cnhkmcp 2.3.1__py3-none-any.whl → 2.3.2__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/APP/Tranformer/parsetab.py +60 -0
- cnhkmcp/untracked/APP/Tranformer/validator.py +78 -4
- cnhkmcp/untracked/APP/static/inspiration.js +41 -3
- cnhkmcp/untracked/APP/templates/index.html +26 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/enhance_template.py +132 -6
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/SKILL.md +17 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/GLB_delay1_fundamental72_ideas.md +292 -239
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/final_expressions.json +74 -136
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852468022627100.json +22 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852468554457600.json +14 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852469133324600.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852469704433900.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852470248911900.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852470805192900.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852471380158000.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852471944247400.json +22 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852472483548800.json +14 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852473053891800.json +22 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852473617716000.json +22 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852474172815700.json +14 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852474735778500.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852475315478500.json +14 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852475912897000.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852476474911100.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852978914367200.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852979426164800.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852979945511100.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852980480251500.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852981007315500.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854621979784200.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854622483457900.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854623010559800.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854623572902300.json +5 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854624091016000.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_delay1.csv.bak_1769852868 +330 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_delay1.csv.bak_1769854511 +330 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace.log +12 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/validator.py +80 -4
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/op/321/206/320/220/342/225/227/321/207/342/225/227/320/243.md +24 -18
- 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 +14 -0
- cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/parsetab.py +60 -0
- cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/validator.py +78 -4
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/METADATA +1 -1
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/RECORD +49 -38
- cnhkmcp/untracked/APP/simulator/wqb20260130130030.log +0 -210
- cnhkmcp/untracked/APP/simulator/wqb20260130131757.log +0 -104
- cnhkmcp/untracked/APP/simulator/wqb20260130172245.log +0 -70
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759441444909600.json +0 -38
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759441920092000.json +0 -14
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759442418767100.json +0 -14
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759442902507600.json +0 -14
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759443377036200.json +0 -10
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759443845377000.json +0 -14
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759444313546700.json +0 -10
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759444784598600.json +0 -14
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759445274311200.json +0 -14
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759445747421700.json +0 -10
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759446222137800.json +0 -22
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759446686222600.json +0 -14
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759447154698500.json +0 -10
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759447629677000.json +0 -10
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759448102331200.json +0 -10
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759448573382000.json +0 -14
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/WHEEL +0 -0
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/licenses/LICENSE +0 -0
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/top_level.txt +0 -0
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"multiply(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)))",
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"multiply(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)))",
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"multiply(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)))",
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"multiply(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)))",
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"multiply(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)))",
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"multiply(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)))",
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"quantile(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)), driver=\"gaussian\")",
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"quantile(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)), driver=\"gaussian\")",
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"quantile(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)), driver=\"gaussian\")",
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"quantile(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)), driver=\"gaussian\")",
