cnhkmcp 2.0.1__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/__init__.py +125 -0
- cnhkmcp/untracked/APP/.gitignore +32 -0
- cnhkmcp/untracked/APP/MODULAR_STRUCTURE.md +112 -0
- cnhkmcp/untracked/APP/README.md +309 -0
- cnhkmcp/untracked/APP/Tranformer/Transformer.py +2192 -0
- cnhkmcp/untracked/APP/Tranformer/ace.log +0 -0
- cnhkmcp/untracked/APP/Tranformer/ace_lib.py +1489 -0
- cnhkmcp/untracked/APP/Tranformer/helpful_functions.py +180 -0
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates.json +1786 -0
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates_/321/207/320/264/342/225/221/321/204/342/225/233/320/233.json +654 -0
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_error.json +261 -0
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_success.json +170 -0
- cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_/321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/320/237/320/277/321/207/320/253/342/224/244/321/206/320/236/320/265/321/210/342/225/234/342/225/234/321/205/320/225/320/265Machine_lib.json +22 -0
- cnhkmcp/untracked/APP/Tranformer/parsetab.py +60 -0
- cnhkmcp/untracked/APP/Tranformer/template_summary.txt +408 -0
- cnhkmcp/untracked/APP/Tranformer/transformer_config.json +7 -0
- cnhkmcp/untracked/APP/Tranformer/validator.py +889 -0
- cnhkmcp/untracked/APP/ace.log +65 -0
- cnhkmcp/untracked/APP/ace_lib.py +1489 -0
- cnhkmcp/untracked/APP/blueprints/__init__.py +6 -0
- cnhkmcp/untracked/APP/blueprints/feature_engineering.py +347 -0
- cnhkmcp/untracked/APP/blueprints/idea_house.py +221 -0
- cnhkmcp/untracked/APP/blueprints/inspiration_house.py +432 -0
- cnhkmcp/untracked/APP/blueprints/paper_analysis.py +570 -0
- cnhkmcp/untracked/APP/custom_templates/templates.json +1257 -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/helpful_functions.py +180 -0
- cnhkmcp/untracked/APP/hkSimulator/ace.log +0 -0
- cnhkmcp/untracked/APP/hkSimulator/ace_lib.py +1476 -0
- cnhkmcp/untracked/APP/hkSimulator/autosim_20251205_145240.log +0 -0
- cnhkmcp/untracked/APP/hkSimulator/autosim_20251215_030103.log +0 -0
- cnhkmcp/untracked/APP/hkSimulator/autosimulator.py +447 -0
- cnhkmcp/untracked/APP/hkSimulator/helpful_functions.py +180 -0
- cnhkmcp/untracked/APP/mirror_config.txt +20 -0
- cnhkmcp/untracked/APP/operaters.csv +129 -0
- cnhkmcp/untracked/APP/requirements.txt +53 -0
- cnhkmcp/untracked/APP/run_app.bat +28 -0
- cnhkmcp/untracked/APP/run_app.sh +34 -0
- cnhkmcp/untracked/APP/setup_tsinghua.bat +39 -0
- cnhkmcp/untracked/APP/setup_tsinghua.sh +43 -0
- cnhkmcp/untracked/APP/simulator/alpha_submitter.py +404 -0
- cnhkmcp/untracked/APP/simulator/simulator_wqb.py +618 -0
- cnhkmcp/untracked/APP/ssrn-3332513.pdf +109188 -19
- cnhkmcp/untracked/APP/static/brain.js +528 -0
- cnhkmcp/untracked/APP/static/decoder.js +1540 -0
- cnhkmcp/untracked/APP/static/feature_engineering.js +1729 -0
- cnhkmcp/untracked/APP/static/idea_house.js +937 -0
- cnhkmcp/untracked/APP/static/inspiration.js +465 -0
- cnhkmcp/untracked/APP/static/inspiration_house.js +868 -0
- cnhkmcp/untracked/APP/static/paper_analysis.js +390 -0
- cnhkmcp/untracked/APP/static/script.js +2942 -0
- cnhkmcp/untracked/APP/static/simulator.js +597 -0
- cnhkmcp/untracked/APP/static/styles.css +3127 -0
- cnhkmcp/untracked/APP/static/usage_widget.js +508 -0
- cnhkmcp/untracked/APP/templates/alpha_inspector.html +511 -0
- cnhkmcp/untracked/APP/templates/feature_engineering.html +960 -0
- cnhkmcp/untracked/APP/templates/idea_house.html +564 -0
- cnhkmcp/untracked/APP/templates/index.html +911 -0
- cnhkmcp/untracked/APP/templates/inspiration_house.html +861 -0
- cnhkmcp/untracked/APP/templates/paper_analysis.html +91 -0
- cnhkmcp/untracked/APP/templates/simulator.html +343 -0
- cnhkmcp/untracked/APP/templates/transformer_web.html +580 -0
- cnhkmcp/untracked/APP/usage.md +351 -0
- cnhkmcp/untracked/APP//321/207/342/225/235/320/250/321/205/320/230/320/226/321/204/342/225/225/320/220/321/211/320/221/320/243/321/206/320/261/320/265/ace_lib.py +1489 -0
- cnhkmcp/untracked/APP//321/207/342/225/235/320/250/321/205/320/230/320/226/321/204/342/225/225/320/220/321/211/320/221/320/243/321/206/320/261/320/265/brain_alpha_inspector.py +712 -0
- cnhkmcp/untracked/APP//321/207/342/225/235/320/250/321/205/320/230/320/226/321/204/342/225/225/320/220/321/211/320/221/320/243/321/206/320/261/320/265/helpful_functions.py +180 -0
- 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 +2393 -0
- cnhkmcp/untracked/arXiv_API_Tool_Manual.md +490 -0
- cnhkmcp/untracked/arxiv_api.py +229 -0
- cnhkmcp/untracked/forum_functions.py +998 -0
- cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/forum_functions.py +407 -0
- cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/platform_functions.py +2415 -0
- cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/user_config.json +31 -0
- cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272//321/210/320/276/320/271AI/321/210/320/277/342/225/227/321/210/342/224/220/320/251/321/204/342/225/225/320/272/321/206/320/246/320/227/321/206/320/261/320/263/321/206/320/255/320/265/321/205/320/275/320/266/321/204/342/225/235/320/252/321/204/342/225/225/320/233/321/210/342/225/234/342/225/234/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270.md +101 -0
- cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272//321/211/320/225/320/235/321/207/342/225/234/320/276/321/205/320/231/320/235/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/230/320/241_/321/205/320/276/320/231/321/210/320/263/320/225/321/205/342/224/220/320/225/321/210/320/266/320/221/321/204/342/225/233/320/255/321/210/342/225/241/320/246/321/205/320/234/320/225.py +190 -0
- cnhkmcp/untracked/platform_functions.py +2886 -0
- cnhkmcp/untracked/sample_mcp_config.json +11 -0
- cnhkmcp/untracked/user_config.json +31 -0
- cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/320/237/320/222/321/210/320/220/320/223/321/206/320/246/320/227/321/206/320/261/320/263_BRAIN_Alpha_Test_Requirements_and_Tips.md +202 -0
- cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_Alpha_explaination_workflow.md +56 -0
- cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_BRAIN_6_Tips_Datafield_Exploration_Guide.md +194 -0
- cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_BRAIN_Alpha_Improvement_Workflow.md +101 -0
- cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_Dataset_Exploration_Expert_Manual.md +436 -0
- cnhkmcp/untracked//321/207/320/264/342/225/221/321/204/342/225/233/320/233/321/205/342/225/226/320/265/321/204/342/225/234/320/254/321/206/342/225/241/320/221_daily_report_workflow.md +128 -0
- cnhkmcp/untracked//321/211/320/225/320/235/321/207/342/225/234/320/276/321/205/320/231/320/235/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/230/320/241_/321/205/320/276/320/231/321/210/320/263/320/225/321/205/342/224/220/320/225/321/210/320/266/320/221/321/204/342/225/233/320/255/321/210/342/225/241/320/246/321/205/320/234/320/225.py +190 -0
- cnhkmcp-2.0.1.dist-info/METADATA +187 -0
- cnhkmcp-2.0.1.dist-info/RECORD +95 -0
- cnhkmcp-2.0.1.dist-info/WHEEL +5 -0
- cnhkmcp-2.0.1.dist-info/entry_points.txt +2 -0
- cnhkmcp-2.0.1.dist-info/licenses/LICENSE +21 -0
- cnhkmcp-2.0.1.dist-info/top_level.txt +1 -0
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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": "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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"truncation": 0.01,
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"pasteurization": "ON",
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"unitHandling": "VERIFY",
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"nanHandling": "ON",
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"maxTrade": "OFF",
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"language": "FASTEXPR",
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"visualization": false,
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"startDate": "2013-01-20",
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"endDate": "2023-01-20"
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"placeholder_candidates": {
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"<capex_field/>": {
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"type": "data_field",
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"candidates": [
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"id": "capex",
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"description": "Capital Expenditures"
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"id": "mdl177_valueanalystmodel_qva_capexdep",
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"description": "Capex to Depreciation Rank"
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"id": "mdl177_2_valueanalystmodel_qva_capexdep",
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"description": "Capex to Depreciation Rank"
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"id": "mdl177_valanalystmodel_qva_capexdep",
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"description": "Capex to Depreciation Rank"
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"id": "mdl177_valueanalystmodel_qva_capexdep_alt",
