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814 lines
110 KiB
814 lines
110 KiB
压力波动率情绪溢价因子
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基于行为金融学和神经内分泌学交叉研究，投资者在高市场压力环境下（如VIX指数上升）会经历皮质醇等应激激素水平升高，导致认知功能受限、决策偏差增大，尤其表现为对低流动性资产的过度抛售。这种非理性行为在群体层面形成系统性定价偏差：低波动率资产（如防御性行业股票）在压力期被低估，而高波动率资产（如周期性行业股票）被高估。当压力缓解后，市场会逐渐纠正这种偏差，从而产生可捕获的超额收益。因此，通过构建压力波动率情绪溢价因子，做多低波动率资产、做空高波动率资产，可在压力释放后获取稳定收益。
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压力缓解后，市场会逐渐纠正这种偏差，从而产生可捕获的超额收益。
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从EAV数据库中提取以下核心指标：VIX指数（衡量市场压力）、个股波动率（20日收益率标准差）、行业平均波动率、个股交易量与行业平均交易量比值。计算个股波动率与行业波动率的比值作为基础因子，进行Z-score标准化处理，并通过行业中性化回归消除行业系统性影响。使用20日滚动窗口计算指标，并用线性插值填充缺失值。引入VIX指数作为压力代理变量，通过动态因子模型提取压力波动率情绪公共因子，最终因子得分由波动率偏离度、交易量异动和市场压力水平加权组合而成。
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*=========================================================================================*
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输出格式：
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输出必须是且仅是纯文本。
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每一行是一个完整、独立、语法正确的WebSim表达式。
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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。
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===================== !!! 重点(输出方式) !!! =====================
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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。
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不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合
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**输出格式**(一行一个表达式, 每个表达式中间需要添加一个空行, 只要表达式本身, 不需要赋值, 不要解释, 不需要序号, 也不要输出多余的东西)：
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表达式
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表达式
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表达式
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...
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表达式
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=================================================================
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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。
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以下是我的账号有权限使用的操作符, 请严格按照操作符, 以及我提供的数据集, 进行生成,组合 50 个 alpha：
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不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合
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!! 数据集使用要求尽量分散, 不要重复使用
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!! 数据集使用要求尽量分散, 不要重复使用
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=================================================================
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**操作符汇总
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**算术运算符 (Arithmetic):
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abs(x) - 绝对值
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add(x, y, filter=false) - 加法 (x + y)
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densify(x) - 分组字段稠密化
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divide(x, y) - 除法 (x / y)
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inverse(x) - 倒数 (1/x)
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log(x) - 自然对数
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max(x, y, ..) - 最大值
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min(x, y, ..) - 最小值
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multiply(x, y, filter=false) - 乘法 (x * y)
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power(x, y) - 幂运算 (x^y)
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reverse(x) - 取反 (-x)
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sign(x) - 符号函数
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signed_power(x, y) - 保留符号的幂运算
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sqrt(x) - 平方根
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subtract(x, y, filter=false) - 减法 (x - y)
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to_nan(x, value=0, reverse=false) - 值与NaN转换
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**逻辑运算符 (Logical):
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and(input1, input2) - 逻辑与
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if_else(input1, input2, input3) - 条件判断
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input1 < input2 - 小于比较
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input1 <= input2 - 小于等于
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input1 == input2 - 等于比较
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input1 > input2 - 大于比较
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input1 >= input2 - 大于等于
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input1 != input2 - 不等于
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is_nan(input) - 是否为NaN
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not(x) - 逻辑非
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or(input1, input2) - 逻辑或
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**时间序列运算符 (Time Series):
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days_from_last_change(x) - 上次变化天数
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hump(x, hump=0.01) - 限制变化幅度
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jump_decay(x, d, sensitivity=0.5, force=0.1) - 跳跃衰减
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kth_element(x, d, k) - 第K个值
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last_diff_value(x, d) - 最后一个不同值
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ts_arg_max(x, d) - 最大值相对索引
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ts_arg_min(x, d) - 最小值相对索引
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ts_av_diff(x, d) - 与均值的差
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ts_backfill(x, lookback=d, k=1, ignore="NAN") - 回填
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ts_corr(x, y, d) - 时间序列相关性
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ts_count_nans(x, d) - NaN计数
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ts_covariance(y, x, d) - 协方差
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ts_decay_linear(x, d, dense=false) - 线性衰减
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ts_delay(x, d) - 延迟值
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ts_delta(x, d) - 差值 (x - 延迟值)
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ts_max(x, d) - 时间序列最大值
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ts_mean(x, d) - 时间序列均值
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ts_min(x, d) - 时间序列最小值
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ts_product(x, d) - 时间序列乘积
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ts_quantile(x, d, driver="gaussian") - 分位数
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ts_rank(x, d, constant=0) - 时间序列排名
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ts_regression(y, x, d, lag=0, rettype=0) - 回归分析
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ts_scale(x, d, constant=0) - 时间序列缩放
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ts_std_dev(x, d) - 时间序列标准差
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ts_step(1) - 天数计数器
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ts_sum(x, d) - 时间序列求和
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ts_target_tvr_decay(x, lambda_min=0, lambda_max=1, target_tvr=0.1) - 目标换手率衰减
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ts_target_tvr_delta_limit(x, y, lambda_min=0, lambda_max=1, target_tvr=0.1) - 目标换手率差值限制
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ts_zscore(x, d) - 时间序列Z分数
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**横截面运算符 (Cross Sectional):
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normalize(x, useStd=false, limit=0.0) - 标准化
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quantile(x, driver=gaussian, sigma=1.0) - 分位数转换
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rank(x, rate=2) - 排名
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scale(x, scale=1, longscale=1, shortscale=1) - 缩放
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scale_down(x, constant=0) - 按比例缩放
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vector_neut(x, y) - 向量中性化
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winsorize(x, std=4) - 缩尾处理
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zscore(x) - Z分数
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**向量运算符 (Vector):
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vec_avg(x) - 向量均值
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vec_max(x) - 向量最大值
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vec_min(x) - 向量最小值
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vec_sum(x) - 向量求和
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**变换运算符 (Transformational):
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bucket(rank(x), range="0,1,0.1" or buckets="2,5,6,7,10") - 分桶
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generate_stats(alpha) - 生成统计量
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trade_when(x, y, z) - 条件交易
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**分组运算符 (Group):
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combo_a(alpha, nlength=250, mode='algo1') - 组合Alpha
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group_backfill(x, group, d, std=4.0) - 分组回填
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group_cartesian_product(g1, g2) - 笛卡尔积分组
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group_max(x, group) - 分组最大值
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group_mean(x, weight, group) - 分组均值
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group_min(x, group) - 分组最小值
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group_neutralize(x, group) - 分组中性化
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group_rank(x, group) - 分组排名
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group_scale(x, group) - 分组缩放
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group_zscore(x, group) - 分组Z分数
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**特殊运算符 (Special):
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in - 包含判断
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self_corr(input) - 自相关性
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universe_size - 宇宙大小
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**归约运算符 (Reduce):
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reduce_avg(input, threshold=0) - 平均值归约
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reduce_choose(input, nth, ignoreNan=true) - 选择归约
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reduce_count(input, threshold) - 计数归约
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reduce_ir(input) - IR归约
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reduce_kurtosis(input) - 峰度归约
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reduce_max(input) - 最大值归约
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reduce_min(input) - 最小值归约
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reduce_norm(input) - 范数归约
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reduce_percentage(input, percentage=0.5) - 百分比归约
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reduce_powersum(input, constant=2, precise=false) - 幂和归约
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reduce_range(input) - 范围归约
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reduce_skewness(input) - 偏度归约
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reduce_stddev(input, threshold=0) - 标准差归约
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reduce_sum(input) - 求和归约
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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
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========================= 操作符开始 =======================================
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注意: Operator: 后面的是操作符(是可以使用的),
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Description: 此字段后面的是操作符对应的描述或使用说明(禁止使用, 仅供参考), Description字段后面的内容是使用说明, 不是操作符
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特别注意!!!! 必须按照操作符字段Operator的使用说明生成 alphaOperator: abs(x)
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Description: Absolute value of x
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Operator: add(x, y, filter = false)
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Description: Add all inputs (at least 2 inputs required). If filter = true, filter all input NaN to 0 before adding
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Operator: densify(x)
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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
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Operator: divide(x, y)
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Description: x / y
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Operator: inverse(x)
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Description: 1 / x
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Operator: log(x)
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Description: Natural logarithm. For example: Log(high/low) uses natural logarithm of high/low ratio as stock weights.
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Operator: max(x, y, ..)
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Description: Maximum value of all inputs. At least 2 inputs are required
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Operator: min(x, y ..)
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Description: Minimum value of all inputs. At least 2 inputs are required
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Operator: multiply(x ,y, ... , filter=false)
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Description: Multiply all inputs. At least 2 inputs are required. Filter sets the NaN values to 1
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Operator: power(x, y)
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Description: x ^ y
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Operator: reverse(x)
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Description: - x
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Operator: sign(x)
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Description: if input > 0, return 1; if input < 0, return -1; if input = 0, return 0; if input = NaN, return NaN;
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Operator: signed_power(x, y)
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Description: x raised to the power of y such that final result preserves sign of x
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Operator: sqrt(x)
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Description: Square root of x
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Operator: subtract(x, y, filter=false)
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Description: x-y. If filter = true, filter all input NaN to 0 before subtracting
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Operator: and(input1, input2)
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Description: Logical AND operator, returns true if both operands are true and returns false otherwise
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Operator: if_else(input1, input2, input 3)
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Description: If input1 is true then return input2 else return input3.
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Operator: input1 < input2
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Description: If input1 < input2 return true, else return false
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Operator: input1 <= input2
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Description: Returns true if input1 <= input2, return false otherwise
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Operator: input1 == input2
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Description: Returns true if both inputs are same and returns false otherwise
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Operator: input1 > input2
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Description: Logic comparison operators to compares two inputs
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Operator: input1 >= input2
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Description: Returns true if input1 >= input2, return false otherwise
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Operator: input1!= input2
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Description: Returns true if both inputs are NOT the same and returns false otherwise
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Operator: is_nan(input)
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Description: If (input == NaN) return 1 else return 0
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Operator: not(x)
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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).
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Operator: or(input1, input2)
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Description: Logical OR operator returns true if either or both inputs are true and returns false otherwise
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Operator: days_from_last_change(x)
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Description: Amount of days since last change of x
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Operator: hump(x, hump = 0.01)
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Description: Limits amount and magnitude of changes in input (thus reducing turnover)
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Operator: kth_element(x, d, k)
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Description: Returns K-th value of input by looking through lookback days. This operator can be used to backfill missing data if k=1
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Operator: last_diff_value(x, d)
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Description: Returns last x value not equal to current x value from last d days
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Operator: ts_arg_max(x, d)
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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
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Operator: ts_arg_min(x, d)
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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.
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Operator: ts_av_diff(x, d)
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Description: Returns x - tsmean(x, d), but deals with NaNs carefully. That is NaNs are ignored during mean computation
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Operator: ts_backfill(x,lookback = d, k=1, ignore="NAN")
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Description: Backfill is the process of replacing the NAN or 0 values by a meaningful value (i.e., a first non-NaN value)
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Operator: ts_corr(x, y, d)
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Description: Returns correlation of x and y for the past d days
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Operator: ts_count_nans(x ,d)
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Description: Returns the number of NaN values in x for the past d days
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Operator: ts_covariance(y, x, d)
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Description: Returns covariance of y and x for the past d days
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Operator: ts_decay_linear(x, d, dense = false)
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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.
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Operator: ts_delay(x, d)
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Description: Returns x value d days ago
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Operator: ts_delta(x, d)
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Description: Returns x - ts_delay(x, d)
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Operator: ts_mean(x, d)
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Description: Returns average value of x for the past d days.
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Operator: ts_product(x, d)
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Description: Returns product of x for the past d days
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Operator: ts_quantile(x,d, driver="gaussian" )
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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.
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Operator: ts_rank(x, d, constant = 0)
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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.
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Operator: ts_regression(y, x, d, lag = 0, rettype = 0)
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Description: Returns various parameters related to regression function
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Operator: ts_scale(x, d, constant = 0)
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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
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Operator: ts_std_dev(x, d)
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Description: Returns standard deviation of x for the past d days
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Operator: ts_step(1)
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Description: Returns days' counter
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Operator: ts_sum(x, d)
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Description: Sum values of x for the past d days.
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Operator: ts_zscore(x, d)
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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.
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Operator: normalize(x, useStd = false, limit = 0.0)
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Description: Calculates the mean value of all valid alpha values for a certain date, then subtracts that mean from each element
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Operator: quantile(x, driver = gaussian, sigma = 1.0)
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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
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Operator: rank(x, rate=2)
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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
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Operator: scale(x, scale=1, longscale=1, shortscale=1)
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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
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Operator: winsorize(x, std=4)
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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.
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Operator: zscore(x)
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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
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Operator: vec_avg(x)
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Description: Taking mean of the vector field x
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Operator: vec_sum(x)
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Description: Sum of vector field x
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Operator: bucket(rank(x), range="0, 1, 0.1" or buckets = "2,5,6,7,10")
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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
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Operator: trade_when(x, y, z)
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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
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Operator: group_backfill(x, group, d, std = 4.0)
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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
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Operator: group_mean(x, weight, group)
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Description: All elements in group equals to the mean
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Operator: group_neutralize(x, group)
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Description: Neutralizes Alpha against groups. These groups can be subindustry, industry, sector, country or a constant
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Operator: group_rank(x, group)
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Description: Each elements in a group is assigned the corresponding rank in this group
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Operator: group_scale(x, group)
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Description: Normalizes the values in a group to be between 0 and 1. (x - groupmin) / (groupmax - groupmin)
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Operator: group_zscore(x, group)
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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.
