cnhkmcp 2.2.0__py3-none-any.whl → 2.3.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- cnhkmcp/__init__.py +1 -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 +1 -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/config.json +2 -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/main.py +1 -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/vector_db/chroma.sqlite3 +0 -0
- cnhkmcp/untracked/APP/Tranformer/Transformer.py +2 -2
- cnhkmcp/untracked/APP/Tranformer/transformer_config.json +1 -1
- cnhkmcp/untracked/APP/blueprints/feature_engineering.py +2 -2
- cnhkmcp/untracked/APP/blueprints/inspiration_house.py +4 -4
- cnhkmcp/untracked/APP/blueprints/paper_analysis.py +3 -3
- cnhkmcp/untracked/APP/give_me_idea/BRAIN_Alpha_Template_Expert_SystemPrompt.md +34 -73
- cnhkmcp/untracked/APP/give_me_idea/alpha_data_specific_template_master.py +2 -2
- cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md +366 -1
- cnhkmcp/untracked/APP/static/inspiration.js +345 -13
- cnhkmcp/untracked/APP/templates/index.html +11 -3
- cnhkmcp/untracked/APP/templates/transformer_web.html +1 -1
- cnhkmcp/untracked/APP/trailSomeAlphas/README.md +38 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/ace.log +66 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/enhance_template.py +588 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/requirements.txt +3 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline.py +1001 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline_step_by_step.ipynb +5258 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/OUTPUT_TEMPLATE.md +325 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/SKILL.md +503 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/examples.md +244 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/ASI_delay1_analyst11_ideas.md +285 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/reference.md +399 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/SKILL.md +40 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/config.json +6 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709385783386000.json +388 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386274840400.json +131 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386838244700.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387369198500.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387908905800.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709388486243600.json +240 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389024058600.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389549608700.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390068714000.json +110 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390591996900.json +36 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391129137100.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391691643500.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392192099200.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392703423500.json +46 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709393213729400.json +246 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710186683932500.json +388 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187165414300.json +131 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187665211700.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188149193400.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188667627400.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189220822000.json +240 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189726189500.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190248066100.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190768298700.json +110 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191282588100.json +36 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191838960900.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192396688000.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192941922400.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710193473524600.json +46 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710194001961200.json +246 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710420975888800.json +46 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710421647590100.json +196 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422131378500.json +5 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422644184400.json +196 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710423702350600.json +196 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710424244661800.json +5 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_delay1.csv +211 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/final_expressions.json +7062 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace.log +3 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace_lib.py +1514 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/fetch_dataset.py +113 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/helpful_functions.py +180 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/implement_idea.py +236 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/merge_expression_list.py +90 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/parsetab.py +60 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/op/321/206/320/220/342/225/227/321/207/342/225/227/320/243.md +434 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/sample_prompt.md +62 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance//321/205/320/235/320/245/321/205/320/253/320/260/321/205/320/275/320/240/321/206/320/220/320/255/321/210/320/220/320/223/321/211/320/220/342/225/227/321/210/342/225/233/320/241/321/211/320/243/342/225/233.md +354 -0
