++
This commit is contained in:
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inverse(customer_revenue_share_percent)
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subtract(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross)
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divide(quarterly_gross_margin_percent, customer_revenue_share_percent)
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multiply(inverse(customer_revenue_share_percent), quarterly_gross_margin_percent)
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add(fnd72_pit_or_bs_a_bs_acct_payable, quarterly_gross_margin_percent)
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sign(subtract(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross))
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abs(divide(accounts_receivable_gross, fnd72_pit_or_bs_a_bs_acct_payable))
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power(inverse(customer_revenue_share_percent), 2)
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sqrt(quarterly_gross_margin_percent)
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reverse(customer_revenue_share_percent)
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max(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross)
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min(quarterly_gross_margin_percent, quarterly_operating_margin_percent)
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divide(sales_revenue_total, accounts_receivable_gross)
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multiply(fnd72_pit_or_bs_a_bs_acct_payable, inverse(accounts_receivable_gross))
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subtract(quarterly_gross_margin_percent, quarterly_net_profit_margin_percent)
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add(inverse(customer_revenue_share_percent), divide(fnd72_pit_or_bs_a_bs_acct_payable, sales_revenue_total))
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log(quarterly_gross_margin_percent)
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signed_power(subtract(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross), 3)
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divide(quarterly_operating_margin_percent, customer_revenue_share_percent)
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multiply(quarterly_gross_margin_percent, inverse(accounts_receivable_turnover_quarterly))
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abs(subtract(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_total_5))
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power(quarterly_gross_margin_percent, 0.5)
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inverse(divide(accounts_receivable_gross, sales_revenue_total))
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add(quarterly_gross_margin_percent, inverse(customer_revenue_share_percent))
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reverse(subtract(accounts_receivable_gross, fnd72_pit_or_bs_a_bs_acct_payable))
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max(inverse(customer_revenue_share_percent), quarterly_gross_margin_percent)
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min(divide(fnd72_pit_or_bs_a_bs_acct_payable, sales_revenue_total), inverse(accounts_receivable_gross))
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divide(fnd72_pit_or_bs_a_bs_acct_payable, customer_revenue_share_percent)
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multiply(subtract(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross), quarterly_gross_margin_percent)
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add(quarterly_operating_margin_percent, divide(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross))
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sign(divide(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross))
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abs(power(customer_revenue_share_percent, 2))
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inverse(quarterly_receivables_turnover)
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subtract(inverse(customer_revenue_share_percent), divide(accounts_receivable_gross, sales_revenue_total))
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multiply(quarterly_net_profit_margin_percent, inverse(customer_revenue_share_percent))
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divide(subtract(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross), quarterly_gross_margin_percent)
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add(quarterly_net_profit_margin_percent, divide(fnd72_pit_or_bs_a_bs_acct_payable, sales_revenue_total))
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log(inverse(customer_revenue_share_percent))
