Field Reference

Disclaimer: This guide provides educational information about financial metrics and screening fields. It is not investment advice. All investment decisions are your responsibility. See the full disclaimer for details.

Understanding Investment Metrics

This reference helps you learn what financial metrics mean and how to use them for systematic stock research. Unlike trading platforms that assume you already know these metrics, this guide explains each field's purpose, interpretation, and typical values.

Why These Fields Matter

Successful long-term investing requires understanding what separates great businesses from mediocre ones. These 75+ fields give you the same fundamental and technical data that professional analysts use - organized for learning and practical application.

You'll learn:

Valuation - Is the stock price reasonable? (P/E, EV/EBITDA, PEG)
Profitability - How efficiently does the business generate returns? (ROE, ROA, ROIC, margins)
Financial health - Can the company weather storms? (debt ratios, current ratio, free cash flow)
Growth - Is the business expanding? (revenue growth, EPS growth)
Technical confirmation - Does price action support fundamentals? (RSI, moving averages, volatility)

Each field includes typical value ranges (excellent/good/average/poor) to help you interpret results and build screening criteria. Start with a few key metrics, then expand your analysis as you learn.

Understanding Field Variants
- Time Period Suffixes
- Common Patterns
Fundamental Fields
Technical Fields
Performance Fields
Usage Examples

Understanding Field Variants

Many financial metrics have multiple time period variants. Understanding these is crucial for accurate screening and matching TradingView's web interface exactly.

Time Period Suffixes

Suffix	Full Name	Description	Update Frequency	Volatility
TTM	Trailing Twelve Months	Rolling 12-month period	Quarterly	Medium
FQ	Fiscal Quarter	Most recent completed quarter	Quarterly	High
FY	Fiscal Year	Most recent completed fiscal year	Annually	Low
(none)	Current/Latest	Latest available data point	Varies	Varies

Common Patterns

Return on Equity:

return_on_equity - Latest TTM data
return_on_equity_fq - Most recent fiscal quarter

Net Margin:

net_margin_ttm - Trailing twelve months
net_margin_fy - Full fiscal year

Debt/Equity:

debt_to_equity - Current ratio
debt_to_equity_fy - Fiscal year ratio

When to Use Which Variant

Scenario	Recommended Variant	Reason
Conservative screening	FY (Fiscal Year)	Most stable, less noise
Current analysis	TTM or FQ	Recent performance
Matching TradingView UI	FQ/FY variants	Exact match with web screener
Quarterly earnings plays	FQ	Most current quarter data
Annual fundamental analysis	FY	Full-year perspective

Example: Mixing Variants

{
  filters: [
    { field: "return_on_equity_fq", operator: "greater", value: 15 },  // Current quarter performance
    { field: "debt_to_equity_fy", operator: "less", value: 0.6 },      // Annual stability
    { field: "net_margin_fy", operator: "greater", value: 12 },        // Full-year profitability
    { field: "price_earnings_ttm", operator: "less", value: 35 }       // Rolling valuation
  ]
}

Fundamental Fields

Core Metrics

Return on Equity (ROE)

Fields:

return_on_equity - ROE percentage (TTM)
return_on_equity_fq - ROE percentage (Fiscal Quarter)

Type: Percent Description: Net income as a percentage of shareholder equity. Measures how effectively management uses equity to generate profits.

Typical Values:

Excellent: > 20%
Good: 15-20%
Average: 10-15%
Poor: < 10%

Example:

{ field: "return_on_equity_fq", operator: "greater", value: 15 }

Price-to-Earnings Ratio (P/E)

Fields:

price_earnings_ttm - P/E ratio (Trailing Twelve Months)

Type: Number Description: Stock price divided by earnings per share. Primary valuation metric.

Typical Values:

Undervalued: < 15
Fair: 15-25
Growth: 25-40
Expensive: > 40

Example:

{ field: "price_earnings_ttm", operator: "less", value: 25 }

Price-to-Book Ratio (P/B)

Fields:

price_book_fq - P/B ratio (Fiscal Quarter)

Type: Number Description: Stock price divided by book value per share.

Typical Values:

Deep value: < 1.0
Reasonable: 1.0-3.0
Premium: > 3.0

Debt-to-Equity Ratio

Fields:

debt_to_equity - Current D/E ratio
debt_to_equity_fy - Fiscal Year D/E ratio

Type: Number Description: Total debt divided by total equity. Measures financial leverage.

