cnhkmcp 1.8.10__py3-none-any.whl → 2.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- cnhkmcp/untracked/APP/MODULAR_STRUCTURE.md +38 -49
- cnhkmcp/untracked/APP/Tranformer/Transformer.py +131 -1
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates.json +951 -2055
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_error.json +261 -1
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_success.json +168 -1362
- cnhkmcp/untracked/APP/Tranformer/template_summary.txt +57 -1
- cnhkmcp/untracked/APP/ace.log +26 -0
- cnhkmcp/untracked/APP/give_me_idea/BRAIN_Alpha_Template_Expert_SystemPrompt.md +400 -0
- cnhkmcp/untracked/APP/give_me_idea/ace_lib.py +1489 -0
- cnhkmcp/untracked/APP/give_me_idea/alpha_data_specific_template_master.py +247 -0
- cnhkmcp/untracked/APP/give_me_idea/helpful_functions.py +180 -0
- cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md +11 -0
- cnhkmcp/untracked/APP/static/brain.js +13 -3
- cnhkmcp/untracked/APP/static/inspiration.js +434 -0
- cnhkmcp/untracked/APP/templates/index.html +126 -0
- cnhkmcp/untracked/APP/usage.md +29 -3
- cnhkmcp/untracked/APP//321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +233 -1
- {cnhkmcp-1.8.10.dist-info → cnhkmcp-2.0.dist-info}/METADATA +1 -1
- {cnhkmcp-1.8.10.dist-info → cnhkmcp-2.0.dist-info}/RECORD +23 -17
- {cnhkmcp-1.8.10.dist-info → cnhkmcp-2.0.dist-info}/WHEEL +0 -0
- {cnhkmcp-1.8.10.dist-info → cnhkmcp-2.0.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-1.8.10.dist-info → cnhkmcp-2.0.dist-info}/licenses/LICENSE +0 -0
- {cnhkmcp-1.8.10.dist-info → cnhkmcp-2.0.dist-info}/top_level.txt +0 -0
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{
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"group_rank(ts_backfill(<capex_field/>, 200) / ts_backfill(<
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"template_explanation": "
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"group_rank(ts_backfill(<capex_field/>, 200) / ts_backfill(<revenue_field/>, 200), industry)": {
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"template_explanation": "Industry-relative capital-expenditure intensity: rewards firms that are currently investing most aggressively in growth (capex / revenue) versus peers, under the assumption that high reinvestment rates today translate into faster future revenue and margin expansion.",
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"seed_alpha_settings": {
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"instrumentType": "EQUITY",
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"region": "USA",
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"universe": "
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"universe": "TOP3000",
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"delay": 1,
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"decay": 0,
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"neutralization": "SLOW_AND_FAST",
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@@ -23,756 +23,883 @@
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"type": "data_field",
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"candidates": [
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{
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"id": "
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"description": "Capital Expenditures
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"id": "capex",
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"description": "Capital Expenditures"
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{
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"id": "
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"description": "
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"id": "mdl177_valueanalystmodel_qva_capexdep",
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"description": "Capex to Depreciation Rank"
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"id": "
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"description": "
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"id": "mdl177_2_valueanalystmodel_qva_capexdep",
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"description": "Capex to Depreciation Rank"
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"id": "
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"description": "
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"id": "mdl177_valanalystmodel_qva_capexdep",
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"description": "Capex to Depreciation Rank"
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"id": "
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"description": "
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"id": "mdl177_valueanalystmodel_qva_capexdep_alt",
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"description": "Capex to Depreciation Rank"
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"id": "
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"description": "
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"id": "mdl77_2growthanalystmodel_qga_epscapex",
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"description": "EPS Growth to CapEx Link"
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"id": "
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"description": "
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"id": "mdl177_2_growthanalystmodel_qga_epscapex",
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"description": "EPS Growth to CapEx Link"
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"id": "
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"description": "
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"id": "mdl77_growthanalystmodel_qga_epscapex",
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"description": "EPS Growth to CapEx Link"
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"id": "
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"description": "
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"id": "mdl177_growthanalystmodel_qga_epscapex_alt",
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"description": "EPS Growth to CapEx Link"
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{
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"id": "
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"description": "Total Assets
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"id": "capex_to_total_assets",
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"description": "Capital Expenditure-to-Total Assets"
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"id": "
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"description": "
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"id": "fnd23_intfvalld1_xecs",
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"description": "capital expenditures."
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"id": "
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"description": "
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"id": "fnd23_intfvm_xecs",
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"description": "capital expenditures."
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"id": "
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"description": "
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"id": "short_term_contracts_executed",
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"description": "capital expenditures."
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"id": "
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"description": "
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"id": "fnd23_intfvmalld1_xecs",
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"description": "capital expenditures."
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"id": "
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"id": "fnd23_annfv1a_xecs",
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"description": "capital expenditures."
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"id": "
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"description": "
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"id": "fnd23_annfvmfm2_xecs",
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"description": "capital expenditures."
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"id": "
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"description": "
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"id": "fnd23_cf_mvb_xecs",
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"description": "capital expenditures."
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"description": "
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"id": "fnd23_cf_m_xecs",
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"description": "[Quarterly] Capital Expenditures"
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"id": "
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"description": "
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"id": "fnd23_cf_m_xeci",
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"description": "[Quarterly] Capital Expenditures"
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"description": "
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"id": "cap",
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"description": "Daily market capitalization (in millions)"
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"id": "mdl50_bk_market_cap",
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"description": "Market cap"
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"id": "imb5_mktcap",
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"description": "Market Cap"
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"id": "
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"id": "oth335_combined_all_region_mktcap",
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"description": "Market Cap"
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"id": "oth335_hc_combined_all_region_mktcap",
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"description": "Market Cap"
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"id": "rsk62_risk_backfill_logcap",
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"description": "log(cap)"
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"id": "rsk62_beta_factor_1_100_logcap",
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"description": "log(cap)"
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"id": "fnd17_csptrendgr",
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"description": "Capital Spending growth rate, 5 year"
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"id": "fnd17_alldelay1_csptrendgr",
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"description": "Capital Spending Growth Rate, 5-Year"
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"id": "fnd17_qcapspps",
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"description": "Capital Spending per Share. most recent quarter"
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"id": "fnd17_alldelay1_ttmcapspps",
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"description": "Capital Spending per share, trailing 12 months"
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"id": "fnd17_alldelay1_qcapspps",
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"description": "Capital Spending per Share - Most Recent Quarter"
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"id": "fnd17_ttmcapspps",
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"description": "Capital Spending per share, trailing 12 month"
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"id": "fnd17_acapspps",
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"description": "Capital Spending per Share, most recent fiscal year"
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"id": "assets",
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"description": "Assets - Total"
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"id": "fnd89_asset_41_11",
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"description": "Current Asset Accruals / Total Assets"
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"id": "fnd89_asset_43_11",
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"description": "Current Asset Accruals / Total Assets"
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"id": "fnd89_asset_42_11",
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"description": "Current Asset Accruals / Total Assets"
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"id": "fnd89_asset_62_11",
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"description": "Financial Asset Accruals / Total Assets"
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"id": "fnd89_asset_63_11",
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"description": "Financial Asset Accruals / Total Assets"
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"id": "fnd89_asset_64_11",
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"description": "Financial Asset Accruals / Total Assets"
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"id": "fnd89_asset_62_21",
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"description": "Financial Asset Accruals / Current Assets"
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}
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"description": "Revenue - Total"
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"description": "Revenue predicted surprise pct - forward 2 years"
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"description": "Revenue predicted surprise pct - forward 1 year"
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"description": "Revenue predicted surprise pct - forward 2 quarters"
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"description": "Revenue predicted surprise pct - forward 1 quarter"
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215
|
-
"description": "
|
|
223
|
+
"id": "revenue_per_share_quarterly_non_annualized",
|
|
224
|
+
"description": "Revenue per share for the most recent quarter, not annualized."
|
|
216
225
|
},
|
|
217
226
|
{
|
|
218
|
-
"id": "
|
|
219
|
-
"description": "
|
|
227
|
+
"id": "revenue_per_share_quarterly",
|
|
228
|
+
"description": "Revenue per share for the most recent quarter, annualized."
|
|
220
229
|
},
|
|
221
230
|
{
|
|
222
|
-
"id": "
|
|
223
|
-
"description": "
|
|
231
|
+
"id": "star_rev_smart_estimate_fq1",
|
|
232
|
+
"description": "FQ1 SmartEstimate"
|
|
224
233
|
},
|
|
225
234
|
{
|
|
226
|
-
"id": "
|
|
227
|
-
"description": "
|
|
235
|
+
"id": "star_rev_smart_estimate_12m",
|
|
236
|
+
"description": "F12M SmartEstimate"
|
|
228
237
|
},
|
|
229
238
|
{
|
|
230
|
-
"id": "
|
|
231
|
-
"description": "
|
|
239
|
+
"id": "sales",
|
|
240
|
+
"description": "Sales/Turnover (Net)"
|
|
232
241
|
},
|
|
233
242
|
{
|
|
234
|
-
"id": "
|
|
235
|
-
"description": "
|
|
243
|
+
"id": "sales_estimate_maximum",
|
|
244
|
+
"description": "Sales - The highest estimation"
|
|
236
245
|
},
|
|
237
246
|
{
|
|
238
|
-
"id": "
|
|
239
|
-
"description": "
|
|
247
|
+
"id": "sales_guidance_value_quarterly",
|
|
248
|
+
"description": "Sales - guidance value"
|
|
240
249
|
},
|
|
241
250
|
{
|
|
242
|
-
"id": "
|
|
243
|
-
"description": "
|
|
251
|
+
"id": "sales_estimate_minimum",
|
|
252
|
+
"description": "Sales - The lowest estimation"
|
|
244
253
|
},
|
|
245
254
|
{
|
|
246
|
-
"id": "
|
|
247
|
-
"description": "
|
|
255
|
+
"id": "sales_estimate_count_2",
|
|
256
|
+
"description": "Number of Sales estimates"
|
|
248
257
|
},
|
|
249
258
|
{
|
|
250
|
-
"id": "
|
|
251
|
-
"description": "
|
|
259
|
+
"id": "sales_estimate_count",
|
|
260
|
+
"description": "Sales - number of estimations"
|
|
252
261
|
},
|
|
253
262
|
{
|
|
254
|
-
"id": "
|
|
255
|
-
"description": "
|
|
263
|
+
"id": "sales_min_guidance_quarterly",
|
|
264
|
+
"description": "Minimum guidance value for Sales"
|
|
256
265
|
},
|
|
257
266
|
{
|
|
258
|
-
"id": "
|
|
259
|
-
"description": "
|
|
267
|
+
"id": "sales_estimate_standard_deviation",
|
|
268
|
+
"description": "Sales - standard deviation of estimations"
|
|
260
269
|
},
|
|
261
270
|
{
|
|
262
|
-
"id": "
|
|
263
|
-
"description": "
|
|
271
|
+
"id": "sales_estimate_average_annual",
|
|
272
|
+
"description": "Sales - mean of estimations"
|
|
264
273
|
},
|
|
265
274
|
{
|
|
266
|
-
"id": "
|
|
267
|
-
"description": "
|
|
275
|
+
"id": "sales_estimate_average_quarterly",
|
|
276
|
+
"description": "Sales - mean of estimations"
|
|
268
277
|
},
|
|
269
278
|
{
|
|
270
|
-
"id": "
|
|
271
|
-
"description": "
|
|
279
|
+
"id": "mdl31_v14_ab1_ass_tvr_prior_y",
|
|
280
|
+
"description": "Prior year turnover"
|
|
272
281
|
},
|
|
273
282
|
{
|
|
274
|
-
"id": "
|
|
275
|
-
"description": "
|
|
283
|
+
"id": "mdl31_ab1_ass_tvr_prior_y",
|
|
284
|
+
"description": "Prior year turnover"
|
|
276
285
|
},
|
|
277
286
|
{
|
|
278
|
-
"id": "
|
|
279
|
-
"description": "
|
|
287
|
+
"id": "mdl31_v14_ab1_ass_tvr_last_qtr",
|
|
288
|
+
"description": "Last quarter asset turnover"
|
|
280
289
|
},
|
|
281
290
|
{
|
|
282
|
-
"id": "
|
|
283
|
-
"description": "
|
|
291
|
+
"id": "mdl31_v14_ab1_ass_tvr_prior_qtr",
|
|
292
|
+
"description": "Prior quarter asset turnover"
|
|
284
293
|
},
|
|
285
294
|
{
|
|
286
|
-
"id": "
|
|
287
|
-
"description": "
|
|
295
|
+
"id": "mdl31_ab1_ass_tvr_last_y",
|
|
296
|
+
"description": "Last year asset turnover"
|
|
288
297
|
},
|
|
289
298
|
{
|
|
290
|
-
"id": "
|
|
291
|
-
"description": "
|
|
299
|
+
"id": "mdl31_v14_ab1_ass_tvr_last_y",
|
|
300
|
+
"description": "Last year asset turnover"
|
|
301
|
+
},
|
|
302
|
+
{
|
|
303
|
+
"id": "mdl31_ab1_ass_tvr_prior_qtr",
|
|
304
|
+
"description": "Prior quarter asset turnover"
|
|
305
|
+
},
|
|
306
|
+
{
|
|
307
|
+
"id": "mdl31_ab1_ass_tvr_last_qtr",
|
|
308
|
+
"description": "Last quarter asset turnover"
|
|
309
|
+
},
|
|
310
|
+
{
|
|
311
|
+
"id": "mdl31_v14_ab1_ass_tvr_t4q",
|
|
312
|
+
"description": "Trailing 4 Quarters asset turnover"
|
|
313
|
+
},
|
|
314
|
+
{
|
|
315
|
+
"id": "mdl31_ab1_ass_tvr_t4q",
|
|
316
|
+
"description": "Trailing 4 Quarters asset turnover"
|
|
292
317
|
},
|
|
293
318
|
{
|
|
294
|
-
"id": "
|
|
295
|
-
"description": "
|
|
319
|
+
"id": "fnd23_intfvalld1_nirv",
|
|
320
|
+
"description": "Net Revenues"
|
|
296
321
|
},
|
|
297
322
|
{
|
|
298
|
-
"id": "
|
|
299
|
-
"description": "
|
|
323
|
+
"id": "mdl31_ass_tvr_last_y",
|
|
324
|
+
"description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
|
|
325
|
+
},
|
|
326
|
+
{
|
|
327
|
+
"id": "mdl31_ass_tvr_prior_y",
|
|
328
|
+
"description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
|
|
329
|
+
},
|
|
330
|
+
{
|
|
331
|
+
"id": "mdl31_ass_tvr_t4q",
|
|
332
|
+
"description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
|
|
333
|
+
},
|
|
334
|
+
{
|
|
335
|
+
"id": "mdl31_ass_tvr_prior_qtr",
|
|
336
|
+
"description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
|
|
337
|
+
},
|
|
338
|
+
{
|
|
339
|
+
"id": "fnd23_intfvalld1_rrov",
|
|
340
|
+
"description": "Reported Operating Revenue"
|
|
341
|
+
},
|
|
342
|
+
{
|
|
343
|
+
"id": "fnd23_intfvalld1_zhbs",
|
|
344
|
+
"description": "Operating Revenue per ASK captures the total operating revenues earned per available seat kilometer of the airline."
|
|
345
|
+
},
|
|
346
|
+
{
|
|
347
|
+
"id": "fnd23_intfvalld1_aebm",
|
|
348
|
+
"description": "Breakeven load factor, total - %. The breakeven load factor is the passenger load factor that results in operating revenues being equal to operating expenses, assuming constant revenue per passenger mile and expenses."
|
|
349
|
+
},
|
|
350
|
+
{
|
|
351
|
+
"id": "fnd3_a_revenue_fast_d1",
|
|
352
|
+
"description": "Annual Revenue"
|
|
353
|
+
}
|
|
354
|
+
]
|
|
355
|
+
}
|
|
356
|
+
}
|
|
357
|
+
},
|
|
358
|
+
"ts_zscore(ts_delta(ts_backfill(<net_ppe_field/>, 252), 252), industry)": {
|
|
359
|
+
"template_explanation": "Industry-neutral one-year change in net PP&E standardized by its own history: captures acceleration/deceleration in installed capital stock, flagging companies that are either scaling up (positive z-score) or divesting/rightsizing (negative z-score) relative to their sector.",
|
|
360
|
+
"seed_alpha_settings": {
|
|
361
|
+
"instrumentType": "EQUITY",
|
|
362
|
+
"region": "USA",
|
|
363
|
+
"universe": "TOP3000",
|
|
364
|
+
"delay": 1,
|
|
365
|
+
"decay": 0,
|
|
366
|
+
"neutralization": "SLOW_AND_FAST",
|
|
367
|
+
"truncation": 0.01,
|
|
368
|
+
"pasteurization": "ON",
|
|
369
|
+
"unitHandling": "VERIFY",
|
|
370
|
+
"nanHandling": "ON",
|
|
371
|
+
"maxTrade": "OFF",
|
|
372
|
+
"language": "FASTEXPR",
|
|
373
|
+
"visualization": false,
|
|
374
|
+
"startDate": "2013-01-20",
|
|
375
|
+
"endDate": "2023-01-20"
|
|
376
|
+
},
|
|
377
|
+
"placeholder_candidates": {
|
|
378
|
+
"<net_ppe_field/>": {
|
|
379
|
+
"type": "data_field",
|
|
380
|
+
"candidates": [
|
|
381
|
+
{
|
|
382
|
+
"id": "mdl219_1_nopatmargin",
|
|
383
|
+
"description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
|
|
300
384
|
},
|
|
301
385
|
{
|
|
302
|
-
"id": "
|
|
303
|
-
"description": "
|
|
386
|
+
"id": "mdl219_1_nnastp",
|
|
387
|
+
"description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
|
|
304
388
|
},
|
|
305
389
|
{
|
|
306
|
-
"id": "
|
|
307
|
-
"description": "
|
|
390
|
+
"id": "fnd28_value_18297a",
|
|
391
|
+
"description": "value of annual field: Trade Receivables - Net"
|
|
308
392
|
},
|
|
309
393
|
{
|
|
310
|
-
"id": "
|
|
311
|
-
"description": "
|
|
394
|
+
"id": "fnd28_wast_value_02513a",
|
|
395
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
312
396
|
},
|
|
313
397
|
{
|
|
314
|
-
"id": "
|
|
315
|
-
"description": "
|
|
398
|
+
"id": "fnd28_wsbsht_value_02513a",
|
|
399
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
316
400
|
},
|
|
317
401
|
{
|
|
318
|
-
"id": "
|
|
319
|
-
"description": "
|
|
402
|
+
"id": "fnd28_value_18297q",
|
|
403
|
+
"description": "value of quarterly field: Trade Receivables - Net"
|
|
320
404
|
},
|
|
321
405
|
{
|
|
322
|
-
"id": "
|
|
323
|
-
"description": "
|
|
406
|
+
"id": "fnd28_wast_value_02507a",
|
|
407
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
324
408
|
},
|
|
325
409
|
{
|
|
326
|
-
"id": "
|
|
327
|
-
"description": "
|
|
410
|
+
"id": "fnd28_wsbsht_value_02507a",
|
|
411
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
328
412
|
},
|
|
329
413
|
{
|
|
330
|
-
"id": "
|
|
331
|
-
"description": "
|
|
414
|
+
"id": "fnd28_wcbshtasseta_value_02501a",
|
|
415
|
+
"description": "value of annual field: Property, Plant & Equipment - Net"
|
|
332
416
|
},
|
|
333
417
|
{
|
|
334
|
-
"id": "
|
|
335
|
-
"description": "
|
|
418
|
+
"id": "fnd3_q_epp_fast_d1",
|
|
419
|
+
"description": "Quarterly Property, Plant & Equipment"
|
|
336
420
|
},
|
|
337
421
|
{
|
|
338
|
-
"id": "
|
|
339
|
-
"description": "
|
|
422
|
+
"id": "fnd3_q_epp",
|
|
423
|
+
"description": "Quarterly Property, Plant & Equipment"
|
|
340
424
|
},
|
|
341
425
|
{
|
|
342
|
-
"id": "
|
|
343
|
-
"description": "
|
|
426
|
+
"id": "fnd3_A_epp",
|
|
427
|
+
"description": "Annual Property, Plant & Equipment"
|
|
344
428
|
},
|
|
345
429
|
{
|
|
346
|
-
"id": "
|
|
347
|
-
"description": "
|
|
430
|
+
"id": "fnd3_a_epp_fast_d1",
|
|
431
|
+
"description": "Annual Property, Plant & Equipment"
|
|
348
432
|
},
|
|
349
433
|
{
|
|
350
|
-
"id": "
|
|
351
|
-
"description": "
|
|
434
|
+
"id": "fnd23_annfvadjfieldsacctadj_ctpa",
|
|
435
|
+
"description": "gross property, plant & equipment."
|
|
352
436
|
},
|
|
353
437
|
{
|
|
354
|
-
"id": "
|
|
355
|
-
"description": "
|
|
438
|
+
"id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
|
|
439
|
+
"description": "gross property, plant & equipment."
|
|
356
440
|
},
|
|
357
441
|
{
|
|
358
|
-
"id": "
|
|
359
|
-
"description": "
|
|
442
|
+
"id": "fnd23_intfvalld1_ctpa",
|
|
443
|
+
"description": "gross property, plant & equipment."
|
|
360
444
|
},
|
|
361
445
|
{
|
|
362
|
-
"id": "
|
|
363
|
-
"description": "
|
|
446
|
+
"id": "fnd23_annfv1a_ctpa",
|
|
447
|
+
"description": "gross property, plant & equipment."
|
|
364
448
|
},
|
|
365
449
|
{
|
|
366
|
-
"id": "
|
|
367
|
-
"description": "
|
|
450
|
+
"id": "fnd23_intfvadjfieldsacctadj_ctpa",
|
|
451
|
+
"description": "gross property, plant & equipment."
|
|
368
452
|
},
|
|
369
453
|
{
|
|
370
|
-
"id": "
|
|
371
|
-
"description": "
|
|
454
|
+
"id": "fnd23_intfvm_ctpa",
|
|
455
|
+
"description": "gross property, plant & equipment."
