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306 lines
25 KiB
306 lines
25 KiB
rank(divide(fnd28_growthratesa_value_08631a, max(fnd28_growthratesa_value_08635a, 0.001)))
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zscore(group_neutralize(abs(subtract(anl14_median_revenue_fy1, anl14_median_revenue_fy2)), "sw1"))
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normalize(multiply(quarterly_return_on_average_assets, fnd28_ratesq_value_08301q))
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rank(group_scale(sqrt(abs(fnd28_growthratesa_value_08601a)), "sw1"))
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zscore(divide(anl14_median_eps_fy1, max(anl14_median_eps_fy2, 0.001)))
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normalize(add(quarterly_debt_to_equity_ratio_2, fnd28_ratesq_value_08231q))
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rank(subtract(ts_mean(fnd28_growthratesa_value_08680a, 720), fnd28_growthratesa_value_08676a))
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zscore(multiply(sqrt(anl14_median_roa_fy1), quarterly_quick_ratio))
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group_neutralize(divide(fnd28_ratesq_value_08366q, max(fnd28_ratesq_value_08316q, 0.001)), "sw1")
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rank(ts_zscore(add(anl14_median_ebit_fy1, anl14_median_ebitda_fy1), 720))
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normalize(abs(subtract(quarterly_total_debt_to_equity_ratio, quarterly_long_term_debt_to_equity_ratio)))
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zscore(multiply(ts_rank(fnd28_growthratesa_value_08606a, 720), fnd17_qcurratio))
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rank(group_zscore(sqrt(abs(fnd28_growthratesa_value_08611a)), "sw1"))
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normalize(divide(anl14_median_cfps_fy1, max(anl14_median_cfps_fy2, 0.001)))
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zscore(add(ts_mean(quarterly_pe_ratio_low, 720), quarterly_price_to_sales_ratio))
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rank(subtract(anl14_median_ntp_fy1, anl14_median_ntprep_fy1))
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group_neutralize(multiply(sqrt(quarterly_current_ratio), fnd28_ratesq_value_08306q), "sw1")
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normalize(ts_zscore(divide(fnd28_growthratesa_value_08646a, max(fnd28_growthratesa_value_08650a, 0.001)), 720))
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zscore(abs(multiply(anl14_median_roe_fy1, return_on_average_assets_quarterly)))
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rank(add(group_rank(fnd28_ratesq_value_08401q, "sw1"), ts_rank(quarterly_reinvestment_rate, 720)))
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normalize(divide(ts_sum(fnd28_growthratesa_value_08621a, 720), max(ts_sum(fnd28_growthratesa_value_08625a, 720), 0.001)))
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zscore(subtract(anl14_median_bvps_fy1, anl14_median_bvps_fy2))
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group_neutralize(sqrt(abs(multiply(fnd28_ratesq_value_08326q, quarterly_interest_coverage))), "sw1")
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rank(ts_mean(divide(anl14_median_div_fy1, max(anl14_median_div_fy2, 0.001)), 720))
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normalize(multiply(ts_std_dev(fnd28_growthratesa_value_08616a, 720), fnd17_apayratio))
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zscore(add(quarterly_sga_to_revenue_ratio, fnd28_ratesq_value_08311q))
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rank(subtract(group_mean(fnd28_ratesq_value_08381q, 1, "sw1"), fnd28_ratesq_value_08381q))
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group_zscore(abs(divide(anl14_median_capex_fy1, max(anl14_median_capex_fy2, 0.001))), "sw1")
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normalize(ts_rank(multiply(quarterly_tax_rate_percent, fnd17_ttmtaxrate), 720))
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zscore(sqrt(add(anl14_median_ebitda_fy1, anl14_median_ebit_fy2)))
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rank(divide(ts_delta(fnd28_growthratesa_value_08636a, 30), max(ts_std_dev(fnd28_growthratesa_value_08636a, 720), 0.001)))
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group_neutralize(add(quarterly_pe_ratio_high, fnd28_ratesq_value_08321q), "sw1")
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normalize(abs(multiply(ts_corr(fnd28_growthratesa_value_08601a, fnd28_growthratesa_value_08606a, 720), quarterly_dividend_payout_ratio)))
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zscore(subtract(anl14_median_epsrep_fy1, anl14_median_epsrep_fy2))
