客户集中度风险溢价 假设 当一家公司的营收高度依赖少数大客户时,其经营稳定性面临显著风险。一旦核心客户流失、削减订单或谈判压价,公司收入和利润可能急剧下滑。市场通常在客户集中度上升初期未能充分定价该风险,导致股价高估;而在客户结构持续恶化后才反应过度,形成错杀机会。因此,对客户集中度显著上升且缺乏对冲机制的公司应建立空头仓位,而对客户结构持续分散、抗风险能力增强的公司可建立多头仓位。 实施方案 基于客户集中度指标(如前五大客户占总营收比例),使用时序差分算子计算其过去两个季度的变化率。若集中度连续上升且当前值处于历史80%分位以上,则视为高风险信号,赋予负向阿尔法权重;若集中度持续下降且处于20%分位以下,则视为结构优化信号,赋予正向权重。结合营收波动率进行交叉验证,排除因整体业务萎缩导致的“伪分散”情形。 阿尔法因子优化建议 不同行业天然具有不同的客户集中特征(如军工vs快消)。建议采用动态行业中性化处理:在每个申万二级行业内独立计算客户集中度变化的横截面分位数,并仅在行业内进行多空配对。此外,可引入“客户续约率”或“合同剩余期限”等辅助字段作为调节变量,当高集中度伴随高续约保障时,适当削弱空头信号强度,以提升因子特异性与稳健性。 Customer Concentration Risk Premium Hypothesis When a company’s revenue is heavily reliant on a small number of major customers, its operational stability faces significant risk. The loss, order reduction, or aggressive price negotiation by a key client can lead to a sharp decline in revenue and profits. Markets often fail to fully price this risk during the early stages of rising customer concentration, resulting in overvaluation; only later—after customer structure deteriorates further—does the market overreact, creating potential mispricing opportunities. Therefore, short positions should be established for companies with markedly increasing customer concentration and insufficient risk mitigation, while long positions are warranted for firms demonstrating sustained customer base diversification and enhanced resilience. Implementation Plan Using a customer concentration metric (e.g., revenue share of top five customers), compute its quarter-over-quarter change via a time-series difference operator over the past two quarters. If concentration has risen consecutively and currently exceeds the 80th historical percentile, it is flagged as a high-risk signal and assigned negative alpha weight. Conversely, if concentration has consistently declined and falls below the 20th percentile, it is treated as a structural improvement signal and assigned positive weight. Cross-validate with revenue volatility to exclude “false diversification” caused by overall business contraction. Alpha Factor Optimization Suggestions Industries inherently exhibit varying degrees of customer concentration (e.g., defense vs. fast-moving consumer goods). We recommend dynamic sector-neutralization: compute cross-sectional percentiles of customer concentration changes independently within each Level-2 industry classification (e.g., SW sectors) and construct long-short pairs only within the same industry group. Additionally, incorporate auxiliary variables such as “customer renewal rate” or “remaining contract duration” as moderators. When high concentration coexists with strong contractual safeguards, the short signal strength should be attenuated to enhance factor specificity and robustness. ===================== !!! 表达式复杂度约束 !!! ===================== 每个因子仅可调用 2-4 个数据字段。 表达式中算术 / 时序 / 分组运算符的总数量≤4(运算符可从给定列表中选择,必要时可自定义运算符),最大化降低过拟合风险,; 若使用ts_op(时序运算符),可从 [1,5,10,20,60,120,250,500] 中选择时间窗口,且窗口需与数据类型的时效性匹配(如 news/sentiment 类数据优先选≤20 的短期窗口,fundamental 类优先选≥60 的中长窗口); 若使用group_op(分组运算符),可从 [market,sector,industry,subindustry] 中选择组别,且组别需与Alpha逻辑匹配(如行业基本面因子优先选 industry/subindustry 中性化,全市场量价因子优先选 market 中性化)。 *=========================================================================================* ===================== !!! 内在逻辑与有效性约束 !!! ===================== 逻辑坚实度:每个Alpha必须具备可验证的经济学底层逻辑,并且存在实证支撑需明确该类逻辑在发达市场(特别是发达国家市场,如美、欧)的历史有效性结论,如具备持续的盈利能力和普适性,能穿越不同市场周期(牛 / 熊 / 震荡市)。 预期表现:每个Alpha的样本内验证标准按长达10年的滚动回测中,应有望表现出高夏普比率、合理换手率、高年化收益率与低回撤的特征。 实施稳健性:每个Alpha能够在实际操作中可靠,对噪音和参数具备鲁棒性。 参数敏感性低:所选时间窗口(如60日与65日)或分组方式(如industry与subindustry)的微小变动不应导致因子排名和绩效发生颠覆性变化。 数据源容错性:对数据源的细小错误(如单日数据缺失、小幅度的定义差异)有较强的抵抗能力,核心信号不会因此失效。 idea独特性 可提供增量信息,可以提供独立于常见风险因子的增量预测能力。 具备低冗余性:其信号逻辑应与Barra等主流风险模型中的风格因子保持较低相关性。 逻辑新颖性:在遵循经典理论的基础上,鼓励通过独特的运算符组合或数据视角,对已知异象进行更精细或更稳健的捕捉。 *=========================================================================================* 输出格式: 输出必须是且仅是纯文本。 每一行是一个完整、独立、语法正确的WebSim表达式。 严禁任何形式的解释、编号、标点包裹(如引号)、Markdown格式或额外文本。 ===================== !!! 重点(输出方式) !!! ===================== 现在,请严格遵守以上所有规则,开始生成可立即在WebSim中运行的复合因子表达式。 不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合 **输出格式**(一行一个表达式, 每个表达式中间需要添加一个空行, 只要表达式本身, 不需要赋值, 不要解释, 不需要序号, 也不要输出多余的东西): 表达式 表达式 表达式 ... 表达式 ================================================================= 重申:请确保所有表达式都使用WorldQuant WebSim平台函数,不要使用pandas、numpy或其他Python库函数。输出必须是一行有效的WQ表达式。 以下是我的账号有权限使用的操作符, 请严格按照操作符, 以及我提供的数据集, 进行生成,组合 100 个 alpha: 不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合 ================================================================= =========================== 给定基础运算符清单 =========================== 算术 / 截面运算符(arithmetic/cross_op) abs、add、divide、inverse、log、multiply、sign、signed_power、sqrt、subtract、normalize、quantile、rank、scale、zscore 时序运算符(ts_op) ts_arg_max、ts_arg_min、ts_av_diff、ts_delay、ts_delta、ts_ir、ts_kurtosis、ts_max_diff、ts_mean、ts_quantile、ts_rank、ts_scale、ts_std_dev、ts_zscore 分组运算符(group_op) group_neutralize、group_rank、group_scale、group_zscore、group_mean、group_std_dev、group_sum、group_max、group_min 以下是我的账号有权限使用的操作符, 请严格按照操作符, 进行生成,组合因子 ========================= 操作符开始 ======================================= 注意: Operator: 后面的是操作符(是可以使用的), Description: 此字段后面的是操作符对应的描述或使用说明(禁止使用, 仅供参考), Description字段后面的内容是使用说明, 不是操作符 特别注意!!!! 必须按照操作符字段Operator的使用说明生成 alphaOperator: abs(x) Description: Absolute value of x Operator: add(x, y, filter = false) Description: Add all inputs (at least 2 inputs required). If filter = true, filter all input NaN to 0 before adding Operator: densify(x) Description: Converts a grouping field of many buckets into lesser number of only available buckets so as to make working with grouping fields computationally efficient Operator: divide(x, y) Description: x / y Operator: inverse(x) Description: 1 / x Operator: log(x) Description: Natural logarithm. For example: Log(high/low) uses natural logarithm of high/low ratio as stock weights. Operator: max(x, y, ..) Description: Maximum value of all inputs. At least 2 inputs are required Operator: min(x, y ..) Description: Minimum value of all inputs. At least 2 inputs are required Operator: multiply(x ,y, ... , filter=false) Description: Multiply all inputs. At least 2 inputs are required. Filter sets the NaN values to 1 Operator: power(x, y) Description: x ^ y Operator: reverse(x) Description: - x Operator: sign(x) Description: if input > 0, return 1; if input < 0, return -1; if input = 0, return 0; if input = NaN, return NaN; Operator: signed_power(x, y) Description: x raised to the power of y such that final result preserves sign of x Operator: sqrt(x) Description: Square root of x Operator: subtract(x, y, filter=false) Description: x-y. If filter = true, filter all input NaN to 0 before subtracting Operator: and(input1, input2) Description: Logical AND operator, returns true if both operands are true and returns false otherwise Operator: if_else(input1, input2, input 3) Description: If input1 is true then return input2 else return input3. Operator: input1 < input2 Description: If input1 < input2 return true, else return false Operator: input1 <= input2 Description: Returns true if input1 <= input2, return false otherwise Operator: input1 == input2 Description: Returns true if both inputs are same and returns false otherwise Operator: input1 > input2 Description: Logic comparison operators to compares two inputs Operator: input1 >= input2 Description: Returns true if input1 >= input2, return false otherwise Operator: input1!= input2 Description: Returns true if both inputs are NOT the same and returns false otherwise Operator: is_nan(input) Description: If (input == NaN) return 1 else return 0 Operator: not(x) Description: Returns the logical negation of x. If x is true (1), it returns false (0), and if input is false (0), it returns true (1). Operator: or(input1, input2) Description: Logical OR operator returns true if either or both inputs are true and returns false otherwise Operator: days_from_last_change(x) Description: Amount of days since last change of x Operator: hump(x, hump = 0.01) Description: Limits amount and magnitude of changes in input (thus reducing turnover) Operator: kth_element(x, d, k) Description: Returns K-th value of input by looking through lookback days. This operator can be used to backfill missing data if k=1 Operator: last_diff_value(x, d) Description: Returns last x value not equal to current x value from last d days Operator: ts_arg_max(x, d) Description: Returns the relative index of the max value in the time series for the past d days. If the current day has the max value for the past d days, it returns 0. If previous day has the max value for the past d days, it returns 1 Operator: ts_arg_min(x, d) Description: Returns the relative index of the min value in the time series for the past d days; If the current day has the min value for the past d days, it returns 0; If previous day has the min value for the past d days, it returns 1. Operator: ts_av_diff(x, d) Description: Returns x - tsmean(x, d), but deals with NaNs carefully. That is NaNs are ignored during mean computation Operator: ts_backfill(x,lookback = d, k=1, ignore="NAN") Description: Backfill is the process of replacing the NAN or 0 values by a meaningful value (i.e., a first non-NaN value) Operator: ts_corr(x, y, d) Description: Returns correlation of x and y for the past d days Operator: ts_count_nans(x ,d) Description: Returns the number of NaN values in x for the past d days Operator: ts_covariance(y, x, d) Description: Returns covariance of y and x for the past d days Operator: ts_decay_linear(x, d, dense = false) Description: Returns the linear decay on x for the past d days. Dense parameter=false means operator works in sparse mode and we treat NaN as 0. In dense mode we do not. Operator: ts_delay(x, d) Description: Returns x value d days ago Operator: ts_delta(x, d) Description: Returns x - ts_delay(x, d) Operator: ts_mean(x, d) Description: Returns average value of x for the past d days. Operator: ts_product(x, d) Description: Returns product of x for the past d days Operator: ts_quantile(x,d, driver="gaussian" ) Description: It calculates ts_rank and apply to its value an inverse cumulative density function from driver distribution. Possible values of driver (optional ) are "gaussian", "uniform", "cauchy" distribution where "gaussian" is the default. Operator: ts_rank(x, d, constant = 0) Description: Rank the values of x for each instrument over the past d days, then return the rank of the current value + constant. If not specified, by default, constant = 0. Operator: ts_regression(y, x, d, lag = 0, rettype = 0) Description: Returns various parameters related to regression function Operator: ts_scale(x, d, constant = 