Ford Equity Research
Daily History File
Specification
Ford Daily Historical Database File Specification
General
•
The Ford Daily Historical Database consists of daily updates on 251 variables including
Ford proprietary model scores, cleaned fundamental data, financial ratios, income
statement, balance sheet and cash flow data.
•
Meets the same unique standards for back testing as the Ford monthly historical data
bases.
o No lookahead bias, Ford stores data as of the date it was reported.
o Never restated, historical data is never restated by Ford.
o No survivorship bias, the database includes all companies covered by Ford at
any point in time.
•
Daily history for the Ford Standard US Universe starts 9/18/2002.
•
Offered as a one time file and complete refreshes are available at an additional cost.
Options
Adjustment Option
You may select to have the per-share valuations and the shares-related variables adjusted for
splits and spin-offs. Unadjusted files do not contain a split factor for adjusting.
Formatting
Extract files are formatted in ASCII text.
File and Record Layout
The Ford Daily Database Extract file is sorted in ascending order by issue ID, and within issue
ID by record date. The first two fields of each record can be used as the primary key for a
relational database table:
1. Ford invariant issue ID [an integer]
2. Data record date, in international date format YYYY-MM-DD
Rev. 11/22/11
1
Ford Daily History File Specification.doc
Ford Equity Research
Daily History File
Specification
The two key fields are followed by two hundred forty nine [249] variables of the database, for a
total of two hundred fifty-one [251] fields per line. Missing values are represented as nulls, i.e.,
no text appears between the delimiters. Records are separated with the Microsoft Windows EOL
sequence, CR-LF (Hex: ‘0D0A’).
Following is a symbolic representation of the extract file, ignoring the type of delimiter actually
used, with angle brackets (<>) representing a delimited field and an ellipsis (…) representing a
sequence of information not shown.
<Issue ID-1> <Record Date 1-1> <Variable 1-1> <Variable 1-2> … <Variable 1-249>
<Issue ID-1> <Record Date 1-2> <Variable 2-1> <Variable 2-2> … <Variable 2-242>
…
<Issue ID-1> <Record Date 1-N1> <Variable N1-1> <Variable N1-2> … <Variable N1-249>
<Issue ID-2> <Record Date 2-1> <Variable 1-1> <Variable 1-2> … <Variable 1-249>
<Issue ID-2> <Record Date 2-2> <Variable 2-1> <Variable 2-2> … <Variable 2-249>
…
<Issue ID-2> <Record Date 1-N2> <Variable N2-1> <Variable N2-2> … <Variable N2-249>
…
…
<Issue ID-M> <Record Date M-1> <Variable 1-1> <Variable 1-2> … <Variable 1-249>
<Issue ID-M> <Record Date M-2> <Variable 2-1> <Variable 2-2> … <Variable 2-249>
…
<Issue ID-M> <Record Date M-NM> <Variable NM-1> <Variable NM-2> … <Variable NM-249>
Support Information
1. The contact listed below can help with support issues or questions related to the extract file
format:
Ford Equity Research Technical Support
Telephone:
(800) 842-0207
Email:
technicalsupport@fordequity.com
2. For pricing and other questions contact your Ford Equity Research sales representative.
Rev. 11/22/11
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Daily History File
Specification
Field Definitions
No.