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"description": "Capex to Depreciation Rank"
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"id": "mdl77_2growthanalystmodel_qga_epscapex",
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"id": "mdl177_2_growthanalystmodel_qga_epscapex",
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"description": "EPS Growth to CapEx Link"
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"description": "EPS Growth to CapEx Link"
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"description": "[Quarterly] Capital Expenditures"
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"description": "Daily market capitalization (in millions)"
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"description": "Market cap"
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"description": "Market Cap"
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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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},
|
|
121
|
+
{
|
|
122
|
+
"id": "rsk62_risk_backfill_logcap",
|
|
123
|
+
"description": "log(cap)"
|
|
124
|
+
},
|
|
125
|
+
{
|
|
126
|
+
"id": "rsk62_beta_factor_1_100_logcap",
|
|
127
|
+
"description": "log(cap)"
|
|
128
|
+
},
|
|
129
|
+
{
|
|
130
|
+
"id": "fnd17_csptrendgr",
|
|
131
|
+
"description": "Capital Spending growth rate, 5 year"
|
|
132
|
+
},
|
|
133
|
+
{
|
|
134
|
+
"id": "fnd17_alldelay1_csptrendgr",
|
|
135
|
+
"description": "Capital Spending Growth Rate, 5-Year"
|
|
136
|
+
},
|
|
137
|
+
{
|
|
138
|
+
"id": "fnd17_qcapspps",
|
|
139
|
+
"description": "Capital Spending per Share. most recent quarter"
|
|
140
|
+
},
|
|
141
|
+
{
|
|
142
|
+
"id": "fnd17_alldelay1_ttmcapspps",
|
|
143
|
+
"description": "Capital Spending per share, trailing 12 months"
|
|
144
|
+
},
|
|
145
|
+
{
|
|
146
|
+
"id": "fnd17_alldelay1_qcapspps",
|
|
147
|
+
"description": "Capital Spending per Share - Most Recent Quarter"
|
|
148
|
+
},
|
|
149
|
+
{
|
|
150
|
+
"id": "fnd17_ttmcapspps",
|
|
151
|
+
"description": "Capital Spending per share, trailing 12 month"
|
|
152
|
+
},
|
|
153
|
+
{
|
|
154
|
+
"id": "fnd17_acapspps",
|
|
155
|
+
"description": "Capital Spending per Share, most recent fiscal year"
|
|
156
|
+
},
|
|
157
|
+
{
|
|
158
|
+
"id": "assets",
|
|
159
|
+
"description": "Assets - Total"
|
|
160
|
+
},
|
|
161
|
+
{
|
|
162
|
+
"id": "fnd89_asset_41_11",
|
|
163
|
+
"description": "Current Asset Accruals / Total Assets"
|
|
164
|
+
},
|
|
165
|
+
{
|
|
166
|
+
"id": "fnd89_asset_43_11",
|
|
167
|
+
"description": "Current Asset Accruals / Total Assets"
|
|
168
|
+
},
|
|
169
|
+
{
|
|
170
|
+
"id": "fnd89_asset_42_11",
|
|
171
|
+
"description": "Current Asset Accruals / Total Assets"
|
|
172
|
+
},
|
|
173
|
+
{
|
|
174
|
+
"id": "fnd89_asset_62_11",
|
|
175
|
+
"description": "Financial Asset Accruals / Total Assets"
|
|
176
|
+
},
|
|
177
|
+
{
|
|
178
|
+
"id": "fnd89_asset_63_11",
|
|
179
|
+
"description": "Financial Asset Accruals / Total Assets"
|
|
180
|
+
},
|
|
181
|
+
{
|
|
182
|
+
"id": "fnd89_asset_64_11",
|
|
183
|
+
"description": "Financial Asset Accruals / Total Assets"
|
|
184
|
+
},
|
|
185
|
+
{
|
|
186
|
+
"id": "fnd89_asset_61_11",
|
|
187
|
+
"description": "Financial Asset Accruals / Total Assets"
|
|
188
|
+
},
|
|
189
|
+
{
|
|
190
|
+
"id": "fnd89_asset_62_21",
|
|
191
|
+
"description": "Financial Asset Accruals / Current Assets"
|
|
192
|
+
}
|
|
193
|
+
]
|
|
194
|
+
},
|
|
195
|
+
"<revenue_field/>": {
|
|
196
|
+
"type": "data_field",
|
|
197
|
+
"candidates": [
|
|
198
|
+
{
|
|
199
|
+
"id": "revenue",
|
|
200
|
+
"description": "Revenue - Total"
|
|
201
|
+
},
|
|
202
|
+
{
|
|
203
|
+
"id": "star_rev_surprise_prediction_fy2",
|
|
204
|
+
"description": "Revenue predicted surprise pct - forward 2 years"
|
|
205
|
+
},
|
|
206
|
+
{
|
|
207
|
+
"id": "star_rev_surprise_prediction_fy1",
|
|
208
|
+
"description": "Revenue predicted surprise pct - forward 1 year"
|
|
209
|
+
},
|
|
210
|
+
{
|
|
211
|
+
"id": "star_rev_surprise_prediction_12m",
|
|
212
|
+
"description": "Revenue predicted surprise pct - forward 12 months"
|
|
213
|
+
},
|
|
214
|
+
{
|
|
215
|
+
"id": "star_rev_surprise_prediction_fq2",
|
|
216
|
+
"description": "Revenue predicted surprise pct - forward 2 quarters"
|
|
217
|
+
},
|
|
218
|
+
{
|
|
219
|
+
"id": "star_rev_surprise_prediction_fq1",
|
|
220
|
+
"description": "Revenue predicted surprise pct - forward 1 quarter"
|
|
221
|
+
},
|
|
222
|
+
{
|
|
223
|
+
"id": "revenue_per_share_quarterly_non_annualized",
|
|
224
|
+
"description": "Revenue per share for the most recent quarter, not annualized."
|
|
225
|
+
},
|
|
226
|
+
{
|
|
227
|
+
"id": "revenue_per_share_quarterly",
|
|
228
|
+
"description": "Revenue per share for the most recent quarter, annualized."
|
|
229
|
+
},
|
|
230
|
+
{
|
|
231
|
+
"id": "star_rev_smart_estimate_fq1",
|
|
232
|
+
"description": "FQ1 SmartEstimate"
|
|
233
|
+
},
|
|
234
|
+
{
|
|
235
|
+
"id": "star_rev_smart_estimate_12m",
|
|
236
|
+
"description": "F12M SmartEstimate"
|
|
237
|
+
},
|
|
238
|
+
{
|
|
239
|
+
"id": "sales",
|
|
240
|
+
"description": "Sales/Turnover (Net)"
|
|
241
|
+
},
|
|
242
|
+
{
|
|
243
|
+
"id": "sales_estimate_maximum",
|
|
244
|
+
"description": "Sales - The highest estimation"
|
|
245
|
+
},
|
|
246
|
+
{
|
|
247
|
+
"id": "sales_guidance_value_quarterly",
|
|
248
|
+
"description": "Sales - guidance value"
|
|
249
|
+
},
|
|
250
|
+
{
|
|
251
|
+
"id": "sales_estimate_minimum",
|
|
252
|
+
"description": "Sales - The lowest estimation"
|
|
253
|
+
},
|
|
254
|
+
{
|
|
255
|
+
"id": "sales_estimate_count_2",
|
|
256
|
+
"description": "Number of Sales estimates"
|
|
257
|
+
},
|
|
258
|
+
{
|
|
259
|
+
"id": "sales_estimate_count",
|
|
260
|
+
"description": "Sales - number of estimations"
|
|
261
|
+
},
|
|
262
|
+
{
|
|
263
|
+
"id": "sales_min_guidance_quarterly",
|
|
264
|
+
"description": "Minimum guidance value for Sales"
|
|
265
|
+
},
|
|
266
|
+
{
|
|
267
|
+
"id": "sales_estimate_standard_deviation",
|
|
268
|
+
"description": "Sales - standard deviation of estimations"
|
|
269
|
+
},
|
|
270
|
+
{
|
|
271
|
+
"id": "sales_estimate_average_annual",
|
|
272
|
+
"description": "Sales - mean of estimations"
|
|
273
|
+
},
|
|
274
|
+
{
|
|
275
|
+
"id": "sales_estimate_average_quarterly",
|
|
276
|
+
"description": "Sales - mean of estimations"
|
|
277
|
+
},
|
|
278
|
+
{
|
|
279
|
+
"id": "mdl31_v14_ab1_ass_tvr_prior_y",
|
|
280
|
+
"description": "Prior year turnover"
|
|
281
|
+
},
|
|
282
|
+
{
|
|
283
|
+
"id": "mdl31_ab1_ass_tvr_prior_y",
|
|
284
|
+
"description": "Prior year turnover"
|
|
285
|
+
},
|
|
286
|
+
{
|
|
287
|
+
"id": "mdl31_v14_ab1_ass_tvr_last_qtr",
|
|
288
|
+
"description": "Last quarter asset turnover"
|
|
289
|
+
},
|
|
290
|
+
{
|
|
291
|
+
"id": "mdl31_v14_ab1_ass_tvr_prior_qtr",
|
|
292
|
+
"description": "Prior quarter asset turnover"
|
|
293
|
+
},
|
|
294
|
+
{
|
|
295
|
+
"id": "mdl31_ab1_ass_tvr_last_y",
|
|
296
|
+
"description": "Last year asset turnover"
|
|
297
|
+
},
|
|
298
|
+
{
|
|
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"
|
|
317
|
+
},
|
|
318
|
+
{
|
|
319
|
+
"id": "fnd23_intfvalld1_nirv",
|
|
320
|
+
"description": "Net Revenues"
|
|
321
|
+
},
|
|
322
|
+
{
|
|
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."
|
|
384
|
+
},
|
|
385
|
+
{
|
|
386
|
+
"id": "mdl219_1_nnastp",
|
|
387
|
+
"description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
|
|
388
|
+
},
|
|
389
|
+
{
|
|
390
|
+
"id": "fnd28_value_18297a",
|
|
391
|
+
"description": "value of annual field: Trade Receivables - Net"
|
|
392
|
+
},
|
|
393
|
+
{
|
|
394
|
+
"id": "fnd28_wast_value_02513a",
|
|
395
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
396
|
+
},
|
|
397
|
+
{
|
|
398
|
+
"id": "fnd28_wsbsht_value_02513a",
|
|
399
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
400
|
+
},
|
|
401
|
+
{
|
|
402
|
+
"id": "fnd28_value_18297q",
|
|
403
|
+
"description": "value of quarterly field: Trade Receivables - Net"
|
|
404
|
+
},
|
|
405
|
+
{
|
|
406
|
+
"id": "fnd28_wast_value_02507a",
|
|
407
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
408
|
+
},
|
|
409
|
+
{
|
|
410
|
+
"id": "fnd28_wsbsht_value_02507a",
|
|
411
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
412
|
+
},
|
|
413
|
+
{
|
|
414
|
+
"id": "fnd28_wcbshtasseta_value_02501a",
|
|
415
|
+
"description": "value of annual field: Property, Plant & Equipment - Net"
|
|
416
|
+
},
|
|
417
|
+
{
|
|
418
|
+
"id": "fnd3_q_epp_fast_d1",
|
|
419
|
+
"description": "Quarterly Property, Plant & Equipment"
|
|
420
|
+
},
|
|
421
|
+
{
|
|
422
|
+
"id": "fnd3_q_epp",
|
|
423
|
+
"description": "Quarterly Property, Plant & Equipment"
|
|
424
|
+
},
|
|
425
|
+
{
|
|
426
|
+
"id": "fnd3_A_epp",
|
|
427
|
+
"description": "Annual Property, Plant & Equipment"
|
|
428
|
+
},
|
|
429
|
+
{
|
|
430
|
+
"id": "fnd3_a_epp_fast_d1",
|
|
431
|
+
"description": "Annual Property, Plant & Equipment"
|
|
432
|
+
},
|
|
433
|
+
{
|
|
434
|
+
"id": "fnd23_annfvadjfieldsacctadj_ctpa",
|
|
435
|
+
"description": "gross property, plant & equipment."