- cnhkmcp/untracked/APP/usage.md +2 -2
- 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 +388 -8
- cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/validator.py +889 -0
- cnhkmcp/untracked/skills/brain-feature-implementation/scripts/implement_idea.py +4 -3
- cnhkmcp/untracked/skills/brain-improve-alpha-performance/arXiv_API_Tool_Manual.md +490 -0
- cnhkmcp/untracked/skills/brain-improve-alpha-performance/reference.md +1 -1
- cnhkmcp/untracked/skills/brain-improve-alpha-performance/scripts/arxiv_api.py +229 -0
- cnhkmcp/untracked//321/211/320/225/320/235/321/207/342/225/234/320/276/321/205/320/231/320/235/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/230/320/241_/321/205/320/276/320/231/321/210/320/263/320/225/321/205/342/224/220/320/225/321/210/320/266/320/221/321/204/342/225/233/320/255/321/210/342/225/241/320/246/321/205/320/234/320/225.py +35 -11
- cnhkmcp/vector_db/_manifest.json +1 -0
- cnhkmcp/vector_db/_meta.json +1 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/METADATA +1 -1
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/RECORD +96 -30
- /cnhkmcp/untracked/{skills/expression_verifier → APP/trailSomeAlphas/skills/brain-feature-implementation}/scripts/validator.py +0 -0
- /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/SKILL.md +0 -0
- /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/scripts/verify_expr.py +0 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/WHEEL +0 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/licenses/LICENSE +0 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/top_level.txt +0 -0
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{
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"template": "ts_delta({percentile} - {percentile}, 90)",
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"idea": "**Concept**: Financial Materiality Signal Strength Trend\n- **Sample Fields Used**: corr_weighted_percentile, positive_corr_percentile\n- **Definition**: Rate of change in the gap between correlation-weighted and positive-correlation rankings\n- **Why This Feature**: Tracks whether a company's ESG strengths are becoming more aligned with positively correlated factors\n- **Logical Meaning**: Negative trend = improving alignment with positively correlated ESG factors\n- **Directionality**: Downward trend = improving financial materiality alignment\n- **Boundary Conditions**: Steep negative = rapid improvement in financially material ESG",
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"expression_list": [
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"ts_delta(anti_pollution_policy_industry_percentile - anti_pollution_policy_industry_percentile, 90)",
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"ts_delta(anti_pollution_policy_sector_percentile - anti_pollution_policy_sector_percentile, 90)",
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"ts_delta(anti_pollution_policy_subsector_percentile - anti_pollution_policy_subsector_percentile, 90)",
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"ts_delta(board_independence_industry_percentile - board_independence_industry_percentile, 90)",
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"ts_delta(board_independence_sector_percentile - board_independence_sector_percentile, 90)",
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"ts_delta(board_independence_subsector_percentile - board_independence_subsector_percentile, 90)",
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"ts_delta(community_engagement_industry_percentile - community_engagement_industry_percentile, 90)",
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"ts_delta(community_engagement_sector_percentile - community_engagement_sector_percentile, 90)",
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"ts_delta(community_engagement_subsector_percentile - community_engagement_subsector_percentile, 90)",
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"ts_delta(community_hybrid_industry_percentile - community_hybrid_industry_percentile, 90)",
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"ts_delta(community_hybrid_sector_percentile - community_hybrid_sector_percentile, 90)",
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"ts_delta(community_hybrid_subsector_percentile - community_hybrid_subsector_percentile, 90)",
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"ts_delta(community_maxcorr_industry_percentile - community_maxcorr_industry_percentile, 90)",
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"ts_delta(community_maxcorr_sector_percentile - community_maxcorr_sector_percentile, 90)",