0) Description: Returns (x - ts_min(x, d)) / (ts_max(x, d) - ts_min(x, d)) + constant. This operator is similar to scale down operator but acts in time series space Operator: ts_std_dev(x, d) Description: Returns standard deviation of x for the past d days Operator: ts_step(1) Description: Returns days' counter Operator: ts_sum(x, d) Description: Sum values of x for the past d days. Operator: ts_zscore(x, d) Description: Z-score is a numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean: (x - tsmean(x,d)) / tsstddev(x,d). This operator may help reduce outliers and drawdown. Operator: normalize(x, useStd = false, limit = 0.0) Description: Calculates the mean value of all valid alpha values for a certain date, then subtracts that mean from each element Operator: quantile(x, driver = gaussian, sigma = 1.0) Description: Rank the raw vector, shift the ranked Alpha vector, apply distribution (gaussian, cauchy, uniform). If driver is uniform, it simply subtract each Alpha value with the mean of all Alpha values in the Alpha vector Operator: rank(x, rate=2) Description: Ranks the input among all the instruments and returns an equally distributed number between 0.0 and 1.0. For precise sort, use the rate as 0 Operator: scale(x, scale=1, longscale=1, shortscale=1) Description: Scales input to booksize. We can also scale the long positions and short positions to separate scales by mentioning additional parameters to the operator Operator: winsorize(x, std=4) Description: Winsorizes x to make sure that all values in x are between the lower and upper limits, which are specified as multiple of std. Operator: zscore(x) Description: Z-score is a numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean Operator: vec_avg(x) Description: Taking mean of the vector field x Operator: vec_sum(x) Description: Sum of vector field x Operator: bucket(rank(x), range="0, 1, 0.1" or buckets = "2,5,6,7,10") Description: Convert float values into indexes for user-specified buckets. Bucket is useful for creating group values, which can be passed to GROUP as input Operator: trade_when(x, y, z) Description: Used in order to change Alpha values only under a specified condition and to hold Alpha values in other cases. It also allows to close Alpha positions (assign NaN values) under a specified condition Operator: group_backfill(x, group, d, std = 4.0) Description: If a certain value for a certain date and instrument is NaN, from the set of same group instruments, calculate winsorized mean of all non-NaN values over last d days Operator: group_mean(x, weight, group) Description: All elements in group equals to the mean Operator: group_neutralize(x, group) Description: Neutralizes Alpha against groups. These groups can be subindustry, industry, sector, country or a constant Operator: group_rank(x, group) Description: Each elements in a group is assigned the corresponding rank in this group Operator: group_scale(x, group) Description: Normalizes the values in a group to be between 0 and 1. (x - groupmin) / (groupmax - groupmin) Operator: group_zscore(x, group) Description: Calculates group Z-score - numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean. zscore = (data - mean) / stddev of x for each instrument within its group. ========================= 操作符结束 ======================================= ========================= 数据字段开始 ======================================= 注意: data_set_name: 后面的是数据字段(可以使用), description: 此字段后面的是数据字段对应的描述或使用说明(不能使用) {'id': 5709, 'data_set_name': '可以使用:shareholders_equity_actual_value', 'description': "不可使用,仅供参考:Shareholders' Equity - Total Value"} {'id': 87996, 'data_set_name': '可以使用:oth395_major_31_12', 'description': '不可使用,仅供参考:Asset-related field (balance sheet) / Time Series Average Total Assets 1'} {'id': 166283, 'data_set_name': '可以使用:mdl264_call_put_erlanger_ratio_class', 'description': "不可使用,仅供参考:Predicted trend of 'Premium Ratio' (1: fall, 2: neutral, 3: move up)"} {'id': 295355, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w5_kmeans_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using K-means into 10 groups.'} {'id': 171369, 'data_set_name': '可以使用:mdl77_liquidityriskfactor_altmanz', 'description': '不可使用,仅供参考:Altman Z Score: Altman Z = 1.2* (Current Assets - Current Liabilities)/TA + 1.4*Retained Earnings/TA + 3.3*Earnings before Interest and Taxes/TA + 0.6*Market Value of Preferred and Common Equity/Book Value of Total Liabilities + 1.0*Sales/TA where TA denotes total assets.'} {'id': 1515, 'data_set_name': '可以使用:workplace_diversity_labor_rights_score', 'description': '不可使用,仅供参考:Score measuring workplace diversity, labor relations, and employee rights.'} {'id': 326175, 'data_set_name': '可以使用:pv87_weightedavg1_group_ess_revenues', 'description': '不可使用,仅供参考:1-day Weighted average of ESS - Event Sentiment Score for group Revenues'} {'id': 9494, 'data_set_name': '可以使用:anl83_actinvoratioceopres', 'description': '不可使用,仅供参考:number of words of CEO/ number of words of executives in Presentation'} {'id': 83434, 'data_set_name': '可以使用:fnd3_Qacctadj_sharesauthorized', 'description': '不可使用,仅供参考:Quarterly Accountance Adjustment Shares Authorized'} {'id': 326001, 'data_set_name': '可以使用:pv87_webv2_simpleavg60_group_event_sentiment_score_revenues', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for group Revenues'} {'id': 318594, 'data_set_name': '可以使用:principal_component_score_9_top3000', 'description': '不可使用,仅供参考:Value of the ninth principal component for the top 3000 securities.'} {'id': 159696, 'data_set_name': '可以使用:fnd65_allcap_sedol_chgshare', 'description': "不可使用,仅供参考:It is defined as the percent change in a company's current number of outstanding shares as compared to the number of shares outstanding one year ago."} {'id': 158702, 'data_set_name': '可以使用:inst4_tran_shares', 'description': '不可使用,仅供参考:The as-reported number of shares acquired or disposed'} {'id': 320158, 'data_set_name': '可以使用:pv87_2_grossmargin_af_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Gross Margin *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 318125, 'data_set_name': '可以使用:sta1_top500c2', 'description': '不可使用,仅供参考:Statistical industry classification'} {'id': 241, 'data_set_name': '可以使用:anl10_ebirevise_ratio_to_close_fq2_2584', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for earnings before interest Q2'} {'id': 164197, 'data_set_name': '可以使用:mdl26_v14_smartestimate_fy1_revenue', 'description': '不可使用,仅供参考:smartestimate FYEAR1 revenue'} {'id': 319717, 'data_set_name': '可以使用:pv87_2_cfps_af_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 316606, 'data_set_name': '可以使用:pv103_mask_topofbook_mask_mean', 'description': '不可使用,仅供参考:daily mean of average ask price per message over 5-minute-intervals of top of book'} {'id': 383342, 'data_set_name': '可以使用:rsk62_risk_backfill_curratio', 'description': '不可使用,仅供参考:current ratio'} {'id': 5595, 'data_set_name': '可以使用:max_tangible_book_value_per_share_guidance', 'description': '不可使用,仅供参考:Tangible Book Value per Share - maximum guidance value'} {'id': 295371, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w1_pca_fact1_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 20 groups.'} {'id': 320467, 'data_set_name': '可以使用:pv87_2_operatingprofit_qf_matrix_all_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Operating Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 319814, 'data_set_name': '可以使用:pv87_2_dps_qf_matrix_all_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Dividends Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 278945, 'data_set_name': '可以使用:info10_expiration_time_simple', 'description': '不可使用,仅供参考:The time of day when the info10 data record (simple version) is set to expire.'} {'id': 87925, 'data_set_name': '可以使用:oth395_jonesmajor32_d1_length', 'description': '不可使用,仅供参考:Number of accruals ratio data that is available over history'} {'id': 87320, 'data_set_name': '可以使用:fnd89_jones_accrual_r2_major_11', 'description': '不可使用,仅供参考:R Squared Value of Time Series Ratio of Cash-related field (income statement), scaled by Average Total Asset'} {'id': 6508, 'data_set_name': '可以使用:latest_annual_period_end_update_dividend_per_share', 'description': '不可使用,仅供参考:Date or timestamp when the annual period end for dividend per share was last updated.'} {'id': 80740, 'data_set_name': '可以使用:share_capital_ordinary_quarterly', 'description': '不可使用,仅供参考:Total value of ordinary share capital issued by the company for the quarter.'} {'id': 325276, 'data_set_name': '可以使用:pv87_v2_simpleavg20_topic_nip_society', 'description': '不可使用,仅供参考:20-day Simple average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for topic Society'} {'id': 168329, 'data_set_name': '可以使用:credit_risk_region_percentile_score_float_2', 'description': '不可使用,仅供参考:Region-level percentile rank of credit risk as a floating point value (alternate source).'} {'id': 325959, 'data_set_name': '可以使用:pv87_webv2_simpleavg20_group_nip_revenues', 'description': '不可使用,仅供参考:20-day Simple average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Revenues'} {'id': 86779, 'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_eff_tax_rate', 'description': "不可使用,仅供参考:A measure of total tax paid as a percentage of the company's accounting income"} {'id': 326197, 'data_set_name': '可以使用:pv87_weightedavg20_topic_css_business', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Business'} {'id': 321172, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_book_value_share_consensus_mean_numdownunfiltered', 'description': '不可使用,仅供参考:Number of down revisions (unfiltered) of Book Value / Share Consensus Mean'} {'id': 166294, 'data_set_name': '可以使用:mdl264_call_put_ratio_l3', 'description': '不可使用,仅供参考:The probability that the future trend of "Call Volume to Put Volume" will be move-up'} {'id': 171394, 'data_set_name': '可以使用:mdl77_liquidityriskfactor_mad3yttmni', 'description': "不可使用,仅供参考:3-yr MAD of TTM Net Income: It is defined as the mean absolute deviation of the last 12 quarters' trailing 12-month net income deflated by the average of total assets."} {'id': 320418, 'data_set_name': '可以使用:pv87_2_netprofit_rep_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Net Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 318561, 'data_set_name': '可以使用:principal_component_score_13_top500_513', 'description': '不可使用,仅供参考:Value of the 14th principal component for the top 500 securities in group 513.'