cnhkmcp 2.3.1__py3-none-any.whl → 2.3.3__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/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221/BRAIN_AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221Mac_Linux/321/207/320/231/320/230/321/206/320/254/320/274.zip +0 -0
- cnhkmcp/untracked/AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221//321/205/320/237/320/234/321/205/320/227/342/225/227/321/205/320/276/320/231/321/210/320/263/320/225AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221_Windows/321/207/320/231/320/230/321/206/320/254/320/274.exe +0 -0
- 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/ace.log +1 -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_fundamental28_ideas.md +384 -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/fundamental28_GLB_delay1/final_expressions.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874844124598400.json +7 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874844589448700.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874845048996700.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874845510819100.json +12 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874845978315000.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874846459411100.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874846924915700.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874847399137200.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874847858960800.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874848327921300.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874848810818000.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874849327754300.json +7 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874849795807500.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874850272279500.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874850757124200.json +7 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874851224506800.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_delay1.csv +930 -0
- 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 +13 -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/untracked/skills/brain-inspectTemplate-create-Setting/.gitignore +14 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/SKILL.md +76 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/ace.log +0 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/ace_lib.py +1512 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/config.json +6 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/fundamental28_GLB_1_idea_1769874845978315000.json +10 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/helpful_functions.py +180 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/__init__.py +0 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/build_alpha_list.py +86 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/fetch_sim_options.py +51 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/load_credentials.py +93 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/parse_idea_file.py +85 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/process_template.py +80 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/resolve_settings.py +94 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/sim_options_snapshot.json +414 -0
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.3.dist-info}/METADATA +1 -1
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.3.dist-info}/RECORD +86 -41
- 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-2.3.3.dist-info}/WHEEL +0 -0
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.3.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.3.dist-info}/licenses/LICENSE +0 -0
- {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.3.dist-info}/top_level.txt +0 -0
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{
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"template": "divide(add(add(vec_avg({bs_cash_near_cash_item}), vec_avg({accts_rec_excl_notes_rec})), vec_avg({inventories})), vec_avg({bs_cur_asset_report}))",
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"idea": "**Concept**: Liquid Asset Purity Ratio\n- **Sample Fields Used**: bs_cash_near_cash_item, bs_accts_rec_excl_notes_rec, inventories, bs_cur_asset_report\n- **Definition**: Proportion of current assets comprised of cash and near-cash items versus receivables and inventory\n- **Why This Feature**: Composition of current assets indicates liquidity quality; high receivables/inventory suggests committed working capital, high cash suggests flexibility but potentially inefficient deployment\n- **Logical Meaning**: Measures the liquidity structure and quality of current assets\n- **Directionality**: Higher values indicate higher liquidity quality (more cash); lower values indicate capital-intensive working capital structure\n- **Boundary Conditions**: Approaches 1.0 for cash-rich companies; approaches 0 for highly leveraged working capital structures",
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"expression_list": [
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"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
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"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
|
19
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
|
20
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
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21
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
|
22
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
|
23
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
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24
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
|
25
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
|
|
26
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
|
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27
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
|
|
28
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