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========================= 操作符结束 =======================================
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========================= 数据字段开始 =======================================
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注意: data_set_name: 后面的是数据字段(可以使用), description: 此字段后面的是数据字段对应的描述或使用说明(不能使用)
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{'id': 60875, 'data_set_name': '可以使用:anl14_high_revenue_fy2', 'description': '不可使用,仅供参考:The highest estimation of revenue - upcoming 2 years'}
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{'id': 60939, 'data_set_name': '可以使用:anl14_low_ebit_fy5', 'description': '不可使用,仅供参考:The Lowest Estimation of Earnings Before Interest & Taxes - Upcoming 5 Years'}
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{'id': 60870, 'data_set_name': '可以使用:anl14_high_revenue_fp2', 'description': '不可使用,仅供参考:The highest estimation of revenue - upcoming 2 quarters'}
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{'id': 60786, 'data_set_name': '可以使用:anl14_high_ebit_fy2', 'description': '不可使用,仅供参考:The highest estimation of Earnings Before Interest & Taxes - upcoming 2 years'}
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{'id': 60959, 'data_set_name': '可以使用:anl14_low_eps_fy5', 'description': '不可使用,仅供参考:The Lowest Estimation of Earnings Per Share - upcoming 5 years'}
|
|
{'id': 139119, 'data_set_name': '可以使用:statement_of_cash_flows', 'description': '不可使用,仅供参考:Statement of cash flows for the annual period.'}
|
|
{'id': 140167, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_pcdwf', 'description': '不可使用,仅供参考:Leading 12 Month Cash Yield. It is defined as the average quarterly forward-looking cash flows per share divided by close price.'}
|
|
{'id': 60783, 'data_set_name': '可以使用:anl14_high_ebit_fp4', 'description': '不可使用,仅供参考:The highest estimation of earnings before interest & taxes - upcoming 4 quarters'}
|
|
{'id': 139088, 'data_set_name': '可以使用:short_term_net_cash_balance', 'description': '不可使用,仅供参考:Net Cash – Beginning Balance represents the beginning balance of cash and cash equivalents, as\r\ndefined by a company.'}
|
|
{'id': 138995, 'data_set_name': '可以使用:other_off_balance_liabilities', 'description': '不可使用,仅供参考:Other off-balance sheet liabilities for the annual period.'}
|
|
{'id': 140126, 'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_pbdwf', 'description': '不可使用,仅供参考:Leading 12-Month Book Yield. It is defined as the average quarterly forward-looking book value per share divided by close price.'}
|
|
{'id': 373426, 'data_set_name': '可以使用:resampled_pca_factor_1', 'description': '不可使用,仅供参考:First principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 140601, 'data_set_name': '可以使用:fnd72_pit_or_cf_q_cf_other_non_cash_adj_less', 'description': '不可使用,仅供参考:Other Non-Cash Adjustments'}
|
|
{'id': 140859, 'data_set_name': '可以使用:fnd72_s_pit_or_cf_q_cf_incr_cap_stock', 'description': '不可使用,仅供参考:Increase in Capital Stocks'}
|
|
{'id': 60995, 'data_set_name': '可以使用:anl14_low_ntprep_fp4', 'description': '不可使用,仅供参考:The lowest estimation of reported net profit - upcoming 4 quarters'}
|
|
{'id': 373383, 'data_set_name': '可以使用:industry_grouping_level2_top1500', 'description': '不可使用,仅供参考:Industry classification at level 2 for the top 1500 instruments.'}
|
|
{'id': 60977, 'data_set_name': '可以使用:anl14_low_ndebt_fy1', 'description': '不可使用,仅供参考:The lowest estimation of net debt - upcoming year'}
|
|
{'id': 60837, 'data_set_name': '可以使用:anl14_high_ntp_fy1', 'description': '不可使用,仅供参考:The highest estimation of Net Profit - upcoming year'}
|
|
{'id': 140905, 'data_set_name': '可以使用:fnd72_s_pit_or_is_q_is_sga_other_op_depr_op_maint', 'description': '不可使用,仅供参考:Includes selling & administrative expenses and other operating expenses after cost of goods sold'}
|
|
{'id': 139074, 'data_set_name': '可以使用:short_term_group_payables', 'description': '不可使用,仅供参考:Short-term payables to group companies.'}
|
|
{'id': 137413, 'data_set_name': '可以使用:twelve_month_high_price', 'description': '不可使用,仅供参考:Highest price traded in the last twelve months.'}
|
|
{'id': 60874, 'data_set_name': '可以使用:anl14_high_revenue_fy1', 'description': '不可使用,仅供参考:The Highest Estimation of Revenue - upcoming year'}
|
|
{'id': 373645, 'data_set_name': '可以使用:pv72_ibesptg2_score', 'description': '不可使用,仅供参考:pv_score'}
|
|
{'id': 136550, 'data_set_name': '可以使用:cash_and_equivalents_annual_2', 'description': '不可使用,仅供参考:Cash and short-term investments for the most recent fiscal year.'}
|
|
{'id': 60869, 'data_set_name': '可以使用:anl14_high_revenue_fp1', 'description': '不可使用,仅供参考:The highest estimation of Revenue - upcoming quarter'}
|
|
{'id': 62154, 'data_set_name': '可以使用:quarterly_return_on_assets_percent', 'description': '不可使用,仅供参考:Annualized net income divided by average assets for the quarter, as a percentage.'}
|
|
{'id': 136445, 'data_set_name': '可以使用:other_cash_payments_2', 'description': '不可使用,仅供参考:Value of ad hoc cash payments such as relocation or fringe benefits (alternate).'}
|
|
{'id': 140568, 'data_set_name': '可以使用:fnd72_pit_or_cf_a_cf_other_fnc_act', 'description': '不可使用,仅供参考:Other Financing Activities'}
|
|
{'id': 62404, 'data_set_name': '可以使用:anl45_rel_index_ret', 'description': '不可使用,仅供参考:Difference in return % between making investment in idea and comparative index'}
|
|
{'id': 138941, 'data_set_name': '可以使用:long_term_loans_liabilities_2', 'description': '不可使用,仅供参考:Long-term loans and related liabilities outstanding.'}
|
|
{'id': 137543, 'data_set_name': '可以使用:financing_cashflow_net', 'description': '不可使用,仅供参考:Net cash flow from financing activities.'}
|
|
{'id': 60829, 'data_set_name': '可以使用:anl14_high_ndebt_fy3', 'description': '不可使用,仅供参考:The Highest Estimation of Net Debt - upcoming 3 years'}
|
|
{'id': 60526, 'data_set_name': '可以使用:anl11_cit3reg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on CIT3 100% being the best'}
|
|
{'id': 62061, 'data_set_name': '可以使用:quarterly_free_cash_flow_per_share_non_annualized_alt', 'description': '不可使用,仅供参考:Alternate calculation of free cash flow per share for the quarter, not annualized.'}
|
|
{'id': 373582, 'data_set_name': '可以使用:pv37_low_14', 'description': '不可使用,仅供参考:14-Day Lowest Price'}
|
|
{'id': 60800, 'data_set_name': '可以使用:anl14_high_eps_fp1', 'description': '不可使用,仅供参考:The highest estimation of Earnings Per Share - upcoming quarter'}
|
|
{'id': 62411, 'data_set_name': '可以使用:anl45_stock_ret_per', 'description': '不可使用,仅供参考:Net total return from all ideas since previous market close'}
|
|
{'id': 61988, 'data_set_name': '可以使用:quarterly_capital_spending_per_share', 'description': '不可使用,仅供参考:Capital spending divided by average shares for the quarter.'}
|
|
{'id': 137351, 'data_set_name': '可以使用:quarterly_debt_to_assets_ratio', 'description': '不可使用,仅供参考:Ratio of total debt to total assets for the most recent quarter.'}
|
|
{'id': 60938, 'data_set_name': '可以使用:anl14_low_ebit_fy4', 'description': '不可使用,仅供参考:The lowest estimation of earnings before interest & taxes - upcoming 4 years'}
|
|
{'id': 373324, 'data_set_name': '可以使用:pv173_rawratiosbondreturn20deqwt', 'description': '不可使用,仅供参考:It is defined as the equally weighted single bond return over last 20 days with the filter of the bonds that mature between 3 years and 7 years.'}
|
|
{'id': 140715, 'data_set_name': '可以使用:fnd72_pit_or_is_q_is_sga_other_op_depr_op_maint', 'description': '不可使用,仅供参考:Includes selling & administrative expenses and other operating expenses after cost of goods sold'}
|
|
{'id': 140504, 'data_set_name': '可以使用:fnd72_pit_or_bs_q_bs_mkt_sec_other_st_invest', 'description': '不可使用,仅供参考:Marketable Securities & Other ST Investments'}
|
|
{'id': 136548, 'data_set_name': '可以使用:book_value_per_share_annual', 'description': '不可使用,仅供参考:Book value per share for the most recent fiscal year.'}
|
|
{'id': 60981, 'data_set_name': '可以使用:anl14_low_ndebt_fy5', 'description': '不可使用,仅供参考:The Lowest Estimation of Net Debt - Upcoming 5 Years'}
|
|
{'id': 60658, 'data_set_name': '可以使用:anl11_global_industrycount', 'description': '不可使用,仅供参考:Global Industry Count'}
|
|
{'id': 140135, 'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_twepsstdrev', 'description': '不可使用,仅供参考:Time Weighted Earnings Revision Dispersion. It is defined as the 6-month average of the time-weighted sum of the FY1 and FY2 earnings estimate revisions adjusted by the standard deviations of earnings estimates.'}
|
|
{'id': 138935, 'data_set_name': '可以使用:long_term_debt_value', 'description': '不可使用,仅供参考:Total amount of long-term debt obligations for the period.'}
|
|
{'id': 60824, 'data_set_name': '可以使用:anl14_high_ndebt_fp2', 'description': '不可使用,仅供参考:The Highest Estimation of Net Debt - Upcoming 2 Quarters'}
|
|
{'id': 137426, 'data_set_name': '可以使用:accounts_current_assets_equity', 'description': '不可使用,仅供参考:Current assets related to equity accounts.'}
|
|
{'id': 140159, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_divgp', 'description': '不可使用,仅供参考:Shareholder Payout to Gross Profit. It is defined as total dividends paid divided by (revenue - cost of goods sold).'}
|
|
{'id': 137541, 'data_set_name': '可以使用:financing_cash_flow_2', 'description': '不可使用,仅供参考:Net cash flow from financing activities.'}
|
|
{'id': 60923, 'data_set_name': '可以使用:anl14_low_div_fp4', 'description': '不可使用,仅供参考:The Lowest Estimation of Dividend - Upcoming 4 Quarters'}
|
|
{'id': 62134, 'data_set_name': '可以使用:quarterly_price_to_sales_ratio', 'description': '不可使用,仅供参考:Price divided by sales per share for the quarter.'}
|
|
{'id': 139109, 'data_set_name': '可以使用:short_term_securities_investments_2', 'description': '不可使用,仅供参考:Short-term investments in securities at period end.'}
|
|
{'id': 139108, 'data_set_name': '可以使用:short_term_securities_investments', 'description': '不可使用,仅供参考:Short-term securities investments reported for the interim period.'}
|
|
{'id': 62188, 'data_set_name': '可以使用:quarterly_total_assets_change_yoy', 'description': '不可使用,仅供参考:Year-over-year percent change in total assets for the quarter.'}
|
|
{'id': 60984, 'data_set_name': '可以使用:anl14_low_ntp_fp3', 'description': '不可使用,仅供参考:The lowest estimation of net profit - upcoming 3 quarters'}
|
|
{'id': 62057, 'data_set_name': '可以使用:quarterly_free_cash_flow_per_share_alt', 'description': '不可使用,仅供参考:Alternative calculation of free cash flow per share for the quarter.'}
|
|
{'id': 61642, 'data_set_name': '可以使用:rtk_ptg_high', 'description': '不可使用,仅供参考:The highest of Price Target -'}
|
|
{'id': 140074, 'data_set_name': '可以使用:fnd28_wcannuala_value_08251', 'description': '不可使用,仅供参考:value of field: Fixed Charge Coverage Ratio'}
|
|
{'id': 140175, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_y5speq4rqsr', 'description': '不可使用,仅供参考:R Sqr of 5-yr TTM EPS Trend Line. It is defined as the slope coefficient between monthly dates and the corresponding trailing 12-month earnings per share before extra items in the prior 20 quarters.'}
|
|
{'id': 60965, 'data_set_name': '可以使用:anl14_low_epsrep_fy1', 'description': '不可使用,仅供参考:The Lowest Estimation of Reported Earnings Per Share - upcoming year'}
|
|
{'id': 136446, 'data_set_name': '可以使用:security_market_price_ltip', 'description': '不可使用,仅供参考:Price of the stock at the relevant report date for LTIP compensation.'}
|
|
{'id': 373350, 'data_set_name': '可以使用:pv173_zscoresatlas_unit_name', 'description': '不可使用,仅供参考:Atlas unit name'}
|
|
{'id': 136444, 'data_set_name': '可以使用:other_board_total_count', 'description': '不可使用,仅供参考:Total number of other boards the director has served on.'}
|
|
{'id': 373384, 'data_set_name': '可以使用:industry_grouping_level2_top2000', 'description': '不可使用,仅供参考:Industry classification group at level 2 for the top 2000 instruments.'}
|
|
{'id': 138931, 'data_set_name': '可以使用:long_term_debt', 'description': '不可使用,仅供参考:Total value of long-term debt obligations outstanding.'}
|
|
{'id': 137550, 'data_set_name': '可以使用:fixed_long_term_debt_repayment', 'description': '不可使用,仅供参考:Repayment amount of fixed long-term debt during the period.'}
|
|
{'id': 139076, 'data_set_name': '可以使用:short_term_interest_notes', 'description': '不可使用,仅供参考:Short-term interest-bearing notes outstanding.'}
|
|
{'id': 373429, 'data_set_name': '可以使用:resampled_pca_factor_12', 'description': '不可使用,仅供参考:Twelfth principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 137452, 'data_set_name': '可以使用:accumulated_other_comprehensive_assets', 'description': '不可使用,仅供参考:Accumulated other comprehensive assets at period end.'}
