cnhkmcp 2.0.3__py3-none-any.whl → 2.1.0__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.
Files changed (39) hide show
  1. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/README.md +38 -0
  2. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/config.json +6 -0
  3. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/ace_lib.py +1510 -0
  4. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/fetch_all_datasets.py +157 -0
  5. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/fetch_all_documentation.py +132 -0
  6. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/fetch_all_operators.py +99 -0
  7. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/get_knowledgeBase_tool/helpful_functions.py +180 -0
  8. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/icon.ico +0 -0
  9. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/icon.png +0 -0
  10. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/test.txt +1 -0
  11. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/main.py +581 -0
  12. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/process_knowledge_base.py +280 -0
  13. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/rag_engine.py +265 -0
  14. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/requirements.txt +12 -0
  15. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/run.bat +3 -0
  16. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/chroma.sqlite3 +0 -0
  17. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242//321/211/320/266/320/246/321/206/320/274/320/261/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +265 -0
  18. cnhkmcp/untracked/APP/Tranformer/Transformer.py +2804 -11
  19. cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates.json +1524 -889
  20. cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_error.json +884 -111
  21. cnhkmcp/untracked/APP/Tranformer/output/Alpha_generated_expressions_success.json +442 -168
  22. cnhkmcp/untracked/APP/Tranformer/template_summary.txt +2775 -1
  23. cnhkmcp/untracked/APP/ace.log +2 -0
  24. cnhkmcp/untracked/APP/give_me_idea/fetch_all_datasets.py +157 -0
  25. cnhkmcp/untracked/APP/give_me_idea/fetch_all_operators.py +99 -0
  26. cnhkmcp/untracked/APP/simulator/simulator_wqb.py +16 -16
  27. cnhkmcp/untracked/APP/static/brain.js +61 -0
  28. cnhkmcp/untracked/APP/static/script.js +140 -0
  29. cnhkmcp/untracked/APP/templates/index.html +25 -4
  30. 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 +70 -8
  31. {cnhkmcp-2.0.3.dist-info → cnhkmcp-2.1.0.dist-info}/METADATA +1 -1
  32. {cnhkmcp-2.0.3.dist-info → cnhkmcp-2.1.0.dist-info}/RECORD +36 -20
  33. cnhkmcp/untracked/APP/hkSimulator/ace.log +0 -0
  34. cnhkmcp/untracked/APP/hkSimulator/autosim_20251205_145240.log +0 -0
  35. cnhkmcp/untracked/APP/hkSimulator/autosim_20251215_030103.log +0 -0
  36. {cnhkmcp-2.0.3.dist-info → cnhkmcp-2.1.0.dist-info}/WHEEL +0 -0
  37. {cnhkmcp-2.0.3.dist-info → cnhkmcp-2.1.0.dist-info}/entry_points.txt +0 -0
  38. {cnhkmcp-2.0.3.dist-info → cnhkmcp-2.1.0.dist-info}/licenses/LICENSE +0 -0
  39. {cnhkmcp-2.0.3.dist-info → cnhkmcp-2.1.0.dist-info}/top_level.txt +0 -0
@@ -1,12 +1,12 @@
1
1
  {
2
- "group_rank(ts_backfill(<capex_field/>, 200) / ts_backfill(<revenue_field/>, 200), industry)": {
3
- "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.",
2
+ "group_zscore(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(<insider_field/>, 63), std=4), 60, factor=0.94), 5), sector)": {
3
+ "template_explanation": "Detects early-stage insider selling pressure by tracking the *first derivative* of insider holdings; buys when insiders reduce at a decelerating rate and shorts when outflows accelerate, industry-neutralized to isolate firm-specific flow signals.",
4
4
  "seed_alpha_settings": {
5
5
  "instrumentType": "EQUITY",
6
- "region": "USA",
7
- "universe": "TOP3000",
6
+ "region": "EUR",
7
+ "universe": "TOP400",
8
8
  "delay": 1,
9
- "decay": 0,
9
+ "decay": 5,
10
10
  "neutralization": "SLOW_AND_FAST",
11
11
  "truncation": 0.01,
12
12
  "pasteurization": "ON",
@@ -19,350 +19,433 @@
19
19
  "endDate": "2023-01-20"
20
20
  },
21
21
  "placeholder_candidates": {
22
- "<capex_field/>": {
22
+ "<insider_field/>": {
23
23
  "type": "data_field",
24
24
  "candidates": [
25
25
  {
26
- "id": "capex",
27
- "description": "Capital Expenditures"
26
+ "id": "rp_ess_insider",
27
+ "description": "Event sentiment score of insider trading news"
28
28
  },
29
29
  {
30
- "id": "mdl177_valueanalystmodel_qva_capexdep",
31
- "description": "Capex to Depreciation Rank"
30
+ "id": "rp_css_insider",
31
+ "description": "Composite sentiment score of insider trading news"
32
32
  },
33
33
  {
34
- "id": "mdl177_2_valueanalystmodel_qva_capexdep",
35
- "description": "Capex to Depreciation Rank"
34
+ "id": "rsk70_mfm2_euetrd_market",
35
+ "description": "Market Market Factor Loading"
36
36
  },
37
37
  {
38
- "id": "mdl177_valanalystmodel_qva_capexdep",
39
- "description": "Capex to Depreciation Rank"
38
+ "id": "rsk70_mfm2_euetrd_profit",
39
+ "description": "Profit Style Factor Loading"
40
40
  },
41
41
  {
42
- "id": "mdl177_valueanalystmodel_qva_capexdep_alt",
43
- "description": "Capex to Depreciation Rank"
42
+ "id": "nws7_eur_newsfreq_qerf",
43
+ "description": "Number of news without insider\" keywords\""
44
44
  },
45
45
  {
46
- "id": "mdl77_2growthanalystmodel_qga_epscapex",
47
- "description": "EPS Growth to CapEx Link"
46
+ "id": "nws7_eur_newsfreq_all_delay_qerf",
47
+ "description": "Number of news without insider\" key words (extra delay)\""
48
48
  },
49
49
  {
50
- "id": "mdl177_2_growthanalystmodel_qga_epscapex",
51
- "description": "EPS Growth to CapEx Link"
50
+ "id": "hedge_fund_ownership_percent_europe",
51
+ "description": "Percentage of shares owned by hedge funds in European companies."
52
52
  },
53
53
  {
54
- "id": "mdl77_growthanalystmodel_qga_epscapex",
55
- "description": "EPS Growth to CapEx Link"
54
+ "id": "short_interest_europe_factor_score",
55
+ "description": "Exposure to the short interest factor within the European universe, reflecting short selling activity."
56
56
  },
57
57
  {
58
- "id": "mdl177_growthanalystmodel_qga_epscapex_alt",
59
- "description": "EPS Growth to CapEx Link"
58
+ "id": "european_hedge_fund_ownership_count",
59
+ "description": "Number of hedge funds holding a position in the security within the European universe."
60
60
  },
61
61
  {
62
- "id": "capex_to_total_assets",
63
- "description": "Capital Expenditure-to-Total Assets"
62
+ "id": "current_market_cap_usd",
63
+ "description": "The current market capitalization of the company in US dollars."
64
64
  },
65
65
  {
66
- "id": "fnd23_intfvalld1_xecs",
67
- "description": "capital expenditures."
66
+ "id": "country_exposure_nld",
67
+ "description": "Exposure or weight to companies domiciled in the Netherlands."
68
68
  },
69
69
  {
70
- "id": "fnd23_intfvm_xecs",
71
- "description": "capital expenditures."
70
+ "id": "country_exposure_gbr",
71
+ "description": "Exposure or weight to companies domiciled in the United Kingdom."
72
72
  },
73
73
  {
74
- "id": "short_term_contracts_executed",
75
- "description": "capital expenditures."
74
+ "id": "country_exposure_bel",
75
+ "description": "Exposure or weight to companies domiciled in Belgium."
76
76
  },
77
77
  {
78
- "id": "fnd23_intfvmalld1_xecs",
79
- "description": "capital expenditures."
78
+ "id": "country_exposure_irl",
79
+ "description": "Exposure or weight to companies domiciled in Ireland."
80
80
  },
81
81
  {
82
- "id": "fnd23_annfv1a_xecs",
83
- "description": "capital expenditures."
82
+ "id": "capital_goods_sector_exposure",
83
+ "description": "Exposure or weight to the capital goods industry sector within the model."
84
84
  },
85
85
  {
86
- "id": "fnd23_annfvmfm2_xecs",
87
- "description": "capital expenditures."
86
+ "id": "mdl77_bpemtt",
87
+ "description": "The company's performance in trailing 1-year before taking into account non-recurring gain or loss, divided by its month-end trading price."
88
88
  },
89
89
  {
90
- "id": "fnd23_cf_mvb_xecs",
91
- "description": "capital expenditures."
90
+ "id": "mdl177_global_ttmepb",
91
+ "description": "The company's performance in trailing 1-year before taking into account of non-recurring gain or loss.stock divided by its month-end trading price."
92
92
  },
93
93
  {
94
- "id": "fnd23_cf_m_xecs",
95
- "description": "[Quarterly] Capital Expenditures"
94
+ "id": "mdl50_bk_average_vol",
95
+ "description": "Average daily trading volume"
96
96
  },
97
97
  {
98
- "id": "fnd23_cf_m_xeci",
99
- "description": "[Quarterly] Capital Expenditures"
98
+ "id": "mdl219_1_covol",
99
+ "description": "60-month trading volume trend."
100
100
  },
101
101
  {
102
- "id": "cap",
103
- "description": "Daily market capitalization (in millions)"
102
+ "id": "mdl219_1_volto",
103
+ "description": "Trading turnover ratio calculated as monthly trading volume divided by shares outstanding."
104
104
  },
105
105
  {
106
- "id": "mdl50_bk_market_cap",
107
- "description": "Market cap"
106
+ "id": "mdl177_global_visiratio",
107
+ "description": "The Visibility Ratio : It equals to a stock's most recent daily trading volume divided by the average daily trading volume in previous 50 trading days."
108
108
  },
109
109
  {
110
- "id": "imb5_mktcap",
111
- "description": "Market Cap"
110
+ "id": "mdl77_visiratio",
111
+ "description": "The Visibility Ratio: It equals a stock's most recent daily trading volume divided by the average daily trading volume in the previous 50 trading days."
112
112
  },
113
113
  {
114
- "id": "oth335_combined_all_region_mktcap",
115
- "description": "Market Cap"
114
+ "id": "mdl219_1_chgvolpre4y",
115
+ "description": "4-year change in average trading volume."
116
116
  },
117
117
  {
118
- "id": "oth335_hc_combined_all_region_mktcap",
119
- "description": "Market Cap"
118
+ "id": "mdl219_1_liqcoeff",
119
+ "description": "Liquidity coefficient measuring the relationship between trading turnover and price returns."
120
120
  },
121
121
  {
122
- "id": "rsk62_risk_backfill_logcap",
123
- "description": "log(cap)"
122
+ "id": "rsk70_mfm2_euetrd_primaryindustry",
123
+ "description": "Industry factor loading"
124
124
  },
125
125
  {
126
- "id": "rsk62_beta_factor_1_100_logcap",
127
- "description": "log(cap)"
126
+ "id": "rsk70_mfm2_euetrd_srtindcnt",
127
+ "description": "Industry factor loading"
128
128
  },
129
129
  {
130
- "id": "fnd17_csptrendgr",
131
- "description": "Capital Spending growth rate, 5 year"
130
+ "id": "previous_sales_statement_date",
131
+ "description": "The date of the most recent prior sales or trading statement release."
132
132
  },
133
133
  {
134
- "id": "fnd17_alldelay1_csptrendgr",
135
- "description": "Capital Spending Growth Rate, 5-Year"
134
+ "id": "rsk70_gse_drteue_2mfm",
135
+ "description": "ESG Style Factor Loading"
136
136
  },
137
137
  {
138
- "id": "fnd17_qcapspps",
139
- "description": "Capital Spending per Share. most recent quarter"
138
+ "id": "rsk70_mfm2_euetrd_beta",
139
+ "description": "Beta Style Factor Loading"
140
140
  },
141
141
  {
142
- "id": "fnd17_alldelay1_ttmcapspps",
143
- "description": "Capital Spending per share, trailing 12 months"
142
+ "id": "rsk70_mfm2_euetrd_growth",
143
+ "description": "Growth Style Factor Loading"
144
144
  },
145
145
  {
146
- "id": "fnd17_alldelay1_qcapspps",
147
- "description": "Capital Spending per Share - Most Recent Quarter"
146
+ "id": "country_exposure_esp",
147
+ "description": "Exposure or weight to companies domiciled in Spain."
148
148
  },
149
149
  {
150
- "id": "fnd17_ttmcapspps",
151
- "description": "Capital Spending per share, trailing 12 month"
150
+ "id": "country_exposure_deu",
151
+ "description": "Exposure or weight to companies domiciled in Germany."
152
152
  },
153
153
  {
154
- "id": "fnd17_acapspps",
155
- "description": "Capital Spending per Share, most recent fiscal year"
154
+ "id": "country_exposure_dnk",
155
+ "description": "Exposure or weight to companies domiciled in Denmark."
156
156
  },
157
157
  {
158
- "id": "assets",
159
- "description": "Assets - Total"
158
+ "id": "industry_count_short",
159
+ "description": "The number of distinct industry sectors represented in the short leg of the portfolio or model."
160
160
  },
161
161
  {
162
- "id": "fnd89_asset_41_11",
163
- "description": "Current Asset Accruals / Total Assets"
162
+ "id": "diversified_financials_europe_exposure_score",
163
+ "description": "Exposure or sensitivity to the diversified financials sector factor within the European universe."
164
164
  },
165
165
  {
166
- "id": "fnd89_asset_43_11",
167
- "description": "Current Asset Accruals / Total Assets"
166
+ "id": "airlines_sector_exposure",
167
+ "description": "Exposure or weight to the airlines industry sector within the model."
168
168
  },
169
169
  {
170
- "id": "fnd89_asset_42_11",
171
- "description": "Current Asset Accruals / Total Assets"
170
+ "id": "banking_sector_exposure",
171
+ "description": "Exposure or weight to the banking industry sector within the model."
172
172
  },
173
173
  {
174
- "id": "fnd89_asset_62_11",
175
- "description": "Financial Asset Accruals / Total Assets"
174
+ "id": "rsk70_ytlqsvni_drteue_2mfm",
175
+ "description": "Investment Quality Style Factor Loading"
176
176
  },
177
177
  {
178
- "id": "fnd89_asset_63_11",
179
- "description": "Financial Asset Accruals / Total Assets"
178
+ "id": "pharmaceuticals_europe_exposure_score",
179
+ "description": "Exposure or sensitivity to the pharmaceuticals sector factor within the European universe."
180
180
  },
181
181
  {
182
- "id": "fnd89_asset_64_11",
183
- "description": "Financial Asset Accruals / Total Assets"
182
+ "id": "media_sector_exposure",
183
+ "description": "Exposure or weight to the media industry sector within the model."
184
184
  },
185
185
  {
186
- "id": "fnd89_asset_61_11",
187
- "description": "Financial Asset Accruals / Total Assets"
186
+ "id": "construction_sector_exposure",
187
+ "description": "Exposure or weight to the construction industry sector within the model."
188
188
  },
189
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": [
190
+ "id": "country_austria_exposure_score",
191
+ "description": "Exposure or sensitivity to the Austria country factor."
192
+ },
198
193
  {
199
- "id": "revenue",
200
- "description": "Revenue - Total"
194
+ "id": "energy_sector_exposure_score_2",
195
+ "description": "Exposure or sensitivity to the energy sector factor."
201
196
  },
202
197
  {
203
- "id": "star_rev_surprise_prediction_fy2",
204
- "description": "Revenue predicted surprise pct - forward 2 years"
198
+ "id": "healthcare_sector_exposure_score_2",
199
+ "description": "Exposure or sensitivity to the healthcare sector factor."
205
200
  },
206
201
  {
207
- "id": "star_rev_surprise_prediction_fy1",
208
- "description": "Revenue predicted surprise pct - forward 1 year"
202
+ "id": "real_estate_europe_exposure_score",
203
+ "description": "Exposure or sensitivity to the real estate sector factor within the European universe."
209
204
  },
210
205
  {
211
- "id": "star_rev_surprise_prediction_12m",
212
- "description": "Revenue predicted surprise pct - forward 12 months"
206
+ "id": "count_analyst_recommendation_upgrades_14d",
207
+ "description": "Number of analyst recommendation upgrades over the past 14 days."
213
208
  },
214
209
  {
215
- "id": "star_rev_surprise_prediction_fq2",
216
- "description": "Revenue predicted surprise pct - forward 2 quarters"
210
+ "id": "count_analyst_recommendation_upgrades_7d",
211
+ "description": "Number of analyst recommendation upgrades in the last 7 days."
217
212
  },
218
213
  {
219
- "id": "star_rev_surprise_prediction_fq1",
220
- "description": "Revenue predicted surprise pct - forward 1 quarter"
214
+ "id": "analyst_recommendation_upgrades_count_30d",
215
+ "description": "Number of analyst recommendation upgrades over the past 30 days."
221
216
  },
222
217
  {
223
- "id": "revenue_per_share_quarterly_non_annualized",
224
- "description": "Revenue per share for the most recent quarter, not annualized."
218
+ "id": "count_analyst_recommendation_upgrades_60d",
219
+ "description": "Number of analyst recommendation upgrades over the past 60 days."
225
220
  },
226
221
  {
227
- "id": "revenue_per_share_quarterly",
228
- "description": "Revenue per share for the most recent quarter, annualized."
222
+ "id": "mdl26_traded_volume",
223
+ "description": "traded volume (in 1000s)"
229
224
  },
230
225
  {
231
- "id": "star_rev_smart_estimate_fq1",
232
- "description": "FQ1 SmartEstimate"
226
+ "id": "star_arm_rec_days_since_newsell",
227
+ "description": "days since new sell recommendation"
233
228
  },
234
229
  {
235
- "id": "star_rev_smart_estimate_12m",
236
- "description": "F12M SmartEstimate"
230
+ "id": "avg_change_analyst_recommendation_7d",
231
+ "description": "Average change in analyst recommendations over the past 7 days."
237
232
  },
238
233
  {
239
- "id": "sales",
240
- "description": "Sales/Turnover (Net)"
234
+ "id": "count_analyst_recommendation_upgrades_90d",
235
+ "description": "Number of analyst recommendation upgrades over the past 90 days."
241
236
  },
242
237
  {
243
- "id": "sales_estimate_maximum",
244
- "description": "Sales - The highest estimation"
238
+ "id": "avg_change_analyst_recommendation_14d",
239
+ "description": "Average change in analyst recommendations over the past 14 days."