Typical Values:

Conservative: < 0.5
Moderate: 0.5-1.0
Aggressive: > 1.0

Example:

{ field: "debt_to_equity_fy", operator: "less", value: 0.6 }

Market Capitalization

Fields:

market_cap_basic - Market capitalization in dollars

Type: Currency Description: Total market value (shares outstanding × price).

Categories:

Mega cap: > $200B
Large cap: $10B - $200B
Mid cap: $2B - $10B
Small cap: $300M - $2B
Micro cap: < $300M

Valuation & Enterprise Value

Enterprise Value (EV)

Fields:

enterprise_value_current - Current enterprise value

Type: Currency Description: Market cap + total debt - cash. Represents true acquisition cost.

Formula: EV = Market Cap + Debt - Cash

Example:

{ field: "enterprise_value_current", operator: "greater", value: 1000000000 }

EV/EBIT Ratio

Fields:

enterprise_value_to_ebit_ttm - EV/EBIT (Trailing Twelve Months)

Type: Number Description: Enterprise value divided by earnings before interest and taxes.

Typical Values:

Undervalued: < 10
Fair: 10-20
Expensive: > 20

Example:

{ field: "enterprise_value_to_ebit_ttm", operator: "less", value: 15 }

EV/EBITDA Ratio

Fields:

enterprise_value_ebitda_ttm - EV/EBITDA (TTM)

Type: Number Description: Enterprise value divided by EBITDA. Popular for M&A valuations.

Typical Values:

Cheap: < 8
Fair: 8-12
Expensive: > 12

PEG Ratio

Fields:

price_earnings_growth_ttm - PEG ratio (TTM)

Type: Number Description: P/E ratio divided by earnings growth rate. Factors growth into valuation.

Typical Values:

Undervalued: < 1.0
Fair: 1.0-1.5
Overvalued: > 1.5

Example:

{ field: "price_earnings_growth_ttm", operator: "less", value: 1.0 }

EBITDA

Fields:

ebitda - Earnings before interest, taxes, depreciation, and amortization

Type: Currency Description: Operating profitability metric that excludes non-operating factors.

Margins & Profitability

Net Margin

Fields:

net_margin_ttm - Net margin percentage (TTM)
net_margin_fy - Net margin percentage (Fiscal Year)

Type: Percent Description: Net income as percentage of revenue.

Typical Values:

Excellent: > 20%
Good: 10-20%
Average: 5-10%
Poor: < 5%

Example:

{ field: "net_margin_fy", operator: "greater", value: 12 }

Gross Margin

Fields:

gross_margin - Gross margin percentage
gross_margin_ttm - Gross margin percentage (TTM)

Type: Percent Description: Gross profit as percentage of revenue. Measures pricing power.

Typical Values:

Software/SaaS: 70-90%
Manufacturing: 20-40%
Retail: 10-30%

Example:

{ field: "gross_margin_ttm", operator: "greater", value: 40 }

Operating Margin

Fields:

operating_margin - Operating margin percentage
operating_margin_ttm - Operating margin percentage (TTM)

Type: Percent Description: Operating income as percentage of revenue.

Typical Values:

Excellent: > 25%
Good: 15-25%
Average: 10-15%
Poor: < 10%

Example:

{ field: "operating_margin_ttm", operator: "greater", value: 15 }

Pre-Tax Margin

Fields:

pre_tax_margin_ttm - Pre-tax margin percentage (TTM)

Type: Percent Description: Pre-tax income as percentage of revenue.

Example:

{ field: "pre_tax_margin_ttm", operator: "greater", value: 18 }

After-Tax Margin

Fields:

after_tax_margin - After-tax margin percentage

Type: Percent Description: Net income after taxes as percentage of revenue. Similar to net margin, measures bottom-line profitability after all expenses including taxes.

Typical Values:

Excellent: > 20%
Good: 10-20%
Average: 5-10%
Poor: < 5%

Example:

{ field: "after_tax_margin", operator: "greater", value: 10 }

Free Cash Flow Margin

Fields:

free_cash_flow_margin_ttm - FCF margin percentage (TTM)

Type: Percent Description: Free cash flow as percentage of revenue. Measures cash generation efficiency.

