -1.1465837684918139, "margin_quality": 0.23926432126887706, "growth_momentum": -0.0440508550646614, "company_age_years": 31.482546201232033, "ebitda": 1365600000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 13.607286389614055, "revenue_cagr_3y": 0.023111605315882633, "revenue_cagr_5y": 0.03268713460493444, "earnings_cagr_3y": 0.19934937871784242, "quarterly_revenue_growth_yoy": 0.0663364204178333, "quarterly_earnings_growth_yoy": 0.08601633829889477, "revenue_growth_qoq": 0.2531004808909137, "gross_margin": 0.46576449202181375, "operating_margin": 0.2930721066451222, "net_margin": 0.22823671985457483, "roa_ttm": 0.03257648154644538, "roe_ttm": 0.1083876680350962, "debt_to_ebitda": 4.615466026952657, "net_debt_to_ebitda": 4.47879771396317, "interest_coverage": 20.751098096632504, "debt_to_equity": 1.3164090799323835, "current_ratio": 0.5345564574227943, "quick_ratio": 0.4269247394457519, "fcf_to_ebitda": -0.6960417695618429, "capex_to_revenue": 0.43426437065721896, "working_capital_to_revenue": -0.2661558320287825, "capital_efficiency": 0.07048207479077079, "financial_health": -1.1021658315364176, "margin_quality": 0.32902443950717025, "growth_momentum": 0.07617637935836404, "company_age_years": 31.734428473648187, "ebitda": 1417300000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 13.117206332313422, "revenue_cagr_3y": 0.033612849950443335, "revenue_cagr_5y": 0.018226490934479145, "earnings_cagr_3y": 0.20471897802545724, "quarterly_revenue_growth_yoy": 0.007555809959931311, "quarterly_earnings_growth_yoy": 0.2984054669703872, "revenue_growth_qoq": -0.11118965865481721, "gross_margin": 0.388592205431201, "operating_margin": 0.1828201340756732, "net_margin": 0.12953073514373367, "roa_ttm": 0.033818334231483144, "roe_ttm": 0.10851104707012488, "debt_to_ebitda": 4.341492616735399, "net_debt_to_ebitda": 4.330850073167487, "interest_coverage": 15.611630321910695, "debt_to_equity": 1.2539865513928914, "current_ratio": 0.42648490749756574, "quick_ratio": 0.315968841285297, "fcf_to_ebitda": -0.6516562458427564, "capex_to_revenue": 0.4496257915947035, "working_capital_to_revenue": -0.32294322449762863, "capital_efficiency": 0.07116469065080401, "financial_health": -1.0620583039860079, "margin_quality": 0.23364769155020262, "growth_momentum": 0.15298063846515927, "company_age_years": 31.98631074606434, "ebitda": 1503400000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 14.084978868438991, "revenue_cagr_3y": -0.005597132148227657, "revenue_cagr_5y": 0.013204369371842883, "earnings_cagr_3y": 0.1210563170454122, "quarterly_revenue_growth_yoy": -0.016375545851528384, "quarterly_earnings_growth_yoy": 0.005780346820809248, "revenue_growth_qoq": 0.10281517747858017, "gross_margin": 0.4306326304106548, "operating_margin": 0.21975582685904552, "net_margin": 0.19311875693673697, "roa_ttm": 0.03552347391156076, "roe_ttm": 0.10839403399236906, "debt_to_ebitda": 4.850034083162917, "net_debt_to_ebitda": 4.840490797546012, "interest_coverage": 21.26086956521739, "debt_to_equity": 1.2339576829691294, "current_ratio": 0.5362215909090909, "quick_ratio": 0.3913352272727273, "fcf_to_ebitda": -0.5608043626448534, "capex_to_revenue": 0.3847397824169362, "working_capital_to_revenue": -0.19200235224933843, "capital_efficiency": 0.07195875395196491, "financial_health": -1.1214727445277732, "margin_quality": 0.28116907140214575, "growth_momentum": -0.005297599515359568, "company_age_years": 33.23477070499658, "ebitda": 1467000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 14.371254054054054, "revenue_cagr_3y": 0.0003674669610502779, "revenue_cagr_5y": 0.016017178987856484, "earnings_cagr_3y": 0.12368821734554958, "quarterly_revenue_growth_yoy": 0.07077326343381389, "quarterly_earnings_growth_yoy": 0.07352941176470588, "revenue_growth_qoq": -0.0932297447280799, "gross_margin": 0.44920440636474906, "operating_margin": 0.21542227662178703, "net_margin": 0.17870257037943696, "roa_ttm": 0.03539773677462512, "roe_ttm": 0.1091252792576044, "debt_to_ebitda": 4.939864864864865, "net_debt_to_ebitda": 4.92972972972973, "interest_coverage": 21.44927536231884, "debt_to_equity": 1.2564014435470012, "current_ratio": 0.5485051860890787, "quick_ratio": 0.42159853569249545, "fcf_to_ebitda": -0.5590540540540541, "capex_to_revenue": 0.3518668596237337, "working_capital_to_revenue": -0.2141823444283647, "capital_efficiency": 0.07226150801611476, "financial_health": -1.1106950239158517, "margin_quality": 0.28110975112199105, "growth_momentum": 0.07215133759925989, "company_age_years": 33.4839151266256, "ebitda": 1480000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 14.292913217623498, "revenue_cagr_3y": 0.03313504244882792, "revenue_cagr_5y": 0.020632077106130575, "earnings_cagr_3y": 0.07566216863061914, "quarterly_revenue_growth_yoy": 0.11304347826086956, "quarterly_earnings_growth_yoy": 0.040160642570281124, "revenue_growth_qoq": 0.2533659730722154, "gross_margin": 0.46875, "operating_margin": 0.2822265625, "net_margin": 0.2529296875, "roa_ttm": 0.03519013585029189, "roe_ttm": 0.10776942355889724, "debt_to_ebitda": 4.933911882510014, "net_debt_to_ebitda": 4.920560747663552, "interest_coverage": 22.029411764705884, "debt_to_equity": 1.234920634920635, "current_ratio": 0.6518946692357097, "quick_ratio": 0.5118818240205524, "fcf_to_ebitda": -0.4552736982643525, "capex_to_revenue": 0.3439168305703849, "working_capital_to_revenue": -0.1522899690924417, "capital_efficiency": 0.07147977970459457, "financial_health": -1.1170374879676506, "margin_quality": 0.3346354166666667, "growth_momentum": 0.07660206041557535, "company_age_years": 33.73579739904175, "ebitda": 1498000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 15.106500324464633, "revenue_cagr_3y": 0.020012768475007547, "revenue_cagr_5y": 0.030681029413943683, "earnings_cagr_3y": 0.02661994276353452, "quarterly_revenue_growth_yoy": 0.1346389228886169, "quarterly_earnings_growth_yoy": 0.4393939393939394, "revenue_growth_qoq": -0.0947265625, "gross_margin": 0.34627831715210355, "operating_margin": 0.1423948220064725, "net_margin": 0.10248112189859762, "roa_ttm": 0.03632835660001078, "roe_ttm": 0.11252086811352253, "debt_to_ebitda": 5.115509409474368, "net_debt_to_ebitda": 5.09020116807268, "interest_coverage": 19.756410256410255, "debt_to_equity": 1.3160267111853088, "current_ratio": 0.5204479065238559, "quick_ratio": 0.4006815968841285, "fcf_to_ebitda": -0.38092147955872807, "capex_to_revenue": 0.31861542654674296, "working_capital_to_revenue": -0.26846552194058326, "capital_efficiency": 0.07442461235676666, "financial_health": -1.1222718706782995, "margin_quality": 0.1970514203523912, "growth_momentum": 0.28701643114127817, "company_age_years": 33.987679671457904, "ebitda": 1541000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 13.13426061663758, "revenue_cagr_3y": 0.06328874184408062, "revenue_cagr_5y": 0.04325922617285438, "earnings_cagr_3y": -0.020901672322995224, "quarterly_revenue_growth_yoy": 0.1413160733549083, "quarterly_earnings_growth_yoy": 0.12631578947368421, "revenue_growth_qoq": -0.06784140969162995, "gross_margin": 0.33742911153119093, "operating_margin": 0.1502835538752363, "net_margin": 0.10113421550094517, "roa_ttm": 0.03397311907950206, "roe_ttm": 0.1091459528362014, "debt_to_ebitda": 5.071553228621291, "net_debt_to_ebitda": 5.059918557300756, "interest_coverage": 16.21698113207547, "debt_to_equity": 1.3891013384321225, "current_ratio": 0.5289885738468049, "quick_ratio": 0.3914515446466356, "fcf_to_ebitda": -0.26527050610820246, "capex_to_revenue": 0.34752616555661275, "working_capital_to_revenue": -0.26474785918173166, "capital_efficiency": 0.07155953595785174, "financial_health": -1.2208054072502224, "margin_quality": 0.19628229363579078, "growth_momentum": 0.13381593141429626, "company_age_years": 34.98699520876112, "ebitda": 1719000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 13.12809411764706, "revenue_cagr_3y": 0.05545586257397117, "revenue_cagr_5y": 0.0328460747384145, "earnings_cagr_3y": -0.019651473474386005, "quarterly_revenue_growth_yoy": 0.008426966292134831, "quarterly_earnings_growth_yoy": -0.15104166666666666, "revenue_growth_qoq": 0.017958412098298678, "gross_margin": 0.38904363974001854, "operating_margin": 0.20612813370473537, "net_margin": 0.15134633240482823, "roa_ttm": 0.03241106719367589, "roe_ttm": 0.10366624525916561, "debt_to_ebitda": 5.323529411764706, "net_debt_to_ebitda": 5.2311764705882355, "interest_coverage": 18.085106382978722, "debt_to_equity": 1.4301517067003793, "current_ratio": 0.6247379454926625, "quick_ratio": 0.4769392033542977, "fcf_to_ebitda": -0.1111764705882353, "capex_to_revenue": 0.36743413244718726, "working_capital_to_revenue": -0.16995015428435795, "capital_efficiency": 0.06803865622642075, "financial_health": -1.277325257466658, "margin_quality": 0.24883936861652736, "growth_momentum": -0.07130735018726592, "company_age_years": 35.233401779603014, "ebitda": 1700000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 12.96195337995338, "revenue_cagr_3y": 0.06126400252896502, "revenue_cagr_5y": 0.02246933546499008, "earnings_cagr_3y": 0.05566719197800074, "quarterly_revenue_growth_yoy": -0.032873806998939555, "quarterly_earnings_growth_yoy": 0.006289308176100629, "revenue_growth_qoq": -0.1532033426183844, "gross_margin": 0.4517543859649123, "operating_margin": 0.23793859649122806, "net_margin": 0.17543859649122806, "roa_ttm": 0.03223274297208458, "roe_ttm": 0.10182889026658401, "debt_to_ebitda": 5.265734265734266, "net_debt_to_ebitda": 5.258158508158508, "interest_coverage": 17.875, "debt_to_equity": 1.4004959702417854, "current_ratio": 0.601162176439514, "quick_ratio": 0.4400422609614369, "fcf_to_ebitda": 0.08624708624708624, "capex_to_revenue": 0.38880918220946914, "working_capital_to_revenue": -0.18053562888570063, "capital_efficiency": 0.0670308166193343, "financial_health": -1.2681160883768943, "margin_quality": 0.2883771929824562, "growth_momentum": -0.013292249411419464, "company_age_years": 35.48254620123203, "ebitda": 1716000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 12.203650341685648, "revenue_cagr_3y": 0.05392399414745963, "revenue_cagr_5y": 0.03009529802307287, "earnings_cagr_3y": 0.01321156668923007, "quarterly_revenue_growth_yoy": -0.05110132158590308, "quarterly_earnings_growth_yoy": 0.14096916299559473, "revenue_growth_qoq": 0.18092105263157895, "gross_margin": 0.4828226555246054, "operating_margin": 0.2989786443825441, "net_margin": 0.2404828226555246, "roa_ttm": 0.03296019900497513, "roe_ttm": 0.1024382991376747, "debt_to_ebitda": 5.318337129840547, "net_debt_to_ebitda": 5.201025056947608, "interest_coverage": 17.737373737373737, "debt_to_equity": 1.388492417484389, "current_ratio": 0.7090439276485788, "quick_ratio": 0.5400516795865633, "fcf_to_ebitda": 0.3547835990888383, "capex_to_revenue": 0.4243452958292919, "working_capital_to_revenue": -0.13651794374393791, "capital_efficiency": 0.06769924907132491, "financial_health": -1.2433419774113716, "margin_quality": 0.3407613741875581, "growth_momentum": 0.04493392070484582, "company_age_years": 35.73442847364819, "ebitda": 1756000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 12.523460898502496, "revenue_cagr_3y": 0.055602581708424026, "revenue_cagr_5y": 0.019276697730026715, "earnings_cagr_3y": 0.2239034103416604, "quarterly_revenue_growth_yoy": -0.09168241965973535, "quarterly_earnings_growth_yoy": 0.1308411214953271, "revenue_growth_qoq": -0.10770659238625813, "gross_margin": 0.3995837669094693, "operating_margin": 0.19042663891779396, "net_margin": 0.1259105098855359, "roa_ttm": 0.0331026039459434, "roe_ttm": 0.10373321528700015, "debt_to_ebitda": 5.273987798114254, "net_debt_to_ebitda": 5.239600665557404, "interest_coverage": 13.763358778625955, "debt_to_equity": 1.403128227829423, "current_ratio": 0.5520833333333334, "quick_ratio": 0.4032118055555556, "fcf_to_ebitda": 0.16971713810316139, "capex_to_revenue": 0.44499627514278617, "working_capital_to_revenue": -0.2562701763099081, "capital_efficiency": 0.06841790961647178, "financial_health": -1.2107444300013197, "margin_quality": 0.23864030523759971, "growth_momentum": 0.01957935091779587, "company_age_years": 35.98631074606434, "ebitda": 1803000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 12.246996714129244, "revenue_cagr_3y": 0.04595088429867755, "revenue_cagr_5y": 0.008720167236039078, "earnings_cagr_3y": -0.031641996800259364, "quarterly_revenue_growth_yoy": -0.04271123491179202, "quarterly_earnings_growth_yoy": -0.03067484662576687, "revenue_growth_qoq": 0.07284079084287201, "gross_margin": 0.42870999030067897, "operating_margin": 0.21532492725509214, "net_margin": 0.15324927255092144, "roa_ttm": 0.03285015060240964, "roe_ttm": 0.10239108112072759, "debt_to_ebitda": 5.294085432639649, "net_debt_to_ebitda": 5.276560788608982, "interest_coverage": 17.065420560747665, "debt_to_equity": 1.4180724658940884, "current_ratio": 0.5584677419354839, "quick_ratio": 0.3971774193548387, "fcf_to_ebitda": -0.04654983570646221, "capex_to_revenue": 0.4734991208239136, "working_capital_to_revenue": -0.22004521477015826, "capital_efficiency": 0.06762061586156862, "financial_health": -1.248897379160179, "margin_quality": 0.26576139670223087, "growth_momentum": -0.036693040768779446, "company_age_years": 36.23545516769336, "ebitda": 1826000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 12.942930975470622, "revenue_cagr_3y": 0.030477437885183756, "revenue_cagr_5y": 0.02499111005864707, "earnings_cagr_3y": -0.15849739330944124, "quarterly_revenue_growth_yoy": -0.019736842105263157, "quarterly_earnings_growth_yoy": -0.45625, "revenue_growth_qoq": -0.13288069835111543, "gross_margin": 0.38814317673378074, "operating_margin": 0.14541387024608501, "net_margin": 0.09731543624161074, "roa_ttm": 0.028622458325700678, "roe_ttm": 0.09203357384773965, "debt_to_ebitda": 5.56531660011409, "net_debt_to_ebitda": 5.51283513976041, "interest_coverage": 16.23148148148148, "debt_to_equity": 1.4366072743336769, "current_ratio": 0.6548004314994607, "quick_ratio": 0.48058252427184467, "fcf_to_ebitda": -0.22989161437535655, "capex_to_revenue": 0.5031541761291951, "working_capital_to_revenue": -0.16149381781478678, "capital_efficiency": 0.060328016086720164, "financial_health": -1.3063448657262695, "margin_quality": 0.21029082774049215, "growth_momentum": -0.23799342105263158, "company_age_years": 36.48459958932238, "ebitda": 1753000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 14.439989216799091, "revenue_cagr_3y": 0.01822067801291327, "revenue_cagr_5y": 0.017701827512630386, "earnings_cagr_3y": 0.04433720598418289, "quarterly_revenue_growth_yoy": 0.003714020427112349, "quarterly_earnings_growth_yoy": 0.138996138996139, "revenue_growth_qoq": 0.20917225950782997, "gross_margin": 0.4967622571692877, "operating_margin": 0.2895467160037003, "net_margin": 0.272895467160037, "roa_ttm": 0.02895440010512944, "roe_ttm": 0.0948622273249139, "debt_to_ebitda": 6.06072644721907, "net_debt_to_ebitda": 5.591373439273553, "interest_coverage": 15.456140350877194, "debt_to_equity": 1.532577497129736, "current_ratio": 0.8601398601398601, "quick_ratio": 0.7202797202797203, "fcf_to_ebitda": -0.4750283768444949, "capex_to_revenue": 0.5028989160574742, "working_capital_to_revenue": -0.0806654902949332, "capital_efficiency": 0.061908313715021666, "financial_health": -1.2905537106382556, "margin_quality": 0.353068146777675, "growth_momentum": 0.07135507971162568, "company_age_years": 36.73648186173853, "ebitda": 1762000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 14.210243739565943, "revenue_cagr_3y": 0.017317919692014128, "revenue_cagr_5y": 0.02090083572320367, "earnings_cagr_3y": 0.1644545743112158, "quarterly_revenue_growth_yoy": 0.015608740894901144, "quarterly_earnings_growth_yoy": 0.2396694214876033, "revenue_growth_qoq": -0.0971322849213691, "gross_margin": 0.4651639344262295, "operating_margin": 0.22643442622950818, "net_margin": 0.15368852459016394, "roa_ttm": 0.030377740600510697, "roe_ttm": 0.09851513420902341, "debt_to_ebitda": 5.790762381747356, "net_debt_to_ebitda": 5.745687256538676, "interest_coverage": 14.975, "debt_to_equity": 1.4857224443175328, "current_ratio": 0.43609576427255986, "quick_ratio": 0.3274401473296501, "fcf_to_ebitda": -0.6021146355036171, "capex_to_revenue": 0.5647915620291311, "working_capital_to_revenue": -0.38448016072325464, "capital_efficiency": 0.06444643740476705, "financial_health": -1.2352974239754417, "margin_quality": 0.2817622950819672, "growth_momentum": 0.12763908119125222, "company_age_years": 36.988364134154686, "ebitda": 1797000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 11.529045035240234, "revenue_cagr_3y": 0.029471671410350675, "revenue_cagr_5y": 0.034348688699084695, "earnings_cagr_3y": 0.024933284442308024, "quarterly_revenue_growth_yoy": 0.05408243054601459, "quarterly_earnings_growth_yoy": 0.13545754198712917, "revenue_growth_qoq": 0.09131267012029151, "gross_margin": 0.5824654677462957, "operating_margin": 0.24718882352183932, "net_margin": 0.11640555605617847, "roa_ttm": 0.028727591989675814, "roe_ttm": 0.0852913819340197, "debt_to_ebitda": 3.7350527847247768, "net_debt_to_ebitda": 3.729966052674462, "interest_coverage": 25.825240027215685, "debt_to_equity": 1.0358945131338981, "current_ratio": 0.9030530327652339, "quick_ratio": 0.5385235255523054, "fcf_to_ebitda": -0.05616969954811709, "capex_to_revenue": 0.3518471129193438, "working_capital_to_revenue": -0.03224815078155495, "capital_efficiency": 0.05700948696184775, "financial_health": -0.9464260617135565, "margin_quality": 0.31535328244143784, "growth_momentum": 0.09476998626657188, "company_age_years": 0, "ebitda": 1024823000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 11.253607040099004, "revenue_cagr_3y": 0.03236229831862025, "revenue_cagr_5y": 0.024300968993542282, "earnings_cagr_3y": 0.05138621519606312, "quarterly_revenue_growth_yoy": 0.04342759361324402, "quarterly_earnings_growth_yoy": 0.12113504778881619, "revenue_growth_qoq": 0.23043923224469304, "gross_margin": 0.49605704017764896, "operating_margin": 0.35633894545768413, "net_margin": 0.2023398818289056, "roa_ttm": 0.029515089175802606, "roe_ttm": 0.08731462283150578, "debt_to_ebitda": 3.6193610628374113, "net_debt_to_ebitda": 3.615644643475782, "interest_coverage": 25.902951316722497, "debt_to_equity": 1.008738302647721, "current_ratio": 0.8312755990002486, "quick_ratio": 0.514949379953502, "fcf_to_ebitda": -0.2002788494486729, "capex_to_revenue": 0.41400837971518883, "working_capital_to_revenue": -0.06185246792246465, "capital_efficiency": 0.05841485600365419, "financial_health": -0.9203205842496583, "margin_quality": 0.35157862248807953, "growth_momentum": 0.0822813207010301, "company_age_years": 0, "ebitda": 1059353000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 11.278680159746733, "revenue_cagr_3y": 0.027040306840097728, "revenue_cagr_5y": 0.04520909576001797, "earnings_cagr_3y": 0.09513789997244992, "quarterly_revenue_growth_yoy": 0.11094117754801132, "quarterly_earnings_growth_yoy": 0.3745890149101567, "revenue_growth_qoq": -0.20678502956892922, "gross_margin": 0.38036222147114346, "operating_margin": 0.19171358619040946, "net_margin": 0.08891819927951396, "roa_ttm": 0.03017104268676253, "roe_ttm": 0.09106368443524814, "debt_to_ebitda": 3.7875049641185123, "net_debt_to_ebitda": 3.784646750529972, "interest_coverage": 26.346506201645585, "debt_to_equity": 1.0675203468322003, "current_ratio": 0.7337539498449664, "quick_ratio": 0.44715444048995745, "fcf_to_ebitda": -0.246621136610677, "capex_to_revenue": 0.4242517916058276, "working_capital_to_revenue": -0.10882183157714785, "capital_efficiency": 0.06061736356100533, "financial_health": -0.9310056633093465, "margin_quality": 0.22033133564702226, "growth_momentum": 0.24276509622908402, "company_age_years": 0, "ebitda": 1072698000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 11.149111062521918, "revenue_cagr_3y": -0.030615921832990778, "revenue_cagr_5y": 0.03777664820409665, "earnings_cagr_3y": -0.04711259072645069, "quarterly_revenue_growth_yoy": 0.005485995258582843, "quarterly_earnings_growth_yoy": -0.09032553175268736, "revenue_growth_qoq": -0.055991822401015606, "gross_margin": 0.3985895272925421, "operating_margin": 0.22136701980879328, "net_margin": 0.1041978853388383, "roa_ttm": 0.02958189723670259, "roe_ttm": 0.0895090720908888, "debt_to_ebitda": 3.812967824479932, "net_debt_to_ebitda": 3.8097843908449036, "interest_coverage": 25.675872977247842, "debt_to_equity": 1.0571392085696727, "current_ratio": 0.9404777120737462, "quick_ratio": 0.5350445654186958, "fcf_to_ebitda": -0.20931052456996635, "capex_to_revenue": 0.40601767262030297, "working_capital_to_revenue": -0.017791129072813112, "capital_efficiency": 0.059545484663795695, "financial_health": -0.9898869650658255, "margin_quality": 0.24138481081339125, "growth_momentum": -0.04241976824705226, "company_age_years": 0, "ebitda": 1055150000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 11.001284297765002, "revenue_cagr_3y": -0.0018357906276825764, "revenue_cagr_5y": 0.014758626415137144, "earnings_cagr_3y": 0.10457857113932234, "quarterly_revenue_growth_yoy": -0.019547894594559804, "quarterly_earnings_growth_yoy": -0.003801492949958529, "revenue_growth_qoq": 0.06414192750631359, "gross_margin": 0.33251271951419664, "operating_margin": 0.26374528147053994, "net_margin": 0.11827506975217462, "roa_ttm": 0.02935267308546371, "roe_ttm": 0.08897540706135021, "debt_to_ebitda": 3.8854442173174935, "net_debt_to_ebitda": 3.882421786360268, "interest_coverage": 24.30340961098398, "debt_to_equity": 1.0786929075691232, "current_ratio": 0.9561518628935172, "quick_ratio": 0.5651586469156725, "fcf_to_ebitda": -0.10348106837755718, "capex_to_revenue": 0.3787474104634316, "working_capital_to_revenue": -0.01329618579721691, "capital_efficiency": 0.05916404007340696, "financial_health": -0.9849027500033649, "margin_quality": 0.23817769024563706, "growth_momentum": -0.011674693772259166, "company_age_years": 0, "ebitda": 1062059000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 10.989254385550948, "revenue_cagr_3y": -0.0009168322924466565, "revenue_cagr_5y": 0.025759945260218187, "earnings_cagr_3y": -0.07950369185447126, "quarterly_revenue_growth_yoy": -0.019347605661668328, "quarterly_earnings_growth_yoy": -0.37165319290958987, "revenue_growth_qoq": -0.2511645474002266, "gross_margin": 0.27992602555480833, "operating_margin": 0.21065904505716207, "net_margin": 0.056973772696704776, "roa_ttm": 0.02786552424211142, "roe_ttm": 0.0828842660116169, "debt_to_ebitda": 3.8867779390694874, "net_debt_to_ebitda": 3.8835688842493927, "interest_coverage": 24.77266244242325, "debt_to_equity": 1.053721501496891, "current_ratio": 0.8825846741053056, "quick_ratio": 0.5261515787582386, "fcf_to_ebitda": 0.1394928938312528, "capex_to_revenue": 0.29741452072249663, "working_capital_to_revenue": -0.03761881683750983, "capital_efficiency": 0.05537489512686416, "financial_health": -0.9755906775182634, "margin_quality": 0.18251961443622508, "growth_momentum": -0.1955003992856291, "company_age_years": 0, "ebitda": 1059502000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 11.012007206039348, "revenue_cagr_3y": 0.005273924603142133, "revenue_cagr_5y": 0.01903131383218426, "earnings_cagr_3y": 0.05864240135672416, "quarterly_revenue_growth_yoy": 0.04825577130641629, "quarterly_earnings_growth_yoy": 0.013811367560047602, "revenue_growth_qoq": 0.009085406859448555, "gross_margin": 0.2796865732317679, "operating_margin": 0.2064797968690645, "net_margin": 0.1007740701494825, "roa_ttm": 0.027946100506791135, "roe_ttm": 0.08306084949479654, "debt_to_ebitda": 3.869423898124142, "net_debt_to_ebitda": 3.8587806923898125, "interest_coverage": 23.952511415525112, "debt_to_equity": 1.0383092156148586, "current_ratio": 0.8228443702587707, "quick_ratio": 0.4774101010538942, "fcf_to_ebitda": 0.16292988409333536, "capex_to_revenue": 0.2940078596046185, "working_capital_to_revenue": -0.05660770167366786, "capital_efficiency": 0.05550347500079384, "financial_health": -0.9554658148654236, "margin_quality": 0.19564681341677162, "growth_momentum": 0.031033569433231947, "company_age_years": 0, "ebitda": 1049120000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 13.279115796302303, "revenue_cagr_3y": 0.3001137509421836, "revenue_cagr_5y": 0.16467054201950004, "earnings_cagr_3y": -0.2216659611988706, "quarterly_revenue_growth_yoy": 1.0171486213853396, "quarterly_earnings_growth_yoy": -0.4540840415486308, "revenue_growth_qoq": -0.24183254344391786, "gross_margin": 0.20786797799633272, "operating_margin": 0.13652275379229872, "net_margin": 0.015419236539423236, "roa_ttm": 0.02093065500955149, "roe_ttm": 0.0534278335095032, "debt_to_ebitda": 5.498280895231917, "net_debt_to_ebitda": 5.394291274732404, "interest_coverage": 17.45753114382786, "debt_to_equity": 0.8451766019824096, "current_ratio": 0.5862862723214286, "quick_ratio": 0.40806361607142855, "fcf_to_ebitda": 0.2777165098929614, "capex_to_revenue": 0.25016932092020777, "working_capital_to_revenue": -0.27741502147849906, "capital_efficiency": 0.037179244259527344, "financial_health": -0.6555016424892167, "margin_quality": 0.11993665610935156, "growth_momentum": 0.2815322899183544, "company_age_years": 0.5749486652977412, "ebitda": 1541500000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 13.608576300085252, "revenue_cagr_3y": 0.28805111511216475, "revenue_cagr_5y": 0.1412536589931228, "earnings_cagr_3y": 0.14905156685909393, "quarterly_revenue_growth_yoy": 1.0274773243763786, "quarterly_earnings_growth_yoy": 0.6450359593287592, "revenue_growth_qoq": 0.014252375395899316, "gross_margin": 0.24891116772125893, "operating_margin": 0.17224094009368066, "net_margin": 0.08176514093187608, "roa_ttm": 0.022056199564862034, "roe_ttm": 0.06100032898576871, "debt_to_ebitda": 5.426598465473146, "net_debt_to_ebitda": 5.350667803353225, "interest_coverage": 19.313940724478595, "debt_to_equity": 1.0132867800783198, "current_ratio": 0.5779216885530971, "quick_ratio": 0.43805840378965044, "fcf_to_ebitda": 0.22525547030406365, "capex_to_revenue": 0.24607264031394352, "working_capital_to_revenue": -0.287740669582635, "capital_efficiency": 0.04152826427531537, "financial_health": -0.7531008041801603, "margin_quality": 0.16763908291560523, "growth_momentum": 0.836256641852569, "company_age_years": 0.8213552361396304, "ebitda": 1759500000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 10.584439990379218, "revenue_cagr_3y": -0.07349042301141062, "revenue_cagr_5y": -0.08947101443790795, "earnings_cagr_3y": -0.23752217878958992, "quarterly_revenue_growth_yoy": -0.3508367334870794, "quarterly_earnings_growth_yoy": -0.6147859922178989, "revenue_growth_qoq": 0.3433675966715614, "gross_margin": 0.375478229185644, "operating_margin": 0.19994534523592639, "net_margin": 0.05410821643286573, "roa_ttm": 0.016378447906245534, "roe_ttm": 0.07454143358917653, "debt_to_ebitda": 5.571714904193057, "net_debt_to_ebitda": 5.559288062214383, "interest_coverage": 13.226935312831388, "debt_to_equity": 1.8081436190971771, "current_ratio": 0.5934901222953904, "quick_ratio": 0.37847601128880526, "fcf_to_ebitda": -0.2728293113124349, "capex_to_revenue": 0.34337084662858014, "working_capital_to_revenue": -0.20641228958480615, "capital_efficiency": 0.045459940747711036, "financial_health": -1.5467918037091442, "margin_quality": 0.209843930284812, "growth_momentum": -0.48281136285248916, "company_age_years": 31.197809719370294, "ebitda": 1247300000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 11.695526695526695, "revenue_cagr_3y": -0.0714322382312792, "revenue_cagr_5y": -0.08436886560278511, "earnings_cagr_3y": -0.11641815634888464, "quarterly_revenue_growth_yoy": -0.3317207052146811, "quarterly_earnings_growth_yoy": -0.3304769001490313, "revenue_growth_qoq": 0.30861723446893785, "gross_margin": 0.4074899067242099, "operating_margin": 0.2654879576778505, "net_margin": 0.12508701099819017, "roa_ttm": 0.011321359478919834, "roe_ttm": 0.05108075304082845, "debt_to_ebitda": 5.623376623376624, "net_debt_to_ebitda": 5.604377104377105, "interest_coverage": 13.783425414364642, "debt_to_equity": 1.8114815484337474, "current_ratio": 0.5590768860931928, "quick_ratio": 0.4315076725830362, "fcf_to_ebitda": -0.4290524290524291, "capex_to_revenue": 0.3739769057204796, "working_capital_to_revenue": -0.2434411361323718, "capital_efficiency": 0.03120105625987414, "financial_health": -1.5237061216529928, "margin_quality": 0.2660216251334169, "growth_momentum": -0.3310988026818562, "company_age_years": 31.446954140999317, "ebitda": 1247400000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 11.102243905926084, "revenue_cagr_3y": -0.07173252562843968, "revenue_cagr_5y": -0.042233312541331114, "earnings_cagr_3y": -0.17305883948999823, "quarterly_revenue_growth_yoy": 0.053964757709251104, "quarterly_earnings_growth_yoy": 6.551020408163265, "revenue_growth_qoq": -0.04044117647058824, "gross_margin": 0.3558574248229421, "operating_margin": 0.13200975269940787, "net_margin": 0.031580169511203994, "roa_ttm": 0.01632239638682253, "roe_ttm": 0.07736908384930213, "debt_to_ebitda": 5.531346057616699, "net_debt_to_ebitda": 5.519837014797341, "interest_coverage": 16.45764705882353, "debt_to_equity": 2.0300661139678877, "current_ratio": 0.47345102349223794, "quick_ratio": 0.2901497458442094, "fcf_to_ebitda": -0.5188362284652227, "capex_to_revenue": 0.3542030605827685, "working_capital_to_revenue": -0.35709128176460997, "capital_efficiency": 0.046845740118062335, "financial_health": -1.5984897198382089, "margin_quality": 0.17314911567785132, "growth_momentum": 3.3024925829362584, "company_age_years": 31.94798083504449, "ebitda": 1398900000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 10.70766133048737, "revenue_cagr_3y": -0.0669681178613929, "revenue_cagr_5y": -0.02735004466122637, "earnings_cagr_3y": -0.16366475734669128, "quarterly_revenue_growth_yoy": 0.1814538167243578, "quarterly_earnings_growth_yoy": 0.494949494949495, "revenue_growth_qoq": 0.5058632300011611, "gross_margin": 0.3327679259830378, "operating_margin": 0.17340015420200464, "net_margin": 0.0684656900539707, "roa_ttm": 0.017349761126477244, "roe_ttm": 0.07965710355669091, "debt_to_ebitda": 5.627392387050872, "net_debt_to_ebitda": 5.608609035930274, "interest_coverage": 14.888771186440678, "debt_to_equity": 1.9427441540577717, "current_ratio": 0.5104281327848907, "quick_ratio": 0.36721510920572387, "fcf_to_ebitda": -0.47805051583066527, "capex_to_revenue": 0.32836950473010573, "working_capital_to_revenue": -0.3762047857540345, "capital_efficiency": 0.04850343234158408, "financial_health": -1.4866501112346773, "margin_quality": 0.19154459007967106, "growth_momentum": 0.3382016558369264, "company_age_years": 32.199863107460644, "ebitda": 1405500000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 12.833919424891418, "revenue_cagr_3y": -0.06556903519747703, "revenue_cagr_5y": -0.011886856927642131, "earnings_cagr_3y": -0.23604789973271134, "quarterly_revenue_growth_yoy": 0.06466968535934053, "quarterly_earnings_growth_yoy": -0.4852941176470588, "revenue_growth_qoq": -0.07439184415060059, "gross_margin": 0.33991275899672846, "operating_margin": 0.12126499454743729, "net_margin": 0.015267175572519083, "roa_ttm": 0.013996211629777627, "roe_ttm": 0.06181526472610589, "debt_to_ebitda": 6.478658079976037, "net_debt_to_ebitda": 6.46420548150367, "interest_coverage": 15.19226393629124, "debt_to_equity": 1.9829475131790053, "current_ratio": 0.5190899174068879, "quick_ratio": 0.31981455508804735, "fcf_to_ebitda": -0.6045379661524637, "capex_to_revenue": 0.3348114837715737, "working_capital_to_revenue": -0.25698998605125645, "capital_efficiency": 0.03790573817794176, "financial_health": -1.7222622264933074, "margin_quality": 0.15881497637222827, "growth_momentum": -0.21031221614385914, "company_age_years": 32.94729637234771, "ebitda": 1335400000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 12.280144326950557, "revenue_cagr_3y": -0.06613042365844135, "revenue_cagr_5y": -0.004896402825768975, "earnings_cagr_3y": 0.009472823793410079, "quarterly_revenue_growth_yoy": 0.09520830726886026, "quarterly_earnings_growth_yoy": 0.30667297681022243, "revenue_growth_qoq": 0.27954395965796974, "gross_margin": 0.35635138222526846, "operating_margin": 0.22880968700022847, "net_margin": 0.15769933744573908, "roa_ttm": 0.009617633156703236, "roe_ttm": 0.04289645377479916, "debt_to_ebitda": 6.513861103172335, "net_debt_to_ebitda": 6.4888539582737925, "interest_coverage": 15.033297529538132, "debt_to_equity": 2.023168079534863, "current_ratio": 0.506416217221499, "quick_ratio": 0.430382493335813, "fcf_to_ebitda": -0.7391397542154902, "capex_to_revenue": 0.34888994986870375, "working_capital_to_revenue": -0.3167820482215326, "capital_efficiency": 0.0262570434657512, "financial_health": -1.6153195147735226, "margin_quality": 0.24762013555707865, "growth_momentum": 0.20094064203954135, "company_age_years": 33.445585215605746, "ebitda": 1399600000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 13.166372448979592, "revenue_cagr_3y": 0.026461829217743205, "revenue_cagr_5y": -0.03685641226780956, "earnings_cagr_3y": -0.376277117673698, "quarterly_revenue_growth_yoy": 0.04078212290502793, "quarterly_earnings_growth_yoy": 1.019440353460972, "revenue_growth_qoq": -0.07808788598574821, "gross_margin": 0.3659688674181428, "operating_margin": 0.09769189479334407, "net_margin": 0.007085346215780998, "roa_ttm": 0.023074872471455746, "roe_ttm": 0.0873215354364367, "debt_to_ebitda": 6.045790816326531, "net_debt_to_ebitda": 6.027933673469388, "interest_coverage": 16.35036496350365, "debt_to_equity": 1.6208942463879628, "current_ratio": 0.4127017396772165, "quick_ratio": 0.2783483546426326, "fcf_to_ebitda": -0.6294005102040816, "capex_to_revenue": 0.3473280995183373, "working_capital_to_revenue": -0.3719422004778701, "capital_efficiency": 0.05519820395394622, "financial_health": -1.3416091219531734, "margin_quality": 0.15691536947575593, "growth_momentum": 0.530111238183, "company_age_years": 34.945927446954144, "ebitda": 1568000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 14.136338100855205, "revenue_cagr_3y": -0.040702033836564455, "revenue_cagr_5y": 0.01473408684230848, "earnings_cagr_3y": 0.022893360196109214, "quarterly_revenue_growth_yoy": -0.037309249454998444, "quarterly_earnings_growth_yoy": 2.9087301587301586, "revenue_growth_qoq": 0.27630057803468205, "gross_margin": 0.457621635610766, "operating_margin": 0.2802795031055901, "net_margin": 0.19118788819875776, "roa_ttm": 0.009114870801324653, "roe_ttm": 0.034105469013419654, "debt_to_ebitda": 7.2004570923031554, "net_debt_to_ebitda": 7.134768504865821, "interest_coverage": 16.03309692671395, "debt_to_equity": 1.646554049497606, "current_ratio": 0.7054630777403931, "quick_ratio": 0.5964671506994864, "fcf_to_ebitda": -0.36169271601297553, "capex_to_revenue": 0.3619801808819075, "working_capital_to_revenue": -0.14394824527240468, "capital_efficiency": 0.021610169907372155, "financial_health": -1.5473881488571113, "margin_quality": 0.30969634230503795, "growth_momentum": 1.43571045463758, "company_age_years": 36.446269678302535, "ebitda": 1356400000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 13.738358187957232, "revenue_cagr_3y": -0.007000229483939524, "revenue_cagr_5y": 0.01896393794917839, "earnings_cagr_3y": 0.35015535291217814, "quarterly_revenue_growth_yoy": 0.024202763062220838, "quarterly_earnings_growth_yoy": 13.829787234042554, "revenue_growth_qoq": -0.3620600414078675, "gross_margin": 0.4005070993914807, "operating_margin": 0.14421906693711967, "net_margin": 0.06115618661257607, "roa_ttm": 0.011979133988832023, "roe_ttm": 0.040977449372230995, "debt_to_ebitda": 6.504572312886888, "net_debt_to_ebitda": 6.450056274620146, "interest_coverage": 16.823668639053256, "debt_to_equity": 1.4175622020205116, "current_ratio": 0.8109438162751187, "quick_ratio": 0.6170836018513094, "fcf_to_ebitda": -0.4485087225661227, "capex_to_revenue": 0.37392090590084176, "working_capital_to_revenue": -0.06947105552087146, "capital_efficiency": 0.026478291680531507, "financial_health": -1.4071444641204123, "margin_quality": 0.20196078431372547, "growth_momentum": 6.926994998552387, "company_age_years": 36.695414099931554, "ebitda": 1421600000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 12.096541201198864, "revenue_cagr_3y": 0.04072512141174944, "revenue_cagr_5y": 0.025905703158237037, "earnings_cagr_3y": 0.10510251984103047, "quarterly_revenue_growth_yoy": 0.11659634317862166, "quarterly_earnings_growth_yoy": -0.05686604886267902, "revenue_growth_qoq": 0.4752392455635046, "gross_margin": 0.4972288701347777, "operating_margin": 0.26250157450560524, "net_margin": 0.14101272200529033, "roa_ttm": 0.023920901217751298, "roe_ttm": 0.08756131825614334, "debt_to_ebitda": 5.433926277684792, "net_debt_to_ebitda": 5.372971079366315, "interest_coverage": 18.752554744525547, "debt_to_equity": 1.6075516455171461, "current_ratio": 0.5057130354451306, "quick_ratio": 0.41111975494724556, "fcf_to_ebitda": -0.33533143863609827, "capex_to_revenue": 0.4845007424245202, "working_capital_to_revenue": -0.37271544059687267, "capital_efficiency": 0.05574110973694732, "financial_health": -1.3854722832102877, "margin_quality": 0.30024772221522444, "growth_momentum": 0.02986514715797132, "company_age_years": 40.199863107460644, "ebitda": 2569100000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 11.774838147410359, "revenue_cagr_3y": -0.09102739625904122, "revenue_cagr_5y": -0.1083042420743614, "earnings_cagr_3y": -0.07959514245336319, "quarterly_revenue_growth_yoy": 0.002727768685215494, "quarterly_earnings_growth_yoy": -0.18285714285714286, "revenue_growth_qoq": 0.2731470791964904, "gross_margin": 0.41004715270221254, "operating_margin": 0.22832789263692418, "net_margin": 0.12966993108451216, "roa_ttm": 0.02456725194633096, "roe_ttm": 0.0714371726172557, "debt_to_ebitda": 3.6281125498007967, "net_debt_to_ebitda": 3.6281125498007967, "interest_coverage": 22.31111111111111, "debt_to_equity": 0.8772653380697213, "current_ratio": 0.6815772462831287, "quick_ratio": 0.44537815126050423, "fcf_to_ebitda": 0.09262948207171315, "capex_to_revenue": 0.3026866226643116, "working_capital_to_revenue": -0.11448359207957609, "capital_efficiency": 0.04800221228179333, "financial_health": -0.7916491059064362, "margin_quality": 0.2560149921412163, "growth_momentum": -0.09006468708596368, "company_age_years": 28.501026694045173, "ebitda": 803200000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 12.597056756468959, "revenue_cagr_3y": -0.023330554451967078, "revenue_cagr_5y": -0.03434939123974445, "earnings_cagr_3y": 0.11906134188988982, "quarterly_revenue_growth_yoy": -0.09400352733686067, "quarterly_earnings_growth_yoy": -0.0948509485094851, "revenue_growth_qoq": 0.04836734693877551, "gross_margin": 0.4189215495425346, "operating_margin": 0.21413276231263384, "net_margin": 0.19505547985205374, "roa_ttm": 0.03739596920872297, "roe_ttm": 0.10159213415851467, "debt_to_ebitda": 3.6216590352465126, "net_debt_to_ebitda": 3.484506442338409, "interest_coverage": 25.72876712328767, "debt_to_equity": 0.848747254941106, "current_ratio": 0.6483563398320763, "quick_ratio": 0.4565248327878184, "fcf_to_ebitda": 0.11862421467362368, "capex_to_revenue": 0.2774240166192476, "working_capital_to_revenue": -0.11159282843336495, "capital_efficiency": 0.06949405168361883, "financial_health": -0.7851339690851116, "margin_quality": 0.2760365972357407, "growth_momentum": -0.09442723792317288, "company_age_years": 31.498973305954827, "ebitda": 939100000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 10.572079054112367, "revenue_cagr_3y": 0.012639931358116696, "revenue_cagr_5y": -0.0038548318245594793, "earnings_cagr_3y": 0.09419973524113168, "quarterly_revenue_growth_yoy": -0.03472334901833523, "quarterly_earnings_growth_yoy": 0.042222222222222223, "revenue_growth_qoq": -0.02523349172538096, "gross_margin": 0.4982349974785678, "operating_margin": 0.25012607160867373, "net_margin": 0.15767355858127416, "roa_ttm": 0.023651856664500974, "roe_ttm": 0.08068881737388377, "debt_to_ebitda": 5.55976525416415, "net_debt_to_ebitda": 5.434625010787952, "interest_coverage": 21.029038112522684, "debt_to_equity": 1.3729673280620618, "current_ratio": 0.6711272247857614, "quick_ratio": 0.45201054713249833, "fcf_to_ebitda": -0.24976266505566583, "capex_to_revenue": 0.45919967826261815, "working_capital_to_revenue": -0.2006434747637241, "capital_efficiency": 0.05217033701919237, "financial_health": -1.1910651883193983, "margin_quality": 0.3020115425561719, "growth_momentum": 0.003749436601943497, "company_age_years": 36.98562628336756, "ebitda": 11587000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 12.677211818560133, "revenue_cagr_3y": 0.044112119660075555, "revenue_cagr_5y": 0.03772784379816474, "earnings_cagr_3y": 0.018872362595751646, "quarterly_revenue_growth_yoy": 0.16099340048627997, "quarterly_earnings_growth_yoy": 0.2607449856733524, "revenue_growth_qoq": -0.0626752664049355, "gross_margin": 0.6767389678384442, "operating_margin": 0.2113687359760658, "net_margin": 0.13163799551234107, "roa_ttm": 0.021115771276750028, "roe_ttm": 0.07320997586484312, "debt_to_ebitda": 5.842114024136496, "net_debt_to_ebitda": 5.80649188514357, "interest_coverage": 19.794069192751234, "debt_to_equity": 1.4117658889782783, "current_ratio": 0.6988031914893617, "quick_ratio": 0.5048960348162476, "fcf_to_ebitda": -0.1451518934665002, "capex_to_revenue": 0.37754573057838997, "working_capital_to_revenue": -0.1845145523217063, "capital_efficiency": 0.04716287357079658, "financial_health": -1.2675694494040657, "margin_quality": 0.33991523310895033, "growth_momentum": 0.2108691930798162, "company_age_years": 39.233401779603014, "ebitda": 12015000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 12.008284023668638, "revenue_cagr_3y": 0.04712039450588623, "revenue_cagr_5y": 0.04214478531021926, "earnings_cagr_3y": 0.017333194599798762, "quarterly_revenue_growth_yoy": 0.14630988347000431, "quarterly_earnings_growth_yoy": 0.10736677115987461, "revenue_growth_qoq": 0.19192221391174272, "gross_margin": 0.6463353413654619, "operating_margin": 0.2540160642570281, "net_margin": 0.1773343373493976, "roa_ttm": 0.021418849948962232, "roe_ttm": 0.0750223458138842, "debt_to_ebitda": 6.076756396366364, "net_debt_to_ebitda": 6.039003250270856, "interest_coverage": 19.32206119162641, "debt_to_equity": 1.4483066838812195, "current_ratio": 0.7670293282876064, "quick_ratio": 0.5608443708609272, "fcf_to_ebitda": -0.3769480790065839, "capex_to_revenue": 0.3844698997252257, "working_capital_to_revenue": -0.14059879384791066, "capital_efficiency": 0.048220597881423216, "financial_health": -1.3095772902934366, "margin_quality": 0.3592285809906292, "growth_momentum": 0.12683832731493946, "company_age_years": 39.48528405201917, "ebitda": 11999000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 11.13962576621142, "revenue_cagr_3y": -0.0455353223165218, "revenue_cagr_5y": 0.03707116329952376, "earnings_cagr_3y": 0.09235413178923069, "quarterly_revenue_growth_yoy": -0.07280118255728012, "quarterly_earnings_growth_yoy": -0.5823754789272031, "revenue_growth_qoq": 0.021164021164021163, "gross_margin": 0.48047030689517733, "operating_margin": 0.2516939019529693, "net_margin": 0.17377441211638103, "roa_ttm": 0.029776528792111196, "roe_ttm": 0.1263206739006282, "debt_to_ebitda": 5.160124744596193, "net_debt_to_ebitda": 4.927411549628992, "interest_coverage": 20.392543859649123, "debt_to_equity": 1.7127355796687607, "current_ratio": 0.9871244635193133, "quick_ratio": 0.7552601277085732, "fcf_to_ebitda": -0.1619528981610926, "capex_to_revenue": 0.3537217598097503, "working_capital_to_revenue": -0.005850178359096314, "capital_efficiency": 0.0780486013463697, "financial_health": -1.5607116704402828, "margin_quality": 0.3019795403215092, "growth_momentum": -0.3275883307422416, "company_age_years": 38.247775496235455, "ebitda": 9299000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 12.68013749164077, "revenue_cagr_3y": 0.030821176120298333, "revenue_cagr_5y": 0.025380599392910375, "earnings_cagr_3y": 0.07656500286706325, "quarterly_revenue_growth_yoy": 0.03713825239997197, "quarterly_earnings_growth_yoy": 0.24295652173913043, "revenue_growth_qoq": 0.09984642821757654, "gross_margin": 0.2695989009751593, "operating_margin": 0.1875774159403644, "net_margin": 0.16095759295543094, "roa_ttm": 0.029252577606493944, "roe_ttm": 0.11045214006800805, "debt_to_ebitda": 5.422666937755961, "net_debt_to_ebitda": 5.324551976531413, "interest_coverage": 22.048671149535704, "debt_to_equity": 1.5694560616696018, "current_ratio": 0.6093480535943281, "quick_ratio": 0.5380953082853058, "fcf_to_ebitda": -0.051395625780591946, "capex_to_revenue": 0.3535349322210636, "working_capital_to_revenue": -0.31584090570534784, "capital_efficiency": 0.069852358837251, "financial_health": -1.2894113162590337, "margin_quality": 0.20604463662365155, "growth_momentum": 0.1400473870695512, "company_age_years": 52.24093086926762, "ebitda": 6885800000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 12.11707262265102, "revenue_cagr_3y": 0.08172271384580077, "revenue_cagr_5y": 0.04851405249040064, "earnings_cagr_3y": 0.04372802780600993, "quarterly_revenue_growth_yoy": 0.1860153809811281, "quarterly_earnings_growth_yoy": -0.09287443791075753, "revenue_growth_qoq": 0.017633943652455915, "gross_margin": 0.2656353737883415, "operating_margin": 0.18386225822157307, "net_margin": 0.11607577568273358, "roa_ttm": 0.02832999307736077, "roe_ttm": 0.10700448952444297, "debt_to_ebitda": 5.276766460357913, "net_debt_to_ebitda": 5.196208026437393, "interest_coverage": 21.87258805513017, "debt_to_equity": 1.566490688393748, "current_ratio": 0.7528116966580977, "quick_ratio": 0.6642593187660668, "fcf_to_ebitda": -0.04696558097851962, "capex_to_revenue": 0.3500102908891328, "working_capital_to_revenue": -0.17591703256494695, "capital_efficiency": 0.06766724130090188, "financial_health": -1.364748351509436, "margin_quality": 0.18852446923088273, "growth_momentum": 0.04657047153518529, "company_age_years": 52.49007529089665, "ebitda": 7141400000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 11.34622463932248, "revenue_cagr_3y": 0.08776669477852828, "revenue_cagr_5y": 0.0622382840072917, "earnings_cagr_3y": -0.023354168301672806, "quarterly_revenue_growth_yoy": 0.22936085960267846, "quarterly_earnings_growth_yoy": -0.14158291457286432, "revenue_growth_qoq": 0.2229672907537733, "gross_margin": 0.6178317439061907, "operating_margin": 0.21655417021045584, "net_margin": 0.12364959012685257, "roa_ttm": 0.026974423941417698, "roe_ttm": 0.10138313384023527, "debt_to_ebitda": 5.18827626720376, "net_debt_to_ebitda": 5.1152372160680315, "interest_coverage": 19.82145827557527, "debt_to_equity": 1.5278768607227884, "current_ratio": 0.7874015748031497, "quick_ratio": 0.7196529350140245, "fcf_to_ebitda": -0.11947521539666554, "capex_to_revenue": 0.3484629255703966, "working_capital_to_revenue": -0.13585859131204717, "capital_efficiency": 0.06417877889082649, "financial_health": -1.380154264600086, "margin_quality": 0.31934516808116636, "growth_momentum": 0.043888972514907074, "company_age_years": 52.7419575633128, "ebitda": 7149600000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 10.074668998923574, "revenue_cagr_3y": -0.18436287313729505, "revenue_cagr_5y": -0.11188594674824814, "earnings_cagr_3y": -0.043298477279276715, "quarterly_revenue_growth_yoy": -0.003701418877236274, "quarterly_earnings_growth_yoy": -0.4380714879467997, "revenue_growth_qoq": 0.14295824486907288, "gross_margin": 0.4567595459236326, "operating_margin": 0.2086687306501548, "net_margin": 0.1395252837977296, "roa_ttm": 0.022781017602054466, "roe_ttm": 0.0866080872182898, "debt_to_ebitda": 5.14975780409042, "net_debt_to_ebitda": 5.089747039827772, "interest_coverage": 20.361643835616437, "debt_to_equity": 1.5569522414775039, "current_ratio": 0.8093380750258117, "quick_ratio": 0.7224962716530917, "fcf_to_ebitda": -0.5621636167922497, "capex_to_revenue": 0.2990475398244811, "working_capital_to_revenue": -0.069126148983072, "capital_efficiency": 0.05469455241017213, "financial_health": -1.4305461754215139, "margin_quality": 0.26831785345717235, "growth_momentum": -0.22088645341201799, "company_age_years": 42.743326488706366, "ebitda": 7432000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 10.811434552051354, "revenue_cagr_3y": 0.023737622325251673, "revenue_cagr_5y": -0.02367886972615818, "earnings_cagr_3y": 0.578063182675081, "quarterly_revenue_growth_yoy": -0.06677852348993289, "quarterly_earnings_growth_yoy": -0.36, "revenue_growth_qoq": 0.12227602905569007, "gross_margin": 0.40309241280115066, "operating_margin": 0.2865875584322186, "net_margin": 0.16109313196691838, "roa_ttm": 0.029794272717874496, "roe_ttm": 0.09449799986884386, "debt_to_ebitda": 4.679598102149037, "net_debt_to_ebitda": 4.456600614010606, "interest_coverage": 27.143939393939394, "debt_to_equity": 1.0995475113122173, "current_ratio": 0.7222868217054264, "quick_ratio": 0.5718992248062016, "fcf_to_ebitda": 0.03265420039073402, "capex_to_revenue": 0.323681279740812, "working_capital_to_revenue": -0.1450845398400324, "capital_efficiency": 0.062146136293359175, "financial_health": -0.90419590163566, "margin_quality": 0.28359103440009586, "growth_momentum": -0.21338926174496645, "company_age_years": 40.24366872005476, "ebitda": 3583000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 12.148360655737704, "revenue_cagr_3y": 0.10651665763920959, "revenue_cagr_5y": 0.06233022503028196, "earnings_cagr_3y": 0.07187636272779852, "quarterly_revenue_growth_yoy": 0.17738678973175656, "quarterly_earnings_growth_yoy": 0.06568144499178982, "revenue_growth_qoq": 0.19217289719626168, "gross_margin": 0.43851053405193535, "operating_margin": 0.22635962763351297, "net_margin": 0.1589906908378246, "roa_ttm": 0.027878282617757398, "roe_ttm": 0.10205078125, "debt_to_ebitda": 4.985450819672131, "net_debt_to_ebitda": 4.961475409836066, "interest_coverage": 20.59071729957806, "debt_to_equity": 1.48492431640625, "current_ratio": 1.0381399143381602, "quick_ratio": 0.8606975321231899, "fcf_to_ebitda": -0.1557377049180328, "capex_to_revenue": 0.3104982206405694, "working_capital_to_revenue": 0.012797700520120449, "capital_efficiency": 0.0649645319338787, "financial_health": -1.4207176441925673, "margin_quality": 0.2746202841744243, "growth_momentum": 0.12153411736177319, "company_age_years": 37.01574264202601, "ebitda": 4880000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 11.047627906976745, "revenue_cagr_3y": 0.0015532799117796703, "revenue_cagr_5y": -0.02238484667778584, "earnings_cagr_3y": -0.011295492643430993, "quarterly_revenue_growth_yoy": -0.07874465049928674, "quarterly_earnings_growth_yoy": -0.11556603773584906, "revenue_growth_qoq": 0.0942053541172484, "gross_margin": 0.6658408175905853, "operating_margin": 0.2514710436667699, "net_margin": 0.1161350263239393, "roa_ttm": 0.021890160415152387, "roe_ttm": 0.07091616012266579, "debt_to_ebitda": 5.3025581395348835, "net_debt_to_ebitda": 4.978139534883721, "interest_coverage": 18.220338983050848, "debt_to_equity": 1.2486172717813921, "current_ratio": 0.7963872603390905, "quick_ratio": 0.7447314213278403, "fcf_to_ebitda": -0.10930232558139535, "capex_to_revenue": 0.28932149547935165, "working_capital_to_revenue": -0.104667263989574, "capital_efficiency": 0.04640316026890909, "financial_health": -1.04005235852, "margin_quality": 0.3444822958604315, "growth_momentum": -0.0971553441175679, "company_age_years": 50.24229979466119, "ebitda": 4300000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 12.555310374702188, "revenue_cagr_3y": 0.05168148874214595, "revenue_cagr_5y": 0.04871859303498516, "earnings_cagr_3y": 0.12394107983918645, "quarterly_revenue_growth_yoy": 0.10968971148611867, "quarterly_earnings_growth_yoy": 0.43675417661097854, "revenue_growth_qoq": 0.1938506588579795, "gross_margin": 0.6073092960510179, "operating_margin": 0.20063772381653178, "net_margin": 0.14765759136620063, "roa_ttm": 0.023989205641934824, "roe_ttm": 0.0750318971439788, "debt_to_ebitda": 5.296729478016028, "net_debt_to_ebitda": 5.273337665150531, "interest_coverage": 19.399159663865547, "debt_to_equity": 1.2000687015408775, "current_ratio": 1.008679593721145, "quick_ratio": 0.9340720221606649, "fcf_to_ebitda": -0.19254927442061945, "capex_to_revenue": 0.2708511243951039, "working_capital_to_revenue": 0.0033447196128664957, "capital_efficiency": 0.04951055139295681, "financial_health": -1.106510463697282, "margin_quality": 0.3185348704112501, "growth_momentum": 0.2732219440485486, "company_age_years": 52.24093086926762, "ebitda": 4617000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 12.033750776236804, "revenue_cagr_3y": 0.07719110598087964, "revenue_cagr_5y": 0.05311775450123468, "earnings_cagr_3y": 0.18822548854709198, "quarterly_revenue_growth_yoy": 0.15107671601615075, "quarterly_earnings_growth_yoy": 0.5454545454545454, "revenue_growth_qoq": -0.16090262447878342, "gross_margin": 0.5819935691318328, "operating_margin": 0.11458637825197311, "net_margin": 0.07453960830166619, "roa_ttm": 0.024880132776001967, "roe_ttm": 0.07941335164565655, "debt_to_ebitda": 5.268888428896709, "net_debt_to_ebitda": 5.03560339474229, "interest_coverage": 20.383966244725737, "debt_to_equity": 1.2485407367440036, "current_ratio": 0.8817235820020519, "quick_ratio": 0.8159167521618057, "fcf_to_ebitda": -0.12026495549575657, "capex_to_revenue": 0.26742983242534996, "working_capital_to_revenue": -0.05565133439073167, "capital_efficiency": 0.05214674221082926, "financial_health": -1.0795071318776848, "margin_quality": 0.2570398518951574, "growth_momentum": 0.3482656307353481, "company_age_years": 52.49007529089665, "ebitda": 4831000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 11.076904610492846, "revenue_cagr_3y": 0.07447457733514873, "revenue_cagr_5y": 0.053884066306457035, "earnings_cagr_3y": 0.09026761284829954, "quarterly_revenue_growth_yoy": 0.1616499442586399, "quarterly_earnings_growth_yoy": 0.13940520446096655, "revenue_growth_qoq": 0.21835720549546916, "gross_margin": 0.6403550863723608, "operating_margin": 0.21425143953934742, "net_margin": 0.14707293666026872, "roa_ttm": 0.02575916548819245, "roe_ttm": 0.0816464237516869, "debt_to_ebitda": 5.026828298887122, "net_debt_to_ebitda": 5.011327503974563, "interest_coverage": 20.29032258064516, "debt_to_equity": 1.2191536533641796, "current_ratio": 0.8320754716981132, "quick_ratio": 0.7547169811320755, "fcf_to_ebitda": -0.0759141494435612, "capex_to_revenue": 0.2666268815065314, "working_capital_to_revenue": -0.07671905046084478, "capital_efficiency": 0.053702794619939674, "financial_health": -1.0760261841452912, "margin_quality": 0.33389315419065896, "growth_momentum": 0.15052757435980324, "company_age_years": 52.7419575633128, "ebitda": 5032000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 11.835466369520795, "revenue_cagr_3y": 0.13906867316067917, "revenue_cagr_5y": 0.10090026506011851, "earnings_cagr_3y": 0.030940939281792312, "quarterly_revenue_growth_yoy": 0.3065359607248337, "quarterly_earnings_growth_yoy": 0.2339369839599387, "revenue_growth_qoq": 0.24993926474778252, "gross_margin": 0.42707295114976934, "operating_margin": 0.1733067549434095, "net_margin": 0.10865907150820442, "roa_ttm": 0.026965707466701423, "roe_ttm": 0.0910661198744199, "debt_to_ebitda": 5.339692926387038, "net_debt_to_ebitda": 5.2211953201696435, "interest_coverage": 23.00533186660231, "debt_to_equity": 1.4324823077793543, "current_ratio": 0.714331873987295, "quick_ratio": 0.6556100686675678, "fcf_to_ebitda": -0.28920953453468107, "capex_to_revenue": 0.2824753856148631, "working_capital_to_revenue": -0.13350133560356983, "capital_efficiency": 0.05901591367056066, "financial_health": -1.2885606440922683, "margin_quality": 0.23634625920046107, "growth_momentum": 0.2702364723423862, "company_age_years": 38.08624229979466, "ebitda": 4098952000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 11.201186283595922, "revenue_cagr_3y": -0.02254827882882826, "revenue_cagr_5y": 0.002534041571433887, "earnings_cagr_3y": -0.05273176281409042, "quarterly_revenue_growth_yoy": -0.1400113830392715, "quarterly_earnings_growth_yoy": -0.15211970074812967, "revenue_growth_qoq": -0.040025412960609914, "gross_margin": 0.33355393778954334, "operating_margin": 0.18067504963600264, "net_margin": 0.11250827266710788, "roa_ttm": 0.025629163582531457, "roe_ttm": 0.09372356623244797, "debt_to_ebitda": 5.738646895273401, "net_debt_to_ebitda": 5.568118628359592, "interest_coverage": 18.497142857142858, "debt_to_equity": 1.5713077313483337, "current_ratio": 0.8877139979859013, "quick_ratio": 0.709718026183283, "fcf_to_ebitda": -0.17269076305220885, "capex_to_revenue": 0.2888231912622157, "working_capital_to_revenue": -0.03662642687032931, "capital_efficiency": 0.05967636490748972, "financial_health": -1.4274279245271677, "margin_quality": 0.20891242003088462, "growth_momentum": -0.14606554189370058, "company_age_years": 50.24229979466119, "ebitda": 3237000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 11.902489082969433, "revenue_cagr_3y": 0.012108543512015846, "revenue_cagr_5y": -0.033925560645763686, "earnings_cagr_3y": -0.03451061539437028, "quarterly_revenue_growth_yoy": 0.09647835656639765, "quarterly_earnings_growth_yoy": -0.14029850746268657, "revenue_growth_qoq": 0.12368421052631579, "gross_margin": 0.6604215456674473, "operating_margin": 0.1870190699230512, "net_margin": 0.09635329541652726, "roa_ttm": 0.027702445256292445, "roe_ttm": 0.1411764705882353, "debt_to_ebitda": 5.618389131489568, "net_debt_to_ebitda": 5.5497331392527895, "interest_coverage": 16.1015625, "debt_to_equity": 2.645231296402056, "current_ratio": 0.5160550458715596, "quick_ratio": 0.4534403669724771, "fcf_to_ebitda": 0.06598738476467735, "capex_to_revenue": 0.20719613865730582, "working_capital_to_revenue": -0.1851689337428697, "capital_efficiency": 0.08443945792226387, "financial_health": -2.4784086967386245, "margin_quality": 0.3145979703356752, "growth_momentum": -0.02191007544814446, "company_age_years": 24.386036960985628, "ebitda": 4122000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 10.533402571711177, "revenue_cagr_3y": 0.03850864784573904, "revenue_cagr_5y": -0.03161323713798325, "earnings_cagr_3y": -0.15686780948865964, "quarterly_revenue_growth_yoy": 0.07475209763539283, "quarterly_earnings_growth_yoy": 2.2241379310344827, "revenue_growth_qoq": -0.057209769153563066, "gross_margin": 0.6479772888573456, "operating_margin": 0.15862313697657912, "net_margin": 0.06635911994322215, "roa_ttm": 0.030252659574468085, "roe_ttm": 0.1257137594400442, "debt_to_ebitda": 5.221562809099901, "net_debt_to_ebitda": 5.103363006923837, "interest_coverage": 16.306451612903224, "debt_to_equity": 1.9447412046417387, "current_ratio": 0.7534124629080119, "quick_ratio": 0.6632047477744807, "fcf_to_ebitda": 0.09421364985163205, "capex_to_revenue": 0.20412388922439825, "working_capital_to_revenue": -0.07169355534466397, "capital_efficiency": 0.07798320950725615, "financial_health": -1.901636641741423, "margin_quality": 0.290986515259049, "growth_momentum": 1.1494450143349377, "company_age_years": 24.635181382614647, "ebitda": 4044000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 10.782664280235235, "revenue_cagr_3y": 0.05456750689749401, "revenue_cagr_5y": -0.013214902990863364, "earnings_cagr_3y": -0.051166732841886, "quarterly_revenue_growth_yoy": 0.11235595390524968, "quarterly_earnings_growth_yoy": -0.2786177105831533, "revenue_growth_qoq": 0.23314407381121363, "gross_margin": 0.6207194244604316, "operating_margin": 0.14532374100719425, "net_margin": 0.09611510791366906, "roa_ttm": 0.027557913981851017, "roe_ttm": 0.11472062372377947, "debt_to_ebitda": 5.4354385067757605, "net_debt_to_ebitda": 5.371260547174636, "interest_coverage": 17.38222222222222, "debt_to_equity": 1.973083348802673, "current_ratio": 0.6618952190094475, "quick_ratio": 0.5585456627540796, "fcf_to_ebitda": 0.01380721043211455, "capex_to_revenue": 0.20850778764026126, "working_capital_to_revenue": -0.09889465751130463, "capital_efficiency": 0.07113926885281524, "financial_health": -1.934722979398192, "margin_quality": 0.2873860911270983, "growth_momentum": -0.08313087833895183, "company_age_years": 24.8870636550308, "ebitda": 3911000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 10.482221229838709, "revenue_cagr_3y": -0.09627754332735661, "revenue_cagr_5y": -0.08375519383594976, "earnings_cagr_3y": 0.11190642443569732, "quarterly_revenue_growth_yoy": -0.30735930735930733, "quarterly_earnings_growth_yoy": 0.1888412017167382, "revenue_growth_qoq": -0.263050153531218, "gross_margin": 0.5006944444444444, "operating_margin": 0.29444444444444445, "net_margin": 0.38472222222222224, "roa_ttm": 0.03958729062338111, "roe_ttm": 0.13850917604410543, "debt_to_ebitda": 5.931451612903226, "net_debt_to_ebitda": 5.70085685483871, "interest_coverage": 25.766233766233768, "debt_to_equity": 1.7775092515671023, "current_ratio": 0.5554302893649005, "quick_ratio": 0.49530251785043217, "fcf_to_ebitda": -0.08190524193548387, "capex_to_revenue": 0.4165497896213184, "working_capital_to_revenue": -0.3318373071528752, "capital_efficiency": 0.08904823333374326, "financial_health": -1.5413098679995996, "margin_quality": 0.393287037037037, "growth_momentum": -0.05925905282128456, "company_age_years": 34.978781656399725, "ebitda": 3968000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 11.074105379310344, "revenue_cagr_3y": -0.05008574840700353, "revenue_cagr_5y": -0.017957945824305876, "earnings_cagr_3y": -0.1632567001842533, "quarterly_revenue_growth_yoy": 0.18958611481975968, "quarterly_earnings_growth_yoy": 1.1483695652173913, "revenue_growth_qoq": 0.2, "gross_margin": 0.4405162738496072, "operating_margin": 0.2547699214365881, "net_margin": 0.1531986531986532, "roa_ttm": 0.018559240038701734, "roe_ttm": 0.04565452578434908, "debt_to_ebitda": 4.646360153256705, "net_debt_to_ebitda": 3.018390804597701, "interest_coverage": 24.166666666666668, "debt_to_equity": 0.8746483952398125, "current_ratio": 1.8836135839103199, "quick_ratio": 1.791295746785361, "fcf_to_ebitda": 0.06896551724137931, "capex_to_revenue": 0.3179495632108126, "working_capital_to_revenue": 0.4417339706609527, "capital_efficiency": 0.03210688291152541, "financial_health": -0.6448408691042533, "margin_quality": 0.2828282828282828, "growth_momentum": 0.6689778400185755, "company_age_years": 36.97741273100616, "ebitda": 2610000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 12.825324718798152, "revenue_cagr_3y": -0.020186601965932693, "revenue_cagr_5y": -0.0033851600051433284, "earnings_cagr_3y": -0.35379627476690767, "quarterly_revenue_growth_yoy": 0.3167701863354037, "quarterly_earnings_growth_yoy": 5.2631578947368425, "revenue_growth_qoq": -0.04826038159371493, "gross_margin": 0.35495283018867924, "operating_margin": 0.14327830188679244, "net_margin": 0.07016509433962265, "roa_ttm": 0.01977766985052075, "roe_ttm": 0.0528478731074261, "debt_to_ebitda": 5.2550077041602465, "net_debt_to_ebitda": 5.12557781201849, "interest_coverage": 21.81512605042017, "debt_to_equity": 0.9835616438356164, "current_ratio": 0.6175523349436393, "quick_ratio": 0.5284487385936661, "fcf_to_ebitda": -0.10978428351309708, "capex_to_revenue": 0.3108880308880309, "working_capital_to_revenue": -0.22007722007722008, "capital_efficiency": 0.036312771478973424, "financial_health": -0.8671417528032392, "margin_quality": 0.18946540880503146, "growth_momentum": 2.7899640405361232, "company_age_years": 37.22655715263518, "ebitda": 2596000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 13.038240097008892, "revenue_cagr_3y": 0.04859582122300732, "revenue_cagr_5y": 0.05354575565075459, "earnings_cagr_3y": 0.1834003697898765, "quarterly_revenue_growth_yoy": 0.17933432687531048, "quarterly_earnings_growth_yoy": 0.011461318051575931, "revenue_growth_qoq": 0.1677324151500246, "gross_margin": 0.3930075821398484, "operating_margin": 0.19208087615838249, "net_margin": 0.14869418702611625, "roa_ttm": 0.04721642310368824, "roe_ttm": 0.19798657718120805, "debt_to_ebitda": 5.02303961196443, "net_debt_to_ebitda": 4.842764753435731, "interest_coverage": 19.951612903225808, "debt_to_equity": 1.8131018383425737, "current_ratio": 1.3555678059536935, "quick_ratio": 1.10529217199559, "fcf_to_ebitda": -0.1879547291835085, "capex_to_revenue": 0.2807542262678804, "working_capital_to_revenue": 0.08387516254876463, "capital_efficiency": 0.12260150014244814, "financial_health": -1.7418495191182064, "margin_quality": 0.24459421510811571, "growth_momentum": 0.09539782246344321, "company_age_years": 37.24572210814511, "ebitda": 2474000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 10.619974375400384, "revenue_cagr_3y": 0.0544773237538676, "revenue_cagr_5y": -0.019303065179705148, "earnings_cagr_3y": -0.008621118649333792, "quarterly_revenue_growth_yoy": 0.11595866819747416, "quarterly_earnings_growth_yoy": -0.24302788844621515, "revenue_growth_qoq": -0.2964169381107492, "gross_margin": 0.4182098765432099, "operating_margin": 0.18055555555555555, "net_margin": 0.09773662551440329, "roa_ttm": 0.043986083499005964, "roe_ttm": 0.15893445076324453, "debt_to_ebitda": 4.80973734785394, "net_debt_to_ebitda": 4.6319666880204995, "interest_coverage": 28.381818181818183, "debt_to_equity": 1.4981542452359573, "current_ratio": 1.0289485873089392, "quick_ratio": 0.881658175081056, "fcf_to_ebitda": -0.4967969250480461, "capex_to_revenue": 0.4174458380843786, "working_capital_to_revenue": 0.014253135689851768, "capital_efficiency": 0.10146026713112524, "financial_health": -1.3053377579479721, "margin_quality": 0.23216735253772292, "growth_momentum": -0.06353461012437049, "company_age_years": 52.49007529089665, "ebitda": 3122000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 10.436071428571429, "revenue_cagr_3y": 0.04701142490389665, "revenue_cagr_5y": -0.019321484693275326, "earnings_cagr_3y": -0.09218810614370776, "quarterly_revenue_growth_yoy": 0.0880503144654088, "quarterly_earnings_growth_yoy": -0.07339449541284404, "revenue_growth_qoq": -0.02109053497942387, "gross_margin": 0.4372044140830268, "operating_margin": 0.20178665265370468, "net_margin": 0.10614818707304256, "roa_ttm": 0.04294779269587952, "roe_ttm": 0.15787366102712985, "debt_to_ebitda": 4.883458646616542, "net_debt_to_ebitda": 4.847744360902255, "interest_coverage": 26.823529411764707, "debt_to_equity": 1.5605165682250475, "current_ratio": 0.885491216655823, "quick_ratio": 0.6942094990240729, "fcf_to_ebitda": -0.6882832080200502, "capex_to_revenue": 0.4588749439713133, "working_capital_to_revenue": -0.05916629314208875, "capital_efficiency": 0.10041072686150468, "financial_health": -1.3418748177122126, "margin_quality": 0.24837975126992465, "growth_momentum": 0.007327909526282379, "company_age_years": 52.7419575633128, "ebitda": 3192000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 11.625204014748054, "revenue_cagr_3y": -0.01656527534099428, "revenue_cagr_5y": -0.015375631612128626, "earnings_cagr_3y": 0.12698350957532734, "quarterly_revenue_growth_yoy": -0.07455012853470437, "quarterly_earnings_growth_yoy": -0.2356020942408377, "revenue_growth_qoq": 0.09422492401215805, "gross_margin": 0.43125, "operating_margin": 0.1673611111111111, "net_margin": 0.10138888888888889, "roa_ttm": 0.026749111779174637, "roe_ttm": 0.09684601113172542, "debt_to_ebitda": 4.240065546907005, "net_debt_to_ebitda": 4.222859483818107, "interest_coverage": 26.247311827956988, "debt_to_equity": 1.280148423005566, "current_ratio": 0.6185044359949303, "quick_ratio": 0.41951837769328265, "fcf_to_ebitda": -0.19459238017206062, "capex_to_revenue": 0.4397652744218157, "working_capital_to_revenue": -0.1558508802209182, "capital_efficiency": 0.061797561455450026, "financial_health": -1.158490970240863, "margin_quality": 0.2333333333333333, "growth_momentum": -0.15507611138777103, "company_age_years": 22.24229979466119, "ebitda": 2441000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 13.312271468144043, "revenue_cagr_3y": 0.06489240393832829, "revenue_cagr_5y": 0.044143480120722334, "earnings_cagr_3y": 0.09823610688112416, "quarterly_revenue_growth_yoy": 0.19987228607918264, "quarterly_earnings_growth_yoy": 0.07659574468085106, "revenue_growth_qoq": 0.2161812297734628, "gross_margin": 0.4108568387440128, "operating_margin": 0.17615753060138373, "net_margin": 0.1346460883448643, "roa_ttm": 0.027985744674973063, "roe_ttm": 0.10330409953089945, "debt_to_ebitda": 4.906163434903047, "net_debt_to_ebitda": 4.903739612188366, "interest_coverage": 27.76923076923077, "debt_to_equity": 1.4449316744850091, "current_ratio": 0.6457869634340223, "quick_ratio": 0.4804451510333863, "fcf_to_ebitda": -0.46433518005540164, "capex_to_revenue": 0.5106605039510959, "working_capital_to_revenue": -0.1660951244967944, "capital_efficiency": 0.06564492210293625, "financial_health": -1.2809610090759773, "margin_quality": 0.2405534858967536, "growth_momentum": 0.13823401538001684, "company_age_years": 24.240930869267626, "ebitda": 2888000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 12.900435371190234, "revenue_cagr_3y": 0.07768583623694236, "revenue_cagr_5y": 0.023332792383676804, "earnings_cagr_3y": 0.05300658010121695, "quarterly_revenue_growth_yoy": 0.17255434782608695, "quarterly_earnings_growth_yoy": 0.004807692307692308, "revenue_growth_qoq": -0.08142629058009579, "gross_margin": 0.43684820393974505, "operating_margin": 0.17902665121668598, "net_margin": 0.12108922363847045, "roa_ttm": 0.0273256440659696, "roe_ttm": 0.10263157894736842, "debt_to_ebitda": 4.954560868090878, "net_debt_to_ebitda": 4.952187182095626, "interest_coverage": 23.404761904761905, "debt_to_equity": 1.478846153846154, "current_ratio": 0.6677814938684504, "quick_ratio": 0.5005574136008919, "fcf_to_ebitda": -0.41336046117327907, "capex_to_revenue": 0.47636833788248817, "working_capital_to_revenue": -0.17123976440166644, "capital_efficiency": 0.064978611506669, "financial_health": -1.314082616492226, "margin_quality": 0.2456546929316338, "growth_momentum": 0.08868102006688963, "company_age_years": 24.490075290896645, "ebitda": 2949000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 12.066215079097947, "revenue_cagr_3y": 0.1160174167150716, "revenue_cagr_5y": 0.06002182004499268, "earnings_cagr_3y": 0.07563668633302512, "quarterly_revenue_growth_yoy": 0.27332965212589727, "quarterly_earnings_growth_yoy": 0.06338028169014084, "revenue_growth_qoq": 0.33603707995365006, "gross_margin": 0.47398091934084996, "operating_margin": 0.2597571552471813, "net_margin": 0.19644405897658282, "roa_ttm": 0.027644262686884243, "roe_ttm": 0.10204881874326047, "debt_to_ebitda": 5.032985526758667, "net_debt_to_ebitda": 5.030629417704477, "interest_coverage": 23.57936507936508, "debt_to_equity": 1.4658366826781688, "current_ratio": 0.7930708661417323, "quick_ratio": 0.5741732283464567, "fcf_to_ebitda": -0.4315045439246045, "capex_to_revenue": 0.44930257510729615, "working_capital_to_revenue": -0.08811695278969957, "capital_efficiency": 0.06484654071507236, "financial_health": -1.3307620578659356, "margin_quality": 0.3100607111882047, "growth_momentum": 0.16835496690801904, "company_age_years": 24.7419575633128, "ebitda": 2971000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 11.93536032494759, "revenue_cagr_3y": 0.02367670390022325, "revenue_cagr_5y": 0.004111362784413375, "earnings_cagr_3y": 0.18869278352517282, "quarterly_revenue_growth_yoy": -0.07212317666126418, "quarterly_earnings_growth_yoy": 0.3547376664056382, "revenue_growth_qoq": 0.04079081922508806, "gross_margin": 0.3951965065502183, "operating_margin": 0.2052401746724891, "net_margin": 0.1888646288209607, "roa_ttm": 0.03614550625037028, "roe_ttm": 0.11087888921198023, "debt_to_ebitda": 4.233228511530398, "net_debt_to_ebitda": 4.19706498951782, "interest_coverage": 22.121739130434783, "debt_to_equity": 1.1743239313754, "current_ratio": 0.5527814810326022, "quick_ratio": 0.41910071506484065, "fcf_to_ebitda": -0.5784853249475891, "capex_to_revenue": 0.42569551237243114, "working_capital_to_revenue": -0.20634698727806514, "capital_efficiency": 0.07351219773117526, "financial_health": -1.056976101997625, "margin_quality": 0.2631004366812227, "growth_momentum": 0.14130724487218702, "company_age_years": 32.23545516769336, "ebitda": 1526400000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 11.087076447800715, "revenue_cagr_3y": 0.24940037211405586, "revenue_cagr_5y": 0.13579035601255174, "earnings_cagr_3y": 0.05169460804809578, "quarterly_revenue_growth_yoy": -0.08234037307913551, "quarterly_earnings_growth_yoy": -0.30251256281407035, "revenue_growth_qoq": -0.013167196889360197, "gross_margin": 0.25951464135398944, "operating_margin": 0.1768603922270977, "net_margin": 0.062147398585116864, "roa_ttm": 0.02443411610597028, "roe_ttm": 0.07501289687192234, "debt_to_ebitda": 5.095081645662727, "net_debt_to_ebitda": 4.945814740352081, "interest_coverage": 21.198544698544698, "debt_to_equity": 1.2182150729259484, "current_ratio": 0.72269258038954, "quick_ratio": 0.514618175751762, "fcf_to_ebitda": -0.17957142156622372, "capex_to_revenue": 0.22733576353118315, "working_capital_to_revenue": -0.13172596877724066, "capital_efficiency": 0.04972350648894631, "financial_health": -1.0428114146217196, "margin_quality": 0.16617414405540135, "growth_momentum": -0.19242646794660292, "company_age_years": 1.8234086242299794, "ebitda": 2039300000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 12.154850037880475, "revenue_cagr_3y": 0.0019137756173266407, "revenue_cagr_5y": 0.16408009273564428, "earnings_cagr_3y": 0.07177676062133354, "quarterly_revenue_growth_yoy": -0.24070972144673988, "quarterly_earnings_growth_yoy": -0.3606471816283925, "revenue_growth_qoq": 0.09072275198288922, "gross_margin": 0.2900563771549963, "operating_margin": 0.2067979410082523, "net_margin": 0.10008987662390718, "roa_ttm": 0.028204691039286845, "roe_ttm": 0.08775481482283401, "debt_to_ebitda": 5.153794732385578, "net_debt_to_ebitda": 5.143901243370917, "interest_coverage": 24.443355119825707, "debt_to_equity": 1.2519730218358576, "current_ratio": 0.5077698817562587, "quick_ratio": 0.3271017014124377, "fcf_to_ebitda": -0.17117518605998486, "capex_to_revenue": 0.39038605805297477, "working_capital_to_revenue": -0.32109950564564216, "capital_efficiency": 0.057979752931060426, "financial_health": -1.00031014558001, "margin_quality": 0.19898139826238528, "growth_momentum": -0.30067845153756617, "company_age_years": 3.8220396988364134, "ebitda": 2243900000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 11.821489707237852, "revenue_cagr_3y": 0.05791624981240684, "revenue_cagr_5y": 0.1887689471081142, "earnings_cagr_3y": 0.11662599293167442, "quarterly_revenue_growth_yoy": 0.17011810386668824, "quarterly_earnings_growth_yoy": 0.0496492174851592, "revenue_growth_qoq": 0.18187760437944275, "gross_margin": 0.30127894918769443, "operating_margin": 0.23193916349809887, "net_margin": 0.13446249567922572, "roa_ttm": 0.02808611522227704, "roe_ttm": 0.088081398472167, "debt_to_ebitda": 5.232717376991617, "net_debt_to_ebitda": 5.222885484791291, "interest_coverage": 22.943605236656595, "debt_to_equity": 1.2808977899068472, "current_ratio": 0.4979920719226883, "quick_ratio": 0.33308288208928155, "fcf_to_ebitda": -0.2114734670587719, "capex_to_revenue": 0.40632279534109816, "working_capital_to_revenue": -0.35821778517286007, "capital_efficiency": 0.05808375684722202, "financial_health": -0.9873494368724071, "margin_quality": 0.22256020278833968, "growth_momentum": 0.10988366067592373, "company_age_years": 4.071184120465435, "ebitda": 2278300000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 11.180363604271468, "revenue_cagr_3y": 0.06564019502677776, "revenue_cagr_5y": 