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4.6 KiB
4.6 KiB
| 1 | name | description | dataset_id | dataset_name | category_id | category_name | region | delay | universe | type |
|---|---|---|---|---|---|---|---|---|---|---|
| 2 | analyst_revision_rank_derivative | Change in ranking for analyst revisions and momentum compared to previous period. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 3 | cashflow_efficiency_rank_derivative | Change in ranking for cash flow generation and profitability compared to previous period. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 4 | composite_factor_score_derivative | Change in overall composite factor score from the prior period. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 5 | earnings_certainty_rank_derivative | Change in ranking for earnings sustainability and certainty compared to previous period. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 6 | fscore_bfl_growth | The purpose of this metric is to qualify the expected MT growth potential of the stock. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 7 | fscore_bfl_momentum | The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 8 | fscore_bfl_profitability | The purpose of this metric is to rank stock based on their ability to generate cash flows. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 9 | fscore_bfl_quality | The purpose of this metric is to measure both the sustainability and certainty of earnings. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 10 | fscore_bfl_surface | The static score. An index between 0 & 100 is applied for each stock and each composite factor - The first ranking is a pentagon surface-based score. The larger the surface, the higher the rank. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 11 | fscore_bfl_surface_accel | The derivative score. In a second step, we calculate the derivative of this score (ie: Is the surface of the pentagon increasing or decreasing from the previous month?). | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 12 | fscore_bfl_total | The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 13 | fscore_bfl_value | The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 14 | fscore_growth | The purpose of this metric is to qualify the expected MT growth potential of the stock. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 15 | fscore_momentum | The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 16 | fscore_profitability | The purpose of this metric is to rank stock based on their ability to generate cash flows. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 17 | fscore_quality | The purpose of this metric is to measure both the sustainability and certainty of earnings. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 18 | fscore_surface | The static score. An index between 0 & 100 is applied for each stock and each composite factor - The first ranking is a pentagon surface-based score. The larger the surface, the higher the rank. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 19 | fscore_surface_accel | The derivative score. In a second step, we calculate the derivative of this score (ie: Is the surface of the pentagon increasing or decreasing from the previous month?). | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 20 | fscore_total | The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 21 | fscore_value | The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 22 | growth_potential_rank_derivative | Change in ranking for medium-term growth potential compared to previous period. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 23 | multi_factor_acceleration_score_derivative | Change in the acceleration of multi-factor score compared to previous period. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 24 | multi_factor_static_score_derivative | Change in static multi-factor score compared to previous period. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |
| 25 | relative_valuation_rank_derivative | Change in ranking for valuation metrics compared to previous period. | model16 | Fundamental Scores | model | Model | USA | 1 | TOP3000 | MATRIX |