|
|
{'id': 373362, 'data_set_name': '可以使用:pv173_zscoresmt5yzspreadsbst', 'description': '不可使用,仅供参考:It is defined as the region relative 5-year mid z-spreadIn the bond z-spread curve'}
|
|
{'id': 139346, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04351a', 'description': '不可使用,仅供参考:value of annual field: Disposal of Fixed Assets'}
|
|
{'id': 373371, 'data_set_name': '可以使用:pv173_zscorestilt5y1ydiff60dema60d', 'description': '不可使用,仅供参考:It is defined as the 60-day exponential average of the difference of factor loading of the second principal component for the 5-year z-spread and 1-year z-spread'}
|
|
{'id': 60716, 'data_set_name': '可以使用:social_score_total_correlation', 'description': '不可使用,仅供参考:Social score weighted by metrics most strongly correlated (positive and negative) to financial returns.'}
|
|
{'id': 136557, 'data_set_name': '可以使用:daily_volume_percent_shares_out', 'description': '不可使用,仅供参考:Average daily trading volume as a percentage of shares outstanding.'}
|
|
{'id': 139122, 'data_set_name': '可以使用:stockholders_other_comprehensive_assets', 'description': '不可使用,仅供参考:Other comprehensive assets attributable to stockholders.'}
|
|
{'id': 138996, 'data_set_name': '可以使用:other_operating_assets', 'description': '不可使用,仅供参考:Other operating assets reported for the annual period.'}
|
|
{'id': 140171, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_rev6fy2', 'description': "不可使用,仅供参考:Averaged Last 6-M EPS Revisions for FY2. It is defined as the average of prior 6-month monthly changes in a stock's consensus analysts earnings forecasts for fiscal year 2, scaled by previous month-end trading price."}
|
|
{'id': 138976, 'data_set_name': '可以使用:other_assets_prepaid_balance', 'description': '不可使用,仅供参考:[Quarterly] Accounts Payable'}
|
|
{'id': 373348, 'data_set_name': '可以使用:pv173_rawratiostwist120dlast', 'description': '不可使用,仅供参考:It is defined as the average factor loading of the third principal component for the z-spread between 6 months and 40 years'}
|
|
{'id': 140125, 'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_numrevy2', 'description': '不可使用,仅供参考:Net # of Revisions for Fiscal Year 2. It is defined as the weighted average of the number of FY2 analyst earnings forecasts raised less the number lowered within a month, divided by the total number of analyst forecasts.'}
|
|
{'id': 60821, 'data_set_name': '可以使用:anl14_high_nav_fy2', 'description': '不可使用,仅供参考:The Highest Estimation of Net Asset Value - Upcoming 2 Years'}
|
|
{'id': 139062, 'data_set_name': '可以使用:short_term_cash_market_securities', 'description': '不可使用,仅供参考:Short-term cash and marketable securities held.'}
|
|
{'id': 139050, 'data_set_name': '可以使用:shareholders_net_total_dividends', 'description': '不可使用,仅供参考:Total net dividends to shareholders for the interim period.'}
|
|
{'id': 139342, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04201a', 'description': '不可使用,仅供参考:value of annual field: Funds from Operations'}
|
|
{'id': 139048, 'data_set_name': '可以使用:share_premium_reserve', 'description': '不可使用,仅供参考:Preferred Stock – Non-Redeemable, Total.'}
|
|
{'id': 60744, 'data_set_name': '可以使用:anl14_high_bvps_fp3', 'description': '不可使用,仅供参考:The Highest Estimation of Book Value Per Share - upcoming 3 quarters'}
|
|
{'id': 373439, 'data_set_name': '可以使用:resampled_pca_factor_9', 'description': '不可使用,仅供参考:Ninth principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 60570, 'data_set_name': '可以使用:anl11_e1reg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on E1 1 being the highest rank'}
|
|
{'id': 60657, 'data_set_name': '可以使用:anl11_g_ttcrg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on G Hybrid Score with 1 being the highest rank'}
|
|
{'id': 137341, 'data_set_name': '可以使用:public_float_shares', 'description': '不可使用,仅供参考:Number of shares available for public trading (float).'}
|
|
{'id': 140445, 'data_set_name': '可以使用:fnd72_pit_or_bs_a_bs_other_cur_asset_less_prepay', 'description': '不可使用,仅供参考:Other assets which are not account and notes receivable, inventory, derivative assets, deferred tax assets, prepaid expenses, assets for held for sale, income taxes receivable, and assets of discontinued operations'}
|
|
{'id': 373411, 'data_set_name': '可以使用:pca_industry_grouping_method3_50', 'description': '不可使用,仅供参考:Industry grouping using third method and 50 clusters for top 3000 equities.'}
|
|
{'id': 62429, 'data_set_name': '可以使用:anl46_performancepercentile', 'description': '不可使用,仅供参考:A value from 1 to 100 expressing how well the Indicator has predicted price movement on the stock in the last 12 months'}
|
|
{'id': 140652, 'data_set_name': '可以使用:fnd72_pit_or_is_a_is_pension_category_other', 'description': '不可使用,仅供参考:The percentage of the total fair value of pension plan assets invested in other assets besides equity, debt, company stock, and cash at period end'}
|
|
{'id': 140506, 'data_set_name': '可以使用:fnd72_pit_or_bs_q_bs_options_outstanding', 'description': '不可使用,仅供参考:Options Outstanding End of Period'}
|
|
{'id': 137414, 'data_set_name': '可以使用:twelve_month_high_price_2', 'description': '不可使用,仅供参考:The highest price at which the security traded in the last twelve months.'}
|
|
{'id': 373432, 'data_set_name': '可以使用:resampled_pca_factor_2', 'description': '不可使用,仅供参考:Second principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 373427, 'data_set_name': '可以使用:resampled_pca_factor_10', 'description': '不可使用,仅供参考:Tenth principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 373197, 'data_set_name': '可以使用:sharesout', 'description': '不可使用,仅供参考:Daily outstanding shares (in millions)'}
|
|
{'id': 138934, 'data_set_name': '可以使用:long_term_debt_total_2', 'description': '不可使用,仅供参考:Total long-term debt outstanding.'}
|
|
{'id': 60758, 'data_set_name': '可以使用:anl14_high_capex_fy2', 'description': '不可使用,仅供参考:The Highest Estimation of Capital Expenditures - upcoming 2 years'}
|
|
{'id': 138965, 'data_set_name': '可以使用:net_premiums_written', 'description': '不可使用,仅供参考:Net premiums written during the period.'}
|
|
{'id': 136803, 'data_set_name': '可以使用:fnd17_alldelay1_pehigh', 'description': '不可使用,仅供参考:P/E excluding extraordinary items, High'}
|
|
{'id': 60934, 'data_set_name': '可以使用:anl14_low_ebit_fp5', 'description': '不可使用,仅供参考:The Lowest estimation of Earnings Before Interest & Taxes - upcoming 5 quarters'}
|
|
{'id': 61037, 'data_set_name': '可以使用:anl14_low_roe_fy1', 'description': '不可使用,仅供参考:The Lowest Estimation of Returns on Equity - Upcoming Year'}
|
|
{'id': 139044, 'data_set_name': '可以使用:share_capital_subscribed_2', 'description': '不可使用,仅供参考:Total value of subscribed share capital at the end of the period.'}
|
|
{'id': 60892, 'data_set_name': '可以使用:anl14_low_bvps_fp1', 'description': '不可使用,仅供参考:The lowest estimation of book value per share - upcoming quarter'}
|
|
{'id': 138997, 'data_set_name': '可以使用:other_operating_cash_flows', 'description': '不可使用,仅供参考:Other operating cash flows reported in interim financials.'}
|
|
{'id': 373524, 'data_set_name': '可以使用:top1500_pca_factor2_grouping50', 'description': '不可使用,仅供参考:Second principal component grouping for top 1500 securities with 50 clusters.'}
|
|
{'id': 136373, 'data_set_name': '可以使用:annual_base_salary', 'description': '不可使用,仅供参考:Base annual salary paid to the director.'}
|
|
{'id': 373330, 'data_set_name': '可以使用:pv173_rawratiosmt5yzspreadchg60dsbst', 'description': '不可使用,仅供参考:It is defined as the 60-day change of 5-year mid z-spreadIn the bond z-spread curve'}
|
|
{'id': 137397, 'data_set_name': '可以使用:shares_outstanding_current', 'description': '不可使用,仅供参考:Current number of shares outstanding for the security.'}
|
|
{'id': 62079, 'data_set_name': '可以使用:quarterly_long_term_debt_2', 'description': '不可使用,仅供参考:Long-term debt for the most recent quarter.'}
|
|
{'id': 62026, 'data_set_name': '可以使用:quarterly_current_ratio_prior_year', 'description': '不可使用,仅供参考:Current assets divided by current liabilities for the same quarter last year.'}
|
|
{'id': 60946, 'data_set_name': '可以使用:anl14_low_ebitda_fy2', 'description': '不可使用,仅供参考:The Lowest Estimation of Earnings Before Interest, Taxes, Depreciation & Amortization - Upcoming 2 Years'}
|
|
{'id': 60820, 'data_set_name': '可以使用:anl14_high_nav_fy1', 'description': '不可使用,仅供参考:The Highest Estimation of Net Asset Value - upcoming year'}
|
|
{'id': 62092, 'data_set_name': '可以使用:quarterly_long_term_debt_to_equity_ratio', 'description': '不可使用,仅供参考:Long-term debt divided by equity for the most recent quarter.'}
|
|
{'id': 140156, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_apg', 'description': '不可使用,仅供参考:TTM Gross Profit to Assets. It is defined as the TTM (Sales - COGS)/Total Assets.'}
|
|
{'id': 140542, 'data_set_name': '可以使用:fnd72_pit_or_bs_q_minority_noncontrolling_interest', 'description': '不可使用,仅供参考:Minority Interest'}
|
|
{'id': 373351, 'data_set_name': '可以使用:pv173_zscoresbondreturn20deqwt', 'description': '不可使用,仅供参考:It is defined as the equally weighted single bond return over last 20 days with the filter of the bonds that mature between 3 years and 7 years.'}
|
|
{'id': 137494, 'data_set_name': '可以使用:current_maturities_short_term', 'description': '不可使用,仅供参考:Current maturities of short-term debt obligations.'}
|
|
{'id': 139038, 'data_set_name': '可以使用:share_based_deferred_tax', 'description': '不可使用,仅供参考:Deferred tax liabilities related to share-based compensation.'}
|
|
{'id': 60634, 'data_set_name': '可以使用:anl11_esgreg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on ESG Score with 100% being the best'}
|
|
{'id': 139126, 'data_set_name': '可以使用:total_assets_4', 'description': '不可使用,仅供参考:Sum of all assets owned by the company.'}
|
|
{'id': 373381, 'data_set_name': '可以使用:industry_grouping_level20_top2000', 'description': '不可使用,仅供参考:Industry classification group at level 20 for the top 2000 instruments.'}
|
|
{'id': 140165, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_pbdwf', 'description': '不可使用,仅供参考:Leading 12-Month Book Yield. It is defined as the average quarterly forward-looking book value per share divided by close price.'}
|
|
{'id': 140849, 'data_set_name': '可以使用:fnd72_s_pit_or_cf_q_cf_cash_from_inv_act', 'description': '不可使用,仅供参考:Cash From Investing Activities'}
|
|
{'id': 136525, 'data_set_name': '可以使用:annual_book_value_per_share_2', 'description': '不可使用,仅供参考:Book value per share for the most recent fiscal year.'}
|
|
{'id': 140926, 'data_set_name': '可以使用:fnd86_fundamental_score', 'description': '不可使用,仅供参考:Fundamental score'}
|
|
{'id': 138952, 'data_set_name': '可以使用:long_term_trade_debt_2', 'description': '不可使用,仅供参考:Long-term trade debt outstanding at period end.'}
|
|
{'id': 61034, 'data_set_name': '可以使用:anl14_low_roe_fp2', 'description': '不可使用,仅供参考:The lowest estimation of returns on equity - upcoming 2 quarters'}
|
|
{'id': 137388, 'data_set_name': '可以使用:reporting_to_pricing_fx_rate', 'description': '不可使用,仅供参考:Exchange rate used to convert reporting currency to pricing currency.'}
|
|
{'id': 62080, 'data_set_name': '可以使用:quarterly_long_term_debt_3', 'description': '不可使用,仅供参考:Sum of all long-term debt for the most recent quarter.'}
|
|
{'id': 137512, 'data_set_name': '可以使用:dividend_per_share_declared', 'description': '不可使用,仅供参考:Dividend per share declared for the period.'}
|
|
{'id': 136527, 'data_set_name': '可以使用:annual_cash_per_share_value', 'description': '不可使用,仅供参考:Cash and short-term investments per share for the most recent fiscal year.'}
|
|
{'id': 138977, 'data_set_name': '可以使用:other_assets_purchase_balance', 'description': '不可使用,仅供参考:represents changes in accounts payable during the period. An increase inaccounts payable has a positive impact on cash flow from operating activities, and vice versa.'}
|
|
{'id': 139046, 'data_set_name': '可以使用:share_dividend_equity', 'description': '不可使用,仅供参考:Share dividend equity reported for the annual period.'}
|
|
{'id': 60540, 'data_set_name': '可以使用:anl11_citreg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on CIT Score with 100% being the best'}
|
|
{'id': 62136, 'data_set_name': '可以使用:quarterly_price_to_sales_ratio_3', 'description': '不可使用,仅供参考:Price divided by sales per share for the quarter.'}
|
|
{'id': 61001, 'data_set_name': '可以使用:anl14_low_ntprep_fy5', 'description': '不可使用,仅供参考:The lowest estimation of reported net profit - upcoming 5 years'}
|
|
{'id': 140935, 'data_set_name': '可以使用:srp_earnings_score', 'description': '不可使用,仅供参考:Earnings score'}
|
|
{'id': 60876, 'data_set_name': '可以使用:anl14_high_revenue_fy3', 'description': '不可使用,仅供参考:The highest estimation of revenue - upcoming 3 years'}