0.19170516879269095, "earnings_cagr_3y": 0.05294522307232663, "quarterly_revenue_growth_yoy": 0.18100835137643057, "quarterly_earnings_growth_yoy": -0.04717400979083222, "revenue_growth_qoq": 0.3198064293121327, "gross_margin": 0.358860195903829, "operating_margin": 0.30611282803415224, "net_margin": 0.22429417002776178, "roa_ttm": 0.027304804496779224, "roe_ttm": 0.08310958476428348, "debt_to_ebitda": 5.146942017474186, "net_debt_to_ebitda": 5.1360427146765515, "interest_coverage": 22.1524926686217, "debt_to_equity": 1.2138620043709023, "current_ratio": 0.5190238853936868, "quick_ratio": 0.35147207015823734, "fcf_to_ebitda": -0.17606566057717765, "capex_to_revenue": 0.38452364248631965, "working_capital_to_revenue": -0.30973761751087414, "capital_efficiency": 0.05520719463053135, "financial_health": -0.9562998301064333, "margin_quality": 0.296422397988581, "growth_momentum": 0.06691717079279917, "company_age_years": 4.323066392881588, "ebitda": 2266200000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 11.998236724766924, "revenue_cagr_3y": 0.0006235637383511516, "revenue_cagr_5y": 0.03222293607173721, "earnings_cagr_3y": 0.24927931656546276, "quarterly_revenue_growth_yoy": 0.2120212215320911, "quarterly_earnings_growth_yoy": 0.444331641285956, "revenue_growth_qoq": 0.3299020303847792, "gross_margin": 0.4122671221907863, "operating_margin": 0.32045054182458765, "net_margin": 0.22783323546682324, "roa_ttm": 0.029394020233526913, "roe_ttm": 0.09944597953317874, "debt_to_ebitda": 4.9441122821240375, "net_debt_to_ebitda": 4.886096473449534, "interest_coverage": 23.579450418160096, "debt_to_equity": 1.3548785737097155, "current_ratio": 0.7214599552917598, "quick_ratio": 0.6200184999614584, "fcf_to_ebitda": -0.2896736927442238, "capex_to_revenue": 0.36751286515026876, "working_capital_to_revenue": -0.13825493084383908, "capital_efficiency": 0.06441999988335283, "financial_health": -1.2699365925746096, "margin_quality": 0.3201836331607324, "growth_momentum": 0.32817643140902353, "company_age_years": 37.445585215605746, "ebitda": 1973600000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 11.544464061794653, "revenue_cagr_3y": 0.054034779061442606, "revenue_cagr_5y": 0.03615135578467865, "earnings_cagr_3y": -0.3911809939971729, "quarterly_revenue_growth_yoy": 0.2, "quarterly_earnings_growth_yoy": 0.1111111111111111, "revenue_growth_qoq": -0.3683873378529867, "gross_margin": 0.35294117647058826, "operating_margin": 0.12111223799864773, "net_margin": 0.05662609871534821, "roa_ttm": 0.02913298245331227, "roe_ttm": 0.10006090302577306, "debt_to_ebitda": 5.072227516677534, "net_debt_to_ebitda": 5.033204594472589, "interest_coverage": 23.594082840236688, "debt_to_equity": 1.399731473022728, "current_ratio": 0.6340630182421227, "quick_ratio": 0.4710116086235489, "fcf_to_ebitda": -0.2682449716607313, "capex_to_revenue": 0.3607521430546594, "working_capital_to_revenue": -0.20339201769748363, "capital_efficiency": 0.06459694273954267, "financial_health": -1.3146123432716792, "margin_quality": 0.17689317106152805, "growth_momentum": 0.15555555555555556, "company_age_years": 37.69472963723477, "ebitda": 1993700000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 10.905655110757921, "revenue_cagr_3y": 0.05361381981141755, "revenue_cagr_5y": 0.035074429224160264, "earnings_cagr_3y": 1.152256291488715, "quarterly_revenue_growth_yoy": 0.13560558682509902, "quarterly_earnings_growth_yoy": 0.04113924050632911, "revenue_growth_qoq": -0.0791920216362407, "gross_margin": 0.3770536943552088, "operating_margin": 0.14382744378155116, "net_margin": 0.06039467645709041, "roa_ttm": 0.028365993650396458, "roe_ttm": 0.10084933068293972, "debt_to_ebitda": 5.375980927783848, "net_debt_to_ebitda": 5.358200059600676, "interest_coverage": 21.980349344978166, "debt_to_equity": 1.5046080707265879, "current_ratio": 0.5698141187901102, "quick_ratio": 0.36524251489350823, "fcf_to_ebitda": -0.37419290751961853, "capex_to_revenue": 0.37234004248730784, "working_capital_to_revenue": -0.3029020991610557, "capital_efficiency": 0.06460766216666809, "financial_health": -1.322110468264261, "margin_quality": 0.1937586048646168, "growth_momentum": 0.08837241366571406, "company_age_years": 37.946611909650926, "ebitda": 2013400000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 10.254055274271119, "revenue_cagr_3y": -0.007831247191562918, "revenue_cagr_5y": -0.002783249977236113, "earnings_cagr_3y": 0.08762736085118639, "quarterly_revenue_growth_yoy": -0.10614019688601407, "quarterly_earnings_growth_yoy": 0.673903337426052, "revenue_growth_qoq": -0.012620992823591009, "gross_margin": 0.3808423851464656, "operating_margin": 0.06106688018370523, "net_margin": 0.045311437765322614, "roa_ttm": 0.029652091181008696, "roe_ttm": 0.10063136516536128, "debt_to_ebitda": 4.2700227220189335, "net_debt_to_ebitda": 4.225523790461263, "interest_coverage": 25.72406541208891, "debt_to_equity": 1.1077383370588973, "current_ratio": 0.4697506586834695, "quick_ratio": 0.3214270778152619, "fcf_to_ebitda": -0.21477875632185203, "capex_to_revenue": 0.3748351195201097, "working_capital_to_revenue": -0.3587743238315998, "capital_efficiency": 0.06514172817318499, "financial_health": -0.8802983112517864, "margin_quality": 0.16240690103183114, "growth_momentum": 0.283881570270019, "company_age_years": 35.69883641341547, "ebitda": 1418888000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 16.166324096808136, "revenue_cagr_3y": 0.0008143326074201429, "revenue_cagr_5y": 0.027228395122450122, "earnings_cagr_3y": 0.1696070952851465, "quarterly_revenue_growth_yoy": 0.033787191124558746, "quarterly_earnings_growth_yoy": 0.057569296375266525, "revenue_growth_qoq": 0.06456638393629911, "gross_margin": 0.492520325203252, "operating_margin": 0.23577235772357724, "net_margin": 0.1613008130081301, "roa_ttm": 0.008754167558804636, "roe_ttm": 0.029697422487859546, "debt_to_ebitda": 7.53162632994271, "net_debt_to_ebitda": 7.48731439261078, "interest_coverage": 15.986915887850467, "debt_to_equity": 1.3368613290167268, "current_ratio": 0.4908555933767957, "quick_ratio": 0.3133906421277332, "fcf_to_ebitda": 0.0116918040453642, "capex_to_revenue": 0.3859736590635257, "working_capital_to_revenue": -0.36665420250114256, "capital_efficiency": 0.01922579502333209, "financial_health": -1.1342771525578648, "margin_quality": 0.29653116531165313, "growth_momentum": 0.04567824374991264, "company_age_years": 37.98494182067078, "ebitda": 8553000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 16.28682634730539, "revenue_cagr_3y": 0.05115623371033595, "revenue_cagr_5y": 0.041960539964417176, "earnings_cagr_3y": 0.1365224927372315, "quarterly_revenue_growth_yoy": -0.010057471264367816, "quarterly_earnings_growth_yoy": -0.06173913043478261, "revenue_growth_qoq": 0.1419889502762431, "gross_margin": 0.49911304628285763, "operating_margin": 0.3210772456055475, "net_margin": 0.1740041928721174, "roa_ttm": 0.0055386846757014005, "roe_ttm": 0.02453322625978719, "debt_to_ebitda": 8.337658017298736, "net_debt_to_ebitda": 8.031437125748504, "interest_coverage": 14.771498771498772, "debt_to_equity": 2.012688215217828, "current_ratio": 0.7301436165992224, "quick_ratio": 0.5158295643894311, "fcf_to_ebitda": -0.23536260811709914, "capex_to_revenue": 0.3232520037196121, "working_capital_to_revenue": -0.15060000885621927, "capital_efficiency": 0.015035955467744295, "financial_health": -1.751711346064781, "margin_quality": 0.3313981615868409, "growth_momentum": -0.03589830084957521, "company_age_years": 35.748117727583846, "ebitda": 6012000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 14.868655828374353, "revenue_cagr_3y": 0.1506130644646717, "revenue_cagr_5y": 0.10333926091643653, "earnings_cagr_3y": 0.21515179603244694, "quarterly_revenue_growth_yoy": 0.10414139663836423, "quarterly_earnings_growth_yoy": 0.4080717488789238, "revenue_growth_qoq": 0.13219616204690832, "gross_margin": 0.3992467043314501, "operating_margin": 0.21594475831763968, "net_margin": 0.147834274952919, "roa_ttm": 0.010325633924009788, "roe_ttm": 0.04608, "debt_to_ebitda": 8.14422323248158, "net_debt_to_ebitda": 7.786173381407744, "interest_coverage": 13.927947598253276, "debt_to_equity": 2.07808, "current_ratio": 0.6987527512839325, "quick_ratio": 0.5351430667644901, "fcf_to_ebitda": -0.11114594764069603, "capex_to_revenue": 0.3265202488256951, "working_capital_to_revenue": -0.17375481359231518, "capital_efficiency": 0.028202816962004894, "financial_health": -1.757367996629828, "margin_quality": 0.2543419125340029, "growth_momentum": 0.256106572758644, "company_age_years": 36.24640657084189, "ebitda": 6379000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 14.466493424926398, "revenue_cagr_3y": -0.06055151311630824, "revenue_cagr_5y": -0.06359158060093406, "earnings_cagr_3y": 0.019159200285508104, "quarterly_revenue_growth_yoy": -0.143150484012907, "quarterly_earnings_growth_yoy": -0.022388059701492536, "revenue_growth_qoq": 0.14280125195618154, "gross_margin": 0.4782608695652174, "operating_margin": 0.3019513865114687, "net_margin": 0.17939061965080452, "roa_ttm": 0.03171162087219562, "roe_ttm": 0.14650621118012422, "debt_to_ebitda": 5.689499509322865, "net_debt_to_ebitda": 5.646712463199215, "interest_coverage": 22.54424778761062, "debt_to_equity": 2.2506211180124223, "current_ratio": 0.49361532322426177, "quick_ratio": 0.3201649374833732, "fcf_to_ebitda": -0.29872423945044163, "capex_to_revenue": 0.541134435015632, "working_capital_to_revenue": -0.34006252791424746, "capital_efficiency": 0.08910891602615992, "financial_health": -1.8741314733716723, "margin_quality": 0.31986762524249684, "growth_momentum": -0.08276927185719977, "company_age_years": 31.49075975359343, "ebitda": 5095000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 15.081539812646371, "revenue_cagr_3y": -0.04469739748870838, "revenue_cagr_5y": -0.04601517253885856, "earnings_cagr_3y": 0.30796369187407735, "quarterly_revenue_growth_yoy": -0.05424099017109574, "quarterly_earnings_growth_yoy": 0.09443099273607748, "revenue_growth_qoq": -0.11057856898322492, "gross_margin": 0.4930715935334873, "operating_margin": 0.3006158583525789, "net_margin": 0.1739799846035412, "roa_ttm": 0.03138392347928107, "roe_ttm": 0.13513892786977266, "debt_to_ebitda": 5.771272443403591, "net_debt_to_ebitda": 5.697697111631538, "interest_coverage": 21.439330543933053, "debt_to_equity": 2.0749368509682853, "current_ratio": 0.5701899256812551, "quick_ratio": 0.3842554362785577, "fcf_to_ebitda": -0.39656518345042935, "capex_to_revenue": 0.5762266883939888, "working_capital_to_revenue": -0.28272677892449755, "capital_efficiency": 0.08326142567452686, "financial_health": -1.7330513322722565, "margin_quality": 0.32255581216320245, "growth_momentum": 0.020095001282490872, "company_age_years": 31.73990417522245, "ebitda": 5124000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 15.620721663639694, "revenue_cagr_3y": -0.030030322063305914, "revenue_cagr_5y": -0.0351184851960451, "earnings_cagr_3y": 0.06638069613718578, "quarterly_revenue_growth_yoy": 0.05419050824638169, "quarterly_earnings_growth_yoy": 0.163575042158516, "revenue_growth_qoq": 0.20554272517321015, "gross_margin": 0.5395913154533845, "operating_margin": 0.365581098339719, "net_margin": 0.22030651340996169, "roa_ttm": 0.029066509576287015, "roe_ttm": 0.13524535365690601, "debt_to_ebitda": 6.692678227360308, "net_debt_to_ebitda": 6.644315992292871, "interest_coverage": 20.76, "debt_to_equity": 2.322168739136248, "current_ratio": 0.42084856541486654, "quick_ratio": 0.2529079428381522, "fcf_to_ebitda": -0.4030828516377649, "capex_to_revenue": 0.5799946462032658, "working_capital_to_revenue": -0.4664941554385652, "capital_efficiency": 0.08215593161659651, "financial_health": -1.9155673126669068, "margin_quality": 0.37515964240102173, "growth_momentum": 0.10888277520244885, "company_age_years": 31.991786447638603, "ebitda": 5190000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 15.14472607742878, "revenue_cagr_3y": -0.010470312333097032, "revenue_cagr_5y": -0.005858037229518942, "earnings_cagr_3y": 0.01971696170385795, "quarterly_revenue_growth_yoy": 0.20735524256651017, "quarterly_earnings_growth_yoy": 0.2801120448179272, "revenue_growth_qoq": -0.014687100893997445, "gross_margin": 0.458198314970836, "operating_margin": 0.26539209332469216, "net_margin": 0.14808813998703824, "roa_ttm": 0.029646697388632872, "roe_ttm": 0.1453611776788771, "debt_to_ebitda": 6.408875091307523, "net_debt_to_ebitda": 6.361212563915267, "interest_coverage": 18.56271186440678, "debt_to_equity": 2.4029441971927423, "current_ratio": 0.5234750462107209, "quick_ratio": 0.3356746765249538, "fcf_to_ebitda": -0.36486486486486486, "capex_to_revenue": 0.5218539660901423, "working_capital_to_revenue": -0.32947090397887024, "capital_efficiency": 0.08750393753375499, "financial_health": -2.0662628235476688, "margin_quality": 0.2905595160941888, "growth_momentum": 0.24373364369221867, "company_age_years": 32.24366872005476, "ebitda": 5476000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 14.55058081766431, "revenue_cagr_3y": -0.023119944044530327, "revenue_cagr_5y": -0.0007665555329705587, "earnings_cagr_3y": 0.18583961910589308, "quarterly_revenue_growth_yoy": 0.15850736049298186, "quarterly_earnings_growth_yoy": 0.20610687022900764, "revenue_growth_qoq": 0.0965651328580687, "gross_margin": 0.5132978723404256, "operating_margin": 0.3188534278959811, "net_margin": 0.1867612293144208, "roa_ttm": 0.030623730302531158, "roe_ttm": 0.14956090366695715, "debt_to_ebitda": 6.229774021045368, "net_debt_to_ebitda": 6.145937553907193, "interest_coverage": 19.852739726027398, "debt_to_equity": 2.4209961788563383, "current_ratio": 0.5464167304259118, "quick_ratio": 0.361132364192808, "fcf_to_ebitda": -0.3212006210108677, "capex_to_revenue": 0.504672131147541, "working_capital_to_revenue": -0.29155737704918033, "capital_efficiency": 0.09009231698474415, "financial_health": -2.077930402286271, "margin_quality": 0.3396375098502758, "growth_momentum": 0.18230711536099475, "company_age_years": 32.49007529089665, "ebitda": 5797000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 14.454693197278912, "revenue_cagr_3y": 0.0, "revenue_cagr_5y": -0.013118401458976914, "earnings_cagr_3y": 0.3486186489960914, "quarterly_revenue_growth_yoy": 0.08275596612779061, "quarterly_earnings_growth_yoy": -0.13716814159292035, "revenue_growth_qoq": -0.16873522458628842, "gross_margin": 0.49342339139708496, "operating_margin": 0.2676857447564877, "net_margin": 0.13864201919658728, "roa_ttm": 0.029349679305025574, "roe_ttm": 0.1448607493488279, "debt_to_ebitda": 6.298979591836734, "net_debt_to_ebitda": 6.254761904761905, "interest_coverage": 19.09090909090909, "debt_to_equity": 2.473652574634342, "current_ratio": 0.41159755840875606, "quick_ratio": 0.2569985266259735, "fcf_to_ebitda": -0.25918367346938775, "capex_to_revenue": 0.4827225130890052, "working_capital_to_revenue": -0.45034232782923883, "capital_efficiency": 0.08710521432692674, "financial_health": -2.0104402858435217, "margin_quality": 0.2999170517833866, "growth_momentum": -0.027206087732564867, "company_age_years": 32.73921971252567, "ebitda": 5880000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 14.420247332871487, "revenue_cagr_3y": 0.013904139552663342, "revenue_cagr_5y": -0.00935715527398473, "earnings_cagr_3y": 0.0792498353917972, "quarterly_revenue_growth_yoy": 0.015006385696040868, "quarterly_earnings_growth_yoy": -0.036231884057971016, "revenue_growth_qoq": 0.13011020263064343, "gross_margin": 0.5659012268008807, "operating_margin": 0.362378106322743, "net_margin": 0.20918527838943063, "roa_ttm": 0.028438407767505405, "roe_ttm": 0.1316953316953317, "debt_to_ebitda": 6.146921017402945, "net_debt_to_ebitda": 6.108935742971887, "interest_coverage": 19.59344262295082, "debt_to_equity": 2.2563882063882064, "current_ratio": 0.4666432994508704, "quick_ratio": 0.28823460684659424, "fcf_to_ebitda": -0.2710843373493976, "capex_to_revenue": 0.4841116995666827, "working_capital_to_revenue": -0.36631359332370406, "capital_efficiency": 0.08006686973141855, "financial_health": -1.8941634776953316, "margin_quality": 0.3791548705043514, "growth_momentum": -0.010612749180965074, "company_age_years": 32.99110198494182, "ebitda": 5976000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 14.456817447495961, "revenue_cagr_3y": 0.029370196961621575, "revenue_cagr_5y": 0.0027008747251204834, "earnings_cagr_3y": 0.7543215051040255, "quarterly_revenue_growth_yoy": 0.04018146467919637, "quarterly_earnings_growth_yoy": 1.8708971553610503, "revenue_growth_qoq": 0.009751494180559924, "gross_margin": 0.509968847352025, "operating_margin": 0.31277258566978194, "net_margin": 0.4087227414330218, "roa_ttm": 0.039159104263236925, "roe_ttm": 0.17495041418737603, "debt_to_ebitda": 6.029725363489499, "net_debt_to_ebitda": 6.010339256865913, "interest_coverage": 20.633333333333333, "debt_to_equity": 2.1773422004433556, "current_ratio": 0.4497716894977169, "quick_ratio": 0.2964923204649232, "fcf_to_ebitda": -0.21841680129240712, "capex_to_revenue": 0.4694899094231686, "working_capital_to_revenue": -0.42126171937072937, "capital_efficiency": 0.10705475922530648, "financial_health": -1.8038233830474575, "margin_quality": 0.41048805815160955, "growth_momentum": 0.9555393100201234, "company_age_years": 33.242984257357975, "ebitda": 6190000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 13.524443279785395, "revenue_cagr_3y": 0.005542703635751156, "revenue_cagr_5y": -0.003257025958801396, "earnings_cagr_3y": -0.020958581424624034, "quarterly_revenue_growth_yoy": 0.024231678486997636, "quarterly_earnings_growth_yoy": -0.20411392405063292, "revenue_growth_qoq": 0.07975077881619938, "gross_margin": 0.45383727639930754, "operating_margin": 0.2524523946912868, "net_margin": 0.14512406231967687, "roa_ttm": 0.03710215373477777, "roe_ttm": 0.16224772457459438, "debt_to_ebitda": 6.227915488271503, "net_debt_to_ebitda": 6.196473132590251, "interest_coverage": 19.143312101910826, "debt_to_equity": 2.1163434903047094, "current_ratio": 0.4584002569868294, "quick_ratio": 0.3120248420601778, "fcf_to_ebitda": -0.17650973215771087, "capex_to_revenue": 0.43337543416482477, "working_capital_to_revenue": -0.39927376065677295, "capital_efficiency": 0.09967493915468607, "financial_health": -1.7568421190611514, "margin_quality": 0.2838045778034238, "growth_momentum": -0.08994112278181764, "company_age_years": 33.489390828199866, "ebitda": 6011000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 13.40541090078329, "revenue_cagr_3y": 0.039775413924009184, "revenue_cagr_5y": 0.007145474267580942, "earnings_cagr_3y": 0.028250106388245655, "quarterly_revenue_growth_yoy": 0.09776039815143975, "quarterly_earnings_growth_yoy": 0.15128205128205127, "revenue_growth_qoq": -0.1090594345066359, "gross_margin": 0.48737046632124353, "operating_margin": 0.24028497409326424, "net_margin": 0.14540155440414507, "roa_ttm": 0.03751520973422991, "roe_ttm": 0.16214570416297608, "debt_to_ebitda": 6.170039164490862, "net_debt_to_ebitda": 6.139033942558747, "interest_coverage": 16.975069252077564, "debt_to_equity": 2.0931133746678476, "current_ratio": 0.5169320475442925, "quick_ratio": 0.3566943260820812, "fcf_to_ebitda": -0.058093994778067884, "capex_to_revenue": 0.38460944139689407, "working_capital_to_revenue": -0.33284400834427874, "capital_efficiency": 0.09983045694860299, "financial_health": -1.7754118809643131, "margin_quality": 0.2910189982728843, "growth_momentum": 0.12452122471674551, "company_age_years": 33.738535249828885, "ebitda": 6128000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 13.571231989638983, "revenue_cagr_3y": 0.05118890688185762, "revenue_cagr_5y": 0.0011047823209120455, "earnings_cagr_3y": 0.12927849816269554, "quarterly_revenue_growth_yoy": 0.0855614973262032, "quarterly_earnings_growth_yoy": 0.28421052631578947, "revenue_growth_qoq": 0.11755181347150259, "gross_margin": 0.5404230657780353, "operating_margin": 0.3332367429730513, "net_margin": 0.24746450304259635, "roa_ttm": 0.03942742975645532, "roe_ttm": 0.16881429344883594, "debt_to_ebitda": 6.188117209001133, "net_debt_to_ebitda": 6.137931034482759, "interest_coverage": 16.341269841269842, "debt_to_equity": 2.069518137520303, "current_ratio": 0.6189752496743378, "quick_ratio": 0.46102909248805907, "fcf_to_ebitda": -0.010846689331390642, "capex_to_revenue": 0.35285660234581917, "working_capital_to_revenue": -0.2656072644721907, "capital_efficiency": 0.10412086160264564, "financial_health": -1.7387979391618444, "margin_quality": 0.3737081039312276, "growth_momentum": 0.18488601182099634, "company_age_years": 33.99041752224504, "ebitda": 6177000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 17.78921257123122, "revenue_cagr_3y": 0.15181780242724985, "revenue_cagr_5y": 0.0713321917115688, "earnings_cagr_3y": -0.5074861569697238, "quarterly_revenue_growth_yoy": 0.2856217616580311, "quarterly_earnings_growth_yoy": -0.8797327394209354, "revenue_growth_qoq": 0.029030585795749093, "gross_margin": 0.4327455919395466, "operating_margin": 0.11612090680100756, "net_margin": 0.013602015113350126, "roa_ttm": 0.0086191505822142, "roe_ttm": 0.03137523919558075, "debt_to_ebitda": 7.176480745985149, "net_debt_to_ebitda": 7.110516318425143, "interest_coverage": 12.811946902654867, "debt_to_equity": 1.5004874174098277, "current_ratio": 0.602651794170262, "quick_ratio": 0.4212353993475744, "fcf_to_ebitda": 0.015368675530996374, "capex_to_revenue": 0.3122950819672131, "working_capital_to_revenue": -0.25792349726775954, "capital_efficiency": 0.019997194888897476, "financial_health": -1.3193869396055666, "margin_quality": 0.1874895046179681, "growth_momentum": -0.29705548888145217, "company_age_years": 34.7378507871321, "ebitda": 5791000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 17.787413476007355, "revenue_cagr_3y": 0.06487816906032995, "revenue_cagr_5y": 0.04396114979019283, "earnings_cagr_3y": 0.1221523974361558, "quarterly_revenue_growth_yoy": 0.09591422776006954, "quarterly_earnings_growth_yoy": 0.14168618266978922, "revenue_growth_qoq": -0.0473551637279597, "gross_margin": 0.5227392913802221, "operating_margin": 0.2919090428344791, "net_margin": 0.25780010576414597, "roa_ttm": 0.009671841264568822, "roe_ttm": 0.03380454824830977, "debt_to_ebitda": 6.834810232402608, "net_debt_to_ebitda": 6.771610098645711, "interest_coverage": 16.164864864864864, "debt_to_equity": 1.3958546745885405, "current_ratio": 0.5142318103518989, "quick_ratio": 0.3665819046837831, "fcf_to_ebitda": 0.02976090954689851, "capex_to_revenue": 0.30679313339122305, "working_capital_to_revenue": -0.39556475853316414, "capital_efficiency": 0.021738194756439295, "financial_health": -1.14480810538777, "margin_quality": 0.3574828133262824, "growth_momentum": 0.11880020521492937, "company_age_years": 34.98973305954826, "ebitda": 5981000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 15.990856627592425, "revenue_cagr_3y": 0.13187648985756817, "revenue_cagr_5y": 0.0874281104856478, "earnings_cagr_3y": 0.30214192491024017, "quarterly_revenue_growth_yoy": 0.3314489735197858, "quarterly_earnings_growth_yoy": 0.5741029641185648, "revenue_growth_qoq": 0.18323638286620836, "gross_margin": 0.502122905027933, "operating_margin": 0.2728491620111732, "net_margin": 0.22547486033519554, "roa_ttm": 0.013079953382198549, "roe_ttm": 0.04244545852347315, "debt_to_ebitda": 5.580853621881575, "net_debt_to_ebitda": 5.560565073639916, "interest_coverage": 16.59351620947631, "debt_to_equity": 1.1606863786960055, "current_ratio": 0.6133413824328403, "quick_ratio": 0.4507495723915887, "fcf_to_ebitda": -0.0175834084761046, "capex_to_revenue": 0.3308050979173143, "working_capital_to_revenue": -0.23891824681380167, "capital_efficiency": 0.02776270595283585, "financial_health": -1.0558979347506325, "margin_quality": 0.33348230912476723, "growth_momentum": 0.45277596881917526, "company_age_years": 35.24161533196441, "ebitda": 6654000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 15.274472406863502, "revenue_cagr_3y": -0.005426631677803773, "revenue_cagr_5y": 0.0317862228345438, "earnings_cagr_3y": -0.14059177394135225, "quarterly_revenue_growth_yoy": -0.02189311010946555, "quarterly_earnings_growth_yoy": 1.2437981180496152, "revenue_growth_qoq": -0.21498708010335918, "gross_margin": 0.4970375246872943, "operating_margin": 0.119486504279131, "net_margin": 0.09381171823568137, "roa_ttm": 0.02379469799822382, "roe_ttm": 0.08779661016949153, "debt_to_ebitda": 6.138352140980059, "net_debt_to_ebitda": 6.101252125521719, "interest_coverage": 12.488416988416988, "debt_to_equity": 1.4956308851224105, "current_ratio": 0.592925659472422, "quick_ratio": 0.46120246659815006, "fcf_to_ebitda": -0.24702426959344567, "capex_to_revenue": 0.4224137931034483, "working_capital_to_revenue": -0.3386292390994585, "capital_efficiency": 0.05579565408385767, "financial_health": -1.300186630284123, "margin_quality": 0.23677858240070224, "growth_momentum": 0.6109525039700748, "company_age_years": 36.73921971252567, "ebitda": 6469000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 16.95430307121161, "revenue_cagr_3y": -0.027300905716457158, "revenue_cagr_5y": 0.002794049151020106, "earnings_cagr_3y": -0.0851007058272154, "quarterly_revenue_growth_yoy": -0.11948988078735792, "quarterly_earnings_growth_yoy": 0.8370786516853933, "revenue_growth_qoq": 0.04542462146148782, "gross_margin": 0.4596977329974811, "operating_margin": 0.2647984886649874, "net_margin": 0.20591939546599497, "roa_ttm": 0.026341629594004247, "roe_ttm": 0.09771054783319706, "debt_to_ebitda": 7.003881201484981, "net_debt_to_ebitda": 6.973506581167736, "interest_coverage": 14.56019656019656, "debt_to_equity": 1.5425927302460418, "current_ratio": 0.7031687211676624, "quick_ratio": 0.5826968161536716, "fcf_to_ebitda": -0.3710766115423557, "capex_to_revenue": 0.45211319367879454, "working_capital_to_revenue": -0.2884968761484748, "capital_efficiency": 0.06202608871360066, "financial_health": -1.2906591128081046, "margin_quality": 0.3101385390428211, "growth_momentum": 0.3587943854490177, "company_age_years": 36.99110198494182, "ebitda": 5926000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 17.08726137670445, "revenue_cagr_3y": 0.04902958803912827, "revenue_cagr_5y": 0.046856516441388996, "earnings_cagr_3y": 0.27895986500045455, "quarterly_revenue_growth_yoy": 0.10195967054813973, "quarterly_earnings_growth_yoy": 0.966275659824047, "revenue_growth_qoq": 0.2216624685138539, "gross_margin": 0.48917525773195875, "operating_margin": 0.24149484536082474, "net_margin": 0.3456185567010309, "roa_ttm": 0.033015362988251834, "roe_ttm": 0.12040427713490552, "debt_to_ebitda": 6.6668309512074915, "net_debt_to_ebitda": 6.620338426154099, "interest_coverage": 16.18882978723404, "debt_to_equity": 1.4860480445290758, "current_ratio": 0.8381182981667243, "quick_ratio": 0.6500634151965871, "fcf_to_ebitda": -0.3325119106292098, "capex_to_revenue": 0.43404468633629334, "working_capital_to_revenue": -0.10054425665998282, "capital_efficiency": 0.07670982006157867, "financial_health": -1.36767248428385, "margin_quality": 0.35876288659793815, "growth_momentum": 0.5341176651860934, "company_age_years": 37.242984257357975, "ebitda": 6087000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 15.319902726586102, "revenue_cagr_3y": -0.0016991483907998761, "revenue_cagr_5y": 0.017376255512575378, "earnings_cagr_3y": 0.025729245536446843, "quarterly_revenue_growth_yoy": 0.038625421946765534, "quarterly_earnings_growth_yoy": -0.20400767426987848, "revenue_growth_qoq": -0.19107854757030493, "gross_margin": 0.21082636261921253, "operating_margin": 0.1442005434493047, "net_margin": 0.09947253449837498, "roa_ttm": 0.009625368494525562, "roe_ttm": 0.03511524975570501, "debt_to_ebitda": 6.382000929584011, "net_debt_to_ebitda": 6.320851731350221, "interest_coverage": 16.4472049689441, "debt_to_equity": 1.2628269241823302, "current_ratio": 0.6352811118130133, "quick_ratio": 0.5334386186565593, "fcf_to_ebitda": -0.1133801998605624, "capex_to_revenue": 0.30061045425879096, "working_capital_to_revenue": -0.21210377110108314, "capital_efficiency": 0.022370309125115284, "financial_health": -0.9956142024659458, "margin_quality": 0.15149981352229738, "growth_momentum": -0.08269112616155647, "company_age_years": 46.99520876112252, "ebitda": 3442400000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 14.802370057619587, "revenue_cagr_3y": -0.05541675516994837, "revenue_cagr_5y": 0.01563056970091825, "earnings_cagr_3y": 0.018810609012801738, "quarterly_revenue_growth_yoy": -0.031545897302776335, "quarterly_earnings_growth_yoy": 0.18156424581005587, "revenue_growth_qoq": 0.04355586339176301, "gross_margin": 0.28662599239271946, "operating_margin": 0.22030480177673398, "net_margin": 0.1511755545911725, "roa_ttm": 0.011370797511028166, "roe_ttm": 0.0396842896800493, "debt_to_ebitda": 5.733638797648293, "net_debt_to_ebitda": 5.685334952662232, "interest_coverage": 16.370989606868505, "debt_to_equity": 1.1744378671461122, "current_ratio": 0.4569334765304188, "quick_ratio": 0.3362309684755828, "fcf_to_ebitda": -0.13908747136272048, "capex_to_revenue": 0.31041377395168007, "working_capital_to_revenue": -0.26524113672128113, "capital_efficiency": 0.025527543595538733, "financial_health": -0.9426111117300049, "margin_quality": 0.21936878292020864, "growth_momentum": 0.07500917425363976, "company_age_years": 47.24161533196441, "ebitda": 3622900000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 15.998801767641798, "revenue_cagr_3y": -0.041098882574164386, "revenue_cagr_5y": 0.0008209545367088289, "earnings_cagr_3y": -0.012988483125714434, "quarterly_revenue_growth_yoy": -0.08407613861131805, "quarterly_earnings_growth_yoy": -0.2531368253335989, "revenue_growth_qoq": -0.08978122686544303, "gross_margin": 0.27493269015032534, "operating_margin": 0.20212586941889163, "net_margin": 0.1051716401166704, "roa_ttm": 0.009161750806116122, "roe_ttm": 0.03224847257365028, "debt_to_ebitda": 6.174946627430615, "net_debt_to_ebitda": 6.125209162771911, "interest_coverage": 15.571428571428571, "debt_to_equity": 1.2008236039968359, "current_ratio": 0.4538738352279498, "quick_ratio": 0.3368365863539954, "fcf_to_ebitda": -0.16758986786682822, "capex_to_revenue": 0.3208311289144182, "working_capital_to_revenue": -0.2886655077721513, "capital_efficiency": 0.0207051116898832, "financial_health": -0.9396222740664092, "margin_quality": 0.19407673322862914, "growth_momentum": -0.16860648197245848, "company_age_years": 47.49075975359343, "ebitda": 3466200000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 15.195969085173502, "revenue_cagr_3y": 0.00410605576120604, "revenue_cagr_5y": 0.028670646904162878, "earnings_cagr_3y": 0.07990673220891842, "quarterly_revenue_growth_yoy": -0.016745540589734254, "quarterly_earnings_growth_yoy": 0.24242424242424243, "revenue_growth_qoq": 0.0886739218057235, "gross_margin": 0.33802295446131064, "operating_margin": 0.18326545723805998, "net_margin": 0.13661606812291743, "roa_ttm": 0.03278250303766707, "roe_ttm": 0.11423490558048946, "debt_to_ebitda": 0.5406940063091482, "net_debt_to_ebitda": 0.4135646687697161, "interest_coverage": 21.862068965517242, "debt_to_equity": 0.14514353459226015, "current_ratio": 0.6268430182133564, "quick_ratio": 0.5622289679098005, "fcf_to_ebitda": -0.07917981072555205, "capex_to_revenue": 0.3084742449418434, "working_capital_to_revenue": -0.16821425080637278, "capital_efficiency": 0.07350870430907827, "financial_health": -0.0028240564917072636, "margin_quality": 0.21930149327409598, "growth_momentum": 0.11283935091725408, "company_age_years": 17.505817932922657, "ebitda": 3170000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 21.67190229932389, "revenue_cagr_3y": -0.0035344904832401713, "revenue_cagr_5y": 0.014991540681657645, "earnings_cagr_3y": 0.25170138687917953, "quarterly_revenue_growth_yoy": -0.02237136465324385, "quarterly_earnings_growth_yoy": -0.19221967963386727, "revenue_growth_qoq": -0.029248426508700482, "gross_margin": 0.38291380625476734, "operating_margin": 0.2154843630816171, "net_margin": 0.13463005339435546, "roa_ttm": 0.030237839129915144, "roe_ttm": 0.10571619588835032, "debt_to_ebitda": 4.899549259497746, "net_debt_to_ebitda": 4.778493238892466, "interest_coverage": 21.72027972027972, "debt_to_equity": 1.2717700150426208, "current_ratio": 0.5617692907248636, "quick_ratio": 0.5167575993764614, "fcf_to_ebitda": -0.20186735350933677, "capex_to_revenue": 0.3290728541932947, "working_capital_to_revenue": -0.22111886736800707, "capital_efficiency": 0.06797701750913274, "financial_health": -1.0753345566312231, "margin_quality": 0.24434274091024663, "growth_momentum": -0.10729552214355556, "company_age_years": 17.754962354551676, "ebitda": 3106000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 26.656997595307917, "revenue_cagr_3y": -0.06657446738390416, "revenue_cagr_5y": -0.022999190533158353, "earnings_cagr_3y": -0.5978436241020151, "quarterly_revenue_growth_yoy": -0.08914237431347698, "quarterly_earnings_growth_yoy": -0.9457627118644067, "revenue_growth_qoq": -0.17772692601067888, "gross_margin": 0.1841372912801484, "operating_margin": 0.0037105751391465678, "net_margin": 0.0074211502782931356, "roa_ttm": 0.022997084548104955, "roe_ttm": 0.0836940836940837, "debt_to_ebitda": 5.814516129032258, "net_debt_to_ebitda": 5.588709677419355, "interest_coverage": 19.211267605633804, "debt_to_equity": 1.34640522875817, "current_ratio": 0.5882042253521127, "quick_ratio": 0.5406690140845071, "fcf_to_ebitda": -0.4010263929618768, "capex_to_revenue": 0.3710843373493976, "working_capital_to_revenue": -0.23483935742971887, "capital_efficiency": 0.053345584121094324, "financial_health": -1.1042134187008137, "margin_quality": 0.06508967223252937, "growth_momentum": -0.5174525430889418, "company_age_years": 18.0041067761807, "ebitda": 2728000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 20.29999538946163, "revenue_cagr_3y": -0.0024888758922493315, "revenue_cagr_5y": -0.0034397313151656173, "earnings_cagr_3y": 0.2808537905942381, "quarterly_revenue_growth_yoy": 0.020556227327690448, "quarterly_earnings_growth_yoy": 1.5080645161290323, "revenue_growth_qoq": 0.17439703153988867, "gross_margin": 0.2685624012638231, "operating_margin": 0.22630331753554503, "net_margin": 0.2456556082148499, "roa_ttm": 0.029873039581777446, "roe_ttm": 0.10997897460779557, "debt_to_ebitda": 4.952749140893471, "net_debt_to_ebitda": 4.804410080183276, "interest_coverage": 26.454545454545453, "debt_to_equity": 1.398592916060165, "current_ratio": 0.43037974683544306, "quick_ratio": 0.3859287606711804, "fcf_to_ebitda": -0.4321305841924399, "capex_to_revenue": 0.4011587254020577, "working_capital_to_revenue": -0.386574767755469, "capital_efficiency": 0.06992600709478651, "financial_health": -1.082104014811214, "margin_quality": 0.24684044233807267, "growth_momentum": 0.7643103717283614, "company_age_years": 18.255989048596852, "ebitda": 3492000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 18.586022611570247, "revenue_cagr_3y": 0.019102873614673666, "revenue_cagr_5y": 0.019145224076910328, "earnings_cagr_3y": 0.10356190587951075, "quarterly_revenue_growth_yoy": 0.05997778600518327, "quarterly_earnings_growth_yoy": 0.02710027100271003, "revenue_growth_qoq": 0.13072669826224328, "gross_margin": 0.2301781348236116, "operating_margin": 0.19140761439049947, "net_margin": 0.1323786238211666, "roa_ttm": 0.028669484786339097, "roe_ttm": 0.10562022974327345, "debt_to_ebitda": 4.730578512396694, "net_debt_to_ebitda": 4.634435261707989, "interest_coverage": 28.80952380952381, "debt_to_equity": 1.3238763395266364, "current_ratio": 0.5247173949721613, "quick_ratio": 0.48118778471402057, "fcf_to_ebitda": -0.522038567493113, "capex_to_revenue": 0.41423375602083945, "working_capital_to_revenue": -0.2769094662341492, "capital_efficiency": 0.06714485726480628, "financial_health": -1.1051012005658833, "margin_quality": 0.18465479101175922, "growth_momentum": 0.04353902850394665, "company_age_years": 18.507871321013006, "ebitda": 3630000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 18.094594876896295, "revenue_cagr_3y": 0.026823273957134575, "revenue_cagr_5y": 0.04893596473807049, "earnings_cagr_3y": 0.21314825744484978, "quarterly_revenue_growth_yoy": 0.15408085430968727, "quarterly_earnings_growth_yoy": 0.24929178470254956, "revenue_growth_qoq": 0.056933286762137617, "gross_margin": 0.29114342366159945, "operating_margin": 0.25479180436219434, "net_margin": 0.14573694646397886, "roa_ttm": 0.030196338331538397, "roe_ttm": 0.10975609756097561, "debt_to_ebitda": 4.302909723949266, "net_debt_to_ebitda": 4.230788361104203, "interest_coverage": 23.792899408284022, "debt_to_equity": 1.3024691358024691, "current_ratio": 0.508086717136958, "quick_ratio": 0.4719545767377839, "fcf_to_ebitda": -0.38249191743347427, "capex_to_revenue": 0.400397088021178, "working_capital_to_revenue": -0.27030348870190035, "capital_efficiency": 0.069976217946257, "financial_health": -1.078682216488307, "margin_quality": 0.23055739149592422, "growth_momentum": 0.20168631950611843, "company_age_years": 18.754277891854894, "ebitda": 4021000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 16.179831494700412, "revenue_cagr_3y": -0.01877188649561934, "revenue_cagr_5y": 0.03904992714016786, "earnings_cagr_3y": -0.011279157440253318, "quarterly_revenue_growth_yoy": 0.17346938775510204, "quarterly_earnings_growth_yoy": 15.25, "revenue_growth_qoq": -0.16391275611368142, "gross_margin": 0.2383399209486166, "operating_margin": 0.20513833992094863, "net_margin": 0.10276679841897234, "roa_ttm": 0.034470187945560594, "roe_ttm": 0.1274715398442181, "debt_to_ebitda": 3.8959550075708416, "net_debt_to_ebitda": 3.8477179320787367, "interest_coverage": 29.07547169811321, "debt_to_equity": 1.3489364889155182, "current_ratio": 0.45637473198086753, "quick_ratio": 0.4169553026554511, "fcf_to_ebitda": -0.1553104044992429, "capex_to_revenue": 0.366176604876267, "working_capital_to_revenue": -0.30097707971874715, "capital_efficiency": 0.08097086389488935, "financial_health": -1.1189108376917811, "margin_quality": 0.1820816864295125, "growth_momentum": 7.711734693877551, "company_age_years": 19.003422313483917, "ebitda": 4623000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 20.398466606044398, "revenue_cagr_3y": -0.016738042399537467, "revenue_cagr_5y": 0.013132751560636535, "earnings_cagr_3y": -0.452859910362849, "quarterly_revenue_growth_yoy": 0.05687203791469194, "quarterly_earnings_growth_yoy": -0.9083601286173634, "revenue_growth_qoq": 0.057707509881422925, "gross_margin": 0.19431988041853512, "operating_margin": 0.1517189835575486, "net_margin": 0.021300448430493273, "roa_ttm": 0.0226814817770153, "roe_ttm": 0.08558524651863003, "debt_to_ebitda": 4.981545867879112, "net_debt_to_ebitda": 4.930997592939288, "interest_coverage": 22.66060606060606, "debt_to_equity": 1.4020323673315769, "current_ratio": 0.4000556018904643, "quick_ratio": 0.3589102029469002, "fcf_to_ebitda": -0.18052955335651244, "capex_to_revenue": 0.3611536728255971, "working_capital_to_revenue": -0.3890040558810275, "capital_efficiency": 0.05413336414782267, "financial_health": -1.1104939350566618, "margin_quality": 0.12244643746885901, "growth_momentum": -0.4257440453513357, "company_age_years": 19.255304585900067, "ebitda": 3739000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 23.2789993337035, "revenue_cagr_3y": -0.017325534805328724, "revenue_cagr_5y": -0.008053195865088236, "earnings_cagr_3y": -0.04972360035377443, "quarterly_revenue_growth_yoy": -0.158955717118308, "quarterly_earnings_growth_yoy": -0.14965986394557823, "revenue_growth_qoq": -0.1488294314381271, "gross_margin": 0.2911591355599214, "operating_margin": 0.24518664047151276, "net_margin": 0.14734774066797643, "roa_ttm": 0.003157807720922543, "roe_ttm": 0.012039838628340897, "debt_to_ebitda": 7.3206551915602445, "net_debt_to_ebitda": 7.254303164908384, "interest_coverage": 17.317307692307693, "debt_to_equity": 1.6621911245587493, "current_ratio": 0.3725985289274344, "quick_ratio": 0.34131079152486554, "fcf_to_ebitda": -0.0985563575791227, "capex_to_revenue": 0.37165999441392794, "working_capital_to_revenue": -0.5320733637463924, "capital_efficiency": 0.00759882317463172, "financial_health": -1.3188549611017446, "margin_quality": 0.22789783889980353, "growth_momentum": -0.1543077905319431, "company_age_years": 19.753593429158112, "ebitda": 3602000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 35.673802594987876, "revenue_cagr_3y": 0.009976716147916287, "revenue_cagr_5y": 0.00039169616403911256, "earnings_cagr_3y": 0.07721734501594191, "quarterly_revenue_growth_yoy": -0.04484304932735426, "quarterly_earnings_growth_yoy": 4.43859649122807, "revenue_growth_qoq": 0.17571297148114076, "gross_margin": 0.20187793427230047, "operating_margin": 0.15062597809076683, "net_margin": 0.12128325508607199, "roa_ttm": -0.0057916013530236775, "roe_ttm": -0.02109755364548897, "debt_to_ebitda": 10.370250606305579, "net_debt_to_ebitda": 10.284559417946646, "interest_coverage": 11.144144144144144, "debt_to_equity": 1.5421049468053134, "current_ratio": 0.5941585207867154, "quick_ratio": 0.5535272641620539, "fcf_to_ebitda": -0.09700889248181083, "capex_to_revenue": 0.3734047735021919, "working_capital_to_revenue": -0.33570384802727715, "capital_efficiency": -0.013444577499256323, "financial_health": -1.2863979536904624, "margin_quality": 0.15792905581637975, "growth_momentum": 2.196876720950358, "company_age_years": 20.254620123203285, "ebitda": 2474000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 28.487486099611903, "revenue_cagr_3y": 0.012071392295478489, "revenue_cagr_5y": 0.006927385069061209, "earnings_cagr_3y": 0.3460836455587095, "quarterly_revenue_growth_yoy": -0.06354515050167224, "quarterly_earnings_growth_yoy": 2.7964071856287425, "revenue_growth_qoq": 0.09546165884194054, "gross_margin": 0.17464285714285716, "operating_margin": 0.13178571428571428, "net_margin": 0.32142857142857145, "roa_ttm": 0.017315874534120517, "roe_ttm": 0.061195943583168204, "debt_to_ebitda": 7.776196636481242, "net_debt_to_ebitda": 7.743208279430789, "interest_coverage": 13.443478260869565, "debt_to_equity": 1.4013288262035202, "current_ratio": 0.4845141565864682, "quick_ratio": 0.445168151003589, "fcf_to_ebitda": -0.06435963777490297, "capex_to_revenue": 0.3705210918114144, "working_capital_to_revenue": -0.3849131513647643, "capital_efficiency": 0.03925590905864436, "financial_health": -1.185868883093481, "margin_quality": 0.2092857142857143, "growth_momentum": 1.366431017563535, "company_age_years": 20.50650239561944, "ebitda": 3092000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 30.462365538863487, "revenue_cagr_3y": 0.03404278654349957, "revenue_cagr_5y": 0.007333508089617968, "earnings_cagr_3y": 0.10555721847900523, "quarterly_revenue_growth_yoy": 0.13909626719056975, "quarterly_earnings_growth_yoy": 0.272, "revenue_growth_qoq": 0.03535714285714286, "gross_margin": 0.27078302863056225, "operating_margin": 0.225939979303208, "net_margin": 0.1645394963780614, "roa_ttm": 0.018695835632445066, "roe_ttm": 0.06633651963607048, "debt_to_ebitda": 7.558131939908557, "net_debt_to_ebitda": 7.532658393207054, "interest_coverage": 11.822393822393822, "debt_to_equity": 1.3326615225152596, "current_ratio": 0.3787738039944264, "quick_ratio": 0.3568276823037622, "fcf_to_ebitda": -0.005878510777269758, "capex_to_revenue": 0.3337808035286221, "working_capital_to_revenue": -0.5129926167417778, "capital_efficiency": 0.042516177634257774, "financial_health": -1.0629976395264964, "margin_quality": 0.22042083477061056, "growth_momentum": 0.2055481335952849, "company_age_years": 20.752908966461327, "ebitda": 3062000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 22.317329488412767, "revenue_cagr_3y": 0.008736074711279462, "revenue_cagr_5y": -0.03742590815247793, "earnings_cagr_3y": 1.8994449988244986, "quarterly_revenue_growth_yoy": 0.017939282428702852, "quarterly_earnings_growth_yoy": 1.7289719626168225, "revenue_growth_qoq": -0.23663332183511557, "gross_margin": 0.24898328061455038, "operating_margin": 0.19837324898328063, "net_margin": 0.17623136014460009, "roa_ttm": 0.03311173816697754, "roe_ttm": 0.11895761741122565, "debt_to_ebitda": 5.645386969829471, "net_debt_to_ebitda": 5.608657630083078, "interest_coverage": 17.728682170542637, "debt_to_equity": 1.4789232531500573, "current_ratio": 0.34034486975663447, "quick_ratio": 0.3141739024091965, "fcf_to_ebitda": 0.04285089637079143, "capex_to_revenue": 0.40857852502865877, "working_capital_to_revenue": -0.5152846771111961, "capital_efficiency": 0.0760346777891016, "financial_health": -1.2114683483334234, "margin_quality": 0.2078626299141437, "growth_momentum": 0.8734556225227627, "company_age_years": 21.00205338809035, "ebitda": 4574000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 23.798244617320197, "revenue_cagr_3y": 0.028908733302639655, "revenue_cagr_5y": -0.0040829384929822465, "earnings_cagr_3y": 0.10927468468908419, "quarterly_revenue_growth_yoy": 0.07902973395931143, "quarterly_earnings_growth_yoy": 1.738709677419355, "revenue_growth_qoq": 0.24627202892001807, "gross_margin": 0.31435823060188545, "operating_margin": 0.2683103698332125, "net_margin": 0.30783176214648295, "roa_ttm": 0.040504761167453746, "roe_ttm": 0.14034334763948497, "debt_to_ebitda": 5.50996015936255, "net_debt_to_ebitda": 5.487733277416649, "interest_coverage": 17.154676258992804, "debt_to_equity": 1.4097103004291847, "current_ratio": 0.38597599494630447, "quick_ratio": 0.35754895767530004, "fcf_to_ebitda": -0.08743971482491088, "capex_to_revenue": 0.4069353327085286, "working_capital_to_revenue": -0.5465791940018744, "capital_efficiency": 0.09042405440346936, "financial_health": -1.124699953748944, "margin_quality": 0.29683345419386026, "growth_momentum": 0.9088697056893331, "company_age_years": 21.253935660506503, "ebitda": 4769000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 25.880034160383826, "revenue_cagr_3y": 0.008885764500588866, "revenue_cagr_5y": 0.013672662340649566, "earnings_cagr_3y": 0.08343437185918501, "quarterly_revenue_growth_yoy": 0.05, "quarterly_earnings_growth_yoy": -0.46444444444444444, "revenue_growth_qoq": 0.06598984771573604, "gross_margin": 0.3523809523809524, "operating_margin": 0.30918367346938774, "net_margin": 0.16394557823129252, "roa_ttm": 0.033472930785045305, "roe_ttm": 0.11018096145170184, "debt_to_ebitda": 5.9159241489604755, "net_debt_to_ebitda": 5.891249714416267, "interest_coverage": 15.688172043010752, "debt_to_equity": 1.2980099253095394, "current_ratio": 0.3649180327868852, "quick_ratio": 0.3346448087431694, "fcf_to_ebitda": -0.1032670779072424, "capex_to_revenue": 0.4154486586493987, "working_capital_to_revenue": -0.5375578168362627, "capital_efficiency": 0.07182694611837356, "financial_health": -1.0402621507046579, "margin_quality": 0.2751700680272109, "growth_momentum": -0.20722222222222222, "company_age_years": 21.505817932922657, "ebitda": 4377000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 19.77956531195079, "revenue_cagr_3y": -0.0022448246633449687, "revenue_cagr_5y": 0.01204272221928293, "earnings_cagr_3y": 1.0612463243638612, "quarterly_revenue_growth_yoy": 0.13556258472661545, "quarterly_earnings_growth_yoy": 4.838461538461538, "revenue_growth_qoq": -0.1555779569892473, "gross_margin": 0.30760047751691205, "operating_margin": 0.2594508555511341, "net_margin": 0.9060883406287306, "roa_ttm": 0.06440008773853916, "roe_ttm": 0.18640480826208414, "debt_to_ebitda": 5.703646748681898, "net_debt_to_ebitda": 4.628514938488577, "interest_coverage": 15.971929824561403, "debt_to_equity": 1.0989164479810378, "current_ratio": 0.7962480458572173, "quick_ratio": 0.7684210526315789, "fcf_to_ebitda": -0.40509666080843587, "capex_to_revenue": 0.38035219451148655, "working_capital_to_revenue": -0.1747564136944668, "capital_efficiency": 0.12540244800031164, "financial_health": -0.7976041571910735, "margin_quality": 0.4910465578989256, "growth_momentum": 2.487012061594077, "company_age_years": 22.0041067761807, "ebitda": 4552000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 21.074249776951675, "revenue_cagr_3y": 0.0008711889907055959, "revenue_cagr_5y": 0.01577795124564929, "earnings_cagr_3y": 0.9129311827723889, "quarterly_revenue_growth_yoy": -0.02719361856417694, "quarterly_earnings_growth_yoy": -0.5300353356890459, "revenue_growth_qoq": 0.06764822920811779, "gross_margin": 0.20387625792023853, "operating_margin": 0.1520685799478196, "net_margin": 0.1487141259783824, "roa_ttm": 0.05882002915712118, "roe_ttm": 0.17007914659325532, "debt_to_ebitda": 5.908921933085502, "net_debt_to_ebitda": 5.092239776951673, "interest_coverage": 16.490421455938698, "debt_to_equity": 1.0939435650378526, "current_ratio": 0.8374590700720367, "quick_ratio": 0.7969875573018992, "fcf_to_ebitda": -0.4256505576208178, "capex_to_revenue": 0.3987580993520518, "working_capital_to_revenue": -0.11168106551475881, "capital_efficiency": 0.11444958787518825, "financial_health": -0.8841352096226323, "margin_quality": 0.16821965461548016, "growth_momentum": -0.2786144771266114, "company_age_years": 22.255989048596852, "ebitda": 4304000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 21.48608301671423, "revenue_cagr_3y": 0.08592256564576717, "revenue_cagr_5y": 0.04445644618591316, "earnings_cagr_3y": 0.3526088858626055, "quarterly_revenue_growth_yoy": 0.09509408602150538, "quarterly_earnings_growth_yoy": 0.1658291457286432, "revenue_growth_qoq": 0.02516514627241271, "gross_margin": 0.9665541577170911, "operating_margin": 0.29855783982816814, "net_margin": 0.28474992328935256, "roa_ttm": 0.06008463455271966, "roe_ttm": 0.16965735459427952, "debt_to_ebitda": 4.962291072156543, "net_debt_to_ebitda": 4.814512841418671, "interest_coverage": 18.942084942084943, "debt_to_equity": 1.0135725883675424, "current_ratio": 0.610909090909091, "quick_ratio": 0.5710545454545455, "fcf_to_ebitda": -0.4223399918467183, "capex_to_revenue": 0.4166236891868661, "working_capital_to_revenue": -0.22992951693312705, "capital_efficiency": 0.11487099457349959, "financial_health": -0.9062092172218641, "margin_quality": 0.5166206402782039, "growth_momentum": 0.1304616158750743, "company_age_years": 22.754277891854894, "ebitda": 4906000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 24.298784250559283, "revenue_cagr_3y": 0.1114120877765501, "revenue_cagr_5y": 0.060699602735176494, "earnings_cagr_3y": -0.11919953458421528, "quarterly_revenue_growth_yoy": 0.20918527838943063, "quarterly_earnings_growth_yoy": 0.3057324840764331, "revenue_growth_qoq": 0.2758048456687687, "gross_margin": 0.9575962539021852, "operating_margin": 0.23959417273673256, "net_margin": 0.15998959417273673, "roa_ttm": 0.018752168783399265, "roe_ttm": 0.051959540017691624, "debt_to_ebitda": 5.5134228187919465, "net_debt_to_ebitda": 5.388366890380313, "interest_coverage": 10.592417061611375, "debt_to_equity": 0.9478481596861659, "current_ratio": 0.43597409068261084, "quick_ratio": 0.3972097658196313, "fcf_to_ebitda": -0.26241610738255033, "capex_to_revenue": 0.39005988955432835, "working_capital_to_revenue": -0.44022711363459593, "capital_efficiency": 0.03535585440054544, "financial_health": -0.8025174883366447, "margin_quality": 0.4523933402705515, "growth_momentum": 0.25745888123293187, "company_age_years": 23.50718685831622, "ebitda": 4470000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 32.44193829393628, "revenue_cagr_3y": 0.1186889420813968, "revenue_cagr_5y": 0.06600891219187588, "earnings_cagr_3y": -0.023363163335054393, "quarterly_revenue_growth_yoy": 0.07075962539021852, "quarterly_earnings_growth_yoy": -0.26991869918699185, "revenue_growth_qoq": 0.1379596350566768, "gross_margin": 0.2536443148688047, "operating_margin": 0.21452866861030126, "net_margin": 0.10908649173955297, "roa_ttm": 0.02960266754906203, "roe_ttm": 0.08571955039616731, "debt_to_ebitda": 7.430369989722507, "net_debt_to_ebitda": 7.33530318602261, "interest_coverage": 15.757085020242915, "debt_to_equity": 1.0657453473373872, "current_ratio": 0.5972320436407718, "quick_ratio": 0.5565208606929993, "fcf_to_ebitda": -1.0829907502569374, "capex_to_revenue": 0.3547682119205298, "working_capital_to_revenue": -0.26403973509933776, "capital_efficiency": 0.05766110897261467, "financial_health": -0.8999529390077223, "margin_quality": 0.19241982507288632, "growth_momentum": -0.09957953689838667, "company_age_years": 24.50650239561944, "ebitda": 3892000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 26.360281109464324, "revenue_cagr_3y": 0.27104166080899583, "revenue_cagr_5y": 0.19147490444494952, "earnings_cagr_3y": 0.07177676062133354, "quarterly_revenue_growth_yoy": 0.599738219895288, "quarterly_earnings_growth_yoy": 0.4916286149162861, "revenue_growth_qoq": 0.4846938775510204, "gross_margin": 0.22762232040582556, "operating_margin": 0.19620356733758795, "net_margin": 0.16036655211912945, "roa_ttm": 0.03288681423729655, "roe_ttm": 0.09567667136201105, "debt_to_ebitda": 6.2381960618251115, "net_debt_to_ebitda": 6.125132331145458, "interest_coverage": 12.299479166666666, "debt_to_equity": 1.0641456279120165, "current_ratio": 0.5403946002076844, "quick_ratio": 0.5076843198338525, "fcf_to_ebitda": -0.9460088926529748, "capex_to_revenue": 0.34402852049910876, "working_capital_to_revenue": -0.2544994537404405, "capital_efficiency": 0.0642817427996538, "financial_health": -0.903761653283554, "margin_quality": 0.19473081328751432, "growth_momentum": 0.5456834174057871, "company_age_years": 24.752908966461327, "ebitda": 4723000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 24.803733631739572, "revenue_cagr_3y": 0.07040151538811323, "revenue_cagr_5y": 0.0722958345470266, "earnings_cagr_3y": -0.35359601017665354, "quarterly_revenue_growth_yoy": -0.13109670143783478, "quarterly_earnings_growth_yoy": -0.06676783004552352, "revenue_growth_qoq": -0.49566355751922764, "gross_margin": 0.2381570408825438, "operating_margin": 0.1901362751460091, "net_margin": 0.19954574951330306, "roa_ttm": 0.03148911479927956, "roe_ttm": 0.09351665709362435, "debt_to_ebitda": 6.298474059003052, "net_debt_to_ebitda": 6.079348931841302, "interest_coverage": 15.455974842767295, "debt_to_equity": 1.1113225157955198, "current_ratio": 0.5735415927109218, "quick_ratio": 0.5282215122470714, "fcf_to_ebitda": -0.9690742624618515, "capex_to_revenue": 0.42998936547323646, "working_capital_to_revenue": -0.2129268580881484, "capital_efficiency": 0.06250288594645195, "financial_health": -0.9749551413569335, "margin_quality": 0.20927968851395198, "growth_momentum": -0.09893226574167915, "company_age_years": 25.00205338809035, "ebitda": 4915000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 13.834332990958409, "revenue_cagr_3y": 0.02969165820979147, "revenue_cagr_5y": 0.04181725394677871, "earnings_cagr_3y": -0.04353440861380542, "quarterly_revenue_growth_yoy": -0.4177712322042219, "quarterly_earnings_growth_yoy": -0.17142857142857143, "revenue_growth_qoq": 0.05955926146515783, "gross_margin": 0.28920741989881954, "operating_margin": 0.2374929735806633, "net_margin": 0.22821810005621135, "roa_ttm": 0.03244274809160305, "roe_ttm": 0.09970845481049563, "debt_to_ebitda": 5.745207956600361, "net_debt_to_ebitda": 5.635623869801085, "interest_coverage": 18.311258278145694, "debt_to_equity": 1.0897273194992283, "current_ratio": 0.6222418358340689, "quick_ratio": 0.5717122683142101, "fcf_to_ebitda": -0.4359855334538879, "capex_to_revenue": 0.6415578534228998, "working_capital_to_revenue": -0.25843459883764813, "capital_efficiency": 0.06607560145104935, "financial_health": -1.0057219030641587, "margin_quality": 0.2516394978452314, "growth_momentum": -0.29459990181639667, "company_age_years": 25.754962354551676, "ebitda": 5530000000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 14.99586349944009, "revenue_cagr_3y": 0.026876669890524285, "revenue_cagr_5y": 0.06046538353801645, "earnings_cagr_3y": 0.1766826011385283, "quarterly_revenue_growth_yoy": -0.03698896820246593, "quarterly_earnings_growth_yoy": 0.17886178861788618, "revenue_growth_qoq": -0.16582349634626195, "gross_margin": 0.23652291105121293, "operating_margin": 0.18396226415094338, "net_margin": 0.2442722371967655, "roa_ttm": 0.033346965392990174, "roe_ttm": 0.10227465337808062, "debt_to_ebitda": 6.135498320268757, "net_debt_to_ebitda": 6.092945128779395, "interest_coverage": 17.452768729641694, "debt_to_equity": 1.1144106579884063, "current_ratio": 0.4589098532494759, "quick_ratio": 0.409958071278826, "fcf_to_ebitda": -0.5494587532661441, "capex_to_revenue": 0.6048724781119147, "working_capital_to_revenue": -0.3929958127141226, "capital_efficiency": 0.0678108093855354, "financial_health": -0.9794115020350949, "margin_quality": 0.22158580413297393, "growth_momentum": 0.07093641020771013, "company_age_years": 26.0041067761807, "ebitda": 5358000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 15.477977675213674, "revenue_cagr_3y": -0.007954187014308944, "revenue_cagr_5y": 0.05004097557007969, "earnings_cagr_3y": 0.03202573394891206, "quarterly_revenue_growth_yoy": 0.11762954139368671, "quarterly_earnings_growth_yoy": -0.0962566844919786, "revenue_growth_qoq": 0.40141896938013444, "gross_margin": 0.3314681588062883, "operating_margin": 0.2840394351185718, "net_margin": 0.18012256861177725, "roa_ttm": 0.02976444282668608, "roe_ttm": 0.09160745150758594, "debt_to_ebitda": 6.127863247863248, "net_debt_to_ebitda": 5.86034188034188, "interest_coverage": 15.853658536585366, "debt_to_equity": 1.1474297420139556, "current_ratio": 0.5461967755270773, "quick_ratio": 0.4884249689954527, "fcf_to_ebitda": -0.5654700854700855, "capex_to_revenue": 0.6340202207301073, "working_capital_to_revenue": -0.33889017519487535, "capital_efficiency": 0.06068594716713601, "financial_health": -0.993838784644526, "margin_quality": 0.26521005417887916, "growth_momentum": 0.010686428450854053, "company_age_years": 26.507871321013006, "ebitda": 5850000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 66.06143396226415, "revenue_cagr_3y": 0.07383131541475496, "revenue_cagr_5y": 0.07895023204567231, "earnings_cagr_3y": 0.30768249901578804, "quarterly_revenue_growth_yoy": 0.2722731057452123, "quarterly_earnings_growth_yoy": 0.03248259860788863, "revenue_growth_qoq": 0.6058854440357331, "gross_margin": 0.39070680628272253, "operating_margin": 0.2951570680628272, "net_margin": 0.1456151832460733, "roa_ttm": -0.013224759688973244, "roe_ttm": -0.044881562543288546, "debt_to_ebitda": 24.450314465408805, "net_debt_to_ebitda": 23.42138364779874, "interest_coverage": 12.619047619047619, "debt_to_equity": 1.3463083529574733, "current_ratio": 0.8837669683257918, "quick_ratio": 0.7785633484162896, "fcf_to_ebitda": -1.2553459119496855, "capex_to_revenue": 0.28121785640814645, "working_capital_to_revenue": -0.08455050401152027, "capital_efficiency": -0.029053161116130894, "financial_health": -1.0373991464826051, "margin_quality": 0.27715968586387435, "growth_momentum": 0.15237785217655048, "company_age_years": 41.9958932238193, "ebitda": 795000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 17.71067415730337, "revenue_cagr_3y": 0.08200683587397917, "revenue_cagr_5y": 0.08412661779510922, "earnings_cagr_3y": 0.21716164973206764, "quarterly_revenue_growth_yoy": 0.027159685863874346, "quarterly_earnings_growth_yoy": 0.7707865168539326, "revenue_growth_qoq": 0.3816021126760563, "gross_margin": 0.406180312201338, "operating_margin": 0.30710417330359985, "net_margin": 0.2510353615801211, "roa_ttm": 0.021162609302516525, "roe_ttm": 0.07509651103503533, "debt_to_ebitda": 7.117275280898877, "net_debt_to_ebitda": 6.954002808988764, "interest_coverage": 25.20353982300885, "debt_to_equity": 1.4764367397479787, "current_ratio": 0.6441616766467065, "quick_ratio": 0.5004491017964072, "fcf_to_ebitda": -0.4863061797752809, "capex_to_revenue": 0.2946938775510204, "working_capital_to_revenue": -0.24255102040816326, "capital_efficiency": 0.048129560168775926, "financial_health": -1.191926611248533, "margin_quality": 0.321439949028353, "growth_momentum": 0.39897310135890346, "company_age_years": 42.99520876112252, "ebitda": 2848000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2024-12-31", "company_multiple": 16.057192374350088, "revenue_cagr_3y": -0.06913252111555923, "revenue_cagr_5y": -0.0010514419895579774, "earnings_cagr_3y": -0.13701746339069742, "quarterly_revenue_growth_yoy": -0.053742802303262956, "quarterly_earnings_growth_yoy": -0.47619047619047616, "revenue_growth_qoq": -0.06699470098410296, "gross_margin": 0.3079107505070994, "operating_margin": 0.18052738336713997, "net_margin": 0.11602434077079107, "roa_ttm": 0.03243045387994144, "roe_ttm": 0.10996648876753135, "debt_to_ebitda": 5.628868531814805, "net_debt_to_ebitda": 5.59792027729636, "interest_coverage": 21.146596858638745, "debt_to_equity": 1.4108849447685243, "current_ratio": 0.6510376633358954, "quick_ratio": 0.47824750192159876, "fcf_to_ebitda": -0.3087397870760089, "capex_to_revenue": 0.32847424684159376, "working_capital_to_revenue": -0.2206025267249757, "capital_efficiency": 0.07119847132373638, "financial_health": -1.174577136711327, "margin_quality": 0.20148749154834347, "growth_momentum": -0.2649666392468696, "company_age_years": 44.99657768651608, "ebitda": 4039000000.0, "spy_multiple": 12.0, "sector_multiple": 11.860168380105584, "sector_premium_over_spy": -0.011652634991201283}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 13.369137055837564, "revenue_cagr_3y": 0.19940899035822546, "revenue_cagr_5y": 0.11143772049386746, "earnings_cagr_3y": 0.2238283288489047, "quarterly_revenue_growth_yoy": 0.5086931679046608, "quarterly_earnings_growth_yoy": 0.4917627677100494, "revenue_growth_qoq": 0.08806734561723671, "gross_margin": 0.33003300330033003, "operating_margin": 0.20570253746686143, "net_margin": 0.09798192934047503, "roa_ttm": 0.02181214912519758, "roe_ttm": 0.07372311518445171, "debt_to_ebitda": 5.215258581695733, "net_debt_to_ebitda": 5.190229682866764, "interest_coverage": 18.8062381852552, "debt_to_equity": 1.1947681112697461, "current_ratio": 0.8146179401993355, "quick_ratio": 0.5610188261351052, "fcf_to_ebitda": 0.03503040659395889, "capex_to_revenue": 0.20652705826766338, "working_capital_to_revenue": -0.08474376065203085, "capital_efficiency": 0.047767632154824644, "financial_health": -1.048837779522132, "margin_quality": 0.21123915670255547, "growth_momentum": 0.5002279678073551, "company_age_years": 31.17864476386037, "ebitda": 1989700000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 16.29714307686392, "revenue_cagr_3y": -0.020768997621147478, "revenue_cagr_5y": 0.09247604536047649, "earnings_cagr_3y": 0.02589800416092225, "quarterly_revenue_growth_yoy": -0.02171929184157693, "quarterly_earnings_growth_yoy": 0.0047169811320754715, "revenue_growth_qoq": 0.011193560558420324, "gross_margin": 0.3697139303482587, "operating_margin": 0.19334577114427862, "net_margin": 0.1457089552238806, "roa_ttm": 0.03185541579884342, "roe_ttm": 0.10862578610113675, "debt_to_ebitda": 4.7203829738147425, "net_debt_to_ebitda": 4.712692736570923, "interest_coverage": 20.67329093799682, "debt_to_equity": 1.2177177772928363, "current_ratio": 0.6290803292648312, "quick_ratio": 0.41857082032358783, "fcf_to_ebitda": 0.054331526127581034, "capex_to_revenue": 0.27921959123934975, "working_capital_to_revenue": -0.13661073650096703, "capital_efficiency": 0.07024060094999009, "financial_health": -1.0803494389224186, "margin_quality": 0.23625621890547266, "growth_momentum": -0.00850115535475073, "company_age_years": 34.926762491444215, "ebitda": 2600700000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 15.593205953488372, "revenue_cagr_3y": -0.0026389839207989763, "revenue_cagr_5y": 0.0971378179604876, "earnings_cagr_3y": 0.0785456044933941, "quarterly_revenue_growth_yoy": -0.06225924499229584, "quarterly_earnings_growth_yoy": 0.1897560975609756, "revenue_growth_qoq": 0.2111318407960199, "gross_margin": 0.3353530166880616, "operating_margin": 0.18644415917843388, "net_margin": 0.1252374839537869, "roa_ttm": 0.03244468096063722, "roe_ttm": 0.11179242492951359, "debt_to_ebitda": 4.738604651162791, "net_debt_to_ebitda": 4.724651162790698, "interest_coverage": 21.12814465408805, "debt_to_equity": 1.2554466767877916, "current_ratio": 0.6578062651208094, "quick_ratio": 0.48505985484023, "fcf_to_ebitda": 0.03151627906976744, "capex_to_revenue": 0.3005144155999521, "working_capital_to_revenue": -0.14476744958860044, "capital_efficiency": 0.07211855294507541, "financial_health": -1.1041342154750908, "margin_quality": 0.2156782199400941, "growth_momentum": 0.06374842628433988, "company_age_years": 35.17864476386037, "ebitda": 2687500000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 15.277704776937764, "revenue_cagr_3y": 0.04893440564141338, "revenue_cagr_5y": 0.01738147472649998, "earnings_cagr_3y": 0.029460813462454105, "quarterly_revenue_growth_yoy": 0.007581483254199841, "quarterly_earnings_growth_yoy": 0.08097930879441087, "revenue_growth_qoq": -0.05763910879553561, "gross_margin": 0.4720160008895886, "operating_margin": 0.21243073255474823, "net_margin": 0.12194630669542222, "roa_ttm": 0.022105215420273095, "roe_ttm": 0.07197572698767711, "debt_to_ebitda": 5.360531269370162, "net_debt_to_ebitda": 5.355027557788615, "interest_coverage": 21.315661038595746, "debt_to_equity": 1.1900665194298587, "current_ratio": 0.6696704509115498, "quick_ratio": 0.6043547151998176, "fcf_to_ebitda": -0.3216604147185054, "capex_to_revenue": 0.33486460399203893, "working_capital_to_revenue": -0.13968547358989125, "capital_efficiency": 0.0470404712039751, "financial_health": -1.089952102724367, "margin_quality": 0.26879768004658633, "growth_momentum": 0.044280396024305356, "company_age_years": 35.337440109514034, "ebitda": 2803926000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 14.586269598743486, "revenue_cagr_3y": 0.06002340213325019, "revenue_cagr_5y": 0.042096281344577546, "earnings_cagr_3y": -0.006391483136543474, "quarterly_revenue_growth_yoy": -0.13190044299044204, "quarterly_earnings_growth_yoy": -0.027892813293303835, "revenue_growth_qoq": 0.06168942304035294, "gross_margin": 0.40200250761239475, "operating_margin": 0.1900601826974745, "net_margin": 0.12167759269210102, "roa_ttm": 0.020720069866875735, "roe_ttm": 0.07435970848035192, "debt_to_ebitda": 8.21087666423376, "net_debt_to_ebitda": 8.186082098004178, "interest_coverage": 14.299968958489853, "debt_to_equity": 1.663873464779703, "current_ratio": 0.563103857440063, "quick_ratio": 0.5004869625503747, "fcf_to_ebitda": -0.7340195807011803, "capex_to_revenue": 0.34416771325495216, "working_capital_to_revenue": -0.2540020773892835, "capital_efficiency": 0.04753988917361383, "financial_health": -1.4301078931889346, "margin_quality": 0.2379134276673234, "growth_momentum": -0.07989662814187294, "company_age_years": 39.08555783709788, "ebitda": 3178640000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 30.524267561980107, "revenue_cagr_3y": 0.05651934775217371, "revenue_cagr_5y": 0.06645879126738397, "earnings_cagr_3y": 0.12537629415342022, "quarterly_revenue_growth_yoy": -0.12198993571503847, "quarterly_earnings_growth_yoy": 0.06248282124525866, "revenue_growth_qoq": 0.2369418808145631, "gross_margin": 0.4902155240317172, "operating_margin": 0.253849650795556, "net_margin": 0.15659002423051244, "roa_ttm": -0.007179623610214013, "roe_ttm": -0.028297831319204037, "debt_to_ebitda": 17.731760140916585, "net_debt_to_ebitda": 17.56927165934293, "interest_coverage": 6.362019389907836, "debt_to_equity": 1.944977057930959, "current_ratio": 0.7665162276567603, "quick_ratio": 0.6793229019600207, "fcf_to_ebitda": -1.6554138170967925, "capex_to_revenue": 0.39389530363622705, "working_capital_to_revenue": -0.1298726892496056, "capital_efficiency": -0.017738727464709024, "financial_health": -1.7333909220593122, "margin_quality": 0.3002183996859285, "growth_momentum": -0.029753557234889903, "company_age_years": 39.58658453114305, "ebitda": 1595270000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 22.25854083557955, "revenue_cagr_3y": 0.06077449362810161, "revenue_cagr_5y": 0.060976923687320994, "earnings_cagr_3y": 0.08228767728733333, "quarterly_revenue_growth_yoy": -0.036427185943026665, "quarterly_earnings_growth_yoy": 20.74432628712229, "revenue_growth_qoq": -0.23977044777686923, "gross_margin": 0.332314067136579, "operating_margin": 0.23781044727458456, "net_margin": 0.13236158991317226, "roa_ttm": -0.0015703366991215142, "roe_ttm": -0.006183600424679255, "debt_to_ebitda": 13.176870633754392, "net_debt_to_ebitda": 13.161679478036968, "interest_coverage": 8.099032124902328, "debt_to_equity": 1.9539359457194427, "current_ratio": 0.7472430290722323, "quick_ratio": 0.6620995277739263, "fcf_to_ebitda": -1.1638060851088812, "capex_to_revenue": 0.39802086047660096, "working_capital_to_revenue": -0.13923137489536905, "capital_efficiency": -0.003876968561900385, "financial_health": -1.7662315096907755, "margin_quality": 0.2341620347747786, "growth_momentum": 10.353949550589633, "company_age_years": 39.83572895277207, "ebitda": 2197397000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 18.88446157642562, "revenue_cagr_3y": 0.009791111565148336, "revenue_cagr_5y": -0.0019483583777204494, "earnings_cagr_3y": -0.3047319346186934, "quarterly_revenue_growth_yoy": -0.11400874080551884, "quarterly_earnings_growth_yoy": -0.17110225011862445, "revenue_growth_qoq": -0.25594158638858683, "gross_margin": 0.11234977713977508, "operating_margin": -0.10137479305551514, "net_margin": 0.03969387563917094, "roa_ttm": -0.0038471650968837554, "roe_ttm": -0.018555782452039805, "debt_to_ebitda": 7.048789828275143, "net_debt_to_ebitda": 6.359890956041782, "interest_coverage": 12.30474421639801, "debt_to_equity": 1.4932806628128474, "current_ratio": 1.3163324550042428, "quick_ratio": 0.963199176170032, "fcf_to_ebitda": 0.1513071608796131, "capex_to_revenue": 0.26008850672051764, "working_capital_to_revenue": 0.08489818252882549, "capital_efficiency": -0.01120147377446178, "financial_health": -1.386167370550141, "margin_quality": 0.016889619907810294, "growth_momentum": -0.14255549546207164, "company_age_years": 43.58110882956879, "ebitda": 1961044000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 22.75820095476577, "revenue_cagr_3y": 0.00012494251241479404, "revenue_cagr_5y": 0.005345025193479902, "earnings_cagr_3y": 0.12526125874532057, "quarterly_revenue_growth_yoy": -0.10624261580978668, "quarterly_earnings_growth_yoy": -0.22843147122965946, "revenue_growth_qoq": 0.04039388915309925, "gross_margin": 0.4031094483518606, "operating_margin": 0.19089894752652642, "net_margin": 0.08811457507935316, "roa_ttm": -0.005221657511986468, "roe_ttm": -0.025622514474230012, "debt_to_ebitda": 8.095580285655945, "net_debt_to_ebitda": 7.508980214725574, "interest_coverage": 11.338520310243771, "debt_to_equity": 1.6094218886187477, "current_ratio": 1.0421548137860908, "quick_ratio": 0.7554975480211744, "fcf_to_ebitda": -0.44152811959290267, "capex_to_revenue": 0.3601461821160238, "working_capital_to_revenue": 0.014446739858887949, "capital_efficiency": -0.01542208599310824, "financial_health": -1.4184110339732334, "margin_quality": 0.22737432365258006, "growth_momentum": -0.16733704351972306, "company_age_years": 43.83025325119781, "ebitda": 1860980000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 22.532539115536935, "revenue_cagr_3y": -0.034749031182945256, "revenue_cagr_5y": -0.02558453067226163, "earnings_cagr_3y": 0.513228814414096, "quarterly_revenue_growth_yoy": -0.09238763673273673, "quarterly_earnings_growth_yoy": 2.8114926466142176, "revenue_growth_qoq": -0.0564361504023983, "gross_margin": 0.4162953054582991, "operating_margin": 0.1795926356371941, "net_margin": 0.2303755194793065, "roa_ttm": 0.0038934506719068766, "roe_ttm": 0.018305380103090997, "debt_to_ebitda": 7.7664669530287345, "net_debt_to_ebitda": 7.245058893363805, "interest_coverage": 11.204769529440055, "debt_to_equity": 1.5205367774475913, "current_ratio": 0.957751956006239, "quick_ratio": 0.6812128171089722, "fcf_to_ebitda": -0.46819412877499084, "capex_to_revenue": 0.37428904481899444, "working_capital_to_revenue": -0.015514032020363132, "capital_efficiency": 0.011099415387498937, "financial_health": -1.324662485899432, "margin_quality": 0.2754211535249333, "growth_momentum": 1.3595525049407404, "company_age_years": 44.07939767282683, "ebitda": 1910402000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 36.21521164635919, "revenue_cagr_3y": -0.06911174411010068, "revenue_cagr_5y": 0.016621755351188705, "earnings_cagr_3y": -0.4094937223587384, "quarterly_revenue_growth_yoy": -0.008197399699293293, "quarterly_earnings_growth_yoy": -0.6407947261769131, "revenue_growth_qoq": -0.022680153911966917, "gross_margin": 0.2750336300608316, "operating_margin": 0.07552488779033695, "net_margin": 0.0319128222285237, "roa_ttm": -0.016052025536933214, "roe_ttm": -0.09028570634249737, "debt_to_ebitda": 13.50902499896155, "net_debt_to_ebitda": 12.571769900170306, "interest_coverage": 7.131066912685826, "debt_to_equity": 1.9374743474430103, "current_ratio": 0.8758580402434312, "quick_ratio": 0.6555970119434098, "fcf_to_ebitda": -0.2695116167979729, "capex_to_revenue": 0.3054909116105042, "working_capital_to_revenue": -0.04448825553733515, "capital_efficiency": -0.053168865939715294, "financial_health": -1.7075704504227573, "margin_quality": 0.12749044669323076, "growth_momentum": -0.32449606293810324, "company_age_years": 44.82956878850103, "ebitda": 1155568000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 47.81289248045543, "revenue_cagr_3y": -0.04396245102922103, "revenue_cagr_5y": 0.007813877813031223, "earnings_cagr_3y": 0.29356049848287946, "quarterly_revenue_growth_yoy": 0.06334378586204124, "quarterly_earnings_growth_yoy": -0.2774336610765819, "revenue_growth_qoq": 0.011625454227961202, "gross_margin": 0.2975998166924443, "operating_margin": 0.06447805082965763, "net_margin": 0.15654541635638045, "roa_ttm": -0.019232731723192693, "roe_ttm": -0.10570496016178035, "debt_to_ebitda": 18.081874232088552, "net_debt_to_ebitda": 17.042801785724212, "interest_coverage": 5.522461836982819, "debt_to_equity": 1.9426954662701161, "current_ratio": 0.8487957873190379, "quick_ratio": 0.6438504149245495, "fcf_to_ebitda": -1.1574016934358513, "capex_to_revenue": 0.32851901752949253, "working_capital_to_revenue": -0.05839454481769885, "capital_efficiency": -0.06246884594248652, "financial_health": -1.6889228725473722, "margin_quality": 0.17287442795949412, "growth_momentum": -0.10704493760727032, "company_age_years": 45.07871321013005, "ebitda": 899355000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 49.43659433959113, "revenue_cagr_3y": -0.021117091598507054, "revenue_cagr_5y": 0.018224314017028176, "earnings_cagr_3y": 0.20069801616582694, "quarterly_revenue_growth_yoy": 0.03805961718601736, "quarterly_earnings_growth_yoy": 0.025834041785815495, "revenue_growth_qoq": 0.23871150063966698, "gross_margin": 0.4279291583375159, "operating_margin": 0.23399816501769008, "net_margin": 0.12276315286463182, "roa_ttm": -0.018854361532225587, "roe_ttm": -0.10066618436298112, "debt_to_ebitda": 18.533683077412338, "net_debt_to_ebitda": 17.908752715454668, "interest_coverage": 5.237676678709878, "debt_to_equity": 1.8643289015017657, "current_ratio": 0.7781509485479405, "quick_ratio": 0.5811858267141103, "fcf_to_ebitda": -1.5103144379251925, "capex_to_revenue": 0.34050459480593265, "working_capital_to_revenue": -0.08916348016512597, "capital_efficiency": -0.05976027294760335, "financial_health": -1.5966427551646165, "margin_quality": 0.2615634920732793, "growth_momentum": 0.03194682948591643, "company_age_years": 45.3305954825462, "ebitda": 874163000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 20.10054055412558, "revenue_cagr_3y": -3.423044345918225e-05, "revenue_cagr_5y": -0.04050092048672116, "earnings_cagr_3y": 