} {'id': 168579, 'data_set_name': '可以使用:star_val_piv_ratio', 'description': '不可使用,仅供参考:Ratio of current price to calculated intrinsic value'} {'id': 321549, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_revenue_consensus_mean_numnochange', 'description': '不可使用,仅供参考:Number of no change revisions of Revenue Consensus Mean'} {'id': 319706, 'data_set_name': '可以使用:pv87_2_capex_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Capital Expenditure *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 170095, 'data_set_name': '可以使用:mdl177_pricemomentumfactor_pc_ratio_alt', 'description': '不可使用,仅供参考:Put/Call Ratio'} {'id': 171375, 'data_set_name': '可以使用:mdl77_liquidityriskfactor_betasigma', 'description': '不可使用,仅供参考:Product of Beta and Sigma: It is defined as the product of the adjusted 60-month Beta and 60-month Sigma (standard deviation of monthly price returns).'} {'id': 295466, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q50_w4_pca_fact1_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 10 groups.'} {'id': 87334, 'data_set_name': '可以使用:fnd89_jones_nondiscretionary_accrual_major_12', 'description': '不可使用,仅供参考:Non-discretionary Time Series Ratio of Cash-related field (income statement), scaled by Average Total Asset'} {'id': 318000, 'data_set_name': '可以使用:consumer_cyclical_top3000_grouping_10_clusters', 'description': '不可使用,仅供参考:Grouping of top 3000 consumer cyclical stocks using 10 clusters.'} {'id': 317869, 'data_set_name': '可以使用:pv20_revere_hierarchy_min2_top2000_sector', 'description': '不可使用,仅供参考:Sector classification for USA Revere hierarchy'} {'id': 320501, 'data_set_name': '可以使用:pv87_2_pretaxprofit_af_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 318794, 'data_set_name': '可以使用:top1000_pca_factor4_grouping2', 'description': '不可使用,仅供参考:Fourth principal component grouping for top 1000 securities with 2 clusters.'} {'id': 168762, 'data_set_name': '可以使用:gross_profit_to_assets_ratio', 'description': '不可使用,仅供参考:Trailing twelve-month gross profit to assets ratio.'} {'id': 5743, 'data_set_name': '可以使用:anl40_turnoverrate', 'description': '不可使用,仅供参考:MoveOut / (OldCount + NewCount). No record before 20160729.'} {'id': 169146, 'data_set_name': '可以使用:mdl177_2_globaldevnorthamerica_v502_visiratio', 'description': "不可使用,仅供参考:The Visibility Ratio : It equals to a stock's most recent daily trading volume divided by the average daily trading volume in previous 50 trading days."} {'id': 295263, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w2_pca_fact1_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 20 groups.'} {'id': 325692, 'data_set_name': '可以使用:pv87_web_weightedavg1_group_css_revenues', 'description': '不可使用,仅供参考:1-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Revenues'} {'id': 326166, 'data_set_name': '可以使用:pv87_webweightedavg60_topic_ess_all', 'description': '不可使用,仅供参考:60-day Weighted average of ESS - Event Sentiment Score for topic All'} {'id': 321755, 'data_set_name': '可以使用:pv87_effective_tax_rate_consensus_high_scale', 'description': '不可使用,仅供参考:Scale of Effective Tax Rate Consensus High (%)'} {'id': 318723, 'data_set_name': '可以使用:sta2_top3000_fact4_c20', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 320741, 'data_set_name': '可以使用:pv87_2_sales_qf_matrix_p1_b_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Sales *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 318820, 'data_set_name': '可以使用:top2000_factor1_group5_score', 'description': '不可使用,仅供参考:First factor score for top 2000 securities, grouped into 5 clusters.'} {'id': 6981, 'data_set_name': '可以使用:anl49_vector_2ndfiscalquartersalesorrevenues', 'description': '不可使用,仅供参考:Second fiscal quarter sales or revenues as reported.'} {'id': 295498, 'data_set_name': '可以使用:oth455_customer_roam_w1_pca_fact3_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 3rd eigenvalue of PCA into 5 groups.'} {'id': 163810, 'data_set_name': '可以使用:mdl26_prsprise_pct_fy2_revenue', 'description': '不可使用,仅供参考:predicted surprise (actual value - predicted value) percentage FYEAR2 revenue'} {'id': 87991, 'data_set_name': '可以使用:oth395_major_22_21', 'description': '不可使用,仅供参考:Asset-related field (balance sheet) / Current Assets'} {'id': 164249, 'data_set_name': '可以使用:star_arm_revenue_score', 'description': '不可使用,仅供参考:revenue component i.e. portion of final score'} {'id': 296296, 'data_set_name': '可以使用:oth567_individualrating_diversity_and_inclusion_317', 'description': '不可使用,仅供参考:rating of company diversity and inclusion (integer values 1 to 5'} {'id': 279805, 'data_set_name': '可以使用:news_topic_name_d1', 'description': '不可使用,仅供参考:Descriptive name of the main topic for the news item in the d1 module.'} {'id': 318061, 'data_set_name': '可以使用:sector_grouping_level10_top3000_basic_materials', 'description': '不可使用,仅供参考:Industry grouping at level 10 for the top 3000 basic materials sector.'} {'id': 78377, 'data_set_name': '可以使用:fnd14_hiwater_incmst_revenue_ttm', 'description': '不可使用,仅供参考:Highest TTM revenue'} {'id': 295510, 'data_set_name': '可以使用:oth455_customer_roam_w2_pca_fact3_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 3rd eigenvalue of PCA into 5 groups.'} {'id': 84151, 'data_set_name': '可以使用:unearned_revenue_acctadj', 'description': '不可使用,仅供参考:Value of deferred revenue (account-adjusted).'} {'id': 295420, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w5_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 5 groups.'} {'id': 83963, 'data_set_name': '可以使用:fnd3_qacctadj_sharesauthorized_fast_d1', 'description': '不可使用,仅供参考:Quarterly Accountance Adjustment Shares Authorized'} {'id': 316925, 'data_set_name': '可以使用:pv173_rawratioseqbddivrgbdrtn120d', 'description': '不可使用,仅供参考:It is defined as the difference of market equity return and estimated equity return based on 120-day linear regression of equity return on aggregated bond return and MSCI ACWIIndex return.'} {'id': 325925, 'data_set_name': '可以使用:pv87_webv2_simpleavg20_group_css_revenues', 'description': '不可使用,仅供参考:20-day Simple average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Revenues'} {'id': 10558, 'data_set_name': '可以使用:mws87_sinvsplurratioceoqa', 'description': '不可使用,仅供参考:(Number of (I, my, me, mine) - number of (We, our, us, ours)) divided by (Number of (I, my, me, mine) + number of (We, our, us, ours)) of CEO in Q&A (NA if CEO not attended or no speech in Q&A).'} {'id': 321753, 'data_set_name': '可以使用:pv87_effective_tax_rate_actual_scale', 'description': '不可使用,仅供参考:Scale of Effective Tax Rate Actual (%)'} {'id': 326200, 'data_set_name': '可以使用:pv87_weightedavg20_topic_v2_0_1_ess_all', 'description': '不可使用,仅供参考:20-day Weighted average of ESS - Event Sentiment Score for topic All'} {'id': 318851, 'data_set_name': '可以使用:top2000_pca_factor2_grouping2', 'description': '不可使用,仅供参考:Second principal component grouping for top 2000 securities with 2 clusters.'} {'id': 326180, 'data_set_name': '可以使用:pv87_weightedavg1_topic_css_business', 'description': '不可使用,仅供参考:1-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Business'} {'id': 87222, 'data_set_name': '可以使用:fnd89_csjones_sector_major_11', 'description': '不可使用,仅供参考:Cross Sectional Ratio of Cash-related field (income statement), scaled by Average Total Asset across Sector'} {'id': 6724, 'data_set_name': '可以使用:anl49_1stfiscalquartersalesorrevenues', 'description': '不可使用,仅供参考:First fiscal quarter sales or revenues as reported.'} {'id': 321014, 'data_set_name': '可以使用:pv87_book_value_share_consensus_low_scale', 'description': '不可使用,仅供参考:Scale of Book Value / Share Consensus Low'} {'id': 324206, 'data_set_name': '可以使用:pv87_prv2_simpleavg60_topic_css_business', 'description': '不可使用,仅供参考:60-day Simple average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Business'} {'id': 168299, 'data_set_name': '可以使用:credit_risk_broker_research_component_score_float_2', 'description': '不可使用,仅供参考:Credit risk score from broker research, as a floating point value (alternate source).'} {'id': 87998, 'data_set_name': '可以使用:oth395_major_31_21', 'description': '不可使用,仅供参考:Asset-related field (balance sheet) / Current Assets'} {'id': 168269, 'data_set_name': '可以使用:default_risk_region_percentile_2', 'description': "不可使用,仅供参考:Percentile rank of default risk within the company's geographic region."} {'id': 169989, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_nlprice_alt', 'description': "不可使用,仅供参考:Natural Logarithm of Closing Price : It is defined as the natural logarithm of the cubic of a stock's unadjusted closing price."} {'id': 86914, 'data_set_name': '可以使用:fnd72_s_pit_or_is_a2_is_disc_rate_pension_plan_liabs', 'description': '不可使用,仅供参考:The estimated interest rate that is used to compute the present value of benefit obligations'} {'id': 321251, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_net_asset_value_share_consensus_mean_numdown', 'description': '不可使用,仅供参考:Number of down revisions of Net Asset Value / Share Consensus Mean'} {'id': 166284, 'data_set_name': '可以使用:mdl264_call_put_erlanger_ratio_l1', 'description': "不可使用,仅供参考:The probability that the future trend of 'Premium Ratio' will fall"} {'id': 6978, 'data_set_name': '可以使用:anl49_vector_1stfiscalquartersalesorrevenues', 'description': '不可使用,仅供参考:First fiscal quarter sales or revenues as reported.'} {'id': 168320, 'data_set_name': '可以使用:credit_risk_industry_percentile_score_float_3', 'description': '不可使用,仅供参考:Industry-level percentile rank of credit risk as a floating point value (third source).'} {'id': 168651, 'data_set_name': '可以使用:systematic_risk_last_60_days', 'description': '不可使用,仅供参考:Systematic Risk Last 60 Days'} {'id': 87960, 'data_set_name': '可以使用:oth395_major_12_11', 'description': '不可使用,仅供参考:Cash-related field (income statement) / Total Assets'} {'id': 168786, 'data_set_name': '可以使用:liquidity_cash_to_liabilities_ratio', 'description': '不可使用,仅供参考:Liquidity ratio calculated as cash and equivalents divided by current liabilities, using a fixed formula.'} {'id': 295363, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w5_pca_fact2_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 5 groups.'} {'id': 2355, 'data_set_name': '可以使用:anl14_stddev_revenue_fp2', 'description': '不可使用,仅供参考:Standard deviation of estimations of revenue - upcoming 2 quarters'} {'id': 318944, 'data_set_name': '可以使用:top500_industry_grouping_method1_50', 'description': '不可使用,仅供参考:Industry grouping for top 500 securities using method 1 with 50 clusters.'} {'id': 812, 'data_set_name': '可以使用:anl10_prerevise_ratio_to_close_fy2_1372', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for pre-tax or preliminary FY2'} {'id': 317324, 'data_set_name': '可以使用:pv20_gp_ret_subindustry_cap_top3000_1_20', 'description': '不可使用,仅供参考:Returns of subindustry capitalization for top 3000 securities over a 1-20 day period.'