|
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29
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
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30
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
|
31
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
|
32
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
|
|
33
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
|
|
34
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
|
|
35
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
|
|
36
|
-
"divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))"
|
|
37
|
-
]
|
|
38
|
-
}
|
|
@@ -1,14 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "divide(subtract(vec_avg({bs_tot_asset}), vec_avg({bs_disclosed_intangibles})), vec_avg({bs_tot_liab_eqy}))",
|
|
3
|
-
"idea": "**Concept**: Tangible Capital Structure\n- **Sample Fields Used**: bs_disclosed_intangibles, bs_tot_asset, bs_tot_liab_eqy\n- **Definition**: Net tangible assets (total assets minus intangibles) as a proportion of total capital\n- **Why This Feature**: Intangibles represent uncertain liquidation values; this metric reveals the tangible collateral backing the capital structure, critical for credit analysis and liquidation scenarios\n- **Logical Meaning**: Measures the tangible asset backing of the enterprise value\n- **Directionality**: Higher values indicate more collateralizable assets (safer for creditors); lower values indicate knowledge-intensive/asset-light models\n- **Boundary Conditions**: Near 0 for pure IP/brand companies; near 1 for heavy industrial companies",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"divide(subtract(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy))",
|
|
6
|
-
"divide(subtract(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy))",
|
|
7
|
-
"divide(subtract(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy))",
|
|
8
|
-
"divide(subtract(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy))",
|
|
9
|
-
"divide(subtract(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy))",
|
|
10
|
-
"divide(subtract(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy))",
|
|
11
|
-
"divide(subtract(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy))",
|
|
12
|
-
"divide(subtract(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy))"
|
|
13
|
-
]
|
|
14
|
-
}
|
|
@@ -1,14 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "divide(subtract(vec_avg({net_inc_avail_com_shrhldrs}), vec_avg({tot_cash_com_dvd})), vec_avg({pure_retained_earnings}))",
|
|
3
|
-
"idea": "**Concept**: Retained Earnings Reinvestment Rate\n- **Sample Fields Used**: pure_retained_earnings, net_inc_avail_com_shrhldrs, tot_cash_com_dvd\n- **Definition**: Proportion of earnings retained (net income minus dividends) relative to existing retained earnings base\n- **Why This Feature**: Cumulative retention policy indicates growth orientation vs. harvest mode; rapid accumulation suggests reinvestment opportunities, depletion suggests losses or dividend payouts exceeding earnings\n- **Logical Meaning**: Measures the growth rate of the cumulative earnings reservoir\n- **Directionality**: Positive values indicate earnings accumulation; negative values indicate retained earnings depletion (losses or excess dividends)\n- **Boundary Conditions**: High positive values during growth phases; negative values during restructuring or dividend recapitalizations",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"divide(subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_a_bs_pure_retained_earnings))",
|
|
6
|
-
"divide(subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_a_bs_pure_retained_earnings))",
|
|
7
|
-
"divide(subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_q_bs_pure_retained_earnings))",
|
|
8
|
-
"divide(subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_q_bs_pure_retained_earnings))",
|
|
9
|
-
"divide(subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_a_bs_pure_retained_earnings))",
|
|
10
|
-
"divide(subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_a_bs_pure_retained_earnings))",
|
|
11
|
-
"divide(subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_q_bs_pure_retained_earnings))",
|
|
12
|
-
"divide(subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_q_bs_pure_retained_earnings))"
|
|
13
|
-
]
|
|
14
|
-
}
|
|
@@ -1,14 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "divide(ts_std_dev(divide(add(vec_avg({bs_st_borrow}), vec_avg({bs_lt_borrow})), vec_avg({bs_tot_asset})), 252), abs(ts_mean(divide(add(vec_avg({bs_st_borrow}), vec_avg({bs_lt_borrow})), vec_avg({bs_tot_asset})), 252)))",
|
|
3
|
-
"idea": "**Concept**: Capital Structure Stability Coefficient\n- **Sample Fields Used**: bs_st_borrow, bs_lt_borrow, bs_tot_asset\n- **Definition**: Coefficient of variation of total debt-to-assets ratio measured over trailing 4 quarters\n- **Why This Feature**: Capital structure volatility predicts financial distress independently of leverage levels; stable leverage indicates disciplined financial policy and lower refinancing risk\n- **Logical Meaning**: Measures the consistency of a company's financing decisions and capital allocation stability\n- **Directionality**: Lower values indicate more stable capital structure (positive signal for credit quality); higher values indicate erratic financing behavior\n- **Boundary Conditions**: Approaches 0 for perfectly stable capital structures; spikes during acquisitions, divestitures, or financial stress",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"divide(ts_std_dev(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_asset)), 252), abs(ts_mean(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_asset)), 252)))",
|
|
6
|
-
"divide(ts_std_dev(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_asset)), 252), abs(ts_mean(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_asset)), 252)))",
|
|
7
|
-
