| FCF Consistency |
Percentage of trailing ten years (or maximum available history) in which the company generated positive free cash flow. A perfect score of 100% means positive FCF in every year of the past decade, indicating a fundamentally cash-generative business model.
How to use it: Income investors should screen on this metric since a single bad FCF year can trigger a dividend cut. Pairs naturally with Dividend Safety Score and FCF payout ratio. |
| Earnings Revision Breadth |
Normalized score from -100 to +100 representing the net direction of analyst EPS estimate revisions over the past 30 days for the current fiscal year. Calculated as upward revisions minus downward revisions divided by total revisions. A score of +100 means every analyst revised upward; -100 means every analyst revised downward.
How to use it: More useful than raw revision counts because it is comparable across stocks with different analyst coverage levels. One of the strongest short-term return predictors in quantitative research. |
| Dividend Safety Score |
Weighted composite score (0-100) signaling the likelihood a company can sustain and grow its dividend. Combines six inputs — FCF payout ratio (30%), net debt/EBITDA (20%), interest coverage (15%), cash flow predictability (15%), consecutive dividend growth years (10%), and Altman Z-Score (10%). Financial sector companies have the Z-Score weight redistributed among the remaining factors. Non-dividend payers receive N/A.
Score bands: Very Safe (80+), Safe (60-79), Borderline (40-59), Unsafe (20-39), Cut Risk (under 20). |
| EBITDA 15-Year Avg (%) |
The average annual compound change in EBITDA (earnings before interest, taxes, depreciation and amortization) over the past 15 years. |
| EBITDA 20-Year Avg (%) |
The average annual compound change in EBITDA (earnings before interest, taxes, depreciation and amortization) over the past 20 years. |
| EPS 15-Year Avg (%) |
The average annual compound change in diluted continuing Earnings Per Share (EPS) over the last 15 years. EPS is calculated as net income less dividends paid on preferred stock divided by the average number of outstanding shares. |
| EPS 20-Year Avg (%) |
The average annual compound change in diluted continuing Earnings Per Share (EPS) over the last 20 years. EPS is calculated as net income less dividends paid on preferred stock divided by the average number of outstanding shares. |
| Operating Income 15-Year Avg (%) |
The average annual compound change in operating income over the past 15 years (15-year CAGR). |
| Operating Income 20-Year Avg (%) |
The average annual compound change in operating income over the past 20 years (20-year CAGR). |
| Sales 15-Year Avg (%) |
The average annual compound change in revenue over the last 15 years (15-year compound annual revenue growth rate). |
| Sales 20-Year Avg (%) |
The average annual compound change in revenue over the last 20 years (20-year compound annual revenue growth rate). |
| Margin Trend Slope |
The Ordinary Least Squares (OLS) regression slope of quarterly operating margin over the trailing 20 quarters, expressed in basis points of margin change per quarter. Positive values indicate structurally improving margins; negative values indicate deterioration that may not yet appear in annual comparisons.
How to use it: Far more informative than comparing two endpoints, since it uses all the data and captures the full trajectory. A company grinding from 12% to 18% over five years has a very different profile from one that jumped immediately then flatlined. |
| Operating Leverage |
Ratio of the percentage change in operating income to the percentage change in revenue over the trailing year. A value of 2.5 means 10% revenue growth produces 25% operating income growth, but also that 10% revenue decline produces 25% operating income decline. High operating leverage amplifies both upside and downside surprises relative to revenue changes.
