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518 lines
78 KiB
518 lines
78 KiB
分红可持续性溢价因子
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假设
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分红政策稳定且具备可持续性的公司，相较于分红波动剧烈或盲目高分红的公司，更能体现稳健的现金流管理能力与盈利质量，市场会给予长期估值溢价；而分红能力持续弱化、分红率与盈利水平严重不匹配的公司，可能隐藏现金流压力或盈利虚增风险，应规避或建立空头仓位。
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实施方案
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构建“分红可持续性评分体系”，核心维度包括：分红率与净利润增速的匹配度、经营活动现金流净额对分红金额的覆盖倍数、近三年分红率波动率、留存收益占比与分红比例的平衡关系。通过时序分析工具测算各维度过去2-3年的趋势变化，对各维度进行标准化打分后加权求和，得到综合可持续性评分。对评分处于行业前30%且趋势持续向好的公司建立多头仓位，对评分处于后30%或趋势快速恶化的公司建立空头仓位。
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阿尔法因子优化建议
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1. 按行业特性差异化设定评分权重，例如金融行业现金流稳定性高，可提高现金流覆盖倍数的权重，而成长型行业可侧重留存收益与分红的平衡关系，消除行业属性偏差。2. 引入盈利质量验证因子（如扣非净利润占比、应收账款周转率）作为调节项，当分红可持续性评分与盈利质量指标背离时，降低信号权重，规避盈利虚增支撑分红的伪信号。3. 结合宏观利率周期动态调整因子敏感度，利率上行周期中，市场对分红稳定性要求更高，可放大该因子权重；利率下行周期中，适当降低权重，兼容成长型公司的低分红策略。
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Dividend Sustainability Premium Factor
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Hypothesis
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Companies with stable and sustainable dividend policies, compared to those with volatile dividends or blindly high dividends, can better reflect robust cash flow management capabilities and profit quality, and the market will grant them a long-term valuation premium. Conversely, companies with continuously weakening dividend capacity and a serious mismatch between dividend rate and profitability may hide cash flow pressures or false profit growth risks, and short positions should be avoided or established.
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Implementation Plan
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Construct a "dividend sustainability scoring system" with core dimensions including: the matching degree between dividend rate and net profit growth rate, the coverage multiple of operating cash flow net to dividend amount, the volatility of dividend rate in the past three years, and the balance between retained earnings ratio and dividend ratio. Use time-series analysis tools to measure the trend changes of each dimension over the past 2-3 years, standardize and score each dimension, then weight and sum to obtain a comprehensive sustainability score. Establish long positions in companies whose scores are in the top 30% of the industry with a continuously improving trend, and establish short positions in companies whose scores are in the bottom 30% or whose trends are deteriorating rapidly.
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Alpha Factor Optimization Suggestions
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1. Differentiate scoring weights according to industry characteristics. For example, the financial industry has high cash flow stability, so the weight of cash flow coverage multiple can be increased, while growth-oriented industries can focus on the balance between retained earnings and dividends to eliminate industry attribute deviations. 2. Introduce profit quality verification factors (such as the proportion of non-recurring net profit, accounts receivable turnover rate) as adjustment items. When there is a divergence between the dividend sustainability score and profit quality indicators, reduce the signal weight to avoid false signals of dividends supported by false profit growth. 3. Dynamically adjust factor sensitivity in conjunction with the macro interest rate cycle. In the interest rate upward cycle, the market has higher requirements for dividend stability, so the weight of this factor can be amplified; in the interest rate downward cycle, the weight can be appropriately reduced to be compatible with the low-dividend strategy of growth-oriented companies.
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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 100 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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=================================================================
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ts_product ts_zscore ts_mean ts_scale add sign subtract ts_delta ts_rank greater ts_av_diff ts_quantile ts_count_nans ts_covariance
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ts_arg_min divide ts_corr multiply if_else ts_sum ts_delay group_zscore ts_arg_max ts_std_de ts_backfill
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以上这些操作符不能传入事件类型的数据集, 只能传入时间序列数据集, 不能传入事件数据,不能传入事件数据,不能传入事件数据
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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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{'data_set_name': '可以使用:oth567_trendrating_work_life_balance_448', 'description': '不可使用,仅供参考:rating of work-life balance (1 to 5'}
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{'data_set_name': '可以使用:mdl264_long_zone_juice_l2', 'description': '不可使用,仅供参考:The probability that the future trend of "The Seasonal Cycle at the End of the Current Long Zone Minus the Seasonal Cycle" will be neutral'}
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{'data_set_name': '可以使用:mdl177_2_industryrrelativevaluefactor_curindfcfp_', 'description': "不可使用,仅供参考:Industry Relative TTM Free Cash Flow-to-Price : It is defined as a stock's trailing 12-month free cash flow-to-price ratio (FCFP) less the average of the FCFPs of all stocks in the same industry deflated by the standard deviation of the FCFPs of all stocks in the same relative universe"}
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{'data_set_name': '可以使用:fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs', 'description': '不可使用,仅供参考:Net Income Available To Common Shareholders'}
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{'data_set_name': '可以使用:mdl77_2globaldevnorthamericasensitivityfactor_pi', 'description': '不可使用,仅供参考:Industrial Production Sensitivity: It is defined as the beta coefficient to Change in Industrial Production, which is estimated by a 60-month multiple regression of returns on several macroeconomic factors.'}
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{'data_set_name': '可以使用:rsk62_beta_factor_5_100_growth', 'description': '不可使用,仅供参考:eps growth'}
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{'data_set_name': '可以使用:top500_industry_grouping_method4_50', 'description': '不可使用,仅供参考:Industry grouping for top 500 securities using method 4 with 50 clusters.'}
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{'data_set_name': '可以使用:top_300_equity_513_grouping_50_clusters', 'description': '不可使用,仅供参考:Grouping of top 300 equities (513 variant) using 50 clusters.'}
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{'data_set_name': '可以使用:pv87_buy_notional_sum', 'description': '不可使用,仅供参考:No field description'}
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{'data_set_name': '可以使用:pv87_v2_expavg20_group_event_sentiment_score_earnings', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for group Earnings'}
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{'data_set_name': '可以使用:top1000_pca_factor4_grouping50', 'description': '不可使用,仅供参考:Fourth principal component grouping for top 1000 securities with 50 clusters.'}
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{'data_set_name': '可以使用:fnd6_txndbl', 'description': '不可使用,仅供参考:Net Deferred Tax Liability'}