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"ts_delta(community_maxcorr_subsector_percentile - community_maxcorr_subsector_percentile, 90)",
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"ts_delta(community_score_industry_percentile - community_score_industry_percentile, 90)",
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"ts_delta(community_score_sector_percentile - community_score_sector_percentile, 90)",
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"ts_delta(community_score_subsector_percentile - community_score_subsector_percentile, 90)",
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"ts_delta(disclosure_transparency_industry_percentile - disclosure_transparency_industry_percentile, 90)",
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"ts_delta(disclosure_transparency_sector_percentile - disclosure_transparency_sector_percentile, 90)",
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"ts_delta(disclosure_transparency_subsector_percentile - disclosure_transparency_subsector_percentile, 90)",
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"ts_delta(employee_compensation_industry_percentile - employee_compensation_industry_percentile, 90)",
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"ts_delta(employee_compensation_sector_percentile - employee_compensation_sector_percentile, 90)",
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"ts_delta(employee_compensation_subsector_percentile - employee_compensation_subsector_percentile, 90)",
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"ts_delta(employee_training_industry_percentile - employee_training_industry_percentile, 90)",
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"ts_delta(employee_training_sector_percentile - employee_training_sector_percentile, 90)",
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"ts_delta(employee_training_subsector_percentile - employee_training_subsector_percentile, 90)",
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"ts_delta(environmental_corr_weighted_industry_percentile - environmental_corr_weighted_industry_percentile, 90)",
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"ts_delta(environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 90)",
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"ts_delta(environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_subsector_percentile, 90)",
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"ts_delta(environmental_industry_percentile - environmental_industry_percentile, 90)",
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"ts_delta(environmental_positive_corr_industry_percentile - environmental_positive_corr_industry_percentile, 90)",
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"ts_delta(environmental_positive_corr_sector_percentile - environmental_positive_corr_sector_percentile, 90)",
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"ts_delta(environmental_positive_corr_subsector_percentile - environmental_positive_corr_subsector_percentile, 90)",
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"ts_delta(environmental_sector_percentile - environmental_sector_percentile, 90)"
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]
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}
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{
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"template": "ts_std_dev({sector_rank}, 4) - ts_std_dev({industry_rank}, 4)",
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"idea": "**Concept**: ESG Peer Group Ranking Divergence\n- **Sample Fields Used**: sector_rank, industry_rank, subsector_rank\n- **Definition**: Standard deviation of rankings across different peer group levels\n- **Why This Feature**: Identifies companies whose ESG performance assessment depends heavily on peer group definition\n- **Logical Meaning**: High divergence suggests ESG performance is context-dependent or peer group sensitive\n- **Directionality**: Higher = more peer group dependent ESG assessment\n- **Boundary Conditions**: 0 = identical ranking across all peer groups",
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"expression_list": [
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"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
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"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
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"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
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"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
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"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
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"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
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"ts_std_dev(disclosure_transparency_sector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
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"ts_std_dev(disclosure_transparency_subsector_rank, 4) - ts_std_dev(anti_pollution_policy_industry_rank, 4)",
