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1127 lines
41 KiB
1127 lines
41 KiB
[
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{
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"name": "sample1",
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"description": "111",
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"expression": "financial_data = ts_backfill(<vec_func/>(<analyst_metric/>), 60);\ngp = group_cartesian_product(country, industry);\n<ts_operator/>(<group_operator/>(financial_data, gp), <window/>)",
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"templateConfigurations": {
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"vec_func": {
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"variables": [
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"vec_norm",
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"vec_kurtosis",
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"vec_ir",
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"vec_min",
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"vec_count",
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"vec_sum",
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"vec_skewness",
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"vec_max",
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"vec_avg",
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"vec_stddev",
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"vec_range",
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"vec_choose",
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"vec_filter"
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],
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"configType": "operator"
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},
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"analyst_metric": {
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"variables": [
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"mdl26_5yr_hstrcl_grwth_rt",
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"mdl26_60dy_srprs_lst_q_rnngs",
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"mdl26_60dy_srprs_lst_y_rnngs",
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"mdl26_7dy_mn_chng_flg_fq1_rnngs",
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"mdl26_actual_last_q_earnings",
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"mdl26_actual_last_y_earnings",
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"mdl26_avrevsn_fq1_earnings_30",
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"mdl26_blndd_grwth_ndstry_prcntl",
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"mdl26_blndd_grwth_rt_smrtstmt",
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"mdl26_blndd_grwth_sctr_prcntl",
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"mdl26_chng_frm_52wk_hgh_prc",
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"mdl26_chng_frm_52wk_lw_prc",
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"mdl26_chng_rltv_t_cc_40_30",
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"mdl26_chng_rltv_t_cntry_bnchmrk_30",
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"mdl26_chng_rltv_t_dj_stxx_600_30",
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"mdl26_chng_rltv_t_fts_100_30",
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"mdl26_chng_rltv_t_hng_sng_30",
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"mdl26_chng_rltv_t_js_ll_shr_30",
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"mdl26_chng_rltv_t_msc_f_30",
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"mdl26_chng_rltv_t_msc_mf_30",
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"mdl26_chng_rltv_t_msc_pc_x_jp_30",
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"mdl26_chng_rltv_t_msc_rp_30",
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"mdl26_chng_rltv_t_ndstry_bnchmrk_30",
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"mdl26_chng_rltv_t_r1000_grwth_30",
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"mdl26_chng_rltv_t_rssll_2000_30",
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"mdl26_chng_rltv_t_rssll_mdcp_30",
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"mdl26_chng_rltv_t_sp_400_30",
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"mdl26_chng_rltv_t_sp_500_30",
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"mdl26_chng_rltv_t_sp_600_30",
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"mdl26_chng_rltv_t_sx_100_30",
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"mdl26_chng_rltv_t_sx_200_30",
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"mdl26_chng_rltv_t_sx_300_30",
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"mdl26_chng_rltv_t_sx_ll_rd_30",
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"mdl26_chng_rltv_t_tpx_30",
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"mdl26_chng_rltv_t_tsx_cmpst_30",
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"mdl26_days_since_last_report",
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"mdl26_dff_frm_200dy_mvng_vrg",
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"mdl26_dff_frm_50dy_mvng_vrg",
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"mdl26_dffrnc_frm_hstrcl_p",
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"mdl26_dffrnc_frm_hstrcl_prc_rt_rnngs",
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"mdl26_dsnc_clstr_bgn_fq1_rnngs",
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"mdl26_dsnc_clstr_dtctd_fq1_rnngs",
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"mdl26_dsnc_lst_ps_prnnncmnt",
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"mdl26_dsnc_prd_srprs_flg_chg_fq1_rnngs",
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"mdl26_ep_industry_percentile_fy1",
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"mdl26_ep_sector_percentile_fy1",
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"mdl26_ep_yield_smartestimate_fy1",
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"mdl26_forward_pe_mean_fy1",
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"mdl26_frwrd_p_stm_fy1",
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"mdl26_grwth_nxt_yr_ndstry_prcntl_rnngs",
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"mdl26_grwth_nxt_yr_sctr_prcntl_rnngs",
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"mdl26_grwth_ths_yr_ndstry_prcntl_rnngs",
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"mdl26_grwth_ths_yr_sctr_prcntl_rnngs",
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"mdl26_hgh_stmt_chng_fq1_rnngs_30",
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"mdl26_hgh_stmt_prr_fq1_rnngs_30",
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"mdl26_high_price_52",