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{'data_set_name': '可以使用:mdl177_earningmomentumfactor_rev6_alt', 'description': '不可使用,仅供参考:Averaged Last 6-M EPS Revisions for FY1'}
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{'data_set_name': '可以使用:rsk59_short_interest', 'description': '不可使用,仅供参考:Real-time short interest expressed in number of shares'}
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{'data_set_name': '可以使用:industrial_pca_factor3_grouping20', 'description': '不可使用,仅供参考:Third principal component grouping for industrial sector with 20 clusters.'}
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{'data_set_name': '可以使用:parkinson_volatility_180', 'description': "不可使用,仅供参考:Parkinson model's historical volatility over 180 days"}
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{'data_set_name': '可以使用:pv87_neg_earnings_matrix_event_sentiment_score_mean', 'description': '不可使用,仅供参考:Mean of Event Sentiment Score for type Negearnings'}
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{'data_set_name': '可以使用:oth699_usertype_24', 'description': '不可使用,仅供参考:the user subscription level on TipRanks – Basic / Premium or Ultimate. Note that a single user can have different plans at different times based on when their subscription expires or is renewed.'}
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{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_simple28d_ew_sent_z_tsrank', 'description': '不可使用,仅供参考:28-day Simple average of End-of-day time series rank of Sentiment'}
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{'data_set_name': '可以使用:opt40_call_volatility_365days', 'description': '不可使用,仅供参考:Volatility for call options with 365 days to expiration.'}
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{'data_set_name': '可以使用:pv20_net_indicator_7_feature7', 'description': '不可使用,仅供参考:[Features heuristically extracted from ibes modules of Pre-tax Profit] [Quarter 2] [Non-trivial feature]'}
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{'data_set_name': '可以使用:pv87_2_pretaxprofit_qf_matrix_p1_number', 'description': '不可使用,仅供参考:count number of estimates (once for one analyst) of Pretax Profit'}
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{'data_set_name': '可以使用:mdl77_2earningmomentumfactor400_qepsferr', 'description': "不可使用,仅供参考:Prior Fiscal Quarter Forecast Error: It is defined as the difference between the actual earnings per share and consensus forecast scaled by the stock's price at the beginning of the quarter."}
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{'data_set_name': '可以使用:mdl77_industryrrelativevaluefactor_curindfcfp_', 'description': "不可使用,仅供参考:Industry Relative TTM Free Cash Flow-to-Price: It is defined as a stock's trailing 12-month free cash flow-to-price ratio (FCFP) less the average of the FCFPs of all stocks in the same industry deflated by the standard deviation of the FCFPs of all stocks in the same relative universe."}
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{'data_set_name': '可以使用:fnd72_a1_cont_inc_growth', 'description': '不可使用,仅供参考:A percentage increase or decrease of income before extraordinary items by comparing current period with the same period prior year'}
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{'data_set_name': '可以使用:mdl77_liquidityriskfactor_pcurlia', 'description': "不可使用,仅供参考:Current Liabilities-to-Price: It is defined as a stock's most recently reported quarterly current liabilities per share divided by its closing price."}
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{'data_set_name': '可以使用:oth567score_diversity_and_inclusion_325', 'description': '不可使用,仅供参考:Score for diversity and inclusion'}
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{'data_set_name': '可以使用:pv87_2_cfps_qf_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
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{'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'}
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{'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_simple28d_ew_sent_std_range', 'description': '不可使用,仅供参考:28-day Simple average of Range of Sentiment Standard deviation'}
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{'data_set_name': '可以使用:pv87_webweightedavg1_group_ess_dividends', 'description': '不可使用,仅供参考:1-day Weighted average of ESS - Event Sentiment Score for group Dividends'}
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{'data_set_name': '可以使用:anl69_ebit_expected_report_time', 'description': '不可使用,仅供参考:Expected Earnings Report Time'}
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{'data_set_name': '可以使用:est_q_pre_low_3mth_ago', 'description': '不可使用,仅供参考:Lowest analyst estimate of pre-tax profit regarding the next quarter, made in the past 3 months'}
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{'data_set_name': '可以使用:mdl177_earningsqualityfactor_salegpm_alt', 'description': '不可使用,仅供参考:Change in QTR Sales vsGross Margin : It is defined as the difference between the yearly change in most recent reported quarterly sales and the yearly change in the quarterly gross profit margin.'}
|
|
{'data_set_name': '可以使用:avg_culture_values_score', 'description': '不可使用,仅供参考:Average rating for company culture and values.'}
|
|
{'data_set_name': '可以使用:mdl177_earningmomentumfactor_rev1q1_alt', 'description': '不可使用,仅供参考:Revision in Fiscal QTR 1 EPS Forecasts'}
|
|
{'data_set_name': '可以使用:rsk62_industry_5_100_val34', 'description': '不可使用,仅供参考:Industry return'}
|
|
{'data_set_name': '可以使用:fnd72_q2_other_ins_res_to_shrhldr_eqy', 'description': '不可使用,仅供参考:Measure of other operating reserves to total liabilities and equity'}
|
|
{'data_set_name': '可以使用:est_q_prr_low_4wks_ago', 'description': '不可使用,仅供参考:Lowest analyst estimate of pretax profit as reported regarding the next quarter, made in the past 4 weeks'}
|
|
{'data_set_name': '可以使用:pv87_prv2_expavg20_group_css_earnings', 'description': '不可使用,仅供参考:20-day Exponential average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Earnings'}
|
|
{'data_set_name': '可以使用:pv87_v2_expavg60_group_event_sentiment_score_legal', 'description': '不可使用,仅供参考:60-day Exponential average of Event Sentiment Score for group Legal'}
|
|
{'data_set_name': '可以使用:pv13_h_min2_focused_pureplay_3000_sector', 'description': '不可使用,仅供参考:grouping fields'}
|
|
{'data_set_name': '可以使用:mdl177_2_earningmomentumfactor400_salesurp', 'description': '不可使用,仅供参考:Sales Surprise'}
|
|
{'data_set_name': '可以使用:forecast_currency_dividend_per_share', 'description': '不可使用,仅供参考:Currency in which the dividend per share forecast is denominated.'}
|
|
{'data_set_name': '可以使用:pv87_webv2_simpleavg20_group_event_sentiment_score_credit', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Credit'}
|
|
{'data_set_name': '可以使用:fnd65_allcap_sedol_reinrate', 'description': '不可使用,仅供参考:It is defined as the trailing 12-month earnings per share before extra items minus the trailing 12-month dividends per share by ex-date divided by the average book equity per share in the same period.'}
|
|
{'data_set_name': '可以使用:mdl77_earningmomentumfactor_y3sur', 'description': '不可使用,仅供参考:Volatility-adj 3-yr Projected EPS Growth: It is defined as the consensus earnings forecast for the current quarter minus the actual quarterly earnings 12 quarters ago, deflated by the standard deviation of the actual quarterly earnings.'}
|
|
