I’d like to create EV/Total, net oerating asset to total assets, unlevered free cash flow to EV TTM, and accruals (ex. Net Income -Operating Cash Flow/ Total Assets) and either view on single security charts or add to ranking to search a list of predefined securities. I’m having trouble creating custom screen criteria above.
I’m not sure what you’re looking for when you say “EV/Total,” but the others are:
net operating assets to total assets: one way to write this is (DbtTotQ + EqTotQ - CashEquivQ - IsNA(InvstAdvOtherQ,0))/AstTotQ, but there are other formulas out there too. See My Favorite Balance Sheet Ratio - Portfolio123 Blog
unlevered free cash flow to enterprise value: (FCFTTM + IntExpTTM * (1 - TaxRate%TTMInd / 100)) / EV. Basically it’s free cash flow plus taxable interest expense divided by enterprise value. Again, there are many variations of this. See What Are the Best Value Ratios? - Portfolio123 Blog
accruals: Again, lots of different formulas are out there. (NetIncCFStmtTTM - OperCashFlTTM) / AstTotTTM is a good one, but some people swear by the change in net operating assets, to wit, (DbtTotQ + EqTotQ - CashEquivQ - IsNA (InvstAdvOtherQ, 0) - DbtTotPYQ - EqTotPYQ + CashEquivPYQ + IsNA (InvstAdvOtherPYQ,0) / Avg (AstTotQ, AstTotPYQ)
Thanks, this was very helpful!