ts_sum(returns, 20)
rank(subtract(ts_count_nans(anl14_high_ebit_fy2, 20), ts_count_nans(anl14_low_eps_fy5, 20)))
zscore(ts_corr(returns, resampled_pca_factor_1, 20))
subtract(ts_product(ts_zscore(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), 5), group_mean(ts_product(ts_zscore(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), 5), 1, industry_grouping_level2_top2000))
normalize(quarterly_working_capital_per_share_to_price_2)
ts_decay_linear(returns, 10)
subtract(divide(ts_sum(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), ts_sum(returns, 5)), group_mean(divide(ts_sum(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), ts_sum(returns, 5)), 1, industry_grouping_level2_top2000))
zscore(divide(quarterly_free_cash_flow_per_share_non_annualized_2, multiply(net_income_annual, ts_rank(fnd44_working_capital_accruals, 12))))
zscore(fnd31_devnorthamericaadditionalfactor4_pcwt)
zscore(multiply(divide(quarterly_cash_flow_per_share_non_annualized_prior, quarterly_earnings_before_tax), inverse(ts_std_dev(quarterly_operating_margin_percent, 36))))
ts_corr(returns, pv173_rawratiosbondreturn20deqwt, 20)
multiply(ts_delta(rank(daily_volume_to_shares_outstanding), 3), ts_delta(rank(ts_std_dev(returns, 20)), 3))
ts_av_diff(returns, 20)
ts_zscore(multiply(group_rank(anl14_high_ntp_fy1, industry), sign(ts_delta(daily_volume_percent_shares_out, 10))), 20)
zscore(add(ts_sum(short_term_net_cash_balance, 20), reverse(ts_sum(other_off_balance_liabilities, 20))))
ts_regression(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
zscore(fnd44_working_capital_accruals)
ts_zscore(multiply(ts_delay(returns, 5), ts_rank(daily_volume_percent_shares_out, 20)), 20)
normalize(subtract(divide(quarterly_cash_flow_per_share, net_income_quarterly_4), ts_rank(fnd44_perc_accruals, 24)))
zscore(fnd44_perc_accruals)
subtract(ts_rank(quarterly_book_value_per_share_5, 30), ts_rank(quarterly_tangible_book_value_per_share_3, 30))
rank(divide(multiply(quarterly_cash_flow_per_share_2, quarterly_asset_turnover), add(net_income_annual, fnd44_probability_restatement)))
last_diff_value(ts_std_dev(returns, 20), 20)
group_neutralize(ts_zscore(daily_volume_to_shares_outstanding, 60), industry_grouping_level2_top2000)
group_zscore(subtract(ts_rank(anl14_high_ntp_fy1, 20), ts_rank(anl14_low_eps_fy5, 20)), industry)
group_neutralize(ts_delta(pv37_high_global2h, 5), industry_grouping_level2_top2000)
group_neutralize(ts_decay_linear(ts_zscore(pv37_volume_global, 20), 10), industry_grouping_level2_top2000)
zscore(anl14_high_revenue_fy2)
ts_delta(ts_std_dev(returns, 60), 10)
multiply(ts_std_dev(returns, 20), sign(ts_delta(returns, 1)))
subtract(if_else(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 1) > 0, ts_zscore(returns, 20), ts_zscore(returns, 20) * -1), group_mean(if_else(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 1) > 0, ts_zscore(returns, 20), ts_zscore(returns, 20) * -1), 1, industry_grouping_level2_top2000))
ts_decay_linear(ts_std_dev(returns, 20), 20)
subtract(ts_av_diff(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), group_mean(ts_av_diff(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), 1, industry_grouping_level2_top2000))
normalize(quarterly_asset_turnover)
group_scale(add(ts_quantile(daily_volume_percent_shares_out, 20), ts_quantile(anl14_low_ndebt_fy1, 20)), industry)
zscore(divide(quarterly_pe_ratio_high, 1))
group_neutralize(ts_av_diff(pv37_volume_global, 20), industry_grouping_level2_top2000)
normalize(anl14_low_eps_fy2)
zscore(multiply(ts_regression(returns, pv173_zscoresbondreturn20deqwt, 20), sign(ts_delta(anl14_high_revenue_fy2, 5))))
subtract(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), group_mean(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 1, industry_grouping_level2_top2000))
subtract(ts_corr(pv37_volume_global, returns, 20), group_mean(ts_corr(pv37_volume_global, returns, 20), 1, industry_grouping_level2_top2000))
subtract(ts_backfill(pv37_volume_global, 20, 1, "NAN"), group_mean(ts_backfill(pv37_volume_global, 20, 1, "NAN"), 1, industry_grouping_level2_top2000))
rank(divide(ts_std_dev(anl14_high_ntp_fy1, 20), ts_std_dev(resampled_pca_factor_1, 20)))
subtract(rank(ts_std_dev(ttm_net_income_value, 252)), rank(ts_std_dev(quarterly_asset_turnover, 252)))
group_neutralize(ts_rank(pv37_low_global, 20), industry_grouping_level2_top2000)
rank(subtract(quarterly_working_capital_per_share_to_price_2, fnd44_working_capital_accruals))
quantile(ts_std_dev(returns, 20))
subtract(ts_zscore(ts_std_dev(returns, 20), 60), group_mean(ts_zscore(ts_std_dev(returns, 20), 60), 1, industry_grouping_level2_top2000))
subtract(ts_zscore(daily_volume_to_shares_outstanding, 60), group_mean(ts_zscore(daily_volume_to_shares_outstanding, 60), 1, industry_grouping_level2_top2000))
group_neutralize(ts_corr(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), returns, 20), industry_grouping_level2_top2000)
normalize(subtract(divide(quarterly_free_cash_flow, quarterly_total_revenue_3), ts_rank(fnd44_probability_restatement, 12)))
multiply(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
rank(divide(anl69_best_px_cps_ratio, 1))
rank(ts_corr(ts_mean(fnd31_qsg5additionalfactor3_monthly_y5speq4rqsr, 20), ts_mean(fnd31_qsg5additionalfactor3_monthly_yoychgroepct, 20), 50))
normalize(divide(quarterly_cash_flow_per_share, net_income_quarterly_4))
ts_decay_linear(rank(ts_delta(fnd72_s_pit_or_is_q_is_net_non_oper_loss, 10)), 5)
rank(anl14_high_roe_fy2)
group_mean(multiply(ts_std_dev(returns, 20), daily_volume_percent_shares_out), 1, industry_grouping_level2_top1500)
zscore(multiply(divide(quarterly_free_cash_flow_per_share_alt_2, quarterly_earnings_before_tax_5), sign(subtract(ts_mean(quarterly_receivables_turnover_2, 12), ts_mean(quarterly_receivables_turnover_2, 24)))))
ts_arg_min(ts_std_dev(returns, 20), 20)
subtract(ts_corr(returns, daily_volume_to_shares_outstanding, 20), group_mean(ts_corr(returns, daily_volume_to_shares_outstanding, 20), 1, industry_grouping_level2_top2000))