|
|
436
|
+
},
|
|
437
|
+
{
|
|
438
|
+
"id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
|
|
439
|
+
"description": "gross property, plant & equipment."
|
|
440
|
+
},
|
|
441
|
+
{
|
|
442
|
+
"id": "fnd23_intfvalld1_ctpa",
|
|
443
|
+
"description": "gross property, plant & equipment."
|
|
444
|
+
},
|
|
445
|
+
{
|
|
446
|
+
"id": "fnd23_annfv1a_ctpa",
|
|
447
|
+
"description": "gross property, plant & equipment."
|
|
448
|
+
},
|
|
449
|
+
{
|
|
450
|
+
"id": "fnd23_intfvadjfieldsacctadj_ctpa",
|
|
451
|
+
"description": "gross property, plant & equipment."
|
|
452
|
+
},
|
|
453
|
+
{
|
|
454
|
+
"id": "fnd23_intfvm_ctpa",
|
|
455
|
+
"description": "gross property, plant & equipment."
|
|
456
|
+
},
|
|
457
|
+
{
|
|
458
|
+
"id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
|
|
459
|
+
"description": "Net Fixed Assets"
|
|
460
|
+
},
|
|
461
|
+
{
|
|
462
|
+
"id": "fnd72_bs_net_fix_asset",
|
|
463
|
+
"description": "Net Fixed Assets"
|
|
464
|
+
},
|
|
465
|
+
{
|
|
466
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
|
|
467
|
+
"description": "Net Fixed Assets"
|
|
468
|
+
},
|
|
469
|
+
{
|
|
470
|
+
"id": "fnd72_1_bs_net_fix_asset",
|
|
471
|
+
"description": "Net Fixed Assets"
|
|
472
|
+
},
|
|
473
|
+
{
|
|
474
|
+
"id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
|
|
475
|
+
"description": "Net Fixed Assets"
|
|
476
|
+
},
|
|
477
|
+
{
|
|
478
|
+
"id": "fnd72_s_pit_or_cr_q_net_fix_asset_turn",
|
|
479
|
+
"description": "Financial ratio of net sales to net fixed assets"
|
|
480
|
+
},
|
|
481
|
+
{
|
|
482
|
+
"id": "mdl219_1_nfaldebt",
|
|
483
|
+
"description": "Net fixed assets-to-long-term debt ratio measuring asset coverage."
|
|
484
|
+
},
|
|
485
|
+
{
|
|
486
|
+
"id": "mdl219_2_nfaldebt",
|
|
487
|
+
"description": "Net fixed assets-to-long-term debt ratio measuring asset coverage for the second module."
|
|
488
|
+
},
|
|
489
|
+
{
|
|
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."
|
|
492
|
+
},
|
|
493
|
+
{
|
|
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."
|
|
496
|
+
},
|
|
497
|
+
{
|
|
498
|
+
"id": "fnd23_capex",
|
|
499
|
+
"description": "capital expenditure"
|
|
500
|
+
},
|
|
501
|
+
{
|
|
502
|
+
"id": "fnd3_a_capexgross_fast_d1",
|
|
503
|
+
"description": "Annual Capital Expenditure Payments (Gross)"
|
|
504
|
+
},
|
|
505
|
+
{
|
|
506
|
+
"id": "fnd3_a_capexgross",
|
|
507
|
+
"description": "Annual Capital Expenditure Payments (Gross)"
|
|
508
|
+
},
|
|
509
|
+
{
|
|
510
|
+
"id": "mdl262_capx_compustatdeltapredict_annual_funda_predict",
|
|
511
|
+
"description": "Predict value of Capital Expenditure"
|
|
512
|
+
},
|
|
513
|
+
{
|
|
514
|
+
"id": "mdl262_trkdpitpredictivecapex_prediction",
|
|
515
|
+
"description": "Predict value of Capital Expenditure"
|
|
516
|
+
},
|
|
517
|
+
{
|
|
518
|
+
"id": "fnd3_A_capexgross",
|
|
519
|
+
"description": "Annual Capital Expenditure Payments (Gross)"
|
|
520
|
+
},
|
|
521
|
+
{
|
|
522
|
+
"id": "pv87_capital_expenditure_actual",
|
|
523
|
+
"description": "Capital Expenditure Actual"
|
|
524
|
+
},
|
|
525
|
+
{
|
|
526
|
+
"id": "fnd3_Q_capexgross",
|
|
527
|
+
"description": "Quarterly Capital Expenditure Payments (Gross)"
|
|
528
|
+
}
|
|
529
|
+
]
|
|
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/>": {
|
|
554
|
+
"type": "data_field",
|
|
555
|
+
"candidates": [
|
|
556
|
+
{
|
|
557
|
+
"id": "ebitda",
|
|
558
|
+
"description": "Earnings Before Interest"
|
|
559
|
+
},
|
|
560
|
+
{
|
|
561
|
+
"id": "ebitda_reported_value",
|
|
562
|
+
"description": "EBITDA value for the quarter."
|
|
563
|
+
},
|
|
564
|
+
{
|
|
565
|
+
"id": "ebitda_per_share_trailing_twelve_months",
|
|
566
|
+
"description": "EBITDA per share for the trailing twelve months."
|
|
567
|
+
},
|
|
568
|
+
{
|
|
569
|
+
"id": "mdl38_rel_val_ev_ebitda",
|
|
570
|
+
"description": "Global-relative (1-100) EV/EBITDA Rank"
|
|
571
|
+
},
|
|
572
|
+
{
|
|
573
|
+
"id": "mdl38_v14_rel_val_ev_ebitda",
|
|
574
|
+
"description": "Global-relative (1-100) EV/EBITDA Rank"
|
|
575
|
+
},
|
|
576
|
+
{
|
|
577
|
+
"id": "ev_to_ebitda_component_rank",
|
|
578
|
+
"description": "Global-relative rank for the enterprise value to EBITDA ratio component."
|
|
579
|
+
},
|
|
580
|
+
{
|
|
581
|
+
"id": "ev_ebitda_relative_score_main",
|
|
582
|
+
"description": "Relative ranking score for the enterprise value to EBITDA ratio component."
|
|
583
|
+
},
|
|
584
|
+
{
|
|
585
|
+
"id": "ebitda_annual",
|
|
586
|
+
"description": "Earnings before interest, taxes, depreciation, and amortization for the most recent fiscal year."
|
|
587
|
+
},
|
|
588
|
+
{
|
|
589
|
+
"id": "ev_ebitda_relative_score_float",
|
|
590
|
+
"description": "Relative ranking score for the enterprise value to EBITDA ratio component (float type)."
|
|
591
|
+
},
|
|
592
|
+
{
|
|
593
|
+
"id": "fnd3_A_ope_cf",
|
|
594
|
+
"description": "Annual Operating Cash Flow"
|
|
595
|
+
},
|
|
596
|
+
{
|
|
597
|
+
"id": "fnd3_a_ope_cf",
|
|
598
|
+
"description": "Annual Operating Cash Flow"
|
|
599
|
+
},
|
|
600
|
+
{
|
|
601
|
+
"id": "fnd3_q_ope_cf_fast_d1",
|
|
602
|
+
"description": "Quarterly Operating Cash Flow"
|
|
603
|
+
},
|
|
604
|
+
{
|
|
605
|
+
"id": "fnd3_a_ope_cf_fast_d1",
|
|
606
|
+
"description": "Annual Operating Cash Flow"
|
|
607
|
+
},
|
|
608
|
+
{
|
|
609
|
+
"id": "fnd3_q_ope_cf",
|
|
610
|
+
"description": "Quarterly Operating Cash Flow"
|
|
611
|
+
},
|
|
612
|
+
{
|
|
613
|
+
"id": "fnd3_Q_ope_cf",
|
|
614
|
+
"description": "Quarterly Operating Cash Flow"
|
|
615
|
+
},
|
|
616
|
+
{
|
|
617
|
+
"id": "mdl109_matrix_cfoyld",
|
|
618
|
+
"description": "Operating cash flow yield"
|
|
619
|
+
},
|
|
620
|
+
{
|
|
621
|
+
"id": "mdl219_1_ocfmargin",
|
|
622
|
+
"description": "Operating cash flow margin calculated as operating cash flow divided by sales."
|
|
623
|
+
},
|
|
624
|
+
{
|
|
625
|
+
"id": "mdl109_matrix_cfoyld_fy1",
|
|
626
|
+
"description": "Operating cash flow yield, FY1"
|
|
627
|
+
},
|
|
628
|
+
{
|
|
629
|
+
"id": "mdl177_fa_ocfratio",
|
|
630
|
+
"description": "Operating Cash Flow Ratio"
|
|
631
|
+
},
|
|
632
|
+
{
|
|
633
|
+
"id": "fnd28_a_value_08381",
|
|
634
|
+
"description": "value of field: Cash Earnings Return on Equity"
|
|
635
|
+
},
|
|
636
|
+
{
|
|
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"
|
|
651
|
+
},
|
|
652
|
+
{
|
|
653
|
+
"id": "mdl177_sensitivityfactor3_ceroe",
|
|
654
|
+
"description": "Cash Earnings Return On Equity"
|
|
655
|
+
},
|
|
656
|
+
{
|
|
657
|
+
"id": "fnd28_annualprof_value_08381a",
|
|
658
|
+
"description": "value of annual field: Cash Earnings Return on Equity"
|
|
659
|
+
},
|
|
660
|
+
{
|
|
661
|
+
"id": "fnd28_annualprofq_value_08381q",
|
|
662
|
+
"description": "value of quarterly field: Cash Earnings Return on Equity"
|
|
663
|
+
},
|
|
664
|
+
{
|
|
665
|
+
"id": "fnd28_pftlta_value_08381a",
|
|
666
|
+
"description": "value of annual field: Cash Earnings Return on Equity"
|
|
667
|
+
},
|
|
668
|
+
{
|
|
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."
