任务指令 你是一个WorldQuant WebSim因子工程师。你的任务是生成 100 个用于行业轮动策略的复合型Alpha因子表达式。 核心规则 设计维度框架 维度1:时间序列动量(TM) 目标:识别价格趋势的强度、速度和持续性 可用的具体构建方法: 1. 简单动量:ts_delta(close, d) [d=5,10,20,30,60] 2. 趋势斜率:ts_regression(close, ts_step(1), d, 0, 1) [rettype=1获取斜率] 3. 动量加速度:ts_delta(ts_delta(close, d1), d2) [避免嵌套ts_regression] 4. 平滑动量:ts_mean(returns, d) [returns=ts_delta(close,1)] 5. 动量衰减:ts_decay_linear(returns, d) 6. 价量关系:ts_corr(ts_delta(close,5), ts_delta(volume,5), d) 建议组合:使用不同d参数创建短期/中期/长期动量 维度2:横截面领导力(CL) 目标:识别行业内的龙头股和相对强度 具体构建方法: 1. 龙头股筛选:if_else(rank(volume) > 0.7, 龙头值, 其他值) [使用volume代替market_cap] 2. 龙头组合:group_mean(x, 1, bucket(rank(volume), range="0,3,0.4")) [使用volume排序] 3. 行业内离散度:ts_std_dev(group_rank(returns, industry), 20) 4. 相对排名稳定性:ts_mean(rank(returns), d) 维度3:市场状态适应性(MS) 目标:根据波动率、趋势状态调整参数 具体构建方法: 1. 波动率调整:ts_delta(close,5) / ts_std_dev(returns,20) 2. 状态条件选择:if_else(ts_rank(volatility,30) > 0.7, 短期动量, 长期动量) 3. 参数动态化:if_else(ts_std_dev(returns,20) > 阈值, 5, 20) [作为d参数] 4. 趋势状态识别:ts_rank(ts_mean(returns,20), 60) > 0.5 基本结构: 复合因子 = 维度A组件 [运算符] 维度B组件 [条件调整] === 关键语法规则(必须遵守) === 1. 数据字段规范: - 可使用字段:close, volume, returns - ❌ 错误:market_cap, marketcap, mkt_cap [这些字段不存在] - ✅ 正确:使用volume作为规模代理,close作为价格 - returns通常定义为:ts_delta(close, 1) 或 close/ts_delay(close,1)-1 2. ts_regression使用规范: - 避免深度嵌套ts_regression,特别是作为其他函数的参数 - ✅ 正确:reg_slope = ts_regression(close, ts_step(1), 30, 0, 1) - ❌ 错误:ts_delta(ts_regression(close, ts_step(1), 30, 0, 1), 5) - 替代方案:用ts_delta组合计算动量变化 3. if_else使用规范: - 条件必须是简单布尔表达式 - 避免序列比较:❌ ts_std_dev(returns,60) > ts_mean(ts_std_dev(returns,60),120) - 正确使用:✅ if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, 短期动量, 长期动量) 4. bucket函数使用规范: - bucket()返回分组ID,可用于条件判断 - ✅ 正确:bucket(rank(volume), range="0,3,0.4") == 0 [第一组为大成交量] - ✅ 正确:group_mean(x, 1, bucket(rank(volume), range="0,3,0.4")) - 注意字符串格式:range="起始值,组数,步长" 或 buckets="分割点列表" === 关键语法规则结束 === *=====* 注意事项: 1. 避免过度复杂的嵌套(建议不超过3层) 2. 每个表达式应有明确的经济逻辑 3. 考虑实际交易可行性(避免未来函数) 4. 包含风险控制元素(如波动率调整) 5. 只能使用可用的数据字段:close, volume, returns等 *=====* 参数逻辑:参数d(回顾期)应在[5, 10, 20, 30, 60, 120]等具有市场意义(周、月、季度、半年)的数值中合理选择并差异化。 行业隐含:通过group_mean、group_rank等函数或假设表达式在行业指数上运行来体现"行业"逻辑。 构建框架指导(请按此逻辑创造新因子): 维度融合模板(选择至少2个): A. 领导力动量 = 时序动量 × 横截面调整 逻辑:大成交量股票的动量更强 结构:group_mean(ts_delta(close, d1), 1, bucket(rank(volume), range="0,3,0.4")) B. 状态自适应动量 = 条件选择动量 逻辑:高波动用短期动量,低波动用长期动量 结构:if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,5), ts_delta(close,20)) C. 行业传导因子 = 领先行业动量 × 相关性强度 逻辑:与强势行业相关性高的行业未来表现好 结构:multiply(ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), d1), ts_delta(close,d2)) D. 情绪反转 = 过度交易信号 × 基础趋势 逻辑:过度交易时反转,趋势延续时跟随 结构:multiply(reverse(ts_rank(volume/ts_mean(volume,20), 10)), ts_delta(close,20)) 关键组件库(可自由组合): 1. 动量类:ts_delta(close,{d}), ts_regression(close,ts_step(1),{d},0,1) 2. 波动类:ts_std_dev(returns,{d}), ts_mean(abs(returns),{d}) 3. 成交量类:volume/ts_mean(volume,{d}), ts_zscore(volume,{d}) 4. 横截面类:if_else(rank(volume) > 阈值, 值1, 值2), bucket(rank(volume), range="0,3,0.4") 5. 相关性类:ts_corr({x},{y},{d}) 6. 条件逻辑:if_else({condition}, {true_value}, {false_value}) 参数池:d ∈ [5,10,20,30,60,120], 阈值 ∈ [0.5,0.7,0.8] *=====* 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。 **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, 进行生成,组合因子: 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, Description: 此字段后面的是操作符对应的描述或使用说明, 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: DataField: 后面的是数据字段, DataFieldDescription: 此字段后面的是数据字段对应的描述或使用说明, DataFieldDescription字段后面的内容是使用说明, 不是数据字段 DataField: pcr_vol_60 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 60 days in the future. DataField: option_breakeven_360 DataFieldDescription: Price at which a stock's options with expiration 360 days in the future break even based on its recent bid/ask mean. DataField: forward_price_120 DataFieldDescription: Forward price at 120 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: forward_price_90 DataFieldDescription: Forward price at 90 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: option_breakeven_180 DataFieldDescription: Price at which a stock's options with expiration 180 days in the future break even based on its recent bid/ask mean. DataField: pcr_oi_180 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 180 days in the future. DataField: call_breakeven_30 DataFieldDescription: Price at which a stock's call options with expiration 30 days in the future break even based on its recent bid/ask mean. DataField: pcr_vol_150 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 150 days in the future. DataField: option_breakeven_20 DataFieldDescription: Price at which a stock's options with expiration 20 days in the future break even based on its recent bid/ask mean. DataField: forward_price_150 DataFieldDescription: Forward price at 150 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: call_breakeven_20 DataFieldDescription: Price at which a stock's call options with expiration 20 days in the future break even