multiply(rank(ts_delta(fnd31_qsg5additionalfactor3_monthly_fwdebitdaev, 5)), ts_rank(fnd31_qsg5additionalfactor3_monthly_pbwt, 10))
subtract(ts_rank(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), group_mean(ts_rank(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), 1, industry_grouping_level2_top2000))
subtract(ts_rank(long_term_trade_debt, 20), ts_rank(long_term_other_current_liabilities, 20))
group_neutralize(ts_backfill(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, 1, "NAN"), industry_grouping_level2_top2000)
normalize(multiply(divide(quarterly_cash_flow_per_share_alt, normalized_net_income_available_to_common_annual), sign(ts_delta(quarterly_asset_turnover, 6))))
rank(divide(quarterly_earnings_before_tax_5, annual_total_revenue))
ts_decay_linear(rank(ts_std_dev(returns, 20)), 20)
group_neutralize(ts_regression(returns, group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, 0, 0), industry_grouping_level2_top2000)
group_neutralize(divide(ts_delay(pv37_volume_global, 5), ts_delay(pv37_volume_global, 10)), industry_grouping_level2_top2000)
group_neutralize(ts_quantile(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, "gaussian"), industry_grouping_level2_top2000)
group_mean(ts_std_dev(returns, 20), sharesout, industry)
multiply(group_rank(ts_std_dev(returns, 20), industry_grouping_level2_top1500), rank(ts_std_dev(returns, 20)))
rank(subtract(divide(quarterly_cash_per_share_3, normalized_net_income), fnd44_perc_accruals))
rank(divide(quarterly_cash_flow_per_share_2, add(fnd13_statementq_sopi, 0.01)))
rank(multiply(inverse(ts_std_dev(quarterly_net_income_3, 24)), divide(quarterly_cash, net_income_annual)))
zscore(multiply(divide(quarterly_cash_flow_per_share_nonannualized, net_income_quarterly_4), inverse(ts_std_dev(normalized_net_income, 24))))
subtract(ts_decay_linear(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), group_mean(ts_decay_linear(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), 1, industry_grouping_level2_top2000))
rank(fnd44_perc_accruals)
ts_decay_linear(subtract(ts_mean(anl14_high_ntp_fy1, 20), group_mean(anl14_high_ntp_fy1, industry, industry)), 20)
group_neutralize(group_rank(pv37_volume_global, industry_grouping_level2_top2000), industry_grouping_level2_top2000)
subtract(rank(ts_std_dev(returns, 5)), rank(ts_std_dev(returns, 60)))
subtract(subtract(ts_mean(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), ts_mean(returns, 10)), group_mean(subtract(ts_mean(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), ts_mean(returns, 10)), 1, industry_grouping_level2_top2000))
ts_corr(ts_std_dev(returns, 20), resampled_pca_factor_1, 20)
divide(rank(ts_std_dev(returns, 20)), group_mean(rank(ts_std_dev(returns, 20)), 1, industry_grouping_level2_top1500))
subtract(multiply(ts_std_dev(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), ts_std_dev(returns, 20)), group_mean(multiply(ts_std_dev(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), ts_std_dev(returns, 20)), 1, industry_grouping_level2_top2000))
group_neutralize(ts_delta(pv37_low_global1h, 5), industry_grouping_level2_top2000)
subtract(multiply(ts_rank(pv37_volume_global, 20), ts_rank(returns, 20)), group_mean(multiply(ts_rank(pv37_volume_global, 20), ts_rank(returns, 20)), 1, industry_grouping_level2_top2000))
winsorize(divide(quarterly_cash_flow_per_share_2, add(quarterly_net_income_3, 0.01)), std=3)
ts_arg_max(ts_std_dev(returns, 20), 20)
ts_zscore(divide(group_mean(anl14_high_ntp_fy1, industry, industry), ts_mean(anl14_high_ntp_fy1, 20)), 20)
group_scale(multiply(ts_av_diff(anl14_high_ebit_fy2, 20), sign(ts_delta(pv173_zscoresbondreturn20deqwt, 5))), industry)
ts_std_dev(returns, 60)
rank(multiply(divide(quarterly_cash_flow_per_share_2, quarterly_earnings_before_tax_5), inverse(ts_std_dev(quarterly_operating_margin_percent, 12))))
divide(ts_std_dev(returns, 20), group_mean(ts_std_dev(returns, 20), 1, industry_grouping_level2_top1500))
log(add(abs(fnd44_perc_accruals), 0.01))
normalize(divide(ts_mean(anl14_high_ntp_fy1, 20), group_mean(anl14_high_ntp_fy1, industry, industry)))
ts_corr(returns, ts_backfill(anl14_high_revenue_fy2, 250), 20)
rank(multiply(ts_arg_max(anl14_high_revenue_fy1, 20), inverse(ts_arg_min(anl14_low_ebit_fy4, 20))))
group_neutralize(ts_zscore(ts_std_dev(returns, 20), 60), industry_grouping_level2_top2000)
group_backfill(ts_std_dev(returns, 20), industry, 20)
normalize(divide(quarterly_free_cash_flow_per_share, net_income_quarterly_4))
rank(fnd31_devnorthamericaadditionalfactor4_ps_wt)
rank(divide(quarterly_long_term_debt_to_assets, quarterly_total_assets))
normalize(ts_std_dev(returns, 20))
ts_target_tvr_decay(ts_std_dev(returns, 20), 0, 1, 0.1)
subtract(ts_rank(fnd31_devnorthamericaadditionalfactor4_y5speq4vc, 20), ts_rank(fnd31_devnorthamericaadditionalfactor4_divgp, 20))
group_neutralize(ts_arg_min(pv37_volume_global, 10), industry_grouping_level2_top2000)
inverse(add(fnd44_working_capital_accruals, 0.01))
subtract(ts_rank(share_based_awards, 30), ts_rank(share_based_deferred_tax, 30))
group_neutralize(add(ts_zscore(pv37_volume_global, 20), ts_zscore(returns, 20)), industry_grouping_level2_top2000)
divide(rank(ts_std_dev(returns, 20)), add(ts_std_dev(returns, 60), 0.001))
group_neutralize(subtract(ts_mean(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), ts_mean(returns, 10)), industry_grouping_level2_top2000)
add(add(rank(divide(quarterly_free_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))), rank(quarterly_asset_turnover)), reverse(rank(fnd44_perc_accruals)))
subtract(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), group_mean(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), 1, industry_grouping_level2_top2000))
ts_arg_max(ts_sum(fnd31_qsg5additionalfactor3_monthly_rev6fy2, 30), 60)
rank(fnd44_probability_restatement)
group_neutralize(add(ts_product(anl14_high_eps_fp1, 10), reverse(ts_product(anl14_low_roe_fy1, 10))), industry)
ts_arg_min(ts_sum(long_term_secured_debt, 30), 60)