|
|
671
|
+
},
|
|
672
|
+
{
|
|
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."
|
|
675
|
+
},
|
|
676
|
+
{
|
|
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."
|
|
679
|
+
},
|
|
680
|
+
{
|
|
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."
|
|
683
|
+
},
|
|
684
|
+
{
|
|
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."
|
|
687
|
+
},
|
|
688
|
+
{
|
|
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."
|
|
691
|
+
},
|
|
692
|
+
{
|
|
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."
|
|
695
|
+
},
|
|
696
|
+
{
|
|
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."
|
|
699
|
+
},
|
|
700
|
+
{
|
|
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."
|
|
703
|
+
},
|
|
704
|
+
{
|
|
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."
|
|
707
|
+
},
|
|
708
|
+
{
|
|
709
|
+
"id": "ebit",
|
|
710
|
+
"description": "Earnings Before Interest and Taxes"
|
|
711
|
+
},
|
|
712
|
+
{
|
|
713
|
+
"id": "fnd2_ebitdm",
|
|
714
|
+
"description": "EBIT, Domestic"
|
|
715
|
+
},
|
|
716
|
+
{
|
|
717
|
+
"id": "fnd2_ebitfr",
|
|
718
|
+
"description": "EBIT, Foreign"
|
|
719
|
+
},
|
|
720
|
+
{
|
|
721
|
+
"id": "fnd13_sbit",
|
|
722
|
+
"description": "Normalized EBIT"
|
|
723
|
+
},
|
|
724
|
+
{
|
|
725
|
+
"id": "fnd23_icsm_m_tibs",
|
|
726
|
+
"description": "[Quarterly] Normalized EBIT"
|
|
727
|
+
},
|
|
728
|
+
{
|
|
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"
|
|
740
|
+
},
|
|
741
|
+
{
|
|
742
|
+
"id": "fnd13_rkdbalancesheetq_nppa",
|
|
743
|
+
"description": "Property/Plant/Equipment, Total - Net"
|
|
744
|
+
},
|
|
745
|
+
{
|
|
746
|
+
"id": "fnd13_aptc",
|
|
747
|
+
"description": "Property/Plant/Equipment, Total - Gross"
|
|
748
|
+
},
|
|
749
|
+
{
|
|
750
|
+
"id": "fnd7_ointfund_qtnepp",
|
|
751
|
+
"description": "Quarterly Fundamental Item: Property, Plant, and Equipment - Total (Net)"
|
|
752
|
+
},
|
|
753
|
+
{
|
|
754
|
+
"id": "pv20_q_1_ard_property_plant_equip_net",
|
|
755
|
+
"description": "ARD Property Plant & Equipment - Net"
|
|
756
|
+
},
|
|
757
|
+
{
|
|
758
|
+
"id": "fnd23_intfvalld1_nppa",
|
|
759
|
+
"description": "net property, plant and equipment."
|
|
760
|
+
},
|
|
761
|
+
{
|
|
762
|
+
"id": "fnd23_nppv",
|
|
763
|
+
"description": "Other Property/Plant/Equipment - Net"
|
|
764
|
+
},
|
|
765
|
+
{
|
|
766
|
+
"id": "fnd23_annfv1a_nppa",
|
|
767
|
+
"description": "net property, plant and equipment."
|
|
768
|
+
},
|
|
769
|
+
{
|
|
770
|
+
"id": "fnd23_annfvadjfieldsacctadj_dlo_nppa",
|
|
771
|
+
"description": "net property, plant and equipment."
|
|
772
|
+
},
|
|
773
|
+
{
|
|
774
|
+
"id": "fnd23_intfvm_nppa",
|
|
775
|
+
"description": "net property, plant and equipment."
|
|
776
|
+
},
|
|
777
|
+
{
|
|
778
|
+
"id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
|
|
779
|
+
"description": "Net Fixed Assets"
|
|
780
|
+
},
|
|
781
|
+
{
|
|
782
|
+
"id": "fnd72_bs_net_fix_asset",
|
|
783
|
+
"description": "Net Fixed Assets"
|
|
784
|
+
},
|
|
785
|
+
{
|
|
786
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
|
|
787
|
+
"description": "Net Fixed Assets"
|
|
788
|
+
},
|
|
789
|
+
{
|
|
790
|
+
"id": "fnd72_1_bs_net_fix_asset",
|
|
791
|
+
"description": "Net Fixed Assets"
|
|
792
|
+
},
|
|
793
|
+
{
|
|
794
|
+
"id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
|
|
795
|
+
"description": "Net Fixed Assets"
|
|
796
|
+
},
|
|
797
|
+
{
|
|
798
|
+
"id": "fnd72_s_pit_or_cr_q_net_fix_asset_turn",
|
|
799
|
+
"description": "Financial ratio of net sales to net fixed assets"
|
|
800
|
+
},
|
|
801
|
+
{
|
|
802
|
+
"id": "mdl219_1_nfaldebt",
|
|
803
|
+
"description": "Net fixed assets-to-long-term debt ratio measuring asset coverage."
|
|
804
|
+
},
|
|
805
|
+
{
|
|
806
|
+
"id": "mdl219_2_nfaldebt",
|
|
807
|
+
"description": "Net fixed assets-to-long-term debt ratio measuring asset coverage for the second module."
|
|
808
|
+
},
|
|
809
|
+
{
|
|
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."
|
|
812
|
+
},
|
|
813
|
+
{
|
|
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."
|
|
816
|
+
},
|
|
817
|
+
{
|
|
818
|
+
"id": "rsk62_beta_1_100_pb",
|
|
819
|
+
"description": "book value"
|
|
820
|
+
},
|
|
821
|
+
{
|
|
822
|
+
"id": "rsk62_beta_factor_1_100_pb",
|
|
823
|
+
"description": "book value"
|
|
824
|
+
},
|
|
825
|
+
{
|
|
826
|
+
"id": "rsk62_risk_backfill_pb",
|
|
827
|
+
"description": "book value"
|
|
828
|
+
},
|
|
829
|
+
{
|
|
830
|
+
"id": "rsk62_beta_factor_5_100_pb",
|
|
831
|
+
"description": "book value"
|
|
832
|
+
},
|
|
833
|
+
{
|
|
834
|
+
"id": "rsk62_risk_pb",
|
|
835
|
+
"description": "book value"
|
|
836
|
+
},
|
|
837
|
+
{
|
|
838
|
+
"id": "rsk62_beta_5_100_pb",
|
|
839
|
+
"description": "book value"
|
|
840
|
+
},
|
|
841
|
+
{
|
|
842
|
+
"id": "rsk62_id_pb",
|
|
843
|
+
"description": "Date Index of book value"
|
|
844
|
+
},
|
|
845
|
+
{
|
|
846
|
+
"id": "mdl219_1_pb",
|
|
847
|
+
"description": "Book-to-market ratio calculated as book value divided by market price."
|
|
848
|
+
},
|
|
849
|
+
{
|
|
850
|
+
"id": "oth432_bkvlps_compustatdeltapredict_annual_funda_predict",
|
|
851
|
+
"description": "Predicted value of book value per share"
|
|
852
|
+
},
|
|
853
|
+
{
|
|
854
|
+
"id": "oth496_ff_tang_assets_debt",
|
|
855
|
+
"description": "Tangible assets to debt"
|
|
856
|
+
},
|
|
857
|
+
{
|
|
858
|
+
"id": "accumulated_depreciation_2",
|
|
859
|
+
"description": "Total depreciation accumulated on tangible assets to date."
|
|
860
|
+
},
|
|
861
|
+
{
|
|
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"
|
|
864
|
+
},
|
|
865
|
+
{
|
|
866
|
+
"id": "assets",
|
|
867
|
+
"description": "Assets - Total"
|
|
868
|
+
},
|
|
869
|
+
{
|
|
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"
|
|
872
|
+
},
|
|
873
|
+
{
|
|
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"
|
|
876
|
+
},
|
|
877
|
+
{
|
|
878
|
+
"id": "mdl313_iai",
|
|
879
|
+
"description": "Intangible Asset Intensity Score"
|
|
880
|
+
},
|
|
881
|
+
{
|
|
882
|
+
"id": "mdl313_us_iai",
|
|
883
|
+
"description": "Intangible Asset Intensity Score"
|
|
884
|
+
},
|
|
885
|
+
{
|
|
886
|
+
"id": "mdl313_ico",
|
|
887
|
+
"description": "Organizational Capital Intensity Score"
|
|
888
|
+
},
|
|
889
|
+
{
|
|
890
|
+
"id": "mdl313_us_ico",
|
|
891
|
+
"description": "Organizational Capital Intensity Score"
|
|
892
|
+
}
|
|
893
|
+
]
|
|
894
|
+
}
|
|
895
|
+
}
|
|
896
|
+
},
|
|
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.",
|
|
899
|
+
"seed_alpha_settings": {
|
|
900
|
+
"instrumentType": "EQUITY",
|
|
901
|
+
"region": "USA",
|
|
902
|
+
"universe": "TOP3000",
|
|
903
|
+
"delay": 1,
|
|
904
|
+
"decay": 0,
|
|
905
|
+
"neutralization": "SLOW_AND_FAST",
|
|
906
|
+
"truncation": 0.01,
|
|
907
|
+
"pasteurization": "ON",
|
|
908
|
+
"unitHandling": "VERIFY",
|
|
909
|
+
"nanHandling": "ON",
|
|
910
|
+
"maxTrade": "OFF",
|
|
911
|
+
"language": "FASTEXPR",
|
|
912
|
+
"visualization": false,
|
|
913
|
+
"startDate": "2013-01-20",
|
|
914
|
+
"endDate": "2023-01-20"
|
|
915
|
+
},
|
|
916
|
+
"placeholder_candidates": {
|
|
917
|
+
"<gross_ppe_field/>": {
|
|
918
|
+
"type": "data_field",
|
|
919
|
+
"candidates": [
|
|
920
|
+
{
|
|
921
|
+
"id": "fnd13_statementq_prgs",
|
|
922
|
+
"description": "Gross Profit"
|
|
923
|
+
},
|
|
924
|
+
{
|
|
925
|
+
"id": "fnd13_rkdincomestatementq_prgs",
|
|
926
|
+
"description": "Gross Profit"
|
|
927
|
+
},
|
|
928
|
+
{
|
|
929
|
+
"id": "fnd13_aing",
|
|
930
|
+
"description": "Intangibles - Gross"
|
|
931
|
+
},
|
|
932
|
+
{
|
|
933
|
+
"id": "rsk62_beta_5_100_margin",
|
|
934
|
+
"description": "gross margin"
|
|
935
|
+
},
|
|
936
|
+
{
|
|
937
|
+
"id": "rsk62_beta_1_100_margin",
|
|
938
|
+
"description": "gross margin"
|
|
939
|
+
},
|
|
940
|
+
{
|
|
941
|
+
"id": "rsk62_beta_factor_5_100_margin",
|
|
942
|
+
"description": "gross margin"
|
|
943
|
+
},
|
|
944
|
+
{
|
|
945
|
+
"id": "rsk62_risk_backfill_margin",
|
|
946
|
+
"description": "gross margin"
|
|
947
|
+
},
|
|
948
|
+
{
|
|
949
|
+
"id": "rsk62_beta_factor_1_100_margin",
|
|
950
|
+
"description": "gross margin"
|
|
951
|
+
},
|
|
952
|
+
{
|
|
953
|
+
"id": "rsk62_risk_margin",
|
|
954
|
+
"description": "gross margin"
|
|
955
|
+
},
|
|
956
|
+
{
|
|
957
|
+
"id": "fnd23_intfvmalld1_verr",
|
|
958
|
+
"description": "gross revenue."