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signed_power(quarterly_gross_margin_percent, 2)
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sqrt(inverse(customer_revenue_share_percent))
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reverse(divide(accounts_receivable_gross, fnd72_pit_or_bs_a_bs_acct_payable))
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max(quarterly_gross_margin_percent, divide(fnd72_pit_or_bs_a_bs_acct_payable, sales_revenue_total))
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min(inverse(customer_revenue_share_percent), quarterly_operating_margin_percent)
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multiply(divide(fnd72_pit_or_bs_a_bs_acct_payable, sales_revenue_total), quarterly_gross_margin_percent)
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subtract(quarterly_operating_margin_percent, divide(accounts_receivable_gross, sales_revenue_total))
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add(inverse(quarterly_receivables_turnover), inverse(customer_revenue_share_percent))
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abs(multiply(customer_revenue_share_percent, divide(accounts_receivable_gross, fnd72_pit_or_bs_a_bs_acct_payable)))
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power(divide(fnd72_pit_or_bs_a_bs_acct_payable, accounts_receivable_gross), 2)
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divide(inverse(customer_revenue_share_percent), quarterly_net_profit_margin_percent)
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multiply(reverse(customer_revenue_share_percent), quarterly_gross_margin_percent)
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multiply(kth_element(quarterly_gross_margin_percent 250 1) kth_element(quarterly_gross_margin_percent_2 250 1))
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divide(kth_element(accounts_receivable_total_5 250 1) kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1))
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subtract(kth_element(accounts_payable_trade_creditors 250 1) kth_element(accounts_receivable_total_5 250 1))
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rank(kth_element(customer_revenue_share_percent 250 1))
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multiply(rank(kth_element(accounts_payable_trade_creditors 250 1)) rank(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1)))
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subtract(kth_element(accounts_payable_trade_creditors 250 1) ts_delay(kth_element(accounts_payable_trade_creditors 250 1) 90))
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divide(kth_element(accounts_receivable_total_5 250 1) kth_element(accounts_payable_trade_creditors 250 1))
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ts_sum(kth_element(quarterly_gross_margin_percent 250 1) 250)
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rank(subtract(kth_element(accounts_payable_trade_creditors 250 1) kth_element(accounts_receivable_gross 250 1)))
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multiply(kth_element(quarterly_cost_of_goods_sold 250 1) kth_element(quarterly_sales_rev_turn 250 1))
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divide(ts_sum(kth_element(accounts_receivable_total_5 250 1) 90) ts_sum(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) 90))
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subtract(ts_delay(kth_element(accounts_payable_trade_creditors 250 1) 30) kth_element(accounts_payable_trade_creditors 250 1))
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rank(kth_element(quarterly_gross_margin_percent 250 1))
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ts_delta(kth_element(quarterly_cost_of_goods_sold 250 1) 90)
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multiply(ts_sum(kth_element(quarterly_gross_margin_percent 250 1) 250) ts_sum(kth_element(quarterly_gross_margin_percent_2 250 1) 250))
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divide(kth_element(accounts_receivable_gross 250 1) kth_element(accounts_payable_trade_creditors 250 1))
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subtract(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) kth_element(quarterly_cost_of_goods_sold 250 1))
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rank(divide(kth_element(accounts_receivable_total_5 250 1) kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1)))
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ts_sum(kth_element(quarterly_cost_of_goods_sold 250 1) 250)
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multiply(rank(kth_element(accounts_receivable_total_5 250 1)) rank(kth_element(customer_revenue_share_percent 250 1)))
