Ratio Analysis¶
Difficulty intermediate
Overview¶
Ratio analysis transforms raw financial data into comparable metrics that reveal a company's profitability, efficiency, liquidity, and valuation relative to peers and history.
Profitability Ratios¶
Return on Equity (ROE)¶
ROE = Net Income / Shareholders' Equity
Measures: How effectively a company uses shareholder capital
Good: > 15% for most industries
Decompose with DuPont Analysis
where:
Net IncomeGAAP after-tax profit ·Shareholders' Equitybook value of common equity does: the headline return on owner-supplied capital — used to rank capital allocators and spot leverage-juiced returns when decomposed via DuPont; high without rising debt signals genuine compounders.
Return on Assets (ROA)¶
ROA = Net Income / Total Assets
Measures: How efficiently assets generate profit
Good: > 5% (varies by industry)
where:
Net Incomeafter-tax profit ·Total Assetsbook value of all firm assets does: the return per dollar of balance-sheet assets, independent of how those assets are financed — used to compare operating efficiency across firms with different leverage and especially for asset-heavy businesses.
Return on Invested Capital (ROIC)¶
ROIC = NOPAT / Invested Capital
NOPAT = EBIT × (1 - Tax Rate)
Invested Capital = Total Debt + Equity - Cash
Measures: Return on all capital (debt + equity)
Good: > WACC (indicates value creation)
where:
NOPATnet operating profit after tax ·EBITearnings before interest and taxes ·Invested Capitaldebt plus equity minus excess cash ·WACCweighted average cost of capital does: the cleanest capital-structure-neutral measure of operating return — used to test whether a business is creating economic value (ROIC > WACC) and to compare reinvestment quality across firms regardless of leverage.
Liquidity Ratios¶
| Ratio | Formula | Good Range | Warning |
|---|---|---|---|
| Current Ratio | Current Assets / Current Liabilities | 1.5-3.0 | < 1.0 |
| Quick Ratio | (CA - Inventory) / Current Liabilities | > 1.0 | < 0.8 |
| Cash Ratio | Cash / Current Liabilities | > 0.2 | < 0.1 |
| Operating Cash Flow Ratio | OCF / Current Liabilities | > 0.4 | < 0.2 |
Leverage Ratios¶
| Ratio | Formula | Good Range | Warning |
|---|---|---|---|
| Debt/Equity | Total Debt / Total Equity | < 1.5 | > 3.0 |
| Debt/EBITDA | Total Debt / EBITDA | < 3.0 | > 5.0 |
| Interest Coverage | EBIT / Interest Expense | > 3.0 | < 1.5 |
| Debt/Assets | Total Debt / Total Assets | < 0.5 | > 0.7 |
| Equity Multiplier | Total Assets / Total Equity | < 3.0 | > 5.0 |
Efficiency Ratios¶
| Ratio | Formula | Interpretation |
|---|---|---|
| Asset Turnover | Revenue / Total Assets | Higher = more efficient |
| Inventory Turnover | COGS / Average Inventory | Higher = faster sales |
| Receivables Turnover | Revenue / Average AR | Higher = faster collection |
| Payables Turnover | COGS / Average AP | Higher = faster payment |
| Cash Conversion Cycle | DIO + DSO - DPO | Lower = better |
Valuation Ratios¶
| Ratio | Formula | Use Case |
|---|---|---|
| P/E | Price / EPS | Profitable companies |
| Forward P/E | Price / Forward EPS | Growth expectations |
| PEG | P/E / EPS Growth Rate | Growth-adjusted valuation |
| EV/EBITDA | Enterprise Value / EBITDA | Cross-company comparison |
| P/S | Price / Revenue | Unprofitable companies |
| P/B | Price / Book Value | Asset-heavy, financials |
| EV/Sales | Enterprise Value / Sales | SaaS, high-growth |
| FCF Yield | Free Cash Flow / Market Cap | Cash generation |
| Dividend Yield | Annual Dividend / Price | Income stocks |
| P/FCF | Price / Free Cash Flow | Cash-based valuation |
Practical Guidelines¶
- Context Matters — Ratios vary significantly by industry
- Trend Over Single Point — 5-year trends tell more than one year
- Cross-Reference — Don't rely on a single ratio
- Cash Over Earnings — Cash flow ratios are harder to manipulate
- Quality of Earnings — Check for one-time items and adjustments
- Compare to Peers — Absolute numbers mean little without context
- Look at the Notes — Footnotes reveal important details
Next Steps¶
- Earnings Analysis — Trading earnings events
- Macroeconomic Indicators — Macro context
- Valuation Models — Determining fair value