|
|
959
|
+
},
|
|
960
|
+
{
|
|
961
|
+
"id": "fnd23_annfvadjfieldsacctadj_ctpa",
|
|
962
|
+
"description": "gross property, plant & equipment."
|
|
963
|
+
},
|
|
964
|
+
{
|
|
965
|
+
"id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
|
|
966
|
+
"description": "gross property, plant & equipment."
|
|
967
|
+
},
|
|
968
|
+
{
|
|
969
|
+
"id": "fnd23_intfvalld1_ctpa",
|
|
970
|
+
"description": "gross property, plant & equipment."
|
|
971
|
+
},
|
|
972
|
+
{
|
|
973
|
+
"id": "fnd23_annfv1a_ctpa",
|
|
974
|
+
"description": "gross property, plant & equipment."
|
|
975
|
+
},
|
|
976
|
+
{
|
|
977
|
+
"id": "fnd23_intfvadjfieldsacctadj_ctpa",
|
|
978
|
+
"description": "gross property, plant & equipment."
|
|
979
|
+
},
|
|
980
|
+
{
|
|
981
|
+
"id": "fnd23_intfvm_ctpa",
|
|
982
|
+
"description": "gross property, plant & equipment."
|
|
983
|
+
},
|
|
984
|
+
{
|
|
985
|
+
"id": "fnd23_annfvadjfieldsacctadj_dlo_ctpa",
|
|
986
|
+
"description": "gross property, plant & equipment."
|
|
987
|
+
},
|
|
988
|
+
{
|
|
989
|
+
"id": "fnd23_blsmvb_ctpa",
|
|
990
|
+
"description": "gross property, plant & equipment."
|
|
991
|
+
},
|
|
992
|
+
{
|
|
993
|
+
"id": "fnd23_intfvmalld1_ctpa",
|
|
994
|
+
"description": "gross property, plant & equipment."
|
|
995
|
+
},
|
|
996
|
+
{
|
|
997
|
+
"id": "mdl219_1_nopatmargin",
|
|
998
|
+
"description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
|
|
999
|
+
},
|
|
1000
|
+
{
|
|
1001
|
+
"id": "mdl219_1_nnastp",
|
|
1002
|
+
"description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
|
|
1003
|
+
},
|
|
1004
|
+
{
|
|
1005
|
+
"id": "fnd28_value_18297a",
|
|
1006
|
+
"description": "value of annual field: Trade Receivables - Net"
|
|
1007
|
+
},
|
|
1008
|
+
{
|
|
1009
|
+
"id": "fnd28_wast_value_02513a",
|
|
1010
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1011
|
+
},
|
|
1012
|
+
{
|
|
1013
|
+
"id": "fnd28_wsbsht_value_02513a",
|
|
1014
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1015
|
+
},
|
|
1016
|
+
{
|
|
1017
|
+
"id": "fnd28_value_18297q",
|
|
1018
|
+
"description": "value of quarterly field: Trade Receivables - Net"
|
|
1019
|
+
},
|
|
1020
|
+
{
|
|
1021
|
+
"id": "fnd28_wast_value_02507a",
|
|
1022
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1023
|
+
},
|
|
1024
|
+
{
|
|
1025
|
+
"id": "fnd28_wsbsht_value_02507a",
|
|
1026
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1027
|
+
},
|
|
1028
|
+
{
|
|
1029
|
+
"id": "fnd28_wcbshtasseta_value_02501a",
|
|
1030
|
+
"description": "value of annual field: Property, Plant & Equipment - Net"
|
|
1031
|
+
},
|
|
1032
|
+
{
|
|
1033
|
+
"id": "fnd23_intfvalld1_xecs",
|
|
1034
|
+
"description": "capital expenditures."
|
|
1035
|
+
},
|
|
1036
|
+
{
|
|
1037
|
+
"id": "fnd23_intfvm_xecs",
|
|
1038
|
+
"description": "capital expenditures."
|
|
1039
|
+
},
|
|
1040
|
+
{
|
|
1041
|
+
"id": "short_term_contracts_executed",
|
|
1042
|
+
"description": "capital expenditures."
|
|
1043
|
+
},
|
|
1044
|
+
{
|
|
1045
|
+
"id": "fnd23_intfvmalld1_xecs",
|
|
1046
|
+
"description": "capital expenditures."
|
|
1047
|
+
},
|
|
1048
|
+
{
|
|
1049
|
+
"id": "fnd23_annfv1a_xecs",
|
|
1050
|
+
"description": "capital expenditures."
|
|
1051
|
+
},
|
|
1052
|
+
{
|
|
1053
|
+
"id": "fnd23_annfvmfm2_xecs",
|
|
1054
|
+
"description": "capital expenditures."
|
|
1055
|
+
},
|
|
1056
|
+
{
|
|
1057
|
+
"id": "fnd23_cf_mvb_xecs",
|
|
1058
|
+
"description": "capital expenditures."
|
|
1059
|
+
},
|
|
1060
|
+
{
|
|
1061
|
+
"id": "fnd23_cf_m_xecs",
|
|
1062
|
+
"description": "[Quarterly] Capital Expenditures"
|
|
1063
|
+
},
|
|
1064
|
+
{
|
|
1065
|
+
"id": "fnd23_cf_m_xeci",
|
|
1066
|
+
"description": "[Quarterly] Capital Expenditures"
|
|
1067
|
+
},
|
|
1068
|
+
{
|
|
1069
|
+
"id": "mdl262_sgpp_trkdpitdeltapredict_funda_predict",
|
|
1070
|
+
"description": "Predict value of Gross Margin"
|
|
1071
|
+
},
|
|
1072
|
+
{
|
|
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": [
|
|
1081
|
+
{
|
|
1082
|
+
"id": "fnd72_s_pit_or_bs_q_bs_accum_depr",
|
|
1083
|
+
"description": "Accumulated Depreciation"
|
|
1084
|
+
},
|
|
1085
|
+
{
|
|
1086
|
+
"id": "fnd72_s_pit_or_bs_a_bs_accum_depr",
|
|
1087
|
+
"description": "Accumulated Depreciation"
|
|
1088
|
+
},
|
|
1089
|
+
{
|
|
1090
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_accum_depr",
|
|
1091
|
+
"description": "Accumulated Depreciation"
|
|
1092
|
+
},
|
|
1093
|
+
{
|
|
1094
|
+
"id": "fnd3_a_acc_dep",
|
|
1095
|
+
"description": "Annual Accumulated Depreciation"
|
|
1096
|
+
},
|
|
1097
|
+
{
|
|
1098
|
+
"id": "oth685_econaccumdep",
|
|
1099
|
+
"description": "Economic Accumulated Depreciation."
|
|
1100
|
+
},
|
|
1101
|
+
{
|
|
1102
|
+
"id": "fnd3_Q_acc_dep",
|
|
1103
|
+
"description": "Quarterly Accumulated Depreciation"
|
|
1104
|
+
},
|
|
1105
|
+
{
|
|
1106
|
+
"id": "fnd3_q_acc_dep",
|
|
1107
|
+
"description": "Quarterly Accumulated Depreciation"
|
|
1108
|
+
},
|
|
1109
|
+
{
|
|
1110
|
+
"id": "fnd13_adep",
|
|
1111
|
+
"description": "Accumulated Depreciation, Total"
|
|
1112
|
+
},
|
|
1113
|
+
{
|
|
1114
|
+
"id": "depreciation_and_amortization_journal",
|
|
1115
|
+
"description": "Journal entry or record for depreciation and amortization."
|
|
1116
|
+
},
|
|
1117
|
+
{
|
|
1118
|
+
"id": "depreciation_expense_total",
|
|
1119
|
+
"description": "Total depreciation expense for the period."
|
|
1120
|
+
},
|
|
1121
|
+
{
|
|
1122
|
+
"id": "depre_amort",
|
|
1123
|
+
"description": "Depreciation and Amortization - Total"
|
|
1124
|
+
},
|
|
1125
|
+
{
|
|
1126
|
+
"id": "depreciation_expense",
|
|
1127
|
+
"description": "Expense recognized for the allocation of tangible asset costs over their useful lives."