if_else(ts_std_dev(returns, 60) > ts_mean(ts_std_dev(returns, 60), 120), reverse(rank(ts_std_dev(returns, 20))), rank(ts_std_dev(returns, 20)))
zscore(pv173_rawratiosbondreturn20deqwt)
ts_zscore(returns, 20)
multiply(ts_delta(daily_volume_percent_shares_out, 3), ts_std_dev(returns, 20))
subtract(ts_quantile(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, "gaussian"), group_mean(ts_quantile(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, "gaussian"), 1, industry_grouping_level2_top2000))
divide(rank(daily_volume_to_shares_outstanding), group_mean(rank(daily_volume_to_shares_outstanding), 1, industry_grouping_level2_top1500))
subtract(ts_delta(pv37_high_global2h, 5), group_mean(ts_delta(pv37_high_global2h, 5), 1, industry_grouping_level2_top2000))
normalize(divide(quarterly_free_cash_flow_per_share_alt_2, multiply(net_income_after_tax_2, ts_std_dev(quarterly_net_income_3, 12))))
ts_scale(ts_std_dev(returns, 20), 20)
normalize(multiply(inverse(ts_std_dev(quarterly_net_income_3, 18)), divide(quarterly_free_cash_flow, quarterly_total_revenue_3)))
ts_av_diff(ts_std_dev(returns, 20), 20)
normalize(multiply(divide(quarterly_free_cash_flow_per_share, quarterly_pe_ratio_maximum), inverse(ts_std_dev(quarterly_asset_turnover, 24))))
ts_sum(ts_delta(ts_std_dev(returns, 20), 1), 20)
rank(subtract(divide(quarterly_cash_per_share_3, net_income_available_to_common_incl_extraordinary_annual), fnd44_probability_restatement))
zscore(divide(quarterly_free_cash_flow_per_share_alt_2, net_income_quarterly_4))
multiply(sign(ts_sum(shareholders_other_equity_2, 20)), ts_rank(short_term_bank_debt_amount, 30))
ts_arg_max(returns, 20)
multiply(ts_std_dev(returns, 20), ts_rank(pv37_volume_14, 20))
subtract(ts_backfill(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, 1, "NAN"), group_mean(ts_backfill(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, 1, "NAN"), 1, industry_grouping_level2_top2000))
subtract(rank(ts_mean(fnd72_pit_or_cf_q_cf_cash_from_oper, 20)), rank(ts_mean(fnd72_pit_or_cf_q_cf_other_fnc_act, 20)))
rank(add(divide(fnd72_s_pit_or_cf_q_cf_cash_from_oper, fnd72_s_pit_or_is_q_net_income), inverse(fnd44_perc_accruals)))
rank(divide(quarterly_total_shareholder_equity, add(quarterly_total_debt_4, 0.01)))
rank(divide(net_income_quarterly_4, annual_total_revenue))
subtract(pv37_high_global, pv37_low_global)
group_scale(multiply(ts_arg_min(anl14_high_revenue_fy1, 20), sign(ts_delta(anl14_low_ebit_fy4, 5))), industry)
group_mean(ts_std_dev(returns, 20), ts_mean(returns, 20), industry)
not(ts_std_dev(returns, 20) > 0)
group_neutralize(rank(ts_std_dev(returns, 20)), industry_grouping_level2_top1500)
rank(ts_covariance(ts_mean(fnd72_pit_or_bs_q_bs_future_min_oper_lease_oblig, 30), ts_mean(fnd72_pit_or_is_q_is_eqy_earn_from_invest_assoc, 30), 60))
zscore(subtract(divide(quarterly_free_cash_flow_per_share_alt_2, net_income_after_tax_2), multiply(fnd44_probability_restatement, 0.1)))
and(ts_std_dev(returns, 20) > 0, ts_mean(returns, 20) > 0)
ts_arg_max(ts_sum(fnd72_s_pit_or_bs_q_bs_accrued_income_taxes, 30), 60)
subtract(signed_power(ts_delta(log(pv37_volume_global), 5), 2), group_mean(signed_power(ts_delta(log(pv37_volume_global), 5), 2), 1, industry_grouping_level2_top2000))
zscore(divide(quarterly_total_shareholder_equity, quarterly_total_assets))
rank(divide(quarterly_operating_margin_percent, 1))
group_neutralize(multiply(ts_rank(pv37_volume_global, 20), ts_rank(returns, 20)), industry_grouping_level2_top2000)
vector_neut(rank(fnd44_perc_accruals), rank(book_value_per_share_quarterly))
rank(divide(fnd72_pit_or_cf_q_cf_cash_from_oper, net_income_quarterly_4))
divide(ts_std_dev(returns, 20), ts_mean(returns, 20))
group_neutralize(ts_corr(returns, daily_volume_to_shares_outstanding, 20), industry_grouping_level2_top2000)
ts_backfill(anl14_high_revenue_fy2, 250)
ts_corr(ts_std_dev(returns, 20), ts_delay(ts_std_dev(returns, 20), 1), 20)
ts_arg_max(ts_sum(quarterly_quick_ratio_2, 30), 60)
ts_corr(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
rank(fnd44_score)
group_neutralize(ts_sum(if_else(ts_delta(pv37_volume_global, 1) > 0, 1, -1), 10), industry_grouping_level2_top2000)
hump(rank(subtract(divide(quarterly_free_cash_flow_per_share_2, add(quarterly_net_income_3, 0.01)), fnd44_perc_accruals)), hump=0.05)
sign(ts_std_dev(returns, 20))
subtract(ts_av_diff(pv37_volume_global, 20), group_mean(ts_av_diff(pv37_volume_global, 20), 1, industry_grouping_level2_top2000))
group_neutralize(ts_scale(pv37_volume_global, 20), industry_grouping_level2_top2000)
subtract(rank(ts_std_dev(returns, 20)), rank(ts_mean(daily_volume_to_shares_outstanding, 20)))
rank(divide(anl14_low_ebitda_fy2, annual_total_revenue))
normalize(add(ts_product(anl14_high_eps_fp1, 10), ts_product(anl14_low_roe_fy1, 10)))
jump_decay(rank(subtract(divide(quarterly_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01)), fnd44_perc_accruals)), 21, sensitivity=0.5, force=0.1)
zscore(pv37_low_14)
subtract(ts_count_nans(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), group_mean(ts_count_nans(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), 1, industry_grouping_level2_top2000))
zscore(quarterly_receivables_turnover_2)
normalize(multiply(ts_quantile(anl14_low_eps_fy5, 20), inverse(ts_mean(twelve_month_high_price, 20))))
subtract(ts_max(ts_std_dev(returns, 20), 20), ts_std_dev(returns, 20))
multiply(ts_delta(rank(ts_std_dev(returns, 20)), 5), ts_delta(rank(daily_volume_to_shares_outstanding), 5))
rank(ts_corr(quarterly_cash_flow_per_share_2, quarterly_net_income_3, 252))
ts_decay_linear(rank(ts_delta(annual_net_income_incl_extraordinary, 10)), 5)
subtract(ts_rank(fnd31_qsg5additionalfactor3_monthly_mpgghcy3, 30), ts_rank(fnd31_qsg5additionalfactor3_monthly_numrevy2, 30))
ts_av_diff(rank(ts_std_dev(returns, 20)), 60)
days_from_last_change(ts_std_dev(returns, 20))
subtract(rank(divide(quarterly_free_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))), rank(fnd44_perc_accruals))
multiply(ts_std_dev(returns, 20), rank(fnd44_score))