"divide(ts_std_dev(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_asset)), 252), abs(ts_mean(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_asset)), 252)))",
|
|
8
|
-
"divide(ts_std_dev(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_asset)), 252), abs(ts_mean(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_asset)), 252)))",
|
|
9
|
-
"divide(ts_std_dev(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_asset)), 252), abs(ts_mean(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_asset)), 252)))",
|
|
10
|
-
"divide(ts_std_dev(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_asset)), 252), abs(ts_mean(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_asset)), 252)))",
|
|
11
|
-
"divide(ts_std_dev(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_asset)), 252), abs(ts_mean(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_asset)), 252)))",
|
|
12
|
-
"divide(ts_std_dev(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_asset)), 252), abs(ts_mean(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_asset)), 252)))"
|
|
13
|
-
]
|
|
14
|
-
}
|
|
@@ -1,10 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "divide(ts_sum(vec_avg({cap_expend_prpty_add}), 252), vec_avg({bs_tot_asset}))",
|
|
3
|
-
"idea": "**Concept**: Cumulative Capital Intensity\n- **Sample Fields Used**: cap_expend_prpty_add, bs_tot_asset\n- **Definition**: Trailing 12-month capital expenditures as a proportion of total asset base\n- **Why This Feature**: Cumulative investment intensity indicates maintenance vs. growth capex; sustained high levels suggest expansion or replacement cycles, low levels suggest asset sweating or underinvestment\n- **Logical Meaning**: Measures the rate of asset base renewal and expansion\n- **Directionality**: Higher values indicate aggressive investment/growth; lower values indicate asset harvesting or underinvestment\n- **Boundary Conditions**: Extreme values during major expansion cycles (high) or asset-light transitions (low)",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"divide(ts_sum(vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add), 252), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
6
|
-
"divide(ts_sum(vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add), 252), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
|
|
7
|
-
"divide(ts_sum(vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add), 252), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
|
|
8
|
-
"divide(ts_sum(vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add), 252), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))"
|
|
9
|
-
]
|
|
10
|
-
}
|
|
@@ -1,14 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "divide(vec_avg({cf_cash_from_oper}), add(vec_avg({bs_acct_payable}), vec_avg({bs_other_cur_liab})))",
|
|
3
|
-
"idea": "**Concept**: Operating Liability Financing Efficiency\n- **Sample Fields Used**: cf_cash_from_oper, bs_acct_payable, bs_other_cur_liab\n- **Definition**: Operating cash flow generated per dollar of operating liabilities (payables + accrued expenses)\n- **Why This Feature**: Combines supplier financing utilization with cash conversion efficiency; high values indicate masterful working capital management, low values indicate inefficient operations despite supplier credit\n- **Logical Meaning**: Measures efficiency of converting supplier credit into operating cash flow\n- **Directionality**: Higher values indicate superior working capital management; declining values suggest supplier terms tightening or operational deterioration\n- **Boundary Conditions**: Very high values during cash conversion cycle optimization; very low or negative during operational losses",
|
|
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_acct_payable), vec_avg(fnd72_pit_or_bs_a_bs_other_cur_liab)))",
|
|
6
|
-
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_acct_payable), vec_avg(fnd72_pit_or_bs_a_bs_other_cur_liab)))",
|
|
7
|
-
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_acct_payable), vec_avg(fnd72_pit_or_bs_q_bs_other_cur_liab)))",
|
|
8
|
-
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_acct_payable), vec_avg(fnd72_pit_or_bs_q_bs_other_cur_liab)))",
|
|
9
|
-
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_acct_payable), vec_avg(fnd72_pit_or_bs_a_bs_other_cur_liab)))",
|
|
10
|
-
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_acct_payable), vec_avg(fnd72_pit_or_bs_a_bs_other_cur_liab)))",
|
|
11
|
-
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_acct_payable), vec_avg(fnd72_pit_or_bs_q_bs_other_cur_liab)))",
|
|
12
|
-
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_acct_payable), vec_avg(fnd72_pit_or_bs_q_bs_other_cur_liab)))"
|
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13
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-
]
|
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14
|
-
}
|
|
@@ -1,10 +0,0 @@
|
|
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1
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-
{
|
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2
|
-
"template": "divide(vec_avg({cf_cash_from_oper}), vec_avg({net_inc_avail_com_shrhldrs}))",
|
|
3
|
-
"idea": "**Concept**: Cash Conversion Authenticity\n- **Sample Fields Used**: cf_cash_from_oper, net_inc_avail_com_shrhldrs\n- **Definition**: Ratio of operating cash flow to net income measuring the \"cash reality\" of reported earnings\n- **Why This Feature**: Essential validation of earnings quality; sustained ratios below 1 indicate accrual-based earnings inflation, above 1 indicates conservative accounting or working capital release\n- **Logical Meaning**: Measures the cash realization rate of accounting profits\n- **Directionality**: Values consistently above 1 indicate high-quality earnings; values below 1 indicate low-quality, accrual-heavy earnings\n- **Boundary Conditions**: Approaches 0 for highly accrual-based earnings; high values during working capital liquidation or prepayment collection",
|
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4
|
-
"expression_list": [