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divide(ts_delay(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) 90) kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1))
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subtract(kth_element(accounts_payable_trade_creditors 250 1) kth_element(accounts_receivable_gross_2 250 1))
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rank(multiply(kth_element(quarterly_gross_margin_percent 250 1) kth_element(quarterly_gross_margin_percent_2 250 1)))
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ts_delta(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) 90)
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multiply(kth_element(quarterly_net_profit_margin_percent 250 1) kth_element(quarterly_gross_margin_percent 250 1))
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divide(kth_element(accounts_payable_trade_creditors 250 1) ts_sum(kth_element(quarterly_cost_of_goods_sold 250 1) 90))
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subtract(ts_delay(kth_element(accounts_receivable_total_5 250 1) 30) kth_element(accounts_receivable_total_5 250 1))
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rank(subtract(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) kth_element(quarterly_cost_of_goods_sold 250 1)))
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ts_sum(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) 250)
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multiply(kth_element(quarterly_operating_margin_percent 250 1) kth_element(quarterly_pretax_margin_percent 250 1))
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divide(kth_element(accounts_receivable_total_5 250 1) ts_sum(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) 90))
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subtract(kth_element(accounts_payable_trade_creditors 250 1) ts_delay(kth_element(accounts_receivable_total_5 250 1) 90))
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rank(divide(kth_element(accounts_payable_trade_creditors 250 1) kth_element(quarterly_cost_of_goods_sold 250 1)))
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ts_delta(kth_element(quarterly_gross_margin_percent 250 1) 90)
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multiply(rank(kth_element(accounts_payable_trade_creditors 250 1)) rank(subtract(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) kth_element(quarterly_cost_of_goods_sold 250 1))))
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divide(ts_delay(kth_element(accounts_payable_trade_creditors 250 1) 30) kth_element(accounts_payable_trade_creditors 250 1))
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subtract(kth_element(accounts_receivable_gross 250 1) kth_element(accounts_payable_trade_creditors 250 1))
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rank(ts_sum(kth_element(quarterly_gross_margin_percent 250 1) 250))
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ts_sum(kth_element(quarterly_net_profit_margin_percent 250 1) 250)
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multiply(kth_element(quarterly_pretax_margin_percent 250 1) kth_element(quarterly_net_profit_margin_percent 250 1))
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divide(kth_element(accounts_payable_trade_creditors 250 1) kth_element(quarterly_cost_of_goods_sold_2 250 1))
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subtract(ts_delay(kth_element(accounts_receivable_gross 250 1) 30) kth_element(accounts_receivable_gross 250 1))
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rank(multiply(kth_element(quarterly_operating_margin_percent 250 1) kth_element(quarterly_pretax_margin_percent 250 1)))
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ts_delta(kth_element(quarterly_operating_margin_percent 250 1) 90)
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multiply(rank(kth_element(accounts_receivable_total_5 250 1)) rank(divide(kth_element(accounts_payable_trade_creditors 250 1) kth_element(quarterly_cost_of_goods_sold 250 1))))
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divide(kth_element(accounts_receivable_gross_2 250 1) kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1))
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subtract(kth_element(fnd72_pit_or_is_q_sales_rev_turn 250 1) ts_delay(kth_element(quarterly_cost_of_goods_sold 250 1) 90))
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rank(ts_delta(kth_element(quarterly_gross_margin_percent 250 1) 90))
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ts_sum(kth_element(quarterly_pretax_margin_percent 250 1) 250)
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@@ -0,0 +1,129 @@
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group_neutralize(subtract(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(sales_revenue_total,lookback=252))),"industry")