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"mdl26_last_fiscal_year_pe",
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"mdl26_low_price_52",
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"mdl26_lt_grwth_ndstry_prcntl",
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"mdl26_lt_grwth_sctr_prcntl",
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"mdl26_lw_stmt_chng_fq1_rnngs_30",
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"mdl26_lw_stmt_prr_fq1_rnngs_30",
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"mdl26_market_cap_l",
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"mdl26_market_cap_u",
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"mdl26_mdn_hstrcl_f12m_prc_rt_rnngs",
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"mdl26_median_historical_f12m_pe",
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"mdl26_mn_f_rvsnclstr_nlysts_fq1_rnngs",
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"mdl26_mn_stmt_prc_rt_fy1_rnngs",
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"mdl26_mn_stmt_prr_fq1_rnngs_7",
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"mdl26_mstchg_fq1_rnngs_30",
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"mdl26_nm_mn_nlysts_prr_fq1_rnngs_7",
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"mdl26_nm_rvsnclstr_nlysts_fq1_rnngs",
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"mdl26_nm_stm_nlysts_fq1_rnngs",
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"mdl26_nnlyst_rvsng_dwn_fq1_rnngs_30",
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"mdl26_nnlyst_rvsng_p_fq1_rnngs_30",
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"mdl26_peg_mean_fy1",
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"mdl26_peg_smartestimate_fy1",
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"mdl26_price_change_30",
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"mdl26_prsprise_flag_fq1_earnings",
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"mdl26_prsprise_fq1_earnings",
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"mdl26_prsprise_per_fq1_earnings",
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"mdl26_rvsnclstr_flg_fq1_rnngs",
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"mdl26_rvsnclstr_vg_rvsn_fq1_rnngs",
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"mdl26_rvsnclstr_vg_rvsn_pr_fq1_rnngs",
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"mdl26_smartestimate_fq1_earnings",
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"mdl26_smrtst_grwth_f12mt12m_rnngs",
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"mdl26_smrtst_grwth_f24mf12m_rnngs",
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"mdl26_smrtst_grwth_nxt_yrths_yr_rnngs",
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"mdl26_smrtst_grwth_ths_yrlst_yr_rnngs",
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"mdl26_smrtst_pg_ndstry_prcntl_f12m",
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"mdl26_smrtst_pg_sctr_prcntl_f12m",
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"mdl26_stdv_rvsnclstr_nlysts_fq1_rnngs",
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"mdl26_stdv_stm_nlysts_fq1_rnngs",
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"mdl26_stm_chng_fq1_rnngs_30",
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"mdl26_stm_prc_rt_fy1_rnngs",
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"mdl26_stm_prr_fq1_rnngs_7",
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"mdl26_stmt_dffsn_fq1_rnngs_30",
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"mdl26_surprise_last_q_earnings",
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"mdl26_surprise_last_y_earnings",
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"mdl26_traded_volume",
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"mdl26_traded_volume_l",
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"mdl26_traded_volume_u",
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"mdl26_trailing_4_quarter_pe",
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"mdl26_yld_ndstry_prcntl_fy1_rnngs",
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"mdl26_yld_sctr_prcntl_fy1_rnngs",
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"mdl26_yld_stm_fy1_rnngs",
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"star_arm_country_rank",
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"star_arm_global_rank",
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"star_arm_pref_earnings_score",
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"star_arm_rec_change_flag",
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"star_arm_rec_days_since_2lv_change",
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"star_arm_rec_days_since_new",
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"star_arm_rec_days_since_newsell",
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"star_arm_rec_mean_change30",
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"star_arm_rec_mean_prior7",
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"star_arm_rec_ndown_30",
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"star_arm_rec_nup_30",
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"star_arm_recommendations_score",
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"star_arm_region_rank_decimal",
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"star_arm_revenue_score",
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"star_arm_score",
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"star_arm_score_5",
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"star_arm_score_change_1m",
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"star_arm_secondary_earnings_score"
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],
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"configType": "data"
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},
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"ts_operator": {
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"variables": [
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"ts_zscore",
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"ts_returns",
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"ts_product",
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"ts_std_dev",
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"days_from_last_change",
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"last_diff_value",
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"ts_scale",
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"ts_entropy",
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"ts_sum",
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"ts_av_diff",