|
|
5
|
-
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))",
|
|
6
|
-
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))",
|
|
7
|
-
"divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))",
|
|
8
|
-
"divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))"
|
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9
|
-
]
|
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10
|
-
}
|
|
@@ -1,14 +0,0 @@
|
|
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1
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-
{
|
|
2
|
-
"template": "multiply(divide(vec_avg({net_inc_avail_com_shrhldrs}), vec_avg({bs_tot_asset})), divide(vec_avg({bs_tot_asset}), vec_avg({bs_tot_eqy})))",
|
|
3
|
-
"idea": "**Concept**: Financial Leverage Efficiency Product\n- **Sample Fields Used**: net_inc_avail_com_shrhldrs, bs_tot_asset, bs_tot_eqy\n- **Definition**: Interaction of return on assets and equity multiplier (Assets/Equity)\n- **Why This Feature**: Combines operational efficiency with capital structure to identify value-creating leverage vs. value-destroying leverage; high ROA with high leverage creates amplified returns, low ROA with high leverage creates distress\n- **Logical Meaning**: Measures the multiplicative effect of capital structure on operational returns\n- **Directionality**: Higher values indicate efficient use of leverage; negative values indicate leverage magnifying losses\n- **Boundary Conditions**: Extreme values during high profitability with high leverage (optimal) or high losses with high leverage (distress)",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"multiply(divide(vec_avg(fnd72_pit_or_is_a_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)))",
|
|
6
|
-
"multiply(divide(vec_avg(fnd72_pit_or_is_a_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)))",
|
|
7
|
-
"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)))",
|
|
8
|
-
"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)))",
|
|
9
|
-
"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)))",
|
|
10
|
-
"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)))",
|
|
11
|
-
"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)))",
|
|
12
|
-
"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)))"
|
|
13
|
-
]
|
|
14
|
-
}
|
|
@@ -1,14 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "quantile(divide(add(vec_avg({bs_st_borrow}), vec_avg({bs_lt_borrow})), vec_avg({bs_tot_eqy})), driver=\"gaussian\")",
|
|
3
|
-
"idea": "**Concept**: Quantile Leverage Position\n- **Sample Fields Used**: bs_st_borrow, bs_lt_borrow, bs_tot_eqy\n- **Definition**: Gaussian quantile ranking of total debt-to-equity ratio within the universe\n- **Why This Feature**: Relative leverage position indicates financial risk tolerance compared to peers; extreme percentiles suggest vulnerability to sector-wide credit crunches or capacity for opportunistic leverage increases\n- **Logical Meaning**: Relative financial risk positioning within the market cross-section\n- **Directionality**: Higher quantiles indicate higher relative leverage (typically negative for risk); lower quantiles indicate conservative positioning\n- **Boundary Conditions**: 0.5 represents median leverage; tails represent extreme conservative/aggressive postures",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"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\")",
|
|
6
|
-
"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\")",
|
|
7
|
-
"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\")",
|
|
8
|
-
"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\")",
|
|
9
|
-
"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\")",
|
|
10
|
-
"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\")",
|
|
11
|
-
"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\")",
|
|
12
|
-
"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\")"
|
|
13
|
-
]
|
|
14
|
-
}
|
|
@@ -1,10 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "regression_neut(divide(vec_avg({net_inc_avail_com_shrhldrs}), vec_avg({bs_tot_asset})), vec_avg({bs_tot_asset}))",
|
|
3
|
-
"idea": "**Concept**: Peer-Neutralized Profitability\n- **Sample Fields Used**: net_inc_avail_com_shrhldrs, bs_tot_asset\n- **Definition**: Cross-sectional residual of ROA after controlling for total asset size (industry-adjusted return)\n- **Why This Feature**: Raw profitability varies by industry and scale; neutralizing removes sector and size effects to identify true operational outperformance vs. peers\n- **Logical Meaning**: Relative positioning of profitability within the cross-section of comparable firms\n- **Directionality**: Positive residuals indicate above-peer performance; negative indicates below-peer\n- **Boundary Conditions**: Extreme positive values indicate exceptional moats; extreme negative indicates structural disadvantages",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"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))",
|
|
6
|
-
"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))",
|
|
7
|
-
"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))",
|
|
8
|
-
"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))"
|
|
9
|
-
]
|
|
10
|
-
}
|
|
@@ -1,22 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "subtract(divide(vec_avg({is_int_expense}), add(vec_avg({bs_st_borrow}), vec_avg({bs_lt_borrow}))), vec_avg({eff_int_rate}))",
|
|
3
|
-
"idea": "**Concept**: Interest Expense Efficiency Gap\n- **Sample Fields Used**: is_int_expense, bs_st_borrow, bs_lt_borrow, eff_int_rate\n- **Definition**: Deviation of actual interest expense from predicted interest expense (effective rate × average debt)\n- **Why This Feature**: Anomalous gaps reveal financial engineering (capitalized interest), covenant violations triggering rate spikes, or non-standard debt instruments (convertibles, hybrids)\n- **Logical Meaning**: Identifies unexplained cost of debt deviations from contractual terms\n- **Directionality**: Positive values (actual > predicted) suggest hidden costs or rate spikes; negative values suggest interest capitalization or subsidized financing\n- **Boundary Conditions**: Large deviations indicate accounting classification issues or financial distress triggering penalty rates",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"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))",