|
|
372
456
|
},
|
|
373
457
|
{
|
|
374
|
-
"id": "
|
|
375
|
-
"description": "
|
|
458
|
+
"id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
|
|
459
|
+
"description": "Net Fixed Assets"
|
|
376
460
|
},
|
|
377
461
|
{
|
|
378
|
-
"id": "
|
|
379
|
-
"description": "
|
|
462
|
+
"id": "fnd72_bs_net_fix_asset",
|
|
463
|
+
"description": "Net Fixed Assets"
|
|
380
464
|
},
|
|
381
465
|
{
|
|
382
|
-
"id": "
|
|
383
|
-
"description": "
|
|
466
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
|
|
467
|
+
"description": "Net Fixed Assets"
|
|
384
468
|
},
|
|
385
469
|
{
|
|
386
|
-
"id": "
|
|
387
|
-
"description": "
|
|
470
|
+
"id": "fnd72_1_bs_net_fix_asset",
|
|
471
|
+
"description": "Net Fixed Assets"
|
|
388
472
|
},
|
|
389
473
|
{
|
|
390
|
-
"id": "
|
|
391
|
-
"description": "
|
|
474
|
+
"id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
|
|
475
|
+
"description": "Net Fixed Assets"
|
|
392
476
|
},
|
|
393
477
|
{
|
|
394
|
-
"id": "
|
|
395
|
-
"description": "
|
|
478
|
+
"id": "fnd72_s_pit_or_cr_q_net_fix_asset_turn",
|
|
479
|
+
"description": "Financial ratio of net sales to net fixed assets"
|
|
396
480
|
},
|
|
397
481
|
{
|
|
398
|
-
"id": "
|
|
399
|
-
"description": "
|
|
482
|
+
"id": "mdl219_1_nfaldebt",
|
|
483
|
+
"description": "Net fixed assets-to-long-term debt ratio measuring asset coverage."
|
|
400
484
|
},
|
|
401
485
|
{
|
|
402
|
-
"id": "
|
|
403
|
-
"description": "
|
|
486
|
+
"id": "mdl219_2_nfaldebt",
|
|
487
|
+
"description": "Net fixed assets-to-long-term debt ratio measuring asset coverage for the second module."
|
|
404
488
|
},
|
|
405
489
|
{
|
|
406
|
-
"id": "
|
|
407
|
-
"description": "
|
|
490
|
+
"id": "mdl177_global_all_delay_1_nfaldebt",
|
|
491
|
+
"description": "Net Fixed Assets to Long-term Debt: It is defined as the most recent quarterly reported net fixed assets divided by the total long-term debt."
|
|
408
492
|
},
|
|
409
493
|
{
|
|
410
|
-
"id": "
|
|
411
|
-
"description": "
|
|
494
|
+
"id": "mdl177_liquidityriskfactor_nfaldebt_alt",
|
|
495
|
+
"description": "Net Fixed Assets to Long-term Debt : It is defined as the most recent quarterly reported net fixed assets divided by the total long-term debt."
|
|
412
496
|
},
|
|
413
497
|
{
|
|
414
|
-
"id": "
|
|
415
|
-
"description": "
|
|
498
|
+
"id": "fnd23_capex",
|
|
499
|
+
"description": "capital expenditure"
|
|
416
500
|
},
|
|
417
501
|
{
|
|
418
|
-
"id": "
|
|
419
|
-
"description": "
|
|
502
|
+
"id": "fnd3_a_capexgross_fast_d1",
|
|
503
|
+
"description": "Annual Capital Expenditure Payments (Gross)"
|
|
420
504
|
},
|
|
421
505
|
{
|
|
422
|
-
"id": "
|
|
423
|
-
"description": "
|
|
506
|
+
"id": "fnd3_a_capexgross",
|
|
507
|
+
"description": "Annual Capital Expenditure Payments (Gross)"
|
|
424
508
|
},
|
|
425
509
|
{
|
|
426
|
-
"id": "
|
|
427
|
-
"description": "
|
|
510
|
+
"id": "mdl262_capx_compustatdeltapredict_annual_funda_predict",
|
|
511
|
+
"description": "Predict value of Capital Expenditure"
|
|
428
512
|
},
|
|
429
513
|
{
|
|
430
|
-
"id": "
|
|
431
|
-
"description": "
|
|
514
|
+
"id": "mdl262_trkdpitpredictivecapex_prediction",
|
|
515
|
+
"description": "Predict value of Capital Expenditure"
|
|
432
516
|
},
|
|
433
517
|
{
|
|
434
|
-
"id": "
|
|
435
|
-
"description": "
|
|
518
|
+
"id": "fnd3_A_capexgross",
|
|
519
|
+
"description": "Annual Capital Expenditure Payments (Gross)"
|
|
436
520
|
},
|
|
437
521
|
{
|
|
438
|
-
"id": "
|
|
439
|
-
"description": "
|
|
522
|
+
"id": "pv87_capital_expenditure_actual",
|
|
523
|
+
"description": "Capital Expenditure Actual"
|
|
440
524
|
},
|
|
441
525
|
{
|
|
442
|
-
"id": "
|
|
443
|
-
"description": "
|
|
526
|
+
"id": "fnd3_Q_capexgross",
|
|
527
|
+
"description": "Quarterly Capital Expenditure Payments (Gross)"
|
|
444
528
|
}
|
|
445
529
|
]
|
|
446
|
-
}
|
|
447
|
-
|
|
530
|
+
}
|
|
531
|
+
}
|
|
532
|
+
},
|
|
533
|
+
"group_rank(ts_backfill(<ebitda_field/>, 200) / ts_backfill(<net_ppe_field/>, 200), subindustry)": {
|
|
534
|
+
"template_explanation": "Sub-industry ranking of operating cash yield per dollar of net PP&E: identifies operators that sweat their capital base most efficiently, implying either superior technology or asset-utilization that can drive outsized economic profits.",
|
|
535
|
+
"seed_alpha_settings": {
|
|
536
|
+
"instrumentType": "EQUITY",
|
|
537
|
+
"region": "USA",
|
|
538
|
+
"universe": "TOP3000",
|
|
539
|
+
"delay": 1,
|
|
540
|
+
"decay": 0,
|
|
541
|
+
"neutralization": "SLOW_AND_FAST",
|
|
542
|
+
"truncation": 0.01,
|
|
543
|
+
"pasteurization": "ON",
|
|
544
|
+
"unitHandling": "VERIFY",
|
|
545
|
+
"nanHandling": "ON",
|
|
546
|
+
"maxTrade": "OFF",
|
|
547
|
+
"language": "FASTEXPR",
|
|
548
|
+
"visualization": false,
|
|
549
|
+
"startDate": "2013-01-20",
|
|
550
|
+
"endDate": "2023-01-20"
|
|
551
|
+
},
|
|
552
|
+
"placeholder_candidates": {
|
|
553
|
+
"<ebitda_field/>": {
|
|
448
554
|
"type": "data_field",
|
|
449
555
|
"candidates": [
|
|
450
556
|
{
|
|
451
|
-
"id": "
|
|
452
|
-
"description": "
|
|
557
|
+
"id": "ebitda",
|
|
558
|
+
"description": "Earnings Before Interest"
|
|
453
559
|
},
|
|
454
560
|
{
|
|
455
|
-
"id": "
|
|
456
|
-
"description": "
|
|
561
|
+
"id": "ebitda_reported_value",
|
|
562
|
+
"description": "EBITDA value for the quarter."
|
|
457
563
|
},
|
|
458
564
|
{
|
|
459
|
-
"id": "
|
|
460
|
-
"description": "
|
|
565
|
+
"id": "ebitda_per_share_trailing_twelve_months",
|
|
566
|
+
"description": "EBITDA per share for the trailing twelve months."
|
|
461
567
|
},
|
|
462
568
|
{
|
|
463
|
-
"id": "
|
|
464
|
-
"description": "
|
|
569
|
+
"id": "mdl38_rel_val_ev_ebitda",
|
|
570
|
+
"description": "Global-relative (1-100) EV/EBITDA Rank"
|
|
465
571
|
},
|
|
466
572
|
{
|
|
467
|
-
"id": "
|
|
468
|
-
"description": "
|
|
573
|
+
"id": "mdl38_v14_rel_val_ev_ebitda",
|
|
574
|
+
"description": "Global-relative (1-100) EV/EBITDA Rank"
|
|
469
575
|
},
|
|
470
576
|
{
|
|
471
|
-
"id": "
|
|
472
|
-
"description": "
|
|
577
|
+
"id": "ev_to_ebitda_component_rank",
|
|
578
|
+
"description": "Global-relative rank for the enterprise value to EBITDA ratio component."
|
|
473
579
|
},
|
|
474
580
|
{
|
|
475
|
-
"id": "
|
|
476
|
-
"description": "
|
|
581
|
+
"id": "ev_ebitda_relative_score_main",
|
|
582
|
+
"description": "Relative ranking score for the enterprise value to EBITDA ratio component."
|
|
477
583
|
},
|
|
478
584
|
{
|
|
479
|
-
"id": "
|
|
480
|
-
"description": "
|
|
585
|
+
"id": "ebitda_annual",
|
|
586
|
+
"description": "Earnings before interest, taxes, depreciation, and amortization for the most recent fiscal year."
|
|
481
587
|
},
|
|
482
588
|
{
|
|
483
|
-
"id": "
|
|
484
|
-
"description": "
|
|
589
|
+
"id": "ev_ebitda_relative_score_float",
|
|
590
|
+
"description": "Relative ranking score for the enterprise value to EBITDA ratio component (float type)."
|
|
485
591
|
},
|
|
486
592
|
{
|
|
487
|
-
"id": "
|
|
488
|
-
"description": "
|
|
593
|
+
"id": "fnd3_A_ope_cf",
|
|
594
|
+
"description": "Annual Operating Cash Flow"
|
|
489
595
|
},
|
|
490
596
|
{
|
|
491
|
-
"id": "
|
|
492
|
-
"description": "
|
|
597
|
+
"id": "fnd3_a_ope_cf",
|
|
598
|
+
"description": "Annual Operating Cash Flow"
|
|
493
599
|
},
|
|
494
600
|
{
|
|
495
|
-
"id": "
|
|
496
|
-
"description": "
|
|
601
|
+
"id": "fnd3_q_ope_cf_fast_d1",
|
|
602
|
+
"description": "Quarterly Operating Cash Flow"
|
|
497
603
|
},
|
|
498
604
|
{
|
|
499
|
-
"id": "
|
|
500
|
-
"description": "
|
|
605
|
+
"id": "fnd3_a_ope_cf_fast_d1",
|
|
606
|
+
"description": "Annual Operating Cash Flow"
|
|
501
607
|
},
|
|
502
608
|
{
|
|
503
|
-
"id": "
|
|
504
|
-
"description": "
|
|
609
|
+
"id": "fnd3_q_ope_cf",
|
|
610
|
+
"description": "Quarterly Operating Cash Flow"
|
|
505
611
|
},
|
|
506
612
|
{
|
|
507
|
-
"id": "
|
|
508
|
-
"description": "
|
|
613
|
+
"id": "fnd3_Q_ope_cf",
|
|
614
|
+
"description": "Quarterly Operating Cash Flow"
|
|
509
615
|
},
|
|
510
616
|
{
|
|
511
|
-
"id": "
|
|
512
|
-
"description": "
|
|
617
|
+
"id": "mdl109_matrix_cfoyld",
|
|
618
|
+
"description": "Operating cash flow yield"
|
|
513
619
|
},
|
|
514
620
|
{
|
|
515
|
-
"id": "
|
|
516
|
-
"description": "
|
|
621
|
+
"id": "mdl219_1_ocfmargin",
|
|
622
|
+
"description": "Operating cash flow margin calculated as operating cash flow divided by sales."
|
|
517
623
|
},
|
|
518
624
|
{
|
|
519
|
-
"id": "
|
|
520
|
-
"description": "
|
|
625
|
+
"id": "mdl109_matrix_cfoyld_fy1",
|
|
626
|
+
"description": "Operating cash flow yield, FY1"
|
|
521
627
|
},
|
|
522
628
|
{
|
|
523
|
-
"id": "
|
|
524
|
-
"description": "
|
|
629
|
+
"id": "mdl177_fa_ocfratio",
|
|
630
|
+
"description": "Operating Cash Flow Ratio"
|
|
525
631
|
},
|
|
526
632
|
{
|
|
527
|
-
"id": "
|
|
528
|
-
"description": "
|
|
633
|
+
"id": "fnd28_a_value_08381",
|
|
634
|
+
"description": "value of field: Cash Earnings Return on Equity"
|
|
529
635
|
},
|
|
530
636
|
{
|
|
531
|
-
"id": "
|
|
532
|
-
"description": "
|
|
637
|
+
"id": "mdl177_2_sensitivityfactor400_ceroe",
|
|
638
|
+
"description": "Cash Earnings Return On Equity"
|
|
639
|
+
},
|
|
640
|
+
{
|
|
641
|
+
"id": "mdl177_sensitivityfactor_ceroe",
|
|
642
|
+
"description": "Cash Earnings Return On Equity"
|
|
643
|
+
},
|
|
644
|
+
{
|
|
645
|
+
"id": "cash_earnings_return_on_equity",
|
|
646
|
+
"description": "Cash Earnings Return On Equity"
|
|
647
|
+
},
|
|
648
|
+
{
|
|
649
|
+
"id": "mdl177_2_globaldevnorthamericasensitivityfactor_ceroe",
|
|
650
|
+
"description": "Cash Earnings Return On Equity"
|
|
533
651
|
},
|
|
534
652
|
{
|
|
535
|
-
"id": "
|
|
536
|
-
"description": "
|
|
653
|
+
"id": "mdl177_sensitivityfactor3_ceroe",
|
|
654
|
+
"description": "Cash Earnings Return On Equity"
|
|
537
655
|
},
|
|
538
656
|
{
|
|
539
|
-
"id": "
|
|
540
|
-
"description": "
|
|
657
|
+
"id": "fnd28_annualprof_value_08381a",
|
|
658
|
+
"description": "value of annual field: Cash Earnings Return on Equity"
|
|
541
659
|
},
|
|
542
660
|
{
|
|
543
|
-
"id": "
|
|
544
|
-
"description": "
|
|
661
|
+
"id": "fnd28_annualprofq_value_08381q",
|
|
662
|
+
"description": "value of quarterly field: Cash Earnings Return on Equity"
|
|
545
663
|
},
|
|
546
664
|
{
|
|
547
|
-
"id": "
|
|
548
|
-
"description": "
|
|
665
|
+
"id": "fnd28_pftlta_value_08381a",
|
|
666
|
+
"description": "value of annual field: Cash Earnings Return on Equity"
|
|
549
667
|
},
|
|
550
668
|
{
|
|
551
|
-
"id": "
|
|
552
|
-
"description": "
|
|
669
|
+
"id": "fnd65_allcap_sedol_chg3yocfast",
|
|
670
|
+
"description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets."
|
|
553
671
|
},
|
|
554
672
|
{
|
|
555
|
-
"id": "
|
|
556
|
-
"description": "
|
|
673
|
+
"id": "mdl230_us5000_cusip_chg3yocfast",
|
|
674
|
+
"description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets."
|
|
557
675
|
},
|
|
558
676
|
{
|
|
559
|
-
"id": "
|
|
560
|
-
"description": "
|
|
677
|
+
"id": "mdl230_totalcap_cusip_pctchg3yocf",
|
|
678
|
+
"description": "It is defined as the percent change in a stock's most recent trailing 12-month operating cash flow per share (OCF) compared to its OCF 12 quarters ago."
|
|
561
679
|
},
|
|
562
680
|
{
|
|
563
|
-
"id": "
|
|
564
|
-
"description": "
|
|
681
|
+
"id": "fnd65_totalcap_cusip_chg3yocfast",
|
|
682
|
+
"description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets."
|
|
565
683
|
},
|
|
566
684
|
{
|
|
567
|
-
"id": "
|
|
568
|
-
"description": "
|
|
685
|
+
"id": "fnd65_us5000_cusip_chg3yocfast",
|
|
686
|
+
"description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets."
|
|
569
687
|
},
|
|
570
688
|
{
|
|
571
|
-
"id": "
|
|
572
|
-
"description": "
|
|
689
|
+
"id": "mdl230_allcap_sedol_chg3yocfast",
|
|
690
|
+
"description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets."
|
|
573
691
|
},
|
|
574
692
|
{
|
|
575
|
-
"id": "
|
|
576
|
-
"description": "
|
|
693
|
+
"id": "mdl230_totalcap_cusip_chg3yocfast",
|
|
694
|
+
"description": "It is defined as the most recently reported trailing 12-month operating cash flow (OCF) minus the OCF 12 quarters ago deflated by the average total assets."
|
|
577
695
|
},
|
|
578
696
|
{
|
|
579
|
-
"id": "
|
|
580
|
-
"description": "
|
|
697
|
+
"id": "mdl230_totalcap_cusip_pctchgocf",
|
|
698
|
+
"description": "It is defined as the percent change of a stock's most recent trailing 12-month operating cash flow per share (OCF) as compared to the OCF 4 quarters ago."
|
|
581
699
|
},
|
|
582
700
|
{
|
|
583
|
-
"id": "
|
|
584
|
-
"description": "
|
|
701
|
+
"id": "mdl230_us5000_cusip_pctchgocf",
|
|
702
|
+
"description": "It is defined as the percent change of a stock's most recent trailing 12-month operating cash flow per share (OCF) as compared to the OCF 4 quarters ago."
|
|
585
703
|
},
|
|
586
704
|
{
|
|
587
|
-
"id": "
|
|
588
|
-
"description": "
|
|
705
|
+
"id": "mdl230_allcap_sedol_pctchgocf",
|
|
706
|
+
"description": "It is defined as the percent change of a stock's most recent trailing 12-month operating cash flow per share (OCF) as compared to the OCF 4 quarters ago."
|
|
589
707
|
},
|
|
590
708
|
{
|
|
591
|
-
"id": "
|
|
592
|
-
"description": "
|
|
709
|
+
"id": "ebit",
|
|
710
|
+
"description": "Earnings Before Interest and Taxes"
|
|
593
711
|
},
|
|
594
712
|
{
|
|
595
|
-
"id": "
|
|
596
|
-
"description": "
|
|
713
|
+
"id": "fnd2_ebitdm",
|
|
714
|
+
"description": "EBIT, Domestic"
|
|
597
715
|
},
|
|
598
716
|
{
|
|
599
|
-
"id": "
|
|
600
|
-
"description": "
|
|
717
|
+
"id": "fnd2_ebitfr",
|
|
718
|
+
"description": "EBIT, Foreign"
|
|
601
719
|
},
|
|
602
720
|
{
|
|
603
|
-
"id": "
|
|
604
|
-
"description": "
|
|
721
|
+
"id": "fnd13_sbit",
|
|
722
|
+
"description": "Normalized EBIT"
|
|
605
723
|
},
|
|
606
724
|
{
|
|
607
|
-
"id": "
|
|
608
|
-
"description": "
|
|
725
|
+
"id": "fnd23_icsm_m_tibs",
|
|
726
|
+
"description": "[Quarterly] Normalized EBIT"
|
|
609
727
|
},
|
|
610
728
|
{
|
|
611
|
-
"id": "
|
|
612
|
-
"description": "
|
|
729
|
+
"id": "ebit_trailing_twelve_months",
|
|
730
|
+
"description": "Earnings before interest and taxes for the trailing twelve months."
|
|
731
|
+
}
|
|
732
|
+
]
|
|
733
|
+
},
|
|
734
|
+
"<net_ppe_field/>": {
|
|
735
|
+
"type": "data_field",
|
|
736
|
+
"candidates": [
|
|
737
|
+
{
|
|
738
|
+
"id": "fnd13_balancesheetq_nppa",
|
|
739
|
+
"description": "Property/Plant/Equipment, Total - Net"
|
|
613
740
|
},
|
|
614
741
|
{
|
|
615
|
-
"id": "
|
|
616
|
-
"description": "
|
|
742
|
+
"id": "fnd13_rkdbalancesheetq_nppa",
|
|
743
|
+
"description": "Property/Plant/Equipment, Total - Net"
|
|
617
744
|
},
|
|
618
745
|
{
|
|
619
|
-
"id": "
|
|
620
|
-
"description": "
|
|
746
|
+
"id": "fnd13_aptc",
|
|
747
|
+
"description": "Property/Plant/Equipment, Total - Gross"
|
|
621
748
|
},
|
|
622
749
|
{
|
|
623
|
-
"id": "
|
|
624
|
-
"description": "
|
|
750
|
+
"id": "fnd7_ointfund_qtnepp",
|
|
751
|
+
"description": "Quarterly Fundamental Item: Property, Plant, and Equipment - Total (Net)"
|
|
625
752
|
},
|
|
626
753
|
{
|
|
627
|
-
"id": "
|
|
628
|
-
"description": "
|
|
754
|
+
"id": "pv20_q_1_ard_property_plant_equip_net",
|
|
755
|
+
"description": "ARD Property Plant & Equipment - Net"
|
|
629
756
|
},
|
|
630
757
|
{
|
|
631
|
-
"id": "
|
|
632
|
-
"description": "
|
|
758
|
+
"id": "fnd23_intfvalld1_nppa",
|
|
759
|
+
"description": "net property, plant and equipment."
|
|
633
760
|
},
|
|
634
761
|
{
|
|
635
|
-
"id": "
|
|
636
|
-
"description": "
|
|
762
|
+
"id": "fnd23_nppv",
|
|
763
|
+
"description": "Other Property/Plant/Equipment - Net"
|
|
637
764
|
},
|
|
638
765
|
{
|
|
639
|
-
"id": "
|
|
640
|
-
"description": "
|
|
766
|
+
"id": "fnd23_annfv1a_nppa",
|
|
767
|
+
"description": "net property, plant and equipment."
|
|
641
768
|
},
|
|
642
769
|
{
|
|
643
|
-
"id": "
|
|
644
|
-
"description": "
|
|
770
|
+
"id": "fnd23_annfvadjfieldsacctadj_dlo_nppa",
|
|
771
|
+
"description": "net property, plant and equipment."
|
|
645
772
|
},
|
|
646
773
|
{
|
|
647
|
-
"id": "
|
|
648
|
-
"description": "
|
|
774
|
+
"id": "fnd23_intfvm_nppa",
|
|
775
|
+
"description": "net property, plant and equipment."
|
|
649
776
|
},
|
|
650
777
|
{
|
|
651
|
-
"id": "
|
|
652
|
-
"description": "
|
|
778
|
+
"id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
|
|
779
|
+
"description": "Net Fixed Assets"
|
|
653
780
|
},
|
|
654
781
|
{
|
|
655
|
-
"id": "
|
|
656
|
-
"description": "
|
|
782
|
+
"id": "fnd72_bs_net_fix_asset",
|
|
783
|
+
"description": "Net Fixed Assets"
|
|
657
784
|
},
|
|
658
785
|
{
|
|
659
|
-
"id": "
|
|
660
|
-
"description": "
|
|
786
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
|
|
787
|
+
"description": "Net Fixed Assets"
|
|
661
788
|
},
|
|
662
789
|
{
|
|
663
|
-
"id": "
|
|
664
|
-
"description": "
|
|
790
|
+
"id": "fnd72_1_bs_net_fix_asset",
|
|
791
|
+
"description": "Net Fixed Assets"
|
|
665
792
|
},
|
|
666
793
|
{
|
|
667
|
-
"id": "
|
|
668
|
-
"description": "
|
|
794
|
+
"id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
|
|
795
|
+
"description": "Net Fixed Assets"
|
|
669
796
|
},
|
|
670
797
|
{
|
|
671
|
-
"id": "
|
|
672
|
-
"description": "
|
|
798
|
+
"id": "fnd72_s_pit_or_cr_q_net_fix_asset_turn",
|
|
799
|
+
"description": "Financial ratio of net sales to net fixed assets"
|
|
673
800
|
},
|
|
674
801
|
{
|
|
675
|
-
"id": "
|
|
676
|
-
"description": "
|
|
802
|
+
"id": "mdl219_1_nfaldebt",
|
|
803
|
+
"description": "Net fixed assets-to-long-term debt ratio measuring asset coverage."