245
240
  },
246
241
  {
247
- "id": "sales_guidance_value_quarterly",
248
- "description": "Sales - guidance value"
242
+ "id": "mdl26_arm_revenue",
243
+ "description": "revenue"
249
244
  },
250
245
  {
251
- "id": "sales_estimate_minimum",
252
- "description": "Sales - The lowest estimation"
246
+ "id": "mdl26_revenue",
247
+ "description": "revenue"
253
248
  },
254
249
  {
255
- "id": "sales_estimate_count_2",
256
- "description": "Number of Sales estimates"
250
+ "id": "avg_change_analyst_recommendation_60d",
251
+ "description": "Average change in analyst recommendations over the past 60 days."
257
252
  },
258
253
  {
259
- "id": "sales_estimate_count",
260
- "description": "Sales - number of estimations"
254
+ "id": "count_analysts_raise_revenue_est_next_qtr_14d",
255
+ "description": "Number of analysts who increased revenue estimates for the next quarter in the past 14 days."
261
256
  },
262
257
  {
263
- "id": "sales_min_guidance_quarterly",
264
- "description": "Minimum guidance value for Sales"
258
+ "id": "recommendation_change_score",
259
+ "description": "Score reflecting changes in analyst buy/sell/hold recommendations."
265
260
  },
266
261
  {
267
- "id": "sales_estimate_standard_deviation",
268
- "description": "Sales - standard deviation of estimations"
262
+ "id": "mdl26_traded_volume_u",
263
+ "description": "traded volume (in 1000s)-USD"
269
264
  },
270
265
  {
271
- "id": "sales_estimate_average_annual",
272
- "description": "Sales - mean of estimations"
266
+ "id": "count_analyst_recommendation_downgrades_14d",
267
+ "description": "Number of analyst recommendation downgrades in the last 14 days."
273
268
  },
274
269
  {
275
- "id": "sales_estimate_average_quarterly",
276
- "description": "Sales - mean of estimations"
270
+ "id": "avg_change_analyst_recommendation_30d",
271
+ "description": "Average change in analyst recommendations over the past 30 days."
277
272
  },
278
273
  {
279
- "id": "mdl31_v14_ab1_ass_tvr_prior_y",
280
- "description": "Prior year turnover"
274
+ "id": "count_analyst_recommendation_downgrades_7d",
275
+ "description": "Number of analyst recommendation downgrades in the last 7 days."
281
276
  },
282
277
  {
283
- "id": "mdl31_ab1_ass_tvr_prior_y",
284
- "description": "Prior year turnover"
278
+ "id": "count_analyst_upward_revision_quarter_revenue_14d",
279
+ "description": "Number of analysts who increased their revenue estimates for the current quarter over the past 14 days."
285
280
  },
286
281
  {
287
- "id": "mdl31_v14_ab1_ass_tvr_last_qtr",
288
- "description": "Last quarter asset turnover"
282
+ "id": "count_analysts_raise_revenue_est_next_qtr_7d_d1",
283
+ "description": "Number of analysts who increased revenue estimates for the next quarter in the past 7 days (daily version)."
289
284
  },
290
285
  {
291
- "id": "mdl31_v14_ab1_ass_tvr_prior_qtr",
292
- "description": "Prior quarter asset turnover"
286
+ "id": "count_analysts_raise_revenue_est_next_qtr_14d_d1",
287
+ "description": "Number of analysts who increased revenue estimates for the next quarter in the past 14 days (daily version)."
293
288
  },
294
289
  {
295
- "id": "mdl31_ab1_ass_tvr_last_y",
296
- "description": "Last year asset turnover"
290
+ "id": "count_analyst_upward_revision_quarter_revenue_7d",
291
+ "description": "Number of analysts who increased their revenue estimates for the current quarter over the past 7 days."
297
292
  },
298
293
  {
299
- "id": "mdl31_v14_ab1_ass_tvr_last_y",
300
- "description": "Last year asset turnover"
294
+ "id": "count_analyst_recommendation_downgrades_60d",
295
+ "description": "Number of analyst recommendation downgrades over the past 60 days."
301
296
  },
302
297
  {
303
- "id": "mdl31_ab1_ass_tvr_prior_qtr",
304
- "description": "Prior quarter asset turnover"
298
+ "id": "suspect_data_indicator_any_earnings",
299
+ "description": "Flag indicating suspect data in any earnings-related field."
305
300
  },
306
301
  {
307
- "id": "mdl31_ab1_ass_tvr_last_qtr",
308
- "description": "Last quarter asset turnover"
302
+ "id": "snt21_3pos_conf_low",
303
+ "description": "Lower confidence bound for positive sentiment scores."
309
304
  },
310
305
  {
311
- "id": "mdl31_v14_ab1_ass_tvr_t4q",
312
- "description": "Trailing 4 Quarters asset turnover"
306
+ "id": "snt21_3pos_conf_low_56",
307
+ "description": "Lower confidence bound for positive sentiment scores."
313
308
  },
314
309
  {
315
- "id": "mdl31_ab1_ass_tvr_t4q",
316
- "description": "Trailing 4 Quarters asset turnover"
310
+ "id": "snt21_5pos_conf_up_9",
311
+ "description": "Upper confidence bound for positive sentiment scores."
317
312
  },
318
313
  {
319
- "id": "fnd23_intfvalld1_nirv",
320
- "description": "Net Revenues"
314
+ "id": "snt21_2pos_conf_low",
315
+ "description": "Lower confidence bound for positive sentiment scores."
321
316
  },
322
317
  {
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"
318
+ "id": "snt21_4pos_conf_low_23",
319
+ "description": "Lower confidence bound for positive sentiment scores."
325
320
  },
326
321
  {
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"
322
+ "id": "snt21_pos_conf_up",
323
+ "description": "Upper confidence bound for positive sentiment scores."
329
324
  },
330
325
  {
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"
326
+ "id": "snt21_2pos_conf_up_88",
327
+ "description": "Upper confidence bound for positive sentiment scores."
333
328
  },
334
329
  {
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"
330
+ "id": "snt21_4pos_conf_up",
331
+ "description": "Upper confidence bound for positive sentiment scores."
332
+ },
333
+ {
334
+ "id": "snt21_4pos_conf_up_25",
335
+ "description": "Upper confidence bound for positive sentiment scores."
336
+ },
337
+ {
338
+ "id": "snt21_2pos_conf_low_85",
339
+ "description": "Lower confidence bound for positive sentiment scores."
340
+ },
341
+ {
342
+ "id": "snt21_pos_conf_low",
343
+ "description": "Lower confidence bound for positive sentiment scores."
344
+ },
345
+ {
346
+ "id": "snt21_2pos_mean",
347
+ "description": "Mean value of positive sentiment scores."
348
+ },
349
+ {
350
+ "id": "snt21_2pos_mean_96",
351
+ "description": "Mean value of positive sentiment scores."
352
+ },
353
+ {
354
+ "id": "snt21_3pos_conf_up_54",
355
+ "description": "Upper confidence bound for positive sentiment scores."
356
+ },
357
+ {
358
+ "id": "snt21pos_conf_up_73",
359
+ "description": "Upper confidence bound for positive sentiment scores."
360
+ },
361
+ {
362
+ "id": "snt21_3neg_conf_up_49",
363
+ "description": "Upper confidence bound for negative sentiment scores."
364
+ },
365
+ {
366
+ "id": "snt21_2neut_conf_up",
367
+ "description": "Upper confidence bound for neutral sentiment scores."
368
+ },
369
+ {
370
+ "id": "snt21_3neut_conf_up_44",
371
+ "description": "Upper confidence bound for neutral sentiment scores."
372
+ },
373
+ {
374
+ "id": "snt21_4neut_conf_up",
375
+ "description": "Upper confidence bound for neutral sentiment scores."
376
+ },
377
+ {
378
+ "id": "snt21_3pos_mean",
379
+ "description": "Mean value of positive sentiment scores."
380
+ },
381
+ {
382
+ "id": "snt21_4pos_mean_42",
383
+ "description": "Mean value of positive sentiment scores."
384
+ },
385
+ {
386
+ "id": "snt21_pos_mean",
387
+ "description": "Mean value of positive sentiment scores."
388
+ },
389
+ {
390
+ "id": "snt21_2neg_conf_low",
391
+ "description": "Lower confidence bound for negative sentiment scores."
392
+ },
393
+ {
394
+ "id": "snt21_neg_conf_low",
395
+ "description": "Lower confidence bound for negative sentiment scores."
396
+ },
397
+ {
398
+ "id": "snt21_4pos_conf_low",
399
+ "description": "Lower confidence bound for positive sentiment scores."
337
400
  },
338
401
  {
339
- "id": "fnd23_intfvalld1_rrov",
340
- "description": "Reported Operating Revenue"
402
+ "id": "snt21_5pos_conf_low",
403
+ "description": "Lower confidence bound for positive sentiment scores."
341
404
  },
342
405
  {
343
- "id": "fnd23_intfvalld1_zhbs",
344
- "description": "Operating Revenue per ASK captures the total operating revenues earned per available seat kilometer of the airline."
406
+ "id": "snt21_5pos_conf_low_16",
407
+ "description": "Lower confidence bound for positive sentiment scores."
345
408
  },
346
409
  {
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."
410
+ "id": "snt21pos_conf_low_64",
411
+ "description": "Lower confidence bound for positive sentiment scores."
349
412
  },
350
413
  {
351
- "id": "fnd3_a_revenue_fast_d1",
352
- "description": "Annual Revenue"
414
+ "id": "snt21_4neg_conf_up",
415
+ "description": "Upper confidence bound for negative sentiment scores."
416
+ },
417
+ {
418
+ "id": "snt21_4neg_conf_up_33",
419
+ "description": "Upper confidence bound for negative sentiment scores."
420
+ },
421
+ {
422
+ "id": "star_arm_rec_mean_prior7",
423
+ "description": "recommendation mean prior 7"
424
+ },
425
+ {
426
+ "id": "avg_change_analyst_recommendation_90d",
427
+ "description": "Average change in analyst recommendations over the last 90 days."
428
+ },
429
+ {
430
+ "id": "mdl26_nm_mn_nlysts_prr_fq1_rnngs_7",
431
+ "description": "number of mean analysts prior FQTR1 earnings: 7 days"
432
+ },
433
+ {
434
+ "id": "mdl219_1_pfgmtt",
435
+ "description": "Trailing 12-month growth flow-to-price ratio calculated as growth flow per share divided by price."
353
436
  }
354
437
  ]
355
438
  }
356
439
  }
357
440
  },
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.",
441
+ "-group_rank(ts_zscore(ts_regression(ts_decay_exp_window(winsorize(ts_backfill(<fund_aum_field/>, 63), std=4), 60, factor=0.94), close, 252, rettype=0), bucket(rank(cap), range='0.1,1,0.1'))": {
442
+ "template_explanation": "Captures fund-flow induced mispricing: regresses smoothed fund AUM on price to isolate the component of price not explained by flows; shorts positive residuals (over-bought) and longs negative residuals (over-sold), cap-neutralized.",
360
443
  "seed_alpha_settings": {
361
444
  "instrumentType": "EQUITY",
362
- "region": "USA",
363
- "universe": "TOP3000",
445
+ "region": "EUR",
446
+ "universe": "TOP400",
364
447
  "delay": 1,
365
- "decay": 0,
448
+ "decay": 5,
366
449
  "neutralization": "SLOW_AND_FAST",
367
450
  "truncation": 0.01,
368
451
  "pasteurization": "ON",
@@ -375,169 +458,537 @@
375
458
  "endDate": "2023-01-20"
376
459
  },
377
460
  "placeholder_candidates": {
378
- "<net_ppe_field/>": {
461
+ "<fund_aum_field/>": {
379
462
  "type": "data_field",
380
463
  "candidates": [
381
464
  {
382
- "id": "mdl219_1_nopatmargin",
383
- "description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
465
+ "id": "hedge_fund_ownership_percent_europe",
466
+ "description": "Percentage of shares owned by hedge funds in European companies."
467
+ },
468
+ {
469
+ "id": "european_hedge_fund_ownership_count",
470
+ "description": "Number of hedge funds holding a position in the security within the European universe."
384
471
  },
385
472
  {
386
- "id": "mdl219_1_nnastp",
387
- "description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
473
+ "id": "mdl77_ceroe",
474
+ "description": "The trailing 12-month funds from operations divided by the average of the current and previous year"
388
475
  },
389
476
  {
390
- "id": "fnd28_value_18297a",
391
- "description": "value of annual field: Trade Receivables - Net"
477
+ "id": "mdl177_rvm_ttmgfp_alt",
478
+ "description": "TTM Growth Flow-to-Price : It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
392
479
  },
393
480
  {
394
- "id": "fnd28_wast_value_02513a",
395
- "description": "value of annual field: Other Intangibles - Net"
481
+ "id": "mdl77_rvm_pfgmtt",
482
+ "description": "TTM Growth Flow-to-Price: It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
396
483
  },
397
484
  {
398
- "id": "fnd28_wsbsht_value_02513a",
399
- "description": "value of annual field: Other Intangibles - Net"
485
+ "id": "mdl77_vmm_pfgmtt",
486
+ "description": "TTM Growth Flow-to-Price: It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
400
487
  },
401
488
  {
402
- "id": "fnd28_value_18297q",
403
- "description": "value of quarterly field: Trade Receivables - Net"
489
+ "id": "mdl177_dvm_ttmgfp_alt",
490
+ "description": "TTM Growth Flow-to-Price : It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
404
491
  },
405
492
  {
406
- "id": "fnd28_wast_value_02507a",
407
- "description": "value of annual field: Brands, Patents - Net"
493
+ "id": "mdl177_vmm_ttmgfp_alt",
494
+ "description": "TTM Growth Flow-to-Price : It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
408
495
  },
409
496
  {
410
- "id": "fnd28_wsbsht_value_02507a",
411
- "description": "value of annual field: Brands, Patents - Net"
497
+ "id": "mdl77_eur_dvm_pfgmtt",
498
+ "description": "TTM Growth Flow-to-Price: It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
412
499
  },
413
500
  {
414
- "id": "fnd28_wcbshtasseta_value_02501a",
415
- "description": "value of annual field: Property, Plant & Equipment - Net"
501
+ "id": "mdl77_eur_global_pfgmtt",
502
+ "description": "TTM Growth Flow-to-Price: It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
416
503
  },
417
504
  {
418
- "id": "fnd3_q_epp_fast_d1",
419
- "description": "Quarterly Property, Plant & Equipment"
505
+ "id": "mdl177_global_ttmgfp",
506
+ "description": "TTM Growth Flow-to-Price : It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
420
507
  },
421
508
  {
422
- "id": "fnd3_q_epp",
423
- "description": "Quarterly Property, Plant & Equipment"
509
+ "id": "mdl77_dvm_pfgmtt",
510
+ "description": "TTM Growth Flow-to-Price: It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
424
511
  },
425
512
  {
426
- "id": "fnd3_A_epp",
427
- "description": "Annual Property, Plant & Equipment"
513
+ "id": "mdl77_eur_rvm_pfgmtt",
514
+ "description": "TTM Growth Flow-to-Price: It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
428
515
  },
429
516
  {
430
- "id": "fnd3_a_epp_fast_d1",
431
- "description": "Annual Property, Plant & Equipment"
517
+ "id": "mdl177_dvm_ttmgfp",
518
+ "description": "TTM Growth Flow-to-Price : It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
432
519
  },
433
520
  {
434
- "id": "fnd23_annfvadjfieldsacctadj_ctpa",
435
- "description": "gross property, plant & equipment."
521
+ "id": "mdl177_rvm_ttmgfp",
522
+ "description": "TTM Growth Flow-to-Price : It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
436
523
  },
437
524
  {
438
- "id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
439
- "description": "gross property, plant & equipment."
525
+ "id": "mdl177_vmm_ttmgfp",
526
+ "description": "TTM Growth Flow-to-Price : It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
440
527
  },
441
528
  {
442
- "id": "fnd23_intfvalld1_ctpa",
443
- "description": "gross property, plant & equipment."
529
+ "id": "mdl77_eur_vmm_pfgmtt",
530
+ "description": "TTM Growth Flow-to-Price: It is defined as the sum of trailing 12-month growth flow value per share for a stock divided by its month-end trading price. Growth flow is the sum of Research & Development expenses and reported net income."
444
531
  },
445
532
  {
446
- "id": "fnd23_annfv1a_ctpa",
447
- "description": "gross property, plant & equipment."
533
+ "id": "rsk70_ytlqsvni_drteue_2mfm",
534
+ "description": "Investment Quality Style Factor Loading"
448
535
  },
449
536
  {
450
- "id": "fnd23_intfvadjfieldsacctadj_ctpa",
451
- "description": "gross property, plant & equipment."
537
+ "id": "rsk70_mfm2_euetrd_profit",
538
+ "description": "Profit Style Factor Loading"
452
539
  },
453
540
  {
454
- "id": "fnd23_intfvm_ctpa",
455
- "description": "gross property, plant & equipment."
541
+ "id": "rsk70_mfm2_euetrd_srisku",
542
+ "description": "Unadjusted initial specific risk annualized in units of %-squared"
456
543
  },
457
544
  {
458
- "id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
459
- "description": "Net Fixed Assets"
545
+ "id": "rsk70_mfm2_euetrd_divyild",
546
+ "description": "Dividend Yield Style Factor Loading"
460
547
  },
461
548
  {
462
- "id": "fnd72_bs_net_fix_asset",
463
- "description": "Net Fixed Assets"
549
+ "id": "rsk70_mfm2_euetrd_earnvar",
550
+ "description": "Earnings Variability Style Factor Loading"
464
551
  },
465
552
  {
466
- "id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
467
- "description": "Net Fixed Assets"
553
+ "id": "rsk70_trsd_drteue_2mfm",
554
+ "description": "Specific returns"
468
555
  },
469
556
  {
470
- "id": "fnd72_1_bs_net_fix_asset",
471
- "description": "Net Fixed Assets"
557
+ "id": "rsk70_mfm2_euetrd_market",
558
+ "description": "Market Market Factor Loading"
472
559
  },
473
560
  {
474
- "id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
475
- "description": "Net Fixed Assets"
561
+ "id": "rsk70_mfm2_euetrd_earnyild",
562
+ "description": "Earnings Yield Style Factor Loading"
476
563
  },
477
564
  {
478
- "id": "fnd72_s_pit_or_cr_q_net_fix_asset_turn",
479
- "description": "Financial ratio of net sales to net fixed assets"
565
+ "id": "rsk70_mfm2_euetrd_srisk",
566
+ "description": "Final specific risk annualized in units of %-squared"
567
+ },
568
+ {
569
+ "id": "banking_sector_exposure",
570
+ "description": "Exposure or weight to the banking industry sector within the model."
571
+ },
572
+ {
573
+ "id": "diversified_financials_europe_exposure_score",
574
+ "description": "Exposure or sensitivity to the diversified financials sector factor within the European universe."
575
+ },
576
+ {
577
+ "id": "rsk70_mfm2_euetrd_shortint",
578
+ "description": "Short Interest Style Factor Loading"
579
+ },
580
+ {
581
+ "id": "rsk70_mfm2_euetrd_earnqlty",
582
+ "description": "Earnings Quality Style Factor Loading"
583
+ },
584
+ {
585
+ "id": "mdl313_iai",
586
+ "description": "Intangible Asset Intensity Score"
587
+ },
588
+ {
589
+ "id": "mdl219_1_astcomp",
590
+ "description": "Asset composition ratio representing current assets divided by total assets."