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rank(sqrt(group_scale(divide(fnd28_ratesq_value_08287q, max(fnd28_ratesq_value_08241q, 0.001)), "sw1")))
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normalize(multiply(ts_decay_linear(fnd28_growthratesa_value_08640a, 720), quarterly_quick_ratio_2))
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zscore(add(ts_mean(quarterly_debt_to_assets_ratio, 720), fnd17_siratio1))
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rank(group_rank(subtract(anl14_median_nav_fy1, anl14_median_ndebt_fy1), "sw1"))
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group_zscore(abs(ts_av_diff(fnd28_ratesq_value_08301q, 720)), "sw1")
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normalize(divide(anl14_median_ptp_fy1, max(anl14_median_ptprep_fy1, 0.001)))
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zscore(multiply(ts_quantile(fnd28_growthratesa_value_08615a, 720), quarterly_effective_tax_rate))
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rank(add(ts_backfill(fnd28_ratesq_value_08251q, 720), fnd28_ratesq_value_08251q))
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group_neutralize(sqrt(ts_sum(anl14_median_opp_fy1, 720)), "sw1")
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normalize(abs(subtract(ts_max(fnd28_growthratesa_value_08626a, 720), ts_min(fnd28_growthratesa_value_08626a, 720))))
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zscore(divide(quarterly_return_on_average_equity, max(ttm_return_on_average_equity, 0.001)))
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rank(multiply(group_mean(quarterly_inventory_turnover_ratio, 1, "sw1"), fnd28_ratesq_value_08416q))
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group_zscore(ts_regression(fnd28_growthratesa_value_08676a, fnd28_growthratesa_value_08680a, 720), "sw1")
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normalize(add(sqrt(anl14_median_revenue_fp1), anl14_median_revenue_fp2))
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zscore(abs(ts_count_nans(fnd28_ratesq_value_08346q, 720)))
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rank(divide(group_max(fnd28_growthratesa_value_08604a, "sw1"), max(group_min(fnd28_growthratesa_value_08604a, "sw1"), 0.001)))
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ts_zscore(group_zscore(divide(ts_sum(fnd28_ratesq_value_08601q,504),ts_sum(fnd28_ratesq_value_08601q,756)),fnd28_ratesq_value_08601q),504)
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ts_rank(multiply(ts_mean(quarterly_total_debt_to_equity_ratio,252),subtract(1,ts_mean(anl14_median_eps_fp1,126))),504)
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ts_zscore(group_zscore(subtract(ts_mean(fnd28_ratesq_value_08326q,504),ts_mean(fnd28_ratesq_value_08301q,504)),fnd28_ratesq_value_08326q),252)
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ts_rank(divide(ts_sum(anl14_median_revenue_fp1,504),ts_sum(anl14_median_revenue_fp2,504)),504)
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ts_corr(subtract(fnd28_ratesq_value_08636q,fnd28_ratesq_value_08631q),subtract(fnd28_ratesq_value_08616q,fnd28_ratesq_value_08621q),252)
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ts_mean(group_zscore(divide(ts_sum(anl14_median_ebit_fp1,504),ts_sum(anl14_median_ebit_fp2,504)),anl14_median_ebit_fp1),252)
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ts_rank(subtract(ts_zscore(fnd28_ratesq_value_08311q,504),ts_zscore(fnd28_ratesq_value_08316q,504)),504)
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ts_zscore(group_zscore(divide(ts_mean(quarterly_pe_ratio_low,252),ts_mean(quarterly_pe_ratio_high,252)),quarterly_pe_ratio_low),252)
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ts_corr(fnd28_ratesq_value_08601q,subtract(fnd28_ratesq_value_08606q,fnd28_ratesq_value_08611q),252)
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ts_rank(multiply(ts_zscore(quarterly_current_ratio,504),subtract(1,ts_zscore(quarterly_quick_ratio,504))),504)
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ts_mean(group_zscore(subtract(ts_sum(anl14_median_ebitda_fp1,504),ts_sum(anl14_median_ebitda_fp2,504)),anl14_median_ebitda_fp1),252)
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ts_zscore(divide(ts_sum(anl14_median_capex_fp1,504),ts_sum(anl14_median_capex_fp2,504)),504)
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ts_rank(subtract(ts_mean(fnd28_ratesq_value_08371q,504),ts_mean(fnd28_ratesq_value_08381q,504)),504)
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ts_corr(anl14_median_eps_fp1,subtract(anl14_median_eps_fp2,anl14_median_eps_fp3),252)
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ts_mean(group_zscore(divide(ts_mean(fnd28_ratesq_value_08416q,252),ts_mean(fnd28_ratesq_value_08421q,252)),fnd28_ratesq_value_08416q),252)
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ts_zscore(subtract(ts_sum(fnd28_ratesq_value_08231q,504),ts_sum(fnd28_ratesq_value_08226q,504)),504)