} {'id': 87299, 'data_set_name': '可以使用:fnd89_jones_accrual_major_22', 'description': '不可使用,仅供参考:Time Series Ratio of Asset-related field (balance sheet), scaled by Average Total Asset'} {'id': 318738, 'data_set_name': '可以使用:sta2_top500_fact3_c20', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 319746, 'data_set_name': '可以使用:pv87_2_cfps_af_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 319234, 'data_set_name': '可以使用:pv52_yse_shares_60_299_sec', 'description': '不可使用,仅供参考:Shares from 60 to 299 Seconds'} {'id': 87538, 'data_set_name': '可以使用:fnd90_game_tax_rate', 'description': '不可使用,仅供参考:Tax Rate'} {'id': 318445, 'data_set_name': '可以使用:principal_component3_grouping10_top3000', 'description': '不可使用,仅供参考:Third principal component grouping for top 3000 securities with 10 clusters.'} {'id': 383470, 'data_set_name': '可以使用:specific_risk_uncertainty', 'description': '不可使用,仅供参考:The uncertainty or estimation error associated with the specific risk value for the security.'} {'id': 324543, 'data_set_name': '可以使用:pv87_qtr_matrix_revenue_estimate_low', 'description': '不可使用,仅供参考:Low of Revenue Estimate'} {'id': 296738, 'data_set_name': '可以使用:oth699_newnumofshares_26', 'description': '不可使用,仅供参考:the number of shares the user had after the transaction was completed'} {'id': 168331, 'data_set_name': '可以使用:credit_risk_sector_percentile_score', 'description': '不可使用,仅供参考:Percentile rank of credit risk within the sector group.'} {'id': 80741, 'data_set_name': '可以使用:share_capital_subscribed', 'description': '不可使用,仅供参考:Share capital subscribed reported for the annual period.'} {'id': 318884, 'data_set_name': '可以使用:top200_method4_group5_score', 'description': '不可使用,仅供参考:Score from the fourth method for top 200 securities, grouped into 5 clusters.'} {'id': 78951, 'data_set_name': '可以使用:fn_comp_fair_value_assumptions_weighted_avg_vol_rate_a', 'description': '不可使用,仅供参考:Weighted average expected volatility rate of share-based compensation awards.'} {'id': 168301, 'data_set_name': '可以使用:credit_risk_country_percentile_score', 'description': '不可使用,仅供参考:Percentile rank of credit risk within the country group.'} {'id': 87853, 'data_set_name': '可以使用:oth395_jones_accrual_major_11', 'description': '不可使用,仅供参考:Time Series Ratio of Cash-related field (income statement), scaled by Average Total Asset'} {'id': 318681, 'data_set_name': '可以使用:sta2_top1000_fact4_c10', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 81773, 'data_set_name': '可以使用:fnd28_ratesq_value_08606q', 'description': '不可使用,仅供参考:value of quarterly field: Book Value per Share Growth (year ago)'} {'id': 163019, 'data_set_name': '可以使用:mdl230_us5000_cusip_cashburnrate', 'description': '不可使用,仅供参考:It is defined as: -(Cash From Operations + Cash from Investments)/(Cash + Short-term Investments).'} {'id': 318687, 'data_set_name': '可以使用:sta2_top200_fact1_c2', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 317801, 'data_set_name': '可以使用:pv20_relinv_top1000_0_related', 'description': '不可使用,仅供参考:Indicates related entities for the top 1000 securities (set 0).'} {'id': 78944, 'data_set_name': '可以使用:fn_avg_diluted_sharesout_adj_q', 'description': '不可使用,仅供参考:The sum of dilutive potential common shares or units used in the calculation of the diluted per-share or per-unit computation.'} {'id': 5639, 'data_set_name': '可以使用:min_shares_outstanding_guidance', 'description': '不可使用,仅供参考:Minimum guidance value for Shares'} {'id': 83497, 'data_set_name': '可以使用:fnd3_a_eff_excratecash_fast_d1', 'description': '不可使用,仅供参考:Annual Effect Of Exchange Rate On Cash And Cash Equivalents'} {'id': 319024, 'data_set_name': '可以使用:pv48_r3000e_shares_cur_value', 'description': '不可使用,仅供参考:Current value shares for the US 3000E index.'} {'id': 295387, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w2_pca_fact2_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 5 groups.'} {'id': 295546, 'data_set_name': '可以使用:oth455_customer_roam_w5_pca_fact3_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 3rd eigenvalue of PCA into 5 groups.'} {'id': 87567, 'data_set_name': '可以使用:fnd90_us_game_eff_interest_rate', 'description': '不可使用,仅供参考:Effective Interest Rate [ Descending] - [Quality.Financial leverage]'} {'id': 320189, 'data_set_name': '可以使用:pv87_2_nav_af_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 738, 'data_set_name': '可以使用:anl10_netrevise_ratio_to_close_fq2_2544', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for net income Q2'} {'id': 324207, 'data_set_name': '可以使用:pv87_prv2_simpleavg60_topic_event_sentiment_score_all', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for topic All'} {'id': 318812, 'data_set_name': '可以使用:top2000_factor12_value', 'description': '不可使用,仅供参考:Twelfth principal component value for top 2000 securities.'} {'id': 87264, 'data_set_name': '可以使用:fnd89_csjonesindustrymajor13_d1_accum_4q', 'description': '不可使用,仅供参考:Accumulated accruals ratio over the last four quarters'} {'id': 296422, 'data_set_name': '可以使用:remuneration_benefits_score', 'description': '不可使用,仅供参考:Reviewer’s rating of pay and benefits provided by the company.'} {'id': 318694, 'data_set_name': '可以使用:sta2_top200_fact2_c5', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 320070, 'data_set_name': '可以使用:pv87_2_epsr_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Earnings Per Share - As Reported *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 79020, 'data_set_name': '可以使用:fn_excess_tax_benefit_from_share_based_comp_fin_activities_q', 'description': "不可使用,仅供参考:Amount of cash inflow from realized tax benefit related to deductible compensation cost reported on the entity's tax return for equity instruments in excess of the compensation cost for those instruments recognized for financial reporting purposes."} {'id': 318436, 'data_set_name': '可以使用:principal_component2_grouping50_top3000', 'description': '不可使用,仅供参考:Second principal component grouping for top 3000 securities with 50 clusters.'} {'id': 295445, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q50_w2_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'} {'id': 87992, 'data_set_name': '可以使用:oth395_major_22_22', 'description': '不可使用,仅供参考:Asset-related field (balance sheet) / Time Series Average Current Assets 1'} {'id': 382823, 'data_set_name': '可以使用:rsk62_beta_5_100_curratio', 'description': '不可使用,仅供参考:current ratio'} {'id': 320489, 'data_set_name': '可以使用:pv87_2_pretaxprofit_af_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 86070, 'data_set_name': '可以使用:fnd72_pit_or_cr_q_pe_ratio', 'description': "不可使用,仅供参考:Ratio of the price of a stock and the company's earnings per share"} {'id': 86313, 'data_set_name': '可以使用:fnd72_q1_geo_grow_cur_ratio', 'description': '不可使用,仅供参考:Compound 5-year growth rate in current ratio'} {'id': 319649, 'data_set_name': '可以使用:pv87_2_capex_af_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Capital Expenditure *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 324078, 'data_set_name': '可以使用:pv87_prv2_expavg60_topic_event_sentiment_score_all', 'description': '不可使用,仅供参考:60-day Exponential average of Event Sentiment Score for topic All'} {'id': 321435, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_book_value_share_consensus_mean_numdown', 'description': '不可使用,仅供参考:Number of down revisions of Book Value / Share Consensus Mean'} {'id': 295504, 'data_set_name': '可以使用:oth455_customer_roam_w2_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 1st eigenvalue of PCA into 5 groups.'} {'id': 324415, 'data_set_name': '可以使用:pv87_qtr_matrix_effective_tax_rate_estimate_number', 'description': '不可使用,仅供参考:Number of analysts of Effective Tax Rate Estimate (%)'} {'id': 316927, 'data_set_name': '可以使用:pv173_rawratiosmt5yzspreadchg60dsbst', 'description': '不可使用,仅供参考:It is defined as the 60-day change of 5-year mid z-spreadIn the bond z-spread curve'} {'id': 325200, 'data_set_name': '可以使用:pv87_v2_expavg60_topic_css_business', 'description': '不可使用,仅供参考:60-day Exponential average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Business'} {'id': 318037, 'data_set_name': '可以使用:industry_grouping_level20_top3000', 'description': '不可使用,仅供参考:Industry classification at level 20 for the top 3000 instruments.'} {'id': 320633, 'data_set_name': '可以使用:pv87_2_roe_af_matrix_all_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Return On Equity *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 85910, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_tce_ratio', 'description': '不可使用,仅供参考:Measure of financial strength which shows the tangible value of equity as a percentage of tangible assets'} {'id': 320907, 'data_set_name': '可以使用:pv87_ann_matrix_effective_tax_rate_estimate_median', 'description': '不可使用,仅供参考:Median of Effective Tax Rate Estimate (%)'} {'id': 86133, 'data_set_name': '可以使用:fnd72_pit_or_is_a_eff_int_rate', 'description': '不可使用,仅供参考:Percentage of total interest incurred over the average of total debt during the period'} {'id': 321757, 'data_set_name': '可以使用:pv87_effective_tax_rate_consensus_low_scale', 'description': '不可使用,仅供参考:Scale of Effective Tax Rate Consensus Low (%)'} {'id': 87795, 'data_set_name': '可以使用:oth395_csjones_sector_major_31', 'description': '不可使用,仅供参考:Cross Sectional Ratio of Asset-related field (balance sheet), scaled by Average Total Asset across Sector'} {'id': 320694, 'data_set_name': '可以使用:pv87_2_sales_af_matrix_all_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Sales *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 83479, 'data_set_name': '可以使用:fnd3_a_comstk_divpershare_fast_d1', 'description': '不可使用,仅供参考:Annual Common Stock Dividends Per Share'} {'id': 320204, 'data_set_name': '可以使用:pv87_2_nav_af_matrix_p1_b_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 318737, 'data_set_name': '可以使用:sta2_top500_fact3_c2', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 87212, 'data_set_name': '可以使用:fnd89_csjones_industry_r2_major_14', 'description': '不可使用,仅供参考:R Squared Value of Cross Sectional Ratio of Cash-related field (income statement), scaled by Average Total Asset across Industry'} {'id': 321083, 'data_set_name': '可以使用:pv87_cash_flow_share_consensus_median', 'description': '不可使用,仅供参考:Cash Flow / Share Consensus Median'} {'id': 295543, 'data_set_name': '可以使用:oth455_customer_roam_w5_pca_fact2_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 2nd eigenvalue of PCA into 5 groups.'} {'id': 162586, 'data_set_name': '可以使用:mdl230_totalcap_cusip_aspanratio', 'description': "不可使用,仅供参考:It is defined as a stock's quarterly operating assets minus its operating liabilities deflated by the lagged total assets."} {'id': 318155, 'data_set_name': '可以使用:top_3000_equity_grouping_20_clusters', 'description': '不可使用,仅供参考:Grouping of top 3000 equities using 20 clusters.'} {'id': 319003, 'data_set_name': '可以使用:pv48_dynamic_shares_cur', 'description': '不可使用,仅供参考:Current shares for dynamic index.'} {'id': 318031, 'data_set_name': '可以使用:industry_grouping_level10_top1500', 'description': '不可使用,仅供参考:Industry classification at level 10 for the top 1500 instruments.'