|
|
1128
|
+
},
|
|
1129
|
+
{
|
|
1130
|
+
"id": "depreciation_of_property_plant_equipment",
|
|
1131
|
+
"description": "[Quarterly] Domestic Pension Plan Expense"
|
|
1132
|
+
},
|
|
1133
|
+
{
|
|
1134
|
+
"id": "depreciation_and_amortization_expense",
|
|
1135
|
+
"description": "[Quarterly] Deferred Tax - Local"
|
|
1136
|
+
},
|
|
1137
|
+
{
|
|
1138
|
+
"id": "fnd23_intfvm_pedv",
|
|
1139
|
+
"description": "Deprecation"
|
|
1140
|
+
},
|
|
1141
|
+
{
|
|
1142
|
+
"id": "fnd72_s_pit_or_is_q_pxe_rped_si",
|
|
1143
|
+
"description": "Depreciation Expense"
|
|
1144
|
+
},
|
|
1145
|
+
{
|
|
1146
|
+
"id": "fnd72_s_pit_or_is_a_pxe_rped_si",
|
|
1147
|
+
"description": "Depreciation Expense"
|
|
1148
|
+
},
|
|
1149
|
+
{
|
|
1150
|
+
"id": "accumulated_depreciation",
|
|
1151
|
+
"description": "Cumulative depreciation expense recognized to date."
|
|
1152
|
+
},
|
|
1153
|
+
{
|
|
1154
|
+
"id": "equipment_depreciation_expense",
|
|
1155
|
+
"description": "Depreciation expense for equipment during the period."
|
|
1156
|
+
},
|
|
1157
|
+
{
|
|
1158
|
+
"id": "fnd17_pxepedq",
|
|
1159
|
+
"description": "Depreciation expense - (SCF) most recent quarter"
|
|
1160
|
+
},
|
|
1161
|
+
{
|
|
1162
|
+
"id": "fnd17_pxepedmtt",
|
|
1163
|
+
"description": "Depreciation expense - (SCF) trailing 12 month"
|
|
1164
|
+
},
|
|
1165
|
+
{
|
|
1166
|
+
"id": "mdl219_1_nopatmargin",
|
|
1167
|
+
"description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
|
|
1168
|
+
},
|
|
1169
|
+
{
|
|
1170
|
+
"id": "mdl219_1_nnastp",
|
|
1171
|
+
"description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
|
|
1172
|
+
},
|
|
1173
|
+
{
|
|
1174
|
+
"id": "fnd28_value_18297a",
|
|
1175
|
+
"description": "value of annual field: Trade Receivables - Net"
|
|
1176
|
+
},
|
|
1177
|
+
{
|
|
1178
|
+
"id": "fnd28_wast_value_02513a",
|
|
1179
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1180
|
+
},
|
|
1181
|
+
{
|
|
1182
|
+
"id": "fnd28_wsbsht_value_02513a",
|
|
1183
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1184
|
+
},
|
|
1185
|
+
{
|
|
1186
|
+
"id": "fnd28_value_18297q",
|
|
1187
|
+
"description": "value of quarterly field: Trade Receivables - Net"
|
|
1188
|
+
},
|
|
1189
|
+
{
|
|
1190
|
+
"id": "fnd28_wast_value_02507a",
|
|
1191
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1192
|
+
},
|
|
1193
|
+
{
|
|
1194
|
+
"id": "fnd28_wsbsht_value_02507a",
|
|
1195
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1196
|
+
},
|
|
1197
|
+
{
|
|
1198
|
+
"id": "fnd28_wcbshtasseta_value_02501a",
|
|
1199
|
+
"description": "value of annual field: Property, Plant & Equipment - Net"
|
|
1200
|
+
},
|
|
1201
|
+
{
|
|
1202
|
+
"id": "fnd7_ointfund_qpd",
|
|
1203
|
+
"description": "Quarterly Fundamental Item: Total Depreciation and Amortization"
|
|
1204
|
+
},
|
|
1205
|
+
{
|
|
1206
|
+
"id": "accumulated_depreciation_2",
|
|
1207
|
+
"description": "Total depreciation accumulated on tangible assets to date."
|
|
1208
|
+
},
|
|
1209
|
+
{
|
|
1210
|
+
"id": "fnd23_blsm_peda",
|
|
1211
|
+
"description": "[Quarterly] Accumulated Depreciation, Total"
|
|
1212
|
+
},
|
|
1213
|
+
{
|
|
1214
|
+
"id": "mdl262_dpq_compustatdeltapredict_funda_predict",
|
|
1215
|
+
"description": "Predict value of Depreciation and Amortization - Total"
|
|
1216
|
+
},
|
|
1217
|
+
{
|
|
1218
|
+
"id": "fnd13_rkdincomestatementq_pede",
|
|
1219
|
+
"description": "Depreciation"
|
|
1220
|
+
},
|
|
1221
|
+
{
|
|
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": [
|
|
1252
|
+
{
|
|
1253
|
+
"id": "mdl219_1_nopatmargin",
|
|
1254
|
+
"description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
|
|
1255
|
+
},
|
|
1256
|
+
{
|
|
1257
|
+
"id": "mdl219_1_nnastp",
|
|
1258
|
+
"description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
|
|
1259
|
+
},
|
|
1260
|
+
{
|
|
1261
|
+
"id": "fnd28_value_18297a",
|
|
1262
|
+
"description": "value of annual field: Trade Receivables - Net"
|
|
1263
|
+
},
|
|
1264
|
+
{
|
|
1265
|
+
"id": "fnd28_wast_value_02513a",
|
|
1266
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1267
|
+
},
|
|
1268
|
+
{
|
|
1269
|
+
"id": "fnd28_wsbsht_value_02513a",
|
|
1270
|
+
"description": "value of annual field: Other Intangibles - Net"
|
|
1271
|
+
},
|
|
1272
|
+
{
|
|
1273
|
+
"id": "fnd28_value_18297q",
|
|
1274
|
+
"description": "value of quarterly field: Trade Receivables - Net"
|
|
1275
|
+
},
|
|
1276
|
+
{
|
|
1277
|
+
"id": "fnd28_wast_value_02507a",
|
|
1278
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1279
|
+
},
|
|
1280
|
+
{
|
|
1281
|
+
"id": "fnd28_wsbsht_value_02507a",
|
|
1282
|
+
"description": "value of annual field: Brands, Patents - Net"
|
|
1283
|
+
},
|
|
1284
|
+
{
|
|
1285
|
+
"id": "fnd28_wcbshtasseta_value_02501a",
|
|
1286
|
+
"description": "value of annual field: Property, Plant & Equipment - Net"
|
|
1287
|
+
},
|
|
1288
|
+
{
|
|
1289
|
+
"id": "fnd3_q_epp_fast_d1",
|
|
1290
|
+
"description": "Quarterly Property, Plant & Equipment"
|
|
1291
|
+
},
|
|
1292
|
+
{
|
|
1293
|
+
"id": "fnd3_q_epp",
|
|
1294
|
+
"description": "Quarterly Property, Plant & Equipment"
|
|
1295
|
+
},
|
|
1296
|
+
{
|
|
1297
|
+
"id": "fnd3_A_epp",
|
|
1298
|
+
"description": "Annual Property, Plant & Equipment"
|
|
1299
|
+
},
|
|
1300
|
+
{
|
|
1301
|
+
"id": "fnd3_a_epp_fast_d1",
|
|
1302
|
+
"description": "Annual Property, Plant & Equipment"
|
|
1303
|
+
},
|
|
1304
|
+
{
|
|
1305
|
+
"id": "fnd23_annfvadjfieldsacctadj_ctpa",
|
|
1306
|
+
"description": "gross property, plant & equipment."
|
|
1307
|
+
},
|
|
1308
|
+
{
|
|
1309
|
+
"id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
|
|
1310
|
+
"description": "gross property, plant & equipment."
|
|
1311
|
+
},
|
|
1312
|
+
{
|
|
1313
|
+
"id": "fnd23_intfvalld1_ctpa",
|
|
1314
|
+
"description": "gross property, plant & equipment."
|
|
1315
|
+
},
|
|
1316
|
+
{
|
|
1317
|
+
"id": "fnd23_annfv1a_ctpa",
|
|
1318
|
+
"description": "gross property, plant & equipment."
|
|
1319
|
+
},
|
|
1320
|
+
{
|
|
1321
|
+
"id": "fnd23_intfvadjfieldsacctadj_ctpa",
|
|
1322
|
+
"description": "gross property, plant & equipment."
|
|
1323
|
+
},
|
|
1324
|
+
{
|
|
1325
|
+
"id": "fnd23_intfvm_ctpa",
|
|
1326
|
+
"description": "gross property, plant & equipment."
|
|
1327
|
+
},
|
|
1328
|
+
{
|
|
1329
|
+
"id": "fnd3_Q_nic",
|
|
1330
|
+
"description": "Quarterly Net Income"
|
|
1331
|
+
},
|
|
1332
|
+
{
|
|
1333
|
+
"id": "fnd3_q_nic_fast_d1",
|
|
1334
|
+
"description": "Quarterly Net Income"
|
|
1335
|
+
},
|
|
1336
|
+
{
|
|
1337
|
+
"id": "fnd3_q_nic",
|
|
1338
|
+
"description": "Quarterly Net Income"
|
|
1339
|
+
},
|
|
1340
|
+
{
|
|
1341
|
+
"id": "annual_net_income_total_fast_d1",
|
|
1342
|
+
"description": "Net income for the year."
|
|
1343
|
+
},
|
|
1344
|
+
{
|
|
1345
|
+
"id": "annual_net_income_total",
|
|
1346
|
+
"description": "Net income for the year."
|
|
1347
|
+
},
|
|
1348
|
+
{
|
|
1349
|
+
"id": "annual_net_income_from_continuing_ops_fast_d1",
|
|
1350
|
+
"description": "Net income from continuing operations for the year."
|
|
1351
|
+
},
|
|
1352
|
+
{
|
|
1353
|
+
"id": "annual_net_income_from_continuing_ops",
|
|
1354
|
+
"description": "Net income from continuing operations for the year."