591
+ },
592
+ {
593
+ "id": "mdl219_1_iqa",
594
+ "description": "Asset quality index measuring changes in the ratio of non-current assets to total assets."
595
+ },
596
+ {
597
+ "id": "mdl219_2_astcomp",
598
+ "description": "Asset composition ratio representing current assets divided by total assets for the second module."
599
+ },
600
+ {
601
+ "id": "mdl31_ass_tvr_last_qtr",
602
+ "description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
603
+ },
604
+ {
605
+ "id": "mdl31_ass_tvr_last_y",
606
+ "description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
607
+ },
608
+ {
609
+ "id": "mdl31_ass_tvr_t4q",
610
+ "description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
611
+ },
612
+ {
613
+ "id": "mdl31_ass_tvr_prior_y",
614
+ "description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
615
+ },
616
+ {
617
+ "id": "mdl31_ass_tvr_prior_qtr",
618
+ "description": "The amount of revenue generated for each unit of assets. Also known as TAT. Asset Turnover = Net Revenue/Total Assets"
619
+ },
620
+ {
621
+ "id": "mdl313_companyname",
622
+ "description": "Company Name"
623
+ },
624
+ {
625
+ "id": "mdl219_2_iqa",
626
+ "description": "Asset quality index measuring changes in the ratio of non-current assets to total assets for the second module."
627
+ },
628
+ {
629
+ "id": "mdl219_1_astto",
630
+ "description": "Asset turnover ratio calculated as sales divided by total assets."
480
631
  },
481
632
  {
482
633
  "id": "mdl219_1_nfaldebt",
483
634
  "description": "Net fixed assets-to-long-term debt ratio measuring asset coverage."
484
635
  },
636
+ {
637
+ "id": "mdl313_sub_industry",
638
+ "description": "Sub Industry"
639
+ },
640
+ {
641
+ "id": "mdl313_ico",
642
+ "description": "Organizational Capital Intensity Score"
643
+ },
644
+ {
645
+ "id": "mdl219_1_fixastto",
646
+ "description": "Fixed asset turnover ratio calculated as sales divided by fixed assets."
647
+ },
648
+ {
649
+ "id": "mdl313_sector",
650
+ "description": "Sector"
651
+ },
652
+ {
653
+ "id": "mdl313_atlas_unit_name",
654
+ "description": "Atlas unit name"
655
+ },
656
+ {
657
+ "id": "mdl219_1_noato",
658
+ "description": "Net operating asset turnover calculated as sales divided by average net operating assets."
659
+ },
660
+ {
661
+ "id": "mdl25_bsv421_5v",
662
+ "description": "Total Assets - Last Qtr"
663
+ },
664
+ {
665
+ "id": "mdl219_2_astto",
666
+ "description": "Asset turnover ratio calculated as sales divided by total assets for the second module."
667
+ },
485
668
  {
486
669
  "id": "mdl219_2_nfaldebt",
487
670
  "description": "Net fixed assets-to-long-term debt ratio measuring asset coverage for the second module."
488
671
  },
489
672
  {
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."
673
+ "id": "mdl219_1_chgnoa",
674
+ "description": "Change in net operating assets scaled by total assets."
675
+ },
676
+ {
677
+ "id": "mdl219_2_fixastto",
678
+ "description": "Fixed asset turnover ratio calculated as sales divided by fixed assets for the second module."
679
+ },
680
+ {
681
+ "id": "mdl219_2_noato",
682
+ "description": "Net operating asset turnover calculated as sales divided by average net operating assets for the second module."
683
+ },
684
+ {
685
+ "id": "mdl25_rlevv421_5v",
686
+ "description": "Assets to Equity - Last Qtr"
687
+ },
688
+ {
689
+ "id": "mdl25_bsv421_7v",
690
+ "description": "Average Net Operating Assets - Last Qtr"
691
+ },
692
+ {
693
+ "id": "mdl219_1_pvan",
694
+ "description": "Net asset value-to-price ratio calculated as book value of net assets divided by price."
695
+ },
696
+ {
697
+ "id": "mdl25_bsv421_8v",
698
+ "description": "Adjusted Average Net Operating Assets - Last Qtr"
699
+ },
700
+ {
701
+ "id": "mdl219_1_invast",
702
+ "description": "Inventory-to-total assets ratio calculated as inventory divided by total assets."
703
+ },
704
+ {
705
+ "id": "rsk70_mfm2_euetrd_size",
706
+ "description": "Size Style Factor Loading"
707
+ },
708
+ {
709
+ "id": "rsk68_weight_dadv",
710
+ "description": "Dollar average daily volume"
711
+ },
712
+ {
713
+ "id": "fnd65_allcap_sedol_ceroe",
714
+ "description": "It is defined as the trailing 12-month funds from operations divided by the average of current and previous year equity value."
715
+ },
716
+ {
717
+ "id": "fnd65_dev_sedol_ceroe",
718
+ "description": "It is defined as the trailing 12-month funds from operations divided by the average of current and previous year equity value."
719
+ },
720
+ {
721
+ "id": "mdl230_allcap_sedol_ceroe",
722
+ "description": "It is defined as the trailing 12-month funds from operations divided by the average of current and previous year equity value."
723
+ },
724
+ {
725
+ "id": "mdl230_dev_sedol_ceroe",
726
+ "description": "It is defined as the trailing 12-month funds from operations divided by the average of current and previous year equity value."
727
+ },
728
+ {
729
+ "id": "current_market_cap_usd",
730
+ "description": "The current market capitalization of the company in US dollars."
731
+ },
732
+ {
733
+ "id": "industry_count_short",
734
+ "description": "The number of distinct industry sectors represented in the short leg of the portfolio or model."
735
+ },
736
+ {
737
+ "id": "rsk70_mfm2_euetrd_growth",
738
+ "description": "Growth Style Factor Loading"
739
+ },
740
+ {
741
+ "id": "rsk70_mfm2_euetrd_indadj",
742
+ "description": "Industrial adjustment factor loading"
743
+ },
744
+ {
745
+ "id": "short_interest_europe_factor_score",
746
+ "description": "Exposure to the short interest factor within the European universe, reflecting short selling activity."
747
+ },
748
+ {
749
+ "id": "mdl219_1_m42rav",
750
+ "description": "24-month value at risk calculated as the minimum monthly price return over the last 20 months."
751
+ },
752
+ {
753
+ "id": "mdl219_2_m42rav",
754
+ "description": "24-month value at risk calculated as the minimum monthly price return over the last 20 months for the second module."
755
+ },
756
+ {
757
+ "id": "mdl230_dev_sedol_varresirtn",
758
+ "description": "It is defined as the variance of a stock's monthly residual return in the last 24 months. The monthly residual return equals the stock's monthly return minus the product of a stock's proprietary 60-month Beta multiplied by the S&P 500 index monthly return."
759
+ },
760
+ {
761
+ "id": "fnd65_dev_sedol_varresirtn",
762
+ "description": "It is defined as the variance of a stock's monthly residual return in the last 24 months. The monthly residual return equals the stock's monthly return minus the product of a stock's proprietary 60-month Beta multiplied by the S&P 500 index monthly return."
763
+ },
764
+ {
765
+ "id": "mdl230_allcap_sedol_varresirtn",
766
+ "description": "It is defined as the variance of a stock's monthly residual return in the last 24 months. The monthly residual return equals the stock's monthly return minus the product of the multiplication of a stock's proprietary 60-month beta by the S&P 500 index monthly return."
767
+ },
768
+ {
769
+ "id": "mdl219_1_volpre6m",
770
+ "description": "Average trading volume over the preceding 6 months calculated as the moving average of monthly turnover."
771
+ },
772
+ {
773
+ "id": "fnd65_allcap_sedol_varresirtn",
774
+ "description": "It is defined as the variance of a stock's monthly residual return in the last 24 months. The monthly residual return equals the stock's monthly return minus the product of the multiplication of a stock's proprietary 60-month beta by the S&P 500 index monthly return."
775
+ },
776
+ {
777
+ "id": "fnd65_dev_sedol_chgvolpre4y",
778
+ "description": "It is defined as the change in the most recent 6-month moving average of monthly turnover ratio (average monthly trading volume/total shares outstanding) as compared to the 12-month moving average of monthly turnover ratio 4 years ago."
779
+ },
780
+ {
781
+ "id": "mdl230_allcap_sedol_chgvolpre4y",
782
+ "description": "It is defined as the change in the most recent 6-month moving average of monthly turnover ratio (average monthly trading volume/total shares outstanding) as compared to the 12-month moving average of monthly turnover ratio 4 years ago."
783
+ },
784
+ {
785
+ "id": "fnd65_allcap_sedol_chgvolpre4y",
786
+ "description": "It is defined as the change in the most recent 6-month moving average of monthly turnover ratio (average monthly trading volume/total shares outstanding) as compared to the 12-month moving average of monthly turnover ratio 4 years ago."
787
+ },
788
+ {
789
+ "id": "mdl230_dev_sedol_chgvolpre4y",
790
+ "description": "It is defined as the change in the most recent 6-month moving average of monthly turnover ratio (average monthly trading volume/total shares outstanding) as compared to the 12-month moving average of monthly turnover ratio 4 years ago."
791
+ },
792
+ {
793
+ "id": "mdl219_1_varresirtn",
794
+ "description": "24-month residual return variance calculated as the variance of monthly residual returns."
795
+ },
796
+ {
797
+ "id": "fnd65_allcap_sedol_52whigh",
798
+ "description": "It is defined as the month-end price divided by the highest monthly closing price in the past 12-month."
799
+ },
800
+ {
801
+ "id": "fnd65_dev_sedol_52whigh",
802
+ "description": "It is defined as the month-end price divided by the highest monthly closing price in the past 12-month."
803
+ },
804
+ {
805
+ "id": "mdl230_allcap_sedol_52whigh",
806
+ "description": "It is defined as the month-end price divided by the highest monthly closing price in the past 12-month."
807
+ },
808
+ {
809
+ "id": "mdl230_dev_sedol_52whigh",
810
+ "description": "It is defined as the month-end price divided by the highest monthly closing price in the past 12-month."
811
+ },
812
+ {
813
+ "id": "mdl33_smartestimate_f12m_revenue",
814
+ "description": "Analyst predicted revenue forward 12 months"
815
+ },
816
+ {
817
+ "id": "mdl230_allcap_sedol_ratrev6m",
818
+ "description": "It is defined as the 6-month average of the monthly change in the average analyst recommendation."
819
+ },
820
+ {
821
+ "id": "fnd65_allcap_sedol_ratrev6m",
822
+ "description": "It is defined as the 6-month average of the monthly change in the average analyst recommendation."
823
+ },
824
+ {
825
+ "id": "mdl230_dev_sedol_ratrev6m",
826
+ "description": "It is defined as the 6-month average of the monthly change in the average analyst recommendation."
827
+ },
828
+ {
829
+ "id": "fnd65_dev_sedol_ratrev6m",
830
+ "description": "It is defined as the 6-month average of the monthly change in the average analyst recommendation."
831
+ },
832
+ {
833
+ "id": "mdl219_2_volpre6m",
834
+ "description": "Average trading volume over the preceding 6 months calculated as the moving average of monthly turnover for the second module."
835
+ },
836
+ {
837
+ "id": "fnd65_allcap_sedol_nlvolcap",
838
+ "description": "It is defined as the natural logarithm of the quotient of the trailing 12-month average of the monthly trading volume to the trailing 12-month average of monthly market capitalization."
839
+ },
840
+ {
841
+ "id": "mdl230_dev_sedol_nlvolcap",
842
+ "description": "It is defined as the natural logarithm of the quotient of the trailing 12-month average of the monthly trading volume to the trailing 12-month average of monthly market capitalization."
843
+ },
844
+ {
845
+ "id": "fnd65_dev_sedol_nlvolcap",
846
+ "description": "It is defined as the natural logarithm of the quotient of the trailing 12-month average of the monthly trading volume to the trailing 12-month average of monthly market capitalization."
847
+ },
848
+ {
849
+ "id": "mdl230_allcap_sedol_nlvolcap",
850
+ "description": "It is defined as the natural logarithm of the quotient of the trailing 12-month average of the monthly trading volume to the trailing 12-month average of monthly market capitalization."
851
+ },
852
+ {
853
+ "id": "star_rev_surprise_prediction_12m_d1",
854
+ "description": "Revenue predicted surprise pct - forward 12 months"
855
+ },
856
+ {
857
+ "id": "star_rev_surprise_prediction_12m",
858
+ "description": "Revenue predicted surprise pct - forward 12 months"
859
+ },
860
+ {
861
+ "id": "fnd65_allcap_sedol_chgalpha12m",
862
+ "description": "It is defined as the 6-month change in a stock's 12-month alpha, which equals the intercept from the regression of a stock price's monthly return against the S&P 500 index monthly return over last 12-month period."
863
+ },
864
+ {
865
+ "id": "mdl219_1_sigma",
866
+ "description": "Stock return volatility calculated as the standard deviation of monthly returns over the last 60 months."
867
+ },
868
+ {
869
+ "id": "mdl50_bk_profitability",
870
+ "description": "Higher value indicates higher cash flow ROI"
871
+ },
872
+ {
873
+ "id": "profitability_level_score",
874
+ "description": "Score based on cash flow return on investment."
875
+ },
876
+ {
877
+ "id": "mdl50_bk_fcf_valu",
878
+ "description": "Higher value indicates higher free cash flow yields"
879
+ },
880
+ {
881
+ "id": "profitability_consistency_score",
882
+ "description": "Score for stability of cash flow return on assets."
883
+ },
884
+ {
885
+ "id": "count_positive_cashflow_question",
886
+ "description": "Number of positive sentiment instances for cash flow in the question section."
887
+ },
888
+ {
889
+ "id": "mean_polarity_cashflow_summary",
890
+ "description": "Average sentiment polarity for cash flow in summary segments."
891
+ },
892
+ {
893
+ "id": "mdl25_history_31v",
894
+ "description": "Cash Flow Component Current"
895
+ },
896
+ {
897
+ "id": "mean_polarity_cashflow_answer",
898
+ "description": "Average sentiment polarity for cash flow in answer segments."
899
+ },
900
+ {
901
+ "id": "country_free_cash_flow_yield_score",
902
+ "description": "Score for free cash flow yield within the country."
903
+ },
904
+ {
905
+ "id": "count_positive_cashflow_answer",
906
+ "description": "Number of positive sentiment instances for cash flow in answer segments."
907
+ },
908
+ {
909
+ "id": "mean_positive_cashflow_answer",
910
+ "description": "Average positive sentiment score for cash flow in answer segments."
911
+ },
912
+ {
913
+ "id": "count_negative_cashflow_question",
914
+ "description": "Number of negative sentiment instances for cash flow in the question section."
915
+ },
916
+ {
917
+ "id": "mean_positive_cashflow_question",
918
+ "description": "Average positive sentiment score for cash flow in the question section."
919
+ },
920
+ {
921
+ "id": "count_neutral_cashflow_question",
922
+ "description": "Number of neutral sentiment instances for cash flow in the question section."
492
923
  },
493
924
  {
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."
925
+ "id": "mean_negative_cashflow_question",
926
+ "description": "Average negative sentiment score for cash flow in the question section."
496
927
  },
497
928
  {
498
- "id": "fnd23_capex",
499
- "description": "capital expenditure"
929
+ "id": "mean_neutral_cashflow_question",
930
+ "description": "Average neutral sentiment score for cash flow in the question section."
500
931
  },
501
932
  {
502
- "id": "fnd3_a_capexgross_fast_d1",
503
- "description": "Annual Capital Expenditure Payments (Gross)"
933
+ "id": "mean_neutral_cashflow_answer",
934
+ "description": "Average neutral sentiment score for cash flow in answer segments."
504
935
  },
505
936
  {
506
- "id": "fnd3_a_capexgross",
507
- "description": "Annual Capital Expenditure Payments (Gross)"
937
+ "id": "mdl25_cfsv421_9v",
938
+ "description": "Cash Flow from Investing - Last Qtr"
508
939
  },
509
940
  {
510
- "id": "mdl262_capx_compustatdeltapredict_annual_funda_predict",
511
- "description": "Predict value of Capital Expenditure"
941
+ "id": "mdl219_1_cfleverage",
942
+ "description": "Cash flow leverage calculated as total liabilities divided by operating cash flow."
512
943
  },
513
944
  {
514
- "id": "mdl262_trkdpitpredictivecapex_prediction",
515
- "description": "Predict value of Capital Expenditure"
945
+ "id": "mean_negative_cashflow_answer",
946
+ "description": "Average negative sentiment score for cash flow in answer segments."
516
947
  },
517
948
  {
518
- "id": "fnd3_A_capexgross",
519
- "description": "Annual Capital Expenditure Payments (Gross)"
949
+ "id": "mean_neutral_cashflow_presentation",
950
+ "description": "Average neutral sentiment score for cash flow in the presentation section."
520
951
  },
521
952
  {
522
- "id": "pv87_capital_expenditure_actual",
523
- "description": "Capital Expenditure Actual"
953
+ "id": "count_positive_cashflow_presentation",
954
+ "description": "Number of positive sentiment instances for cash flow in the presentation section."
524
955
  },
525
956
  {
526
- "id": "fnd3_Q_capexgross",
527
- "description": "Quarterly Capital Expenditure Payments (Gross)"
957
+ "id": "count_neutral_cashflow_answer",
958
+ "description": "Number of neutral sentiment instances for cash flow in answer segments."
959
+ },
960
+ {
961
+ "id": "count_negative_cashflow_answer",
962
+ "description": "Number of negative sentiment instances for cash flow in answer segments."
963
+ },
964
+ {
965
+ "id": "count_positive_cashflow_summary",
966
+ "description": "Number of positive sentiment instances for cash flow in summary segments."
967
+ },
968
+ {
969
+ "id": "mean_positive_cashflow_summary",
970
+ "description": "Average positive sentiment score for cash flow in summary segments."
971
+ },
972
+ {
973
+ "id": "mean_negative_cashflow_presentation",
974
+ "description": "Average negative sentiment score for cash flow in the presentation section."
975
+ },
976
+ {
977
+ "id": "mean_positive_cashflow_presentation",
978
+ "description": "Average positive sentiment score for cash flow in the presentation section."