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"quantile(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)), driver=\"gaussian\")",
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"quantile(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)), driver=\"gaussian\")",
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"quantile(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)), driver=\"gaussian\")",
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"quantile(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)), driver=\"gaussian\")",
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"regression_neut(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
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"regression_neut(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
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"regression_neut(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
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"regression_neut(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
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"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
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"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
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"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
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"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
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"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
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-
"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
|
|
100
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
|
|
101
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
|
|
102
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
|
|
103
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
|
|
104
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
|
|
105
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
|
|
106
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
|
|
107
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
|
|
108
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
|
|
109
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
|
|
110
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)))",
|
|
111
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)))",
|
|
112
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)))",
|
|
113
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)))",
|
|
114
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)))",
|
|
115
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)))",
|
|
116
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)))",
|
|
117
|
-
"subtract(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)))",
|
|
118
|
-
"ts_av_diff(divide(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)), 504)",
|
|
119
|
-
"ts_av_diff(divide(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)), 504)",
|
|
120
|
-
"ts_av_diff(divide(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)), 504)",
|
|
121
|
-
"ts_av_diff(divide(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)), 504)",
|
|
122
|
-
"ts_corr(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_a_sales_rev_turn), 504)",
|
|
123
|
-
"ts_corr(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_q_sales_rev_turn), 504)",
|
|
124
|
-
"ts_corr(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_a_sales_rev_turn), 504)",
|
|
125
|
-
"ts_corr(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_q_sales_rev_turn), 504)",
|
|
126
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_cf_a_cf_chng_non_cash_work_cap), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)), 63)",
|
|
127
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_cf_a_cf_chng_non_cash_work_cap), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)), 63)",
|
|
128
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_cf_q_cf_chng_non_cash_work_cap), vec_avg(fnd72_pit_or_is_a_sales_rev_turn)), 63)",
|
|
129
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_cf_q_cf_chng_non_cash_work_cap), vec_avg(fnd72_pit_or_is_q_sales_rev_turn)), 63)",
|
|
130
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), add(add(vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)), vec_avg(fnd72_pit_or_bs_a_invtry_finished_goods))), 63)",
|
|
131
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), add(add(vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)), vec_avg(fnd72_pit_or_bs_a_invtry_finished_goods))), 63)",
|
|
132
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), add(add(vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)), vec_avg(fnd72_pit_or_bs_a_invtry_finished_goods))), 63)",
|
|
133
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), add(add(vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)), vec_avg(fnd72_pit_or_bs_a_invtry_finished_goods))), 63)",
|
|
134
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), add(add(vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)), vec_avg(fnd72_pit_or_bs_q_invtry_finished_goods))), 63)",
|
|
135
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), add(add(vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)), vec_avg(fnd72_pit_or_bs_q_invtry_finished_goods))), 63)",
|
|
136
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), add(add(vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)), vec_avg(fnd72_pit_or_bs_q_invtry_finished_goods))), 63)",
|
|
137
|
-
"ts_delta(divide(vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), add(add(vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)), vec_avg(fnd72_pit_or_bs_q_invtry_finished_goods))), 63)"
|
|
2
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
3
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
4
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
5
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
6
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
7
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
8
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
9
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
10
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
11
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