based on its recent bid/ask mean. DataField: pcr_vol_120 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 120 days in the future. DataField: call_breakeven_270 DataFieldDescription: Price at which a stock's call options with expiration 270 days in the future break even based on its recent bid/ask mean. DataField: option_breakeven_1080 DataFieldDescription: Price at which a stock's options with expiration 1080 days in the future break even based on its recent bid/ask mean. DataField: forward_price_60 DataFieldDescription: Forward price at 60 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: pcr_vol_1080 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 1080 days in the future. DataField: put_breakeven_90 DataFieldDescription: Price at which a stock's put options with expiration 90 days in the future break even based on its recent bid/ask mean. DataField: option_breakeven_30 DataFieldDescription: Price at which a stock's options with expiration 30 days in the future break even based on its recent bid/ask mean. DataField: call_breakeven_120 DataFieldDescription: Price at which a stock's call options with expiration 120 days in the future break even based on its recent bid/ask mean. DataField: forward_price_30 DataFieldDescription: Forward price at 30 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: option_breakeven_720 DataFieldDescription: Price at which a stock's options with expiration 720 days in the future break even based on its recent bid/ask mean. DataField: pcr_oi_360 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 360 days in the future. DataField: forward_price_360 DataFieldDescription: Forward price at 360 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: option_breakeven_10 DataFieldDescription: Price at which a stock's options with expiration 10 days in the future break even based on its recent bid/ask mean. DataField: pcr_oi_150 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 150 days in the future. DataField: pcr_vol_30 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 30 days in the future. DataField: pcr_oi_90 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 90 days in the future. DataField: pcr_vol_180 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 180 days in the future. DataField: forward_price_720 DataFieldDescription: Forward price at 720 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: option_breakeven_270 DataFieldDescription: Price at which a stock's options with expiration 270 days in the future break even based on its recent bid/ask mean. DataField: fnd6_newqeventv110_wdaq DataFieldDescription: Writedowns After-tax DataField: fnd6_newqv1300_xrdq DataFieldDescription: Research and Development Expense DataField: fnd6_newqeventv110_xoptd12 DataFieldDescription: Implied Option EPS Diluted 12MM DataField: fnd6_cptnewqv1300_ceqq DataFieldDescription: Common/Ordinary Equity - Total DataField: fnd6_cld5 DataFieldDescription: Capitalized Leases - Due in 5th Year DataField: fnd6_newqeventv110_ibq DataFieldDescription: Income Before Extraordinary Items DataField: fnd6_ivch DataFieldDescription: Increase in Investments DataField: fnd6_cptnewqeventv110_apq DataFieldDescription: Accounts Payable/Creditors - Trade DataField: fnd6_newqeventv110_setpq DataFieldDescription: Settlement (Litigation/Insurance) Pretax DataField: fnd6_recta DataFieldDescription: Retained Earnings - Cumulative Translation Adjustment DataField: fnd6_lifr DataFieldDescription: LIFO Reserve DataField: fnd6_zipcode DataFieldDescription: ZIP code related to the company DataField: fnd6_aqi DataFieldDescription: Acquisitions - Income Contribution DataField: fnd6_newa2v1300_tstkn DataFieldDescription: Treasury Stock - Number of Common Shares DataField: fnd6_ptis DataFieldDescription: Pretax Income DataField: fnd6_newqeventv110_drcq DataFieldDescription: Deferred Revenue - Current DataField: fnd6_newqv1300_aul3q DataFieldDescription: Assets Level 3 (Unobservable) DataField: fnd6_caxts DataFieldDescription: Cost and Expenses - Total DataField: fnd6_ibs DataFieldDescription: Income before Extraordinary Items DataField: fnd6_newa1v1300_lt DataFieldDescription: Liabilities - Total DataField: fnd6_newqv1300_csh12q DataFieldDescription: Common Shares Used to Calculate Earnings Per Share - 12 Months Moving DataField: fnd6_invo DataFieldDescription: Inventories - Other DataField: fnd6_newqeventv110_xoprq DataFieldDescription: Operating Expense - Total DataField: fnd6_newqv1300_epsfiq DataFieldDescription: Earnings Per Share (Diluted) - Including Extraordinary Items DataField: fnd6_newa2v1300_re DataFieldDescription: Retained Earnings DataField: fnd6_newqeventv110_rdipepsq DataFieldDescription: In-Process R&D Expense Basic EPS Effect DataField: fnd6_eventv110_setdq DataFieldDescription: Settlement (Litigation/Insurance) Diluted EPS Effect DataField: fnd6_capxv DataFieldDescription: Capital Expend Property, Plant and Equipment Schd V DataField: fnd6_recco DataFieldDescription: Receivables - Current - Other DataField: fnd6_newqv1300_esopnrq DataFieldDescription: Preferred ESOP Obligation - Non-Redeemable DataField: scl12_alltype_buzzvec DataFieldDescription: sentiment volume DataField: scl12_alltype_sentvec DataFieldDescription: sentiment DataField: scl12_alltype_typevec DataFieldDescription: instrument type index DataField: scl12_buzz DataFieldDescription: relative sentiment volume DataField: scl12_buzz_fast_d1 DataFieldDescription: relative sentiment volume DataField: scl12_buzzvec DataFieldDescription: sentiment volume DataField: scl12_sentiment DataFieldDescription: sentiment DataField: scl12_sentiment_fast_d1 DataFieldDescription: sentiment DataField: scl12_sentvec DataFieldDescription: sentiment DataField: scl12_typevec DataFieldDescription: instrument type index DataField: snt_buzz DataFieldDescription: negative relative sentiment volume, fill nan with 0 DataField: snt_buzz_bfl DataFieldDescription: negative relative sentiment volume, fill nan with 1 DataField: snt_buzz_bfl_fast_d1 DataFieldDescription: negative relative sentiment volume, fill nan with 1 DataField: snt_buzz_fast_d1 DataFieldDescription: negative relative sentiment volume, fill nan with 0 DataField: snt_buzz_ret DataFieldDescription: negative return of relative sentiment volume DataField: snt_buzz_ret_fast_d1 DataFieldDescription: negative return of relative sentiment volume DataField: snt_value DataFieldDescription: negative sentiment, fill nan with 0 DataField: snt_value_fast_d1 DataFieldDescription: negative sentiment, fill nan with 0 DataField: analyst_revision_rank_derivative DataFieldDescription: Change in ranking for analyst revisions and momentum compared to previous period. DataField: cashflow_efficiency_rank_derivative DataFieldDescription: Change in ranking for cash flow generation and profitability compared to previous period. DataField: composite_factor_score_derivative DataFieldDescription: Change in overall composite factor score from the prior period. DataField: earnings_certainty_rank_derivative DataFieldDescription: Change in ranking for earnings sustainability and certainty compared to previous period. DataField: fscore_bfl_growth DataFieldDescription: The purpose of this metric is to qualify the expected MT growth potential of the stock. DataField: fscore_bfl_momentum DataFieldDescription: The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions. DataField: fscore_bfl_profitability DataFieldDescription: The purpose of this metric is to rank stock based on their ability to generate cash flows. DataField: fscore_bfl_quality DataFieldDescription: The purpose of this metric is to measure both the sustainability and certainty of earnings. DataField: fscore_bfl_surface DataFieldDescription: The static score. An index between 0 & 100 is applied for each stock and each composite factor - The first ranking is a pentagon surface-based score. The larger the surface, the higher the rank. DataField: fscore_bfl_surface_accel DataFieldDescription: The derivative score. In a second step, we calculate the derivative of this score (ie: Is the surface of the pentagon increasing or decreasing from the previous month?). DataField: fscore_bfl_total DataFieldDescription: The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score. DataField: fscore_bfl_value DataFieldDescription: The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards. DataField: fscore_growth DataFieldDescription: The purpose of this metric is to qualify the expected MT growth potential of the stock. DataField: fscore_momentum DataFieldDescription: The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions. DataField: fscore_profitability DataFieldDescription: The purpose of this metric is to rank stock based on their ability to generate cash flows. DataField: fscore_quality DataFieldDescription: The purpose of this metric is to measure both the sustainability and certainty of earnings. DataField: fscore_surface DataFieldDescription: The static score. An index between 0 & 100 is applied for each stock and each composite factor - The first ranking is a pentagon surface-based score. The larger the surface, the higher the rank. DataField: fscore_surface_accel DataFieldDescription: The derivative score. In a second step, we calculate the derivative of this score (ie: Is the surface of the pentagon increasing or decreasing from the previous month?). DataField: fscore_total DataFieldDescription: The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score. DataField: fscore_value DataFieldDescription: The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards. DataField: growth_potential_rank_derivative DataFieldDescription: Change in ranking for medium-term growth potential compared to previous period. DataField: multi_factor_acceleration_score_derivative DataFieldDescription: Change in the acceleration of multi-factor score compared to previous