0.034417271587257714, "quarterly_revenue_growth_yoy": -0.04196108420301768, "quarterly_earnings_growth_yoy": 0.9172573270764758, "revenue_growth_qoq": 0.038647839069095816, "gross_margin": 0.36720603743738467, "operating_margin": 0.10854373723934543, "net_margin": 0.09753930128326967, "roa_ttm": 0.019635269004384826, "roe_ttm": 0.10858139917798235, "debt_to_ebitda": 7.096318725005656, "net_debt_to_ebitda": 6.73395516916386, "interest_coverage": 14.787266268578652, "debt_to_equity": 2.1470936473390667, "current_ratio": 0.701032259683696, "quick_ratio": 0.5172435854314769, "fcf_to_ebitda": -0.7188798996652315, "capex_to_revenue": 0.3928503082333386, "working_capital_to_revenue": -0.13339020876710794, "capital_efficiency": 0.06410833409118359, "financial_health": -1.8940179301995947, "margin_quality": 0.19109635865333327, "growth_momentum": 0.43764812143672904, "company_age_years": 46.82819986310746, "ebitda": 2714114000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 19.13069741781551, "revenue_cagr_3y": 0.02683896157874921, "revenue_cagr_5y": -0.023096571693561385, "earnings_cagr_3y": -0.2530537465986392, "quarterly_revenue_growth_yoy": -0.0009596181012226607, "quarterly_earnings_growth_yoy": -0.03665945456990233, "revenue_growth_qoq": 0.02169886081459727, "gross_margin": 0.3601341830291624, "operating_margin": 0.12706243208990742, "net_margin": 0.08867421871278658, "roa_ttm": 0.019084421677165044, "roe_ttm": 0.09849632095034827, "debt_to_ebitda": 6.265901286555265, "net_debt_to_ebitda": 6.056075410860571, "interest_coverage": 16.444029061155394, "debt_to_equity": 1.9382244639271864, "current_ratio": 0.7260209153656474, "quick_ratio": 0.523103041430962, "fcf_to_ebitda": -0.6886659004946462, "capex_to_revenue": 0.408123170660726, "working_capital_to_revenue": -0.11375619067414061, "capital_efficiency": 0.058790371313756654, "financial_health": -1.7434111250421453, "margin_quality": 0.19195694461061877, "growth_momentum": -0.018809536335562493, "company_age_years": 47.07734428473648, "ebitda": 3030651000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 20.115373559522805, "revenue_cagr_3y": 0.0016903154763669992, "revenue_cagr_5y": -0.0190789076406368, "earnings_cagr_3y": -0.020091656516673218, "quarterly_revenue_growth_yoy": 0.011679212091283144, "quarterly_earnings_growth_yoy": -0.3190635725858022, "revenue_growth_qoq": 0.17791778513987463, "gross_margin": 0.4360847933897455, "operating_margin": 0.16555216799471434, "net_margin": 0.1162971748803961, "roa_ttm": 0.0157184252853527, "roe_ttm": 0.07911053056877282, "debt_to_ebitda": 5.952254327375901, "net_debt_to_ebitda": 5.658622833700847, "interest_coverage": 17.44118860473963, "debt_to_equity": 1.9308117808152836, "current_ratio": 0.7175463438895122, "quick_ratio": 0.534215447009492, "fcf_to_ebitda": -0.5248709298274825, "capex_to_revenue": 0.3982352214551394, "working_capital_to_revenue": -0.1318870695452861, "capital_efficiency": 0.047414477927062756, "financial_health": -1.668958514033471, "margin_quality": 0.239311378754952, "growth_momentum": -0.15369218024725953, "company_age_years": 47.32922655715264, "ebitda": 3255206000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 15.202444736118785, "revenue_cagr_3y": 0.026074049391873633, "revenue_cagr_5y": 0.014235347152424804, "earnings_cagr_3y": -0.0004949200014280342, "quarterly_revenue_growth_yoy": 0.15496933428113274, "quarterly_earnings_growth_yoy": 0.01880163363445622, "revenue_growth_qoq": 0.18832346469081207, "gross_margin": 0.4653335647311551, "operating_margin": 0.24686509626268663, "net_margin": 0.15970713862280128, "roa_ttm": 0.021512690807186704, "roe_ttm": 0.11249760498178009, "debt_to_ebitda": 6.016465177240802, "net_debt_to_ebitda": 5.781652491143771, "interest_coverage": 20.32872076372315, "debt_to_equity": 2.2771180048138535, "current_ratio": 0.6369797890111213, "quick_ratio": 0.4626742313654081, "fcf_to_ebitda": -0.8222466209909819, "capex_to_revenue": 0.5120496032629179, "working_capital_to_revenue": -0.21177510357058546, "capital_efficiency": 0.06700514789448339, "financial_health": -2.1022341411085987, "margin_quality": 0.290635266538881, "growth_momentum": 0.08688548395779448, "company_age_years": 49.3305954825462, "ebitda": 4258867000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 17.35767494638872, "revenue_cagr_3y": 0.09945943525622969, "revenue_cagr_5y": 0.04517327379696945, "earnings_cagr_3y": -0.36700919073603233, "quarterly_revenue_growth_yoy": 0.20203962892329572, "quarterly_earnings_growth_yoy": -0.6228167077381827, "revenue_growth_qoq": -0.22427147298343178, "gross_margin": 0.33427807486631017, "operating_margin": 0.137166692131398, "net_margin": 0.0298401833460657, "roa_ttm": 0.018650506660179672, "roe_ttm": 0.08405101221082781, "debt_to_ebitda": 6.312383633857656, "net_debt_to_ebitda": 6.259506198292034, "interest_coverage": 21.855733935494513, "debt_to_equity": 2.058160350131153, "current_ratio": 0.6429170381667356, "quick_ratio": 0.43396012244077076, "fcf_to_ebitda": -0.6627118592092633, "capex_to_revenue": 0.39195288427196395, "working_capital_to_revenue": -0.16524135447837424, "capital_efficiency": 0.05135075943550374, "financial_health": -1.8130901635200944, "margin_quality": 0.16709498344792464, "growth_momentum": -0.21038853940744345, "company_age_years": 50.58179329226557, "ebitda": 4239313000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 17.312126232572407, "revenue_cagr_3y": 0.07091809108498048, "revenue_cagr_5y": 0.01820796082963505, "earnings_cagr_3y": 0.36314760131219326, "quarterly_revenue_growth_yoy": 0.03583623617710677, "quarterly_earnings_growth_yoy": 0.11697717754021024, "revenue_growth_qoq": -0.0890576012223071, "gross_margin": 0.39436589480449735, "operating_margin": 0.15501504666630214, "net_margin": 0.10476109328933107, "roa_ttm": 0.019011380383747684, "roe_ttm": 0.08619358482931153, "debt_to_ebitda": 6.695798204708647, "net_debt_to_ebitda": 6.217557363068139, "interest_coverage": 16.76718293467026, "debt_to_equity": 2.112760806706328, "current_ratio": 0.9040248198857095, "quick_ratio": 0.6618748915297317, "fcf_to_ebitda": -0.5022476333229297, "capex_to_revenue": 0.366074749574, "working_capital_to_revenue": -0.040316729127440894, "capital_efficiency": 0.0526024826065296, "financial_health": -1.8401902515728934, "margin_quality": 0.21804734492004352, "growth_momentum": 0.0764067068586585, "company_age_years": 50.82819986310746, "ebitda": 4120334000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 14.058930508989043, "revenue_cagr_3y": 0.04758561120618787, "revenue_cagr_5y": 0.016357493906912213, "earnings_cagr_3y": 0.3603886455337637, "quarterly_revenue_growth_yoy": -0.16736287242169595, "quarterly_earnings_growth_yoy": 9.120468602793594, "revenue_growth_qoq": -0.24216706225132262, "gross_margin": 0.36878932620866445, "operating_margin": 0.0941560955738117, "net_margin": 0.36269898212899637, "roa_ttm": 0.03956744772106431, "roe_ttm": 0.16116577237806315, "debt_to_ebitda": 5.331683886354126, "net_debt_to_ebitda": 5.304757793550642, "interest_coverage": 19.35327373229857, "debt_to_equity": 1.7906057500224968, "current_ratio": 0.5723244866092226, "quick_ratio": 0.32034762179019377, "fcf_to_ebitda": -0.08477063213790918, "capex_to_revenue": 0.3878706838954668, "working_capital_to_revenue": -0.2252021253580598, "capital_efficiency": 0.10036661004956374, "financial_health": -1.567529729530519, "margin_quality": 0.2752148013038242, "growth_momentum": 4.4765528651859485, "company_age_years": 51.58110882956879, "ebitda": 4922660000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2024-03-31", "company_multiple": 14.80940416084305, "revenue_cagr_3y": -0.005918125500102067, "revenue_cagr_5y": 0.013795933858803844, "earnings_cagr_3y": -0.39117364018822787, "quarterly_revenue_growth_yoy": -0.06253851399787794, "quarterly_earnings_growth_yoy": -0.7549271691552006, "revenue_growth_qoq": 0.02562495297828652, "gross_margin": 0.43818891101069624, "operating_margin": 0.08515695112193823, "net_margin": 0.02738682930250466, "roa_ttm": 0.034505159317587894, "roe_ttm": 0.14708106186464007, "debt_to_ebitda": 5.849020989736209, "net_debt_to_ebitda": 5.582343050666499, "interest_coverage": 18.17184131736527, "debt_to_equity": 1.9642652614338851, "current_ratio": 0.6527927045677938, "quick_ratio": 0.40838767863064523, "fcf_to_ebitda": -0.1763691026865116, "capex_to_revenue": 0.3939676854264713, "working_capital_to_revenue": -0.19984631695343383, "capital_efficiency": 0.09079311059111397, "financial_health": -1.6603334537310614, "margin_quality": 0.18357756381171306, "growth_momentum": -0.4087328415765393, "company_age_years": 51.83025325119781, "ebitda": 4855516000.0, "spy_multiple": 12.0, "sector_multiple": 11.456004365911724, "sector_premium_over_spy": -0.045332969507356324}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 18.49106706189613, "revenue_cagr_3y": 0.003522951269041563, "revenue_cagr_5y": 0.015348292597251456, "earnings_cagr_3y": 0.06433932125477182, "quarterly_revenue_growth_yoy": -0.05741085717178201, "quarterly_earnings_growth_yoy": -0.035776465774942735, "revenue_growth_qoq": 0.1474394133300831, "gross_margin": 0.5219317812988699, "operating_margin": 0.3322008792894869, "net_margin": 0.19053849104482015, "roa_ttm": 0.027338659371500897, "roe_ttm": 0.11723039462531436, "debt_to_ebitda": 6.356745630879002, "net_debt_to_ebitda": 6.047309486773898, "interest_coverage": 15.458713233923895, "debt_to_equity": 1.9292991305303415, "current_ratio": 0.8905251631353249, "quick_ratio": 0.5868688565047449, "fcf_to_ebitda": -0.2149578819300077, "capex_to_revenue": 0.43439964060487163, "working_capital_to_revenue": -0.05407450064081959, "capital_efficiency": 0.07228452699840762, "financial_health": -1.7451197213796847, "margin_quality": 0.348223717211059, "growth_momentum": -0.04659366147336237, "company_age_years": 52.33127994524298, "ebitda": 4562531000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 15.355249287749288, "revenue_cagr_3y": -0.08655422433051518, "revenue_cagr_5y": -0.061555985546347336, "earnings_cagr_3y": 0.21097843792132553, "quarterly_revenue_growth_yoy": 0.0023847376788553257, "quarterly_earnings_growth_yoy": -0.009615384615384616, "revenue_growth_qoq": -0.06902916205241787, "gross_margin": 0.7264076130055511, "operating_margin": 0.204203013481364, "net_margin": 0.12252180808881839, "roa_ttm": 0.01563568615428154, "roe_ttm": 0.09281814363712726, "debt_to_ebitda": 7.897435897435898, "net_debt_to_ebitda": 7.856125356125356, "interest_coverage": 11.461224489795919, "debt_to_equity": 3.104577908441831, "current_ratio": 0.7806603773584906, "quick_ratio": 0.6615566037735849, "fcf_to_ebitda": -0.26246438746438744, "capex_to_revenue": 0.2511272660347842, "working_capital_to_revenue": -0.05134811815588479, "capital_efficiency": 0.0542269148957044, "financial_health": -3.074402801734782, "margin_quality": 0.3510441448585779, "growth_momentum": -0.003615323468264645, "company_age_years": 22.636550308008214, "ebitda": 2808000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 47.44756164383562, "revenue_cagr_3y": -0.0599106880849225, "revenue_cagr_5y": -0.051692800266447736, "earnings_cagr_3y": 0.015627524178942975, "quarterly_revenue_growth_yoy": -0.18454582819564325, "quarterly_earnings_growth_yoy": 0.17557251908396945, "revenue_growth_qoq": 0.10776102735901731, "gross_margin": 0.3079637096774194, "operating_margin": 0.12600806451612903, "net_margin": 0.07762096774193548, "roa_ttm": -0.03185107598552657, "roe_ttm": -0.19081574443810612, "debt_to_ebitda": 23.22739726027397, "net_debt_to_ebitda": 22.63013698630137, "interest_coverage": 3.2882882882882885, "debt_to_equity": 2.4181403308613807, "current_ratio": 0.9214680347277032, "quick_ratio": 0.8291239147592738, "fcf_to_ebitda": 0.7068493150684931, "capex_to_revenue": 0.22704339051463168, "working_capital_to_revenue": -0.02868675219835664, "capital_efficiency": -0.11133341021181634, "financial_health": -2.0871680867458706, "margin_quality": 0.17053091397849462, "growth_momentum": -0.004486654555836897, "company_age_years": 46.24229979466119, "ebitda": 365000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 61.69867549668874, "revenue_cagr_3y": -0.05982596909119342, "revenue_cagr_5y": -0.030430122658100633, "earnings_cagr_3y": -0.7285582383405094, "quarterly_revenue_growth_yoy": 0.02741514360313316, "quarterly_earnings_growth_yoy": -1.025974025974026, "revenue_growth_qoq": -0.20665322580645162, "gross_margin": 0.35895806861499363, "operating_margin": 0.1156289707750953, "net_margin": -0.0012706480304955528, "roa_ttm": -0.03559870550161812, "roe_ttm": -0.22019428907859875, "debt_to_ebitda": 28.344370860927153, "net_debt_to_ebitda": 27.44701986754967, "interest_coverage": 2.770642201834862, "debt_to_equity": 2.5198704739476008, "current_ratio": 1.0138331102186524, "quick_ratio": 0.8875502008032129, "fcf_to_ebitda": 0.8178807947019867, "capex_to_revenue": 0.2226680040120361, "working_capital_to_revenue": 0.004441897119931222, "capital_efficiency": -0.12789649729010844, "financial_health": -2.2773587163643847, "margin_quality": 0.1577721304531978, "growth_momentum": -0.4992794411854464, "company_age_years": 46.49144421629021, "ebitda": 302000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 14.53216323296355, "revenue_cagr_3y": 0.048244767665168276, "revenue_cagr_5y": 0.0008491679792463902, "earnings_cagr_3y": 0.05834036703869727, "quarterly_revenue_growth_yoy": 0.1588957055214724, "quarterly_earnings_growth_yoy": 1.4578005115089514, "revenue_growth_qoq": 0.20012706480304956, "gross_margin": 0.3710958178930651, "operating_margin": 0.15034409740603494, "net_margin": 0.09475913181577554, "roa_ttm": -0.008362303861693132, "roe_ttm": -0.051267281105990783, "debt_to_ebitda": 6.7757527733755945, "net_debt_to_ebitda": 6.561806656101426, "interest_coverage": 11.90566037735849, "debt_to_equity": 2.462845622119816, "current_ratio": 1.0546288573811509, "quick_ratio": 0.908256880733945, "fcf_to_ebitda": 0.23692551505546752, "capex_to_revenue": 0.2072395689416966, "working_capital_to_revenue": 0.018098922354241504, "capital_efficiency": -0.02981479248384196, "financial_health": -2.2154262055802674, "margin_quality": 0.2053996823716252, "growth_momentum": 0.8083481085152119, "company_age_years": 46.743326488706366, "ebitda": 1262000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 21.740413064361192, "revenue_cagr_3y": -0.09755766125605159, "revenue_cagr_5y": 0.005551593489675266, "earnings_cagr_3y": -0.08035860787295979, "quarterly_revenue_growth_yoy": -0.05006031363088058, "quarterly_earnings_growth_yoy": -0.46153846153846156, "revenue_growth_qoq": -0.27318874019381634, "gross_margin": 0.41968253968253966, "operating_margin": 0.1492063492063492, "net_margin": 0.06666666666666667, "roa_ttm": -0.020747791464476795, "roe_ttm": -0.07948045757864633, "debt_to_ebitda": 12.378482228626321, "net_debt_to_ebitda": 12.217098943323727, "interest_coverage": 7.711111111111111, "debt_to_equity": 1.5355100095328884, "current_ratio": 0.5804130888837318, "quick_ratio": 0.4731956370387561, "fcf_to_ebitda": -0.3554274735830932, "capex_to_revenue": 0.3030127462340672, "working_capital_to_revenue": -0.20950173812282735, "capital_efficiency": -0.05011412452156156, "financial_health": -1.2980391837655514, "margin_quality": 0.21185185185185185, "growth_momentum": -0.2557993875846711, "company_age_years": 50.49144421629021, "ebitda": 1041000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 27.03849658314351, "revenue_cagr_3y": -0.08219915048902748, "revenue_cagr_5y": -0.0009835278442146267, "earnings_cagr_3y": -0.10539177124532739, "quarterly_revenue_growth_yoy": -0.021712907117008445, "quarterly_earnings_growth_yoy": -0.5518518518518518, "revenue_growth_qoq": 0.029841269841269842, "gross_margin": 0.45006165228113443, "operating_margin": 0.18618988902589395, "net_margin": 0.07459926017262639, "roa_ttm": -0.02495031340773582, "roe_ttm": -0.09728183118741059, "debt_to_ebitda": 15.171981776765376, "net_debt_to_ebitda": 14.96127562642369, "interest_coverage": 6.859375, "debt_to_equity": 1.5881020505484025, "current_ratio": 0.7271540469973891, "quick_ratio": 0.5877284595300261, "fcf_to_ebitda": -0.662870159453303, "capex_to_revenue": 0.29939492669304163, "working_capital_to_revenue": -0.12159646264835933, "capital_efficiency": -0.0611160722975732, "financial_health": -1.4185207688534016, "margin_quality": 0.23695026715988496, "growth_momentum": -0.28678237948443014, "company_age_years": 50.743326488706366, "ebitda": 878000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 27.378193665943602, "revenue_cagr_3y": -0.08002671517673665, "revenue_cagr_5y": 0.027781913047358664, "earnings_cagr_3y": -0.46361700855242793, "quarterly_revenue_growth_yoy": -0.36408668730650157, "quarterly_earnings_growth_yoy": 0.27388535031847133, "revenue_growth_qoq": 0.26633785450061653, "gross_margin": 0.3495618305744888, "operating_margin": 0.13875365141187926, "net_margin": 0.09737098344693282, "roa_ttm": -0.023094619222610618, "roe_ttm": -0.09259702922855774, "debt_to_ebitda": 14.577006507592191, "net_debt_to_ebitda": 14.417570498915401, "interest_coverage": 7.7478991596638656, "debt_to_equity": 1.6099664590321034, "current_ratio": 0.6051813471502591, "quick_ratio": 0.5015544041450777, "fcf_to_ebitda": -0.6518438177874186, "capex_to_revenue": 0.3499595578322998, "working_capital_to_revenue": -0.25680776489619844, "capital_efficiency": -0.05784582422558418, "financial_health": -1.3756991781584604, "margin_quality": 0.19522882181110032, "growth_momentum": -0.04510066849401512, "company_age_years": 50.99520876112252, "ebitda": 922000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 15.737777777777778, "revenue_cagr_3y": 0.01654606353820487, "revenue_cagr_5y": -0.005218243385079702, "earnings_cagr_3y": 0.06067042876865303, "quarterly_revenue_growth_yoy": 0.11240786240786241, "quarterly_earnings_growth_yoy": 0.16076294277929154, "revenue_growth_qoq": 0.23029891304347827, "gross_margin": 0.5334069574820541, "operating_margin": 0.29486471562672556, "net_margin": 0.23522915516289342, "roa_ttm": 0.028385980095196883, "roe_ttm": 0.10160041300980899, "debt_to_ebitda": 6.0435185185185185, "net_debt_to_ebitda": 6.040277777777778, "interest_coverage": 22.97872340425532, "debt_to_equity": 1.3478575116159008, "current_ratio": 0.9350869749681799, "quick_ratio": 0.6826474331777683, "fcf_to_ebitda": -1.1092592592592592, "capex_to_revenue": 0.6452970697749717, "working_capital_to_revenue": -0.02476930548810102, "capital_efficiency": 0.06499319655250294, "financial_health": -1.2846715829607689, "margin_quality": 0.35450027609055773, "growth_momentum": 0.136585402593577, "company_age_years": 23.742642026009584, "ebitda": 2160000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 15.331722422783795, "revenue_cagr_3y": 0.1584658787986153, "revenue_cagr_5y": 0.07852824513768875, "earnings_cagr_3y": 0.20384894957355337, "quarterly_revenue_growth_yoy": 0.32427184466019415, "quarterly_earnings_growth_yoy": 0.30158730158730157, "revenue_growth_qoq": -0.11274934952298352, "gross_margin": 0.35386119257087, "operating_margin": 0.1573802541544477, "net_margin": 0.0801564027370479, "roa_ttm": 0.02846665259603208, "roe_ttm": 0.10268366958507803, "debt_to_ebitda": 6.0549538708383475, "net_debt_to_ebitda": 6.050942639390293, "interest_coverage": 19.176923076923078, "debt_to_equity": 1.4365245527217358, "current_ratio": 0.7926322043969103, "quick_ratio": 0.5944741532976827, "fcf_to_ebitda": -0.44805455274769357, "capex_to_revenue": 0.42478320975241923, "working_capital_to_revenue": -0.0877215030790499, "capital_efficiency": 0.06557516109055506, "financial_health": -1.3020772490693537, "margin_quality": 0.1971326164874552, "growth_momentum": 0.31292957312374786, "company_age_years": 24.993839835728952, "ebitda": 2493000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 14.96994481409002, "revenue_cagr_3y": 0.12713358252337992, "revenue_cagr_5y": 0.05402734694753075, "earnings_cagr_3y": 0.21828909557477272, "quarterly_revenue_growth_yoy": 0.09739222990952634, "quarterly_earnings_growth_yoy": 0.043478260869565216, "revenue_growth_qoq": 0.007820136852394917, "gross_margin": 0.38700290979631424, "operating_margin": 0.17022308438409312, "net_margin": 0.1280310378273521, "roa_ttm": 0.028635981504833964, "roe_ttm": 0.10276232676534364, "debt_to_ebitda": 6.077886497064579, "net_debt_to_ebitda": 6.073972602739726, "interest_coverage": 20.118110236220474, "debt_to_equity": 1.4640331856321298, "current_ratio": 0.7479143997098295, "quick_ratio": 0.519405150525934, "fcf_to_ebitda": -0.45792563600782776, "capex_to_revenue": 0.435012285012285, "working_capital_to_revenue": -0.08538083538083538, "capital_efficiency": 0.0656991541350888, "financial_health": -1.3366845835268713, "margin_quality": 0.2284190106692532, "growth_momentum": 0.07043524538954578, "company_age_years": 25.240246406570844, "ebitda": 2555000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 16.845568583659038, "revenue_cagr_3y": -0.004817417144914793, "revenue_cagr_5y": -0.023278383419577886, "earnings_cagr_3y": -0.20301968251721236, "quarterly_revenue_growth_yoy": -0.07959209053600298, "quarterly_earnings_growth_yoy": -0.4144, "revenue_growth_qoq": -0.17666036266548002, "gross_margin": 0.27793541413322526, "operating_margin": 0.10701256586947709, "net_margin": 0.04945277665180381, "roa_ttm": 0.031083936231512902, "roe_ttm": 0.1042936548427808, "debt_to_ebitda": 3.718034617532105, "net_debt_to_ebitda": 3.7126372603759537, "interest_coverage": 17.880199667221298, "debt_to_equity": 1.0728498160629414, "current_ratio": 0.6082542485102627, "quick_ratio": 0.44383138380048553, "fcf_to_ebitda": 0.07695886841615485, "capex_to_revenue": 0.3178940250799115, "working_capital_to_revenue": -0.16366486353577575, "capital_efficiency": 0.06768879553714685, "financial_health": -0.9453213806825432, "margin_quality": 0.14480025221816872, "growth_momentum": -0.24699604526800148, "company_age_years": 27.98631074606434, "ebitda": 1074600000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 19.33673084042947, "revenue_cagr_3y": -0.006164807473368117, "revenue_cagr_5y": -0.022399213027669895, "earnings_cagr_3y": 0.07352883182451264, "quarterly_revenue_growth_yoy": -0.05972810340985068, "quarterly_earnings_growth_yoy": -0.0010080645161290322, "revenue_growth_qoq": 0.14011620051344412, "gross_margin": 0.3255510784546101, "operating_margin": 0.17290827210239393, "net_margin": 0.11744489215453899, "roa_ttm": 0.030977263661747106, "roe_ttm": 0.10314508845561281, "debt_to_ebitda": 3.748148833765272, "net_debt_to_ebitda": 3.7437060348019253, "interest_coverage": 22.508333333333333, "debt_to_equity": 1.0756786909631832, "current_ratio": 0.5698924731182796, "quick_ratio": 0.4236559139784946, "fcf_to_ebitda": -0.22482413920770086, "capex_to_revenue": 0.32115625, "working_capital_to_revenue": -0.18125, "capital_efficiency": 0.06706117605867995, "financial_health": -0.9353605774839322, "margin_quality": 0.20530141423718104, "growth_momentum": -0.030368083962989855, "company_age_years": 28.23545516769336, "ebitda": 1080400000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 16.91051480719883, "revenue_cagr_3y": 0.14860819187413177, "revenue_cagr_5y": 0.09420040432153587, "earnings_cagr_3y": 0.1690867120444326, "quarterly_revenue_growth_yoy": 0.46627277203348105, "quarterly_earnings_growth_yoy": 0.41261361271074726, "revenue_growth_qoq": 0.48849391206989623, "gross_margin": 0.3434072084172823, "operating_margin": 0.2800537273337811, "net_margin": 0.11394672039400044, "roa_ttm": 0.013296635695610912, "roe_ttm": 0.03240773077591172, "debt_to_ebitda": 8.398699135887407, "net_debt_to_ebitda": 7.17209619648644, "interest_coverage": 17.87010273972603, "debt_to_equity": 0.8013274700359294, "current_ratio": 0.9543195035576204, "quick_ratio": 0.778907696806264, "fcf_to_ebitda": 0.12465911725982978, "capex_to_revenue": 0.283143187784802, "working_capital_to_revenue": -0.04877365140506969, "capital_efficiency": 0.022852183235761315, "financial_health": -0.5591359643362677, "margin_quality": 0.24580255204835463, "growth_momentum": 0.43944319237211416, "company_age_years": 0.07118412046543464, "ebitda": 1043614000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 15.99258578842783, "revenue_cagr_3y": 0.29254902330236643, "revenue_cagr_5y": 0.17889474627817004, "earnings_cagr_3y": 0.3701873127667805, "quarterly_revenue_growth_yoy": 0.9923202820093164, "quarterly_earnings_growth_yoy": 1.2424923881596401, "revenue_growth_qoq": 0.7713230355943587, "gross_margin": 0.39582938388625594, "operating_margin": 0.34338072669826225, "net_margin": 0.22432859399684044, "roa_ttm": 0.021137824446217094, "roe_ttm": 0.05156498797818297, "debt_to_ebitda": 5.893226782017894, "net_debt_to_ebitda": 5.407731636969345, "interest_coverage": 15.71283950617284, "debt_to_equity": 0.7718848525105483, "current_ratio": 0.8720667870036101, "quick_ratio": 0.6761808062575211, "fcf_to_ebitda": 0.33099169008309914, "capex_to_revenue": 0.24471438098081563, "working_capital_to_revenue": -0.09267471990550556, "capital_efficiency": 0.03635140621220003, "financial_health": -0.595119550307155, "margin_quality": 0.3211795681937862, "growth_momentum": 1.1174063350844783, "company_age_years": 0.32306639288158795, "ebitda": 1400014000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 16.81686201991465, "revenue_cagr_3y": 0.030777410589593934, "revenue_cagr_5y": -0.036309455776300514, "earnings_cagr_3y": 3.107219370255226, "quarterly_revenue_growth_yoy": -0.023991275899672846, "quarterly_earnings_growth_yoy": -25.25, "revenue_growth_qoq": -0.1112214498510427, "gross_margin": -0.12044692737430168, "operating_margin": -0.3529608938547486, "net_margin": -0.3793296089385475, "roa_ttm": -0.004410755867319826, "roe_ttm": -0.017994757277726314, "debt_to_ebitda": 8.301659554291133, "net_debt_to_ebitda": 8.262019914651493, "interest_coverage": 12.643884892086332, "debt_to_equity": 1.7253877840629126, "current_ratio": 0.4013543621013133, "quick_ratio": 0.26448170731707316, "fcf_to_ebitda": -0.6033191085822665, "capex_to_revenue": 0.3537073549620601, "working_capital_to_revenue": -0.40670371034235525, "capital_efficiency": -0.01120275657252307, "financial_health": -1.3962698347379559, "margin_quality": -0.28424581005586597, "growth_momentum": -12.636995637949836, "company_age_years": 33.946611909650926, "ebitda": 1054500000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 27.271645179372197, "revenue_cagr_3y": 0.09182515955438042, "revenue_cagr_5y": -0.04227082689339923, "earnings_cagr_3y": 0.06798682420987956, "quarterly_revenue_growth_yoy": 0.06796892848983321, "quarterly_earnings_growth_yoy": -0.20717131474103587, "revenue_growth_qoq": 0.27919545734418827, "gross_margin": 0.34073162905123544, "operating_margin": 0.20012835597390094, "net_margin": 0.11707134452882662, "roa_ttm": -0.00492464561281687, "roe_ttm": -0.018651809813827948, "debt_to_ebitda": 12.686378923766815, "net_debt_to_ebitda": 12.474775784753364, "interest_coverage": 7.464435146443515, "debt_to_equity": 1.5663713751816735, "current_ratio": 0.4771368798565451, "quick_ratio": 0.4234160191273162, "fcf_to_ebitda": -1.7529428251121075, "capex_to_revenue": 0.34430113690646796, "working_capital_to_revenue": -0.40114646030381196, "capital_efficiency": -0.01178822771332241, "financial_health": -1.1906933703140647, "margin_quality": 0.2193104431846543, "growth_momentum": -0.06960119312560133, "company_age_years": 34.444900752908964, "ebitda": 713600000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 18.23773868425875, "revenue_cagr_3y": 0.04024786042470674, "revenue_cagr_5y": -0.054207407381627104, "earnings_cagr_3y": 1.1814640224164528, "quarterly_revenue_growth_yoy": 0.0033763654419066533, "quarterly_earnings_growth_yoy": 11.118367346938776, "revenue_growth_qoq": -0.4596213498769922, "gross_margin": 0.7004156769596199, "operating_margin": 0.458729216152019, "net_margin": 0.29384402216943784, "roa_ttm": 0.007490602615794887, "roe_ttm": 0.027542585589505036, "debt_to_ebitda": 8.430822796408282, "net_debt_to_ebitda": 8.40910756826095, "interest_coverage": 11.598299681190223, "debt_to_equity": 1.539674040360095, "current_ratio": 0.41377140309935234, "quick_ratio": 0.33023048483100403, "fcf_to_ebitda": -1.074216602528862, "capex_to_revenue": 0.3492906108575684, "working_capital_to_revenue": -0.42691286829994846, "capital_efficiency": 0.01751659410264996, "financial_health": -1.1885904828900948, "margin_quality": 0.48432963842702553, "growth_momentum": 5.560871856190341, "company_age_years": 34.69404517453799, "ebitda": 1091400000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 18.076216900311525, "revenue_cagr_3y": -0.009511122811600048, "revenue_cagr_5y": -0.038088111914154954, "earnings_cagr_3y": -0.5269522701973148, "quarterly_revenue_growth_yoy": -0.04720902612826603, "quarterly_earnings_growth_yoy": -1.0158302458740316, "revenue_growth_qoq": -0.40037371535347244, "gross_margin": 0.43751947647242134, "operating_margin": 0.09525293445517814, "net_margin": -0.004882102420276306, "roa_ttm": -0.002754440309317407, "roe_ttm": -0.01091525663216645, "debt_to_ebitda": 9.72478582554517, "net_debt_to_ebitda": 9.586351246105918, "interest_coverage": 10.589690721649484, "debt_to_equity": 1.7643328976650534, "current_ratio": 0.8859559438609537, "quick_ratio": 0.789354648821142, "fcf_to_ebitda": -0.4024532710280374, "capex_to_revenue": 0.36312769303028447, "working_capital_to_revenue": -0.07517000551369234, "capital_efficiency": -0.006834848470741928, "financial_health": -1.5497396855781216, "margin_quality": 0.17596343616910773, "growth_momentum": -0.5315196360011488, "company_age_years": 35.696098562628336, "ebitda": 1027200000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 40.5415644820296, "revenue_cagr_3y": -0.049537096420691706, "revenue_cagr_5y": -0.01747603754703564, "earnings_cagr_3y": -0.06414055648498385, "quarterly_revenue_growth_yoy": -0.019855947050807864, "quarterly_earnings_growth_yoy": -0.14271457085828343, "revenue_growth_qoq": 0.16740088105726872, "gross_margin": 0.4937437934458789, "operating_margin": 0.2490566037735849, "net_margin": 0.17060575968222444, "roa_ttm": -0.011456926363383817, "roe_ttm": -0.03355591717636496, "debt_to_ebitda": 15.088372093023256, "net_debt_to_ebitda": 14.802959830866808, "interest_coverage": 5.72639225181598, "debt_to_equity": 1.0011783850513438, "current_ratio": 0.8392196434577868, "quick_ratio": 0.6012445341405988, "fcf_to_ebitda": 0.905708245243129, "capex_to_revenue": 0.27826328200860034, "working_capital_to_revenue": -0.04420400425394183, "capital_efficiency": -0.02250642176987439, "financial_health": -0.9736697201871651, "margin_quality": 0.30446871896722943, "growth_momentum": -0.08128525895454565, "company_age_years": 32.50102669404517, "ebitda": 236500000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 46.86501711491442, "revenue_cagr_3y": -0.0068832073378097824, "revenue_cagr_5y": -0.004967133115478917, "earnings_cagr_3y": -0.011026256898799436, "quarterly_revenue_growth_yoy": -0.07055864442679376, "quarterly_earnings_growth_yoy": -0.2929453965723396, "revenue_growth_qoq": 0.39443892750744786, "gross_margin": 0.5459336276883635, "operating_margin": 0.36746902150690786, "net_margin": 0.25267055974932345, "roa_ttm": -0.018394680688919373, "roe_ttm": -0.05274947414428934, "debt_to_ebitda": 17.63276283618582, "net_debt_to_ebitda": 17.476283618581906, "interest_coverage": 5.074441687344913, "debt_to_equity": 0.9850301854836506, "current_ratio": 0.9441437959025899, "quick_ratio": 0.6667955160417472, "fcf_to_ebitda": 1.0273838630806846, "capex_to_revenue": 0.27434341518915334, "working_capital_to_revenue": -0.013700578363515691, "capital_efficiency": -0.035572077416604356, "financial_health": -0.9513866283308499, "margin_quality": 0.3886910696481983, "growth_momentum": -0.18175202049956668, "company_age_years": 32.75290896646133, "ebitda": 204500000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 39.783950518754985, "revenue_cagr_3y": -0.011080686347113122, "revenue_cagr_5y": 0.016574052612255752, "earnings_cagr_3y": -0.42928709481336325, "quarterly_revenue_growth_yoy": 0.027301587301587302, "quarterly_earnings_growth_yoy": 0.5480225988700564, "revenue_growth_qoq": -0.30864549209514314, "gross_margin": 0.4258343634116193, "operating_margin": 0.1699629171817058, "net_margin": 0.11289658014009064, "roa_ttm": -0.01620517222077098, "roe_ttm": -0.04782752354204527, "debt_to_ebitda": 14.323224261771747, "net_debt_to_ebitda": 14.318834796488428, "interest_coverage": 6.265, "debt_to_equity": 0.9883253483121317, "current_ratio": 0.6144250071694867, "quick_ratio": 0.395468884427875, "fcf_to_ebitda": 0.24860335195530725, "capex_to_revenue": 0.30650709136314375, "working_capital_to_revenue": -0.12670216274796212, "capital_efficiency": -0.03201634788140813, "financial_health": -0.9620648968099028, "margin_quality": 0.2362312869111386, "growth_momentum": 0.28766209308582186, "company_age_years": 33.00479123887748, "ebitda": 250600000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 18.318510853104492, "revenue_cagr_3y": 0.02083930254095301, "revenue_cagr_5y": -0.04894231796380066, "earnings_cagr_3y": -0.5642162003049741, "quarterly_revenue_growth_yoy": 0.21731289449954913, "quarterly_earnings_growth_yoy": 1.2790697674418605, "revenue_growth_qoq": 0.024667931688804556, "gross_margin": 0.2707407407407407, "operating_margin": 0.25407407407407406, "net_margin": 0.008888888888888889, "roa_ttm": -0.0040026492354652, "roe_ttm": -0.042572741194486986, "debt_to_ebitda": 10.100454316002018, "net_debt_to_ebitda": 9.48813730439172, "interest_coverage": 8.84375, "debt_to_equity": 6.12833078101072, "current_ratio": 1.2750749365921143, "quick_ratio": 1.1724694489278302, "fcf_to_ebitda": 0.303886925795053, "capex_to_revenue": 0.18553639846743294, "working_capital_to_revenue": 0.11427203065134099, "capital_efficiency": -0.023287695214976093, "financial_health": -5.681456317491264, "margin_quality": 0.17790123456790122, "growth_momentum": 0.7481913309707048, "company_age_years": 30.015058179329227, "ebitda": 1981000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 21.113447891209802, "revenue_cagr_3y": 0.07957450208347527, "revenue_cagr_5y": 0.02996744995959233, "earnings_cagr_3y": 1.2622002664735743, "quarterly_revenue_growth_yoy": 0.10469314079422383, "quarterly_earnings_growth_yoy": -0.4287974683544304, "revenue_growth_qoq": -0.15632754342431762, "gross_margin": 0.18137254901960784, "operating_margin": 0.16241830065359478, "net_margin": -0.2950980392156863, "roa_ttm": -0.01423246357167062, "roe_ttm": -0.22404595814526057, "debt_to_ebitda": 11.994895354772844, "net_debt_to_ebitda": 11.29351710056151, "interest_coverage": 6.444078947368421, "debt_to_equity": 9.642183011899878, "current_ratio": 1.1774765059312895, "quick_ratio": 1.0149437682945617, "fcf_to_ebitda": -0.9372128637059725, "capex_to_revenue": 0.36067522586780787, "working_capital_to_revenue": 0.0912981455064194, "capital_efficiency": -0.1191392108584656, "financial_health": -8.884988507564998, "margin_quality": 0.01623093681917211, "growth_momentum": -0.1620521637801033, "company_age_years": 31.51813826146475, "ebitda": 1959000000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 19.66761766132945, "revenue_cagr_3y": 0.11477908924680635, "revenue_cagr_5y": 0.03372582987335271, "earnings_cagr_3y": 0.01594801253223732, "quarterly_revenue_growth_yoy": 0.13529617946021733, "quarterly_earnings_growth_yoy": 0.3130434782608696, "revenue_growth_qoq": 0.05849673202614379, "gross_margin": 0.18369867242976226, "operating_margin": 0.16671812287743132, "net_margin": 0.0466193269527632, "roa_ttm": -0.012958304748837563, "roe_ttm": -0.21591871295512277, "debt_to_ebitda": 12.048034934497817, "net_debt_to_ebitda": 11.348859776807375, "interest_coverage": 6.1891891891891895, "debt_to_equity": 10.512701100762065, "current_ratio": 1.1279515938606848, "quick_ratio": 1.0004427390791026, "fcf_to_ebitda": -1.1901989325570113, "capex_to_revenue": 0.410335281451861, "working_capital_to_revenue": 0.06667179329437097, "capital_efficiency": -0.11443850885198016, "financial_health": -9.529008790911703, "margin_quality": 0.13234537408665228, "growth_momentum": 0.22416982886054346, "company_age_years": 31.76454483230664, "ebitda": 2061000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 17.250383936451897, "revenue_cagr_3y": 0.11019444818549284, "revenue_cagr_5y": 0.036414345262018255, "earnings_cagr_3y": -0.23171553456117178, "quarterly_revenue_growth_yoy": -0.01397011046133853, "quarterly_earnings_growth_yoy": 0.7821229050279329, "revenue_growth_qoq": -0.06298240197591849, "gross_margin": 0.16672158154859967, "operating_margin": 0.142998352553542, "net_margin": -0.012850082372322899, "roa_ttm": -0.008914588603782676, "roe_ttm": -0.14847512038523275, "debt_to_ebitda": 11.71359223300971, "net_debt_to_ebitda": 11.13018534863195, "interest_coverage": 7.62962962962963, "debt_to_equity": 10.651284109149278, "current_ratio": 0.9445464079706345, "quick_ratio": 0.8430781331934977, "fcf_to_ebitda": -1.4346866725507503, "capex_to_revenue": 0.4851477509451431, "working_capital_to_revenue": -0.03263637065041278, "capital_efficiency": -0.07869485449450771, "financial_health": -9.437650823558165, "margin_quality": 0.09895661724327294, "growth_momentum": 0.3840763972832972, "company_age_years": 32.01368925393566, "ebitda": 2266000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2024-06-30", "company_multiple": 13.881670796460178, "revenue_cagr_3y": 0.029025889490018608, "revenue_cagr_5y": 0.03450641901708518, "earnings_cagr_3y": 1.273417971888172, "quarterly_revenue_growth_yoy": -0.030642504118616146, "quarterly_earnings_growth_yoy": 8.23076923076923, "revenue_growth_qoq": -0.04635332252836305, "gross_margin": 0.18796736913664175, "operating_margin": 0.1655336505778382, "net_margin": 0.09585316111488783, "roa_ttm": 0.017679835770245924, "roe_ttm": 0.2730507926237464, "debt_to_ebitda": 10.107610619469027, "net_debt_to_ebitda": 9.48, "interest_coverage": 7.891061452513966, "debt_to_equity": 9.23778712390812, "current_ratio": 0.9727170925379212, "quick_ratio": 0.9054260409243612, "fcf_to_ebitda": -1.9946902654867256, "capex_to_revenue": 0.6566095421996943, "working_capital_to_revenue": -0.021562474857188832, "capital_efficiency": 0.14536531419699614, "financial_health": -8.208734897598818, "margin_quality": 0.1497847269431226, "growth_momentum": 4.100063363325307, "company_age_years": 33.01574264202601, "ebitda": 2825000000.0, "spy_multiple": 12.0, "sector_multiple": 11.35628950598343, "sector_premium_over_spy": -0.053642541168047564}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2024-09-30", "company_multiple": 14.904089775561097, "revenue_cagr_3y": 0.026927286970297892, "revenue_cagr_5y": 0.04613302680330866, "earnings_cagr_3y": 0.14062062609872483, "quarterly_revenue_growth_yoy": -0.04222481071636575, "quarterly_earnings_growth_yoy": 1.2034632034632036, "revenue_growth_qoq": 0.11794697484704283, "gross_margin": 0.21921556704165399, "operating_margin": 0.20188507145028883, "net_margin": 0.1547582851930678, "roa_ttm": 0.022404600730845263, "roe_ttm": 0.34103343465045594, "debt_to_ebitda": 10.492340577128607, "net_debt_to_ebitda": 9.808692554328465, "interest_coverage": 7.465425531914893, "debt_to_equity": 8.951975683890577, "current_ratio": 0.8505858585858586, "quick_ratio": 0.7983838383838384, "fcf_to_ebitda": -2.0324189526184537, "capex_to_revenue": 0.6589058938456529, "working_capital_to_revenue": -0.1505210029306415, "capital_efficiency": 0.1817190176906506, "financial_health": -7.4103127635842965, "margin_quality": 0.19195297456167018, "growth_momentum": 0.5806191963734189, "company_age_years": 33.267624914442166, "ebitda": 2807000000.0, "spy_multiple": 12.0, "sector_multiple": 12.089523751236495, "sector_premium_over_spy": 0.0074603126030412525}, {"ticker": "DUK", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 14.943136306471898, "revenue_cagr_3y": 0.049880144270557425, "revenue_cagr_5y": 0.04478397432736103, "earnings_cagr_3y": -0.030553647468183676, "quarterly_revenue_growth_yoy": 0.15967479674796747, "quarterly_earnings_growth_yoy": -0.17338709677419356, "revenue_growth_qoq": 0.1433151651170247, "gross_margin": 0.6777902411665732, "operating_margin": 0.1793325855300056, "net_margin": 0.11497476163768929, "roa_ttm": 0.02019623875715454, "roe_ttm": 0.06993487845326214, "debt_to_ebitda": 6.708135822772564, "net_debt_to_ebitda": 6.625616716648931, "interest_coverage": 17.609880749574106, "debt_to_equity": 1.4023783521417303, "current_ratio": 0.7158508914100487, "quick_ratio": 0.5102755267423015, "fcf_to_ebitda": -0.19870368578891362, "capex_to_revenue": 0.3854058821273822, "working_capital_to_revenue": -0.16806626020936385, "capital_efficiency": 0.04506555860520834, "financial_health": -1.2528751615440255, "margin_quality": 0.324032529444756, "growth_momentum": -0.006856150013113044, "company_age_years": 38.98425735797399, "ebitda": 10337000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 15.711965018094089, "revenue_cagr_3y": 0.07097107369729172, "revenue_cagr_5y": 0.028698217480488175, "earnings_cagr_3y": -0.20833200666740403, "quarterly_revenue_growth_yoy": 0.12487309644670051, "quarterly_earnings_growth_yoy": -0.09043020193151888, "revenue_growth_qoq": 0.15276573608461938, "gross_margin": 0.39485559566787004, "operating_margin": 0.20818291215403129, "net_margin": 0.15583634175691938, "roa_ttm": 0.01792613437604459, "roe_ttm": 0.08066321533510563, "debt_to_ebitda": 6.562243667068757, "net_debt_to_ebitda": 6.361761158021713, "interest_coverage": 17.943722943722943, "debt_to_equity": 1.9029312998460892, "current_ratio": 0.89102932719954, "quick_ratio": 0.6894767107533065, "fcf_to_ebitda": -0.05572979493365501, "capex_to_revenue": 0.2926921303090017, "working_capital_to_revenue": -0.04767095719257054, "capital_efficiency": 0.049294674855575114, "financial_health": -1.758207869353607, "margin_quality": 0.2529582831929403, "growth_momentum": 0.017221447257590818, "company_age_years": 40.24640657084189, "ebitda": 8290000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 13.832194497760717, "revenue_cagr_3y": 0.12227203758983407, "revenue_cagr_5y": 0.058227115863275, "earnings_cagr_3y": 0.07193678303359885, "quarterly_revenue_growth_yoy": 0.3863024240092343, "quarterly_earnings_growth_yoy": 1.9547872340425532, "revenue_growth_qoq": 0.08393501805054152, "gross_margin": 0.41201776297529835, "operating_margin": 0.22966971967804609, "net_margin": 0.15417707466000555, "roa_ttm": 0.023254746920141622, "roe_ttm": 0.10495979014944949, "debt_to_ebitda": 5.864576668799318, "net_debt_to_ebitda": 5.680742162507998, "interest_coverage": 19.2172131147541, "debt_to_equity": 1.8982500949159562, "current_ratio": 0.851484286584835, "quick_ratio": 0.6529119874640898, "fcf_to_ebitda": -0.02399232245681382, "capex_to_revenue": 0.27336710622993926, "working_capital_to_revenue": -0.06597316214857496, "capital_efficiency": 0.06410726853479556, "financial_health": -1.7541170375278157, "margin_quality": 0.2652881857711166, "growth_momentum": 1.1705448290258937, "company_age_years": 40.49555099247091, "ebitda": 9378000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 12.785850668274545, "revenue_cagr_3y": 0.1180221030213362, "revenue_cagr_5y": 0.062027408249669014, "earnings_cagr_3y": 0.03770210179644895, "quarterly_revenue_growth_yoy": 0.34305867265149087, "quarterly_earnings_growth_yoy": 0.334841628959276, "revenue_growth_qoq": 0.16264224257563142, "gross_margin": 0.4054666984960611, "operating_margin": 0.2617569825734065, "net_margin": 0.176056338028169, "roa_ttm": 0.025454274094250214, "roe_ttm": 0.1083510688987008, "debt_to_ebitda": 5.552909255351221, "net_debt_to_ebitda": 5.351019997990152, "interest_coverage": 19.47358121330724, "debt_to_equity": 1.7552491979289095, "current_ratio": 0.8095461292086555, "quick_ratio": 0.6001093664557456, "fcf_to_ebitda": -0.1421967641443071, "capex_to_revenue": 0.2685810207507411, "working_capital_to_revenue": -0.08707453837637058, "capital_efficiency": 0.06690267149647551, "financial_health": -1.5868313440924764, "margin_quality": 0.2810933396992122, "growth_momentum": 0.33895015080538343, "company_age_years": 40.747433264887064, "ebitda": 9951000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "D", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 13.93041923076923, "revenue_cagr_3y": 0.015704825968520186, "revenue_cagr_5y": 0.04507319544922672, "earnings_cagr_3y": -0.07247634638248246, "quarterly_revenue_growth_yoy": 0.24779596977329973, "quarterly_earnings_growth_yoy": 0.18960244648318042, "revenue_growth_qoq": 0.10205784204671857, "gross_margin": 0.4516780217007318, "operating_margin": 0.2510724198839263, "net_margin": 0.19631592228110017, "roa_ttm": 0.022958419858019028, "roe_ttm": 0.08319042452665103, "debt_to_ebitda": 6.043131868131868, "net_debt_to_ebitda": 6.020741758241758, "interest_coverage": 20.05509641873278, "debt_to_equity": 1.5397053162076086, "current_ratio": 0.7146730200460072, "quick_ratio": 0.5695859349326323, "fcf_to_ebitda": -0.5561813186813187, "capex_to_revenue": 0.4594732154218094, "working_capital_to_revenue": -0.22095686474106122, "capital_efficiency": 0.053074422192335026, "financial_health": -1.3340221953509466, "margin_quality": 0.2996887879552528, "growth_momentum": 0.21869920812824006, "company_age_years": 37.99041752224504, "ebitda": 7280000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "AEP", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 12.80453169887437, "revenue_cagr_3y": -0.013795758196728847, "revenue_cagr_5y": -0.03883752953410535, "earnings_cagr_3y": -0.057884654797783264, "quarterly_revenue_growth_yoy": -0.07311658197247027, "quarterly_earnings_growth_yoy": -0.13547486033519554, "revenue_growth_qoq": 0.03841476895865576, "gross_margin": 0.28820460957044763, "operating_margin": 0.20274658008197158, "net_margin": 0.13179326129770585, "roa_ttm": 0.023718542535124287, "roe_ttm": 0.0934439691003832, "debt_to_ebitda": 5.897987621701835, "net_debt_to_ebitda": 5.616652792355858, "interest_coverage": 18.97596153846154, "debt_to_equity": 1.651989010766205, "current_ratio": 0.4540657417179335, "quick_ratio": 0.3514547779007611, "fcf_to_ebitda": -0.4094248796554345, "capex_to_revenue": 0.41602577563126675, "working_capital_to_revenue": -0.41752191716100584, "capital_efficiency": 0.058581255817753745, "financial_health": -1.2868961264388803, "margin_quality": 0.2075814836500417, "growth_momentum": -0.1042957211538329, "company_age_years": 50.24229979466119, "ebitda": 5525800000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 12.568039980497318, "revenue_cagr_3y": -0.015514400966126551, "revenue_cagr_5y": -0.010424951103216396, "earnings_cagr_3y": 0.07269116833440958, "quarterly_revenue_growth_yoy": -0.10506208213944604, "quarterly_earnings_growth_yoy": -0.06349206349206349, "revenue_growth_qoq": 0.004646175839885632, "gross_margin": 0.40590537175382424, "operating_margin": 0.16186410530060477, "net_margin": 0.10494485948061189, "roa_ttm": 0.02644085033148847, "roe_ttm": 0.1016388513005563, "debt_to_ebitda": 4.8805460750853245, "net_debt_to_ebitda": 4.82106289614822, "interest_coverage": 20.928571428571427, "debt_to_equity": 1.50503683656593, "current_ratio": 0.5108751498544272, "quick_ratio": 0.4272991950676486, "fcf_to_ebitda": -0.4507557289127255, "capex_to_revenue": 0.445396910438432, "working_capital_to_revenue": -0.25502276989016875, "capital_efficiency": 0.06403985081602238, "financial_health": -1.2739832049863755, "margin_quality": 0.224238112178347, "growth_momentum": -0.08427707281575476, "company_age_years": 34.5160848733744, "ebitda": 4102000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 13.598841991341992, "revenue_cagr_3y": 0.06094542060994068, "revenue_cagr_5y": 0.04950101836530463, "earnings_cagr_3y": 0.06452945080783246, "quarterly_revenue_growth_yoy": 0.059305280994069474, "quarterly_earnings_growth_yoy": 0.049723756906077346, "revenue_growth_qoq": 0.1180327868852459, "gross_margin": 0.3559050919754732, "operating_margin": 0.13596374300186617, "net_margin": 0.10130631831511597, "roa_ttm": 0.027852030697594204, "roe_ttm": 0.10265700483091787, "debt_to_ebitda": 5.104761904761904, "net_debt_to_ebitda": 5.085281385281386, "interest_coverage": 22.105263157894736, "debt_to_equity": 1.4991100940757691, "current_ratio": 0.7514947683109118, "quick_ratio": 0.6571375186846039, "fcf_to_ebitda": -0.15086580086580087, "capex_to_revenue": 0.3051095960706693, "working_capital_to_revenue": -0.09750018327102118, "capital_efficiency": 0.06525451776425603, "financial_health": -1.3672503153351097, "margin_quality": 0.1977250510974851, "growth_momentum": 0.05451451895007341, "company_age_years": 36.51471594798083, "ebitda": 4620000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "XEL", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 13.138944713054446, "revenue_cagr_3y": 0.09935961511683633, "revenue_cagr_5y": 0.05298362117781763, "earnings_cagr_3y": 0.11283889297710314, "quarterly_revenue_growth_yoy": 0.11603650586701435, "quarterly_earnings_growth_yoy": 0.05466237942122187, "revenue_growth_qoq": -0.08717675286590243, "gross_margin": 0.3992406542056075, "operating_margin": 0.13697429906542055, "net_margin": 0.09579439252336448, "roa_ttm": 0.027513191833707033, "roe_ttm": 0.10218521069438358, "debt_to_ebitda": 5.0876602900988015, "net_debt_to_ebitda": 5.017237754887534, "interest_coverage": 19.820833333333333, "debt_to_equity": 1.515371611045019, "current_ratio": 0.9952723535457348, "quick_ratio": 0.8626927029804727, "fcf_to_ebitda": -0.13222619297876814, "capex_to_revenue": 0.3084232335500464, "working_capital_to_revenue": -0.0016432092591269559, "capital_efficiency": 0.06484920126404531, "financial_health": -1.4472983424625483, "margin_quality": 0.2106697819314642, "growth_momentum": 0.0853494426441181, "company_age_years": 36.76386036960986, "ebitda": 4757000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 14.722402726498155, "revenue_cagr_3y": 0.06947103290996992, "revenue_cagr_5y": 0.047626618919712316, "earnings_cagr_3y": 0.10440662743282436, "quarterly_revenue_growth_yoy": 0.08051571672735379, "quarterly_earnings_growth_yoy": 0.10939031562438738, "revenue_growth_qoq": 0.32072301194423, "gross_margin": 0.36804098896186516, "operating_margin": 0.2515044186926172, "net_margin": 0.1945944087204704, "roa_ttm": 0.034794545151316886, "roe_ttm": 0.12028988078342322, "debt_to_ebitda": 4.773801634636625, "net_debt_to_ebitda": 4.763135472877024, "interest_coverage": 26.946428571428573, "debt_to_equity": 1.3418695004257735, "current_ratio": 0.7850140914103664, "quick_ratio": 0.6720377404729813, "fcf_to_ebitda": 0.17312001009814132, "capex_to_revenue": 0.25381180634500217, "working_capital_to_revenue": -0.08224829186541188, "capital_efficiency": 0.07754221296737004, "financial_health": -1.1978891528982392, "margin_quality": 0.27137993879165095, "growth_momentum": 0.09495301617587058, "company_age_years": 37.426420260095824, "ebitda": 3168900000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 14.708589979709693, "revenue_cagr_3y": 0.10196166988018485, "revenue_cagr_5y": 0.054563722441265394, "earnings_cagr_3y": 0.06846283927193264, "quarterly_revenue_growth_yoy": 0.26947858250805395, "quarterly_earnings_growth_yoy": 0.041666666666666664, "revenue_growth_qoq": -0.2682851346239813, "gross_margin": 0.34959349593495936, "operating_margin": 0.19183232294750693, "net_margin": 0.13510973260021616, "roa_ttm": 0.034529162700626906, "roe_ttm": 0.12080204928893207, "debt_to_ebitda": 4.784423287029811, "net_debt_to_ebitda": 4.774964882160138, "interest_coverage": 26.74040066777963, "debt_to_equity": 1.3538468333186113, "current_ratio": 0.6921525485881922, "quick_ratio": 0.5422756561370423, "fcf_to_ebitda": 0.09289839238333074, "capex_to_revenue": 0.25282712256800677, "working_capital_to_revenue": -0.13081563599127377, "capital_efficiency": 0.07766560599477948, "financial_health": -1.1937761039222834, "margin_quality": 0.2255118504942275, "growth_momentum": 0.15557262458736032, "company_age_years": 37.67556468172484, "ebitda": 3203500000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 13.688228287231757, "revenue_cagr_3y": 0.07596538947730025, "revenue_cagr_5y": 0.0385932182685329, "earnings_cagr_3y": 0.08829061697232388, "quarterly_revenue_growth_yoy": 0.14686515888920698, "quarterly_earnings_growth_yoy": 0.041379310344827586, "revenue_growth_qoq": -0.058696367310493915, "gross_margin": 0.37124313529705444, "operating_margin": 0.2017973040439341, "net_margin": 0.1507738392411383, "roa_ttm": 0.033846078359215916, "roe_ttm": 0.12116740881265425, "debt_to_ebitda": 5.015626439075308, "net_debt_to_ebitda": 5.006876861204065, "interest_coverage": 25.547450980392156, "debt_to_equity": 1.434879983137038, "current_ratio": 0.8223283971866931, "quick_ratio": 0.5479419532896104, "fcf_to_ebitda": -0.07371135603106868, "capex_to_revenue": 0.25166379898061875, "working_capital_to_revenue": -0.06478806176887533, "capital_efficiency": 0.07750674358593508, "financial_health": -1.3088766811754176, "margin_quality": 0.24127142619404227, "growth_momentum": 0.09412223461701728, "company_age_years": 37.927446954141, "ebitda": 3257300000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 13.560629874559702, "revenue_cagr_3y": 0.12843865221395823, "revenue_cagr_5y": 0.10520461441836715, "earnings_cagr_3y": 0.12835308691599057, "quarterly_revenue_growth_yoy": 0.22841703705800753, "quarterly_earnings_growth_yoy": 0.21112789265396306, "revenue_growth_qoq": 0.3986434651994108, "gross_margin": 0.46356591603746133, "operating_margin": 0.19101002215302004, "net_margin": 0.12774600943159786, "roa_ttm": 0.02633094600613133, "roe_ttm": 0.08747436254312788, "debt_to_ebitda": 5.448207135211664, "net_debt_to_ebitda": 5.435900313007731, "interest_coverage": 24.48356553231753, "debt_to_equity": 1.3777726703193232, "current_ratio": 0.6201555743487817, "quick_ratio": 0.5689100529893995, "fcf_to_ebitda": -0.3538306666552949, "capex_to_revenue": 0.30850371535089016, "working_capital_to_revenue": -0.20192030736761907, "capital_efficiency": 0.0569026542746296, "financial_health": -1.2063716847323365, "margin_quality": 0.2607739825406931, "growth_momentum": 0.21977246485598528, "company_age_years": 37.58521560574949, "ebitda": 3751984000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 12.916337398329398, "revenue_cagr_3y": 0.1093316376628779, "revenue_cagr_5y": 0.07853610219361995, "earnings_cagr_3y": 1.101360465284107, "quarterly_revenue_growth_yoy": 0.2120588653772041, "quarterly_earnings_growth_yoy": 0.10336458490851354, "revenue_growth_qoq": -0.25888468618475446, "gross_margin": 0.4586438605308708, "operating_margin": 0.17708222795174297, "net_margin": 0.11344839796924638, "roa_ttm": 0.026547913063964753, "roe_ttm": 0.08800910394120028, "debt_to_ebitda": 5.399566928414831, "net_debt_to_ebitda": 5.391968369002919, "interest_coverage": 24.28370916359548, "debt_to_equity": 1.3940986430757614, "current_ratio": 0.7670481123893774, "quick_ratio": 0.7054548185736801, "fcf_to_ebitda": -0.33541800693953744, "capex_to_revenue": 0.30043864319688013, "working_capital_to_revenue": -0.0903337034049685, "capital_efficiency": 0.057278508502582516, "financial_health": -1.300031863138257, "margin_quality": 0.24972482881728672, "growth_momentum": 0.1577117251428588, "company_age_years": 37.83436002737851, "ebitda": 3887579000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 15.304045881126173, "revenue_cagr_3y": 0.09209323891791121, "revenue_cagr_5y": 0.07180179464104186, "earnings_cagr_3y": -0.00585297686985109, "quarterly_revenue_growth_yoy": 0.27813459927394585, "quarterly_earnings_growth_yoy": -0.007556675062972292, "revenue_growth_qoq": -0.015063481816225521, "gross_margin": 0.22700458815818222, "operating_margin": 0.12191391741315272, "net_margin": 0.08608258684727987, "roa_ttm": 0.022398414271555995, "roe_ttm": 0.10199706645605326, "debt_to_ebitda": 6.441084462982273, "net_debt_to_ebitda": 6.3889468196037535, "interest_coverage": 18.681818181818183, "debt_to_equity": 2.0908270337357555, "current_ratio": 0.6355633802816901, "quick_ratio": 0.507218309859155, "fcf_to_ebitda": -0.3646159193604449, "capex_to_revenue": 0.24229323308270675, "working_capital_to_revenue": -0.12969924812030076, "capital_efficiency": 0.06219774036380463, "financial_health": -1.7596818467930564, "margin_quality": 0.1450003641395383, "growth_momentum": 0.13528896210548677, "company_age_years": 52.24093086926762, "ebitda": 2877000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 13.02678405931418, "revenue_cagr_3y": 0.18962170981861481, "revenue_cagr_5y": 0.10104599981539941, "earnings_cagr_3y": 0.06653086263055719, "quarterly_revenue_growth_yoy": 0.4134589502018843, "quarterly_earnings_growth_yoy": 14.48, "revenue_growth_qoq": 0.06640942323314379, "gross_margin": 0.19539135402780422, "operating_margin": 0.10378975433250809, "net_margin": 0.07370024757189107, "roa_ttm": 0.026791247556847975, "roe_ttm": 0.12516703786191538, "debt_to_ebitda": 6.13963546493667, "net_debt_to_ebitda": 6.1316033364226135, "interest_coverage": 18.92982456140351, "debt_to_equity": 2.213140311804009, "current_ratio": 0.7885107939992682, "quick_ratio": 0.5967800951335529, "fcf_to_ebitda": -0.42075996292863765, "capex_to_revenue": 0.1788236507036445, "working_capital_to_revenue": -0.059590700551574824, "capital_efficiency": 0.07597914270938168, "financial_health": -1.9416965319849198, "margin_quality": 0.12429378531073447, "growth_momentum": 7.446729475100942, "company_age_years": 52.7419575633128, "ebitda": 3237000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 12.566611615174033, "revenue_cagr_3y": 0.033524684489501855, "revenue_cagr_5y": 0.029531428635380275, "earnings_cagr_3y": -0.2844853237193601, "quarterly_revenue_growth_yoy": 0.4113756613756614, "quarterly_earnings_growth_yoy": -0.15942028985507245, "revenue_growth_qoq": 0.25825471698113206, "gross_margin": 0.3528584817244611, "operating_margin": 0.15979381443298968, "net_margin": 0.08153701968134958, "roa_ttm": 0.018727593771737387, "roe_ttm": 0.05042864346949067, "debt_to_ebitda": 5.377786468517794, "net_debt_to_ebitda": 5.259288228392648, "interest_coverage": 18.801470588235293, "debt_to_equity": 0.9906346804985232, "current_ratio": 0.8205128205128205, "quick_ratio": 0.6932126696832579, "fcf_to_ebitda": -0.08799374266718811, "capex_to_revenue": 0.28575454417359447, "working_capital_to_revenue": -0.08383824151049739, "capital_efficiency": 0.03457811862061403, "financial_health": -0.9267686362724914, "margin_quality": 0.1980631052796001, "growth_momentum": 0.12597768576029447, "company_age_years": 37.478439425051334, "ebitda": 2557000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 12.667855644146034, "revenue_cagr_3y": 0.0063384524583198765, "revenue_cagr_5y": -0.024580272154439475, "earnings_cagr_3y": 0.06885238930518556, "quarterly_revenue_growth_yoy": -0.0947061680427392, "quarterly_earnings_growth_yoy": 0.14084507042253522, "revenue_growth_qoq": 0.038440111420612814, "gross_margin": 0.4281115879828326, "operating_margin": 0.19742489270386265, "net_margin": 0.1303648068669528, "roa_ttm": 0.025868036579589755, "roe_ttm": 0.1369334619093539, "debt_to_ebitda": 5.9865715484683175, "net_debt_to_ebitda": 5.636592530423836, "interest_coverage": 17.394160583941606, "debt_to_equity": 2.7513982642237225, "current_ratio": 0.9581632653061225, "quick_ratio": 0.8105442176870749, "fcf_to_ebitda": -0.3239613932018464, "capex_to_revenue": 0.3227067669172932, "working_capital_to_revenue": -0.01849624060150376, "capital_efficiency": 0.08140074924447183, "financial_health": -2.3890934325992492, "margin_quality": 0.25196709585121596, "growth_momentum": 0.023069451189898012, "company_age_years": 35.24709103353867, "ebitda": 2383000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 12.947929354445797, "revenue_cagr_3y": 0.09937146549535525, "revenue_cagr_5y": 0.0579047537156836, "earnings_cagr_3y": 0.16750725756374818, "quarterly_revenue_growth_yoy": 0.23234916559691912, "quarterly_earnings_growth_yoy": -0.1590909090909091, "revenue_growth_qoq": -0.19123841617523168, "gross_margin": 0.296875, "operating_margin": 0.12447916666666667, "net_margin": 0.07708333333333334, "roa_ttm": 0.045764462809917354, "roe_ttm": 0.1932247746437918, "debt_to_ebitda": 5.028826634185952, "net_debt_to_ebitda": 4.997563946406821, "interest_coverage": 19.547619047619047, "debt_to_equity": 1.8008141901715615, "current_ratio": 1.0016743407283382, "quick_ratio": 0.6479698618668899, "fcf_to_ebitda": -0.31465692245229393, "capex_to_revenue": 0.28390461997019373, "working_capital_to_revenue": 0.0004967709885742673, "capital_efficiency": 0.11949461872685459, "financial_health": -1.6936264726356323, "margin_quality": 0.16614583333333335, "growth_momentum": 0.03662912825300502, "company_age_years": 37.49486652977413, "ebitda": 2463000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "CMS", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 12.342704545454545, "revenue_cagr_3y": 0.09395722152010744, "revenue_cagr_5y": 0.05797229303733409, "earnings_cagr_3y": -0.07280474678670501, "quarterly_revenue_growth_yoy": 0.17333333333333334, "quarterly_earnings_growth_yoy": -0.12698412698412698, "revenue_growth_qoq": 0.05416666666666667, "gross_margin": 0.29051383399209485, "operating_margin": 0.1274703557312253, "net_margin": 0.08152173913043478, "roa_ttm": 0.042967206637692615, "roe_ttm": 0.18877477216837843, "debt_to_ebitda": 5.5539772727272725, "net_debt_to_ebitda": 5.485795454545454, "interest_coverage": 18.953846153846154, "debt_to_equity": 1.9796036453059453, "current_ratio": 1.2162379421221865, "quick_ratio": 0.6921221864951769, "fcf_to_ebitda": -0.5556006493506493, "capex_to_revenue": 0.2840378397796671, "working_capital_to_revenue": 0.06442342234462939, "capital_efficiency": 0.11587098940303553, "financial_health": -1.8294172369660904, "margin_quality": 0.166501976284585, "growth_momentum": 0.02317460317460318, "company_age_years": 37.74674880219028, "ebitda": 2464000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 14.732354556803996, "revenue_cagr_3y": 0.026570315584154347, "revenue_cagr_5y": 0.045761978487685484, "earnings_cagr_3y": 0.14560995046382907, "quarterly_revenue_growth_yoy": 0.1853496115427303, "quarterly_earnings_growth_yoy": 0.10344827586206896, "revenue_growth_qoq": 0.15210355987055016, "gross_margin": 0.41292134831460675, "operating_margin": 0.23220973782771537, "net_margin": 0.1797752808988764, "roa_ttm": 0.03673231063219916, "roe_ttm": 0.11387197630409741, "debt_to_ebitda": 4.98876404494382, "net_debt_to_ebitda": 4.9469413233458175, "interest_coverage": 21.64864864864865, "debt_to_equity": 1.3151225933848938, "current_ratio": 0.717948717948718, "quick_ratio": 0.5963182117028271, "fcf_to_ebitda": -0.3620474406991261, "capex_to_revenue": 0.3305526590198123, "working_capital_to_revenue": -0.11183524504692388, "capital_efficiency": 0.07530214346814829, "financial_health": -1.2113522200011473, "margin_quality": 0.27496878901373284, "growth_momentum": 0.14439894370239964, "company_age_years": 34.234086242299796, "ebitda": 1602000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 13.85842709599028, "revenue_cagr_3y": 0.06069752576750265, "revenue_cagr_5y": 0.04264387396029479, "earnings_cagr_3y": 0.17867109005423965, "quarterly_revenue_growth_yoy": 0.15422276621787026, "quarterly_earnings_growth_yoy": 0.08904109589041095, "revenue_growth_qoq": -0.11704119850187265, "gross_margin": 0.42948038176033937, "operating_margin": 0.22481442205726404, "net_margin": 0.16861081654294804, "roa_ttm": 0.036357072868856685, "roe_ttm": 0.11487697572103633, "debt_to_ebitda": 4.928918590522478, "net_debt_to_ebitda": 4.917375455650061, "interest_coverage": 21.102564102564102, "debt_to_equity": 1.3219814241486068, "current_ratio": 0.5746924428822495, "quick_ratio": 0.46924428822495606, "fcf_to_ebitda": -0.382138517618469, "capex_to_revenue": 0.32912670368500757, "working_capital_to_revenue": -0.24432104997476023, "capital_efficiency": 0.07561702429494652, "financial_health": -1.136546642729144, "margin_quality": 0.27430187345351714, "growth_momentum": 0.12163193105414061, "company_age_years": 34.483230663928815, "ebitda": 1646000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "LNT", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 12.939680455635491, "revenue_cagr_3y": 0.04654437193942651, "revenue_cagr_5y": 0.04589308569751238, "earnings_cagr_3y": 0.00147275617811915, "quarterly_revenue_growth_yoy": 0.1083984375, "quarterly_earnings_growth_yoy": -0.12355212355212356, "revenue_growth_qoq": 0.20360551431601273, "gross_margin": 0.4458149779735683, "operating_margin": 0.27224669603524226, "net_margin": 0.2, "roa_ttm": 0.033308586983419944, "roe_ttm": 0.10742218675179568, "debt_to_ebitda": 5.1624700239808154, "net_debt_to_ebitda": 4.956235011990407, "interest_coverage": 20.096385542168676, "debt_to_equity": 1.374461292897047, "current_ratio": 0.699009083402147, "quick_ratio": 0.5755573905862923, "fcf_to_ebitda": -0.4130695443645084, "capex_to_revenue": 0.3140191505033145, "working_capital_to_revenue": -0.1789835502086914, "capital_efficiency": 0.07036538686760782, "financial_health": -1.191274591068049, "margin_quality": 0.30602055800293687, "growth_momentum": -0.0075768430260617775, "company_age_years": 34.73511293634497, "ebitda": 1668000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "NI", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 13.829798219158409, "revenue_cagr_3y": 0.0014366938363823412, "revenue_cagr_5y": -0.05670726269171045, "earnings_cagr_3y": -0.2900832342418881, "quarterly_revenue_growth_yoy": -0.14135201625842336, "quarterly_earnings_growth_yoy": -0.6546368204659662, "revenue_growth_qoq": 0.1490838820498139, "gross_margin": 0.43506695733416384, "operating_margin": 0.09230769230769231, "net_margin": 0.04708813453752725, "roa_ttm": 0.010614047900428015, "roe_ttm": 0.04176681645591668, "debt_to_ebitda": 7.089042079563407, "net_debt_to_ebitda": 6.942697113313227, "interest_coverage": 14.990312163616792, "debt_to_equity": 1.7194760859720626, "current_ratio": 0.775001201403239, "quick_ratio": 0.7139699168628959, "fcf_to_ebitda": -0.24895878213413758, "capex_to_revenue": 0.38441936658172554, "working_capital_to_revenue": -0.1893783116935647, "capital_efficiency": 0.026190432178172345, "financial_health": -1.3526507564995986, "margin_quality": 0.19148759472646112, "growth_momentum": -0.39799441836219474, "company_age_years": 35.44695414099932, "ebitda": 1392600000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 8.5047656929881, "revenue_cagr_3y": 0.11896736144134468, "revenue_cagr_5y": 0.08732675708882653, "earnings_cagr_3y": 0.18642099586857985, "quarterly_revenue_growth_yoy": 0.08627678054429647, "quarterly_earnings_growth_yoy": 1.150214592274678, "revenue_growth_qoq": -0.09240445089501693, "gross_margin": 0.3702914001421464, "operating_margin": 0.14108031272210378, "net_margin": 0.08901918976545842, "roa_ttm": 0.007918562226926716, "roe_ttm": 0.03589073537217753, "debt_to_ebitda": 1.0545191379864909, "net_debt_to_ebitda": 0.7119652621421679, "interest_coverage": 13.941704035874439, "debt_to_equity": 0.2677310032256747, "current_ratio": 0.7409151096071797, "quick_ratio": 0.5476680888627335, "fcf_to_ebitda": -0.1653264715342554, "capex_to_revenue": 0.3223187147199305, "working_capital_to_revenue": -0.15293095961788972, "capital_efficiency": 0.021904648799552125, "financial_health": 0.00996044522098041, "margin_quality": 0.20013030087656955, "growth_momentum": 0.6182456864094873, "company_age_years": 36.0, "ebitda": 6218000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 6.183679685465044, "revenue_cagr_3y": 0.14364381529489445, "revenue_cagr_5y": 0.0632790581685212, "earnings_cagr_3y": -0.017126664940749436, "quarterly_revenue_growth_yoy": -0.051705756929637525, "quarterly_earnings_growth_yoy": -0.437125748502994, "revenue_growth_qoq": -0.13346322454943985, "gross_margin": 0.323590031853101, "operating_margin": 0.1083005433764287, "net_margin": 0.05283867341202923, "roa_ttm": 0.019176488701096533, "roe_ttm": 0.08962980730790757, "debt_to_ebitda": 0.7766310357537781, "net_debt_to_ebitda": 0.6051111930212557, "interest_coverage": 17.848684210526315, "debt_to_equity": 0.2526984888462461, "current_ratio": 0.6707965840683187, "quick_ratio": 0.503219935601288, "fcf_to_ebitda": -0.1297456690011058, "capex_to_revenue": 0.34054054054054056, "working_capital_to_revenue": -0.20017024898914662, "capital_efficiency": 0.05440314800450205, "financial_health": 0.0036250572286734995, "margin_quality": 0.16157641621385296, "growth_momentum": -0.24441575271631577, "company_age_years": 36.99931553730322, "ebitda": 8139000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 9.217367817190937, "revenue_cagr_3y": 0.10676585392694182, "revenue_cagr_5y": 0.031081786555595015, "earnings_cagr_3y": 0.6103495762398758, "quarterly_revenue_growth_yoy": -0.15065913370998116, "quarterly_earnings_growth_yoy": 1.21656050955414, "revenue_growth_qoq": 0.014052838673412029, "gross_margin": 0.42017738359201773, "operating_margin": 0.6820029563932003, "net_margin": 0.3858093126385809, "roa_ttm": 0.029694292525592483, "roe_ttm": 0.12675845555222987, "debt_to_ebitda": 4.210918825891577, "net_debt_to_ebitda": 4.080791662682857, "interest_coverage": 24.323255813953487, "debt_to_equity": 1.6477850942831487, "current_ratio": 0.8780118963605202, "quick_ratio": 0.6670027220485936, "fcf_to_ebitda": -0.1642604455492877, "capex_to_revenue": 0.3504770357222099, "working_capital_to_revenue": -0.05369425338362547, "capital_efficiency": 0.07822637403891117, "financial_health": -1.4939828523760097, "margin_quality": 0.4959965508745996, "growth_momentum": 0.5329506879220794, "company_age_years": 37.24572210814511, "ebitda": 10459000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 8.613771211208924, "revenue_cagr_3y": 0.04565267528271999, "revenue_cagr_5y": 0.02677852234298017, "earnings_cagr_3y": 0.12411550321190101, "quarterly_revenue_growth_yoy": -0.0940110183046028, "quarterly_earnings_growth_yoy": 7.013333333333334, "revenue_growth_qoq": -0.058019216555801924, "gross_margin": 0.468418987838368, "operating_margin": 0.2632404864652805, "net_margin": 0.17693213024715576, "roa_ttm": 0.038653399148580535, "roe_ttm": 0.16330133509875316, "debt_to_ebitda": 3.8143286143286144, "net_debt_to_ebitda": 3.695667095667096, "interest_coverage": 27.167832167832167, "debt_to_equity": 1.6350730074662547, "current_ratio": 0.7593417583416674, "quick_ratio": 0.5645058641694699, "fcf_to_ebitda": -0.12501072501072502, "capex_to_revenue": 0.3479505589384713, "working_capital_to_revenue": -0.12028537671544125, "capital_efficiency": 0.10097736712366685, "financial_health": -1.4474472811635668, "margin_quality": 0.3028638681836014, "growth_momentum": 3.459661157514365, "company_age_years": 37.49486652977413, "ebitda": 11655000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 9.444995649147232, "revenue_cagr_3y": -0.01452454292833405, "revenue_cagr_5y": 0.02344816889083101, "earnings_cagr_3y": 0.047028966897414426, "quarterly_revenue_growth_yoy": -0.026627699301834715, "quarterly_earnings_growth_yoy": 0.13013698630136986, "revenue_growth_qoq": 0.1759513534719498, "gross_margin": 0.530442035029191, "operating_margin": 0.3357798165137615, "net_margin": 0.22018348623853212, "roa_ttm": 0.039050607614528325, "roe_ttm": 0.16515609264853978, "debt_to_ebitda": 4.018621649843369, "net_debt_to_ebitda": 3.763574660633484, "interest_coverage": 26.47926267281106, "debt_to_equity": 1.6609840310746655, "current_ratio": 0.9414277577368521, "quick_ratio": 0.7208088095690146, "fcf_to_ebitda": -0.12034458753915768, "capex_to_revenue": 0.3490980679424961, "working_capital_to_revenue": -0.028248328907609192, "capital_efficiency": 0.10210335013153406, "financial_health": -1.489173313893738, "margin_quality": 0.3621351125938282, "growth_momentum": 0.05175464349976757, "company_age_years": 37.74674880219028, "ebitda": 11492000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "SO", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 6.0707356995175745, "revenue_cagr_3y": -0.0174819899606643, "revenue_cagr_5y": 0.041134083304494196, "earnings_cagr_3y": 0.24070356461912978, "quarterly_revenue_growth_yoy": -0.07925801011804384, "quarterly_earnings_growth_yoy": 0.5780141843971631, "revenue_growth_qoq": -0.18031693077564637, "gross_margin": 0.3547008547008547, "operating_margin": 0.14041514041514042, "net_margin": 0.09055759055759056, "roa_ttm": 0.040058972198820555, "roe_ttm": 0.17106777953662397, "debt_to_ebitda": 0.46243969676085456, "net_debt_to_ebitda": 0.29229841488628533, "interest_coverage": 26.262443438914026, "debt_to_equity": 0.19312131241905311, "current_ratio": 0.7824804718635422, "quick_ratio": 0.592140921409214, "fcf_to_ebitda": -0.15282563749138525, "capex_to_revenue": 0.35272421681684485, "working_capital_to_revenue": -0.1274102432419814, "capital_efficiency": 0.10556337586772227, "financial_health": 0.01322082671644402, "margin_quality": 0.1952245285578619, "growth_momentum": 0.24937808713955964, "company_age_years": 37.998631074606436, "ebitda": 11608000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 5.392724667545226, "revenue_cagr_3y": 0.021698484164781373, "revenue_cagr_5y": 0.08321401662776196, "earnings_cagr_3y": -0.06497714509227304, "quarterly_revenue_growth_yoy": -0.07622329427980704, "quarterly_earnings_growth_yoy": 16.166666666666668, "revenue_growth_qoq": -0.0944466963923794, "gross_margin": 0.24231572664876155, "operating_margin": 0.10564010743061773, "net_margin": 0.046105640107430616, "roa_ttm": 0.023788056697139983, "roe_ttm": 0.0879696041561664, "debt_to_ebitda": 3.0763148436564034, "net_debt_to_ebitda": 2.2973523421588595, "interest_coverage": 26.414556962025316, "debt_to_equity": 0.995541425968286, "current_ratio": 1.6817284492213205, "quick_ratio": 1.5099802588286906, "fcf_to_ebitda": -0.000958428177788427, "capex_to_revenue": 0.258905830814684, "working_capital_to_revenue": 0.2110911128468095, "capital_efficiency": 0.055878830426653196, "financial_health": -0.8485550223128032, "margin_quality": 0.13135382472893664, "growth_momentum": 8.04522168619343, "company_age_years": 35.99452429842574, "ebitda": 8347000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 8.829052003678886, "revenue_cagr_3y": 0.04011090561019115, "revenue_cagr_5y": 0.08540011047824936, "earnings_cagr_3y": -0.1832200648020489, "quarterly_revenue_growth_yoy": 0.06079214000614062, "quarterly_earnings_growth_yoy": -0.5815047021943573, "revenue_growth_qoq": -0.08754786742374224, "gross_margin": 0.28234442836468887, "operating_margin": 0.09363241678726483, "net_margin": 0.038639652677279306, "roa_ttm": 0.012218695135576087, "roe_ttm": 0.05350209659885075, "debt_to_ebitda": 4.622914203127053, "net_debt_to_ebitda": 4.406516883458153, "interest_coverage": 20.242021276595743, "debt_to_equity": 1.3660894548842988, "current_ratio": 0.9664536741214057, "quick_ratio": 0.8403396670590213, "fcf_to_ebitda": -0.0570227302588359, "capex_to_revenue": 0.3022108724550479, "working_capital_to_revenue": -0.013957881480444974, "capital_efficiency": 0.03286039586721342, "financial_health": -1.210003946252582, "margin_quality": 0.13820549927641101, "growth_momentum": -0.26035628109410835, "company_age_years": 36.492813141683776, "ebitda": 7611000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 7.413408074176457, "revenue_cagr_3y": 0.11454433251822849, "revenue_cagr_5y": 0.11197393873400863, "earnings_cagr_3y": -0.12760485621033457, "quarterly_revenue_growth_yoy": 0.21632211863261722, "quarterly_earnings_growth_yoy": -0.22098569157392686, "revenue_growth_qoq": 0.30274963820549927, "gross_margin": 0.3232614974450122, "operating_margin": 0.14074650077760498, "net_margin": 0.05443234836702955, "roa_ttm": 0.01081765399222945, "roe_ttm": 0.04760441080416491, "debt_to_ebitda": 