zscore(divide(operating_income_2, annual_total_revenue))
normalize(divide(anl14_high_ebitda_fy2, annual_total_revenue))
ts_arg_min(ts_sum(quarterly_receivables_turnover_2, 30), 60)
subtract(rank(divide(quarterly_cash_flow_per_share_2, add(fnd13_statementq_sopi, 0.01))), rank(fnd44_working_capital_accruals))
normalize(divide(quarterly_research_and_development_expense_2, annual_total_revenue))
rank(divide(anl14_high_ebit_fy2, annual_total_revenue))
zscore(divide(fnd72_pit_or_cf_q_cf_cash_from_oper, add(fnd72_pit_or_is_q_net_income, abs(fnd44_perc_accruals))))
abs(ts_av_diff(ts_std_dev(returns, 20), 20))
normalize(add(ts_rank(anl14_high_revenue_fp1, 20), reverse(ts_rank(anl14_low_ntprep_fp4, 20))))
if_else(ts_std_dev(returns, 20) > ts_mean(returns, 20), 1, 0)
multiply(rank(ts_delta(fnd17_arev, 5)), ts_rank(fnd17_arevps, 10))
subtract(ts_arg_min(pv37_volume_global, 10), group_mean(ts_arg_min(pv37_volume_global, 10), 1, industry_grouping_level2_top2000))
group_neutralize(ts_regression(returns, pv37_volume_global, 20, 0, 1), industry_grouping_level2_top2000)
zscore(add(divide(quarterly_cash_flow_per_share_non_annualized, book_value_per_share_quarterly), inverse(ts_rank(fnd44_perc_accruals, 24))))
sign(subtract(ts_sum(fnd72_pit_or_cf_a_cf_net_inc, 250), ts_sum(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs, 250)))
subtract(ts_delta(pv37_low_global1h, 5), group_mean(ts_delta(pv37_low_global1h, 5), 1, industry_grouping_level2_top2000))
ts_rank(subtract(rank(divide(quarterly_free_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))), rank(fnd44_perc_accruals)), 252)
group_neutralize(abs(ts_delta(log(pv37_volume_global), 5)), industry_grouping_level2_top2000)
multiply(sign(ts_sum(fnd31_devnorthamericaadditionalfactor4_apg, 20)), ts_rank(fnd31_devnorthamericaadditionalfactor4_mpg, 30))
subtract(ts_rank(fnd72_pit_or_cf_a_cf_cash_from_fnc_act, 20), ts_rank(fnd72_pit_or_cf_a_cf_other_fnc_act, 20))
subtract(signed_power(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 3), 2), group_mean(signed_power(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 3), 2), 1, industry_grouping_level2_top2000))
rank(add(divide(fnd72_pit_or_cf_a_cf_cash_from_fnc_act, fnd72_pit_or_is_a_is_net_interest_expense), inverse(fnd44_probability_restatement)))
rank(subtract(ts_quantile(anl14_high_ebit_fp4, 20), ts_quantile(pv173_rawratiosmt5yzspreadchg60d, 20)))
multiply(sign(ts_sum(annual_total_revenue, 20)), ts_rank(annual_debt_to_total_capital, 30))
zscore(add(divide(fnd72_s_pit_or_cf_q_cf_cash_from_oper, fnd72_s_pit_or_is_q_net_income), inverse(fnd44_perc_accruals)))
ts_std_dev(returns, 20)
rank(add(divide(fnd72_pit_or_cf_a_cf_net_inc, fnd72_pit_or_is_a_is_net_interest_expense), inverse(ts_std_dev(quarterly_net_income_available_to_common_2, 24))))
group_neutralize(ts_av_diff(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), industry_grouping_level2_top2000)
group_neutralize(subtract(ts_max(pv37_volume_global, 5), ts_min(pv37_volume_global, 5)), industry_grouping_level2_top2000)
normalize(divide(quarterly_net_income_3, quarterly_total_assets))
rank(multiply(divide(quarterly_free_cash_flow_per_share_non_annualized, quarterly_book_value_per_share_5), sign(ts_delta(quarterly_asset_turnover, 12))))
normalize(add(divide(quarterly_cash_flow_per_share_alt, book_value_per_share_quarterly), inverse(ts_rank(fnd44_perc_accruals, 18))))
multiply(group_rank(ts_std_dev(returns, 20), industry_grouping_level2_top1500), rank(daily_volume_percent_shares_out))
zscore(divide(quarterly_cash_flow_per_share_2, add(normalized_net_income, abs(fnd44_working_capital_accruals))))
zscore(divide(fnd17_arevps, 1))
add(ts_std_dev(returns, 20), ts_std_dev(returns, 10))
ts_quantile(ts_std_dev(returns, 20), 20)
ts_count_nans(ts_std_dev(returns, 20), 20)
reverse(rank(ts_std_dev(returns, 20)))
rank(quarterly_current_ratio_alt)
group_neutralize(ts_rank(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), industry_grouping_level2_top2000)
ts_rank(ts_std_dev(returns, 20), 20)
bucket(rank(subtract(divide(quarterly_free_cash_flow_per_share_2, add(quarterly_net_income_3, 0.01)), fnd44_perc_accruals)), range="0,1,0.2")
subtract(ts_scale(pv37_volume_global, 20), group_mean(ts_scale(pv37_volume_global, 20), 1, industry_grouping_level2_top2000))
group_zscore(pv37_volume_14, industry)
ts_backfill(divide(group_zscore(anl14_high_nav_fy2, industry), ts_mean(anl14_low_ndebt_fy5, 20)), 20)
rank(add(rank(divide(quarterly_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))), rank(divide(quarterly_free_cash_flow_per_share_2, add(quarterly_net_income_3, 0.01)))))
ts_scale(subtract(group_mean(anl14_high_revenue_fp1, industry, industry), ts_mean(fnd31_qsg5additionalfactor3_monthly_pcdwf, 20)), 20)
rank(divide(quarterly_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01)))
rank(ts_covariance(ts_mean(fnd31_devnorthamericaadditionalfactor4_rev6fy2, 30), ts_mean(fnd31_devnorthamericaadditionalfactor4_tw_ebitdaev, 30), 60))
ts_decay_linear(rank(subtract(ts_sum(fnd72_pit_or_bs_q_bs_other_cur_asset, 60), ts_sum(fnd72_pit_or_bs_q_bs_other_cur_liab, 60))), 5)
subtract(ts_covariance(returns, pv37_volume_global, 20), group_mean(ts_covariance(returns, pv37_volume_global, 20), 1, industry_grouping_level2_top2000))
rank(subtract(divide(quarterly_free_cash_flow_per_share, quarterly_pe_ratio_high), fnd44_probability_restatement))
group_neutralize(ts_arg_min(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), industry_grouping_level2_top2000)
ts_delta(ts_backfill(anl14_high_revenue_fy2, 250), 5)
rank(ts_covariance(ts_mean(net_income_available_to_common_incl_extraordinary_annual, 30), ts_mean(normalized_net_income_annual, 30), 60))
rank(divide(quarterly_free_cash_flow_per_share_2, add(quarterly_net_income_3, 0.01)))
divide(ts_std_dev(returns, 20), group_mean(ts_std_dev(returns, 20), sharesout, industry))
divide(ts_std_dev(returns, 20), ts_max(ts_std_dev(returns, 60), 60))
zscore(add(ts_rank(anl14_high_revenue_fy2, 20), reverse(ts_rank(anl14_low_ebit_fy5, 20))))