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"ts_kurtosis",
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"ts_mean",
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"ts_min_max_diff",
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"ts_arg_max",
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"ts_max",
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"ts_min_max_cps",
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"ts_rank",
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"ts_ir",
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"ts_delay",
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"hump_decay",
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"ts_weighted_decay",
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"ts_quantile",
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"ts_min",
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"ts_count_nans",
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"ts_covariance",
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"ts_co_skewness",
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"ts_min_diff",
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"ts_decay_linear",
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"ts_arg_min",
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"ts_skewness",
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"ts_max_diff",
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"ts_median",
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"ts_delta"
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],
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"configType": "operator"
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},
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"group_operator": {
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"variables": [
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"group_min",
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"group_median",
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"group_max",
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"group_rank",
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"group_normalize",
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"group_backfill",
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"group_count",
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"group_zscore",
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"group_std_dev",
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"group_scale",
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"group_sum",
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"group_neutralize"
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],
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"configType": "operator"
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},
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"window": {
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"variables": [
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"20",
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"60",
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"90",
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"200"
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],
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"configType": "normal"
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}
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},
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"createdAt": "2025-07-05T09:41:34.515Z",
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"updatedAt": "2025-07-15T17:35:47.859559"
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},
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{
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"name": "Double Neutral in Analyst15",
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"description": "",
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"expression": "financial_data = ts_backfill(vec_func(<analyst_metric/>), 60);\ngp = group_cartesian_product(country, industry);\n<ts_operator/>(<group_operator/>(financial_data, gp), <window/>)",
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"createdAt": "2025-07-06T23:51:33.182450"
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},
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{
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"name": "Group_compare_glb_topdiv",
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"description": "",
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"expression": "gp = group_cartesian_product(country, <group1/>);\nalpha = group_zscore(\n ts_zscore(\n ts_backfill(<vec_op/>(<analyst_field/>), 90), <t_window/>\n ), gp\n);\nalpha_gpm = <group_stats/>(alpha, gp);\nresid = <compare/>(alpha, alpha_gpm);\n<ts_op/>(<group_op/>(resid, gp), <t_window/>)",
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"templateConfigurations": {
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"group1": {
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"variables": [
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"industry",
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"subindustry",
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"sector",
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"exchange"
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],
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"configType": "data"
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},
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"vec_op": {
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"variables": [
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"vec_max",
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"vec_avg",
|
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"vec_min"
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],
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"configType": "operator"
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},
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"analyst_field": {
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"variables": [
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"fnd8_ff_dfd_tax_cf",
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"fnd8_ff_div_pay_out_ps",
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"fnd8_ff_pay_out_ratio",
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"fnd8_ff_turn_rate",
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"fnd8_s_basic_qf_cni_xtp_ff",
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"fnd8_s_basic_qf_fc_pxe_ped_ff",
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"fnd8_s_basic_qf_ff_accr_exp_xpayr",