528
979
  }
529
980
  ]
530
981
  }
531
982
  }
532
983
  },
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.",
984
+ "trade_when(ts_rank(ts_delta(ts_decay_exp_window(winsorize(ts_backfill(<analyst_net_buy_field/>, 63), std=4), 30, factor=0.9), 5), 252) > 0.8, -ts_zscore(ts_delta(close, 5), 252), 0)": {
985
+ "template_explanation": "Event-driven reversal: only trades when the second derivative of analyst net-buy reaches the top quintile, then shorts (or covers) the subsequent 5-day price momentum, betting that flow extremes trigger short-term mean reversion.",
535
986
  "seed_alpha_settings": {
536
987
  "instrumentType": "EQUITY",
537
- "region": "USA",
538
- "universe": "TOP3000",
988
+ "region": "EUR",
989
+ "universe": "TOP400",
539
990
  "delay": 1,
540
- "decay": 0,
991
+ "decay": 5,
541
992
  "neutralization": "SLOW_AND_FAST",
542
993
  "truncation": 0.01,
543
994
  "pasteurization": "ON",
@@ -550,358 +1001,557 @@
550
1001
  "endDate": "2023-01-20"
551
1002
  },
552
1003
  "placeholder_candidates": {
553
- "<ebitda_field/>": {
1004
+ "<analyst_net_buy_field/>": {
554
1005
  "type": "data_field",
555
1006
  "candidates": [
556
1007
  {
557
- "id": "ebitda",
558
- "description": "Earnings Before Interest"
1008
+ "id": "mdl219_1_stockrating",
1009
+ "description": "Street consensus rating calculated as the average analyst recommendation."
559
1010
  },
560
1011
  {
561
- "id": "ebitda_reported_value",
562
- "description": "EBITDA value for the quarter."
1012
+ "id": "count_analyst_recommendation_downgrades_60d",
1013
+ "description": "Number of analyst recommendation downgrades over the past 60 days."
563
1014
  },
564
1015
  {
565
- "id": "ebitda_per_share_trailing_twelve_months",
566
- "description": "EBITDA per share for the trailing twelve months."
1016
+ "id": "count_analyst_recommendation_downgrades_90d",
1017
+ "description": "Number of analyst recommendation downgrades in the last 90 days."
567
1018
  },
568
1019
  {
569
- "id": "mdl38_rel_val_ev_ebitda",
570
- "description": "Global-relative (1-100) EV/EBITDA Rank"
1020
+ "id": "count_analyst_recommendation_upgrades_60d",
1021
+ "description": "Number of analyst recommendation upgrades over the past 60 days."
571
1022
  },
572
1023
  {
573
- "id": "mdl38_v14_rel_val_ev_ebitda",
574
- "description": "Global-relative (1-100) EV/EBITDA Rank"
1024
+ "id": "count_analyst_recommendation_upgrades_90d",
1025
+ "description": "Number of analyst recommendation upgrades over the past 90 days."
575
1026
  },
576
1027
  {
577
- "id": "ev_to_ebitda_component_rank",
578
- "description": "Global-relative rank for the enterprise value to EBITDA ratio component."
1028
+ "id": "count_analyst_recommendation_upgrades_14d",
1029
+ "description": "Number of analyst recommendation upgrades over the past 14 days."
579
1030
  },
580
1031
  {
581
- "id": "ev_ebitda_relative_score_main",
582
- "description": "Relative ranking score for the enterprise value to EBITDA ratio component."
1032
+ "id": "analyst_recommendation_upgrades_count_30d",
1033
+ "description": "Number of analyst recommendation upgrades over the past 30 days."
583
1034
  },
584
1035
  {
585
- "id": "ebitda_annual",
586
- "description": "Earnings before interest, taxes, depreciation, and amortization for the most recent fiscal year."
1036
+ "id": "count_analyst_recommendation_downgrades_7d",
1037
+ "description": "Number of analyst recommendation downgrades in the last 7 days."
587
1038
  },
588
1039
  {
589
- "id": "ev_ebitda_relative_score_float",
590
- "description": "Relative ranking score for the enterprise value to EBITDA ratio component (float type)."
1040
+ "id": "count_analyst_recommendation_downgrades_14d",
1041
+ "description": "Number of analyst recommendation downgrades in the last 14 days."
591
1042
  },
592
1043
  {
593
- "id": "fnd3_A_ope_cf",
594
- "description": "Annual Operating Cash Flow"
1044
+ "id": "count_analyst_recommendation_upgrades_7d",
1045
+ "description": "Number of analyst recommendation upgrades in the last 7 days."
595
1046
  },
596
1047
  {
597
- "id": "fnd3_a_ope_cf",
598
- "description": "Annual Operating Cash Flow"
1048
+ "id": "count_analyst_recommendation_downgrades_30d",
1049
+ "description": "Number of analyst recommendation downgrades over the past 30 days."
599
1050
  },
600
1051
  {
601
- "id": "fnd3_q_ope_cf_fast_d1",
602
- "description": "Quarterly Operating Cash Flow"
1052
+ "id": "mdl219_2_stockrating",
1053
+ "description": "Street consensus rating calculated as the average analyst recommendation for the second module."
603
1054
  },
604
1055
  {
605
- "id": "fnd3_a_ope_cf_fast_d1",
606
- "description": "Annual Operating Cash Flow"
1056
+ "id": "fnd65_dev_sedol_ratrev6m",
1057
+ "description": "It is defined as the 6-month average of the monthly change in the average analyst recommendation."
607
1058
  },
608
1059
  {
609
- "id": "fnd3_q_ope_cf",
610
- "description": "Quarterly Operating Cash Flow"
1060
+ "id": "mdl230_allcap_sedol_ratrev6m",
1061
+ "description": "It is defined as the 6-month average of the monthly change in the average analyst recommendation."
611
1062
  },
612
1063
  {
613
- "id": "fnd3_Q_ope_cf",
614
- "description": "Quarterly Operating Cash Flow"
1064
+ "id": "fnd65_allcap_sedol_ratrev6m",
1065
+ "description": "It is defined as the 6-month average of the monthly change in the average analyst recommendation."
615
1066
  },
616
1067
  {
617
- "id": "mdl109_matrix_cfoyld",
618
- "description": "Operating cash flow yield"
1068
+ "id": "mdl230_dev_sedol_ratrev6m",
1069
+ "description": "It is defined as the 6-month average of the monthly change in the average analyst recommendation."
619
1070
  },
620
1071
  {
621
- "id": "mdl219_1_ocfmargin",
622
- "description": "Operating cash flow margin calculated as operating cash flow divided by sales."
1072
+ "id": "mdl77_ratrev6m",
1073
+ "description": "Street Rating Revision: It is defined as the 6-month average of the change in the average analyst recommendation tracked by"
623
1074
  },
624
1075
  {
625
- "id": "mdl109_matrix_cfoyld_fy1",
626
- "description": "Operating cash flow yield, FY1"
1076
+ "id": "mdl177_global_ratrev6m",
1077
+ "description": "Street Rating Revision : It is defined as the 6-month average of the change in the average analyst recommendation tracked by"
627
1078
  },
628
1079
  {
629
- "id": "mdl177_fa_ocfratio",
630
- "description": "Operating Cash Flow Ratio"
1080
+ "id": "avg_change_analyst_recommendation_60d",
1081
+ "description": "Average change in analyst recommendations over the past 60 days."
631
1082
  },
632
1083
  {
633
- "id": "fnd28_a_value_08381",
634
- "description": "value of field: Cash Earnings Return on Equity"
1084
+ "id": "avg_change_analyst_recommendation_90d",
1085
+ "description": "Average change in analyst recommendations over the last 90 days."
635
1086
  },
636
1087
  {
637
- "id": "mdl177_2_sensitivityfactor400_ceroe",
638
- "description": "Cash Earnings Return On Equity"
1088
+ "id": "avg_change_analyst_recommendation_30d",
1089
+ "description": "Average change in analyst recommendations over the past 30 days."
639
1090
  },
640
1091
  {
641
- "id": "mdl177_sensitivityfactor_ceroe",
642
- "description": "Cash Earnings Return On Equity"
1092
+ "id": "avg_change_analyst_recommendation_14d",
1093
+ "description": "Average change in analyst recommendations over the past 14 days."
643
1094
  },
644
1095
  {
645
- "id": "cash_earnings_return_on_equity",
646
- "description": "Cash Earnings Return On Equity"
1096
+ "id": "avg_change_analyst_recommendation_7d",
1097
+ "description": "Average change in analyst recommendations over the past 7 days."
647
1098
  },
648
1099
  {
649
- "id": "mdl177_2_globaldevnorthamericasensitivityfactor_ceroe",
650
- "description": "Cash Earnings Return On Equity"
1100
+ "id": "mdl50_bk_cn_analyst_revisn",
1101
+ "description": "Analyst revision score relative to country"
651
1102
  },
652
1103
  {
653
- "id": "mdl177_sensitivityfactor3_ceroe",
654
- "description": "Cash Earnings Return On Equity"
1104
+ "id": "mdl26_rm_nlyst_rvsns_scr",
1105
+ "description": "analyst revisions score"
655
1106
  },
656
1107
  {
657
- "id": "fnd28_annualprof_value_08381a",
658
- "description": "value of annual field: Cash Earnings Return on Equity"
1108
+ "id": "mdl26_sm_nlyst_rvsns_scr",
1109
+ "description": "Analyst Revisions Score"
659
1110
  },
660
1111
  {
661
- "id": "fnd28_annualprofq_value_08381q",
662
- "description": "value of quarterly field: Cash Earnings Return on Equity"
1112
+ "id": "star_arm_score",
1113
+ "description": "analyst revisions score"
663
1114
  },
664
1115
  {
665
- "id": "fnd28_pftlta_value_08381a",
666
- "description": "value of annual field: Cash Earnings Return on Equity"
1116
+ "id": "mdl26_rm_nlyst_rvsns_scr_2",
1117
+ "description": "analyst revisions score"
667
1118
  },
668
1119
  {
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."
1120
+ "id": "analyst_revision_revenue_score",
1121
+ "description": "Score component reflecting analyst revisions and surprises in company revenue."
671
1122
  },
672
1123
  {
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."
1124
+ "id": "analyst_revision_primary_earnings_score",
1125
+ "description": "Score component reflecting analyst revisions and surprises in the primary earnings measure."
675
1126
  },
676
1127
  {
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."
1128
+ "id": "analyst_revision_revenue_score_d1",
1129
+ "description": "Score component reflecting analyst revisions and surprises in company revenue (daily version)."
679
1130
  },
680
1131
  {
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."
1132
+ "id": "analyst_revision_secondary_earnings_score",
1133
+ "description": "Score component reflecting analyst revisions and surprises in the secondary earnings measure."
683
1134
  },
684
1135
  {
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."
1136
+ "id": "analyst_revision_rank_derivative",
1137
+ "description": "Change in ranking for analyst revisions and momentum compared to previous period."
687
1138
  },
688
1139
  {
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."
1140
+ "id": "fscore_bfl_momentum",
1141
+ "description": "The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions."
691
1142
  },
692
1143
  {
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."
1144
+ "id": "fscore_momentum",
1145
+ "description": "The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions."
695
1146
  },
696
1147
  {
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."
1148
+ "id": "revenue_revision_score_3",
1149
+ "description": "Score component based on analyst revenue revisions."
699
1150
  },
700
1151
  {
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."
1152
+ "id": "mdl30_new_numnly_fq1_eps",
1153
+ "description": "Number of SmartEstimate Analysts FQ1 EPS"
703
1154
  },
704
1155
  {
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."
1156
+ "id": "star_eps_analyst_number_fq1_d1",
1157
+ "description": "Number of SmartEstimate Analysts FQ1 EPS"
707
1158
  },
708
1159
  {
709
- "id": "ebit",
710
- "description": "Earnings Before Interest and Taxes"
1160
+ "id": "star_new_eps_analyst_number_fq1",
1161
+ "description": "Number of SmartEstimate Analysts FQ1 EPS"
711
1162
  },
712
1163
  {
713
- "id": "fnd2_ebitdm",
714
- "description": "EBIT, Domestic"
1164
+ "id": "star_new_eps_analyst_number_fy1",
1165
+ "description": "Number of SmartEstimate Analysts FY1 EPS"
715
1166
  },
716
1167
  {
717
- "id": "fnd2_ebitfr",
718
- "description": "EBIT, Foreign"
1168
+ "id": "star_eps_analyst_number_fq1",
1169
+ "description": "Number of SmartEstimate Analysts FQ1 EPS"
719
1170
  },
720
1171
  {
721
- "id": "fnd13_sbit",
722
- "description": "Normalized EBIT"
1172
+ "id": "mdl30_new_numnly_fy1_eps",
1173
+ "description": "Number of SmartEstimate Analysts FY1 EPS"
723
1174
  },
724
1175
  {
725
- "id": "fnd23_icsm_m_tibs",
726
- "description": "[Quarterly] Normalized EBIT"
1176
+ "id": "mdl30_numnly_fy1_eps",
1177
+ "description": "Number of SmartEstimate Analysts FY1 EPS"
727
1178
  },
728
1179
  {
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": [
1180
+ "id": "star_eps_analyst_number_fy1",
1181
+ "description": "Number of SmartEstimate Analysts FY1 EPS"
1182
+ },
737
1183
  {
738
- "id": "fnd13_balancesheetq_nppa",
739
- "description": "Property/Plant/Equipment, Total - Net"
1184
+ "id": "mdl30_numnly_fq1_eps",
1185
+ "description": "Number of SmartEstimate Analysts FQ1 EPS"
740
1186
  },
741
1187
  {
742
- "id": "fnd13_rkdbalancesheetq_nppa",
743
- "description": "Property/Plant/Equipment, Total - Net"
1188
+ "id": "star_eps_analyst_number_fq2",
1189
+ "description": "Number of SmartEstimate Analysts FQ2 EPS"
744
1190
  },
745
1191
  {
746
- "id": "fnd13_aptc",
747
- "description": "Property/Plant/Equipment, Total - Gross"
1192
+ "id": "star_eps_analyst_number_fy2",
1193
+ "description": "Number of SmartEstimate Analysts FY2 EPS"
748
1194
  },
749
1195
  {
750
- "id": "fnd7_ointfund_qtnepp",
751
- "description": "Quarterly Fundamental Item: Property, Plant, and Equipment - Total (Net)"
1196
+ "id": "star_eps_analyst_number_fy1_d1",
1197
+ "description": "Number of SmartEstimate Analysts FY1 EPS"
752
1198
  },
753
1199
  {
754
- "id": "pv20_q_1_ard_property_plant_equip_net",
755
- "description": "ARD Property Plant & Equipment - Net"
1200
+ "id": "star_eps_analyst_number_fq2_d1",
1201
+ "description": "Number of SmartEstimate Analysts FQ2 EPS"
756
1202
  },
757
1203
  {
758
- "id": "fnd23_intfvalld1_nppa",
759
- "description": "net property, plant and equipment."
1204
+ "id": "star_eps_analyst_number_fy2_d1",
1205
+ "description": "Number of SmartEstimate Analysts FY2 EPS"
760
1206
  },
761
1207
  {
762
- "id": "fnd23_nppv",
763
- "description": "Other Property/Plant/Equipment - Net"
1208
+ "id": "mdl30_numnly_fq2_eps",
1209
+ "description": "Number of SmartEstimate Analysts FQ2 EPS"
764
1210
  },
765
1211
  {
766
- "id": "fnd23_annfv1a_nppa",
767
- "description": "net property, plant and equipment."
1212
+ "id": "mdl30_new_numnly_fy2_eps",
1213
+ "description": "Number of SmartEstimate Analysts FY2 EPS"
768
1214
  },
769
1215
  {
770
- "id": "fnd23_annfvadjfieldsacctadj_dlo_nppa",
771
- "description": "net property, plant and equipment."
1216
+ "id": "mdl30_new_numnly_fq2_eps",
1217
+ "description": "Number of SmartEstimate Analysts FQ2 EPS"
772
1218
  },
773
1219
  {
774
- "id": "fnd23_intfvm_nppa",
775
- "description": "net property, plant and equipment."
1220
+ "id": "fnd65_allcap_sedol_ydp_cf",
1221
+ "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate."
776
1222
  },
777
1223
  {
778
- "id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
779
- "description": "Net Fixed Assets"
1224
+ "id": "fnd65_dev_sedol_ydp_cf",
1225
+ "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate."
780
1226
  },
781
1227
  {
782
- "id": "fnd72_bs_net_fix_asset",
783
- "description": "Net Fixed Assets"
1228
+ "id": "mdl230_dev_sedol_ydp_cf",
1229
+ "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate."
784
1230
  },
785
1231
  {
786
- "id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
787
- "description": "Net Fixed Assets"
1232
+ "id": "mdl230_allcap_sedol_ydp_cf",
1233
+ "description": "It is defined as an assumed payout ratio multiplied by the next 4-quarter consensus earnings estimate divided by trading price. The payout ratio assumption is 10%+84%*Payout Ratio in last Year - 38%*consensus long-term earnings growth rate."
788
1234
  },
789
1235
  {
790
- "id": "fnd72_1_bs_net_fix_asset",
791
- "description": "Net Fixed Assets"
1236
+ "id": "fnd65_dev_sedol_mpnghc",
1237
+ "description": "It is defined as the most recent quarterly net profit margin (NPM) minus the NPM 4 quarters ago. Net profit margin is net income divided by total sales."
792
1238
  },
793
1239
  {
794
- "id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
795
- "description": "Net Fixed Assets"
1240
+ "id": "fnd65_allcap_sedol_mpnghc",
1241
+ "description": "It is defined as the most recent quarterly net profit margin (NPM) minus the NPM 4 quarters ago. Net profit margin is net income divided by total sales."
796
1242
  },
797
1243
  {
798
- "id": "fnd72_s_pit_or_cr_q_net_fix_asset_turn",
799
- "description": "Financial ratio of net sales to net fixed assets"
1244
+ "id": "mdl230_dev_sedol_mpnghc",
1245
+ "description": "It is defined as the most recent quarterly net profit margin (NPM) minus the NPM 4 quarters ago. Net profit margin is net income divided by total sales."
800
1246
  },
801
1247
  {
802
- "id": "mdl219_1_nfaldebt",
803
- "description": "Net fixed assets-to-long-term debt ratio measuring asset coverage."
1248
+ "id": "mdl230_allcap_sedol_mpnghc",
1249
+ "description": "It is defined as the most recent quarterly net profit margin (NPM) minus the NPM 4 quarters ago. Net profit margin is net income divided by total sales."
804
1250
  },
805
1251
  {
806
- "id": "mdl219_2_nfaldebt",
807
- "description": "Net fixed assets-to-long-term debt ratio measuring asset coverage for the second module."
1252
+ "id": "mdl230_dev_sedol_fc_estep",
1253
+ "description": "It is defined as the next fiscal year median consensus earnings estimate divided by trading price."
1254
+ },
1255
+ {
1256
+ "id": "fnd65_allcap_sedol_fc_estep",
1257
+ "description": "It is defined as the next fiscal year median consensus earnings estimate divided by trading price."
1258
+ },
1259
+ {
1260
+ "id": "fnd65_dev_sedol_fc_estep",
1261
+ "description": "It is defined as the next fiscal year median consensus earnings estimate divided by trading price."
1262
+ },
1263
+ {
1264
+ "id": "mdl230_allcap_sedol_fc_estep",
1265
+ "description": "It is defined as the next fiscal year median consensus earnings estimate divided by trading price."