|
|
{'id': 137331, 'data_set_name': '可以使用:pricing_currency_code_emi1', 'description': '不可使用,仅供参考:Currency code for price reporting in this module.'}
|
|
{'id': 60998, 'data_set_name': '可以使用:anl14_low_ntprep_fy2', 'description': '不可使用,仅供参考:The lowest estimation of reported net profit - upcoming 2 years'}
|
|
{'id': 136947, 'data_set_name': '可以使用:fnd17_alldelay1_ttmpelow', 'description': '不可使用,仅供参考:P/E excluding extraordinary items low, trailing 12 months'}
|
|
{'id': 140444, 'data_set_name': '可以使用:fnd72_pit_or_bs_a_bs_other_cur_asset', 'description': '不可使用,仅供参考:Other Current Assets'}
|
|
{'id': 60994, 'data_set_name': '可以使用:anl14_low_ntprep_fp3', 'description': '不可使用,仅供参考:The lowest estimation of reported net profit - upcoming 3 quarters'}
|
|
{'id': 140558, 'data_set_name': '可以使用:fnd72_pit_or_cf_a_cf_form_of_statement', 'description': '不可使用,仅供参考:No longer supported'}
|
|
{'id': 62094, 'data_set_name': '可以使用:quarterly_long_term_debt_to_total_capital', 'description': '不可使用,仅供参考:Ratio of long-term debt to total capital for the quarter.'}
|
|
{'id': 62386, 'data_set_name': '可以使用:anl45_index_period_start_prc', 'description': '不可使用,仅供参考:Benchmark/Index start price based on the performance period you chose'}
|
|
{'id': 137364, 'data_set_name': '可以使用:quarterly_revenue_per_share_4', 'description': '不可使用,仅供参考:Revenue per share for the most recent quarter (annualized).'}
|
|
{'id': 140921, 'data_set_name': '可以使用:fnd86_average_score', 'description': '不可使用,仅供参考:Average score'}
|
|
{'id': 61000, 'data_set_name': '可以使用:anl14_low_ntprep_fy4', 'description': '不可使用,仅供参考:The lowest estimation of Reported Net Profit - upcoming 4 years'}
|
|
{'id': 373336, 'data_set_name': '可以使用:pv173_rawratiosmt5yzspreadzscore60d', 'description': '不可使用,仅供参考:It is defined as the 60-day z-score of 5-year mid z-spreadIn the bond z-spread curve.'}
|
|
{'id': 140663, 'data_set_name': '可以使用:fnd72_pit_or_is_a_is_trading_acct_prof', 'description': '不可使用,仅供参考:Trading Acct'}
|
|
{'id': 62172, 'data_set_name': '可以使用:quarterly_sga_to_revenue_ratio', 'description': '不可使用,仅供参考:Selling, general, and administrative expenses as a percentage of revenue for the quarter.'}
|
|
{'id': 139344, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04301a', 'description': '不可使用,仅供参考:value of annual field: Proceeds From Stock Options'}
|
|
{'id': 139087, 'data_set_name': '可以使用:short_term_long_term_liabilities', 'description': '不可使用,仅供参考:Short-term portion of long-term liabilities.'}
|
|
{'id': 373610, 'data_set_name': '可以使用:pv37_volume_global', 'description': '不可使用,仅供参考:Global Trading Volume'}
|
|
{'id': 137453, 'data_set_name': '可以使用:accumulated_provision_depreciation_assets', 'description': '不可使用,仅供参考:[Quarterly] Provision for Doubtful Accounts'}
|
|
{'id': 140797, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_bs_allow_doubtful_acc_rec', 'description': '不可使用,仅供参考:A contra asset account that is subtracted from trade and notes receivables on the balance sheet'}
|
|
{'id': 139102, 'data_set_name': '可以使用:short_term_payables_other', 'description': '不可使用,仅供参考:[Quarterly] Total Plan Obligations'}
|
|
{'id': 140426, 'data_set_name': '可以使用:fnd72_pit_or_bs_a_bs_common_stock', 'description': '不可使用,仅供参考:Common Stocks'}
|
|
{'id': 140131, 'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_psdwf', 'description': '不可使用,仅供参考:Leading 12 Month Sales Yield. It is defined as the FY1 estimate of Sales value per share divided by its trading price.'}
|
|
{'id': 137473, 'data_set_name': '可以使用:assets_total_2', 'description': '不可使用,仅供参考:Total assets held by the company.'}
|
|
{'id': 136618, 'data_set_name': '可以使用:fnd17_acurratio', 'description': '不可使用,仅供参考:Current ratio - most recent fiscal year'}
|
|
{'id': 139172, 'data_set_name': '可以使用:voting_shares_granted_awards', 'description': '不可使用,仅供参考:Number of voting shares granted as awards.'}
|
|
{'id': 139082, 'data_set_name': '可以使用:short_term_loans_advances', 'description': '不可使用,仅供参考:Short-term loans and advances provided by the company.'}
|
|
{'id': 60593, 'data_set_name': '可以使用:anl11_emp2reg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on the second EMP score with 1 as highest'}
|
|
{'id': 140119, 'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_apgghcy3', 'description': '不可使用,仅供参考:3-Year Change in Gross Profit to Assets. It is defined as the 3-Year on Year Change in Gross Profit to Assets.'}
|
|
{'id': 60964, 'data_set_name': '可以使用:anl14_low_epsrep_fp5', 'description': '不可使用,仅供参考:The Lowest Estimation of Reported Earnings Per Share - upcoming 5 quarters'}
|
|
{'id': 373398, 'data_set_name': '可以使用:pca_industry_grouping_method1_2', 'description': '不可使用,仅供参考:Industry grouping using first method and 2 clusters for top 3000 equities.'}
|
|
{'id': 136795, 'data_set_name': '可以使用:fnd17_alldelay1_nlow', 'description': '不可使用,仅供参考:Price - 12 month low'}
|
|
{'id': 140800, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_bs_capital_stock', 'description': '不可使用,仅供参考:Capital Stock: When a company issues shares with par value for cash, a part of the proceeds are recorded as capital stock'}
|
|
{'id': 62001, 'data_set_name': '可以使用:quarterly_cash_flow_per_share_nonannualized', 'description': '不可使用,仅供参考:Cash flow per share for the quarter, not annualized.'}
|
|
{'id': 60789, 'data_set_name': '可以使用:anl14_high_ebit_fy5', 'description': '不可使用,仅供参考:The Highest Estimation of Earnings Before Interest & Taxes - upcoming 5 years'}
|
|
{'id': 140139, 'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_yoychgroepct', 'description': '不可使用,仅供参考:Yearly Change in ROE - Percentage Method. It is defined as the yearly percentage change in the ratio of trailing-twelve-month earnings before extraordinary items divided by current total book equity.'}
|
|
{'id': 138949, 'data_set_name': '可以使用:long_term_tax_payable_2', 'description': '不可使用,仅供参考:Long-term tax liabilities due beyond one year.'}
|
|
{'id': 62376, 'data_set_name': '可以使用:anl45_bias_weighted_ret', 'description': '不可使用,仅供参考:Non-Functional'}
|
|
{'id': 60802, 'data_set_name': '可以使用:anl14_high_eps_fp3', 'description': '不可使用,仅供参考:The Highest estimation of Earnings Per Share - upcoming 3 quarters'}
|
|
{'id': 60910, 'data_set_name': '可以使用:anl14_low_capex_fy4', 'description': '不可使用,仅供参考:The Lowest Estimation of Capital Expenditures - upcoming 4 years'}
|
|
{'id': 61023, 'data_set_name': '可以使用:anl14_low_revenue_fp5', 'description': '不可使用,仅供参考:The lowest estimation of revenue - upcoming 5 quarters'}
|
|
{'id': 60890, 'data_set_name': '可以使用:anl14_high_roe_fy4', 'description': '不可使用,仅供参考:The Highest Estimation of Returns on Equity - upcoming 4 years'}
|
|
{'id': 373437, 'data_set_name': '可以使用:resampled_pca_factor_7', 'description': '不可使用,仅供参考:Seventh principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 136558, 'data_set_name': '可以使用:daily_volume_to_shares_outstanding', 'description': '不可使用,仅供参考:Average daily trading volume as a percentage of shares outstanding.'}
|
|
{'id': 373273, 'data_set_name': '可以使用:pv132_high_52week', 'description': '不可使用,仅供参考:52-Week High'}
|
|
{'id': 60845, 'data_set_name': '可以使用:anl14_high_ntprep_fp4', 'description': '不可使用,仅供参考:The Highest Estimation of Reported Net Profit - upcoming 4 quarters'}
|
|
{'id': 140850, 'data_set_name': '可以使用:fnd72_s_pit_or_cf_q_cf_cash_from_oper', 'description': '不可使用,仅供参考:Total amount of cash a company generates from its operation'}
|
|
{'id': 60841, 'data_set_name': '可以使用:anl14_high_ntp_fy5', 'description': '不可使用,仅供参考:The Highest Estimation of Net Profit - Upcoming 5 Years'}
|
|
{'id': 60776, 'data_set_name': '可以使用:anl14_high_div_fy2', 'description': '不可使用,仅供参考:The Highest Estimation of Dividend - Upcoming 2 Years'}
|
|
{'id': 373387, 'data_set_name': '可以使用:industry_grouping_level50_top2000', 'description': '不可使用,仅供参考:Industry classification group at level 50 for the top 2000 instruments.'}
|
|
{'id': 62054, 'data_set_name': '可以使用:quarterly_free_cash_flow_per_share', 'description': '不可使用,仅供参考:Free cash flow per share for the latest quarter.'}
|
|
{'id': 373587, 'data_set_name': '可以使用:pv37_low_global2h', 'description': '不可使用,仅供参考:Global Lowest Price 2H'}
|
|
{'id': 62124, 'data_set_name': '可以使用:quarterly_pe_ratio_high', 'description': '不可使用,仅供参考:Highest price-to-earnings ratio for the most recent quarter.'}
|
|
{'id': 140802, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_bs_common_stock', 'description': '不可使用,仅供参考:Common Stocks'}
|
|
{'id': 62227, 'data_set_name': '可以使用:ttm_return_on_equity_percent', 'description': '不可使用,仅供参考:Net income divided by average equity for trailing twelve months, as a percentage.'}
|
|
{'id': 140934, 'data_set_name': '可以使用:srp_average_score', 'description': '不可使用,仅供参考:Average score'}
|
|
{'id': 139348, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04401a', 'description': '不可使用,仅供参考:value of annual field: Long Term Borrowings'}
|
|
{'id': 139158, 'data_set_name': '可以使用:value_investment_assets_total', 'description': '不可使用,仅供参考:Total value of investment assets held.'}
|
|
{'id': 62035, 'data_set_name': '可以使用:quarterly_dividend_per_share_3', 'description': '不可使用,仅供参考:Dividend paid per share for the most recent quarter.'}
|
|
{'id': 60988, 'data_set_name': '可以使用:anl14_low_ntp_fy2', 'description': '不可使用,仅供参考:The Lowest Estimation of Net Profit - Upcoming 2 Years'}
|
|
{'id': 373377, 'data_set_name': '可以使用:industry_grouping_level10_top1500', 'description': '不可使用,仅供参考:Industry classification at level 10 for the top 1500 instruments.'}
|
|
{'id': 373438, 'data_set_name': '可以使用:resampled_pca_factor_8', 'description': '不可使用,仅供参考:Eighth principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 60834, 'data_set_name': '可以使用:anl14_high_ntp_fp3', 'description': '不可使用,仅供参考:The Highest Estimation of Net Profit - upcoming 3 quarters'}
|
|
{'id': 60969, 'data_set_name': '可以使用:anl14_low_epsrep_fy5', 'description': '不可使用,仅供参考:The Lowest Estimation of Reported Earnings Per Share - upcoming 5 years'}
|
|
{'id': 61009, 'data_set_name': '可以使用:anl14_low_ptp_fy1', 'description': '不可使用,仅供参考:The lowest estimation of pretax profit - upcoming year'}
|
|
{'id': 137401, 'data_set_name': '可以使用:total_assets_annual_2', 'description': '不可使用,仅供参考:Total assets reported for the most recent fiscal year.'}
|
|
{'id': 60535, 'data_set_name': '可以使用:anl11_cit_ttcrg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on CIT Hybrid Score with 100% being the best'}
|
|
{'id': 60819, 'data_set_name': '可以使用:anl14_high_epsrep_fy5', 'description': '不可使用,仅供参考:The highest estimation of reported earnings per share - upcoming 5 years'}
|
|
{'id': 62085, 'data_set_name': '可以使用:quarterly_long_term_debt_to_assets_2', 'description': '不可使用,仅供参考:Long-term debt divided by total assets for the quarter.'}
|
|
{'id': 137347, 'data_set_name': '可以使用:quarterly_cash_per_share_amt', 'description': '不可使用,仅供参考:Cash and short-term investments per share for the most recent quarter.'}
|
|
{'id': 60538, 'data_set_name': '可以使用:anl11_citposcorreg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on CIT Max Correlation Score with 1 being the highest rank'}
|
|
{'id': 140547, 'data_set_name': '可以使用:fnd72_pit_or_cf_a_cf_cash_from_fnc_act', 'description': '不可使用,仅供参考:Cash from Financing Activities'}
|
|
{'id': 373537, 'data_set_name': '可以使用:top2000_factor3_group10_score', 'description': '不可使用,仅供参考:Third factor score for top 2000 securities, grouped into 10 clusters.'}
|
|
{'id': 60745, 'data_set_name': '可以使用:anl14_high_bvps_fp4', 'description': '不可使用,仅供参考:The highest estimation of book value per share - upcoming 4 quarters'}
|
|
{'id': 62081, 'data_set_name': '可以使用:quarterly_long_term_debt_per_share', 'description': '不可使用,仅供参考:Long-term debt divided by shares outstanding for the quarter.'}
|
|
{'id': 139358, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04760a', 'description': '不可使用,仅供参考:value of annual field: Increase in Investments'}
|
|
{'id': 139336, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04049a', 'description': '不可使用,仅供参考:value of annual field: Depreciation and Depletion'}
|
|
{'id': 137433, 'data_set_name': '可以使用:accounts_receivable_current_assets', 'description': '不可使用,仅供参考:Accounts receivable included in current assets for the annual period.'}
|
|
{'id': 137352, 'data_set_name': '可以使用:quarterly_debt_to_equity_ratio_2', 'description': '不可使用,仅供参考:Ratio of total debt to total equity for the most recent quarter.'}
|
|
{'id': 60955, 'data_set_name': '可以使用:anl14_low_eps_fy1', 'description': '不可使用,仅供参考:The lowest estimation of earnings per share - upcoming year'}