period. DataField: multi_factor_static_score_derivative DataFieldDescription: Change in static multi-factor score compared to previous period. DataField: relative_valuation_rank_derivative DataFieldDescription: Change in ranking for valuation metrics compared to previous period. DataField: snt_social_value DataFieldDescription: Z score of sentiment DataField: snt_social_volume DataFieldDescription: Normalized tweet volume DataField: beta_last_30_days_spy DataFieldDescription: Beta to SPY in 30 Days DataField: beta_last_360_days_spy DataFieldDescription: Beta to SPY in 360 Days DataField: beta_last_60_days_spy DataFieldDescription: Beta to SPY in 60 Days DataField: beta_last_90_days_spy DataFieldDescription: Beta to SPY in 90 Days DataField: correlation_last_30_days_spy DataFieldDescription: Correlation to SPY in 30 Days DataField: correlation_last_360_days_spy DataFieldDescription: Correlation to SPY in 360 Days DataField: correlation_last_60_days_spy DataFieldDescription: Correlation to SPY in 60 Days DataField: correlation_last_90_days_spy DataFieldDescription: Correlation to SPY in 90 Days DataField: systematic_risk_last_30_days DataFieldDescription: Systematic Risk Last 30 Days DataField: systematic_risk_last_360_days DataFieldDescription: Systematic Risk Last 360 Days DataField: systematic_risk_last_60_days DataFieldDescription: Systematic Risk Last 60 Days DataField: systematic_risk_last_90_days DataFieldDescription: Systematic Risk Last 90 Days DataField: unsystematic_risk_last_30_days DataFieldDescription: Unsystematic Risk Last 30 Days - Relative to SPY DataField: unsystematic_risk_last_360_days DataFieldDescription: Unsystematic Risk Last 360 Days - Relative to SPY DataField: unsystematic_risk_last_60_days DataFieldDescription: Unsystematic Risk Last 60 Days - Relative to SPY DataField: unsystematic_risk_last_90_days DataFieldDescription: Unsystematic Risk Last 90 Days - Relative to SPY DataField: min_reported_eps_guidance DataFieldDescription: Reported Earnings Per Share - Minimum guidance value for the annual period DataField: anl4_basicconqfv110_low DataFieldDescription: The lowest estimation DataField: shareholders_equity_reported_value DataFieldDescription: Shareholders' Equity - Total Value DataField: anl4_ads1detailafv110_prevval DataFieldDescription: The Previous Estimation of Financial Item DataField: anl4_qf_az_div_median DataFieldDescription: Dividend per share - median of estimations DataField: total_goodwill_reported_value DataFieldDescription: Total Goodwill - Actual Value in Millions DataField: anl4_fsdtlestmtsafv4_item DataFieldDescription: Financial item DataField: anl4_qf_az_cfps_number DataFieldDescription: Cash Flow Per Share - number of estimations DataField: anl4_dez1qfv4_est DataFieldDescription: Estimation value DataField: anl4_dei3lafv110_item DataFieldDescription: Financial item DataField: anl4_basicconltv110_numest DataFieldDescription: The number of forecasts counted in aggregation DataField: anl4_ady_median DataFieldDescription: Median of estimations DataField: max_financing_cashflow_guidance DataFieldDescription: Cash Flow From Financing - Maximum guidance value DataField: pretax_income_reported DataFieldDescription: Reported Pretax income - actual value for the annual fiscal period DataField: dividend_max_guidance_value DataFieldDescription: The maximum guidance value for Dividend per share on an annual basis. DataField: anl4_baz1v110_estvalue DataFieldDescription: Estimation value DataField: anl4_qfd1_azeps DataFieldDescription: EPS - aggregation on estimations, 50th percentile DataField: anl4_dts_ptp DataFieldDescription: Pretax income - std of estimations DataField: anl4_eaz2lafv110_bk DataFieldDescription: Broker name (int) DataField: anl4_capex_low DataFieldDescription: Capital Expenditures - The lowest estimation DataField: min_financing_cashflow_guidance DataFieldDescription: Minimum guidance value for Cash Flow From Financing DataField: anl4_qfv4_div_low DataFieldDescription: Dividend per share - The lowest estimation DataField: anl4_totassets_high DataFieldDescription: Total Assets - The highest estimation DataField: anl4_eaz1laf_person DataFieldDescription: Broker Id DataField: anl4_qf_az_cfps_median DataFieldDescription: Cash Flow Per Share - Median value among forecasts DataField: anl4_eaz2lrec_person DataFieldDescription: Broker Id DataField: min_net_profit_guidance DataFieldDescription: Minimum guidance value for Net Profit on an annual basis DataField: anl4_ady_pu DataFieldDescription: The number of upper estimations DataField: max_stock_option_expense_guidance DataFieldDescription: Stock option expense - Maximum guidance value for the annual period DataField: anl4_fsguidanceafv4_item DataFieldDescription: Financial item DataField: pv13_hierarchy_min2_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min30_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min20_513_sector DataFieldDescription: grouping fields