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Explore the financial pulse of public companies.
Find sector differences, screen peers, and trace the numbers to SEC filings.
Reported financials · Refreshed from cached SEC data
No account required
Quarter-end balances · Trailing-twelve-month flows · Year-over-year revenue growth Screen exports: 158 companies
Descriptive screens from reported financials. Each count opens the underlying companies.
Latest available quarter-end balances and trailing-twelve-month flows. Fiscal ends vary. Companies count once here and may belong to several cohorts. This is a filing universe, not a price index.
Choose a sector below, or use the screener to build your own research list.
Equal company weights; each cell shows its own coverage. Select a cohort to screen its companies. Colors show numeric levels, not risk ratings.
| Research cohort | Revenue growth | Net margin | Operating cash flow / revenue | Capex / revenue | Book equity / assets | Loaded |
|---|---|---|---|---|---|---|
| 12/14 | ||||||
| 10/10 | ||||||
| 12/14 | ||||||
| 12/12 | ||||||
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| 12/12 | ||||||
| 11/12 | ||||||
| 14/14 | ||||||
| 13/13 | ||||||
| 12/12 |
Cohorts overlap and are not additive. Net margins, cash flows, and capital structures differ by industry; bank and insurer ratios are not directly comparable with industrial companies. Missing or incompatible metrics remain unavailable.
Actual daily calculation snapshots, using TTM data across the full curated universe. Cohort membership and metric coverage can change. These are observations collected by this version, not reconstructed market history.
| Date (UTC) | Companies | Median revenue growth | Growth coverage | Membership vs prior date |
|---|---|---|---|---|
| 2026-09-09 | 158 | 8.3% | 151 / 158 | First observation |
History begins with the first calculation. Another observation date is needed before there is a trend to interpret.
Universe. 163 curated ticker entries grouped into 13 overlapping research cohorts. Coverage reflects companies currently resolved and available from SEC Company Facts. Cohorts are research themes, not exhaustive industry indexes.
Calculations. Only compatible USD contexts are used. Bank revenue is net of interest expense; gross interest income and insurance premiums alone cannot substitute total revenue. Annual and TTM figures are calculated independently. TTM requires a full reported year or four consecutive quarters; revenue growth compares periods about one year apart and requires a positive prior-year base. Missing values stay unavailable and are excluded from each metric’s own denominator.
Comparability. Mean and median are equally weighted across available companies. Fiscal ends differ. The briefing, heatmap, and screener do not use market-cap weights or price returns. Factor Lab separately uses adjusted return histories and identifies its benchmark, provider, dates, and sample. Banks and insurers have different capital and cash-flow structures.
Evidence. Company evidence preserves the raw sources and intermediate calculations. Free cash flow is operating cash flow less PP&E purchases. Factor Lab keeps filing-derived characteristics separate from price regressions and does not label the current snapshot as a historical EDGAR factor.
Timing. SEC Market snapshots are refreshed by the daily background job and remain fresh for 25 hours so visitors do not trigger a full-universe rebuild between scheduled runs. During upstream trouble, the last successfully cached snapshot may remain available and is labeled above. Observed market history records actual calculation dates, not point-in-time backtests. Saved research stays in this browser. Read the Factor Lab methodology.