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Quantitative Finance · Glossaire

Qu'est-ce que « Trailing twelve months » ?

Definition 11.2 Research Craft: Predictors, Backtests, Measurement, Portfolios · Chapitre 11 — Fundamental, Analyst and Event Features

The trailing twelve months (TTM) value of a flow (earnings, revenue, cash flow) at a quarter’s end is the sum of the four most recent consecutive quarters, each as known at the decision time; a fourth quarter that is reported only inside an annual figure is the year minus the first nine months.

Apple’s trailing-twelve-month diluted EPS at each quarter’s end, summed from each quarter’s first-reported value and from its latest value in EDGAR, with the two stock splits. Neither is a usable series without split adjustment at the decision date. Data: SEC EDGAR company facts.
Figure 11.3. Apple’s trailing-twelve-month diluted EPS at each quarter’s end, summed from each quarter’s first-reported value and from its latest value in EDGAR, with the two stock splits. Neither is a usable series without split adjustment at the decision date. Data: SEC EDGAR company facts.
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