|
|
677
804
|
},
|
|
678
805
|
{
|
|
679
|
-
"id": "
|
|
680
|
-
"description": "
|
|
806
|
+
"id": "mdl219_2_nfaldebt",
|
|
807
|
+
"description": "Net fixed assets-to-long-term debt ratio measuring asset coverage for the second module."
|
|
681
808
|
},
|
|
682
809
|
{
|
|
683
|
-
"id": "
|
|
684
|
-
"description": "
|
|
810
|
+
"id": "mdl177_global_all_delay_1_nfaldebt",
|
|
811
|
+
"description": "Net Fixed Assets to Long-term Debt: It is defined as the most recent quarterly reported net fixed assets divided by the total long-term debt."
|
|
685
812
|
},
|
|
686
813
|
{
|
|
687
|
-
"id": "
|
|
688
|
-
"description": "
|
|
814
|
+
"id": "mdl177_liquidityriskfactor_nfaldebt_alt",
|
|
815
|
+
"description": "Net Fixed Assets to Long-term Debt : It is defined as the most recent quarterly reported net fixed assets divided by the total long-term debt."
|
|
689
816
|
},
|
|
690
817
|
{
|
|
691
|
-
"id": "
|
|
692
|
-
"description": "
|
|
818
|
+
"id": "rsk62_beta_1_100_pb",
|
|
819
|
+
"description": "book value"
|
|
693
820
|
},
|
|
694
821
|
{
|
|
695
|
-
"id": "
|
|
696
|
-
"description": "
|
|
822
|
+
"id": "rsk62_beta_factor_1_100_pb",
|
|
823
|
+
"description": "book value"
|
|
697
824
|
},
|
|
698
825
|
{
|
|
699
|
-
"id": "
|
|
700
|
-
"description": "
|
|
826
|
+
"id": "rsk62_risk_backfill_pb",
|
|
827
|
+
"description": "book value"
|
|
701
828
|
},
|
|
702
829
|
{
|
|
703
|
-
"id": "
|
|
704
|
-
"description": "
|
|
830
|
+
"id": "rsk62_beta_factor_5_100_pb",
|
|
831
|
+
"description": "book value"
|
|
705
832
|
},
|
|
706
833
|
{
|
|
707
|
-
"id": "
|
|
708
|
-
"description": "
|
|
834
|
+
"id": "rsk62_risk_pb",
|
|
835
|
+
"description": "book value"
|
|
709
836
|
},
|
|
710
837
|
{
|
|
711
|
-
"id": "
|
|
712
|
-
"description": "
|
|
838
|
+
"id": "rsk62_beta_5_100_pb",
|
|
839
|
+
"description": "book value"
|
|
713
840
|
},
|
|
714
841
|
{
|
|
715
|
-
"id": "
|
|
716
|
-
"description": "
|
|
842
|
+
"id": "rsk62_id_pb",
|
|
843
|
+
"description": "Date Index of book value"
|
|
717
844
|
},
|
|
718
845
|
{
|
|
719
|
-
"id": "
|
|
720
|
-
"description": "
|
|
846
|
+
"id": "mdl219_1_pb",
|
|
847
|
+
"description": "Book-to-market ratio calculated as book value divided by market price."
|
|
721
848
|
},
|
|
722
849
|
{
|
|
723
|
-
"id": "
|
|
724
|
-
"description": "
|
|
850
|
+
"id": "oth432_bkvlps_compustatdeltapredict_annual_funda_predict",
|
|
851
|
+
"description": "Predicted value of book value per share"
|
|
725
852
|
},
|
|
726
853
|
{
|
|
727
|
-
"id": "
|
|
728
|
-
"description": "
|
|
854
|
+
"id": "oth496_ff_tang_assets_debt",
|
|
855
|
+
"description": "Tangible assets to debt"
|
|
729
856
|
},
|
|
730
857
|
{
|
|
731
|
-
"id": "
|
|
732
|
-
"description": "
|
|
858
|
+
"id": "accumulated_depreciation_2",
|
|
859
|
+
"description": "Total depreciation accumulated on tangible assets to date."
|
|
733
860
|
},
|
|
734
861
|
{
|
|
735
|
-
"id": "
|
|
736
|
-
"description": "
|
|
862
|
+
"id": "fnd72_s_pit_or_cr_q_tce_ratio",
|
|
863
|
+
"description": "Measure of financial strength which shows the tangible value of equity as a percentage of tangible assets"
|
|
737
864
|
},
|
|
738
865
|
{
|
|
739
|
-
"id": "
|
|
740
|
-
"description": "
|
|
866
|
+
"id": "assets",
|
|
867
|
+
"description": "Assets - Total"
|
|
741
868
|
},
|
|
742
869
|
{
|
|
743
|
-
"id": "
|
|
744
|
-
"description": "
|
|
870
|
+
"id": "fnd72_s_pit_or_cr_q_px_to_tang_bv_per_sh",
|
|
871
|
+
"description": "Also known as Price to Net Tangible Assets per Share, ratio of the stock price to the tangible book value per share"
|
|
745
872
|
},
|
|
746
873
|
{
|
|
747
|
-
"id": "
|
|
748
|
-
"description": "Net
|
|
874
|
+
"id": "fnd72_s_pit_or_cr_q_tangible_common_equity",
|
|
875
|
+
"description": "Also known as Net Tangible Assets, measures the company's common equity by adjusting the share capital, additional paid-in capital, and retained earnings by the amount of intangible assets disclosed by the company"
|
|
749
876
|
},
|
|
750
877
|
{
|
|
751
|
-
"id": "
|
|
752
|
-
"description": "
|
|
878
|
+
"id": "mdl313_iai",
|
|
879
|
+
"description": "Intangible Asset Intensity Score"
|
|
753
880
|
},
|
|
754
881
|
{
|
|
755
|
-
"id": "
|
|
756
|
-
"description": "
|
|
882
|
+
"id": "mdl313_us_iai",
|
|
883
|
+
"description": "Intangible Asset Intensity Score"
|
|
757
884
|
},
|
|
758
885
|
{
|
|
759
|
-
"id": "
|
|
760
|
-
"description": "
|
|
886
|
+
"id": "mdl313_ico",
|
|
887
|
+
"description": "Organizational Capital Intensity Score"
|
|
761
888
|
},
|
|
762
889
|
{
|
|
763
|
-
"id": "
|
|
764
|
-
"description": "
|
|
890
|
+
"id": "mdl313_us_ico",
|
|
891
|
+
"description": "Organizational Capital Intensity Score"
|
|
765
892
|
}
|
|
766
893
|
]
|
|
767
894
|
}
|
|
768
895
|
}
|
|
769
896
|
},
|
|
770
|
-
"
|
|
771
|
-
"template_explanation": "
|
|
897
|
+
"ts_rank(ts_backfill(<gross_ppe_field/>, 200) / ts_backfill(<accum_depr_field/>, 200), 252)": {
|
|
898
|
+
"template_explanation": "Vintage-adjusted capital-stock age proxy (gross / accumulated depreciation) ranked through time: firms with younger capital (high rank) should face lower maintenance costs and higher productivity, offering a relative edge as input prices or rates rise.",
|
|
772
899
|
"seed_alpha_settings": {
|
|
773
900
|
"instrumentType": "EQUITY",
|
|
774
901
|
"region": "USA",
|
|
775
|
-
"universe": "
|
|
902
|
+
"universe": "TOP3000",
|
|
776
903
|
"delay": 1,
|
|
777
904
|
"decay": 0,
|
|
778
905
|
"neutralization": "SLOW_AND_FAST",
|
|
@@ -787,2101 +914,870 @@
|
|
|
787
914
|
"endDate": "2023-01-20"
|
|
788
915
|
},
|
|
789
916
|
"placeholder_candidates": {
|
|
790
|
-
"<
|
|
917
|
+
"<gross_ppe_field/>": {
|
|
791
918
|
"type": "data_field",
|
|
792
919
|
"candidates": [
|
|
793
920
|
{
|
|
794
|
-
"id": "
|
|
795
|
-
"description": "
|
|
796
|
-
},
|
|
797
|
-
{
|
|
798
|
-
"id": "anl4_rd_exp_flag",
|
|
799
|
-
"description": "Research and Development Expense - forecast type (revision/new/...)"
|
|
800
|
-
},
|
|
801
|
-
{
|
|
802
|
-
"id": "max_research_development_expense_guidance",
|
|
803
|
-
"description": "The maximum guidance value for Research and Development Expense."
|
|
804
|
-
},
|
|
805
|
-
{
|
|
806
|
-
"id": "research_development_max_guidance",
|
|
807
|
-
"description": "The maximum guidance value for Research and Development Expense on an annual basis."
|
|
808
|
-
},
|
|
809
|
-
{
|
|
810
|
-
"id": "research_development_expense",
|
|
811
|
-
"description": "Research & Development Expense - Actual Value (Annual)"
|
|
812
|
-
},
|
|
813
|
-
{
|
|
814
|
-
"id": "research_development_expense_reported_value",
|
|
815
|
-
"description": "Research & Development (Income Statement) Value in Millions"
|
|
816
|
-
},
|
|
817
|
-
{
|
|
818
|
-
"id": "min_research_development_expense_guidance",
|
|
819
|
-
"description": "Minimum guidance value for Research & Development Expense"
|
|
921
|
+
"id": "fnd13_statementq_prgs",
|
|
922
|
+
"description": "Gross Profit"
|
|
820
923
|
},
|
|
821
924
|
{
|
|
822
|
-
"id": "
|
|
823
|
-
"description": "
|
|
925
|
+
"id": "fnd13_rkdincomestatementq_prgs",
|
|
926
|
+
"description": "Gross Profit"
|
|
824
927
|
},
|
|
825
928
|
{
|
|
826
|
-
"id": "
|
|
827
|
-
"description": "
|
|
929
|
+
"id": "fnd13_aing",
|
|
930
|
+
"description": "Intangibles - Gross"
|
|
828
931
|
},
|
|
829
932
|
{
|
|
830
|
-
"id": "
|
|
831
|
-
"description": "
|
|
933
|
+
"id": "rsk62_beta_5_100_margin",
|
|
934
|
+
"description": "gross margin"
|
|
832
935
|
},
|
|
833
936
|
{
|
|
834
|
-
"id": "
|
|
835
|
-
"description": "
|
|
937
|
+
"id": "rsk62_beta_1_100_margin",
|
|
938
|
+
"description": "gross margin"
|
|
836
939
|
},
|
|
837
940
|
{
|
|
838
|
-
"id": "
|
|
839
|
-
"description": "
|
|
941
|
+
"id": "rsk62_beta_factor_5_100_margin",
|
|
942
|
+
"description": "gross margin"
|
|
840
943
|
},
|
|
841
944
|
{
|
|
842
|
-
"id": "
|
|
843
|
-
"description": "
|
|
945
|
+
"id": "rsk62_risk_backfill_margin",
|
|
946
|
+
"description": "gross margin"
|
|
844
947
|
},
|
|
845
948
|
{
|
|
846
|
-
"id": "
|
|
847
|
-
"description": "
|
|
949
|
+
"id": "rsk62_beta_factor_1_100_margin",
|
|
950
|
+
"description": "gross margin"
|
|
848
951
|
},
|
|
849
952
|
{
|
|
850
|
-
"id": "
|
|
851
|
-
"description": "
|
|
953
|
+
"id": "rsk62_risk_margin",
|
|
954
|
+
"description": "gross margin"
|
|
852
955
|
},
|
|
853
956
|
{
|
|
854
|
-
"id": "
|
|
855
|
-
"description": "
|
|
957
|
+
"id": "fnd23_intfvmalld1_verr",
|
|
958
|
+
"description": "gross revenue."
|
|
856
959
|
},
|
|
857
960
|
{
|
|
858
|
-
"id": "
|
|
859
|
-
"description": "
|
|
961
|
+
"id": "fnd23_annfvadjfieldsacctadj_ctpa",
|
|
962
|
+
"description": "gross property, plant & equipment."
|
|
860
963
|
},
|
|
861
964
|
{
|
|
862
|
-
"id": "
|
|
863
|
-
"description": "
|
|
965
|
+
"id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
|
|
966
|
+
"description": "gross property, plant & equipment."
|
|
864
967
|
},
|
|
865
968
|
{
|
|
866
|
-
"id": "
|
|
867
|
-
"description": "
|
|
969
|
+
"id": "fnd23_intfvalld1_ctpa",
|
|
970
|
+
"description": "gross property, plant & equipment."
|
|
868
971
|
},
|
|
869
972
|
{
|
|
870
|
-
"id": "
|
|
871
|
-
"description": "
|
|
973
|
+
"id": "fnd23_annfv1a_ctpa",
|
|
974
|
+
"description": "gross property, plant & equipment."
|
|
872
975
|
},
|
|
873
976
|
{
|
|
874
|
-
"id": "
|
|
875
|
-
"description": "
|
|
977
|
+
"id": "fnd23_intfvadjfieldsacctadj_ctpa",
|
|
978
|
+
"description": "gross property, plant & equipment."
|
|
876
979
|
},
|
|
877
980
|
{
|
|
878
|
-
"id": "
|
|
879
|
-
"description": "
|
|
981
|
+
"id": "fnd23_intfvm_ctpa",
|
|
982
|
+
"description": "gross property, plant & equipment."
|
|
880
983
|
},
|
|
881
984
|
{
|
|
882
|
-
"id": "
|
|
883
|
-
"description": "
|
|
985
|
+
"id": "fnd23_annfvadjfieldsacctadj_dlo_ctpa",
|
|
986
|
+
"description": "gross property, plant & equipment."
|
|
884
987
|
},
|
|
885
988
|
{
|
|
886
|
-
"id": "
|
|
887
|
-
"description": "
|
|
989
|
+
"id": "fnd23_blsmvb_ctpa",
|
|
990
|
+
"description": "gross property, plant & equipment."
|
|
888
991
|
},
|
|
889
992
|
{
|
|
890
|
-
"id": "
|
|
891
|
-
"description": "
|
|
993
|
+
"id": "fnd23_intfvmalld1_ctpa",
|
|
994
|
+
"description": "gross property, plant & equipment."
|
|
892
995
|
},
|
|
893
996
|
{
|
|
894
|
-
"id": "
|
|
895
|
-
"description": "
|
|
997
|
+
"id": "mdl219_1_nopatmargin",
|
|
998
|
+
"description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
|
|
896
999
|
},
|
|
897
1000
|
{
|
|
898
|
-
"id": "
|
|
899
|
-
"description": "
|
|
1001
|
+
"id": "mdl219_1_nnastp",
|
|
1002
|
+
"description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
|
|
900
1003
|
},
|
|
901
1004
|
{
|
|
902
|
-
"id": "
|
|
903
|
-
"description": "
|
|
1005
|
+
"id": "fnd28_value_18297a",
|
|
1006
|
+
"description": "value of annual field: Trade Receivables - Net"
|
|
904
1007
|
},
|
|
905
1008
|
{
|
|
906
|
-
"id": "
|
|
907
|
-
"description": "
|
|
1009
|
+
"id": "fnd28_wast_value_02513a",
|
|
1010
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
908
1011
|
},
|
|
909
1012
|
{
|
|
910
|
-
"id": "
|
|
911
|
-
"description": "
|
|
1013
|
+
"id": "fnd28_wsbsht_value_02513a",
|
|
1014
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
912
1015
|
},
|
|
913
1016
|
{
|
|
914
|
-
"id": "
|
|
915
|
-
"description": "
|
|
1017
|
+
"id": "fnd28_value_18297q",
|
|
1018
|
+
"description": "value of quarterly field: Trade Receivables - Net"
|
|
916
1019
|
},
|
|
917
1020
|
{
|
|
918
|
-
"id": "
|
|
919
|
-
"description": "
|
|
1021
|
+
"id": "fnd28_wast_value_02507a",
|
|
1022
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
920
1023
|
},
|
|
921
1024
|
{
|
|
922
|
-
"id": "
|
|
923
|
-
"description": "
|
|
1025
|
+
"id": "fnd28_wsbsht_value_02507a",
|
|
1026
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
924
1027
|
},
|
|
925
1028
|
{
|
|
926
|
-
"id": "
|
|
927
|
-
"description": "
|
|
1029
|
+
"id": "fnd28_wcbshtasseta_value_02501a",
|
|
1030
|
+
"description": "value of annual field: Property, Plant & Equipment - Net"
|
|
928
1031
|
},
|
|
929
1032
|
{
|
|
930
|
-
"id": "
|
|
931
|
-
"description": "
|
|
1033
|
+
"id": "fnd23_intfvalld1_xecs",
|
|
1034
|
+
"description": "capital expenditures."
|
|
932
1035
|
},
|
|
933
1036
|
{
|
|
934
|
-
"id": "
|
|
935
|
-
"description": "
|
|
1037
|
+
"id": "fnd23_intfvm_xecs",
|
|
1038
|
+
"description": "capital expenditures."
|
|
936
1039
|
},
|
|
937
1040
|
{
|
|
938
|
-
"id": "
|
|
939
|
-
"description": "
|
|
1041
|
+
"id": "short_term_contracts_executed",
|
|
1042
|
+
"description": "capital expenditures."
|
|
940
1043
|
},
|
|
941
1044
|
{
|
|
942
|
-
"id": "
|
|
943
|
-
"description": "
|
|
1045
|
+
"id": "fnd23_intfvmalld1_xecs",
|
|
1046
|
+
"description": "capital expenditures."
|
|
944
1047
|
},
|
|
945
1048
|
{
|
|
946
|
-
"id": "
|
|
947
|
-
"description": "
|
|
1049
|
+
"id": "fnd23_annfv1a_xecs",
|
|
1050
|
+
"description": "capital expenditures."
|
|
948
1051
|
},
|
|
949
1052
|
{
|
|
950
|
-
"id": "
|
|
951
|
-
"description": "
|
|
1053
|
+
"id": "fnd23_annfvmfm2_xecs",
|
|
1054
|
+
"description": "capital expenditures."
|
|
952
1055
|
},
|
|
953
1056
|
{
|
|
954
|
-
"id": "
|
|
955
|
-
"description": "
|
|
1057
|
+
"id": "fnd23_cf_mvb_xecs",
|
|
1058
|
+
"description": "capital expenditures."
|
|
956
1059
|
},
|
|
957
1060
|
{
|
|
958
|
-
"id": "
|
|
959
|
-
"description": "
|
|
1061
|
+
"id": "fnd23_cf_m_xecs",
|
|
1062
|
+
"description": "[Quarterly] Capital Expenditures"
|
|
960
1063
|
},
|
|
961
1064
|
{
|
|
962
|
-
"id": "
|
|
963
|
-
"description": "
|
|
1065
|
+
"id": "fnd23_cf_m_xeci",
|
|
1066
|
+
"description": "[Quarterly] Capital Expenditures"
|
|
964
1067
|
},
|
|
965
1068
|
{
|
|
966
|
-
"id": "
|
|
967
|
-
"description": "
|
|
1069
|
+
"id": "mdl262_sgpp_trkdpitdeltapredict_funda_predict",
|
|
1070
|
+
"description": "Predict value of Gross Margin"
|
|
968
1071
|
},
|
|
969
1072
|
{
|
|
970
|
-
"id": "
|
|
971
|
-
"description": "
|
|
972
|
-
}
|
|
973
|
-
|
|
974
|
-
|
|
975
|
-
|
|
976
|
-
|
|
977
|
-
|
|
978
|
-
"id": "est_12m_net_lowerednum_1mth",
|
|
979
|
-
"description": "Count of unique IDs of industry participants. Industry stands for an aggregate view of all equity clearance activity for the date, symbol, and transaction type in question."
|
|
980
|
-
},
|
|
981
|
-
{
|
|
982
|
-
"id": "est_12m_opr_lowered_1wk",
|
|
983
|
-
"description": "Count of unique IDs of industry participants. Industry stands for an aggregate view of all equity clearance activity for the date, symbol, and transaction type in question."
|
|
984
|
-
},
|
|
985
|
-
{
|
|
986
|
-
"id": "est_12m_pre_lowerednum_1mth",
|
|
987
|
-
"description": "Count of unique IDs of industry participants. Industry stands for an aggregate view of all equity clearance activity for the date, symbol, and transaction type in question."
|
|
988
|
-
},
|
|
989
|
-
{
|
|
990
|
-
"id": "est_12m_roa_lowered_1wk",
|
|
991
|
-
"description": "Count of unique IDs of industry participants. Industry stands for an aggregate view of all equity clearance activity for the date, symbol, and transaction type in question."
|
|
992
|
-
},
|
|
993
|
-
{
|
|
994
|
-
"id": "anl10_salinnovation_score_fy2_1689",
|
|
995
|
-
"description": "Innovation score for sales FY2 (innovate_increase - innovate_decrease)"
|
|
996
|
-
},
|
|
1073
|
+
"id": "mdl262_sgrp_trkdpitdeltapredict_funda_predict",
|
|
1074
|
+
"description": "Predict value of Gross Margin"
|
|
1075
|
+
}
|
|
1076
|
+
]
|
|
1077
|
+
},
|
|
1078
|
+
"<accum_depr_field/>": {
|
|
1079
|
+
"type": "data_field",
|
|
1080
|
+
"candidates": [
|
|
997
1081
|
{
|
|
998
|
-
"id": "
|
|
999
|
-
"description": "
|
|
1082
|
+
"id": "fnd72_s_pit_or_bs_q_bs_accum_depr",
|
|
1083
|
+
"description": "Accumulated Depreciation"
|
|
1000
1084
|
},
|
|
1001
1085
|
{
|
|
1002
|
-
"id": "
|
|
1003
|
-
"description": "
|
|
1086
|
+
"id": "fnd72_s_pit_or_bs_a_bs_accum_depr",
|
|
1087
|
+
"description": "Accumulated Depreciation"
|
|
1004
1088
|
},
|
|
1005
1089
|
{
|
|
1006
|
-
"id": "
|
|
1007
|
-
"description": "
|
|
1090
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_accum_depr",
|
|
1091
|
+
"description": "Accumulated Depreciation"
|
|
1008
1092
|
},
|
|
1009
1093
|
{
|
|
1010
|
-
"id": "
|
|
1011
|
-
"description": "
|
|
1094
|
+
"id": "fnd3_a_acc_dep",
|
|
1095
|
+
"description": "Annual Accumulated Depreciation"
|
|
1012
1096
|
},
|
|
1013
1097
|
{
|
|
1014
|
-
"id": "
|
|
1015
|
-
"description": "
|
|
1098
|
+
"id": "oth685_econaccumdep",
|
|
1099
|
+
"description": "Economic Accumulated Depreciation."