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ts_rank(multiply(ts_zscore(quarterly_total_debt_to_assets_ratio,504),ts_zscore(quarterly_long_term_debt_to_assets_ratio,504)),504)
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ts_corr(fnd28_ratesq_value_08346q,subtract(fnd28_ratesq_value_08366q,fnd28_ratesq_value_08371q),252)
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ts_mean(group_zscore(divide(ts_sum(anl14_median_roe_fp1,504),ts_sum(anl14_median_roe_fp2,504)),anl14_median_roe_fp1),252)
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ts_zscore(subtract(ts_mean(fnd28_ratesq_value_08111q,504),ts_mean(fnd28_ratesq_value_08106q,504)),504)
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ts_rank(divide(ts_sum(anl14_median_ntp_fp1,504),ts_sum(anl14_median_ntp_fp2,504)),504)
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ts_corr(fnd28_ratesq_value_08676q,subtract(fnd28_ratesq_value_08601q,fnd28_ratesq_value_08606q),252)
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ts_mean(group_zscore(subtract(ts_sum(fnd28_ratesq_value_08301q,504),ts_sum(fnd28_ratesq_value_08306q,504)),fnd28_ratesq_value_08301q),252)
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ts_zscore(divide(ts_mean(anl14_median_div_fp1,252),ts_mean(anl14_median_div_fp2,252)),504)
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ts_rank(multiply(ts_zscore(quarterly_payout_ratio,504),subtract(1,ts_zscore(quarterly_reinvestment_rate,504))),504)
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ts_corr(anl14_median_bvps_fp1,subtract(anl14_median_bvps_fp2,anl14_median_bvps_fp3),252)
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ts_mean(group_zscore(divide(ts_sum(anl14_median_roa_fy1,504),ts_sum(anl14_median_roa_fy2,504)),anl14_median_roa_fy1),252)
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ts_zscore(subtract(ts_sum(fnd28_ratesq_value_08266q,504),ts_sum(fnd28_ratesq_value_08287q,504)),504)
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ts_rank(divide(ts_mean(fnd28_ratesq_value_08401q,252),ts_mean(fnd28_ratesq_value_08396q,252)),504)
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ts_corr(fnd28_ratesq_value_08321q,subtract(fnd28_ratesq_value_08326q,fnd28_ratesq_value_08331q),252)
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ts_mean(group_zscore(subtract(ts_sum(anl14_median_cfps_fp1,504),ts_sum(anl14_median_cfps_fp2,504)),anl14_median_cfps_fp1),252)
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ts_zscore(divide(ts_sum(anl14_median_ptp_fp1,504),ts_sum(anl14_median_ptp_fp2,504)),504)
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ts_rank(multiply(ts_zscore(quarterly_sga_to_revenue_ratio,504),ts_zscore(quarterly_sga_to_sales_ratio,504)),504)
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ts_corr(fnd28_ratesq_value_08611q,subtract(fnd28_ratesq_value_08616q,fnd28_ratesq_value_08621q),252)
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ts_mean(group_zscore(divide(ts_mean(quarterly_debt_to_equity_ratio,252),ts_mean(quarterly_debt_to_equity_ratio_prior_year,252)),quarterly_debt_to_equity_ratio),252)
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ts_zscore(subtract(ts_mean(fnd28_ratesq_value_08381q,504),ts_mean(fnd28_ratesq_value_08386q,504)),504)
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ts_rank(divide(ts_sum(anl14_median_opp_fp1,504),ts_sum(anl14_median_opp_fy1,504)),504)
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ts_corr(fnd28_ratesq_value_08631q,subtract(fnd28_ratesq_value_08636q,fnd28_ratesq_value_08641q),252)
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ts_mean(group_zscore(subtract(ts_sum(fnd28_ratesq_value_08311q,504),ts_sum(fnd28_ratesq_value_08316q,504)),fnd28_ratesq_value_08311q),252)
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ts_zscore(divide(ts_mean(anl14_median_ndebt_fp1,252),ts_mean(anl14_median_ndebt_fp2,252)),504)
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ts_rank(multiply(ts_zscore(quarterly_interest_coverage,504),subtract(1,ts_zscore(quarterly_interest_coverage_db,504))),504)
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ts_corr(fnd28_ratesq_value_08606q,subtract(fnd28_ratesq_value_08611q,fnd28_ratesq_value_08616q),252)
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ts_mean(group_zscore(divide(ts_sum(anl14_median_epsrep_fp1,504),ts_sum(anl14_median_epsrep_fp2,504)),anl14_median_epsrep_fp1),252)
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ts_zscore(subtract(ts_sum(fnd28_ratesq_value_08251q,504),ts_sum(fnd28_ratesq_value_08261q,504)),504)
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ts_rank(divide(ts_mean(fnd28_ratesq_value_08396q,252),ts_mean(fnd28_ratesq_value_08401q,252)),504)
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ts_corr(fnd28_ratesq_value_08616q,subtract(fnd28_ratesq_value_08621q,fnd28_ratesq_value_08626q),252)