|
|
1355
|
+
},
|
|
1356
|
+
{
|
|
1357
|
+
"id": "anl14_actvalue_ndebt_fy0",
|
|
1358
|
+
"description": "Net Debt - recent last year"
|
|
1359
|
+
},
|
|
1360
|
+
{
|
|
1361
|
+
"id": "anl14_numofests_ntp_fp1",
|
|
1362
|
+
"description": "Num of Estimations of Net Profit - upcoming quarter"
|
|
1363
|
+
},
|
|
1364
|
+
{
|
|
1365
|
+
"id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
|
|
1366
|
+
"description": "Net Fixed Assets"
|
|
1367
|
+
},
|
|
1368
|
+
{
|
|
1369
|
+
"id": "fnd72_bs_net_fix_asset",
|
|
1370
|
+
"description": "Net Fixed Assets"
|
|
1371
|
+
},
|
|
1372
|
+
{
|
|
1373
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
|
|
1374
|
+
"description": "Net Fixed Assets"
|
|
1375
|
+
},
|
|
1376
|
+
{
|
|
1377
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_gross_fix_asset",
|
|
1378
|
+
"description": "Gross Fixed Assets"
|
|
1379
|
+
},
|
|
1380
|
+
{
|
|
1381
|
+
"id": "fnd72_s_pit_or_bs_q_bs_gross_fix_asset",
|
|
1382
|
+
"description": "Gross Fixed Assets"
|
|
1383
|
+
},
|
|
1384
|
+
{
|
|
1385
|
+
"id": "fnd72_1_bs_net_fix_asset",
|
|
1386
|
+
"description": "Net Fixed Assets"
|
|
1387
|
+
},
|
|
1388
|
+
{
|
|
1389
|
+
"id": "fnd72_bs_gross_fix_asset",
|
|
1390
|
+
"description": "Gross Fixed Assets"
|
|
1391
|
+
},
|
|
1392
|
+
{
|
|
1393
|
+
"id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
|
|
1394
|
+
"description": "Net Fixed Assets"
|
|
1395
|
+
},
|
|
1396
|
+
{
|
|
1397
|
+
"id": "fnd72_1_bs_gross_fix_asset",
|
|
1398
|
+
"description": "Gross Fixed Assets"
|
|
1399
|
+
},
|
|
1400
|
+
{
|
|
1401
|
+
"id": "fnd72_s_pit_or_bs_a_bs_gross_fix_asset",
|
|
1402
|
+
"description": "Gross Fixed Assets"
|
|
1403
|
+
},
|
|
1404
|
+
{
|
|
1405
|
+
"id": "fnd13_statementq_prgs",
|
|
1406
|
+
"description": "Gross Profit"
|
|
1407
|
+
},
|
|
1408
|
+
{
|
|
1409
|
+
"id": "fnd13_rkdincomestatementq_prgs",
|
|
1410
|
+
"description": "Gross Profit"
|
|
1411
|
+
},
|
|
1412
|
+
{
|
|
1413
|
+
"id": "fnd13_aing",
|
|
1414
|
+
"description": "Intangibles - Gross"
|
|
1415
|
+
},
|
|
1416
|
+
{
|
|
1417
|
+
"id": "rsk62_beta_5_100_margin",
|
|
1418
|
+
"description": "gross margin"
|
|
1419
|
+
},
|
|
1420
|
+
{
|
|
1421
|
+
"id": "rsk62_beta_1_100_margin",
|
|
1422
|
+
"description": "gross margin"
|
|
1423
|
+
},
|
|
1424
|
+
{
|
|
1425
|
+
"id": "rsk62_beta_factor_5_100_margin",
|
|
1426
|
+
"description": "gross margin"
|
|
1427
|
+
},
|
|
1428
|
+
{
|
|
1429
|
+
"id": "rsk62_risk_backfill_margin",
|
|
1430
|
+
"description": "gross margin"
|
|
1431
|
+
},
|
|
1432
|
+
{
|
|
1433
|
+
"id": "rsk62_beta_factor_1_100_margin",
|
|
1434
|
+
"description": "gross margin"
|
|
1435
|
+
},
|
|
1436
|
+
{
|
|
1437
|
+
"id": "rsk62_risk_margin",
|
|
1438
|
+
"description": "gross margin"
|
|
1439
|
+
},
|
|
1440
|
+
{
|
|
1441
|
+
"id": "fnd23_intfvmalld1_verr",
|
|
1442
|
+
"description": "gross revenue."
|
|
1443
|
+
}
|
|
1444
|
+
]
|
|
1445
|
+
},
|
|
1446
|
+
"<total_assets_field/>": {
|
|
1447
|
+
"type": "data_field",
|
|
1448
|
+
"candidates": [
|
|
1449
|
+
{
|
|
1450
|
+
"id": "fnd72_s_pit_or_bs_a_bs_tot_asset",
|
|
1451
|
+
"description": "Total Assets"
|
|
1452
|
+
},
|
|
1453
|
+
{
|
|
1454
|
+
"id": "fnd72_s_pit_or_bs_q_1_bs_tot_asset",
|
|
1455
|
+
"description": "Total Assets"
|
|
1456
|
+
},
|
|
1457
|
+
{
|
|
1458
|
+
"id": "fnd72_s_pit_or_bs_q_bs_tot_asset",
|
|
1459
|
+
"description": "Total Assets"
|
|
1460
|
+
},
|
|
1461
|
+
{
|
|
1462
|
+
"id": "fnd13_rkdbalancesheetq_atot",
|
|
1463
|
+
"description": "Total Assets"
|
|
1464
|
+
},
|
|
1465
|
+
{
|
|
1466
|
+
"id": "fnd13_balancesheetq_atot",
|
|
1467
|
+
"description": "Total Assets"
|
|
1468
|
+
},
|
|
1469
|
+
{
|
|
1470
|
+
"id": "fnd3_A_assets",
|
|
1471
|
+
"description": "Annual Total assets"
|
|
1472
|
+
},
|
|
1473
|
+
{
|
|
1474
|
+
"id": "fnd3_a_assets",
|
|
1475
|
+
"description": "Annual Total assets"
|
|
1476
|
+
},
|
|
1477
|
+
{
|
|
1478
|
+
"id": "fnd3_a_assets_fast_d1",
|
|
1479
|
+
"description": "Annual Total assets"
|
|
1480
|
+
},
|
|
1481
|
+
{
|
|
1482
|
+
"id": "fnd28_value_05194q",
|
|
1483
|
+
"description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1484
|
+
},
|
|
1485
|
+
{
|
|
1486
|
+
"id": "fnd28_ndda2_value_05194a",
|
|
1487
|
+
"description": "value of annual field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1488
|
+
},
|
|
1489
|
+
{
|
|
1490
|
+
"id": "fnd28_nddq1_value_05194q",
|
|
1491
|
+
"description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1492
|
+
},
|
|
1493
|
+
{
|
|
1494
|
+
"id": "fnd28_annsttc_value_05194a",
|
|
1495
|
+
"description": "value of annual field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1496
|
+
},
|
|
1497
|
+
{
|
|
1498
|
+
"id": "fnd28_dvfq2_value_05194q",
|
|
1499
|
+
"description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
|
|
1500
|
+
},
|
|
1501
|
+
{
|
|
1502
|
+
"id": "assets",
|
|
1503
|
+
"description": "Assets - Total"
|
|
1504
|
+
},
|
|
1505
|
+
{
|
|
1506
|
+
"id": "oth395_major_32_21",
|
|
1507
|
+
"description": "Asset-related field (balance sheet) / Current Assets"
|
|
1508
|
+
},
|
|
1509
|
+
{
|
|
1510
|
+
"id": "oth395_major_22_11",
|
|
1511
|
+
"description": "Asset-related field (balance sheet) / Total Assets"
|
|
1512
|
+
},
|
|
1513
|
+
{
|
|
1514
|
+
"id": "oth395_major_21_21",
|
|
1515
|
+
"description": "Asset-related field (balance sheet) / Current Assets"
|
|
1516
|
+
},
|
|
1517
|
+
{
|
|
1518
|
+
"id": "oth395_major_31_11",
|
|
1519
|
+
"description": "Asset-related field (balance sheet) / Total Assets"
|
|
1520
|
+
},
|
|
1521
|
+
{
|
|
1522
|
+
"id": "pv104_lsts_mean",
|
|
1523
|
+
"description": "Last Size"
|
|
1524
|
+
},
|
|
1525
|
+
{
|
|
1526
|
+
"id": "pv104_lsbs_mean",
|
|
1527
|
+
"description": "Last Bid Size"
|
|
1528
|
+
},
|
|
1529
|
+
{
|
|
1530
|
+
"id": "pv104_lsas_mean",
|
|
1531
|
+
"description": "Last Ask Size"
|
|
1532
|
+
},
|
|
1533
|
+
{
|
|
1534
|
+
"id": "pv104_hasz_mean",
|
|
1535
|
+
"description": "Interval High Ask Size"
|
|
1536
|
+
},
|
|
1537
|
+
{
|
|
1538
|
+
"id": "pv104_hbsz_mean",
|
|
1539
|
+
"description": "Interval High Bid Size"
|
|
1540
|
+
},
|
|
1541
|
+
{
|
|
1542
|
+
"id": "pv104_lbsz_mean",
|
|
1543
|
+
"description": "Interval Low Bid Size"
|
|
1544
|
+
},
|
|
1545
|
+
{
|
|
1546
|
+
"id": "pv104_hlts_mean",
|
|
1547
|
+
"description": "Interval High Last Size"
|
|
1548
|
+
},
|
|
1549
|
+
{
|
|
1550
|
+
"id": "pv104_lasz_mean",
|
|
1551
|
+
"description": "Interval Low Ask Size"
|
|
1552
|
+
},
|
|
1553
|
+
{
|
|
1554
|
+
"id": "pv104_tasz_mean",
|
|
1555
|
+
"description": "Interval Time-Weighted Ask Size"
|
|
1556
|
+
},
|
|
1557
|
+
{
|
|
1558
|
+
"id": "rsk62_beta_1_100_pb",
|
|
1559
|
+
"description": "book value"
|
|
1560
|
+
},
|
|
1561
|
+
{
|
|
1562
|
+
"id": "rsk62_beta_factor_1_100_pb",
|
|
1563
|
+
"description": "book value"
|
|
1564
|
+
},
|
|
1565
|
+
{
|
|
1566
|
+
"id": "rsk62_risk_backfill_pb",
|
|
1567
|
+
"description": "book value"
|
|
1568
|
+
},
|
|
1569
|
+
{
|
|
1570
|
+
"id": "rsk62_beta_factor_5_100_pb",