ts_arg_max(ts_sum(fnd17_apayratio, 30), 60)
group_neutralize(ts_count_nans(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), industry_grouping_level2_top2000)
group_neutralize(fnd86_fundamental_score, industry)
subtract(ts_count_nans(pv37_volume_global, 20), group_mean(ts_count_nans(pv37_volume_global, 20), 1, industry_grouping_level2_top2000))
group_neutralize(divide(ts_mean(pv37_volume_global, 5), ts_std_dev(pv37_volume_global, 5)), industry_grouping_level2_top2000)
rank(multiply(divide(quarterly_free_cash_flow_per_share, book_value_per_share_quarterly), sign(subtract(ts_mean(quarterly_asset_turnover, 12), ts_mean(quarterly_asset_turnover, 24)))))
subtract(ts_regression(returns, pv37_volume_global, 20, 0, 1), group_mean(ts_regression(returns, pv37_volume_global, 20, 0, 1), 1, industry_grouping_level2_top2000))
ts_arg_min(rank(ts_std_dev(returns, 20)), 60)
subtract(ts_covariance(returns, group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), group_mean(ts_covariance(returns, group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), 1, industry_grouping_level2_top2000))
normalize(multiply(inverse(ts_std_dev(quarterly_operating_margin_percent, 6)), divide(quarterly_free_cash_flow_per_share, quarterly_total_revenue_3)))
rank(divide(add(quarterly_cash_flow_per_share_alt, fnd72_pit_or_cf_q_cf_cash_from_oper), add(net_income_current_period, abs(fnd44_perc_accruals))))
group_neutralize(ts_std_dev(pv37_volume_global, 20), industry_grouping_level2_top2000)
normalize(subtract(divide(fnd72_pit_or_cf_a_cf_cash_from_fnc_act, fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), ts_rank(fnd44_perc_accruals, 6)))
group_neutralize(ts_rank(pv37_high_global2, 20), industry_grouping_level2_top2000)
multiply(zscore(divide(ts_std_dev(returns, 20), group_mean(ts_std_dev(returns, 20), sharesout, industry))), ts_mean(resampled_pca_factor_1, 20))
ts_decay_linear(rank(ts_delta(share_capital_ordinary_quarterly, 10)), 5)
add(rank(ts_std_dev(returns, 20)), multiply(rank(ts_mean(daily_volume_percent_shares_out, 20)), 0.5))
multiply(sign(ts_sum(fnd44_probability_restatement, 20)), ts_rank(fnd44_working_capital_accruals, 30))
ts_std_dev(ts_mean(returns, 5), 20)
subtract(ts_rank(ts_delta(pv37_volume_global, 3), 20), group_mean(ts_rank(ts_delta(pv37_volume_global, 3), 20), 1, industry_grouping_level2_top2000))
quantile(subtract(rank(divide(quarterly_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))), rank(fnd44_perc_accruals)))
normalize(srp_earnings_score)
abs(ts_std_dev(returns, 20))
add(multiply(rank(ts_std_dev(returns, 20)), 2), multiply(rank(daily_volume_percent_shares_out), 1.5))
normalize(add(divide(fnd72_pit_or_cf_q_cf_net_inc, fnd72_pit_or_is_q_net_income), inverse(ts_std_dev(quarterly_net_income_3, 36))))
ts_target_tvr_delta_limit(ts_std_dev(returns, 20), ts_mean(returns, 20), 0, 1, 0.1)
rank(add(ts_scale(anl14_high_revenue_fy2, 20), reverse(ts_scale(anl14_low_ebit_fy5, 20))))
rank(multiply(ts_std_dev(anl14_high_revenue_fy2, 20), inverse(ts_std_dev(anl14_low_ebit_fy5, 20))))
normalize(add(divide(fnd72_pit_or_cf_a_cf_cash_from_fnc_act, fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), inverse(ts_rank(fnd44_working_capital_accruals, 6))))
subtract(group_rank(pv37_volume_global, industry_grouping_level2_top2000), group_mean(group_rank(pv37_volume_global, industry_grouping_level2_top2000), 1, industry_grouping_level2_top2000))
ts_corr(ts_std_dev(returns, 20), fnd31_ohlsonscore, 20)
rank(ts_corr(ts_mean(investment_contracts_total, 20), ts_mean(value_investment_assets_total, 20), 50))
rank(ts_corr(ts_mean(fnd72_s_pit_or_cf_q_cf_cash_from_oper, 20), ts_mean(fnd72_s_pit_or_cf_q_cf_other_non_cash_adjust, 20), 50))
normalize(divide(fnd72_s_pit_or_cf_q_cf_cash_from_oper, multiply(fnd72_s_pit_or_is_q_net_income, ts_std_dev(normalized_net_income_annual, 12))))
reverse(ts_delta(rank(ts_std_dev(returns, 20)), 10))
if_else(rank(daily_volume_percent_shares_out) < 0.5, rank(ts_std_dev(returns, 20)), reverse(rank(ts_std_dev(returns, 20))))
subtract(group_max(ts_std_dev(returns, 20), industry_grouping_level2_top1500), group_min(ts_std_dev(returns, 20), industry_grouping_level2_top1500))
ts_arg_min(ts_sum(fnd72_s_pit_or_bs_q_bs_future_min_oper_lease_oblig, 30), 60)
multiply(ts_std_dev(returns, 20), ts_std_dev(returns, 60))
or(ts_std_dev(returns, 20) > 0, ts_mean(returns, 20) > 0)
group_neutralize(ts_sum(divide(ts_delta(pv37_volume_global, 1), ts_delay(pv37_volume_global, 1)), 10), industry_grouping_level2_top2000)
group_neutralize(ts_decay_linear(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), industry_grouping_level2_top2000)
zscore(divide(group_rank(anl14_high_nav_fy2, industry), ts_std_dev(anl14_low_ndebt_fy5, 20)))
normalize(divide(quarterly_price_to_sales_ratio, 1))
normalize(ts_regression(anl14_high_ntp_fy1, daily_volume_percent_shares_out, 20))
divide(divide(quarterly_free_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01)), add(fnd44_perc_accruals, 0.01))
kth_element(ts_std_dev(returns, 20), 20, 1)
zscore(subtract(1, divide(fnd44_perc_accruals, ts_mean(quarterly_net_income_available_to_common_2, 12))))
add(rank(fnd44_perc_accruals), rank(divide(quarterly_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))))
ts_arg_min(returns, 20)
group_neutralize(signed_power(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 3), 2), industry_grouping_level2_top2000)
rank(ts_corr(anl14_high_ebit_fp4, pv173_rawratiosmt5yzspreadchg60d, 20))
group_neutralize(signed_power(ts_delta(log(pv37_volume_global), 5), 2), industry_grouping_level2_top2000)
rank(fnd44_working_capital_accruals)
zscore(divide(ts_std_dev(returns, 20), group_mean(ts_std_dev(returns, 20), sharesout, industry)))
ts_corr(ts_mean(returns, 5), ts_std_dev(returns, 20), 20)
group_neutralize(ts_delta(returns, 20), industry_grouping_level2_top2000)
subtract(ts_decay_linear(ts_zscore(pv37_volume_global, 20), 10), group_mean(ts_decay_linear(ts_zscore(pv37_volume_global, 20), 10), 1, industry_grouping_level2_top2000))