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"fnd8_s_basic_qf_ff_acq_bus_cf",
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"fnd8_s_basic_qf_ff_assets",
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"fnd8_s_basic_qf_ff_assets_curr",
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"fnd8_s_basic_qf_ff_assets_oth_intang",
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"fnd8_s_basic_qf_ff_bk_invest_tot",
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"fnd8_s_basic_qf_ff_cash_only",
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"fnd8_s_basic_qf_ff_cash_st",
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"fnd8_s_basic_qf_ff_chg_cash_cf",
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"fnd8_s_basic_qf_ff_com_eq_retain_earn",
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"fnd8_s_basic_qf_ff_com_shs_out",
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"fnd8_s_basic_qf_ff_com_shs_out_eps",
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"fnd8_s_basic_qf_ff_com_shs_out_eps_basic",
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"fnd8_s_basic_qf_ff_com_shs_out_eps_dil",
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"fnd8_s_basic_qf_ff_consol_net_inc",
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"fnd8_s_basic_qf_ff_debt",
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"fnd8_s_basic_qf_ff_debt_lt",
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"fnd8_s_basic_qf_ff_debt_st",
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"fnd8_s_basic_qf_ff_dfd_tax",
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"fnd8_s_basic_qf_ff_dfd_tax_cr",
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"fnd8_s_basic_qf_ff_dfd_tax_db",
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"fnd8_s_basic_qf_ff_dfd_tax_itc",
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"fnd8_s_basic_qf_ff_div_cf",
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"fnd8_s_basic_qf_ff_dps_gross",
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"fnd8_s_basic_qf_ff_ebit_oper_ps",
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"fnd8_s_basic_qf_ff_eps_basic",
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"fnd8_s_basic_qf_ff_eps_reported",
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"fnd8_s_basic_qf_ff_eq_tot",
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"fnd8_s_basic_qf_ff_exp_tot",
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"fnd8_s_basic_qf_ff_for_exch_cf",
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"fnd8_s_basic_qf_ff_funds_oper_gross",
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"fnd8_s_basic_qf_ff_fy_length_days",
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"fnd8_s_basic_qf_ff_gross_inc",
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"fnd8_s_basic_qf_ff_inc_tax",
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"fnd8_s_basic_qf_ff_intang",
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"fnd8_s_basic_qf_ff_invest_activ_cf",
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"fnd8_s_basic_qf_ff_invest_aff",
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"fnd8_s_basic_qf_ff_invest_sources_cf",
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"fnd8_s_basic_qf_ff_liabs_curr",
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"fnd8_s_basic_qf_ff_liabs_xmin_int_accum",
|
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"fnd8_s_basic_qf_ff_min_int_accum",
|
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"fnd8_s_basic_qf_ff_min_int_exp",
|
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"fnd8_s_basic_qf_ff_net_inc_cf",
|
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"fnd8_s_basic_qf_ff_net_income",
|
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"fnd8_s_basic_qf_ff_non_cash",
|
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"fnd8_s_basic_qf_ff_oper_exp_oth",
|
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"fnd8_s_basic_qf_ff_oper_exp_tot",
|
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"fnd8_s_basic_qf_ff_oper_inc",
|
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"fnd8_s_basic_qf_ff_pay_acct",
|
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"fnd8_s_basic_qf_ff_pay_tax",
|
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"fnd8_s_basic_qf_ff_ppe_net",
|
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"fnd8_s_basic_qf_ff_price_close_fp",
|
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"fnd8_s_basic_qf_ff_prov_risk",
|
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"fnd8_s_basic_qf_ff_receiv_tot",
|
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"fnd8_s_basic_qf_ff_sale_assets_bus_cf",
|
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"fnd8_s_basic_qf_ff_sales",
|
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"fnd8_s_basic_qf_ff_wkcap_chg",
|
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"fnd8_s_basic_qf_fiscalend",
|
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"fnd8_s_basic_qf_grhc_drox_xtp_ff",
|
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"fnd8_s_basic_qf_nevni_ff",
|
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"fnd8_s_basic_qf_qe_moc_ff",
|
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"fnd8_s_basic_qf_qe_srdlhs_ff",
|
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"fnd8_s_basic_qf_qe_srdlhs_sbail_ff",
|
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"fnd8_s_basic_qf_rc_drox_xtp_ff",
|
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"fnd8_s_basic_qf_ryf_ff",
|
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"fnd8_s_basic_qf_spb_ff",
|
|
"fnd8_s_basic_qf_spd_ff",
|
|
"fnd8_s_basic_qf_ts_viecer_ff",
|
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"fnd8_s_basicder_qf_ags_ff",
|
|
"fnd8_s_basicder_qf_aor_ff",
|
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"fnd8_s_basicder_qf_ep_ff",
|
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"fnd8_s_basicder_qf_fc_ghc_kts_ff",
|
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"fnd8_s_basicder_qf_fcp_ff",
|
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"fnd8_s_basicder_qf_ff_asset_turn",
|
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"fnd8_s_basicder_qf_ff_assets_curr_oth",
|
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"fnd8_s_basicder_qf_ff_assets_oth",
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"fnd8_s_basicder_qf_ff_bps_tang",
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"fnd8_s_basicder_qf_ff_capex",
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"fnd8_s_basicder_qf_ff_capex_sales",
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"fnd8_s_basicder_qf_ff_cogs",
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"fnd8_s_basicder_qf_ff_com_eq_assets",