4.078438147892191, "net_debt_to_ebitda": 3.859940105966367, "interest_coverage": 16.825581395348838, "debt_to_equity": 1.3604718177277442, "current_ratio": 1.0041125185063333, "quick_ratio": 0.8756374403684817, "fcf_to_ebitda": 0.08926514627965906, "capex_to_revenue": 0.28273760227912675, "working_capital_to_revenue": 0.0016563421340312055, "capital_efficiency": 0.029211032398197178, "financial_health": -1.2256089682610105, "margin_quality": 0.1728134488632156, "growth_momentum": -0.002331786470654823, "company_age_years": 36.74469541409993, "ebitda": 8682000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 7.494893714285714, "revenue_cagr_3y": 0.08443751592619209, "revenue_cagr_5y": 0.14560200996243444, "earnings_cagr_3y": -0.25582514845358495, "quarterly_revenue_growth_yoy": 0.17502238137869292, "quarterly_earnings_growth_yoy": -0.33980582524271846, "revenue_growth_qoq": -0.12519440124416797, "gross_margin": 0.2953650793650794, "operating_margin": 0.09053968253968254, "net_margin": 0.025904761904761906, "roa_ttm": 0.009869108125043515, "roe_ttm": 0.043890544567867784, "debt_to_ebitda": 3.9464835164835166, "net_debt_to_ebitda": 3.8767032967032966, "interest_coverage": 25.56179775280899, "debt_to_equity": 1.3899833572009135, "current_ratio": 0.92234524782641, "quick_ratio": 0.800624210448094, "fcf_to_ebitda": -0.00978021978021978, "capex_to_revenue": 0.2722895408163265, "working_capital_to_revenue": -0.033322704081632654, "capital_efficiency": 0.02687982634645565, "financial_health": -1.2413676368069013, "margin_quality": 0.1372698412698413, "growth_momentum": -0.08239172193201277, "company_age_years": 36.99657768651608, "ebitda": 9100000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2017-03-31", "company_multiple": 6.769141648020235, "revenue_cagr_3y": 0.06561156617188635, "revenue_cagr_5y": 0.13321056047222002, "earnings_cagr_3y": 1.2277178792668924, "quarterly_revenue_growth_yoy": 0.15634490954707514, "quarterly_earnings_growth_yoy": 4.7514450867052025, "revenue_growth_qoq": 0.112, "gross_margin": 0.2738380723992235, "operating_margin": 0.14936622130866736, "net_margin": 0.11362338700468197, "roa_ttm": 0.016708237947176, "roe_ttm": 0.07372785525819826, "debt_to_ebitda": 3.573985796283685, "net_debt_to_ebitda": 3.5147387878198266, "interest_coverage": 27.55764075067024, "debt_to_equity": 1.3847342630983792, "current_ratio": 0.8446353120454388, "quick_ratio": 0.7365103553369814, "fcf_to_ebitda": -0.028407432629633234, "capex_to_revenue": 0.26010939036381514, "working_capital_to_revenue": -0.06892207472959685, "capital_efficiency": 0.045218046602687134, "financial_health": -1.164944898632759, "margin_quality": 0.17894256023752428, "growth_momentum": 2.4538949981261386, "company_age_years": 37.242984257357975, "ebitda": 10279000000.0, "spy_multiple": 15.0, "sector_multiple": 10.779340323626252, "sector_premium_over_spy": -0.28137731175824987}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 6.926029389888431, "revenue_cagr_3y": 0.08163397127804894, "revenue_cagr_5y": 0.050662950207813084, "earnings_cagr_3y": -0.4648529184421105, "quarterly_revenue_growth_yoy": 0.10318379160636758, "quarterly_earnings_growth_yoy": -0.700374531835206, "revenue_growth_qoq": -0.12949640287769784, "gross_margin": 0.20543093270365997, "operating_margin": 0.03935458480913026, "net_margin": 0.010494555949101404, "roa_ttm": 0.015106230359338708, "roe_ttm": 0.06421985043200465, "debt_to_ebitda": 3.5873957181626293, "net_debt_to_ebitda": 3.5335209568800883, "interest_coverage": 22.818807339449542, "debt_to_equity": 1.2956872141145719, "current_ratio": 0.8759040458288578, "quick_ratio": 0.7612602935911207, "fcf_to_ebitda": -0.11247361543873756, "capex_to_revenue": 0.23781459542351985, "working_capital_to_revenue": -0.05210933036653938, "capital_efficiency": 0.03966304039567168, "financial_health": -1.0959456339025526, "margin_quality": 0.08509335782063054, "growth_momentum": -0.2985953701144192, "company_age_years": 37.492128678986994, "ebitda": 9949000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2017-09-30", "company_multiple": 7.02497690244387, "revenue_cagr_3y": 0.08255203363801233, "revenue_cagr_5y": 0.059602728465792953, "earnings_cagr_3y": -0.060292583656720966, "quarterly_revenue_growth_yoy": -0.025883137080648745, "quarterly_earnings_growth_yoy": 0.6816326530612244, "revenue_growth_qoq": 0.1503345139708776, "gross_margin": 0.33378948568821987, "operating_margin": 0.1709430949937279, "net_margin": 0.09396738510662561, "roa_ttm": 0.01775087994732977, "roe_ttm": 0.07483985765124555, "debt_to_ebitda": 3.5341744486389826, "net_debt_to_ebitda": 3.414663222729982, "interest_coverage": 26.077720207253886, "debt_to_equity": 1.2660142348754448, "current_ratio": 1.026542960871319, "quick_ratio": 0.8919725695845099, "fcf_to_ebitda": -0.09755612954500298, "capex_to_revenue": 0.23440528100775193, "working_capital_to_revenue": 0.009962451550387597, "capital_efficiency": 0.04629536879928766, "financial_health": -1.117995253839989, "margin_quality": 0.1995666552628578, "growth_momentum": 0.32787475799028787, "company_age_years": 37.74401095140315, "ebitda": 10066000000.0, "spy_multiple": 15.0, "sector_multiple": 11.06040446030164, "sector_premium_over_spy": -0.26263970264655734}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 6.70320670442938, "revenue_cagr_3y": 0.04926730685203573, "revenue_cagr_5y": 0.05928283007719326, "earnings_cagr_3y": 3.7018318563898873, "quarterly_revenue_growth_yoy": 0.06425396825396826, "quarterly_earnings_growth_yoy": 8.17156862745098, "revenue_growth_qoq": -0.04424677842399361, "gross_margin": 0.2956687746092352, "operating_margin": 0.1503400548860518, "net_margin": 0.2232430497553991, "roa_ttm": 0.032285689817590134, "roe_ttm": 0.12610382659887612, "debt_to_ebitda": 3.267991456959792, "net_debt_to_ebitda": 3.1653821153310426, "interest_coverage": 29.504109589041096, "debt_to_equity": 1.177180893765052, "current_ratio": 1.0959436932765327, "quick_ratio": 0.9430450083348768, "fcf_to_ebitda": -0.009657349800352865, "capex_to_revenue": 0.22618550551744707, "working_capital_to_revenue": 0.030897703549060542, "capital_efficiency": 0.07919475820823313, "financial_health": -1.0668013361795756, "margin_quality": 0.22308395975022868, "growth_momentum": 4.117911297852475, "company_age_years": 37.9958932238193, "ebitda": 10769000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 6.923660396039604, "revenue_cagr_3y": 0.03157110728972912, "revenue_cagr_5y": 0.09769670200913083, "earnings_cagr_3y": -0.05490773120603187, "quarterly_revenue_growth_yoy": 0.10688591983556012, "quarterly_earnings_growth_yoy": -0.4120603015075377, "revenue_growth_qoq": 0.15654456508769837, "gross_margin": 0.2663777984112246, "operating_margin": 0.11358712472918601, "net_margin": 0.060352831940575676, "roa_ttm": 0.02871353125160232, "roe_ttm": 0.11114418973900962, "debt_to_ebitda": 3.4046077684691545, "net_debt_to_ebitda": 3.3296839299314547, "interest_coverage": 28.31266846361186, "debt_to_equity": 1.1829578909066851, "current_ratio": 1.1359204176105584, "quick_ratio": 0.9910371318822023, "fcf_to_ebitda": 0.04103198781416603, "capex_to_revenue": 0.21325364126965704, "working_capital_to_revenue": 0.0400394591771601, "capital_efficiency": 0.06992886049530597, "financial_health": -1.0817267899604466, "margin_quality": 0.14677258502699544, "growth_momentum": -0.1525871908359888, "company_age_years": 38.24229979466119, "ebitda": 10504000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 6.803293336310853, "revenue_cagr_3y": 0.07427677156659618, "revenue_cagr_5y": 0.0563101248674891, "earnings_cagr_3y": -0.05465711006758189, "quarterly_revenue_growth_yoy": 0.0594254230617867, "quarterly_earnings_growth_yoy": 5.7375, "revenue_growth_qoq": -0.16682141751779636, "gross_margin": 0.3038632986627043, "operating_margin": 0.11664190193164933, "net_margin": 0.06674096087171867, "roa_ttm": 0.032571706368497814, "roe_ttm": 0.12515156480419465, "debt_to_ebitda": 3.1790084859312193, "net_debt_to_ebitda": 3.1170165252344795, "interest_coverage": 30.013404825737265, "debt_to_equity": 1.166278879239718, "current_ratio": 1.1935383336796177, "quick_ratio": 1.0283606897984625, "fcf_to_ebitda": 0.08083966056275123, "capex_to_revenue": 0.21610011741458804, "working_capital_to_revenue": 0.053352043300209054, "capital_efficiency": 0.07886163558634623, "financial_health": -1.0813823001881742, "margin_quality": 0.16241538715535742, "growth_momentum": 2.898462711530893, "company_age_years": 38.49144421629021, "ebitda": 11195000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 6.981596303412938, "revenue_cagr_3y": 0.08307536390741466, "revenue_cagr_5y": 0.07657401758230242, "earnings_cagr_3y": 0.05232796029545206, "quarterly_revenue_growth_yoy": 0.07230014824951533, "quarterly_earnings_growth_yoy": -0.1104368932038835, "revenue_growth_qoq": 0.1643140168400198, "gross_margin": 0.28980112729979796, "operating_margin": 0.12187599702222694, "net_margin": 0.07795384451770712, "roa_ttm": 0.03120056910909319, "roe_ttm": 0.120180528691167, "debt_to_ebitda": 3.3053344313294906, "net_debt_to_ebitda": 3.1298380455668404, "interest_coverage": 27.80916030534351, "debt_to_equity": 1.1645390070921986, "current_ratio": 1.328698224852071, "quick_ratio": 1.1644970414201183, "fcf_to_ebitda": 0.0871991948028182, "capex_to_revenue": 0.21165583776333924, "working_capital_to_revenue": 0.09374736309172221, "capital_efficiency": 0.07569054890013009, "financial_health": -1.0967459705845366, "margin_quality": 0.16321032294657734, "growth_momentum": -0.019068372477184084, "company_age_years": 38.743326488706366, "ebitda": 10929000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2018-12-31", "company_multiple": 8.0542148026653, "revenue_cagr_3y": 0.09561055501899629, "revenue_cagr_5y": 0.07375998856806265, "earnings_cagr_3y": -0.21060379142417862, "quarterly_revenue_growth_yoy": 0.05166447917909557, "quarterly_earnings_growth_yoy": -0.9187600213789417, "revenue_growth_qoq": -0.06263958311177284, "gross_margin": 0.2514181983208532, "operating_margin": 0.08044020875879283, "net_margin": 0.017245291581574767, "roa_ttm": 0.016792884965812393, "roe_ttm": 0.06535246088286002, "debt_to_ebitda": 3.7045617631983596, "net_debt_to_ebitda": 3.5662737057919016, "interest_coverage": 23.44951923076923, "debt_to_equity": 1.1755635795842685, "current_ratio": 1.1687127323746054, "quick_ratio": 1.0209575587513153, "fcf_to_ebitda": 0.10763710917478217, "capex_to_revenue": 0.21102651030956482, "working_capital_to_revenue": 0.05346523648085367, "capital_efficiency": 0.04107267292433621, "financial_health": -1.0971784483646463, "margin_quality": 0.11636789955374027, "growth_momentum": -0.4335477710999231, "company_age_years": 38.99520876112252, "ebitda": 9755000000.0, "spy_multiple": 15.0, "sector_multiple": 11.569540977107444, "sector_premium_over_spy": -0.2286972681928371}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 8.13963509587449, "revenue_cagr_3y": 0.07762495822856752, "revenue_cagr_5y": 0.05541305425091503, "earnings_cagr_3y": 0.7372156294165237, "quarterly_revenue_growth_yoy": -0.022284122562674095, "quarterly_earnings_growth_yoy": 0.5504273504273505, "revenue_growth_qoq": 0.0752212389380531, "gross_margin": 0.2885934367415849, "operating_margin": 0.12852168407723963, "net_margin": 0.0957053920016883, "roa_ttm": 0.019170511460363672, "roe_ttm": 0.0743374685078292, "debt_to_ebitda": 3.5562657369746273, "net_debt_to_ebitda": 3.44944799535154, "interest_coverage": 25.622828784119108, "debt_to_equity": 1.1710941735497655, "current_ratio": 1.0201978902608553, "quick_ratio": 0.8927140403957805, "fcf_to_ebitda": 0.05800890954871199, "capex_to_revenue": 0.21210511601901033, "working_capital_to_revenue": 0.006905227844562482, "capital_efficiency": 0.04675398998409644, "financial_health": -1.0420497159490645, "margin_quality": 0.17094017094017092, "growth_momentum": 0.2640716139323382, "company_age_years": 39.24161533196441, "ebitda": 10326000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 7.970698242564697, "revenue_cagr_3y": 0.036248554732204674, "revenue_cagr_5y": 0.05001856935230964, "earnings_cagr_3y": 0.21930222626668283, "quarterly_revenue_growth_yoy": -0.04791976225854384, "quarterly_earnings_growth_yoy": -0.10204081632653061, "revenue_growth_qoq": -0.1886672997784109, "gross_margin": 0.2997789049291195, "operating_margin": 0.10937703212381324, "net_margin": 0.06294706723891273, "roa_ttm": 0.01871772097766374, "roe_ttm": 0.07214403448713072, "debt_to_ebitda": 3.5480880648899187, "net_debt_to_ebitda": 3.4527809965237544, "interest_coverage": 25.320293398533007, "debt_to_equity": 1.1647014073792317, "current_ratio": 0.901113344672955, "quick_ratio": 0.7719962888510902, "fcf_to_ebitda": 0.030320587099266126, "capex_to_revenue": 0.20798123392589662, "working_capital_to_revenue": -0.036147302376847636, "capital_efficiency": 0.04543087773239723, "financial_health": -1.003325837365949, "margin_quality": 0.15736766809728184, "growth_momentum": -0.07498028929253722, "company_age_years": 39.49075975359343, "ebitda": 10356000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 7.854657289978068, "revenue_cagr_3y": -0.002710442877312813, "revenue_cagr_5y": 0.05254293070049143, "earnings_cagr_3y": 0.1636090047486849, "quarterly_revenue_growth_yoy": -0.05040944379453366, "quarterly_earnings_growth_yoy": 0.05320600272851296, "revenue_growth_qoq": 0.16126934581870203, "gross_margin": 0.32534438346959343, "operating_margin": 0.15152872662112218, "net_margin": 0.0864598499272035, "roa_ttm": 0.018861314344375824, "roe_ttm": 0.07229179027573931, "debt_to_ebitda": 3.558977782015829, "net_debt_to_ebitda": 3.3690283207781064, "interest_coverage": 25.640586797066014, "debt_to_equity": 1.1655060425319301, "current_ratio": 0.9328238440962935, "quick_ratio": 0.7965609476499809, "fcf_to_ebitda": 0.0011442738628778487, "capex_to_revenue": 0.21071929874817383, "working_capital_to_revenue": -0.025179753072273627, "capital_efficiency": 0.04557655231005757, "financial_health": -0.9848008168056598, "margin_quality": 0.18777765333930638, "growth_momentum": 0.0013982794669896506, "company_age_years": 39.742642026009584, "ebitda": 10487000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 7.139949916527546, "revenue_cagr_3y": 0.01942957065291706, "revenue_cagr_5y": 0.028340559279683042, "earnings_cagr_3y": 0.5590131395756683, "quarterly_revenue_growth_yoy": -0.05343771272974813, "quarterly_earnings_growth_yoy": 4.0855263157894735, "revenue_growth_qoq": -0.06562884981520888, "gross_margin": 0.28538894881936955, "operating_margin": 0.11530624475608295, "net_margin": 0.09265252307323504, "roa_ttm": 0.023492322587356073, "roe_ttm": 0.09111221449851042, "debt_to_ebitda": 3.286969510587822, "net_debt_to_ebitda": 3.2353923205342237, "interest_coverage": 28.8126582278481, "debt_to_equity": 1.160904915590864, "current_ratio": 0.848572435671484, "quick_ratio": 0.7239337328163553, "fcf_to_ebitda": -0.05175292153589316, "capex_to_revenue": 0.21046518380858353, "working_capital_to_revenue": -0.062372960102212674, "capital_efficiency": 0.05730226854293325, "financial_health": -0.967528806084828, "margin_quality": 0.16444923888289584, "growth_momentum": 2.016044301529863, "company_age_years": 39.99452429842574, "ebitda": 11381000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 7.2131150324228726, "revenue_cagr_3y": -0.013339061676987285, "revenue_cagr_5y": 0.023661557332060434, "earnings_cagr_3y": 0.8674511300350414, "quarterly_revenue_growth_yoy": -0.04773052412537391, "quarterly_earnings_growth_yoy": 0.07644628099173553, "revenue_growth_qoq": -0.16291299874242599, "gross_margin": 0.2683692980060093, "operating_margin": 0.07716470909587544, "net_margin": 0.07115542201584267, "roa_ttm": 0.0209637962838346, "roe_ttm": 0.08097116472494878, "debt_to_ebitda": 3.9433090980546277, "net_debt_to_ebitda": 3.734132442523089, "interest_coverage": 23.83606557377049, "debt_to_equity": 1.2272574381555208, "current_ratio": 1.1326705829191144, "quick_ratio": 0.9717126073203796, "fcf_to_ebitda": -0.09903713892709766, "capex_to_revenue": 0.22341861371884467, "working_capital_to_revenue": 0.04402987312918029, "capital_efficiency": 0.05096748050439169, "financial_health": -1.0993117569870832, "margin_quality": 0.13889647637257582, "growth_momentum": 0.014357878433180812, "company_age_years": 40.492813141683776, "ebitda": 10178000000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 7.17704193163752, "revenue_cagr_3y": 0.0031829247256494053, "revenue_cagr_5y": 0.03647781788218141, "earnings_cagr_3y": -0.15283077390758237, "quarterly_revenue_growth_yoy": -0.008511591443610706, "quarterly_earnings_growth_yoy": -0.35103626943005184, "revenue_growth_qoq": 0.2090958754438678, "gross_margin": 0.2831808426522083, "operating_margin": 0.08686321021122784, "net_margin": 0.05659098610640461, "roa_ttm": 0.01860417791761566, "roe_ttm": 0.07228439362607955, "debt_to_ebitda": 3.8910969793322736, "net_debt_to_ebitda": 3.70647853736089, "interest_coverage": 24.91089108910891, "debt_to_equity": 1.1908526943194258, "current_ratio": 1.0932338838572189, "quick_ratio": 0.9408630793819925, "fcf_to_ebitda": -0.209956279809221, "capex_to_revenue": 0.22831805200661356, "working_capital_to_revenue": 0.0315647076506839, "capital_efficiency": 0.04544428577184761, "financial_health": -1.077235059904324, "margin_quality": 0.14221167965661358, "growth_momentum": -0.17977393043683126, "company_age_years": 40.74469541409993, "ebitda": 10064000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 7.5807164935683655, "revenue_cagr_3y": -0.010612159905928786, "revenue_cagr_5y": 0.039054253399569694, "earnings_cagr_3y": -0.4226893475771668, "quarterly_revenue_growth_yoy": -0.02708857725038955, "quarterly_earnings_growth_yoy": -0.5342820181112549, "revenue_growth_qoq": -0.08313566022817125, "gross_margin": 0.2932117777504004, "operating_margin": 0.03314032277935198, "net_margin": 0.044351361340396696, "roa_ttm": 0.015187485017437769, "roe_ttm": 0.06027313180911462, "debt_to_ebitda": 3.7106241067174843, "net_debt_to_ebitda": 3.6474511672224867, "interest_coverage": 26.63705583756345, "debt_to_equity": 1.1951204541967162, "current_ratio": 0.983634797588286, "quick_ratio": 0.8487980581003837, "fcf_to_ebitda": -0.363315864697475, "capex_to_revenue": 0.24359090771512454, "working_capital_to_revenue": -0.006325857320136808, "capital_efficiency": 0.037730308413276195, "financial_health": -1.0718409938954676, "margin_quality": 0.12356782062338302, "growth_momentum": -0.28068529768082223, "company_age_years": 40.99657768651608, "ebitda": 10495000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 7.041125704075555, "revenue_cagr_3y": -0.20748057773403705, "revenue_cagr_5y": -0.10267534396735156, "earnings_cagr_3y": -0.09388107208008256, "quarterly_revenue_growth_yoy": -0.4509696804151871, "quarterly_earnings_growth_yoy": -0.23032629558541268, "revenue_growth_qoq": -0.13212435233160622, "gross_margin": 0.4044776119402985, "operating_margin": 0.14427860696517414, "net_margin": 0.09975124378109453, "roa_ttm": 0.007519552381835605, "roe_ttm": 0.030273802115743622, "debt_to_ebitda": 3.4854930656002723, "net_debt_to_ebitda": 3.3512294733259593, "interest_coverage": 36.27469135802469, "debt_to_equity": 1.2745799626633478, "current_ratio": 0.8871326963143904, "quick_ratio": 0.764853796968173, "fcf_to_ebitda": -0.4783459542244533, "capex_to_revenue": 0.32452579814222154, "working_capital_to_revenue": -0.06131449535555382, "capital_efficiency": 0.018896677248789615, "financial_health": -1.0913207461259429, "margin_quality": 0.21616915422885574, "growth_momentum": -0.3406479880002999, "company_age_years": 41.492128678986994, "ebitda": 11753000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 7.878122242647059, "revenue_cagr_3y": -0.1973135265421272, "revenue_cagr_5y": -0.11587625993366568, "earnings_cagr_3y": 0.1795613963386813, "quarterly_revenue_growth_yoy": -0.4506946797695696, "quarterly_earnings_growth_yoy": 1.401197604790419, "revenue_growth_qoq": 0.20970149253731343, "gross_margin": 0.3839193913222291, "operating_margin": 0.1554595928439235, "net_margin": 0.2473781616286243, "roa_ttm": 0.012629975644882786, "roe_ttm": 0.049481551505125405, "debt_to_ebitda": 3.796966911764706, "net_debt_to_ebitda": 3.525183823529412, "interest_coverage": 33.58024691358025, "debt_to_equity": 1.220377536852678, "current_ratio": 0.9400353848098066, "quick_ratio": 0.825161127258941, "fcf_to_ebitda": -0.39136029411764706, "capex_to_revenue": 0.38886834319526625, "working_capital_to_revenue": -0.043870192307692304, "capital_efficiency": 0.031055763575004097, "financial_health": -1.0195928370461789, "margin_quality": 0.2622523819315923, "growth_momentum": 0.4752514625104247, "company_age_years": 41.74401095140315, "ebitda": 10880000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 9.46135399380186, "revenue_cagr_3y": 0.030025103267470765, "revenue_cagr_5y": 0.041101763908472755, "earnings_cagr_3y": 0.37018031282425135, "quarterly_revenue_growth_yoy": 0.18664531230750278, "quarterly_earnings_growth_yoy": 0.08611111111111111, "revenue_growth_qoq": 0.9806703680855439, "gross_margin": 0.21200166112956811, "operating_margin": 0.06426495016611296, "net_margin": 0.040593853820598005, "roa_ttm": 0.012825814018178673, "roe_ttm": 0.04960311691332538, "debt_to_ebitda": 3.871338598420474, "net_debt_to_ebitda": 3.804158752374288, "interest_coverage": 25.58312020460358, "debt_to_equity": 1.1259558631116797, "current_ratio": 0.8663025262243188, "quick_ratio": 0.8302402085531624, "fcf_to_ebitda": -0.4967509747075877, "capex_to_revenue": 0.34479630189657406, "working_capital_to_revenue": -0.09305741564781614, "capital_efficiency": 0.031214465465752027, "financial_health": -1.0220173240481183, "margin_quality": 0.1056201550387597, "growth_momentum": 0.13637821170930695, "company_age_years": 41.9958932238193, "ebitda": 10003000000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 6.488355555555556, "revenue_cagr_3y": -0.01805755681747301, "revenue_cagr_5y": -0.010709471192956843, "earnings_cagr_3y": 0.11319219762112609, "quarterly_revenue_growth_yoy": -0.17850703209520374, "quarterly_earnings_growth_yoy": -0.35084033613445376, "revenue_growth_qoq": -0.15252976190476192, "gross_margin": 0.34503950834064967, "operating_margin": 0.23353819139596138, "net_margin": 0.1356453028972783, "roa_ttm": 0.044731583855068605, "roe_ttm": 0.12850145415582429, "debt_to_ebitda": 2.2071111111111112, "net_debt_to_ebitda": 2.1195555555555554, "interest_coverage": 44.11764705882353, "debt_to_equity": 0.7601408235114037, "current_ratio": 0.9773426573426574, "quick_ratio": 0.7043356643356643, "fcf_to_ebitda": 0.012444444444444444, "capex_to_revenue": 0.37090734517522805, "working_capital_to_revenue": -0.007777244359097456, "capital_efficiency": 0.08661651900544645, "financial_health": -0.6656090541832369, "margin_quality": 0.23807433421129642, "growth_momentum": -0.2646736841148287, "company_age_years": 35.99452429842574, "ebitda": 4500000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 8.076212448930546, "revenue_cagr_3y": -0.020768123286674767, "revenue_cagr_5y": -0.048486539714882704, "earnings_cagr_3y": 0.13751459144829603, "quarterly_revenue_growth_yoy": -0.16555023923444975, "quarterly_earnings_growth_yoy": -0.1962457337883959, "revenue_growth_qoq": 0.14837576821773485, "gross_margin": 0.40175840978593275, "operating_margin": 0.316131498470948, "net_margin": 0.18004587155963303, "roa_ttm": 0.04102187483606987, "roe_ttm": 0.11743505030785403, "debt_to_ebitda": 2.463350156212449, "net_debt_to_ebitda": 2.321076664263398, "interest_coverage": 45.22826086956522, "debt_to_equity": 0.7696350803423938, "current_ratio": 1.1091094493541809, "quick_ratio": 0.8239292997960571, "fcf_to_ebitda": -0.17856284546983897, "capex_to_revenue": 0.4241107518189167, "working_capital_to_revenue": 0.032437348423605496, "capital_efficiency": 0.07922846257196195, "financial_health": -0.7110080542684414, "margin_quality": 0.2993119266055046, "growth_momentum": -0.18089798651142283, "company_age_years": 36.24366872005476, "ebitda": 4161000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 8.912327473104172, "revenue_cagr_3y": -0.062234322531511066, "revenue_cagr_5y": -0.05054414277376906, "earnings_cagr_3y": -0.17497750336873874, "quarterly_revenue_growth_yoy": -0.17675021607605879, "quarterly_earnings_growth_yoy": -0.4579710144927536, "revenue_growth_qoq": -0.2717889908256881, "gross_margin": 0.29973753280839893, "operating_margin": 0.18215223097112862, "net_margin": 0.09816272965879265, "roa_ttm": 0.03600973236009732, "roe_ttm": 0.10557140711818591, "debt_to_ebitda": 2.8693256363159274, "net_debt_to_ebitda": 2.699291524534243, "interest_coverage": 39.28865979381443, "debt_to_equity": 0.8210692296140562, "current_ratio": 1.1182692307692308, "quick_ratio": 0.8282051282051283, "fcf_to_ebitda": -0.18892679086853845, "capex_to_revenue": 0.4350163381469379, "working_capital_to_revenue": 0.03889533045219774, "capital_efficiency": 0.07079056973914162, "financial_health": -0.754765831263002, "margin_quality": 0.19335083114610674, "growth_momentum": -0.3173606152844062, "company_age_years": 36.492813141683776, "ebitda": 3811000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 10.227105385329619, "revenue_cagr_3y": 0.015518713258296346, "revenue_cagr_5y": -0.024867084321560595, "earnings_cagr_3y": 0.1333313866590402, "quarterly_revenue_growth_yoy": 0.029539530842745437, "quarterly_earnings_growth_yoy": 0.4267990074441687, "revenue_growth_qoq": 0.15609756097560976, "gross_margin": 0.3493670886075949, "operating_margin": 0.2670886075949367, "net_margin": 0.24261603375527427, "roa_ttm": 0.03854687752138131, "roe_ttm": 0.1206744127304875, "debt_to_ebitda": 3.9890900649953576, "net_debt_to_ebitda": 3.7648560817084493, "interest_coverage": 28.91275167785235, "debt_to_equity": 1.0851856529426622, "current_ratio": 0.7648288973384031, "quick_ratio": 0.5904942965779467, "fcf_to_ebitda": 0.04480037140204271, "capex_to_revenue": 0.30932947618555634, "working_capital_to_revenue": -0.12780245893170783, "capital_efficiency": 0.07961064512593441, "financial_health": -0.914589026386037, "margin_quality": 0.28635724331926865, "growth_momentum": 0.2281692691434571, "company_age_years": 40.74469541409993, "ebitda": 4308000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 10.699099099099099, "revenue_cagr_3y": 0.04647110600619109, "revenue_cagr_5y": 0.010657158980487802, "earnings_cagr_3y": -0.23321585202435924, "quarterly_revenue_growth_yoy": -0.03066989507667474, "quarterly_earnings_growth_yoy": -0.013729977116704805, "revenue_growth_qoq": 0.01350210970464135, "gross_margin": 0.31681931723563694, "operating_margin": 0.18026644462947544, "net_margin": 0.1794338051623647, "roa_ttm": 0.03806193806193806, "roe_ttm": 0.11918168168168168, "debt_to_ebitda": 3.983136983136983, "net_debt_to_ebitda": 3.8577038577038576, "interest_coverage": 42.86138613861386, "debt_to_equity": 1.0787662662662663, "current_ratio": 0.6573705179282868, "quick_ratio": 0.49837015574067367, "fcf_to_ebitda": 0.015708015708015707, "capex_to_revenue": 0.3159429344996355, "working_capital_to_revenue": -0.1970217640320733, "capital_efficiency": 0.07862180987180988, "financial_health": -0.8960577560577561, "margin_quality": 0.22550652234249235, "growth_momentum": -0.02219993609668977, "company_age_years": 40.99657768651608, "ebitda": 4329000000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 10.175505933117584, "revenue_cagr_3y": 0.008328829307799435, "revenue_cagr_5y": 0.02005117497100306, "earnings_cagr_3y": 0.05110701766785786, "quarterly_revenue_growth_yoy": 0.038834951456310676, "quarterly_earnings_growth_yoy": 0.44642857142857145, "revenue_growth_qoq": 0.20274771024146546, "gross_margin": 0.3745240567670474, "operating_margin": 0.2564901349948079, "net_margin": 0.22429906542056074, "roa_ttm": 0.041927259690076886, "roe_ttm": 0.12932358542729003, "debt_to_ebitda": 3.762675296655879, "net_debt_to_ebitda": 3.589428263214671, "interest_coverage": 31.746575342465754, "debt_to_equity": 1.071450512993795, "current_ratio": 0.7908051033875935, "quick_ratio": 0.62846458424989, "fcf_to_ebitda": 0.012513484358144552, "capex_to_revenue": 0.3004839872309752, "working_capital_to_revenue": -0.09793018226753167, "capital_efficiency": 0.08562542255868345, "financial_health": -0.9268086234850647, "margin_quality": 0.28510441906080536, "growth_momentum": 0.24263176144244106, "company_age_years": 41.242984257357975, "ebitda": 4635000000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 9.476414207855667, "revenue_cagr_3y": 0.05701295331182177, "revenue_cagr_5y": 0.03729157932998928, "earnings_cagr_3y": 0.09430146256088268, "quarterly_revenue_growth_yoy": 0.16618497109826588, "quarterly_earnings_growth_yoy": 3.5114503816793894, "revenue_growth_qoq": -0.35525965379494007, "gross_margin": 0.44320528707145807, "operating_margin": 0.32796365138372574, "net_margin": 0.24411400247831475, "roa_ttm": 0.05615594384405616, "roe_ttm": 0.1846807945260081, "debt_to_ebitda": 3.695921819206916, "net_debt_to_ebitda": 3.5931215936853973, "interest_coverage": 28.762162162162163, "debt_to_equity": 1.306450541420315, "current_ratio": 0.6718260869565217, "quick_ratio": 0.5248695652173913, "fcf_to_ebitda": 0.10862619808306709, "capex_to_revenue": 0.25701216880987315, "working_capital_to_revenue": -0.16285492362129972, "capital_efficiency": 0.12041836918503213, "financial_health": -1.078035843229021, "margin_quality": 0.3384276469778329, "growth_momentum": 1.8388176763888275, "company_age_years": 43.49075975359343, "ebitda": 5321000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 8.571082541457052, "revenue_cagr_3y": 0.011952215345697459, "revenue_cagr_5y": 0.005126777810030347, "earnings_cagr_3y": -0.37705603157097767, "quarterly_revenue_growth_yoy": 0.08098591549295775, "quarterly_earnings_growth_yoy": 0.21929824561403508, "revenue_growth_qoq": 0.014456836018174308, "gross_margin": 0.33916938110749184, "operating_margin": 0.22434853420195439, "net_margin": 0.056596091205211724, "roa_ttm": 0.4753431621759024, "roe_ttm": 0.21348656670979527, "debt_to_ebitda": 3.286566051798025, "net_debt_to_ebitda": 3.2692379355319545, "interest_coverage": 29.01081081081081, "debt_to_equity": 1.3424918182510084, "current_ratio": 0.03505465510742556, "quick_ratio": -0.3305691669807765, "fcf_to_ebitda": 0.14924538848518726, "capex_to_revenue": 0.2631042392320109, "working_capital_to_revenue": -0.21748364624925665, "capital_efficiency": 0.34441486444284886, "financial_health": -1.2810662018131347, "margin_quality": 0.20670466883821934, "growth_momentum": 0.15014208055349643, "company_age_years": 43.742642026009584, "ebitda": 5367000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2023-03-31", "company_multiple": 8.973748407123018, "revenue_cagr_3y": 0.10713719835358781, "revenue_cagr_5y": 0.05454864784646518, "earnings_cagr_3y": 0.5634055195650323, "quarterly_revenue_growth_yoy": 0.07480990924699533, "quarterly_earnings_growth_yoy": 1.3803986710963456, "revenue_growth_qoq": 0.0944055944055944, "gross_margin": 0.5769055225924236, "operating_margin": 0.19785486079415793, "net_margin": 0.3270196257416705, "roa_ttm": 0.03966307878479078, "roe_ttm": 0.11951254617857314, "debt_to_ebitda": 3.5636333932363993, "net_debt_to_ebitda": 3.437673582747917, "interest_coverage": 23.362595419847327, "debt_to_equity": 1.0465384061795326, "current_ratio": 1.1987742594484168, "quick_ratio": 1.1107252298263535, "fcf_to_ebitda": -0.15389642215324292, "capex_to_revenue": 0.28143974960876367, "working_capital_to_revenue": 0.060907668231611894, "capital_efficiency": 0.07958781248168195, "financial_health": -0.978224119676262, "margin_quality": 0.36726000304275064, "growth_momentum": 0.7276042901716705, "company_age_years": 53.24024640657084, "ebitda": 6121000000.0, "spy_multiple": 12.0, "sector_multiple": 12.428437695620962, "sector_premium_over_spy": 0.03570314130174679}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2023-06-30", "company_multiple": 8.730692676475451, "revenue_cagr_3y": 0.026981888089867567, "revenue_cagr_5y": 0.017529441820539393, "earnings_cagr_3y": 0.05954225050029627, "quarterly_revenue_growth_yoy": -0.1394329143525285, "quarterly_earnings_growth_yoy": -0.11372549019607843, "revenue_growth_qoq": -0.3281606572341397, "gross_margin": 0.623641304347826, "operating_margin": 0.09205163043478261, "net_margin": 0.07676630434782608, "roa_ttm": 0.03860689027928055, "roe_ttm": 0.11833693823600096, "debt_to_ebitda": 3.862125971234915, "net_debt_to_ebitda": 3.538932054885105, "interest_coverage": 25.63135593220339, "debt_to_equity": 1.1229031482816632, "current_ratio": 1.021574440052701, "quick_ratio": 0.950098814229249, "fcf_to_ebitda": -0.21937510332286328, "capex_to_revenue": 0.28835978835978837, "working_capital_to_revenue": 0.008452703574654795, "capital_efficiency": 0.07847191425764075, "financial_health": -0.9617971690499408, "margin_quality": 0.2641530797101449, "growth_momentum": -0.12657920227430347, "company_age_years": 53.489390828199866, "ebitda": 6049000000.0, "spy_multiple": 12.0, "sector_multiple": 11.941687839213026, "sector_premium_over_spy": -0.00485934673224786}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2023-09-30", "company_multiple": 8.82302879757494, "revenue_cagr_3y": 0.05102529940275513, "revenue_cagr_5y": 0.030309969272720894, "earnings_cagr_3y": 0.021832257015572898, "quarterly_revenue_growth_yoy": -0.0710172744721689, "quarterly_earnings_growth_yoy": -0.14192495921696574, "revenue_growth_qoq": 0.31521739130434784, "gross_margin": 0.6348140495867769, "operating_margin": 0.18698347107438015, "net_margin": 0.13584710743801653, "roa_ttm": 0.03687601894262868, "roe_ttm": 0.11267672454692096, "debt_to_ebitda": 3.922869653081846, "net_debt_to_ebitda": 3.8320983496126644, "interest_coverage": 22.92664092664093, "debt_to_equity": 1.1051333143562008, "current_ratio": 0.9816528925619835, "quick_ratio": 0.9064462809917355, "fcf_to_ebitda": -0.3122263388346245, "capex_to_revenue": 0.286278121299829, "working_capital_to_revenue": -0.00730167083278516, "capital_efficiency": 0.07477637174477482, "financial_health": -0.9713255527089857, "margin_quality": 0.31921487603305787, "growth_momentum": -0.10647111684456732, "company_age_years": 53.74127310061601, "ebitda": 5938000000.0, "spy_multiple": 12.0, "sector_multiple": 11.219038650186384, "sector_premium_over_spy": -0.06508011248446799}, {"ticker": "ED", "sector": "Utilities", "quarter_date": "2023-12-31", "company_multiple": 9.06458149125701, "revenue_cagr_3y": 0.05225154241510088, "revenue_cagr_5y": 0.03229130732048113, "earnings_cagr_3y": 0.9804292730155595, "quarterly_revenue_growth_yoy": -0.13986013986013987, "quarterly_earnings_growth_yoy": 0.7578947368421053, "revenue_growth_qoq": -0.11053719008264463, "gross_margin": 0.5046457607433217, "operating_margin": 0.13095238095238096, "net_margin": 0.09698025551684088, "roa_ttm": 0.03797621021844989, "roe_ttm": 0.11905662160884772, "debt_to_ebitda": 4.054932365555922, "net_debt_to_ebitda": 3.858792477730122, "interest_coverage": 22.87547169811321, "debt_to_equity": 1.1617827772001135, "current_ratio": 1.011606313834726, "quick_ratio": 0.9390281646549056, "fcf_to_ebitda": -0.3856812933025404, "capex_to_revenue": 0.3069252834312252, "working_capital_to_revenue": 0.005122251058598552, "capital_efficiency": 0.0785164159136488, "financial_health": -1.0184203366683076, "margin_quality": 0.24419279907084782, "growth_momentum": 0.3090172984909827, "company_age_years": 53.99315537303217, "ebitda": 6062000000.0, "spy_multiple": 12.0, "sector_multiple": 11.64889016511127, "sector_premium_over_spy": -0.029259152907394115}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 4.122359154929577, "revenue_cagr_3y": 0.051589424584193244, "revenue_cagr_5y": 0.01937733496412375, "earnings_cagr_3y": 0.15154851934891322, "quarterly_revenue_growth_yoy": 0.016652311225954636, "quarterly_earnings_growth_yoy": 0.26143790849673204, "revenue_growth_qoq": -0.1411593499878729, "gross_margin": 0.580909347641909, "operating_margin": 0.06664783959333521, "net_margin": -0.06382377859361762, "roa_ttm": 0.011075555214900263, "roe_ttm": 0.04653034938013202, "debt_to_ebitda": 0.77238430583501, "net_debt_to_ebitda": 0.7394366197183099, "interest_coverage": 15.17557251908397, "debt_to_equity": 0.24722266945741425, "current_ratio": 0.5426633345233846, "quick_ratio": 0.40253480899678684, "fcf_to_ebitda": 0.13908450704225353, "capex_to_revenue": 0.19259949421003594, "working_capital_to_revenue": -0.17050445893784108, "capital_efficiency": 0.028802952297516143, "financial_health": -0.013348756219263104, "margin_quality": 0.1945778028805422, "growth_momentum": 0.13904510986134333, "company_age_years": 18.138261464750173, "ebitda": 3976000000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 4.483048751486326, "revenue_cagr_3y": 0.012361099430992617, "revenue_cagr_5y": 0.015874932535936415, "earnings_cagr_3y": 0.18724201530058537, "quarterly_revenue_growth_yoy": -0.00718501411342058, "quarterly_earnings_growth_yoy": 0.4774774774774775, "revenue_growth_qoq": 0.09262920079073708, "gross_margin": 0.6110105970535022, "operating_margin": 0.2005686223830447, "net_margin": 0.0847764280175756, "roa_ttm": 0.012980358667805295, "roe_ttm": 0.05488245205809195, "debt_to_ebitda": 0.8737217598097503, "net_debt_to_ebitda": 0.8390011890606421, "interest_coverage": 15.988593155893536, "debt_to_equity": 0.294792586054722, "current_ratio": 0.5055564251056504, "quick_ratio": 0.3833150727813429, "fcf_to_ebitda": 0.20903686087990486, "capex_to_revenue": 0.20089345246032805, "working_capital_to_revenue": -0.21062808374449926, "capital_efficiency": 0.03393140536294863, "financial_health": -0.012795414230658282, "margin_quality": 0.29878521581804085, "growth_momentum": 0.23514623168202844, "company_age_years": 18.38740588637919, "ebitda": 4205000000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2016-06-30", "company_multiple": 6.952515493984689, "revenue_cagr_3y": -0.011304733250592558, "revenue_cagr_5y": -0.03480265264244242, "earnings_cagr_3y": 0.8795822882174282, "quarterly_revenue_growth_yoy": -0.01847041847041847, "quarterly_earnings_growth_yoy": -6.823529411764706, "revenue_growth_qoq": -0.1209614887567847, "gross_margin": 0.6098206409879448, "operating_margin": -0.28668038812114083, "net_margin": -0.32019994119376655, "roa_ttm": -0.01151728565592109, "roe_ttm": -0.05189795739458227, "debt_to_ebitda": 1.6161137440758293, "net_debt_to_ebitda": 1.5435654393000364, "interest_coverage": 10.429657794676807, "debt_to_equity": 0.38862102217936356, "current_ratio": 0.45509690782660156, "quick_ratio": 0.34280218967302856, "fcf_to_ebitda": 0.33758658403208164, "capex_to_revenue": 0.20028123744475693, "working_capital_to_revenue": -0.24661845453327977, "capital_efficiency": -0.03170762152525168, "financial_health": -0.011995929802180904, "margin_quality": 0.0009801038910124589, "growth_momentum": -3.420999915117562, "company_age_years": 18.636550308008214, "ebitda": 2743000000.0, "spy_multiple": 15.0, "sector_multiple": 11.357373331419549, "sector_premium_over_spy": -0.24284177790536343}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 6.487942133815552, "revenue_cagr_3y": -0.00992642054738857, "revenue_cagr_5y": -0.0365687726421734, "earnings_cagr_3y": 0.20348967209207425, "quarterly_revenue_growth_yoy": -0.04996361872422993, "quarterly_earnings_growth_yoy": -0.0379746835443038, "revenue_growth_qoq": 0.15172008232872686, "gross_margin": 0.6351799846821548, "operating_margin": 0.21981107990809293, "net_margin": 0.09701302016849629, "roa_ttm": -0.011681838301803275, "roe_ttm": -0.05276884291054507, "debt_to_ebitda": 1.5786618444846292, "net_debt_to_ebitda": 1.379385171790235, "interest_coverage": 10.717054263565892, "debt_to_equity": 0.3794662262018604, "current_ratio": 0.49410762459179325, "quick_ratio": 0.3948601448246486, "fcf_to_ebitda": 0.21374321880650995, "capex_to_revenue": 0.2117734926670288, "working_capital_to_revenue": -0.24192015209125475, "capital_efficiency": -0.03222534060617417, "financial_health": -0.004522381815718679, "margin_quality": 0.31733469491958133, "growth_momentum": -0.04396915113426686, "company_age_years": 18.888432580424368, "ebitda": 2765000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 7.25844398340249, "revenue_cagr_3y": -0.003939318312978224, "revenue_cagr_5y": 0.0248132074257994, "earnings_cagr_3y": 1.013793539326758, "quarterly_revenue_growth_yoy": 0.019851851851851853, "quarterly_earnings_growth_yoy": 0.5688405797101449, "revenue_growth_qoq": -0.0732364028002154, "gross_margin": 0.6966879721092388, "operating_margin": -0.5316676350958744, "net_margin": -0.7260313771063335, "roa_ttm": -0.040797974300115954, "roe_ttm": -0.4392356687898089, "debt_to_ebitda": 0.5124481327800829, "net_debt_to_ebitda": 0.20695020746887965, "interest_coverage": 6.9855072463768115, "debt_to_equity": 0.25171974522292995, "current_ratio": 0.7623252391464312, "quick_ratio": 0.6487613441255825, "fcf_to_ebitda": 0.5300829875518672, "capex_to_revenue": 0.20268245701648, "working_capital_to_revenue": -0.06913034172790183, "capital_efficiency": -0.24001682154496243, "financial_health": -0.019182500046349686, "margin_quality": -0.1870036800309897, "growth_momentum": 0.2943462157809984, "company_age_years": 20.139630390143736, "ebitda": 1928000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2019-03-31", "company_multiple": 5.807769268774703, "revenue_cagr_3y": -0.09340085692877798, "revenue_cagr_5y": -0.07200239281316834, "earnings_cagr_3y": -0.008197089991406448, "quarterly_revenue_growth_yoy": -0.03125, "quarterly_earnings_growth_yoy": -0.7662527392257122, "revenue_growth_qoq": 0.06383763837638376, "gross_margin": 0.6836628511966701, "operating_margin": 0.21817551161984045, "net_margin": 0.11099549080818592, "roa_ttm": 0.007384539392442578, "roe_ttm": 0.043133294864397, "debt_to_ebitda": 0.39303359683794464, "net_debt_to_ebitda": 0.3500494071146245, "interest_coverage": 17.22553191489362, "debt_to_equity": 0.22951529140219273, "current_ratio": 0.5351526364477336, "quick_ratio": 0.47317298797409807, "fcf_to_ebitda": -0.13290513833992096, "capex_to_revenue": 0.23290203327171904, "working_capital_to_revenue": -0.17692104568259837, "capital_efficiency": 0.02525891712841979, "financial_health": -0.007964616084243266, "margin_quality": 0.33761128454156547, "growth_momentum": -0.3987513696128561, "company_age_years": 21.385352498288842, "ebitda": 4048000000.0, "spy_multiple": 15.0, "sector_multiple": 12.334407874179773, "sector_premium_over_spy": -0.17770614172134847}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 6.811574144486692, "revenue_cagr_3y": -0.08884409662242487, "revenue_cagr_5y": -0.05288856734603675, "earnings_cagr_3y": 0.009557486252296021, "quarterly_revenue_growth_yoy": -0.03296344647519582, "quarterly_earnings_growth_yoy": 1.8537117903930131, "revenue_growth_qoq": 0.17766295707472177, "gross_margin": 0.689503881201485, "operating_margin": 0.22983462706716165, "net_margin": 0.13196085048936887, "roa_ttm": 0.02797185949019419, "roe_ttm": 0.15965346534653466, "debt_to_ebitda": 0.3667934093789607, "net_debt_to_ebitda": 0.185297845373891, "interest_coverage": 16.301652892561982, "debt_to_equity": 0.19898239823982397, "current_ratio": 0.6171266808209483, "quick_ratio": 0.5562632696390658, "fcf_to_ebitda": -0.014195183776932827, "capex_to_revenue": 0.23889089595375723, "working_capital_to_revenue": -0.14658598265895953, "capital_efficiency": 0.09381266241836442, "financial_health": 0.00817461040663889, "margin_quality": 0.35043311958600515, "growth_momentum": 0.9103741719589087, "company_age_years": 21.88637919233402, "ebitda": 3945000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2019-12-31", "company_multiple": 8.25438596491228, "revenue_cagr_3y": -0.07478699816345158, "revenue_cagr_5y": -0.05156167063960093, "earnings_cagr_3y": -0.7324541612132585, "quarterly_revenue_growth_yoy": -0.013653136531365314, "quarterly_earnings_growth_yoy": -1.8043478260869565, "revenue_growth_qoq": -0.09787377657779278, "gross_margin": 0.6812570145903479, "operating_margin": 0.23007856341189675, "net_margin": -0.04152637485970819, "roa_ttm": 0.021559774000614644, "roe_ttm": 0.13075268817204302, "debt_to_ebitda": 0.4322444041137326, "net_debt_to_ebitda": 0.2425892316999395, "interest_coverage": 13.661157024793388, "debt_to_equity": 0.20487455197132617, "current_ratio": 0.5026737967914439, "quick_ratio": 0.4448786507610037, "fcf_to_ebitda": -0.05989110707803993, "capex_to_revenue": 0.24150430448572724, "working_capital_to_revenue": -0.21912097870412325, "capital_efficiency": 0.07615623108632884, "financial_health": 0.0077972550196878, "margin_quality": 0.28993640104751217, "growth_momentum": -0.9090004813091609, "company_age_years": 22.138261464750173, "ebitda": 3306000000.0, "spy_multiple": 15.0, "sector_multiple": 12.399481042769066, "sector_premium_over_spy": -0.17336793048206223}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 5.69787472845764, "revenue_cagr_3y": -0.06642147412477328, "revenue_cagr_5y": -0.06024158115270417, "earnings_cagr_3y": 0.04661484156269102, "quarterly_revenue_growth_yoy": 0.01991225109686129, "quarterly_earnings_growth_yoy": 0.16112531969309463, "revenue_growth_qoq": 0.19825535289452814, "gross_margin": 0.713103904698875, "operating_margin": 0.2385837193911317, "net_margin": 0.1502316346790205, "roa_ttm": 0.016914402870322913, "roe_ttm": 0.1010016694490818, "debt_to_ebitda": 0.14771904417089066, "net_debt_to_ebitda": 0.05358435916002897, "interest_coverage": 11.273469387755101, "debt_to_equity": 0.05676126878130217, "current_ratio": 0.7026324341891452, "quick_ratio": 0.6025349366265843, "fcf_to_ebitda": -0.4167270094134685, "capex_to_revenue": 0.25004576240161086, "working_capital_to_revenue": -0.08374519494783086, "capital_efficiency": 0.058958036159702354, "financial_health": 0.001744756189204436, "margin_quality": 0.36730641958967575, "growth_momentum": 0.09051878539497796, "company_age_years": 22.888432580424368, "ebitda": 2762000000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 10.1519715288052, "revenue_cagr_3y": 0.007704733780677708, "revenue_cagr_5y": 0.0056827820511626825, "earnings_cagr_3y": 0.001407461392966658, "quarterly_revenue_growth_yoy": 0.03258547008547009, "quarterly_earnings_growth_yoy": 0.06741573033707865, "revenue_growth_qoq": 0.07210205213533001, "gross_margin": 0.5737196068287636, "operating_margin": 0.37558199689601657, "net_margin": 0.24573202276254527, "roa_ttm": 0.04032855315424493, "roe_ttm": 0.15098302806251052, "debt_to_ebitda": 5.140999775835015, "net_debt_to_ebitda": 4.9908092355974, "interest_coverage": 17.223938223938223, "debt_to_equity": 1.9269030415056294, "current_ratio": 0.6598958333333333, "quick_ratio": 0.5830729166666667, "fcf_to_ebitda": -0.13270567137413136, "capex_to_revenue": 0.398632963631674, "working_capital_to_revenue": -0.16842919783337632, "capital_efficiency": 0.09565579060837773, "financial_health": -1.795331761296366, "margin_quality": 0.3983445421624418, "growth_momentum": 0.050000600211274365, "company_age_years": 34.47775496235455, "ebitda": 4461000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2021-06-30", "company_multiple": 9.169633733558179, "revenue_cagr_3y": -0.11337909831341819, "revenue_cagr_5y": -0.06318134888632343, "earnings_cagr_3y": -0.6670987259108997, "quarterly_revenue_growth_yoy": 0.01979414093428345, "quarterly_earnings_growth_yoy": -0.9447674418604651, "revenue_growth_qoq": -0.14018691588785046, "gross_margin": 0.45652173913043476, "operating_margin": 0.2096273291925466, "net_margin": 0.014751552795031056, "roa_ttm": -0.034005277619086484, "roe_ttm": -0.08360085607276618, "debt_to_ebitda": 4.48397976391231, "net_debt_to_ebitda": 1.9109612141652614, "interest_coverage": 6.255274261603375, "debt_to_equity": 0.8891787051899411, "current_ratio": 2.1615532118887826, "quick_ratio": 2.0980345158197506, "fcf_to_ebitda": 0.2991568296795953, "capex_to_revenue": 0.3403107113654947, "working_capital_to_revenue": 0.7924775143090761, "capital_efficiency": -0.05880306684592633, "financial_health": -0.534500188137064, "margin_quality": 0.22696687370600413, "growth_momentum": -0.46248665046309084, "company_age_years": 36.22724161533196, "ebitda": 2965000000.0, "spy_multiple": 20.0, "sector_multiple": 12.502165357276468, "sector_premium_over_spy": -0.37489173213617666}, {"ticker": "PPL", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 9.39115726045884, "revenue_cagr_3y": -0.06871634166781848, "revenue_cagr_5y": -0.04354626674735895, "earnings_cagr_3y": -0.22517532133673046, "quarterly_revenue_growth_yoy": 0.08, "quarterly_earnings_growth_yoy": -0.26334519572953735, "revenue_growth_qoq": 0.17391304347826086, "gross_margin": 0.5006613756613757, "operating_margin": 0.28505291005291006, "net_margin": 0.13690476190476192, "roa_ttm": -0.03874630534663896, "roe_ttm": -0.09083424807903402, "debt_to_ebitda": 3.7580971659919027, "net_debt_to_ebitda": 2.1497975708502026, "interest_coverage": 16.19672131147541, "debt_to_equity": 0.7642014270032931, "current_ratio": 2.61929150661545, "quick_ratio": 2.489543320529236, "fcf_to_ebitda": 0.14743589743589744, "capex_to_revenue": 0.3276055885659226, "working_capital_to_revenue": 0.6092821583427012, "capital_efficiency": -0.06479027671283649, "financial_health": -0.5921779593470318, "margin_quality": 0.30753968253968256, "growth_momentum": -0.09167259786476867, "company_age_years": 36.479123887748116, "ebitda": 2964000000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2016-12-31", "company_multiple": 8.450178741633199, "revenue_cagr_3y": -0.01597420727750043, "revenue_cagr_5y": -0.00603988709581138, "earnings_cagr_3y": -0.03673086820198179, "quarterly_revenue_growth_yoy": 0.16192071468453378, "quarterly_earnings_growth_yoy": 1.1984282907662083, "revenue_growth_qoq": 0.10164107993647432, "gross_margin": 0.284478616049976, "operating_margin": 0.11677078327727054, "net_margin": 0.04853435848149928, "roa_ttm": 0.019790187365431307, "roe_ttm": 0.12485549132947976, "debt_to_ebitda": 3.8340026773761715, "net_debt_to_ebitda": 3.681838464970995, "interest_coverage": 21.75728155339806, "debt_to_equity": 2.483236994219653, "current_ratio": 0.949025974025974, "quick_ratio": 0.8477272727272728, "fcf_to_ebitda": 0.22936189201249443, "capex_to_revenue": 0.18783209351753455, "working_capital_to_revenue": -0.02085547290116897, "capital_efficiency": 0.07232283934745554, "financial_health": -2.1612571916713645, "margin_quality": 0.14992791926958193, "growth_momentum": 0.680174502725371, "company_age_years": 46.99520876112252, "ebitda": 2241000000.0, "spy_multiple": 15.0, "sector_multiple": 10.702667289684818, "sector_premium_over_spy": -0.28648884735434543}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 8.44164383561644, "revenue_cagr_3y": 0.04387162093459751, "revenue_cagr_5y": 0.07041075853163115, "earnings_cagr_3y": 0.08056276197446777, "quarterly_revenue_growth_yoy": 0.36149936467598476, "quarterly_earnings_growth_yoy": 68.5, "revenue_growth_qoq": -0.21645338208409506, "gross_margin": 0.27671488567428837, "operating_margin": 0.11199253383107793, "net_margin": 0.06299580027998133, "roa_ttm": 0.027534588342027672, "roe_ttm": 0.17036205444849845, "debt_to_ebitda": 3.6118721461187215, "net_debt_to_ebitda": 3.5089248650892486, "interest_coverage": 24.835051546391753, "debt_to_equity": 2.4420432220039294, "current_ratio": 0.9430546412113232, "quick_ratio": 0.8080974325213957, "fcf_to_ebitda": 0.0701535907015359, "capex_to_revenue": 0.15608047016274865, "working_capital_to_revenue": -0.01955244122965642, "capital_efficiency": 0.09894832139526306, "financial_health": -2.118135632935642, "margin_quality": 0.1505677399284492, "growth_momentum": 34.43074968233799, "company_age_years": 47.49075975359343, "ebitda": 2409000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2017-12-31", "company_multiple": 8.396574335074327, "revenue_cagr_3y": 0.036064282909963774, "revenue_cagr_5y": 0.042925816467853206, "earnings_cagr_3y": 0.9454979517440836, "quarterly_revenue_growth_yoy": 0.2676597789524267, "quarterly_earnings_growth_yoy": 11.831683168316832, "revenue_growth_qoq": 0.25738798856053385, "gross_margin": 0.26004548900682334, "operating_margin": 0.11220621683093253, "net_margin": 0.49128127369219105, "roa_ttm": 0.07881773399014778, "roe_ttm": 0.3822525597269625, "debt_to_ebitda": 3.551627159501808, "net_debt_to_ebitda": 3.4471675371635193, "interest_coverage": 25.65979381443299, "debt_to_equity": 1.8856655290102389, "current_ratio": 1.1062235255783643, "quick_ratio": 0.9768654284783317, "fcf_to_ebitda": -0.002008838891120932, "capex_to_revenue": 0.14832535885167464, "working_capital_to_revenue": 0.03390888287913459, "capital_efficiency": 0.23053514685855514, "financial_health": -1.736644596051908, "margin_quality": 0.2878443265099823, "growth_momentum": 6.049671473634629, "company_age_years": 47.99452429842574, "ebitda": 2489000000.0, "spy_multiple": 15.0, "sector_multiple": 10.655709750566894, "sector_premium_over_spy": -0.28961934996220706}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 8.230732099758649, "revenue_cagr_3y": 0.09048346531483498, "revenue_cagr_5y": 0.05728728217027523, "earnings_cagr_3y": 0.07995141091781743, "quarterly_revenue_growth_yoy": 0.15356489945155394, "quarterly_earnings_growth_yoy": -0.140625, "revenue_growth_qoq": 0.19598180439727067, "gross_margin": 0.21426307448494453, "operating_margin": 0.07955625990491284, "net_margin": 0.05229793977812995, "roa_ttm": 0.0787594823739402, "roe_ttm": 0.3633930409717933, "debt_to_ebitda": 3.5353982300884956, "net_debt_to_ebitda": 3.4473049074818984, "interest_coverage": 26.4468085106383, "debt_to_equity": 1.8095532221535928, "current_ratio": 1.165519877675841, "quick_ratio": 1.0672782874617737, "fcf_to_ebitda": 0.04424778761061947, "capex_to_revenue": 0.14709986047438708, "working_capital_to_revenue": 0.04315327885190353, "capital_efficiency": 0.22107626167286676, "financial_health": -1.6735712047283224, "margin_quality": 0.11537242472266244, "growth_momentum": 0.006469949725776969, "company_age_years": 48.24093086926762, "ebitda": 2486000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2016-09-30", "company_multiple": 8.400781974248927, "revenue_cagr_3y": 0.04309011744240676, "revenue_cagr_5y": -0.0389914138239158, "earnings_cagr_3y": 0.06907081666020676, "quarterly_revenue_growth_yoy": 0.014184397163120567, "quarterly_earnings_growth_yoy": 0.07580174927113703, "revenue_growth_qoq": 0.3027330063069376, "gross_margin": 0.5545992469069392, "operating_margin": 0.371705217859064, "net_margin": 0.19849381387842926, "roa_ttm": 0.026932957653103506, "roe_ttm": 0.09036563325455303, "debt_to_ebitda": 3.2815450643776822, "net_debt_to_ebitda": 3.2738197424892705, "interest_coverage": 24.02061855670103, "debt_to_equity": 1.0629778951758655, "current_ratio": 0.6979484941073767, "quick_ratio": 0.45744216499345264, "fcf_to_ebitda": -0.041201716738197426, "capex_to_revenue": 0.35567352355673526, "working_capital_to_revenue": -0.11479761114797611, "capital_efficiency": 0.05864929545382827, "financial_health": -0.9177860702693478, "margin_quality": 0.3749327595481442, "growth_momentum": 0.044993073217128796, "company_age_years": 18.743326488706366, "ebitda": 2330000000.0, "spy_multiple": 15.0, "sector_multiple": 10.712703563754909, "sector_premium_over_spy": -0.28581976241633944}, {"ticker": "AEE", "sector": "Utilities", "quarter_date": "2017-06-30", "company_multiple": 8.745704738760631, "revenue_cagr_3y": 0.027207023005770825, "revenue_cagr_5y": -0.015150997245375164, "earnings_cagr_3y": 0.09007659126331258, "quarterly_revenue_growth_yoy": 0.07778556412053259, "quarterly_earnings_growth_yoy": 0.3129251700680272, "revenue_growth_qoq": 0.015852047556142668, "gross_margin": 0.4720416124837451, "operating_margin": 0.2516254876462939, "net_margin": 0.12548764629388817, "roa_ttm": 0.027559990496555, "roe_ttm": 0.0972338642078793, "debt_to_ebitda": 3.35803969218307, "net_debt_to_ebitda": 3.353989469420818, "interest_coverage": 24.939393939393938, "debt_to_equity": 1.1582844369935736, "current_ratio": 0.5681735985533454, "quick_ratio": 0.383001808318264, "fcf_to_ebitda": 0.02754151478331308, "capex_to_revenue": 0.34386468804850806, "working_capital_to_revenue": -0.19052178075634274, "capital_efficiency": 0.06239692735221715, "financial_health": -0.9525238331278436, "margin_quality": 0.28305158214130904, "growth_momentum": 0.19535536709427992, "company_age_years": 19.49075975359343, "ebitda": 2469000000.0, "spy_multiple": 15.0, "sector_multiple": 10.99258168212154, "sector_premium_over_spy": -0.26716122119189734}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 10.507472559780478, "revenue_cagr_3y": 0.24086419086704658, "revenue_cagr_5y": 0.15672716315408453, "earnings_cagr_3y": 0.3204847370002768, "quarterly_revenue_growth_yoy": -0.03803245436105477, "quarterly_earnings_growth_yoy": -0.0062704471101417665, "revenue_growth_qoq": 0.2809994091331139, "gross_margin": 0.40372957301001583, "operating_margin": 0.3437664733790195, "net_margin": 0.24018186610437534, "roa_ttm": 0.02348109459399134, "roe_ttm": 0.07171016007543654, "debt_to_ebitda": 5.019453155625245, "net_debt_to_ebitda": 4.8422677381419055, "interest_coverage": 21.52742616033755, "debt_to_equity": 1.1637790981697549, "current_ratio": 0.912544085406539, "quick_ratio": 0.6684777428271852, "fcf_to_ebitda": -0.25181301450411603, "capex_to_revenue": 0.26483658546438815, "working_capital_to_revenue": -0.03706621419625904, "capital_efficiency": 0.04759562733471394, "financial_health": -1.0404330879572121, "margin_quality": 0.32922597083113686, "growth_momentum": -0.02215145073559827, "company_age_years": 2.324435318275154, "ebitda": 2040800000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "EVRG", "sector": "Utilities", "quarter_date": "2020-12-31", "company_multiple": 11.144914964324112, "revenue_cagr_3y": 0.2253731919535884, "revenue_cagr_5y": 0.14921756798390584, "earnings_cagr_3y": 0.14597395111542966, "quarterly_revenue_growth_yoy": -0.032873806998939555, "quarterly_earnings_growth_yoy": -0.20187793427230047, "revenue_growth_qoq": -0.2788613600421718, "gross_margin": 0.22203947368421054, "operating_margin": 0.13980263157894737, "net_margin": 0.046600877192982455, "roa_ttm": 0.02280304483160488, "roe_ttm": 0.07079716948725583, "debt_to_ebitda": 5.044032841364481, "net_debt_to_ebitda": 4.973218649203401, "interest_coverage": 21.907922912205567, "debt_to_equity": 1.1817963221654797, "current_ratio": 0.6894897699295356, "quick_ratio": 0.47533746498004925, "fcf_to_ebitda": 0.09456553611572671, "capex_to_revenue": 0.31756014165343754, "working_capital_to_revenue": -0.1488785769528229, "capital_efficiency": 0.04680010715943035, "financial_health": -1.0470411512927704, "margin_quality": 0.13614766081871346, "growth_momentum": -0.11737587063562001, "company_age_years": 2.5763175906913074, "ebitda": 2046200000.0, "spy_multiple": 20.0, "sector_multiple": 13.96707796471071, "sector_premium_over_spy": -0.3016461017644645}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 8.951788779784385, "revenue_cagr_3y": 0.04335799222719272, "revenue_cagr_5y": 0.018342529428321486, "earnings_cagr_3y": 0.8003565321699293, "quarterly_revenue_growth_yoy": 0.19756901524515863, "quarterly_earnings_growth_yoy": 4.824817518248175, "revenue_growth_qoq": -0.3275104118463674, "gross_margin": 0.3636676414932049, "operating_margin": 0.13985893686564596, "net_margin": 0.5491140547049717, "roa_ttm": 0.05848616575707577, "roe_ttm": 0.1817666346177551, "debt_to_ebitda": 3.421891093868022, "net_debt_to_ebitda": 3.667719563276797, "interest_coverage": 35.95802469135803, "debt_to_equity": 1.2285333925005546, "current_ratio": 0.5631424375917768, "quick_ratio": 0.4176762114537445, "fcf_to_ebitda": -0.7497081645265399, "capex_to_revenue": 0.2130716807619673, "working_capital_to_revenue": -0.13027889536634096, "capital_efficiency": 0.12012640018741544, "financial_health": -1.1368961660603651, "margin_quality": 0.35088021102127415, "growth_momentum": 2.511193266746667, "company_age_years": 34.0041067761807, "ebitda": 1456300000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2022-12-31", "company_multiple": 8.741904560513145, "revenue_cagr_3y": 0.14640760928603602, "revenue_cagr_5y": 0.07240877624664455, "earnings_cagr_3y": 0.12422932034592704, "quarterly_revenue_growth_yoy": 0.2246688456906933, "quarterly_earnings_growth_yoy": -0.8424185463659147, "revenue_growth_qoq": -0.4398016997167139, "gross_margin": 0.3306644191599944, "operating_margin": 0.1290911644893946, "net_margin": 0.07065599100997332, "roa_ttm": 0.05306623514312817, "roe_ttm": 0.15083609008927357, "debt_to_ebitda": 3.206174666948615, "net_debt_to_ebitda": 3.1440755621343484, "interest_coverage": 33.06993006993007, "debt_to_equity": 1.0306339783386957, "current_ratio": 0.7439795805127067, "quick_ratio": 0.5834535567639552, "fcf_to_ebitda": -0.1464721223655459, "capex_to_revenue": 0.31131320911218413, "working_capital_to_revenue": -0.13668276209378796, "capital_efficiency": 0.10195116261620087, "financial_health": -0.7970510704276634, "margin_quality": 0.17680385821978742, "growth_momentum": -0.30887485033761075, "company_age_years": 35.00342231348392, "ebitda": 1418700000.0, "spy_multiple": 12.0, "sector_multiple": 12.667691450849345, "sector_premium_over_spy": 0.05564095423744542}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2015-12-31", "company_multiple": 7.555555872514937, "revenue_cagr_3y": 0.019483594737773835, "revenue_cagr_5y": 0.014444456495729119, "earnings_cagr_3y": 0.2202230515371686, "quarterly_revenue_growth_yoy": 0.010984926698327483, "quarterly_earnings_growth_yoy": 6.600184842883549, "revenue_growth_qoq": -0.3875391320156178, "gross_margin": 0.38080416105006604, "operating_margin": 0.14954999114959902, "net_margin": 0.05598491347031031, "roa_ttm": 0.029095654333323263, "roe_ttm": 0.09538937986878908, "debt_to_ebitda": 2.6448982502688194, "net_debt_to_ebitda": 2.617557272521445, "interest_coverage": 32.316275843551416, "debt_to_equity": 0.8333420958538298, "current_ratio": 0.6174204422467461, "quick_ratio": 0.4233362014037136, "fcf_to_ebitda": 0.012629138829824431, "capex_to_revenue": 0.3078542548111927, "working_capital_to_revenue": -0.15786296615336023, "capital_efficiency": 0.062242517101056175, "financial_health": -0.7527069918948404, "margin_quality": 0.19544635522332512, "growth_momentum": 3.3055848847909384, "company_age_years": 31.449691991786448, "ebitda": 1444279000.0, "spy_multiple": 15.0, "sector_multiple": 9.958475060501176, "sector_premium_over_spy": -0.3361016626332549}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2016-03-31", "company_multiple": 8.731888809648575, "revenue_cagr_3y": -0.004625832612213054, "revenue_cagr_5y": 0.0052783277051724475, "earnings_cagr_3y": -0.43311694773945464, "quarterly_revenue_growth_yoy": 0.00886148932017717, "quarterly_earnings_growth_yoy": -0.7237935739982633, "revenue_growth_qoq": -0.07796930953256266, "gross_margin": 0.3140835274016602, "operating_margin": 0.0740762618379218, "net_margin": 0.006575925879435944, "roa_ttm": 0.028026682206460134, "roe_ttm": 0.09251915054764143, "debt_to_ebitda": 2.8599454689641064, "net_debt_to_ebitda": 2.8497986611033426, "interest_coverage": 31.36067842784015, "debt_to_equity": 0.8874810624958831, "current_ratio": 0.520855008695367, "quick_ratio": 0.3453044387358109, "fcf_to_ebitda": -0.0764709508744301, "capex_to_revenue": 0.3437336761304293, "working_capital_to_revenue": -0.21702146375540463, "capital_efficiency": 0.06027291637705078, "financial_health": -0.7518793774594711, "margin_quality": 0.13157857170633933, "growth_momentum": -0.35746604233904306, "company_age_years": 31.698836413415467, "ebitda": 1427444000.0, "spy_multiple": 15.0, "sector_multiple": 10.919997893628226, "sector_premium_over_spy": -0.27200014042478493}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2020-06-30", "company_multiple": 9.690632051367356, "revenue_cagr_3y": -0.005320517708016448, "revenue_cagr_5y": 0.008595600039986051, "earnings_cagr_3y": 0.049546219886421605, "quarterly_revenue_growth_yoy": 0.06910745358544729, "quarterly_earnings_growth_yoy": 0.34298796350896665, "revenue_growth_qoq": 0.4043629991086671, "gross_margin": 0.5075527920911369, "operating_margin": 0.28170914058886176, "net_margin": 0.2082477221140503, "roa_ttm": 0.031067641050151373, "roe_ttm": 0.10926828042018653, "debt_to_ebitda": 4.190506354381529, "net_debt_to_ebitda": 4.186006387650543, "interest_coverage": 25.93845463488721, "debt_to_equity": 1.1472521851470117, "current_ratio": 0.7665847123993309, "quick_ratio": 0.5422908746072979, "fcf_to_ebitda": -0.23101670104464703, "capex_to_revenue": 0.38434262133554686, "working_capital_to_revenue": -0.10115973073810684, "capital_efficiency": 0.07016796073516895, "financial_health": -1.0784536387257664, "margin_quality": 0.332503218264683, "growth_momentum": 0.20604770854720697, "company_age_years": 35.94798083504449, "ebitda": 1502900000.0, "spy_multiple": 20.0, "sector_multiple": 12.503436468646864, "sector_premium_over_spy": -0.37482817656765677}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2020-09-30", "company_multiple": 9.379433948905314, "revenue_cagr_3y": 0.019661506195608247, "revenue_cagr_5y": 0.009066503429044026, "earnings_cagr_3y": 0.07854964097768713, "quarterly_revenue_growth_yoy": 0.053505790708161916, "quarterly_earnings_growth_yoy": 0.10918546414069605, "revenue_growth_qoq": 0.3495207564625265, "gross_margin": 0.5295802873014848, "operating_margin": 0.3627003884413006, "net_margin": 0.27610340685260515, "roa_ttm": 0.0320954629036564, "roe_ttm": 0.10852407288270284, "debt_to_ebitda": 4.122713611046617, "net_debt_to_ebitda": 4.006671318751132, "interest_coverage": 27.58482598444593, "debt_to_equity": 1.1064855155951, "current_ratio": 1.168625239398964, "quick_ratio": 0.8962269759251404, "fcf_to_ebitda": -0.26192341155128734, "capex_to_revenue": 0.371007720369513, "working_capital_to_revenue": 0.0596920952379869, "capital_efficiency": 0.07030976789317962, "financial_health": -1.0721113579451886, "margin_quality": 0.3894613608651302, "growth_momentum": 0.08134562742442898, "company_age_years": 36.199863107460644, "ebitda": 1567756000.0, "spy_multiple": 20.0, "sector_multiple": 13.23784178863982, "sector_premium_over_spy": -0.33810791056800904}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2021-03-31", "company_multiple": 10.023400596107003, "revenue_cagr_3y": 0.0018065242114402302, "revenue_cagr_5y": 0.005638633550050232, "earnings_cagr_3y": 1.2283652912524734, "quarterly_revenue_growth_yoy": 0.05218829785626879, "quarterly_earnings_growth_yoy": 0.18831060580802186, "revenue_growth_qoq": -0.06003824762706809, "gross_margin": 0.38507196956100365, "operating_margin": 0.06824939875803152, "net_margin": 0.0511734089522237, "roa_ttm": 0.027555928864387992, "roe_ttm": 0.09788041071947708, "debt_to_ebitda": 4.247921518657747, "net_debt_to_ebitda": 4.2371025350585505, "interest_coverage": 27.921870609721832, "debt_to_equity": 1.1885796713990775, "current_ratio": 0.8791778995492817, "quick_ratio": 0.6243210478729361, "fcf_to_ebitda": -0.22993704964141126, "capex_to_revenue": 0.3728661970489244, "working_capital_to_revenue": -0.044389838871835, "capital_efficiency": 0.06271816979193254, "financial_health": -1.136855959798378, "margin_quality": 0.16816492575708628, "growth_momentum": 0.12024945183214533, "company_age_years": 36.69815195071869, "ebitda": 1589983000.0, "spy_multiple": 20.0, "sector_multiple": 12.77502058590657, "sector_premium_over_spy": -0.36124897070467143}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2021-09-30", "company_multiple": 9.472419034629644, "revenue_cagr_3y": 0.010462942500105266, "revenue_cagr_5y": 0.02312818500216718, "earnings_cagr_3y": 0.02556826450046623, "quarterly_revenue_growth_yoy": 0.042848112516450765, "quarterly_earnings_growth_yoy": -0.018979594193526034, "revenue_growth_qoq": 0.30792832584686414, "gross_margin": 0.4956346397564999, "operating_margin": 0.32820308594508407, "net_margin": 0.25973396603411875, "roa_ttm": 0.02654781499472707, "roe_ttm": 0.09427139814568558, "debt_to_ebitda": 4.427830714891945, "net_debt_to_ebitda": 4.41196317009924, "interest_coverage": 27.535156648637617, "debt_to_equity": 1.18192288293113, "current_ratio": 1.0363139280294096, "quick_ratio": 0.8052759515345395, "fcf_to_ebitda": -0.313239467243848, "capex_to_revenue": 0.3635838704260801, "working_capital_to_revenue": 0.01598824753953548, "capital_efficiency": 0.060409606570206324, "financial_health": -1.1139393768407528, "margin_quality": 0.3611905639119009, "growth_momentum": 0.011934259161462365, "company_age_years": 37.19917864476386, "ebitda": 1618902000.0, "spy_multiple": 20.0, "sector_multiple": 12.392536660100678, "sector_premium_over_spy": -0.38037316699496615}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2021-12-31", "company_multiple": 9.090294336014432, "revenue_cagr_3y": 0.01838134451240303, "revenue_cagr_5y": 0.0156440646462066, "earnings_cagr_3y": 0.018916880400365654, "quarterly_revenue_growth_yoy": 0.07813636615152485, "quarterly_earnings_growth_yoy": 2.422515600020628, "revenue_growth_qoq": -0.38937163578326534, "gross_margin": 0.35035557052138244, "operating_margin": 0.0626107050448328, "net_margin": 0.034529333785646245, "roa_ttm": 0.028119518132389883, "roe_ttm": 0.10475771223460092, "debt_to_ebitda": 4.390033636887649, "net_debt_to_ebitda": 4.384164108916866, "interest_coverage": 28.332716111166718, "debt_to_equity": 1.2624323592157394, "current_ratio": 0.8828774370769819, "quick_ratio": 0.673888036045943, "fcf_to_ebitda": -0.36119234612139545, "capex_to_revenue": 0.3873656454604366, "working_capital_to_revenue": -0.05409514345390901, "capital_efficiency": 0.0664386151834954, "financial_health": -1.1701363106413674, "margin_quality": 0.14916520311728718, "growth_momentum": 1.2503259830860765, "company_age_years": 37.451060917180016, "ebitda": 1698433000.0, "spy_multiple": 20.0, "sector_multiple": 13.0561770256466, "sector_premium_over_spy": -0.34719114871767}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2018-03-31", "company_multiple": 6.763471138845554, "revenue_cagr_3y": -0.09951646339961706, "revenue_cagr_5y": -0.07940798826636164, "earnings_cagr_3y": 0.6888429002110943, "quarterly_revenue_growth_yoy": -0.21194715680643308, "quarterly_earnings_growth_yoy": 29.5, "revenue_growth_qoq": 0.03939393939393939, "gross_margin": 0.24088921282798834, "operating_margin": 0.22048104956268222, "net_margin": 0.24927113702623907, "roa_ttm": 0.0048506431707242195, "roe_ttm": 0.04948324459755716, "debt_to_ebitda": 5.118564742589704, "net_debt_to_ebitda": 4.803432137285491, "interest_coverage": 14.458646616541353, "debt_to_equity": 6.16536172878171, "current_ratio": 1.1152584085315833, "quick_ratio": 0.9985643970467596, "fcf_to_ebitda": 0.02860114404576183, "capex_to_revenue": 0.20584379097209216, "working_capital_to_revenue": 0.05263157894736842, "capital_efficiency": 0.02716694388414069, "financial_health": -5.493953185535058, "margin_quality": 0.2368804664723032, "growth_momentum": 14.644026421596783, "company_age_years": 26.765229295003422, "ebitda": 3846000000.0, "spy_multiple": 15.0, "sector_multiple": 10.446924615565484, "sector_premium_over_spy": -0.3035383589623011}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2018-06-30", "company_multiple": 6.969487898089172, "revenue_cagr_3y": -0.1145545507342961, "revenue_cagr_5y": -0.08443554848467316, "earnings_cagr_3y": 0.6137997197832634, "quarterly_revenue_growth_yoy": -0.02870264064293915, "quarterly_earnings_growth_yoy": 4.471698113207547, "revenue_growth_qoq": -0.07507288629737609, "gross_margin": 0.2371946414499606, "operating_margin": 0.22340425531914893, "net_margin": 0.11426319936958235, "roa_ttm": 0.01211767954106206, "roe_ttm": 0.1193714113025083, "debt_to_ebitda": 4.991337579617834, "net_debt_to_ebitda": 4.700891719745223, "interest_coverage": 15.637450199203187, "debt_to_equity": 5.920519794499849, "current_ratio": 1.3237356034051078, "quick_ratio": 1.1777666499749624, "fcf_to_ebitda": 0.10318471337579618, "capex_to_revenue": 0.19315288126002075, "working_capital_to_revenue": 0.12194661888144864, "capital_efficiency": 0.06574454542178518, "financial_health": -5.512322711878562, "margin_quality": 0.1916206987128973, "growth_momentum": 2.221497736282304, "company_age_years": 27.014373716632445, "ebitda": 3925000000.0, "spy_multiple": 15.0, "sector_multiple": 11.059692226054656, "sector_premium_over_spy": -0.26268718492968957}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2018-09-30", "company_multiple": 7.110258064516129, "revenue_cagr_3y": -0.06944721515735663, "revenue_cagr_5y": -0.06614944266617262, "earnings_cagr_3y": -0.16773994380664625, "quarterly_revenue_growth_yoy": 0.05856023871689668, "quarterly_earnings_growth_yoy": -0.35526315789473684, "revenue_growth_qoq": 0.1182033096926714, "gross_margin": 0.23713883016208598, "operating_margin": 0.2219873150105708, "net_margin": 0.03453136011275546, "roa_ttm": 0.010495860137277232, "roe_ttm": 0.10317700453857791, "debt_to_ebitda": 5.005419354838709, "net_debt_to_ebitda": 4.699096774193548, "interest_coverage": 15.881147540983607, "debt_to_equity": 5.868683812405446, "current_ratio": 1.2391895231035335, "quick_ratio": 1.1003212255992092, "fcf_to_ebitda": 0.07716129032258065, "capex_to_revenue": 0.20278810408921932, "working_capital_to_revenue": 0.08996282527881042, "capital_efficiency": 0.05683643233792757, "financial_health": -5.43638437569164, "margin_quality": 0.1645525017618041, "growth_momentum": -0.14835145958892007, "company_age_years": 27.266255989048595, "ebitda": 3875000000.0, "spy_multiple": 15.0, "sector_multiple": 11.139044928705946, "sector_premium_over_spy": -0.2573970047529369}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2019-06-30", "company_multiple": 9.403534428300695, "revenue_cagr_3y": -0.10556438955673597, "revenue_cagr_5y": -0.10447082446287026, "earnings_cagr_3y": -0.3291665584924922, "quarterly_revenue_growth_yoy": -0.021670606776989756, "quarterly_earnings_growth_yoy": -0.9448275862068966, "revenue_growth_qoq": -0.06301886792452831, "gross_margin": 0.20257752718485703, "operating_margin": 0.18284333467579542, "net_margin": 0.00644381796214257, "roa_ttm": 0.011914074252361755, "roe_ttm": 0.12344139650872818, "debt_to_ebitda": 6.239734680985471, "net_debt_to_ebitda": 5.870499052432091, "interest_coverage": 11.902255639097744, "debt_to_equity": 6.158042394014963, "current_ratio": 1.3649183572488868, "quick_ratio": 1.2422068283028205, "fcf_to_ebitda": 0.07770056854074542, "capex_to_revenue": 0.20740111394317, "working_capital_to_revenue": 0.13924289625224204, "capital_efficiency": 0.06767773538054497, "financial_health": -5.784031407131128, "margin_quality": 0.13062155994093166, "growth_momentum": -0.48324909649194314, "company_age_years": 28.01368925393566, "ebitda": 3166000000.0, "spy_multiple": 15.0, "sector_multiple": 12.471463213006338, "sector_premium_over_spy": -0.16856911913291084}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2019-09-30", "company_multiple": 9.053613496932515, "revenue_cagr_3y": -0.09333541532466505, "revenue_cagr_5y": -0.09981928021408792, "earnings_cagr_3y": 0.07297628793540656, "quarterly_revenue_growth_yoy": -0.07505285412262157, "quarterly_earnings_growth_yoy": 1.1428571428571428, "revenue_growth_qoq": 0.057188884414015304, "gross_margin": 0.2674285714285714, "operating_margin": 0.2518095238095238, "net_margin": 0.08, "roa_ttm": 0.015199114382311581, "roe_ttm": 0.16178343949044585, "debt_to_ebitda": 6.061656441717791, "net_debt_to_ebitda": 5.710429447852761, "interest_coverage": 13.47107438016529, "debt_to_equity": 6.2933121019108285, "current_ratio": 1.095972750951713, "quick_ratio": 0.996794229613304, "fcf_to_ebitda": 0.08588957055214724, "capex_to_revenue": 0.20780346820809248, "working_capital_to_revenue": 0.04614643545279384, "capital_efficiency": 