1266
+ },
1267
+ {
1268
+ "id": "credit_model_structural_letter_grade_float",
1269
+ "description": "Credit rating grade inferred from the structural risk model, as a floating point value."
1270
+ },
1271
+ {
1272
+ "id": "mdl230_dev_sedol_netdebtebitda",
1273
+ "description": "It is defined as the net debt divided by EBITDA. Net debt equals the long-term debt plus short-term debt minus cash and equivalents."
1274
+ },
1275
+ {
1276
+ "id": "fnd65_dev_sedol_netdebtebitda",
1277
+ "description": "It is defined as the net debt divided by EBITDA. Net debt equals the long-term debt plus short-term debt minus cash and equivalents."
1278
+ },
1279
+ {
1280
+ "id": "fnd65_allcap_sedol_netdebtebitda",
1281
+ "description": "It is defined as the net debt divided by EBITDA, where net debt equals the long-term debt plus short-term debt minus cash and equivalents."
1282
+ },
1283
+ {
1284
+ "id": "mdl230_allcap_sedol_netdebtebitda",
1285
+ "description": "It is defined as the net debt divided by EBITDA, where net debt equals the long-term debt plus short-term debt minus cash and equivalents."
1286
+ },
1287
+ {
1288
+ "id": "mdl37_structural_rating",
1289
+ "description": "rating indicating probability of default based on structural leverage, asset volatility, and asset drift"
1290
+ },
1291
+ {
1292
+ "id": "fnd65_allcap_sedol_pvan",
1293
+ "description": "It is defined as the most recent book value of net assets per share (NAV) divided by the closing price. NAV is calculated by taking the total assets of a company and subtracting the value of the company's intangible assets (goodwill, patents, etc.) minus current and long-term liabilities."
1294
+ },
1295
+ {
1296
+ "id": "mdl230_allcap_sedol_pvan",
1297
+ "description": "It is defined as the most recent book value of net assets per share (NAV) divided by the closing price. NAV is calculated by taking the total assets of a company and subtracting the value of the company's intangible assets (goodwill, patents, etc.) minus current and long-term liabilities."
1298
+ },
1299
+ {
1300
+ "id": "mdl230_allcap_sedol_netdebt",
1301
+ "description": "It is defined as the net debt divided by the sum of the net debt, preferred stock, and common stock, where net debt equals the long-term debt plus short-term debt minus cash & equivalents. All items are from the most recent quarter."
1302
+ },
1303
+ {
1304
+ "id": "mdl230_dev_sedol_netdebt",
1305
+ "description": "It is defined as the net debt divided by the sum of the net debt, preferred stock, and common stock, where net debt equals the long-term debt plus short-term debt minus cash & equivalents. All items are from the most recent quarter."
1306
+ },
1307
+ {
1308
+ "id": "fnd65_allcap_sedol_netdebt",
1309
+ "description": "It is defined as the net debt divided by the sum of the net debt, preferred stock, and common stock, where net debt equals the long-term debt plus short-term debt minus cash & equivalents. All items are from the most recent quarter."
1310
+ },
1311
+ {
1312
+ "id": "fnd65_dev_sedol_netdebt",
1313
+ "description": "It is defined as the net debt divided by the sum of the net debt, preferred stock, and common stock, where net debt equals the long-term debt plus short-term debt minus cash & equivalents. All items are from the most recent quarter."
1314
+ },
1315
+ {
1316
+ "id": "mdl230_dev_sedol_pge_cf",
1317
+ "description": "It is defined as a company's next 4-quarter mean earnings estimate multiplied by the mean long-term growth rate forecast, scaled by its trading price."
1318
+ },
1319
+ {
1320
+ "id": "fnd65_allcap_sedol_pge_cf",
1321
+ "description": "It is defined as a company's next 4-quarter mean earnings estimate multiplied by the mean long-term growth rate forecast, scaled by its trading price."
1322
+ },
1323
+ {
1324
+ "id": "fnd65_dev_sedol_pge_cf",
1325
+ "description": "It is defined as a company's next 4-quarter mean earnings estimate multiplied by the mean long-term growth rate forecast, scaled by its trading price."
1326
+ },
1327
+ {
1328
+ "id": "mdl230_allcap_sedol_pge_cf",
1329
+ "description": "It is defined as a company's next 4-quarter mean earnings estimate multiplied by the mean long-term growth rate forecast, scaled by its trading price."
1330
+ },
1331
+ {
1332
+ "id": "mdl230_dev_sedol_pvan",
1333
+ "description": "It is defined as the most recent book value of net assets per share (NAV) divided by the closing price. NAV is calculated in general form by taking the total assets of a company and subtracting the value of the company's intangible assets (goodwill, patents, etc.) minus current and long-term liabilities."
1334
+ },
1335
+ {
1336
+ "id": "fnd65_dev_sedol_pvan",
1337
+ "description": "It is defined as the most recent book value of net assets per share (NAV) divided by the closing price. NAV is calculated in general form by taking the total assets of a company and subtracting the value of the company's intangible assets (goodwill, patents, etc.) minus current and long-term liabilities."
1338
+ },
1339
+ {
1340
+ "id": "mdl140_qes_sinc_neut",
1341
+ "description": "Sensitivity to Expected Inflation Adjusted for Interest Rate Change"
1342
+ },
1343
+ {
1344
+ "id": "mdl140_qes_sinc_sensitivity",
1345
+ "description": "Sensitivity to Expected Inflation Proxied by Breakeven Rate Change"
1346
+ },
1347
+ {
1348
+ "id": "mdl140_qes_sinc_comp",
1349
+ "description": "QES SINC (Sensitive to Inflation Change) COMP model is the composite stock-level sensitivity to market-based inflation. It consists of a purified breakeven rate sensitivity (\"Pure\" SINC) and interest rate sensitivity (QES SIRC model) two component. Pure SINC is the stock-level sensitivity to changes in the residual of breakeven rates after adjusting for the change in interest rates. This inflation signal can therefore be used together with SIRC as an orthogonal inflation sensitivity factor."
1350
+ },
1351
+ {
1352
+ "id": "mdl25_pcv421_5v",
1353
+ "description": "Price Change (%)"
1354
+ },
1355
+ {
1356
+ "id": "mdl25_pcv421_92v",
1357
+ "description": "Change Relative to Russell 2000 (%)"
1358
+ },
1359
+ {
1360
+ "id": "mdl25_pcv421_01v",
1361
+ "description": "Change Relative to Industry Benchmark (%)"
1362
+ },
1363
+ {
1364
+ "id": "mdl25_pcv421_52v",
1365
+ "description": "Change Relative to MSCI World (%)"
1366
+ },
1367
+ {
1368
+ "id": "mdl25_pcv421_32v",
1369
+ "description": "Change Relative to MSCI Europe (%)"
1370
+ },
1371
+ {
1372
+ "id": "mdl25_pcv421_11v",
1373
+ "description": "Change Relative to Country Benchmark (%)"
1374
+ },
1375
+ {
1376
+ "id": "mdl25_pcv421_82v",
1377
+ "description": "Change Relative to Russell 1000 (%)"
1378
+ },
1379
+ {
1380
+ "id": "mdl25_pcv421_61v",
1381
+ "description": "Change Relative to CAC 40 (%)"
1382
+ },
1383
+ {
1384
+ "id": "mdl25_pcv421_12v",
1385
+ "description": "Change Relative to MSCI EAFE (%)"
808
1386
  },
809
1387
  {
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."
1388
+ "id": "mdl25_pcv421_22v",
1389
+ "description": "Change Relative to MSCI EMF (%)"
812
1390
  },
813
1391
  {
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."
1392
+ "id": "mdl25_pcv421_03v",
1393
+ "description": "Change Relative to Russell Midcap (%)"
816
1394
  },
817
1395
  {
818
- "id": "rsk62_beta_1_100_pb",
819
- "description": "book value"
1396
+ "id": "mdl25_pcv421_53v",
1397
+ "description": "Change Relative to TSX Composite (%)"
820
1398
  },
821
1399
  {
822
- "id": "rsk62_beta_factor_1_100_pb",
823
- "description": "book value"
1400
+ "id": "mdl25_pcv421_33v",
1401
+ "description": "Change Relative to S&P 600 (%)"
824
1402
  },
825
1403
  {
826
- "id": "rsk62_risk_backfill_pb",
827
- "description": "book value"
1404
+ "id": "mdl25_pcv421_13v",
1405
+ "description": "Change Relative to S&P 400 (%)"
828
1406
  },
829
1407
  {
830
- "id": "rsk62_beta_factor_5_100_pb",
831
- "description": "book value"
1408
+ "id": "mdl25_pcv421_62v",
1409
+ "description": "Change Relative to R1000 Growth (%)"
832
1410
  },
833
1411
  {
834
- "id": "rsk62_risk_pb",
835
- "description": "book value"
1412
+ "id": "mdl25_pcv421_42v",
1413
+ "description": "Change Relative to MSCI Pac ex JP (%)"
836
1414
  },
837
1415
  {
838
- "id": "rsk62_beta_5_100_pb",
839
- "description": "book value"
1416
+ "id": "mdl25_pcv421_23v",
1417
+ "description": "Change Relative to S&P 500 (%)"
840
1418
  },
841
1419
  {
842
- "id": "rsk62_id_pb",
843
- "description": "Date Index of book value"
1420
+ "id": "mdl219_1_fc_rev6",
1421
+ "description": "Average of prior 6-month changes in FY1 consensus earnings forecasts."
1422
+ },
1423
+ {
1424
+ "id": "mdl219_2_fc_rev6",
1425
+ "description": "Average of prior 6-month changes in FY1 consensus earnings forecasts for the second module."
844
1426
  },
845
1427
  {
846
1428
  "id": "mdl219_1_pb",
847
1429
  "description": "Book-to-market ratio calculated as book value divided by market price."
848
1430
  },
849
1431
  {
850
- "id": "oth432_bkvlps_compustatdeltapredict_annual_funda_predict",
851
- "description": "Predicted value of book value per share"
1432
+ "id": "market_implied_5yr_eps_growth",
1433
+ "description": "Compound annual EPS growth rate implied by market price over 5 years."
852
1434
  },
853
1435
  {
854
- "id": "oth496_ff_tang_assets_debt",
855
- "description": "Tangible assets to debt"
1436
+ "id": "market_implied_10yr_eps_growth",
1437
+ "description": "Compound annual EPS growth rate implied by market price over 10 years."
856
1438
  },
857
1439
  {
858
- "id": "accumulated_depreciation_2",
859
- "description": "Total depreciation accumulated on tangible assets to date."
1440
+ "id": "mdl219_2_pb",
1441
+ "description": "Book-to-market ratio calculated as book value divided by market price for the second module."
860
1442
  },
861
1443
  {
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"
1444
+ "id": "mdl219_2_netcashp",
1445
+ "description": "Net cash-to-price ratio calculated as cash minus debt divided by market price for the second module."
864
1446
  },
865
1447
  {
866
- "id": "assets",
867
- "description": "Assets - Total"
1448
+ "id": "star_val_piv_ratio",
1449
+ "description": "Price / Intrinsic Value : The ratio of the previous day's market close price to the Intrinsic Value calculated by the StarMine valuation model"
868
1450
  },
869
1451
  {
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"
1452
+ "id": "mdl219_2_past",
1453
+ "description": "Price-to-total assets ratio calculated as market price divided by total assets per share for the second module."
872
1454
  },
873
1455
  {
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"
1456
+ "id": "mdl39_d1_price_mo_industry_component",
1457
+ "description": "Global 1-100 ranking of the Industry Price Momentum Component of the Price Mo model"
876
1458
  },
877
1459
  {
878
- "id": "mdl313_iai",
879
- "description": "Intangible Asset Intensity Score"
1460
+ "id": "mdl219_1_fc_rev3y2",
1461
+ "description": "3-month revision in FY2 EPS forecasts scaled by price."
880
1462
  },
881
1463
  {
882
- "id": "mdl313_us_iai",
883
- "description": "Intangible Asset Intensity Score"
1464
+ "id": "mdl219_1_fc_rev3y1",
1465
+ "description": "3-month revision in FY1 EPS forecasts scaled by price."
884
1466
  },
885
1467
  {
886
- "id": "mdl313_ico",
887
- "description": "Organizational Capital Intensity Score"
1468
+ "id": "mdl219_1_chg3yepsp",
1469
+ "description": "3-year change in EPS scaled by price."
888
1470
  },
889
1471
  {
890
- "id": "mdl313_us_ico",
891
- "description": "Organizational Capital Intensity Score"
1472
+ "id": "mdl219_1_pspeghc",
1473
+ "description": "1-year change in EPS scaled by price."
1474
+ },
1475
+ {
1476
+ "id": "mdl39_d1_price_mo_mid_term_component",
1477
+ "description": "Global 1-100 ranking of the Mid-Term Price Momentum Component of the Price Mo model"
1478
+ },
1479
+ {
1480
+ "id": "mdl39_d1_price_mo_short_term_component",
1481
+ "description": "Global 1-100 ranking of the Short-Term Price Momentum Component of the Price Mo model"
1482
+ },
1483
+ {
1484
+ "id": "mdl39_d1_price_mo_long_term_component",
1485
+ "description": "Global 1-100 ranking of the Long-Term Price Momentum Component of the Price Mo model"
1486
+ },
1487
+ {
1488
+ "id": "mdl219_1_w57w03_rp",
1489
+ "description": "30-week moving average price divided by 75-week moving average price."
1490
+ },
1491
+ {
1492
+ "id": "mdl219_1_6351_rp",
1493
+ "description": "15-week moving average price divided by 36-week moving average price."
1494
+ },
1495
+ {
1496
+ "id": "mdl25_vrv421_11v",
1497
+ "description": "Price/CFO"
1498
+ },
1499
+ {
1500
+ "id": "mdl219_1_w62isr",
1501
+ "description": "26-week relative price strength calculated as the most recent weekly closing price divided by the price 26 weeks ago."
1502
+ },
1503
+ {
1504
+ "id": "mdl25_vrv421_8v",
1505
+ "description": "Price/Sales"
1506
+ },
1507
+ {
1508
+ "id": "mdl219_1_apemtt",
1509
+ "description": "Trailing 12-month EPS after extraordinary items-to-price ratio calculated as EPS divided by price."
1510
+ },
1511
+ {
1512
+ "id": "mdl219_2_w57w03_rp",
1513
+ "description": "30-week moving average price divided by 75-week moving average price for the second module."
1514
+ },
1515
+ {
1516
+ "id": "mdl219_1_p50_200ratio",
1517
+ "description": "50-day moving average price divided by the 200-day moving average price."
1518
+ },
1519
+ {
1520
+ "id": "mdl219_2_6351_rp",
1521
+ "description": "15-week moving average price divided by 36-week moving average price for the second module."
1522
+ },
1523
+ {
1524
+ "id": "mdl39_d1_price_mo_global_rank",
1525
+ "description": "Global-relative 1-100 ranking of the Price Mo model"
1526
+ },
1527
+ {
1528
+ "id": "mdl219_2_w62isr",
1529
+ "description": "26-week relative price strength calculated as the most recent weekly closing price divided by the price 26 weeks ago for the second module."
1530
+ },
1531
+ {
1532
+ "id": "mdl219_2_fc_rev3y1",
1533
+ "description": "3-month revision in FY1 EPS forecasts scaled by price for the second module."
1534
+ },
1535
+ {
1536
+ "id": "mdl219_2_fc_rev3y2",
1537
+ "description": "3-month revision in FY2 EPS forecasts scaled by price for the second module."
1538
+ },
1539
+ {
1540
+ "id": "pb_ratio_relative_score",
1541
+ "description": "Relative ranking score for the price-to-book ratio component."
892
1542
  }
893
1543
  ]
894
1544
  }
895
1545
  }
896
1546
  },
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.",
1547
+ "group_neutralize(-ts_ir(ts_delta(ts_decay_linear(winsorize(ts_backfill(<family_office_field/>, 63), std=4), 30), 5), 126), subindustry)": {
1548
+ "template_explanation": "Harvests slow-moving family-office flow acceleration; ranks the 5-day change in 30-day linear-decayed holdings, selects the bottom decile (outflow acceleration) to short, subindustry-neutral to avoid sector bets.",
899
1549
  "seed_alpha_settings": {
900
1550
  "instrumentType": "EQUITY",
901
- "region": "USA",
902
- "universe": "TOP3000",
1551
+ "region": "EUR",
1552
+ "universe": "TOP400",
903
1553
  "delay": 1,
904
- "decay": 0,
1554
+ "decay": 5,
905
1555
  "neutralization": "SLOW_AND_FAST",
906
1556
  "truncation": 0.01,
907
1557
  "pasteurization": "ON",
@@ -914,870 +1564,855 @@
914
1564
  "endDate": "2023-01-20"
915
1565
  },
916
1566
  "placeholder_candidates": {
917
- "<gross_ppe_field/>": {
1567
+ "<family_office_field/>": {
918
1568
  "type": "data_field",
919
1569
  "candidates": [
920
1570
  {
921
- "id": "fnd13_statementq_prgs",
922
- "description": "Gross Profit"
1571
+ "id": "european_hedge_fund_ownership_count",
1572
+ "description": "Number of hedge funds holding a position in the security within the European universe."
923
1573
  },
924
1574
  {
925
- "id": "fnd13_rkdincomestatementq_prgs",
926
- "description": "Gross Profit"
1575
+ "id": "country_exposure_irl",
1576
+ "description": "Exposure or weight to companies domiciled in Ireland."
927
1577
  },
928
1578
  {
929
- "id": "fnd13_aing",
930
- "description": "Intangibles - Gross"
1579
+ "id": "country_exposure_nld",
1580
+ "description": "Exposure or weight to companies domiciled in the Netherlands."
931
1581
  },
932
1582
  {
933
- "id": "rsk62_beta_5_100_margin",
934
- "description": "gross margin"
1583
+ "id": "country_exposure_gbr",
1584
+ "description": "Exposure or weight to companies domiciled in the United Kingdom."
935
1585
  },
936
1586
  {
937
- "id": "rsk62_beta_1_100_margin",
938
- "description": "gross margin"
1587
+ "id": "country_exposure_dnk",
1588
+ "description": "Exposure or weight to companies domiciled in Denmark."
939
1589
  },
940
1590
  {
941
- "id": "rsk62_beta_factor_5_100_margin",
942
- "description": "gross margin"
1591
+ "id": "country_exposure_esp",
1592
+ "description": "Exposure or weight to companies domiciled in Spain."
943
1593
  },
944
1594
  {
945
- "id": "rsk62_risk_backfill_margin",
946
- "description": "gross margin"
1595
+ "id": "country_exposure_bel",
1596
+ "description": "Exposure or weight to companies domiciled in Belgium."
947
1597
  },
948
1598
  {
949
- "id": "rsk62_beta_factor_1_100_margin",
950
- "description": "gross margin"
1599
+ "id": "country_exposure_deu",
1600
+ "description": "Exposure or weight to companies domiciled in Germany."
951
1601
  },
952
1602
  {
953
- "id": "rsk62_risk_margin",
954
- "description": "gross margin"
1603
+ "id": "current_market_cap_usd",
1604
+ "description": "The current market capitalization of the company in US dollars."