Note: Displayed as N/M when revenue change is less than ±1%. |
| Days Since Insider Buy |
The number of calendar days since the most recent reported insider purchase. |
| Days Since Insider Sell |
The number of calendar days since the most recent reported insider sale. |
| Insider Activity Percentile |
Percentile rank of the insider trading activity across all stocks with insider activity tracked in Stock Rover in the past year. |
| Insider Buy Date |
The most recent date that an insider purchased shares. |
| Insider Buys 3-Month |
Number of individual insider buy transactions reported over the past 3 months. |
| Insider Buys 1-Year |
Number of individual insider buy transactions reported over the past 1 year. |
| Insider Net Shares 10-Day |
The net of all insider trades over the past ten days, computed as shares bought minus shares sold. |
| Insider Net Shares 1-Month |
The net of all insider trades over the past one month, computed as shares bought minus shares sold. |
| Insider Net Shares 2-Month |
The net of all insider trades over the past two months, computed as shares bought minus shares sold. |
| Insider Net Shares 3-Month |
Net shares bought minus sold by insiders in the past 3 months. |
| Insider Net Shares 1-Year |
Net shares bought minus sold by insiders in the past 1 year. |
| Insider Net vs Float 10-Day |
The net number of shares reported by insiders in the past ten days vs Float. Displayed as 100x the percentage. |
| Insider Net vs Float 1-Month |
The net number of shares reported by insiders in the past one month vs Float. Displayed as 100x the percentage. |
| Insider Net vs Float 2-Month |
The net number of shares reported by insiders in the past two months vs Float. Displayed as 100x the percentage. |
| Insider Net vs Float 3-Month |
The net number of shares reported by insiders in the past three months vs Float. To improve readability of small decimals this is displayed as 100x what the percentage would be. A value of 100 here means the insider shares totalled 1% of the float shares. |
| Insider Net vs Float 1-Year |
The net number of shares reported by insiders in the past year vs Float. Displayed as 100x what the percentage would be. A value of 100 here means the insider shares totalled 1% of the float shares. |
| Insider Ownership Percentile |
Percentile rank of the insider ownership percentage across all stocks with insider activity in the past year. |
| Insider Sell Date |
The most recent date that an insider sold shares. |
| Insider Sells 3-Month |
Number of individual insider sell transactions reported over the past 3 months. |
| Insider Sells 1-Year |
Number of individual insider sell transactions reported over the past 1 year. |
| Insider Sentiment Score |
Our Insider Sentiment Score ranks insider trading from 1 (worst) to 100 (best). This score compares the recency of insider buys and sells, the size of these trades relative to Shares Outstanding, and the trend of recent trades vs. history.
General benchmarks: Above 70 indicates strong insider buying conviction; below 30 indicates heavy selling activity. |
| Insider Shares Bought 10-Day |
The number of shares bought by insiders in the past ten days. |
| Insider Shares Bought 1-Month |
The number of shares bought by insiders in the past one month. |
| Insider Shares Bought 2-Month |
The number of shares bought by insiders in the past two months. |
| Insider Shares Bought 3-Month |
The number of shares bought by insiders in the past three months. |
| Insider Shares Bought 1-Year |
The number of shares bought by insiders in the past year. |
| Insider Shares Sold 10-Day |
The number of shares sold by insiders in the past ten days. |
| Insider Shares Sold 1-Month |
The number of shares sold by insiders in the past one month. |
| Insider Shares Sold 2-Month |
The number of shares sold by insiders in the past two months. |
| Insider Shares Sold 3-Month |
The number of shares sold by insiders in the past three months. |
| Insider Shares Sold 1-Year |
The number of shares sold by insiders in the past year. |
| Insider Total Shares 3-Month |
The total number of shares exchanged to or from all insiders in the past three months. |
| Insider Total Shares 1-Year |
The total number of shares exchanged to or from all insiders in the past year. |
| Insider Total vs Float 10-Day |
The total number of shares exchanged by insiders in the past ten days vs Float. Displayed as 100x the percentage. |
| Insider Total vs Float 1-Month |
The total number of shares exchanged by insiders in the past one month vs Float. Displayed as 100x the percentage. |
| Insider Total vs Float 2-Month |
The total number of shares exchanged by insiders in the past two months vs Float. Displayed as 100x the percentage. |
| Insider Total vs Float 3-Month |
The total number of shares exchanged (bought + sold) by insiders in the past three months vs Float. Displayed as 100x what the percentage would be. |
| Insider Total vs Float 1-Year |
The total number of shares exchanged (bought + sold) by insiders in the past year vs Float. Displayed as 100x what the percentage would be. |
| Insider Trades 3-Month |
Total individual transactions (buys + sells) reported over the past 3 months. |
| Insider Trades 1-Year |
Total individual transactions (buys + sells) reported over the past 1 year. |
| Alignment Score |
A 0-100 score measuring how many option-market signals agree that conditions are favorable for entering a stock position (IV cooling, skew easing, crowded hedge unwinding, and normal term structure). Scores above 75 suggest a strong option market tailwind. |
| ATM IV |