12
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
13
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
14
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
15
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
16
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
17
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
18
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
19
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
20
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
21
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
22
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
23
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
24
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
25
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
26
|
+
"divide(subtract(vec_avg(fnd72_pit_or_is_a_is_tax_eff_on_abnormal_item), ts_mean(vec_avg(fnd72_pit_or_is_a_is_tax_eff_on_abnormal_item), 504)), ts_std_dev(vec_avg(fnd72_pit_or_is_a_is_tax_eff_on_abnormal_item), 504))",
|
|
27
|
+
"divide(subtract(vec_avg(fnd72_pit_or_is_q_is_tax_eff_on_abnormal_item), ts_mean(vec_avg(fnd72_pit_or_is_q_is_tax_eff_on_abnormal_item), 504)), ts_std_dev(vec_avg(fnd72_pit_or_is_q_is_tax_eff_on_abnormal_item), 504))",
|
|
28
|
+
"divide(ts_delta(vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add), 252), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 252))",
|
|
29
|
+
"divide(ts_delta(vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add), 252), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 252))",
|
|
30
|
+
"divide(ts_delta(vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add), 252), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 252))",
|
|
31
|
+
"divide(ts_delta(vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add), 252), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 252))",
|
|
32
|
+
"divide(ts_mean(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), 126), ts_mean(vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt), 126))",
|
|
33
|
+
"divide(ts_mean(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), 126), ts_mean(vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt), 126))",
|
|
34
|
+
"divide(ts_mean(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), 126), ts_mean(vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt), 126))",
|
|
35
|
+
"divide(ts_mean(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), 126), ts_mean(vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt), 126))",
|
|
36
|
+
"divide(ts_std_dev(vec_avg(fnd72_pit_or_is_a_is_int_expense), 252), abs(ts_mean(vec_avg(fnd72_pit_or_is_a_is_int_expense), 252)))",
|
|
37
|
+
"divide(ts_std_dev(vec_avg(fnd72_pit_or_is_q_is_int_expense), 252), abs(ts_mean(vec_avg(fnd72_pit_or_is_q_is_int_expense), 252)))",
|
|
38
|
+
"divide(ts_sum(ts_delta(vec_avg(fnd72_pit_or_bs_a_bs_retain_earn), 252), 756), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 756))",
|
|
39
|
+
"divide(ts_sum(ts_delta(vec_avg(fnd72_pit_or_bs_a_bs_retain_earn), 252), 756), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 756))",
|
|
40
|
+
"divide(ts_sum(ts_delta(vec_avg(fnd72_pit_or_bs_q_bs_retain_earn), 252), 756), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 756))",
|
|
41
|
+
"divide(ts_sum(ts_delta(vec_avg(fnd72_pit_or_bs_q_bs_retain_earn), 252), 756), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 756))",
|
|
42
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_unrealized_gain_loss_comp_inc)))",
|
|
43
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_unrealized_gain_loss_comp_inc)))",
|
|
44
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_unrealized_gain_loss_comp_inc)))",
|
|
45
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_unrealized_gain_loss_comp_inc)))",
|
|
46
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_unrealized_gain_loss_comp_inc)))",
|
|
47
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_unrealized_gain_loss_comp_inc)))",
|
|
48
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_unrealized_gain_loss_comp_inc)))",
|
|
49
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_unrealized_gain_loss_comp_inc)))",
|
|
50
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
51
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
52
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
53
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
54
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
55
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
56
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
57
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
58
|
+
"subtract(ts_delta(vec_avg(fnd72_pit_or_cf_a_cf_chng_non_cash_work_cap), 126), ts_delta(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), 126))",
|
|
59
|
+
"subtract(ts_delta(vec_avg(fnd72_pit_or_cf_a_cf_chng_non_cash_work_cap), 126), ts_delta(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), 126))",
|
|
60
|
+
"subtract(ts_delta(vec_avg(fnd72_pit_or_cf_q_cf_chng_non_cash_work_cap), 126), ts_delta(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), 126))",
|
|
61
|
+
"subtract(ts_delta(vec_avg(fnd72_pit_or_cf_q_cf_chng_non_cash_work_cap), 126), ts_delta(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), 126))",
|
|
62
|
+
"subtract(vec_avg(fnd72_pit_or_is_a_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 126)))",
|
|
63
|
+
"subtract(vec_avg(fnd72_pit_or_is_a_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 126)))",
|
|
64
|
+
"subtract(vec_avg(fnd72_pit_or_is_a_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 126)))",
|
|
65
|
+
"subtract(vec_avg(fnd72_pit_or_is_a_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 126)))",
|
|
66
|
+
"subtract(vec_avg(fnd72_pit_or_is_q_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 126)))",
|
|
67
|
+
"subtract(vec_avg(fnd72_pit_or_is_q_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 126)))",
|
|
68
|
+
"subtract(vec_avg(fnd72_pit_or_is_q_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 126)))",
|
|
69
|
+
"subtract(vec_avg(fnd72_pit_or_is_q_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 126)))",
|
|
70
|
+
"ts_corr(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), ts_delay(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), 252), 504)",