955
1605
  },
956
1606
  {
957
- "id": "fnd23_intfvmalld1_verr",
958
- "description": "gross revenue."
1607
+ "id": "household_products_exposure_score",
1608
+ "description": "Exposure or sensitivity to the household products sector factor."
959
1609
  },
960
1610
  {
961
- "id": "fnd23_annfvadjfieldsacctadj_ctpa",
962
- "description": "gross property, plant & equipment."
1611
+ "id": "real_estate_europe_exposure_score",
1612
+ "description": "Exposure or sensitivity to the real estate sector factor within the European universe."
963
1613
  },
964
1614
  {
965
- "id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
966
- "description": "gross property, plant & equipment."
1615
+ "id": "hedge_fund_ownership_percent_europe",
1616
+ "description": "Percentage of shares owned by hedge funds in European companies."
967
1617
  },
968
1618
  {
969
- "id": "fnd23_intfvalld1_ctpa",
970
- "description": "gross property, plant & equipment."
1619
+ "id": "telecom_services_exposure_score",
1620
+ "description": "Exposure or sensitivity to the telecom services sector factor."
971
1621
  },
972
1622
  {
973
- "id": "fnd23_annfv1a_ctpa",
974
- "description": "gross property, plant & equipment."
1623
+ "id": "diversified_financials_europe_exposure_score",
1624
+ "description": "Exposure or sensitivity to the diversified financials sector factor within the European universe."
975
1625
  },
976
1626
  {
977
- "id": "fnd23_intfvadjfieldsacctadj_ctpa",
978
- "description": "gross property, plant & equipment."
1627
+ "id": "healthcare_sector_exposure_score_2",
1628
+ "description": "Exposure or sensitivity to the healthcare sector factor."
979
1629
  },
980
1630
  {
981
- "id": "fnd23_intfvm_ctpa",
982
- "description": "gross property, plant & equipment."
1631
+ "id": "primary_industry_classification",
1632
+ "description": "The main industry classification assigned to the company or security."
983
1633
  },
984
1634
  {
985
- "id": "fnd23_annfvadjfieldsacctadj_dlo_ctpa",
986
- "description": "gross property, plant & equipment."
1635
+ "id": "banking_sector_exposure",
1636
+ "description": "Exposure or weight to the banking industry sector within the model."
987
1637
  },
988
1638
  {
989
- "id": "fnd23_blsmvb_ctpa",
990
- "description": "gross property, plant & equipment."
1639
+ "id": "pharmaceuticals_europe_exposure_score",
1640
+ "description": "Exposure or sensitivity to the pharmaceuticals sector factor within the European universe."
991
1641
  },
992
1642
  {
993
- "id": "fnd23_intfvmalld1_ctpa",
994
- "description": "gross property, plant & equipment."
1643
+ "id": "capital_goods_sector_exposure",
1644
+ "description": "Exposure or weight to the capital goods industry sector within the model."
995
1645
  },
996
1646
  {
997
- "id": "mdl219_1_nopatmargin",
998
- "description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
1647
+ "id": "consumer_durables_exposure_score",
1648
+ "description": "Exposure or sensitivity to the consumer durables sector factor."
999
1649
  },
1000
1650
  {
1001
- "id": "mdl219_1_nnastp",
1002
- "description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
1651
+ "id": "country_norway_exposure_score",
1652
+ "description": "Exposure or sensitivity to the Norway country factor."
1003
1653
  },
1004
1654
  {
1005
- "id": "fnd28_value_18297a",
1006
- "description": "value of annual field: Trade Receivables - Net"
1655
+ "id": "food_products_sector_exposure",
1656
+ "description": "Exposure or weight to the food products industry sector within the model."
1007
1657
  },
1008
1658
  {
1009
- "id": "fnd28_wast_value_02513a",
1010
- "description": "value of annual field: Other Intangibles - Net"
1659
+ "id": "food_retail_europe_exposure_score",
1660
+ "description": "Exposure or sensitivity to the food retail sector factor within the European universe."
1011
1661
  },
1012
1662
  {
1013
- "id": "fnd28_wsbsht_value_02513a",
1014
- "description": "value of annual field: Other Intangibles - Net"
1663
+ "id": "machinery_sector_exposure_score",
1664
+ "description": "Exposure or sensitivity to the machinery sector factor."
1015
1665
  },
1016
1666
  {
1017
- "id": "fnd28_value_18297q",
1018
- "description": "value of quarterly field: Trade Receivables - Net"
1667
+ "id": "rsk70_mfm2_euetrd_anlystsn",
1668
+ "description": "Analysts' Sentiment Style Factor Loading"
1019
1669
  },
1020
1670
  {
1021
- "id": "fnd28_wast_value_02507a",
1022
- "description": "value of annual field: Brands, Patents - Net"
1671
+ "id": "rsk70_mfm2_euetrd_earnqlty",
1672
+ "description": "Earnings Quality Style Factor Loading"
1023
1673
  },
1024
1674
  {
1025
- "id": "fnd28_wsbsht_value_02507a",
1026
- "description": "value of annual field: Brands, Patents - Net"
1675
+ "id": "rsk70_mfm2_euetrd_exeurexp",
1676
+ "description": "Europe Exposure Style Factor Loading"
1027
1677
  },
1028
1678
  {
1029
- "id": "fnd28_wcbshtasseta_value_02501a",
1030
- "description": "value of annual field: Property, Plant & Equipment - Net"
1679
+ "id": "rsk70_mfm2_euetrd_leverage",
1680
+ "description": "Leverage Style Factor Loading"
1031
1681
  },
1032
1682
  {
1033
- "id": "fnd23_intfvalld1_xecs",
1034
- "description": "capital expenditures."
1683
+ "id": "rsk70_mfm2_euetrd_ltrevrsl",
1684
+ "description": "Long-Term Reversal Style Factor Loading"
1035
1685
  },
1036
1686
  {
1037
- "id": "fnd23_intfvm_xecs",
1038
- "description": "capital expenditures."
1687
+ "id": "rsk70_mfm2_euetrd_midcap",
1688
+ "description": "Midcap Style Factor Loading"
1039
1689
  },
1040
1690
  {
1041
- "id": "short_term_contracts_executed",
1042
- "description": "capital expenditures."
1691
+ "id": "rsk70_mfm2_euetrd_profit",
1692
+ "description": "Profit Style Factor Loading"
1043
1693
  },
1044
1694
  {
1045
- "id": "fnd23_intfvmalld1_xecs",
1046
- "description": "capital expenditures."
1695
+ "id": "rsk70_mfm2_euetrd_resvol",
1696
+ "description": "Residual Volatility Style Factor Loading"
1047
1697
  },
1048
1698
  {
1049
- "id": "fnd23_annfv1a_xecs",
1050
- "description": "capital expenditures."
1699
+ "id": "mdl37_t12m_filings_count_d1",
1700
+ "description": "The number of filing documents within the trailing 12 months before the Data-Through Date."
1051
1701
  },
1052
1702
  {
1053
- "id": "fnd23_annfvmfm2_xecs",
1054
- "description": "capital expenditures."
1703
+ "id": "mdl37_t12m_filings_count",
1704
+ "description": "The number of filing documents within the trailing 12 months before the Data-Through Date."
1055
1705
  },
1056
1706
  {
1057
- "id": "fnd23_cf_mvb_xecs",
1058
- "description": "capital expenditures."
1707
+ "id": "recent_filings_document_count",
1708
+ "description": "Number of company filings analyzed in the past month."
1059
1709
  },
1060
1710
  {
1061
- "id": "fnd23_cf_m_xecs",
1062
- "description": "[Quarterly] Capital Expenditures"
1711
+ "id": "yearly_filings_document_count",
1712
+ "description": "Number of company filings analyzed in the past twelve months."
1063
1713
  },
1064
1714
  {
1065
- "id": "fnd23_cf_m_xeci",
1066
- "description": "[Quarterly] Capital Expenditures"
1715
+ "id": "mdl37_t1m_filings_count_d1",
1716
+ "description": "The number of filing documents within the trailing 30 days before the Data-Through Date."
1067
1717
  },
1068
1718
  {
1069
- "id": "mdl262_sgpp_trkdpitdeltapredict_funda_predict",
1070
- "description": "Predict value of Gross Margin"
1719
+ "id": "mdl37_t1m_filings_count",
1720
+ "description": "The number of filing documents within the trailing 30 days before the Data-Through Date."
1071
1721
  },
1072
1722
  {
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"
1723
+ "id": "mdl37_index_rating",
1724
+ "description": "probability of default by quantitatively analyzing textual content including transcripts, news, filings, and research"
1084
1725
  },
1085
1726
  {
1086
- "id": "fnd72_s_pit_or_bs_a_bs_accum_depr",
1087
- "description": "Accumulated Depreciation"
1727
+ "id": "mdl25_cbv421_22v",
1728
+ "description": "Company Filing Date - Last Qtr"
1088
1729
  },
1089
1730
  {
1090
- "id": "fnd72_s_pit_or_bs_q_1_bs_accum_depr",
1091
- "description": "Accumulated Depreciation"
1731
+ "id": "mdl25_cbv421_32v",
1732
+ "description": "New Filing Received Date - Last Qtr"
1092
1733
  },
1093
1734
  {
1094
- "id": "fnd3_a_acc_dep",
1095
- "description": "Annual Accumulated Depreciation"
1735
+ "id": "rsk70_gse_drteue_2mfm",
1736
+ "description": "ESG Style Factor Loading"
1096
1737
  },
1097
1738
  {
1098
- "id": "oth685_econaccumdep",
1099
- "description": "Economic Accumulated Depreciation."
1739
+ "id": "rsk70_mfm2_euetrd_growth",
1740
+ "description": "Growth Style Factor Loading"
1100
1741
  },
1101
1742
  {
1102
- "id": "fnd3_Q_acc_dep",
1103
- "description": "Quarterly Accumulated Depreciation"
1743
+ "id": "rsk70_mfm2_euetrd_indmom",
1744
+ "description": "Industrial Momentum Style Factor Loading"
1104
1745
  },
1105
1746
  {
1106
- "id": "fnd3_q_acc_dep",
1107
- "description": "Quarterly Accumulated Depreciation"
1747
+ "id": "mdl37_t12m_tr_cnt_d1",
1748
+ "description": "The number of transcript documents within the trailing 12 months before the Data-Through Date."
1108
1749
  },
1109
1750
  {
1110
- "id": "fnd13_adep",
1111
- "description": "Accumulated Depreciation, Total"
1751
+ "id": "mdl37_t12m_tr_cnt",
1752
+ "description": "The number of transcript documents within the trailing 12 months before the Data-Through Date."
1112
1753
  },
1113
1754
  {
1114
- "id": "depreciation_and_amortization_journal",
1115
- "description": "Journal entry or record for depreciation and amortization."
1755
+ "id": "oth553_tncrecnu_p",
1756
+ "description": "Data field for financial opinion mining."
1116
1757
  },
1117
1758
  {
1118
- "id": "depreciation_expense_total",
1119
- "description": "Total depreciation expense for the period."
1759
+ "id": "rsk70_mfm2_euetrd_momentum",
1760
+ "description": "Momentum Style Factor Loading"
1120
1761
  },
1121
1762
  {
1122
- "id": "depre_amort",
1123
- "description": "Depreciation and Amortization - Total"
1763
+ "id": "rsk70_mfm2_euetrd_primaryindustry",
1764
+ "description": "Industry factor loading"
1124
1765
  },
1125
1766
  {
1126
- "id": "depreciation_expense",
1127
- "description": "Expense recognized for the allocation of tangible asset costs over their useful lives."
1767
+ "id": "rsk70_mfm2_euetrd_srtindcnt",
1768
+ "description": "Industry factor loading"
1128
1769
  },
1129
1770
  {
1130
- "id": "depreciation_of_property_plant_equipment",
1131
- "description": "[Quarterly] Domestic Pension Plan Expense"
1771
+ "id": "rsk70_mfm2_euetrd_earnvar",
1772
+ "description": "Earnings Variability Style Factor Loading"
1132
1773
  },
1133
1774
  {
1134
- "id": "depreciation_and_amortization_expense",
1135
- "description": "[Quarterly] Deferred Tax - Local"
1775
+ "id": "rsk70_mfm2_euetrd_earnyild",
1776
+ "description": "Earnings Yield Style Factor Loading"
1136
1777
  },
1137
1778
  {
1138
- "id": "fnd23_intfvm_pedv",
1139
- "description": "Deprecation"
1779
+ "id": "oth553_tncrecnu_a",
1780
+ "description": "Data field for financial opinion mining."
1140
1781
  },
1141
1782
  {
1142
- "id": "fnd72_s_pit_or_is_q_pxe_rped_si",
1143
- "description": "Depreciation Expense"
1783
+ "id": "oth553_tncrecnu_q",
1784
+ "description": "Data field for financial opinion mining."
1144
1785
  },
1145
1786
  {
1146
- "id": "fnd72_s_pit_or_is_a_pxe_rped_si",
1147
- "description": "Depreciation Expense"
1787
+ "id": "rsk70_mfm2_euetrd_indadj",
1788
+ "description": "Industrial adjustment factor loading"
1148
1789
  },
1149
1790
  {
1150
- "id": "accumulated_depreciation",
1151
- "description": "Cumulative depreciation expense recognized to date."
1791
+ "id": "rsk70_mfm2_euetrd_divyild",
1792
+ "description": "Dividend Yield Style Factor Loading"
1152
1793
  },
1153
1794
  {
1154
- "id": "equipment_depreciation_expense",
1155
- "description": "Depreciation expense for equipment during the period."
1795
+ "id": "rsk70_mfm2_euetrd_shortint",
1796
+ "description": "Short Interest Style Factor Loading"
1156
1797
  },
1157
1798
  {
1158
- "id": "fnd17_pxepedq",
1159
- "description": "Depreciation expense - (SCF) most recent quarter"
1799
+ "id": "country_free_cash_flow_yield_score",
1800
+ "description": "Score for free cash flow yield within the country."
1160
1801
  },
1161
1802
  {
1162
- "id": "fnd17_pxepedmtt",
1163
- "description": "Depreciation expense - (SCF) trailing 12 month"
1803
+ "id": "profitability_consistency_score",
1804
+ "description": "Score for stability of cash flow return on assets."
1164
1805
  },
1165
1806
  {
1166
- "id": "mdl219_1_nopatmargin",
1167
- "description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
1807
+ "id": "mdl31_dty_mm_fcf",
1808
+ "description": "\"Free Cash Flow. The cash generated (used) from operations after subtracting Capital Expenditures, which are investments made back into the business to support operations. FCF = CFO - Capex. Unit: million\""
1168
1809
  },
1169
1810
  {
1170
- "id": "mdl219_1_nnastp",
1171
- "description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
1811
+ "id": "mdl31_fcf_mm_last_qtr",
1812
+ "description": "\"Free Cash Flow. The cash generated (used) from operations after subtracting Capital Expenditures, which are investments made back into the business to support operations. FCF = CFO - Capex. Unit: million\""
1172
1813
  },
1173
1814
  {
1174
- "id": "fnd28_value_18297a",
1175
- "description": "value of annual field: Trade Receivables - Net"
1815
+ "id": "mdl31_fcf_mm_last_y",
1816
+ "description": "\"Free Cash Flow. The cash generated (used) from operations after subtracting Capital Expenditures, which are investments made back into the business to support operations. FCF = CFO - Capex. Unit: million\""
1176
1817
  },
1177
1818
  {
1178
- "id": "fnd28_wast_value_02513a",
1179
- "description": "value of annual field: Other Intangibles - Net"
1819
+ "id": "mdl31_q4t_mm_fcf",
1820
+ "description": "\"Free Cash Flow. The cash generated (used) from operations after subtracting Capital Expenditures, which are investments made back into the business to support operations. FCF = CFO - Capex. Unit: million\""
1180
1821
  },
1181
1822
  {
1182
- "id": "fnd28_wsbsht_value_02513a",
1183
- "description": "value of annual field: Other Intangibles - Net"
1823
+ "id": "mdl50_bk_fcf_valu",
1824
+ "description": "Higher value indicates higher free cash flow yields"
1184
1825
  },
1185
1826
  {
1186
- "id": "fnd28_value_18297q",
1187
- "description": "value of quarterly field: Trade Receivables - Net"
1827
+ "id": "country_profitability_level_score",
1828
+ "description": "Score for cash flow return on investment within the country."
1188
1829
  },
1189
1830
  {
1190
- "id": "fnd28_wast_value_02507a",
1191
- "description": "value of annual field: Brands, Patents - Net"
1831
+ "id": "profitability_level_score",
1832
+ "description": "Score based on cash flow return on investment."
1192
1833
  },
1193
1834
  {
1194
- "id": "fnd28_wsbsht_value_02507a",
1195
- "description": "value of annual field: Brands, Patents - Net"
1835
+ "id": "free_cash_flow_yield_score",
1836
+ "description": "Score based on free cash flow yield compared to peers."
1196
1837
  },
1197
1838
  {
1198
- "id": "fnd28_wcbshtasseta_value_02501a",
1199
- "description": "value of annual field: Property, Plant & Equipment - Net"
1839
+ "id": "profitability_consistency_score_backfill",
1840
+ "description": "Score for stability of cash flow return on assets (backfill data)."
1200
1841
  },
1201
1842
  {
1202
- "id": "fnd7_ointfund_qpd",
1203
- "description": "Quarterly Fundamental Item: Total Depreciation and Amortization"
1843
+ "id": "mean_negative_cashflow_summary",
1844
+ "description": "Average negative sentiment score for cash flow in summary segments."
1204
1845
  },
1205
1846
  {
1206
- "id": "accumulated_depreciation_2",
1207
- "description": "Total depreciation accumulated on tangible assets to date."
1847
+ "id": "mean_negative_cashflow_presentation",
1848
+ "description": "Average negative sentiment score for cash flow in the presentation section."
1208
1849
  },
1209
1850
  {
1210
- "id": "fnd23_blsm_peda",
1211
- "description": "[Quarterly] Accumulated Depreciation, Total"
1851
+ "id": "mean_positive_cashflow_summary",
1852
+ "description": "Average positive sentiment score for cash flow in summary segments."
1212
1853
  },
1213
1854
  {
1214
- "id": "mdl262_dpq_compustatdeltapredict_funda_predict",
1215
- "description": "Predict value of Depreciation and Amortization - Total"
1855
+ "id": "mean_positive_cashflow_presentation",
1856
+ "description": "Average positive sentiment score for cash flow in the presentation section."
1216
1857
  },
1217
1858
  {
1218
- "id": "fnd13_rkdincomestatementq_pede",
1219
- "description": "Depreciation"
1859
+ "id": "country_profitability_consistency_score",
1860
+ "description": "Score for stability of cash flow return on assets within the country."
1220
1861
  },
1221
1862
  {
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": [
1863
+ "id": "mean_neutral_cashflow_presentation",
1864
+ "description": "Average neutral sentiment score for cash flow in the presentation section."