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group_neutralize(ts_backfill(customer_revenue_share_percent,lookback=252),"industry")
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group_neutralize(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(sales_revenue_total,lookback=252)),"industry")
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group_neutralize(divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(sales_revenue_total,lookback=252)),"industry")
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group_neutralize(ts_std_dev(ts_backfill(quarterly_gross_margin_percent,lookback=252),252),"industry")
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group_neutralize(ts_std_dev(ts_backfill(quarterly_cost_of_goods_sold,lookback=252),252),"industry")
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ts_rank(group_neutralize(subtract(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(sales_revenue_total,lookback=252))),"industry"),252)
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rank(group_neutralize(subtract(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(sales_revenue_total,lookback=252))),"industry"))
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signed_power(group_neutralize(subtract(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(sales_revenue_total,lookback=252))),"industry"),0.5)
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group_neutralize(subtract(divide(ts_backfill(accounts_payable_trade_creditors,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(fnd72_pit_or_is_q_sales_rev_turn,lookback=252))),"industry")
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group_neutralize(divide(ts_backfill(accounts_payable_trade_creditors,lookback=252),ts_backfill(sales_revenue_total,lookback=252)),"industry")
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group_neutralize(ts_backfill(quarterly_net_profit_margin_percent,lookback=252),"industry")
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ts_std_dev(ts_backfill(quarterly_net_profit_margin_percent,lookback=252),252)
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group_neutralize(ts_delta(ts_backfill(quarterly_cost_of_goods_sold,lookback=252),252),"industry")
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group_rank(group_neutralize(subtract(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(sales_revenue_total,lookback=252))),"industry"),"industry")
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group_neutralize(ts_mean(ts_backfill(quarterly_gross_margin_percent,lookback=252),252),"industry")
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group_neutralize(ts_delta(ts_backfill(quarterly_gross_margin_percent,lookback=252),252),"industry")
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rank(ts_backfill(customer_revenue_share_percent,lookback=252))
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ts_rank(ts_backfill(customer_revenue_share_percent,lookback=252),252)
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group_neutralize(log(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(sales_revenue_total,lookback=252))),"industry")
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group_neutralize(abs(subtract(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(sales_revenue_total,lookback=252)))),"industry")
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group_neutralize(divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),"industry")
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group_neutralize(ts_backfill(quarterly_operating_margin_percent,lookback=252),"industry")
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ts_std_dev(ts_backfill(quarterly_operating_margin_percent,lookback=252),252)
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group_neutralize(ts_sum(ts_backfill(quarterly_cost_of_goods_sold,lookback=252),252),"industry")
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group_neutralize(ts_zscore(ts_backfill(quarterly_gross_margin_percent,lookback=252),252),"industry")
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rank(group_neutralize(ts_backfill(quarterly_net_profit_margin_percent,lookback=252),"industry"))
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ts_rank(group_neutralize(ts_backfill(quarterly_net_profit_margin_percent,lookback=252),"industry"),252)
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group_neutralize(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(accounts_receivable_gross,lookback=252)),"industry")
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group_neutralize(signed_power(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(sales_revenue_total,lookback=252)),2),"industry")