|
|
71
|
+
"ts_corr(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), ts_delay(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), 252), 504)",
|
|
72
|
+
"ts_sum(subtract(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add)), 504)",
|
|
73
|
+
"ts_sum(subtract(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add)), 504)",
|
|
74
|
+
"ts_sum(subtract(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add)), 504)",
|
|
75
|
+
"ts_sum(subtract(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add)), 504)"
|
|
138
76
|
]
|
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(abs(subtract(vec_avg({comprehensive_income}), vec_avg({net_inc_avail_com_shrhldrs}))), vec_avg({tot_asset}))",
|
|
3
|
+
"idea": "**Concept**: Comprehensive Income Divergence\n- **Sample Fields Used**: comprehensive_income, net_inc_avail_com_shrhldrs\n- **Definition**: Absolute deviation of comprehensive income from net income, normalized by total assets\n- **Why This Feature**: Large deviations indicate significant unrealized gains/losses, foreign exchange impacts, or pension adjustments not captured in net income, signaling earnings quality issues\n- **Logical Meaning**: Identifies periods where \"hidden\" volatility in other comprehensive income components materially impacts total economic performance\n- **is filling nan necessary**: Comprehensive income components may be missing for some periods; backfill only if subsequent data exists\n- **Directionality**: Higher values indicate lower earnings quality and greater off-income-statement volatility\n- **Boundary Conditions**: Values >5% of assets suggest material non-operating adjustments; persistent deviations indicate structural currency or pension exposure",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
6
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
7
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
8
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
9
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
10
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
11
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
12
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
13
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
14
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
15
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
16
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
17
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
18
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
19
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
20
|
+
"divide(abs(subtract(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))"
|
|
21
|
+
]
|
|
22
|
+
}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(add(vec_avg({rental_exp_year_4}), vec_avg({rental_exp_year_5})), vec_avg({tot_asset}))",
|
|
3
|
+
"idea": "**Concept**: Operating Lease Commitment Concentration\n- **Sample Fields Used**: rental_exp_year_4, rental_exp_year_5, tot_asset\n- **Definition**: Forward lease commitments (years 4-5) as percentage of total assets, measuring off-balance-sheet liability exposure\n- **Why This Feature**: Captures long-term lease obligations not fully reflected in debt metrics; critical for retail, airline, and real estate intensive industries\n- **Logical Meaning**: Structural exposure to long-term fixed obligations requiring future cash generation\n- **is filling nan necessary**: Missing future lease commitments may indicate no leases or disclosure gaps; verify before filling\n- **Directionality**: Higher values indicate significant off-balance-sheet leverage; low values indicate asset-light or owned-asset models\n- **Boundary Conditions**: Values >20% of assets indicate lease-dependent business model; zero indicates minimal lease exposure",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
6
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
7
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
8
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
9
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
10
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
11
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
12
|
+
"divide(add(vec_avg(fnd72_pit_or_bs_q_bs_rental_exp_year_4), vec_avg(fnd72_pit_or_bs_a_bs_rental_exp_year_5)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))"
|
|
13
|
+
]
|
|
14
|
+
}
|
|
@@ -0,0 +1,8 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(subtract(vec_avg({tax_eff_on_abnormal_item}), ts_mean(vec_avg({tax_eff_on_abnormal_item}), 504)), ts_std_dev(vec_avg({tax_eff_on_abnormal_item}), 504))",
|
|
3
|
+
"idea": "**Concept**: Abnormal Tax Effect Detection\n- **Sample Fields Used**: tax_eff_on_abnormal_item\n- **Definition**: Z-score of current tax effects on abnormal items relative to trailing 2-year history\n- **Why This Feature**: Unusual tax adjustments often precede restatements or indicate aggressive tax position recognition; anomalous values warrant scrutiny\n- **Logical Meaning**: Captures outlier tax adjustments that deviate from historical patterns of one-time item treatment\n- **is filling nan necessary**: Absence of abnormal items (zero/NaN) is meaningful and should not be filled\n- **Directionality**: Extreme positive or negative z-scores indicate unusual tax events; zero indicates normal operations\n- **Boundary Conditions**: |z-score| > 3 indicates statistically significant anomaly requiring investigation",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(subtract(vec_avg(fnd72_pit_or_is_a_is_tax_eff_on_abnormal_item), ts_mean(vec_avg(fnd72_pit_or_is_a_is_tax_eff_on_abnormal_item), 504)), ts_std_dev(vec_avg(fnd72_pit_or_is_a_is_tax_eff_on_abnormal_item), 504))",
|
|
6
|
+
"divide(subtract(vec_avg(fnd72_pit_or_is_q_is_tax_eff_on_abnormal_item), ts_mean(vec_avg(fnd72_pit_or_is_q_is_tax_eff_on_abnormal_item), 504)), ts_std_dev(vec_avg(fnd72_pit_or_is_q_is_tax_eff_on_abnormal_item), 504))"
|
|
7
|
+
]
|
|
8
|
+
}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(ts_delta(vec_avg({cap_expend_prpty_add}), 252), ts_mean(vec_avg({tot_asset}), 252))",
|
|
3
|
+