{'data_set_name': '可以使用:pv87_v2_simpleavg20_group_css_marketing', 'description': '不可使用,仅供参考:20-day Simple average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Marketing'}
|
|
{'data_set_name': '可以使用:oth432_cheq_profitability_profitability1', 'description': '不可使用,仅供参考:1st profitability field of Cash and Short-term Investments'}
|
|
{'data_set_name': '可以使用:mdl262_rasv2splitprofitabilityni_ttm_profitability11', 'description': '不可使用,仅供参考:11th Profitability field of Net Income, Trailing 12 Months'}
|
|
{'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'}
|
|
{'data_set_name': '可以使用:mdl177_earningsqualityfactor_uar', 'description': "不可使用,仅供参考:Unexpected Change in Accounts Receivable : It is defined as the difference between current accounts receivable and the expected level of accounts receivable (multiplying the prior year's closing account balance by the growth in sales in the trailing 12-months) scaled by the total assets."}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_ew_sent_mean_median', 'description': '不可使用,仅供参考:7-day Volume weighted average of Median of Sentiment Average'}
|
|
{'data_set_name': '可以使用:pv87_v2_simpleavg20_topic_nip_society', 'description': '不可使用,仅供参考:20-day Simple average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for topic Society'}
|
|
{'data_set_name': '可以使用:implied_volatility_mean_skew_60', 'description': '不可使用,仅供参考:At-the-money option-implied volatility mean skew for 60 days'}
|
|
{'data_set_name': '可以使用:fnd3_q_goodwill', 'description': '不可使用,仅供参考:Quarterly Goodwill'}
|
|
{'data_set_name': '可以使用:anl82_nety_deltaprofitability_profitability9', 'description': '不可使用,仅供参考:Profitability measure type 9 based on delta of annual net income'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted14d_ew_sent_std_daydiff', 'description': '不可使用,仅供参考:14-day Volume weighted average of Daily difference of Sentiment Standard deviation'}
|
|
{'data_set_name': '可以使用:mdl262_rtlr_q_profitability_profitability1', 'description': '不可使用,仅供参考:1st profitability field of Total Revenue'}
|
|
{'data_set_name': '可以使用:pv87_v2_weightedavg20_group_css_revenues', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Revenues'}
|
|
{'data_set_name': '可以使用:mdl177_2_globaldevnorthamerica_v502_chgalpha36m', 'description': "不可使用,仅供参考:6-Month Nominal Change in 36-Month Alpha : It is defined as the 6-month change in a stock's 36-month alpha, which equals the intercept from the regression of a stock price's monthly return against the S&P 500 index monthly return over last 36-month period."}
|
|
{'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_degree_financial_leverage', 'description': "不可使用,仅供参考:Leverage ratio summarizing the effect a particular amount of financial leverage has on a company's earnings"}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted14d_ew_sent_mean_std', 'description': '不可使用,仅供参考:14-day Volume weighted average of Standard deviation of Sentiment Average'}
|
|
{'data_set_name': '可以使用:fnd72_pit_or_is_q_is_inc_tax_exp_other_comp_inc', 'description': '不可使用,仅供参考:Income Tax Expense - Other Comprehensive Income'}
|
|
{'data_set_name': '可以使用:anl10_prrinnovation_score_fy2_2577', 'description': '不可使用,仅供参考:Innovation score for price return ratio FY2 (innovate_increase - innovate_decrease)'}
|
|
{'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oivegacall3', 'description': '不可使用,仅供参考:vega of out call options'}
|
|
{'data_set_name': '可以使用:anl4_fcfps_low', 'description': '不可使用,仅供参考:Free Cash Flow Per Share - the lowest estimation'}
|
|
{'data_set_name': '可以使用:pv87_2_pretaxprofit_rep_qf_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:pv64_dif_dvd_declared_dt', 'description': '不可使用,仅供参考:The date on which a company announces a dividend distribution.'}
|
|
{'data_set_name': '可以使用:est_q_dps_high_3mth_ago', 'description': '不可使用,仅供参考:Highest analyst estimate of dividend per share regarding the next quarter, made in past 3 months'}
|
|
{'data_set_name': '可以使用:historical_volatility_20', 'description': '不可使用,仅供参考:Close-to-close Historical volatility over 20 days'}
|
|
{'data_set_name': '可以使用:short_term_notes_commercial_credit', 'description': '不可使用,仅供参考:Short-term notes and commercial credit outstanding.'}
|
|
{'data_set_name': '可以使用:principal_component_score_6_top3000', 'description': '不可使用,仅供参考:Value of the sixth principal component for the top 3000 securities.'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted28d_ew_sent_std_median', 'description': '不可使用,仅供参考:28-day Volume weighted average of Median of Sentiment Standard deviation'}
|
|
{'data_set_name': '可以使用:oth395_other_12_13', 'description': '不可使用,仅供参考:Operating Accruals / Time Series Average Total Assets 2'}
|
|
{'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volivcallmputs3', 'description': '不可使用,仅供参考:Weighted average Implied volatility for out-of-the-money call options and put options with the same strike prices with volume used as weight factor'}
|
|
{'data_set_name': '可以使用:fnd3_qacctadj_comstk_divpershare_fast_d1', 'description': '不可使用,仅供参考:Quarterly Accountance Adjustment Common Stock Dividends Per Share'}
|
|
{'data_set_name': '可以使用:mdl262_eibt_a_profitability_profitability7', 'description': '不可使用,仅供参考:7th profitability field of Annual Net Income Before Taxes'}
|
|
{'data_set_name': '可以使用:pv87_eps_gaap_consensus_high', 'description': '不可使用,仅供参考:EPS (GAAP) Consensus High'}
|
|
{'data_set_name': '可以使用:pv87_ann_matrix_book_value_share_estimate_high', 'description': '不可使用,仅供参考:High of Book Value / Share Estimate'}
|
|
{'data_set_name': '可以使用:anl69_ndebt_best_fperiod_override', 'description': '不可使用,仅供参考:Fiscal Period Override'}
|
|
{'data_set_name': '可以使用:pv87_2_netprofit_af_matrix_all_number', 'description': '不可使用,仅供参考:count number of estimates (once for one analyst) of Net Profit'}
|
|
{'data_set_name': '可以使用:pv87_daily_qtr_matrix_net_income_normalized_consensus_mean_numanalystsunfiltered', 'description': '不可使用,仅供参考:Number of analysts (unfiltered) of Net Income Normalized Consensus Mean'}
|
|
{'data_set_name': '可以使用:last_event_timestamp_info1d0', 'description': '不可使用,仅供参考:Timestamp of the most recent event in the info_1_D0 module.'}
|
|
{'data_set_name': '可以使用:triple_ema_rate_change_3d', 'description': '不可使用,仅供参考:Rate of change of triple-smoothed exponential moving average over 3 days.'}
|
|
{'data_set_name': '可以使用:est_12m_grm_high_3mth_ago', 'description': '不可使用,仅供参考:Highest analyst estimate of gross margin in percent regarding the next 4 quarters, made in the past 3 months'}
|
|
{'data_set_name': '可以使用:pv98_high_11_backfill', 'description': '不可使用,仅供参考:Highest price at 11:00'}
|
|
{'data_set_name': '可以使用:pv87_2_sales_af_matrix_p1_b_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Sales *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:pv87_2_pretaxprofit_rep_qf_matrix_all_median', 'description': '不可使用,仅供参考:median value of all analysts estimates of Pretax Profit'}
|
|
{'data_set_name': '可以使用:fnd72_pit_or_cr_a_net_chng_lt_debt', 'description': '不可使用,仅供参考:Year on year change between current and prior year long-term debt'}
|
|
{'data_set_name': '可以使用:shares_outstanding_max_guidance', 'description': '不可使用,仅供参考:Maximum guidance value for Shares'}
|
|
{'data_set_name': '可以使用:pv87_qtr_matrix_cash_flow_share_consensus_mean_numupunfiltered', 'description': '不可使用,仅供参考:Number of up revisions of Cash Flow / Share Consensus Mean'}
|
|