|
|
{'id': 373356, 'data_set_name': '可以使用:pv173_zscoresmt5yzspreadchg60d', 'description': '不可使用,仅供参考:It is defined as the 60-day change of 5-year mid z-spreadIn the bond z-spread curve.'}
|
|
{'id': 60996, 'data_set_name': '可以使用:anl14_low_ntprep_fp5', 'description': '不可使用,仅供参考:The Lowest Estimation of Reported Net Profit - upcoming 5 quarters'}
|
|
{'id': 373365, 'data_set_name': '可以使用:pv173_zscoresreltermspreadtransfema120d', 'description': '不可使用,仅供参考:It is defined as the 120-day exponential average of transformed relative term spread.'}
|
|
{'id': 138916, 'data_set_name': '可以使用:investment_securities_financial_assets', 'description': '不可使用,仅供参考:Sale of assets to be leased out under operating lease contracts.'}
|
|
{'id': 136706, 'data_set_name': '可以使用:fnd17_alldelay1_arevstrt', 'description': '不可使用,仅供参考:Reinvestment Rate - most recent fiscal year'}
|
|
{'id': 60993, 'data_set_name': '可以使用:anl14_low_ntprep_fp2', 'description': '不可使用,仅供参考:The Lowest Estimation of Reported Net Profit - upcoming 2 quarters'}
|
|
{'id': 60794, 'data_set_name': '可以使用:anl14_high_ebitda_fp5', 'description': '不可使用,仅供参考:The Highest Estimation of Earnings Before Interest, Taxes, Depreciation & Amortization - upcoming 5 quarters'}
|
|
{'id': 138905, 'data_set_name': '可以使用:interest_income_nonperforming_2', 'description': '不可使用,仅供参考:Interest income from nonperforming assets.'}
|
|
{'id': 137537, 'data_set_name': '可以使用:finance_lease_debt_total', 'description': '不可使用,仅供参考:Total finance lease debt outstanding.'}
|
|
{'id': 139127, 'data_set_name': '可以使用:total_assets_annual_atot', 'description': '不可使用,仅供参考:Total assets reported for the annual period.'}
|
|
{'id': 137446, 'data_set_name': '可以使用:accrued_interest_long_term', 'description': '不可使用,仅供参考:Interest accrued on long-term obligations.'}
|
|
{'id': 373410, 'data_set_name': '可以使用:pca_industry_grouping_method3_5', 'description': '不可使用,仅供参考:Industry grouping using third method and 5 clusters for top 3000 equities.'}
|
|
{'id': 62138, 'data_set_name': '可以使用:quarterly_quick_ratio_2', 'description': '不可使用,仅供参考:Quick ratio for the most recent quarter.'}
|
|
{'id': 140753, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_1_bs_sh_cap_and_apic', 'description': '不可使用,仅供参考:Share Capital & APIC'}
|
|
{'id': 139338, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04051a', 'description': '不可使用,仅供参考:value of annual field: Depreciation, Depletion & Amortization'}
|
|
{'id': 373434, 'data_set_name': '可以使用:resampled_pca_factor_4', 'description': '不可使用,仅供参考:Fourth principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 373658, 'data_set_name': '可以使用:pv72_pv_score_float', 'description': '不可使用,仅供参考:pv_score'}
|
|
{'id': 373585, 'data_set_name': '可以使用:pv37_low_global1h', 'description': '不可使用,仅供参考:Global Lowest Price 1H'}
|
|
{'id': 138936, 'data_set_name': '可以使用:long_term_liabilities_total_2', 'description': '不可使用,仅供参考:Total long-term liabilities as of the reporting date.'}
|
|
{'id': 61974, 'data_set_name': '可以使用:price_to_cash_flow_per_share_quarterly', 'description': '不可使用,仅供参考:Ratio of share price to cash flow per share for the most recent quarter.'}
|
|
{'id': 138983, 'data_set_name': '可以使用:other_interest_liabilities_2', 'description': '不可使用,仅供参考:represents changes in inventories during the period. An increase in inventories has a negative impact on cash flow from operating activities, and vice versa.'}
|
|
{'id': 61002, 'data_set_name': '可以使用:anl14_low_opp_fp1', 'description': '不可使用,仅供参考:The Lowest estimation of Operating Profit - upcoming quarter'}
|
|
{'id': 140816, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_bs_other_asset_def_chng_other', 'description': '不可使用,仅供参考:Other Assets/Def Change'}
|
|
{'id': 373572, 'data_set_name': '可以使用:pv37_high_global2', 'description': '不可使用,仅供参考:Global Highest Price 2'}
|
|
{'id': 60966, 'data_set_name': '可以使用:anl14_low_epsrep_fy2', 'description': '不可使用,仅供参考:The Lowest Estimation of Reported Earnings Per Share - upcoming 2 years'}
|
|
{'id': 60850, 'data_set_name': '可以使用:anl14_high_ntprep_fy4', 'description': '不可使用,仅供参考:The highest estimation of Reported Net Profit - upcoming 4 years'}
|
|
{'id': 60717, 'data_set_name': '可以使用:social_totalcorr_industry_percentile', 'description': '不可使用,仅供参考:Percentile ranking within industry peer group for social score weighted by total correlation to financial returns.'}
|
|
{'id': 138926, 'data_set_name': '可以使用:long_term_contract_liabilities', 'description': '不可使用,仅供参考:Long-term contract liabilities reported for the annual period.'}
|
|
{'id': 136546, 'data_set_name': '可以使用:annual_total_shareholder_equity', 'description': '不可使用,仅供参考:Total shareholder equity for the most recent fiscal year.'}
|
|
{'id': 140924, 'data_set_name': '可以使用:fnd86_earnings_score', 'description': '不可使用,仅供参考:Earnings score'}
|
|
{'id': 60768, 'data_set_name': '可以使用:anl14_high_cfps_fy3', 'description': '不可使用,仅供参考:The Highest Estimation of Cash Flow Per Share - Upcoming 3 Years'}
|
|
{'id': 139077, 'data_set_name': '可以使用:short_term_investment_cash_flow', 'description': '不可使用,仅供参考:Other Investing Cash Flow Items, Total represents all items reported within the investing activities in the cash flow statement, other than capital expenditures.'}
|
|
{'id': 136830, 'data_set_name': '可以使用:fnd17_alldelay1_qcurratio', 'description': '不可使用,仅供参考:Current ratio - most recent quarter'}
|
|
{'id': 140172, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_slope4qeps5y', 'description': '不可使用,仅供参考:Slope of 5-Year TTM EPS Trend Line. It is defined as the slope coefficient between monthly dates and the corresponding trailing 12-month earnings per share before extra items in the prior 20 quarters.'}
|
|
{'id': 61026, 'data_set_name': '可以使用:anl14_low_revenue_fy3', 'description': '不可使用,仅供参考:The Lowest Estimation of Revenue - upcoming 3 years'}
|
|
{'id': 60752, 'data_set_name': '可以使用:anl14_high_capex_fp1', 'description': '不可使用,仅供参考:The highest estimation of capital expenditures - upcoming quarter'}
|
|
{'id': 60972, 'data_set_name': '可以使用:anl14_low_nav_fy3', 'description': '不可使用,仅供参考:The Lowest Estimation of Net Asset Value - upcoming 3 years'}
|
|
{'id': 60809, 'data_set_name': '可以使用:anl14_high_eps_fy5', 'description': '不可使用,仅供参考:The highest estimation of earnings per share - upcoming 5 years'}
|
|
{'id': 373390, 'data_set_name': '可以使用:industry_grouping_level5_top2000', 'description': '不可使用,仅供参考:Industry classification group at level 5 for the top 2000 instruments.'}
|
|
{'id': 373331, 'data_set_name': '可以使用:pv173_rawratiosmt5yzspreadchgstd20d', 'description': '不可使用,仅供参考:It is defined as the 20-day standard deviation of changeIn 5-year mid z-spreadIn the bond z-spread curve.'}
|
|
{'id': 140153, 'data_set_name': '可以使用:fnd31_ohlsonscore', 'description': "不可使用,仅供参考:Ohlson Bankruptcy Score. It is a model assessing a company's probability of bankruptcy by considering firm size, capital structure, financial performance, and liquidity. It is derived from Ohlson (1980)."}
|
|
{'id': 138915, 'data_set_name': '可以使用:investment_income_cash_flow', 'description': '不可使用,仅供参考:Cash used for discontinued operations classified as Other Investing Cash Flow'}
|
|
{'id': 373309, 'data_set_name': '可以使用:pv173_ranksmt5yzspreadzscore60d', 'description': '不可使用,仅供参考:It is defined as the 60-day z-score of 5-year mid z-spreadIn the bond z-spread curve.'}
|
|
{'id': 373430, 'data_set_name': '可以使用:resampled_pca_factor_13', 'description': '不可使用,仅供参考:Thirteenth principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 60848, 'data_set_name': '可以使用:anl14_high_ntprep_fy2', 'description': '不可使用,仅供参考:The highest estimation of reported net profit - upcoming 2 years'}
|
|
{'id': 61031, 'data_set_name': '可以使用:anl14_low_roa_fy3', 'description': '不可使用,仅供参考:The lowest estimation of returns on assets - upcoming 3 years'}
|
|
{'id': 140079, 'data_set_name': '可以使用:fnd28_wcannuala_value_08651', 'description': '不可使用,仅供参考:value of field: Reinvestment Rate - per Share'}
|
|
{'id': 140438, 'data_set_name': '可以使用:fnd72_pit_or_bs_a_bs_mkt_sec_other_st_invest', 'description': '不可使用,仅供参考:Marketable Securities & Other ST Investments'}
|
|
{'id': 136808, 'data_set_name': '可以使用:fnd17_alldelay1_pr5dayprc', 'description': '不可使用,仅供参考:Price - 5 Day % Change'}
|
|
{'id': 60704, 'data_set_name': '可以使用:social_poscorr_industry_position', 'description': '不可使用,仅供参考:Company’s position within industry peer group for social score weighted by positive correlation to financial returns.'}
|
|
{'id': 137334, 'data_set_name': '可以使用:pricing_currency_code_ras3', 'description': '不可使用,仅供参考:Currency code for price reporting in this module.'}
|
|
{'id': 373413, 'data_set_name': '可以使用:pca_industry_grouping_method4_2', 'description': '不可使用,仅供参考:Industry grouping using fourth method and 2 clusters for top 3000 equities.'}
|
|
{'id': 137337, 'data_set_name': '可以使用:pricing_currency_code_ras6', 'description': '不可使用,仅供参考:Currency code for price reporting in this module.'}
|
|
{'id': 61019, 'data_set_name': '可以使用:anl14_low_revenue_fp1', 'description': '不可使用,仅供参考:The lowest estimation of revenue - upcoming quarter'}
|
|
{'id': 139151, 'data_set_name': '可以使用:valuation_investment_assets_total', 'description': '不可使用,仅供参考:Total valuation allowance for investment assets.'}
|
|
{'id': 373376, 'data_set_name': '可以使用:pv173_zscorestwist6m1yavg120dema120d', 'description': '不可使用,仅供参考:It is defined as the 120-day exponential average of average factor loading of the third principal component for the 6-month and 1-year z-spread'}
|
|
{'id': 62186, 'data_set_name': '可以使用:quarterly_total_assets_change_percent', 'description': '不可使用,仅供参考:Percent change in total assets compared to the same quarter last year.'}
|
|
{'id': 140157, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_apgghcy1', 'description': '不可使用,仅供参考:1-Year Change in Gross Profit to Assets. It is defined as the Year on Year Change in Gross Profit to Assets.'}
|
|
{'id': 137547, 'data_set_name': '可以使用:financing_proceeds_share_sale', 'description': '不可使用,仅供参考:If the sale, issuance or repurchase of common and preferred stock is not separately delineated, then the total is classified as Issuance (Retirement) of Stock, Net.'}
|
|
{'id': 137459, 'data_set_name': '可以使用:amortization_of_acquired_assets', 'description': '不可使用,仅供参考:Amortization expense related to acquired assets during the period.'}
|
|
{'id': 60836, 'data_set_name': '可以使用:anl14_high_ntp_fp5', 'description': '不可使用,仅供参考:The highest estimation of Net Profit - upcoming 5 quarters'}
|
|
{'id': 140590, 'data_set_name': '可以使用:fnd72_pit_or_cf_q_cf_form_of_statement', 'description': '不可使用,仅供参考:No longer supported'}
|
|
{'id': 373646, 'data_set_name': '可以使用:pv72_ibesptg2_score_float', 'description': '不可使用,仅供参考:pv_score'}
|
|
{'id': 373367, 'data_set_name': '可以使用:pv173_zscoresshift60dchg60d', 'description': '不可使用,仅供参考:It is defined as the 60-day change of ShiftIn Bond Z-spread Curve.'}
|
|
{'id': 60774, 'data_set_name': '可以使用:anl14_high_div_fp5', 'description': '不可使用,仅供参考:The Highest estimation of Dividend - upcoming 5 quarters'}
|
|
{'id': 137281, 'data_set_name': '可以使用:fnd17_ttmpehigh', 'description': '不可使用,仅供参考:P/E excluding extraordinary items high, trailing 12 months'}
|
|
{'id': 373388, 'data_set_name': '可以使用:industry_grouping_level50_top3000_2', 'description': '不可使用,仅供参考:Industry classification group at level 50 for the top 3000 instruments.'}
|
|
{'id': 61022, 'data_set_name': '可以使用:anl14_low_revenue_fp4', 'description': '不可使用,仅供参考:The Lowest Estimation of Revenue - upcoming 4 quarters'}
|
|
{'id': 138901, 'data_set_name': '可以使用:intangible_software_assets', 'description': '不可使用,仅供参考:Intangible software assets reported in interim financials.'}
|
|
{'id': 62060, 'data_set_name': '可以使用:quarterly_free_cash_flow_per_share_non_annualized_2', 'description': '不可使用,仅供参考:Free cash flow per share for the most recent quarter, not annualized.'}
|
|
{'id': 61024, 'data_set_name': '可以使用:anl14_low_revenue_fy1', 'description': '不可使用,仅供参考:The Lowest Estimation of Revenue - upcoming year'}
|
|
{'id': 140819, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_bs_other_cur_liab', 'description': '不可使用,仅供参考:Includes customer deposits, short-term deferred income tax liabilities, refunds due customers, and other current liabilities'}
|
|
{'id': 136438, 'data_set_name': '可以使用:matched_share_award_value', 'description': '不可使用,仅供参考:Value of shares awarded plus matched percentage for a given plan.'}
|
|