"idea": "**Concept**: Capital Expenditure Acceleration\n- **Sample Fields Used**: cap_expend_prpty_add\n- **Definition**: Year-over-year change in capital expenditures normalized by trailing average total assets\n- **Why This Feature**: Accelerating capex signals management confidence in growth prospects; deceleration suggests caution or capacity saturation\n- **Logical Meaning**: Captures investment momentum relative to firm size, indicating strategic inflection points\n- **is filling nan necessary**: Zero values represent actual lack of investment and should not be filled; missing data requires backfilling\n- **Directionality**: Positive values indicate expansion; negative values indicate contraction or maintenance mode\n- **Boundary Conditions**: Extreme positive values (>50% of assets) suggest aggressive growth or acquisition activity; sustained negative values indicate asset-light transitions",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(ts_delta(vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add), 252), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 252))",
|
|
6
|
+
"divide(ts_delta(vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add), 252), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 252))",
|
|
7
|
+
"divide(ts_delta(vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add), 252), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 252))",
|
|
8
|
+
"divide(ts_delta(vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add), 252), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 252))"
|
|
9
|
+
]
|
|
10
|
+
}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(ts_mean(vec_avg({cash_from_oper}), 126), ts_mean(vec_avg({cash_paid_for_int_debt}), 126))",
|
|
3
|
+
"idea": "**Concept**: Debt Servicing Coverage Ratio\n- **Sample Fields Used**: cash_from_oper, cash_paid_for_int_debt\n- **Definition**: Operating cash flow divided by cash interest paid, with 126-day smoothing\n- **Why This Feature**: Directly measures ability to service debt obligations from operations; critical distress predictor combining liquidity generation with financing burden\n- **Logical Meaning**: Synthesis of operational performance (numerator) and financial leverage cost (denominator)\n- **is filling nan necessary**: Missing interest payments should be treated as zero only if confirmed no debt; otherwise backfill\n- **Directionality**: Higher values indicate stronger coverage (>3 is healthy); values <1 indicate distress\n- **Boundary Conditions**: Values approaching infinity indicate no debt; negative values indicate cash burn despite interest obligations",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(ts_mean(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), 126), ts_mean(vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt), 126))",
|
|
6
|
+
"divide(ts_mean(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), 126), ts_mean(vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt), 126))",
|
|
7
|
+
"divide(ts_mean(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), 126), ts_mean(vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt), 126))",
|
|
8
|
+
"divide(ts_mean(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), 126), ts_mean(vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt), 126))"
|
|
9
|
+
]
|
|
10
|
+
}
|
|
@@ -0,0 +1,8 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(ts_std_dev(vec_avg({int_expense}), 252), abs(ts_mean(vec_avg({int_expense}), 252)))",
|
|
3
|
+
"idea": "**Concept**: Interest Expense Stability Coefficient\n- **Sample Fields Used**: int_expense\n- **Definition**: Coefficient of variation (standard deviation divided by mean) of interest expense over trailing 252 days\n- **Why This Feature**: Stable interest expenses indicate predictable debt service obligations and conservative capital structure management; high volatility suggests refinancing risk or variable rate exposure\n- **Logical Meaning**: Measures the consistency of financing costs over time; invariant firms have predictable capital structures\n- **is filling nan necessary**: Backfilling may be appropriate for quarterly reporting gaps, but zero values should not be filled as they indicate no interest expense\n- **Directionality**: Lower values indicate stability (desirable); higher values indicate financial stress or variable rate exposure\n- **Boundary Conditions**: Values approaching zero indicate either no debt or perfectly fixed rates; extreme spikes indicate distressed refinancing",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(ts_std_dev(vec_avg(fnd72_pit_or_is_a_is_int_expense), 252), abs(ts_mean(vec_avg(fnd72_pit_or_is_a_is_int_expense), 252)))",
|
|
6
|
+
"divide(ts_std_dev(vec_avg(fnd72_pit_or_is_q_is_int_expense), 252), abs(ts_mean(vec_avg(fnd72_pit_or_is_q_is_int_expense), 252)))"
|
|
7
|
+
]
|
|
8
|
+
}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
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+
{
|
|
2
|
+
"template": "divide(ts_sum(ts_delta(vec_avg({retain_earn}), 252), 756), ts_mean(vec_avg({tot_asset}), 756))",
|
|
3
|
+
"idea": "**Concept**: Retained Earnings Growth Trajectory\n- **Sample Fields Used**: retain_earn\n- **Definition**: 3-year cumulative change in retained earnings normalized by average total assets\n- **Why This Feature**: Measures long-term profit retention and reinvestment success; declining cumulative trend indicates dividend overpayment or accumulated losses\n- **Logical Meaning**: Accumulated historical profitability available for reinvestment or distribution\n- **is filling nan necessary**: Annual data points require interpolation or backfilling for quarterly analysis\n- **Directionality**: Positive cumulative growth indicates value retention; negative indicates eroding equity base\n- **Boundary Conditions**: Declining values approaching zero indicate depleted equity; rapid growth indicates aggressive retention",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(ts_sum(ts_delta(vec_avg(fnd72_pit_or_bs_a_bs_retain_earn), 252), 756), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 756))",
|
|
6
|
+
"divide(ts_sum(ts_delta(vec_avg(fnd72_pit_or_bs_a_bs_retain_earn), 252), 756), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 756))",
|
|
7
|
+
"divide(ts_sum(ts_delta(vec_avg(fnd72_pit_or_bs_q_bs_retain_earn), 252), 756), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 756))",
|
|
8
|
+
"divide(ts_sum(ts_delta(vec_avg(fnd72_pit_or_bs_q_bs_retain_earn), 252), 756), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 756))"