{'data_set_name': '可以使用:mdl230_totalcap_cusip_curindcoreepsp_', 'description': "不可使用,仅供参考:It is defined as a stock's trailing 12-month core earnings-to-price ratio (CoreEP) less the average of the CoreEPs of all stocks in the same industry deflated by the standard deviation of the CoreEPs of all stocks in the same relative universe."}
|
|
{'data_set_name': '可以使用:pv87_2_netprofit_qf_matrix_p1_high', 'description': '不可使用,仅供参考:highest value of all analysts estimates of Net Profit'}
|
|
{'data_set_name': '可以使用:principal_component_score_11_top500_513', 'description': '不可使用,仅供参考:Value of the 12th principal component for the top 500 securities in group 513.'}
|
|
{'data_set_name': '可以使用:principal_component2_grouping20_top3000', 'description': '不可使用,仅供参考:Second principal component grouping for top 3000 securities with 20 clusters.'}
|
|
{'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volvegaput9', 'description': '不可使用,仅供参考:vega volume of deep in put options'}
|
|
{'data_set_name': '可以使用:pv87_qtr_matrix_interest_expense_estimate_median', 'description': '不可使用,仅供参考:Median of Interest Expense Estimate'}
|
|
{'data_set_name': '可以使用:pv87_prv2_expavg60_group_css_dividends', 'description': '不可使用,仅供参考:60-day Exponential average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Dividends'}
|
|
{'data_set_name': '可以使用:oth567score_diversity_and_inclusion', 'description': '不可使用,仅供参考:Score for diversity and inclusion'}
|
|
{'data_set_name': '可以使用:earnings_before_tax_2', 'description': '不可使用,仅供参考:Earnings before income tax expense is deducted.'}
|
|
{'data_set_name': '可以使用:pv87_weightedavg60_group_ess_revenues', 'description': '不可使用,仅供参考:60-day Weighted average of ESS - Event Sentiment Score for group Revenues'}
|
|
{'data_set_name': '可以使用:accounts_receivable_current', 'description': '不可使用,仅供参考:Current accounts receivable at period end.'}
|
|
{'data_set_name': '可以使用:theoretical_zero_risk_rate', 'description': '不可使用,仅供参考:The theoretical rate of return of a risk-free investment.'}
|
|
{'data_set_name': '可以使用:fnd72_pit_or_cr_a_cash_to_tot_asset', 'description': '不可使用,仅供参考:Ratio to measure the percentage of cash and near cash over total assets'}
|
|
{'data_set_name': '可以使用:pv87_ann_matrix_cash_from_operations_estimate_low', 'description': '不可使用,仅供参考:Low of Cash From Operations Estimate'}
|
|
{'data_set_name': '可以使用:mdl77_oearningmomentumfactor_pelh', 'description': '不可使用,仅供参考:Street Revision Confidence: It is defined as the sum of the 3-month change in the highest and lowest FY1 earnings estimate, scaled by month-end trading price.'}
|
|
{'data_set_name': '可以使用:compustat_liquidity_metric_three', 'description': '不可使用,仅供参考:Third liquidity ratio or metric calculated from Compustat data.'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_matrix_sent_ew_sent_z_range', 'description': '不可使用,仅供参考:range of Sentiment'}
|
|
{'data_set_name': '可以使用:mdl77_2deepvaluefactor_curep', 'description': "不可使用,仅供参考:Current Earnings Yield: It is defined as the sum of the most recently reported 3 quarters EPS and analysts' consensus earnings estimate for the current quarter divided by its price."}
|
|
{'data_set_name': '可以使用:oth460_group_short_squeeze_potential_l3', 'description': '不可使用,仅供参考:The probability that the future trend of Group Type 1% and Group Type 3% values added together." will move up"'}
|
|
{'data_set_name': '可以使用:incentive_share_award_value', 'description': '不可使用,仅供参考:Value of shares awarded in the incentive plan.'}
|
|
{'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.'}
|
|
{'data_set_name': '可以使用:last_event_timestamp_info10_simple_fast_d1', 'description': '不可使用,仅供参考:Timestamp of the most recent event in the info10 module (simple version).'}
|
|
{'data_set_name': '可以使用:mean_polarity_profitability_presentation', 'description': '不可使用,仅供参考:Average polarity score for profitability sentiment in the presentation section.'}
|
|
{'data_set_name': '可以使用:fnd89_jonesother15_d1_length', 'description': '不可使用,仅供参考:How many accruals ratio data is available'}
|
|
{'data_set_name': '可以使用:pv87_free_cash_flow_consensus_median_scale', 'description': '不可使用,仅供参考:Scale of Free Cash Flow Consensus Median'}
|
|
{'data_set_name': '可以使用:oth460_long_zone_juice_l1', 'description': '不可使用,仅供参考:The probability that the future trend of The seasonal cycle at the end of the current long zone minus the seasonal cycle" will fall"'}
|
|
{'data_set_name': '可以使用:other_participant_fre_score_presentation', 'description': '不可使用,仅供参考:Flesch Reading Ease (FRE) for other participants in presentation section.'}
|
|
{'data_set_name': '可以使用:fnd3_Qacctadj_int_ass_ex_gwill', 'description': '不可使用,仅供参考:Quarterly Accountance Adjustment Intangible Assets Excluding Goodwill'}
|
|
{'data_set_name': '可以使用:opt40_put_volatility_547days', 'description': '不可使用,仅供参考:Volatility for put options with 547 days to expiration.'}
|
|
{'data_set_name': '可以使用:associated_topic_categories', 'description': "不可使用,仅供参考:List of topics or categories relevant to the article's content."}
|
|
{'data_set_name': '可以使用:min_financing_cashflow_guidance_2', 'description': '不可使用,仅供参考:Minimum guidance value for Cash Flow From Financing on an annual basis'}
|
|
{'data_set_name': '可以使用:cash', 'description': '不可使用,仅供参考:Cash'}
|
|
{'data_set_name': '可以使用:fnd31_devnorthamericaadditionalfactor4_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."}
|
|
{'data_set_name': '可以使用:est_12m_ent_low_3mth_ago', 'description': '不可使用,仅供参考:Lowest analyst estimate of enterprise value regarding the next 4 quarters, made in past 3 months'}
|
|
{'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_px_to_free_cash_flow', 'description': "不可使用,仅供参考:Valuation metric that compares a company's market price to its level of trailing 12-month free cash flow per share"}
|
|
{'data_set_name': '可以使用:fnd72_s_pit_or_is_q_min_noncontrol_interest_credits', 'description': '不可使用,仅供参考:Minority Interests'}
|
|
{'data_set_name': '可以使用:pv87_num_of_analysts_underperform_industry_recommendation_in_consensus_scale', 'description': '不可使用,仅供参考:Scale of # of Analysts Underperform Industry Recommendation - (In-Consensus)'}
|
|
{'data_set_name': '可以使用:pv87_prv2_simpleavg60_topic_nip_business', 'description': '不可使用,仅供参考:60-day Simple average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for topic Business'}
|
|
{'data_set_name': '可以使用:mdl77_2earningsmomemtummodel_gtl', 'description': "不可使用,仅供参考:Long-Term Growth Rate Estimates: It is defined as the consensus long-term growth forecast. It generally represents an expected annual increase in operating earnings over the company's next full business cycle."}
|
|
{'data_set_name': '可以使用:fnd89_jonesother11_d1_current_t', 'description': '不可使用,仅供参考:current t-statistics of accruals ratio, calculated as Current-t = (current accruals ratio-mean)/std'}
|
|
{'data_set_name': '可以使用:financial_pca_factor1_grouping5', 'description': '不可使用,仅供参考:First principal component grouping for financial sector with 5 clusters.'}
|
|
{'data_set_name': '可以使用:est_q_gps_high_4wks_ago', 'description': '不可使用,仅供参考:Highest analyst estimate of GAAP earnings per share regarding the next quarter, made in past 4 weeks'}
|
|
{'data_set_name': '可以使用:mdl177_liquidityriskfactor_altmanz_alt', 'description': '不可使用,仅供参考:Altman Z Score : Altman Z = 1.2* (Current Assets - Current Liabilities)/TA + 1.4*Retained Earnings/TA + 3.3*Earnings before Interest and Taxes/TA+ 0.6*Market Value of Preferred and Common Equity/Book Value of Total Liabilities + 1.0*Sales/TA where TA denotes total assets.'}
|
|
{'data_set_name': '可以使用:fnd3_Aacctadj_sharesauthorized', 'description': '不可使用,仅供参考:Annual Accountance Adjustment Shares Authorized'}