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"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
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"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
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"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
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"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
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"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
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"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
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"ts_std_dev(disclosure_transparency_sector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
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"ts_std_dev(disclosure_transparency_subsector_rank, 4) - ts_std_dev(board_independence_industry_rank, 4)",
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+
"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
|
|
22
|
+
"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
|
|
23
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
|
|
24
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
|
|
25
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
|
|
26
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
|
|
27
|
+
"ts_std_dev(disclosure_transparency_sector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
|
|
28
|
+
"ts_std_dev(disclosure_transparency_subsector_rank, 4) - ts_std_dev(community_engagement_industry_rank, 4)",
|
|
29
|
+
"ts_std_dev(disclosure_transparency_sector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
|
|
30
|
+
"ts_std_dev(disclosure_transparency_subsector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
|
|
31
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
|
|
32
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
|
|
33
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
|
|
34
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
|
|
35
|
+
"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
|
|
36
|
+
"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(disclosure_transparency_industry_rank, 4)",
|
|
37
|
+
"ts_std_dev(employee_compensation_sector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
|
|
38
|
+
"ts_std_dev(employee_compensation_subsector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
|
|
39
|
+
"ts_std_dev(employee_training_sector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
|
|
40
|
+
"ts_std_dev(employee_training_subsector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
|
|
41
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
|
|
42
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
|
|
43
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
|
|
44
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(employee_compensation_industry_rank, 4)",
|
|
45
|
+
"ts_std_dev(employee_training_sector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
|
|
46
|
+
"ts_std_dev(employee_training_subsector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
|
|
47
|
+
"ts_std_dev(employee_compensation_sector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
|
|
48
|
+
"ts_std_dev(employee_compensation_subsector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
|
|
49
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
|
|
50
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
|
|
51
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
|
|
52
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(employee_training_industry_rank, 4)",
|
|
53
|
+
"ts_std_dev(human_rights_sector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
|
|
54
|
+
"ts_std_dev(human_rights_subsector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
|
|
55
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
|
|
56
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
|
|
57
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
|
|
58
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
|
|
59
|
+
"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
|
|
60
|
+
"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(human_rights_industry_rank, 4)",
|
|
61
|
+
"ts_std_dev(management_ethics_sector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
|
|
62
|
+
"ts_std_dev(management_ethics_subsector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
|
|
63
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
|
|
64
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
|
|
65
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
|
|
66
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
|
|
67
|
+
"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
|
|
68
|
+
"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(management_ethics_industry_rank, 4)",
|
|
69
|
+
"ts_std_dev(pollution_prevention_sector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
|
|
70
|
+
"ts_std_dev(pollution_prevention_subsector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
|
|
71
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
|
|
72