Typical Values:

Excellent: > 20%
Good: 10-20%
Average: 5-10%

Returns & Efficiency

Return on Assets (ROA)

Fields:

return_on_assets - ROA percentage
return_on_assets_fq - ROA percentage (Fiscal Quarter)

Type: Percent Description: Net income relative to total assets. Measures asset efficiency.

Typical Values:

Excellent: > 10%
Good: 5-10%
Average: < 5%

Example:

{ field: "return_on_assets_fq", operator: "greater", value: 8 }

Return on Invested Capital (ROIC)

Fields:

return_on_invested_capital_fq - ROIC percentage (Fiscal Quarter)

Type: Percent Description: Return on total invested capital (equity + debt). Warren Buffett's favorite metric.

Typical Values:

Excellent (moat): > 20%
Good: 12-20%
Average: < 12%

Example:

{ field: "return_on_invested_capital_fq", operator: "greater", value: 15 }

R&D Ratio

Fields:

research_and_dev_ratio_ttm - R&D expenses as % of revenue (TTM)

Type: Percent Description: Research and development spending relative to revenue.

Typical Values:

Tech/Pharma: 15-25%
Industrial: 3-8%
Retail: < 2%

SG&A Ratio

Fields:

sell_gen_admin_exp_other_ratio_ttm - SG&A expenses as % of revenue (TTM)

Type: Percent Description: Selling, general, and administrative expenses as percentage of revenue.

Balance Sheet

Total Assets

Fields:

total_assets - Total company assets

Type: Currency Description: Sum of all company assets (current + non-current).

Example:

{ field: "total_assets", operator: "greater", value: 10000000000 }

Total Debt

Fields:

total_debt - Total company debt

Type: Currency Description: Sum of short-term and long-term debt.

Current Ratio

Fields:

current_ratio - Current assets / current liabilities

Type: Number Description: Liquidity measure - ability to pay short-term obligations.

Typical Values:

Strong: > 2.0
Healthy: 1.5-2.0
Adequate: 1.0-1.5
Concerning: < 1.0

Example:

{ field: "current_ratio", operator: "greater", value: 1.5 }

Dividends

Dividend Yield

Fields:

dividend_yield_recent - Recent dividend yield percentage
dividends_yield_current - Current dividend yield percentage

Type: Percent Description: Annual dividend divided by stock price.

Example:

{ field: "dividend_yield_recent", operator: "greater", value: 3 }

Dividend Payout Ratio

Fields:

dividend_payout_ratio_ttm - Payout ratio percentage (TTM)

Type: Percent Description: Dividends paid as percentage of earnings.

Typical Values:

Sustainable: < 60%
Aggressive: 60-80%
Risky: > 80%

Technical Fields

Relative Strength Index (RSI)

Fields:

RSI - RSI(14) value

Type: Number Range: 0-100 Description: Momentum oscillator measuring overbought/oversold conditions.

Interpretation:

Oversold: < 30
Neutral: 30-70
Overbought: > 70

Example:

{ field: "RSI", operator: "in_range", value: [45, 65] }

Moving Averages

Fields:

SMA50 - 50-day simple moving average
SMA200 - 200-day simple moving average

Type: Number Description: Average price over N days.

Golden Cross:

{ field: "SMA50", operator: "greater", value: "SMA200" }

Price Above Trend:

{ field: "close", operator: "greater", value: "SMA50" }

Volatility

Fields:

Volatility.M - Monthly volatility percentage

Type: Percent Description: Price volatility over the past month.

Typical Values:

Low: < 2%
Medium: 2-4%
High: > 4%

Example:

{ field: "Volatility.M", operator: "less", value: 3 }

Beta

Fields:

beta_1_year - 1-year beta
beta_5_year - 5-year beta

Type: Number Description: Volatility relative to market (S&P 500).

Interpretation:

Defensive: < 1.0
Market: = 1.0
Aggressive: > 1.0

Performance Fields

Price

Fields:

close - Current/closing price

Type: Currency Description: Most recent closing price or current price during market hours.

Example:

{ field: "close", operator: "greater_or_equal", value: 10 }

Change

Fields:

change - Daily percentage change

Type: Percent Description: Percentage change from previous close.

Volume

Fields:

volume - Current day volume
average_volume_90d_calc - 90-day average volume

Type: Number Description: Number of shares traded.