DataField: pv13_reportperiodlen DataFieldDescription: The number of units which the report covers prior to the stated end date DataField: pv13_rha2_min5_3000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min10_1000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_1000_513_sector DataFieldDescription: grouping fields DataField: pv13_h_min10_top3000_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min52_sector DataFieldDescription: grouping fields DataField: pv13_reportperiodend DataFieldDescription: Stated end date for the report DataField: pv13_h_min2_3000_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_sector DataFieldDescription: grouping fields DataField: pv13_r2_min20_1000_sector DataFieldDescription: grouping fields DataField: rel_num_cust DataFieldDescription: number of the instrument's customers DataField: pv13_h2_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min20_3k_513_sector DataFieldDescription: grouping fields DataField: pv13_di_6l DataFieldDescription: grouping fields DataField: pv13_hierarchy_min22_1000_513_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min40_3000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_f1_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min51_f4_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_focused_pureplay_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min51_f4_sector DataFieldDescription: grouping fields DataField: rel_ret_cust DataFieldDescription: averaged one-day-return of the instrument's customers DataField: pv13_hierarchy_min10_sector_3000_sector DataFieldDescription: grouping fields DataField: pv13_r2_liquid_min5_sector DataFieldDescription: grouping fields DataField: pv13_revere_comproduct_company DataFieldDescription: Company product DataField: pv13_hierarchy_min30_3000_mapped_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min52_2k_sector DataFieldDescription: grouping fields DataField: pv13_h_min24_500_sector DataFieldDescription: Grouping fields for top 500 DataField: historical_volatility_90 DataFieldDescription: Close-to-close Historical volatility over 90 days DataField: implied_volatility_put_1080 DataFieldDescription: At-the-money option-implied volatility for Put Option for 3 years DataField: implied_volatility_put_360 DataFieldDescription: At-the-money option-implied volatility for Put Option for 360 days DataField: implied_volatility_put_20 DataFieldDescription: At-the-money option-implied volatility for Put Option for 20 days DataField: implied_volatility_mean_180 DataFieldDescription: At-the-money option-implied volatility mean for 180 days DataField: implied_volatility_mean_skew_10 DataFieldDescription: At-the-money option-implied volatility mean skew for 10 days DataField: implied_volatility_put_30 DataFieldDescription: At-the-money option-implied volatility for Put Option for 30 days DataField: implied_volatility_put_180 DataFieldDescription: At-the-money option-implied volatility for put option for 180 days DataField: implied_volatility_mean_90 DataFieldDescription: At-the-money option-implied volatility mean for 90 days DataField: parkinson_volatility_150 DataFieldDescription: Parkinson model's historical volatility over 150 days DataField: parkinson_volatility_120 DataFieldDescription: Parkinson model's historical volatility over 120 days DataField: historical_volatility_20 DataFieldDescription: Close-to-close Historical volatility over 20 days DataField: implied_volatility_call_10 DataFieldDescription: At-the-money option-implied volatility for call Option for 10 days DataField: implied_volatility_mean_20 DataFieldDescription: At-the-money option-implied volatility mean for 20 days DataField: implied_volatility_mean_720 DataFieldDescription: At-the-money option-implied volatility mean for 720 days DataField: historical_volatility_150 DataFieldDescription: Close-to-close Historical volatility over 150 days DataField: implied_volatility_put_150 DataFieldDescription: At-the-money option-implied volatility for Put Option for 150 days DataField: historical_volatility_60 DataFieldDescription: Close-to-close Historical volatility over 60 days DataField: implied_volatility_mean_skew_60 DataFieldDescription: At-the-money option-implied volatility mean skew for 60 days DataField: implied_volatility_mean_10 DataFieldDescription: At-the-money option-implied volatility mean for 10 days DataField: implied_volatility_mean_skew_1080 DataFieldDescription: At-the-money option-implied volatility mean skew for 3 years DataField: implied_volatility_call_270 DataFieldDescription: At-the-money option-implied volatility for call Option for 270 days DataField: implied_volatility_put_270 DataFieldDescription: At-the-money option-implied volatility for Put Option for 270 days DataField: implied_volatility_call_180 DataFieldDescription: At-the-money option-implied volatility for call Option for 180 days DataField: implied_volatility_mean_skew_720 DataFieldDescription: At-the-money option-implied volatility mean skew for 720 days DataField: implied_volatility_mean_120 DataFieldDescription: At-the-money option-implied volatility mean for 120 days DataField: parkinson_volatility_180 DataFieldDescription: Parkinson model's historical volatility over 180 days DataField: implied_volatility_mean_360 DataFieldDescription: At-the-money option-implied volatility mean for 360 days DataField: implied_volatility_call_1080 DataFieldDescription: At-the-money option-implied volatility for call option for 1080 days DataField: historical_volatility_10 DataFieldDescription: Close-to-close Historical volatility over 10 days DataField: nws12_prez_30_seconds DataFieldDescription: The percent change in price in the 30 seconds following the news release DataField: nws12_prez_mainvwap DataFieldDescription: Main session volume-weighted average price DataField: nws12_afterhsz_rangeamt DataFieldDescription: Session High Price - Session Low Price DataField: nws12_afterhsz_10_min DataFieldDescription: The percent change in price in the first 10 minutes following the news release DataField: nws12_mainz_57p DataFieldDescription: The minimum of L or S above for 7.5-minute bucket DataField: nws12_mainz_open_vol DataFieldDescription: Main open volume DataField: nws12_prez_prev_vol DataFieldDescription: Previous day's session volume DataField: news_pct_60min DataFieldDescription: The percent change in price in the first 60 minutes following the news release DataField: nws12_mainz_30_min DataFieldDescription: The percent change in price in the first 30 minutes following the news release DataField: nws12_mainz_3p DataFieldDescription: The minimum of L or S above for 3-minute bucket DataField: nws12_afterhsz_prevclose DataFieldDescription: Previous trading day's close price DataField: nws12_mainz_peratio DataFieldDescription: Reported price-to-earnings ratio for the calendar day of the session DataField: nws12_prez_1l DataFieldDescription: Number of minutes that elapsed before price went up 1 percentage point DataField: nws12_prez_result1 DataFieldDescription: Percent change between the price at the time of the news release to the price at the close of the session DataField: nws12_mainz_prevday DataFieldDescription: Percent change between the previous day's open and close DataField: nws12_mainz_10_min DataFieldDescription: The percent change in price in the first 10 minutes following the news release DataField: nws12_prez_volstddev DataFieldDescription: (CurrentVolume - AvgVol)/VolStDev, where AvgVol is the average of the daily volume, and VolStdDev is one standard deviation for the daily volume, both for 30 calendar days DataField: nws12_mainz_allvwap DataFieldDescription: Volume weighted average price of all sessions DataField: news_spy_last DataFieldDescription: Last Price of the SPY at the time of the news DataField: nws12_afterhsz_short_interest DataFieldDescription: Total number of shares sold short divided by total number of shares outstanding DataField: news_mins_10_pct_up DataFieldDescription: Number of minutes that elapsed before price went up 10 percentage points DataField: nws12_mainz_tonhigh DataFieldDescription: Highest price reached during the session before the time of news DataField: nws12_allz_newssess DataFieldDescription: Index of session in which the news was reported DataField: news_max_up_ret DataFieldDescription: Percent change from the price at the time of the news to the after the news high DataField: news_session_range_pct DataFieldDescription: (Session High Price - Session Low Price) / Session Low Price. DataField: nws12_mainz_provider DataFieldDescription: index of name of the news provider DataField: news_all_vwap DataFieldDescription: Volume weighted average price of all sessions DataField: nws12_prez_4l DataFieldDescription: Number of minutes that elapsed before price went up 4 percentage points DataField: news_eod_vwap DataFieldDescription: Volume weighted average price between the time of news and the end of the session DataField: nws12_mainz_30_seconds DataFieldDescription: The percent change in price in the 30 seconds following the news release DataField: top1000 DataFieldDescription: 20140630 DataField: top200 DataFieldDescription: 20140630 DataField: top3000 DataFieldDescription: 20140630 DataField: top500 DataFieldDescription: 20140630 DataField: topsp500 DataFieldDescription: 20140630 DataField: nws18_ssc DataFieldDescription: Sentiment of the news calculated using multiple techniques DataField: rp_ess_society DataFieldDescription: Event sentiment score of society-related news DataField: rp_ess_earnings DataFieldDescription: Event sentiment score of earnings news DataField: nws18_bee DataFieldDescription: News sentiment specializing in growth of earnings DataField: rp_nip_assets DataFieldDescription: News impact projection of assets news DataField: rp_nip_product DataFieldDescription: News impact projection of product and