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
|
|
73
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
|
|
74
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
|
|
75
|
+
"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
|
|
76
|
+
"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(pollution_prevention_industry_rank, 4)",
|
|
77
|
+
"ts_std_dev(resource_efficiency_sector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
|
|
78
|
+
"ts_std_dev(resource_efficiency_subsector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
|
|
79
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
|
|
80
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
|
|
81
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
|
|
82
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
|
|
83
|
+
"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
|
|
84
|
+
"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(resource_efficiency_industry_rank, 4)",
|
|
85
|
+
"ts_std_dev(sustainability_sector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
|
|
86
|
+
"ts_std_dev(sustainability_subsector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
|
|
87
|
+
"ts_std_dev(sustainable_product_sector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
|
|
88
|
+
"ts_std_dev(sustainable_product_subsector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
|
|
89
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
|
|
90
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
|
|
91
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
|
|
92
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(sustainability_industry_rank, 4)",
|
|
93
|
+
"ts_std_dev(sustainable_product_sector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
|
|
94
|
+
"ts_std_dev(sustainable_product_subsector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
|
|
95
|
+
"ts_std_dev(sustainability_sector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
|
|
96
|
+
"ts_std_dev(sustainability_subsector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
|
|
97
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
|
|
98
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
|
|
99
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
|
|
100
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(sustainable_product_industry_rank, 4)",
|
|
101
|
+
"ts_std_dev(workplace_diversity_sector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
|
|
102
|
+
"ts_std_dev(workplace_diversity_subsector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
|
|
103
|
+
"ts_std_dev(anti_pollution_policy_sector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
|
|
104
|
+
"ts_std_dev(anti_pollution_policy_subsector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
|
|
105
|
+
"ts_std_dev(board_independence_sector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
|
|
106
|
+
"ts_std_dev(board_independence_subsector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
|
|
107
|
+
"ts_std_dev(community_engagement_sector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)",
|
|
108
|
+
"ts_std_dev(community_engagement_subsector_rank, 4) - ts_std_dev(workplace_diversity_industry_rank, 4)"
|
|
109
|
+
]
|
|
110
|
+
}
|
|
@@ -0,0 +1,36 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "ts_sum(ts_delta({sector_percentile}, 30), 180)",
|
|
3
|
+
"idea": "**Concept**: ESG Improvement Momentum\n- **Sample Fields Used**: sector_percentile, industry_percentile\n- **Definition**: Weighted moving average of percentile improvements across time\n- **Why This Feature**: Captures sustained improvement trajectory in ESG rankings\n- **Logical Meaning**: Positive = improving ESG standing over time\n- **Directionality**: Higher = stronger improvement momentum\n- **Boundary Conditions**: >0 = improving, <0 = deteriorating",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"ts_sum(ts_delta(anti_pollution_policy_sector_percentile, 30), 180)",
|
|
6
|
+
"ts_sum(ts_delta(anti_pollution_policy_subsector_percentile, 30), 180)",
|
|
7
|
+
"ts_sum(ts_delta(board_independence_sector_percentile, 30), 180)",
|
|
8
|
+
"ts_sum(ts_delta(board_independence_subsector_percentile, 30), 180)",
|
|
9
|
+
"ts_sum(ts_delta(community_engagement_sector_percentile, 30), 180)",
|
|
10
|
+
"ts_sum(ts_delta(community_engagement_subsector_percentile, 30), 180)",
|
|
11
|
+
"ts_sum(ts_delta(community_hybrid_sector_percentile, 30), 180)",
|
|
12
|
+
"ts_sum(ts_delta(community_hybrid_subsector_percentile, 30), 180)",
|
|
13
|
+
"ts_sum(ts_delta(community_maxcorr_sector_percentile, 30), 180)",
|
|
14
|
+
"ts_sum(ts_delta(community_maxcorr_subsector_percentile, 30), 180)",
|
|
15
|
+
"ts_sum(ts_delta(community_score_sector_percentile, 30), 180)",
|
|
16
|
+
"ts_sum(ts_delta(community_score_subsector_percentile, 30), 180)",
|
|
17
|
+
"ts_sum(ts_delta(disclosure_transparency_sector_percentile, 30), 180)",
|
|
18
|
+
"ts_sum(ts_delta(disclosure_transparency_subsector_percentile, 30), 180)",
|
|
19
|
+
"ts_sum(ts_delta(employee_compensation_sector_percentile, 30), 180)",
|
|
20
|
+
"ts_sum(ts_delta(employee_compensation_subsector_percentile, 30), 180)",
|
|
21
|
+