1
Field Description
Ford Invariant Identifier
Name
FordUID
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
Data record date [international format: YYYY-MM-DD]
Company name
Ticker symbol
Price
Quality rating-numerical
Growth persistence rating numerical
Current/normal earnings ratio
Growth rate estimate
Current price/earnings ratio
Normal price/earnings ratio
Normal P/E ratio / 5 yr. avg. P/E
Normal P/E ratio / growth rate
Price/cash flow
Price/book value
Price / sales/share
Ford's projected growth rate + dividend yield
Internal rate of return
Price/value ratio
Price/value ratio / 5 yr. avg. PVA
Price/value ratio relative to market
Earnings trend
Composite PVA and SED
Current 12 mo. earnings/share
Normal 12 mo. earnings/share
Cash flow/share
Earnings variability
12-month operating earnings per share 3 quarters ago
12-month operating earnings per share 2 quarters ago
12-month operating earnings per share 1 quarter ago
12-month operating earnings per share latest completed quarter
12-month operating earnings per share current quarter
Indicated annual dividend per share
Dividend payout ratio
Current dividend yield %
Net profit margin on sales
Return on assets
Return on equity
Reinvestment on equity
Intrinsic value
Change indicator-numerical
Screening indicator-numerical
RecDate
NAM
TKR
PRI
QTY
GRP
CNE
GRO
PEC
PER
PEH
PEG
PCF
PBK
PSS
GRY
ROI
PVA
PVH
PVR
SED
COM
ECU
ENO
CFL
EDV
EQ1
EQ2
EQ3
EQ4
EQ5
DIV
DPR
YLD
NPS
ROA
ROE
PLB
VAL
CHI
VEI
Rev. 11/22/11
3
Type
Integer
YYYY-MMDD
Character(20)
Character(12)
Real
Integer
Integer
Real
Integer
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Integer
Real
Real
Real
Real
Integer
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Integer
Integer
P
E
E
D
E
E
Q
E
D
D
D
D
D
D
D
D
E
D
D
D
E
D
Q
Q
A
E
Q
Q
Q
Q
E
E
E
D
A
A
M
M
E
E
E
Ford Daily History File Specification.doc
A
F
P
P
P
P
P
P
P
P
P
P
Ford Equity Research
Daily History File
Specification
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
Foreign-based indicator-numerical
Options indicator-numerical
Exchange indicator-numerical
Average indicator-numerical
5 yr. EPS growth rate
5 yr. sales growth rate
5 yr. dividend growth rate
Extreme high P/E ratio
Average P/E ratio
Extreme low P/E ratio
Average price/value ratio
1 month ago price
1 month price change (%)
3-month price change (%)
6-month price change (%)
12-month price change (%)
Five year annualized price gain/loss (%)
Five year annualized total return (%)
Beta
Company annual sales
Common shares outstanding
Institutional ownership (%)
Market capitalization
Book value per share
Preferred equity % of assets
Common equity % of assets
Long term debt % of assets
Other debt % of assets
Total assets
Current ratio
Debt/equity ratio
Total debt/asset ratio
CUSIP number
Industry code
Price momentum
3-month average daily trading share volume in 100's
Relative earnings trend
S&P 400 Mid-Cap indicator (1=in index, 0=not in)
Quarterly operating EPS 6 qtrs. ago
Quarterly operating EPS 5 qtrs. ago
Quarterly operating EPS 4 qtrs. ago
Quarterly operating EPS 3 qtrs. ago
Quarterly operating EPS 2 qtrs. ago
Quarterly operating EPS 1 quarter ago
Quarterly operating EPS latest completed quarter
Quarterly operating EPS current quarter
Year-to-date price change (%)
Rev. 11/22/11
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FNI
OPI
EXI
AVI
HEG
HSG
HDG
HPE
APE
LPE
HPV
PRO
PGN
PGQ
PGH
PGY
PGF
REF
BET
SAL
SHR
FND
CAP
BKV
PEQ
CEQ
LTD
ODL
ASS
CCR
DEQ
DAS
CSP
IND
PRM
VOL
SDR
MCI
QE1
QE2
QE3
QE4
QE5
QE6
QE7
QE8
PGD
Integer
Integer
Integer
Integer
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Integer
Real
Integer
Integer
Real
Real
Real
Real
Real