service-related news DataField: rp_ess_equity DataFieldDescription: Event sentiment score of equity action news DataField: nws18_qep DataFieldDescription: News sentiment based on positive and negative words on global equity DataField: nws18_qcm DataFieldDescription: News sentiment of relevant news with high confidence DataField: rp_ess_technical DataFieldDescription: Event sentiment score based on technical analysis DataField: rp_nip_ptg DataFieldDescription: News impact projection of price target news DataField: rp_nip_business DataFieldDescription: News impact projection of business-related news DataField: rp_nip_price DataFieldDescription: News impact projection of stock price news DataField: rp_nip_legal DataFieldDescription: News impact projection of legal news DataField: rp_nip_earnings DataFieldDescription: News impact projection of earnings news DataField: rp_css_legal DataFieldDescription: Composite sentiment score of legal news DataField: rp_ess_ptg DataFieldDescription: Event sentiment score of price target news DataField: rp_nip_credit DataFieldDescription: News impact projection of credit news DataField: rp_css_ratings DataFieldDescription: Composite sentiment score of analyst ratings-related news DataField: rp_css_partner DataFieldDescription: Composite sentiment score of partnership news DataField: nws18_ber DataFieldDescription: News sentiment specializing in earnings result DataField: rp_css_dividends DataFieldDescription: Composite sentiment score of dividends news DataField: rp_ess_legal DataFieldDescription: Event sentiment score of legal news DataField: rp_ess_insider DataFieldDescription: Event sentiment score of insider trading news DataField: rp_nip_inverstor DataFieldDescription: News impact projection of investor relations news DataField: nws18_ghc_lna DataFieldDescription: Change in analyst recommendation DataField: rp_css_earnings DataFieldDescription: Composite sentiment score of earnings news DataField: rp_nip_revenue DataFieldDescription: News impact projection of revenue news DataField: rp_css_price DataFieldDescription: Composite sentiment score of stock price news DataField: rp_css_ptg DataFieldDescription: Composite sentiment score of price target news DataField: fnd2_currstatelocaltxexp DataFieldDescription: Income Tax Expense, Current - State & Local DataField: fnd2_dbplanartonplas DataFieldDescription: Defined Benefit Plan, Benefits Paid, Plan Assets DataField: fn_repayments_of_lines_of_credit_q DataFieldDescription: Amount of cash outflow for payment of an obligation from a lender, including but not limited to, letter of credit, standby letter of credit and revolving credit arrangements. DataField: fnd2_dfdtxlbspropplteqm DataFieldDescription: Amount of deferred tax liability attributable to taxable temporary differences from property, plant, and equipment. DataField: fnd2_eixrtreclstatelocalitxes DataFieldDescription: Percentage of the difference between reported income tax expense (benefit) and expected income tax expense (benefit) computed by applying the domestic federal statutory income tax rates to pretax income (loss) from continuing operations applicable to state and local income tax expense (benefit), net of federal tax expense (benefit). DataField: fnd2_a_flintasamt1expy5 DataFieldDescription: Amount of amortization expense for assets, excluding financial assets and goodwill, lacking physical substance with a finite life expected to be recognized during the 5th fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date. DataField: fn_goodwill_acquired_during_period_a DataFieldDescription: Amount of increase in asset representing future economic benefits arising from other assets acquired in a business combination that are not individually identified and separately recognized resulting from a business combination. DataField: fn_def_tax_assets_net_a DataFieldDescription: Deferred Tax Assets Net Of Valuation Allowance DataField: fn_accum_oth_income_loss_net_of_tax_a DataFieldDescription: Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge. DataField: fnd2_a_seniornotes DataFieldDescription: Including the current and noncurrent portions, carrying value as of the balance sheet date of Notes with the highest claim on the assets of the issuer in case of bankruptcy or liquidation (with maturities initially due after 1 year or beyond the operating cycle if longer). Senior note holders are paid off in full before any payments are made to junior note holders. DataField: fnd2_dbplanbnfol DataFieldDescription: 1) For defined benefit pension plans, the benefit obligation is the projected benefit obligation, which is the actuarial present value as of a date of all benefits attributed by the pension benefit formula to employee service rendered prior to that date. 2) For other postretirement defined benefit plans, the benefit obligation is the accumulated postretirement benefit obligation, which is the actuarial present value of