} {'id': 325225, 'data_set_name': '可以使用:pv87_v2_simpleavg20_group_css_revenues', 'description': '不可使用,仅供参考:20-day Simple average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Revenues'} {'id': 87808, 'data_set_name': '可以使用:oth395_csjones_sector_r2_major_31', 'description': '不可使用,仅供参考:R Squared Value of Cross-Sectional Ratio of Asset-related field (balance sheet), scaled by Average Total Asset across Sector'} {'id': 321173, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_book_value_share_consensus_mean_numnochange', 'description': '不可使用,仅供参考:Number of no change revisions of Book Value / Share Consensus Mean'} {'id': 169267, 'data_set_name': '可以使用:mdl177_2_liquidityriskfactor_gear', 'description': '不可使用,仅供参考:Capital Gearing Ratio : It is defined as the long-term debt divided by the difference between total assets and current liability.'} {'id': 318805, 'data_set_name': '可以使用:top1500_pca_factor2_grouping20', 'description': '不可使用,仅供参考:Second principal component grouping for top 1500 securities with 20 clusters.'} {'id': 168310, 'data_set_name': '可以使用:credit_risk_filings_component_score_float_3', 'description': '不可使用,仅供参考:Credit risk score from company filings, as a floating point value (third source).'} {'id': 319059, 'data_set_name': '可以使用:pv48_usa_russell_rgs_groshares', 'description': '不可使用,仅供参考:No field description'} {'id': 295277, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w3_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'} {'id': 87854, 'data_set_name': '可以使用:oth395_jones_accrual_major_12', 'description': '不可使用,仅供参考:Time Series Ratio of Cash-related field (income statement), scaled by Average Total Asset'} {'id': 1677, 'data_set_name': '可以使用:anl14_high_revenue_fy2', 'description': '不可使用,仅供参考:The highest estimation of revenue - upcoming 2 years'} {'id': 1814, 'data_set_name': '可以使用:anl14_low_revenue_fy4', 'description': '不可使用,仅供参考:The Lowest Estimation of Revenue - upcoming 4 years'} {'id': 6745, 'data_set_name': '可以使用:anl49_4thfiscalquarterearningspershare', 'description': '不可使用,仅供参考:Fourth fiscal quarter earnings on a per share basis, as reported.'} {'id': 318627, 'data_set_name': '可以使用:robust_factor_7_top2000', 'description': '不可使用,仅供参考:Eighth robust factor for top 2000 securities.'} {'id': 321106, 'data_set_name': '可以使用:pv87_cash_from_operations_standard_deviation_scale', 'description': '不可使用,仅供参考:Scale of Cash From Operations - Standard Deviation'} {'id': 320455, 'data_set_name': '可以使用:pv87_2_operatingprofit_af_matrix_p1_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Operating Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 87322, 'data_set_name': '可以使用:fnd89_jones_accrual_r2_major_13', 'description': '不可使用,仅供参考:R Squared Value of Time Series Ratio of Cash-related field (income statement), scaled by Average Total Asset'} {'id': 318047, 'data_set_name': '可以使用:industry_grouping_level5_top1500', 'description': '不可使用,仅供参考:Industry classification at level 5 for the top 1500 instruments.'} {'id': 174532, 'data_set_name': '可以使用:oth460_put_call_erlanger_ratio_l1', 'description': "不可使用,仅供参考:The probability that the future trend of 'Premium Ratio' will fall"} {'id': 87202, 'data_set_name': '可以使用:fnd89_csjones_industry_major_21', 'description': '不可使用,仅供参考:Cross Sectional Ratio of Asset-related field (balance sheet), scaled by Average Total Asset across Industry'} {'id': 164134, 'data_set_name': '可以使用:mdl26_v14_prsprise_pct_f12m_revenue', 'description': '不可使用,仅供参考:predicted surprise (actual value - predicted value) percentage F-12MonthsRolling revenue'} {'id': 78028, 'data_set_name': '可以使用:director_base_salary', 'description': '不可使用,仅供参考:Base annual salary paid to the director for the period.'} {'id': 278917, 'data_set_name': '可以使用:estimated_next_shareholder_meeting_date', 'description': '不可使用,仅供参考:Estimated date for the next annual shareholder meeting, if not yet confirmed.'} {'id': 86860, 'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_px_to_sales_ratio', 'description': "不可使用,仅供参考:The price-to-sales ratio is the ratio of a stock's last price divided by sales per share"} {'id': 85922, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_trail_12m_cash_from_oper', 'description': '不可使用,仅供参考:Calculated by adding Cash From Operations from the statement of cash flows for the last 4 quarters, 2 semi-annuals, or annual'} {'id': 79089, 'data_set_name': '可以使用:fn_proceeds_from_issuance_of_debt_q', 'description': '不可使用,仅供参考:The cash inflow during the period from additional borrowings in aggregate debt. Includes proceeds from short-term and long-term debt.'} {'id': 318691, 'data_set_name': '可以使用:sta2_top200_fact2_c10', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 171373, 'data_set_name': '可以使用:mdl77_liquidityriskfactor_bap20d', 'description': '不可使用,仅供参考:A proxy to market liquidity based on the difference between the highest price that a buyer is willing to pay for an asset and the lowest price that a seller is willing to accept.'} {'id': 295297, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w5_kmeans_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using K-means into 5 groups.'} {'id': 319611, 'data_set_name': '可以使用:pv87_2_bps_qf_matrix_all_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Book Value Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 318835, 'data_set_name': '可以使用:top2000_factor4_group20_score', 'description': '不可使用,仅供参考:Fourth factor score for top 2000 securities, grouped into 20 clusters.'} {'id': 170545, 'data_set_name': '可以使用:mdl77_2gdna_curratio', 'description': '不可使用,仅供参考:Current Ratio: It is defined as the reported current assets from the most recent quarter divided by the current liabilities from the most recent quarter.'} {'id': 162270, 'data_set_name': '可以使用:mdl230_allcap_sedol_cashratio', 'description': '不可使用,仅供参考:It is defined as the most recently reported quarterly cash and equivalents divided by current liabilities.'} {'id': 324606, 'data_set_name': '可以使用:pv87_revenue_consensus_median', 'description': '不可使用,仅供参考:Revenue Consensus Median'} {'id': 324248, 'data_set_name': '可以使用:pv87_prv2_weightedavg20_topic_event_sentiment_score_all', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for topic All'} {'id': 321020, 'data_set_name': '可以使用:pv87_book_value_share_difference_scale', 'description': '不可使用,仅供参考:Scale of Book Value / Share Difference'} {'id': 318156, 'data_set_name': '可以使用:top_3000_equity_grouping_2_clusters', 'description': '不可使用,仅供参考:Grouping of top 3000 equities using 2 clusters.'} {'id': 159653, 'data_set_name': '可以使用:fnd65_allcap_sedol_aspanratio', 'description': "不可使用,仅供参考:It is defined as a stock's quarterly operating assets minus its operating liabilities deflated by the lagged total assets."} {'id': 321092, 'data_set_name': '可以使用:pv87_cash_flow_share_standard_deviation_scale', 'description': '不可使用,仅供参考:Scale of Cash Flow / Share - Standard Deviation'} {'id': 320623, 'data_set_name': '可以使用:pv87_2_roa_qf_matrix_p1_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Return On Assets *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 1037, 'data_set_name': '可以使用:anl10_salrevise_ratio_to_consensus_fq1_1707', 'description': '不可使用,仅供参考:Consensus estimate value for sales Q1'} {'id': 319769, 'data_set_name': '可以使用:pv87_2_cfps_qf_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 78927, 'data_set_name': '可以使用:fn_allocated_share_based_compensation_expense_a', 'description': '不可使用,仅供参考:Represents the expense recognized during the period arising from equity-based compensation arrangements (for example, shares of stock, unit, stock options or other equity instruments) with employees, directors and certain consultants qualifying for treatment as employees.'} {'id': 88047, 'data_set_name': '可以使用:oth401_game_amortization_rate', 'description': '不可使用,仅供参考:Amortization Rate'} {'id': 295481, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q50_w5_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'} {'id': 320983, 'data_set_name': '可以使用:pv87_ann_matrix_revenue_estimate_median', 'description': '不可使用,仅供参考:Median of Revenue Estimate'} {'id': 325133, 'data_set_name': '可以使用:pv87_v2_expavg20_topic_event_sentiment_score_all', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for topic All'} {'id': 319870, 'data_set_name': '可以使用:pv87_2_ebit_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of EBIT *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 295293, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w4_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'} {'id': 318919, 'data_set_name': '可以使用:top300_factor4_group5_score', 'description': '不可使用,仅供参考:Fourth factor score for top 300 securities, grouped into 5 clusters.'} {'id': 321174, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_book_value_share_consensus_mean_numnochangeunfiltered', 'description': '不可使用,仅供参考:Number of no change revisions (unfiltered) of Book Value / Share Consensus Mean'} {'id': 319670, 'data_set_name': '可以使用:pv87_2_capex_af_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Capital Expenditure *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 325245, 'data_set_name': '可以使用:pv87_v2_simpleavg20_group_event_sentiment_score_revenues', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Revenues'} {'id': 295292, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w4_pca_fact3_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 10 groups.'} {'id': 319882, 'data_set_name': '可以使用:pv87_2_ebitda_af_matrix_all_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of EBITDA *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 320169, 'data_set_name': '可以使用:pv87_2_grossmargin_qf_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Gross Margin *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 319797, 'data_set_name': '可以使用:pv87_2_dps_af_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Dividends Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 321763, 'data_set_name': '可以使用:pv87_effective_tax_rate_of_estimates_scale', 'description': '不可使用,仅供参考:Scale of Effective Tax Rate - # of Estimates'} {'id': 325270, 'data_set_name': '可以使用:pv87_v2_simpleavg20_topic_css_society', 'description': '不可使用,仅供参考:20-day Simple average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Society'} {'id': 5490, 'data_set_name': '可以使用:earnings_per_share_maximum', 'description': '不可使用,仅供参考:Earnings per share - The highest estimation'} {'id': 321352, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_cash_flow_share_consensus_mean_numupunfiltered', 'description': '不可使用,仅供参考:Number of up revisions of Cash Flow / Share Consensus Mean'} {'id': 169990, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_nlsales_alt', 'description': "不可使用,仅供参考:Natural Logarithm of TTM Sales : It is defined as the natural logarithm of the cubic of a company's trailing 12-month sales."