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Sloan Accrual Ratio

A measure of how much of a company's reported profit comes from accounting entries rather than cash actually collected.

Part of the Distress & Quality Models course · Lesson 8 of 9
Formula
Sloan Accruals = [ (dCurrentAssets - dCash) - (dCurrentLiabilities - dShortTermDebt - dTaxesPayable) - Depreciation ] / Average Total Assets
Sloan accrualscash-backed earnings · accrual-heavy
The Sloan ratio asks how much of reported profit is cash rather than accounting entries.
▶ Watch: Sloan Accrual Ratio explained in 24 seconds

What it is

The Sloan accrual ratio comes from Richard Sloan's 1996 paper in The Accounting Review (volume 71, issue 3), which separated reported earnings into a cash component and an accrual component. Accruals are the bookkeeping adjustments that sit between cash moving and profit being recorded — receivables, inventory, payables, depreciation and the like. Sloan's balance-sheet-delta method measures those adjustments by looking at how working-capital accounts changed over the year and then subtracting the year's depreciation, and scales the result by average total assets so companies of different sizes can be compared. A high ratio means a large share of the year's earnings rests on accounting entries rather than cash; a low ratio means earnings are more closely backed by cash. Sloan documented that firms with high accruals were historically associated with weaker subsequent returns than firms with low accruals.

Why it matters

Two companies can report identical earnings while one collects cash and the other books receivables that may never arrive, and the accrual ratio is one of the simplest ways to tell those cases apart. It is a core earnings-quality lens: it asks whether profit is being generated or merely recorded. The same idea appears inside other frameworks — Piotroski's F-Score includes an accrual signal that checks whether operating cash flow exceeds return on assets, which is the same question asked in binary form. A pitfall is that Sloan's paper contains no fixed numeric threshold at all — portfolios were formed by ranking the full cross-section of firms into deciles each year, so a ratio is only interpretable relative to the other firms ranked in that same year, and any specific cutoff quoted elsewhere was added after the fact. High accruals are also perfectly normal for a fast-growing firm building inventory and receivables to support real sales, so the ratio is a research signal that flags a company worth reading more closely, never a verdict on the accounting or on the stock.

How it's calculated

Start with the change over the year in current assets and subtract the change in cash, which isolates the non-cash working capital that grew. From that, subtract the change in current liabilities after first removing the changes in short-term debt and in taxes payable, since those are financing and tax items rather than operating accruals. Then subtract depreciation for the year, because it is a non-cash charge already reducing reported earnings. Divide the whole figure by average total assets — the average of the opening and closing balance-sheet totals — to make the number comparable across company sizes. The result, usually shown as a percentage, is then ranked against other companies in the same period rather than read against any absolute number.

How Quintarthai uses it

Quintarthai's stock screener carries a Sloan accrual ratio % filter in its Quant Scores category, alongside the Piotroski F-Score (0-9) and Zmijewski PD %, so you can study how earnings quality varies across a universe — low accruals mean earnings are more backed by cash. Open it at /app/; the ratio is shown with its methodology and caveats as a research signal for your own reading, not as a recommendation.

Cross-border note. The formula is pure accounting arithmetic with no country-specific calibration, so it computes the same way on a TSX-listed name as on a US one — Sloan's original evidence, however, was drawn from US-listed firms. The practical constraint is data: it needs consistent current-asset, current-liability, short-term-debt, taxes-payable and depreciation lines for two consecutive years, and those are more reliably populated for larger US filers than for small Canadian issuers.

FAQ

What counts as a "high" Sloan accrual ratio?
There is no official cutoff. Sloan's 1996 paper formed portfolios by ranking every firm into deciles each year, so the ratio is only meaningful relative to other companies in the same period. Any fixed number quoted elsewhere was added by someone later, not by the paper.
Does a high accrual ratio mean the company is manipulating its accounts?
No. Accruals are a normal, required part of accrual accounting, and a growing company building inventory and extending credit to real customers will naturally show high accruals. The ratio is a screening signal that a company's earnings deserve a closer read — it is not evidence of anything by itself.
Check your understanding
In Sloan's 1996 balance-sheet-delta definition, what is the accrual figure divided by?
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