0.08849127693637872, "financial_health": -5.659691198192785, "margin_quality": 0.19974603174603175, "growth_momentum": 0.5339021443672606, "company_age_years": 28.265571526351813, "ebitda": 3260000000.0, "spy_multiple": 15.0, "sector_multiple": 12.903301627033793, "sector_premium_over_spy": -0.1397798915310805}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 22.36133445086705, "revenue_cagr_3y": -0.00553843878084781, "revenue_cagr_5y": 0.021021366935352503, "earnings_cagr_3y": 0.21756314219120432, "quarterly_revenue_growth_yoy": 0.026560883063125217, "quarterly_earnings_growth_yoy": 0.6687631027253669, "revenue_growth_qoq": 0.012244897959183673, "gross_margin": 0.3299731182795699, "operating_margin": 0.28393817204301075, "net_margin": 0.2674731182795699, "roa_ttm": 0.03685590031189141, "roe_ttm": 0.12499379252122958, "debt_to_ebitda": 6.478381502890174, "net_debt_to_ebitda": 5.9588439306358385, "interest_coverage": 15.336879432624114, "debt_to_equity": 1.3914187813477679, "current_ratio": 0.445429908844543, "quick_ratio": 0.4276094276094276, "fcf_to_ebitda": -0.07213872832369943, "capex_to_revenue": 0.43336088913382936, "working_capital_to_revenue": -0.6202810691650592, "capital_efficiency": 0.0809248464165605, "financial_health": -0.9701269024008641, "margin_quality": 0.2937948028673835, "growth_momentum": 0.34766199289424604, "company_age_years": 21.754962354551676, "ebitda": 4325000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 29.508354387096773, "revenue_cagr_3y": 0.1702893644114012, "revenue_cagr_5y": 0.06991218456988313, "earnings_cagr_3y": 0.19107818149689648, "quarterly_revenue_growth_yoy": 0.29405326523166725, "quarterly_earnings_growth_yoy": 0.48089887640449436, "revenue_growth_qoq": -0.07146596858638743, "gross_margin": 0.9185226952354102, "operating_margin": 0.17507753030730194, "net_margin": 0.18579080913447985, "roa_ttm": 0.017120478420788017, "roe_ttm": 0.04817393246714568, "debt_to_ebitda": 6.43151364764268, "net_debt_to_ebitda": 5.952357320099256, "interest_coverage": 14.870848708487085, "debt_to_equity": 0.9649305684821861, "current_ratio": 0.7817218543046358, "quick_ratio": 0.7317880794701986, "fcf_to_ebitda": -0.24838709677419354, "capex_to_revenue": 0.3481439820022497, "working_capital_to_revenue": -0.11586051743532058, "capital_efficiency": 0.03264720544396685, "financial_health": -0.8925484580693492, "margin_quality": 0.42646367822573067, "growth_momentum": 0.3874760708180808, "company_age_years": 24.00273785078713, "ebitda": 4030000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "SRE", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 26.027209307742076, "revenue_cagr_3y": 0.09458984741893173, "revenue_cagr_5y": 0.062117293035716115, "earnings_cagr_3y": -0.12899952803393233, "quarterly_revenue_growth_yoy": 0.2004646531695984, "quarterly_earnings_growth_yoy": 1.880690737833595, "revenue_growth_qoq": 0.01973498731322244, "gross_margin": 0.9059994470555709, "operating_margin": 0.12966546862040365, "net_margin": 0.155100912358308, "roa_ttm": 0.03297910352950518, "roe_ttm": 0.09212569316081332, "debt_to_ebitda": 5.733232693551866, "net_debt_to_ebitda": 5.585507871468622, "interest_coverage": 16.44326241134752, "debt_to_equity": 0.9828096118299445, "current_ratio": 0.569806023481368, "quick_ratio": 0.5052322613578356, "fcf_to_ebitda": -0.5678240241535476, "capex_to_revenue": 0.333760453196655, "working_capital_to_revenue": -0.22734016725114647, "capital_efficiency": 0.06255239834515924, "financial_health": -0.8718958997208949, "margin_quality": 0.39692194267809416, "growth_momentum": 1.0405776955015968, "company_age_years": 24.254620123203285, "ebitda": 4637000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 442.2543859649123, "revenue_cagr_3y": -0.03580931521181119, "revenue_cagr_5y": -0.005402647756558743, "earnings_cagr_3y": -0.050430795386721905, "quarterly_revenue_growth_yoy": 0.10779082177161152, "quarterly_earnings_growth_yoy": 1.7401129943502824, "revenue_growth_qoq": -0.10246433203631647, "gross_margin": 0.2697495183044316, "operating_margin": 0.14258188824662812, "net_margin": 0.06310211946050097, "roa_ttm": -0.01995645863570392, "roe_ttm": -0.07372654155495978, "debt_to_ebitda": 184.0701754385965, "net_debt_to_ebitda": 164.71052631578948, "interest_coverage": 0.7651006711409396, "debt_to_equity": 1.5627047959487639, "current_ratio": 0.7772876228888329, "quick_ratio": 0.6847743887068314, "fcf_to_ebitda": -14.728070175438596, "capex_to_revenue": 0.2911852802738554, "working_capital_to_revenue": -0.18902439024390244, "capital_efficiency": -0.04684150009533185, "financial_health": -1.1821272340835798, "margin_quality": 0.15847784200385356, "growth_momentum": 0.923951908060947, "company_age_years": 42.49144421629021, "ebitda": 114000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "PEG", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 19.689256198347106, "revenue_cagr_3y": -0.004363057236349666, "revenue_cagr_5y": 0.0007941420054178305, "earnings_cagr_3y": -0.3435525961990661, "quarterly_revenue_growth_yoy": 0.19390436153441934, "quarterly_earnings_growth_yoy": 1.0728900255754477, "revenue_growth_qoq": 0.09441233140655106, "gross_margin": 0.21786971830985916, "operating_margin": 0.0761443661971831, "net_margin": 0.05017605633802817, "roa_ttm": 0.01441109319033954, "roe_ttm": 0.05192060976530073, "debt_to_ebitda": 8.227272727272727, "net_debt_to_ebitda": 8.071487603305785, "interest_coverage": 14.846625766871165, "debt_to_equity": 1.5025281110859559, "current_ratio": 0.6031442844548928, "quick_ratio": 0.45812518366147514, "fcf_to_ebitda": -0.6268595041322315, "capex_to_revenue": 0.2856848821652774, "working_capital_to_revenue": -0.27796645055058145, "capital_efficiency": 0.033165851477820134, "financial_health": -1.2108791650826292, "margin_quality": 0.11473004694835681, "growth_momentum": 0.6333971935549335, "company_age_years": 42.743326488706366, "ebitda": 2420000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "WEC", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 14.701553359397625, "revenue_cagr_3y": -0.029178997365442383, "revenue_cagr_5y": 0.08724446467277835, "earnings_cagr_3y": 0.08262756752175138, "quarterly_revenue_growth_yoy": -0.1130646925212417, "quarterly_earnings_growth_yoy": 0.07712449416805522, "revenue_growth_qoq": 0.0827214377406932, "gross_margin": 0.4354548041354453, "operating_margin": 0.2971639950678175, "net_margin": 0.2145973631793607, "roa_ttm": 0.03348625696912627, "roe_ttm": 0.11242951467540604, "debt_to_ebitda": 4.60331595713872, "net_debt_to_ebitda": 4.597741094700261, "interest_coverage": 21.347758887171562, "debt_to_equity": 1.2257169020193743, "current_ratio": 0.6479966288583769, "quick_ratio": 0.5106577237770833, "fcf_to_ebitda": -0.035403996524761075, "capex_to_revenue": 0.3305763478212922, "working_capital_to_revenue": -0.13818011386350165, "capital_efficiency": 0.07295788582226616, "financial_health": -1.0786171121222936, "margin_quality": 0.31573872079420784, "growth_momentum": -0.017970099176593236, "company_age_years": 35.42778918548939, "ebitda": 2762400000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "ES", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 14.473559167019467, "revenue_cagr_3y": 0.04083897166966066, "revenue_cagr_5y": -0.011372415491957888, "earnings_cagr_3y": 0.08864380091742596, "quarterly_revenue_growth_yoy": -0.017412922966877943, "quarterly_earnings_growth_yoy": 0.08447314029506477, "revenue_growth_qoq": 0.1576971360514557, "gross_margin": 0.4866163997024088, "operating_margin": 0.2271197265396259, "net_margin": 0.14102427997165637, "roa_ttm": 0.02245259944623862, "roe_ttm": 0.0707896377550387, "debt_to_ebitda": 5.326560604572938, "net_debt_to_ebitda": 5.309870728685084, "interest_coverage": 21.092996325576216, "debt_to_equity": 1.1457760343789185, "current_ratio": 0.7546969220421083, "quick_ratio": 0.6703243111436235, "fcf_to_ebitda": -0.3379966447806702, "capex_to_revenue": 0.349148272524505, "working_capital_to_revenue": -0.09817519297760927, "capital_efficiency": 0.04662111860063866, "financial_health": -1.0509905593355409, "margin_quality": 0.2849201354045637, "growth_momentum": 0.03353010866409341, "company_age_years": 35.58658453114305, "ebitda": 2841543000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "DTE", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 15.923175182481751, "revenue_cagr_3y": 0.19464889332789137, "revenue_cagr_5y": 0.11517336044146531, "earnings_cagr_3y": -0.4120007411112129, "quarterly_revenue_growth_yoy": 0.6299238662694472, "quarterly_earnings_growth_yoy": -0.7932960893854749, "revenue_growth_qoq": 0.07581385186803583, "gross_margin": 0.13383428107229894, "operating_margin": 0.03716490658001625, "net_margin": 0.007514216084484159, "roa_ttm": 0.01844411095512417, "roe_ttm": 0.08887333799860042, "debt_to_ebitda": 6.973357664233577, "net_debt_to_ebitda": 6.9489051094890515, "interest_coverage": 17.018633540372672, "debt_to_equity": 2.228481455563331, "current_ratio": 0.5936185641769398, "quick_ratio": 0.46961566352429296, "fcf_to_ebitda": -0.4167883211678832, "capex_to_revenue": 0.19196103677993617, "working_capital_to_revenue": -0.15686054973968538, "capital_efficiency": 0.0536587244768623, "financial_health": -1.8187654908768531, "margin_quality": 0.059504467912266455, "growth_momentum": -0.08168611155801386, "company_age_years": 52.49007529089665, "ebitda": 2740000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 14.33152316438075, "revenue_cagr_3y": -0.02121592551543583, "revenue_cagr_5y": -0.03630165360533255, "earnings_cagr_3y": 0.14282185118479118, "quarterly_revenue_growth_yoy": -0.0698981140289027, "quarterly_earnings_growth_yoy": -0.5156146257714989, "revenue_growth_qoq": -0.014265895465470173, "gross_margin": 0.43707530429358527, "operating_margin": 0.1646998429040462, "net_margin": 0.05079724239538987, "roa_ttm": 0.021120395538170095, "roe_ttm": 0.10856676278395656, "debt_to_ebitda": 5.315979765832536, "net_debt_to_ebitda": 4.9523547159650105, "interest_coverage": 9.89111985808284, "debt_to_equity": 2.093156110539089, "current_ratio": 0.660350827750165, "quick_ratio": 0.4943936786331666, "fcf_to_ebitda": -0.4522252963857409, "capex_to_revenue": 0.4482877160250925, "working_capital_to_revenue": -0.1910935486009187, "capital_efficiency": 0.06484357916106333, "financial_health": -1.7550679094318418, "margin_quality": 0.21752412986434044, "growth_momentum": -0.29275636990020076, "company_age_years": 47.83025325119781, "ebitda": 4025666000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 17.334463953417323, "revenue_cagr_3y": 0.033164313883232044, "revenue_cagr_5y": 0.021427790749783293, "earnings_cagr_3y": 0.03179113215322715, "quarterly_revenue_growth_yoy": 0.011630539243359377, "quarterly_earnings_growth_yoy": -0.17559450972297985, "revenue_growth_qoq": 0.05710615708757093, "gross_margin": 0.42375913201351667, "operating_margin": 0.1966903237575684, "net_margin": 0.09715089865093775, "roa_ttm": 0.017927741714569855, "roe_ttm": 0.09160295174175667, "debt_to_ebitda": 6.5599704051762, "net_debt_to_ebitda": 6.398813450622309, "interest_coverage": 17.882814938959267, "debt_to_equity": 2.438799641642776, "current_ratio": 0.7158061860629458, "quick_ratio": 0.4908810716020424, "fcf_to_ebitda": -0.7696053074057808, "capex_to_revenue": 0.5297810806961932, "working_capital_to_revenue": -0.12943157271881253, "capital_efficiency": 0.054765346728163265, "financial_health": -2.2236473620094417, "margin_quality": 0.2392001181406743, "growth_momentum": -0.08198198523981023, "company_age_years": 49.828884325804246, "ebitda": 4353464000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 16.94218842658793, "revenue_cagr_3y": 0.08390250543840483, "revenue_cagr_5y": 0.05332112889262852, "earnings_cagr_3y": -0.12258072395503217, "quarterly_revenue_growth_yoy": 0.20308709564256025, "quarterly_earnings_growth_yoy": 115.56456241032998, "revenue_growth_qoq": 0.17973748447231946, "gross_margin": 0.3999742577453555, "operating_margin": 0.02389611674848816, "net_margin": 0.047037932419807284, "roa_ttm": 0.0213354427305352, "roe_ttm": 0.1053512660959763, "debt_to_ebitda": 6.2843044967603445, "net_debt_to_ebitda": 6.148584165988716, "interest_coverage": 13.109987419839833, "debt_to_equity": 2.2927688388063987, "current_ratio": 0.8653453911901133, "quick_ratio": 0.6428907457483062, "fcf_to_ebitda": -0.9050613713747544, "capex_to_revenue": 0.505069798962824, "working_capital_to_revenue": -0.06042573597819891, "capital_efficiency": 0.06334335441325575, "financial_health": -2.085756445434143, "margin_quality": 0.15696943563788365, "growth_momentum": 57.88382475298627, "company_age_years": 50.078028747433265, "ebitda": 4272676000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "ETR", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 15.600390857757489, "revenue_cagr_3y": 0.10336763605467691, "revenue_cagr_5y": 0.05396883749533332, "earnings_cagr_3y": 0.15027432405802243, "quarterly_revenue_growth_yoy": 0.25796175494970675, "quarterly_earnings_growth_yoy": 0.03790075487832885, "revenue_growth_qoq": 0.24252473200368993, "gross_margin": 0.3801925513468283, "operating_margin": 0.22630768629040574, "net_margin": 0.13176883882506463, "roa_ttm": 0.021264429453044704, "roe_ttm": 0.10367390959471993, "debt_to_ebitda": 6.3543260526205545, "net_debt_to_ebitda": 6.123348443493876, "interest_coverage": 19.100228611624022, "debt_to_equity": 2.282226350739988, "current_ratio": 0.8951936473120901, "quick_ratio": 0.6897261114157477, "fcf_to_ebitda": -0.9635853110273175, "capex_to_revenue": 0.4756630598374838, "working_capital_to_revenue": -0.04881645430912462, "capital_efficiency": 0.06246916952388232, "financial_health": -2.0196270083412, "margin_quality": 0.24608969215409957, "growth_momentum": 0.1479312549140178, "company_age_years": 50.32991101984942, "ebitda": 4344538000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 33.206403897254205, "revenue_cagr_3y": 0.024908982149226544, "revenue_cagr_5y": -0.03906369663139908, "earnings_cagr_3y": -0.09275265381834752, "quarterly_revenue_growth_yoy": 0.08273244781783681, "quarterly_earnings_growth_yoy": 1.777027027027027, "revenue_growth_qoq": 0.029963898916967508, "gross_margin": 0.18647038205397826, "operating_margin": 0.16824395373291273, "net_margin": 0.04030844724851034, "roa_ttm": -0.004329254213807435, "roe_ttm": -0.049277266754270695, "debt_to_ebitda": 17.937998228520815, "net_debt_to_ebitda": 17.002657218777678, "interest_coverage": 4.804255319148936, "debt_to_equity": 6.6530880420499345, "current_ratio": 1.0676168955327656, "quick_ratio": 0.9480271162871545, "fcf_to_ebitda": -0.3046944198405669, "capex_to_revenue": 0.21566901408450703, "working_capital_to_revenue": 0.034242957746478876, "capital_efficiency": -0.026803260484039065, "financial_health": -5.8821370306238885, "margin_quality": 0.13167426101180044, "growth_momentum": 0.9298797374224319, "company_age_years": 30.765229295003422, "ebitda": 1129000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "AES", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 29.541914722445696, "revenue_cagr_3y": 0.11379709957089057, "revenue_cagr_5y": 0.06230725702691209, "earnings_cagr_3y": 0.2609201946830686, "quarterly_revenue_growth_yoy": 0.1942706618373395, "quarterly_earnings_growth_yoy": 0.22740524781341107, "revenue_growth_qoq": 0.1783625730994152, "gross_margin": 0.24731182795698925, "operating_margin": 0.23325062034739455, "net_margin": 0.11607389026743865, "roa_ttm": -0.00727994705493051, "roe_ttm": -0.08066881783514226, "debt_to_ebitda": 17.864038616251005, "net_debt_to_ebitda": 16.614641995172967, "interest_coverage": 4.655430711610487, "debt_to_equity": 6.513640363743034, "current_ratio": 1.2924432395798036, "quick_ratio": 1.1233480176211454, "fcf_to_ebitda": -0.9018503620273531, "capex_to_revenue": 0.26711550940947437, "working_capital_to_revenue": 0.1400064892926671, "capital_efficiency": -0.04397438244503639, "financial_health": -5.8837928176650784, "margin_quality": 0.1988787795239408, "growth_momentum": 0.21083795482537526, "company_age_years": 31.266255989048595, "ebitda": 1243000000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 7.329558532001187, "revenue_cagr_3y": -0.00038079284744951813, "revenue_cagr_5y": -0.001887063288578572, "earnings_cagr_3y": -0.16369126163494563, "quarterly_revenue_growth_yoy": -0.07702859554711407, "quarterly_earnings_growth_yoy": -0.35832414553472985, "revenue_growth_qoq": 0.04842382835910344, "gross_margin": 0.30593346290156626, "operating_margin": 0.13947639190579628, "net_margin": 0.06653709843374872, "roa_ttm": 0.020942114423670766, "roe_ttm": 0.08038298134351334, "debt_to_ebitda": 3.9207636759323377, "net_debt_to_ebitda": 3.7766346819665646, "interest_coverage": 24.65609756097561, "debt_to_equity": 1.220214272520165, "current_ratio": 1.0596228979106506, "quick_ratio": 0.9163410905384746, "fcf_to_ebitda": -0.06884954001384905, "capex_to_revenue": 0.21926545627150826, "working_capital_to_revenue": 0.020825916696333213, "capital_efficiency": 0.05066254788359205, "financial_health": -1.059922693944743, "margin_quality": 0.1706489844137037, "growth_momentum": -0.21767637054092195, "company_age_years": 40.24366872005476, "ebitda": 10109000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 9.177244987882794, "revenue_cagr_3y": -0.17471502456052035, "revenue_cagr_5y": -0.09463131411248316, "earnings_cagr_3y": -0.1301273397492717, "quarterly_revenue_growth_yoy": 0.15004317789291882, "quarterly_earnings_growth_yoy": 3.065743944636678, "revenue_growth_qoq": -0.44694767441860467, "gross_margin": 0.3887741693260747, "operating_margin": 0.16895062887178525, "net_margin": 0.1120705838182842, "roa_ttm": 0.027961768322941165, "roe_ttm": 0.11034013026265378, "debt_to_ebitda": 4.302930160828376, "net_debt_to_ebitda": 4.0301828596607185, "interest_coverage": 26.857988165680474, "debt_to_equity": 1.6628496019752246, "current_ratio": 0.9432541980312681, "quick_ratio": 0.8839606253618992, "fcf_to_ebitda": -0.18814716897995154, "capex_to_revenue": 0.32560187903699356, "working_capital_to_revenue": -0.020551967116852612, "capital_efficiency": 0.06915094929279747, "financial_health": -1.463562477572292, "margin_quality": 0.2232651273387147, "growth_momentum": 1.6078935612647984, "company_age_years": 42.24229979466119, "ebitda": 9078000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "EXC", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 10.187032803180914, "revenue_cagr_3y": -0.18003021029567967, "revenue_cagr_5y": -0.11074257648649788, "earnings_cagr_3y": -0.01326046206394682, "quarterly_revenue_growth_yoy": 0.05447761194029851, "quarterly_earnings_growth_yoy": 0.1596009975062344, "revenue_growth_qoq": -0.2042425380138915, "gross_margin": 0.43783911299834866, "operating_margin": 0.16371785798537392, "net_margin": 0.10969568294409059, "roa_ttm": 0.02877729021073731, "roe_ttm": 0.11227595536016233, "debt_to_ebitda": 4.758573558648111, "net_debt_to_ebitda": 4.657181908548708, "interest_coverage": 22.480446927374302, "debt_to_equity": 1.6189127494081839, "current_ratio": 0.9142074461461835, "quick_ratio": 0.8365085294483875, "fcf_to_ebitda": -0.2900099403578529, "capex_to_revenue": 0.30954656913677736, "working_capital_to_revenue": -0.028635551307094467, "capital_efficiency": 0.07052662278544981, "financial_health": -1.5040519192669006, "margin_quality": 0.2370842179759377, "growth_momentum": 0.10703930472326646, "company_age_years": 42.49144421629021, "ebitda": 8048000000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "FE", "sector": "Utilities", "quarter_date": "2020-03-31", "company_multiple": 7.9438472270666205, "revenue_cagr_3y": -0.08635247383570244, "revenue_cagr_5y": -0.07014395268656315, "earnings_cagr_3y": -0.28797930025087826, "quarterly_revenue_growth_yoy": -0.060353798126951096, "quarterly_earnings_growth_yoy": -0.76875, "revenue_growth_qoq": 0.013468013468013467, "gross_margin": 0.707641196013289, "operating_margin": 0.19638242894056848, "net_margin": 0.027316352897748246, "roa_ttm": 0.015823235923022094, "roe_ttm": 0.09773994716759613, "debt_to_ebitda": 0.4077432856644576, "net_debt_to_ebitda": 0.35472619462853155, "interest_coverage": 11.70204081632653, "debt_to_equity": 0.17155855591429411, "current_ratio": 0.5417906410603192, "quick_ratio": 0.4647011090073032, "fcf_to_ebitda": -0.22253226369026857, "capex_to_revenue": 0.25108185249976983, "working_capital_to_revenue": -0.1559709050731977, "capital_efficiency": 0.05678159154530911, "financial_health": -0.0019654446427466877, "margin_quality": 0.31044665928386855, "growth_momentum": -0.41455189906347556, "company_age_years": 22.38740588637919, "ebitda": 2867000000.0, "spy_multiple": 20.0, "sector_multiple": 11.93536032494759, "sector_premium_over_spy": -0.4032319837526205}, {"ticker": "CNP", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 10.742805194805195, "revenue_cagr_3y": 0.07421267422752531, "revenue_cagr_5y": 0.0020391983561975913, "earnings_cagr_3y": 0.4646570245223509, "quarterly_revenue_growth_yoy": 0.08480565371024736, "quarterly_earnings_growth_yoy": 0.4628099173553719, "revenue_growth_qoq": 0.19403630077787382, "gross_margin": 0.34093376764386535, "operating_margin": 0.17263843648208468, "net_margin": 0.19218241042345277, "roa_ttm": 0.046985966706437135, "roe_ttm": 0.1662144508089639, "debt_to_ebitda": 4.506168831168831, "net_debt_to_ebitda": 4.4655844155844155, "interest_coverage": 19.61783439490446, "debt_to_equity": 1.3947341975680836, "current_ratio": 0.9094462540716612, "quick_ratio": 0.7982627578718784, "fcf_to_ebitda": -0.3568181818181818, "capex_to_revenue": 0.39869281045751637, "working_capital_to_revenue": -0.048669467787114847, "capital_efficiency": 0.10660020875770052, "financial_health": -1.2130102150272144, "margin_quality": 0.23525153818313427, "growth_momentum": 0.27380778553280966, "company_age_years": 52.24093086926762, "ebitda": 3080000000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 7.693565257458818, "revenue_cagr_3y": 0.06344113114896688, "revenue_cagr_5y": 0.05262654956816837, "earnings_cagr_3y": 0.8104518056758825, "quarterly_revenue_growth_yoy": -0.6385992886054214, "quarterly_earnings_growth_yoy": 4.303605313092979, "revenue_growth_qoq": 0.013762257010149664, "gross_margin": 0.370948583064653, "operating_margin": 0.141014763278466, "net_margin": 0.4742915323264891, "roa_ttm": 0.07363139243599927, "roe_ttm": 0.22617120604311822, "debt_to_ebitda": 3.0114618131551665, "net_debt_to_ebitda": 2.981856928925239, "interest_coverage": 43.29675810473815, "debt_to_equity": 1.226570014310179, "current_ratio": 0.48957402442657133, "quick_ratio": 0.35269585939827225, "fcf_to_ebitda": -0.08892984679184426, "capex_to_revenue": 0.32161996631450007, "working_capital_to_revenue": -0.26236410963099066, "capital_efficiency": 0.14990129923955875, "financial_health": -1.0510395809611994, "margin_quality": 0.3287516262232027, "growth_momentum": 1.8325030122437789, "company_age_years": 34.25051334702259, "ebitda": 1736200000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 7.427022035186159, "revenue_cagr_3y": 0.1608999723937563, "revenue_cagr_5y": 0.06507453532086949, "earnings_cagr_3y": -0.09977745496639401, "quarterly_revenue_growth_yoy": 0.39192933841357813, "quarterly_earnings_growth_yoy": -0.3525243578387954, "revenue_growth_qoq": 0.36382148311556084, "gross_margin": 0.36369292024387206, "operating_margin": 0.1948488241881299, "net_margin": 0.09095433619509767, "roa_ttm": 0.07199719582489485, "roe_ttm": 0.21712983626582724, "debt_to_ebitda": 2.9065404173242153, "net_debt_to_ebitda": 2.903676427611199, "interest_coverage": 39.51270207852194, "debt_to_equity": 1.1681740233503253, "current_ratio": 0.8015902888867977, "quick_ratio": 0.702079608544274, "fcf_to_ebitda": -0.24151031620784383, "capex_to_revenue": 0.308521506323317, "working_capital_to_revenue": -0.148553915524712, "capital_efficiency": 0.14456351604536105, "financial_health": -0.8329947212778391, "margin_quality": 0.21649869354236653, "growth_momentum": 0.019702490287391378, "company_age_years": 34.49965776865161, "ebitda": 1710900000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "OGE", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 6.515645474260929, "revenue_cagr_3y": 0.1893237053098582, "revenue_cagr_5y": 0.12133619801212148, "earnings_cagr_3y": 0.015566188088097954, "quarterly_revenue_growth_yoy": 0.4701527070800555, "quarterly_earnings_growth_yoy": 0.040792079207920794, "revenue_growth_qoq": 0.5811870100783875, "gross_margin": 0.3663833805476865, "operating_margin": 0.2501573811772112, "net_margin": 0.20679886685552407, "roa_ttm": 0.07415106315455411, "roe_ttm": 0.21046231449996622, "debt_to_ebitda": 2.5956511813719896, "net_debt_to_ebitda": 2.3352927747973977, "interest_coverage": 41.52132701421801, "debt_to_equity": 1.024185376179431, "current_ratio": 0.9130063965884861, "quick_ratio": 0.7834754797441364, "fcf_to_ebitda": 0.011357151010158658, "capex_to_revenue": 0.2861853255677791, "working_capital_to_revenue": -0.05029120828325784, "capital_efficiency": 0.14230668882726016, "financial_health": -0.7628233140356009, "margin_quality": 0.2744465428601406, "growth_momentum": 0.2554723931439882, "company_age_years": 34.75154004106776, "ebitda": 1752200000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2022-03-31", "company_multiple": 9.555551709393008, "revenue_cagr_3y": 0.01899294116939476, "revenue_cagr_5y": 0.02943789463579738, "earnings_cagr_3y": -0.018226530695441, "quarterly_revenue_growth_yoy": 0.12499515416920923, "quarterly_earnings_growth_yoy": -0.5242557728458798, "revenue_growth_qoq": -0.01918491044079228, "gross_margin": 0.3827800048753655, "operating_margin": 0.0695467058737944, "net_margin": 0.021640496674668903, "roa_ttm": 0.02702744215406239, "roe_ttm": 0.10117661540121776, "debt_to_ebitda": 4.4159574375249075, "net_debt_to_ebitda": 4.4078312394371935, "interest_coverage": 28.221468796690036, "debt_to_equity": 1.2798977164083722, "current_ratio": 0.9986616397261904, "quick_ratio": 0.7612645844945608, "fcf_to_ebitda": -0.2924413209726072, "capex_to_revenue": 0.38584555568377527, "working_capital_to_revenue": -0.0005492315256325608, "capital_efficiency": 0.06410202877764008, "financial_health": -1.2179086849687135, "margin_quality": 0.15798906914127628, "growth_momentum": -0.19963030933833525, "company_age_years": 37.6974674880219, "ebitda": 1718885000.0, "spy_multiple": 12.0, "sector_multiple": 13.436450671351873, "sector_premium_over_spy": 0.11970422261265612}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2022-06-30", "company_multiple": 9.622598678258882, "revenue_cagr_3y": 0.06882437670499919, "revenue_cagr_5y": 0.023645153157192178, "earnings_cagr_3y": 0.04461574260665313, "quarterly_revenue_growth_yoy": 0.061404710227153436, "quarterly_earnings_growth_yoy": -0.23822769904078406, "revenue_growth_qoq": 0.3549802113764484, "gross_margin": 0.43713718682564906, "operating_margin": 0.210136115870389, "net_margin": 0.15476763473361282, "roa_ttm": 0.02438284059537417, "roe_ttm": 0.09286122067018163, "debt_to_ebitda": 4.7063310018759585, "net_debt_to_ebitda": 4.688958747964538, "interest_coverage": 26.99996786116021, "debt_to_equity": 1.338395664795112, "current_ratio": 0.8890947999651907, "quick_ratio": 0.6905819086572312, "fcf_to_ebitda": -0.2973417576871435, "capex_to_revenue": 0.41382016749188005, "working_capital_to_revenue": -0.056751606844704275, "capital_efficiency": 0.0586220306327779, "financial_health": -1.2243211194727868, "margin_quality": 0.267346979143217, "growth_momentum": -0.08841149440681531, "company_age_years": 37.946611909650926, "ebitda": 1680208000.0, "spy_multiple": 12.0, "sector_multiple": 12.908386384759815, "sector_premium_over_spy": 0.07569886539665127}, {"ticker": "PNW", "sector": "Utilities", "quarter_date": "2022-09-30", "company_multiple": 9.104153263430346, "revenue_cagr_3y": 0.07270847611729314, "revenue_cagr_5y": 0.04432399453278557, "earnings_cagr_3y": 0.01477795314063357, "quarterly_revenue_growth_yoy": 0.12353640806754651, "quarterly_earnings_growth_yoy": -0.03964708444428749, "revenue_growth_qoq": 0.384490834714021, "gross_margin": 0.45013269871981965, "operating_margin": 0.28408819549470665, "net_margin": 0.22200995869705573, "roa_ttm": 0.023426895058516677, "roe_ttm": 0.08570303478401932, "debt_to_ebitda": 4.7471534135799605, "net_debt_to_ebitda": 4.742963524368925, "interest_coverage": 26.433244609642006, "debt_to_equity": 1.275873267673014, "current_ratio": 0.9784817730471677, "quick_ratio": 0.7650851276915374, "fcf_to_ebitda": -0.30535783870356537, "capex_to_revenue": 0.4239026545919131, "working_capital_to_revenue": -0.010779721959159227, "capital_efficiency": 0.054564964921268, "financial_health": -1.175788090410886, "margin_quality": 0.318743617637194, "growth_momentum": 0.04194466181162951, "company_age_years": 38.19849418206708, "ebitda": 1678326000.0, "spy_multiple": 12.0, "sector_multiple": 12.148360655737704, "sector_premium_over_spy": 0.01236338797814196}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2015-12-31", "company_multiple": 6.730898189758448, "revenue_cagr_3y": 0.8586791488306607, "revenue_cagr_5y": 0.5057275220892268, "earnings_cagr_3y": 1.108914562164744, "quarterly_revenue_growth_yoy": 0.011405445180279618, "quarterly_earnings_growth_yoy": 1.9405940594059405, "revenue_growth_qoq": 0.05070709644540706, "gross_margin": 0.5873651024615012, "operating_margin": 0.10161270765126713, "net_margin": 0.03601309567115315, "roa_ttm": 0.01174002178230508, "roe_ttm": 0.04427130518813795, "debt_to_ebitda": 2.8855068416643395, "net_debt_to_ebitda": 2.245741413013125, "interest_coverage": 16.314350797266513, "debt_to_equity": 1.2481729781965332, "current_ratio": 1.5627623845507976, "quick_ratio": 1.4268471872376154, "fcf_to_ebitda": -0.17383412454621613, "capex_to_revenue": 0.20774966461797648, "working_capital_to_revenue": 0.16728543350076436, "capital_efficiency": 0.028005663485221512, "financial_health": -1.1637935002282345, "margin_quality": 0.24166363526130719, "growth_momentum": 0.9759997522931101, "company_age_years": 8.700889801505818, "ebitda": 7162000000.0, "spy_multiple": 15.0, "sector_multiple": 10.653594741354672, "sector_premium_over_spy": -0.2897603505763552}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2016-03-31", "company_multiple": 5.846922714180758, "revenue_cagr_3y": 0.2281470175018283, "revenue_cagr_5y": 0.4863305432759124, "earnings_cagr_3y": 0.6481013378045248, "quarterly_revenue_growth_yoy": 0.11391103111339676, "quarterly_earnings_growth_yoy": 8.603174603174603, "revenue_growth_qoq": 0.05056384139687159, "gross_margin": 0.5619806094182825, "operating_margin": 0.1348107109879963, "net_margin": 0.05528624192059095, "roa_ttm": 0.020217877360734503, "roe_ttm": 0.07454396632366699, "debt_to_ebitda": 2.433819241982507, "net_debt_to_ebitda": 2.0085131195335277, "interest_coverage": 20.514354066985646, "debt_to_equity": 1.2201824134705332, "current_ratio": 1.4242715337816203, "quick_ratio": 1.270252961895613, "fcf_to_ebitda": 0.004664723032069971, "capex_to_revenue": 0.1794225689911655, "working_capital_to_revenue": 0.12067761619964176, "capital_efficiency": 0.047380921842200746, "financial_health": -1.1410113182213275, "margin_quality": 0.25069252077562326, "growth_momentum": 4.3585428171439995, "company_age_years": 8.950034223134839, "ebitda": 8575000000.0, "spy_multiple": 15.0, "sector_multiple": 12.052312778675812, "sector_premium_over_spy": -0.19651248142161248}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2017-06-30", "company_multiple": 6.302358402365004, "revenue_cagr_3y": 0.12436897407712455, "revenue_cagr_5y": 0.1590263818588904, "earnings_cagr_3y": 0.1411247501534556, "quarterly_revenue_growth_yoy": 0.09970927102401206, "quarterly_earnings_growth_yoy": 1.5822222222222222, "revenue_growth_qoq": 0.062415479038801625, "gross_margin": 0.5727014589248997, "operating_margin": 0.1386468226769803, "net_margin": 0.0568882796435915, "roa_ttm": 0.030301225450051372, "roe_ttm": 0.10375242173957377, "debt_to_ebitda": 1.355409219190969, "net_debt_to_ebitda": 1.3383819379115711, "interest_coverage": 26.843434343434343, "debt_to_equity": 0.7345773427143877, "current_ratio": 0.7680108744902583, "quick_ratio": 0.6311735387403715, "fcf_to_ebitda": -0.4650047036688617, "capex_to_revenue": 0.30089553757696025, "working_capital_to_revenue": -0.052104004477687885, "capital_efficiency": 0.06702682359481257, "financial_health": -0.6705994887893622, "margin_quality": 0.25607885374849043, "growth_momentum": 0.8409657466231171, "company_age_years": 10.198494182067078, "ebitda": 10630000000.0, "spy_multiple": 15.0, "sector_multiple": 10.550818089414399, "sector_premium_over_spy": -0.2966121273723734}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2017-12-31", "company_multiple": 6.274321858245192, "revenue_cagr_3y": 0.09681588960908205, "revenue_cagr_5y": 0.5297407604069009, "earnings_cagr_3y": 1.9926479303357616, "quarterly_revenue_growth_yoy": 0.05739557739557739, "quarterly_earnings_growth_yoy": 5.941025641025641, "revenue_growth_qoq": 0.07385966663339655, "gross_margin": 0.5316479226693931, "operating_margin": 0.10335533042104285, "net_margin": 0.25160330885770055, "roa_ttm": 0.06428298116576676, "roe_ttm": 0.20107274258610755, "debt_to_ebitda": 1.269693047337278, "net_debt_to_ebitda": 1.1569896449704142, "interest_coverage": 26.0, "debt_to_equity": 0.6087592535130103, "current_ratio": 0.7742075553625706, "quick_ratio": 0.6382110290924881, "fcf_to_ebitda": -0.2868897928994083, "capex_to_revenue": 0.2725100975273372, "working_capital_to_revenue": -0.06403310018717367, "capital_efficiency": 0.13267786187593716, "financial_health": -0.5200268427789109, "margin_quality": 0.2955355206493788, "growth_momentum": 2.9992106092106092, "company_age_years": 10.702258726899384, "ebitda": 10816000000.0, "spy_multiple": 15.0, "sector_multiple": 10.766531408278512, "sector_premium_over_spy": -0.28223123944809925}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2018-06-30", "company_multiple": 5.693268481920754, "revenue_cagr_3y": 0.08927772212379215, "revenue_cagr_5y": 0.11161268440295768, "earnings_cagr_3y": 0.29389743040044425, "quarterly_revenue_growth_yoy": 0.03505336336042299, "quarterly_earnings_growth_yoy": 0.3459552495697074, "revenue_growth_qoq": 0.011095169775227164, "gross_margin": 0.5930375555765774, "operating_margin": 0.13716772301579794, "net_margin": 0.07397597199886483, "roa_ttm": 0.06758307983699707, "roe_ttm": 0.2013681060282172, "debt_to_ebitda": 1.189498933901919, "net_debt_to_ebitda": 1.1703980099502487, "interest_coverage": 34.74074074074074, "debt_to_equity": 0.5724241128687473, "current_ratio": 0.7640340480551665, "quick_ratio": 0.6565025320547355, "fcf_to_ebitda": 0.08813077469793888, "capex_to_revenue": 0.13058558989570376, "working_capital_to_revenue": -0.052387331355851115, "capital_efficiency": 0.13447559293260714, "financial_health": -0.5127337233684683, "margin_quality": 0.26806041686374676, "growth_momentum": 0.1905043064650652, "company_age_years": 11.197809719370294, "ebitda": 11256000000.0, "spy_multiple": 15.0, "sector_multiple": 9.21714044541683, "sector_premium_over_spy": -0.38552397030554475}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2018-09-30", "company_multiple": 6.244517343822744, "revenue_cagr_3y": 0.11358907708335009, "revenue_cagr_5y": 0.10138356190829612, "earnings_cagr_3y": 0.7926520994934767, "quarterly_revenue_growth_yoy": 0.08184449545862861, "quarterly_earnings_growth_yoy": 0.44545454545454544, "revenue_growth_qoq": 0.025352379150506102, "gross_margin": 0.5896300396715565, "operating_margin": 0.13285358427899252, "net_margin": 0.07334624965402713, "roa_ttm": 0.07060214869909663, "roe_ttm": 0.20344898378156437, "debt_to_ebitda": 1.1014742650228468, "net_debt_to_ebitda": 1.0731097508405898, "interest_coverage": 36.4748427672956, "debt_to_equity": 0.5245740094436461, "current_ratio": 0.8499766682221185, "quick_ratio": 0.7382174521698553, "fcf_to_ebitda": -0.03310630226743685, "capex_to_revenue": 0.1263841966966967, "working_capital_to_revenue": -0.030170795795795794, "capital_efficiency": 0.1370255662403305, "financial_health": -0.48773674179017124, "margin_quality": 0.26527662453485873, "growth_momentum": 0.263649520456587, "company_age_years": 11.449691991786448, "ebitda": 11599000000.0, "spy_multiple": 15.0, "sector_multiple": 9.331966749302268, "sector_premium_over_spy": -0.3778688833798488}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2018-12-31", "company_multiple": 5.703661897335884, "revenue_cagr_3y": 0.11542387005089538, "revenue_cagr_5y": 0.10886117810903762, "earnings_cagr_3y": 0.29163907486861906, "quarterly_revenue_growth_yoy": 0.06376057254391672, "quarterly_earnings_growth_yoy": -0.7635759142962689, "revenue_growth_qoq": 0.05590921671740935, "gross_margin": 0.5482743556138051, "operating_margin": 0.09934469200524246, "net_margin": 0.055919615552643076, "roa_ttm": 0.03985207263895788, "roe_ttm": 0.11683793187151063, "debt_to_ebitda": 1.1739795918367346, "net_debt_to_ebitda": 1.0716836734693878, "interest_coverage": 39.46308724832215, "debt_to_equity": 0.5585403349785582, "current_ratio": 0.8065647219246128, "quick_ratio": 0.7009837342943411, "fcf_to_ebitda": -0.15042517006802722, "capex_to_revenue": 0.13087046871392288, "working_capital_to_revenue": -0.04585546063264835, "capital_efficiency": 0.07834500225523426, "financial_health": -0.47389232777892265, "margin_quality": 0.2345128877238969, "growth_momentum": -0.3499076708761761, "company_age_years": 11.7015742642026, "ebitda": 11760000000.0, "spy_multiple": 15.0, "sector_multiple": 8.86880448706961, "sector_premium_over_spy": -0.40874636752869264}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2019-03-31", "company_multiple": 6.140698310700452, "revenue_cagr_3y": 0.08544320834705355, "revenue_cagr_5y": 0.1001538212778641, "earnings_cagr_3y": 0.23760896040503998, "quarterly_revenue_growth_yoy": 0.05978000956480153, "quarterly_earnings_growth_yoy": 0.353204172876304, "revenue_growth_qoq": -0.031891655744866756, "gross_margin": 0.5882671480144405, "operating_margin": 0.1332129963898917, "net_margin": 0.08194945848375451, "roa_ttm": 0.037617517123493795, "roe_ttm": 0.119361368931668, "debt_to_ebitda": 1.24503255969277, "net_debt_to_ebitda": 1.1248956420103524, "interest_coverage": 41.59027777777778, "debt_to_equity": 0.5696115503609488, "current_ratio": 0.6561866886771216, "quick_ratio": 0.5615667442034966, "fcf_to_ebitda": -0.1541158791117048, "capex_to_revenue": 0.14491862979401388, "working_capital_to_revenue": -0.1042904290429043, "capital_efficiency": 0.0784894430275809, "financial_health": -0.4009965137276545, "margin_quality": 0.26780986762936226, "growth_momentum": 0.20649209122055276, "company_age_years": 11.94798083504449, "ebitda": 11978000000.0, "spy_multiple": 15.0, "sector_multiple": 10.375574688819285, "sector_premium_over_spy": -0.30829502074538107}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2019-06-30", "company_multiple": 6.3979315274419575, "revenue_cagr_3y": 0.05737518311361001, "revenue_cagr_5y": 0.08849691503411727, "earnings_cagr_3y": 0.6100067298219691, "quarterly_revenue_growth_yoy": 0.03859615930375556, "quarterly_earnings_growth_yoy": 0.20076726342711, "revenue_growth_qoq": -0.00911552346570397, "gross_margin": 0.6074323708898807, "operating_margin": 0.1403588669277712, "net_margin": 0.08552691501958284, "roa_ttm": 0.03870830777940275, "roe_ttm": 0.12170430526198688, "debt_to_ebitda": 1.201077943615257, "net_debt_to_ebitda": 1.109452736318408, "interest_coverage": 42.61484098939929, "debt_to_equity": 0.5371379834612675, "current_ratio": 0.6159568815000379, "quick_ratio": 0.5401958551582783, "fcf_to_ebitda": -0.14568822553897182, "capex_to_revenue": 0.16155875786482646, "working_capital_to_revenue": -0.11408790564463388, "capital_efficiency": 0.08020630652069481, "financial_health": -0.39316766597914815, "margin_quality": 0.27777271761241157, "growth_momentum": 0.11968171136543278, "company_age_years": 12.19712525667351, "ebitda": 12060000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10278835838034, "sector_premium_over_spy": -0.3264807761079773}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 6.687352420205631, "revenue_cagr_3y": 0.05931715372451585, "revenue_cagr_5y": 0.08517907443821193, "earnings_cagr_3y": 0.3345844358899781, "quarterly_revenue_growth_yoy": 0.02048159424301135, "quarterly_earnings_growth_yoy": 0.09433962264150944, "revenue_growth_qoq": 0.007468804080517351, "gross_margin": 0.5988608624898292, "operating_margin": 0.13298978392550403, "net_margin": 0.07865473284513154, "roa_ttm": 0.03898547190189179, "roe_ttm": 0.12088149508480069, "debt_to_ebitda": 1.2119910810141217, "net_debt_to_ebitda": 1.0754810471550087, "interest_coverage": 42.63732394366197, "debt_to_equity": 0.528464945446689, "current_ratio": 0.6572383246561504, "quick_ratio": 0.594995726163649, "fcf_to_ebitda": -0.08803369394665125, "capex_to_revenue": 0.16396275103780994, "working_capital_to_revenue": -0.09897901940985078, "capital_efficiency": 0.07993348349334624, "financial_health": -0.3753156613331097, "margin_quality": 0.27016845975348824, "growth_momentum": 0.0574106084422604, "company_age_years": 12.449007529089664, "ebitda": 12109000000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "TMUS", "sector": "Communication Services", "quarter_date": "2019-12-31", "company_multiple": 6.513382573448276, "revenue_cagr_3y": 0.052938407903525775, "revenue_cagr_5y": 0.07813842036977126, "earnings_cagr_3y": 0.24410903295583464, "quarterly_revenue_growth_yoy": 0.03783311489733508, "quarterly_earnings_growth_yoy": 0.1734375, "revenue_growth_qoq": 0.0738631226833017, "gross_margin": 0.5612055901666947, "operating_margin": 0.10388954369422462, "net_margin": 0.0632261323455127, "roa_ttm": 0.03989829845491884, "roe_ttm": 0.12046267671680155, "debt_to_ebitda": 1.1516108143111543, "net_debt_to_ebitda": 1.0279261777561923, "interest_coverage": 44.121428571428574, "debt_to_equity": 0.49418180555073116, "current_ratio": 0.7440428594274748, "quick_ratio": 0.6669598592675515, "fcf_to_ebitda": -0.043224866440019424, "capex_to_revenue": 0.1635183785946042, "working_capital_to_revenue": -0.07113649495533135, "capital_efficiency": 0.08018048758586019, "financial_health": -0.36305231009907596, "margin_quality": 0.242773755402144, "growth_momentum": 0.10563530744866753, "company_age_years": 12.700889801505818, "ebitda": 12354000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10804362333187, "sector_premium_over_spy": -0.3261304251112087}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2022-12-31", "company_multiple": 7.169908857081402, "revenue_cagr_3y": 0.05151896156933189, "revenue_cagr_5y": 0.05220789265611625, "earnings_cagr_3y": 0.18762041915578598, "quarterly_revenue_growth_yoy": 0.03496821071752952, "quarterly_earnings_growth_yoy": -0.2571428571428571, "revenue_growth_qoq": 0.00915129151291513, "gross_margin": 0.44975866608161474, "operating_margin": 0.23255813953488372, "net_margin": 0.0874652625420506, "roa_ttm": 0.03497713166762384, "roe_ttm": 0.5543370983660489, "debt_to_ebitda": 4.679413029969886, "net_debt_to_ebitda": 4.648582763730223, "interest_coverage": 17.050529747351263, "debt_to_equity": 10.735606974448952, "current_ratio": 0.3329465395772897, "quick_ratio": 0.3329465395772897, "fcf_to_ebitda": 0.2916686582859328, "capex_to_revenue": 0.1633223501536411, "working_capital_to_revenue": -0.14897634297138204, "capital_efficiency": 0.2946571150168364, "financial_health": -10.533205646560459, "margin_quality": 0.2565940227195163, "growth_momentum": -0.11108732321266379, "company_age_years": 23.143052703627653, "ebitda": 20921000000.0, "spy_multiple": 12.0, "sector_multiple": 12.545605371576418, "sector_premium_over_spy": 0.04546711429803474}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2023-03-31", "company_multiple": 7.316852143329179, "revenue_cagr_3y": 0.051666390986754074, "revenue_cagr_5y": 0.050796517721307666, "earnings_cagr_3y": 0.37122961838890567, "quarterly_revenue_growth_yoy": 0.03431818181818182, "quarterly_earnings_growth_yoy": -0.1512884455527847, "revenue_growth_qoq": -0.00153576129881527, "gross_margin": 0.47996777265069945, "operating_margin": 0.21504431260528822, "net_margin": 0.07478209917234308, "roa_ttm": 0.03363705391040243, "roe_ttm": 0.517413463580378, "debt_to_ebitda": 4.7104165667992905, "net_debt_to_ebitda": 4.684818560951057, "interest_coverage": 16.490909090909092, "debt_to_equity": 10.433637715013804, "current_ratio": 0.3322169580133965, "quick_ratio": 0.3322169580133965, "fcf_to_ebitda": 0.23805186712046403, "capex_to_revenue": 0.17687012391005047, "working_capital_to_revenue": -0.15006883891693437, "capital_efficiency": 0.2755252587453902, "financial_health": -10.186694059801244, "margin_quality": 0.25659806147611025, "growth_momentum": -0.05848513186730144, "company_age_years": 23.38945927446954, "ebitda": 20861000000.0, "spy_multiple": 12.0, "sector_multiple": 14.597501900290592, "sector_premium_over_spy": 0.21645849169088272}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2023-06-30", "company_multiple": 7.44192966642089, "revenue_cagr_3y": 0.05307793982208442, "revenue_cagr_5y": 0.04704613391729007, "earnings_cagr_3y": 0.1687794377098153, "quarterly_revenue_growth_yoy": 0.0044859538167377555, "quarterly_earnings_growth_yoy": -0.16859279401767505, "revenue_growth_qoq": 0.00043946385409800046, "gross_margin": 0.4889084120360202, "operating_margin": 0.2329599531444469, "net_margin": 0.0895380335310052, "roa_ttm": 0.03176183772276208, "roe_ttm": 0.4421606118546845, "debt_to_ebitda": 4.760342990020347, "net_debt_to_ebitda": 4.7371863191551205, "interest_coverage": 15.902927580893683, "debt_to_equity": 9.39416826003824, "current_ratio": 0.32810020876826723, "quick_ratio": 0.32810020876826723, "fcf_to_ebitda": 0.19256854955915126, "capex_to_revenue": 0.1870874284876045, "working_capital_to_revenue": -0.14753557283262433, "capital_efficiency": 0.2369612247887233, "financial_health": -9.171765172297178, "margin_quality": 0.2704687995704908, "growth_momentum": -0.08205342010046865, "company_age_years": 23.638603696098563, "ebitda": 20642000000.0, "spy_multiple": 12.0, "sector_multiple": 15.80685569057263, "sector_premium_over_spy": 0.3172379742143858}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2023-09-30", "company_multiple": 7.895672058216053, "revenue_cagr_3y": 0.041067972828079835, "revenue_cagr_5y": 0.04516295488786759, "earnings_cagr_3y": 0.1552423650775725, "quarterly_revenue_growth_yoy": 0.0025092250922509225, "quarterly_earnings_growth_yoy": 0.05907172995780591, "revenue_growth_qoq": -0.005490885130683066, "gross_margin": 0.49447879858657245, "operating_margin": 0.23225853945818611, "net_margin": 0.09238810365135454, "roa_ttm": 0.032008017343641344, "roe_ttm": 0.4230491980537034, "debt_to_ebitda": 4.711561554349393, "net_debt_to_ebitda": 4.684134684663048, "interest_coverage": 15.94104134762634, "debt_to_equity": 8.838529464768428, "current_ratio": 0.32601980198019803, "quick_ratio": 0.32601980198019803, "fcf_to_ebitda": 0.1712378116143907, "capex_to_revenue": 0.19791094007696536, "working_capital_to_revenue": -0.15592816565878687, "capital_efficiency": 0.22752860769867236, "financial_health": -8.628293204609491, "margin_quality": 0.27304181389870436, "growth_momentum": 0.030790477525028413, "company_age_years": 23.890485968514717, "ebitda": 20819000000.0, "spy_multiple": 12.0, "sector_multiple": 12.099767854056733, "sector_premium_over_spy": 0.008313987838061143}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2023-12-31", "company_multiple": 7.485502492043591, "revenue_cagr_3y": 0.027915421411837116, "revenue_cagr_5y": 0.04071098986776733, "earnings_cagr_3y": -0.053059826268607724, "quarterly_revenue_growth_yoy": 0.002705865145531666, "quarterly_earnings_growth_yoy": -0.11538461538461539, "revenue_growth_qoq": 0.009349234393404005, "gross_margin": 0.39406316096564803, "operating_margin": 0.23579607614324266, "net_margin": 0.07716432061848151, "roa_ttm": 0.030959352686608738, "roe_ttm": 0.4110589933249143, "debt_to_ebitda": 4.714871250843862, "net_debt_to_ebitda": 4.680682804513453, "interest_coverage": 15.722517058377559, "debt_to_equity": 8.819862890131697, "current_ratio": 0.3126986529438474, "quick_ratio": 0.3126986529438474, "fcf_to_ebitda": 0.1682900954769023, "capex_to_revenue": 0.20039555368359369, "working_capital_to_revenue": -0.1663156738147124, "capital_efficiency": 0.2210091730057615, "financial_health": -8.634638363534236, "margin_quality": 0.23567451924245741, "growth_momentum": -0.05633937511954186, "company_age_years": 24.142368240930868, "ebitda": 20738000000.0, "spy_multiple": 12.0, "sector_multiple": 12.597893575998075, "sector_premium_over_spy": 0.04982446466650625}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2024-03-31", "company_multiple": 6.636071456880909, "revenue_cagr_3y": 0.02989642362192879, "revenue_cagr_5y": 0.04068847798616759, "earnings_cagr_3y": 0.11077781549455579, "quarterly_revenue_growth_yoy": 0.001904343367758002, "quarterly_earnings_growth_yoy": 0.0832517140058766, "revenue_growth_qoq": -0.0023338924950769453, "gross_margin": 0.392353242196067, "operating_margin": 0.22611301995759925, "net_margin": 0.08085386358651948, "roa_ttm": 0.031355542946691524, "roe_ttm": 0.3909381842681489, "debt_to_ebitda": 4.6779199694394045, "net_debt_to_ebitda": 4.646356603953777, "interest_coverage": 15.913373860182372, "debt_to_equity": 8.250378979282466, "current_ratio": 0.4023430349624748, "quick_ratio": 0.4023430349624748, "fcf_to_ebitda": 0.15504727342183172, "capex_to_revenue": 0.2027163069939414, "working_capital_to_revenue": -0.1195248293156151, "capital_efficiency": 0.21114686360742022, "financial_health": -8.245914090465629, "margin_quality": 0.2331067085800619, "growth_momentum": 0.0425780286868173, "company_age_years": 24.39151266255989, "ebitda": 20942000000.0, "spy_multiple": 12.0, "sector_multiple": 11.90378079704281, "sector_premium_over_spy": -0.008018266913099148}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2024-06-30", "company_multiple": 6.671790216095024, "revenue_cagr_3y": 0.02248197245064243, "revenue_cagr_5y": 0.038180218040956726, "earnings_cagr_3y": 0.06468048489891887, "quarterly_revenue_growth_yoy": 0.001903506845303463, "quarterly_earnings_growth_yoy": 0.006541291905151268, "revenue_growth_qoq": 0.0004386285547189122, "gross_margin": 0.40365363536719034, "operating_margin": 0.24420898794300328, "net_margin": 0.08995250274022652, "roa_ttm": 0.03128974302036861, "roe_ttm": 0.3610528767761472, "debt_to_ebitda": 4.654152554500787, "net_debt_to_ebitda": 4.62543529075037, "interest_coverage": 15.78539156626506, "debt_to_equity": 7.575510521003183, "current_ratio": 0.38532537758717134, "quick_ratio": 0.38532537758717134, "fcf_to_ebitda": 0.17072938033678386, "capex_to_revenue": 0.20646188184928374, "working_capital_to_revenue": -0.1206205748367149, "capital_efficiency": 0.19617130989825793, "financial_health": -7.57145967685302, "margin_quality": 0.24593837535014004, "growth_momentum": 0.004222399375227366, "company_age_years": 24.640657084188913, "ebitda": 20963000000.0, "spy_multiple": 12.0, "sector_multiple": 9.883529185615894, "sector_premium_over_spy": -0.17637256786534217}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2024-09-30", "company_multiple": 6.7719023990882325, "revenue_cagr_3y": 0.016192594400173288, "revenue_cagr_5y": 0.037966276747950944, "earnings_cagr_3y": 0.01696607098038827, "quarterly_revenue_growth_yoy": 0.015532979976442873, "quarterly_earnings_growth_yoy": 0.0199203187250996, "revenue_growth_qoq": 0.00803799780781878, "gross_margin": 0.4044943820224719, "operating_margin": 0.24327654947444727, "net_margin": 0.09278724175425879, "roa_ttm": 0.03129790923271585, "roe_ttm": 0.33158380026952267, "debt_to_ebitda": 4.573701206192421, "net_debt_to_ebitda": 4.539462437078545, "interest_coverage": 16.062547673531654, "debt_to_equity": 6.83119370168097, "current_ratio": 0.3413373860182371, "quick_ratio": 0.3413373860182371, "fcf_to_ebitda": 0.18159369360812994, "capex_to_revenue": 0.200492072170585, "working_capital_to_revenue": -0.157973391652998, "capital_efficiency": 0.18144085475111926, "financial_health": -6.698840019233614, "margin_quality": 0.2468527244170593, "growth_momentum": 0.017726649350771236, "company_age_years": 24.892539356605067, "ebitda": 21058000000.0, "spy_multiple": 12.0, "sector_multiple": 11.41342778698171, "sector_premium_over_spy": -0.04888101775152409}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2024-12-31", "company_multiple": 6.793516084843954, "revenue_cagr_3y": 0.01769883010179374, "revenue_cagr_5y": 0.034371219518337215, "earnings_cagr_3y": -0.03074950511329988, "quarterly_revenue_growth_yoy": 0.015680840201298226, "quarterly_earnings_growth_yoy": 0.3856332703213611, "revenue_growth_qoq": 0.009496194273287423, "gross_margin": 0.635789171334195, "operating_margin": 0.2480252764612954, "net_margin": 0.10527071664512423, "roa_ttm": 0.033882149046793764, "roe_ttm": 0.32610508757297746, "debt_to_ebitda": 4.487058493739488, "net_debt_to_ebitda": 4.465613903943188, "interest_coverage": 16.800627943485086, "debt_to_equity": 6.161609033168666, "current_ratio": 0.3138810618419101, "quick_ratio": 0.3138810618419101, "fcf_to_ebitda": 0.1476826761353018, "capex_to_revenue": 0.20457474811654716, "working_capital_to_revenue": -0.16797676318416993, "capital_efficiency": 0.1799936183098856, "financial_health": -5.976667103268633, "margin_quality": 0.32969505481353817, "growth_momentum": 0.20065705526132965, "company_age_years": 25.144421629021217, "ebitda": 21404000000.0, "spy_multiple": 12.0, "sector_multiple": 11.034864827586206, "sector_premium_over_spy": -0.08042793103448276}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2015-12-31", "company_multiple": 8.100404411764705, "revenue_cagr_3y": 0.018755461979446553, "revenue_cagr_5y": 0.0004917732845421963, "earnings_cagr_3y": -0.1275323778247569, "quarterly_revenue_growth_yoy": 0.062211355609888615, "quarterly_earnings_growth_yoy": -0.36803874092009686, "revenue_growth_qoq": 0.20049124961621123, "gross_margin": 0.37774936061381076, "operating_margin": 0.09130434782608696, "net_margin": 0.06675191815856778, "roa_ttm": 0.05945718493583, "roe_ttm": 0.25399964048175444, "debt_to_ebitda": 0.08970588235294118, "net_debt_to_ebitda": 0.0, "interest_coverage": 26.40776699029126, "debt_to_equity": 0.04386122595721733, "current_ratio": 1.6143258426966292, "quick_ratio": 1.2573033707865169, "fcf_to_ebitda": 0.4415441176470588, "capex_to_revenue": 0.013898890969321618, "working_capital_to_revenue": 0.1574967593259398, "capital_efficiency": 0.15672841270879223, "financial_health": 0.013591415947822427, "margin_quality": 0.1786018755328218, "growth_momentum": -0.15291369265510413, "company_age_years": 9.990417522245037, "ebitda": 2720000000.0, "spy_multiple": 15.0, "sector_multiple": 10.653594741354672, "sector_premium_over_spy": -0.2897603505763552}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2016-03-31", "company_multiple": 9.081443001443002, "revenue_cagr_3y": -0.016014160275342082, "revenue_cagr_5y": 0.01861052412403974, "earnings_cagr_3y": 0.022082152718552406, "quarterly_revenue_growth_yoy": 0.09971428571428571, "quarterly_earnings_growth_yoy": 0.20050761421319796, "revenue_growth_qoq": -0.015601023017902813, "gross_margin": 0.38789295921018446, "operating_margin": 0.21330215640426084, "net_margin": 0.1228890620940504, "roa_ttm": 0.0634866601421216, "roe_ttm": 0.272113806310414, "debt_to_ebitda": 0.008297258297258298, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.72, "debt_to_equity": 0.004194783877439358, "current_ratio": 1.6353427895981087, "quick_ratio": 1.392434988179669, "fcf_to_ebitda": 0.6461038961038961, "capex_to_revenue": 0.015033368458025992, "working_capital_to_revenue": 0.1510361784334387, "capital_efficiency": 0.1678002332262678, "financial_health": 0.017488617505638057, "margin_quality": 0.24136139256949854, "growth_momentum": 0.15011094996374183, "company_age_years": 10.239561943874058, "ebitda": 2772000000.0, "spy_multiple": 15.0, "sector_multiple": 12.052312778675812, "sector_premium_over_spy": -0.19651248142161248}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2016-06-30", "company_multiple": 8.93624233681933, "revenue_cagr_3y": -0.03859777198541503, "revenue_cagr_5y": -0.017261696050909325, "earnings_cagr_3y": -0.03587623162241582, "quarterly_revenue_growth_yoy": 0.02112457284871078, "quarterly_earnings_growth_yoy": 0.2740963855421687, "revenue_growth_qoq": -0.14601195115614446, "gross_margin": 0.43383024034073625, "operating_margin": 0.22299969577121995, "net_margin": 0.12868877395801642, "roa_ttm": 0.06841559339614486, "roe_ttm": 0.2938010393466964, "debt_to_ebitda": 0.06707536963577353, "net_debt_to_ebitda": 0.003606202668589975, "interest_coverage": 27.73, "debt_to_equity": 0.034521158129175944, "current_ratio": 1.6507936507936507, "quick_ratio": 1.2542921930677033, "fcf_to_ebitda": 0.5611251352326001, "capex_to_revenue": 0.015800880934069776, "working_capital_to_revenue": 0.14046004334754947, "capital_efficiency": 0.1811083163714206, "financial_health": 0.007606534704814591, "margin_quality": 0.2618395700233242, "growth_momentum": 0.14761047919543974, "company_age_years": 10.48870636550308, "ebitda": 2773000000.0, "spy_multiple": 15.0, "sector_multiple": 11.469348375617486, "sector_premium_over_spy": -0.23537677495883425}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2016-09-30", "company_multiple": 8.604335812964932, "revenue_cagr_3y": -0.0223255789415302, "revenue_cagr_5y": 0.0018357439891882876, "earnings_cagr_3y": -0.010914923424076628, "quarterly_revenue_growth_yoy": 0.042677310408351245, "quarterly_earnings_growth_yoy": 0.12206572769953052, "revenue_growth_qoq": 0.03316093702464253, "gross_margin": 0.44140164899882217, "operating_margin": 0.23498233215547704, "net_margin": 0.14075382803297998, "roa_ttm": 0.06855920831935593, "roe_ttm": 0.3057217651458489, "debt_to_ebitda": 0.019482819695359546, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.14423076923077, "debt_to_equity": 0.010284218399401645, "current_ratio": 1.7614590058102002, "quick_ratio": 1.290510006455778, "fcf_to_ebitda": 0.6599362380446334, "capex_to_revenue": 0.014817892258689931, "working_capital_to_revenue": 0.16334302728153996, "capital_efficiency": 0.18714048673260242, "financial_health": 0.007505870513250587, "margin_quality": 0.27237926972909304, "growth_momentum": 0.08237151905394088, "company_age_years": 10.740588637919233, "ebitda": 2823000000.0, "spy_multiple": 15.0, "sector_multiple": 12.34269724686341, "sector_premium_over_spy": -0.17715351687577263}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2018-03-31", "company_multiple": 7.36618853974122, "revenue_cagr_3y": 0.024263656299627012, "revenue_cagr_5y": -0.014210033210491413, "earnings_cagr_3y": 0.09053989882689617, "quarterly_revenue_growth_yoy": 0.12503739156446306, "quarterly_earnings_growth_yoy": 3.0277777777777777, "revenue_growth_qoq": -0.0408059168579444, "gross_margin": 0.3618718425950545, "operating_margin": 0.2052645572985908, "net_margin": 0.13586812018080296, "roa_ttm": 0.05439269583798747, "roe_ttm": 0.5648008068582955, "debt_to_ebitda": 0.08724584103512015, "net_debt_to_ebitda": 0.03290203327171904, "interest_coverage": 22.923728813559322, "debt_to_equity": 0.11901159858799798, "current_ratio": 1.5215040550503809, "quick_ratio": 1.1300073728188744, "fcf_to_ebitda": 0.2576709796672828, "capex_to_revenue": 0.01332388377037562, "working_capital_to_revenue": 0.15038979447200568, "capital_efficiency": 0.30959675134814146, "financial_health": 0.007139041328735856, "margin_quality": 0.23433484002481608, "growth_momentum": 1.5764075846711203, "company_age_years": 12.238193018480493, "ebitda": 2705000000.0, "spy_multiple": 15.0, "sector_multiple": 9.688258679062523, "sector_premium_over_spy": -0.3541160880624985}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2019-06-30", "company_multiple": 6.324497094322754, "revenue_cagr_3y": 0.0503573759112117, "revenue_cagr_5y": 0.036235656167536545, "earnings_cagr_3y": 0.013220814864322028, "quarterly_revenue_growth_yoy": 0.09896133871898442, "quarterly_earnings_growth_yoy": 0.1, "revenue_growth_qoq": -0.08591312694984402, "gross_margin": 0.3412969283276451, "operating_margin": 0.1824625886059333, "net_margin": 0.11551588343397218, "roa_ttm": 0.1446612125026222, "roe_ttm": 0.725436566379129, "debt_to_ebitda": 2.124497094322754, "net_debt_to_ebitda": 2.076218149307108, "interest_coverage": 18.877637130801688, "debt_to_equity": 1.9997896065642753, "current_ratio": 1.648711943793911, "quick_ratio": 1.1425969294821754, "fcf_to_ebitda": 0.11935628073312472, "capex_to_revenue": 0.010679420821594706, "working_capital_to_revenue": 0.1633361724431632, "capital_efficiency": 0.4350488894408756, "financial_health": -1.9600098616130226, "margin_quality": 0.21309180012251683, "growth_momentum": 0.09948066935949221, "company_age_years": 13.486652977412732, "ebitda": 4474000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10278835838034, "sector_premium_over_spy": -0.3264807761079773}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 4.967210856795625, "revenue_cagr_3y": -0.010013560575387381, "revenue_cagr_5y": -0.0043138628920049715, "earnings_cagr_3y": -0.1261150457079403, "quarterly_revenue_growth_yoy": 0.009806926141587496, "quarterly_earnings_growth_yoy": -0.3463114754098361, "revenue_growth_qoq": -0.1349435547387766, "gross_margin": 0.3693474962063733, "operating_margin": 0.15204855842185128, "net_margin": 0.0968133535660091, "roa_ttm": 0.1339679686223239, "roe_ttm": 0.6490498812351544, "debt_to_ebitda": 1.9323475795017218, "net_debt_to_ebitda": 1.8926473566943487, "interest_coverage": 20.06910569105691, "debt_to_equity": 1.8883610451306414, "current_ratio": 1.5218340611353711, "quick_ratio": 1.0453663270257156, "fcf_to_ebitda": 0.08648977111606239, "capex_to_revenue": 0.010460934946060804, "working_capital_to_revenue": 0.14063419418110493, "capital_efficiency": 0.3915089249287391, "financial_health": -1.8445258056205656, "margin_quality": 0.2060698027314112, "growth_momentum": -0.1682522746341243, "company_age_years": 13.738535249828884, "ebitda": 4937000000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2020-06-30", "company_multiple": 2.1183474929202064, "revenue_cagr_3y": 0.24431973903719828, "revenue_cagr_5y": 0.14282189073308382, "earnings_cagr_3y": 1.024132917262245, "quarterly_revenue_growth_yoy": 0.6474140194276713, "quarterly_earnings_growth_yoy": 0.09318181818181819, "revenue_growth_qoq": -0.05907932223721697, "gross_margin": 0.4446215139442231, "operating_margin": 0.2049402390438247, "net_margin": 0.07665338645418326, "roa_ttm": 0.04458076111588653, "roe_ttm": 0.16448032290615539, "debt_to_ebitda": 0.10261535898717308, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.825095057034222, "debt_to_equity": 0.044399596367305755, "current_ratio": 1.5577958672510959, "quick_ratio": 1.3277395115842203, "fcf_to_ebitda": 0.27352990171580877, "capex_to_revenue": 0.01296522269676632, "working_capital_to_revenue": 0.13587553386211104, "capital_efficiency": 0.10453054201102097, "financial_health": 0.026534504846975122, "margin_quality": 0.24207171314741036, "growth_momentum": 0.3702979188047447, "company_age_years": 14.48870636550308, "ebitda": 6003000000.0, "spy_multiple": 20.0, "sector_multiple": 12.428320178833108, "sector_premium_over_spy": -0.3785839910583446}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2020-09-30", "company_multiple": 2.5027048473348286, "revenue_cagr_3y": 0.24477372221104465, "revenue_cagr_5y": 0.1343052538307885, "earnings_cagr_3y": 0.012786265073178704, "quarterly_revenue_growth_yoy": 0.8561456752655539, "quarterly_earnings_growth_yoy": 0.9278996865203761, "revenue_growth_qoq": -0.025338645418326693, "gross_margin": 0.4058207979071288, "operating_margin": 0.1568018312622629, "net_margin": 0.10055591890124264, "roa_ttm": 0.050131259115216334, "roe_ttm": 0.17710909590546853, "debt_to_ebitda": 0.04899085734000345, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.382239382239383, "debt_to_equity": 0.019510854630392965, "current_ratio": 1.694834471209584, "quick_ratio": 1.4540770320752288, "fcf_to_ebitda": 0.5144040020700362, "capex_to_revenue": 0.013258054549029522, "working_capital_to_revenue": 0.15151259796073144, "capital_efficiency": 0.11362017751034242, "financial_health": 0.04173547172952016, "margin_quality": 0.2210595160235448, "growth_momentum": 0.892022680892965, "company_age_years": 14.740588637919233, "ebitda": 5797000000.0, "spy_multiple": 20.0, "sector_multiple": 12.159560820618088, "sector_premium_over_spy": -0.39202195896909564}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2021-03-31", "company_multiple": 4.516965329178029, "revenue_cagr_3y": 0.2537492678323172, "revenue_cagr_5y": 0.14003320231989913, "earnings_cagr_3y": 0.21254861234977218, "quarterly_revenue_growth_yoy": 0.11141100614784825, "quarterly_earnings_growth_yoy": 0.7655038759689923, "revenue_growth_qoq": 0.19068273092369478, "gross_margin": 0.4113599568267674, "operating_margin": 0.20615218564490015, "net_margin": 0.1229087965461414, "roa_ttm": 0.0514304493089661, "roe_ttm": 0.14694069166970947, "debt_to_ebitda": 0.044994156603038564, "net_debt_to_ebitda": 0.0, "interest_coverage": 19.822393822393824, "debt_to_equity": 0.012049449689635387, "current_ratio": 1.779910355131594, "quick_ratio": 1.64923572003218, "fcf_to_ebitda": 0.6478379431242696, "capex_to_revenue": 0.012870754571999385, "working_capital_to_revenue": 0.2607192254495159, "capital_efficiency": 0.09918557048933778, "financial_health": 0.08933781118779771, "margin_quality": 0.24680697967260298, "growth_momentum": 0.43845744105842027, "company_age_years": 15.238877481177276, "ebitda": 5134000000.0, "spy_multiple": 20.0, "sector_multiple": 11.253986801242236, "sector_premium_over_spy": -0.43730065993788814}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 8.20726213592233, "revenue_cagr_3y": 0.23721925776507335, "revenue_cagr_5y": 0.14834867506768212, "earnings_cagr_3y": 0.37330369328893154, "quarterly_revenue_growth_yoy": 0.04605577689243028, "quarterly_earnings_growth_yoy": 1.1538461538461537, "revenue_growth_qoq": -0.11440906637884511, "gross_margin": 0.4111822059719683, "operating_margin": 0.18677635588056063, "net_margin": 0.15783059110298597, "roa_ttm": 0.06108253025143105, "roe_ttm": 0.16777788834709922, "debt_to_ebitda": 3.440776699029126, "net_debt_to_ebitda": 2.3970873786407765, "interest_coverage": 21.19341563786008, "debt_to_equity": 0.8816797691312569, "current_ratio": 1.7766130910784999, "quick_ratio": 1.6113440484509667, "fcf_to_ebitda": 0.5056310679611651, "capex_to_revenue": 0.01253942318653342, "working_capital_to_revenue": 0.2533723448721359, "capital_efficiency": 0.11443020929926515, "financial_health": -0.7834677809333497, "margin_quality": 0.2519297176518383, "growth_momentum": 0.599950965369292, "company_age_years": 15.488021902806297, "ebitda": 5150000000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 4.14707803637786, "revenue_cagr_3y": 0.2653037501916049, "revenue_cagr_5y": 0.1424751318121027, "earnings_cagr_3y": 0.0330487532053374, "quarterly_revenue_growth_yoy": 0.08077174623937214, "quarterly_earnings_growth_yoy": -0.12520325203252033, "revenue_growth_qoq": 0.007007921998781231, "gross_margin": 0.38517397881996973, "operating_margin": 0.1329803328290469, "net_margin": 0.08139183055975795, "roa_ttm": 0.05893189297467449, "roe_ttm": 0.16027044116931757, "debt_to_ebitda": 0.05984744768237825, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.041152263374485, "debt_to_equity": 0.0148839924120823, "current_ratio": 1.6602715135195782, "quick_ratio": 1.484909682486256, "fcf_to_ebitda": 0.20320751026794445, "capex_to_revenue": 0.012755958375293723, "working_capital_to_revenue": 0.2194994591772034, "capital_efficiency": 0.10960116707199603, "financial_health": 0.07210616735556408, "margin_quality": 0.1998487140695915, "growth_momentum": -0.022215752896574098, "company_age_years": 15.739904175222451, "ebitda": 5113000000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2021-12-31", "company_multiple": 2.0783366336633664, "revenue_cagr_3y": 0.25741124036039875, "revenue_cagr_5y": 0.1785793577692938, "earnings_cagr_3y": 0.5422715112208909, "quarterly_revenue_growth_yoy": 0.285140562248996, "quarterly_earnings_growth_yoy": 1.5407407407407407, "revenue_growth_qoq": 0.2102874432677761, "gross_margin": 0.3185, "operating_margin": 0.333, "net_margin": 0.25725, "roa_ttm": 0.07749914704878881, "roe_ttm": 0.2027943933577359, "debt_to_ebitda": 0.06321401370906321, "net_debt_to_ebitda": 0.0, "interest_coverage": 27.240663900414937, "debt_to_equity": 0.01852513168467101, "current_ratio": 1.759257305622956, "quick_ratio": 1.6005907796181031, "fcf_to_ebitda": 0.09124143183549124, "capex_to_revenue": 0.012383684320996293, "working_capital_to_revenue": 0.2517665990344924, "capital_efficiency": 0.14014677020326236, "financial_health": 0.08887480071279642, "margin_quality": 0.30291666666666667, "growth_momentum": 0.9129406514948684, "company_age_years": 15.991786447638603, "ebitda": 6565000000.0, "spy_multiple": 20.0, "sector_multiple": 10.564283106491656, "sector_premium_over_spy": -0.4717858446754172}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2015-12-31", "company_multiple": 4.287851323828921, "revenue_cagr_3y": 0.11109074036727251, "revenue_cagr_5y": 0.10152094047624494, "earnings_cagr_3y": -0.007496533779061676, "quarterly_revenue_growth_yoy": -0.017899761336515514, "quarterly_earnings_growth_yoy": -0.124, "revenue_growth_qoq": 0.057161207450224794, "gross_margin": 0.6111786148238153, "operating_margin": 0.26792223572296475, "net_margin": 0.1330498177399757, "roa_ttm": 0.06517902168431669, "roe_ttm": 0.18968996514401026, "debt_to_ebitda": 0.030295315682281058, "net_debt_to_ebitda": 0.0, "interest_coverage": 47.90243902439025, "debt_to_equity": 0.021830856723536966, "current_ratio": 1.644078530715643, "quick_ratio": 1.3818872704243192, "fcf_to_ebitda": 0.2988798370672098, "capex_to_revenue": 0.016108852048795745, "working_capital_to_revenue": 0.15905536440412887, "capital_efficiency": 0.12743449341416346, "financial_health": 0.024583963691376703, "margin_quality": 0.3373835560955853, "growth_momentum": -0.07094988066825776, "company_age_years": 10.480492813141684, "ebitda": 3928000000.0, "spy_multiple": 15.0, "sector_multiple": 10.653594741354672, "sector_premium_over_spy": -0.2897603505763552}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2016-03-31", "company_multiple": 4.475864680636203, "revenue_cagr_3y": 0.10530386755418242, "revenue_cagr_5y": 0.10419169724908661, "earnings_cagr_3y": 0.0441941509903061, "quarterly_revenue_growth_yoy": 0.015614834092387769, "quarterly_earnings_growth_yoy": 0.052, "revenue_growth_qoq": -0.05164034021871203, "gross_margin": 0.6207559256886611, "operating_margin": 0.31326073030108903, "net_margin": 0.16848174247277387, "roa_ttm": 0.06594029474744931, "roe_ttm": 0.1951174058889303, "debt_to_ebitda": 0.006311537490532693, "net_debt_to_ebitda": 0.0, "interest_coverage": 46.6, "debt_to_equity": 0.004658963846440552, "current_ratio": 1.9396363636363636, "quick_ratio": 1.6036363636363635, "fcf_to_ebitda": 0.30093410754859884, "capex_to_revenue": 0.013088189467123715, "working_capital_to_revenue": 0.20130881894671238, "capital_efficiency": 0.1305288503181898, "financial_health": 0.020972414661796196, "margin_quality": 0.36749946615417467, "growth_momentum": 0.03380741704619388, "company_age_years": 10.729637234770705, "ebitda": 3961000000.0, "spy_multiple": 15.0, "sector_multiple": 12.052312778675812, "sector_premium_over_spy": -0.19651248142161248}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2016-06-30", "company_multiple": 3.8153929539295395, "revenue_cagr_3y": 0.052008504843860326, "revenue_cagr_5y": 0.09866348188956953, "earnings_cagr_3y": 0.10793165135089278, "quarterly_revenue_growth_yoy": 0.032648125755743655, "quarterly_earnings_growth_yoy": 0.42657342657342656, "revenue_growth_qoq": 0.09417040358744394, "gross_margin": 0.6469555035128806, "operating_margin": 0.3430913348946136, "net_margin": 0.2388758782201405, "roa_ttm": 0.07450605481198215, "roe_ttm": 0.2187090739008419, "debt_to_ebitda": 0.03202759300320276, "net_debt_to_ebitda": 0.0, "interest_coverage": 44.604395604395606, "debt_to_equity": 0.02432179607109448, "current_ratio": 1.766990291262136, "quick_ratio": 1.4438280166435506, "fcf_to_ebitda": 0.29046563192904656, "capex_to_revenue": 0.014524103831891224, "working_capital_to_revenue": 0.17088998763906058, "capital_efficiency": 0.14660756435641203, "financial_health": 0.011790949649458253, "margin_quality": 0.4096409055425449, "growth_momentum": 0.2296107761645851, "company_age_years": 10.978781656399725, "ebitda": 4059000000.0, "spy_multiple": 15.0, "sector_multiple": 11.469348375617486, "sector_premium_over_spy": -0.23537677495883425}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2016-09-30", "company_multiple": 4.031303911735206, "revenue_cagr_3y": 0.0420829689560791, "revenue_cagr_5y": 0.07576439813599456, "earnings_cagr_3y": -0.04946529476776218, "quarterly_revenue_growth_yoy": -0.0006422607578676942, "quarterly_earnings_growth_yoy": -0.21505376344086022, "revenue_growth_qoq": -0.08899297423887588, "gross_margin": 0.6195372750642674, "operating_margin": 0.2943444730077121, "net_margin": 0.14074550128534705, "roa_ttm": 0.06996845425867508, "roe_ttm": 0.21310530361260568, "debt_to_ebitda": 0.023821464393179538, "net_debt_to_ebitda": 0.0, "interest_coverage": 43.824175824175825, "debt_to_equity": 0.018255188316679476, "current_ratio": 1.7628120893561103, "quick_ratio": 1.3922470433639949, "fcf_to_ebitda": 0.3417753259779338, "capex_to_revenue": 0.01483541956420955, "working_capital_to_revenue": 0.17941585535465926, "capital_efficiency": 0.14153687893564038, "financial_health": 0.014132492113564668, "margin_quality": 0.35154241645244216, "growth_momentum": -0.10784801209936395, "company_age_years": 11.23066392881588, "ebitda": 3988000000.0, "spy_multiple": 15.0, "sector_multiple": 12.34269724686341, "sector_premium_over_spy": -0.17715351687577263}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2016-12-31", "company_multiple": 3.906518572469046, "revenue_cagr_3y": 0.028460149747695063, "revenue_cagr_5y": 0.0830504402680925, "earnings_cagr_3y": 0.01701005549975365, "quarterly_revenue_growth_yoy": 0.015795868772782502, "quarterly_earnings_growth_yoy": 0.3881278538812785, "revenue_growth_qoq": 0.07455012853470437, "gross_margin": 0.6142344497607656, "operating_margin": 0.31399521531100477, "net_margin": 0.18181818181818182, "roa_ttm": 0.07618683001531394, "roe_ttm": 0.23108186568608477, "debt_to_ebitda": 0.019907744598203447, "net_debt_to_ebitda": 0.0, "interest_coverage": 47.895348837209305, "debt_to_equity": 0.015869943874588736, "current_ratio": 1.6028187059577195, "quick_ratio": 1.2863549007046764, "fcf_to_ebitda": 0.3136683661082787, "capex_to_revenue": 0.013544712944435893, "working_capital_to_revenue": 0.14483607818993383, "capital_efficiency": 0.15363434785069935, "financial_health": 0.01914241960183767, "margin_quality": 0.3700159489633174, "growth_momentum": 0.2019618613270305, "company_age_years": 11.482546201232033, "ebitda": 4119000000.0, "spy_multiple": 15.0, "sector_multiple": 11.626286991046113, "sector_premium_over_spy": -0.2249142005969258}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2017-03-31", "company_multiple": 4.7388774085450995, "revenue_cagr_3y": 0.045608530837312866, "revenue_cagr_5y": 0.08253245549884114, "earnings_cagr_3y": -0.02222962502776671, "quarterly_revenue_growth_yoy": 0.033311979500320305, "quarterly_earnings_growth_yoy": -0.18250950570342206, "revenue_growth_qoq": -0.035287081339712915, "gross_margin": 0.6236825790452573, "operating_margin": 0.3019218846869188, "net_margin": 0.1332920024798512, "roa_ttm": 0.07224814020930526, "roe_ttm": 