{'id': 60925, 'data_set_name': '可以使用:anl14_low_div_fy1', 'description': '不可使用,仅供参考:The lowest estimation of dividend - upcoming year'}
|
|
{'id': 137393, 'data_set_name': '可以使用:revenue_per_share_quarterly', 'description': '不可使用,仅供参考:Revenue per share for the most recent quarter, annualized.'}
|
|
{'id': 136455, 'data_set_name': '可以使用:total_other_listed_boards_count_2', 'description': '不可使用,仅供参考:Total number of other listed boards served on by directors (alternate).'}
|
|
{'id': 60589, 'data_set_name': '可以使用:anl11_emp1reg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on the first EMP score with 1 as highest'}
|
|
{'id': 62169, 'data_set_name': '可以使用:quarterly_revenue_per_share_3', 'description': '不可使用,仅供参考:Total revenue divided by average shares for the quarter.'}
|
|
{'id': 62157, 'data_set_name': '可以使用:quarterly_return_on_average_equity', 'description': '不可使用,仅供参考:Annualized net income divided by average equity for the quarter.'}
|
|
{'id': 136549, 'data_set_name': '可以使用:book_value_per_share_quarterly', 'description': '不可使用,仅供参考:Book value per share for the most recent quarter.'}
|
|
{'id': 136436, 'data_set_name': '可以使用:matched_share_award_quantity', 'description': '不可使用,仅供参考:Number of shares awarded plus matched percentage in a plan.'}
|
|
{'id': 139055, 'data_set_name': '可以使用:short_term_bank_advances_investments', 'description': '不可使用,仅供参考:Short-term bank advances and investments.'}
|
|
{'id': 60714, 'data_set_name': '可以使用:social_score_subsector_percentile', 'description': '不可使用,仅供参考:Percentile ranking within subsector peer group for social score.'}
|
|
{'id': 373358, 'data_set_name': '可以使用:pv173_zscoresmt5yzspreadchgstd20d', 'description': '不可使用,仅供参考:It is defined as the 20-day standard deviation of changeIn 5-year mid z-spreadIn the bond z-spread curve.'}
|
|
{'id': 138643, 'data_set_name': '可以使用:fnd23_intfvmalld1_dare', 'description': '不可使用,仅供参考:Research and development costs expensed directly in the income statement.'}
|
|
{'id': 60843, 'data_set_name': '可以使用:anl14_high_ntprep_fp2', 'description': '不可使用,仅供参考:The Highest Estimation of Reported Net Profit - Upcoming 2 Quarters'}
|
|
{'id': 373339, 'data_set_name': '可以使用:pv173_rawratiosreltermspreadtransfema120dsbst', 'description': '不可使用,仅供参考:It is defined as the 120-day exponential average of transformed relative term spread'}
|
|
{'id': 137513, 'data_set_name': '可以使用:dividends_noncontrolling_interest', 'description': '不可使用,仅供参考:Dividends paid to noncontrolling interest holders during the period.'}
|
|
{'id': 140697, 'data_set_name': '可以使用:fnd72_pit_or_is_q_is_expense_stock_based_comp', 'description': '不可使用,仅供参考:The expense for stock-based compensation'}
|
|
{'id': 139054, 'data_set_name': '可以使用:short_term_bank_acceptances_issued', 'description': '不可使用,仅供参考:Short-term bank acceptances issued during the period.'}
|
|
{'id': 60932, 'data_set_name': '可以使用:anl14_low_ebit_fp3', 'description': '不可使用,仅供参考:The Lowest Estimation of Earnings Before Interest & Taxes - Upcoming 3 Quarters'}
|
|
{'id': 60806, 'data_set_name': '可以使用:anl14_high_eps_fy2', 'description': '不可使用,仅供参考:The Highest Estimation of Earnings Per Share - upcoming 2 years'}
|
|
{'id': 373648, 'data_set_name': '可以使用:pv72_ibesptg_score', 'description': '不可使用,仅供参考:pv_score'}
|
|
{'id': 60607, 'data_set_name': '可以使用:anl11_empposcorreg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on EMP Max Correlation Score with 100% being the best'}
|
|
{'id': 140744, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_1_bs_mkt_sec_other_st_invest', 'description': '不可使用,仅供参考:Marketable Securities & Other ST Investments'}
|
|
{'id': 60947, 'data_set_name': '可以使用:anl14_low_ebitda_fy3', 'description': '不可使用,仅供参考:The Lowest Estimation of Earnings Before Interest, Taxes, Depreciation & Amortization - upcoming 3 years'}
|
|
{'id': 139092, 'data_set_name': '可以使用:short_term_non_current_cash', 'description': '不可使用,仅供参考:Short-term cash classified as non-current.'}
|
|
{'id': 373590, 'data_set_name': '可以使用:pv37_low_global4h', 'description': '不可使用,仅供参考:Global Lowest Price 4H'}
|
|
{'id': 62141, 'data_set_name': '可以使用:quarterly_quick_ratio_prior', 'description': '不可使用,仅供参考:Quick ratio for the same quarter last year.'}
|
|
{'id': 136999, 'data_set_name': '可以使用:fnd17_arev', 'description': '不可使用,仅供参考:Revenue - most recent fiscal year'}
|
|
{'id': 62195, 'data_set_name': '可以使用:quarterly_total_debt_to_assets_ratio', 'description': '不可使用,仅供参考:Total debt divided by total assets for the most recent quarter.'}
|
|
{'id': 137332, 'data_set_name': '可以使用:pricing_currency_code_ras1', 'description': '不可使用,仅供参考:Currency code for price reporting in this module.'}
|
|
{'id': 140711, 'data_set_name': '可以使用:fnd72_pit_or_is_q_is_other_adj_comp_inc', 'description': '不可使用,仅供参考:Other Adjustments - Other Comprehensive Income'}
|
|
{'id': 140076, 'data_set_name': '可以使用:fnd28_wcannuala_value_08311', 'description': '不可使用,仅供参考:value of field: Cash Flow/Sales'}
|
|
{'id': 373660, 'data_set_name': '可以使用:pv96_dvd_declared_dt', 'description': '不可使用,仅供参考:The date which a company announces a dividend distribution'}
|
|
{'id': 139121, 'data_set_name': '可以使用:stock_dividends_payable_recorded', 'description': '不可使用,仅供参考:Stock dividends declared but not yet paid.'}
|
|
{'id': 140170, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_psdwf', 'description': '不可使用,仅供参考:Leading 12 Month Sales Yield. It is defined as the FY1 estimate of Sales value per share divided by its trading price.'}
|
|
{'id': 140138, 'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_yoychgroeart', 'description': '不可使用,仅供参考:Yearly Change in ROE - Arithmetic Difference. It is defined as the yearly arithmetic change in the ratio of trailing-twelve-month earnings before extraordinary items divided by current total book equity.'}
|
|
{'id': 140162, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_mpg', 'description': '不可使用,仅供参考:TTM Gross Profit Margin. It is defined as the TTM (Sales-COGS)/Sales.'}
|
|
{'id': 138950, 'data_set_name': '可以使用:long_term_tax_payable_4', 'description': '不可使用,仅供参考:Long-term tax payable reported in interim financials.'}
|
|
{'id': 62118, 'data_set_name': '可以使用:quarterly_non_annualized_revenue_per_share', 'description': '不可使用,仅供参考:Revenue per share for the quarter, not annualized.'}
|
|
{'id': 373403, 'data_set_name': '可以使用:pca_industry_grouping_method2_2', 'description': '不可使用,仅供参考:Industry grouping using second method and 2 clusters for top 3000 equities.'}
|
|
{'id': 60985, 'data_set_name': '可以使用:anl14_low_ntp_fp4', 'description': '不可使用,仅供参考:The lowest estimation of net profit - upcoming 4 quarters'}
|
|
{'id': 140190, 'data_set_name': '可以使用:fnd44_fscore', 'description': '不可使用,仅供参考:A model intent on predicting accounting misstatements. The results of the model show the accounting metrics most indicative of misconduct. These accounting metrics can be classified into six broad categories: accruals, financial performance, market-related, nonfinancial, off balance sheet, and market incentives. Note that there are three F-score models. The F-Score is estimated over a longer period than the M-Score. But it shows challenging outof-sample performance in the US marke'}
|
|
{'id': 373374, 'data_set_name': '可以使用:pv173_zscorestilt6m1yavg60dlast', 'description': '不可使用,仅供参考:It is defined as the average factor loading of the second principal component for the 6-month and 1-year z-spread'}
|
|
{'id': 138998, 'data_set_name': '可以使用:other_operating_liabilities_balance', 'description': '不可使用,仅供参考:other liabilities'}
|
|
{'id': 139066, 'data_set_name': '可以使用:short_term_creditors', 'description': '不可使用,仅供参考:Amount of short-term creditors at the reporting date.'}
|
|
{'id': 137399, 'data_set_name': '可以使用:tangible_book_value_per_share_quarterly', 'description': '不可使用,仅供参考:Tangible book value per share for the most recent quarter.'}
|
|
{'id': 373325, 'data_set_name': '可以使用:pv173_rawratioseqbddivrgbdrtn120d', 'description': '不可使用,仅供参考:It is defined as the difference of market equity return and estimated equity return based on 120-day linear regression of equity return on aggregated bond return and MSCI ACWIIndex return.'}
|
|
{'id': 136569, 'data_set_name': '可以使用:fifty_day_average_price', 'description': '不可使用,仅供参考:The average closing price over the last 50 trading days.'}
|
|
{'id': 62022, 'data_set_name': '可以使用:quarterly_current_ratio_2', 'description': '不可使用,仅供参考:Current assets divided by current liabilities for the most recent quarter.'}
|
|
{'id': 139094, 'data_set_name': '可以使用:short_term_noncurrent_investments', 'description': '不可使用,仅供参考:Short-term portion of noncurrent investments.'}
|
|
{'id': 137455, 'data_set_name': '可以使用:allowance_for_doubtful_accounts', 'description': '不可使用,仅供参考:[Quarterly] Advertising Expense, Supplemental'}
|
|
{'id': 136449, 'data_set_name': '可以使用:share_award_value_2', 'description': '不可使用,仅供参考:Value of shares awarded to the director during the period (alternate).'}
|
|
{'id': 138929, 'data_set_name': '可以使用:long_term_current_liabilities_4', 'description': '不可使用,仅供参考:Long-term current liabilities reported in interim financials.'}
|
|
{'id': 60751, 'data_set_name': '可以使用:anl14_high_bvps_fy5', 'description': '不可使用,仅供参考:The Highest Estimation of Book Value Per Share - upcoming 5 years'}
|
|
{'id': 373642, 'data_set_name': '可以使用:pv72_ibeseps_score', 'description': '不可使用,仅供参考:pv_score'}
|
|
{'id': 62392, 'data_set_name': '可以使用:anl45_net_market_exposure', 'description': '不可使用,仅供参考:Difference in fractional total value between long and short ideas'}
|
|
{'id': 140858, 'data_set_name': '可以使用:fnd72_s_pit_or_cf_q_cf_form_of_statement', 'description': '不可使用,仅供参考:No longer supported'}
|
|
{'id': 136547, 'data_set_name': '可以使用:annual_total_shareholders_equity', 'description': "不可使用,仅供参考:Total shareholders' equity for the most recent fiscal year."}
|
|
{'id': 62387, 'data_set_name': '可以使用:anl45_index_ret_per', 'description': '不可使用,仅供参考:Return % had the investment been made in an index'}
|
|
{'id': 139343, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04251a', 'description': '不可使用,仅供参考:value of annual field: Net Proceeds from Sale/Issuance of Common & Preferred'}
|
|
{'id': 137471, 'data_set_name': '可以使用:annual_short_term_notes_current', 'description': '不可使用,仅供参考:Annual short-term notes currently outstanding.'}
|
|
{'id': 373332, 'data_set_name': '可以使用:pv173_rawratiosmt5yzspreadchgstd20dsbst', 'description': '不可使用,仅供参考:It is defined as the 20-day standard deviation of changeIn 5-year mid z-spreadIn the bond z-spread curve'}
|
|
{'id': 140166, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_pbwt', 'description': '不可使用,仅供参考:Time Weighted Book Yield. It is defined as the time-weighted average of book value per share estimates in fiscal year 1 and fiscal year 2 divided by close price.'}
|
|
{'id': 136843, 'data_set_name': '可以使用:fnd17_alldelay1_qpayratio', 'description': '不可使用,仅供参考:Payout ratio - most recent quarter'}
|
|
{'id': 139162, 'data_set_name': '可以使用:voting_common_shares_outstanding', 'description': '不可使用,仅供参考:Number of voting common shares currently outstanding.'}
|
|
{'id': 60749, 'data_set_name': '可以使用:anl14_high_bvps_fy3', 'description': '不可使用,仅供参考:The highest estimation of Book Value Per Share - upcoming 3 years'}
|
|
{'id': 137151, 'data_set_name': '可以使用:fnd17_qpelow', 'description': '不可使用,仅供参考:P/E excluding extraordinary items low, most recent quarter'}
|
|
{'id': 137365, 'data_set_name': '可以使用:quarterly_revenue_per_share_nonannualized_2', 'description': '不可使用,仅供参考:Revenue per share for the most recent quarter (not annualized).'}
|
|
{'id': 140735, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_1_bs_amt_of_tsy_stock', 'description': '不可使用,仅供参考:Amount of Treasury Shares'}
|
|
{'id': 60747, 'data_set_name': '可以使用:anl14_high_bvps_fy1', 'description': '不可使用,仅供参考:The highest estimation of Book Value Per Share - upcoming year'}
|
|
{'id': 60597, 'data_set_name': '可以使用:anl11_emp3reg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on the third EMP score with 1 as highest'}
|
|
{'id': 139083, 'data_set_name': '可以使用:short_term_loans_advances_quarterly', 'description': '不可使用,仅供参考:Short-term loans and advances provided by the company for the quarter.'}
|
|
{'id': 136702, 'data_set_name': '可以使用:fnd17_alldelay1_arev', 'description': '不可使用,仅供参考:Revenue - most recent fiscal year'}
|
|
{'id': 60974, 'data_set_name': '可以使用:anl14_low_ndebt_fp2', 'description': '不可使用,仅供参考:The Lowest Estimation of Net Debt - Upcoming 2 Quarters'}
|
|
