Economic Value Added (EVA) Dataset

Overview:
The EVA Framework makes adjustments to convert a company’s reported accounting profit into an economic profit figure in order to measure a the true profitability with respect to cost of capital. Economic Value Added (EVA) reverses accounting distortions and measures the dollar value profit after ALL costs, including the cost of giving shareholders a fair return on their invested capital. EVA financials offer a superior basis for calculating consistent valuation metrics from a shareholder’s perspective. The EVA methodology enables the analysis of a company’s profitability, the decisions management teams make, and the overall company value.

The PRVit Score (Profitability, Risk, and Valuation) is a proprietary 26-factor model that compares the Profitability and Risk of a company’s operations to the Valuation the company trades for in the market. The conversion of accounting to economic profit model is factor agnostic: low-Profitability firms can be as attractive as high-Profitability firms depending on the Value being paid. It generates alpha consistently in backtests across all regions and market caps. PRVit data is updated daily

Along with single-company analysis, the EVA framework can also be used to provide a view on a fund’s exposure to EVA metrics relative to a benchmark to better assess sources of risk and alpha.

Data Feed Details:
Coverage: 23,000 global public equities across all sectors
Start Date: 1998
Update Frequency: Daily Market information and Quarterly public filings as reported

Fields included:
EVA Margin (EVA / Sales)
EVA Momentum (%)
Implied EVA Margin
Implied EVA Momentum
EVA Shock = ∆ EVA Momentum
EBITDAR Margin
Productive Capital Charges
PRVit Global Score
PRVit Prime Score vs. Industry Group
PRVit Prime Score vs. Country
PRVit Prime Score
Performance Score
Profitability Score (P1)
Trend Score (P2)
Risk Score
Volatility Score (R1)
Vulnerability Score (R2)
Valuation Score
Wealth Ratios (V1)
Wealth Multiple (V2)
Enterprise Valuation Chart
Capital
Current Value Added (CVA)
Future Value Added (FVA)
Future Growth Reliance
EVA Spread
1Q EVA Momentum
1Y EVA Momentum
3Y EVA Momentum