"ts_sum(ts_delta(employee_training_sector_percentile, 30), 180)",
|
|
22
|
+
"ts_sum(ts_delta(employee_training_subsector_percentile, 30), 180)",
|
|
23
|
+
"ts_sum(ts_delta(environmental_corr_weighted_sector_percentile, 30), 180)",
|
|
24
|
+
"ts_sum(ts_delta(environmental_corr_weighted_subsector_percentile, 30), 180)",
|
|
25
|
+
"ts_sum(ts_delta(environmental_positive_corr_sector_percentile, 30), 180)",
|
|
26
|
+
"ts_sum(ts_delta(environmental_positive_corr_subsector_percentile, 30), 180)",
|
|
27
|
+
"ts_sum(ts_delta(environmental_sector_percentile, 30), 180)",
|
|
28
|
+
"ts_sum(ts_delta(environmental_subsector_percentile, 30), 180)",
|
|
29
|
+
"ts_sum(ts_delta(governance_corr_weighted_sector_percentile, 30), 180)",
|
|
30
|
+
"ts_sum(ts_delta(governance_corr_weighted_subsector_percentile, 30), 180)",
|
|
31
|
+
"ts_sum(ts_delta(governance_positive_corr_sector_percentile, 30), 180)",
|
|
32
|
+
"ts_sum(ts_delta(governance_positive_corr_subsector_percentile, 30), 180)",
|
|
33
|
+
"ts_sum(ts_delta(governance_sector_percentile, 30), 180)",
|
|
34
|
+
"ts_sum(ts_delta(governance_subsector_percentile, 30), 180)"
|
|
35
|
+
]
|
|
36
|
+
}
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "ts_sum({corr_weighted_score} - {composite_score}, 360)",
|
|
3
|
+
"idea": "**Concept**: Financial Materiality Alignment Trend\n- **Sample Fields Used**: corr_weighted_score, composite_score\n- **Definition**: Cumulative improvement in alignment between overall ESG and financially material ESG\n- **Why This Feature**: Tracks whether company is shifting ESG focus toward financially relevant factors\n- **Logical Meaning**: Positive = improving alignment with financially material ESG factors\n- **Directionality**: Higher = faster alignment improvement\n- **Boundary Conditions**: Steep positive = rapid strategic shift toward material ESG",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"ts_sum(community_corr_weighted_score - community_pillar_composite_score, 360)",
|
|
6
|
+
"ts_sum(community_corr_weighted_score - environmental_pillar_composite_score, 360)",
|
|
7
|
+
"ts_sum(community_corr_weighted_score - governance_pillar_composite_score, 360)",
|
|
8
|
+
"ts_sum(community_corr_weighted_score - social_pillar_composite_score, 360)",
|
|
9
|
+
"ts_sum(community_corr_weighted_score - workforce_pillar_composite_score, 360)",
|
|
10
|
+
"ts_sum(environmental_corr_weighted_score - environmental_pillar_composite_score, 360)",
|
|
11
|
+
"ts_sum(environmental_corr_weighted_score - community_pillar_composite_score, 360)",
|
|
12
|
+
"ts_sum(environmental_corr_weighted_score - governance_pillar_composite_score, 360)",
|
|
13
|
+
"ts_sum(environmental_corr_weighted_score - social_pillar_composite_score, 360)",
|
|
14
|
+
"ts_sum(environmental_corr_weighted_score - workforce_pillar_composite_score, 360)",
|
|
15
|
+
"ts_sum(governance_corr_weighted_score - governance_pillar_composite_score, 360)",
|
|
16
|
+
"ts_sum(governance_corr_weighted_score - community_pillar_composite_score, 360)",
|
|
17
|
+
"ts_sum(governance_corr_weighted_score - environmental_pillar_composite_score, 360)",
|
|
18
|
+
"ts_sum(governance_corr_weighted_score - social_pillar_composite_score, 360)",
|
|
19
|
+
"ts_sum(governance_corr_weighted_score - workforce_pillar_composite_score, 360)",
|
|
20
|
+
"ts_sum(social_corr_weighted_score - social_pillar_composite_score, 360)",
|
|
21
|
+
"ts_sum(social_corr_weighted_score - community_pillar_composite_score, 360)",
|
|
22
|
+
"ts_sum(social_corr_weighted_score - environmental_pillar_composite_score, 360)",
|
|
23
|
+
"ts_sum(social_corr_weighted_score - governance_pillar_composite_score, 360)",
|
|
24
|
+
"ts_sum(social_corr_weighted_score - workforce_pillar_composite_score, 360)",
|
|
25
|
+
"ts_sum(workforce_corr_weighted_score - workforce_pillar_composite_score, 360)",
|
|
26
|
+
"ts_sum(workforce_corr_weighted_score - community_pillar_composite_score, 360)",
|
|
27
|
+
"ts_sum(workforce_corr_weighted_score - environmental_pillar_composite_score, 360)",
|
|
28
|
+
"ts_sum(workforce_corr_weighted_score - governance_pillar_composite_score, 360)",
|
|
29
|
+
"ts_sum(workforce_corr_weighted_score - social_pillar_composite_score, 360)"
|
|
30
|
+
]
|
|
31
|
+
}
|
|
@@ -0,0 +1,41 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "{percentile} / {percentile}",
|
|
3
|
+
"idea": "**Concept**: Financial Materiality Concentration\n- **Sample Fields Used**: corr_weighted_percentile, positive_corr_percentile\n- **Definition**: Proportion of correlation-weighted performance captured by positive-correlation factors\n- **Why This Feature**: Measures whether a company's financially material ESG strengths are in positively correlated areas\n- **Logical Meaning**: Higher = ESG strengths concentrated in factors with positive financial correlation\n- **Directionality**: Higher = better concentration in positively correlated factors\n- **Boundary Conditions**: 1 = all correlated factors are positive, 0.5 = mixed, 0 = all negative correlation",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"anti_pollution_policy_industry_percentile / anti_pollution_policy_industry_percentile",
|
|
6
|
+