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ts_mean(group_zscore(subtract(ts_sum(anl14_median_ntprep_fp1,504),ts_sum(anl14_median_ntprep_fp2,504)),anl14_median_ntprep_fp1),252)
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ts_zscore(divide(ts_sum(anl14_median_ptprep_fy1,504),ts_sum(anl14_median_ptprep_fy2,504)),504)
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reverse(zscore(group_neutralize(ts_delta(fnd28_ishtspmnt_value_01084a, 12), industry)))
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rank(group_scale(subtract(fnd28_fsa1_value_03054a, ts_mean(fnd28_fsa1_value_03054a, 24)), industry))
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normalize(multiply(sqrt(abs(ts_delta(bonus_proportion_total_comp, 6))), sign(ts_corr(bonus_proportion_total_comp, quarterly_employee_turnover_rate, 18))))
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group_zscore(divide(ts_sum(fnd28_ishtspmnt_value_01084a, 12), ts_sum(annual_base_salary, 12)), industry_grouping_level2_top3000_2)
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winsorize(ts_zscore(subtract(ts_mean(fnd28_ishtspmnt_value_01084a, 6), ts_mean(bonus_proportion_total_comp, 6)), 12), 3)
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sign(ts_av_diff(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 18))
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ts_quantile(group_rank(abs(ts_delta(estimated_value_exercisable_options, 9)), industry), 12, "gaussian")
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if_else(ts_arg_max(fnd28_ishtspmnt_value_01084a, 12) < 3, reverse(zscore(ts_mean(bonus_proportion_total_comp, 6))), zscore(ts_mean(bonus_proportion_total_comp, 6)))
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ts_scale(add(ts_std_dev(fnd28_ishtspmnt_value_01084a, 12), ts_std_dev(annual_base_salary, 12)), 24)
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group_neutralize(ts_corr(fnd28_ishtspmnt_value_01084a, quarterly_reinvestment_rate_2, 18), pca_industry_grouping_method4_20)
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ts_decay_linear(multiply(ts_delta(fnd28_ishtspmnt_value_01084a, 6), sign(ts_delta(bonus_proportion_total_comp, 6))), 12)
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subtract(ts_sum(fnd28_ishtspmnt_value_01084a, 6), ts_sum(bonus_proportion_total_comp, 12))
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divide(ts_mean(fnd28_ishtspmnt_value_01084a, 12), ts_mean(annual_base_salary, 12))
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ts_backfill(abs(ts_delta(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 6)), 12)
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ts_count_nans(fnd28_ishtspmnt_value_01084a, 12)
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ts_covariance(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate, 18)
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ts_rank(abs(ts_delta(fnd28_ishtspmnt_value_01084a, 6)), 12)
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ts_arg_min(ts_mean(fnd28_ishtspmnt_value_01084a, 6), 12)
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ts_arg_max(ts_mean(bonus_proportion_total_comp, 6), 12)
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signed_power(ts_zscore(subtract(fnd28_ishtspmnt_value_01084a, bonus_proportion_total_comp), 12), 1.5)
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ts_product(sign(ts_delta(fnd28_ishtspmnt_value_01084a, 6)), 6)
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ts_delay(ts_mean(fnd28_ishtspmnt_value_01084a, 6), 3)
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multiply(ts_std_dev(fnd28_ishtspmnt_value_01084a, 12), ts_std_dev(quarterly_employee_turnover_rate, 12))
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add(ts_mean(fnd28_ishtspmnt_value_01084a, 6), ts_mean(quarterly_reinvestment_rate_2, 6))
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abs(ts_av_diff(divide(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate), 12))
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group_rank(ts_zscore(fnd28_ishtspmnt_value_01084a, 12), industry_grouping_level20_top3000_2)
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winsorize(subtract(fnd28_ishtspmnt_value_01084a, ts_mean(fnd28_ishtspmnt_value_01084a, 12)), 2)
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ts_regression(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate, 18, 0, 1)
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reverse(group_zscore(ts_mean(fnd28_ishtspmnt_value_01084a, 12), top1500_pca_factor2_grouping50))
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sign(ts_delta(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 12))
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ts_sum(sign(ts_delta(fnd28_ishtspmnt_value_01084a, 3)), 12)