|
|
1016
1100
|
},
|
|
1017
1101
|
{
|
|
1018
|
-
"id": "
|
|
1019
|
-
"description": "
|
|
1102
|
+
"id": "fnd3_Q_acc_dep",
|
|
1103
|
+
"description": "Quarterly Accumulated Depreciation"
|
|
1020
1104
|
},
|
|
1021
1105
|
{
|
|
1022
|
-
"id": "
|
|
1023
|
-
"description": "
|
|
1106
|
+
"id": "fnd3_q_acc_dep",
|
|
1107
|
+
"description": "Quarterly Accumulated Depreciation"
|
|
1024
1108
|
},
|
|
1025
1109
|
{
|
|
1026
|
-
"id": "
|
|
1027
|
-
"description": "
|
|
1110
|
+
"id": "fnd13_adep",
|
|
1111
|
+
"description": "Accumulated Depreciation, Total"
|
|
1028
1112
|
},
|
|
1029
1113
|
{
|
|
1030
|
-
"id": "
|
|
1031
|
-
"description": "
|
|
1114
|
+
"id": "depreciation_and_amortization_journal",
|
|
1115
|
+
"description": "Journal entry or record for depreciation and amortization."
|
|
1032
1116
|
},
|
|
1033
1117
|
{
|
|
1034
|
-
"id": "
|
|
1035
|
-
"description": "
|
|
1118
|
+
"id": "depreciation_expense_total",
|
|
1119
|
+
"description": "Total depreciation expense for the period."
|
|
1036
1120
|
},
|
|
1037
1121
|
{
|
|
1038
|
-
"id": "
|
|
1039
|
-
"description": "
|
|
1122
|
+
"id": "depre_amort",
|
|
1123
|
+
"description": "Depreciation and Amortization - Total"
|
|
1040
1124
|
},
|
|
1041
1125
|
{
|
|
1042
|
-
"id": "
|
|
1043
|
-
"description": "
|
|
1126
|
+
"id": "depreciation_expense",
|
|
1127
|
+
"description": "Expense recognized for the allocation of tangible asset costs over their useful lives."
|
|
1044
1128
|
},
|
|
1045
1129
|
{
|
|
1046
|
-
"id": "
|
|
1047
|
-
"description": "
|
|
1130
|
+
"id": "depreciation_of_property_plant_equipment",
|
|
1131
|
+
"description": "[Quarterly] Domestic Pension Plan Expense"
|
|
1048
1132
|
},
|
|
1049
1133
|
{
|
|
1050
|
-
"id": "
|
|
1051
|
-
"description": "
|
|
1134
|
+
"id": "depreciation_and_amortization_expense",
|
|
1135
|
+
"description": "[Quarterly] Deferred Tax - Local"
|
|
1052
1136
|
},
|
|
1053
1137
|
{
|
|
1054
|
-
"id": "
|
|
1055
|
-
"description": "
|
|
1138
|
+
"id": "fnd23_intfvm_pedv",
|
|
1139
|
+
"description": "Deprecation"
|
|
1056
1140
|
},
|
|
1057
1141
|
{
|
|
1058
|
-
"id": "
|
|
1059
|
-
"description": "
|
|
1142
|
+
"id": "fnd72_s_pit_or_is_q_pxe_rped_si",
|
|
1143
|
+
"description": "Depreciation Expense"
|
|
1060
1144
|
},
|
|
1061
1145
|
{
|
|
1062
|
-
"id": "
|
|
1063
|
-
"description": "
|
|
1146
|
+
"id": "fnd72_s_pit_or_is_a_pxe_rped_si",
|
|
1147
|
+
"description": "Depreciation Expense"
|
|
1064
1148
|
},
|
|
1065
1149
|
{
|
|
1066
|
-
"id": "
|
|
1067
|
-
"description": "
|
|
1150
|
+
"id": "accumulated_depreciation",
|
|
1151
|
+
"description": "Cumulative depreciation expense recognized to date."
|
|
1068
1152
|
},
|
|
1069
1153
|
{
|
|
1070
|
-
"id": "
|
|
1071
|
-
"description": "
|
|
1154
|
+
"id": "equipment_depreciation_expense",
|
|
1155
|
+
"description": "Depreciation expense for equipment during the period."
|
|
1072
1156
|
},
|
|
1073
1157
|
{
|
|
1074
|
-
"id": "
|
|
1075
|
-
"description": "
|
|
1158
|
+
"id": "fnd17_pxepedq",
|
|
1159
|
+
"description": "Depreciation expense - (SCF) most recent quarter"
|
|
1076
1160
|
},
|
|
1077
1161
|
{
|
|
1078
|
-
"id": "
|
|
1079
|
-
"description": "
|
|
1162
|
+
"id": "fnd17_pxepedmtt",
|
|
1163
|
+
"description": "Depreciation expense - (SCF) trailing 12 month"
|
|
1080
1164
|
},
|
|
1081
1165
|
{
|
|
1082
|
-
"id": "
|
|
1083
|
-
"description": "
|
|
1166
|
+
"id": "mdl219_1_nopatmargin",
|
|
1167
|
+
"description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
|
|
1084
1168
|
},
|
|
1085
1169
|
{
|
|
1086
|
-
"id": "
|
|
1087
|
-
"description": "
|
|
1170
|
+
"id": "mdl219_1_nnastp",
|
|
1171
|
+
"description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
|
|
1088
1172
|
},
|
|
1089
1173
|
{
|
|
1090
|
-
"id": "
|
|
1091
|
-
"description": "
|
|
1174
|
+
"id": "fnd28_value_18297a",
|
|
1175
|
+
"description": "value of annual field: Trade Receivables - Net"
|
|
1092
1176
|
},
|
|
1093
1177
|
{
|
|
1094
|
-
"id": "
|
|
1095
|
-
"description": "
|
|
1178
|
+
"id": "fnd28_wast_value_02513a",
|
|
1179
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1096
1180
|
},
|
|
1097
1181
|
{
|
|
1098
|
-
"id": "
|
|
1099
|
-
"description": "
|
|
1182
|
+
"id": "fnd28_wsbsht_value_02513a",
|
|
1183
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1100
1184
|
},
|
|
1101
1185
|
{
|
|
1102
|
-
"id": "
|
|
1103
|
-
"description": "
|
|
1186
|
+
"id": "fnd28_value_18297q",
|
|
1187
|
+
"description": "value of quarterly field: Trade Receivables - Net"
|
|
1104
1188
|
},
|
|
1105
1189
|
{
|
|
1106
|
-
"id": "
|
|
1107
|
-
"description": "
|
|
1190
|
+
"id": "fnd28_wast_value_02507a",
|
|
1191
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1108
1192
|
},
|
|
1109
1193
|
{
|
|
1110
|
-
"id": "
|
|
1111
|
-
"description": "
|
|
1194
|
+
"id": "fnd28_wsbsht_value_02507a",
|
|
1195
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1112
1196
|
},
|
|
1113
1197
|
{
|
|
1114
|
-
"id": "
|
|
1115
|
-
"description": "
|
|
1198
|
+
"id": "fnd28_wcbshtasseta_value_02501a",
|
|
1199
|
+
"description": "value of annual field: Property, Plant & Equipment - Net"
|
|
1116
1200
|
},
|
|
1117
1201
|
{
|
|
1118
|
-
"id": "
|
|
1119
|
-
"description": "
|
|
1202
|
+
"id": "fnd7_ointfund_qpd",
|
|
1203
|
+
"description": "Quarterly Fundamental Item: Total Depreciation and Amortization"
|
|
1120
1204
|
},
|
|
1121
1205
|
{
|
|
1122
|
-
"id": "
|
|
1123
|
-
"description": "
|
|
1206
|
+
"id": "accumulated_depreciation_2",
|
|
1207
|
+
"description": "Total depreciation accumulated on tangible assets to date."
|
|
1124
1208
|
},
|
|
1125
1209
|
{
|
|
1126
|
-
"id": "
|
|
1127
|
-
"description": "
|
|
1210
|
+
"id": "fnd23_blsm_peda",
|
|
1211
|
+
"description": "[Quarterly] Accumulated Depreciation, Total"
|
|
1128
1212
|
},
|
|
1129
1213
|
{
|
|
1130
|
-
"id": "
|
|
1131
|
-
"description": "
|
|
1214
|
+
"id": "mdl262_dpq_compustatdeltapredict_funda_predict",
|
|
1215
|
+
"description": "Predict value of Depreciation and Amortization - Total"
|
|
1132
1216
|
},
|
|
1133
1217
|
{
|
|
1134
|
-
"id": "
|
|
1135
|
-
"description": "
|
|
1218
|
+
"id": "fnd13_rkdincomestatementq_pede",
|
|
1219
|
+
"description": "Depreciation"
|
|
1136
1220
|
},
|
|
1137
1221
|
{
|
|
1138
|
-
"id": "
|
|
1139
|
-
"description": "
|
|
1140
|
-
}
|
|
1222
|
+
"id": "fnd23_intfvalld1_pedv",
|
|
1223
|
+
"description": "Depreciation"
|
|
1224
|
+
}
|
|
1225
|
+
]
|
|
1226
|
+
}
|
|
1227
|
+
}
|
|
1228
|
+
},
|
|
1229
|
+
"trade_when(group_zscore(ts_backfill(<net_ppe_field/>, 200) / ts_backfill(<total_assets_field/>, 200), industry) > 0.8, ts_delta(<momentum_field/>, 60), 0)": {
|
|
1230
|
+
"template_explanation": "Conditional momentum: only buy recent winners (60-day return change) among the top-quintile most capital-intensive names within each industry, betting that operating leverage embedded in heavy assets amplifies positive price trends.",
|
|
1231
|
+
"seed_alpha_settings": {
|
|
1232
|
+
"instrumentType": "EQUITY",
|
|
1233
|
+
"region": "USA",
|
|
1234
|
+
"universe": "TOP3000",
|
|
1235
|
+
"delay": 1,
|
|
1236
|
+
"decay": 0,
|
|
1237
|
+
"neutralization": "SLOW_AND_FAST",
|
|
1238
|
+
"truncation": 0.01,
|
|
1239
|
+
"pasteurization": "ON",
|
|
1240
|
+
"unitHandling": "VERIFY",
|
|
1241
|
+
"nanHandling": "ON",
|
|
1242
|
+
"maxTrade": "OFF",
|
|
1243
|
+
"language": "FASTEXPR",
|
|
1244
|
+
"visualization": false,
|
|
1245
|
+
"startDate": "2013-01-20",
|
|
1246
|
+
"endDate": "2023-01-20"
|
|
1247
|
+
},
|
|
1248
|
+
"placeholder_candidates": {
|
|
1249
|
+
"<net_ppe_field/>": {
|
|
1250
|
+
"type": "data_field",
|
|
1251
|
+
"candidates": [
|
|
1141
1252
|
{
|
|
1142
|
-
"id": "
|
|
1143
|
-
"description": "
|
|
1253
|
+
"id": "mdl219_1_nopatmargin",
|
|
1254
|
+
"description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
|
|
1144
1255
|
},
|
|
1145
1256
|
{
|
|
1146
|
-
"id": "
|
|
1147
|
-
"description": "
|
|
1257
|
+
"id": "mdl219_1_nnastp",
|
|
1258
|
+
"description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
|
|
1148
1259
|
},
|
|
1149
1260
|
{
|
|
1150
|
-
"id": "
|
|
1151
|
-
"description": "
|
|
1261
|
+
"id": "fnd28_value_18297a",
|
|
1262
|
+
"description": "value of annual field: Trade Receivables - Net"
|
|
1152
1263
|
},
|
|
1153
1264
|
{
|
|
1154
|
-
"id": "
|
|
1155
|
-
"description": "
|
|
1265
|
+
"id": "fnd28_wast_value_02513a",
|
|
1266
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1156
1267
|
},
|
|
1157
1268
|
{
|
|
1158
|
-
"id": "
|
|
1159
|
-
"description": "
|
|
1269
|
+
"id": "fnd28_wsbsht_value_02513a",
|
|
1270
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1160
1271
|
},
|
|
1161
1272
|
{
|
|
1162
|
-
"id": "
|
|
1163
|
-
"description": "
|
|
1273
|
+
"id": "fnd28_value_18297q",
|
|
1274
|
+
"description": "value of quarterly field: Trade Receivables - Net"
|
|
1164
1275
|
},
|
|
1165
1276
|
{
|
|
1166
|
-
"id": "
|
|
1167
|
-
"description": "
|
|
1277
|
+
"id": "fnd28_wast_value_02507a",
|
|
1278
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1168
1279
|
},
|
|
1169
1280
|
{
|
|
1170
|
-
"id": "
|
|
1171
|
-
"description": "
|
|
1281
|
+
"id": "fnd28_wsbsht_value_02507a",
|
|
1282
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1172
1283
|
},
|
|
1173
1284
|
{
|
|
1174
|
-
"id": "
|
|
1175
|
-
"description": "
|
|
1285
|
+
"id": "fnd28_wcbshtasseta_value_02501a",
|
|
1286
|
+
"description": "value of annual field: Property, Plant & Equipment - Net"
|
|
1176
1287
|
},
|
|
1177
1288
|
{
|
|
1178
|
-
"id": "
|
|
1179
|
-
"description": "
|
|
1289
|
+
"id": "fnd3_q_epp_fast_d1",
|
|
1290
|
+
"description": "Quarterly Property, Plant & Equipment"
|
|
1180
1291
|
},
|
|
1181
1292
|
{
|
|
1182
|
-
"id": "
|
|
1183
|
-
"description": "
|
|
1293
|
+
"id": "fnd3_q_epp",
|
|
1294
|
+
"description": "Quarterly Property, Plant & Equipment"
|
|
1184
1295
|
},
|
|
1185
1296
|
{
|
|
1186
|
-
"id": "
|
|
1187
|
-
"description": "
|
|
1297
|
+
"id": "fnd3_A_epp",
|
|
1298
|
+
"description": "Annual Property, Plant & Equipment"
|
|
1188
1299
|
},
|
|
1189
1300
|
{
|
|
1190
|
-
"id": "
|
|
1191
|
-
"description": "
|
|
1301
|
+
"id": "fnd3_a_epp_fast_d1",
|
|
1302
|
+
"description": "Annual Property, Plant & Equipment"
|
|
1192
1303
|
},
|
|
1193
1304
|
{
|
|
1194
|
-
"id": "
|
|
1195
|
-
"description": "
|
|
1305
|
+
"id": "fnd23_annfvadjfieldsacctadj_ctpa",
|
|
1306
|
+
"description": "gross property, plant & equipment."
|
|
1196
1307
|
},
|
|
1197
1308
|
{
|
|
1198
|
-
"id": "
|
|
1199
|
-
"description": "
|
|
1309
|
+
"id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
|
|
1310
|
+
"description": "gross property, plant & equipment."
|
|
1200
1311
|
},
|
|
1201
1312
|
{
|
|
1202
|
-
"id": "
|
|
1203
|
-
"description": "
|
|
1313
|
+
"id": "fnd23_intfvalld1_ctpa",
|
|
1314
|
+
"description": "gross property, plant & equipment."
|
|
1204
1315
|
},
|
|
1205
1316
|
{
|
|
1206
|
-
"id": "
|
|
1207
|
-
"description": "
|
|
1317
|
+
"id": "fnd23_annfv1a_ctpa",
|
|
1318
|
+
"description": "gross property, plant & equipment."
|
|
1208
1319
|
},
|
|
1209
1320
|
{
|
|
1210
|
-
"id": "
|
|
1211
|
-
"description": "
|
|
1321
|
+
"id": "fnd23_intfvadjfieldsacctadj_ctpa",
|
|
1322
|
+
"description": "gross property, plant & equipment."
|
|
1212
1323
|
},
|
|
1213
1324
|
{
|
|
1214
|
-
"id": "
|
|
1215
|
-
"description": "
|
|
1325
|
+
"id": "fnd23_intfvm_ctpa",
|
|
1326
|
+
"description": "gross property, plant & equipment."
|
|
1216
1327
|
},
|
|
1217
1328
|
{
|
|
1218
|
-
"id": "
|
|
1219
|
-
"description": "
|
|
1220
|
-
}
|
|
1221
|
-
]
|
|
1222
|
-
},
|
|
1223
|
-
"<assets_field/>": {
|
|
1224
|
-
"type": "data_field",
|
|
1225
|
-
"candidates": [
|
|
1226
|
-
{
|
|
1227
|
-
"id": "anl4_totassets_value",
|
|
1228
|
-
"description": "Total Assets - actual value"
|
|
1329
|
+
"id": "fnd3_Q_nic",
|
|
1330
|
+
"description": "Quarterly Net Income"
|
|
1229
1331
|
},
|
|
1230
1332
|
{
|
|
1231
|
-
"id": "
|
|
1232
|
-
"description": "
|
|
1333
|
+
"id": "fnd3_q_nic_fast_d1",
|
|
1334
|
+
"description": "Quarterly Net Income"
|
|
1233
1335
|
},
|
|
1234
1336
|
{
|
|
1235
|
-
"id": "
|
|
1236
|
-
"description": "
|
|
1337
|
+
"id": "fnd3_q_nic",
|
|
1338
|
+
"description": "Quarterly Net Income"
|
|
1237
1339
|
},
|
|
1238
1340
|
{
|
|
1239
|
-
"id": "
|
|
1240
|
-
"description": "
|
|
1341
|
+
"id": "annual_net_income_total_fast_d1",
|
|
1342
|
+
"description": "Net income for the year."
|
|
1241
1343
|
},
|
|
1242
1344
|
{
|
|
1243
|
-
"id": "
|
|
1244
|
-
"description": "
|
|
1345
|
+
"id": "annual_net_income_total",
|
|
1346
|
+
"description": "Net income for the year."
|
|
1245
1347
|
},
|
|
1246
1348
|
{
|
|
1247
|
-
"id": "
|
|
1248
|
-
"description": "
|
|
1349
|
+
"id": "annual_net_income_from_continuing_ops_fast_d1",
|
|
1350
|
+
"description": "Net income from continuing operations for the year."
|
|
1249
1351
|
},
|
|
1250
1352
|
{
|
|
1251
|
-
"id": "
|
|
1252
|
-
"description": "
|
|
1353
|
+
"id": "annual_net_income_from_continuing_ops",
|
|
1354
|
+
"description": "Net income from continuing operations for the year."
|
|
1253
1355
|
},
|
|
1254
1356
|
{
|
|
1255
|
-
"id": "
|
|
1256
|
-
"description": "
|
|
1357
|
+
"id": "anl14_actvalue_ndebt_fy0",
|
|
1358
|
+
"description": "Net Debt - recent last year"
|
|
1257
1359
|
},
|
|
1258
1360
|
{
|
|
1259
|
-
"id": "
|
|
1260
|
-
"description": "
|
|
1361
|
+
"id": "anl14_numofests_ntp_fp1",
|
|
1362
|
+
"description": "Num of Estimations of Net Profit - upcoming quarter"
|
|
1261
1363
|
},
|
|
1262
1364
|
{
|
|
1263
|
-
"id": "
|
|
1264
|
-
"description": "
|
|
1365
|
+
"id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
|
|
1366
|
+
"description": "Net Fixed Assets"
|
|
1265
1367
|
},
|
|
1266
1368
|
{
|
|
1267
|
-
"id": "
|
|
1268
|
-
"description": "
|
|
1369
|
+
"id": "fnd72_bs_net_fix_asset",
|
|
1370
|
+
"description": "Net Fixed Assets"
|
|
1269
1371
|
},
|
|
1270
1372
|
{
|
|
1271
|
-
"id": "
|
|
1272
|
-
"description": "
|
|
1373
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
|
|
1374
|
+
"description": "Net Fixed Assets"
|
|
1273
1375
|
},
|
|
1274
1376
|
{
|
|
1275
|
-
"id": "
|
|
1276
|
-
"description": "
|
|
1377
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_gross_fix_asset",
|
|
1378
|
+
"description": "Gross Fixed Assets"
|
|
1277
1379
|
},
|
|
1278
1380
|
{
|
|
1279
|
-
"id": "
|
|
1280
|
-
"description": "
|
|
1381
|
+
"id": "fnd72_s_pit_or_bs_q_bs_gross_fix_asset",
|
|
1382
|
+
"description": "Gross Fixed Assets"
|
|
1281
1383
|
},
|
|
1282
1384
|
{
|
|
1283
|
-
"id": "
|
|
1284
|
-
"description": "
|
|
1385
|
+
"id": "fnd72_1_bs_net_fix_asset",
|
|
1386
|
+
"description": "Net Fixed Assets"
|
|
1285
1387
|
},
|
|
1286
1388
|
{
|
|
1287
|
-
"id": "
|
|
1288
|
-
"description": "
|
|
1389
|
+
"id": "fnd72_bs_gross_fix_asset",
|
|
1390
|
+
"description": "Gross Fixed Assets"
|
|
1289
1391
|
},
|
|
1290
1392
|
{
|
|
1291
|
-
"id": "
|
|
1292
|
-
"description": "
|
|
1393
|
+
"id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
|
|
1394
|
+
"description": "Net Fixed Assets"
|
|
1293
1395
|
},
|
|
1294
1396
|
{
|
|
1295
|
-
"id": "
|
|
1296
|
-
"description": "
|
|
1397
|
+
"id": "fnd72_1_bs_gross_fix_asset",
|
|
1398
|
+
"description": "Gross Fixed Assets"
|
|
1297
1399
|
},
|
|
1298
1400
|
{
|
|
1299
|
-
"id": "
|
|
1300
|
-
"description": "
|
|
1401
|
+
"id": "fnd72_s_pit_or_bs_a_bs_gross_fix_asset",
|
|
1402
|
+
"description": "Gross Fixed Assets"
|
|
1301
1403
|
},
|
|
1302
1404
|
{
|
|
1303
|
-
"id": "
|
|
1304
|
-
"description": "
|
|
1405
|
+
"id": "fnd13_statementq_prgs",
|
|
1406
|
+
"description": "Gross Profit"
|
|
1305
1407
|
},
|
|
1306
1408
|
{
|
|
1307
|
-
"id": "
|
|
1308
|
-
"description": "
|
|
1409
|
+
"id": "fnd13_rkdincomestatementq_prgs",
|
|
1410
|
+
"description": "Gross Profit"
|
|
1309
1411
|
},
|
|
1310
1412
|
{
|
|
1311
|
-
"id": "
|
|
1312
|
-
"description": "
|
|
1413
|
+
"id": "fnd13_aing",
|
|
1414
|
+
"description": "Intangibles - Gross"
|
|
1313
1415
|
},
|
|
1314
1416
|
{
|
|
1315
|
-
"id": "
|
|
1316
|
-
"description": "
|
|
1417
|
+
"id": "rsk62_beta_5_100_margin",
|
|
1418
|
+
"description": "gross margin"
|
|
1317
1419
|
},
|
|
1318
1420
|
{
|
|
1319
|
-
"id": "
|
|
1320
|
-
"description": "
|
|
1421
|
+
"id": "rsk62_beta_1_100_margin",
|
|
1422
|
+
"description": "gross margin"
|
|
1321
1423
|
},
|
|
1322
1424
|
{
|
|
1323
|
-
"id": "
|
|
1324
|
-
"description": "
|
|
1425
|
+
"id": "rsk62_beta_factor_5_100_margin",
|
|
1426
|
+
"description": "gross margin"
|
|
1325
1427
|
},
|
|
1326
1428
|
{
|
|
1327
|
-
"id": "
|
|
1328
|
-
"description": "
|
|
1429
|
+
"id": "rsk62_risk_backfill_margin",
|
|
1430
|
+
"description": "gross margin"
|
|
1329
1431
|
},
|
|
1330
1432
|
{
|
|
1331
|
-
"id": "
|
|
1332
|
-
"description": "
|
|
1433
|
+
"id": "rsk62_beta_factor_1_100_margin",
|
|
1434
|
+
"description": "gross margin"
|
|
1333
1435
|
},
|
|
1334
1436
|
{
|
|
1335
|
-
"id": "
|
|
1336
|
-
"description": "
|
|
1437
|
+
"id": "rsk62_risk_margin",
|
|
1438
|
+
"description": "gross margin"
|
|
1337
1439
|
},
|
|
1338
1440
|
{
|
|
1339
|
-
"id": "
|
|
1340
|
-
"description": "
|
|
1441
|
+
"id": "fnd23_intfvmalld1_verr",
|
|
1442
|
+
"description": "gross revenue."