0.2148078725398313, "debt_to_ebitda": 0.036861211951968724, "net_debt_to_ebitda": 0.0, "interest_coverage": 39.35164835164835, "debt_to_equity": 0.024742268041237112, "current_ratio": 1.6890482398956974, "quick_ratio": 1.4485006518904824, "fcf_to_ebitda": 0.4057525830773527, "capex_to_revenue": 0.01832340815391663, "working_capital_to_revenue": 0.16139868682241565, "capital_efficiency": 0.14352800637456828, "financial_health": 0.01683268188122557, "margin_quality": 0.3529654887373424, "growth_momentum": -0.07459876310155088, "company_age_years": 11.728952772073923, "ebitda": 3581000000.0, "spy_multiple": 15.0, "sector_multiple": 10.889992086541012, "sector_premium_over_spy": -0.27400052756393256}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2017-06-30", "company_multiple": 4.751278436398589, "revenue_cagr_3y": 0.027203566032799165, "revenue_cagr_5y": 0.09156953969304271, "earnings_cagr_3y": -0.004417018707908782, "quarterly_revenue_growth_yoy": 0.021662763466042154, "quarterly_earnings_growth_yoy": -0.08333333333333333, "revenue_growth_qoq": 0.08183508989460632, "gross_margin": 0.636676217765043, "operating_margin": 0.36103151862464183, "net_margin": 0.21432664756446992, "roa_ttm": 0.06885875286395443, "roe_ttm": 0.20123054650741948, "debt_to_ebitda": 0.03364306312079462, "net_debt_to_ebitda": 0.0, "interest_coverage": 34.2967032967033, "debt_to_equity": 0.019001085776330078, "current_ratio": 1.8894952251023192, "quick_ratio": 1.6057298772169168, "fcf_to_ebitda": 0.41973726369753284, "capex_to_revenue": 0.018675979350136655, "working_capital_to_revenue": 0.1979957485575463, "capital_efficiency": 0.13504464968568697, "financial_health": 0.01275620781472537, "margin_quality": 0.4040114613180516, "growth_momentum": -0.03083528493364559, "company_age_years": 11.978097193702943, "ebitda": 3121000000.0, "spy_multiple": 15.0, "sector_multiple": 10.550818089414399, "sector_premium_over_spy": -0.2966121273723734}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2017-09-30", "company_multiple": 1.3061579079708323, "revenue_cagr_3y": 0.01734207183945058, "revenue_cagr_5y": 0.08939897016042786, "earnings_cagr_3y": -0.08004591101372915, "quarterly_revenue_growth_yoy": 0.061053984575835475, "quarterly_earnings_growth_yoy": -0.0045662100456621, "revenue_growth_qoq": -0.053868194842406875, "gross_margin": 0.5941853422168383, "operating_margin": 0.26226529376135677, "net_margin": 0.13204118715929739, "roa_ttm": 0.04800587650693514, "roe_ttm": 0.1935540069686411, "debt_to_ebitda": 0.008046266029670606, "net_debt_to_ebitda": 0.0, "interest_coverage": 29.24264705882353, "debt_to_equity": 0.005574912891986063, "current_ratio": 5.868111455108359, "quick_ratio": 5.590092879256966, "fcf_to_ebitda": 0.4000502891626854, "capex_to_revenue": 0.018260739410267925, "working_capital_to_revenue": 1.176769944619069, "capital_efficiency": 0.12077994173778812, "financial_health": 0.3022080110616601, "margin_quality": 0.32949727437916415, "growth_momentum": 0.028243887265086687, "company_age_years": 12.229979466119097, "ebitda": 3977000000.0, "spy_multiple": 15.0, "sector_multiple": 10.182748140774141, "sector_premium_over_spy": -0.3211501239483906}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2018-06-30", "company_multiple": 4.434160518667561, "revenue_cagr_3y": 0.19816212908060504, "revenue_cagr_5y": 0.14164329771688555, "earnings_cagr_3y": -0.08932676505254566, "quarterly_revenue_growth_yoy": 0.6303724928366762, "quarterly_earnings_growth_yoy": -0.42245989304812837, "revenue_growth_qoq": 0.2332032943216298, "gross_margin": 0.6502636203866432, "operating_margin": 0.22847100175746923, "net_margin": 0.07592267135325131, "roa_ttm": -0.021437955332616745, "roe_ttm": -0.09047379032258064, "debt_to_ebitda": 0.1444220880840599, "net_debt_to_ebitda": 0.05678515537670467, "interest_coverage": 22.821428571428573, "debt_to_equity": 0.08140120967741936, "current_ratio": 1.448813056379822, "quick_ratio": 1.297106824925816, "fcf_to_ebitda": 0.3941426335792533, "capex_to_revenue": 0.016037844698280835, "working_capital_to_revenue": 0.1396100149994231, "capital_efficiency": -0.055955872827598695, "financial_health": 0.011704287591066523, "margin_quality": 0.3182190978324546, "growth_momentum": 0.1039562998942739, "company_age_years": 12.97741273100616, "ebitda": 4473000000.0, "spy_multiple": 15.0, "sector_multiple": 9.21714044541683, "sector_premium_over_spy": -0.38552397030554475}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2018-09-30", "company_multiple": 5.610523148148149, "revenue_cagr_3y": 0.18517403471990002, "revenue_cagr_5y": 0.13518451894111716, "earnings_cagr_3y": -0.25149641259463695, "quarterly_revenue_growth_yoy": 0.5699576014536645, "quarterly_earnings_growth_yoy": -0.463302752293578, "revenue_growth_qoq": -0.08892794376098419, "gross_margin": 0.6396604938271605, "operating_margin": 0.1423611111111111, "net_margin": 0.04513888888888889, "roa_ttm": -0.024884540593096742, "roe_ttm": -0.10091177920157714, "debt_to_ebitda": 0.38263888888888886, "net_debt_to_ebitda": 0.25972222222222224, "interest_coverage": 23.35135135135135, "debt_to_equity": 0.20367175948743224, "current_ratio": 1.0139896373056996, "quick_ratio": 0.8958549222797928, "fcf_to_ebitda": 0.45625, "capex_to_revenue": 0.014363030807660283, "working_capital_to_revenue": 0.005620316402997502, "capital_efficiency": -0.06289815989733694, "financial_health": 0.01613393291200778, "margin_quality": 0.27572016460905346, "growth_momentum": 0.05332742458004325, "company_age_years": 13.229295003422314, "ebitda": 4320000000.0, "spy_multiple": 15.0, "sector_multiple": 9.331966749302268, "sector_premium_over_spy": -0.3778688833798488}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2018-12-31", "company_multiple": 2.8774429081870436, "revenue_cagr_3y": 0.1950166861870244, "revenue_cagr_5y": 0.12817266899716717, "earnings_cagr_3y": 0.07095047645872676, "quarterly_revenue_growth_yoy": 0.5069742489270386, "quarterly_earnings_growth_yoy": 1.2351398601398602, "revenue_growth_qoq": 0.08371913580246913, "gross_margin": 0.6632253470986116, "operating_margin": 0.25311498754004985, "net_margin": 0.09576361694553222, "roa_ttm": 0.01824884792626728, "roe_ttm": 0.07083233961364178, "debt_to_ebitda": 0.28258505514991455, "net_debt_to_ebitda": 0.12940810936771788, "interest_coverage": 37.64327485380117, "debt_to_equity": 0.21690913427140474, "current_ratio": 1.0585439079309482, "quick_ratio": 0.9804853640230172, "fcf_to_ebitda": 0.37734969706384963, "capex_to_revenue": 0.013929688240310812, "working_capital_to_revenue": 0.02217378944376007, "capital_efficiency": 0.044540593769954534, "financial_health": 0.030291858678955452, "margin_quality": 0.3373679838613979, "growth_momentum": 0.8710570545334494, "company_age_years": 13.481177275838467, "ebitda": 6437000000.0, "spy_multiple": 15.0, "sector_multiple": 8.86880448706961, "sector_premium_over_spy": -0.40874636752869264}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2019-03-31", "company_multiple": 2.858909853249476, "revenue_cagr_3y": 0.20142071984228016, "revenue_cagr_5y": 0.1391797291151149, "earnings_cagr_3y": 0.13446688998595802, "quarterly_revenue_growth_yoy": 0.17338534893801474, "quarterly_earnings_growth_yoy": 49.0, "revenue_growth_qoq": -0.03631185475258099, "gross_margin": 0.6564462504617657, "operating_margin": 0.28592537864794976, "net_margin": 0.14185445142223865, "roa_ttm": 0.030390827271606462, "roe_ttm": 0.11322921451538814, "debt_to_ebitda": 0.19385045422781272, "net_debt_to_ebitda": 0.08972746331236897, "interest_coverage": 39.31318681318681, "debt_to_equity": 0.15927882406982086, "current_ratio": 1.158273381294964, "quick_ratio": 1.0745323741007193, "fcf_to_ebitda": 0.39343116701607267, "capex_to_revenue": 0.013055783803524148, "working_capital_to_revenue": 0.050214553090477496, "capital_efficiency": 0.0718100208934973, "financial_health": 0.02296264332388115, "margin_quality": 0.36140869351065136, "growth_momentum": 24.586692674469006, "company_age_years": 13.727583846680355, "ebitda": 7155000000.0, "spy_multiple": 15.0, "sector_multiple": 10.375574688819285, "sector_premium_over_spy": -0.30829502074538107}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2019-06-30", "company_multiple": 3.122903090476856, "revenue_cagr_3y": 0.190929309687206, "revenue_cagr_5y": 0.12373520861328657, "earnings_cagr_3y": 0.32402628000028044, "quarterly_revenue_growth_yoy": 0.014059753954305799, "quarterly_earnings_growth_yoy": 3.384259259259259, "revenue_growth_qoq": 0.0657554488363502, "gross_margin": 0.6748700173310225, "operating_margin": 0.31577123050259964, "net_margin": 0.3282495667244367, "roa_ttm": 0.05073127492982715, "roe_ttm": 0.178463777154142, "debt_to_ebitda": 0.23577122080827856, "net_debt_to_ebitda": 0.05104181233393931, "interest_coverage": 44.41614906832298, "debt_to_equity": 0.1752416588712192, "current_ratio": 1.2731027361899845, "quick_ratio": 1.1628807434176562, "fcf_to_ebitda": 0.40399944063767307, "capex_to_revenue": 0.01701082507049941, "working_capital_to_revenue": 0.09624306376785227, "capital_efficiency": 0.11459752604198457, "financial_health": 0.0390308760525927, "margin_quality": 0.43963027151935297, "growth_momentum": 1.6991595066067824, "company_age_years": 13.976728268309378, "ebitda": 7151000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10278835838034, "sector_premium_over_spy": -0.3264807761079773}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 2.6250964225824482, "revenue_cagr_3y": 0.19839593350427265, "revenue_cagr_5y": 0.11299420437338092, "earnings_cagr_3y": 0.0615791793395668, "quarterly_revenue_growth_yoy": 0.033179012345679014, "quarterly_earnings_growth_yoy": 1.2393162393162394, "revenue_growth_qoq": -0.07175043327556326, "gross_margin": 0.6587005227781927, "operating_margin": 0.23114264376400298, "net_margin": 0.09783420463032114, "roa_ttm": 0.056725057121096725, "roe_ttm": 0.19562933389367515, "debt_to_ebitda": 0.08538289547233091, "net_debt_to_ebitda": 0.0, "interest_coverage": 43.90184049079755, "debt_to_equity": 0.06419415843664636, "current_ratio": 1.5202678886147338, "quick_ratio": 1.3923158265773705, "fcf_to_ebitda": 0.4005030743432085, "capex_to_revenue": 0.020759996389565844, "working_capital_to_revenue": 0.13322502030869213, "capital_efficiency": 0.12617719550738593, "financial_health": 0.02476770753998477, "margin_quality": 0.32922579039083893, "growth_momentum": 0.6362476258309592, "company_age_years": 14.22861054072553, "ebitda": 7156000000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2019-12-31", "company_multiple": 3.077419715163362, "revenue_cagr_3y": 0.19788969879463347, "revenue_cagr_5y": 0.11389062796372684, "earnings_cagr_3y": 0.1612109514527751, "quarterly_revenue_growth_yoy": 0.023139907440370238, "quarterly_earnings_growth_yoy": 0.7695167286245354, "revenue_growth_qoq": 0.07318894697535475, "gross_margin": 0.6391788448155881, "operating_margin": 0.2453027139874739, "net_margin": 0.16562282533054976, "roa_ttm": 0.06133096190899659, "roe_ttm": 0.2091800626832474, "debt_to_ebitda": 0.08503211393465512, "net_debt_to_ebitda": 0.0, "interest_coverage": 44.20987654320987, "debt_to_equity": 0.06157112526539278, "current_ratio": 1.610682309354739, "quick_ratio": 1.4708243284964495, "fcf_to_ebitda": 0.43423624685841944, "capex_to_revenue": 0.0259332376166547, "working_capital_to_revenue": 0.177494615936827, "capital_efficiency": 0.13525551229612198, "financial_health": 0.04600563213279976, "margin_quality": 0.3500347947112039, "growth_momentum": 0.3963283180324528, "company_age_years": 14.480492813141684, "ebitda": 7162000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10804362333187, "sector_premium_over_spy": -0.3261304251112087}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2020-06-30", "company_multiple": 1.8954077126876658, "revenue_cagr_3y": 0.13345185590742803, "revenue_cagr_5y": 0.08966708343519758, "earnings_cagr_3y": -0.10181479668999072, "quarterly_revenue_growth_yoy": -0.11923743500866552, "quarterly_earnings_growth_yoy": -0.7138331573389651, "revenue_growth_qoq": -0.052925829295564664, "gross_margin": 0.6812278630460449, "operating_margin": 0.282172373081464, "net_margin": 0.10665092483274302, "roa_ttm": 0.041887031944150624, "roe_ttm": 0.14046822742474915, "debt_to_ebitda": 0.04989696791286429, "net_debt_to_ebitda": 0.0, "interest_coverage": 42.19875776397515, "debt_to_equity": 0.034356947400425664, "current_ratio": 1.8311335403726707, "quick_ratio": 1.65722049689441, "fcf_to_ebitda": 0.459964674712982, "capex_to_revenue": 0.035634743875278395, "working_capital_to_revenue": 0.1986822568671121, "capital_efficiency": 0.0911776296844499, "financial_health": 0.05086282450361147, "margin_quality": 0.35668372032008394, "growth_momentum": -0.41653529617381535, "company_age_years": 14.978781656399725, "ebitda": 6794000000.0, "spy_multiple": 20.0, "sector_multiple": 12.428320178833108, "sector_premium_over_spy": -0.3785839910583446}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2020-09-30", "company_multiple": 1.9369447325529707, "revenue_cagr_3y": 0.15758840602804902, "revenue_cagr_5y": 0.10464871878150439, "earnings_cagr_3y": 0.1122991031230518, "quarterly_revenue_growth_yoy": -0.043689320388349516, "quarterly_earnings_growth_yoy": 0.1450381679389313, "revenue_growth_qoq": 0.007870916961826053, "gross_margin": 0.608356110894182, "operating_margin": 0.207340882467786, "net_margin": 0.11714174150722374, "roa_ttm": 0.04258627908367725, "roe_ttm": 0.1411718052939427, "debt_to_ebitda": 0.04978515335605275, "net_debt_to_ebitda": 0.0, "interest_coverage": 41.91925465838509, "debt_to_equity": 0.033310201249132546, "current_ratio": 1.9876632801161103, "quick_ratio": 1.7148040638606676, "fcf_to_ebitda": 0.4486590606015706, "capex_to_revenue": 0.03658879819870532, "working_capital_to_revenue": 0.25537104794070736, "capital_efficiency": 0.09187904218880996, "financial_health": 0.056612237574017586, "margin_quality": 0.3109462449563973, "growth_momentum": 0.05067442377529088, "company_age_years": 15.23066392881588, "ebitda": 6749000000.0, "spy_multiple": 20.0, "sector_multiple": 12.159560820618088, "sector_premium_over_spy": -0.39202195896909564}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 4.779891447850961, "revenue_cagr_3y": 0.02480437756417131, "revenue_cagr_5y": 0.12383735649465555, "earnings_cagr_3y": 0.45983971329596307, "quarterly_revenue_growth_yoy": 0.2050373868555687, "quarterly_earnings_growth_yoy": 1.4797047970479704, "revenue_growth_qoq": 0.09670487106017192, "gross_margin": 0.6554539516655781, "operating_margin": 0.25440888308295234, "net_margin": 0.2194644023514043, "roa_ttm": 0.041478653245400905, "roe_ttm": 0.12428497139885596, "debt_to_ebitda": 2.20727592782749, "net_debt_to_ebitda": 1.7915505354261405, "interest_coverage": 43.4203821656051, "debt_to_equity": 1.3041254983532675, "current_ratio": 1.8872370266479663, "quick_ratio": 1.7234221598877981, "fcf_to_ebitda": 0.31744168989291477, "capex_to_revenue": 0.031147686045482702, "working_capital_to_revenue": 0.2798867356871073, "capital_efficiency": 0.08288181232212843, "financial_health": -1.1714496186002712, "margin_quality": 0.37644241236664494, "growth_momentum": 0.8423710919517695, "company_age_years": 15.978097193702943, "ebitda": 6817000000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 3.9887933930571107, "revenue_cagr_3y": 0.0671493041562452, "revenue_cagr_5y": 0.15149005699895013, "earnings_cagr_3y": 0.10064241629820891, "quarterly_revenue_growth_yoy": 0.22998828582584926, "quarterly_earnings_growth_yoy": -0.48, "revenue_growth_qoq": 0.028739386022207707, "gross_margin": 0.5146031746031746, "operating_margin": 0.10444444444444445, "net_margin": 0.049523809523809526, "roa_ttm": 0.03758960312372516, "roe_ttm": 0.11110154164154681, "debt_to_ebitda": 2.069568868980963, "net_debt_to_ebitda": 1.6333986562150056, "interest_coverage": 44.930817610062896, "debt_to_equity": 1.2733614675738525, "current_ratio": 1.9958020989505247, "quick_ratio": 1.7487256371814093, "fcf_to_ebitda": 0.2914333706606943, "capex_to_revenue": 0.032380151387720775, "working_capital_to_revenue": 0.2793103448275862, "capital_efficiency": 0.07434557238263599, "financial_health": -1.1525059316308854, "margin_quality": 0.22285714285714286, "growth_momentum": -0.12500585708707534, "company_age_years": 16.229979466119097, "ebitda": 7144000000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2021-12-31", "company_multiple": 3.802963495257258, "revenue_cagr_3y": 0.042981907325341684, "revenue_cagr_5y": 0.13770366748539664, "earnings_cagr_3y": -0.12858993045395695, "quarterly_revenue_growth_yoy": 0.1042966042966043, "quarterly_earnings_growth_yoy": -0.34317343173431736, "revenue_growth_qoq": 0.011746031746031746, "gross_margin": 0.6652023846877941, "operating_margin": 0.15939755255726387, "net_margin": 0.05585189833699404, "roa_ttm": 0.03476922183170186, "roe_ttm": 0.1031985515992758, "debt_to_ebitda": 2.121155504455303, "net_debt_to_ebitda": 1.5599310146593848, "interest_coverage": 45.18181818181818, "debt_to_equity": 1.2724372790757823, "current_ratio": 2.1000289100896214, "quick_ratio": 1.9069095114194854, "fcf_to_ebitda": 0.34851968956596724, "capex_to_revenue": 0.030596341563448447, "working_capital_to_revenue": 0.3121154950373226, "capital_efficiency": 0.06898388671548883, "financial_health": -1.129782207860285, "margin_quality": 0.2934839451940173, "growth_momentum": -0.11943841371885652, "company_age_years": 16.48186173853525, "ebitda": 6958000000.0, "spy_multiple": 20.0, "sector_multiple": 10.564283106491656, "sector_premium_over_spy": -0.4717858446754172}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2024-09-30", "company_multiple": 4.708874814936667, "revenue_cagr_3y": 0.4509974326176569, "revenue_cagr_5y": 0.291516570396517, "earnings_cagr_3y": -0.0470508579743768, "quarterly_revenue_growth_yoy": -0.03567491732638541, "quarterly_earnings_growth_yoy": 1.3237410071942446, "revenue_growth_qoq": -0.00926593225573973, "gross_margin": 0.4616024108905747, "operating_margin": 0.029200872908656344, "net_margin": 0.014028889119817105, "roa_ttm": -0.1054893589008116, "roe_ttm": -0.3195726495726496, "debt_to_ebitda": 3.3072051324230958, "net_debt_to_ebitda": 3.0328178976805398, "interest_coverage": 24.611336032388664, "debt_to_equity": 1.1455555555555557, "current_ratio": 0.7967505575023893, "quick_ratio": 0.7967505575023893, "fcf_to_ebitda": 0.43658496463234087, "capex_to_revenue": 0.02349790287533478, "working_capital_to_revenue": -0.08060033351862146, "capital_efficiency": -0.2125310042367306, "financial_health": -1.0274872597596494, "margin_quality": 0.16827739097301606, "growth_momentum": 0.6440330449339295, "company_age_years": 19.23066392881588, "ebitda": 12158000000.0, "spy_multiple": 12.0, "sector_multiple": 11.41342778698171, "sector_premium_over_spy": -0.04888101775152409}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2020-09-30", "company_multiple": 6.875638812154696, "revenue_cagr_3y": 0.07484895918901602, "revenue_cagr_5y": -0.14870500430950018, "earnings_cagr_3y": 0.415457519712664, "quarterly_revenue_growth_yoy": 0.018747656542932135, "quarterly_earnings_growth_yoy": 1.216432865731463, "revenue_growth_qoq": 0.12365591397849462, "gross_margin": 1.0, "operating_margin": 0.40228192859771805, "net_margin": 0.4070666175929334, "roa_ttm": 0.0713872960839223, "roe_ttm": 0.1488277268093782, "debt_to_ebitda": 2.780041436464088, "net_debt_to_ebitda": 1.0324585635359116, "interest_coverage": 29.551020408163264, "debt_to_equity": 0.7460847002131406, "current_ratio": 4.206262425447316, "quick_ratio": 3.5745526838966204, "fcf_to_ebitda": 0.6881906077348067, "capex_to_revenue": 0.035376022018942764, "working_capital_to_revenue": 0.522221322755606, "capital_efficiency": 0.11010751144665025, "financial_health": -0.5114837107555402, "margin_quality": 0.6031161820635506, "growth_momentum": 0.6175902611371975, "company_age_years": 1.5523613963039014, "ebitda": 2896000000.0, "spy_multiple": 20.0, "sector_multiple": 12.159560820618088, "sector_premium_over_spy": -0.39202195896909564}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2020-12-31", "company_multiple": 7.429218136379864, "revenue_cagr_3y": 0.09557271875161755, "revenue_cagr_5y": -0.030799741187714558, "earnings_cagr_3y": -0.3635815708311708, "quarterly_revenue_growth_yoy": 0.08178930651138168, "quarterly_earnings_growth_yoy": -0.25333333333333335, "revenue_growth_qoq": 0.5042326094957674, "gross_margin": 1.0, "operating_margin": 0.05603131881575728, "net_margin": 0.054807927575238564, "roa_ttm": 0.06724092467258504, "roe_ttm": 0.14014839241549876, "debt_to_ebitda": 2.870760442699036, "net_debt_to_ebitda": 1.2634773295251696, "interest_coverage": 28.876288659793815, "debt_to_equity": 0.7365576623614546, "current_ratio": 3.813827383642115, "quick_ratio": 3.3529145955716224, "fcf_to_ebitda": 0.8450553373795073, "capex_to_revenue": 0.038777444321592164, "working_capital_to_revenue": 0.4917864476386037, "capital_efficiency": 0.10369465854404189, "financial_health": -0.5302751166240666, "margin_quality": 0.37027974879699865, "growth_momentum": -0.08577201341097584, "company_age_years": 1.8042436687200547, "ebitda": 2801000000.0, "spy_multiple": 20.0, "sector_multiple": 11.255146554806231, "sector_premium_over_spy": -0.4372426722596885}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2021-03-31", "company_multiple": 6.6364001154734416, "revenue_cagr_3y": 0.09287927059752255, "revenue_cagr_5y": 0.17344469532327866, "earnings_cagr_3y": 0.0745392563325602, "quarterly_revenue_growth_yoy": -0.06540697674418605, "quarterly_earnings_growth_yoy": 6.269230769230769, "revenue_growth_qoq": -0.2133594323464644, "gross_margin": 1.0, "operating_margin": 0.2534992223950233, "net_margin": 0.17636080870917573, "roa_ttm": 0.0881389968132012, "roe_ttm": 0.18220377222272358, "debt_to_ebitda": 2.321016166281755, "net_debt_to_ebitda": 0.6567551963048499, "interest_coverage": 35.3469387755102, "debt_to_equity": 0.725566284631351, "current_ratio": 2.912562814070352, "quick_ratio": 2.6830820770519264, "fcf_to_ebitda": 0.6887990762124712, "capex_to_revenue": 0.04020262121090295, "working_capital_to_revenue": 0.4590335289860899, "capital_efficiency": 0.1351713845179624, "financial_health": -0.39818130121234646, "margin_quality": 0.4766200103680664, "growth_momentum": 3.1019118962432914, "company_age_years": 2.0506502395619437, "ebitda": 3464000000.0, "spy_multiple": 20.0, "sector_multiple": 11.253986801242236, "sector_premium_over_spy": -0.43730065993788814}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 6.311412742382272, "revenue_cagr_3y": 0.06477513035747551, "revenue_cagr_5y": 0.8143292476073076, "earnings_cagr_3y": -0.18710733519716982, "quarterly_revenue_growth_yoy": 0.19520264681555005, "quarterly_earnings_growth_yoy": 1.0737704918032787, "revenue_growth_qoq": -0.10108864696734059, "gross_margin": 1.0, "operating_margin": 0.21730103806228374, "net_margin": 0.0875432525951557, "roa_ttm": 0.0937799877867923, "roe_ttm": 0.19329317630135756, "debt_to_ebitda": 2.22797783933518, "net_debt_to_ebitda": 0.5975069252077563, "interest_coverage": 36.464646464646464, "debt_to_equity": 0.7230962869729389, "current_ratio": 2.914390406395736, "quick_ratio": 2.671552298467688, "fcf_to_ebitda": 0.5969529085872576, "capex_to_revenue": 0.037493221783252, "working_capital_to_revenue": 0.445193276008986, "capital_efficiency": 0.14353658204407493, "financial_health": -0.39074811516712443, "margin_quality": 0.4349480968858131, "growth_momentum": 0.6344865693094144, "company_age_years": 2.299794661190965, "ebitda": 3610000000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 7.7893178144196575, "revenue_cagr_3y": 0.06217043931641997, "revenue_cagr_5y": -0.1408783813697312, "earnings_cagr_3y": 0.050897502164834796, "quarterly_revenue_growth_yoy": 0.12072138387927861, "quarterly_earnings_growth_yoy": -0.36618444846292947, "revenue_growth_qoq": 0.05363321799307959, "gross_margin": 1.0, "operating_margin": 0.3218390804597701, "net_margin": 0.2302134646962233, "roa_ttm": 0.0753421700272009, "roe_ttm": 0.15266841644794402, "debt_to_ebitda": 2.6020045263498224, "net_debt_to_ebitda": 0.8525703200775946, "interest_coverage": 31.88659793814433, "debt_to_equity": 0.7041119860017497, "current_ratio": 3.0934123387940047, "quick_ratio": 2.697804112931335, "fcf_to_ebitda": 0.6404784998383446, "capex_to_revenue": 0.03172924378635643, "working_capital_to_revenue": 0.4537281861448969, "capital_efficiency": 0.11400529323757246, "financial_health": -0.3965582359067946, "margin_quality": 0.5173508483853312, "growth_momentum": -0.12273153229182543, "company_age_years": 2.5516769336071183, "ebitda": 3093000000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2022-12-31", "company_multiple": 6.513701253481894, "revenue_cagr_3y": 0.06820816601335467, "revenue_cagr_5y": 0.08180684455422504, "earnings_cagr_3y": 0.014240684687553351, "quarterly_revenue_growth_yoy": 0.0369286196802522, "quarterly_earnings_growth_yoy": 4.682352941176471, "revenue_growth_qoq": 0.4426691729323308, "gross_margin": 1.0, "operating_margin": 0.09207383279044516, "net_margin": 0.06796959826275788, "roa_ttm": 0.06516474963244832, "roe_ttm": 0.12983544412854311, "debt_to_ebitda": 2.5477019498607243, "net_debt_to_ebitda": 1.13474930362117, "interest_coverage": 32.26966292134831, "debt_to_equity": 0.6303954510209356, "current_ratio": 3.370428627605191, "quick_ratio": 2.859221392056626, "fcf_to_ebitda": 0.6754874651810585, "capex_to_revenue": 0.023731186559327967, "working_capital_to_revenue": 0.42198109905495274, "capital_efficiency": 0.09750009688049571, "financial_health": -0.44553107317190677, "margin_quality": 0.38668114368440104, "growth_momentum": 2.3596407804283617, "company_age_years": 3.802874743326489, "ebitda": 2872000000.0, "spy_multiple": 12.0, "sector_multiple": 12.545605371576418, "sector_premium_over_spy": 0.04546711429803474}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2023-06-30", "company_multiple": 7.670809294871795, "revenue_cagr_3y": 0.0783447629124725, "revenue_cagr_5y": 0.0483855108575062, "earnings_cagr_3y": 0.4539756912149433, "quarterly_revenue_growth_yoy": -0.0003297065611605671, "quarterly_earnings_growth_yoy": 0.22549019607843138, "revenue_growth_qoq": -0.257590597453477, "gross_margin": 1.0, "operating_margin": 0.20712401055408972, "net_margin": 0.12368073878627968, "roa_ttm": 0.05666331290588128, "roe_ttm": 0.11938716515706302, "debt_to_ebitda": 2.917467948717949, "net_debt_to_ebitda": 1.2059294871794872, "interest_coverage": 28.689655172413794, "debt_to_equity": 0.7016766236269031, "current_ratio": 1.9285144831251662, "quick_ratio": 1.7842147222960405, "fcf_to_ebitda": 0.578125, "capex_to_revenue": 0.023938845302755984, "working_capital_to_revenue": 0.23429222825722523, "capital_efficiency": 0.08802523903147215, "financial_health": -0.379016318617698, "margin_quality": 0.4436015831134565, "growth_momentum": 0.1125802447586354, "company_age_years": 4.298425735797399, "ebitda": 2496000000.0, "spy_multiple": 12.0, "sector_multiple": 15.80685569057263, "sector_premium_over_spy": 0.3172379742143858}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2023-09-30", "company_multiple": 8.007103479439674, "revenue_cagr_3y": 0.056825070266670386, "revenue_cagr_5y": 0.047656372477918874, "earnings_cagr_3y": -0.2833951209659107, "quarterly_revenue_growth_yoy": 0.004699248120300752, "quarterly_earnings_growth_yoy": -0.32727272727272727, "revenue_growth_qoq": 0.057717678100263854, "gross_margin": 1.0, "operating_margin": 0.2397879638291238, "net_margin": 0.12690988462737762, "roa_ttm": 0.04808536191048085, "roe_ttm": 0.10025038520801233, "debt_to_ebitda": 3.290555806597379, "net_debt_to_ebitda": 1.5603253502033438, "interest_coverage": 24.318681318681318, "debt_to_equity": 0.701271186440678, "current_ratio": 2.01699637782112, "quick_ratio": 1.8077458902201171, "fcf_to_ebitda": 0.5318572074107546, "capex_to_revenue": 0.023713826366559485, "working_capital_to_revenue": 0.2445069667738478, "capital_efficiency": 0.07416787355924659, "financial_health": -0.39728525058111275, "margin_quality": 0.45556594948550044, "growth_momentum": -0.16128673957621326, "company_age_years": 4.550308008213553, "ebitda": 2213000000.0, "spy_multiple": 12.0, "sector_multiple": 12.099767854056733, "sector_premium_over_spy": 0.008313987838061143}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2023-12-31", "company_multiple": 9.17622993267737, "revenue_cagr_3y": 0.011848297571881439, "revenue_cagr_5y": 0.0339530272656281, "earnings_cagr_3y": -0.2134503178933016, "quarterly_revenue_growth_yoy": -0.08056460369163952, "quarterly_earnings_growth_yoy": -0.6517571884984026, "revenue_growth_qoq": 0.320236981602744, "gross_margin": 0.1757203589985829, "operating_margin": 0.058809636277751536, "net_margin": 0.02574397732640529, "roa_ttm": 0.03663661034754443, "roe_ttm": 0.0816426063207179, "debt_to_ebitda": 4.409114448472294, "net_debt_to_ebitda": 2.274469186949767, "interest_coverage": 16.22689075630252, "debt_to_equity": 0.8304721030042919, "current_ratio": 2.2932290261667116, "quick_ratio": 2.0132182357701645, "fcf_to_ebitda": 0.6069394096323149, "capex_to_revenue": 0.02431819743078931, "working_capital_to_revenue": 0.32932609741018065, "capital_efficiency": 0.059139608334131163, "financial_health": -0.5213888227299728, "margin_quality": 0.0867579908675799, "growth_momentum": -0.36616089609502106, "company_age_years": 4.802190280629706, "ebitda": 1931000000.0, "spy_multiple": 12.0, "sector_multiple": 12.597893575998075, "sector_premium_over_spy": 0.04982446466650625}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2024-03-31", "company_multiple": 5.786380597014926, "revenue_cagr_3y": 0.023497458818981576, "revenue_cagr_5y": 0.0460647576155766, "earnings_cagr_3y": 0.05510834211603166, "quarterly_revenue_growth_yoy": -0.1559745347698335, "quarterly_earnings_growth_yoy": 13.333333333333334, "revenue_growth_qoq": -0.18587623996221067, "gross_margin": 0.37684943429068757, "operating_margin": 0.2288946910356832, "net_margin": 0.19321148825065274, "roa_ttm": 0.07169498549523415, "roe_ttm": 0.14752700397953383, "debt_to_ebitda": 2.4657394843962006, "net_debt_to_ebitda": 1.1797829036635006, "interest_coverage": 29.77777777777778, "debt_to_equity": 0.6887436043206367, "current_ratio": 3.2377086152458276, "quick_ratio": 2.9400090211998195, "fcf_to_ebitda": 0.36668928086838537, "capex_to_revenue": 0.02535919540229885, "working_capital_to_revenue": 0.35639367816091955, "capital_efficiency": 0.10961099473738399, "financial_health": -0.5072630896752041, "margin_quality": 0.26631853785900783, "growth_momentum": 6.58867939928175, "company_age_years": 5.0513347022587265, "ebitda": 2948000000.0, "spy_multiple": 12.0, "sector_multiple": 11.90378079704281, "sector_premium_over_spy": -0.008018266913099148}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2024-06-30", "company_multiple": 6.154727398205659, "revenue_cagr_3y": 0.022776044700837605, "revenue_cagr_5y": 0.04233998826219221, "earnings_cagr_3y": 0.08033070725628866, "quarterly_revenue_growth_yoy": 0.01978891820580475, "quarterly_earnings_growth_yoy": -0.14933333333333335, "revenue_growth_qoq": -0.10298810559907165, "gross_margin": 0.3913324708926261, "operating_margin": 0.21701164294954722, "net_margin": 0.10316946959896507, "roa_ttm": 0.06831421809575824, "roe_ttm": 0.14009706925518015, "debt_to_ebitda": 2.5096618357487923, "net_debt_to_ebitda": 1.0193236714975846, "interest_coverage": 30.1875, "debt_to_equity": 0.6788314355049468, "current_ratio": 2.540989159891599, "quick_ratio": 2.328929539295393, "fcf_to_ebitda": 0.5158730158730159, "capex_to_revenue": 0.02467811158798283, "working_capital_to_revenue": 0.3253934191702432, "capital_efficiency": 0.1042056436754692, "financial_health": -0.41926139572957943, "margin_quality": 0.2371711944803795, "growth_momentum": -0.0647722075637643, "company_age_years": 5.300479123887748, "ebitda": 2898000000.0, "spy_multiple": 12.0, "sector_multiple": 9.883529185615894, "sector_premium_over_spy": -0.17637256786534217}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2024-09-30", "company_multiple": 6.141840277777778, "revenue_cagr_3y": 0.05386132313246428, "revenue_cagr_5y": 0.05970000390296404, "earnings_cagr_3y": 0.05664514974496493, "quarterly_revenue_growth_yoy": 0.11131898971000935, "quarterly_earnings_growth_yoy": 1.031941031941032, "revenue_growth_qoq": 0.15265200517464425, "gross_margin": 0.40824915824915825, "operating_margin": 0.2673961840628507, "net_margin": 0.23204264870931537, "roa_ttm": 0.08523382731386991, "roe_ttm": 0.17036183043632494, "debt_to_ebitda": 2.1050347222222223, "net_debt_to_ebitda": 0.9325810185185185, "interest_coverage": 33.88235294117647, "debt_to_equity": 0.6451755941823342, "current_ratio": 2.593344425956739, "quick_ratio": 2.3287853577371047, "fcf_to_ebitda": 0.4800347222222222, "capex_to_revenue": 0.02357536444165446, "working_capital_to_revenue": 0.3339610797237916, "capital_efficiency": 0.12779782887509744, "financial_health": -0.40544000560828075, "margin_quality": 0.30256266367377477, "growth_momentum": 0.5716300108255207, "company_age_years": 5.552361396303901, "ebitda": 3456000000.0, "spy_multiple": 12.0, "sector_multiple": 11.41342778698171, "sector_premium_over_spy": -0.04888101775152409}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2017-09-30", "company_multiple": 6.226205383848455, "revenue_cagr_3y": -0.00796973632172504, "revenue_cagr_5y": -0.007133396099375133, "earnings_cagr_3y": 0.015153817242604228, "quarterly_revenue_growth_yoy": 0.04732824427480916, "quarterly_earnings_growth_yoy": 5.533333333333333, "revenue_growth_qoq": -0.010576923076923078, "gross_margin": 1.0, "operating_margin": 0.07337220602526726, "net_margin": 0.03304178814382896, "roa_ttm": -0.044673305142545354, "roe_ttm": -0.05991036312082686, "debt_to_ebitda": 0.3848454636091725, "net_debt_to_ebitda": 0.0, "interest_coverage": 167.16666666666666, "debt_to_equity": 0.035305954449830784, "current_ratio": 1.5589573851882499, "quick_ratio": 1.4658667769962763, "fcf_to_ebitda": 0.48753738783649053, "capex_to_revenue": 0.03267735665694849, "working_capital_to_revenue": 0.1641156462585034, "capital_efficiency": -0.0522918341316861, "financial_health": 0.1023160026192447, "margin_quality": 0.3688046647230321, "growth_momentum": 2.7903307888040714, "company_age_years": 4.2819986310746065, "ebitda": 1003000000.0, "spy_multiple": 15.0, "sector_multiple": 10.182748140774141, "sector_premium_over_spy": -0.3211501239483906}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2018-09-30", "company_multiple": 6.482069550466497, "revenue_cagr_3y": 0.07814364693322551, "revenue_cagr_5y": 0.040255258659535276, "earnings_cagr_3y": -0.1674165475991649, "quarterly_revenue_growth_yoy": 0.22643343051506318, "quarterly_earnings_growth_yoy": 0.4852941176470588, "revenue_growth_qoq": -0.06275529149647234, "gross_margin": 1.0, "operating_margin": 0.07725832012678288, "net_margin": 0.04001584786053883, "roa_ttm": -0.09092583497053046, "roe_ttm": -0.1599179354281395, "debt_to_ebitda": 1.575063613231552, "net_debt_to_ebitda": 0.0, "interest_coverage": 73.6875, "debt_to_equity": 0.2005183025591189, "current_ratio": 1.2606488011283499, "quick_ratio": 1.1511988716502115, "fcf_to_ebitda": 0.37234944868532655, "capex_to_revenue": 0.0458377239199157, "working_capital_to_revenue": 0.09736564805057955, "capital_efficiency": -0.12542188519933498, "financial_health": -0.012273157774039853, "margin_quality": 0.3724247226624406, "growth_momentum": 0.355863774081061, "company_age_years": 5.281314168377824, "ebitda": 1179000000.0, "spy_multiple": 15.0, "sector_multiple": 9.331966749302268, "sector_premium_over_spy": -0.3778688833798488}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2018-12-31", "company_multiple": 5.508259623259623, "revenue_cagr_3y": 0.0672555828743624, "revenue_cagr_5y": 0.03257117712799262, "earnings_cagr_3y": 0.14672958869049202, "quarterly_revenue_growth_yoy": 0.20504587155963303, "quarterly_earnings_growth_yoy": 2.144578313253012, "revenue_growth_qoq": 0.04080824088748019, "gross_margin": 1.0, "operating_margin": 0.07879710696612105, "net_margin": 0.03616292348686715, "roa_ttm": -0.08029826831823504, "roe_ttm": -0.14065198618307426, "debt_to_ebitda": 1.375921375921376, "net_debt_to_ebitda": 0.050778050778050775, "interest_coverage": 81.4, "debt_to_equity": 0.18134715025906736, "current_ratio": 1.1931573275862069, "quick_ratio": 1.0853987068965518, "fcf_to_ebitda": 0.3366093366093366, "capex_to_revenue": 0.05031699708161417, "working_capital_to_revenue": 0.07215457381503472, "capital_efficiency": -0.11047512725065464, "financial_health": -0.0013259101523048489, "margin_quality": 0.37165334348432943, "growth_momentum": 1.1748120924063226, "company_age_years": 5.533196440793977, "ebitda": 1221000000.0, "spy_multiple": 15.0, "sector_multiple": 8.86880448706961, "sector_premium_over_spy": -0.40874636752869264}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 7.440708220415537, "revenue_cagr_3y": 0.05994769370959929, "revenue_cagr_5y": 0.021101819763914564, "earnings_cagr_3y": 1.4734978244112042, "quarterly_revenue_growth_yoy": -0.07290015847860538, "quarterly_earnings_growth_yoy": -3.2475247524752477, "revenue_growth_qoq": -0.051094890510948905, "gross_margin": 1.0, "operating_margin": 0.025213675213675214, "net_margin": -0.09700854700854701, "roa_ttm": -0.010657303024702766, "roe_ttm": -0.019853109938030754, "debt_to_ebitda": 1.3649503161698284, "net_debt_to_ebitda": 0.06323396567299007, "interest_coverage": 276.75, "debt_to_equity": 0.17339912784025704, "current_ratio": 1.0879152348224512, "quick_ratio": 0.972794959908362, "fcf_to_ebitda": 0.25835591689250226, "capex_to_revenue": 0.05621840242669363, "working_capital_to_revenue": 0.031041456016177957, "capital_efficiency": -0.01525520648136676, "financial_health": 0.007635982268259789, "margin_quality": 0.30940170940170936, "growth_momentum": -1.6602124554769266, "company_age_years": 6.28062970568104, "ebitda": 1107000000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2023-06-30", "company_multiple": 10.576486013986013, "revenue_cagr_3y": 0.0815691093232298, "revenue_cagr_5y": -0.02010136859132372, "earnings_cagr_3y": -0.7278762209971981, "quarterly_revenue_growth_yoy": -0.09012715033657442, "quarterly_earnings_growth_yoy": -1.0727272727272728, "revenue_growth_qoq": -0.005721291377196567, "gross_margin": 1.0, "operating_margin": 0.06699547883271681, "net_margin": -0.0032881216605014385, "roa_ttm": 0.00880562614502689, "roe_ttm": 0.01847718253968254, "debt_to_ebitda": 2.4117132867132867, "net_debt_to_ebitda": 0.8094405594405595, "interest_coverage": 52.0, "debt_to_equity": 0.3421378968253968, "current_ratio": 1.280568720379147, "quick_ratio": 1.182306477093207, "fcf_to_ebitda": 0.5183566433566433, "capex_to_revenue": 0.050511185342646016, "working_capital_to_revenue": 0.0898876404494382, "capital_efficiency": 0.013641404342354715, "financial_health": -0.21657386261834877, "margin_quality": 0.3545691190574051, "growth_momentum": -0.5814272115319236, "company_age_years": 10.028747433264886, "ebitda": 1144000000.0, "spy_multiple": 12.0, "sector_multiple": 15.80685569057263, "sector_premium_over_spy": 0.3172379742143858}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2015-12-31", "company_multiple": 25.799709297050736, "revenue_cagr_3y": 0.0950523671971546, "revenue_cagr_5y": 0.070840916291242, "earnings_cagr_3y": 0.4502179616857558, "quarterly_revenue_growth_yoy": 0.06440677966101695, "quarterly_earnings_growth_yoy": -1.5416666666666667, "revenue_growth_qoq": 0.025306122448979593, "gross_margin": 0.3535031847133758, "operating_margin": 0.1285828025477707, "net_margin": -0.04856687898089172, "roa_ttm": -0.006892868043544613, "roe_ttm": 5.891304347826087, "debt_to_ebitda": 21.016470588235293, "net_debt_to_ebitda": 21.015, "interest_coverage": 7.816091954022989, "debt_to_equity": 1553.391304347826, "current_ratio": 0.17494929006085191, "quick_ratio": 0.17494929006085191, "fcf_to_ebitda": 0.16088235294117648, "capex_to_revenue": 0.1857699405372155, "working_capital_to_revenue": -0.16680336272298543, "capital_efficiency": 2.9422057398912713, "financial_health": 776.5870836964262, "margin_quality": 0.14450636942675157, "growth_momentum": -0.7386299435028248, "company_age_years": 16.142368240930868, "ebitda": 3400000000.0, "spy_multiple": 15.0, "sector_multiple": 10.653594741354672, "sector_premium_over_spy": -0.2897603505763552}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2016-03-31", "company_multiple": 15.649711873804803, "revenue_cagr_3y": 0.09689772589847911, "revenue_cagr_5y": 0.07406224562843589, "earnings_cagr_3y": 0.6480467215088259, "quarterly_revenue_growth_yoy": 0.07112616426756986, "quarterly_earnings_growth_yoy": -1.3209876543209877, "revenue_growth_qoq": 0.007165605095541401, "gross_margin": 0.3395256916996047, "operating_margin": 0.11936758893280633, "net_margin": -0.07430830039525692, "roa_ttm": -0.009327805744743855, "roe_ttm": 1.726027397260274, "debt_to_ebitda": 10.673950546290971, "net_debt_to_ebitda": 10.30649798734905, "interest_coverage": 7.6607929515418505, "debt_to_equity": 169.5159817351598, "current_ratio": 0.8374025974025974, "quick_ratio": 0.8374025974025974, "fcf_to_ebitda": 0.1106958021851639, "capex_to_revenue": 0.188470066518847, "working_capital_to_revenue": -0.03154605926224552, "capital_efficiency": 0.858349795757765, "financial_health": 169.54751860220156, "margin_quality": 0.12819499341238472, "growth_momentum": -0.624930745026709, "company_age_years": 16.39151266255989, "ebitda": 3478000000.0, "spy_multiple": 15.0, "sector_multiple": 12.052312778675812, "sector_premium_over_spy": -0.19651248142161248}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2023-12-31", "company_multiple": 411.3183018867924, "revenue_cagr_3y": 0.07056596599608023, "revenue_cagr_5y": 0.1367483602145203, "earnings_cagr_3y": -0.543610929558358, "quarterly_revenue_growth_yoy": -0.060632148567211906, "quarterly_earnings_growth_yoy": 9.555555555555555, "revenue_growth_qoq": 0.07079770082714146, "gross_margin": 0.312254516889238, "operating_margin": 0.05394082220476565, "net_margin": 0.010081173081958628, "roa_ttm": -0.01884466690323665, "roe_ttm": -0.04479268400958892, "debt_to_ebitda": 275.50943396226415, "net_debt_to_ebitda": 229.0943396226415, "interest_coverage": 0.23873873873873874, "debt_to_equity": 0.6482287134866377, "current_ratio": 1.3155550952775477, "quick_ratio": 1.1691176470588236, "fcf_to_ebitda": 2.7735849056603774, "capex_to_revenue": 0.01106164845541616, "working_capital_to_revenue": 0.10275866720625927, "capital_efficiency": -0.03181867545641279, "financial_health": -0.6022399391893415, "margin_quality": 0.12542550405865407, "growth_momentum": 4.747461703494172, "company_age_years": 17.99041752224504, "ebitda": 53000000.0, "spy_multiple": 12.0, "sector_multiple": 12.597893575998075, "sector_premium_over_spy": 0.04982446466650625}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2024-03-31", "company_multiple": 14.931905926622767, "revenue_cagr_3y": -0.05126245029002452, "revenue_cagr_5y": -0.040899760370415206, "earnings_cagr_3y": -0.2758452431876276, "quarterly_revenue_growth_yoy": -0.18512464241928892, "quarterly_earnings_growth_yoy": -0.4, "revenue_growth_qoq": -0.06604215456674473, "gross_margin": 1.0, "operating_margin": 0.07271815446339017, "net_margin": 0.015045135406218655, "roa_ttm": 0.012572533849129593, "roe_ttm": 0.02583529996273755, "debt_to_ebitda": 2.832549388523048, "net_debt_to_ebitda": 1.0047036688617121, "interest_coverage": 118.11111111111111, "debt_to_equity": 0.37399080859520556, "current_ratio": 1.3570019723865878, "quick_ratio": 1.2481919789612097, "fcf_to_ebitda": 0.8184383819379115, "capex_to_revenue": 0.04359342235956296, "working_capital_to_revenue": 0.11985432071515285, "capital_efficiency": 0.019203916905933573, "financial_health": -0.23580365300560957, "margin_quality": 0.3625877632898696, "growth_momentum": -0.2925623212096445, "company_age_years": 10.781656399726215, "ebitda": 1063000000.0, "spy_multiple": 12.0, "sector_multiple": 11.90378079704281, "sector_premium_over_spy": -0.008018266913099148}, {"ticker": "PINS", "sector": "Communication Services", "quarter_date": "2024-03-31", "company_multiple": 266.77066364179103, "revenue_cagr_3y": 0.1510425181154591, "revenue_cagr_5y": 0.296618914398296, "earnings_cagr_3y": 0.046102486759562744, "quarterly_revenue_growth_yoy": 0.22802245673195803, "quarterly_earnings_growth_yoy": 0.8810426744782552, "revenue_growth_qoq": -0.24588641973295614, "gross_margin": 0.7552768104132122, "operating_margin": -0.07353682449461676, "net_margin": -0.033530500025000576, "roa_ttm": 0.04040587784337987, "roe_ttm": 0.04712609603154357, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.6786285421864005, "debt_to_equity": 0.0, "current_ratio": 10.043959244798945, "quick_ratio": 10.043959244798945, "fcf_to_ebitda": 9.163749253731343, "capex_to_revenue": 0.005696524293235996, "working_capital_to_revenue": 0.9628548150602997, "capital_efficiency": 0.043765986937461726, "financial_health": 0.4455874584335478, "margin_quality": 0.21606982863119828, "growth_momentum": 0.5545325656051067, "company_age_years": 4.952772073921971, "ebitda": 83750000.0, "spy_multiple": 12.0, "sector_multiple": 11.90378079704281, "sector_premium_over_spy": -0.008018266913099148}, {"ticker": "PINS", "sector": "Communication Services", "quarter_date": "2024-06-30", "company_multiple": 215.16831958405035, "revenue_cagr_3y": 0.11659400754703642, "revenue_cagr_5y": 0.26720854866082533, "earnings_cagr_3y": -0.4960008781015407, "quarterly_revenue_growth_yoy": 0.20572013700081213, "quarterly_earnings_growth_yoy": 1.2543357563963138, "revenue_growth_qoq": 0.1536481243488026, "gross_margin": 0.7834598444381969, "operating_margin": -0.02511596851279168, "net_margin": 0.010410223971511574, "roa_ttm": 0.05123020155217483, "roe_ttm": 0.06003215081175953, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.904296424452134, "debt_to_equity": 0.0, "current_ratio": 9.498823778973792, "quick_ratio": 9.498823778973792, "fcf_to_ebitda": 5.961529087672912, "capex_to_revenue": 0.006638451251719526, "working_capital_to_revenue": 0.93616631836766, "capital_efficiency": 0.05563117618196718, "financial_health": 0.367643260228909, "margin_quality": 0.25625136663230563, "growth_momentum": 0.730027946698563, "company_age_years": 5.201916495550993, "ebitda": 135401000.0, "spy_multiple": 12.0, "sector_multiple": 9.883529185615894, "sector_premium_over_spy": -0.17637256786534217}, {"ticker": "PINS", "sector": "Communication Services", "quarter_date": "2024-09-30", "company_multiple": 159.08698110412362, "revenue_cagr_3y": 0.12382808000839884, "revenue_cagr_5y": 0.2628504208493947, "earnings_cagr_3y": -0.3124108057951741, "quarterly_revenue_growth_yoy": 0.1771088426015097, "quarterly_earnings_growth_yoy": 3.5382444675478983, "revenue_growth_qoq": 0.0523533408302877, "gross_margin": 0.7913416810166823, "operating_margin": -0.0065852379802153445, "net_margin": 0.03401259833053754, "roa_ttm": 0.061816321520835785, "roe_ttm": 0.07457429975475824, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 4.156880253718016, "debt_to_equity": 0.0, "current_ratio": 7.8973398615203445, "quick_ratio": 7.8973398615203445, "fcf_to_ebitda": 6.99082983341111, "capex_to_revenue": 0.0072254093947596775, "working_capital_to_revenue": 0.8127995351968071, "capital_efficiency": 0.06819531063779702, "financial_health": 0.2966271981044549, "margin_quality": 0.27292301378900147, "growth_momentum": 1.857676655074704, "company_age_years": 5.453798767967146, "ebitda": 135003000.0, "spy_multiple": 12.0, "sector_multiple": 11.41342778698171, "sector_premium_over_spy": -0.04888101775152409}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2016-03-31", "company_multiple": 19.03065108947876, "revenue_cagr_3y": 0.0334188914791278, "revenue_cagr_5y": 0.12223545573462125, "earnings_cagr_3y": -0.463515825189701, "quarterly_revenue_growth_yoy": 0.0604094175883352, "quarterly_earnings_growth_yoy": -0.6863472827116076, "revenue_growth_qoq": -0.03481562997803772, "gross_margin": 0.7635022382165558, "operating_margin": 0.026144469035461113, "net_margin": 0.010110122451869494, "roa_ttm": 0.020059801957230537, "roe_ttm": 0.04906901102816933, "debt_to_ebitda": 3.311364057552179, "net_debt_to_ebitda": 0.0, "interest_coverage": 13.364070351758794, "debt_to_equity": 0.5969179418602737, "current_ratio": 2.4253148883700457, "quick_ratio": 2.425314887082948, "fcf_to_ebitda": 0.8381136808631215, "capex_to_revenue": 0.01991182572614108, "working_capital_to_revenue": 0.3378652062484745, "capital_efficiency": 0.034564406492699935, "financial_health": -0.32028136677436253, "margin_quality": 0.2665856099012955, "growth_momentum": -0.3129689325616362, "company_age_years": 0.36413415468856947, "ebitda": 372323000.0, "spy_multiple": 15.0, "sector_multiple": 12.052312778675812, "sector_premium_over_spy": -0.19651248142161248}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2016-09-30", "company_multiple": 293.838977338321, "revenue_cagr_3y": 0.0031740725594464614, "revenue_cagr_5y": 0.08131356073357243, "earnings_cagr_3y": -0.2363995394234042, "quarterly_revenue_growth_yoy": -0.08879377886641521, "quarterly_earnings_growth_yoy": -0.3421529926384295, "revenue_growth_qoq": 0.025036253804804953, "gross_margin": 0.7655666390089281, "operating_margin": 0.11200598872925342, "net_margin": 0.05648722291003034, "roa_ttm": -0.03750246191524161, "roe_ttm": -0.0939874433033276, "debt_to_ebitda": 32.46737359438019, "net_debt_to_ebitda": 0.6881059857367985, "interest_coverage": 1.3805959141529611, "debt_to_equity": 0.6521638358122311, "current_ratio": 2.5612840508462273, "quick_ratio": 2.56128404942292, "fcf_to_ebitda": 6.588049894495045, "capex_to_revenue": 0.025249823128498092, "working_capital_to_revenue": 0.34522705013583227, "capital_efficiency": -0.0657449526092846, "financial_health": -0.39745536939275505, "margin_quality": 0.31135328354940395, "growth_momentum": -0.21547338575242236, "company_age_years": 0.865160848733744, "ebitda": 37439000.0, "spy_multiple": 15.0, "sector_multiple": 12.34269724686341, "sector_premium_over_spy": -0.17715351687577263}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2016-12-31", "company_multiple": 162.0020030788276, "revenue_cagr_3y": 0.038401709424034314, "revenue_cagr_5y": 0.06324891130757937, "earnings_cagr_3y": 0.09883287080395631, "quarterly_revenue_growth_yoy": -0.04426153019577533, "quarterly_earnings_growth_yoy": 4.2042136330811015, "revenue_growth_qoq": 0.061588636072147436, "gross_margin": 0.7380695841274616, "operating_margin": 0.13908442456623954, "net_margin": 0.12580840818480155, "roa_ttm": -0.008885305302146658, "roe_ttm": -0.02208405422148894, "debt_to_ebitda": 17.7835198644491, "net_debt_to_ebitda": 0.0, "interest_coverage": 2.5400558743582, "debt_to_equity": 0.6401021387507744, "current_ratio": 2.58307540917425, "quick_ratio": 2.58307540917425, "fcf_to_ebitda": 3.185713648726981, "capex_to_revenue": 0.024854118721658967, "working_capital_to_revenue": 0.35967816624955967, "capital_efficiency": -0.0154846797618178, "financial_health": -0.34330191144762057, "margin_quality": 0.3343208056261675, "growth_momentum": 2.0799760514426633, "company_age_years": 1.1170431211498972, "ebitda": 67281000.0, "spy_multiple": 15.0, "sector_multiple": 11.626286991046113, "sector_premium_over_spy": -0.2249142005969258}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2017-03-31", "company_multiple": 126.06057162926744, "revenue_cagr_3y": 0.00918525167307327, "revenue_cagr_5y": 0.035000313589128584, "earnings_cagr_3y": -0.09944031725053792, "quarterly_revenue_growth_yoy": -0.071224970366672, "quarterly_earnings_growth_yoy": 2.164573774450616, "revenue_growth_qoq": -0.062045559333400724, "gross_margin": 0.8081602664448045, "operating_margin": 0.048709769423776306, "net_margin": 0.03444776974710613, "roa_ttm": -0.005055498344239323, "roe_ttm": -0.012636501323821372, "debt_to_ebitda": 14.949747727014074, "net_debt_to_ebitda": 0.0, "interest_coverage": 3.189778960955147, "debt_to_equity": 0.6397203768927291, "current_ratio": 2.7764731857019846, "quick_ratio": 2.776473184230087, "fcf_to_ebitda": 3.3254384744755376, "capex_to_revenue": 0.023723883154374962, "working_capital_to_revenue": 0.39166409219298426, "capital_efficiency": -0.008845999834030348, "financial_health": -0.3345816023259273, "margin_quality": 0.297105935205229, "growth_momentum": 1.046674402041972, "company_age_years": 1.3634496919917864, "ebitda": 79081000.0, "spy_multiple": 15.0, "sector_multiple": 10.889992086541012, "sector_premium_over_spy": -0.27400052756393256}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2017-09-30", "company_multiple": 53.63610564107317, "revenue_cagr_3y": 0.019313158137941766, "revenue_cagr_5y": 0.03004164402224685, "earnings_cagr_3y": -0.18083616955218373, "quarterly_revenue_growth_yoy": 0.08419294806190797, "quarterly_earnings_growth_yoy": 3.1620638524628144, "revenue_growth_qoq": 0.07955177765586334, "gross_margin": 0.7992718792323831, "operating_margin": -0.022438721732811546, "net_margin": 0.21684648384783822, "roa_ttm": 0.06752825099644376, "roe_ttm": 0.1540482378801122, "debt_to_ebitda": 8.134445604862512, "net_debt_to_ebitda": 4.062944751847119, "interest_coverage": 12.31498641955584, "debt_to_equity": 1.0325556080251272, "current_ratio": 2.0668453166029543, "quick_ratio": 2.0668453166029543, "fcf_to_ebitda": 1.1565104859268678, "capex_to_revenue": 0.0226714556653543, "working_capital_to_revenue": 0.28138534561350786, "capital_efficiency": 0.11078824443827798, "financial_health": -0.28972534148579704, "margin_quality": 0.33122654711580324, "growth_momentum": 1.6231284002623612, "company_age_years": 1.864476386036961, "ebitda": 308318000.0, "spy_multiple": 15.0, "sector_multiple": 10.182748140774141, "sector_premium_over_spy": -0.3211501239483906}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2017-12-31", "company_multiple": 46.946441921000435, "revenue_cagr_3y": 0.04593855469874231, "revenue_cagr_5y": 0.044329173438384606, "earnings_cagr_3y": -0.2238941038234451, "quarterly_revenue_growth_yoy": 0.17188058612213097, "quarterly_earnings_growth_yoy": -0.6785528804225338, "revenue_growth_qoq": 0.14744807673272706, "gross_margin": 0.7898904358894786, "operating_margin": 0.09926518933078052, "net_margin": 0.03450927586696613, "roa_ttm": 0.05196555444024261, "roe_ttm": 0.12548168169255663, "debt_to_ebitda": 2.8706725571042258, "net_debt_to_ebitda": 0.0, "interest_coverage": 14.352028367871434, "debt_to_equity": 0.5211651882200534, "current_ratio": 2.6574097693215695, "quick_ratio": 2.6574097680711444, "fcf_to_ebitda": 0.7733284674511013, "capex_to_revenue": 0.022835664431872023, "working_capital_to_revenue": 0.40078053022475846, "capital_efficiency": 0.08872361806639963, "financial_health": -0.23758217411027438, "margin_quality": 0.30788830036240844, "growth_momentum": -0.2533361471502014, "company_age_years": 2.116358658453114, "ebitda": 441167000.0, "spy_multiple": 15.0, "sector_multiple": 10.766531408278512, "sector_premium_over_spy": -0.28223123944809925}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2018-03-31", "company_multiple": 65.47358769503745, "revenue_cagr_3y": 0.08805335801399972, "revenue_cagr_5y": 0.06037929433350686, "earnings_cagr_3y": 0.39109830786310207, "quarterly_revenue_growth_yoy": 0.3078757099126878, "quarterly_earnings_growth_yoy": 1.7121217902247319, "revenue_growth_qoq": 0.04680275830146699, "gross_margin": 0.7970384141898852, "operating_margin": 0.09039519634198427, "net_margin": 0.07143381152174459, "roa_ttm": 0.058000084231833865, "roe_ttm": 0.140225782282573, "debt_to_ebitda": 2.496763722172541, "net_debt_to_ebitda": 0.0, "interest_coverage": 19.15419732126014, "debt_to_equity": 0.5081372139888645, "current_ratio": 2.67986830509721, "quick_ratio": 2.6798683038916544, "fcf_to_ebitda": 0.8306892897522465, "capex_to_revenue": 0.022354207180555252, "working_capital_to_revenue": 0.3934622266786127, "capital_efficiency": 0.09911293325720344, "financial_health": -0.22763945768103117, "margin_quality": 0.3196224740178713, "growth_momentum": 1.0099987500687098, "company_age_years": 2.3627652292950034, "ebitda": 507682000.0, "spy_multiple": 15.0, "sector_multiple": 9.688258679062523, "sector_premium_over_spy": -0.3541160880624985}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2018-06-30", "company_multiple": 44.01605019369339, "revenue_cagr_3y": 0.11157581191913679, "revenue_cagr_5y": 0.057876997363890625, "earnings_cagr_3y": 0.5441492836877881, "quarterly_revenue_growth_yoy": 0.38016672161503906, "quarterly_earnings_growth_yoy": 2.2949990945856222, "revenue_growth_qoq": 0.06436399266386955, "gross_margin": 0.793957636608436, "operating_margin": 0.15903455881380993, "net_margin": 0.20616416239111263, "roa_ttm": 0.08049064004141591, "roe_ttm": 0.19482399413993126, "debt_to_ebitda": 2.0532195332057372, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.57544962713847, "debt_to_equity": 0.49222675236279634, "current_ratio": 2.775011824803708, "quick_ratio": 2.775011824803708, "fcf_to_ebitda": 0.9154983856185656, "capex_to_revenue": 0.019147890439776938, "working_capital_to_revenue": 0.39160120379336827, "capital_efficiency": 0.13765731709067358, "financial_health": -0.22309542490314216, "margin_quality": 0.38638545260445284, "growth_momentum": 1.3375829081003308, "company_age_years": 2.6119096509240247, "ebitda": 617574000.0, "spy_multiple": 15.0, "sector_multiple": 9.21714044541683, "sector_premium_over_spy": -0.38552397030554475}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2018-09-30", "company_multiple": 49.43154410608379, "revenue_cagr_3y": 0.09619818269807667, "revenue_cagr_5y": 0.07853909204786436, "earnings_cagr_3y": 0.30487167698312834, "quarterly_revenue_growth_yoy": 0.33334942795684386, "quarterly_earnings_growth_yoy": -0.1885350389383388, "revenue_growth_qoq": 0.04293178689518299, "gross_margin": 0.7852256760867361, "operating_margin": 0.15646682213885307, "net_margin": 0.1319708996624998, "roa_ttm": 0.07344436829946643, "roe_ttm": 0.1799716360274749, "debt_to_ebitda": 1.5141011964000601, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.35182904744658, "debt_to_equity": 0.48792416175155223, "current_ratio": 2.76763308543321, "quick_ratio": 2.7676330843140216, "fcf_to_ebitda": 0.8492411821282222, "capex_to_revenue": 0.019252810768744827, "working_capital_to_revenue": 0.38433810113170525, "capital_efficiency": 0.12670800216347067, "financial_health": -0.22041241674897022, "margin_quality": 0.35788779929602965, "growth_momentum": 0.07240719450925252, "company_age_years": 2.863791923340178, "ebitda": 838014000.0, "spy_multiple": 15.0, "sector_multiple": 9.331966749302268, "sector_premium_over_spy": -0.3778688833798488}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2019-03-31", "company_multiple": 46.665165464598054, "revenue_cagr_3y": 0.10519324269149832, "revenue_cagr_5y": 0.0835859454935004, "earnings_cagr_3y": 1.2042184705324934, "quarterly_revenue_growth_yoy": 0.1113162324447906, "quarterly_earnings_growth_yoy": 0.24778424917700684, "revenue_growth_qoq": 0.0015759399258945949, "gross_margin": 0.7648210460255208, "operating_margin": 0.07222815535297505, "net_margin": 0.08020577966311673, "roa_ttm": 0.09002553386903898, "roe_ttm": 0.2318727447163725, "debt_to_ebitda": 1.8455349849481038, "net_debt_to_ebitda": 0.0, "interest_coverage": 28.105994926628778, "debt_to_equity": 0.5811103504815529, "current_ratio": 3.1172457095018835, "quick_ratio": 3.1172457095018835, "fcf_to_ebitda": 0.9623765430335711, "capex_to_revenue": 0.022106885308871747, "working_capital_to_revenue": 0.4394667166629322, "capital_efficiency": 0.16094913929270574, "financial_health": -0.26647588270527983, "margin_quality": 0.3057516603472042, "growth_momentum": 0.1795502408108987, "company_age_years": 3.36208076659822, "ebitda": 875305000.0, "spy_multiple": 15.0, "sector_multiple": 10.375574688819285, "sector_premium_over_spy": -0.30829502074538107}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 63.85607283688385, "revenue_cagr_3y": 0.17730885594225043, "revenue_cagr_5y": 0.09773499439370448, "earnings_cagr_3y": 0.4387436390584736, "quarterly_revenue_growth_yoy": 0.12880955139997394, "quarterly_earnings_growth_yoy": -0.11819666058419197, "revenue_growth_qoq": 0.05074419082835998, "gross_margin": 0.7622975537223489, "operating_margin": 0.14905435513131238, "net_margin": 0.10309301501194186, "roa_ttm": 0.06291043326677336, "roe_ttm": 0.18032743882698013, "debt_to_ebitda": 3.8537379864745738, "net_debt_to_ebitda": 0.22125476996294996, "interest_coverage": 19.250569638279693, "debt_to_equity": 1.078818227064475, "current_ratio": 3.5553040150306723, "quick_ratio": 3.5553040150306723, "fcf_to_ebitda": 1.080095923261391, "capex_to_revenue": 0.027816649502808023, "working_capital_to_revenue": 0.5702650039474721, "capital_efficiency": 0.12161893604687674, "financial_health": -0.7193157166889552, "margin_quality": 0.338148307955201, "growth_momentum": 0.005306445407890985, "company_age_years": 3.863107460643395, "ebitda": 811065000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2019-12-31", "company_multiple": 82.97811381274495, "revenue_cagr_3y": 0.1450080109802836, "revenue_cagr_5y": 0.07947390037143642, "earnings_cagr_3y": -0.005339529789227693, "quarterly_revenue_growth_yoy": 0.10286812009386806, "quarterly_earnings_growth_yoy": -0.47627664900496475, "revenue_growth_qoq": -0.023413753113786958, "gross_margin": 0.7580850469745746, "operating_margin": 0.13246337297155247, "net_margin": 0.08247240654359109, "roa_ttm": 0.05173887607144036, "roe_ttm": 0.14724208191002724, "debt_to_ebitda": 4.383067300783139, "net_debt_to_ebitda": 0.0, "interest_coverage": 16.603825263451093, "debt_to_equity": 1.0707913342773088, "current_ratio": 3.6790320355617663, "quick_ratio": 3.6790320355617663, "fcf_to_ebitda": 1.1201703838529566, "capex_to_revenue": 0.028726176174124537, "working_capital_to_revenue": 0.567449819268434, "capital_efficiency": 0.0994904789907338, "financial_health": -0.6893569823449375, "margin_quality": 0.32434027549657274, "growth_momentum": -0.18670426445554833, "company_age_years": 4.114989733059549, "ebitda": 715326000.0, "spy_multiple": 15.0, "sector_multiple": 10.10804362333187, "sector_premium_over_spy": -0.3261304251112087}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2020-06-30", "company_multiple": 101.6980127430877, "revenue_cagr_3y": -0.10213678769316414, "revenue_cagr_5y": -0.06350977394049684, "earnings_cagr_3y": 0.04173879570021288, "quarterly_revenue_growth_yoy": -0.5319207387469683, "quarterly_earnings_growth_yoy": -0.3397463579719214, "revenue_growth_qoq": 0.01984422795157186, "gross_margin": 0.7320136825996939, "operating_margin": 0.3521361058601134, "net_margin": 0.13487622648303177, "roa_ttm": 0.04328376875804161, "roe_ttm": -0.059160214849181145, "debt_to_ebitda": 4.497097879859099, "net_debt_to_ebitda": 4.33553632054901, "interest_coverage": 23.028891254927917, "debt_to_equity": 2.106882491547997, "current_ratio": 0.9841103864134436, "quick_ratio": 0.9841103842349938, "fcf_to_ebitda": 0.9830358738286868, "capex_to_revenue": 0.021924477213165067, "working_capital_to_revenue": -0.002046205990721098, "capital_efficiency": -0.007938223045569768, "financial_health": 2.120541631498027, "margin_quality": 0.4063420049809463, "growth_momentum": -0.4358335483594449, "company_age_years": 4.61327857631759, "ebitda": 800277000.0, "spy_multiple": 20.0, "sector_multiple": 12.428320178833108, "sector_premium_over_spy": -0.3785839910583446}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2020-09-30", "company_multiple": 44.77386215156135, "revenue_cagr_3y": -0.08253680255106066, "revenue_cagr_5y": -0.052677522257159826, "earnings_cagr_3y": -0.07711275780883042, "quarterly_revenue_growth_yoy": -0.4869008416247351, "quarterly_earnings_growth_yoy": 0.09851101568334578, "revenue_growth_qoq": 0.15180484292015484, "gross_margin": 0.7345561686230989, "operating_margin": 0.31287337636963286, "net_margin": 0.22071525704550074, "roa_ttm": 0.042589918250007866, "roe_ttm": -0.07881095046620289, "debt_to_ebitda": 4.2958496762498015, "net_debt_to_ebitda": 3.812817044506419, "interest_coverage": 25.79871286200756, "debt_to_equity": 2.4585143880454683, "current_ratio": 1.5120167146324728, "quick_ratio": 1.5120167146324728, "fcf_to_ebitda": 0.8673683777130049, "capex_to_revenue": 0.022107209297450383, "working_capital_to_revenue": 0.08451748107042943, "capital_efficiency": -0.01811051610809751, "financial_health": 2.58962041655466, "margin_quality": 0.4227149340127441, "growth_momentum": -0.1941949129706947, "company_age_years": 4.865160848733744, "ebitda": 825791000.0, "spy_multiple": 20.0, "sector_multiple": 12.159560820618088, "sector_premium_over_spy": -0.39202195896909564}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2020-12-31", "company_multiple": 58.49160046250364, "revenue_cagr_3y": -0.11836838641136016, "revenue_cagr_5y": -0.05154489545661023, "earnings_cagr_3y": 0.6242936587079602, "quarterly_revenue_growth_yoy": -0.46504253991196376, "quarterly_earnings_growth_yoy": 0.39984067712223054, "revenue_growth_qoq": 0.018189349297403755, "gross_margin": 0.7340172887303944, "operating_margin": 0.3263428240715866, "net_margin": 0.21580824277295146, "roa_ttm": 0.050508886725353475, "roe_ttm": -0.10878899221375309, "debt_to_ebitda": 4.370645826854827, "net_debt_to_ebitda": 3.4585165825077864, "interest_coverage": 18.712695700364847, "debt_to_equity": 2.5041052249796207, "current_ratio": 2.0402771000487965, "quick_ratio": 1.829628266764793, "fcf_to_ebitda": 0.9376014965966247, "capex_to_revenue": 0.01772113467786351, "working_capital_to_revenue": 0.21753136096357206, "capital_efficiency": -0.029140052744199806, "financial_health": 2.741686028473907, "margin_quality": 0.42538945185831084, "growth_momentum": -0.03260093139486661, "company_age_years": 5.117043121149897, "ebitda": 810372000.0, "spy_multiple": 20.0, "sector_multiple": 11.255146554806231, "sector_premium_over_spy": -0.4372426722596885}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2021-03-31", "company_multiple": 53.60089969223835, "revenue_cagr_3y": -0.12456728337519662, "revenue_cagr_5y": -0.04009320765953317, "earnings_cagr_3y": 0.34835541198384923, "quarterly_revenue_growth_yoy": 0.2257813389345662, "quarterly_earnings_growth_yoy": 1.8590938224128581, "revenue_growth_qoq": 0.024876920266438646, "gross_margin": 0.731198660299695, "operating_margin": 0.2834850182441298, "net_margin": 0.2610048950588066, "roa_ttm": 0.1651657340664728, "roe_ttm": -0.43714550824104575, "debt_to_ebitda": 4.511072142053951, "net_debt_to_ebitda": 3.5184222696424, "interest_coverage": 26.759155725862176, "debt_to_equity": 3.1642289462049367, "current_ratio": 2.562622892212358, "quick_ratio": 2.562622892212358, "fcf_to_ebitda": 0.9162775629784566, "capex_to_revenue": 0.017056850999447547, "working_capital_to_revenue": 0.29206213092709166, "capital_efficiency": -0.1359898870872865, "financial_health": 3.4273030801434956, "margin_quality": 0.42522952453421053, "growth_momentum": 1.0424375806737123, "company_age_years": 5.363449691991787, "ebitda": 851958000.0, "spy_multiple": 20.0, "sector_multiple": 11.253986801242236, "sector_premium_over_spy": -0.43730065993788814}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 63.37248896588706, "revenue_cagr_3y": -0.12572778785110605, "revenue_cagr_5y": -0.010320029940800834, "earnings_cagr_3y": -0.13587055060364261, "quarterly_revenue_growth_yoy": 0.2742100999189846, "quarterly_earnings_growth_yoy": 0.880681287291269, "revenue_growth_qoq": 0.06013672612235849, "gross_margin": 0.727168814287329, "operating_margin": 0.29658923929015485, "net_margin": 0.19907171922685657, "roa_ttm": 0.13462788003336992, "roe_ttm": -4.196498998207319, "debt_to_ebitda": 4.53215361135173, "net_debt_to_ebitda": 4.253475229963288, "interest_coverage": 26.335547347838233, "debt_to_equity": 27.03472881296355, "current_ratio": 1.0977720181256023, "quick_ratio": 1.0977720181256023, "fcf_to_ebitda": 0.9588982975940036, "capex_to_revenue": 0.021242437322546857, "working_capital_to_revenue": 0.02119181008862016, "capital_efficiency": -2.0309355590869744, "financial_health": 27.088058441534844, "margin_quality": 0.4076099242681135, "growth_momentum": 0.5774456936051269, "company_age_years": 5.6125941136208075, "ebitda": 848505000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 61.15467025996822, "revenue_cagr_3y": -0.10127317370645184, "revenue_cagr_5y": 0.009686930081493683, "earnings_cagr_3y": -0.034477745850210795, "quarterly_revenue_growth_yoy": 0.2533175985119652, "quarterly_earnings_growth_yoy": -0.07079677353105725, "revenue_growth_qoq": 0.13291935119249462, "gross_margin": 0.7104005188099796, "operating_margin": 0.27510647452406045, "net_margin": 0.16363715727051076, "roa_ttm": 0.11993846689550856, "roe_ttm": -8.586932350187267, "debt_to_ebitda": 5.032728841063871, "net_debt_to_ebitda": 4.416738247578798, "interest_coverage": 26.061632653061224, "debt_to_equity": 61.1171875, "current_ratio": 1.4065824903670547, "quick_ratio": 1.406582489030074, "fcf_to_ebitda": 1.0527164805562952, "capex_to_revenue": 0.022205574885792122, "working_capital_to_revenue": 0.107510250603299, "capital_efficiency": -4.233496941645879, "financial_health": 56.39978004341713, "margin_quality": 0.38304805020151694, "growth_momentum": 0.091260412490454, "company_age_years": 5.864476386036961, "ebitda": 830063000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2022-12-31", "company_multiple": 25.872591975166706, "revenue_cagr_3y": -0.1357130258611029, "revenue_cagr_5y": -0.03727284061418157, "earnings_cagr_3y": -0.0556491214574798, "quarterly_revenue_growth_yoy": -0.02470877219100078, "quarterly_earnings_growth_yoy": 1.501535888799279, "revenue_growth_qoq": -0.028896443191616043, "gross_margin": 0.6998993834533481, "operating_margin": 0.1356389913922608, "net_margin": 0.10758083986196071, "roa_ttm": 0.08653273290101952, "roe_ttm": -1.0057547759638763, "debt_to_ebitda": 6.50964555746419, "net_debt_to_ebitda": 5.541885896690246, "interest_coverage": 15.477678337781965, "debt_to_equity": 10.698773185133726, "current_ratio": 1.586013581280983, "quick_ratio": 1.586013581280983, "fcf_to_ebitda": 0.8057345840152571, "capex_to_revenue": 0.015405273950457894, "working_capital_to_revenue": 0.1022411576863458, "capital_efficiency": -0.4596110215314284, "financial_health": 10.795341425068088, "margin_quality": 0.31437307156918987, "growth_momentum": 0.738413558304139, "company_age_years": 7.115674195756331, "ebitda": 591464000.0, "spy_multiple": 12.0, "sector_multiple": 12.545605371576418, "sector_premium_over_spy": 0.04546711429803474}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2023-06-30", "company_multiple": 19.09426981967454, "revenue_cagr_3y": 0.14305259657090952, "revenue_cagr_5y": -0.047687411852579076, "earnings_cagr_3y": 0.223894994360885, "quarterly_revenue_growth_yoy": 0.044101229306506, "quarterly_earnings_growth_yoy": 5.311162031514847, "revenue_growth_qoq": 0.053902561731061435, "gross_margin": 0.6982781067371304, "operating_margin": 0.2589301213184948, "net_margin": 0.16556526896445312, "roa_ttm": 0.10864762998709157, "roe_ttm": -2.6495416659641315, "debt_to_ebitda": 4.743775478555073, "net_debt_to_ebitda": 3.8385436553686767, "interest_coverage": 20.3628151577676, "debt_to_equity": 21.575944066948804, "current_ratio": 2.113475788062708, "quick_ratio": 2.113475788062708, "fcf_to_ebitda": 0.9592874469113102, "capex_to_revenue": 0.01845270243978365, "working_capital_to_revenue": 0.18515023930892252, "capital_efficiency": -1.2704470179885199, "financial_health": 21.744776157645635, "margin_quality": 0.37425783234002613, "growth_momentum": 2.6776316304106764, "company_age_years": 7.611225188227242, "ebitda": 809259000.0, "spy_multiple": 12.0, "sector_multiple": 15.80685569057263, "sector_premium_over_spy": 0.3172379742143858}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2023-09-30", "company_multiple": 16.925146436161235, "revenue_cagr_3y": 0.11279689037907858, "revenue_cagr_5y": -0.04409675128027335, "earnings_cagr_3y": 0.05056120525232832, "quarterly_revenue_growth_yoy": 0.08900544255669227, "quarterly_earnings_growth_yoy": 0.2721996021632374, "revenue_growth_qoq": 0.06274229945802072, "gross_margin": 0.7100748638838476, "operating_margin": 0.2762692831215971, "net_margin": 0.18571574410163338, "roa_ttm": 0.11919710889537162, "roe_ttm": -1.69135513862636, "debt_to_ebitda": 4.4537566974454315, "net_debt_to_ebitda": 3.63644173424814, "interest_coverage": 21.418573551263, "debt_to_equity": 12.864011915655327, "current_ratio": 1.9614214177343963, "quick_ratio": 1.9614214177343963, "fcf_to_ebitda": 0.9077966705284651, "capex_to_revenue": 0.01850306400290583, "working_capital_to_revenue": 0.16689050060147442, "capital_efficiency": -0.7860790148654943, "financial_health": 12.992358886132148, "margin_quality": 0.39068663036902596, "growth_momentum": 0.18060252235996482, "company_age_years": 7.863107460643395, "ebitda": 864882000.0, "spy_multiple": 12.0, "sector_multiple": 12.099767854056733, "sector_premium_over_spy": 0.008313987838061143}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2015-12-31", "company_multiple": 231.96669082125604, "revenue_cagr_3y": 0.5515743109152453, "revenue_cagr_5y": 0.586944480609976, "earnings_cagr_3y": 0.6107568187695205, "quarterly_revenue_growth_yoy": 0.39899169146486846, "quarterly_earnings_growth_yoy": -1.679204351014422, "revenue_growth_qoq": 0.07085588503681413, "gross_margin": 0.9024269665844885, "operating_margin": -0.04171572421957835, "net_margin": -0.1445967306528937, "roa_ttm": -0.043551527811423206, "roe_ttm": -0.047432311640379456, "debt_to_ebitda": 1.4528985507246377, "net_debt_to_ebitda": 0.0, "interest_coverage": 29.466192170818506, "debt_to_equity": 0.01734379054813875, "current_ratio": 8.905357896217128, "quick_ratio": 8.905357876127528, "fcf_to_ebitda": 1.6731884057971014, "capex_to_revenue": 0.07914704271881043, "working_capital_to_revenue": 0.7158397776286085, "capital_efficiency": -0.04549191972590133, "financial_health": 0.20982971529689987, "margin_quality": 0.23870483723733882, "growth_momentum": -0.6401063297747767, "company_age_years": 3.8302532511978096, "ebitda": 8280000.0, "spy_multiple": 15.0, "sector_multiple": 10.653594741354672, "sector_premium_over_spy": -0.2897603505763552}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2017-03-31", "company_multiple": 51.26330503096484, "revenue_cagr_3y": 0.3719812847016579, "revenue_cagr_5y": 0.48433863935563215, "earnings_cagr_3y": 0.21959534768781297, "quarterly_revenue_growth_yoy": 0.24405313561940067, "quarterly_earnings_growth_yoy": 0.690654931400466, "revenue_growth_qoq": 0.012972545637487422, "gross_margin": 0.914282673585948, "operating_margin": -0.027594350379834078, "net_margin": -0.024224241472104113, "roa_ttm": 0.006508554270303447, "roe_ttm": 0.0072145059409689455, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 67.2014705882353, "debt_to_equity": 0.0, "current_ratio": 7.851037952290129, "quick_ratio": 7.851037938469193, "fcf_to_ebitda": 2.429087248615883, "capex_to_revenue": 0.0442337442253641, "working_capital_to_revenue": 0.6593693093315988, "capital_efficiency": 0.006861530105636196, "financial_health": 0.29525868846450387, "margin_quality": 0.28748802724466993, "growth_momentum": 0.4673540335099333, "company_age_years": 5.078713210130048, "ebitda": 45697000.0, "spy_multiple": 15.0, "sector_multiple": 10.889992086541012, "sector_premium_over_spy": -0.27400052756393256}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2017-06-30", "company_multiple": 39.29693420356324, "revenue_cagr_3y": 0.3299584394204442, "revenue_cagr_5y": 0.44939947788913814, "earnings_cagr_3y": 0.4039080235289232, "quarterly_revenue_growth_yoy": 0.20432686763383076, "quarterly_earnings_growth_yoy": 15.90423162583519, "revenue_growth_qoq": 0.05848786000618276, "gross_margin": 