"anti_pollution_policy_sector_percentile / anti_pollution_policy_sector_percentile",
|
|
7
|
+
"anti_pollution_policy_subsector_percentile / anti_pollution_policy_subsector_percentile",
|
|
8
|
+
"board_independence_industry_percentile / board_independence_industry_percentile",
|
|
9
|
+
"board_independence_sector_percentile / board_independence_sector_percentile",
|
|
10
|
+
"board_independence_subsector_percentile / board_independence_subsector_percentile",
|
|
11
|
+
"community_engagement_industry_percentile / community_engagement_industry_percentile",
|
|
12
|
+
"community_engagement_sector_percentile / community_engagement_sector_percentile",
|
|
13
|
+
"community_engagement_subsector_percentile / community_engagement_subsector_percentile",
|
|
14
|
+
"community_hybrid_industry_percentile / community_hybrid_industry_percentile",
|
|
15
|
+
"community_hybrid_sector_percentile / community_hybrid_sector_percentile",
|
|
16
|
+
"community_hybrid_subsector_percentile / community_hybrid_subsector_percentile",
|
|
17
|
+
"community_maxcorr_industry_percentile / community_maxcorr_industry_percentile",
|
|
18
|
+
"community_maxcorr_sector_percentile / community_maxcorr_sector_percentile",
|
|
19
|
+
"community_maxcorr_subsector_percentile / community_maxcorr_subsector_percentile",
|
|
20
|
+
"community_score_industry_percentile / community_score_industry_percentile",
|
|
21
|
+
"community_score_sector_percentile / community_score_sector_percentile",
|
|
22
|
+
"community_score_subsector_percentile / community_score_subsector_percentile",
|
|
23
|
+
"disclosure_transparency_industry_percentile / disclosure_transparency_industry_percentile",
|
|
24
|
+
"disclosure_transparency_sector_percentile / disclosure_transparency_sector_percentile",
|
|
25
|
+
"disclosure_transparency_subsector_percentile / disclosure_transparency_subsector_percentile",
|
|
26
|
+
"employee_compensation_industry_percentile / employee_compensation_industry_percentile",
|
|
27
|
+
"employee_compensation_sector_percentile / employee_compensation_sector_percentile",
|
|
28
|
+
"employee_compensation_subsector_percentile / employee_compensation_subsector_percentile",
|
|
29
|
+
"employee_training_industry_percentile / employee_training_industry_percentile",
|
|
30
|
+
"employee_training_sector_percentile / employee_training_sector_percentile",
|
|
31
|
+
"employee_training_subsector_percentile / employee_training_subsector_percentile",
|
|
32
|
+
"environmental_corr_weighted_industry_percentile / environmental_corr_weighted_industry_percentile",
|
|
33
|
+
"environmental_corr_weighted_sector_percentile / environmental_corr_weighted_sector_percentile",
|
|
34
|
+
"environmental_corr_weighted_subsector_percentile / environmental_corr_weighted_subsector_percentile",
|
|
35
|
+
"environmental_industry_percentile / environmental_industry_percentile",
|
|
36
|
+
"environmental_positive_corr_industry_percentile / environmental_positive_corr_industry_percentile",
|
|
37
|
+
"environmental_positive_corr_sector_percentile / environmental_positive_corr_sector_percentile",
|
|
38
|
+
"environmental_positive_corr_subsector_percentile / environmental_positive_corr_subsector_percentile",
|
|
39
|
+
"environmental_sector_percentile / environmental_sector_percentile"
|
|
40
|
+
]
|
|
41
|
+
}
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "{positive_corr_score} / {composite_score}",
|
|
3
|
+
"idea": "**Concept**: Core ESG Financial Alignment\n- **Sample Fields Used**: positive_corr_score, composite_score\n- **Definition**: Ratio of positive-correlation-weighted score to overall composite score\n- **Why This Feature**: Distills ESG performance to its financially essential core - what actually matters for returns\n- **Logical Meaning**: Measures proportion of ESG value that is financially material and positively correlated\n- **Directionality**: Higher = greater proportion of ESG value is financially essential\n- **Boundary Conditions**: 1 = all ESG value is financially essential; 0 = none is financially essential",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"community_positive_corr_score / community_pillar_composite_score",
|
|
6
|
+
"community_positive_corr_score / environmental_pillar_composite_score",
|
|
7
|
+
"community_positive_corr_score / governance_pillar_composite_score",
|
|
8
|
+
"community_positive_corr_score / social_pillar_composite_score",
|
|
9
|
+
"community_positive_corr_score / workforce_pillar_composite_score",
|
|
10
|
+
"environmental_positive_corr_score / environmental_pillar_composite_score",
|
|
11
|
+
"environmental_positive_corr_score / community_pillar_composite_score",
|
|
12
|
+
"environmental_positive_corr_score / governance_pillar_composite_score",
|
|
13
|
+
"environmental_positive_corr_score / social_pillar_composite_score",
|
|
14
|
+
"environmental_positive_corr_score / workforce_pillar_composite_score",
|
|
15
|
+
"governance_positive_corr_score / governance_pillar_composite_score",
|
|
16
|
+
"governance_positive_corr_score / community_pillar_composite_score",
|
|
17
|
+
"governance_positive_corr_score / environmental_pillar_composite_score",
|
|
18
|
+
"governance_positive_corr_score / social_pillar_composite_score",