|
|
1341
1443
|
}
|
|
1342
1444
|
]
|
|
1343
|
-
}
|
|
1344
|
-
|
|
1345
|
-
},
|
|
1346
|
-
"group_rank(ts_backfill(<debt_field/>, 200) / ts_backfill(<assets_field/>, 200), industry)": {
|
|
1347
|
-
"template_explanation": "Leverage refresh: rank illiquid low-vol names by debt-to-assets after back-fill; long the lowest-leverage (balance-sheet safety), short the highest (potential distress) within industry.",
|
|
1348
|
-
"seed_alpha_settings": {
|
|
1349
|
-
"instrumentType": "EQUITY",
|
|
1350
|
-
"region": "USA",
|
|
1351
|
-
"universe": "ILLIQUID_MINVOL1M",
|
|
1352
|
-
"delay": 1,
|
|
1353
|
-
"decay": 0,
|
|
1354
|
-
"neutralization": "SLOW_AND_FAST",
|
|
1355
|
-
"truncation": 0.01,
|
|
1356
|
-
"pasteurization": "ON",
|
|
1357
|
-
"unitHandling": "VERIFY",
|
|
1358
|
-
"nanHandling": "ON",
|
|
1359
|
-
"maxTrade": "OFF",
|
|
1360
|
-
"language": "FASTEXPR",
|
|
1361
|
-
"visualization": false,
|
|
1362
|
-
"startDate": "2013-01-20",
|
|
1363
|
-
"endDate": "2023-01-20"
|
|
1364
|
-
},
|
|
1365
|
-
"placeholder_candidates": {
|
|
1366
|
-
"<debt_field/>": {
|
|
1445
|
+
},
|
|
1446
|
+
"<total_assets_field/>": {
|
|
1367
1447
|
"type": "data_field",
|
|
1368
1448
|
"candidates": [
|
|
1369
1449
|
{
|
|
1370
|
-
"id": "
|
|
1371
|
-
"description": "Total
|
|
1372
|
-
},
|
|
1373
|
-
{
|
|
1374
|
-
"id": "anl39_rasv2_atotd2eq",
|
|
1375
|
-
"description": "Total debt/total equity - most recent fiscal year"
|
|
1376
|
-
},
|
|
1377
|
-
{
|
|
1378
|
-
"id": "anl39_qtotd2eq2",
|
|
1379
|
-
"description": "Total debt/total equity - most recent quarter, 1 year ago"
|
|
1450
|
+
"id": "fnd72_s_pit_or_bs_a_bs_tot_asset",
|
|
1451
|
+
"description": "Total Assets"
|
|
1380
1452
|
},
|
|
1381
1453
|
{
|
|
1382
|
-
"id": "
|
|
1383
|
-
"description": "
|
|
1454
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_tot_asset",
|
|
1455
|
+
"description": "Total Assets"
|
|
1384
1456
|
},
|
|
1385
1457
|
{
|
|
1386
|
-
"id": "
|
|
1387
|
-
"description": "
|
|
1458
|
+
"id": "fnd72_s_pit_or_bs_q_bs_tot_asset",
|
|
1459
|
+
"description": "Total Assets"
|
|
1388
1460
|
},
|
|
1389
1461
|
{
|
|
1390
|
-
"id": "
|
|
1391
|
-
"description": "
|
|
1462
|
+
"id": "fnd13_rkdbalancesheetq_atot",
|
|
1463
|
+
"description": "Total Assets"
|
|
1392
1464
|
},
|
|
1393
1465
|
{
|
|
1394
|
-
"id": "
|
|
1395
|
-
"description": "
|
|
1466
|
+
"id": "fnd13_balancesheetq_atot",
|
|
1467
|
+
"description": "Total Assets"
|
|
1396
1468
|
},
|
|
1397
1469
|
{
|
|
1398
|
-
"id": "
|
|
1399
|
-
"description": "
|
|
1470
|
+
"id": "fnd3_A_assets",
|
|
1471
|
+
"description": "Annual Total assets"
|
|
1400
1472
|
},
|
|
1401
1473
|
{
|
|
1402
|
-
"id": "
|
|
1403
|
-
"description": "
|
|
1474
|
+
"id": "fnd3_a_assets",
|
|
1475
|
+
"description": "Annual Total assets"
|
|
1404
1476
|
},
|
|
1405
1477
|
{
|
|
1406
|
-
"id": "
|
|
1407
|
-
"description": "
|
|
1478
|
+
"id": "fnd3_a_assets_fast_d1",
|
|
1479
|
+
"description": "Annual Total assets"
|
|
1408
1480
|
},
|
|
1409
1481
|
{
|
|
1410
|
-
"id": "
|
|
1411
|
-
"description": "
|
|
1482
|
+
"id": "fnd28_value_05194q",
|
|
1483
|
+
"description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1412
1484
|
},
|
|
1413
1485
|
{
|
|
1414
|
-
"id": "
|
|
1415
|
-
"description": "
|
|
1486
|
+
"id": "fnd28_ndda2_value_05194a",
|
|
1487
|
+
"description": "value of annual field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1416
1488
|
},
|
|
1417
1489
|
{
|
|
1418
|
-
"id": "
|
|
1419
|
-
"description": "
|
|
1490
|
+
"id": "fnd28_nddq1_value_05194q",
|
|
1491
|
+
"description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1420
1492
|
},
|
|
1421
1493
|
{
|
|
1422
|
-
"id": "
|
|
1423
|
-
"description": "
|
|
1494
|
+
"id": "fnd28_annsttc_value_05194a",
|
|
1495
|
+
"description": "value of annual field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1424
1496
|
},
|
|
1425
1497
|
{
|
|
1426
|
-
"id": "
|
|
1427
|
-
"description": "
|
|
1498
|
+
"id": "fnd28_dvfq2_value_05194q",
|
|
1499
|
+
"description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1428
1500
|
},
|
|
1429
1501
|
{
|
|
1430
|
-
"id": "
|
|
1431
|
-
"description": "
|
|
1502
|
+
"id": "assets",
|
|
1503
|
+
"description": "Assets - Total"
|
|
1432
1504
|
},
|
|
1433
1505
|
{
|
|
1434
|
-
"id": "
|
|
1435
|
-
"description": "
|
|
1506
|
+
"id": "oth395_major_32_21",
|
|
1507
|
+
"description": "Asset-related field (balance sheet) / Current Assets"
|
|
1436
1508
|
},
|
|
1437
1509
|
{
|
|
1438
|
-
"id": "
|
|
1439
|
-
"description": "
|
|
1510
|
+
"id": "oth395_major_22_11",
|
|
1511
|
+
"description": "Asset-related field (balance sheet) / Total Assets"
|
|
1440
1512
|
},
|
|
1441
1513
|
{
|
|
1442
|
-
"id": "
|
|
1443
|
-
"description": "
|
|
1514
|
+
"id": "oth395_major_21_21",
|
|
1515
|
+
"description": "Asset-related field (balance sheet) / Current Assets"
|
|
1444
1516
|
},
|
|
1445
1517
|
{
|
|
1446
|
-
"id": "
|
|
1447
|
-
"description": "
|
|
1518
|
+
"id": "oth395_major_31_11",
|
|
1519
|
+
"description": "Asset-related field (balance sheet) / Total Assets"
|
|
1448
1520
|
},
|
|
1449
1521
|
{
|
|
1450
|
-
"id": "
|
|
1451
|
-
"description": "
|
|
1522
|
+
"id": "pv104_lsts_mean",
|
|
1523
|
+
"description": "Last Size"
|
|
1452
1524
|
},
|
|
1453
1525
|
{
|
|
1454
|
-
"id": "
|
|
1455
|
-
"description": "
|
|
1526
|
+
"id": "pv104_lsbs_mean",
|
|
1527
|
+
"description": "Last Bid Size"
|
|
1456
1528
|
},
|
|
1457
1529
|
{
|
|
1458
|
-
"id": "
|
|
1459
|
-
"description": "
|
|
1530
|
+
"id": "pv104_lsas_mean",
|
|
1531
|
+
"description": "Last Ask Size"
|
|
1460
1532
|
},
|
|
1461
1533
|
{
|
|
1462
|
-
"id": "
|
|
1463
|
-
"description": "
|
|
1534
|
+
"id": "pv104_hasz_mean",
|
|
1535
|
+
"description": "Interval High Ask Size"
|
|
1464
1536
|
},
|
|
1465
1537
|
{
|
|
1466
|
-
"id": "
|
|
1467
|
-
"description": "
|
|
1538
|
+
"id": "pv104_hbsz_mean",
|
|
1539
|
+
"description": "Interval High Bid Size"
|
|
1468
1540
|
},
|
|
1469
1541
|
{
|
|
1470
|
-
"id": "
|
|
1471
|
-
"description": "
|
|
1542
|
+
"id": "pv104_lbsz_mean",
|
|
1543
|
+
"description": "Interval Low Bid Size"
|
|
1472
1544
|
},
|
|
1473
1545
|
{
|
|
1474
|
-
"id": "
|
|
1475
|
-
"description": "
|
|
1546
|
+
"id": "pv104_hlts_mean",
|
|
1547
|
+
"description": "Interval High Last Size"
|
|
1476
1548
|
},
|
|
1477
1549
|
{
|
|
1478
|
-
"id": "
|
|
1479
|
-
"description": "
|
|
1550
|
+
"id": "pv104_lasz_mean",
|
|
1551
|
+
"description": "Interval Low Ask Size"
|
|
1480
1552
|
},
|
|
1481
1553
|
{
|
|
1482
|
-
"id": "
|
|
1483
|
-
"description": "
|
|
1554
|
+
"id": "pv104_tasz_mean",
|
|
1555
|
+
"description": "Interval Time-Weighted Ask Size"
|
|
1484
1556
|
},
|
|
1485
1557
|
{
|
|
1486
|
-
"id": "
|
|
1487
|
-
"description": "
|
|
1488
|
-
},
|
|
1489
|
-
{
|
|
1490
|
-
"id": "anl4_adjusted_netincome_ft",
|
|
1491
|
-
"description": "Adjusted net income - forecast type (revision/new/...)"
|
|
1558
|
+
"id": "rsk62_beta_1_100_pb",
|
|
1559
|
+
"description": "book value"
|
|
1492
1560
|
},
|
|
1493
1561
|
{
|
|
1494
|
-
"id": "
|
|
1495
|
-
"description": "
|
|
1562
|
+
"id": "rsk62_beta_factor_1_100_pb",
|
|
1563
|
+
"description": "book value"
|
|
1496
1564
|
},
|
|
1497
1565
|
{
|
|
1498
|
-
"id": "
|
|
1499
|
-
"description": "
|
|
1566
|
+
"id": "rsk62_risk_backfill_pb",
|
|
1567
|
+
"description": "book value"
|
|
1500
1568
|
},
|
|
1501
1569
|
{
|
|
1502
|
-
"id": "
|
|
1503
|
-
"description": "
|
|
1570
|
+
"id": "rsk62_beta_factor_5_100_pb",
|
|
1571
|
+
"description": "book value"
|
|
1504
1572
|
},
|
|
1505
1573
|
{
|
|
1506
|
-
"id": "
|
|
1507
|
-
"description": "
|
|
1574
|
+
"id": "rsk62_risk_pb",
|
|
1575
|
+
"description": "book value"
|
|
1508
1576
|
},
|
|
1509
1577
|
{
|
|
1510
|
-
"id": "
|
|
1511
|
-
"description": "
|
|
1578
|
+
"id": "rsk62_beta_5_100_pb",
|
|
1579
|
+
"description": "book value"
|
|
1512
1580
|
},
|
|
1513
1581
|
{
|
|
1514
|
-
"id": "
|
|
1515
|
-
"description": "
|
|
1582
|
+
"id": "mdl313_iai",
|
|
1583
|
+
"description": "Intangible Asset Intensity Score"
|
|
1516
1584
|
},
|
|
1517
1585
|
{
|
|
1518
|
-
"id": "
|
|
1519
|
-
"description": "
|
|
1586
|
+
"id": "mdl313_us_iai",
|
|
1587
|
+
"description": "Intangible Asset Intensity Score"
|
|
1520
1588
|
},
|
|
1521
1589
|
{
|
|
1522
|
-
"id": "
|
|
1523
|
-
"description": "
|
|
1590
|
+
"id": "fnd89_asset_62_21",
|
|
1591
|
+
"description": "Financial Asset Accruals / Current Assets"
|
|
1524
1592
|
},
|
|
1525
1593
|
{
|
|
1526
|
-
"id": "
|
|
1527
|
-
"description": "
|
|
1594
|
+
"id": "fnd6_cptnewqv1300_atq",
|
|
1595
|
+
"description": "Assets - Total"
|
|
1528
1596
|
},
|
|
1529
1597
|
{
|
|
1530
|
-
"id": "
|
|
1531
|
-
"description": "
|
|
1598
|
+
"id": "fnd6_cptmfmq_atq",
|
|
1599
|
+
"description": "Assets - Total"
|
|
1532
1600
|
},
|
|
1533
1601
|
{
|
|
1534
|
-
"id": "
|
|
1535
|
-
"description": "
|
|
1602
|
+
"id": "fnd6_newqint_atq",
|
|
1603
|
+
"description": "Assets - Total"
|
|
1536
1604
|
},
|
|
1537
1605
|
{
|
|
1538
|
-
"id": "
|
|
1539
|
-
"description": "
|
|
1606
|
+
"id": "fnd6_mfma1_at",
|
|
1607
|
+
"description": "Assets - Total"
|
|
1540
1608
|
},
|
|
1541
1609
|
{
|
|
1542
|
-
"id": "
|
|
1543
|
-
"description": "
|
|
1610
|
+
"id": "fnd6_cptmfmq_actq",
|
|
1611
|
+
"description": "Current Assets - Total"
|
|
1544
1612
|
},
|
|
1545
1613
|
{
|
|
1546
|
-
"id": "
|
|
1547
|
-
"description": "
|
|
1614
|
+
"id": "fnd6_cptnewqv1300_actq",
|
|
1615
|
+
"description": "Current Assets - Total"
|
|
1548
1616
|
},
|
|
1549
1617
|
{
|
|
1550
|
-
"id": "
|
|
1551
|
-
"description": "
|
|
1618
|
+
"id": "assets_curr",
|
|
1619
|
+
"description": "Current Assets - Total"
|
|
1552
1620
|
},
|
|
1553
1621
|
{
|
|
1554
|
-
"id": "
|
|
1555
|
-
"description": "
|
|
1622
|
+
"id": "fnd6_newa1v1300_act",
|
|
1623
|
+
"description": "Current Assets - Total"
|
|
1556
1624
|
},
|
|
1557
1625
|
{
|
|
1558
|
-
"id": "
|
|
1559
|
-
"description": "
|
|
1626
|
+
"id": "fnd6_newqint_actq",
|
|
1627
|
+
"description": "Current Assets - Total"
|
|
1560
1628
|
}
|
|
1561
1629
|
]
|
|
1562
1630
|
},
|
|
1563
|
-
"<
|
|
1631
|
+
"<momentum_field/>": {
|
|
1564
1632
|
"type": "data_field",
|
|
1565
1633
|
"candidates": [
|
|
1566
1634
|
{
|
|
1567
|
-
"id": "
|
|
1568
|
-
"description": "
|
|
1569
|
-
},
|
|
1570
|
-
{
|
|
1571
|
-
"id": "total_assets_reported_value",
|
|
1572
|
-
"description": "Total Assets - actual value"
|
|
1635
|
+
"id": "star_pm2_industry",
|
|
1636
|
+
"description": "Price Momentum Industry_Component"
|
|
1573
1637
|
},
|
|
1574
1638
|
{
|
|
1575
|
-
"id": "
|
|
1576
|
-
"description": "
|
|
1639
|
+
"id": "star_pm_industry",
|
|
1640
|
+
"description": "Price Momentum Industry_Component"
|
|
1577
1641
|
},
|
|
1578
1642
|
{
|
|
1579
|
-
"id": "
|
|
1580
|
-
"description": "
|
|
1643
|
+
"id": "star_pm2_global_rank",
|
|
1644
|
+
"description": "Price Momentum Global Rank"
|
|
1581
1645
|
},
|
|
1582
1646
|
{
|
|
1583
|
-
"id": "
|
|
1584
|
-
"description": "
|
|
1647
|
+
"id": "star_pm2_region_rank",
|
|
1648
|
+
"description": "Price Momentum Region Rank"
|
|
1585
1649
|
},
|
|
1586
1650
|
{
|
|
1587
|
-
"id": "
|
|
1588
|
-
"description": "
|
|
1651
|
+
"id": "star_pm_region_rank",
|
|
1652
|
+
"description": "Price Momentum Region Rank"
|
|
1589
1653
|
},
|
|
1590
1654
|
{
|
|
1591
|
-
"id": "
|
|
1592
|
-
"description": "
|
|
1655
|
+
"id": "star_pm_global_rank",
|
|
1656
|
+
"description": "Price Momentum Global Rank"
|
|
1593
1657
|
},
|
|
1594
1658
|
{
|
|
1595
|
-
"id": "
|
|
1596
|
-
"description": "
|
|
1659
|
+
"id": "star_pm_longterm",
|
|
1660
|
+
"description": "Price Momentum Long Term Component"
|
|
1597
1661
|
},
|
|
1598
1662
|
{
|
|
1599
|
-
"id": "
|
|
1600
|
-
"description": "
|
|
1663
|
+
"id": "returns",
|
|
1664
|
+
"description": "Daily returns"
|
|
1601
1665
|
},
|
|
1602
1666
|
{
|
|
1603
|
-
"id": "
|
|
1604
|
-
"description": "
|
|
1667
|
+
"id": "pv47_spret",
|
|
1668
|
+
"description": "specific return"
|
|
1605
1669
|
},
|
|
1606
1670
|
{
|
|
1607
|
-
"id": "
|
|
1608
|
-
"description": "
|
|
1671
|
+
"id": "pv47_for_statssimple_only_spret",
|
|
1672
|
+
"description": "specific return"
|
|
1609
1673
|
},
|
|
1610
1674
|
{
|
|
1611
|
-
"id": "
|
|
1612
|
-
"description": "
|
|
1613
|
-
},
|
|
1614
|
-
{
|
|
1615
|
-
"id": "max_total_assets_guidance",
|
|
1616
|
-
"description": "The maximum guidance value for Total Assets."