{'id': 138889, 'data_set_name': '可以使用:goat_accumulated_other_comprehensive_income', 'description': '不可使用,仅供参考:Accumulated other comprehensive income for GOAT at the reporting date.'}
|
|
{'id': 137376, 'data_set_name': '可以使用:rep_to_pricing_fx_rate_emi1', 'description': '不可使用,仅供参考:Exchange rate used to convert reporting currency to pricing currency for this module.'}
|
|
{'id': 136543, 'data_set_name': '可以使用:annual_total_assets_value', 'description': '不可使用,仅供参考:Total assets for the most recent fiscal year.'}
|
|
{'id': 60773, 'data_set_name': '可以使用:anl14_high_div_fp4', 'description': '不可使用,仅供参考:The highest estimation of dividend - upcoming 4 quarters'}
|
|
{'id': 140600, 'data_set_name': '可以使用:fnd72_pit_or_cf_q_cf_other_inv_act', 'description': '不可使用,仅供参考:Other Investing Activities'}
|
|
{'id': 60979, 'data_set_name': '可以使用:anl14_low_ndebt_fy3', 'description': '不可使用,仅供参考:The lowest estimation of net debt - upcoming 3 years'}
|
|
{'id': 140868, 'data_set_name': '可以使用:fnd72_s_pit_or_cf_q_cf_other_non_cash_adjust', 'description': '不可使用,仅供参考:Other Non-Cash Adjustments'}
|
|
{'id': 60761, 'data_set_name': '可以使用:anl14_high_capex_fy5', 'description': '不可使用,仅供参考:The Highest Estimation of Capital Expenditures - upcoming 5 years'}
|
|
{'id': 139095, 'data_set_name': '可以使用:short_term_notes_current_2', 'description': '不可使用,仅供参考:Short-term notes currently outstanding.'}
|
|
{'id': 60619, 'data_set_name': '可以使用:anl11_ereg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on E Score with 100% being the best'}
|
|
{'id': 60606, 'data_set_name': '可以使用:anl11_emp_ttcrg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on EMP Hybrid Score with 1 being the highest rank'}
|
|
{'id': 373539, 'data_set_name': '可以使用:top2000_factor3_group2_score', 'description': '不可使用,仅供参考:Third factor score for top 2000 securities, grouped into 2 clusters.'}
|
|
{'id': 62185, 'data_set_name': '可以使用:quarterly_total_assets', 'description': '不可使用,仅供参考:Sum of all assets reported for the most recent quarter.'}
|
|
{'id': 139152, 'data_set_name': '可以使用:valuation_market_adjustment_amount', 'description': '不可使用,仅供参考:Amount of market adjustment made to valuation.'}
|
|
{'id': 373368, 'data_set_name': '可以使用:pv173_zscoresshift60dlast', 'description': '不可使用,仅供参考:It is defined as the average factor loading of the first principal component for the z-spread between 6 months and 40 years'}
|
|
{'id': 373534, 'data_set_name': '可以使用:top2000_factor2_group2_score', 'description': '不可使用,仅供参考:Second factor score for top 2000 securities, grouped into 2 clusters.'}
|
|
{'id': 137348, 'data_set_name': '可以使用:quarterly_cash_per_share_value', 'description': '不可使用,仅供参考:Cash and short-term investments per share for the most recent quarter.'}
|
|
{'id': 140509, 'data_set_name': '可以使用:fnd72_pit_or_bs_q_bs_other_cur_asset_less_prepay', 'description': '不可使用,仅供参考:Other assets which are not accounts and notes receivable, inventory, derivative assets, deferred tax assets, prepaid expenses, assets held for sale, income taxes receivable, and assets of discontinued operations'}
|
|
{'id': 138988, 'data_set_name': '可以使用:other_long_term_obligations_7', 'description': '不可使用,仅供参考:includes diverse cash flows that are reported outside of the operating, investing and financing sections of the cash flow statement.'}
|
|
{'id': 60855, 'data_set_name': '可以使用:anl14_high_opp_fy3', 'description': '不可使用,仅供参考:The highest estimation of operating profit - upcoming 3 years'}
|
|
{'id': 373428, 'data_set_name': '可以使用:resampled_pca_factor_11', 'description': '不可使用,仅供参考:Eleventh principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 373194, 'data_set_name': '可以使用:returns', 'description': '不可使用,仅供参考:Daily returns'}
|
|
{'id': 139098, 'data_set_name': '可以使用:short_term_notes_issued_net', 'description': '不可使用,仅供参考:Net amount of short-term notes issued during the period.'}
|
|
{'id': 373364, 'data_set_name': '可以使用:pv173_zscoresmt5yzspreadzscore60dsbst', 'description': '不可使用,仅供参考:It is defined as the 60-day z-score of 5-year mid z-spreadIn the bond z-spread curve'}
|
|
{'id': 140160, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_earningstorpedo', 'description': '不可使用,仅供参考:Earnings Torpedo. It is defined as Next 4 Quarter EPS Estimate + TTM Real Earnings Surprise/TTM EPS where, TTM Earnings Surprise = Actual EPS - Est EPS, summed over the last 4 quarters.'}
|
|
{'id': 62155, 'data_set_name': '可以使用:quarterly_return_on_assets_percent_2', 'description': '不可使用,仅供参考:Annualized net income divided by average assets for the quarter, as a percentage.'}
|
|
{'id': 140197, 'data_set_name': '可以使用:fnd44_score', 'description': "不可使用,仅供参考:Based on the various accounting models, we develop an overall score indicative of a company's accounting quality. This is an equally weighted score."}
|
|
{'id': 138978, 'data_set_name': '可以使用:other_borrowings_total', 'description': '不可使用,仅供参考:Total other borrowings reported for the annual period.'}
|
|
{'id': 139058, 'data_set_name': '可以使用:short_term_bank_investment_total', 'description': '不可使用,仅供参考:Total short-term bank investments at period end.'}
|
|
{'id': 373573, 'data_set_name': '可以使用:pv37_high_global2h', 'description': '不可使用,仅供参考:Global Highest Price 2H'}
|
|
{'id': 373220, 'data_set_name': '可以使用:customer_revenue_share_percent', 'description': '不可使用,仅供参考:Percentage of company revenue attributed to a specific customer.'}
|
|
{'id': 137150, 'data_set_name': '可以使用:fnd17_qpehigh', 'description': '不可使用,仅供参考:P/E excluding extraordinary items high, most recent quarter'}
|
|
{'id': 373400, 'data_set_name': '可以使用:pca_industry_grouping_method1_5', 'description': '不可使用,仅供参考:Industry grouping using first method and 5 clusters for top 3000 equities.'}
|
|
{'id': 60823, 'data_set_name': '可以使用:anl14_high_ndebt_fp1', 'description': '不可使用,仅供参考:The Highest Estimation of Net Debt - upcoming quarter'}
|
|
{'id': 140446, 'data_set_name': '可以使用:fnd72_pit_or_bs_a_bs_other_cur_liab', 'description': '不可使用,仅供参考:Includes customer deposits, short-term deferred income tax liabilities, refunds due customers, and other current liabilities'}
|
|
{'id': 373412, 'data_set_name': '可以使用:pca_industry_grouping_method4_10', 'description': '不可使用,仅供参考:Industry grouping using fourth method and 10 clusters for top 3000 equities.'}
|
|
{'id': 60828, 'data_set_name': '可以使用:anl14_high_ndebt_fy2', 'description': '不可使用,仅供参考:The highest estimation of Net Debt - upcoming 2 years'}
|
|
{'id': 62125, 'data_set_name': '可以使用:quarterly_pe_ratio_high_2', 'description': '不可使用,仅供参考:Highest price-to-earnings ratio for the quarter.'}
|
|
{'id': 139100, 'data_set_name': '可以使用:short_term_other_current_assets_2', 'description': '不可使用,仅供参考:Short-term other current assets reported in interim financials.'}
|
|
{'id': 60967, 'data_set_name': '可以使用:anl14_low_epsrep_fy3', 'description': '不可使用,仅供参考:The lowest estimation of Reported Earnings Per Share - upcoming 3 years'}
|
|
{'id': 60956, 'data_set_name': '可以使用:anl14_low_eps_fy2', 'description': '不可使用,仅供参考:The lowest estimation of earnings per share - upcoming 2 years'}
|
|
{'id': 60771, 'data_set_name': '可以使用:anl14_high_div_fp2', 'description': '不可使用,仅供参考:The highest estimation of dividend - upcoming 2 quarters'}
|
|
{'id': 138948, 'data_set_name': '可以使用:long_term_secured_debt', 'description': '不可使用,仅供参考:Long-term secured debt outstanding at period end.'}
|
|
{'id': 373401, 'data_set_name': '可以使用:pca_industry_grouping_method1_50', 'description': '不可使用,仅供参考:Industry grouping using first method and 50 clusters for top 3000 equities.'}
|
|
{'id': 62082, 'data_set_name': '可以使用:quarterly_long_term_debt_per_share_2', 'description': '不可使用,仅供参考:Long-term debt per share for the most recent quarter.'}
|
|
{'id': 373652, 'data_set_name': '可以使用:pv72_ibesrec2_score_float', 'description': '不可使用,仅供参考:pv_score'}
|
|
{'id': 60827, 'data_set_name': '可以使用:anl14_high_ndebt_fy1', 'description': '不可使用,仅供参考:The Highest Estimation of Net Debt - upcoming year'}
|
|
{'id': 139078, 'data_set_name': '可以使用:short_term_investment_cashflow', 'description': '不可使用,仅供参考:Cash flow from short-term investment activities.'}
|
|
{'id': 62189, 'data_set_name': '可以使用:quarterly_total_assets_db', 'description': '不可使用,仅供参考:Total assets for the most recent quarter (alternate source).'}
|
|
{'id': 139370, 'data_set_name': '可以使用:fnd28_cfsourceusea_value_04840a', 'description': '不可使用,仅供参考:value of annual field: Effect of Exchange Rate on Cash'}
|
|
{'id': 373584, 'data_set_name': '可以使用:pv37_low_global', 'description': '不可使用,仅供参考:Global Lowest Price'}
|
|
{'id': 137369, 'data_set_name': '可以使用:quarterly_total_assets_3', 'description': '不可使用,仅供参考:Total assets reported for the most recent quarter.'}
|
|
{'id': 61975, 'data_set_name': '可以使用:quarter_total_assets', 'description': '不可使用,仅供参考:Total assets reported for the most recent quarter.'}
|
|
{'id': 60990, 'data_set_name': '可以使用:anl14_low_ntp_fy4', 'description': '不可使用,仅供参考:The lowest estimation of net profit - upcoming 4 years'}
|
|
{'id': 373649, 'data_set_name': '可以使用:pv72_ibesptg_score_float', 'description': '不可使用,仅供参考:pv_score'}
|
|
{'id': 62126, 'data_set_name': '可以使用:quarterly_pe_ratio_low', 'description': '不可使用,仅供参考:Lowest price-to-earnings ratio for the most recent quarter.'}
|
|
{'id': 140176, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_y5speq4vc', 'description': '不可使用,仅供参考:Stability of 5-yr TTM Earnings per Share. It is defined as the standard deviation of the last 20-Month trailing 12-month earnings per share (EPS) divided by the mean of these EPSs.'}
|
|
{'id': 62123, 'data_set_name': '可以使用:quarterly_payout_ratio_2', 'description': '不可使用,仅供参考:Percentage of earnings paid as dividends for the quarter.'}
|
|
{'id': 60866, 'data_set_name': '可以使用:anl14_high_ptprep_fy3', 'description': '不可使用,仅供参考:The Highest Estimation of Reported Pretax Profit - upcoming 3 years'}
|
|
{'id': 60982, 'data_set_name': '可以使用:anl14_low_ntp_fp1', 'description': '不可使用,仅供参考:The lowest estimation of net profit - upcoming quarter'}
|
|
{'id': 373643, 'data_set_name': '可以使用:pv72_ibeseps_score_float', 'description': '不可使用,仅供参考:pv_score'}
|
|
{'id': 60896, 'data_set_name': '可以使用:anl14_low_bvps_fp5', 'description': '不可使用,仅供参考:The lowest estimation of Book Value Per Share - upcoming 5 quarters'}
|
|
{'id': 140891, 'data_set_name': '可以使用:fnd72_s_pit_or_is_q_is_eqy_earn_from_invest_assoc', 'description': '不可使用,仅供参考:Earnings from investments in associated companies, joint ventures, unconsolidated subsidiaries that are valued according to the equity method'}
|
|
{'id': 373433, 'data_set_name': '可以使用:resampled_pca_factor_3', 'description': '不可使用,仅供参考:Third principal component factor derived from robust resampling of returns for top 2000 securities.'}
|
|
{'id': 373407, 'data_set_name': '可以使用:pca_industry_grouping_method3_10', 'description': '不可使用,仅供参考:Industry grouping using third method and 10 clusters for top 3000 equities.'}
|
|
{'id': 140939, 'data_set_name': '可以使用:srp_relative_valuation_score', 'description': '不可使用,仅供参考:Relative valuation score'}
|
|
{'id': 373575, 'data_set_name': '可以使用:pv37_high_global3h', 'description': '不可使用,仅供参考:Global Highest Price 3H'}
|
|
{'id': 60527, 'data_set_name': '可以使用:anl11_cit3reg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on CIT3 1 being the highest rank'}
|
|
{'id': 140188, 'data_set_name': '可以使用:fnd44_cashflow_accruals', 'description': '不可使用,仅供参考:Cash Flow Accruals'}
|
|
{'id': 373349, 'data_set_name': '可以使用:pv173_rawratiostwist6m1yavg120dema120d', 'description': '不可使用,仅供参考:It is defined as the 120-day exponential average of average factor loading of the third principal component for the 6-month and 1-year z-spread'}
|
|
{'id': 60880, 'data_set_name': '可以使用:anl14_high_roa_fy2', 'description': '不可使用,仅供参考:The Highest Estimation of Returns on Assets - upcoming 2 years'}
|
|
{'id': 60913, 'data_set_name': '可以使用:anl14_low_cfps_fp2', 'description': '不可使用,仅供参考:The lowest estimation of Cash Flow Per Share - upcoming 2 quarters'}
|
|
{'id': 62480, 'data_set_name': '可以使用:anl69_best_pe_ratio', 'description': '不可使用,仅供参考:P/E Ratio'}
|
|
{'id': 136456, 'data_set_name': '可以使用:total_remuneration_period', 'description': '不可使用,仅供参考:Total remuneration awarded to the director for the period.'}
|
|
{'id': 61021, 'data_set_name': '可以使用:anl14_low_revenue_fp3', 'description': '不可使用,仅供参考:The lowest estimation of revenue - upcoming 3 quarters'}
|
|
{'id': 137340, 'data_set_name': '可以使用:pricing_currency_code_rasv2ff', 'description': '不可使用,仅供参考:Currency code for price reporting in this module.'}
|
|
