ETF Fundamentals
Conor MacNeil
Merged in a post:
Forward Earnings Question
C
Cyan Herring
where do forward earnings consensus come from for individual stocks and for ETFs like SPY, SPYG, etc. Regarding forward earnings, I am referring to 12 month forward earnings used in the 12 month forward P/E ratio.
Conor MacNeil
Hey Dustin, we don't currently have estimates for ETFs.
For stocks, they come from Standard & Poor's Capital IQ, who collect them from the brokerages who report these estimates. The NTM sums the next four quarters of estimates.
Conor MacNeil
Merged in a post:
NTM EPS estimates for ETFs
C
Colorful Lungfish
It would be incredibly helpful to be able to chart/download NTM EPS estimates for ETFs. The data clearly already exists, as charting/data for NTM P/E is available for ETFs. But I need to be able to specifically analyze earnings estimate changes over time, using IVV/IJH/IJR for example, and not just the changes in forward multiple.
Conor MacNeil
Merged in a post:
Include Quarterly S&P Earnings Per Share
O
Orchid Lungfish
I like to graph S&P Earnings per Share quarterly. Having that would be a great addition to the metrics database if it is something you can pull from current providers.
Conor MacNeil
Merged in a post:
Earnings for ETFs
S
Sapphire Boa
Is there a function that shows EPS at an index/etf level?
Conor MacNeil
Hey Shaoan, we don't support that currently.
Conor MacNeil
Merged in a post:
Index/ETF Statistics
Z
Zircon Limpet
We are looking to be able to understand index/ETF level aggregate data for P/Es, Revenues, Assets etc (i.e. aggregate up financial statement of index/ETF constituents). Very helpful for doing broad valuation work on markets.
Thanks!
Conor MacNeil
Merged in a post:
For US Sectors - would love to also see earnings per share
M
Marigold Porcupine
So we can monitor the expected earnings growth (estimates) of different sectors and have context for the price performance
thank you!
Conor MacNeil
Merged in a post:
Free Cash Flow metrics for ETFs/indexes?
C
Correct Guppy
I'd like to look at FCF and derived metrics (e.g. P/FCF) for major indexes. Without any index valuation data at Koyfin, I looked at SPY, VOO and IWM as proxies. The free cash flow data at Koyfin for those ETFs appears to only go back to 2016, much different than some other valuation data. Is there a plan to get a larger historical FCF dataset at Koyfin? Or a plan to get index data? Where is Koyfin currently sourcing that data from?
Of course, I'd like pre-2016 historical free cash flow data where available for any ETFs, but I thought I'd start with the big examples.
Love the site, trying to use it more, just not quite finding the data I wanted.
Conor MacNeil
Merged in a post:
ETF fundamental stats
L
Lime Warbler
It would be great to see aggregated fundamental stats for ETFs. For instance, weighted average PE PS growth P/B etc for the stocks in an ETF. The holdings data is already in koyfin as a starting point. Thanks!
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