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"fnd8_s_basicder_qf_ff_curr_ratio",
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"fnd8_s_basicder_qf_ff_debt_assets",
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"fnd8_s_basicder_qf_ff_debt_cf",
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"fnd8_s_basicder_qf_ff_debt_ebitda_oper",
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"fnd8_s_basicder_qf_ff_ebit_oper",
|
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"fnd8_s_basicder_qf_ff_ebitda_oper",
|
|
"fnd8_s_basicder_qf_ff_entrpr_val",
|
|
"fnd8_s_basicder_qf_ff_eps_dil_bef_unusual",
|
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"fnd8_s_basicder_qf_ff_fin_activ_oth_cf",
|
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"fnd8_s_basicder_qf_ff_fin_cf",
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"fnd8_s_basicder_qf_ff_free_cf",
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"fnd8_s_basicder_qf_ff_free_cf_minus_div",
|
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"fnd8_s_basicder_qf_ff_fy_length_days",
|
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"fnd8_s_basicder_qf_ff_gross_mgn",
|
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"fnd8_s_basicder_qf_ff_int_exp_net",
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"fnd8_s_basicder_qf_ff_invest_adv",
|
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"fnd8_s_basicder_qf_ff_invest_cf",
|
|
"fnd8_s_basicder_qf_ff_invest_purch_sale_cf",
|
|
"fnd8_s_basicder_qf_ff_invest_uses_cf",
|
|
"fnd8_s_basicder_qf_ff_liabs_curr_oth",
|
|
"fnd8_s_basicder_qf_ff_mkt_val",
|
|
"fnd8_s_basicder_qf_ff_net_debt",
|
|
"fnd8_s_basicder_qf_ff_net_inc",
|
|
"fnd8_s_basicder_qf_ff_net_inc_aft_xord",
|
|
"fnd8_s_basicder_qf_ff_net_inc_basic",
|
|
"fnd8_s_basicder_qf_ff_net_mgn",
|
|
"fnd8_s_basicder_qf_ff_non_oper_inc",
|
|
"fnd8_s_basicder_qf_ff_oper_cf",
|
|
"fnd8_s_basicder_qf_ff_oper_mgn",
|
|
"fnd8_s_basicder_qf_ff_psales",
|
|
"fnd8_s_basicder_qf_ff_quick_ratio",
|
|
"fnd8_s_basicder_qf_ff_roe",
|
|
"fnd8_s_basicder_qf_ff_rotc",
|
|
"fnd8_s_basicder_qf_ff_sales_ps",
|
|
"fnd8_s_basicder_qf_ff_tcap",
|
|
"fnd8_s_basicder_qf_ff_unusual_exp",
|
|
"fnd8_s_basicder_qf_hto_sbail_ff",
|
|
"fnd8_s_basicder_qf_kbp_ff",
|
|
"fnd8_s_basicder_qf_lid_spe_ff",
|
|
"fnd8_s_basicder_qf_ngm_xtp_ff",
|
|
"fnd8_s_basicder_qf_pxe_hto_ags_ff",
|
|
"fnd8_s_basicder_qf_ryf_ff",
|
|
"fnd8_s_basicder_qf_sbail_ff",
|
|
"fnd8_undamental_basic_af_cni_ffa_qe_ff",
|
|
"fnd8_undamental_basic_af_cni_xtp_ff",
|
|
"fnd8_undamental_basic_af_fc_pxe_ped_ff",
|
|
"fnd8_undamental_basic_af_ff_accr_exp_xpayr",
|
|
"fnd8_undamental_basic_af_ff_acq_bus_cf",
|
|
"fnd8_undamental_basic_af_ff_assets",
|
|
"fnd8_undamental_basic_af_ff_assets_curr",
|
|
"fnd8_undamental_basic_af_ff_assets_oth_intang",
|
|
"fnd8_undamental_basic_af_ff_bk_invest_tot",
|
|
"fnd8_undamental_basic_af_ff_cash_only",
|
|
"fnd8_undamental_basic_af_ff_cash_st",
|
|
"fnd8_undamental_basic_af_ff_chg_cash_cf",
|
|
"fnd8_undamental_basic_af_ff_com_eq_retain_earn",
|
|
"fnd8_undamental_basic_af_ff_com_shs_out",
|
|
"fnd8_undamental_basic_af_ff_com_shs_out_eps",
|
|
"fnd8_undamental_basic_af_ff_com_shs_out_eps_basic",
|
|
"fnd8_undamental_basic_af_ff_com_shs_out_eps_dil",
|
|
"fnd8_undamental_basic_af_ff_consol_net_inc",
|
|
"fnd8_undamental_basic_af_ff_debt",
|
|
"fnd8_undamental_basic_af_ff_debt_lt",
|
|
"fnd8_undamental_basic_af_ff_debt_st",
|
|
"fnd8_undamental_basic_af_ff_dfd_tax",
|
|
"fnd8_undamental_basic_af_ff_dfd_tax_cr",
|
|
"fnd8_undamental_basic_af_ff_dfd_tax_db",
|
|
"fnd8_undamental_basic_af_ff_dfd_tax_itc",
|
|
"fnd8_undamental_basic_af_ff_div_cf",
|
|
"fnd8_undamental_basic_af_ff_dps_gross",
|
|
"fnd8_undamental_basic_af_ff_ebit_oper_ps",
|
|
"fnd8_undamental_basic_af_ff_eps_basic",
|
|
"fnd8_undamental_basic_af_ff_eps_reported",
|
|
"fnd8_undamental_basic_af_ff_eq_tot",
|
|
"fnd8_undamental_basic_af_ff_exp_tot",
|
|
"fnd8_undamental_basic_af_ff_for_exch_cf",
|
|
"fnd8_undamental_basic_af_ff_funds_oper_gross",
|
|
"fnd8_undamental_basic_af_ff_fy_length_days",
|
|
"fnd8_undamental_basic_af_ff_gross_inc",
|
|
"fnd8_undamental_basic_af_ff_inc_tax",
|
|
"fnd8_undamental_basic_af_ff_intang",
|
|
"fnd8_undamental_basic_af_ff_invest_activ_cf",
|
|
"fnd8_undamental_basic_af_ff_invest_aff",
|
|
"fnd8_undamental_basic_af_ff_invest_sources_cf",
|
|
"fnd8_undamental_basic_af_ff_liabs_curr",
|
|
"fnd8_undamental_basic_af_ff_liabs_xmin_int_accum",
|
|
"fnd8_undamental_basic_af_ff_min_int_accum",
|
|
"fnd8_undamental_basic_af_ff_min_int_exp",
|
|
"fnd8_undamental_basic_af_ff_net_inc_cf",
|
|
"fnd8_undamental_basic_af_ff_net_income",
|
|
"fnd8_undamental_basic_af_ff_non_cash",
|
|
"fnd8_undamental_basic_af_ff_notes_receiv_lt",
|
|
"fnd8_undamental_basic_af_ff_oper_exp_oth",
|
|
"fnd8_undamental_basic_af_ff_oper_exp_tot",
|
|
"fnd8_undamental_basic_af_ff_oper_inc",
|
|
"fnd8_undamental_basic_af_ff_pay_acct",
|
|
"fnd8_undamental_basic_af_ff_pay_tax",
|
|
"fnd8_undamental_basic_af_ff_ppe_net",
|
|
"fnd8_undamental_basic_af_ff_price_close_fp",
|
|
"fnd8_undamental_basic_af_ff_prov_risk",
|
|
"fnd8_undamental_basic_af_ff_receiv_tot",
|
|
"fnd8_undamental_basic_af_ff_sale_assets_bus_cf",
|
|
"fnd8_undamental_basic_af_ff_sales",
|
|
"fnd8_undamental_basic_af_ff_wkcap_chg",
|
|
"fnd8_undamental_basic_af_fiscalend",
|
|
"fnd8_undamental_basic_af_grhc_drox_xtp_ff",
|
|
"fnd8_undamental_basic_af_nevni_ff",
|
|
"fnd8_undamental_basic_af_qe_moc_ff",
|
|
"fnd8_undamental_basic_af_qe_srdlhs_ff",
|
|
"fnd8_undamental_basic_af_qe_srdlhs_sbail_ff",
|
|
"fnd8_undamental_basic_af_rc_drox_xtp_ff",
|
|
"fnd8_undamental_basic_af_ryf_ff",
|
|
"fnd8_undamental_basic_af_spb_ff",
|
|
"fnd8_undamental_basic_af_spd_ff",
|
|
"fnd8_undamental_basic_af_ts_viecer_ff",
|
|
"fnd8_undamental_basicder_af_ags_ff",
|
|
"fnd8_undamental_basicder_af_aor_ff",
|
|
"fnd8_undamental_basicder_af_ep_ff",
|
|
"fnd8_undamental_basicder_af_fc_ghc_kts_ff",
|
|
"fnd8_undamental_basicder_af_fcp_ff",
|
|
"fnd8_undamental_basicder_af_ff_asset_turn",
|
|
"fnd8_undamental_basicder_af_ff_assets_curr_oth",
|
|
"fnd8_undamental_basicder_af_ff_assets_oth",
|
|
"fnd8_undamental_basicder_af_ff_bps_tang",
|
|
"fnd8_undamental_basicder_af_ff_capex",
|
|
"fnd8_undamental_basicder_af_ff_capex_sales",
|
|
"fnd8_undamental_basicder_af_ff_cogs",
|
|
"fnd8_undamental_basicder_af_ff_com_eq_assets",
|
|
"fnd8_undamental_basicder_af_ff_curr_ratio",
|
|
"fnd8_undamental_basicder_af_ff_debt_assets",
|
|
"fnd8_undamental_basicder_af_ff_debt_cf",
|
|
"fnd8_undamental_basicder_af_ff_debt_ebitda_oper",
|
|
"fnd8_undamental_basicder_af_ff_ebit_oper",
|
|
"fnd8_undamental_basicder_af_ff_ebitda_oper",
|
|
"fnd8_undamental_basicder_af_ff_entrpr_val",
|