benefits attributed to employee service rendered to a particular date. DataField: fn_comp_options_exercises_weighted_avg_a DataFieldDescription: Share-Based Compensation, Options Assumed, Weighted Average Exercise Price DataField: fn_comp_options_exercises_weighted_avg_q DataFieldDescription: Share-Based Compensation, Options Assumed, Weighted Average Exercise Price DataField: fn_unrecognized_tax_benefits_a DataFieldDescription: Amount of unrecognized tax benefits. DataField: fn_interest_payable_a DataFieldDescription: Carrying value as of the balance sheet date of [accrued] interest payable on all forms of debt, including trade payables, that has been incurred and is unpaid. For classified balance sheets, used to reflect the current portion of the liabilities (due within 1 year or within the normal operating cycle if longer); for unclassified balance sheets, used to reflect the total liabilities (regardless of due date). DataField: fn_comp_not_rec_stock_options_a DataFieldDescription: Unrecognized cost of unvested stock option awards. DataField: fn_comprehensive_income_net_of_tax_a DataFieldDescription: Amount after tax of increase (decrease) in equity from transactions and other events and circumstances from net income and other comprehensive income, attributable to parent entity. Excludes changes in equity resulting from investments by owners and distributions to owners. DataField: fn_finite_lived_intangible_assets_gross_a DataFieldDescription: Amount before amortization of assets, excluding financial assets and goodwill, lacking physical substance with a finite life. DataField: fn_proceeds_from_issuance_of_debt_a DataFieldDescription: The cash inflow during the period from additional borrowings in aggregate debt. Includes proceeds from short-term and long-term debt. DataField: fn_comp_not_rec_a DataFieldDescription: Unrecognized cost of unvested share-based compensation awards. DataField: fnd2_a_rvndm DataFieldDescription: Revenue, Domestic DataField: fn_finite_lived_intangible_assets_net_q DataFieldDescription: Finite Lived Intangible Assets, Net DataField: fnd2_a_eplsbvdcpcstnrgsbaoo DataFieldDescription: Unrecognized cost of unvested other share-based compensation awards. DataField: fnd2_a_lhdiprtsg DataFieldDescription: Amount before accumulated depreciation of additions or improvements to assets held under a lease arrangement. DataField: fn_line_of_credit_facility_max_borrowing_capacity_a DataFieldDescription: Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility. DataField: fn_repayments_of_debt_q DataFieldDescription: The cash outflow during the period from the repayment of aggregate short-term and long-term debt. Excludes payment of capital lease obligations. DataField: fnd2_unremittedfrer DataFieldDescription: Unremitted Foreign Earnings DataField: fnd2_a_sbcpnargmpmtwopsffesip DataFieldDescription: The number of shares under options that were cancelled during the reporting period as a result of occurrence of a terminating event specified in contractual agreements pertaining to the stock option plan. DataField: fn_ppne_gross_q DataFieldDescription: Amount before accumulated depreciation, depletion and amortization of physical assets used in the normal conduct of business and not intended for resale. Examples include, but are not limited to, land, buildings, machinery and equipment, office equipment, and furniture and fixtures. DataField: fn_allocated_share_based_compensation_expense_a DataFieldDescription: 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. DataField: adv20 DataFieldDescription: Average daily volume in past 20 days DataField: cap DataFieldDescription: Daily market capitalization (in millions) DataField: close DataFieldDescription: Daily close price DataField: country DataFieldDescription: Country grouping DataField: currency DataFieldDescription: Currency DataField: cusip DataFieldDescription: CUSIP Value DataField: dividend DataFieldDescription: Dividend DataField: exchange DataFieldDescription: Exchange grouping DataField: high DataFieldDescription: Daily high price DataField: industry DataFieldDescription: Industry grouping DataField: isin DataFieldDescription: ISIN Value DataField: low DataFieldDescription: Daily low price DataField: market DataFieldDescription: Market grouping DataField: open DataFieldDescription: Daily open price DataField: returns DataFieldDescription: Daily returns DataField: sector DataFieldDescription: Sector grouping DataField: sedol DataFieldDescription: Sedol DataField: sharesout DataFieldDescription: Daily outstanding shares (in millions) DataField: split DataFieldDescription: Stock split ratio DataField: subindustry DataFieldDescription: Subindustry grouping DataField: ticker DataFieldDescription: Ticker DataField: volume DataFieldDescription: Daily volume DataField: vwap DataFieldDescription: Daily volume weighted average price ========================= 数据字段结束 =======================================