1865
+ },
1252
1866
  {
1253
- "id": "mdl219_1_nopatmargin",
1254
- "description": "NOPAT margin calculated as net operating profit after tax divided by net sales."
1867
+ "id": "mean_positive_cashflow_answer",
1868
+ "description": "Average positive sentiment score for cash flow in answer segments."
1255
1869
  },
1256
1870
  {
1257
- "id": "mdl219_1_nnastp",
1258
- "description": "Net net current assets-to-price ratio calculated as current assets minus liabilities divided by price."
1871
+ "id": "mdl25_history_31v",
1872
+ "description": "Cash Flow Component Current"
1259
1873
  },
1260
1874
  {
1261
- "id": "fnd28_value_18297a",
1262
- "description": "value of annual field: Trade Receivables - Net"
1875
+ "id": "mean_neutral_cashflow_summary",
1876
+ "description": "Average neutral sentiment score for cash flow in summary segments."
1263
1877
  },
1264
1878
  {
1265
- "id": "fnd28_wast_value_02513a",
1266
- "description": "value of annual field: Other Intangibles - Net"
1879
+ "id": "mean_negative_cashflow_answer",
1880
+ "description": "Average negative sentiment score for cash flow in answer segments."
1267
1881
  },
1268
1882
  {
1269
- "id": "fnd28_wsbsht_value_02513a",
1270
- "description": "value of annual field: Other Intangibles - Net"
1883
+ "id": "free_cash_flow_yield_score_backfill",
1884
+ "description": "Score based on free cash flow yield compared to peers (backfill data)."
1271
1885
  },
1272
1886
  {
1273
- "id": "fnd28_value_18297q",
1274
- "description": "value of quarterly field: Trade Receivables - Net"
1887
+ "id": "mdl219_1_cfleverage",
1888
+ "description": "Cash flow leverage calculated as total liabilities divided by operating cash flow."
1275
1889
  },
1276
1890
  {
1277
- "id": "fnd28_wast_value_02507a",
1278
- "description": "value of annual field: Brands, Patents - Net"
1891
+ "id": "count_positive_cashflow_presentation",
1892
+ "description": "Number of positive sentiment instances for cash flow in the presentation section."
1279
1893
  },
1280
1894
  {
1281
- "id": "fnd28_wsbsht_value_02507a",
1282
- "description": "value of annual field: Brands, Patents - Net"
1895
+ "id": "mean_polarity_cashflow_presentation",
1896
+ "description": "Average polarity score for cash flow sentiment in the presentation section."
1283
1897
  },
1284
1898
  {
1285
- "id": "fnd28_wcbshtasseta_value_02501a",
1286
- "description": "value of annual field: Property, Plant & Equipment - Net"
1899
+ "id": "count_positive_cashflow_summary",
1900
+ "description": "Number of positive sentiment instances for cash flow in summary segments."
1287
1901
  },
1288
1902
  {
1289
- "id": "fnd3_q_epp_fast_d1",
1290
- "description": "Quarterly Property, Plant & Equipment"
1903
+ "id": "mean_negative_cashflow_question",
1904
+ "description": "Average negative sentiment score for cash flow in the question section."
1291
1905
  },
1292
1906
  {
1293
- "id": "fnd3_q_epp",
1294
- "description": "Quarterly Property, Plant & Equipment"
1907
+ "id": "count_positive_cashflow_answer",
1908
+ "description": "Number of positive sentiment instances for cash flow in answer segments."
1295
1909
  },
1296
1910
  {
1297
- "id": "fnd3_A_epp",
1298
- "description": "Annual Property, Plant & Equipment"
1911
+ "id": "mean_positive_cashflow_question",
1912
+ "description": "Average positive sentiment score for cash flow in the question section."
1299
1913
  },
1300
1914
  {
1301
- "id": "fnd3_a_epp_fast_d1",
1302
- "description": "Annual Property, Plant & Equipment"
1915
+ "id": "count_negative_cashflow_presentation",
1916
+ "description": "Number of negative sentiment instances for cash flow in the presentation section."
1303
1917
  },
1304
1918
  {
1305
- "id": "fnd23_annfvadjfieldsacctadj_ctpa",
1306
- "description": "gross property, plant & equipment."
1919
+ "id": "oth553_p_avgnumericpos",
1920
+ "description": "Average numerical position in financial text."
1307
1921
  },
1308
1922
  {
1309
- "id": "fnd23_intfvadjfieldsacctadj_dlo_ctpa",
1310
- "description": "gross property, plant & equipment."
1923
+ "id": "oth553_q_avgnumericpos",
1924
+ "description": "Average numerical position in financial text."
1311
1925
  },
1312
1926
  {
1313
- "id": "fnd23_intfvalld1_ctpa",
1314
- "description": "gross property, plant & equipment."
1927
+ "id": "oth553_a_avgnumericpos",
1928
+ "description": "Average numerical position in financial text."
1315
1929
  },
1316
1930
  {
1317
- "id": "fnd23_annfv1a_ctpa",
1318
- "description": "gross property, plant & equipment."
1931
+ "id": "short_interest_europe_factor_score",
1932
+ "description": "Exposure to the short interest factor within the European universe, reflecting short selling activity."
1319
1933
  },
1320
1934
  {
1321
- "id": "fnd23_intfvadjfieldsacctadj_ctpa",
1322
- "description": "gross property, plant & equipment."
1935
+ "id": "momentum_factor_exposure",
1936
+ "description": "Exposure or sensitivity to the momentum style factor in the risk model."
1323
1937
  },
1324
1938
  {
1325
- "id": "fnd23_intfvm_ctpa",
1326
- "description": "gross property, plant & equipment."
1939
+ "id": "rsk70_ytlqsvni_drteue_2mfm",
1940
+ "description": "Investment Quality Style Factor Loading"
1941
+ }
1942
+ ]
1943
+ }
1944
+ }
1945
+ },
1946
+ "ts_zscore(ts_decay_exp_window(ts_corr(ts_delta(winsorize(ts_backfill(<institutional_field/>, 63), std=4), 5), returns, 66), 60, factor=0.94), 252)": {
1947
+ "template_explanation": "Flow-to-price lead-lag alpha: measures how tightly 5-day changes in institutional holdings co-move with subsequent returns; high positive correlation flags crowded selling that has not yet fully impacted price, providing a tactical short signal, exponentially smoothed and cross-sectionally normalized.",
1948
+ "seed_alpha_settings": {
1949
+ "instrumentType": "EQUITY",
1950
+ "region": "EUR",
1951
+ "universe": "TOP400",
1952
+ "delay": 1,
1953
+ "decay": 5,
1954
+ "neutralization": "SLOW_AND_FAST",
1955
+ "truncation": 0.01,
1956
+ "pasteurization": "ON",
1957
+ "unitHandling": "VERIFY",
1958
+ "nanHandling": "ON",
1959
+ "maxTrade": "OFF",
1960
+ "language": "FASTEXPR",
1961
+ "visualization": false,
1962
+ "startDate": "2013-01-20",
1963
+ "endDate": "2023-01-20"
1964
+ },
1965
+ "placeholder_candidates": {
1966
+ "<institutional_field/>": {
1967
+ "type": "data_field",
1968
+ "candidates": [
1969
+ {
1970
+ "id": "hedge_fund_ownership_percent_europe",
1971
+ "description": "Percentage of shares owned by hedge funds in European companies."
1327
1972
  },
1328
1973
  {
1329
- "id": "fnd3_Q_nic",
1330
- "description": "Quarterly Net Income"
1974
+ "id": "european_hedge_fund_ownership_count",
1975
+ "description": "Number of hedge funds holding a position in the security within the European universe."
1331
1976
  },
1332
1977
  {
1333
- "id": "fnd3_q_nic_fast_d1",
1334
- "description": "Quarterly Net Income"
1978
+ "id": "country_exposure_nld",
1979
+ "description": "Exposure or weight to companies domiciled in the Netherlands."
1335
1980
  },
1336
1981
  {
1337
- "id": "fnd3_q_nic",
1338
- "description": "Quarterly Net Income"
1982
+ "id": "country_exposure_gbr",
1983
+ "description": "Exposure or weight to companies domiciled in the United Kingdom."
1339
1984
  },
1340
1985
  {
1341
- "id": "annual_net_income_total_fast_d1",
1342
- "description": "Net income for the year."
1986
+ "id": "country_exposure_irl",
1987
+ "description": "Exposure or weight to companies domiciled in Ireland."
1343
1988
  },
1344
1989
  {
1345
- "id": "annual_net_income_total",
1346
- "description": "Net income for the year."
1990
+ "id": "banking_sector_exposure",
1991
+ "description": "Exposure or weight to the banking industry sector within the model."
1347
1992
  },
1348
1993
  {
1349
- "id": "annual_net_income_from_continuing_ops_fast_d1",
1350
- "description": "Net income from continuing operations for the year."
1994
+ "id": "country_exposure_bel",
1995
+ "description": "Exposure or weight to companies domiciled in Belgium."
1351
1996
  },
1352
1997
  {
1353
- "id": "annual_net_income_from_continuing_ops",
1354
- "description": "Net income from continuing operations for the year."
1998
+ "id": "current_market_cap_usd",
1999
+ "description": "The current market capitalization of the company in US dollars."
1355
2000
  },
1356
2001
  {
1357
- "id": "anl14_actvalue_ndebt_fy0",
1358
- "description": "Net Debt - recent last year"
2002
+ "id": "country_exposure_dnk",
2003
+ "description": "Exposure or weight to companies domiciled in Denmark."
1359
2004
  },
1360
2005
  {
1361
- "id": "anl14_numofests_ntp_fp1",
1362
- "description": "Num of Estimations of Net Profit - upcoming quarter"
2006
+ "id": "primary_industry_classification",
2007
+ "description": "The main industry classification assigned to the company or security."
1363
2008
  },
1364
2009
  {
1365
- "id": "fnd72_s_pit_or_bs_q_bs_net_fix_asset",
1366
- "description": "Net Fixed Assets"
2010
+ "id": "capital_goods_sector_exposure",
2011
+ "description": "Exposure or weight to the capital goods industry sector within the model."
1367
2012
  },
1368
2013
  {
1369
- "id": "fnd72_bs_net_fix_asset",
1370
- "description": "Net Fixed Assets"
2014
+ "id": "diversified_financials_europe_exposure_score",
2015
+ "description": "Exposure or sensitivity to the diversified financials sector factor within the European universe."
1371
2016
  },
1372
2017
  {
1373
- "id": "fnd72_s_pit_or_bs_q_1_bs_net_fix_asset",
1374
- "description": "Net Fixed Assets"
2018
+ "id": "industry_count_short",
2019
+ "description": "The number of distinct industry sectors represented in the short leg of the portfolio or model."
1375
2020
  },
1376
2021
  {
1377
- "id": "fnd72_s_pit_or_bs_q_1_bs_gross_fix_asset",
1378
- "description": "Gross Fixed Assets"
2022
+ "id": "telecom_services_exposure_score",
2023
+ "description": "Exposure or sensitivity to the telecom services sector factor."
1379
2024
  },
1380
2025
  {
1381
- "id": "fnd72_s_pit_or_bs_q_bs_gross_fix_asset",
1382
- "description": "Gross Fixed Assets"
2026
+ "id": "country_exposure_esp",
2027
+ "description": "Exposure or weight to companies domiciled in Spain."
1383
2028
  },
1384
2029
  {
1385
- "id": "fnd72_1_bs_net_fix_asset",
1386
- "description": "Net Fixed Assets"
2030
+ "id": "pharmaceuticals_europe_exposure_score",
2031
+ "description": "Exposure or sensitivity to the pharmaceuticals sector factor within the European universe."
1387
2032
  },
1388
2033
  {
1389
- "id": "fnd72_bs_gross_fix_asset",
1390
- "description": "Gross Fixed Assets"
2034
+ "id": "healthcare_sector_exposure_score_2",
2035
+ "description": "Exposure or sensitivity to the healthcare sector factor."
1391
2036
  },
1392
2037
  {
1393
- "id": "fnd72_s_pit_or_bs_a_bs_net_fix_asset",
1394
- "description": "Net Fixed Assets"
2038
+ "id": "rsk70_mfm2_euetrd_primaryindustry",
2039
+ "description": "Industry factor loading"
1395
2040
  },
1396
2041
  {
1397
- "id": "fnd72_1_bs_gross_fix_asset",
1398
- "description": "Gross Fixed Assets"
2042
+ "id": "software_sector_exposure_score",
2043
+ "description": "Exposure or sensitivity to the software sector factor."
1399
2044
  },
1400
2045
  {
1401
- "id": "fnd72_s_pit_or_bs_a_bs_gross_fix_asset",
1402
- "description": "Gross Fixed Assets"
2046
+ "id": "rsk70_ytlqsvni_drteue_2mfm",
2047
+ "description": "Investment Quality Style Factor Loading"
1403
2048
  },
1404
2049
  {
1405
- "id": "fnd13_statementq_prgs",
1406
- "description": "Gross Profit"
2050
+ "id": "real_estate_europe_exposure_score",
2051
+ "description": "Exposure or sensitivity to the real estate sector factor within the European universe."
1407
2052
  },
1408
2053
  {
1409
- "id": "fnd13_rkdincomestatementq_prgs",
1410
- "description": "Gross Profit"
2054
+ "id": "oil_gas_sector_exposure_score",
2055
+ "description": "Exposure or sensitivity to the oil and gas sector factor."
1411
2056
  },
1412
2057
  {
1413
- "id": "fnd13_aing",
1414
- "description": "Intangibles - Gross"
2058
+ "id": "country_exposure_deu",
2059
+ "description": "Exposure or weight to companies domiciled in Germany."
1415
2060
  },
1416
2061
  {
1417
- "id": "rsk62_beta_5_100_margin",
1418
- "description": "gross margin"
2062
+ "id": "hardware_sector_exposure",
2063
+ "description": "Exposure or weight to the hardware industry sector within the model."
1419
2064
  },
1420
2065
  {
1421
- "id": "rsk62_beta_1_100_margin",
1422
- "description": "gross margin"
2066
+ "id": "short_interest_europe_factor_score",
2067
+ "description": "Exposure to the short interest factor within the European universe, reflecting short selling activity."
1423
2068
  },
1424
2069
  {
1425
- "id": "rsk62_beta_factor_5_100_margin",
1426
- "description": "gross margin"
2070
+ "id": "rsk70_mfm2_euetrd_market",
2071
+ "description": "Market Market Factor Loading"
1427
2072
  },
1428
2073
  {
1429
- "id": "rsk62_risk_backfill_margin",
1430
- "description": "gross margin"
2074
+ "id": "other_materials_sector_exposure",
2075
+ "description": "Exposure or weight to the other materials industry sector within the model."
1431
2076
  },
1432
2077
  {
1433
- "id": "rsk62_beta_factor_1_100_margin",
1434
- "description": "gross margin"
2078
+ "id": "retail_sector_exposure",
2079
+ "description": "Exposure or weight to the retail industry sector within the model."
1435
2080
  },
1436
2081
  {
1437
- "id": "rsk62_risk_margin",
1438
- "description": "gross margin"
2082
+ "id": "airlines_sector_exposure",
2083
+ "description": "Exposure or weight to the airlines industry sector within the model."
1439
2084
  },
1440
2085
  {
1441
- "id": "fnd23_intfvmalld1_verr",
1442
- "description": "gross revenue."
1443
- }
1444
- ]
1445
- },
1446
- "<total_assets_field/>": {
1447
- "type": "data_field",
1448
- "candidates": [
2086
+ "id": "media_sector_exposure",
2087
+ "description": "Exposure or weight to the media industry sector within the model."
2088
+ },
1449
2089
  {
1450
- "id": "fnd72_s_pit_or_bs_a_bs_tot_asset",
1451
- "description": "Total Assets"
2090
+ "id": "rsk70_mfm2_euetrd_srtindcnt",
2091
+ "description": "Industry factor loading"
1452
2092
  },
1453
2093
  {
1454
- "id": "fnd72_s_pit_or_bs_q_1_bs_tot_asset",
1455
- "description": "Total Assets"
2094
+ "id": "transportation_sector_exposure",
2095
+ "description": "Exposure or weight to the transportation industry sector within the model."
1456
2096
  },
1457
2097
  {
1458
- "id": "fnd72_s_pit_or_bs_q_bs_tot_asset",
1459
- "description": "Total Assets"
2098
+ "id": "insurance_sector_exposure",
2099
+ "description": "Exposure or weight to the insurance industry sector within the model."
1460
2100
  },
1461
2101
  {
1462
- "id": "fnd13_rkdbalancesheetq_atot",
1463
- "description": "Total Assets"
2102
+ "id": "construction_sector_exposure",
2103
+ "description": "Exposure or weight to the construction industry sector within the model."
1464
2104
  },
1465
2105
  {
1466
- "id": "fnd13_balancesheetq_atot",
1467
- "description": "Total Assets"
2106
+ "id": "rsk70_mfm2_euetrd_profit",
2107
+ "description": "Profit Style Factor Loading"
1468
2108
  },
1469
2109
  {
1470
- "id": "fnd3_A_assets",
1471
- "description": "Annual Total assets"
2110
+ "id": "semiconductor_sector_exposure",
2111
+ "description": "Exposure or weight to the semiconductor industry sector within the model."
1472
2112
  },
1473
2113
  {
1474
- "id": "fnd3_a_assets",
1475
- "description": "Annual Total assets"
2114
+ "id": "utilities_sector_exposure_score_2",
2115
+ "description": "Exposure or sensitivity to the utilities sector factor."