Example:

{ field: "average_volume_90d_calc", operator: "greater", value: 200000 }

Performance Metrics

Fields:

Perf.W - Weekly performance (%)
Perf.1M - 1-month performance (%)
Perf.Y - Yearly performance (%)

Type: Percent Description: Price performance over specified period.

Example:

{ field: "Perf.1M", operator: "greater", value: 5 }

Revenue & Growth

Fields:

revenue_per_share_ttm - Revenue per share (TTM)
total_revenue_yoy_growth_ttm - YoY revenue growth percentage (TTM)

Type: Currency / Percent Description: Top-line growth metrics.

Example:

{ field: "total_revenue_yoy_growth_ttm", operator: "greater", value: 10 }

Exchange & Listing

Fields:

exchange - Stock exchange (NASDAQ, NYSE, CBOE, OTC, etc.)
is_primary - Primary listing indicator (boolean)

Type: String / Boolean Description: Where the stock is traded and whether it's the primary listing.

Example (US major exchanges only):

{ field: "exchange", operator: "in_range", value: ["NASDAQ", "NYSE", "CBOE"] }

Example (primary listings only):

{ field: "is_primary", operator: "equal", value: true }

Sector & Industry

Fields:

sector - Business sector
industry - Specific industry
fundamental_currency_code - Reporting currency (USD, EUR, etc.)

Type: String Description: Company classification and currency.

Usage Examples

Example 1: Quality Value Screen

{
  filters: [
    { field: "return_on_equity_fq", operator: "greater", value: 15 },
    { field: "price_earnings_ttm", operator: "less", value: 20 },
    { field: "debt_to_equity_fy", operator: "less", value: 0.5 },
    { field: "gross_margin_ttm", operator: "greater", value: 40 }
  ]
}

Example 2: High-ROIC Compounders

{
  filters: [
    { field: "return_on_invested_capital_fq", operator: "greater", value: 20 },
    { field: "free_cash_flow_margin_ttm", operator: "greater", value: 15 },
    { field: "current_ratio", operator: "greater", value: 1.5 },
    { field: "total_revenue_yoy_growth_ttm", operator: "greater", value: 10 }
  ]
}

Example 3: Enterprise Value Screening

{
  filters: [
    { field: "enterprise_value_to_ebit_ttm", operator: "less", value: 12 },
    { field: "enterprise_value_ebitda_ttm", operator: "less", value: 10 },
    { field: "price_earnings_growth_ttm", operator: "less", value: 1.0 }
  ]
}

Example 4: Technical + Fundamental

{
  filters: [
    // Fundamentals
    { field: "return_on_equity", operator: "greater", value: 15 },
    { field: "debt_to_equity", operator: "less", value: 0.6 },

    // Technicals
    { field: "RSI", operator: "in_range", value: [45, 65] },
    { field: "SMA50", operator: "greater", value: "SMA200" },
    { field: "Volatility.M", operator: "less", value: 3 }
  ]
}

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Field Reference

Understanding Investment Metrics

Why These Fields Matter

Table of Contents

Understanding Field Variants

Time Period Suffixes

Common Patterns

When to Use Which Variant

Example: Mixing Variants

Fundamental Fields

Core Metrics

Return on Equity (ROE)

Price-to-Earnings Ratio (P/E)

Price-to-Book Ratio (P/B)

Debt-to-Equity Ratio

Market Capitalization

Valuation & Enterprise Value

Enterprise Value (EV)

EV/EBIT Ratio

EV/EBITDA Ratio

PEG Ratio

EBITDA

Margins & Profitability

Net Margin

Gross Margin

Operating Margin

Pre-Tax Margin

After-Tax Margin

Free Cash Flow Margin

Returns & Efficiency

Return on Assets (ROA)

Return on Invested Capital (ROIC)

R&D Ratio

SG&A Ratio

Balance Sheet

Total Assets

Total Debt

Current Ratio

Dividends

Dividend Yield

Dividend Payout Ratio

Technical Fields

Relative Strength Index (RSI)

Moving Averages

Volatility

Beta

Performance Fields

Price

Change

Volume

Performance Metrics

Revenue & Growth

Exchange & Listing

Sector & Industry

Usage Examples

Example 1: Quality Value Screen

Example 2: High-ROIC Compounders

Example 3: Enterprise Value Screening

Example 4: Technical + Fundamental

See Also