ts_regression(anl14_high_ebit_fp4, pv173_zscoresatlas_unit_name, 20, 0, 1)
group_neutralize(ts_quantile(pv37_volume_global, 20, "gaussian"), industry_grouping_level2_top2000)
ts_max(rank(fnd44_working_capital_accruals), 252)
subtract(ts_rank(pv37_low_global, 20), group_mean(ts_rank(pv37_low_global, 20), 1, industry_grouping_level2_top2000))
normalize(multiply(inverse(ts_std_dev(quarterly_operating_margin_percent, 18)), divide(quarterly_cash, net_income_current_period)))
multiply(ts_std_dev(returns, 20), zscore(fnd31_ohlsonscore))
ts_quantile(returns, 20)
subtract(ts_regression(returns, group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, 0, 0), group_mean(ts_regression(returns, group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20, 0, 0), 1, industry_grouping_level2_top2000))
rank(multiply(divide(quarterly_cash_per_share_value, book_value_per_share_quarterly), sign(ts_delta(quarterly_receivables_turnover_2, 6))))
ts_delay(rank(fnd44_working_capital_accruals), 21)
rank(divide(add(fnd72_pit_or_cf_q_cf_cash_from_oper, fnd72_pit_or_cf_a_cf_cash_from_fnc_act), add(fnd72_pit_or_is_q_net_income, abs(fnd44_perc_accruals))))
rank(subtract(divide(quarterly_cash_per_share_3, quarterly_book_value_per_share_2), multiply(fnd44_probability_restatement, 0.05)))
normalize(multiply(signed_power(ts_delta(returns, 5), 2), sign(ts_delta(pv173_zscoresbondreturn20deqwt, 5))))
winsorize(fnd44_perc_accruals, std=3)
group_neutralize(anl14_low_ebit_fy5, industry)
subtract(ts_arg_max(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), group_mean(ts_arg_max(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), 1, industry_grouping_level2_top2000))
subtract(ts_rank(quarterly_long_term_debt_to_equity_ratio, 20), ts_rank(quarterly_total_debt_to_equity_2, 20))
trade_when(ts_std_dev(returns, 20), ts_mean(returns, 20), ts_delta(ts_std_dev(returns, 20), 1))
normalize(subtract(1, divide(fnd44_perc_accruals, ts_mean(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs, 36))))
log(ts_std_dev(returns, 20))
group_neutralize(add(multiply(rank(ts_std_dev(returns, 20)), 3), multiply(rank(ts_mean(daily_volume_to_shares_outstanding, 20)), 2)), industry_grouping_level2_top1500)
normalize(fnd31_devnorthamericaadditionalfactor4_pbdwf)
group_neutralize(ts_arg_max(pv37_volume_global, 10), industry_grouping_level2_top2000)
multiply(ts_std_dev(returns, 20), group_mean(ts_std_dev(returns, 20), 1, industry_grouping_level2_top1500))
rank(ts_mean(daily_volume_percent_shares_out, 20))
normalize(rank(subtract(divide(quarterly_cash_flow_per_share_2, add(fnd13_statementq_sopi, 0.01)), fnd44_working_capital_accruals)))
group_zscore(ts_std_dev(returns, 20), industry)
group_neutralize(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), industry_grouping_level2_top2000)
zscore(anl14_high_eps_fy2)
normalize(fnd31_devnorthamericaadditionalfactor4_tw_ebitdaev)
rank(divide(fnd72_pit_or_cf_q_cf_cash_from_oper, fnd72_pit_or_is_q_net_income))
group_rank(ts_std_dev(returns, 20), industry)
group_neutralize(rank(fnd44_score), industry)
reverse(ts_std_dev(returns, 20))
subtract(divide(ts_sum(pv37_volume_global, 5), ts_sum(pv37_volume_global, 20)), group_mean(divide(ts_sum(pv37_volume_global, 5), ts_sum(pv37_volume_global, 20)), 1, industry_grouping_level2_top2000))
group_neutralize(ts_count_nans(pv37_volume_global, 20), industry_grouping_level2_top2000)
zscore(group_zscore(add(ts_std_dev(anl14_high_ntp_fy1, 20), ts_std_dev(resampled_pca_factor_1, 20)), industry))
bucket(rank(ts_std_dev(returns, 20)), "0,1,0.1")
ts_decay_linear(multiply(signed_power(ts_delta(returns, 5), 2), daily_volume_percent_shares_out), 20)
ts_arg_min(ts_sum(fnd17_qcurratio2, 30), 60)
zscore(divide(quarterly_free_cash_flow, add(fnd72_pit_or_is_q_net_income, abs(fnd44_working_capital_accruals))))
subtract(ts_sum(if_else(ts_delta(pv37_volume_global, 1) > 0, 1, -1), 10), group_mean(ts_sum(if_else(ts_delta(pv37_volume_global, 1) > 0, 1, -1), 10), 1, industry_grouping_level2_top2000))
group_neutralize(multiply(ts_std_dev(returns, 20), ts_std_dev(returns, 60)), industry_grouping_level2_top1500)
ts_corr(returns, resampled_pca_factor_1, 20)
rank(ts_std_dev(quarterly_pe_ratio_high, 126))
normalize(divide(quarterly_cash_flow_per_share_non_annualized, multiply(net_income_available_to_common_incl_extraordinary_annual, ts_std_dev(quarterly_operating_margin_percent, 6))))
subtract(ts_quantile(pv37_volume_global, 20, "gaussian"), group_mean(ts_quantile(pv37_volume_global, 20, "gaussian"), 1, industry_grouping_level2_top2000))
ts_delta(group_mean(ts_std_dev(returns, 20), 1, industry_grouping_level2_top1500), 10)
rank(quarterly_sga_to_sales_ratio)
zscore(divide(ts_sum(anl14_high_ebit_fy2, 20), ts_sum(anl14_low_eps_fy5, 20)))
normalize(add(inverse(ts_std_dev(normalized_net_income_available_to_common_annual, 18)), divide(quarterly_free_cash_flow_per_share_non_annualized, net_income_annual)))
normalize(divide(fnd17_pehigh, 1))
quantile(ts_std_dev(returns, 20), gaussian, 1.0)
rank(add(add(rank(divide(quarterly_free_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))), rank(quarterly_asset_turnover)), subtract(rank(reverse(fnd44_perc_accruals)), rank(fnd44_probability_restatement))))
subtract(ts_std_dev(returns, 20), group_mean(ts_std_dev(returns, 20), 1, industry_grouping_level2_top2000))
ts_sum(ts_std_dev(returns, 20), 20)
group_neutralize(ts_backfill(pv37_volume_global, 20, 1, "NAN"), industry_grouping_level2_top2000)
rank(ts_std_dev(quarterly_asset_turnover, 252))
group_neutralize(ts_covariance(returns, pv37_volume_global, 20), industry_grouping_level2_top2000)
subtract(add(ts_zscore(pv37_volume_global, 20), ts_zscore(returns, 20)), group_mean(add(ts_zscore(pv37_volume_global, 20), ts_zscore(returns, 20)), 1, industry_grouping_level2_top2000))
min(ts_std_dev(returns, 20), ts_mean(returns, 20))
ts_std_dev(ts_std_dev(returns, 20), 20)
zscore(divide(quarterly_total_assets, quarterly_total_liabilities))