|
|
1617
|
-
},
|
|
1618
|
-
{
|
|
1619
|
-
"id": "min_total_assets_guidance_2",
|
|
1620
|
-
"description": "Minimum guidance value for Total Assets on an annual basis"
|
|
1621
|
-
},
|
|
1622
|
-
{
|
|
1623
|
-
"id": "rsk62_beta_5_100_pb",
|
|
1624
|
-
"description": "book value"
|
|
1625
|
-
},
|
|
1626
|
-
{
|
|
1627
|
-
"id": "rsk62_risk_backfill_pb",
|
|
1628
|
-
"description": "book value"
|
|
1629
|
-
},
|
|
1630
|
-
{
|
|
1631
|
-
"id": "rsk62_beta_factor_1_100_pb",
|
|
1632
|
-
"description": "book value"
|
|
1633
|
-
},
|
|
1634
|
-
{
|
|
1635
|
-
"id": "rsk62_beta_factor_5_100_pb",
|
|
1636
|
-
"description": "book value"
|
|
1637
|
-
},
|
|
1638
|
-
{
|
|
1639
|
-
"id": "rsk62_beta_1_100_pb",
|
|
1640
|
-
"description": "book value"
|
|
1641
|
-
},
|
|
1642
|
-
{
|
|
1643
|
-
"id": "rsk62_risk_pb",
|
|
1644
|
-
"description": "book value"
|
|
1645
|
-
},
|
|
1646
|
-
{
|
|
1647
|
-
"id": "rsk62_id_pb",
|
|
1648
|
-
"description": "Date Index of book value"
|
|
1649
|
-
},
|
|
1650
|
-
{
|
|
1651
|
-
"id": "anl39_bvpsmean",
|
|
1652
|
-
"description": "Mean book value per share"
|
|
1653
|
-
},
|
|
1654
|
-
{
|
|
1655
|
-
"id": "anl39_qtanbvps",
|
|
1656
|
-
"description": "Book value (tangible) per share - most recent quarter"
|
|
1657
|
-
},
|
|
1658
|
-
{
|
|
1659
|
-
"id": "anl39_atanbvps",
|
|
1660
|
-
"description": "Book value (tangible) per share - most recent fiscal year"
|
|
1661
|
-
},
|
|
1662
|
-
{
|
|
1663
|
-
"id": "anl39_spvbq",
|
|
1664
|
-
"description": "Book value (Common Equity) per share - most recent quarter"
|
|
1665
|
-
},
|
|
1666
|
-
{
|
|
1667
|
-
"id": "anl39_spvba",
|
|
1668
|
-
"description": "Book value (Common Equity) per share - most recent fiscal year"
|
|
1669
|
-
},
|
|
1670
|
-
{
|
|
1671
|
-
"id": "book_value_per_share_2",
|
|
1672
|
-
"description": "Book Value Per Share - Actual Value"
|
|
1673
|
-
},
|
|
1674
|
-
{
|
|
1675
|
-
"id": "book_value_per_share_reported_value",
|
|
1676
|
-
"description": "Book Value Per Share - Actual Value"
|
|
1677
|
-
},
|
|
1678
|
-
{
|
|
1679
|
-
"id": "anl4_bvps_value",
|
|
1680
|
-
"description": "Book value per share - announced financial value"
|
|
1681
|
-
},
|
|
1682
|
-
{
|
|
1683
|
-
"id": "act_q_nav_value",
|
|
1684
|
-
"description": "actual net asset value regarding the last quarter"
|
|
1685
|
-
},
|
|
1686
|
-
{
|
|
1687
|
-
"id": "act_q_nav_surprisenum",
|
|
1688
|
-
"description": "Number of estimates used for surprise calculation of actual net asset value regarding the last quarter"
|
|
1689
|
-
},
|
|
1690
|
-
{
|
|
1691
|
-
"id": "est_12m_nav_mean_3mth_ago",
|
|
1692
|
-
"description": "Mean analyst estimate of net asset value regarding the next 4 quarters, made in past 3 months"
|
|
1693
|
-
},
|
|
1694
|
-
{
|
|
1695
|
-
"id": "est_12m_nav_high_3mth_ago",
|
|
1696
|
-
"description": "Highest analyst estimate of net asset value regarding the next 4 quarters, made in past 3 months"
|
|
1697
|
-
},
|
|
1698
|
-
{
|
|
1699
|
-
"id": "est_12m_nav_mean_28d",
|
|
1700
|
-
"description": "Mean analyst estimate of net asset value regarding the next 4 quarters, made in the last 28 days"
|
|
1701
|
-
},
|
|
1702
|
-
{
|
|
1703
|
-
"id": "est_12m_nav_low_3mth_ago",
|
|
1704
|
-
"description": "Lowest analyst estimate of net asset value regarding the next 4 quarters, made in the past 3 months"
|
|
1705
|
-
},
|
|
1706
|
-
{
|
|
1707
|
-
"id": "est_12m_nav_mean_4wks_ago",
|
|
1708
|
-
"description": "Mean analyst estimate of net asset value regarding the next 4 quarters, made in the past 4 weeks"
|
|
1709
|
-
},
|
|
1710
|
-
{
|
|
1711
|
-
"id": "est_12m_nav_median_4wks_ago",
|
|
1712
|
-
"description": "Median analyst estimate of net asset value regarding the next 4 quarters, made in the past 4 weeks"
|
|
1713
|
-
},
|
|
1714
|
-
{
|
|
1715
|
-
"id": "est_12m_nav_median_3mth_ago",
|
|
1716
|
-
"description": "Median analyst estimate of net asset value regarding the next 4 quarters, made in the past 3 months"
|
|
1717
|
-
},
|
|
1718
|
-
{
|
|
1719
|
-
"id": "est_12m_nav_high_4wks_ago",
|
|
1720
|
-
"description": "Highest analyst estimate of net asset value regarding the next 4 quarters, made in the past 4 weeks"
|
|
1721
|
-
},
|
|
1722
|
-
{
|
|
1723
|
-
"id": "est_12m_nav_low_4wks_ago",
|
|
1724
|
-
"description": "Lowest analyst estimate of net asset value regarding the next 4 quarters, made in the past 4 weeks"
|
|
1725
|
-
},
|
|
1726
|
-
{
|
|
1727
|
-
"id": "est_12m_nav_num_3mth_ago",
|
|
1728
|
-
"description": "Number of analyst estimates of net asset value regarding the next 4 quarters, made in the past 3 months"
|
|
1729
|
-
},
|
|
1730
|
-
{
|
|
1731
|
-
"id": "est_12m_nav_raised_1wk",
|
|
1732
|
-
"description": "Number of raised analyst estimate of net asset value regarding the next 4 quarters, compared to last weekly update"
|
|
1733
|
-
},
|
|
1734
|
-
{
|
|
1735
|
-
"id": "est_12m_nav_num_28d",
|
|
1736
|
-
"description": "Number of analyst estimates of net asset value regarding the next 4 quarters, made in the last 28 days"
|
|
1737
|
-
},
|
|
1738
|
-
{
|
|
1739
|
-
"id": "est_12m_nav_lowerednum_4wks",
|
|
1740
|
-
"description": "Number of lowered analyst estimates of net asset value regarding the next 4 quarters, where old and new estimates were made in past 4 weeks"
|
|
1741
|
-
},
|
|
1742
|
-
{
|
|
1743
|
-
"id": "est_12m_nav_raisednum_1mth",
|
|
1744
|
-
"description": "Number of raised analyst estimates of net asset value regarding the next 4 quarters, compared to the last monthly update"
|
|
1745
|
-
},
|
|
1746
|
-
{
|
|
1747
|
-
"id": "est_12m_nav_raisednum_4wks",
|
|
1748
|
-
"description": "Number of raised analyst estimates of net asset value regarding the next 4 quarters, where old and new estimates were made in past 4 weeks"
|
|
1749
|
-
},
|
|
1750
|
-
{
|
|
1751
|
-
"id": "est_12m_nav_num_4wks_ago",
|
|
1752
|
-
"description": "Number of analyst estimates of net asset value regarding the next 4 quarters, where old and new estimates were made in the past 4 weeks"
|
|
1753
|
-
}
|
|
1754
|
-
]
|
|
1755
|
-
}
|
|
1756
|
-
}
|
|
1757
|
-
},
|
|
1758
|
-
"group_rank(ts_backfill(<cash_field/>, 200) / ts_backfill(<assets_field/>, 200), industry)": {
|
|
1759
|
-
"template_explanation": "Cash-richness signal: rank stocks by cash-to-assets within industry; high cash firms offer downside protection and optionality (long), low cash may face funding risk (short).",
|
|
1760
|
-
"seed_alpha_settings": {
|
|
1761
|
-
"instrumentType": "EQUITY",
|
|
1762
|
-
"region": "USA",
|
|
1763
|
-
"universe": "ILLIQUID_MINVOL1M",
|
|
1764
|
-
"delay": 1,
|
|
1765
|
-
"decay": 0,
|
|
1766
|
-
"neutralization": "SLOW_AND_FAST",
|
|
1767
|
-
"truncation": 0.01,
|
|
1768
|
-
"pasteurization": "ON",
|
|
1769
|
-
"unitHandling": "VERIFY",
|
|
1770
|
-
"nanHandling": "ON",
|
|
1771
|
-
"maxTrade": "OFF",
|
|
1772
|
-
"language": "FASTEXPR",
|
|
1773
|
-
"visualization": false,
|
|
1774
|
-
"startDate": "2013-01-20",
|
|
1775
|
-
"endDate": "2023-01-20"
|
|
1776
|
-
},
|
|
1777
|
-
"placeholder_candidates": {
|
|
1778
|
-
"<cash_field/>": {
|
|
1779
|
-
"type": "data_field",
|
|
1780
|
-
"candidates": [
|
|
1781
|
-
{
|
|
1782
|
-
"id": "max_operating_cashflow_guidance_2",
|
|
1783
|
-
"description": "The maximum guidance value for Cash Flow from Operations on an annual basis."
|
|
1784
|
-
},
|
|
1785
|
-
{
|
|
1786
|
-
"id": "operating_cashflow_reported_value",
|
|
1787
|
-
"description": "Cash Flow from Operations - Value"
|
|
1788
|
-
},
|
|
1789
|
-
{
|
|
1790
|
-
"id": "cash_flow_operations_min_guidance",
|
|
1791
|
-
"description": "Minimum guidance value for Cash Flow from Operations on an annual basis."
|
|
1792
|
-
},
|
|
1793
|
-
{
|
|
1794
|
-
"id": "anl69_ticker_and_exch_code",
|
|
1795
|
-
"description": "Ticker and Exchange Code"
|
|
1796
|
-
},
|
|
1797
|
-
{
|
|
1798
|
-
"id": "min_free_cash_flow_guidance",
|
|
1799
|
-
"description": "The minimum guidance value for Free Cash Flow on an annual basis."
|
|
1800
|
-
},
|
|
1801
|
-
{
|
|
1802
|
-
"id": "max_free_cash_flow_guidance",
|
|
1803
|
-
"description": "The maximum guidance value for Free Cash Flow on an annual basis."
|
|
1804
|
-
},
|
|
1805
|
-
{
|
|
1806
|
-
"id": "cashflow_per_share_max_guidance",
|
|
1807
|
-
"description": "The maximum guidance value for Cash Flow Per Share on an annual basis."
|
|
1808
|
-
},
|
|
1809
|
-
{
|
|
1810
|
-
"id": "capital_expenditure_reported_value",
|
|
1811
|
-
"description": "Capital Expenditures - Total (Cash Flow/Investing) (Millions)"
|
|
1812
|
-
},
|
|
1813
|
-
{
|
|
1814
|
-
"id": "max_investing_cashflow_guidance_2",
|
|
1815
|
-
"description": "The maximum guidance value for Cash Flow from Investing activities on an annual basis."
|
|
1816
|
-
},
|
|
1817
|
-
{
|
|
1818
|
-
"id": "free_cash_flow_reported_value",
|
|
1819
|
-
"description": "Free cash flow value for the quarter."
|
|
1820
|
-
},
|
|
1821
|
-
{
|
|
1822
|
-
"id": "cash_flow_from_financing",
|
|
1823
|
-
"description": "Cash Flow From Financing - Value"
|
|
1824
|
-
},
|
|
1825
|
-
{
|
|
1826
|
-
"id": "financing_cashflow_reported_value",
|
|
1827
|
-
"description": "Cash Flow From Financing - Value"
|
|
1828
|
-
},
|
|
1829
|
-
{
|
|
1830
|
-
"id": "anl4_cfo_flag",
|
|
1831
|
-
"description": "Cash Flow From Operations - forecast type (revision/new/...)"
|
|
1832
|
-
},
|
|
1833
|
-
{
|
|
1834
|
-
"id": "max_operating_cashflow_guidance",
|
|
1835
|
-
"description": "The maximum guidance value for Cash Flow from Operations."
|
|
1836
|
-
},
|
|
1837
|
-
{
|
|
1838
|
-
"id": "anl4_cfo_value",
|
|
1839
|
-
"description": "Cash Flow From Operations - announced financial value"
|
|
1840
|
-
},
|
|
1841
|
-
{
|
|
1842
|
-
"id": "cash_flow_from_investing",
|
|
1843
|
-
"description": "Cash Flow from Investing - Value"
|
|
1844
|
-
},
|
|
1845
|
-
{
|
|
1846
|
-
"id": "investing_cashflow_reported_value",
|
|
1847
|
-
"description": "Cash Flow from Investing - Value"
|
|
1848
|
-
},
|
|
1849
|
-
{
|
|
1850
|
-
"id": "free_cash_flow_per_share_max_guidance",
|
|
1851
|
-
"description": "The maximum guidance value for Free Cash Flow Per Share on an annual basis."
|
|
1852
|
-
},
|
|
1853
|
-
{
|
|
1854
|
-
"id": "inst18_instownership_cur_holding",
|
|
1855
|
-
"description": "Current institutional holding."
|
|
1856
|
-
},
|
|
1857
|
-
{
|
|
1858
|
-
"id": "inst18_instownership_pre_holding",
|
|
1859
|
-
"description": "Earlier institutional holdings"
|
|
1860
|
-
},
|
|
1861
|
-
{
|
|
1862
|
-
"id": "inst18_instownership_vm_erp",
|
|
1863
|
-
"description": "Valuation of institutional holdings."
|
|
1864
|
-
},
|
|
1865
|
-
{
|
|
1866
|
-
"id": "inst18_instownership_cur_mv",
|
|
1867
|
-
"description": "Market value of institutional holdings"
|
|
1868
|
-
},
|
|
1869
|
-
{
|
|
1870
|
-
"id": "inst6_value_held_by_institutions",
|
|
1871
|
-
"description": "Aggregate Dollar value of holding shares by institutions"
|
|
1872
|
-
},
|
|
1873
|
-
{
|
|
1874
|
-
"id": "count_institutional_holders_security",
|
|
1875
|
-
"description": "Number of institutions holding shares of the security as of the report date."
|
|
1876
|
-
},
|
|
1877
|
-
{
|
|
1878
|
-
"id": "hedge_fund_ownership_count",
|
|
1879
|
-
"description": "Number of hedge funds holding a position in the security, as a measure of ownership crowding."
|
|
1880
|
-
},
|
|
1881
|
-
{
|
|
1882
|
-
"id": "inst18_lionshares_insider_num",
|
|
1883
|
-
"description": "Number of insider-held shares."
|
|
1884
|
-
},
|
|
1885
|
-
{
|
|
1886
|
-
"id": "inst18_instownership_num_held",
|
|
1887
|
-
"description": "Shares held by institutions"
|
|
1888
|
-
},
|
|
1889
|
-
{
|
|
1890
|
-
"id": "inst6_value_held_by_owners",
|
|
1891
|
-
"description": "Aggregate Dollar value of holding shares by all owners with duplication between child and parent owners removed"
|
|
1892
|
-
},
|
|
1893
|
-
{
|
|
1894
|
-
"id": "inst18_instownership_pct_held",
|
|
1895
|
-
"description": "Institutional shareholding percentage."
|
|
1896
|
-
},
|
|
1897
|
-
{
|
|
1898
|
-
"id": "insd3_xzhou_insider_holding_raw",
|
|
1899
|
-
"description": "Insider Holding Raw"
|
|
1900
|
-
},
|
|
1901
|
-
{
|
|
1902
|
-
"id": "inst7_fcrowding",
|
|
1903
|
-
"description": "Percentage ofstock (Hedge Funds)"
|
|
1904
|
-
},
|
|
1905
|
-
{
|
|
1906
|
-
"id": "inst7_tigercubscrowding",
|
|
1907
|
-
"description": "Percentage ofstock (Tiger Cubs Manager)"
|
|
1908
|
-
},
|
|
1909
|
-
{
|
|
1910
|
-
"id": "inst7_consensus",
|
|
1911
|
-
"description": "% of funds owning the stock"
|
|
1912
|
-
},
|
|
1913
|
-
{
|
|
1914
|
-
"id": "inst7_techfocusedcrowding",
|
|
1915
|
-
"description": "% of stock (Tech Funds)"
|
|
1916
|
-
},
|
|
1917
|
-
{
|
|
1918
|
-
"id": "inst7_activistcrowding",
|
|
1919
|
-
"description": "Percentage ofstock (Active Funds)"
|
|
1920
|
-
},
|
|
1921
|
-
{
|
|
1922
|
-
"id": "inst7_healthcarefocusedcrowding",
|
|
1923
|
-
"description": "% of stock (Healthcare Funds)"
|
|
1924
|
-
},
|
|
1925
|
-
{
|
|
1926
|
-
"id": "max_investing_cashflow_guidance",
|
|
1927
|
-
"description": "The maximum guidance value for Cash Flow from Investing."
|
|
1928
|
-
},
|
|
1929
|
-
{
|
|
1930
|
-
"id": "inst7_turnover",
|
|
1931
|
-
"description": "Score representing turnover of holders of security"
|
|
1932
|
-
},
|
|
1933
|
-
{
|
|
1934
|
-
"id": "anl4_cfi_value",
|
|
1935
|
-
"description": "Cash Flow From Investing - announced financial value"
|
|
1936
|
-
},
|
|
1937
|
-
{
|
|
1938
|
-
"id": "anl4_cfi_flag",
|
|
1939
|
-
"description": "Cash Flow From Investing - forecast type (revision/new/...)"
|
|
1940
|
-
},
|
|
1941
|
-
{
|
|
1942
|
-
"id": "inst7_eventdrivencrowding",
|
|
1943
|
-
"description": "% of stock (Event Driven Funds)"
|
|
1944
|
-
},
|
|
1945
|
-
{
|
|
1946
|
-
"id": "inst7_quantscrowding",
|
|
1947
|
-
"description": "Percentage ofstock (Quant Funds)"
|
|
1948
|
-
},
|
|
1949
|
-
{
|
|
1950
|
-
"id": "free_cash_flow_total",
|
|
1951
|
-
"description": "Free Cash Flow value - Annual"
|
|
1952
|
-
},
|
|
1953
|
-
{
|
|
1954
|
-
"id": "anl4_af_cfps_value",
|
|
1955
|
-
"description": "Cash Flow Per Share - Actual Value"
|
|
1956
|
-
},
|
|
1957
|
-
{
|
|
1958
|
-
"id": "anl4_cff_flag",
|
|
1959
|
-
"description": "Cash Flow From Financing Activities - forecast type (revision/new/...)"
|
|
1960
|
-
},
|
|
1961
|
-
{
|
|
1962
|
-
"id": "anl4_fcf_value",
|
|
1963
|
-
"description": "Free cash flow- announced financial value"
|
|
1964
|
-
},
|
|
1965
|
-
{
|
|
1966
|
-
"id": "max_free_cashflow_guidance",
|
|
1967
|
-
"description": "The maximum guidance value for Free Cash Flow."
|
|
1968
|
-
},
|
|
1969
|
-
{
|
|
1970
|
-
"id": "anl4_qfv4_cfps_low",
|
|
1971
|
-
"description": "Cash Flow Per Share - The lowest estimation"
|
|
1972
|
-
},
|
|
1973
|
-
{
|
|
1974
|
-
"id": "cashflow_per_share_max_guidance_quarterly",
|
|
1975
|
-
"description": "The maximum guidance value for Cash Flow Per Share."
|
|
1976
|
-
},
|
|
1977
|
-
{
|
|
1978
|
-
"id": "inst7_mmcrowding",
|
|
1979
|
-
"description": "Percentage ofstock (Multi Fund Managers)"
|
|
1980
|
-
},
|
|
1981
|
-
{
|
|
1982
|
-
"id": "anl4_fcf_flag",
|
|
1983
|
-
"description": "Free cash flow - forecast type (revision/new/...)"
|
|
1984
|
-
},
|
|
1985
|
-
{
|
|
1986
|
-
"id": "anl4_cff_value",
|
|
1987
|
-
"description": "Cash Flow From Financing - announced financial value"
|
|
1988
|
-
},
|
|
1989
|
-
{
|
|
1990
|
-
"id": "cash_flow_from_operations",
|
|
1991
|
-
"description": "Cash Flow from Operations - Value for the annual period"
|
|
1992
|
-
},
|
|
1993
|
-
{
|
|
1994
|
-
"id": "anl4_qfv4_cfps_number",
|
|
1995
|
-
"description": "Cash Flow Per Share - number of estimations"
|
|
1996
|
-
},
|
|
1997
|
-
{
|
|
1998
|
-
"id": "market_value_institutional_shares_acquired",
|
|
1999
|
-
"description": "Total value of shares bought by institutions during the reporting period."
|
|
2000
|
-
},
|
|
2001
|
-
{
|
|
2002
|
-
"id": "min_investing_cashflow_guidance",
|
|
2003
|
-
"description": "Cash Flow From Investing - Minimum guidance value"
|
|
2004
|
-
}
|
|
2005
|
-
]
|
|
2006
|
-
},
|
|
2007
|
-
"<assets_field/>": {
|
|
2008
|
-
"type": "data_field",
|
|
2009
|
-
"candidates": [
|
|
2010
|
-
{
|
|
2011
|
-
"id": "anl4_totassets_value",
|
|
2012
|
-
"description": "Total Assets - actual value"
|
|
2013
|
-
},
|
|
2014
|
-
{
|
|
2015
|
-
"id": "total_assets_reported_value",
|
|
2016
|
-
"description": "Total Assets - actual value"
|
|
2017
|
-
},
|
|
2018
|
-
{
|
|
2019
|
-
"id": "total_assets_amount",
|
|
2020
|
-
"description": "Total Assets - actual value"
|
|
2021
|
-
},
|
|
2022
|
-
{
|
|
2023
|
-
"id": "anl4_totassets_high",
|
|
2024
|
-
"description": "Total Assets - The highest estimation"
|
|
2025
|
-
},
|
|
2026
|
-
{
|
|
2027
|
-
"id": "anl4_totassets_low",
|
|
2028
|
-
"description": "Total Assets - The lowest estimation"
|
|
2029
|
-
},
|
|
2030
|
-
{
|
|
2031
|
-
"id": "anl4_totassets_number",
|
|
2032
|
-
"description": "Total Assets - number of estimations"
|
|
2033
|
-
},
|
|
2034
|
-
{
|
|
2035
|
-
"id": "anl4_totassets_mean",
|
|
2036
|
-
"description": "Total Assets - mean of estimations"
|
|
2037
|
-
},
|
|
2038
|
-
{
|
|
2039
|
-
"id": "est_tot_assets",
|
|
2040
|
-
"description": "Total Assets - mean of estimations"
|
|
2041
|
-
},
|
|
2042
|
-
{
|
|
2043
|
-
"id": "anl4_totassets_median",
|
|
2044
|
-
"description": "Total Assets - median of estimations"
|
|
2045
|
-
},
|
|
2046
|
-
{
|
|
2047
|
-
"id": "min_total_assets_guidance",
|
|
2048
|
-
"description": "Minimum guidance value for Total Assets"
|
|
2049
|
-
},
|
|
2050
|
-
{
|
|
2051
|
-
"id": "anl4_totassets_flag",
|
|
2052
|
-
"description": "Total Assets - forecast type (revision/new/...)"
|
|
2053
|
-
},
|
|
2054
|
-
{
|
|
2055
|
-
"id": "max_total_assets_guidance_2",
|
|
2056
|
-
"description": "The maximum guidance value for Total Assets"
|
|
2057
|
-
},
|
|
2058
|
-
{
|
|
2059
|
-
"id": "max_total_assets_guidance",
|
|
2060
|
-
"description": "The maximum guidance value for Total Assets."