} {'id': 320309, 'data_set_name': '可以使用:pv87_2_netdebt_qf_matrix_p1_b_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 85368, 'data_set_name': '可以使用:fnd72_a1_geo_grow_cur_ratio', 'description': '不可使用,仅供参考:Compound 5-year growth rate in current ratio'} {'id': 318827, 'data_set_name': '可以使用:top2000_factor2_value', 'description': '不可使用,仅供参考:Second principal component value for top 2000 securities.'} {'id': 319934, 'data_set_name': '可以使用:pv87_2_ebitda_qf_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of EBITDA *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 318171, 'data_set_name': '可以使用:top_500_equity_grouping_2_clusters', 'description': '不可使用,仅供参考:Grouping of top 500 equities using 2 clusters.'} {'id': 317307, 'data_set_name': '可以使用:pv20_gp_cor_industry_cap_top3000_1_5', 'description': '不可使用,仅供参考:Correlation of industry capitalization for top 3000 securities over a 1-5 day period.'} {'id': 87780, 'data_set_name': '可以使用:oth395_csjones_industry_r2_major_21', 'description': '不可使用,仅供参考:R Squared Value of Cross Sectional Ratio of Asset-related field (balance sheet), scaled by Average Total Asset across Industry'} {'id': 87767, 'data_set_name': '可以使用:oth395_csjones_industry_major_13', 'description': '不可使用,仅供参考:Cross-Sectional Ratio of Cash-related field (income statement), scaled by Average Total Asset across Industry'} {'id': 320025, 'data_set_name': '可以使用:pv87_2_eps_qf_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Earnings Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 320205, 'data_set_name': '可以使用:pv87_2_nav_af_matrix_p1_b_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 295375, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w1_pca_fact2_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 5 groups.'} {'id': 321437, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_book_value_share_consensus_mean_numnochange', 'description': '不可使用,仅供参考:Number of no change revisions of Book Value / Share Consensus Mean'} {'id': 80507, 'data_set_name': '可以使用:fnd23_tot_revenue', 'description': '不可使用,仅供参考:total revenue.'} {'id': 324203, 'data_set_name': '可以使用:pv87_prv2_simpleavg60_group_nip_revenues', 'description': '不可使用,仅供参考:60-day Simple average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Revenues'} {'id': 318521, 'data_set_name': '可以使用:principal_component_5_top3000_513', 'description': '不可使用,仅供参考:Sixth principal component extracted from returns for the top 3000 entities in the 513 universe.'} {'id': 6774, 'data_set_name': '可以使用:anl49_backfill_35estd35yrgrowthratedividendspershare', 'description': '不可使用,仅供参考:The annual compounded growth rate using the average of the three latest base years to the projected 3-5-year Dividends Declared per Share.'} {'id': 318072, 'data_set_name': '可以使用:sector_grouping_level20_top3000_consumer_staples', 'description': '不可使用,仅供参考:Industry grouping at level 20 for the top 3000 consumer non-cyclical sector.'} {'id': 169964, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_ccd_alt', 'description': '不可使用,仅供参考:Current Cash Flow Debt Coverage Ratio : It is defined as the most recently reported quarterly cash flow from operations less the cash dividends divided by the current interest-bearing debt'} {'id': 169269, 'data_set_name': '可以使用:mdl177_2_liquidityriskfactor_impduration', 'description': '不可使用,仅供参考:Implied Equity Duration'} {'id': 85854, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_low_px_to_sales_ratio', 'description': "不可使用,仅供参考:The low price-to-sales ratio is the ratio of a stock's low price divided by the sales per share"} {'id': 295324, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w2_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 5 groups.'} {'id': 169998, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_rerror60m_alt', 'description': "不可使用,仅供参考:Regression Error of 60-Month CAPM : It is defined as the standard error of the slope of the least squares regression line for a stock's last 60-month monthly returns against the S&P 500 Index returns."} {'id': 1806, 'data_set_name': '可以使用:anl14_low_revenue_fp1', 'description': '不可使用,仅供参考:The lowest estimation of revenue - upcoming quarter'} {'id': 325413, 'data_set_name': '可以使用:pv87_v2_weightedavg20_topic_nip_business', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for topic Business'} {'id': 383367, 'data_set_name': '可以使用:rsk62_risk_volatility', 'description': '不可使用,仅供参考:volatility'} {'id': 170852, 'data_set_name': '可以使用:mdl77_2liquidityriskfactor_si_ratio', 'description': '不可使用,仅供参考:Short Interest Ratio: It is defined as the number of shares sold short divided by the average daily trading volume of the stock over the last 30 trading days.'} {'id': 6784, 'data_set_name': '可以使用:anl49_backfill_3rdfiscalquarterearningspershareindicator', 'description': '不可使用,仅供参考:Third fiscal quarter earnings on a per share indicator'} {'id': 320361, 'data_set_name': '可以使用:pv87_2_netprofit_qf_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Net Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 319625, 'data_set_name': '可以使用:pv87_2_bps_qf_matrix_p1_b_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Book Value Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 295528, 'data_set_name': '可以使用:oth455_customer_roam_w4_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 1st eigenvalue of PCA into 5 groups.'} {'id': 87885, 'data_set_name': '可以使用:oth395_jones_accrual_r2_major_32', 'description': '不可使用,仅供参考:R Squared Value of Time Series Ratio of Asset-related field (balance sheet), scaled by Average Total Asset'} {'id': 161498, 'data_set_name': '可以使用:triple_ema_rate_change_5d', 'description': '不可使用,仅供参考:Rate of change of triple-smoothed exponential moving average over 5 days.'} {'id': 319597, 'data_set_name': '可以使用:pv87_2_bps_af_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Book Value Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 1679, 'data_set_name': '可以使用:anl14_high_revenue_fy4', 'description': '不可使用,仅供参考:The highest estimation of Revenue - upcoming 4 years'} {'id': 324308, 'data_set_name': '可以使用:pv87_qtr_matrix_book_value_share_consensus_mean_numnochangeunfiltered', 'description': '不可使用,仅供参考:Number of no change revisions (unfiltered) of Book Value / Share Consensus Mean'} {'id': 319708, 'data_set_name': '可以使用:pv87_2_capex_qf_matrix_p1_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Capital Expenditure *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 87229, 'data_set_name': '可以使用:fnd89_csjones_sector_major_32', 'description': '不可使用,仅供参考:Cross Sectional Ratio of Asset-related field (balance sheet), scaled by Average Total Asset across Sector'} {'id': 319696, 'data_set_name': '可以使用:pv87_2_capex_qf_matrix_p1_b_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Capital Expenditure *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 86181, 'data_set_name': '可以使用:fnd72_pit_or_is_a_is_rate_of_comp_increase_pension', 'description': '不可使用,仅供参考:The expected rate of employee compensation growth expressed as a percentage'} {'id': 171406, 'data_set_name': '可以使用:mdl77_liquidityriskfactor_nlvolcap', 'description': '不可使用,仅供参考:The natural logarithm of the quotient of the trailing 1-year average of the monthly volume to the trailing 1-year average of monthly market value of outstanding shares.'} {'id': 295409, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w4_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'} {'id': 87822, 'data_set_name': '可以使用:oth395_csjonesallmajor13_d1_min', 'description': '不可使用,仅供参考:Minimum of accruals ratio over history'} {'id': 170841, 'data_set_name': '可以使用:mdl77_2liquidityriskfactor_nlmktcap', 'description': "不可使用,仅供参考:Natural Logarithm of Market Capitalization: It is defined as the natural logarithm of the cubic of a stock's total market value."} {'id': 371, 'data_set_name': '可以使用:anl10_ebtrevise_ratio_to_close_fy2_1016', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for earnings before tax FY2'} {'id': 10562, 'data_set_name': '可以使用:mws87_sinvsplurratioexeqa', 'description': '不可使用,仅供参考:(Number of (I, my, me, mine) - number of (We, our, us, ours))/(Number of (I, my, me, mine) + number of (We, our, us, ours)) of executives in Q&A (NA if no Q&A)'} {'id': 85358, 'data_set_name': '可以使用:fnd72_a1_ebitda_to_revenue', 'description': '不可使用,仅供参考:Measure, in percentage, calculates the relation of Earnings Before Interest, Taxes, Depreciation and Amortization to Revenue'} {'id': 295377, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w1_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'} {'id': 318709, 'data_set_name': '可以使用:sta2_top3000_fact1_c5', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 87898, 'data_set_name': '可以使用:oth395_jones_nondiscretionary_accrual_major_31', 'description': '不可使用,仅供参考:Non-discretionary Time Series Ratio of Asset-related field (balance sheet), scaled by Average Total Asset'} {'id': 6768, 'data_set_name': '可以使用:anl49_backfill_2ndfiscalquarterearningspershare', 'description': '不可使用,仅供参考:Second fiscal quarter earnings on a per share basis, as reported.'} {'id': 318574, 'data_set_name': '可以使用:principal_component_score_3_top500_513', 'description': '不可使用,仅供参考:Value of the 4th principal component for the top 500 securities in group 513.'} {'id': 6766, 'data_set_name': '可以使用:anl49_backfill_1stfiscalquartersalesorrevenues', 'description': '不可使用,仅供参考:First fiscal quarter sales or revenues as reported.'} {'id': 6727, 'data_set_name': '可以使用:anl49_2ndfiscalquarterearningspershareindicator', 'description': '不可使用,仅供参考:Second fiscal quarter earnings on a per share indicator'} {'id': 318742, 'data_set_name': '可以使用:sta2_top500_fact4_c2', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 320049, 'data_set_name': '可以使用:pv87_2_epsr_af_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Earnings Per Share - As Reported *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 295271, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w3_kmeans_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using K-means into 10 groups.'