1476
2116
  },
1477
2117
  {
1478
- "id": "fnd3_a_assets_fast_d1",
1479
- "description": "Annual Total assets"
2118
+ "id": "rsk70_mfm2_euetrd_earnvar",
2119
+ "description": "Earnings Variability Style Factor Loading"
1480
2120
  },
1481
2121
  {
1482
- "id": "fnd28_value_05194q",
1483
- "description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
2122
+ "id": "rsk70_mfm2_euetrd_cntadj",
2123
+ "description": "Country adjusted factor loading"
1484
2124
  },
1485
2125
  {
1486
- "id": "fnd28_ndda2_value_05194a",
1487
- "description": "value of annual field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
2126
+ "id": "rsk70_mfm2_euetrd_momentum",
2127
+ "description": "Momentum Style Factor Loading"
1488
2128
  },
1489
2129
  {
1490
- "id": "fnd28_nddq1_value_05194q",
1491
- "description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
2130
+ "id": "rsk70_mfm2_euetrd_leverage",
2131
+ "description": "Leverage Style Factor Loading"
1492
2132
  },
1493
2133
  {
1494
- "id": "fnd28_annsttc_value_05194a",
1495
- "description": "value of annual field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
2134
+ "id": "rsk70_mfm2_euetrd_midcap",
2135
+ "description": "Midcap Style Factor Loading"
1496
2136
  },
1497
2137
  {
1498
- "id": "fnd28_dvfq2_value_05194q",
1499
- "description": "value of quarterly field: Common Shares Used to Calculate Fully Diluted EPS Balance Sheet Assets"
2138
+ "id": "rsk70_mfm2_euetrd_season",
2139
+ "description": "Season Style Factor Loading"
1500
2140
  },
1501
2141
  {
1502
- "id": "assets",
1503
- "description": "Assets - Total"
2142
+ "id": "rsk70_mfm2_euetrd_size",
2143
+ "description": "Size Style Factor Loading"
1504
2144
  },
1505
2145
  {
1506
- "id": "oth395_major_32_21",
1507
- "description": "Asset-related field (balance sheet) / Current Assets"
2146
+ "id": "rsk70_gse_drteue_2mfm",
2147
+ "description": "ESG Style Factor Loading"
1508
2148
  },
1509
2149
  {
1510
- "id": "oth395_major_22_11",
1511
- "description": "Asset-related field (balance sheet) / Total Assets"
2150
+ "id": "rsk70_mfm2_euetrd_beta",
2151
+ "description": "Beta Style Factor Loading"
1512
2152
  },
1513
2153
  {
1514
- "id": "oth395_major_21_21",
1515
- "description": "Asset-related field (balance sheet) / Current Assets"
2154
+ "id": "rsk70_mfm2_euetrd_indadj",
2155
+ "description": "Industrial adjustment factor loading"
1516
2156
  },
1517
2157
  {
1518
- "id": "oth395_major_31_11",
1519
- "description": "Asset-related field (balance sheet) / Total Assets"
2158
+ "id": "rsk70_mfm2_euetrd_growth",
2159
+ "description": "Growth Style Factor Loading"
1520
2160
  },
1521
2161
  {
1522
- "id": "pv104_lsts_mean",
1523
- "description": "Last Size"
2162
+ "id": "rsk70_mfm2_euetrd_earnyild",
2163
+ "description": "Earnings Yield Style Factor Loading"
1524
2164
  },
1525
2165
  {
1526
- "id": "pv104_lsbs_mean",
1527
- "description": "Last Bid Size"
2166
+ "id": "rsk70_mfm2_euetrd_newssent",
2167
+ "description": "News Sentiment Style Factor Loading"
1528
2168
  },
1529
2169
  {
1530
- "id": "pv104_lsas_mean",
1531
- "description": "Last Ask Size"
2170
+ "id": "rsk70_mfm2_euetrd_shortint",
2171
+ "description": "Short Interest Style Factor Loading"
1532
2172
  },
1533
2173
  {
1534
- "id": "pv104_hasz_mean",
1535
- "description": "Interval High Ask Size"
2174
+ "id": "rsk70_mfm2_euetrd_anlystsn",
2175
+ "description": "Analysts' Sentiment Style Factor Loading"
1536
2176
  },
1537
2177
  {
1538
- "id": "pv104_hbsz_mean",
1539
- "description": "Interval High Bid Size"
2178
+ "id": "rsk70_mfm2_euetrd_earnqlty",
2179
+ "description": "Earnings Quality Style Factor Loading"
1540
2180
  },
1541
2181
  {
1542
- "id": "pv104_lbsz_mean",
1543
- "description": "Interval Low Bid Size"
2182
+ "id": "rsk70_mfm2_euetrd_exeurexp",
2183
+ "description": "Europe Exposure Style Factor Loading"
1544
2184
  },
1545
2185
  {
1546
- "id": "pv104_hlts_mean",
1547
- "description": "Interval High Last Size"
2186
+ "id": "rsk70_mfm2_euetrd_resvol",
2187
+ "description": "Residual Volatility Style Factor Loading"
1548
2188
  },
1549
2189
  {
1550
- "id": "pv104_lasz_mean",
1551
- "description": "Interval Low Ask Size"
2190
+ "id": "rsk70_mfm2_euetrd_divyild",
2191
+ "description": "Dividend Yield Style Factor Loading"
1552
2192
  },
1553
2193
  {
1554
- "id": "pv104_tasz_mean",
1555
- "description": "Interval Time-Weighted Ask Size"
2194
+ "id": "mdl50_bk_profitability",
2195
+ "description": "Higher value indicates higher cash flow ROI"
1556
2196
  },
1557
2197
  {
1558
- "id": "rsk62_beta_1_100_pb",
1559
- "description": "book value"
2198
+ "id": "profitability_level_score",
2199
+ "description": "Score based on cash flow return on investment."
1560
2200
  },
1561
2201
  {
1562
- "id": "rsk62_beta_factor_1_100_pb",
1563
- "description": "book value"
2202
+ "id": "mdl50_bk_fcf_valu",
2203
+ "description": "Higher value indicates higher free cash flow yields"
1564
2204
  },
1565
2205
  {
1566
- "id": "rsk62_risk_backfill_pb",
1567
- "description": "book value"
2206
+ "id": "profitability_consistency_score",
2207
+ "description": "Score for stability of cash flow return on assets."
1568
2208
  },
1569
2209
  {
1570
- "id": "rsk62_beta_factor_5_100_pb",
1571
- "description": "book value"
2210
+ "id": "count_positive_cashflow_question",
2211
+ "description": "Number of positive sentiment instances for cash flow in the question section."
1572
2212
  },
1573
2213
  {
1574
- "id": "rsk62_risk_pb",
1575
- "description": "book value"
2214
+ "id": "mean_polarity_cashflow_summary",
2215
+ "description": "Average sentiment polarity for cash flow in summary segments."
1576
2216
  },
1577
2217
  {
1578
- "id": "rsk62_beta_5_100_pb",
1579
- "description": "book value"
2218
+ "id": "mdl25_history_31v",
2219
+ "description": "Cash Flow Component Current"
1580
2220
  },
1581
2221
  {
1582
- "id": "mdl313_iai",
1583
- "description": "Intangible Asset Intensity Score"
2222
+ "id": "mean_polarity_cashflow_answer",
2223
+ "description": "Average sentiment polarity for cash flow in answer segments."
1584
2224
  },
1585
2225
  {
1586
- "id": "mdl313_us_iai",
1587
- "description": "Intangible Asset Intensity Score"
2226
+ "id": "country_free_cash_flow_yield_score",
2227
+ "description": "Score for free cash flow yield within the country."
1588
2228
  },
1589
2229
  {
1590
- "id": "fnd89_asset_62_21",
1591
- "description": "Financial Asset Accruals / Current Assets"
2230
+ "id": "count_positive_cashflow_answer",
2231
+ "description": "Number of positive sentiment instances for cash flow in answer segments."
1592
2232
  },
1593
2233
  {
1594
- "id": "fnd6_cptnewqv1300_atq",
1595
- "description": "Assets - Total"
2234
+ "id": "mean_positive_cashflow_answer",
2235
+ "description": "Average positive sentiment score for cash flow in answer segments."
1596
2236
  },
1597
2237
  {
1598
- "id": "fnd6_cptmfmq_atq",
1599
- "description": "Assets - Total"
2238
+ "id": "count_negative_cashflow_question",
2239
+ "description": "Number of negative sentiment instances for cash flow in the question section."
1600
2240
  },
1601
2241
  {
1602
- "id": "fnd6_newqint_atq",
1603
- "description": "Assets - Total"
2242
+ "id": "mean_positive_cashflow_question",
2243
+ "description": "Average positive sentiment score for cash flow in the question section."
1604
2244
  },
1605
2245
  {
1606
- "id": "fnd6_mfma1_at",
1607
- "description": "Assets - Total"
2246
+ "id": "count_neutral_cashflow_question",
2247
+ "description": "Number of neutral sentiment instances for cash flow in the question section."
1608
2248
  },
1609
2249
  {
1610
- "id": "fnd6_cptmfmq_actq",
1611
- "description": "Current Assets - Total"
2250
+ "id": "mean_negative_cashflow_question",
2251
+ "description": "Average negative sentiment score for cash flow in the question section."
1612
2252
  },
1613
2253
  {
1614
- "id": "fnd6_cptnewqv1300_actq",
1615
- "description": "Current Assets - Total"
2254
+ "id": "mean_neutral_cashflow_question",
2255
+ "description": "Average neutral sentiment score for cash flow in the question section."
1616
2256
  },
1617
2257
  {
1618
- "id": "assets_curr",
1619
- "description": "Current Assets - Total"
2258
+ "id": "mean_neutral_cashflow_answer",
2259
+ "description": "Average neutral sentiment score for cash flow in answer segments."
1620
2260
  },
1621
2261
  {
1622
- "id": "fnd6_newa1v1300_act",
1623
- "description": "Current Assets - Total"
2262
+ "id": "mdl25_cfsv421_9v",
2263
+ "description": "Cash Flow from Investing - Last Qtr"
1624
2264
  },
1625
2265
  {
1626
- "id": "fnd6_newqint_actq",
1627
- "description": "Current Assets - Total"
1628
- }
1629
- ]
1630
- },
1631
- "<momentum_field/>": {
1632
- "type": "data_field",
1633
- "candidates": [
2266
+ "id": "mdl219_1_cfleverage",
2267
+ "description": "Cash flow leverage calculated as total liabilities divided by operating cash flow."
2268
+ },
1634
2269
  {
1635
- "id": "star_pm2_industry",
1636
- "description": "Price Momentum Industry_Component"
2270
+ "id": "mean_negative_cashflow_answer",
2271
+ "description": "Average negative sentiment score for cash flow in answer segments."
1637
2272
  },
1638
2273
  {
1639
- "id": "star_pm_industry",
1640
- "description": "Price Momentum Industry_Component"
2274
+ "id": "mean_neutral_cashflow_presentation",
2275
+ "description": "Average neutral sentiment score for cash flow in the presentation section."
1641
2276
  },
1642
2277
  {
1643
- "id": "star_pm2_global_rank",
1644
- "description": "Price Momentum Global Rank"
2278
+ "id": "count_positive_cashflow_presentation",
2279
+ "description": "Number of positive sentiment instances for cash flow in the presentation section."
1645
2280
  },
1646
2281
  {
1647
- "id": "star_pm2_region_rank",
1648
- "description": "Price Momentum Region Rank"
2282
+ "id": "count_neutral_cashflow_answer",
2283
+ "description": "Number of neutral sentiment instances for cash flow in answer segments."
1649
2284
  },
1650
2285
  {
1651
- "id": "star_pm_region_rank",
1652
- "description": "Price Momentum Region Rank"
2286
+ "id": "count_negative_cashflow_answer",
2287
+ "description": "Number of negative sentiment instances for cash flow in answer segments."
1653
2288
  },
1654
2289
  {
1655
- "id": "star_pm_global_rank",
1656
- "description": "Price Momentum Global Rank"
2290
+ "id": "count_positive_cashflow_summary",
2291
+ "description": "Number of positive sentiment instances for cash flow in summary segments."
1657
2292
  },
1658
2293
  {
1659
- "id": "star_pm_longterm",
1660
- "description": "Price Momentum Long Term Component"
2294
+ "id": "mean_positive_cashflow_summary",
2295
+ "description": "Average positive sentiment score for cash flow in summary segments."
1661
2296
  },
1662
2297
  {
1663
- "id": "returns",
1664
- "description": "Daily returns"
2298
+ "id": "mean_negative_cashflow_presentation",
2299
+ "description": "Average negative sentiment score for cash flow in the presentation section."
1665
2300
  },
1666
2301
  {
1667
- "id": "pv47_spret",
1668
- "description": "specific return"
2302
+ "id": "mean_positive_cashflow_presentation",
2303
+ "description": "Average positive sentiment score for cash flow in the presentation section."
1669
2304
  },
1670
2305
  {
1671
- "id": "pv47_for_statssimple_only_spret",
1672
- "description": "specific return"
2306
+ "id": "mdl177_qvm_qma_eur",
2307
+ "description": "Momentum Analyst"
1673
2308
  },
1674
2309
  {
1675
- "id": "mdl177_pricemomentumfactor_actrtn60m",
1676
- "description": "60-Month Active Return with 1-Month Lag"
2310
+ "id": "mdl177_qvm_qma_eur_alt",
2311
+ "description": "Momentum Analyst"
1677
2312
  },
1678
2313
  {
1679
- "id": "mdl177_2_pricemomentumfactor_actrtn60m",
1680
- "description": "60-Month Active Return with 1-Month Lag"
2314
+ "id": "mdl242_factor_momentum_component",
2315
+ "description": "Price momentum."
1681
2316
  },
1682
2317
  {
1683
- "id": "pv87_rtn1260d_mean",
1684
- "description": "Total return, past 60M"
2318
+ "id": "oth54_factor_momentum_component",
2319
+ "description": "Price momentum."
1685
2320
  },
1686
2321
  {
1687
- "id": "mdl177_pricemomentumfactor_actrtn2m",
1688
- "description": "2-Month Active Return"
2322
+ "id": "star_rev_smart_estimate_fy1",
2323
+ "description": "FY1 SmartEstimate"
1689
2324
  },
1690
2325
  {
1691
- "id": "mdl77_2priceanalystmodel_qpa_indrs",
1692
- "description": "Industry Relative Strength: Industry Relative Strength"
2326
+ "id": "star_rev_smart_estimate_fy1_d1",
2327
+ "description": "FY1 SmartEstimate"
1693
2328
  },
1694
2329
  {
1695
- "id": "mdl77_2priceanalystmodel_srjdaksr_apq",
1696
- "description": "Risk Adj Relative Strength : Risk Adj Relative Strength"
2330
+ "id": "star_rev_smart_estimate_fq1",
2331
+ "description": "FQ1 SmartEstimate"
1697
2332
  },
1698
2333
  {
1699
- "id": "mdl77_priceanalystmodel_qpa_indrs",
1700
- "description": "Industry Relative Strength"
2334
+ "id": "star_rev_smart_estimate_fq1_d1",
2335
+ "description": "FQ1 SmartEstimate"
1701
2336
  },
1702
2337
  {
1703
- "id": "mdl177_2_priceanalystmodel_qpa_indrs",
1704
- "description": "Industry Relative Strength"
2338
+ "id": "star_rev_smart_estimate_fy2",
2339
+ "description": "FY2 SmartEstimate"
1705
2340
  },
1706
2341
  {
1707
- "id": "mdl177_priceanalystmodel_qpa_indrs_alt",
1708
- "description": "Industry Relative Strength"
2342
+ "id": "star_rev_smart_estimate_fy2_d1",
2343
+ "description": "FY2 SmartEstimate"
1709
2344
  },
1710
2345
  {
1711
- "id": "pv87_last_high_rsi",
1712
- "description": "Relative Strength Index using"
2346
+ "id": "star_rev_smart_estimate_fq2",
2347
+ "description": "FQ2 SmartEstimate"
1713
2348
  },
1714
2349
  {
1715
- "id": "mdl77_priceanalystmodel_srjdaksr_apq",
1716
- "description": "Risk-Adjusted Relative Strength"
2350
+ "id": "star_rev_smart_estimate_fq2_d1",
2351
+ "description": "FQ2 SmartEstimate"
1717
2352
  },
1718
2353
  {
1719
- "id": "pv87_interval_vwap_rsi",
1720
- "description": "Relative Strength Index using"
2354
+ "id": "mdl177_qvm_qva_eur",
2355
+ "description": "Value Analyst"
1721
2356
  },
1722
2357
  {
1723
- "id": "mdl177_priceanalystmodel_qpa_rskadjrs_alt",
1724
- "description": "Risk Adj Relative Strength"
2358
+ "id": "mdl177_qvm_qva_eur_alt",
2359
+ "description": "Value Analyst"
1725
2360
  },
1726
2361
  {
1727
- "id": "pv87_last_price_rsi",
1728
- "description": "Relative Strength Index using"
2362
+ "id": "mdl26_arm_revenue",
2363
+ "description": "revenue"
1729
2364
  },
1730
2365
  {
1731
- "id": "pv87_rtn21d_mean",
1732
- "description": "Total return, past 1M"
2366
+ "id": "mdl26_revenue",
2367
+ "description": "revenue"
1733
2368
  },
1734
2369
  {
1735
- "id": "pv87_rtn2520d_mean",
1736
- "description": "Total return, past 120M"
2370
+ "id": "star_rev_smart_estimate_12m",
2371
+ "description": "F12M SmartEstimate"
1737
2372
  },
1738
2373
  {
1739
- "id": "pv87_rtn63d_mean",
1740
- "description": "3-month total return"
2374
+ "id": "star_rev_smart_estimate_12m_d1",
2375
+ "description": "F12M SmartEstimate"
1741
2376
  },
1742
2377
  {
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."
2378
+ "id": "mdl26_smartestimate_fy1_revenue",
2379
+ "description": "SmartEstimate FY1 Revenue"
1745
2380
  },
1746
2381
  {
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."
2382
+ "id": "mdl26_smartestimate_fq1_revenue",
2383
+ "description": "SmartEstimate FQ1 Revenue"
1749
2384
  },
1750
2385
  {
1751
- "id": "fnd17_alldelay1_chpctpricewtd",
1752
- "description": "Week to Date price change in percentage"
2386
+ "id": "mdl77_o_gsg_shortsentimentfactor_dmd_supply",
2387
+ "description": "Demand Supply"
1753
2388
  },
1754
2389
  {
1755
- "id": "fnd17_chpctpricewtd",
1756
- "description": "Week to Date price change in percentage"
2390
+ "id": "star_val_iv_projection",
2391
+ "description": "Intrinsic Value - In Projection Currency : The Intrinsic Value of a security calculated by the StarMine valuation model"
1757
2392
  },
1758
2393
  {
1759
- "id": "fnd17_alldelay1_chpctpriceqtd",
1760
- "description": "Quarter to Date price change in percentage"
2394
+ "id": "mdl26_smartestimate_fy2_revenue",
2395
+ "description": "SmartEstimate FY2 Revenue"
1761
2396
  },
1762
2397
  {
1763
- "id": "mdl26_price_change_30",
1764
- "description": "price change in days: 30"
2398
+ "id": "mdl26_smartestimate_f12m_revenue",
2399
+ "description": "SmartEstimate F12M Revenue"
1765
2400
  },
1766
2401
  {
1767
- "id": "mdl50_bk_price_change_6m",
1768
- "description": "Last 6 month stock price change"
2402
+ "id": "mdl242_reversal_component",
2403
+ "description": "Price reversion."
1769
2404
  },
1770
2405
  {
1771
- "id": "fnd17_chpctpriceqtd",
1772
- "description": "Quarter to Date price change in percentage"
2406
+ "id": "oth54_reversal_component",
2407
+ "description": "Price reversion."
1773
2408
  },
1774
2409
  {
1775
- "id": "fnd17_alldelay1_chpctpricemtd",
1776
- "description": "Month to Date price change in percentage"
2410
+ "id": "mdl26_smartestimate_fq2_revenue",
2411
+ "description": "SmartEstimate FQ2 Revenue"
1777
2412
  },
1778
2413
  {
1779
- "id": "fnd17_chpctpricemtd",
1780
- "description": "Month to Date price change in percentage"
2414
+ "id": "oth335_combined_all_region_mktcap",
2415
+ "description": "Market Cap"
1781
2416
  }
1782
2417
  ]
1783
2418
  }