Integer
Real
Real
Real
Character(9)
Integer
Real
Integer
Real
Integer
Real
Real
Real
Real
Real
Real
Real
Real
Real
E
E
E
E
M
M
M
M
M
M
M
D
D
D
D
D
D
D
M
A
E
E
D
M
A
A
A
A
A
A
A
A
E
E
D
D
M
E
Q
Q
Q
Q
Q
Q
Q
E
D
Ford Daily History File Specification.doc
F
S
P
S
P
P
P
P
P
P
P
P
Ford Equity Research
Daily History File
Specification
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
Fiscal year estimate indicator (1 = estimated, 0 = reported)
Primary/fully diluted indicator (1 = fully diluted EPS, 0 = primary
EPS)
Share buy back, one year percent change in shares outstanding
Ford 1000 indicator (1=in index,0=not in)
S&P 600 Small-Cap indicator (1=in index, 0=not in)
Fiscal year earnings/share
Earnings momentum percentile (100 the best)
Sales momentum percentile (100 the best)
Full date of last EPS update (YYYYMMDD)
12-month trailing sales 4 quarters back
12-month trailing sales 3 quarters back
12-month trailing sales 2 quarter back
12-month trailing sales 1 quarter back
12-month trailing sales latest completed quarter
Quarterly sales 7 quarters ago
Quarterly sales 6 quarters ago
Quarterly sales 5 quarters ago
Quarterly sales 4 quarters ago
Quarterly sales 3 quarters ago
Quarterly sales 2 quarters ago
Quarterly sales 1 quarter ago
Quarterly sales latest quarter completed
Current month split factor
6-month split factor
Price momentum percentile (100 the best)
1-year change in 12-month trailing operating EPS
1-year change in 12- month sales
1-qtr EPS growth, equal to the percentage change in latest
quarters operating earning per share versus same quarter last
year
1-qtr sales growth, equal to the percentage change in latest
quarter sales revenue versus same quarter last year
Operating earnings yield
Value momentum percentile (100 the best)
Current profit margin on sales
Current return on assets
Current return on equity
Current reinvestment on equity
Year and month of latest fiscal year-end report (YYYYMM)
Year and month of latest quarterly earnings report (YYYYMM)
Ford 2000 indicator (1=in index,0=not in)
NASDAQ 100 indicator (1=in index, 0=not in)
SIC Code
5-year operating EPS growth rate
3-year operating EPS growth rate
3-year sales growth rate
Alpha
Rev. 11/22/11
5
YEI
Integer
E
FDI
SHB
FII
SCI
EFY
EMO
SMO
EUP
SQ1
SQ2
SQ3
SQ4
SQ5
QS1
QS2
QS3
QS4
QS5
QS6
QS7
QS8
SPM
SPH
PMO
HEY
HSY
Integer
Real
Integer
Integer
Real
Integer
Integer
Date
Integer
Integer
Integer
Integer
Integer
Integer
Integer
Integer
Integer
Integer
Integer
Integer
Integer
Real
Real
Integer
Real
Real
E
E
E
E
A
D
D
E
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
E
E
D
Q
Q
HEQ
Real
Q
HSQ
OEY
VMO
CPS
RAC
REC
PLC
MFY
MFQ
F2I
NQI
SIC
EG5
EG3
SG3
ALP
Real
Real
Integer
Real
Real
Real
Real
Date
Date
Integer
Integer
Integer
Real
Real
Real
Real
Q
D
D
Q
Q
M
M
A
Q
E
E
E
M
M
M
M
Ford Daily History File Specification.doc
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Ford Equity Research
Daily History File
Specification
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
Beta coefficient vs. S&P 500 (no hyperbolic tangent adjustment)
52-week high price
52-week low price
50 day moving average
200 day moving average
3-year cumulative price change (%)
Price change month-to-date (%)
1-week price change (%)
1-day price change (%)
Daily share volume divided by 3-month average daily share
volume
1-month average daily share volume
Date of quarterly income statement (YYYYMM)
Total revenue – quarterly
Gross profit – quarterly
SG&A expense – quarterly
R&D – quarterly
Operating income – quarterly
Earnings before interest and taxes - quarterly
Interest expense – quarterly
Pretax income – quarterly
Income tax expense - quarterly