At-the-money implied volatility (IV) for the nearest expiry, expressed as an annualized percentage. IV reflects how much movement the options market expects in the stock price. Typical values range from 15-30% for large-cap stocks and 40-80%+ for speculative names. |
| Crash Hedge Pressure |
Measures how much demand there is for crash protection relative to normal, derived from the risk reversal z-score (inverted so higher = more pressure). Values above +1.5 indicate unusually heavy demand — institutional investors may be buying insurance against a significant drop. |
| Entry Label |
A plain-language label summarizing the option-market entry conditions: ENTRY-GOOD (70+), OK (55-69), NEUTRAL (45-54), or WARNING (below 45). |
| Entry Score |
The master 0-100 entry-timing score that combines all option-market signals. It weighs implied volatility trend, skew (put demand), hedging crowding, term structure shape, expected move size, and options liquidity to assess whether conditions favor buying the stock now. |
| Event Risk Score |
A 0-100 score that gauges how much near-term event risk (such as earnings or FDA decisions) the options market is currently pricing in. Scores above 70 indicate the market is bracing for a significant event and expecting a big move. |
| Has Options |
Indicates whether this stock has listed option contracts available for trading. YES indicates an active derivatives market. |
| Has Weekly Options |
Indicates whether this stock has weekly option expirations in addition to the standard monthly cycle. YES indicates more liquid options and susceptibility to weekly pin risk. |
| Hedge Build Alert |
A warning flag that triggers when option traders are actively building new downside protection positions. When YES, smart money may be positioning for a decline, making it a risky time to buy the stock. |
| Hedging Crowding Z20 |
A z-score measuring how today’s put/call open interest ratio compares to the last 20 trading days. Values above +1.5 mean the hedging trade is crowded. |
| Hedging Unwind Flag |
Flags YES when an unusually crowded hedging position (z-score above 1.5) starts to decline over 5 days, signaling that the panic trade may be reversing. |
| Implied Move (%) |
The expected percentage move in the stock price implied by at-the-money option prices for the nearest expiry. Market’s best estimate for move size before expiry. |
| Implied Move Z20 |
A z-score measuring how today’s option-implied move compares to the last 20 trading days. When this score is above +1.5, the market is pricing in an unusually large move. |
| IV Cooling Score |
A 0-100 score that measures whether implied volatility is cooling down after being elevated. High scores (above 70) mean IV was recently elevated but is now dropping, a bullish timing signal. |
| IV Regime |
Classifies the current implied volatility environment based on the 20-day IV z-score: CHEAP (at least one standard deviation below average), NORMAL, or EXPENSIVE. |
| Liquidity Z20 |
A z-score measuring how today’s option bid-ask spread compares to the last 20 trading days, for strikes near the current stock price. Positive z-score means spreads are wider (worse). Values above +2.0 indicate significantly degraded liquidity. |
| Max Pain Distance |
The percentage distance between current stock price and the max-pain strike price for the nearest expiry. Stock price often gravitates toward it near expiration. |
| Options Liquidity Grade |
A letter grade (A through D) rating the quality of options liquidity. Grade A means tight spreads (under 6%) and high slippage reliability. Grade D means poor liquidity and wide bid-ask spreads. |
| Pin Risk Score |
A 0-100 score estimating the risk that a stock’s price will get pinned near a particular strike price as options approach expiration. Scores above 70 warn that price movement may stall. |
| Post-Panic Cooling |
A bullish timing flag triggered when IV is still elevated but now declining, and demand for hedges is no longer intensifying. Marks an attractive entry window after a scare. |
| Put/Call OI Ratio |
The ratio of total put open interest to total call open interest across the chain. Ratios above 2.0 suggest unusually heavy downside protection demand. |
| Risk Reversal 25D |
Measures the difference in implied volatility between OTM put and OTM call options. Negative values signal that traders are paying a premium to hedge. Values of -0.05 or lower signal significant fear. |
| Signal Reliability 0-1 |
A 0-to-1 confidence score indicating how reliable other option signals are, primarily driven by options liquidity. 0.90+ is highly reliable; below 0.50 means the market is illiquid and data may be noisy. |
| Skew Trend 5D |
The 5-day change in the 25-delta risk reversal. A positive change (skew easing) means the fear premium is coming out of puts; a negative change signals growing fear. |
| Term Structure Inversion |
Flags YES when the IV term structure is inverted, meaning near-term options are more expensive than longer-dated options. YES is a warning of imminent event risk. |
| Term Structure Z20 |
A z-score measuring how today’s IV term structure slope compares to the last 20 trading days. Values below -1.5 price in strong near-term event risk. |
| Weekly OI Dominance |
The percentage of total options open interest concentrated in weekly vs monthly expirations. Values above 60% increase range-bound “pinning” risk near expiry. |
| Calmar Ratio (3-Year) |
Annualized 3-year return divided by the absolute value of the maximum drawdown over the same period. Answers whether the return adequately compensates for the worst-case loss experienced.