|
|
6
|
-
"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))",
|
|
7
|
-
"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))",
|
|
8
|
-
"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))",
|
|
9
|
-
"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))",
|
|
10
|
-
"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))",
|
|
11
|
-
"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))",
|
|
12
|
-
"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))",
|
|
13
|
-
"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))",
|
|
14
|
-
"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))",
|
|
15
|
-
"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))",
|
|
16
|
-
"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))",
|
|
17
|
-
"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))",
|
|
18
|
-
"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))",
|
|
19
|
-
"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))",
|
|
20
|
-
"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))"
|
|
21
|
-
]
|
|
22
|
-
}
|
|
@@ -1,14 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "subtract(divide(vec_avg({net_inc_avail_com_shrhldrs}), vec_avg({sales_rev_turn})), divide(vec_avg({is_int_expense}), vec_avg({sales_rev_turn})))",
|
|
3
|
-
"idea": "**Concept**: Economic Profit Margin\n- **Sample Fields Used**: net_inc_avail_com_shrhldrs, sales_rev_turn, is_int_expense\n- **Definition**: Net income margin adjusted for after-tax interest expense to reveal unlevered operational profitability\n- **Why This Feature**: Strips away financing decisions to reveal core business economics; essential measure of operational moat independent of capital structure choices\n- **Logical Meaning**: Pure operating profitability before financing effects\n- **Directionality**: Higher values indicate stronger pricing power and cost control; negative values indicate economically unviable operations\n- **Boundary Conditions**: High positive values indicate strong moats; consistent negative values suggest business model failure",
|
|
4
|
-
"expression_list": [
|
|
5
|
-
"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)))",
|
|
6
|
-
"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)))",
|
|
7
|
-
"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)))",
|
|
8
|
-
"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)))",
|
|
9
|
-
"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)))",
|
|
10
|
-
"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)))",
|
|
11
|
-
"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)))",
|
|
12
|
-
"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)))"
|
|
13
|
-
]
|
|
14
|
-
}
|
|
@@ -1,10 +0,0 @@
|
|
|
1
|
-
{
|
|
2
|
-
"template": "ts_av_diff(divide(vec_avg({accts_rec_excl_notes_rec}), vec_avg({sales_rev_turn})), 504)",
|
|
3
|
-
"idea": "**Concept**: Receivables Turnover Z-Score\n- **Sample Fields Used**: accts_rec_excl_notes_rec, sales_rev_turn\n- **Definition**: Time-series z-score of receivables days (receivables/sales) relative to trailing 2-year history\n- **Why This Feature**: Unexplained lengthening of collection periods indicates customer financial stress, revenue recognition aggressiveness, or competitive pressure requiring relaxed terms\n- **Logical Meaning**: Statistical anomaly detection for collection efficiency\n- **Directionality**: High positive values indicate unusual receivables buildup (negative signal); negative values indicate unusual improvement\n- **Boundary Conditions**: Values beyond ±2 standard deviations suggest significant operational or accounting changes",
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4
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-
"expression_list": [
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5
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-
"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)",
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6
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-
"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)",
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7
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-
"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)",
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8
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-
"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)"
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9
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-
]
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10
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-
}
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@@ -1,10 +0,0 @@
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1
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-
{
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2
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-
"template": "ts_corr(vec_avg({cf_cash_from_oper}), vec_avg({sales_rev_turn}), 504)",
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3
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-
"idea": "**Concept**: Operating Cash Flow Persistence Ratio\n- **Sample Fields Used**: cf_cash_from_oper, sales_rev_turn\n- **Definition**: Rolling 8-quarter correlation between operating cash flow and sales revenue\n- **Why This Feature**: Stable conversion of sales to cash indicates sustainable business model; volatility suggests working capital management issues or revenue recognition concerns\n- **Logical Meaning**: Measures the reliability and predictability of cash generation from core operations\n- **Directionality**: Higher values (closer to 1) indicate stable conversion efficiency; lower/negative values indicate deteriorating cash conversion\n- **Boundary Conditions**: 1.0 = perfect linear relationship; 0 = no relationship; negative values suggest inverse relationship (potential accounting issues)",