|
|
{'data_set_name': '可以使用:fnd28_annualgrowthq_value_08636q', 'description': '不可使用,仅供参考:value of quarterly field: Net Income Growth'}
|
|
{'data_set_name': '可以使用:external_event_language_score_2', 'description': '不可使用,仅供参考:Score based on language about market or third-party events affecting the company (alternate source).'}
|
|
{'data_set_name': '可以使用:mdl177_2_historicalgrowthfactor_chg3yfcfp', 'description': '不可使用,仅供参考:3-yr Change in Price-adj TTM FCF : It is defined as the difference between the most recently reported trailing 12-month free cash flow per share and that of 12-quarters ago for a stock divided by its month-end trading price.'}
|
|
{'data_set_name': '可以使用:pv87_2_roa_af_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Return On Assets *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:other_cfo_singular_plural_pronoun_ratio_presentation', 'description': '不可使用,仅供参考:Ratio of singular to plural pronouns used by other CFOs in the presentation section.'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics2_matrix_vol_vol_dispersion_mean', 'description': '不可使用,仅供参考:Average of Volume Dispersion'}
|
|
{'data_set_name': '可以使用:basicmat_method3_group5_score', 'description': '不可使用,仅供参考:Score from the third method for basic materials sector, grouped into 5 clusters.'}
|
|
{'data_set_name': '可以使用:oth460_long_heat_l3', 'description': '不可使用,仅供参考:The probability that the future trend of Percentage of the time strong periods overlap in prior years. " will be move-up"'}
|
|
{'data_set_name': '可以使用:est_12m_dps_low_3mth_ago', 'description': '不可使用,仅供参考:Lowest analyst estimate of dividend per share regarding the next 4 quarters, made in the past 3 months'}
|
|
{'data_set_name': '可以使用:analyst_ari_score_presentation', 'description': '不可使用,仅供参考:Automated Readability Index (ARI) for analysts in presentation section.'}
|
|
{'data_set_name': '可以使用:pv87_prv2_simpleavg1_group_event_sentiment_score_earnings', 'description': '不可使用,仅供参考:1-day Simple average of Event Sentiment Score for group Earnings'}
|
|
{'data_set_name': '可以使用:nws5_peratio', 'description': '不可使用,仅供参考:Reported price-to-earnings ratio for the calendar day of the session'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_simple14d_ew_sent_mean_range', 'description': '不可使用,仅供参考:14-day Simple average of Range of Sentiment Average'}
|
|
{'data_set_name': '可以使用:pv87_prv2_expavg60_topic_nip_all', 'description': '不可使用,仅供参考:60-day Exponential average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for topic All'}
|
|
{'data_set_name': '可以使用:anl10_salpast_det_estvalue_1124', 'description': '不可使用,仅供参考:Estimate value for sales'}
|
|
{'data_set_name': '可以使用:pv87_wasteandhazardousmaterialsmanagement_pulse_mean', 'description': '不可使用,仅供参考:Short-term score of Waste And Hazardous Materials Management topic'}
|
|
{'data_set_name': '可以使用:current_price_to_intrinsic_value_ratio', 'description': '不可使用,仅供参考:Ratio of the current share price to the calculated intrinsic value.'}
|
|
{'data_set_name': '可以使用:oth432_rasv2splitprofitabilityebitd_q_profitability11', 'description': '不可使用,仅供参考:11th profitability field of Earnings before Interest, Tax, and Depreciation'}
|
|
{'data_set_name': '可以使用:rsk62_industry_1_100_val36', 'description': '不可使用,仅供参考:Industry return'}
|
|
{'data_set_name': '可以使用:parkinson_volatility_30', 'description': "不可使用,仅供参考:Parkinson model's historical volatility over 30 days"}
|
|
{'data_set_name': '可以使用:pv87_2_roa_qf_matrix_p1_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Return On Assets *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:fnd65_allcap_sedol_pctabv260low', 'description': "不可使用,仅供参考:It is defined as a stock's current closing price divided by its lowest daily low price in last 260 trading days."}
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|
{'data_set_name': '可以使用:pv87_2_csh_qf_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Common Shares *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_simple7d_sent_trend2', 'description': '不可使用,仅供参考:trend2 of Sentiment'}
|
|
{'data_set_name': '可以使用:fnd72_q2_trail_12m_foreign_exch', 'description': '不可使用,仅供参考:Calculated by adding 4 quarters, 2 semi-annuals, or annual of Foreign Exchange Gain or Loss'}
|
|
{'data_set_name': '可以使用:min_investing_cashflow_guidance', 'description': '不可使用,仅供参考:Cash Flow From Investing - Minimum guidance value'}
|
|
{'data_set_name': '可以使用:anl69_eps_gaap_4wk_chg_best_fperiod_override', 'description': '不可使用,仅供参考:Fiscal Period Override'}
|
|
{'data_set_name': '可以使用:principal_component3_grouping5_top3000', 'description': '不可使用,仅供参考:Third principal component grouping for top 3000 securities with 5 clusters.'}
|
|
{'data_set_name': '可以使用:pv87_2_bps_af_matrix_p1_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Book Value Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:pv87_v2_weightedavg20_group_event_sentiment_score_legal', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for group Legal'}
|
|
{'data_set_name': '可以使用:pv87_webv2_expavg20_group_event_sentiment_score_price_targets', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for group Price Targets'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics2_matrix_vol_vol_std_trend2', 'description': '不可使用,仅供参考:Trend of Volume Standard deviation'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_sent_trend2', 'description': '不可使用,仅供参考:7-day Volume weighted average of Trend of Sentiment'}
|
|
{'data_set_name': '可以使用:est_q_grm_lowered_1wk', 'description': '不可使用,仅供参考:Count of unique IDs of industry participants. Industry stands for an aggregate view of all equity clearance activity for the date, symbol, and transaction type in question.'}
|
|
{'data_set_name': '可以使用:cash_and_marketable_investments', 'description': '不可使用,仅供参考:Cash and marketable investment securities held at period end.'}
|
|
{'data_set_name': '可以使用:fn_avg_diluted_sharesout_adj_q', 'description': '不可使用,仅供参考:The sum of dilutive potential common shares or units used in the calculation of the diluted per-share or per-unit computation.'}
|
|
{'data_set_name': '可以使用:top3000_pca_component4', 'description': '不可使用,仅供参考:Fourth principal component value for top 3000 securities.'}
|
|
{'data_set_name': '可以使用:anl69_eps_hi_best_fperiod_override', 'description': '不可使用,仅供参考:Fiscal Period Override'}
|
|
{'data_set_name': '可以使用:fnd72_s_pit_or_is_q_is_earn_bef_xo_items_per_sh', 'description': '不可使用,仅供参考:Diluted EPS'}
|
|
{'data_set_name': '可以使用:mdl262_rtlr_q_profitability_profitability6', 'description': '不可使用,仅供参考:6th profitability field of Total Revenue'}
|
|
{'data_set_name': '可以使用:fnd72_q2_trail_12m_other_non_oper_loss', 'description': '不可使用,仅供参考:Calculated by adding 4 quarters, 2 semi-annuals, or annual of Net Other Non-Operating Gain or Loss'}
|
|
{'data_set_name': '可以使用:mdl177_2_pricemomemtummodel_visiratio', 'description': "不可使用,仅供参考:The Visibility Ratio : It equals to a stock's most recent daily trading volume divided by the average daily trading volume in previous 50 trading days."}
|
|
{'data_set_name': '可以使用:nws12_mainz_short_interest', 'description': '不可使用,仅供参考:Total number of shares sold short divided by total number of shares outstanding'}
|
|
{'data_set_name': '可以使用:est_q_roa_low', 'description': '不可使用,仅供参考:Lowest analyst estimate of return on assets in percent regarding the next quarter'}
|
|