Net income from continuing operations - quarterly
Net income – quarterly
Date of annual income statement (YYYYMM)
Total revenue - fiscal year
Gross profit - fiscal year
SG&A expense - fiscal year
R&D - fiscal year
Operating income - fiscal year
Earnings before interest and taxes - fiscal year
Interest expense - fiscal year
Pretax income - fiscal year
Income tax expense - fiscal year
Net income form continuing operations - fiscal year
Net income - fiscal year
Depreciation & amortization - quarterly cash flow statement
Cash flows from operating activities - quarterly
Capital expenditures - quarterly
Cash flows from investing activities - quarterly
Cash flows from financing activities - quarterly
Change in cash & cash equivalents - quarterly
Depreciation & amortization - fiscal year cash flow statement
Cash flows from operating activities - fiscal year
Capital expenditures - fiscal year
Cash flows from investing activities - fiscal year
Cash flows from financing activities - fiscal year
Change in cash & cash equivalents - fiscal year
Rev. 11/22/11
6
BTA
H52
L52
FMA
TMA
PG3
PGM
PGW
PG1
Real
Real
Real
Real
Real
Real
Real
Real
Real
M
E
E
D
D
D
D
D
D
DVP
AVL
ISD-Q
REV-Q
GPR-Q
SGA-Q
RND-Q
OIN-Q
EBT-Q
IEX-Q
IBT-Q
ITE-Q
NCO-Q
NET-Q
ISD
REV
GPR
SGA
RND
OIN
EBT
IEX
IBT
ITE
NCO
NET
DEP-Q
COA-Q
CEX-Q
CFI-Q
CFA-Q
CCC-Q
DEP
COA
CEX
CFI
CFA
CCC
Real
Integer
Date
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Date
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
D
D
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
A
A
A
A
A
A
A
A
A
A
A
A
Q
Q
Q
Q
Q
Q
A
A
A
A
A
A
Ford Daily History File Specification.doc
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F
F
F
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Daily History File
Specification
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182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
Balance sheet date (YYYYMM) - quarterly
Cash and cash equivalents - quarterly
Short-term investments - quarterly
Net receivables – quarterly
Inventory – quarterly
Current assets – quarterly
Property play and equipment - quarterly
Goodwill – quarterly
Intangible assets – quarterly
Total assets – quarterly
Accounts payable – quarterly
Short term and current portion of long term debt - quarterly
Current liabilities – quarterly
Long-term debt – quarterly
Preferred stock – quarterly
Common stock equity - quarterly
Shares outstanding (from balance sheet) - quarterly
EBIT Margin (100 * EBIT / Total Revenue)
Asset turnover (total revenue/total assets)
EBIT ROA (100 * EBIT / total assets)
Interest burden (100 * interest expense / total assets)
Pretax return on assets (100 * pretax income / total assets)
Financial leverage (total assets / common equity)
Pretax return of equity (100 * pretax income / common equity)
Tax rate (100 * income tax expense / pretax income)
Tax retention rate (100.0 - tax rate)
Inventory turnover (total revenue / inventory)
Acid test ratio ( current assets less inventories / current
liabilities)
Times interest earned (EBIT / interest expense)
Gross margin (100 * gross profit / total revenue)
EBITDA (earnings before interest, taxes, depreciation, &
amortization
R&D as a percent of sales
Ford Investor Services' Unique identifier
Total liabilities – quarterly
Retained earnings – quarterly
3-month change (%) in indicated annual dividend
1-year change (%) in indicated annual dividend
3 year dividend growth rate (%)
Balance sheet date (YYYYMM) annual
Cash and cash equivalents - annual
Short-term investments - annual
Net receivables – annual
Inventory – annual
Current assets – annual
Property play and equipment – annual