0.9135514018691588, "operating_margin": 0.032767734027884174, "net_margin": 0.03633943618814157, "roa_ttm": 0.013547878344320004, "roe_ttm": 0.014822943475897351, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 71.39798488664988, "debt_to_equity": 0.0, "current_ratio": 9.133734588278648, "quick_ratio": 9.133734572924503, "fcf_to_ebitda": 2.2373081672252604, "capex_to_revenue": 0.03795659381490444, "working_capital_to_revenue": 0.672931791187922, "capital_efficiency": 0.014185410910108678, "financial_health": 0.32960422217984464, "margin_quality": 0.3275528573617282, "growth_momentum": 8.05427924673451, "company_age_years": 5.327857631759069, "ebitda": 56690000.0, "spy_multiple": 15.0, "sector_multiple": 10.550818089414399, "sector_premium_over_spy": -0.2966121273723734}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2017-09-30", "company_multiple": 54.973048421319305, "revenue_cagr_3y": 0.2947547791558027, "revenue_cagr_5y": 0.4363758570816403, "earnings_cagr_3y": 0.29763725022580934, "quarterly_revenue_growth_yoy": 0.19410198032561538, "quarterly_earnings_growth_yoy": 2.8391304347826085, "revenue_growth_qoq": 0.06471196568101731, "gross_margin": 0.9131576580627754, "operating_margin": 0.03061426387265042, "net_margin": 0.035736127349581794, "roa_ttm": 0.018517887480953933, "roe_ttm": 0.02055558437516211, "debt_to_ebitda": 0.7651138486873357, "net_debt_to_ebitda": 0.0, "interest_coverage": 63.72754793138244, "debt_to_equity": 0.05222112707717314, "current_ratio": 9.790533472803347, "quick_ratio": 7.998929069535764, "fcf_to_ebitda": 2.2825949266871457, "capex_to_revenue": 0.03512302593145429, "working_capital_to_revenue": 0.8573557471006106, "capital_efficiency": 0.019536735928058022, "financial_health": 0.35283390856914754, "margin_quality": 0.3265026830950025, "growth_momentum": 1.5166162075541119, "company_age_years": 5.579739904175223, "ebitda": 63154000.0, "spy_multiple": 15.0, "sector_multiple": 10.182748140774141, "sector_premium_over_spy": -0.3211501239483906}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2017-12-31", "company_multiple": 55.014066100876285, "revenue_cagr_3y": 0.2569943489859281, "revenue_cagr_5y": 0.3960485322901861, "earnings_cagr_3y": 0.6313953592695207, "quarterly_revenue_growth_yoy": 0.12038234871352595, "quarterly_earnings_growth_yoy": 16.197264915890113, "revenue_growth_qoq": -0.018589801241118805, "gross_margin": 0.925606883974964, "operating_margin": 0.7847933066356314, "net_margin": 0.6511047166958387, "roa_ttm": 0.12565268571127947, "roe_ttm": 0.13901135677441415, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 32.97610921501707, "debt_to_equity": 0.0, "current_ratio": 10.59673656968445, "quick_ratio": 10.59673656968445, "fcf_to_ebitda": 2.3701442075484715, "capex_to_revenue": 0.03571626793636848, "working_capital_to_revenue": 0.9765107526691253, "capital_efficiency": 0.13233202124284682, "financial_health": 0.45034492055976433, "margin_quality": 0.787168302435478, "growth_momentum": 8.15882363230182, "company_age_years": 5.831622176591376, "ebitda": 57972000.0, "spy_multiple": 15.0, "sector_multiple": 10.766531408278512, "sector_premium_over_spy": -0.28223123944809925}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2018-03-31", "company_multiple": 54.12304816841518, "revenue_cagr_3y": 0.23471605505633586, "revenue_cagr_5y": 0.3705265446820336, "earnings_cagr_3y": 0.2120031096580357, "quarterly_revenue_growth_yoy": 0.13050176613978096, "quarterly_earnings_growth_yoy": 0.5217573221757322, "revenue_growth_qoq": 0.022121825829568467, "gross_margin": 0.9339591346369366, "operating_margin": -0.021638559401812852, "net_margin": -0.010247720487371903, "roa_ttm": 0.12749456503452197, "roe_ttm": 0.14224380649963878, "debt_to_ebitda": 0.0, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.868140243902438, "debt_to_equity": 0.0, "current_ratio": 9.733239222731989, "quick_ratio": 9.733239212037601, "fcf_to_ebitda": 2.187062144923495, "capex_to_revenue": 0.04493653187617183, "working_capital_to_revenue": 0.9358843591988668, "capital_efficiency": 0.13486918576708037, "financial_health": 0.32198220925909665, "margin_quality": 0.30069095158258397, "growth_momentum": 0.3261295441577566, "company_age_years": 6.078028747433265, "ebitda": 57382000.0, "spy_multiple": 15.0, "sector_multiple": 9.688258679062523, "sector_premium_over_spy": -0.3541160880624985}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2019-06-30", "company_multiple": 32.67606218250811, "revenue_cagr_3y": 0.1250354377432472, "revenue_cagr_5y": 0.22702578255110728, "earnings_cagr_3y": 2.0147749243609567, "quarterly_revenue_growth_yoy": 0.05148533400322741, "quarterly_earnings_growth_yoy": 0.14938340807174888, "revenue_growth_qoq": 0.04667672563596138, "gross_margin": 0.9393614221214391, "operating_margin": 0.049389564900487945, "net_margin": 0.04981879289749144, "roa_ttm": 0.05593331567341958, "roe_ttm": 0.08118372842301277, "debt_to_ebitda": 1.3831935858987698, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.826075340635853, "debt_to_equity": 0.15138219986469378, "current_ratio": 3.9149638559543725, "quick_ratio": 3.914963848585556, "fcf_to_ebitda": 1.9348430136483261, "capex_to_revenue": 0.040330339050130566, "working_capital_to_revenue": 0.4087708076504573, "capital_efficiency": 0.06855852204821618, "financial_health": 0.12872415737752127, "margin_quality": 0.34618992663980613, "growth_momentum": 0.10043437103748815, "company_age_years": 7.326488706365503, "ebitda": 81695000.0, "spy_multiple": 15.0, "sector_multiple": 10.10278835838034, "sector_premium_over_spy": -0.3264807761079773}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 29.81269785643362, "revenue_cagr_3y": 0.12118512561948402, "revenue_cagr_5y": 0.20700932800756, "earnings_cagr_3y": 0.6939097502305391, "quarterly_revenue_growth_yoy": 0.08867007333178485, "quarterly_earnings_growth_yoy": -0.3286400640597891, "revenue_growth_qoq": 0.06284140835374866, "gross_margin": 0.937083292059404, "operating_margin": 0.036384556184612574, "net_margin": 0.03833141568307718, "roa_ttm": 0.05411807704159048, "roe_ttm": 0.07924544952488315, "debt_to_ebitda": 1.3320016354184918, "net_debt_to_ebitda": 0.0, "interest_coverage": 30.249116607773853, "debt_to_equity": 0.16229980471529995, "current_ratio": 3.6682682770932975, "quick_ratio": 3.6682682770932975, "fcf_to_ebitda": 1.7797441738216226, "capex_to_revenue": 0.041436198768388985, "working_capital_to_revenue": 0.36718426951070204, "capital_efficiency": 0.06668176328323681, "financial_health": 0.11995112605453702, "margin_quality": 0.33726642130903123, "growth_momentum": -0.11998499536400214, "company_age_years": 7.578370978781656, "ebitda": 85605000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2019-12-31", "company_multiple": 26.457599133095915, "revenue_cagr_3y": 0.11334252148355661, "revenue_cagr_5y": 0.19592521113951467, "earnings_cagr_3y": 0.27563278279191183, "quarterly_revenue_growth_yoy": 0.10290883728563223, "quarterly_earnings_growth_yoy": -0.46309397107619105, "revenue_growth_qoq": 0.024189062535717825, "gross_margin": 0.9380410158356985, "operating_margin": 0.06564170476484527, "net_margin": 0.06380406438437188, "roa_ttm": 0.03818156346315495, "roe_ttm": 0.05414766533640798, "debt_to_ebitda": 0.6262946384813931, "net_debt_to_ebitda": 0.0, "interest_coverage": 38.54785894206549, "debt_to_equity": 0.07616911989679347, "current_ratio": 3.975319593008088, "quick_ratio": 3.975319593008088, "fcf_to_ebitda": 1.8215876542403153, "capex_to_revenue": 0.03699686647722231, "working_capital_to_revenue": 0.39356770006527353, "capital_efficiency": 0.046164614399781465, "financial_health": 0.15903707854674512, "margin_quality": 0.3558289283283052, "growth_momentum": -0.18009256689527942, "company_age_years": 7.83025325119781, "ebitda": 91821000.0, "spy_multiple": 15.0, "sector_multiple": 10.10804362333187, "sector_premium_over_spy": -0.3261304251112087}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2020-12-31", "company_multiple": 125.66525708088798, "revenue_cagr_3y": 0.02232970647095822, "revenue_cagr_5y": 0.08690492446671683, "earnings_cagr_3y": -0.4705565039937507, "quarterly_revenue_growth_yoy": -0.13253330258199633, "quarterly_earnings_growth_yoy": 0.2295359141791045, "revenue_growth_qoq": 0.05610329382673557, "gross_margin": 0.93429962048929, "operating_margin": 0.06208966744569995, "net_margin": 0.090435043633011, "roa_ttm": -0.01681808775640787, "roe_ttm": -0.022730517451616906, "debt_to_ebitda": 3.26365144169431, "net_debt_to_ebitda": 0.0, "interest_coverage": 505.6774193548387, "debt_to_equity": 0.059870057832690095, "current_ratio": 4.983045514926938, "quick_ratio": 4.983045514926938, "fcf_to_ebitda": 8.839627455983669, "capex_to_revenue": 0.043681473835907224, "working_capital_to_revenue": 0.6526216788688249, "capital_efficiency": -0.01977430260401239, "financial_health": 0.5159327657459606, "margin_quality": 0.3622747771893337, "growth_momentum": 0.04850130579855408, "company_age_years": 8.83230663928816, "ebitda": 15676000.0, "spy_multiple": 20.0, "sector_multiple": 11.255146554806231, "sector_premium_over_spy": -0.4372426722596885}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2021-03-31", "company_multiple": 68.50311179627727, "revenue_cagr_3y": 0.013303556616856893, "revenue_cagr_5y": 0.07911014449164822, "earnings_cagr_3y": 0.3635907617508296, "quarterly_revenue_growth_yoy": -0.07124821429285998, "quarterly_earnings_growth_yoy": 0.6261368767335355, "revenue_growth_qoq": -0.004712794013593774, "gross_margin": 0.9359144491934372, "operating_margin": -0.03723890114435406, "net_margin": -0.024972425203364124, "roa_ttm": -0.008558383199251703, "roe_ttm": -0.011748277112803773, "debt_to_ebitda": 1.5291766586730615, "net_debt_to_ebitda": 0.0, "interest_coverage": 1946.0, "debt_to_equity": 0.06476121387982106, "current_ratio": 4.507154712241511, "quick_ratio": 4.440875098525482, "fcf_to_ebitda": 4.503911156788854, "capex_to_revenue": 0.043365437688860614, "working_capital_to_revenue": 0.6400152959556932, "capital_efficiency": -0.010153330156027738, "financial_health": 0.5184106086254974, "margin_quality": 0.29123437428190635, "growth_momentum": 0.27744433122033774, "company_age_years": 9.078713210130047, "ebitda": 35028000.0, "spy_multiple": 20.0, "sector_multiple": 11.253986801242236, "sector_premium_over_spy": -0.43730065993788814}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 39.93828671487011, "revenue_cagr_3y": 0.030731065893972787, "revenue_cagr_5y": 0.08199759908560456, "earnings_cagr_3y": -0.2672079416152878, "quarterly_revenue_growth_yoy": 0.52155238715021, "quarterly_earnings_growth_yoy": 1.1755731554814506, "revenue_growth_qoq": 0.10811043706052668, "gross_margin": 0.9300395041759335, "operating_margin": -0.004203151002379582, "net_margin": 0.016377124904738947, "roa_ttm": 0.01672481370629472, "roe_ttm": 0.023006631286529328, "debt_to_ebitda": 0.7224176189110451, "net_debt_to_ebitda": 0.0, "interest_coverage": 1948.4411764705883, "debt_to_equity": 0.05956458534545418, "current_ratio": 4.328407328087023, "quick_ratio": 4.252878038976781, "fcf_to_ebitda": 2.9306383685298956, "capex_to_revenue": 0.036482042561852925, "working_capital_to_revenue": 0.5618221833038972, "capital_efficiency": 0.019865722496412025, "financial_health": 0.5050712783783491, "margin_quality": 0.314071159359431, "growth_momentum": 0.8485627713158304, "company_age_years": 9.32785763175907, "ebitda": 66247000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 30.611281828073995, "revenue_cagr_3y": 0.03737907191353784, "revenue_cagr_5y": 0.07643950765962804, "earnings_cagr_3y": 0.06426736709791658, "quarterly_revenue_growth_yoy": 0.21896044962342678, "quarterly_earnings_growth_yoy": 18.71078431372549, "revenue_growth_qoq": 0.04653016470441856, "gross_margin": 0.9212907060987163, "operating_margin": 0.08041834630603184, "net_margin": 0.06711746019951328, "roa_ttm": 0.03481708289004956, "roe_ttm": 0.048054355013858636, "debt_to_ebitda": 0.5072649299110286, "net_debt_to_ebitda": 0.0, "interest_coverage": 2519.8387096774195, "debt_to_equity": 0.0506828271872278, "current_ratio": 4.431655727685808, "quick_ratio": 4.431655721042702, "fcf_to_ebitda": 2.309313192088587, "capex_to_revenue": 0.03595984002162088, "working_capital_to_revenue": 0.5209321181000248, "capital_efficiency": 0.041435718951954095, "financial_health": 0.4926658931596526, "margin_quality": 0.35627550420142046, "growth_momentum": 9.464872381674459, "company_age_years": 9.579739904175222, "ebitda": 78115000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2021-12-31", "company_multiple": 26.558265714383978, "revenue_cagr_3y": 0.03901998519900807, "revenue_cagr_5y": 0.07014763269190549, "earnings_cagr_3y": -0.10127238346739398, "quarterly_revenue_growth_yoy": 0.17240935697592144, "quarterly_earnings_growth_yoy": 0.09962539712646404, "revenue_growth_qoq": 0.01577158143077409, "gross_margin": 0.9120519385515727, "operating_margin": 0.07166422823701536, "net_margin": 0.08482077542062912, "roa_ttm": 0.037762915410155654, "roe_ttm": 0.05280187616961127, "debt_to_ebitda": 0.46128007887285194, "net_debt_to_ebitda": 0.0, "interest_coverage": 2643.3030303030305, "debt_to_equity": 0.05355521896187766, "current_ratio": 3.930645741496101, "quick_ratio": 3.930645741496101, "fcf_to_ebitda": 2.1136663265657063, "capex_to_revenue": 0.027409314825277975, "working_capital_to_revenue": 0.46583236338227185, "capital_efficiency": 0.04528239578988346, "financial_health": 0.4567065323342167, "margin_quality": 0.35617898073640575, "growth_momentum": 0.13601737705119274, "company_age_years": 9.831622176591376, "ebitda": 87229000.0, "spy_multiple": 20.0, "sector_multiple": 10.564283106491656, "sector_premium_over_spy": -0.4717858446754172}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2023-12-31", "company_multiple": 21.355895145032854, "revenue_cagr_3y": 0.13656608636509948, "revenue_cagr_5y": 0.07032409270632267, "earnings_cagr_3y": 0.09126415195988069, "quarterly_revenue_growth_yoy": 0.10764373040701643, "quarterly_earnings_growth_yoy": 0.3604368329610325, "revenue_growth_qoq": -0.007956606649242876, "gross_margin": 0.9134986097156342, "operating_margin": 0.0730629483375003, "net_margin": 0.0800464985863495, "roa_ttm": 0.09773406141380456, "roe_ttm": 0.13231287706761802, "debt_to_ebitda": 0.2627669763111894, "net_debt_to_ebitda": 0.0, "interest_coverage": 28.64754412893323, "debt_to_equity": 0.05234452339720413, "current_ratio": 3.549424555338216, "quick_ratio": 3.549424555338216, "fcf_to_ebitda": 1.8714830119683077, "capex_to_revenue": 0.020079098800205225, "working_capital_to_revenue": 0.33532626011359234, "capital_efficiency": 0.11502346924071129, "financial_health": 0.30935634651032845, "margin_quality": 0.355536018879828, "growth_momentum": 0.23404028168402446, "company_age_years": 11.83025325119781, "ebitda": 149311000.0, "spy_multiple": 12.0, "sector_multiple": 12.597893575998075, "sector_premium_over_spy": 0.04982446466650625}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2015-12-31", "company_multiple": 19.13870636550308, "revenue_cagr_3y": 0.05087473814979093, "revenue_cagr_5y": 0.0032082184164765604, "earnings_cagr_3y": 0.0, "quarterly_revenue_growth_yoy": -0.0497335701598579, "quarterly_earnings_growth_yoy": -1.3169014084507042, "revenue_growth_qoq": 0.3128834355828221, "gross_margin": 0.4897196261682243, "operating_margin": -0.02897196261682243, "net_margin": -0.04205607476635514, "roa_ttm": 0.10077279752704792, "roe_ttm": 0.21646746347941567, "debt_to_ebitda": 0.35626283367556466, "net_debt_to_ebitda": 0.0, "interest_coverage": 194.8, "debt_to_equity": 0.11520584329349269, "current_ratio": 1.3172588832487309, "quick_ratio": 1.3039340101522843, "fcf_to_ebitda": 0.9548254620123203, "capex_to_revenue": 0.02223262344956705, "working_capital_to_revenue": 0.23402761525860052, "capital_efficiency": 0.1586201305032318, "financial_health": 0.34744412355729065, "margin_quality": 0.1395638629283489, "growth_momentum": -0.683317489305281, "company_age_years": 25.765913757700204, "ebitda": 974000000.0, "spy_multiple": 15.0, "sector_multiple": 10.653594741354672, "sector_premium_over_spy": -0.2897603505763552}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2016-03-31", "company_multiple": 18.067409420289856, "revenue_cagr_3y": 0.02658240011025348, "revenue_cagr_5y": 0.03713728933664817, "earnings_cagr_3y": 0.4066489395475039, "quarterly_revenue_growth_yoy": 0.10379746835443038, "quarterly_earnings_growth_yoy": 1.2759493670886075, "revenue_growth_qoq": 0.22242990654205608, "gross_margin": 0.827217125382263, "operating_margin": 0.40978593272171254, "net_margin": 0.6873088685015291, "roa_ttm": 0.16397163120567376, "roe_ttm": 0.3404004711425206, "debt_to_ebitda": 1.0434782608695652, "net_debt_to_ebitda": 0.0, "interest_coverage": 110.4, "debt_to_equity": 0.3392226148409894, "current_ratio": 1.7991735537190083, "quick_ratio": 1.7855371900826447, "fcf_to_ebitda": 1.0235507246376812, "capex_to_revenue": 0.021155595996360327, "working_capital_to_revenue": 0.43994540491355777, "capital_efficiency": 0.2521860511740972, "financial_health": 0.062392050723003245, "margin_quality": 0.6414373088685016, "growth_momentum": 0.6898734177215189, "company_age_years": 26.015058179329227, "ebitda": 1104000000.0, "spy_multiple": 15.0, "sector_multiple": 12.052312778675812, "sector_premium_over_spy": -0.19651248142161248}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2016-06-30", "company_multiple": 19.902341717259322, "revenue_cagr_3y": 0.10228300803615453, "revenue_cagr_5y": 0.04933947889910506, "earnings_cagr_3y": 0.25612608398570846, "quarterly_revenue_growth_yoy": 0.05652535328345802, "quarterly_earnings_growth_yoy": -0.004524886877828055, "revenue_growth_qoq": -0.028287461773700305, "gross_margin": 0.8591660110149488, "operating_margin": 0.44059795436664045, "net_margin": 0.34618410700236035, "roa_ttm": 0.17471612414837245, "roe_ttm": 0.31054897739504844, "debt_to_ebitda": 0.9757155247181266, "net_debt_to_ebitda": 0.0, "interest_coverage": 164.71428571428572, "debt_to_equity": 0.3027448869752422, "current_ratio": 2.4072727272727272, "quick_ratio": 2.3915151515151516, "fcf_to_ebitda": 0.8126626192541196, "capex_to_revenue": 0.02441756272401434, "working_capital_to_revenue": 0.5201612903225806, "capital_efficiency": 0.24263255077171045, "financial_health": 0.043013333507169516, "margin_quality": 0.5486493574613166, "growth_momentum": 0.026000233202814985, "company_age_years": 26.26420260095825, "ebitda": 1153000000.0, "spy_multiple": 15.0, "sector_multiple": 11.469348375617486, "sector_premium_over_spy": -0.23537677495883425}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2016-09-30", "company_multiple": 20.423433685923516, "revenue_cagr_3y": 0.08917377865523979, "revenue_cagr_5y": 0.04663212082028223, "earnings_cagr_3y": -0.4817487998110458, "quarterly_revenue_growth_yoy": 0.10184049079754601, "quarterly_earnings_growth_yoy": 0.7285714285714285, "revenue_growth_qoq": -0.2934697088906373, "gross_margin": 0.5534521158129176, "operating_margin": -0.05456570155902005, "net_margin": -0.042316258351893093, "roa_ttm": 0.18224027858386535, "roe_ttm": 0.34811529933481156, "debt_to_ebitda": 0.9283970707892596, "net_debt_to_ebitda": 0.0, "interest_coverage": 111.72727272727273, "debt_to_equity": 0.31624168514412415, "current_ratio": 2.078048780487805, "quick_ratio": 2.053658536585366, "fcf_to_ebitda": 0.8348250610252238, "capex_to_revenue": 0.026391027050802728, "working_capital_to_revenue": 0.48603474818561687, "capital_efficiency": 0.26517778895933847, "financial_health": -0.02105304134875363, "margin_quality": 0.15219005196733482, "growth_momentum": 0.41520595968448726, "company_age_years": 26.5160848733744, "ebitda": 1229000000.0, "spy_multiple": 15.0, "sector_multiple": 12.34269724686341, "sector_premium_over_spy": -0.17715351687577263}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2016-12-31", "company_multiple": 17.884257347100874, "revenue_cagr_3y": 0.12452614195867029, "revenue_cagr_5y": 0.01606368354549481, "earnings_cagr_3y": -0.8519245386230625, "quarterly_revenue_growth_yoy": 0.07383177570093458, "quarterly_earnings_growth_yoy": 0.9777777777777777, "revenue_growth_qoq": 0.2795100222717149, "gross_margin": 0.5509138381201044, "operating_margin": -0.0034812880765883376, "net_margin": -0.0008703220191470844, "roa_ttm": 0.16841559787537247, "roe_ttm": 0.3663003663003663, "debt_to_ebitda": 0.9015091342335186, "net_debt_to_ebitda": 0.0, "interest_coverage": 104.91666666666667, "debt_to_equity": 0.31980839673147365, "current_ratio": 1.7368062648961526, "quick_ratio": 1.724889342866871, "fcf_to_ebitda": 0.9912629070691025, "capex_to_revenue": 0.02680501513186338, "working_capital_to_revenue": 0.46779074794639, "capital_efficiency": 0.2673579820878694, "financial_health": 0.04272197452860549, "margin_quality": 0.18218740934145636, "growth_momentum": 0.5258047767393561, "company_age_years": 26.767967145790553, "ebitda": 1259000000.0, "spy_multiple": 15.0, "sector_multiple": 11.626286991046113, "sector_premium_over_spy": -0.2249142005969258}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2017-03-31", "company_multiple": 18.57199719691661, "revenue_cagr_3y": 0.107863940601028, "revenue_cagr_5y": 0.022234626645679434, "earnings_cagr_3y": 0.15535856696413464, "quarterly_revenue_growth_yoy": 0.16743119266055045, "quarterly_earnings_growth_yoy": -0.3704115684093437, "revenue_growth_qoq": 0.3289817232375979, "gross_margin": 0.8677144728225278, "operating_margin": 0.46954813359528486, "net_margin": 0.3706614276358874, "roa_ttm": 0.12529152630215082, "roe_ttm": 0.23817733990147782, "debt_to_ebitda": 0.7967764540995095, "net_debt_to_ebitda": 0.0, "interest_coverage": 129.72727272727272, "debt_to_equity": 0.28004926108374384, "current_ratio": 2.1527950310559008, "quick_ratio": 2.1527950310559008, "fcf_to_ebitda": 0.8829712683952348, "capex_to_revenue": 0.025386996904024767, "working_capital_to_revenue": 0.5746130030959752, "capital_efficiency": 0.1817344331018143, "financial_health": 0.08849761991991081, "margin_quality": 0.5693080113512333, "growth_momentum": -0.10149018787439662, "company_age_years": 27.014373716632445, "ebitda": 1427000000.0, "spy_multiple": 15.0, "sector_multiple": 10.889992086541012, "sector_premium_over_spy": -0.27400052756393256}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2017-06-30", "company_multiple": 19.87576851275669, "revenue_cagr_3y": 0.06075861169859631, "revenue_cagr_5y": 0.0869585993812676, "earnings_cagr_3y": 0.2434080844970261, "quarterly_revenue_growth_yoy": 0.14004720692368214, "quarterly_earnings_growth_yoy": 0.4636363636363636, "revenue_growth_qoq": -0.05108055009823183, "gross_margin": 0.893719806763285, "operating_margin": 0.5127674258109041, "net_margin": 0.4444444444444444, "roa_ttm": 0.15877966101694915, "roe_ttm": 0.26103432902362905, "debt_to_ebitda": 0.6832607342874922, "net_debt_to_ebitda": 0.0, "interest_coverage": 146.0909090909091, "debt_to_equity": 0.24476148016049934, "current_ratio": 3.009208103130755, "quick_ratio": 3.009208103130755, "fcf_to_ebitda": 1.0522713130056005, "capex_to_revenue": 0.023093768664144934, "working_capital_to_revenue": 0.6516026279116066, "capital_efficiency": 0.2099069950202891, "financial_health": 0.08390406311160145, "margin_quality": 0.6169772256728778, "growth_momentum": 0.30184178528002287, "company_age_years": 27.263518138261464, "ebitda": 1607000000.0, "spy_multiple": 15.0, "sector_multiple": 10.550818089414399, "sector_premium_over_spy": -0.2966121273723734}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2018-03-31", "company_multiple": 21.233952059004302, "revenue_cagr_3y": 0.10110662656678548, "revenue_cagr_5y": 0.05525163971424463, "earnings_cagr_3y": 0.15397712098458527, "quarterly_revenue_growth_yoy": 0.03601833660772757, "quarterly_earnings_growth_yoy": 0.07243816254416961, "revenue_growth_qoq": 0.36379310344827587, "gross_margin": 0.8527180783817951, "operating_margin": 0.47597977243994943, "net_margin": 0.3836915297092288, "roa_ttm": 0.12150512581547064, "roe_ttm": 0.22698585418933623, "debt_to_ebitda": 0.6760909649661955, "net_debt_to_ebitda": 0.0, "interest_coverage": 135.58333333333334, "debt_to_equity": 0.23939064200217627, "current_ratio": 2.4102769971898836, "quick_ratio": 2.4102769971898836, "fcf_to_ebitda": 0.9741856177012908, "capex_to_revenue": 0.020776699029126214, "working_capital_to_revenue": 0.6821359223300971, "capital_efficiency": 0.17424549000240344, "financial_health": 0.28015230907617683, "margin_quality": 0.5707964601769911, "growth_momentum": 0.05422824957594859, "company_age_years": 28.01368925393566, "ebitda": 1627000000.0, "spy_multiple": 15.0, "sector_multiple": 9.688258679062523, "sector_premium_over_spy": -0.3541160880624985}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2018-06-30", "company_multiple": 33.925415282392024, "revenue_cagr_3y": -0.01863263305043228, "revenue_cagr_5y": 0.03680921969401174, "earnings_cagr_3y": -0.12806967229562705, "quarterly_revenue_growth_yoy": -0.2153209109730849, "quarterly_earnings_growth_yoy": -0.5450310559006211, "revenue_growth_qoq": -0.28128950695322374, "gross_margin": 0.810905892700088, "operating_margin": 0.2638522427440633, "net_margin": 0.25769569041336854, "roa_ttm": 0.08390930035164303, "roe_ttm": 0.13155893536121674, "debt_to_ebitda": 0.8355481727574751, "net_debt_to_ebitda": 0.0, "interest_coverage": 109.45454545454545, "debt_to_equity": 0.19125475285171104, "current_ratio": 3.841530054644809, "quick_ratio": 3.841530054644809, "fcf_to_ebitda": 1.2707641196013288, "capex_to_revenue": 0.021909880115750312, "working_capital_to_revenue": 0.8598594460520876, "capital_efficiency": 0.10773411785642989, "financial_health": 0.28120581697872854, "margin_quality": 0.4441512752858399, "growth_momentum": -0.380175983436853, "company_age_years": 28.262833675564682, "ebitda": 1204000000.0, "spy_multiple": 15.0, "sector_multiple": 9.21714044541683, "sector_premium_over_spy": -0.38552397030554475}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2019-03-31", "company_multiple": 22.182849250197318, "revenue_cagr_3y": -0.018166980430141977, "revenue_cagr_5y": 0.019690040958079802, "earnings_cagr_3y": -0.3851126882155361, "quarterly_revenue_growth_yoy": -0.21744627054361568, "quarterly_earnings_growth_yoy": -0.6556836902800659, "revenue_growth_qoq": -0.0395655546935609, "gross_margin": 0.777059773828756, "operating_margin": 0.1583198707592892, "net_margin": 0.16882067851373184, "roa_ttm": 0.11376576978899185, "roe_ttm": 0.19114612643031326, "debt_to_ebitda": 1.5074980268350433, "net_debt_to_ebitda": 0.0, "interest_coverage": 105.58333333333333, "debt_to_equity": 0.35828174826486586, "current_ratio": 2.8172185430463577, "quick_ratio": 2.8172185430463577, "fcf_to_ebitda": 1.12707182320442, "capex_to_revenue": 0.02404040404040404, "working_capital_to_revenue": 0.8315151515151515, "capital_efficiency": 0.15245594810965254, "financial_health": 0.33916584346893247, "margin_quality": 0.368066774367259, "growth_momentum": -0.4365649804118408, "company_age_years": 29.013004791238878, "ebitda": 1267000000.0, "spy_multiple": 15.0, "sector_multiple": 10.375574688819285, "sector_premium_over_spy": -0.30829502074538107}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2019-06-30", "company_multiple": 20.016710050614606, "revenue_cagr_3y": -0.016531962285020185, "revenue_cagr_5y": -0.0008250836320854438, "earnings_cagr_3y": 0.4781339786957255, "quarterly_revenue_growth_yoy": 0.0633245382585752, "quarterly_earnings_growth_yoy": 3.849829351535836, "revenue_growth_qoq": -0.023424878836833602, "gross_margin": 0.8453267162944582, "operating_margin": 0.34325889164598844, "net_margin": 1.17535153019024, "roa_ttm": 0.22022771566314495, "roe_ttm": 0.33107170393215113, "debt_to_ebitda": 0.7592190889370932, "net_debt_to_ebitda": 0.0, "interest_coverage": 125.72727272727273, "debt_to_equity": 0.16191210485736315, "current_ratio": 3.515151515151515, "quick_ratio": 3.515151515151515, "fcf_to_ebitda": 1.0506146059291395, "capex_to_revenue": 0.026284348864994027, "working_capital_to_revenue": 0.8263639984070091, "capital_efficiency": 0.275649709797648, "financial_health": 0.2089651485912439, "margin_quality": 0.7879790460435622, "growth_momentum": 1.9565769448972057, "company_age_years": 29.2621492128679, "ebitda": 1383000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10278835838034, "sector_premium_over_spy": -0.3264807761079773}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2020-06-30", "company_multiple": 20.563856812933025, "revenue_cagr_3y": 0.0022951652692877467, "revenue_cagr_5y": 0.03934069656021988, "earnings_cagr_3y": -0.1724345855612197, "quarterly_revenue_growth_yoy": 0.20678246484698098, "quarterly_earnings_growth_yoy": -0.7431386347642506, "revenue_growth_qoq": 0.05191059841384282, "gross_margin": 0.8026045236463331, "operating_margin": 0.32282385195339275, "net_margin": 0.25017135023989034, "roa_ttm": 0.17573555476781283, "roe_ttm": 0.25481881264456435, "debt_to_ebitda": 0.6183602771362586, "net_debt_to_ebitda": 0.0, "interest_coverage": 173.2, "debt_to_equity": 0.13762528912875868, "current_ratio": 2.6051401869158877, "quick_ratio": 2.6051401869158877, "fcf_to_ebitda": 1.0877598152424943, "capex_to_revenue": 0.022982547088301365, "working_capital_to_revenue": 0.7122861586314152, "capital_efficiency": 0.2152771837061886, "financial_health": 0.3046211359875647, "margin_quality": 0.4585332419465387, "growth_momentum": -0.2681780849586348, "company_age_years": 30.26420260095825, "ebitda": 1732000000.0, "spy_multiple": 20.0, "sector_multiple": 12.428320178833108, "sector_premium_over_spy": -0.3785839910583446}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2021-03-31", "company_multiple": 28.968009669621274, "revenue_cagr_3y": -0.05242660129515109, "revenue_cagr_5y": 0.005744029674256801, "earnings_cagr_3y": -0.49972557623469616, "quarterly_revenue_growth_yoy": -0.029560201874549386, "quarterly_earnings_growth_yoy": -0.8181818181818182, "revenue_growth_qoq": -0.1954572624028691, "gross_margin": 0.763001485884101, "operating_margin": 0.1300148588410104, "net_margin": 0.05646359583952452, "roa_ttm": 0.06298916315472607, "roe_ttm": 0.10676020408163266, "debt_to_ebitda": 1.572925060435133, "net_debt_to_ebitda": 0.0, "interest_coverage": 103.41666666666667, "debt_to_equity": 0.24897959183673468, "current_ratio": 2.433535762483131, "quick_ratio": 2.433535762483131, "fcf_to_ebitda": 1.4585012087026592, "capex_to_revenue": 0.022028779534553206, "working_capital_to_revenue": 0.7548410019541659, "capital_efficiency": 0.08487468361817936, "financial_health": 0.15656016169261203, "margin_quality": 0.3164933135215453, "growth_momentum": -0.42387101002818384, "company_age_years": 31.014373716632445, "ebitda": 1241000000.0, "spy_multiple": 20.0, "sector_multiple": 11.253986801242236, "sector_premium_over_spy": -0.43730065993788814}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 35.28349522983521, "revenue_cagr_3y": 0.10904825893409265, "revenue_cagr_5y": 0.04062259013459735, "earnings_cagr_3y": -0.11368619117874557, "quarterly_revenue_growth_yoy": 0.06305688827964359, "quarterly_earnings_growth_yoy": -0.4410958904109589, "revenue_growth_qoq": 0.15230312035661217, "gross_margin": 0.7969052224371374, "operating_margin": 0.2076079948420374, "net_margin": 0.13152804642166344, "roa_ttm": 0.05308622585204963, "roe_ttm": 0.08747412008281573, "debt_to_ebitda": 1.6938421509106678, "net_debt_to_ebitda": 0.0, "interest_coverage": 82.35714285714286, "debt_to_equity": 0.25271739130434784, "current_ratio": 1.8927559692432214, "quick_ratio": 1.8927559692432214, "fcf_to_ebitda": 1.1127493495229834, "capex_to_revenue": 0.02272330012235623, "working_capital_to_revenue": 0.3855969236147527, "capital_efficiency": 0.07028017296743268, "financial_health": -0.020015110099598055, "margin_quality": 0.3786804212336128, "growth_momentum": -0.18901950106565768, "company_age_years": 31.263518138261464, "ebitda": 1153000000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 29.44935576234789, "revenue_cagr_3y": 0.12396624376815257, "revenue_cagr_5y": 0.1525104908886099, "earnings_cagr_3y": 0.04858196378469648, "quarterly_revenue_growth_yoy": 0.5864465682015638, "quarterly_earnings_growth_yoy": 0.5891891891891892, "revenue_growth_qoq": 0.1773049645390071, "gross_margin": 0.7294633077765608, "operating_margin": 0.18619934282584885, "net_margin": 0.16100766703176342, "roa_ttm": 0.0602964897457562, "roe_ttm": 0.09992362525458248, "debt_to_ebitda": 1.39226914817466, "net_debt_to_ebitda": 0.22548317823908376, "interest_coverage": 99.78571428571429, "debt_to_equity": 0.24758146639511203, "current_ratio": 1.3154831199068684, "quick_ratio": 1.3154831199068684, "fcf_to_ebitda": 0.9076592698639943, "capex_to_revenue": 0.023139462163852407, "working_capital_to_revenue": 0.12711069418386492, "capital_efficiency": 0.08011005750016933, "financial_health": -0.1137240335251831, "margin_quality": 0.35889010587805764, "growth_momentum": 0.5878178786953765, "company_age_years": 31.515400410677618, "ebitda": 1397000000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2021-12-31", "company_multiple": 27.404531946508172, "revenue_cagr_3y": 0.11545607838617955, "revenue_cagr_5y": 0.09259211599348016, "earnings_cagr_3y": -0.36844058361365806, "quarterly_revenue_growth_yoy": 0.06933652121936641, "quarterly_earnings_growth_yoy": -0.6872037914691943, "revenue_growth_qoq": -0.020262869660460023, "gross_margin": 0.6472889882615986, "operating_margin": 0.05701509223029626, "net_margin": 0.0368921185019564, "roa_ttm": 0.04594400574300072, "roe_ttm": 0.0840225810686622, "debt_to_ebitda": 1.4598811292719167, "net_debt_to_ebitda": 0.0, "interest_coverage": 103.53846153846153, "debt_to_equity": 0.25797558093737694, "current_ratio": 1.2005509641873278, "quick_ratio": 1.2005509641873278, "fcf_to_ebitda": 1.2332838038632987, "capex_to_revenue": 0.02549140049140049, "working_capital_to_revenue": 0.11179361179361179, "capital_efficiency": 0.06498329340583146, "financial_health": -0.05488111236427454, "margin_quality": 0.24706539966461707, "growth_momentum": -0.30893363512491395, "company_age_years": 31.76728268309377, "ebitda": 1346000000.0, "spy_multiple": 20.0, "sector_multiple": 10.564283106491656, "sector_premium_over_spy": -0.4717858446754172}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2022-12-31", "company_multiple": 16.414819863680624, "revenue_cagr_3y": 0.05695786132467906, "revenue_cagr_5y": 0.10150420969856366, "earnings_cagr_3y": -0.16147112381469375, "quarterly_revenue_growth_yoy": 0.05142537730575741, "quarterly_earnings_growth_yoy": 2.090909090909091, "revenue_growth_qoq": -0.01207983193277311, "gross_margin": 0.6980329611908559, "operating_margin": 0.15364167995746944, "net_margin": 0.10845295055821372, "roa_ttm": 0.07713437268002969, "roe_ttm": 0.13759766918288968, "debt_to_ebitda": 0.9503407984420643, "net_debt_to_ebitda": 0.0, "interest_coverage": 293.42857142857144, "debt_to_equity": 0.2585088067805589, "current_ratio": 1.2341792483135239, "quick_ratio": 1.2341792483135239, "fcf_to_ebitda": 0.5666991236611489, "capex_to_revenue": 0.02887352582350549, "working_capital_to_revenue": 0.09882065880439203, "capital_efficiency": 0.1073660209314597, "financial_health": -0.08536682555652006, "margin_quality": 0.32004253056884635, "growth_momentum": 1.071167234107424, "company_age_years": 32.766598220396986, "ebitda": 2054000000.0, "spy_multiple": 12.0, "sector_multiple": 12.545605371576418, "sector_premium_over_spy": 0.04546711429803474}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2023-09-30", "company_multiple": 17.15756940806705, "revenue_cagr_3y": 0.18473768565178617, "revenue_cagr_5y": 0.0827799193191825, "earnings_cagr_3y": 0.29201351255184704, "quarterly_revenue_growth_yoy": 0.005252100840336135, "quarterly_earnings_growth_yoy": 0.33444816053511706, "revenue_growth_qoq": -0.005197505197505198, "gross_margin": 0.7617554858934169, "operating_margin": 0.19696969696969696, "net_margin": 0.2084639498432602, "roa_ttm": 0.07557652789405586, "roe_ttm": 0.1310891089108911, "debt_to_ebitda": 1.0220010476689365, "net_debt_to_ebitda": 0.0026191723415400735, "interest_coverage": 136.35714285714286, "debt_to_equity": 0.25755775577557755, "current_ratio": 1.3787661406025824, "quick_ratio": 1.3787661406025824, "fcf_to_ebitda": 1.0581456259821895, "capex_to_revenue": 0.02515474779402081, "working_capital_to_revenue": 0.13907546424338207, "capital_efficiency": 0.10333281840247348, "financial_health": -0.10020814761284333, "margin_quality": 0.38906304423545796, "growth_momentum": 0.16985013068772659, "company_age_years": 33.51403148528405, "ebitda": 1909000000.0, "spy_multiple": 12.0, "sector_multiple": 12.099767854056733, "sector_premium_over_spy": 0.008313987838061143}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2023-12-31", "company_multiple": 18.409695585996957, "revenue_cagr_3y": 0.0514966375130228, "revenue_cagr_5y": 0.085758749214911, "earnings_cagr_3y": 0.11183032249514602, "quarterly_revenue_growth_yoy": 0.03402445507708666, "quarterly_earnings_growth_yoy": 0.4215686274509804, "revenue_growth_qoq": 0.01619644723092999, "gross_margin": 0.7280205655526992, "operating_margin": 0.18766066838046272, "net_margin": 0.14910025706940874, "roa_ttm": 0.07923918631122862, "roe_ttm": 0.14323642639054826, "debt_to_ebitda": 0.9903602232369355, "net_debt_to_ebitda": 0.0, "interest_coverage": 131.4, "debt_to_equity": 0.25912651002256737, "current_ratio": 1.3259146341463415, "quick_ratio": 1.3259146341463415, "fcf_to_ebitda": 1.0943683409436835, "capex_to_revenue": 0.025466893039049237, "working_capital_to_revenue": 0.13961081363458275, "capital_efficiency": 0.11123780635088844, "financial_health": -0.04833537458316256, "margin_quality": 0.3549271636675235, "growth_momentum": 0.22779654126403354, "company_age_years": 33.765913757700204, "ebitda": 1971000000.0, "spy_multiple": 12.0, "sector_multiple": 12.597893575998075, "sector_premium_over_spy": 0.04982446466650625}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2024-03-31", "company_multiple": 17.317094861660077, "revenue_cagr_3y": 0.09743034006635409, "revenue_cagr_5y": 0.07520446864532948, "earnings_cagr_3y": 0.3378864807217725, "quarterly_revenue_growth_yoy": -0.05069370330843116, "quarterly_earnings_growth_yoy": 16.166666666666668, "revenue_growth_qoq": -0.08534704370179949, "gross_margin": 0.7993254637436762, "operating_margin": 0.1315345699831366, "net_margin": 0.10230466554243957, "roa_ttm": 0.09485842026825633, "roe_ttm": 0.16943963796086783, "debt_to_ebitda": 0.9624505928853755, "net_debt_to_ebitda": 0.0, "interest_coverage": 77.84615384615384, "debt_to_equity": 0.2592839078929855, "current_ratio": 1.3744336569579287, "quick_ratio": 1.3744336569579287, "fcf_to_ebitda": 1.0454545454545454, "capex_to_revenue": 0.02631578947368421, "working_capital_to_revenue": 0.15300185136207353, "capital_efficiency": 0.13214902911456208, "financial_health": -0.034403754803149944, "margin_quality": 0.3443882330897508, "growth_momentum": 8.057986481679118, "company_age_years": 34.01505817932922, "ebitda": 2024000000.0, "spy_multiple": 12.0, "sector_multiple": 11.90378079704281, "sector_premium_over_spy": -0.008018266913099148}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2024-06-30", "company_multiple": 19.768765633496464, "revenue_cagr_3y": 0.022897451867750274, "revenue_cagr_5y": 0.06545805591640974, "earnings_cagr_3y": 0.11132893333020077, "quarterly_revenue_growth_yoy": -0.13721413721413722, "quarterly_earnings_growth_yoy": -0.3034825870646766, "revenue_growth_qoq": -0.06689151208544127, "gross_margin": 0.841566265060241, "operating_margin": 0.21927710843373494, "net_margin": 0.1686746987951807, "roa_ttm": 0.0905728674850488, "roe_ttm": 0.15554054054054053, "debt_to_ebitda": 1.0619902120717781, "net_debt_to_ebitda": 0.0, "interest_coverage": 61.3, "debt_to_equity": 0.26391891891891894, "current_ratio": 1.4534035656401945, "quick_ratio": 1.4534035656401945, "fcf_to_ebitda": 1.008700380641653, "capex_to_revenue": 0.03028226911482598, "working_capital_to_revenue": 0.15332967936420938, "capital_efficiency": 0.12305670401279467, "financial_health": -0.06546691167087768, "margin_quality": 0.40983935742971883, "growth_momentum": -0.22034836213940692, "company_age_years": 34.26420260095825, "ebitda": 1839000000.0, "spy_multiple": 12.0, "sector_multiple": 9.883529185615894, "sector_premium_over_spy": -0.17637256786534217}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2024-09-30", "company_multiple": 20.122101910828025, "revenue_cagr_3y": 0.03508198843785815, "revenue_cagr_5y": 0.08479338209981102, "earnings_cagr_3y": 0.0, "quarterly_revenue_growth_yoy": 0.05799373040752351, "quarterly_earnings_growth_yoy": -0.2631578947368421, "revenue_growth_qoq": 0.21987951807228914, "gross_margin": 0.7748148148148148, "operating_margin": 0.18962962962962962, "net_margin": 0.1451851851851852, "roa_ttm": 0.07962850182704019, "roe_ttm": 0.14119870410367172, "debt_to_ebitda": 1.0360934182590233, "net_debt_to_ebitda": 0.0, "interest_coverage": 134.57142857142858, "debt_to_equity": 0.2634989200863931, "current_ratio": 1.42518837459634, "quick_ratio": 1.42518837459634, "fcf_to_ebitda": 1.0498938428874736, "capex_to_revenue": 0.029693615872587394, "working_capital_to_revenue": 0.15994061276825483, "capital_efficiency": 0.11041360296535596, "financial_health": -0.0869343607200827, "margin_quality": 0.36987654320987656, "growth_momentum": -0.10258208216465929, "company_age_years": 34.5160848733744, "ebitda": 1884000000.0, "spy_multiple": 12.0, "sector_multiple": 11.41342778698171, "sector_premium_over_spy": -0.04888101775152409}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2024-12-31", "company_multiple": 19.969736842105263, "revenue_cagr_3y": 0.017216336855157444, "revenue_cagr_5y": 0.034015166474959724, "earnings_cagr_3y": 0.6435183660092596, "quarterly_revenue_growth_yoy": -0.031876606683804626, "quarterly_earnings_growth_yoy": 0.010344827586206896, "revenue_growth_qoq": -0.07012345679012345, "gross_margin": 0.7578332448220924, "operating_margin": 0.20021242697822622, "net_margin": 0.15560276155071695, "roa_ttm": 0.0779867667831388, "roe_ttm": 0.1415272531030761, "debt_to_ebitda": 1.0257894736842106, "net_debt_to_ebitda": 0.0, "interest_coverage": 126.66666666666667, "debt_to_equity": 0.2629519697787372, "current_ratio": 1.3762886597938144, "quick_ratio": 1.3762886597938144, "fcf_to_ebitda": 0.9957894736842106, "capex_to_revenue": 0.029671974955764256, "working_capital_to_revenue": 0.158976452974003, "capital_efficiency": 0.10975700994310744, "financial_health": -0.04766878265309718, "margin_quality": 0.3712161444503452, "growth_momentum": -0.010765889548798865, "company_age_years": 34.76796714579056, "ebitda": 1900000000.0, "spy_multiple": 12.0, "sector_multiple": 11.034864827586206, "sector_premium_over_spy": -0.08042793103448276}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2015-12-31", "company_multiple": 21.652542586750787, "revenue_cagr_3y": -0.08531439301669386, "revenue_cagr_5y": -0.010732098596712314, "earnings_cagr_3y": -0.2341719178790771, "quarterly_revenue_growth_yoy": -0.14095238095238094, "quarterly_earnings_growth_yoy": -0.5595567867036011, "revenue_growth_qoq": 0.36666666666666664, "gross_margin": 0.6023651145602366, "operating_margin": 0.18477457501847747, "net_margin": 0.11751662971175167, "roa_ttm": 0.05851482550511677, "roe_ttm": 0.11056023797719385, "debt_to_ebitda": 5.143848580441641, "net_debt_to_ebitda": 3.993690851735016, "interest_coverage": 33.723404255319146, "debt_to_equity": 1.0105354486861675, "current_ratio": 2.6610494063577175, "quick_ratio": 2.6120260436614324, "fcf_to_ebitda": 0.682018927444795, "capex_to_revenue": 0.023794212218649517, "working_capital_to_revenue": 0.9296891747052519, "capital_efficiency": 0.0845375317411553, "financial_health": -0.3859895558443339, "margin_quality": 0.30155210643015523, "growth_momentum": -0.350254583827991, "company_age_years": 7.474332648870637, "ebitda": 1585000000.0, "spy_multiple": 15.0, "sector_multiple": 10.653594741354672, "sector_premium_over_spy": -0.2897603505763552}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2016-03-31", "company_multiple": 21.023576751117737, "revenue_cagr_3y": 0.03194924127242116, "revenue_cagr_5y": 0.0008267890587805304, "earnings_cagr_3y": -0.09678429957139723, "quarterly_revenue_growth_yoy": 0.13849765258215962, "quarterly_earnings_growth_yoy": -0.14720812182741116, "revenue_growth_qoq": 0.07538802660753881, "gross_margin": 0.6625429553264605, "operating_margin": 0.3168384879725086, "net_margin": 0.2309278350515464, "roa_ttm": 0.048202519939891345, "roe_ttm": 0.09990416866315285, "debt_to_ebitda": 4.352459016393443, "net_debt_to_ebitda": 2.212369597615499, "interest_coverage": 25.807692307692307, "debt_to_equity": 0.6996885481552467, "current_ratio": 1.7260981912144704, "quick_ratio": 1.681739879414298, "fcf_to_ebitda": 0.875558867362146, "capex_to_revenue": 0.024163568773234202, "working_capital_to_revenue": 0.34820322180916974, "capital_efficiency": 0.0740533443015221, "financial_health": -0.5260296703832926, "margin_quality": 0.40343642611683844, "growth_momentum": -0.00435523462262577, "company_age_years": 7.723477070499658, "ebitda": 1342000000.0, "spy_multiple": 15.0, "sector_multiple": 12.052312778675812, "sector_premium_over_spy": -0.19651248142161248}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2016-06-30", "company_multiple": 28.52019315188762, "revenue_cagr_3y": 0.14350162062602356, "revenue_cagr_5y": 0.06498381324354585, "earnings_cagr_3y": -0.2681542245131838, "quarterly_revenue_growth_yoy": 0.5038314176245211, "quarterly_earnings_growth_yoy": -0.4009433962264151, "revenue_growth_qoq": 0.07903780068728522, "gross_margin": 0.619108280254777, "operating_margin": 0.14777070063694267, "net_margin": 0.08089171974522293, "roa_ttm": 0.045101463238393445, "roe_ttm": 0.08756137479541735, "debt_to_ebitda": 4.418788410886743, "net_debt_to_ebitda": 2.4249341527655837, "interest_coverage": 17.523076923076925, "debt_to_equity": 0.588379705400982, "current_ratio": 1.5609310816978548, "quick_ratio": 1.5180282975810133, "fcf_to_ebitda": 1.3195785776997366, "capex_to_revenue": 0.02477645305514158, "working_capital_to_revenue": 0.22894932935916543, "capital_efficiency": 0.0663314190169054, "financial_health": -0.4450834971193599, "margin_quality": 0.28259023354564755, "growth_momentum": 0.051444010699052994, "company_age_years": 7.972621492128679, "ebitda": 1139000000.0, "spy_multiple": 15.0, "sector_multiple": 11.469348375617486, "sector_premium_over_spy": -0.23537677495883425}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2016-09-30", "company_multiple": 28.960226354082458, "revenue_cagr_3y": 0.3140826168236053, "revenue_cagr_5y": 0.1576970922675276, "earnings_cagr_3y": 0.5260016966090388, "quarterly_revenue_growth_yoy": 0.5838383838383838, "quarterly_earnings_growth_yoy": 0.5669291338582677, "revenue_growth_qoq": -0.0012738853503184713, "gross_margin": 0.6626275510204082, "operating_margin": 0.1875, "net_margin": 0.12691326530612246, "roa_ttm": 0.044668117519042434, "roe_ttm": 0.09310501247448401, "debt_to_ebitda": 5.143088116410671, "net_debt_to_ebitda": 1.8860145513338722, "interest_coverage": 19.634920634920636, "debt_to_equity": 0.721478793377183, "current_ratio": 1.4412320994325858, "quick_ratio": 1.405836260470143, "fcf_to_ebitda": 1.7865804365400162, "capex_to_revenue": 0.019340733266061217, "working_capital_to_revenue": 0.2746384123780693, "capital_efficiency": 0.06888656499676322, "financial_health": -0.334321218518556, "margin_quality": 0.32568027210884354, "growth_momentum": 0.5753837588483257, "company_age_years": 8.224503764544833, "ebitda": 1237000000.0, "spy_multiple": 15.0, "sector_multiple": 12.34269724686341, "sector_premium_over_spy": -0.17715351687577263}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2016-12-31", "company_multiple": 22.6769812583668, "revenue_cagr_3y": 0.09882677061246059, "revenue_cagr_5y": 0.07436802311504054, "earnings_cagr_3y": 0.13438764925578517, "quarterly_revenue_growth_yoy": 0.4885439763488544, "quarterly_earnings_growth_yoy": 0.5974842767295597, "revenue_growth_qoq": 0.2844387755102041, "gross_margin": 0.6146971201588878, "operating_margin": 0.21102284011916583, "net_margin": 0.12611717974180736, "roa_ttm": 0.0524868209947284, "roe_ttm": 0.10044961070292795, "debt_to_ebitda": 6.542168674698795, "net_debt_to_ebitda": 4.3701472556894245, "interest_coverage": 11.952, "debt_to_equity": 1.071828051321417, "current_ratio": 1.8185240963855422, "quick_ratio": 1.8000753012048192, "fcf_to_ebitda": 1.3514056224899598, "capex_to_revenue": 0.020584228848191312, "working_capital_to_revenue": 0.32904495232329345, "capital_efficiency": 0.07646821584882818, "financial_health": -0.34997545128527874, "margin_quality": 0.317279046673287, "growth_momentum": 0.543014126539207, "company_age_years": 8.476386036960985, "ebitda": 1494000000.0, "spy_multiple": 15.0, "sector_multiple": 11.626286991046113, "sector_premium_over_spy": -0.2249142005969258}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2017-03-31", "company_multiple": 23.644078303425776, "revenue_cagr_3y": 0.15817871038529296, "revenue_cagr_5y": 0.08049468755812583, "earnings_cagr_3y": 0.13287152172936256, "quarterly_revenue_growth_yoy": 0.18625429553264605, "quarterly_earnings_growth_yoy": 0.26785714285714285, "revenue_growth_qoq": -0.14299900695134063, "gross_margin": 0.6610660486674391, "operating_margin": 0.28563151796060254, "net_margin": 0.24681344148319814, "roa_ttm": 0.05945275101944329, "roe_ttm": 0.1066129715981348, "debt_to_ebitda": 4.7775965198477435, "net_debt_to_ebitda": 3.0114192495921697, "interest_coverage": 45.975, "debt_to_equity": 0.9311148791860958, "current_ratio": 1.9455113890129523, "quick_ratio": 1.9240732469852613, "fcf_to_ebitda": 1.1566068515497554, "capex_to_revenue": 0.018900843268391976, "working_capital_to_revenue": 0.30779296307066006, "capital_efficiency": 0.08303286130878905, "financial_health": -0.27360660926387115, "margin_quality": 0.3978370027037466, "growth_momentum": 0.22705571919489445, "company_age_years": 8.722792607802875, "ebitda": 1839000000.0, "spy_multiple": 15.0, "sector_multiple": 10.889992086541012, "sector_premium_over_spy": -0.27400052756393256}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2017-06-30", "company_multiple": 21.981110617503333, "revenue_cagr_3y": 0.1891247239209337, "revenue_cagr_5y": 0.08694882988895403, "earnings_cagr_3y": 0.06004760394618969, "quarterly_revenue_growth_yoy": 0.038853503184713374, "quarterly_earnings_growth_yoy": 0.9133858267716536, "revenue_growth_qoq": -0.05504055619930475, "gross_margin": 0.6560392397302268, "operating_margin": 0.20784794604537093, "net_margin": 0.1489883507050889, "roa_ttm": 0.06675392670157068, "roe_ttm": 0.11549150797735461, "debt_to_ebitda": 3.8978231896934696, "net_debt_to_ebitda": 2.4415815193247448, "interest_coverage": 48.93478260869565, "debt_to_equity": 0.9031394750386001, "current_ratio": 2.4657223796033994, "quick_ratio": 2.436827195467422, "fcf_to_ebitda": 0.8556197245668592, "capex_to_revenue": 0.016861219195849545, "working_capital_to_revenue": 0.37282029110822884, "capital_efficiency": 0.09112271733946264, "financial_health": -0.2565435595088289, "margin_quality": 0.3376251788268956, "growth_momentum": 0.4761196649781835, "company_age_years": 8.971937029431896, "ebitda": 2251000000.0, "spy_multiple": 15.0, "sector_multiple": 10.550818089414399, "sector_premium_over_spy": -0.2966121273723734}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2018-03-31", "company_multiple": 24.389806678383124, "revenue_cagr_3y": 0.1541898044122887, "revenue_cagr_5y": 0.08216856399109229, "earnings_cagr_3y": 0.0826579289432583, "quarterly_revenue_growth_yoy": 0.1384704519119351, "quarterly_earnings_growth_yoy": 0.17370892018779344, "revenue_growth_qoq": -0.0381791483113069, "gross_margin": 0.6631043256997455, "operating_margin": 0.30279898218829515, "net_margin": 0.2544529262086514, "roa_ttm": 0.01886177094091428, "roe_ttm": 0.03533964762195743, "debt_to_ebitda": 3.859402460456942, "net_debt_to_ebitda": 1.5672231985940246, "interest_coverage": 81.28571428571429, "debt_to_equity": 0.8945921173235564, "current_ratio": 2.1899555859241544, "quick_ratio": 2.1756064229586607, "fcf_to_ebitda": 0.9516695957820738, "capex_to_revenue": 0.02273666804464655, "working_capital_to_revenue": 0.4799503927242662, "capital_efficiency": 0.027100709281435854, "financial_health": -0.1637172142849776, "margin_quality": 0.406785411365564, "growth_momentum": 0.15608968604986428, "company_age_years": 9.722108145106091, "ebitda": 2276000000.0, "spy_multiple": 15.0, "sector_multiple": 9.688258679062523, "sector_premium_over_spy": -0.3541160880624985}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2018-06-30", "company_multiple": 28.06508504923903, "revenue_cagr_3y": 0.16270452003225477, "revenue_cagr_5y": 0.09341205164033495, "earnings_cagr_3y": 0.23774181774403158, "quarterly_revenue_growth_yoy": 0.0061312078479460455, "quarterly_earnings_growth_yoy": 0.654320987654321, "revenue_growth_qoq": -0.1648854961832061, "gross_margin": 0.6892138939670932, "operating_margin": 0.2644728823887873, "net_margin": 0.2449725776965265, "roa_ttm": 0.028176857111036863, "roe_ttm": 0.04890779045041562, "debt_to_ebitda": 3.9337511190689347, "net_debt_to_ebitda": 1.759623992837959, "interest_coverage": 85.92307692307692, "debt_to_equity": 0.8494104001546492, "current_ratio": 2.9776699029126212, "quick_ratio": 2.9601941747572815, "fcf_to_ebitda": 0.8554162936436884, "capex_to_revenue": 0.022567772120544928, "working_capital_to_revenue": 0.5606164854823174, "capital_efficiency": 0.038542323780726244, "financial_health": -0.15424078310438777, "margin_quality": 0.399553118017469, "growth_momentum": 0.33022609775113354, "company_age_years": 9.971252566735114, "ebitda": 2234000000.0, "spy_multiple": 15.0, "sector_multiple": 9.21714044541683, "sector_premium_over_spy": -0.38552397030554475}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2018-09-30", "company_multiple": 29.177112029384755, "revenue_cagr_3y": 0.1516102778237367, "revenue_cagr_5y": 0.16953910821025087, "earnings_cagr_3y": 0.2697645820871235, "quarterly_revenue_growth_yoy": -0.06551297898640297, "quarterly_earnings_growth_yoy": 0.3829787234042553, "revenue_growth_qoq": -0.07861060329067641, "gross_margin": 0.6607142857142857, "operating_margin": 0.17526455026455026, "net_margin": 0.17195767195767195, "roa_ttm": 0.034583856877879494, "roe_ttm": 0.05422647527910686, "debt_to_ebitda": 1.2258953168044078, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.419354838709676, "debt_to_equity": 0.25049254151421335, "current_ratio": 2.0873215785054575, "quick_ratio": 2.014273719563392, "fcf_to_ebitda": 0.8186409550045913, "capex_to_revenue": 0.023181119955313505, "working_capital_to_revenue": 0.3616813294232649, "capital_efficiency": 0.04440516607849318, "financial_health": -0.052562786233892655, "margin_quality": 0.335978835978836, "growth_momentum": 0.15873287220892618, "company_age_years": 10.223134839151266, "ebitda": 2178000000.0, "spy_multiple": 15.0, "sector_multiple": 9.331966749302268, "sector_premium_over_spy": -0.3778688833798488}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2018-12-31", "company_multiple": 12.957929083364768, "revenue_cagr_3y": 0.20731482341998775, "revenue_cagr_5y": 0.09420205169111906, "earnings_cagr_3y": 0.5989642143082106, "quarterly_revenue_growth_yoy": 0.16544297601566324, "quarterly_earnings_growth_yoy": 2.113013698630137, "revenue_growth_qoq": 0.5747354497354498, "gross_margin": 0.6505669886602268, "operating_margin": 0.2914741705165897, "net_margin": 0.2729945401091978, "roa_ttm": 0.10159798149705634, "roe_ttm": 0.15954917671920402, "debt_to_ebitda": 1.00754432289702, "net_debt_to_ebitda": 0.0, "interest_coverage": 662.75, "debt_to_equity": 0.23518534824337414, "current_ratio": 2.3111279333838, "quick_ratio": 2.294852384557154, "fcf_to_ebitda": 0.6258015843078084, "capex_to_revenue": 0.017468995866115482, "working_capital_to_revenue": 0.4619282571009468, "capital_efficiency": 0.13057357910813017, "financial_health": 0.0017084000044531589, "margin_quality": 0.40501189976200475, "growth_momentum": 1.1392283373229, "company_age_years": 10.47501711156742, "ebitda": 2651000000.0, "spy_multiple": 15.0, "sector_multiple": 8.86880448706961, "sector_premium_over_spy": -0.40874636752869264}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2019-03-31", "company_multiple": 13.06945925361767, "revenue_cagr_3y": 0.07844986021572753, "revenue_cagr_5y": 0.10435769588642141, "earnings_cagr_3y": 0.0998228758490125, "quarterly_revenue_growth_yoy": -0.07124681933842239, "quarterly_earnings_growth_yoy": -0.106, "revenue_growth_qoq": -0.23351532969340613, "gross_margin": 0.6915068493150685, "operating_margin": 0.31232876712328766, "net_margin": 0.24493150684931506, "roa_ttm": 0.09800534878537999, "roe_ttm": 0.15169023801310796, "debt_to_ebitda": 1.041127189642041, "net_debt_to_ebitda": 0.0, "interest_coverage": 22.444444444444443, "debt_to_equity": 0.2357709555018972, "current_ratio": 2.6305010893246186, "quick_ratio": 2.6108932461873637, "fcf_to_ebitda": 0.6066260472201066, "capex_to_revenue": 0.016034787335235764, "working_capital_to_revenue": 0.5084930017665443, "capital_efficiency": 0.12484779339924398, "financial_health": 0.03122046726840247, "margin_quality": 0.41625570776255705, "growth_momentum": -0.0886234096692112, "company_age_years": 10.72142368240931, "ebitda": 2626000000.0, "spy_multiple": 15.0, "sector_multiple": 10.375574688819285, "sector_premium_over_spy": -0.30829502074538107}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2019-06-30", "company_multiple": 13.70344009489917, "revenue_cagr_3y": -0.03839822726198672, "revenue_cagr_5y": 0.07553051520649601, "earnings_cagr_3y": 0.3720082018471338, "quarterly_revenue_growth_yoy": -0.14929920780012187, "quarterly_earnings_growth_yoy": -0.18407960199004975, "revenue_growth_qoq": -0.23506849315068493, "gross_margin": 0.6898280802292264, "operating_margin": 0.24068767908309455, "net_margin": 0.2349570200573066, "roa_ttm": 0.0963132323521006, "roe_ttm": 0.14068631543792268, "debt_to_ebitda": 1.0569395017793595, "net_debt_to_ebitda": 0.0, "interest_coverage": 109.95652173913044, "debt_to_equity": 0.2231777573682892, "current_ratio": 3.455155582672361, "quick_ratio": 3.427089688834655, "fcf_to_ebitda": 0.6884143930407276, "capex_to_revenue": 0.0161653078436885, "working_capital_to_revenue": 0.5656452066348047, "capital_efficiency": 0.11849977389501164, "financial_health": 0.03929723548681224, "margin_quality": 0.38849092645654254, "growth_momentum": -0.16668940489508582, "company_age_years": 10.97056810403833, "ebitda": 2529000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10278835838034, "sector_premium_over_spy": -0.3264807761079773}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 15.665170731707317, "revenue_cagr_3y": -0.0649231131444552, "revenue_cagr_5y": 0.112291477946314, "earnings_cagr_3y": 0.008306028263465493, "quarterly_revenue_growth_yoy": -0.15211640211640212, "quarterly_earnings_growth_yoy": -0.2153846153846154, "revenue_growth_qoq": -0.08166189111747851, "gross_margin": 0.6552262090483619, "operating_margin": 0.19266770670826833, "net_margin": 0.15912636505460218, "roa_ttm": 0.09149115417017692, "roe_ttm": 0.13314262362076013, "debt_to_ebitda": 1.0869918699186991, "net_debt_to_ebitda": 0.0, "interest_coverage": 106.95652173913044, "debt_to_equity": 0.21855333060890886, "current_ratio": 3.433466590519703, "quick_ratio": 3.375214163335237, "fcf_to_ebitda": 0.7313008130081301, "capex_to_revenue": 0.01641487507263219, "working_capital_to_revenue": 0.61897152818129, "capital_efficiency": 0.11231688889546852, "financial_health": 0.05884065984321135, "margin_quality": 0.3356734269370775, "growth_momentum": -0.18375050875050875, "company_age_years": 11.222450376454484, "ebitda": 2460000000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2019-12-31", "company_multiple": 18.79396839332748, "revenue_cagr_3y": -0.004655870565881348, "revenue_cagr_5y": 0.047465523000423504, "earnings_cagr_3y": 0.2738213655024706, "quarterly_revenue_growth_yoy": -0.16589668206635869, "quarterly_earnings_growth_yoy": -0.19230769230769232, "revenue_growth_qoq": 0.5491419656786272, "gross_margin": 0.6696878147029205, "operating_margin": 0.22860020140986909, "net_margin": 0.26435045317220546, "roa_ttm": 0.07578735197782817, "roe_ttm": 0.11745411948457633, "debt_to_ebitda": 1.1742756804214223, "net_debt_to_ebitda": 0.0, "interest_coverage": 103.54545454545455, "debt_to_equity": 0.20890277235454902, "current_ratio": 2.5015437392795885, "quick_ratio": 2.490566037735849, "fcf_to_ebitda": 0.7528533801580334, "capex_to_revenue": 0.01787640622592079, "working_capital_to_revenue": 0.6745261211280629, "capital_efficiency": 0.09662073573120225, "financial_health": 0.08305993865578104, "margin_quality": 0.3875461564283316, "growth_momentum": -0.1791021871870255, "company_age_years": 11.474332648870636, "ebitda": 2278000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10804362333187, "sector_premium_over_spy": -0.3261304251112087}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2020-06-30", "company_multiple": 21.96278330019881, "revenue_cagr_3y": 0.05807808745822185, "revenue_cagr_5y": 0.13099666596619763, "earnings_cagr_3y": 0.33641263603290694, "quarterly_revenue_growth_yoy": 0.3839541547277937, "quarterly_earnings_growth_yoy": 0.7682926829268293, "revenue_growth_qoq": 0.08053691275167785, "gross_margin": 0.7572463768115942, "operating_margin": 0.38768115942028986, "net_margin": 0.3002070393374741, "roa_ttm": 0.0897131552917903, "roe_ttm": 0.13258295570822978, "debt_to_ebitda": 1.0640159045725646, "net_debt_to_ebitda": 0.0, "interest_coverage": 109.34782608695652, "debt_to_equity": 0.1955854407250402, "current_ratio": 3.0187719984356667, "quick_ratio": 3.0187719984356667, "fcf_to_ebitda": 0.8111332007952287, "capex_to_revenue": 0.01473955352032055, "working_capital_to_revenue": 0.7386949055523755, "capital_efficiency": 0.11114805550001004, "financial_health": 0.11786658697031094, "margin_quality": 0.48171152518978605, "growth_momentum": 0.5761234188273114, "company_age_years": 11.97262149212868, "ebitda": 2515000000.0, "spy_multiple": 20.0, "sector_multiple": 12.428320178833108, "sector_premium_over_spy": -0.3785839910583446}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2020-09-30", "company_multiple": 19.76945278611945, "revenue_cagr_3y": 0.06491598812633148, "revenue_cagr_5y": 0.1456655997023335, "earnings_cagr_3y": 0.4755695905994819, "quarterly_revenue_growth_yoy": 0.5241809672386896, "quarterly_earnings_growth_yoy": 1.9607843137254901, "revenue_growth_qoq": 0.011387163561076604, "gross_margin": 0.7599795291709315, "operating_margin": 0.39815762538382804, "net_margin": 0.3091095189355169, "roa_ttm": 0.10260925986003615, "roe_ttm": 0.1539424280350438, "debt_to_ebitda": 1.2025358692025359, "net_debt_to_ebitda": 0.0, "interest_coverage": 111.0, "debt_to_equity": 0.25059101654846333, "current_ratio": 4.116140832190215, "quick_ratio": 4.116140832190215, "fcf_to_ebitda": 0.646312979646313, "capex_to_revenue": 0.012140992167101827, "working_capital_to_revenue": 0.889686684073107, "capital_efficiency": 0.12827584394753996, "financial_health": 0.09306194725558725, "margin_quality": 0.4890822244967588, "growth_momentum": 1.24248264048209, "company_age_years": 12.224503764544833, "ebitda": 2997000000.0, "spy_multiple": 20.0, "sector_multiple": 12.159560820618088, "sector_premium_over_spy": -0.39202195896909564}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2021-03-31", "company_multiple": 19.971445568114216, "revenue_cagr_3y": 0.05004106090352267, "revenue_cagr_5y": 0.09351232296282386, "earnings_cagr_3y": 0.07375915959666268, "quarterly_revenue_growth_yoy": 0.27237136465324385, "quarterly_earnings_growth_yoy": 0.22574257425742575, "revenue_growth_qoq": -0.05719021964359718, "gross_margin": 0.745934065934066, "operating_margin": 0.34945054945054943, "net_margin": 0.2720879120879121, "roa_ttm": 0.09865528281750267, "roe_ttm": 0.15074033005022502, "debt_to_ebitda": 1.0725758477096967, "net_debt_to_ebitda": 0.0, "interest_coverage": 120.07142857142857, "debt_to_equity": 0.23520970582479941, "current_ratio": 3.433511474379126, "quick_ratio": 3.433511474379126, "fcf_to_ebitda": 0.8527662105889352, "capex_to_revenue": 0.009447165850244927, "working_capital_to_revenue": 0.9028458129227899, "capital_efficiency": 0.12469780643386386, "financial_health": 0.16099093451671606, "margin_quality": 0.45582417582417584, "growth_momentum": 0.2490569694553348, "company_age_years": 12.722792607802875, "ebitda": 3362000000.0, "spy_multiple": 20.0, "sector_multiple": 11.253986801242236, "sector_premium_over_spy": -0.43730065993788814}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 18.758892808683854, "revenue_cagr_3y": 0.1184616586655356, "revenue_cagr_5y": 0.07898261264144768, "earnings_cagr_3y": 0.2964606839430588, "quarterly_revenue_growth_yoy": 0.18840579710144928, "quarterly_earnings_growth_yoy": 0.5103448275862069, "revenue_growth_qoq": 0.009230769230769232, "gross_margin": 0.7582752613240418, "operating_margin": 0.4176829268292683, "net_margin": 0.38153310104529614, "roa_ttm": 0.1105973188528763, "roe_ttm": 0.160076139015105, "debt_to_ebitda": 0.978561736770692, "net_debt_to_ebitda": 0.0, "interest_coverage": 136.4814814814815, "debt_to_equity": 0.22141716811985754, "current_ratio": 4.832223701731025, "quick_ratio": 4.832223701731025, "fcf_to_ebitda": 0.6746268656716418, "capex_to_revenue": 0.009174311926605505, "working_capital_to_revenue": 0.9659879167599016, "capital_efficiency": 0.13533672893399065, "financial_health": 0.16925820944674688, "margin_quality": 0.519163763066202, "growth_momentum": 0.3493753123438281, "company_age_years": 12.971937029431896, "ebitda": 3685000000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 14.57607544141252, "revenue_cagr_3y": 0.11038312101514536, "revenue_cagr_5y": 0.05712138247112164, "earnings_cagr_3y": 0.34950915995767295, "quarterly_revenue_growth_yoy": 0.0593654042988741, "quarterly_earnings_growth_yoy": 0.057947019867549666, "revenue_growth_qoq": -0.09843205574912892, "gross_margin": 0.7454106280193237, "operating_margin": 0.39806763285024155, "net_margin": 0.30869565217391304, "roa_ttm": 0.11018893105893147, "roe_ttm": 0.1558702064896755, "debt_to_ebitda": 0.9649545211342964, "net_debt_to_ebitda": 0.0, "interest_coverage": 138.44444444444446, "debt_to_equity": 0.2128023598820059, "current_ratio": 5.561011904761905, "quick_ratio": 5.561011904761905, "fcf_to_ebitda": 0.7522739432851793, "capex_to_revenue": 0.008946322067594433, "working_capital_to_revenue": 1.0155732273028495, "capital_efficiency": 0.1330295687743035, "financial_health": 0.1925027241568647, "margin_quality": 0.48405797101449277, "growth_momentum": 0.05865621208321188, "company_age_years": 13.22381930184805, "ebitda": 3738000000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2022-12-31", "company_multiple": 29.223157625383827, "revenue_cagr_3y": 0.0552949726178833, "revenue_cagr_5y": 0.026990667343561814, "earnings_cagr_3y": -0.08438004822800427, "quarterly_revenue_growth_yoy": 0.07905686546463246, "quarterly_earnings_growth_yoy": -0.2854609929078014, "revenue_growth_qoq": 0.30976430976430974, "gross_margin": 0.6760925449871465, "operating_margin": 0.15766923736075408, "net_margin": 0.1726649528706084, "roa_ttm": 0.05525325932147683, "roe_ttm": 0.07862599386790002, "debt_to_ebitda": 1.8480040941658138, "net_debt_to_ebitda": 0.0, "interest_coverage": 72.37037037037037, "debt_to_equity": 0.1876526529127475, "current_ratio": 4.070042194092827, "quick_ratio": 4.070042194092827, "fcf_to_ebitda": 1.0895598771750257, "capex_to_revenue": 0.012088204038257173, "working_capital_to_revenue": 1.449787460148778, "capital_efficiency": 0.06693962659468843, "financial_health": 0.07017154458204852, "margin_quality": 0.33547557840616965, "growth_momentum": -0.10320206372158447, "company_age_years": 14.47501711156742, "ebitda": 1954000000.0, "spy_multiple": 12.0, "sector_multiple": 12.545605371576418, "sector_premium_over_spy": 0.04546711429803474}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2023-03-31", "company_multiple": 26.956756287944494, "revenue_cagr_3y": 0.1004885018204229, "revenue_cagr_5y": 0.039327210214241015, "earnings_cagr_3y": 0.13583029277272773, "quarterly_revenue_growth_yoy": 0.34785067873303166, "quarterly_earnings_growth_yoy": 0.8734177215189873, "revenue_growth_qoq": 0.02099400171379606, "gross_margin": 0.7209399916072178, "operating_margin": 0.3357112882920688, "net_margin": 0.31053294167016365, "roa_ttm": 0.06782754718358705, "roe_ttm": 0.09236887894606015, "debt_to_ebitda": 1.5659150043365135, "net_debt_to_ebitda": 0.0, "interest_coverage": 85.4074074074074, "debt_to_equity": 0.1795177728063634, "current_ratio": 5.1540646077387295, "quick_ratio": 5.1540646077387295, "fcf_to_ebitda": 0.8855160450997398, "capex_to_revenue": 0.013876949527201277, "working_capital_to_revenue": 1.4370625076753039, "capital_efficiency": 0.08009821306482359, "financial_health": 0.15764865657340513, "margin_quality": 0.45572807385648345, "growth_momentum": 0.6106342001260094, "company_age_years": 14.72142368240931, "ebitda": 2306000000.0, "spy_multiple": 12.0, "sector_multiple": 14.597501900290592, "sector_premium_over_spy": 0.21645849169088272}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2023-06-30", "company_multiple": 24.0258038585209, "revenue_cagr_3y": 0.04535805576741225, "revenue_cagr_5y": 0.06105708694469558, "earnings_cagr_3y": 0.0040069117201024795, "quarterly_revenue_growth_yoy": 0.3424574209245742, "quarterly_earnings_growth_yoy": 1.0964285714285715, "revenue_growth_qoq": -0.07385648342425515, "gross_margin": 0.7027639329406434, "operating_margin": 0.35251472587222477, "net_margin": 0.2659719075668328, "roa_ttm": 0.07591696472403395, "roe_ttm": 0.10412157937767517, "debt_to_ebitda": 1.4517684887459807, "net_debt_to_ebitda": 0.0, "interest_coverage": 92.14814814814815, "debt_to_equity": 0.1737123070264031, "current_ratio": 4.66465984346779, "quick_ratio": 4.66465984346779, "fcf_to_ebitda": 0.9839228295819936, "capex_to_revenue": 0.011371467953135768, "working_capital_to_revenue": 1.3983459682977257, "capital_efficiency": 0.09001927205085455, "financial_health": 0.20394391009962254, "margin_quality": 0.44041685545990034, "growth_momentum": 0.7194429961765729, "company_age_years": 14.97056810403833, "ebitda": 2488000000.0, "spy_multiple": 12.0, "sector_multiple": 15.80685569057263, "sector_premium_over_spy": 0.3172379742143858}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2016-03-31", "company_multiple": 15.724025074925521, "revenue_cagr_3y": 0.07994143785624064, "revenue_cagr_5y": 0.15659105217197178, "earnings_cagr_3y": 0.27335409596272364, "quarterly_revenue_growth_yoy": 0.2569804291393553, "quarterly_earnings_growth_yoy": 1.191106754368984, "revenue_growth_qoq": -0.08936051045214993, "gross_margin": 0.4447145591533539, "operating_margin": 0.1181715031044045, "net_margin": 0.12300705715179504, "roa_ttm": -0.003205062624576445, "roe_ttm": -0.014279694178556379, "debt_to_ebitda": 4.758750988212909, "net_debt_to_ebitda": 1.1911706247292184, "interest_coverage": 9.34896442291632, "debt_to_equity": 1.8325756598467453, "current_ratio": 1.6758911547011621, "quick_ratio": 1.6628725896439807, "fcf_to_ebitda": 1.0006074438672734, "capex_to_revenue": 0.026370554389975796, "working_capital_to_revenue": 0.5834803472877517, "capital_efficiency": -0.008742378401566412, "financial_health": -0.5481018296699629, "margin_quality": 0.22863103980318447, "growth_momentum": 0.7240435917541697, "company_age_years": 18.9596167008898, "ebitda": 223889000.0, "spy_multiple": 15.0, "sector_multiple": 12.052312778675812, "sector_premium_over_spy": -0.19651248142161248}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2017-09-30", "company_multiple": 35.64893208693825, "revenue_cagr_3y": 0.5235501038365078, "revenue_cagr_5y": 0.10187318808543178, "earnings_cagr_3y": -0.5740499476183063, "quarterly_revenue_growth_yoy": 0.05568024142781323, "quarterly_earnings_growth_yoy": -1.075098814229249, "revenue_growth_qoq": 0.06060504619622396, "gross_margin": 0.44416338640370456, "operating_margin": -0.025518416816589336, "net_margin": -0.006168247054526763, "roa_ttm": 0.03435198762032042, "roe_ttm": 0.08623609966002149, "debt_to_ebitda": 2.9188223008971663, "net_debt_to_ebitda": 0.5681090522526364, "interest_coverage": 107.40754462782081, "debt_to_equity": 0.6321399901931888, "current_ratio": 1.3269439028502505, "quick_ratio": 1.3072568338139232, "fcf_to_ebitda": 0.9775724145716589, "capex_to_revenue": 0.03747289647592662, "working_capital_to_revenue": 0.3167916967526038, "capital_efficiency": 0.060294043640170956, "financial_health": 0.16723404659684868, "margin_quality": 0.13749224084419615, "growth_momentum": -0.5097092864007179, "company_age_years": 20.459958932238195, "ebitda": 318893000.0, "spy_multiple": 15.0, "sector_multiple": 10.182748140774141, "sector_premium_over_spy": -0.3211501239483906}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2017-12-31", "company_multiple": 33.31725926400985, "revenue_cagr_3y": -0.03262405212600206, "revenue_cagr_5y": 0.02950595027124403, "earnings_cagr_3y": -0.1440818421849459, "quarterly_revenue_growth_yoy": 0.00916526224990713, "quarterly_earnings_growth_yoy": 1.8424368339923598, "revenue_growth_qoq": 0.08404236611792715, "gross_margin": 0.44267739788703103, "operating_margin": 0.01840945012894102, "net_margin": 0.052283503868230594, "roa_ttm": 0.049410608237092715, "roe_ttm": 0.1298953470110364, "debt_to_ebitda": 2.1743981119248876, "net_debt_to_ebitda": 0.18767364006002848, "interest_coverage": 115.53497332542976, "debt_to_equity": 0.605083451121486, "current_ratio": 1.1812672740004546, "quick_ratio": 1.1663757403660122, "fcf_to_ebitda": 0.5532650103254108, "capex_to_revenue": 0.041919386638832205, "working_capital_to_revenue": 0.19622406322518224, "capital_efficiency": 0.08965297762406454, "financial_health": 0.20042207512815408, "margin_quality": 0.17112345062806755, "growth_momentum": 0.9258010481211335, "company_age_years": 20.711841204654345, "ebitda": 389815000.0, "spy_multiple": 15.0, "sector_multiple": 10.766531408278512, "sector_premium_over_spy": -0.28223123944809925}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2018-09-30", "company_multiple": 50.76345909554828, "revenue_cagr_3y": 0.12396342781914171, "revenue_cagr_5y": 0.2705041852431955, "earnings_cagr_3y": -0.2261300276975119, "quarterly_revenue_growth_yoy": 0.11070605687592715, "quarterly_earnings_growth_yoy": 10.27156432748538, "revenue_growth_qoq": 0.26981921841734924, "gross_margin": 0.5232479545007074, "operating_margin": 0.05274556647796585, "net_margin": 0.05148913972318016, "roa_ttm": 0.058287820410928136, "roe_ttm": 0.10957042108289332, "debt_to_ebitda": 2.41575190469205, "net_debt_to_ebitda": 0.9726897903512249, "interest_coverage": 64.40060301507538, "debt_to_equity": 0.3980531145487207, "current_ratio": 1.471172092155332, "quick_ratio": 1.4439595137297967, "fcf_to_ebitda": 0.4021904348721726, "capex_to_revenue": 0.032004185977967316, "working_capital_to_revenue": 0.3874386440169051, "capital_efficiency": 0.08392912074691072, "financial_health": 0.12649058639649002, "margin_quality": 0.20916088690061777, "growth_momentum": 5.191135192180654, "company_age_years": 21.45927446954141, "ebitda": 320393000.0, "spy_multiple": 15.0, "sector_multiple": 9.331966749302268, "sector_premium_over_spy": -0.3778688833798488}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2019-03-31", "company_multiple": 21.809134311887416, "revenue_cagr_3y": 0.12634630251006373, "revenue_cagr_5y": 0.22523489939021335, "earnings_cagr_3y": 0.06992613906444256, "quarterly_revenue_growth_yoy": 