{'data_set_name': '可以使用:mdl262_rasv2splitprofitabilityebt_ttm_profitability12', 'description': '不可使用,仅供参考:12th profitability field of Earnings before tax, trailing 12 months'}
|
|
{'data_set_name': '可以使用:earnings_expectation_module_score', 'description': '不可使用,仅供参考:Earnings Expectations'}
|
|
{'data_set_name': '可以使用:communications_top3000_grouping_20_clusters', 'description': '不可使用,仅供参考:Grouping of top 3000 communications stocks using 20 clusters.'}
|
|
{'data_set_name': '可以使用:pv87_prv2_weightedavg20_group_event_sentiment_score_earnings', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for group Earnings'}
|
|
{'data_set_name': '可以使用:fn_excess_tax_benefit_from_share_based_comp_fin_activities_q', 'description': "不可使用,仅供参考:Amount of cash inflow from realized tax benefit related to deductible compensation cost reported on the entity's tax return for equity instruments in excess of the compensation cost for those instruments recognized for financial reporting purposes."}
|
|
{'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volivcallmputs5', 'description': '不可使用,仅供参考:implied volatility volume of in call minus put options with the same strike prices, which are in the money'}
|
|
{'data_set_name': '可以使用:anl4_totgw_high', 'description': '不可使用,仅供参考:Total Goodwill - The highest estimation'}
|
|
{'data_set_name': '可以使用:est_cashflow_invst', 'description': '不可使用,仅供参考:Cash Flow From Investing - mean of estimations'}
|
|
{'data_set_name': '可以使用:consumer_electronics_exposure_score', 'description': '不可使用,仅供参考:Exposure or sensitivity to the consumer electronics sector factor.'}
|
|
{'data_set_name': '可以使用:mdl77_liquidityriskfactor_nlassets', 'description': '不可使用,仅供参考:Natural Logarithm of Total Assets: It is defined as the natural logarithm of the most recent quarterly reported total assets.'}
|
|
{'data_set_name': '可以使用:fin_nonreit_industry_grouping_method4_2', 'description': '不可使用,仅供参考:Industry grouping for financial sector excluding REITs using method 4 with 2 clusters.'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_ew_sent_z_daydiff', 'description': '不可使用,仅供参考:7-day Volume weighted average of Daily difference of Sentiment'}
|
|
{'data_set_name': '可以使用:mdl219_3_qva_yoychgshares', 'description': '不可使用,仅供参考:Year-over-year change in shares outstanding for the third module.'}
|
|
{'data_set_name': '可以使用:oth699_prevnumofshares_18', 'description': '不可使用,仅供参考:the number of shares the user had prior to the transaction'}
|
|
{'data_set_name': '可以使用:latest_annual_period_end_update_cash_flow_per_share_second', 'description': '不可使用,仅供参考:Date or timestamp when the annual period end for cash flow per share was last updated in the second version module.'}
|
|
{'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_net_debt_consensus_mean_numupunfiltered', 'description': '不可使用,仅供参考:Number of up revisions of Net Debt Consensus Mean'}
|
|
{'data_set_name': '可以使用:mdl77_devnorthamericashortsentimentfactor_days_to_cover', 'description': '不可使用,仅供参考:Days to Cover'}
|
|
{'data_set_name': '可以使用:pv87_dps_consensus_low_scale', 'description': '不可使用,仅供参考:Scale of DPS Consensus Low'}
|
|
{'data_set_name': '可以使用:anl11_cit2reg_industryrnk', 'description': '不可使用,仅供参考:Industry Rank on CIT2 1 being the highest rank'}
|
|
{'data_set_name': '可以使用:anl44_2_netprofit_prevalue', 'description': '不可使用,仅供参考:netprofit prevalue'}
|
|
{'data_set_name': '可以使用:pv87_revenue_estimate_1_yr_annual_growth_scale', 'description': '不可使用,仅供参考:Scale of Revenue Estimate - 1 Yr Annual Growth %'}
|
|
{'data_set_name': '可以使用:pv87_prv2_simpleavg60_group_event_sentiment_score_all', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for group All'}
|
|
{'data_set_name': '可以使用:mdl262_ninc_q_profitability_profitability2', 'description': '不可使用,仅供参考:2nd profitability field of Income Incl Extra Before Distributions'}
|
|
{'data_set_name': '可以使用:anl49_annualfiscalearningspershareindicator', 'description': '不可使用,仅供参考:Annual fiscal earnings per share indicator'}
|
|
{'data_set_name': '可以使用:anl10_netrevise_value_fq1_2514', 'description': '不可使用,仅供参考:Delta consensus for net income Q1 (difference between old and current updated value)'}
|
|
{'data_set_name': '可以使用:temporary_investments_balance_fast_d1', 'description': '不可使用,仅供参考:Value of investments expected to be liquidated within a year.'}
|
|
{'data_set_name': '可以使用:est_q_tbv_lowerednum_1mth', 'description': '不可使用,仅供参考:Count of unique IDs of industry participants. Industry stands for an aggregate view of all equity clearance activity for the date, symbol, and transaction type in question.'}
|
|
{'data_set_name': '可以使用:pv87_prv2_weightedavg20_group_nip_marketing', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Marketing'}
|
|
{'data_set_name': '可以使用:mdl219_1_curratio', 'description': '不可使用,仅供参考:Current ratio calculated as current assets divided by current liabilities.'}
|
|
{'data_set_name': '可以使用:mdl177_2_growthanalystmodel_qga_epstrend', 'description': '不可使用,仅供参考:EPS Trend'}
|
|
{'data_set_name': '可以使用:rsk62_industry_5_100_val42', 'description': '不可使用,仅供参考:Industry return'}
|
|
{'data_set_name': '可以使用:mdl77_liquidityriskfactor_idb', 'description': '不可使用,仅供参考:Basic Defensive Interval: It measures how many days that a company can cover its daily operating expenses (cost of goods sold and SG&A) by only using its cash and receivables on its balance sheet.'}
|
|
{'data_set_name': '可以使用:pv87_2_roe_af_matrix_all_high', 'description': '不可使用,仅供参考:highest value of all analysts estimates of Return On Equity'}
|
|
{'data_set_name': '可以使用:high', 'description': '不可使用,仅供参考:Daily high price'}
|
|
{'data_set_name': '可以使用:mdl77_deepvaluefactor_ebitdaev', 'description': '不可使用,仅供参考:TTM EBITDA-to-Enterprise Value: It is defined as the trailing 12-month earnings before interest, taxes, depreciation, and amortization for a stock deflated by its enterprise value (EV). EV = Equity Market Value + Long-term Debt + Short-term Debt + Preferred Stock + Minority Interest - Cash.'}
|
|
{'data_set_name': '可以使用:pv87_marketimpactscore_mean', 'description': '不可使用,仅供参考:Mean of Market impact score - The estimated risk-adjusted 1 minute forward return for a given article as measured by stock return minus the stock beta multiplied market return, -5 being most negative impact and +5 most positive'}
|
|
{'data_set_name': '可以使用:pv87_qtr_matrix_ebit_estimate_low', 'description': '不可使用,仅供参考:Low of EBIT Estimate'}
|
|
{'data_set_name': '可以使用:suspect_data_indicator_quarter3_earnings', 'description': '不可使用,仅供参考:Flag indicating potentially unreliable data for third fiscal quarter earnings.'}
|
|
{'data_set_name': '可以使用:snt21_7pos_conf_low', 'description': '不可使用,仅供参考:Lower confidence bound for positive sentiment scores.'}
|
|
{'data_set_name': '可以使用:offer_premium_one_week_prior', 'description': "不可使用,仅供参考:Premium of offer price to target's closing stock price one week before announcement."}
|
|
{'data_set_name': '可以使用:pv87_matrix_nonperiodic_consensus_recommendation_numdownunfiltered', 'description': '不可使用,仅供参考:Number of down revisions (unfiltered) of Consensus Recommendation'}
|
|
{'data_set_name': '可以使用:fn_accum_oth_income_loss_net_of_tax_a', 'description': '不可使用,仅供参考:Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.'}
|
|
{'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volvegacallmput6', 'description': '不可使用,仅供参考:Weighted average Vega for far out-of-the-money call and put options with volume used as weight factor'}
|
|
{'data_set_name': '可以使用:pv87_webv2_simpleavg1_topic_event_sentiment_score_business', 'description': '不可使用,仅供参考:1-day Simple average of Event Sentiment Score for topic Business'}