Goodwill – annual
Rev. 11/22/11
7
BSD-Q
CSH-Q
STI-Q
RCV-Q
INV-Q
TCA-Q
PPE-Q
GWL-Q
ITA-Q
TAS-Q
PAY-Q
STD-Q
TCL-Q
LDT-Q
PFD-Q
CSE-Q
BSO-Q
EBM
ATO
ERA
INB
PRA
FNL
PRE
TAX
TRR
ITO
Date
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
Q
A
A
A
A
A
A
A
A
A
A
ATR
TIE
GRM
Real
Real
Real
A
A
A
EDA
RDS
UID
TLI-Q
RTE-Q
HDQ
HDY
DG3
BSD
CSH
STI
RCV
INV
TCA
PPE
GWL
Real
Real
Integer
Real
Real
Real
Real
Real
Date
Real
Real
Real
Real
Real
Real
Real
A
A
E
Q
Q
M
M
M
A
A
A
A
A
A
A
A
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Daily History File
Specification
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228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
Intangible assets – annual
Total assets – annual
Accounts payable – annual
Short term and current portion of long term debt - annual
Current liabilities – annual
Long-term debt – annual
Preferred stock – annual
Common stock equity – annual
Shares outstanding (from balance sheet) - annual
Total liabilities – annual
Retained earnings – annual
Price/value ratio relative to market in ADR Universe
Screening indicator-numerical in ADR Universe
Price momentum in ADR Universe
Earnings momentum percentile (100 the best) in ADR Universe
Sales momentum percentile (100 the best) in ADR Universe
Price momentum percentile (100 the best) in ADR Universe
Value momentum percentile (100 the best) in ADR Universe
Price/value ratio relative to market in Canadian Universe
Screening indicator-numerical in Canadian Universe
Price momentum in Canadian Universe
Earnings momentum percentile (100 the best) in Canadian
Universe
Sales momentum percentile (100 the best) in Canadian Universe
Price momentum percentile (100 the best) in Canadian Universe
Value momentum percentile (100 the best) in Canadian
Universe
ITA
TAS
PAY
STD
TCL
LDT
PFD
CSE
BSO
TLI
RTE
PVR2
VEI2
PRM2
EMO2
SMO2
PMO2
VMO2
PVR3
VEI3
PRM3
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Real
Integer
Real
Integer
Integer
Integer
Integer
Real
Integer
Real
EMO3
SMO3
PMO3
Integer
Integer
Integer
VMO3
Integer
A
A
A
A
A
A
A
A
A
A
A
D
E
D
D
D
D
D
D
E
D
D
D
D
D
Notes:
1. The first two fields of each line are the primary key for the history
extract: Ford UID [a serial number] and record date, expressed in
international date format YYYY-MM-DD
2. Financial statement date variables [balance sheet date, fiscal year dates,
etc.] are expressed as YYYYMM [with no separator]
3. Full date variables [EPS update date] as expressed as YYYYMMDD [with no
separator]
4. Fields 238 through 244 [PVR2, VEI2, PRM2, EMO2, SMO2, PMO2, and VMO2] are
calculated relative to the ADR Universe. For issues not in the ADR
universe, these fields will be null. Fields 244 through 251 [PVR3, VEI3,
PRM3, EMO3, SMO3, PMO3, and VMO3] are calculated relative to the Canadian
Universe. For issues not in the Canadian Universe, these fields will be
null.
5. Column P of the table is “Periodicity” of the underlying data. All data
are sampled daily using the last reported value between changes.
5.1.
“A” = annual
5.2.
“Q” = quarterly
5.3.
“M” = monthly
5.4.
“W” = weekly
5.5.
“D” = daily
5.6.
“E” = event [irregular period]
Rev. 11/22/11
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Ford Equity Research
Daily History File
Specification
6. Column A of the table is “Adjustment type” [blank = not adjusted], used
only when an adjusted extract is requested.
6.1.
“P” = per-share, adjusted for splits but not spin-offs
6.2.
“S” = shares, adjusted for splits but not for spin-offs
6.3. “F” = per-share, fully adjusted for splits and spin-offs
Rev. 11/22/11
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Ford Daily History File Specification.doc