|
|
2061
|
-
},
|
|
2062
|
-
{
|
|
2063
|
-
"id": "min_total_assets_guidance_2",
|
|
2064
|
-
"description": "Minimum guidance value for Total Assets on an annual basis"
|
|
2065
|
-
},
|
|
2066
|
-
{
|
|
2067
|
-
"id": "rsk62_beta_5_100_pb",
|
|
2068
|
-
"description": "book value"
|
|
2069
|
-
},
|
|
2070
|
-
{
|
|
2071
|
-
"id": "rsk62_risk_backfill_pb",
|
|
2072
|
-
"description": "book value"
|
|
2073
|
-
},
|
|
2074
|
-
{
|
|
2075
|
-
"id": "rsk62_beta_factor_1_100_pb",
|
|
2076
|
-
"description": "book value"
|
|
2077
|
-
},
|
|
2078
|
-
{
|
|
2079
|
-
"id": "rsk62_beta_factor_5_100_pb",
|
|
2080
|
-
"description": "book value"
|
|
2081
|
-
},
|
|
2082
|
-
{
|
|
2083
|
-
"id": "rsk62_beta_1_100_pb",
|
|
2084
|
-
"description": "book value"
|
|
2085
|
-
},
|
|
2086
|
-
{
|
|
2087
|
-
"id": "rsk62_risk_pb",
|
|
2088
|
-
"description": "book value"
|
|
2089
|
-
},
|
|
2090
|
-
{
|
|
2091
|
-
"id": "rsk62_id_pb",
|
|
2092
|
-
"description": "Date Index of book value"
|
|
2093
|
-
},
|
|
2094
|
-
{
|
|
2095
|
-
"id": "anl39_bvpsmean",
|
|
2096
|
-
"description": "Mean book value per share"
|
|
2097
|
-
},
|
|
2098
|
-
{
|
|
2099
|
-
"id": "anl39_qtanbvps",
|
|
2100
|
-
"description": "Book value (tangible) per share - most recent quarter"
|
|
2101
|
-
},
|
|
2102
|
-
{
|
|
2103
|
-
"id": "anl39_atanbvps",
|
|
2104
|
-
"description": "Book value (tangible) per share - most recent fiscal year"
|
|
2105
|
-
},
|
|
2106
|
-
{
|
|
2107
|
-
"id": "anl39_spvbq",
|
|
2108
|
-
"description": "Book value (Common Equity) per share - most recent quarter"
|
|
2109
|
-
},
|
|
2110
|
-
{
|
|
2111
|
-
"id": "anl39_spvba",
|
|
2112
|
-
"description": "Book value (Common Equity) per share - most recent fiscal year"
|
|
2113
|
-
},
|
|
2114
|
-
{
|
|
2115
|
-
"id": "book_value_per_share_2",
|
|
2116
|
-
"description": "Book Value Per Share - Actual Value"
|
|
2117
|
-
},
|
|
2118
|
-
{
|
|
2119
|
-
"id": "book_value_per_share_reported_value",
|
|
2120
|
-
"description": "Book Value Per Share - Actual Value"
|
|
2121
|
-
},
|
|
2122
|
-
{
|
|
2123
|
-
"id": "anl4_bvps_value",
|
|
2124
|
-
"description": "Book value per share - announced financial value"
|
|
2125
|
-
},
|
|
2126
|
-
{
|
|
2127
|
-
"id": "act_q_nav_value",
|
|
2128
|
-
"description": "actual net asset value regarding the last quarter"
|
|
2129
|
-
},
|
|
2130
|
-
{
|
|
2131
|
-
"id": "est_12m_nav_mean_3mth_ago",
|
|
2132
|
-
"description": "Mean analyst estimate of net asset value regarding the next 4 quarters, made in past 3 months"
|
|
2133
|
-
},
|
|
2134
|
-
{
|
|
2135
|
-
"id": "est_12m_nav_median_3mth_ago",
|
|
2136
|
-
"description": "Median analyst estimate of net asset value regarding the next 4 quarters, made in the past 3 months"
|
|
2137
|
-
},
|
|
2138
|
-
{
|
|
2139
|
-
"id": "est_12m_nav_median_4wks_ago",
|
|
2140
|
-
"description": "Median analyst estimate of net asset value regarding the next 4 quarters, made in the past 4 weeks"
|
|
2141
|
-
},
|
|
2142
|
-
{
|
|
2143
|
-
"id": "est_12m_nav_num_4wks_ago",
|
|
2144
|
-
"description": "Number of analyst estimates of net asset value regarding the next 4 quarters, where old and new estimates were made in the past 4 weeks"
|
|
2145
|
-
},
|
|
2146
|
-
{
|
|
2147
|
-
"id": "est_12m_nav_mean_4wks_ago",
|
|
2148
|
-
"description": "Mean analyst estimate of net asset value regarding the next 4 quarters, made in the past 4 weeks"
|
|
2149
|
-
},
|
|
2150
|
-
{
|
|
2151
|
-
"id": "est_12m_nav_mean_28d",
|
|
2152
|
-
"description": "Mean analyst estimate of net asset value regarding the next 4 quarters, made in the last 28 days"
|
|
2153
|
-
},
|
|
2154
|
-
{
|
|
2155
|
-
"id": "est_12m_nav_high_3mth_ago",
|
|
2156
|
-
"description": "Highest analyst estimate of net asset value regarding the next 4 quarters, made in past 3 months"
|
|
2157
|
-
},
|
|
2158
|
-
{
|
|
2159
|
-
"id": "est_12m_nav_lowerednum_4wks",
|
|
2160
|
-
"description": "Number of lowered analyst estimates of net asset value regarding the next 4 quarters, where old and new estimates were made in past 4 weeks"
|
|
2161
|
-
},
|
|
2162
|
-
{
|
|
2163
|
-
"id": "est_12m_nav_raisednum_4wks",
|
|
2164
|
-
"description": "Number of raised analyst estimates of net asset value regarding the next 4 quarters, where old and new estimates were made in past 4 weeks"
|
|
2165
|
-
},
|
|
2166
|
-
{
|
|
2167
|
-
"id": "anl4_netprofit_flag",
|
|
2168
|
-
"description": "Net profit - forecast type (revision/new/...)"
|
|
2169
|
-
},
|
|
2170
|
-
{
|
|
2171
|
-
"id": "est_12m_nav_low_3mth_ago",
|
|
2172
|
-
"description": "Lowest analyst estimate of net asset value regarding the next 4 quarters, made in the past 3 months"
|
|
2173
|
-
},
|
|
2174
|
-
{
|
|
2175
|
-
"id": "est_12m_nav_low_4wks_ago",
|
|
2176
|
-
"description": "Lowest analyst estimate of net asset value regarding the next 4 quarters, made in the past 4 weeks"
|
|
2177
|
-
},
|
|
2178
|
-
{
|
|
2179
|
-
"id": "anl4_netdebt_flag",
|
|
2180
|
-
"description": "Net debt - forecast type (revision/new/...)"
|
|
2181
|
-
},
|
|
2182
|
-
{
|
|
2183
|
-
"id": "est_12m_nav_high_4wks_ago",
|
|
2184
|
-
"description": "Highest analyst estimate of net asset value regarding the next 4 quarters, made in the past 4 weeks"
|
|
2185
|
-
}
|
|
2186
|
-
]
|
|
2187
|
-
}
|
|
2188
|
-
}
|
|
2189
|
-
},
|
|
2190
|
-
"group_rank(ts_backfill(<intangibles_field/>, 200) / ts_backfill(<assets_field/>, 200), industry)": {
|
|
2191
|
-
"template_explanation": "Intangible asset intensity: within industry, long firms with high intangible/assets ratio (brand/IP moats), short those with low ratio (asset-heavy commoditized businesses).",
|
|
2192
|
-
"seed_alpha_settings": {
|
|
2193
|
-
"instrumentType": "EQUITY",
|
|
2194
|
-
"region": "USA",
|
|
2195
|
-
"universe": "ILLIQUID_MINVOL1M",
|
|
2196
|
-
"delay": 1,
|
|
2197
|
-
"decay": 0,
|
|
2198
|
-
"neutralization": "SLOW_AND_FAST",
|
|
2199
|
-
"truncation": 0.01,
|
|
2200
|
-
"pasteurization": "ON",
|
|
2201
|
-
"unitHandling": "VERIFY",
|
|
2202
|
-
"nanHandling": "ON",
|
|
2203
|
-
"maxTrade": "OFF",
|
|
2204
|
-
"language": "FASTEXPR",
|
|
2205
|
-
"visualization": false,
|
|
2206
|
-
"startDate": "2013-01-20",
|
|
2207
|
-
"endDate": "2023-01-20"
|
|
2208
|
-
},
|
|
2209
|
-
"placeholder_candidates": {
|
|
2210
|
-
"<intangibles_field/>": {
|
|
2211
|
-
"type": "data_field",
|
|
2212
|
-
"candidates": [
|
|
2213
|
-
{
|
|
2214
|
-
"id": "anl39_qtanbvps",
|
|
2215
|
-
"description": "Book value (tangible) per share - most recent quarter"
|
|
2216
|
-
},
|
|
2217
|
-
{
|
|
2218
|
-
"id": "anl39_atanbvps",
|
|
2219
|
-
"description": "Book value (tangible) per share - most recent fiscal year"
|
|
2220
|
-
},
|
|
2221
|
-
{
|
|
2222
|
-
"id": "goodwill_min_guidance_qtr",
|
|
2223
|
-
"description": "Minimum guidance value for Total Goodwill"
|
|
2224
|
-
},
|
|
2225
|
-
{
|
|
2226
|
-
"id": "total_goodwill_amount",
|
|
2227
|
-
"description": "Total Goodwill - Value"
|
|
2228
|
-
},
|
|
2229
|
-
{
|
|
2230
|
-
"id": "total_goodwill_actual_value",
|
|
2231
|
-
"description": "Total Goodwill - announced financial value"
|
|
2232
|
-
},
|
|
2233
|
-
{
|
|
2234
|
-
"id": "total_goodwill_reported_value",
|
|
2235
|
-
"description": "Total Goodwill - Actual Value in Millions"
|
|
2236
|
-
},
|
|
2237
|
-
{
|
|
2238
|
-
"id": "min_total_goodwill_guidance",
|
|
2239
|
-
"description": "Total Goodwill - The lowest guidance value"
|
|
2240
|
-
},
|
|
2241
|
-
{
|
|
2242
|
-
"id": "anl4_tot_gw_ft",
|
|
2243
|
-
"description": "Total Goodwill - forecast type (revision/new/...)"
|
|
2244
|
-
},
|
|
2245
|
-
{
|
|
2246
|
-
"id": "max_total_goodwill_guidance",
|
|
2247
|
-
"description": "The maximum guidance value for Total Goodwill."
|
|
2248
|
-
},
|
|
2249
|
-
{
|
|
2250
|
-
"id": "max_total_goodwill_guidance_2",
|
|
2251
|
-
"description": "The maximum guidance value for Total Goodwill on an annual basis."
|
|
2252
|
-
},
|
|
2253
|
-
{
|
|
2254
|
-
"id": "shrt36_mkt",
|
|
2255
|
-
"description": "Market"
|
|
2256
|
-
},
|
|
2257
|
-
{
|
|
2258
|
-
"id": "resource_efficiency_score",
|
|
2259
|
-
"description": "Score measuring company efforts to reduce resource consumption and improve recycling."
|
|
2260
|
-
},
|
|
2261
|
-
{
|
|
2262
|
-
"id": "anl11_company_name",
|
|
2263
|
-
"description": "Company name"
|
|
2264
|
-
},
|
|
2265
|
-
{
|
|
2266
|
-
"id": "scl12_sentiment",
|
|
2267
|
-
"description": "sentiment"
|
|
2268
|
-
},
|
|
2269
|
-
{
|
|
2270
|
-
"id": "scl12_sentiment_fast_d1",
|
|
2271
|
-
"description": "sentiment"
|
|
2272
|
-
},
|
|
2273
|
-
{
|
|
2274
|
-
"id": "rsk62_beta_1_100_retail",
|
|
2275
|
-
"description": "Retail Industry Beta"
|
|
2276
|
-
},
|
|
2277
|
-
{
|
|
2278
|
-
"id": "community_engagement_industry_rank",
|
|
2279
|
-
"description": "Company\u2019s rank within its industry peer group for community engagement and charitable activities."
|
|
2280
|
-
},
|
|
2281
|
-
{
|
|
2282
|
-
"id": "community_engagement_industry_percentile",
|
|
2283
|
-
"description": "Percentile ranking within industry peer group for community engagement and charitable activities."
|
|
2284
|
-
},
|
|
2285
|
-
{
|
|
2286
|
-
"id": "rsk62_1_return",
|
|
2287
|
-
"description": "Returns"
|
|
2288
|
-
},
|
|
2289
|
-
{
|
|
2290
|
-
"id": "rsk62_5_return",
|
|
2291
|
-
"description": "Returns"
|
|
2292
|
-
},
|
|
2293
|
-
{
|
|
2294
|
-
"id": "community_engagement_sector_rank",
|
|
2295
|
-
"description": "Company\u2019s rank within its sector peer group for community engagement and charitable activities."
|
|
2296
|
-
},
|
|
2297
|
-
{
|
|
2298
|
-
"id": "anl69_country",
|
|
2299
|
-
"description": "Country"
|
|
2300
|
-
},
|
|
2301
|
-
{
|
|
2302
|
-
"id": "ptg_low",
|
|
2303
|
-
"description": "Lowest price target"
|
|
2304
|
-
},
|
|
2305
|
-
{
|
|
2306
|
-
"id": "community_engagement_subsector_rank",
|
|
2307
|
-
"description": "Company\u2019s rank within its subsector peer group for community engagement and charitable activities."
|
|
2308
|
-
},
|
|
2309
|
-
{
|
|
2310
|
-
"id": "rp_css_assets",
|
|
2311
|
-
"description": "Composite sentiment score of assets news"
|
|
2312
|
-
},
|
|
2313
|
-
{
|
|
2314
|
-
"id": "rp_css_product",
|
|
2315
|
-
"description": "Composite sentiment score of product and service-related news"
|
|
2316
|
-
},
|
|
2317
|
-
{
|
|
2318
|
-
"id": "anl44_sales_best_eeps_cur_yr",
|
|
2319
|
-
"description": "sales best eeps cur yr"
|
|
2320
|
-
},
|
|
2321
|
-
{
|
|
2322
|
-
"id": "rp_ess_assets",
|
|
2323
|
-
"description": "Event sentiment score of assets news"
|
|
2324
|
-
},
|
|
2325
|
-
{
|
|
2326
|
-
"id": "anl39_xrefmap_2",
|
|
2327
|
-
"description": "Company xref"
|
|
2328
|
-
},
|
|
2329
|
-
{
|
|
2330
|
-
"id": "nws97_2pos_median",
|
|
2331
|
-
"description": "Median positive sentiment score."
|
|
2332
|
-
},
|
|
2333
|
-
{
|
|
2334
|
-
"id": "nws97_3pos_median",
|
|
2335
|
-
"description": "Median positive sentiment score."
|
|
2336
|
-
},
|
|
2337
|
-
{
|
|
2338
|
-
"id": "nws97_4pos_median",
|
|
2339
|
-
"description": "Median positive sentiment score."
|
|
2340
|
-
},
|
|
2341
|
-
{
|
|
2342
|
-
"id": "nws97_5pos_median",
|
|
2343
|
-
"description": "Median positive sentiment score."
|
|
2344
|
-
},
|
|
2345
|
-
{
|
|
2346
|
-
"id": "nws97pos_median",
|
|
2347
|
-
"description": "Median positive sentiment score."
|
|
2348
|
-
},
|
|
2349
|
-
{
|
|
2350
|
-
"id": "snt22pos_median_258",
|
|
2351
|
-
"description": "median positive sentiment score."
|
|
2352
|
-
},
|
|
2353
|
-
{
|
|
2354
|
-
"id": "anl44_sales_best_eeps_nxt_yr",
|
|
2355
|
-
"description": "sales best eeps nxt yr"
|
|
2356
|
-
},
|
|
2357
|
-
{
|
|
2358
|
-
"id": "snt23_2neut_median_213",
|
|
2359
|
-
"description": "Median neutral sentiment value."
|
|
2360
|
-
},
|
|
2361
|
-
{
|
|
2362
|
-
"id": "snt23_3neut_median_278",
|
|
2363
|
-
"description": "Median neutral sentiment value."
|
|
2364
|
-
},
|
|
2365
|
-
{
|
|
2366
|
-
"id": "snt23_4neut_median_106",
|
|
2367
|
-
"description": "Median neutral sentiment value."
|
|
2368
|
-
},
|
|
2369
|
-
{
|
|
2370
|
-
"id": "snt23_5neut_median_185",
|
|
2371
|
-
"description": "Median neutral sentiment value."
|
|
2372
|
-
},
|
|
2373
|
-
{
|
|
2374
|
-
"id": "snt23neut_median_138",
|
|
2375
|
-
"description": "Median neutral sentiment value."
|
|
2376
|
-
},
|
|
2377
|
-
{
|
|
2378
|
-
"id": "snt23_2pos_median_215",
|
|
2379
|
-
"description": "Median positive sentiment value."
|
|
2380
|
-
},
|
|
2381
|
-
{
|
|
2382
|
-
"id": "snt23_3pos_median_290",
|
|
2383
|
-
"description": "Median positive sentiment value."
|
|
2384
|
-
},
|
|
2385
|
-
{
|
|
2386
|
-
"id": "snt23_4pos_median_116",
|
|
2387
|
-
"description": "Median positive sentiment value."
|
|
2388
|
-
},
|
|
2389
|
-
{
|
|
2390
|
-
"id": "snt23_5pos_median_182",
|
|
2391
|
-
"description": "Median positive sentiment value."
|
|
2392
|
-
},
|
|
2393
|
-
{
|
|
2394
|
-
"id": "snt23pos_median_131",
|
|
2395
|
-
"description": "Median positive sentiment value."
|
|
2396
|
-
},
|
|
2397
|
-
{
|
|
2398
|
-
"id": "anl10_salff_992",
|
|
2399
|
-
"description": "Ff 992 for sales"
|
|
2400
|
-
},
|
|
2401
|
-
{
|
|
2402
|
-
"id": "nws97_2neut_median",
|
|
2403
|
-
"description": "Median neutral sentiment score."
|
|
2404
|
-
},
|
|
2405
|
-
{
|
|
2406
|
-
"id": "nws97_3neut_median",
|
|
2407
|
-
"description": "Median neutral sentiment score."
|
|
2408
|
-
},
|
|
2409
|
-
{
|
|
2410
|
-
"id": "nws97_4neut_median",
|
|
2411
|
-
"description": "Median neutral sentiment score."
|
|
2412
|
-
},
|
|
2413
|
-
{
|
|
2414
|
-
"id": "nws97_5neut_median",
|
|
2415
|
-
"description": "Median neutral sentiment score."
|
|
2416
|
-
},
|
|
2417
|
-
{
|
|
2418
|
-
"id": "nws97neut_median",
|
|
2419
|
-
"description": "Median neutral sentiment score."
|
|
2420
|
-
},
|
|
2421
|
-
{
|
|
2422
|
-
"id": "inst18_instownership_cur_holding",
|
|
2423
|
-
"description": "Current institutional holding."
|
|
2424
|
-
},
|
|
2425
|
-
{
|
|
2426
|
-
"id": "inst18_instownership_num_held",
|
|
2427
|
-
"description": "Shares held by institutions"
|
|
2428
|
-
},
|
|
2429
|
-
{
|
|
2430
|
-
"id": "inst18_instownership_vm_erp",
|
|
2431
|
-
"description": "Valuation of institutional holdings."
|
|
2432
|
-
},
|
|
2433
|
-
{
|
|
2434
|
-
"id": "hedge_fund_ownership_percent",
|
|
2435
|
-
"description": "Percentage of shares held by hedge funds, as a measure of ownership concentration."
|
|
2436
|
-
},
|
|
2437
|
-
{
|
|
2438
|
-
"id": "hedge_fund_ownership_count",
|
|
2439
|
-
"description": "Number of hedge funds holding a position in the security, as a measure of ownership crowding."
|
|
2440
|
-
},
|
|
2441
|
-
{
|
|
2442
|
-
"id": "count_institutional_holders_security",
|
|
2443
|
-
"description": "Number of institutions holding shares of the security as of the report date."
|
|
2444
|
-
},
|
|
2445
|
-
{
|
|
2446
|
-
"id": "inst18_lionshares_insider_num",
|
|
2447
|
-
"description": "Number of insider-held shares."
|
|
2448
|
-
},
|
|
2449
|
-
{
|
|
2450
|
-
"id": "disclosure_transparency_industry_rank",
|
|
2451
|
-
"description": "Company\u2019s rank within its industry peer group for disclosure, transparency, and accountability."
|
|
2452
|
-
},
|
|
2453
|
-
{
|
|
2454
|
-
"id": "inst18_instownership_pre_holding",
|
|
2455
|
-
"description": "Earlier institutional holdings"
|
|
2456
|
-
},
|
|
2457
|
-
{
|
|
2458
|
-
"id": "board_independence_industry_rank",
|
|
2459
|
-
"description": "Company\u2019s rank within its industry peer group for board independence and diversity."
|
|
2460
|
-
},
|
|
2461
|
-
{
|
|
2462
|
-
"id": "personal_products_exposure_score",
|
|
2463
|
-
"description": "Exposure or sensitivity to the personal products industry factor."
|
|
2464
|
-
},
|
|
2465
|
-
{
|
|
2466
|
-
"id": "disclosure_transparency_industry_percentile",
|
|
2467
|
-
"description": "Percentile ranking within industry peer group for disclosure, transparency, and accountability."
|
|
2468
|
-
},
|
|
2469
|
-
{
|
|
2470
|
-
"id": "previous_corporate_presentation_date",
|
|
2471
|
-
"description": "The date of the most recent past corporate presentation event."
|
|
2472
|
-
},
|
|
2473
|
-
{
|
|
2474
|
-
"id": "io_inst_number",
|
|
2475
|
-
"description": "The total number of institutional holders of the security"
|
|
2476
|
-
},
|
|
2477
|
-
{
|
|
2478
|
-
"id": "count_institutional_buyers_security",
|
|
2479
|
-
"description": "Number of institutions that purchased shares of the security in the reporting period."
|
|
2480
|
-
},
|
|
2481
|
-
{
|
|
2482
|
-
"id": "inst18_instownership_pct_held",
|
|
2483
|
-
"description": "Institutional shareholding percentage."
|
|
2484
|
-
},
|
|
2485
|
-
{
|
|
2486
|
-
"id": "imb5_mktcap",
|
|
2487
|
-
"description": "Market Cap"
|
|
2488
|
-
},
|
|
2489
|
-
{
|
|
2490
|
-
"id": "inst18_instownership_cur_mv",
|
|
2491
|
-
"description": "Market value of institutional holdings"
|
|
2492
|
-
},
|
|
2493
|
-
{
|
|
2494
|
-
"id": "pharmaceuticals_exposure_score",
|
|
2495
|
-
"description": "Exposure or sensitivity to the pharmaceuticals industry factor."
|
|
2496
|
-
},
|
|
2497
|
-
{
|
|
2498
|
-
"id": "next_corporate_presentation_date",
|
|
2499
|
-
"description": "The scheduled date of the next corporate presentation event."