|
|
9
|
+
]
|
|
10
|
+
}
|
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(vec_avg({cash_from_oper}), add(vec_avg({st_debt}), vec_avg({other_st_liab}), vec_avg({cash_paid_for_int_debt})))",
|
|
3
|
+
"idea": "**Concept**: Fundamental Solvency Essence\n- **Sample Fields Used**: cash_from_oper, st_debt, other_st_liab, cash_paid_for_int_debt\n- **Definition**: Operating cash flow coverage of all short-term obligations including interest, measuring pure liquidity adequacy without refinancing dependency\n- **Why This Feature**: Essential liquidity metric focusing on operational self-sufficiency; removes equity market and long-term financing noise\n- **Logical Meaning**: Can the business fund its immediate obligations from operations alone?\n- **is filling nan necessary**: Ensure all liability components are captured; missing values may understate obligations\n- **Directionality**: Values >2.0 indicate operational self-sufficiency; <1.0 indicates dependency on external financing\n- **Boundary Conditions**: Values approaching zero indicate immediate liquidity crisis; extremely high values indicate inefficient capital structure",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt)))",
|
|
6
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt)))",
|
|
7
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt)))",
|
|
8
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt)))",
|
|
9
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt)))",
|
|
10
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt)))",
|
|
11
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt)))",
|
|
12
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_a_cf_act_cash_paid_for_int_debt)))",
|
|
13
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt)))",
|
|
14
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt)))",
|
|
15
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt)))",
|
|
16
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt)))",
|
|
17
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt)))",
|
|
18
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt)))",
|
|
19
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt)))",
|
|
20
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_cf_q_cf_act_cash_paid_for_int_debt)))"
|
|
21
|
+
]
|
|
22
|
+
}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(vec_avg({cash_from_oper}), subtract(vec_avg({net_inc_avail_com_shrhldrs}), vec_avg({unrealized_gain_loss_comp_inc})))",
|
|
3
|
+
"idea": "**Concept**: Core Operating Cash Persistence\n- **Sample Fields Used**: cash_from_oper, net_inc_avail_com_shrhldrs, unrealized_gain_loss_comp_inc\n- **Definition**: Operating cash flow divided by net income adjusted for comprehensive income volatility, stripping out non-cash and non-operating distortions\n- **Why This Feature**: Distills true cash conversion efficiency by removing accounting artifacts and unrealized gains; essential measure of earnings quality\n- **Logical Meaning**: Pure cash generation capability independent of accrual accounting and mark-to-market volatility\n- **is filling nan necessary**: Unrealized gains may be zero for many firms; this is valid data\n- **Directionality**: Values consistently >1.0 indicate high-quality earnings converting to cash; <1.0 indicates aggressive revenue recognition\n- **Boundary Conditions**: Sustained values <0.5 indicate potential accounting issues; >2.0 indicates working capital optimization or deferred revenue",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_unrealized_gain_loss_comp_inc)))",
|
|
6
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_unrealized_gain_loss_comp_inc)))",
|
|
7
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_unrealized_gain_loss_comp_inc)))",
|
|
8
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_unrealized_gain_loss_comp_inc)))",
|
|
9
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_unrealized_gain_loss_comp_inc)))",
|
|
10
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_unrealized_gain_loss_comp_inc)))",
|
|
11
|
+
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_unrealized_gain_loss_comp_inc)))",
|
|
12
|
+
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_unrealized_gain_loss_comp_inc)))"
|
|
13
|
+
]
|
|
14
|
+
}
|
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(vec_avg({sales_rev_turn}), add(vec_avg({accts_rec_excl_notes_rec}), vec_avg({invtry_raw_materials}), vec_avg({invtry_in_progress})))",
|
|
3
|
+
"idea": "**Concept**: Asset Composition Efficiency\n- **Sample Fields Used**: accts_rec_excl_notes_rec, invtry_raw_materials, invtry_in_progress, sales_rev_turn\n- **Definition**: Revenue divided by sum of receivables and inventory components, measuring working capital turnover\n- **Why This Feature**: Combines multiple asset classes to assess overall working capital efficiency; low values indicate capital tied up in operations\n- **Logical Meaning**: Measures how effectively the firm converts asset investments (receivables + inventory) into revenue\n- **is filling nan necessary**: Missing inventory components should be treated as zero if not applicable to business model (e.g., service firms)\n- **Directionality**: Higher values indicate efficient asset utilization; declining trends suggest operational inefficiency\n- **Boundary Conditions**: Industry-dependent; retail typically 6-12x, manufacturing 3-6x; extreme values indicate just-in-time success or data errors",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)))",
|
|
6
|
+
"divide(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)))",
|
|
7
|
+
"divide(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)))",
|
|
8
|
+
"divide(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)))",
|
|
9
|
+
"divide(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)))",
|
|
10
|
+
"divide(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)))",
|
|
11
|
+
"divide(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)))",
|
|
12
|
+
"divide(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)))",
|
|
13
|
+
"divide(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)))",
|
|
14
|
+
"divide(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)))",
|
|
15
|
+
"divide(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)))",