0.19706445408795534, "quarterly_earnings_growth_yoy": -0.37449506345415123, "revenue_growth_qoq": -0.5683586148575602, "gross_margin": 0.5196463125710797, "operating_margin": 0.10772030789952636, "net_margin": 0.10543276803455243, "roa_ttm": 0.07867826677177936, "roe_ttm": 0.1635990747728587, "debt_to_ebitda": 1.8814818330683247, "net_debt_to_ebitda": 0.24688318263442263, "interest_coverage": 18.268145525488638, "debt_to_equity": 0.46622038832096757, "current_ratio": 1.4488388631177265, "quick_ratio": 1.4343906170425773, "fcf_to_ebitda": 1.5357563819604307, "capex_to_revenue": 0.025097118341594234, "working_capital_to_revenue": 0.32830271691511825, "capital_efficiency": 0.12113867077231903, "financial_health": 0.19479432909936567, "margin_quality": 0.24426646283505282, "growth_momentum": -0.08871530468309795, "company_age_years": 21.95756331279945, "ebitda": 505644000.0, "spy_multiple": 15.0, "sector_multiple": 10.375574688819285, "sector_premium_over_spy": -0.30829502074538107}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 22.93443108161139, "revenue_cagr_3y": 0.2686104557094997, "revenue_cagr_5y": 0.4689416264199826, "earnings_cagr_3y": 0.2538455718564032, "quarterly_revenue_growth_yoy": 0.7412187136544562, "quarterly_earnings_growth_yoy": 1.8310403279851777, "revenue_growth_qoq": 0.5872452859513858, "gross_margin": 0.45415525720966937, "operating_margin": 0.08721896015695216, "net_margin": 0.08371598000095588, "roa_ttm": 0.07369965095301022, "roe_ttm": 0.16265378045186393, "debt_to_ebitda": 0.037674731728440165, "net_debt_to_ebitda": 0.0, "interest_coverage": 73.40352619816241, "debt_to_equity": 0.010208716528788873, "current_ratio": 1.479474096028867, "quick_ratio": 1.4623172889336782, "fcf_to_ebitda": 1.9119862921013817, "capex_to_revenue": 0.01988578315748836, "working_capital_to_revenue": 0.34466085695588106, "capital_efficiency": 0.11817671570243707, "financial_health": 0.15825844928600816, "margin_quality": 0.2083633991225258, "growth_momentum": 1.286129520819817, "company_age_years": 22.458590006844627, "ebitda": 591192000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2020-06-30", "company_multiple": 19.42305985733184, "revenue_cagr_3y": 0.2573440190516454, "revenue_cagr_5y": 0.24736141337073358, "earnings_cagr_3y": 0.13660037257547986, "quarterly_revenue_growth_yoy": 0.5381555307618154, "quarterly_earnings_growth_yoy": 0.9123811581676751, "revenue_growth_qoq": 0.09305086773757101, "gross_margin": 0.4265809385187235, "operating_margin": 0.09881151435685845, "net_margin": 0.10646449579579219, "roa_ttm": 0.08319313660906634, "roe_ttm": 0.16849463679749893, "debt_to_ebitda": 0.03655027483550258, "net_debt_to_ebitda": 0.0, "interest_coverage": 91.89328303723534, "debt_to_equity": 0.010411810060097441, "current_ratio": 1.7158581308115455, "quick_ratio": 1.706789560393533, "fcf_to_ebitda": 1.2847920824069525, "capex_to_revenue": 0.015479517998142504, "working_capital_to_revenue": 0.45511078841157565, "capital_efficiency": 0.12584388670328264, "financial_health": 0.261512567604993, "margin_quality": 0.21061898289045802, "growth_momentum": 0.7252683444647452, "company_age_years": 23.208761122518823, "ebitda": 755179000.0, "spy_multiple": 20.0, "sector_multiple": 12.428320178833108, "sector_premium_over_spy": -0.3785839910583446}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2021-03-31", "company_multiple": 20.89678088556732, "revenue_cagr_3y": 0.2307486773689451, "revenue_cagr_5y": 0.173495104755087, "earnings_cagr_3y": 0.3404294298089783, "quarterly_revenue_growth_yoy": 0.1037287930565216, "quarterly_earnings_growth_yoy": 0.7829891950913447, "revenue_growth_qoq": -0.024925396886242013, "gross_margin": 0.6668612429133544, "operating_margin": 0.3047504797892858, "net_margin": 0.26066704708308364, "roa_ttm": 0.09768823887921771, "roe_ttm": 0.17674222333737108, "debt_to_ebitda": 0.034460906857933155, "net_debt_to_ebitda": 0.0, "interest_coverage": 204.33162469355918, "debt_to_equity": 0.009482600276359499, "current_ratio": 1.8886144318179277, "quick_ratio": 1.880675164394565, "fcf_to_ebitda": 0.9198973425999851, "capex_to_revenue": 0.020435119836146647, "working_capital_to_revenue": 0.5887738631606287, "capital_efficiency": 0.1372152311082944, "financial_health": 0.2360372501458972, "margin_quality": 0.4107595899285746, "growth_momentum": 0.44335899407393314, "company_age_years": 23.958932238193018, "ebitda": 916836000.0, "spy_multiple": 20.0, "sector_multiple": 11.253986801242236, "sector_premium_over_spy": -0.43730065993788814}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 19.70098446270765, "revenue_cagr_3y": 0.27981264926805505, "revenue_cagr_5y": 0.2115575428469787, "earnings_cagr_3y": 0.28538300668967365, "quarterly_revenue_growth_yoy": -0.02166460165281303, "quarterly_earnings_growth_yoy": 0.7203095870289814, "revenue_growth_qoq": -0.03112941980937087, "gross_margin": 0.5946145333825157, "operating_margin": 0.20963973933357924, "net_margin": 0.18720767244559203, "roa_ttm": 0.10335930367082102, "roe_ttm": 0.180339669272592, "debt_to_ebitda": 0.03191413580171533, "net_debt_to_ebitda": 0.0, "interest_coverage": 614.1675, "debt_to_equity": 0.008665816323710973, "current_ratio": 1.8535806798874443, "quick_ratio": 1.8482738650800872, "fcf_to_ebitda": 0.4769525414483834, "capex_to_revenue": 0.043654661642167164, "working_capital_to_revenue": 0.5509431071414306, "capital_efficiency": 0.14184948647170653, "financial_health": 0.2218592692249521, "margin_quality": 0.33048731505389567, "growth_momentum": 0.3493224926880842, "company_age_years": 24.20807665982204, "ebitda": 982668000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 17.95148830464688, "revenue_cagr_3y": 0.20321991733096256, "revenue_cagr_5y": 0.15354174086869166, "earnings_cagr_3y": -0.2619082444839733, "quarterly_revenue_growth_yoy": 0.02027957229575981, "quarterly_earnings_growth_yoy": -0.8973026852327303, "revenue_growth_qoq": 0.05520718062215665, "gross_margin": 0.4678396644138895, "operating_margin": 0.023421113959450013, "net_margin": 0.011885341412258214, "roa_ttm": 0.08513572454940913, "roe_ttm": 0.16241208092532197, "debt_to_ebitda": 0.03341589204707624, "net_debt_to_ebitda": 0.0, "interest_coverage": 1237.3751617076325, "debt_to_equity": 0.009211832371281634, "current_ratio": 1.6531624275918597, "quick_ratio": 1.6482619124514535, "fcf_to_ebitda": 0.4329972785943621, "capex_to_revenue": 0.045997117283840774, "working_capital_to_revenue": 0.49723443125671, "capital_efficiency": 0.12377390273736555, "financial_health": 0.1294601883568758, "margin_quality": 0.16771537326186592, "growth_momentum": -0.4385115564684852, "company_age_years": 24.459958932238195, "ebitda": 956491000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2021-12-31", "company_multiple": 20.11106910223301, "revenue_cagr_3y": -0.10232273231670408, "revenue_cagr_5y": 0.13647200705041174, "earnings_cagr_3y": -0.07052595087856472, "quarterly_revenue_growth_yoy": 0.049264190853873145, "quarterly_earnings_growth_yoy": -0.207140819103639, "revenue_growth_qoq": 0.05255185271498485, "gross_margin": 0.6120890069744271, "operating_margin": 0.1705967009852762, "net_margin": 0.15996568139045722, "roa_ttm": 0.08269406835816497, "roe_ttm": 0.14342681976366553, "debt_to_ebitda": 0.03504353508774605, "net_debt_to_ebitda": 0.0, "interest_coverage": 72.68905141843972, "debt_to_equity": 0.009406021217561435, "current_ratio": 1.7878360022100568, "quick_ratio": 1.7822008401110818, "fcf_to_ebitda": -0.018588928560176195, "capex_to_revenue": 0.047480091417364555, "working_capital_to_revenue": 0.4781949434587173, "capital_efficiency": 0.11306044406091526, "financial_health": 0.15519790725096583, "margin_quality": 0.31421712978338684, "growth_momentum": -0.07893831412488292, "company_age_years": 24.711841204654345, "ebitda": 983919000.0, "spy_multiple": 20.0, "sector_multiple": 10.564283106491656, "sector_premium_over_spy": -0.4717858446754172}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2016-12-31", "company_multiple": 12.597037491454003, "revenue_cagr_3y": 0.6849325408716549, "revenue_cagr_5y": 0.41148575605822746, "earnings_cagr_3y": 1.2663679256122804, "quarterly_revenue_growth_yoy": 3.0903662420382165, "quarterly_earnings_growth_yoy": 4.721311475409836, "revenue_growth_qoq": 0.02371226462090266, "gross_margin": 0.29576642335766423, "operating_margin": 0.12476885644768856, "net_margin": 0.04418491484184915, "roa_ttm": 0.023626959689267243, "roe_ttm": 0.08774508582675204, "debt_to_ebitda": 5.607755880483153, "net_debt_to_ebitda": 5.468349831986195, "interest_coverage": 15.125, "debt_to_equity": 1.5383293056628218, "current_ratio": 0.3447555369828667, "quick_ratio": 0.3447555369828667, "fcf_to_ebitda": -2.3150485877758604, "capex_to_revenue": 1.1561562596972728, "working_capital_to_revenue": -0.21625349101817054, "capital_efficiency": 0.05568602275800964, "financial_health": -1.4775074949928393, "margin_quality": 0.1549067315490673, "growth_momentum": 3.9058388587240263, "company_age_years": 17.144421629021217, "ebitda": 11011000000.0, "spy_multiple": 15.0, "sector_multiple": 11.626286991046113, "sector_premium_over_spy": -0.2249142005969258}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2019-06-30", "company_multiple": 10.370017792925898, "revenue_cagr_3y": 0.22577271136761135, "revenue_cagr_5y": 0.3809977302419729, "earnings_cagr_3y": -0.5321873542142315, "quarterly_revenue_growth_yoy": 0.045421042933480746, "quarterly_earnings_growth_yoy": 0.15018315018315018, "revenue_growth_qoq": 0.012582545065143672, "gross_margin": 0.322199700361329, "operating_margin": 0.14127082048118444, "net_margin": 0.027672512558385477, "roa_ttm": 0.00928226717322107, "roe_ttm": 0.03842883863288556, "debt_to_ebitda": 4.69327731092437, "net_debt_to_ebitda": 4.648968678380443, "interest_coverage": 16.622222222222224, "debt_to_equity": 2.089270532222411, "current_ratio": 0.3382278481012658, "quick_ratio": 0.3382278481012658, "fcf_to_ebitda": 0.20206264323911383, "capex_to_revenue": 0.1845509893455099, "working_capital_to_revenue": -0.14627540513922463, "capital_efficiency": 0.023855552903053315, "financial_health": -2.0295835504944657, "margin_quality": 0.1637143444669663, "growth_momentum": 0.09780209655831545, "company_age_years": 19.638603696098563, "ebitda": 15708000000.0, "spy_multiple": 15.0, "sector_multiple": 10.10278835838034, "sector_premium_over_spy": -0.3264807761079773}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2019-09-30", "company_multiple": 10.667711331669551, "revenue_cagr_3y": 0.04488185511893561, "revenue_cagr_5y": 0.38009144710525833, "earnings_cagr_3y": 0.26984209656030833, "quarterly_revenue_growth_yoy": 0.05123026074182886, "quarterly_earnings_growth_yoy": -0.2150101419878296, "revenue_growth_qoq": 0.009077289151317528, "gross_margin": 0.3265502183406114, "operating_margin": 0.13973799126637554, "net_margin": 0.033799126637554584, "roa_ttm": 0.00860484487185665, "roe_ttm": 0.03790865530417905, "debt_to_ebitda": 4.827212715503429, "net_debt_to_ebitda": 4.79465487406268, "interest_coverage": 16.202492211838006, "debt_to_equity": 2.2841936070843696, "current_ratio": 0.2827574695376398, "quick_ratio": 0.2827574695376398, "fcf_to_ebitda": 0.25078510542844323, "capex_to_revenue": 0.16901003669805897, "working_capital_to_revenue": -0.18998983065835434, "capital_efficiency": 0.02325675008801785, "financial_health": -2.161542112776351, "margin_quality": 0.1666957787481805, "growth_momentum": -0.08188994062300037, "company_age_years": 19.890485968514717, "ebitda": 15603000000.0, "spy_multiple": 15.0, "sector_multiple": 9.894693799733233, "sector_premium_over_spy": -0.3403537466844512}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2019-03-31", "company_multiple": 10.551081154684097, "revenue_cagr_3y": 0.02681419324445633, "revenue_cagr_5y": 0.015634149403062958, "earnings_cagr_3y": 0.6059219411315719, "quarterly_revenue_growth_yoy": 0.10795001329433661, "quarterly_earnings_growth_yoy": 2.8336594911937376, "revenue_growth_qoq": 0.03553677932405567, "gross_margin": 0.34053275737940963, "operating_margin": 0.29469642428605713, "net_margin": 0.4701223902087833, "roa_ttm": 0.1415576323987539, "roe_ttm": 0.7836284203265118, "debt_to_ebitda": 2.5866013071895426, "net_debt_to_ebitda": 2.4504357298474946, "interest_coverage": 15.3, "debt_to_equity": 2.1839503334099795, "current_ratio": 1.4986642920747997, "quick_ratio": 1.1573909171861085, "fcf_to_ebitda": 0.26824618736383443, "capex_to_revenue": 0.010857908847184987, "working_capital_to_revenue": 0.15013404825737264, "capital_efficiency": 0.4625930263626329, "financial_health": -2.1243223934937356, "margin_quality": 0.3684505239580833, "growth_momentum": 1.470804752244037, "company_age_years": 13.23750855578371, "ebitda": 3672000000.0, "spy_multiple": 15.0, "sector_multiple": 10.375574688819285, "sector_premium_over_spy": -0.30829502074538107}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2021-06-30", "company_multiple": 13.08374471682164, "revenue_cagr_3y": -0.025525314842613445, "revenue_cagr_5y": 0.02283263313814854, "earnings_cagr_3y": -0.664583279246246, "quarterly_revenue_growth_yoy": 0.2958918356734269, "quarterly_earnings_growth_yoy": 0.964735516372796, "revenue_growth_qoq": 0.06723768736616702, "gross_margin": 1.0, "operating_margin": 0.013643659711075442, "net_margin": -0.0056179775280898875, "roa_ttm": 0.01967682308747242, "roe_ttm": 0.0401899890390939, "debt_to_ebitda": 2.0997464074387153, "net_debt_to_ebitda": 0.20963651732882502, "interest_coverage": 56.333333333333336, "debt_to_equity": 0.3025210084033613, "current_ratio": 1.3778602350030922, "quick_ratio": 1.2996289424860854, "fcf_to_ebitda": 0.7159763313609467, "capex_to_revenue": 0.04167557170335542, "working_capital_to_revenue": 0.13058345800384696, "capital_efficiency": 0.02993340606328316, "financial_health": -0.14495984403254916, "margin_quality": 0.3360085607276619, "growth_momentum": 0.6303136760231114, "company_age_years": 8.030116358658454, "ebitda": 1183000000.0, "spy_multiple": 20.0, "sector_multiple": 12.658589959290577, "sector_premium_over_spy": -0.3670705020354712}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2023-12-31", "company_multiple": 14.066817769718948, "revenue_cagr_3y": -0.04011279095241971, "revenue_cagr_5y": -0.04062684640941783, "earnings_cagr_3y": -0.12265405568643017, "quarterly_revenue_growth_yoy": -0.15311384371281236, "quarterly_earnings_growth_yoy": 1.328358208955224, "revenue_growth_qoq": -0.14565826330532214, "gross_margin": 1.0, "operating_margin": 0.1358313817330211, "net_margin": 0.07306791569086651, "roa_ttm": 0.013668245309034231, "roe_ttm": 0.027866047421168418, "debt_to_ebitda": 2.85403445149592, "net_debt_to_ebitda": 1.2910244786944696, "interest_coverage": 157.57142857142858, "debt_to_equity": 0.3847470056220973, "current_ratio": 1.4378591954022988, "quick_ratio": 1.3311781609195403, "fcf_to_ebitda": 0.7243880326382592, "capex_to_revenue": 0.04582720201807862, "working_capital_to_revenue": 0.1281269707799033, "capital_efficiency": 0.020767146365101324, "financial_health": -0.2607407910302005, "margin_quality": 0.40296643247462915, "growth_momentum": 0.5876221826212058, "company_age_years": 10.532511978097194, "ebitda": 1103000000.0, "spy_multiple": 12.0, "sector_multiple": 12.597893575998075, "sector_premium_over_spy": 0.04982446466650625}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2024-09-30", "company_multiple": 13.307488673139158, "revenue_cagr_3y": -0.05731197342244776, "revenue_cagr_5y": -0.021783274305117395, "earnings_cagr_3y": -0.15323357409482152, "quarterly_revenue_growth_yoy": -0.16126450580232093, "quarterly_earnings_growth_yoy": 2.966666666666667, "revenue_growth_qoq": -0.186651144741948, "gross_margin": 1.0, "operating_margin": 0.10162213740458015, "net_margin": 0.05677480916030534, "roa_ttm": 0.020972410941100018, "roe_ttm": 0.04301466133527202, "debt_to_ebitda": 2.4393203883495147, "net_debt_to_ebitda": 1.000809061488673, "interest_coverage": 68.66666666666667, "debt_to_equity": 0.3653217011995638, "current_ratio": 1.37840318140104, "quick_ratio": 1.2627714897522178, "fcf_to_ebitda": 0.6925566343042071, "capex_to_revenue": 0.0408997955010225, "working_capital_to_revenue": 0.14053624176323562, "capital_efficiency": 0.03199353613818602, "financial_health": -0.22284148428160638, "margin_quality": 0.38613231552162847, "growth_momentum": 1.402701080432173, "company_age_years": 11.28268309377139, "ebitda": 1236000000.0, "spy_multiple": 12.0, "sector_multiple": 11.41342778698171, "sector_premium_over_spy": -0.04888101775152409}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2023-12-31", "company_multiple": 12.981323289436908, "revenue_cagr_3y": 0.09966380891216442, "revenue_cagr_5y": -0.04736940450268201, "earnings_cagr_3y": 0.1777516180943166, "quarterly_revenue_growth_yoy": 0.10185676325091934, "quarterly_earnings_growth_yoy": 1.7154360035471474, "revenue_growth_qoq": -0.017436479128856625, "gross_margin": 0.721433617938926, "operating_margin": 0.3004428395295465, "net_margin": 0.2651241936303144, "roa_ttm": 0.14453315811446873, "roe_ttm": -33.330212809494576, "debt_to_ebitda": 3.70607772270048, "net_debt_to_ebitda": 2.8777348023316236, "interest_coverage": 25.76243381006582, "debt_to_equity": 197.3926232862697, "current_ratio": 2.390724902589099, "quick_ratio": 2.39072490070858, "fcf_to_ebitda": 0.7965890067165275, "capex_to_revenue": 0.02003623713926332, "working_capital_to_revenue": 0.21980743669795014, "capital_efficiency": -16.592839825690053, "financial_health": 196.74554355527806, "margin_quality": 0.42900021703292895, "growth_momentum": 0.9086463833990334, "company_age_years": 8.114989733059549, "ebitda": 1041163000.0, "spy_multiple": 12.0, "sector_multiple": 12.597893575998075, "sector_premium_over_spy": 0.04982446466650625}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2024-03-31", "company_multiple": 12.699205221549207, "revenue_cagr_3y": 0.0879242880271236, "revenue_cagr_5y": -0.04912082580772004, "earnings_cagr_3y": -0.10913829560404209, "quarterly_revenue_growth_yoy": 0.09213669002596796, "quarterly_earnings_growth_yoy": 0.01977501676199621, "revenue_growth_qoq": -0.007597306944591955, "gross_margin": 0.7013402012686603, "operating_margin": 0.21489983679347452, "net_margin": 0.14331231307734454, "roa_ttm": 0.1485034585358354, "roe_ttm": -6.065559781096373, "debt_to_ebitda": 3.71293860427886, "net_debt_to_ebitda": 2.834814423085229, "interest_coverage": 25.819963819294724, "debt_to_equity": 35.88311844912346, "current_ratio": 2.40874751874193, "quick_ratio": 2.40874751874193, "fcf_to_ebitda": 0.9556498479239629, "capex_to_revenue": 0.018854376180344235, "working_capital_to_revenue": 0.2126794465100216, "capital_efficiency": -2.9585281612802685, "financial_health": 35.862176614139265, "margin_quality": 0.3531841170464931, "growth_momentum": 0.05595585339398208, "company_age_years": 8.36413415468857, "ebitda": 1041913000.0, "spy_multiple": 12.0, "sector_multiple": 11.90378079704281, "sector_premium_over_spy": -0.008018266913099148}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2024-06-30", "company_multiple": 10.328149086036941, "revenue_cagr_3y": 0.06877667554695255, "revenue_cagr_5y": -0.061478407161643545, "earnings_cagr_3y": -0.018266993165324874, "quarterly_revenue_growth_yoy": 0.041605589523019654, "quarterly_earnings_growth_yoy": -0.029349448469183442, "revenue_growth_qoq": 0.00514048208159861, "gross_margin": 0.7164707325597813, "operating_margin": 0.23670182601791992, "net_margin": 0.15428682531195534, "roa_ttm": 0.14875430568910597, "roe_ttm": -4.9899953931203935, "debt_to_ebitda": 3.7058732893099817, "net_debt_to_ebitda": 2.9040817303091204, "interest_coverage": 26.097707178180727, "debt_to_equity": 29.731779791154793, "current_ratio": 2.509924170708618, "quick_ratio": 2.5099241687567706, "fcf_to_ebitda": 0.8805952722748588, "capex_to_revenue": 0.017243062951006485, "working_capital_to_revenue": 0.2228367747925201, "capital_efficiency": -2.4206205437156436, "financial_health": 29.71856577456008, "margin_quality": 0.3691531279632188, "growth_momentum": 0.006128070526918106, "company_age_years": 8.61327857631759, "ebitda": 1044900000.0, "spy_multiple": 12.0, "sector_multiple": 9.883529185615894, "sector_premium_over_spy": -0.17637256786534217}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2024-09-30", "company_multiple": 13.340362110005065, "revenue_cagr_3y": 0.03750677276001935, "revenue_cagr_5y": -0.06406206060602071, "earnings_cagr_3y": 0.013183162226156675, "quarterly_revenue_growth_yoy": 0.0157486388384755, "quarterly_earnings_growth_yoy": -0.1664905605062085, "revenue_growth_qoq": 0.03636064837639717, "gross_margin": 0.7173271660911864, "operating_margin": 0.2352470842583452, "net_margin": 0.15239579936659953, "roa_ttm": 0.14068254208187062, "roe_ttm": -7.033391320064162, "debt_to_ebitda": 3.844572067584086, "net_debt_to_ebitda": 2.9964181584397327, "interest_coverage": 25.142048853439682, "debt_to_equity": 43.8065201183833, "current_ratio": 2.494306867211779, "quick_ratio": 2.494306867211779, "fcf_to_ebitda": 0.8860175334762898, "capex_to_revenue": 0.01733016777007108, "working_capital_to_revenue": 0.22735046658585395, "capital_efficiency": -3.4463543889911454, "financial_health": 43.65253631695829, "margin_quality": 0.368323349905377, "growth_momentum": -0.0753709608338665, "company_age_years": 8.865160848733744, "ebitda": 1008699000.0, "spy_multiple": 12.0, "sector_multiple": 11.41342778698171, "sector_premium_over_spy": -0.04888101775152409}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2022-12-31", "company_multiple": 13.193960847956182, "revenue_cagr_3y": 0.0476404672190871, "revenue_cagr_5y": 0.07209034649950574, "earnings_cagr_3y": 0.055077029406704225, "quarterly_revenue_growth_yoy": 0.13058888076079006, "quarterly_earnings_growth_yoy": -0.1313065976714101, "revenue_growth_qoq": 0.0006863262445328611, "gross_margin": 0.907852722231748, "operating_margin": 0.10800283400678738, "net_margin": 0.0651724506070792, "roa_ttm": 0.035777352985760714, "roe_ttm": 0.05116960710886863, "debt_to_ebitda": 0.3095492599499091, "net_debt_to_ebitda": 0.0, "interest_coverage": 50.53903785488959, "debt_to_equity": 0.05585338521576069, "current_ratio": 3.2599221108825973, "quick_ratio": 3.2599220999431147, "fcf_to_ebitda": 1.2509460313497234, "capex_to_revenue": 0.026794167771255446, "working_capital_to_revenue": 0.34618007785465676, "capital_efficiency": 0.043473480047314675, "financial_health": 0.3015772864452192, "margin_quality": 0.3603426689485382, "growth_momentum": -0.0003588584553100155, "company_age_years": 10.830937713894592, "ebitda": 128167000.0, "spy_multiple": 12.0, "sector_multiple": 12.545605371576418, "sector_premium_over_spy": 0.04546711429803474}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2023-06-30", "company_multiple": 17.728636134876698, "revenue_cagr_3y": 0.09660425143119533, "revenue_cagr_5y": 0.11093569366764089, "earnings_cagr_3y": 0.03270844750363655, "quarterly_revenue_growth_yoy": 0.08885116015846067, "quarterly_earnings_growth_yoy": 0.29260450160771706, "revenue_growth_qoq": 0.026680896478121666, "gross_margin": 0.8087318087318087, "operating_margin": 0.2817047817047817, "net_margin": 0.20893970893970895, "roa_ttm": 0.0682565160895819, "roe_ttm": 0.12176165803108809, "debt_to_ebitda": 0.980372420734776, "net_debt_to_ebitda": 0.0, "interest_coverage": 141.92857142857142, "debt_to_equity": 0.2656122170711753, "current_ratio": 1.2764285714285715, "quick_ratio": 1.2764285714285715, "fcf_to_ebitda": 0.9028686462003019, "capex_to_revenue": 0.025451668205195833, "working_capital_to_revenue": 0.102070420677832, "capital_efficiency": 0.09500908706033499, "financial_health": -0.08367351316022406, "margin_quality": 0.4331254331254331, "growth_momentum": 0.19072783088308887, "company_age_years": 33.2621492128679, "ebitda": 1987000000.0, "spy_multiple": 12.0, "sector_multiple": 15.80685569057263, "sector_premium_over_spy": 0.3172379742143858}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2021-12-31", "company_multiple": 11.973373940677966, "revenue_cagr_3y": -0.03150130170462373, "revenue_cagr_5y": 0.014377040161936083, "earnings_cagr_3y": -0.04620454390432582, "quarterly_revenue_growth_yoy": -0.10360547036883548, "quarterly_earnings_growth_yoy": 0.11023622047244094, "revenue_growth_qoq": 0.04492753623188406, "gross_margin": 0.6962552011095701, "operating_margin": 0.3153028201571891, "net_margin": 0.260748959778086, "roa_ttm": 0.10767879948914431, "roe_ttm": 0.15330416500937552, "debt_to_ebitda": 0.9555084745762712, "net_debt_to_ebitda": 0.0, "interest_coverage": 139.85185185185185, "debt_to_equity": 0.205011648389113, "current_ratio": 5.207797594359187, "quick_ratio": 5.207797594359187, "fcf_to_ebitda": 0.618114406779661, "capex_to_revenue": 0.009086778736937756, "working_capital_to_revenue": 1.1523171285779192, "capital_efficiency": 0.1304914822492599, "financial_health": 0.21097653807321137, "margin_quality": 0.42410232701494843, "growth_momentum": 0.003315375051802731, "company_age_years": 13.475701574264203, "ebitda": 3776000000.0, "spy_multiple": 20.0, "sector_multiple": 10.564283106491656, "sector_premium_over_spy": -0.4717858446754172}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2016-06-30", "company_multiple": 13.20556280525892, "revenue_cagr_3y": 0.29738539556823773, "revenue_cagr_5y": -0.014042829022000047, "earnings_cagr_3y": -0.14596500841072635, "quarterly_revenue_growth_yoy": 0.13169413397167423, "quarterly_earnings_growth_yoy": 0.4245706697700789, "revenue_growth_qoq": -0.1740534349930807, "gross_margin": 0.3857205217748562, "operating_margin": -0.12512517974527526, "net_margin": -0.12378992912900576, "roa_ttm": 0.00793862435779822, "roe_ttm": 0.03777411253139409, "debt_to_ebitda": 4.132462616365265, "net_debt_to_ebitda": 1.1360222458025722, "interest_coverage": 58.978695073235684, "debt_to_equity": 2.058392997713386, "current_ratio": 1.567556813543147, "quick_ratio": 1.5574634975313624, "fcf_to_ebitda": 0.32297804769752936, "capex_to_revenue": 0.015683956652388042, "working_capital_to_revenue": 0.49384014516332597, "capital_efficiency": 0.022856368444596153, "financial_health": -0.6316833825320267, "margin_quality": 0.04560180430019173, "growth_momentum": 0.27813240187087657, "company_age_years": 19.208761122518823, "ebitda": 265758000.0, "spy_multiple": 15.0, "sector_multiple": 11.469348375617486, "sector_premium_over_spy": -0.23537677495883425}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2018-09-30", "company_multiple": 9.331966749302268, "revenue_cagr_3y": 0.644297952870108, "revenue_cagr_5y": 0.3875106822482306, "earnings_cagr_3y": 1.0900229410445248, "quarterly_revenue_growth_yoy": 0.041499330655957165, "quarterly_earnings_growth_yoy": 9.270833333333334, "revenue_growth_qoq": 0.0035010134512622076, "gross_margin": 0.2967315460888726, "operating_margin": 0.12835108336393683, "net_margin": 0.04526257803892765, "roa_ttm": 0.07178697333744054, "roe_ttm": 0.28263037326505863, "debt_to_ebitda": 4.601231667830614, "net_debt_to_ebitda": 4.56237699193702, "interest_coverage": 17.481687014428413, "debt_to_equity": 1.9532138525805147, "current_ratio": 0.23029535864978903, "quick_ratio": 0.23029535864978903, "fcf_to_ebitda": 0.15840264110215224, "capex_to_revenue": 0.2176956167887455, "working_capital_to_revenue": -0.2120916172538077, "capital_efficiency": 0.1772086733012496, "financial_health": -1.8590366385045594, "margin_quality": 0.156781735830579, "growth_momentum": 4.656166331994646, "company_age_years": 18.8911704312115, "ebitda": 15751000000.0, "spy_multiple": 15.0, "sector_multiple": 9.331966749302268, "sector_premium_over_spy": -0.3778688833798488}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2017-06-30", "company_multiple": 9.746122448979591, "revenue_cagr_3y": 0.007163121752426838, "revenue_cagr_5y": -0.01293080559105253, "earnings_cagr_3y": -0.49068340796722765, "quarterly_revenue_growth_yoy": -0.009126863401277762, "quarterly_earnings_growth_yoy": -0.8628841607565012, "revenue_growth_qoq": -0.02572539635058331, "gross_margin": 0.38470985569542526, "operating_margin": 0.2054037457783236, "net_margin": 0.017807798587657353, "roa_ttm": 0.007548669050456893, "roe_ttm": 0.06509326227636086, "debt_to_ebitda": 0.10612244897959183, "net_debt_to_ebitda": 0.043042671614100185, "interest_coverage": 24.27927927927928, "debt_to_equity": 0.10886943281309479, "current_ratio": 1.7603715170278638, "quick_ratio": 1.2773993808049535, "fcf_to_ebitda": 0.4404452690166976, "capex_to_revenue": 0.013689507177741601, "working_capital_to_revenue": 0.18173745745153175, "capital_efficiency": 0.03632096566340888, "financial_health": 0.0075045247870039284, "margin_quality": 0.20264046668713542, "growth_momentum": -0.4360055120788895, "company_age_years": 11.488021902806297, "ebitda": 2695000000.0, "spy_multiple": 15.0, "sector_multiple": 10.550818089414399, "sector_premium_over_spy": -0.2966121273723734}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2017-09-30", "company_multiple": 9.27500965623793, "revenue_cagr_3y": -0.019793205590326823, "revenue_cagr_5y": -0.014889752647803012, "earnings_cagr_3y": -0.2878345217394157, "quarterly_revenue_growth_yoy": -0.06625441696113074, "quarterly_earnings_growth_yoy": 0.2384937238493724, "revenue_growth_qoq": -0.026404666871354007, "gross_margin": 0.41280353200883, "operating_margin": 0.2229580573951435, "net_margin": 0.18669189530116684, "roa_ttm": 0.011927680589269272, "roe_ttm": 0.09519038076152304, "debt_to_ebitda": 0.23522595596755505, "net_debt_to_ebitda": 0.17960602549246812, "interest_coverage": 22.31896551724138, "debt_to_equity": 0.20340681362725452, "current_ratio": 1.5533070088845016, "quick_ratio": 1.1016781836130305, "fcf_to_ebitda": 0.45693317883352647, "capex_to_revenue": 0.013770787869666642, "working_capital_to_revenue": 0.16871096395515087, "capital_efficiency": 0.053559030675396156, "financial_health": 0.006026617560893948, "margin_quality": 0.2741511615683801, "growth_momentum": 0.08611965344412083, "company_age_years": 11.739904175222451, "ebitda": 2589000000.0, "spy_multiple": 15.0, "sector_multiple": 10.182748140774141, "sector_premium_over_spy": -0.3211501239483906}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2018-06-30", "company_multiple": 8.000675575352636, "revenue_cagr_3y": 0.02494963998243427, "revenue_cagr_5y": -0.012927970812668055, "earnings_cagr_3y": 0.0640792374105934, "quarterly_revenue_growth_yoy": 0.06416948111759288, "quarterly_earnings_growth_yoy": 5.896551724137931, "revenue_growth_qoq": -0.07843658601435788, "gross_margin": 0.3698788228505482, "operating_margin": 0.190132717830352, "net_margin": 0.1154068090017311, "roa_ttm": 0.07171940152072602, "roe_ttm": 0.6746654360867559, "debt_to_ebitda": 0.1432813659985152, "net_debt_to_ebitda": 0.04974016332590943, "interest_coverage": 23.224137931034484, "debt_to_equity": 0.17812644208583295, "current_ratio": 1.5983086680761098, "quick_ratio": 1.102536997885835, "fcf_to_ebitda": 0.30178173719376394, "capex_to_revenue": 0.012500872965989245, "working_capital_to_revenue": 0.1581115999720651, "capital_efficiency": 0.37319241880374093, "financial_health": 0.012362030905077263, "margin_quality": 0.22513944989421042, "growth_momentum": 2.9803606026277616, "company_age_years": 12.487337440109513, "ebitda": 2694000000.0, "spy_multiple": 15.0, "sector_multiple": 9.21714044541683, "sector_premium_over_spy": -0.38552397030554475}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2018-09-30", "company_multiple": 7.88, "revenue_cagr_3y": 0.000613685333535452, "revenue_cagr_5y": -0.02130711700437604, "earnings_cagr_3y": 0.046333365423908646, "quarterly_revenue_growth_yoy": 0.02901292967518133, "quarterly_earnings_growth_yoy": -0.17567567567567569, "revenue_growth_qoq": -0.05856895556837854, "gross_margin": 0.410971498620901, "operating_margin": 0.2114618449279804, "net_margin": 0.14955562365920932, "roa_ttm": 0.06445794569963927, "roe_ttm": 0.5401750198886237, "debt_to_ebitda": 0.1432791728212703, "net_debt_to_ebitda": 0.07607090103397342, "interest_coverage": 23.547826086956523, "debt_to_equity": 0.15433571996817821, "current_ratio": 1.5126471324818431, "quick_ratio": 1.0548459804658152, "fcf_to_ebitda": 0.3353028064992615, "capex_to_revenue": 0.01193532718062591, "working_capital_to_revenue": 0.14204427173686768, "capital_efficiency": 0.3023164827941315, "financial_health": 0.008638693753559901, "margin_quality": 0.2573296557360302, "growth_momentum": -0.07333137300024718, "company_age_years": 12.739219712525667, "ebitda": 2708000000.0, "spy_multiple": 15.0, "sector_multiple": 9.331966749302268, "sector_premium_over_spy": -0.3778688833798488}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2018-12-31", "company_multiple": 8.744147223135064, "revenue_cagr_3y": 0.009625718334710154, "revenue_cagr_5y": 0.005712924269897002, "earnings_cagr_3y": 0.2905478688323371, "quarterly_revenue_growth_yoy": 0.02626880897730171, "quarterly_earnings_growth_yoy": 14.682926829268293, "revenue_growth_qoq": 0.23322096230462763, "gross_margin": 0.35263419483101394, "operating_margin": 0.16078528827037775, "net_margin": 0.1394135188866799, "roa_ttm": 0.08966558396998948, "roe_ttm": 0.18757775863719017, "debt_to_ebitda": 3.4334538284587577, "net_debt_to_ebitda": 3.3276372001314494, "interest_coverage": 25.78813559322034, "debt_to_equity": 0.9999042970619199, "current_ratio": 0.8114409325802188, "quick_ratio": 0.5725273404638865, "fcf_to_ebitda": 0.4143936904370687, "capex_to_revenue": 0.011368334022323274, "working_capital_to_revenue": -0.10810252170318313, "capital_efficiency": 0.13862167130358982, "financial_health": -0.8882264462773227, "margin_quality": 0.21761100066269048, "growth_momentum": 7.354597819122797, "company_age_years": 12.991101984941821, "ebitda": 3043000000.0, "spy_multiple": 15.0, "sector_multiple": 8.86880448706961, "sector_premium_over_spy": -0.40874636752869264}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2018-06-30", "company_multiple": 8.376520112254443, "revenue_cagr_3y": 0.07946002012781928, "revenue_cagr_5y": 0.03595516222884676, "earnings_cagr_3y": -0.006211340376051422, "quarterly_revenue_growth_yoy": 0.29471153846153847, "quarterly_earnings_growth_yoy": 0.1351981351981352, "revenue_growth_qoq": 0.2866698518872432, "gross_margin": 1.0, "operating_margin": 0.05087263275157817, "net_margin": -0.1377645748236168, "roa_ttm": -0.09262204820751255, "roe_ttm": -0.1626033723552787, "debt_to_ebitda": 1.8260056127221702, "net_debt_to_ebitda": 0.0, "interest_coverage": 66.8125, "debt_to_equity": 0.2096445064976909, "current_ratio": 1.333535660091047, "quick_ratio": 1.2194233687405158, "fcf_to_ebitda": 0.3676333021515435, "capex_to_revenue": 0.040336879432624116, "working_capital_to_revenue": 0.1217863475177305, "capital_efficiency": -0.12761271028139562, "financial_health": -0.035591663642856514, "margin_quality": 0.3043693526426538, "growth_momentum": 0.21495483682983685, "company_age_years": 5.02943189596167, "ebitda": 1069000000.0, "spy_multiple": 15.0, "sector_multiple": 9.21714044541683, "sector_premium_over_spy": -0.38552397030554475}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2021-09-30", "company_multiple": 9.764502732240437, "revenue_cagr_3y": -0.002913923803387952, "revenue_cagr_5y": 0.049506058850411705, "earnings_cagr_3y": 0.2473209951214006, "quarterly_revenue_growth_yoy": 0.18186112423240436, "quarterly_earnings_growth_yoy": 4.764705882352941, "revenue_growth_qoq": 0.0040128410914927765, "gross_margin": 1.0, "operating_margin": 0.09792166266986412, "net_margin": 0.07833733013589128, "roa_ttm": 0.029967109270313073, "roe_ttm": 0.059926918392204626, "debt_to_ebitda": 1.6454918032786885, "net_debt_to_ebitda": 0.21106557377049182, "interest_coverage": 66.54545454545455, "debt_to_equity": 0.29342265529841655, "current_ratio": 1.3361858190709046, "quick_ratio": 1.2420537897310513, "fcf_to_ebitda": 0.5122950819672131, "capex_to_revenue": 0.041055116493893054, "working_capital_to_revenue": 0.11290157035820589, "capital_efficiency": 0.04494701383125885, "financial_health": -0.11131206962323667, "margin_quality": 0.39208633093525175, "growth_momentum": 2.4732835032926728, "company_age_years": 8.281998631074606, "ebitda": 1464000000.0, "spy_multiple": 20.0, "sector_multiple": 11.547976868109332, "sector_premium_over_spy": -0.42260115659453334}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2021-12-31", "company_multiple": 9.064309603760913, "revenue_cagr_3y": 0.011291884000441899, "revenue_cagr_5y": 0.051271268037708095, "earnings_cagr_3y": 0.35242986447230495, "quarterly_revenue_growth_yoy": 0.1255178127589064, "quarterly_earnings_growth_yoy": 0.017316017316017316, "revenue_growth_qoq": 0.0859312549960032, "gross_margin": 1.0, "operating_margin": 0.15384615384615385, "net_margin": 0.08649245491350754, "roa_ttm": 0.03002421307506053, "roe_ttm": 0.05916736251938447, "debt_to_ebitda": 1.6205507051712558, "net_debt_to_ebitda": 0.15379449294828745, "interest_coverage": 70.9047619047619, "debt_to_equity": 0.28784444709531193, "current_ratio": 1.4225177853386948, "quick_ratio": 1.3458088462728117, "fcf_to_ebitda": 0.5083948959032908, "capex_to_revenue": 0.042504479394783995, "working_capital_to_revenue": 0.13597451722078438, "capital_efficiency": 0.0445957877972225, "financial_health": -0.10255743564962991, "margin_quality": 0.4134462029198871, "growth_momentum": 0.07141691503746185, "company_age_years": 8.53388090349076, "ebitda": 1489000000.0, "spy_multiple": 20.0, "sector_multiple": 10.564283106491656, "sector_premium_over_spy": -0.4717858446754172}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2022-12-31", "company_multiple": 10.394266441821248, "revenue_cagr_3y": 0.005615841767629082, "revenue_cagr_5y": 0.02949269757160855, "earnings_cagr_3y": -0.07625530136761627, "quarterly_revenue_growth_yoy": -0.0721383879278616, "quarterly_earnings_growth_yoy": -0.7148936170212766, "revenue_growth_qoq": 0.01735270379338176, "gross_margin": 1.0, "operating_margin": 0.09321697738992463, "net_margin": 0.02657675525585085, "roa_ttm": 0.017701734651589605, "roe_ttm": 0.03684534812076402, "debt_to_ebitda": 2.6441821247892072, "net_debt_to_ebitda": 1.5244519392917368, "interest_coverage": 45.61538461538461, "debt_to_equity": 0.38644485520640787, "current_ratio": 1.2803674719292277, "quick_ratio": 1.1687648860156516, "fcf_to_ebitda": 0.4881956155143339, "capex_to_revenue": 0.04977865223807181, "working_capital_to_revenue": 0.08106246925725528, "capital_efficiency": 0.02727354138617681, "financial_health": -0.29081755869143655, "margin_quality": 0.3732645775485918, "growth_momentum": -0.39351600247456914, "company_age_years": 9.533196440793978, "ebitda": 1186000000.0, "spy_multiple": 12.0, "sector_multiple": 12.545605371576418, "sector_premium_over_spy": 0.04546711429803474}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2023-09-30", "company_multiple": 11.600746003552398, "revenue_cagr_3y": 0.056854333958376024, "revenue_cagr_5y": -0.001988878120796511, "earnings_cagr_3y": -0.04086270313974749, "quarterly_revenue_growth_yoy": 0.00847457627118644, "quarterly_earnings_growth_yoy": -0.25, "revenue_growth_qoq": 0.027127003699136867, "gross_margin": 1.0, "operating_margin": 0.07723089235694278, "net_margin": 0.012004801920768308, "roa_ttm": 0.008437025796661609, "roe_ttm": 0.017612772427774964, "debt_to_ebitda": 2.7326820603907636, "net_debt_to_ebitda": 1.374777975133215, "interest_coverage": 48.95652173913044, "debt_to_equity": 0.3898884946781551, "current_ratio": 1.3068817912413566, "quick_ratio": 1.1824168587421797, "fcf_to_ebitda": 0.48756660746003555, "capex_to_revenue": 0.05242424242424242, "working_capital_to_revenue": 0.09414141414141414, "capital_efficiency": 0.013024899112218286, "financial_health": -0.2757938312899408, "margin_quality": 0.363078564759237, "growth_momentum": -0.12076271186440678, "company_age_years": 10.28062970568104, "ebitda": 1126000000.0, "spy_multiple": 12.0, "sector_multiple": 12.099767854056733, "sector_premium_over_spy": 0.008313987838061143}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2024-12-31", "company_multiple": 11.034864827586206, "revenue_cagr_3y": -0.06260316842973135, "revenue_cagr_5y": -0.02024675381860208, "earnings_cagr_3y": -0.02921393755498425, "quarterly_revenue_growth_yoy": 0.048243559718969556, "quarterly_earnings_growth_yoy": 0.3782051282051282, "revenue_growth_qoq": 0.06774809160305344, "gross_margin": 1.0, "operating_margin": 0.16309204647006256, "net_margin": 0.09606791778373548, "roa_ttm": 0.02561722665676629, "roe_ttm": 0.05080377960485949, "debt_to_ebitda": 1.4144827586206896, "net_debt_to_ebitda": 0.20689655172413793, "interest_coverage": 483.3333333333333, "debt_to_equity": 0.25168732359798746, "current_ratio": 1.7297587131367291, "quick_ratio": 1.650402144772118, "fcf_to_ebitda": 0.5303448275862069, "capex_to_revenue": 0.044020213363279055, "working_capital_to_revenue": 0.305670971364402, "capital_efficiency": 0.03821050313081289, "financial_health": -0.13070048017939256, "margin_quality": 0.41971998808459937, "growth_momentum": 0.21322434396204887, "company_age_years": 11.534565366187543, "ebitda": 1450000000.0, "spy_multiple": 12.0, "sector_multiple": 11.034864827586206, "sector_premium_over_spy": -0.08042793103448276}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2023-03-31", "company_multiple": 14.208102814258911, "revenue_cagr_3y": 0.07728832116353113, "revenue_cagr_5y": 0.0697024213465498, "earnings_cagr_3y": -0.5764449659429535, "quarterly_revenue_growth_yoy": 0.12945182700232805, "quarterly_earnings_growth_yoy": -0.28743169398907104, "revenue_growth_qoq": 0.010789283830956025, "gross_margin": 0.916594652379032, "operating_margin": -0.02108258278442443, "net_margin": -0.0037703480370505508, "roa_ttm": 0.03531823013422963, "roe_ttm": 0.051246364297400475, "debt_to_ebitda": 0.29285553470919323, "net_debt_to_ebitda": 0.0, "interest_coverage": 25.566001534919415, "debt_to_equity": 0.055420321305217235, "current_ratio": 2.9684039398485678, "quick_ratio": 2.9684039398485678, "fcf_to_ebitda": 1.304232645403377, "capex_to_revenue": 0.02673112527616984, "working_capital_to_revenue": 0.319118111209811, "capital_efficiency": 0.04328229721581506, "financial_health": 0.2831585561848011, "margin_quality": 0.29724724051918566, "growth_momentum": -0.0789899334933715, "company_age_years": 11.077344284736482, "ebitda": 133250000.0, "spy_multiple": 12.0, "sector_multiple": 14.597501900290592, "sector_premium_over_spy": 0.21645849169088272}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2020-03-31", "company_multiple": 10.474432570179452, "revenue_cagr_3y": 0.04916344288792085, "revenue_cagr_5y": 0.3780432316809774, "earnings_cagr_3y": 0.3670607969042856, "quarterly_revenue_growth_yoy": 0.04747456719614492, "quarterly_earnings_growth_yoy": 0.5652173913043478, "revenue_growth_qoq": -0.0019556160190459995, "gross_margin": 0.3365138865224059, "operating_margin": 0.1541148406883626, "net_margin": 0.0337365820412336, "roa_ttm": 0.012357388503739287, "roe_ttm": 0.06112461185365195, "debt_to_ebitda": 4.9278490379871736, "net_debt_to_ebitda": 4.748519980266404, "interest_coverage": 16.546938775510203, "debt_to_equity": 2.69711084109626, "current_ratio": 0.435792659856224, "quick_ratio": 0.435792659856224, "fcf_to_ebitda": 0.32893438579181056, "capex_to_revenue": 0.1500777604976672, "working_capital_to_revenue": -0.16105063072403664, "capital_efficiency": 0.03674100017869562, "financial_health": -2.5043572948261703, "margin_quality": 0.17478843641733402, "growth_momentum": 0.30634597925024637, "company_age_years": 20.39151266255989, "ebitda": 16216000000.0, "spy_multiple": 20.0, "sector_multiple": 10.474432570179452, "sector_premium_over_spy": -0.47627837149102736}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 9.275237595971818, "revenue_cagr_3y": 0.05610663484178091, "revenue_cagr_5y": 0.05366330364357852, "earnings_cagr_3y": 0.6815703277714489, "quarterly_revenue_growth_yoy": 0.05414470531863919, "quarterly_earnings_growth_yoy": 0.49070631970260226, "revenue_growth_qoq": -0.0009082652134423251, "gross_margin": 0.4146969696969697, "operating_margin": 0.21, "net_margin": 0.09113636363636364, "roa_ttm": 0.03508211298524467, "roe_ttm": 0.4187396351575456, "debt_to_ebitda": 4.704981031679559, "net_debt_to_ebitda": 4.585209636892151, "interest_coverage": 19.14811320754717, "debt_to_equity": 7.91849087893864, "current_ratio": 0.39600832794888363, "quick_ratio": 0.39600832794888363, "fcf_to_ebitda": 0.42513671971227274, "capex_to_revenue": 0.143353705118411, "working_capital_to_revenue": -0.1606760886172651, "capital_efficiency": 0.22691087407139512, "financial_health": -7.502100348472069, "margin_quality": 0.2386111111111111, "growth_momentum": 0.27242551251062075, "company_age_years": 22.390143737166323, "ebitda": 20297000000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 9.943866552609068, "revenue_cagr_3y": 0.07878079763814139, "revenue_cagr_5y": 0.9647767435398549, "earnings_cagr_3y": -0.18821020439257574, "quarterly_revenue_growth_yoy": 0.07465007776049767, "quarterly_earnings_growth_yoy": -0.5008818342151675, "revenue_growth_qoq": -0.22202206710200406, "gross_margin": 1.0, "operating_margin": 0.20665701881331403, "net_margin": 0.08191027496382056, "roa_ttm": 0.05232558139534884, "roe_ttm": 0.10285714285714286, "debt_to_ebitda": 3.1274593669803252, "net_debt_to_ebitda": 1.1454234388366125, "interest_coverage": 25.41304347826087, "debt_to_equity": 0.6528571428571428, "current_ratio": 3.732201791607732, "quick_ratio": 3.3616218764733614, "fcf_to_ebitda": 0.5911035072711719, "capex_to_revenue": 0.024727062396066805, "working_capital_to_revenue": 0.4189863350444653, "capital_efficiency": 0.07759136212624584, "financial_health": -0.4328202865448505, "margin_quality": 0.4295224312590449, "growth_momentum": -0.2131158782273349, "company_age_years": 3.049965776865161, "ebitda": 2338000000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "NWSA", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 9.49566220735786, "revenue_cagr_3y": 0.004725968122498925, "revenue_cagr_5y": 0.04728371434767675, "earnings_cagr_3y": 1.0165296752181043, "quarterly_revenue_growth_yoy": 0.06723768736616702, "quarterly_earnings_growth_yoy": 0.0379746835443038, "revenue_growth_qoq": -0.08281192491718807, "gross_margin": 1.0, "operating_margin": 0.07463884430176565, "net_margin": 0.03290529695024077, "roa_ttm": 0.02864687984384867, "roe_ttm": 0.05922848664688427, "debt_to_ebitda": 1.9705685618729096, "net_debt_to_ebitda": 0.7230769230769231, "interest_coverage": 59.8, "debt_to_equity": 0.349673590504451, "current_ratio": 1.1800396937907571, "quick_ratio": 1.092713354125319, "fcf_to_ebitda": 0.5036789297658862, "capex_to_revenue": 0.044496716651965106, "working_capital_to_revenue": 0.062236597079290405, "capital_efficiency": 0.04393768324536647, "financial_health": -0.1891941317872653, "margin_quality": 0.36918138041733545, "growth_momentum": 0.052606185455235405, "company_age_years": 8.780287474332649, "ebitda": 1495000000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2022-06-30", "company_multiple": 8.271695860983085, "revenue_cagr_3y": 0.06217969244444488, "revenue_cagr_5y": 0.055961810889250785, "earnings_cagr_3y": 0.6732506724778269, "quarterly_revenue_growth_yoy": 0.06217778472113732, "quarterly_earnings_growth_yoy": 0.442156862745098, "revenue_growth_qoq": 0.03015151515151515, "gross_margin": 0.4314605088983674, "operating_margin": 0.232754816884836, "net_margin": 0.10817767318723341, "roa_ttm": 0.038399251699730554, "roe_ttm": 0.5568377366130175, "debt_to_ebitda": 4.57483607336311, "net_debt_to_ebitda": 4.551886344198422, "interest_coverage": 18.97745716862038, "debt_to_equity": 9.746128150622532, "current_ratio": 0.3280386134269416, "quick_ratio": 0.3280386134269416, "fcf_to_ebitda": 0.39057303050460895, "capex_to_revenue": 0.1439160207690571, "working_capital_to_revenue": -0.14404770863119873, "capital_efficiency": 0.29761849415637404, "financial_health": -9.559134787090995, "margin_quality": 0.2574643329901456, "growth_momentum": 0.2521673237331177, "company_age_years": 22.639288158795345, "ebitda": 21046000000.0, "spy_multiple": 12.0, "sector_multiple": 11.956863076441358, "sector_premium_over_spy": -0.003594743629886765}, {"ticker": "CHTR", "sector": "Communication Services", "quarter_date": "2022-09-30", "company_multiple": 6.9089982782676795, "revenue_cagr_3y": 0.057737584016974486, "revenue_cagr_5y": 0.05316915609093864, "earnings_cagr_3y": 0.4521198488304321, "quarterly_revenue_growth_yoy": 0.030731781530503575, "quarterly_earnings_growth_yoy": -0.02629416598192276, "revenue_growth_qoq": -0.003529930872187086, "gross_margin": 0.43785977859778596, "operating_margin": 0.2307011070110701, "net_margin": 0.08745387453874538, "roa_ttm": 0.03806666713069625, "roe_ttm": 0.6152548093148835, "debt_to_ebitda": 4.619031798766018, "net_debt_to_ebitda": 4.59625059326056, "interest_coverage": 18.163793103448278, "debt_to_equity": 10.948700641241984, "current_ratio": 0.323760241483398, "quick_ratio": 0.323760241483398, "fcf_to_ebitda": 0.34413858566682487, "capex_to_revenue": 0.15147498132935025, "working_capital_to_revenue": -0.1463965646004481, "capital_efficiency": 0.3266607382227899, "financial_health": -10.741399677718377, "margin_quality": 0.2520049200492005, "growth_momentum": 0.0022188077742904076, "company_age_years": 22.8911704312115, "ebitda": 21070000000.0, "spy_multiple": 12.0, "sector_multiple": 12.517591933983232, "sector_premium_over_spy": 0.04313266116526937}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 3.363921334922527, "revenue_cagr_3y": 0.20703719572060986, "revenue_cagr_5y": 0.16995677535568565, "earnings_cagr_3y": -0.3953772464649149, "quarterly_revenue_growth_yoy": -0.011332973556395036, "quarterly_earnings_growth_yoy": -0.5246981339187706, "revenue_growth_qoq": -0.084, "gross_margin": 0.3455240174672489, "operating_margin": 0.10575873362445415, "net_margin": 0.059088427947598256, "roa_ttm": 0.07003428492669228, "roe_ttm": 0.17935933639251678, "debt_to_ebitda": 0.07560020432487656, "net_debt_to_ebitda": 0.0, "interest_coverage": 24.470833333333335, "debt_to_equity": 0.019590540063536888, "current_ratio": 1.5791422400493675, "quick_ratio": 1.4814357708526176, "fcf_to_ebitda": -0.12208411374084795, "capex_to_revenue": 0.012069328468177671, "working_capital_to_revenue": 0.1975650831520595, "capital_efficiency": 0.12469681065960453, "financial_health": 0.0724173735224927, "margin_quality": 0.17012372634643377, "growth_momentum": -0.26801555373758285, "company_age_years": 16.238193018480494, "ebitda": 5873000000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2022-06-30", "company_multiple": 2.3074930619796485, "revenue_cagr_3y": 0.26873503573360424, "revenue_cagr_5y": 0.19020344391711141, "earnings_cagr_3y": -0.01616912233838219, "quarterly_revenue_growth_yoy": 0.18510054844606946, "quarterly_earnings_growth_yoy": -0.5955598455598455, "revenue_growth_qoq": 0.06154475982532751, "gross_margin": 0.3436174315464713, "operating_margin": 0.10528345545699962, "net_margin": 0.053862964391309935, "roa_ttm": 0.06053264514316813, "roe_ttm": 0.1513874253600281, "debt_to_ebitda": 0.08640148011100833, "net_debt_to_ebitda": 0.0, "interest_coverage": 23.5, "debt_to_equity": 0.020504039339655777, "current_ratio": 1.4717725197177252, "quick_ratio": 1.3319842258198422, "fcf_to_ebitda": -0.11359851988899168, "capex_to_revenue": 0.012349833428677189, "working_capital_to_revenue": 0.15297641080862806, "capital_efficiency": 0.10596003525159813, "financial_health": 0.05199353118856081, "margin_quality": 0.16758795046492694, "growth_momentum": -0.20522964855688802, "company_age_years": 16.487337440109513, "ebitda": 5405000000.0, "spy_multiple": 12.0, "sector_multiple": 11.956863076441358, "sector_premium_over_spy": -0.003594743629886765}, {"ticker": "PARA", "sector": "Communication Services", "quarter_date": "2022-09-30", "company_multiple": 1.8886255924170616, "revenue_cagr_3y": 0.2803632157144307, "revenue_cagr_5y": 0.16877724719024534, "earnings_cagr_3y": -0.10200531621108655, "quarterly_revenue_growth_yoy": 0.04629349470499244, "quarterly_earnings_growth_yoy": -0.570631970260223, "revenue_growth_qoq": -0.11093970947422548, "gross_margin": 0.3551185656448814, "operating_margin": 0.07591093117408906, "net_margin": 0.03340080971659919, "roa_ttm": 0.054829193359750034, "roe_ttm": 0.1386938667373162, "debt_to_ebitda": 0.1127567140600316, "net_debt_to_ebitda": 0.0, "interest_coverage": 21.92207792207792, "debt_to_equity": 0.02521305250143507, "current_ratio": 1.3097036606624055, "quick_ratio": 1.1652140228549293, "fcf_to_ebitda": -0.1429699842022117, "capex_to_revenue": 0.011691036871731673, "working_capital_to_revenue": 0.10651833594244413, "capital_efficiency": 0.09676153004853312, "financial_health": 0.042495052884285504, "margin_quality": 0.15481010217852323, "growth_momentum": -0.2621692377776153, "company_age_years": 16.739219712525667, "ebitda": 5064000000.0, "spy_multiple": 12.0, "sector_multiple": 12.517591933983232, "sector_premium_over_spy": 0.04313266116526937}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2020-03-31", "company_multiple": 1.763847241867044, "revenue_cagr_3y": 0.18484653211153357, "revenue_cagr_5y": 0.11786500589920834, "earnings_cagr_3y": 0.2058713123573288, "quarterly_revenue_growth_yoy": -0.008865903213889916, "quarterly_earnings_growth_yoy": -0.018229166666666668, "revenue_growth_qoq": -0.06645789839944329, "gross_margin": 0.6578456951174059, "operating_margin": 0.29034662691017515, "net_margin": 0.14051434960864703, "roa_ttm": 0.061755016471997604, "roe_ttm": 0.217740232312566, "debt_to_ebitda": 0.08585572842998586, "net_debt_to_ebitda": 0.0, "interest_coverage": 43.374233128834355, "debt_to_equity": 0.06409714889123548, "current_ratio": 1.6090434782608696, "quick_ratio": 1.4281739130434783, "fcf_to_ebitda": 0.401980198019802, "capex_to_revenue": 0.03147482014388489, "working_capital_to_revenue": 0.1574640287769784, "capital_efficiency": 0.1397476243922818, "financial_health": 0.04351602276130578, "margin_quality": 0.36290222387874266, "growth_momentum": -0.013547534940278293, "company_age_years": 14.729637234770705, "ebitda": 7070000000.0, "spy_multiple": 20.0, "sector_multiple": 10.474432570179452, "sector_premium_over_spy": -0.47627837149102736}, {"ticker": "WBD", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 3.457861472978202, "revenue_cagr_3y": 0.05281918444414613, "revenue_cagr_5y": 0.14388680860511527, "earnings_cagr_3y": 0.07346394404383272, "quarterly_revenue_growth_yoy": 0.13144699140401145, "quarterly_earnings_growth_yoy": 1.486910994764398, "revenue_growth_qoq": -0.008785691873235017, "gross_margin": 0.6087369420702754, "operating_margin": 0.11174422285533396, "net_margin": 0.15036403925292816, "roa_ttm": 0.04381786443385899, "roe_ttm": 0.1237363188236277, "debt_to_ebitda": 1.8572165613310976, "net_debt_to_ebitda": 1.3203921062814394, "interest_coverage": 50.673202614379086, "debt_to_equity": 1.203024479906425, "current_ratio": 2.013756316676025, "quick_ratio": 1.8896687254351487, "fcf_to_ebitda": 0.32039210628143944, "capex_to_revenue": 0.029304029304029304, "working_capital_to_revenue": 0.2875457875457875, "capital_efficiency": 0.08377709162874335, "financial_health": -1.0135467021078555, "margin_quality": 0.2902817347261792, "growth_momentum": 0.8091789930842047, "company_age_years": 16.72826830937714, "ebitda": 7753000000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2022-06-30", "company_multiple": 7.694991789819376, "revenue_cagr_3y": 0.06469849598089938, "revenue_cagr_5y": -0.1670399393955082, "earnings_cagr_3y": -0.12322426005511511, "quarterly_revenue_growth_yoy": 0.04948096885813149, "quarterly_earnings_growth_yoy": 0.20948616600790515, "revenue_growth_qoq": -0.12214182344428365, "gross_margin": 1.0, "operating_margin": 0.21991427629409827, "net_margin": 0.10089020771513353, "roa_ttm": 0.05431597926526933, "roe_ttm": 0.10627039421465738, "debt_to_ebitda": 3.0020525451559936, "net_debt_to_ebitda": 0.8674055829228243, "interest_coverage": 26.47826086956522, "debt_to_equity": 0.6449422347649705, "current_ratio": 3.606707317073171, "quick_ratio": 3.2621951219512195, "fcf_to_ebitda": 0.6473727422003284, "capex_to_revenue": 0.02196937169028195, "working_capital_to_revenue": 0.4282954057535423, "capital_efficiency": 0.08029318673996336, "financial_health": -0.4011131689057432, "margin_quality": 0.44026816133641056, "growth_momentum": 0.1294835674330183, "company_age_years": 3.299110198494182, "ebitda": 2436000000.0, "spy_multiple": 12.0, "sector_multiple": 11.956863076441358, "sector_premium_over_spy": -0.003594743629886765}, {"ticker": "FOX", "sector": "Communication Services", "quarter_date": "2022-09-30", "company_multiple": 7.736639589568192, "revenue_cagr_3y": 0.06172804456559344, "revenue_cagr_5y": 0.0784576936027328, "earnings_cagr_3y": 0.06631358693566192, "quarterly_revenue_growth_yoy": 0.04827586206896552, "quarterly_earnings_growth_yoy": -0.1369472182596291, "revenue_growth_qoq": 0.05242334322453017, "gross_margin": 1.0, "operating_margin": 0.3098370927318296, "net_margin": 0.18953634085213034, "roa_ttm": 0.04945594006421691, "roe_ttm": 0.09625900529467928, "debt_to_ebitda": 3.126977340743908, "net_debt_to_ebitda": 1.0106883283454469, "interest_coverage": 26.885057471264368, "debt_to_equity": 0.6348407256314555, "current_ratio": 3.596528365791702, "quick_ratio": 3.1646909398814564, "fcf_to_ebitda": 0.768277041470714, "capex_to_revenue": 0.023227816726860705, "working_capital_to_revenue": 0.43431768288364847, "capital_efficiency": 0.07285747267944809, "financial_health": -0.4048077077014246, "margin_quality": 0.49979114452798673, "growth_momentum": -0.044335678095331794, "company_age_years": 3.5509924709103355, "ebitda": 2339000000.0, "spy_multiple": 12.0, "sector_multiple": 12.517591933983232, "sector_premium_over_spy": 0.04313266116526937}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 76.65921860610186, "revenue_cagr_3y": -0.10281040094212868, "revenue_cagr_5y": 0.009744193714956051, "earnings_cagr_3y": 0.26731863337080264, "quarterly_revenue_growth_yoy": 0.1962502171920217, "quarterly_earnings_growth_yoy": 0.03605738880918221, "revenue_growth_qoq": -0.009228727033632315, "gross_margin": 0.7041988102139787, "operating_margin": 0.26021779770632497, "net_margin": 0.22605308333886362, "roa_ttm": 0.05631248645505119, "roe_ttm": -2.3193819467696755, "debt_to_ebitda": 8.251764448031762, "net_debt_to_ebitda": 6.32887119582054, "interest_coverage": 13.59786221916552, "debt_to_equity": 31.977010837164862, "current_ratio": 1.1487700029887518, "quick_ratio": 1.1487700020576763, "fcf_to_ebitda": 2.013377982807564, "capex_to_revenue": 0.02804421930349588, "working_capital_to_revenue": 0.051306298437913414, "capital_efficiency": -1.1315347301573122, "financial_health": 31.467125648657486, "margin_quality": 0.3968232304197224, "growth_momentum": 0.11615380300060196, "company_age_years": 6.362765229295003, "ebitda": 474511000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "MTCH", "sector": "Communication Services", "quarter_date": "2022-09-30", "company_multiple": 55.31636132415344, "revenue_cagr_3y": -0.13408953691605208, "revenue_cagr_5y": -0.004602092758859921, "earnings_cagr_3y": 0.00039400290247315617, "quarterly_revenue_growth_yoy": 0.00961669171338243, "quarterly_earnings_growth_yoy": -0.019160124990473287, "revenue_growth_qoq": 0.01892102457731969, "gross_margin": 0.6949376564148301, "operating_margin": 0.26018904422972877, "net_margin": 0.15897305403275416, "roa_ttm": 0.027778168059717737, "roe_ttm": -0.1554875869031175, "debt_to_ebitda": 12.679226901525405, "net_debt_to_ebitda": 11.40214655132958, "interest_coverage": 8.308958548378333, "debt_to_equity": 5.545781606138341, "current_ratio": 1.1725191778454338, "quick_ratio": 1.1725191778454338, "fcf_to_ebitda": 1.570820501755556, "capex_to_revenue": 0.02042315411560852, "working_capital_to_revenue": 0.03235237287924307, "capital_efficiency": -0.06385470942169988, "financial_health": 5.582267038357274, "margin_quality": 0.3713665848924377, "growth_momentum": -0.004771716638545429, "company_age_years": 6.863791923340178, "ebitda": 305886000.0, "spy_multiple": 12.0, "sector_multiple": 12.517591933983232, "sector_premium_over_spy": 0.04313266116526937}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2020-03-31", "company_multiple": 14.329099006310292, "revenue_cagr_3y": 0.08192401675859484, "revenue_cagr_5y": 0.16092473643731608, "earnings_cagr_3y": 0.4802302781643941, "quarterly_revenue_growth_yoy": 0.05916284510600063, "quarterly_earnings_growth_yoy": -12.357509157509158, "revenue_growth_qoq": -0.07038832242776846, "gross_margin": 0.932585303780297, "operating_margin": -0.10904318109971549, "net_margin": -0.06203656648032621, "roa_ttm": 0.022127229032900122, "roe_ttm": 0.03149526777469991, "debt_to_ebitda": 0.9043591789366795, "net_debt_to_ebitda": 0.0, "interest_coverage": 32.7326685660019, "debt_to_equity": 0.08176729203391253, "current_ratio": 4.228524107733098, "quick_ratio": 4.228524107733098, "fcf_to_ebitda": 2.4509320374265613, "capex_to_revenue": 0.034609634947327876, "working_capital_to_revenue": 0.4417552640511675, "capital_efficiency": 0.026811248403800017, "financial_health": 0.33594539007615015, "margin_quality": 0.25383518540008515, "growth_momentum": -6.149173156201579, "company_age_years": 8.07939767282683, "ebitda": 68935000.0, "spy_multiple": 20.0, "sector_multiple": 10.474432570179452, "sector_premium_over_spy": -0.47627837149102736}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2022-09-30", "company_multiple": 17.984422448253312, "revenue_cagr_3y": 0.055778924375893046, "revenue_cagr_5y": 0.06792783359691623, "earnings_cagr_3y": -0.03262700921446715, "quarterly_revenue_growth_yoy": 0.14763240511972656, "quarterly_earnings_growth_yoy": -0.49582064766122336, "revenue_growth_qoq": 0.033481216793137134, "gross_margin": 0.91322181610989, "operating_margin": 0.043458695785892114, "net_margin": 0.02948612941134575, "roa_ttm": 0.038232262547872826, "roe_ttm": 0.05616372341305259, "debt_to_ebitda": 0.33251123488566486, "net_debt_to_ebitda": 0.0, "interest_coverage": 60.20378674638764, "debt_to_equity": 0.057282948709540364, "current_ratio": 3.1251304016370423, "quick_ratio": 2.9923113188620953, "fcf_to_ebitda": 1.373594087512104, "capex_to_revenue": 0.023135196574892273, "working_capital_to_revenue": 0.365966403610977, "capital_efficiency": 0.047197992980462705, "financial_health": 0.3212259325616742, "margin_quality": 0.3287222137690426, "growth_momentum": -0.17409412127074841, "company_age_years": 10.57905544147844, "ebitda": 120829000.0, "spy_multiple": 12.0, "sector_multiple": 12.517591933983232, "sector_premium_over_spy": 0.04313266116526937}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2020-03-31", "company_multiple": 15.615670588235295, "revenue_cagr_3y": -0.031545678709041125, "revenue_cagr_5y": 0.03198081146941445, "earnings_cagr_3y": -0.09610090786016612, "quarterly_revenue_growth_yoy": 0.12035541195476575, "quarterly_earnings_growth_yoy": 1.0, "revenue_growth_qoq": -0.1293157564344005, "gross_margin": 0.806056236481615, "operating_margin": 0.2891131939437635, "net_margin": 0.3013698630136986, "roa_ttm": 0.273488120950324, "roe_ttm": 0.40731805388017694, "debt_to_ebitda": 0.6264705882352941, "net_debt_to_ebitda": 0.0, "interest_coverage": 141.66666666666666, "debt_to_equity": 0.14274225975070365, "current_ratio": 2.4463213213213213, "quick_ratio": 2.4463213213213213, "fcf_to_ebitda": 0.9747058823529412, "capex_to_revenue": 0.025284450063211124, "working_capital_to_revenue": 0.6958641863825176, "capital_efficiency": 0.3404030874152505, "financial_health": 0.2858828471044391, "margin_quality": 0.46551309781302574, "growth_momentum": 0.5601777059773829, "company_age_years": 30.015058179329227, "ebitda": 1700000000.0, "spy_multiple": 20.0, "sector_multiple": 10.474432570179452, "sector_premium_over_spy": -0.47627837149102736}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 21.55651076923077, "revenue_cagr_3y": 0.13810083341383672, "revenue_cagr_5y": 0.036298253785769896, "earnings_cagr_3y": 0.024893512291980002, "quarterly_revenue_growth_yoy": 0.3558692421991085, "quarterly_earnings_growth_yoy": 1.9605263157894737, "revenue_growth_qoq": 0.020122973728339856, "gross_margin": 0.7704109589041096, "operating_margin": 0.2, "net_margin": 0.1232876712328767, "roa_ttm": 0.05717391304347826, "roe_ttm": 0.10347540983606557, "debt_to_ebitda": 1.2055384615384614, "net_debt_to_ebitda": 0.0, "interest_coverage": 95.58823529411765, "debt_to_equity": 0.25691803278688524, "current_ratio": 1.1816111585539426, "quick_ratio": 1.1816111585539426, "fcf_to_ebitda": 1.0529230769230769, "capex_to_revenue": 0.026891717923043915, "working_capital_to_revenue": 0.09126019167501073, "capital_efficiency": 0.08032466143977192, "financial_health": -0.0483240674744595, "margin_quality": 0.36456621004566214, "growth_momentum": 1.158197778994291, "company_age_years": 32.01368925393566, "ebitda": 1625000000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2022-06-30", "company_multiple": 19.43220193953223, "revenue_cagr_3y": 0.1348455252486973, "revenue_cagr_5y": 0.04047975118078506, "earnings_cagr_3y": -0.3973634931974114, "quarterly_revenue_growth_yoy": 0.13926499032882012, "quarterly_earnings_growth_yoy": 0.5245098039215687, "revenue_growth_qoq": -0.03178082191780822, "gross_margin": 0.8222976796830787, "operating_margin": 0.2495755517826825, "net_margin": 0.17600452744765138, "roa_ttm": 0.06791995148574893, "roe_ttm": 0.1172621384635519, "debt_to_ebitda": 1.1197946377638335, "net_debt_to_ebitda": 0.0, "interest_coverage": 350.6, "debt_to_equity": 0.25690354665619686, "current_ratio": 1.2414401694316979, "quick_ratio": 1.2414401694316979, "fcf_to_ebitda": 1.0045636052481461, "capex_to_revenue": 0.028167059802969335, "working_capital_to_revenue": 0.09490772859719716, "capital_efficiency": 0.09259104497465041, "financial_health": -0.08795642526922004, "margin_quality": 0.4159592529711375, "growth_momentum": 0.3318873971251944, "company_age_years": 32.26283367556468, "ebitda": 1753000000.0, "spy_multiple": 12.0, "sector_multiple": 11.956863076441358, "sector_premium_over_spy": -0.003594743629886765}, {"ticker": "EA", "sector": "Communication Services", "quarter_date": "2022-09-30", "company_multiple": 17.32914149443561, "revenue_cagr_3y": 0.1219986919647642, "revenue_cagr_5y": 0.14701650538720856, "earnings_cagr_3y": -0.29519154406837167, "quarterly_revenue_growth_yoy": 0.04271631982475356, "quarterly_earnings_growth_yoy": 0.017006802721088437, "revenue_growth_qoq": 0.07753254102999434, "gross_margin": 0.7573529411764706, "operating_margin": 0.22426470588235295, "net_margin": 0.15703781512605042, "roa_ttm": 0.06888905879654408, "roe_ttm": 0.11554244678122595, "debt_to_ebitda": 1.0365659777424483, "net_debt_to_ebitda": 0.22098569157392686, "interest_coverage": 134.78571428571428, "debt_to_equity": 0.2508335470633496, "current_ratio": 1.3440062475595471, "quick_ratio": 1.3440062475595471, "fcf_to_ebitda": 0.834658187599364, "capex_to_revenue": 0.02923816060398078, "working_capital_to_revenue": 0.1209334248455731, "capital_efficiency": 0.09221575278888502, "financial_health": -0.12328967371147861, "margin_quality": 0.3795518207282913, "growth_momentum": 0.029861561272921, "company_age_years": 32.51471594798083, "ebitda": 1887000000.0, "spy_multiple": 12.0, "sector_multiple": 12.517591933983232, "sector_premium_over_spy": 0.04313266116526937}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2020-03-31", "company_multiple": 19.52852189781022, "revenue_cagr_3y": 0.01183315907182303, "revenue_cagr_5y": 0.06946686164828919, "earnings_cagr_3y": 0.05834499340033372, "quarterly_revenue_growth_yoy": -0.020273972602739727, "quarterly_earnings_growth_yoy": 0.1297539149888143, "revenue_growth_qoq": -0.09969788519637462, "gross_margin": 0.7175615212527964, "operating_margin": 0.3422818791946309, "net_margin": 0.28243847874720357, "roa_ttm": 0.07967761681289533, "roe_ttm": 0.11996006451117426, "debt_to_ebitda": 1.220346715328467, "net_debt_to_ebitda": 0.0, "interest_coverage": 95.30434782608695, "debt_to_equity": 0.20543737040165885, "current_ratio": 2.780859375, "quick_ratio": 2.780859375, "fcf_to_ebitda": 0.6441605839416058, "capex_to_revenue": 0.018133911965282083, "working_capital_to_revenue": 0.7066026038437694, "capital_efficiency": 0.0998188406620348, "financial_health": 0.09582767754773922, "margin_quality": 0.447427293064877, "growth_momentum": 0.05473997119303729, "company_age_years": 11.723477070499658, "ebitda": 2192000000.0, "spy_multiple": 20.0, "sector_multiple": 10.474432570179452, "sector_premium_over_spy": -0.47627837149102736}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 16.907102462754636, "revenue_cagr_3y": -0.010521267754754371, "revenue_cagr_5y": 0.004820053575535166, "earnings_cagr_3y": -0.04038611310014617, "quarterly_revenue_growth_yoy": -0.22285714285714286, "quarterly_earnings_growth_yoy": -0.36187399030694667, "revenue_growth_qoq": -0.18261673601479428, "gross_margin": 0.7290723981900452, "operating_margin": 0.21266968325791855, "net_margin": 0.2234162895927602, "roa_ttm": 0.09891252198944507, "roe_ttm": 0.13874712579215973, "debt_to_ebitda": 1.0969899665551839, "net_debt_to_ebitda": 0.0, "interest_coverage": 121.81481481481481, "debt_to_equity": 0.202344231955583, "current_ratio": 5.450021824530773, "quick_ratio": 5.450021824530773, "fcf_to_ebitda": 0.6503496503496503, "capex_to_revenue": 0.008798360853320477, "working_capital_to_revenue": 1.2287573821863325, "capital_efficiency": 0.1188298238908024, "financial_health": 0.2361253026677978, "margin_quality": 0.38838612368024134, "growth_momentum": -0.29236556658204477, "company_age_years": 13.722108145106091, "ebitda": 3289000000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2022-06-30", "company_multiple": 21.231363990646923, "revenue_cagr_3y": 0.056019971416293224, "revenue_cagr_5y": 0.0015890558122941822, "earnings_cagr_3y": -0.05137464314008189, "quarterly_revenue_growth_yoy": -0.28397212543554007, "quarterly_earnings_growth_yoy": -0.680365296803653, "revenue_growth_qoq": -0.07013574660633484, "gross_margin": 0.7049878345498783, "operating_margin": 0.20559610705596107, "net_margin": 0.170316301703163, "roa_ttm": 0.07513803312795071, "roe_ttm": 0.10291538798772468, "debt_to_ebitda": 1.406469212782541, "net_debt_to_ebitda": 0.0, "interest_coverage": 95.03703703703704, "debt_to_equity": 0.19777509864094694, "current_ratio": 6.179347826086956, "quick_ratio": 6.179347826086956, "fcf_to_ebitda": 0.7505845674201091, "capex_to_revenue": 0.012557226945716154, "working_capital_to_revenue": 1.371223021582734, "capital_efficiency": 0.0890267105578377, "financial_health": 0.22164556231768312, "margin_quality": 0.3603000811030008, "growth_momentum": -0.4821687111195965, "company_age_years": 13.971252566735114, "ebitda": 2566000000.0, "spy_multiple": 12.0, "sector_multiple": 11.956863076441358, "sector_premium_over_spy": -0.003594743629886765}, {"ticker": "ATVI", "sector": "Communication Services", "quarter_date": "2022-09-30", "company_multiple": 24.659095431931252, "revenue_cagr_3y": 0.11602320510752451, "revenue_cagr_5y": 0.019496728480816516, "earnings_cagr_3y": 0.28712194962897297, "quarterly_revenue_growth_yoy": -0.1391304347826087, "quarterly_earnings_growth_yoy": -0.3192488262910798, "revenue_growth_qoq": 0.08394160583941605, "gross_margin": 0.7182940516273849, "operating_margin": 0.2721661054994388, "net_margin": 0.2441077441077441, "roa_ttm": 0.06533957845433255, "roe_ttm": 0.08900467886005956, "debt_to_ebitda": 1.6327453640886476, "net_debt_to_ebitda": 0.0, "interest_coverage": 81.88888888888889, "debt_to_equity": 0.19193960017014036, "current_ratio": 5.755048287971905, "quick_ratio": 5.755048287971905, "fcf_to_ebitda": 0.7553143374038896, "capex_to_revenue": 0.011961397308685605, "working_capital_to_revenue": 1.4723392687236645, "capital_efficiency": 0.07717212865719605, "financial_health": 0.11028522418583156, "margin_quality": 0.4115226337448559, "growth_momentum": -0.22918963053684427, "company_age_years": 14.223134839151266, "ebitda": 2211000000.0, "spy_multiple": 12.0, "sector_multiple": 12.517591933983232, "sector_premium_over_spy": 0.04313266116526937}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2020-03-31", "company_multiple": 17.54038665804687, "revenue_cagr_3y": 0.09990357696036156, "revenue_cagr_5y": 0.20441043898784828, "earnings_cagr_3y": 0.07321537375157794, "quarterly_revenue_growth_yoy": 0.4110039387243579, "quarterly_earnings_growth_yoy": 1.1594960319555156, "revenue_growth_qoq": -0.18232739759753755, "gross_margin": 0.47979135904573195, "operating_margin": 0.160259604676145, "net_margin": 0.16136145191383502, "roa_ttm": 0.08172817343567129, "roe_ttm": 0.15928323548268697, "debt_to_ebitda": 0.03610423454636413, "net_debt_to_ebitda": 0.0, "interest_coverage": 264.550246492226, "debt_to_equity": 0.009919094029561554, "current_ratio": 1.71365423962946, "quick_ratio": 1.7042808599688306, "fcf_to_ebitda": 0.906360061867581, "capex_to_revenue": 0.0172821361165696, "working_capital_to_revenue": 0.47096993496213946, "capital_efficiency": 0.12050570445917913, "financial_health": 0.2743402887792514, "margin_quality": 0.2671374718785707, "growth_momentum": 0.7852499853399368, "company_age_years": 22.9596167008898, "ebitda": 697619000.0, "spy_multiple": 20.0, "sector_multiple": 10.474432570179452, "sector_premium_over_spy": -0.47627837149102736}, {"ticker": "TTWO", "sector": "Communication Services", "quarter_date": "2022-03-31", "company_multiple": 19.494044106277936, "revenue_cagr_3y": 0.19939841444176443, "revenue_cagr_5y": 0.10226293933311292, "earnings_cagr_3y": 0.24991687963132514, "quarterly_revenue_growth_yoy": 0.10789808810968382, "quarterly_earnings_growth_yoy": -0.4928431713068753, "revenue_growth_qoq": 0.029562714491309643, "gross_margin": 0.5713728112997364, "operating_margin": 0.13856284489098972, "net_margin": 0.11932421796035286, "roa_ttm": 0.06384140659609244, "roe_ttm": 0.10970023886395254, "debt_to_ebitda": 0.0466257462816267, "net_debt_to_ebitda": 0.0, "interest_coverage": 99.30996309963099, "debt_to_equity": 0.010210777751528993, "current_ratio": 1.839002375296912, "quick_ratio": 1.8327201900237529, "fcf_to_ebitda": 0.11907184799766991, "capex_to_revenue": 0.04526415742506571, "working_capital_to_revenue": 0.5039083497964508, "capital_efficiency": 0.08677082273002248, "financial_health": 0.2645922123947879, "margin_quality": 0.2764199580503596, "growth_momentum": -0.19247254159859575, "company_age_years": 24.958247775496236, "ebitda": 834303000.0, "spy_multiple": 12.0, "sector_multiple": 11.450443236181291, "sector_premium_over_spy": -0.04579639698489235}, {"ticker": "YELP", "sector": "Communication Services", "quarter_date": "2022-06-30", "company_multiple": 13.445770987492633, "revenue_cagr_3y": 0.06568359677202507, "revenue_cagr_5y": 0.074305539608706, "earnings_cagr_3y": -0.1333260229155696, "quarterly_revenue_growth_yoy": 0.1621226495792961, "quarterly_earnings_growth_yoy": 0.9014719848053181, "revenue_growth_qoq": 0.08045461775380655, "gross_margin": 0.909704099249207, "operating_margin": 0.053535819916757, "net_margin": 0.02679634908526385, "roa_ttm": 0.04725421436166886, "roe_ttm": 0.067281840902639, "debt_to_ebitda": 0.33705225590989457, "net_debt_to_ebitda": 0.0, "interest_coverage": 230.9413988657845, "debt_to_equity": 0.0573013787844209, "current_ratio": 3.3953645989578125, "quick_ratio": 3.31460062442363, "fcf_to_ebitda": 1.246529369392967, "capex_to_revenue": 0.026379456687300493, "working_capital_to_revenue": 0.38564772951889287, "capital_efficiency": 0.057268027632153926, "financial_health": 0.41162546131231625, "margin_quality": 0.330012089417076, "growth_momentum": 0.531797317192307, "company_age_years": 10.327173169062286, "ebitda": 122168000.0, "spy_multiple": 12.0, "sector_multiple": 11.956863076441358, "sector_premium_over_spy": -0.003594743629886765}]
\ No newline at end of file