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ts_corr(bonus_proportion_total_comp, quarterly_reinvestment_rate_2, 12)
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normalize(ts_mean(subtract(fnd28_ishtspmnt_value_01084a, bonus_proportion_total_comp), 12))
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ts_quantile(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 12, "uniform")
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ts_av_diff(multiply(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate), 18)
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group_neutralize(ts_rank(abs(ts_delta(bonus_proportion_total_comp, 6)), 12), resampled_pca_factor_7)
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ts_decay_linear(subtract(fnd28_ishtspmnt_value_01084a, ts_mean(fnd28_ishtspmnt_value_01084a, 12)), 18)
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multiply(ts_delta(fnd28_ishtspmnt_value_01084a, 6), ts_delta(quarterly_employee_turnover_rate, 6))
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ts_scale(abs(subtract(fnd28_ishtspmnt_value_01084a, bonus_proportion_total_comp)), 12)
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divide(ts_sum(fnd28_ishtspmnt_value_01084a, 12), ts_sum(quarterly_employee_turnover_rate, 12))
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ts_backfill(ts_zscore(bonus_proportion_total_comp, 12), 18)
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ts_count_nans(bonus_proportion_total_comp, 18)
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ts_covariance(bonus_proportion_total_comp, quarterly_reinvestment_rate_2, 12)
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ts_rank(ts_mean(fnd28_ishtspmnt_value_01084a, 6), 18)
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ts_arg_min(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 12)
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ts_arg_max(multiply(fnd28_ishtspmnt_value_01084a, quarterly_employee_turnover_rate), 18)
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signed_power(subtract(ts_mean(fnd28_ishtspmnt_value_01084a, 6), ts_mean(bonus_proportion_total_comp, 6)), 2)
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ts_product(ts_delta(fnd28_ishtspmnt_value_01084a, 3), 6)
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ts_delay(divide(fnd28_ishtspmnt_value_01084a, annual_base_salary), 6)
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add(ts_std_dev(bonus_proportion_total_comp, 12), ts_std_dev(quarterly_reinvestment_rate_2, 12))
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abs(ts_av_diff(fnd28_ishtspmnt_value_01084a, 18))
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group_rank(subtract(fnd28_ishtspmnt_value_01084a, bonus_proportion_total_comp), top2000_factor2_group50_score)
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winsorize(ts_zscore(fnd28_ishtspmnt_value_01084a, 18), 4)
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reverse(group_neutralize(ts_rank(subtract(divide(fnd28_fsa1_value_01706a, fnd28_statisticsa_value_07230a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 252), industry))
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reverse(group_neutralize(ts_rank(subtract(divide(ts_mean(fnd28_ishta_value_01101a, 63), ts_mean(fnd28_ishta_value_01250a, 63)), divide(ts_mean(fnd28_fsa1_value_03054a, 63), ts_mean(fnd28_fsa1_value_02051a, 63))), 252), industry))
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reverse(group_neutralize(ts_zscore(subtract(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 21), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 21)), 63), industry))
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reverse(group_neutralize(ts_rank(subtract(ts_delta(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 126), ts_delta(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 126)), 252), industry))
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reverse(group_neutralize(ts_corr(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 5), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 5), 252), industry))
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reverse(group_neutralize(ts_rank(ts_av_diff(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 252), 126), industry))
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reverse(group_neutralize(ts_sum(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), 21), industry))
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reverse(group_neutralize(ts_regression(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), ts_step(1), 252, 0, 1), industry))
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reverse(group_neutralize(ts_rank(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 21), 126), industry))