|
|
1571
|
+
"description": "book value"
|
|
1572
|
+
},
|
|
1573
|
+
{
|
|
1574
|
+
"id": "rsk62_risk_pb",
|
|
1575
|
+
"description": "book value"
|
|
1576
|
+
},
|
|
1577
|
+
{
|
|
1578
|
+
"id": "rsk62_beta_5_100_pb",
|
|
1579
|
+
"description": "book value"
|
|
1580
|
+
},
|
|
1581
|
+
{
|
|
1582
|
+
"id": "mdl313_iai",
|
|
1583
|
+
"description": "Intangible Asset Intensity Score"
|
|
1584
|
+
},
|
|
1585
|
+
{
|
|
1586
|
+
"id": "mdl313_us_iai",
|
|
1587
|
+
"description": "Intangible Asset Intensity Score"
|
|
1588
|
+
},
|
|
1589
|
+
{
|
|
1590
|
+
"id": "fnd89_asset_62_21",
|
|
1591
|
+
"description": "Financial Asset Accruals / Current Assets"
|
|
1592
|
+
},
|
|
1593
|
+
{
|
|
1594
|
+
"id": "fnd6_cptnewqv1300_atq",
|
|
1595
|
+
"description": "Assets - Total"
|
|
1596
|
+
},
|
|
1597
|
+
{
|
|
1598
|
+
"id": "fnd6_cptmfmq_atq",
|
|
1599
|
+
"description": "Assets - Total"
|
|
1600
|
+
},
|
|
1601
|
+
{
|
|
1602
|
+
"id": "fnd6_newqint_atq",
|
|
1603
|
+
"description": "Assets - Total"
|
|
1604
|
+
},
|
|
1605
|
+
{
|
|
1606
|
+
"id": "fnd6_mfma1_at",
|
|
1607
|
+
"description": "Assets - Total"
|
|
1608
|
+
},
|
|
1609
|
+
{
|
|
1610
|
+
"id": "fnd6_cptmfmq_actq",
|
|
1611
|
+
"description": "Current Assets - Total"
|
|
1612
|
+
},
|
|
1613
|
+
{
|
|
1614
|
+
"id": "fnd6_cptnewqv1300_actq",
|
|
1615
|
+
"description": "Current Assets - Total"
|
|
1616
|
+
},
|
|
1617
|
+
{
|
|
1618
|
+
"id": "assets_curr",
|
|
1619
|
+
"description": "Current Assets - Total"
|
|
1620
|
+
},
|
|
1621
|
+
{
|
|
1622
|
+
"id": "fnd6_newa1v1300_act",
|
|
1623
|
+
"description": "Current Assets - Total"
|
|
1624
|
+
},
|
|
1625
|
+
{
|
|
1626
|
+
"id": "fnd6_newqint_actq",
|
|
1627
|
+
"description": "Current Assets - Total"
|
|
1628
|
+
}
|
|
1629
|
+
]
|
|
1630
|
+
},
|
|
1631
|
+
"<momentum_field/>": {
|
|
1632
|
+
"type": "data_field",
|
|
1633
|
+
"candidates": [
|
|
1634
|
+
{
|
|
1635
|
+
"id": "star_pm2_industry",
|
|
1636
|
+
"description": "Price Momentum Industry_Component"
|
|
1637
|
+
},
|
|
1638
|
+
{
|
|
1639
|
+
"id": "star_pm_industry",
|
|
1640
|
+
"description": "Price Momentum Industry_Component"
|
|
1641
|
+
},
|
|
1642
|
+
{
|
|
1643
|
+
"id": "star_pm2_global_rank",
|
|
1644
|
+
"description": "Price Momentum Global Rank"
|
|
1645
|
+
},
|
|
1646
|
+
{
|
|
1647
|
+
"id": "star_pm2_region_rank",
|
|
1648
|
+
"description": "Price Momentum Region Rank"
|
|
1649
|
+
},
|
|
1650
|
+
{
|
|
1651
|
+
"id": "star_pm_region_rank",
|
|
1652
|
+
"description": "Price Momentum Region Rank"
|
|
1653
|
+
},
|
|
1654
|
+
{
|
|
1655
|
+
"id": "star_pm_global_rank",
|
|
1656
|
+
"description": "Price Momentum Global Rank"
|
|
1657
|
+
},
|
|
1658
|
+
{
|
|
1659
|
+
"id": "star_pm_longterm",
|
|
1660
|
+
"description": "Price Momentum Long Term Component"
|
|
1661
|
+
},
|
|
1662
|
+
{
|
|
1663
|
+
"id": "returns",
|
|
1664
|
+
"description": "Daily returns"
|
|
1665
|
+
},
|
|
1666
|
+
{
|
|
1667
|
+
"id": "pv47_spret",
|
|
1668
|
+
"description": "specific return"
|
|
1669
|
+
},
|
|
1670
|
+
{
|
|
1671
|
+
"id": "pv47_for_statssimple_only_spret",
|
|
1672
|
+
"description": "specific return"
|
|
1673
|
+
},
|
|
1674
|
+
{
|
|
1675
|
+
"id": "mdl177_pricemomentumfactor_actrtn60m",
|
|
1676
|
+
"description": "60-Month Active Return with 1-Month Lag"
|
|
1677
|
+
},
|
|
1678
|
+
{
|
|
1679
|
+
"id": "mdl177_2_pricemomentumfactor_actrtn60m",
|
|
1680
|
+
"description": "60-Month Active Return with 1-Month Lag"
|
|
1681
|
+
},
|
|
1682
|
+
{
|
|
1683
|
+
"id": "pv87_rtn1260d_mean",
|
|
1684
|
+
"description": "Total return, past 60M"
|
|
1685
|
+
},
|
|
1686
|
+
{
|
|
1687
|
+
"id": "mdl177_pricemomentumfactor_actrtn2m",
|
|
1688
|
+
"description": "2-Month Active Return"
|
|
1689
|
+
},
|
|
1690
|
+
{
|
|
1691
|
+
"id": "mdl77_2priceanalystmodel_qpa_indrs",
|
|
1692
|
+
"description": "Industry Relative Strength: Industry Relative Strength"
|
|
1693
|
+
},
|
|
1694
|
+
{
|
|
1695
|
+
"id": "mdl77_2priceanalystmodel_srjdaksr_apq",
|
|
1696
|
+
"description": "Risk Adj Relative Strength : Risk Adj Relative Strength"
|
|
1697
|
+
},
|
|
1698
|
+
{
|
|
1699
|
+
"id": "mdl77_priceanalystmodel_qpa_indrs",
|
|
1700
|
+
"description": "Industry Relative Strength"
|
|
1701
|
+
},
|
|
1702
|
+
{
|
|
1703
|
+
"id": "mdl177_2_priceanalystmodel_qpa_indrs",
|
|
1704
|
+
"description": "Industry Relative Strength"
|
|
1705
|
+
},
|
|
1706
|
+
{
|
|
1707
|
+
"id": "mdl177_priceanalystmodel_qpa_indrs_alt",
|
|
1708
|
+
"description": "Industry Relative Strength"
|
|
1709
|
+
},
|
|
1710
|
+
{
|
|
1711
|
+
"id": "pv87_last_high_rsi",
|
|
1712
|
+
"description": "Relative Strength Index using"
|
|
1713
|
+
},
|
|
1714
|
+
{
|
|
1715
|
+
"id": "mdl77_priceanalystmodel_srjdaksr_apq",
|
|
1716
|
+
"description": "Risk-Adjusted Relative Strength"
|
|
1717
|
+
},
|
|
1718
|
+
{
|
|
1719
|
+
"id": "pv87_interval_vwap_rsi",
|
|
1720
|
+
"description": "Relative Strength Index using"
|
|
1721
|
+
},
|
|
1722
|
+
{
|
|
1723
|
+
"id": "mdl177_priceanalystmodel_qpa_rskadjrs_alt",
|
|
1724
|
+
"description": "Risk Adj Relative Strength"
|
|
1725
|
+
},
|
|
1726
|
+
{
|
|
1727
|
+
"id": "pv87_last_price_rsi",
|
|
1728
|
+
"description": "Relative Strength Index using"
|
|
1729
|
+
},
|
|
1730
|
+
{
|
|
1731
|
+
"id": "pv87_rtn21d_mean",
|
|
1732
|
+
"description": "Total return, past 1M"
|
|
1733
|
+
},
|
|
1734
|
+
{
|
|
1735
|
+
"id": "pv87_rtn2520d_mean",
|
|
1736
|
+
"description": "Total return, past 120M"
|
|
1737
|
+
},
|
|
1738
|
+
{
|
|
1739
|
+
"id": "pv87_rtn63d_mean",
|
|
1740
|
+
"description": "3-month total return"
|
|
1741
|
+
},
|
|
1742
|
+
{
|
|
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."
|
|
1745
|
+
},
|
|
1746
|
+
{
|
|
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."
|
|
1749
|
+
},
|
|
1750
|
+
{
|
|
1751
|
+
"id": "fnd17_alldelay1_chpctpricewtd",
|
|
1752
|
+
"description": "Week to Date price change in percentage"
|
|
1753
|
+
},
|
|
1754
|
+
{
|
|
1755
|
+
"id": "fnd17_chpctpricewtd",
|
|
1756
|
+
"description": "Week to Date price change in percentage"
|
|
1757
|
+
},
|
|
1758
|
+
{
|
|
1759
|
+
"id": "fnd17_alldelay1_chpctpriceqtd",
|
|
1760
|
+
"description": "Quarter to Date price change in percentage"
|
|
1761
|
+
},
|
|
1762
|
+
{
|
|
1763
|
+
"id": "mdl26_price_change_30",
|
|
1764
|
+
"description": "price change in days: 30"
|
|
1765
|
+
},
|
|
1766
|
+
{
|
|
1767
|
+
"id": "mdl50_bk_price_change_6m",
|
|
1768
|
+
"description": "Last 6 month stock price change"
|
|
1769
|
+
},
|
|
1770
|
+
{
|
|
1771
|
+
"id": "fnd17_chpctpriceqtd",
|
|
1772
|
+
"description": "Quarter to Date price change in percentage"
|
|
1773
|
+
},
|
|
1774
|
+
{
|
|
1775
|
+
"id": "fnd17_alldelay1_chpctpricemtd",
|
|
1776
|
+
"description": "Month to Date price change in percentage"
|
|
1777
|
+
},
|
|
1778
|
+
{
|
|
1779
|
+
"id": "fnd17_chpctpricemtd",
|
|
1780
|
+
"description": "Month to Date price change in percentage"
|
|
1781
|
+
}
|
|
1782
|
+
]
|
|
1783
|
+
}
|
|
1784
|
+
}
|
|
1785
|
+
}
|
|
1786
|
+
}
|