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group_neutralize(ts_backfill(quarterly_pretax_margin_percent,lookback=252),"industry")
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ts_delta(ts_backfill(quarterly_pretax_margin_percent,lookback=252),252)
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group_neutralize(ts_corr(ts_backfill(quarterly_gross_margin_percent,lookback=252),ts_backfill(quarterly_net_profit_margin_percent,lookback=252),252),"industry")
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group_neutralize(ts_backfill(quarterly_receivables_turnover,lookback=252),"industry")
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group_neutralize(ts_backfill(quarterly_inventory_turnover,lookback=252),"industry")
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ts_std_dev(ts_backfill(quarterly_receivables_turnover,lookback=252),252)
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group_neutralize(divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(quarterly_receivables,lookback=252)),"industry")
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group_neutralize(ts_decay_linear(ts_backfill(quarterly_gross_margin_percent,lookback=252),252),"industry")
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rank(group_neutralize(divide(ts_backfill(fnd72_pit_or_bs_q_bs_acct_payable,lookback=252),ts_backfill(quarterly_cost_of_goods_sold,lookback=252)),"industry"))
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ts_rank(group_neutralize(divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(sales_revenue_total,lookback=252)),"industry"),252)
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group_neutralize(subtract(ts_backfill(quarterly_gross_margin_percent,lookback=252),ts_backfill(quarterly_net_profit_margin_percent,lookback=252)),"industry")
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group_neutralize(ts_backfill(anl69_best_ebit_to_sales,lookback=252),"industry")
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ts_delta(ts_backfill(anl69_best_ebit_to_sales,lookback=252),252)
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group_neutralize(ts_backfill(fnd31_irttmsalesev,lookback=252),"industry")
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group_neutralize(ts_mean(ts_backfill(quarterly_cost_of_goods_sold,lookback=252),252),"industry")
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group_neutralize(ts_product(ts_backfill(quarterly_gross_margin_percent,lookback=252),252),"industry")
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rank(ts_backfill(quarterly_operating_margin_percent,lookback=252))
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ts_rank(ts_backfill(quarterly_pretax_margin_percent,lookback=252),252)
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group_neutralize(divide(ts_backfill(accounts_receivable_gross,lookback=252),ts_backfill(accounts_payable_trade_creditors,lookback=252)),"industry")
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group_neutralize(signed_power(ts_backfill(customer_revenue_share_percent,lookback=252),0.3),"industry")
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group_neutralize(ts_backfill(quarterly_sga_to_sales_ratio,lookback=252),"industry")
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ts_std_dev(ts_backfill(quarterly_sga_to_sales_ratio,lookback=252),252)
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group_neutralize(ts_backfill(net_profit_margin_quarterly,lookback=252),"industry")
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group_neutralize(ts_backfill(pretax_margin_quarterly,lookback=252),"industry")
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ts_delta(ts_backfill(net_profit_margin_quarterly,lookback=252),252)
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group_neutralize(ts_covariance(ts_backfill(quarterly_gross_margin_percent,lookback=252),ts_backfill(quarterly_net_profit_margin_percent,lookback=252),252),"industry")
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|
||||
group_neutralize(ts_backfill(quarterly_asset_turnover,lookback=252),"industry")
|
||||
|
||||
ts_rank(ts_backfill(quarterly_asset_turnover,lookback=252),252)
|
||||
|
||||
group_neutralize(divide(ts_backfill(sales_revenue_total,lookback=252),ts_backfill(accounts_receivable_gross,lookback=252)),"industry")
|
||||
|
||||
group_neutralize(ts_scale(ts_backfill(quarterly_gross_margin_percent,lookback=252),252),"industry")
|
||||
|
||||
rank(group_neutralize(ts_backfill(quarterly_pretax_margin_percent,lookback=252),"industry"))
|
||||
|
||||
ts_rank(group_neutralize(ts_backfill(quarterly_sga_to_sales_ratio,lookback=252),"industry"),252)
|
||||
|
||||
group_neutralize(subtract(ts_backfill(quarterly_operating_margin_percent,lookback=252),ts_backfill(quarterly_pretax_margin_percent,lookback=252)),"industry")