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reverse(group_neutralize(ts_zscore(ts_delta(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 63), industry))
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reverse(group_neutralize(ts_rank(subtract(ts_mean(divide(fnd28_fsa1_value_01706a, fnd28_statisticsa_value_07230a), 21), ts_mean(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 21)), 252), industry))
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reverse(group_neutralize(ts_av_diff(subtract(divide(ts_delay(fnd28_ishta_value_01101a, 10), ts_delay(fnd28_ishta_value_01250a, 10)), divide(ts_delay(fnd28_fsa1_value_03054a, 10), ts_delay(fnd28_fsa1_value_02051a, 10))), 252), industry))
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reverse(group_neutralize(ts_covariance(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), ts_step(1), 126), industry))
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reverse(group_neutralize(ts_rank(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 252), industry))
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reverse(group_neutralize(ts_zscore(ts_av_diff(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), 126), 63), industry))
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reverse(group_neutralize(ts_rank(ts_decay_linear(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 126), industry))
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reverse(group_neutralize(ts_corr(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 10), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 10), 252), industry))
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reverse(group_neutralize(ts_rank(subtract(ts_delta(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 21), ts_delta(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 21)), 252), industry))
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reverse(group_neutralize(ts_sum(ts_av_diff(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), 126), 21), industry))
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reverse(group_neutralize(ts_regression(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), ts_step(1), 126, 0, 1), industry))
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reverse(group_neutralize(ts_rank(ts_zscore(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 63), 252), industry))
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reverse(group_neutralize(ts_av_diff(subtract(ts_mean(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 42), ts_mean(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 42)), 252), industry))
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reverse(group_neutralize(ts_covariance(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 10), ts_delay(fnd28_statisticsa_value_07230a, 10)), divide(ts_delay(fnd28_fsa1_value_02001a, 10), ts_delay(fnd28_bsasseta_value_02051a, 10))), ts_step(1), 252), industry))
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reverse(group_neutralize(ts_rank(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 63), 252), industry))
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reverse(group_neutralize(ts_zscore(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 21), 63), industry))
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reverse(group_neutralize(ts_rank(ts_av_diff(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 126), 252), industry))
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reverse(group_neutralize(ts_corr(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 21), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 21), 252), industry))
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reverse(group_neutralize(ts_rank(subtract(ts_delta(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 42), ts_delta(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 42)), 252), industry))
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reverse(group_neutralize(ts_sum(ts_zscore(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), 63), 21), industry))
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reverse(group_neutralize(ts_regression(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), ts_step(1), 252, 0, 2), industry))
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reverse(group_neutralize(ts_rank(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 42), 126), industry))
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reverse(group_neutralize(ts_av_diff(subtract(ts_mean(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 21), ts_mean(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 21)), 252), industry))
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reverse(group_neutralize(ts_covariance(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 5), ts_delay(fnd28_statisticsa_value_07230a, 5)), divide(ts_delay(fnd28_fsa1_value_02001a, 5), ts_delay(fnd28_bsasseta_value_02051a, 5))), ts_step(1), 126), industry))