|
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4
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-
"expression_list": [
|
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5
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-
"ts_corr(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_a_sales_rev_turn), 504)",
|
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6
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-
"ts_corr(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_q_sales_rev_turn), 504)",
|
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7
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-
"ts_corr(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_a_sales_rev_turn), 504)",
|
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8
|
-
"ts_corr(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_q_sales_rev_turn), 504)"
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9
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-
]
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10
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-
}
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@@ -1,10 +0,0 @@
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1
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-
{
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2
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-
"template": "ts_delta(divide(vec_avg({chng_non_cash_work_cap}), vec_avg({sales_rev_turn})), 63)",
|
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3
|
-
"idea": "**Concept**: Working Capital Velocity Acceleration\n- **Sample Fields Used**: chng_non_cash_work_cap, sales_rev_turn\n- **Definition**: Quarterly change in the ratio of non-cash working capital changes to sales revenue\n- **Why This Feature**: Accelerating working capital investment relative to sales growth indicates potential demand slowdown, inventory obsolescence, or loosening credit terms to sustain revenue\n- **Logical Meaning**: Captures the momentum of capital tied up in operations; positive acceleration suggests inefficiency or growth investment\n- **Directionality**: Positive values suggest increasing working capital intensity (potential negative); negative values suggest improving efficiency\n- **Boundary Conditions**: Extreme positive values during inventory buildups or receivables blowouts; extreme negative during liquidations or payables stretch",
|
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4
|
-
"expression_list": [
|
|
5
|
-
"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)",
|
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6
|
-
"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)",
|
|
7
|
-
"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)",
|
|
8
|
-
"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)"
|
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9
|
-
]
|
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10
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-
}
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@@ -1,14 +0,0 @@
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1
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-
{
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2
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-
"template": "ts_delta(divide(vec_avg({invtry_raw_materials}), add(add(vec_avg({invtry_raw_materials}), vec_avg({invtry_in_progress})), vec_avg({invtry_finished_goods}))), 63)",
|
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3
|
-
"idea": "**Concept**: Inventory Stage Transition Rate\n- **Sample Fields Used**: invtry_raw_materials, invtry_in_progress, invtry_finished_goods, sales_rev_turn\n- **Definition**: Change in the composition of inventory (raw materials vs. finished goods) relative to sales growth\n- **Why This Feature**: Shifts from finished goods to raw materials indicate anticipated demand changes or supply chain disruptions; opposite suggests production bottlenecks or demand shortfalls\n- **Logical Meaning**: Measures production pipeline dynamics and supply chain positioning\n- **Directionality**: Increasing raw materials ratio suggests bullish production outlook; increasing finished goods suggests potential overproduction\n- **Boundary Conditions**: Extreme values indicate supply chain crises (raw materials accumulation) or demand collapse (finished goods pile-up)",
|
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4
|
-
"expression_list": [
|
|
5
|
-
"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)",
|
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6
|
-
"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)",
|
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7
|
-
"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)",
|
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8
|
-
"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)",
|
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9
|
-
"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)",
|
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10
|
-
"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)",
|
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11
|
-
"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)",
|
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12
|
-
"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)"
|
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13
|
-
]
|
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14
|
-
}
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File without changes
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File without changes
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