|
||||
|
||||
group_neutralize(ts_backfill(fnd17_margin5yr,lookback=252),"industry")
|
||||
|
||||
ts_delta(ts_backfill(fnd17_margin5yr,lookback=252),252)
|
||||
@@ -0,0 +1,109 @@
|
||||
group_neutralize(divide(add(quarterly_cost_of_goods_sold, quarterly_receivables), quarterly_sales_revenue_total), industry)
|
||||
|
||||
ts_mean(subtract(quarterly_gross_margin_percent, quarterly_net_profit_margin_percent), 120)
|
||||
|
||||
group_zscore(ts_delta(quarterly_inventory_turnover, 20), sector)
|
||||
|
||||
normalize(multiply(quarterly_operating_margin_percent, quarterly_pretax_margin_percent), useStd=true)
|
||||
|
||||
rank(ts_scale(quarterly_receivables_turnover, 90, constant=0.5))
|
||||
|
||||
group_rank(divide(quarterly_receivables, quarterly_sales_revenue_total), industry)
|
||||
|
||||
ts_zscore(add(quarterly_sga_to_sales_ratio, quarterly_asset_turnover), 60)
|
||||
|
||||
winsorize(ts_arg_max(quarterly_gross_margin_percent, 180), std=3)
|
||||
|
||||
group_scale(ts_mean(quarterly_net_profit_margin_percent, 120), sector)
|
||||
|
||||
ts_regression(quarterly_sales_revenue_total, quarterly_cost_of_goods_sold, 90, lag=0, rettype=0)
|
||||
|
||||
quantile(ts_delta(quarterly_pretax_margin_percent, 30), driver="uniform", sigma=1.5)
|
||||
|
||||
group_backfill(ts_std_dev(quarterly_operating_margin_percent, 60), industry, 90, std=4.0)
|
||||
|
||||
ts_quantile(quarterly_receivables_turnover, 120, driver="gaussian")
|
||||
|
||||
group_mean(ts_av_diff(quarterly_gross_margin_percent, 90), weight=1, group=sector)
|
||||
|
||||
ts_count_nans(quarterly_inventory_turnover, 30)
|
||||
|
||||
ts_decay_linear(ts_delta(quarterly_sales_revenue_total, 20), 60, dense=false)
|
||||
|
||||
ts_corr(quarterly_cost_of_goods_sold, quarterly_receivables, 90)
|
||||
|
||||
ts_product(quarterly_net_profit_margin_percent, 30)
|
||||
|
||||
ts_max(quarterly_operating_margin_percent, 120)
|
||||
|
||||
ts_min(quarterly_pretax_margin_percent, 90)
|
||||
|
||||
ts_sum(quarterly_sga_to_sales_ratio, 60)
|
||||
|
||||
ts_target_tvr_decay(quarterly_gross_margin_percent, lambda_min=0, lambda_max=1, target_tvr=0.1)
|
||||
|
||||
ts_target_tvr_delta_limit(quarterly_receivables_turnover, quarterly_inventory_turnover, lambda_min=0, lambda_max=1, target_tvr=0.1)
|
||||
|
||||
ts_step(1)
|
||||
|
||||
ts_backfill(quarterly_sales_revenue_total, lookback=90, k=1, ignore="NAN")
|
||||
|
||||
ts_covariance(quarterly_cost_of_goods_sold, quarterly_receivables, 90)
|
||||
|
||||
ts_arg_min(quarterly_net_profit_margin_percent, 180)
|
||||
|
||||
ts_arg_max(quarterly_operating_margin_percent, 120)
|
||||
|
||||
ts_av_diff(quarterly_pretax_margin_percent, 90)
|
||||
|
||||
ts_scale(quarterly_gross_margin_percent, 90, constant=0)
|
||||
|
||||
ts_rank(quarterly_receivables_turnover, 120, constant=0)
|
||||
|
||||
ts_zscore(quarterly_inventory_turnover, 60)
|
||||
|
||||
group_neutralize(ts_mean(quarterly_sga_to_sales_ratio, 90), industry)
|
||||
|
||||
group_zscore(ts_delta(quarterly_sales_revenue_total, 30), sector)
|
||||
|
||||
group_rank(ts_std_dev(quarterly_net_profit_margin_percent, 60), industry)
|
||||
|
||||
group_scale(ts_sum(quarterly_operating_margin_percent, 90), sector)
|
||||
|
||||
normalize(ts_regression(quarterly_receivables, quarterly_sales_revenue_total, 90, lag=0, rettype=0), useStd=true)
|
||||
|
||||
rank(ts_quantile(quarterly_pretax_margin_percent, 120, driver="gaussian"))
|
||||
|
||||
winsorize(ts_corr(quarterly_cost_of_goods_sold, quarterly_receivables, 90), std=4)
|
||||
|
||||
ts_decay_linear(ts_delta(quarterly_gross_margin_percent, 20), 60, dense=false)
|
||||
|
||||
ts_product(quarterly_operating_margin_percent, 30)
|
||||
|
||||
ts_max(quarterly_receivables_turnover, 120)
|
||||
|
||||
ts_min(quarterly_inventory_turnover, 90)
|
||||
|
||||
ts_sum(quarterly_pretax_margin_percent, 60)
|
||||
|
||||
ts_target_tvr_decay(quarterly_sga_to_sales_ratio, lambda_min=0, lambda_max=1, target_tvr=0.1)
|
||||
|
||||
ts_target_tvr_delta_limit(quarterly_net_profit_margin_percent, quarterly_gross_margin_percent, lambda_min=0, lambda_max=1, target_tvr=0.1)
|
||||
|
||||
ts_step(1)
|
||||
|
||||
ts_backfill(quarterly_receivables, lookback=90, k=1, ignore="NAN")
|
||||
|
||||
ts_covariance(quarterly_sales_revenue_total, quarterly_cost_of_goods_sold, 90)
|
||||
|
||||
ts_arg_min(quarterly_operating_margin_percent, 180)
|
||||
|
||||
ts_arg_max(quarterly_pretax_margin_percent, 120)
|
||||
|
||||
ts_av_diff(quarterly_receivables_turnover, 90)
|
||||
|
||||
ts_scale(quarterly_inventory_turnover, 90, constant=0)
|
||||
|
||||
ts_rank(quarterly_sga_to_sales_ratio, 120, constant=0)
|
||||
|
||||
ts_zscore(quarterly_net_profit_margin_percent, 60)
|
||||
Reference in New Issue
Block a user