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reverse(group_neutralize(ts_rank(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 84), 252), industry))
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reverse(group_neutralize(ts_zscore(ts_av_diff(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 126), 63), industry))
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reverse(group_neutralize(ts_rank(ts_delta(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 21), 252), industry))
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reverse(group_neutralize(ts_corr(ts_decay_linear(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 10), ts_decay_linear(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 10), 252), industry))
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reverse(group_neutralize(ts_rank(subtract(ts_zscore(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 63), ts_zscore(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 63)), 252), industry))
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reverse(group_neutralize(ts_sum(ts_regression(subtract(divide(fnd28_fsa1_value_01706a, fnd28_statisticsa_value_07230a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), ts_step(1), 126, 0, 1), 21), industry))
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reverse(group_neutralize(ts_av_diff(subtract(divide(ts_delay(fnd28_ishta_value_01101a, 5), ts_delay(fnd28_ishta_value_01250a, 5)), divide(ts_delay(fnd28_fsa1_value_03054a, 5), ts_delay(fnd28_fsa1_value_02051a, 5))), 252), industry))
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reverse(group_neutralize(ts_rank(ts_covariance(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), ts_step(1), 126), 252), industry))
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reverse(group_neutralize(ts_zscore(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 63), industry))
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reverse(group_neutralize(ts_rank(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 63), 126), industry))
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reverse(group_neutralize(ts_av_diff(subtract(ts_mean(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 63), ts_mean(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 63)), 252), industry))
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reverse(group_neutralize(ts_corr(ts_delta(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), 42), ts_delta(divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a), 42), 252), industry))
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reverse(group_neutralize(ts_rank(subtract(ts_delta(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), 63), ts_delta(divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a), 63)), 252), industry))
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reverse(group_neutralize(ts_sum(ts_zscore(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 10), ts_delay(fnd28_statisticsa_value_07230a, 10)), divide(ts_delay(fnd28_fsa1_value_02001a, 10), ts_delay(fnd28_bsasseta_value_02051a, 10))), 63), 21), industry))
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reverse(group_neutralize(ts_regression(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), ts_step(1), 126, 0, 2), industry))
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reverse(group_neutralize(ts_rank(ts_av_diff(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 252), 252), industry))
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reverse(group_neutralize(ts_zscore(ts_delta(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 42), 63), industry))
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reverse(group_neutralize(ts_covariance(subtract(divide(ts_delay(fnd28_fsa1_value_01706a, 21), ts_delay(fnd28_statisticsa_value_07230a, 21)), divide(ts_delay(fnd28_fsa1_value_02001a, 21), ts_delay(fnd28_bsasseta_value_02051a, 21))), ts_step(1), 252), industry))
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reverse(group_neutralize(ts_rank(ts_sum(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 105), 252), industry))
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reverse(group_neutralize(ts_decay_linear(subtract(divide(fnd28_fsa1_value_01706a, fnd28_bsasseta_value_02098a), divide(fnd28_fsa1_value_02001a, fnd28_bsasseta_value_02051a)), 21), industry))
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reverse(group_neutralize(ts_rank(ts_zscore(subtract(divide(fnd28_ishta_value_01101a, fnd28_ishta_value_01250a), divide(fnd28_fsa1_value_03054a, fnd28_fsa1_value_02051a)), 126), 252), industry))
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