|
"fnd8_undamental_basicder_af_ff_eps_dil_bef_unusual",
|
|
"fnd8_undamental_basicder_af_ff_fin_activ_oth_cf",
|
|
"fnd8_undamental_basicder_af_ff_fin_cf",
|
|
"fnd8_undamental_basicder_af_ff_free_cf",
|
|
"fnd8_undamental_basicder_af_ff_free_cf_minus_div",
|
|
"fnd8_undamental_basicder_af_ff_fy_length_days",
|
|
"fnd8_undamental_basicder_af_ff_gross_mgn",
|
|
"fnd8_undamental_basicder_af_ff_int_exp_net",
|
|
"fnd8_undamental_basicder_af_ff_invest_adv",
|
|
"fnd8_undamental_basicder_af_ff_invest_cf",
|
|
"fnd8_undamental_basicder_af_ff_invest_purch_sale_cf",
|
|
"fnd8_undamental_basicder_af_ff_invest_uses_cf",
|
|
"fnd8_undamental_basicder_af_ff_liabs_curr_oth",
|
|
"fnd8_undamental_basicder_af_ff_mkt_val",
|
|
"fnd8_undamental_basicder_af_ff_net_debt",
|
|
"fnd8_undamental_basicder_af_ff_net_inc",
|
|
"fnd8_undamental_basicder_af_ff_net_inc_aft_xord",
|
|
"fnd8_undamental_basicder_af_ff_net_inc_basic",
|
|
"fnd8_undamental_basicder_af_ff_net_mgn",
|
|
"fnd8_undamental_basicder_af_ff_non_oper_inc",
|
|
"fnd8_undamental_basicder_af_ff_oper_cf",
|
|
"fnd8_undamental_basicder_af_ff_oper_mgn",
|
|
"fnd8_undamental_basicder_af_ff_psales",
|
|
"fnd8_undamental_basicder_af_ff_quick_ratio",
|
|
"fnd8_undamental_basicder_af_ff_roe",
|
|
"fnd8_undamental_basicder_af_ff_rotc",
|
|
"fnd8_undamental_basicder_af_ff_sales_ps",
|
|
"fnd8_undamental_basicder_af_ff_tcap",
|
|
"fnd8_undamental_basicder_af_ff_unusual_exp",
|
|
"fnd8_undamental_basicder_af_hto_sbail_ff",
|
|
"fnd8_undamental_basicder_af_kbp_ff",
|
|
"fnd8_undamental_basicder_af_lid_spe_ff",
|
|
"fnd8_undamental_basicder_af_ngm_xtp_ff",
|
|
"fnd8_undamental_basicder_af_pxe_hto_ags_ff",
|
|
"fnd8_undamental_basicder_af_ryf_ff",
|
|
"fnd8_undamental_basicder_af_sbail_ff"
|
|
],
|
|
"configType": "data"
|
|
},
|
|
"t_window": {
|
|
"variables": [
|
|
"20",
|
|
"60",
|
|
"200",
|
|
"600"
|
|
],
|
|
"configType": "normal"
|
|
},
|
|
"group_stats": {
|
|
"variables": [
|
|
"group_min",
|
|
"group_median",
|
|
"group_max",
|
|
"group_count",
|
|
"group_sum"
|
|
],
|
|
"configType": "operator"
|
|
},
|
|
"compare": {
|
|
"variables": [
|
|
"signed_power",
|
|
"regression_proj",
|
|
"vector_neut",
|
|
"regression_neut",
|
|
"vector_proj"
|
|
],
|
|
"configType": "operator"
|
|
},
|
|
"ts_op": {
|
|
"variables": [
|
|
"ts_zscore",
|
|
"ts_returns",
|
|
"ts_product",
|
|
"ts_av_diff",
|
|
"ts_min_max_diff",
|
|
"ts_min_max_cps",
|
|
"ts_rank",
|
|
"ts_min_diff",
|
|
"ts_arg_min",
|
|
"ts_max_diff",
|
|
"ts_delta",
|
|
"ts_arg_max"
|
|
],
|
|
"configType": "operator"
|
|
},
|
|
"group_op": {
|
|
"variables": [
|
|
"group_rank",
|
|
"group_normalize",
|
|
"group_scale",
|
|
"group_zscore",
|
|
"group_neutralize"
|
|
],
|
|
"configType": "operator"
|
|
}
|
|
},
|
|
"createdAt": "2025-07-09T03:30:20.796530",
|
|
"updatedAt": "2025-07-09T04:27:46.406344"
|
|
},
|
|
{
|
|
"name": "Group_compare_glb_topdiv_anl15",
|
|
"description": "",
|
|
"expression": "gp = group_cartesian_product(country, <group1/>);\nalpha = group_zscore(\n ts_zscore(\n ts_backfill(<analyst_field/>, 90), <t_window/>\n ), gp\n);\nalpha_gpm = <group_stats/>(alpha, gp);\nresid = <compare/>(alpha, alpha_gpm);\n<ts_op/>(<group_op/>(resid, gp), <t_window/>)",
|
|
"templateConfigurations": {
|
|
"group1": {
|
|
"variables": [
|
|
"industry",
|
|
"subindustry",
|
|
"sector",
|
|
"exchange"
|
|
],
|
|
"configType": "data"
|
|
},
|
|
"analyst_field": {
|
|
"variables": [
|
|
"anl15_gr_12_m_1m_chg",
|
|
"anl15_gr_12_m_3m_chg",
|
|
"anl15_gr_12_m_6m_chg",
|
|
"anl15_gr_12_m_cos",
|
|
"anl15_gr_12_m_cos_dn",
|
|
"anl15_gr_12_m_cos_up",
|
|
"anl15_gr_12_m_ests",
|
|
"anl15_gr_12_m_ests_dn",
|
|
"anl15_gr_12_m_ests_up",
|
|
"anl15_gr_12_m_gro",
|
|
"anl15_gr_12_m_mean",
|
|
"anl15_gr_12_m_mktcap",
|
|
"anl15_gr_12_m_pe",
|
|
"anl15_gr_12_m_st_dev",
|
|
"anl15_gr_12_m_total",
|
|
"anl15_gr_12_m_tr_mean",
|
|
"anl15_gr_18_m_1m_chg",
|
|
"anl15_gr_18_m_3m_chg",
|
|
"anl15_gr_18_m_6m_chg",
|
|
"anl15_gr_18_m_cos",
|
|
"anl15_gr_18_m_cos_dn",
|
|
"anl15_gr_18_m_cos_up",
|
|
"anl15_gr_18_m_ests",
|
|
"anl15_gr_18_m_ests_dn",
|
|
"anl15_gr_18_m_ests_up",
|
|
"anl15_gr_18_m_gro",
|
|
"anl15_gr_18_m_mean",
|
|
"anl15_gr_18_m_mktcap",
|
|
"anl15_gr_18_m_pe",
|
|
"anl15_gr_18_m_st_dev",
|
|
"anl15_gr_18_m_total",
|
|
"anl15_gr_cal_fy0_gro",
|
|
"anl15_gr_cal_fy0_pe",
|
|
"anl15_gr_cal_fy0_total",
|
|
"anl15_gr_cal_fy0_val",
|
|
"anl15_gr_cal_fy1_1m_chg",
|
|
"anl15_gr_cal_fy1_3m_chg",
|
|
"anl15_gr_cal_fy1_6m_chg",
|
|
"anl15_gr_cal_fy1_cos",
|
|
"anl15_gr_cal_fy1_ests",
|
|
"anl15_gr_cal_fy1_gro",
|
|
"anl15_gr_cal_fy1_mean",
|
|
"anl15_gr_cal_fy1_mktcap",
|
|
"anl15_gr_cal_fy1_pe",
|
|
"anl15_gr_cal_fy1_st_dev",
|
|
"anl15_gr_cal_fy1_total",
|
|
"anl15_gr_cal_fy2_1m_chg",
|
|
"anl15_gr_cal_fy2_3m_chg",
|
|
"anl15_gr_cal_fy2_6m_chg",
|
|
"anl15_gr_cal_fy2_cos",
|
|
"anl15_gr_cal_fy2_ests",
|
|
"anl15_gr_cal_fy2_gro",
|
|
"anl15_gr_cal_fy2_mean",
|
|
"anl15_gr_cal_fy2_mktcap",
|
|
"anl15_gr_cal_fy2_pe",
|
|
"anl15_gr_cal_fy2_st_dev",
|
|
"anl15_gr_cal_fy2_total",
|
|
"anl15_gr_cal_fy3_1m_chg",
|
|
"anl15_gr_cal_fy3_3m_chg",
|
|
"anl15_gr_cal_fy3_6m_chg",
|
|
"anl15_gr_cal_fy3_cos",
|
|
"anl15_gr_cal_fy3_ests",
|
|
"anl15_gr_cal_fy3_gro",
|
|
"anl15_gr_cal_fy3_mean",
|
|
"anl15_gr_cal_fy3_mktcap",
|
|
"anl15_gr_cal_fy3_pe",
|
|
"anl15_gr_cal_fy3_st_dev",
|
|
"anl15_gr_cal_fy3_total",
|
|
"anl15_gr_div_cos",
|
|
"anl15_gr_divyld",
|
|
"anl15_gr_fy1_cos_dn",
|
|
"anl15_gr_fy1_cos_up",
|
|
"anl15_gr_fy1_ests_dn",
|
|
"anl15_gr_fy1_ests_up",
|
|
"anl15_gr_fy2_cos_dn",
|
|
"anl15_gr_fy2_cos_up",
|
|
"anl15_gr_fy2_ests_dn",
|
|
"anl15_gr_fy2_ests_up",
|
|
"anl15_gr_fy3_cos_dn",
|
|
"anl15_gr_fy3_cos_up",
|
|
"anl15_gr_fy3_ests_dn",
|
|
"anl15_gr_fy3_ests_up",
|
|
"anl15_gr_hist_eps_gro",
|
|
"anl15_gr_ltg_1m_chg",
|
|
"anl15_gr_ltg_3m_chg",
|
|
"anl15_gr_ltg_6m_chg",
|
|
"anl15_gr_ltg_cos",
|
|
"anl15_gr_ltg_cos_dn",
|
|
"anl15_gr_ltg_cos_up",
|
|
"anl15_gr_ltg_ests",
|
|
"anl15_gr_ltg_ests_dn",
|
|
"anl15_gr_ltg_ests_up",
|
|
"anl15_gr_ltg_mdn",
|
|
"anl15_gr_ltg_mktcap",
|
|
"anl15_gr_ltg_st_dev",
|
|
"anl15_gr_prc",
|
|
"anl15_ind_12_m_1m_chg",
|
|
"anl15_ind_12_m_3m_chg",
|
|
"anl15_ind_12_m_6m_chg",
|
|
"anl15_ind_12_m_cos",
|
|
"anl15_ind_12_m_cos_dn",
|
|
"anl15_ind_12_m_cos_up",
|
|
"anl15_ind_12_m_ests",
|
|
"anl15_ind_12_m_ests_dn",
|
|
"anl15_ind_12_m_ests_up",
|
|
"anl15_ind_12_m_gro",
|
|
"anl15_ind_12_m_mean",
|
|
"anl15_ind_12_m_mktcap",
|
|
"anl15_ind_12_m_pe",
|
|
"anl15_ind_12_m_st_dev",
|
|
"anl15_ind_12_m_total",
|
|
"anl15_ind_12_m_tr_mean",
|
|
"anl15_ind_18_m_1m_chg",
|
|
"anl15_ind_18_m_3m_chg",
|
|
"anl15_ind_18_m_6m_chg",
|
|
"anl15_ind_18_m_cos",
|
|
"anl15_ind_18_m_cos_dn",
|
|
"anl15_ind_18_m_cos_up",
|
|
"anl15_ind_18_m_ests",
|
|
"anl15_ind_18_m_ests_dn",
|
|