|
|
19
|
+
"governance_positive_corr_score / workforce_pillar_composite_score",
|
|
20
|
+
"social_positive_corr_score / social_pillar_composite_score",
|
|
21
|
+
"social_positive_corr_score / community_pillar_composite_score",
|
|
22
|
+
"social_positive_corr_score / environmental_pillar_composite_score",
|
|
23
|
+
"social_positive_corr_score / governance_pillar_composite_score",
|
|
24
|
+
"social_positive_corr_score / workforce_pillar_composite_score",
|
|
25
|
+
"workforce_positive_corr_score / workforce_pillar_composite_score",
|
|
26
|
+
"workforce_positive_corr_score / community_pillar_composite_score",
|
|
27
|
+
"workforce_positive_corr_score / environmental_pillar_composite_score",
|
|
28
|
+
"workforce_positive_corr_score / governance_pillar_composite_score",
|
|
29
|
+
"workforce_positive_corr_score / social_pillar_composite_score"
|
|
30
|
+
]
|
|
31
|
+
}
|
|
@@ -0,0 +1,46 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "{sector_percentile} - {corr_weighted_sector_percentile}",
|
|
3
|
+
"idea": "**Concept**: ESG Factor Alignment Gap\n- **Sample Fields Used**: sector_percentile, corr_weighted_sector_percentile\n- **Definition**: Difference between raw ESG percentile and correlation-weighted percentile\n- **Why This Feature**: Identifies companies that are good at ESG generally but not at the ESG factors that matter financially\n- **Logical Meaning**: Large positive gap = excels at ESG factors that don't correlate with returns\n- **Directionality**: Higher = greater misalignment between ESG performance and financial materiality\n- **Boundary Conditions**: 0 = perfect alignment, >50 = major misalignment",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile",
|
|
6
|
+
"environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile",
|
|
7
|
+
"environmental_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile",
|
|
8
|
+
"environmental_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile",
|
|
9
|
+
"environmental_sector_percentile - environmental_corr_weighted_sector_percentile",
|
|
10
|
+
"environmental_subsector_percentile - environmental_corr_weighted_sector_percentile",
|
|
11
|
+
"employee_compensation_sector_percentile - environmental_corr_weighted_sector_percentile",
|
|
12
|
+
"employee_compensation_subsector_percentile - environmental_corr_weighted_sector_percentile",
|
|
13
|
+
"governance_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile",
|
|
14
|
+
"governance_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile",
|
|
15
|
+
"governance_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile",
|
|
16
|
+
"governance_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile",
|
|
17
|
+
"governance_sector_percentile - governance_corr_weighted_sector_percentile",
|
|
18
|
+
"governance_subsector_percentile - governance_corr_weighted_sector_percentile",
|
|
19
|
+
"anti_pollution_policy_sector_percentile - governance_corr_weighted_sector_percentile",
|
|
20
|
+
"anti_pollution_policy_subsector_percentile - governance_corr_weighted_sector_percentile",
|
|
21
|
+
"social_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile",
|
|
22
|
+
"social_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile",
|
|
23
|
+
"social_positive_corr_sector_percentile - social_corr_weighted_sector_percentile",
|
|
24
|
+
"social_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile",
|
|
25
|
+
"social_sector_percentile - social_corr_weighted_sector_percentile",
|
|
26
|
+
"social_subsector_percentile - social_corr_weighted_sector_percentile",
|
|
27
|
+
"sustainability_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile",
|
|
28
|
+
"sustainability_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile",
|
|
29
|
+
"sustainability_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile",
|
|
30
|
+
"sustainability_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile",
|
|
31
|
+
"sustainability_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile",
|
|
32
|
+
"sustainability_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile",
|
|
33
|
+
"sustainability_sector_percentile - sustainability_corr_weighted_sector_percentile",
|
|
34
|
+
"sustainability_subsector_percentile - sustainability_corr_weighted_sector_percentile",
|
|
35
|
+
"sustainable_product_sector_percentile - sustainability_corr_weighted_sector_percentile",
|
|
36
|
+
"sustainable_product_subsector_percentile - sustainability_corr_weighted_sector_percentile",
|
|
37
|
+
"workforce_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile",
|
|
38
|
+
"workforce_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile",
|
|
39
|
+
"workforce_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile",
|
|
40
|
+
"workforce_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile",
|
|
41
|
+
"workforce_sector_percentile - workforce_corr_weighted_sector_percentile",
|
|
42
|
+
"workforce_subsector_percentile - workforce_corr_weighted_sector_percentile",
|
|
43
|
+
"workplace_diversity_sector_percentile - workforce_corr_weighted_sector_percentile",
|
|
44
|
+
"workplace_diversity_subsector_percentile - workforce_corr_weighted_sector_percentile"
|
|
45
|
+
]
|
|
46
|
+
}
|