|
|
16
|
+
"divide(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_q_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)))",
|
|
17
|
+
"divide(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)))",
|
|
18
|
+
"divide(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_q_invtry_in_progress)))",
|
|
19
|
+
"divide(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)))",
|
|
20
|
+
"divide(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), add(vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec), vec_avg(fnd72_pit_or_bs_a_invtry_raw_materials), vec_avg(fnd72_pit_or_bs_a_invtry_in_progress)))"
|
|
21
|
+
]
|
|
22
|
+
}
|
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "divide(vec_avg({st_debt}), add(vec_avg({other_st_liab}), vec_avg({def_tax_liab}), vec_avg({st_debt}), vec_avg({tot_liab_eqy})))",
|
|
3
|
+
"idea": "**Concept**: Short-Term Debt Dependency Ratio\n- **Sample Fields Used**: st_debt, other_st_liab, def_tax_liab, tot_liab_eqy\n- **Definition**: Short-term debt as proportion of total liabilities, capturing capital structure maturity profile\n- **Why This Feature**: High short-term dependency indicates refinancing risk and liquidity vulnerability; structural measure of financial risk\n- **Logical Meaning**: Decomposes liability structure to identify maturity mismatch risks in the capital stack\n- **is filling nan necessary**: Zero short-term debt is valid and should not be filled; missing total liabilities requires data validation\n- **Directionality**: Lower values indicate long-term financing security; higher values indicate reliance on rolling short-term funding\n- **Boundary Conditions**: Values >0.4 indicate dangerous short-term dependency; zero indicates conservative long-term financing",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"divide(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_a_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy)))",
|
|
6
|
+
"divide(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_a_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy)))",
|
|
7
|
+
"divide(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_a_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy)))",
|
|
8
|
+
"divide(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_a_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy)))",
|
|
9
|
+
"divide(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_q_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy)))",
|
|
10
|
+
"divide(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_q_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy)))",
|
|
11
|
+
"divide(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_q_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy)))",
|
|
12
|
+
"divide(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_a_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_q_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy)))",
|
|
13
|
+
"divide(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_q_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy)))",
|
|
14
|
+
"divide(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_q_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy)))",
|
|
15
|
+
"divide(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_q_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy)))",
|
|
16
|
+
"divide(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_q_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy)))",
|
|
17
|
+
"divide(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_a_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy)))",
|
|
18
|
+
"divide(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_a_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy)))",
|
|
19
|
+
"divide(vec_avg(fnd72_pit_or_bs_q_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_a_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_q_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy)))",
|
|
20
|
+
"divide(vec_avg(fnd72_pit_or_bs_a_bs_st_debt), add(vec_avg(fnd72_pit_or_bs_q_bs_other_st_liab), vec_avg(fnd72_pit_or_bs_a_bs_def_tax_liab), vec_avg(fnd72_pit_or_bs_a_bs_st_debt), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy)))"
|
|
21
|
+
]
|
|
22
|
+
}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "quantile(divide(vec_avg({comprehensive_income}), vec_avg({net_inc_avail_com_shrhldrs})), driver=\"gaussian\", sigma=1.0)",
|
|
3
|
+
"idea": "**Concept**: Comprehensive Income Gaussian Rank\n- **Sample Fields Used**: comprehensive_income, net_inc_avail_com_shrhldrs\n- **Definition**: Cross-sectional Gaussian quantile of the ratio of comprehensive income to net income\n- **Why This Feature**: Relative positioning within universe identifies outliers in earnings quality; extreme ranks indicate unusual comprehensive income components\n- **Logical Meaning**: Relative comparison of total economic income versus reported net income across peers\n- **is filling nan necessary**: Missing comprehensive income should be excluded from ranking rather than filled\n- **Directionality**: Extreme positive ranks indicate significant OCI gains; extreme negative indicate OCI losses\n- **Boundary Conditions**: Values beyond 2 sigma indicate material divergence from typical earnings composition",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
6
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
7
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
8
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
9
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
10
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_q_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
11
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)",
|
|
12
|
+
"quantile(divide(vec_avg(fnd72_pit_or_is_a_is_comprehensive_income_per_shr), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs)), driver=\"gaussian\", sigma=1.0)"
|
|
13
|
+
]
|
|
14
|
+
}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "subtract(ts_delta(vec_avg({chng_non_cash_work_cap}), 126), ts_delta(vec_avg({sales_rev_turn}), 126))",
|
|
3
|
+