"anl15_ind_18_m_ests_up",
|
|
"anl15_ind_18_m_gro",
|
|
"anl15_ind_18_m_mean",
|
|
"anl15_ind_18_m_mktcap",
|
|
"anl15_ind_18_m_pe",
|
|
"anl15_ind_18_m_st_dev",
|
|
"anl15_ind_18_m_total",
|
|
"anl15_ind_cal_fy0_gro",
|
|
"anl15_ind_cal_fy0_pe",
|
|
"anl15_ind_cal_fy0_total",
|
|
"anl15_ind_cal_fy0_val",
|
|
"anl15_ind_cal_fy1_1m_chg",
|
|
"anl15_ind_cal_fy1_3m_chg",
|
|
"anl15_ind_cal_fy1_6m_chg",
|
|
"anl15_ind_cal_fy1_cos",
|
|
"anl15_ind_cal_fy1_ests",
|
|
"anl15_ind_cal_fy1_gro",
|
|
"anl15_ind_cal_fy1_mean",
|
|
"anl15_ind_cal_fy1_mktcap",
|
|
"anl15_ind_cal_fy1_pe",
|
|
"anl15_ind_cal_fy1_st_dev",
|
|
"anl15_ind_cal_fy1_total",
|
|
"anl15_ind_cal_fy2_1m_chg",
|
|
"anl15_ind_cal_fy2_3m_chg",
|
|
"anl15_ind_cal_fy2_6m_chg",
|
|
"anl15_ind_cal_fy2_cos",
|
|
"anl15_ind_cal_fy2_ests",
|
|
"anl15_ind_cal_fy2_gro",
|
|
"anl15_ind_cal_fy2_mean",
|
|
"anl15_ind_cal_fy2_mktcap",
|
|
"anl15_ind_cal_fy2_pe",
|
|
"anl15_ind_cal_fy2_st_dev",
|
|
"anl15_ind_cal_fy2_total",
|
|
"anl15_ind_cal_fy3_1m_chg",
|
|
"anl15_ind_cal_fy3_3m_chg",
|
|
"anl15_ind_cal_fy3_6m_chg",
|
|
"anl15_ind_cal_fy3_cos",
|
|
"anl15_ind_cal_fy3_ests",
|
|
"anl15_ind_cal_fy3_gro",
|
|
"anl15_ind_cal_fy3_mean",
|
|
"anl15_ind_cal_fy3_mktcap",
|
|
"anl15_ind_cal_fy3_pe",
|
|
"anl15_ind_cal_fy3_st_dev",
|
|
"anl15_ind_cal_fy3_total",
|
|
"anl15_ind_div_cos",
|
|
"anl15_ind_divyld",
|
|
"anl15_ind_fy1_cos_dn",
|
|
"anl15_ind_fy1_cos_up",
|
|
"anl15_ind_fy1_ests_dn",
|
|
"anl15_ind_fy1_ests_up",
|
|
"anl15_ind_fy2_cos_dn",
|
|
"anl15_ind_fy2_cos_up",
|
|
"anl15_ind_fy2_ests_dn",
|
|
"anl15_ind_fy2_ests_up",
|
|
"anl15_ind_fy3_cos_dn",
|
|
"anl15_ind_fy3_cos_up",
|
|
"anl15_ind_fy3_ests_dn",
|
|
"anl15_ind_fy3_ests_up",
|
|
"anl15_ind_hist_eps_gro",
|
|
"anl15_ind_ltg_1m_chg",
|
|
"anl15_ind_ltg_3m_chg",
|
|
"anl15_ind_ltg_6m_chg",
|
|
"anl15_ind_ltg_cos",
|
|
"anl15_ind_ltg_cos_dn",
|
|
"anl15_ind_ltg_cos_up",
|
|
"anl15_ind_ltg_ests",
|
|
"anl15_ind_ltg_ests_dn",
|
|
"anl15_ind_ltg_ests_up",
|
|
"anl15_ind_ltg_mdn",
|
|
"anl15_ind_ltg_mktcap",
|
|
"anl15_ind_ltg_st_dev",
|
|
"anl15_ind_prc",
|
|
"anl15_s_12_m_1m_chg",
|
|
"anl15_s_12_m_3m_chg",
|
|
"anl15_s_12_m_6m_chg",
|
|
"anl15_s_12_m_cos",
|
|
"anl15_s_12_m_cos_dn",
|
|
"anl15_s_12_m_cos_up",
|
|
"anl15_s_12_m_ests",
|
|
"anl15_s_12_m_ests_dn",
|
|
"anl15_s_12_m_ests_up",
|
|
"anl15_s_12_m_gro",
|
|
"anl15_s_12_m_mean",
|
|
"anl15_s_12_m_mktcap",
|
|
"anl15_s_12_m_pe",
|
|
"anl15_s_12_m_st_dev",
|
|
"anl15_s_12_m_total",
|
|
"anl15_s_12_m_tr_mean",
|
|
"anl15_s_18_m_1m_chg",
|
|
"anl15_s_18_m_3m_chg",
|
|
"anl15_s_18_m_6m_chg",
|
|
"anl15_s_18_m_cos",
|
|
"anl15_s_18_m_cos_dn",
|
|
"anl15_s_18_m_cos_up",
|
|
"anl15_s_18_m_ests",
|
|
"anl15_s_18_m_ests_dn",
|
|
"anl15_s_18_m_ests_up",
|
|
"anl15_s_18_m_gro",
|
|
"anl15_s_18_m_mean",
|
|
"anl15_s_18_m_mktcap",
|
|
"anl15_s_18_m_pe",
|
|
"anl15_s_18_m_st_dev",
|
|
"anl15_s_18_m_total",
|
|
"anl15_s_cal_fy0_gro",
|
|
"anl15_s_cal_fy0_pe",
|
|
"anl15_s_cal_fy0_total",
|
|
"anl15_s_cal_fy0_val",
|
|
"anl15_s_cal_fy1_1m_chg",
|
|
"anl15_s_cal_fy1_3m_chg",
|
|
"anl15_s_cal_fy1_6m_chg",
|
|
"anl15_s_cal_fy1_cos",
|
|
"anl15_s_cal_fy1_ests",
|
|
"anl15_s_cal_fy1_gro",
|
|
"anl15_s_cal_fy1_mean",
|
|
"anl15_s_cal_fy1_mktcap",
|
|
"anl15_s_cal_fy1_pe",
|
|
"anl15_s_cal_fy1_st_dev",
|
|
"anl15_s_cal_fy1_total",
|
|
"anl15_s_cal_fy2_1m_chg",
|
|
"anl15_s_cal_fy2_3m_chg",
|
|
"anl15_s_cal_fy2_6m_chg",
|
|
"anl15_s_cal_fy2_cos",
|
|
"anl15_s_cal_fy2_ests",
|
|
"anl15_s_cal_fy2_gro",
|
|
"anl15_s_cal_fy2_mean",
|
|
"anl15_s_cal_fy2_mktcap",
|
|
"anl15_s_cal_fy2_pe",
|
|
"anl15_s_cal_fy2_st_dev",
|
|
"anl15_s_cal_fy2_total",
|
|
"anl15_s_cal_fy3_1m_chg",
|
|
"anl15_s_cal_fy3_3m_chg",
|
|
"anl15_s_cal_fy3_6m_chg",
|
|
"anl15_s_cal_fy3_cos",
|
|
"anl15_s_cal_fy3_ests",
|
|
"anl15_s_cal_fy3_gro",
|
|
"anl15_s_cal_fy3_mean",
|
|
"anl15_s_cal_fy3_mktcap",
|
|
"anl15_s_cal_fy3_pe",
|
|
"anl15_s_cal_fy3_st_dev",
|
|
"anl15_s_cal_fy3_total",
|
|
"anl15_s_div_cos",
|
|
"anl15_s_divyld",
|
|
"anl15_s_fy1_cos_dn",
|
|
"anl15_s_fy1_cos_up",
|
|
"anl15_s_fy1_ests_dn",
|
|
"anl15_s_fy1_ests_up",
|
|
"anl15_s_fy2_cos_dn",
|
|
"anl15_s_fy2_cos_up",
|
|
"anl15_s_fy2_ests_dn",
|
|
"anl15_s_fy2_ests_up",
|
|
"anl15_s_fy3_cos_dn",
|
|
"anl15_s_fy3_cos_up",
|
|
"anl15_s_fy3_ests_dn",
|
|
"anl15_s_fy3_ests_up",
|
|
"anl15_s_hist_eps_gro",
|
|
"anl15_s_ltg_1m_chg",
|
|
"anl15_s_ltg_3m_chg",
|
|
"anl15_s_ltg_6m_chg",
|
|
"anl15_s_ltg_cos",
|
|
"anl15_s_ltg_cos_dn",
|
|
"anl15_s_ltg_cos_up",
|
|
"anl15_s_ltg_ests",
|
|
"anl15_s_ltg_ests_dn",
|
|
"anl15_s_ltg_ests_up",
|
|
"anl15_s_ltg_mdn",
|
|
"anl15_s_ltg_mktcap",
|
|
"anl15_s_ltg_st_dev",
|
|
"anl15_s_prc"
|
|
],
|
|
"configType": "data"
|
|
},
|
|
"t_window": {
|
|
"variables": [
|
|
"20",
|
|
"60",
|
|
"200",
|
|
"600"
|
|
],
|
|
"configType": "normal"
|
|
},
|
|
"group_stats": {
|
|
"variables": [
|
|
"group_min",
|
|
"group_median",
|
|
"group_max",
|
|
"group_count",
|
|
"group_sum"
|
|
],
|
|
"configType": "operator"
|
|
},
|
|
"compare": {
|
|
"variables": [
|
|
"signed_power",
|
|
"regression_proj",
|
|
"vector_neut",
|
|
"regression_neut",
|
|
"vector_proj"
|
|
],
|
|
"configType": "operator"
|
|
},
|
|
"ts_op": {
|
|
"variables": [
|
|
"ts_zscore",
|
|
"ts_returns",
|
|
"ts_product",
|
|
"ts_av_diff",
|
|
"ts_min_max_diff",
|
|
"ts_min_max_cps",
|
|
"ts_rank",
|
|
"ts_min_diff",
|
|
"ts_arg_min",
|
|
"ts_max_diff",
|
|
"ts_delta",
|
|
"ts_arg_max"
|
|
],
|
|
"configType": "operator"
|
|
},
|
|
"group_op": {
|
|
"variables": [
|
|
"group_rank",
|
|
"group_normalize",
|
|
"group_scale",
|
|
"group_zscore",
|
|
"group_neutralize"
|
|
],
|
|
"configType": "operator"
|
|
}
|
|
},
|
|
"createdAt": "2025-07-09T13:20:21.529056"
|
|
},
|
|
{
|
|
"name": "Group_compare_glb_topdivmodel26",
|
|
"description": "",
|
|
"expression": "gp = group_cartesian_product(country, industry);\nalpha = group_zscore(\n ts_zscore(\n ts_backfill(<analyst_field/>, 90), 200\n ), gp\n);\nalpha_gpm = <group_stats/>(alpha, gp);\nresid = <compare/>(alpha, alpha_gpm);\n<ts_op/>(<group_op/>(resid, gp), 200)",
|
|
"templateConfigurations": {
|
|
"analyst_field": {
|
|
"variables": [
|
|
"mdl26_5yr_hstrcl_grwth_rt",
|
|
"mdl26_60dy_srprs_lst_q_rnngs",
|
|
"mdl26_60dy_srprs_lst_y_rnngs",
|
|
"mdl26_7dy_mn_chng_flg_fq1_rnngs",
|
|
"mdl26_actual_last_q_earnings",
|
|
"mdl26_actual_last_y_earnings",
|
|
"mdl26_avrevsn_fq1_earnings_30",
|
|
"mdl26_blndd_grwth_ndstry_prcntl",
|
|
"mdl26_blndd_grwth_rt_smrtstmt",
|
|
"mdl26_blndd_grwth_sctr_prcntl",
|
|
"mdl26_chng_frm_52wk_hgh_prc",
|
|
"mdl26_chng_frm_52wk_lw_prc",
|
|
"mdl26_chng_rltv_t_cc_40_30",
|
|
"mdl26_chng_rltv_t_cntry_bnchmrk_30",
|
|
"mdl26_chng_rltv_t_dj_stxx_600_30",
|
|
"mdl26_chng_rltv_t_fts_100_30",
|
|
"mdl26_chng_rltv_t_hng_sng_30",
|
|