|
|
2500
|
-
},
|
|
2501
|
-
{
|
|
2502
|
-
"id": "current_market_cap_usd",
|
|
2503
|
-
"description": "The current market capitalization of the company in US dollars."
|
|
2504
|
-
},
|
|
2505
|
-
{
|
|
2506
|
-
"id": "count_institutional_sellers_security",
|
|
2507
|
-
"description": "Number of institutions that sold shares of the security in the reporting period."
|
|
2508
|
-
},
|
|
2509
|
-
{
|
|
2510
|
-
"id": "workplace_diversity_industry_rank",
|
|
2511
|
-
"description": "Company\u2019s rank within its industry peer group for workplace diversity and labor rights."
|
|
2512
|
-
},
|
|
2513
|
-
{
|
|
2514
|
-
"id": "anl11_2_3g",
|
|
2515
|
-
"description": "Aggregate KPI for Disclosure, Transparency, & Stakeholder Accountability"
|
|
2516
|
-
},
|
|
2517
|
-
{
|
|
2518
|
-
"id": "anl11_3g",
|
|
2519
|
-
"description": "Aggregate KPI for Disclosure, Transparency, & Stakeholder Accountability"
|
|
2520
|
-
},
|
|
2521
|
-
{
|
|
2522
|
-
"id": "disclosure_transparency_sector_rank",
|
|
2523
|
-
"description": "Company\u2019s rank within its sector peer group for disclosure, transparency, and accountability."
|
|
2524
|
-
},
|
|
2525
|
-
{
|
|
2526
|
-
"id": "board_independence_industry_percentile",
|
|
2527
|
-
"description": "Percentile ranking within industry peer group for board independence and diversity."
|
|
2528
|
-
},
|
|
2529
|
-
{
|
|
2530
|
-
"id": "human_rights_industry_rank",
|
|
2531
|
-
"description": "Company\u2019s rank within its industry peer group for human rights and supply chain policies."
|
|
2532
|
-
},
|
|
2533
|
-
{
|
|
2534
|
-
"id": "disclosure_transparency_subsector_rank",
|
|
2535
|
-
"description": "Company\u2019s rank within its subsector peer group for disclosure, transparency, and accountability."
|
|
2536
|
-
},
|
|
2537
|
-
{
|
|
2538
|
-
"id": "inst6_num_of_institutional_holders",
|
|
2539
|
-
"description": "Number of institutional owners for security"
|
|
2540
|
-
},
|
|
2541
|
-
{
|
|
2542
|
-
"id": "anl11_2_2tic",
|
|
2543
|
-
"description": "Aggregate KPI for Human Rights Activism, Supply Chain, Labor & Human Rights Policies"
|
|
2544
|
-
},
|
|
2545
|
-
{
|
|
2546
|
-
"id": "anl11_2tic",
|
|
2547
|
-
"description": "Aggregate KPI for Human Rights Activism, Supply Chain, Labor & Human Rights Policies"
|
|
2548
|
-
},
|
|
2549
|
-
{
|
|
2550
|
-
"id": "quantity_institutional_shares_acquired",
|
|
2551
|
-
"description": "Number of shares bought by institutions during the reporting period."
|
|
2552
|
-
},
|
|
2553
|
-
{
|
|
2554
|
-
"id": "io_fund_number",
|
|
2555
|
-
"description": "The total number of holders of the security"
|
|
2556
|
-
},
|
|
2557
|
-
{
|
|
2558
|
-
"id": "aggregate_equity_value_institutions",
|
|
2559
|
-
"description": "Total market value of shares held by institutional investors."
|
|
2560
|
-
},
|
|
2561
|
-
{
|
|
2562
|
-
"id": "healthcare_equipment_exposure_score",
|
|
2563
|
-
"description": "Exposure or sensitivity to the healthcare equipment and supplies sector factor."
|
|
2564
|
-
},
|
|
2565
|
-
{
|
|
2566
|
-
"id": "market_value_institutional_shares_acquired",
|
|
2567
|
-
"description": "Total value of shares bought by institutions during the reporting period."
|
|
2568
|
-
},
|
|
2569
|
-
{
|
|
2570
|
-
"id": "board_independence_sector_rank",
|
|
2571
|
-
"description": "Company\u2019s rank within its sector peer group for board independence and diversity."
|
|
2572
|
-
},
|
|
2573
|
-
{
|
|
2574
|
-
"id": "inst6_total_shares_held_by_institutions",
|
|
2575
|
-
"description": "Aggregate shares held by institutions"
|
|
2576
|
-
},
|
|
2577
|
-
{
|
|
2578
|
-
"id": "inst6_num_of_institutional_shares_bought",
|
|
2579
|
-
"description": "Number of shares purchased by institutions"
|
|
2580
|
-
},
|
|
2581
|
-
{
|
|
2582
|
-
"id": "board_independence_subsector_rank",
|
|
2583
|
-
"description": "Company\u2019s rank within its subsector peer group for board independence and diversity."
|
|
2584
|
-
},
|
|
2585
|
-
{
|
|
2586
|
-
"id": "previous_shareholder_meeting_date",
|
|
2587
|
-
"description": "The date of the most recent past annual shareholder meeting."
|
|
2588
|
-
},
|
|
2589
|
-
{
|
|
2590
|
-
"id": "quantity_institutional_shares_disposed",
|
|
2591
|
-
"description": "Number of shares sold by institutions during the reporting period."
|
|
2592
|
-
},
|
|
2593
|
-
{
|
|
2594
|
-
"id": "human_rights_sector_rank",
|
|
2595
|
-
"description": "Company\u2019s rank within its sector peer group for human rights and supply chain policies."
|
|
2596
|
-
},
|
|
2597
|
-
{
|
|
2598
|
-
"id": "aggregate_share_count_institutions",
|
|
2599
|
-
"description": "Total number of shares held by all institutional investors."
|
|
2600
|
-
},
|
|
2601
|
-
{
|
|
2602
|
-
"id": "estimated_next_shareholder_meeting_date",
|
|
2603
|
-
"description": "Estimated date for the next annual shareholder meeting, if not yet confirmed."
|
|
2604
|
-
},
|
|
2605
|
-
{
|
|
2606
|
-
"id": "sustainable_product_industry_rank",
|
|
2607
|
-
"description": "Company\u2019s rank within its industry peer group for sustainable products and business model."
|
|
2608
|
-
},
|
|
2609
|
-
{
|
|
2610
|
-
"id": "management_ethics_industry_rank",
|
|
2611
|
-
"description": "Company\u2019s rank within its industry peer group for management standards and ethics."
|
|
2612
|
-
},
|
|
2613
|
-
{
|
|
2614
|
-
"id": "rsk62_beta_factor_1_100_pb",
|
|
2615
|
-
"description": "book value"
|
|
2616
|
-
},
|
|
2617
|
-
{
|
|
2618
|
-
"id": "rsk62_beta_1_100_pb",
|
|
2619
|
-
"description": "book value"
|
|
2620
|
-
},
|
|
2621
|
-
{
|
|
2622
|
-
"id": "rsk62_risk_pb",
|
|
2623
|
-
"description": "book value"
|
|
2624
|
-
},
|
|
2625
|
-
{
|
|
2626
|
-
"id": "rsk62_beta_factor_5_100_pb",
|
|
2627
|
-
"description": "book value"
|
|
2628
|
-
},
|
|
2629
|
-
{
|
|
2630
|
-
"id": "rsk62_beta_5_100_pb",
|
|
2631
|
-
"description": "book value"
|
|
2632
|
-
},
|
|
2633
|
-
{
|
|
2634
|
-
"id": "rsk62_risk_backfill_pb",
|
|
2635
|
-
"description": "book value"
|
|
2636
|
-
},
|
|
2637
|
-
{
|
|
2638
|
-
"id": "anl39_bvpsmean",
|
|
2639
|
-
"description": "Mean book value per share"
|
|
2640
|
-
},
|
|
2641
|
-
{
|
|
2642
|
-
"id": "io_inst_prev_mv",
|
|
2643
|
-
"description": "The total value of that institution at the last reported time"
|
|
2644
|
-
},
|
|
2645
|
-
{
|
|
2646
|
-
"id": "io_fund_prev_holding",
|
|
2647
|
-
"description": "The number of shares in that entity at the last reported time"
|
|
2648
|
-
},
|
|
2649
|
-
{
|
|
2650
|
-
"id": "human_rights_subsector_rank",
|
|
2651
|
-
"description": "Company\u2019s rank within its subsector peer group for human rights and supply chain policies."
|
|
2652
|
-
},
|
|
2653
|
-
{
|
|
2654
|
-
"id": "io_fund_mv",
|
|
2655
|
-
"description": "Total market values that the entity holds at the reported time"
|
|
2656
|
-
},
|
|
2657
|
-
{
|
|
2658
|
-
"id": "io_inst_prev_holding",
|
|
2659
|
-
"description": "The number of shares in that institution at the last reported time"
|
|
2660
|
-
},
|
|
2661
|
-
{
|
|
2662
|
-
"id": "io_fund_prev_mv",
|
|
2663
|
-
"description": "The total value of that entity at the last reported time"
|
|
2664
|
-
},
|
|
2665
|
-
{
|
|
2666
|
-
"id": "io_inst_mv",
|
|
2667
|
-
"description": "Total market values that the institution holds at the reported time"
|
|
2668
|
-
},
|
|
2669
|
-
{
|
|
2670
|
-
"id": "anl11_2_2g",
|
|
2671
|
-
"description": "Aggregate KPI for Management Standards & Ethics"
|
|
2672
|
-
},
|
|
2673
|
-
{
|
|
2674
|
-
"id": "anl11_2g",
|
|
2675
|
-
"description": "Aggregate KPI for Management Standards & Ethics"
|
|
2676
|
-
},
|
|
2677
|
-
{
|
|
2678
|
-
"id": "management_ethics_sector_rank",
|
|
2679
|
-
"description": "Company\u2019s rank within its sector peer group for management standards and ethics."
|
|
2680
|
-
}
|
|
2681
|
-
]
|
|
2682
|
-
},
|
|
2683
|
-
"<assets_field/>": {
|
|
2684
|
-
"type": "data_field",
|
|
2685
|
-
"candidates": [
|
|
2686
|
-
{
|
|
2687
|
-
"id": "anl4_totassets_value",
|
|
2688
|
-
"description": "Total Assets - actual value"
|
|
2689
|
-
},
|
|
2690
|
-
{
|
|
2691
|
-
"id": "total_assets_reported_value",
|
|
2692
|
-
"description": "Total Assets - actual value"
|
|
2693
|
-
},
|
|
2694
|
-
{
|
|
2695
|
-
"id": "total_assets_amount",
|
|
2696
|
-
"description": "Total Assets - actual value"
|
|
2697
|
-
},
|
|
2698
|
-
{
|
|
2699
|
-
"id": "anl4_totassets_high",
|
|
2700
|
-
"description": "Total Assets - The highest estimation"
|
|
2701
|
-
},
|
|
2702
|
-
{
|
|
2703
|
-
"id": "anl4_totassets_low",
|
|
2704
|
-
"description": "Total Assets - The lowest estimation"
|
|
2705
|
-
},
|
|
2706
|
-
{
|
|
2707
|
-
"id": "anl4_totassets_number",
|
|
2708
|
-
"description": "Total Assets - number of estimations"
|
|
2709
|
-
},
|
|
2710
|
-
{
|
|
2711
|
-
"id": "anl4_totassets_mean",
|
|
2712
|
-
"description": "Total Assets - mean of estimations"
|
|
2713
|
-
},
|
|
2714
|
-
{
|
|
2715
|
-
"id": "est_tot_assets",
|
|
2716
|
-
"description": "Total Assets - mean of estimations"
|
|
2717
|
-
},
|
|
2718
|
-
{
|
|
2719
|
-
"id": "anl4_totassets_median",
|
|
2720
|
-
"description": "Total Assets - median of estimations"
|
|
2721
|
-
},
|
|
2722
|
-
{
|
|
2723
|
-
"id": "min_total_assets_guidance",
|
|
2724
|
-
"description": "Minimum guidance value for Total Assets"
|
|
2725
|
-
},
|
|
2726
|
-
{
|
|
2727
|
-
"id": "anl4_totassets_flag",
|
|
2728
|
-
"description": "Total Assets - forecast type (revision/new/...)"
|
|
2729
|
-
},
|
|
2730
|
-
{
|
|
2731
|
-
"id": "max_total_assets_guidance_2",
|
|
2732
|
-
"description": "The maximum guidance value for Total Assets"
|
|
2733
|
-
},
|
|
2734
|
-
{
|
|
2735
|
-
"id": "max_total_assets_guidance",
|
|
2736
|
-
"description": "The maximum guidance value for Total Assets."
|
|
2737
|
-
},
|
|
2738
|
-
{
|
|
2739
|
-
"id": "min_total_assets_guidance_2",
|
|
2740
|
-
"description": "Minimum guidance value for Total Assets on an annual basis"
|
|
2741
|
-
},
|
|
2742
|
-
{
|
|
2743
|
-
"id": "rp_nip_assets",
|
|
2744
|
-
"description": "News impact projection of assets news"
|
|
2745
|
-
},
|
|
2746
|
-
{
|
|
2747
|
-
"id": "rp_ess_assets",
|
|
2748
|
-
"description": "Event sentiment score of assets news"
|
|
2749
|
-
},
|
|
2750
|
-
{
|
|
2751
|
-
"id": "rp_css_assets",
|
|
2752
|
-
"description": "Composite sentiment score of assets news"
|
|
2753
|
-
},
|
|
2754
|
-
{
|
|
2755
|
-
"id": "rsk62_beta_5_100_pb",
|
|
2756
|
-
"description": "book value"
|
|
2757
|
-
},
|
|
2758
|
-
{
|
|
2759
|
-
"id": "rsk62_risk_backfill_pb",
|
|
2760
|
-
"description": "book value"
|
|
2761
|
-
},
|
|
2762
|
-
{
|
|
2763
|
-
"id": "rsk62_beta_factor_1_100_pb",
|
|
2764
|
-
"description": "book value"
|
|
2765
|
-
},
|
|
2766
|
-
{
|
|
2767
|
-
"id": "rsk62_beta_factor_5_100_pb",
|
|
2768
|
-
"description": "book value"
|
|
2769
|
-
},
|
|
2770
|
-
{
|
|
2771
|
-
"id": "rsk62_beta_1_100_pb",
|
|
2772
|
-
"description": "book value"
|
|
2773
|
-
},
|
|
2774
|
-
{
|
|
2775
|
-
"id": "rsk62_risk_pb",
|
|
2776
|
-
"description": "book value"
|
|
2777
|
-
},
|
|
2778
|
-
{
|
|
2779
|
-
"id": "rsk62_id_pb",
|
|
2780
|
-
"description": "Date Index of book value"
|
|
1675
|
+
"id": "mdl177_pricemomentumfactor_actrtn60m",
|
|
1676
|
+
"description": "60-Month Active Return with 1-Month Lag"
|
|
2781
1677
|
},
|
|
2782
1678
|
{
|
|
2783
|
-
"id": "
|
|
2784
|
-
"description": "
|
|
1679
|
+
"id": "mdl177_2_pricemomentumfactor_actrtn60m",
|
|
1680
|
+
"description": "60-Month Active Return with 1-Month Lag"
|
|
2785
1681
|
},
|
|
2786
1682
|
{
|
|
2787
|
-
"id": "
|
|
2788
|
-
"description": "
|
|
1683
|
+
"id": "pv87_rtn1260d_mean",
|
|
1684
|
+
"description": "Total return, past 60M"
|
|
2789
1685
|
},
|
|
2790
1686
|
{
|
|
2791
|
-
"id": "
|
|
2792
|
-
"description": "
|
|
1687
|
+
"id": "mdl177_pricemomentumfactor_actrtn2m",
|
|
1688
|
+
"description": "2-Month Active Return"
|
|
2793
1689
|
},
|
|
2794
1690
|
{
|
|
2795
|
-
"id": "
|
|
2796
|
-
"description": "
|
|
1691
|
+
"id": "mdl77_2priceanalystmodel_qpa_indrs",
|
|
1692
|
+
"description": "Industry Relative Strength: Industry Relative Strength"
|
|
2797
1693
|
},
|
|
2798
1694
|
{
|
|
2799
|
-
"id": "
|
|
2800
|
-
"description": "
|
|
1695
|
+
"id": "mdl77_2priceanalystmodel_srjdaksr_apq",
|
|
1696
|
+
"description": "Risk Adj Relative Strength : Risk Adj Relative Strength"
|
|
2801
1697
|
},
|
|
2802
1698
|
{
|
|
2803
|
-
"id": "
|
|
2804
|
-
"description": "
|
|
1699
|
+
"id": "mdl77_priceanalystmodel_qpa_indrs",
|
|
1700
|
+
"description": "Industry Relative Strength"
|
|
2805
1701
|
},
|
|
2806
1702
|
{
|
|
2807
|
-
"id": "
|
|
2808
|
-
"description": "
|
|
1703
|
+
"id": "mdl177_2_priceanalystmodel_qpa_indrs",
|
|
1704
|
+
"description": "Industry Relative Strength"
|
|
2809
1705
|
},
|
|
2810
1706
|
{
|
|
2811
|
-
"id": "
|
|
2812
|
-
"description": "
|
|
1707
|
+
"id": "mdl177_priceanalystmodel_qpa_indrs_alt",
|
|
1708
|
+
"description": "Industry Relative Strength"
|
|
2813
1709
|
},
|
|
2814
1710
|
{
|
|
2815
|
-
"id": "
|
|
2816
|
-
"description": "
|
|
1711
|
+
"id": "pv87_last_high_rsi",
|
|
1712
|
+
"description": "Relative Strength Index using"
|
|
2817
1713
|
},
|
|
2818
1714
|
{
|
|
2819
|
-
"id": "
|
|
2820
|
-
"description": "
|
|
1715
|
+
"id": "mdl77_priceanalystmodel_srjdaksr_apq",
|
|
1716
|
+
"description": "Risk-Adjusted Relative Strength"
|
|
2821
1717
|
},
|
|
2822
1718
|
{
|
|
2823
|
-
"id": "
|
|
2824
|
-
"description": "
|
|
1719
|
+
"id": "pv87_interval_vwap_rsi",
|
|
1720
|
+
"description": "Relative Strength Index using"
|
|
2825
1721
|
},
|
|
2826
1722
|
{
|
|
2827
|
-
"id": "
|
|
2828
|
-
"description": "
|
|
1723
|
+
"id": "mdl177_priceanalystmodel_qpa_rskadjrs_alt",
|
|
1724
|
+
"description": "Risk Adj Relative Strength"
|
|
2829
1725
|
},
|
|
2830
1726
|
{
|
|
2831
|
-
"id": "
|
|
2832
|
-
"description": "
|
|
1727
|
+
"id": "pv87_last_price_rsi",
|
|
1728
|
+
"description": "Relative Strength Index using"
|
|
2833
1729
|
},
|
|
2834
1730
|
{
|
|
2835
|
-
"id": "
|
|
2836
|
-
"description": "
|
|
1731
|
+
"id": "pv87_rtn21d_mean",
|
|
1732
|
+
"description": "Total return, past 1M"
|
|
2837
1733
|
},
|
|
2838
1734
|
{
|
|
2839
|
-
"id": "
|
|
2840
|
-
"description": "
|
|
1735
|
+
"id": "pv87_rtn2520d_mean",
|
|
1736
|
+
"description": "Total return, past 120M"
|
|
2841
1737
|
},
|
|
2842
1738
|
{
|
|
2843
|
-
"id": "
|
|
2844
|
-
"description": "
|
|
1739
|
+
"id": "pv87_rtn63d_mean",
|
|
1740
|
+
"description": "3-month total return"
|
|
2845
1741
|
},
|
|
2846
1742
|
{
|
|
2847
|
-
"id": "
|
|
2848
|
-
"description": "
|
|
1743
|
+
"id": "mdl230_totalcap_cusip_dtsm1_rd",
|
|
1744
|
+
"description": "It is defined as the standard deviation of stock's daily total return over the trailing one month."
|
|
2849
1745
|
},
|
|
2850
1746
|
{
|
|
2851
|
-
"id": "
|
|
2852
|
-
"description": "
|
|
1747
|
+
"id": "mdl230_us5000_cusip_dtsm1_rd",
|
|
1748
|
+
"description": "It is defined as the standard deviation of stock's daily total return over the trailing one month."
|
|
2853
1749
|
},
|
|
2854
1750
|
{
|
|
2855
|
-
"id": "
|
|
2856
|
-
"description": "
|
|
1751
|
+
"id": "fnd17_alldelay1_chpctpricewtd",
|
|
1752
|
+
"description": "Week to Date price change in percentage"
|
|
2857
1753
|
},
|
|
2858
1754
|
{
|
|
2859
|
-
"id": "
|
|
2860
|
-
"description": "
|
|
1755
|
+
"id": "fnd17_chpctpricewtd",
|
|
1756
|
+
"description": "Week to Date price change in percentage"
|
|
2861
1757
|
},
|
|
2862
1758
|
{
|
|
2863
|
-
"id": "
|
|
2864
|
-
"description": "
|
|
1759
|
+
"id": "fnd17_alldelay1_chpctpriceqtd",
|
|
1760
|
+
"description": "Quarter to Date price change in percentage"
|
|
2865
1761
|
},
|
|
2866
1762
|
{
|
|
2867
|
-
"id": "
|
|
2868
|
-
"description": "
|
|
1763
|
+
"id": "mdl26_price_change_30",
|
|
1764
|
+
"description": "price change in days: 30"
|
|
2869
1765
|
},
|
|
2870
1766
|
{
|
|
2871
|
-
"id": "
|
|
2872
|
-
"description": "
|
|
1767
|
+
"id": "mdl50_bk_price_change_6m",
|
|
1768
|
+
"description": "Last 6 month stock price change"
|
|
2873
1769
|
},
|
|
2874
1770
|
{
|
|
2875
|
-
"id": "
|
|
2876
|
-
"description": "
|
|
1771
|
+
"id": "fnd17_chpctpriceqtd",
|
|
1772
|
+
"description": "Quarter to Date price change in percentage"
|
|
2877
1773
|
},
|
|
2878
1774
|
{
|
|
2879
|
-
"id": "
|
|
2880
|
-
"description": "
|
|
1775
|
+
"id": "fnd17_alldelay1_chpctpricemtd",
|
|
1776
|
+
"description": "Month to Date price change in percentage"
|
|
2881
1777
|
},
|
|
2882
1778
|
{
|
|
2883
|
-
"id": "
|
|
2884
|
-
"description": "
|
|
1779
|
+
"id": "fnd17_chpctpricemtd",
|
|
1780
|
+
"description": "Month to Date price change in percentage"
|
|
2885
1781
|
}
|
|
2886
1782
|
]
|
|
2887
1783
|
}
|