General benchmarks: Above 1.0 means the annualized return exceeds the worst decline; below 0.5 indicates poor risk-adjusted performance. |
| Downside Capture Ratio (3-Year) |
Percentage of the S&P 500 downside the stock or ETF captured during months when the index fell, over the trailing three years. Computed from monthly returns. Lower values are better for defensive portfolios. |
| Sharpe Ratio 3-Month |
Measures risk-adjusted return over the past 3 months. Computed from daily returns annualized minus the average 3-month Treasury yield, divided by the annualized standard deviation of those returns.
Note: 3-month readings use only ~63 trading days and are more sensitive to short-term swings. |
| Sharpe Ratio 1-Year |
Measures risk-adjusted return over the past year. Computed from daily returns annualized minus the average 3-month Treasury yield.
General benchmarks: Above 1.0 is generally acceptable; above 2.0 is good. |
| Sharpe Ratio 3-Year |
Measures risk-adjusted return over the past 3 years. The 3-year window captures multiple market regimes and is more statistically reliable than shorter periods. |
| Sharpe Ratio 5-Year |
Measures risk-adjusted return over the past 5 years by calculating excess return per unit of volatility. The 5-year window is the most statistically robust of the Sharpe measures. |
| Sortino Ratio 1-Year |
Risk-adjusted return over the past year using downside deviation rather than total volatility. Unlike the Sharpe Ratio, which penalizes upside volatility equally with downside, the Sortino Ratio only penalizes returns falling below the risk-free rate.
General benchmarks: Above 1.0 acceptable; above 2.0 strong. Typically higher than the Sharpe Ratio. |
| Sortino Ratio 3-Year |
Risk-adjusted return over the past three years using downside deviation rather than total volatility as the risk measure. The 3-year window captures multiple market regimes and is more statistically reliable than the 1-year measure. |
| Upside Capture Ratio (3-Year) |
Percentage of the S&P 500 upside the stock captured during months when the index rose, over the trailing three years. Computed from monthly returns. Ideal profile is upside capture above 100%. |
| Incremental ROIC (3-Year) |
Return on the incremental capital deployed over the past three years, calculated as the change in NOPAT divided by the change in invested capital over the same period. Rising incremental ROIC signals improving competitive position. |
| ROIC Consistency (5-Year) |
Standard deviation of annual ROIC values over the trailing five years. Low standard deviation combined with high ROIC identifies durable compounders with stable competitive advantages.
General benchmarks: Below 3 percentage points is very stable. |
| ROIC-WACC Spread |
Return on invested capital minus weighted average cost of capital. A positive spread means every reinvested dollar earns more than its cost of capital, creating shareholder value. |
| 15-Year Return |
The total return over 15 years including dividend payments as if they were immediately reinvested. Spans across multiple market cycles. |
| 20-Year Return |
The total return over 20 years including dividend payments as if they were immediately reinvested. One of the best indicators of generating generatonal wealth. |
| Annualized 15-Year Return |
The geometric average of the total return including dividends over the past 15 years. Represents smoothed annual performance. |
| Annualized 20-Year Return |
The geometric average of the total return including dividends over the past 20 years. One of the strongest indicators of sustained value creation. |
| 15-Year Return vs Industry |
Total return including dividends of the stock versus that of its industry over 15 years. Positive values indicate outperformance. |
| 20-Year Return vs Industry |
Total return including dividends of the stock versus that of its industry over 20 years. Positive indicates outperformance. |
| 15-Year Return vs Sector |
Total return including dividends of the stock versus that of its sector over 15 years. Positive indicates outperformance. |
| 20-Year Return vs Sector |
Total return including dividends of the stock versus that of its sector over 20 years. Positive indicates outperformance. |
| 15-Year Return vs S&P 500 |
Total return including dividends of the stock minus that of the S&P 500 over 15 years. Positive indicates outperformance. |
| 20-Year Return vs S&P 500 |
Total return including dividends of the stock minus that of the S&P 500 over 20 years. Positive indicates outperformance. |
| Ann. 15-Yr Ret vs S&P 500 |
The geometric average of the 15-year total return less that of the S&P 500. |
| Ann. 20-Yr Ret vs S&P 500 |
The geometric average of the 20-year total return less that of the S&P 500. |