subtract(ts_rank(fnd72_s_pit_or_bs_q_bs_sh_cap_and_apic, 30), ts_rank(fnd72_s_pit_or_bs_q_bs_total_avail_line_of_credit, 30))
ts_count_nans(returns, 20)
multiply(rank(ts_delta(fnd72_s_pit_or_is_q_is_invest_income, 5)), ts_rank(fnd72_s_pit_or_is_q_net_income, 10))
zscore(subtract(1, divide(fnd44_working_capital_accruals, ts_mean(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs, 24))))
zscore(divide(anl14_low_ebit_fy2, annual_total_revenue))
ts_decay_linear(rank(ts_delta(fnd44_perc_accruals, 10)), 5)
zscore(divide(quarterly_tangible_book_value_per_share_3, 1))
zscore(multiply(ts_arg_max(anl14_high_revenue_fy1, 20), ts_arg_min(anl14_low_ebit_fy4, 20)))
signed_power(subtract(rank(divide(quarterly_free_cash_flow_per_share_2, add(quarterly_earnings_before_tax_5, 0.01))), rank(fnd44_perc_accruals)), 2)
multiply(ts_std_dev(returns, 20), ts_mean(pv37_volume_14, 20))
multiply(ts_std_dev(ts_std_dev(returns, 20), 20), ts_std_dev(returns, 20))
zscore(ts_std_dev(returns, 20))
zscore(add(divide(fnd72_pit_or_cf_a_cf_net_inc, fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), inverse(ts_rank(fnd44_working_capital_accruals, 36))))
ts_arg_min(rank(fnd44_working_capital_accruals), 252)
zscore(quarterly_interest_coverage_ratio)
rank(subtract(1, divide(fnd44_perc_accruals, ts_mean(fnd72_pit_or_is_q_net_income, 12))))
subtract(ts_product(ts_zscore(pv37_volume_global, 5), 5), group_mean(ts_product(ts_zscore(pv37_volume_global, 5), 5), 1, industry_grouping_level2_top2000))
subtract(rank(ts_std_dev(returns, 20)), group_zscore(ts_std_dev(returns, 20), industry_grouping_level2_top1500))
group_neutralize(ts_covariance(returns, group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), industry_grouping_level2_top2000)
rank(multiply(ts_covariance(returns, pv173_rawratiosbondreturn20deqwt, 20), sign(ts_delta(anl14_high_revenue_fy2, 5))))
zscore(ts_corr(anl14_high_ebit_fp4, daily_volume_percent_shares_out, 20))
subtract(divide(quarterly_free_cash_flow_per_share_2, add(quarterly_net_income_3, 0.01)), fnd44_perc_accruals)
ts_step(1)
zscore(divide(quarterly_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01)))
ts_backfill(ts_std_dev(returns, 20), 20)
power(ts_std_dev(returns, 20), 2)
ts_min(rank(fnd44_perc_accruals), 252)
multiply(rank(ts_delta(quarterly_pe_ratio_high, 5)), ts_rank(quarterly_price_to_sales_ratio_3, 10))
vec_avg(ts_std_dev(returns, 20))
rank(subtract(ts_sum(anl14_high_ebit_fp4, 20), ts_sum(pv173_rawratiosmt5yzspreadchg60d, 20)))
ts_arg_max(ts_sum(short_term_debt_issued, 30), 60)
rank(divide(quarterly_net_income_available_to_common_2, quarterly_total_revenue_3))
normalize(divide(anl69_best_net_gaap, 1))
is_nan(ts_std_dev(returns, 20))
subtract(subtract(ts_max(pv37_volume_global, 5), ts_min(pv37_volume_global, 5)), group_mean(subtract(ts_max(pv37_volume_global, 5), ts_min(pv37_volume_global, 5)), 1, industry_grouping_level2_top2000))
subtract(ts_rank(operating_income_2, 20), ts_rank(sales_revenue_total, 20))
zscore(divide(quarterly_cash_flow_per_share_alt_2, add(net_income_available_to_common_incl_extraordinary_annual, abs(fnd44_perc_accruals))))
ts_product(ts_std_dev(returns, 20), 20)
group_neutralize(subtract(ts_mean(pv37_volume_global, 5), ts_mean(pv37_volume_global, 20)), industry_grouping_level2_top2000)
group_neutralize(ts_corr(pv37_volume_global, returns, 20), industry_grouping_level2_top2000)
group_neutralize(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), industry_grouping_level2_top2000)
signed_power(ts_std_dev(returns, 20), 2)
subtract(ts_arg_max(pv37_volume_global, 10), group_mean(ts_arg_max(pv37_volume_global, 10), 1, industry_grouping_level2_top2000))
max(ts_std_dev(returns, 20), ts_mean(returns, 20))
vec_sum(ts_std_dev(returns, 20))
normalize(divide(quarterly_dividend_per_share, quarterly_earnings_before_tax))
ts_delta(pv37_volume_14, 5)
subtract(ts_mean(pv37_volume_global, 20), group_mean(ts_mean(pv37_volume_global, 20), 1, industry_grouping_level2_top2000))
group_neutralize(ts_std_dev(returns, 20), industry)
group_neutralize(ts_product(ts_zscore(pv37_volume_global, 5), 5), industry_grouping_level2_top2000)
ts_delta(rank(fnd44_perc_accruals), 21)
group_neutralize(ts_arg_max(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), industry_grouping_level2_top2000)
rank(ts_corr(ts_delta(fnd72_pit_or_bs_q_bs_accrued_income_taxes, 60), ts_delta(fnd72_pit_or_is_q_is_tot_cash_com_dvd, 60), 250))
zscore(add(divide(fnd72_s_pit_or_cf_q_cf_cash_from_oper, fnd72_s_pit_or_is_q_net_income), inverse(ts_rank(fnd44_working_capital_accruals, 18))))
ts_corr(ts_std_dev(returns, 20), daily_volume_percent_shares_out, 20)
subtract(ts_std_dev(returns, 10), ts_std_dev(returns, 60))
group_neutralize(ts_rank(ts_delta(pv37_volume_global, 3), 20), industry_grouping_level2_top2000)
ts_mean(returns, 20)
subtract(ts_arg_min(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), group_mean(ts_arg_min(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 10), 1, industry_grouping_level2_top2000))
divide(ts_std_dev(returns, 20), ts_mean(daily_volume_percent_shares_out, 20))
normalize(ts_covariance(anl14_high_ntp_fy1, daily_volume_percent_shares_out, 20))
rank(ts_std_dev(returns, 20), 2)
normalize(subtract(ts_mean(fnd72_pit_or_cf_q_cf_other_non_cash_adj_less, 20), ts_mean(fnd72_s_pit_or_cf_q_cf_incr_cap_stock, 20)))
subtract(subtract(ts_mean(pv37_volume_global, 5), ts_mean(pv37_volume_global, 20)), group_mean(subtract(ts_mean(pv37_volume_global, 5), ts_mean(pv37_volume_global, 20)), 1, industry_grouping_level2_top2000))
subtract(divide(ts_mean(pv37_volume_global, 5), ts_std_dev(pv37_volume_global, 5)), group_mean(divide(ts_mean(pv37_volume_global, 5), ts_std_dev(pv37_volume_global, 5)), 1, industry_grouping_level2_top2000))
group_neutralize(sign(ts_delta(pv37_volume_global, 1)), industry_grouping_level2_top2000)
ts_covariance(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
zscore(divide(quarterly_price_to_cash_flow_per_share_2, 1))
group_neutralize(ts_mean(pv37_volume_global, 20), industry_grouping_level2_top2000)