"idea": "**Concept**: Working Capital Velocity Shift\n- **Sample Fields Used**: chng_non_cash_work_cap, sales_rev_turn\n- **Definition**: Rate of change in non-cash working capital relative to revenue growth over trailing 126 days\n- **Why This Feature**: Divergence between working capital needs and revenue growth indicates efficiency gains or deterioration in receivables/payables management\n- **Logical Meaning**: Measures whether the company is monetizing its working capital (positive divergence) or consuming cash to fund growth (negative)\n- **is filling nan necessary**: Working capital changes can be legitimately zero; fill only true missing values\n- **Directionality**: Positive divergence (working capital decreasing while revenue growing) indicates efficiency; negative suggests cash consumption\n- **Boundary Conditions**: Extreme values indicate one-time working capital events or seasonal distortions",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"subtract(ts_delta(vec_avg(fnd72_pit_or_cf_a_cf_chng_non_cash_work_cap), 126), ts_delta(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), 126))",
|
|
6
|
+
"subtract(ts_delta(vec_avg(fnd72_pit_or_cf_a_cf_chng_non_cash_work_cap), 126), ts_delta(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), 126))",
|
|
7
|
+
"subtract(ts_delta(vec_avg(fnd72_pit_or_cf_q_cf_chng_non_cash_work_cap), 126), ts_delta(vec_avg(fnd72_pit_or_is_a_sales_rev_turn), 126))",
|
|
8
|
+
"subtract(ts_delta(vec_avg(fnd72_pit_or_cf_q_cf_chng_non_cash_work_cap), 126), ts_delta(vec_avg(fnd72_pit_or_is_q_sales_rev_turn), 126))"
|
|
9
|
+
]
|
|
10
|
+
}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "subtract(vec_avg({eff_int_rate}), divide(vec_avg({int_expense}), ts_mean(vec_avg({tot_asset}), 126)))",
|
|
3
|
+
"idea": "**Concept**: Effective Interest Rate Spread\n- **Sample Fields Used**: eff_int_rate, int_expense, tot_asset\n- **Definition**: Effective interest rate minus implied rate (interest expense/average total assets), measuring debt cost efficiency\n- **Why This Feature**: Positive spread indicates efficient debt management vs industry; negative suggests high-cost borrowing or inefficient capital structure\n- **Logical Meaning**: Relative positioning of the firm's debt costs versus its asset scale and stated effective rates\n- **is filling nan necessary**: Ensure both rate and expense data align temporally before calculation\n- **Directionality**: Negative values indicate favorable borrowing costs relative to asset base; positive suggests expensive leverage\n- **Boundary Conditions**: Extreme deviations (>5%) indicate measurement errors or non-standard debt instruments",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"subtract(vec_avg(fnd72_pit_or_is_a_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 126)))",
|
|
6
|
+
"subtract(vec_avg(fnd72_pit_or_is_a_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 126)))",
|
|
7
|
+
"subtract(vec_avg(fnd72_pit_or_is_a_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 126)))",
|
|
8
|
+
"subtract(vec_avg(fnd72_pit_or_is_a_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 126)))",
|
|
9
|
+
"subtract(vec_avg(fnd72_pit_or_is_q_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 126)))",
|
|
10
|
+
"subtract(vec_avg(fnd72_pit_or_is_q_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 126)))",
|
|
11
|
+
"subtract(vec_avg(fnd72_pit_or_is_q_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), 126)))",
|
|
12
|
+
"subtract(vec_avg(fnd72_pit_or_is_q_eff_int_rate), divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), ts_mean(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), 126)))"
|
|
13
|
+
]
|
|
14
|
+
}
|
|
@@ -0,0 +1,8 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "ts_corr(vec_avg({cash_from_oper}), ts_delay(vec_avg({cash_from_oper}), 252), 504)",
|
|
3
|
+
"idea": "**Concept**: Operating Cash Flow Persistence\n- **Sample Fields Used**: cash_from_oper\n- **Definition**: Rolling 504-day autocorrelation of operating cash flow levels\n- **Why This Feature**: Persistent operating cash flows indicate sustainable business models; erratic cash generation suggests cyclicality or working capital management issues\n- **Logical Meaning**: Captures the stability of core business cash generation independent of accounting accruals\n- **is filling nan necessary**: Quarterly gaps should be backfilled using ts_backfill to maintain continuity for time series calculations\n- **Directionality**: Higher values (closer to 1.0) indicate stable, predictable cash generation\n- **Boundary Conditions**: Negative autocorrelation suggests mean-reverting or cyclical cash flows; values >0.8 indicate exceptional stability",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"ts_corr(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), ts_delay(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), 252), 504)",
|
|
6
|
+
"ts_corr(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), ts_delay(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), 252), 504)"
|
|
7
|
+
]
|
|
8
|
+
}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "ts_sum(subtract(vec_avg({cash_from_oper}), vec_avg({cap_expend_prpty_add})), 504)",
|
|
3
|
+
"idea": "**Concept**: Cumulative Free Cash Generation\n- **Sample Fields Used**: cash_from_oper, cap_expend_prpty_add\n- **Definition**: Rolling 504-day sum of operating cash flow minus capital expenditures\n- **Why This Feature**: Cumulative free cash flow indicates long-term value creation capacity; negative accumulation signals unsustainable business model\n- **Logical Meaning**: Accumulated net cash available for shareholders after maintaining and expanding asset base\n- **is filling nan necessary**: Quarterly data requires backfilling to ensure continuous accumulation\n- **Directionality**: Positive and growing values indicate value creation; negative values indicate cash consumption\n- **Boundary Conditions**: Sustained negative accumulation over 2+ years indicates structural cash burn; extreme positive indicates cash hoarding",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"ts_sum(subtract(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add)), 504)",
|
|
6
|
+
"ts_sum(subtract(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add)), 504)",
|
|
7
|
+
"ts_sum(subtract(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add)), 504)",
|
|
8
|
+
"ts_sum(subtract(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add)), 504)"
|
|
9
|
+
]
|
|
10
|
+
}
|