|
|
{'data_set_name': '可以使用:fnd3_qacctadjequitybeforenci_fast_d1', 'description': '不可使用,仅供参考:Quarterly Accountance AdjustmentStockholders Equity Before Non-Controlling Interest'}
|
|
{'data_set_name': '可以使用:pv87_v2_weightedavg60_group_css_dividends', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Dividends'}
|
|
{'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volivcall4', 'description': '不可使用,仅供参考:Weighted average Implied volatility for near-the-money call options with volume used as weight factor'}
|
|
{'data_set_name': '可以使用:shrt10_900_standalone_bear2x', 'description': '不可使用,仅供参考:Specifies whether a fund is inversely leveraged 2x'}
|
|
{'data_set_name': '可以使用:anl82_ebtq_profitability_profitability7', 'description': '不可使用,仅供参考:Profitability measure type 7 based on value of Q EBITDA'}
|
|
{'data_set_name': '可以使用:pv87_2_roe_af_matrix_all_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Return On Equity *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:fn_comprehensive_income_net_of_tax_q', 'description': '不可使用,仅供参考:Amount after tax of increase (decrease) in equity from transactions and other events and circumstances from net income and other comprehensive income, attributable to parent entity. Excludes changes in equity resulting from investments by owners and distributions to owners.'}
|
|
{'data_set_name': '可以使用:std_adj_recent_earnings_surprise', 'description': '不可使用,仅供参考:Most Recent Quarterly Earnings Surprise'}
|
|
{'data_set_name': '可以使用:workplace_diversity_labor_rights_score', 'description': '不可使用,仅供参考:Score measuring workplace diversity, labor relations, and employee rights.'}
|
|
{'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_css_earnings', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Earnings'}
|
|
{'data_set_name': '可以使用:snt21_2neut_conf_low_156', 'description': '不可使用,仅供参考:Lower confidence bound for neutral sentiment scores.'}
|
|
{'data_set_name': '可以使用:fnd7_ointfund_qcbuse', 'description': '不可使用,仅供参考:Quarterly Fundamental Item: Equity in Net Loss (Earnings) (Statement of Cash Flows)'}
|
|
{'data_set_name': '可以使用:pv87_2_netdebt_af_matrix_p1_b_mean', 'description': '不可使用,仅供参考:mean value of all analysts estimates of Net Asset Value (NAV)'}
|
|
{'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volthetacall5', 'description': '不可使用,仅供参考:theta volume of in call options'}
|
|
{'data_set_name': '可以使用:mdl177_2_historicalgrowthfactor_slope4qsales3y', 'description': '不可使用,仅供参考:Slope of 3-yr TTM Sales Trend Line'}
|
|
{'data_set_name': '可以使用:pv87_v2_expavg60_topic_css_all', 'description': '不可使用,仅供参考:60-day Exponential average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic All'}
|
|
{'data_set_name': '可以使用:pv87_prv2_weightedavg60_group_css_marketing', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Marketing'}
|
|
{'data_set_name': '可以使用:mdl177_2_pricemomentumfactor_pctabv260low', 'description': '不可使用,仅供参考:Price Above Last 260-day Lowest Trading Price'}
|
|
{'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_ew_sent_mean_trend2', 'description': '不可使用,仅供参考:7-day Volume weighted average of Trend of Sentiment Average'}
|
|
{'data_set_name': '可以使用:pv87_matrix_nonperiodic_eps_lt_growth_consensus_mean_numdownunfiltered', 'description': '不可使用,仅供参考:Number of down revisions (unfiltered) of EPS LT Growth Consensus Mean (%)'}
|
|
{'data_set_name': '可以使用:gas_utilities_exposure_score', 'description': '不可使用,仅供参考:Exposure or sensitivity to the gas utilities sector factor.'}
|
|
{'data_set_name': '可以使用:pv87_free_cash_flow_of_estimates_scale', 'description': '不可使用,仅供参考:Scale of Free Cash Flow - # of Estimates'}
|
|
{'data_set_name': '可以使用:pv98_usa_pricesnap_13_low_13', 'description': '不可使用,仅供参考:Low price at 13:00'}
|
|
{'data_set_name': '可以使用:sta2_top3000_fact4_c2', 'description': '不可使用,仅供参考:statistical industry classification'}
|
|
{'data_set_name': '可以使用:pv87_2_netdebt_af_matrix_p1_b_dts', 'description': '不可使用,仅供参考:std value of all analysts estimates of Net Asset Value (NAV)'}
|
|
{'data_set_name': '可以使用:pv87_2_dps_af_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Dividends Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:other_participant_sentence_count_qa', 'description': '不可使用,仅供参考:Total number of sentences spoken by other participants in the Q&A section.'}
|
|
{'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_backfilled_ps_wt', 'description': '不可使用,仅供参考:Time Weighted Sales Yield. It is defined as the time-weighted sales per share for FY1 and FY2 divided by its price.'}
|
|
{'data_set_name': '可以使用:pca_factor_5_top1000', 'description': '不可使用,仅供参考:Sixth principal component value for top 1000 securities.'}
|
|
{'data_set_name': '可以使用:fnd31_qsg5additionalfactor3_backfilled_tw_ebitdaev', 'description': '不可使用,仅供参考:Time-Weighted EBITDA/EV. It is defined as the time-weighted EBITDA/Enterprise Value for FY1 and FY2.'}
|
|
{'data_set_name': '可以使用:mdl77_2gdna_cashsev', 'description': '不可使用,仅供参考:Cash to Enterprise Value: It is defined as the total cash & equivalents divided by the sum of the market value of common equity and book value of long-term debt.'}
|
|
{'data_set_name': '可以使用:sector_grouping_level20_consumer_staples', 'description': '不可使用,仅供参考:Industry grouping at level 20 for consumer non-cyclical sector.'}
|
|
{'data_set_name': '可以使用:fnd3_Aacctadj_opeexpenseexitems', 'description': '不可使用,仅供参考:Annual Accountance Adjustment Operating Expense Extraordinary Items'}
|
|
{'data_set_name': '可以使用:snt21_neut_conf_low', 'description': '不可使用,仅供参考:Lower confidence bound for neutral sentiment scores.'}
|
|
{'data_set_name': '可以使用:rsk62_industry_1_100_val73', 'description': '不可使用,仅供参考:Industry return'}
|
|
{'data_set_name': '可以使用:fnd1_stdevtimebrd', 'description': '不可使用,仅供参考:The standard deviation of the population of Time on Board values for the Executive Directors'}
|
|
{'data_set_name': '可以使用:fnd89_csjones_industry_major_13', 'description': '不可使用,仅供参考:Cross Sectional Ratio of Cash-related field (income statement), scaled by Average Total Asset across Industry'}
|
|
{'data_set_name': '可以使用:oth432_cashflows_rtlr_predict', 'description': '不可使用,仅供参考:Predict value of Total Revenue'}
|
|
{'data_set_name': '可以使用:pv20_net_indicator_2_feature6', 'description': '不可使用,仅供参考:[Features heuristically extracted from ibes modules of Pre-tax Profit] [Fiscal Year 2] [Non-trivial feature]'}
|
|
{'data_set_name': '可以使用:oth460_put_call_erlanger_ratio_class', 'description': "不可使用,仅供参考:Predicted trend of 'Premium Ratio' (1: fall, 2: neutral, 3: move-up)"}
|
|
{'data_set_name': '可以使用:cons_cyclical_method3_group10_score', 'description': '不可使用,仅供参考:Score from the third method for consumer cyclical sector, grouped into 10 clusters.'}
|
|
{'data_set_name': '可以使用:mdl177_2_managementqualityfactor_noato', 'description': '不可使用,仅供参考:Net Operating Asset Turnover : It is defined as trailing-12-month sales divided by the last 4-quarters average net operating assets, which equals short-term debt + long-term debt + preferred equity + common equity - cash'}
|
|
{'data_set_name': '可以使用:fnd72_pit_or_is_a_is_tot_cash_com_dvd', 'description': '不可使用,仅供参考:Dividends paid to common shareholders from the profits of the company'}
|
|
{'data_set_name': '可以使用:pv87_2_eps_qf_matrix_all_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Earnings Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:rsk62_industry_1_100_val52', 'description': '不可使用,仅供参考:Industry return'}