"mdl26_chng_rltv_t_js_ll_shr_30",
|
|
"mdl26_chng_rltv_t_msc_f_30",
|
|
"mdl26_chng_rltv_t_msc_mf_30",
|
|
"mdl26_chng_rltv_t_msc_pc_x_jp_30",
|
|
"mdl26_chng_rltv_t_msc_rp_30",
|
|
"mdl26_chng_rltv_t_ndstry_bnchmrk_30",
|
|
"mdl26_chng_rltv_t_r1000_grwth_30",
|
|
"mdl26_chng_rltv_t_rssll_2000_30",
|
|
"mdl26_chng_rltv_t_rssll_mdcp_30",
|
|
"mdl26_chng_rltv_t_sp_400_30",
|
|
"mdl26_chng_rltv_t_sp_500_30",
|
|
"mdl26_chng_rltv_t_sp_600_30",
|
|
"mdl26_chng_rltv_t_sx_100_30",
|
|
"mdl26_chng_rltv_t_sx_200_30",
|
|
"mdl26_chng_rltv_t_sx_300_30",
|
|
"mdl26_chng_rltv_t_sx_ll_rd_30",
|
|
"mdl26_chng_rltv_t_tpx_30",
|
|
"mdl26_chng_rltv_t_tsx_cmpst_30",
|
|
"mdl26_days_since_last_report",
|
|
"mdl26_dff_frm_200dy_mvng_vrg",
|
|
"mdl26_dff_frm_50dy_mvng_vrg",
|
|
"mdl26_dffrnc_frm_hstrcl_p",
|
|
"mdl26_dffrnc_frm_hstrcl_prc_rt_rnngs",
|
|
"mdl26_dsnc_clstr_bgn_fq1_rnngs",
|
|
"mdl26_dsnc_clstr_dtctd_fq1_rnngs",
|
|
"mdl26_dsnc_lst_ps_prnnncmnt",
|
|
"mdl26_dsnc_prd_srprs_flg_chg_fq1_rnngs",
|
|
"mdl26_ep_industry_percentile_fy1",
|
|
"mdl26_ep_sector_percentile_fy1",
|
|
"mdl26_ep_yield_smartestimate_fy1",
|
|
"mdl26_forward_pe_mean_fy1",
|
|
"mdl26_frwrd_p_stm_fy1",
|
|
"mdl26_grwth_nxt_yr_ndstry_prcntl_rnngs",
|
|
"mdl26_grwth_nxt_yr_sctr_prcntl_rnngs",
|
|
"mdl26_grwth_ths_yr_ndstry_prcntl_rnngs",
|
|
"mdl26_grwth_ths_yr_sctr_prcntl_rnngs",
|
|
"mdl26_hgh_stmt_chng_fq1_rnngs_30",
|
|
"mdl26_hgh_stmt_prr_fq1_rnngs_30",
|
|
"mdl26_high_price_52",
|
|
"mdl26_last_fiscal_year_pe",
|
|
"mdl26_low_price_52",
|
|
"mdl26_lt_grwth_ndstry_prcntl",
|
|
"mdl26_lt_grwth_sctr_prcntl",
|
|
"mdl26_lw_stmt_chng_fq1_rnngs_30",
|
|
"mdl26_lw_stmt_prr_fq1_rnngs_30",
|
|
"mdl26_market_cap_l",
|
|
"mdl26_market_cap_u",
|
|
"mdl26_mdn_hstrcl_f12m_prc_rt_rnngs",
|
|
"mdl26_median_historical_f12m_pe",
|
|
"mdl26_mn_f_rvsnclstr_nlysts_fq1_rnngs",
|
|
"mdl26_mn_stmt_prc_rt_fy1_rnngs",
|
|
"mdl26_mn_stmt_prr_fq1_rnngs_7",
|
|
"mdl26_mstchg_fq1_rnngs_30",
|
|
"mdl26_nm_mn_nlysts_prr_fq1_rnngs_7",
|
|
"mdl26_nm_rvsnclstr_nlysts_fq1_rnngs",
|
|
"mdl26_nm_stm_nlysts_fq1_rnngs",
|
|
"mdl26_nnlyst_rvsng_dwn_fq1_rnngs_30",
|
|
"mdl26_nnlyst_rvsng_p_fq1_rnngs_30",
|
|
"mdl26_peg_mean_fy1",
|
|
"mdl26_peg_smartestimate_fy1",
|
|
"mdl26_price_change_30",
|
|
"mdl26_prsprise_flag_fq1_earnings",
|
|
"mdl26_prsprise_fq1_earnings",
|
|
"mdl26_prsprise_per_fq1_earnings",
|
|
"mdl26_rvsnclstr_flg_fq1_rnngs",
|
|
"mdl26_rvsnclstr_vg_rvsn_fq1_rnngs",
|
|
"mdl26_rvsnclstr_vg_rvsn_pr_fq1_rnngs",
|
|
"mdl26_smartestimate_fq1_earnings",
|
|
"mdl26_smrtst_grwth_f12mt12m_rnngs",
|
|
"mdl26_smrtst_grwth_f24mf12m_rnngs",
|
|
"mdl26_smrtst_grwth_nxt_yrths_yr_rnngs",
|
|
"mdl26_smrtst_grwth_ths_yrlst_yr_rnngs",
|
|
"mdl26_smrtst_pg_ndstry_prcntl_f12m",
|
|
"mdl26_smrtst_pg_sctr_prcntl_f12m",
|
|
"mdl26_stdv_rvsnclstr_nlysts_fq1_rnngs",
|
|
"mdl26_stdv_stm_nlysts_fq1_rnngs",
|
|
"mdl26_stm_chng_fq1_rnngs_30",
|
|
"mdl26_stm_prc_rt_fy1_rnngs",
|
|
"mdl26_stm_prr_fq1_rnngs_7",
|
|
"mdl26_stmt_dffsn_fq1_rnngs_30",
|
|
"mdl26_surprise_last_q_earnings",
|
|
"mdl26_surprise_last_y_earnings",
|
|
"mdl26_traded_volume",
|
|
"mdl26_traded_volume_l",
|
|
"mdl26_traded_volume_u",
|
|
"mdl26_trailing_4_quarter_pe",
|
|
"mdl26_yld_ndstry_prcntl_fy1_rnngs",
|
|
"mdl26_yld_sctr_prcntl_fy1_rnngs",
|
|
"mdl26_yld_stm_fy1_rnngs",
|
|
"star_arm_country_rank",
|
|
"star_arm_global_rank",
|
|
"star_arm_pref_earnings_score",
|
|
"star_arm_rec_change_flag",
|
|
"star_arm_rec_days_since_2lv_change",
|
|
"star_arm_rec_days_since_new",
|
|
"star_arm_rec_days_since_newsell",
|
|
"star_arm_rec_mean_change30",
|
|
"star_arm_rec_mean_prior7",
|
|
"star_arm_rec_ndown_30",
|
|
"star_arm_rec_nup_30",
|
|
"star_arm_recommendations_score",
|
|
"star_arm_region_rank_decimal",
|
|
"star_arm_revenue_score",
|
|
"star_arm_score",
|
|
"star_arm_score_5",
|
|
"star_arm_score_change_1m",
|
|
"star_arm_secondary_earnings_score"
|
|
],
|
|
"configType": "data"
|
|
},
|
|
"group_stats": {
|
|
"variables": [
|
|
"group_min",
|
|
"group_median",
|
|
"group_max",
|
|
"group_count",
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"group_sum"
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],
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"configType": "operator"
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},
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"compare": {
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|
"variables": [
|
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"signed_power",
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"regression_proj",
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"vector_neut",
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|
"regression_neut",
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|
"vector_proj",
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|
"subtract",
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|
"add",
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|
"multiply",
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|
"divide"
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|
],
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|
"configType": "operator"
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},
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"ts_op": {
|
|
"variables": [
|
|
"ts_zscore",
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"ts_returns",
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"ts_product",
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"ts_av_diff",
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"ts_min_max_diff",
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|
"ts_min_max_cps",
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|
"ts_rank",
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|
"ts_min_diff",
|
|
"ts_arg_min",
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|
"ts_max_diff",
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|
"ts_delta",
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|
"ts_arg_max"
|
|
],
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|
"configType": "operator"
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|
},
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|
"group_op": {
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|
"variables": [
|
|
"group_rank",
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"group_normalize",
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|
"group_scale",
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|
"group_zscore",
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|
"group_neutralize"
|
|
],
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|
"configType": "operator"
|
|
}
|
|
},
|
|
"createdAt": "2025-07-11T01:37:59.214242"
|
|
}
|
|
] |