group_neutralize(divide(ts_sum(pv37_volume_global, 5), ts_sum(pv37_volume_global, 20)), industry_grouping_level2_top2000)
multiply(rank(divide(quarterly_free_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))), rank(quarterly_current_ratio_alt))
subtract(abs(ts_delta(log(pv37_volume_global), 5)), group_mean(abs(ts_delta(log(pv37_volume_global), 5)), 1, industry_grouping_level2_top2000))
rank(ts_covariance(ts_mean(quarterly_cash_flow_per_share_2, 30), ts_mean(quarterly_free_cash_flow_per_share_2, 30), 60))
rank(quarterly_return_on_assets_percent_2)
ts_mean(rank(divide(quarterly_cash_flow_per_share_2, add(net_income_quarterly_4, 0.01))), 252)
hump(ts_std_dev(returns, 20), 0.01)
rank(divide(quarterly_book_value_per_share_5, 1))
ts_rank(pv37_volume_global, 20)
ts_decay_linear(group_zscore(divide(anl14_high_ebit_fp4, anl14_low_ntprep_fp4), industry), 20)
subtract(ts_sum(divide(ts_delta(pv37_volume_global, 1), ts_delay(pv37_volume_global, 1)), 10), group_mean(ts_sum(divide(ts_delta(pv37_volume_global, 1), ts_delay(pv37_volume_global, 1)), 10), 1, industry_grouping_level2_top2000))
rank(ts_corr(ts_mean(quarterly_sga_to_sales_ratio, 20), ts_mean(quarterly_working_capital_per_share_to_price_2, 20), 50))
group_neutralize(multiply(ts_arg_min(anl14_high_revenue_fy1, 20), ts_delta(pv173_zscoresbondreturn20deqwt, 5)), industry)
group_scale(ts_std_dev(returns, 20), industry)
group_neutralize(ts_product(ts_zscore(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), 5), industry_grouping_level2_top2000)
group_neutralize(multiply(ts_std_dev(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 20), ts_std_dev(returns, 20)), industry_grouping_level2_top2000)
zscore(subtract(1, divide(fnd44_perc_accruals, ts_mean(quarterly_net_income_available_to_common_2, 24))))
subtract(ts_std_dev(pv37_volume_global, 20), group_mean(ts_std_dev(pv37_volume_global, 20), 1, industry_grouping_level2_top2000))
rank(ts_std_dev(quarterly_asset_turnover, 126))
ts_delta(ts_std_dev(returns, 20), 1)
ts_corr(returns, ts_backfill(anl14_high_eps_fp1, 250), 20)
ts_decay_linear(ts_std_dev(returns, 20), 10)
zscore(fnd31_devnorthamericaadditionalfactor4_apg)
group_neutralize(ts_scale(multiply(anl14_high_revenue_fp1, fnd31_qsg5additionalfactor3_monthly_pcdwf), 20), industry)
group_neutralize(ts_av_diff(multiply(anl14_high_eps_fp1, fnd31_devnorthamericaadditionalfactor4_pbdwf), 20), industry)
subtract(ts_corr(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), returns, 20), group_mean(ts_corr(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), returns, 20), 1, industry_grouping_level2_top2000))
ts_zscore(group_rank(multiply(ts_delay(returns, 5), daily_volume_percent_shares_out), industry), 20)
normalize(multiply(ts_count_nans(anl14_high_ebit_fy2, 20), sign(ts_delta(anl14_low_eps_fy5, 5))))
normalize(quarterly_quick_ratio)
group_scale(subtract(ts_quantile(daily_volume_percent_shares_out, 20), ts_quantile(anl14_low_ndebt_fy1, 20)), industry)
ts_zscore(ts_std_dev(returns, 20), 20)
rank(ts_std_dev(returns, 20))
group_neutralize(divide(ts_sum(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 5), ts_sum(returns, 5)), industry_grouping_level2_top2000)
zscore(ts_backfill(anl14_high_revenue_fy2, 250))
group_neutralize(multiply(ts_rank(anl14_low_ndebt_fy1, 20), ts_rank(fnd31_devnorthamericaadditionalfactor4_pbdwf, 20)), industry)
inverse(ts_std_dev(returns, 20))
ts_product(rank(ts_std_dev(returns, 20)), 10)
zscore(multiply(divide(quarterly_cash_per_share_value, net_income_quarterly_4), inverse(ts_std_dev(quarterly_receivables_turnover_2, 24))))
group_neutralize(if_else(ts_delta(group_zscore(pv37_volume_global, industry_grouping_level2_top2000), 1) > 0, ts_zscore(returns, 20), ts_zscore(returns, 20) * -1), industry_grouping_level2_top2000)
rank(quarterly_long_term_debt_to_equity_ratio)
ts_covariance(returns, resampled_pca_factor_1, 20)
rank(ts_std_dev(ttm_net_income_value, 252))
multiply(rank(ts_delta(accounts_receivable_current_assets, 5)), ts_rank(accounts_total_current_assets, 10))
multiply(ts_std_dev(returns, 20), ts_corr(returns, ts_delay(returns, 1), 20))
multiply(sign(ts_delta(fnd72_pit_or_is_q_net_income, 10)), ts_rank(fnd72_pit_or_is_q_is_invest_income, 30))
multiply(rank(ts_std_dev(returns, 20)), rank(daily_volume_to_shares_outstanding))
ts_arg_max(rank(divide(quarterly_cash_flow_per_share_2, add(quarterly_earnings_before_tax_5, 0.01))), 252)
subtract(divide(ts_delay(pv37_volume_global, 5), ts_delay(pv37_volume_global, 10)), group_mean(divide(ts_delay(pv37_volume_global, 5), ts_delay(pv37_volume_global, 10)), 1, industry_grouping_level2_top2000))
zscore(anl14_low_roe_fy2)
ts_backfill(add(ts_product(anl14_high_eps_fp1, 10), ts_product(anl14_low_roe_fy1, 10)), 20)
subtract(sign(ts_delta(pv37_volume_global, 1)), group_mean(sign(ts_delta(pv37_volume_global, 1)), 1, industry_grouping_level2_top2000))
add(rank(ts_std_dev(returns, 10)), add(rank(ts_std_dev(returns, 20)), rank(ts_std_dev(returns, 40))))
jump_decay(ts_std_dev(returns, 20), 20, 0.5, 0.1)
subtract(ts_std_dev(returns, 20), ts_std_dev(returns, 10))
power(ts_sum(returns, 20), 2)
group_scale(add(ts_av_diff(industry_grouping_level2_top1500, 20), ts_av_diff(anl14_low_ntprep_fp4, 20)), industry)
rank(ts_covariance(ts_mean(long_term_liabilities_total_3, 30), ts_mean(long_term_minority_interest, 30), 60))
ts_backfill(group_neutralize(divide(anl14_high_nav_fy2, anl14_low_ndebt_fy5), industry), 20)
ts_delta(ts_std_dev(returns, 20), 5)
sqrt(ts_std_dev(returns, 20))
rank(add(divide(quarterly_free_cash_flow, quarterly_total_assets_change_percent), inverse(fnd44_working_capital_accruals)))
ts_arg_min(ts_sum(fnd31_qsg5additionalfactor3_monthly_tw_ebitdaev, 30), 60)
subtract(ts_rank(pv37_high_global2, 20), group_mean(ts_rank(pv37_high_global2, 20), 1, industry_grouping_level2_top2000))
zscore(multiply(ts_quantile(fnd31_qsg5additionalfactor3_monthly_pcdwf, 20, "uniform"), inverse(ts_mean(anl14_low_ndebt_fy1, 20))))
add(zscore(anl14_high_revenue_fy2), zscore(anl14_high_ebit_fy2))