|
|
{'data_set_name': '可以使用:pv87_2_capex_qf_matrix_p1_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Capital Expenditure *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
|
|
{'data_set_name': '可以使用:mdl177_earningmomentumfactor_perg', 'description': '不可使用,仅供参考:Risk-adjusted PEG Ratio'}
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{'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_2_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'}
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{'data_set_name': '可以使用:quarterly_long_term_tax_liability', 'description': '不可使用,仅供参考:Fiscal period endate of Annual Accountance Adjustment Deferred Tax Liabilities, noncurrent'}
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{'data_set_name': '可以使用:mdl177_2_5yearrelativevaluefactor_rel5ycoreepsp', 'description': '不可使用,仅供参考:5-yr Relative TTM Core Earnings-to-Price'}
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{'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volvegacall0', 'description': '不可使用,仅供参考:vega volume of all call options'}
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{'data_set_name': '可以使用:top200_method3_group50_score', 'description': '不可使用,仅供参考:Score from the third method for top 200 securities, grouped into 50 clusters.'}
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{'data_set_name': '可以使用:mdl262_rasv2splitprofitabilityebt_q_profitability9', 'description': '不可使用,仅供参考:9th profitability field of Earnings before tax'}
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{'data_set_name': '可以使用:nws29_full_topic1', 'description': '不可使用,仅供参考:The news topic code. A news item can have several topics.'}
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{'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted14d_sent_std_daydiff', 'description': '不可使用,仅供参考:14-day Volume weighted average of Daily difference of Sentiment Standard deviation'}
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{'data_set_name': '可以使用:exclusion_factor_score_previous_year', 'description': '不可使用,仅供参考:Percentile score for exclusion factors from the previous year.'}
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{'data_set_name': '可以使用:star_sr_profitability', 'description': '不可使用,仅供参考:Financial health score: profitability'}
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{'data_set_name': '可以使用:mdl77_liquidityriskfactor_cashratio', 'description': '不可使用,仅供参考:Cash & Equivalents-to-Current Liabilities: It is defined as the most recently reported quarterly cash & equivalents divided by current liabilities.'}
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{'data_set_name': '可以使用:anl14_high_eps_fp2', 'description': '不可使用,仅供参考:The highest estimation of Earnings Per Share - upcoming 2 quarters'}
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{'data_set_name': '可以使用:fnd65_us5000_cusip_impduration', 'description': "不可使用,仅供参考:It is an equity risk measure based on Macaulay's traditional measure of bond duration. It combines book value, expected growth, expected profitability, and current stock trading price."}
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{'data_set_name': '可以使用:mdl177_historicalgrowthfactor_pctchgeps', 'description': "不可使用,仅供参考:The percent change in a stock's most recent trailing 12-month earnings per share before extra items as compared to itself 4 quarters ago."}
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{'data_set_name': '可以使用:fn_prepaid_expense_a', 'description': '不可使用,仅供参考:Carrying amount for an unclassified balance sheet date of expenditures made in advance of when the economic benefit of the cost will be realized, and which will be expensed in future periods with the passage of time or when a triggering event occurs. For a classified balance sheet, represents the noncurrent portion of prepaid expenses (the current portion has a separate concept).'}
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{'data_set_name': '可以使用:fnd72_a1_net_non_oper_loss_yr_growth', 'description': '不可使用,仅供参考:Percentage change in net non-operating loss from last year to the current year'}
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{'data_set_name': '可以使用:mdl211_netq_deltaprofitability_profitability1', 'description': '不可使用,仅供参考:profitability measure type 1 based on delta of Q net income'}
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{'data_set_name': '可以使用:pv87_webv2_expavg60_topic_event_sentiment_score_business', 'description': '不可使用,仅供参考:60-day Exponential average of Event Sentiment Score for topic Business'}
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{'data_set_name': '可以使用:pv87_scores_certaintypartnormscr_median', 'description': '不可使用,仅供参考:Median of Certainity partial score'}
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{'data_set_name': '可以使用:robust_factor_1_top2000', 'description': '不可使用,仅供参考:Second robust factor for top 2000 securities.'}
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{'data_set_name': '可以使用:pv87_ocialmarketanalytics3_matrix_vol_vol_std_daydiff', 'description': '不可使用,仅供参考:Daily difference of Volume Standard deviation'}
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{'data_set_name': '可以使用:rsk62_factor_5_100_val84', 'description': '不可使用,仅供参考:Factor return'}
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{'data_set_name': '可以使用:pv87_2_operatingprofit_qf_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Operating Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'}
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{'data_set_name': '可以使用:fnd3_qacctadjequitybeforenci', 'description': '不可使用,仅供参考:Quarterly Accountance AdjustmentStockholders Equity Before Non-Controlling Interest'}
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{'data_set_name': '可以使用:mdl230_allcap_sedol_rationalalpha', 'description': '不可使用,仅供参考:It evaluates stocks based on their historical 12-month market (S&P 500) adjusted excess return (the Y intercept from an OLS regression equation) using a proprietary rational decay function.'}
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{'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oivegacallmput9', 'description': '不可使用,仅供参考:vega of deep in call minus put options'}
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{'data_set_name': '可以使用:fnd2_dbplanartonplas', 'description': '不可使用,仅供参考:Defined Benefit Plan, Benefits Paid, Plan Assets'}
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{'data_set_name': '可以使用:pv87_weightedavg60_group_v2_0_1_ess_revenues', 'description': '不可使用,仅供参考:60-day Weighted average of ESS - Event Sentiment Score for group Revenues'}
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{'data_set_name': '可以使用:anl49_earningspredictabilityindex', 'description': '不可使用,仅供参考:A measure of the reliability of an earnings forecast. Predictability is based upon the stability of year-toyear comparisons, with recent years being weighted more heavily than earlier ones. The most reliable forecasts tend to be those with the highest rating (100); the least reliable, the lowest (5). The earnings stability is derived from the standard deviation percentage changes in quarterly earnings over an eight-year period. Special adjustments are made for comparisons around zero and from plus to minus.'}
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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!! |