{'id': 139072, 'data_set_name': '可以使用:short_term_deposits', 'description': '不可使用,仅供参考:depreciation.'}
|
|
{'id': 139120, 'data_set_name': '可以使用:statement_of_cash_flows_2', 'description': '不可使用,仅供参考:Statement of cash flows for the period.'}
|
|
{'id': 62000, 'data_set_name': '可以使用:quarterly_cash_flow_per_share_non_annualized_alt', 'description': '不可使用,仅供参考:Alternate calculation of cash flow per share for the quarter, not annualized.'}
|
|
{'id': 139093, 'data_set_name': '可以使用:short_term_non_current_investments', 'description': '不可使用,仅供参考:Short-term investments that are classified as non-current.'}
|
|
{'id': 60975, 'data_set_name': '可以使用:anl14_low_ndebt_fp3', 'description': '不可使用,仅供参考:The Lowest Estimation of Net Debt - Upcoming 3 Quarters'}
|
|
{'id': 60812, 'data_set_name': '可以使用:anl14_high_epsrep_fp3', 'description': '不可使用,仅供参考:The Highest Estimation of Reported Earnings Per Share - upcoming 3 quarters'}
|
|
{'id': 140749, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_1_bs_other_st_liab', 'description': '不可使用,仅供参考:Other ST Liabilities'}
|
|
{'id': 138890, 'data_set_name': '可以使用:goat_interest_income_nonperforming', 'description': '不可使用,仅供参考:Interest income from nonperforming assets for GOAT.'}
|
|
{'id': 61997, 'data_set_name': '可以使用:quarterly_cash_flow_per_share_alt', 'description': '不可使用,仅供参考:Alternative calculation of cash flow per share for the quarter.'}
|
|
{'id': 140127, 'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_pbwt', 'description': '不可使用,仅供参考:Time Weighted Book Yield. It is defined as the time-weighted average of book value per share estimates in fiscal year 1 and fiscal year 2 divided by close price.'}
|
|
{'id': 60931, 'data_set_name': '可以使用:anl14_low_ebit_fp2', 'description': '不可使用,仅供参考:The Lowest estimation of Earnings Before Interest & Taxes - upcoming 2 quarters'}
|
|
{'id': 136705, 'data_set_name': '可以使用:fnd17_alldelay1_arevps', 'description': '不可使用,仅供参考:Revenue/share - most recent fiscal year'}
|
|
{'id': 137411, 'data_set_name': '可以使用:ttm_total_assets_value', 'description': '不可使用,仅供参考:Total assets for the trailing twelve months.'}
|
|
{'id': 60643, 'data_set_name': '可以使用:anl11_g2reg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on G2 100% being the best'}
|
|
{'id': 60536, 'data_set_name': '可以使用:anl11_cit_ttcrg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on CIT Hybrid Score with 1 being the highest rank'}
|
|
{'id': 60926, 'data_set_name': '可以使用:anl14_low_div_fy2', 'description': '不可使用,仅供参考:The Lowest Estimation of Dividend - Upcoming 2 Years'}
|
|
{'id': 373189, 'data_set_name': '可以使用:industry', 'description': '不可使用,仅供参考:Industry grouping'}
|
|
{'id': 136381, 'data_set_name': '可以使用:current_other_board_total', 'description': '不可使用,仅供参考:Number of other boards the director currently serves on.'}
|
|
{'id': 62213, 'data_set_name': '可以使用:quarterly_working_capital_per_share_to_price_db', 'description': '不可使用,仅供参考:Working capital per share divided by price for the quarter (alternate source).'}
|
|
{'id': 60897, 'data_set_name': '可以使用:anl14_low_bvps_fy1', 'description': '不可使用,仅供参考:The Lowest Estimation of Book Value Per Share - Upcoming Year'}
|
|
{'id': 61973, 'data_set_name': '可以使用:lowest_pe_ratio_quarterly', 'description': '不可使用,仅供参考:Lowest price-to-earnings ratio for the most recent quarter.'}
|
|
{'id': 137442, 'data_set_name': '可以使用:accrued_assets_total', 'description': '不可使用,仅供参考:Total accrued assets as of the reporting date.'}
|
|
{'id': 61005, 'data_set_name': '可以使用:anl14_low_opp_fy3', 'description': '不可使用,仅供参考:The Lowest Estimation of Operating Profit - Upcoming 3 Years'}
|
|
{'id': 136437, 'data_set_name': '可以使用:matched_share_award_quantity_ltip', 'description': '不可使用,仅供参考:Number of shares awarded plus matched percentage in a plan for LTIP compensation.'}
|
|
{'id': 138882, 'data_set_name': '可以使用:free_firm_cash_flow', 'description': '不可使用,仅供参考:other financing cash flow'}
|
|
{'id': 373609, 'data_set_name': '可以使用:pv37_volume_15', 'description': '不可使用,仅供参考:Trading volume'}
|
|
{'id': 137098, 'data_set_name': '可以使用:fnd17_nlow', 'description': '不可使用,仅供参考:Price - 12 month low'}
|
|
{'id': 139099, 'data_set_name': '可以使用:short_term_notes_payable', 'description': '不可使用,仅供参考:Short-term notes payable outstanding at period end.'}
|
|
{'id': 373522, 'data_set_name': '可以使用:top1500_pca_factor2_grouping20', 'description': '不可使用,仅供参考:Second principal component grouping for top 1500 securities with 20 clusters.'}
|
|
{'id': 60917, 'data_set_name': '可以使用:anl14_low_cfps_fy2', 'description': '不可使用,仅供参考:The Lowest Estimation of Cash Flow Per Share - upcoming 2 years'}
|
|
{'id': 136806, 'data_set_name': '可以使用:fnd17_alldelay1_pr1dayprc', 'description': '不可使用,仅供参考:Price - 1 Day % Change'}
|
|
{'id': 60999, 'data_set_name': '可以使用:anl14_low_ntprep_fy3', 'description': '不可使用,仅供参考:The lowest estimation of reported net profit - upcoming 3 years'}
|
|
{'id': 137107, 'data_set_name': '可以使用:fnd17_pelow', 'description': '不可使用,仅供参考:P/E excluding extraordinary items, Low'}
|
|
{'id': 62091, 'data_set_name': '可以使用:quarterly_long_term_debt_to_equity_prior_year', 'description': '不可使用,仅供参考:Long-term debt divided by shareholder equity for the same quarter last year.'}
|
|
{'id': 140177, 'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_monthly_yoychgroeart', 'description': '不可使用,仅供参考:Yearly Change in ROE - Arithmetic Difference. It is defined as the yearly arithmetic change in the ratio of trailing-twelve-month earnings before extraordinary items divided by current total book equity.'}
|
|
{'id': 62405, 'data_set_name': '可以使用:anl45_rel_index_ret_per', 'description': '不可使用,仅供参考:Difference in return % between making investment in idea and comparative index'}
|
|
{'id': 60522, 'data_set_name': '可以使用:anl11_cit2reg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on CIT2 100% being the best'}
|
|
{'id': 138904, 'data_set_name': '可以使用:interest_income_cashflow', 'description': '不可使用,仅供参考:Cash flow from interest income activities.'}
|
|
{'id': 61016, 'data_set_name': '可以使用:anl14_low_ptprep_fy3', 'description': '不可使用,仅供参考:The lowest estimation of reported pretax profit - upcoming 3 years'}
|
|
{'id': 139075, 'data_set_name': '可以使用:short_term_interest_expense_other_2', 'description': '不可使用,仅供参考:Other short-term interest expenses.'}
|
|
{'id': 136691, 'data_set_name': '可以使用:fnd17_alldelay1_apayratio2', 'description': '不可使用,仅供参考:Payout ratio - most recent fiscal year -1'}
|
|
{'id': 60586, 'data_set_name': '可以使用:anl11_e_ttcrg_industryperc', 'description': '不可使用,仅供参考:Industry Percentile on E Hybrid Score with 100% being the best'}
|
|
{'id': 140631, 'data_set_name': '可以使用:fnd72_pit_or_is_a_is_expected_return_pension', 'description': '不可使用,仅供参考:The component of net pension expense that pertains to the expected return on pension plan assets'}
|
|
{'id': 373608, 'data_set_name': '可以使用:pv37_volume_14', 'description': '不可使用,仅供参考:14-Day Trading Volume'}
|
|
{'id': 61967, 'data_set_name': '可以使用:debt_to_equity_ratio_quarterly_prior_year', 'description': '不可使用,仅供参考:Ratio of total debt to total equity for the same quarter one year ago.'}
|
|
{'id': 140848, 'data_set_name': '可以使用:fnd72_s_pit_or_cf_q_cf_cash_from_fnc_act', 'description': '不可使用,仅供参考:Cash from Financing Activities'}
|
|
{'id': 140569, 'data_set_name': '可以使用:fnd72_pit_or_cf_a_cf_other_inv_act', 'description': '不可使用,仅供参考:Other Investing Activities'}
|
|
{'id': 136998, 'data_set_name': '可以使用:fnd17_arecvbl', 'description': '不可使用,仅供参考:Receivables - most recent fiscal year'}
|
|
{'id': 60790, 'data_set_name': '可以使用:anl14_high_ebitda_fp1', 'description': '不可使用,仅供参考:The highest estimation of earnings before interest, taxes, depreciation & amortization - upcoming quarter'}
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{'id': 140798, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_bs_amt_of_tsy_stock', 'description': '不可使用,仅供参考:Amount of Treasury Shares'}
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{'id': 136383, 'data_set_name': '可以使用:director_attrition_ratio_2', 'description': '不可使用,仅供参考:Proportion of directors who have left a role in the preceding period (alternate).'}
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{'id': 139101, 'data_set_name': '可以使用:short_term_other_operating_expenses', 'description': '不可使用,仅供参考:Short-term other operating expenses reported in interim financials.'}
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{'id': 60891, 'data_set_name': '可以使用:anl14_high_roe_fy5', 'description': '不可使用,仅供参考:The Highest estimation of Returns on Equity - upcoming 5 years'}
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{'id': 60942, 'data_set_name': '可以使用:anl14_low_ebitda_fp3', 'description': '不可使用,仅供参考:The Lowest Estimation of Earnings Before Interest, Taxes, Depreciation & Amortization - upcoming 3 quarters'}
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========================= 数据字段结束 =======================================
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以上数据字段和操作符, 按照Description说明组合, 但是每一个 alpha 组合的使用的数据字段和操作符不要过于集中, 在符合语法的情况下, 多尝试不同的组合
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你再检查一下, 如果你使用了
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Operator abs does not support event inputs
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Operator ts_mean does not support event inputs
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Operator ts_scale does not support event inputs
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Operator add does not support event inputs
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Operator sign does not support event inputs
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Operator greater does not support event inputs
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Operator ts_av_diff does not support event inputs
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Operator ts_quantile does not support event inputs
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Operator ts_arg_min does not support event inputs
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Operator divide does not support event inputs
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Operator ts_corr does not support event inputs
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Operator ts_decay_linear does not support event inputs
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Operator ts_sum does not support event inputs
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Operator ts_delay does not support event inputs
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Operator ts_arg_max does not support event inputs
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Operator ts_std_dev does not support event inputs
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Operator ts_regression does not support event inputs
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Operator ts_backfill does not support event inputs
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Operator signed_power does not support event inputs
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Operator ts_product does not support event inputs
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Operator ts_zscore does not support event inputs
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Operator group_rank does not support event inputs
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Operator subtract does not support event inputs
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Operator ts_delta does not support event inputs
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Operator ts_rank does not support event inputs
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Operator ts_count_nans does not support event inputs
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Operator ts_covariance does not support event inputs
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Operator multiply does not support event inputs
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Operator if_else does not support event inputs
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Operator group_neutralize does not support event inputs
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Operator group_zscore does not support event inputs
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Operator winsorize does not support event inputs
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注意, 以上操作符不能使用事件类型的数据集, 以上操作符禁止使用事件类型的数据集!! |