} {'id': 325674, 'data_set_name': '可以使用:pv87_web_expavg60_topic_css_business', 'description': '不可使用,仅供参考:60-day Exponential average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Business'} {'id': 321023, 'data_set_name': '可以使用:pv87_book_value_share_standard_deviation', 'description': '不可使用,仅供参考:Book Value / Share - Standard Deviation'} {'id': 305, 'data_set_name': '可以使用:anl10_ebsrevise_ratio_to_consensus_fy2', 'description': '不可使用,仅供参考:Consensus estimate value for earnings before others FY2'} {'id': 326079, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_nip_revenues', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Revenues'} {'id': 320491, 'data_set_name': '可以使用:pv87_2_pretaxprofit_af_matrix_all_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 321456, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_cash_flow_share_consensus_mean_numupunfiltered', 'description': '不可使用,仅供参考:Number of up revisions of Cash Flow / Share Consensus Mean'} {'id': 295329, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w2_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'} {'id': 320181, 'data_set_name': '可以使用:pv87_2_grossmargin_qf_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Gross Margin *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 388031, 'data_set_name': '可以使用:oth553_a_passiveratio', 'description': '不可使用,仅供参考:Ratio of passive voice in financial text.'} {'id': 162010, 'data_set_name': '可以使用:mdl219_1_ocfratio', 'description': '不可使用,仅供参考:Operating cash flow ratio calculated as cash flow divided by current liabilities.'} {'id': 318553, 'data_set_name': '可以使用:principal_component_score_11_top500_513', 'description': '不可使用,仅供参考:Value of the 12th principal component for the top 500 securities in group 513.'} {'id': 79014, 'data_set_name': '可以使用:fn_effect_of_exchange_rate_on_cash_and_equiv_q', 'description': '不可使用,仅供参考:Amount of increase (decrease) from the effect of exchange rate changes on cash and cash equivalent balances held in foreign currencies.'} {'id': 87223, 'data_set_name': '可以使用:fnd89_csjones_sector_major_12', 'description': '不可使用,仅供参考:Cross Sectional Ratio of Cash-related field (income statement), scaled by Average Total Asset across Sector'} {'id': 6102, 'data_set_name': '可以使用:anl44_eps_ratio_best_crncy_iso', 'description': '不可使用,仅供参考:eps ratio best crncy iso'} {'id': 162267, 'data_set_name': '可以使用:mdl230_allcap_sedol_cashburnrate', 'description': '不可使用,仅供参考:It is defined as: -(Cash From Operations + Cash from Investments)/(Cash + Short-term Investments).'} {'id': 87821, 'data_set_name': '可以使用:oth395_csjonesallmajor13_d1_mean', 'description': '不可使用,仅供参考:Mean of accruals ratio over history'} {'id': 321551, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_revenue_consensus_mean_numup', 'description': '不可使用,仅供参考:Number of up revisions of Revenue Consensus Mean'} {'id': 321164, 'data_set_name': '可以使用:pv87_customerwelfare_pulse_mean', 'description': '不可使用,仅供参考:Short-term score of Customer Welfare topic'} {'id': 318716, 'data_set_name': '可以使用:sta2_top3000_fact3_c10', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 319016, 'data_set_name': '可以使用:pv48_r3000_shares_new_value', 'description': '不可使用,仅供参考:New value shares for the US 3000 index.'} {'id': 87200, 'data_set_name': '可以使用:fnd89_csjones_industry_major_13', 'description': '不可使用,仅供参考:Cross Sectional Ratio of Cash-related field (income statement), scaled by Average Total Asset across Industry'} {'id': 325410, 'data_set_name': '可以使用:pv87_v2_weightedavg20_topic_event_sentiment_score_business', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for topic Business'} {'id': 295538, 'data_set_name': '可以使用:oth455_customer_roam_w5_pca_fact1_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 1st eigenvalue of PCA into 10 groups.'} {'id': 295488, 'data_set_name': '可以使用:oth455_customer_roam_w1_kmeans_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using K-means into 20 groups.'} {'id': 78994, 'data_set_name': '可以使用:fn_debt_instrument_interest_rate_stated_percentage_q', 'description': '不可使用,仅供参考:Stated percentage of interest rate on debt'} {'id': 81272, 'data_set_name': '可以使用:fnd28_growthratesa_value_08605a', 'description': '不可使用,仅供参考:value of annual field: Earnings per Share Growth'} {'id': 6897, 'data_set_name': '可以使用:anl49_commonequityratioindicator', 'description': '不可使用,仅供参考:Common equity ratio indicator'} {'id': 326082, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_topic_css_business', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Business'} {'id': 86384, 'data_set_name': '可以使用:fnd72_q2_repay_ratio', 'description': '不可使用,仅供参考:Measures the percentage of excess cash flow to reimbursement of long-term debts'} {'id': 10494, 'data_set_name': '可以使用:mws87_numvswordsratioexepres', 'description': '不可使用,仅供参考:Number of numerical/number of all words of executives in presentation.'} {'id': 326181, 'data_set_name': '可以使用:pv87_weightedavg1_topic_ess_all', 'description': '不可使用,仅供参考:1-day Weighted average of ESS - Event Sentiment Score for topic All'} {'id': 325736, 'data_set_name': '可以使用:pv87_websimpleavg20_topic_ess_business', 'description': '不可使用,仅供参考:20-day Simple average of ESS - Event Sentiment Score for topic Business'} {'id': 388713, 'data_set_name': '可以使用:snt26_top50pctrankingavg_4', 'description': '不可使用,仅供参考:The average ranking of the top 50% percentile'} {'id': 320684, 'data_set_name': '可以使用:pv87_2_roe_qf_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Return On Equity *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 326192, 'data_set_name': '可以使用:pv87_weightedavg20_group_ess_revenues', 'description': '不可使用,仅供参考:20-day Weighted average of ESS - Event Sentiment Score for group Revenues'} {'id': 319922, 'data_set_name': '可以使用:pv87_2_ebitda_qf_matrix_p1_b_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of EBITDA *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 78143, 'data_set_name': '可以使用:matched_share_award_quantity', 'description': '不可使用,仅供参考:Number of shares awarded plus matched percentage in a plan.'} {'id': 5472, 'data_set_name': '可以使用:cashflow_per_share_minimum', 'description': '不可使用,仅供参考:Cash Flow Per Share - The lowest estimation, delay 1 quarter'} {'id': 373, 'data_set_name': '可以使用:anl10_ebtrevise_ratio_to_consensus_fq2_1011', 'description': '不可使用,仅供参考:Consensus estimate value for earnings before tax Q2'} {'id': 317800, 'data_set_name': '可以使用:pv20_relinv_top1000_0_inverted', 'description': '不可使用,仅供参考:Indicates whether the relationship is inverted for the top 1000 securities (set 0).'} {'id': 87913, 'data_set_name': '可以使用:oth395_jonesmajor31_d1_accum_4q', 'description': '不可使用,仅供参考:Accumulated Sum of Accruals Ratio over the Last 4 Quarters'} {'id': 325734, 'data_set_name': '可以使用:pv87_websimpleavg20_group_ess_revenues', 'description': '不可使用,仅供参考:20-day Simple average of ESS - Event Sentiment Score for group Revenues'} {'id': 295539, 'data_set_name': '可以使用:oth455_customer_roam_w5_pca_fact1_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 1st eigenvalue of PCA into 20 groups.'} {'id': 80734, 'data_set_name': '可以使用:share_capital_expense', 'description': '不可使用,仅供参考:Expenses related to share capital issuance or management.'} {'id': 318927, 'data_set_name': '可以使用:top300_industry_grouping_method2_20', 'description': '不可使用,仅供参考:Industry grouping for top 300 securities using method 2 with 20 clusters.'} {'id': 1036, 'data_set_name': '可以使用:anl10_salrevise_ratio_to_close_fy2_1692', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for sales FY2'} {'id': 87360, 'data_set_name': '可以使用:fnd89_jonesmajor32_d1_accum_4q', 'description': '不可使用,仅供参考:Accumulated accruals ratio over the last four quarters'} {'id': 317312, 'data_set_name': '可以使用:pv20_gp_cor_subindustry_cap_top3000_1_60', 'description': '不可使用,仅供参考:Correlation of subindustry capitalization for top 3000 securities over a 1-60 day period.'} {'id': 321546, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_revenue_consensus_mean_numanalystsunfiltered', 'description': '不可使用,仅供参考:Number of analysts (unfiltered) of Revenue Consensus Mean'} {'id': 169253, 'data_set_name': '可以使用:mdl177_2_liquidityriskfactor_beta', 'description': "不可使用,仅供参考:60-Month Beta : It is defined as 0.67 times the 60-month beta plus 0.33Beta is the covariance between a stock's monthly return and the monthly S&P 500 index return in the prior 60-month period divided by the variance of the monthly S&P 500 index return in the same period."} {'id': 83833, 'data_set_name': '可以使用:fnd3_q_sharesauthorized_fast_d1', 'description': '不可使用,仅供参考:Quarterly Shares Authorized'} {'id': 78928, 'data_set_name': '可以使用:fn_allocated_share_based_compensation_expense_q', 'description': '不可使用,仅供参考:Represents the expense recognized during the period arising from equity-based compensation arrangements (for example, shares of stock, units, stock options, or other equity instruments) with employees, directors, and certain consultants qualifying for treatment as employees.'} {'id': 162864, 'data_set_name': '可以使用:mdl230_totalcap_cusip_reinrate', 'description': '不可使用,仅供参考:It is defined as the trailing 12-month earnings per share before extra items less the trailing 12-month dividends per share by ex-date divided by the average book equity per share in the same period.'} {'id': 318745, 'data_set_name': '可以使用:sta2_top500_fact4_c50', 'description': '不可使用,仅供参考:statistical industry classification'} {'id': 78744, 'data_set_name': '可以使用:fnd17_qcurratio', 'description': '不可使用,仅供参考:Current ratio - most recent quarter'} {'id': 80719, 'data_set_name': '可以使用:revenue_total', 'description': '不可使用,仅供参考:Total revenue generated from business activities during the period.'} {'id': 320300, 'data_set_name': '可以使用:pv87_2_netdebt_qf_matrix_all_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 324548, 'data_set_name': '可以使用:pv87_qtr_matrix_revenue_estimate_std', 'description': '不可使用,仅供参考:Standard deviation of Revenue Estimate'} {'id': 169959, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_bdi_alt', 'description': '不可使用,仅供参考:Basic Defensive Interval : It measures how many days that a company can cover its daily operating expenses (cost of goods sold and SG&A) by only using its cash and receivables on its balance sheet.'} {'id': 321761, 'data_set_name': '可以使用:pv87_effective_tax_rate_consensus_median_scale', 'description': '不可使用,仅供参考:Scale of Effective Tax Rate Consensus Median (%)'} {'id': 87802, 'data_set_name': '可以使用:oth395_csjones_sector_r2_major_11', 'description': '不可使用,仅供参考:R-Squared Value of Cross-Sectional Ratio of Cash-related field (income statement), scaled by Average Total Asset across Sector'} {'id': 318549, 'data_set_name': '可以使用:principal_component_score_10_top500_513', 'description': '不可使用,仅供参考:Value of the 11th principal component for the top 500 securities in group 513.'} {'id': 87416, 'data_set_name': '可以使用:fnd89_major_14_23', 'description': '不可使用,仅供参考:(Net Income + Depreciation & Amortization) – (Cash Flow from Operating Activities – Stock Compensation)/Average Current Assets: (now + 4 quarters earlier + 3 quarters earlier + 2 quarters earlier + 1 quarters earlier +) / 5'} {'id': 320165, 'data_set_name': '可以使用:pv87_2_grossmargin_qf_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Gross Margin *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 279825, 'data_set_name': '可以使用:nws7_news_topic_tag', 'description': '不可使用,仅供参考:news headline tag'} {'id': 325403, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_nip_revenues', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Revenues'} {'id': 2084, 'data_set_name': '可以使用:anl14_median_revenue_fp4', 'description': '不可使用,仅供参考:Median of estimations of revenue - upcoming 4 quarters'} {'id': 320480, 'data_set_name': '可以使用:pv87_2_operatingprofit_qf_matrix_p1_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Operating Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 170001, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_sip_alt', 'description': '不可使用,仅供参考:Short Interest Position'} {'id': 318625, 'data_set_name': '可以使用:robust_factor_5_top2000', 'description': '不可使用,仅供参考:Sixth robust factor for top 2000 securities.'} {'id': 318836, 'data_set_name': '可以使用:top2000_factor4_group2_score', 'description': '不可使用,仅供参考:Fourth factor score for top 2000 securities, grouped into 2 clusters.'} {'id': 318928, 'data_set_name': '可以使用:top300_industry_grouping_method2_5', 'description': '不可使用,仅供参考:Industry grouping for top 300 securities using method 2 with 5 clusters.'} {'id': 173939, 'data_set_name': '可以使用:oth460_call_put_erlanger_ratio_class', 'description': "不可使用,仅供参考:Predicted trend of 'Premium Ratio' (1: fall, 2: neutral, 3: move up)"} {'id': 81779, 'data_set_name': '可以使用:fnd28_ratesq_value_08651q', 'description': '不可使用,仅供参考:value of quarterly field: Reinvestment Rate - per Share'} {'id': 171383, 'data_set_name': '可以使用:mdl77_liquidityriskfactor_debtcf', 'description': '不可使用,仅供参考:The sum of the most recent reported long-term debt and short-term interest-bearing debt divided by the trailing 12-month cash flow.'} {'id': 324775, 'data_set_name': '可以使用:pv87_simpleavg20_group_v2_0_1_ess_revenues', 'description': '不可使用,仅供参考:20-day Simple average of ESS - Event Sentiment Score for group Revenues'} {'id': 159936, 'data_set_name': '可以使用:fnd65_allcap_sedol_visiratio', 'description': "不可使用,仅供参考:It equals to a stock's most recent daily trading volume divided by the average daily trading volume in previous 50 trading days."} {'id': 320856, 'data_set_name': '可以使用:pv87_ann_matrix_cash_flow_share_estimate_number', 'description': '不可使用,仅供参考:Number of analysts of Cash Flow / Share Estimate'} {'id': 6691, 'data_set_name': '可以使用:riskless_investment_rate', 'description': '不可使用,仅供参考:Theoretical rate of return of a risk-free investment.'} {'id': 320622, 'data_set_name': '可以使用:pv87_2_roa_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Return On Assets *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 169300, 'data_set_name': '可以使用:mdl177_2_liquidityriskfactor_yoychgda', 'description': '不可使用,仅供参考:Year-over-year Change in Leverage : It is defined as the difference between the most recent reported quarterly total liabilities as a percentage of the reported total assets and the percentage for the same quarter one year ago.'} {'id': 168405, 'data_set_name': '可以使用:long_term_dividend_payout_ratio', 'description': '不可使用,仅供参考:Long-term assumed proportion of earnings paid out as dividends.'} {'id': 318587, 'data_set_name': '可以使用:principal_component_score_7_top3000_v2', 'description': '不可使用,仅供参考:Seventh principal component value for the top 3000 securities (variant 2).'} {'id': 326161, 'data_set_name': '可以使用:pv87_webweightedavg20_topic_ess_business', 'description': '不可使用,仅供参考:20-day Weighted average of ESS - Event Sentiment Score for topic Business'} {'id': 171423, 'data_set_name': '可以使用:mdl77_liquidityriskfactor_yoychgda', 'description': '不可使用,仅供参考:Year-over-year Change in Leverage: It is defined as the difference between the most recent reported quarterly total liabilities as a percentage of the reported total assets and the percentage for the same quarter one year ago.'} {'id': 4934, 'data_set_name': '可以使用:anl16_actstability', 'description': '不可使用,仅供参考:the stability of actual value in fiscal report'} {'id': 6729, 'data_set_name': '可以使用:anl49_2ndfiscalquartersalesorrevenuesindicator', 'description': '不可使用,仅供参考:Second fiscal quarter sales or revenues indicator'} {'id': 321450, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_cash_flow_share_consensus_mean_numanalystsunfiltered', 'description': '不可使用,仅供参考:Number of analysts (unfiltered) of Cash Flow / Share Consensus Mean'} {'id': 81777, 'data_set_name': '可以使用:fnd28_ratesq_value_08631q', 'description': '不可使用,仅供参考:value of quarterly field: Net Sales/Revenues Growth'} {'id': 2089, 'data_set_name': '可以使用:anl14_median_revenue_fy4', 'description': '不可使用,仅供参考:Median of Estimations of Revenue - upcoming 4 years'} {'id': 319731, 'data_set_name': '可以使用:pv87_2_cfps_af_matrix_p1_b_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 168724, 'data_set_name': '可以使用:credit_risk_premium_indicator', 'description': '不可使用,仅供参考:Credit Risk Premium Sensitivity'} {'id': 321604, 'data_set_name': '可以使用:pv87_diversityandinclusion_momentum_mean', 'description': '不可使用,仅供参考:Trailing 12m score of Diversity And Inclusion topic'} {'id': 318534, 'data_set_name': '可以使用:principal_component_9_top500', 'description': '不可使用,仅供参考:Tenth principal component extracted from returns for the top 500 entities.'} {'id': 6985, 'data_set_name': '可以使用:anl49_vector_35estd35yrgrowthrateearningspershare', 'description': '不可使用,仅供参考:The annual compounded growth rate using the average of the three latest base years to the projected 3-5-year Earnings per Share.'} {'id': 87185, 'data_set_name': '可以使用:fnd89_csjones_all_r2_major_12', 'description': '不可使用,仅供参考:R Squared Value of Cross Sectional Ratio of Cash-related field (income statement), scaled by Average Total Asset across All universe'} {'id': 318620, 'data_set_name': '可以使用:robust_factor_14_top2000', 'description': '不可使用,仅供参考:Fifteenth robust factor for top 2000 securities.'} {'id': 7515, 'data_set_name': '可以使用:anl69_multiple_share', 'description': '不可使用,仅供参考:Company Has Multiple Shares Indicator'} {'id': 174681, 'data_set_name': '可以使用:oth460_share_chg_l1', 'description': '不可使用,仅供参考:The probability that the future trend of YoY change in share count" will fall"'} {'id': 279200, 'data_set_name': '可以使用:lockup_period_duration_days', 'description': '不可使用,仅供参考:Number of days shares are restricted from sale due to lockup.'} {'id': 320290, 'data_set_name': '可以使用:pv87_2_netdebt_af_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 320002, 'data_set_name': '可以使用:pv87_2_eps_af_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Earnings Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} {'id': 6825, 'data_set_name': '可以使用:anl49_backfill_earningspershareindicator', 'description': '不可使用,仅供参考:Earnings per share indicator'} {'id': 78966, 'data_set_name': '可以使用:fn_comp_number_of_shares_authorized_q', 'description': '不可使用,仅供参考:The maximum number of shares (or other type of equity) originally approved (usually by shareholders and board of directors), net of any subsequent amendments and adjustments, for awards under the equity-based compensation plan. As stock or unit options and equity instruments other than options are awarded to participants, the shares or units remain authorized and become reserved for issuance under outstanding awards (not necessarily vested).'} {'id': 164131, 'data_set_name': '可以使用:mdl26_v14_prsprise_fy2_revenue', 'description': '不可使用,仅供参考:predicted surprise (actual value - predicted value) FYEAR2 revenue'} {'id': 6513, 'data_set_name': '可以使用:latest_annual_value_update_cash_flow_per_share_second', 'description': '不可使用,仅供参考:Date or timestamp when the annual cash flow per share value was last updated in the second version module.'} {'id': 326155, 'data_set_name': '可以使用:pv87_webweightedavg1_topic_ess_business', 'description': '不可使用,仅供参考:1-day Weighted average of ESS - Event Sentiment Score for topic Business'} {'id': 168262, 'data_set_name': '可以使用:credit_risk_leverage_score', 'description': '不可使用,仅供参考:Percentile score reflecting leverage factors in credit risk assessment.'} {'id': 324047, 'data_set_name': '可以使用:pv87_prv2_expavg60_group_css_revenues', 'description': '不可使用,仅供参考:60-day Exponential average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Revenues'} {'id': 321562, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_revenue_consensus_mean_numanalystsunfiltered', 'description': '不可使用,仅供参考:Number of analysts (unfiltered) of Revenue Consensus Mean'} {'id': 169999, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_si_ratio_alt', 'description': '不可使用,仅供参考:Short Interest Ratio'} {'id': 295421, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w5_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'} {'id': 318940, 'data_set_name': '可以使用:top500_industry_grouping_method1_10', 'description': '不可使用,仅供参考:Industry grouping for top 500 securities using method 1 with 10 clusters.'} {'id': 319941, 'data_set_name': '可以使用:pv87_2_ebitdaps_af_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of EBITDA per share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} ========================= 数据字段结束 ======================================= 以上数据字段和操作符, 按照Description说明组合, 但是每一个 alpha 组合的使用的数据字段和操作符不要过于集中, 在符合语法的情况下, 多尝试不同的组合 你再检查一下, 如果你使用了 Operator abs does not support event inputs Operator ts_mean does not support event inputs Operator ts_scale does not support event inputs Operator add does not support event inputs Operator sign does not support event inputs Operator greater does not support event inputs Operator ts_av_diff does not support event inputs Operator ts_quantile does not support event inputs Operator ts_arg_min does not support event inputs Operator divide does not support event inputs Operator ts_corr does not support event inputs Operator ts_decay_linear does not support event inputs Operator ts_sum does not support event inputs Operator ts_delay does not support event inputs Operator ts_arg_max does not support event inputs Operator ts_std_dev does not support event inputs Operator ts_regression does not support event inputs Operator ts_backfill does not support event inputs Operator signed_power does not support event inputs Operator ts_product does not support event inputs Operator ts_zscore does not support event inputs Operator group_rank does not support event inputs Operator subtract does not support event inputs Operator ts_delta does not support event inputs Operator ts_rank does not support event inputs Operator ts_count_nans does not support event inputs Operator ts_covariance does not support event inputs Operator multiply does not support event inputs Operator if_else does not support event inputs Operator group_neutralize does not support event inputs Operator group_zscore does not support event inputs Operator winsorize does not support event inputs 注意, 以上操作符不能使用事件类型的数据集, 以上操作符禁止使用事件类型的数据集!!